SPDR Portfolio S&P 500 ETF |
SPDR Portfolio S&P 400 Mid Cap ETF |
SPDR Portfolio S&P 600 Small Cap ETF |
SPDR Portfolio S&P 1500 Composite Stock Market ETF |
SPDR Portfolio S&P 500 Growth ETF |
SPDR Portfolio S&P 500 High Dividend ETF |
SPDR Portfolio S&P 500 Value ETF |
Portfolio Statistics (Unaudited) | |
|
1 |
|
2 |
|
3 |
|
4 |
|
5 |
|
6 |
|
7 |
Schedules of Investments (Unaudited) | |
|
8 |
|
16 |
|
22 |
|
32 |
|
51 |
|
56 |
|
58 |
|
66 |
|
73 |
|
80 |
|
89 |
Description | % of Net Assets | ||
Apple, Inc. | 6.8% | ||
Microsoft Corp. | 6.3 | ||
Amazon.com, Inc. | 3.6 | ||
Alphabet, Inc. Class A | 2.1 | ||
Tesla, Inc. | 2.1 | ||
Alphabet, Inc. Class C | 2.0 | ||
Meta Platforms, Inc. Class A | 2.0 | ||
NVIDIA Corp. | 1.8 | ||
Berkshire Hathaway, Inc. Class B | 1.4 | ||
UnitedHealth Group, Inc. | 1.2 | ||
TOTAL | 29.3% |
% of Net Assets | |||||
Information Technology | 29.1% | ||||
Health Care | 13.3 | ||||
Consumer Discretionary | 12.5 | ||||
Financials | 10.7 | ||||
Communication Services | 10.1 | ||||
Industrials | 7.8 | ||||
Consumer Staples | 5.9 | ||||
Real Estate | 2.8 | ||||
Energy | 2.7 | ||||
Materials | 2.5 | ||||
Utilities | 2.5 | ||||
Short-Term Investments | 0.1 | ||||
Other Assets in Excess of Liabilities | 0.0 * | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Molina Healthcare, Inc. | 0.7% | ||
Camden Property Trust REIT | 0.7 | ||
Builders FirstSource, Inc. | 0.7 | ||
Trex Co., Inc. | 0.6 | ||
Masimo Corp. | 0.6 | ||
Medical Properties Trust, Inc. REIT | 0.6 | ||
Nordson Corp. | 0.6 | ||
Cognex Corp. | 0.6 | ||
Graco, Inc. | 0.6 | ||
Repligen Corp. | 0.5 | ||
TOTAL | 6.2% |
% of Net Assets | |||
Industrials | 19.0% | ||
Consumer Discretionary | 15.4 | ||
Information Technology | 14.3 | ||
Financials | 13.6 | ||
Real Estate | 10.3 | ||
Health Care | 9.9 | ||
Materials | 6.6 | ||
Consumer Staples | 3.5 | ||
Utilities | 3.3 | ||
Energy | 2.1 | ||
Communication Services | 1.7 | ||
Short-Term Investment | 0.8 | ||
Liabilities in Excess of Other Assets | (0.5) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Omnicell, Inc. | 0.7% | ||
Innovative Industrial Properties, Inc. REIT | 0.6 | ||
Exponent, Inc. | 0.6 | ||
AMN Healthcare Services, Inc. | 0.5 | ||
UFP Industries, Inc. | 0.5 | ||
Chart Industries, Inc. | 0.5 | ||
Balchem Corp. | 0.5 | ||
Watts Water Technologies, Inc. Class A | 0.5 | ||
MaxLinear, Inc. | 0.5 | ||
Vonage Holdings Corp. | 0.5 | ||
TOTAL | 5.4% |
% of Net Assets | |||
Financials | 18.6% | ||
Industrials | 17.1 | ||
Information Technology | 13.7 | ||
Health Care | 12.3 | ||
Consumer Discretionary | 12.0 | ||
Real Estate | 8.1 | ||
Materials | 5.0 | ||
Energy | 4.8 | ||
Consumer Staples | 4.5 | ||
Utilities | 1.9 | ||
Communication Services | 1.8 | ||
Short-Term Investments | 1.9 | ||
Liabilities in Excess of Other Assets | (1.7) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Apple, Inc. | 6.3% | ||
Microsoft Corp. | 5.8 | ||
Amazon.com, Inc. | 3.3 | ||
Alphabet, Inc. Class A | 2.0 | ||
Tesla, Inc. | 2.0 | ||
Alphabet, Inc. Class C | 1.8 | ||
Meta Platforms, Inc. Class A | 1.8 | ||
NVIDIA Corp. | 1.7 | ||
Berkshire Hathaway, Inc. Class B | 1.3 | ||
UnitedHealth Group, Inc. | 1.1 | ||
TOTAL | 27.1% |
% of Net Assets | |||
Information Technology | 27.9% | ||
Health Care | 13.0 | ||
Consumer Discretionary | 12.7 | ||
Financials | 11.1 | ||
Communication Services | 9.5 | ||
Industrials | 8.6 | ||
Consumer Staples | 5.7 | ||
Real Estate | 3.3 | ||
Materials | 2.9 | ||
Energy | 2.7 | ||
Utilities | 2.5 | ||
Short-Term Investments | 0.7 | ||
Liabilities in Excess of Other Assets | (0.6) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Apple, Inc. | 13.0% | ||
Microsoft Corp. | 11.9 | ||
Amazon.com, Inc. | 6.8 | ||
Alphabet, Inc. Class A | 4.1 | ||
Tesla, Inc. | 4.0 | ||
Alphabet, Inc. Class C | 3.8 | ||
Meta Platforms, Inc. Class A | 3.7 | ||
NVIDIA Corp. | 3.5 | ||
Home Depot, Inc. | 1.6 | ||
Adobe, Inc. | 1.3 | ||
TOTAL | 53.7% |
% of Net Assets | |||||
Information Technology | 44.1% | ||||
Consumer Discretionary | 16.8 | ||||
Communication Services | 13.1 | ||||
Health Care | 10.7 | ||||
Financials | 6.6 | ||||
Industrials | 3.2 | ||||
Real Estate | 2.1 | ||||
Consumer Staples | 1.5 | ||||
Materials | 1.2 | ||||
Energy | 0.6 | ||||
Utilities | 0.0 * | ||||
Short-Term Investment | 0.1 | ||||
Other Assets in Excess of Liabilities | 0.0 * | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Pfizer, Inc. | 1.7% | ||
Broadcom, Inc. | 1.7 | ||
Seagate Technology Holdings PLC | 1.6 | ||
Comerica, Inc. | 1.6 | ||
Simon Property Group, Inc. REIT | 1.6 | ||
Exelon Corp. | 1.5 | ||
Edison International | 1.5 | ||
KeyCorp. | 1.5 | ||
Iron Mountain, Inc. REIT | 1.5 | ||
Marathon Petroleum Corp. | 1.4 | ||
TOTAL | 15.6% |
% of Net Assets | |||
Utilities | 18.4% | ||
Financials | 18.0 | ||
Real Estate | 17.1 | ||
Energy | 12.1 | ||
Consumer Staples | 8.8 | ||
Health Care | 6.7 | ||
Communication Services | 5.9 | ||
Materials | 5.9 | ||
Information Technology | 5.8 | ||
Consumer Discretionary | 1.0 | ||
Short-Term Investments | 0.6 | ||
Liabilities in Excess of Other Assets | (0.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Berkshire Hathaway, Inc. Class B | 2.9% | ||
Johnson & Johnson | 2.4 | ||
Procter & Gamble Co. | 2.1 | ||
Walt Disney Co. | 1.5 | ||
UnitedHealth Group, Inc. | 1.4 | ||
Exxon Mobil Corp. | 1.3 | ||
JPMorgan Chase & Co. | 1.3 | ||
Coca-Cola Co. | 1.2 | ||
Comcast Corp. Class A | 1.2 | ||
Chevron Corp. | 1.2 | ||
TOTAL | 16.5% |
% of Net Assets | |||||
Health Care | 16.1% | ||||
Financials | 15.2 | ||||
Industrials | 12.8 | ||||
Information Technology | 12.5 | ||||
Consumer Staples | 10.8 | ||||
Consumer Discretionary | 7.8 | ||||
Communication Services | 6.9 | ||||
Utilities | 5.2 | ||||
Energy | 4.9 | ||||
Materials | 4.0 | ||||
Real Estate | 3.5 | ||||
Short-Term Investments | 0.3 | ||||
Liabilities in Excess of Other Assets | (0.0) * | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.9% | ||||||
AEROSPACE & DEFENSE — 1.3% | ||||||
Boeing Co. (a)
|
187,805 | $ 37,808,903 | ||||
General Dynamics Corp.
|
78,883 | 16,444,739 | ||||
Howmet Aerospace, Inc.
|
131,045 | 4,171,162 | ||||
Huntington Ingalls Industries, Inc.
|
13,661 | 2,551,055 | ||||
L3Harris Technologies, Inc.
|
66,653 | 14,213,086 | ||||
Lockheed Martin Corp.
|
83,424 | 29,649,724 | ||||
Northrop Grumman Corp.
|
50,728 | 19,635,287 | ||||
Raytheon Technologies Corp.
|
508,928 | 43,798,344 | ||||
Textron, Inc.
|
74,981 | 5,788,533 | ||||
TransDigm Group, Inc. (a)
|
17,701 | 11,262,792 | ||||
185,323,625 | ||||||
AIR FREIGHT & LOGISTICS — 0.6% | ||||||
C.H. Robinson Worldwide, Inc.
|
44,171 | 4,754,125 | ||||
Expeditors International of Washington,
Inc.
|
57,644 | 7,741,013 | ||||
FedEx Corp.
|
83,011 | 21,469,965 | ||||
United Parcel Service, Inc. Class B
|
247,909 | 53,136,815 | ||||
87,101,918 | ||||||
AIRLINES — 0.2% | ||||||
Alaska Air Group, Inc. (a)
|
42,542 | 2,216,438 | ||||
American Airlines Group, Inc. (a)
|
217,310 | 3,902,888 | ||||
Delta Air Lines, Inc. (a)
|
217,331 | 8,493,295 | ||||
Southwest Airlines Co. (a)
|
201,462 | 8,630,632 | ||||
United Airlines Holdings, Inc. (a)
|
109,678 | 4,801,703 | ||||
28,044,956 | ||||||
AUTO COMPONENTS — 0.1% | ||||||
Aptiv PLC (a)
|
91,936 | 15,164,843 | ||||
BorgWarner, Inc.
|
81,378 | 3,667,707 | ||||
18,832,550 | ||||||
AUTOMOBILES — 2.5% | ||||||
Ford Motor Co.
|
1,334,377 | 27,715,010 | ||||
General Motors Co. (a)
|
493,536 | 28,936,016 | ||||
Tesla, Inc. (a)
|
276,533 | 292,234,544 | ||||
348,885,570 | ||||||
BANKS — 4.0% | ||||||
Bank of America Corp.
|
2,448,001 | 108,911,564 | ||||
Citigroup, Inc.
|
674,490 | 40,732,451 | ||||
Citizens Financial Group, Inc.
|
144,842 | 6,843,784 | ||||
Comerica, Inc.
|
44,560 | 3,876,720 | ||||
Fifth Third Bancorp
|
232,419 | 10,121,847 | ||||
First Republic Bank
|
60,964 | 12,589,676 | ||||
Huntington Bancshares, Inc.
|
491,654 | 7,581,305 | ||||
JPMorgan Chase & Co.
|
1,004,588 | 159,076,510 | ||||
KeyCorp.
|
316,514 | 7,320,969 | ||||
M&T Bank Corp.
|
43,825 | 6,730,644 | ||||
People's United Financial, Inc.
|
145,409 | 2,591,188 | ||||
PNC Financial Services Group, Inc.
|
143,682 | 28,811,115 | ||||
Regions Financial Corp.
|
324,047 | 7,064,225 | ||||
Signature Bank
|
20,664 | 6,684,184 |
Security Description | Shares | Value | ||||
SVB Financial Group (a)
|
19,971 | $ 13,545,131 | ||||
Truist Financial Corp.
|
452,966 | 26,521,159 | ||||
US Bancorp
|
458,698 | 25,765,067 | ||||
Wells Fargo & Co.
|
1,355,224 | 65,023,648 | ||||
Zions Bancorp NA
|
53,146 | 3,356,701 | ||||
543,147,888 | ||||||
BEVERAGES — 1.4% | ||||||
Brown-Forman Corp. Class B
|
62,051 | 4,521,036 | ||||
Coca-Cola Co.
|
1,320,749 | 78,201,548 | ||||
Constellation Brands, Inc. Class A
|
55,912 | 14,032,235 | ||||
Molson Coors Beverage Co. Class B
|
64,017 | 2,967,188 | ||||
Monster Beverage Corp. (a)
|
127,683 | 12,262,675 | ||||
PepsiCo, Inc.
|
469,863 | 81,619,902 | ||||
193,604,584 | ||||||
BIOTECHNOLOGY — 1.8% | ||||||
AbbVie, Inc.
|
600,800 | 81,348,320 | ||||
Amgen, Inc.
|
191,446 | 43,069,607 | ||||
Biogen, Inc. (a)
|
50,002 | 11,996,480 | ||||
Gilead Sciences, Inc.
|
426,324 | 30,955,386 | ||||
Incyte Corp. (a)
|
63,848 | 4,686,443 | ||||
Moderna, Inc. (a)
|
119,916 | 30,456,266 | ||||
Regeneron Pharmaceuticals, Inc. (a)
|
36,008 | 22,739,772 | ||||
Vertex Pharmaceuticals, Inc. (a)
|
86,374 | 18,967,730 | ||||
244,220,004 | ||||||
BUILDING PRODUCTS — 0.5% | ||||||
A.O. Smith Corp.
|
45,343 | 3,892,697 | ||||
Allegion PLC
|
30,267 | 4,008,561 | ||||
Carrier Global Corp.
|
294,448 | 15,970,859 | ||||
Fortune Brands Home & Security, Inc.
|
46,203 | 4,939,101 | ||||
Johnson Controls International PLC
|
240,920 | 19,589,205 | ||||
Masco Corp.
|
82,912 | 5,822,081 | ||||
Trane Technologies PLC
|
80,568 | 16,277,153 | ||||
70,499,657 | ||||||
CAPITAL MARKETS — 3.0% | ||||||
Ameriprise Financial, Inc.
|
37,993 | 11,460,968 | ||||
Bank of New York Mellon Corp.
|
258,146 | 14,993,120 | ||||
BlackRock, Inc.
|
48,515 | 44,418,393 | ||||
Cboe Global Markets, Inc.
|
36,348 | 4,739,779 | ||||
Charles Schwab Corp.
|
511,065 | 42,980,566 | ||||
CME Group, Inc.
|
122,086 | 27,891,768 | ||||
FactSet Research Systems, Inc.
|
12,723 | 6,183,505 | ||||
Franklin Resources, Inc.
|
95,444 | 3,196,420 | ||||
Goldman Sachs Group, Inc.
|
115,445 | 44,163,485 | ||||
Intercontinental Exchange, Inc.
|
191,530 | 26,195,558 | ||||
Invesco, Ltd.
|
115,989 | 2,670,067 | ||||
MarketAxess Holdings, Inc.
|
12,936 | 5,320,189 | ||||
Moody's Corp.
|
55,058 | 21,504,554 | ||||
Morgan Stanley
|
487,975 | 47,899,626 | ||||
MSCI, Inc.
|
28,006 | 17,158,996 | ||||
Nasdaq, Inc.
|
39,658 | 8,328,577 |
Security Description | Shares | Value | ||||
Northern Trust Corp.
|
70,556 | $ 8,439,203 | ||||
Raymond James Financial, Inc.
|
62,871 | 6,312,248 | ||||
S&P Global, Inc.
|
81,881 | 38,642,100 | ||||
State Street Corp. (b)
|
124,009 | 11,532,837 | ||||
T Rowe Price Group, Inc.
|
76,349 | 15,013,267 | ||||
409,045,226 | ||||||
CHEMICALS — 1.8% | ||||||
Air Products & Chemicals, Inc.
|
75,337 | 22,922,036 | ||||
Albemarle Corp.
|
39,852 | 9,316,202 | ||||
Celanese Corp.
|
36,907 | 6,202,590 | ||||
CF Industries Holdings, Inc.
|
72,853 | 5,156,535 | ||||
Corteva, Inc.
|
247,867 | 11,719,152 | ||||
Dow, Inc.
|
251,420 | 14,260,542 | ||||
DuPont de Nemours, Inc.
|
176,033 | 14,219,946 | ||||
Eastman Chemical Co.
|
45,767 | 5,533,688 | ||||
Ecolab, Inc.
|
84,767 | 19,885,490 | ||||
FMC Corp.
|
43,009 | 4,726,259 | ||||
International Flavors & Fragrances,
Inc.
|
86,448 | 13,023,391 | ||||
Linde PLC
|
174,348 | 60,399,378 | ||||
LyondellBasell Industries NV Class A
|
89,846 | 8,286,497 | ||||
Mosaic Co.
|
125,826 | 4,943,704 | ||||
PPG Industries, Inc.
|
80,721 | 13,919,529 | ||||
Sherwin-Williams Co.
|
81,916 | 28,847,539 | ||||
243,362,478 | ||||||
COMMERCIAL SERVICES & SUPPLIES — 0.4% | ||||||
Cintas Corp.
|
29,932 | 13,264,964 | ||||
Copart, Inc. (a)
|
72,309 | 10,963,491 | ||||
Republic Services, Inc.
|
71,179 | 9,925,912 | ||||
Rollins, Inc.
|
77,162 | 2,639,712 | ||||
Waste Management, Inc.
|
130,745 | 21,821,340 | ||||
58,615,419 | ||||||
COMMUNICATIONS EQUIPMENT — 0.9% | ||||||
Arista Networks, Inc. (a)
|
76,080 | 10,936,500 | ||||
Cisco Systems, Inc.
|
1,432,715 | 90,791,149 | ||||
F5, Inc. (a)
|
20,648 | 5,052,772 | ||||
Juniper Networks, Inc.
|
110,329 | 3,939,849 | ||||
Motorola Solutions, Inc.
|
57,380 | 15,590,146 | ||||
126,310,416 | ||||||
CONSTRUCTION & ENGINEERING — 0.0% (c) | ||||||
Quanta Services, Inc.
|
48,390 | 5,548,397 | ||||
CONSTRUCTION MATERIALS — 0.1% | ||||||
Martin Marietta Materials, Inc.
|
21,349 | 9,404,661 | ||||
Vulcan Materials Co.
|
45,032 | 9,347,743 | ||||
18,752,404 | ||||||
CONSUMER FINANCE — 0.6% | ||||||
American Express Co.
|
213,322 | 34,899,479 | ||||
Capital One Financial Corp.
|
144,784 | 21,006,711 | ||||
Discover Financial Services
|
99,666 | 11,517,403 | ||||
Synchrony Financial
|
185,949 | 8,626,174 | ||||
76,049,767 |
Security Description | Shares | Value | ||||
CONTAINERS & PACKAGING — 0.3% | ||||||
Amcor PLC
|
524,160 | $ 6,295,162 | ||||
Avery Dennison Corp.
|
28,106 | 6,086,917 | ||||
Ball Corp.
|
110,168 | 10,605,873 | ||||
International Paper Co.
|
131,604 | 6,182,756 | ||||
Packaging Corp. of America
|
32,314 | 4,399,551 | ||||
Sealed Air Corp.
|
50,771 | 3,425,519 | ||||
Westrock Co.
|
91,500 | 4,058,940 | ||||
41,054,718 | ||||||
DISTRIBUTORS — 0.1% | ||||||
Genuine Parts Co.
|
48,573 | 6,809,935 | ||||
LKQ Corp.
|
91,048 | 5,465,611 | ||||
Pool Corp.
|
13,599 | 7,697,034 | ||||
19,972,580 | ||||||
DIVERSIFIED FINANCIAL SERVICES — 1.4% | ||||||
Berkshire Hathaway, Inc. Class B (a)
|
622,427 | 186,105,673 | ||||
DIVERSIFIED TELECOMMUNICATION SERVICES — 1.0% | ||||||
AT&T, Inc.
|
2,427,478 | 59,715,959 | ||||
Lumen Technologies, Inc. (d)
|
313,158 | 3,930,133 | ||||
Verizon Communications, Inc.
|
1,407,612 | 73,139,519 | ||||
136,785,611 | ||||||
ELECTRIC UTILITIES — 1.6% | ||||||
Alliant Energy Corp.
|
85,181 | 5,236,076 | ||||
American Electric Power Co., Inc.
|
171,154 | 15,227,571 | ||||
Duke Energy Corp.
|
261,862 | 27,469,324 | ||||
Edison International
|
128,901 | 8,797,493 | ||||
Entergy Corp.
|
68,307 | 7,694,784 | ||||
Evergy, Inc.
|
77,929 | 5,346,709 | ||||
Eversource Energy
|
116,797 | 10,626,191 | ||||
Exelon Corp.
|
332,499 | 19,205,142 | ||||
FirstEnergy Corp.
|
185,240 | 7,704,132 | ||||
NextEra Energy, Inc.
|
666,939 | 62,265,425 | ||||
NRG Energy, Inc.
|
83,188 | 3,583,739 | ||||
Pinnacle West Capital Corp.
|
38,341 | 2,706,491 | ||||
PPL Corp.
|
255,130 | 7,669,208 | ||||
Southern Co.
|
360,645 | 24,733,034 | ||||
Xcel Energy, Inc.
|
183,129 | 12,397,833 | ||||
220,663,152 | ||||||
ELECTRICAL EQUIPMENT — 0.5% | ||||||
AMETEK, Inc.
|
78,720 | 11,574,989 | ||||
Eaton Corp. PLC
|
135,427 | 23,404,494 | ||||
Emerson Electric Co.
|
202,775 | 18,851,992 | ||||
Generac Holdings, Inc. (a)
|
21,532 | 7,577,542 | ||||
Rockwell Automation, Inc.
|
39,404 | 13,746,085 | ||||
75,155,102 | ||||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 0.7% | ||||||
Amphenol Corp. Class A
|
203,396 | 17,789,014 | ||||
CDW Corp.
|
46,155 | 9,451,621 | ||||
Corning, Inc.
|
260,817 | 9,710,217 | ||||
IPG Photonics Corp. (a)
|
12,008 | 2,067,057 | ||||
Keysight Technologies, Inc. (a)
|
62,592 | 12,925,874 |
Security Description | Shares | Value | ||||
TE Connectivity, Ltd.
|
110,892 | $ 17,891,315 | ||||
Teledyne Technologies, Inc. (a)
|
15,849 | 6,924,270 | ||||
Trimble, Inc. (a)
|
85,728 | 7,474,624 | ||||
Zebra Technologies Corp. Class A (a)
|
18,182 | 10,821,927 | ||||
95,055,919 | ||||||
ENERGY EQUIPMENT & SERVICES — 0.2% | ||||||
Baker Hughes Co.
|
297,188 | 7,150,343 | ||||
Halliburton Co.
|
302,236 | 6,912,138 | ||||
Schlumberger NV
|
476,854 | 14,281,777 | ||||
28,344,258 | ||||||
ENTERTAINMENT — 1.7% | ||||||
Activision Blizzard, Inc.
|
264,687 | 17,609,626 | ||||
Electronic Arts, Inc.
|
96,101 | 12,675,722 | ||||
Live Nation Entertainment, Inc. (a)
(d)
|
45,998 | 5,505,501 | ||||
Netflix, Inc. (a)
|
150,428 | 90,623,844 | ||||
Take-Two Interactive Software, Inc. (a)
|
39,200 | 6,966,624 | ||||
Walt Disney Co. (a)
|
617,610 | 95,661,613 | ||||
229,042,930 | ||||||
EQUITY REAL ESTATE INVESTMENT TRUSTS (REITs) — 2.7% | ||||||
Alexandria Real Estate Equities, Inc. REIT
|
47,847 | 10,667,967 | ||||
American Tower Corp. REIT
|
154,823 | 45,285,728 | ||||
AvalonBay Communities, Inc. REIT
|
47,438 | 11,982,364 | ||||
Boston Properties, Inc. REIT
|
48,296 | 5,562,733 | ||||
Crown Castle International Corp. REIT
|
146,675 | 30,616,940 | ||||
Digital Realty Trust, Inc. REIT
|
96,446 | 17,058,404 | ||||
Duke Realty Corp. REIT
|
129,477 | 8,498,870 | ||||
Equinix, Inc. REIT
|
30,617 | 25,897,083 | ||||
Equity Residential REIT
|
115,975 | 10,495,738 | ||||
Essex Property Trust, Inc. REIT
|
22,005 | 7,750,821 | ||||
Extra Space Storage, Inc. REIT
|
45,503 | 10,316,895 | ||||
Federal Realty Investment Trust REIT
|
23,735 | 3,235,555 | ||||
Healthpeak Properties, Inc. REIT
|
182,852 | 6,599,129 | ||||
Host Hotels & Resorts, Inc. REIT (a)
|
242,739 | 4,221,231 | ||||
Iron Mountain, Inc. REIT (d)
|
98,379 | 5,148,173 | ||||
Kimco Realty Corp. REIT
|
208,453 | 5,138,366 | ||||
Mid-America Apartment Communities, Inc.
REIT
|
39,179 | 8,989,230 | ||||
Prologis, Inc. REIT
|
251,300 | 42,308,868 | ||||
Public Storage REIT
|
51,863 | 19,425,805 | ||||
Realty Income Corp. REIT
|
192,313 | 13,767,688 | ||||
Regency Centers Corp. REIT
|
51,921 | 3,912,247 | ||||
SBA Communications Corp. REIT
|
36,861 | 14,339,666 | ||||
Simon Property Group, Inc. REIT
|
111,697 | 17,845,830 | ||||
UDR, Inc. REIT
|
98,833 | 5,928,992 | ||||
Ventas, Inc. REIT
|
135,596 | 6,931,668 | ||||
Vornado Realty Trust REIT
|
55,002 | 2,302,384 | ||||
Welltower, Inc. REIT
|
147,997 | 12,693,703 |
Security Description | Shares | Value | ||||
Weyerhaeuser Co. REIT
|
255,269 | $ 10,511,977 | ||||
367,434,055 | ||||||
FOOD & STAPLES RETAILING — 1.4% | ||||||
Costco Wholesale Corp.
|
150,091 | 85,206,661 | ||||
Kroger Co.
|
230,028 | 10,411,067 | ||||
Sysco Corp.
|
173,969 | 13,665,265 | ||||
Walmart, Inc.
|
483,463 | 69,952,261 | ||||
Walgreens Boots Alliance, Inc.
|
244,199 | 12,737,420 | ||||
191,972,674 | ||||||
FOOD PRODUCTS — 0.9% | ||||||
Archer-Daniels-Midland Co.
|
190,655 | 12,886,372 | ||||
Campbell Soup Co. (d)
|
68,768 | 2,988,657 | ||||
Conagra Brands, Inc.
|
162,849 | 5,561,293 | ||||
General Mills, Inc.
|
205,872 | 13,871,655 | ||||
Hershey Co.
|
49,440 | 9,565,157 | ||||
Hormel Foods Corp.
|
95,835 | 4,677,706 | ||||
J.M. Smucker Co.
|
36,912 | 5,013,388 | ||||
Kellogg Co.
|
86,845 | 5,594,555 | ||||
Kraft Heinz Co.
|
241,198 | 8,659,008 | ||||
Lamb Weston Holdings, Inc.
|
49,628 | 3,145,423 | ||||
McCormick & Co., Inc.
|
84,606 | 8,173,786 | ||||
Mondelez International, Inc. Class A
|
474,626 | 31,472,450 | ||||
Tyson Foods, Inc. Class A
|
99,944 | 8,711,119 | ||||
120,320,569 | ||||||
GAS UTILITIES — 0.0% (c) | ||||||
Atmos Energy Corp.
|
45,074 | 4,722,403 | ||||
HEALTH CARE EQUIPMENT & SUPPLIES — 2.9% | ||||||
Abbott Laboratories
|
601,140 | 84,604,443 | ||||
ABIOMED, Inc. (a)
|
15,623 | 5,611,313 | ||||
Align Technology, Inc. (a)
|
24,928 | 16,382,183 | ||||
Baxter International, Inc.
|
169,746 | 14,570,997 | ||||
Becton Dickinson and Co.
|
97,531 | 24,527,096 | ||||
Boston Scientific Corp. (a)
|
484,301 | 20,573,106 | ||||
Cooper Cos., Inc.
|
16,805 | 7,040,287 | ||||
DENTSPLY SIRONA, Inc.
|
74,292 | 4,144,751 | ||||
DexCom, Inc. (a)
|
32,936 | 17,684,985 | ||||
Edwards Lifesciences Corp. (a)
|
212,430 | 27,520,306 | ||||
Hologic, Inc. (a)
|
86,061 | 6,588,830 | ||||
IDEXX Laboratories, Inc. (a)
|
28,819 | 18,976,159 | ||||
Intuitive Surgical, Inc. (a)
|
121,256 | 43,567,281 | ||||
Medtronic PLC
|
457,486 | 47,326,927 | ||||
ResMed, Inc.
|
49,620 | 12,925,018 | ||||
STERIS PLC
|
33,857 | 8,241,132 | ||||
Stryker Corp.
|
114,183 | 30,534,818 | ||||
Teleflex, Inc.
|
15,938 | 5,235,314 | ||||
Zimmer Biomet Holdings, Inc.
|
71,059 | 9,027,335 | ||||
405,082,281 | ||||||
HEALTH CARE PROVIDERS & SERVICES — 2.8% | ||||||
AmerisourceBergen Corp.
|
51,160 | 6,798,652 | ||||
Anthem, Inc.
|
82,489 | 38,236,951 | ||||
Cardinal Health, Inc.
|
95,846 | 4,935,111 | ||||
Centene Corp. (a)
|
198,020 | 16,316,848 |
Security Description | Shares | Value | ||||
Cigna Corp.
|
112,644 | $ 25,866,442 | ||||
CVS Health Corp.
|
448,561 | 46,273,553 | ||||
DaVita, Inc. (a)
|
22,106 | 2,514,779 | ||||
HCA Healthcare, Inc.
|
81,288 | 20,884,513 | ||||
Henry Schein, Inc. (a)
|
47,050 | 3,647,787 | ||||
Humana, Inc.
|
43,626 | 20,236,356 | ||||
Laboratory Corp. of America Holdings (a)
|
32,500 | 10,211,825 | ||||
McKesson Corp.
|
51,850 | 12,888,354 | ||||
Quest Diagnostics, Inc.
|
41,789 | 7,229,915 | ||||
UnitedHealth Group, Inc.
|
320,165 | 160,767,653 | ||||
Universal Health Services, Inc. Class B
|
24,890 | 3,227,237 | ||||
380,035,976 | ||||||
HEALTH CARE TECHNOLOGY — 0.1% | ||||||
Cerner Corp.
|
100,197 | 9,305,295 | ||||
HOTELS, RESTAURANTS & LEISURE — 2.0% | ||||||
Booking Holdings, Inc. (a)
|
13,936 | 33,435,669 | ||||
Caesars Entertainment, Inc. (a)
|
72,549 | 6,785,508 | ||||
Carnival Corp. (a)
|
271,324 | 5,459,039 | ||||
Chipotle Mexican Grill, Inc. (a)
|
9,535 | 16,669,564 | ||||
Darden Restaurants, Inc.
|
44,252 | 6,666,121 | ||||
Domino's Pizza, Inc.
|
12,261 | 6,919,250 | ||||
Expedia Group, Inc. (a)
|
49,385 | 8,924,857 | ||||
Hilton Worldwide Holdings, Inc. (a)
|
94,777 | 14,784,264 | ||||
Las Vegas Sands Corp. (a)
|
116,837 | 4,397,745 | ||||
Marriott International, Inc. Class A (a)
|
92,937 | 15,356,910 | ||||
McDonald's Corp.
|
253,858 | 68,051,714 | ||||
MGM Resorts International
|
132,305 | 5,937,848 | ||||
Norwegian Cruise Line Holdings, Ltd. (a)
|
125,756 | 2,608,180 | ||||
Penn National Gaming, Inc. (a)
|
56,532 | 2,931,184 | ||||
Royal Caribbean Cruises, Ltd. (a) (d)
|
76,117 | 5,853,397 | ||||
Starbucks Corp.
|
400,826 | 46,884,617 | ||||
Wynn Resorts, Ltd. (a)
|
35,792 | 3,043,752 | ||||
Yum! Brands, Inc.
|
99,724 | 13,847,675 | ||||
268,557,294 | ||||||
HOUSEHOLD DURABLES — 0.4% | ||||||
D.R. Horton, Inc.
|
110,657 | 12,000,752 | ||||
Garmin, Ltd.
|
51,646 | 7,032,636 | ||||
Lennar Corp. Class A
|
92,371 | 10,729,815 | ||||
Mohawk Industries, Inc. (a)
|
18,595 | 3,387,637 | ||||
Newell Brands, Inc.
|
128,692 | 2,810,633 | ||||
NVR, Inc. (a)
|
1,151 | 6,801,109 | ||||
PulteGroup, Inc.
|
86,005 | 4,916,046 | ||||
Whirlpool Corp. (d)
|
20,684 | 4,853,708 | ||||
52,532,336 | ||||||
HOUSEHOLD PRODUCTS — 1.4% | ||||||
Church & Dwight Co., Inc.
|
83,340 | 8,542,350 | ||||
Clorox Co.
|
41,664 | 7,264,535 | ||||
Colgate-Palmolive Co.
|
286,239 | 24,427,636 |
Security Description | Shares | Value | ||||
Kimberly-Clark Corp.
|
114,279 | $ 16,332,755 | ||||
Procter & Gamble Co.
|
822,586 | 134,558,618 | ||||
191,125,894 | ||||||
INDEPENDENT POWER & RENEWABLE ELECTRICITY PRODUCERS — 0.0% (c) | ||||||
AES Corp.
|
226,135 | 5,495,081 | ||||
INDUSTRIAL CONGLOMERATES — 1.0% | ||||||
3M Co.
|
195,864 | 34,791,322 | ||||
General Electric Co.
|
373,213 | 35,257,432 | ||||
Honeywell International, Inc.
|
233,907 | 48,771,949 | ||||
Roper Technologies, Inc.
|
35,925 | 17,670,070 | ||||
136,490,773 | ||||||
INSURANCE — 1.8% | ||||||
Aflac, Inc.
|
206,907 | 12,081,300 | ||||
Allstate Corp.
|
97,458 | 11,465,934 | ||||
American International Group, Inc.
|
282,316 | 16,052,488 | ||||
Aon PLC Class A
|
74,922 | 22,518,556 | ||||
Arthur J Gallagher & Co.
|
70,524 | 11,965,807 | ||||
Assurant, Inc.
|
19,387 | 3,021,658 | ||||
Brown & Brown, Inc.
|
79,244 | 5,569,268 | ||||
Chubb, Ltd.
|
146,365 | 28,293,818 | ||||
Cincinnati Financial Corp.
|
50,995 | 5,809,860 | ||||
Everest Re Group, Ltd.
|
13,350 | 3,656,832 | ||||
Globe Life, Inc.
|
31,688 | 2,969,799 | ||||
Hartford Financial Services Group, Inc.
|
115,615 | 7,982,060 | ||||
Lincoln National Corp.
|
57,738 | 3,941,196 | ||||
Loews Corp.
|
68,124 | 3,934,842 | ||||
Marsh & McLennan Cos., Inc.
|
171,576 | 29,823,340 | ||||
MetLife, Inc.
|
243,075 | 15,189,757 | ||||
Principal Financial Group, Inc.
|
83,822 | 6,062,845 | ||||
Progressive Corp.
|
198,581 | 20,384,340 | ||||
Prudential Financial, Inc.
|
128,506 | 13,909,489 | ||||
Travelers Cos., Inc.
|
83,611 | 13,079,269 | ||||
Willis Towers Watson PLC
|
42,323 | 10,051,289 | ||||
WR Berkley Corp.
|
47,407 | 3,905,863 | ||||
251,669,610 | ||||||
INTERACTIVE MEDIA & SERVICES — 6.3% | ||||||
Alphabet, Inc. Class A (a)
|
102,248 | 296,216,546 | ||||
Alphabet, Inc. Class C (a)
|
95,060 | 275,064,665 | ||||
Match Group, Inc. (a)
|
96,137 | 12,714,118 | ||||
Meta Platforms, Inc. Class A (a)
|
804,218 | 270,498,724 | ||||
Twitter, Inc. (a)
|
271,834 | 11,748,666 | ||||
866,242,719 | ||||||
INTERNET & DIRECT MARKETING RETAIL — 3.8% | ||||||
Amazon.com, Inc. (a)
|
148,307 | 494,505,962 | ||||
eBay, Inc.
|
212,779 | 14,149,803 | ||||
Etsy, Inc. (a)
|
43,058 | 9,427,119 | ||||
518,082,884 | ||||||
IT SERVICES — 4.5% | ||||||
Accenture PLC Class A
|
214,653 | 88,984,401 | ||||
Akamai Technologies, Inc. (a)
|
55,281 | 6,470,088 |
Security Description | Shares | Value | ||||
Automatic Data Processing, Inc.
|
143,232 | $ 35,318,147 | ||||
Broadridge Financial Solutions, Inc.
|
39,682 | 7,254,663 | ||||
Cognizant Technology Solutions Corp. Class
A
|
178,259 | 15,815,138 | ||||
DXC Technology Co. (a)
|
85,777 | 2,761,162 | ||||
EPAM Systems, Inc. (a)
|
19,268 | 12,879,695 | ||||
Fidelity National Information Services,
Inc.
|
206,996 | 22,593,613 | ||||
Fiserv, Inc. (a)
|
202,006 | 20,966,203 | ||||
FleetCor Technologies, Inc. (a)
|
27,538 | 6,164,106 | ||||
Gartner, Inc. (a)
|
27,862 | 9,314,824 | ||||
Global Payments, Inc.
|
98,584 | 13,326,585 | ||||
International Business Machines Corp.
|
304,698 | 40,725,935 | ||||
Jack Henry & Associates, Inc.
|
25,070 | 4,186,439 | ||||
Mastercard, Inc. Class A
|
294,887 | 105,958,797 | ||||
Paychex, Inc.
|
109,192 | 14,904,708 | ||||
PayPal Holdings, Inc. (a)
|
399,389 | 75,316,778 | ||||
VeriSign, Inc. (a)
|
32,773 | 8,318,443 | ||||
Visa, Inc. Class A
|
569,978 | 123,519,932 | ||||
614,779,657 | ||||||
LEISURE EQUIPMENT & PRODUCTS — 0.0% (c) | ||||||
Hasbro, Inc.
|
44,086 | 4,487,073 | ||||
LIFE SCIENCES TOOLS & SERVICES — 2.0% | ||||||
Agilent Technologies, Inc.
|
102,938 | 16,434,052 | ||||
Bio-Rad Laboratories, Inc. Class A (a)
|
7,417 | 5,604,063 | ||||
Bio-Techne Corp.
|
13,304 | 6,882,691 | ||||
Charles River Laboratories International, Inc.
