|
Security
|
|
Shares
|
Value
|
|
Common Stocks
|
|||
|
Air Freight & Logistics — 0.3%
|
|||
|
Hub Group, Inc., Class A
|
|
521,549
|
$ 22,838,631
|
|
Automobile Components — 1.8%
|
|||
|
Adient PLC(a)
|
|
675,158
|
12,409,404
|
|
Dana, Inc.
|
|
477,898
|
13,003,605
|
|
Dauch Corp.(a)
|
|
2,042,468
|
11,070,177
|
|
Fox Factory Holding Corp.(a)(b)
|
|
359,212
|
6,086,847
|
|
Gentherm, Inc.(a)
|
|
148,145
|
5,053,226
|
|
LCI Industries
|
|
209,083
|
22,137,708
|
|
Patrick Industries, Inc.
|
|
155,766
|
13,984,671
|
|
Phinia, Inc.
|
|
318,721
|
26,253,049
|
|
Standard Motor Products, Inc.
|
|
182,106
|
7,096,671
|
|
Versigent PLC(a)
|
|
610,345
|
25,640,593
|
|
|
|
|
142,735,951
|
|
Automobiles — 0.1%
|
|||
|
Winnebago Industries, Inc.
|
|
242,419
|
7,573,170
|
|
Banks — 12.3%
|
|||
|
Ameris Bancorp
|
|
233,150
|
21,044,119
|
|
Atlantic Union Bankshares Corp.
|
|
1,230,907
|
52,079,675
|
|
Banc of California, Inc.
|
|
1,176,716
|
24,040,308
|
|
BancFirst Corp.
|
|
66,072
|
7,342,581
|
|
Bank of Hawaii Corp.
|
|
340,771
|
27,769,429
|
|
BankUnited, Inc.
|
|
331,314
|
16,052,163
|
|
Banner Corp.
|
|
292,151
|
19,410,513
|
|
Beacon Financial Corp.
|
|
720,882
|
21,950,857
|
|
Capitol Federal Financial, Inc.
|
|
1,001,325
|
8,521,276
|
|
Cathay General Bancorp
|
|
576,552
|
35,740,459
|
|
Central Pacific Financial Corp.
|
|
224,489
|
8,575,480
|
|
City Holding Co.
|
|
37,483
|
4,971,745
|
|
Community Financial System, Inc.
|
|
221,486
|
14,866,140
|
|
Customers Bancorp, Inc.(a)
|
|
137,984
|
10,914,534
|
|
CVB Financial Corp.
|
|
1,441,766
|
32,511,823
|
|
Dime Commercial Bancshares, Inc.
|
|
353,232
|
14,358,881
|
|
Eagle Bancorp, Inc.(b)
|
|
240,518
|
6,828,306
|
|
Eastern Bankshares, Inc.
|
|
705,022
|
15,679,689
|
|
FB Financial Corp.
|
|
193,617
|
10,716,701
|
|
First BanCorp/Puerto Rico
|
|
554,921
|
14,466,791
|
|
First Bancorp/Southern Pines NC
|
|
199,501
|
12,754,099
|
|
First Commonwealth Financial Corp.
|
|
871,189
|
17,711,272
|
|
First Financial Bancorp
|
|
893,445
|
30,225,244
|
|
First Hawaiian, Inc.
|
|
1,047,282
|
30,685,363
|
|
First Interstate BancSystem, Inc., Class A
|
|
727,597
|
28,056,140
|
|
Fulton Financial Corp.
|
|
1,627,460
|
39,368,257
|
|
Hanmi Financial Corp.
|
|
254,041
|
8,230,928
|
|
Heritage Financial Corp.
|
|
354,515
|
10,500,734
|
|
Hilltop Holdings, Inc.
|
|
352,767
|
13,680,304
|
|
Hope Bancorp, Inc.
|
|
1,099,513
|
15,041,338
|
|
Independent Bank Corp.
|
|
236,920
|
19,834,942
|
|
Lakeland Financial Corp.
|
|
111,425
|
6,877,151
|
|
National Bank Holdings Corp., Class A
|
|
385,237
|
17,116,080
|
|
NBT Bancorp, Inc.
|
|
447,326
|
22,084,485
|
|
Nicolet Bankshares, Inc.
|
|
80,717
|
13,349,785
|
|
Northwest Bancshares, Inc.
|
|
1,258,421
|
19,077,662
|
|
OFG Bancorp
|
|
203,533
|
9,987,364
|
|
Park National Corp.
|
|
70,645
|
12,927,329
|
|
Provident Financial Services, Inc.
|
|
1,120,800
|
26,495,712
|
|
Renasant Corp.
|
|
793,610
|
33,760,169
|
|
S&T Bancorp, Inc.
|
|
309,430
|
15,186,824
|
|
Seacoast Banking Corp. of Florida
|
|
438,614
|
14,583,916
|
|
ServisFirst Bancshares, Inc.
|
|
216,489
|
18,780,421
|
|
Simmons First National Corp., Class A
|
|
1,247,661
|
28,259,522
|
|
Security
|
|
Shares
|
Value
|
|
Banks (continued)
|
|||
|
Southside Bancshares, Inc.
|
|
240,093
|
$ 8,448,873
|
|
Stellar Bancorp, Inc.
|
|
220,407
|
8,666,403
|
|
Tompkins Financial Corp.
|
|
108,841
|
10,287,651
|
|
Triumph Financial, Inc.(a)
|
|
194,722
|
14,859,236
|
|
TrustCo Bank Corp.
|
|
85,245
|
4,680,803
|
|
Trustmark Corp.
|
|
257,069
|
11,827,745
|
|
United Community Banks, Inc.
|
|
1,029,400
|
36,121,646
|
|
WaFd, Inc.
|
|
635,493
|
24,383,867
|
|
WesBanco, Inc.
|
|
222,993
|
8,703,417
|
|
Westamerica BanCorp
|
|
115,148
|
6,755,733
|
|
WSFS Financial Corp.
|
|
210,381
|
16,142,534
|
|
|
|
|
983,294,419
|
|
Beverages — 0.0%
|
|||
|
National Beverage Corp.(a)
|
|
101,357
|
3,162,338
|
|
Biotechnology — 0.4%
|
|||
|
Arcus Biosciences, Inc.(a)
|
|
275,703
|
8,499,923
|
|
Sarepta Therapeutics, Inc.(a)(b)
|
|
354,525
|
6,370,814
|
|
Vir Biotechnology, Inc.(a)(b)
|
|
620,904
|
6,327,012
|
|
Xencor, Inc.(a)(b)
|
|
637,238
|
10,259,532
|
|
|
|
|
31,457,281
|
|
Broadline Retail — 0.2%
|
|||
|
Kohl’s Corp.
|
|
966,462
|
17,125,707
|
|
Building Products — 1.3%
|
|||
|
Apogee Enterprises, Inc.
