Schwab
Fundamental U.S. Broad Market Index ETF |
FNDB |
Schwab
Fundamental U.S. Large Company Index ETF |
FNDX |
Schwab
Fundamental U.S. Small Company Index ETF |
FNDA |
Schwab
Fundamental International Large Company Index ETF |
FNDF |
Schwab
Fundamental International Small Company Index ETF |
FNDC |
Schwab
Fundamental Emerging Markets Large Company Index ETF |
FNDE |
2 | |
3 | |
| |
4 | |
6 | |
8 | |
10 | |
12 | |
14 | |
16 | |
| |
17 | |
36 | |
48 | |
62 | |
76 | |
96 | |
105 | |
117 | |
120 | |
124 |
Total
Returns for the 6 Months Ended August 31, 2023 | |
Schwab
Fundamental U.S. Broad Market Index ETF
(Ticker
Symbol: FNDB) |
|
Market
Price Return1 |
6.84% |
NAV
Return1 |
6.86% |
Russell
RAFITM
US Index |
6.97% |
Russell
3000®
Index |
13.05% |
ETF
Category: Morningstar Large Value2
|
3.90% |
Performance
Details |
pages
4-5 |
|
|
Schwab
Fundamental U.S. Large Company Index ETF
(Ticker
Symbol: FNDX) |
|
Market
Price Return1 |
7.41% |
NAV
Return1 |
7.35% |
Russell
RAFITM
US Large Company Index |
7.47% |
Russell
1000®
Index |
13.84% |
ETF
Category: Morningstar Large Value2
|
3.90% |
Performance
Details |
pages
6-7 |
|
|
Schwab
Fundamental U.S. Small Company Index ETF
(Ticker
Symbol: FNDA) |
|
Market
Price Return1 |
1.01% |
NAV
Return1 |
0.99% |
Russell
RAFITM
US Small Company Index |
1.09% |
Russell
2000®
Index |
0.99% |
ETF
Category: Morningstar Small Blend2
|
0.88% |
Performance
Details |
pages
8-9 |
Total
Returns for the 6 Months Ended August 31, 2023 | |
Schwab
Fundamental International Large Company Index ETF
(Ticker
Symbol: FNDF) |
|
Market
Price Return1 |
6.03% |
NAV
Return1 |
5.76% |
Russell
RAFITM
Developed ex US Large Company Index (Net)*
|
5.68% |
MSCI
EAFE®
Index (Net)*
|
4.75% |
ETF
Category: Morningstar Foreign Large Value2
|
4.71% |
Performance
Details |
pages
10-11 |
|
|
Schwab
Fundamental International Small Company Index ETF
(Ticker
Symbol: FNDC) |
|
Market
Price Return1 |
3.76% |
NAV
Return1 |
3.51% |
Russell
RAFITM
Developed ex US Small Company Index (Net)*
|
3.57% |
S&P
Developed ex-U.S. Small Cap Index (Net)*
|
1.34% |
ETF
Category: Morningstar Foreign Small/Mid Value2
|
3.71% |
Performance
Details |
pages
12-13 |
|
|
Schwab
Fundamental Emerging Markets Large Company Index ETF
(Ticker
Symbol: FNDE) |
|
Market
Price Return1 |
6.27% |
NAV
Return1 |
5.95% |
Russell
RAFITM
Emerging Markets Large Company Index (Net)*
|
6.38% |
MSCI
Emerging Markets Index (Net)*
|
3.62% |
ETF
Category: Morningstar Diversified Emerging Markets2
|
4.51% |
Performance
Details |
pages
14-15 |
![]() |
Christopher
Bliss, CFA,
Managing Director and Head of Passive Equity Strategies for Schwab Asset
Management,
is responsible for overseeing the investment process and portfolio
management of investment
strategies
for passive equity Schwab Funds and Schwab ETFs, and Schwab Personalized
Indexing™ separately
managed
accounts. Before joining Schwab in 2016, Mr. Bliss spent 12 years at
BlackRock (formerly Barclays
Global
Investors) managing and leading institutional index teams, most recently
as a managing director and
the
head of the Americas institutional index team. In this role, Mr. Bliss was
responsible for overseeing a team
of
portfolio managers managing domestic, developed international and emerging
markets index strategies.
Prior
to BlackRock, he worked as an equity analyst and portfolio manager for
Harris Bretall and before that, as
a
research analyst for JP
Morgan. |
![]() |
Jeremy
Brown, CFA,
Senior Portfolio Manager for Schwab Asset Management, is responsible for
the
day-to-day
co-management of the Schwab Fundamental U.S. Broad Market Index ETF,
Schwab Fundamental
U.S.
Large Company Index ETF, and Schwab Fundamental U.S. Small Company Index
ETF. Prior to joining
Schwab
in 2017, Mr. Brown spent six years with ALPS Advisors, Inc. in Denver,
most recently as a senior
analyst
on the ETF portfolio management and research team where he performed
portfolio management,
trading,
and analytics/research functions for ALPS ETFs and passive funds.
Additionally, Mr. Brown led a
number
of investment research, commentary, industry trend analysis, and sales and
marketing support
initiatives. |
![]() |
Ferian
Juwono, CFA,
Senior Portfolio Manager for Schwab Asset Management, is responsible for
the
oversight
and day-to-day co-management of the Schwab Fundamental U.S. Broad Market
Index ETF, Schwab
Fundamental
U.S. Large Company Index ETF, and Schwab Fundamental U.S. Small Company
Index ETF. Prior
to
joining Schwab in 2010, Mr. Juwono worked at BlackRock (formerly Barclays
Global Investors) where he
spent
more than three years as a portfolio manager, managing equity index funds
for institutional clients, and
two
years as a senior business analyst. Prior to that, Mr. Juwono worked for
more than four years as a senior
financial
analyst with Union Bank of
California. |
![]() |
David
Rios,
Portfolio Manager for Schwab Asset Management, is responsible for the
day-to-day
co-management
of the Schwab Fundamental International Large Company Index ETF, Schwab
Fundamental
International
Small Company Index ETF, and Schwab Fundamental Emerging Markets Large
Company Index
ETF.
Prior to this role, Mr. Rios was an associate portfolio manager on the
equity index strategies team for four
years.
His first role with Schwab Asset Management was as a trade operations
specialist. Prior to joining
Schwab
in 2008, Mr. Rios was a senior fund accountant at Investors Bank &
Trust (subsequently acquired by
State
Street Corporation). |
![]() |
Agnes
Zau, CFA,
Portfolio Manager for Schwab Asset Management, is responsible for the
day-to-day
co-management
of the Schwab Fundamental U.S. Broad Market Index ETF, Schwab Fundamental
U.S. Large
Company
Index ETF, and Schwab Fundamental U.S. Small Company Index ETF. Prior to
joining Schwab in
2018,
Ms. Zau was at BlackRock for three years, most recently as a multi-asset
portfolio investment
consultant
where she advised institutional clients on asset allocation and strategy,
constructed risk
decomposition
and portfolio optimization, and conducted scenario analyses for the core
multi-asset target risk
strategies.
She spent the preceding three years as a derivatives specialist at Mellon
Capital. |
Fund
and Inception Date |
6
Months |
1
Year |
5
Years |
10
Years |
Fund:
Schwab Fundamental U.S. Broad Market Index ETF
(8/15/13) |
|
|
|
|
Market
Price Return2
|
6.84% |
12.03% |
10.18% |
11.38% |
NAV
Return2
|
6.86% |
12.16% |
10.16% |
11.37% |
Russell
RAFITM
US Index |
6.97% |
12.42% |
10.41% |
11.66% |
Russell
3000®
Index |
13.05% |
14.76% |
10.25% |
12.23% |
ETF
Category: Morningstar Large Value3
|
3.90% |
8.86% |
7.23% |
9.07% |
Fund
Expense Ratio4:
0.25% |
Number
of Holdings |
1,714 |
Weighted
Average Market Cap (millions) |
$379,297 |
Price/Earnings
Ratio (P/E) |
15.7 |
Price/Book
Ratio (P/B) |
2.3 |
Portfolio
Turnover Rate |
6%
2,3 |
Fund
and Inception Date |
6
Months |
1
Year |
5
Years |
10
Years |
Fund:
Schwab Fundamental U.S. Large Company Index ETF
(8/15/13) |
|
|
|
|
Market
Price Return2
|
7.41% |
12.30% |
10.51% |
11.49% |
NAV
Return2
|
7.35% |
12.39% |
10.50% |
11.52% |
Russell
RAFITM
US Large Company Index |
7.47% |
12.66% |
10.76% |
11.81% |
Russell
1000®
Index |
13.84% |
15.40% |
10.77% |
12.55% |
ETF
Category: Morningstar Large Value3
|
3.90% |
8.86% |
7.23% |
9.07% |
Fund
Expense Ratio4:
0.25% |
Number
of Holdings |
727 |
Weighted
Average Market Cap (millions) |
$408,640 |
Price/Earnings
Ratio (P/E) |
15.8 |
Price/Book
Ratio (P/B) |
2.4 |
Portfolio
Turnover Rate |
5%
2,3 |
Fund
and Inception Date |
6
Months |
1
Year |
5
Years |
10
Years |
Fund:
Schwab Fundamental U.S. Small Company Index ETF
(8/15/13) |
|
|
|
|
Market
Price Return2
|
1.01% |
8.98% |
5.78% |
9.35% |
NAV
Return2
|
0.99% |
9.11% |
5.78% |
9.35% |
Russell
RAFITM
US Small Company Index |
1.09% |
9.31% |
5.96% |
9.58% |
Russell
2000®
Index |
0.99% |
4.65% |
3.14% |
7.96% |
ETF
Category: Morningstar Small Blend3
|
0.88% |
7.55% |
4.33% |
8.05% |
Fund
Expense Ratio4:
0.25% |
Number
of Holdings |
987 |
Weighted
Average Market Cap (millions) |
$5,151 |
Price/Earnings
Ratio (P/E) |
14.0 |
Price/Book
Ratio (P/B) |
1.6 |
Portfolio
Turnover Rate |
13%
2,3 |
Fund
and Inception Date |
6
Months |
1
Year |
5
Years |
10
Years |
Fund:
Schwab Fundamental International Large Company Index ETF
(8/15/13) |
|
|
|
|
Market
Price Return2
|
6.03% |
20.01% |
5.33% |
5.63% |
NAV
Return2
|
5.76% |
19.38% |
5.32% |
5.70% |
Russell
RAFITM
Developed ex US Large Company Index (Net)3
|
5.68% |
19.38% |
5.34% |
5.80% |
MSCI
EAFE®
Index (Net)3
|
4.75% |
17.92% |
4.14% |
4.93% |
ETF
Category: Morningstar Foreign Large Value4
|
4.71% |
18.50% |
3.68% |
4.02% |
Fund
Expense Ratio5:
0.25% |
Number
of Holdings |
926 |
Weighted
Average Market Cap (millions) |
$65,747 |
Price/Earnings
Ratio (P/E) |
9.7 |
Price/Book
Ratio (P/B) |
1.1 |
Portfolio
Turnover Rate |
6%
2,3 |
Fund
and Inception Date |
6
Months |
1
Year |
5
Years |
10
Years |
Fund:
Schwab Fundamental International Small Company Index ETF
(8/15/13) |
|
|
|
|
Market
Price Return2
|
3.76% |
13.02% |
2.01% |
5.40% |
NAV
Return2
|
3.51% |
12.40% |
2.01% |
5.47% |
Russell
RAFITM
Developed ex US Small Company Index (Net)3
|
3.57% |
12.61% |
2.23% |
5.81% |
S&P
Developed ex-U.S. Small Cap Index (Net)3
|
1.34% |
10.07% |
1.43% |
5.26% |
ETF
Category: Morningstar Foreign Small/Mid Value4
|
3.71% |
15.35% |
3.35% |
5.14% |
Fund
Expense Ratio5:
0.39% |
Number
of Holdings |
1,747 |
Weighted
Average Market Cap (millions) |
$3,590 |
Price/Earnings
Ratio (P/E) |
11.9 |
Price/Book
Ratio (P/B) |
1.0 |
Portfolio
Turnover Rate |
13%
2,3 |
Fund
and Inception Date |
6
Months |
1
Year |
5
Years |
10
Years |
Fund:
Schwab Fundamental Emerging Markets Large Company Index ETF
(8/15/13) |
|
|
|
|
Market
Price Return2
|
6.27% |
8.52% |
2.78% |
3.59% |
NAV
Return2
|
5.95% |
7.66% |
2.78% |
3.58% |
Russell
RAFITM
Emerging Markets Large Company Index (Net)3
|
6.38% |
8.54% |
3.07% |
4.02% |
MSCI
Emerging Markets Index (Net)3
|
3.62% |
1.25% |
0.98% |
2.99% |
ETF
Category: Morningstar Diversified Emerging Markets4
|
4.51% |
4.91% |
1.75% |
3.01% |
Fund
Expense Ratio5:
0.39% |
Number
of Holdings |
363 |
Weighted
Average Market Cap (millions) |
$80,189 |
Price/Earnings
Ratio (P/E) |
7.7 |
Price/Book
Ratio (P/B) |
1.1 |
Portfolio
Turnover Rate |
9%
2,3 |
|
EXPENSE
RATIO
(ANNUALIZED)
1
|
BEGINNING
ACCOUNT
VALUE
AT
3/1/23 |
ENDING
ACCOUNT
VALUE
(NET OF
EXPENSES)
AT
8/31/23 |
EXPENSES
PAID
DURING
PERIOD
3/1/23-8/31/23
2
|
Schwab
Fundamental U.S. Broad Market Index ETF |
|
|
|
|
Actual
Return |
0.25% |
$1,000.00 |
$1,068.60 |
$1.30 |
Hypothetical
5% Return |
0.25% |
$1,000.00 |
$1,023.88 |
$1.27 |
Schwab
Fundamental U.S. Large Company Index ETF |
|
|
|
|
Actual
Return |
0.25% |
$1,000.00 |
$1,073.50 |
$1.30 |
Hypothetical
5% Return |
0.25% |
$1,000.00 |
$1,023.88 |
$1.27 |
Schwab
Fundamental U.S. Small Company Index ETF |
|
|
|
|
Actual
Return |
0.25% |
$1,000.00 |
$1,009.90 |
$1.26 |
Hypothetical
5% Return |
0.25% |
$1,000.00 |
$1,023.88 |
$1.27 |
Schwab
Fundamental International Large Company Index ETF |
|
|
|
|
Actual
Return |
0.25% |
$1,000.00 |
$1,057.60 |
$1.29 |
Hypothetical
5% Return |
0.25% |
$1,000.00 |
$1,023.88 |
$1.27 |
Schwab
Fundamental International Small Company Index ETF |
|
|
|
|
Actual
Return |
0.39% |
$1,000.00 |
$1,035.10 |
$2.00 |
Hypothetical
5% Return |
0.39% |
$1,000.00 |
$1,023.18 |
$1.98 |
Schwab
Fundamental Emerging Markets Large Company Index ETF |
|
|
|
|
Actual
Return |
0.39% |
$1,000.00 |
$1,059.50 |
$2.02 |
Hypothetical
5% Return |
0.39% |
$1,000.00 |
$1,023.18 |
$1.98 |
1 |
Based
on the most recent six-month expense ratio.
|
2 |
Expenses
for each fund are equal to its annualized expense ratio, multiplied by the
average account value over the period, multiplied by 184 days in the
period, and divided
by
366 days in the fiscal year. |
|
3/1/23–
8/31/23* |
3/1/22–
2/28/23 |
3/1/21–
2/28/22 |
3/1/20–
2/28/21 |
3/1/19–
2/29/20 |
3/1/18–
2/28/19 |
Per-Share
Data | ||||||
Net
asset value at beginning of period |
$54.33 |
$56.34 |
$48.26 |
$37.17 |
$37.60 |
$36.95 |
Income
(loss) from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)1
|
0.58 |
1.08 |
0.98 |
0.92 |
0.94 |
0.84 |
Net
realized and unrealized gains (losses) |
3.11 |
(2.05
) |
8.04 |
11.13 |
(0.43
) |
0.62 |
Total
from investment operations |
3.69 |
(0.97
) |
9.02 |
12.05 |
0.51 |
1.46 |
Less
distributions: |
|
|
|
|
|
|
Distributions
from net investment income |
(0.52
) |
(1.04
) |
(0.94
) |
(0.96
) |
(0.94
) |
(0.81
) |
Net
asset value at end of period |
$57.50 |
$54.33 |
$56.34 |
$48.26 |
$37.17 |
$37.60 |
Total
return |
6.86
%2 |
(1.63
%) |
18.80
% |
33.35
% |
1.25
% |
3.98
% |
Ratios/Supplemental
Data | ||||||
Ratios
to average net assets: |
|
|
|
|
|
|
Total
expenses |
0.25
%3 |
0.25
%4 |
0.25
% |
0.25
% |
0.25
% |
0.25
% |
Net
investment income (loss) |
2.09
%3 |
2.02
% |
1.79
% |
2.36
% |
2.38
% |
2.26
% |
Portfolio
turnover rate5
|
6
%2 |
12
% |
13
% |
14
% |
13
% |
11
% |
Net
assets, end of period (x 1,000) |
$540,473 |
$486,280 |
$425,341 |
$284,726 |
$262,018 |
$276,382 |
* |
Unaudited. |
1 |
Calculated
based on the average shares outstanding during the
period. |
2 |
Not
annualized. |
3 |
Annualized. |
4 |
Ratio
includes less than 0.005% of non-routine proxy
expenses. |
5 |
Portfolio
turnover rate excludes securities received or delivered from processing of
in-kind creations or
redemptions. |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
COMMON
STOCKS
99.7%
OF NET ASSETS
| ||
| ||
Automobiles
& Components 1.5%
| ||
Adient
plc * |
3,223 |
126,245 |
American
Axle & Manufacturing Holdings,
Inc.
* |
7,262 |
54,828 |
Aptiv
plc * |
4,026 |
408,438 |
Autoliv,
Inc.
|
2,330 |
227,408 |
BorgWarner,
Inc.
|
7,702 |
313,857 |
Cooper-Standard
Holdings, Inc. * |
5,302 |
79,212 |
Dana,
Inc.
|
8,031 |
129,379 |
Dorman
Products, Inc. * |
416 |
34,324 |
Ford
Motor Co.
|
147,988 |
1,795,094 |
Fox
Factory Holding Corp. * |
257 |
28,478 |
General
Motors Co.
|
77,150 |
2,585,297 |
Gentex
Corp.
|
6,062 |
197,985 |
Gentherm,
Inc. * |
581 |
34,982 |
Harley-Davidson,
Inc.
|
3,477 |
117,349 |
LCI
Industries
|
620 |
77,674 |
Lear
Corp.
|
2,955 |
425,786 |
Modine
Manufacturing Co. * |
1,495 |
71,147 |
Patrick
Industries, Inc.
|
688 |
57,544 |
Phinia,
Inc. * |
1,527 |
42,451 |
Standard
Motor Products, Inc.
|
879 |
32,549 |
Stoneridge,
Inc. * |
981 |
20,160 |
Tesla,
Inc. * |
2,302 |
594,100 |
The
Goodyear Tire & Rubber Co. * |
23,573 |
304,327 |
Thor
Industries, Inc.
|
2,058 |
215,720 |
Visteon
Corp. * |
735 |
102,363 |
Winnebago
Industries, Inc.
|
880 |
57,068 |
|
|
8,133,765 |
| ||
Banks
6.3%
| ||
1st
Source Corp.
|
273 |
12,200 |
Ameris
Bancorp
|
710 |
28,932 |
Associated
Banc-Corp.
|
3,356 |
58,159 |
Axos
Financial, Inc. * |
672 |
28,956 |
BancFirst
Corp.
|
79 |
7,551 |
Bank
of America Corp.
|
171,389 |
4,913,723 |
Bank
of Hawaii Corp.
|
771 |
41,434 |
Bank
OZK
|
1,708 |
68,610 |
BankUnited,
Inc.
|
2,690 |
70,612 |
Banner
Corp.
|
587 |
25,564 |
BOK
Financial Corp.
|
418 |
34,740 |
Brookline
Bancorp, Inc.
|
1,433 |
13,714 |
Cadence
Bank
|
2,259 |
51,686 |
Capitol
Federal Financial, Inc.
|
3,410 |
19,335 |
Cathay
General Bancorp
|
1,218 |
43,397 |
Central
Pacific Financial Corp.
|
863 |
14,645 |
Citigroup,
Inc.
|
113,230 |
4,675,267 |
Citizens
Financial Group, Inc.
|
13,195 |
371,175 |
City
Holding Co.
|
180 |
16,445 |
Columbia
Banking System, Inc.
|
3,138 |
64,266 |
Comerica,
Inc.
|
4,583 |
220,488 |
Commerce
Bancshares, Inc.
|
1,080 |
53,017 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Community
Bank System, Inc.
|
605 |
28,768 |
ConnectOne
Bancorp, Inc.
|
346 |
6,616 |
Credicorp
Ltd.
|
1,633 |
230,955 |
Cullen/Frost
Bankers, Inc.
|
577 |
54,544 |
Customers
Bancorp, Inc. * |
575 |
20,205 |
CVB
Financial Corp.
|
1,673 |
29,211 |
Eagle
Bancorp, Inc.
|
707 |
17,010 |
East
West Bancorp, Inc.
|
1,727 |
95,572 |
Eastern
Bankshares, Inc.
|
1,077 |
14,496 |
Enterprise
Financial Services Corp.
|
309 |
11,961 |
F.N.B.
Corp.
|
6,037 |
70,210 |
Fifth
Third Bancorp
|
16,252 |
431,491 |
First
BanCorp
|
2,185 |
30,284 |
First
Bancorp/Southern Pines NC
|
329 |
9,752 |
First
Busey Corp.
|
886 |
17,897 |
First
Citizens BancShares, Inc., Class A
|
77 |
104,751 |
First
Commonwealth Financial Corp.
|
1,413 |
18,468 |
First
Financial Bancorp
|
1,583 |
32,895 |
First
Financial Bankshares, Inc.
|
770 |
22,114 |
First
Hawaiian, Inc.
|
2,951 |
55,803 |
First
Horizon Corp.
|
6,341 |
79,580 |
First
Interstate BancSystem, Inc., Class A
|
1,060 |
27,465 |
First
Merchants Corp.
|
758 |
22,619 |
Fulton
Financial Corp.
|
2,876 |
38,337 |
Glacier
Bancorp, Inc.
|
1,040 |
31,418 |
Hancock
Whitney Corp.
|
1,358 |
56,017 |
Hanmi
Financial Corp.
|
675 |
11,691 |
Heartland
Financial USA, Inc.
|
571 |
17,495 |
Heritage
Financial Corp.
|
502 |
8,644 |
Hilltop
Holdings, Inc.
|
1,494 |
45,403 |
HomeStreet,
Inc.
|
1,089 |
10,291 |
Hope
Bancorp, Inc.
|
3,245 |
31,379 |
Huntington
Bancshares, Inc.
|
22,052 |
244,557 |
Independent
Bank Corp.
|
380 |
20,528 |
Independent
Bank Group, Inc.
|
443 |
18,695 |
International
Bancshares Corp.
|
763 |
34,167 |
JPMorgan
Chase & Co.
|
66,652 |
9,753,187 |
Kearny
Financial Corp.
|
1,571 |
11,641 |
KeyCorp
|
25,326 |
286,944 |
Lakeland
Bancorp, Inc.
|
399 |
5,390 |
Lakeland
Financial Corp.
|
221 |
11,521 |
M&T
Bank Corp.
|
3,509 |
438,800 |
NBT
Bancorp, Inc.
|
618 |
21,272 |
New
York Community Bancorp, Inc.
|
14,459 |
177,556 |
Northwest
Bancshares, Inc.
|
2,087 |
22,957 |
OceanFirst
Financial Corp.
|
794 |
13,395 |
OFG
Bancorp
|
772 |
23,284 |
Old
National Bancorp
|
3,905 |
59,590 |
Pacific
Premier Bancorp, Inc.
|
1,081 |
24,885 |
PacWest
Bancorp
|
5,112 |
40,640 |
Park
National Corp.
|
190 |
19,334 |
Pathward
Financial, Inc.
|
400 |
19,708 |
Pinnacle
Financial Partners, Inc.
|
756 |
50,319 |
Popular,
Inc.
|
1,993 |
136,082 |
Premier
Financial Corp.
|
358 |
6,745 |
Prosperity
Bancshares, Inc.
|
1,048 |
59,537 |
Provident
Financial Services, Inc.
|
1,242 |
20,468 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Regions
Financial Corp.
|
16,285 |
298,667 |
Renasant
Corp.
|
860 |
23,951 |
S&T
Bancorp, Inc.
|
633 |
17,933 |
Sandy
Spring Bancorp, Inc.
|
754 |
16,769 |
Simmons
First National Corp., Class A
|
2,220 |
39,560 |
Southside
Bancshares, Inc.
|
487 |
14,659 |
SouthState
Corp.
|
642 |
46,417 |
Synovus
Financial Corp.
|
2,715 |
84,056 |
Texas
Capital Bancshares, Inc. * |
716 |
44,707 |
The
Bank of N.T. Butterfield & Son Ltd.
|
979 |
28,508 |
The
PNC Financial Services Group, Inc.
|
8,643 |
1,043,469 |
Tompkins
Financial Corp.
|
217 |
11,269 |
Towne
Bank
|
948 |
22,373 |
TriCo
Bancshares
|
302 |
10,371 |
Truist
Financial Corp.
|
21,776 |
665,257 |
Trustmark
Corp.
|
1,271 |
29,284 |
U.S.
Bancorp
|
37,024 |
1,352,487 |
UMB
Financial Corp.
|
585 |
36,978 |
United
Bankshares, Inc.
|
1,644 |
49,452 |
United
Community Banks, Inc.
|
1,025 |
27,675 |
Valley
National Bancorp
|
6,148 |
56,439 |
Veritex
Holdings, Inc.
|
424 |
7,975 |
Washington
Federal, Inc.
|
1,728 |
46,967 |
Washington
Trust Bancorp, Inc.
|
345 |
9,660 |
Webster
Financial Corp.
|
1,431 |
60,689 |
Wells
Fargo & Co.
|
133,564 |
5,514,858 |
WesBanco,
Inc.
|
1,038 |
26,324 |
Westamerica
BanCorp
|
285 |
12,549 |
Western
Alliance Bancorp
|
1,019 |
50,960 |
Wintrust
Financial Corp.
|
773 |
59,993 |
WSFS
Financial Corp.
|
572 |
22,480 |
Zions
Bancorp NA
|
5,129 |
182,079 |
|
|
33,953,275 |
| ||
Capital
Goods 7.5%
| ||
3M
Co.
|
14,712 |
1,569,329 |
A.O.
Smith Corp.
|
2,054 |
148,915 |
AAON,
Inc.
|
406 |
25,602 |
AAR
Corp. * |
992 |
61,107 |
Acuity
Brands, Inc.
|
877 |
141,443 |
Advanced
Drainage Systems, Inc.
|
331 |
42,421 |
AECOM
|
2,733 |
239,821 |
AerCap
Holdings N.V. * |
2,451 |
150,786 |
AGCO
Corp.
|
1,482 |
191,963 |
Air
Lease Corp.
|
2,485 |
101,289 |
Alamo
Group, Inc.
|
166 |
28,494 |
Albany
International Corp., Class A
|
409 |
37,922 |
Allegion
plc
|
1,022 |
116,314 |
Allison
Transmission Holdings, Inc.
|
4,048 |
244,702 |
American
Woodmark Corp. * |
838 |
65,087 |
AMETEK,
Inc.
|
1,697 |
270,688 |
API
Group Corp. * |
2,181 |
61,395 |
Apogee
Enterprises, Inc.
|
907 |
45,767 |
Applied
Industrial Technologies, Inc.
|
552 |
85,212 |
Arcosa,
Inc.
|
1,035 |
80,958 |
Argan,
Inc.
|
438 |
18,606 |
Armstrong
World Industries, Inc.
|
795 |
60,889 |
Astec
Industries, Inc.
|
868 |
47,584 |
Atkore,
Inc. * |
384 |
59,124 |
AZZ,
Inc.
|
848 |
41,637 |
Barnes
Group, Inc.
|
1,537 |
60,404 |
Beacon
Roofing Supply, Inc. * |
1,214 |
96,938 |
BlueLinx
Holdings, Inc. * |
167 |
14,906 |
Boise
Cascade Co.
|
1,655 |
181,007 |
BWX
Technologies, Inc.
|
1,253 |
92,421 |
Carlisle
Cos., Inc.
|
750 |
197,265 |
Carrier
Global Corp.
|
13,142 |
755,008 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Caterpillar,
Inc.
|
7,701 |
2,164,982 |
Columbus
McKinnon Corp.
|
610 |
22,979 |
Comfort
Systems USA, Inc.
|
429 |
79,181 |
Construction
Partners, Inc., Class A * |
466 |
16,194 |
Core
& Main, Inc., Class A * |
813 |
26,699 |
Crane
Co.
|
710 |
64,695 |
CSW
Industrials, Inc.
|
122 |
21,915 |
Cummins,
Inc.
|
3,442 |
791,798 |
Curtiss-Wright
Corp.
|
610 |
126,874 |
Deere
& Co.
|
2,526 |
1,038,034 |
Donaldson
Co., Inc.
|
1,785 |
114,008 |
Douglas
Dynamics, Inc.
|
469 |
14,197 |
Dover
Corp.
|
1,891 |
280,435 |
Ducommun,
Inc. * |
145 |
6,593 |
DXP
Enterprises, Inc. * |
662 |
23,547 |
Dycom
Industries, Inc. * |
784 |
78,345 |
Eaton
Corp. plc
|
6,068 |
1,397,885 |
EMCOR
Group, Inc.
|
1,233 |
276,500 |
Emerson
Electric Co.
|
9,727 |
955,678 |
Encore
Wire Corp.
|
331 |
54,552 |
Enerpac
Tool Group Corp.
|
617 |
16,165 |
EnerSys
|
1,005 |
105,505 |
EnPro
Industries, Inc.
|
336 |
45,827 |
Esab
Corp.
|
701 |
50,591 |
ESCO
Technologies, Inc.
|
299 |
31,996 |
Fastenal
Co.
|
5,908 |
340,183 |
Federal
Signal Corp.
|
793 |
48,333 |
Flowserve
Corp.
|
2,911 |
115,188 |
Fluor
Corp. * |
4,014 |
140,450 |
Fortive
Corp.
|
2,482 |
195,706 |
Fortune
Brands Innovations, Inc.
|
3,221 |
222,313 |
Franklin
Electric Co., Inc.
|
529 |
51,160 |
FTAI
Aviation Ltd.
|
669 |
24,726 |
Gates
Industrial Corp. plc * |
2,738 |
33,623 |
GATX
Corp.
|
832 |
98,292 |
Generac
Holdings, Inc. * |
580 |
68,910 |
General
Dynamics Corp.
|
4,573 |
1,036,425 |
General
Electric Co.
|
19,604 |
2,243,874 |
Gibraltar
Industries, Inc. * |
657 |
49,295 |
GMS,
Inc. * |
1,032 |
71,559 |
Graco,
Inc.
|
1,383 |
109,174 |
GrafTech
International Ltd.
|
11,342 |
40,151 |
Granite
Construction, Inc.
|
1,711 |
70,647 |
Great
Lakes Dredge & Dock Corp. * |
2,403 |
21,219 |
Griffon
Corp.
|
882 |
36,929 |
H&E
Equipment Services, Inc.
|
990 |
44,867 |
HEICO
Corp.
|
445 |
75,076 |
Herc
Holdings, Inc.
|
481 |
62,597 |
Hexcel
Corp.
|
1,524 |
111,709 |
Hillenbrand,
Inc.
|
1,155 |
55,948 |
Hillman
Solutions Corp. * |
1,259 |
11,394 |
Honeywell
International, Inc.
|
9,343 |
1,755,923 |
Howmet
Aerospace, Inc.
|
5,417 |
267,979 |
Hubbell,
Inc.
|
640 |
208,672 |
Huntington
Ingalls Industries, Inc.
|
1,033 |
227,591 |
IDEX
Corp.
|
608 |
137,651 |
Illinois
Tool Works, Inc.
|
3,678 |
909,753 |
Ingersoll
Rand, Inc.
|
1,899 |
132,189 |
ITT,
Inc.
|
1,271 |
129,998 |
JELD-WEN
Holding, Inc. * |
6,151 |
92,757 |
John
Bean Technologies Corp.
|
393 |
43,195 |
Johnson
Controls International plc
|
11,359 |
670,863 |
Kadant,
Inc.
|
116 |
25,490 |
Kaman
Corp.
|
1,393 |
31,245 |
Kennametal,
Inc.
|
2,470 |
65,381 |
Kratos
Defense & Security Solutions, Inc. * |
1,429 |
22,993 |
L3Harris
Technologies, Inc.
|
3,119 |
555,463 |
Lennox
International, Inc.
|
416 |
156,753 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Lincoln
Electric Holdings, Inc.
|
702 |
135,107 |
Lindsay
Corp.
|
105 |
13,031 |
Lockheed
Martin Corp.
|
3,352 |
1,502,869 |
Masco
Corp.
|
4,662 |
275,105 |
Masonite
International Corp. * |
729 |
74,876 |
MasTec,
Inc. * |
1,376 |
136,898 |
McGrath
RentCorp
|
343 |
34,677 |
MDU
Resources Group, Inc.
|
5,002 |
101,841 |
Mercury
Systems, Inc. * |
458 |
17,977 |
Moog,
Inc., Class A
|
717 |
83,287 |
MRC
Global, Inc. * |
3,925 |
36,581 |
MSC
Industrial Direct Co., Inc., Class A
|
1,255 |
128,085 |
Mueller
Industries, Inc.
|
1,240 |
95,678 |
Mueller
Water Products, Inc., Class A
|
2,864 |
40,440 |
MYR
Group, Inc. * |
349 |
49,582 |
National
Presto Industries, Inc.
|
211 |
15,793 |
Nordson
Corp.
|
451 |
110,107 |
Northrop
Grumman Corp.
|
1,993 |
863,148 |
NOW,
Inc. * |
5,249 |
58,631 |
nVent
Electric plc
|
2,542 |
143,725 |
Oshkosh
Corp.
|
2,337 |
242,651 |
Otis
Worldwide Corp.
|
2,925 |
250,234 |
Owens
Corning
|
2,580 |
371,288 |
PACCAR,
Inc.
|
9,418 |
775,007 |
Parker-Hannifin
Corp.
|
1,486 |
619,513 |
Parsons
Corp. * |
541 |
30,848 |
Pentair
plc
|
3,060 |
214,996 |
PGT
Innovations, Inc. * |
911 |
25,681 |
Primoris
Services Corp.
|
2,504 |
88,566 |
Proto
Labs, Inc. * |
710 |
20,945 |
Quanex
Building Products Corp.
|
1,042 |
28,113 |
Quanta
Services, Inc.
|
1,743 |
365,803 |
RBC
Bearings, Inc. * |
135 |
31,123 |
Regal
Rexnord Corp.
|
950 |
154,081 |
Resideo
Technologies, Inc. * |
4,936 |
83,221 |
REV
Group, Inc.
|
1,614 |
21,918 |
Rockwell
Automation, Inc.
|
1,169 |
364,822 |
RTX
Corp.
|
14,478 |
1,245,687 |
Rush
Enterprises, Inc., Class A
|
2,280 |
94,415 |
Sensata
Technologies Holding plc
|
2,828 |
106,389 |
Simpson
Manufacturing Co., Inc.
|
576 |
92,022 |
SiteOne
Landscape Supply, Inc. * |
379 |
64,881 |
Snap-on,
Inc.
|
978 |
262,691 |
Spirit
AeroSystems Holdings, Inc., Class A
|
4,712 |
100,460 |
SPX
Technologies, Inc. * |
357 |
28,210 |
Standex
International Corp.
|
214 |
32,877 |
Stanley
Black & Decker, Inc.
|
4,991 |
471,051 |
Sterling
Infrastructure, Inc. * |
487 |
40,304 |
Tennant
Co.
|
364 |
30,005 |
Terex
Corp.
|
1,611 |
97,643 |
Textainer
Group Holdings Ltd.
|
703 |
27,860 |
Textron,
Inc.
|
4,713 |
366,247 |
The
AZEK Co., Inc. * |
859 |
29,215 |
The
Boeing Co. * |
8,455 |
1,894,174 |
The
Gorman-Rupp Co.
|
610 |
19,605 |
The
Greenbrier Cos., Inc.
|
2,168 |
92,270 |
The
Manitowoc Co., Inc. * |
2,357 |
39,880 |
The
Middleby Corp. * |
656 |
95,507 |
The
Shyft Group, Inc.
|
669 |
10,490 |
The
Timken Co.
|
1,291 |
98,658 |
The
Toro Co.
|
1,054 |
107,845 |
Titan
Machinery, Inc. * |
578 |
17,930 |
TPI
Composites, Inc. * |
1,243 |
6,277 |
Trane
Technologies plc
|
2,278 |
467,582 |
TransDigm
Group, Inc. * |
495 |
447,406 |
Trex
Co., Inc. * |
849 |
60,593 |
Trinity
Industries, Inc.
|
2,378 |
59,616 |
Triton
International Ltd.
|
1,267 |
106,314 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Tutor
Perini Corp. * |
7,819 |
69,511 |
UFP
Industries, Inc.
|
1,654 |
172,595 |
United
Rentals, Inc.
|
1,283 |
611,401 |
Valmont
Industries, Inc.
|
260 |
65,910 |
Veritiv
Corp.
|
588 |
98,978 |
Vertiv
Holdings Co.
|
1,573 |
61,960 |
W.W.
Grainger, Inc.
|
538 |
384,207 |
Wabash
National Corp.
|
1,941 |
43,770 |
Watsco,
Inc.
|
470 |
171,339 |
Watts
Water Technologies, Inc., Class A
|
307 |
57,952 |
WESCO
International, Inc.
|
1,012 |
163,792 |
Westinghouse
Air Brake Technologies Corp.
|
2,111 |
237,530 |
WillScot
Mobile Mini Holdings Corp. * |
715 |
29,329 |
Woodward,
Inc.
|
797 |
103,108 |
Xylem,
Inc.
|
1,817 |
188,132 |
Zurn
Elkay Water Solutions Corp., Class C
|
910 |
26,954 |
|
|
40,660,643 |
| ||
Commercial
& Professional Services 1.4%
| ||
ABM
Industries, Inc.
|
2,430 |
110,371 |
ACCO
Brands Corp.
|
7,130 |
38,003 |
ASGN,
Inc. * |
1,086 |
89,226 |
Automatic
Data Processing, Inc.
|
2,940 |
748,553 |
Barrett
Business Services, Inc.
|
140 |
13,395 |
Booz
Allen Hamilton Holding Corp., Class A
|
1,673 |
189,568 |
BrightView
Holdings, Inc. * |
3,186 |
26,380 |
Broadridge
Financial Solutions, Inc.
|
1,134 |
211,162 |
CACI
International, Inc., Class A * |
429 |
140,716 |
Casella
Waste Systems, Inc., Class A * |
207 |
16,305 |
CBIZ,
Inc. * |
542 |
30,412 |
Ceridian
HCM Holding, Inc. * |
213 |
15,447 |
Cimpress
plc * |
892 |
57,632 |
Cintas
Corp.
|
689 |
347,373 |
Clarivate
plc * |
2,780 |
20,655 |
Clean
Harbors, Inc. * |
635 |
107,531 |
Concentrix
Corp.
|
685 |
54,684 |
Conduent,
Inc. * |
10,062 |
31,595 |
Copart,
Inc. * |
3,312 |
148,477 |
CoreCivic,
Inc. * |
8,187 |
88,092 |
CRA
International, Inc.
|
58 |
6,301 |
CSG
Systems International, Inc.
|
582 |
31,608 |
Deluxe
Corp.
|
3,456 |
69,880 |
Dun
& Bradstreet Holdings, Inc.
|
2,537 |
27,653 |
Ennis,
Inc.
|
467 |
9,947 |
Enviri
Corp. * |
5,014 |
37,354 |
Equifax,
Inc.
|
711 |
146,964 |
ExlService
Holdings, Inc. * |
1,050 |
30,692 |
Exponent,
Inc.
|
246 |
22,106 |
FTI
Consulting, Inc. * |
491 |
91,238 |
Genpact
Ltd.
|
2,742 |
102,359 |
Healthcare
Services Group, Inc.
|
4,069 |
46,997 |
Heidrick
& Struggles International, Inc.
|
451 |
11,947 |
HNI
Corp.
|
1,968 |
64,472 |
Huron
Consulting Group, Inc. * |
248 |
24,788 |
ICF
International, Inc.
|
322 |
43,489 |
Insperity,
Inc.
|
328 |
33,236 |
Interface,
Inc.
|
2,717 |
28,067 |
Jacobs
Solutions, Inc.
|
2,332 |
314,400 |
KBR,
Inc.
|
1,768 |
108,767 |
Kelly
Services, Inc., Class A
|
4,834 |
89,381 |
Kforce,
Inc.
|
576 |
36,086 |
Korn
Ferry
|
1,136 |
57,913 |
Leidos
Holdings, Inc.
|
3,174 |
309,497 |
ManpowerGroup,
Inc.
|
3,994 |
315,007 |
Matthews
International Corp., Class A
|
1,046 |
44,120 |
Maximus,
Inc.
|
1,544 |
124,786 |
MillerKnoll,
Inc.
|
2,784 |
53,174 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
MSA
Safety, Inc.
|
301 |
54,987 |
NV5
Global, Inc. * |
62 |
6,310 |
OPENLANE,
Inc. * |
3,965 |
61,894 |
Paychex,
Inc.
|
2,501 |
305,697 |
Paycom
Software, Inc.
|
106 |
31,253 |
Pitney
Bowes, Inc.
|
15,117 |
49,735 |
Republic
Services, Inc.
|
2,196 |
316,509 |
Resources
Connection, Inc.
|
1,203 |
18,659 |
Robert
Half International, Inc.
|
2,733 |
202,133 |
Rollins,
Inc.
|
1,135 |
44,912 |
Science
Applications International Corp.
|
1,225 |
144,133 |
SP
Plus Corp. * |
428 |
16,765 |
SS&C
Technologies Holdings, Inc.
|
2,584 |
148,373 |
Steelcase,
Inc., Class A
|
7,076 |
64,179 |
Stericycle,
Inc. * |
1,377 |
60,877 |
Tetra
Tech, Inc.
|
520 |
81,822 |
The
Brink's Co.
|
780 |
59,132 |
The
GEO Group, Inc. * |
9,193 |
66,557 |
TransUnion
|
1,558 |
126,541 |
TriNet
Group, Inc. * |
545 |
60,457 |
TrueBlue,
Inc. * |
2,479 |
37,507 |
TTEC
Holdings, Inc.
|
360 |
10,714 |
UniFirst
Corp.
|
356 |
62,702 |
Verisk
Analytics, Inc.
|
987 |
239,071 |
Verra
Mobility Corp. * |
952 |
16,936 |
Waste
Management, Inc.
|
4,469 |
700,650 |
|
|
7,756,311 |
| ||
Consumer
Discretionary Distribution & Retail 4.3%
| ||
1-800-Flowers.com,
Inc., Class A * |
1,575 |
11,860 |
Abercrombie
& Fitch Co., Class A * |
3,072 |
165,120 |
Academy
Sports & Outdoors, Inc.
|
1,531 |
83,547 |
Advance
Auto Parts, Inc.
|
1,645 |
113,209 |
Amazon.com,
Inc. * |
47,558 |
6,563,480 |
American
Eagle Outfitters, Inc.
|
6,910 |
117,194 |
America's
Car-Mart, Inc. * |
198 |
22,039 |
Arko
Corp.
|
1,871 |
14,089 |
Asbury
Automotive Group, Inc. * |
521 |
119,830 |
AutoNation,
Inc. * |
1,741 |
273,494 |
AutoZone,
Inc. * |
100 |
253,133 |
Bath
& Body Works, Inc.
|
5,027 |
185,345 |
Best
Buy Co., Inc.
|
11,148 |
852,265 |
Big
5 Sporting Goods Corp.
|
1,823 |
14,456 |
Big
Lots, Inc.
|
9,288 |
57,586 |
Boot
Barn Holdings, Inc. * |
310 |
28,442 |
Burlington
Stores, Inc. * |
607 |
98,492 |
Caleres,
Inc.
|
966 |
27,695 |
Camping
World Holdings, Inc., Class A
|
601 |
14,863 |
CarMax,
Inc. * |
4,526 |
369,684 |
Chico's
FAS, Inc. * |
4,766 |
24,450 |
Citi
Trends, Inc. * |
792 |
17,131 |
Conn's,
Inc. * |
2,522 |
10,542 |
ContextLogic,
Inc., Class A
*(a) |
1,048 |
5,612 |
Designer
Brands, Inc., Class A
|
2,919 |
30,679 |
Dick's
Sporting Goods, Inc.
|
1,370 |
159,386 |
Dillard's,
Inc., Class A
|
145 |
50,042 |
eBay,
Inc.
|
17,504 |
783,829 |
Etsy,
Inc. * |
487 |
35,829 |
Five
Below, Inc. * |
271 |
46,601 |
Floor
& Decor Holdings, Inc., Class A * |
512 |
51,046 |
Foot
Locker, Inc.
|
5,103 |
100,121 |
GameStop
Corp., Class A * |
3,241 |
60,121 |
Genesco,
Inc. * |
840 |
28,795 |
Genuine
Parts Co.
|
1,948 |
299,466 |
Group
1 Automotive, Inc.
|
789 |
208,627 |
Groupon,
Inc. * |
2,367 |
29,280 |
Guess?,
Inc.
|
1,538 |
37,004 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Haverty
Furniture Cos., Inc.
|
875 |
27,387 |
Hibbett,
Inc.
|
625 |
28,944 |
Kohl's
Corp.
|
18,898 |
503,443 |
Leslie's,
Inc. * |
569 |
3,562 |
Lithia
Motors, Inc.
|
879 |
270,750 |
LKQ
Corp.
|
5,253 |
275,940 |
LL
Flooring Holdings, Inc. * |
1,783 |
6,151 |
Lowe’s
Cos., Inc.
|
8,569 |
1,974,983 |
Macy's,
Inc.
|
18,407 |
225,118 |
MarineMax,
Inc. * |
1,072 |
35,665 |
MercadoLibre,
Inc. * |
33 |
45,288 |
Monro,
Inc.
|
740 |
24,228 |
Murphy
USA, Inc.
|
630 |
200,113 |
National
Vision Holdings, Inc. * |
1,030 |
18,859 |
Nordstrom,
Inc.
|
6,439 |
104,441 |
Ollie's
Bargain Outlet Holdings, Inc. * |
866 |
66,751 |
O'Reilly
Automotive, Inc. * |
587 |
551,604 |
Overstock.com,
Inc. * |
1,516 |
39,583 |
Penske
Automotive Group, Inc.
|
847 |
139,162 |
Petco
Health & Wellness Co., Inc. * |
1,185 |
6,032 |
PetMed
Express, Inc.
|
731 |
8,238 |
Pool
Corp.
|
287 |
104,927 |
Qurate
Retail, Inc. * |
156,120 |
120,993 |
RH
* |
157 |
57,335 |
Ross
Stores, Inc.
|
3,637 |
443,023 |
Sally
Beauty Holdings, Inc. * |
5,400 |
54,864 |
Shoe
Carnival, Inc.
|
762 |
17,625 |
Signet
Jewelers Ltd.
|
1,197 |
89,775 |
Sleep
Number Corp. * |
1,746 |
44,663 |
Sonic
Automotive, Inc., Class A
|
1,139 |
60,731 |
Sportsman's
Warehouse Holdings, Inc. * |
2,162 |
10,399 |
Stitch
Fix, Inc., Class A * |
5,270 |
23,135 |
The
Aaron's Co., Inc.
|
2,925 |
35,305 |
The
Buckle, Inc.
|
851 |
31,096 |
The
Children's Place, Inc. * |
683 |
18,106 |
The
Container Store Group, Inc. * |
2,126 |
4,975 |
The
Gap, Inc.
|
14,791 |
171,280 |
The
Home Depot, Inc.
|
11,841 |
3,911,082 |
The
ODP Corp. * |
3,297 |
162,608 |
The
TJX Cos., Inc.
|
13,403 |
1,239,509 |
Tractor
Supply Co.
|
1,171 |
255,863 |
Ulta
Beauty, Inc. * |
383 |
158,956 |
Upbound
Group, Inc.
|
1,939 |
59,372 |
Urban
Outfitters, Inc. * |
2,960 |
98,302 |
Valvoline,
Inc.
|
1,700 |
58,548 |
Victoria's
Secret & Co. * |
2,047 |
39,261 |
Vroom,
Inc. * |
15,100 |
19,781 |
Wayfair,
Inc., Class A * |
457 |
31,583 |
Williams-Sonoma,
Inc.
|
1,335 |
188,502 |
Zumiez,
Inc. * |
1,185 |
22,503 |
|
|
23,454,728 |
| ||
Consumer
Durables & Apparel 1.8%
| ||
Acushnet
Holdings Corp.
|
570 |
33,374 |
Beazer
Homes USA, Inc. * |
1,751 |
51,322 |
Brunswick
Corp.
|
1,890 |
149,537 |
Capri
Holdings Ltd. * |
3,141 |
164,871 |
Carter's,
Inc.
|
1,528 |
109,359 |
Cavco
Industries, Inc. * |
145 |
40,530 |
Century
Communities, Inc.
|
929 |
68,978 |
Columbia
Sportswear Co.
|
876 |
64,246 |
Crocs,
Inc. * |
510 |
49,643 |
D.R.
Horton, Inc.
|
7,123 |
847,780 |
Deckers
Outdoor Corp. * |
286 |
151,320 |
Ethan
Allen Interiors, Inc.
|
929 |
29,152 |
Fossil
Group, Inc. * |
6,730 |
14,268 |
Garmin
Ltd.
|
1,021 |
108,246 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
G-III
Apparel Group Ltd. * |
3,478 |
69,038 |
GoPro,
Inc., Class A * |
1,401 |
5,093 |
Hanesbrands,
Inc.
|
25,525 |
134,006 |
Hasbro,
Inc.
|
2,600 |
187,200 |
Helen
of Troy Ltd. * |
676 |
83,094 |
Installed
Building Products, Inc.
|
266 |
38,498 |
iRobot
Corp. * |
969 |
37,684 |
KB
Home
|
2,985 |
151,638 |
Kontoor
Brands, Inc.
|
823 |
37,685 |
La-Z-Boy,
Inc.
|
1,898 |
58,553 |
Leggett
& Platt, Inc.
|
3,964 |
111,785 |
Lennar
Corp., Class A
|
7,031 |
837,322 |
LGI
Homes, Inc. * |
518 |
63,766 |
Lululemon
Athletica, Inc. * |
546 |
208,168 |
M.D.C.
Holdings, Inc.
|
2,382 |
113,026 |
M/I
Homes, Inc. * |
1,171 |
114,969 |
Malibu
Boats, Inc., Class A * |
281 |
13,645 |
Mattel,
Inc. * |
3,777 |
83,698 |
Meritage
Homes Corp.
|
1,298 |
180,474 |
Mohawk
Industries, Inc. * |
2,720 |
275,781 |
Movado
Group, Inc.
|
387 |
10,584 |
Newell
Brands, Inc.
|
14,219 |
150,437 |
NIKE,
Inc., Class B
|
11,114 |
1,130,405 |
NVR,
Inc. * |
59 |
376,263 |
Oxford
Industries, Inc.
|
263 |
26,560 |
Peloton
Interactive, Inc., Class A * |
989 |
6,310 |
Polaris,
Inc.
|
1,312 |
147,062 |
PulteGroup,
Inc.
|
8,432 |
691,930 |
PVH
Corp.
|
3,228 |
269,861 |
Ralph
Lauren Corp.
|
1,176 |
137,157 |
SharkNinja,
Inc. * |
989 |
34,536 |
Skechers
U.S.A., Inc., Class A * |
2,470 |
124,266 |
Skyline
Champion Corp. * |
549 |
39,127 |
Smith
& Wesson Brands, Inc.
|
2,711 |
31,827 |
Sonos,
Inc. * |
1,220 |
16,812 |
Steven
Madden Ltd.
|
1,985 |
68,483 |
Sturm
Ruger & Co., Inc.
|
613 |
31,619 |
Tapestry,
Inc.
|
4,945 |
164,767 |
Taylor
Morrison Home Corp. * |
4,000 |
189,600 |
Tempur
Sealy International, Inc.
|
2,660 |
124,275 |
Toll
Brothers, Inc.
|
3,565 |
292,080 |
TopBuild
Corp. * |
417 |
120,963 |
Topgolf
Callaway Brands Corp. * |
1,168 |
20,370 |
Tri
Pointe Homes, Inc. * |
5,566 |
173,103 |
Tupperware
Brands Corp. * |
14,959 |
37,248 |
Under
Armour, Inc., Class A * |
8,219 |
62,793 |
VF
Corp.
|
12,265 |
242,356 |
Vista
Outdoor, Inc. * |
1,381 |
40,394 |
Whirlpool
Corp.
|
3,041 |
425,618 |
Wolverine
World Wide, Inc.
|
3,847 |
31,084 |
YETI
Holdings, Inc. * |
633 |
31,618 |
|
|
9,937,257 |
| ||
Consumer
Services 2.2%
| ||
ADT,
Inc.
|
7,123 |
45,730 |
Adtalem
Global Education, Inc. * |
1,482 |
64,986 |
Airbnb,
Inc., Class A * |
105 |
13,813 |
Aramark
|
5,107 |
189,878 |
Arcos
Dorados Holdings, Inc., Class A
|
2,669 |
26,343 |
BJ's
Restaurants, Inc. * |
718 |
21,116 |
Bloomin'
Brands, Inc.
|
2,152 |
60,385 |
Booking
Holdings, Inc. * |
457 |
1,418,999 |
Boyd
Gaming Corp.
|
960 |
64,195 |
Bright
Horizons Family Solutions, Inc. * |
638 |
60,240 |
Brinker
International, Inc. * |
1,170 |
38,294 |
Caesars
Entertainment, Inc. * |
1,274 |
70,401 |
Carnival
Corp. * |
43,017 |
680,529 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Carriage
Services, Inc.
|
214 |
6,595 |
Chipotle
Mexican Grill, Inc. * |
94 |
181,104 |
Choice
Hotels International, Inc.
|
178 |
22,588 |
Churchill
Downs, Inc.
|
519 |
65,020 |
Cracker
Barrel Old Country Store, Inc.
|
755 |
62,235 |
Darden
Restaurants, Inc.
|
1,574 |
244,773 |
Dave
& Buster's Entertainment, Inc. * |
771 |
30,277 |
Denny's
Corp. * |
1,629 |
15,524 |
Dine
Brands Global, Inc.
|
231 |
12,654 |
Domino’s
Pizza, Inc.
|
535 |
207,259 |
DoorDash,
Inc., Class A * |
276 |
23,220 |
Everi
Holdings, Inc. * |
955 |
13,809 |
Expedia
Group, Inc. * |
1,514 |
164,102 |
Frontdoor,
Inc. * |
906 |
29,735 |
Graham
Holdings Co., Class B
|
125 |
73,291 |
Grand
Canyon Education, Inc. * |
682 |
79,965 |
H&R
Block, Inc.
|
2,701 |
107,986 |
Hilton
Grand Vacations, Inc. * |
840 |
36,725 |
Hilton
Worldwide Holdings, Inc.
|
1,935 |
287,638 |
Hyatt
Hotels Corp., Class A
|
709 |
79,699 |
International
Game Technology plc
|
2,553 |
81,747 |
Jack
in the Box, Inc.
|
793 |
63,733 |
Las
Vegas Sands Corp.
|
6,513 |
357,303 |
Laureate
Education, Inc.
|
4,329 |
60,303 |
Light
& Wonder, Inc. * |
1,336 |
102,431 |
Marriott
International, Inc., Class A
|
2,170 |
441,617 |
Marriott
Vacations Worldwide Corp.
|
601 |
65,323 |
McDonald’s
Corp.
|
7,149 |
2,009,941 |
MGM
Resorts International
|
7,998 |
351,752 |
Norwegian
Cruise Line Holdings Ltd. * |
5,087 |
84,292 |
Papa
John's International, Inc.
|
231 |
17,487 |
Penn
Entertainment, Inc. * |
2,957 |
70,051 |
Perdoceo
Education Corp.
|
1,880 |
31,152 |
Planet
Fitness, Inc., Class A * |
537 |
32,650 |
Red
Rock Resorts, Inc., Class A
|
655 |
28,774 |
Royal
Caribbean Cruises Ltd. * |
3,868 |
382,700 |
Sabre
Corp. * |
12,036 |
60,180 |
SeaWorld
Entertainment, Inc. * |
319 |
15,535 |
Service
Corp. International
|
1,706 |
107,666 |
Six
Flags Entertainment Corp. * |
3,076 |
70,625 |
Starbucks
Corp.
|
15,535 |
1,513,730 |
Strategic
Education, Inc.
|
448 |
34,720 |
Stride,
Inc. * |
812 |
34,502 |
Texas
Roadhouse, Inc.
|
769 |
80,053 |
The
Cheesecake Factory, Inc.
|
877 |
27,932 |
The
Wendy's Co.
|
2,910 |
57,589 |
Travel
& Leisure Co.
|
2,566 |
103,153 |
Vail
Resorts, Inc.
|
425 |
96,186 |
Wingstop,
Inc.
|
82 |
13,173 |
WW
International, Inc. * |
4,375 |
42,481 |
Wyndham
Hotels & Resorts, Inc.
|
897 |
67,625 |
Wynn
Resorts Ltd.
|
1,381 |
140,006 |
Yum!
Brands, Inc.
|
3,818 |
493,973 |
|
|
11,639,493 |
| ||
Consumer
Staples Distribution & Retail 3.1%
| ||
BJ's
Wholesale Club Holdings, Inc. * |
1,048 |
70,625 |
Casey's
General Stores, Inc.
|
919 |
224,613 |
Costco
Wholesale Corp.
|
5,156 |
2,832,088 |
Dollar
General Corp.
|
3,390 |
469,515 |
Dollar
Tree, Inc. * |
2,933 |
358,882 |
Grocery
Outlet Holding Corp. * |
1,263 |
38,964 |
Ingles
Markets, Inc., Class A
|
753 |
58,832 |
Performance
Food Group Co. * |
3,964 |
246,283 |
PriceSmart,
Inc.
|
882 |
70,101 |
Rite
Aid Corp.
*(b) |
17,517 |
13,488 |
SpartanNash
Co.
|
3,866 |
84,124 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Sprouts
Farmers Market, Inc. * |
3,494 |
142,520 |
Sysco
Corp.
|
8,131 |
566,324 |
Target
Corp.
|
12,622 |
1,597,314 |
The
Andersons, Inc.
|
1,598 |
82,073 |
The
Chefs' Warehouse, Inc. * |
492 |
14,042 |
The
Kroger Co.
|
32,436 |
1,504,706 |
United
Natural Foods, Inc. * |
3,341 |
67,254 |
US
Foods Holding Corp. * |
9,016 |
364,517 |
Walgreens
Boots Alliance, Inc.
|
58,171 |
1,472,308 |
Walmart,
Inc.
|
39,252 |
6,382,768 |
Weis
Markets, Inc.
|
814 |
52,804 |
|
|
16,714,145 |
| ||
Energy
6.9%
| ||
Antero
Midstream Corp.
|
2,510 |
30,421 |
Antero
Resources Corp. * |
3,368 |
93,193 |
APA
Corp.
|
5,155 |
225,995 |
Archrock,
Inc.
|
4,588 |
58,681 |
Baker
Hughes Co.
|
26,090 |
944,197 |
Berry
Corp.
|
2,161 |
18,520 |
Cactus,
Inc., Class A
|
336 |
17,922 |
California
Resources Corp.
|
762 |
42,550 |
Callon
Petroleum Co. * |
215 |
8,434 |
ChampionX
Corp.
|
1,191 |
42,983 |
Cheniere
Energy, Inc.
|
1,345 |
219,504 |
Chevron
Corp.
|
38,700 |
6,234,570 |
Chord
Energy Corp.
|
80 |
12,920 |
Civitas
Resources, Inc.
|
160 |
13,155 |
CNX
Resources Corp. * |
5,213 |
116,511 |
Comstock
Resources, Inc.
|
619 |
7,589 |
ConocoPhillips
|
18,574 |
2,210,863 |
CONSOL
Energy, Inc.
|
686 |
59,023 |
Core
Laboratories, Inc.
|
1,137 |
27,334 |
CVR
Energy, Inc.
|
1,042 |
34,073 |
Delek
US Holdings, Inc.
|
3,350 |
86,263 |
Denbury,
Inc. * |
154 |
14,103 |
Devon
Energy Corp.
|
5,740 |
293,257 |
DHT
Holdings, Inc.
|
3,766 |
34,836 |
Diamond
Offshore Drilling, Inc. * |
595 |
8,848 |
Diamondback
Energy, Inc.
|
867 |
131,593 |
Dorian
LPG Ltd.
|
727 |
18,757 |
Dril-Quip,
Inc. * |
826 |
22,781 |
DTE
Midstream LLC
|
884 |
46,224 |
EOG
Resources, Inc.
|
7,598 |
977,255 |
EQT
Corp.
|
1,909 |
82,507 |
Equitrans
Midstream Corp.
|
12,896 |
123,802 |
Expro
Group Holdings N.V. * |
481 |
11,308 |
Exxon
Mobil Corp.
|
86,899 |
9,662,300 |
Geopark
Ltd.
|
548 |
5,255 |
Golar
LNG Ltd.
|
832 |
18,387 |
Green
Plains, Inc. * |
1,356 |
42,090 |
Halliburton
Co.
|
11,626 |
448,996 |
Helix
Energy Solutions Group, Inc. * |
4,595 |
46,593 |
Helmerich
& Payne, Inc.
|
2,835 |
113,372 |
Hess
Corp.
|
1,397 |
215,837 |
HF
Sinclair Corp.
|
6,017 |
331,477 |
International
Seaways, Inc.
|
425 |
18,262 |
Kinder
Morgan, Inc.
|
50,289 |
865,977 |
Kosmos
Energy Ltd. * |
6,236 |
45,398 |
Liberty
Energy, Inc.
|
2,268 |
36,175 |
Magnolia
Oil & Gas Corp., Class A
|
483 |
11,012 |
Marathon
Oil Corp.
|
13,399 |
353,064 |
Marathon
Petroleum Corp.
|
14,918 |
2,129,843 |
Matador
Resources Co.
|
780 |
49,530 |
Murphy
Oil Corp.
|
3,178 |
144,281 |
Nabors
Industries Ltd. * |
443 |
49,036 |
NexTier
Oilfield Solutions, Inc. * |
3,012 |
31,957 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
NOV,
Inc.
|
8,579 |
181,274 |
Occidental
Petroleum Corp.
|
10,790 |
677,504 |
Oceaneering
International, Inc. * |
2,741 |
62,467 |
Oil
States International, Inc. * |
2,996 |
23,489 |
ONEOK,
Inc.
|
7,909 |
515,667 |
Ovintiv,
Inc.
|
4,489 |
210,803 |
Par
Pacific Holdings, Inc. * |
838 |
28,785 |
Patterson-UTI
Energy, Inc.
|
5,078 |
71,803 |
PBF
Energy, Inc., Class A
|
4,217 |
197,735 |
Peabody
Energy Corp.
|
4,004 |
86,406 |
Permian
Resources Corp.
|
1,957 |
27,750 |
Phillips
66
|
19,577 |
2,234,910 |
Pioneer
Natural Resources Co.
|
1,869 |
444,691 |
ProPetro
Holding Corp. * |
4,239 |
40,864 |
Range
Resources Corp.
|
1,196 |
38,727 |
REX
American Resources Corp. * |
256 |
10,109 |
RPC,
Inc.
|
1,993 |
15,924 |
Schlumberger
N.V.
|
20,076 |
1,183,681 |
Scorpio
Tankers, Inc.
|
569 |
28,740 |
Select
Water Solutions, Inc.
|
1,007 |
8,106 |
SFL
Corp., Ltd.
|
3,643 |
41,166 |
SM
Energy Co.
|
2,083 |
88,132 |
Southwestern
Energy Co. * |
11,336 |
76,858 |
Talos
Energy, Inc. * |
1,484 |
25,554 |
Targa
Resources Corp.
|
2,934 |
253,058 |
TechnipFMC
plc
|
9,727 |
185,202 |
Teekay
Tankers Ltd., Class A
|
621 |
25,262 |
Texas
Pacific Land Corp.
|
16 |
30,156 |
The
Williams Cos., Inc.
|
19,213 |
663,425 |
Transocean
Ltd. * |
13,709 |
112,140 |
Tsakos
Energy Navigation Ltd.
|
443 |
8,980 |
US
Silica Holdings, Inc. * |
1,562 |
19,259 |
Valaris
Ltd. * |
384 |
28,923 |
Valero
Energy Corp.
|
16,276 |
2,114,252 |
Vital
Energy, Inc. * |
257 |
15,495 |
Weatherford
International plc * |
1,092 |
96,664 |
World
Fuel Services Corp.
|
16,568 |
362,839 |
|
|
37,125,614 |
| ||
Equity
Real Estate Investment Trusts (REITs) 2.1%
| ||
Acadia
Realty Trust
|
1,722 |
25,641 |
Agree
Realty Corp.
|
288 |
17,804 |
Alexander
& Baldwin, Inc.
|
2,136 |
38,469 |
Alexandria
Real Estate Equities, Inc.
|
1,058 |
123,088 |
American
Assets Trust, Inc.
|
964 |
20,639 |
American
Homes 4 Rent, Class A
|
1,913 |
68,945 |
American
Tower Corp.
|
2,776 |
503,344 |
Americold
Realty Trust, Inc.
|
2,450 |
82,442 |
Apartment
Income REIT Corp.
|
1,996 |
67,984 |
Apple
Hospitality REIT, Inc.
|
4,921 |
73,913 |
Ashford
Hospitality Trust, Inc. * |
3,686 |
10,947 |
AvalonBay
Communities, Inc.
|
1,383 |
254,223 |
Boston
Properties, Inc.
|
3,531 |
235,765 |
Brandywine
Realty Trust
|
9,749 |
48,745 |
Brixmor
Property Group, Inc.
|
5,233 |
115,021 |
Broadstone
Net Lease, Inc.
|
906 |
14,650 |
Camden
Property Trust
|
885 |
95,244 |
CBL
& Associates Properties, Inc.
|
517 |
11,059 |
Centerspace
|
223 |
14,437 |
Chatham
Lodging Trust
|
1,360 |
13,301 |
Corporate
Office Properties Trust
|
2,043 |
52,873 |
Cousins
Properties, Inc.
|
2,411 |
56,659 |
Crown
Castle, Inc.
|
3,798 |
381,699 |
CubeSmart
|
1,485 |
61,939 |
DiamondRock
Hospitality Co.
|
5,550 |
44,733 |
Digital
Realty Trust, Inc.
|
2,941 |
387,389 |
Diversified
Healthcare Trust
|
78,719 |
213,722 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Douglas
Emmett, Inc.
|
4,622 |
63,183 |
Easterly
Government Properties, Inc.
|
1,321 |
17,662 |
EastGroup
Properties, Inc.
|
214 |
38,441 |
Elme
Communities
|
1,656 |
25,469 |
Empire
State Realty Trust, Inc., Class A
|
5,120 |
44,698 |
EPR
Properties
|
1,363 |
61,035 |
Equinix,
Inc.
|
565 |
441,480 |
Equity
Commonwealth
|
847 |
16,118 |
Equity
LifeStyle Properties, Inc.
|
1,213 |
81,222 |
Equity
Residential
|
4,197 |
272,092 |
Essential
Properties Realty Trust, Inc.
|
583 |
14,004 |
Essex
Property Trust, Inc.
|
661 |
157,576 |
Extra
Space Storage, Inc.
|
1,216 |
156,475 |
Federal
Realty Investment Trust
|
875 |
85,697 |
First
Industrial Realty Trust, Inc.
|
823 |
42,747 |
Four
Corners Property Trust, Inc.
|
625 |
15,725 |
Gaming
& Leisure Properties, Inc.
|
2,050 |
97,170 |
Getty
Realty Corp.
|
419 |
12,578 |
Global
Net Lease, Inc.
|
2,391 |
27,138 |
Healthcare
Realty Trust, Inc.
|
4,597 |
80,539 |
Healthpeak
Properties, Inc.
|
6,956 |
143,154 |
Highwoods
Properties, Inc.
|
2,743 |
65,366 |
Host
Hotels & Resorts, Inc.
|
15,211 |
240,182 |
Hudson
Pacific Properties, Inc.
|
7,259 |
49,434 |
Independence
Realty Trust, Inc.
|
574 |
9,660 |
Industrial
Logistics Properties Trust
|
6,118 |
24,044 |
InvenTrust
Properties Corp.
|
549 |
13,127 |
Invitation
Homes, Inc.
|
4,027 |
137,280 |
Iron
Mountain, Inc.
|
4,462 |
283,515 |
JBG
SMITH Properties
|
2,618 |
41,050 |
Kilroy
Realty Corp.
|
2,074 |
76,634 |
Kimco
Realty Corp.
|
5,760 |
109,094 |
Kite
Realty Group Trust
|
1,698 |
38,324 |
Lamar
Advertising Co., Class A
|
1,111 |
101,345 |
LTC
Properties, Inc.
|
488 |
16,036 |
LXP
Industrial Trust
|
3,701 |
36,344 |
Medical
Properties Trust, Inc.
|
8,692 |
62,756 |
Mid-America
Apartment Communities, Inc.
|
1,019 |
147,989 |
National
Health Investors, Inc.
|
526 |
26,894 |
National
Storage Affiliates Trust
|
478 |
16,061 |
NNN
REIT, Inc.
|
1,527 |
60,149 |
Office
Properties Income Trust
|
3,589 |
26,559 |
Omega
Healthcare Investors, Inc.
|
3,242 |
103,160 |
Outfront
Media, Inc.
|
3,731 |
42,347 |
Paramount
Group, Inc.
|
9,740 |
50,064 |
Park
Hotels & Resorts, Inc.
|
10,716 |
137,486 |
Pebblebrook
Hotel Trust
|
2,719 |
39,344 |
Phillips
Edison & Co., Inc.
|
647 |
21,907 |
Physicians
Realty Trust
|
2,890 |
40,200 |
Piedmont
Office Realty Trust, Inc., Class A
|
6,273 |
43,096 |
PotlatchDeltic
Corp.
|
1,325 |
62,620 |
Prologis,
Inc.
|
3,455 |
429,111 |
Public
Storage
|
850 |
234,923 |
Rayonier,
Inc.
|
1,810 |
54,119 |
Realty
Income Corp.
|
2,430 |
136,177 |
Regency
Centers Corp.
|
1,816 |
112,955 |
Retail
Opportunity Investments Corp.
|
1,775 |
23,892 |
Rexford
Industrial Realty, Inc.
|
469 |
25,077 |
RLJ
Lodging Trust
|
6,236 |
62,298 |
RPT
Realty
|
2,049 |
23,236 |
Ryman
Hospitality Properties, Inc.
|
498 |
42,345 |
Sabra
Health Care REIT, Inc.
|
4,737 |
59,355 |
SBA
Communications Corp.
|
341 |
76,565 |
Service
Properties Trust
|
14,899 |
123,066 |
Simon
Property Group, Inc.
|
4,497 |
510,365 |
SITE
Centers Corp.
|
3,905 |
52,132 |
SL
Green Realty Corp.