(a)
|
17,126 | 6,452,734 | ||||
Danaher Corp.
|
216,172 | 71,122,750 | ||||
Illumina, Inc. (a)
|
53,071 | 20,190,331 | ||||
IQVIA Holdings, Inc. (a)
|
64,960 | 18,327,814 | ||||
Mettler-Toledo International, Inc. (a)
|
7,770 | 13,187,322 | ||||
PerkinElmer, Inc.
|
42,876 | 8,620,648 | ||||
Thermo Fisher Scientific, Inc.
|
134,024 | 89,426,174 | ||||
Waters Corp. (a)
|
20,763 | 7,736,294 | ||||
West Pharmaceutical Services, Inc.
|
25,185 | 11,812,017 | ||||
275,796,890 | ||||||
MACHINERY — 1.5% | ||||||
Caterpillar, Inc.
|
183,916 | 38,022,794 | ||||
Cummins, Inc.
|
48,787 | 10,642,396 | ||||
Deere & Co.
|
95,806 | 32,850,919 | ||||
Dover Corp.
|
48,948 | 8,888,957 | ||||
Fortive Corp.
|
121,656 | 9,281,136 | ||||
IDEX Corp.
|
25,841 | 6,106,745 | ||||
Illinois Tool Works, Inc.
|
97,096 | 23,963,293 | ||||
Ingersoll Rand, Inc.
|
138,557 | 8,572,522 | ||||
Otis Worldwide Corp.
|
144,839 | 12,611,132 | ||||
PACCAR, Inc.
|
118,210 | 10,433,215 | ||||
Parker-Hannifin Corp.
|
43,835 | 13,944,790 | ||||
Pentair PLC
|
56,224 | 4,106,039 |
Security Description | Shares | Value | ||||
Snap-on, Inc.
|
18,361 | $ 3,954,592 | ||||
Stanley Black & Decker, Inc.
|
55,438 | 10,456,715 | ||||
Westinghouse Air Brake Technologies Corp.
|
63,440 | 5,843,458 | ||||
Xylem, Inc.
|
61,428 | 7,366,446 | ||||
207,045,149 | ||||||
MEDIA — 1.0% | ||||||
Charter Communications, Inc. Class A (a)
(d)
|
41,996 | 27,380,132 | ||||
Comcast Corp. Class A
|
1,549,809 | 78,001,887 | ||||
Discovery, Inc. Class A (a) (d)
|
57,431 | 1,351,926 | ||||
Discovery, Inc. Class C (a)
|
103,245 | 2,364,310 | ||||
DISH Network Corp. Class A (a) (d)
|
86,243 | 2,797,723 | ||||
Fox Corp. Class A
|
108,928 | 4,019,443 | ||||
Fox Corp. Class B
|
49,976 | 1,712,678 | ||||
Interpublic Group of Cos., Inc.
|
133,856 | 5,012,907 | ||||
News Corp. Class A
|
135,305 | 3,018,655 | ||||
News Corp. Class B
|
42,117 | 947,633 | ||||
Omnicom Group, Inc.
|
72,783 | 5,332,810 | ||||
ViacomCBS, Inc. Class B
|
205,596 | 6,204,887 | ||||
138,144,991 | ||||||
METALS & MINING — 0.4% | ||||||
Freeport-McMoRan, Inc.
|
499,492 | 20,843,801 | ||||
Newmont Corp.
|
271,102 | 16,813,746 | ||||
Nucor Corp.
|
97,153 | 11,090,015 | ||||
48,747,562 | ||||||
MULTI-UTILITIES — 0.7% | ||||||
Ameren Corp.
|
87,322 | 7,772,531 | ||||
CenterPoint Energy, Inc.
|
213,843 | 5,968,358 | ||||
CMS Energy Corp.
|
98,483 | 6,406,319 | ||||
Consolidated Edison, Inc.
|
120,232 | 10,258,194 | ||||
Dominion Energy, Inc.
|
274,911 | 21,597,008 | ||||
DTE Energy Co.
|
65,711 | 7,855,093 | ||||
NiSource, Inc.
|
133,394 | 3,683,009 | ||||
Public Service Enterprise Group, Inc.
|
172,193 | 11,490,439 | ||||
Sempra Energy
|
108,526 | 14,355,819 | ||||
WEC Energy Group, Inc.
|
107,185 | 10,404,448 | ||||
99,791,218 | ||||||
MULTILINE RETAIL — 0.5% | ||||||
Dollar General Corp.
|
79,332 | 18,708,865 | ||||
Dollar Tree, Inc. (a)
|
76,384 | 10,733,480 | ||||
Target Corp.
|
165,802 | 38,373,215 | ||||
67,815,560 | ||||||
OIL, GAS & CONSUMABLE FUELS — 2.5% | ||||||
APA Corp.
|
123,468 | 3,320,055 | ||||
Chevron Corp.
|
655,238 | 76,892,179 | ||||
ConocoPhillips
|
448,359 | 32,362,553 | ||||
Coterra Energy, Inc.
|
275,705 | 5,238,395 | ||||
Devon Energy Corp.
|
213,731 | 9,414,851 | ||||
Diamondback Energy, Inc.
|
57,830 | 6,236,965 | ||||
EOG Resources, Inc.
|
199,309 | 17,704,618 |
Security Description | Shares | Value | ||||
Exxon Mobil Corp.
|
1,438,994 | $ 88,052,043 | ||||
Hess Corp.
|
93,669 | 6,934,316 | ||||
Kinder Morgan, Inc.
|
663,878 | 10,529,105 | ||||
Marathon Oil Corp.
|
264,644 | 4,345,454 | ||||
Marathon Petroleum Corp.
|
209,149 | 13,383,445 | ||||
Occidental Petroleum Corp.
|
300,946 | 8,724,425 | ||||
ONEOK, Inc.
|
151,804 | 8,920,003 | ||||
Phillips 66
|
148,661 | 10,771,976 | ||||
Pioneer Natural Resources Co.
|
77,015 | 14,007,488 | ||||
Valero Energy Corp.
|
139,046 | 10,443,745 | ||||
Williams Cos., Inc.
|
413,020 | 10,755,041 | ||||
338,036,657 | ||||||
PERSONAL PRODUCTS — 0.2% | ||||||
Estee Lauder Cos., Inc. Class A
|
78,860 | 29,193,972 | ||||
PHARMACEUTICALS — 3.7% | ||||||
Bristol-Myers Squibb Co.
|
754,616 | 47,050,308 | ||||
Catalent, Inc. (a)
|
58,165 | 7,446,865 | ||||
Eli Lilly & Co.
|
269,941 | 74,563,103 | ||||
Johnson & Johnson
|
895,060 | 153,117,914 | ||||
Merck & Co., Inc.
|
858,558 | 65,799,885 | ||||
Organon & Co.
|
86,619 | 2,637,548 | ||||
Pfizer, Inc.
|
1,907,838 | 112,657,834 | ||||
Viatris, Inc.
|
410,481 | 5,553,808 | ||||
Zoetis, Inc.
|
160,924 | 39,270,284 | ||||
508,097,549 | ||||||
PROFESSIONAL SERVICES — 0.4% | ||||||
Equifax, Inc.
|
41,432 | 12,130,875 | ||||
IHS Markit, Ltd.
|
135,360 | 17,992,051 | ||||
Jacobs Engineering Group, Inc.
|
44,194 | 6,153,131 | ||||
Leidos Holdings, Inc.
|
48,134 | 4,279,113 | ||||
Nielsen Holdings PLC
|
121,932 | 2,500,825 | ||||
Robert Half International, Inc.
|
38,076 | 4,246,236 | ||||
Verisk Analytics, Inc.
|
54,791 | 12,532,345 | ||||
59,834,576 | ||||||
REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.1% | ||||||
CBRE Group, Inc. Class A (a)
|
113,775 | 12,345,725 | ||||
ROAD & RAIL — 0.9% | ||||||
CSX Corp.
|
753,947 | 28,348,407 | ||||
JB Hunt Transport Services, Inc.
|
28,564 | 5,838,482 | ||||
Norfolk Southern Corp.
|
82,687 | 24,616,747 | ||||
Old Dominion Freight Line, Inc.
|
31,697 | 11,359,571 | ||||
Union Pacific Corp.
|
218,607 | 55,073,661 | ||||
125,236,868 | ||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 6.4% | ||||||
Advanced Micro Devices, Inc. (a)
|
410,622 | 59,088,506 | ||||
Analog Devices, Inc.
|
182,899 | 32,148,157 | ||||
Applied Materials, Inc.
|
306,954 | 48,302,281 | ||||
Broadcom, Inc.
|
139,968 | 93,136,107 | ||||
Enphase Energy, Inc. (a)
|
45,946 | 8,405,361 | ||||
Intel Corp.
|
1,382,399 | 71,193,549 | ||||
KLA Corp.
|
51,635 | 22,208,730 | ||||
Lam Research Corp.
|
47,847 | 34,409,170 |
Security Description | Shares | Value | ||||
Microchip Technology, Inc.
|
188,676 | $ 16,426,133 | ||||
Micron Technology, Inc.
|
380,285 | 35,423,548 | ||||
Monolithic Power Systems, Inc.
|
14,670 | 7,237,151 | ||||
NVIDIA Corp.
|
849,722 | 249,911,737 | ||||
NXP Semiconductors NV
|
90,293 | 20,566,940 | ||||
Qorvo, Inc. (a)
|
37,388 | 5,847,109 | ||||
QUALCOMM, Inc.
|
380,820 | 69,640,553 | ||||
Skyworks Solutions, Inc.
|
56,092 | 8,702,113 | ||||
SolarEdge Technologies, Inc. (a)
|
17,764 | 4,984,045 | ||||
Teradyne, Inc.
|
55,460 | 9,069,374 | ||||
Texas Instruments, Inc.
|
314,031 | 59,185,423 | ||||
Xilinx, Inc.
|
84,294 | 17,872,857 | ||||
873,758,844 | ||||||
SOFTWARE — 9.5% | ||||||
Adobe, Inc. (a)
|
161,739 | 91,715,717 | ||||
ANSYS, Inc. (a)
|
29,675 | 11,903,236 | ||||
Autodesk, Inc. (a)
|
74,811 | 21,036,105 | ||||
Cadence Design Systems, Inc. (a)
|
94,278 | 17,568,705 | ||||
Ceridian HCM Holding, Inc. (a)
|
46,356 | 4,842,348 | ||||
Citrix Systems, Inc.
|
42,234 | 3,994,914 | ||||
Fortinet, Inc. (a)
|
46,187 | 16,599,608 | ||||
Intuit, Inc.
|
96,196 | 61,875,191 | ||||
Microsoft Corp.
|
2,552,066 | 858,310,837 | ||||
NortonLifeLock, Inc.
|
197,758 | 5,137,753 | ||||
Oracle Corp.
|
548,111 | 47,800,760 | ||||
Paycom Software, Inc. (a)
|
16,511 | 6,855,202 | ||||
PTC, Inc. (a)
|
35,729 | 4,328,568 | ||||
salesforce.com, Inc. (a)
|
332,720 | 84,554,134 | ||||
ServiceNow, Inc. (a)
|
67,646 | 43,909,695 | ||||
Synopsys, Inc. (a)
|
51,825 | 19,097,513 | ||||
Tyler Technologies, Inc. (a)
|
13,908 | 7,481,809 | ||||
1,307,012,095 | ||||||
SPECIALTY RETAIL — 2.4% | ||||||
Advance Auto Parts, Inc.
|
21,498 | 5,156,940 | ||||
AutoZone, Inc. (a)
|
7,163 | 15,016,441 | ||||
Bath & Body Works, Inc.
|
89,782 | 6,265,886 | ||||
Best Buy Co., Inc.
|
75,283 | 7,648,753 | ||||
CarMax, Inc. (a)
|
55,232 | 7,192,863 | ||||
Gap, Inc.
|
71,864 | 1,268,400 | ||||
Home Depot, Inc.
|
358,701 | 148,864,502 | ||||
Lowe's Cos., Inc.
|
235,293 | 60,818,535 | ||||
O'Reilly Automotive, Inc. (a)
|
22,832 | 16,124,643 | ||||
Ross Stores, Inc.
|
120,723 | 13,796,224 | ||||
TJX Cos., Inc.
|
408,742 | 31,031,693 | ||||
Tractor Supply Co.
|
38,618 | 9,214,255 | ||||
Ulta Beauty, Inc. (a)
|
18,444 | 7,605,199 | ||||
330,004,334 | ||||||
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 7.2% | ||||||
Apple, Inc.
|
5,297,719 | 940,715,963 | ||||
Hewlett Packard Enterprise Co.
|
444,665 | 7,012,367 | ||||
HP, Inc.
|
391,699 | 14,755,301 | ||||
NetApp, Inc.
|
76,233 | 7,012,674 |
Security Description | Shares | Value | ||||
Seagate Technology Holdings PLC
|
69,690 | $ 7,873,576 | ||||
Western Digital Corp. (a)
|
106,046 | 6,915,260 | ||||
984,285,141 | ||||||
TEXTILES, APPAREL & LUXURY GOODS — 0.7% | ||||||
NIKE, Inc. Class B
|
434,446 | 72,409,115 | ||||
PVH Corp.
|
24,153 | 2,575,917 | ||||
Ralph Lauren Corp.
|
16,358 | 1,944,312 | ||||
Tapestry, Inc.
|
93,488 | 3,795,613 | ||||
Under Armour, Inc. Class A (a)
|
65,824 | 1,394,811 | ||||
Under Armour, Inc. Class C (a)
|
70,787 | 1,276,997 | ||||
VF Corp.
|
110,693 | 8,104,941 | ||||
91,501,706 | ||||||
TOBACCO — 0.6% | ||||||
Altria Group, Inc.
|
624,384 | 29,589,558 | ||||
Philip Morris International, Inc.
|
529,116 | 50,266,020 | ||||
79,855,578 | ||||||
TRADING COMPANIES & DISTRIBUTORS — 0.2% | ||||||
Fastenal Co.
|
196,044 | 12,558,578 | ||||
United Rentals, Inc. (a)
|
24,558 | 8,160,378 | ||||
W.W. Grainger, Inc.
|
14,696 | 7,616,055 | ||||
28,335,011 | ||||||
WATER UTILITIES — 0.1% | ||||||
American Water Works Co., Inc.
|
61,646 | 11,642,464 | ||||
WIRELESS TELECOMMUNICATION SERVICES — 0.2% | ||||||
T-Mobile US, Inc. (a)
|
199,429 | 23,129,775 | ||||
TOTAL COMMON STOCKS (Cost
$10,574,742,151)
|
13,717,473,041 |
Security Description | Shares | Value | ||||
SHORT-TERM INVESTMENTS — 0.1% | ||||||
State Street Institutional Liquid Reserves Fund,
Premier Class 0.04% (e) (f)
|
7,388,714 | $ 7,389,452 | ||||
State Street Navigator Securities Lending
Portfolio II (b) (g)
|
7,400,546 | 7,400,546 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$14,789,998)
|
14,789,998 | |||||
TOTAL INVESTMENTS — 100.0% (Cost
$10,589,532,149)
|
13,732,263,039 | |||||
OTHER ASSETS IN EXCESS OF LIABILITIES — 0.0%
(c)
|
1,355,712 | |||||
NET ASSETS — 100.0%
|
$13,733,618,751 |
(a) | Non-income producing security. |
(b) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(c) | Amount is less than 0.05% of net assets. |
(d) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(e) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(f) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(g) | Investment of cash collateral for securities loaned. |
REIT | Real Estate Investment Trust |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-Mini S&P 500 Index (long) | 48 | 03/18/2022 | $11,287,029 | $11,420,400 | $133,371 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$13,717,473,041 | $— | $— | $13,717,473,041 | ||||
Short-Term Investments
|
14,789,998 | — | — | 14,789,998 | ||||
TOTAL INVESTMENTS
|
$13,732,263,039 | $— | $— | $13,732,263,039 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
133,371 | — | — | 133,371 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 133,371 | $— | $— | $ 133,371 | ||||
TOTAL INVESTMENTS AND OTHER FINANCIAL
INSTRUMENTS
|
$13,732,396,410 | $— | $— | $13,732,396,410 |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Corp.
|
103,137 | $ 8,486,112 | $ 2,952,112 | $ 1,083,768 | $239,103 | $939,278 | 124,009 | $ 11,532,837 | $138,820 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
10,105,434 | 10,108,466 | 163,433,771 | 166,151,387 | (1,296) | (102) | 7,388,714 | 7,389,452 | 1,883 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
9,169,527 | 9,169,527 | 191,687,891 | 193,456,872 | — | — | 7,400,546 | 7,400,546 | 15,922 | ||||||||
Total
|
$27,764,105 | $358,073,774 | $360,692,027 | $237,807 | $939,176 | $26,322,835 | $156,625 |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.7% | ||||||
AEROSPACE & DEFENSE — 0.9% | ||||||
Axon Enterprise, Inc. (a)
|
149,648 | $ 23,494,736 | ||||
Curtiss-Wright Corp.
|
89,431 | 12,401,397 | ||||
Hexcel Corp. (a)
|
191,176 | 9,902,917 | ||||
Mercury Systems, Inc. (a)
|
129,789 | 7,146,182 | ||||
52,945,232 | ||||||
AIR FREIGHT & LOGISTICS — 0.4% | ||||||
GXO Logistics, Inc. (a)
|
224,657 | 20,405,595 | ||||
AIRLINES — 0.2% | ||||||
JetBlue Airways Corp. (a)
|
724,756 | 10,320,526 | ||||
AUTO COMPONENTS — 1.7% | ||||||
Adient PLC (a)
|
214,768 | 10,283,092 | ||||
Dana, Inc.
|
328,657 | 7,499,953 | ||||
Fox Factory Holding Corp. (a)
|
95,995 | 16,328,749 | ||||
Gentex Corp.
|
538,978 | 18,783,383 | ||||
Goodyear Tire & Rubber Co. (a)
|
640,355 | 13,652,369 | ||||
Lear Corp. (b)
|
135,855 | 24,854,672 | ||||
Visteon Corp. (a)
|
63,805 | 7,091,288 | ||||
98,493,506 | ||||||
AUTOMOBILES — 0.5% | ||||||
Harley-Davidson, Inc.
|
350,696 | 13,217,732 | ||||
Thor Industries, Inc. (b)
|
126,566 | 13,133,754 | ||||
26,351,486 | ||||||
BANKS — 6.3% | ||||||
Associated Banc-Corp.
|
342,012 | 7,726,051 | ||||
Bank of Hawaii Corp.
|
92,294 | 7,730,545 | ||||
Bank OZK
|
275,478 | 12,817,991 | ||||
Cadence Bank
|
446,562 | 13,303,082 | ||||
Cathay General Bancorp
|
176,011 | 7,566,713 | ||||
CIT Group, Inc.
|
225,976 | 11,601,608 | ||||
Commerce Bancshares, Inc.
|
252,995 | 17,390,876 | ||||
Cullen/Frost Bankers, Inc.
|
129,227 | 16,291,648 | ||||
East West Bancorp, Inc.
|
323,386 | 25,444,010 | ||||
First Financial Bankshares, Inc.
|
292,175 | 14,854,177 | ||||
First Horizon Corp.
|
1,232,336 | 20,124,047 | ||||
FNB Corp.
|
726,849 | 8,816,678 | ||||
Fulton Financial Corp.
|
367,650 | 6,250,050 | ||||
Glacier Bancorp, Inc.
|
249,723 | 14,159,294 | ||||
Hancock Whitney Corp.
|
197,895 | 9,898,708 | ||||
Home BancShares, Inc.
|
343,502 | 8,364,274 | ||||
International Bancshares Corp.
|
121,307 | 5,142,204 | ||||
PacWest Bancorp
|
267,217 | 12,070,192 | ||||
Pinnacle Financial Partners, Inc.
|
173,544 | 16,573,452 | ||||
Prosperity Bancshares, Inc.
|
210,066 | 15,187,772 | ||||
Sterling Bancorp
|
439,197 | 11,326,891 | ||||
Synovus Financial Corp.
|
331,585 | 15,872,974 | ||||
Texas Capital Bancshares, Inc. (a)
|
115,365 | 6,950,741 | ||||
UMB Financial Corp.
|
98,063 | 10,405,465 | ||||
Umpqua Holdings Corp.
|
493,661 | 9,498,038 | ||||
United Bankshares, Inc.
|
310,700 | 11,272,196 | ||||
Valley National Bancorp
|
927,451 | 12,752,451 |
Security Description | Shares | Value | ||||
Webster Financial Corp.
|
206,441 | $ 11,527,665 | ||||
Wintrust Financial Corp.
|
129,869 | 11,794,703 | ||||
352,714,496 | ||||||
BEVERAGES — 0.2% | ||||||
Boston Beer Co., Inc. Class A (a)
|
21,398 | 10,808,130 | ||||
BIOTECHNOLOGY — 1.5% | ||||||
Arrowhead Pharmaceuticals, Inc. (a)
|
237,611 | 15,753,609 | ||||
Exelixis, Inc. (a)
|
721,093 | 13,181,580 | ||||
Halozyme Therapeutics, Inc. (a)
|
320,852 | 12,901,459 | ||||
Neurocrine Biosciences, Inc. (a)
|
216,258 | 18,418,694 | ||||
United Therapeutics Corp. (a)
|
102,602 | 22,170,240 | ||||
82,425,582 | ||||||
BUILDING PRODUCTS — 2.9% | ||||||
Builders FirstSource, Inc. (a)
|
436,378 | 37,401,958 | ||||
Carlisle Cos., Inc.
|
119,170 | 29,568,460 | ||||
Lennox International, Inc.
|
76,758 | 24,897,225 | ||||
Owens Corning
|
228,997 | 20,724,229 | ||||
Simpson Manufacturing Co., Inc.
|
99,028 | 13,771,824 | ||||
Trex Co., Inc. (a)
|
262,328 | 35,422,150 | ||||
161,785,846 | ||||||
CAPITAL MARKETS — 2.1% | ||||||
Affiliated Managers Group, Inc.
|
92,645 | 15,241,029 | ||||
Evercore, Inc. Class A
|
88,891 | 12,075,842 | ||||
Federated Hermes, Inc.
|
220,741 | 8,295,447 | ||||
Interactive Brokers Group, Inc. Class A
|
199,097 | 15,812,284 | ||||
Janus Henderson Group PLC
|
388,738 | 16,303,672 | ||||
Jefferies Financial Group, Inc.
|
447,667 | 17,369,480 | ||||
SEI Investments Co.
|
241,495 | 14,716,705 | ||||
Stifel Financial Corp.
|
237,287 | 16,709,750 | ||||
116,524,209 | ||||||
CHEMICALS — 2.7% | ||||||
Ashland Global Holdings, Inc.
|
128,684 | 13,854,119 | ||||
Avient Corp.
|
208,468 | 11,663,785 | ||||
Cabot Corp.
|
129,280 | 7,265,536 | ||||
Chemours Co.
|
371,384 | 12,463,647 | ||||
Ingevity Corp. (a)
|
89,522 | 6,418,727 | ||||
Minerals Technologies, Inc.
|
75,864 | 5,549,452 | ||||
NewMarket Corp.
|
15,717 | 5,386,530 | ||||
Olin Corp.
|
326,934 | 18,805,244 | ||||
RPM International, Inc.
|
295,636 | 29,859,236 | ||||
Scotts Miracle-Gro Co.
|
92,785 | 14,938,385 | ||||
Sensient Technologies Corp.
|
95,739 | 9,579,644 | ||||
Valvoline, Inc.
|
411,899 | 15,359,714 | ||||
151,144,019 | ||||||
COMMERCIAL SERVICES & SUPPLIES — 1.5% | ||||||
Brink's Co.
|
112,043 | 7,346,660 | ||||
Clean Harbors, Inc. (a)
|
114,047 | 11,378,469 | ||||
IAA, Inc. (a)
|
307,262 | 15,553,602 | ||||
MillerKnoll, Inc.
|
173,995 | 6,818,864 |
Security Description | Shares | Value | ||||
MSA Safety, Inc.
|
83,110 | $ 12,546,286 | ||||
Stericycle, Inc. (a)
|
209,384 | 12,487,662 | ||||
Tetra Tech, Inc.
|
123,268 | 20,930,906 | ||||
87,062,449 | ||||||
COMMUNICATIONS EQUIPMENT — 0.9% | ||||||
Ciena Corp. (a)
|
353,086 | 27,177,029 | ||||
Lumentum Holdings, Inc. (a)
|
164,814 | 17,432,377 | ||||
Viasat, Inc. (a) (b)
|
167,353 | 7,453,903 | ||||
52,063,309 | ||||||
CONSTRUCTION & ENGINEERING — 1.4% | ||||||
AECOM (a)
|
328,278 | 25,392,303 | ||||
Dycom Industries, Inc. (a)
|
68,737 | 6,444,781 | ||||
EMCOR Group, Inc.
|
121,687 | 15,501,707 | ||||
Fluor Corp. (a) (b)
|
322,271 | 7,982,653 | ||||
MasTec, Inc. (a) (b)
|
130,427 | 12,035,804 | ||||
Valmont Industries, Inc.
|
48,341 | 12,109,420 | ||||
79,466,668 | ||||||
CONSTRUCTION MATERIALS — 0.3% | ||||||
Eagle Materials, Inc.
|
92,654 | 15,423,185 | ||||
CONSUMER FINANCE — 0.6% | ||||||
FirstCash Holdings, Inc.
|
93,157 | 6,969,075 | ||||
Navient Corp.
|
367,309 | 7,794,297 | ||||
Prog Holdings, Inc.
|
115,719 | 5,220,084 | ||||
SLM Corp.
|
668,153 | 13,142,570 | ||||
33,126,026 | ||||||
CONTAINERS & PACKAGING — 0.8% | ||||||
AptarGroup, Inc.
|
149,960 | 18,367,101 | ||||
Greif, Inc. Class A
|
60,556 | 3,655,766 | ||||
Silgan Holdings, Inc.
|
191,198 | 8,190,922 | ||||
Sonoco Products Co.
|
224,069 | 12,971,354 | ||||
43,185,143 | ||||||
DIVERSIFIED CONSUMER SERVICES — 0.9% | ||||||
Graham Holdings Co. Class B
|
9,173 | 5,777,431 | ||||
Grand Canyon Education, Inc. (a)
|
91,361 | 7,830,551 | ||||
H&R Block, Inc.
|
400,258 | 9,430,078 | ||||
Service Corp. International
|
375,798 | 26,677,900 | ||||
49,715,960 | ||||||
DIVERSIFIED FINANCIAL SERVICES — 0.3% | ||||||
Voya Financial, Inc.
|
251,844 | 16,699,776 | ||||
DIVERSIFIED TELECOMMUNICATION SERVICES — 0.2% | ||||||
Iridium Communications, Inc. (a)
|
301,313 | 12,441,214 | ||||
ELECTRIC UTILITIES — 1.0% | ||||||
ALLETE, Inc.
|
120,346 | 7,984,957 | ||||
Hawaiian Electric Industries, Inc.
|
249,096 | 10,337,484 | ||||
IDACORP, Inc.
|
115,149 | 13,047,533 | ||||
OGE Energy Corp.
|
456,185 | 17,508,380 | ||||
PNM Resources, Inc.
|
195,632 | 8,922,776 | ||||
57,801,130 |
Security Description | Shares | Value | ||||
ELECTRICAL EQUIPMENT — 2.0% | ||||||
Acuity Brands, Inc.
|
79,587 | $ 16,850,160 | ||||
EnerSys
|
95,434 | 7,545,012 | ||||
Hubbell, Inc.
|
123,967 | 25,818,607 | ||||
nVent Electric PLC
|
383,429 | 14,570,302 | ||||
Regal Rexnord Corp.
|
154,406 | 26,276,813 | ||||
Sunrun, Inc. (a) (b)
|
471,784 | 16,182,191 | ||||
Vicor Corp. (a)
|
48,894 | 6,208,560 | ||||
113,451,645 | ||||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 3.2% | ||||||
Arrow Electronics, Inc. (a)
|
158,722 | 21,311,603 | ||||
Avnet, Inc.
|
226,112 | 9,322,598 | ||||
Belden, Inc.
|
102,274 | 6,722,470 | ||||
Cognex Corp.
|
402,873 | 31,327,404 | ||||
Coherent, Inc. (a)
|
55,909 | 14,901,985 | ||||
II-VI, Inc. (a) (b)
|
241,803 | 16,522,399 | ||||
Jabil, Inc.
|
326,641 | 22,979,194 | ||||
Littelfuse, Inc.
|
56,141 | 17,666,450 | ||||
National Instruments Corp.
|
300,562 | 13,125,543 | ||||
TD SYNNEX Corp.
|
94,101 | 10,761,390 | ||||
Vishay Intertechnology, Inc.
|
302,458 | 6,614,756 | ||||
Vontier Corp.
|
385,294 | 11,840,085 | ||||
183,095,877 | ||||||
ENERGY EQUIPMENT & SERVICES — 0.4% | ||||||
ChampionX Corp. (a)
|
460,506 | 9,306,827 | ||||
Nov, Inc. (b)
|
890,344 | 12,064,161 | ||||
21,370,988 | ||||||
ENTERTAINMENT — 0.1% | ||||||
World Wrestling Entertainment, Inc. Class A
(b)
|
101,956 | 5,030,509 | ||||
EQUITY REAL ESTATE INVESTMENT TRUSTS (REITs) — 9.8% | ||||||
American Campus Communities, Inc. REIT
|
317,137 | 18,168,779 | ||||
Apartment Income REIT Corp.
|
357,756 | 19,558,521 | ||||
Brixmor Property Group, Inc. REIT
|
676,862 | 17,199,063 | ||||
Camden Property Trust REIT
|
232,078 | 41,467,697 | ||||
Corporate Office Properties Trust REIT
|
255,952 | 7,158,977 | ||||
Cousins Properties, Inc. REIT
|
338,842 | 13,648,556 | ||||
CyrusOne, Inc. REIT
|
289,258 | 25,952,228 | ||||
Douglas Emmett, Inc. REIT
|
399,899 | 13,396,616 | ||||
EastGroup Properties, Inc. REIT
|
92,732 | 21,128,986 | ||||
EPR Properties REIT
|
170,466 | 8,095,430 | ||||
First Industrial Realty Trust, Inc. REIT
|
297,693 | 19,707,277 | ||||
Healthcare Realty Trust, Inc. REIT
|
335,451 | 10,613,670 | ||||
Highwoods Properties, Inc. REIT
|
237,845 | 10,605,509 | ||||
Hudson Pacific Properties, Inc. REIT
|
347,462 | 8,585,786 | ||||
JBG SMITH Properties REIT
|
260,131 | 7,468,361 | ||||
Kilroy Realty Corp. REIT
|
238,870 | 15,875,300 |
Security Description | Shares | Value | ||||
Kite Realty Group Trust REIT
|
499,160 | $ 10,871,705 | ||||
Lamar Advertising Co. Class A REIT
|
197,903 | 24,005,634 | ||||
Life Storage, Inc. REIT
|
186,913 | 28,631,333 | ||||
Macerich Co. REIT
|
485,519 | 8,389,768 | ||||
Medical Properties Trust, Inc. REIT
|
1,358,955 | 32,112,107 | ||||
National Retail Properties, Inc. REIT
|
400,232 | 19,239,152 | ||||
National Storage Affiliates Trust REIT
|
186,787 | 12,925,660 | ||||
Omega Healthcare Investors, Inc. REIT
|
544,661 | 16,116,519 | ||||
Park Hotels & Resorts, Inc. REIT (a)
|
538,950 | 10,175,376 | ||||
Pebblebrook Hotel Trust REIT
|
299,436 | 6,698,383 | ||||
Physicians Realty Trust REIT
|
501,008 | 9,433,981 | ||||
PotlatchDeltic Corp. REIT
|
152,958 | 9,211,131 | ||||
PS Business Parks, Inc. REIT
|
45,821 | 8,438,854 | ||||
Rayonier, Inc. REIT
|
326,507 | 13,177,823 | ||||
Rexford Industrial Realty, Inc. REIT
|
345,196 | 27,998,848 | ||||
Sabra Health Care REIT, Inc.
|
511,050 | 6,919,617 | ||||
SL Green Realty Corp. REIT
|
152,055 | 10,902,343 | ||||
Spirit Realty Capital, Inc. REIT
|
281,018 | 13,542,257 | ||||
STORE Capital Corp. REIT
|
559,292 | 19,239,645 | ||||
Urban Edge Properties REIT
|
250,931 | 4,767,689 | ||||
551,428,581 | ||||||
FOOD & STAPLES RETAILING — 1.2% | ||||||
BJ's Wholesale Club Holdings, Inc. (a)
|
311,221 | 20,842,470 | ||||
Casey's General Stores, Inc.
|
84,554 | 16,686,732 | ||||
Grocery Outlet Holding Corp. (a) (b)
|
199,074 | 5,629,813 | ||||
Performance Food Group Co. (a)
|
351,711 | 16,140,018 | ||||
Sprouts Farmers Market, Inc. (a)
|
255,837 | 7,593,242 | ||||
66,892,275 | ||||||
FOOD PRODUCTS — 1.7% | ||||||
Darling Ingredients, Inc. (a)
|
368,714 | 25,548,193 | ||||
Flowers Foods, Inc.
|
452,835 | 12,439,378 | ||||
Hain Celestial Group, Inc. (a)
|
211,643 | 9,018,108 | ||||
Ingredion, Inc.
|
151,624 | 14,652,943 | ||||
Lancaster Colony Corp.
|
45,154 | 7,477,503 | ||||
Pilgrim's Pride Corp. (a)
|
112,801 | 3,180,988 | ||||
Post Holdings, Inc. (a)
|
133,406 | 15,038,858 | ||||
Sanderson Farms, Inc.
|
48,361 | 9,240,820 | ||||
96,596,791 | ||||||
GAS UTILITIES — 1.3% | ||||||
National Fuel Gas Co.
|
207,802 | 13,286,860 | ||||
New Jersey Resources Corp.
|
219,716 | 9,021,539 | ||||
ONE Gas, Inc.
|
122,094 | 9,473,273 | ||||
Southwest Gas Holdings, Inc. (a)
|
135,426 | 9,486,591 |
Security Description | Shares | Value | ||||
Spire, Inc. (b)
|
117,799 | $ 7,682,851 | ||||
UGI Corp.
|
476,491 | 21,875,702 | ||||
70,826,816 | ||||||
HEALTH CARE EQUIPMENT & SUPPLIES — 3.3% | ||||||
Envista Holdings Corp. (a)
|
368,534 | 16,606,142 | ||||
Globus Medical, Inc. Class A (a)
|
180,863 | 13,058,309 | ||||
Haemonetics Corp. (a)
|
116,506 | 6,179,478 | ||||
ICU Medical, Inc. (a)
|
45,532 | 10,806,565 | ||||
Integra LifeSciences Holdings Corp. (a)
|
166,028 | 11,122,216 | ||||
LivaNova PLC (a)
|
121,307 | 10,605,871 | ||||
Masimo Corp. (a)
|
115,745 | 33,887,821 | ||||
Neogen Corp. (a)
|
244,978 | 11,124,451 | ||||
NuVasive, Inc. (a)
|
117,915 | 6,188,179 | ||||
Penumbra, Inc. (a)
|
79,366 | 22,803,439 | ||||
Quidel Corp. (a)
|
86,415 | 11,665,161 | ||||
STAAR Surgical Co. (a)
|
108,441 | 9,900,663 | ||||
Tandem Diabetes Care, Inc. (a)
|
144,769 | 21,790,630 | ||||
185,738,925 | ||||||
HEALTH CARE PROVIDERS & SERVICES — 3.0% | ||||||
Acadia Healthcare Co., Inc. (a)
|
204,981 | 12,442,347 | ||||
Amedisys, Inc. (a)
|
74,293 | 12,026,551 | ||||
Chemed Corp.
|
35,140 | 18,590,466 | ||||
Encompass Health Corp.
|
226,779 | 14,799,597 | ||||
HealthEquity, Inc. (a)
|
190,309 | 8,419,270 | ||||
LHC Group, Inc. (a)
|
72,222 | 9,911,025 | ||||
Molina Healthcare, Inc. (a)
|
133,099 | 42,336,130 | ||||
Option Care Health, Inc. (a)
|
315,634 | 8,976,631 | ||||
Patterson Cos., Inc.
|
197,385 | 5,793,250 | ||||
Progyny, Inc. (a)
|
158,616 | 7,986,316 | ||||
R1 RCM, Inc. (a)
|
303,657 | 7,740,217 | ||||
Tenet Healthcare Corp. (a)
|
244,182 | 19,947,227 | ||||
168,969,027 | ||||||
HOTELS, RESTAURANTS & LEISURE — 3.0% | ||||||
Boyd Gaming Corp. (a)
|
186,953 | 12,258,508 | ||||
Choice Hotels International, Inc.
|
74,760 | 11,661,812 | ||||
Churchill Downs, Inc.
|
78,439 | 18,895,955 | ||||
Cracker Barrel Old Country Store, Inc.
|
53,551 | 6,888,801 | ||||
Jack in the Box, Inc.
|
49,383 | 4,320,025 | ||||
Marriott Vacations Worldwide Corp.
|
97,123 | 16,411,845 | ||||
Papa John's International, Inc.
|
73,725 | 9,840,076 | ||||
Scientific Games Corp. Class A (a)
|
219,958 | 14,699,793 | ||||
Six Flags Entertainment Corp. (a)
|
176,326 | 7,507,961 | ||||
Texas Roadhouse, Inc.
|
158,690 | 14,167,843 | ||||
Travel + Leisure Co.
|
196,704 | 10,871,830 | ||||
Wendy's Co.
|
402,206 | 9,592,613 | ||||
Wingstop, Inc.
|
67,984 | 11,747,635 | ||||
Wyndham Hotels & Resorts, Inc.
|
212,324 | 19,034,847 | ||||
167,899,544 |
Security Description | Shares | Value | ||||
HOUSEHOLD DURABLES — 2.0% | ||||||
Helen of Troy, Ltd. (a)
|
55,028 | $ 13,452,695 | ||||
KB Home
|
195,269 | 8,734,382 | ||||
Leggett & Platt, Inc.
|
303,925 | 12,509,553 | ||||
Taylor Morrison Home Corp. (a)
|
280,096 | 9,792,156 | ||||
Tempur Sealy International, Inc.
|
438,694 | 20,631,779 | ||||
Toll Brothers, Inc.
|
260,750 | 18,875,693 | ||||
TopBuild Corp. (a)
|
75,033 | 20,702,355 | ||||
Tri Pointe Homes, Inc. (a)
|
253,279 | 7,063,951 | ||||
111,762,564 | ||||||
HOUSEHOLD PRODUCTS — 0.1% | ||||||
Energizer Holdings, Inc. (b)
|
143,364 | 5,748,896 | ||||
INSURANCE — 3.7% | ||||||
Alleghany Corp. (a)
|
31,251 | 20,862,855 | ||||
American Financial Group, Inc.
|
150,787 | 20,706,071 | ||||
Brighthouse Financial, Inc. (a)
|
181,883 | 9,421,539 | ||||
CNO Financial Group, Inc.
|
281,047 | 6,700,160 | ||||
First American Financial Corp.
|
250,128 | 19,567,513 | ||||
Hanover Insurance Group, Inc.
|
81,103 | 10,629,359 | ||||
Kemper Corp.
|
136,334 | 8,015,076 | ||||
Kinsale Capital Group, Inc.
|
48,941 | 11,642,575 | ||||
Mercury General Corp. (b)
|
61,470 | 3,261,598 | ||||
Old Republic International Corp.
|
650,641 | 15,992,756 | ||||
Primerica, Inc.
|
89,971 | 13,789,855 | ||||
Reinsurance Group of America, Inc.
|
154,097 | 16,872,081 | ||||
RenaissanceRe Holdings, Ltd.
|
104,829 | 17,750,695 | ||||
RLI Corp.
|
90,717 | 10,169,376 | ||||
Selective Insurance Group, Inc.
|
137,046 | 11,229,549 | ||||
Unum Group
|
465,929 | 11,447,876 | ||||
208,058,934 | ||||||
INTERACTIVE MEDIA & SERVICES — 0.4% | ||||||
TripAdvisor, Inc. (a) (b)
|
227,536 | 6,202,631 | ||||
Yelp, Inc. (a)
|
156,407 | 5,668,190 | ||||
Ziff Davis, Inc. (a)
|
109,858 | 12,178,858 | ||||
24,049,679 | ||||||
IT SERVICES — 1.9% | ||||||
Alliance Data Systems Corp.
|
113,479 | 7,554,297 | ||||
Concentrix Corp.
|
97,758 | 17,461,534 | ||||
Genpact, Ltd.
|
394,306 | 20,929,762 | ||||
Kyndryl Holdings, Inc. (a)
|
408,284 | 7,389,940 | ||||
LiveRamp Holdings, Inc. (a)
|
155,235 | 7,443,518 | ||||
MAXIMUS, Inc.
|
140,068 | 11,159,218 | ||||
Sabre Corp. (a) (b)
|
742,882 | 6,381,356 | ||||
Western Union Co.
|
916,140 | 16,343,938 | ||||
WEX, Inc. (a)
|
102,127 | 14,337,610 | ||||
109,001,173 | ||||||
LEISURE EQUIPMENT & PRODUCTS — 1.3% | ||||||
Brunswick Corp.
|
175,707 | 17,698,966 | ||||
Callaway Golf Co. (a)
|
267,098 | 7,329,169 | ||||
Mattel, Inc. (a)
|
798,448 | 17,214,539 | ||||
Polaris, Inc.
|
130,225 | 14,313,030 |
Security Description | Shares | Value | ||||
YETI Holdings, Inc. (a)
|
199,761 | $ 16,546,204 | ||||
73,101,908 | ||||||
LIFE SCIENCES TOOLS & SERVICES — 1.6% | ||||||
Bruker Corp.
|
231,537 | 19,428,270 | ||||
Medpace Holdings, Inc. (a)
|
65,534 | 14,262,820 | ||||
Repligen Corp. (a)
|
117,232 | 31,047,723 | ||||
Syneos Health, Inc. (a)
|
236,302 | 24,263,489 | ||||
89,002,302 | ||||||
MACHINERY — 5.0% | ||||||
AGCO Corp.
|
139,852 | 16,225,629 | ||||
Colfax Corp. (a)
|
306,849 | 14,105,848 | ||||
Crane Co.
|
113,792 | 11,576,060 | ||||
Donaldson Co., Inc.
|
281,676 | 16,692,120 | ||||
Flowserve Corp.
|
296,914 | 9,085,568 | ||||
Graco, Inc.
|
387,335 | 31,226,948 | ||||
ITT, Inc.
|
195,034 | 19,930,524 | ||||
Kennametal, Inc.
|
190,611 | 6,844,841 | ||||
Lincoln Electric Holdings, Inc.
|
134,594 | 18,771,825 | ||||
Middleby Corp. (a)
|
126,760 | 24,941,298 | ||||
Nordson Corp.
|
123,151 | 31,436,756 | ||||
Oshkosh Corp.
|
156,436 | 17,631,902 | ||||
Terex Corp.
|
159,024 | 6,989,105 | ||||
Timken Co.
|
157,318 | 10,900,564 | ||||
Toro Co.
|
242,585 | 24,236,667 | ||||
Trinity Industries, Inc. (b)
|
186,356 | 5,627,951 | ||||
Woodward, Inc.
|
143,723 | 15,731,920 | ||||
281,955,526 | ||||||
MARINE — 0.1% | ||||||
Kirby Corp. (a)
|
136,959 | 8,138,104 | ||||
MEDIA — 0.9% | ||||||
Cable One, Inc.