|
|
182,276
|
8,337,304
|
|
CSW Industrials, Inc.
|
|
59,464
|
16,548,831
|
|
Gibraltar Industries, Inc.(a)
|
|
255,266
|
11,512,497
|
|
Griffon Corp.
|
|
136,013
|
13,265,348
|
|
Hayward Holdings, Inc.(a)(b)
|
|
893,684
|
15,469,670
|
|
Masterbrand, Inc.(a)(b)
|
|
1,800,797
|
18,530,201
|
|
Quanex Building Products Corp.
|
|
389,738
|
7,256,922
|
|
Resideo Technologies, Inc.(a)(b)
|
|
526,901
|
16,386,621
|
|
|
|
|
107,307,394
|
|
Capital Markets — 1.5%
|
|||
|
Artisan Partners Asset Management, Inc., Class A
|
|
280,771
|
9,695,023
|
|
BGC Group, Inc., Class A
|
|
1,302,290
|
13,921,480
|
|
Cohen & Steers, Inc.
|
|
129,704
|
9,875,662
|
|
Donnelley Financial Solutions, Inc.(a)
|
|
119,080
|
4,995,406
|
|
Lazard, Inc.
|
|
121,789
|
5,107,831
|
|
MarketAxess Holdings, Inc.
|
|
140,605
|
15,957,261
|
|
Moelis & Co., Class A
|
|
275,112
|
17,997,827
|
|
Piper Sandler Cos.
|
|
267,630
|
19,360,354
|
|
Victory Capital Holdings, Inc., Class A
|
|
139,398
|
11,717,796
|
|
Virtus Investment Partners, Inc.
|
|
53,898
|
7,734,363
|
|
|
|
|
116,363,003
|
|
Chemicals — 4.2%
|
|||
|
Balchem Corp.
|
|
113,417
|
19,161,802
|
|
Celanese Corp., Class A
|
|
944,059
|
43,426,714
|
|
Chemours Co. (The)
|
|
1,294,634
|
26,565,890
|
|
Eastman Chemical Co.
|
|
984,385
|
65,934,107
|
|
Element Solutions, Inc.
|
|
985,662
|
47,065,360
|
|
FMC Corp.
|
|
1,076,676
|
12,381,774
|
|
Hawkins, Inc.(b)
|
|
59,186
|
8,410,331
|
|
HB Fuller Co.
|
|
469,084
|
27,342,906
|
|
Ingevity Corp.(a)
|
|
128,543
|
9,598,306
|
|
Innospec, Inc.
|
|
212,067
|
17,260,133
|
|
Koppers Holdings, Inc.
|
|
164,905
|
7,404,235
|
|
Minerals Technologies, Inc.
|
|
266,971
|
19,747,845
|
|
Quaker Chemical Corp.
|
|
118,117
|
18,765,248
|
|
Stepan Co.
|
|
185,561
|
10,339,459
|
|
|
|
|
333,404,110
|
|
Security
|
|
Shares
|
Value
|
|
Commercial Services & Supplies — 2.2%
|
|||
|
ABM Industries, Inc.
|
|
503,934
|
$ 22,294,040
|
|
CoreCivic, Inc.(a)
|
|
851,349
|
25,863,983
|
|
Deluxe Corp.
|
|
393,670
|
9,400,840
|
|
GEO Group, Inc. (The)(a)
|
|
1,129,133
|
33,365,880
|
|
HNI Corp.
|
|
601,217
|
24,295,179
|
|
Interface, Inc., Class A
|
|
219,147
|
7,854,228
|
|
Millerknoll, Inc.
|
|
588,568
|
12,042,101
|
|
Pitney Bowes, Inc.
|
|
568,003
|
9,951,413
|
|
UniFirst Corp.
|
|
73,822
|
19,522,966
|
|
Vestis Corp.(a)
|
|
966,833
|
14,038,415
|
|
|
|
|
178,629,045
|
|
Communications Equipment — 0.5%
|
|||
|
Extreme Networks, Inc.(a)
|
|
394,113
|
12,757,438
|
|
Harmonic, Inc.(a)
|
|
934,174
|
15,255,061
|
|
NetScout Systems, Inc.(a)
|
|
274,738
|
11,964,840
|
|
|
|
|
39,977,339
|
|
Construction & Engineering — 0.5%
|
|||
|
Arcosa, Inc.
|
|
152,168
|
22,108,489
|
|
WillScot Holdings Corp., Class A
|
|
747,969
|
21,586,385
|
|
|
|
|
43,694,874
|
|
Construction Materials — 0.0%
|
|||
|
United States Lime & Minerals, Inc.
|
|
26,613
|
2,785,583
|
|
Consumer Finance — 1.2%
|
|||
|
Bread Financial Holdings, Inc.
|
|
347,531
|
37,654,984
|
|
Credit Acceptance Corp.(a)(b)
|
|
27,233
|
17,340,340
|
|
Encore Capital Group, Inc.(a)(b)
|
|
184,594
|
17,220,774
|
|
Navient Corp.
|
|
562,048
|
4,783,029
|
|
PROG Holdings, Inc.
|
|
344,966
|
16,078,865
|
|
World Acceptance Corp.(a)(b)
|
|
7,720
|
1,727,968
|
|
|
|
|
94,805,960
|
|
Consumer Staples Distribution & Retail — 0.7%
|
|||
|
Andersons, Inc. (The)
|
|
290,469
|
19,868,079
|
|
Grocery Outlet Holding Corp.(a)(b)
|
|
851,618
|
8,499,148
|
|
United Natural Foods, Inc.(a)
|
|
523,028
|
23,886,689
|
|
|
|
|
52,253,916
|
|
Containers & Packaging — 0.2%
|
|||
|
O-I Glass, Inc.(a)(b)
|
|
1,319,958
|
12,711,196
|
|
Distributors — 1.5%
|
|||
|
LKQ Corp.
|
|
2,193,394
|
57,752,064
|
|
Pool Corp.
|
|
276,076
|
59,328,732
|
|
|
|
|
117,080,796
|
|
Diversified Consumer Services — 1.3%
|
|||
|
ADT, Inc.
|
|
3,257,090
|
21,171,085
|
|
Bright Horizons Family Solutions, Inc.(a)
|
|
153,876
|
10,906,731
|
|
Matthews International Corp., Class A
|
|
267,481
|
7,200,588
|
|
Perdoceo Education Corp.
|
|
177,179
|
5,669,728
|
|
Strategic Education, Inc.
|
|
192,589
|
14,756,169
|
|
Stride, Inc.(a)(b)
|
|
360,709
|
31,107,544
|
|
Universal Technical Institute, Inc.(a)(b)
|
|
239,541
|
10,245,169
|
|
|
|
|
101,057,014
|
|
Diversified REITs — 0.9%
|
|||
|
American Assets Trust, Inc.
|
|
407,135
|
10,052,163
|
|
Broadstone Net Lease, Inc.
