Geographic Diversification (% of fund's net assets)
As of August 31, 2009
Japan
22.8%
United Kingdom
21.1%
France
10.0%
Germany
7.9%
Australia
7.7%
Switzerland
7.6%
Spain
4.6%
Italy
3.5%
Netherlands
2.6%
Other
12.2%
Spartan® Total Market
Index
Spartan Extended Market Index
Spartan International Index
Funds -
Investor Class
Fidelity Advantage Class
Semiannual Report
(2_fidelity_logos) (Registered_Trademark)
August 31, 2009
|
Chairman's Message |
The Chairman's message to shareholders | |
|
Shareholder Expense Example |
An example of shareholder expenses | |
|
| ||
|
Spartan Total Market Index Fund |
Investment Changes | |
|
|
Investments | |
|
|
Financial Statements | |
|
| ||
|
Spartan Extended Market Index Fund |
Investment Changes | |
|
|
Investments | |
|
|
Financial Statements | |
|
| ||
|
Spartan International Index Fund |
Investment Changes | |
|
|
Investments | |
|
|
Financial Statements | |
|
Notes |
Notes to the Financial Statements | |
|
Board Approval of Investment Advisory Contracts and Management Fees |
| |
|
|
|
|
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov. You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.
Geode is a registered trademark of Geode Capital Management, LLC.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or
unregistered trademarks or service marks of FMR LLC or an affiliated
company.
This report and the financial statements contained herein are
submitted for the general information of the shareholders of the funds. This
report is not authorized for distribution to prospective investors in the funds
unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Forms N-Q are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-Q may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330. For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com or http://www.advisor.fidelity.com, as applicable.
NOT FDIC INSURED �� MAY LOSE VALUE �� NO BANK GUARANTEE
Neither the funds nor Fidelity Distributors Corporation is a bank.
Semiannual Report
(photo_of_Edward_C_Johnson_3d)
Dear Shareholder:
We've seen a welcome uptick in the global equity markets this spring and summer, as signs of stabilization in some economic indicators have brought many investors back into the marketplace. But there remain other key measures - notably high unemployment and slack consumer spending - that suggest the road back to economic health could still be a bumpy ride. Financial markets are always unpredictable, of course, but there also are several time-tested investment principles that can help put the historical odds in your favor.
One of the basic tenets is to invest for the long term. Over time, riding out the markets' inevitable ups and downs has proven much more effective than selling into panic or chasing the hottest trend. Even missing only a few of the markets' best days can significantly diminish investor returns. Patience also affords the benefits of compounding - of earning interest on additional income or reinvested dividends and capital gains. There can be tax advantages and cost benefits to consider as well. While staying the course doesn't eliminate risk, it can considerably lessen the effect of short-term declines.
You can further manage your investing risk through diversification. And today, more than ever, geographic diversification should be taken into account. Studies indicate that asset allocation is the single most important determinant of a portfolio's long-term success. The right mix of stocks, bonds and cash - aligned to your particular risk tolerance and investment objective - is very important. Age-appropriate rebalancing is also an essential aspect of asset allocation. For younger investors, an emphasis on equities - which historically have been the best-performing asset class over time - is encouraged. As investors near their specific goal, such as retirement or sending a child to college, consideration may be given to replacing volatile assets (e.g. common stocks) with more-stable fixed investments (bonds or savings plans).
A third principle - investing regularly - can help lower the average cost of your purchases. Investing a certain amount of money each month or quarter helps ensure you won't pay for all your shares at market highs. This strategy - known as dollar cost averaging - also reduces "emotion" from investing, helping shareholders avoid selling weak performers just prior to an upswing, or chasing a hot performer just before a correction.
We invite you to contact us via the Internet, through our Investor Centers or by phone. It is our privilege to provide you the information you need to make the investments that are right for you.
Sincerely,
/s/Edward C. Johnson 3d
Edward C. Johnson 3d
Semiannual Report
Shareholder Expense Example
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including redemption fees, and (2) ongoing costs, including management fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in the Funds and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (March 1, 2009 to August 31, 2009).
Actual Expenses
The first line of the accompanying table for each class of each fund provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class of the fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. An annual index fund fee of $10 that is charged once a year may apply for certain accounts with a value of less than $10,000. This fee is not included in the table below. If it was, the estimate of expenses you paid during the period would be higher, and your ending account value lower, by this amount. In addition, each Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table for each class of each fund provides information about hypothetical account values and hypothetical expenses based on a Class' actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Class' actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. An annual index fund fee of $10 that is charged once a year may apply for certain accounts with a value of less than $10,000. This fee is not included in the table below. If it was, the estimate of expenses you paid during the period would be higher, and your ending account value lower, by this amount. In addition, each Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
|
|
Annualized |
Beginning |
Ending |
Expenses Paid |
|
Spartan Total Market Index |
|
|
|
|
|
Investor Class |
.10% |
|
|
|
|
Actual |
|
$ 1,000.00 |
$ 1,418.40 |
$ .61 |
|
HypotheticalA |
|
$ 1,000.00 |
$ 1,024.70 |
$ .51 |
|
Fidelity Advantage Class |
.07% |
|
|
|
|
Actual |
|
$ 1,000.00 |
$ 1,417.80 |
$ .43 |
|
HypotheticalA |
|
$ 1,000.00 |
$ 1,024.85 |
$ .36 |
|
Spartan Extended Market Index |
|
|
|
|
|
Investor Class |
.10% |
|
|
|
|
Actual |
|
$ 1,000.00 |
$ 1,481.70 |
$ .63 |
|
HypotheticalA |
|
$ 1,000.00 |
$ 1,024.70 |
$ .51 |
|
Fidelity Advantage Class |
.07% |
|
|
|
|
Actual |
|
$ 1,000.00 |
$ 1,481.80 |
$ .44 |
|
HypotheticalA |
|
$ 1,000.00 |
$ 1,024.85 |
$ .36 |
|
Spartan International Index |
|
|
|
|
|
Investor Class |
.10% |
|
|
|
|
Actual |
|
$ 1,000.00 |
$ 1,552.10 |
$ .64 |
|
HypotheticalA |
|
$ 1,000.00 |
$ 1,024.70 |
$ .51 |
|
Fidelity Advantage Class |
.07% |
|
|
|
|
Actual |
|
$ 1,000.00 |
$ 1,552.30 |
$ .45 |
|
HypotheticalA |
|
$ 1,000.00 |
$ 1,024.85 |
$ .36 |
A 5% return per year before expenses
* Expenses are equal to each Class' annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/ 365 (to reflect the one-half year period).
Semiannual Report
Spartan Total Market Index Fund
|
Top Ten Stocks as of August 31, 2009 | ||
|
|
% of fund's |
% of fund's net assets |
|
Exxon Mobil Corp. |
3.1 |
4.2 |
|
Microsoft Corp. |
1.8 |
1.6 |
|
Johnson & Johnson |
1.5 |
1.7 |
|
JPMorgan Chase & Co. |
1.5 |
1.0 |
|
Procter & Gamble Co. |
1.4 |
1.7 |
|
International Business Machines Corp. |
1.4 |
1.5 |
|
AT&T, Inc. |
1.4 |
1.7 |
|
Apple, Inc. |
1.3 |
1.0 |
|
General Electric Co. |
1.3 |
1.1 |
|
Chevron Corp. |
1.3 |
1.5 |
|
|
16.0 |
|
|
Market Sectors as of August 31, 2009 | ||
|
|
% of fund's |
% of fund's net assets |
|
Information Technology |
17.9 |
16.4 |
|
Financials |
16.3 |
11.7 |
|
Health Care |
13.0 |
14.6 |
|
Energy |
11.1 |
12.5 |
|
Industrials |
10.2 |
9.5 |
|
Consumer Discretionary |
9.8 |
8.6 |
|
Consumer Staples |
9.8 |
11.1 |
|
Utilities |
3.9 |
4.4 |
|
Materials |
3.7 |
3.3 |
|
Telecommunication Services |
2.9 |
3.5 |
|
Percentages are adjusted for the effect of futures and swap contracts, if applicable. |
Semiannual Report
Spartan Total Market Index Fund
Showing Percentage of Net Assets
|
Common Stocks - 98.5% | |||
|
Shares |
Value | ||
|
CONSUMER DISCRETIONARY - 9.8% | |||
|
Auto Components - 0.3% | |||
|
American Axle & Manufacturing Holdings, Inc. (c) |
21,960 |
$ 135,713 | |
|
Amerigon, Inc. (a)(c) |
19,084 |
121,374 | |
|
ArvinMeritor, Inc. (c) |
36,209 |
264,688 | |
|
BorgWarner, Inc. |
81,589 |
2,420,746 | |
|
Cooper Tire & Rubber Co. |
67,375 |
962,115 | |
|
Dana Holding Corp. (a) |
36,800 |
192,464 | |
|
Drew Industries, Inc. (a)(c) |
13,018 |
267,910 | |
|
Exide Technologies (a) |
67,099 |
477,074 | |
|
Federal-Mogul Corp. Class A (a) |
14,970 |
188,323 | |
|
Fuel Systems Solutions, Inc. (a)(c) |
16,436 |
550,935 | |
|
Gentex Corp. (c) |
122,769 |
1,791,200 | |
|
Johnson Controls, Inc. |
437,670 |
10,841,086 | |
|
Modine Manufacturing Co. |
18,795 |
159,194 | |
|
Quantum Fuel Systems Technologies Worldwide, Inc. (a)(c) |
18,321 |
14,840 | |
|
Spartan Motors, Inc. (c) |
9,796 |
53,192 | |
|
Standard Motor Products, Inc. (c) |
5,058 |
62,618 | |
|
Stoneridge, Inc. (a) |
3,821 |
20,328 | |
|
Strattec Security Corp. |
781 |
11,473 | |
|
Superior Industries International, Inc. (c) |
31,677 |
450,447 | |
|
Tenneco, Inc. (a)(c) |
40,482 |
635,567 | |
|
The Goodyear Tire & Rubber Co. (a) |
175,000 |
2,885,750 | |
|
TRW Automotive Holdings Corp. (a)(c) |
51,239 |
904,368 | |
|
WABCO Holdings, Inc. |
58,594 |
1,117,388 | |
|
|
24,528,793 | ||
|
Automobiles - 0.3% | |||
|
Ford Motor Co. (a) |
2,416,386 |
18,364,534 | |
|
Harley-Davidson, Inc. (c) |
165,779 |
3,975,380 | |
|
Thor Industries, Inc. (c) |
29,832 |
777,124 | |
|
Winnebago Industries, Inc. (c) |
26,601 |
321,872 | |
|
|
23,438,910 | ||
|
Distributors - 0.1% | |||
|
Audiovox Corp. Class A (a) |
4,180 |
29,511 | |
|
Core-Mark Holding Co., Inc. (a) |
4,000 |
114,840 | |
|
Genuine Parts Co. |
118,000 |
4,370,720 | |
|
LKQ Corp. (a) |
109,133 |
1,894,549 | |
|
|
6,409,620 | ||
|
Diversified Consumer Services - 0.4% | |||
|
American Public Education, Inc. (a)(c) |
19,746 |
684,199 | |
|
Apollo Group, Inc. Class A (non-vtg.) (a)(c) |
98,500 |
6,384,770 | |
|
Bridgepoint Education, Inc. |
9,730 |
178,740 | |
|
Brinks Home Security Holdings, Inc. (a) |
29,000 |
906,830 | |
|
Capella Education Co. (a)(c) |
15,227 |
964,630 | |
|
Career Education Corp. (a)(c) |
68,000 |
1,615,000 | |
|
Coinstar, Inc. (a)(c) |
25,148 |
830,135 | |
|
Corinthian Colleges, Inc. (a)(c) |
57,826 |
1,108,524 | |
|
CPI Corp. |
2,388 |
43,175 | |
|
DeVry, Inc. (c) |
44,000 |
2,248,400 | |
|
| |||
|
Shares |
Value | ||
|
Grand Canyon Education, Inc. |
11,221 |
$ 195,245 | |
|
H&R Block, Inc. |
250,000 |
4,320,000 | |
|
Hillenbrand, Inc. |
45,573 |
912,371 | |
|
ITT Educational Services, Inc. (a)(c) |
27,550 |
2,892,475 | |
|
Jackson Hewitt Tax Service, Inc. (c) |
41,725 |
233,243 | |
|
K12, Inc. (a)(c) |
21,701 |
446,824 | |
|
Learning Tree International, Inc. (a) |
3,821 |
41,878 | |
|
Lincoln Educational Services Corp. (a)(c) |
11,529 |
255,713 | |
|
Matthews International Corp. Class A (c) |
24,562 |
855,740 | |
|
Nobel Learning Communities, Inc. (a) |
1,000 |
11,100 | |
|
Pre-Paid Legal Services, Inc. (c) |
5,993 |
274,719 | |
|
Princeton Review, Inc. (a)(c) |
17,342 |
68,848 | |
|
Regis Corp. |
40,300 |
652,054 | |
|
Service Corp. International (c) |
165,000 |
1,168,200 | |
|
Sotheby's Class A (ltd. vtg.) |
71,779 |
1,138,415 | |
|
Steiner Leisure Ltd. (a)(c) |
12,388 |
411,529 | |
|
Stewart Enterprises, Inc. Class A |
64,820 |
344,194 | |
|
StoneMor Partners LP |
6,000 |
93,660 | |
|
Strayer Education, Inc. |
10,147 |
2,142,032 | |
|
Universal Technical Institute, Inc. (a) |
34,066 |
685,749 | |
|
Weight Watchers International, Inc. |
31,703 |
869,613 | |
|
|
32,978,005 | ||
|
Hotels, Restaurants & Leisure - 1.6% | |||
|
AFC Enterprises, Inc. (a) |
14,058 |
116,681 | |
|
Ambassadors Group, Inc. |
12,856 |
202,868 | |
|
Ameristar Casinos, Inc. (c) |
11,703 |
194,387 | |
|
Bally Technologies, Inc. (a)(c) |
40,848 |
1,651,485 | |
|
BJ's Restaurants, Inc. (a)(c) |
25,297 |
433,844 | |
|
Bluegreen Corp. (a) |
13,016 |
37,746 | |
|
Bob Evans Farms, Inc. |
30,971 |
832,191 | |
|
Boyd Gaming Corp. (a)(c) |
57,914 |
595,356 | |
|
Brinker International, Inc. |
77,715 |
1,131,530 | |
|
Buffalo Wild Wings, Inc. (a)(c) |
16,070 |
662,566 | |
|
Burger King Holdings, Inc. |
65,060 |
1,166,526 | |
|
California Pizza Kitchen, Inc. (a)(c) |
45,324 |
637,255 | |
|
Carnival Corp. unit |
313,486 |
9,169,466 | |
|
CEC Entertainment, Inc. (a)(c) |
25,244 |
675,277 | |
|
Cedar Fair LP (depository unit) |
38,153 |
420,828 | |
|
Chipotle Mexican Grill, Inc. Class A (a)(c) |
24,992 |
2,096,329 | |
|
Choice Hotels International, Inc. (c) |
20,476 |
604,042 | |
|
Churchill Downs, Inc. |
8,627 |
325,842 | |
|
CKE Restaurants, Inc. (c) |
30,748 |
297,333 | |
|
Cracker Barrel Old Country Store, Inc. (c) |
21,638 |
614,736 | |
|
Darden Restaurants, Inc. (c) |
82,033 |
2,701,347 | |
|
Denny's Corp. (a)(c) |
50,513 |
128,808 | |
|
DineEquity, Inc. (c) |
14,923 |
314,577 | |
|
Domino's Pizza, Inc. (a)(c) |
30,462 |
246,438 | |
|
Dover Downs Gaming & Entertainment, Inc. |
1,755 |
10,495 | |
|
Dover Motorsports, Inc. |
11,625 |
16,856 | |
|
Empire Resorts, Inc. (a)(c) |
15,456 |
44,513 | |
|
Gaylord Entertainment Co. (a)(c) |
24,853 |
505,013 | |
|
Great Wolf Resorts, Inc. (a) |
13,290 |
46,648 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
CONSUMER DISCRETIONARY - continued | |||
|
Hotels, Restaurants & Leisure - continued | |||
|
Icahn Enterprises LP |
6,318 |
$ 267,567 | |
|
International Game Technology |
216,557 |
4,530,372 | |
|
International Speedway Corp. Class A (c) |
19,173 |
533,201 | |
|
Interval Leisure Group, Inc. (a) |
24,847 |
260,645 | |
|
Isle of Capri Casinos, Inc. (a)(c) |
7,404 |
75,743 | |
|
Jack in the Box, Inc. (a)(c) |
30,018 |
612,067 | |
|
Jamba, Inc. (a)(c) |
40,851 |
43,711 | |
|
Krispy Kreme Doughnuts, Inc. (a) |
54,837 |
168,350 | |
|
Landry's Restaurants, Inc. (a) |
4,778 |
46,347 | |
|
Las Vegas Sands Corp. (a)(c) |
322,027 |
4,592,105 | |
|
Life Time Fitness, Inc. (a)(c) |
26,788 |
833,643 | |
|
Lodgian, Inc. (a) |
4,642 |
6,452 | |
|
Lodgian, Inc. Class B warrants 11/25/09 (a) |
8 |
0 | |
|
Luby's, Inc. (a) |
17,000 |
73,950 | |
|
Marcus Corp. |
23,391 |
292,855 | |
|
Marriott International, Inc. Class A (c) |
217,539 |
5,199,182 | |
|
McCormick & Schmick's Seafood Restaurants (a) |
16,005 |
141,004 | |
|
McDonald's Corp. |
836,342 |
47,035,874 | |
|
MGM Mirage, Inc. (a)(c) |
172,383 |
1,460,084 | |
|
Monarch Casino & Resort, Inc. (a) |
5,587 |
56,038 | |
|
Morgans Hotel Group Co. (a)(c) |
24,428 |
120,430 | |
|
MTR Gaming Group, Inc. (a) |
6,687 |
22,468 | |
|
Multimedia Games, Inc. (a)(c) |
5,149 |
25,848 | |
|
O'Charleys, Inc. |
4,598 |
35,175 | |
|
Orient Express Hotels Ltd. Class A (c) |
61,088 |
608,436 | |
|
P.F. Chang's China Bistro, Inc. (a)(c) |
32,684 |
1,042,946 | |
|
Panera Bread Co. Class A (a)(c) |
19,435 |
1,014,701 | |
|
Papa John's International, Inc. (a)(c) |
24,389 |
568,995 | |
|
Peet's Coffee & Tea, Inc. (a)(c) |
21,058 |
554,036 | |
|
Penn National Gaming, Inc. (a)(c) |
58,555 |
1,710,392 | |
|
Pinnacle Entertainment, Inc. (a)(c) |
115,133 |
1,079,948 | |
|
Premier Exhibitions, Inc. (a) |
1,600 |
1,168 | |
|
Red Robin Gourmet Burgers, Inc. (a)(c) |
24,590 |
474,095 | |
|
Royal Caribbean Cruises Ltd. (c) |
104,458 |
1,993,059 | |
|
Rubio's Restaurants, Inc. (a) |
5,755 |
34,875 | |
|
Ruby Tuesday, Inc. (a)(c) |
49,861 |
363,985 | |
|
Ruth's Chris Steak House, Inc. (a) |
25,925 |
102,663 | |
|
Scientific Games Corp. Class A (a) |
46,137 |
711,433 | |
|
Shuffle Master, Inc. (a) |
37,346 |
283,083 | |
|
Sonic Corp. (a)(c) |
71,268 |
814,593 | |
|
Speedway Motorsports, Inc. |
7,046 |
109,565 | |
|
Starbucks Corp. (a)(c) |
546,516 |
10,378,339 | |
|
Starwood Hotels & Resorts Worldwide, Inc. (c) |
121,330 |
3,613,207 | |
|
Texas Roadhouse, Inc. Class A (a)(c) |
91,170 |
929,022 | |
|
The Cheesecake Factory, Inc. (a)(c) |
34,919 |
641,462 | |
|
The Steak n Shake Co. (a)(c) |
14,127 |
148,051 | |
|
Town Sports International Holdings, Inc. (a)(c) |
15,248 |
41,932 | |
|
Vail Resorts, Inc. (a)(c) |
15,616 |
517,202 | |
|
| |||
|
Shares |
Value | ||
|
Wendy's/Arby's Group, Inc. |
291,585 |
$ 1,469,588 | |
|
WMS Industries, Inc. (a) |
34,550 |
1,462,502 | |
|
Wyndham Worldwide Corp. |
132,716 |
2,010,647 | |
|
Wynn Resorts Ltd. (a)(c) |
55,367 |
2,997,016 | |
|
Yum! Brands, Inc. (c) |
341,737 |
11,704,492 | |
|
|
139,695,527 | ||
|
Household Durables - 0.6% | |||
|
American Biltrite, Inc. (a) |
400 |
524 | |
|
American Greetings Corp. Class A |
35,079 |
487,247 | |
|
Bassett Furniture Industries, Inc. |
2,149 |
10,874 | |
|
Beazer Homes USA, Inc. (a)(c) |
17,239 |
74,300 | |
|
Black & Decker Corp. |
41,673 |
1,838,613 | |
|
Blyth, Inc. |
10,795 |
491,173 | |
|
Brookfield Homes Corp. (a)(c) |
6,161 |
44,359 | |
|
California Coastal Communities, Inc. (a)(c) |
6,643 |
10,230 | |
|
Cavco Industries, Inc. (a) |
10,167 |
328,496 | |
|
Champion Enterprises, Inc. (a) |
91,135 |
52,858 | |
|
Cobra Electronics Corp. (a) |
1,200 |
1,716 | |
|
Craftmade International, Inc. (a) |
2,030 |
5,806 | |
|
CSS Industries, Inc. |
12,000 |
250,560 | |
|
D.R. Horton, Inc. |
199,396 |
2,673,900 | |
|
Dixie Group, Inc. (a) |
3,463 |
10,389 | |
|
Ethan Allen Interiors, Inc. (c) |
19,914 |
309,464 | |
|
Flexsteel Industries, Inc. |
2,030 |
15,936 | |
|
Fortune Brands, Inc. (c) |
106,097 |
4,223,722 | |
|
Furniture Brands International, Inc. |
30,000 |
167,700 | |
|
Garmin Ltd. (c) |
98,508 |
3,237,958 | |
|
Harman International Industries, Inc. (c) |
49,623 |
1,488,194 | |
|
Helen of Troy Ltd. (a)(c) |
41,487 |
896,949 | |
|
Hooker Furniture Corp. |
15,000 |
199,650 | |
|
Hovnanian Enterprises, Inc. Class A (a)(c) |
21,663 |
116,330 | |
|
iRobot Corp. (a)(c) |
25,165 |
288,643 | |
|
Jarden Corp. (a)(c) |
66,000 |
1,607,100 | |
|
KB Home |
66,279 |
1,206,941 | |
|
Koss Corp. |
1,552 |
18,981 | |
|
La-Z-Boy, Inc. (c) |
24,674 |
208,989 | |
|
Leggett & Platt, Inc. |
120,000 |
2,190,000 | |
|
Lennar Corp. Class A (c) |
90,467 |
1,370,575 | |
|
Lifetime Brands, Inc. (c) |
300 |
1,713 | |
|
M.D.C. Holdings, Inc. |
26,000 |
973,960 | |
|
M/I Homes, Inc. (a)(c) |
28,931 |
457,688 | |
|
Meritage Homes Corp. (a)(c) |
34,176 |
765,884 | |
|
Mohawk Industries, Inc. (a) |
39,500 |
1,979,740 | |
|
National Presto Industries, Inc. (c) |
3,694 |
309,446 | |
|
Newell Rubbermaid, Inc. |
205,860 |
2,865,571 | |
|
NVR, Inc. (a)(c) |
3,500 |
2,363,375 | |
|
Orleans Homebuilders, Inc. (a)(c) |
3,981 |
15,128 | |
|
Palm Harbor Homes, Inc. (a) |
5,872 |
17,322 | |
|
Pulte Homes, Inc. (c) |
238,598 |
3,049,282 | |
|
Russ Berrie & Co., Inc. (a) |
3,505 |
20,119 | |
|
Ryland Group, Inc. (c) |
37,577 |
861,265 | |
|
Sealy Corp., Inc. (a) |
21,635 |
56,684 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
CONSUMER DISCRETIONARY - continued | |||
|
Household Durables - continued | |||
|
Skyline Corp. |
6,539 |
$ 154,124 | |
|
Snap-On, Inc. (c) |
40,000 |
1,492,800 | |
|
Standard Pacific Corp. (a) |
114,480 |
415,562 | |
|
Stanley Furniture Co., Inc. |
5,015 |
60,782 | |
|
Tempur-Pedic International, Inc. (c) |
44,615 |
660,302 | |
|
The Stanley Works |
56,000 |
2,292,080 | |
|
Toll Brothers, Inc. (a)(c) |
90,079 |
2,048,396 | |
|
Tupperware Brands Corp. |
45,380 |
1,678,606 | |
|
Universal Electronics, Inc. (a) |
16,673 |
313,786 | |
|
Whirlpool Corp. |
53,000 |
3,403,130 | |
|
|
50,084,922 | ||
|
Internet & Catalog Retail - 0.4% | |||
|
1-800-FLOWERS.com, Inc. Class A (a) |
28,158 |
87,008 | |
|
Amazon.com, Inc. (a)(c) |
232,168 |
18,849,720 | |
|
Blue Nile, Inc. (a)(c) |
13,187 |
730,296 | |
|
dELiA*s, Inc. (a) |
3,463 |
8,658 | |
|
Drugstore.com, Inc. (a) |
8,721 |
20,669 | |
|
Expedia, Inc. (a)(c) |
157,856 |
3,638,581 | |
|
Gaiam, Inc. Class A (a) |
14,668 |
81,847 | |
|
Hollywood Media Corp. (a) |
1,200 |
1,920 | |
|
HSN, Inc. (a) |
26,011 |
270,514 | |
|
Liberty Media Corp. Interactive Series A (a) |
435,000 |
4,167,300 | |
|
Netflix, Inc. (a)(c) |
33,534 |
1,464,094 | |
|
NutriSystem, Inc. |
31,318 |
445,655 | |
|
Orbitz Worldwide, Inc. (a)(c) |
15,000 |
94,050 | |
|
Overstock.com, Inc. (a)(c) |
16,829 |
209,689 | |
|
PetMed Express, Inc. (c) |
40,524 |
733,079 | |
|
Priceline.com, Inc. (a)(c) |
32,000 |
4,927,360 | |
|
Shutterfly, Inc. (a)(c) |
24,946 |
360,719 | |
|
Stamps.com, Inc. (a) |
4,851 |
41,816 | |
|
Ticketmaster Entertainment, Inc. (a) |
29,504 |
287,959 | |
|
ValueVision Media, Inc. Class A (a) |
21,687 |
71,567 | |
|
|
36,492,501 | ||
|
Leisure Equipment & Products - 0.1% | |||
|
Arctic Cat, Inc. |
5,971 |
42,633 | |
|
Brunswick Corp. (c) |
79,627 |
739,735 | |
|
Callaway Golf Co. |
72,163 |
510,192 | |
|
Eastman Kodak Co. (c) |
239,847 |
1,275,986 | |
|
Hasbro, Inc. |
87,355 |
2,480,008 | |
|
JAKKS Pacific, Inc. (a)(c) |
21,157 |
283,504 | |
|
Johnson Outdoors, Inc. Class A |
2,747 |
26,509 | |
|
Leapfrog Enterprises, Inc. Class A (a) |
25,168 |
98,910 | |
|
Marine Products Corp. |
13,658 |
69,656 | |
|
Mattel, Inc. (c) |
256,661 |
4,617,331 | |
|
Meade Instruments Corp. (a) |
130 |
439 | |
|
Nautilus, Inc. (a) |
6,001 |
10,322 | |
|
Polaris Industries, Inc. |
28,245 |
1,065,119 | |
|
Pool Corp. |
47,772 |
1,137,929 | |
|
RC2 Corp. (a) |
10,486 |
164,630 | |
|
| |||
|
Shares |
Value | ||
|
Smith & Wesson Holding Corp. (a)(c) |
23,199 |
$ 124,811 | |
|
Steinway Musical Instruments, Inc. (a) |
5,374 |
61,694 | |
|
Sturm Ruger & Co., Inc. (c) |
42,290 |
584,025 | |
|
|
13,293,433 | ||
|
Media - 2.6% | |||
|
4Kids Entertainment, Inc. (a) |
12,821 |
18,334 | |
|
A.H. Belo Corp. Class A |
8,701 |
25,929 | |
|
Alloy, Inc. (a) |
1,732 |
11,552 | |
|
Arbitron, Inc. |
22,064 |
404,212 | |
|
Ascent Media Corp. (a) |
17,787 |
457,126 | |
|
Ballantyne of Omaha, Inc. (a) |
100 |
269 | |
|
Belo Corp. Series A (c) |
43,507 |
145,313 | |
|
Cablevision Systems Corp. - NY Group Class A |
169,173 |
3,779,325 | |
|
Carmike Cinemas, Inc. (c) |
16,306 |
165,343 | |
|
CBS Corp. Class B |
437,411 |
4,527,204 | |
|
Cinemark Holdings, Inc. (c) |
31,385 |
315,105 | |
|
CKX, Inc. (a)(c) |
23,871 |
150,626 | |
|
Clear Channel Outdoor Holding, Inc. Class A (a)(c) |
51,451 |
349,352 | |
|
Comcast Corp. Class A |
2,162,241 |
33,125,532 | |
|
Crown Media Holdings, Inc.