|
11,313 | 19,949,910 | ||||
John Wiley & Sons, Inc. Class A
|
99,276 | 5,685,537 | ||||
New York Times Co. Class A
|
380,791 | 18,392,205 | ||||
TEGNA, Inc.
|
504,336 | 9,360,476 | ||||
53,388,128 | ||||||
METALS & MINING — 2.6% | ||||||
Alcoa Corp.
|
426,403 | 25,405,091 | ||||
Cleveland-Cliffs, Inc. (a) (b)
|
1,037,171 | 22,579,213 | ||||
Commercial Metals Co.
|
274,807 | 9,972,746 | ||||
Compass Minerals International, Inc. (b)
|
77,586 | 3,963,093 | ||||
Reliance Steel & Aluminum Co.
|
142,800 | 23,165,016 | ||||
Royal Gold, Inc.
|
149,598 | 15,739,205 | ||||
Steel Dynamics, Inc.
|
429,625 | 26,666,824 | ||||
United States Steel Corp. (b)
|
615,896 | 14,664,484 | ||||
Worthington Industries, Inc.
|
73,717 | 4,029,371 | ||||
146,185,043 | ||||||
MULTI-UTILITIES — 0.6% | ||||||
Black Hills Corp.
|
145,436 | 10,263,418 | ||||
MDU Resources Group, Inc.
|
463,440 | 14,292,490 | ||||
NorthWestern Corp. (b)
|
119,337 | 6,821,303 | ||||
31,377,211 |
Security Description | Shares | Value | ||||
MULTILINE RETAIL — 0.9% | ||||||
Kohl's Corp. (b)
|
343,066 | $ 16,944,030 | ||||
Macy's, Inc.
|
705,829 | 18,478,603 | ||||
Nordstrom, Inc. (a) (b)
|
253,564 | 5,735,618 | ||||
Ollie's Bargain Outlet Holdings, Inc. (a)
(b)
|
137,956 | 7,061,967 | ||||
48,220,218 | ||||||
OIL, GAS & CONSUMABLE FUELS — 1.7% | ||||||
Antero Midstream Corp.
|
739,938 | 7,162,600 | ||||
CNX Resources Corp. (a)
|
481,331 | 6,618,301 | ||||
DTE Midstream LLC (a)
|
220,496 | 10,579,398 | ||||
EQT Corp. (a)
|
689,072 | 15,028,660 | ||||
Equitrans Midstream Corp.
|
926,565 | 9,580,682 | ||||
HollyFrontier Corp.
|
340,722 | 11,168,867 | ||||
Murphy Oil Corp.
|
330,914 | 8,640,165 | ||||
Targa Resources Corp.
|
521,819 | 27,259,825 | ||||
96,038,498 | ||||||
PAPER & FOREST PRODUCTS — 0.3% | ||||||
Louisiana-Pacific Corp.
|
200,571 | 15,714,738 | ||||
PERSONAL PRODUCTS — 0.2% | ||||||
Coty, Inc. Class A (a)
|
764,757 | 8,029,948 | ||||
Nu Skin Enterprises, Inc. Class A
|
113,510 | 5,760,633 | ||||
13,790,581 | ||||||
PHARMACEUTICALS — 0.5% | ||||||
Jazz Pharmaceuticals PLC (a)
|
140,104 | 17,849,250 | ||||
Perrigo Co. PLC
|
304,896 | 11,860,454 | ||||
29,709,704 | ||||||
PROFESSIONAL SERVICES — 1.6% | ||||||
ASGN, Inc. (a)
|
118,758 | 14,654,737 | ||||
CACI International, Inc. Class A (a)
|
53,137 | 14,305,012 | ||||
FTI Consulting, Inc. (a)
|
78,178 | 11,994,069 | ||||
Insperity, Inc.
|
81,558 | 9,632,815 | ||||
KBR, Inc.
|
319,667 | 15,222,543 | ||||
ManpowerGroup, Inc.
|
123,586 | 12,028,625 | ||||
Science Applications International Corp.
|
131,239 | 10,970,268 | ||||
88,808,069 | ||||||
REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.5% | ||||||
Jones Lang LaSalle, Inc. (a)
|
114,998 | 30,973,561 | ||||
ROAD & RAIL — 2.0% | ||||||
Avis Budget Group, Inc. (a)
|
91,292 | 18,931,222 | ||||
Knight-Swift Transportation Holdings, Inc.
|
378,213 | 23,048,300 | ||||
Landstar System, Inc.
|
86,883 | 15,553,795 | ||||
Ryder System, Inc.
|
122,391 | 10,088,690 | ||||
Saia, Inc. (a)
|
60,001 | 20,222,137 | ||||
Werner Enterprises, Inc.
|
138,703 | 6,610,585 | ||||
XPO Logistics, Inc. (a)
|
224,859 | 17,410,832 | ||||
111,865,561 |
Security Description | Shares | Value | ||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 4.3% | ||||||
Amkor Technology, Inc.
|
228,432 | $ 5,662,829 | ||||
Azenta, Inc.
|
169,404 | 17,467,247 | ||||
Cirrus Logic, Inc. (a)
|
130,254 | 11,985,973 | ||||
CMC Materials, Inc.
|
64,804 | 12,422,279 | ||||
First Solar, Inc. (a)
|
225,364 | 19,642,726 | ||||
Lattice Semiconductor Corp. (a)
|
312,033 | 24,045,263 | ||||
MKS Instruments, Inc.
|
126,384 | 22,012,301 | ||||
Power Integrations, Inc.
|
137,547 | 12,776,741 | ||||
Semtech Corp. (a)
|
146,772 | 13,052,434 | ||||
Silicon Laboratories, Inc. (a)
|
91,636 | 18,915,503 | ||||
SiTime Corp. (a)
|
34,320 | 10,039,973 | ||||
SunPower Corp. (a) (b)
|
189,283 | 3,950,336 | ||||
Synaptics, Inc. (a)
|
89,485 | 25,906,802 | ||||
Universal Display Corp.
|
98,773 | 16,300,508 | ||||
Wolfspeed, Inc. (a)
|
264,079 | 29,516,110 | ||||
243,697,025 | ||||||
SOFTWARE — 3.8% | ||||||
ACI Worldwide, Inc. (a)
|
267,934 | 9,297,310 | ||||
Aspen Technology, Inc. (a)
|
152,469 | 23,205,782 | ||||
Blackbaud, Inc. (a)
|
94,401 | 7,455,791 | ||||
CDK Global, Inc.
|
269,679 | 11,256,401 | ||||
Cerence, Inc. (a) (b)
|
86,598 | 6,636,871 | ||||
CommVault Systems, Inc. (a)
|
103,717 | 7,148,176 | ||||
Digital Turbine, Inc. (a) (b)
|
200,392 | 12,221,908 | ||||
Envestnet, Inc. (a)
|
124,568 | 9,883,225 | ||||
Fair Isaac Corp. (a)
|
62,320 | 27,026,314 | ||||
Manhattan Associates, Inc. (a)
|
144,206 | 22,422,591 | ||||
Mimecast, Ltd. (a)
|
141,201 | 11,235,363 | ||||
NCR Corp. (a)
|
300,808 | 12,092,481 | ||||
Paylocity Holding Corp. (a)
|
90,294 | 21,323,831 | ||||
Qualys, Inc. (a)
|
76,071 | 10,438,463 | ||||
SailPoint Technologies Holding, Inc. (a)
|
212,540 | 10,274,184 | ||||
Teradata Corp. (a)
|
247,295 | 10,502,619 | ||||
212,421,310 | ||||||
SPECIALTY RETAIL — 3.3% | ||||||
American Eagle Outfitters, Inc. (b)
|
351,648 | 8,903,727 | ||||
AutoNation, Inc. (a)
|
91,101 | 10,645,152 | ||||
Dick's Sporting Goods, Inc. (b)
|
147,923 | 17,009,666 | ||||
Five Below, Inc. (a)
|
127,651 | 26,409,715 | ||||
Foot Locker, Inc.
|
205,861 | 8,981,715 | ||||
GameStop Corp. Class A (a) (b)
|
141,237 | 20,958,159 | ||||
Lithia Motors, Inc.
|
69,050 | 20,504,398 | ||||
Murphy USA, Inc.
|
53,749 | 10,708,951 | ||||
RH (a)
|
39,277 | 21,050,115 | ||||
Urban Outfitters, Inc. (a)
|
150,156 | 4,408,580 | ||||
Victoria's Secret & Co. (a) (b)
|
165,102 | 9,169,765 | ||||
Williams-Sonoma, Inc.
|
169,492 | 28,666,182 | ||||
187,416,125 |
Security Description | Shares | Value | ||||
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 0.1% | ||||||
Xerox Holdings Corp.
|
313,238 | $ 7,091,708 | ||||
TEXTILES, APPAREL & LUXURY GOODS — 1.9% | ||||||
Capri Holdings, Ltd. (a)
|
342,931 | 22,259,651 | ||||
Carter's, Inc.
|
96,319 | 9,749,409 | ||||
Columbia Sportswear Co.
|
78,751 | 7,673,497 | ||||
Crocs, Inc. (a)
|
134,114 | 17,196,097 | ||||
Deckers Outdoor Corp. (a)
|
62,603 | 22,932,105 | ||||
Hanesbrands, Inc.
|
795,809 | 13,305,927 | ||||
Skechers U.S.A., Inc. Class A (a)
|
308,179 | 13,374,969 | ||||
106,491,655 | ||||||
THRIFTS & MORTGAGE FINANCE — 0.7% | ||||||
Essent Group, Ltd.
|
251,673 | 11,458,672 | ||||
MGIC Investment Corp.
|
742,025 | 10,700,000 | ||||
New York Community Bancorp, Inc.
|
1,059,736 | 12,939,376 | ||||
Washington Federal, Inc.
|
148,441 | 4,954,961 | ||||
40,053,009 | ||||||
TRADING COMPANIES & DISTRIBUTORS — 0.9% | ||||||
GATX Corp. (b)
|
80,945 | 8,433,659 | ||||
MSC Industrial Direct Co., Inc. Class A
|
106,662 | 8,966,008 | ||||
Univar Solutions, Inc. (a)
|
389,617 | 11,045,642 | ||||
Watsco, Inc.
|
75,215 | 23,533,269 | ||||
51,978,578 |
Security Description | Shares | Value | ||||
WATER UTILITIES — 0.5% | ||||||
Essential Utilities, Inc.
|
524,123 | $ 28,140,164 | ||||
TOTAL COMMON STOCKS (Cost
$4,518,361,673)
|
5,616,384,437 | |||||
SHORT-TERM INVESTMENT — 0.8% | ||||||
State Street Navigator Securities Lending
Portfolio II (c) (d) (Cost $44,119,604)
|
44,119,604 | 44,119,604 | ||||
TOTAL INVESTMENTS — 100.5% (Cost
$4,562,481,277)
|
5,660,504,041 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.5)%
|
(26,816,199) | |||||
NET ASSETS — 100.0%
|
$ 5,633,687,842 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(d) | Investment of cash collateral for securities loaned. |
REIT | Real Estate Investment Trust |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$5,616,384,437 | $— | $— | $5,616,384,437 | ||||
Short-Term Investment
|
44,119,604 | — | — | 44,119,604 | ||||
TOTAL INVESTMENTS
|
$5,660,504,041 | $— | $— | $5,660,504,041 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2,441,967 | $ 2,442,700 | $ 98,688,222 | $101,131,486 | $564 | $— | — | $ — | $ 812 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
89,250,480 | 89,250,480 | 247,195,279 | 292,326,155 | — | — | 44,119,604 | 44,119,604 | 39,280 | ||||||||
Total
|
$91,693,180 | $345,883,501 | $393,457,641 | $564 | $— | $44,119,604 | $40,092 |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.8% | ||||||
AEROSPACE & DEFENSE — 1.1% | ||||||
AAR Corp. (a)
|
144,796 | $ 5,651,388 | ||||
Aerojet Rocketdyne Holdings, Inc.
|
318,890 | 14,911,296 | ||||
AeroVironment, Inc. (a)
|
99,416 | 6,166,775 | ||||
Kaman Corp.
|
117,254 | 5,059,510 | ||||
Moog, Inc. Class A
|
126,356 | 10,231,045 | ||||
National Presto Industries, Inc.
|
22,187 | 1,820,000 | ||||
Park Aerospace Corp.
|
83,422 | 1,101,170 | ||||
Triumph Group, Inc. (a)
|
278,834 | 5,166,794 | ||||
50,107,978 | ||||||
AIR FREIGHT & LOGISTICS — 0.8% | ||||||
Atlas Air Worldwide Holdings, Inc. (a)
|
114,703 | 10,795,846 | ||||
Forward Air Corp.
|
114,771 | 13,897,621 | ||||
Hub Group, Inc. Class A (a)
|
145,713 | 12,274,863 | ||||
36,968,330 | ||||||
AIRLINES — 0.5% | ||||||
Allegiant Travel Co. (a)
|
65,262 | 12,206,605 | ||||
Hawaiian Holdings, Inc. (a)
|
223,162 | 4,099,486 | ||||
SkyWest, Inc. (a)
|
217,418 | 8,544,527 | ||||
24,850,618 | ||||||
AUTO COMPONENTS — 1.4% | ||||||
American Axle & Manufacturing Holdings, Inc.
(a)
|
479,092 | 4,469,928 | ||||
Cooper-Standard Holdings, Inc. (a)
|
73,781 | 1,653,432 | ||||
Dorman Products, Inc. (a)
|
121,109 | 13,686,528 | ||||
Gentherm, Inc. (a)
|
143,211 | 12,445,036 | ||||
LCI Industries
|
107,693 | 16,786,108 | ||||
Motorcar Parts of America, Inc. (a)
|
83,263 | 1,421,299 | ||||
Patrick Industries, Inc.
|
95,195 | 7,681,285 | ||||
Standard Motor Products, Inc.
|
80,348 | 4,209,432 | ||||
62,353,048 | ||||||
AUTOMOBILES — 0.2% | ||||||
Winnebago Industries, Inc. (b)
|
142,108 | 10,646,731 | ||||
BANKS — 10.4% | ||||||
Allegiance Bancshares, Inc.
|
81,173 | 3,426,312 | ||||
Ameris Bancorp
|
281,665 | 13,993,117 | ||||
Banc of California, Inc.
|
232,214 | 4,556,039 | ||||
BancFirst Corp.
|
82,020 | 5,787,331 | ||||
Bancorp, Inc. (a)
|
246,196 | 6,231,221 | ||||
BankUnited, Inc.
|
379,638 | 16,062,484 | ||||
Banner Corp.
|
145,233 | 8,811,286 | ||||
Berkshire Hills Bancorp, Inc.
|
205,367 | 5,838,584 | ||||
Brookline Bancorp, Inc.
|
327,013 | 5,294,340 | ||||
Cadence Bank
|
1 | 30 | ||||
Central Pacific Financial Corp.
|
121,256 | 3,415,782 | ||||
City Holding Co.
|
63,742 | 5,213,458 | ||||
Columbia Banking System, Inc.
|
330,440 | 10,811,997 | ||||
Community Bank System, Inc.
|
229,890 | 17,122,207 |
Security Description | Shares | Value | ||||
Customers Bancorp, Inc. (a)
|
128,347 | $ 8,390,043 | ||||
CVB Financial Corp.
|
541,791 | 11,599,745 | ||||
Dime Community Bancshares, Inc.
|
139,507 | 4,905,066 | ||||
Eagle Bancorp, Inc.
|
137,996 | 8,050,687 | ||||
FB Financial Corp.
|
153,604 | 6,730,927 | ||||
First BanCorp (c)
|
874,503 | 12,050,651 | ||||
First BanCorp (c)
|
149,359 | 6,828,694 | ||||
First Commonwealth Financial Corp.
|
401,070 | 6,453,216 | ||||
First Financial Bancorp
|
397,996 | 9,703,143 | ||||
First Hawaiian, Inc.
|
548,715 | 14,996,381 | ||||
First Midwest Bancorp, Inc.
|
484,732 | 9,927,311 | ||||
Great Western Bancorp, Inc.
|
233,476 | 7,928,845 | ||||
Hanmi Financial Corp.
|
126,462 | 2,994,620 | ||||
Heritage Financial Corp.
|
152,682 | 3,731,548 | ||||
Hilltop Holdings, Inc.
|
258,007 | 9,066,366 | ||||
HomeStreet, Inc.
|
85,908 | 4,467,216 | ||||
Hope Bancorp, Inc.
|
508,917 | 7,486,169 | ||||
Independent Bank Corp.
|
202,479 | 16,508,113 | ||||
Independent Bank Group, Inc.
|
157,011 | 11,328,344 | ||||
Investors Bancorp, Inc.
|
960,068 | 14,545,030 | ||||
Lakeland Financial Corp.
|
107,208 | 8,591,649 | ||||
Meta Financial Group, Inc.
|
134,236 | 8,008,520 | ||||
National Bank Holdings Corp. Class A
|
127,783 | 5,614,785 | ||||
NBT Bancorp, Inc.
|
186,768 | 7,194,303 | ||||
OFG Bancorp
|
216,521 | 5,750,798 | ||||
Old National Bancorp
|
705,472 | 12,783,153 | ||||
Pacific Premier Bancorp, Inc.
|
402,033 | 16,093,381 | ||||
Park National Corp.
|
61,232 | 8,407,766 | ||||
Preferred Bank
|
59,536 | 4,274,089 | ||||
Renasant Corp.
|
236,447 | 8,973,164 | ||||
S&T Bancorp, Inc.
|
165,734 | 5,223,936 | ||||
Seacoast Banking Corp. of Florida
|
247,419 | 8,756,158 | ||||
ServisFirst Bancshares, Inc.
|
207,974 | 17,665,312 | ||||
Simmons First National Corp. Class A
|
489,071 | 14,466,720 | ||||
Southside Bancshares, Inc.
|
136,154 | 5,693,960 | ||||
Tompkins Financial Corp.
|
49,801 | 4,162,368 | ||||
Triumph Bancorp, Inc. (a)
|
100,474 | 11,964,444 | ||||
Trustmark Corp.
|
264,930 | 8,599,628 | ||||
United Community Banks, Inc.
|
446,379 | 16,042,861 | ||||
Veritex Holdings, Inc.
|
208,918 | 8,310,758 | ||||
Westamerica BanCorp
|
113,600 | 6,558,128 | ||||
477,392,184 | ||||||
BEVERAGES — 0.7% | ||||||
Celsius Holdings, Inc. (a) (b)
|
164,248 | 12,247,973 | ||||
Coca-Cola Consolidated, Inc.
|
19,758 | 12,233,956 | ||||
MGP Ingredients, Inc. (b)
|
54,064 | 4,594,899 | ||||
National Beverage Corp.
|
101,559 | 4,603,670 | ||||
33,680,498 | ||||||
BIOTECHNOLOGY — 2.2% | ||||||
Anika Therapeutics, Inc. (a)
|
62,987 | 2,256,824 |
Security Description | Shares | Value | ||||
Avid Bioservices, Inc. (a)
|
264,144 | $ 7,707,722 | ||||
Coherus Biosciences, Inc. (a) (b)
|
274,164 | 4,375,657 | ||||
Cytokinetics, Inc. (a) (b)
|
357,046 | 16,274,157 | ||||
Eagle Pharmaceuticals, Inc. (a)
|
46,987 | 2,392,578 | ||||
Emergent BioSolutions, Inc. (a)
|
203,132 | 8,830,148 | ||||
Enanta Pharmaceuticals, Inc. (a)
|
77,594 | 5,802,479 | ||||
Ligand Pharmaceuticals, Inc. (a)
|
72,069 | 11,131,778 | ||||
Myriad Genetics, Inc. (a)
|
336,971 | 9,300,400 | ||||
Organogenesis Holdings, Inc. (a)
|
272,181 | 2,514,952 | ||||
REGENXBIO, Inc. (a)
|
162,003 | 5,297,498 | ||||
Spectrum Pharmaceuticals, Inc. (a)
|
709,255 | 900,754 | ||||
uniQure NV (a)
|
155,185 | 3,218,537 | ||||
Vanda Pharmaceuticals, Inc. (a)
|
242,301 | 3,801,703 | ||||
Vericel Corp. (a) (b)
|
201,963 | 7,937,146 | ||||
Xencor, Inc. (a)
|
251,810 | 10,102,617 | ||||
101,844,950 | ||||||
BUILDING PRODUCTS — 2.0% | ||||||
AAON, Inc.
|
176,365 | 14,008,673 | ||||
American Woodmark Corp. (a)
|
69,623 | 4,539,420 | ||||
Apogee Enterprises, Inc.
|
109,940 | 5,293,611 | ||||
Gibraltar Industries, Inc. (a)
|
140,914 | 9,396,146 | ||||
Griffon Corp.
|
205,757 | 5,859,959 | ||||
Insteel Industries, Inc.
|
83,323 | 3,317,089 | ||||
PGT Innovations, Inc. (a)
|
251,411 | 5,654,233 | ||||
Quanex Building Products Corp.
|
139,749 | 3,462,980 | ||||
Resideo Technologies, Inc. (a)
|
615,209 | 16,013,890 | ||||
UFP Industries, Inc.
|
264,211 | 24,310,054 | ||||
91,856,055 | ||||||
CAPITAL MARKETS — 1.0% | ||||||
B Riley Financial, Inc.
|
69,090 | 6,139,337 | ||||
Blucora, Inc. (a)
|
212,520 | 3,680,846 | ||||
Brightsphere Investment Group, Inc.
|
153,271 | 3,923,738 | ||||
Donnelley Financial Solutions, Inc. (a)
|
126,607 | 5,968,254 | ||||
Greenhill & Co., Inc.
|
54,391 | 975,231 | ||||
Piper Sandler Cos.
|
60,001 | 10,710,778 | ||||
StoneX Group, Inc. (a)
|
73,143 | 4,480,009 | ||||
Virtus Investment Partners, Inc.
|
30,301 | 9,002,427 | ||||
WisdomTree Investments, Inc. (b)
|
466,641 | 2,855,843 | ||||
47,736,463 | ||||||
CHEMICALS — 3.0% | ||||||
AdvanSix, Inc.
|
121,379 | 5,735,158 | ||||
American Vanguard Corp.
|
118,436 | 1,941,166 | ||||
Balchem Corp.
|
138,229 | 23,305,409 | ||||
Ferro Corp. (a)
|
350,522 | 7,651,895 | ||||
FutureFuel Corp.
|
114,520 | 874,933 | ||||
GCP Applied Technologies, Inc. (a)
|
231,619 | 7,333,057 | ||||
Hawkins, Inc.
|
82,435 | 3,252,061 |
Security Description | Shares | Value | ||||
HB Fuller Co.
|
224,068 | $ 18,149,508 | ||||
Innospec, Inc.
|
104,644 | 9,453,539 | ||||
Koppers Holdings, Inc. (a)
|
92,740 | 2,902,762 | ||||
Kraton Corp. (a)
|
135,802 | 6,290,349 | ||||
Livent Corp. (a) (b)
|
688,683 | 16,790,091 | ||||
Quaker Chemical Corp. (b)
|
57,114 | 13,180,769 | ||||
Rayonier Advanced Materials, Inc. (a)
|
277,070 | 1,582,070 | ||||
Stepan Co.
|
90,492 | 11,247,251 | ||||
Tredegar Corp.
|
113,041 | 1,336,145 | ||||
Trinseo PLC
|
167,550 | 8,789,673 | ||||
139,815,836 | ||||||
COMMERCIAL SERVICES & SUPPLIES — 2.1% | ||||||
ABM Industries, Inc.
|
285,940 | 11,680,649 | ||||
Brady Corp. Class A
|
206,245 | 11,116,606 | ||||
CoreCivic, Inc. REIT (a)
|
506,152 | 5,046,335 | ||||
Deluxe Corp.
|
184,882 | 5,936,561 | ||||
Harsco Corp. (a)
|
333,807 | 5,577,915 | ||||
Healthcare Services Group, Inc.
|
322,519 | 5,737,613 | ||||
HNI Corp.
|
184,503 | 7,758,351 | ||||
Interface, Inc.
|
257,174 | 4,101,925 | ||||
KAR Auction Services, Inc. (a)
|
518,189 | 8,094,112 | ||||
Matthews International Corp. Class A
|
132,943 | 4,875,020 | ||||
Pitney Bowes, Inc.
|
713,909 | 4,733,217 | ||||
UniFirst Corp.
|
64,810 | 13,636,024 | ||||
US Ecology, Inc. (a)
|
137,342 | 4,386,703 | ||||
Viad Corp. (a)
|
89,616 | 3,834,669 | ||||
96,515,700 | ||||||
COMMUNICATIONS EQUIPMENT — 1.4% | ||||||
ADTRAN, Inc.
|
204,344 | 4,665,173 | ||||
CalAmp Corp. (a)
|
155,844 | 1,100,259 | ||||
Comtech Telecommunications Corp.
|
114,346 | 2,708,857 | ||||
Digi International, Inc. (a)
|
147,811 | 3,631,716 | ||||
Extreme Networks, Inc. (a)
|
554,774 | 8,709,952 | ||||
Harmonic, Inc. (a)
|
444,340 | 5,225,438 | ||||
NETGEAR, Inc. (a)
|
127,141 | 3,713,789 | ||||
NetScout Systems, Inc. (a)
|
313,765 | 10,379,346 | ||||
Plantronics, Inc. (a) (b)
|
182,753 | 5,361,973 | ||||
Viavi Solutions, Inc. (a)
|
1,013,139 | 17,851,509 | ||||
63,348,012 | ||||||
CONSTRUCTION & ENGINEERING — 1.1% | ||||||
Arcosa, Inc.
|
205,447 | 10,827,057 | ||||
Comfort Systems USA, Inc.
|
153,486 | 15,185,905 | ||||
Granite Construction, Inc. (b)
|
194,049 | 7,509,696 | ||||
MYR Group, Inc. (a)
|
71,444 | 7,898,134 | ||||
NV5 Global, Inc. (a)
|
50,820 | 7,019,259 | ||||
48,440,051 | ||||||
CONSUMER FINANCE — 0.9% | ||||||
Encore Capital Group, Inc. (a) (b)
|
104,707 | 6,503,352 | ||||
Enova International, Inc. (a)
|
153,869 | 6,302,474 | ||||
EZCORP, Inc. Class A (a)
|
233,690 | 1,722,295 |
Security Description | Shares | Value | ||||
Green Dot Corp. Class A (a)
|
231,787 | $ 8,399,961 | ||||
LendingTree, Inc. (a)
|
49,748 | 6,099,105 | ||||
PRA Group, Inc. (a)
|
184,982 | 9,287,946 | ||||
World Acceptance Corp. (a) (b)
|
18,299 | 4,491,124 | ||||
42,806,257 | ||||||
CONTAINERS & PACKAGING — 0.2% | ||||||
Myers Industries, Inc.
|
156,370 | 3,128,964 | ||||
O-I Glass, Inc. (a)
|
664,452 | 7,993,357 | ||||
11,122,321 | ||||||
DIVERSIFIED CONSUMER SERVICES — 0.5% | ||||||
Adtalem Global Education, Inc. (a)
|
213,244 | 6,303,493 | ||||
American Public Education, Inc. (a)
|
81,685 | 1,817,491 | ||||
Perdoceo Education Corp. (a)
|
305,607 | 3,593,938 | ||||
Strategic Education, Inc.
|
97,785 | 5,655,885 | ||||
WW International, Inc. (a)
|
229,215 | 3,697,238 | ||||
21,068,045 | ||||||
DIVERSIFIED TELECOMMUNICATION SERVICES — 0.4% | ||||||
ATN International, Inc.
|
48,052 | 1,919,677 | ||||
Cogent Communications Holdings, Inc.
|
180,551 | 13,212,722 | ||||
Consolidated Communications Holdings, Inc.
(a)
|
308,687 | 2,308,979 | ||||
17,441,378 | ||||||
ELECTRICAL EQUIPMENT — 0.4% | ||||||
AZZ, Inc.
|
104,781 | 5,793,341 | ||||
Encore Wire Corp.
|
86,113 | 12,322,770 | ||||
Powell Industries, Inc.
|
39,432 | 1,162,850 | ||||
19,278,961 | ||||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 3.9% | ||||||
Advanced Energy Industries, Inc.
|
160,357 | 14,602,108 | ||||
Arlo Technologies, Inc. (a)
|
357,648 | 3,751,728 | ||||
Badger Meter, Inc.
|
124,454 | 13,261,818 | ||||
Benchmark Electronics, Inc.
|
147,400 | 3,994,540 | ||||
CTS Corp.
|
135,621 | 4,980,003 | ||||
ePlus, Inc. (a)
|
116,488 | 6,276,373 | ||||
Fabrinet (a)
|
157,902 | 18,706,650 | ||||
FARO Technologies, Inc. (a)
|
76,745 | 5,373,685 | ||||
Insight Enterprises, Inc. (a)
|
148,642 | 15,845,237 | ||||
Itron, Inc. (a)
|
192,609 | 13,197,569 | ||||
Knowles Corp. (a)
|
396,956 | 9,268,923 | ||||
Methode Electronics, Inc.
|
164,891 | 8,107,691 | ||||
OSI Systems, Inc. (a)
|
70,553 | 6,575,540 | ||||
PC Connection, Inc.
|
48,188 | 2,078,348 | ||||
Plexus Corp. (a)
|
120,121 | 11,518,403 | ||||
Rogers Corp. (a)
|
79,962 | 21,829,626 | ||||
Sanmina Corp. (a)
|
273,642 | 11,345,197 | ||||
ScanSource, Inc. (a)
|
109,329 | 3,835,261 | ||||
TTM Technologies, Inc. (a)
|
440,929 | 6,569,842 | ||||
181,118,542 |
Security Description | Shares | Value | ||||
ENERGY EQUIPMENT & SERVICES — 1.2% | ||||||
Archrock, Inc.
|
576,023 | $ 4,308,652 | ||||
Bristow Group, Inc. (a)
|
101,021 | 3,199,335 | ||||
Core Laboratories NV
|
194,444 | 4,338,046 | ||||
DMC Global, Inc. (a)
|
80,503 | 3,188,724 | ||||
Dril-Quip, Inc. (a)
|
154,555 | 3,041,642 | ||||
Helix Energy Solutions Group, Inc. (a)
|
621,193 | 1,938,122 | ||||
Helmerich & Payne, Inc.
|
458,659 | 10,870,218 | ||||
Nabors Industries, Ltd. (a)
|
33,495 | 2,716,110 | ||||
Oceaneering International, Inc. (a)
(b)
|
419,803 | 4,747,972 | ||||
Oil States International, Inc. (a)
|
271,056 | 1,347,148 | ||||
Patterson-UTI Energy, Inc.
|
911,150 | 7,699,217 | ||||
ProPetro Holding Corp. (a)
|
362,896 | 2,939,458 | ||||
RPC, Inc. (a)
|
307,826 | 1,397,530 | ||||
US Silica Holdings, Inc. (a)
|
326,252 | 3,066,769 | ||||
54,798,943 | ||||||
ENTERTAINMENT — 0.2% | ||||||
Cinemark Holdings, Inc. (a) (b)
|
459,744 | 7,411,073 | ||||
Marcus Corp. (a) (b)
|
94,174 | 1,681,948 | ||||
9,093,021 | ||||||
EQUITY REAL ESTATE INVESTMENT TRUSTS (REITs) — 7.5% | ||||||
Acadia Realty Trust REIT
|
374,717 | 8,180,072 | ||||
Agree Realty Corp. REIT (b)
|
298,133 | 21,274,771 | ||||
Alexander & Baldwin, Inc. REIT (a)
|
307,131 | 7,705,917 | ||||
American Assets Trust, Inc. REIT
|
226,925 | 8,516,495 | ||||
Armada Hoffler Properties, Inc. REIT
|
264,068 | 4,019,115 | ||||
Brandywine Realty Trust REIT
|
737,763 | 9,900,779 | ||||
CareTrust REIT, Inc.
|
418,532 | 9,555,085 | ||||
Centerspace REIT
|
60,603 | 6,720,873 | ||||
Chatham Lodging Trust REIT (a)
|
209,547 | 2,874,985 | ||||
Community Healthcare Trust, Inc. REIT
|
100,096 | 4,731,538 | ||||
DiamondRock Hospitality Co. REIT (a)
|
908,893 | 8,734,462 | ||||
Diversified Healthcare Trust REIT
|
1,043,706 | 3,225,051 | ||||
Easterly Government Properties, Inc. REIT
|
368,002 | 8,434,606 | ||||
Essential Properties Realty Trust, Inc.
REIT
|
519,314 | 14,971,823 | ||||
Four Corners Property Trust, Inc. REIT
|
328,848 | 9,671,420 | ||||
Franklin Street Properties Corp. REIT
|
392,799 | 2,337,154 | ||||
GEO Group, Inc. REIT (a) (b)
|
534,237 | 4,140,337 | ||||
Getty Realty Corp. REIT
|
168,162 | 5,396,319 | ||||
Global Net Lease, Inc. REIT
|
442,530 | 6,761,858 | ||||
Hersha Hospitality Trust REIT (a)
|
141,335 | 1,296,042 |
Security Description | Shares | Value | ||||
Independence Realty Trust, Inc. REIT
|
444,394 | $ 11,478,697 | ||||
Industrial Logistics Properties Trust REIT
|
281,603 | 7,054,155 | ||||
Innovative Industrial Properties, Inc. REIT
(b)
|
102,207 | 26,871,242 | ||||
iStar, Inc. REIT (b)
|
293,926 | 7,592,109 | ||||
LTC Properties, Inc. REIT
|
166,083 | 5,670,074 | ||||
LXP Industrial Trust REIT
|
1,200,476 | 18,751,435 | ||||
NexPoint Residential Trust, Inc. REIT
|
98,260 | 8,237,136 | ||||
Office Properties Income Trust REIT
|
210,588 | 5,231,006 | ||||
Orion Office REIT, Inc. (a)
|
227,334 | 4,244,326 | ||||
Retail Opportunity Investments Corp. REIT
|
515,572 | 10,105,211 | ||||
RPT Realty REIT
|
353,221 | 4,726,097 | ||||
Safehold, Inc. REIT
|
60,383 | 4,821,582 | ||||
Saul Centers, Inc. REIT
|
56,680 | 3,005,174 | ||||
Service Properties Trust REIT
|
711,180 | 6,251,272 | ||||
SITE Centers Corp. REIT
|
763,349 | 12,083,815 | ||||
Summit Hotel Properties, Inc. REIT (a)
|
457,227 | 4,462,535 | ||||
Tanger Factory Outlet Centers, Inc. REIT
|
440,887 | 8,500,301 | ||||
Uniti Group, Inc. REIT
|
1,012,281 | 14,182,057 | ||||
Universal Health Realty Income Trust REIT
|
56,050 | 3,333,293 | ||||
Urstadt Biddle Properties, Inc. Class A
REIT
|
132,003 | 2,811,664 | ||||
Veris Residential, Inc. REIT (a)
|
345,405 | 6,348,544 | ||||
Washington Real Estate Investment Trust
|
365,227 | 9,441,118 | ||||
Whitestone REIT
|
187,216 | 1,896,498 | ||||
Xenia Hotels & Resorts, Inc. REIT (a)
|
484,073 | 8,766,562 | ||||
344,314,605 | ||||||
FOOD & STAPLES RETAILING — 0.7% | ||||||
Andersons, Inc.
|
130,212 | 5,040,506 | ||||
Chefs' Warehouse, Inc. (a)
|
136,622 | 4,549,513 | ||||
PriceSmart, Inc.
|
101,818 | 7,450,023 | ||||
SpartanNash Co.
|
150,476 | 3,876,262 | ||||
United Natural Foods, Inc. (a)
|
239,631 | 11,761,089 | ||||
32,677,393 | ||||||
FOOD PRODUCTS — 1.4% | ||||||
B&G Foods, Inc.
|
279,762 | 8,597,086 | ||||
Calavo Growers, Inc.
|
76,800 | 3,256,320 | ||||
Cal-Maine Foods, Inc. (a)
|
158,104 | 5,848,267 | ||||
Fresh Del Monte Produce, Inc.
|
143,901 | 3,971,668 | ||||
J&J Snack Foods Corp.
|
63,100 | 9,967,276 | ||||
John B Sanfilippo & Son, Inc.
|
37,049 | 3,340,338 | ||||
Seneca Foods Corp. Class A (a)
|
28,434 | 1,363,410 | ||||
Simply Good Foods Co. (a)
|
359,033 | 14,925,002 | ||||
Tootsie Roll Industries, Inc.
|
71,888 | 2,604,502 |
Security Description | Shares | Value | ||||
TreeHouse Foods, Inc. (a) (b)
|
240,823 | $ 9,760,556 | ||||
63,634,425 | ||||||
GAS UTILITIES — 0.6% | ||||||
Chesapeake Utilities Corp.
|
75,867 | 11,062,167 | ||||
Northwest Natural Holding Co.
|
129,892 | 6,336,132 | ||||
South Jersey Industries, Inc. (b)
|
478,336 | 12,494,136 | ||||
29,892,435 | ||||||
HEALTH CARE EQUIPMENT & SUPPLIES — 2.9% | ||||||
AngioDynamics, Inc. (a)
|
167,579 | 4,621,829 | ||||
Avanos Medical, Inc. (a)
|
203,683 | 7,061,690 | ||||
BioLife Solutions, Inc. (a)
|
125,412 | 4,674,105 | ||||
Cardiovascular Systems, Inc. (a)
|
174,925 | 3,285,092 | ||||
CONMED Corp.
|
124,610 | 17,664,714 | ||||
CryoLife, Inc. (a)
|
171,935 | 3,498,877 | ||||
Cutera, Inc. (a) (b)
|
70,448 | 2,910,911 | ||||
Glaukos Corp. (a)
|
201,564 | 8,957,504 | ||||
Heska Corp. (a) (b)
|
46,015 | 8,397,277 | ||||
Inogen, Inc. (a)
|
87,755 | 2,983,670 | ||||
Integer Holdings Corp. (a)
|
140,400 | 12,016,836 | ||||
Lantheus Holdings, Inc. (a)
|
286,630 | 8,280,741 | ||||
LeMaitre Vascular, Inc.
|
82,695 | 4,153,770 | ||||
Meridian Bioscience, Inc. (a)
|
186,775 | 3,810,210 | ||||
Merit Medical Systems, Inc. (a)
|
216,226 | 13,470,880 | ||||
Mesa Laboratories, Inc. (b)
|
22,463 | 7,369,886 | ||||
Natus Medical, Inc. (a)
|
149,288 | 3,542,604 | ||||
OraSure Technologies, Inc. (a)
|
314,801 | 2,735,621 | ||||
Orthofix Medical, Inc. (a)
|
84,772 | 2,635,561 | ||||
Surmodics, Inc. (a)
|
60,721 | 2,923,716 | ||||
Tactile Systems Technology, Inc. (a)
|
86,471 | 1,645,543 | ||||
Varex Imaging Corp. (a)
|
171,370 | 5,406,723 | ||||
Zynex, Inc. (a) (b)
|
86,548 | 862,884 | ||||
132,910,644 | ||||||
HEALTH CARE PROVIDERS & SERVICES — 3.9% | ||||||
Addus HomeCare Corp. (a)
|
68,668 | 6,421,145 | ||||
AMN Healthcare Services, Inc. (a)
|
201,811 | 24,687,540 | ||||
Apollo Medical Holdings, Inc. (a) (b)
|
162,590 | 11,947,113 | ||||
Community Health Systems, Inc. (a)
|
535,568 | 7,128,410 | ||||
CorVel Corp. (a)
|
39,761 | 8,270,288 | ||||
Covetrus, Inc. (a)
|
445,557 | 8,897,773 | ||||
Cross Country Healthcare, Inc. (a)
|
153,125 | 4,250,750 | ||||
Ensign Group, Inc.
|
223,771 | 18,787,813 | ||||
Fulgent Genetics, Inc. (a) (b)
|
82,950 | 8,343,940 | ||||
Hanger, Inc. (a)
|
158,385 | 2,871,520 | ||||
Joint Corp. (a)
|
62,082 | 4,078,167 | ||||
Magellan Health, Inc. (a)
|
98,767 | 9,381,877 | ||||
MEDNAX, Inc. (a)
|
372,527 | 10,136,460 | ||||
ModivCare, Inc. (a)
|
52,143 | 7,732,285 | ||||
Owens & Minor, Inc.
|
321,174 | 13,971,069 | ||||
Pennant Group, Inc. (a)
|
116,207 | 2,682,058 |
Security Description | Shares | Value | ||||
RadNet, Inc. (a)
|
192,000 | $ 5,781,120 | ||||
Select Medical Holdings Corp.
|
450,987 | 13,259,018 | ||||
Tivity Health, Inc. (a)
|
190,668 | 5,041,262 | ||||
US Physical Therapy, Inc.