|
|
1,221,715
|
25,252,849
|
|
Essential Properties Realty Trust, Inc.
|
|
614,396
|
18,339,721
|
|
Global Net Lease, Inc.
|
|
1,640,971
|
14,670,281
|
|
|
|
|
68,315,014
|
|
Diversified Telecommunication Services — 0.7%
|
|||
|
Cogent Communications Holdings, Inc.
|
|
189,041
|
2,623,889
|
|
Security
|
|
Shares
|
Value
|
|
Diversified Telecommunication Services (continued)
|
|||
|
Iridium Communications, Inc.
|
|
355,024
|
$ 19,473,067
|
|
Lumen Technologies, Inc.(a)(b)
|
|
4,488,149
|
34,468,984
|
|
|
|
|
56,565,940
|
|
Electric Utilities — 0.6%
|
|||
|
Hawaiian Electric Industries, Inc.(a)(b)
|
|
1,486,321
|
20,109,923
|
|
MGE Energy, Inc.
|
|
162,507
|
13,250,821
|
|
Otter Tail Corp.
|
|
198,808
|
17,888,744
|
|
|
|
|
51,249,488
|
|
Electronic Equipment, Instruments & Components — 3.4%
|
|||
|
Benchmark Electronics, Inc.
|
|
308,870
|
30,476,203
|
|
CTS Corp.
|
|
137,543
|
8,966,428
|
|
ePlus, Inc.
|
|
83,840
|
6,978,003
|
|
Insight Enterprises, Inc.(a)(b)
|
|
260,028
|
31,671,410
|
|
Itron, Inc.(a)
|
|
137,384
|
11,887,838
|
|
Knowles Corp.(a)(b)
|
|
316,783
|
13,140,159
|
|
Napco Security Technologies, Inc.
|
|
105,056
|
3,990,027
|
|
PC Connection, Inc.
|
|
97,259
|
7,098,934
|
|
Plexus Corp.(a)(b)
|
|
128,989
|
38,783,123
|
|
Ralliant Corp.
|
|
462,542
|
34,056,967
|
|
Rogers Corp.(a)
|
|
142,912
|
23,398,982
|
|
ScanSource, Inc.(a)
|
|
160,486
|
8,359,716
|
|
Vishay Intertechnology, Inc.
|
|
1,067,542
|
57,412,409
|
|
|
|
|
276,220,199
|
|
Energy Equipment & Services — 2.1%
|
|||
|
Atlas Energy Solutions, Inc.
|
|
666,446
|
11,069,668
|
|
Bristow Group, Inc.
|
|
221,320
|
9,144,942
|
|
Cactus, Inc., Class A
|
|
220,987
|
11,321,164
|
|
Core Laboratories, Inc.(b)
|
|
399,505
|
4,654,233
|
|
Helix Energy Solutions Group, Inc.(a)
|
|
1,178,184
|
10,297,328
|
|
Helmerich & Payne, Inc.
|
|
438,811
|
14,366,672
|
|
Innovex International, Inc.(a)
|
|
193,557
|
4,800,214
|
|
Liberty Energy, Inc., Class A
|
|
1,404,892
|
36,794,122
|
|
Noble Corp. PLC
|
|
510,027
|
19,024,007
|
|
Oceaneering International, Inc.(a)(b)
|
|
352,116
|
14,267,740
|
|
Patterson-UTI Energy, Inc.
|
|
2,974,047
|
27,301,752
|
|
RPC, Inc.
|
|
771,469
|
4,497,664
|
|
|
|
|
167,539,506
|
|
Entertainment — 0.1%
|
|||
|
Cinemark Holdings, Inc.
|
|
345,287
|
10,955,956
|
|
Financial Services — 2.1%
|
|||
|
Enact Holdings, Inc.
|
|
108,891
|
4,977,407
|
|
HA Sustainable Infrastructure Capital, Inc.
|
|
627,157
|
24,490,481
|
|
Jackson Financial, Inc., Class A
|
|
470,777
|
48,202,857
|
|
Merchants Bancorp
|
|
253,129
|
12,656,450
|
|
NCR Atleos Corp.(a)(b)
|
|
241,129
|
10,467,410
|
|
Payoneer Global, Inc.(a)
|
|
791,371
|
5,634,561
|
|
Radian Group, Inc.
|
|
572,422
|
21,563,137
|
|
Remitly Global, Inc.(a)
|
|
191,378
|
4,288,781
|
|
Walker & Dunlop, Inc.
|
|
295,587
|
16,168,609
|
|
Western Union Co. (The)
|
|
2,687,180
|
20,691,286
|
|
|
|
|
169,140,979
|
|
Food Products — 2.5%
|
|||
|
Campbell’s Co. (The)(b)
|
|
1,694,021
|
37,725,848
|
|
Conagra Brands, Inc.
|
|
4,016,381
|
54,060,488
|
|
Del Monte Corp.
|
|
281,770
|
7,864,201
|
|
Flowers Foods, Inc.
|
|
1,824,108
|
14,410,453
|
|
Freshpet, Inc.(a)(b)
|
|
157,014
|
9,282,668
|
|
J & J Snack Foods Corp.
|
|
128,963
|
9,472,332
|
|
John B Sanfilippo & Son, Inc.
|
|
77,878
|
6,696,729
|
|
Security
|
|
Shares
|
Value
|
|
Food Products (continued)
|
|||
|
Lamb Weston Holdings, Inc.
|
|
1,188,621
|
$ 51,324,655
|
|
Simply Good Foods Co. (The)(a)
|
|
721,496
|
9,581,467
|
|
|
|
|
200,418,841
|
|
Gas Utilities — 0.7%
|
|||
|
Chesapeake Utilities Corp.
|
|
82,676
|
10,126,157
|
|
MDU Resources Group, Inc.
|
|
1,799,302
|
38,163,195
|
|
Northwest Natural Holding Co.
|
|
170,290
|
8,354,427
|
|
|
|
|
56,643,779
|
|
Ground Transportation — 1.5%
|
|||
|
ArcBest Corp.
|
|
191,673
|
27,512,742
|
|
Heartland Express, Inc.
|
|
396,233
|
6,030,666
|
|
Hertz Global Holdings, Inc.(a)(b)
|
|
340,550
|
771,346
|
|
Marten Transport Ltd.
|
|
497,460
|
8,630,931
|
|
RXO, Inc.(a)(b)
|
|
1,419,774
|
39,171,565
|
|
Schneider National, Inc., Class B
|
|
428,186
|
15,641,635
|
|
Werner Enterprises, Inc.
|
|
516,136
|
22,508,691
|
|
|
|
|
120,267,576
|
|
Health Care Equipment & Supplies — 2.7%
|
|||
|
Avanos Medical, Inc.(a)
|
|
402,614
|
10,017,036
|
|
CONMED Corp.