|
9,666 |
17,302 | |
|
Cumulus Media, Inc. Class A (a)(c) |
44,350 |
61,647 | |
|
Discovery Communications, Inc. (a) |
206,000 |
5,339,520 | |
|
DISH Network Corp. Class A (a)(c) |
164,883 |
2,689,242 | |
|
Dolan Media Co. (a)(c) |
10,000 |
106,000 | |
|
DreamWorks Animation SKG, Inc. Class A (a) |
50,000 |
1,688,000 | |
|
E.W. Scripps Co. Class A |
13,637 |
94,914 | |
|
EDCI Holdings, Inc. (a) |
859 |
4,243 | |
|
Emmis Communications Corp.
|
9,275 |
6,122 | |
|
Entercom Communications Corp. Class A |
17,572 |
85,927 | |
|
Entravision Communication Corp. Class A (a) |
53,671 |
61,185 | |
|
Fisher Communications, Inc. |
3,105 |
64,056 | |
|
Gannett Co., Inc. |
160,205 |
1,384,171 | |
|
Gray Television, Inc. |
8,695 |
6,347 | |
|
Harris Interactive, Inc. (a) |
6,269 |
5,454 | |
|
Harte-Hanks, Inc. |
52,908 |
689,920 | |
|
Image Entertainment, Inc. (a)(c) |
700 |
588 | |
|
Insignia Systems, Inc. (a) |
2,664 |
10,097 | |
|
Interactive Data Corp. |
21,445 |
497,738 | |
|
Interpublic Group of Companies, Inc. (a)(c) |
360,000 |
2,264,400 | |
|
John Wiley & Sons, Inc. Class A |
34,061 |
1,092,336 | |
|
Journal Communications, Inc. Class A |
22,879 |
84,652 | |
|
Knology, Inc. (a) |
33,900 |
245,436 | |
|
Lamar Advertising Co. Class A (a)(c) |
56,277 |
1,288,181 | |
|
Lee Enterprises, Inc. (c) |
27,681 |
50,103 | |
|
Liberty Global, Inc. Class A (a)(c) |
211,426 |
4,628,115 | |
|
Liberty Media Corp.: |
|
||
|
Capital Series A (a) |
88,904 |
1,697,177 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
CONSUMER DISCRETIONARY - continued | |||
|
Media - continued | |||
|
Liberty Media Corp.: - continued |
|
||
|
Entertainment Series A (a) |
385,891 |
$ 10,762,500 | |
|
LIN TV Corp. Class A (a) |
41,885 |
146,598 | |
|
Live Nation, Inc. (a) |
79,660 |
560,010 | |
|
LodgeNet Entertainment Corp. (a)(c) |
15,151 |
105,754 | |
|
Martha Stewart Living Omnimedia, Inc. Class A (a)(c) |
20,190 |
144,762 | |
|
Marvel Entertainment, Inc. (a) |
37,681 |
1,822,630 | |
|
McGraw-Hill Companies, Inc. |
234,492 |
7,881,276 | |
|
Media General, Inc. Class A (c) |
25,296 |
205,909 | |
|
Mediacom Communications Corp. Class A (a)(c) |
70,280 |
353,508 | |
|
Meredith Corp. |
20,783 |
575,273 | |
|
Morningstar, Inc. (a)(c) |
12,506 |
554,016 | |
|
National CineMedia, Inc. |
37,485 |
562,275 | |
|
Navarre Corp. (a) |
6,926 |
12,259 | |
|
New Frontier Media, Inc. (a) |
5,971 |
13,076 | |
|
News Corp. Class A |
1,738,544 |
18,637,192 | |
|
Omnicom Group, Inc. (c) |
234,000 |
8,498,880 | |
|
Playboy Enterprises, Inc. Class B (non-vtg.) (a) |
4,445 |
12,268 | |
|
PRIMEDIA, Inc. |
6,332 |
15,893 | |
|
Radio One, Inc. Class D (non-vtg.) (a) |
27,442 |
20,033 | |
|
RCN Corp. (a) |
19,644 |
184,064 | |
|
Regal Entertainment Group Class A |
45,163 |
571,312 | |
|
Regent Communication, Inc. (a) |
7,397 |
2,663 | |
|
Rentrak Corp. (a) |
600 |
9,540 | |
|
Saga Communications, Inc. Class A (a) |
233 |
3,320 | |
|
Salem Communications Corp. Class A (a) |
2,015 |
5,340 | |
|
Scholastic Corp. |
20,042 |
488,223 | |
|
Scripps Networks Interactive, Inc. Class A |
59,025 |
1,916,542 | |
|
Sinclair Broadcast Group, Inc. Class A |
28,926 |
81,861 | |
|
Sirius XM Radio, Inc. (a) |
2,763,512 |
1,861,225 | |
|
Spanish Broadcasting System, Inc. Class A (a) |
8,120 |
2,760 | |
|
The DIRECTV Group, Inc. (a)(c) |
343,741 |
8,511,027 | |
|
The McClatchy Co. Class A |
23,941 |
47,643 | |
|
The New York Times Co. Class A (c) |
75,000 |
570,750 | |
|
The Walt Disney Co. |
1,308,905 |
34,083,886 | |
|
Time Warner Cable, Inc. (c) |
256,444 |
9,467,912 | |
|
Time Warner, Inc. |
890,692 |
24,859,214 | |
|
Valassis Communications, Inc. (a)(c) |
32,378 |
508,335 | |
|
Viacom, Inc. Class B (non-vtg.) (a)(c) |
400,602 |
10,031,074 | |
|
Virgin Media, Inc. (c) |
212,123 |
2,424,566 | |
|
Warner Music Group Corp. (a) |
28,685 |
131,377 | |
|
Washington Post Co. Class B (c) |
3,838 |
1,667,074 | |
|
World Wrestling Entertainment, Inc. Class A |
39,716 |
566,350 | |
|
|
216,518,265 | ||
|
Multiline Retail - 0.7% | |||
|
99 Cents Only Stores (a)(c) |
39,655 |
538,118 | |
|
| |||
|
Shares |
Value | ||
|
Big Lots, Inc. (a)(c) |
58,502 |
$ 1,487,121 | |
|
Dillard's, Inc. Class A (c) |
44,543 |
508,236 | |
|
Dollar Tree, Inc. (a) |
63,500 |
3,171,190 | |
|
Family Dollar Stores, Inc. |
98,500 |
2,982,580 | |
|
Fred's, Inc. Class A |
51,615 |
675,124 | |
|
JCPenney Co., Inc. (c) |
139,000 |
4,175,560 | |
|
Kohl's Corp. (a)(c) |
214,000 |
11,040,260 | |
|
Macy's, Inc. |
320,000 |
4,966,400 | |
|
Nordstrom, Inc. |
120,000 |
3,364,800 | |
|
Retail Ventures, Inc. (a) |
12,266 |
59,367 | |
|
Saks, Inc. (a)(c) |
140,770 |
858,697 | |
|
Sears Holdings Corp. (a)(c) |
43,256 |
2,744,593 | |
|
Target Corp. |
513,500 |
24,134,500 | |
|
The Bon-Ton Stores, Inc. (c) |
8,752 |
60,039 | |
|
Tuesday Morning Corp. (a) |
10,850 |
48,825 | |
|
|
60,815,410 | ||
|
Specialty Retail - 2.2% | |||
|
A.C. Moore Arts & Crafts, Inc. (a) |
3,702 |
12,883 | |
|
Aarons, Inc. |
40,571 |
1,058,903 | |
|
Abercrombie & Fitch Co. Class A |
59,069 |
1,907,338 | |
|
Advance Auto Parts, Inc. (c) |
70,000 |
2,961,000 | |
|
Aeropostale, Inc. (a)(c) |
51,849 |
2,029,888 | |
|
America's Car Mart, Inc. (a)(c) |
3,150 |
64,890 | |
|
American Eagle Outfitters, Inc. (c) |
119,725 |
1,616,288 | |
|
AnnTaylor Stores Corp. (a)(c) |
58,359 |
821,695 | |
|
Asbury Automotive Group, Inc. |
15,449 |
193,113 | |
|
AutoNation, Inc. (a)(c) |
80,000 |
1,518,400 | |
|
AutoZone, Inc. (a)(c) |
27,774 |
4,089,722 | |
|
Barnes & Noble, Inc. |
31,168 |
644,866 | |
|
bebe Stores, Inc. |
14,487 |
110,536 | |
|
Bed Bath & Beyond, Inc. (a)(c) |
198,000 |
7,223,040 | |
|
Best Buy Co., Inc. |
249,314 |
9,045,112 | |
|
Big 5 Sporting Goods Corp. |
18,888 |
288,420 | |
|
Blockbuster, Inc. Class A (a) |
111,889 |
107,413 | |
|
Books-A-Million, Inc. |
5,135 |
69,733 | |
|
Borders Group, Inc. (a) |
41,722 |
132,259 | |
|
Brown Shoe Co., Inc. |
58,199 |
436,493 | |
|
Build-A-Bear Workshop, Inc. (a)(c) |
4,710 |
21,996 | |
|
Cabela's, Inc. Class A (a)(c) |
24,283 |
389,742 | |
|
Cache, Inc. (a) |
3,350 |
17,521 | |
|
CarMax, Inc. (a) |
145,000 |
2,509,950 | |
|
Casual Male Retail Group, Inc. (a) |
8,101 |
24,870 | |
|
Charlotte Russe Holding, Inc. (a) |
24,919 |
433,341 | |
|
Charming Shoppes, Inc. (a) |
65,546 |
343,461 | |
|
Chico's FAS, Inc. (a)(c) |
125,880 |
1,602,452 | |
|
Christopher & Banks Corp. (c) |
21,140 |
145,020 | |
|
Citi Trends, Inc. (a)(c) |
19,606 |
437,018 | |
|
Coldwater Creek, Inc. (a)(c) |
61,586 |
458,200 | |
|
Collective Brands, Inc. (a)(c) |
45,368 |
718,629 | |
|
Conn's, Inc. (a)(c) |
9,074 |
102,627 | |
|
Cost Plus, Inc. (a) |
4,090 |
8,057 | |
|
Destination Maternity Corp. (a)(c) |
1,194 |
23,976 | |
|
Dick's Sporting Goods, Inc. (a)(c) |
55,422 |
1,242,007 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
CONSUMER DISCRETIONARY - continued | |||
|
Specialty Retail - continued | |||
|
Dress Barn, Inc. (a)(c) |
60,608 |
$ 983,668 | |
|
DSW, Inc. Class A (a)(c) |
25,183 |
381,774 | |
|
Emerging Vision, Inc. (a) |
3,800 |
460 | |
|
Finish Line, Inc. Class A |
34,767 |
286,828 | |
|
Foot Locker, Inc. |
121,712 |
1,297,450 | |
|
Gamestop Corp. Class A (a)(c) |
121,000 |
2,879,800 | |
|
Gap, Inc. (c) |
371,254 |
7,295,141 | |
|
Genesco, Inc. (a)(c) |
23,200 |
508,080 | |
|
Group 1 Automotive, Inc. |
20,000 |
563,400 | |
|
Guess?, Inc. |
40,182 |
1,407,977 | |
|
Gymboree Corp. (a)(c) |
20,000 |
895,800 | |
|
Haverty Furniture Companies, Inc. |
19,389 |
226,270 | |
|
hhgregg, Inc. (a)(c) |
14,038 |
242,577 | |
|
Hibbett Sports, Inc. (a)(c) |
26,443 |
464,604 | |
|
Home Depot, Inc. |
1,269,873 |
34,654,834 | |
|
Hot Topic, Inc. (a) |
59,826 |
416,389 | |
|
J. Crew Group, Inc. (a)(c) |
42,069 |
1,434,132 | |
|
Jo-Ann Stores, Inc. (a)(c) |
16,826 |
459,686 | |
|
Jos. A. Bank Clothiers, Inc. (a) |
12,318 |
542,115 | |
|
Kirkland's, Inc. (a) |
2,250 |
31,860 | |
|
Limited Brands, Inc. (c) |
199,728 |
2,979,942 | |
|
Lithia Motors, Inc. Class A (sub. vtg.) (c) |
2,182 |
27,951 | |
|
Lowe's Companies, Inc. |
1,090,000 |
23,435,000 | |
|
MarineMax, Inc. (a)(c) |
3,071 |
21,651 | |
|
Midas, Inc. (a) |
17,549 |
158,643 | |
|
Monro Muffler Brake, Inc. (c) |
22,068 |
568,913 | |
|
New York & Co., Inc. (a)(c) |
22,599 |
104,633 | |
|
O'Reilly Automotive, Inc. (a)(c) |
102,000 |
3,904,560 | |
|
Office Depot, Inc. (a) |
180,000 |
939,600 | |
|
OfficeMax, Inc. (c) |
77,180 |
872,906 | |
|
Pacific Sunwear of California, Inc. (a) |
42,886 |
189,556 | |
|
Penske Automotive Group, Inc. (c) |
31,974 |
565,620 | |
|
Perfumania Holdings, Inc. (a) |
325 |
712 | |
|
PetSmart, Inc. |
89,000 |
1,860,990 | |
|
Pier 1 Imports, Inc. (a) |
64,537 |
163,279 | |
|
Pomeroy IT Solutions, Inc. (a) |
3,416 |
20,325 | |
|
RadioShack Corp. (c) |
90,000 |
1,361,700 | |
|
Rent-A-Center, Inc. (a)(c) |
45,000 |
887,850 | |
|
Rex Stores Corp. (a) |
3,513 |
36,816 | |
|
Ross Stores, Inc. |
89,256 |
4,162,900 | |
|
Sally Beauty Holdings, Inc. (a)(c) |
63,165 |
449,103 | |
|
Select Comfort Corp. (a)(c) |
29,583 |
93,482 | |
|
Sherwin-Williams Co. (c) |
71,500 |
4,304,300 | |
|
Shoe Carnival, Inc. (a) |
3,092 |
48,606 | |
|
Signet Jewelers Ltd. |
62,810 |
1,521,886 | |
|
Sonic Automotive, Inc. Class A (sub. vtg.) |
32,899 |
421,765 | |
|
Stage Stores, Inc. |
27,048 |
361,091 | |
|
Staples, Inc. (c) |
530,000 |
11,453,300 | |
|
Stein Mart, Inc. (a)(c) |
10,292 |
127,209 | |
|
Systemax, Inc. (a)(c) |
7,631 |
101,492 | |
|
Talbots, Inc. (c) |
11,749 |
70,024 | |
|
| |||
|
Shares |
Value | ||
|
The Buckle, Inc. (c) |
20,272 |
$ 536,194 | |
|
The Cato Corp. Class A (sub. vtg.) (c) |
36,044 |
615,632 | |
|
The Children's Place Retail Stores, Inc. (a)(c) |
21,041 |
638,174 | |
|
The Men's Wearhouse, Inc. |
34,678 |
901,628 | |
|
The Pep Boys - Manny, Moe & Jack (c) |
43,830 |
391,402 | |
|
Tiffany & Co., Inc. (c) |
88,000 |
3,201,440 | |
|
TJX Companies, Inc. (c) |
307,776 |
11,064,547 | |
|
Tractor Supply Co. (a)(c) |
27,000 |
1,270,620 | |
|
Trans World Entertainment Corp. (a) |
3,463 |
3,186 | |
|
TravelCenters of America LLC (a) |
9,983 |
35,140 | |
|
Tween Brands, Inc. (a) |
17,713 |
134,619 | |
|
Ulta Salon, Cosmetics & Fragrance, Inc. (a) |
21,560 |
248,371 | |
|
Urban Outfitters, Inc. (a)(c) |
92,714 |
2,635,859 | |
|
West Marine, Inc. (a) |
3,821 |
31,600 | |
|
Wet Seal, Inc. Class A (a)(c) |
63,290 |
222,148 | |
|
Williams-Sonoma, Inc. (c) |
62,000 |
1,186,060 | |
|
Zale Corp. (a)(c) |
26,205 |
169,808 | |
|
Zumiez, Inc. (a)(c) |
20,815 |
263,102 | |
|
|
182,549,039 | ||
|
Textiles, Apparel & Luxury Goods - 0.5% | |||
|
American Apparel, Inc. (a)(c) |
34,191 |
126,507 | |
|
Carter's, Inc. (a)(c) |
40,282 |
1,013,495 | |
|
Cherokee, Inc. |
7,207 |
148,176 | |
|
Coach, Inc. |
232,933 |
6,589,675 | |
|
Columbia Sportswear Co. (c) |
8,418 |
330,912 | |
|
Crocs, Inc. (a)(c) |
38,013 |
241,383 | |
|
Deckers Outdoor Corp. (a)(c) |
10,669 |
728,693 | |
|
Fossil, Inc. (a)(c) |
37,946 |
963,069 | |
|
G-III Apparel Group Ltd. (a) |
10,000 |
149,500 | |
|
Hanesbrands, Inc. (a)(c) |
67,000 |
1,411,020 | |
|
Iconix Brand Group, Inc. (a)(c) |
46,366 |
796,568 | |
|
Jones Apparel Group, Inc. (c) |
72,951 |
1,137,306 | |
|
K-Swiss, Inc. Class A (c) |
27,036 |
260,627 | |
|
Kenneth Cole Productions, Inc. Class A (sub. vtg.) |
11,067 |
111,223 | |
|
Liz Claiborne, Inc. |
110,999 |
471,746 | |
|
Maidenform Brands, Inc. (a)(c) |
20,939 |
337,955 | |
|
Movado Group, Inc. (c) |
10,191 |
130,954 | |
|
NIKE, Inc. Class B |
201,266 |
11,148,124 | |
|
Oxford Industries, Inc. |
10,105 |
141,470 | |
|
Perry Ellis International, Inc. (a) |
2,923 |
36,508 | |
|
Phillips-Van Heusen Corp. |
37,458 |
1,415,163 | |
|
Polo Ralph Lauren Corp. Class A (c) |
41,700 |
2,768,046 | |
|
Polymer Group, Inc.: |
|
||
|
Class A warrants 3/4/10 (a) |
6 |
0 | |
|
Class B warrants 3/4/10 (a) |
6 |
0 | |
|
Quiksilver, Inc. (a) |
56,019 |
157,974 | |
|
Skechers U.S.A., Inc. Class A (sub. vtg.) (a)(c) |
19,752 |
351,783 | |
|
Steven Madden Ltd. (a)(c) |
16,880 |
544,042 | |
|
Timberland Co. Class A (a)(c) |
58,515 |
758,354 | |
|
True Religion Apparel, Inc. (a)(c) |
27,973 |
633,029 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
CONSUMER DISCRETIONARY - continued | |||
|
Textiles, Apparel & Luxury Goods - continued | |||
|
Under Armour, Inc. Class A (sub. vtg.) (a)(c) |
31,131 |
$ 743,097 | |
|
Unifi, Inc. (a) |
65,760 |
151,906 | |
|
Unifirst Corp. |
6,314 |
251,865 | |
|
VF Corp. |
62,000 |
4,312,720 | |
|
Volcom, Inc. (a)(c) |
16,142 |
228,732 | |
|
Warnaco Group, Inc. (a)(c) |
34,500 |
1,312,725 | |
|
Wolverine World Wide, Inc. |
36,170 |
900,995 | |
|
|
40,805,342 | ||
|
TOTAL CONSUMER DISCRETIONARY |
827,609,767 | ||
|
CONSUMER STAPLES - 9.8% | |||
|
Beverages - 2.1% | |||
|
Boston Beer Co., Inc. Class A (a) |
14,776 |
587,346 | |
|
Brown-Forman Corp. Class B (non-vtg.) |
65,976 |
2,950,447 | |
|
Central European Distribution Corp. (a)(c) |
36,758 |
1,183,608 | |
|
Coca-Cola Bottling Co. Consolidated |
3,600 |
194,616 | |
|
Coca-Cola Enterprises, Inc. |
237,574 |
4,801,371 | |
|
Constellation Brands, Inc. Class A (sub. vtg.) (a)(c) |
139,408 |
2,061,844 | |
|
Dr Pepper Snapple Group, Inc. (a) |
180,679 |
4,777,153 | |
|
Hansen Natural Corp. (a)(c) |
50,281 |
1,642,177 | |
|
Jones Soda Co. (a) |
17,449 |
11,691 | |
|
Molson Coors Brewing Co. Class B |
109,383 |
5,182,567 | |
|
National Beverage Corp. (a) |
8,950 |
90,753 | |
|
Pepsi Bottling Group, Inc. |
100,310 |
3,584,076 | |
|
PepsiAmericas, Inc. |
45,280 |
1,266,934 | |
|
PepsiCo, Inc. |
1,180,053 |
66,873,604 | |
|
The Coca-Cola Co. |
1,611,336 |
78,584,857 | |
|
|
173,793,044 | ||
|
Food & Staples Retailing - 2.5% | |||
|
Andersons, Inc. (c) |
28,243 |
929,195 | |
|
Arden Group, Inc. Class A |
100 |
11,800 | |
|
BJ's Wholesale Club, Inc. (a)(c) |
39,726 |
1,295,068 | |
|
Casey's General Stores, Inc. (c) |
32,000 |
888,000 | |
|
Costco Wholesale Corp. |
322,000 |
16,415,560 | |
|
CVS Caremark Corp. (c) |
1,074,764 |
40,325,145 | |
|
Ingles Markets, Inc. Class A |
17,056 |
281,253 | |
|
Kroger Co. |
442,237 |
9,547,897 | |
|
Nash-Finch Co. |
13,340 |
362,048 | |
|
Pricesmart, Inc. |
10,766 |
191,097 | |
|
Rite Aid Corp. (a)(c) |
341,401 |
525,758 | |
|
Ruddick Corp. |
23,792 |
631,916 | |
|
Safeway, Inc. |
315,000 |
6,000,750 | |
|
Spartan Stores, Inc. |
28,988 |
384,671 | |
|
SUPERVALU, Inc. |
171,000 |
2,453,850 | |
|
Susser Holdings Corp. (a) |
7,000 |
75,110 | |
|
Sysco Corp. (c) |
441,408 |
11,251,490 | |
|
The Great Atlantic & Pacific Tea Co. (a)(c) |
31,419 |
210,821 | |
|
| |||
|
Shares |
Value | ||
|
The Pantry, Inc. (a)(c) |
24,367 |
$ 369,160 | |
|
United Natural Foods, Inc. (a)(c) |
29,881 |
807,385 | |
|
Wal-Mart Stores, Inc. |
1,689,208 |
85,930,011 | |
|
Walgreen Co. |
741,186 |
25,111,382 | |
|
Weis Markets, Inc. (c) |
5,971 |
186,355 | |
|
Whole Foods Market, Inc. (a)(c) |
102,740 |
2,987,679 | |
|
Winn-Dixie Stores, Inc. (a)(c) |
49,208 |
677,594 | |
|
|
207,850,995 | ||
|
Food Products - 1.6% | |||
|
Alico, Inc. |
200 |
5,930 | |
|
American Italian Pasta Co. Class A (a) |
19,200 |
580,992 | |
|
Archer Daniels Midland Co. |
437,996 |
12,627,425 | |
|
B&G Foods, Inc. Class A |
10,692 |
97,511 | |
|
Bridgford Foods Corp. (a) |
400 |
3,508 | |
|
Bunge Ltd. (c) |
92,476 |
6,196,817 | |
|
Cal-Maine Foods, Inc. (c) |
13,323 |
380,372 | |
|
Campbell Soup Co. (c) |
157,300 |
4,932,928 | |
|
Chiquita Brands International, Inc. (a)(c) |
40,042 |
616,647 | |
|
ConAgra Foods, Inc. (c) |
319,852 |
6,566,562 | |
|
Corn Products International, Inc. (c) |
52,298 |
1,551,159 | |
|
Darling International, Inc. (a)(c) |
67,308 |
471,829 | |
|
Dean Foods Co. (a)(c) |
127,125 |
2,306,048 | |
|
Del Monte Foods Co. |
171,807 |
1,802,255 | |
|
Diamond Foods, Inc. (c) |
21,341 |
596,481 | |
|
Farmer Brothers Co. |
3,606 |
74,464 | |
|
Flowers Foods, Inc. |
68,755 |
1,634,306 | |
|
Fresh Del Monte Produce, Inc. (a) |
34,840 |
797,836 | |
|
General Mills, Inc. (c) |
230,847 |
13,788,491 | |
|
Green Mountain Coffee Roasters, Inc. (a)(c) |
26,952 |
1,622,241 | |
|
H.J. Heinz Co. (c) |
227,844 |
8,771,994 | |
|
Hain Celestial Group, Inc. (a)(c) |
27,071 |
433,136 | |
|
Hershey Co. |
120,970 |
4,745,653 | |
|
Hormel Foods Corp. |
50,957 |
1,882,861 | |
|
J&J Snack Foods Corp. |
9,648 |
421,618 | |
|
John B. Sanfilippo & Son, Inc. (a) |
2,965 |
30,421 | |
|
Kellogg Co. |
185,826 |
8,750,546 | |
|
Kraft Foods, Inc. Class A |
1,013,627 |
28,736,325 | |
|
Lancaster Colony Corp. |
17,449 |
876,987 | |
|
Lance, Inc. |
38,093 |
923,755 | |
|
McCormick & Co., Inc. (non-vtg.) (c) |
85,402 |
2,781,543 | |
|
Omega Protein Corp. (a) |
7,368 |
30,725 | |
|
Ralcorp Holdings, Inc. (a) |
42,660 |
2,676,062 | |
|
Reddy Ice Holdings, Inc. (a) |
29,155 |
153,938 | |
|
Sanderson Farms, Inc. (c) |
20,062 |
834,579 | |
|
Sara Lee Corp. |
469,283 |
4,547,352 | |
|
Seneca Foods Group Class A (a) |
2,582 |
68,888 | |
|
Smart Balance, Inc. (a) |
53,000 |
338,670 | |
|
Smithfield Foods, Inc. (a)(c) |
102,558 |
1,258,387 | |
|
Tasty Baking Co. |
200 |
1,400 | |
|
The J.M. Smucker Co. |
83,298 |
4,353,986 | |
|
Tootsie Roll Industries, Inc. (c) |
12,710 |
300,592 | |
|
TreeHouse Foods, Inc. (a)(c) |
31,250 |
1,157,813 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
CONSUMER STAPLES - continued | |||
|
Food Products - continued | |||
|
Tyson Foods, Inc. Class A |
205,716 |
$ 2,466,535 | |
|
Zapata Corp. (a) |
880 |
6,195 | |
|
|
133,203,763 | ||
|
Household Products - 2.1% | |||
|
Central Garden & Pet Co. Class A (non-vtg.) (a) |
40,382 |
444,202 | |
|
Church & Dwight Co., Inc. (c) |
46,000 |
2,627,980 | |
|
Clorox Co. (c) |
97,445 |
5,758,025 | |
|
Colgate-Palmolive Co. (c) |
378,762 |
27,535,997 | |
|
Energizer Holdings, Inc. (a) |
48,839 |
3,195,536 | |
|
Kimberly-Clark Corp. |
310,239 |
18,757,050 | |
|
Oil-Dri Corp. of America |
750 |
11,768 | |
|
Procter & Gamble Co. |
2,212,292 |
119,707,120 | |
|
WD-40 Co. |
17,261 |
465,702 | |
|
|
178,503,380 | ||
|
Personal Products - 0.2% | |||
|
Alberto-Culver Co. |
63,990 |
1,688,696 | |
|
Avon Products, Inc. (c) |
318,074 |
10,137,018 | |
|
Bare Escentuals, Inc. (a) |
59,157 |
548,977 | |
|
Chattem, Inc. (a) |
17,299 |
1,059,391 | |
|
Elizabeth Arden, Inc. (a) |
20,607 |
212,252 | |
|
Estee Lauder Companies, Inc. Class A (c) |