|
54,386 | 5,196,582 | ||||
178,866,190 | ||||||
HEALTH CARE TECHNOLOGY — 1.3% | ||||||
Allscripts Healthcare Solutions, Inc. (a)
|
520,261 | 9,598,815 | ||||
Computer Programs & Systems, Inc. (a)
|
62,968 | 1,844,962 | ||||
HealthStream, Inc. (a)
|
110,820 | 2,921,215 | ||||
NextGen Healthcare, Inc. (a)
|
244,074 | 4,342,077 | ||||
Omnicell, Inc. (a)
|
188,087 | 33,938,418 | ||||
OptimizeRx Corp. (a) (b)
|
75,897 | 4,713,963 | ||||
Simulations Plus, Inc. (b)
|
67,550 | 3,195,115 | ||||
Tabula Rasa HealthCare, Inc. (a)
|
99,205 | 1,488,075 | ||||
62,042,640 | ||||||
HOTELS, RESTAURANTS & LEISURE — 1.4% | ||||||
BJ's Restaurants, Inc. (a)
|
101,964 | 3,522,856 | ||||
Bloomin' Brands, Inc. (a)
|
343,256 | 7,201,511 | ||||
Brinker International, Inc. (a)
|
192,053 | 7,027,219 | ||||
Cheesecake Factory, Inc. (a)
|
209,529 | 8,203,060 | ||||
Chuy's Holdings, Inc. (a)
|
87,503 | 2,635,590 | ||||
Dave & Buster's Entertainment, Inc. (a)
|
166,321 | 6,386,727 | ||||
Dine Brands Global, Inc.
|
73,999 | 5,609,864 | ||||
El Pollo Loco Holdings, Inc. (a)
|
84,256 | 1,195,593 | ||||
Fiesta Restaurant Group, Inc. (a)
|
78,473 | 863,988 | ||||
Monarch Casino & Resort, Inc. (a)
|
56,825 | 4,202,209 | ||||
Red Robin Gourmet Burgers, Inc. (a)
|
69,083 | 1,141,942 | ||||
Ruth's Hospitality Group, Inc. (a)
|
139,978 | 2,785,562 | ||||
Shake Shack, Inc. Class A (a) (b)
|
166,471 | 12,012,547 | ||||
62,788,668 | ||||||
HOUSEHOLD DURABLES — 2.4% | ||||||
Cavco Industries, Inc. (a)
|
36,297 | 11,529,742 | ||||
Century Communities, Inc.
|
126,181 | 10,320,344 | ||||
Ethan Allen Interiors, Inc.
|
95,930 | 2,522,000 | ||||
Installed Building Products, Inc.
|
99,904 | 13,958,587 | ||||
iRobot Corp. (a)
|
114,132 | 7,519,016 | ||||
La-Z-Boy, Inc.
|
187,473 | 6,807,145 | ||||
LGI Homes, Inc. (a)
|
90,949 | 14,049,802 | ||||
M/I Homes, Inc. (a)
|
123,206 | 7,660,949 | ||||
MDC Holdings, Inc.
|
240,681 | 13,437,220 | ||||
Meritage Homes Corp. (a)
|
159,131 | 19,423,530 | ||||
Tupperware Brands Corp. (a)
|
203,369 | 3,109,512 | ||||
Universal Electronics, Inc. (a)
|
57,506 | 2,343,369 | ||||
112,681,216 |
Security Description | Shares | Value | ||||
HOUSEHOLD PRODUCTS — 0.5% | ||||||
Central Garden & Pet Co. (a) (b)
|
42,091 | $ 2,215,249 | ||||
Central Garden & Pet Co. Class A (a)
|
173,413 | 8,297,812 | ||||
WD-40 Co. (b)
|
58,346 | 14,273,766 | ||||
24,786,827 | ||||||
INSURANCE — 2.7% | ||||||
Ambac Financial Group, Inc. (a)
|
201,664 | 3,236,707 | ||||
American Equity Investment Life Holding Co.
|
350,428 | 13,638,658 | ||||
AMERISAFE, Inc.
|
84,220 | 4,533,563 | ||||
Assured Guaranty, Ltd.
|
297,306 | 14,924,761 | ||||
eHealth, Inc. (a)
|
101,845 | 2,597,047 | ||||
Employers Holdings, Inc.
|
117,731 | 4,871,709 | ||||
Genworth Financial, Inc. Class A (a)
|
2,189,592 | 8,867,848 | ||||
HCI Group, Inc.
|
33,265 | 2,778,958 | ||||
Horace Mann Educators Corp.
|
178,827 | 6,920,605 | ||||
James River Group Holdings, Ltd.
|
162,285 | 4,675,431 | ||||
Palomar Holdings, Inc. (a)
|
104,113 | 6,743,399 | ||||
ProAssurance Corp.
|
227,763 | 5,762,404 | ||||
Safety Insurance Group, Inc.
|
59,905 | 5,093,722 | ||||
Selectquote, Inc. (a)
|
536,137 | 4,857,401 | ||||
SiriusPoint, Ltd. (a)
|
378,668 | 3,078,571 | ||||
Stewart Information Services Corp.
|
116,043 | 9,252,108 | ||||
Trupanion, Inc. (a)
|
146,276 | 19,312,820 | ||||
United Fire Group, Inc.
|
94,482 | 2,191,038 | ||||
Universal Insurance Holdings, Inc.
|
123,686 | 2,102,662 | ||||
125,439,412 | ||||||
INTERACTIVE MEDIA & SERVICES — 0.2% | ||||||
Actua Corp. (a)
|
2,667 | 133 | ||||
Cars.com, Inc. (a)
|
281,850 | 4,534,966 | ||||
QuinStreet, Inc. (a)
|
215,050 | 3,911,760 | ||||
8,446,859 | ||||||
INTERNET & DIRECT MARKETING RETAIL — 0.3% | ||||||
Liquidity Services, Inc. (a)
|
115,945 | 2,560,066 | ||||
PetMed Express, Inc. (b)
|
88,983 | 2,247,710 | ||||
Shutterstock, Inc.
|
99,369 | 11,018,035 | ||||
15,825,811 | ||||||
IT SERVICES — 1.6% | ||||||
CSG Systems International, Inc.
|
138,359 | 7,972,246 | ||||
EVERTEC, Inc.
|
254,072 | 12,698,519 | ||||
ExlService Holdings, Inc. (a)
|
142,076 | 20,568,342 | ||||
Perficient, Inc. (a)
|
140,374 | 18,148,954 | ||||
TTEC Holdings, Inc.
|
77,432 | 7,011,468 | ||||
Unisys Corp. (a)
|
283,272 | 5,826,905 | ||||
72,226,434 | ||||||
LEISURE EQUIPMENT & PRODUCTS — 0.4% | ||||||
ESC Diamond Resorts, Inc. (d)
|
270 | — |
Security Description | Shares | Value | ||||
Sturm Ruger & Co., Inc.
|
74,095 | $ 5,039,942 | ||||
Vista Outdoor, Inc. (a)
|
243,297 | 11,208,693 | ||||
16,248,635 | ||||||
LIFE SCIENCES TOOLS & SERVICES — 0.4% | ||||||
NeoGenomics, Inc. (a)
|
524,815 | 17,906,688 | ||||
MACHINERY — 5.7% | ||||||
Alamo Group, Inc.
|
42,683 | 6,282,084 | ||||
Albany International Corp. Class A
|
137,703 | 12,179,830 | ||||
Astec Industries, Inc.
|
96,237 | 6,666,337 | ||||
Barnes Group, Inc.
|
201,049 | 9,366,873 | ||||
Chart Industries, Inc. (a)
|
152,104 | 24,259,067 | ||||
CIRCOR International, Inc. (a)
|
88,938 | 2,417,335 | ||||
Enerpac Tool Group Corp.
|
254,423 | 5,159,698 | ||||
EnPro Industries, Inc.
|
87,482 | 9,629,144 | ||||
ESCO Technologies, Inc.
|
110,716 | 9,963,333 | ||||
Federal Signal Corp.
|
259,671 | 11,254,141 | ||||
Franklin Electric Co., Inc.
|
166,196 | 15,715,494 | ||||
Greenbrier Cos., Inc.
|
139,892 | 6,419,644 | ||||
Hillenbrand, Inc.
|
311,170 | 16,177,728 | ||||
John Bean Technologies Corp.
|
135,564 | 20,817,208 | ||||
Lindsay Corp.
|
47,129 | 7,163,608 | ||||
Meritor, Inc. (a)
|
302,881 | 7,505,391 | ||||
Mueller Industries, Inc.
|
246,885 | 14,655,094 | ||||
Proto Labs, Inc. (a)
|
119,655 | 6,144,284 | ||||
SPX Corp. (a)
|
195,702 | 11,679,495 | ||||
SPX FLOW, Inc.
|
180,539 | 15,613,013 | ||||
Standex International Corp.
|
51,504 | 5,699,433 | ||||
Tennant Co.
|
78,284 | 6,344,135 | ||||
Titan International, Inc. (a) (b)
|
220,374 | 2,415,299 | ||||
Wabash National Corp.
|
207,095 | 4,042,494 | ||||
Watts Water Technologies, Inc. Class A
|
117,603 | 22,834,975 | ||||
260,405,137 | ||||||
MARINE — 0.3% | ||||||
Matson, Inc.
|
179,082 | 16,122,752 | ||||
MEDIA — 0.7% | ||||||
AMC Networks, Inc. Class A (a) (b)
|
126,010 | 4,339,784 | ||||
EW Scripps Co. Class A
|
248,484 | 4,808,165 | ||||
Gannett Co., Inc. (a)
|
615,700 | 3,281,681 | ||||
Loyalty Ventures, Inc. (a)
|
86,507 | 2,601,266 | ||||
Scholastic Corp.
|
131,745 | 5,264,530 | ||||
TechTarget, Inc. (a)
|
109,428 | 10,467,883 | ||||
Thryv Holdings, Inc. (a)
|
73,035 | 3,003,930 | ||||
33,767,239 | ||||||
METALS & MINING — 1.3% | ||||||
Allegheny Technologies, Inc. (a)
|
549,424 | 8,752,324 | ||||
Arconic Corp. (a) (b)
|
453,445 | 14,968,219 | ||||
Carpenter Technology Corp.
|
208,678 | 6,091,311 | ||||
Century Aluminum Co. (a)
|
220,776 | 3,656,051 | ||||
Ferroglobe Representation & Warranty
Insurance Trust (a) (d)
|
5,429 | — |
Security Description | Shares | Value | ||||
Haynes International, Inc. (b)
|
55,411 | $ 2,234,726 | ||||
Kaiser Aluminum Corp.
|
68,471 | 6,432,166 | ||||
Materion Corp.
|
88,143 | 8,103,867 | ||||
Olympic Steel, Inc.
|
40,348 | 948,178 | ||||
SunCoke Energy, Inc.
|
363,577 | 2,395,972 | ||||
TimkenSteel Corp. (a)
|
179,346 | 2,959,209 | ||||
Warrior Met Coal, Inc.
|
216,428 | 5,564,364 | ||||
62,106,387 | ||||||
MORTGAGE REAL ESTATE INVESTMENT TRUST (REITS) — 1.3% | ||||||
Apollo Commercial Real Estate Finance, Inc.
REIT
|
556,731 | 7,326,580 | ||||
ARMOUR Residential REIT, Inc. (b)
|
382,938 | 3,756,622 | ||||
Ellington Financial, Inc. REIT
|
228,446 | 3,904,142 | ||||
Franklin BSP Realty Trust, Inc.
|
182,623 | 2,728,388 | ||||
Granite Point Mortgage Trust, Inc. REIT
|
222,813 | 2,609,140 | ||||
Invesco Mortgage Capital, Inc. REIT (b)
|
1,331,134 | 3,700,552 | ||||
KKR Real Estate Finance Trust, Inc. REIT
|
186,000 | 3,874,380 | ||||
New York Mortgage Trust, Inc. REIT
|
1,634,900 | 6,081,828 | ||||
PennyMac Mortgage Investment Trust REIT (b)
|
410,618 | 7,116,010 | ||||
Ready Capital Corp. REIT
|
244,739 | 3,825,271 | ||||
Redwood Trust, Inc. REIT
|
492,203 | 6,492,158 | ||||
Two Harbors Investment Corp. REIT
|
1,458,534 | 8,415,741 | ||||
59,830,812 | ||||||
MULTI-UTILITIES — 0.3% | ||||||
Avista Corp.
|
301,998 | 12,831,895 | ||||
Unitil Corp.
|
69,384 | 3,190,970 | ||||
16,022,865 | ||||||
MULTILINE RETAIL — 0.1% | ||||||
Big Lots, Inc.
|
137,373 | 6,188,654 | ||||
OIL, GAS & CONSUMABLE FUELS — 3.6% | ||||||
Callon Petroleum Co. (a)
|
201,540 | 9,522,765 | ||||
Civitas Resources, Inc.
|
307,084 | 15,037,903 | ||||
CONSOL Energy, Inc. (a)
|
138,573 | 3,146,993 | ||||
Dorian LPG, Ltd.
|
118,119 | 1,498,930 | ||||
Green Plains, Inc. (a) (b)
|
231,739 | 8,055,248 | ||||
Laredo Petroleum, Inc. (a) (b)
|
61,267 | 3,683,985 | ||||
Matador Resources Co.
|
470,199 | 17,359,747 | ||||
Par Pacific Holdings, Inc. (a)
|
199,932 | 3,296,879 | ||||
PBF Energy, Inc. Class A (a)
|
409,524 | 5,311,526 | ||||
PDC Energy, Inc.
|
415,386 | 20,262,529 | ||||
Range Resources Corp. (a)
|
1,065,556 | 18,998,863 | ||||
Ranger Oil Corp. Class A (a)
|
86,992 | 2,341,825 | ||||
Renewable Energy Group, Inc. (a) (b)
|
217,109 | 9,214,106 | ||||
REX American Resources Corp. (a)
|
23,008 | 2,208,768 | ||||
SM Energy Co.
|
517,336 | 15,251,065 |
Security Description | Shares | Value | ||||
Southwestern Energy Co. (a) (b)
|
4,329,757 | $ 20,176,668 | ||||
Talos Energy, Inc. (a)
|
176,799 | 1,732,630 | ||||
World Fuel Services Corp.
|
267,192 | 7,072,572 | ||||
164,173,002 | ||||||
PAPER & FOREST PRODUCTS — 0.4% | ||||||
Clearwater Paper Corp. (a)
|
72,831 | 2,670,713 | ||||
Glatfelter Corp.
|
194,950 | 3,353,140 | ||||
Mercer International, Inc.
|
173,049 | 2,074,858 | ||||
Neenah, Inc.
|
69,844 | 3,232,380 | ||||
Schweitzer-Mauduit International, Inc.
|
137,061 | 4,098,124 | ||||
Sylvamo Corp. (a)
|
153,132 | 4,270,851 | ||||
19,700,066 | ||||||
PERSONAL PRODUCTS — 0.9% | ||||||
Edgewell Personal Care Co.
|
230,948 | 10,556,633 | ||||
elf Beauty, Inc. (a)
|
205,847 | 6,836,179 | ||||
Inter Parfums, Inc.
|
75,233 | 8,042,408 | ||||
Medifast, Inc.
|
49,389 | 10,343,538 | ||||
USANA Health Sciences, Inc. (a)
|
50,763 | 5,137,216 | ||||
40,915,974 | ||||||
PHARMACEUTICALS — 1.6% | ||||||
Amphastar Pharmaceuticals, Inc. (a)
|
161,107 | 3,752,182 | ||||
ANI Pharmaceuticals, Inc. (a)
|
46,179 | 2,127,928 | ||||
Cara Therapeutics, Inc. (a)
|
180,285 | 2,195,871 | ||||
Collegium Pharmaceutical, Inc. (a)
|
143,382 | 2,678,376 | ||||
Corcept Therapeutics, Inc. (a)
|
405,658 | 8,032,028 | ||||
Elanco Animal Health, Inc. (a) (d)
|
34,895 | — | ||||
Endo International PLC (a)
|
1,014,912 | 3,816,069 | ||||
Harmony Biosciences Holdings, Inc. (a)
|
96,396 | 4,110,326 | ||||
Innoviva, Inc. (a)
|
262,884 | 4,534,749 | ||||
Nektar Therapeutics (a)
|
784,156 | 10,593,948 | ||||
Pacira BioSciences, Inc. (a) (b)
|
191,922 | 11,547,947 | ||||
Phibro Animal Health Corp. Class A
|
88,869 | 1,814,705 | ||||
Prestige Consumer Healthcare, Inc. (a)
|
213,196 | 12,930,337 | ||||
Supernus Pharmaceuticals, Inc. (a)
|
224,738 | 6,553,360 | ||||
74,687,826 | ||||||
PROFESSIONAL SERVICES — 1.5% | ||||||
Exponent, Inc.
|
222,525 | 25,975,343 | ||||
Forrester Research, Inc. (a)
|
48,865 | 2,869,842 | ||||
Heidrick & Struggles International,
Inc.
|
85,306 | 3,730,431 | ||||
Kelly Services, Inc. Class A
|
155,291 | 2,604,230 | ||||
Korn Ferry
|
232,360 | 17,596,623 | ||||
ManTech International Corp. Class A
|
116,823 | 8,519,901 |
Security Description | Shares | Value | ||||
Resources Connection, Inc.
|
135,794 | $ 2,422,565 | ||||
TrueBlue, Inc. (a)
|
152,534 | 4,220,616 | ||||
67,939,551 | ||||||
REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.6% | ||||||
Douglas Elliman, Inc.
|
277,312 | 3,189,088 | ||||
Marcus & Millichap, Inc. (a)
|
105,239 | 5,415,599 | ||||
RE/MAX Holdings, Inc. Class A
|
82,597 | 2,518,383 | ||||
Realogy Holdings Corp. (a)
|
502,937 | 8,454,371 | ||||
St. Joe Co.
|
142,424 | 7,413,169 | ||||
26,990,610 | ||||||
ROAD & RAIL — 0.5% | ||||||
ArcBest Corp.
|
108,702 | 13,027,935 | ||||
Heartland Express, Inc.
|
203,927 | 3,430,052 | ||||
Marten Transport, Ltd.
|
257,587 | 4,420,193 | ||||
20,878,180 | ||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 3.7% | ||||||
Axcelis Technologies, Inc. (a)
|
141,314 | 10,536,372 | ||||
CEVA, Inc. (a)
|
100,072 | 4,327,113 | ||||
Cohu, Inc. (a)
|
206,221 | 7,854,958 | ||||
Diodes, Inc. (a)
|
192,013 | 21,084,948 | ||||
FormFactor, Inc. (a)
|
336,912 | 15,403,617 | ||||
Ichor Holdings, Ltd. (a)
|
119,636 | 5,506,845 | ||||
Kulicke & Soffa Industries, Inc. (b)
|
263,913 | 15,977,293 | ||||
MaxLinear, Inc. (a)
|
301,218 | 22,708,825 | ||||
Onto Innovation, Inc. (a)
|
210,172 | 21,275,712 | ||||
PDF Solutions, Inc. (a)
|
129,765 | 4,125,229 | ||||
Photronics, Inc. (a)
|
256,973 | 4,843,941 | ||||
Rambus, Inc. (a)
|
465,433 | 13,679,076 | ||||
SMART Global Holdings, Inc. (a)
|
99,473 | 7,061,588 | ||||
Ultra Clean Holdings, Inc. (a)
|
192,978 | 11,069,218 | ||||
Veeco Instruments, Inc. (a)
|
218,818 | 6,229,748 | ||||
171,684,483 | ||||||
SOFTWARE — 2.8% | ||||||
8x8, Inc. (a)
|
484,482 | 8,119,918 | ||||
Agilysys, Inc. (a)
|
83,693 | 3,720,991 | ||||
Alarm.com Holdings, Inc. (a)
|
196,212 | 16,640,740 | ||||
Bottomline Technologies DE, Inc. (a)
|
163,894 | 9,255,094 | ||||
Consensus Cloud Solutions, Inc. (a)
|
69,661 | 4,031,282 | ||||
Ebix, Inc. (b)
|
103,000 | 3,131,200 | ||||
InterDigital, Inc.
|
132,501 | 9,491,047 | ||||
LivePerson, Inc. (a) (b)
|
280,218 | 10,009,387 | ||||
OneSpan, Inc. (a)
|
148,932 | 2,521,419 | ||||
Progress Software Corp.
|
188,906 | 9,118,493 | ||||
SPS Commerce, Inc. (a)
|
153,493 | 21,849,728 | ||||
Vonage Holdings Corp. (a)
|
1,077,524 | 22,401,724 | ||||
Xperi Holding Corp.
|
443,308 | 8,382,954 | ||||
128,673,977 |
Security Description | Shares | Value | ||||
SPECIALTY RETAIL — 4.2% | ||||||
Aaron's Co., Inc.
|
136,726 | $ 3,370,296 | ||||
Abercrombie & Fitch Co. Class A (a)
|
250,522 | 8,725,681 | ||||
America's Car-Mart, Inc. (a)
|
25,248 | 2,585,395 | ||||
Asbury Automotive Group, Inc. (a)
|
98,233 | 16,967,786 | ||||
Barnes & Noble Education, Inc. (a)
|
155,453 | 1,058,635 | ||||
Bed Bath & Beyond, Inc. (a)
|
427,325 | 6,230,399 | ||||
Boot Barn Holdings, Inc. (a)
|
126,095 | 15,515,990 | ||||
Buckle, Inc. (b)
|
126,709 | 5,361,058 | ||||
Caleres, Inc.
|
167,005 | 3,787,673 | ||||
Cato Corp. Class A
|
83,941 | 1,440,428 | ||||
Chico's FAS, Inc. (a)
|
533,513 | 2,870,300 | ||||
Children's Place, Inc. (a)
|
60,257 | 4,777,778 | ||||
Conn's, Inc. (a)
|
83,737 | 1,969,494 | ||||
Designer Brands, Inc. Class A (a) (b)
|
267,185 | 3,796,699 | ||||
Genesco, Inc. (a)
|
61,343 | 3,936,380 | ||||
Group 1 Automotive, Inc.
|
77,154 | 15,062,004 | ||||
Guess?, Inc. (b)
|
167,933 | 3,976,653 | ||||
Haverty Furniture Cos., Inc.
|
61,021 | 1,865,412 | ||||
Hibbett, Inc.
|
64,958 | 4,672,429 | ||||
Lumber Liquidators Holdings, Inc. (a)
|
126,755 | 2,163,708 | ||||
MarineMax, Inc. (a)
|
94,000 | 5,549,760 | ||||
Monro, Inc.
|
144,625 | 8,427,299 | ||||
ODP Corp. (a)
|
194,237 | 7,629,629 | ||||
Rent-A-Center, Inc.
|
257,283 | 12,359,875 | ||||
Sally Beauty Holdings, Inc. (a)
|
487,953 | 9,007,612 | ||||
Shoe Carnival, Inc.
|
75,614 | 2,954,995 | ||||
Signet Jewelers, Ltd.
|
227,784 | 19,824,042 | ||||
Sleep Number Corp. (a)
|
95,829 | 7,340,501 | ||||
Sonic Automotive, Inc. Class A (b)
|
87,115 | 4,307,837 | ||||
Zumiez, Inc. (a)
|
92,854 | 4,456,063 | ||||
191,991,811 | ||||||
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 0.3% | ||||||
3D Systems Corp. (a) (b)
|
541,407 | 11,661,907 | ||||
Diebold Nixdorf, Inc. (a)
|
314,255 | 2,844,008 | ||||
14,505,915 | ||||||
TEXTILES, APPAREL & LUXURY GOODS — 1.2% | ||||||
Fossil Group, Inc. (a)
|
207,316 | 2,133,282 | ||||
G-III Apparel Group, Ltd. (a)
|
189,702 | 5,243,363 | ||||
Kontoor Brands, Inc. (b)
|
202,174 | 10,361,417 | ||||
Movado Group, Inc.
|
71,710 | 2,999,629 | ||||
Oxford Industries, Inc.
|
68,563 | 6,960,516 | ||||
Steven Madden, Ltd.
|
325,865 | 15,142,947 | ||||
Unifi, Inc. (a)
|
59,773 | 1,383,745 | ||||
Vera Bradley, Inc. (a)
|
111,726 | 950,788 | ||||
Wolverine World Wide, Inc.
|
355,090 | 10,230,143 | ||||
55,405,830 |
Security Description | Shares | Value | ||||
THRIFTS & MORTGAGE FINANCE — 2.3% | ||||||
Axos Financial, Inc. (a)
|
230,663 | $ 12,896,368 | ||||
Capitol Federal Financial, Inc.
|
545,377 | 6,179,122 | ||||
Flagstar Bancorp, Inc.
|
224,558 | 10,765,311 | ||||
Mr Cooper Group, Inc. (a)
|
319,718 | 13,303,466 | ||||
NMI Holdings, Inc. Class A (a)
|
363,112 | 7,933,997 | ||||
Northfield Bancorp, Inc.
|
181,532 | 2,933,557 | ||||
Northwest Bancshares, Inc.
|
547,136 | 7,747,446 | ||||
Provident Financial Services, Inc.
|
327,138 | 7,923,282 | ||||
TrustCo Bank Corp.
|
84,583 | 2,817,460 | ||||
Walker & Dunlop, Inc.
|
126,618 | 19,104,124 | ||||
WSFS Financial Corp.
|
279,220 | 13,994,506 | ||||
105,598,639 | ||||||
TOBACCO — 0.3% | ||||||
Universal Corp.
|
103,799 | 5,700,641 | ||||
Vector Group, Ltd.
|
555,168 | 6,373,329 | ||||
12,073,970 | ||||||
TRADING COMPANIES & DISTRIBUTORS — 1.2% | ||||||
Applied Industrial Technologies, Inc.
|
163,946 | 16,837,254 | ||||
Boise Cascade Co.
|
167,199 | 11,904,569 | ||||
DXP Enterprises, Inc. (a)
|
69,797 | 1,791,689 | ||||
GMS, Inc. (a)
|
186,006 | 11,180,821 | ||||
NOW, Inc. (a)
|
481,200 | 4,109,448 | ||||
Veritiv Corp. (a)
|
58,616 | 7,184,563 | ||||
53,008,344 | ||||||
WATER UTILITIES — 0.9% | ||||||
American States Water Co.
|
157,422 | 16,283,732 | ||||
California Water Service Group
|
223,028 | 16,026,792 | ||||
Middlesex Water Co.
|
74,112 | 8,915,673 | ||||
41,226,197 | ||||||
WIRELESS TELECOMMUNICATION SERVICES — 0.3% | ||||||
Shenandoah Telecommunications Co.
|
210,798 | 5,375,349 | ||||
Telephone & Data Systems, Inc.
|
418,936 | 8,441,560 | ||||
13,816,909 | ||||||
TOTAL COMMON STOCKS (Cost
$3,853,529,366)
|
4,600,687,934 | |||||
RIGHTS — 0.0% (e) | ||||||
BIOTECHNOLOGY — 0.0% (e) | ||||||
Alder Biopharmaceuticals, Inc. (CVR) (a)
|
9,352 | 8,230 | ||||
Tobira Therapeutics, Inc. (CVR)
|
740 | 10,486 | ||||
18,716 | ||||||
MEDIA — 0.0% (e) | ||||||
Media General, Inc. (CVR) (a)
|
10,713 | 1,071 | ||||
TOTAL RIGHTS (Cost
$8,274)
|
19,787 |
Security Description | Shares | Value | ||||
WARRANTS — 0.0% (e) | ||||||
OIL, GAS & CONSUMABLE FUELS — 0.0% (e) | ||||||
Battalion Oil Corp. (expiring 10/08/22) (a)
(b)
|
4,928 | $ — | ||||
TOTAL WARRANTS (Cost
$0)
|
— | |||||
SHORT-TERM INVESTMENTS — 1.9% | ||||||
State Street Institutional Liquid Reserves Fund,
Premier Class 0.04% (f) (g)
|
6,841,608 | 6,842,292 | ||||
State Street Navigator Securities Lending
Portfolio II (h) (i)
|
81,138,213 | 81,138,213 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$87,980,505)
|
87,980,505 | |||||
TOTAL INVESTMENTS — 101.7% (Cost
$3,941,518,145)
|
4,688,688,226 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (1.7)%
|
(80,082,131) | |||||
NET ASSETS — 100.0%
|
$ 4,608,606,095 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | Reflects separate holdings of the issuer's common stock traded on different securities exchanges. |
(d) | Fair valued as determined in good faith by the Trust's Oversight Committee in accordance with policy and procedures approved by the Board of Trustees. Security value is determined based on Level 3 inputs. As of December 31, 2021, total aggregate fair value of the securities is $0, representing 0.00% of the Fund's net assets. |
(e) | Amount is less than 0.05% of net assets. |
(f) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(g) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(h) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(i) | Investment of cash collateral for securities loaned. |
CVR | Contingent Value Rights |
REIT | Real Estate Investment Trust |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-Mini Russell 2000 Index (long) | 29 | 03/18/2022 | $3,203,480 | $3,252,060 | $48,580 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$4,600,687,801 | $ 133 | $ 0(a) | $4,600,687,934 | ||||
Rights
|
— | 19,787 | — | 19,787 | ||||
Warrants
|
— | 0(b) | — | 0 | ||||
Short-Term Investments
|
87,980,505 | — | — | 87,980,505 | ||||
TOTAL INVESTMENTS
|
$4,688,668,306 | $19,920 | $ 0 | $4,688,688,226 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(c)
|
48,580 | — | — | 48,580 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 48,580 | $ — | $— | $ 48,580 | ||||
TOTAL INVESTMENTS AND OTHER FINANCIAL
INSTRUMENTS
|
$4,688,716,886 | $19,920 | $— | $4,688,736,806 |
(a) | The Fund held Level 3 securities that were valued at $0 at December 31, 2021. |
(b) | The Fund held Level 2 securities that were valued at $0 at December 31, 2021. |
(c) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
894,441 | $ 894,709 | $ 95,452,932 | $ 89,505,003 | $(346) | $— | 6,841,608 | $ 6,842,292 | $ 597 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
115,061,959 | 115,061,959 | 171,802,237 | 205,725,983 | — | — | 81,138,213 | 81,138,213 | 156,839 | ||||||||
Total
|
$115,956,668 | $267,255,169 | $295,230,986 | $(346) | $— | $87,980,505 | $157,436 |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.9% | ||||||
AEROSPACE & DEFENSE — 1.3% | ||||||
AAR Corp. (a)
|
4,928 | $ 192,340 | ||||
Aerojet Rocketdyne Holdings, Inc.
|
10,148 | 474,521 | ||||
AeroVironment, Inc. (a)
|
2,634 | 163,387 | ||||
Axon Enterprise, Inc. (a)
|
8,854 | 1,390,078 | ||||
Boeing Co. (a)
|
76,460 | 15,392,927 | ||||
Curtiss-Wright Corp.
|
6,032 | 836,457 | ||||
General Dynamics Corp.
|
32,146 | 6,701,477 | ||||
Hexcel Corp. (a)
|
11,910 | 616,938 | ||||
Howmet Aerospace, Inc.
|
55,005 | 1,750,809 | ||||
Huntington Ingalls Industries, Inc.
|
5,815 | 1,085,893 | ||||
Kaman Corp.
|
3,874 | 167,163 | ||||
L3Harris Technologies, Inc.
|
27,917 | 5,953,021 | ||||
Lockheed Martin Corp.
|
34,019 | 12,090,693 | ||||
Mercury Systems, Inc. (a)
|
7,441 | 409,702 | ||||
Moog, Inc. Class A
|
4,100 | 331,977 | ||||
National Presto Industries, Inc.
|
108 | 8,859 | ||||
Northrop Grumman Corp.
|
20,313 | 7,862,553 | ||||
Park Aerospace Corp. (b)
|
2,562 | 33,818 | ||||
Raytheon Technologies Corp.
|
208,382 | 17,933,355 | ||||
Textron, Inc.
|
32,164 | 2,483,061 | ||||
TransDigm Group, Inc. (a)
|
7,364 | 4,685,566 | ||||
Triumph Group, Inc. (a)
|
9,408 | 174,330 | ||||
80,738,925 | ||||||
AIR FREIGHT & LOGISTICS — 0.6% | ||||||
Atlas Air Worldwide Holdings, Inc. (a)
|
4,188 | 394,174 | ||||
C.H. Robinson Worldwide, Inc.
|
19,152 | 2,061,330 | ||||
Expeditors International of Washington,
Inc.
|
23,714 | 3,184,553 | ||||
FedEx Corp.
|
33,474 | 8,657,715 | ||||
Forward Air Corp.
|
3,978 | 481,696 | ||||
GXO Logistics, Inc. (a)
|
13,017 | 1,182,334 | ||||
Hub Group, Inc. Class A (a)
|
4,728 | 398,287 | ||||
United Parcel Service, Inc. Class B
|
100,487 | 21,538,384 | ||||
37,898,473 | ||||||
AIRLINES — 0.2% | ||||||
Alaska Air Group, Inc. (a)
|
17,445 | 908,884 | ||||
Allegiant Travel Co. (a)
|
1,864 | 348,643 | ||||
American Airlines Group, Inc. (a)
|
85,237 | 1,530,856 | ||||
Delta Air Lines, Inc. (a)
|
88,383 | 3,454,008 | ||||
Hawaiian Holdings, Inc. (a) (b)
|
5,986 | 109,963 | ||||
JetBlue Airways Corp. (a)
|
41,689 | 593,651 | ||||
SkyWest, Inc. (a)
|
7,159 | 281,349 | ||||
Southwest Airlines Co. (a)
|
80,266 | 3,438,595 | ||||
United Airlines Holdings, Inc. (a)
|
41,579 | 1,820,329 | ||||
12,486,278 | ||||||
AUTO COMPONENTS — 0.3% | ||||||
Adient PLC (a)
|
12,432 | 595,244 |
Security Description | Shares | Value | ||||
American Axle & Manufacturing Holdings, Inc.
(a) (b)
|
12,451 | $ 116,168 | ||||
Aptiv PLC (a)
|
36,850 | 6,078,407 | ||||
BorgWarner, Inc.
|
33,740 | 1,520,662 | ||||
Cooper-Standard Holdings, Inc. (a)
|
2,450 | 54,905 | ||||
Dana, Inc.
|
21,488 | 490,356 | ||||
Dorman Products, Inc. (a)
|
4,126 | 466,279 | ||||
Fox Factory Holding Corp. (a)
|
4,943 | 840,804 | ||||
Gentex Corp.
|
34,440 | 1,200,234 | ||||
Gentherm, Inc. (a)
|
4,559 | 396,177 | ||||
Goodyear Tire & Rubber Co. (a)
|
39,005 | 831,587 | ||||
LCI Industries (b)
|
3,670 | 572,043 | ||||
Lear Corp. (b)
|
7,750 | 1,417,863 | ||||
Motorcar Parts of America, Inc. (a)
|
1,019 | 17,394 | ||||
Patrick Industries, Inc.
|
2,795 | 225,529 | ||||
Standard Motor Products, Inc.
|
2,232 | 116,934 | ||||
Visteon Corp. (a)
|
3,961 | 440,226 | ||||
15,380,812 | ||||||
AUTOMOBILES — 2.4% | ||||||
Ford Motor Co.
|
540,861 | 11,233,683 | ||||
General Motors Co. (a)
|
200,260 | 11,741,244 | ||||
Harley-Davidson, Inc.
|
21,556 | 812,446 | ||||
Tesla, Inc. (a)
|
111,888 | 118,241,000 | ||||
Thor Industries, Inc. (b)
|
7,347 | 762,398 | ||||
Winnebago Industries, Inc. (b)
|
4,703 | 352,349 | ||||
143,143,120 | ||||||
BANKS — 4.2% | ||||||
Allegiance Bancshares, Inc. (b)
|
2,273 | 95,943 | ||||
Ameris Bancorp
|
7,705 | 382,784 | ||||
Associated Banc-Corp.
|
22,384 | 505,655 | ||||
Banc of California, Inc.
|
7,183 | 140,930 | ||||
BancFirst Corp. (b)
|
2,522 | 177,952 | ||||
Bancorp, Inc. (a)
|
7,114 | 180,055 | ||||
Bank of America Corp.
|
994,301 | 44,236,452 | ||||
Bank of Hawaii Corp.
|
5,716 | 478,772 | ||||
Bank OZK
|
17,024 | 792,127 | ||||
BankUnited, Inc.
|
12,968 | 548,676 | ||||
Banner Corp.
|
4,476 | 271,559 | ||||
Berkshire Hills Bancorp, Inc.
|
6,277 | 178,455 | ||||
Brookline Bancorp, Inc.
|
11,939 | 193,292 | ||||
Cadence Bank
|
24,000 | 714,960 | ||||
Cathay General Bancorp
|
10,415 | 447,741 | ||||
Central Pacific Financial Corp.
|
4,770 | 134,371 | ||||
CIT Group, Inc.
|
14,659 | 752,593 | ||||
Citigroup, Inc.
|
272,709 | 16,468,897 | ||||
Citizens Financial Group, Inc.
|
59,081 | 2,791,577 | ||||
City Holding Co.
|
2,411 | 197,196 | ||||
Columbia Banking System, Inc.
|
7,969 | 260,746 | ||||
Comerica, Inc.
|
19,514 | 1,697,718 | ||||
Commerce Bancshares, Inc.
|
15,596 | 1,072,069 | ||||
Community Bank System, Inc.
|
7,332 | 546,087 | ||||
Cullen/Frost Bankers, Inc.
|
8,070 | 1,017,385 | ||||
Customers Bancorp, Inc. (a)
|
4,831 | 315,802 |
Security Description | Shares | Value | |||
CVB Financial Corp.
|
17,054 | $ 365,126 | |||
Dime Community Bancshares, Inc.
|
4,723 | 166,061 | |||
Eagle Bancorp, Inc.
|
4,932 | 287,733 | |||
East West Bancorp, Inc.
|
19,912 | 1,566,676 | |||
FB Financial Corp.
|
2,573 | 112,749 | |||
Fifth Third Bancorp
|
98,484 | 4,288,978 | |||
First BanCorp (c)
|
30,830 | 424,837 | |||
First BanCorp (c)
|
660 | 30,175 | |||
First Commonwealth Financial Corp.
|
14,297 | 230,039 | |||
First Financial Bancorp
|
12,408 | 302,507 | |||
First Financial Bankshares, Inc. (b)
|
19,594 | 996,159 | |||
First Hawaiian, Inc. (b)
|
18,435 | 503,829 | |||
First Horizon Corp.
|
78,101 | 1,275,389 | |||
First Midwest Bancorp, Inc.
|
17,131 | 350,843 | |||
First Republic Bank
|
24,325 | 5,023,356 | |||
FNB Corp.
|
45,783 | 555,348 | |||
Fulton Financial Corp.
|
23,422 | 398,174 | |||
Glacier Bancorp, Inc.
|
12,329 | 699,054 | |||
Great Western Bancorp, Inc.
|
9,473 | 321,703 | |||
Hancock Whitney Corp.
|
12,830 | 641,757 | |||
Hanmi Financial Corp.
|
4,830 | 114,374 | |||
Heritage Financial Corp.
|
4,724 | 115,455 | |||
Hilltop Holdings, Inc.
|
8,928 | 313,730 | |||
Home BancShares, Inc.
|
21,657 | 527,348 | |||
HomeStreet, Inc.
|
3,689 | 191,828 | |||
Hope Bancorp, Inc.
|
19,106 | 281,049 | |||
Huntington Bancshares, Inc.
|
203,731 | 3,141,532 | |||
Independent Bank Corp.
|
5,042 | 411,074 | |||
Independent Bank Group, Inc. (b)
|
5,066 | 365,512 | |||
International Bancshares Corp.
|
7,575 | 321,104 | |||
Investors Bancorp, Inc.
|
31,445 | 476,392 | |||
JPMorgan Chase & Co.
|
408,356 | 64,663,173 | |||
KeyCorp.
|
134,984 | 3,122,180 | |||
Lakeland Financial Corp. (b)
|
3,474 | 278,406 | |||
M&T Bank Corp.
|
17,890 | 2,747,546 | |||
Meta Financial Group, Inc.
|
4,884 | 291,379 | |||
National Bank Holdings Corp. Class A
|
4,850 | 213,109 | |||
NBT Bancorp, Inc.
|
7,056 | 271,797 | |||
OFG Bancorp
|
6,691 | 177,713 | |||
Old National Bancorp (b)
|
20,228 | 366,531 | |||
Pacific Premier Bancorp, Inc.
|
13,900 | 556,417 | |||
PacWest Bancorp
|
17,016 | 768,613 | |||
Park National Corp. (b)
|
2,022 | 277,641 | |||
People's United Financial, Inc.
|
58,829 | 1,048,333 | |||
Pinnacle Financial Partners, Inc.
|
10,275 | 981,263 | |||
PNC Financial Services Group, Inc.
|
58,728 | 11,776,139 | |||
Preferred Bank
|
1,972 | 141,570 | |||
Prosperity Bancshares, Inc.
|
12,779 | 923,922 | |||
Regions Financial Corp.
|
135,213 | 2,947,643 | |||
Renasant Corp.
|
7,932 | 301,019 | |||
S&T Bancorp, Inc.
|
5,128 | 161,635 |
Security Description | Shares | Value | ||||
Seacoast Banking Corp. of Florida
|
5,160 | $ 182,612 | ||||
ServisFirst Bancshares, Inc. (b)
|
6,638 | 563,832 | ||||
Signature Bank
|
7,492 | 2,423,437 | ||||
Simmons First National Corp. Class A (b)
|
15,845 | 468,695 | ||||
Southside Bancshares, Inc.
|
4,700 | 196,554 | ||||
Sterling Bancorp
|
28,682 | 739,709 | ||||
SVB Financial Group (a)
|
8,267 | 5,607,010 | ||||
Synovus Financial Corp.
|
20,880 | 999,526 | ||||
Texas Capital Bancshares, Inc. (a)
|
7,148 | 430,667 | ||||
Tompkins Financial Corp.