|
|
258,717
|
8,467,808
|
|
Enovis Corp.(a)
|
|
495,356
|
10,253,869
|
|
Glaukos Corp.(a)
|
|
156,756
|
21,908,219
|
|
ICU Medical, Inc.(a)
|
|
111,874
|
16,400,729
|
|
Integer Holdings Corp.(a)(b)
|
|
292,324
|
27,317,678
|
|
Integra LifeSciences Holdings Corp.(a)
|
|
575,580
|
10,337,417
|
|
Merit Medical Systems, Inc.(a)
|
|
190,048
|
13,177,928
|
|
Neogen Corp.(a)
|
|
1,874,108
|
16,848,231
|
|
Omnicell, Inc.(a)(b)
|
|
391,166
|
16,241,212
|
|
QuidelOrtho Corp.(a)
|
|
584,837
|
10,243,420
|
|
STAAR Surgical Co.(a)(b)
|
|
205,770
|
5,903,541
|
|
Tandem Diabetes Care, Inc.(a)(b)
|
|
258,289
|
3,897,581
|
|
Teleflex, Inc.
|
|
381,107
|
48,309,123
|
|
|
|
|
219,323,792
|
|
Health Care Providers & Services — 3.0%
|
|||
|
Acadia Healthcare Co., Inc.(a)(b)
|
|
791,785
|
23,381,411
|
|
AdaptHealth Corp.(a)(b)
|
|
926,707
|
9,656,287
|
|
Addus HomeCare Corp.(a)(b)
|
|
53,048
|
5,329,733
|
|
AMN Healthcare Services, Inc.(a)(b)
|
|
335,596
|
10,863,242
|
|
Astrana Health, Inc.(a)(b)
|
|
365,485
|
16,962,159
|
|
Concentra Group Holdings Parent, Inc.
|
|
512,316
|
15,241,401
|
|
CorVel Corp.(a)
|
|
102,093
|
6,382,854
|
|
LifeStance Health Group, Inc.(a)
|
|
868,530
|
9,301,956
|
|
Molina Healthcare, Inc.(a)(b)
|
|
448,496
|
102,571,035
|
|
NeoGenomics, Inc.(a)(b)
|
|
471,844
|
6,884,204
|
|
RadNet, Inc.(a)(b)
|
|
218,840
|
13,495,863
|
|
Select Medical Holdings Corp.
|
|
950,326
|
15,689,882
|
|
U.S. Physical Therapy, Inc.
|
|
69,904
|
4,801,007
|
|
|
|
|
240,561,034
|
|
Health Care REITs — 0.5%
|
|||
|
LTC Properties, Inc.
|
|
175,346
|
6,742,054
|
|
Medical Properties Trust, Inc.
|
|
4,222,528
|
19,508,079
|
|
National Health Investors, Inc.
|
|
166,906
|
12,728,252
|
|
|
|
|
38,978,385
|
|
Health Care Technology — 0.1%
|
|||
|
Certara, Inc.(a)
|
|
492,747
|
3,227,493
|
|
HealthStream, Inc.
|
|
99,253
|
2,704,644
|
|
|
|
|
5,932,137
|
|
Hotel & Resort REITs — 1.1%
|
|||
|
Apple Hospitality REIT, Inc.
|
|
1,890,051
|
31,771,757
|
|
Security
|
|
Shares
|
Value
|
|
Hotel & Resort REITs (continued)
|
|||
|
DiamondRock Hospitality Co.
|
|
897,430
|
$ 10,930,697
|
|
Pebblebrook Hotel Trust
|
|
975,060
|
18,925,915
|
|
Sunstone Hotel Investors, Inc.
|
|
1,603,899
|
18,364,644
|
|
Xenia Hotels & Resorts, Inc.
|
|
427,863
|
8,711,291
|
|
|
|
|
88,704,304
|
|
Hotels, Restaurants & Leisure — 2.4%
|
|||
|
BJ’s Restaurants, Inc.(a)
|
|
100,185
|
6,084,736
|
|
Caesars Entertainment, Inc.(a)
|
|
1,753,386
|
52,917,189
|
|
Cheesecake Factory, Inc. (The)
|
|
184,977
|
14,713,071
|
|
Cracker Barrel Old Country Store, Inc.
|
|
192,196
|
10,244,047
|
|
Life Time Group Holdings, Inc.(a)
|
|
370,291
|
15,122,684
|
|
Marriott Vacations Worldwide Corp.
|
|
236,536
|
24,098,288
|
|
Papa John’s International, Inc.(b)
|
|
150,862
|
5,547,196
|
|
Penn Entertainment, Inc.(a)
|
|
1,092,529
|
23,336,419
|
|
Pursuit Attractions & Hospitality, Inc.(a)
|
|
178,467
|
9,988,798
|
|
Sabre Corp.(a)
|
|
3,385,775
|
7,076,270
|
|
Six Flags Entertainment Corp.(a)(b)
|
|
483,537
|
10,299,338
|
|
United Parks & Resorts, Inc.(a)(b)
|
|
96,002
|
4,583,135
|
|
Wendy’s Co. (The)(b)
|
|
1,359,920
|
11,273,737
|
|
|
|
|
195,284,908
|
|
Household Durables — 3.1%
|
|||
|
Century Communities, Inc.
|
|
215,500
|
15,442,730
|
|
Champion Homes, Inc.(a)
|
|
257,102
|
22,655,828
|
|
Dream Finders Homes, Inc., Class A(a)(b)
|
|
240,274
|
4,147,129
|
|
Green Brick Partners, Inc.(a)
|
|
111,557
|
8,929,022
|
|
La-Z-Boy, Inc.
|
|
352,361
|
14,136,723
|
|
Leggett & Platt, Inc.
|
|
1,174,714
|
13,755,901
|
|
LGI Homes, Inc.(a)(b)
|
|
175,967
|
11,205,579
|
|
M/I Homes, Inc.(a)
|
|
220,303
|
35,422,519
|
|
Meritage Homes Corp.
|
|
574,217
|
48,148,096
|
|
Mohawk Industries, Inc.(a)(b)
|
|
440,768
|
53,478,382
|
|
Newell Brands, Inc.
|
|
3,658,171
|
22,461,170
|
|
|
|
|
249,783,079
|
|
Household Products — 0.6%
|
|||
|
Central Garden & Pet Co.(a)
|
|
69,592
|
3,085,709
|
|
Central Garden & Pet Co., Class A, NVS(a)
|
|
441,838
|
17,130,059
|
|
Energizer Holdings, Inc.
|
|
524,613
|
11,247,703
|
|
Reynolds Consumer Products, Inc.
|
|
258,226
|
6,933,368
|
|
WD-40 Co.
|
|
47,486
|
11,569,489
|
|
|
|
|
49,966,328
|
|
Industrial REITs — 0.6%
|
|||
|
Innovative Industrial Properties, Inc.
|
|
247,743
|
15,355,111
|
|
LXP Industrial Trust
|
|
238,572
|
12,854,259
|
|
Terreno Realty Corp.