72,345 |
2,593,568 | |
|
Herbalife Ltd. |
49,645 |
1,503,251 | |
|
Inter Parfums, Inc. (c) |
7,707 |
74,373 | |
|
Mannatech, Inc. |
6,969 |
27,179 | |
|
Mead Johnson Nutrition Co. Class A (c) |
25,342 |
1,005,064 | |
|
NBTY, Inc. (a)(c) |
38,819 |
1,438,632 | |
|
Nu Skin Enterprises, Inc. Class A |
61,777 |
1,065,653 | |
|
Prestige Brands Holdings, Inc. (a) |
32,209 |
238,669 | |
|
Revlon, Inc. (a) |
12,057 |
54,739 | |
|
USANA Health Sciences, Inc. (a) |
6,205 |
195,582 | |
|
|
21,843,044 | ||
|
Tobacco - 1.3% | |||
|
Alliance One International, Inc. (a)(c) |
104,053 |
398,523 | |
|
Altria Group, Inc. |
1,541,795 |
28,184,013 | |
|
Lorillard, Inc. |
120,705 |
8,783,703 | |
|
Philip Morris International, Inc. |
1,479,790 |
67,641,201 | |
|
Reynolds American, Inc. |
119,476 |
5,461,248 | |
|
Star Scientific, Inc. (a)(c) |
56,989 |
56,989 | |
|
Universal Corp. (c) |
18,429 |
679,662 | |
|
Vector Group Ltd. (c) |
24,140 |
380,929 | |
|
|
111,586,268 | ||
|
TOTAL CONSUMER STAPLES |
826,780,494 | ||
|
ENERGY - 11.0% | |||
|
Energy Equipment & Services - 1.8% | |||
|
Allis-Chalmers Energy, Inc. (a)(c) |
22,325 |
73,226 | |
|
Atwood Oceanics, Inc. (a)(c) |
35,438 |
1,009,274 | |
|
| |||
|
Shares |
Value | ||
|
Baker Hughes, Inc. (c) |
227,334 |
$ 7,831,656 | |
|
Basic Energy Services, Inc. (a)(c) |
29,402 |
199,346 | |
|
BJ Services Co. |
206,276 |
3,312,793 | |
|
Bristow Group, Inc. (a)(c) |
26,059 |
760,923 | |
|
Bronco Drilling Co., Inc. (a) |
23,244 |
86,003 | |
|
Cal Dive International, Inc. (a)(c) |
40,601 |
423,468 | |
|
Cameron International Corp. (a)(c) |
158,297 |
5,652,786 | |
|
Carbo Ceramics, Inc. (c) |
19,165 |
825,053 | |
|
Complete Production Services, Inc. (a)(c) |
66,139 |
595,251 | |
|
Dawson Geophysical Co. (a)(c) |
5,936 |
147,153 | |
|
Diamond Offshore Drilling, Inc. (c) |
48,109 |
4,301,907 | |
|
Dresser-Rand Group, Inc. (a)(c) |
55,969 |
1,662,279 | |
|
Dril-Quip, Inc. (a)(c) |
21,965 |
937,027 | |
|
ENSCO International, Inc. |
99,686 |
3,678,413 | |
|
Exterran Holdings, Inc. (a)(c) |
50,379 |
908,333 | |
|
Exterran Partners LP |
10,000 |
156,200 | |
|
FMC Technologies, Inc. (a)(c) |
90,148 |
4,300,060 | |
|
Global Industries Ltd. (a)(c) |
92,739 |
881,021 | |
|
Gulf Island Fabrication, Inc. |
12,498 |
187,095 | |
|
Gulfmark Offshore, Inc. (a)(c) |
15,302 |
456,306 | |
|
Halliburton Co. |
669,864 |
15,882,475 | |
|
Helix Energy Solutions Group, Inc. (a) |
77,302 |
904,433 | |
|
Helmerich & Payne, Inc. (c) |
66,558 |
2,227,031 | |
|
Hercules Offshore, Inc. (a)(c) |
96,203 |
442,534 | |
|
Hornbeck Offshore Services, Inc. (a)(c) |
16,154 |
356,357 | |
|
ION Geophysical Corp. (a) |
40,726 |
103,851 | |
|
Key Energy Services, Inc. (a)(c) |
153,313 |
1,096,188 | |
|
Lufkin Industries, Inc. |
13,914 |
615,695 | |
|
Matrix Service Co. (a) |
13,631 |
150,214 | |
|
Mitcham Industries, Inc. (a) |
1,791 |
9,546 | |
|
Nabors Industries Ltd. (a)(c) |
207,692 |
3,671,995 | |
|
NATCO Group, Inc. Class A (a)(c) |
23,269 |
967,990 | |
|
National Oilwell Varco, Inc. (a) |
311,830 |
11,335,021 | |
|
Natural Gas Services Group, Inc. (a) |
22,504 |
321,582 | |
|
Newpark Resources, Inc. (a) |
99,384 |
265,355 | |
|
Oceaneering International, Inc. (a)(c) |
41,676 |
2,174,237 | |
|
Oil States International, Inc. (a)(c) |
31,129 |
917,372 | |
|
OYO Geospace Corp. (a)(c) |
1,552 |
31,211 | |
|
Parker Drilling Co. (a) |
77,885 |
351,261 | |
|
Patterson-UTI Energy, Inc. |
107,115 |
1,423,558 | |
|
PHI, Inc. (non-vtg.) (a) |
17,859 |
372,539 | |
|
Pioneer Drilling Co. (a) |
72,224 |
411,677 | |
|
Pride International, Inc. (a)(c) |
116,804 |
3,011,207 | |
|
Rowan Companies, Inc. (c) |
88,780 |
1,838,634 | |
|
RPC, Inc. |
19,909 |
181,968 | |
|
Schlumberger Ltd. |
900,376 |
50,601,131 | |
|
SEACOR Holdings, Inc. (a)(c) |
24,139 |
1,837,702 | |
|
Seahawk Drilling, Inc. (a)(c) |
7,786 |
173,550 | |
|
Smith International, Inc. |
156,890 |
4,325,457 | |
|
Superior Energy Services, Inc. (a) |
53,741 |
979,698 | |
|
Superior Well Services, Inc. (a)(c) |
13,630 |
123,079 | |
|
T-3 Energy Services, Inc. (a) |
9,010 |
158,396 | |
|
Tesco Corp. (a) |
29,100 |
223,488 | |
|
TETRA Technologies, Inc. (a)(c) |
58,187 |
513,209 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
ENERGY - continued | |||
|
Energy Equipment & Services - continued | |||
|
Tidewater, Inc. |
33,470 |
$ 1,444,900 | |
|
Trico Marine Services, Inc. (a)(c) |
3,463 |
23,548 | |
|
Union Drilling, Inc. (a) |
1,488 |
9,315 | |
|
Unit Corp. (a)(c) |
36,543 |
1,367,074 | |
|
|
149,230,051 | ||
|
Oil, Gas & Consumable Fuels - 9.2% | |||
|
Alliance Holdings GP, LP |
9,000 |
182,430 | |
|
Alliance Resource Partners LP |
12,763 |
422,455 | |
|
Alon USA Energy, Inc. |
10,971 |
103,347 | |
|
Alpha Natural Resources, Inc. (a) |
94,408 |
3,050,322 | |
|
Anadarko Petroleum Corp. |
371,176 |
19,624,075 | |
|
Apache Corp. |
249,002 |
21,152,720 | |
|
Arch Coal, Inc. |
118,866 |
2,058,759 | |
|
Arena Resources, Inc. (a)(c) |
31,000 |
947,980 | |
|
Atlas America, Inc. (c) |
30,664 |
680,128 | |
|
Atlas Energy Resources LLC |
31,826 |
811,563 | |
|
Atlas Pipeline Partners, LP |
68,858 |
405,574 | |
|
ATP Oil & Gas Corp. (a)(c) |
27,153 |
302,756 | |
|
Berry Petroleum Co. Class A (c) |
37,030 |
835,767 | |
|
Bill Barrett Corp. (a)(c) |
31,882 |
932,230 | |
|
Boardwalk Pipeline Partners, LP |
23,345 |
546,506 | |
|
BP Prudhoe Bay Royalty Trust (c) |
23,993 |
1,709,021 | |
|
BPZ Energy, Inc. (a)(c) |
60,652 |
368,764 | |
|
BreitBurn Energy Partners LP |
30,000 |
281,100 | |
|
Brigham Exploration Co. (a)(c) |
87,570 |
573,584 | |
|
Buckeye GP Holdings LP |
16,000 |
359,680 | |
|
Buckeye Partners LP |
37,417 |
1,757,851 | |
|
Cabot Oil & Gas Corp. (c) |
70,000 |
2,467,500 | |
|
Callon Petroleum Co. (a) |
25,119 |
38,181 | |
|
Calumet Specialty Products Partners LP |
7,489 |
105,969 | |
|
Capital Product Partners LP |
14,704 |
116,309 | |
|
Carrizo Oil & Gas, Inc. (a)(c) |
32,186 |
622,155 | |
|
Cheniere Energy Partners LP |
13,757 |
111,294 | |
|
Cheniere Energy, Inc. (a)(c) |
43,057 |
118,407 | |
|
Chesapeake Energy Corp. |
461,782 |
10,547,101 | |
|
Chevron Corp. |
1,506,893 |
105,392,096 | |
|
Cimarex Energy Co. (c) |
64,000 |
2,498,560 | |
|
Clayton Williams Energy, Inc. (a) |
9,020 |
178,596 | |
|
Clean Energy Fuels Corp. (a)(c) |
43,089 |
539,474 | |
|
CNX Gas Corp. (a) |
21,396 |
605,293 | |
|
Comstock Resources, Inc. (a)(c) |
34,313 |
1,212,278 | |
|
Concho Resources, Inc. (a) |
56,870 |
1,853,393 | |
|
ConocoPhillips |
978,573 |
44,065,142 | |
|
CONSOL Energy, Inc. (c) |
132,239 |
4,947,061 | |
|
Contango Oil & Gas Co. (a)(c) |
9,837 |
442,075 | |
|
Continental Resources, Inc. (a)(c) |
25,537 |
901,456 | |
|
Copano Energy LLC |
42,176 |
654,993 | |
|
Cross Timbers Royalty Trust |
9,000 |
225,450 | |
|
Crosstex Energy LP |
31,449 |
123,280 | |
|
Crosstex Energy, Inc. (c) |
29,878 |
114,433 | |
|
CVR Energy, Inc. (a) |
42,262 |
409,096 | |
|
| |||
|
Shares |
Value | ||
|
DCP Midstream Partners LP |
25,948 |
$ 580,976 | |
|
Delek US Holdings, Inc. |
38,177 |
308,852 | |
|
Delta Petroleum Corp. (a)(c) |
221,863 |
399,353 | |
|
Denbury Resources, Inc. (a)(c) |
176,151 |
2,681,018 | |
|
Devon Energy Corp. (c) |
312,104 |
19,156,944 | |
|
Dht Maritime, Inc. |
56,572 |
294,174 | |
|
Dorchester Minerals LP |
21,580 |
457,928 | |
|
Duncan Energy Partners L.P. |
37,149 |
674,254 | |
|
Eagle Rock Energy Partners LP |
35,000 |
117,250 | |
|
El Paso Corp. |
513,795 |
4,742,328 | |
|
El Paso Pipeline Partners LP |
13,577 |
263,665 | |
|
Enbridge Energy Management LLC |
9,974 |
420,005 | |
|
Enbridge Energy Partners LP |
57,882 |
2,480,244 | |
|
Encore Acquisition Co. (a)(c) |
36,500 |
1,375,685 | |
|
Encore Energy Partners LP |
44,237 |
675,057 | |
|
Energy Transfer Equity LP |
82,027 |
2,205,706 | |
|
Energy Transfer Partners LP |
46,449 |
1,883,042 | |
|
Enterprise GP Holdings LP |
25,000 |
700,000 | |
|
Enterprise Products Partners LP |
239,041 |
6,454,107 | |
|
EOG Resources, Inc. (c) |
182,973 |
13,174,056 | |
|
EV Energy Partners LP |
13,682 |
297,994 | |
|
Evergreen Energy, Inc. (a) |
25,886 |
26,404 | |
|
EXCO Resources, Inc. (a) |
127,368 |
1,867,215 | |
|
Exxon Mobil Corp. |
3,719,872 |
257,229,114 | |
|
Forest Oil Corp. (a)(c) |
72,024 |
1,132,217 | |
|
Frontier Oil Corp. |
82,000 |
1,052,060 | |
|
FX Energy, Inc. (a)(c) |
15,412 |
52,247 | |
|
Gasco Energy, Inc. (a) |
113,818 |
33,007 | |
|
General Maritime Corp. |
67,360 |
535,512 | |
|
Genesis Energy LP |
15,445 |
240,788 | |
|
GMX Resources, Inc. (a)(c) |
27,299 |
289,096 | |
|
Goodrich Petroleum Corp. (a)(c) |
26,950 |
645,183 | |
|
Gulfport Energy Corp. (a) |
10,000 |
75,000 | |
|
Harvest Natural Resources, Inc. (a) |
38,697 |
200,063 | |
|
Hess Corp. |
218,518 |
11,054,826 | |
|
HKN, Inc. (a) |
68 |
173 | |
|
Holly Corp. (c) |
30,000 |
685,200 | |
|
Holly Energy Partners LP |
7,500 |
274,725 | |
|
Hugoton Royalty Trust |
30,923 |
453,022 | |
|
Inergy Holdings LP |
2,000 |
88,140 | |
|
Inergy LP |
36,000 |
1,003,680 | |
|
International Coal Group, Inc. (a)(c) |
93,832 |
285,249 | |
|
James River Coal Co. (a)(c) |
21,883 |
364,133 | |
|
K-Sea Transportation Partners LP |
13,393 |
256,878 | |
|
Kinder Morgan Energy Partners LP |
127,142 |
6,720,726 | |
|
Kinder Morgan Management LLC |
53,690 |
2,541,148 | |
|
Legacy Reserves LP |
30,780 |
472,473 | |
|
Linn Energy LLC |
99,114 |
2,110,137 | |
|
Magellan Midstream Holdings LP |
57,392 |
1,249,424 | |
|
Magellan Midstream Partners LP |
51,328 |
1,860,127 | |
|
Marathon Oil Corp. |
530,316 |
16,370,855 | |
|
Mariner Energy, Inc. (a) |
97,192 |
1,178,939 | |
|
Markwest Energy Partners LP |
40,330 |
833,218 | |
|
Massey Energy Co. |
65,998 |
1,787,226 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
ENERGY - continued | |||
|
Oil, Gas & Consumable Fuels - continued | |||
|
McMoRan Exploration Co. (a)(c) |
119,995 |
$ 1,000,758 | |
|
Meridian Resource Corp. (a) |
10,597 |
4,557 | |
|
Murphy Oil Corp. |
137,078 |
7,813,446 | |
|
Natural Resource Partners LP |
18,742 |
327,985 | |
|
Newfield Exploration Co. (a)(c) |
93,591 |
3,621,036 | |
|
Noble Energy, Inc. (c) |
122,647 |
7,415,238 | |
|
NuStar Energy LP |
29,285 |
1,568,212 | |
|
NuStar GP Holdings LLC |
36,997 |
900,877 | |
|
Occidental Petroleum Corp. |
612,210 |
44,752,551 | |
|
ONEOK Partners LP |
36,000 |
1,802,160 | |
|
Overseas Shipholding Group, Inc. |
12,480 |
441,418 | |
|
Pacific Ethanol, Inc. (a) |
13,826 |
5,807 | |
|
Parallel Petroleum Corp. (a) |
33,729 |
63,073 | |
|
Patriot Coal Corp. (a)(c) |
107,381 |
951,396 | |
|
Peabody Energy Corp. (c) |
197,573 |
6,456,686 | |
|
Penn Virginia Corp. (c) |
29,000 |
555,640 | |
|
Penn Virginia GP Holdings, L.P. |
11,500 |
160,425 | |
|
Penn Virginia Resource Partners LP |
33,202 |
492,718 | |
|
Petrohawk Energy Corp. (a) |
197,012 |
4,241,668 | |
|
Petroleum Development Corp. (a) |
14,826 |
202,968 | |
|
Petroquest Energy, Inc. (a) |
31,286 |
130,150 | |
|
Pioneer Natural Resources Co. (c) |
83,179 |
2,408,864 | |
|
Pioneer Southwest Energy Partners LP |
9,883 |
188,864 | |
|
Plains Exploration & Production Co. (a)(c) |
101,000 |
2,651,250 | |
|
Quest Energy Partners LP |
10,000 |
12,400 | |
|
Quicksilver Resources, Inc. (a)(c) |
101,422 |
1,097,386 | |
|
Range Resources Corp. (c) |
112,035 |
5,419,133 | |
|
Regency Energy Partners LP |
48,219 |
785,005 | |
|
Rentech, Inc. (a) |
48,574 |
93,262 | |
|
Rex Energy Corp. (a) |
16,433 |
97,941 | |
|
Rosetta Resources, Inc. (a)(c) |
40,250 |
475,353 | |
|
SandRidge Energy, Inc. (a)(c) |
128,861 |
1,572,104 | |
|
Ship Finance International Ltd. (NY Shares) |
45,875 |
580,778 | |
|
Southern Union Co. |
75,563 |
1,499,170 | |
|
Southwestern Energy Co. (a)(c) |
251,730 |
9,278,768 | |
|
Spectra Energy Corp. |
470,896 |
8,862,263 | |
|
St. Mary Land & Exploration Co. (c) |
42,000 |
1,104,600 | |
|
Stone Energy Corp. (a)(c) |
55,976 |
714,254 | |
|
Sunoco Logistics Partners LP |
11,551 |
655,866 | |
|
Sunoco, Inc. (c) |
81,494 |
2,192,189 | |
|
Swift Energy Co. (a) |
42,248 |
860,592 | |
|
Syntroleum Corp. (a)(c) |
28,735 |
75,286 | |
|
Targa Resources Partners LP |
35,098 |
593,156 | |
|
TC Pipelines LP |
14,861 |
542,427 | |
|
Teekay Corp. (c) |
38,589 |
694,602 | |
|
Teekay LNG Partners LP |
13,391 |
307,457 | |
|
Teekay Offshore Partners LP |
17,000 |
239,190 | |
|
TEPPCO Partners LP |
60,000 |
1,980,000 | |
|
Tesoro Corp. |
105,000 |
1,478,400 | |
|
Toreador Resources Corp. |
11,881 |
59,999 | |
|
| |||
|
Shares |
Value | ||
|
Transmontaigne Partners LP |
13,000 |
$ 349,310 | |
|
Ultra Petroleum Corp. (a)(c) |
118,234 |
5,489,605 | |
|
Uranium Resources, Inc. (a) |
35,013 |
33,963 | |
|
USEC, Inc. (a)(c) |
131,090 |
596,460 | |
|
Vaalco Energy, Inc. (c) |
79,391 |
374,726 | |
|
Valero Energy Corp. (c) |
405,000 |
7,589,700 | |
|
Venoco, Inc. (a) |
12,178 |
98,033 | |
|
Verenium Corp. (a) |
7,284 |
4,451 | |
|
W&T Offshore, Inc. |
42,447 |
419,376 | |
|
Warren Resources, Inc. (a) |
39,635 |
97,106 | |
|
Western Refining, Inc. (a)(c) |
33,616 |
204,049 | |
|
Westmoreland Coal Co. (a) |
6,000 |
51,000 | |
|
Whiting Petroleum Corp. (a)(c) |
36,279 |
1,760,983 | |
|
Williams Companies, Inc. |
414,978 |
6,822,238 | |
|
Williams Partners LP |
38,333 |
760,910 | |
|
Williams Pipeline Partners LP |
10,000 |
184,800 | |
|
World Fuel Services Corp. (c) |
26,000 |
1,168,440 | |
|
XTO Energy, Inc. |
429,485 |
16,578,121 | |
|
|
779,719,646 | ||
|
TOTAL ENERGY |
928,949,697 | ||
|
FINANCIALS - 16.3% | |||
|
Capital Markets - 2.7% | |||
|
Affiliated Managers Group, Inc. (a)(c) |
30,064 |
1,964,081 | |
|
AllianceBernstein Holding LP |
30,489 |
691,795 | |
|
Ameriprise Financial, Inc. (c) |
186,493 |
5,600,385 | |
|
Bank of New York Mellon Corp. |
898,328 |
26,599,492 | |
|
BGC Partners, Inc. Class A |
66,078 |
298,673 | |
|
BlackRock, Inc. Class A |
16,000 |
3,193,120 | |
|
Broadpoint Gleacher Securities Group, Inc. (a) |
1,530 |
11,552 | |
|
Calamos Asset Management, Inc. |
25,805 |
291,080 | |
|
Charles Schwab Corp. |
706,346 |
12,756,609 | |
|
Cohen & Steers, Inc. |
20,212 |
397,570 | |
|
Deerfield Capital Corp. |
4,533 |
33,952 | |
|
Duff & Phelps Corp. Class A |
6,000 |
102,240 | |
|
E*TRADE Financial Corp. (a)(c) |
550,000 |
968,000 | |
|
Eaton Vance Corp. (non-vtg.) (c) |
83,605 |
2,388,595 | |
|
Evercore Partners, Inc. Class A |
10,000 |
251,800 | |
|
FBR Capital Markets Corp. (a) |
20,000 |
108,200 | |
|
FCStone Group, Inc. (a)(c) |
11,523 |
55,195 | |
|
Federated Investors, Inc. Class B (non-vtg.) (c) |
67,548 |
1,773,135 | |
|
Fortress Investment Group LLC (a)(c) |
99,151 |
449,154 | |
|
Franklin Resources, Inc. (c) |
122,967 |
11,476,510 | |
|
GAMCO Investors, Inc. Class A |
7,076 |
319,340 | |
|
GFI Group, Inc. (c) |
130,042 |
931,101 | |
|
GLG Partners, Inc. (c) |
221,482 |
874,854 | |
|
Goldman Sachs Group, Inc. |
318,403 |
52,682,960 | |
|
Greenhill & Co., Inc. |
7,719 |
611,345 | |
|
HFF, Inc. (a) |
4,989 |
31,580 | |
|
Invesco Ltd. |
300,000 |
6,225,000 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Capital Markets - continued | |||
|
Investment Technology Group, Inc. (a) |
27,556 |
$ 678,980 | |
|
Janus Capital Group, Inc. (c) |
123,579 |
1,571,925 | |
|
Jefferies Group, Inc. (a)(c) |
90,236 |
2,134,984 | |
|
JMP Group, Inc. |
3,457 |
35,434 | |
|
KBW, Inc. (a)(c) |
25,676 |
734,847 | |
|
Knight Capital Group, Inc. Class A (a)(c) |
70,244 |
1,413,309 | |
|
LaBranche & Co., Inc. (a) |
68,828 |
265,676 | |
|
Ladenburg Thalmann Financial Services, Inc. (a) |
1,908 |
1,412 | |
|
Lazard Ltd. Class A |
68,917 |
2,678,804 | |
|
Legg Mason, Inc. (c) |
116,767 |
3,358,219 | |
|
MF Global Ltd. (a) |
84,807 |
606,370 | |
|
Morgan Stanley (c) |
906,954 |
26,265,388 | |
|
National Holdings Corp. (a) |
1,200 |
780 | |
|
Northern Trust Corp. |
179,715 |
10,506,139 | |
|
Och-Ziff Capital Management Group LLC Class A (c) |
29,434 |
293,751 | |
|
optionsXpress Holdings, Inc. (c) |
43,413 |
722,392 | |
|
Paulson Capital Corp. (a) |
3,105 |
5,931 | |
|
Penson Worldwide, Inc. (a)(c) |
22,876 |
231,963 | |
|
Piper Jaffray Companies (a)(c) |
16,738 |
848,282 | |
|
Raymond James Financial, Inc. (c) |
71,722 |
1,631,676 | |
|
Riskmetrics Group, Inc. (a)(c) |
21,527 |
334,960 | |
|
Safeguard Scientifics, Inc. (a)(c) |
23,969 |
267,254 | |
|
Sanders Morris Harris Group, Inc. |
28,032 |
157,260 | |
|
SEI Investments Co. (c) |
112,087 |
2,066,884 | |
|
Siebert Financial Corp. (a) |
2,700 |
5,616 | |
|
State Street Corp. |
362,778 |
19,038,589 | |
|
Stifel Financial Corp. (a)(c) |
21,443 |
1,207,241 | |
|
SWS Group, Inc. |
28,138 |
406,875 | |
|
T. Rowe Price Group, Inc. (c) |
190,987 |
8,655,531 | |
|
TD Ameritrade Holding Corp. (a)(c) |
178,265 |
3,429,819 | |
|
The Blackstone Group LP |
147,687 |
1,903,685 | |
|
Thomas Weisel Partners Group, Inc. (a) |
30,673 |
135,881 | |
|
TradeStation Group, Inc. (a) |
37,111 |
266,086 | |
|
U.S. Global Investments, Inc. Class A |
8,884 |
98,435 | |
|
Virtus Investment Partners, Inc. (a) |
3,567 |
55,717 | |
|
W.P. Carey & Co. LLC |
19,742 |
562,844 | |
|
Waddell & Reed Financial, Inc. |
60,354 |
1,601,192 | |
|
Westwood Holdings Group, Inc. |
1,501 |
57,819 | |
|
|
225,325,268 | ||
|
Commercial Banks - 2.9% | |||
|
1st Source Corp. |
10,000 |
162,000 | |
|
Abigail Adams National Bancorp, Inc. (a) |
302 |
906 | |
|
Alliance Financial Corp. |
3,000 |
82,200 | |
|
Amcore Financial, Inc. (c) |
14,975 |
17,072 | |
|
AmericanWest Bancorp (a) |
9,499 |
5,509 | |
|
Ameris Bancorp |
7,595 |
48,988 | |
|
Arrow Financial Corp. |
7,861 |
213,898 | |
|
| |||
|
Shares |
Value | ||
|
Associated Banc-Corp. (c) |
88,000 |
$ 912,560 | |
|
BancFirst Corp. |
9,220 |
337,268 | |
|
BancorpSouth, Inc. (c) |
56,000 |
1,288,000 | |
|
BancTrust Financial Group, Inc. (c) |
4,882 |
18,161 | |
|
Bank of Granite Corp. |
15,998 |
34,876 | |
|
Bank of Hawaii Corp. |
35,000 |
1,380,750 | |
|
Bank of the Ozarks, Inc. |
28,624 |
713,883 | |
|
Banner Corp. (c) |
11,743 |
38,047 | |
|
Bar Harbor Bankshares |
3,125 |
105,313 | |
|
BB&T Corp. (c) |
474,183 |
13,248,673 | |
|
BOK Financial Corp. |
16,000 |
723,840 | |
|
Boston Private Financial Holdings, Inc. |
58,029 |
291,306 | |
|
Bryn Mawr Bank Corp. |
2,149 |
38,145 | |
|
Capital City Bank Group, Inc. |
6,535 |
95,607 | |
|
CapitalSource, Inc. |