(a) |
3,486 |
136,860 |
Spirit
Realty Capital, Inc.
|
1,230 |
47,490 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
STAG
Industrial, Inc.
|
1,278 |
46,685 |
Star
Holdings * |
583 |
7,940 |
Summit
Hotel Properties, Inc.
|
3,088 |
17,941 |
Sun
Communities, Inc.
|
773 |
94,631 |
Sunstone
Hotel Investors, Inc.
|
5,183 |
46,543 |
Tanger
Factory Outlet Centers, Inc.
|
2,231 |
51,871 |
Terreno
Realty Corp.
|
286 |
17,415 |
The
Macerich Co.
|
8,409 |
98,301 |
The
Necessity Retail REIT, Inc.
|
2,731 |
20,483 |
UDR,
Inc.
|
2,662 |
106,214 |
Uniti
Group, Inc.
|
12,850 |
69,004 |
Urban
Edge Properties
|
2,329 |
38,102 |
Ventas,
Inc.
|
8,124 |
354,856 |
Veris
Residential, Inc. * |
1,864 |
34,689 |
VICI
Properties, Inc.
|
2,907 |
89,652 |
Vornado
Realty Trust
|
7,672 |
184,281 |
Welltower,
Inc.
|
6,000 |
497,280 |
Weyerhaeuser
Co.
|
15,197 |
497,702 |
WP
Carey, Inc.
|
1,443 |
93,867 |
Xenia
Hotels & Resorts, Inc.
|
3,420 |
40,356 |
|
|
11,608,724 |
| ||
Financial
Services 7.6%
| ||
Affiliated
Managers Group, Inc.
|
1,063 |
142,453 |
AGNC
Investment Corp.
|
11,053 |
109,535 |
Ally
Financial, Inc.
|
19,190 |
531,371 |
A-Mark
Precious Metals, Inc.
|
981 |
33,472 |
American
Express Co.
|
9,871 |
1,559,519 |
Ameriprise
Financial, Inc.
|
1,846 |
623,173 |
Annaly
Capital Management, Inc.
|
6,638 |
134,552 |
Apollo
Commercial Real Estate Finance,
Inc.
|
3,400 |
37,128 |
Apollo
Global Management, Inc.
|
1,344 |
117,385 |
Arbor
Realty Trust, Inc.
|
2,011 |
32,096 |
Ares
Management Corp., Class A
|
413 |
42,721 |
Artisan
Partners Asset Management, Inc.,
Class
A
|
1,388 |
53,327 |
B.
Riley Financial, Inc.
(a) |
552 |
28,265 |
Berkshire
Hathaway, Inc., Class B * |
32,472 |
11,696,414 |
BGC
Group, Inc., Class A
|
7,726 |
38,166 |
BlackRock,
Inc.
|
1,598 |
1,119,463 |
Blackstone
Mortgage Trust, Inc., Class A
|
2,609 |
57,450 |
Blackstone,
Inc.
|
4,310 |
458,455 |
Block,
Inc. * |
835 |
48,138 |
Bread
Financial Holdings, Inc.
|
5,940 |
223,225 |
Brightsphere
Investment Group, Inc.
|
1,797 |
37,216 |
BrightSpire
Capital, Inc.
|
1,947 |
13,551 |
Cannae
Holdings, Inc. * |
1,184 |
23,242 |
Capital
One Financial Corp.
|
17,051 |
1,745,852 |
Cboe
Global Markets, Inc.
|
853 |
127,703 |
Chimera
Investment Corp.
|
14,441 |
87,368 |
CME
Group, Inc.
|
2,340 |
474,271 |
Cohen
& Steers, Inc.
|
321 |
20,923 |
Coinbase
Global, Inc., Class A * |
739 |
58,824 |
Compass
Diversified Holdings
|
1,990 |
41,094 |
Corebridge
Financial, Inc.
|
1,390 |
24,784 |
Credit
Acceptance Corp. * |
143 |
71,753 |
Diamond
Hill Investment Group, Inc.
|
43 |
7,257 |
Discover
Financial Services
|
9,010 |
811,531 |
Donnelley
Financial Solutions, Inc. * |
474 |
23,354 |
Encore
Capital Group, Inc. * |
754 |
35,332 |
Enova
International, Inc. * |
930 |
46,919 |
Equitable
Holdings, Inc.
|
6,150 |
177,120 |
Essent
Group Ltd.
|
1,400 |
70,308 |
Euronet
Worldwide, Inc. * |
728 |
63,598 |
Evercore,
Inc., Class A
|
1,137 |
159,237 |
EVERTEC,
Inc.
|
759 |
30,034 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
FactSet
Research Systems, Inc.
|
181 |
78,990 |
Federal
Agricultural Mortgage Corp.,
Class
C
|
110 |
18,515 |
Fidelity
National Information Services, Inc.
|
8,947 |
499,779 |
FirstCash
Holdings, Inc.
|
721 |
64,400 |
Fiserv,
Inc. * |
3,581 |
434,698 |
FleetCor
Technologies, Inc. * |
1,045 |
283,958 |
Focus
Financial Partners, Inc., Class A
*(c) |
374 |
19,822 |
Franklin
Resources, Inc.
|
11,546 |
308,740 |
Global
Payments, Inc.
|
3,167 |
401,227 |
Granite
Point Mortgage Trust, Inc.
|
1,361 |
7,268 |
Green
Dot Corp., Class A * |
1,331 |
19,752 |
Hannon
Armstrong Sustainable
Infrastructure
Capital, Inc.
|
212 |
4,742 |
Houlihan
Lokey, Inc.
|
516 |
54,355 |
Interactive
Brokers Group, Inc., Class A
|
301 |
27,415 |
Intercontinental
Exchange, Inc.
|
4,538 |
535,439 |
Invesco
Ltd.
|
12,442 |
198,077 |
Jack
Henry & Associates, Inc.
|
655 |
102,691 |
Jackson
Financial, Inc., Class A
|
1,047 |
39,367 |
Janus
Henderson Group plc
|
4,727 |
129,851 |
Jefferies
Financial Group, Inc.
|
5,356 |
191,156 |
KKR
& Co., Inc.
|
5,909 |
371,144 |
KKR
Real Estate Finance Trust, Inc.
|
682 |
8,532 |
Ladder
Capital Corp.
|
3,039 |
33,307 |
Lazard
Ltd., Class A
|
2,882 |
100,121 |
LendingTree,
Inc. * |
523 |
9,890 |
LPL
Financial Holdings, Inc.
|
699 |
161,182 |
MarketAxess
Holdings, Inc.
|
165 |
39,753 |
Mastercard,
Inc., Class A
|
3,671 |
1,514,801 |
MFA
Financial, Inc.
|
3,992 |
43,752 |
MGIC
Investment Corp.
|
6,981 |
122,726 |
Moelis
& Co., Class A
|
1,184 |
56,133 |
Moody's
Corp.
|
978 |
329,390 |
Morgan
Stanley
|
17,018 |
1,449,083 |
Morningstar,
Inc.
|
140 |
32,574 |
Mr
Cooper Group, Inc. * |
801 |
45,385 |
MSCI,
Inc.
|
274 |
148,952 |
Nasdaq,
Inc.
|
2,324 |
121,964 |
Navient
Corp.
|
10,159 |
179,306 |
Nelnet,
Inc., Class A
|
289 |
26,545 |
New
York Mortgage Trust, Inc.
|
2,650 |
25,228 |
NMI
Holdings, Inc., Class A * |
877 |
25,100 |
Northern
Trust Corp.
|
3,878 |
294,999 |
OneMain
Holdings, Inc.
|
6,018 |
249,807 |
Pagseguro
Digital Ltd., Class A * |
2,733 |
24,542 |
PayPal
Holdings, Inc. * |
10,558 |
659,981 |
Paysafe
Ltd. * |
1,646 |
21,563 |
PennyMac
Financial Services, Inc.
|
808 |
57,990 |
PennyMac
Mortgage Investment Trust
|
2,583 |
34,638 |
Piper
Sandler Cos.
|
226 |
33,669 |
PJT
Partners, Inc., Class A
|
100 |
7,899 |
PRA
Group, Inc. * |
1,035 |
20,162 |
PROG
Holdings, Inc. * |
3,992 |
136,926 |
Radian
Group, Inc.
|
4,100 |
111,028 |
Raymond
James Financial, Inc.
|
1,852 |
193,701 |
Ready
Capital Corp.
|
2,503 |
27,333 |
Redwood
Trust, Inc.
|
3,518 |
28,179 |
Rithm
Capital Corp.
|
14,375 |
148,206 |
S&P
Global, Inc.
|
1,911 |
746,933 |
SEI
Investments Co.
|
2,005 |
124,430 |
SLM
Corp.
|
8,941 |
127,320 |
Starwood
Property Trust, Inc.
|
5,582 |
114,040 |
State
Street Corp.
|
6,422 |
441,448 |
StepStone
Group, Inc., Class A
|
259 |
7,995 |
Stifel
Financial Corp.
|
1,083 |
70,417 |
StoneCo
Ltd., Class A * |
2,152 |
26,384 |
Synchrony
Financial
|
34,505 |
1,113,821 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
T.
Rowe Price Group, Inc.
|
5,291 |
593,809 |
The
Bank of New York Mellon Corp.
|
23,242 |
1,042,869 |
The
Carlyle Group, Inc.
|
2,691 |
87,054 |
The
Charles Schwab Corp.
(d) |
7,110 |
420,557 |
The
Goldman Sachs Group, Inc.
|
6,645 |
2,177,633 |
The
Western Union Co.
|
15,955 |
197,044 |
TPG
RE Finance Trust, Inc.
|
2,581 |
19,409 |
TPG,
Inc.
|
712 |
20,021 |
Tradeweb
Markets, Inc., Class A
|
405 |
35,004 |
Two
Harbors Investment Corp.
|
1,922 |
26,466 |
Virtu
Financial, Inc., Class A
|
2,015 |
37,761 |
Virtus
Investment Partners, Inc.
|
111 |
22,988 |
Visa,
Inc., Class A
|
7,898 |
1,940,381 |
Voya
Financial, Inc.
|
1,939 |
135,110 |
Walker
& Dunlop, Inc.
|
582 |
49,668 |
WEX,
Inc. * |
308 |
60,423 |
World
Acceptance Corp. * |
258 |
34,781 |
XP,
Inc., Class A * |
1,066 |
27,012 |
|
|
41,254,090 |
| ||
Food,
Beverage & Tobacco 3.5%
| ||
Adecoagro
S.A.
|
3,953 |
45,380 |
Altria
Group, Inc.
|
41,049 |
1,815,187 |
Archer-Daniels-Midland
Co.
|
16,234 |
1,287,356 |
B&G
Foods, Inc.
|
4,174 |
53,385 |
Brown-Forman
Corp., Class B
|
1,265 |
83,654 |
Bunge
Ltd.
|
5,506 |
629,446 |
Calavo
Growers, Inc.
|
839 |
27,653 |
Cal-Maine
Foods, Inc.
|
716 |
34,218 |
Campbell
Soup Co.
|
3,354 |
139,862 |
Coca-Cola
Consolidated, Inc.
|
53 |
37,042 |
Coca-Cola
Europacific Partners plc
|
4,337 |
278,045 |
Conagra
Brands, Inc.
|
9,440 |
282,067 |
Constellation
Brands, Inc., Class A
|
1,701 |
443,213 |
Darling
Ingredients, Inc. * |
1,856 |
114,627 |
Dole
plc
|
3,205 |
38,204 |
Flowers
Foods, Inc.
|
3,810 |
89,764 |
Fresh
Del Monte Produce, Inc.
|
2,651 |
67,733 |
General
Mills, Inc.
|
8,477 |
573,554 |
Hormel
Foods Corp.
|
4,759 |
183,650 |
Hostess
Brands, Inc. * |
1,364 |
38,847 |
Ingredion,
Inc.
|
2,225 |
228,975 |
J&J
Snack Foods Corp.
|
234 |
37,938 |
John
B Sanfilippo & Son, Inc.
|
287 |
28,800 |
Kellogg
Co.
|
4,335 |
264,522 |
Keurig
Dr Pepper, Inc.
|
9,886 |
332,664 |
Lamb
Weston Holdings, Inc.
|
1,058 |
103,060 |
Lancaster
Colony Corp.
|
253 |
41,793 |
McCormick
& Co., Inc. Non Voting Shares
|
2,218 |
182,053 |
Mission
Produce, Inc. * |
984 |
9,368 |
Molson
Coors Beverage Co., Class B
|
5,708 |
362,401 |
Mondelez
International, Inc., Class A
|
18,553 |
1,322,087 |
Monster
Beverage Corp. * |
5,119 |
293,882 |
National
Beverage Corp. * |
301 |
15,444 |
Nomad
Foods Ltd. * |
3,866 |
70,902 |
PepsiCo,
Inc.
|
14,289 |
2,542,299 |
Philip
Morris International, Inc.
|
22,805 |
2,190,648 |
Pilgrim's
Pride Corp. * |
1,746 |
43,929 |
Post
Holdings, Inc. * |
1,407 |
126,222 |
Seneca
Foods Corp., Class A * |
228 |
11,003 |
The
Boston Beer Co., Inc., Class A * |
127 |
46,410 |
The
Coca-Cola Co.
|
34,656 |
2,073,468 |
The
Hain Celestial Group, Inc. * |
3,676 |
38,929 |
The
Hershey Co.
|
978 |
210,133 |
The
J.M. Smucker Co.
|
2,466 |
357,447 |
The
Kraft Heinz Co.
|
16,017 |
530,002 |
The
Simply Good Foods Co. * |
248 |
8,948 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
TreeHouse
Foods, Inc. * |
1,557 |
72,432 |
Tyson
Foods, Inc., Class A
|
14,958 |
796,813 |
Universal
Corp.
|
1,334 |
63,525 |
Vector
Group Ltd.
|
3,148 |
33,715 |
|
|
18,702,699 |
| ||
Health
Care Equipment & Services 5.4%
| ||
Abbott
Laboratories
|
14,234 |
1,464,679 |
Acadia
Healthcare Co., Inc. * |
895 |
69,005 |
AdaptHealth
Corp. * |
538 |
6,418 |
Addus
HomeCare Corp. * |
160 |
14,032 |
Align
Technology, Inc. * |
485 |
179,518 |
Amedisys,
Inc. * |
515 |
48,281 |
AMN
Healthcare Services, Inc. * |
582 |
51,437 |
Avanos
Medical, Inc. * |
693 |
14,581 |
Baxter
International, Inc.
|
10,814 |
439,048 |
Becton
Dickinson & Co.
|
2,520 |
704,214 |
Boston
Scientific Corp. * |
7,607 |
410,322 |
Brookdale
Senior Living, Inc. * |
9,832 |
41,786 |
Cardinal
Health, Inc.
|
7,278 |
635,588 |
Cencora,
Inc.
|
1,040 |
183,019 |
Centene
Corp. * |
15,241 |
939,608 |
Chemed
Corp.
|
175 |
89,502 |
Community
Health Systems, Inc. * |
16,345 |
55,246 |
CONMED
Corp.
|
270 |
30,094 |
Cross
Country Healthcare, Inc. * |
521 |
13,421 |
CVS
Health Corp.
|
46,594 |
3,036,531 |
DaVita,
Inc. * |
3,533 |
361,850 |
Dentsply
Sirona, Inc.
|
4,558 |
169,056 |
DexCom,
Inc. * |
280 |
28,274 |
Edwards
Lifesciences Corp. * |
2,266 |
173,281 |
Elevance
Health, Inc.
|
5,001 |
2,210,492 |
Embecta
Corp.
|
1,494 |
27,385 |
Encompass
Health Corp.
|
1,893 |
134,479 |
Enhabit,
Inc. * |
2,193 |
28,092 |
Enovis
Corp. * |
743 |
41,638 |
Envista
Holdings Corp. * |
2,394 |
76,656 |
Fulgent
Genetics, Inc. * |
211 |
6,912 |
Globus
Medical, Inc., Class A * |
542 |
29,322 |
Haemonetics
Corp. * |
483 |
43,340 |
HCA
Healthcare, Inc.
|
3,857 |
1,069,546 |
HealthEquity,
Inc. * |
301 |
20,333 |
Henry
Schein, Inc. * |
3,181 |
243,474 |
Hologic,
Inc. * |
2,531 |
189,167 |
Humana,
Inc.
|
2,956 |
1,364,578 |
ICU
Medical, Inc. * |
234 |
33,937 |
IDEXX
Laboratories, Inc. * |
280 |
143,195 |
Insulet
Corp. * |
23 |
4,409 |
Integer
Holdings Corp. * |
565 |
48,200 |
Integra
LifeSciences Holdings Corp. * |
653 |
27,779 |
Intuitive
Surgical, Inc. * |
1,141 |
356,768 |
Laboratory
Corp. of America Holdings
|
1,870 |
389,147 |
LivaNova
plc * |
349 |
19,387 |
Masimo
Corp. * |
318 |
36,341 |
McKesson
Corp.
|
1,729 |
712,901 |
Medtronic
plc
|
23,003 |
1,874,744 |
Merit
Medical Systems, Inc. * |
359 |
23,436 |
ModivCare,
Inc. * |
286 |
9,181 |
Molina
Healthcare, Inc. * |
826 |
256,159 |
Multiplan
Corp. * |
23,217 |
39,701 |
National
HealthCare Corp.
|
233 |
15,366 |
Neogen
Corp. * |
1,208 |
27,929 |
NextGen
Healthcare, Inc. * |
849 |
15,460 |
NuVasive,
Inc. * |
774 |
30,767 |
OmniAb,
Inc., Class A
*(c) |
52 |
0 |
OmniAb,
Inc., Class B
*(c) |
52 |
0 |
Omnicell,
Inc. * |
386 |
21,948 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
OPKO
Health, Inc. * |
9,844 |
18,015 |
Option
Care Health, Inc. * |
1,088 |
37,895 |
Orthofix
Medical, Inc. * |
684 |
14,473 |
Owens
& Minor, Inc. * |
3,720 |
62,868 |
Patterson
Cos., Inc.
|
3,222 |
96,789 |
Pediatrix
Medical Group, Inc. * |
3,881 |
54,839 |
Penumbra,
Inc. * |
23 |
6,084 |
Premier,
Inc., Class A
|
2,551 |
54,923 |
Quest
Diagnostics, Inc.
|
2,589 |
340,454 |
QuidelOrtho
Corp. * |
594 |
48,922 |
RadNet,
Inc. * |
568 |
18,977 |
ResMed,
Inc.
|
646 |
103,095 |
Select
Medical Holdings Corp.
|
2,571 |
75,099 |
STERIS
plc
|
722 |
165,764 |
Stryker
Corp.
|
2,397 |
679,669 |
Teladoc
Health, Inc. * |
735 |
16,640 |
Teleflex,
Inc.
|
445 |
94,669 |
Tenet
Healthcare Corp. * |
3,668 |
284,490 |
The
Cigna Group
|
7,141 |
1,972,773 |
The
Cooper Cos., Inc.
|
359 |
132,826 |
The
Ensign Group, Inc.
|
417 |
41,792 |
UnitedHealth
Group, Inc.
|
11,150 |
5,313,867 |
Universal
Health Services, Inc., Class B
|
2,915 |
392,650 |
US
Physical Therapy, Inc.
|
147 |
14,822 |
Varex
Imaging Corp. * |
811 |
15,952 |
Veeva
Systems, Inc., Class A * |
266 |
55,514 |
Veradigm,
Inc. * |
3,653 |
48,877 |
Zimmer
Biomet Holdings, Inc.
|
2,511 |
299,110 |
Zimvie,
Inc. * |
1,456 |
17,181 |
|
|
29,209,989 |
| ||
Household
& Personal Products 1.3%
| ||
BellRing
Brands, Inc. * |
205 |
8,508 |
Central
Garden & Pet Co., Class A * |
960 |
39,168 |
Church
& Dwight Co., Inc.
|
2,622 |
253,731 |
Colgate-Palmolive
Co.
|
9,538 |
700,757 |
Coty,
Inc., Class A * |
5,155 |
59,592 |
Edgewell
Personal Care Co.
|
1,303 |
50,244 |
Energizer
Holdings, Inc.
|
1,330 |
45,685 |
Herbalife
Ltd. * |
3,976 |
59,720 |
Inter
Parfums, Inc.
|
137 |
19,143 |
Kimberly-Clark
Corp.
|
4,703 |
605,887 |
Medifast,
Inc.
|
246 |
20,748 |
Nu
Skin Enterprises, Inc., Class A
|
2,341 |
55,926 |
Reynolds
Consumer Products, Inc.
|
761 |
20,768 |
Spectrum
Brands Holdings, Inc.
|
1,631 |
135,650 |
The
Clorox Co.
|
1,492 |
233,423 |
The
Estee Lauder Cos., Inc., Class A
|
1,474 |
236,621 |
The
Procter & Gamble Co.
|
28,488 |
4,396,838 |
USANA
Health Sciences, Inc. * |
551 |
35,424 |
WD-40
Co.
|
127 |
27,288 |
|
|
7,005,121 |
| ||
Insurance
3.2%
| ||
Aflac,
Inc.
|
13,468 |
1,004,309 |
Ambac
Financial Group, Inc. * |
1,362 |
17,543 |
American
Equity Investment Life Holding
Co.
|
2,121 |
113,855 |
American
Financial Group, Inc.
|
1,404 |
162,752 |
American
International Group, Inc.
|
25,569 |
1,496,298 |
AMERISAFE,
Inc.
|
474 |
24,553 |
Aon
plc, Class A
|
2,052 |
684,116 |
Arch
Capital Group Ltd. * |
3,598 |
276,542 |
Argo
Group International Holdings Ltd.
|
1,033 |
30,732 |
Arthur
J. Gallagher & Co.
|
1,132 |
260,903 |
Assurant,
Inc.
|
920 |
128,184 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Assured
Guaranty Ltd.
|
2,176 |
128,036 |
Axis
Capital Holdings Ltd.
|
1,245 |
68,301 |
Brighthouse
Financial, Inc. * |
330 |
16,388 |
Brown
& Brown, Inc.
|
1,641 |
121,598 |
Chubb
Ltd.
|
5,973 |
1,199,796 |
Cincinnati
Financial Corp.
|
2,707 |
286,373 |
CNA
Financial Corp.
|
817 |
32,133 |
CNO
Financial Group, Inc.
|
7,979 |
186,709 |
Employers
Holdings, Inc.
|
804 |
31,541 |
Enstar
Group Ltd. * |
211 |
53,444 |
Everest
Group Ltd.
|
564 |
203,423 |
Fidelity
National Financial, Inc.
|
6,626 |
274,316 |
First
American Financial Corp.
|
3,600 |
222,048 |
Genworth
Financial, Inc., Class A * |
29,364 |
170,018 |
Globe
Life, Inc.
|
1,734 |
193,462 |
Horace
Mann Educators Corp.
|
720 |
20,635 |
James
River Group Holdings Ltd.
|
928 |
13,512 |
Kemper
Corp.
|
1,950 |
91,591 |
Lincoln
National Corp.
|
9,632 |
247,157 |
Loews
Corp.
|
4,491 |
278,846 |
Markel
Group, Inc. * |
167 |
246,980 |
Marsh
& McLennan Cos., Inc.
|
3,843 |
749,347 |
MBIA,
Inc. * |
1,591 |
12,553 |
Mercury
General Corp.
|
1,237 |
35,391 |
MetLife,
Inc.
|
18,569 |
1,176,160 |
Old
Republic International Corp.
|
8,287 |
226,649 |
Primerica,
Inc.
|
702 |
141,074 |
Principal
Financial Group, Inc.
|
4,839 |
376,039 |
ProAssurance
Corp.
|
2,264 |
40,027 |
Prudential
Financial, Inc.
|
12,129 |
1,148,252 |
Reinsurance
Group of America, Inc.
|
1,448 |
200,722 |
RenaissanceRe
Holdings Ltd.
|
532 |
99,957 |
RLI
Corp.
|
254 |
33,406 |
Safety
Insurance Group, Inc.
|
387 |
26,653 |
Selective
Insurance Group, Inc.
|
690 |
68,455 |
SiriusPoint
Ltd. * |
2,080 |
23,005 |
Stewart
Information Services Corp.
|
1,246 |
57,715 |
The
Allstate Corp.
|
9,320 |
1,004,789 |
The
Hanover Insurance Group, Inc.
|
890 |
94,981 |
The
Hartford Financial Services Group, Inc.
|
8,150 |
585,333 |
The
Progressive Corp.
|
7,036 |
939,095 |
The
Travelers Cos., Inc.
|
7,726 |
1,245,663 |
United
Fire Group, Inc.
|
683 |
13,503 |
Universal
Insurance Holdings, Inc.
|
1,779 |
22,522 |
Unum
Group
|
6,380 |
313,832 |
W.R.
Berkley Corp.
|
2,516 |
155,640 |
White
Mountains Insurance Group Ltd.
|
45 |
71,491 |
Willis
Towers Watson plc
|
1,306 |
270,029 |
|
|
17,418,377 |
| ||
Materials
3.7%
| ||
AdvanSix,
Inc.
|
794 |
26,265 |
Air
Products and Chemicals, Inc.
|
2,078 |
614,028 |
Albemarle
Corp.
|
655 |
130,155 |
Alcoa
Corp.
|
5,337 |
160,537 |
Alpha
Metallurgical Resources, Inc.
|
207 |
41,988 |
Alto
Ingredients, Inc. * |
8,705 |
31,425 |
American
Vanguard Corp.
|
655 |
9,052 |
AptarGroup,
Inc.
|
944 |
125,137 |
Arch
Resources, Inc.
|
414 |
54,068 |
Ashland,
Inc.
|
806 |
69,824 |
ATI,
Inc. * |
911 |
41,296 |
Avery
Dennison Corp.
|
1,081 |
203,639 |
Avient
Corp.
|
1,975 |
79,217 |
Axalta
Coating Systems Ltd. * |
3,830 |
108,389 |
Balchem
Corp.
|
232 |
32,596 |
Ball
Corp.
|
4,791 |
260,870 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Berry
Global Group, Inc.
|
3,122 |
203,991 |
Cabot
Corp.
|
1,017 |
73,692 |
Carpenter
Technology Corp.
|
1,381 |
86,492 |
Celanese
Corp.
|
3,250 |
410,670 |
Century
Aluminum Co. * |
1,789 |
13,310 |
CF
Industries Holdings, Inc.
|
2,840 |
218,879 |
Clearwater
Paper Corp. * |
826 |
31,628 |
Cleveland-Cliffs,
Inc. * |
6,433 |
98,361 |
Coeur
Mining, Inc. * |
6,866 |
16,547 |
Commercial
Metals Co.
|
2,722 |
153,221 |
Compass
Minerals International, Inc.
|
1,132 |
34,130 |
Constellium
SE * |
3,433 |
61,794 |
Corteva,
Inc.
|
6,431 |
324,830 |
Crown
Holdings, Inc.
|
2,121 |
196,532 |
Dow,
Inc.
|
17,163 |
936,413 |
DuPont
de Nemours, Inc.
|
13,834 |
1,063,696 |
Eagle
Materials, Inc.
|
591 |
111,888 |
Eastman
Chemical Co.
|
4,485 |
381,270 |
Ecolab,
Inc.
|
2,796 |
513,933 |
Ecovyst,
Inc. * |
1,734 |
17,756 |
Element
Solutions, Inc.
|
3,508 |
72,335 |
FMC
Corp.
|
1,224 |
105,545 |
Freeport-McMoRan,
Inc.
|
16,424 |
655,482 |
Glatfelter
Corp. * |
5,576 |
11,152 |
Graphic
Packaging Holding Co.
|
6,226 |
138,466 |
Greif,
Inc., Class A
|
719 |
52,192 |
H.B.
Fuller Co.
|
964 |
69,919 |
Hawkins,
Inc.
|
379 |
23,570 |
Hecla
Mining Co.
|
6,395 |
28,074 |
Huntsman
Corp.
|
7,123 |
198,518 |
Ingevity
Corp. * |
637 |
34,328 |
Innospec,
Inc.
|
457 |
49,091 |
International
Flavors & Fragrances, Inc.
|
2,259 |
159,147 |
International
Paper Co.
|
16,562 |
578,345 |
Kaiser
Aluminum Corp.
|
624 |
47,374 |
Knife
River Corp. * |
1,247 |
64,171 |
Koppers
Holdings, Inc.
|
889 |
34,040 |
Linde
plc
|
4,662 |
1,804,380 |
Livent
Corp. * |
553 |
11,873 |
Louisiana-Pacific
Corp.
|
1,966 |
122,836 |
LyondellBasell
Industries N.V., Class A
|
9,306 |
919,154 |
Martin
Marietta Materials, Inc.
|
595 |
265,614 |
Materion
Corp.
|
359 |
39,056 |
Mativ
Holdings, Inc.
|
2,546 |
41,754 |
Mercer
International, Inc.
|
2,231 |
20,280 |
Minerals
Technologies, Inc.
|
885 |
54,073 |
Myers
Industries, Inc.
|
764 |
14,371 |
NewMarket
Corp.
|
164 |
77,021 |
Newmont
Corp.
|
13,510 |
532,564 |
Nucor
Corp.
|
6,134 |
1,055,661 |
O-I
Glass, Inc. * |
6,707 |
133,201 |
Olin
Corp.
|
2,516 |
145,978 |
Olympic
Steel, Inc.
|
648 |
34,681 |
Orion
S.A.
|
1,704 |
38,544 |
Packaging
Corp. of America
|
2,012 |
299,989 |
Pactiv
Evergreen, Inc.
|
2,824 |
23,213 |
PPG
Industries, Inc.
|
4,177 |
592,131 |
Quaker
Chemical Corp.
|
118 |
20,943 |
Rayonier
Advanced Materials, Inc. * |
5,510 |
19,450 |
Reliance
Steel & Aluminum Co.
|
1,754 |
499,820 |
Royal
Gold, Inc.
|
411 |
46,069 |
RPM
International, Inc.
|
1,749 |
174,445 |
Ryerson
Holding Corp.
|
315 |
9,809 |
Schnitzer
Steel Industries, Inc., Class A
|
1,613 |
53,552 |
Sealed
Air Corp.
|
3,267 |
121,075 |
Sensient
Technologies Corp.
|
779 |
47,994 |
Sonoco
Products Co.
|
2,526 |
145,119 |
Southern
Copper Corp.
|
1,077 |
86,871 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Steel
Dynamics, Inc.
|
4,009 |
427,319 |
Stepan
Co.
|
579 |
50,529 |
Summit
Materials, Inc., Class A * |
2,145 |
80,244 |
SunCoke
Energy, Inc.
|
4,127 |
38,381 |
Sylvamo
Corp.
|
2,267 |
94,693 |
The
Chemours Co.
|
4,680 |
159,214 |
The
Mosaic Co.
|
6,426 |
249,650 |
The
Scotts Miracle-Gro Co.
|
1,227 |
69,522 |
The
Sherwin-Williams Co.
|
1,587 |
431,220 |
TimkenSteel
Corp. * |
1,491 |
32,668 |
TriMas
Corp.
|
890 |
23,318 |
Trinseo
plc
|
3,439 |
36,213 |
Tronox
Holdings plc
|
3,833 |
52,282 |
United
States Steel Corp.
|
11,592 |
360,395 |
Vulcan
Materials Co.
|
1,203 |
262,555 |
Warrior
Met Coal, Inc.
|
2,695 |
106,614 |
Westlake
Corp.
|
695 |
91,031 |
Westrock
Co.
|
14,567 |
476,487 |
Worthington
Industries, Inc.
|
1,151 |
86,636 |
|
|
19,839,760 |
| ||
Media
& Entertainment 6.9%
| ||
Activision
Blizzard, Inc.
|
5,982 |
550,284 |
Alphabet,
Inc., Class A * |
46,646 |
6,351,786 |
Alphabet,
Inc., Class C * |
42,323 |
5,813,064 |
AMC
Entertainment Holdings, Inc.,
Class
A
*(a) |
346 |
4,345 |
AMC
Networks, Inc., Class A * |
3,995 |
46,502 |
Bumble,
Inc., Class A * |
771 |
12,937 |
Cable
One, Inc.
|
83 |
53,997 |
Cargurus,
Inc. * |
450 |
8,150 |
Cars.com,
Inc. * |
1,045 |
19,531 |
Charter
Communications, Inc., Class A * |
4,629 |
2,028,058 |
Cinemark
Holdings, Inc. * |
4,348 |
70,785 |
Clear
Channel Outdoor Holdings, Inc. * |
43,402 |
62,933 |
Comcast
Corp., Class A
|
116,362 |
5,441,087 |
DISH
Network Corp., Class A * |
17,742 |
106,452 |
Electronic
Arts, Inc.
|
3,280 |
393,534 |
Fox
Corp., Class A
|
11,158 |
368,884 |
Gannett
Co., Inc. * |
12,055 |
35,080 |
Gray
Television, Inc.
|
4,916 |
39,623 |
IAC,
Inc. * |
865 |
47,860 |
iHeartMedia,
Inc., Class A * |
11,227 |
40,529 |
John
Wiley & Sons, Inc., Class A
|
1,101 |
40,913 |
Liberty
Broadband Corp., Class C * |
91 |
8,514 |
Liberty
Media Corp.-Liberty Formula One,
Class
C * |
770 |
52,968 |
Liberty
Media Corp.-Liberty Live, Class C * |
2,654 |
89,307 |
Liberty
Media Corp.-Liberty SiriusXM,
Class
C * |
10,450 |
255,398 |
Lions
Gate Entertainment Corp., Class A * |
5,919 |
46,878 |
Madison
Square Garden Entertainment
Corp.
* |
330 |
10,590 |
Match
Group, Inc. * |
1,349 |
63,228 |
Meta
Platforms, Inc., Class A * |
33,538 |
9,923,559 |
Netflix,
Inc. * |
1,382 |
599,346 |
News
Corp., Class A
|
10,573 |
227,214 |
Nexstar
Media Group, Inc., Class A
|
789 |
128,449 |
Omnicom
Group, Inc.
|
4,571 |
370,297 |
Paramount
Global, Class B
|
33,234 |
501,501 |
Pinterest,
Inc., Class A * |
1,241 |
34,115 |
Roku,
Inc. * |
366 |
29,719 |
Scholastic
Corp.
|
816 |
35,455 |
Shutterstock,
Inc.
|
243 |
10,233 |
Sinclair,
Inc.
|
1,567 |
19,776 |
Sirius
XM Holdings, Inc.
|
12,379 |
54,468 |
Sphere
Entertainment Co. * |
316 |
11,079 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Spotify
Technology S.A. * |
654 |
100,696 |
Taboola.com
Ltd. * |
2,056 |
7,710 |
Take-Two
Interactive Software, Inc. * |
1,181 |
167,938 |
TEGNA,
Inc.
|
5,507 |
91,031 |
The
E.W. Scripps Co., Class A * |
2,008 |
15,341 |
The
Interpublic Group of Cos., Inc.
|
6,320 |
206,095 |
The
New York Times Co., Class A
|
1,756 |
77,738 |
The
Trade Desk, Inc., Class A * |
290 |
23,209 |
The
Walt Disney Co. * |
24,871 |
2,081,205 |
Thryv
Holdings, Inc. * |
769 |
15,680 |
TripAdvisor,
Inc. * |
2,103 |
31,776 |
Warner
Bros Discovery, Inc. * |
30,814 |
404,896 |
WideOpenWest,
Inc. * |
1,642 |
13,300 |
World
Wrestling Entertainment, Inc.,
Class
A
|
241 |
23,269 |
Yelp,
Inc. * |
1,713 |
73,402 |
Ziff
Davis, Inc. * |
798 |
53,187 |
ZoomInfo
Technologies, Inc. * |
335 |
6,037 |
|
|
37,400,938 |
| ||
Pharmaceuticals,
Biotechnology & Life Sciences 5.5%
| ||
AbbVie,
Inc.
|
15,706 |
2,308,154 |
Agilent
Technologies, Inc.
|
2,104 |
254,731 |
Alkermes
plc * |
768 |
22,418 |
Amgen,
Inc.
|
9,355 |
2,398,061 |
Avantor,
Inc. * |
3,661 |
79,261 |
Azenta,
Inc. * |
487 |
27,481 |
Biogen,
Inc. * |
2,903 |
776,146 |
BioMarin
Pharmaceutical, Inc. * |
441 |
40,299 |
Bio-Rad
Laboratories, Inc., Class A * |
156 |
62,431 |
Bio-Techne
Corp.
|
541 |
42,414 |
Bristol-Myers
Squibb Co.
|
24,625 |
1,518,131 |
Bruker
Corp.
|
734 |
48,150 |
Catalent,
Inc. * |
1,561 |
78,003 |
Charles
River Laboratories International,
Inc.
* |
352 |
72,801 |
Corcept
Therapeutics, Inc. * |
695 |
22,747 |
Danaher
Corp.
|
2,985 |
791,025 |
Elanco
Animal Health, Inc. * |
6,117 |
74,627 |
Eli
Lilly & Co.
|
2,501 |
1,386,054 |
Emergent
BioSolutions, Inc. * |
3,303 |
15,491 |
Exact
Sciences Corp. * |
291 |
24,348 |
Exelixis,
Inc. * |
2,522 |
56,468 |
Fortrea
Holdings, Inc. * |
1,857 |
51,160 |
Gilead
Sciences, Inc.
|
27,063 |
2,069,778 |
Halozyme
Therapeutics, Inc. * |
207 |
8,810 |
Horizon
Therapeutics plc * |
738 |
83,202 |
ICON
plc * |
485 |
126,071 |
Illumina,
Inc. * |
882 |
145,724 |
Incyte
Corp. * |
759 |
48,978 |
Innoviva,
Inc. * |
1,017 |
12,967 |
IQVIA
Holdings, Inc. * |
2,037 |
453,497 |
Jazz
Pharmaceuticals plc * |
864 |
123,863 |
Johnson
& Johnson
|
32,908 |
5,320,565 |
Medpace
Holdings, Inc. * |
113 |
30,541 |
Merck
& Co., Inc.
|
27,767 |
3,026,048 |
Mettler-Toledo
International, Inc. * |
124 |
150,472 |
Moderna,
Inc. * |
714 |
80,732 |
Myriad
Genetics, Inc. * |
1,048 |
18,707 |
Neurocrine
Biosciences, Inc. * |
102 |
11,107 |
Organon
& Co.
|
7,620 |
167,335 |
Perrigo
Co., plc
|
4,785 |
167,475 |
Pfizer,
Inc.
|
97,984 |
3,466,674 |
Prestige
Consumer Healthcare, Inc. * |
667 |
38,906 |
Regeneron
Pharmaceuticals, Inc. * |
766 |
633,091 |
Repligen
Corp. * |
43 |
7,478 |
Revvity,
Inc.
|
941 |
110,125 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Royalty
Pharma plc, Class A
|
1,888 |
56,300 |
Seagen,
Inc. * |
154 |
31,735 |
Supernus
Pharmaceuticals, Inc. * |
496 |
15,793 |
Syneos
Health, Inc. * |
2,328 |
99,475 |
Thermo
Fisher Scientific, Inc.
|
2,287 |
1,274,088 |
United
Therapeutics Corp. * |
441 |
98,943 |
Vertex
Pharmaceuticals, Inc. * |
788 |
274,492 |
Viatris,
Inc.
|
42,894 |
461,111 |
Waters
Corp. * |
610 |
171,288 |
West
Pharmaceutical Services, Inc.
|
323 |
131,429 |
Zoetis,
Inc.
|
2,345 |
446,746 |
|
|
29,513,947 |
| ||
Real
Estate Management & Development 0.3%
| ||
Anywhere
Real Estate, Inc. * |
16,565 |
108,667 |
CBRE
Group, Inc., Class A * |
5,607 |
476,875 |
CoStar
Group, Inc. * |
903 |
74,037 |
Cushman
& Wakefield plc * |
4,220 |
38,782 |
DigitalBridge
Group, Inc.
|
8,424 |
146,746 |
Douglas
Elliman, Inc.
|
2,012 |
5,050 |
eXp
World Holdings, Inc.
|
555 |
10,667 |
Howard
Hughes Holdings, Inc. * |
386 |
30,359 |
Jones
Lang LaSalle, Inc. * |
1,869 |
322,963 |
Kennedy-Wilson
Holdings, Inc.
|
2,531 |
40,420 |
Marcus
& Millichap, Inc.
|
535 |
17,816 |
Newmark
Group, Inc., Class A
|
3,688 |
26,148 |
Opendoor
Technologies, Inc. * |
6,708 |
26,161 |
The
RMR Group, Inc., Class A
|
255 |
6,446 |
Zillow
Group, Inc., Class C * |
1,047 |
54,612 |
|
|
1,385,749 |
| ||
Semiconductors
& Semiconductor Equipment 4.6%
| ||
Advanced
Micro Devices, Inc. * |
4,825 |
510,099 |
Amkor
Technology, Inc.
|
2,678 |
74,877 |
Analog
Devices, Inc.
|
2,836 |
515,528 |
Applied
Materials, Inc.
|
10,205 |
1,558,916 |
Axcelis
Technologies, Inc. * |
167 |
32,089 |
Broadcom,
Inc.
|
3,190 |
2,944,019 |
Cirrus
Logic, Inc. * |
1,023 |
83,927 |
Cohu,
Inc. * |
256 |
9,572 |
Diodes,
Inc. * |
611 |
50,010 |
Enphase
Energy, Inc. * |
57 |
7,212 |
Entegris,
Inc.
|
1,045 |
105,827 |
First
Solar, Inc. * |
621 |
117,444 |
FormFactor,
Inc. * |
852 |
30,093 |
GLOBALFOUNDRIES,
Inc. * |
178 |
9,835 |
Ichor
Holdings Ltd. * |
589 |
21,575 |
Intel
Corp.
|
209,032 |
7,345,385 |
KLA
Corp.
|
889 |
446,162 |
Kulicke
& Soffa Industries, Inc.
|
867 |
44,850 |
Lam
Research Corp.
|
1,388 |
974,931 |
Lattice
Semiconductor Corp. * |
201 |
19,549 |
Magnachip
Semiconductor Corp. * |
1,034 |
8,500 |
Marvell
Technology, Inc.
|
3,410 |
198,633 |
Microchip
Technology, Inc.
|
3,593 |
294,051 |
Micron
Technology, Inc.
|
27,503 |
1,923,560 |
MKS
Instruments, Inc.
|
1,023 |
102,535 |
Monolithic
Power Systems, Inc.
|
92 |
47,951 |
NVIDIA
Corp.
|
3,907 |
1,928,300 |
NXP
Semiconductors N.V.
|
2,872 |
590,828 |
ON
Semiconductor Corp. * |
2,522 |
248,316 |
Onto
Innovation, Inc. * |
249 |
34,606 |
Photronics,
Inc. * |
1,416 |
33,644 |
Power
Integrations, Inc.
|
398 |
33,440 |
Qorvo,
Inc. * |
2,472 |
265,468 |
QUALCOMM,
Inc.
|
16,057 |
1,839,008 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Semtech
Corp. * |
1,059 |
27,693 |
Silicon
Laboratories, Inc. * |
327 |
44,099 |
Skyworks
Solutions, Inc.
|
3,173 |
345,032 |
SMART
Global Holdings, Inc. * |
1,013 |
26,166 |
SolarEdge
Technologies, Inc. * |
104 |
16,907 |
Synaptics,
Inc. * |
446 |
39,043 |
Teradyne,
Inc.
|
1,824 |
196,755 |
Texas
Instruments, Inc.
|
9,417 |
1,582,621 |
Ultra
Clean Holdings, Inc. * |
859 |
30,202 |
Universal
Display Corp.
|
196 |
31,862 |
Wolfspeed,
Inc. * |
353 |
16,880 |
|
|
24,808,000 |
| ||
Software
& Services 5.5%
| ||
Accenture
plc, Class A
|
5,541 |
1,794,010 |
ACI
Worldwide, Inc. * |
1,751 |
42,514 |
Adobe,
Inc. * |
2,357 |
1,318,364 |
Akamai
Technologies, Inc. * |
2,178 |
228,886 |
Alarm.com
Holdings, Inc. * |
257 |
15,053 |
Amdocs
Ltd.
|
2,480 |
221,216 |
ANSYS,
Inc. * |
381 |
121,489 |
AppLovin
Corp., Class A * |
585 |
25,284 |
Autodesk,
Inc. * |
584 |
129,613 |
Bentley
Systems, Inc., Class B
|
630 |
31,443 |
Black
Knight, Inc. * |
1,001 |
75,836 |
Blackbaud,
Inc. * |
358 |
27,247 |
Cadence
Design Systems, Inc. * |
805 |
193,554 |
Cerence,
Inc. * |
982 |
25,630 |
Check
Point Software Technologies Ltd. * |
1,358 |
182,773 |
Cognizant
Technology Solutions Corp.,
Class
A
|
14,435 |
1,033,690 |
CommVault
Systems, Inc. * |
521 |
35,590 |
Consensus
Cloud Solutions, Inc. * |
356 |
11,367 |
Dolby
Laboratories, Inc., Class A
|
738 |
62,339 |
Dropbox,
Inc., Class A * |
2,760 |
76,700 |
DXC
Technology Co. * |
10,330 |
214,244 |
Ebix,
Inc.
|
1,157 |
19,322 |
Envestnet,
Inc. * |
381 |
20,814 |
EPAM
Systems, Inc. * |
243 |
62,935 |
Fair
Isaac Corp. * |
113 |
102,219 |
Fortinet,
Inc. * |
1,646 |
99,106 |
Gartner,
Inc. * |
327 |
114,345 |
Gen
Digital, Inc.
|
9,177 |
185,834 |
Globant
S.A. * |
128 |
26,172 |
GoDaddy,
Inc., Class A * |
946 |
68,594 |
Guidewire
Software, Inc. * |
257 |
22,213 |
InterDigital,
Inc.
|
671 |
58,182 |
International
Business Machines Corp.
|
20,744 |
3,045,842 |
Intuit,
Inc.
|
1,120 |
606,827 |
Kyndryl
Holdings, Inc. * |
29,309 |
494,736 |
LiveRamp
Holdings, Inc. * |
1,779 |
57,533 |
Manhattan
Associates, Inc. * |
284 |
57,544 |
Microsoft
Corp.
|
40,752 |
13,356,875 |
NCR
Corp. * |
4,952 |
152,324 |
Oracle
Corp.
|
23,670 |
2,849,631 |
Palantir
Technologies, Inc., Class A * |
945 |
14,156 |
Palo
Alto Networks, Inc. * |
643 |
156,442 |
Pegasystems,
Inc.
|
411 |
20,410 |
Perficient,
Inc. * |
255 |
16,266 |
Progress
Software Corp.
|
457 |
27,804 |
PTC,
Inc. * |
267 |
39,294 |
Qualys,
Inc. * |
151 |
23,503 |
Rackspace
Technology, Inc. * |
4,359 |
10,898 |
RingCentral,
Inc., Class A * |
1,161 |
35,910 |
Roper
Technologies, Inc.
|
616 |
307,421 |
Salesforce,
Inc. * |
3,052 |
675,896 |
ServiceNow,
Inc. * |
131 |
77,137 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Snowflake,
Inc., Class A * |
42 |
6,588 |
Splunk,
Inc. * |
567 |
68,754 |
SPS
Commerce, Inc. * |
40 |
7,445 |
Synopsys,
Inc. * |
411 |
188,604 |
Teradata
Corp. * |
1,918 |
88,746 |
Twilio,
Inc., Class A * |
524 |
33,384 |
Tyler
Technologies, Inc. * |
126 |
50,202 |
Unisys
Corp. * |
4,857 |
19,574 |
Verint
Systems, Inc. * |
474 |
15,353 |
VeriSign,
Inc. * |
474 |
98,492 |
VMware,
Inc., Class A * |
2,924 |
493,513 |
Workday,
Inc., Class A * |
200 |
48,900 |
Zoom
Video Communications, Inc.,
Class
A * |
565 |
40,132 |
|
|
29,832,714 |
| ||
Technology
Hardware & Equipment 7.3%
| ||
ADTRAN
Holdings, Inc.
|
1,079 |
9,225 |
Advanced
Energy Industries, Inc.
|
387 |
45,693 |
Amphenol
Corp., Class A
|
4,446 |
392,937 |
Apple
Inc.
|
121,948 |
22,910,379 |
Arista
Networks, Inc. * |
720 |
140,566 |
Arrow
Electronics, Inc. * |
3,740 |
499,028 |
Avnet,
Inc.
|
9,190 |
466,393 |
Badger
Meter, Inc.
|
189 |
31,389 |
Belden,
Inc.
|
651 |
61,129 |
Benchmark
Electronics, Inc.
|
2,660 |
68,468 |
CDW
Corp.
|
1,610 |
339,952 |
Ciena
Corp. * |
2,419 |
120,902 |
Cisco
Systems, Inc.
|
90,177 |
5,171,651 |
Cognex
Corp.
|
1,326 |
62,428 |
Coherent
Corp. * |
1,651 |
62,127 |
CommScope
Holding Co., Inc. * |
9,464 |
31,610 |
Comtech
Telecommunications Corp.
|
1,470 |
14,774 |
Corning,
Inc.
|
19,110 |
627,190 |
Crane
NXT Co.
|
710 |
42,146 |
CTS
Corp.
|
424 |
18,932 |
ePlus,
Inc. * |
778 |
51,644 |
F5,
Inc. * |
976 |
159,732 |
Fabrinet
* |
448 |
72,025 |
Flex
Ltd. * |
14,121 |
389,598 |
Hewlett
Packard Enterprise Co.
|
68,869 |
1,170,084 |
HP,
Inc.
|
30,763 |
913,969 |
Insight
Enterprises, Inc. * |
903 |
144,561 |
IPG
Photonics Corp. * |
576 |
62,415 |
Itron,
Inc. * |
706 |
48,297 |
Jabil,
Inc.
|
3,824 |
437,542 |
Juniper
Networks, Inc.
|
8,897 |
259,081 |
Keysight
Technologies, Inc. * |
794 |
105,840 |
Knowles
Corp. * |
2,025 |
32,461 |
Littelfuse,
Inc.
|
262 |
69,975 |
Lumentum
Holdings, Inc. * |
819 |
44,332 |
Methode
Electronics, Inc.
|
881 |
28,412 |
Motorola
Solutions, Inc.
|
982 |
278,466 |
National
Instruments Corp.
|
1,594 |
95,002 |
NetApp,
Inc.
|
4,775 |
366,243 |
NETGEAR,
Inc. * |
1,670 |
22,011 |
NetScout
Systems, Inc. * |
1,601 |
45,837 |
Novanta,
Inc. * |
115 |
19,203 |
OSI
Systems, Inc. * |
339 |
46,223 |
PC
Connection, Inc.
|
645 |
34,262 |
Plexus
Corp. * |
764 |
77,584 |
Pure
Storage, Inc., Class A * |
461 |
16,868 |
Rogers
Corp. * |
241 |
34,827 |
Sanmina
Corp. * |
2,750 |
153,175 |
ScanSource,
Inc. * |
1,905 |
62,446 |
Seagate
Technology Holdings plc
|
6,574 |
465,373 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Stratasys
Ltd. * |
1,145 |
16,832 |
Super
Micro Computer, Inc. * |
677 |
186,229 |
TD
SYNNEX Corp.
|
843 |
85,775 |
TE
Connectivity Ltd.
|
4,248 |
562,393 |
Teledyne
Technologies, Inc. * |
273 |
114,196 |
Trimble,
Inc. * |
2,193 |
120,154 |
TTM
Technologies, Inc. * |
4,623 |
68,883 |
ViaSat,
Inc. * |
1,555 |
43,136 |
Viavi
Solutions, Inc. * |
2,803 |
29,291 |
Vishay
Intertechnology, Inc.
|
4,064 |
111,516 |
Vontier
Corp.
|
3,269 |
102,679 |
Western
Digital Corp. * |
14,994 |
674,730 |
Xerox
Holdings Corp.
|
11,906 |
189,186 |
Zebra
Technologies Corp., Class A * |
482 |
132,555 |
|
|
39,261,962 |
| ||
Telecommunication
Services 2.6%
| ||
AT&T,
Inc.
|
404,244 |
5,978,769 |
ATN
International, Inc.
|
349 |
12,518 |
Cogent
Communications Holdings, Inc.
|
467 |
32,961 |
Consolidated
Communications Holdings,
Inc.
* |
7,567 |
29,890 |
EchoStar
Corp., Class A * |
2,072 |
36,011 |
Frontier
Communications Parent, Inc. * |
2,733 |
43,783 |
GCI
Liberty, Inc.
*(c) |
188 |
34 |
Iridium
Communications, Inc.
|
550 |
26,922 |
Liberty
Global plc, Class C * |
25,350 |
502,944 |
Liberty
Latin America Ltd., Class A * |
635 |
5,677 |
Liberty
Latin America Ltd., Class C * |
10,643 |
95,361 |
Lumen
Technologies, Inc. * |
208,511 |
331,532 |
Shenandoah
Telecommunications Co.
|
1,289 |
29,312 |
Telephone
and Data Systems, Inc.
|
12,577 |
270,280 |
T-Mobile
US, Inc. * |
6,135 |
835,894 |
Verizon
Communications, Inc.
|
166,147 |
5,811,822 |
|
|
14,043,710 |
| ||
Transportation
2.1%
| ||
Air
Transport Services Group, Inc. * |
1,644 |
35,445 |
Alaska
Air Group, Inc. * |
908 |
38,109 |
American
Airlines Group, Inc. * |
6,035 |
88,895 |
ArcBest
Corp.
|
799 |
84,366 |
Avis
Budget Group, Inc. * |
922 |
196,745 |
C.H.
Robinson Worldwide, Inc.
|
3,358 |
303,664 |
Costamare,
Inc.
|
1,543 |
15,908 |
Covenant
Logistics Group, Inc.
|
427 |
20,996 |
CSX
Corp.
|
36,398 |
1,099,220 |
Danaos
Corp.
|
250 |
16,780 |
Daseke,
Inc. * |
8,441 |
44,737 |
Delta
Air Lines, Inc.
|
4,273 |
183,226 |
Expeditors
International of Washington,
Inc.
|
2,853 |
332,974 |
FedEx
Corp.
|
7,212 |
1,882,476 |
Forward
Air Corp.
|
449 |
31,798 |
Genco
Shipping & Trading Ltd.
|
431 |
5,892 |
Golden
Ocean Group Ltd.
|
2,591 |
18,940 |
GXO
Logistics, Inc. * |
2,306 |
147,515 |
Heartland
Express, Inc.
|
1,357 |
20,477 |
Hub
Group, Inc., Class A * |
1,029 |
80,303 |
J.B.
Hunt Transport Services, Inc.
|
1,269 |
238,420 |
JetBlue
Airways Corp. * |
4,925 |
29,156 |
Kirby
Corp. * |
955 |
79,103 |
Knight-Swift
Transportation Holdings, Inc.
|
3,374 |
184,963 |
Landstar
System, Inc.
|
739 |
140,269 |
Lyft,
Inc., Class A * |
2,367 |
27,883 |
Marten
Transport Ltd.
|
1,339 |
28,119 |
Matson,
Inc.
|
234 |
20,564 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Norfolk
Southern Corp.
|
4,182 |
857,352 |
Old
Dominion Freight Line, Inc.
|
700 |
299,159 |
RXO,
Inc. * |
3,120 |
56,410 |
Ryder
System, Inc.
|
2,895 |
291,526 |
Saia,
Inc. * |
239 |
101,862 |
Schneider
National, Inc., Class B
|
1,928 |
55,738 |
SkyWest,
Inc. * |
1,162 |
52,406 |
Southwest
Airlines Co.
|
4,560 |
144,096 |
Spirit
Airlines, Inc.
|
784 |
12,936 |
Star
Bulk Carriers Corp.
|
601 |
10,572 |
Uber
Technologies, Inc. * |
4,098 |
193,548 |
U-Haul
Holding Co.,Non Voting
|
1,341 |
71,395 |
Union
Pacific Corp.
|
10,067 |
2,220,478 |
United
Airlines Holdings, Inc. * |
2,833 |
141,112 |
United
Parcel Service, Inc., Class B
|
7,437 |
1,259,828 |
Werner
Enterprises, Inc.
|
2,265 |
94,247 |
XPO,
Inc. * |
2,198 |
164,037 |
ZIM
Integrated Shipping Services Ltd.
(a) |
4,155 |
50,151 |
|
|
11,473,796 |
| ||
Utilities
3.1%
| ||
ALLETE,
Inc.
|
1,154 |
63,355 |
Alliant
Energy Corp.
|
3,623 |
181,766 |
Ameren
Corp.
|
3,937 |
312,086 |
American
Electric Power Co., Inc.
|
8,821 |
691,566 |
American
States Water Co.
|
280 |
23,579 |
American
Water Works Co., Inc.
|
1,639 |
227,395 |
Atlantica
Sustainable Infrastructure plc
|
1,478 |
33,181 |
Atmos
Energy Corp.
|
1,560 |
180,882 |
Avangrid,
Inc.
|
1,348 |
46,506 |
Avista
Corp.
|
1,708 |
56,859 |
Black
Hills Corp.
|
1,338 |
73,590 |
California
Water Service Group
|
542 |
27,236 |
CenterPoint
Energy, Inc.
|
10,771 |
300,403 |
Chesapeake
Utilities Corp.
|
190 |
20,919 |
Clearway
Energy, Inc., Class C
|
1,143 |
28,312 |
CMS
Energy Corp.
|
4,923 |
276,623 |
Consolidated
Edison, Inc.
|
7,041 |
626,367 |
Constellation
Energy Corp.
|
2,020 |
210,403 |
Dominion
Energy, Inc.
|
15,618 |
758,098 |
DTE
Energy Co.
|
3,563 |
368,343 |
Duke
Energy Corp.
|
15,505 |
1,376,844 |
Edison
International
|
7,449 |
512,864 |
Entergy
Corp.
|
4,271 |
406,813 |
Essential
Utilities, Inc.
|
1,769 |
65,276 |
Evergy,
Inc.
|
6,302 |
346,421 |
Eversource
Energy
|
5,624 |
358,924 |
Exelon
Corp.
|
23,872 |
957,745 |
FirstEnergy
Corp.
|
13,230 |
477,206 |
Hawaiian
Electric Industries, Inc.
|
2,217 |
31,082 |
IDACORP,
Inc.
|
728 |
69,772 |
MGE
Energy, Inc.
|
423 |
30,638 |
National
Fuel Gas Co.
|
1,486 |
79,858 |
New
Jersey Resources Corp.
|
1,401 |
59,080 |
NextEra
Energy, Inc.
|
16,293 |
1,088,372 |
NiSource,
Inc.
|
7,238 |
193,689 |
Northwest
Natural Holding Co.
|
650 |
25,532 |
NorthWestern
Corp.
|
1,262 |
63,605 |
NRG
Energy, Inc.
|
8,008 |
300,700 |
OGE
Energy Corp.
|
3,870 |
131,774 |
ONE
Gas, Inc.
|
921 |
66,745 |
Ormat
Technologies, Inc.
|
416 |
31,591 |
Otter
Tail Corp.
|
552 |
45,468 |
PG&E
Corp. * |
9,835 |
160,311 |
Pinnacle
West Capital Corp.
|
2,863 |
221,224 |
PNM
Resources, Inc.
|
1,548 |
68,592 |
Portland
General Electric Co.
|
2,022 |
88,685 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
PPL
Corp.
|
20,691 |
515,620 |
Public
Service Enterprise Group, Inc.
|
8,702 |
531,518 |
ReNew
Energy Global PLC, Class A * |
1,512 |
9,223 |
Sempra
|
7,528 |
528,616 |
SJW
Group
|
275 |
18,084 |
Southwest
Gas Holdings, Inc.
|
1,592 |
98,593 |
Spire,
Inc.
|
1,067 |
62,323 |
The
AES Corp.
|
15,499 |
277,897 |
The
Southern Co.
|
18,637 |
1,262,284 |
UGI
Corp.
|
6,675 |
168,076 |
Unitil
Corp.
|
336 |
16,404 |
Vistra
Corp.
|
14,820 |
465,644 |
WEC
Energy Group, Inc.
|
4,435 |
373,072 |
Xcel
Energy, Inc.
|
8,588 |
490,632 |
|
|
16,584,266 |
Total
Common Stocks
(Cost
$433,399,096) |
538,719,073 | |
| ||
INVESTMENT
COMPANIES
0.0%
OF NET ASSETS
| ||
| ||
Equity
Funds 0.0%
| ||
iShares
Core S&P Total U.S. Stock Market
ETF
|
4,000 |
397,640 |
Total
Investment Companies
(Cost
$359,248) |
397,640 |
|
|
|
SHORT-TERM
INVESTMENTS
0.1%
OF NET ASSETS
| ||
| ||
Money
Market Funds 0.1%
| ||
State
Street Institutional U.S. Government
Money
Market Fund, Premier Class
5.28%
(e) |
277,417 |
277,417 |
State
Street Institutional U.S. Government
Money
Market Fund, Premier Class
5.28%
(e)(f) |
168,328 |
168,328 |
|
|
445,745 |
Total
Short-Term Investments
(Cost
$445,745) |
445,745 | |
Total
Investments in Securities
(Cost
$434,204,089) |
539,562,458 |
|
NUMBER
OF
CONTRACTS |
NOTIONAL
AMOUNT
($) |
CURRENT
VALUE/
UNREALIZED
APPRECIATION
($) |
FUTURES
CONTRACTS
| |||
Long |
|
|
|
S&P
500 Index, e-mini, expires
09/15/23 |
6 |
1,354,800 |
17,989 |
* |
Non-income
producing security. |
(a) |
All
or a portion of this security is on loan. Securities on loan were valued
at
$166,217. |
(b) |
On
October 15, 2023, the issuer filed for
bankruptcy. |
(c) |
Fair valued
using significant unobservable inputs (see financial note 2(a),
Securities
for which no quoted value is available, for additional
information). |
(d) |
Issuer
is affiliated with the fund’s investment adviser. |
(e) |
The
rate shown is the annualized 7-day yield. |
(f) |
Security
purchased with cash collateral received for securities on
loan. |
ETF
— |
Exchange-traded
fund |
REIT
— |
Real
Estate Investment Trust |
SECURITY |
VALUE
AT
2/28/23 |
PURCHASES |
SALES |
REALIZED
GAINS
(LOSSES) |
NET
CHANGE
IN
UNREALIZED
APPRECIATION
(DEPRECIATION) |
VALUE
AT
8/31/23 |
BALANCE
OF
SHARES
HELD
AT
8/31/23 |
DIVIDENDS
RECEIVED |
COMMON
STOCKS 0.1%
OF NET ASSETS
| ||||||||
| ||||||||
Financial
Services 0.1%
| ||||||||
The
Charles Schwab Corp. |
$446,326 |
$86,913 |
($8,354
) |
($15
) |
($104,313
) |
$420,557 |
7,110 |
$3,279 |
DESCRIPTION |
QUOTED
PRICES IN
ACTIVE
MARKETS FOR
IDENTICAL
ASSETS
(LEVEL
1) |
OTHER
SIGNIFICANT
OBSERVABLE
INPUTS
(LEVEL
2) |
SIGNIFICANT
UNOBSERVABLE
INPUTS
(LEVEL
3) |
TOTAL |
Assets |
|
|
|
|
Common
Stocks1
|
$454,211,284 |
$— |
$— |
$454,211,284 |
Financial
Services |
41,234,268 |
— |
19,822 |
41,254,090 |
Health
Care Equipment & Services |
29,209,989 |
— |
0
* |
29,209,989 |
Telecommunication
Services |
14,043,676 |
— |
34 |
14,043,710 |
Investment
Companies1
|
397,640 |
— |
— |
397,640 |
Short-Term
Investments1
|
445,745 |
— |
— |
445,745 |
Futures
Contracts2
|
17,989 |
— |
— |
17,989 |
Total |
$539,560,591 |
$— |
$19,856 |
$539,580,447 |
* |
Level
3 amount shown includes securities determined to have no value at August
31, 2023. |
1
|
As
categorized in the Portfolio Holdings.
|
2
|
Futures
contracts are reported at cumulative unrealized appreciation or
depreciation. |
Assets | ||
Investments
in securities, at value - affiliated (cost $369,055) |
|
$420,557 |
Investments
in securities, at value - unaffiliated (cost $433,835,034) including
securities on loan of $166,217 |
|
539,141,901 |
Cash |
|
4,231 |
Deposit
with broker for futures contracts |
|
77,200 |
Receivables: |
|
|
Fund
shares sold |
|
2,874,858 |
Dividends |
|
1,168,389 |
Investments
sold |
|
10,694 |
Income
from securities on loan |
+ |
6,968 |
Total
assets |
|
543,704,798 |
| ||
Liabilities | ||
Collateral
held for securities on loan |
|
168,328 |
Payables: |
|
|
Investments
bought |
|
2,947,179 |
Management
fees |
|
112,979 |
Variation
margin on futures contracts |
+ |
3,187 |
Total
liabilities |
|
3,231,673 |
Net
assets |
|
$540,473,125 |
| ||
Net
Assets by Source | ||
Capital
received from investors |
|
$450,869,072 |
Total
distributable earnings |
+ |
89,604,053 |
Net
assets |
|
$540,473,125 |
Net
Asset Value (NAV)
| ||||
Net
Assets
|
÷ |
Shares
Outstanding |
= |
NAV |
$540,473,125 |
|
9,400,000 |
|
$57.50 |
|
|
|
|
|
|
|
|
|
|
For
the period March 1, 2023 through August 31, 2023; unaudited
| ||
Investment
Income
| ||
Dividends
received from securities - unaffiliated (net of foreign withholding tax of
$3,743) |
|
$5,849,967 |
Dividends
received from securities - affiliated |
|
3,279 |
Securities
on loan, net |
+ |
18,233 |
Total
investment income
|
|
5,871,479 |
| ||
Expenses | ||
Management
fees |
|
628,382 |
Total
expenses |
– |
628,382 |
Net
investment income |
|
5,243,097 |
| ||
REALIZED
AND UNREALIZED GAINS (LOSSES) | ||
Net
realized losses on sales of securities - affiliated |
|
(2,086
) |
Net
realized losses on sales of securities -
unaffiliated |
|
(2,205,084
) |
Net
realized gains on sales of in-kind redemptions -
affiliated |
|
2,071 |
Net
realized gains on sales of in-kind redemptions -
unaffiliated |
|
7,459,501 |
Net
realized gains on futures contracts |
+ |
45,935 |
Net
realized gains |
|
5,300,337 |
Net
change in unrealized appreciation (depreciation) on securities -
affiliated |
|
(104,313
) |
Net
change in unrealized appreciation (depreciation) on securities -
unaffiliated |
|
22,561,083 |
Net
change in unrealized appreciation (depreciation) on futures
contracts |
+ |
29,751 |
Net
change in unrealized appreciation (depreciation) |
+ |
22,486,521 |
Net
realized and unrealized gains |
|
27,786,858 |
Increase
in net assets resulting from operations |
|
$33,029,955 |
OPERATIONS | |||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |
Net
investment income |
|
$5,243,097 |
$9,113,094 |
Net
realized gains |
|
5,300,337 |
16,436,928 |
Net
change in unrealized appreciation (depreciation) |
+ |
22,486,521 |
(31,684,296
) |
Increase
(decrease) in net assets resulting from operations |
|
$33,029,955 |
($6,134,274
) |
| |||
DISTRIBUTIONS
TO SHAREHOLDERS | |||
Total
distributions |
|
($4,679,250
) |
($8,668,580
) |
TRANSACTIONS
IN FUND SHARES | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
VALUE |
SHARES |
VALUE |
Shares
sold |
|
700,000 |
$39,375,122 |
2,300,000 |
$122,514,839 |
Shares
redeemed |
+ |
(250,000
) |
(13,532,622
) |
(900,000
) |
(46,772,595
) |
Net
transactions in fund shares
|
|
450,000 |
$25,842,500 |
1,400,000 |
$75,742,244 |
| |||||
SHARES
OUTSTANDING AND NET ASSETS | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
NET
ASSETS |
SHARES |
NET
ASSETS |
Beginning
of period |
|
8,950,000 |
$486,279,920 |
7,550,000 |
$425,340,530 |
Total
increase |
+ |
450,000 |
54,193,205 |
1,400,000 |
60,939,390 |
End
of period |
|
9,400,000 |
$540,473,125 |
8,950,000 |
$486,279,920 |
|
3/1/23–
8/31/23* |
3/1/22–
2/28/23 |
3/1/21–
2/28/22 |
3/1/20–
2/28/21 |
3/1/19–
2/29/20 |
3/1/18–
2/28/19 |
Per-Share
Data | ||||||
Net
asset value at beginning of period |
$54.91 |
$56.98 |
$48.49 |
$37.67 |
$37.83 |
$37.20 |
Income
(loss) from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)1
|
0.59 |
1.12 |
1.02 |
0.98 |
0.99 |
0.87 |
Net
realized and unrealized gains (losses) |
3.41 |
(2.09
) |
8.43 |
10.88 |
(0.20
) |
0.57 |
Total
from investment operations |
4.00 |
(0.97
) |
9.45 |
11.86 |
0.79 |
1.44 |
Less
distributions: |
|
|
|
|
|
|
Distributions
from net investment income |
(0.54
) |
(1.10
) |
(0.96
) |
(1.04
) |
(0.95
) |
(0.81
) |
Net
asset value at end of period |
$58.37 |
$54.91 |
$56.98 |
$48.49 |
$37.67 |
$37.83 |
Total
return |
7.35
%2 |
(1.61
%) |
19.61
% |
32.40
% |
1.98
% |
3.92
% |
Ratios/Supplemental
Data | ||||||
Ratios
to average net assets: |
|
|
|
|
|
|
Total
expenses |
0.25
%3 |
0.25
%4 |
0.25
% |
0.25
% |
0.25
% |
0.25
% |
Net
investment income (loss) |
2.11
%3 |
2.07
% |
1.84
% |
2.49
% |
2.47
% |
2.33
% |
Portfolio
turnover rate5
|
5
%2 |
12
% |
11
% |
13
% |
12
% |
11
% |
Net
assets, end of period (x 1,000,000) |
$11,899 |
$10,373 |
$9,889 |
$5,863 |
$5,558 |
$4,596 |
* |
Unaudited. |
1 |
Calculated
based on the average shares outstanding during the
period. |
2 |
Not
annualized. |
3 |
Annualized. |
4 |
Ratio
includes less than 0.005% of non-routine proxy
expenses. |
5 |
Portfolio
turnover rate excludes securities received or delivered from processing of
in-kind creations or
redemptions. |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
COMMON
STOCKS
99.7%
OF NET ASSETS
| ||
| ||
Automobiles
& Components 1.5%
| ||
Adient
plc * |
76,565 |
2,999,051 |
Aptiv
plc * |
95,979 |
9,737,070 |
Autoliv,
Inc.
|
55,367 |
5,403,819 |
BorgWarner,
Inc.
|
181,566 |
7,398,814 |
Dana,
Inc.
|
190,922 |
3,075,753 |
Ford
Motor Co.
|
3,512,684 |
42,608,857 |
General
Motors Co.
|
1,834,437 |
61,471,984 |
Gentex
Corp.
|
144,304 |
4,712,969 |
Harley-Davidson,
Inc.
|
82,834 |
2,795,647 |
Lear
Corp.
|
70,343 |
10,135,723 |
Phinia,
Inc. * |
36,190 |
1,006,082 |
Tesla,
Inc. * |
54,734 |
14,125,751 |
The
Goodyear Tire & Rubber Co. * |
555,997 |
7,177,921 |
Thor
Industries, Inc.
|
48,956 |
5,131,568 |
|
|
177,781,009 |
| ||
Banks
6.2%
| ||
Bank
of America Corp.
|
4,074,052 |
116,803,071 |
Citigroup,
Inc.
|
2,691,569 |
111,134,884 |
Citizens
Financial Group, Inc.
|
312,096 |
8,779,260 |
Comerica,
Inc.
|
109,369 |
5,261,743 |
Credicorp
Ltd.
|
38,873 |
5,497,808 |
East
West Bancorp, Inc.
|
41,135 |
2,276,411 |
Fifth
Third Bancorp
|
386,856 |
10,271,027 |
First
Horizon Corp.
|
150,999 |
1,895,037 |
Huntington
Bancshares, Inc.
|
519,318 |
5,759,237 |
JPMorgan
Chase & Co.
|
1,584,383 |
231,842,764 |
KeyCorp
|
602,744 |
6,829,090 |
M&T
Bank Corp.
|
83,486 |
10,439,924 |
New
York Community Bancorp, Inc.
|
344,323 |
4,228,286 |
Popular,
Inc.
|
47,460 |
3,240,569 |
Regions
Financial Corp.
|
384,471 |
7,051,198 |
Synovus
Financial Corp.
|
64,647 |
2,001,471 |
The
PNC Financial Services Group, Inc.
|
205,038 |
24,754,238 |
Truist
Financial Corp.
|
518,012 |
15,825,267 |
U.S.