|
1,694 | 141,585 | ||||
Triumph Bancorp, Inc. (a)
|
2,631 | 313,299 | ||||
Truist Financial Corp.
|
187,033 | 10,950,782 | ||||
Trustmark Corp.
|
9,409 | 305,416 | ||||
UMB Financial Corp.
|
4,825 | 511,981 | ||||
Umpqua Holdings Corp.
|
31,170 | 599,711 | ||||
United Bankshares, Inc.
|
15,254 | 553,415 | ||||
United Community Banks, Inc.
|
10,313 | 370,649 | ||||
US Bancorp
|
190,013 | 10,673,030 | ||||
Valley National Bancorp
|
54,521 | 749,664 | ||||
Veritex Holdings, Inc.
|
4,680 | 186,170 | ||||
Webster Financial Corp.
|
12,494 | 697,665 | ||||
Wells Fargo & Co.
|
549,604 | 26,370,000 | ||||
Westamerica BanCorp
|
2,832 | 163,491 | ||||
Wintrust Financial Corp.
|
7,584 | 688,779 | ||||
Zions Bancorp NA
|
22,653 | 1,430,764 | ||||
257,734,157 | ||||||
BEVERAGES — 1.3% | ||||||
Boston Beer Co., Inc. Class A (a)
|
1,298 | 655,620 | ||||
Brown-Forman Corp. Class B
|
25,681 | 1,871,118 | ||||
Celsius Holdings, Inc. (a) (b)
|
3,813 | 284,335 | ||||
Coca-Cola Co.
|
535,483 | 31,705,948 | ||||
Coca-Cola Consolidated, Inc.
|
486 | 300,926 | ||||
Constellation Brands, Inc. Class A
|
23,496 | 5,896,791 | ||||
MGP Ingredients, Inc. (b)
|
2,303 | 195,732 | ||||
Molson Coors Beverage Co. Class B
|
26,655 | 1,235,459 | ||||
Monster Beverage Corp. (a)
|
51,201 | 4,917,344 | ||||
National Beverage Corp. (b)
|
3,812 | 172,798 | ||||
PepsiCo, Inc.
|
191,250 | 33,222,038 | ||||
80,458,109 | ||||||
BIOTECHNOLOGY — 1.8% | ||||||
AbbVie, Inc.
|
244,428 | 33,095,551 | ||||
Amgen, Inc.
|
79,262 | 17,831,572 | ||||
Anika Therapeutics, Inc. (a)
|
2,401 | 86,028 | ||||
Arrowhead Pharmaceuticals, Inc. (a)
|
13,358 | 885,635 | ||||
Avid Bioservices, Inc. (a)
|
8,456 | 246,746 | ||||
Biogen, Inc. (a)
|
21,293 | 5,108,617 | ||||
Coherus Biosciences, Inc. (a)
|
8,548 | 136,426 | ||||
Cytokinetics, Inc. (a)
|
7,968 | 363,181 |
Security Description | Shares | Value | ||||
Eagle Pharmaceuticals, Inc. (a)
|
2,276 | $ 115,894 | ||||
Emergent BioSolutions, Inc. (a)
|
6,962 | 302,638 | ||||
Enanta Pharmaceuticals, Inc. (a)
|
2,420 | 180,968 | ||||
Exelixis, Inc. (a)
|
43,541 | 795,929 | ||||
Gilead Sciences, Inc.
|
173,952 | 12,630,655 | ||||
Halozyme Therapeutics, Inc. (a)
|
17,955 | 721,971 | ||||
Incyte Corp. (a)
|
25,744 | 1,889,610 | ||||
Ligand Pharmaceuticals, Inc. (a)
|
2,210 | 341,357 | ||||
Moderna, Inc. (a)
|
48,443 | 12,303,553 | ||||
Myriad Genetics, Inc. (a)
|
11,465 | 316,434 | ||||
Neurocrine Biosciences, Inc. (a)
|
12,898 | 1,098,523 | ||||
Organogenesis Holdings, Inc. (a)
|
6,760 | 62,462 | ||||
Regeneron Pharmaceuticals, Inc. (a)
|
14,485 | 9,147,567 | ||||
REGENXBIO, Inc. (a)
|
4,627 | 151,303 | ||||
Spectrum Pharmaceuticals, Inc. (a)
(b)
|
10,913 | 13,859 | ||||
uniQure NV (a) (b)
|
4,946 | 102,580 | ||||
United Therapeutics Corp. (a)
|
6,220 | 1,344,018 | ||||
Vanda Pharmaceuticals, Inc. (a)
|
7,320 | 114,851 | ||||
Vericel Corp. (a) (b)
|
591 | 23,226 | ||||
Vertex Pharmaceuticals, Inc. (a)
|
36,014 | 7,908,674 | ||||
Xencor, Inc. (a)
|
7,909 | 317,309 | ||||
107,637,137 | ||||||
BUILDING PRODUCTS — 0.7% | ||||||
A.O. Smith Corp.
|
19,040 | 1,634,584 | ||||
AAON, Inc.
|
5,124 | 406,999 | ||||
Allegion PLC
|
12,678 | 1,679,074 | ||||
American Woodmark Corp. (a)
|
2,351 | 153,285 | ||||
Apogee Enterprises, Inc. (b)
|
4,754 | 228,905 | ||||
Builders FirstSource, Inc. (a)
|
28,397 | 2,433,907 | ||||
Carlisle Cos., Inc.
|
7,525 | 1,867,103 | ||||
Carrier Global Corp.
|
121,596 | 6,595,367 | ||||
Fortune Brands Home & Security, Inc.
|
19,473 | 2,081,664 | ||||
Gibraltar Industries, Inc. (a)
|
4,544 | 302,994 | ||||
Griffon Corp.
|
6,971 | 198,534 | ||||
Insteel Industries, Inc.
|
2,444 | 97,296 | ||||
Johnson Controls International PLC
|
100,100 | 8,139,131 | ||||
Lennox International, Inc.
|
4,793 | 1,554,657 | ||||
Masco Corp.
|
36,632 | 2,572,299 | ||||
Owens Corning
|
15,204 | 1,375,962 | ||||
PGT Innovations, Inc. (a)
|
7,510 | 168,900 | ||||
Quanex Building Products Corp.
|
4,713 | 116,788 | ||||
Resideo Technologies, Inc. (a)
|
17,604 | 458,232 | ||||
Simpson Manufacturing Co., Inc.
|
5,772 | 802,712 | ||||
Trane Technologies PLC
|
33,252 | 6,717,902 | ||||
Trex Co., Inc. (a)
|
16,408 | 2,215,572 | ||||
UFP Industries, Inc.
|
8,664 | 797,175 | ||||
42,599,042 |
Security Description | Shares | Value | ||||
CAPITAL MARKETS — 2.9% | ||||||
Affiliated Managers Group, Inc.
|
6,509 | $ 1,070,796 | ||||
Ameriprise Financial, Inc.
|
16,295 | 4,915,550 | ||||
B Riley Financial, Inc.
|
2,450 | 217,707 | ||||
Bank of New York Mellon Corp.
|
112,938 | 6,559,439 | ||||
BlackRock, Inc.
|
19,450 | 17,807,642 | ||||
Blucora, Inc. (a)
|
7,124 | 123,388 | ||||
Brightsphere Investment Group, Inc.
|
3,858 | 98,765 | ||||
Cboe Global Markets, Inc.
|
15,328 | 1,998,771 | ||||
Charles Schwab Corp.
|
207,133 | 17,419,885 | ||||
CME Group, Inc.
|
49,855 | 11,389,873 | ||||
Donnelley Financial Solutions, Inc. (a)
|
4,485 | 211,423 | ||||
Evercore, Inc. Class A
|
5,188 | 704,790 | ||||
FactSet Research Systems, Inc.
|
5,438 | 2,642,922 | ||||
Federated Hermes, Inc.
|
13,327 | 500,829 | ||||
Franklin Resources, Inc.
|
38,619 | 1,293,350 | ||||
Goldman Sachs Group, Inc.
|
46,592 | 17,823,770 | ||||
Greenhill & Co., Inc.
|
2,007 | 35,986 | ||||
Interactive Brokers Group, Inc. Class A
|
11,118 | 882,992 | ||||
Intercontinental Exchange, Inc.
|
77,817 | 10,643,031 | ||||
Invesco, Ltd.
|
52,855 | 1,216,722 | ||||
Janus Henderson Group PLC
|
21,182 | 888,373 | ||||
Jefferies Financial Group, Inc.
|
29,067 | 1,127,800 | ||||
MarketAxess Holdings, Inc.
|
5,344 | 2,197,827 | ||||
Moody's Corp.
|
22,492 | 8,784,925 | ||||
Morgan Stanley
|
197,514 | 19,387,974 | ||||
MSCI, Inc.
|
11,434 | 7,005,497 | ||||
Nasdaq, Inc.
|
16,237 | 3,409,932 | ||||
Northern Trust Corp.
|
28,876 | 3,453,858 | ||||
Piper Sandler Cos.
|
2,007 | 358,270 | ||||
Raymond James Financial, Inc.
|
25,735 | 2,583,794 | ||||
S&P Global, Inc.
|
33,355 | 15,741,225 | ||||
SEI Investments Co.
|
17,048 | 1,038,905 | ||||
State Street Corp. (d)
|
48,843 | 4,542,399 | ||||
Stifel Financial Corp.
|
14,505 | 1,021,442 | ||||
StoneX Group, Inc. (a)
|
2,354 | 144,182 | ||||
T Rowe Price Group, Inc.
|
31,329 | 6,160,535 | ||||
Virtus Investment Partners, Inc.
|
850 | 252,535 | ||||
WisdomTree Investments, Inc. (b)
|
16,743 | 102,467 | ||||
175,759,571 | ||||||
CHEMICALS — 1.9% | ||||||
AdvanSix, Inc.
|
4,683 | 221,272 | ||||
Air Products & Chemicals, Inc.
|
30,704 | 9,341,999 | ||||
Albemarle Corp.
|
16,557 | 3,870,530 | ||||
American Vanguard Corp.
|
3,755 | 61,544 | ||||
Ashland Global Holdings, Inc.
|
7,898 | 850,299 | ||||
Avient Corp.
|
10,952 | 612,764 | ||||
Balchem Corp.
|
4,520 | 762,072 | ||||
Cabot Corp.
|
7,915 | 444,823 | ||||
Celanese Corp.
|
16,182 | 2,719,547 | ||||
CF Industries Holdings, Inc.
|
30,250 | 2,141,095 | ||||
Chemours Co.
|
22,774 | 764,295 |
Security Description | Shares | Value | ||||
Corteva, Inc.
|
103,095 | $ 4,874,332 | ||||
Dow, Inc.
|
103,025 | 5,843,578 | ||||
DuPont de Nemours, Inc.
|
75,015 | 6,059,712 | ||||
Eastman Chemical Co.
|
19,084 | 2,307,446 | ||||
Ecolab, Inc.
|
34,542 | 8,103,208 | ||||
Ferro Corp. (a)
|
11,887 | 259,493 | ||||
FMC Corp.
|
18,060 | 1,984,613 | ||||
FutureFuel Corp.
|
4,680 | 35,755 | ||||
GCP Applied Technologies, Inc. (a)
|
7,422 | 234,981 | ||||
Hawkins, Inc.
|
3,310 | 130,580 | ||||
HB Fuller Co.
|
7,282 | 589,842 | ||||
Ingevity Corp. (a)
|
5,781 | 414,498 | ||||
Innospec, Inc.
|
3,486 | 314,925 | ||||
International Flavors & Fragrances,
Inc.
|
34,046 | 5,129,030 | ||||
Koppers Holdings, Inc. (a)
|
2,522 | 78,939 | ||||
Kraton Corp. (a)
|
4,756 | 220,298 | ||||
Linde PLC
|
71,278 | 24,692,838 | ||||
Livent Corp. (a) (b)
|
20,765 | 506,251 | ||||
LyondellBasell Industries NV Class A
|
35,588 | 3,282,281 | ||||
Minerals Technologies, Inc.
|
4,750 | 347,463 | ||||
Mosaic Co.
|
47,970 | 1,884,741 | ||||
NewMarket Corp.
|
737 | 252,585 | ||||
Olin Corp.
|
21,047 | 1,210,623 | ||||
PPG Industries, Inc.
|
32,703 | 5,639,305 | ||||
Quaker Chemical Corp. (b)
|
1,864 | 430,174 | ||||
Rayonier Advanced Materials, Inc. (a)
|
8,907 | 50,859 | ||||
RPM International, Inc.
|
18,350 | 1,853,350 | ||||
Scotts Miracle-Gro Co. (b)
|
5,676 | 913,836 | ||||
Sensient Technologies Corp.
|
6,025 | 602,861 | ||||
Sherwin-Williams Co.
|
32,570 | 11,469,851 | ||||
Stepan Co.
|
2,526 | 313,957 | ||||
Tredegar Corp.
|
3,503 | 41,405 | ||||
Trinseo PLC
|
5,463 | 286,589 | ||||
Valvoline, Inc.
|
26,259 | 979,198 | ||||
113,129,637 | ||||||
COMMERCIAL SERVICES & SUPPLIES — 0.5% | ||||||
ABM Industries, Inc.
|
9,289 | 379,456 | ||||
Brady Corp. Class A
|
7,011 | 377,893 | ||||
Brink's Co.
|
7,105 | 465,875 | ||||
Cintas Corp.
|
11,986 | 5,311,836 | ||||
Clean Harbors, Inc. (a)
|
7,033 | 701,682 | ||||
Copart, Inc. (a)
|
28,791 | 4,365,291 | ||||
CoreCivic, Inc. REIT (a)
|
19,914 | 198,543 | ||||
Deluxe Corp.
|
7,269 | 233,408 | ||||
Harsco Corp. (a)
|
12,012 | 200,720 | ||||
Healthcare Services Group, Inc.
|
10,305 | 183,326 | ||||
HNI Corp. (b)
|
6,092 | 256,169 | ||||
IAA, Inc. (a)
|
18,898 | 956,617 | ||||
Interface, Inc.
|
9,533 | 152,051 | ||||
KAR Auction Services, Inc. (a) (b)
|
18,215 | 284,518 |
Security Description | Shares | Value | ||||
Matthews International Corp. Class A
|
4,798 | $ 175,943 | ||||
MillerKnoll, Inc.
|
8,707 | 341,227 | ||||
MSA Safety, Inc.
|
4,884 | 737,289 | ||||
Pitney Bowes, Inc.
|
24,364 | 161,533 | ||||
Republic Services, Inc.
|
29,137 | 4,063,155 | ||||
Rollins, Inc.
|
28,284 | 967,596 | ||||
Stericycle, Inc. (a) (b)
|
12,613 | 752,239 | ||||
Tetra Tech, Inc.
|
7,641 | 1,297,442 | ||||
UniFirst Corp.
|
2,126 | 447,310 | ||||
US Ecology, Inc. (a) (b)
|
2,518 | 80,425 | ||||
Viad Corp. (a)
|
2,532 | 108,344 | ||||
Waste Management, Inc.
|
53,999 | 9,012,433 | ||||
32,212,321 | ||||||
COMMUNICATIONS EQUIPMENT — 0.9% | ||||||
ADTRAN, Inc.
|
7,274 | 166,065 | ||||
Arista Networks, Inc. (a)
|
30,261 | 4,350,019 | ||||
CalAmp Corp. (a)
|
4,908 | 34,650 | ||||
Ciena Corp. (a)
|
21,633 | 1,665,092 | ||||
Cisco Systems, Inc.
|
584,631 | 37,048,066 | ||||
Comtech Telecommunications Corp. (b)
|
3,446 | 81,636 | ||||
Digi International, Inc. (a)
|
4,335 | 106,511 | ||||
Extreme Networks, Inc. (a)
|
17,628 | 276,760 | ||||
F5, Inc. (a)
|
8,686 | 2,125,551 | ||||
Harmonic, Inc. (a) (b)
|
18,654 | 219,371 | ||||
Juniper Networks, Inc.
|
45,689 | 1,631,554 | ||||
Lumentum Holdings, Inc. (a)
|
10,608 | 1,122,008 | ||||
Motorola Solutions, Inc.
|
23,428 | 6,365,388 | ||||
NETGEAR, Inc. (a) (b)
|
4,504 | 131,562 | ||||
NetScout Systems, Inc. (a)
|
9,829 | 325,143 | ||||
Plantronics, Inc. (a) (b)
|
5,344 | 156,793 | ||||
Viasat, Inc. (a) (b)
|
7,722 | 343,938 | ||||
Viavi Solutions, Inc. (a)
|
32,254 | 568,316 | ||||
56,718,423 | ||||||
CONSTRUCTION & ENGINEERING — 0.2% | ||||||
AECOM (a)
|
21,234 | 1,642,450 | ||||
Arcosa, Inc.
|
6,694 | 352,774 | ||||
Comfort Systems USA, Inc.
|
4,852 | 480,057 | ||||
Dycom Industries, Inc. (a)
|
4,496 | 421,545 | ||||
EMCOR Group, Inc.
|
7,858 | 1,001,031 | ||||
Fluor Corp. (a) (b)
|
17,388 | 430,701 | ||||
Granite Construction, Inc. (b)
|
7,360 | 284,832 | ||||
MasTec, Inc. (a) (b)
|
7,994 | 737,686 | ||||
Matrix Service Co. (a)
|
4 | 30 | ||||
MYR Group, Inc. (a) (b)
|
2,306 | 254,928 | ||||
NV5 Global, Inc. (a) (b)
|
1,645 | 227,207 | ||||
Quanta Services, Inc.
|
19,524 | 2,238,622 | ||||
Valmont Industries, Inc.
|
2,254 | 564,627 | ||||
8,636,490 | ||||||
CONSTRUCTION MATERIALS — 0.2% | ||||||
Eagle Materials, Inc.
|
5,968 | 993,433 | ||||
Martin Marietta Materials, Inc.
|
8,695 | 3,830,321 |
Security Description | Shares | Value | ||||
Vulcan Materials Co.
|
17,653 | $ 3,664,410 | ||||
8,488,164 | ||||||
CONSUMER FINANCE — 0.6% | ||||||
American Express Co.
|
90,409 | 14,790,912 | ||||
Capital One Financial Corp.
|
58,165 | 8,439,160 | ||||
Discover Financial Services
|
42,359 | 4,895,006 | ||||
Encore Capital Group, Inc. (a) (b)
|
4,578 | 284,340 | ||||
Enova International, Inc. (a)
|
3,750 | 153,600 | ||||
EZCORP, Inc. Class A (a) (b)
|
7,463 | 55,002 | ||||
FirstCash Holdings, Inc.
|
5,923 | 443,100 | ||||
Green Dot Corp. Class A (a)
|
7,384 | 267,596 | ||||
LendingTree, Inc. (a)
|
1,855 | 227,423 | ||||
Navient Corp.
|
25,658 | 544,463 | ||||
PRA Group, Inc. (a) (b)
|
6,488 | 325,762 | ||||
Prog Holdings, Inc.
|
2,254 | 101,678 | ||||
SLM Corp.
|
42,609 | 838,119 | ||||
Synchrony Financial
|
75,404 | 3,497,992 | ||||
World Acceptance Corp. (a) (b)
|
478 | 117,315 | ||||
34,981,468 | ||||||
CONTAINERS & PACKAGING — 0.3% | ||||||
Amcor PLC
|
216,817 | 2,603,972 | ||||
AptarGroup, Inc.
|
9,047 | 1,108,077 | ||||
Avery Dennison Corp.
|
11,600 | 2,512,212 | ||||
Ball Corp.
|
45,323 | 4,363,245 | ||||
Greif, Inc. Class A
|
1,906 | 115,065 | ||||
International Paper Co.
|
54,359 | 2,553,786 | ||||
Myers Industries, Inc.
|
4,705 | 94,147 | ||||
O-I Glass, Inc. (a) (b)
|
21,688 | 260,907 | ||||
Packaging Corp. of America
|
13,266 | 1,806,166 | ||||
Sealed Air Corp.
|
21,754 | 1,467,742 | ||||
Silgan Holdings, Inc.
|
11,028 | 472,439 | ||||
Sonoco Products Co.
|
14,215 | 822,906 | ||||
Westrock Co.
|
36,924 | 1,637,949 | ||||
19,818,613 | ||||||
DISTRIBUTORS — 0.1% | ||||||
Genuine Parts Co.
|
20,068 | 2,813,534 | ||||
LKQ Corp.
|
39,467 | 2,369,204 | ||||
Pool Corp.
|
5,658 | 3,202,428 | ||||
8,385,166 | ||||||
DIVERSIFIED CONSUMER SERVICES — 0.1% | ||||||
Adtalem Global Education, Inc. (a)
|
7,092 | 209,640 | ||||
American Public Education, Inc. (a)
(b)
|
2,275 | 50,619 | ||||
Graham Holdings Co. Class B
|
286 | 180,131 | ||||
Grand Canyon Education, Inc. (a)
|
6,487 | 556,001 | ||||
H&R Block, Inc.
|
25,289 | 595,809 | ||||
Perdoceo Education Corp. (a)
|
9,944 | 116,941 | ||||
Service Corp. International
|
24,403 | 1,732,369 | ||||
Strategic Education, Inc. (b)
|
3,456 | 199,895 | ||||
WW International, Inc. (a) (b)
|
6,745 | 108,797 | ||||
3,750,202 |
Security Description | Shares | Value | ||||
DIVERSIFIED FINANCIAL SERVICES — 1.3% | ||||||
Berkshire Hathaway, Inc. Class B (a)
|
255,620 | $ 76,430,380 | ||||
Voya Financial, Inc. (b)
|
15,356 | 1,018,256 | ||||
77,448,636 | ||||||
DIVERSIFIED TELECOMMUNICATION SERVICES — 0.9% | ||||||
AT&T, Inc.
|
986,328 | 24,263,669 | ||||
ATN International, Inc.
|
2,301 | 91,925 | ||||
Cogent Communications Holdings, Inc. (b)
|
5,977 | 437,397 | ||||
Consolidated Communications Holdings, Inc.
(a) (b)
|
10,116 | 75,668 | ||||
Iridium Communications, Inc. (a)
|
18,296 | 755,442 | ||||
Lumen Technologies, Inc.
|
139,308 | 1,748,315 | ||||
Verizon Communications, Inc.
|
572,714 | 29,758,219 | ||||
57,130,635 | ||||||
ELECTRIC UTILITIES — 1.5% | ||||||
ALLETE, Inc.
|
7,195 | 477,388 | ||||
Alliant Energy Corp.
|
34,774 | 2,137,558 | ||||
American Electric Power Co., Inc.
|
68,864 | 6,126,830 | ||||
Duke Energy Corp.
|
107,301 | 11,255,875 | ||||
Edison International
|
51,786 | 3,534,395 | ||||
Entergy Corp.
|
28,011 | 3,155,439 | ||||
Evergy, Inc.
|
31,926 | 2,190,443 | ||||
Eversource Energy
|
46,705 | 4,249,221 | ||||
Exelon Corp.
|
135,315 | 7,815,794 | ||||
FirstEnergy Corp.
|
75,029 | 3,120,456 | ||||
Hawaiian Electric Industries, Inc.
|
15,313 | 635,490 | ||||
IDACORP, Inc.
|
6,975 | 790,337 | ||||
NextEra Energy, Inc.
|
271,234 | 25,322,406 | ||||
NRG Energy, Inc.
|
33,830 | 1,457,396 | ||||
OGE Energy Corp.
|
28,484 | 1,093,216 | ||||
Pinnacle West Capital Corp.
|
16,088 | 1,135,652 | ||||
PNM Resources, Inc.
|
11,366 | 518,403 | ||||
PPL Corp.
|
106,344 | 3,196,701 | ||||
Southern Co.
|
146,583 | 10,052,662 | ||||
Xcel Energy, Inc.
|
73,120 | 4,950,224 | ||||
93,215,886 | ||||||
ELECTRICAL EQUIPMENT — 0.6% | ||||||
Acuity Brands, Inc.
|
5,044 | 1,067,916 | ||||
AMETEK, Inc.
|
31,777 | 4,672,490 | ||||
AZZ, Inc.
|
4,420 | 244,382 | ||||
Eaton Corp. PLC
|
55,360 | 9,567,315 | ||||
Emerson Electric Co.
|
83,053 | 7,721,437 | ||||
Encore Wire Corp.
|
2,532 | 362,329 | ||||
EnerSys
|
6,010 | 475,151 | ||||
Generac Holdings, Inc. (a)
|
8,788 | 3,092,673 | ||||
Hubbell, Inc.
|
7,430 | 1,547,446 | ||||
nVent Electric PLC
|
22,419 | 851,922 | ||||
Powell Industries, Inc. (b)
|
1,336 | 39,399 | ||||
Regal Rexnord Corp.
|
9,964 | 1,695,674 | ||||
Rockwell Automation, Inc.
|
16,140 | 5,630,439 |
Security Description | Shares | Value | ||||
Sunrun, Inc. (a) (b)
|
22,288 | $ 764,478 | ||||
Vicor Corp. (a)
|
2,453 | 311,482 | ||||
38,044,533 | ||||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 0.9% | ||||||
Advanced Energy Industries, Inc.
|
5,066 | 461,310 | ||||
Amphenol Corp. Class A
|
83,044 | 7,263,028 | ||||
Arlo Technologies, Inc. (a)
|
10,115 | 106,106 | ||||
Arrow Electronics, Inc. (a)
|
10,660 | 1,431,318 | ||||
Avnet, Inc.
|
13,727 | 565,964 | ||||
Badger Meter, Inc.
|
4,165 | 443,822 | ||||
Belden, Inc.
|
5,496 | 361,252 | ||||
Benchmark Electronics, Inc. (b)
|
5,011 | 135,798 | ||||
CDW Corp.
|
19,746 | 4,043,586 | ||||
Cognex Corp.
|
24,691 | 1,919,972 | ||||
Coherent, Inc. (a)
|
3,492 | 930,758 | ||||
Corning, Inc.
|
105,851 | 3,940,833 | ||||
CTS Corp.
|
4,624 | 169,793 | ||||
ePlus, Inc. (a)
|
4,356 | 234,701 | ||||
Fabrinet (a)
|
4,978 | 589,744 | ||||
FARO Technologies, Inc. (a)
|
2,434 | 170,429 | ||||
II-VI, Inc. (a) (b)
|
13,091 | 894,508 | ||||
Insight Enterprises, Inc. (a) (b)
|
4,723 | 503,472 | ||||
IPG Photonics Corp. (a)
|
4,860 | 836,600 | ||||
Itron, Inc. (a) (b)
|
5,548 | 380,149 | ||||
Jabil, Inc.
|
19,055 | 1,340,519 | ||||
Keysight Technologies, Inc. (a)
|
25,576 | 5,281,700 | ||||
Knowles Corp. (a) (b)
|
13,254 | 309,481 | ||||
Littelfuse, Inc.
|
3,481 | 1,095,401 | ||||
Methode Electronics, Inc.
|
4,824 | 237,196 | ||||
National Instruments Corp.
|
18,011 | 786,540 | ||||
OSI Systems, Inc. (a)
|
2,334 | 217,529 | ||||
PC Connection, Inc.
|
1,717 | 74,054 | ||||
Plexus Corp. (a)
|
4,148 | 397,752 | ||||
Rogers Corp. (a)
|
2,436 | 665,028 | ||||
Sanmina Corp. (a)
|
9,635 | 399,467 | ||||
ScanSource, Inc. (a)
|
4,684 | 164,315 | ||||
TD SYNNEX Corp.
|
5,893 | 673,924 | ||||
TE Connectivity, Ltd.
|
45,923 | 7,409,217 | ||||
Teledyne Technologies, Inc. (a)
|
6,430 | 2,809,203 | ||||
Trimble, Inc. (a)
|
35,269 | 3,075,104 | ||||
TTM Technologies, Inc. (a)
|
14,270 | 212,623 | ||||
Vishay Intertechnology, Inc.
|
18,932 | 414,043 | ||||
Vontier Corp.
|
19,531 | 600,188 | ||||
Zebra Technologies Corp. Class A (a)
|
7,537 | 4,486,022 | ||||
56,032,449 | ||||||
ENERGY EQUIPMENT & SERVICES — 0.2% | ||||||
Archrock, Inc.
|
12,738 | 95,280 | ||||
Baker Hughes Co.
|
118,188 | 2,843,603 | ||||
Bristow Group, Inc. (a)
|
3,675 | 116,387 | ||||
ChampionX Corp. (a)
|
19,695 | 398,036 | ||||
Core Laboratories NV (b)
|
6,316 | 140,910 | ||||
DMC Global, Inc. (a) (b)
|
2,179 | 86,310 |
Security Description | Shares | Value | ||||
Dril-Quip, Inc. (a) (b)
|
4,729 | $ 93,067 | ||||
Exterran Corp. (a) (b)
|
4,549 | 13,556 | ||||
Halliburton Co.
|
122,418 | 2,799,700 | ||||
Helix Energy Solutions Group, Inc. (a)
(b)
|
19,801 | 61,779 | ||||
Helmerich & Payne, Inc.
|
16,014 | 379,532 | ||||
Nabors Industries, Ltd. (a)
|
868 | 70,386 | ||||
Newpark Resources, Inc. (a) (b)
|
24 | 70 | ||||
Nov, Inc. (b)
|
54,946 | 744,518 | ||||
Oceaneering International, Inc. (a)
(b)
|
14,325 | 162,016 | ||||
Oil States International, Inc. (a)
(b)
|
9,007 | 44,765 | ||||
Patterson-UTI Energy, Inc.
|
26,867 | 227,026 | ||||
ProPetro Holding Corp. (a)
|
11,657 | 94,422 | ||||
RPC, Inc. (a) (b)
|
9,773 | 44,369 | ||||
Schlumberger NV
|
192,666 | 5,770,347 | ||||
US Silica Holdings, Inc. (a)
|
13,889 | 130,557 | ||||
14,316,636 | ||||||
ENTERTAINMENT — 1.6% | ||||||
Activision Blizzard, Inc.
|
107,326 | 7,140,399 | ||||
Cinemark Holdings, Inc. (a) (b)
|
16,286 | 262,530 | ||||
Electronic Arts, Inc.
|
40,223 | 5,305,414 | ||||
Live Nation Entertainment, Inc. (a)
|
20,099 | 2,405,649 | ||||
Marcus Corp. (a) (b)
|
2,393 | 42,739 | ||||
Netflix, Inc. (a)
|
61,160 | 36,845,230 | ||||
Take-Two Interactive Software, Inc. (a)
|
15,627 | 2,777,231 | ||||
Walt Disney Co. (a)
|
250,679 | 38,827,670 | ||||
World Wrestling Entertainment, Inc. Class A
(b)
|
6,573 | 324,312 | ||||
93,931,174 | ||||||
EQUITY REAL ESTATE INVESTMENT TRUSTS (REITs) — 3.1% | ||||||
Acadia Realty Trust REIT
|
12,357 | 269,753 | ||||
Agree Realty Corp. REIT (b)
|
7,389 | 527,279 | ||||
Alexander & Baldwin, Inc. REIT (a)
|
9,145 | 229,448 | ||||
Alexandria Real Estate Equities, Inc. REIT
|
19,486 | 4,344,599 | ||||
American Assets Trust, Inc. REIT
|
6,916 | 259,557 | ||||
American Campus Communities, Inc. REIT
|
19,367 | 1,109,535 | ||||
American Tower Corp. REIT
|
63,233 | 18,495,652 | ||||
Apartment Income REIT Corp.
|
20,617 | 1,127,131 | ||||
Armada Hoffler Properties, Inc. REIT
|
7,125 | 108,443 | ||||
AvalonBay Communities, Inc. REIT
|
19,265 | 4,866,146 | ||||
Boston Properties, Inc. REIT
|
19,551 | 2,251,884 | ||||
Brandywine Realty Trust REIT
|
24,395 | 327,381 | ||||
Brixmor Property Group, Inc. REIT
|
41,845 | 1,063,281 | ||||
Camden Property Trust REIT
|
13,762 | 2,458,994 | ||||
CareTrust REIT, Inc.
|
13,458 | 307,246 |
Security Description | Shares | Value | |||
Centerspace REIT
|
748 | $ 82,953 | |||
Chatham Lodging Trust REIT (a)
|
6,713 | 92,102 | |||
Community Healthcare Trust, Inc. REIT
|
2,615 | 123,611 | |||
Corporate Office Properties Trust REIT
|
16,635 | 465,281 | |||
Cousins Properties, Inc. REIT
|
20,985 | 845,276 | |||
Crown Castle International Corp. REIT
|
59,845 | 12,492,045 | |||
CyrusOne, Inc. REIT
|
16,175 | 1,451,221 | |||
DiamondRock Hospitality Co. REIT (a)
|
31,523 | 302,936 | |||
Digital Realty Trust, Inc. REIT
|
37,965 | 6,714,870 | |||
Diversified Healthcare Trust REIT
|
39,827 | 123,065 | |||
Douglas Emmett, Inc. REIT
|
22,853 | 765,576 | |||
Duke Realty Corp. REIT
|
52,424 | 3,441,111 | |||
Easterly Government Properties, Inc. REIT
|
7,886 | 180,747 | |||
EastGroup Properties, Inc. REIT
|
5,648 | 1,286,897 | |||
EPR Properties REIT
|
10,381 | 492,994 | |||
Equinix, Inc. REIT
|
12,307 | 10,409,753 | |||
Equity Residential REIT
|
47,607 | 4,308,433 | |||
Essential Properties Realty Trust, Inc.
REIT
|
14,697 | 423,715 | |||
Essex Property Trust, Inc. REIT
|
8,952 | 3,153,163 | |||
Extra Space Storage, Inc. REIT
|
18,239 | 4,135,328 | |||
Federal Realty Investment Trust REIT
|
10,040 | 1,368,653 | |||
First Industrial Realty Trust, Inc. REIT
|
18,300 | 1,211,460 | |||
Four Corners Property Trust, Inc. REIT
|
9,846 | 289,571 | |||
Franklin Street Properties Corp. REIT
|
15,127 | 90,006 | |||
GEO Group, Inc. REIT (a) (b)
|
19,978 | 154,830 | |||
Getty Realty Corp. REIT
|
4,993 | 160,225 | |||
Global Net Lease, Inc. REIT
|
12,188 | 186,233 | |||
Healthcare Realty Trust, Inc. REIT
|
19,609 | 620,429 | |||
Healthpeak Properties, Inc. REIT
|
71,660 | 2,586,209 | |||
Hersha Hospitality Trust REIT (a)
|
8,166 | 74,882 | |||
Highwoods Properties, Inc. REIT
|
14,804 | 660,110 | |||
Host Hotels & Resorts, Inc. REIT (a)
|
97,621 | 1,697,629 | |||
Hudson Pacific Properties, Inc. REIT
|
21,365 | 527,929 | |||
Independence Realty Trust, Inc. REIT
|
12,425 | 320,938 | |||
Industrial Logistics Properties Trust REIT
|
6,643 | 166,407 | |||
Innovative Industrial Properties, Inc. REIT
(b)
|
3,175 | 834,739 | |||
Iron Mountain, Inc. REIT (b)
|
40,114 | 2,099,166 |
Security Description | Shares | Value | |||
iStar, Inc. REIT (b)
|
10,726 | $ 277,053 | |||
JBG SMITH Properties REIT
|
15,376 | 441,445 | |||
Kilroy Realty Corp. REIT
|
14,001 | 930,506 | |||
Kimco Realty Corp. REIT
|
84,827 | 2,090,986 | |||
Kite Realty Group Trust REIT
|
30,729 | 669,278 | |||
Lamar Advertising Co. Class A REIT
|
12,272 | 1,488,594 | |||
Life Storage, Inc. REIT
|
8,889 | 1,361,617 | |||
LTC Properties, Inc. REIT (b)
|
5,555 | 189,648 | |||
LXP Industrial Trust REIT
|
36,048 | 563,070 | |||
Macerich Co. REIT
|
16,599 | 286,831 | |||
Medical Properties Trust, Inc. REIT
|
75,144 | 1,775,653 | |||
Mid-America Apartment Communities, Inc.