164,756 |
682,090 | |
|
Capitol Bancorp Ltd. (c) |
7,732 |
36,340 | |
|
Cascade Bancorp (c) |
17,960 |
24,066 | |
|
Cathay General Bancorp |
42,159 |
389,549 | |
|
Center Bancorp, Inc. (c) |
5,075 |
46,030 | |
|
Central Pacific Financial Corp. (c) |
43,309 |
120,399 | |
|
Chemical Financial Corp. |
23,201 |
485,597 | |
|
Citizens & Northern Corp. |
10,210 |
186,639 | |
|
Citizens Banking Corp., Michigan (a) |
60,213 |
45,160 | |
|
City Bank Lynnwood, Washington (c) |
15,020 |
46,262 | |
|
City Holding Co. (c) |
18,741 |
596,713 | |
|
City National Corp. |
26,500 |
1,046,750 | |
|
CoBiz, Inc. (c) |
13,382 |
63,297 | |
|
Columbia Banking Systems, Inc. (c) |
14,593 |
239,471 | |
|
Comerica, Inc. |
109,000 |
2,907,030 | |
|
Commerce Bancshares, Inc. |
48,000 |
1,763,040 | |
|
Community Bank System, Inc. |
31,618 |
563,749 | |
|
Community Capital Corp. |
483 |
1,328 | |
|
Community Trust Bancorp, Inc. |
13,467 |
360,377 | |
|
Cullen/Frost Bankers, Inc. |
44,600 |
2,197,888 | |
|
CVB Financial Corp. |
87,295 |
611,938 | |
|
East West Bancorp, Inc. (c) |
62,046 |
571,444 | |
|
Eastern Virgina Bankshares, Inc. |
955 |
8,022 | |
|
Enterprise Financial Services Corp. |
4,000 |
45,000 | |
|
Fidelity Southern Corp. |
3,531 |
10,628 | |
|
Fifth Third Bancorp |
420,000 |
4,594,800 | |
|
Financial Institutions, Inc. |
2,005 |
24,261 | |
|
First Bancorp, North Carolina (c) |
10,694 |
187,573 | |
|
First Bancorp, Puerto Rico (c) |
61,810 |
197,174 | |
|
First Busey Corp. (c) |
20,930 |
130,185 | |
|
First Citizen Bancshares, Inc. |
4,345 |
601,435 | |
|
First Commonwealth Financial Corp. |
70,774 |
435,968 | |
|
First Community Bancshares, Inc. |
8,000 |
100,160 | |
|
First Financial Bancorp, Ohio |
35,240 |
297,426 | |
|
First Financial Bankshares, Inc. |
16,246 |
809,701 | |
|
First Financial Corp., Indiana |
10,280 |
310,148 | |
|
First Horizon National Corp. (c) |
153,049 |
2,047,796 | |
|
First M&F Corp. |
2,524 |
9,011 | |
|
First Merchants Corp. |
29,096 |
206,582 | |
|
First Midwest Bancorp, Inc., Delaware (c) |
45,414 |
465,948 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Commercial Banks - continued | |||
|
First Regional Bancorp (a)(c) |
6,000 |
$ 6,600 | |
|
First State Bancorp. (a) |
16,034 |
20,363 | |
|
First United Corp. |
3,511 |
36,585 | |
|
FirstMerit Corp. |
60,880 |
1,094,014 | |
|
FNB Corp., North Carolina |
2,866 |
7,136 | |
|
FNB Corp., Pennsylvania |
100,799 |
713,657 | |
|
Frontier Financial Corp., Washington (c) |
26,384 |
20,316 | |
|
Fulton Financial Corp. |
155,049 |
1,138,060 | |
|
Glacier Bancorp, Inc. |
58,280 |
868,955 | |
|
Great Southern Bancorp, Inc. (c) |
7,927 |
166,863 | |
|
Green Bankshares, Inc. (c) |
8,074 |
50,382 | |
|
Guaranty Bancorp (a) |
16,227 |
27,586 | |
|
Hancock Holding Co. |
21,218 |
812,862 | |
|
Hanmi Financial Corp. (a)(c) |
31,850 |
48,094 | |
|
Harleysville National Corp., Pennsylvania (c) |
35,764 |
206,001 | |
|
Hawthorn Bancshares, Inc. |
1,490 |
15,556 | |
|
Heartland Financial USA, Inc. |
8,001 |
119,775 | |
|
Heritage Commerce Corp. |
7,114 |
32,867 | |
|
Heritage Financial Corp., Washington |
1,630 |
20,897 | |
|
Home Bancshares, Inc. |
26,545 |
537,536 | |
|
Horizon Financial Corp. (c) |
11,055 |
9,507 | |
|
Huntington Bancshares, Inc. |
350,000 |
1,596,000 | |
|
IBERIABANK Corp. (c) |
31,187 |
1,511,322 | |
|
Independent Bank Corp., Massachusetts (c) |
30,181 |
699,294 | |
|
Independent Bank Corp., Michigan |
13,306 |
23,685 | |
|
Integra Bank Corp. |
11,329 |
16,427 | |
|
International Bancshares Corp. (c) |
45,000 |
694,800 | |
|
Intervest Bancshares Corp. Class A (a) |
7,165 |
21,495 | |
|
Investors Bancorp, Inc. (a) |
40,000 |
369,600 | |
|
Irwin Financial Corp. (a) |
12,090 |
11,969 | |
|
KeyCorp |
581,216 |
3,870,899 | |
|
Lakeland Bancorp, Inc. |
10,000 |
88,600 | |
|
Lakeland Financial Corp. |
8,000 |
159,120 | |
|
M&T Bank Corp. (c) |
65,942 |
4,072,578 | |
|
Macatawa Bank Corp. (a)(c) |
13,284 |
30,155 | |
|
MainSource Financial Group, Inc. |
8,776 |
56,517 | |
|
Marshall & Ilsley Corp. |
269,966 |
1,922,158 | |
|
MB Financial, Inc. (c) |
34,327 |
475,429 | |
|
MBT Financial Corp. |
1,800 |
3,798 | |
|
Merchants Bancshares, Inc. |
4,149 |
99,576 | |
|
Midsouth Bancorp, Inc. |
4,009 |
63,783 | |
|
Midwest Banc Holdings, Inc. (c) |
4,350 |
2,784 | |
|
Nara Bancorp, Inc. |
20,658 |
180,758 | |
|
National Penn Bancshares, Inc. (c) |
79,304 |
444,102 | |
|
NBT Bancorp, Inc. |
22,921 |
518,015 | |
|
NewBridge Bancorp |
8,389 |
18,204 | |
|
North Valley Bancorp |
4,941 |
18,282 | |
|
Northern States Financial Corp. (a) |
1,314 |
5,650 | |
|
Northrim Bancorp, Inc. |
3,414 |
51,551 | |
|
| |||
|
Shares |
Value | ||
|
Northway Financial, Inc. |
998 |
$ 8,234 | |
|
Old National Bancorp, Indiana |
56,743 |
603,746 | |
|
Old Second Bancorp, Inc. (c) |
7,309 |
40,346 | |
|
Oriental Financial Group, Inc. (c) |
23,277 |
315,171 | |
|
Pacific Capital Bancorp (c) |
107,005 |
260,022 | |
|
Pacific Premier Bancorp, Inc. (a) |
40 |
167 | |
|
PacWest Bancorp |
40,763 |
803,439 | |
|
Park National Corp. |
8,529 |
510,631 | |
|
Peoples Bancorp, Inc. |
1,660 |
26,245 | |
|
Peoples Financial Corp., Mississippi |
3,102 |
58,256 | |
|
Pinnacle Financial Partners, Inc. (a)(c) |
22,752 |
342,873 | |
|
PNC Financial Services Group, Inc. (c) |
330,728 |
14,085,706 | |
|
Popular, Inc. (c) |
277,216 |
596,014 | |
|
Preferred Bank, Los Angeles California |
6,582 |
22,708 | |
|
Princeton National Bancorp, Inc. |
2,956 |
52,558 | |
|
PrivateBancorp, Inc. |
39,798 |
959,530 | |
|
Prosperity Bancshares, Inc. (c) |
38,585 |
1,332,340 | |
|
Regions Financial Corp. |
792,817 |
4,645,908 | |
|
Renasant Corp. (c) |
26,193 |
398,657 | |
|
Republic Bancorp, Inc., Kentucky Class A |
21,178 |
449,821 | |
|
Royal Bancshares of Pennsylvania, Inc. Class A (a) |
3,140 |
5,464 | |
|
S&T Bancorp, Inc. |
33,224 |
460,152 | |
|
S.Y. Bancorp, Inc. |
7,621 |
169,415 | |
|
Sandy Spring Bancorp, Inc. |
12,869 |
202,172 | |
|
SCBT Financial Corp. (c) |
10,000 |
256,500 | |
|
Seacoast Banking Corp., Florida |
15,254 |
43,169 | |
|
Shore Bancshares, Inc. |
3,440 |
60,578 | |
|
Signature Bank, New York (a)(c) |
35,833 |
1,087,890 | |
|
Simmons First National Corp. Class A |
10,974 |
309,138 | |
|
South Financial Group, Inc. (c) |
77,559 |
136,504 | |
|
Southside Bancshares, Inc. |
10,089 |
218,124 | |
|
Southwest Bancorp, Inc., Oklahoma |
11,359 |
146,872 | |
|
State Bancorp, Inc., New York |
4,423 |
35,738 | |
|
StellarOne Corp. |
13,915 |
194,532 | |
|
Sterling Bancorp, New York |
14,289 |
108,596 | |
|
Sterling Bancshares, Inc. (c) |
95,935 |
762,683 | |
|
Sterling Financial Corp., Washington (c) |
32,433 |
68,758 | |
|
Suffolk Bancorp |
11,495 |
332,780 | |
|
Sun Bancorp, Inc., New Jersey |
3,985 |
22,157 | |
|
SunTrust Banks, Inc. |
339,380 |
7,931,311 | |
|
Superior Bancorp (a) |
3,571 |
9,427 | |
|
Susquehanna Bancshares, Inc., Pennsylvania (c) |
59,662 |
348,426 | |
|
SVB Financial Group (a)(c) |
27,721 |
1,101,910 | |
|
Synovus Financial Corp. |
245,065 |
906,741 | |
|
Taylor Capital Group, Inc. (a)(c) |
7,332 |
48,904 | |
|
TCF Financial Corp. (c) |
85,000 |
1,169,600 | |
|
Texas Capital Bancshares, Inc. (a)(c) |
37,386 |
618,738 | |
|
TIB Financial Corp. (c) |
2,255 |
3,315 | |
|
Tompkins Financial Corp. |
6,441 |
281,472 | |
|
TowneBank (c) |
21,000 |
265,440 | |
|
Trico Bancshares |
14,031 |
237,685 | |
|
Trustmark Corp. |
48,414 |
921,318 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Commercial Banks - continued | |||
|
U.S. Bancorp, Delaware |
1,320,940 |
$ 29,879,663 | |
|
UCBH Holdings, Inc. (c) |
76,200 |
100,584 | |
|
UMB Financial Corp. |
21,290 |
852,239 | |
|
Umpqua Holdings Corp. (c) |
61,601 |
635,106 | |
|
Union Bankshares Corp. |
7,261 |
122,057 | |
|
United Bankshares, Inc., West Virginia |
33,000 |
647,790 | |
|
United Community Banks, Inc., Georgia (c) |
44,050 |
296,897 | |
|
Univest Corp. of Pennsylvania |
4,000 |
83,080 | |
|
Valley National Bancorp |
110,250 |
1,285,515 | |
|
Virginia Commerce Bancorp, Inc. (a) |
28,207 |
99,853 | |
|
VIST Financial Corp. |
1,594 |
9,325 | |
|
W Holding Co., Inc. (c) |
1,270 |
12,637 | |
|
Washington Banking Co., Oak Harbor |
6,532 |
64,210 | |
|
Washington Trust Bancorp, Inc. (c) |
8,654 |
151,012 | |
|
Webster Financial Corp. (c) |
73,147 |
956,031 | |
|
Wells Fargo & Co. |
3,393,547 |
93,390,413 | |
|
WesBanco, Inc. |
21,326 |
313,066 | |
|
West Coast Bancorp, Oregon (c) |
16,191 |
39,344 | |
|
Westamerica Bancorp. |
26,362 |
1,355,798 | |
|
Western Alliance Bancorp. (a)(c) |
56,306 |
412,723 | |
|
Whitney Holding Corp. |
43,848 |
395,070 | |
|
Wilmington Trust Corp., Delaware (c) |
49,762 |
698,161 | |
|
Wilshire Bancorp, Inc. (c) |
14,330 |
118,652 | |
|
Wintrust Financial Corp. (c) |
31,370 |
868,008 | |
|
Zions Bancorp (c) |
95,577 |
1,688,846 | |
|
|
244,658,101 | ||
|
Consumer Finance - 0.6% | |||
|
Advance America Cash Advance Centers, Inc. |
28,794 |
165,278 | |
|
Advanta Corp. Class B |
19,860 |
13,920 | |
|
American Express Co. (c) |
790,364 |
26,730,110 | |
|
AmeriCredit Corp. (a)(c) |
40,315 |
695,837 | |
|
Capital One Financial Corp. (c) |
333,623 |
12,440,802 | |
|
Cash America International, Inc. (c) |
19,680 |
551,630 | |
|
CompuCredit Holdings Corp. (a)(c) |
12,844 |
56,128 | |
|
Consumer Portfolio Services, Inc. (a) |
2,866 |
2,665 | |
|
Discover Financial Services (c) |
394,574 |
5,425,393 | |
|
Dollar Financial Corp. (a)(c) |
20,747 |
361,620 | |
|
EZCORP, Inc. (non-vtg.) Class A (a)(c) |
38,049 |
508,715 | |
|
First Cash Financial Services, Inc. (a)(c) |
23,673 |
444,816 | |
|
First Marblehead Corp. (a) |
26,295 |
69,419 | |
|
Nelnet, Inc. Class A (a)(c) |
25,839 |
381,384 | |
|
Rewards Network, Inc. (a) |
939 |
12,395 | |
|
SLM Corp. (a)(c) |
363,597 |
3,236,013 | |
|
Student Loan Corp. |
1,260 |
61,942 | |
|
World Acceptance Corp. (a)(c) |
25,221 |
656,503 | |
|
|
51,814,570 | ||
|
Diversified Financial Services - 3.7% | |||
|
Asset Acceptance Capital Corp. (a)(c) |
7,523 |
54,767 | |
|
Asta Funding, Inc. (c) |
5,197 |
45,474 | |
|
| |||
|
Shares |
Value | ||
|
Bank of America Corp. |
5,752,809 |
$ 101,191,910 | |
|
CIT Group, Inc. (c) |
317,960 |
553,250 | |
|
Citigroup, Inc. |
8,415,911 |
42,079,555 | |
|
CME Group, Inc. |
50,212 |
14,613,700 | |
|
Encore Capital Group, Inc. (a)(c) |
11,268 |
167,893 | |
|
Financial Federal Corp. |
19,924 |
466,620 | |
|
Interactive Brokers Group, Inc. (a) |
34,107 |
647,351 | |
|
IntercontinentalExchange, Inc. (a)(c) |
53,216 |
4,991,661 | |
|
JPMorgan Chase & Co. |
2,804,785 |
121,895,956 | |
|
KKR Financial Holdings LLC |
220,353 |
850,563 | |
|
Leucadia National Corp. (a)(c) |
132,195 |
3,287,690 | |
|
Life Partners Holdings, Inc. (c) |
17,373 |
297,773 | |
|
MarketAxess Holdings, Inc. (a) |
26,498 |
293,863 | |
|
Marlin Business Services Corp. (a) |
13,466 |
100,995 | |
|
Medallion Financial Corp. |
100 |
835 | |
|
MicroFinancial, Inc. |
100 |
345 | |
|
Moody's Corp. |
140,000 |
3,813,600 | |
|
MSCI, Inc. Class A (a) |
72,434 |
2,131,008 | |
|
NewStar Financial, Inc. (a) |
20,000 |
55,200 | |
|
NYSE Euronext |
188,669 |
5,346,879 | |
|
PHH Corp. (a)(c) |
82,017 |
1,743,681 | |
|
PICO Holdings, Inc. (a)(c) |
13,929 |
461,468 | |
|
Portfolio Recovery Associates, Inc. (a)(c) |
12,533 |
550,449 | |
|
Resource America, Inc. Class A |
2,747 |
13,982 | |
|
Teton Advisors, Inc. |
106 |
38 | |
|
The NASDAQ Stock Market, Inc. (a)(c) |
110,764 |
2,431,270 | |
|
|
308,087,776 | ||
|
Insurance - 4.0% | |||
|
21st Century Holding Co. (c) |
1,486 |
5,483 | |
|
AFLAC, Inc. |
354,157 |
14,385,857 | |
|
Alleghany Corp. |
4,397 |
1,220,607 | |
|
Allied World Assurance Co. Holdings Ltd. |
27,000 |
1,250,910 | |
|
Allstate Corp. |
396,330 |
11,648,139 | |
|
AMBAC Financial Group, Inc. (c) |
170,549 |
300,166 | |
|
American Equity Investment Life Holding Co. (c) |
59,688 |
481,682 | |
|
American Financial Group, Inc. |
55,143 |
1,414,418 | |
|
American Independence Corp. (a) |
587 |
2,583 | |
|
American International Group, Inc. (c) |
79,246 |
3,592,221 | |
|
American National Insurance Co. |
11,084 |
957,325 | |
|
American Physicians Capital, Inc. |
15,330 |
457,447 | |
|
Amerisafe, Inc. (a) |
26,805 |
457,829 | |
|
Amtrust Financial Services, Inc. (c) |
27,691 |
349,737 | |
|
Aon Corp. (c) |
178,050 |
7,435,368 | |
|
Arch Capital Group Ltd. (a) |
42,274 |
2,746,542 | |
|
Argo Group International Holdings, Ltd. (a) |
30,409 |
1,074,046 | |
|
Arthur J. Gallagher & Co. (c) |
69,000 |
1,640,130 | |
|
Aspen Insurance Holdings Ltd. |
70,807 |
1,798,498 | |
|
Assurant, Inc. |
85,940 |
2,573,903 | |
|
Assured Guaranty Ltd. |
71,694 |
1,426,711 | |
|
Axis Capital Holdings Ltd. (c) |
101,545 |
3,095,092 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Insurance - continued | |||
|
Baldwin & Lyons, Inc. Class B |
4,120 |
$ 91,134 | |
|
Berkshire Hathaway, Inc. Class A (a) |
886 |
89,353,100 | |
|
Brown & Brown, Inc. (c) |
81,000 |
1,609,470 | |
|
Cincinnati Financial Corp. |
107,685 |
2,769,658 | |
|
Citizens, Inc. Class A (a)(c) |
10,251 |
69,809 | |
|
CNA Financial Corp. (c) |
15,858 |
388,045 | |
|
CNA Surety Corp. (a) |
10,202 |
162,008 | |
|
Conseco, Inc. (a)(c) |
255,122 |
1,094,473 | |
|
Crawford & Co. Class B (a)(c) |
12,173 |
56,361 | |
|
Delphi Financial Group, Inc. Class A |
36,189 |
845,737 | |
|
Donegal Group, Inc. Class A |
4,000 |
58,720 | |
|
eHealth, Inc. (a)(c) |
26,465 |
489,603 | |
|
EMC Insurance Group |
5,875 |
126,313 | |
|
Employers Holdings, Inc. |
42,267 |
627,242 | |
|
Endurance Specialty Holdings Ltd. |
38,455 |
1,325,544 | |
|
Enstar Group Ltd. (a) |
5,811 |
359,585 | |
|
Erie Indemnity Co. Class A (c) |
22,010 |
851,127 | |
|
Everest Re Group Ltd. |
42,336 |
3,569,348 | |
|
FBL Financial Group, Inc. Class A |
15,106 |
256,802 | |
|
Fidelity National Financial, Inc. Class A |
156,945 |
2,357,314 | |
|
First Acceptance Corp. (a) |
4,717 |
13,302 | |
|
First Mercury Financial Corp. |
26,399 |
382,522 | |
|
Flagstone Reinsurance Holdings Ltd. |
22,474 |
244,068 | |
|
FPIC Insurance Group, Inc. (a) |
10,826 |
345,458 | |
|
Gainsco, Inc. (a) |
24 |
339 | |
|
Genworth Financial, Inc. Class A (c) |
282,624 |
2,984,509 | |
|
Greenlight Capital Re, Ltd. (a) |
15,000 |
274,500 | |
|
Hanover Insurance Group, Inc. (c) |
35,000 |
1,431,150 | |
|
Harleysville Group, Inc. |
9,568 |
310,099 | |
|
Hartford Financial Services Group, Inc. |
286,090 |
6,786,055 | |
|
HCC Insurance Holdings, Inc. (c) |
77,000 |
2,035,880 | |
|
Hilltop Holdings, Inc. (a) |
49,607 |
609,174 | |
|
Horace Mann Educators Corp. |
44,112 |
540,372 | |
|
Independence Holding Co. |
2,923 |
17,713 | |
|
Infinity Property & Casualty Corp. |
16,435 |
722,647 | |
|
Investors Title Co. |
1,263 |
39,406 | |
|
IPC Holdings Ltd. |
43,667 |
1,415,684 | |
|
Kansas City Life Insurance Co. |
1,314 |
46,976 | |
|
Lincoln National Corp. (c) |
204,079 |
5,150,954 | |
|
Loews Corp. |
254,636 |
8,695,819 | |
|
Maiden Holdings Ltd. |
60,916 |
465,398 | |
|
Markel Corp. (a)(c) |
6,839 |
2,249,074 | |
|
Marsh & McLennan Companies, Inc. |
381,000 |
8,968,740 | |
|
Max Capital Group Ltd. |
52,456 |
1,073,250 | |
|
MBIA, Inc. (a)(c) |
173,949 |
1,168,937 | |
|
Meadowbrook Insurance Group, Inc. |
54,430 |
433,807 | |
|
Mercury General Corp. |
16,723 |
621,259 | |
|
MetLife, Inc. (c) |
438,139 |
16,544,129 | |
|
Montpelier Re Holdings Ltd. (c) |
74,764 |
1,202,953 | |
|
National Financial Partners Corp. (c) |
44,490 |
349,247 | |
|
National Security Group, Inc. |
1,845 |
15,111 | |
|
| |||
|
Shares |
Value | ||
|
National Western Life Insurance Co. Class A |
1,133 |
$ 186,616 | |
|
Navigators Group, Inc. (a)(c) |
13,450 |
698,055 | |
|
Nymagic, Inc. |
5,552 |
88,443 | |
|
OdysseyRe Holdings Corp. |
12,963 |
656,576 | |
|
Old Republic International Corp. |
158,026 |
1,882,090 | |
|
OneBeacon Insurance Group Ltd. |
23,931 |
328,573 | |
|
PartnerRe Ltd. |
40,706 |
3,008,580 | |
|
Phoenix Companies, Inc. (a)(c) |
71,358 |
211,933 | |
|
Platinum Underwriters Holdings Ltd. |
39,456 |
1,430,280 | |
|
PMA Capital Corp. Class A (a) |
23,448 |
129,198 | |
|
Presidential Life Corp. |
6,351 |
62,875 | |
|
Principal Financial Group, Inc. (c) |
215,583 |
6,122,557 | |
|
ProAssurance Corp. (a)(c) |
21,839 |
1,146,548 | |
|
Progressive Corp. (a)(c) |
462,697 |
7,643,754 | |
|
Protective Life Corp. (c) |
64,249 |
1,384,566 | |
|
Prudential Financial, Inc. |
320,061 |
16,188,685 | |
|
Reinsurance Group of America, Inc. |
44,985 |
1,936,604 | |
|
RenaissanceRe Holdings Ltd. |
45,609 |
2,483,410 | |
|
RLI Corp. (c) |
12,647 |
670,417 | |
|
Safety Insurance Group, Inc. |
13,214 |
424,566 | |
|
SeaBright Insurance Holdings, Inc. (a) |
44,303 |
443,473 | |
|
Selective Insurance Group, Inc. |
40,110 |
682,672 | |
|
StanCorp Financial Group, Inc. |
33,116 |
1,253,441 | |
|
State Auto Financial Corp. |
7,238 |
124,276 | |
|
Stewart Information Services Corp. (c) |
24,933 |
353,301 | |
|
The Chubb Corp. (c) |
255,990 |
12,643,346 | |
|
The First American Corp. |
58,039 |
1,829,389 | |
|
The Travelers Companies, Inc. |
433,942 |
21,879,356 | |
|
Torchmark Corp. (c) |
61,000 |
2,599,210 | |
|
Tower Group, Inc. |
37,952 |
910,468 | |
|
Transatlantic Holdings, Inc. |
42,000 |
2,052,120 | |
|
Unico American Corp. |
4,102 |
36,918 | |
|
United America Indemnity Ltd. |
31,894 |
198,700 | |
|
United Fire & Casualty Co. |
23,328 |
466,793 | |
|
Unitrin, Inc. |
41,693 |
789,248 | |
|
Unum Group (c) |
252,914 |
5,698,152 | |
|
UTG, Inc. (a) |
300 |
2,700 | |
|
Validus Holdings Ltd. (c) |
33,436 |
857,968 | |
|
W.R. Berkley Corp. |
100,000 |
2,555,000 | |
|
Wesco Financial Corp. |
700 |
211,400 | |
|
White Mountains Insurance Group Ltd. |
7,774 |
2,425,488 | |
|
XL Capital Ltd. Class A |
246,803 |
4,282,032 | |
|
Zenith National Insurance Corp. (c) |
29,762 |
802,384 | |
|
|
339,696,780 | ||
|
Real Estate Investment Trusts - 2.0% | |||
|
Acadia Realty Trust (SBI) (c) |
35,164 |
538,361 | |
|
Agree Realty Corp. |
8,779 |
182,691 | |
|
Alesco Financial, Inc. (a) |
80,057 |
67,248 | |
|
Alexanders, Inc. (c) |
2,401 |
680,203 | |
|
Alexandria Real Estate Equities, Inc. (c) |
26,532 |
1,478,098 | |
|
AMB Property Corp. (SBI) (c) |
99,264 |
2,266,197 | |
|
American Campus Communities, Inc. |
36,771 |