Bancorp
|
880,128 |
32,151,076 |
Wells
Fargo & Co.
|
3,174,931 |
131,092,901 |
Zions
Bancorp NA
|
121,949 |
4,329,189 |
|
|
741,464,451 |
| ||
Capital
Goods 7.1%
| ||
3M
Co.
|
349,766 |
37,309,539 |
A.O.
Smith Corp.
|
49,000 |
3,552,500 |
Acuity
Brands, Inc.
|
20,596 |
3,321,723 |
AECOM
|
64,965 |
5,700,679 |
AerCap
Holdings N.V. * |
58,302 |
3,586,739 |
AGCO
Corp.
|
35,324 |
4,575,518 |
Air
Lease Corp.
|
59,089 |
2,408,468 |
Allegion
plc
|
24,505 |
2,788,914 |
Allison
Transmission Holdings, Inc.
|
95,319 |
5,762,034 |
AMETEK,
Inc.
|
40,438 |
6,450,265 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Boise
Cascade Co.
|
39,441 |
4,313,662 |
Carlisle
Cos., Inc.
|
17,807 |
4,683,597 |
Carrier
Global Corp.
|
312,476 |
17,951,746 |
Caterpillar,
Inc.
|
183,074 |
51,467,594 |
Cummins,
Inc.
|
81,837 |
18,825,783 |
Curtiss-Wright
Corp.
|
14,509 |
3,017,727 |
Deere
& Co.
|
60,003 |
24,657,633 |
Donaldson
Co., Inc.
|
42,517 |
2,715,561 |
Dover
Corp.
|
45,035 |
6,678,690 |
Eaton
Corp. plc
|
144,270 |
33,235,480 |
EMCOR
Group, Inc.
|
29,340 |
6,579,495 |
Emerson
Electric Co.
|
231,257 |
22,721,000 |
Fastenal
Co.
|
140,390 |
8,083,656 |
Flowserve
Corp.
|
69,360 |
2,744,575 |
Fluor
Corp. * |
95,520 |
3,342,245 |
Fortive
Corp.
|
58,847 |
4,640,086 |
Fortune
Brands Innovations, Inc.
|
76,586 |
5,285,966 |
General
Dynamics Corp.
|
108,428 |
24,574,122 |
General
Electric Co.
|
465,954 |
53,333,095 |
Graco,
Inc.
|
32,976 |
2,603,125 |
Hexcel
Corp.
|
36,201 |
2,653,533 |
Honeywell
International, Inc.
|
222,075 |
41,736,775 |
Howmet
Aerospace, Inc.
|
129,549 |
6,408,789 |
Hubbell,
Inc.
|
15,144 |
4,937,701 |
Huntington
Ingalls Industries, Inc.
|
24,597 |
5,419,211 |
IDEX
Corp.
|
14,439 |
3,268,990 |
Illinois
Tool Works, Inc.
|
87,399 |
21,618,143 |
Ingersoll
Rand, Inc.
|
45,184 |
3,145,258 |
ITT,
Inc.
|
30,349 |
3,104,096 |
Johnson
Controls International plc
|
270,013 |
15,946,968 |
L3Harris
Technologies, Inc.
|
74,278 |
13,228,169 |
Lennox
International, Inc.
|
9,893 |
3,727,781 |
Lincoln
Electric Holdings, Inc.
|
16,829 |
3,238,909 |
Lockheed
Martin Corp.
|
79,613 |
35,694,489 |
Masco
Corp.
|
109,799 |
6,479,239 |
MasTec,
Inc. * |
32,459 |
3,229,346 |
MDU
Resources Group, Inc.
|
119,029 |
2,423,430 |
MSC
Industrial Direct Co., Inc., Class A
|
29,945 |
3,056,187 |
Mueller
Industries, Inc.
|
29,590 |
2,283,164 |
Nordson
Corp.
|
10,515 |
2,567,132 |
Northrop
Grumman Corp.
|
47,425 |
20,539,293 |
nVent
Electric plc
|
60,522 |
3,421,914 |
Oshkosh
Corp.
|
55,523 |
5,764,953 |
Otis
Worldwide Corp.
|
69,518 |
5,947,265 |
Owens
Corning
|
61,317 |
8,824,129 |
PACCAR,
Inc.
|
223,868 |
18,422,098 |
Parker-Hannifin
Corp.
|
35,243 |
14,692,807 |
Pentair
plc
|
73,108 |
5,136,568 |
Quanta
Services, Inc.
|
41,135 |
8,633,002 |
Regal
Rexnord Corp.
|
22,562 |
3,659,331 |
Resideo
Technologies, Inc. * |
117,190 |
1,975,823 |
Rockwell
Automation, Inc.
|
27,746 |
8,658,972 |
RTX
Corp.
|
344,192 |
29,614,280 |
Sensata
Technologies Holding plc
|
67,270 |
2,530,697 |
Snap-on,
Inc.
|
23,252 |
6,245,487 |
Spirit
AeroSystems Holdings, Inc.,
Class
A
|
112,047 |
2,388,842 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Stanley
Black & Decker, Inc.
|
118,664 |
11,199,508 |
Textron,
Inc.
|
112,084 |
8,710,048 |
The
Boeing Co. * |
200,837 |
44,993,513 |
The
Middleby Corp. * |
15,293 |
2,226,508 |
The
Timken Co.
|
30,848 |
2,357,404 |
The
Toro Co.
|
25,185 |
2,576,929 |
Trane
Technologies plc
|
54,108 |
11,106,208 |
TransDigm
Group, Inc. * |
11,776 |
10,643,738 |
Triton
International Ltd.
|
30,254 |
2,538,613 |
UFP
Industries, Inc.
|
39,093 |
4,079,355 |
United
Rentals, Inc.
|
30,452 |
14,511,596 |
W.W.
Grainger, Inc.
|
12,768 |
9,118,140 |
Watsco,
Inc.
|
11,087 |
4,041,766 |
WESCO
International, Inc.
|
24,015 |
3,886,828 |
Westinghouse
Air Brake Technologies
Corp.
|
50,165 |
5,644,566 |
Xylem,
Inc.
|
42,711 |
4,422,297 |
|
|
849,591,005 |
| ||
Commercial
& Professional Services 1.1%
| ||
ABM
Industries, Inc.
|
57,941 |
2,631,680 |
ASGN,
Inc. * |
25,923 |
2,129,834 |
Automatic
Data Processing, Inc.
|
70,032 |
17,830,848 |
Booz
Allen Hamilton Holding Corp.,
Class
A
|
39,806 |
4,510,418 |
Broadridge
Financial Solutions, Inc.
|
26,846 |
4,998,994 |
CACI
International, Inc., Class A * |
10,029 |
3,289,612 |
Cintas
Corp.
|
16,359 |
8,247,717 |
Concentrix
Corp.
|
16,414 |
1,310,330 |
Copart,
Inc. * |
77,905 |
3,492,481 |
Equifax,
Inc.
|
17,131 |
3,540,978 |
Genpact
Ltd.
|
65,306 |
2,437,873 |
Jacobs
Solutions, Inc.
|
55,401 |
7,469,163 |
KBR,
Inc.
|
42,086 |
2,589,131 |
Leidos
Holdings, Inc.
|
74,922 |
7,305,644 |
ManpowerGroup,
Inc.
|
94,751 |
7,473,011 |
Maximus,
Inc.
|
37,018 |
2,991,795 |
Paychex,
Inc.
|
59,027 |
7,214,870 |
Republic
Services, Inc.
|
52,217 |
7,526,036 |
Robert
Half International, Inc.
|
64,273 |
4,753,631 |
Science
Applications International
Corp.
|
29,196 |
3,435,201 |
SS&C
Technologies Holdings, Inc.
|
61,579 |
3,535,866 |
TransUnion
|
37,104 |
3,013,587 |
Verisk
Analytics, Inc.
|
23,423 |
5,673,519 |
Waste
Management, Inc.
|
106,295 |
16,664,930 |
|
|
134,067,149 |
| ||
Consumer
Discretionary Distribution & Retail 4.3%
| ||
Academy
Sports & Outdoors, Inc.
|
36,357 |
1,984,001 |
Advance
Auto Parts, Inc.
|
39,200 |
2,697,744 |
Amazon.com,
Inc. * |
1,130,514 |
156,022,237 |
Asbury
Automotive Group, Inc. * |
12,458 |
2,865,340 |
AutoNation,
Inc. * |
41,409 |
6,504,940 |
AutoZone,
Inc. * |
2,358 |
5,968,876 |
Bath
& Body Works, Inc.
|
118,828 |
4,381,188 |
Best
Buy Co., Inc.
|
265,088 |
20,265,978 |
Big
Lots, Inc.
(a) |
220,825 |
1,369,115 |
Burlington
Stores, Inc. * |
14,325 |
2,324,374 |
CarMax,
Inc. * |
107,743 |
8,800,448 |
Dick's
Sporting Goods, Inc.
|
32,794 |
3,815,254 |
eBay,
Inc.
|
416,376 |
18,645,317 |
Foot
Locker, Inc.
|
121,330 |
2,380,495 |
Genuine
Parts Co.
|
45,982 |
7,068,813 |
Group
1 Automotive, Inc.
|
18,685 |
4,940,688 |
Kohl's
Corp.
|
449,587 |
11,976,998 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Lithia
Motors, Inc.
|
20,972 |
6,459,795 |
LKQ
Corp.
|
124,979 |
6,565,147 |
Lowe’s
Cos., Inc.
|
203,664 |
46,940,479 |
Macy's,
Inc.
|
436,251 |
5,335,350 |
Murphy
USA, Inc.
|
15,010 |
4,767,776 |
Nordstrom,
Inc.
|
152,893 |
2,479,924 |
O'Reilly
Automotive, Inc. * |
13,928 |
13,088,142 |
Penske
Automotive Group, Inc.
|
20,050 |
3,294,215 |
Pool
Corp.
|
6,852 |
2,505,091 |
Qurate
Retail, Inc. * |
3,710,616 |
2,875,727 |
Ross
Stores, Inc.
|
86,497 |
10,536,200 |
The
Gap, Inc.
|
351,924 |
4,075,280 |
The
Home Depot, Inc.
|
281,497 |
92,978,459 |
The
ODP Corp. * |
78,504 |
3,871,817 |
The
TJX Cos., Inc.
|
319,166 |
29,516,472 |
Tractor
Supply Co.
|
27,774 |
6,068,619 |
Ulta
Beauty, Inc. * |
9,087 |
3,771,378 |
Williams-Sonoma,
Inc.
|
31,685 |
4,473,922 |
|
|
511,615,599 |
| ||
Consumer
Durables & Apparel 1.7%
| ||
Brunswick
Corp.
|
44,944 |
3,555,969 |
Capri
Holdings Ltd. * |
74,836 |
3,928,142 |
Carter's,
Inc.
|
35,596 |
2,547,606 |
D.R.
Horton, Inc.
|
169,421 |
20,164,487 |
Deckers
Outdoor Corp. * |
6,824 |
3,610,510 |
Garmin
Ltd.
|
24,537 |
2,601,413 |
Hanesbrands,
Inc.
|
607,083 |
3,187,186 |
Hasbro,
Inc.
|
61,965 |
4,461,480 |
KB
Home
|
71,604 |
3,637,483 |
Leggett
& Platt, Inc.
|
95,054 |
2,680,523 |
Lennar
Corp., Class A
|
167,348 |
19,929,473 |
Lululemon
Athletica, Inc. * |
13,021 |
4,964,386 |
M.D.C.
Holdings, Inc.
|
56,256 |
2,669,347 |
Meritage
Homes Corp.
|
30,694 |
4,267,694 |
Mohawk
Industries, Inc. * |
64,700 |
6,559,933 |
Newell
Brands, Inc.
|
337,604 |
3,571,850 |
NIKE,
Inc., Class B
|
263,601 |
26,810,858 |
NVR,
Inc. * |
1,397 |
8,909,130 |
Polaris,
Inc.
|
30,760 |
3,447,888 |
PulteGroup,
Inc.
|
200,445 |
16,448,517 |
PVH
Corp.
|
76,774 |
6,418,306 |
Ralph
Lauren Corp.
|
27,936 |
3,258,176 |
Skechers
U.S.A., Inc., Class A * |
58,773 |
2,956,870 |
Tapestry,
Inc.
|
116,279 |
3,874,416 |
Taylor
Morrison Home Corp. * |
96,204 |
4,560,070 |
Tempur
Sealy International, Inc.
|
63,111 |
2,948,546 |
Toll
Brothers, Inc.
|
83,937 |
6,876,958 |
Tri
Pointe Homes, Inc. * |
133,277 |
4,144,915 |
VF
Corp.
|
294,734 |
5,823,944 |
Whirlpool
Corp.
|
72,308 |
10,120,228 |
|
|
198,936,304 |
| ||
Consumer
Services 1.9%
| ||
Aramark
|
121,342 |
4,511,496 |
Booking
Holdings, Inc. * |
10,852 |
33,695,786 |
Carnival
Corp. * |
1,023,087 |
16,185,236 |
Chipotle
Mexican Grill, Inc. * |
2,205 |
4,248,241 |
Darden
Restaurants, Inc.
|
37,095 |
5,768,644 |
Domino’s
Pizza, Inc.
|
12,670 |
4,908,358 |
Expedia
Group, Inc. * |
35,926 |
3,894,019 |
H&R
Block, Inc.
|
64,082 |
2,561,998 |
Hilton
Worldwide Holdings, Inc.
|
45,963 |
6,832,400 |
Las
Vegas Sands Corp.
|
154,862 |
8,495,729 |
Marriott
International, Inc., Class A
|
51,584 |
10,497,860 |
McDonald’s
Corp.
|
169,909 |
47,769,915 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
MGM
Resorts International
|
190,333 |
8,370,845 |
Penn
Entertainment, Inc. * |
70,436 |
1,668,629 |
Royal
Caribbean Cruises Ltd. * |
92,003 |
9,102,777 |
Service
Corp. International
|
40,452 |
2,552,926 |
Starbucks
Corp.
|
369,194 |
35,974,263 |
Travel
& Leisure Co.
|
61,027 |
2,453,285 |
Vail
Resorts, Inc.
|
10,089 |
2,283,343 |
Wynn
Resorts Ltd.
|
32,907 |
3,336,112 |
Yum!
Brands, Inc.
|
90,666 |
11,730,367 |
|
|
226,842,229 |
| ||
Consumer
Staples Distribution & Retail 3.3%
| ||
BJ's
Wholesale Club Holdings, Inc. * |
25,047 |
1,687,917 |
Casey's
General Stores, Inc.
|
21,981 |
5,372,376 |
Costco
Wholesale Corp.
|
122,566 |
67,323,053 |
Dollar
General Corp.
|
80,686 |
11,175,011 |
Dollar
Tree, Inc. * |
69,473 |
8,500,716 |
Performance
Food Group Co. * |
94,288 |
5,858,113 |
SpartanNash
Co.
|
91,964 |
2,001,137 |
Sprouts
Farmers Market, Inc. * |
83,195 |
3,393,524 |
Sysco
Corp.
|
193,286 |
13,462,370 |
Target
Corp.
|
299,684 |
37,925,010 |
The
Kroger Co.
|
771,028 |
35,767,989 |
United
Natural Foods, Inc. * |
79,545 |
1,601,241 |
US
Foods Holding Corp. * |
214,436 |
8,669,648 |
Walgreens
Boots Alliance, Inc.
|
1,383,242 |
35,009,855 |
Walmart,
Inc.
|
933,053 |
151,723,748 |
|
|
389,471,708 |
| ||
Energy
7.1%
| ||
Antero
Resources Corp. * |
80,223 |
2,219,770 |
APA
Corp.
|
122,049 |
5,350,628 |
Baker
Hughes Co.
|
620,160 |
22,443,590 |
Cheniere
Energy, Inc.
|
31,886 |
5,203,795 |
Chevron
Corp.
|
919,931 |
148,200,884 |
CNX
Resources Corp. * |
124,068 |
2,772,920 |
ConocoPhillips
|
441,561 |
52,559,006 |
Delek
US Holdings, Inc.
|
79,771 |
2,054,103 |
Devon
Energy Corp.
|
135,362 |
6,915,645 |
Diamondback
Energy, Inc.
|
20,737 |
3,147,462 |
EOG
Resources, Inc.
|
180,654 |
23,235,717 |
Equitrans
Midstream Corp.
|
306,815 |
2,945,424 |
Exxon
Mobil Corp.
|
2,065,656 |
229,680,291 |
Halliburton
Co.
|
276,448 |
10,676,422 |
Helmerich
& Payne, Inc.
|
67,377 |
2,694,406 |
Hess
Corp.
|
33,306 |
5,145,777 |
HF
Sinclair Corp.
|
143,002 |
7,877,980 |
Kinder
Morgan, Inc.
|
1,194,625 |
20,571,443 |
Marathon
Oil Corp.
|
316,448 |
8,338,405 |
Marathon
Petroleum Corp.
|
354,775 |
50,651,227 |
Murphy
Oil Corp.
|
75,758 |
3,439,413 |
NOV,
Inc.
|
204,233 |
4,315,443 |
Occidental
Petroleum Corp.
|
256,396 |
16,099,105 |
ONEOK,
Inc.
|
188,024 |
12,259,165 |
Ovintiv,
Inc.
|
106,918 |
5,020,869 |
PBF
Energy, Inc., Class A
|
100,740 |
4,723,699 |
Peabody
Energy Corp.
|
95,233 |
2,055,128 |
Phillips
66
|
465,384 |
53,128,237 |
Pioneer
Natural Resources Co.
|
44,495 |
10,586,695 |
Schlumberger
N.V.
|
477,252 |
28,138,778 |
Southwestern
Energy Co. * |
269,686 |
1,828,471 |
Targa
Resources Corp.
|
70,128 |
6,048,540 |
TechnipFMC
plc
|
231,313 |
4,404,200 |
The
Williams Cos., Inc.
|
456,573 |
15,765,466 |
Valero
Energy Corp.
|
386,873 |
50,254,803 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
World
Fuel Services Corp.
|
391,026 |
8,563,469 |
|
|
839,316,376 |
| ||
Equity
Real Estate Investment Trusts (REITs) 1.7%
| ||
Alexandria
Real Estate Equities, Inc.
|
25,245 |
2,937,003 |
American
Tower Corp.
|
66,069 |
11,979,631 |
AvalonBay
Communities, Inc.
|
32,876 |
6,043,266 |
Boston
Properties, Inc.
|
83,976 |
5,607,078 |
Brixmor
Property Group, Inc.
|
124,460 |
2,735,631 |
Camden
Property Trust
|
21,174 |
2,278,746 |
Crown
Castle, Inc.
|
90,283 |
9,073,441 |
Digital
Realty Trust, Inc.
|
69,960 |
9,215,131 |
Equinix,
Inc.
|
13,469 |
10,524,407 |
Equity
Residential
|
99,557 |
6,454,280 |
Essex
Property Trust, Inc.
|
15,572 |
3,712,209 |
Extra
Space Storage, Inc.
|
28,913 |
3,720,525 |
Gaming
& Leisure Properties, Inc.
|
48,927 |
2,319,140 |
Healthpeak
Properties, Inc.
|
165,369 |
3,403,294 |
Host
Hotels & Resorts, Inc.
|
358,040 |
5,653,452 |
Invitation
Homes, Inc.
|
95,743 |
3,263,879 |
Iron
Mountain, Inc.
|
106,170 |
6,746,042 |
Kimco
Realty Corp.
|
137,085 |
2,596,390 |
Lamar
Advertising Co., Class A
|
25,846 |
2,357,672 |
Medical
Properties Trust, Inc.
|
206,703 |
1,492,396 |
Mid-America
Apartment Communities,
Inc.
|
24,015 |
3,487,698 |
Omega
Healthcare Investors, Inc.
|
77,082 |
2,452,749 |
Park
Hotels & Resorts, Inc.
|
255,095 |
3,272,869 |
Prologis,
Inc.
|
82,120 |
10,199,304 |
Public
Storage
|
20,171 |
5,574,861 |
Realty
Income Corp.
|
57,444 |
3,219,162 |
Regency
Centers Corp.
|
43,259 |
2,690,710 |
SBA
Communications Corp.
|
8,258 |
1,854,169 |
Service
Properties Trust
|
354,372 |
2,927,113 |
Simon
Property Group, Inc.
|
107,005 |
12,143,997 |
SL
Green Realty Corp.
(a) |
82,953 |
3,256,735 |
Sun
Communities, Inc.
|
18,336 |
2,244,693 |
UDR,
Inc.
|
63,293 |
2,525,391 |
Ventas,
Inc.
|
193,023 |
8,431,245 |
VICI
Properties, Inc.
|
69,069 |
2,130,088 |
Vornado
Realty Trust
|
182,468 |
4,382,881 |
Welltower,
Inc.
|
142,573 |
11,816,450 |
Weyerhaeuser
Co.
|
361,159 |
11,827,957 |
WP
Carey, Inc.
|
34,393 |
2,237,265 |
|
|
198,788,950 |
| ||
Financial
Services 7.8%
| ||
Affiliated
Managers Group, Inc.
|
25,091 |
3,362,445 |
AGNC
Investment Corp.
|
263,016 |
2,606,489 |
Ally
Financial, Inc.
|
456,661 |
12,644,943 |
American
Express Co.
|
234,579 |
37,061,136 |
Ameriprise
Financial, Inc.
|
43,768 |
14,775,201 |
Annaly
Capital Management, Inc.
|
157,894 |
3,200,511 |
Apollo
Global Management, Inc.
|
31,917 |
2,787,631 |
Berkshire
Hathaway, Inc., Class B * |
771,990 |
278,070,798 |
BlackRock,
Inc.
|
38,041 |
26,649,242 |
Blackstone,
Inc.
|
102,696 |
10,923,773 |
Bread
Financial Holdings, Inc.
|
142,097 |
5,340,005 |
Capital
One Financial Corp.
|
404,867 |
41,454,332 |
Cboe
Global Markets, Inc.
|
19,706 |
2,950,185 |
Chimera
Investment Corp.
|
343,168 |
2,076,166 |
CME
Group, Inc.
|
55,624 |
11,273,872 |
Coinbase
Global, Inc., Class A * |
17,718 |
1,410,353 |
Discover
Financial Services
|
213,773 |
19,254,534 |
Equitable
Holdings, Inc.
|
147,358 |
4,243,910 |
Evercore,
Inc., Class A
|
27,002 |
3,781,630 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Fidelity
National Information Services,
Inc.
|
212,946 |
11,895,164 |
Fiserv,
Inc. * |
85,206 |
10,343,156 |
FleetCor
Technologies, Inc. * |
24,698 |
6,711,188 |
Franklin
Resources, Inc.
|
275,650 |
7,370,881 |
Global
Payments, Inc.
|
75,374 |
9,549,132 |
Intercontinental
Exchange, Inc.
|
107,830 |
12,722,862 |
Invesco
Ltd.
|
292,600 |
4,658,192 |
Jack
Henry & Associates, Inc.
|
15,602 |
2,446,082 |
Janus
Henderson Group plc
|
112,481 |
3,089,853 |
Jefferies
Financial Group, Inc.
|
128,185 |
4,574,923 |
KKR
& Co., Inc.
|
140,628 |
8,832,845 |
Lazard
Ltd., Class A
|
68,580 |
2,382,469 |
LPL
Financial Holdings, Inc.
|
16,757 |
3,863,997 |
Mastercard,
Inc., Class A
|
87,255 |
36,004,903 |
MGIC
Investment Corp.
|
166,088 |
2,919,827 |
Moody's
Corp.
|
23,069 |
7,769,639 |
Morgan
Stanley
|
404,506 |
34,443,686 |
MSCI,
Inc.
|
6,415 |
3,487,322 |
Nasdaq,
Inc.
|
55,361 |
2,905,345 |
Navient
Corp.
|
243,334 |
4,294,845 |
Northern
Trust Corp.
|
91,522 |
6,962,079 |
OneMain
Holdings, Inc.
|
143,308 |
5,948,715 |
PayPal
Holdings, Inc. * |
251,162 |
15,700,137 |
Radian
Group, Inc.
|
97,617 |
2,643,468 |
Raymond
James Financial, Inc.
|
44,360 |
4,639,612 |
Rithm
Capital Corp.
|
341,721 |
3,523,143 |
S&P
Global, Inc.
|
45,446 |
17,763,024 |
SEI
Investments Co.
|
47,810 |
2,967,089 |
SLM
Corp.
|
212,720 |
3,029,133 |
Starwood
Property Trust, Inc.
|
132,890 |
2,714,943 |
State
Street Corp.
|
152,847 |
10,506,703 |
Synchrony
Financial
|
818,560 |
26,423,117 |
T.
Rowe Price Group, Inc.
|
125,765 |
14,114,606 |
The
Bank of New York Mellon Corp.
|
552,714 |
24,800,277 |
The
Carlyle Group, Inc.
|
64,077 |
2,072,891 |
The
Charles Schwab Corp.
(b) |
169,362 |
10,017,762 |
The
Goldman Sachs Group, Inc.
|
157,907 |
51,747,703 |
The
Western Union Co.
|
379,773 |
4,690,197 |
Visa,
Inc., Class A
|
187,829 |
46,145,829 |
Voya
Financial, Inc.
|
46,172 |
3,217,265 |
|
|
923,761,160 |
| ||
Food,
Beverage & Tobacco 3.5%
| ||
Altria
Group, Inc.
|
975,956 |
43,156,774 |
Archer-Daniels-Midland
Co.
|
385,917 |
30,603,218 |
Bunge
Ltd.
|
130,886 |
14,962,887 |
Campbell
Soup Co.
|
79,877 |
3,330,871 |
Coca-Cola
Europacific Partners plc
|
103,244 |
6,618,973 |
Conagra
Brands, Inc.
|
224,612 |
6,711,407 |
Constellation
Brands, Inc., Class A
|
40,368 |
10,518,286 |
Darling
Ingredients, Inc. * |
44,226 |
2,731,398 |
Flowers
Foods, Inc.
|
90,831 |
2,139,978 |
General
Mills, Inc.
|
201,633 |
13,642,489 |
Hormel
Foods Corp.
|
111,692 |
4,310,194 |
Ingredion,
Inc.
|
53,005 |
5,454,744 |
Kellogg
Co.
|
102,231 |
6,238,136 |
Keurig
Dr Pepper, Inc.
|
233,301 |
7,850,579 |
Lamb
Weston Holdings, Inc.
|
25,263 |
2,460,869 |
McCormick
& Co., Inc. Non Voting
Shares
|
52,694 |
4,325,123 |
Molson
Coors Beverage Co., Class B
|
134,910 |
8,565,436 |
Mondelez
International, Inc., Class A
|
441,737 |
31,478,179 |
Monster
Beverage Corp. * |
122,788 |
7,049,259 |
PepsiCo,
Inc.
|
339,761 |
60,450,277 |
Philip
Morris International, Inc.
|
541,999 |
52,064,424 |
Post
Holdings, Inc. * |
33,553 |
3,010,040 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
The
Coca-Cola Co.
|
823,607 |
49,276,407 |
The
Hershey Co.
|
23,152 |
4,974,439 |
The
J.M. Smucker Co.
|
58,192 |
8,434,930 |
The
Kraft Heinz Co.
|
380,659 |
12,596,006 |
Tyson
Foods, Inc., Class A
|
355,675 |
18,946,807 |
|
|
421,902,130 |
| ||
Health
Care Equipment & Services 5.5%
| ||
Abbott
Laboratories
|
338,227 |
34,803,558 |
Align
Technology, Inc. * |
11,356 |
4,203,310 |
Baxter
International, Inc.
|
257,174 |
10,441,264 |
Becton
Dickinson & Co.
|
59,838 |
16,721,729 |
Boston
Scientific Corp. * |
180,804 |
9,752,568 |
Cardinal
Health, Inc.
|
173,023 |
15,110,098 |
Cencora,
Inc.
|
24,983 |
4,396,508 |
Centene
Corp. * |
362,117 |
22,324,513 |
Chemed
Corp.
|
4,165 |
2,130,148 |
CVS
Health Corp.
|
1,107,600 |
72,182,292 |
DaVita,
Inc. * |
84,073 |
8,610,757 |
Dentsply
Sirona, Inc.
|
108,427 |
4,021,557 |
Edwards
Lifesciences Corp. * |
53,886 |
4,120,662 |
Elevance
Health, Inc.
|
118,898 |
52,554,105 |
Encompass
Health Corp.
|
45,068 |
3,201,631 |
HCA
Healthcare, Inc.
|
91,652 |
25,415,099 |
Henry
Schein, Inc. * |
75,807 |
5,802,268 |
Hologic,
Inc. * |
60,524 |
4,523,564 |
Humana,
Inc.
|
70,341 |
32,471,516 |
IDEXX
Laboratories, Inc. * |
6,568 |
3,358,941 |
Intuitive
Surgical, Inc. * |
27,016 |
8,447,363 |
Laboratory
Corp. of America Holdings
|
44,507 |
9,261,907 |
McKesson
Corp.
|
41,093 |
16,943,466 |
Medtronic
plc
|
546,618 |
44,549,367 |
Molina
Healthcare, Inc. * |
19,590 |
6,075,251 |
Owens
& Minor, Inc. * |
88,555 |
1,496,579 |
Patterson
Cos., Inc.
|
76,595 |
2,300,914 |
Quest
Diagnostics, Inc.
|
61,286 |
8,059,109 |
ResMed,
Inc.
|
15,368 |
2,452,579 |
STERIS
plc
|
17,016 |
3,906,703 |
Stryker
Corp.
|
56,963 |
16,151,859 |
Teleflex,
Inc.
|
10,592 |
2,253,342 |
Tenet
Healthcare Corp. * |
86,446 |
6,704,752 |
The
Cigna Group
|
169,788 |
46,905,633 |
The
Cooper Cos., Inc.
|
8,516 |
3,150,835 |
UnitedHealth
Group, Inc.
|
265,039 |
126,312,287 |
Universal
Health Services, Inc., Class B
|
69,231 |
9,325,416 |
Zimmer
Biomet Holdings, Inc.
|
59,630 |
7,103,125 |
|
|
657,546,575 |
| ||
Household
& Personal Products 1.3%
| ||
Church
& Dwight Co., Inc.
|
62,102 |
6,009,611 |
Colgate-Palmolive
Co.
|
226,814 |
16,664,025 |
Kimberly-Clark
Corp.
|
111,844 |
14,408,862 |
The
Clorox Co.
|
35,610 |
5,571,184 |
The
Estee Lauder Cos., Inc., Class A
|
34,790 |
5,584,839 |
The
Procter & Gamble Co.
|
677,196 |
104,518,431 |
|
|
152,756,952 |
| ||
Insurance
3.3%
| ||
Aflac,
Inc.
|
320,034 |
23,864,935 |
American
Financial Group, Inc.
|
33,468 |
3,879,611 |
American
International Group, Inc.
|
607,801 |
35,568,514 |
Aon
plc, Class A
|
48,815 |
16,274,433 |
Arch
Capital Group Ltd. * |
85,675 |
6,584,980 |
Arthur
J. Gallagher & Co.
|
26,986 |
6,219,733 |
Assurant,
Inc.
|
22,013 |
3,067,071 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Assured
Guaranty Ltd.
|
51,775 |
3,046,441 |
Brown
& Brown, Inc.
|
39,125 |
2,899,162 |
Chubb
Ltd.
|
142,256 |
28,574,963 |
Cincinnati
Financial Corp.
|
64,325 |
6,804,942 |
CNO
Financial Group, Inc.
|
188,397 |
4,408,490 |
Everest
Group Ltd.
|
13,469 |
4,857,999 |
Fidelity
National Financial, Inc.
|
158,189 |
6,549,025 |
First
American Financial Corp.
|
85,516 |
5,274,627 |
Genworth
Financial, Inc., Class A * |
698,560 |
4,044,662 |
Globe
Life, Inc.
|
40,987 |
4,572,920 |
Kemper
Corp.
|
46,413 |
2,180,019 |
Lincoln
National Corp.
|
228,994 |
5,875,986 |
Loews
Corp.
|
106,724 |
6,626,493 |
Markel
Group, Inc. * |
3,952 |
5,844,692 |
Marsh
& McLennan Cos., Inc.
|
91,319 |
17,806,292 |
MetLife,
Inc.
|
440,529 |
27,903,107 |
Old
Republic International Corp.
|
196,953 |
5,386,665 |
Primerica,
Inc.
|
16,627 |
3,341,362 |
Principal
Financial Group, Inc.
|
114,439 |
8,893,055 |
Prudential
Financial, Inc.
|
287,769 |
27,243,091 |
Reinsurance
Group of America, Inc.
|
34,741 |
4,815,797 |
RenaissanceRe
Holdings Ltd.
|
12,812 |
2,407,247 |
The
Allstate Corp.
|
221,080 |
23,834,635 |
The
Hanover Insurance Group, Inc.
|
21,282 |
2,271,215 |
The
Hartford Financial Services Group,
Inc.
|
193,838 |
13,921,445 |
The
Progressive Corp.
|
167,252 |
22,323,124 |
The
Travelers Cos., Inc.
|
183,515 |
29,588,123 |
Unum
Group
|
150,561 |
7,406,096 |
W.R.
Berkley Corp.
|
59,854 |
3,702,568 |
Willis
Towers Watson plc
|
31,167 |
6,444,089 |
|
|
394,307,609 |
| ||
Materials
3.5%
| ||
Air
Products and Chemicals, Inc.
|
49,354 |
14,583,613 |
Albemarle
Corp.
|
15,331 |
3,046,423 |
Alcoa
Corp.
|
125,160 |
3,764,813 |
AptarGroup,
Inc.
|
22,379 |
2,966,560 |
Avery
Dennison Corp.
|
25,825 |
4,864,913 |
Axalta
Coating Systems Ltd. * |
91,171 |
2,580,139 |
Ball
Corp.
|
112,767 |
6,140,163 |
Berry
Global Group, Inc.
|
73,817 |
4,823,203 |
Celanese
Corp.
|
77,227 |
9,758,404 |
CF
Industries Holdings, Inc.
|
67,770 |
5,223,034 |
Cleveland-Cliffs,
Inc. * |
152,899 |
2,337,826 |
Commercial
Metals Co.
|
64,697 |
3,641,794 |
Corteva,
Inc.
|
151,823 |
7,668,580 |
Crown
Holdings, Inc.
|
50,409 |
4,670,898 |
Dow,
Inc.
|
408,041 |
22,262,717 |
DuPont
de Nemours, Inc.
|
328,054 |
25,224,072 |
Eagle
Materials, Inc.
|
13,967 |
2,644,232 |
Eastman
Chemical Co.
|
106,809 |
9,079,833 |
Ecolab,
Inc.
|
66,564 |
12,235,129 |
FMC
Corp.
|
29,193 |
2,517,312 |
Freeport-McMoRan,
Inc.
|
390,447 |
15,582,740 |
Graphic
Packaging Holding Co.
|
148,099 |
3,293,722 |
Huntsman
Corp.
|
169,603 |
4,726,836 |
International
Flavors & Fragrances, Inc.
|
54,140 |
3,814,163 |
International
Paper Co.
|
393,864 |
13,753,731 |
Knife
River Corp. * |
29,738 |
1,530,317 |
Linde
plc
|
110,729 |
42,856,552 |
Louisiana-Pacific
Corp.
|
46,717 |
2,918,878 |
LyondellBasell
Industries N.V., Class A
|
221,335 |
21,861,258 |
Martin
Marietta Materials, Inc.
|
14,120 |
6,303,309 |
Newmont
Corp.
|
321,075 |
12,656,776 |
Nucor
Corp.
|
145,494 |
25,039,517 |
O-I
Glass, Inc. * |
159,653 |
3,170,709 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Olin
Corp.
|
59,856 |
3,472,845 |
Packaging
Corp. of America
|
47,816 |
7,129,366 |
PPG
Industries, Inc.
|
99,281 |
14,074,075 |
Reliance
Steel & Aluminum Co.
|
41,729 |
11,891,096 |
RPM
International, Inc.
|
41,620 |
4,151,179 |
Sealed
Air Corp.
|
77,767 |
2,882,045 |
Sonoco
Products Co.
|
60,072 |
3,451,136 |
Steel
Dynamics, Inc.
|
95,367 |
10,165,169 |
The
Chemours Co.
|
111,440 |
3,791,189 |
The
Mosaic Co.
|
152,901 |
5,940,204 |
The
Sherwin-Williams Co.
|
37,754 |
10,258,517 |
United
States Steel Corp.
|
275,704 |
8,571,637 |
Vulcan
Materials Co.
|
28,590 |
6,239,767 |
Warrior
Met Coal, Inc.
|
64,026 |
2,532,869 |
Westrock
Co.
|
346,691 |
11,340,263 |
|
|
413,433,523 |
| ||
Media
& Entertainment 7.2%
| ||
Activision
Blizzard, Inc.
|
142,245 |
13,085,118 |
Alphabet,
Inc., Class A * |
1,108,805 |
150,985,977 |
Alphabet,
Inc., Class C * |
1,006,050 |
138,180,968 |
Charter
Communications, Inc., Class A * |
110,018 |
48,201,086 |
Comcast
Corp., Class A
|
2,766,031 |
129,339,610 |
DISH
Network Corp., Class A * |
421,912 |
2,531,472 |
Electronic
Arts, Inc.
|
77,553 |
9,304,809 |
Fox
Corp., Class A
|
265,756 |
8,785,893 |
Liberty
Media Corp.-Liberty Live,
Class
C * |
62,289 |
2,096,025 |
Liberty
Media Corp.-Liberty SiriusXM,
Class
C * |
248,378 |
6,070,358 |
Meta
Platforms, Inc., Class A * |
797,223 |
235,890,313 |
Netflix,
Inc. * |
32,896 |
14,266,337 |
News
Corp., Class A
|
251,005 |
5,394,097 |
Nexstar
Media Group, Inc., Class A
|
18,758 |
3,053,802 |
Omnicom
Group, Inc.
|
108,637 |
8,800,683 |
Paramount
Global, Class B
|
790,564 |
11,929,611 |
Take-Two
Interactive Software, Inc. * |
28,196 |
4,009,471 |
TEGNA,
Inc.
|
131,033 |
2,165,976 |
The
Interpublic Group of Cos., Inc.
|
150,509 |
4,908,099 |
The
Walt Disney Co. * |
591,273 |
49,477,725 |
Warner
Bros Discovery, Inc. * |
728,223 |
9,568,850 |
|
|
858,046,280 |
| ||
Pharmaceuticals,
Biotechnology & Life Sciences 5.7%
| ||
AbbVie,
Inc.
|
373,282 |
54,857,523 |
Agilent
Technologies, Inc.
|
49,537 |
5,997,444 |
Amgen,
Inc.
|
222,344 |
56,995,661 |
Avantor,
Inc. * |
87,246 |
1,888,876 |
Biogen,
Inc. * |
69,173 |
18,494,093 |
Bristol-Myers
Squibb Co.
|
585,281 |
36,082,574 |
Catalent,
Inc. * |
37,158 |
1,856,785 |
Danaher
Corp.
|
71,050 |
18,828,250 |
Eli
Lilly & Co.
|
59,433 |
32,937,769 |
Fortrea
Holdings, Inc. * |
44,176 |
1,217,049 |
Gilead
Sciences, Inc.
|
643,392 |
49,206,620 |
ICON
plc * |
11,298 |
2,936,802 |
Illumina,
Inc. * |
21,272 |
3,514,560 |
IQVIA
Holdings, Inc. * |
48,519 |
10,801,785 |
Jazz
Pharmaceuticals plc * |
20,662 |
2,962,104 |
Johnson
& Johnson
|
783,268 |
126,638,770 |
Merck
& Co., Inc.
|
660,114 |
71,939,224 |
Mettler-Toledo
International, Inc. * |
2,936 |
3,562,777 |
Moderna,
Inc. * |
17,109 |
1,934,515 |
Organon
& Co.
|
181,171 |
3,978,515 |
Perrigo
Co., plc
|
112,979 |
3,954,265 |
Pfizer,
Inc.
|
2,329,152 |
82,405,398 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Regeneron
Pharmaceuticals, Inc. * |
18,168 |
15,015,670 |
Revvity,
Inc.
|
22,344 |
2,614,918 |
Syneos
Health, Inc. * |
55,405 |
2,367,456 |
Thermo
Fisher Scientific, Inc.
|
54,329 |
30,266,686 |
United
Therapeutics Corp. * |
10,491 |
2,353,761 |
Vertex
Pharmaceuticals, Inc. * |
18,677 |
6,505,946 |
Viatris,
Inc.
|
1,019,401 |
10,958,561 |
Waters
Corp. * |
14,602 |
4,100,242 |
West
Pharmaceutical Services, Inc.
|
7,712 |
3,138,013 |
Zoetis,
Inc.
|
55,738 |
10,618,646 |
|
|
680,931,258 |
| ||
Real
Estate Management & Development 0.2%
| ||
Anywhere
Real Estate, Inc. * |
393,801 |
2,583,335 |
CBRE
Group, Inc., Class A * |
133,421 |
11,347,456 |
DigitalBridge
Group, Inc.
|
200,431 |
3,491,508 |
Jones
Lang LaSalle, Inc. * |
44,500 |
7,689,600 |
|
|
25,111,899 |
| ||
Semiconductors
& Semiconductor Equipment 4.8%
| ||
Advanced
Micro Devices, Inc. * |
114,858 |
12,142,788 |
Analog
Devices, Inc.
|
67,329 |
12,239,066 |
Applied
Materials, Inc.
|
242,588 |
37,057,743 |
Broadcom,
Inc.
|
75,845 |
69,996,592 |
First
Solar, Inc. * |
14,766 |
2,792,546 |
Intel
Corp.
|
4,968,856 |
174,605,600 |
KLA
Corp.
|
21,101 |
10,589,959 |
Lam
Research Corp.
|
32,959 |
23,150,401 |
Marvell
Technology, Inc.
|
81,133 |
4,725,997 |
Microchip
Technology, Inc.
|
84,831 |
6,942,569 |
Micron
Technology, Inc.
|
653,387 |
45,697,887 |
MKS
Instruments, Inc.
|
24,313 |
2,436,892 |
NVIDIA
Corp.
|
92,897 |
45,849,314 |
NXP
Semiconductors N.V.
|
68,270 |
14,044,504 |
ON
Semiconductor Corp. * |
60,311 |
5,938,221 |
Qorvo,
Inc. * |
58,756 |
6,309,807 |
QUALCOMM,
Inc.
|
381,153 |
43,653,453 |
Skyworks
Solutions, Inc.
|
75,055 |
8,161,481 |
Teradyne,
Inc.
|
43,678 |
4,711,546 |
Texas
Instruments, Inc.
|
223,757 |
37,604,601 |
|
|
568,650,967 |
| ||
Software
& Services 5.6%
| ||
Accenture
plc, Class A
|
131,742 |
42,654,107 |
Adobe,
Inc. * |
56,029 |
31,339,261 |
Akamai
Technologies, Inc. * |
51,794 |
5,443,031 |
Amdocs
Ltd.
|
58,949 |
5,258,251 |
ANSYS,
Inc. * |
9,042 |
2,883,223 |
Autodesk,
Inc. * |
13,951 |
3,096,285 |
Cadence
Design Systems, Inc. * |
19,001 |
4,568,600 |
Check
Point Software Technologies
Ltd.
* |
32,175 |
4,330,433 |
Cognizant
Technology Solutions Corp.,
Class
A
|
343,289 |
24,582,925 |
DXC
Technology Co. * |
243,469 |
5,049,547 |
Fortinet,
Inc. * |
39,231 |
2,362,099 |
Gartner,
Inc. * |
7,784 |
2,721,909 |
Gen
Digital, Inc.
|
218,304 |
4,420,656 |
International
Business Machines Corp.
|
493,205 |
72,417,290 |
Intuit,
Inc.
|
26,557 |
14,388,848 |
Kyndryl
Holdings, Inc. * |
696,757 |
11,761,258 |
Microsoft
Corp.
|
968,714 |
317,505,701 |
NCR
Corp. * |
117,723 |
3,621,160 |
Oracle
Corp.
|
562,882 |
67,765,364 |
Palo
Alto Networks, Inc. * |
15,281 |
3,717,867 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Roper
Technologies, Inc.
|
14,593 |
7,282,783 |
Salesforce,
Inc. * |
72,512 |
16,058,508 |
Synopsys,
Inc. * |
9,747 |
4,472,801 |
VeriSign,
Inc. * |
11,294 |
2,346,780 |
VMware,
Inc., Class A * |
69,482 |
11,727,172 |
|
|
671,775,859 |
| ||
Technology
Hardware & Equipment 7.5%
| ||
Amphenol
Corp., Class A
|
105,654 |
9,337,701 |
Apple
Inc.
|
2,898,797 |
544,596,996 |
Arista
Networks, Inc. * |
17,271 |
3,371,817 |
Arrow
Electronics, Inc. * |
88,952 |
11,868,865 |
Avnet,
Inc.
|
218,441 |
11,085,881 |
CDW
Corp.
|
38,304 |
8,087,890 |
Ciena
Corp. * |
57,700 |
2,883,846 |
Cisco
Systems, Inc.
|
2,143,593 |
122,935,059 |
Corning,
Inc.
|
454,592 |
14,919,710 |
F5,
Inc. * |
23,184 |
3,794,294 |
Flex
Ltd. * |
333,426 |
9,199,223 |
Hewlett
Packard Enterprise Co.
|
1,633,778 |
27,757,888 |
HP,
Inc.
|
731,561 |
21,734,677 |
Insight
Enterprises, Inc. * |
21,612 |
3,459,865 |
Jabil,
Inc.
|
90,901 |
10,400,892 |
Juniper
Networks, Inc.
|
209,675 |
6,105,736 |
Keysight
Technologies, Inc. * |
18,847 |
2,512,305 |
Motorola
Solutions, Inc.
|
23,281 |
6,601,793 |
NetApp,
Inc.
|
112,789 |
8,650,916 |
Sanmina
Corp. * |
65,046 |
3,623,062 |
Seagate
Technology Holdings plc
|
156,398 |
11,071,414 |
TD
SYNNEX Corp.
|
20,033 |
2,038,358 |
TE
Connectivity Ltd.
|
100,944 |
13,363,976 |
Teledyne
Technologies, Inc. * |
6,507 |
2,721,878 |
Trimble,
Inc. * |
52,188 |
2,859,381 |
Vishay
Intertechnology, Inc.
|
96,690 |
2,653,174 |
Western
Digital Corp. * |
356,588 |
16,046,460 |
Xerox
Holdings Corp.
|
284,753 |
4,524,725 |
Zebra
Technologies Corp., Class A * |
11,252 |
3,094,413 |
|
|
891,302,195 |
| ||
Telecommunication
Services 2.7%
| ||
AT&T,
Inc.
|
9,609,176 |
142,119,713 |
Liberty
Global plc, Class C * |
602,919 |
11,961,913 |
Lumen
Technologies, Inc. * |
4,951,441 |
7,872,791 |
Telephone
and Data Systems, Inc.
|
299,126 |
6,428,218 |
T-Mobile
US, Inc. * |
145,833 |
19,869,746 |
Verizon
Communications, Inc.
|
3,949,447 |
138,151,656 |
|
|
326,404,037 |
| ||
Transportation
2.1%
| ||
Avis
Budget Group, Inc. * |
21,995 |
4,693,513 |
C.H.
Robinson Worldwide, Inc.
|
79,320 |
7,172,908 |
CSX
Corp.
|
865,260 |
26,130,852 |
Delta
Air Lines, Inc.
|
101,536 |
4,353,864 |
Expeditors
International of Washington,
Inc.
|
67,826 |
7,915,972 |
FedEx
Corp.
|
171,486 |
44,761,276 |
GXO
Logistics, Inc. * |
54,866 |
3,509,778 |
J.B.
Hunt Transport Services, Inc.
|
30,087 |
5,652,746 |
Knight-Swift
Transportation Holdings,
Inc.
|
80,871 |
4,433,348 |
Landstar
System, Inc.
|
17,362 |
3,295,481 |
Norfolk
Southern Corp.
|
99,418 |
20,381,684 |
Old
Dominion Freight Line, Inc.
|
16,611 |
7,099,043 |
Ryder
System, Inc.
|
68,786 |
6,926,750 |
Southwest
Airlines Co.
|
108,287 |
3,421,869 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Uber
Technologies, Inc. * |
98,096 |
4,633,074 |
Union
Pacific Corp.
|
239,258 |
52,773,137 |
United
Airlines Holdings, Inc. * |
67,339 |
3,354,156 |
United
Parcel Service, Inc., Class B
|
176,831 |
29,955,171 |
Werner
Enterprises, Inc.
|
52,637 |
2,190,226 |
ZIM
Integrated Shipping Services
Ltd.
(a) |
98,779 |
1,192,262 |
|
|
243,847,110 |
| ||
Utilities
3.1%
| ||
Alliant
Energy Corp.
|
86,735 |
4,351,495 |
Ameren
Corp.
|
93,700 |
7,427,599 |
American
Electric Power Co., Inc.
|
209,871 |
16,453,886 |
American
Water Works Co., Inc.
|
38,967 |
5,406,282 |
Atmos
Energy Corp.
|
37,148 |
4,307,311 |
Black
Hills Corp.
|
31,776 |
1,747,680 |
CenterPoint
Energy, Inc.
|
256,277 |
7,147,566 |
CMS
Energy Corp.
|
116,200 |
6,529,278 |
Consolidated
Edison, Inc.
|
167,192 |
14,873,400 |
Constellation
Energy Corp.
|
48,061 |
5,006,034 |
Dominion
Energy, Inc.
|
371,333 |
18,024,504 |
DTE
Energy Co.
|
84,801 |
8,766,727 |
Duke
Energy Corp.
|
368,613 |
32,732,834 |
Edison
International
|
177,266 |
12,204,764 |
Entergy
Corp.
|
101,655 |
9,682,639 |
Evergy,
Inc.
|
148,822 |
8,180,745 |
Eversource
Energy
|
133,962 |
8,549,455 |
Exelon
Corp.
|
567,378 |
22,763,205 |
FirstEnergy
Corp.
|
314,593 |
11,347,370 |
National
Fuel Gas Co.
|
35,430 |
1,904,008 |
NextEra
Energy, Inc.
|
387,199 |
25,864,893 |
NiSource,
Inc.
|
173,256 |
4,636,331 |
NRG
Energy, Inc.
|
188,970 |
7,095,824 |
OGE
Energy Corp.
|
92,168 |
3,138,320 |
PG&E
Corp. * |
234,059 |
3,815,162 |
Pinnacle
West Capital Corp.
|
68,080 |
5,260,542 |
Portland
General Electric Co.
|
48,205 |
2,114,271 |
PPL
Corp.
|
491,186 |
12,240,355 |
Public
Service Enterprise Group, Inc.
|
207,665 |
12,684,178 |
Sempra
|
178,977 |
12,567,765 |
Southwest
Gas Holdings, Inc.
|
37,910 |
2,347,766 |
The
AES Corp.
|
369,023 |
6,616,582 |
The
Southern Co.
|
441,997 |
29,936,457 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
UGI
Corp.
|
158,648 |
3,994,757 |
Vistra
Corp.
|
352,412 |
11,072,785 |
WEC
Energy Group, Inc.
|
104,737 |
8,810,476 |
Xcel
Energy, Inc.
|
204,213 |
11,666,689 |
|
|
371,269,935 |
Total
Common Stocks
(Cost
$10,533,757,814) |
11,868,922,269 |
|
|
|
SHORT-TERM
INVESTMENTS
0.1%
OF NET ASSETS
| ||
| ||
Money
Market Funds 0.1%
| ||
State
Street Institutional U.S. Government
Money
Market Fund, Premier Class
5.28%
(c) |
4,393,038 |
4,393,038 |
State
Street Institutional U.S. Government
Money
Market Fund, Premier Class
5.28%
(c)(d) |
4,587,565 |
4,587,565 |
|
|
8,980,603 |
Total
Short-Term Investments
(Cost
$8,980,603) |
8,980,603 | |
Total
Investments in Securities
(Cost
$10,542,738,417) |
11,877,902,872 |
|
NUMBER
OF
CONTRACTS |
NOTIONAL
AMOUNT
($) |
CURRENT
VALUE/
UNREALIZED
APPRECIATION
($) |
FUTURES
CONTRACTS
| |||
Long |
|
|
|
S&P
500 Index, e-mini, expires
09/15/23 |
139 |
31,386,200 |
305,256 |
* |
Non-income
producing security. |
(a) |
All
or a portion of this security is on loan. Securities on loan were valued
at
$4,418,582. |
(b) |
Issuer
is affiliated with the fund’s investment adviser. |
(c) |
The
rate shown is the annualized 7-day yield. |
(d) |
Security
purchased with cash collateral received for securities on
loan. |
SECURITY |
VALUE
AT
2/28/23 |
PURCHASES |
SALES |
REALIZED
GAINS
(LOSSES) |
NET
CHANGE
IN
UNREALIZED
APPRECIATION
(DEPRECIATION) |
VALUE
AT
8/31/23 |
BALANCE
OF
SHARES
HELD
AT
8/31/23 |
DIVIDENDS
RECEIVED |
COMMON
STOCKS 0.1%
OF NET ASSETS
| ||||||||
| ||||||||
Financial
Services 0.1%
| ||||||||
The
Charles Schwab Corp. |
$10,378,944 |
$2,303,904 |
($282,916
) |
($101,483
) |
($2,280,687
) |
$10,017,762 |
169,362 |
$77,867 |
DESCRIPTION |
QUOTED
PRICES IN
ACTIVE
MARKETS FOR
IDENTICAL
ASSETS
(LEVEL
1) |
OTHER
SIGNIFICANT
OBSERVABLE
INPUTS
(LEVEL
2) |
SIGNIFICANT
UNOBSERVABLE
INPUTS
(LEVEL
3) |
TOTAL |
Assets |
|
|
|
|
Common
Stocks1
|
$11,868,922,269 |
$— |
$— |
$11,868,922,269
|
Short-Term
Investments1
|
8,980,603 |
— |
— |
8,980,603 |
Futures
Contracts2
|
305,256 |
— |
— |
305,256 |
Total |
$11,878,208,128 |
$— |
$— |
$11,878,208,128 |
1
|
As
categorized in the Portfolio Holdings.
|
2
|
Futures
contracts are reported at cumulative unrealized appreciation or
depreciation. |
Assets | ||
Investments
in securities, at value - affiliated (cost
$9,727,990) |
|
$10,017,762 |
Investments
in securities, at value - unaffiliated (cost $10,533,010,427) including
securities on loan of $4,418,582 |
|
11,867,885,110 |
Cash |
|
1,170 |
Deposit
with broker for futures contracts |
|
1,736,000 |
Receivables: |
|
|
Dividends |
|
26,650,182 |
Fund
shares sold |
|
11,690,373 |
Income
from securities on loan |
+ |
105,222 |
Total
assets |
|
11,918,085,819 |
| ||
Liabilities | ||
Collateral
held for securities on loan |
|
4,587,565 |
Payables: |
|
|
Investments
bought |
|
11,453,915 |
Management
fees |
|
2,492,920 |
Variation
margin on futures contracts |
+ |
69,438 |
Total
liabilities |
|
18,603,838 |
Net
assets |
|
$11,899,481,981 |
| ||
Net
Assets by Source | ||
Capital
received from investors |
|
$11,002,744,192
|
Total
distributable earnings |
+ |
896,737,789 |
Net
assets |
|
$11,899,481,981 |
Net
Asset Value (NAV)
| ||||
Net
Assets
|
÷ |
Shares
Outstanding |
= |
NAV |
$11,899,481,981 |
|
203,850,000 |
|
$58.37 |
|
|
|
|
|
|
|
|
|
|
For
the period March 1, 2023 through August 31, 2023; unaudited
| ||
Investment
Income
| ||
Dividends
received from securities - unaffiliated (net of foreign withholding tax of
$84,061) |
|
$130,671,935 |
Dividends
received from securities - affiliated |
|
77,867 |
Securities
on loan, net |
+ |
183,753 |
Total
investment income
|
|
130,933,555 |
| ||
Expenses | ||
Management
fees |
|
13,883,631 |
Total
expenses |
– |
13,883,631 |
Net
investment income |
|
117,049,924 |
| ||
REALIZED
AND UNREALIZED GAINS (LOSSES) | ||
Net
realized losses on sales of securities - affiliated |
|
(115,091
) |
Net
realized losses on sales of securities -
unaffiliated |
|
(80,939,722
) |
Net
realized gains on sales of in-kind redemptions -
affiliated |
|
13,608 |
Net
realized gains on sales of in-kind redemptions -
unaffiliated |
|
100,477,555 |
Net
realized gains on futures contracts |
+ |
1,644,576 |
Net
realized gains |
|
21,080,926 |
Net
change in unrealized appreciation (depreciation) on securities -
affiliated |
|
(2,280,687
) |
Net
change in unrealized appreciation (depreciation) on securities -
unaffiliated |
|
660,721,181 |
Net
change in unrealized appreciation (depreciation) on futures
contracts |
+ |
977,745 |
Net
change in unrealized appreciation (depreciation) |
+ |
659,418,239 |
Net
realized and unrealized gains |
|
680,499,165 |
Increase
in net assets resulting from operations |
|
$797,549,089 |
OPERATIONS | |||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |
Net
investment income |
|
$117,049,924 |
$203,631,425 |
Net
realized gains |
|
21,080,926 |
644,351,654 |
Net
change in unrealized appreciation (depreciation) |
+ |
659,418,239 |
(1,075,988,071
) |
Increase
(decrease) in net assets resulting from operations |
|
$797,549,089 |
($228,004,992
) |
| |||
DISTRIBUTIONS
TO SHAREHOLDERS | |||
Total
distributions |
|
($104,202,175
) |
($197,038,665
) |
TRANSACTIONS
IN FUND SHARES | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
VALUE |
SHARES |
VALUE |
Shares
sold |
|
18,850,000 |
$1,049,668,301 |
62,950,000 |
$3,448,739,625 |
Shares
redeemed |
+ |
(3,900,000
) |
(216,445,195
) |
(47,600,000
) |
(2,540,233,753
) |
Net
transactions in fund shares
|
|
14,950,000 |
$833,223,106 |
15,350,000 |
$908,505,872 |
| |||||
SHARES
OUTSTANDING AND NET ASSETS | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
NET
ASSETS |
SHARES |
NET
ASSETS |
Beginning
of period |
|
188,900,000 |
$10,372,911,961 |
173,550,000 |
$9,889,449,746 |
Total
increase |
+ |
14,950,000 |
1,526,570,020 |
15,350,000 |
483,462,215 |
End
of period |
|
203,850,000 |
$11,899,481,981 |
188,900,000 |
$10,372,911,961 |
|
3/1/23–
8/31/23* |
3/1/22–
2/28/23 |
3/1/21–
2/28/22 |
3/1/20–
2/28/21 |
3/1/19–
2/29/20 |
3/1/18–
2/28/19 |
Per-Share
Data | ||||||
Net
asset value at beginning of period |
$51.18 |
$53.02 |
$48.75 |
$34.73 |
$38.08 |
$36.90 |
Income
(loss) from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)1
|
0.45 |
0.75 |
0.65 |
0.49 |
0.55 |
0.59 |
Net
realized and unrealized gains (losses) |
0.04 |
(1.95
) |
4.26 |
14.09 |
(3.34
) |
1.14 |
Total
from investment operations |
0.49 |
(1.20
) |
4.91 |
14.58 |
(2.79
) |
1.73 |
Less
distributions: |
|
|
|
|
|
|
Distributions
from net investment income |
(0.33
) |
(0.64
) |
(0.64
) |
(0.56
) |
(0.56
) |
(0.55
) |
Net
asset value at end of period |
$51.34 |
$51.18 |
$53.02 |
$48.75 |
$34.73 |
$38.08 |
Total
return |
0.99
%2 |
(2.13
%) |
10.06
% |
42.73
% |
(7.46
%) |
4.69
% |
Ratios/Supplemental
Data | ||||||
Ratios
to average net assets: |
|
|
|
|
|
|
Total
expenses |
0.25
%3 |
0.25
%4 |
0.25
% |
0.25
% |
0.25
% |
0.25
% |
Net
investment income (loss) |
1.80
%3 |
1.54
% |
1.21
% |
1.40
% |
1.43
% |
1.53
% |
Portfolio
turnover rate5
|
13
%2 |
24
% |
25
% |
24
% |
26
% |
23
% |
Net
assets, end of period (x 1,000,000) |
$6,785 |
$6,433 |
$4,843 |
$4,086 |
$3,425 |
$3,403 |
* |
Unaudited. |
1 |
Calculated
based on the average shares outstanding during the
period. |
2 |
Not
annualized. |
3 |
Annualized. |
4 |
Ratio
includes less than 0.005% of non-routine proxy
expenses. |
5 |
Portfolio
turnover rate excludes securities received or delivered from processing of
in-kind creations or
redemptions. |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
COMMON
STOCKS
99.9%
OF NET ASSETS
| ||
| ||
Automobiles
& Components 1.6%
| ||
American
Axle & Manufacturing
Holdings,
Inc. * |
1,244,009 |
9,392,268 |
Cooper-Standard
Holdings, Inc. * |
909,303 |
13,584,987 |
Dorman
Products, Inc. * |
72,897 |
6,014,731 |
Fox
Factory Holding Corp. * |
41,821 |
4,634,185 |
Gentherm,
Inc. * |
101,852 |
6,132,509 |
LCI
Industries
|
107,012 |
13,406,463 |
Modine
Manufacturing Co. * |
256,033 |
12,184,611 |
Patrick
Industries, Inc.
|
119,344 |
9,981,932 |
Standard
Motor Products, Inc.
|
152,342 |
5,641,224 |
Stoneridge,
Inc. * |
171,061 |
3,515,304 |
Visteon
Corp. * |
127,209 |
17,716,397 |
Winnebago
Industries, Inc.
|
150,849 |
9,782,558 |
|
|
111,987,169 |
| ||
Banks
7.0%
| ||
1st
Source Corp.
|
47,589 |
2,126,752 |
Ameris
Bancorp
|
122,560 |
4,994,320 |
Associated
Banc-Corp.
|
576,483 |
9,990,450 |
Axos
Financial, Inc. * |
116,068 |
5,001,370 |
BancFirst
Corp.
|
13,966 |
1,334,870 |
Bank
of Hawaii Corp.
(a) |
132,470 |
7,118,938 |
Bank
OZK
|
288,432 |
11,586,313 |
BankUnited,
Inc.
|
462,430 |
12,138,787 |
Banner
Corp.
|
104,956 |
4,570,834 |
BOK
Financial Corp.
|
72,128 |
5,994,558 |
Brookline
Bancorp, Inc.
|
244,895 |
2,343,645 |
Cadence
Bank
|
387,859 |
8,874,214 |
Capitol
Federal Financial, Inc.
|
584,443 |
3,313,792 |
Cathay
General Bancorp
|
209,983 |
7,481,694 |
Central
Pacific Financial Corp.
|
130,915 |
2,221,628 |
City
Holding Co.
|
28,707 |
2,622,672 |
Columbia
Banking System, Inc.
|
540,353 |
11,066,429 |
Commerce
Bancshares, Inc.
|
186,500 |
9,155,285 |
Community
Bank System, Inc.
|
101,963 |
4,848,341 |
ConnectOne
Bancorp, Inc.
|
59,994 |
1,147,085 |
Cullen/Frost
Bankers, Inc.
|
98,766 |
9,336,350 |
Customers
Bancorp, Inc. * |
99,029 |
3,479,879 |
CVB
Financial Corp.
|
288,049 |
5,029,336 |
Eagle
Bancorp, Inc.
|
123,005 |
2,959,500 |
Eastern
Bankshares, Inc.
|
184,229 |
2,479,722 |
Enterprise
Financial Services Corp.
|
56,551 |
2,189,089 |
F.N.B.