|
|
274,581
|
17,784,612
|
|
|
|
|
45,993,982
|
|
Insurance — 2.0%
|
|||
|
AMERISAFE, Inc.
|
|
87,474
|
2,959,246
|
|
Assured Guaranty Ltd.
|
|
171,943
|
13,782,951
|
|
Employers Holdings, Inc.
|
|
156,904
|
7,920,514
|
|
Genworth Financial, Inc., Class A(a)
|
|
3,294,171
|
31,195,799
|
|
Goosehead Insurance, Inc., Class A(a)
|
|
65,651
|
3,184,074
|
|
Horace Mann Educators Corp.
|
|
166,708
|
8,610,468
|
|
Kemper Corp.
|
|
506,361
|
13,651,493
|
|
Lincoln National Corp.
|
|
1,464,881
|
51,783,543
|
|
Safety Insurance Group, Inc.
|
|
62,305
|
4,664,152
|
|
Stewart Information Services Corp.
|
|
261,967
|
17,295,061
|
|
Trupanion, Inc.(a)(b)
|
|
100,208
|
2,482,152
|
|
United Fire Group, Inc.
|
|
97,155
|
5,094,808
|
|
|
|
|
162,624,261
|
|
Security
|
|
Shares
|
Value
|
|
Interactive Media & Services — 1.7%
|
|||
|
Cargurus, Inc., Class A(a)(b)
|
|
326,781
|
$ 11,139,964
|
|
Match Group, Inc.
|
|
2,008,079
|
76,407,406
|
|
People, Inc.(a)
|
|
537,375
|
24,805,230
|
|
QuinStreet, Inc.(a)
|
|
175,087
|
2,565,025
|
|
Yelp, Inc.(a)
|
|
190,162
|
4,662,772
|
|
Ziff Davis, Inc.(a)(b)
|
|
317,146
|
16,608,936
|
|
ZoomInfo Technologies, Inc., Class A(a)(b)
|
|
944,041
|
2,766,040
|
|
|
|
|
138,955,373
|
|
IT Services — 0.7%
|
|||
|
DXC Technology Co.(a)(b)
|
|
1,407,613
|
12,457,375
|
|
EPAM Systems, Inc.(a)(b)
|
|
449,763
|
35,688,694
|
|
Everforth, Inc.(a)(b)
|
|
351,251
|
6,276,855
|
|
|
|
|
54,422,924
|
|
Leisure Products — 0.2%
|
|||
|
Callaway Golf Co.(a)
|
|
422,083
|
7,930,940
|
|
Peloton Interactive, Inc., Class A(a)(b)
|
|
1,548,685
|
9,152,728
|
|
|
|
|
17,083,668
|
|
Life Sciences Tools & Services — 0.3%
|
|||
|
Azenta, Inc.(a)
|
|
141,501
|
3,611,106
|
|
BioLife Solutions, Inc.(a)(b)
|
|
169,259
|
4,779,874
|
|
Fortrea Holdings, Inc.(a)
|
|
814,518
|
14,172,613
|
|
|
|
|
22,563,593
|
|
Machinery — 2.7%
|
|||
|
Alamo Group, Inc.
|
|
93,241
|
15,337,212
|
|
Albany International Corp., Class A
|
|
244,514
|
18,216,293
|
|
Astec Industries, Inc.
|
|
103,269
|
6,319,030
|
|
Atmus Filtration Technologies, Inc.
|
|
217,938
|
11,112,659
|
|
Enerpac Tool Group Corp., Class A
|
|
178,686
|
6,407,680
|
|
Franklin Electric Co., Inc.
|
|
147,216
|
15,780,083
|
|
Gates Industrial Corp. PLC(a)
|
|
1,005,397
|
28,120,954
|
|
Greenbrier Cos., Inc. (The)
|
|
266,394
|
13,055,970
|
|
Kadant, Inc.
|
|
49,815
|
15,653,367
|
|
Kennametal, Inc.
|
|
656,118
|
22,996,936
|
|
Lindsay Corp.
|
|
89,455
|
11,074,529
|
|
Mueller Water Products, Inc., Class A
|
|
471,542
|
12,179,930
|
|
Tennant Co.
|
|
83,295
|
7,291,644
|
|
Trinity Industries, Inc.
|
|
684,489
|
23,669,630
|
|
Worthington Enterprises, Inc.
|
|
143,795
|
7,730,419
|
|
|
|
|
214,946,336
|
|
Marine Transportation — 0.6%
|
|||
|
Matson, Inc.
|
|
260,524
|
50,080,529
|
|
Media — 0.9%
|
|||
|
DoubleVerify Holdings, Inc.(a)
|
|
452,613
|
4,906,325
|
|
John Wiley & Sons, Inc., Class A
|
|
337,146
|
16,354,952
|
|
Scholastic Corp.
|
|
140,172
|
6,447,912
|
|
Versant Media Group, Inc.
|
|
1,214,870
|
43,747,469
|
|
|
|
|
71,456,658
|
|
Metals & Mining — 1.4%
|
|||
|
Alpha Metallurgical Resources, Inc.(a)
|
|
91,959
|
15,167,717
|
|
Century Aluminum Co.(a)
|
|
188,956
|
8,693,866
|
|
Kaiser Aluminum Corp.
|
|
139,383
|
27,267,496
|
|
Materion Corp.
|
|
80,587
|
23,965,768
|
|
Metallus, Inc.(a)
|
|
310,266
|
5,798,871
|
|
Warrior Met Coal, Inc.
|
|
259,121
|
21,030,260
|
|
Worthington Steel, Inc.
|
|
279,727
|
9,393,233
|
|
|
|
|
111,317,211
|
|
Mortgage Real Estate Investment Trusts (REITs) — 1.2%
|
|||
|
Arbor Realty Trust, Inc.
|
|
1,654,452
|
8,967,130
|
|
Blackstone Mortgage Trust, Inc., Class A
|
|
1,345,371
|
22,804,039
|
|
Security
|
|
Shares
|
Value
|
|
Mortgage Real Estate Investment Trusts (REITs) (continued)
|
|||
|
Franklin BSP Realty Trust, Inc.
|
|
667,022
|
$ 5,429,559
|
|
Redwood Trust, Inc.
|
|
1,081,257
|
5,125,158
|
|
Rithm Capital Corp.
|
|
4,806,330
|
45,131,439
|
|
Two Harbors Investment Corp.
|
|
903,947
|
11,217,982
|
|
|
|
|
98,675,307
|
|
Multi-Utilities — 0.3%
|
|||
|
Avista Corp.
|
|
377,101
|
15,427,202
|
|
Unitil Corp.
|
|
154,437
|
8,137,285
|
|
|
|
|
23,564,487
|
|
Office REITs — 1.1%
|
|||
|
Douglas Emmett, Inc.
|
|
1,440,499
|
16,997,888
|
|
Easterly Government Properties, Inc.