956,414 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Real Estate Investment Trusts - continued | |||
|
American Capital Agency Corp. |
20,193 |
$ 502,604 | |
|
Annaly Capital Management, Inc. (c) |
400,000 |
6,936,000 | |
|
Anthracite Capital, Inc. (c) |
24,616 |
20,924 | |
|
Anworth Mortgage Asset Corp. (c) |
100,606 |
753,539 | |
|
Apartment Investment & Management Co. Class A |
102,089 |
1,242,423 | |
|
Arbor Realty Trust, Inc. (c) |
16,496 |
32,002 | |
|
Arlington Asset Investment Corp. (a) |
117,368 |
61,031 | |
|
Ashford Hospitality Trust, Inc. (c) |
84,350 |
259,798 | |
|
Associated Estates Realty Corp. |
9,366 |
78,112 | |
|
AvalonBay Communities, Inc. (c) |
56,068 |
3,612,461 | |
|
BioMed Realty Trust, Inc. (c) |
70,370 |
948,588 | |
|
Boston Properties, Inc. (c) |
99,574 |
6,032,193 | |
|
Brandywine Realty Trust (SBI) (c) |
94,156 |
998,995 | |
|
BRE Properties, Inc. |
30,699 |
867,861 | |
|
BRT Realty Trust |
5,453 |
28,628 | |
|
Camden Property Trust (SBI) (c) |
44,453 |
1,631,425 | |
|
Capital Trust, Inc. Class A (c) |
10,158 |
31,388 | |
|
CapLease, Inc. (c) |
36,578 |
151,799 | |
|
Capstead Mortgage Corp. (c) |
62,067 |
847,215 | |
|
Care Investment Trust, Inc. |
10,413 |
73,203 | |
|
CBL & Associates Properties, Inc. (c) |
107,969 |
1,011,670 | |
|
Cedar Shopping Centers, Inc. |
41,816 |
268,877 | |
|
Chimera Investment Corp. (c) |
423,047 |
1,607,579 | |
|
Colonial Properties Trust (SBI) (c) |
37,575 |
339,302 | |
|
Corporate Office Properties Trust (SBI) (c) |
35,000 |
1,290,100 | |
|
Cousins Properties, Inc. |
54,303 |
450,172 | |
|
DCT Industrial Trust, Inc. (c) |
180,385 |
952,433 | |
|
Developers Diversified Realty Corp. (c) |
101,468 |
795,509 | |
|
DiamondRock Hospitality Co. (c) |
85,378 |
584,839 | |
|
Digital Realty Trust, Inc. |
47,842 |
2,084,954 | |
|
Douglas Emmett, Inc. (c) |
104,380 |
1,264,042 | |
|
Duke Realty LP (c) |
153,138 |
1,764,150 | |
|
DuPont Fabros Technology, Inc. (c) |
16,600 |
217,128 | |
|
EastGroup Properties, Inc. |
28,128 |
1,058,738 | |
|
Education Realty Trust, Inc. |
23,412 |
136,960 | |
|
Entertainment Properties Trust (SBI) (c) |
29,349 |
920,385 | |
|
Equity Lifestyle Properties, Inc. (c) |
17,301 |
696,365 | |
|
Equity One, Inc. |
14,649 |
230,722 | |
|
Equity Residential (SBI) (c) |
200,000 |
5,462,000 | |
|
Essex Property Trust, Inc. (c) |
17,443 |
1,301,422 | |
|
Extra Space Storage, Inc. (c) |
77,216 |
764,438 | |
|
Federal Realty Investment Trust (SBI) |
41,592 |
2,594,093 | |
|
FelCor Lodging Trust, Inc. (c) |
96,391 |
396,167 | |
|
First Industrial Realty Trust, Inc. (c) |
24,246 |
126,807 | |
|
First Potomac Realty Trust |
52,304 |
559,130 | |
|
Franklin Street Properties Corp. |
67,924 |
965,200 | |
|
Getty Realty Corp. |
20,489 |
483,336 | |
|
Gladstone Commercial Corp. |
1,075 |
14,448 | |
|
Glimcher Realty Trust |
20,141 |
81,168 | |
|
Government Properties Income Trust |
14,127 |
301,329 | |
|
| |||
|
Shares |
Value | ||
|
Gramercy Capital Corp. (a) |
15,559 |
$ 25,517 | |
|
Hatteras Financial Corp. (c) |
33,076 |
988,642 | |
|
HCP, Inc. (c) |
197,000 |
5,610,560 | |
|
Health Care REIT, Inc. (c) |
82,000 |
3,502,220 | |
|
Healthcare Realty Trust, Inc. |
50,617 |
1,095,858 | |
|
Hersha Hospitality Trust |
41,950 |
130,045 | |
|
Highwoods Properties, Inc. (SBI) (c) |
47,000 |
1,380,390 | |
|
Home Properties, Inc. |
20,000 |
759,400 | |
|
Hospitality Properties Trust (SBI) (c) |
73,330 |
1,336,073 | |
|
Host Hotels & Resorts, Inc. (c) |
437,738 |
4,364,248 | |
|
HRPT Properties Trust (SBI) (c) |
157,536 |
1,020,833 | |
|
Inland Real Estate Corp. |
49,435 |
414,265 | |
|
Invesco Mortgage Capital, Inc. |
18,501 |
372,055 | |
|
Investors Real Estate Trust |
59,579 |
551,702 | |
|
iStar Financial, Inc. (c) |
83,192 |
175,535 | |
|
Kilroy Realty Corp. (c) |
46,235 |
1,281,172 | |
|
Kimco Realty Corp. (c) |
272,000 |
3,413,600 | |
|
Kite Realty Group Trust |
25,000 |
91,000 | |
|
LaSalle Hotel Properties (SBI) (c) |
44,880 |
742,764 | |
|
Lexington Corporate Properties Trust |
156,307 |
728,391 | |
|
Liberty Property Trust (SBI) (c) |
69,000 |
2,261,130 | |
|
LTC Properties, Inc. |
24,292 |
618,717 | |
|
Mack-Cali Realty Corp. |
54,500 |
1,745,635 | |
|
Maguire Properties, Inc. (a)(c) |
23,156 |
25,008 | |
|
Medical Properties Trust, Inc. |
102,197 |
773,631 | |
|
MFA Financial, Inc. |
203,114 |
1,608,663 | |
|
Mid-America Apartment Communities, Inc. (c) |
25,168 |
1,101,855 | |
|
Mission West Properties, Inc. |
21,235 |
146,522 | |
|
Monmouth Real Estate Investment Corp. Class A |
6,448 |
45,007 | |
|
National Health Investors, Inc. |
21,217 |
702,283 | |
|
National Retail Properties, Inc. (c) |
52,876 |
1,085,016 | |
|
Nationwide Health Properties, Inc. (c) |
72,093 |
2,298,325 | |
|
Newcastle Investment Corp. |
28,577 |
47,724 | |
|
NorthStar Realty Finance Corp. (c) |
106,156 |
403,393 | |
|
Omega Healthcare Investors, Inc. (c) |
63,998 |
1,082,206 | |
|
One Liberty Properties, Inc. |
12,631 |
113,932 | |
|
Parkway Properties, Inc. |
46,259 |
837,288 | |
|
Pennsylvania Real Estate Investment Trust (SBI) |
63,690 |
422,265 | |
|
Pennymac Mortgage Investment Trust |
12,276 |
242,451 | |
|
Plum Creek Timber Co., Inc. (c) |
114,000 |
3,453,060 | |
|
Post Properties, Inc. (c) |
42,576 |
725,495 | |
|
Potlatch Corp. (c) |
30,259 |
880,537 | |
|
ProLogis Trust (c) |
325,108 |
3,615,201 | |
|
PS Business Parks, Inc. |
15,160 |
802,419 | |
|
Public Storage |
95,000 |
6,702,250 | |
|
RAIT Financial Trust (SBI) (c) |
28,276 |
80,869 | |
|
Ramco-Gershenson Properties Trust (SBI) (c) |
27,394 |
288,185 | |
|
Rayonier, Inc. |
56,000 |
2,405,200 | |
|
Realty Income Corp. |
72,902 |
1,862,646 | |
|
Redwood Trust, Inc. (c) |
60,106 |
963,499 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Real Estate Investment Trusts - continued | |||
|
Regency Centers Corp. (c) |
55,782 |
$ 1,871,486 | |
|
Resource Capital Corp. |
19,474 |
84,128 | |
|
Saul Centers, Inc. |
10,424 |
339,718 | |
|
Senior Housing Properties Trust (SBI) (c) |
78,327 |
1,571,240 | |
|
Simon Property Group, Inc. |
208,081 |
13,238,113 | |
|
SL Green Realty Corp. (c) |
53,400 |
1,884,486 | |
|
Sovran Self Storage, Inc. (c) |
25,331 |
744,478 | |
|
Starwood Property Trust, Inc. |
32,660 |
646,341 | |
|
Strategic Hotel & Resorts, Inc. |
85,107 |
116,597 | |
|
Sun Communities, Inc. (c) |
32,457 |
579,682 | |
|
Sunstone Hotel Investors, Inc. (c) |
30,320 |
189,803 | |
|
Tanger Factory Outlet Centers, Inc. (c) |
23,479 |
883,280 | |
|
Taubman Centers, Inc. (c) |
36,964 |
1,170,650 | |
|
The Macerich Co. (c) |
55,457 |
1,589,398 | |
|
Transcontinental Realty Investors, Inc. (a) |
600 |
6,336 | |
|
U-Store-It Trust (c) |
33,000 |
213,510 | |
|
UDR, Inc. (c) |
101,880 |
1,303,045 | |
|
UMH Properties, Inc. |
5,458 |
44,101 | |
|
Universal Health Realty Income Trust (SBI) |
9,854 |
330,996 | |
|
Urstadt Biddle Properties, Inc. |
365 |
5,238 | |
|
Urstadt Biddle Properties, Inc. Class A |
30,152 |
466,451 | |
|
Ventas, Inc. (c) |
114,000 |
4,469,940 | |
|
Vornado Realty Trust (c) |
119,506 |
6,873,985 | |
|
Walter Investment Management Corp. |
14,410 |
208,080 | |
|
Washington (REIT) (SBI) |
40,563 |
1,093,578 | |
|
Weingarten Realty Investors (SBI) |
90,424 |
1,795,821 | |
|
Winthrop Realty Trust |
5,716 |
52,301 | |
|
|
167,100,328 | ||
|
Real Estate Management & Development - 0.1% | |||
|
Avatar Holdings, Inc. (a) |
1,964 |
37,493 | |
|
Brookfield Properties Corp. |
207,660 |
2,278,032 | |
|
CB Richard Ellis Group, Inc. |
182,302 |
2,158,456 | |
|
Consolidated-Tomoka Land Co. |
2,829 |
98,845 | |
|
Forest City Enterprises, Inc. Class A (c) |
83,148 |
769,119 | |
|
Forestar Group, Inc. (a)(c) |
26,562 |
383,555 | |
|
Jones Lang LaSalle, Inc. (c) |
30,032 |
1,407,900 | |
|
Maui Land & Pineapple, Inc. (a) |
300 |
1,881 | |
|
Tejon Ranch Co. (a)(c) |
10,008 |
255,905 | |
|
The St. Joe Co. (a)(c) |
66,000 |
2,164,800 | |
|
Thomas Properties Group, Inc. |
17,236 |
36,885 | |
|
|
9,592,871 | ||
|
Thrifts & Mortgage Finance - 0.3% | |||
|
Anchor BanCorp Wisconsin, Inc. |
23,617 |
31,174 | |
|
Astoria Financial Corp. (c) |
81,000 |
834,300 | |
|
Bank Mutual Corp. |
51,972 |
456,834 | |
|
BankAtlantic Bancorp, Inc. (non-vtg.) Class A (c) |
2,150 |
8,729 | |
|
BankFinancial Corp. |
10,309 |
101,131 | |
|
BCSB Bancorp, Inc. (a) |
1,892 |
17,520 | |
|
Beneficial Mutual Bancorp, Inc. (a)(c) |
40,486 |
359,921 | |
|
| |||
|
Shares |
Value | ||
|
Berkshire Hills Bancorp, Inc. |
10,481 |
$ 235,927 | |
|
Brookline Bancorp, Inc., Delaware (c) |
70,300 |
733,932 | |
|
Camco Financial Corp. |
404 |
949 | |
|
Capitol Federal Financial (c) |
19,206 |
617,089 | |
|
CFS Bancorp, Inc. |
800 |
3,200 | |
|
Charter Financial Corp., Georgia |
976 |
12,688 | |
|
Citizens South Banking Corp., Delaware |
4,457 |
24,157 | |
|
Clifton Savings Bancorp, Inc. |
17,436 |
183,775 | |
|
Corus Bankshares, Inc. (a)(c) |
27,734 |
7,488 | |
|
Danvers Bancorp, Inc. |
12,572 |
161,676 | |
|
Dime Community Bancshares, Inc. |
60,270 |
675,024 | |
|
Doral Financial Corp. (a)(c) |
1,074 |
3,351 | |
|
ESB Financial Corp. |
6,022 |
80,695 | |
|
ESSA Bancorp, Inc. |
5,000 |
63,300 | |
|
Fannie Mae (c) |
571,925 |
1,103,815 | |
|
Farmer Mac Class C (non-vtg.) |
7,000 |
58,450 | |
|
First Defiance Financial Corp. |
3,662 |
60,936 | |
|
First Financial Holdings, Inc. (c) |
7,180 |
128,809 | |
|
First Financial Service Corp. |
2,933 |
42,558 | |
|
First Niagara Financial Group, Inc. |
119,100 |
1,557,828 | |
|
First Place Financial Corp. |
7,637 |
24,591 | |
|
Flagstar Bancorp, Inc. (a) |
25,355 |
20,284 | |
|
Flushing Financial Corp. |
14,744 |
193,884 | |
|
Freddie Mac (a)(c) |
381,911 |
874,576 | |
|
Guaranty Federal Bancshares, Inc. (a) |
1,075 |
5,848 | |
|
HF Financial Corp. |
3,182 |
41,366 | |
|
Hingham Institution for Savings |
1,751 |
55,769 | |
|
Hudson City Bancorp, Inc. (c) |
345,000 |
4,526,400 | |
|
Indiana Community Bancorp |
2,634 |
25,023 | |
|
MGIC Investment Corp. (c) |
138,604 |
1,126,851 | |
|
NASB Financial, Inc. (c) |
1,400 |
43,092 | |
|
New York Community Bancorp, Inc. (c) |
260,000 |
2,766,400 | |
|
NewAlliance Bancshares, Inc. (c) |
74,000 |
870,240 | |
|
Northwest Bancorp, Inc. (c) |
16,404 |
336,282 | |
|
OceanFirst Financial Corp. |
6,806 |
88,478 | |
|
Ocwen Financial Corp. (a)(c) |
53,024 |
548,798 | |
|
Oritani Financial Corp. (c) |
4,300 |
57,362 | |
|
Pamrapo Bancorp, Inc. |
3,273 |
20,522 | |
|
Parkvale Financial Corp. |
597 |
5,474 | |
|
People's United Financial, Inc. (c) |
127,000 |
2,039,620 | |
|
Provident Financial Holdings, Inc. |
1,612 |
12,993 | |
|
Provident Financial Services, Inc. |
44,816 |
493,872 | |
|
Provident New York Bancorp |
51,443 |
473,790 | |
|
PVF Capital Corp. |
4,876 |
10,581 | |
|
Radian Group, Inc. |
83,311 |
763,962 | |
|
Riverview Bancorp, Inc. |
7,997 |
28,149 | |
|
TF Financial Corp. |
1,890 |
33,377 | |
|
TFS Financial Corp. (c) |
82,949 |
945,619 | |
|
The PMI Group, Inc. |
44,028 |
147,054 | |
|
TierOne Corp. (a) |
11,942 |
27,944 | |
|
Timberland Bancorp, Inc. |
5,856 |
28,519 | |
|
Tree.com, Inc. (a) |
3,810 |
26,861 | |
|
Triad Guaranty, Inc. (a)(c) |
5,075 |
7,917 | |
|
Trustco Bank Corp., New York |
74,801 |
465,262 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Thrifts & Mortgage Finance - continued | |||
|
United Community Financial Corp., Ohio |
12,927 |
$ 19,132 | |
|
ViewPoint Financial Group |
10,000 |
125,200 | |
|
Washington Federal, Inc. (c) |
75,000 |
1,113,000 | |
|
Westfield Financial, Inc. |
30,000 |
274,500 | |
|
WSFS Financial Corp. (c) |
4,835 |
134,026 | |
|
|
26,367,874 | ||
|
TOTAL FINANCIALS |
1,372,643,568 | ||
|
HEALTH CARE - 13.0% | |||
|
Biotechnology - 2.0% | |||
|
Aastrom Biosciences, Inc. (a) |
1,900 |
779 | |
|
Abraxis BioScience, Inc. (a) |
2,220 |
59,762 | |
|
Acadia Pharmaceuticals, Inc. (a)(c) |
22,950 |
134,028 | |
|
Acorda Therapeutics, Inc. (a)(c) |
30,000 |
678,600 | |
|
Alexion Pharmaceuticals, Inc. (a)(c) |
66,653 |
3,008,716 | |
|
Alkermes, Inc. (a) |
76,000 |
687,800 | |
|
Allos Therapeutics, Inc. (a)(c) |
50,679 |
372,491 | |
|
Alnylam Pharmaceuticals, Inc. (a) |
32,109 |
716,673 | |
|
Amgen, Inc. (a) |
766,098 |
45,766,695 | |
|
Amylin Pharmaceuticals, Inc. (a)(c) |
118,586 |
1,494,184 | |
|
Anadys Pharmaceuticals, Inc. (a) |
20,000 |
46,200 | |
|
Antigenics, Inc. (a)(c) |
5,388 |
11,153 | |
|
Arena Pharmaceuticals, Inc. (a)(c) |
152,303 |
708,209 | |
|
ARIAD Pharmaceuticals, Inc. (a) |
84,946 |
186,032 | |
|
ArQule, Inc. (a) |
4,060 |
22,005 | |
|
Array Biopharma, Inc. (a)(c) |
66,004 |
271,936 | |
|
AVI BioPharma, Inc. (a)(c) |
2,700 |
4,617 | |
|
Avigen, Inc. (a) |
1,600 |
2,032 | |
|
BioCryst Pharmaceuticals, Inc. (a)(c) |
12,030 |
150,014 | |
|
Biogen Idec, Inc. (a) |
215,551 |
10,822,816 | |
|
BioMarin Pharmaceutical, Inc. (a)(c) |
85,226 |
1,403,672 | |
|
BioSphere Medical, Inc. (a) |
800 |
2,768 | |
|
Celera Corp. (a) |
65,299 |
427,055 | |
|
Celgene Corp. (a)(c) |
350,446 |
18,282,768 | |
|
Cell Genesys, Inc. (a) |
103,415 |
35,337 | |
|
Cell Therapeutics, Inc. (a)(c) |
300,000 |
495,000 | |
|
Cephalon, Inc. (a)(c) |
49,000 |
2,789,570 | |
|
Cepheid, Inc. (a)(c) |
45,427 |
544,670 | |
|
Cubist Pharmaceuticals, Inc. (a)(c) |
45,855 |
948,281 | |
|
CuraGen Corp. (a) |
5,707 |
7,990 | |
|
Cytokinetics, Inc. (a) |
14,366 |
45,540 | |
|
Dendreon Corp. (a)(c) |
91,579 |
2,140,201 | |
|
Dyax Corp. (a) |
46,447 |
169,067 | |
|
Dynavax Technologies Corp. (a) |
35,880 |
64,584 | |
|
Emergent BioSolutions, Inc. (a) |
21,536 |
399,062 | |
|
EntreMed, Inc. (a) |
3,700 |
1,961 | |
|
Enzon Pharmaceuticals, Inc. (a)(c) |
46,219 |
331,390 | |
|
Exact Sciences Corp. (a) |
3,245 |
6,977 | |
|
Facet Biotech Corp. (a) |
16,400 |
164,656 | |
|
| |||
|
Shares |
Value | ||
|
GenVec, Inc. (a)(c) |
20,350 |
$ 15,334 | |
|
Genzyme Corp. (a)(c) |
197,088 |
10,979,772 | |
|
Geron Corp. (a)(c) |
84,098 |
597,096 | |
|
Gilead Sciences, Inc. (a)(c) |
683,522 |
30,799,501 | |
|
GTC Biotherapeutics, Inc. (a) |
410 |
746 | |
|
GTx, Inc. (a)(c) |
15,000 |
141,150 | |
|
Halozyme Therapeutics, Inc. (a)(c) |
53,616 |
398,903 | |
|
Hemispherx Biopharma, Inc. (a)(c) |
800 |
1,776 | |
|
Human Genome Sciences, Inc. (a) |
118,259 |
2,339,163 | |
|
Idenix Pharmaceuticals, Inc. (a) |
4,502 |
13,776 | |
|
Idera Pharmaceuticals, Inc. (a)(c) |
9,000 |
68,310 | |
|
ImmunoGen, Inc. (a)(c) |
41,749 |
304,350 | |
|
Immunomedics, Inc. (a) |
5,227 |
28,801 | |
|
Incyte Corp. (a)(c) |
111,927 |
737,599 | |
|
Infinity Pharmaceuticals, Inc. (a) |
53 |
371 | |
|
InterMune, Inc. (c) |
40,081 |
608,430 | |
|
Isis Pharmaceuticals, Inc. (a)(c) |
74,678 |
1,205,303 | |
|
Keryx Biopharmaceuticals, Inc. (a) |
23,883 |
31,526 | |
|
La Jolla Pharmaceutical Co. (a) |
2,083 |
479 | |
|
Lexicon Pharmaceuticals, Inc. (a) |
6,506 |
9,824 | |
|
Ligand Pharmaceuticals, Inc.: |
|
||
|
rights 12/31/11 (a) |
2,082 |
0 | |
|
Class B (a)(c) |
116,946 |
280,670 | |
|
MannKind Corp. (a)(c) |
62,676 |
488,246 | |
|
Martek Biosciences (c) |
37,649 |
924,283 | |
|
Maxygen, Inc. (a) |
29,687 |
210,184 | |
|
Medarex, Inc. (a)(c) |
120,200 |
1,923,200 | |
|
Medivation, Inc. (a)(c) |
28,094 |
711,340 | |
|
Metabolix, Inc. (a) |
16,896 |
163,891 | |
|
Momenta Pharmaceuticals, Inc. (a)(c) |
30,314 |
300,109 | |
|
Myriad Genetics, Inc. (a) |
72,648 |
2,220,849 | |
|
Myriad Pharmaceuticals, Inc. (a) |
80,016 |
360,072 | |
|
Nabi Biopharmaceuticals (a) |
12,447 |
37,963 | |
|
Neurocrine Biosciences, Inc. (a) |
15,860 |
47,421 | |
|
Novavax, Inc. (a)(c) |
6,883 |
41,573 | |
|
NPS Pharmaceuticals, Inc. (a) |
78,167 |
325,956 | |
|
OncoGenex Pharmaceuticals, Inc. (a) |
2,200 |
88,352 | |
|
ONYX Pharmaceuticals, Inc. (a)(c) |
40,824 |
1,309,226 | |
|
Orchid Cellmark, Inc. (a) |
3,164 |
5,537 | |
|
OREXIGEN Therapeutics, Inc. (a)(c) |
12,000 |
95,040 | |
|
Orthologic Corp. (a) |
7,445 |
4,988 | |
|
OSI Pharmaceuticals, Inc. (a)(c) |
39,211 |
1,310,432 | |
|
Osiris Therapeutics, Inc. (a)(c) |
16,000 |
233,920 | |
|
PDL BioPharma, Inc. |
92,000 |
832,600 | |
|
Peregrine Pharmaceuticals, Inc. (a) |
8,337 |
6,419 | |
|
Pharmasset, Inc. (a) |
18,329 |
338,353 | |
|
Progenics Pharmaceuticals, Inc. (a)(c) |
24,778 |
130,580 | |
|
Regeneron Pharmaceuticals, Inc. (a) |
51,359 |
1,167,390 | |
|
Repligen Corp. (a) |
6,096 |
30,602 | |
|
Rigel Pharmaceuticals, Inc. (a)(c) |
54,426 |
383,703 | |
|
Sangamo Biosciences, Inc. (a) |
43,327 |
303,722 | |
|
Savient Pharmaceuticals, Inc. (a)(c) |
51,925 |
721,238 | |
|
SciClone Pharmaceuticals, Inc. (a)(c) |
7,834 |
38,073 | |
|
Seattle Genetics, Inc. (a)(c) |
42,640 |
522,340 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
HEALTH CARE - continued | |||
|
Biotechnology - continued | |||
|
Spectrum Pharmaceuticals, Inc. (a)(c) |
192 |
$ 1,632 | |
|
StemCells, Inc. (a) |
7,323 |
11,936 | |
|
Telik, Inc. (a) |
13,264 |
11,672 | |
|
Theravance, Inc. (a)(c) |
50,642 |
788,496 | |
|
Trimeris, Inc. |
16,866 |
41,659 | |
|
United Therapeutics Corp. (a)(c) |
19,242 |
1,760,835 | |
|
Vanda Pharmaceuticals, Inc. (a) |
33,405 |
456,312 | |
|
Vertex Pharmaceuticals, Inc. (a)(c) |
130,092 |
4,866,742 | |
|
Vical, Inc. (a)(c) |
1,900 |
8,759 | |
|
XOMA Ltd. (a)(c) |
118,882 |
103,427 | |
|
Zymogenetics, Inc. (a)(c) |
47,216 |
277,630 | |
|
|
165,574,873 | ||
|
Health Care Equipment & Supplies - 2.2% | |||
|
Abaxis, Inc. (a)(c) |
35,896 |
954,834 | |
|
Abiomed, Inc. (a) |
42,289 |
350,153 | |
|
Accuray, Inc. (a)(c) |
40,848 |
262,244 | |
|
Align Technology, Inc. (a)(c) |
51,536 |
690,582 | |
|
American Medical Systems Holdings, Inc. (a)(c) |
51,602 |
786,414 | |
|
Analogic Corp. (c) |
10,743 |
381,914 | |
|
Angiodynamics, Inc. (a) |
30,684 |
397,358 | |
|
Aspect Medical Systems, Inc. (a) |
6,586 |
42,348 | |
|
Atrion Corp. |
239 |
32,743 | |
|
Baxter International, Inc. |
455,905 |
25,950,113 | |
|
Beckman Coulter, Inc. |
48,897 |
3,311,305 | |
|
Becton, Dickinson & Co. |
167,357 |
11,651,394 | |
|
BioLase Technology, Inc. (a) |
4,009 |
8,459 | |
|
Boston Scientific Corp. (a)(c) |
1,101,272 |
12,939,946 | |
|
C.R. Bard, Inc. (c) |
70,228 |
5,658,972 | |
|
Candela Corp. (a) |
10,141 |
17,138 | |
|
Cantel Medical Corp. (a) |
25,300 |
340,032 | |
|
Cardiac Science Corp. (a) |
18,171 |
57,239 | |
|
Cerus Corp. (a)(c) |
7,762 |
16,378 | |
|
Conceptus, Inc. (a)(c) |
36,912 |
668,845 | |