Corp.
|
1,011,016 |
11,758,116 |
First
BanCorp
|
386,703 |
5,359,704 |
First
Bancorp/Southern Pines NC
|
60,876 |
1,804,365 |
First
Busey Corp.
|
153,730 |
3,105,346 |
First
Citizens BancShares, Inc., Class A
|
13,082 |
17,796,753 |
First
Commonwealth Financial Corp.
|
248,650 |
3,249,856 |
First
Financial Bancorp
|
272,452 |
5,661,553 |
First
Financial Bankshares, Inc.
|
132,535 |
3,806,405 |
First
Hawaiian, Inc.
|
507,069 |
9,588,675 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
First
Interstate BancSystem, Inc.,
Class
A
|
182,141 |
4,719,273 |
First
Merchants Corp.
|
130,395 |
3,890,987 |
Fulton
Financial Corp.
|
494,985 |
6,598,150 |
Glacier
Bancorp, Inc.
|
178,625 |
5,396,261 |
Hancock
Whitney Corp.
|
233,182 |
9,618,757 |
Hanmi
Financial Corp.
|
110,112 |
1,907,140 |
Heartland
Financial USA, Inc.
|
98,425 |
3,015,742 |
Heritage
Financial Corp.
|
95,068 |
1,637,071 |
Hilltop
Holdings, Inc.
|
247,737 |
7,528,727 |
HomeStreet,
Inc.
|
186,680 |
1,764,126 |
Hope
Bancorp, Inc.
|
555,450 |
5,371,201 |
Independent
Bank Corp.
|
65,312 |
3,528,154 |
Independent
Bank Group, Inc.
|
76,651 |
3,234,672 |
International
Bancshares Corp.
|
132,395 |
5,928,648 |
Kearny
Financial Corp.
|
268,527 |
1,989,785 |
Lakeland
Bancorp, Inc.
|
68,099 |
920,017 |
Lakeland
Financial Corp.
|
37,500 |
1,954,875 |
NBT
Bancorp, Inc.
|
104,333 |
3,591,142 |
Northwest
Bancshares, Inc.
|
355,256 |
3,907,816 |
OceanFirst
Financial Corp.
|
134,583 |
2,270,415 |
OFG
Bancorp
|
133,783 |
4,034,895 |
Old
National Bancorp
|
670,833 |
10,236,912 |
Pacific
Premier Bancorp, Inc.
|
186,883 |
4,302,047 |
PacWest
Bancorp
|
877,391 |
6,975,258 |
Park
National Corp.
|
32,763 |
3,333,963 |
Pathward
Financial, Inc.
|
69,917 |
3,444,811 |
Pinnacle
Financial Partners, Inc.
|
129,783 |
8,638,356 |
Premier
Financial Corp.
|
62,246 |
1,172,715 |
Prosperity
Bancshares, Inc.
|
180,685 |
10,264,715 |
Provident
Financial Services, Inc.
|
213,811 |
3,523,605 |
Renasant
Corp.
|
148,897 |
4,146,781 |
S&T
Bancorp, Inc.
|
109,270 |
3,095,619 |
Sandy
Spring Bancorp, Inc.
|
129,998 |
2,891,156 |
Simmons
First National Corp., Class A
|
382,309 |
6,812,746 |
Southside
Bancshares, Inc.
|
83,776 |
2,521,658 |
SouthState
Corp.
|
110,979 |
8,023,782 |
Texas
Capital Bancshares, Inc. * |
124,006 |
7,742,935 |
The
Bank of N.T. Butterfield & Son Ltd.
|
167,831 |
4,887,239 |
Tompkins
Financial Corp.
|
36,846 |
1,913,413 |
Towne
Bank
|
162,352 |
3,831,507 |
TriCo
Bancshares
|
55,371 |
1,901,440 |
Trustmark
Corp.
|
218,395 |
5,031,821 |
UMB
Financial Corp.
|
100,613 |
6,359,748 |
United
Bankshares, Inc.
|
283,570 |
8,529,786 |
United
Community Banks, Inc.
|
176,089 |
4,754,403 |
Valley
National Bancorp
|
1,056,027 |
9,694,328 |
Veritex
Holdings, Inc.
|
72,632 |
1,366,208 |
Washington
Federal, Inc.
|
296,757 |
8,065,855 |
Washington
Trust Bancorp, Inc.
|
60,061 |
1,681,708 |
Webster
Financial Corp.
|
246,388 |
10,449,315 |
WesBanco,
Inc.
|
178,309 |
4,521,916 |
Westamerica
BanCorp
|
51,961 |
2,287,843 |
Western
Alliance Bancorp
|
175,445 |
8,774,004 |
Wintrust
Financial Corp.
|
132,791 |
10,305,910 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
WSFS
Financial Corp.
|
98,305 |
3,863,387 |
|
|
473,691,370 |
| ||
Capital
Goods 12.5%
| ||
AAON,
Inc.
|
70,262 |
4,430,722 |
AAR
Corp. * |
166,089 |
10,231,082 |
Advanced
Drainage Systems, Inc.
|
57,750 |
7,401,240 |
Alamo
Group, Inc.
|
29,567 |
5,075,176 |
Albany
International Corp., Class A
|
70,478 |
6,534,720 |
American
Woodmark Corp. * |
144,085 |
11,191,082 |
API
Group Corp. * |
375,012 |
10,556,588 |
Apogee
Enterprises, Inc.
|
158,827 |
8,014,410 |
Applied
Industrial Technologies, Inc.
|
96,037 |
14,825,232 |
Arcosa,
Inc.
|
178,248 |
13,942,559 |
Argan,
Inc.
|
76,863 |
3,265,140 |
Armstrong
World Industries, Inc.
|
136,190 |
10,430,792 |
Astec
Industries, Inc.
|
149,326 |
8,186,051 |
Atkore,
Inc. * |
65,986 |
10,159,864 |
AZZ,
Inc.
|
148,545 |
7,293,560 |
Barnes
Group, Inc.
|
263,621 |
10,360,305 |
Beacon
Roofing Supply, Inc. * |
209,918 |
16,761,952 |
BlueLinx
Holdings, Inc. * |
30,066 |
2,683,691 |
BWX
Technologies, Inc.
|
216,148 |
15,943,077 |
Columbus
McKinnon Corp.
|
107,517 |
4,050,165 |
Comfort
Systems USA, Inc.
|
74,070 |
13,671,100 |
Construction
Partners, Inc., Class A * |
81,697 |
2,838,971 |
Core
& Main, Inc., Class A * |
130,636 |
4,290,086 |
Crane
Co.
|
122,705 |
11,180,880 |
CSW
Industrials, Inc.
|
19,500 |
3,502,785 |
Douglas
Dynamics, Inc.
|
78,451 |
2,374,712 |
Ducommun,
Inc. * |
25,766 |
1,171,580 |
DXP
Enterprises, Inc. * |
113,987 |
4,054,518 |
Dycom
Industries, Inc. * |
134,647 |
13,455,275 |
Encore
Wire Corp.
|
57,842 |
9,532,940 |
Enerpac
Tool Group Corp.
|
104,141 |
2,728,494 |
EnerSys
|
173,196 |
18,182,116 |
EnPro
Industries, Inc.
|
55,588 |
7,581,647 |
Esab
Corp.
|
121,382 |
8,760,139 |
ESCO
Technologies, Inc.
|
51,943 |
5,558,420 |
Federal
Signal Corp.
|
136,324 |
8,308,948 |
Franklin
Electric Co., Inc.
|
92,028 |
8,900,028 |
FTAI
Aviation Ltd.
|
115,950 |
4,285,512 |
Gates
Industrial Corp. plc * |
469,105 |
5,760,609 |
GATX
Corp.
|
143,403 |
16,941,630 |
Generac
Holdings, Inc. * |
99,599 |
11,833,357 |
Gibraltar
Industries, Inc. * |
113,272 |
8,498,798 |
GMS,
Inc. * |
177,864 |
12,333,090 |
GrafTech
International Ltd.
|
1,948,114 |
6,896,324 |
Granite
Construction, Inc.
|
293,772 |
12,129,846 |
Great
Lakes Dredge & Dock Corp. * |
414,674 |
3,661,571 |
Griffon
Corp.
|
150,618 |
6,306,376 |
H&E
Equipment Services, Inc.
|
170,468 |
7,725,610 |
HEICO
Corp.
|
75,890 |
12,803,402 |
Herc
Holdings, Inc.
|
81,352 |
10,587,149 |
Hillenbrand,
Inc.
|
198,147 |
9,598,241 |
Hillman
Solutions Corp. * |
215,340 |
1,948,827 |
JELD-WEN
Holding, Inc. * |
1,055,947 |
15,923,681 |
John
Bean Technologies Corp.
|
69,052 |
7,589,505 |
Kadant,
Inc.
|
18,831 |
4,137,924 |
Kaman
Corp.
|
237,499 |
5,327,103 |
Kennametal,
Inc.
|
430,359 |
11,391,603 |
Kratos
Defense & Security Solutions,
Inc.
* |
248,137 |
3,992,524 |
Lindsay
Corp.
|
19,261 |
2,390,290 |
Masonite
International Corp. * |
126,188 |
12,960,769 |
McGrath
RentCorp
|
60,301 |
6,096,431 |
Mercury
Systems, Inc. * |
83,630 |
3,282,478 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Moog,
Inc., Class A
|
124,119 |
14,417,663 |
MRC
Global, Inc. * |
675,473 |
6,295,408 |
Mueller
Water Products, Inc., Class A
|
492,241 |
6,950,443 |
MYR
Group, Inc. * |
61,089 |
8,678,914 |
National
Presto Industries, Inc.
|
37,020 |
2,770,947 |
NOW,
Inc. * |
908,146 |
10,143,991 |
Parsons
Corp. * |
93,990 |
5,359,310 |
PGT
Innovations, Inc. * |
156,659 |
4,416,217 |
Primoris
Services Corp.
|
429,817 |
15,202,627 |
Proto
Labs, Inc. * |
122,573 |
3,615,904 |
Quanex
Building Products Corp.
|
185,087 |
4,993,647 |
RBC
Bearings, Inc. * |
21,782 |
5,021,622 |
REV
Group, Inc.
|
278,599 |
3,783,374 |
Rush
Enterprises, Inc., Class A
|
391,389 |
16,207,419 |
Simpson
Manufacturing Co., Inc.
|
98,615 |
15,754,732 |
SiteOne
Landscape Supply, Inc. * |
64,983 |
11,124,440 |
SPX
Technologies, Inc. * |
62,367 |
4,928,240 |
Standex
International Corp.
|
36,868 |
5,664,031 |
Sterling
Infrastructure, Inc. * |
84,106 |
6,960,613 |
Tennant
Co.
|
64,284 |
5,298,930 |
Terex
Corp.
|
277,416 |
16,814,184 |
Textainer
Group Holdings Ltd.
|
121,520 |
4,815,838 |
The
AZEK Co., Inc. * |
151,135 |
5,140,101 |
The
Gorman-Rupp Co.
|
110,454 |
3,549,992 |
The
Greenbrier Cos., Inc.
|
372,837 |
15,867,943 |
The
Manitowoc Co., Inc. * |
405,712 |
6,864,647 |
The
Shyft Group, Inc.
|
120,402 |
1,887,903 |
Titan
Machinery, Inc. * |
104,179 |
3,231,633 |
TPI
Composites, Inc. * |
210,780 |
1,064,439 |
Trex
Co., Inc. * |
146,068 |
10,424,873 |
Trinity
Industries, Inc.
|
408,599 |
10,243,577 |
Tutor
Perini Corp. * |
1,339,740 |
11,910,289 |
Valmont
Industries, Inc.
|
45,102 |
11,433,357 |
Veritiv
Corp.
|
101,082 |
17,015,133 |
Vertiv
Holdings Co.
|
270,918 |
10,671,460 |
Wabash
National Corp.
|
333,815 |
7,527,528 |
Watts
Water Technologies, Inc., Class A
|
53,633 |
10,124,301 |
WillScot
Mobile Mini Holdings Corp. * |
123,463 |
5,064,452 |
Woodward,
Inc.
|
137,260 |
17,757,326 |
Zurn
Elkay Water Solutions Corp.,
Class
C
|
156,308 |
4,629,843 |
|
|
845,459,988 |
| ||
Commercial
& Professional Services 5.4%
| ||
ACCO
Brands Corp.
|
1,225,244 |
6,530,551 |
Barrett
Business Services, Inc.
|
25,636 |
2,452,852 |
BrightView
Holdings, Inc. * |
548,445 |
4,541,125 |
Casella
Waste Systems, Inc., Class A * |
35,601 |
2,804,291 |
CBIZ,
Inc. * |
93,738 |
5,259,639 |
Ceridian
HCM Holding, Inc. * |
38,016 |
2,756,920 |
Cimpress
plc * |
153,909 |
9,944,061 |
Clarivate
plc * |
478,808 |
3,557,543 |
Clean
Harbors, Inc. * |
109,411 |
18,527,659 |
Conduent,
Inc. * |
1,767,360 |
5,549,510 |
CoreCivic,
Inc. * |
1,404,464 |
15,112,033 |
CRA
International, Inc.
|
10,064 |
1,093,252 |
CSG
Systems International, Inc.
|
97,797 |
5,311,355 |
Deluxe
Corp.
|
592,579 |
11,981,947 |
Dun
& Bradstreet Holdings, Inc.
|
436,418 |
4,756,956 |
Ennis,
Inc.
|
79,459 |
1,692,477 |
Enviri
Corp. * |
862,590 |
6,426,296 |
ExlService
Holdings, Inc. * |
182,520 |
5,335,060 |
Exponent,
Inc.
|
41,797 |
3,755,878 |
FTI
Consulting, Inc. * |
85,051 |
15,804,177 |
Healthcare
Services Group, Inc.
|
706,130 |
8,155,802 |
Heidrick
& Struggles International, Inc.
|
81,284 |
2,153,213 |
HNI
Corp.
|
337,797 |
11,066,230 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Huron
Consulting Group, Inc. * |
42,822 |
4,280,059 |
ICF
International, Inc.
|
55,911 |
7,551,340 |
Insperity,
Inc.
|
57,326 |
5,808,844 |
Interface,
Inc.
|
466,962 |
4,823,717 |
Kelly
Services, Inc., Class A
|
829,641 |
15,340,062 |
Kforce,
Inc.
|
99,233 |
6,216,947 |
Korn
Ferry
|
194,417 |
9,911,379 |
Matthews
International Corp., Class A
|
180,186 |
7,600,245 |
MillerKnoll,
Inc.
|
478,611 |
9,141,470 |
MSA
Safety, Inc.
|
52,421 |
9,576,268 |
NV5
Global, Inc. * |
10,951 |
1,114,593 |
OPENLANE,
Inc. * |
678,997 |
10,599,143 |
Paycom
Software, Inc.
|
17,811 |
5,251,395 |
Pitney
Bowes, Inc.
|
2,604,499 |
8,568,802 |
Resources
Connection, Inc.
|
210,060 |
3,258,031 |
Rollins,
Inc.
|
198,216 |
7,843,407 |
SP
Plus Corp. * |
73,218 |
2,867,949 |
Steelcase,
Inc., Class A
|
1,213,849 |
11,009,610 |
Stericycle,
Inc. * |
237,475 |
10,498,770 |
Tetra
Tech, Inc.
|
87,283 |
13,733,980 |
The
Brink's Co.
|
135,203 |
10,249,739 |
The
GEO Group, Inc. * |
1,575,784 |
11,408,676 |
TriNet
Group, Inc. * |
94,328 |
10,463,805 |
TrueBlue,
Inc. * |
428,362 |
6,481,117 |
TTEC
Holdings, Inc.
|
62,404 |
1,857,143 |
UniFirst
Corp.
|
59,301 |
10,444,685 |
Verra
Mobility Corp. * |
161,963 |
2,881,322 |
|
|
363,351,325 |
| ||
Consumer
Discretionary Distribution & Retail 4.9%
| ||
1-800-Flowers.com,
Inc., Class A * |
263,952 |
1,987,559 |
Abercrombie
& Fitch Co., Class A * |
527,595 |
28,358,231 |
American
Eagle Outfitters, Inc.
|
1,181,718 |
20,041,937 |
America's
Car-Mart, Inc. * |
31,632 |
3,520,958 |
Arko
Corp.
|
323,310 |
2,434,524 |
Big
5 Sporting Goods Corp.
(a) |
312,057 |
2,474,612 |
Boot
Barn Holdings, Inc. * |
53,969 |
4,951,656 |
Caleres,
Inc.
|
166,888 |
4,784,679 |
Camping
World Holdings, Inc., Class A
|
102,177 |
2,526,837 |
Chico's
FAS, Inc. * |
816,960 |
4,191,005 |
Citi
Trends, Inc. * |
136,949 |
2,962,207 |
Conn's,
Inc. * |
430,319 |
1,798,733 |
ContextLogic,
Inc., Class A
*(a) |
178,907 |
958,047 |
Designer
Brands, Inc., Class A
(a) |
493,924 |
5,191,141 |
Dillard's,
Inc., Class A
|
24,449 |
8,437,839 |
Etsy,
Inc. * |
84,378 |
6,207,690 |
Five
Below, Inc. * |
47,179 |
8,112,901 |
Floor
& Decor Holdings, Inc., Class A * |
86,230 |
8,597,131 |
GameStop
Corp., Class A
*(a) |
554,794 |
10,291,429 |
Genesco,
Inc. * |
145,120 |
4,974,714 |
Groupon,
Inc.
*(a) |
405,338 |
5,014,031 |
Guess?,
Inc.
|
267,938 |
6,446,588 |
Haverty
Furniture Cos., Inc.
|
150,168 |
4,700,258 |
Hibbett,
Inc.
|
106,968 |
4,953,688 |
Leslie's,
Inc. * |
96,911 |
606,663 |
LL
Flooring Holdings, Inc. * |
304,035 |
1,048,921 |
MarineMax,
Inc. * |
185,060 |
6,156,946 |
MercadoLibre,
Inc. * |
5,292 |
7,262,529 |
Monro,
Inc.
|
127,772 |
4,183,255 |
National
Vision Holdings, Inc. * |
181,808 |
3,328,905 |
Ollie's
Bargain Outlet Holdings, Inc. * |
149,108 |
11,493,245 |
Overstock.com,
Inc. * |
259,752 |
6,782,125 |
Petco
Health & Wellness Co., Inc. * |
202,223 |
1,029,315 |
PetMed
Express, Inc.
|
133,085 |
1,499,868 |
RH
* |
26,729 |
9,761,164 |
Sally
Beauty Holdings, Inc. * |
926,058 |
9,408,749 |
Shoe
Carnival, Inc.
|
131,356 |
3,038,264 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Signet
Jewelers Ltd.
|
205,796 |
15,434,700 |
Sleep
Number Corp. * |
299,761 |
7,667,886 |
Sonic
Automotive, Inc., Class A
|
198,665 |
10,592,818 |
Sportsman's
Warehouse Holdings, Inc. * |
369,024 |
1,775,005 |
Stitch
Fix, Inc., Class A * |
906,700 |
3,980,413 |
The
Aaron's Co., Inc.
|
503,592 |
6,078,355 |
The
Buckle, Inc.
|
147,060 |
5,373,572 |
The
Children's Place, Inc. * |
118,586 |
3,143,715 |
The
Container Store Group, Inc. * |
361,867 |
846,769 |
Upbound
Group, Inc.
|
332,900 |
10,193,398 |
Urban
Outfitters, Inc. * |
508,949 |
16,902,196 |
Valvoline,
Inc.
|
295,626 |
10,181,360 |
Victoria's
Secret & Co. * |
352,818 |
6,767,049 |
Vroom,
Inc. * |
2,588,764 |
3,391,281 |
Wayfair,
Inc., Class A * |
78,973 |
5,457,824 |
Zumiez,
Inc. * |
204,220 |
3,878,138 |
|
|
331,182,823 |
| ||
Consumer
Durables & Apparel 4.0%
| ||
Acushnet
Holdings Corp.
|
97,105 |
5,685,498 |
Beazer
Homes USA, Inc. * |
299,459 |
8,777,143 |
Cavco
Industries, Inc. * |
24,228 |
6,772,211 |
Century
Communities, Inc.
|
156,907 |
11,650,345 |
Columbia
Sportswear Co.
|
151,372 |
11,101,622 |
Crocs,
Inc. * |
85,803 |
8,352,064 |
Ethan
Allen Interiors, Inc.
|
158,507 |
4,973,950 |
Fossil
Group, Inc. * |
1,165,529 |
2,470,921 |
G-III
Apparel Group Ltd. * |
597,667 |
11,863,690 |
GoPro,
Inc., Class A * |
230,856 |
839,162 |
Helen
of Troy Ltd. * |
116,507 |
14,321,040 |
Installed
Building Products, Inc.
|
46,874 |
6,784,074 |
iRobot
Corp. * |
166,062 |
6,458,151 |
Kontoor
Brands, Inc.
|
141,541 |
6,481,162 |
La-Z-Boy,
Inc.
|
323,388 |
9,976,520 |
LGI
Homes, Inc. * |
89,887 |
11,065,090 |
M/I
Homes, Inc. * |
203,403 |
19,970,107 |
Malibu
Boats, Inc., Class A * |
50,702 |
2,462,089 |
Mattel,
Inc. * |
646,640 |
14,329,542 |
Movado
Group, Inc.
|
70,794 |
1,936,216 |
Oxford
Industries, Inc.
|
45,526 |
4,597,671 |
Peloton
Interactive, Inc., Class A * |
168,362 |
1,074,150 |
SharkNinja,
Inc. * |
170,212 |
5,943,803 |
Skyline
Champion Corp. * |
94,677 |
6,747,630 |
Smith
& Wesson Brands, Inc.
|
463,424 |
5,440,598 |
Sonos,
Inc. * |
206,872 |
2,850,696 |
Steven
Madden Ltd.
|
346,565 |
11,956,492 |
Sturm
Ruger & Co., Inc.
|
107,072 |
5,522,774 |
TopBuild
Corp. * |
71,632 |
20,779,011 |
Topgolf
Callaway Brands Corp. * |
200,745 |
3,500,993 |
Tupperware
Brands Corp. * |
2,554,833 |
6,361,534 |
Under
Armour, Inc., Class A * |
1,407,141 |
10,750,557 |
Vista
Outdoor, Inc. * |
237,138 |
6,936,286 |
Wolverine
World Wide, Inc.
|
660,604 |
5,337,680 |
YETI
Holdings, Inc. * |
109,022 |
5,445,649 |
|
|
269,516,121 |
| ||
Consumer
Services 5.3%
| ||
ADT,
Inc.
|
1,225,082 |
7,865,026 |
Adtalem
Global Education, Inc. * |
255,110 |
11,186,574 |
Airbnb,
Inc., Class A * |
18,897 |
2,485,900 |
Arcos
Dorados Holdings, Inc., Class A
|
456,935 |
4,509,948 |
BJ's
Restaurants, Inc. * |
124,162 |
3,651,604 |
Bloomin'
Brands, Inc.
|
369,686 |
10,373,389 |
Boyd
Gaming Corp.
|
160,990 |
10,765,401 |
Bright
Horizons Family Solutions, Inc. * |
109,774 |
10,364,861 |
Brinker
International, Inc. * |
201,300 |
6,588,549 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Caesars
Entertainment, Inc. * |
220,110 |
12,163,279 |
Carriage
Services, Inc.
|
36,367 |
1,120,831 |
Choice
Hotels International, Inc.
|
32,361 |
4,106,611 |
Churchill
Downs, Inc.
|
90,191 |
11,299,128 |
Cracker
Barrel Old Country Store, Inc.
|
129,717 |
10,692,572 |
Dave
& Buster's Entertainment, Inc. * |
135,888 |
5,336,322 |
Denny's
Corp. * |
280,950 |
2,677,454 |
Dine
Brands Global, Inc.
|
40,935 |
2,242,419 |
DoorDash,
Inc., Class A * |
47,998 |
4,038,072 |
Everi
Holdings, Inc. * |
162,724 |
2,352,989 |
Frontdoor,
Inc. * |
146,951 |
4,822,932 |
Graham
Holdings Co., Class B
|
21,423 |
12,560,948 |
Grand
Canyon Education, Inc. * |
114,739 |
13,453,148 |
Hilton
Grand Vacations, Inc. * |
144,873 |
6,333,848 |
Hyatt
Hotels Corp., Class A
|
122,753 |
13,798,665 |
International
Game Technology plc
|
438,918 |
14,054,154 |
Jack
in the Box, Inc.
|
136,379 |
10,960,780 |
Laureate
Education, Inc.
|
742,185 |
10,338,637 |
Light
& Wonder, Inc. * |
229,576 |
17,601,592 |
Marriott
Vacations Worldwide Corp.
|
104,922 |
11,403,972 |
Norwegian
Cruise Line Holdings Ltd. * |
873,280 |
14,470,250 |
Papa
John's International, Inc.
|
41,431 |
3,136,327 |
Perdoceo
Education Corp.
|
333,263 |
5,522,168 |
Planet
Fitness, Inc., Class A * |
93,143 |
5,663,094 |
Red
Rock Resorts, Inc., Class A
|
116,466 |
5,116,351 |
Sabre
Corp. * |
2,097,155 |
10,485,775 |
SeaWorld
Entertainment, Inc. * |
55,965 |
2,725,496 |
Six
Flags Entertainment Corp. * |
528,620 |
12,137,115 |
Strategic
Education, Inc.
|
77,278 |
5,989,045 |
Stride,
Inc. * |
139,326 |
5,919,962 |
Texas
Roadhouse, Inc.
|
132,016 |
13,742,866 |
The
Cheesecake Factory, Inc.
|
151,078 |
4,811,834 |
The
Wendy's Co.
|
499,875 |
9,892,526 |
Wingstop,
Inc.
|
14,605 |
2,346,147 |
WW
International, Inc. * |
758,812 |
7,368,065 |
Wyndham
Hotels & Resorts, Inc.
|
155,037 |
11,688,239 |
|
|
360,164,865 |
| ||
Consumer
Staples Distribution & Retail 0.8%
| ||
Grocery
Outlet Holding Corp. * |
217,722 |
6,716,724 |
Ingles
Markets, Inc., Class A
|
129,010 |
10,079,551 |
PriceSmart,
Inc.
|
152,068 |
12,086,365 |
Rite
Aid Corp.
*(a)(b) |
3,001,797 |
2,311,384 |
The
Andersons, Inc.
|
274,795 |
14,113,471 |
The
Chefs' Warehouse, Inc. * |
85,085 |
2,428,326 |
Weis
Markets, Inc.
|
139,997 |
9,081,605 |
|
|
56,817,426 |
| ||
Energy
4.6%
| ||
Antero
Midstream Corp.
|
432,158 |
5,237,755 |
Archrock,
Inc.
|
769,228 |
9,838,426 |
Berry
Corp.
|
373,024 |
3,196,816 |
Cactus,
Inc., Class A
|
58,948 |
3,144,286 |
California
Resources Corp.
|
130,681 |
7,297,227 |
Callon
Petroleum Co. * |
36,814 |
1,444,213 |
ChampionX
Corp.
|
206,194 |
7,441,541 |
Chord
Energy Corp.
|
14,590 |
2,356,285 |
Civitas
Resources, Inc.
|
29,227 |
2,403,044 |
Comstock
Resources, Inc.
|
105,888 |
1,298,187 |
CONSOL
Energy, Inc.
|
118,682 |
10,211,399 |
Core
Laboratories, Inc.
|
194,746 |
4,681,694 |
CVR
Energy, Inc.
|
184,764 |
6,041,783 |
Denbury,
Inc. * |
27,881 |
2,553,342 |
DHT
Holdings, Inc.
|
645,223 |
5,968,313 |
Diamond
Offshore Drilling, Inc. * |
101,580 |
1,510,495 |
Dorian
LPG Ltd.
|
128,153 |
3,306,347 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Dril-Quip,
Inc. * |
144,756 |
3,992,370 |
DTE
Midstream LLC
|
153,102 |
8,005,704 |
EQT
Corp.
|
327,832 |
14,168,899 |
Expro
Group Holdings N.V. * |
82,836 |
1,947,474 |
Geopark
Ltd.
|
94,799 |
909,122 |
Golar
LNG Ltd.
|
140,622 |
3,107,746 |
Green
Plains, Inc. * |
234,093 |
7,266,247 |
Helix
Energy Solutions Group, Inc. * |
790,654 |
8,017,232 |
International
Seaways, Inc.
|
72,974 |
3,135,693 |
Kosmos
Energy Ltd. * |
1,063,745 |
7,744,064 |
Liberty
Energy, Inc.
|
389,569 |
6,213,626 |
Magnolia
Oil & Gas Corp., Class A
|
83,423 |
1,902,044 |
Matador
Resources Co.
|
134,259 |
8,525,446 |
Nabors
Industries Ltd. * |
76,554 |
8,473,762 |
NexTier
Oilfield Solutions, Inc. * |
508,088 |
5,390,814 |
Oceaneering
International, Inc. * |
470,834 |
10,730,307 |
Oil
States International, Inc. * |
523,340 |
4,102,986 |
Par
Pacific Holdings, Inc. * |
144,423 |
4,960,930 |
Patterson-UTI
Energy, Inc.
|
871,816 |
12,327,478 |
Permian
Resources Corp.
|
336,306 |
4,768,819 |
ProPetro
Holding Corp. * |
728,485 |
7,022,595 |
Range
Resources Corp.
|
204,437 |
6,619,670 |
REX
American Resources Corp. * |
44,063 |
1,740,048 |
RPC,
Inc.
|
353,440 |
2,823,986 |
Scorpio
Tankers, Inc.
|
97,518 |
4,925,634 |
Select
Water Solutions, Inc.
|
172,040 |
1,384,922 |
SFL
Corp., Ltd.
|
643,400 |
7,270,420 |
SM
Energy Co.
|
357,646 |
15,132,002 |
Talos
Energy, Inc. * |
256,542 |
4,417,653 |
Teekay
Tankers Ltd., Class A
|
106,939 |
4,350,279 |
Texas
Pacific Land Corp.
|
2,581 |
4,864,540 |
Transocean
Ltd. * |
2,324,234 |
19,012,234 |
Tsakos
Energy Navigation Ltd.
|
75,953 |
1,539,567 |
US
Silica Holdings, Inc. * |
269,176 |
3,318,940 |
Valaris
Ltd. * |
65,788 |
4,955,152 |
Vital
Energy, Inc. * |
44,830 |
2,702,801 |
Weatherford
International plc * |
188,553 |
16,690,712 |
|
|
312,393,071 |
| ||
Equity
Real Estate Investment Trusts (REITs) 8.2%
| ||
Acadia
Realty Trust
|
294,281 |
4,381,844 |
Agree
Realty Corp.
|
49,606 |
3,066,643 |
Alexander
& Baldwin, Inc.
|
368,474 |
6,636,217 |
American
Assets Trust, Inc.
|
162,938 |
3,488,503 |
American
Homes 4 Rent, Class A
|
328,930 |
11,854,637 |
Americold
Realty Trust, Inc.
|
422,517 |
14,217,697 |
Apartment
Income REIT Corp.
|
343,948 |
11,714,869 |
Apple
Hospitality REIT, Inc.
|
844,714 |
12,687,604 |
Ashford
Hospitality Trust, Inc. * |
629,689 |
1,870,176 |
Brandywine
Realty Trust
|
1,673,415 |
8,367,075 |
Broadstone
Net Lease, Inc.
|
161,901 |
2,617,939 |
CBL
& Associates Properties, Inc.
(a) |
88,924 |
1,902,084 |
Centerspace
|
39,994 |
2,589,212 |
Chatham
Lodging Trust
|
238,844 |
2,335,894 |
Corporate
Office Properties Trust
|
349,943 |
9,056,525 |
Cousins
Properties, Inc.
|
414,127 |
9,731,984 |
CubeSmart
|
255,897 |
10,673,464 |
DiamondRock
Hospitality Co.
|
953,821 |
7,687,797 |
Diversified
Healthcare Trust
|
13,506,761 |
36,670,856 |
Douglas
Emmett, Inc.
|
792,159 |
10,828,813 |
Easterly
Government Properties, Inc.
|
222,290 |
2,972,017 |
EastGroup
Properties, Inc.
|
35,357 |
6,351,178 |
Elme
Communities
|
289,341 |
4,450,065 |
Empire
State Realty Trust, Inc., Class A
|
878,465 |
7,668,999 |
EPR
Properties
|
235,078 |
10,526,793 |
Equity
Commonwealth
|
147,160 |
2,800,455 |
Equity
LifeStyle Properties, Inc.
|
208,765 |
13,978,904 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Essential
Properties Realty Trust, Inc.
|
99,843 |
2,398,229 |
Federal
Realty Investment Trust
|
151,045 |
14,793,347 |
First
Industrial Realty Trust, Inc.
|
145,356 |
7,549,791 |
Four
Corners Property Trust, Inc.
|
105,481 |
2,653,902 |
Getty
Realty Corp.
|
69,452 |
2,084,949 |
Global
Net Lease, Inc.
|
410,482 |
4,658,971 |
Healthcare
Realty Trust, Inc.
|
789,033 |
13,823,858 |
Highwoods
Properties, Inc.
|
471,054 |
11,225,217 |
Hudson
Pacific Properties, Inc.
|
1,247,263 |
8,493,861 |
Independence
Realty Trust, Inc.
|
97,323 |
1,637,946 |
Industrial
Logistics Properties Trust
|
1,051,767 |
4,133,444 |
InvenTrust
Properties Corp.
|
94,260 |
2,253,757 |
JBG
SMITH Properties
|
450,676 |
7,066,600 |
Kilroy
Realty Corp.
|
355,723 |
13,143,965 |
Kite
Realty Group Trust
|
278,644 |
6,288,995 |
LTC
Properties, Inc.
|
81,592 |
2,681,113 |
LXP
Industrial Trust
|
646,178 |
6,345,468 |
National
Health Investors, Inc.
|
92,870 |
4,748,443 |
National
Storage Affiliates Trust
|
83,271 |
2,797,906 |
NNN
REIT, Inc.
|
262,259 |
10,330,382 |
Office
Properties Income Trust
|
613,699 |
4,541,373 |
Outfront
Media, Inc.
|
646,667 |
7,339,670 |
Paramount
Group, Inc.
|
1,671,198 |
8,589,958 |
Pebblebrook
Hotel Trust
|
472,436 |
6,836,149 |
Phillips
Edison & Co., Inc.
|
111,496 |
3,775,255 |
Physicians
Realty Trust
|
496,231 |
6,902,573 |
Piedmont
Office Realty Trust, Inc.,
Class
A
|
1,077,045 |
7,399,299 |
PotlatchDeltic
Corp.
|
227,493 |
10,751,319 |
Rayonier,
Inc.
|
311,270 |
9,306,973 |
Retail
Opportunity Investments Corp.
|
314,517 |
4,233,399 |
Rexford
Industrial Realty, Inc.
|
80,998 |
4,330,963 |
RLJ
Lodging Trust
|
1,067,937 |
10,668,691 |
RPT
Realty
|
354,728 |
4,022,615 |
Ryman
Hospitality Properties, Inc.
|
86,473 |
7,352,799 |
Sabra
Health Care REIT, Inc.
|
811,952 |
10,173,759 |
SITE
Centers Corp.
|
677,916 |
9,050,179 |
Spirit
Realty Capital, Inc.
|
212,180 |
8,192,270 |
STAG
Industrial, Inc.
|
220,271 |
8,046,500 |
Star
Holdings * |
99,513 |
1,355,367 |
Summit
Hotel Properties, Inc.
|
547,354 |
3,180,127 |
Sunstone
Hotel Investors, Inc.
|
889,850 |
7,990,853 |
Tanger
Factory Outlet Centers, Inc.
|
383,989 |
8,927,744 |
Terreno
Realty Corp.
|
51,821 |
3,155,381 |
The
Macerich Co.
|
1,428,176 |
16,695,377 |
The
Necessity Retail REIT, Inc.
|
470,995 |
3,532,462 |
Uniti
Group, Inc.
|
2,206,467 |
11,848,728 |
Urban
Edge Properties
|
398,014 |
6,511,509 |
Veris
Residential, Inc. * |
319,924 |
5,953,786 |
Xenia
Hotels & Resorts, Inc.
|
598,115 |
7,057,757 |
|
|
557,961,223 |
| ||
Financial
Services 6.1%
| ||
A-Mark
Precious Metals, Inc.
|
169,184 |
5,772,558 |
Apollo
Commercial Real Estate Finance,
Inc.
|
583,842 |
6,375,555 |
Arbor
Realty Trust, Inc.
(a) |
346,115 |
5,523,995 |
Ares
Management Corp., Class A
|
71,218 |
7,366,790 |
Artisan
Partners Asset Management,
Inc.,
Class A
|
238,453 |
9,161,364 |
B.
Riley Financial, Inc.
(a) |
96,159 |
4,923,822 |
BGC
Group, Inc., Class A
|
1,322,364 |
6,532,478 |
Blackstone
Mortgage Trust, Inc., Class A
|
447,889 |
9,862,516 |
Block,
Inc. * |
143,879 |
8,294,624 |
Brightsphere
Investment Group, Inc.
|
316,835 |
6,561,653 |
BrightSpire
Capital, Inc.
|
331,196 |
2,305,124 |
Cannae
Holdings, Inc. * |
204,573 |
4,015,768 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Cohen
& Steers, Inc.
|
56,195 |
3,662,790 |
Compass
Diversified Holdings
|
340,675 |
7,034,939 |
Corebridge
Financial, Inc.
|
248,478 |
4,430,363 |
Credit
Acceptance Corp. * |
24,664 |
12,375,655 |
Diamond
Hill Investment Group, Inc.
|
7,691 |
1,297,933 |
Donnelley
Financial Solutions, Inc. * |
81,874 |
4,033,932 |
Encore
Capital Group, Inc. * |
129,450 |
6,066,027 |
Enova
International, Inc. * |
160,937 |
8,119,272 |
Essent
Group Ltd.
|
235,204 |
11,811,945 |
Euronet
Worldwide, Inc. * |
126,237 |
11,028,064 |
EVERTEC,
Inc.
|
123,585 |
4,890,258 |
FactSet
Research Systems, Inc.
|
31,108 |
13,575,842 |
Federal
Agricultural Mortgage Corp.,
Class
C
|
19,834 |
3,338,459 |
FirstCash
Holdings, Inc.
|
124,852 |
11,151,781 |
Focus
Financial Partners, Inc.,
Class
A
*(c) |
67,051 |
3,553,703 |
Granite
Point Mortgage Trust, Inc.
|
230,567 |
1,231,228 |
Green
Dot Corp., Class A * |
236,458 |
3,509,037 |
Hannon
Armstrong Sustainable
Infrastructure
Capital, Inc.
|
36,120 |
808,004 |
Houlihan
Lokey, Inc.
|
88,596 |
9,332,703 |
Interactive
Brokers Group, Inc., Class A
|
51,373 |
4,679,053 |
Jackson
Financial, Inc., Class A
|
180,463 |
6,785,409 |
KKR
Real Estate Finance Trust, Inc.
|
116,001 |
1,451,173 |
Ladder
Capital Corp.
|
517,586 |
5,672,743 |
LendingTree,
Inc. * |
90,256 |
1,706,741 |
MarketAxess
Holdings, Inc.
|
29,424 |
7,089,124 |
MFA
Financial, Inc.
|
685,895 |
7,517,409 |
Moelis
& Co., Class A
|
203,345 |
9,640,586 |
Morningstar,
Inc.
|
24,852 |
5,782,315 |
Mr
Cooper Group, Inc. * |
137,578 |
7,795,170 |
Nelnet,
Inc., Class A
|
50,162 |
4,607,380 |
New
York Mortgage Trust, Inc.
|
455,220 |
4,333,694 |
NMI
Holdings, Inc., Class A * |
152,195 |
4,355,821 |
Pagseguro
Digital Ltd., Class A * |
460,737 |
4,137,418 |
Paysafe
Ltd. * |
283,335 |
3,711,689 |
PennyMac
Financial Services, Inc.
|
140,086 |
10,053,972 |
PennyMac
Mortgage Investment Trust
|
444,845 |
5,965,371 |
Piper
Sandler Cos.
|
39,110 |
5,826,608 |
PJT
Partners, Inc., Class A
|
17,542 |
1,385,643 |
PRA
Group, Inc. * |
178,680 |
3,480,686 |
PROG
Holdings, Inc. * |
685,489 |
23,512,273 |
Ready
Capital Corp.
|
428,425 |
4,678,401 |
Redwood
Trust, Inc.
|
605,152 |
4,847,268 |
StepStone
Group, Inc., Class A
|
44,229 |
1,365,349 |
Stifel
Financial Corp.
|
186,560 |
12,130,131 |
StoneCo
Ltd., Class A * |
369,047 |
4,524,516 |
TPG
RE Finance Trust, Inc.
|
445,729 |
3,351,882 |
TPG,
Inc.
|
123,595 |
3,475,491 |
Tradeweb
Markets, Inc., Class A
|
68,431 |
5,914,491 |
Two
Harbors Investment Corp.
|
329,370 |
4,535,425 |
Virtu
Financial, Inc., Class A
|
346,864 |
6,500,231 |
Virtus
Investment Partners, Inc.
|
19,541 |
4,046,941 |
Walker
& Dunlop, Inc.
|
100,019 |
8,535,621 |
WEX,
Inc. * |
51,552 |
10,113,471 |
World
Acceptance Corp. * |
45,342 |
6,112,555 |
XP,
Inc., Class A * |
183,993 |
4,662,383 |
|
|
412,232,616 |
| ||
Food,
Beverage & Tobacco 2.4%
| ||
Adecoagro
S.A.
|
679,588 |
7,801,670 |
B&G
Foods, Inc.
|
715,828 |
9,155,440 |
Brown-Forman
Corp., Class B
|
217,519 |
14,384,531 |
Calavo
Growers, Inc.
|
144,137 |
4,750,756 |
Cal-Maine
Foods, Inc.
|
122,850 |
5,871,002 |
Coca-Cola
Consolidated, Inc.
|
9,403 |
6,571,757 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Dole
plc
|
550,827 |
6,565,858 |
Fresh
Del Monte Produce, Inc.
|
455,274 |
11,632,251 |
Hostess
Brands, Inc. * |
234,541 |
6,679,728 |
J&J
Snack Foods Corp.
|
40,549 |
6,574,209 |
John
B Sanfilippo & Son, Inc.
|
49,918 |
5,009,271 |
Lancaster
Colony Corp.
|
43,957 |
7,261,257 |
Mission
Produce, Inc. * |
176,634 |
1,681,556 |
National
Beverage Corp. * |
54,868 |
2,815,277 |
Nomad
Foods Ltd. * |
664,209 |
12,181,593 |
Pilgrim's
Pride Corp. * |
302,545 |
7,612,032 |
Seneca
Foods Corp., Class A * |
39,002 |
1,882,237 |
The
Boston Beer Co., Inc., Class A * |
21,261 |
7,769,407 |
The
Hain Celestial Group, Inc. * |
631,859 |
6,691,387 |
The
Simply Good Foods Co. * |
42,506 |
1,533,616 |
TreeHouse
Foods, Inc. * |
267,491 |
12,443,681 |
Universal
Corp.
|
230,086 |
10,956,695 |
Vector
Group Ltd.
|
534,086 |
5,720,061 |
|
|
163,545,272 |
| ||
Health
Care Equipment & Services 3.9%
| ||
Acadia
Healthcare Co., Inc. * |
155,358 |
11,978,102 |
AdaptHealth
Corp. * |
92,933 |
1,108,691 |
Addus
HomeCare Corp. * |
28,446 |
2,494,714 |
Amedisys,
Inc. * |
89,381 |
8,379,469 |
AMN
Healthcare Services, Inc. * |
97,975 |
8,659,031 |
Avanos
Medical, Inc. * |
118,350 |
2,490,084 |
Brookdale
Senior Living, Inc. * |
1,703,868 |
7,241,439 |
Community
Health Systems, Inc. * |
2,807,800 |
9,490,364 |
CONMED
Corp.
|
47,852 |
5,333,584 |
Cross
Country Healthcare, Inc. * |
95,691 |
2,465,000 |
DexCom,
Inc. * |
48,690 |
4,916,716 |
Embecta
Corp.
|
257,735 |
4,724,283 |
Enhabit,
Inc. * |
377,648 |
4,837,671 |
Enovis
Corp. * |
128,912 |
7,224,229 |
Envista
Holdings Corp. * |
416,064 |
13,322,369 |
Fulgent
Genetics, Inc. * |
36,033 |
1,180,441 |
Globus
Medical, Inc., Class A * |
89,564 |
4,845,412 |
Haemonetics
Corp. * |
83,818 |
7,520,989 |
HealthEquity,
Inc. * |
48,059 |
3,246,385 |
ICU
Medical, Inc. * |
40,833 |
5,922,010 |
Insulet
Corp. * |
4,272 |
818,985 |
Integer
Holdings Corp. * |
97,051 |
8,279,421 |
Integra
LifeSciences Holdings Corp. * |
111,095 |
4,725,981 |
LivaNova
plc * |
61,336 |
3,407,215 |
Masimo
Corp. * |
55,569 |
6,350,425 |
Merit
Medical Systems, Inc. * |
63,979 |
4,176,549 |
ModivCare,
Inc. * |
49,475 |
1,588,148 |
Multiplan
Corp. * |
3,985,107 |
6,814,533 |
National
HealthCare Corp.
|
40,697 |
2,683,967 |
Neogen
Corp. * |
207,318 |
4,793,192 |
NextGen
Healthcare, Inc. * |
146,578 |
2,669,185 |
NuVasive,
Inc. * |
135,001 |
5,366,290 |
OmniAb,
Inc., Class A
*(c) |
9,356 |
0 |
OmniAb,
Inc., Class B
*(c) |
9,356 |
0 |
Omnicell,
Inc. * |
66,078 |
3,757,195 |
OPKO
Health, Inc. * |
1,680,194 |
3,074,755 |
Option
Care Health, Inc. * |
188,474 |
6,564,549 |
Orthofix
Medical, Inc. * |
115,525 |
2,444,509 |
Pediatrix
Medical Group, Inc. * |
646,901 |
9,140,711 |
Penumbra,
Inc. * |
4,253 |
1,124,919 |
Premier,
Inc., Class A
|
439,202 |
9,456,019 |
QuidelOrtho
Corp. * |
103,029 |
8,485,468 |
RadNet,
Inc. * |
102,556 |
3,426,396 |
Select
Medical Holdings Corp.
|
444,243 |
12,976,338 |
Teladoc
Health, Inc. * |
126,959 |
2,874,352 |
The
Ensign Group, Inc.
|
71,543 |
7,170,039 |
US
Physical Therapy, Inc.
|
26,652 |
2,687,321 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Varex
Imaging Corp. * |
143,979 |
2,832,067 |
Veeva
Systems, Inc., Class A * |
46,265 |
9,655,506 |
Veradigm,
Inc. * |
627,312 |
8,393,435 |
Zimvie,
Inc. * |
251,520 |
2,967,936 |
|
|
266,086,389 |
| ||
Household
& Personal Products 1.5%
| ||
BellRing
Brands, Inc. * |
34,987 |
1,451,961 |
Central
Garden & Pet Co., Class A * |
167,437 |
6,831,430 |
Coty,
Inc., Class A * |
884,172 |
10,221,028 |
Edgewell
Personal Care Co.
|
224,587 |
8,660,075 |
Energizer
Holdings, Inc.
|
228,170 |
7,837,639 |
Herbalife
Ltd. * |
681,235 |
10,232,150 |
Inter
Parfums, Inc.
|
24,566 |
3,432,607 |
Medifast,
Inc.
|
42,782 |
3,608,234 |
Nu
Skin Enterprises, Inc., Class A
|
402,100 |
9,606,169 |
Reynolds
Consumer Products, Inc.
|
130,929 |
3,573,052 |
Spectrum
Brands Holdings, Inc.
|
280,464 |
23,326,191 |
USANA
Health Sciences, Inc. * |
96,284 |
6,190,098 |
WD-40
Co.
|
21,096 |
4,532,898 |
|
|
99,503,532 |
| ||
Insurance
2.1%
| ||
Ambac
Financial Group, Inc. * |
234,385 |
3,018,879 |
American
Equity Investment Life Holding
Co.
|
367,937 |
19,750,858 |
AMERISAFE,
Inc.
|
82,392 |
4,267,906 |
Argo
Group International Holdings Ltd.
|
176,035 |
5,237,041 |
Axis
Capital Holdings Ltd.
|
215,052 |
11,797,753 |
Brighthouse
Financial, Inc. * |
51,628 |
2,563,846 |
CNA
Financial Corp.
|
138,894 |
5,462,701 |
Employers
Holdings, Inc.
|
139,359 |
5,467,054 |
Enstar
Group Ltd. * |
36,384 |
9,215,703 |
Horace
Mann Educators Corp.
|
131,003 |
3,754,546 |
James
River Group Holdings Ltd.
|
166,078 |
2,418,096 |
MBIA,
Inc. * |
280,174 |
2,210,573 |
Mercury
General Corp.
|
213,131 |
6,097,678 |
ProAssurance
Corp.
|
392,546 |
6,940,213 |
RLI
Corp.
|
45,140 |
5,936,813 |
Safety
Insurance Group, Inc.
|
66,143 |
4,555,268 |
Selective
Insurance Group, Inc.
|
119,523 |
11,857,877 |
SiriusPoint
Ltd. * |
357,335 |
3,952,125 |
Stewart
Information Services Corp.
|
214,705 |
9,945,136 |
United
Fire Group, Inc.
|
121,268 |
2,397,468 |
Universal
Insurance Holdings, Inc.
|
305,752 |
3,870,820 |
White
Mountains Insurance Group Ltd.
|
7,748 |
12,309,170 |
|
|
143,027,524 |
| ||
Materials
6.2%
| ||
AdvanSix,
Inc.
|
136,023 |
4,499,641 |
Alpha
Metallurgical Resources, Inc.
|
35,724 |
7,246,256 |
Alto
Ingredients, Inc. * |
1,494,138 |
5,393,838 |
American
Vanguard Corp.
|
108,374 |
1,497,729 |
Arch
Resources, Inc.
|
71,289 |
9,310,343 |
Ashland,
Inc.
|
138,448 |
11,993,750 |
ATI,
Inc. * |
157,446 |
7,137,027 |
Avient
Corp.
|
339,473 |
13,616,262 |
Balchem
Corp.
|
40,780 |
5,729,590 |
Cabot
Corp.
|
175,286 |
12,701,223 |
Carpenter
Technology Corp.
|
237,273 |
14,860,408 |
Century
Aluminum Co. * |
304,372 |
2,264,528 |
Clearwater
Paper Corp. * |
145,416 |
5,567,979 |
Coeur
Mining, Inc. * |
1,162,346 |
2,801,254 |
Compass
Minerals International, Inc.
|
196,081 |
5,911,842 |
Constellium
SE * |
588,337 |
10,590,066 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Ecovyst,
Inc. * |
298,885 |
3,060,582 |
Element
Solutions, Inc.
|
603,490 |
12,443,964 |
Glatfelter
Corp. * |
951,388 |
1,902,776 |
Greif,
Inc., Class A
|
124,705 |
9,052,336 |
H.B.
Fuller Co.
|
165,648 |
12,014,449 |
Hawkins,
Inc.
|
65,919 |
4,099,503 |
Hecla
Mining Co.
|
1,093,210 |
4,799,192 |
Ingevity
Corp. * |
109,980 |
5,926,822 |
Innospec,
Inc.
|
79,578 |
8,548,269 |
Kaiser
Aluminum Corp.
|
107,492 |
8,160,793 |
Koppers
Holdings, Inc.
|
156,634 |
5,997,516 |
Livent
Corp. * |
96,860 |
2,079,584 |
Materion
Corp.
|
62,857 |
6,838,213 |
Mativ
Holdings, Inc.
|
437,330 |
7,172,212 |
Mercer
International, Inc.
|
383,979 |
3,490,369 |
Minerals
Technologies, Inc.
|
151,953 |
9,284,328 |
Myers
Industries, Inc.
|
133,506 |
2,511,248 |
NewMarket
Corp.
|
28,044 |
13,170,584 |
Olympic
Steel, Inc.
|
114,243 |
6,114,285 |
Orion
S.A.
|
291,884 |
6,602,416 |
Pactiv
Evergreen, Inc.
|
482,876 |
3,969,241 |
Quaker
Chemical Corp.
|
21,032 |
3,732,759 |
Rayonier
Advanced Materials, Inc. * |
961,024 |
3,392,415 |
Royal
Gold, Inc.
|
71,386 |
8,001,657 |
Ryerson
Holding Corp.
|
54,355 |
1,692,615 |
Schnitzer
Steel Industries, Inc., Class A
|
277,277 |
9,205,596 |
Sensient
Technologies Corp.
|
133,762 |
8,241,077 |
Southern
Copper Corp.
|
185,681 |
14,977,029 |
Stepan
Co.
|
99,321 |
8,667,744 |
Summit
Materials, Inc., Class A * |
368,458 |
13,784,014 |
SunCoke
Energy, Inc.
|
716,630 |
6,664,659 |
Sylvamo
Corp.
|
388,767 |
16,238,798 |
The
Scotts Miracle-Gro Co.
|
211,389 |
11,977,301 |
TimkenSteel
Corp. * |
257,112 |
5,633,324 |
TriMas
Corp.
|
152,244 |
3,988,793 |
Trinseo
plc
|
589,516 |
6,207,603 |
Tronox
Holdings plc
|
658,256 |
8,978,612 |
Westlake
Corp.
|
120,203 |
15,744,189 |
Worthington
Industries, Inc.
|
197,514 |
14,866,879 |
|
|
420,355,482 |
| ||
Media
& Entertainment 3.3%
| ||
AMC
Entertainment Holdings, Inc.,
Class
A
*(a) |
58,035 |
728,339 |
AMC
Networks, Inc., Class A * |
685,630 |
7,980,733 |
Bumble,
Inc., Class A * |
136,005 |
2,282,164 |
Cable
One, Inc.
|
14,128 |
9,191,253 |
Cargurus,
Inc. * |
76,747 |
1,389,888 |
Cars.com,
Inc. * |
179,426 |
3,353,472 |
Cinemark
Holdings, Inc. * |
746,706 |
12,156,374 |
Clear
Channel Outdoor Holdings, Inc. * |
7,457,246 |
10,813,007 |
Gannett
Co., Inc. * |
2,063,168 |
6,003,819 |
Gray
Television, Inc.
|
843,791 |
6,800,955 |
IAC,
Inc. * |
148,855 |
8,236,147 |
iHeartMedia,
Inc., Class A * |
1,926,988 |
6,956,427 |
John
Wiley & Sons, Inc., Class A
|
190,635 |
7,083,997 |
Liberty
Broadband Corp., Class C * |
16,782 |
1,570,124 |
Liberty
Media Corp.-Liberty Formula
One,
Class C * |
131,652 |
9,056,341 |
Lions
Gate Entertainment Corp.,
Class
A * |
1,004,054 |
7,952,108 |
Madison
Square Garden Entertainment
Corp.
* |
60,689 |
1,947,510 |
Match
Group, Inc. * |
231,284 |
10,840,281 |
Pinterest,
Inc., Class A * |
213,905 |
5,880,248 |
Roku,
Inc. * |
64,124 |
5,206,869 |
Scholastic
Corp.
|
142,908 |
6,209,353 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Shutterstock,
Inc.
|
42,704 |
1,798,265 |
Sinclair,
Inc.
|
261,140 |
3,295,587 |
Sirius
XM Holdings, Inc.
(a) |
2,125,062 |
9,350,273 |
Sphere
Entertainment Co. * |
56,421 |
1,978,120 |
Spotify
Technology S.A. * |
112,766 |
17,362,581 |
Taboola.com
Ltd. * |
349,601 |
1,311,004 |
The
E.W. Scripps Co., Class A * |
343,590 |
2,625,028 |
The
New York Times Co., Class A
|
299,754 |
13,270,109 |
The
Trade Desk, Inc., Class A * |
49,677 |
3,975,650 |
Thryv
Holdings, Inc. * |
132,723 |
2,706,222 |
TripAdvisor,
Inc. * |
364,956 |
5,514,485 |
WideOpenWest,
Inc. * |
281,202 |
2,277,736 |
World
Wrestling Entertainment, Inc.,
Class
A
|
41,705 |
4,026,618 |
Yelp,
Inc. * |
296,112 |
12,688,399 |
Ziff
Davis, Inc. * |
136,774 |
9,115,987 |
ZoomInfo
Technologies, Inc. * |
57,815 |
1,041,826 |
|
|
223,977,299 |
| ||
Pharmaceuticals,
Biotechnology & Life Sciences 2.2%
| ||
Alkermes
plc * |
133,344 |
3,892,311 |
Azenta,
Inc. * |
84,721 |
4,780,806 |
BioMarin
Pharmaceutical, Inc. * |
72,491 |
6,624,228 |
Bio-Rad
Laboratories, Inc., Class A * |
26,667 |
10,672,134 |
Bio-Techne
Corp.
|
90,217 |
7,073,013 |
Bruker
Corp.
|
127,249 |
8,347,534 |
Charles
River Laboratories International,
Inc.
* |
61,679 |
12,756,451 |
Corcept
Therapeutics, Inc. * |
119,315 |
3,905,180 |
Elanco
Animal Health, Inc. * |
1,051,361 |
12,826,604 |
Emergent
BioSolutions, Inc. * |
568,584 |
2,666,659 |
Exact
Sciences Corp. * |
50,654 |
4,238,220 |
Exelixis,
Inc. * |
440,162 |
9,855,227 |
Halozyme
Therapeutics, Inc. * |
35,300 |
1,502,368 |
Horizon
Therapeutics plc * |
127,919 |
14,421,588 |
Incyte
Corp. * |
130,255 |
8,405,355 |
Innoviva,
Inc. * |
173,717 |
2,214,892 |
Medpace
Holdings, Inc. * |
20,301 |
5,486,751 |
Myriad
Genetics, Inc. * |
180,267 |
3,217,766 |
Neurocrine
Biosciences, Inc. * |
18,369 |
2,000,201 |
Prestige
Consumer Healthcare, Inc. * |
115,525 |
6,738,573 |
Repligen
Corp. * |
7,742 |
1,346,411 |
Royalty
Pharma plc, Class A
|
323,958 |
9,660,428 |
Seagen,
Inc. * |
25,444 |
5,243,245 |
Supernus
Pharmaceuticals, Inc. * |
85,430 |
2,720,091 |
|
|
150,596,036 |
| ||
Real
Estate Management & Development 0.8%
| ||
CoStar
Group, Inc. * |
155,924 |
12,784,209 |
Cushman
& Wakefield plc * |
724,902 |
6,661,849 |
Douglas
Elliman, Inc.
|
341,941 |
858,272 |
eXp
World Holdings, Inc.
|
95,884 |
1,842,891 |
Howard
Hughes Holdings, Inc. * |
62,700 |
4,931,355 |
Kennedy-Wilson
Holdings, Inc.
|
434,925 |
6,945,752 |
Marcus
& Millichap, Inc.
|
92,907 |
3,093,803 |
Newmark
Group, Inc., Class A
|
633,388 |
4,490,721 |
Opendoor
Technologies, Inc. * |
1,151,587 |
4,491,189 |
The
RMR Group, Inc., Class A
|
43,386 |
1,096,798 |
Zillow
Group, Inc., Class C * |
183,457 |
9,569,117 |
|
|
56,765,956 |
| ||
Semiconductors
& Semiconductor Equipment 2.2%
| ||
Amkor
Technology, Inc.
|
460,461 |
12,874,490 |
Axcelis
Technologies, Inc. * |
30,042 |
5,772,570 |
Cirrus
Logic, Inc. * |
176,256 |
14,460,042 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Cohu,
Inc. * |
44,223 |
1,653,498 |
Diodes,
Inc. * |
105,356 |
8,623,389 |
Enphase
Energy, Inc. * |
10,318 |
1,305,537 |
Entegris,
Inc.
|
179,833 |
18,211,688 |
FormFactor,
Inc. * |
146,424 |
5,171,696 |
GLOBALFOUNDRIES,
Inc.
*(a) |
31,750 |
1,754,188 |
Ichor
Holdings Ltd. * |
100,813 |
3,692,780 |
Kulicke
& Soffa Industries, Inc.
|
148,497 |
7,681,750 |
Lattice
Semiconductor Corp. * |
34,569 |
3,362,181 |
Magnachip
Semiconductor Corp. * |
176,769 |
1,453,041 |
Monolithic
Power Systems, Inc.
|
15,470 |
8,063,119 |
Onto
Innovation, Inc. * |
42,475 |
5,903,175 |
Photronics,
Inc. * |
249,252 |
5,922,228 |
Power
Integrations, Inc.
|
69,404 |
5,831,324 |
Semtech
Corp. * |
182,842 |
4,781,318 |
Silicon
Laboratories, Inc. * |
57,154 |
7,707,788 |
SMART
Global Holdings, Inc. * |
174,093 |
4,496,822 |
SolarEdge
Technologies, Inc. * |
18,797 |
3,055,828 |
Synaptics,
Inc. * |
77,272 |
6,764,391 |
Ultra
Clean Holdings, Inc. * |
148,009 |
5,203,996 |
Universal
Display Corp.
|
33,238 |
5,403,169 |
Wolfspeed,
Inc. * |
59,597 |
2,849,929 |
|
|
151,999,937 |
| ||
Software
& Services 4.0%
| ||
ACI
Worldwide, Inc. * |
306,139 |
7,433,055 |
Alarm.com
Holdings, Inc. * |
45,429 |
2,660,777 |
AppLovin
Corp., Class A * |
101,080 |
4,368,678 |
Bentley
Systems, Inc., Class B
|
108,541 |
5,417,281 |
Black
Knight, Inc. * |
171,842 |
13,018,750 |
Blackbaud,
Inc. * |
62,666 |
4,769,509 |
Cerence,
Inc. * |
170,645 |
4,453,834 |
CommVault
Systems, Inc. * |
86,568 |
5,913,460 |
Consensus
Cloud Solutions, Inc. * |
64,332 |
2,054,121 |
Dolby
Laboratories, Inc., Class A
|
127,790 |
10,794,421 |
Dropbox,
Inc., Class A * |
475,029 |
13,201,056 |
Ebix,
Inc.
|
198,022 |
3,306,967 |
Envestnet,
Inc. * |
66,300 |
3,621,969 |
EPAM
Systems, Inc. * |
42,166 |
10,920,572 |
Fair
Isaac Corp. * |
19,509 |
17,647,646 |
Globant
S.A. * |
22,791 |
4,660,076 |
GoDaddy,
Inc., Class A * |
162,282 |
11,767,068 |
Guidewire
Software, Inc. * |
43,809 |
3,786,412 |
InterDigital,
Inc.
|
115,838 |
10,044,313 |
LiveRamp
Holdings, Inc. * |
305,863 |
9,891,609 |
Manhattan
Associates, Inc. * |
49,456 |
10,020,775 |
Palantir
Technologies, Inc., Class A * |
162,956 |
2,441,081 |
Pegasystems,
Inc.
|
69,890 |
3,470,737 |
Perficient,
Inc. * |
44,459 |
2,836,040 |
Progress
Software Corp.
|
78,895 |
4,799,972 |
PTC,
Inc. * |
46,586 |
6,856,062 |
Qualys,
Inc. * |
27,180 |
4,230,567 |
Rackspace
Technology, Inc. * |
742,199 |
1,855,498 |
RingCentral,
Inc., Class A * |
199,650 |
6,175,174 |
ServiceNow,
Inc. * |
22,611 |
13,314,035 |
Snowflake,
Inc., Class A * |
7,384 |
1,158,180 |
Splunk,
Inc. * |
97,268 |
11,794,718 |
SPS
Commerce, Inc. * |
7,199 |
1,339,950 |
Teradata
Corp. * |
329,578 |
15,249,574 |
Twilio,
Inc., Class A * |
90,729 |
5,780,345 |
Tyler
Technologies, Inc. * |
21,376 |
8,516,840 |
Unisys
Corp. * |
837,876 |
3,376,640 |
Verint
Systems, Inc. * |
71,879 |
2,328,161 |
Workday,
Inc., Class A * |
35,055 |
8,570,947 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Zoom
Video Communications, Inc.,
Class
A * |
97,031 |
6,892,112 |
|
|
270,738,982 |
| ||
Technology
Hardware & Equipment 4.5%
| ||
ADTRAN
Holdings, Inc.
|
193,307 |
1,652,775 |
Advanced
Energy Industries, Inc.
|
67,396 |
7,957,446 |
Badger
Meter, Inc.
|
32,399 |
5,380,826 |
Belden,
Inc.
|
112,206 |
10,536,143 |
Benchmark
Electronics, Inc.
|
457,848 |
11,785,008 |
Cognex
Corp.
|
222,098 |
10,456,374 |
Coherent
Corp. * |
284,693 |
10,712,998 |
CommScope
Holding Co., Inc. * |
1,627,680 |
5,436,451 |
Comtech
Telecommunications Corp.
|
240,223 |
2,414,241 |
Crane
NXT Co.
|
123,043 |
7,303,833 |
CTS
Corp.
|
74,973 |
3,347,544 |
ePlus,
Inc. * |
133,411 |
8,855,822 |
Fabrinet
* |
77,374 |
12,439,418 |
IPG
Photonics Corp. * |
99,015 |
10,729,265 |
Itron,
Inc. * |
122,293 |
8,366,064 |
Knowles
Corp. * |
343,846 |
5,511,851 |
Littelfuse,
Inc.
|
45,425 |
12,132,109 |
Lumentum
Holdings, Inc. * |
141,224 |
7,644,455 |
Methode
Electronics, Inc.
|
152,703 |
4,924,672 |
National
Instruments Corp.
|
274,318 |
16,349,353 |
NETGEAR,
Inc. * |
287,210 |
3,785,428 |
NetScout
Systems, Inc. * |
274,139 |
7,848,600 |
Novanta,
Inc. * |
20,782 |
3,470,178 |
OSI
Systems, Inc. * |
59,347 |
8,091,963 |
PC
Connection, Inc.
|
110,885 |
5,890,211 |
Plexus
Corp. * |
131,157 |
13,318,993 |
Pure
Storage, Inc., Class A * |
80,633 |
2,950,361 |
Rogers
Corp. * |
41,837 |
6,045,865 |
ScanSource,
Inc. * |
331,448 |
10,864,865 |
Stratasys
Ltd. * |
195,927 |
2,880,127 |
Super
Micro Computer, Inc. * |
116,046 |
31,921,934 |
TTM
Technologies, Inc. * |
798,259 |
11,894,059 |
ViaSat,
Inc. * |
269,685 |
7,481,062 |
Viavi
Solutions, Inc. * |
481,104 |
5,027,537 |
Vontier
Corp.
|
561,972 |
17,651,541 |
|
|
303,059,372 |
| ||
Telecommunication
Services 0.8%
| ||
ATN
International, Inc.
|
59,592 |
2,137,565 |
Cogent
Communications Holdings, Inc.
|
81,149 |
5,727,496 |
Consolidated
Communications Holdings,
Inc.
* |
1,273,460 |
5,030,167 |
EchoStar
Corp., Class A * |
356,160 |
6,190,061 |
Frontier
Communications Parent, Inc. * |
469,908 |
7,527,926 |
GCI
Liberty, Inc.
*(c) |
31,423 |
5,674 |
Iridium
Communications, Inc.
|
95,670 |
4,683,047 |
Liberty
Latin America Ltd., Class A * |
111,234 |
994,432 |
Liberty
Latin America Ltd., Class C * |
1,844,748 |
16,528,942 |
Shenandoah
Telecommunications Co.
|
222,211 |
5,053,078 |
|
|
53,878,388 |
| ||
Transportation
3.1%
| ||
Air
Transport Services Group, Inc. * |
282,700 |
6,095,012 |
Alaska
Air Group, Inc. * |
156,763 |
6,579,343 |
American
Airlines Group, Inc. * |
1,035,900 |
15,258,807 |
ArcBest
Corp.
|
137,349 |
14,502,681 |
Costamare,
Inc.
|
263,571 |
2,717,417 |
Covenant
Logistics Group, Inc.
|
73,725 |
3,625,058 |
Danaos
Corp.
|
43,519 |
2,920,995 |
Daseke,
Inc. * |
1,447,609 |
7,672,328 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Forward
Air Corp.
|
77,594 |
5,495,207 |
Genco
Shipping & Trading Ltd.
|
74,037 |
1,012,086 |
Golden
Ocean Group Ltd.
(a) |
447,771 |
3,273,206 |
Heartland
Express, Inc.
|
236,942 |
3,575,455 |
Hub
Group, Inc., Class A * |
177,872 |
13,881,131 |
JetBlue
Airways Corp. * |
859,992 |
5,091,153 |
Kirby
Corp. * |
163,932 |
13,578,487 |
Lyft,
Inc., Class A * |
407,637 |
4,801,964 |
Marten
Transport Ltd.
|
229,299 |
4,815,279 |
Matson,
Inc.
|
40,515 |
3,560,458 |
RXO,
Inc. * |
535,376 |
9,679,598 |
Saia,
Inc. * |
41,426 |
17,655,761 |
Schneider
National, Inc., Class B
|
334,781 |
9,678,519 |
SkyWest,
Inc. * |
200,909 |
9,060,996 |
Spirit
Airlines, Inc.
|
136,590 |
2,253,735 |
Star
Bulk Carriers Corp.
|
102,670 |
1,805,965 |
U-Haul
Holding Co.,Non Voting
|
231,691 |
12,335,229 |
XPO,
Inc. * |
378,124 |
28,219,394 |
|
|
209,145,264 |
| ||
Utilities
2.5%
| ||
ALLETE,
Inc.
|
198,028 |
10,871,737 |
American
States Water Co.
|
49,799 |
4,193,574 |
Atlantica
Sustainable Infrastructure plc
|
254,675 |
5,717,454 |
Avangrid,
Inc.
|
232,271 |
8,013,349 |
Avista
Corp.
|
295,893 |
9,850,278 |
California
Water Service Group
|
93,361 |
4,691,390 |
Chesapeake
Utilities Corp.
|
32,639 |
3,593,554 |
Clearway
Energy, Inc., Class C
|
188,376 |
4,666,074 |
Essential
Utilities, Inc.
|
303,785 |
11,209,666 |
Hawaiian
Electric Industries, Inc.