|
|
381,232
|
9,504,114
|
|
Highwoods Properties, Inc.
|
|
949,355
|
28,632,547
|
|
JBG SMITH Properties
|
|
199,377
|
2,924,861
|
|
SL Green Realty Corp.
|
|
612,307
|
31,699,133
|
|
|
|
|
89,758,543
|
|
Oil, Gas & Consumable Fuels — 3.9%
|
|||
|
California Resources Corp.
|
|
672,696
|
35,565,438
|
|
Comstock Resources, Inc.(a)(b)
|
|
287,965
|
4,296,438
|
|
Core Natural Resources, Inc.(b)
|
|
433,958
|
34,725,319
|
|
Crescent Energy Co., Class A
|
|
2,104,040
|
20,661,673
|
|
CVR Energy, Inc.
|
|
135,565
|
3,733,460
|
|
Dorian LPG Ltd.
|
|
316,369
|
11,003,314
|
|
Gulfport Energy Corp.(a)
|
|
78,810
|
13,374,057
|
|
Kinetik Holdings, Inc., Class A
|
|
233,895
|
11,306,484
|
|
Magnolia Oil & Gas Corp., Class A
|
|
1,592,177
|
40,727,888
|
|
Northern Oil & Gas, Inc.
|
|
900,176
|
16,338,194
|
|
Par Pacific Holdings, Inc.(a)
|
|
224,511
|
12,590,577
|
|
Peabody Energy Corp.
|
|
1,048,611
|
24,243,886
|
|
REX American Resources Corp.(a)
|
|
76,117
|
3,436,683
|
|
SM Energy Co.
|
|
1,960,724
|
51,174,896
|
|
Talos Energy, Inc.(a)
|
|
1,063,575
|
13,730,753
|
|
World Kinect Corp.
|
|
442,170
|
14,565,080
|
|
|
|
|
311,474,140
|
|
Paper & Forest Products — 0.1%
|
|||
|
Sylvamo Corp.
|
|
287,238
|
10,857,596
|
|
Passenger Airlines — 0.6%
|
|||
|
Allegiant Travel Co.(a)(b)
|
|
194,477
|
22,870,495
|
|
JetBlue Airways Corp.(a)(b)
|
|
2,562,473
|
14,682,971
|
|
SkyWest, Inc.(a)
|
|
129,764
|
12,889,458
|
|
|
|
|
50,442,924
|
|
Personal Care Products — 0.3%
|
|||
|
Coty, Inc., Class A(a)(b)
|
|
3,204,896
|
6,922,575
|
|
Edgewell Personal Care Co.
|
|
396,476
|
10,649,345
|
|
Interparfums, Inc.
|
|
67,288
|
7,526,836
|
|
|
|
|
25,098,756
|
|
Pharmaceuticals — 1.1%
|
|||
|
Amneal Pharmaceuticals, Inc., Class A(a)
|
|
593,327
|
10,270,490
|
|
Amphastar Pharmaceuticals, Inc.(a)
|
|
141,236
|
2,850,142
|
|
Innoviva, Inc.(a)
|
|
245,755
|
5,581,096
|
|
Organon & Co.
|
|
2,260,749
|
30,610,541
|
|
Perrigo Co. PLC
|
|
1,191,135
|
12,375,893
|
|
Prestige Consumer Healthcare, Inc.(a)(b)
|
|
407,851
|
19,279,117
|
|
Supernus Pharmaceuticals, Inc.(a)
|
|
155,599
|
7,236,910
|
|
|
|
|
88,204,189
|
|
Professional Services — 2.1%
|
|||
|
Amentum Holdings, Inc.(a)
|
|
1,325,120
|
27,390,230
|
|
Concentrix Corp.
|
|
372,179
|
8,338,671
|
|
First Advantage Corp.(a)
|
|
364,790
|
6,584,460
|
|
Security
|
|
Shares
|
Value
|
|
Professional Services (continued)
|
|||
|
Insperity, Inc.
|
|
312,213
|
$ 12,897,519
|
|
Korn Ferry
|
|
446,696
|
29,741,020
|
|
Legalzoom.com, Inc.(a)
|
|
206,511
|
1,265,912
|
|
ManpowerGroup, Inc.
|
|
400,431
|
13,522,555
|
|
Paycom Software, Inc.
|
|
357,246
|
44,898,677
|
|
Robert Half, Inc.
|
|
865,537
|
26,571,986
|
|
|
|
|
171,211,030
|
|
Real Estate Management & Development — 0.5%
|
|||
|
AGNT, Inc.
|
|
811,766
|
4,391,654
|
|
Cushman & Wakefield Ltd.(a)(b)
|
|
1,993,230
|
26,689,349
|
|
Marcus & Millichap, Inc.
|
|
200,610
|
6,253,014
|
|
|
|
|
37,334,017
|
|
Residential REITs — 0.1%
|
|||
|
Centerspace
|
|
75,310
|
4,231,669
|
|
NexPoint Residential Trust, Inc.
|
|
102,991
|
2,875,509
|
|
|
|
|
7,107,178
|
|
Retail REITs — 1.6%
|
|||
|
Acadia Realty Trust
|
|
1,149,484
|
24,035,711
|
|
Getty Realty Corp.
|
|
240,351
|
8,018,109
|
|
InvenTrust Properties Corp.
|
|
324,268
|
11,479,087
|
|
Macerich Co. (The)
|
|
1,170,231
|
29,478,119
|
|
NETSTREIT Corp.
|
|
216,571
|
4,576,145
|
|
Phillips Edison & Co., Inc.
|
|
455,621
|
18,962,946
|
|
Saul Centers, Inc.
|
|
48,337
|
1,807,320
|
|
Tanger, Inc.
|
|
335,927
|
13,259,039
|
|
Urban Edge Properties
|
|
564,237
|
12,909,743
|
|
Whitestone REIT
|
|
194,215
|
3,682,316
|
|
|
|
|
128,208,535
|
|
Semiconductors & Semiconductor Equipment — 6.1%
|
|||
|
Alpha & Omega Semiconductor Ltd.(a)
|
|
213,473
|
10,103,677
|
|
Axcelis Technologies, Inc.(a)(b)
|
|
95,261
|
18,047,197
|
|
Cohu, Inc.(a)(b)
|
|
406,139
|
30,017,734
|
|
Diodes, Inc.(a)
|
|
395,531
|
43,286,913
|
|
Enphase Energy, Inc.(a)(b)
|
|
1,134,602
|
55,867,803
|
|
Ichor Holdings Ltd.(a)
|
|
299,168
|
33,590,583
|
|
Kulicke & Soffa Industries, Inc.
|
|
450,515
|
60,260,886
|
|
MaxLinear, Inc.(a)
|
|
413,041
|
52,881,639
|
|
Penguin Solutions, Inc.(a)(b)
|
|
202,790
|
15,414,068
|
|
Photronics, Inc.(a)(b)
|
|
507,697
|
16,515,383
|
|
Power Integrations, Inc.