|
CONMED Corp. (a)(c) |
22,708 |
404,884 | |
|
Cooper Companies, Inc. (c) |
29,278 |
799,875 | |
|
Cryolife, Inc. (a) |
24,384 |
181,661 | |
|
Cutera, Inc. (a) |
17,971 |
157,067 | |
|
Cyberonics, Inc. (a)(c) |
37,461 |
563,413 | |
|
Cynosure, Inc. Class A (a) |
4,942 |
54,115 | |
|
DENTSPLY International, Inc. (c) |
100,849 |
3,399,620 | |
|
DexCom, Inc. (a)(c) |
17,534 |
136,941 | |
|
Edwards Lifesciences Corp. (a)(c) |
41,172 |
2,547,723 | |
|
ev3, Inc. (a)(c) |
68,550 |
873,327 | |
|
Exactech, Inc. (a) |
2,735 |
40,669 | |
|
Fonar Corp. (a) |
837 |
1,574 | |
|
Gen-Probe, Inc. (a) |
36,069 |
1,390,460 | |
|
Greatbatch, Inc. (a)(c) |
28,241 |
608,029 | |
|
Haemonetics Corp. (a)(c) |
20,658 |
1,087,437 | |
|
HealthTronics, Inc. (a) |
8,119 |
20,785 | |
|
Hill-Rom Holdings, Inc. |
43,235 |
885,885 | |
|
| |||
|
Shares |
Value | ||
|
Hologic, Inc. (a)(c) |
196,221 |
$ 3,227,835 | |
|
Hospira, Inc. (a)(c) |
112,521 |
4,398,446 | |
|
I-Flow Corp. (a) |
11,248 |
101,232 | |
|
ICU Medical, Inc. (a)(c) |
21,567 |
802,077 | |
|
IDEXX Laboratories, Inc. (a)(c) |
39,739 |
2,017,152 | |
|
Immucor, Inc. (a)(c) |
49,842 |
901,642 | |
|
Insulet Corp. (a)(c) |
6,260 |
57,655 | |
|
Integra LifeSciences Holdings Corp. (a)(c) |
16,514 |
558,008 | |
|
Intuitive Surgical, Inc. (a) |
28,146 |
6,268,396 | |
|
Invacare Corp. (c) |
38,841 |
841,296 | |
|
Inverness Medical Innovations, Inc. (a)(c) |
59,028 |
2,101,397 | |
|
IRIS International, Inc. (a) |
23,799 |
244,654 | |
|
IVAX Diagnostics, Inc. (a) |
3,600 |
2,304 | |
|
Kensey Nash Corp. (a) |
28,556 |
745,597 | |
|
Kewaunee Scientific Corp. |
1,601 |
21,309 | |
|
Kinetic Concepts, Inc. (a)(c) |
41,103 |
1,313,241 | |
|
Masimo Corp. (a)(c) |
37,353 |
938,307 | |
|
Medical Action Industries, Inc. (a) |
15,016 |
188,150 | |
|
Medtronic, Inc. (c) |
845,688 |
32,389,850 | |
|
Meridian Bioscience, Inc. (c) |
41,244 |
993,980 | |
|
Merit Medical Systems, Inc. (a)(c) |
27,493 |
496,249 | |
|
Misonix, Inc. (a) |
3,000 |
7,500 | |
|
Natus Medical, Inc. (a)(c) |
28,650 |
408,263 | |
|
Neogen Corp. (a)(c) |
17,263 |
483,364 | |
|
Neoprobe Corp. (a) |
100 |
125 | |
|
NuVasive, Inc. (a)(c) |
32,642 |
1,307,965 | |
|
NxStage Medical, Inc. (a)(c) |
36,056 |
222,826 | |
|
OraSure Technologies, Inc. (a) |
23,767 |
62,745 | |
|
Orthofix International NV (a) |
22,410 |
613,362 | |
|
Osteotech, Inc. (a) |
3,427 |
14,805 | |
|
Otix Global, Inc. (a) |
3,941 |
3,586 | |
|
Palomar Medical Technologies, Inc. (a) |
10,806 |
149,987 | |
|
PLC Systems, Inc. (a) |
400 |
124 | |
|
Quidel Corp. (a)(c) |
47,431 |
732,335 | |
|
ResMed, Inc. (a)(c) |
57,659 |
2,647,125 | |
|
Retractable Technologies, Inc. (a) |
6,105 |
6,349 | |
|
RTI Biologics, Inc. (a) |
25,405 |
115,593 | |
|
Sirona Dental Systems, Inc. (a) |
13,981 |
369,658 | |
|
Somanetics Corp. (a) |
11,971 |
156,581 | |
|
SonoSite, Inc. (a)(c) |
29,185 |
679,135 | |
|
St. Jude Medical, Inc. (a)(c) |
257,041 |
9,906,360 | |
|
Staar Surgical Co. (a) |
3,978 |
11,735 | |
|
Stereotaxis, Inc. (a)(c) |
28,535 |
100,443 | |
|
Steris Corp. |
32,480 |
942,570 | |
|
Stryker Corp. (c) |
224,885 |
9,323,732 | |
|
SurModics, Inc. (a)(c) |
22,713 |
519,901 | |
|
Symmetry Medical, Inc. (a) |
34,161 |
376,454 | |
|
Synovis Life Technologies, Inc. (a) |
11,000 |
173,030 | |
|
Teleflex, Inc. |
26,627 |
1,206,203 | |
|
The Spectranetics Corp. (a) |
20,955 |
122,168 | |
|
Theragenics Corp. (a) |
1,300 |
1,742 | |
|
ThermoGenesis Corp. (a) |
73,719 |
46,074 | |
|
Thoratec Corp. (a)(c) |
39,564 |
1,038,159 | |
|
TomoTherapy, Inc. (a) |
19,200 |
64,320 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
HEALTH CARE - continued | |||
|
Health Care Equipment & Supplies - continued | |||
|
Urologix, Inc. (a) |
3,800 |
$ 4,598 | |
|
Varian Medical Systems, Inc. (a)(c) |
86,977 |
3,746,099 | |
|
Volcano Corp. (a)(c) |
43,320 |
619,476 | |
|
West Pharmaceutical Services, Inc. (c) |
24,982 |
1,004,027 | |
|
Wright Medical Group, Inc. (a)(c) |
34,533 |
560,816 | |
|
Young Innovations, Inc. |
2,508 |
58,888 | |
|
Zimmer Holdings, Inc. (a) |
160,481 |
7,598,775 | |
|
Zoll Medical Corp. (a)(c) |
21,697 |
390,112 | |
|
|
182,077,763 | ||
|
Health Care Providers & Services - 2.2% | |||
|
Aetna, Inc. |
332,000 |
9,462,000 | |
|
Air Methods Corp. (a)(c) |
15,951 |
544,408 | |
|
Alliance Healthcare Services, Inc. (a)(c) |
49,118 |
271,623 | |
|
Almost Family, Inc. (a) |
6,641 |
183,092 | |
|
Amedisys, Inc. (a) |
17,439 |
776,733 | |
|
America Service Group, Inc. |
11,000 |
200,640 | |
|
American Dental Partners, Inc. (a) |
4,710 |
60,853 | |
|
AMERIGROUP Corp. (a)(c) |
35,062 |
829,216 | |
|
AmerisourceBergen Corp. |
220,000 |
4,688,200 | |
|
AMN Healthcare Services, Inc. (a)(c) |
43,361 |
427,973 | |
|
AmSurg Corp. (a)(c) |
29,663 |
602,159 | |
|
Animal Health International, Inc. (a) |
5,300 |
10,706 | |
|
Assisted Living Concepts, Inc. Class A (a) |
9,800 |
198,254 | |
|
Bio-Reference Laboratories, Inc. (a)(c) |
18,564 |
617,067 | |
|
BioScrip, Inc. (a) |
8,518 |
50,086 | |
|
Brookdale Senior Living, Inc. |
34,111 |
542,024 | |
|
Capital Senior Living Corp. (a) |
30,965 |
166,901 | |
|
Cardinal Health, Inc. |
259,066 |
8,958,502 | |
|
CardioNet, Inc. (a) |
27,873 |
200,686 | |
|
Catalyst Health Solutions, Inc. (a) |
30,014 |
857,200 | |
|
Centene Corp. (a)(c) |
31,879 |
551,825 | |
|
Chemed Corp. |
15,700 |
683,578 | |
|
Chindex International, Inc. (a) |
10,687 |
144,702 | |
|
CIGNA Corp. (c) |
200,212 |
5,892,239 | |
|
Clarient, Inc. (a) |
3,500 |
13,755 | |
|
Community Health Systems, Inc. (a)(c) |
67,270 |
2,069,898 | |
|
Corvel Corp. (a)(c) |
2,959 |
88,948 | |
|
Coventry Health Care, Inc. (a)(c) |
104,184 |
2,274,337 | |
|
Cross Country Healthcare, Inc. (a)(c) |
33,894 |
312,164 | |
|
DaVita, Inc. (a)(c) |
79,000 |
4,085,090 | |
|
Dialysis Corp. of America (a) |
3,005 |
17,940 | |
|
Emdeon, Inc. Class A |
17,760 |
309,734 | |
|
Emergency Medical Services Corp. |
18,209 |
825,778 | |
|
Express Scripts, Inc. (a) |
171,554 |
12,389,630 | |
|
Five Star Quality Care, Inc. (a) |
28,197 |
95,588 | |
|
Genoptix, Inc. (a)(c) |
7,604 |
218,159 | |
|
Gentiva Health Services, Inc. (a)(c) |
28,072 |
618,988 | |
|
Hanger Orthopedic Group, Inc. (a) |
31,595 |
442,646 | |
|
Health Management Associates, Inc. Class A (a)(c) |
199,688 |
1,379,844 | |
|
| |||
|
Shares |
Value | ||
|
Health Net, Inc. (a) |
71,159 |
$ 1,090,156 | |
|
HealthSouth Corp. (a)(c) |
83,312 |
1,300,500 | |
|
Healthspring, Inc. (a) |
40,674 |
538,117 | |
|
Healthways, Inc. (a) |
39,343 |
514,606 | |
|
Henry Schein, Inc. (a)(c) |
61,518 |
3,259,224 | |
|
HMS Holdings Corp. (a)(c) |
18,275 |
687,323 | |
|
Hooper Holmes, Inc. (a) |
7,290 |
6,561 | |
|
Humana, Inc. (a)(c) |
121,000 |
4,319,700 | |
|
InVentiv Health, Inc. (a)(c) |
48,357 |
768,876 | |
|
IPC The Hospitalist Co., Inc. (a) |
11,000 |
324,940 | |
|
Kindred Healthcare, Inc. (a)(c) |
26,367 |
376,521 | |
|
Laboratory Corp. of America Holdings (a)(c) |
80,000 |
5,583,200 | |
|
Landauer, Inc. (c) |
12,764 |
702,531 | |
|
LCA-Vision, Inc. (a) |
8,343 |
45,219 | |
|
LHC Group, Inc. (a)(c) |
14,902 |
364,354 | |
|
LifePoint Hospitals, Inc. (a)(c) |
37,000 |
929,810 | |
|
Lincare Holdings, Inc. (a)(c) |
50,000 |
1,319,500 | |
|
Magellan Health Services, Inc. (a)(c) |
30,345 |
973,771 | |
|
McKesson Corp. |
202,352 |
11,505,735 | |
|
Medcath Corp. (a) |
8,479 |
77,328 | |
|
Medco Health Solutions, Inc. (a)(c) |
363,806 |
20,089,367 | |
|
MEDNAX, Inc. (a) |
31,000 |
1,614,170 | |
|
Molina Healthcare, Inc. (a)(c) |
9,814 |
198,734 | |
|
MWI Veterinary Supply, Inc. (a)(c) |
21,455 |
798,341 | |
|
National Healthcare Corp. |
4,894 |
187,049 | |
|
NightHawk Radiology Holdings, Inc. (a) |
15,857 |
98,789 | |
|
Odyssey Healthcare, Inc. (a)(c) |
41,774 |
538,049 | |
|
Omnicare, Inc. |
83,000 |
1,899,870 | |
|
Owens & Minor, Inc. |
32,151 |
1,422,682 | |
|
Patterson Companies, Inc. (a)(c) |
71,841 |
1,956,230 | |
|
PDI, Inc. (a) |
1,588 |
8,353 | |
|
PharMerica Corp. (a)(c) |
33,940 |
680,497 | |
|
Providence Service Corp. (a) |
15,408 |
175,035 | |
|
PSS World Medical, Inc. (a)(c) |
43,019 |
879,308 | |
|
Psychiatric Solutions, Inc. (a)(c) |
34,813 |
932,640 | |
|
Quest Diagnostics, Inc. (c) |
115,000 |
6,205,400 | |
|
RehabCare Group, Inc. (a) |
20,335 |
426,832 | |
|
ResCare, Inc. (a)(c) |
18,619 |
270,162 | |
|
Rural/Metro Corp. (a) |
7,404 |
28,653 | |
|
Skilled Healthcare Group, Inc. (a) |
39,556 |
299,043 | |
|
SRI/Surgical Express, Inc. (a) |
900 |
1,719 | |
|
Sun Healthcare Group, Inc. (a)(c) |
34,118 |
281,132 | |
|
Sunrise Senior Living, Inc. (a) |
36,429 |
80,508 | |
|
Tenet Healthcare Corp. (a) |
320,000 |
1,491,200 | |
|
Triple-S Management Corp. (a) |
23,521 |
436,079 | |
|
U.S. Physical Therapy, Inc. (a) |
12,075 |
175,329 | |
|
UnitedHealth Group, Inc. |
891,546 |
24,963,288 | |
|
Universal American Financial Corp. (a) |
39,049 |
358,470 | |
|
Universal Health Services, Inc. Class B |
35,000 |
2,056,600 | |
|
VCA Antech, Inc. (a)(c) |
61,413 |
1,519,972 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
HEALTH CARE - continued | |||
|
Health Care Providers & Services - continued | |||
|
Wellcare Health Plans, Inc. (a) |
31,976 |
$ 776,058 | |
|
WellPoint, Inc. (a) |
362,077 |
19,135,769 | |
|
|
186,736,466 | ||
|
Health Care Technology - 0.1% | |||
|
A.D.A.M., Inc. (a) |
1,800 |
6,138 | |
|
Allscripts-Misys Healthcare Solutions, Inc. (c) |
36,249 |
538,298 | |
|
AMICAS, Inc. (a) |
9,737 |
34,566 | |
|
athenahealth, Inc. (a)(c) |
22,920 |
922,072 | |
|
Cerner Corp. (a)(c) |
47,500 |
2,931,225 | |
|
Computer Programs & Systems, Inc. (c) |
18,590 |
719,433 | |
|
Eclipsys Corp. (a)(c) |
40,841 |
684,495 | |
|
HLTH Corp. (a) |
72,138 |
1,046,722 | |
|
IMS Health, Inc. (c) |
130,000 |
1,801,800 | |
|
MedAssets, Inc. (a)(c) |
31,260 |
698,036 | |
|
Medidata Solutions, Inc. |
17,000 |
269,620 | |
|
Merge Healthcare, Inc. (a) |
11,344 |
36,301 | |
|
Omnicell, Inc. (a)(c) |
29,246 |
321,121 | |
|
Phase Forward, Inc. (a)(c) |
49,420 |
635,541 | |
|
Quality Systems, Inc. (c) |
16,154 |
869,731 | |
|
Vital Images, Inc. (a)(c) |
11,918 |
151,478 | |
|
|
11,666,577 | ||
|
Life Sciences Tools & Services - 0.6% | |||
|
Accelrys, Inc. (a) |
4,972 |
28,539 | |
|
Affymetrix, Inc. (a) |
95,802 |
739,591 | |
|
Albany Molecular Research, Inc. (a)(c) |
27,799 |
224,060 | |
|
AMAG Pharmaceuticals, Inc. (a)(c) |
17,373 |
712,988 | |
|
Bio-Rad Laboratories, Inc. Class A (a) |
13,098 |
1,129,833 | |
|
Bruker BioSciences Corp. (a)(c) |
56,937 |
577,911 | |
|
Caliper Life Sciences, Inc. (a) |
5,632 |
10,307 | |
|
Cambrex Corp. (a) |
21,547 |
117,862 | |
|
Charles River Laboratories International, Inc. (a)(c) |
48,000 |
1,655,520 | |
|
Covance, Inc. (a)(c) |
45,195 |
2,399,855 | |
|
Cryo-Cell International, Inc. (a) |
9,581 |
22,228 | |
|
Dionex Corp. (a)(c) |
14,117 |
848,996 | |
|
Enzo Biochem, Inc. (a) |
17,097 |
87,024 | |
|
eResearchTechnology, Inc. (a) |
63,136 |
397,125 | |
|
Exelixis, Inc. (a)(c) |
113,877 |
647,960 | |
|
Harvard Bioscience, Inc. (a) |
786 |
2,657 | |
|
Illumina, Inc. (a)(c) |
94,356 |
3,327,936 | |
|
Kendle International, Inc. (a) |
12,762 |
167,693 | |
|
Life Technologies Corp. (a) |
124,389 |
5,539,042 | |
|
Luminex Corp. (a)(c) |
37,497 |
572,954 | |
|
Mettler-Toledo International, Inc. (a)(c) |
23,066 |
2,015,968 | |
|
Millipore Corp. (a) |
40,500 |
2,682,315 | |
|
Nektar Therapeutics (a)(c) |
124,526 |
1,032,321 | |
|
PAREXEL International Corp. (a)(c) |
49,175 |
630,915 | |
|
PerkinElmer, Inc. (c) |
88,999 |
1,624,232 | |
|
Pharmaceutical Product Development, Inc. |
74,806 |
1,504,349 | |
|
| |||
|
Shares |
Value | ||
|
Sequenom, Inc. (a)(c) |
154,479 |
$ 987,121 | |
|
Strategic Diagnostics, Inc. (a) |
3,100 |
5,425 | |
|
Techne Corp. (c) |
27,995 |
1,726,452 | |
|
Thermo Fisher Scientific, Inc. (a)(c) |
313,131 |
14,156,653 | |
|
Varian, Inc. (a) |
25,094 |
1,285,315 | |
|
Waters Corp. (a)(c) |
70,133 |
3,526,287 | |
|
|
50,387,434 | ||
|
Pharmaceuticals - 5.9% | |||
|
Abbott Laboratories |
1,162,124 |
52,562,869 | |
|
Adolor Corp. (a) |
25,094 |
41,154 | |
|
Akorn, Inc. (a) |
30,000 |
39,300 | |
|
Alexza Pharmaceuticals, Inc. (a) |
13,000 |
34,450 | |
|
Allergan, Inc. |
228,411 |
12,772,743 | |
|
ARYx Therapeutics, Inc. (a) |
12,000 |
41,280 | |
|
Auxilium Pharmaceuticals, Inc. (a)(c) |
39,949 |
1,150,132 | |
|
AVANIR Pharmaceuticals Class A (a)(c) |
21,996 |
42,232 | |
|
BioMimetic Therapeutics, Inc. (a)(c) |
5,508 |
64,829 | |
|
Bristol-Myers Squibb Co. |
1,475,322 |
32,648,876 | |
|
Cadence Pharmaceuticals, Inc. (a)(c) |
22,715 |
247,821 | |
|
Columbia Laboratories, Inc. (a) |
7,190 |
8,628 | |
|
Cornerstone Therapeutics, Inc. (a) |
9,000 |
58,590 | |
|
CPEX Pharmaceuticals, Inc. (a) |
293 |
2,652 | |
|
Cypress Bioscience, Inc. (a) |
50,273 |
349,900 | |
|
DepoMed, Inc. (a) |
8,176 |
25,509 | |
|
Discovery Laboratories, Inc. (a) |
3,800 |
1,900 | |
|
Durect Corp. (a) |
39,673 |
96,802 | |
|
Eli Lilly & Co. |
735,130 |
24,597,450 | |
|
Emisphere Technologies, Inc. (a) |
3,941 |
3,551 | |
|
Endo Pharmaceuticals Holdings,
|
79,535 |
1,795,105 | |
|
Forest Laboratories, Inc. (a)(c) |
216,000 |
6,322,320 | |
|
Hi-Tech Pharmacal Co., Inc. (a)(c) |
2,015 |
30,447 | |
|
Hollis-Eden Pharmaceuticals, Inc. (a) |
1,300 |
897 | |
|
Impax Laboratories, Inc. (a) |
30,000 |
227,700 | |
|
Inspire Pharmaceuticals, Inc. (a) |
17,519 |
104,588 | |
|
Jazz Pharmaceuticals, Inc. (a)(c) |
15,000 |
109,350 | |
|
Johnson & Johnson |
2,088,189 |
126,210,143 | |
|
King Pharmaceuticals, Inc. (a)(c) |
177,000 |
1,837,260 | |
|
KV Pharmaceutical Co. Class A (a)(c) |
25,710 |
58,876 | |
|
Matrixx Initiatives, Inc. (a)(c) |
3,709 |
19,992 | |
|
MDRNA, Inc. (a)(c) |
25,476 |
34,647 | |
|
Medicis Pharmaceutical Corp. Class A (c) |
45,977 |
849,195 | |
|
Merck & Co., Inc. |
1,586,024 |
51,434,758 | |
|
MiddleBrook Pharmaceuticals, Inc. (a) |
2,800 |
3,164 | |
|
Mylan, Inc. (a)(c) |
216,422 |
3,174,911 | |
|
Obagi Medical Products, Inc. (a) |
10,991 |
104,415 | |
|
Optimer Pharmaceuticals, Inc. (a)(c) |
20,000 |
260,600 | |
|
Pain Therapeutics, Inc. (a)(c) |
35,234 |
179,693 | |
|
Par Pharmaceutical Companies,
|
24,793 |
507,017 | |
|
Penwest Pharmaceuticals Co. (a) |
3,340 |
8,150 | |
|
Perrigo Co. |
59,042 |
1,742,920 | |
|
Pfizer, Inc. (c) |
5,050,079 |
84,336,319 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
HEALTH CARE - continued | |||
|
Pharmaceuticals - continued | |||
|
Pozen, Inc. (a)(c) |
20,149 |
$ 135,603 | |
|
Questcor Pharmaceuticals, Inc. (a)(c) |
62,225 |
361,527 | |
|
Repros Therapeutics, Inc. (a) |
6,000 |
6,300 | |
|
Salix Pharmaceuticals Ltd. (a)(c) |
52,287 |
654,110 | |
|
Santarus, Inc. (a) |
14,630 |
46,523 | |
|
Schering-Plough Corp. |
1,216,119 |
34,270,233 | |
|
Sepracor, Inc. (a) |
74,000 |
1,343,100 | |
|
SuperGen, Inc. (a) |
6,806 |
19,125 | |
|
The Medicines Company (a) |
50,220 |
382,676 | |
|
Valeant Pharmaceuticals International (a)(c) |
56,317 |
1,458,047 | |
|
ViroPharma, Inc. (a)(c) |
55,000 |
440,000 | |
|
Vivus, Inc. (a)(c) |
73,666 |
455,993 | |
|
Watson Pharmaceuticals, Inc. (a)(c) |
75,777 |
2,674,170 | |
|
Wyeth |
1,004,804 |
48,079,871 | |
|
XenoPort, Inc. (a)(c) |
26,121 |
476,186 | |
|
|
494,946,599 | ||
|
TOTAL HEALTH CARE |
1,091,389,712 | ||
|
INDUSTRIALS - 10.2% | |||
|
Aerospace & Defense - 2.2% | |||
|
AAR Corp. (a)(c) |
26,763 |
455,239 | |
|
AeroCentury Corp. (a) |
800 |
9,680 | |
|
AeroVironment, Inc. (a) |
11,704 |
329,234 | |
|
Alliant Techsystems, Inc. (a)(c) |
23,000 |
1,777,440 | |
|
American Science & Engineering, Inc. |
10,706 |
659,383 | |
|
Applied Signal Technology, Inc. (c) |
15,269 |
388,901 | |
|
Argon ST, Inc. (a) |
14,975 |
299,201 | |
|
Astronics Corp. |
2,747 |
23,981 | |
|
Axsys Technologies, Inc. (a)(c) |
10,223 |
552,042 | |
|
BE Aerospace, Inc. (a)(c) |
79,310 |
1,358,580 | |
|
Ceradyne, Inc. (a)(c) |
20,000 |
374,400 | |
|
Cubic Corp. |
15,635 |
555,355 | |
|
Curtiss-Wright Corp. (c) |
34,523 |
1,124,414 | |
|
DigitalGlobe, Inc. |
15,576 |
312,455 | |
|
Ducommun, Inc. |
11,105 |
200,556 | |
|
DynCorp International, Inc. Class A (a) |
16,500 |
283,470 | |
|
Esterline Technologies Corp. (a)(c) |
20,000 |
618,400 | |
|
GenCorp, Inc. (non-vtg.) (a) |
32,091 |
141,521 | |
|
General Dynamics Corp. |
239,964 |
14,203,469 | |
|
Goodrich Corp. |
87,169 |
4,808,242 | |
|
Heico Corp. Class A |
13,890 |
426,423 | |
|
Herley Industries, Inc. (a) |
9,619 |
117,448 | |
|
Hexcel Corp. (a)(c) |
62,781 |
683,057 | |
|
Honeywell International, Inc. |
509,488 |
18,728,779 | |
|
Innovative Solutions & Support, Inc. |
23,580 |
88,189 | |
|
ITT Corp. (c) |
128,345 |
6,427,518 | |
|
Kratos Defense & Security Solutions, Inc. (a) |
9,297 |
7,159 | |
|
L-3 Communications Holdings, Inc. |
85,000 |
6,324,000 | |
|
| |||
|
Shares |
Value | ||
|
Ladish Co., Inc. (a)(c) |
14,776 |
$ 216,321 | |
|
LMI Aerospace, Inc. (a) |
8,000 |
73,680 | |
|
Lockheed Martin Corp. |
233,626 |
17,517,277 | |
|
Moog, Inc. Class A (a)(c) |
31,269 |
906,176 | |
|
Northrop Grumman Corp. |
226,000 |
11,031,060 | |
|
Orbital Sciences Corp. (a)(c) |
40,583 |
600,223 | |
|
Precision Castparts Corp. |
102,252 |
9,333,563 | |
|
Raytheon Co. (c) |
300,000 |
14,154,000 | |
|
Rockwell Collins, Inc. (c) |
112,500 |
5,179,500 | |
|
Spirit AeroSystems Holdings, Inc. Class A (a)(c) |
66,013 |
1,024,522 | |
|
Stanley, Inc. (a) |
19,051 |
488,658 | |
|
Sypris Solutions, Inc. |
3,224 |
6,093 | |
|
Taser International, Inc. (a)(c) |
68,525 |
311,789 | |
|
Teledyne Technologies, Inc. (a) |
26,970 |
910,507 | |
|
The Boeing Co. (c) |
491,960 |
24,435,653 | |
|
TransDigm Group, Inc. (a)(c) |
28,909 |
1,287,029 | |
|
Triumph Group, Inc. |
11,289 |
491,072 | |
|
United Technologies Corp. |
662,338 |
39,316,384 | |
|
|
188,562,043 | ||
|
Air Freight & Logistics - 0.7% | |||
|
Air Transport Services Group, Inc. (a) |
17,036 |
50,427 | |
|
Atlas Air Worldwide Holdings, Inc. (a) |
11,680 |
291,299 | |
|
C.H. Robinson Worldwide, Inc. |
120,500 |
6,779,330 | |
|
Dynamex, Inc. (a) |
4,777 |
78,391 | |
|
Expeditors International of Washington, Inc. (c) |
151,500 |
4,947,990 | |
|
FedEx Corp. |
213,727 |
14,685,182 | |
|
Forward Air Corp. (c) |
23,713 |
547,296 | |
|
Hub Group, Inc. Class A (a)(c) |
29,382 |
644,347 | |
|
Pacer International, Inc. (c) |