(a) |
380,996 |
5,341,564 |
IDACORP,
Inc.
|
126,985 |
12,170,242 |
MGE
Energy, Inc.
|
72,762 |
5,270,152 |
New
Jersey Resources Corp.
|
240,940 |
10,160,440 |
Northwest
Natural Holding Co.
|
114,641 |
4,503,098 |
NorthWestern
Corp.
|
216,419 |
10,907,518 |
ONE
Gas, Inc.
|
159,162 |
11,534,470 |
Ormat
Technologies, Inc.
|
73,288 |
5,565,491 |
Otter
Tail Corp.
|
96,179 |
7,922,264 |
PNM
Resources, Inc.
|
270,600 |
11,990,286 |
ReNew
Energy Global PLC, Class A * |
257,871 |
1,573,013 |
SJW
Group
|
49,163 |
3,232,959 |
Spire,
Inc.
|
182,987 |
10,688,271 |
Unitil
Corp.
|
57,501 |
2,807,199 |
|
|
166,474,043 |
Total
Common Stocks
(Cost
$6,379,545,638) |
6,773,911,473 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
SHORT-TERM
INVESTMENTS
0.8%
OF NET ASSETS
| ||
| ||
Money
Market Funds 0.8%
| ||
State
Street Institutional U.S. Government
Money
Market Fund, Premier Class
5.28%
(d) |
6,330,994 |
6,330,994 |
State
Street Institutional U.S. Government
Money
Market Fund, Premier Class
5.28%
(d)(e) |
50,250,646 |
50,250,646 |
|
|
56,581,640 |
Total
Short-Term Investments
(Cost
$56,581,640) |
56,581,640 | |
Total
Investments in Securities
(Cost
$6,436,127,278) |
6,830,493,113 |
|
NUMBER
OF
CONTRACTS |
NOTIONAL
AMOUNT
($) |
CURRENT
VALUE/
UNREALIZED
DEPRECIATION
($) |
FUTURES
CONTRACTS
| |||
Long |
|
|
|
Russell
2000 Index, e-mini,
expires
09/15/23 |
162 |
15,402,960 |
(47,923
) |
* |
Non-income
producing security. |
(a) |
All
or a portion of this security is on loan. Securities on loan were valued
at
$48,477,882. |
(b) |
On
October 15, 2023, the issuer filed for
bankruptcy. |
(c) |
Fair valued
using significant unobservable inputs (see financial note 2(a),
Securities
for which no quoted value is available, for additional
information). |
(d) |
The
rate shown is the annualized 7-day yield. |
(e) |
Security
purchased with cash collateral received for securities on
loan. |
REIT
— |
Real
Estate Investment Trust |
DESCRIPTION |
QUOTED
PRICES IN
ACTIVE
MARKETS FOR
IDENTICAL
ASSETS
(LEVEL
1) |
OTHER
SIGNIFICANT
OBSERVABLE
INPUTS
(LEVEL
2) |
SIGNIFICANT
UNOBSERVABLE
INPUTS
(LEVEL
3) |
TOTAL |
Assets |
|
|
|
|
Common
Stocks1
|
$6,041,714,080 |
$— |
$— |
$6,041,714,080 |
Financial
Services |
408,678,913 |
— |
3,553,703 |
412,232,616 |
Health
Care Equipment & Services |
266,086,389 |
— |
0
* |
266,086,389 |
Telecommunication
Services |
53,872,714 |
— |
5,674 |
53,878,388 |
Short-Term
Investments1
|
56,581,640 |
— |
— |
56,581,640 |
Liabilities |
|
|
|
|
Futures
Contracts2
|
(47,923
) |
— |
— |
(47,923
) |
Total |
$6,826,885,813 |
$— |
$3,559,377 |
$6,830,445,190 |
* |
Level
3 amount shown includes securities determined to have no value at August
31, 2023. |
1
|
As
categorized in the Portfolio Holdings.
|
2
|
Futures
contracts are reported at cumulative unrealized appreciation or
depreciation. |
Assets | ||
Investments
in securities, at value - unaffiliated (cost $6,436,127,278) including
securities on loan of $48,477,882 |
|
$6,830,493,113 |
Cash |
|
724,099 |
Deposit
with broker for futures contracts |
|
899,000 |
Receivables: |
|
|
Dividends |
|
8,913,565 |
Fund
shares sold |
|
5,134,204 |
Investments
sold |
|
1,860,167 |
Income
from securities on loan |
+ |
423,383 |
Total
assets |
|
6,848,447,531 |
| ||
Liabilities | ||
Collateral
held for securities on loan |
|
50,250,646 |
Payables: |
|
|
Investments
bought |
|
11,882,190 |
Management
fees |
|
1,433,576 |
Variation
margin on futures contracts |
+ |
48,523 |
Total
liabilities |
|
63,614,935 |
Net
assets |
|
$6,784,832,596 |
| ||
Net
Assets by Source | ||
Capital
received from investors |
|
$6,898,043,103 |
Total
distributable loss |
+ |
(113,210,507
) |
Net
assets |
|
$6,784,832,596 |
Net
Asset Value (NAV)
| ||||
Net
Assets
|
÷ |
Shares
Outstanding |
= |
NAV |
$6,784,832,596 |
|
132,150,000 |
|
$51.34 |
|
|
|
|
|
|
|
|
|
|
For
the period March 1, 2023 through August 31, 2023; unaudited
| ||
Investment
Income
| ||
Dividends
received from securities - unaffiliated (net of foreign withholding tax of
$34,166) |
|
$62,835,204 |
Securities
on loan, net |
+ |
2,558,063 |
Total
investment income
|
|
65,393,267 |
| ||
Expenses | ||
Management
fees |
|
7,968,824 |
Total
expenses |
– |
7,968,824 |
Net
investment income |
|
57,424,443 |
| ||
REALIZED
AND UNREALIZED GAINS (LOSSES) | ||
Net
realized losses on sales of securities -
unaffiliated |
|
(95,249,528
) |
Net
realized gains on sales of in-kind redemptions -
unaffiliated |
|
172,977,599 |
Net
realized gains on futures contracts |
+ |
206,243 |
Net
realized gains |
|
77,934,314 |
Net
change in unrealized appreciation (depreciation) on securities -
unaffiliated |
|
(65,451,416
) |
Net
change in unrealized appreciation (depreciation) on futures
contracts |
+ |
(40,156
) |
Net
change in unrealized appreciation (depreciation) |
+ |
(65,491,572
) |
Net
realized and unrealized gains |
|
12,442,742 |
Increase
in net assets resulting from operations |
|
$69,867,185 |
OPERATIONS | |||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |
Net
investment income |
|
$57,424,443 |
$85,736,265 |
Net
realized gains |
|
77,934,314 |
196,878,392 |
Net
change in unrealized appreciation (depreciation) |
+ |
(65,491,572
) |
(327,802,100
) |
Increase
(decrease) in net assets resulting from operations |
|
$69,867,185 |
($45,187,443
) |
| |||
DISTRIBUTIONS
TO SHAREHOLDERS | |||
Total
distributions |
|
($41,576,740
) |
($74,669,735
) |
TRANSACTIONS
IN FUND SHARES | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
VALUE |
SHARES |
VALUE |
Shares
sold |
|
14,800,000 |
$718,343,267 |
51,850,000 |
$2,567,816,882 |
Shares
redeemed |
+ |
(8,350,000
) |
(394,793,358
) |
(17,500,000
) |
(858,079,463
) |
Net
transactions in fund shares
|
|
6,450,000 |
$323,549,909 |
34,350,000 |
$1,709,737,419 |
| |||||
SHARES
OUTSTANDING AND NET ASSETS | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
NET
ASSETS |
SHARES |
NET
ASSETS |
Beginning
of period |
|
125,700,000 |
$6,432,992,242 |
91,350,000 |
$4,843,112,001 |
Total
increase |
+ |
6,450,000 |
351,840,354 |
34,350,000 |
1,589,880,241 |
End
of period |
|
132,150,000 |
$6,784,832,596 |
125,700,000 |
$6,432,992,242 |
|
3/1/23–
8/31/23* |
3/1/22–
2/28/23 |
3/1/21–
2/28/22 |
3/1/20–
2/28/21 |
3/1/19–
2/29/20 |
3/1/18–
2/28/19 |
Per-Share
Data | ||||||
Net
asset value at beginning of period |
$30.98 |
$32.25 |
$30.94 |
$25.24 |
$27.54 |
$30.28 |
Income
(loss) from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)1
|
0.74 |
1.03 |
1.04 |
0.70 |
0.91 |
0.94 |
Net
realized and unrealized gains (losses) |
1.04 |
(1.40
) |
1.42 |
5.64 |
(2.29
) |
(2.81
) |
Total
from investment operations |
1.78 |
(0.37
) |
2.46 |
6.34 |
(1.38
) |
(1.87
) |
Less
distributions: |
|
|
|
|
|
|
Distributions
from net investment income |
(0.38
) |
(0.90
) |
(1.15
) |
(0.64
) |
(0.92
) |
(0.87
) |
Net
asset value at end of period |
$32.38 |
$30.98 |
$32.25 |
$30.94 |
$25.24 |
$27.54 |
Total
return |
5.76
%2 |
(0.91
%) |
7.95
% |
25.47
% |
(5.32
%) |
(6.00
%) |
Ratios/Supplemental
Data | ||||||
Ratios
to average net assets: |
|
|
|
|
|
|
Total
expenses |
0.25
%3 |
0.25
%4 |
0.25
% |
0.25
% |
0.25
% |
0.25
% |
Net
investment income (loss) |
4.64
%3 |
3.50
% |
3.16
% |
2.74
% |
3.27
% |
3.29
% |
Portfolio
turnover rate5
|
6
%2 |
15
% |
15
% |
15
% |
20
% |
14
% |
Net
assets, end of period (x 1,000,000) |
$10,766 |
$9,343 |
$7,382 |
$5,721 |
$4,417 |
$4,084 |
* |
Unaudited. |
1 |
Calculated
based on the average shares outstanding during the
period. |
2 |
Not
annualized. |
3 |
Annualized. |
4 |
Ratio
includes less than 0.005% of non-routine proxy
expenses. |
5 |
Portfolio
turnover rate excludes securities received or delivered from processing of
in-kind creations or
redemptions. |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
COMMON
STOCKS
98.5% OF NET ASSETS
| ||
| ||
Australia
4.7%
| ||
AGL
Energy Ltd.
|
1,675,647 |
12,035,230 |
Amcor
plc
|
701,974 |
6,864,965 |
AMP
Ltd.
|
3,888,979 |
3,186,152 |
Ampol
Ltd.
|
313,129 |
7,158,769 |
ANZ
Group Holdings Ltd.
|
1,916,000 |
31,431,928 |
APA
Group
|
499,627 |
2,909,015 |
Aristocrat
Leisure Ltd.
|
137,285 |
3,636,526 |
Aurizon
Holdings Ltd.
|
1,899,814 |
4,491,013 |
BHP
Group Ltd.
|
2,751,853 |
79,933,348 |
BlueScope
Steel Ltd.
|
611,091 |
8,315,192 |
Brambles
Ltd.
|
765,037 |
7,417,278 |
Coles
Group Ltd.
|
742,525 |
7,824,182 |
Commonwealth
Bank of Australia
|
637,371 |
42,179,218 |
Computershare
Ltd.
|
142,993 |
2,331,905 |
CSL
Ltd.
|
60,498 |
10,717,323 |
Downer
EDI Ltd.
|
1,138,623 |
3,156,197 |
Endeavour
Group Ltd.
|
497,437 |
1,771,908 |
Fortescue
Metals Group Ltd.
|
956,187 |
13,271,051 |
Goodman
Group
|
220,485 |
3,335,740 |
Incitec
Pivot Ltd.
|
1,186,461 |
2,251,445 |
Insurance
Australia Group Ltd.
|
1,497,262 |
5,643,664 |
James
Hardie Industries plc * |
110,989 |
3,344,670 |
JB
Hi-Fi Ltd.
|
95,162 |
2,814,718 |
Lendlease
Corp., Ltd.
|
977,347 |
4,943,564 |
Macquarie
Group Ltd.
|
101,275 |
11,644,325 |
Medibank
Pvt Ltd.
|
1,912,962 |
4,534,483 |
Metcash
Ltd.
|
1,177,001 |
2,843,322 |
Mineral
Resources Ltd.
|
36,927 |
1,710,695 |
Mirvac
Group
|
2,048,032 |
3,209,907 |
National
Australia Bank Ltd.
|
1,482,499 |
27,805,666 |
Newcrest
Mining Ltd.
|
432,479 |
7,290,873 |
Orica
Ltd.
|
256,821 |
2,613,046 |
Origin
Energy Ltd.
|
1,183,539 |
6,676,380 |
QBE
Insurance Group Ltd.
|
545,984 |
5,297,025 |
Ramsay
Health Care Ltd.
|
74,025 |
2,466,631 |
Rio
Tinto Ltd.
|
324,691 |
23,741,301 |
Santos
Ltd.
|
892,000 |
4,430,988 |
Scentre
Group
|
2,495,390 |
4,444,383 |
Sims
Ltd.
|
236,940 |
2,353,987 |
Sonic
Healthcare Ltd.
|
213,329 |
4,443,306 |
South32
Ltd.
|
2,928,431 |
6,448,434 |
Stockland
|
1,461,379 |
4,012,999 |
Suncorp
Group Ltd.
|
987,731 |
8,719,164 |
Telstra
Group Ltd.
|
3,487,786 |
9,058,046 |
Transurban
Group
|
575,914 |
4,945,856 |
Treasury
Wine Estates Ltd.
|
273,872 |
2,069,945 |
Wesfarmers
Ltd.
|
587,416 |
20,494,299 |
Westpac
Banking Corp.
|
2,289,988 |
32,554,277 |
Woodside
Energy Group Ltd.
|
411,780 |
9,872,838 |
Woolworths
Group Ltd.
|
576,826 |
14,244,656 |
Worley
Ltd.
|
246,519 |
2,789,225 |
|
|
501,681,058 |
|
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Austria
0.3%
| ||
BAWAG
Group AG
|
56,340 |
2,662,410 |
Erste
Group Bank AG
|
253,709 |
9,078,718 |
OMV
AG
|
179,413 |
8,328,425 |
Raiffeisen
Bank International AG * |
207,991 |
2,991,094 |
Voestalpine
AG
|
218,269 |
6,391,514 |
Wienerberger
AG
|
104,310 |
2,880,134 |
|
|
32,332,295 |
| ||
Belgium
0.7%
| ||
Ageas
S.A./N.V.
|
174,423 |
6,943,889 |
Anheuser-Busch
InBev S.A./N.V.
|
530,126 |
30,207,036 |
Etablissements
Franz Colruyt N.V.
|
97,117 |
3,713,450 |
Groupe
Bruxelles Lambert N.V.
|
93,638 |
7,557,205 |
KBC
Group N.V.
|
158,822 |
10,439,176 |
Proximus
SADP
|
349,899 |
2,649,985 |
Solvay
S.A.
|
68,735 |
7,974,902 |
UCB
S.A.
|
56,026 |
5,034,886 |
Umicore
S.A.
|
191,918 |
5,097,056 |
|
|
79,617,585 |
| ||
Canada
6.5%
| ||
Agnico
Eagle Mines Ltd.
|
144,991 |
7,031,198 |
Algonquin
Power & Utilities Corp.
|
312,663 |
2,364,125 |
Alimentation
Couche-Tard, Inc.
|
484,170 |
25,286,561 |
AltaGas
Ltd.
|
154,453 |
3,016,112 |
ARC
Resources Ltd.
|
179,386 |
2,732,655 |
Atco
Ltd., Class I
|
85,621 |
2,360,518 |
B2Gold
Corp.
|
622,007 |
1,912,524 |
Bank
of Montreal
|
239,252 |
20,578,555 |
Barrick
Gold Corp.
|
940,097 |
15,217,210 |
Bausch
Health Cos., Inc. * |
542,299 |
4,521,330 |
BCE,
Inc.
|
202,362 |
8,561,441 |
Canadian
Imperial Bank of Commerce
|
441,369 |
17,466,201 |
Canadian
National Railway Co.
|
168,828 |
18,992,292 |
Canadian
Natural Resources Ltd.
|
440,616 |
28,470,121 |
Canadian
Pacific Kansas City Ltd.
|
142,306 |
11,281,822 |
Canadian
Tire Corp., Ltd., Class A
|
51,417 |
6,091,981 |
Cenovus
Energy, Inc.
|
354,998 |
7,068,736 |
CGI,
Inc. * |
95,753 |
9,971,985 |
CI
Financial Corp.
|
299,093 |
3,833,307 |
Constellation
Software, Inc.
|
1,396 |
2,863,773 |
Crescent
Point Energy Corp.
|
351,011 |
2,884,986 |
Dollarama,
Inc.
|
51,573 |
3,339,599 |
Emera,
Inc.
|
142,298 |
5,327,169 |
Enbridge,
Inc.
|
970,706 |
34,036,951 |
Fairfax
Financial Holdings Ltd.
|
12,183 |
10,033,742 |
Finning
International, Inc.
|
133,038 |
4,172,218 |
First
Quantum Minerals Ltd.
|
192,970 |
5,177,435 |
Fortis,
Inc.
|
233,824 |
9,158,013 |
Franco-Nevada
Corp.
|
16,851 |
2,424,491 |
George
Weston Ltd.
|
62,161 |
6,884,826 |
Gildan
Activewear, Inc.
|
112,624 |
3,354,704 |
Great-West
Lifeco, Inc.
|
141,839 |
4,070,814 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Hydro
One Ltd.
|
124,642 |
3,235,468 |
iA
Financial Corp., Inc.
|
44,526 |
2,789,807 |
Imperial
Oil Ltd.
|
123,616 |
7,010,648 |
Intact
Financial Corp.
|
33,931 |
4,777,601 |
Keyera
Corp.
|
126,611 |
3,123,748 |
Kinross
Gold Corp.
|
1,277,860 |
6,479,264 |
Linamar
Corp.
|
60,112 |
3,150,554 |
Loblaw
Cos., Ltd.
|
103,586 |
8,983,145 |
Lundin
Mining Corp.
|
445,868 |
3,453,710 |
Magna
International, Inc.
|
436,346 |
25,633,453 |
Manulife
Financial Corp.
|
1,046,265 |
19,317,565 |
Methanex
Corp.
|
55,041 |
2,339,227 |
Metro,
Inc.
|
134,589 |
6,927,660 |
National
Bank of Canada
|
112,353 |
7,820,157 |
Northland
Power, Inc.
|
80,617 |
1,522,425 |
Nutrien
Ltd.
|
282,314 |
17,859,681 |
Onex
Corp.
|
211,458 |
13,048,988 |
Open
Text Corp.
|
98,263 |
3,954,633 |
Parkland
Corp.
|
145,311 |
3,839,660 |
Pembina
Pipeline Corp.
|
220,260 |
6,837,592 |
Power
Corp. of Canada
|
323,285 |
8,817,190 |
Restaurant
Brands International, Inc.
|
72,669 |
5,040,826 |
RioCan
Real Estate Investment Trust
|
150,239 |
2,144,289 |
Royal
Bank of Canada
|
504,471 |
45,392,882 |
Saputo,
Inc.
|
159,805 |
3,450,168 |
SNC-Lavalin
Group, Inc.
|
149,197 |
4,855,423 |
Sun
Life Financial, Inc.
|
240,525 |
11,717,360 |
Suncor
Energy, Inc.
|
1,107,960 |
37,482,042 |
TC
Energy Corp.
|
473,331 |
17,072,732 |
Teck
Resources Ltd., Class B
|
257,427 |
10,632,337 |
TELUS
Corp.
|
251,512 |
4,411,382 |
TFI
International, Inc.
|
25,261 |
3,437,714 |
The
Bank of Nova Scotia
|
686,508 |
32,535,491 |
The
Toronto-Dominion Bank
|
689,372 |
41,995,669 |
Thomson
Reuters Corp.
|
38,901 |
5,002,687 |
Tourmaline
Oil Corp.
|
52,034 |
2,664,870 |
Waste
Connections, Inc.
|
41,893 |
5,735,806 |
West
Fraser Timber Co., Ltd.
|
70,886 |
5,351,488 |
Wheaton
Precious Metals Corp.
|
62,285 |
2,713,388 |
WSP
Global, Inc.
|
32,372 |
4,528,419 |
|
|
697,574,544 |
| ||
Denmark
1.0%
| ||
AP
Moller - Maersk A/S, Class A
|
3,266 |
5,859,533 |
AP
Moller - Maersk A/S, Class B
|
5,183 |
9,438,457 |
Carlsberg
A/S, Class B
|
41,253 |
5,983,441 |
Coloplast
A/S, Class B
|
26,916 |
3,077,705 |
Danske
Bank A/S
|
524,309 |
11,807,919 |
DSV
A/S
|
46,186 |
8,794,034 |
ISS
A/S
|
155,528 |
2,767,680 |
Novo
Nordisk A/S, Class B
|
195,527 |
36,275,406 |
Novozymes
A/S, Class B
|
57,426 |
2,496,255 |
Orsted
A/S
|
60,390 |
3,891,477 |
Pandora
A/S
|
53,640 |
5,575,726 |
Vestas
Wind Systems A/S * |
334,298 |
7,739,491 |
|
|
103,707,124 |
| ||
Finland
1.0%
| ||
Elisa
Oyj
|
55,549 |
2,729,332 |
Fortum
Oyj
|
455,624 |
6,131,941 |
Huhtamaki
Oyj
|
60,861 |
2,094,619 |
Kesko
Oyj, B Shares
|
215,297 |
4,210,779 |
Kone
Oyj, B Shares
|
145,351 |
6,625,780 |
Neste
Oyj
|
179,904 |
6,595,841 |
Nokia
Oyj
|
3,200,145 |
12,805,971 |
Nokian
Renkaat Oyj
|
284,421 |
2,471,422 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Nordea
Bank Abp
|
1,978,023 |
21,721,795 |
Outokumpu
Oyj
|
587,458 |
2,742,944 |
Sampo
Oyj, A Shares
|
215,407 |
9,475,587 |
Stora
Enso Oyj, R Shares
|
498,876 |
6,364,803 |
UPM-Kymmene
Oyj
|
386,298 |
13,257,268 |
Valmet
Oyj
|
80,578 |
2,055,200 |
Wartsila
Oyj Abp
|
366,430 |
4,663,088 |
|
|
103,946,370 |
| ||
France
8.8%
| ||
Accor
S.A.
|
71,788 |
2,578,210 |
Air
Liquide S.A.
|
180,585 |
32,704,206 |
Airbus
SE
|
109,050 |
16,023,223 |
ALD
S.A.
|
228,814 |
2,218,947 |
Alstom
S.A.
|
165,757 |
4,589,359 |
Amundi
S.A.
|
35,237 |
2,105,358 |
Arkema
S.A.
|
75,885 |
7,959,441 |
Atos
SE
*(a) |
460,895 |
3,882,803 |
AXA
S.A.
|
1,168,759 |
35,232,928 |
BNP
Paribas S.A.
|
947,936 |
61,432,161 |
Bollore
SE
|
618,990 |
3,671,500 |
Bouygues
S.A.
|
354,195 |
12,263,172 |
Bureau
Veritas S.A.
|
92,488 |
2,483,446 |
Capgemini
SE
|
53,453 |
9,998,920 |
Carrefour
S.A.
|
1,118,436 |
21,449,511 |
Casino
Guichard Perrachon S.A.
*(a) |
313,904 |
1,007,778 |
Cie
de Saint-Gobain S.A.
|
526,906 |
34,404,137 |
Cie
Generale des Etablissements
Michelin
S.C.A.
|
739,103 |
23,191,175 |
Credit
Agricole S.A.
|
1,042,148 |
13,184,044 |
Danone
S.A.
|
406,439 |
23,745,945 |
Dassault
Systemes SE
|
66,230 |
2,631,626 |
Edenred
|
41,275 |
2,635,903 |
Eiffage
S.A.
|
75,506 |
7,483,712 |
Elis
S.A.
|
214,969 |
4,115,704 |
Engie
S.A.
|
1,779,260 |
28,754,367 |
EssilorLuxottica
S.A.
|
65,868 |
12,432,079 |
Eurazeo
SE
|
37,249 |
2,201,315 |
Eurofins
Scientific SE
|
32,550 |
2,008,051 |
Eutelsat
Communications S.A.
(a) |
342,194 |
2,087,269 |
Forvia
SE * |
376,233 |
8,019,884 |
Hermes
International SCA
|
2,377 |
4,903,829 |
Kering
S.A.
|
20,612 |
11,055,861 |
Klepierre
S.A.
|
110,183 |
2,917,925 |
Legrand
S.A.
|
85,280 |
8,432,091 |
L'Oreal
S.A.
|
52,549 |
23,144,415 |
LVMH
Moet Hennessy Louis Vuitton
SE
|
39,364 |
33,418,483 |
Orange
S.A.
|
3,215,941 |
36,153,778 |
Pernod-Ricard
S.A.
|
49,877 |
9,809,079 |
Publicis
Groupe S.A.
|
128,545 |
10,053,543 |
Renault
S.A.
|
525,932 |
21,311,570 |
Rexel
S.A.
|
345,344 |
8,133,573 |
Rubis
S.C.A.
|
136,686 |
3,340,890 |
Safran
S.A.
|
106,540 |
17,148,398 |
Sanofi
|
601,899 |
64,438,643 |
Schneider
Electric SE
|
181,834 |
31,296,315 |
SCOR
SE
|
217,167 |
6,774,080 |
SEB
S.A.
|
25,499 |
2,809,046 |
SES
S.A.
|
552,952 |
4,032,983 |
Societe
Generale S.A.
|
1,158,822 |
32,971,317 |
Sodexo
S.A.
|
53,050 |
5,701,354 |
STMicroelectronics
N.V.
|
167,745 |
7,949,737 |
Teleperformance
SE
|
19,237 |
2,669,364 |
Thales
S.A.
|
32,928 |
4,817,536 |
TotalEnergies
SE
|
2,221,955 |
140,041,511 |
Unibail-Rodamco-Westfield
* |
73,706 |
3,951,041 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Valeo
SE
|
490,397 |
9,580,541 |
Veolia
Environnement S.A.
|
460,061 |
14,410,580 |
Vinci
S.A.
|
269,436 |
30,108,829 |
Vivendi
SE
|
316,653 |
2,890,342 |
Wendel
SE
|
33,512 |
3,071,636 |
|
|
943,834,464 |
| ||
Germany
7.7%
| ||
adidas
AG
|
116,838 |
23,386,317 |
Allianz
SE
|
277,221 |
67,502,818 |
Aurubis
AG
|
77,797 |
6,456,049 |
BASF
SE
|
1,268,224 |
64,404,871 |
Bayer
AG
|
582,305 |
31,941,511 |
Bayerische
Motoren Werke AG
|
438,460 |
46,241,497 |
Beiersdorf
AG
|
27,724 |
3,634,900 |
Brenntag
SE
|
109,740 |
8,902,003 |
Coloplast
A/S * |
2,500 |
285,862 |
Commerzbank
AG
|
788,648 |
8,687,983 |
Continental
AG
|
208,653 |
15,539,787 |
Covestro
AG * |
366,641 |
19,526,607 |
Daimler
Truck Holding AG
|
281,815 |
9,937,646 |
Deutsche
Bank AG
|
1,178,406 |
12,856,333 |
Deutsche
Boerse AG
|
33,690 |
5,991,246 |
Deutsche
Lufthansa AG * |
690,683 |
6,182,220 |
Deutsche
Telekom AG
|
3,088,058 |
66,167,740 |
DHL
Group
|
809,214 |
37,840,702 |
E.ON
SE
|
1,695,910 |
20,946,659 |
Evonik
Industries AG
|
252,526 |
4,852,569 |
Freenet
AG
|
128,244 |
3,076,090 |
Fresenius
Medical Care AG & Co.
KGaA
|
309,444 |
14,962,339 |
Fresenius
SE & Co. KGaA
|
728,371 |
23,407,809 |
GEA
Group AG
|
84,590 |
3,341,874 |
Hannover
Rueck SE
|
27,203 |
5,794,236 |
Heidelberg
Materials AG
|
208,625 |
16,819,301 |
Henkel
AG & Co. KGaA
|
77,266 |
5,348,631 |
Infineon
Technologies AG
|
308,097 |
11,039,985 |
K+S
AG
|
157,243 |
2,961,014 |
KION
Group AG
|
107,574 |
4,308,275 |
Kloeckner
& Co. SE
|
244,582 |
2,091,801 |
Knorr-Bremse
AG
|
44,036 |
3,015,830 |
LANXESS
AG
|
119,392 |
3,781,205 |
Mercedes-Benz
Group AG
|
864,758 |
63,390,671 |
Merck
KGaA
|
32,206 |
5,802,492 |
METRO
AG * |
357,427 |
2,851,310 |
MTU
Aero Engines AG
|
15,747 |
3,688,238 |
Muenchener
Rueckversicherungs-Gesellschaft
AG
in Muenchen
|
63,932 |
24,854,989 |
ProSiebenSat.1
Media SE
(a) |
304,680 |
2,422,594 |
Puma
SE
|
38,970 |
2,622,357 |
Rheinmetall
AG
|
17,740 |
4,838,556 |
RWE
AG
|
251,258 |
10,379,069 |
Salzgitter
AG
|
79,089 |
2,334,827 |
SAP
SE
|
342,612 |
47,902,212 |
Siemens
AG
|
345,312 |
52,050,042 |
Siemens
Energy AG * |
430,088 |
6,143,034 |
Siemens
Healthineers AG
|
72,370 |
3,632,788 |
Symrise
AG, Class A
|
30,419 |
3,174,747 |
Telefonica
Deutschland Holding AG
|
1,028,109 |
1,957,215 |
ThyssenKrupp
AG
|
1,064,868 |
8,210,478 |
United
Internet AG
|
172,024 |
3,314,035 |
Volkswagen
AG
|
59,194 |
8,474,073 |
Vonovia
SE
|
346,897 |
8,324,516 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Zalando
SE * |
81,816 |
2,551,195 |
|
|
830,153,148 |
| ||
Hong
Kong 1.6%
| ||
AIA
Group Ltd.
|
3,044,504 |
27,642,897 |
BOC
Hong Kong Holdings Ltd.
|
1,962,389 |
5,455,425 |
CK
Asset Holdings Ltd.
|
1,375,264 |
7,593,832 |
CK
Hutchison Holdings Ltd.
|
4,072,151 |
22,199,695 |
CLP
Holdings Ltd.
|
1,221,192 |
9,577,366 |
Galaxy
Entertainment Group Ltd. * |
597,758 |
3,956,214 |
Hang
Seng Bank Ltd.
|
354,369 |
4,519,004 |
Henderson
Land Development Co.,
Ltd.
|
730,269 |
2,006,860 |
Hong
Kong & China Gas Co., Ltd.
|
4,665,575 |
3,432,954 |
Hong
Kong Exchanges & Clearing Ltd.
|
105,308 |
4,082,460 |
Hongkong
Land Holdings Ltd.
|
656,653 |
2,331,118 |
Jardine
Matheson Holdings Ltd.
|
251,430 |
11,958,011 |
Lenovo
Group Ltd.
|
7,843,698 |
8,872,203 |
Link
REIT
|
564,362 |
2,799,590 |
MTR
Corp., Ltd.
|
649,370 |
2,712,005 |
New
World Development Co., Ltd.
|
2,213,072 |
4,701,729 |
Orient
Overseas International Ltd.
|
98,955 |
1,327,518 |
PCCW
Ltd.
|
4,945,259 |
2,352,258 |
Sands
China Ltd. * |
1,113,170 |
3,768,886 |
Sino
Land Co., Ltd.
|
1,603,898 |
1,838,753 |
Sun
Hung Kai Properties Ltd.
|
959,213 |
10,800,970 |
Swire
Pacific Ltd., A Shares
|
786,843 |
6,492,013 |
Swire
Pacific Ltd., B Shares
|
494,803 |
652,439 |
Techtronic
Industries Co., Ltd.
|
344,967 |
3,409,308 |
WH
Group Ltd.
|
17,567,105 |
9,050,417 |
Wharf
Real Estate Investment Co.,
Ltd.
|
635,755 |
2,651,090 |
Xinyi
Glass Holdings Ltd.
|
1,204,635 |
1,778,898 |
|
|
167,963,913 |
| ||
Ireland
0.1%
| ||
Bank
of Ireland Group plc
|
390,664 |
3,900,017 |
Kerry
Group plc, Class A
|
52,197 |
4,880,003 |
Kingspan
Group plc
|
48,382 |
4,100,090 |
|
|
12,880,110 |
| ||
Israel
0.2%
| ||
Bank
Hapoalim B.M.
|
471,206 |
3,912,760 |
Bank
Leumi Le-Israel B.M.
|
628,264 |
4,891,074 |
ICL
Group Ltd.
|
378,679 |
2,273,091 |
Israel
Discount Bank Ltd., A Shares
|
450,045 |
2,257,157 |
Teva
Pharmaceutical Industries Ltd. * |
487,001 |
4,743,974 |
|
|
18,078,056 |
| ||
Italy
3.1%
| ||
A2A
S.p.A.
|
1,904,951 |
3,658,509 |
Assicurazioni
Generali S.p.A.
|
1,052,625 |
21,855,380 |
Banco
BPM S.p.A.
|
1,111,844 |
5,328,962 |
CNH
Industrial N.V.
|
511,071 |
7,088,948 |
Enel
S.p.A.
|
8,774,216 |
59,138,407 |
Eni
S.p.A.
|
3,107,151 |
48,170,583 |
Ferrari
N.V.
|
14,417 |
4,584,714 |
Hera
S.p.A.
|
888,379 |
2,695,908 |
Intesa
Sanpaolo S.p.A.
|
14,271,249 |
38,289,540 |
Iveco
Group N.V. * |
135,713 |
1,351,883 |
Leonardo
S.p.A.
|
464,394 |
6,711,158 |
Mediobanca
Banca di Credito
Finanziario
S.p.A.
|
342,542 |
4,487,359 |
Pirelli
& C S.p.A.
|
485,789 |
2,429,045 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Poste
Italiane S.p.A.
|
297,824 |
3,314,859 |
Prysmian
S.p.A.
|
121,248 |
4,973,031 |
Snam
S.p.A.
|
992,430 |
5,131,465 |
Stellantis
N.V.
|
2,601,287 |
48,493,106 |
Telecom
Italia S.p.A. * |
48,398,214 |
15,049,555 |
Tenaris
S.A.
|
209,981 |
3,363,846 |
Terna
- Rete Elettrica Nazionale
|
491,032 |
4,061,014 |
UniCredit
S.p.A.
|
1,648,513 |
40,373,595 |
Unipol
Gruppo S.p.A.
|
577,436 |
3,223,848 |
|
|
333,774,715 |
| ||
Japan
27.7%
| ||
Advantest
Corp.
|
42,891 |
5,394,335 |
Aeon
Co., Ltd.
|
670,307 |
13,900,174 |
AGC,
Inc.
|
266,289 |
9,352,170 |
Air
Water, Inc.
|
268,708 |
3,383,190 |
Aisin
Corp.
|
422,134 |
14,112,211 |
Ajinomoto
Co., Inc.
|
203,610 |
8,633,338 |
Alfresa
Holdings Corp.
|
535,402 |
9,171,910 |
Alps
Alpine Co., Ltd.
|
492,534 |
4,118,969 |
Amada
Co., Ltd.
|
339,604 |
3,601,666 |
Asahi
Group Holdings Ltd.
|
333,930 |
13,019,107 |
Asahi
Kasei Corp.
|
1,956,729 |
12,658,223 |
Astellas
Pharma, Inc.
|
938,992 |
14,283,050 |
Bandai
Namco Holdings, Inc.
|
269,144 |
6,252,327 |
Bridgestone
Corp.
|
600,317 |
23,343,027 |
Brother
Industries Ltd.
|
333,274 |
5,650,904 |
Canon,
Inc.
|
972,432 |
23,965,972 |
Central
Japan Railway Co.
|
141,494 |
18,164,803 |
Chubu
Electric Power Co., Inc.
|
1,422,116 |
18,999,317 |
Chugai
Pharmaceutical Co., Ltd.
|
160,051 |
4,899,868 |
Coca-Cola
Bottlers Japan Holdings,
Inc.
|
317,636 |
4,142,130 |
COMSYS
Holdings Corp.
|
152,582 |
3,252,134 |
Concordia
Financial Group Ltd.
|
673,036 |
2,988,292 |
Cosmo
Energy Holdings Co., Ltd.
|
187,931 |
6,764,148 |
Dai
Nippon Printing Co., Ltd.
|
318,233 |
8,706,405 |
Daicel
Corp.
|
410,555 |
3,431,984 |
Daido
Steel Co., Ltd.
|
69,832 |
2,892,379 |
Daifuku
Co., Ltd.
|
137,101 |
2,536,536 |
Dai-ichi
Life Holdings, Inc.
|
817,132 |
15,218,968 |
Daiichi
Sankyo Co., Ltd.
|
297,931 |
8,797,647 |
Daikin
Industries Ltd.
|
97,608 |
16,912,194 |
Daito
Trust Construction Co., Ltd.
|
76,325 |
8,422,304 |
Daiwa
House Industry Co., Ltd.
|
945,678 |
26,294,636 |
Daiwa
Securities Group, Inc.
|
1,010,332 |
5,753,101 |
Daiwabo
Holdings Co., Ltd.
|
171,683 |
3,487,081 |
Denka
Co., Ltd.
|
138,801 |
2,619,471 |
Denso
Corp.
|
391,115 |
26,754,915 |
Dentsu
Group, Inc.
|
124,473 |
3,723,460 |
DIC
Corp.
|
201,141 |
3,469,902 |
Dowa
Holdings Co., Ltd.
|
73,390 |
2,360,216 |
East
Japan Railway Co.
|
339,895 |
19,219,120 |
Ebara
Corp.
|
77,863 |
3,882,320 |
EDION
Corp.
|
278,259 |
2,800,079 |
Eisai
Co., Ltd.
|
117,636 |
7,480,675 |
Electric
Power Development Co., Ltd.
|
351,319 |
5,482,685 |
ENEOS
Holdings, Inc.
|
9,076,232 |
34,058,080 |
Exeo
Group, Inc.
|
161,381 |
3,435,242 |
FANUC
Corp.
|
329,430 |
9,397,416 |
Fast
Retailing Co., Ltd.
|
33,257 |
7,648,071 |
Fuji
Electric Co., Ltd.
|
101,649 |
4,800,198 |
FUJIFILM
Holdings Corp.
|
254,742 |
15,072,621 |
Fujikura
Ltd.
|
342,924 |
2,843,076 |
Fujitsu
Ltd.
|
161,217 |
20,159,738 |
Furukawa
Electric Co., Ltd.
|
171,030 |
2,942,818 |
GS
Yuasa Corp.
|
130,195 |
2,472,708 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Hakuhodo
DY Holdings, Inc.
|
307,168 |
2,919,030 |
Hankyu
Hanshin Holdings, Inc.
|
146,737 |
5,271,384 |
Hanwa
Co., Ltd.
|
122,752 |
3,912,280 |
Haseko
Corp.
|
417,609 |
5,189,097 |
Hino
Motors Ltd. * |
906,976 |
3,557,880 |
Hitachi
Construction Machinery Co.,
Ltd.
|
126,083 |
3,932,705 |
Hitachi
Ltd.
|
788,473 |
52,501,681 |
Hokkaido
Electric Power Co., Inc. * |
744,334 |
3,430,629 |
Honda
Motor Co., Ltd.
|
3,098,527 |
100,095,288 |
Hoya
Corp.
|
76,913 |
8,534,736 |
Idemitsu
Kosan Co., Ltd.
|
587,576 |
12,491,312 |
IHI
Corp.
|
153,682 |
3,832,945 |
Iida
Group Holdings Co., Ltd.
|
259,457 |
4,254,927 |
INFRONEER
Holdings, Inc.
|
239,107 |
2,499,714 |
Inpex
Corp.
|
906,520 |
12,671,417 |
Isetan
Mitsukoshi Holdings Ltd.
|
463,847 |
5,323,957 |
Isuzu
Motors Ltd.
|
685,225 |
8,801,530 |
ITOCHU
Corp.
|
1,085,131 |
40,786,048 |
Itoham
Yonekyu Holdings, Inc.
|
421,807 |
2,346,833 |
Iwatani
Corp.
|
71,950 |
3,793,085 |
J.
Front Retailing Co., Ltd.
|
264,999 |
2,794,062 |
Japan
Exchange Group, Inc.
|
158,106 |
2,761,710 |
Japan
Post Holdings Co., Ltd.
|
2,633,812 |
20,207,906 |
Japan
Post Insurance Co., Ltd.
|
256,637 |
4,138,169 |
Japan
Tobacco, Inc.
|
916,937 |
20,097,853 |
JFE
Holdings, Inc.
|
1,213,693 |
19,203,502 |
JGC
Holdings Corp.
|
211,254 |
2,825,233 |
JSR
Corp.
|
122,393 |
3,421,640 |
JTEKT
Corp.
|
610,405 |
5,532,365 |
Kajima
Corp.
|
706,811 |
11,814,573 |
Kaneka
Corp.
|
135,538 |
3,810,537 |
Kanematsu
Corp.
|
187,784 |
2,645,499 |
Kao
Corp.
|
327,572 |
12,687,973 |
Kawasaki
Heavy Industries Ltd.
|
214,478 |
5,508,351 |
Kawasaki
Kisen Kaisha Ltd.
|
103,187 |
3,463,074 |
KDDI
Corp.
|
1,392,201 |
41,359,133 |
Kewpie
Corp.
|
160,675 |
2,678,009 |
Keyence
Corp.
|
18,637 |
7,747,441 |
Kikkoman
Corp.
|
63,771 |
3,690,864 |
Kinden
Corp.
|
217,253 |
2,987,537 |
Kintetsu
Group Holdings Co., Ltd.
|
96,826 |
3,065,364 |
Kirin
Holdings Co., Ltd.
|
657,570 |
9,241,256 |
Kobe
Steel Ltd.
|
1,094,266 |
13,754,898 |
Koito
Manufacturing Co., Ltd.
|
287,814 |
4,893,935 |
Komatsu
Ltd.
|
836,242 |
23,837,650 |
Konica
Minolta, Inc.
|
1,322,618 |
4,092,725 |
K's
Holdings Corp.
|
379,503 |
3,498,252 |
Kubota
Corp.
|
762,737 |
12,233,341 |
Kuraray
Co., Ltd.
|
586,451 |
6,668,748 |
Kurita
Water Industries Ltd.
|
52,724 |
2,058,114 |
Kyocera
Corp.
|
234,983 |
12,069,945 |
Kyushu
Electric Power Co., Inc. * |
1,399,483 |
9,245,614 |
Kyushu
Railway Co.
|
138,702 |
3,022,986 |
Lion
Corp.
|
201,749 |
2,197,157 |
Lixil
Corp.
|
385,107 |
4,826,237 |
Makita
Corp.
|
205,968 |
5,656,215 |
Marubeni
Corp.
|
1,460,992 |
23,929,220 |
MatsukiyoCocokara
& Co.
|
81,001 |
4,770,983 |
Mazda
Motor Corp.
|
1,547,319 |
16,287,848 |
Medipal
Holdings Corp.
|
406,205 |
6,967,022 |
MEIJI
Holdings Co., Ltd.
|
336,281 |
8,435,610 |
MINEBEA
MITSUMI, Inc.
|
338,554 |
5,756,709 |
MISUMI
Group, Inc.
|
119,370 |
2,085,501 |
Mitsubishi
Chemical Group Corp.
|
2,510,102 |
15,005,267 |
Mitsubishi
Corp.
|
1,188,337 |
58,737,322 |
Mitsubishi
Electric Corp.
|
2,645,709 |
34,510,433 |
Mitsubishi
Estate Co., Ltd.
|
738,885 |
9,452,714 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Mitsubishi
Gas Chemical Co., Inc.
|
283,532 |
3,867,806 |
Mitsubishi
Heavy Industries Ltd.
|
364,015 |
20,677,982 |
Mitsubishi
Materials Corp.
|
342,209 |
5,750,691 |
Mitsubishi
Motors Corp.
|
871,968 |
3,430,134 |
Mitsubishi
Shokuhin Co., Ltd.
|
92,200 |
2,530,061 |
Mitsubishi
UFJ Financial Group, Inc.
|
7,436,101 |
59,428,537 |
Mitsui
& Co., Ltd.
|
1,207,799 |
45,064,836 |
Mitsui
Chemicals, Inc.
|
285,262 |
7,751,461 |
Mitsui
Fudosan Co., Ltd.
|
637,809 |
13,984,176 |
Mitsui
Mining & Smelting Co., Ltd.
|
113,617 |
2,904,712 |
Mitsui
O.S.K. Lines Ltd.
|
232,549 |
6,446,871 |
Mizuho
Financial Group, Inc.
|
1,868,249 |
30,926,813 |
Morinaga
Milk Industry Co., Ltd.
|
70,206 |
2,875,078 |
MS&AD
Insurance Group Holdings,
Inc.
|
394,474 |
14,198,192 |
Murata
Manufacturing Co., Ltd.
|
283,279 |
15,926,357 |
Nagase
& Co., Ltd.
|
230,770 |
3,961,220 |
Nagoya
Railroad Co., Ltd.
|
179,657 |
2,886,408 |
NEC
Corp.
|
340,642 |
17,983,820 |
NGK
Insulators Ltd.
|
285,745 |
3,795,932 |
NH
Foods Ltd.
|
230,010 |
7,137,996 |
NHK
Spring Co., Ltd.
|
350,460 |
2,722,604 |
Nichirei
Corp.
|
136,712 |
3,235,976 |
Nidec
Corp.
|
156,640 |
8,211,536 |
Nikon
Corp.
|
353,415 |
3,820,965 |
Nintendo
Co., Ltd.
|
377,430 |
16,247,236 |
Nippon
Electric Glass Co., Ltd.
|
125,114 |
2,209,486 |
Nippon
Light Metal Holdings Co., Ltd.
|
218,909 |
2,333,666 |
Nippon
Paper Industries Co., Ltd. * |
445,657 |
3,988,674 |
Nippon
Steel Corp.
|
1,248,891 |
29,569,855 |
Nippon
Telegraph & Telephone Corp.
|
30,305,742 |
35,034,216 |
Nippon
Yusen K.K.
|
386,123 |
10,306,515 |
Nissan
Chemical Corp.
|
50,330 |
2,159,988 |
Nissan
Motor Co., Ltd.
|
5,433,534 |
23,169,543 |
Nisshin
Seifun Group, Inc.
|
321,024 |
4,234,822 |
Nissin
Foods Holdings Co., Ltd.
|
31,028 |
2,710,967 |
Nissui
Corp.
|
552,796 |
2,903,617 |
Niterra
Co., Ltd.
|
199,527 |
4,639,207 |
Nitori
Holdings Co., Ltd.
|
37,924 |
4,329,408 |
Nitto
Denko Corp.
|
128,507 |
8,781,922 |
NOK
Corp.
|
301,325 |
4,231,610 |
Nomura
Holdings, Inc.
|
2,232,681 |
8,652,530 |
Nomura
Real Estate Holdings, Inc.
|
104,674 |
2,637,251 |
Nomura
Research Institute Ltd.
|
116,399 |
3,346,017 |
NSK
Ltd.
|
851,918 |
4,969,839 |
NTT
Data Group Corp.
|
424,508 |
5,718,035 |
Obayashi
Corp.
|
1,235,597 |
11,194,508 |
Oji
Holdings Corp.
|
1,836,290 |
7,517,456 |
Olympus
Corp.
|
281,249 |
3,806,719 |
Omron
Corp.
|
115,336 |
5,575,676 |
Ono
Pharmaceutical Co., Ltd.
|
167,165 |
3,170,836 |
Oriental
Land Co., Ltd.
|
86,069 |
3,103,178 |
ORIX
Corp.
|
802,465 |
14,992,649 |
Osaka
Gas Co., Ltd.
|
551,643 |
8,828,713 |
Otsuka
Corp.
|
83,975 |
3,746,386 |
Otsuka
Holdings Co., Ltd.
|
297,941 |
11,349,938 |
PALTAC
Corp.
|
74,296 |
2,451,102 |
Pan
Pacific International Holdings
Corp.
|
159,228 |
3,176,685 |
Panasonic
Holdings Corp.
|
3,495,131 |
40,320,586 |
Penta-Ocean
Construction Co., Ltd.
|
456,389 |
2,715,105 |
Persol
Holdings Co., Ltd.
|
144,228 |
2,471,744 |
Recruit
Holdings Co., Ltd.
|
471,963 |
16,922,395 |
Renesas
Electronics Corp. * |
297,846 |
5,013,371 |
Rengo
Co., Ltd.
|
412,521 |
2,804,638 |
Resona
Holdings, Inc.
|
1,288,177 |
6,833,527 |
Resonac
Holdings Corp.
|
303,350 |
4,940,364 |
Ricoh
Co., Ltd.
|
1,040,061 |
8,487,086 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Rohm
Co., Ltd.
|
50,466 |
4,218,644 |
Ryohin
Keikaku Co., Ltd.
(a) |
271,368 |
3,501,493 |
San-Ai
Obbli Co., Ltd.
|
108,054 |
1,243,937 |
Sankyu,
Inc.
|
78,713 |
2,748,751 |
Santen
Pharmaceutical Co., Ltd.
|
304,103 |
2,829,327 |
Sanwa
Holdings Corp.
|
228,836 |
3,487,122 |
SBI
Holdings, Inc.
|
173,851 |
3,553,207 |
Secom
Co., Ltd.
|
128,191 |
8,976,936 |
Seiko
Epson Corp.
|
315,482 |
4,946,167 |
Seino
Holdings Co., Ltd.
|
304,537 |
4,439,879 |
Sekisui
Chemical Co., Ltd.
|
430,860 |
6,617,460 |
Sekisui
House Ltd.
|
677,841 |
13,830,592 |
Seven
& i Holdings Co., Ltd.
|
637,699 |
26,198,288 |
SG
Holdings Co., Ltd.
|
313,519 |
4,530,989 |
Sharp
Corp. * |
301,769 |
1,859,097 |
Shikoku
Electric Power Co., Inc. * |
384,147 |
2,770,576 |
Shimadzu
Corp.
|
105,418 |
3,103,490 |
Shimamura
Co., Ltd.
|
32,664 |
3,367,700 |
Shimano,
Inc.
|
26,196 |
3,850,633 |
Shimizu
Corp.
|
1,044,800 |
7,030,879 |
Shin-Etsu
Chemical Co., Ltd.
|
826,840 |
26,460,470 |
Shionogi
& Co., Ltd.
|
115,960 |
5,111,209 |
Shiseido
Co., Ltd.
|
142,162 |
5,776,903 |
SMC
Corp.
|
16,039 |
7,777,954 |
Softbank
Corp.
|
2,525,659 |
28,971,738 |
SoftBank
Group Corp.
|
1,378,763 |
61,984,434 |
Sohgo
Security Services Co., Ltd.
|
403,753 |
2,575,577 |
Sojitz
Corp.
|
308,098 |
6,628,176 |
Sompo
Holdings, Inc.
|
261,898 |
11,417,843 |
Sony
Group Corp.
|
486,114 |
40,552,629 |
Stanley
Electric Co., Ltd.
|
168,099 |
2,954,159 |
Subaru
Corp.
|
1,098,264 |
21,194,304 |
SUMCO
Corp.
|
206,279 |
2,758,699 |
Sumitomo
Chemical Co., Ltd.
|
2,924,025 |
8,102,151 |
Sumitomo
Corp.
|
1,169,460 |
24,090,466 |
Sumitomo
Electric Industries Ltd.
|
1,496,955 |
18,359,125 |
Sumitomo
Forestry Co., Ltd.
|
174,378 |
4,918,062 |
Sumitomo
Heavy Industries Ltd.
|
220,482 |
5,532,306 |
Sumitomo
Metal Mining Co., Ltd.
|
201,617 |
6,259,634 |
Sumitomo
Mitsui Financial Group,
Inc.
|
932,409 |
42,788,917 |
Sumitomo
Mitsui Trust Holdings, Inc.
|
226,254 |
8,471,412 |
Sumitomo
Realty & Development Co.,
Ltd.
|
260,654 |
6,676,366 |
Sumitomo
Rubber Industries Ltd.
|
449,354 |
4,745,556 |
Sundrug
Co., Ltd.
|
87,544 |
2,587,504 |
Suntory
Beverage & Food Ltd.
|
104,428 |
3,381,348 |
Suzuken
Co., Ltd.
|
216,831 |
6,431,131 |
Suzuki
Motor Corp.
|
565,120 |
22,261,656 |
Sysmex
Corp.
|
53,438 |
2,845,059 |
T&D
Holdings, Inc.
|
337,331 |
5,360,547 |
Taiheiyo
Cement Corp.
|
334,702 |
6,424,596 |
Taisei
Corp.
|
254,124 |
8,558,368 |
Taiyo
Yuden Co., Ltd.
|
86,672 |
2,415,278 |
Takashimaya
Co., Ltd.
|
198,867 |
2,987,410 |
Takeda
Pharmaceutical Co., Ltd.
|
949,985 |
29,416,028 |
TDK
Corp.
|
268,693 |
9,807,567 |
Teijin
Ltd.
|
493,790 |
5,019,811 |
Terumo
Corp.
|
194,769 |
5,903,875 |
The
Chugoku Electric Power Co., Inc. * |
700,608 |
4,622,276 |
The
Kansai Electric Power Co., Inc.
|
1,361,226 |
19,391,989 |
The
Yokohama Rubber Co., Ltd.
|
176,644 |
3,596,944 |
TIS,
Inc.
|
112,642 |
2,659,275 |
Tobu
Railway Co., Ltd.
|
140,292 |
3,847,827 |
Toho
Gas Co., Ltd.
|
149,095 |
2,672,926 |
Toho
Holdings Co., Ltd.
|
165,276 |
3,314,943 |
Tohoku
Electric Power Co., Inc. * |
1,881,214 |
13,154,349 |
Tokio
Marine Holdings, Inc.
|
989,437 |
21,931,608 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Tokuyama
Corp.
|
149,749 |
2,392,528 |
Tokyo
Electric Power Co. Holdings,
Inc.
* |
6,080,327 |
26,729,466 |
Tokyo
Electron Ltd.
|
143,424 |
21,254,750 |
Tokyo
Gas Co., Ltd.
|
597,653 |
13,863,201 |
Tokyu
Corp.
|
365,218 |
4,617,122 |
Tokyu
Fudosan Holdings Corp.
|
681,093 |
4,240,896 |
Toppan,
Inc.
|
427,543 |
10,340,206 |
Toray
Industries, Inc.
|
2,149,680 |
11,607,401 |
Toshiba
Corp.
|
381,665 |
12,064,583 |
Tosoh
Corp.
|
530,350 |
6,870,489 |
TOTO
Ltd.
|
115,561 |
3,171,111 |
Toyo
Seikan Group Holdings Ltd.
|
302,285 |
5,475,327 |
Toyo
Suisan Kaisha Ltd.
|
69,031 |
2,850,667 |
Toyoda
Gosei Co., Ltd.
|
162,468 |
3,514,179 |
Toyota
Industries Corp.
|
143,778 |
10,172,156 |
Toyota
Motor Corp.
|
10,157,193 |
175,466,843 |
Toyota
Tsusho Corp.
|
347,618 |
20,761,332 |
TS
Tech Co., Ltd.
|
196,206 |
2,323,448 |
Tsuruha
Holdings, Inc.
|
49,703 |
3,639,345 |
UBE
Corp.
|
255,838 |
4,318,590 |
Unicharm
Corp.
|
106,861 |
4,266,072 |
West
Japan Railway Co.
|
200,826 |
8,696,000 |
Yakult
Honsha Co., Ltd.
|
46,217 |
2,423,468 |
Yamada
Holdings Co., Ltd.
|
1,789,762 |
5,630,463 |
Yamaha
Corp.
|
85,345 |
2,637,409 |
Yamaha
Motor Co., Ltd.
|
388,321 |
10,079,782 |
Yamato
Holdings Co., Ltd.
|
491,708 |
9,242,428 |
Yamazaki
Baking Co., Ltd.
|
241,093 |
4,569,812 |
Yaskawa
Electric Corp.
|
89,215 |
3,505,849 |
Yokogawa
Electric Corp.
|
168,437 |
3,341,898 |
Z
Holdings Corp.
|
1,203,450 |
3,618,988 |
|
|
2,985,558,897 |
| ||
Netherlands
2.7%
| ||
Aalberts
N.V.
|
59,261 |
2,470,489 |
ABN
AMRO Bank N.V., GDR
|
472,461 |
6,971,318 |
Aegon
N.V.
|
1,799,257 |
9,256,382 |
Akzo
Nobel N.V.
|
219,984 |
17,916,519 |
APERAM
S.A.
|
72,261 |
2,050,904 |
ArcelorMittal
S.A.
|
1,017,505 |
27,089,676 |
ASML
Holding N.V.
|
41,173 |
27,165,291 |
ASR
Nederland N.V.
|
120,660 |
5,286,787 |
DSM-Firmenich
AG
|
75,001 |
6,931,407 |
EXOR
N.V.
|
250,545 |
22,227,472 |
Heineken
Holding N.V.
|
78,621 |
6,305,982 |
Heineken
N.V.
|
94,242 |
9,187,286 |
ING
Groep N.V.
|
2,701,699 |
38,412,977 |
Koninklijke
Ahold Delhaize N.V.
|
1,300,972 |
42,607,390 |
Koninklijke
KPN N.V.
|
2,356,760 |
8,254,372 |
Koninklijke
Philips N.V.
|
1,102,325 |
24,885,289 |
NN
Group N.V.
|
328,446 |
12,676,385 |
Prosus
N.V. * |
33,363 |
2,309,507 |
Randstad
N.V.
|
170,893 |
10,049,234 |
SBM
Offshore N.V.
|
165,906 |
2,407,483 |
Signify
N.V.
|
153,865 |
4,365,310 |
Wolters
Kluwer N.V.
|
52,175 |
6,297,047 |
|
|
295,124,507 |
| ||
New
Zealand 0.1%
| ||
Fletcher
Building Ltd.
|
1,018,384 |
2,928,896 |
Spark
New Zealand Ltd.
|
1,025,876 |
3,100,104 |
|
|
6,029,000 |
|
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Norway
0.6%
| ||
Aker
BP A.S.A.
|
87,456 |
2,372,797 |
DNB
Bank A.S.A.
|
580,415 |
11,491,368 |
Equinor
A.S.A.
|
656,625 |
20,259,593 |
Mowi
A.S.A.
|
309,072 |
5,607,789 |
Norsk
Hydro A.S.A.
|
1,078,057 |
5,989,684 |
Orkla
A.S.A.
|
533,122 |
4,073,662 |
Subsea
7 S.A.
|
272,871 |
3,552,891 |
Telenor
A.S.A.
|
819,322 |
8,773,100 |
Yara
International A.S.A.
|
168,078 |
6,145,023 |
|
|
68,265,907 |
| ||
Poland
0.3%
| ||
KGHM
Polska Miedz S.A.
|
141,926 |
3,929,331 |
ORLEN
S.A.
|
1,080,817 |
16,535,156 |
PGE
Polska Grupa Energetyczna S.A. * |
1,732,805 |
3,567,991 |
Powszechna
Kasa Oszczednosci Bank
Polski
S.A. * |
467,544 |
4,237,251 |
Powszechny
Zaklad Ubezpieczen S.A.
|
610,504 |
6,122,446 |
|
|
34,392,175 |
| ||
Portugal
0.2%
| ||
EDP
- Energias de Portugal S.A.
|
2,149,627 |
9,813,006 |
Galp
Energia, SGPS, S.A.
|
573,160 |
7,903,515 |
Jeronimo
Martins, SGPS, S.A.
|
151,044 |
3,852,486 |
|
|
21,569,007 |
| ||
Republic
of Korea 6.3%
| ||
Amorepacific
Corp.
|
26,082 |
2,642,239 |
BNK
Financial Group, Inc.
|
628,600 |
3,243,467 |
CJ
CheilJedang Corp.
|
14,315 |
3,238,271 |
CJ
Corp.
|
60,845 |
3,236,167 |
Coway
Co., Ltd.
|
66,501 |
2,173,515 |
DB
Insurance Co., Ltd.
|
77,127 |
4,767,374 |
DL
E&C Co., Ltd.
|
64,981 |
1,524,048 |
Doosan
Enerbility Co., Ltd. * |
186,120 |
2,565,619 |
E-MART,
Inc.
|
71,281 |
3,979,979 |
GS
Engineering & Construction Corp.
|
165,456 |
1,818,858 |
GS
Holdings Corp.
|
157,405 |
4,471,767 |
Hana
Financial Group, Inc.
|
345,716 |
10,344,670 |
Hankook
Tire & Technology Co., Ltd.
|
137,955 |
4,044,453 |
Hanwha
Corp.
|
188,849 |
3,571,950 |
Hanwha
Galleria Co. Ltd. * |
73,094 |
73,053 |
Hanwha
Solutions Corp. * |
69,237 |
1,909,354 |
HD
Hyundai Co., Ltd.
|
105,599 |
4,721,695 |
HD
Korea Shipbuilding & Offshore
Engineering
Co., Ltd. * |
50,474 |
4,723,763 |
HMM
Co., Ltd.
|
123,343 |
1,554,677 |
Hyundai
Engineering & Construction
Co.,
Ltd.
|
140,162 |
3,764,518 |
Hyundai
Glovis Co., Ltd.
|
32,447 |
4,234,619 |
Hyundai
Marine & Fire Insurance Co.,
Ltd.
|
128,452 |
2,939,794 |
Hyundai
Mobis Co., Ltd.
|
107,681 |
18,819,225 |
Hyundai
Motor Co.
|
184,229 |
26,357,257 |
Hyundai
Steel Co.
|
265,460 |
7,270,401 |
Industrial
Bank of Korea
|
400,325 |
3,258,935 |
KB
Financial Group, Inc.
|
386,391 |
15,815,210 |
Kia
Corp.
|
340,894 |
20,684,470 |
Korea
Electric Power Corp. * |
1,069,393 |
14,417,691 |
Korea
Gas Corp. * |
111,702 |
2,121,218 |
Korea
Zinc Co., Ltd.
|
8,141 |
3,245,929 |
Korean
Air Lines Co., Ltd.
|
158,364 |
2,731,757 |
KT&G
Corp.
|
92,346 |
6,071,396 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Kumho
Petrochemical Co., Ltd.
|
21,837 |
2,061,856 |
LG
Chem Ltd.
|
23,179 |
10,223,837 |
LG
Corp.
|
52,181 |
3,241,203 |
LG
Display Co., Ltd. * |
753,738 |
7,641,452 |
LG
Electronics, Inc.
|
202,867 |
15,118,139 |
LG
H&H Co., Ltd.
|
7,339 |
2,579,130 |
LG
Innotek Co., Ltd.
|
12,385 |
2,529,941 |
LG
Uplus Corp.
|
542,727 |
4,290,900 |
Lotte
Chemical Corp.
|
42,811 |
4,424,424 |
Lotte
Shopping Co., Ltd.
|
41,427 |
2,225,320 |
NAVER
Corp.
|
26,471 |
4,295,842 |
POSCO
Holdings, Inc.
|
152,611 |
66,852,104 |
Posco
International Corp.
|
143,193 |
8,580,205 |
Samsung
C&T Corp.
|
79,879 |
6,327,468 |
Samsung
Electro-Mechanics Co., Ltd.
|
47,793 |
4,895,912 |
Samsung
Electronics Co., Ltd.
|
4,263,824 |
215,812,238 |
Samsung
Fire & Marine Insurance Co.,
Ltd.
|
43,866 |
8,180,797 |
Samsung
Life Insurance Co., Ltd.
|
84,452 |
4,319,240 |
Samsung
SDI Co., Ltd.
|
10,580 |
4,914,787 |
Samsung
SDS Co., Ltd.
|
38,888 |
4,177,867 |
Shinhan
Financial Group Co., Ltd.
|
529,295 |
14,236,003 |
SK
Hynix, Inc.
|
517,055 |
47,646,907 |
SK
Innovation Co., Ltd. * |
88,225 |
11,847,882 |
SK,
Inc.
|
102,612 |
11,218,032 |
S-Oil
Corp.
|
49,034 |
2,708,139 |
Woori
Financial Group, Inc.
|
746,853 |
6,729,729 |
|
|
673,416,693 |
| ||
Singapore
0.6%
| ||
ComfortDelGro
Corp., Ltd.
|
2,905,260 |
2,732,085 |
DBS
Group Holdings Ltd.
|
630,919 |
15,556,907 |
Jardine
Cycle & Carriage Ltd.
|
116,170 |
2,874,788 |
Keppel
Corp., Ltd.
|
745,333 |
3,830,145 |
Oversea-Chinese
Banking Corp., Ltd.
|
1,415,409 |
13,153,190 |
Singapore
Airlines Ltd.
|
682,019 |
3,469,434 |
Singapore
Telecommunications Ltd.
|
4,789,252 |
8,440,148 |
United
Overseas Bank Ltd.
|
506,358 |
10,663,326 |
Venture
Corp., Ltd.
|
202,180 |
1,962,665 |
Wilmar
International Ltd.
|
2,572,143 |
7,199,334 |
|
|
69,882,022 |
| ||
Spain
3.1%
| ||
Acciona
S.A.
|
12,506 |
1,789,651 |
Acerinox
S.A.
|
245,335 |
2,467,297 |
ACS,
Actividades de Construccion y
Servicios
S.A.
|
295,478 |
10,387,375 |
Aena
SME S.A.
|
25,409 |
3,998,759 |
Amadeus
IT Group S.A.
|
101,653 |
6,983,829 |
Banco
Bilbao Vizcaya Argentaria S.A.
|
6,369,534 |
50,231,108 |
Banco
De Sabadell S.A.
|
7,337,289 |
8,505,044 |
Banco
Santander S.A.
|
23,790,688 |
93,008,023 |
CaixaBank
S.A.
|
1,139,702 |
4,618,866 |
Enagas
S.A.
|
162,282 |
2,773,210 |
Endesa
S.A.
|
287,751 |
5,990,115 |
Ferrovial
SE
|
115,976 |
3,681,830 |
Grifols
S.A. * |
236,250 |
3,242,353 |
Iberdrola
S.A.
|
3,518,717 |
41,856,663 |
Industria
de Diseno Textil S.A.
|
437,820 |
16,802,641 |
Mapfre
S.A.
|
1,320,122 |
2,795,381 |
Naturgy
Energy Group S.A.
(a) |
154,669 |
4,488,843 |
Redeia
Corp. S.A.
|
214,275 |
3,489,612 |
Repsol
S.A.
|
1,721,903 |
26,575,288 |
Telefonica
S.A.
|
11,030,619 |
45,781,232 |
|
|
339,467,120 |
|
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Sweden
1.8%
| ||
Alfa
Laval AB
|
107,083 |
3,767,009 |
Assa
Abloy AB, B Shares
|
326,001 |
7,350,720 |
Atlas
Copco AB, A Shares
|
636,368 |
8,423,962 |
Atlas
Copco AB, B Shares
|
393,688 |
4,542,734 |
Boliden
AB
|
210,470 |
5,603,935 |
Electrolux
AB, B Shares
|
270,606 |
2,981,636 |
Epiroc
AB, A Shares
|
169,863 |
3,266,984 |
Epiroc
AB, B Shares
|
96,272 |
1,579,051 |
Essity
AB, B Shares
|
347,557 |
8,116,086 |
H
& M Hennes & Mauritz AB,
B
Shares
|
706,446 |
10,805,174 |
Hexagon
AB, B Shares
|
389,660 |
3,483,841 |
Husqvarna
AB, B Shares
|
329,953 |
2,847,566 |
Industrivarden
AB, A Shares
|
57,697 |
1,505,405 |
Industrivarden
AB, C Shares
|
53,410 |
1,391,112 |
Investor
AB, A Shares
|
224,406 |
4,289,370 |
Investor
AB, B Shares
|
753,319 |
14,523,022 |
Sandvik
AB
|
473,063 |
8,960,197 |
Securitas
AB, B Shares
|
602,768 |
4,913,567 |
Skandinaviska
Enskilda Banken AB,
A
Shares
|
666,641 |
7,741,021 |
Skanska
AB, B Shares
|
434,100 |
6,366,858 |
SKF
AB, B Shares
|
356,155 |
5,781,473 |
SSAB
AB, A Shares
|
308,689 |
1,773,216 |
SSAB
AB, B Shares
|
717,752 |
3,977,497 |
Svenska
Cellulosa AB, S.C.A.,
B
Shares
|
217,545 |
2,900,626 |
Svenska
Handelsbanken AB,
A
Shares
|
807,170 |
6,734,587 |
Swedbank
AB, A Shares
|
655,966 |
11,630,773 |
Tele2
AB, B Shares
|
410,795 |
2,901,477 |
Telefonaktiebolaget
LM Ericsson,
B
Shares
|
1,844,194 |
9,487,160 |
Telia
Co. AB
|
3,393,070 |
6,851,275 |
Trelleborg
AB, B Shares
|
122,141 |
3,105,421 |
Volvo
AB, A Shares
|
168,871 |
3,460,730 |
Volvo
AB, B Shares
|
1,227,977 |
24,806,483 |
Volvo
Car AB, B Shares * |
285,505 |
1,087,797 |
|
|
196,957,765 |
| ||
Switzerland
4.9%
| ||
ABB
Ltd.
|
574,104 |
21,898,176 |
Adecco
Group AG
|
316,955 |
13,682,982 |
Alcon,
Inc.
|
94,522 |
7,910,633 |
Baloise
Holding AG
|
21,932 |
3,431,647 |
Barry
Callebaut AG
|
1,264 |
2,206,723 |
Chocoladefabriken
Lindt & Spruengli
AG
|
18 |
2,123,521 |
Chocoladefabriken
Lindt & Spruengli
AG,
Participation Certificates
|
204 |
2,441,302 |
Cie
Financiere Richemont S.A.,
Class
A
|
118,482 |
16,848,389 |
DKSH
Holding AG
|
30,895 |
2,364,565 |
Galenica
AG
|
27,960 |
2,222,238 |
Geberit
AG
|
10,018 |
5,201,534 |
Georg
Fischer AG
|
41,378 |
2,679,674 |
Givaudan
S.A.
|
1,806 |
6,027,838 |
Helvetia
Holding AG
|
18,124 |
2,761,948 |
Holcim
AG * |
433,868 |
28,765,706 |
Julius
Baer Group Ltd.
|
71,008 |
4,941,015 |
Kuehne
& Nagel International AG
|
17,412 |
5,241,835 |
Logitech
International S.A.
|
51,192 |
3,550,548 |
Lonza
Group AG
|
9,663 |
5,348,702 |
Nestle
S.A.
|
826,396 |
99,551,129 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Novartis
AG
|
648,685 |
65,591,913 |
Partners
Group Holding AG
|
3,978 |
4,302,050 |
Roche
Holding AG
|
270,098 |
79,599,784 |
Roche
Holding AG, Bearer Shares
|
10,248 |
3,204,639 |
Schindler
Holding AG
|
7,326 |
1,541,923 |
Schindler
Holding AG, Participation
Certificates
|
16,293 |
3,636,756 |
SGS
S.A.
|
52,884 |
4,812,699 |
Sika
AG
|
23,370 |
6,625,359 |
Sonova
Holding AG
|
11,159 |
2,952,571 |
Swiss
Life Holding AG
|
14,326 |
8,995,414 |
Swiss
Prime Site AG
|
30,705 |
2,951,434 |
Swiss
Re AG
|
155,084 |
15,082,610 |
Swisscom
AG
|
15,380 |
9,368,174 |
The
Swatch Group AG
|
28,077 |
1,498,818 |
The
Swatch Group AG, Bearer Shares
|
19,989 |
5,628,377 |
UBS
Group AG
|
1,588,705 |
42,269,536 |
Zurich
Insurance Group AG
|
64,912 |
30,499,270 |
|
|
527,761,432 |
| ||
United
Kingdom 14.5%
| ||
3i
Group plc
|
309,481 |
7,817,682 |
abrdn
plc
|
3,084,321 |
6,452,595 |
Admiral
Group plc
|
114,985 |
3,628,009 |
Anglo
American plc
|
928,310 |
24,708,336 |
Antofagasta
plc
|
195,203 |
3,581,647 |
Ashtead
Group plc
|
142,456 |
9,971,539 |
Associated
British Foods plc
|
358,601 |
9,053,940 |
AstraZeneca
plc
|
251,762 |
34,013,916 |
Aviva
plc
|
2,796,914 |
13,297,492 |
B&M
European Value Retail S.A.
|
583,332 |
4,269,438 |
BAE
Systems plc
|
1,380,898 |
17,629,274 |
Balfour
Beatty plc
|
663,934 |
2,752,745 |
Barclays
plc
|
13,928,872 |
26,008,981 |
Barratt
Developments plc
|
1,317,774 |
7,569,278 |
Bellway
plc
|
170,745 |
4,621,437 |
Berkeley
Group Holdings plc
|
96,247 |
4,952,768 |
BP
plc
|
20,520,619 |
126,763,102 |
British
American Tobacco plc
|
1,629,814 |
54,160,333 |
BT
Group plc
|
12,980,536 |
19,014,208 |
Bunzl
plc
|
148,915 |
5,340,140 |
Burberry
Group plc
|
178,281 |
4,933,845 |
Centrica
plc
|
7,545,540 |
14,509,312 |
Coca-Cola
HBC AG * |
118,691 |
3,426,094 |
Compass
Group plc
|
715,146 |
18,060,501 |
CRH
plc
|
519,888 |
29,928,180 |
Croda
International plc
|
31,240 |
2,185,925 |
Currys
plc
|
5,800,072 |
3,678,453 |
DCC
plc
|
129,797 |
7,116,711 |
Diageo
plc
|
486,096 |
19,978,539 |
Direct
Line Insurance Group plc * |
2,206,808 |
4,534,290 |
Dowlais
Group plc * |
813,953 |
1,171,670 |
DS
Smith plc
|
1,411,651 |
5,586,337 |
Entain
plc
|
183,582 |
2,692,644 |
Experian
plc
|
188,801 |
6,607,783 |
Ferguson
plc
|
98,097 |
15,966,790 |
FirstGroup
plc
|
2,211,248 |
4,065,675 |
Flutter
Entertainment plc * |
20,571 |
3,756,187 |
Glencore
plc
|
14,503,008 |
77,451,873 |
GSK
plc
|
2,232,203 |
39,282,686 |
Haleon
plc
|
2,657,938 |
10,861,814 |
Hays
plc
|
2,331,922 |
3,164,691 |
HSBC
Holdings plc
|
11,137,450 |
82,291,805 |
IMI
plc
|
123,184 |
2,344,510 |
Imperial
Brands plc
|
887,604 |
20,126,985 |
Inchcape
plc
|
425,276 |
4,114,411 |
Informa
plc
|
421,012 |
3,898,709 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
International
Distributions Services
plc
* |
2,521,633 |
7,764,544 |
Intertek
Group plc
|
71,066 |
3,728,121 |
ITV
plc
|
3,902,166 |
3,500,796 |
J
Sainsbury plc
|
3,636,055 |
12,444,653 |
John
Wood Group plc * |
2,168,588 |
4,391,184 |
Johnson
Matthey plc
|
304,687 |
6,293,168 |
Kingfisher
plc
|
3,715,680 |
11,017,472 |
Land
Securities Group plc
|
299,042 |
2,283,437 |
Legal
& General Group plc
|
3,796,573 |
10,521,274 |
Lloyds
Banking Group plc
|
59,433,303 |
31,897,918 |
London
Stock Exchange Group plc
|
32,899 |
3,409,240 |
M&G
plc
|
4,427,382 |
10,715,394 |
Man
Group plc
|
791,687 |
2,124,747 |
Marks
& Spencer Group plc * |
4,012,072 |
11,530,272 |
Melrose
Industries plc
|
791,950 |
5,144,038 |
Mondi
plc
|
526,775 |
8,770,984 |
National
Grid plc
|
2,121,190 |
26,615,233 |
NatWest
Group plc
|
2,413,266 |
7,045,559 |
Next
plc
|
55,681 |
4,930,463 |
Pearson
plc
|
442,969 |
4,709,373 |
Persimmon
plc
|
551,022 |
7,443,101 |
Phoenix
Group Holdings plc
|
408,048 |
2,693,871 |
Prudential
plc
|
983,564 |
12,041,967 |
Reckitt
Benckiser Group plc
|
191,430 |
13,831,363 |
RELX
plc
|
431,368 |
14,091,545 |
Rentokil
Initial plc
|
471,024 |
3,591,890 |
Rio
Tinto plc
|
942,763 |
58,207,930 |
Severn
Trent plc
|
114,258 |
3,474,767 |
Shell
plc
|
8,638,980 |
263,983,946 |
Smith
& Nephew plc
|
446,854 |
6,058,669 |
Smiths
Group plc
|
184,517 |
3,834,494 |
Smurfit
Kappa Group plc
|
204,537 |
8,615,107 |
Spectris
plc
|
63,436 |
2,672,731 |
SSE
plc
|
751,727 |
15,493,231 |
St.