REIT
|
15,933 | 3,655,668 | |||
National Retail Properties, Inc. REIT
|
24,623 | 1,183,628 | |||
National Storage Affiliates Trust REIT
|
8,902 | 616,018 | |||
NexPoint Residential Trust, Inc. REIT
|
2,294 | 192,306 | |||
Office Properties Income Trust REIT
|
6,904 | 171,495 | |||
Omega Healthcare Investors, Inc. REIT
|
32,079 | 949,218 | |||
Orion Office REIT, Inc. (a)
|
7,629 | 142,433 | |||
Park Hotels & Resorts, Inc. REIT (a)
|
33,619 | 634,727 | |||
Pebblebrook Hotel Trust REIT
|
18,147 | 405,948 | |||
Physicians Realty Trust REIT
|
28,371 | 534,226 | |||
PotlatchDeltic Corp. REIT
|
9,326 | 561,612 | |||
Prologis, Inc. REIT
|
102,463 | 17,250,671 | |||
PS Business Parks, Inc. REIT
|
2,503 | 460,978 | |||
Public Storage REIT
|
21,047 | 7,883,364 | |||
Rayonier, Inc. REIT (b)
|
19,481 | 786,253 | |||
Realty Income Corp. REIT
|
76,152 | 5,451,722 | |||
Regency Centers Corp. REIT
|
21,965 | 1,655,063 | |||
Retail Opportunity Investments Corp. REIT
|
17,171 | 336,552 | |||
Rexford Industrial Realty, Inc. REIT
|
17,708 | 1,436,296 | |||
RPT Realty REIT
|
14,692 | 196,579 | |||
Sabra Health Care REIT, Inc.
|
29,475 | 399,092 | |||
Safehold, Inc. REIT (b)
|
1,772 | 141,494 | |||
Saul Centers, Inc. REIT
|
2,501 | 132,603 | |||
SBA Communications Corp. REIT
|
15,255 | 5,934,500 | |||
Service Properties Trust REIT
|
23,378 | 205,493 | |||
Simon Property Group, Inc. REIT
|
44,217 | 7,064,550 | |||
SITE Centers Corp. REIT
|
21,499 | 340,329 | |||
SL Green Realty Corp. REIT
|
10,038 | 719,725 | |||
Spirit Realty Capital, Inc. REIT
|
14,153 | 682,033 | |||
STORE Capital Corp. REIT
|
30,906 | 1,063,166 | |||
Summit Hotel Properties, Inc. REIT (a)
|
15,032 | 146,712 |
Security Description | Shares | Value | ||||
Tanger Factory Outlet Centers, Inc. REIT
|
14,439 | $ 278,384 | ||||
UDR, Inc. REIT
|
41,609 | 2,496,124 | ||||
Uniti Group, Inc. REIT (b)
|
25,782 | 361,206 | ||||
Universal Health Realty Income Trust REIT
|
1,243 | 73,921 | ||||
Urban Edge Properties REIT
|
16,438 | 312,322 | ||||
Urstadt Biddle Properties, Inc. Class A
REIT
|
4,244 | 90,397 | ||||
Ventas, Inc. REIT
|
52,425 | 2,679,966 | ||||
Veris Residential, Inc. REIT (a)
|
14,309 | 262,999 | ||||
Vornado Realty Trust REIT
|
22,449 | 939,715 | ||||
Washington Real Estate Investment Trust
|
12,358 | 319,454 | ||||
Welltower, Inc. REIT
|
58,143 | 4,986,925 | ||||
Weyerhaeuser Co. REIT
|
103,354 | 4,256,118 | ||||
Whitestone REIT
|
5,845 | 59,210 | ||||
Xenia Hotels & Resorts, Inc. REIT (a)
|
16,467 | 298,217 | ||||
190,910,915 | ||||||
FOOD & STAPLES RETAILING — 1.4% | ||||||
Andersons, Inc.
|
4,608 | 178,376 | ||||
BJ's Wholesale Club Holdings, Inc. (a)
|
17,894 | 1,198,361 | ||||
Casey's General Stores, Inc.
|
4,747 | 936,820 | ||||
Chefs' Warehouse, Inc. (a) (b)
|
2,709 | 90,210 | ||||
Costco Wholesale Corp.
|
60,961 | 34,607,560 | ||||
Grocery Outlet Holding Corp. (a) (b)
|
9,700 | 274,316 | ||||
Kroger Co.
|
106,558 | 4,822,815 | ||||
Performance Food Group Co. (a)
|
23,977 | 1,100,305 | ||||
PriceSmart, Inc.
|
2,518 | 184,242 | ||||
SpartanNash Co.
|
4,938 | 127,203 | ||||
Sprouts Farmers Market, Inc. (a)
|
16,945 | 502,928 | ||||
Sysco Corp.
|
70,688 | 5,552,542 | ||||
United Natural Foods, Inc. (a)
|
7,564 | 371,241 | ||||
Walmart, Inc.
|
197,047 | 28,510,730 | ||||
Walgreens Boots Alliance, Inc.
|
99,737 | 5,202,282 | ||||
83,659,931 | ||||||
FOOD PRODUCTS — 0.9% | ||||||
Archer-Daniels-Midland Co.
|
77,007 | 5,204,903 | ||||
B&G Foods, Inc.
|
5,205 | 159,950 | ||||
Calavo Growers, Inc. (b)
|
2,466 | 104,558 | ||||
Cal-Maine Foods, Inc. (a) (b)
|
4,871 | 180,178 | ||||
Campbell Soup Co.
|
30,026 | 1,304,930 | ||||
Conagra Brands, Inc.
|
67,566 | 2,307,379 | ||||
Darling Ingredients, Inc. (a)
|
22,860 | 1,583,969 | ||||
Flowers Foods, Inc. (b)
|
24,704 | 678,619 | ||||
Fresh Del Monte Produce, Inc. (b)
|
4,796 | 132,370 | ||||
General Mills, Inc.
|
84,545 | 5,696,642 | ||||
Hain Celestial Group, Inc. (a) (b)
|
11,596 | 494,106 | ||||
Hershey Co.
|
20,482 | 3,962,653 |
Security Description | Shares | Value | ||||
Hormel Foods Corp.
|
39,620 | $ 1,933,852 | ||||
Ingredion, Inc.
|
9,506 | 918,660 | ||||
J&J Snack Foods Corp. (b)
|
2,125 | 335,665 | ||||
J.M. Smucker Co.
|
15,990 | 2,171,762 | ||||
John B Sanfilippo & Son, Inc.
|
378 | 34,080 | ||||
Kellogg Co.
|
35,633 | 2,295,478 | ||||
Kraft Heinz Co.
|
89,856 | 3,225,830 | ||||
Lamb Weston Holdings, Inc.
|
20,703 | 1,312,156 | ||||
Lancaster Colony Corp.
|
2,270 | 375,912 | ||||
McCormick & Co., Inc.
|
34,514 | 3,334,398 | ||||
Mondelez International, Inc. Class A
|
193,207 | 12,811,556 | ||||
Pilgrim's Pride Corp. (a)
|
7,144 | 201,461 | ||||
Post Holdings, Inc. (a)
|
8,628 | 972,634 | ||||
Sanderson Farms, Inc.
|
2,554 | 488,018 | ||||
Seneca Foods Corp. Class A (a)
|
865 | 41,477 | ||||
Simply Good Foods Co. (a)
|
11,732 | 487,699 | ||||
Tootsie Roll Industries, Inc. (b)
|
2,539 | 91,988 | ||||
TreeHouse Foods, Inc. (a) (b)
|
8,063 | 326,793 | ||||
Tyson Foods, Inc. Class A
|
40,760 | 3,552,642 | ||||
56,722,318 | ||||||
GAS UTILITIES — 0.1% | ||||||
Atmos Energy Corp.
|
17,151 | 1,796,910 | ||||
Chesapeake Utilities Corp.
|
2,320 | 338,279 | ||||
National Fuel Gas Co.
|
12,259 | 783,841 | ||||
New Jersey Resources Corp.
|
12,156 | 499,125 | ||||
Northwest Natural Holding Co.
|
4,630 | 225,851 | ||||
ONE Gas, Inc.
|
7,290 | 565,631 | ||||
South Jersey Industries, Inc.
|
12,670 | 330,941 | ||||
Southwest Gas Holdings, Inc. (a)
|
7,350 | 514,868 | ||||
Spire, Inc. (b)
|
7,169 | 467,562 | ||||
UGI Corp.
|
28,852 | 1,324,595 | ||||
6,847,603 | ||||||
HEALTH CARE EQUIPMENT & SUPPLIES — 3.0% | ||||||
Abbott Laboratories
|
245,298 | 34,523,241 | ||||
ABIOMED, Inc. (a)
|
6,359 | 2,283,962 | ||||
Align Technology, Inc. (a)
|
9,994 | 6,567,857 | ||||
AngioDynamics, Inc. (a)
|
4,879 | 134,563 | ||||
Avanos Medical, Inc. (a)
|
6,877 | 238,426 | ||||
Baxter International, Inc.
|
70,826 | 6,079,704 | ||||
Becton Dickinson and Co.
|
40,165 | 10,100,694 | ||||
BioLife Solutions, Inc. (a)
|
4,342 | 161,826 | ||||
Boston Scientific Corp. (a)
|
198,536 | 8,433,809 | ||||
Cardiovascular Systems, Inc. (a)
|
5,234 | 98,295 | ||||
CONMED Corp. (b)
|
4,044 | 573,277 | ||||
Cooper Cos., Inc.
|
6,794 | 2,846,278 | ||||
CryoLife, Inc. (a) (b)
|
4,788 | 97,436 | ||||
Cutera, Inc. (a) (b)
|
2,353 | 97,226 | ||||
DENTSPLY SIRONA, Inc.
|
30,841 | 1,720,619 | ||||
DexCom, Inc. (a)
|
13,037 | 7,000,217 | ||||
Edwards Lifesciences Corp. (a)
|
86,477 | 11,203,095 | ||||
Envista Holdings Corp. (a)
|
22,183 | 999,566 | ||||
Glaukos Corp. (a)
|
5,720 | 254,197 |
Security Description | Shares | Value | ||||
Globus Medical, Inc. Class A (a)
|
9,934 | $ 717,235 | ||||
Haemonetics Corp. (a)
|
7,007 | 371,651 | ||||
Heska Corp. (a) (b)
|
1,379 | 251,654 | ||||
Hologic, Inc. (a)
|
35,505 | 2,718,263 | ||||
ICU Medical, Inc. (a)
|
2,404 | 570,565 | ||||
IDEXX Laboratories, Inc. (a)
|
11,861 | 7,809,994 | ||||
Inogen, Inc. (a)
|
2,550 | 86,700 | ||||
Integer Holdings Corp. (a)
|
4,558 | 390,119 | ||||
Integra LifeSciences Holdings Corp. (a)
(b)
|
9,949 | 666,484 | ||||
Intuitive Surgical, Inc. (a)
|
48,972 | 17,595,640 | ||||
Lantheus Holdings, Inc. (a)
|
8,964 | 258,970 | ||||
LeMaitre Vascular, Inc. (b)
|
2,363 | 118,693 | ||||
LivaNova PLC (a)
|
6,985 | 610,699 | ||||
Masimo Corp. (a)
|
6,545 | 1,916,245 | ||||
Medtronic PLC
|
186,276 | 19,270,252 | ||||
Meridian Bioscience, Inc. (a)
|
6,063 | 123,685 | ||||
Merit Medical Systems, Inc. (a)
|
6,831 | 425,571 | ||||
Mesa Laboratories, Inc. (b)
|
570 | 187,011 | ||||
Natus Medical, Inc. (a)
|
4,794 | 113,762 | ||||
Neogen Corp. (a)
|
14,829 | 673,385 | ||||
NuVasive, Inc. (a)
|
6,912 | 362,742 | ||||
OraSure Technologies, Inc. (a) (b)
|
5,605 | 48,707 | ||||
Orthofix Medical, Inc. (a)
|
2,698 | 83,881 | ||||
Penumbra, Inc. (a) (b)
|
4,737 | 1,361,035 | ||||
Quidel Corp. (a)
|
5,499 | 742,310 | ||||
ResMed, Inc.
|
20,091 | 5,233,304 | ||||
STAAR Surgical Co. (a)
|
6,366 | 581,216 | ||||
STERIS PLC
|
13,629 | 3,317,435 | ||||
Stryker Corp.
|
45,412 | 12,144,077 | ||||
Surmodics, Inc. (a)
|
2,341 | 112,719 | ||||
Tactile Systems Technology, Inc. (a)
|
2,283 | 43,445 | ||||
Tandem Diabetes Care, Inc. (a)
|
8,692 | 1,308,320 | ||||
Teleflex, Inc.
|
6,461 | 2,122,309 | ||||
Varex Imaging Corp. (a) (b)
|
5,159 | 162,766 | ||||
Zimmer Biomet Holdings, Inc.
|
28,743 | 3,651,511 | ||||
Zynex, Inc. (a) (b)
|
2,133 | 21,266 | ||||
179,587,909 | ||||||
HEALTH CARE PROVIDERS & SERVICES — 2.8% | ||||||
Acadia Healthcare Co., Inc. (a)
|
12,541 | 761,239 | ||||
Addus HomeCare Corp. (a)
|
2,109 | 197,213 | ||||
Amedisys, Inc. (a)
|
4,174 | 675,687 | ||||
AmerisourceBergen Corp.
|
20,772 | 2,760,391 | ||||
AMN Healthcare Services, Inc. (a)
|
5,830 | 713,184 | ||||
Anthem, Inc.
|
33,515 | 15,535,543 | ||||
Apollo Medical Holdings, Inc. (a) (b)
|
1,955 | 143,653 | ||||
Cardinal Health, Inc.
|
40,627 | 2,091,884 | ||||
Centene Corp. (a)
|
80,531 | 6,635,754 | ||||
Chemed Corp.
|
2,126 | 1,124,739 | ||||
Cigna Corp.
|
48,107 | 11,046,810 | ||||
Community Health Systems, Inc. (a)
|
16,147 | 214,917 |
Security Description | Shares | Value | ||||
CorVel Corp. (a)
|
637 | $ 132,496 | ||||
Covetrus, Inc. (a)
|
14,779 | 295,137 | ||||
Cross Country Healthcare, Inc. (a)
|
4,585 | 127,280 | ||||
CVS Health Corp.
|
179,591 | 18,526,608 | ||||
DaVita, Inc. (a)
|
10,309 | 1,172,752 | ||||
Encompass Health Corp.
|
14,055 | 917,229 | ||||
Ensign Group, Inc.
|
7,112 | 597,123 | ||||
Fulgent Genetics, Inc. (a) (b)
|
1,745 | 175,530 | ||||
Hanger, Inc. (a)
|
5,195 | 94,185 | ||||
HCA Healthcare, Inc.
|
32,724 | 8,407,450 | ||||
HealthEquity, Inc. (a)
|
9,973 | 441,206 | ||||
Henry Schein, Inc. (a)
|
19,544 | 1,515,246 | ||||
Humana, Inc.
|
17,672 | 8,197,334 | ||||
Joint Corp. (a) (b)
|
1,829 | 120,147 | ||||
Laboratory Corp. of America Holdings (a)
|
13,503 | 4,242,778 | ||||
LHC Group, Inc. (a)
|
4,208 | 577,464 | ||||
Magellan Health, Inc. (a)
|
3,378 | 320,876 | ||||
McKesson Corp.
|
22,176 | 5,512,288 | ||||
MEDNAX, Inc. (a) (b)
|
12,078 | 328,642 | ||||
ModivCare, Inc. (a)
|
1,756 | 260,397 | ||||
Molina Healthcare, Inc. (a)
|
8,302 | 2,640,700 | ||||
Option Care Health, Inc. (a)
|
16,741 | 476,114 | ||||
Owens & Minor, Inc.
|
10,388 | 451,878 | ||||
Patterson Cos., Inc.
|
12,308 | 361,240 | ||||
Pennant Group, Inc. (a) (b)
|
3,644 | 84,104 | ||||
Progyny, Inc. (a) (b)
|
5,223 | 262,978 | ||||
Quest Diagnostics, Inc.
|
18,603 | 3,218,505 | ||||
R1 RCM, Inc. (a)
|
16,581 | 422,650 | ||||
RadNet, Inc. (a)
|
5,164 | 155,488 | ||||
Select Medical Holdings Corp.
|
15,139 | 445,087 | ||||
Tenet Healthcare Corp. (a)
|
14,889 | 1,216,282 | ||||
Tivity Health, Inc. (a)
|
5,261 | 139,101 | ||||
UnitedHealth Group, Inc.
|
130,224 | 65,390,679 | ||||
Universal Health Services, Inc. Class B
|
10,715 | 1,389,307 | ||||
US Physical Therapy, Inc.
|
1,953 | 186,609 | ||||
170,703,904 | ||||||
HEALTH CARE TECHNOLOGY — 0.1% | ||||||
Allscripts Healthcare Solutions, Inc. (a)
(b)
|
22,360 | 412,542 | ||||
Cerner Corp.
|
42,298 | 3,928,215 | ||||
Computer Programs & Systems, Inc. (a)
|
1,826 | 53,502 | ||||
HealthStream, Inc. (a)
|
4,690 | 123,628 | ||||
NextGen Healthcare, Inc. (a)
|
7,648 | 136,058 | ||||
Omnicell, Inc. (a) (b)
|
4,980 | 898,591 | ||||
OptimizeRx Corp. (a) (b)
|
2,468 | 153,288 | ||||
Simulations Plus, Inc. (b)
|
1,762 | 83,343 | ||||
Tabula Rasa HealthCare, Inc. (a)
|
2,364 | 35,460 | ||||
5,824,627 | ||||||
HOTELS, RESTAURANTS & LEISURE — 2.0% | ||||||
BJ's Restaurants, Inc. (a)
|
4,096 | 141,517 |
Security Description | Shares | Value | |||
Bloomin' Brands, Inc. (a) (b)
|
12,016 | $ 252,096 | |||
Booking Holdings, Inc. (a)
|
5,671 | 13,606,033 | |||
Boyd Gaming Corp. (a)
|
11,250 | 737,663 | |||
Brinker International, Inc. (a)
|
5,365 | 196,305 | |||
Caesars Entertainment, Inc. (a)
|
28,574 | 2,672,526 | |||
Carnival Corp. (a) (b)
|
103,893 | 2,090,327 | |||
Cheesecake Factory, Inc. (a) (b)
|
5,801 | 227,109 | |||
Chipotle Mexican Grill, Inc. (a)
|
3,830 | 6,695,797 | |||
Choice Hotels International, Inc.
|
4,106 | 640,495 | |||
Churchill Downs, Inc.
|
4,892 | 1,178,483 | |||
Chuy's Holdings, Inc. (a)
|
2,724 | 82,047 | |||
Cracker Barrel Old Country Store, Inc. (b)
|
3,482 | 447,924 | |||
Darden Restaurants, Inc.
|
17,912 | 2,698,264 | |||
Dave & Buster's Entertainment, Inc. (a)
|
4,787 | 183,821 | |||
Dine Brands Global, Inc.
|
1,966 | 149,042 | |||
Domino's Pizza, Inc.
|
5,311 | 2,997,157 | |||
El Pollo Loco Holdings, Inc. (a) (b)
|
2,573 | 36,511 | |||
Expedia Group, Inc. (a)
|
18,884 | 3,412,716 | |||
Fiesta Restaurant Group, Inc. (a)
|
2,476 | 27,261 | |||
Hilton Worldwide Holdings, Inc. (a)
|
38,487 | 6,003,587 | |||
Jack in the Box, Inc.
|
3,207 | 280,548 | |||
Las Vegas Sands Corp. (a)
|
45,706 | 1,720,374 | |||
Marriott International, Inc. Class A (a)
|
36,896 | 6,096,695 | |||
Marriott Vacations Worldwide Corp.
|
4,991 | 843,379 | |||
McDonald's Corp.
|
103,211 | 27,667,773 | |||
MGM Resorts International
|
55,111 | 2,473,382 | |||
Monarch Casino & Resort, Inc. (a)
|
2,078 | 153,668 | |||
Norwegian Cruise Line Holdings, Ltd. (a)
(b)
|
44,544 | 923,843 | |||
Papa John's International, Inc.
|
5,357 | 714,999 | |||
Penn National Gaming, Inc. (a)
|
20,598 | 1,068,006 | |||
Red Robin Gourmet Burgers, Inc. (a)
(b)
|
4,044 | 66,847 | |||
Royal Caribbean Cruises, Ltd. (a) (b)
|
31,640 | 2,433,116 | |||
Ruth's Hospitality Group, Inc. (a)
(b)
|
4,802 | 95,560 | |||
Scientific Games Corp. Class A (a)
|
8,091 | 540,722 | |||
Shake Shack, Inc. Class A (a)
|
4,474 | 322,844 | |||
Six Flags Entertainment Corp. (a)
|
10,409 | 443,215 | |||
Starbucks Corp.
|
162,497 | 19,007,274 | |||
Texas Roadhouse, Inc.
|
9,151 | 817,001 | |||
Travel + Leisure Co.
|
12,501 | 690,930 | |||
Wendy's Co.
|
25,230 | 601,736 | |||
Wingstop, Inc. (b)
|
4,226 | 730,253 | |||
Wyndham Hotels & Resorts, Inc.
|
13,162 | 1,179,973 |
Security Description | Shares | Value | ||||
Wynn Resorts, Ltd. (a)
|
13,861 | $ 1,178,739 | ||||
Yum! Brands, Inc.
|
41,738 | 5,795,739 | ||||
120,323,297 | ||||||
HOUSEHOLD DURABLES — 0.5% | ||||||
Cavco Industries, Inc. (a)
|
1,222 | 388,168 | ||||
Century Communities, Inc.
|
2,651 | 216,825 | ||||
D.R. Horton, Inc.
|
45,877 | 4,975,361 | ||||
Ethan Allen Interiors, Inc. (b)
|
4,353 | 114,440 | ||||
Garmin, Ltd.
|
20,720 | 2,821,442 | ||||
Helen of Troy, Ltd. (a) (b)
|
3,644 | 890,849 | ||||
Installed Building Products, Inc.
|
2,874 | 401,555 | ||||
iRobot Corp. (a)
|
3,944 | 259,831 | ||||
KB Home
|
12,605 | 563,822 | ||||
La-Z-Boy, Inc.
|
6,564 | 238,339 | ||||
Leggett & Platt, Inc.
|
18,383 | 756,644 | ||||
Lennar Corp. Class A
|
37,957 | 4,409,085 | ||||
LGI Homes, Inc. (a)
|
2,313 | 357,312 | ||||
M/I Homes, Inc. (a)
|
2,772 | 172,363 | ||||
MDC Holdings, Inc.
|
7,872 | 439,494 | ||||
Meritage Homes Corp. (a)
|
5,178 | 632,027 | ||||
Mohawk Industries, Inc. (a)
|
8,427 | 1,535,231 | ||||
Newell Brands, Inc.
|
53,441 | 1,167,151 | ||||
NVR, Inc. (a)
|
449 | 2,653,083 | ||||
PulteGroup, Inc.
|
36,777 | 2,102,173 | ||||
Taylor Morrison Home Corp. (a)
|
18,031 | 630,364 | ||||
Tempur Sealy International, Inc.
|
26,296 | 1,236,701 | ||||
Toll Brothers, Inc.
|
16,205 | 1,173,080 | ||||
TopBuild Corp. (a) (b)
|
4,612 | 1,272,497 | ||||
Tri Pointe Homes, Inc. (a)
|
18,111 | 505,116 | ||||
Tupperware Brands Corp. (a)
|
6,855 | 104,813 | ||||
Universal Electronics, Inc. (a)
|
1,929 | 78,607 | ||||
Whirlpool Corp.
|
8,776 | 2,059,376 | ||||
32,155,749 | ||||||
HOUSEHOLD PRODUCTS — 1.3% | ||||||
Central Garden & Pet Co. (a) (b)
|
1,885 | 99,207 | ||||
Central Garden & Pet Co. Class A (a)
|
5,616 | 268,726 | ||||
Church & Dwight Co., Inc.
|
34,263 | 3,511,957 | ||||
Clorox Co.
|
17,352 | 3,025,495 | ||||
Colgate-Palmolive Co.
|
115,877 | 9,888,943 | ||||
Energizer Holdings, Inc. (b)
|
8,089 | 324,369 | ||||
Kimberly-Clark Corp.
|
47,204 | 6,746,396 | ||||
Procter & Gamble Co.
|
336,793 | 55,092,599 | ||||
WD-40 Co. (b)
|
1,964 | 480,473 | ||||
79,438,165 | ||||||
INDEPENDENT POWER & RENEWABLE ELECTRICITY PRODUCERS — 0.0% (e) | ||||||
AES Corp.
|
93,207 | 2,264,930 | ||||
INDUSTRIAL CONGLOMERATES — 0.9% | ||||||
3M Co.
|
79,268 | 14,080,375 | ||||
General Electric Co.
|
150,228 | 14,192,039 | ||||
Honeywell International, Inc.
|
95,424 | 19,896,858 |
Security Description | Shares | Value | ||||
Roper Technologies, Inc.
|
14,572 | $ 7,167,384 | ||||
55,336,656 | ||||||
INSURANCE — 2.0% | ||||||
Aflac, Inc.
|
90,158 | 5,264,326 | ||||
Alleghany Corp. (a)
|
2,036 | 1,359,213 | ||||
Allstate Corp.
|
42,035 | 4,945,418 | ||||
Ambac Financial Group, Inc. (a)
|
6,546 | 105,063 | ||||
American Equity Investment Life Holding Co.
|
12,219 | 475,563 | ||||
American Financial Group, Inc.
|
9,756 | 1,339,694 | ||||
American International Group, Inc.
|
119,520 | 6,795,907 | ||||
AMERISAFE, Inc.
|
2,466 | 132,745 | ||||
Aon PLC Class A
|
31,635 | 9,508,216 | ||||
Arthur J Gallagher & Co.
|
26,800 | 4,547,156 | ||||
Assurant, Inc.
|
8,411 | 1,310,938 | ||||
Assured Guaranty, Ltd.
|
11,331 | 568,816 | ||||
Brighthouse Financial, Inc. (a)
|
12,442 | 644,496 | ||||
Brown & Brown, Inc.
|
31,671 | 2,225,838 | ||||
Chubb, Ltd.
|
62,542 | 12,089,994 | ||||
Cincinnati Financial Corp.
|
21,132 | 2,407,569 | ||||
CNO Financial Group, Inc.
|
19,486 | 464,546 | ||||
eHealth, Inc. (a) (b)
|
2,740 | 69,870 | ||||
Employers Holdings, Inc.
|
4,820 | 199,452 | ||||
Everest Re Group, Ltd.
|
5,759 | 1,577,505 | ||||
First American Financial Corp.
|
14,816 | 1,159,056 | ||||
Genworth Financial, Inc. Class A (a)
|
65,034 | 263,388 | ||||
Globe Life, Inc.
|
13,459 | 1,261,377 | ||||
Hanover Insurance Group, Inc.
|
5,218 | 683,871 | ||||
Hartford Financial Services Group, Inc.
|
49,564 | 3,421,898 | ||||
HCI Group, Inc.
|
842 | 70,341 | ||||
Horace Mann Educators Corp.
|
5,146 | 199,150 | ||||
James River Group Holdings, Ltd.
|
4,344 | 125,151 | ||||
Kemper Corp.
|
7,813 | 459,326 | ||||
Kinsale Capital Group, Inc.
|
2,433 | 578,786 | ||||
Lincoln National Corp.
|
25,188 | 1,719,333 | ||||
Loews Corp.
|
32,230 | 1,861,605 | ||||
Marsh & McLennan Cos., Inc.
|
70,424 | 12,241,100 | ||||
Mercury General Corp. (b)
|
3,736 | 198,232 | ||||
MetLife, Inc.
|
102,043 | 6,376,667 | ||||
Old Republic International Corp.
|
40,147 | 986,813 | ||||
Palomar Holdings, Inc. (a)
|
2,535 | 164,192 | ||||
Primerica, Inc.
|
5,674 | 869,654 | ||||
Principal Financial Group, Inc.
|
35,357 | 2,557,372 | ||||
ProAssurance Corp.
|
9,123 | 230,812 | ||||
Progressive Corp.
|
81,210 | 8,336,206 | ||||
Prudential Financial, Inc.
|
54,794 | 5,930,902 | ||||
Reinsurance Group of America, Inc.
|
9,335 | 1,022,089 | ||||
RenaissanceRe Holdings, Ltd.
|
6,316 | 1,069,488 | ||||
RLI Corp.
|
5,686 | 637,401 | ||||
Safety Insurance Group, Inc.
|
2,354 | 200,161 | ||||
Selective Insurance Group, Inc.
|
7,591 | 622,006 |
Security Description | Shares | Value | ||||
Selectquote, Inc. (a) (b)
|
6,452 | $ 58,455 | ||||
SiriusPoint, Ltd. (a)
|
11,737 | 95,422 | ||||
Stewart Information Services Corp.
|
2,775 | 221,251 | ||||
Travelers Cos., Inc.
|
35,060 | 5,484,436 | ||||
Trupanion, Inc. (a) (b)
|
4,256 | 561,920 | ||||
United Fire Group, Inc.
|
2,522 | 58,485 | ||||
Universal Insurance Holdings, Inc.
|
4,785 | 81,345 | ||||
Unum Group
|
28,968 | 711,744 | ||||
Willis Towers Watson PLC
|
17,933 | 4,258,908 | ||||
WR Berkley Corp.
|
19,763 | 1,628,274 | ||||
122,438,942 | ||||||
INTERACTIVE MEDIA & SERVICES — 5.8% | ||||||
Actua Corp. (a)
|
1,285 | 64 | ||||
Alphabet, Inc. Class A (a)
|
41,535 | 120,328,557 | ||||
Alphabet, Inc. Class C (a)
|
38,923 | 112,627,204 | ||||
Cars.com, Inc. (a)
|
8,980 | 144,488 | ||||
Match Group, Inc. (a)
|
38,229 | 5,055,785 | ||||
Meta Platforms, Inc. Class A (a)
|
327,171 | 110,043,966 | ||||
QuinStreet, Inc. (a)
|
6,622 | 120,454 | ||||
TripAdvisor, Inc. (a) (b)
|
13,653 | 372,181 | ||||
Twitter, Inc. (a)
|
109,737 | 4,742,833 | ||||
Yelp, Inc. (a)
|
7,701 | 279,084 | ||||
Ziff Davis, Inc. (a)
|
5,620 | 623,033 | ||||
354,337,649 | ||||||
INTERNET & DIRECT MARKETING RETAIL — 3.5% | ||||||
Amazon.com, Inc. (a)
|
60,292 | 201,034,027 | ||||
eBay, Inc.
|
90,557 | 6,022,041 | ||||
Etsy, Inc. (a)
|
16,976 | 3,716,725 | ||||
Liquidity Services, Inc. (a)
|
3,738 | 82,535 | ||||
PetMed Express, Inc. (b)
|
2,497 | 63,074 | ||||
Shutterstock, Inc.
|
2,903 | 321,885 | ||||
211,240,287 | ||||||
IT SERVICES — 4.3% | ||||||
Accenture PLC Class A
|
87,679 | 36,347,329 | ||||
Akamai Technologies, Inc. (a)
|
22,922 | 2,682,791 | ||||
Alliance Data Systems Corp.
|
5,860 | 390,100 | ||||
Automatic Data Processing, Inc.
|
59,414 | 14,650,304 | ||||
BM Technologies, Inc. (a)
|
11 | 101 | ||||
Broadridge Financial Solutions, Inc.
|
16,035 | 2,931,519 | ||||
Cognizant Technology Solutions Corp. Class
A
|
74,083 | 6,572,644 | ||||
Concentrix Corp.
|
5,893 | 1,052,608 | ||||
CSG Systems International, Inc. (b)
|
4,840 | 278,881 | ||||
DXC Technology Co. (a)
|
36,086 | 1,161,608 | ||||
EPAM Systems, Inc. (a)
|
7,780 | 5,200,541 | ||||
EVERTEC, Inc.
|
8,446 | 422,131 | ||||
ExlService Holdings, Inc. (a)
|
4,730 | 684,762 | ||||
Fidelity National Information Services,
Inc.
|
85,967 | 9,383,298 | ||||
Fiserv, Inc. (a)
|
83,264 | 8,641,971 | ||||
FleetCor Technologies, Inc. (a)
|
11,590 | 2,594,306 |
Security Description | Shares | Value | ||||
Gartner, Inc. (a)
|
12,544 | $ 4,193,710 | ||||
Genpact, Ltd.
|
24,157 | 1,282,254 | ||||
Global Payments, Inc.
|
40,356 | 5,455,324 | ||||
Helios & Matheson Analytics, Inc. (a)
|
1 | — | ||||
International Business Machines Corp.
|
122,525 | 16,376,691 | ||||
Jack Henry & Associates, Inc.
|
10,749 | 1,794,976 | ||||
Kyndryl Holdings, Inc. (a)
|
24,505 | 443,541 | ||||
LiveRamp Holdings, Inc. (a)
|
9,315 | 446,654 | ||||
Mastercard, Inc. Class A
|
120,636 | 43,346,928 | ||||
MAXIMUS, Inc.
|
8,811 | 701,972 | ||||
Paychex, Inc.
|
44,234 | 6,037,941 | ||||
PayPal Holdings, Inc. (a)
|
162,142 | 30,576,738 | ||||
Perficient, Inc. (a)
|
4,589 | 593,312 | ||||
Sabre Corp. (a) (b)
|
39,827 | 342,114 | ||||
TTEC Holdings, Inc.
|
2,407 | 217,954 | ||||
Unisys Corp. (a) (b)
|
12,132 | 249,555 | ||||
VeriSign, Inc. (a)
|
13,878 | 3,522,514 | ||||
Visa, Inc. Class A
|
233,509 | 50,603,735 | ||||
Western Union Co.
|
57,768 | 1,030,581 | ||||
WEX, Inc. (a)
|
6,170 | 866,206 | ||||
261,077,594 | ||||||
LEISURE EQUIPMENT & PRODUCTS — 0.1% | ||||||
Brunswick Corp.
|
11,004 | 1,108,433 | ||||
Callaway Golf Co. (a) (b)
|
13,504 | 370,550 | ||||
Hasbro, Inc.
|
18,091 | 1,841,302 | ||||
Mattel, Inc. (a) (b)
|
49,004 | 1,056,526 | ||||
Polaris, Inc.
|
8,151 | 895,877 | ||||
Sturm Ruger & Co., Inc. (b)
|
2,436 | 165,697 | ||||
Vista Outdoor, Inc. (a)
|
8,276 | 381,275 | ||||
YETI Holdings, Inc. (a)
|
10,452 | 865,739 | ||||
6,685,399 | ||||||
LIFE SCIENCES TOOLS & SERVICES — 1.9% | ||||||
Agilent Technologies, Inc.
|
42,263 | 6,747,288 | ||||
Bio-Rad Laboratories, Inc. Class A (a)
|
2,787 | 2,105,774 | ||||
Bio-Techne Corp.
|
5,416 | 2,801,914 | ||||
Bruker Corp.
|
14,015 | 1,175,999 | ||||
Charles River Laboratories International, Inc.
(a)
|
7,132 | 2,687,195 | ||||
Danaher Corp.
|
87,437 | 28,767,647 | ||||
ICON PLC (a)
|
9 | 2,787 | ||||
Illumina, Inc. (a)
|
20,305 | 7,724,834 | ||||
IQVIA Holdings, Inc. (a)
|
26,395 | 7,447,085 | ||||
Medpace Holdings, Inc. (a)
|
3,881 | 844,661 | ||||
Mettler-Toledo International, Inc. (a)
|
3,216 | 5,458,227 | ||||
NeoGenomics, Inc. (a) (b)
|
17,025 | 580,893 | ||||
PerkinElmer, Inc.
|
15,387 | 3,093,710 | ||||
Repligen Corp. (a)
|
6,678 | 1,768,602 | ||||
Syneos Health, Inc. (a)
|
15,299 | 1,570,901 | ||||
Thermo Fisher Scientific, Inc.
|
54,066 | 36,074,998 | ||||
Waters Corp. (a)
|
8,677 | 3,233,050 |
Security Description | Shares | Value | ||||
West Pharmaceutical Services, Inc.
|
10,249 | $ 4,806,884 | ||||
116,892,449 | ||||||
MACHINERY — 1.8% | ||||||
AGCO Corp.
|
8,602 | 998,004 | ||||
Alamo Group, Inc.
|
1,395 | 205,316 | ||||
Albany International Corp. Class A
|
4,402 | 389,357 | ||||
Astec Industries, Inc.
|
2,571 | 178,093 | ||||
Barnes Group, Inc.
|
7,023 | 327,202 | ||||
Caterpillar, Inc.
|
74,573 | 15,417,222 | ||||
Chart Industries, Inc. (a)
|
4,893 | 780,385 | ||||
CIRCOR International, Inc. (a)
|
2,396 | 65,123 | ||||
Colfax Corp. (a)
|
14,268 | 655,900 | ||||
Crane Co.
|
6,955 | 707,532 | ||||
Cummins, Inc.
|
20,477 | 4,466,853 | ||||
Deere & Co.
|
39,154 | 13,425,515 | ||||
Donaldson Co., Inc.
|
17,721 | 1,050,146 | ||||
Dover Corp.
|
20,076 | 3,645,802 | ||||
Enerpac Tool Group Corp.
|
9,036 | 183,250 | ||||
EnPro Industries, Inc.
|
2,876 | 316,561 | ||||
ESCO Technologies, Inc.
|
3,686 | 331,703 | ||||
Federal Signal Corp.
|
8,553 | 370,687 | ||||
Flowserve Corp.
|
18,885 | 577,881 | ||||
Fortive Corp.
|
46,867 | 3,575,483 | ||||
Franklin Electric Co., Inc.
|
5,510 | 521,026 | ||||
Graco, Inc.
|
23,508 | 1,895,215 | ||||
Greenbrier Cos., Inc. (b)
|
4,632 | 212,562 | ||||
Hillenbrand, Inc.
|
10,544 | 548,183 | ||||
IDEX Corp.
|
10,665 | 2,520,353 | ||||
Illinois Tool Works, Inc.
|
39,941 | 9,857,439 | ||||
Ingersoll Rand, Inc.
|
50,321 | 3,113,360 | ||||
ITT, Inc.
|
12,265 | 1,253,360 | ||||
John Bean Technologies Corp.
|
4,462 | 685,185 | ||||
Kennametal, Inc.
|
11,801 | 423,774 | ||||
Lincoln Electric Holdings, Inc.
|
8,342 | 1,163,459 | ||||
Lindsay Corp.
|
1,554 | 236,208 | ||||
Meritor, Inc. (a)
|
10,340 | 256,225 | ||||
Middleby Corp. (a)
|
7,932 | 1,560,700 | ||||
Mueller Industries, Inc.
|
8,416 | 499,574 | ||||
Nordson Corp.
|
6,849 | 1,748,344 | ||||
Oshkosh Corp. (b)
|
9,708 | 1,094,189 | ||||
Otis Worldwide Corp.
|
56,379 | 4,908,920 | ||||
PACCAR, Inc.
|
47,896 | 4,227,301 | ||||
Parker-Hannifin Corp.
|
17,950 | 5,710,254 | ||||
Pentair PLC
|
23,392 | 1,708,318 | ||||
Proto Labs, Inc. (a)
|
3,774 | 193,795 | ||||
Snap-on, Inc.
|
7,582 | 1,633,011 | ||||
SPX Corp. (a)
|
6,378 | 380,639 | ||||
SPX FLOW, Inc.
|
6,058 | 523,896 | ||||
Standex International Corp.
|
2,135 | 236,259 | ||||
Stanley Black & Decker, Inc.
|
22,074 | 4,163,598 | ||||
Tennant Co.
|
2,426 | 196,603 | ||||
Terex Corp.
|
10,318 | 453,476 | ||||
Timken Co.
|
9,667 | 669,826 | ||||
Titan International, Inc. (a)
|
9,321 | 102,158 |
Security Description | Shares | Value | ||||
Toro Co.
|
15,053 | $ 1,503,945 | ||||
Trinity Industries, Inc. (b)
|
11,912 | 359,742 | ||||
Wabash National Corp. (b)
|
8,151 | 159,107 | ||||
Watts Water Technologies, Inc. Class A
|
3,952 | 767,360 | ||||
Westinghouse Air Brake Technologies Corp.
|
24,870 | 2,290,776 | ||||
Woodward, Inc.
|
8,032 | 879,183 | ||||
Xylem, Inc.
|
24,963 | 2,993,563 | ||||
109,318,901 | ||||||
MARINE — 0.0% (e) | ||||||
Kirby Corp. (a)
|
7,572 | 449,928 | ||||
Matson, Inc.
|
6,138 | 552,604 | ||||
1,002,532 | ||||||
MEDIA — 1.0% | ||||||
AMC Networks, Inc. Class A (a) (b)
|
3,773 | 129,942 | ||||
Cable One, Inc. (b)
|
776 | 1,368,437 | ||||
Charter Communications, Inc. Class A (a)
|
16,929 | 11,037,200 | ||||
Comcast Corp. Class A
|
632,050 | 31,811,076 | ||||
Discovery, Inc. Class A (a) (b)
|
22,638 | 532,899 | ||||
Discovery, Inc. Class C (a)
|
40,974 | 938,305 | ||||
DISH Network Corp. Class A (a)
|
35,015 | 1,135,887 | ||||
EW Scripps Co. Class A
|
9,559 | 184,967 | ||||
Fox Corp. Class A
|
46,585 | 1,718,986 | ||||
Fox Corp. Class B
|
21,361 | 732,041 | ||||
Gannett Co., Inc. (a)
|
12,929 | 68,912 | ||||
Interpublic Group of Cos., Inc.
|
54,857 | 2,054,395 | ||||
John Wiley & Sons, Inc. Class A
|
6,160 | 352,783 | ||||
Loyalty Ventures, Inc. (a)
|
2,334 | 70,183 | ||||
New York Times Co. Class A
|
19,693 | 951,172 | ||||
News Corp. Class A
|
55,022 | 1,227,541 | ||||
News Corp. Class B
|
17,089 | 384,503 | ||||
Omnicom Group, Inc.
|
29,698 | 2,175,972 | ||||
Scholastic Corp.
|
4,776 | 190,849 | ||||
Taptica International, Ltd. (a)
|
1,016 | 7,624 | ||||
TechTarget, Inc. (a) (b)
|
3,423 | 327,444 | ||||
TEGNA, Inc.
|
30,916 | 573,801 | ||||
Thryv Holdings, Inc. (a) (b)
|
2,346 | 96,491 | ||||
ViacomCBS, Inc. Class B
|
78,080 | 2,356,454 | ||||
60,427,864 | ||||||
METALS & MINING — 0.5% | ||||||
Alcoa Corp.
|
23,480 | 1,398,938 | ||||
Allegheny Technologies, Inc. (a) (b)
|
18,329 | 291,981 | ||||
Arconic Corp. (a) (b)
|
13,762 | 454,284 | ||||
Carpenter Technology Corp.
|
7,158 | 208,942 | ||||
Century Aluminum Co. (a) (b)
|
7,243 | 119,944 | ||||
Cleveland-Cliffs, Inc. (a) (b)
|
69,098 | 1,504,263 | ||||
Commercial Metals Co.
|
16,887 | 612,829 | ||||
Compass Minerals International, Inc. (b)
|
4,846 | 247,534 |
Security Description | Shares | Value | ||||
Ferroglobe Representation & Warranty
Insurance Trust (a) (f)
|
929 | $ — | ||||
Freeport-McMoRan, Inc.
|
201,768 | 8,419,779 | ||||
Haynes International, Inc.
|
2,311 | 93,203 | ||||
Kaiser Aluminum Corp.
|
2,436 | 228,838 | ||||
Materion Corp.
|
2,490 | 228,931 | ||||
Newmont Corp.
|
111,427 | 6,910,703 | ||||
Nucor Corp.
|
41,744 | 4,765,078 | ||||
Olympic Steel, Inc.
|
2,263 | 53,180 | ||||
Reliance Steel & Aluminum Co.
|
8,908 | 1,445,056 | ||||
Royal Gold, Inc.
|
9,102 | 957,621 | ||||
Steel Dynamics, Inc.
|
28,046 | 1,740,815 | ||||
SunCoke Energy, Inc.
|
3,538 | 23,315 | ||||
TimkenSteel Corp. (a)
|
2,459 | 40,573 | ||||
United States Steel Corp. (b)
|
29,323 | 698,181 | ||||
Warrior Met Coal, Inc.
|
5,084 | 130,710 | ||||
Worthington Industries, Inc.
|
5,096 | 278,547 | ||||
30,853,245 | ||||||
MORTGAGE REAL ESTATE INVESTMENT TRUST (REITS) — 0.0% (e) | ||||||
Apollo Commercial Real Estate Finance, Inc.