34,535 |
142,975 | |
|
United Parcel Service, Inc. Class B |
525,543 |
28,095,529 | |
|
UTI Worldwide, Inc. (a) |
83,200 |
1,069,120 | |
|
|
57,331,886 | ||
|
Airlines - 0.2% | |||
|
AirTran Holdings, Inc. (a)(c) |
69,376 |
461,350 | |
|
Alaska Air Group, Inc. (a) |
27,766 |
700,536 | |
|
Allegiant Travel Co. (a)(c) |
12,630 |
494,970 | |
|
AMR Corp. (a)(c) |
202,532 |
1,105,825 | |
|
Continental Airlines, Inc. Class B (a)(c) |
103,301 |
1,370,804 | |
|
Delta Air Lines, Inc. (a)(c) |
567,434 |
4,096,873 | |
|
ExpressJet Holdings, Inc. (a) |
4,266 |
12,158 | |
|
Hawaiian Holdings, Inc. (a) |
30,307 |
221,847 | |
|
JetBlue Airways Corp. (a)(c) |
160,000 |
929,600 | |
|
Pinnacle Airlines Corp. (a)(c) |
13,246 |
89,411 | |
|
Republic Airways Holdings, Inc. (a)(c) |
49,898 |
459,561 | |
|
SkyWest, Inc. (c) |
40,454 |
625,014 | |
|
Southwest Airlines Co. |
545,000 |
4,458,100 | |
|
UAL Corp. (a)(c) |
91,001 |
566,936 | |
|
US Airways Group, Inc. (a)(c) |
193,388 |
657,519 | |
|
|
16,250,504 | ||
|
Building Products - 0.1% | |||
|
AAON, Inc. (c) |
16,666 |
347,986 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INDUSTRIALS - continued | |||
|
Building Products - continued | |||
|
American Woodmark Corp. (c) |
8,120 |
$ 163,050 | |
|
Ameron International Corp. |
7,610 |
616,182 | |
|
Apogee Enterprises, Inc. (c) |
31,812 |
419,918 | |
|
Armstrong World Industries, Inc. (a)(c) |
10,573 |
353,244 | |
|
Builders FirstSource, Inc. (a)(c) |
7,165 |
55,099 | |
|
Gibraltar Industries, Inc. (c) |
19,000 |
228,760 | |
|
Griffon Corp. (a)(c) |
45,173 |
477,479 | |
|
Insteel Industries, Inc. (c) |
19,514 |
222,850 | |
|
Lennox International, Inc. |
38,000 |
1,363,440 | |
|
Masco Corp. (c) |
256,452 |
3,713,425 | |
|
NCI Building Systems, Inc. (a)(c) |
8,960 |
24,102 | |
|
Owens Corning (a)(c) |
56,779 |
1,268,443 | |
|
Quanex Building Products Corp. |
28,267 |
380,756 | |
|
Simpson Manufacturing Co. Ltd. |
24,564 |
631,295 | |
|
Trex Co., Inc. (a)(c) |
10,000 |
190,100 | |
|
Universal Forest Products, Inc. (c) |
16,084 |
664,269 | |
|
USG Corp. (a)(c) |
54,636 |
811,891 | |
|
|
11,932,289 | ||
|
Commercial Services & Supplies - 0.7% | |||
|
ABM Industries, Inc. (c) |
38,140 |
855,480 | |
|
ACCO Brands Corp. (a)(c) |
27,832 |
155,859 | |
|
American Ecology Corp. (c) |
17,056 |
311,784 | |
|
American Reprographics Co. (a)(c) |
18,051 |
164,986 | |
|
APAC Customer Services, Inc. (a) |
4,300 |
23,564 | |
|
ATC Technology Corp. (a) |
20,341 |
425,534 | |
|
Avery Dennison Corp. |
81,950 |
2,532,255 | |
|
Bowne & Co., Inc. |
31,677 |
221,739 | |
|
Casella Waste Systems, Inc. Class A (a) |
27,789 |
74,475 | |
|
Cenveo, Inc. (a) |
19,834 |
101,352 | |
|
Cintas Corp. (c) |
93,000 |
2,551,920 | |
|
Clean Harbors, Inc. (a)(c) |
17,000 |
1,003,340 | |
|
Comfort Systems USA, Inc. |
50,878 |
603,922 | |
|
Consolidated Graphics, Inc. (a)(c) |
10,742 |
221,930 | |
|
Copart, Inc. (a)(c) |
49,000 |
1,731,660 | |
|
Cornell Companies, Inc. (a) |
9,672 |
194,310 | |
|
Corrections Corp. of America (a) |
89,000 |
1,765,760 | |
|
Courier Corp. |
2,999 |
48,284 | |
|
Covanta Holding Corp. (a)(c) |
86,846 |
1,554,543 | |
|
Deluxe Corp. (c) |
56,165 |
938,517 | |
|
EnergySolutions, Inc. |
116,914 |
1,038,196 | |
|
Ennis, Inc. (c) |
24,766 |
337,561 | |
|
Fuel Tech, Inc. (a)(c) |
25,272 |
258,280 | |
|
G&K Services, Inc. Class A |
11,022 |
259,017 | |
|
GeoEye, Inc. (a)(c) |
33,687 |
852,955 | |
|
Healthcare Services Group, Inc. (c) |
26,140 |
462,155 | |
|
Herman Miller, Inc. |
40,000 |
648,800 | |
|
HNI Corp. |
29,786 |
639,803 | |
|
ICT Group, Inc. (a) |
4,570 |
50,270 | |
|
InnerWorkings, Inc. (a)(c) |
33,190 |
190,511 | |
|
Innotrac Corp. (a) |
1,400 |
3,570 | |
|
Interface, Inc. Class A |
32,273 |
213,325 | |
|
| |||
|
Shares |
Value | ||
|
Intersections, Inc. (a) |
8,825 |
$ 37,683 | |
|
Iron Mountain, Inc. (a)(c) |
138,000 |
4,042,020 | |
|
Kimball International, Inc. Class B |
18,777 |
119,422 | |
|
Knoll, Inc. |
31,263 |
301,063 | |
|
M&F Worldwide Corp. (a) |
9,630 |
188,941 | |
|
McGrath RentCorp. |
20,429 |
401,838 | |
|
Metalico, Inc. (a)(c) |
15,943 |
64,729 | |
|
Mine Safety Appliances Co. |
26,989 |
721,416 | |
|
Mobile Mini, Inc. (a)(c) |
18,629 |
330,292 | |
|
Multi-Color Corp. |
6,000 |
83,700 | |
|
Pitney Bowes, Inc. |
142,259 |
3,179,489 | |
|
Protection One, Inc. (a) |
1,019 |
3,842 | |
|
R.R. Donnelley & Sons Co. (c) |
159,272 |
2,841,412 | |
|
Republic Services, Inc. (c) |
227,000 |
5,813,470 | |
|
RINO International Corp. (a)(c) |
14,000 |
178,500 | |
|
Rollins, Inc. (c) |
31,849 |
568,505 | |
|
Schawk, Inc. Class A |
4,896 |
55,472 | |
|
Standard Parking Corp. (a) |
3,000 |
51,450 | |
|
Standard Register Co. |
7,404 |
31,985 | |
|
Steelcase, Inc. Class A (c) |
73,329 |
458,306 | |
|
Stericycle, Inc. (a)(c) |
63,000 |
3,119,760 | |
|
Superior Uniform Group, Inc. |
1,000 |
8,450 | |
|
Sykes Enterprises, Inc. (a)(c) |
34,180 |
717,438 | |
|
Team, Inc. (a)(c) |
21,099 |
367,756 | |
|
Tetra Tech, Inc. (a)(c) |
44,000 |
1,299,760 | |
|
The Brink's Co. (c) |
31,000 |
816,850 | |
|
The Geo Group, Inc. (a)(c) |
45,990 |
842,537 | |
|
TRC Companies, Inc. (a) |
5,282 |
19,649 | |
|
United Stationers, Inc. (a)(c) |
13,932 |
636,553 | |
|
Viad Corp. |
18,076 |
326,633 | |
|
Virco Manufacturing Co. |
3,120 |
9,610 | |
|
Waste Connections, Inc. (a) |
55,000 |
1,504,250 | |
|
Waste Management, Inc. |
370,000 |
11,074,100 | |
|
|
60,652,538 | ||
|
Construction & Engineering - 0.4% | |||
|
AECOM Technology Corp. (a) |
66,615 |
1,825,917 | |
|
Dycom Industries, Inc. (a)(c) |
30,197 |
338,810 | |
|
EMCOR Group, Inc. (a)(c) |
53,393 |
1,237,116 | |
|
Fluor Corp. |
134,457 |
7,112,775 | |
|
Furmanite Corp. (a) |
20,546 |
75,198 | |
|
Granite Construction, Inc. (c) |
26,266 |
843,139 | |
|
Great Lakes Dredge & Dock Corp. |
45,451 |
297,250 | |
|
Insituform Technologies, Inc. |
24,223 |
463,870 | |
|
Integrated Electrical Services, Inc. (a) |
13,972 |
116,526 | |
|
Jacobs Engineering Group, Inc. (a)(c) |
88,000 |
3,870,240 | |
|
KBR, Inc. |
123,453 |
2,796,210 | |
|
Layne Christensen Co. (a)(c) |
17,863 |
460,865 | |
|
MasTec, Inc. (a) |
36,581 |
346,056 | |
|
Michael Baker Corp. (a)(c) |
7,288 |
244,002 | |
|
MYR Group, Inc. (a) |
14,365 |
294,483 | |
|
Northwest Pipe Co. (a)(c) |
12,239 |
406,702 | |
|
Orion Marine Group, Inc. (a) |
18,394 |
376,157 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INDUSTRIALS - continued | |||
|
Construction & Engineering - continued | |||
|
Pike Electric Corp. (a) |
16,312 |
$ 181,226 | |
|
Quanta Services, Inc. (a)(c) |
140,715 |
3,112,616 | |
|
Shaw Group, Inc. (a)(c) |
57,182 |
1,677,148 | |
|
Sterling Construction Co., Inc. (a) |
30,094 |
484,513 | |
|
Tutor Perini Corp. (a)(c) |
26,344 |
516,869 | |
|
URS Corp. (a) |
60,000 |
2,593,800 | |
|
|
29,671,488 | ||
|
Electrical Equipment - 0.7% | |||
|
A.O. Smith Corp. (c) |
21,401 |
814,308 | |
|
Active Power, Inc. (a) |
10,509 |
7,672 | |
|
Acuity Brands, Inc. (c) |
26,000 |
834,860 | |
|
Allied Motion Technologies, Inc. (a) |
4,896 |
9,302 | |
|
American Superconductor Corp. (a)(c) |
45,910 |
1,483,352 | |
|
AMETEK, Inc. |
75,500 |
2,376,740 | |
|
AZZ, Inc. (a)(c) |
14,324 |
493,032 | |
|
Baldor Electric Co. |
31,504 |
884,317 | |
|
Beacon Power Corp. (a)(c) |
362 |
261 | |
|
Belden, Inc. |
34,000 |
711,620 | |
|
Brady Corp. Class A (c) |
38,539 |
1,141,911 | |
|
Broadwind Energy, Inc. (a)(c) |
22,000 |
166,320 | |
|
C&D Technologies, Inc. (a)(c) |
5,300 |
10,600 | |
|
Capstone Turbine Corp. (a)(c) |
191,870 |
249,431 | |
|
Chase Corp. |
1,000 |
11,400 | |
|
Coleman Cable, Inc. (a)(c) |
900 |
4,023 | |
|
Cooper Industries Ltd. Class A |
124,000 |
3,999,000 | |
|
Emerson Electric Co. |
567,000 |
20,905,290 | |
|
Encore Wire Corp. |
24,064 |
569,836 | |
|
Energy Conversion Devices, Inc. (a)(c) |
31,072 |
347,696 | |
|
Energy Focus, Inc. (a) |
3,941 |
3,980 | |
|
EnerSys (a)(c) |
56,442 |
1,122,631 | |
|
Espey Manufacturing & Electronics Corp. |
1,488 |
24,701 | |
|
Evergreen Solar, Inc. (a)(c) |
178,250 |
301,243 | |
|
First Solar, Inc. (a)(c) |
35,194 |
4,278,887 | |
|
Franklin Electric Co., Inc. |
16,711 |
526,564 | |
|
FuelCell Energy, Inc. (a)(c) |
125,926 |
459,630 | |
|
General Cable Corp. (a)(c) |
36,000 |
1,270,080 | |
|
GrafTech International Ltd. (a)(c) |
90,000 |
1,280,700 | |
|
GT Solar International, Inc. (a)(c) |
21,000 |
107,730 | |
|
Hubbell, Inc. Class B |
38,000 |
1,461,860 | |
|
II-VI, Inc. (a)(c) |
19,194 |
513,631 | |
|
LSI Industries, Inc. |
12,688 |
93,891 | |
|
MagneTek, Inc. (a) |
3,582 |
5,480 | |
|
Microvision, Inc. (a)(c) |
3,976 |
13,399 | |
|
Nexxus Lighting, Inc. (a) |
2,100 |
13,125 | |
|
Nortech Systems, Inc. (a) |
1,634 |
4,330 | |
|
Plug Power, Inc. (a) |
25,662 |
17,963 | |
|
Polypore International, Inc. (a) |
9,236 |
105,013 | |
|
Powell Industries, Inc. (a)(c) |
6,051 |
228,849 | |
|
Power-One, Inc. (a)(c) |
23,022 |
29,929 | |
|
PowerSecure International, Inc. (a)(c) |
3,463 |
18,354 | |
|
Regal-Beloit Corp. |
27,000 |
1,227,420 | |
|
| |||
|
Shares |
Value | ||
|
Rockwell Automation, Inc. (c) |
95,000 |
$ 3,975,750 | |
|
Roper Industries, Inc. |
62,939 |
2,982,050 | |
|
Satcon Technology Corp. (a) |
1,200 |
2,364 | |
|
SL Industries, Inc. (a) |
2,508 |
15,926 | |
|
SunPower Corp. Class A (a)(c) |
68,252 |
1,730,188 | |
|
Tech/Ops Sevcon, Inc. |
2,508 |
5,568 | |
|
Thomas & Betts Corp. (a)(c) |
39,000 |
1,079,910 | |
|
Ultralife Corp. (a)(c) |
15,600 |
94,068 | |
|
UQM Technologies, Inc. (a) |
3,800 |
17,100 | |
|
Valence Technology, Inc. (a)(c) |
12,072 |
18,108 | |
|
Valpey Fisher Corp. |
2,100 |
2,541 | |
|
Vicor Corp. |
5,067 |
37,242 | |
|
Woodward Governor Co. (c) |
41,500 |
871,085 | |
|
|
58,962,261 | ||
|
Industrial Conglomerates - 1.9% | |||
|
3M Co. |
483,574 |
34,865,685 | |
|
Carlisle Companies, Inc. |
41,111 |
1,356,252 | |
|
General Electric Co. |
7,933,174 |
110,271,119 | |
|
McDermott International, Inc. (a) |
167,927 |
3,989,946 | |
|
Otter Tail Corp. (c) |
37,712 |
889,626 | |
|
Raven Industries, Inc. |
17,449 |
504,276 | |
|
Seaboard Corp. |
119 |
131,376 | |
|
Standex International Corp. |
12,568 |
215,038 | |
|
Textron, Inc. |
181,125 |
2,782,080 | |
|
Tredegar Corp. |
28,430 |
425,881 | |
|
United Capital Corp. (a) |
2,262 |
49,289 | |
|
|
155,480,568 | ||
|
Machinery - 1.8% | |||
|
3D Systems Corp. (a) |
2,508 |
20,515 | |
|
Actuant Corp. Class A (c) |
40,032 |
565,652 | |
|
AGCO Corp. (a)(c) |
65,563 |
2,048,188 | |
|
Alamo Group, Inc. |
8,200 |
117,670 | |
|
Albany International Corp. Class A |
22,131 |
380,432 | |
|
Altra Holdings, Inc. (a)(c) |
22,128 |
212,429 | |
|
American Railcar Industries, Inc. |
10,474 |
104,635 | |
|
Ampco-Pittsburgh Corp. |
6,549 |
156,390 | |
|
Astec Industries, Inc. (a)(c) |
13,584 |
344,083 | |
|
Badger Meter, Inc. |
23,687 |
857,233 | |
|
Barnes Group, Inc. |
30,587 |
449,323 | |
|
Blount International, Inc. (a)(c) |
31,035 |
284,591 | |
|
Briggs & Stratton Corp. |
49,425 |
871,857 | |
|
Bucyrus International, Inc. Class A (c) |
53,638 |
1,601,094 | |
|
Cascade Corp. |
10,279 |
261,909 | |
|
Caterpillar, Inc. (c) |
450,000 |
20,389,500 | |
|
Chart Industries, Inc. (a) |
22,666 |
422,948 | |
|
CIRCOR International, Inc. |
15,202 |
392,364 | |
|
CLARCOR, Inc. (c) |
35,512 |
1,138,515 | |
|
Colfax Corp. (a) |
22,381 |
237,239 | |
|
Columbus McKinnon Corp. (NY Shares) (a) |
8,038 |
98,867 | |
|
Commercial Vehicle Group, Inc. (a) |
19,815 |
88,771 | |
|
Crane Co. |
36,024 |
845,483 | |
|
Cummins, Inc. |
138,000 |
6,254,160 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INDUSTRIALS - continued | |||
|
Machinery - continued | |||
|
Danaher Corp. (c) |
181,821 |
$ 11,038,353 | |
|
Deere & Co. (c) |
314,096 |
13,694,586 | |
|
Donaldson Co., Inc. |
48,515 |
1,822,709 | |
|
Dover Corp. |
134,500 |
4,652,355 | |
|
Dynamic Materials Corp. (c) |
14,847 |
240,373 | |
|
Eaton Corp. (c) |
115,730 |
6,243,634 | |
|
Energy Recovery, Inc. (a) |
21,981 |
115,620 | |
|
EnPro Industries, Inc. (a)(c) |
29,592 |
636,820 | |
|
ESCO Technologies, Inc. (a)(c) |
17,800 |
659,668 | |
|
Federal Signal Corp. |
42,097 |
300,994 | |
|
Flanders Corp. (a) |
9,957 |
49,785 | |
|
Flow International Corp. (a) |
28,106 |
60,147 | |
|
Flowserve Corp. (c) |
41,000 |
3,536,250 | |
|
Force Protection, Inc. (a)(c) |
66,175 |
350,728 | |
|
FreightCar America, Inc. |
19,278 |
367,824 | |
|
Gardner Denver, Inc. (a) |
37,000 |
1,201,390 | |
|
Gorman-Rupp Co. |
13,215 |
311,213 | |
|
Graco, Inc. (c) |
47,766 |
1,199,404 | |
|
Greenbrier Companies, Inc. (c) |
4,470 |
57,529 | |
|
Hardinge, Inc. |
11,551 |
70,115 | |
|
Harsco Corp. |
62,697 |
1,955,519 | |
|
Hirsch International Corp. Class A (a) |
900 |
288 | |
|
Hurco Companies, Inc. (a) |
3,204 |
53,411 | |
|
IDEX Corp. |
60,393 |
1,596,791 | |
|
Illinois Tool Works, Inc. (c) |
324,472 |
13,569,419 | |
|
John Bean Technologies Corp. |
22,410 |
374,023 | |
|
Joy Global, Inc. |
77,000 |
2,991,450 | |
|
K-Tron International, Inc. (a) |
2,000 |
168,440 | |
|
Kadant, Inc. (a) |
14,460 |
168,170 | |
|
Kaydon Corp. |
23,000 |
767,740 | |
|
Kennametal, Inc. (c) |
54,000 |
1,190,700 | |
|
L.B. Foster Co. Class A (a) |
12,372 |
368,933 | |
|
Lincoln Electric Holdings, Inc. |
30,000 |
1,365,600 | |
|
Lindsay Corp. (c) |
11,966 |
496,709 | |
|
Manitowoc Co., Inc. |
105,350 |
699,524 | |
|
Middleby Corp. (a)(c) |
19,442 |
917,468 | |
|
Miller Industries, Inc. (a) |
360 |
3,643 | |
|
Mueller Industries, Inc. |
22,488 |
543,985 | |
|
Mueller Water Products, Inc. Class A |
101,652 |
467,599 | |
|
NACCO Industries, Inc. Class A |
2,834 |
165,789 | |
|
Navistar International Corp. (a) |
46,997 |
2,032,150 | |
|
NN, Inc. |
14,100 |
47,658 | |
|
Nordson Corp. |
19,922 |
1,067,421 | |
|
Omega Flex, Inc. |
300 |
5,196 | |
|
Oshkosh Co. |
65,457 |
2,199,355 | |
|
PACCAR, Inc. (c) |
254,943 |
9,221,288 | |
|
Pall Corp. (c) |
82,893 |
2,464,409 | |
|
Parker Hannifin Corp. (c) |
115,800 |
5,634,828 | |
|
Pentair, Inc. (c) |
80,000 |
2,266,400 | |
|
RBC Bearings, Inc. (a) |
25,395 |
558,690 | |
|
Robbins & Myers, Inc. (c) |
31,812 |
738,675 | |
|
| |||
|
Shares |
Value | ||
|
Sauer-Danfoss, Inc. |
8,867 |
$ 49,478 | |
|
SPX Corp. |
35,454 |
1,974,079 | |
|
Sun Hydraulics Corp. |
15,000 |
276,450 | |
|
Tecumseh Products Co. Class A (non-vtg.) (a)(c) |
21,767 |
196,991 | |
|
Tennant Co. |
16,284 |
416,382 | |
|
Terex Corp. (a)(c) |
77,914 |
1,284,023 | |
|
Timken Co. |
52,000 |
1,097,720 | |
|
Titan International, Inc. |
19,673 |
163,483 | |
|
Toro Co. |
28,710 |
1,088,970 | |
|
Trinity Industries, Inc. (c) |
57,000 |
900,600 | |
|
Twin Disc, Inc. |
8,348 |
105,936 | |
|
Valmont Industries, Inc. (c) |
13,685 |
1,126,686 | |
|
Wabash National Corp. |
10,432 |
25,245 | |
|
Wabtec Corp. |
36,463 |
1,365,539 | |
|
Watts Water Technologies, Inc. |
14,756 |
445,189 | |
|
|
149,371,387 | ||
|
Marine - 0.1% | |||
|
Alexander & Baldwin, Inc. (c) |
27,063 |
776,708 | |
|
American Commercial Lines, Inc. (a)(c) |
12,962 |
277,387 | |
|
Eagle Bulk Shipping, Inc. |
88,868 |
447,006 | |
|
Excel Maritime Carriers Ltd. (c) |
46,988 |
318,579 | |
|
Genco Shipping & Trading Ltd. |
31,967 |
619,201 | |
|
Horizon Lines, Inc. Class A |
12,977 |
70,335 | |
|
International Shipholding Corp. |
4,000 |
119,920 | |
|
Kirby Corp. (a)(c) |
39,326 |
1,457,028 | |
|
OceanFreight, Inc. (c) |
15,914 |
21,166 | |
|
TBS International Ltd. Class A (a)(c) |
21,840 |
178,433 | |
|
|
4,285,763 | ||
|
Professional Services - 0.3% | |||
|
Administaff, Inc. |
13,010 |
314,061 | |
|
Advisory Board Co. (a)(c) |
16,258 |
429,699 | |
|
Barrett Business Services, Inc. |
2,508 |
26,158 | |
|
CBIZ, Inc. (a)(c) |
43,495 |
311,424 | |
|
CDI Corp. |
7,155 |
108,684 | |
|
Comsys IT Partners, Inc. (a) |
36 |
269 | |
|
Corporate Executive Board Co. |
28,235 |
679,052 | |
|
CoStar Group, Inc. (a)(c) |
13,226 |
501,927 | |
|
CRA International, Inc. (a) |
18,135 |
506,511 | |
|
Diamond Management & Technology Consultants, Inc. |
6,807 |
42,612 | |
|
Dun & Bradstreet Corp. |
39,000 |
2,848,560 | |
|
Equifax, Inc. (c) |
91,067 |
2,517,092 | |
|
Exponent, Inc. (a) |
13,917 |
393,573 | |
|
First Advantage Corp. Class A (a) |
10,000 |
175,300 | |
|
FTI Consulting, Inc. (a)(c) |
39,000 |
1,698,060 | |
|
GP Strategies Corp. (a) |
1,600 |
11,760 | |
|
Heidrick & Struggles International, Inc. (c) |
25,893 |
544,271 | |
|
Hudson Highland Group, Inc. (a) |
6,919 |
26,015 | |
|
Huron Consulting Group, Inc. (a)(c) |
19,198 |
361,306 | |
|
ICF International, Inc. (a)(c) |
9,092 |
248,666 | |
|
IHS, Inc. Class A (a) |
33,269 |
1,610,220 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INDUSTRIALS - continued | |||
|
Professional Services - continued | |||
|
Kelly Services, Inc. Class A (non-vtg.) (c) |
22,445 |
$ 257,669 | |
|
Kforce, Inc. (a) |
30,240 |
338,688 | |
|
Korn/Ferry International (a)(c) |
29,749 |
411,429 | |
|
LECG Corp. (a) |
11,382 |
38,244 | |
|
Manpower, Inc. |
55,699 |
2,879,638 | |
|
Monster Worldwide, Inc. (a)(c) |
84,001 |
1,362,496 | |
|
MPS Group, Inc. (a)(c) |
55,579 |
548,009 | |
|
Navigant Consulting, Inc. (a) |
34,325 |
432,152 | |
|
On Assignment, Inc. (a) |
30,613 |
122,452 | |
|
RCM Technologies, Inc. (a) |
1,400 |
2,968 | |
|
Resources Connection, Inc. (a)(c) |
37,123 |
572,065 | |
|
Robert Half International, Inc. (c) |
113,000 |
2,970,770 | |
|
School Specialty, Inc. (a)(c) |
11,351 |
258,689 | |
|
Spherion Corp. (a) |
36,388 |
197,223 | |
|
Spherix, Inc. (a) |
2,713 |
4,422 | |
|
TrueBlue, Inc. (a) |
31,970 |
434,792 | |
|
Volt Information Sciences, Inc. (a) |
2,508 |
25,331 | |
|
Watson Wyatt Worldwide, Inc. Class A (c) |
31,000 |
1,354,700 | |
|
|
25,566,957 | ||
|
Road & Rail - 0.9% | |||
|
AMERCO (a)(c) |
5,493 |
249,932 | |
|
Arkansas Best Corp. (c) |
14,333 |
457,223 | |
|
Avis Budget Group, Inc. (a)(c) |
77,814 |
757,130 | |
|
Burlington Northern Santa Fe Corp. |
206,855 |
17,173,102 | |
|
Celadon Group, Inc. (a) |
4,374 |
42,821 | |
|
Con-way, Inc. |
37,475 |
1,564,956 | |
|
Covenant Transport Group, Inc. Class A (a) |
2,866 |
13,957 | |
|
CSX Corp. |
291,727 |
12,398,398 | |
|
Dollar Thrifty Automotive Group, Inc. (a)(c) |
11,579 |
229,727 | |
|
Genesee & Wyoming, Inc. Class A (a)(c) |
22,228 |
697,515 | |
|
Heartland Express, Inc. (c) |
37,647 |
533,082 | |
|