James's Place plc
|
182,542 |
2,046,613 |
Standard
Chartered plc
|
1,397,095 |
12,597,653 |
Tate
& Lyle plc
|
317,526 |
2,842,623 |
Taylor
Wimpey plc
|
5,052,707 |
7,318,096 |
Tesco
plc
|
10,292,239 |
34,652,071 |
The
Sage Group plc
|
321,423 |
3,954,795 |
Travis
Perkins plc
|
358,717 |
3,916,385 |
Unilever
plc
|
1,106,823 |
56,689,453 |
United
Utilities Group plc
|
330,283 |
3,963,364 |
Vodafone
Group plc
|
53,583,526 |
49,708,365 |
Whitbread
plc
|
82,455 |
3,594,208 |
WPP
plc
|
862,996 |
8,374,366 |
|
|
1,561,873,754 |
Total
Common Stocks
(Cost
$9,224,019,328) |
10,605,841,661 | |
| ||
PREFERRED
STOCKS
1.1% OF NET ASSETS
| ||
| ||
Germany
0.6%
| ||
Bayerische
Motoren Werke AG
|
70,241 |
6,765,950 |
FUCHS
SE
|
77,039 |
3,202,426 |
Henkel
AG & Co. KGaA
|
131,496 |
10,093,098 |
Volkswagen
AG
|
370,171 |
45,415,515 |
|
|
65,476,989 |
| ||
Italy
0.1%
| ||
Telecom
Italia S.p.A. - RSP * |
27,595,498 |
8,476,067 |
|
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Republic
of Korea 0.4%
| ||
Hyundai
Motor Co., Ltd.
|
31,102 |
2,395,448 |
Hyundai
Motor Co., Ltd. 2nd
|
48,638 |
3,830,691 |
LG
Chem Ltd.
|
3,518 |
908,944 |
LG
H&H Co., Ltd.
|
1,609 |
232,752 |
Samsung
Electronics Co., Ltd.
|
758,001 |
30,968,076 |
|
|
38,335,911 |
| ||
Spain
0.0%
| ||
Grifols
S.A., B Shares * |
176,680 |
1,678,855 |
Total
Preferred Stocks
(Cost
$119,501,939) |
113,967,822 | |
| ||
RIGHTS
0.0% OF NET ASSETS
| ||
| ||
Canada
0.0%
| ||
Constellation
Software, Inc. | ||
expires
09/29/23, strike CAD
1.33
* |
1,396 |
774 |
Total
Rights
(Cost
$619) |
774 | |
| ||
WARRANTS
0.0% OF NET ASSETS
| ||
| ||
Canada
0.0%
| ||
Constellation
Software, Inc. | ||
expires
03/31/40 *(b) |
1,396 |
7,161 |
Total
Warrants
(Cost
$0) |
7,161 |
|
|
|
SHORT-TERM
INVESTMENTS
0.2% OF NET ASSETS
| ||
| ||
Money
Market Funds 0.2%
| ||
State
Street Institutional
U.S.
Government Money Market
Fund,
Premier Class 5.28%
(c) |
5,105,864 |
5,105,864 |
State
Street Institutional
U.S.
Government Money Market
Fund,
Premier Class 5.28%
(c)(d) |
15,181,601 |
15,181,601 |
|
|
20,287,465 |
Total
Short-Term Investments
(Cost
$20,287,465) |
20,287,465 | |
Total
Investments in Securities
(Cost
$9,363,809,351) |
10,740,104,883 |
|
NUMBER
OF
CONTRACTS |
NOTIONAL
AMOUNT
($) |
CURRENT
VALUE/
UNREALIZED
DEPRECIATION
($) |
FUTURES
CONTRACTS
| |||
Long |
|
|
|
MSCI
EAFE Index, expires
09/15/23 |
450 |
47,459,250 |
(820,872
) |
* |
Non-income
producing security. |
(a) |
All
or a portion of this security is on loan. Securities on loan were valued
at
$14,475,069. |
(b) |
Fair valued
using significant unobservable inputs (see financial note 2(a),
Securities
for which no quoted value is available, for additional
information). |
(c) |
The
rate shown is the annualized 7-day yield. |
(d) |
Security
purchased with cash collateral received for securities on
loan. |
GDR
— |
Global
Depositary Receipt |
REIT
— |
Real
Estate Investment Trust |
RSP
— |
Risparmio
(Savings Shares) |
CAD
— |
Canadian
Dollar |
DESCRIPTION |
QUOTED
PRICES IN
ACTIVE
MARKETS FOR
IDENTICAL
ASSETS
(LEVEL
1) |
OTHER
SIGNIFICANT
OBSERVABLE
INPUTS
(LEVEL
2) |
SIGNIFICANT
UNOBSERVABLE
INPUTS
(LEVEL
3) |
TOTAL |
Assets |
|
|
|
|
Common
Stocks1
|
$10,605,841,661 |
$— |
$— |
$10,605,841,661
|
Preferred
Stocks1
|
113,967,822 |
— |
— |
113,967,822 |
Rights1
|
774 |
— |
— |
774 |
Warrants1
|
|
|
|
|
Canada |
— |
— |
7,161 |
7,161 |
Short-Term
Investments1
|
20,287,465 |
— |
— |
20,287,465 |
Liabilities |
|
|
|
|
Futures
Contracts2
|
(820,872
) |
— |
— |
(820,872
) |
Total |
$10,739,276,850 |
$— |
$7,161 |
$10,739,284,011 |
1
|
As
categorized in the Portfolio Holdings.
|
2
|
Futures
contracts are reported at cumulative unrealized appreciation or
depreciation. |
Assets | ||
Investments
in securities, at value - unaffiliated (cost $9,363,809,351) including
securities on loan of $14,475,069 |
|
$10,740,104,883
|
Foreign
currency, at value (cost $8,321,516) |
|
8,307,300 |
Deposit
with broker for futures contracts |
|
2,708,510 |
Receivables: |
|
|
Fund
shares sold |
|
41,553,169 |
Dividends |
|
29,084,903 |
Foreign
tax reclaims |
|
8,639,969 |
Investments
sold |
|
731,114 |
Income
from securities on loan |
+ |
71,019 |
Total
assets |
|
10,831,200,867 |
| ||
Liabilities | ||
Collateral
held for securities on loan |
|
15,181,601 |
Payables: |
|
|
Investments
bought |
|
47,287,623 |
Management
fees |
|
2,244,676 |
Variation
margin on futures contracts |
+ |
213,325 |
Total
liabilities |
|
64,927,225 |
Net
assets |
|
$10,766,273,642 |
| ||
Net
Assets by Source | ||
Capital
received from investors |
|
$9,818,906,125 |
Total
distributable earnings |
+ |
947,367,517 |
Net
assets |
|
$10,766,273,642 |
Net
Asset Value (NAV)
| ||||
Net
Assets
|
÷ |
Shares
Outstanding |
= |
NAV |
$10,766,273,642 |
|
332,500,000 |
|
$32.38 |
|
|
|
|
|
|
|
|
|
|
For
the period March 1, 2023 through August 31, 2023; unaudited
| ||
Investment
Income
| ||
Dividends
received from securities - unaffiliated (net of foreign withholding tax of
$22,737,929) |
|
$246,568,925 |
Securities
on loan, net |
+ |
914,351 |
Total
investment income
|
|
247,483,276 |
| ||
Expenses | ||
Management
fees |
|
12,641,574 |
Professional
fees |
+ |
10,888
1 |
Total
expenses |
|
12,652,462 |
Expense
reduction |
– |
10,888
1 |
Net
expenses |
– |
12,641,574 |
Net
investment income |
|
234,841,702 |
| ||
REALIZED
AND UNREALIZED GAINS (LOSSES) | ||
Net
realized losses on sales of securities -
unaffiliated |
|
(68,598,305
) |
Net
realized gains on sales of in-kind redemptions -
unaffiliated |
|
5,390,871 |
Net
realized gains on futures contracts |
|
1,700,797 |
Net
realized losses on foreign currency transactions |
+ |
(1,988,151
) |
Net
realized losses |
|
(63,494,788
) |
Net
change in unrealized appreciation (depreciation) on securities -
unaffiliated |
|
386,897,573 |
Net
change in unrealized appreciation (depreciation) on futures
contracts |
|
(161,369
) |
Net
change in unrealized appreciation (depreciation) on foreign currency
translations |
+ |
711,655 |
Net
change in unrealized appreciation (depreciation) |
+ |
387,447,859 |
Net
realized and unrealized gains |
|
323,953,071 |
Increase
in net assets resulting from operations |
|
$558,794,773 |
1 |
Professional
fees associated with the filing of tax claims in the European Union deemed
to be non-contingent and non-routine expenses of the fund (see financial
notes 2(d)
and
4 for additional
information). |
OPERATIONS | |||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |
Net
investment income |
|
$234,841,702 |
$272,176,986 |
Net
realized losses |
|
(63,494,788
) |
(182,975,945
) |
Net
change in unrealized appreciation (depreciation) |
+ |
387,447,859 |
(1,522,113
) |
Increase
in net assets resulting from operations |
|
$558,794,773 |
$87,678,928 |
| |||
DISTRIBUTIONS
TO SHAREHOLDERS | |||
Total
distributions |
|
($121,875,780
) |
($247,435,740
) |
TRANSACTIONS
IN FUND SHARES | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
VALUE |
SHARES |
VALUE |
Shares
sold |
|
31,400,000 |
$1,002,312,227 |
73,900,000 |
$2,154,871,070 |
Shares
redeemed |
+ |
(500,000
) |
(15,553,851
) |
(1,200,000
) |
(34,098,323
) |
Net
transactions in fund shares
|
|
30,900,000 |
$986,758,376 |
72,700,000 |
$2,120,772,747 |
| |||||
SHARES
OUTSTANDING AND NET ASSETS | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
NET
ASSETS |
SHARES |
NET
ASSETS |
Beginning
of period |
|
301,600,000 |
$9,342,596,273 |
228,900,000 |
$7,381,580,338 |
Total
increase |
+ |
30,900,000 |
1,423,677,369 |
72,700,000 |
1,961,015,935 |
End
of period |
|
332,500,000 |
$10,766,273,642 |
301,600,000 |
$9,342,596,273 |
|
3/1/23–
8/31/23* |
3/1/22–
2/28/23 |
3/1/21–
2/28/22 |
3/1/20–
2/28/21 |
3/1/19–
2/29/20 |
3/1/18–
2/28/19 |
Per-Share
Data | ||||||
Net
asset value at beginning of period |
$32.72 |
$35.86 |
$36.11 |
$28.53 |
$31.23 |
$36.02 |
Income
(loss) from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)1
|
0.57 |
0.80 |
0.73 |
0.53 |
0.80 |
0.79 |
Net
realized and unrealized gains (losses) |
0.58 |
(3.32
) |
(0.01
) |
7.66 |
(2.60
) |
(4.82
) |
Total
from investment operations |
1.15 |
(2.52
) |
0.72 |
8.19 |
(1.80
) |
(4.03
) |
Less
distributions: |
|
|
|
|
|
|
Distributions
from net investment income |
(0.24
) |
(0.62
) |
(0.97
) |
(0.61
) |
(0.90
) |
(0.76
) |
Net
asset value at end of period |
$33.63 |
$32.72 |
$35.86 |
$36.11 |
$28.53 |
$31.23 |
Total
return |
3.51
%2 |
(6.91
%) |
1.86
% |
28.97
% |
(6.06
%) |
(11.06
%) |
Ratios/Supplemental
Data | ||||||
Ratios
to average net assets: |
|
|
|
|
|
|
Total
expenses |
0.39
%3 |
0.39
%4 |
0.39
% |
0.39
% |
0.39
% |
0.39
% |
Net
investment income (loss) |
3.41
%3 |
2.53
% |
1.90
% |
1.78
% |
2.54
% |
2.38
% |
Portfolio
turnover rate5
|
13
%2 |
30
% |
28
% |
24
% |
31
% |
25
% |
Net
assets, end of period (x 1,000,000) |
$3,013 |
$2,850 |
$2,686 |
$2,293 |
$1,900 |
$1,843 |
* |
Unaudited. |
1 |
Calculated
based on the average shares outstanding during the
period. |
2 |
Not
annualized. |
3 |
Annualized. |
4 |
Ratio
includes less than 0.005% of non-routine proxy
expenses. |
5 |
Portfolio
turnover rate excludes securities received or delivered from processing of
in-kind creations or
redemptions. |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
COMMON
STOCKS
99.3% OF NET ASSETS
| ||
| ||
Australia
5.1%
| ||
Adbri
Ltd.
|
1,404,857 |
2,010,781 |
ALS
Ltd.
|
273,647 |
2,093,056 |
Ansell
Ltd.
|
191,897 |
2,929,329 |
Appen
Ltd.
*(a) |
176,192 |
180,866 |
ARB
Corp., Ltd.
|
36,042 |
788,980 |
ASX
Ltd.
|
57,097 |
2,129,613 |
Austal
Ltd.
|
834,321 |
1,053,678 |
Bank
of Queensland Ltd.
|
700,450 |
2,613,003 |
Bapcor
Ltd.
|
350,090 |
1,507,793 |
Beach
Energy Ltd.
|
2,399,955 |
2,416,984 |
Bega
Cheese Ltd.
|
556,563 |
1,084,979 |
Bendigo
& Adelaide Bank Ltd.
|
633,031 |
3,898,933 |
Boral
Ltd. * |
683,263 |
2,088,672 |
Breville
Group Ltd.
|
81,117 |
1,292,897 |
carsales.com
Ltd.
|
84,410 |
1,571,162 |
Challenger
Ltd.
|
448,120 |
1,976,432 |
Champion
Iron Ltd.
|
303,352 |
1,196,477 |
Charter
Hall Group
|
153,665 |
1,078,809 |
Charter
Hall Retail REIT
|
259,680 |
586,954 |
Cleanaway
Waste Management Ltd.
|
1,286,588 |
2,183,138 |
Cochlear
Ltd.
|
16,322 |
2,869,905 |
Collins
Foods Ltd.
|
127,441 |
818,769 |
Coronado
Global Resources, Inc.
|
1,052,140 |
1,076,641 |
Costa
Group Holdings Ltd.
|
561,494 |
1,036,407 |
Credit
Corp. Group Ltd.
|
47,180 |
654,207 |
Cromwell
Property Group
|
1,434,949 |
450,732 |
CSR
Ltd.
|
905,523 |
3,460,125 |
Dexus
|
623,671 |
3,130,384 |
Domino's
Pizza Enterprises Ltd.
|
28,171 |
986,139 |
Eagers
Automotive Ltd.
|
271,340 |
2,811,733 |
Elders
Ltd.
|
216,696 |
903,810 |
Event
Hospitality & Entertainment Ltd.
|
102,203 |
809,525 |
Evolution
Mining Ltd.
|
2,053,295 |
4,933,619 |
FleetPartners
Group Ltd. * |
809,256 |
1,540,897 |
Flight
Centre Travel Group Ltd.
*(a) |
126,567 |
1,731,230 |
G.U.D.
Holdings Ltd.
|
111,529 |
876,893 |
G8
Education Ltd.
|
1,477,542 |
1,081,331 |
GrainCorp
Ltd., Class A
|
469,460 |
2,219,534 |
Harvey
Norman Holdings Ltd.
(a) |
979,625 |
2,563,194 |
Healius
Ltd.
|
695,699 |
1,261,594 |
Helia
Group Ltd.
|
657,554 |
1,652,355 |
IGO
Ltd.
|
142,860 |
1,287,924 |
Iluka
Resources Ltd.
|
180,407 |
996,650 |
Inghams
Group Ltd.
|
323,930 |
730,080 |
Insignia
Financial Ltd.
|
774,479 |
1,304,137 |
InvoCare
Ltd.
|
87,101 |
707,958 |
IRESS
Ltd.
|
158,035 |
655,049 |
Link
Administration Holdings Ltd.
|
586,733 |
509,197 |
Lynas
Rare Earths Ltd. * |
55,238 |
257,221 |
Magellan
Financial Group Ltd.
|
236,627 |
1,371,601 |
McMillan
Shakespeare Ltd.
|
92,008 |
1,061,280 |
Monadelphous
Group Ltd.
|
159,937 |
1,519,565 |
National
Storage REIT
|
172,489 |
259,173 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
nib
Holdings Ltd.
|
420,258 |
2,264,538 |
Nine
Entertainment Co. Holdings Ltd.
|
1,291,551 |
1,723,134 |
Northern
Star Resources Ltd.
|
425,429 |
3,281,551 |
NRW
Holdings Ltd.
(b) |
1,067,104 |
1,879,819 |
Nufarm
Ltd.
|
546,785 |
1,837,910 |
oOh!media
Ltd.
|
786,792 |
743,966 |
Orora
Ltd.
(b) |
1,697,377 |
3,869,558 |
Perenti
Ltd. * |
2,497,639 |
1,714,651 |
Perpetual
Ltd.
|
122,264 |
1,668,413 |
Perseus
Mining Ltd.
|
573,545 |
700,195 |
Platinum
Asset Management Ltd.
|
905,419 |
838,544 |
Premier
Investments Ltd.
|
65,448 |
1,088,932 |
Qantas
Airways Ltd. * |
967,049 |
3,701,488 |
Qube
Holdings Ltd.
|
1,097,727 |
2,182,594 |
Ramelius
Resources Ltd.
|
1,142,175 |
1,017,128 |
REA
Group Ltd.
|
10,059 |
1,075,448 |
Reece
Ltd.
|
136,598 |
1,804,741 |
Region
RE Ltd.
|
551,581 |
771,620 |
Regis
Resources Ltd. * |
1,376,163 |
1,443,860 |
Reliance
Worldwide Corp., Ltd.
|
648,207 |
1,754,811 |
Sandfire
Resources Ltd. * |
453,812 |
1,966,267 |
SEEK
Ltd.
|
151,657 |
2,269,879 |
Service
Stream Ltd.
|
1,520,610 |
886,341 |
Seven
Group Holdings Ltd.
|
103,960 |
1,882,538 |
Sigma
Healthcare Ltd.
|
1,819,974 |
942,965 |
Silver
Lake Resources Ltd. * |
841,644 |
536,914 |
Southern
Cross Media Group Ltd.
|
1,184,095 |
594,331 |
St.
Barbara Ltd. * |
3,275,817 |
424,317 |
Steadfast
Group Ltd.
|
268,229 |
979,772 |
Super
Retail Group Ltd.
|
263,544 |
2,215,482 |
Tabcorp
Holdings Ltd.
|
2,278,407 |
1,615,793 |
The
GPT Group
|
984,876 |
2,678,991 |
The
Lottery Corp., Ltd.
|
773,959 |
2,526,323 |
The
Star Entertainment Grp Ltd. * |
2,617,138 |
1,694,989 |
TPG
Telecom Ltd.
|
198,787 |
724,831 |
United
Malt Grp Ltd. * |
443,040 |
1,414,589 |
Vicinity
Ltd.
|
3,036,623 |
3,677,670 |
Viva
Energy Group Ltd.
|
2,108,832 |
4,261,249 |
Washington
H Soul Pattinson & Co.,
Ltd.
|
89,677 |
1,917,198 |
Waypoint
REIT Ltd.
|
353,825 |
572,887 |
Westgold
Resources Ltd. * |
356,474 |
374,010 |
Whitehaven
Coal Ltd.
|
672,301 |
2,651,682 |
Yancoal
Australia Ltd.
(a) |
125,442 |
429,773 |
|
|
154,813,087 |
| ||
Austria
0.6%
| ||
ANDRITZ
AG
|
72,208 |
3,846,445 |
AT&S
Austria Technologie &
Systemtechnik
AG
|
31,021 |
1,107,698 |
CA
Immobilien Anlagen AG
|
21,814 |
724,480 |
EVN
AG
|
49,582 |
1,229,646 |
Lenzing
AG
*(a) |
29,325 |
1,394,061 |
Mayr
Melnhof Karton AG
(a) |
12,635 |
1,793,712 |
Oesterreichische
Post AG
(a) |
50,802 |
1,753,386 |
Strabag
SE
|
52,192 |
2,229,043 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
UNIQA
Insurance Group AG
|
157,490 |
1,270,023 |
Verbund
AG
|
20,548 |
1,686,014 |
Vienna
Insurance Group AG Wiener
Versicherung
Gruppe
|
61,223 |
1,644,597 |
|
|
18,679,105 |
| ||
Belgium
1.0%
| ||
Ackermans
& van Haaren N.V.
|
23,199 |
3,655,995 |
Aedifica
S.A.
|
8,227 |
551,823 |
Barco
N.V.
|
56,453 |
1,213,171 |
Bekaert
S.A.
|
83,742 |
3,977,318 |
bpost
S.A.
|
489,401 |
2,306,345 |
Cofinimmo
S.A.
|
17,320 |
1,351,595 |
D'ieteren
Group
|
14,773 |
2,417,908 |
Elia
Group S.A./N.V.
|
17,986 |
2,078,997 |
Euronav
N.V.
|
131,372 |
2,294,898 |
Fagron
|
44,674 |
797,610 |
Gimv
N.V.
|
7,467 |
343,623 |
KBC
Ancora
|
21,973 |
975,876 |
Lotus
Bakeries N.V.
|
48 |
378,744 |
Melexis
N.V.
|
11,879 |
1,124,258 |
Ontex
Group N.V. * |
375,355 |
3,039,140 |
Recticel
S.A.
|
56,840 |
625,549 |
Sofina
S.A.
|
10,857 |
2,446,284 |
Warehouses
De Pauw CVA
|
32,634 |
935,070 |
|
|
30,514,204 |
| ||
Canada
7.7%
| ||
ADENTRA,
Inc.
|
33,179 |
826,195 |
Advantage
Energy Ltd. * |
57,799 |
411,401 |
Aecon
Group, Inc.
|
226,465 |
1,914,897 |
Ag
Growth International, Inc.
|
18,959 |
827,192 |
Air
Canada * |
202,137 |
3,409,414 |
Alamos
Gold, Inc., Class A
|
194,214 |
2,494,874 |
Algoma
Steel Group, Inc.
|
179,642 |
1,372,925 |
Allied
Properties Real Estate
Investment
Trust
|
94,548 |
1,451,467 |
Altus
Group Ltd.
|
18,994 |
730,587 |
Aritzia,
Inc. * |
21,516 |
394,395 |
Artis
Real Estate Investment Trust
|
177,614 |
918,953 |
ATS
Corp. * |
25,829 |
1,157,289 |
AutoCanada,
Inc. * |
64,757 |
1,287,051 |
Badger
Infrastructure Solutions Ltd.
|
39,127 |
1,026,363 |
Baytex
Energy Corp. * |
234,722 |
954,190 |
Birchcliff
Energy Ltd.
|
192,966 |
1,190,928 |
BlackBerry
Ltd. * |
161,981 |
902,721 |
Boardwalk
Real Estate Investment
Trust
|
23,037 |
1,164,152 |
Bombardier,
Inc., Class B * |
73,544 |
2,996,227 |
Boralex,
Inc., Class A
|
31,674 |
767,415 |
Boyd
Group Services, Inc.
|
10,473 |
1,886,371 |
Brookfield
Business Corp., Class A
(a) |
31,743 |
560,039 |
Brookfield
Infrastructure Corp., Class A
|
41,221 |
1,600,153 |
Brookfield
Reinsurance Ltd. * |
15,173 |
524,850 |
Brookfield
Renewable Corp., Class A
|
39,965 |
1,114,217 |
BRP,
Inc.
|
24,222 |
1,849,927 |
CAE,
Inc. * |
161,818 |
3,897,889 |
Cameco
Corp.
|
113,472 |
4,193,503 |
Canaccord
Genuity Group, Inc.
|
150,742 |
948,161 |
Canada
Goose Holdings, Inc.
*(a) |
16,272 |
255,936 |
Canadian
Apartment Properties REIT
|
81,441 |
2,917,658 |
Canadian
Western Bank
|
100,831 |
1,959,309 |
Canfor
Corp. * |
161,090 |
2,474,186 |
Capital
Power Corp.
|
99,038 |
2,977,106 |
Cascades,
Inc.
|
455,528 |
4,279,361 |
Celestica,
Inc. * |
329,969 |
7,682,489 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Centerra
Gold, Inc.
|
551,451 |
3,305,567 |
CES
Energy Solutions Corp.
|
277,204 |
753,990 |
Chartwell
Retirement Residences
|
223,687 |
1,697,968 |
Chemtrade
Logistics Income Fund
|
234,929 |
1,477,694 |
Choice
Properties Real Estate
Investment
Trust
|
128,014 |
1,240,448 |
Chorus
Aviation, Inc.
*(a) |
500,929 |
995,971 |
Cineplex,
Inc. * |
133,908 |
845,245 |
Cogeco
Communications, Inc.
|
18,441 |
909,135 |
Cogeco,
Inc.
|
32,727 |
1,209,468 |
Colliers
International Group, Inc.
|
12,795 |
1,476,350 |
Crombie
Real Estate Investment Trust
|
90,026 |
887,651 |
Definity
Financial Corp.
|
13,973 |
383,988 |
Doman
Building Materials Group Ltd.
|
199,890 |
1,147,969 |
Dorel
Industries, Inc., Class B * |
135,083 |
591,072 |
Dream
Industrial Real Estate
Investment
Trust
|
67,666 |
689,689 |
Dream
Office Real Estate Investment
Trust
|
77,774 |
745,577 |
Dundee
Precious Metals, Inc.
|
156,023 |
1,005,596 |
ECN
Capital Corp.
|
248,562 |
486,854 |
Eldorado
Gold Corp. * |
167,979 |
1,602,874 |
Element
Fleet Management Corp.
|
196,386 |
3,014,847 |
Enerflex
Ltd.
|
353,568 |
2,179,502 |
Enerplus
Corp.
|
121,981 |
2,083,581 |
Enghouse
Systems Ltd.
|
26,538 |
601,197 |
Ensign
Energy Services, Inc. * |
276,784 |
630,101 |
EQB,
Inc.
|
13,869 |
797,420 |
Equinox
Gold Corp. * |
96,081 |
483,618 |
ERO
Copper Corp. * |
19,781 |
408,647 |
Exchange
Income Corp.
|
32,344 |
1,156,825 |
Extendicare,
Inc.
|
120,763 |
575,721 |
Fiera
Capital Corp., Class A
|
99,540 |
442,907 |
First
Capital Real Estate Investment
Trust
|
208,050 |
2,112,870 |
FirstService
Corp.
|
11,490 |
1,735,283 |
Fortuna
Silver Mines, Inc. * |
263,450 |
817,835 |
Frontera
Energy Corp. * |
96,857 |
743,099 |
GFL
Environmental, Inc.
|
23,495 |
760,446 |
Gibson
Energy, Inc.
|
214,788 |
3,225,908 |
goeasy
Ltd.
|
7,619 |
711,020 |
Granite
Real Estate Investment Trust
|
19,568 |
1,088,790 |
H&R
Real Estate Investment Trust
|
361,784 |
2,764,955 |
Home
Capital Group, Inc.
|
54,955 |
1,797,781 |
Hudbay
Minerals, Inc.
|
427,712 |
2,124,413 |
IAMGOLD
Corp. * |
1,283,873 |
3,178,960 |
IGM
Financial, Inc.
|
87,307 |
2,485,728 |
Innergex
Renewable Energy, Inc.
|
84,447 |
804,554 |
Interfor
Corp. * |
151,735 |
2,557,048 |
International
Petroleum Corp. * |
54,210 |
507,662 |
Kelt
Exploration Ltd. * |
81,122 |
420,915 |
Killam
Apartment Real Estate
Investment
Trust
|
63,788 |
853,838 |
Laurentian
Bank of Canada
|
59,853 |
1,625,779 |
Maple
Leaf Foods, Inc.
|
124,685 |
2,680,873 |
Martinrea
International, Inc.
|
322,525 |
3,256,359 |
MEG
Energy Corp. * |
220,049 |
3,931,102 |
Mullen
Group Ltd.
|
138,750 |
1,466,518 |
NFI
Group, Inc.
(a) |
267,428 |
2,441,137 |
NorthWest
Healthcare Properties Real
Estate
Investment Trust
|
145,637 |
735,209 |
NuVista
Energy Ltd. * |
119,457 |
1,094,842 |
Obsidian
Energy Ltd. * |
91,623 |
647,412 |
OceanaGold
Corp.
|
1,077,678 |
2,325,895 |
Pan
American Silver Corp.
|
284,003 |
4,689,476 |
Paramount
Resources Ltd., Class A
|
14,815 |
342,740 |
Parex
Resources, Inc.
|
181,897 |
3,437,752 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Pason
Systems, Inc.
|
69,227 |
711,227 |
Peyto
Exploration & Development
Corp.
|
188,626 |
1,749,700 |
PrairieSky
Royalty Ltd.
|
61,503 |
1,175,101 |
Precision
Drilling Corp. * |
29,141 |
1,919,758 |
Premium
Brands Holdings Corp.
|
33,456 |
2,568,764 |
Primaris
Real Estate Investment Trust
|
28,570 |
282,332 |
Primo
Water Corp.
|
161,245 |
2,457,498 |
Quebecor,
Inc., Class B
|
155,228 |
3,544,102 |
RB
Global, Inc.
|
61,572 |
3,802,769 |
Real
Matters, Inc. * |
73,542 |
371,257 |
Richelieu
Hardware Ltd.
|
46,059 |
1,474,419 |
Rogers
Sugar, Inc.
|
82,858 |
352,144 |
Russel
Metals, Inc.
|
145,337 |
4,317,302 |
Secure
Energy Services, Inc.
|
298,273 |
1,649,050 |
ShawCor
Ltd. * |
133,020 |
1,831,673 |
Shopify,
Inc., Class A * |
53,609 |
3,561,782 |
Sienna
Senior Living, Inc.
|
94,823 |
822,811 |
Sleep
Country Canada Holdings, Inc.
|
46,772 |
855,271 |
SmartCentres
Real Estate Investment
Trust
|
105,287 |
1,871,579 |
SSR
Mining, Inc.
|
125,123 |
1,853,332 |
Stantec,
Inc.
|
66,967 |
4,467,601 |
Stelco
Holdings, Inc.
|
51,444 |
1,471,512 |
Stella-Jones,
Inc.
|
78,092 |
3,785,841 |
Superior
Plus Corp.
|
275,298 |
2,077,529 |
The
Descartes Systems Group, Inc. * |
12,295 |
920,660 |
The
North West Co., Inc.
|
67,332 |
1,517,888 |
TMX
Group Ltd.
|
98,317 |
2,172,791 |
Torex
Gold Resources, Inc. * |
173,621 |
2,003,196 |
Toromont
Industries Ltd.
|
47,230 |
3,869,303 |
TransAlta
Corp.
|
314,298 |
3,013,005 |
TransAlta
Renewables, Inc.
|
66,880 |
650,040 |
Transcontinental,
Inc., Class A
|
234,867 |
2,296,678 |
Trican
Well Service Ltd.
|
343,175 |
1,212,444 |
Tricon
Residential, Inc.
|
93,762 |
794,200 |
Vermilion
Energy, Inc.
|
233,342 |
3,394,191 |
Wajax
Corp.
|
60,040 |
1,247,884 |
Western
Forest Products, Inc.
|
1,542,934 |
1,071,997 |
Westshore
Terminals Investment Corp.
|
39,482 |
848,909 |
Whitecap
Resources, Inc.
|
136,440 |
1,114,352 |
Winpak
Ltd.
|
30,878 |
911,768 |
|
|
232,527,122 |
| ||
China
0.1%
| ||
Want
Want China Holdings Ltd.
|
5,673,955 |
3,755,262 |
| ||
Denmark
1.6%
| ||
Alm
Brand A/S
|
558,871 |
926,168 |
Chr.
Hansen Holding A/S
|
43,465 |
2,844,519 |
D/S
Norden A/S
|
34,658 |
1,669,572 |
Demant
A/S * |
57,884 |
2,374,551 |
Dfds
A/S
|
49,018 |
1,644,653 |
FLSmidth
& Co. A/S
(a) |
90,593 |
4,147,757 |
Genmab
A/S * |
6,772 |
2,603,496 |
GN
Store Nord A/S * |
109,931 |
2,263,631 |
H.
Lundbeck A/S
|
395,494 |
2,013,481 |
Jyske
Bank A/S * |
47,672 |
3,402,391 |
Matas
A/S
|
67,572 |
1,046,995 |
NKT
A/S * |
26,378 |
1,432,804 |
Per
Aarsleff Holding A/S
|
49,108 |
2,377,826 |
Ringkjoebing
Landbobank A/S
|
7,110 |
1,055,067 |
Rockwool
A/S, Class B
|
8,630 |
2,209,985 |
Royal
Unibrew A/S
|
35,230 |
3,094,640 |
Scandinavian
Tobacco Group A/S,
A
Shares
|
99,397 |
1,512,605 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Schouw
& Co. A/S
|
25,623 |
1,884,332 |
SimCorp
A/S
|
21,673 |
2,308,710 |
Solar
A/S, B Shares
|
12,829 |
870,592 |
Spar
Nord Bank A/S
|
54,330 |
822,037 |
Sydbank
A/S
|
58,556 |
2,759,409 |
Topdanmark
A/S
|
28,905 |
1,370,546 |
Tryg
A/S
|
138,102 |
2,639,583 |
|
|
49,275,350 |
| ||
Finland
1.0%
| ||
Cargotec
Oyj, B Shares
|
70,090 |
3,300,010 |
Caverion
Oyj
|
33,305 |
314,484 |
Finnair
Oyj
*(a) |
1,682,820 |
942,447 |
Kamux
Corp.
(a) |
112,199 |
744,655 |
Kemira
Oyj
|
163,209 |
2,589,770 |
Kojamo
Oyj
|
105,700 |
1,055,437 |
Konecranes
Oyj
|
118,703 |
4,111,101 |
Metsa
Board Oyj, B Shares
|
222,389 |
1,780,103 |
Metso
Oyj
|
223,473 |
2,577,055 |
Orion
Oyj, B Shares
|
69,736 |
2,860,248 |
Terveystalo
Oyj
|
105,811 |
893,470 |
TietoEVRY
Oyj
|
101,499 |
2,487,456 |
Tokmanni
Group Corp.
|
78,912 |
1,171,653 |
Uponor
Oyj
|
77,230 |
2,444,237 |
YIT
Oyj
|
645,712 |
1,576,853 |
|
|
28,848,979 |
| ||
France
3.6%
| ||
Aeroports
de Paris
|
18,328 |
2,418,902 |
Air
France-KLM * |
249,409 |
3,797,857 |
Altarea
S.C.A.
|
5,139 |
505,889 |
Alten
S.A.
|
21,548 |
3,070,728 |
Beneteau
S.A.
|
59,957 |
913,643 |
BioMerieux
|
22,078 |
2,290,801 |
Carmila
S.A.
|
48,657 |
760,462 |
CGG
S.A. * |
3,459,936 |
2,732,313 |
Cie
Plastic Omnium SE
|
182,583 |
3,214,259 |
Clariane
SE
|
288,723 |
1,958,534 |
Coface
S.A.
|
121,914 |
1,636,790 |
Covivio
S.A.
|
48,735 |
2,383,427 |
Dassault
Aviation S.A.
|
12,352 |
2,434,573 |
Derichebourg
S.A.
|
260,476 |
1,427,673 |
Elior
Group S.A. * |
972,001 |
2,185,879 |
Eramet
S.A.
|
12,214 |
939,220 |
Esso
S.A. Francaise
(a) |
7,034 |
411,492 |
Euronext
N.V.
|
29,989 |
2,169,361 |
Fnac
Darty S.A.
|
90,701 |
2,829,232 |
Gaztransport
Et Technigaz S.A.
|
11,594 |
1,438,299 |
Gecina
S.A.
|
30,387 |
3,260,125 |
Getlink
SE
|
147,194 |
2,469,044 |
ICADE
|
60,224 |
2,277,285 |
Imerys
S.A.
|
89,092 |
3,042,056 |
Ipsen
S.A.
|
20,313 |
2,641,196 |
IPSOS
|
48,489 |
2,432,444 |
JCDecaux
SE * |
120,262 |
2,237,221 |
La
Francaise des Jeux SAEM
|
43,621 |
1,581,291 |
Maisons
du Monde S.A.
|
154,932 |
1,449,500 |
Mercialys
S.A.
|
156,771 |
1,459,899 |
Metropole
Television S.A.
|
166,060 |
2,278,147 |
Nexans
S.A.
|
33,572 |
2,771,061 |
Nexity
S.A.
|
143,410 |
2,383,002 |
Orpea
S.A.
*(a) |
895,693 |
1,673,054 |
Quadient
S.A.
|
119,682 |
2,470,638 |
Remy
Cointreau S.A. * |
8,159 |
1,265,875 |
Rothschild
& Co.
|
34,484 |
1,446,561 |
Sartorius
Stedim Biotech
|
3,085 |
877,590 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
SMCP
S.A. * |
114,029 |
743,806 |
Societe
BIC S.A.
|
46,747 |
2,993,474 |
SOITEC
* |
4,861 |
891,361 |
Sopra
Steria Group S.A.
|
19,195 |
4,233,324 |
SPIE
S.A.
|
145,475 |
4,367,272 |
Television
Francaise 1
|
324,826 |
2,638,835 |
Trigano
S.A.
|
12,327 |
1,739,284 |
UbiSoft
Entertainment S.A. * |
137,713 |
4,179,091 |
Vallourec
S.A. * |
46,556 |
624,293 |
Verallia
S.A.
|
73,535 |
3,521,270 |
Vicat
S.A.
|
63,983 |
2,163,179 |
Virbac
S.A.
|
2,762 |
827,375 |
Worldline
S.A. * |
78,974 |
2,578,289 |
|
|
109,036,176 |
| ||
Germany
3.9%
| ||
1&1
AG
|
151,368 |
2,254,021 |
ADLER
Group S.A.
*(a) |
1,109,433 |
615,909 |
AIXTRON
SE
|
12,077 |
460,083 |
Aroundtown
S.A. * |
1,205,586 |
2,181,240 |
Auto1
Group SE * |
64,903 |
545,506 |
BayWa
AG
|
21,221 |
749,698 |
Bechtle
AG
|
85,804 |
4,185,143 |
Befesa
S.A.
|
28,480 |
1,050,966 |
Bilfinger
SE
|
71,207 |
2,473,104 |
CANCOM
SE
|
56,415 |
1,640,964 |
Carl
Zeiss Meditec AG, Bearer Shares
|
10,674 |
1,062,578 |
CECONOMY
AG * |
1,166,441 |
3,051,051 |
CompuGroup
Medical SE & Co. KgaA
|
15,869 |
745,085 |
CTS
Eventim AG & Co., KGaA
|
17,254 |
1,076,781 |
Delivery
Hero SE * |
13,317 |
487,448 |
Deutsche
Pfandbriefbank AG
(a) |
223,110 |
1,762,869 |
Deutsche
Wohnen SE
|
36,309 |
833,873 |
Deutz
AG
|
422,862 |
1,988,185 |
DIC
Asset AG
(a) |
71,043 |
335,028 |
Duerr
AG
|
82,393 |
2,462,771 |
DWS
Group GmbH & Co. KGaA
|
50,483 |
1,742,376 |
ElringKlinger
AG
|
121,966 |
804,183 |
Encavis
AG * |
36,251 |
557,322 |
Evotec
SE * |
34,753 |
816,243 |
Fielmann
Group AG
|
26,532 |
1,247,464 |
Fraport
AG Frankfurt Airport Services
Worldwide
* |
45,838 |
2,490,498 |
Gerresheimer
AG
|
35,012 |
4,556,232 |
Grand
City Properties S.A. * |
146,848 |
1,314,100 |
GRENKE
AG
(a) |
35,544 |
906,575 |
Hamburger
Hafen und Logistik AG
|
64,743 |
712,526 |
Heidelberger
Druckmaschinen AG * |
388,573 |
546,994 |
Hella
GmbH & Co. KGaA
|
25,415 |
1,815,038 |
HelloFresh
SE * |
85,523 |
2,767,963 |
Hensoldt
AG
|
8,765 |
285,012 |
HOCHTIEF
AG
|
51,616 |
5,526,512 |
Hornbach
Holding AG & Co. KGaA
|
35,297 |
2,781,276 |
Hugo
Boss AG
|
56,944 |
4,295,389 |
Jenoptik
AG
|
45,457 |
1,335,052 |
JOST
Werke SE
|
18,782 |
970,328 |
Kontron
AG
(a) |
48,973 |
1,068,372 |
Krones
AG
|
18,473 |
2,002,962 |
LEG
Immobilien SE * |
49,348 |
3,567,085 |
Nemetschek
SE
|
10,346 |
715,738 |
Nordex
SE * |
100,004 |
1,198,817 |
Norma
Group SE
|
90,027 |
1,658,152 |
QIAGEN
N.V. * |
62,860 |
2,878,416 |
Rational
AG
|
1,521 |
1,161,350 |
RTL
Group S.A. * |
88,454 |
3,273,720 |
SAF-Holland
SE
|
117,629 |
1,468,189 |
Sartorius
AG
|
157 |
51,205 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Scout24
SE
|
35,101 |
2,423,722 |
Siltronic
AG
|
32,412 |
2,594,404 |
Sixt
SE
|
16,256 |
1,737,879 |
Software
AG * |
63,753 |
2,200,379 |
Stabilus
SE
|
27,467 |
1,544,225 |
Stroeer
SE & Co. KGaA
|
29,221 |
1,330,127 |
Suedzucker
AG
|
141,690 |
2,288,294 |
Synlab
AG
|
105,478 |
1,080,696 |
TAG
Immobilien AG * |
275,474 |
3,133,369 |
Takkt
AG
|
85,501 |
1,247,212 |
Talanx
AG
|
78,158 |
5,263,625 |
TeamViewer
SE * |
18,203 |
338,332 |
Vitesco
Technologies Group AG,
Class
A * |
58,826 |
4,654,431 |
Wacker
Chemie AG
|
15,235 |
2,250,455 |
Wacker
Neuson SE
|
54,954 |
1,216,744 |
|
|
117,781,286 |
| ||
Hong
Kong 2.7%
| ||
AAC
Technologies Holdings, Inc.
|
1,889,011 |
3,661,551 |
ASMPT
Ltd.
|
429,549 |
4,302,748 |
BOC
Aviation Ltd.
|
199,670 |
1,498,464 |
Brightoil
Petroleum Holdings Ltd.
*(b) |
2,380,161 |
0 |
Budweiser
Brewing Co. APAC Ltd.
|
760,568 |
1,648,823 |
Cathay
Pacific Airways Ltd. * |
1,561,093 |
1,664,263 |
Chow
Tai Fook Jewellery Group Ltd.
|
1,255,528 |
1,905,287 |
CITIC
Telecom International Holdings
Ltd.
|
3,007,797 |
1,169,864 |
CK
Infrastructure Holdings Ltd.
|
191,094 |
967,441 |
Cowell
e Holdings, Inc.
*(a) |
548,058 |
1,080,496 |
DFI
Retail Group Holdings Ltd.
|
714,975 |
1,765,988 |
Esprit
Holdings Ltd. * |
5,610,671 |
300,505 |
Fortune
Real Estate Investment Trust
|
1,147,499 |
712,637 |
Hang
Lung Properties Ltd.
|
1,657,156 |
2,214,683 |
HKBN
Ltd.
|
1,454,639 |
701,187 |
Huabao
International Holdings Ltd.
(a) |
1,459,959 |
526,883 |
Hysan
Development Co., Ltd.
|
522,321 |
1,088,370 |
IGG,
Inc. * |
4,619,671 |
2,167,933 |
Jinchuan
Group International
Resources
Co., Ltd.
|
16,963,884 |
854,495 |
JS
Global Lifestyle Co., Ltd. * |
1,095,547 |
156,472 |
Kerry
Logistics Network Ltd.
|
812,978 |
764,070 |
Kerry
Properties Ltd.
|
1,747,570 |
3,231,392 |
L'Occitane
International S.A.
|
355,806 |
1,261,377 |
Luk
Fook Holdings International Ltd.
|
753,506 |
1,869,892 |
Man
Wah Holdings Ltd.
|
1,716,919 |
1,247,992 |
Melco
International Development Ltd. * |
2,924,078 |
2,640,032 |
MMG
Ltd. * |
7,000,206 |
2,329,906 |
Nexteer
Automotive Group Ltd.
|
2,917,059 |
1,878,554 |
NWS
Holdings Ltd.
|
3,007,619 |
3,425,006 |
Pacific
Basin Shipping Ltd.
|
7,488,286 |
2,033,991 |
PC
Partner Group Ltd.
|
609,127 |
256,335 |
Power
Assets Holdings Ltd.
|
109,980 |
542,063 |
Powerlong
Real Estate Holdings
Ltd.
*(a) |
18,324,407 |
1,962,891 |
Prada
S.p.A.
|
236,903 |
1,548,287 |
Samsonite
International S.A. * |
800,225 |
2,678,727 |
Singamas
Container Holdings Ltd.
|
14,373,729 |
1,301,412 |
SITC
International Holdings Co., Ltd.
|
1,131,225 |
2,109,033 |
SJM
Holdings Ltd. * |
3,560,432 |
1,434,752 |
Swire
Properties Ltd.
|
800,500 |
1,674,142 |
Texhong
Textile Group Ltd.
|
1,431,931 |
765,109 |
The
Bank of East Asia Ltd.
|
2,396,857 |
3,417,204 |
The
United Laboratories International
Holdings
Ltd.
|
417,823 |
373,506 |
The
Wharf Holdings Ltd.
|
1,716,979 |
3,639,008 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Truly
International Holdings Ltd.
|
8,441,170 |
936,502 |
United
Energy Group Ltd.
|
7,680,956 |
1,018,675 |
Value
Partners Group Ltd.
|
2,514,818 |
856,258 |
Vitasoy
International Holdings Ltd.
|
699,489 |
900,926 |
VSTECS
Holdings Ltd.
|
3,064,459 |
1,594,414 |
VTech
Holdings Ltd.
|
419,099 |
2,559,995 |
Wynn
Macau Ltd. * |
2,093,080 |
2,041,899 |
|
|
80,681,440 |
| ||
Ireland
0.4%
| ||
AIB
Group plc
|
911,107 |
4,155,231 |
Cairn
Homes plc
|
682,395 |
851,733 |
Dalata
Hotel Group plc * |
193,410 |
903,695 |
Glanbia
plc
|
268,497 |
4,470,278 |
Irish
Continental Group plc
|
153,578 |
741,752 |
Origin
Enterprises plc
|
149,658 |
532,774 |
Uniphar
plc
|
126,262 |
382,337 |
|
|
12,037,800 |
| ||
Israel
1.2%
| ||
Alony
Hetz Properties & Investments
Ltd.
|
59,925 |
456,738 |
Ashtrom
Group Ltd.
|
18,429 |
253,270 |
Azrieli
Group Ltd.
|
11,684 |
628,142 |
Bezeq
The Israeli Telecommunication
Corp.,
Ltd.
|
2,066,686 |
2,801,069 |
Cellcom
Israel Ltd. * |
162,578 |
539,316 |
Clal
Insurance Enterprises Holdings
Ltd.
* |
55,026 |
816,198 |
Delek
Automotive Systems Ltd.
|
75,421 |
472,585 |
Delek
Group Ltd.
|
12,794 |
1,840,421 |
Elbit
Systems Ltd.
|
12,126 |
2,388,933 |
Elco
Ltd.
|
7,574 |
244,869 |
FIBI
Holdings Ltd.
|
25,763 |
1,122,549 |
Formula
Systems 1985 Ltd.
|
8,917 |
662,031 |
G
City Ltd.
|
242,368 |
775,288 |
Harel
Insurance Investments &
Financial
Services Ltd.
|
137,052 |
999,845 |
Isracard
Ltd.
|
251,575 |
1,021,322 |
Israel
Corp., Ltd.
|
7,806 |
2,174,328 |
Mivne
Real Estate KD Ltd.
|
225,309 |
540,687 |
Mizrahi
Tefahot Bank Ltd.
|
71,993 |
2,373,042 |
Neto
Malinda Trading Ltd. * |
13,582 |
189,840 |
Nice
Ltd. * |
15,103 |
2,990,142 |
Oil
Refineries Ltd.
|
6,566,118 |
2,141,858 |
Partner
Communications Co., Ltd. * |
119,976 |
502,545 |
Paz
Ashdod Refinery Ltd. * |
21,379 |
583,683 |
Paz
Oil Co., Ltd. * |
21,471 |
1,780,064 |
Rami
Levy Chain Stores Hashikma
Marketing
2006 Ltd.
|
4,922 |
285,085 |
Shikun
& Binui Ltd. * |
247,818 |
621,258 |
Shufersal
Ltd. * |
361,106 |
1,683,697 |
Strauss
Group Ltd. * |
34,412 |
748,162 |
The
First International Bank of Israel
Ltd.
|
32,650 |
1,322,917 |
The
Phoenix Holdings Ltd.
|
115,278 |
1,156,635 |
Tower
Semiconductor Ltd. * |
69,584 |
2,035,327 |
|
|
36,151,846 |
| ||
Italy
2.9%
| ||
ACEA
S.p.A.
|
74,309 |
892,809 |
Amplifon
S.p.A.
|
43,352 |
1,413,444 |
Anima
Holding S.p.A.
|
513,238 |
2,116,762 |
Azimut
Holding S.p.A.
|
129,762 |
3,011,098 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Banca
Generali S.p.A.
|
49,075 |
1,795,514 |
Banca
IFIS S.p.A.
|
56,490 |
994,471 |
Banca
Mediolanum S.p.A.
|
228,372 |
2,091,968 |
Banca
Monte dei Paschi di Siena
S.p.A.
* |
1,204,152 |
3,348,345 |
Banca
Popolare di Sondrio S.p.A.
|
524,687 |
2,497,691 |
BFF
Bank S.p.A.
|
147,757 |
1,589,247 |
BPER
Banca
|
1,780,801 |
5,388,624 |
Brembo
S.p.A.
|
175,081 |
2,439,910 |
Buzzi
S.p.A
|
155,191 |
4,652,216 |
Cementir
Holding N.V.
|
97,524 |
853,132 |
Credito
Emiliano S.p.A.
|
90,396 |
757,419 |
Danieli
& C Officine Meccaniche S.p.A.
|
13,328 |
320,412 |
Davide
Campari-Milano N.V.
|
155,512 |
2,037,234 |
De'Longhi
S.p.A.
|
91,753 |
2,431,844 |
DiaSorin
S.p.A.
|
9,485 |
1,004,336 |
doValue
S.p.A.
|
53,333 |
261,640 |
Enav
S.p.A.
|
285,685 |
1,154,694 |
ERG
S.p.A.
|
48,311 |
1,326,589 |
Esprinet
S.p.A.
|
183,540 |
1,158,378 |
Fincantieri
S.p.A.
*(a) |
1,143,540 |
635,464 |
FinecoBank
Banca Fineco S.p.A.
|
205,389 |
2,822,153 |
Infrastrutture
Wireless Italiane S.p.A.
|
87,030 |
1,078,238 |
Interpump
Group S.p.A.
|
47,338 |
2,401,935 |
Iren
S.p.A.
|
1,806,153 |
3,744,188 |
Italgas
S.p.A.
|
655,542 |
3,735,335 |
Maire
Tecnimont S.p.A.
|
270,312 |
1,083,170 |
MARR
S.p.A.
|
65,470 |
964,966 |
MFE-MediaForEurope
N.V., Class A
|
5,733,197 |
2,905,919 |
MFE-MediaForEurope
N.V., Class B
|
1,664,709 |
1,194,289 |
Moncler
S.p.A.
|
67,529 |
4,591,047 |
Nexi
S.p.A. * |
111,692 |
803,963 |
OVS
S.p.A.
|
557,709 |
1,399,475 |
Piaggio
& C S.p.A.
|
255,787 |
978,882 |
Recordati
Industria Chimica e
Farmaceutica
S.p.A.
|
56,506 |
2,844,428 |
Reply
S.p.A.
|
9,387 |
962,273 |
Saipem
SpA * |
407,989 |
660,231 |
Salvatore
Ferragamo S.p.A.
|
59,908 |
954,510 |
Saras
S.p.A.
|
2,483,039 |
3,542,532 |
Technogym
S.p.A.
|
98,733 |
846,027 |
Unieuro
S.p.A.
(a) |
90,893 |
1,016,102 |
UnipolSai
Assicurazioni S.p.A.
|
670,170 |
1,697,679 |
Webuild
S.p.A.
(a) |
653,210 |
1,337,101 |
|
|
85,737,684 |
| ||
Japan
35.7%
| ||
ABC-Mart,
Inc.
|
108,330 |
1,972,241 |
Acom
Co., Ltd.
|
661,449 |
1,570,649 |
Activia
Properties, Inc.
|
419 |
1,174,242 |
Adastria
Co., Ltd.
|
84,576 |
1,692,856 |
ADEKA
Corp.
|
228,977 |
4,407,790 |
Advance
Residence Investment Corp.
|
539 |
1,297,658 |
Aeon
Delight Co., Ltd.
|
57,578 |
1,263,603 |
AEON
Financial Service Co., Ltd.
|
249,433 |
2,177,624 |
Aeon
Hokkaido Corp.
|
102,596 |
606,055 |
Aeon
Mall Co., Ltd.
|
218,184 |
2,616,679 |
AEON
REIT Investment Corp.
|
1,037 |
1,049,216 |
Ai
Holdings Corp.
|
41,351 |
672,875 |
Aica
Kogyo Co., Ltd.
|
102,890 |
2,441,769 |
Aichi
Steel Corp.
|
99,220 |
2,497,794 |
Aida
Engineering Ltd.
|
146,380 |
1,021,548 |
Aiful
Corp.
|
318,223 |
756,295 |
Ain
Holdings, Inc.
|
56,588 |
2,022,374 |
Alconix
Corp.
|
111,229 |
1,058,160 |
Alpen
Co., Ltd.
|
63,521 |
833,799 |
Amano
Corp.
|
118,007 |
2,575,185 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
ANA
Holdings, Inc. * |
227,633 |
5,144,160 |
Anritsu
Corp.
|
197,575 |
1,450,073 |
AOKI
Holdings, Inc.
|
188,643 |
1,354,068 |
Aoyama
Trading Co., Ltd.
|
314,955 |
3,496,015 |
Aozora
Bank Ltd.
(a) |
170,637 |
3,354,488 |
Arata
Corp.
|
105,088 |
3,905,114 |
Arcland
Sakamoto Co., Ltd.
|
72,450 |
826,095 |
Arcs
Co., Ltd.
|
223,332 |
3,965,472 |
ARE
Holdings, Inc.
|
110,170 |
1,430,239 |
Ariake
Japan Co., Ltd.
|
20,995 |
765,762 |
As
One Corp.
|
17,195 |
675,706 |
Asahi
Diamond Industrial Co., Ltd.
|
108,887 |
668,647 |
Asahi
Intecc Co., Ltd.
|
50,568 |
1,030,568 |
Asanuma
Corp.
|
42,958 |
1,053,406 |
Asics
Corp.
|
145,328 |
5,301,625 |
ASKUL
Corp.
|
78,783 |
1,063,897 |
Autobacs
Seven Co., Ltd.
|
198,626 |
2,211,579 |
Avex,
Inc.
|
88,782 |
895,229 |
Azbil
Corp.
|
131,652 |
4,394,881 |
BayCurrent
Consulting, Inc.
|
20,122 |
692,871 |
Belc
Co., Ltd.
|
27,276 |
1,272,137 |
Bell
System24 Holdings, Inc.
|
59,665 |
623,760 |
Belluna
Co., Ltd.
|
188,612 |
941,862 |
Benesse
Holdings, Inc.
|
175,211 |
2,231,884 |
Bic
Camera, Inc.
(a) |
477,670 |
3,550,084 |
BIPROGY,
Inc.
|
102,100 |
2,644,634 |
BML,
Inc.
|
41,264 |
820,547 |
Bunka
Shutter Co., Ltd.
|
152,859 |
1,144,461 |
C
Uyemura & Co., Ltd.
|
7,054 |
461,755 |
Calbee,
Inc.
|
125,225 |
2,499,167 |
Canon
Electronics, Inc.
|
54,472 |
693,317 |
Canon
Marketing Japan, Inc.
|
121,133 |
3,184,229 |
Capcom
Co., Ltd.
|
49,158 |
2,074,236 |
Casio
Computer Co., Ltd.
|
418,348 |
3,711,210 |
Cawachi
Ltd.
|
76,575 |
1,202,393 |
Central
Glass Co., Ltd.
|
69,292 |
1,395,978 |
Chudenko
Corp.
|
75,464 |
1,238,857 |
Chugoku
Marine Paints Ltd.
|
113,109 |
1,108,676 |
Citizen
Watch Co., Ltd.
|
639,752 |
3,924,158 |
CKD
Corp.
|
100,826 |
1,394,811 |
CMK
Corp.
|
176,782 |
751,644 |
Colowide
Co., Ltd.
|
53,060 |
919,899 |
Comforia
Residential REIT, Inc.
|
257 |
601,082 |
Cosmos
Pharmaceutical Corp.
|
27,064 |
3,181,649 |
Create
SD Holdings Co., Ltd.
|
46,621 |
1,194,466 |
Credit
Saison Co., Ltd.
|
285,056 |
4,461,312 |
CyberAgent,
Inc.
|
384,523 |
2,451,058 |
Daihen
Corp.
|
42,316 |
1,549,227 |
Daiho
Corp.
|
32,662 |
896,278 |
Daiichikosho
Co., Ltd.
|
127,702 |
2,470,095 |
Daiken
Corp.
|
64,597 |
1,348,868 |
Daiki
Aluminium Industry Co., Ltd.
|
104,922 |
1,037,797 |
Daikokutenbussan
Co., Ltd.
|
18,325 |
830,752 |
Daio
Paper Corp.
|
277,787 |
2,368,874 |
Daiseki
Co., Ltd.
|
34,820 |
1,055,949 |
Daishi
Hokuetsu Financial Group, Inc.
|
56,154 |
1,409,780 |
Daito
Pharmaceutical Co., Ltd.
|
38,675 |
608,078 |
Daiwa
House REIT Investment Corp.
|
811 |
1,538,608 |
Daiwa
Office Investment Corp.
|
150 |
704,743 |
Daiwa
Securities Living Investments
Corp.
|
821 |
628,784 |
DCM
Holdings Co., Ltd.
|
344,354 |
2,878,585 |
Dena
Co., Ltd.
|
114,087 |
1,183,304 |
Descente
Ltd.
|
31,938 |
812,792 |
Dexerials
Corp.
|
40,061 |
993,923 |
Disco
Corp.
|
37,757 |
7,454,923 |
DMG
Mori Co., Ltd.
|
162,103 |
2,962,359 |
Doshisha
Co., Ltd.
|
75,196 |
1,224,127 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Doutor
Nichires Holdings Co., Ltd.
|
86,424 |
1,384,351 |
DTS
Corp.
|
48,861 |
1,084,047 |
Duskin
Co., Ltd.
|
91,840 |
2,069,136 |
DyDo
Group Holdings, Inc.
|
27,399 |
1,093,438 |
Eagle
Industry Co., Ltd.
|
113,484 |
1,308,007 |
Earth
Corp.
|
31,305 |
1,065,469 |
Eizo
Corp.
|
40,697 |
1,406,092 |
Elecom
Co., Ltd.
|
77,599 |
932,776 |
en-japan,
Inc.
|
41,180 |
721,290 |
eRex
Co., Ltd.
|
26,648 |
170,960 |
Exedy
Corp.
|
186,152 |
3,373,074 |
Ezaki
Glico Co., Ltd.
|
132,443 |
3,495,182 |
Fancl
Corp.
|
61,432 |
1,077,070 |
FCC
Co., Ltd.
|
169,926 |
2,244,515 |
Ferrotec
Holdings Corp.
|
27,877 |
580,192 |
Food
& Life Cos., Ltd.
|
70,964 |
1,349,479 |
Foster
Electric Co., Ltd.
|
171,180 |
1,059,403 |
FP
Corp.
|
58,483 |
1,124,789 |
Frontier
Real Estate Investment Corp.
|
221 |
714,225 |
Fuji
Co., Ltd.
|
92,689 |
1,163,189 |
Fuji
Corp.
|
165,548 |
2,734,780 |
Fuji
Media Holdings, Inc.
|
172,185 |
1,799,495 |
Fuji
Oil Co., Ltd.
|
440,203 |
922,224 |
Fuji
Oil Holdings, Inc.
|
130,136 |
2,091,687 |
Fuji
Seal International, Inc.
|
141,202 |
1,695,374 |
Fuji
Soft, Inc.
|
49,148 |
1,485,395 |
Fujicco
Co., Ltd.
|
28,063 |
374,148 |
Fujimi,
Inc.
|
37,689 |
872,425 |
Fujimori
Kogyo Co., Ltd.
|
54,171 |
1,397,205 |
Fujitec
Co., Ltd.
|
89,912 |
2,300,527 |
Fujitsu
General Ltd.
|
65,872 |
1,271,877 |
Fukuoka
Financial Group, Inc.
|
169,652 |
4,016,832 |
Fukuoka
REIT Corp.
|
571 |
635,774 |
Fukuyama
Transporting Co., Ltd.
|
87,921 |
2,189,193 |
Fuso
Chemical Co., Ltd.
|
22,916 |
672,912 |
Fuyo
General Lease Co., Ltd.
|
18,264 |
1,511,702 |
Gakken
Holdings Co., Ltd.
|
92,779 |
539,780 |
Geo
Holdings Corp.
|
146,869 |
2,650,169 |
GLOBERIDE,
Inc.
|
40,976 |
546,872 |
Glory
Ltd.
|
156,947 |
3,318,219 |
GLP
J-REIT
|
1,372 |
1,293,922 |
GMO
internet group, Inc.
|
46,213 |
748,340 |
Godo
Steel Ltd.
|
45,300 |
1,367,541 |
Goldwin,
Inc.
|
14,770 |
1,056,630 |
Gree,
Inc.
|
140,094 |
596,616 |
G-Tekt
Corp.
|
69,066 |
875,748 |
GungHo
Online Entertainment, Inc.
|
61,244 |
1,009,410 |
Gunze
Ltd.
|
55,883 |
1,759,958 |
H.I.S.
Co., Ltd.
*(a) |
61,947 |
839,094 |
H.U.
Group Holdings, Inc.
|
139,483 |
2,527,432 |
H2O
Retailing Corp.
|
487,735 |
5,879,554 |
Hakuto
Co., Ltd.
|
21,428 |
741,815 |
Hamamatsu
Photonics K.K.
|
54,061 |
2,505,035 |
Happinet
Corp.
|
41,289 |
740,216 |
Harmonic
Drive Systems, Inc.
|
8,497 |
223,828 |
Hazama
Ando Corp.
|
549,610 |
4,481,142 |
Heiwa
Corp.
|
81,831 |
1,249,513 |
Heiwa
Real Estate Co., Ltd.
|
28,411 |
763,039 |
Heiwado
Co., Ltd.
|
153,308 |
2,527,315 |
Hikari
Tsushin, Inc.
|
21,175 |
3,528,561 |
Hirata
Corp.
|
18,282 |
980,750 |
Hirose
Electric Co., Ltd.
|
24,371 |
2,955,456 |
Hisamitsu
Pharmaceutical Co., Inc.
|
90,748 |
3,080,514 |
Hitachi
Zosen Corp.
|
408,047 |
2,418,824 |
Hogy
Medical Co., Ltd.
|
27,460 |
603,579 |
Hokuetsu
Corp.
|
393,771 |
2,447,799 |
Hokuhoku
Financial Group, Inc.
|
295,077 |
2,675,424 |
Hokuriku
Electric Power Co. * |
938,857 |
5,469,277 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Hokuto
Corp.
|
49,251 |
618,746 |
Horiba
Ltd.
|
56,888 |
2,962,701 |
Hoshizaki
Corp.
|
100,676 |
3,868,404 |
Hosiden
Corp.
|
203,689 |
2,536,581 |
Hosokawa
Micron Corp.
|
28,178 |
786,781 |
House
Foods Group, Inc.
|
148,322 |
3,204,126 |
Hulic
Co., Ltd.
|
396,516 |
3,562,475 |
Hulic
REIT, Inc.
|
646 |
720,613 |
Ibiden
Co., Ltd.
|
98,741 |
5,963,052 |
Idec
Corp.
|
29,662 |
620,399 |
IDOM,
Inc.
|
142,880 |
770,415 |
Iino
Kaiun Kaisha Ltd.
|
141,715 |
1,017,221 |
Inaba
Denki Sangyo Co., Ltd.
|
153,454 |
3,325,531 |
Inabata
& Co., Ltd.
|
183,930 |
4,004,932 |
Industrial
& Infrastructure Fund
Investment
Corp.
|
728 |
730,075 |
Intage
Holdings, Inc.
|
49,721 |
599,036 |
Integrated
Design & Engineering
Holdings
Co., Ltd.
|
18,948 |
441,862 |
Internet
Initiative Japan, Inc.
|
76,446 |
1,330,591 |
Invincible
Investment Corp.
|
2,145 |
891,386 |
Iriso
Electronics Co., Ltd.
|
24,225 |
720,502 |
Ishihara
Sangyo Kaisha Ltd.
|
132,609 |
1,306,187 |
Ito
En Ltd.
|
70,241 |
2,078,981 |
Itochu
Enex Co., Ltd.
|
281,896 |
2,856,040 |
Itochu
Techno-Solutions Corp.
|
111,144 |
3,301,836 |
Izumi
Co., Ltd.
|
173,400 |
4,526,016 |
Jaccs
Co., Ltd.
|
49,506 |
1,724,047 |
JAFCO
Group Co., Ltd.
|
82,531 |
1,058,955 |
Japan
Airlines Co., Ltd.
|
255,969 |
5,276,388 |
Japan
Airport Terminal Co., Ltd.
|
22,043 |
1,045,788 |
Japan
Aviation Electronics Industry
Ltd.
|
103,717 |
2,187,115 |
Japan
Excellent, Inc.
|
931 |
848,602 |
Japan
Hotel REIT Investment Corp.
|
1,807 |
916,005 |
Japan
Lifeline Co., Ltd.
|
118,690 |
939,998 |
Japan
Logistics Fund, Inc.
|
327 |
685,064 |
Japan
Metropolitan Fund Invest
|
3,543 |
2,380,090 |
Japan
Petroleum Exploration Co., Ltd.
|
66,506 |
2,183,595 |
Japan
Post Bank Co., Ltd.
|
424,595 |
3,407,901 |
Japan
Prime Realty Investment Corp.
|
465 |
1,178,590 |
Japan
Real Estate Investment Corp.
|
649 |
2,697,015 |
JEOL
Ltd.
|
25,615 |
818,146 |
Joshin
Denki Co., Ltd.
|
164,997 |
2,522,810 |
Joyful
Honda Co., Ltd.
|
173,109 |
2,040,423 |
Juki
Corp.
|
161,167 |
690,787 |
JVCKenwood
Corp.
|
800,585 |
3,497,421 |
Kadokawa
Corp.
|
63,628 |
1,497,772 |
Kaga
Electronics Co., Ltd.
|
46,409 |
2,110,297 |
Kagome
Co., Ltd.
|
87,073 |
2,032,311 |
Kakaku.com,
Inc.
|
77,071 |
918,489 |
Kaken
Pharmaceutical Co., Ltd.
|
65,541 |
1,611,682 |
Kameda
Seika Co., Ltd.
|
12,183 |
369,042 |
Kamigumi
Co., Ltd.
|
193,121 |
4,353,629 |
Kanamoto
Co., Ltd.
|
128,558 |
2,182,002 |
Kandenko
Co., Ltd.
|
492,038 |
4,511,940 |
Kansai
Paint Co., Ltd.
|
248,249 |
4,073,681 |
Kanto
Denka Kogyo Co., Ltd.
|
107,264 |
614,474 |
Katitas
Co., Ltd.
|
32,103 |
512,687 |
Kato
Sangyo Co., Ltd.
|
118,281 |
3,408,241 |
Keihan
Holdings Co., Ltd.
|
112,660 |
3,217,641 |
Keikyu
Corp.
|
299,637 |
2,765,136 |
Keio
Corp.
|
116,872 |
4,045,986 |
Keisei
Electric Railway Co., Ltd.
|
93,647 |
3,588,027 |
Kenedix
Office Investment Corp.
|
501 |
1,183,803 |
Kenedix
Residential Next Investment
Corp.
|
371 |
575,925 |
Kenedix
Retail REIT Corp.
|
343 |
679,003 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
KFC
Holdings Japan Ltd.
|
29,932 |
620,906 |
KH
Neochem Co., Ltd.
|
64,129 |
1,000,357 |
Kissei
Pharmaceutical Co., Ltd.
|
39,729 |
930,562 |
Kitz
Corp.
|
235,279 |
1,704,979 |
Koa
Corp.
|
42,612 |
538,851 |
Kobayashi
Pharmaceutical Co., Ltd.
|
40,746 |
2,015,679 |
Kobe
Bussan Co., Ltd.
|
26,420 |
657,664 |
Koei
Tecmo Holdings Co., Ltd.
|
49,914 |
775,701 |
Kohnan
Shoji Co., Ltd.
|
87,174 |
2,128,678 |
Kojima
Co., Ltd.