REIT
|
16,835 | 221,549 | ||||
ARMOUR Residential REIT, Inc. (b)
|
7,813 | 76,646 | ||||
Ellington Financial, Inc. REIT (b)
|
6,023 | 102,933 | ||||
Franklin BSP Realty Trust, Inc.
|
4,514 | 67,439 | ||||
Granite Point Mortgage Trust, Inc. REIT
|
6,489 | 75,986 | ||||
Invesco Mortgage Capital, Inc. REIT (b)
|
23,130 | 64,301 | ||||
KKR Real Estate Finance Trust, Inc. REIT
(b)
|
5,265 | 109,670 | ||||
New York Mortgage Trust, Inc. REIT
|
46,008 | 171,150 | ||||
PennyMac Mortgage Investment Trust REIT (b)
|
14,349 | 248,668 | ||||
Ready Capital Corp. REIT
|
8,565 | 133,871 | ||||
Redwood Trust, Inc. REIT
|
16,026 | 211,383 | ||||
Two Harbors Investment Corp. REIT (b)
|
38,122 | 219,964 | ||||
1,703,560 | ||||||
MULTI-UTILITIES — 0.7% | ||||||
Ameren Corp.
|
34,353 | 3,057,760 | ||||
Avista Corp.
|
9,736 | 413,683 | ||||
Black Hills Corp.
|
8,608 | 607,466 | ||||
CenterPoint Energy, Inc.
|
72,275 | 2,017,195 | ||||
CMS Energy Corp.
|
39,596 | 2,575,720 | ||||
Consolidated Edison, Inc.
|
47,806 | 4,078,808 | ||||
Dominion Energy, Inc.
|
109,954 | 8,637,986 | ||||
DTE Energy Co.
|
26,772 | 3,200,325 | ||||
MDU Resources Group, Inc.
|
28,432 | 876,843 | ||||
NiSource, Inc.
|
53,853 | 1,486,881 | ||||
NorthWestern Corp. (b)
|
7,274 | 415,782 | ||||
Public Service Enterprise Group, Inc.
|
70,120 | 4,679,108 |
Security Description | Shares | Value | ||||
Sempra Energy
|
44,307 | $ 5,860,930 | ||||
Unitil Corp.
|
2,043 | 93,958 | ||||
WEC Energy Group, Inc.
|
43,603 | 4,232,543 | ||||
42,234,988 | ||||||
MULTILINE RETAIL — 0.5% | ||||||
Big Lots, Inc. (b)
|
5,323 | 239,801 | ||||
Dollar General Corp.
|
32,031 | 7,553,871 | ||||
Dollar Tree, Inc. (a)
|
32,480 | 4,564,089 | ||||
Kohl's Corp. (b)
|
22,164 | 1,094,680 | ||||
Macy's, Inc.
|
43,793 | 1,146,501 | ||||
Nordstrom, Inc. (a) (b)
|
15,231 | 344,525 | ||||
Ollie's Bargain Outlet Holdings, Inc. (a)
(b)
|
7,444 | 381,058 | ||||
Target Corp.
|
68,506 | 15,855,029 | ||||
31,179,554 | ||||||
OIL, GAS & CONSUMABLE FUELS — 2.5% | ||||||
Antero Midstream Corp.
|
40,591 | 392,921 | ||||
APA Corp.
|
53,193 | 1,430,360 | ||||
Battalion Oil Corp. (a)
|
52 | 510 | ||||
Callon Petroleum Co. (a) (b)
|
5,837 | 275,798 | ||||
Chevron Corp.
|
266,501 | 31,273,892 | ||||
Civitas Resources, Inc.
|
2,647 | 129,624 | ||||
CNX Resources Corp. (a) (b)
|
31,523 | 433,441 | ||||
ConocoPhillips
|
187,680 | 13,546,742 | ||||
CONSOL Energy, Inc. (a) (b)
|
4,807 | 109,167 | ||||
Coterra Energy, Inc.
|
116,099 | 2,205,881 | ||||
Devon Energy Corp.
|
84,762 | 3,733,766 | ||||
Diamondback Energy, Inc.
|
24,154 | 2,605,009 | ||||
Dorian LPG, Ltd.
|
4,867 | 61,762 | ||||
DTE Midstream LLC (a)
|
13,297 | 637,990 | ||||
EOG Resources, Inc.
|
80,724 | 7,170,713 | ||||
EQT Corp. (a)
|
40,836 | 890,633 | ||||
Equitrans Midstream Corp.
|
56,203 | 581,139 | ||||
Exxon Mobil Corp.
|
585,259 | 35,811,998 | ||||
Green Plains, Inc. (a) (b)
|
7,073 | 245,857 | ||||
Hess Corp.
|
37,179 | 2,752,361 | ||||
HollyFrontier Corp. (b)
|
21,152 | 693,363 | ||||
Kinder Morgan, Inc.
|
269,546 | 4,275,000 | ||||
Laredo Petroleum, Inc. (a) (b)
|
1,584 | 95,246 | ||||
Marathon Oil Corp.
|
113,060 | 1,856,445 | ||||
Marathon Petroleum Corp.
|
89,778 | 5,744,894 | ||||
Matador Resources Co. (b)
|
15,048 | 555,572 | ||||
Murphy Oil Corp. (b)
|
20,687 | 540,138 | ||||
Occidental Petroleum Corp.
|
116,565 | 3,379,219 | ||||
ONEOK, Inc.
|
59,774 | 3,512,320 | ||||
Par Pacific Holdings, Inc. (a) (b)
|
7,186 | 118,497 | ||||
PBF Energy, Inc. Class A (a) (b)
|
16,490 | 213,875 | ||||
PDC Energy, Inc.
|
13,867 | 676,432 | ||||
Phillips 66
|
60,386 | 4,375,570 | ||||
Pioneer Natural Resources Co.
|
32,746 | 5,955,843 | ||||
Range Resources Corp. (a)
|
37,647 | 671,246 | ||||
Ranger Oil Corp. Class A (a)
|
2,353 | 63,343 | ||||
Renewable Energy Group, Inc. (a) (b)
|
5,158 | 218,906 |
Security Description | Shares | Value | ||||
REX American Resources Corp. (a) (b)
|
142 | $ 13,632 | ||||
SM Energy Co.
|
16,604 | 489,486 | ||||
Southwestern Energy Co. (a) (b)
|
92,055 | 428,976 | ||||
Talos Energy, Inc. (a) (b)
|
2,940 | 28,812 | ||||
Targa Resources Corp.
|
31,495 | 1,645,299 | ||||
Valero Energy Corp.
|
56,436 | 4,238,908 | ||||
Williams Cos., Inc.
|
167,950 | 4,373,418 | ||||
World Fuel Services Corp.
|
8,816 | 233,360 | ||||
148,687,364 | ||||||
PAPER & FOREST PRODUCTS — 0.0% (e) | ||||||
Clearwater Paper Corp. (a) (b)
|
2,345 | 85,991 | ||||
Glatfelter Corp.
|
7,156 | 123,083 | ||||
Louisiana-Pacific Corp. (b)
|
15,252 | 1,194,994 | ||||
Mercer International, Inc.
|
5,064 | 60,718 | ||||
Neenah, Inc.
|
2,434 | 112,646 | ||||
Schweitzer-Mauduit International, Inc.
|
4,602 | 137,600 | ||||
Sylvamo Corp. (a)
|
4,915 | 137,079 | ||||
1,852,111 | ||||||
PERSONAL PRODUCTS — 0.2% | ||||||
Coty, Inc. Class A (a) (b)
|
39,452 | 414,246 | ||||
Edgewell Personal Care Co.
|
7,790 | 356,081 | ||||
elf Beauty, Inc. (a)
|
5,360 | 178,006 | ||||
Estee Lauder Cos., Inc. Class A
|
31,408 | 11,627,241 | ||||
Inter Parfums, Inc.
|
2,414 | 258,056 | ||||
Medifast, Inc.
|
1,651 | 345,769 | ||||
Nu Skin Enterprises, Inc. Class A
|
7,181 | 364,436 | ||||
USANA Health Sciences, Inc. (a)
|
1,730 | 175,076 | ||||
13,718,911 | ||||||
PHARMACEUTICALS — 3.5% | ||||||
Amphastar Pharmaceuticals, Inc. (a)
|
4,856 | 113,096 | ||||
ANI Pharmaceuticals, Inc. (a) (b)
|
378 | 17,418 | ||||
Bristol-Myers Squibb Co.
|
307,486 | 19,171,752 | ||||
Cara Therapeutics, Inc. (a) (b)
|
5,859 | 71,363 | ||||
Catalent, Inc. (a)
|
23,178 | 2,967,479 | ||||
Collegium Pharmaceutical, Inc. (a)
|
434 | 8,107 | ||||
Corcept Therapeutics, Inc. (a) (b)
|
14,720 | 291,456 | ||||
Elanco Animal Health, Inc. (a) (f)
|
6,058 | — | ||||
Eli Lilly & Co.
|
109,898 | 30,356,026 | ||||
Endo International PLC (a) (b)
|
29,502 | 110,927 | ||||
Harmony Biosciences Holdings, Inc. (a)
(b)
|
3,059 | 130,436 | ||||
Innoviva, Inc. (a) (b)
|
8,613 | 148,574 | ||||
Jazz Pharmaceuticals PLC (a)
|
7,876 | 1,003,402 | ||||
Johnson & Johnson
|
364,495 | 62,354,160 | ||||
Merck & Co., Inc.
|
350,115 | 26,832,814 |
Security Description | Shares | Value | ||||
Nektar Therapeutics (a) (b)
|
26,605 | $ 359,434 | ||||
Organon & Co.
|
35,031 | 1,066,694 | ||||
Pacira BioSciences, Inc. (a) (b)
|
6,195 | 372,753 | ||||
Perrigo Co. PLC
|
19,448 | 756,527 | ||||
Pfizer, Inc.
|
769,637 | 45,447,065 | ||||
Phibro Animal Health Corp. Class A
|
2,504 | 51,132 | ||||
Prestige Consumer Healthcare, Inc. (a)
|
7,379 | 447,536 | ||||
Supernus Pharmaceuticals, Inc. (a)
(b)
|
7,238 | 211,060 | ||||
Viatris, Inc.
|
167,015 | 2,259,713 | ||||
Zoetis, Inc.
|
65,935 | 16,090,118 | ||||
210,639,042 | ||||||
PROFESSIONAL SERVICES — 0.5% | ||||||
ASGN, Inc. (a)
|
7,157 | 883,174 | ||||
CACI International, Inc. Class A (a)
|
3,625 | 975,886 | ||||
Equifax, Inc.
|
16,798 | 4,918,286 | ||||
Exponent, Inc.
|
7,205 | 841,040 | ||||
Forrester Research, Inc. (a)
|
2,195 | 128,912 | ||||
FTI Consulting, Inc. (a) (b)
|
4,576 | 702,050 | ||||
Heidrick & Struggles International,
Inc.
|
2,648 | 115,797 | ||||
IHS Markit, Ltd.
|
55,779 | 7,414,145 | ||||
Insperity, Inc.
|
4,918 | 580,865 | ||||
Jacobs Engineering Group, Inc.
|
18,314 | 2,549,858 | ||||
KBR, Inc. (b)
|
19,992 | 952,019 | ||||
Kelly Services, Inc. Class A
|
4,744 | 79,557 | ||||
Korn Ferry
|
7,494 | 567,521 | ||||
Leidos Holdings, Inc.
|
18,835 | 1,674,431 | ||||
ManpowerGroup, Inc.
|
8,200 | 798,106 | ||||
ManTech International Corp. Class A
|
2,886 | 210,476 | ||||
Nielsen Holdings PLC
|
50,333 | 1,032,330 | ||||
Resources Connection, Inc.
|
4,676 | 83,420 | ||||
Robert Half International, Inc.
|
16,116 | 1,797,256 | ||||
Science Applications International Corp.
|
7,806 | 652,504 | ||||
TrueBlue, Inc. (a)
|
6,668 | 184,504 | ||||
Verisk Analytics, Inc.
|
22,555 | 5,159,005 | ||||
32,301,142 | ||||||
REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.1% | ||||||
CBRE Group, Inc. Class A (a)
|
46,347 | 5,029,113 | ||||
Douglas Elliman, Inc.
|
8,379 | 96,359 | ||||
Jones Lang LaSalle, Inc. (a)
|
7,198 | 1,938,709 | ||||
Marcus & Millichap, Inc. (a)
|
3,327 | 171,207 | ||||
RE/MAX Holdings, Inc. Class A
|
2,686 | 81,896 | ||||
Realogy Holdings Corp. (a) (b)
|
17,805 | 299,302 | ||||
St. Joe Co.
|
4,377 | 227,823 | ||||
7,844,409 | ||||||
ROAD & RAIL — 1.0% | ||||||
ArcBest Corp.
|
3,928 | 470,771 | ||||
Avis Budget Group, Inc. (a)
|
7,282 | 1,510,068 | ||||
Canadian Pacific Railway, Ltd.
|
86 | 6,187 |
Security Description | Shares | Value | ||||
CSX Corp.
|
318,118 | $ 11,961,237 | ||||
Heartland Express, Inc.
|
7,270 | 122,281 | ||||
JB Hunt Transport Services, Inc.
|
11,845 | 2,421,118 | ||||
Knight-Swift Transportation Holdings, Inc.
|
24,432 | 1,488,886 | ||||
Landstar System, Inc.
|
5,501 | 984,789 | ||||
Marten Transport, Ltd.
|
7,618 | 130,725 | ||||
Norfolk Southern Corp.
|
35,138 | 10,460,934 | ||||
Old Dominion Freight Line, Inc.
|
13,225 | 4,739,576 | ||||
Ryder System, Inc.
|
7,584 | 625,149 | ||||
Saia, Inc. (a)
|
3,686 | 1,242,293 | ||||
Union Pacific Corp.
|
88,479 | 22,290,514 | ||||
Werner Enterprises, Inc.
|
7,528 | 358,785 | ||||
XPO Logistics, Inc. (a)
|
13,017 | 1,007,906 | ||||
59,821,219 | ||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 6.2% | ||||||
Advanced Micro Devices, Inc. (a)
|
166,555 | 23,967,264 | ||||
Amkor Technology, Inc.
|
14,712 | 364,710 | ||||
Analog Devices, Inc.
|
74,716 | 13,132,831 | ||||
Applied Materials, Inc.
|
126,760 | 19,946,954 | ||||
Axcelis Technologies, Inc. (a)
|
2,774 | 206,829 | ||||
Azenta, Inc.
|
10,455 | 1,078,015 | ||||
Broadcom, Inc.
|
56,907 | 37,866,487 | ||||
CEVA, Inc. (a)
|
2,809 | 121,461 | ||||
Cirrus Logic, Inc. (a)
|
8,157 | 750,607 | ||||
CMC Materials, Inc.
|
4,100 | 785,929 | ||||
Cohu, Inc. (a)
|
5,563 | 211,895 | ||||
Diodes, Inc. (a)
|
4,970 | 545,756 | ||||
Enphase Energy, Inc. (a)
|
17,605 | 3,220,659 | ||||
First Solar, Inc. (a)
|
12,087 | 1,053,503 | ||||
FormFactor, Inc. (a)
|
10,819 | 494,645 | ||||
Ichor Holdings, Ltd. (a)
|
2,385 | 109,782 | ||||
Intel Corp.
|
558,987 | 28,787,830 | ||||
KLA Corp.
|
21,380 | 9,195,752 | ||||
Kulicke & Soffa Industries, Inc. (b)
|
8,806 | 533,115 | ||||
Lam Research Corp.
|
19,557 | 14,064,417 | ||||
Lattice Semiconductor Corp. (a)
|
18,868 | 1,453,968 | ||||
MaxLinear, Inc. (a)
|
9,724 | 733,092 | ||||
Microchip Technology, Inc.
|
73,413 | 6,391,336 | ||||
Micron Technology, Inc.
|
154,621 | 14,402,946 | ||||
MKS Instruments, Inc.
|
7,334 | 1,277,363 | ||||
Monolithic Power Systems, Inc.
|
5,750 | 2,836,647 | ||||
NVIDIA Corp.
|
344,910 | 101,441,480 | ||||
NXP Semiconductors NV
|
38,151 | 8,690,035 | ||||
Onto Innovation, Inc. (a)
|
6,371 | 644,936 | ||||
PDF Solutions, Inc. (a)
|
4,397 | 139,781 | ||||
Photronics, Inc. (a)
|
9,303 | 175,362 | ||||
Power Integrations, Inc.
|
6,908 | 641,684 | ||||
Qorvo, Inc. (a)
|
15,788 | 2,469,085 | ||||
QUALCOMM, Inc.
|
156,536 | 28,625,738 | ||||
Rambus, Inc. (a) (b)
|
16,852 | 495,280 | ||||
Semtech Corp. (a)
|
9,108 | 809,974 | ||||
Silicon Laboratories, Inc. (a)
|
6,231 | 1,286,203 |
Security Description | Shares | Value | ||||
SiTime Corp. (a)
|
2,046 | $ 598,537 | ||||
Skyworks Solutions, Inc.
|
22,985 | 3,565,893 | ||||
SMART Global Holdings, Inc. (a) (b)
|
1,971 | 139,921 | ||||
SolarEdge Technologies, Inc. (a)
|
6,998 | 1,963,429 | ||||
SunPower Corp. (a) (b)
|
11,466 | 239,295 | ||||
Synaptics, Inc. (a) (b)
|
4,808 | 1,391,964 | ||||
Teradyne, Inc.
|
23,009 | 3,762,662 | ||||
Texas Instruments, Inc.
|
127,029 | 23,941,156 | ||||
Ultra Clean Holdings, Inc. (a)
|
5,104 | 292,765 | ||||
Universal Display Corp.
|
6,061 | 1,000,247 | ||||
Veeco Instruments, Inc. (a) (b)
|
6,916 | 196,899 | ||||
Wolfspeed, Inc. (a)
|
14,854 | 1,660,232 | ||||
Xilinx, Inc.
|
33,956 | 7,199,691 | ||||
374,906,042 | ||||||
SOFTWARE — 9.0% | ||||||
8x8, Inc. (a) (b)
|
14,671 | 245,886 | ||||
ACI Worldwide, Inc. (a)
|
16,506 | 572,758 | ||||
Adobe, Inc. (a)
|
65,950 | 37,397,607 | ||||
Agilysys, Inc. (a)
|
2,543 | 113,062 | ||||
Alarm.com Holdings, Inc. (a)
|
5,807 | 492,492 | ||||
ANSYS, Inc. (a)
|
11,929 | 4,784,960 | ||||
Aspen Technology, Inc. (a)
|
9,365 | 1,425,353 | ||||
Autodesk, Inc. (a)
|
30,582 | 8,599,353 | ||||
Blackbaud, Inc. (a)
|
7,110 | 561,548 | ||||
Bottomline Technologies DE, Inc. (a)
|
5,166 | 291,724 | ||||
Cadence Design Systems, Inc. (a)
|
38,577 | 7,188,824 | ||||
CDK Global, Inc.
|
17,226 | 719,013 | ||||
Cerence, Inc. (a) (b)
|
5,239 | 401,517 | ||||
Ceridian HCM Holding, Inc. (a)
|
18,433 | 1,925,511 | ||||
Citrix Systems, Inc.
|
16,034 | 1,516,656 | ||||
CommVault Systems, Inc. (a)
|
6,943 | 478,512 | ||||
Consensus Cloud Solutions, Inc. (a)
(b)
|
1,873 | 108,391 | ||||
Digital Turbine, Inc. (a) (b)
|
10,823 | 660,095 | ||||
Ebix, Inc. (b)
|
4,008 | 121,843 | ||||
Envestnet, Inc. (a)
|
7,532 | 597,589 | ||||
Fair Isaac Corp. (a)
|
4,052 | 1,757,231 | ||||
Fortinet, Inc. (a)
|
18,678 | 6,712,873 | ||||
InterDigital, Inc. (b)
|
4,248 | 304,284 | ||||
Intuit, Inc.
|
39,295 | 25,275,330 | ||||
LivePerson, Inc. (a) (b)
|
8,734 | 311,978 | ||||
Manhattan Associates, Inc. (a)
|
8,835 | 1,373,754 | ||||
Microsoft Corp.
|
1,039,478 | 349,597,241 | ||||
Mimecast, Ltd. (a)
|
8,184 | 651,201 | ||||
NCR Corp. (a)
|
18,333 | 736,987 | ||||
NortonLifeLock, Inc.
|
82,281 | 2,137,660 | ||||
OneSpan, Inc. (a) (b)
|
4,775 | 80,841 | ||||
Oracle Corp.
|
227,113 | 19,806,525 | ||||
Paycom Software, Inc. (a)
|
6,716 | 2,788,416 | ||||
Paylocity Holding Corp. (a)
|
5,189 | 1,225,434 | ||||
Progress Software Corp.
|
6,622 | 319,644 | ||||
PTC, Inc. (a)
|
14,810 | 1,794,231 |
Security Description | Shares | Value | ||||
Qualys, Inc. (a)
|
4,689 | $ 643,425 | ||||
SailPoint Technologies Holding, Inc. (a)
|
12,750 | 616,335 | ||||
salesforce.com, Inc. (a)
|
133,419 | 33,905,770 | ||||
ServiceNow, Inc. (a)
|
27,164 | 17,632,424 | ||||
SPS Commerce, Inc. (a)
|
4,844 | 689,543 | ||||
Synopsys, Inc. (a)
|
21,110 | 7,779,035 | ||||
Teradata Corp. (a)
|
15,079 | 640,405 | ||||
Tyler Technologies, Inc. (a)
|
5,524 | 2,971,636 | ||||
Vonage Holdings Corp. (a)
|
32,905 | 684,095 | ||||
Xperi Holding Corp.
|
13,231 | 250,198 | ||||
548,889,190 | ||||||
SPECIALTY RETAIL — 2.5% | ||||||
Aaron's Co., Inc.
|
5,508 | 135,772 | ||||
Abercrombie & Fitch Co. Class A (a)
(b)
|
7,246 | 252,378 | ||||
Advance Auto Parts, Inc.
|
9,475 | 2,272,863 | ||||
American Eagle Outfitters, Inc. (b)
|
21,882 | 554,052 | ||||
America's Car-Mart, Inc. (a) (b)
|
900 | 92,160 | ||||
Asbury Automotive Group, Inc. (a) (b)
|
2,710 | 468,098 | ||||
AutoNation, Inc. (a)
|
8,230 | 961,676 | ||||
AutoZone, Inc. (a)
|
2,908 | 6,096,302 | ||||
Barnes & Noble Education, Inc. (a)
|
4,145 | 28,227 | ||||
Bath & Body Works, Inc.
|
33,206 | 2,317,447 | ||||
Bed Bath & Beyond, Inc. (a) (b)
|
17,726 | 258,445 | ||||
Best Buy Co., Inc.
|
31,852 | 3,236,163 | ||||
Boot Barn Holdings, Inc. (a)
|
2,541 | 312,670 | ||||
Buckle, Inc.
|
4,039 | 170,890 | ||||
Caleres, Inc.
|
7,096 | 160,937 | ||||
CarMax, Inc. (a)
|
23,097 | 3,007,922 | ||||
Cato Corp. Class A
|
5,085 | 87,259 | ||||
Chico's FAS, Inc. (a) (b)
|
33,247 | 178,869 | ||||
Children's Place, Inc. (a) (b)
|
2,523 | 200,049 | ||||
Conn's, Inc. (a) (b)
|
2,682 | 63,081 | ||||
Designer Brands, Inc. Class A (a) (b)
|
11,751 | 166,982 | ||||
Dick's Sporting Goods, Inc. (b)
|
9,108 | 1,047,329 | ||||
Five Below, Inc. (a)
|
7,561 | 1,564,295 | ||||
Foot Locker, Inc.
|
14,401 | 628,316 | ||||
GameStop Corp. Class A (a) (b)
|
7,975 | 1,183,410 | ||||
Gap, Inc.
|
29,199 | 515,362 | ||||
Genesco, Inc. (a) (b)
|
2,019 | 129,559 | ||||
Group 1 Automotive, Inc. (b)
|
2,434 | 475,165 | ||||
Guess?, Inc. (b)
|
5,248 | 124,273 | ||||
Haverty Furniture Cos., Inc. (b)
|
2,441 | 74,621 | ||||
Hibbett, Inc. (b)
|
2,340 | 168,316 | ||||
Home Depot, Inc.
|
146,383 | 60,750,409 | ||||
Lithia Motors, Inc.
|
3,949 | 1,172,656 | ||||
Lowe's Cos., Inc.
|
97,624 | 25,233,852 | ||||
Lumber Liquidators Holdings, Inc. (a)
|
4,095 | 69,902 | ||||
MarineMax, Inc. (a)
|
2,574 | 151,969 | ||||
Monro, Inc. (b)
|
4,950 | 288,437 |
Security Description | Shares | Value | ||||
Murphy USA, Inc.
|
3,461 | $ 689,570 | ||||
ODP Corp. (a) (b)
|
6,276 | 246,521 | ||||
O'Reilly Automotive, Inc. (a)
|
9,556 | 6,748,734 | ||||
Rent-A-Center, Inc. (b)
|
5,286 | 253,939 | ||||
RH (a) (b)
|
2,207 | 1,182,820 | ||||
Ross Stores, Inc.
|
49,461 | 5,652,403 | ||||
Sally Beauty Holdings, Inc. (a) (b)
|
18,877 | 348,469 | ||||
Shoe Carnival, Inc. (b)
|
3,740 | 146,159 | ||||
Signet Jewelers, Ltd.
|
7,319 | 636,973 | ||||
Sleep Number Corp. (a) (b)
|
3,976 | 304,562 | ||||
Sonic Automotive, Inc. Class A (b)
|
3,447 | 170,454 | ||||
TJX Cos., Inc.
|
166,589 | 12,647,437 | ||||
Tractor Supply Co.
|
16,442 | 3,923,061 | ||||
Ulta Beauty, Inc. (a)
|
7,821 | 3,224,911 | ||||
Urban Outfitters, Inc. (a) (b)
|
9,447 | 277,364 | ||||
Victoria's Secret & Co. (a) (b)
|
10,995 | 610,662 | ||||
Williams-Sonoma, Inc. (b)
|
10,715 | 1,812,228 | ||||
Zumiez, Inc. (a) (b)
|
2,830 | 135,812 | ||||
153,612,192 | ||||||
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 6.6% | ||||||
3D Systems Corp. (a) (b)
|
19,034 | 409,992 | ||||
Apple, Inc.
|
2,156,806 | 382,984,042 | ||||
Diebold Nixdorf, Inc. (a) (b)
|
11,639 | 105,333 | ||||
Hewlett Packard Enterprise Co.
|
178,347 | 2,812,532 | ||||
HP, Inc.
|
169,309 | 6,377,870 | ||||
NetApp, Inc.
|
31,472 | 2,895,109 | ||||
Seagate Technology Holdings PLC
|
27,808 | 3,141,748 | ||||
Western Digital Corp. (a)
|
42,788 | 2,790,206 | ||||
Xerox Holdings Corp.
|
22,899 | 518,433 | ||||
402,035,265 | ||||||
TEXTILES, APPAREL & LUXURY GOODS — 0.8% | ||||||
Capri Holdings, Ltd. (a)
|
21,290 | 1,381,934 | ||||
Carter's, Inc.
|
6,312 | 638,901 | ||||
Columbia Sportswear Co.
|
4,466 | 435,167 | ||||
Crocs, Inc. (a)
|
9,477 | 1,215,141 | ||||
Deckers Outdoor Corp. (a) (b)
|
3,962 | 1,451,320 | ||||
Fossil Group, Inc. (a) (b)
|
9,240 | 95,079 | ||||
G-III Apparel Group, Ltd. (a)
|
7,115 | 196,658 | ||||
Hanesbrands, Inc. (b)
|
48,144 | 804,968 | ||||
Kontoor Brands, Inc. (b)
|
6,608 | 338,660 | ||||
Movado Group, Inc. (b)
|
2,414 | 100,978 | ||||
NIKE, Inc. Class B
|
176,857 | 29,476,756 | ||||
Oxford Industries, Inc.
|
2,414 | 245,069 | ||||
PVH Corp.
|
10,074 | 1,074,392 | ||||
Ralph Lauren Corp.
|
6,980 | 829,643 | ||||
Skechers U.S.A., Inc. Class A (a)
|
17,715 | 768,831 | ||||
Steven Madden, Ltd.
|
10,935 | 508,149 | ||||
Tapestry, Inc.
|
39,123 | 1,588,394 | ||||
Under Armour, Inc. Class A (a)
|
27,909 | 591,392 | ||||
Under Armour, Inc. Class C (a)
|
27,545 | 496,912 |
Security Description | Shares | Value | ||||
Unifi, Inc. (a)
|
2,411 | $ 55,815 | ||||
Vera Bradley, Inc. (a)
|
2,989 | 25,436 | ||||
VF Corp.
|
44,261 | 3,240,790 | ||||
Wolverine World Wide, Inc.
|
11,407 | 328,636 | ||||
45,889,021 | ||||||
THRIFTS & MORTGAGE FINANCE — 0.1% | ||||||
Axos Financial, Inc. (a)
|
7,572 | 423,350 | ||||
Capitol Federal Financial, Inc.
|
18,272 | 207,022 | ||||
Essent Group, Ltd.
|
14,396 | 655,450 | ||||
Flagstar Bancorp, Inc.
|
7,001 | 335,628 | ||||
MGIC Investment Corp.
|
47,729 | 688,252 | ||||
Mr Cooper Group, Inc. (a)
|
10,178 | 423,507 | ||||
New York Community Bancorp, Inc. (b)
|
66,343 | 810,048 | ||||
NMI Holdings, Inc. Class A (a)
|
7,747 | 169,272 | ||||
Northfield Bancorp, Inc.
|
7,374 | 119,164 | ||||
Northwest Bancshares, Inc.
|
15,286 | 216,450 | ||||
Provident Financial Services, Inc.
|
9,865 | 238,930 | ||||
TrustCo Bank Corp.
|
2,798 | 93,201 | ||||
Walker & Dunlop, Inc.
|
4,102 | 618,910 | ||||
Washington Federal, Inc.
|
11,216 | 374,390 | ||||
WSFS Financial Corp. (b)
|
6,906 | 346,129 | ||||
5,719,703 | ||||||
TOBACCO — 0.6% | ||||||
Altria Group, Inc.
|
257,723 | 12,213,493 | ||||
Philip Morris International, Inc.
|
215,568 | 20,478,960 | ||||
Universal Corp. (b)
|
2,086 | 114,563 | ||||
Vector Group, Ltd.
|
16,776 | 192,589 | ||||
32,999,605 | ||||||
TRADING COMPANIES & DISTRIBUTORS — 0.3% | ||||||
Applied Industrial Technologies, Inc.
|
5,526 | 567,520 | ||||
Boise Cascade Co.
|
5,153 | 366,894 | ||||
DXP Enterprises, Inc. (a)
|
2,227 | 57,167 | ||||
Fastenal Co.
|
79,412 | 5,087,133 | ||||
GATX Corp. (b)
|
4,826 | 502,821 | ||||
GMS, Inc. (a)
|
4,934 | 296,583 | ||||
MSC Industrial Direct Co., Inc. Class A
|
6,497 | 546,138 | ||||
NOW, Inc. (a)
|
8,852 | 75,596 | ||||
United Rentals, Inc. (a)
|
10,159 | 3,375,734 | ||||
Univar Solutions, Inc. (a)
|
24,685 | 699,820 | ||||
Veritiv Corp. (a)
|
2,289 | 280,563 | ||||
W.W. Grainger, Inc.
|
6,219 | 3,222,934 | ||||
Watsco, Inc.
|
4,596 | 1,437,996 | ||||
WESCO International, Inc. (a)
|
2 | 263 | ||||
16,517,162 | ||||||
WATER UTILITIES — 0.1% | ||||||
American States Water Co.
|
5,061 | 523,510 | ||||
American Water Works Co., Inc.
|
25,083 | 4,737,176 | ||||
California Water Service Group
|
7,028 | 505,032 | ||||
Essential Utilities, Inc.
|
30,893 | 1,658,645 |
Security Description | Shares | Value | ||||
Middlesex Water Co. (b)
|
2,404 | $ 289,201 | ||||
7,713,564 | ||||||
WIRELESS TELECOMMUNICATION SERVICES — 0.2% | ||||||
ESC NII Holdings, Inc. (b)
|
11,225 | 1,459 | ||||
Shenandoah Telecommunications Co.
|
7,027 | 179,189 | ||||
Telephone & Data Systems, Inc.
|
14,806 | 298,341 | ||||
T-Mobile US, Inc. (a)
|
80,928 | 9,386,029 | ||||
9,865,018 | ||||||
TOTAL COMMON STOCKS (Cost
$4,180,320,292)
|
6,076,255,985 | |||||
PREFERRED STOCKS — 0.0% (e) | ||||||
MEDIA — 0.0% (e) | ||||||
Liberty Broadband Corp. 7.00% (Cost $14)
|
1 | 29 | ||||
TRADING COMPANIES & DISTRIBUTORS — 0.0% (e) | ||||||
WESCO International, Inc. 10.63% (Cost $150)
|
7 | 215 | ||||
TOTAL PREFERRED STOCKS (Cost
$164)
|
244 | |||||
RIGHTS — 0.0% (e) | ||||||
BIOTECHNOLOGY — 0.0% (e) | ||||||
Alder Biopharmaceuticals, Inc. (CVR) (a)
|
2,364 | 2,080 | ||||
Progenic Pharmaceuticals, Inc. (CVR)
|
11,119 | 475 | ||||
2,555 | ||||||
MEDIA — 0.0% (e) | ||||||
Media General, Inc. (CVR) (a)
|
1,318 | 132 | ||||
TOTAL RIGHTS (Cost
$2,080)
|
2,687 | |||||
WARRANTS — 0.0% (e) | ||||||
ENERGY EQUIPMENT & SERVICES — 0.0% (e) | ||||||
Nabors Industries, Ltd. (expiring 06/11/26)
(a) (b)
|
318 | 1,186 |
Security Description | Shares | Value | ||||
OIL, GAS & CONSUMABLE FUELS — 0.0% (e) | ||||||
Battalion Oil Corp. (expiring 10/08/22) (a)
|
956 | $ — | ||||
TOTAL WARRANTS (Cost
$0)
|
1,186 | |||||
SHORT-TERM INVESTMENTS — 0.7% | ||||||
State Street Institutional Liquid Reserves Fund,
Premier Class 0.04% (g) (h)
|
4,104,218 | 4,104,628 | ||||
State Street Navigator Securities Lending
Portfolio II (d) (i)
|
39,433,874 | 39,433,874 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$43,538,258)
|
43,538,502 | |||||
TOTAL INVESTMENTS — 100.6% (Cost
$4,223,860,794)
|
6,119,798,604 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.6)%
|
(34,583,778) | |||||
NET ASSETS — 100.0%
|
$ 6,085,214,826 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | Reflects separate holdings of the issuer's common stock traded on different securities exchanges. |
(d) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(e) | Amount is less than 0.05% of net assets. |
(f) | Fair valued as determined in good faith by the Trust's Oversight Committee in accordance with policy and procedures approved by the Board of Trustees. Security value is determined based on Level 3 inputs. As of December 31, 2021, total aggregate fair value of the security is $0, representing 0.00% of the Fund's net assets. |
(g) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(h) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(i) | Investment of cash collateral for securities loaned. |
CVR | Contingent Value Rights |
REIT | Real Estate Investment Trust |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-Mini S&P 500 Index (long) | 27 | 03/18/2022 | $6,348,973 | $6,423,975 | $75,002 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$6,076,254,462 | $1,523 | $ 0(a) | $6,076,255,985 | ||||
Preferred Stocks
|
244 | — | — | 244 | ||||
Rights
|
— | 2,687 | — | 2,687 | ||||
Warrants
|
1,186 | 0(b) | — | 1,186 | ||||
Short-Term Investments
|
43,538,502 | — | — | 43,538,502 | ||||
TOTAL INVESTMENTS
|
$ 6,119,794,394 | $4,210 | $ 0 | $ 6,119,798,604 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(c)
|
75,002 | — | — | 75,002 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 75,002 | $ — | $— | $ 75,002 | ||||
TOTAL INVESTMENTS AND OTHER FINANCIAL
INSTRUMENTS
|
$ 6,119,869,396 | $4,210 | $— | $ 6,119,873,606 |
(a) | The Portfolio held a Level 3 security that was valued at $0 at December 31, 2021. |
(b) | Fund held a Level 2 security that was valued at $0 at December 31, 2021. |
(c) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Corp.
|
46,054 | $ 3,789,323 | $ 325,916 | $ 77,404 | $16,464 | $488,100 | 48,843 | $ 4,542,399 | $23,948 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
4,034,075 | 4,035,285 | 68,989,020 | 68,917,953 | (1,683) | (41) | 4,104,218 | 4,104,628 | 1,445 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
13,049,882 | 13,049,882 | 145,262,658 | 118,878,666 | — | — | 39,433,874 | 39,433,874 | 15,287 | ||||||||
Total
|
$20,874,490 | $214,577,594 | $187,874,023 | $14,781 | $488,059 | $48,080,901 | $40,680 |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.9% | ||||||
AEROSPACE & DEFENSE — 0.2% | ||||||
L3Harris Technologies, Inc.
|
63,153 | $ 13,466,746 | ||||
TransDigm Group, Inc. (a)
|
17,630 | 11,217,616 | ||||
24,684,362 | ||||||
AIR FREIGHT & LOGISTICS — 0.4% | ||||||
Expeditors International of Washington,
Inc.
|
129,727 | 17,421,039 | ||||
United Parcel Service, Inc. Class B
|
241,124 | 51,682,518 | ||||
69,103,557 | ||||||
AUTO COMPONENTS — 0.1% | ||||||
Aptiv PLC (a)
|
84,969 | 14,015,636 | ||||
AUTOMOBILES — 4.0% | ||||||
Tesla, Inc. (a)
|
625,213 | 660,712,594 | ||||
BANKS — 2.2% | ||||||
Bank of America Corp.
|
2,436,040 | 108,379,420 | ||||
Comerica, Inc.
|
45,210 | 3,933,270 | ||||
First Republic Bank
|
137,938 | 28,485,576 | ||||
JPMorgan Chase & Co.
|
1,044,992 | 165,474,483 | ||||
Regions Financial Corp.
|
328,513 | 7,161,583 | ||||
Signature Bank
|
46,410 | 15,012,243 | ||||
SVB Financial Group (a)
|
45,175 | 30,639,492 | ||||
Zions Bancorp NA
|
57,553 | 3,635,048 | ||||
362,721,115 | ||||||
BEVERAGES — 0.6% | ||||||
Monster Beverage Corp. (a)
|
149,622 | 14,369,697 | ||||
PepsiCo, Inc.
|
446,503 | 77,562,036 | ||||
91,931,733 | ||||||
BIOTECHNOLOGY — 1.8% | ||||||
AbbVie, Inc.
|
733,963 | 99,378,590 | ||||
Amgen, Inc.
|
177,661 | 39,968,395 | ||||
Incyte Corp. (a)
|
61,800 | 4,536,120 | ||||
Moderna, Inc. (a)
|
271,168 | 68,871,249 | ||||
Regeneron Pharmaceuticals, Inc. (a)
|
81,280 | 51,329,946 | ||||
Vertex Pharmaceuticals, Inc. (a)
|
117,345 | 25,768,962 | ||||
289,853,262 | ||||||
BUILDING PRODUCTS — 0.3% | ||||||
A.O. Smith Corp.
|
50,991 | 4,377,577 | ||||
Fortune Brands Home & Security, Inc.
|
46,771 | 4,999,820 | ||||
Johnson Controls International PLC
|
332,694 | 27,051,349 | ||||
Masco Corp.
|
89,677 | 6,297,119 | ||||
42,725,865 | ||||||
CAPITAL MARKETS — 3.2% | ||||||
Ameriprise Financial, Inc.
|
52,272 | 15,768,371 | ||||
BlackRock, Inc.
|
57,087 | 52,266,574 | ||||
Cboe Global Markets, Inc.
|
47,320 | 6,170,528 | ||||
Charles Schwab Corp.
|
786,094 | 66,110,505 | ||||
FactSet Research Systems, Inc.
|
16,724 | 8,128,031 |
Security Description | Shares | Value | ||||
Franklin Resources, Inc.
|
96,782 | $ 3,241,229 | ||||
Goldman Sachs Group, Inc.
|
260,998 | 99,844,785 | ||||
Intercontinental Exchange, Inc.
|
247,002 | 33,782,464 | ||||
MarketAxess Holdings, Inc.
|
13,969 | 5,745,031 | ||||
Moody's Corp.
|
82,076 | 32,057,244 | ||||
Morgan Stanley
|
540,920 | 53,096,707 | ||||
MSCI, Inc.
|
63,391 | 38,839,032 | ||||
Nasdaq, Inc.
|
69,948 | 14,689,779 | ||||
Raymond James Financial, Inc.
|
83,639 | 8,397,356 | ||||
S&P Global, Inc.
|
113,059 | 53,355,934 | ||||
T Rowe Price Group, Inc.
|
121,060 | 23,805,238 | ||||
515,298,808 | ||||||
CHEMICALS — 0.8% | ||||||
Albemarle Corp.
|
60,952 | 14,248,749 | ||||
Celanese Corp.
|
35,848 | 6,024,615 | ||||
CF Industries Holdings, Inc.
|
98,582 | 6,977,634 | ||||
Linde PLC
|
200,973 | 69,623,076 | ||||
Sherwin-Williams Co.
|
98,313 | 34,621,906 | ||||
131,495,980 | ||||||
COMMERCIAL SERVICES & SUPPLIES — 0.4% | ||||||
Cintas Corp.
|
31,124 | 13,793,223 | ||||
Copart, Inc. (a)
|
111,125 | 16,848,773 | ||||
Republic Services, Inc.
|
70,496 | 9,830,667 | ||||
Rollins, Inc.
|
76,235 | 2,607,999 | ||||
Waste Management, Inc.
|
151,066 | 25,212,915 | ||||
68,293,577 | ||||||
COMMUNICATIONS EQUIPMENT — 0.9% | ||||||
Arista Networks, Inc. (a)
|
172,599 | 24,811,106 | ||||
Cisco Systems, Inc.
|
1,459,144 | 92,465,955 | ||||
F5, Inc. (a)
|
24,469 | 5,987,809 | ||||
Motorola Solutions, Inc.
|
76,351 | 20,744,567 | ||||
144,009,437 | ||||||
CONSTRUCTION & ENGINEERING — 0.0% (b) | ||||||
Quanta Services, Inc.
|
58,948 | 6,758,978 | ||||
CONSTRUCTION MATERIALS — 0.1% | ||||||
Martin Marietta Materials, Inc.
|
27,686 | 12,196,237 | ||||
Vulcan Materials Co.
|
48,767 | 10,123,054 | ||||
22,319,291 | ||||||
CONSUMER FINANCE — 0.6% | ||||||
American Express Co.
|
212,307 | 34,733,425 | ||||
Capital One Financial Corp.
|
157,235 | 22,813,226 | ||||
Discover Financial Services
|
225,550 | 26,064,558 | ||||
Synchrony Financial
|
238,893 | 11,082,247 | ||||
94,693,456 | ||||||
CONTAINERS & PACKAGING — 0.1% | ||||||
Avery Dennison Corp.
|
32,361 | 7,008,422 | ||||
Sealed Air Corp.
|
62,450 | 4,213,501 | ||||
11,221,923 | ||||||
DISTRIBUTORS — 0.1% | ||||||
LKQ Corp.
|
88,320 | 5,301,850 |
Security Description | Shares | Value | ||||
Pool Corp.
|
30,852 | $ 17,462,232 | ||||
22,764,082 | ||||||
ELECTRIC UTILITIES — 0.0% (b) | ||||||
NRG Energy, Inc.
|
187,534 | 8,078,965 | ||||
ELECTRICAL EQUIPMENT — 0.2% | ||||||
Generac Holdings, Inc. (a)
|
48,321 | 17,005,126 | ||||
Rockwell Automation, Inc.
|
46,188 | 16,112,684 | ||||
33,117,810 | ||||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 0.5% | ||||||
Amphenol Corp. Class A
|
243,993 | 21,339,628 | ||||
CDW Corp.
|
61,337 | 12,560,591 | ||||
Keysight Technologies, Inc. (a)
|
106,307 | 21,953,459 | ||||
Trimble, Inc. (a)
|
107,624 | 9,383,736 | ||||
Zebra Technologies Corp. Class A (a)
|
30,021 | 17,868,499 | ||||
83,105,913 | ||||||
ENTERTAINMENT — 1.3% | ||||||
Live Nation Entertainment, Inc. (a)
|
44,510 | 5,327,402 | ||||
Netflix, Inc. (a)
|
340,461 | 205,107,325 | ||||
Take-Two Interactive Software, Inc. (a)
|
54,729 | 9,726,438 | ||||
220,161,165 | ||||||
EQUITY REAL ESTATE INVESTMENT TRUSTS (REITs) — 2.0% | ||||||
American Tower Corp. REIT
|
178,583 | 52,235,527 | ||||
AvalonBay Communities, Inc. REIT
|
44,910 | 11,343,817 | ||||
Crown Castle International Corp. REIT
|
149,632 | 31,234,184 | ||||
Duke Realty Corp. REIT
|
189,539 | 12,441,340 | ||||
Equinix, Inc. REIT
|
31,914 | 26,994,138 | ||||
Essex Property Trust, Inc. REIT
|
21,905 | 7,715,598 | ||||
Extra Space Storage, Inc. REIT
|
103,014 | 23,356,364 | ||||
Federal Realty Investment Trust REIT
|
22,505 | 3,067,882 | ||||
Iron Mountain, Inc. REIT
|
135,230 | 7,076,586 | ||||
Mid-America Apartment Communities, Inc.