|
|
479,687
|
40,178,583
|
|
Qorvo, Inc.(a)
|
|
255,131
|
23,796,068
|
|
SolarEdge Technologies, Inc.(a)(b)
|
|
214,700
|
12,547,068
|
|
Ultra Clean Holdings, Inc.(a)
|
|
385,912
|
55,027,192
|
|
Veeco Instruments, Inc.(a)(b)
|
|
257,483
|
19,517,211
|
|
|
|
|
487,052,005
|
|
Software — 1.7%
|
|||
|
A10 Networks, Inc.
|
|
209,601
|
7,830,693
|
|
ACI Worldwide, Inc.(a)(b)
|
|
297,608
|
14,966,706
|
|
Alarm.com Holdings, Inc.(a)
|
|
178,669
|
8,347,416
|
|
Blackbaud, Inc.(a)(b)
|
|
152,979
|
4,531,238
|
|
Box, Inc., Class A(a)
|
|
416,938
|
11,065,534
|
|
Cleanspark, Inc.(a)(b)
|
|
927,954
|
13,501,731
|
|
MARA Holdings, Inc.(a)(b)
|
|
1,477,144
|
20,517,530
|
|
N-able, Inc.(a)(b)
|
|
321,825
|
1,181,098
|
|
NCR Voyix Corp.(a)(b)
|
|
1,194,325
|
9,757,635
|
|
Progress Software Corp.(a)
|
|
116,683
|
3,918,215
|
|
Q2 Holdings, Inc.(a)(b)
|
|
199,068
|
9,575,171
|
|
RingCentral, Inc., Class A
|
|
261,071
|
10,176,548
|
|
Security
|
|
Shares
|
Value
|
|
Software (continued)
|
|||
|
SPS Commerce, Inc.(a)(b)
|
|
125,910
|
$ 7,198,275
|
|
Teradata Corp.(a)(b)
|
|
348,248
|
12,066,793
|
|
|
|
|
134,634,583
|
|
Specialized REITs — 0.6%
|
|||
|
Four Corners Property Trust, Inc.
|
|
500,835
|
12,295,499
|
|
Millrose Properties, Inc., Class A
|
|
544,430
|
16,360,121
|
|
Outfront Media, Inc.
|
|
422,039
|
13,825,998
|
|
Safehold, Inc.
|
|
392,325
|
6,159,503
|
|
|
|
|
48,641,121
|
|
Specialty Retail — 4.3%
|
|||
|
Academy Sports & Outdoors, Inc.
|
|
555,361
|
26,174,164
|
|
Advance Auto Parts, Inc.
|
|
519,374
|
32,315,450
|
|
American Eagle Outfitters, Inc.
|
|
778,054
|
13,382,529
|
|
Asbury Automotive Group, Inc.(a)
|
|
160,291
|
32,231,314
|
|
Buckle, Inc. (The)
|
|
104,504
|
4,410,069
|
|
CarMax, Inc.(a)
|
|
1,221,631
|
64,612,063
|
|
Group 1 Automotive, Inc.
|
|
101,328
|
29,503,674
|
|
MarineMax, Inc.(a)(b)
|
|
167,268
|
6,125,354
|
|
Sally Beauty Holdings, Inc.(a)(b)
|
|
821,332
|
11,613,634
|
|
Signet Jewelers Ltd.
|
|
344,948
|
29,734,518
|
|
Sonic Automotive, Inc., Class A
|
|
112,716
|
9,557,190
|
|
Upbound Group, Inc.
|
|
450,772
|
9,565,382
|
|
Victoria’s Secret & Co.(a)(b)
|
|
683,745
|
57,079,032
|
|
Warby Parker, Inc., Class A(a)
|
|
328,796
|
9,975,671
|
|
Winmark Corp.
|
|
11,036
|
4,669,111
|
|
|
|
|
340,949,155
|
|
Technology Hardware, Storage & Peripherals — 0.2%
|
|||
|
Corsair Gaming, Inc.(a)
|
|
404,860
|
3,914,996
|
|
Diebold Nixdorf, Inc.(a)(b)
|
|
107,099
|
9,105,557
|
|
|
|
|
13,020,553
|
|
Textiles, Apparel & Luxury Goods — 1.0%
|
|||
|
Carter’s, Inc.
|
|
317,287
|
13,059,533
|
|
G-III Apparel Group Ltd.
|
|
319,406
|
10,767,176
|
|
Kontoor Brands, Inc.
|
|
201,394
|
16,784,176
|
|
Steven Madden Ltd.
|
|
276,842
|
11,655,048
|
|
Under Armour, Inc., Class A(a)(b)
|
|
1,623,834
|
10,376,299
|
|
Under Armour, Inc., Class C, NVS(a)(b)
|
|
1,022,753
|
6,361,524
|
|
Wolverine World Wide, Inc.
|
|
705,914
|
11,668,759
|
|
|
|
|
80,672,515
|
|
Tobacco — 0.1%
|
|||
|
Universal Corp.
|
|
214,511
|
11,191,039
|
|
Trading Companies & Distributors — 1.0%
|
|||
|
Boise Cascade Co.
|
|
302,961
|
23,518,863
|
|
DNOW, Inc.(a)
|
|
1,571,627
|
20,384,002
|
|
Rush Enterprises, Inc., Class A
|
|
525,116
|
38,325,591
|
|
|
|
|
82,228,456
|
|
Water Utilities — 0.6%
|
|||
|
American States Water Co.
|
|
118,112
|
9,759,595
|
|
California Water Service Group
|
|
267,982
|
13,037,324
|
|
H2O America(b)
|
|
338,610
|
20,577,330
|
|
Middlesex Water Co.
|
|
73,227
|
4,112,428
|
|
|
|
|
47,486,677
|
|
Wireless Telecommunication Services — 0.5%
|
|||
|
Shenandoah Telecommunications Co.
|
|
396,570
|
5,980,275
|
|
Telephone & Data Systems, Inc.
|
|
832,776
|
30,821,040
|
|
|
|
|
36,801,315
|
|
Total Long-Term Investments — 98.4%
(Cost: $7,051,642,346)
|
7,888,167,628
|
||
|
Security
|
|
Shares
|
Value
|
|
Short-Term Securities
|
|||
|
Money Market Funds — 6.5%
|
|||
|
BlackRock Cash Funds: Institutional, SL Agency
Shares, 3.82%(c)(d)(e)
|
|
389,241,706
|
$ 389,358,479
|
|
BlackRock Cash Funds: Treasury, SL Agency Shares,
3.62%(c)(d)
|
|
130,687,155
|
130,687,155
|
|
Total Short-Term Securities — 6.5%
(Cost: $519,936,155)
|
520,045,634
|
||
|
Total Investments — 104.9%
(Cost: $7,571,578,501)
|
8,408,213,262
|
||
|
Liabilities in Excess of Other Assets — (4.9)%
|
(390,380,213
)
|
||
|
Net Assets — 100.0%
|
$ 8,017,833,049
|
||
|
(a)
|
Non-income producing security.