(a) |
135,735 |
591,105 |
Kokusai
Pulp & Paper Co., Ltd.
|
152,955 |
685,006 |
Kokuyo
Co., Ltd.
|
206,372 |
3,210,719 |
Komeri
Co., Ltd.
|
107,369 |
2,267,814 |
Konami
Group Corp.
|
70,248 |
4,080,208 |
Konoike
Transport Co., Ltd.
|
53,990 |
757,644 |
Kose
Corp.
|
24,437 |
2,029,353 |
Kumagai
Gumi Co., Ltd.
|
147,756 |
3,303,539 |
Kumiai
Chemical Industry Co., Ltd.
|
139,298 |
1,076,418 |
Kura
Sushi, Inc.
(a) |
28,817 |
625,488 |
Kureha
Corp.
|
35,308 |
2,076,014 |
Kusuri
no Aoki Holdings Co., Ltd.
|
22,515 |
1,409,652 |
KYB
Corp.
|
61,022 |
1,993,060 |
Kyoei
Steel Ltd.
|
113,910 |
1,518,696 |
Kyokuto
Kaihatsu Kogyo Co., Ltd.
|
111,007 |
1,383,156 |
Kyorin
Pharmaceutical Co., Ltd.
|
93,262 |
1,136,427 |
Kyoritsu
Maintenance Co., Ltd.
|
19,628 |
846,949 |
Kyowa
Kirin Co., Ltd.
|
172,447 |
3,163,236 |
Kyudenko
Corp.
|
122,627 |
3,775,212 |
Kyushu
Financial Group, Inc.
|
491,763 |
2,411,441 |
LaSalle
Logiport REIT
|
254 |
259,435 |
Lasertec
Corp.
|
2,343 |
364,924 |
Lawson,
Inc.
|
85,360 |
4,075,539 |
Life
Corp.
|
95,484 |
2,384,067 |
Lintec
Corp.
|
152,785 |
2,521,842 |
M3,
Inc.
|
78,591 |
1,567,393 |
Mabuchi
Motor Co., Ltd.
|
90,835 |
2,782,108 |
Macnica
Holdings, Inc.
|
143,390 |
6,727,023 |
Makino
Milling Machine Co., Ltd.
|
51,353 |
2,458,567 |
Mandom
Corp.
|
90,100 |
889,334 |
Marubun
Corp.
|
39,142 |
314,835 |
Maruha
Nichiro Corp.
|
189,297 |
3,305,237 |
Marui
Group Co., Ltd.
|
187,661 |
3,251,536 |
Maruichi
Steel Tube Ltd.
|
108,202 |
2,815,326 |
MARUKA
FURUSATO Corp.
|
16,069 |
313,245 |
Maruwa
Co., Ltd.
|
4,968 |
925,795 |
Matsuda
Sangyo Co., Ltd.
|
62,399 |
963,941 |
Max
Co., Ltd.
|
65,063 |
1,224,526 |
Maxell
Holdings Ltd.
|
117,870 |
1,278,406 |
McDonald's
Holdings Co., Japan Ltd.
|
37,500 |
1,491,397 |
MCJ
Co., Ltd.
|
171,718 |
1,403,609 |
Mebuki
Financial Group, Inc.
|
1,379,063 |
3,818,390 |
Megachips
Corp.
|
36,774 |
1,060,898 |
Megmilk
Snow Brand Co., Ltd.
|
267,759 |
4,384,638 |
Meidensha
Corp.
|
128,635 |
1,931,491 |
Meiko
Electronics Co., Ltd.
|
38,608 |
948,062 |
Meitec
Corp.
|
80,173 |
1,405,099 |
Menicon
Co., Ltd.
|
33,645 |
470,639 |
METAWATER
Co., Ltd.
|
45,807 |
604,740 |
Mimasu
Semiconductor Industry Co.,
Ltd.
|
34,822 |
687,423 |
MIRAIT
ONE Corp.
|
319,029 |
4,227,131 |
Mirarth
Holdings, Inc.
|
281,446 |
904,741 |
Mitsubishi
HC Capital, Inc.
|
467,842 |
3,042,893 |
Mitsubishi
Logisnext Co., Ltd.
|
208,815 |
1,962,145 |
Mitsubishi
Logistics Corp.
|
104,656 |
2,782,727 |
Mitsubishi
Pencil Co., Ltd.
|
33,685 |
446,557 |
Mitsuboshi
Belting Ltd.
|
13,201 |
437,056 |
Mitsui
E&S Co., Ltd.
|
266,661 |
917,657 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Mitsui
High-Tec, Inc.
|
10,122 |
688,311 |
Mitsui
Matsushima Holdings Co.,
Ltd.
(a) |
31,569 |
625,807 |
Mitsui-Soko
Holdings Co., Ltd.
|
61,224 |
1,747,335 |
Miura
Co., Ltd.
|
78,436 |
1,812,942 |
Mixi,
Inc.
|
111,100 |
1,855,164 |
Mizuho
Leasing Co., Ltd.
|
39,118 |
1,292,424 |
Mizuno
Corp.
|
69,413 |
2,217,058 |
Mochida
Pharmaceutical Co., Ltd.
|
49,519 |
1,147,966 |
Modec,
Inc. * |
46,839 |
532,462 |
Monex
Group, Inc.
|
170,757 |
613,428 |
MonotaRO
Co., Ltd.
|
58,455 |
691,414 |
Mori
Hills Reit Investment Corp.
|
599 |
603,588 |
Morinaga
& Co., Ltd.
|
79,186 |
2,878,947 |
MOS
Food Services, Inc.
|
33,567 |
786,231 |
Musashi
Seimitsu Industry Co., Ltd.
|
127,784 |
1,522,858 |
Nabtesco
Corp.
|
162,261 |
3,075,029 |
Nachi-Fujikoshi
Corp.
|
65,922 |
1,818,023 |
Nakanishi,
Inc.
|
18,537 |
467,293 |
Nankai
Electric Railway Co., Ltd.
|
136,979 |
2,879,113 |
NEC
Networks & System Integration
Corp.
|
113,592 |
1,516,016 |
NET
One Systems Co., Ltd.
|
86,743 |
1,701,077 |
Nexon
Co., Ltd.
|
164,547 |
3,342,140 |
Nextage
Co., Ltd.
|
15,776 |
355,430 |
Nichias
Corp.
|
144,142 |
3,019,769 |
Nichicon
Corp.
|
105,353 |
1,018,903 |
Nichiha
Corp.
|
74,975 |
1,609,348 |
Nifco,
Inc.
|
130,032 |
3,840,626 |
Nihon
Chouzai Co., Ltd.
|
74,391 |
700,042 |
Nihon
Kohden Corp.
|
108,827 |
2,898,864 |
Nihon
M&A Center Holdings, Inc.
|
88,675 |
493,427 |
Nihon
Parkerizing Co., Ltd.
|
208,734 |
1,667,463 |
Nikkiso
Co., Ltd.
|
167,963 |
1,162,941 |
Nikkon
Holdings Co., Ltd.
|
140,317 |
3,202,757 |
Nippn
Corp.
|
181,904 |
2,586,402 |
Nippon
Accommodations Fund, Inc.
|
205 |
925,130 |
Nippon
Building Fund, Inc.
|
711 |
3,003,503 |
Nippon
Carbon Co., Ltd.
|
21,842 |
665,379 |
Nippon
Chemi-Con Corp. * |
69,425 |
670,001 |
Nippon
Coke & Engineering Co., Ltd. * |
884,889 |
686,832 |
Nippon
Denko Co., Ltd.
|
257,912 |
492,493 |
Nippon
Densetsu Kogyo Co., Ltd.
|
119,611 |
1,754,092 |
Nippon
Gas Co., Ltd.
|
121,272 |
1,894,654 |
Nippon
Kanzai Holdings Co., Ltd.
|
32,154 |
588,815 |
Nippon
Kayaku Co., Ltd.
|
368,269 |
3,302,368 |
Nippon
Paint Holdings Co., Ltd.
|
403,038 |
3,117,222 |
Nippon
Prologis REIT, Inc.
|
642 |
1,291,629 |
NIPPON
REIT Investment Corp.
|
268 |
640,615 |
Nippon
Sanso Holdings Corp.
|
163,396 |
3,947,273 |
Nippon
Sheet Glass Co., Ltd. * |
562,595 |
2,960,111 |
Nippon
Shinyaku Co., Ltd.
|
38,902 |
1,709,887 |
Nippon
Shokubai Co., Ltd.
|
101,076 |
3,851,142 |
Nippon
Soda Co., Ltd.
|
58,385 |
2,161,590 |
Nippon
Thompson Co., Ltd.
|
158,291 |
612,136 |
Nippon
Yakin Kogyo Co., Ltd.
|
37,454 |
1,156,408 |
Nipro
Corp.
|
352,943 |
2,928,565 |
Nishimatsu
Construction Co., Ltd.
|
66,959 |
1,698,524 |
Nishimatsuya
Chain Co., Ltd.
|
95,743 |
1,105,498 |
Nishi-Nippon
Financial Holdings, Inc.
|
252,354 |
2,617,402 |
Nishi-Nippon
Railroad Co., Ltd.
|
137,797 |
2,576,388 |
Nishio
Holdings Co., Ltd.
|
59,381 |
1,450,008 |
Nissha
Co., Ltd.
|
103,411 |
1,254,414 |
Nisshinbo
Holdings, Inc.
|
463,139 |
3,445,269 |
Nitta
Corp.
|
37,875 |
861,121 |
Nittetsu
Mining Co., Ltd.
|
50,039 |
1,756,357 |
Nitto
Boseki Co., Ltd.
|
58,981 |
1,622,550 |
Nitto
Kogyo Corp.
|
66,124 |
1,766,819 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Noevir
Holdings Co., Ltd.
|
15,481 |
605,055 |
NOF
Corp.
|
72,156 |
3,257,267 |
Nohmi
Bosai Ltd.
|
53,574 |
652,080 |
Nojima
Corp.
|
294,332 |
2,585,779 |
Nomura
Co., Ltd.
|
140,565 |
825,518 |
Nomura
Real Estate Master Fund, Inc.
|
2,549 |
2,995,734 |
Noritake
Co., Ltd.
|
48,041 |
1,989,815 |
Noritz
Corp.
|
126,370 |
1,388,824 |
North
Pacific Bank Ltd.
|
457,988 |
965,775 |
NS
Solutions Corp.
|
50,412 |
1,367,774 |
NS
United Kaiun Kaisha Ltd.
|
27,452 |
767,453 |
NSD
Co., Ltd.
|
59,104 |
1,038,486 |
NTN
Corp.
|
1,642,565 |
3,270,801 |
NTT
UD REIT Investment Corp.
|
779 |
741,624 |
Obic
Co., Ltd.
|
13,856 |
2,410,774 |
Odakyu
Electric Railway Co., Ltd.
|
328,791 |
4,891,722 |
Oiles
Corp.
|
30,624 |
434,796 |
Okamura
Corp.
|
209,212 |
3,124,133 |
Okasan
Securities Group, Inc.
|
282,658 |
1,118,323 |
Oki
Electric Industry Co., Ltd.
|
518,717 |
3,217,374 |
Okinawa
Cellular Telephone Co.
|
17,512 |
378,904 |
OKUMA
Corp.
|
65,109 |
3,056,771 |
Okumura
Corp.
|
105,047 |
3,286,665 |
Onoken
Co., Ltd.
|
131,567 |
1,519,141 |
Onward
Holdings Co., Ltd.
|
444,861 |
1,592,009 |
Open
House Group Co., Ltd.
|
74,102 |
2,507,308 |
Oracle
Corp. Japan
|
27,220 |
1,901,483 |
Organo
Corp.
|
30,941 |
860,741 |
Orient
Corp.
|
142,731 |
1,083,338 |
Orix
JREIT, Inc.
|
1,397 |
1,737,794 |
Osaka
Soda Co., Ltd.
|
42,113 |
2,021,979 |
OSG
Corp.
|
133,130 |
1,681,671 |
Outsourcing,
Inc.
|
179,807 |
1,411,062 |
Oyo
Corp.
|
42,030 |
786,411 |
Pacific
Industrial Co., Ltd.
|
183,009 |
1,795,081 |
Paramount
Bed Holdings Co., Ltd.
|
58,569 |
950,637 |
Park24
Co., Ltd. * |
127,667 |
1,802,956 |
Pasona
Group, Inc.
|
56,209 |
631,258 |
PHC
Holdings Corp.
|
27,777 |
272,266 |
Pigeon
Corp.
|
138,978 |
1,612,349 |
Pilot
Corp.
|
51,760 |
1,668,508 |
Piolax,
Inc.
|
26,227 |
420,828 |
Pola
Orbis Holdings, Inc.
|
133,590 |
1,725,562 |
Press
Kogyo Co., Ltd.
|
546,822 |
2,516,542 |
Prima
Meat Packers Ltd.
|
148,159 |
2,576,767 |
Qol
Holdings Co., Ltd.
|
91,308 |
1,206,067 |
Raito
Kogyo Co., Ltd.
|
88,036 |
1,230,575 |
Rakuten
Group, Inc.
|
733,121 |
2,861,783 |
Relo
Group, Inc.
|
75,012 |
879,524 |
Resorttrust,
Inc.
|
71,460 |
1,146,619 |
Retail
Partners Co., Ltd.
|
182,853 |
2,024,652 |
Rinnai
Corp.
|
162,337 |
3,146,161 |
Rohto
Pharmaceutical Co., Ltd.
|
143,794 |
3,750,289 |
Round
One Corp.
|
190,875 |
778,787 |
Ryobi
Ltd.
|
197,280 |
3,845,730 |
Ryosan
Co., Ltd.
|
44,150 |
1,285,819 |
Ryoyo
Electro Corp.
|
45,561 |
1,078,117 |
S
Foods, Inc.
|
84,331 |
1,943,404 |
Saibu
Gas Holdings Co., Ltd.
|
36,653 |
512,842 |
Saizeriya
Co., Ltd.
|
45,114 |
1,419,254 |
Sakai
Chemical Industry Co., Ltd.
|
69,442 |
937,277 |
Sakai
Moving Service Co., Ltd.
|
18,162 |
677,403 |
Sakata
Seed Corp.
|
26,274 |
759,787 |
SAMTY
Co., Ltd.
|
38,107 |
606,739 |
San-A
Co., Ltd.
|
49,352 |
1,666,141 |
Sangetsu
Corp.
|
120,885 |
2,507,626 |
Sanken
Electric Co., Ltd.
|
23,612 |
1,808,385 |
Sanki
Engineering Co., Ltd.
|
167,078 |
1,848,835 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Sankyo
Co., Ltd.
|
40,444 |
1,762,662 |
Sanoh
Industrial Co., Ltd.
|
129,355 |
815,660 |
Sanyo
Chemical Industries Ltd.
|
36,936 |
1,050,349 |
Sanyo
Denki Co., Ltd.
|
17,978 |
879,235 |
Sanyo
Special Steel Co., Ltd.
|
60,601 |
1,159,696 |
Sapporo
Holdings Ltd.
|
110,449 |
3,386,642 |
Sato
Holdings Corp.
|
65,772 |
954,154 |
SBI
Shinsei Bank Ltd.
|
56,322 |
1,093,286 |
SBS
Holdings, Inc.
|
27,079 |
569,164 |
SCREEN
Holdings Co., Ltd.
|
45,975 |
4,689,554 |
Scroll
Corp.
|
48,561 |
335,559 |
SCSK
Corp.
|
150,620 |
2,613,361 |
Sega
Sammy Holdings, Inc.
|
237,995 |
4,754,669 |
Seibu
Holdings, Inc.
|
312,609 |
3,307,856 |
Seiko
Holdings Corp.
|
65,988 |
1,219,272 |
Seiren
Co., Ltd.
|
66,962 |
1,106,183 |
Sekisui
House REIT, Inc.
|
1,666 |
962,397 |
Sekisui
Jushi Corp.
|
60,124 |
1,039,889 |
Senko
Group Holdings Co., Ltd.
|
384,093 |
2,691,039 |
Senshu
Ikeda Holdings, Inc.
|
430,420 |
783,469 |
Seria
Co., Ltd.
|
51,800 |
817,642 |
Seven
Bank Ltd.
|
940,535 |
2,001,427 |
Shibaura
Machine Co., Ltd.
|
47,491 |
1,376,598 |
Shindengen
Electric Manufacturing Co.,
Ltd.
|
29,302 |
624,946 |
Shin-Etsu
Polymer Co., Ltd.
|
64,312 |
606,521 |
Shinko
Electric Industries Co., Ltd.
|
48,762 |
2,001,592 |
Shinmaywa
Industries Ltd.
|
211,383 |
2,050,162 |
Ship
Healthcare Holdings, Inc.
|
148,418 |
2,524,691 |
Shizuoka
Gas Co., Ltd.
|
190,796 |
1,342,000 |
SHO-BOND
Holdings Co., Ltd.
|
26,590 |
1,071,746 |
Shoei
Foods Corp.
|
28,239 |
881,590 |
Siix
Corp.
|
130,079 |
1,409,037 |
Sinfonia
Technology Co., Ltd.
|
70,094 |
759,751 |
SKY
Perfect JSAT Holdings, Inc.
|
345,580 |
1,573,785 |
Skylark
Holdings Co., Ltd. * |
281,063 |
3,933,550 |
Sodick
Co., Ltd.
|
133,001 |
628,531 |
Sotetsu
Holdings, Inc.
|
117,273 |
2,293,342 |
Square
Enix Holdings Co., Ltd.
|
76,123 |
2,891,508 |
Star
Micronics Co., Ltd.
|
67,266 |
869,558 |
Starts
Corp., Inc.
|
67,155 |
1,411,507 |
Sugi
Holdings Co., Ltd.
|
81,000 |
3,638,143 |
Sumida
Corp.
|
60,359 |
687,401 |
Sumitomo
Bakelite Co., Ltd.
|
60,441 |
2,861,695 |
Sumitomo
Mitsui Construction Co.,
Ltd.
|
858,588 |
2,388,489 |
Sumitomo
Osaka Cement Co., Ltd.
|
135,204 |
3,721,279 |
Sumitomo
Pharma Co., Ltd.
|
456,592 |
1,594,787 |
Sumitomo
Seika Chemicals Co., Ltd.
|
16,294 |
506,442 |
Sun
Frontier Fudousan Co., Ltd.
|
61,188 |
606,900 |
Suruga
Bank Ltd.
|
456,275 |
1,902,386 |
SWCC
Corp.
|
73,020 |
985,571 |
Systena
Corp.
|
230,332 |
427,171 |
Tachi-S
Co., Ltd.
|
196,368 |
2,361,784 |
Tadano
Ltd.
|
256,603 |
2,086,877 |
Taikisha
Ltd.
|
78,858 |
2,480,816 |
Taisho
Pharmaceutical Holdings Co.,
Ltd.
|
76,944 |
3,188,008 |
Taiyo
Holdings Co., Ltd.
|
41,790 |
754,651 |
Takamatsu
Construction Group Co.,
Ltd.
|
71,772 |
1,286,212 |
Takaoka
Toko Co., Ltd.
|
44,540 |
677,959 |
Takara
Holdings, Inc.
|
373,736 |
3,228,169 |
Takara
Standard Co., Ltd.
|
169,954 |
2,265,898 |
Takasago
Thermal Engineering Co.,
Ltd.
|
178,345 |
3,590,543 |
Takeuchi
Manufacturing Co., Ltd.
|
63,305 |
2,017,620 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Takuma
Co., Ltd.
|
141,577 |
1,569,566 |
Tama
Home Co., Ltd.
|
11,519 |
280,884 |
Tamura
Corp.
|
154,033 |
617,888 |
Tanseisha
Co., Ltd.
|
140,545 |
753,963 |
TBS
Holdings, Inc.
|
85,408 |
1,511,514 |
TechnoPro
Holdings, Inc.
|
67,969 |
1,669,520 |
T-Gaia
Corp.
|
90,919 |
1,093,514 |
The
77 Bank Ltd.
|
86,161 |
1,864,252 |
The
Awa Bank Ltd.
|
54,521 |
848,608 |
The
Bank of Kyoto Ltd.
|
39,833 |
2,304,314 |
The
Chiba Bank Ltd.
|
503,855 |
3,604,526 |
The
Gunma Bank Ltd.
|
629,450 |
2,903,291 |
The
Hachijuni Bank Ltd.
|
510,345 |
2,752,852 |
The
Hyakugo Bank Ltd.
|
282,549 |
982,037 |
The
Hyakujushi Bank Ltd.
|
53,879 |
827,513 |
The
Japan Steel Works Ltd.
|
101,669 |
2,060,127 |
The
Japan Wool Textile Co., Ltd.
|
173,573 |
1,493,883 |
The
Keiyo Bank Ltd.
|
208,153 |
852,143 |
The
Kiyo Bank Ltd.
|
89,762 |
932,240 |
The
Musashino Bank Ltd.
|
56,340 |
1,023,203 |
The
Nanto Bank Ltd.
|
50,809 |
926,941 |
The
Nippon Road Co., Ltd.
|
6,354 |
420,734 |
The
Nisshin Oillio Group Ltd.
|
96,354 |
2,766,492 |
The
Ogaki Kyoritsu Bank Ltd.
|
62,148 |
858,892 |
The
Okinawa Electric Power Co., Inc. * |
250,733 |
1,971,970 |
The
Pack Corp.
|
16,387 |
350,061 |
The
San-in Godo Bank Ltd.
|
192,532 |
1,214,029 |
The
Shiga Bank Ltd.
|
48,681 |
1,090,085 |
The
Sumitomo Warehouse Co., Ltd.
|
102,029 |
1,750,650 |
THK
Co., Ltd.
|
183,796 |
3,365,101 |
TKC
Corp.
|
28,424 |
718,483 |
Toa
Corp.
|
53,575 |
1,326,633 |
Toagosei
Co., Ltd.
|
312,678 |
2,983,204 |
Tocalo
Co., Ltd.
|
79,957 |
785,922 |
Toda
Corp.
|
646,400 |
3,637,707 |
Toei
Co., Ltd.
|
6,728 |
800,881 |
Toho
Co., Ltd.
|
82,461 |
3,146,415 |
Toho
Zinc Co., Ltd.
|
61,409 |
708,217 |
Tokai
Carbon Co., Ltd.
|
360,117 |
2,849,571 |
TOKAI
Holdings Corp.
|
321,765 |
2,088,594 |
Tokai
Rika Co., Ltd.
|
284,492 |
4,457,370 |
Tokai
Tokyo Financial Holdings, Inc.
|
297,171 |
916,508 |
Token
Corp.
|
31,515 |
1,660,336 |
Tokushu
Tokai Paper Co., Ltd.
|
13,819 |
307,542 |
Tokyo
Century Corp.
|
71,972 |
2,767,945 |
Tokyo
Ohka Kogyo Co., Ltd.
|
35,751 |
2,421,790 |
Tokyo
Seimitsu Co., Ltd.
|
55,186 |
3,043,882 |
Tokyo
Steel Manufacturing Co., Ltd.
|
141,114 |
1,586,727 |
Tokyo
Tatemono Co., Ltd.
|
289,448 |
3,807,349 |
Tokyu
Construction Co., Ltd.
|
345,320 |
1,821,656 |
Tokyu
REIT, Inc.
|
427 |
547,003 |
TOMONY
Holdings, Inc.
|
118,473 |
336,088 |
Tomy
Co., Ltd.
|
195,985 |
3,183,738 |
Topcon
Corp.
|
135,181 |
1,631,439 |
Topre
Corp.
|
258,463 |
3,083,767 |
Toshiba
TEC Corp.
|
53,858 |
1,311,444 |
Totetsu
Kogyo Co., Ltd.
|
86,355 |
1,628,814 |
Towa
Pharmaceutical Co., Ltd.
|
63,088 |
1,204,689 |
Toyo
Construction Co., Ltd.
|
190,307 |
1,449,672 |
Toyo
Ink SC Holdings Co., Ltd.
|
150,263 |
2,341,908 |
Toyo
Tire Corp.
|
318,045 |
4,798,474 |
Toyobo
Co., Ltd.
|
467,839 |
3,398,288 |
Toyota
Boshoku Corp.
|
260,426 |
4,932,683 |
TPR
Co., Ltd.
|
186,450 |
2,343,672 |
Trancom
Co., Ltd.
|
20,655 |
1,068,325 |
Transcosmos,
Inc.
|
61,390 |
1,345,153 |
Trend
Micro, Inc.
|
75,547 |
3,211,597 |
Trusco
Nakayama Corp.
|
106,681 |
1,883,964 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
TSI
Holdings Co., Ltd.
|
378,761 |
1,886,195 |
Tsubaki
Nakashima Co., Ltd.
|
109,254 |
616,118 |
Tsubakimoto
Chain Co.
|
125,703 |
3,324,220 |
Tsugami
Corp.
|
83,281 |
673,868 |
Tsumura
& Co.
|
100,389 |
1,895,244 |
TV
Asahi Holdings Corp.
|
83,081 |
946,171 |
UACJ
Corp.
|
142,984 |
3,078,991 |
Uchida
Yoko Co., Ltd.
|
27,259 |
1,217,045 |
Ulvac,
Inc.
|
76,264 |
2,961,821 |
Unipres
Corp.
|
353,792 |
2,991,503 |
United
Arrows Ltd.
|
93,436 |
1,386,281 |
United
Super Markets Holdings, Inc.
(a) |
339,711 |
2,611,097 |
United
Urban Investment Corp.
|
1,848 |
1,986,551 |
Ushio,
Inc.
|
168,349 |
2,124,237 |
USS
Co., Ltd.
|
148,877 |
2,602,037 |
UT
Group Co., Ltd. * |
31,148 |
519,258 |
V
Technology Co., Ltd.
|
38,091 |
625,845 |
Valor
Holdings Co., Ltd.
|
239,247 |
3,570,998 |
Valqua
Ltd.
|
30,228 |
901,120 |
VT
Holdings Co., Ltd.
|
286,385 |
1,007,172 |
Wacoal
Holdings Corp.
|
121,528 |
2,676,229 |
Wacom
Co., Ltd.
|
201,485 |
830,381 |
Warabeya
Nichiyo Holdings Co., Ltd.
|
101,546 |
1,899,999 |
Welcia
Holdings Co., Ltd.
|
154,787 |
2,846,737 |
Workman
Co., Ltd.
(a) |
13,101 |
473,340 |
World
Co., Ltd.
|
85,389 |
949,581 |
Xebio
Holdings Co., Ltd.
|
147,981 |
1,036,787 |
Yachiyo
Industry Co., Ltd.
|
41,403 |
393,028 |
YAMABIKO
Corp.
|
55,501 |
562,311 |
Yamaguchi
Financial Group, Inc.
|
295,726 |
2,351,223 |
Yamato
Kogyo Co., Ltd.
|
43,021 |
2,076,805 |
Yamazen
Corp.
|
329,291 |
2,585,291 |
Yaoko
Co., Ltd.
|
44,083 |
2,324,891 |
Yellow
Hat Ltd.
|
93,982 |
1,218,793 |
Yodogawa
Steel Works Ltd.
|
96,059 |
2,249,965 |
Yokogawa
Bridge Holdings Corp.
|
82,983 |
1,573,761 |
Yokowo
Co., Ltd.
|
49,782 |
576,519 |
Yondoshi
Holdings, Inc.
|
53,020 |
685,762 |
Yoshinoya
Holdings Co., Ltd.
|
73,794 |
1,441,818 |
Yuasa
Trading Co., Ltd.
|
80,771 |
2,374,557 |
Zenkoku
Hosho Co., Ltd.
|
30,951 |
1,072,979 |
Zensho
Holdings Co., Ltd.
|
81,835 |
3,859,457 |
Zeon
Corp.
|
330,366 |
3,643,250 |
ZERIA
Pharmaceutical Co., Ltd.
|
41,521 |
689,046 |
Zojirushi
Corp.
|
66,881 |
824,614 |
ZOZO,
Inc.
|
50,065 |
1,000,543 |
|
|
1,075,072,718 |
| ||
Luxembourg
0.0%
| ||
Espirito
Santo Financial Group S.A.
*(b) |
8,470 |
0 |
| ||
Netherlands
1.5%
| ||
Adyen
N.V. * |
1,568 |
1,314,662 |
Allfunds
Group plc
|
72,340 |
429,473 |
AMG
Critical Materials N.V.
|
18,430 |
626,694 |
Arcadis
N.V.
|
73,868 |
3,466,664 |
ASM
International N.V.
|
11,258 |
5,439,840 |
Basic-Fit
N.V.
*(a) |
19,341 |
591,128 |
BE
Semiconductor Industries N.V.
|
33,487 |
3,856,216 |
Corbion
N.V.
|
58,887 |
1,411,199 |
Eurocommercial
Properties N.V.
|
51,575 |
1,241,568 |
ForFarmers
N.V.
|
317,408 |
844,022 |
Fugro
N.V. CVA * |
115,748 |
1,956,013 |
Heijmans
N.V. CVA
|
82,841 |
998,017 |
IMCD
N.V.
|
22,973 |
3,172,818 |
JDE
Peet's N.V.
|
65,732 |
1,832,068 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Just
Eat Takeaway.com N.V. * |
44,639 |
629,933 |
Koninklijke
BAM Groep N.V.
|
837,355 |
1,788,564 |
Koninklijke
Vopak N.V.
|
94,796 |
3,425,102 |
OCI
N.V. * |
62,923 |
1,595,335 |
PostNL
N.V.
|
1,354,626 |
3,165,433 |
Sligro
Food Group N.V.
|
103,844 |
2,001,677 |
TKH
Group N.V.
|
59,636 |
2,753,440 |
Van
Lanschot Kempen N.V.
|
31,805 |
944,109 |
Wereldhave
N.V.
|
74,520 |
1,299,746 |
|
|
44,783,721 |
| ||
New
Zealand 0.8%
| ||
Auckland
International Airport Ltd. * |
350,423 |
1,629,630 |
Chorus
Ltd.
|
387,676 |
1,852,505 |
Contact
Energy Ltd.
|
813,834 |
4,056,081 |
EBOS
Group Ltd.
|
123,422 |
2,789,007 |
Fisher
& Paykel Healthcare Corp., Ltd.
|
216,522 |
2,927,956 |
Freightways
Group Ltd.
|
119,593 |
620,253 |
Infratil
Ltd.
|
210,955 |
1,267,437 |
Mainfreight
Ltd.
|
50,570 |
1,974,137 |
Mercury
NZ Ltd.
|
475,422 |
1,756,574 |
Meridian
Energy Ltd.
|
951,952 |
3,041,096 |
Ryman
Healthcare Ltd.
|
204,523 |
808,641 |
The
a2 Milk Co., Ltd. * |
440,639 |
1,311,892 |
|
|
24,035,209 |
| ||
Norway
1.4%
| ||
Aker
A.S.A., A Shares
|
16,638 |
1,026,076 |
Aker
Solutions A.S.A.
|
289,600 |
1,208,260 |
Atea
A.S.A. * |
152,514 |
1,892,598 |
Austevoll
Seafood A.S.A.
|
186,409 |
1,352,003 |
Bakkafrost
P/F
|
27,036 |
1,366,141 |
Borregaard
A.S.A.
|
68,400 |
999,268 |
BW
Energy Ltd. * |
3,261 |
7,863 |
BW
LPG Ltd.
|
135,750 |
1,646,282 |
BW
Offshore Ltd.
|
311,967 |
724,990 |
DNO
A.S.A.
|
1,205,033 |
1,124,357 |
Elkem
A.S.A.
|
529,876 |
1,095,902 |
Elmera
Group A.S.A.
|
438,308 |
908,991 |
Europris
A.S.A.
|
180,951 |
1,030,881 |
Gjensidige
Forsikring A.S.A.
|
137,207 |
2,134,760 |
Grieg
Seafood A.S.A.
|
80,318 |
567,813 |
Kongsberg
Automotive A.S.A. * |
3,148,736 |
684,382 |
Kongsberg
Gruppen A.S.A.
|
33,539 |
1,389,845 |
Leroy
Seafood Group A.S.A.
|
377,917 |
1,563,944 |
Odfjell
Drilling Ltd. * |
225,963 |
766,866 |
PGS
A.S.A. * |
2,191,677 |
1,515,629 |
Salmar
A.S.A.
|
48,633 |
2,377,438 |
Schibsted
A.S.A., A Shares
|
44,244 |
942,101 |
Schibsted
A.S.A., B Shares
|
48,780 |
959,352 |
SpareBank
1 Nord Norge
|
141,687 |
1,270,729 |
SpareBank
1 SMN
|
150,109 |
1,986,937 |
SpareBank
1 SR-Bank A.S.A.
|
187,805 |
2,272,273 |
Stolt-Nielsen
Ltd.
|
20,936 |
521,572 |
Storebrand
A.S.A.
|
382,896 |
3,074,068 |
TGS
A.S.A.
|
146,059 |
1,890,763 |
Tomra
Systems A.S.A.
|
85,174 |
1,170,255 |
Var
Energi A.S.A.
|
221,237 |
641,842 |
Veidekke
A.S.A.
|
183,045 |
1,734,575 |
Wallenius
Wilhelmsen A.S.A.
|
149,893 |
1,216,093 |
|
|
43,064,849 |
| ||
Poland
1.5%
| ||
Alior
Bank S.A. * |
228,609 |
3,116,349 |
Allegro.eu
S.A. * |
118,137 |
946,529 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Asseco
Poland S.A.
|
140,406 |
2,497,242 |
Bank
Millennium S.A. * |
786,102 |
1,158,767 |
Bank
Polska Kasa Opieki S.A.
|
217,497 |
5,694,371 |
CCC
S.A. * |
37,144 |
401,520 |
CD
Projekt S.A.
|
23,628 |
845,936 |
Cyfrowy
Polsat S.A.
|
746,875 |
2,457,416 |
Dino
Polska S.A. * |
11,516 |
1,058,760 |
Enea
S.A. * |
1,629,487 |
3,473,471 |
Grupa
Azoty S.A. * |
192,869 |
1,178,390 |
Grupa
Kety S.A.
|
7,049 |
1,098,079 |
Jastrzebska
Spolka Weglowa S.A. * |
166,064 |
1,459,066 |
Kernel
Holding S.A. * |
311,368 |
831,070 |
KRUK
S.A. * |
10,847 |
1,052,787 |
LPP
S.A.
|
643 |
2,165,566 |
mBank
S.A. * |
13,702 |
1,426,305 |
Orange
Polska S.A.
|
1,823,124 |
3,164,727 |
Pepco
Group N.V. * |
79,930 |
627,609 |
Santander
Bank Polska S.A. * |
31,380 |
2,829,435 |
Tauron
Polska Energia S.A. * |
6,328,704 |
6,574,021 |
|
|
44,057,416 |
| ||
Portugal
0.3%
| ||
CTT-Correios
de Portugal S.A.
|
208,681 |
766,675 |
EDP
Renovaveis S.A.
|
65,055 |
1,193,619 |
NOS,
SGPS S.A.
|
486,754 |
1,834,252 |
REN
- Redes Energeticas Nacionais,
SGPS,
S.A.
|
532,555 |
1,456,581 |
Sonae,
SGPS, S.A.
|
2,658,856 |
2,806,429 |
The
Navigator Co., S.A.
|
427,181 |
1,564,324 |
|
|
9,621,880 |
| ||
Republic
of Korea 7.8%
| ||
Aekyung
Chemical Co., Ltd.
|
31,340 |
374,159 |
AJ
Networks Co., Ltd.
|
92,546 |
289,874 |
AMOREPACIFIC
Group
|
91,535 |
2,330,360 |
Asia
Paper Manufacturing Co., Ltd.
|
10,401 |
297,846 |
Asiana
Airlines, Inc. * |
147,787 |
1,241,109 |
BGF
retail Co., Ltd.
|
11,531 |
1,364,440 |
BH
Co., Ltd.
|
34,354 |
626,390 |
Celltrion
Healthcare Co., Ltd.
|
15,176 |
742,869 |
Celltrion,
Inc.
|
20,328 |
2,213,126 |
Cheil
Worldwide, Inc.
|
123,103 |
1,755,621 |
Chong
Kun Dang Pharmaceutical
Corp.
|
13,735 |
904,063 |
CJ
ENM Co., Ltd. * |
33,240 |
1,463,641 |
CJ
Logistics Corp.
|
34,775 |
2,075,845 |
Com2uS
Corp.
|
17,585 |
630,625 |
Cosmax,
Inc. * |
4,875 |
566,153 |
Daeduck
Electronics Co., Ltd. / New
|
27,818 |
608,239 |
Daehan
Flour Mill Co., Ltd.
|
6,123 |
606,857 |
Daesang
Corp.
|
93,090 |
1,262,798 |
Daesang
Holdings Co., Ltd.
|
107,739 |
577,108 |
Daewoo
Engineering & Construction
Co.,
Ltd. * |
701,449 |
2,441,207 |
Daou
Technology, Inc.
|
88,335 |
1,241,067 |
DB
HiTek Co., Ltd.
|
39,626 |
1,603,927 |
DGB
Financial Group, Inc.
|
514,461 |
2,919,204 |
DL
Holdings Co., Ltd.
|
28,118 |
812,641 |
Dongjin
Semichem Co., Ltd.
|
22,877 |
590,207 |
Dongkuk
CM Co., Ltd. * |
93,447 |
576,201 |
Dongkuk
Holdings Co., Ltd.
|
51,232 |
463,191 |
Dongkuk
Steel Mill Co., Ltd. * |
150,767 |
1,131,537 |
Doosan
Bobcat, Inc.
|
47,274 |
1,924,223 |
Doosan
Co., Ltd.
|
30,747 |
2,735,651 |
Easy
Holdings Co., Ltd.
|
264,538 |
599,426 |
Fila
Holdings Corp.
|
92,950 |
2,665,258 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Gradiant
Corp.
|
64,556 |
692,570 |
Green
Cross Corp.
|
6,855 |
600,056 |
Green
Cross Holdings Corp.
|
53,702 |
568,000 |
GS
Global Corp. * |
312,098 |
605,660 |
GS
Retail Co., Ltd.
|
128,925 |
2,306,848 |
Handsome
Co., Ltd.
|
49,282 |
707,677 |
Hanmi
Pharm Co., Ltd.
|
3,204 |
713,885 |
Hanon
Systems
|
258,726 |
1,783,237 |
Hansae
Co., Ltd.
|
38,604 |
570,115 |
Hanshin
Construction Co., Ltd.
|
93,337 |
528,916 |
Hansol
Chemical Co., Ltd.
|
4,768 |
582,585 |
Hansol
Paper Co., Ltd.
|
108,762 |
869,767 |
Hanssem
Co., Ltd.
|
18,161 |
813,415 |
Hanwha
Aerospace Co., Ltd.
|
34,412 |
2,973,218 |
Hanwha
General Insurance Co., Ltd. * |
610,031 |
1,933,822 |
Hanwha
Life Insurance Co., Ltd. * |
1,745,987 |
3,322,230 |
Hanwha
Ocean Co., Ltd. * |
136,645 |
3,964,695 |
Harim
Holdings Co., Ltd.
|
229,079 |
1,254,800 |
HD
Hyundai Construction Equipment
Co.
Ltd.
|
37,781 |
2,035,186 |
HD
Hyundai Heavy Industries Co.,
Ltd.
* |
10,280 |
1,017,306 |
HD
Hyundai Infracore Co., Ltd.
|
227,006 |
1,808,491 |
HDC
Hyundai Development
Co-Engineering
& Construction,
Class
E
|
316,289 |
2,469,531 |
Hite
Jinro Co., Ltd.
|
48,822 |
716,955 |
HL
Mando Co., Ltd.
|
84,519 |
2,679,286 |
Hotel
Shilla Co., Ltd.
|
31,230 |
2,083,969 |
Hyosung
Advanced Materials Corp.
|
3,084 |
1,054,638 |
Hyosung
Chemical Corp. * |
8,283 |
661,136 |
Hyosung
Corp.
|
24,611 |
1,180,509 |
Hyosung
Heavy Industries Corp. * |
18,349 |
2,783,412 |
Hyosung
TNC Corp.
|
9,204 |
2,304,917 |
Hyundai
Corp.
|
61,767 |
930,419 |
Hyundai
Department Store Co., Ltd.
|
49,353 |
2,591,336 |
Hyundai
Elevator Co., Ltd.
|
45,576 |
1,551,670 |
Hyundai
GF Holdings
|
204,333 |
567,355 |
Hyundai
Green Food * |
106,159 |
1,010,388 |
Hyundai
Mipo Dockyard Co., Ltd. * |
22,829 |
1,571,734 |
Hyundai
Rotem Co., Ltd. * |
39,420 |
917,091 |
Hyundai
Wia Corp.
|
73,018 |
3,182,021 |
Innocean
Worldwide, Inc.
|
22,175 |
681,985 |
INTOPS
Co., Ltd.
|
28,382 |
634,529 |
IS
Dongseo Co., Ltd. * |
30,672 |
736,778 |
JB
Financial Group Co., Ltd.
|
339,529 |
2,494,289 |
Kakao
Corp.
|
53,881 |
1,960,791 |
Kangwon
Land, Inc.
|
103,992 |
1,220,288 |
KCC
Corp.
|
9,545 |
1,577,895 |
KCC
Glass Corp.
|
26,831 |
849,538 |
KEPCO
Plant Service & Engineering
Co.,
Ltd.
|
43,748 |
1,110,456 |
KG
Chemical Corp.
|
80,515 |
497,070 |
KISWIRE
Ltd.
|
53,423 |
887,184 |
KIWOOM
Securities Co., Ltd.
|
17,346 |
1,355,659 |
Kolmar
Korea Co., Ltd.
|
20,285 |
887,061 |
Kolon
Corp.
|
55,483 |
776,153 |
Kolon
Industries, Inc.
|
77,835 |
2,991,502 |
Korea
Aerospace Industries Ltd.
|
32,077 |
1,227,990 |
Korea
Electric Terminal Co., Ltd.
|
19,344 |
778,590 |
Korea
Investment Holdings Co., Ltd.
|
66,121 |
2,601,318 |
Korea
Line Corp. * |
181,480 |
246,596 |
Korea
Petrochemical Ind Co., Ltd.
|
15,544 |
1,513,533 |
Korean
Reinsurance Co.
|
335,184 |
2,008,441 |
Krafton,
Inc. * |
10,857 |
1,273,187 |
Kukdo
Chemical Co., Ltd.
|
17,512 |
720,751 |
Kumho
Tire Co., Inc. * |
308,373 |
1,153,701 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
KUMHOE&C
Co., Ltd.
|
143,358 |
578,096 |
Kwang
Dong Pharmaceutical Co., Ltd.
|
141,387 |
684,605 |
Kyeryong
Construction Industrial Co.,
Ltd.
|
21,273 |
240,775 |
LG
Energy Solution Ltd. * |
2,886 |
1,187,807 |
LG
Hausys Ltd.
|
53,151 |
2,058,885 |
Lotte
Chilsung Beverage Co., Ltd.
|
6,651 |
653,652 |
Lotte
Corp.
|
56,514 |
1,066,786 |
LOTTE
Fine Chemical Co., Ltd.
|
41,363 |
1,890,165 |
Lotte
Rental Co., Ltd.
|
28,226 |
592,602 |
LS
Corp.
|
67,505 |
5,469,859 |
LS
Electric Co., Ltd.
|
36,181 |
2,731,881 |
LX
International Corp.
|
120,813 |
2,774,106 |
LX
Semicon Co., Ltd.
|
12,083 |
814,523 |
Mcnex
Co., Ltd.
|
28,736 |
632,659 |
Meritz
Financial Group, Inc. * |
210,076 |
8,693,897 |
Mirae
Asset Securities Co., Ltd.
|
400,965 |
2,020,372 |
NCSoft
Corp.
|
12,859 |
2,446,785 |
Netmarble
Corp. * |
16,344 |
529,858 |
Nexen
Tire Corp.
|
148,334 |
894,437 |
NH
Investment & Securities Co., Ltd.
|
239,920 |
1,869,624 |
NHN
Corp. * |
40,793 |
802,435 |
NongShim
Co., Ltd.
|
6,697 |
2,323,113 |
Oci
Co., Ltd. * |
10,364 |
1,000,527 |
OCI
Holdings Co., Ltd.
|
23,209 |
1,617,211 |
Orion
Corp.
|
23,385 |
2,154,941 |
Orion
Holdings Corp.
|
69,991 |
805,949 |
Pan
Ocean Co., Ltd.
|
320,910 |
1,082,851 |
Partron
Co., Ltd.
|
136,230 |
835,881 |
Poongsan
Corp.
|
85,207 |
2,275,625 |
POSCO
Future M Co., Ltd.
|
3,673 |
1,249,112 |
S-1
Corp.
|
42,000 |
1,773,104 |
Samchully
Co., Ltd.
|
7,069 |
585,629 |
Samsung
Card Co., Ltd.
|
75,226 |
1,704,572 |
Samsung
Engineering Co., Ltd. * |
161,523 |
4,154,932 |
Samsung
Heavy Industries Co., Ltd. * |
562,044 |
3,746,251 |
Samsung
Securities Co., Ltd.
|
82,807 |
2,339,959 |
SAMT
Co., Ltd.
|
312,214 |
630,688 |
Samyang
Corp.
|
21,070 |
730,097 |
Samyang
Holdings Corp.
|
28,206 |
1,489,524 |
SD
Biosensor, Inc.
|
23,640 |
223,746 |
Seah
Besteel Holdings Corp.
|
70,283 |
1,254,911 |
SeAH
Steel Corp.
|
2,522 |
265,795 |
SeAH
Steel Holdings Corp.
|
2,583 |
363,291 |
Sebang
Global Battery Co., Ltd.
|
25,188 |
1,141,488 |
Seegene,
Inc.
|
22,043 |
370,232 |
Seohan
Co., Ltd.
|
784,150 |
602,166 |
Seohee
Construction Co., Ltd.
|
843,130 |
873,908 |
Seoul
Semiconductor Co., Ltd.
|
110,442 |
986,813 |
Seoyon
E-Hwa Co., Ltd.
|
83,280 |
1,002,447 |
SFA
Engineering Corp.
|
42,301 |
1,064,126 |
Shinsegae,
Inc.
|
20,809 |
3,195,935 |
SIMMTECH
Co., Ltd.
|
13,559 |
371,866 |
SK
Chemicals Co., Ltd.
|
15,645 |
744,521 |
SK
Discovery Co., Ltd.
|
62,024 |
1,966,185 |
SK
Gas Ltd.
|
12,178 |
1,159,985 |
SK
Networks Co., Ltd.
|
1,127,554 |
6,150,682 |
SKC
Co., Ltd.
|
17,034 |
1,179,203 |
SL
Corp.
|
32,225 |
872,824 |
SNT
Motiv Co., Ltd.
|
24,466 |
906,080 |
Songwon
Industrial Co., Ltd.
|
43,884 |
647,096 |
Soulbrain
Co., Ltd.
|
2,727 |
469,372 |
SSANGYONG
C&E Co., Ltd.
|
154,890 |
644,521 |
Sungwoo
Hitech Co., Ltd.
|
284,823 |
2,178,597 |
TKG
Huchems Co., Ltd.
|
48,215 |
807,991 |
Unid
Co., Ltd.
|
6,176 |
271,478 |
WONIK
IPS Co., Ltd.
|
38,772 |
904,949 |
Young
Poong Corp.
|
2,110 |
870,021 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Youngone
Corp.
|
60,127 |
2,442,837 |
Youngone
Holdings Co., Ltd.
|
10,753 |
609,343 |
Yuhan
Corp.
|
35,102 |
1,933,365 |
|
|
233,338,543 |
| ||
Singapore
1.3%
| ||
CapitaLand
Ascendas REIT
|
1,342,326 |
2,753,234 |
CapitaLand
Ascott Trust
|
1,235,143 |
887,145 |
CapitaLand
China Trust
|
710,998 |
476,455 |
CapitaLand
Integrated Commercial
Trust
|
1,492,928 |
2,111,435 |
CapitaLand
Investment Ltd.
|
735,949 |
1,765,624 |
City
Developments Ltd.
|
378,447 |
1,871,918 |
First
Resources Ltd.
|
626,996 |
719,618 |
Frasers
Logistics & Commercial Trust
|
769,539 |
683,781 |
Genting
Singapore Ltd.
|
4,778,296 |
3,095,897 |
Hutchison
Port Holdings Trust, Class U
|
14,885,842 |
2,471,050 |
Keppel
Infrastructure Trust
|
3,928,905 |
1,440,065 |
Manulife
US Real Estate Investment
Trust
|
2,470,988 |
168,027 |
Mapletree
Industrial Trust
|
635,958 |
1,083,083 |
Mapletree
Logistics Trust
|
949,824 |
1,181,566 |
Mapletree
Pan Asia Commercial Trust
|
740,796 |
833,773 |
NetLink
NBN Trust
|
1,469,778 |
941,398 |
Olam
Group Ltd.
|
2,328,089 |
2,154,840 |
SATS
Ltd. * |
636,541 |
1,220,764 |
Seatrium
Ltd. * |
20,700,495 |
2,222,563 |
Sembcorp
Industries Ltd.
|
811,938 |
3,216,489 |
Singapore
Exchange Ltd.
|
365,028 |
2,602,902 |
Singapore
Technologies Engineering
Ltd.
|
1,269,496 |
3,581,473 |
Suntec
Real Estate Investment Trust
|
915,465 |
820,224 |
UOL
Group Ltd.
|
435,142 |
2,139,462 |
|
|
40,442,786 |
| ||
Spain
1.3%
| ||
Abengoa
S.A., B Shares
*(b) |
192,522,094 |
0 |
Almirall
S.A.
|
72,291 |
734,788 |
Applus
Services S.A.
|
258,400 |
2,658,708 |
Atresmedia
Corp de Medios de
Comunicaion
S.A.
|
198,148 |
787,979 |
Bankinter
S.A.
|
519,147 |
3,333,406 |
Cellnex
Telecom S.A. * |
74,830 |
2,866,950 |
Cia
de Distribucion Integral Logista
Holdings
S.A.
|
66,975 |
1,817,283 |
Cie
Automotive S.A.
|
57,233 |
1,744,268 |
Construcciones
y Auxiliar de
Ferrocarriles
S.A.
|
30,668 |
1,101,750 |
Corp.
ACCIONA Energias Renovables
S.A.
|
10,227 |
304,581 |
Ebro
Foods S.A.
|
148,610 |
2,687,155 |
Ence
Energia y Celulosa S.A.
(a) |
199,734 |
636,903 |
Faes
Farma S.A.
|
265,525 |
930,846 |
Fluidra
S.A.
|
75,870 |
1,709,492 |
Gestamp
Automocion S.A.
|
489,516 |
2,192,128 |
Indra
Sistemas S.A.
|
141,690 |
2,006,871 |
Inmobiliaria
Colonial Socimi S.A.
|
177,305 |
1,079,577 |
Linea
Directa Aseguradora S.A. Cia de
Seguros
y Reaseguros
|
930,491 |
944,264 |
Melia
Hotels International S.A. * |
145,618 |
953,810 |
Merlin
Properties Socimi S.A.
|
273,988 |
2,459,273 |
Obrascon
Huarte Lain S.A.
*(a) |
1,496,694 |
759,911 |
Prosegur
Cia de Seguridad S.A.
|
963,861 |
1,684,263 |
Sacyr
S.A.
|
719,796 |
2,295,255 |
Unicaja
Banco S.A.
|
932,803 |
1,032,666 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Vidrala
SA
|
6,816 |
642,124 |
Viscofan
S.A.
|
35,619 |
2,319,544 |
|
|
39,683,795 |
| ||
Sweden
3.2%
| ||
AAK
AB
|
146,844 |
2,725,020 |
AddLife
AB, B Shares
|
25,619 |
177,112 |
AddTech
AB, B Shares
|
61,441 |
1,040,298 |
AFRY
AB
|
136,790 |
1,801,397 |
Ambea
AB
|
176,959 |
606,030 |
Arjo
AB, B Shares
|
280,640 |
1,106,167 |
Attendo
AB * |
328,970 |
932,841 |
Avanza
Bank Holding AB
|
14,743 |
285,438 |
Axfood
AB
|
95,756 |
2,314,780 |
Beijer
Alma AB
|
37,827 |
593,492 |
Beijer
Ref AB
|
75,869 |
871,635 |
Betsson
AB, B Shares * |
185,493 |
2,077,541 |
Bilia
AB, A Shares
|
171,799 |
1,644,265 |
Billerud
Aktiebolag
|
325,530 |
2,663,722 |
Bonava
AB, B Shares
|
667,344 |
1,092,748 |
Bravida
Holding AB
|
213,592 |
1,521,491 |
Byggmax
Group AB * |
214,218 |
629,552 |
Castellum
AB
|
218,545 |
2,335,160 |
Clas
Ohlson AB, B Shares
|
107,908 |
991,383 |
Cloetta
AB, B Shares
|
464,001 |
782,665 |
Coor
Service Management Holding AB
|
167,557 |
714,610 |
Dometic
Group AB
|
469,626 |
3,015,927 |
Dustin
Group AB * |
196,913 |
409,655 |
Electrolux
Professional AB, B Shares
|
155,717 |
838,320 |
Elekta
AB, B Shares
(a) |
351,723 |
2,517,653 |
EQT
AB
|
45,794 |
923,416 |
Evolution
AB
|
15,430 |
1,671,528 |
Fabege
AB
|
133,515 |
1,144,703 |
Fastighets
AB Balder, B Shares * |
239,424 |
1,147,934 |
Getinge
AB, B Shares
|
174,065 |
3,025,897 |
Granges
AB
|
200,372 |
1,912,243 |
Hexpol
AB
|
247,704 |
2,443,130 |
Holmen
AB, B Shares
|
82,518 |
3,131,191 |
Indutrade
AB
|
108,729 |
2,092,184 |
Instalco
AB
|
62,815 |
213,975 |
Intrum
AB
(a) |
204,755 |
1,294,363 |
Investment
AB Latour, B Shares
|
38,142 |
694,748 |
Inwido
AB
|
92,387 |
966,065 |
JM
AB
|
167,511 |
2,209,024 |
Kinnevik
AB, B Shares * |
238,132 |
2,804,329 |
L
E Lundbergfortagen AB, B Shares
|
49,829 |
2,028,673 |
Lagercrantz
Group AB, B Shares
|
26,803 |
281,250 |
Lifco
AB, B Shares
|
66,939 |
1,227,532 |
Lindab
International AB
|
93,845 |
1,379,834 |
Loomis
AB
|
112,975 |
3,000,313 |
MEKO
AB
|
80,971 |
727,636 |
Mycronic
AB
|
45,295 |
929,073 |
NCC
AB, B Shares
|
288,373 |
2,968,031 |
New
Wave Group AB, B Shares
|
79,885 |
569,925 |
Nibe
Industrier AB, B Shares
|
269,612 |
2,023,463 |
Nobia
AB * |
804,094 |
676,694 |
Nolato
AB, B Shares
|
185,666 |
795,912 |
Pandox
AB
|
66,117 |
735,445 |
Peab
AB, B Shares
|
646,803 |
2,630,947 |
Ratos
AB, B Shares
|
468,878 |
1,451,608 |
Resurs
Holding AB
|
441,236 |
967,101 |
Saab
AB, B Shares
|
72,111 |
3,810,393 |
Sagax
AB, B Shares
|
13,074 |
272,348 |
Samhallsbyggnadsbolaget
i Norden
AB
(a) |
764,579 |
245,610 |
Samhallsbyggnadsbolaget
i Norden AB,
D
Shares
(a) |
23,394 |
7,405 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Scandi
Standard AB
|
175,728 |
834,515 |
Scandic
Hotels Group AB
*(a) |
230,388 |
747,979 |
Sinch
AB * |
132,131 |
277,840 |
Storskogen
Group AB, B Shares
|
706,709 |
534,393 |
Sweco
AB, B Shares
|
162,649 |
1,586,399 |
Swedish
Orphan Biovitrum AB * |
77,074 |
1,489,407 |
Tethys
Oil AB * |
135,477 |
665,637 |
Thule
Group AB
|
88,666 |
2,569,313 |
Viaplay
Group AB, B Shares
*(a) |
62,774 |
294,955 |
Wihlborgs
Fastigheter AB
|
147,995 |
1,138,693 |
|
|
96,231,956 |
| ||
Switzerland
2.9%
| ||
Accelleron
Industries AG
|
50,333 |
1,361,969 |
Allreal
Holding AG
|
12,156 |
2,124,978 |
ALSO
Holding AG
|
7,266 |
1,768,684 |
ams-OSRAM
AG
*(a) |
404,835 |
2,844,502 |
Arbonia
AG
|
83,329 |
882,113 |
Aryzta
AG * |
1,200,511 |
1,999,379 |
Autoneum
Holding AG * |
7,840 |
1,169,898 |
Banque
Cantonale Vaudoise
|
14,946 |
1,621,089 |
Belimo
Holding AG
|
3,250 |
1,713,954 |
BKW
AG
|
12,141 |
2,089,365 |
Bucher
Industries AG
|
7,036 |
2,891,670 |
Burckhardt
Compression Holding AG
|
1,285 |
757,979 |
Bystronic
AG
|
2,546 |
1,717,991 |
Cembra
Money Bank AG
|
24,284 |
1,773,357 |
Clariant
AG * |
244,426 |
4,079,071 |
Comet
Holding AG
|
2,824 |
726,423 |
Daetwyler
Holding AG
|
4,269 |
890,291 |
dormakaba
Holding AG
|
4,234 |
2,221,861 |
Dufry
AG * |
125,593 |
5,596,762 |
Emmi
AG
|
1,814 |
1,955,197 |
EMS-Chemie
Holding AG
|
3,496 |
2,630,164 |
Flughafen
Zuerich AG
|
11,835 |
2,440,027 |
Forbo
Holding AG
|
1,102 |
1,489,712 |
Huber
& Suhner AG
|
16,890 |
1,304,158 |
Implenia
AG
|
23,988 |
855,502 |
Inficon
Holding AG
|
970 |
1,238,789 |
Interroll
Holding AG
|
293 |
874,107 |
Kardex
Holding AG
|
3,249 |
748,567 |
Komax
Holding AG
|
2,393 |
600,113 |
Landis
& Gyr Group AG
|
25,607 |
1,898,962 |
Mobimo
Holding AG
|
4,687 |
1,371,740 |
OC
Oerlikon Corp. AG
|
367,063 |
1,804,458 |
PSP
Swiss Property AG
|
14,826 |
1,802,788 |
Schweiter
Technologies AG
|
1,715 |
1,236,858 |
SFS
Group AG
|
16,610 |
1,906,883 |
Siegfried
Holding AG
|
1,396 |
1,263,631 |
SIG
Group AG * |
163,649 |
4,313,330 |
Softwareone
Holding AG
|
114,701 |
2,294,669 |
St.
Galler Kantonalbank AG
|
1,490 |
833,354 |
Stadler
Rail AG
|
40,705 |
1,656,312 |
Straumann
Holding AG
|
16,836 |
2,554,230 |
Sulzer
AG
|
17,625 |
1,795,924 |
Tecan
Group AG
|
3,419 |
1,366,439 |
Temenos
AG
|
28,088 |
2,234,320 |
u-blox
Holding AG
|
5,068 |
452,720 |
Valiant
Holding AG
|
11,770 |
1,264,617 |
VAT
Group AG
|
6,856 |
2,750,938 |
Vontobel
Holding AG
|
21,262 |
1,319,171 |
Zehnder
Group AG
|
13,049 |
864,270 |
|
|
87,353,286 |
|
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
United
Kingdom 9.8%
| ||
4imprint
Group plc
|
15,539 |
1,004,202 |
888
Holdings plc * |
668,453 |
1,080,810 |
AG
Barr plc
|
47,126 |
291,114 |
Airtel
Africa plc
|
1,203,240 |
1,738,141 |
Ashmore
Group plc
|
483,039 |
1,187,440 |
ASOS
plc
*(a) |
149,073 |
828,128 |
Assura
plc
|
971,398 |
564,740 |
Auto
Trader Group plc
|
246,502 |
1,894,120 |
Babcock
International Group plc * |
364,758 |
1,785,952 |
Bank
of Georgia Group plc
|
28,313 |
1,250,306 |
Beazley
plc
|
290,447 |
2,009,497 |
Big
Yellow Group plc
|
55,361 |
754,119 |
Bodycote
plc
|
300,728 |
2,530,287 |
Britvic
plc
|
250,246 |
2,787,300 |
C&C
Group plc
|
655,384 |
1,134,421 |
Capita
plc * |
3,170,355 |
724,723 |
Card
Factory plc * |
1,421,336 |
1,847,872 |
Carnival
plc * |
261,649 |
3,724,946 |
Centamin
plc
|
2,644,704 |
2,940,708 |
Chemring
Group plc
|
262,715 |
968,736 |
Clarkson
plc
|
17,481 |
600,293 |
Close
Brothers Group plc
|
210,279 |
2,187,595 |
Coats
Group plc
|
1,919,329 |
1,865,403 |
Computacenter
plc
|
92,850 |
2,564,875 |
ConvaTec
Group plc
|
1,050,339 |
3,093,096 |
Cranswick
plc
|
88,880 |
3,795,436 |
Crest
Nicholson Holdings plc
|
774,789 |
1,772,101 |
Dechra
Pharmaceuticals plc
|
26,636 |
1,284,593 |
Deliveroo
plc * |
313,695 |
449,571 |
Derwent
London plc
|
53,760 |
1,265,706 |
DFS
Furniture plc
|
278,896 |
388,743 |
Diploma
plc
|
42,626 |
1,692,783 |
DiscoverIE
Group plc
|
67,410 |
623,555 |
Diversified
Energy Co., plc
|
510,655 |
592,398 |
Domino's
Pizza Group plc
|
257,183 |
1,287,263 |
Dr.
Martens plc
|
474,553 |
945,290 |
Drax
Group plc
|
529,657 |
3,704,773 |
Dunelm
Group plc
|
107,795 |
1,589,935 |
easyJet
plc * |
613,972 |
3,292,471 |
Elementis
plc * |
912,924 |
1,321,078 |
Endeavour
Mining plc
|
78,378 |
1,601,977 |
EnQuest
plc * |
5,645,355 |
1,214,666 |
Essentra
plc
|
700,492 |
1,310,139 |
FDM
Group Holdings plc
|
83,496 |
609,419 |
Ferrexpo
plc * |
1,794,557 |
1,758,917 |
Forterra
plc
|
353,825 |
749,640 |
Frasers
Group plc * |
141,937 |
1,450,534 |
Fresnillo
plc
|
211,109 |
1,539,233 |
Future
plc
|
22,968 |
225,992 |
Games
Workshop Group plc
|
14,851 |
2,036,155 |
Genuit
Group plc
|
281,508 |
1,137,913 |
Genus
plc
|
31,027 |
915,273 |
Grafton
Group plc
|
400,926 |
4,381,785 |
Grainger
plc
|
361,764 |
1,082,762 |
Great
Portland Estates plc
|
132,878 |
707,517 |
Greencore
Group plc * |
1,584,869 |
1,691,964 |
Greggs
plc
|
74,686 |
2,333,781 |
Gulf
Keystone Petroleum Ltd.
|
162,903 |
193,211 |
Halfords
Group plc
|
798,542 |
1,850,714 |
Halma
plc
|
140,378 |
3,813,745 |
Hammerson
plc
|
3,854,791 |
1,173,280 |
Harbour
Energy plc
|
644,504 |
2,041,707 |
Hargreaves
Lansdown plc
|
234,652 |
2,263,345 |
Hikma
Pharmaceuticals plc
|
208,442 |
5,781,743 |
Hill
& Smith plc
|
88,517 |
2,009,983 |
Hilton
Food Group plc
|
133,127 |
1,136,983 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Hiscox
Ltd.
|
162,250 |
2,050,810 |
Hochschild
Mining plc
|
1,344,776 |
1,557,485 |
Howden
Joinery Group plc
|
484,958 |
4,546,176 |
Hunting
plc
|
190,908 |
593,886 |
Ibstock
plc
|
563,745 |
1,063,666 |
IG
Group Holdings plc
|
393,847 |
3,376,161 |
Indivior
plc * |
43,574 |
1,004,909 |
InterContinental
Hotels Group plc
|
67,863 |
5,119,996 |
Intermediate
Capital Group plc
|
176,752 |
3,029,210 |
International
Consolidated Airlines
Group
S.A. * |
2,339,484 |
4,802,450 |
Investec
plc
|
515,941 |
3,055,087 |
IWG
plc * |
1,659,867 |
3,769,112 |
J.D.
Sports Fashion plc
|
1,820,016 |
3,349,802 |
J.D.
Wetherspoon plc * |
164,363 |
1,505,810 |
Jupiter
Fund Management plc
|
1,466,226 |
1,848,638 |
Just
Group plc
|
2,722,626 |
2,601,280 |
Keller
Group plc
|
131,730 |
1,283,627 |
Kier
Group plc * |
1,940,830 |
2,087,964 |
Lancashire
Holdings Ltd.
|
141,293 |
1,025,000 |
LondonMetric
Property plc
|
271,928 |
624,367 |
Marshalls
plc
|
271,535 |
946,207 |
Marston's
plc * |
2,271,719 |
919,715 |
Mitchells
& Butlers plc * |
712,255 |
1,990,989 |
Mitie
Group plc
|
1,448,862 |
1,784,519 |
Mobico
Group plc
|
1,774,096 |
1,881,613 |
Molten
Ventures plc * |
98,233 |
302,974 |
Moneysupermarket.com
Group plc
|
593,505 |
1,868,116 |
Morgan
Advanced Materials plc
|
428,001 |
1,426,357 |
Morgan
Sindall Group plc
|
105,179 |
2,630,898 |
NCC
Group plc
|
197,089 |
248,992 |
Ninety
One plc
|
140,164 |
304,244 |
Ocado
Group plc * |
202,787 |
2,239,676 |
OSB
Group plc
|
283,694 |
1,227,274 |
Oxford
Instruments plc
|
26,594 |
746,423 |
Pagegroup
plc
|
503,190 |
2,670,339 |
Paragon
Banking Group plc
|
221,023 |
1,474,564 |
Pennon
Group plc
|
389,176 |
3,180,779 |
Petrofac
Ltd.
*(a) |
1,541,380 |
1,411,157 |
Pets
at Home Group plc
|
574,993 |
2,751,201 |
Playtech
plc * |
410,956 |
2,733,899 |
Plus500
Ltd.
|
149,238 |
2,700,445 |
Premier
Foods plc
|
950,769 |
1,484,272 |
Primary
Health Properties plc
|
475,984 |
567,256 |
QinetiQ
Group plc
|
550,743 |
2,326,711 |
Quilter
plc
|
1,356,740 |
1,471,628 |
Rathbone
Brothers plc
|
37,939 |
847,070 |
Reach
plc
|
953,055 |
886,425 |
Redde
Northgate plc
|
586,605 |
2,386,045 |
Redrow
plc
|
577,713 |
3,480,159 |
Renewi
plc * |
101,205 |
616,843 |
Renishaw
plc
|
18,955 |
873,804 |
Rhi
Magnesita N.V.
|
65,740 |
2,359,124 |
Rightmove
plc
|
216,604 |
1,537,030 |
Rolls-Royce
Holdings plc * |
2,809,217 |
7,913,207 |
Rotork
plc
|
696,469 |
2,656,416 |
RS
Group plc
|
322,331 |
3,104,972 |
Sabre
Insurance Group plc
|
617,803 |
1,200,890 |
Safestore
Holdings plc
|
74,166 |
812,452 |
Saga
plc
*(a) |
839,141 |
1,558,823 |
Savills
plc
|
192,066 |
2,215,941 |
Schroders
plc
|
648,609 |
3,384,520 |
Segro
plc
|
266,609 |
2,491,183 |
Serco
Group plc
|
1,557,259 |
3,017,144 |
Sirius
Real Estate Ltd.
|
672,086 |
741,773 |
Softcat
plc
|
59,531 |
1,134,537 |
Speedy
Hire plc
|
1,842,013 |
816,937 |
Spirax-Sarco
Engineering plc
|
26,307 |
3,378,492 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Spire
Healthcare Group plc
|
348,579 |
960,701 |
Spirent
Communications plc
|
410,813 |
816,761 |
SSP
Group plc * |
819,024 |
2,438,890 |
SThree
plc
|
293,541 |
1,326,038 |
Synthomer
plc * |
1,145,361 |
928,860 |
TBC
Bank Group plc
|
39,277 |
1,415,951 |
Telecom
Plus plc
|
52,161 |
1,050,923 |
The
British Land Co., plc
|
726,165 |
2,977,636 |
The
Restaurant Group plc * |
1,756,838 |
946,125 |
The
Unite Group plc
|
69,287 |
825,730 |
The
Weir Group plc
|
197,941 |
4,601,307 |
THG
plc * |
1,128,514 |
1,408,546 |
TI
Fluid Systems plc
|
1,408,218 |
2,259,079 |
TP
ICAP Group plc
|
1,303,960 |
2,729,619 |
Tritax
Big Box REIT plc
|
524,540 |
938,515 |
TT
Electronics plc
|
350,839 |
760,207 |
TUI
AG * |
550,204 |
3,279,585 |
Tullow
Oil plc * |
1,358,609 |
602,546 |
Tyman
plc
|
454,005 |
1,699,988 |
Vanquis
Banking Group plc
|
665,097 |
873,117 |
Vesuvius
plc
|
527,645 |
2,947,211 |
Victrex
plc
|
88,530 |
1,684,954 |
VIDENDUM
plc
|
33,612 |
221,049 |
Virgin
Money UK plc
|
741,040 |
1,528,236 |
Vistry
Group plc
|
464,316 |
4,603,899 |
Watches
of Switzerland Group plc * |
98,579 |
727,626 |
WH
Smith plc
|
76,925 |
1,429,965 |
Wickes
Group plc
|
768,542 |
1,367,296 |
Workspace
Group plc
|
119,362 |
759,272 |
XP
Power Ltd.
|
10,125 |
276,484 |
|
|
295,762,485 |
Total
Common Stocks
(Cost
$2,859,927,661) |
2,993,287,985 | |
| ||
PREFERRED
STOCKS
0.2% OF NET ASSETS
| ||
| ||
Germany
0.2%
| ||
Draegerwerk
AG & Co. KGaA
|
42,294 |
2,047,308 |
Sartorius
AG
|
2,841 |
1,163,705 |
Sixt
SE
|
18,876 |
1,227,175 |
|
|
4,438,188 |
| ||
Italy
0.0%
| ||
Danieli
& C Officine Meccaniche S.p.A.