REIT
|
54,672 | 12,543,944 | ||||
Prologis, Inc. REIT
|
346,837 | 58,393,477 | ||||
Public Storage REIT
|
69,305 | 25,958,881 | ||||
SBA Communications Corp. REIT
|
46,682 | 18,160,232 | ||||
Simon Property Group, Inc. REIT
|
151,754 | 24,245,736 | ||||
UDR, Inc. REIT
|
122,387 | 7,341,996 | ||||
Weyerhaeuser Co. REIT
|
240,874 | 9,919,191 | ||||
332,028,893 | ||||||
FOOD & STAPLES RETAILING — 0.6% | ||||||
Costco Wholesale Corp.
|
173,256 | 98,357,431 | ||||
FOOD PRODUCTS — 0.1% | ||||||
Hershey Co.
|
50,096 | 9,692,073 |
Security Description | Shares | Value | ||||
HEALTH CARE EQUIPMENT & SUPPLIES — 2.4% | ||||||
Abbott Laboratories
|
720,475 | $ 101,399,652 | ||||
ABIOMED, Inc. (a)
|
19,165 | 6,883,493 | ||||
Align Technology, Inc. (a)
|
56,443 | 37,093,211 | ||||
DexCom, Inc. (a)
|
74,518 | 40,012,440 | ||||
Edwards Lifesciences Corp. (a)
|
302,529 | 39,192,632 | ||||
Hologic, Inc. (a)
|
143,643 | 10,997,308 | ||||
IDEXX Laboratories, Inc. (a)
|
44,997 | 29,628,725 | ||||
Intuitive Surgical, Inc. (a)
|
189,344 | 68,031,299 | ||||
ResMed, Inc.
|
64,746 | 16,865,038 | ||||
STERIS PLC
|
32,166 | 7,829,526 | ||||
Stryker Corp.
|
105,920 | 28,325,126 | ||||
386,258,450 | ||||||
HEALTH CARE PROVIDERS & SERVICES — 1.2% | ||||||
HCA Healthcare, Inc.
|
106,844 | 27,450,361 | ||||
Laboratory Corp. of America Holdings (a)
|
38,829 | 12,200,460 | ||||
Quest Diagnostics, Inc.
|
43,210 | 7,475,762 | ||||
UnitedHealth Group, Inc.
|
304,035 | 152,668,135 | ||||
199,794,718 | ||||||
HOTELS, RESTAURANTS & LEISURE — 1.2% | ||||||
Caesars Entertainment, Inc. (a)
|
104,823 | 9,804,095 | ||||
Chipotle Mexican Grill, Inc. (a)
|
14,514 | 25,374,100 | ||||
Domino's Pizza, Inc.
|
18,623 | 10,509,518 | ||||
Hilton Worldwide Holdings, Inc. (a)
|
87,506 | 13,650,061 | ||||
McDonald's Corp.
|
258,595 | 69,321,562 | ||||
Starbucks Corp.
|
462,750 | 54,127,867 | ||||
Yum! Brands, Inc.
|
105,492 | 14,648,619 | ||||
197,435,822 | ||||||
HOUSEHOLD DURABLES — 0.2% | ||||||
D.R. Horton, Inc.
|
132,346 | 14,352,924 | ||||
Garmin, Ltd.
|
59,334 | 8,079,511 | ||||
Newell Brands, Inc.
|
153,654 | 3,355,803 | ||||
NVR, Inc. (a)
|
1,180 | 6,972,466 | ||||
32,760,704 | ||||||
INSURANCE — 0.6% | ||||||
Aon PLC Class A
|
101,711 | 30,570,258 | ||||
Arthur J Gallagher & Co.
|
69,856 | 11,852,468 | ||||
Brown & Brown, Inc.
|
123,886 | 8,706,708 | ||||
Cincinnati Financial Corp.
|
53,972 | 6,149,030 | ||||
Marsh & McLennan Cos., Inc.
|
236,922 | 41,181,782 | ||||
98,460,246 | ||||||
INTERACTIVE MEDIA & SERVICES — 11.7% | ||||||
Alphabet, Inc. Class A (a)
|
231,203 | 669,804,339 | ||||
Alphabet, Inc. Class C (a)
|
214,853 | 621,696,492 | ||||
Meta Platforms, Inc. Class A (a)
|
1,818,608 | 611,688,801 | ||||
Twitter, Inc. (a)
|
293,958 | 12,704,865 | ||||
1,915,894,497 | ||||||
INTERNET & DIRECT MARKETING RETAIL — 7.1% | ||||||
Amazon.com, Inc. (a)
|
335,248 | 1,117,830,816 | ||||
eBay, Inc.
|
370,912 | 24,665,648 |
Security Description | Shares | Value | ||||
Etsy, Inc. (a)
|
97,525 | $ 21,352,124 | ||||
1,163,848,588 | ||||||
IT SERVICES — 3.5% | ||||||
Accenture PLC Class A
|
281,615 | 116,743,498 | ||||
Akamai Technologies, Inc. (a)
|
52,234 | 6,113,467 | ||||
Automatic Data Processing, Inc.
|
171,801 | 42,362,691 | ||||
Broadridge Financial Solutions, Inc.
|
39,250 | 7,175,685 | ||||
EPAM Systems, Inc. (a)
|
43,585 | 29,134,393 | ||||
Gartner, Inc. (a)
|
63,284 | 21,157,107 | ||||
Mastercard, Inc. Class A
|
313,378 | 112,602,983 | ||||
Paychex, Inc.
|
130,252 | 17,779,398 | ||||
PayPal Holdings, Inc. (a)
|
487,772 | 91,984,044 | ||||
VeriSign, Inc. (a)
|
34,791 | 8,830,652 | ||||
Visa, Inc. Class A (c)
|
554,300 | 120,122,353 | ||||
574,006,271 | ||||||
LIFE SCIENCES TOOLS & SERVICES — 3.1% | ||||||
Agilent Technologies, Inc.
|
139,811 | 22,320,826 | ||||
Bio-Rad Laboratories, Inc. Class A (a)
|
9,146 | 6,910,443 | ||||
Bio-Techne Corp.
|
30,077 | 15,560,035 | ||||
Charles River Laboratories International, Inc.
(a)
|
38,677 | 14,572,720 | ||||
Danaher Corp.
|
332,459 | 109,382,336 | ||||
Illumina, Inc. (a)
|
58,924 | 22,417,047 | ||||
IQVIA Holdings, Inc. (a)
|
107,323 | 30,280,111 | ||||
Mettler-Toledo International, Inc. (a)
|
11,119 | 18,871,278 | ||||
PerkinElmer, Inc.
|
96,675 | 19,437,476 | ||||
Thermo Fisher Scientific, Inc.
|
302,918 | 202,119,006 | ||||
Waters Corp. (a)
|
34,567 | 12,879,664 | ||||
West Pharmaceutical Services, Inc.
|
56,987 | 26,727,473 | ||||
501,478,415 | ||||||
MACHINERY — 0.6% | ||||||
Deere & Co.
|
99,882 | 34,248,539 | ||||
Dover Corp.
|
50,691 | 9,205,485 | ||||
IDEX Corp.
|
23,891 | 5,645,921 | ||||
Illinois Tool Works, Inc.
|
90,175 | 22,255,190 | ||||
Otis Worldwide Corp.
|
130,070 | 11,325,195 | ||||
Pentair PLC
|
73,496 | 5,367,413 | ||||
Xylem, Inc.
|
56,624 | 6,790,350 | ||||
94,838,093 | ||||||
METALS & MINING — 0.2% | ||||||
Freeport-McMoRan, Inc.
|
497,397 | 20,756,377 | ||||
Nucor Corp.
|
118,206 | 13,493,215 | ||||
34,249,592 | ||||||
MULTILINE RETAIL — 0.3% | ||||||
Target Corp.
|
206,404 | 47,770,142 | ||||
OIL, GAS & CONSUMABLE FUELS — 0.6% | ||||||
APA Corp.
|
153,054 | 4,115,622 | ||||
Devon Energy Corp.
|
484,667 | 21,349,581 | ||||
Diamondback Energy, Inc.
|
130,449 | 14,068,925 |
Security Description | Shares | Value | ||||
EOG Resources, Inc.
|
206,126 | $ 18,310,173 | ||||
Hess Corp.
|
149,927 | 11,099,096 | ||||
Occidental Petroleum Corp.
|
278,622 | 8,077,252 | ||||
ONEOK, Inc.
|
146,873 | 8,630,257 | ||||
Pioneer Natural Resources Co.
|
97,382 | 17,711,838 | ||||
103,362,744 | ||||||
PERSONAL PRODUCTS — 0.2% | ||||||
Estee Lauder Cos., Inc. Class A
|
105,175 | 38,935,785 | ||||
PHARMACEUTICALS — 2.3% | ||||||
Catalent, Inc. (a)
|
78,694 | 10,075,193 | ||||
Eli Lilly & Co.
|
610,359 | 168,593,363 | ||||
Pfizer, Inc.
|
2,329,877 | 137,579,237 | ||||
Zoetis, Inc.
|
240,154 | 58,604,780 | ||||
374,852,573 | ||||||
PROFESSIONAL SERVICES — 0.5% | ||||||
Equifax, Inc.
|
93,917 | 27,497,958 | ||||
IHS Markit, Ltd.
|
147,343 | 19,584,832 | ||||
Jacobs Engineering Group, Inc.
|
43,943 | 6,118,184 | ||||
Robert Half International, Inc.
|
57,953 | 6,462,919 | ||||
Verisk Analytics, Inc.
|
62,895 | 14,385,973 | ||||
74,049,866 | ||||||
REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.1% | ||||||
CBRE Group, Inc. Class A (a)
|
128,149 | 13,905,448 | ||||
ROAD & RAIL — 0.5% | ||||||
JB Hunt Transport Services, Inc.
|
37,943 | 7,755,549 | ||||
Old Dominion Freight Line, Inc.
|
71,723 | 25,704,089 | ||||
Union Pacific Corp.
|
202,739 | 51,076,036 | ||||
84,535,674 | ||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 8.8% | ||||||
Advanced Micro Devices, Inc. (a)
|
928,279 | 133,579,348 | ||||
Applied Materials, Inc.
|
694,105 | 109,224,363 | ||||
Broadcom, Inc.
|
180,398 | 120,038,633 | ||||
Enphase Energy, Inc. (a)
|
103,842 | 18,996,855 | ||||
KLA Corp.
|
116,623 | 50,160,719 | ||||
Lam Research Corp.
|
108,260 | 77,855,179 | ||||
Microchip Technology, Inc.
|
205,037 | 17,850,521 | ||||
Monolithic Power Systems, Inc.
|
33,350 | 16,452,556 | ||||
NVIDIA Corp.
|
1,921,468 | 565,122,953 | ||||
NXP Semiconductors NV
|
128,855 | 29,350,592 | ||||
Qorvo, Inc. (a)
|
41,351 | 6,466,883 | ||||
QUALCOMM, Inc.
|
860,883 | 157,429,674 | ||||
Skyworks Solutions, Inc.
|
59,409 | 9,216,712 | ||||
SolarEdge Technologies, Inc. (a)
|
30,167 | 8,463,955 | ||||
Teradyne, Inc.
|
125,451 | 20,515,002 | ||||
Texas Instruments, Inc.
|
347,950 | 65,578,137 | ||||
Xilinx, Inc.
|
141,086 | 29,914,465 | ||||
1,436,216,547 | ||||||
SOFTWARE — 17.1% | ||||||
Adobe, Inc. (a)
|
365,727 | 207,389,153 |
Security Description | Shares | Value | ||||
ANSYS, Inc. (a)
|
41,692 | $ 16,723,495 | ||||
Autodesk, Inc. (a)
|
108,294 | 30,451,190 | ||||
Cadence Design Systems, Inc. (a)
|
213,208 | 39,731,311 | ||||
Ceridian HCM Holding, Inc. (a)
|
42,803 | 4,471,201 | ||||
Fortinet, Inc. (a)
|
104,361 | 37,507,343 | ||||
Intuit, Inc.
|
217,681 | 140,016,773 | ||||
Microsoft Corp.
|
5,770,164 | 1,940,621,556 | ||||
Oracle Corp.
|
1,239,849 | 108,127,231 | ||||
Paycom Software, Inc. (a)
|
27,671 | 11,488,723 | ||||
PTC, Inc. (a)
|
40,496 | 4,906,090 | ||||
salesforce.com, Inc. (a)
|
459,113 | 116,674,387 | ||||
ServiceNow, Inc. (a)
|
152,954 | 99,283,971 | ||||
Synopsys, Inc. (a)
|
78,639 | 28,978,472 | ||||
Tyler Technologies, Inc. (a)
|
19,471 | 10,474,424 | ||||
2,796,845,320 | ||||||
SPECIALTY RETAIL — 3.2% | ||||||
Advance Auto Parts, Inc.
|
23,205 | 5,566,415 | ||||
AutoZone, Inc. (a)
|
16,100 | 33,751,879 | ||||
Bath & Body Works, Inc.
|
131,631 | 9,186,528 | ||||
CarMax, Inc. (a)
|
65,815 | 8,571,088 | ||||
Home Depot, Inc.
|
616,478 | 255,844,535 | ||||
Lowe's Cos., Inc.
|
532,253 | 137,576,755 | ||||
O'Reilly Automotive, Inc. (a)
|
51,884 | 36,642,037 | ||||
Tractor Supply Co.
|
87,605 | 20,902,553 | ||||
Ulta Beauty, Inc. (a)
|
23,306 | 9,609,996 | ||||
517,651,786 | ||||||
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 13.3% | ||||||
Apple, Inc.
|
11,978,444 | 2,127,012,301 | ||||
HP, Inc.
|
441,338 | 16,625,203 | ||||
NetApp, Inc.
|
121,587 | 11,184,788 | ||||
Seagate Technology Holdings PLC
|
114,502 | 12,936,436 | ||||
2,167,758,728 |
Security Description | Shares | Value | ||||
TEXTILES, APPAREL & LUXURY GOODS — 0.6% | ||||||
NIKE, Inc. Class B
|
530,443 | $ 88,408,935 | ||||
Under Armour, Inc. Class A (a)
|
62,134 | 1,316,619 | ||||
Under Armour, Inc. Class C (a)
|
70,796 | 1,277,160 | ||||
91,002,714 | ||||||
TRADING COMPANIES & DISTRIBUTORS — 0.1% | ||||||
Fastenal Co.
|
211,451 | 13,545,551 | ||||
United Rentals, Inc. (a)
|
33,288 | 11,061,270 | ||||
24,606,821 | ||||||
TOTAL COMMON STOCKS (Cost
$12,348,838,355)
|
16,327,665,450 | |||||
SHORT-TERM INVESTMENT — 0.1% | ||||||
State Street Institutional Liquid Reserves Fund,
Premier Class 0.04% (d) (e) (Cost $12,294,965)
|
12,293,736 | 12,294,965 | ||||
TOTAL INVESTMENTS — 100.0% (Cost
$12,361,133,320)
|
16,339,960,415 | |||||
OTHER ASSETS IN EXCESS OF LIABILITIES — 0.0%
|
2,389,902 | |||||
NET ASSETS — 100.0%
|
$16,342,350,317 |
(a) | Non-income producing security. |
(b) | Amount is less than 0.05% of net assets. |
(c) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(d) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(e) | The rate shown is the annualized seven-day yield at December 31, 2021. |
REIT | Real Estate Investment Trust |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$16,327,665,450 | $— | $— | $16,327,665,450 | ||||
Short-Term Investment
|
12,294,965 | — | — | 12,294,965 | ||||
TOTAL INVESTMENTS
|
$16,339,960,415 | $— | $— | $16,339,960,415 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
4,554,231 | $4,555,597 | $155,572,722 | $147,831,504 | $(1,850) | $— | 12,293,736 | $12,294,965 | $1,715 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 16,516,648 | 16,516,648 | — | — | — | — | 239 | ||||||||
Total
|
$4,555,597 | $172,089,370 | $164,348,152 | $(1,850) | $— | $12,294,965 | $1,954 |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.7% | ||||||
BANKS — 12.5% | ||||||
Citizens Financial Group, Inc.
|
1,476,315 | $ 69,755,884 | ||||
Comerica, Inc.
|
961,833 | 83,679,471 | ||||
Huntington Bancshares, Inc.
|
4,664,686 | 71,929,458 | ||||
KeyCorp.
|
3,374,956 | 78,062,732 | ||||
M&T Bank Corp.
|
498,435 | 76,549,648 | ||||
People's United Financial, Inc.
|
4,224,383 | 75,278,505 | ||||
Regions Financial Corp.
|
3,375,109 | 73,577,376 | ||||
Truist Financial Corp.
|
1,182,691 | 69,246,558 | ||||
US Bancorp
|
1,155,989 | 64,931,902 | ||||
663,011,534 | ||||||
BIOTECHNOLOGY — 2.7% | ||||||
AbbVie, Inc.
|
545,436 | 73,852,035 | ||||
Gilead Sciences, Inc.
|
933,284 | 67,765,751 | ||||
141,617,786 | ||||||
CAPITAL MARKETS — 1.4% | ||||||
Franklin Resources, Inc.
|
2,200,162 | 73,683,425 | ||||
CHEMICALS — 2.3% | ||||||
Dow, Inc.
|
1,071,676 | 60,785,463 | ||||
LyondellBasell Industries NV Class A
|
666,880 | 61,506,342 | ||||
122,291,805 | ||||||
CONTAINERS & PACKAGING — 2.3% | ||||||
Amcor PLC
|
5,700,383 | 68,461,600 | ||||
International Paper Co.
|
1,171,525 | 55,038,244 | ||||
123,499,844 | ||||||
DIVERSIFIED TELECOMMUNICATION SERVICES — 3.4% | ||||||
AT&T, Inc.
|
2,288,169 | 56,288,958 | ||||
Lumen Technologies, Inc. (a)
|
5,100,087 | 64,006,092 | ||||
Verizon Communications, Inc.
|
1,152,644 | 59,891,382 | ||||
180,186,432 | ||||||
ELECTRIC UTILITIES — 13.0% | ||||||
American Electric Power Co., Inc.
|
749,161 | 66,652,854 | ||||
Duke Energy Corp.
|
615,501 | 64,566,055 | ||||
Edison International
|
1,146,441 | 78,244,598 | ||||
Entergy Corp.
|
627,487 | 70,686,411 | ||||
Evergy, Inc.
|
989,697 | 67,903,111 | ||||
Exelon Corp.
|
1,385,719 | 80,039,130 | ||||
FirstEnergy Corp.
|
1,674,364 | 69,636,799 | ||||
Pinnacle West Capital Corp.
|
761,861 | 53,779,768 | ||||
PPL Corp.
|
2,279,297 | 68,515,668 | ||||
Southern Co.
|
1,008,685 | 69,175,617 | ||||
689,200,011 | ||||||
ENERGY EQUIPMENT & SERVICES — 1.5% | ||||||
Baker Hughes Co.
|
3,189,658 | 76,743,171 | ||||
EQUITY REAL ESTATE INVESTMENT TRUSTS (REITs) — 17.1% | ||||||
AvalonBay Communities, Inc. REIT
|
283,577 | 71,628,715 | ||||
Boston Properties, Inc. REIT
|
560,576 | 64,567,144 |
Security Description | Shares | Value | ||||
Equity Residential REIT
|
759,369 | $ 68,722,894 | ||||
Federal Realty Investment Trust REIT
|
552,855 | 75,365,194 | ||||
Healthpeak Properties, Inc. REIT
|
1,776,026 | 64,096,778 | ||||
Iron Mountain, Inc. REIT (a)
|
1,484,648 | 77,691,630 | ||||
Kimco Realty Corp. REIT
|
3,097,676 | 76,357,713 | ||||
Realty Income Corp. REIT
|
941,314 | 67,388,669 | ||||
Regency Centers Corp. REIT (a)
|
991,005 | 74,672,227 | ||||
Simon Property Group, Inc. REIT
|
519,232 | 82,957,697 | ||||
Ventas, Inc. REIT
|
1,076,292 | 55,020,047 | ||||
Vornado Realty Trust REIT
|
1,463,203 | 61,249,678 | ||||
Welltower, Inc. REIT
|
733,896 | 62,946,260 | ||||
902,664,646 | ||||||
FOOD & STAPLES RETAILING — 1.4% | ||||||
Walgreens Boots Alliance, Inc.
|
1,384,330 | 72,206,653 | ||||
FOOD PRODUCTS — 3.7% | ||||||
General Mills, Inc.
|
1,082,761 | 72,956,436 | ||||
Kellogg Co. (a)
|
1,013,759 | 65,306,355 | ||||
Kraft Heinz Co.
|
1,642,369 | 58,961,047 | ||||
197,223,838 | ||||||
HEALTH CARE PROVIDERS & SERVICES — 1.1% | ||||||
Cardinal Health, Inc.
|
1,088,066 | 56,024,518 | ||||
HOUSEHOLD DURABLES — 1.0% | ||||||
Newell Brands, Inc.
|
2,356,893 | 51,474,543 | ||||
HOUSEHOLD PRODUCTS — 1.3% | ||||||
Kimberly-Clark Corp.
|
474,076 | 67,754,942 | ||||
INSURANCE — 4.1% | ||||||
MetLife, Inc.
|
1,118,629 | 69,903,126 | ||||
Principal Financial Group, Inc.
|
1,036,586 | 74,976,265 | ||||
Prudential Financial, Inc.
|
646,302 | 69,955,729 | ||||
214,835,120 | ||||||
IT SERVICES — 1.2% | ||||||
International Business Machines Corp.
|
475,572 | 63,564,954 | ||||
MEDIA — 2.5% | ||||||
Interpublic Group of Cos., Inc.
|
1,825,275 | 68,356,549 | ||||
Omnicom Group, Inc. (a)
|
890,952 | 65,280,053 | ||||
133,636,602 | ||||||
METALS & MINING — 1.3% | ||||||
Newmont Corp.
|
1,071,647 | 66,463,547 | ||||
MULTI-UTILITIES — 5.3% | ||||||
Consolidated Edison, Inc.
|
869,059 | 74,148,114 | ||||
Dominion Energy, Inc.
|
855,195 | 67,184,119 | ||||
NiSource, Inc.
|
2,557,217 | 70,604,761 | ||||
Public Service Enterprise Group, Inc.
|
1,053,049 | 70,269,960 | ||||
282,206,954 |
Security Description | Shares | Value | ||||
OIL, GAS & CONSUMABLE FUELS — 10.6% | ||||||
Chevron Corp.
|
652,036 | $ 76,516,425 | ||||
Exxon Mobil Corp.
|
1,127,455 | 68,988,972 | ||||
Kinder Morgan, Inc.
|
3,708,369 | 58,814,732 | ||||
Marathon Petroleum Corp.
|
1,206,479 | 77,202,591 | ||||
ONEOK, Inc.
|
1,214,503 | 71,364,196 | ||||
Phillips 66
|
892,524 | 64,672,289 | ||||
Valero Energy Corp.
|
1,011,873 | 76,001,781 | ||||
Williams Cos., Inc.
|
2,561,256 | 66,695,106 | ||||
560,256,092 | ||||||
PHARMACEUTICALS — 2.9% | ||||||
Merck & Co., Inc.
|
830,734 | 63,667,454 | ||||
Pfizer, Inc.
|
1,546,506 | 91,321,179 | ||||
154,988,633 | ||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 1.7% | ||||||
Broadcom, Inc.
|
133,147 | 88,597,345 | ||||
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 3.0% | ||||||
Hewlett Packard Enterprise Co.
|
4,572,053 | 72,101,276 | ||||
Seagate Technology Holdings PLC
|
754,121 | 85,200,590 | ||||
157,301,866 | ||||||
TOBACCO — 2.4% | ||||||
Altria Group, Inc.
|
1,354,102 | 64,170,894 | ||||
Philip Morris International, Inc.
|
654,630 | 62,189,850 | ||||
126,360,744 | ||||||
TOTAL COMMON STOCKS (Cost
$4,695,065,368)
|
5,265,795,005 |
Security Description | Shares | Value | ||||
SHORT-TERM INVESTMENTS — 0.6% | ||||||
State Street Institutional Liquid Reserves Fund,
Premier Class 0.04% (b) (c)
|
5,852,753 | $ 5,853,338 | ||||
State Street Navigator Securities Lending
Portfolio II (d) (e)
|
27,794,259 | 27,794,259 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$33,647,597)
|
33,647,597 | |||||
TOTAL INVESTMENTS — 100.3% (Cost
$4,728,712,965)
|
5,299,442,602 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.3)%
|
(17,055,384) | |||||
NET ASSETS — 100.0%
|
$ 5,282,387,218 |
(a) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(d) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(e) | Investment of cash collateral for securities loaned. |
REIT | Real Estate Investment Trust |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$5,265,795,005 | $— | $— | $5,265,795,005 | ||||
Short-Term Investments
|
33,647,597 | — | — | 33,647,597 | ||||
TOTAL INVESTMENTS
|
$5,299,442,602 | $— | $— | $5,299,442,602 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
9,335,393 | $ 9,338,193 | $142,768,416 | $146,252,880 | $(317) | $(74) | 5,852,753 | $ 5,853,338 | $ 953 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
16,855,361 | 16,855,361 | 221,610,419 | 210,671,521 | — | — | 27,794,259 | 27,794,259 | 11,529 | ||||||||
Total
|
$26,193,554 | $364,378,835 | $356,924,401 | $(317) | $(74) | $33,647,597 | $12,482 |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.7% | ||||||
AEROSPACE & DEFENSE — 2.7% | ||||||
Boeing Co. (a)
|
373,920 | $ 75,277,574 | ||||
General Dynamics Corp.
|
156,974 | 32,724,370 | ||||
Howmet Aerospace, Inc.
|
260,380 | 8,287,895 | ||||
Huntington Ingalls Industries, Inc.
|
27,257 | 5,089,972 | ||||
L3Harris Technologies, Inc.
|
77,202 | 16,462,554 | ||||
Lockheed Martin Corp.
|
166,155 | 59,053,149 | ||||
Northrop Grumman Corp.
|
101,012 | 39,098,715 | ||||
Raytheon Technologies Corp.
|
1,013,393 | 87,212,602 | ||||
Textron, Inc.
|
149,264 | 11,523,181 | ||||
TransDigm Group, Inc. (a)
|
19,936 | 12,684,878 | ||||
347,414,890 | ||||||
AIR FREIGHT & LOGISTICS — 0.9% | ||||||
C.H. Robinson Worldwide, Inc.
|
88,090 | 9,481,127 | ||||
FedEx Corp.
|
165,391 | 42,776,728 | ||||
United Parcel Service, Inc. Class B
|
281,260 | 60,285,268 | ||||
112,543,123 | ||||||
AIRLINES — 0.4% | ||||||
Alaska Air Group, Inc. (a)
|
84,722 | 4,414,016 | ||||
American Airlines Group, Inc. (a)
|
438,398 | 7,873,628 | ||||
Delta Air Lines, Inc. (a)
|
433,374 | 16,936,256 | ||||
Southwest Airlines Co. (a)
|
400,722 | 17,166,931 | ||||
United Airlines Holdings, Inc. (a)
|
219,104 | 9,592,373 | ||||
55,983,204 | ||||||
AUTO COMPONENTS — 0.2% | ||||||
Aptiv PLC (a)
|
107,931 | 17,803,219 | ||||
BorgWarner, Inc.
|
162,433 | 7,320,855 | ||||
25,124,074 | ||||||
AUTOMOBILES — 0.9% | ||||||
Ford Motor Co.
|
2,657,538 | 55,197,064 | ||||
General Motors Co. (a)
|
983,045 | 57,635,929 | ||||
112,832,993 | ||||||
BANKS — 5.9% | ||||||
Bank of America Corp.
|
2,730,456 | 121,477,987 | ||||
Citigroup, Inc.
|
1,343,333 | 81,123,880 | ||||
Citizens Financial Group, Inc.
|
288,466 | 13,630,018 | ||||
Comerica, Inc.
|
48,765 | 4,242,555 | ||||
Fifth Third Bancorp
|
462,960 | 20,161,908 | ||||
Huntington Bancshares, Inc.
|
979,254 | 15,100,097 | ||||
JPMorgan Chase & Co.
|
1,080,440 | 171,087,674 | ||||
KeyCorp.
|
630,382 | 14,580,736 | ||||
M&T Bank Corp.
|
87,193 | 13,391,101 | ||||
People's United Financial, Inc.
|
289,792 | 5,164,093 | ||||
PNC Financial Services Group, Inc.
|
286,202 | 57,389,225 | ||||
Regions Financial Corp.
|
354,861 | 7,735,970 | ||||
Truist Financial Corp.
|
903,658 | 52,909,176 | ||||
US Bancorp
|
913,621 | 51,318,091 | ||||
Wells Fargo & Co.
|
2,699,359 | 129,515,245 |
Security Description | Shares | Value | ||||
Zions Bancorp NA
|
55,035 | $ 3,476,011 | ||||
762,303,767 | ||||||
BEVERAGES — 2.3% | ||||||
Brown-Forman Corp. Class B
|
123,769 | 9,017,809 | ||||
Coca-Cola Co.
|
2,631,802 | 155,828,997 | ||||
Constellation Brands, Inc. Class A
|
111,190 | 27,905,354 | ||||
Molson Coors Beverage Co. Class B
|
127,452 | 5,907,400 | ||||
Monster Beverage Corp. (a)
|
122,000 | 11,716,880 | ||||
PepsiCo, Inc.
|
542,964 | 94,318,277 | ||||
304,694,717 | ||||||
BIOTECHNOLOGY — 1.8% | ||||||
AbbVie, Inc.
|
550,694 | 74,563,967 | ||||
Amgen, Inc.
|
225,171 | 50,656,720 | ||||
Biogen, Inc. (a)
|
99,508 | 23,873,959 | ||||
Gilead Sciences, Inc.
|
849,190 | 61,659,686 | ||||
Incyte Corp. (a)
|
72,352 | 5,310,637 | ||||
Vertex Pharmaceuticals, Inc. (a)
|
68,910 | 15,132,636 | ||||
231,197,605 | ||||||
BUILDING PRODUCTS — 0.8% | ||||||
A.O. Smith Corp.
|
45,161 | 3,877,072 | ||||
Allegion PLC
|
60,674 | 8,035,664 | ||||
Carrier Global Corp.
|
586,687 | 31,821,903 | ||||
Fortune Brands Home & Security, Inc.
|
49,433 | 5,284,388 | ||||
Johnson Controls International PLC
|
187,202 | 15,221,395 | ||||
Masco Corp.
|
85,913 | 6,032,811 | ||||
Trane Technologies PLC
|
160,875 | 32,501,576 | ||||
102,774,809 | ||||||
CAPITAL MARKETS — 2.8% | ||||||
Ameriprise Financial, Inc.
|
29,457 | 8,885,999 | ||||
Bank of New York Mellon Corp.
|
514,516 | 29,883,089 | ||||
BlackRock, Inc.
|
46,306 | 42,395,921 | ||||
Cboe Global Markets, Inc.
|
30,324 | 3,954,250 | ||||
Charles Schwab Corp.
|
325,652 | 27,387,333 | ||||
CME Group, Inc.
|
243,481 | 55,625,669 | ||||
FactSet Research Systems, Inc.
|
10,620 | 5,161,426 | ||||
Franklin Resources, Inc.
|
104,668 | 3,505,331 | ||||
Intercontinental Exchange, Inc.
|
163,894 | 22,415,782 | ||||
Invesco, Ltd.
|
231,236 | 5,323,053 | ||||
MarketAxess Holdings, Inc.
|
13,420 | 5,519,244 | ||||
Moody's Corp.
|
37,255 | 14,551,058 | ||||
Morgan Stanley
|
495,799 | 48,667,630 | ||||
Nasdaq, Inc.
|
17,411 | 3,656,484 | ||||
Northern Trust Corp.
|
140,516 | 16,807,119 | ||||
Raymond James Financial, Inc.
|
51,458 | 5,166,383 | ||||
S&P Global, Inc.
|
63,700 | 30,061,941 | ||||
State Street Corp. (b)
|
247,568 | 23,023,824 | ||||
T Rowe Price Group, Inc.
|
45,773 | 9,000,803 | ||||
360,992,339 |
Security Description | Shares | Value | ||||
CHEMICALS — 2.8% | ||||||
Air Products & Chemicals, Inc.
|
149,946 | $ 45,622,570 | ||||
Albemarle Corp.
|
25,340 | 5,923,732 | ||||
Celanese Corp.
|
41,929 | 7,046,588 | ||||
CF Industries Holdings, Inc.
|
58,157 | 4,116,352 | ||||
Corteva, Inc.
|
493,455 | 23,330,552 | ||||
Dow, Inc.
|
500,775 | 28,403,958 | ||||
DuPont de Nemours, Inc.
|
350,701 | 28,329,627 | ||||
Eastman Chemical Co.
|
90,949 | 10,996,644 | ||||
Ecolab, Inc.
|
168,918 | 39,626,474 | ||||
FMC Corp.
|
85,740 | 9,421,969 | ||||
International Flavors & Fragrances,
Inc.
|
172,294 | 25,956,091 | ||||
Linde PLC
|
169,914 | 58,863,307 | ||||
LyondellBasell Industries NV Class A
|
177,943 | 16,411,683 | ||||
Mosaic Co.
|
250,725 | 9,850,985 | ||||
PPG Industries, Inc.
|
160,699 | 27,710,935 | ||||
Sherwin-Williams Co.
|
76,920 | 27,088,147 | ||||
368,699,614 | ||||||
COMMERCIAL SERVICES & SUPPLIES — 0.4% | ||||||
Cintas Corp.
|
32,187 | 14,264,313 | ||||
Copart, Inc. (a)
|
46,362 | 7,029,406 | ||||
Republic Services, Inc.
|
79,355 | 11,066,055 | ||||
Rollins, Inc.
|
85,740 | 2,933,165 | ||||
Waste Management, Inc.
|
127,569 | 21,291,266 | ||||
56,584,205 | ||||||
COMMUNICATIONS EQUIPMENT — 1.0% | ||||||
Cisco Systems, Inc.
|
1,570,367 | 99,514,157 | ||||
F5, Inc. (a)
|
19,178 | 4,693,049 | ||||
Juniper Networks, Inc.
|
220,061 | 7,858,378 | ||||
Motorola Solutions, Inc.
|
46,749 | 12,701,703 | ||||
124,767,287 | ||||||
CONSTRUCTION & ENGINEERING — 0.0% (c) | ||||||
Quanta Services, Inc.
|
44,415 | 5,092,624 | ||||
CONSTRUCTION MATERIALS — 0.1% | ||||||
Martin Marietta Materials, Inc.
|
17,683 | 7,789,715 | ||||
Vulcan Materials Co.
|
46,591 | 9,671,360 | ||||
17,461,075 | ||||||
CONSUMER FINANCE — 0.5% | ||||||
American Express Co.
|
237,714 | 38,890,011 | ||||
Capital One Financial Corp.
|
149,924 | 21,752,473 | ||||
Synchrony Financial
|
159,259 | 7,388,025 | ||||
68,030,509 | ||||||
CONTAINERS & PACKAGING — 0.6% | ||||||
Amcor PLC
|
1,038,091 | 12,467,473 | ||||
Avery Dennison Corp.
|
27,585 | 5,974,083 | ||||
Ball Corp.
|
219,188 | 21,101,229 | ||||
International Paper Co.
|
262,003 | 12,308,901 | ||||
Packaging Corp. of America
|
64,404 | 8,768,605 | ||||
Sealed Air Corp.
|
43,162 | 2,912,140 |
Security Description | Shares | Value | ||||
Westrock Co.
|
180,812 | $ 8,020,820 | ||||
71,553,251 | ||||||
DISTRIBUTORS — 0.2% | ||||||
Genuine Parts Co.
|
96,335 | 13,506,167 | ||||
LKQ Corp.
|
103,387 | 6,206,322 | ||||
19,712,489 | ||||||
DIVERSIFIED FINANCIAL SERVICES — 2.9% | ||||||
Berkshire Hathaway, Inc. Class B (a)
|
1,239,839 | 370,711,861 | ||||
DIVERSIFIED TELECOMMUNICATION SERVICES — 2.1% | ||||||
AT&T, Inc.
|
4,834,534 | 118,929,536 | ||||
Lumen Technologies, Inc.
|
623,960 | 7,830,698 | ||||
Verizon Communications, Inc.
|
2,802,813 | 145,634,164 | ||||
272,394,398 | ||||||
ELECTRIC UTILITIES — 3.3% | ||||||
Alliant Energy Corp.
|
169,634 | 10,427,402 | ||||
American Electric Power Co., Inc.
|
341,062 | 30,344,286 | ||||
Duke Energy Corp.
|
520,862 | 54,638,424 | ||||
Edison International
|
257,122 | 17,548,576 | ||||
Entergy Corp.
|
136,134 | 15,335,495 | ||||
Evergy, Inc.
|
155,288 | 10,654,310 | ||||
Eversource Energy
|
232,716 | 21,172,502 | ||||
Exelon Corp.
|
662,474 | 38,264,498 | ||||
FirstEnergy Corp.
|
368,472 | 15,324,750 | ||||
NextEra Energy, Inc.
|
1,328,477 | 124,026,613 | ||||
Pinnacle West Capital Corp.
|
76,507 | 5,400,629 | ||||
PPL Corp.
|
508,333 | 15,280,490 | ||||
Southern Co.
|
717,617 | 49,214,174 | ||||
Xcel Energy, Inc.
|
364,757 | 24,694,049 | ||||
432,326,198 | ||||||
ELECTRICAL EQUIPMENT — 0.9% | ||||||
AMETEK, Inc.
|
156,745 | 23,047,785 | ||||
Eaton Corp. PLC
|
269,765 | 46,620,787 | ||||
Emerson Electric Co.
|
404,662 | 37,621,426 | ||||
Rockwell Automation, Inc.
|
37,687 | 13,147,110 | ||||
120,437,108 | ||||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 0.9% | ||||||
Amphenol Corp. Class A
|
186,064 | 16,273,157 | ||||
CDW Corp.
|
37,671 | 7,714,267 | ||||
Corning, Inc.
|
520,103 | 19,363,435 | ||||
IPG Photonics Corp. (a)
|
24,178 | 4,162,001 | ||||
Keysight Technologies, Inc. (a)
|
31,161 | 6,435,058 | ||||
TE Connectivity, Ltd.
|
220,877 | 35,636,295 | ||||
Teledyne Technologies, Inc. (a)
|
31,644 | 13,824,947 | ||||
Trimble, Inc. (a)
|
74,820 | 6,523,556 | ||||
Zebra Technologies Corp. Class A (a)
|
9,678 | 5,760,346 | ||||
115,693,062 | ||||||
ENERGY EQUIPMENT & SERVICES — 0.4% | ||||||
Baker Hughes Co.
|
591,786 | 14,238,371 |