|
|
(b)
|
All or a portion of this security is on loan.
|
|
(c)
|
Affiliate of the Fund.
|
|
(d)
|
Annualized 7-day yield as of period end.
|
|
(e)
|
All or a portion of this security was purchased with the cash collateral from loaned
securities.
|
|
Affiliated Issuer
|
Value at
03/31/26
|
Purchases
at Cost
|
Proceeds
from Sales
|
Net
Realized
Gain
(Loss)
|
Change in
Unrealized
Appreciation
(Depreciation)
|
Value at
06/30/26
|
Shares
Held at
06/30/26
|
Income
|
Capital
Gain
Distributions
from
Underlying
Funds
|
|
BlackRock Cash
Funds: Institutional, SL
Agency Shares
|
$ 227,560,317
|
$ 161,771,242
(a)
|
$ —
|
$ (2,631
)
|
$ 29,551
|
$ 389,358,479
|
389,241,706
|
$ 312,508
(b)
|
$ —
|
|
BlackRock Cash
Funds: Treasury, SL Agency
Shares
|
92,776,588
|
37,910,567
(a)
|
—
|
—
|
—
|
130,687,155
|
130,687,155
|
661,237
|
—
|
|
|
|
|
|
$ (2,631
)
|
$ 29,551
|
$ 520,045,634
|
|
$ 973,745
|
$ —
|
|
(a)
|
Represents net amount purchased (sold).
|
|
(b)
|
All or a portion represents securities lending income earned from the reinvestment
of cash collateral from loaned securities, net of collateral investment fees, and
other payments to and
from borrowers of securities.
|
|
Description
|
Number of
Contracts
|
Expiration
Date
|
Notional
Amount
(000)
|
Value/
Unrealized
Appreciation
(Depreciation)
|
|
Long Contracts
|
|
|
|
|
|
Russell 2000 E-Mini Index
|
224
|
09/18/26
|
$ 34,111
|
$ 738,976
|
|
Reference Entity
|
Counterparty
|
Notional Amount
|
Termination Date
|
Spread
|
Reference Rate
|
Payment
Frequency
|
Value/ Unrealized
Appreciation
(Depreciation)
|
|
|
Long Contracts(a)
|
||||||||
|
Conagra Brands, Inc.
|
JPMorgan Chase Bank NA
|
USD
|
1,369,098
|
02/09/27
|
0.40
%
|
1D OBFR01
|
Monthly
|
$ (51,633
)
|
|
Eastern Bankshares, Inc.
|
Merrill Lynch International
|
|
23,162,238
|
02/15/28
|
0.40
%
|
1D OBFR01
|
Monthly
|
1,834,277
|
|
F&G Annuities & Life, Inc.
|
Goldman Sachs Bank USA
|
|
9,147,221
|
08/18/26
|
0.40
%
|
1D FEDL01
|
Monthly
|
(663,628
)
|
|
InvenTrust Properties Corp.
|
Goldman Sachs Bank USA
|
|
5,897,929
|
08/18/26
|
0.40
%
|
1D FEDL01
|
Monthly
|
182,410
|
|
Jackson Financial, Inc., Class A
|
HSBC Bank PLC
|
|
9,419,506
|
02/09/28
|
0.40
%
|
1D OBFR01
|
Monthly
|
(429,357
)
|
|
Jackson Financial, Inc., Class A
|
JPMorgan Chase Bank NA
|
|
4,426,695
|
02/09/27
|
0.40
%
|
1D OBFR01
|
Monthly
|
(201,776
)
|
|
Lazard, Inc.
|
BNP Paribas SA
|
|
20,566,401
|
09/07/27
|
0.40
%
|
1D OBFR01
|
Monthly
|
(1,098,986
)
|
|
Lincoln National Corp.
|
Goldman Sachs Bank USA
|
|
45,309
|
08/18/26
|
0.40
%
|
1D FEDL01
|
Monthly
|
(2,677
)
|
|
Moelis & Co., Class A
|
JPMorgan Chase Bank NA
|
|
3,572
|
02/09/27
|
0.40
%
|
1D OBFR01
|
Monthly
|
(171
)
|
|
NETSTREIT Corp.
|
Goldman Sachs Bank USA
|
|
4,967,465
|
08/18/26
|
0.40
%
|
1D FEDL01
|
Monthly
|
(18,270
)
|
|
Remitly Global, Inc.
|
Goldman Sachs Bank USA
|
|
6,446,001
|
08/18/26
|
0.40
%
|
1D FEDL01
|
Monthly
|
912,883
|
|
WesBanco, Inc.
|
BNP Paribas SA
|
|
21,932,485
|
09/07/27
|
0.40
%
|
1D OBFR01
|
Monthly
|
1,650,885
|
|
Total long positions of equity swaps
|
|
|
|
2,113,957
|
||||
|
Net dividends and financing fees
|
|
|
|
(74,723
)
|
||||
|
Total equity swap contracts including dividends and financing fees
|
|
|
|
$ 2,039,234
|
||||
|
(a)
|
The Fund receives the total return on a reference entity and pays a variable rate
of interest, based on a specified benchmark. The benchmark and spread are determined
based upon
the country and/or currency of the individual underlying position.
|
|
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Assets
|
|
|
|
|
|
Investments
|
|
|
|
|
|
Long-Term Investments
|
|
|
|
|
|
Common Stocks
|
$ 7,888,167,628
|
$ —
|
$ —
|
$ 7,888,167,628
|
|
Short-Term Securities
|
|
|
|
|
|
Money Market Funds
|
520,045,634
|
—
|
—
|
520,045,634
|
|
|
$ 8,408,213,262
|
$ —
|
$ —
|
$ 8,408,213,262
|
|
Derivative Financial Instruments(a)
|
|
|
|
|
|
Assets
|
|
|
|
|
|
Equity Contracts
|
$ 738,976
|
$ 4,580,455
|
$ —
|
$ 5,319,431
|
|
Liabilities
|
|
|
|
|
|
Equity Contracts
|
—
|
(2,541,221
)
|
—
|
(2,541,221
)
|
|
|
$ 738,976
|
$ 2,039,234
|
$ —
|
$ 2,778,210
|
|
(a)
|
Derivative financial instruments are swaps and futures contracts. Swaps and futures
contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
|
Currency Abbreviation
|
|
|
USD
|
United States Dollar
|
|
Portfolio Abbreviation
|
|
|
1D FEDL01
|
USD - 1D Overnight Fed Funds Effective Rate
|
|
1D OBFR01
|
USD - 1D Overnight Bank Funding Rate
|
|
NVS
|
Non-Voting Shares
|
|
REIT
|
Real Estate Investment Trust
|