-
RSP
|
54,223 |
1,026,360 |
Total
Preferred Stocks
(Cost
$5,109,173) |
5,464,548 | |
| ||
RIGHTS
0.0% OF NET ASSETS
| ||
| ||
Sweden
0.0%
| ||
Swedish
Orphan Biovitrum AB | ||
expires
09/14/23, strike SEK
142.00
* |
76,730 |
69,303 |
Total
Rights
(Cost
$0) |
69,303 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
WARRANTS
0.0% OF NET ASSETS
| ||
| ||
Italy
0.0%
| ||
Webuild
S.p.A. | ||
expires
08/02/30 *(a)(b) |
9,734 |
19,925 |
Total
Warrants
(Cost
$0) |
19,925 |
|
|
|
SHORT-TERM
INVESTMENTS
1.5% OF NET ASSETS
| ||
| ||
Money
Market Funds 1.5%
| ||
State
Street Institutional U.S. Government
Money
Market Fund, Premier Class
5.28%
(c) |
997,370 |
997,370 |
State
Street Institutional U.S. Government
Money
Market Fund, Premier Class
5.28%
(c)(d) |
42,981,219 |
42,981,219 |
|
|
43,978,589 |
Total
Short-Term Investments
(Cost
$43,978,589) |
43,978,589 | |
Total
Investments in Securities
(Cost
$2,909,015,423) |
3,042,820,350 |
|
NUMBER
OF
CONTRACTS |
NOTIONAL
AMOUNT
($) |
CURRENT
VALUE/
UNREALIZED
DEPRECIATION
($) |
FUTURES
CONTRACTS
| |||
Long |
|
|
|
MSCI
EAFE Index, expires
09/15/23 |
142 |
14,976,030 |
(234,786
) |
* |
Non-income
producing security. |
(a) |
All
or a portion of this security is on loan. Securities on loan were valued
at
$40,726,851. |
(b) |
Fair valued
using significant unobservable inputs (see financial note 2(a),
Securities
for which no quoted value is available, for additional
information). |
(c) |
The
rate shown is the annualized 7-day yield. |
(d) |
Security
purchased with cash collateral received for securities on
loan. |
CVA
— |
Dutch
Certificate |
REIT
— |
Real
Estate Investment Trust |
RSP
— |
Risparmio
(Savings Shares) |
SEK
— |
Swedish
Krona |
DESCRIPTION |
QUOTED
PRICES IN
ACTIVE
MARKETS FOR
IDENTICAL
ASSETS
(LEVEL
1) |
OTHER
SIGNIFICANT
OBSERVABLE
INPUTS
(LEVEL
2) |
SIGNIFICANT
UNOBSERVABLE
INPUTS
(LEVEL
3) |
TOTAL |
Assets |
|
|
|
|
Common
Stocks1
|
$2,718,109,663 |
$— |
$— |
$2,718,109,663 |
Australia |
149,063,710 |
— |
5,749,377 |
154,813,087 |
Hong
Kong |
80,681,440 |
— |
0
* |
80,681,440 |
Luxembourg |
— |
— |
0
* |
0 |
Spain |
39,683,795 |
— |
0
* |
39,683,795 |
Preferred
Stocks1
|
5,464,548 |
— |
— |
5,464,548 |
Rights1
|
69,303 |
— |
— |
69,303 |
Warrants1
|
|
|
|
|
Italy |
— |
— |
19,925 |
19,925 |
Short-Term
Investments1
|
43,978,589 |
— |
— |
43,978,589 |
Liabilities |
|
|
|
|
Futures
Contracts2
|
(234,786
) |
— |
— |
(234,786
) |
Total |
$3,036,816,262 |
$— |
$5,769,302 |
$3,042,585,564 |
* |
Level
3 amount shown includes securities determined to have no value at August
31, 2023. |
1
|
As
categorized in the Portfolio Holdings.
|
2
|
Futures
contracts are reported at cumulative unrealized appreciation or
depreciation. |
Assets | ||
Investments
in securities, at value - unaffiliated (cost $2,909,015,423) including
securities on loan of $40,726,851 |
|
$3,042,820,350 |
Foreign
currency, at value (cost $1,878,354) |
|
1,876,387 |
Deposit
with broker for futures contracts |
|
874,143 |
Receivables: |
|
|
Fund
shares sold |
|
13,451,439 |
Dividends |
|
8,006,888 |
Foreign
tax reclaims |
|
2,075,298 |
Income
from securities on loan |
+ |
172,380 |
Total
assets |
|
3,069,276,885 |
| ||
Liabilities | ||
Collateral
held for securities on loan |
|
42,981,219 |
Payables: |
|
|
Investments
bought |
|
12,083,667 |
Management
fees |
|
982,784 |
Variation
margin on futures contracts |
+ |
64,262 |
Total
liabilities |
|
56,111,932 |
Net
assets |
|
$3,013,164,953 |
| ||
Net
Assets by Source | ||
Capital
received from investors |
|
$3,112,153,606 |
Total
distributable loss |
+ |
(98,988,653
) |
Net
assets |
|
$3,013,164,953 |
Net
Asset Value (NAV)
| ||||
Net
Assets
|
÷ |
Shares
Outstanding |
= |
NAV |
$3,013,164,953 |
|
89,600,000 |
|
$33.63 |
|
|
|
|
|
|
|
|
|
|
For
the period March 1, 2023 through August 31, 2023; unaudited
| ||
Investment
Income
| ||
Dividends
received from securities - unaffiliated (net of foreign withholding tax of
$7,219,865) |
|
$54,577,331 |
Securities
on loan, net |
+ |
1,199,364 |
Total
investment income
|
|
55,776,695 |
| ||
Expenses | ||
Management
fees |
|
5,719,730 |
Professional
fees |
+ |
921
1 |
Total
expenses |
|
5,720,651 |
Expense
reduction |
– |
921
1 |
Net
expenses |
– |
5,719,730 |
Net
investment income |
|
50,056,965 |
| ||
REALIZED
AND UNREALIZED GAINS (LOSSES) | ||
Net
realized losses on sales of securities -
unaffiliated |
|
(57,504,500
) |
Net
realized gains on sales of in-kind redemptions -
unaffiliated |
|
36,025,559 |
Net
realized gains on futures contracts |
|
684,227 |
Net
realized losses on foreign currency transactions |
+ |
(1,177,450
) |
Net
realized losses |
|
(21,972,164
) |
Net
change in unrealized appreciation (depreciation) on securities -
unaffiliated |
|
71,847,402 |
Net
change in unrealized appreciation (depreciation) on futures
contracts |
|
(43,952
) |
Net
change in unrealized appreciation (depreciation) on foreign currency
translations |
+ |
460,248 |
Net
change in unrealized appreciation (depreciation) |
+ |
72,263,698 |
Net
realized and unrealized gains |
|
50,291,534 |
Increase
in net assets resulting from operations |
|
$100,348,499 |
1 |
Professional
fees associated with the filing of tax claims in the European Union deemed
to be non-contingent and non-routine expenses of the fund (see financial
notes 2(d)
and
4 for additional
information). |
OPERATIONS | |||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |
Net
investment income |
|
$50,056,965 |
$65,034,540 |
Net
realized losses |
|
(21,972,164
) |
(36,950,204
) |
Net
change in unrealized appreciation (depreciation) |
+ |
72,263,698 |
(191,361,265
) |
Increase
(decrease) in net assets resulting from operations |
|
$100,348,499 |
($163,276,929
) |
| |||
DISTRIBUTIONS
TO SHAREHOLDERS | |||
Total
distributions |
|
($20,678,840
) |
($51,473,080
) |
TRANSACTIONS
IN FUND SHARES | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
VALUE |
SHARES |
VALUE |
Shares
sold |
|
5,200,000 |
$170,740,053 |
14,100,000 |
$443,207,943 |
Shares
redeemed |
+ |
(2,700,000
) |
(86,913,462
) |
(1,900,000
) |
(64,742,920
) |
Net
transactions in fund shares
|
|
2,500,000 |
$83,826,591 |
12,200,000 |
$378,465,023 |
| |||||
SHARES
OUTSTANDING AND NET ASSETS | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
NET
ASSETS |
SHARES |
NET
ASSETS |
Beginning
of period |
|
87,100,000 |
$2,849,668,703 |
74,900,000 |
$2,685,953,689 |
Total
increase |
+ |
2,500,000 |
163,496,250 |
12,200,000 |
163,715,014 |
End
of period |
|
89,600,000 |
$3,013,164,953 |
87,100,000 |
$2,849,668,703 |
|
3/1/23–
8/31/23* |
3/1/22–
2/28/23 |
3/1/21–
2/28/22 |
3/1/20–
2/28/21 |
3/1/19–
2/29/20 |
3/1/18–
2/28/19 |
Per-Share
Data | ||||||
Net
asset value at beginning of period |
$25.28 |
$29.25 |
$29.64 |
$25.54 |
$28.08 |
$31.22 |
Income
(loss) from investment operations: |
|
|
|
|
|
|
Net
investment income (loss)1
|
0.93 |
1.55 |
1.36 |
0.79 |
1.02 |
0.85 |
Net
realized and unrealized gains (losses) |
0.58 |
(4.14
) |
(0.41
) |
4.02 |
(2.53
) |
(3.20
) |
Total
from investment operations |
1.51 |
(2.59
) |
0.95 |
4.81 |
(1.51
) |
(2.35
) |
Less
distributions: |
|
|
|
|
|
|
Distributions
from net investment income |
(0.27
) |
(1.39
) |
(1.34
) |
(0.71
) |
(1.03
) |
(0.79
) |
Other
capital1,2
|
— |
0.01 |
— |
— |
— |
— |
Net
asset value at end of period |
$26.52 |
$25.28 |
$29.25 |
$29.64 |
$25.54 |
$28.08 |
Total
return |
5.95
%3 |
(8.72
%) |
2.97
% |
19.12
% |
(5.74
%) |
(7.36
%) |
Ratios/Supplemental
Data | ||||||
Ratios
to average net assets: |
|
|
|
|
|
|
Total
expenses |
0.39
%4 |
0.39
%5 |
0.39
% |
0.39
% |
0.39
% |
0.39
% |
Net
investment income (loss) |
7.00
%4 |
5.97
% |
4.29
% |
3.11
% |
3.61
% |
2.99
% |
Portfolio
turnover rate6
|
9
%3 |
28
% |
20
% |
25
% |
32
% |
33
% |
Net
assets, end of period (x 1,000,000) |
$4,944 |
$4,529 |
$4,826 |
$3,806 |
$2,574 |
$2,342 |
* |
Unaudited. |
1 |
Calculated
based on the average shares outstanding during the
period. |
2 |
Includes
additional variable charges paid by the cash purchasers and redeemers of
creation units to the fund to offset the transaction costs of the fund of
buying or selling
portfolio
securities (see financial note 10 for additional
information). |
3 |
Not
annualized. |
4 |
Annualized. |
5 |
Ratio
includes less than 0.005% of non-routine proxy
expenses. |
6 |
Portfolio
turnover rate excludes securities received or delivered from processing of
in-kind creations or
redemptions. |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
COMMON
STOCKS
94.6% OF NET ASSETS
| ||
| ||
Brazil
7.2%
| ||
Ambev
S.A.
|
5,383,437 |
15,048,984 |
B3
S.A. - Brasil Bolsa Balcao
|
3,485,856 |
9,103,731 |
Banco
Bradesco S.A.
|
3,154,576 |
8,436,075 |
Banco
do Brasil S.A.
|
2,480,003 |
23,593,076 |
Banco
Santander Brasil S.A.
|
766,606 |
4,197,717 |
BRF
S.A. * |
3,334,056 |
6,087,694 |
Centrais
Eletricas Brasileiras S.A.
|
1,404,616 |
10,003,486 |
Cia
de Saneamento Basico do Estado
de
Sao Paulo SABESP
|
609,233 |
7,127,274 |
Cia
Energetica de Minas Gerais
|
267,323 |
1,063,148 |
Companhia
Siderurgica Nacional S.A.
|
1,946,127 |
4,760,217 |
Equatorial
Energia S.A.
|
1,082,065 |
6,919,516 |
Itau
Unibanco Holding S.A.
|
774,216 |
3,645,154 |
JBS
S.A.
|
5,987,347 |
22,251,727 |
Natura
& Co. Holding S.A. * |
1,768,359 |
5,421,927 |
Petroleo
Brasileiro S.A.
|
10,826,084 |
75,527,513 |
Suzano
S.A.
|
725,907 |
7,352,980 |
Telefonica
Brasil S.A.
|
1,300,542 |
10,862,039 |
Ultrapar
Participacoes S.A.
|
4,539,169 |
16,649,594 |
Vale
S.A.
|
7,119,660 |
93,587,589 |
Vibra
Energia S.A.
|
6,910,472 |
25,766,229 |
|
|
357,405,670 |
| ||
Chile
0.7%
| ||
Banco
de Chile
|
53,008,048 |
5,754,682 |
Cencosud
S.A.
|
5,536,533 |
11,794,984 |
Empresas
CMPC S.A.
|
3,245,089 |
5,864,002 |
Empresas
Copec S.A.
|
1,468,036 |
10,552,928 |
|
|
33,966,596 |
| ||
China
32.8%
| ||
Agile
Group Holdings Ltd.
*(a) |
24,577,460 |
2,789,421 |
Agricultural
Bank of China Ltd.,
A
Shares
|
21,227,700 |
10,091,068 |
Agricultural
Bank of China Ltd.,
H
Shares
|
81,546,208 |
27,973,258 |
Alibaba
Group Holding Ltd. * |
9,395,524 |
108,072,339 |
Aluminum
Corp. of China Ltd.,
A
Shares
|
2,230,000 |
1,813,780 |
Aluminum
Corp. of China Ltd.,
H
Shares
|
10,292,738 |
4,974,588 |
Anhui
Conch Cement Co., Ltd.,
A
Shares
|
890,900 |
3,143,273 |
Anhui
Conch Cement Co., Ltd.,
H
Shares
|
3,974,010 |
11,047,715 |
ANTA
Sports Products Ltd.
|
432,890 |
4,877,206 |
BAIC
Motor Corp., Ltd., H Shares
|
34,061,885 |
9,425,739 |
Baidu,
Inc., A Shares * |
1,739,690 |
30,925,850 |
Bank
of China Ltd., A Shares
|
11,315,500 |
5,829,927 |
Bank
of China Ltd., H Shares
|
206,902,294 |
70,183,327 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Bank
of Communications Co., Ltd.,
A
Shares
|
7,774,000 |
5,927,829 |
Bank
of Communications Co., Ltd.,
H
Shares
|
21,699,252 |
12,424,477 |
Baoshan
Iron & Steel Co., Ltd.,
A
Shares
|
5,847,100 |
4,868,232 |
Beijing
Enterprises Holdings Ltd.
|
1,598,201 |
5,991,916 |
BYD
Co., Ltd., A Shares
|
29,400 |
1,007,400 |
BYD
Co., Ltd., H Shares
|
195,015 |
6,112,754 |
China
Cinda Asset Management Co.,
Ltd.,
H Shares
|
44,601,758 |
4,379,552 |
China
CITIC Bank Corp., Ltd., A Shares
|
2,365,500 |
1,774,491 |
China
CITIC Bank Corp., Ltd., H Shares
|
31,728,421 |
14,120,852 |
China
Communications Services Corp.,
Ltd.,
H Shares
|
14,523,574 |
6,537,854 |
China
Construction Bank Corp.,
A
Shares
|
1,957,700 |
1,613,822 |
China
Construction Bank Corp.,
H
Shares
|
281,246,149 |
150,633,956 |
China
Everbright Bank Co., Ltd.,
A
Shares
|
11,057,600 |
4,572,835 |
China
Everbright Bank Co., Ltd.,
H
Shares
|
10,684,813 |
3,079,374 |
China
Everbright Environment Group
Ltd.
|
13,368,694 |
4,875,757 |
China
Gas Holdings Ltd.
|
6,482,776 |
6,613,601 |
China
Hongqiao Group Ltd.
|
7,301,834 |
7,281,582 |
China
Jinmao Holdings Group Ltd.
(a) |
29,879,810 |
4,229,488 |
China
Life Insurance Co., Ltd.,
H
Shares
|
5,108,927 |
7,752,891 |
China
Mengniu Dairy Co., Ltd.
|
2,353,634 |
7,923,734 |
China
Merchants Bank Co., Ltd.,
A
Shares
|
1,884,700 |
8,169,580 |
China
Merchants Bank Co., Ltd.,
H
Shares
|
5,227,792 |
20,666,503 |
China
Minsheng Banking Corp., Ltd.,
A
Shares
|
11,893,300 |
6,176,640 |
China
Minsheng Banking Corp., Ltd.,
H
Shares
|
30,907,992 |
9,932,495 |
China
National Building Material Co.,
Ltd.,
H Shares
|
28,921,761 |
14,715,826 |
China
Overseas Land & Investment
Ltd.
|
9,937,254 |
20,959,885 |
China
Pacific Insurance Group Co.,
Ltd.,
A Shares
|
736,100 |
2,801,397 |
China
Pacific Insurance Group Co.,
Ltd.,
H Shares
|
4,107,714 |
9,407,918 |
China
Petroleum & Chemical Corp.,
A
Shares
|
14,755,800 |
12,305,792 |
China
Petroleum & Chemical Corp.,
H
Shares
|
166,012,574 |
97,171,896 |
China
Railway Group Ltd., A Shares
|
5,260,600 |
4,842,484 |
China
Railway Group Ltd., H Shares
|
14,394,148 |
7,617,651 |
China
Resources Cement Holdings
Ltd.
|
10,335,439 |
3,426,804 |
China
Resources Gas Group Ltd.
|
1,280,638 |
3,600,991 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
China
Resources Land Ltd.
|
4,948,387 |
20,918,676 |
China
Resources Power Holdings Co.,
Ltd.
|
4,673,264 |
9,153,739 |
China
Shenhua Energy Co., Ltd.,
A
Shares
|
947,800 |
3,668,273 |
China
Shenhua Energy Co., Ltd.,
H
Shares
|
6,140,842 |
17,893,741 |
China
State Construction Engineering
Corp.,
Ltd., A Shares
|
11,182,400 |
8,649,710 |
China
Taiping Insurance Holdings Co.,
Ltd.
|
5,819,384 |
6,129,768 |
China
Tower Corp., Ltd., H Shares
|
93,449,241 |
9,056,833 |
China
United Network Communications
Ltd.,
A Shares
|
8,500,100 |
6,084,430 |
China
Vanke Co., Ltd., A Shares
|
2,309,900 |
4,328,781 |
China
Vanke Co., Ltd., H Shares
|
6,933,310 |
8,090,004 |
CITIC
Ltd.
|
17,938,943 |
17,820,559 |
COSCO
Shipping Holdings Co., Ltd.,
A
Shares
|
1,096,500 |
1,476,362 |
COSCO
SHIPPING Holdings Co., Ltd.,
H
Shares
|
3,677,902 |
3,775,574 |
Country
Garden Holdings Co., Ltd.
*(a) |
84,262,149 |
9,563,339 |
CRRC
Corp., Ltd., A Shares
|
3,700,800 |
3,020,231 |
CRRC
Corp., Ltd., H Shares
|
8,242,309 |
4,057,170 |
CSPC
Pharmaceutical Group Ltd.
|
5,892,379 |
4,433,326 |
Dongfeng
Motor Group Co., Ltd.,
H
Shares
|
12,022,759 |
4,415,538 |
ENN
Energy Holdings Ltd.
|
690,536 |
5,415,623 |
Fosun
International Ltd.
|
9,876,346 |
6,183,933 |
GCL-Poly
Energy Holdings Ltd
|
10,376,863 |
1,799,666 |
Geely
Automobile Holdings Ltd.
|
9,182,687 |
11,405,537 |
Guangdong
Investment Ltd.
|
5,019,026 |
3,923,439 |
Guangzhou
R&F Properties Co., Ltd.,
H
Shares
*(a) |
44,006,077 |
6,734,121 |
Haier
Smart Home Co., Ltd., A Shares
|
419,400 |
1,354,688 |
Haier
Smart Home Co., Ltd., H Shares
|
2,280,506 |
7,052,287 |
Hengan
International Group Co., Ltd.
|
1,371,442 |
5,089,293 |
Huaneng
Power International, Inc.,
A
Shares * |
1,204,000 |
1,348,162 |
Huaneng
Power International, Inc.,
H
Shares * |
10,289,946 |
5,143,825 |
Industrial
& Commercial Bank of China
Ltd.,
A Shares
|
13,528,200 |
8,586,973 |
Industrial
& Commercial Bank of China
Ltd.,
H Shares
|
204,084,028 |
93,691,140 |
Industrial
Bank Co., Ltd., A Shares
|
3,127,100 |
6,792,533 |
JD.com,
Inc., A Shares
|
1,895,057 |
31,126,131 |
Jiangxi
Copper Co., Ltd., A Shares
|
733,000 |
1,903,373 |
Jiangxi
Copper Co., Ltd., H Shares
|
5,660,160 |
8,834,808 |
Kingboard
Holdings Ltd.
|
3,138,784 |
7,124,730 |
Kunlun
Energy Co., Ltd.
|
15,090,703 |
11,046,085 |
Kweichow
Moutai Co., Ltd., A Shares
|
19,800 |
5,024,469 |
Legend
Holdings Corp., H Shares
|
5,438,180 |
4,861,369 |
Longfor
Group Holdings Ltd.
|
4,487,315 |
9,453,304 |
Lufax
Holding Ltd., ADR
|
2,149,244 |
2,600,585 |
Meituan,
B Shares * |
643,296 |
10,541,465 |
NetEase,
Inc.
|
923,278 |
19,285,611 |
New
China Life Insurance Co., Ltd.,
A
Shares
|
232,600 |
1,294,264 |
New
China Life Insurance Co., Ltd.,
H
Shares
|
1,426,783 |
3,573,439 |
Nine
Dragons Paper Holdings Ltd. * |
6,860,901 |
3,805,900 |
PetroChina
Co., Ltd., A Shares
|
3,277,000 |
3,489,284 |
PetroChina
Co., Ltd., H Shares
|
87,650,240 |
63,263,986 |
PICC
Property & Casualty Co., Ltd.,
H
Shares
|
17,112,822 |
19,684,083 |
Ping
An Bank Co., Ltd., A Shares
|
2,682,500 |
4,101,975 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Ping
An Insurance Group Co. of China
Ltd.,
A Shares
|
1,470,100 |
9,854,528 |
Ping
An Insurance Group Co. of China
Ltd.,
H Shares
|
12,222,946 |
73,181,027 |
Postal
Savings Bank of China Co., Ltd.,
A
Shares
|
2,410,300 |
1,609,406 |
Postal
Savings Bank of China Co., Ltd.,
H
Shares
|
15,573,618 |
7,685,772 |
SAIC
Motor Corp., Ltd., A Shares
|
2,922,500 |
5,765,900 |
Seazen
Group Ltd.
*(a) |
20,200,001 |
3,941,212 |
Shanghai
Pudong Development Bank
Co.,
Ltd., A Shares
|
7,714,200 |
7,397,831 |
Shenzhou
International Group Holdings
Ltd.
|
589,864 |
6,055,288 |
Sinopharm
Group Co., Ltd., H Shares
|
5,435,988 |
15,770,552 |
Sunny
Optical Technology Group Co.,
Ltd.
|
443,430 |
3,624,684 |
Tencent
Holdings Ltd.
|
2,551,003 |
105,725,887 |
The
People's Insurance Co. Group of
China
Ltd., A Shares
|
519,700 |
416,988 |
The
People's Insurance Co. Group of
China
Ltd., H Shares
|
13,596,573 |
4,629,432 |
Tingyi
Cayman Islands Holding Corp.
|
3,136,800 |
4,608,147 |
Trip.com
Group Ltd. * |
70,081 |
2,765,079 |
Vipshop
Holdings Ltd., ADR * |
841,057 |
13,280,290 |
Weichai
Power Co., Ltd., A Shares
|
893,500 |
1,448,554 |
Weichai
Power Co., Ltd., H Shares
|
3,702,021 |
4,805,888 |
Xiaomi
Corp., B Shares * |
13,651,023 |
21,516,453 |
Yankuang
Energy Group Co., Ltd.,
A
Shares
|
198,350 |
469,543 |
Yankuang
Energy Group Co., Ltd.,
H
Shares
|
3,290,876 |
5,170,222 |
Yum
China Holdings, Inc.
|
285,650 |
15,226,410 |
Zhongsheng
Group Holdings Ltd.
|
1,178,119 |
3,590,658 |
Zijin
Mining Group Co., Ltd., A Shares
|
1,053,600 |
1,789,173 |
Zijin
Mining Group Co., Ltd., H Shares
|
3,814,885 |
6,003,211 |
ZTO
Express Cayman, Inc.
|
121,665 |
2,955,614 |
|
|
1,622,025,634 |
| ||
Colombia
0.3%
| ||
Bancolombia
S.A.
|
611,072 |
4,341,886 |
Ecopetrol
S.A.
|
15,438,325 |
8,884,906 |
|
|
13,226,792 |
| ||
Czech
Republic 0.2%
| ||
CEZ
A/S
|
171,853 |
7,313,322 |
| ||
Greece
0.3%
| ||
Alpha
Services and Holdings S.A. * |
6,255,657 |
10,567,975 |
Hellenic
Telecommunications
Organization
S.A.
|
378,678 |
5,671,773 |
|
|
16,239,748 |
| ||
Hungary
0.5%
| ||
MOL
Hungarian Oil & Gas plc
|
1,571,699 |
11,895,880 |
OTP
Bank Nyrt
|
352,771 |
14,408,464 |
|
|
26,304,344 |
| ||
India
11.4%
| ||
Axis
Bank Ltd.
|
1,106,360 |
13,009,908 |
Bharat
Petroleum Corp., Ltd.
|
4,409,546 |
18,139,134 |
Bharti
Airtel Ltd.
|
1,310,039 |
13,551,978 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Coal
India Ltd.
|
3,456,759 |
9,605,791 |
GAIL
India Ltd.
|
7,471,050 |
10,378,182 |
Grasim
Industries Ltd.
|
450,511 |
9,746,095 |
HCL
Technologies Ltd.
|
760,051 |
10,761,374 |
Hero
MotoCorp Ltd.
|
227,149 |
8,000,787 |
Hindalco
Industries Ltd.
|
2,919,149 |
16,214,899 |
Hindustan
Petroleum Corp., Ltd. * |
5,198,850 |
15,580,301 |
Hindustan
Unilever Ltd.
|
256,975 |
7,775,871 |
ICICI
Bank Ltd.
|
552,454 |
6,397,986 |
Indian
Oil Corp., Ltd.
|
23,358,533 |
25,139,987 |
Infosys
Ltd.
|
2,332,600 |
40,445,493 |
ITC
Ltd.
|
1,830,886 |
9,724,327 |
Jio
Financial Services Ltd. * |
2,103,300 |
5,932,393 |
JSW
Steel Ltd.
|
1,007,823 |
9,491,301 |
Larsen
& Toubro Ltd.
|
471,169 |
15,382,125 |
Mahindra
& Mahindra Ltd.
|
765,333 |
14,564,080 |
Maruti
Suzuki India Ltd.
|
97,935 |
11,834,358 |
NTPC
Ltd.
|
7,767,489 |
20,669,831 |
Oil
& Natural Gas Corp., Ltd.
|
14,384,908 |
30,260,239 |
Petronet
LNG Ltd.
|
1,834,885 |
4,771,937 |
Power
Finance Corp., Ltd.
|
4,281,440 |
13,456,712 |
Power
Grid Corp. of India Ltd.
|
3,182,033 |
9,399,703 |
Rajesh
Exports Ltd.
|
1,578,121 |
9,513,190 |
REC
Ltd.
|
3,657,523 |
10,543,633 |
Reliance
Industries Ltd.
|
2,147,859 |
62,448,735 |
State
Bank of India
|
1,458,917 |
9,892,501 |
Steel
Authority of India Ltd.
|
4,181,248 |
4,580,944 |
Sun
Pharmaceutical Industries Ltd.
|
516,920 |
6,940,866 |
Tata
Consultancy Services Ltd.
|
619,792 |
25,131,200 |
Tata
Motors Ltd.
|
2,917,791 |
21,182,170 |
Tata
Motors Ltd., A Shares, DVR
|
584,363 |
2,819,949 |
Tata
Steel Ltd.
|
17,826,123 |
26,463,700 |
Tech
Mahindra Ltd.
|
578,458 |
8,398,467 |
UltraTech
Cement Ltd.
|
54,220 |
5,434,329 |
UPL
Ltd.
|
528,569 |
3,774,341 |
Vedanta
Ltd.
|
3,188,427 |
8,946,795 |
Wipro
Ltd.
|
1,405,002 |
6,931,137 |
|
|
563,236,749 |
| ||
Indonesia
1.5%
| ||
PT
Astra International Tbk
|
34,900,141 |
14,780,427 |
PT
Bank Central Asia Tbk
|
15,910,149 |
9,584,742 |
PT
Bank Mandiri (Persero) Tbk
|
32,999,264 |
13,054,535 |
PT
Bank Rakyat Indonesia (Persero)
Tbk
|
44,311,366 |
16,147,609 |
PT
Telkom Indonesia (Persero) Tbk
|
69,744,778 |
17,081,288 |
PT
United Tractors Tbk
|
3,346,279 |
5,712,623 |
|
|
76,361,224 |
| ||
Kuwait
0.6%
| ||
Kuwait
Finance House KSCP
|
3,385,907 |
8,183,295 |
Mobile
Telecommunications Co. KSCP
|
4,151,761 |
6,869,094 |
National
Bank of Kuwait SAKP
|
4,423,708 |
13,202,956 |
|
|
28,255,345 |
| ||
Malaysia
1.7%
| ||
Axiata
Group Berhad
|
11,153,472 |
5,672,887 |
CIMB
Group Holdings Berhad
|
8,959,924 |
10,871,632 |
Genting
Berhad
|
6,279,200 |
5,913,815 |
Malayan
Banking Berhad
|
8,734,758 |
17,149,492 |
Petronas
Chemicals Group Berhad
|
3,322,200 |
5,097,859 |
Public
Bank Berhad
|
11,476,500 |
10,462,413 |
Sime
Darby Berhad
|
10,532,600 |
5,220,901 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Tenaga
Nasional Berhad
|
10,853,600 |
23,017,117 |
|
|
83,406,116 |
| ||
Mexico
4.0%
| ||
Alfa
S.A.B. de C.V., A Shares
|
13,860,544 |
9,280,576 |
America
Movil S.A.B. de C.V.
|
43,266,968 |
41,257,435 |
Cemex
SAB de C.V., ADR * |
3,828,953 |
30,516,755 |
Controladora
Axtel SAB de C.V. * |
13,647,178 |
145,133 |
Fomento
Economico Mexicano S.A.B.
de
C.V.
|
2,576,569 |
29,210,326 |
Grupo
Bimbo S.A.B. de C.V., Series A
|
1,934,229 |
9,639,112 |
Grupo
Financiero Banorte S.A.B. de
C.V.,
O Shares
|
2,817,089 |
24,171,224 |
Grupo
Mexico S.A.B. de C.V., Series B
|
4,165,570 |
20,098,085 |
Grupo
Televisa S.A.B., Series CPO
|
7,776,261 |
6,990,053 |
Orbia
Advance Corp. S.A.B. de C.V.
|
2,627,328 |
5,923,751 |
Wal-Mart
de Mexico S.A.B. de C.V.
|
4,796,067 |
19,139,532 |
|
|
196,371,982 |
| ||
Qatar
0.6%
| ||
Ooredoo
QPSC
|
2,240,497 |
6,647,628 |
Qatar
Fuel QSC
|
1,125,232 |
4,946,075 |
Qatar
Islamic Bank SAQ
|
816,334 |
4,332,850 |
Qatar
National Bank QPSC
|
3,622,284 |
15,524,074 |
|
|
31,450,627 |
| ||
Russia
0.0%
| ||
Alrosa
PJSC
*(b)(c) |
49,456 |
0 |
Federal
Grid Co. - Rosseti PJSC
*(b)(c) |
19,817,058 |
0 |
Gazprom
PJSC
*(b)(c) |
197,560 |
0 |
Inter
RAO UES PJSC
*(b)(c) |
1,590,272 |
0 |
LUKOIL
PJSC
*(b)(c) |
15,008 |
0 |
Magnit
PJSC
*(b)(c) |
2,064 |
0 |
MMC
Norilsk Nickel PJSC
*(b)(c) |
544 |
0 |
Mobile
TeleSystems PJSC
*(b)(c) |
26,384 |
0 |
Novatek
PJSC
*(b)(c) |
5,557 |
0 |
Novolipetsk
Steel PJSC
*(b)(c) |
21,760 |
0 |
Rosneft
Oil Co. PJSC
*(b)(c) |
28,418 |
0 |
Sberbank
of Russia PJSC
*(b)(c) |
90,000 |
0 |
Severstal
PAO
*(b)(c) |
3,392 |
0 |
Sistema
PJSFC
*(b)(c) |
127,904 |
0 |
Tatneft
PJSC
*(b)(c) |
45,568 |
0 |
|
|
0 |
| ||
Saudi
Arabia 2.2%
| ||
Al
Rajhi Bank
|
600,664 |
11,562,780 |
Riyad
Bank
|
696,045 |
5,650,906 |
Saudi
Arabian Oil Co.
|
1,958,486 |
18,223,818 |
Saudi
Basic Industries Corp.
|
1,242,807 |
29,292,026 |
Saudi
Electricity Co.
|
1,568,821 |
8,658,391 |
Saudi
Telecom Co.
|
1,899,272 |
20,154,113 |
The
Saudi National Bank
|
1,282,484 |
12,224,229 |
Yanbu
National Petrochemical Co.
|
380,739 |
4,293,992 |
|
|
110,060,255 |
| ||
South
Africa 4.5%
| ||
Absa
Group Ltd.
|
1,532,358 |
14,752,233 |
Anglo
American Platinum Ltd.
(a) |
72,647 |
2,536,334 |
AngloGold
Ashanti Ltd.
|
564,531 |
9,622,518 |
Bid
Corp., Ltd.
|
498,811 |
11,191,438 |
Exxaro
Resources Ltd.
|
496,551 |
4,401,170 |
FirstRand
Ltd.
|
6,288,153 |
24,375,518 |
Gold
Fields Ltd.
(a) |
1,001,831 |
12,849,997 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Impala
Platinum Holdings Ltd.
|
872,004 |
4,488,276 |
MTN
Group Ltd.
|
3,969,891 |
25,226,157 |
MultiChoice
Group
|
787,907 |
3,257,320 |
Naspers
Ltd., N Shares
|
58,323 |
9,908,873 |
Nedbank
Group Ltd.
(a) |
838,683 |
9,558,816 |
Old
Mutual Ltd.
|
10,703,646 |
7,173,450 |
Sanlam
Ltd.
|
2,522,276 |
9,078,062 |
Sappi
Ltd.
(a) |
2,416,767 |
5,119,436 |
Sasol
Ltd.
|
951,510 |
12,274,404 |
Shoprite
Holdings Ltd.
|
702,611 |
9,789,800 |
Sibanye
Stillwater Ltd.
|
4,444,950 |
6,746,652 |
Standard
Bank Group Ltd.
|
2,349,768 |
23,976,693 |
The
Bidvest Group Ltd.
|
521,597 |
7,849,436 |
Vodacom
Group Ltd.
|
1,170,716 |
6,668,784 |
|
|
220,845,367 |
| ||
Taiwan
20.2%
| ||
Acer,
Inc.
|
8,151,470 |
9,368,182 |
ASE
Technology Holding Co., Ltd.
|
6,251,000 |
23,161,666 |
Asia
Cement Corp.
|
3,935,000 |
4,930,102 |
Asustek
Computer, Inc.
|
2,175,100 |
27,490,548 |
AUO
Corp. * |
28,857,496 |
16,129,353 |
Catcher
Technology Co., Ltd.
|
1,758,000 |
9,964,015 |
Cathay
Financial Holding Co., Ltd.
|
10,790,994 |
15,451,284 |
Chailease
Holding Co., Ltd.
|
774,534 |
4,316,951 |
China
Development Financial Holding
Corp.
* |
14,682,000 |
5,463,134 |
China
Steel Corp.
|
19,538,088 |
16,257,967 |
Chunghwa
Telecom Co., Ltd.
|
4,192,764 |
15,272,028 |
Compal
Electronics, Inc.
|
22,956,000 |
22,994,565 |
CTBC
Financial Holding Co., Ltd.
|
19,327,809 |
14,474,691 |
Delta
Electronics, Inc.
|
1,450,696 |
15,761,255 |
E.Sun
Financial Holding Co., Ltd.
|
7,667,724 |
5,886,859 |
Evergreen
Marine Corp., Ltd.
|
1,600,000 |
5,350,666 |
Far
Eastern New Century Corp.
|
9,241,061 |
8,168,429 |
First
Financial Holding Co., Ltd.
|
7,670,776 |
6,334,806 |
Formosa
Chemicals & Fibre Corp.
|
7,388,882 |
14,384,962 |
Formosa
Petrochemical Corp.
|
2,723,704 |
6,782,212 |
Formosa
Plastics Corp.
|
5,203,476 |
12,989,696 |
Foxconn
Technology Co., Ltd.
|
3,407,858 |
5,960,394 |
Fubon
Financial Holding Co., Ltd.
|
9,412,768 |
18,798,048 |
Hon
Hai Precision Industry Co., Ltd.
|
41,806,928 |
139,809,330 |
Hotai
Motor Co., Ltd.
|
249,800 |
5,325,992 |
Innolux
Corp. * |
37,768,732 |
17,137,148 |
Inventec
Corp.
|
11,482,646 |
20,335,711 |
Largan
Precision Co., Ltd.
|
109,200 |
7,029,344 |
Lite-On
Technology Corp., ADR
|
3,684,229 |
15,849,132 |
MediaTek,
Inc.
|
1,019,046 |
22,559,070 |
Mega
Financial Holding Co., Ltd.
|
8,540,312 |
9,627,344 |
Micro-Star
International Co., Ltd.
|
1,223,000 |
6,125,273 |
Nan
Ya Plastics Corp.
|
8,282,588 |
17,191,185 |
Novatek
Microelectronics Corp.
|
611,000 |
7,664,720 |
Pegatron
Corp.
|
10,493,234 |
25,700,540 |
Pou
Chen Corp.
|
9,797,000 |
8,798,273 |
Powertech
Technology, Inc.
|
2,052,000 |
6,424,078 |
President
Chain Store Corp.
|
615,000 |
5,165,795 |
Quanta
Computer, Inc.
|
6,168,058 |
49,098,102 |
Shin
Kong Financial Holding Co., Ltd. * |
18,593,000 |
5,528,887 |
Synnex
Technology International Corp.
|
4,171,178 |
8,002,731 |
Taiwan
Cement Corp.
|
8,992,760 |
9,869,121 |
Taiwan
Cooperative Financial Holding
Co.,
Ltd.
|
6,273,357 |
5,170,917 |
Taiwan
Mobile Co., Ltd.
|
1,831,530 |
5,360,043 |
Taiwan
Semiconductor Manufacturing
Co.,
Ltd.
|
11,271,352 |
194,306,195 |
Uni-President
Enterprises Corp.
|
7,555,796 |
16,774,050 |
United
Microelectronics Corp.
|
12,499,931 |
17,859,007 |
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Walsin
Lihwa Corp.
|
5,014,925 |
5,983,928 |
Wistron
Corp.
|
12,801,934 |
47,032,681 |
WPG
Holdings Ltd.
|
6,945,880 |
11,973,963 |
Yageo
Corp.
|
410,635 |
6,253,685 |
Yang
Ming Marine Transport Corp.
|
2,620,000 |
3,475,892 |
Yuanta
Financial Holding Co., Ltd.
|
11,650,938 |
8,926,660 |
Zhen
Ding Technology Holding Ltd.
|
1,373,000 |
4,169,033 |
|
|
1,000,219,643 |
| ||
Thailand
3.1%
| ||
Advanced
Info Service PCL NVDR
|
1,301,900 |
8,030,568 |
Bangkok
Bank PCL NVDR
|
1,324,900 |
6,413,095 |
Charoen
Pokphand Foods PCL NVDR
|
13,818,400 |
8,168,512 |
CP
ALL PCL NVDR
|
4,981,700 |
9,282,671 |
Kasikornbank
PCL NVDR
|
2,013,400 |
7,503,354 |
Krung
Thai Bank PCL NVDR
|
12,063,500 |
6,648,834 |
PTT
Exploration & Production PCL
NVDR
|
1,755,600 |
7,946,387 |
PTT
Global Chemical PCL NVDR
|
8,384,500 |
8,919,044 |
PTT
PCL NVDR
|
52,447,600 |
52,046,951 |
SCB
X PCL NVDR
|
3,994,700 |
13,461,115 |
Thai
Oil PCL NVDR
|
4,083,987 |
6,006,292 |
The
Siam Cement PCL NVDR
|
1,815,100 |
16,224,068 |
|
|
150,650,891 |
| ||
Turkey
1.7%
| ||
Akbank
T.A.S.
|
11,379,374 |
12,285,389 |
BIM
Birlesik Magazalar A/S
|
883,572 |
8,359,240 |
Eregli
Demir ve Celik Fabrikalari T.A.S. * |
3,960,396 |
6,391,294 |
Haci
Omer Sabanci Holding A/S
|
3,091,557 |
6,935,188 |
KOC
Holding A/S
|
1,868,690 |
9,940,157 |
Turk
Hava Yollari AO * |
1,102,201 |
10,129,935 |
Turkcell
Iletisim Hizmetleri A/S * |
5,213,210 |
10,912,373 |
Turkiye
Is Bankasi A/S, Class C
|
11,186,559 |
8,837,606 |
Turkiye
Petrol Rafinerileri A/S
|
2,018,711 |
10,685,158 |
|
|
84,476,340 |
| ||
United
Arab Emirates 1.1%
| ||
Abu
Dhabi Commercial Bank PJSC
|
2,986,850 |
7,017,742 |
Dubai
Islamic Bank PJSC
|
3,457,617 |
5,309,201 |
Emaar
Properties PJSC
|
6,982,989 |
13,422,061 |
Emirates
Telecommunications Group
Co.
PJSC
|
3,124,363 |
16,876,264 |
First
Abu Dhabi Bank PJSC
|
3,366,509 |
12,538,311 |
|
|
55,163,579 |
Total
Common Stocks
(Cost
$4,321,183,514) |
4,676,980,224 | |
| ||
PREFERRED
STOCKS
4.7% OF NET ASSETS
| ||
| ||
Brazil
4.6%
| ||
Banco
Bradesco S.A.
|
10,962,644 |
33,103,046 |
Centrais
Eletricas Brasileiras S.A.,
B
Shares
|
416,187 |
3,256,564 |
Cia
Energetica de Minas Gerais
|
2,930,790 |
7,298,931 |
Cia
Paranaense de Energia, B Shares
|
3,551,152 |
6,211,530 |
Gerdau
S.A.
|
2,657,305 |
13,874,374 |
Itau
Unibanco Holding S.A.
|
8,299,313 |
45,981,106 |
Metalurgica
Gerdau S.A.
|
3,583,080 |
8,554,319 |
Petroleo
Brasileiro S.A.
|
16,505,460 |
106,481,462 |
|
|
224,761,332 |
|
SECURITY |
NUMBER
OF
SHARES |
VALUE
($) |
Colombia
0.1%
| ||
Bancolombia
S.A.
|
1,085,938 |
7,212,187 |
| ||
Russia
0.0%
| ||
Surgutneftegas
PJSC
*(b)(c) |
265,800 |
0 |
Tatneft
PJSC
*(b)(c) |
4,870 |
0 |
Transneft
PJSC
*(b)(c) |
116 |
0 |
|
|
0 |
Total
Preferred Stocks
(Cost
$182,449,595) |
231,973,519 |
|
|
|
SHORT-TERM
INVESTMENTS
1.1% OF NET ASSETS
| ||
| ||
Money
Market Funds 1.1%
| ||
State
Street Institutional U.S. Government
Money
Market Fund, Premier Class
5.28%
(d) |
16,464,273 |
16,464,273 |
State
Street Institutional U.S. Government
Money
Market Fund, Premier Class
5.28%
(d)(e) |
37,788,269 |
37,788,269 |
|
|
54,252,542 |
Total
Short-Term Investments
(Cost
$54,252,542) |
54,252,542 | |
Total
Investments in Securities
(Cost
$4,557,885,651) |
4,963,206,285 |
|
NUMBER
OF
CONTRACTS |
NOTIONAL
AMOUNT
($) |
CURRENT
VALUE/
UNREALIZED
DEPRECIATION
($) |
FUTURES
CONTRACTS
| |||
Long |
|
|
|
MSCI
Emerging Markets Index,
expires
09/15/23 |
700 |
34,275,500 |
(524,504
) |
* |
Non-income
producing security. |
(a) |
All
or a portion of this security is on loan. Securities on loan were valued
at
$33,028,047. |
(b) |
Fair valued
using significant unobservable inputs (see financial note 2(a),
Securities
for which no quoted value is available, for additional
information). |
(c) |
Trading
in Russian securities listed on the Moscow Exchange, Russian ADRs,
and
Russian GDRs are subject to trade restrictions; and therefore, the ability
of
the
fund to buy these securities is currently not permitted, and the ability
of the
fund
to sell these securities is uncertain. |
(d) |
The
rate shown is the annualized 7-day yield. |
(e) |
Security
purchased with cash collateral received for securities on
loan. |
ADR
— |
American
Depositary Receipt |
DVR
— |
Differential
Voting Rights |
GDR
— |
Global
Depositary Receipt |
NVDR
— |
Non-Voting
Depositary Receipt |
DESCRIPTION |
QUOTED
PRICES IN
ACTIVE
MARKETS FOR
IDENTICAL
ASSETS
(LEVEL
1) |
OTHER
SIGNIFICANT
OBSERVABLE
INPUTS
(LEVEL
2) |
SIGNIFICANT
UNOBSERVABLE
INPUTS
(LEVEL
3) |
TOTAL |
Assets |
|
|
|
|
Common
Stocks1
|
$4,676,980,224 |
$— |
$— |
$4,676,980,224 |
Russia |
— |
— |
0
* |
0 |
Preferred
Stocks1
|
231,973,519 |
— |
— |
231,973,519 |
Russia |
— |
— |
0
* |
0 |
Short-Term
Investments1
|
54,252,542 |
— |
— |
54,252,542 |
Liabilities |
|
|
|
|
Futures
Contracts2
|
(524,504
) |
— |
— |
(524,504
) |
Total |
$4,962,681,781 |
$— |
$— |
$4,962,681,781 |
* |
Level
3 amount shown includes securities determined to have no value at August
31, 2023. |
1
|
As
categorized in the Portfolio Holdings.
|
2
|
Futures
contracts are reported at cumulative unrealized appreciation or
depreciation. |
Assets | ||
Investments
in securities, at value - unaffiliated (cost $4,557,885,651) including
securities on loan of $33,028,047 |
|
$4,963,206,285 |
Foreign
currency, at value (cost $8,644,867) |
|
8,600,063 |
Deposit
with broker for futures contracts |
|
2,904,020 |
Receivables: |
|
|
Dividends |
|
21,937,675 |
Investments
sold |
|
1,583,826 |
Income
from securities on loan |
+ |
113,873 |
Total
assets |
|
4,998,345,742 |
| ||
Liabilities | ||
Collateral
held for securities on loan |
|
37,788,269 |
Payables: |
|
|
Foreign
capital gains tax |
|
14,783,351 |
Management
fees |
|
1,646,210 |
Variation
margin on futures contracts |
+ |
445,279 |
Total
liabilities |
|
54,663,109 |
Net
assets |
|
$4,943,682,633 |
| ||
Net
Assets by Source | ||
Capital
received from investors |
|
$5,250,467,186 |
Total
distributable loss |
+ |
(306,784,553
) |
Net
assets |
|
$4,943,682,633 |
Net
Asset Value (NAV)
| ||||
Net
Assets
|
÷ |
Shares
Outstanding |
= |
NAV |
$4,943,682,633 |
|
186,400,000 |
|
$26.52 |
|
|
|
|
|
|
|
|
|
|
For
the period March 1, 2023 through August 31, 2023; unaudited
| ||
Investment
Income
| ||
Dividends
received from securities - unaffiliated (net of foreign withholding tax of
$21,974,255) |
|
$179,678,828 |
Securities
on loan, net |
+ |
524,666 |
Total
investment income
|
|
180,203,494 |
| ||
Expenses | ||
Management
fees |
|
9,505,327 |
Total
expenses |
– |
9,505,327 |
Net
investment income |
|
170,698,167 |
| ||
REALIZED
AND UNREALIZED GAINS (LOSSES) | ||
Net
realized losses on sales of securities - unaffiliated (net of foreign
capital gains tax paid of $2,090,396) |
|
(13,931,294
) |
Net
realized gains on futures contracts |
|
857,798 |
Net
realized losses on foreign currency transactions |
+ |
(724,200
) |
Net
realized losses |
|
(13,797,696
) |
Net
change in unrealized appreciation (depreciation) on securities -
unaffiliated (net of change in foreign capital gains tax of
($6,284,637)) |
|
116,261,743 |
Net
change in unrealized appreciation (depreciation) on futures
contracts |
|
94,855 |
Net
change in unrealized appreciation (depreciation) on foreign currency
translations |
+ |
(68,894
) |
Net
change in unrealized appreciation (depreciation) |
+ |
116,287,704 |
Net
realized and unrealized gains |
|
102,490,008 |
Increase
in net assets resulting from operations |
|
$273,188,175 |
OPERATIONS | |||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |
Net
investment income |
|
$170,698,167 |
$265,272,788 |
Net
realized losses |
|
(13,797,696
) |
(545,871,571
) |
Net
change in unrealized appreciation (depreciation) |
+ |
116,287,704 |
(153,773,482
) |
Increase
(decrease) in net assets resulting from operations |
|
$273,188,175 |
($434,372,265
) |
| |||
DISTRIBUTIONS
TO SHAREHOLDERS | |||
Total
distributions |
|
($49,372,200
) |
($239,783,490
) |
TRANSACTIONS
IN FUND SHARES | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
VALUE |
SHARES |
VALUE |
Shares
sold |
|
7,200,000 |
$190,460,793 |
35,600,000 |
$943,221,611 |
Other
capital |
|
— |
— |
— |
1,902,000 |
Shares
redeemed |
+ |
— |
— |
(21,400,000
) |
(567,127,546
) |
Net
transactions in fund shares
|
|
7,200,000 |
$190,460,793 |
14,200,000 |
$377,996,065 |
| |||||
SHARES
OUTSTANDING AND NET ASSETS | |||||
|
3/1/23-8/31/23 |
3/1/22-2/28/23 | |||
|
|
SHARES |
NET
ASSETS |
SHARES |
NET
ASSETS |
Beginning
of period |
|
179,200,000 |
$4,529,405,865 |
165,000,000 |
$4,825,565,555 |
Total
increase (decrease) |
+ |
7,200,000 |
414,276,768 |
14,200,000 |
(296,159,690
) |
End
of period |
|
186,400,000 |
$4,943,682,633 |
179,200,000 |
$4,529,405,865 |
SCHWAB
STRATEGIC TRUST (ORGANIZED JANUARY 27, 2009) | |
Schwab
Fundamental U.S. Broad Market Index ETF |
Schwab
U.S. REIT ETF |
Schwab
Fundamental U.S. Large Company Index ETF |
Schwab
International Dividend Equity ETF |
Schwab
Fundamental U.S. Small Company Index ETF |
Schwab
International Equity ETF |
Schwab
Fundamental International Large Company Index ETF |
Schwab
International Small-Cap Equity ETF |
Schwab
Fundamental International Small Company Index ETF |
Schwab
Emerging Markets Equity ETF |
Schwab
Fundamental Emerging Markets Large Company Index ETF |
Schwab
U.S. TIPS ETF |
Schwab
U.S. Broad Market ETF |
Schwab
Short-Term U.S. Treasury ETF |
Schwab
1000 Index®
ETF |
Schwab
Intermediate-Term U.S. Treasury ETF |
Schwab
U.S. Large-Cap ETF |
Schwab
Long-Term U.S. Treasury ETF |
Schwab
U.S. Large-Cap Growth ETF |
Schwab
U.S. Aggregate Bond ETF |
Schwab
U.S. Large-Cap Value ETF |
Schwab
1-5 Year Corporate Bond ETF |
Schwab
U.S. Mid-Cap ETF |
Schwab
5-10 Year Corporate Bond ETF |
Schwab
U.S. Small-Cap ETF |
Schwab
Ariel ESG ETF |
Schwab
U.S. Dividend Equity ETF |
Schwab
Crypto Thematic ETF |
Schwab
Municipal Bond ETF |
Schwab
High Yield Bond ETF |
SCHWAB
FUNDAMENTAL
U.S.
BROAD
MARKET
INDEX
ETF |
SCHWAB
FUNDAMENTAL
U.S.
LARGE
COMPANY
INDEX
ETF |
SCHWAB
FUNDAMENTAL
U.S.
SMALL
COMPANY
INDEX
ETF |
SCHWAB
FUNDAMENTAL
INTERNATIONAL
LARGE
COMPANY
INDEX
ETF |
SCHWAB
FUNDAMENTAL
INTERNATIONAL
SMALL
COMPANY
INDEX
ETF |
SCHWAB
FUNDAMENTAL
EMERGING
MARKETS
LARGE
COMPANY
INDEX
ETF |
0.25
% |
0.25
% |
0.25
% |
0.25
% |
0.39
% |
0.39
% |
|
PURCHASE
COST |
SALE
PROCEEDS |
REALIZED
GAINS (LOSSES) |
Schwab
Fundamental U.S. Broad Market Index ETF |
$6,646,563 |
$6,809,886 |
($306,870
) |
Schwab
Fundamental U.S. Large Company Index ETF |
185,586,700 |
180,581,679 |
(28,029,120
) |
Schwab
Fundamental U.S. Small Company Index ETF |
77,766,909 |
136,259,845 |
(18,536,077
) |
Schwab
Fundamental International Large Company Index ETF |
99,273,147 |
149,795,089 |
(10,584,462
) |
Schwab
Fundamental International Small Company Index ETF |
93,131,315 |
56,108,755 |
(4,009,580
) |
Schwab
Fundamental Emerging Markets Large Company
Index
ETF |
35,761,630 |
5,760,804 |
(641,243
) |
|
|
|
|
|
NOTIONAL
AMOUNTS
|
NUMBER
OF CONTRACTS
|
Schwab
Fundamental U.S. Broad Market Index ETF |
$860,730 |
8 |
Schwab
Fundamental U.S. Large Company Index ETF |
18,100,295 |
84 |
Schwab
Fundamental U.S. Small Company Index ETF |
11,079,352 |
119 |
Schwab
Fundamental International Large Company Index ETF |
51,237,020 |
485 |
Schwab
Fundamental International Small Company Index ETF |
17,586,726 |
167 |
Schwab
Fundamental Emerging Markets Large Company Index ETF |
35,202,103 |
698 |
|
PURCHASES
OF
SECURITIES
|
SALES
OF
SECURITIES |
Schwab
Fundamental U.S. Broad Market Index ETF |
$30,607,608 |
$28,414,189 |
Schwab
Fundamental U.S. Large Company Index ETF |
635,123,716 |
601,277,341 |
Schwab
Fundamental U.S. Small Company Index ETF |
890,296,610 |
804,420,091 |
Schwab
Fundamental International Large Company Index ETF |
788,109,094 |
598,426,362 |
Schwab
Fundamental International Small Company Index ETF |
434,302,475 |
385,680,671 |
Schwab
Fundamental Emerging Markets Large Company Index ETF |
683,706,389 |
431,540,500 |
|
IN-KIND
PURCHASES
OF
SECURITIES
|
IN-KIND
SALES
OF
SECURITIES
|
Schwab
Fundamental U.S. Broad Market Index ETF |
$38,135,589 |
$13,615,983 |
Schwab
Fundamental U.S. Large Company Index ETF |
1,016,783,329 |
205,176,786 |
Schwab
Fundamental U.S. Small Company Index ETF |
702,662,771 |
388,635,383 |
Schwab
Fundamental International Large Company Index ETF |
908,650,051 |
14,252,854 |
Schwab
Fundamental International Small Company Index ETF |
146,142,670 |
81,399,458 |
Schwab
Fundamental Emerging Markets Large Company Index ETF |
29,425,141 |
0 |
|
TAX
COST |
GROSS
UNREALIZED
APPRECIATION |
GROSS
UNREALIZED
DEPRECIATION |
NET
UNREALIZED
APPRECIATION
(DEPRECIATION) |
Schwab
Fundamental U.S. Broad Market Index ETF |
$438,669,741 |
$124,937,215 |
($24,026,509
) |
$100,910,706 |
Schwab
Fundamental U.S. Large Company Index ETF |
10,645,311,205 |
1,894,819,066 |
(661,922,143
) |
1,232,896,923 |
Schwab
Fundamental U.S. Small Company Index ETF |
6,511,401,037 |
1,041,684,477 |
(722,640,324
) |
319,044,153 |
Schwab
Fundamental International Large Company Index ETF |
9,578,804,348 |
1,551,802,109 |
(391,322,446
) |
1,160,479,663 |
Schwab
Fundamental International Small Company Index ETF |
2,985,280,957 |
362,161,468 |
(304,856,861
) |
57,304,607 |
Schwab
Fundamental Emerging Markets Large Company Index ETF |
4,791,606,315 |
656,694,822 |
(485,619,356
) |
171,075,466 |
|
|
|
|
|
|
|
|
|
|
|
|
Schwab
Fundamental U.S. Broad Market Index ETF |
$19,267,879 |
Schwab
Fundamental U.S. Large Company Index ETF |
420,200,288 |
Schwab
Fundamental U.S. Small Company Index ETF |
531,921,543 |
Schwab
Fundamental International Large Company Index ETF |
293,445,861 |
Schwab
Fundamental International Small Company Index ETF |
163,671,695 |
Schwab
Fundamental Emerging Markets Large Company Index
ETF |
582,308,683 |
|
PRIOR
FISCAL YEAR END DISTRIBUTIONS |
|
ORDINARY
INCOME
|
Schwab
Fundamental U.S. Broad
Market
Index ETF |
$8,668,580 |
Schwab
Fundamental U.S. Large
Company
Index ETF |
197,038,665 |
Schwab
Fundamental U.S. Small
Company
Index ETF |
74,669,735 |
Schwab
Fundamental International
Large
Company Index ETF |
247,435,740 |
Schwab
Fundamental International
Small
Company Index ETF |
51,473,080 |
Schwab
Fundamental Emerging
Markets
Large Company Index ETF |
239,783,490 |
Independent
Trustees | |||
Name,
Year of Birth, and
Position(s)
with the trust
(Terms
of office, and
length
of Time Served1) |
Principal
Occupations
During
the Past Five Years |
Number
of
Portfolios
in
Fund
Complex
Overseen
by
the
Trustee |
Other
Directorships |
Michael
J. Beer
1961
Trustee
(Trustee
of The Charles Schwab
Family
of Funds, Schwab
Investments,
Schwab Capital Trust,
Schwab
Annuity Portfolios, Schwab
Strategic
Trust and Laudus Trust
since
2022) |
Retired.
Director, President and Chief Executive Officer
(Dec.
2016 – Sept. 2019), Principal Funds (investment
management). |
106 |
Director
(2016 – 2019),
Principal
Funds, Inc. |
Robert
W. Burns
1959
Trustee
(Trustee
of Schwab Strategic Trust
since
2009; The Charles Schwab
Family
of Funds, Schwab
Investments,
Schwab Capital Trust,
Schwab
Annuity Portfolios and
Laudus
Trust since 2016) |
Retired/Private
Investor. |
106 |
None
|
Nancy
F. Heller
1956
Trustee
(Trustee
of The Charles Schwab
Family
of Funds, Schwab
Investments,
Schwab Capital Trust,
Schwab
Annuity Portfolios, Schwab
Strategic
Trust and Laudus Trust
since
2018) |
Retired. |
106 |
None |
David
L. Mahoney
1954
Trustee
(Trustee
of The Charles Schwab
Family
of Funds, Schwab
Investments,
Schwab Capital Trust,
Schwab
Annuity Portfolios and
Laudus
Trust since 2011; Schwab
Strategic
Trust since 2016) |
Private
Investor. |
106 |
Director
(2004
– present),
Corcept
Therapeutics
Incorporated
Director
(2009 – 2021),
Adamas
Pharmaceuticals,
Inc.
Director
(2003 – 2019),
Symantec
Corporation |
Jane
P. Moncreiff
1961
Trustee
(Trustee
of The Charles Schwab
Family
of Funds, Schwab
Investments,
Schwab Capital Trust,
Schwab
Annuity Portfolios, Schwab
Strategic
Trust and Laudus Trust
since
2019) |
Consultant
(2018 – present), Fulham Advisers LLC (management
consulting);
Chief Investment Officer (2009 – 2017), CareGroup
Healthcare
System, Inc. (healthcare). |
106 |
None |
Independent
Trustees (continued) | |||
Name,
Year of Birth, and
Position(s)
with the trust
(Terms
of office, and
length
of Time Served1) |
Principal
Occupations
During
the Past Five Years |
Number
of
Portfolios
in
Fund
Complex
Overseen
by
the
Trustee |
Other
Directorships |
Kimberly
S. Patmore
1956
Trustee
(Trustee
of The Charles Schwab
Family
of Funds, Schwab
Investments,
Schwab Capital Trust,
Schwab
Annuity Portfolios, Schwab
Strategic
Trust and Laudus Trust
since
2016) |
Consultant
(2008 – present), Patmore Management Consulting
(management
consulting). |
106 |
None |
J.
Derek Penn
1957
Trustee
(Trustee
of The Charles Schwab
Family
of Funds, Schwab
Investments,
Schwab Capital Trust,
Schwab
Annuity Portfolios, Schwab
Strategic
Trust and Laudus Trust
since
2021) |
Head
of Equity Sales and Trading (2006 – 2018), BNY Mellon (financial
services). |
106 |
None |
Interested
Trustees | |||
Name,
Year of Birth, and
Position(s)
with the trust
(Terms
of office, and
length
of Time Served1) |
Principal
Occupations
During
the Past Five Years |
Number
of
Portfolios
in
Fund
Complex
Overseen
by
the
Trustee |
Other
Directorships |
Walter
W. Bettinger II2
1960
Chairman
and Trustee
(Trustee
of The Charles Schwab
Family
of Funds, Schwab
Investments,
Schwab Capital Trust
and
Schwab Annuity Portfolios since
2008;
Schwab Strategic Trust since
2009;
Laudus Trust since 2010) |
Co-Chairman
of the Board (July 2022 – present), Director and Chief
Executive
Officer (Oct. 2008 – present) and President
(Feb.
2007 – Oct. 2021), The Charles Schwab Corporation; President and
Chief
Executive Officer (Oct. 2008 – Oct. 2021) and Director
(May
2008 – Oct. 2021), Charles Schwab & Co., Inc.; Director
(Apr.
2006 – present), Charles Schwab Bank, SSB; Director
(Nov.
2017 – present), Charles Schwab Premier Bank, SSB; Director
(July
2019 – present), Charles Schwab Trust Bank; Director
(May
2008 – present), Chief Executive Officer (Aug. 2017 – present) and
President
(Aug. 2017 – Nov. 2021), Schwab Holdings, Inc.; Director
(Oct.
2020 – present), TD Ameritrade Holding Corporation; Director
(July
2016 – Oct. 2021), Charles Schwab Investment Management,
Inc. |
106 |
Director
(2008
– present), The
Charles
Schwab
Corporation
|
Richard
A. Wurster2
1973
Trustee
(Trustee
of The Charles Schwab
Family
of Funds, Schwab
Investments,
Schwab Capital Trust,
Schwab
Annuity Portfolios, Schwab
Strategic
Trust and Laudus Trust
since
2022) |
President
(Oct. 2021 – present) and Executive Vice President – Schwab
Asset
Management Solutions (Apr. 2019 – Oct. 2021), The Charles
Schwab
Corporation; President, Director (Oct. 2021 – present), Executive
Vice
President – Schwab Asset Management Solutions
(July
2019 – Oct. 2021) and Senior Vice President – Advisory
(May
2016 – July 2019), Charles Schwab & Co., Inc.; President
(Nov.
2021 – present), Schwab Holdings, Inc.; Director
(Oct.
2021 – present) and Chief Executive Officer (Nov. 2019 – Jan. 2022),
Charles
Schwab Investment Management, Inc.; Director, Chief Executive
Officer
and President (Mar. 2018 – Oct. 2022), Charles Schwab Investment
Advisory,
Inc.; Chief Executive Officer (July 2016 – Apr. 2018) and
President
(Mar. 2017 – Apr. 2018), ThomasPartners, Inc.; Chief Executive
Officer
(July 2016 – Apr. 2018), Windhaven Investment Management,
Inc. |
106 |
None |
Officers
of the Trust | |
Name,
Year of Birth, and Position(s) with the trust
(Terms
of office, and length of Time Served3) |
Principal
Occupations During the Past Five Years |
Omar
Aguilar
1970
Chief
Executive Officer and Chief Investment Officer
(Officer
of The Charles Schwab Family of Funds, Schwab
Investments,
Schwab Capital Trust, Schwab Annuity
Portfolios,
Schwab Strategic Trust and Laudus Trust since
2011) |
Chief
Executive Officer (Jan. 2022 – present), Chief Investment Officer (Apr.
2011 – present)
and
Senior Vice President (Apr. 2011 – Dec. 2021), Charles Schwab Investment
Management,
Inc.; Director, Chief Executive Officer and President (Oct. 2022 –
present),
Charles
Schwab Investment Advisory, Inc.; Chief Executive Officer (Sept. 2023 –
present),
Chief
Investment Officer (June 2011 – present) and Vice President (June 2011 –
Sept. 2023),
Schwab
Funds, Laudus Trust and Schwab ETFs. |
Jonathan
de St. Paer
1973
President
(Officer
of The Charles Schwab Family of Funds, Schwab
Investments,
Schwab Capital Trust, Schwab Annuity
Portfolios,
Schwab Strategic Trust and Laudus Trust since
2018) |
Director
(Apr. 2019 – present), President (Oct. 2018 – present), Chief Operating
Officer
(Jan.
2021 – present), and Chief Executive Officer (Apr. 2019 – Nov. 2019),
Charles Schwab
Investment
Management, Inc.; Senior Vice President (June 2020 – Mar. 2022) and Chief
Operating
Officer (Jan. 2021 – Mar. 2022), Charles Schwab Investment Advisory, Inc.;
President
(Nov. 2018 – present), Chief Executive Officer (Apr. 2019 – Sept. 2023)
and Trustee
(Apr.
2019 – Dec. 2020), Schwab Funds, Laudus Trust and Schwab ETFs; Managing
Director
(May
2022 – present), Senior Vice President (Apr. 2019 – May 2022) and Senior
Vice
President
– Strategy and Product Development (CSIM) (Jan. 2014 – Mar. 2019), Charles
Schwab
& Co., Inc. |
Mark
Fischer
1970
Chief
Operating Officer
(Officer
of The Charles Schwab Family of Funds, Schwab
Investments,
Schwab Capital Trust, Schwab Annuity
Portfolios,
Schwab Strategic Trust and Laudus Trust since
2013) |
Chief
Operating Officer (Dec. 2020 – present) and Treasurer and Chief Financial
Officer
(Jan.
2016 – Dec. 2022), Schwab Funds, Laudus Trust and Schwab ETFs; Managing
Director
(Mar.
2023 – present), Chief Financial Officer (Mar. 2020 – present) and Vice
President
(Oct.
2013 – Mar. 2023), Charles Schwab Investment Management,
Inc. |
Officers
of the Trust (continued) | |
Name,
Year of Birth, and Position(s) with the trust
(Terms
of office, and length of Time Served3) |
Principal
Occupations During the Past Five Years |
Dana
Smith
1965
Treasurer
and Chief Financial Officer
(Officer
of The Charles Schwab Family of Funds, Schwab
Investments,
Schwab Capital Trust, Schwab Annuity
Portfolios,
Schwab Strategic Trust and Laudus Trust since
2023) |
Treasurer
and Chief Financial Officer (Jan. 2023 – present) and Assistant Treasurer
(Dec.
2015 – Dec. 2022), Schwab Funds, Laudus Trust and Schwab ETFs; Managing
Director
(Mar.
2023 – present), Vice President (Mar. 2022 – Mar. 2023) and Director
(Oct.
2015 – Mar. 2022), Charles Schwab Investment Management,
Inc. |
Brett
Wander
1961
Vice
President and Chief Investment Officer
(Officer
of The Charles Schwab Family of Funds, Schwab
Investments,
Schwab Capital Trust, Schwab Annuity
Portfolios,
Schwab Strategic Trust and Laudus Trust since
2011) |
Managing
Director (Mar. 2023 – present), Chief Investment Officer (Apr. 2011 –
present) and
Senior
Vice President (Apr. 2011 – Mar. 2023) Charles Schwab Investment
Management, Inc.;
Vice
President and Chief Investment Officer (June 2011 – present), Schwab
Funds, Laudus
Trust
and Schwab ETFs. |
William
P. McMahon, Jr.
1972
Vice
President and Chief Investment Officer
(Officer
of The Charles Schwab Family of Funds, Schwab
Investments,
Schwab Capital Trust, Schwab Annuity
Portfolios,
Schwab Strategic Trust and Laudus Trust since
2021) |
Managing
Director (Mar. 2023 – present), Chief Investment Officer (Jan. 2020 –
present) and
Senior
Vice President (Jan. 2020 – Mar. 2023) Charles Schwab Investment
Management,
Inc.; Vice President and Chief Investment Officer (June 2021 – present),
Schwab
Funds, Laudus Trust and Schwab ETFs; Senior Vice President and Chief
Investment
Officer
– ThomasPartners Strategies (Apr. 2018 – Dec. 2019), Charles Schwab
Investment
Advisory,
Inc.; Senior Vice President and Chief Investment Officer (May 2001 – Apr.
2018),
ThomasPartners,
Inc. |
Catherine
MacGregor
1964
Chief
Legal Officer and Secretary, Schwab Funds and
Schwab
ETFs
Chief
Legal Officer, Vice President and Clerk, Laudus Trust
(Officer
of The Charles Schwab Family of Funds, Schwab
Investments,
Schwab Capital Trust, Schwab Annuity
Portfolios
and Laudus Trust since 2005; Schwab Strategic
Trust
since 2009) |
Managing
Director (Mar. 2023 – present), Chief Legal Officer (Mar. 2022 – present)
and Vice
President
(Sept. 2005 – Mar. 2023), Charles Schwab Investment Management, Inc.;
Managing
Director (May 2022 – present) and Vice President (July 2005 – May 2022),
Charles
Schwab
& Co., Inc.; Vice President (Dec. 2005 – present) and Chief Legal
Officer and Clerk
(Mar.
2007 – present), Laudus Trust; Chief Legal Officer and Secretary (Oct.
2021 – present),
Vice
President (Nov. 2005 – Oct. 2021) and Assistant Secretary (June 2007 –
Oct. 2021),
Schwab
Funds; Chief Legal Officer and Secretary (Oct. 2021 – present), Vice
President and
Assistant
Secretary (Oct. 2009 – Oct. 2021), Schwab
ETFs. |