Hertz Global Holdings, Inc. (a)(c) |
129,832 |
1,287,933 | |
|
J.B. Hunt Transport Services, Inc. (c) |
74,000 |
2,074,220 | |
|
Kansas City Southern (a)(c) |
61,540 |
1,470,806 | |
|
Knight Transportation, Inc. |
37,691 |
621,525 | |
|
Landstar System, Inc. |
37,300 |
1,300,651 | |
|
Marten Transport Ltd. (a) |
18,707 |
317,271 | |
|
Norfolk Southern Corp. (c) |
270,000 |
12,384,900 | |
|
Old Dominion Freight Lines, Inc. (a)(c) |
16,944 |
606,256 | |
|
Quality Distribution, Inc. (a) |
633 |
2,405 | |
|
Ryder System, Inc. (c) |
42,000 |
1,596,000 | |
|
Saia, Inc. (a)(c) |
13,559 |
239,994 | |
|
Union Pacific Corp. |
376,943 |
22,544,961 | |
|
Werner Enterprises, Inc. (c) |
38,825 |
678,661 | |
|
YRC Worldwide, Inc. (a)(c) |
73,723 |
164,402 | |
|
|
79,407,828 | ||
|
Trading Companies & Distributors - 0.2% | |||
|
Aceto Corp. |
15,986 |
106,946 | |
|
| |||
|
Shares |
Value | ||
|
Aircastle Ltd. (c) |
24,900 |
$ 234,060 | |
|
Applied Industrial Technologies, Inc. (c) |
27,153 |
560,166 | |
|
Beacon Roofing Supply, Inc. (a)(c) |
32,220 |
541,940 | |
|
BlueLinx Corp. (a) |
10,747 |
58,356 | |
|
Fastenal Co. (c) |
101,000 |
3,656,200 | |
|
GATX Corp. |
33,347 |
914,708 | |
|
H&E Equipment Services, Inc. (a) |
20,181 |
202,214 | |
|
Houston Wire & Cable Co. |
12,212 |
140,560 | |
|
Interline Brands, Inc. (a)(c) |
23,660 |
395,359 | |
|
Kaman Corp. |
19,994 |
414,476 | |
|
Lawson Products, Inc. |
2,164 |
39,125 | |
|
MSC Industrial Direct Co., Inc. |
29,000 |
1,145,790 | |
|
RSC Holdings, Inc. (a)(c) |
36,805 |
266,100 | |
|
Rush Enterprises, Inc. Class A (a)(c) |
29,403 |
411,936 | |
|
TAL International Group, Inc. |
19,431 |
239,390 | |
|
Titan Machinery, Inc. (a)(c) |
22,348 |
269,293 | |
|
United Rentals, Inc. (a)(c) |
47,069 |
432,564 | |
|
W.W. Grainger, Inc. (c) |
45,569 |
3,985,920 | |
|
Watsco, Inc. (c) |
15,220 |
804,073 | |
|
WESCO International, Inc. (a)(c) |
28,000 |
672,840 | |
|
Willis Lease Finance Corp. (a) |
1,200 |
14,508 | |
|
|
15,506,524 | ||
|
Transportation Infrastructure - 0.0% | |||
|
Macquarie Infrastructure Co. LLC (c) |
46,421 |
288,274 | |
|
Quixote Corp. (a)(c) |
700 |
1,470 | |
|
|
289,744 | ||
|
TOTAL INDUSTRIALS |
853,271,780 | ||
|
INFORMATION TECHNOLOGY - 17.9% | |||
|
Communications Equipment - 2.5% | |||
|
3Com Corp. (a)(c) |
336,728 |
1,464,767 | |
|
Acme Packet, Inc. (a)(c) |
28,974 |
236,428 | |
|
ADC Telecommunications, Inc. (a)(c) |
85,518 |
727,758 | |
|
Adtran, Inc. (c) |
45,000 |
1,023,300 | |
|
Airvana, Inc. (a) |
25,572 |
165,962 | |
|
Alliance Fiber Optic Products, Inc. (a) |
2,400 |
2,688 | |
|
AltiGen Communications, Inc. (a) |
3,200 |
2,720 | |
|
Anaren, Inc. (a) |
27,831 |
447,522 | |
|
Arris Group, Inc. (a)(c) |
85,448 |
1,133,040 | |
|
Aruba Networks, Inc. (a)(c) |
55,800 |
508,338 | |
|
Avocent Corp. (a)(c) |
37,291 |
608,589 | |
|
Bel Fuse, Inc. Class B (non-vtg.) |
8,180 |
138,242 | |
|
BigBand Networks, Inc. (a) |
52,482 |
204,155 | |
|
Black Box Corp. (c) |
20,932 |
524,137 | |
|
Blonder Tongue Laboratories, Inc. (a) |
3,900 |
4,641 | |
|
Blue Coat Systems, Inc. (a)(c) |
35,999 |
705,940 | |
|
Brocade Communications Systems,
|
289,563 |
2,093,540 | |
|
Ciena Corp. (a)(c) |
88,447 |
1,185,190 | |
|
Cisco Systems, Inc. (a) |
4,337,530 |
93,690,648 | |
|
Comarco, Inc. (a) |
450 |
846 | |
|
CommScope, Inc. (a) |
60,552 |
1,632,482 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
Communications Equipment - continued | |||
|
Communications Systems, Inc. |
2,718 |
$ 32,072 | |
|
Comtech Telecommunications Corp. (a)(c) |
26,101 |
887,956 | |
|
DG FastChannel, Inc. (a)(c) |
22,521 |
390,514 | |
|
Digi International, Inc. (a) |
24,959 |
213,899 | |
|
Ditech Networks, Inc. (a) |
8,447 |
13,262 | |
|
EchoStar Holding Corp. Class A (a) |
40,085 |
743,577 | |
|
EMCORE Corp. (a) |
46,234 |
49,008 | |
|
EMS Technologies, Inc. (a) |
24,115 |
451,915 | |
|
Emulex Corp. (a) |
68,229 |
661,139 | |
|
Entrada Networks, Inc. (a) |
150 |
0 | |
|
Extreme Networks, Inc. (a) |
81,024 |
196,888 | |
|
F5 Networks, Inc. (a)(c) |
56,869 |
1,961,412 | |
|
Finisar Corp. (a) |
154,118 |
135,624 | |
|
Globecomm Systems, Inc. (a) |
13,582 |
102,816 | |
|
Harmonic, Inc. (a) |
87,814 |
579,572 | |
|
Harris Corp. (c) |
95,000 |
3,299,350 | |
|
Harris Stratex Networks, Inc. Class A (a) |
77,479 |
469,523 | |
|
Hughes Communications, Inc. (a)(c) |
3,000 |
78,030 | |
|
Infinera Corp. (a)(c) |
69,196 |
484,372 | |
|
InterDigital, Inc. (a)(c) |
34,017 |
712,996 | |
|
Ixia (a) |
28,654 |
175,076 | |
|
JDS Uniphase Corp. (a) |
212,652 |
1,460,919 | |
|
Juniper Networks, Inc. (a)(c) |
389,169 |
8,978,129 | |
|
KVH Industries, Inc. (a) |
1,838 |
13,895 | |
|
Lantronix, Inc. (a) |
500 |
265 | |
|
Lantronix, Inc. warrants 2/9/11 (a)(f) |
7 |
0 | |
|
Loral Space & Communications Ltd. (a) |
7,589 |
156,637 | |
|
Motorola, Inc. (c) |
1,567,487 |
11,254,557 | |
|
NETGEAR, Inc. (a)(c) |
56,887 |
971,630 | |
|
Network Engines, Inc. (a) |
2,300 |
2,875 | |
|
Network Equipment Technologies, Inc. (a) |
17,660 |
117,262 | |
|
NumereX Corp. Class A (a) |
3,105 |
15,898 | |
|
Occam Networks, Inc. (a) |
85 |
302 | |
|
Oclaro, Inc. (a) |
71,776 |
57,780 | |
|
Oplink Communications, Inc. (a) |
17,767 |
246,606 | |
|
Opnext, Inc. (a) |
11,814 |
30,953 | |
|
Optelecom Nkf, Inc. (a) |
529 |
2,396 | |
|
Optical Cable Corp. (a) |
656 |
2,112 | |
|
ORBCOMM, Inc. (a)(c) |
23,301 |
50,097 | |
|
Palm, Inc. (a)(c) |
90,061 |
1,200,513 | |
|
Parkervision, Inc. (a)(c) |
17,441 |
62,962 | |
|
PC-Tel, Inc. (a) |
2,627 |
15,499 | |
|
Performance Technologies, Inc. (a) |
3,463 |
10,666 | |
|
Plantronics, Inc. (c) |
36,731 |
877,504 | |
|
Polycom, Inc. (a)(c) |
61,510 |
1,451,021 | |
|
Powerwave Technologies, Inc. (a) |
103,954 |
128,903 | |
|
QUALCOMM, Inc. |
1,237,236 |
57,432,495 | |
|
Riverbed Technology, Inc. (a)(c) |
43,842 |
845,274 | |
|
SCM Microsystems, Inc. (a) |
600 |
1,248 | |
|
SeaChange International, Inc. (a)(c) |
20,553 |
183,744 | |
|
Sonus Networks, Inc. (a)(c) |
232,659 |
490,910 | |
|
| |||
|
Shares |
Value | ||
|
Starent Networks Corp. (a)(c) |
28,603 |
$ 578,925 | |
|
Sycamore Networks, Inc. (a) |
161,765 |
491,766 | |
|
Symmetricom, Inc. (a) |
25,258 |
132,605 | |
|
Tekelec (a)(c) |
52,160 |
812,131 | |
|
Tellabs, Inc. (a) |
242,872 |
1,539,808 | |
|
Telular Corp. (a) |
2,100 |
6,825 | |
|
Tollgrade Communications, Inc. (a) |
2,548 |
14,243 | |
|
UTStarcom, Inc. (a) |
75,765 |
124,255 | |
|
ViaSat, Inc. (a)(c) |
20,420 |
494,777 | |
|
Westell Technologies, Inc. Class A (a) |
4,212 |
4,675 | |
|
|
208,402,996 | ||
|
Computers & Peripherals - 4.7% | |||
|
3PAR, Inc. (a) |
27,667 |
244,576 | |
|
ActivIdentity Corp. (a) |
55,312 |
138,833 | |
|
Adaptec, Inc. (a) |
132,864 |
390,620 | |
|
Apple, Inc. (a) |
668,604 |
112,465,879 | |
|
Astro-Med, Inc. |
5,359 |
32,154 | |
|
Avid Technology, Inc. (a)(c) |
21,770 |
283,663 | |
|
Compellent Technologies, Inc. (a) |
21,790 |
325,107 | |
|
Concurrent Computer Corp. (a) |
1,148 |
5,132 | |
|
Cray, Inc. (a) |
27,805 |
203,255 | |
|
Datalink Corp. (a) |
2,627 |
9,720 | |
|
Dataram Corp. (a) |
3,881 |
7,296 | |
|
Dell, Inc. (a)(c) |
1,289,021 |
20,405,202 | |
|
Diebold, Inc. |
44,317 |
1,337,044 | |
|
Dot Hill Systems Corp. (a) |
5,816 |
7,852 | |
|
Electronics for Imaging, Inc. (a)(c) |
64,810 |
689,578 | |
|
EMC Corp. (a) |
1,503,614 |
23,907,463 | |
|
Hauppauge Digital, Inc. (a) |
500 |
590 | |
|
Hewlett-Packard Co. |
1,810,863 |
81,289,640 | |
|
Hutchinson Technology, Inc. (a) |
11,789 |
70,145 | |
|
Hypercom Corp. (a) |
9,287 |
24,982 | |
|
iGO, Inc. (a) |
6,906 |
5,663 | |
|
Imation Corp. |
17,514 |
150,620 | |
|
Immersion Corp. (a)(c) |
36,085 |
137,123 | |
|
Intermec, Inc. (a)(c) |
33,285 |
473,313 | |
|
International Business Machines Corp. |
996,273 |
117,610,028 | |
|
Interphase Corp. (a) |
2,276 |
9,627 | |
|
Intevac, Inc. (a) |
15,683 |
183,177 | |
|
LaserCard Corp. (a) |
2,369 |
21,392 | |
|
Lexmark International, Inc. Class A (a)(c) |
57,487 |
1,083,055 | |
|
MidgardXXI, Inc. (a) |
10 |
0 | |
|
NCR Corp. (a)(c) |
102,146 |
1,361,606 | |
|
NetApp, Inc. (a) |
237,211 |
5,396,550 | |
|
Novatel Wireless, Inc. (a)(c) |
32,010 |
308,897 | |
|
Overland Storage, Inc. (a) |
2,079 |
2,037 | |
|
Presstek, Inc. (a) |
8,481 |
12,297 | |
|
QLogic Corp. (a)(c) |
95,448 |
1,509,033 | |
|
Quantum Corp. (a) |
145,293 |
178,710 | |
|
Rimage Corp. (a) |
7,000 |
112,700 | |
|
SanDisk Corp. (a)(c) |
157,329 |
2,784,723 | |
|
Scan-Optics, Inc. (a) |
300 |
0 | |
|
Seagate Technology |
392,090 |
5,430,447 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
Computers & Peripherals - continued | |||
|
Silicon Graphics International Corp. (a) |
10,523 |
$ 57,771 | |
|
STEC, Inc. (a)(c) |
30,010 |
1,216,305 | |
|
Stratasys, Inc. (a)(c) |
27,535 |
396,229 | |
|
Sun Microsystems, Inc. (a) |
526,893 |
4,889,567 | |
|
Super Micro Computer, Inc. (a) |
15,000 |
119,550 | |
|
Synaptics, Inc. (a)(c) |
23,677 |
610,393 | |
|
Teradata Corp. (a) |
126,224 |
3,399,212 | |
|
Video Display Corp. (a) |
3,439 |
11,039 | |
|
ViewCast.com, Inc. (a) |
13,700 |
2,055 | |
|
Western Digital Corp. (a)(c) |
167,368 |
5,737,375 | |
|
|
395,049,225 | ||
|
Electronic Equipment & Components - 0.8% | |||
|
Acacia Research Corp. - Acacia Technologies (a)(c) |
35,320 |
317,174 | |
|
Advanced Photonix, Inc. Class A (a) |
5,286 |
3,542 | |
|
Agilent Technologies, Inc. (c) |
250,456 |
6,431,710 | |
|
Agilysys, Inc. |
29,574 |
187,499 | |
|
American Technology Corp. (a)(c) |
900 |
1,215 | |
|
Amphenol Corp. Class A |
123,000 |
4,300,080 | |
|
Anixter International, Inc. (a)(c) |
21,000 |
736,680 | |
|
Arrow Electronics, Inc. (a)(c) |
80,391 |
2,222,007 | |
|
Avnet, Inc. (a)(c) |
100,088 |
2,667,345 | |
|
AVX Corp. |
28,540 |
331,349 | |
|
Axcess, Inc. (a) |
1,600 |
656 | |
|
Benchmark Electronics, Inc. (a)(c) |
61,344 |
1,006,042 | |
|
Brightpoint, Inc. (a)(c) |
59,347 |
435,607 | |
|
CalAmp Corp. (a) |
3,621 |
7,495 | |
|
Checkpoint Systems, Inc. (a) |
28,100 |
468,427 | |
|
Clearfield, Inc. (a) |
2,800 |
9,016 | |
|
Cogent, Inc. (a) |
35,833 |
376,247 | |
|
Cognex Corp. |
28,237 |
452,357 | |
|
Coherent, Inc. (a) |
23,737 |
530,759 | |
|
Corning, Inc. |
1,158,435 |
17,469,200 | |
|
CTS Corp. |
21,333 |
189,010 | |
|
Daktronics, Inc. |
37,452 |
302,238 | |
|
Dolby Laboratories, Inc. Class A (a) |
35,000 |
1,365,350 | |
|
DTS, Inc. (a)(c) |
21,936 |
587,885 | |
|
Echelon Corp. (a)(c) |
28,938 |
328,736 | |
|
Electro Rent Corp. |
2,627 |
26,769 | |
|
Electro Scientific Industries, Inc. (a) |
25,174 |
309,137 | |
|
Entorian Technologies, Inc. (a) |
558 |
195 | |
|
FARO Technologies, Inc. (a) |
21,693 |
368,998 | |
|
FLIR Systems, Inc. (a) |
140,238 |
3,228,279 | |
|
Frequency Electronics, Inc. (a) |
500 |
1,750 | |
|
Gerber Scientific, Inc. (a) |
4,538 |
19,468 | |
|
Giga-Tronics, Inc. (a) |
3,000 |
5,700 | |
|
GTSI Corp. (a) |
2,376 |
19,032 | |
|
IEC Electronics Corp. (a) |
100 |
510 | |
|
Ingram Micro, Inc. Class A (a)(c) |
100,872 |
1,690,615 | |
|
Insight Enterprises, Inc. (a)(c) |
30,442 |
349,170 | |
|
IPG Photonics Corp. (a)(c) |
19,405 |
235,189 | |
|
| |||
|
Shares |
Value | ||
|
Iteris, Inc. (a) |
1,200 |
$ 1,776 | |
|
Itron, Inc. (a)(c) |
25,099 |
1,375,174 | |
|
Jabil Circuit, Inc. (c) |
143,547 |
1,571,840 | |
|
Jaco Electronics, Inc. (a) |
1,950 |
1,326 | |
|
Keithley Instruments, Inc. |
11,433 |
57,165 | |
|
L-1 Identity Solutions, Inc. (a)(c) |
60,627 |
434,696 | |
|
LeCroy Corp. (a) |
2,030 |
8,079 | |
|
LightPath Technologies, Inc. Class A (a) |
437 |
926 | |
|
Littelfuse, Inc. (a)(c) |
28,850 |
722,404 | |
|
LoJack Corp. (a) |
24,509 |
126,712 | |
|
Mace Security International, Inc. (a) |
1,100 |
1,100 | |
|
Maxwell Technologies, Inc. (a)(c) |
16,314 |
220,728 | |
|
Measurement Specialties, Inc. (a) |
9,947 |
105,239 | |
|
Mercury Computer Systems, Inc. (a) |
16,844 |
160,355 | |
|
Merix Corp. (a) |
1,450 |
2,871 | |
|
Merrimac Industries, Inc. (a) |
500 |
3,900 | |
|
Mesa Laboratories, Inc. |
2,540 |
55,905 | |
|
Methode Electronics, Inc. Class A |
32,238 |
278,214 | |
|
Micronetics, Inc. (a) |
1,137 |
3,309 | |
|
MOCON, Inc. |
2,570 |
21,974 | |
|
Molex, Inc. (c) |
90,000 |
1,638,900 | |
|
MTS Systems Corp. (c) |
19,462 |
516,521 | |
|
Multi-Fineline Electronix, Inc. (a) |
11,912 |
329,248 | |
|
National Instruments Corp. (c) |
42,603 |
1,091,915 | |
|
Newport Corp. (a) |
27,067 |
191,905 | |
|
NU Horizons Electronics Corp. (a) |
4,122 |
15,828 | |
|
OSI Systems, Inc. (a) |
24,345 |
410,700 | |
|
Park Electrochemical Corp. |
11,387 |
245,276 | |
|
PC Connection, Inc. (a) |
2,687 |
14,913 | |
|
PC Mall, Inc. (a) |
500 |
3,805 | |
|
Planar Systems, Inc. (a) |
2,649 |
7,523 | |
|
Plexus Corp. (a)(c) |
30,922 |
778,616 | |
|
RadiSys Corp. (a) |
4,060 |
29,638 | |
|
Research Frontiers, Inc. (a)(c) |
2,000 |
6,220 | |
|
Richardson Electronics Ltd. |
2,923 |
11,838 | |
|
Rofin-Sinar Technologies, Inc. (a)(c) |
19,978 |
454,300 | |
|
Rogers Corp. (a)(c) |
21,541 |
562,220 | |
|
Sanmina-SCI Corp. (a) |
39,734 |
251,119 | |
|
ScanSource, Inc. (a) |
22,961 |
642,678 | |
|
SMART Modular Technologies (WWH), Inc. (a) |
9,803 |
37,545 | |
|
Spectrum Control, Inc. (a) |
1,791 |
16,441 | |
|
SYNNEX Corp. (a)(c) |
17,416 |
516,384 | |
|
Tech Data Corp. (a)(c) |
35,292 |
1,344,625 | |
|
Technitrol, Inc. |
21,812 |
179,731 | |
|
Trimble Navigation Ltd. (a)(c) |
84,063 |
2,140,244 | |
|
TTM Technologies, Inc. (a)(c) |
52,954 |
535,894 | |
|
Universal Display Corp. (a)(c) |
23,490 |
256,041 | |
|
Vishay Intertechnology, Inc. (a)(c) |
175,993 |
1,420,264 | |
|
X-Rite, Inc. (a)(c) |
29,750 |
60,095 | |
|
Zygo Corp. (a) |
11,433 |
76,715 | |
|
|
65,923,273 | ||
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
Internet Software & Services - 1.6% | |||
|
Akamai Technologies, Inc. (a)(c) |
133,809 |
$ 2,360,391 | |
|
Art Technology Group, Inc. (a)(c) |
138,322 |
558,821 | |
|
Autobytel, Inc. (a) |
6,680 |
4,075 | |
|
Bankrate, Inc. (a) |
13,442 |
382,963 | |
|
Communication Intelligence Corp. (a) |
3,800 |
304 | |
|
comScore, Inc. (a) |
14,323 |
199,233 | |
|
Constant Contact, Inc. (a) |
16,476 |
343,195 | |
|
DealerTrack Holdings, Inc. (a) |
56,207 |
1,134,257 | |
|
Digital River, Inc. (a)(c) |
26,281 |
928,245 | |
|
DivX, Inc. (a) |
15,267 |
79,694 | |
|
EarthLink, Inc. |
92,443 |
769,126 | |
|
EasyLink Services International Corp. (a) |
600 |
1,008 | |
|
eBay, Inc. (a) |
822,538 |
18,210,991 | |
|
Equinix, Inc. (a)(c) |
27,000 |
2,275,020 | |
|
Google, Inc. Class A (a) |
173,275 |
79,995,869 | |
|
GSI Commerce, Inc. (a) |
19,559 |
339,153 | |
|
IAC/InterActiveCorp (a) |
77,476 |
1,434,856 | |
|
iMergent, Inc. |
7,660 |
51,322 | |
|
InfoSpace, Inc. (a) |
38,127 |
308,829 | |
|
Innodata Isogen, Inc. (a)(c) |
10,986 |
57,127 | |
|
Internap Network Services Corp. (a)(c) |
31,452 |
94,985 | |
|
Internet America, Inc. (a) |
4,200 |
1,260 | |
|
Internet Capital Group, Inc. (a) |
38,165 |
253,416 | |
|
iPass, Inc. |
26,101 |
38,107 | |
|
j2 Global Communications, Inc. (a)(c) |
31,250 |
667,813 | |
|
Jupiter Media Metrix, Inc. (a) |
4,711 |
0 | |
|
Keynote Systems, Inc. (a) |
20,911 |
210,365 | |
|
Liquidity Services, Inc. (a) |
10,000 |
108,900 | |
|
LogMeIn, Inc. |
14,000 |
228,200 | |
|
LoopNet, Inc. (a) |
38,132 |
304,675 | |
|
Marchex, Inc. Class B |
33,368 |
142,815 | |
|
ModusLink Global Solutions, Inc. (a) |
27,194 |
195,253 | |
|
Move, Inc. (a) |
91,866 |
265,493 | |
|
NIC, Inc. |
38,909 |
298,432 | |
|
Omniture, Inc. (a)(c) |
58,093 |
831,311 | |
|
On2.Com, Inc. (a) |
22,666 |
13,146 | |
|
Onstream Media Corp. (a) |
206 |
85 | |
|
Openwave Systems, Inc. (a)(c) |
28,230 |
78,197 | |
|
Perficient, Inc. (a) |
16,992 |
131,858 | |
|
Rackspace Hosting, Inc. |
64,626 |
836,260 | |
|
RealNetworks, Inc. (a)(c) |
104,429 |
369,679 | |
|
Saba Software, Inc. (a) |
3,088 |
10,530 | |
|
SAVVIS, Inc. (c) |
49,706 |
843,014 | |
|
Selectica, Inc. (a) |
12,868 |
4,890 | |
|
Support.com, Inc. (a) |
12,011 |
28,226 | |
|
Switch & Data Facilities Co., Inc. (a) |
18,195 |
247,270 | |
|
Terremark Worldwide, Inc. (a)(c) |
7,893 |
41,596 | |
|
The Knot, Inc. (a) |
26,713 |
269,801 | |
|
TheStreet.com, Inc. |
4,299 |
10,962 | |
|
United Online, Inc. (c) |
83,735 |
586,145 | |
|
ValueClick, Inc. (a)(c) |
64,977 |
666,014 | |
|
| |||
|
Shares |
Value | ||
|
VeriSign, Inc. (a)(c) |
138,500 |
$ 2,934,815 | |
|
VistaPrint Ltd. (a)(c) |
37,069 |
1,536,139 | |
|
Vocus, Inc. (a) |
27,197 |
458,541 | |
|
Web.com, Inc. (a) |
15,761 |
86,055 | |
|
WebMD Health Corp. Class A (a)(c) |
8,782 |
288,840 | |
|
WebMediaBrands, Inc. (a) |
1,200 |
792 | |
|
Yahoo!, Inc. (a) |
980,496 |
14,325,047 | |
|
Zix Corp. (a)(c) |
10,905 |
19,847 | |
|
|
136,863,253 | ||
|
IT Services - 1.5% | |||
|
Acxiom Corp. (c) |
49,085 |
447,655 | |
|
Affiliated Computer Services, Inc. |
70,000 |
3,136,000 | |
|
Alliance Data Systems Corp. (a)(c) |
44,989 |
2,499,589 | |
|
Automatic Data Processing, Inc. |
373,479 |
14,322,920 | |
|
Broadridge Financial Solutions, Inc. |
105,000 |
2,186,100 | |
|
CACI International, Inc. Class A (a)(c) |
21,000 |
965,160 | |
|
Ciber, Inc. (a) |
62,714 |
244,585 | |
|
Cognizant Technology Solutions Corp. Class A (a) |
216,000 |
7,534,080 | |
|
Computer Sciences Corp. (a)(c) |
114,000 |
5,568,900 | |
|
Convergys Corp. (a)(c) |
93,827 |
1,017,085 | |
|
CSG Systems International, Inc. (a)(c) |
23,020 |
346,911 | |
|
CSP, Inc. (a) |
4,299 |
14,660 | |
|
CyberSource Corp. (a)(c) |
60,885 |
934,585 | |
|
DST Systems, Inc. (a)(c) |
27,403 |
1,255,331 | |
|
Edgewater Technology, Inc. (a) |
3,344 |
10,600 | |
|
eLoyalty Corp. (a) |
5,011 |
42,343 | |
|
ePresence, Inc. (a) |
600 |
0 | |
|
Euronet Worldwide, Inc. (a)(c) |
42,896 |
1,013,204 | |
|
Fidelity National Information Services, Inc. |
135,605 |
3,330,459 | |
|
Fiserv, Inc. (a)(c) |
117,000 |
5,645,250 | |
|
Forrester Research, Inc. (a) |
12,145 |
285,893 | |
|
Gartner, Inc. Class A (a)(c) |
46,439 |
773,674 | |
|
Genpact Ltd. (a) |
45,700 |
577,191 | |
|
Global Cash Access Holdings, Inc. (a)(c) |
36,284 |
263,059 | |
|
Global Payments, Inc. |
59,000 |
2,503,960 | |
|
Hackett Group, Inc. (a) |
2,704 |
7,084 | |
|
Heartland Payment Systems, Inc. |
35,890 |
448,984 | |
|
Hewitt Associates, Inc. Class A (a) |
62,000 |
2,233,240 | |
|
iGate Corp. |
5,233 |
34,852 | |
|
infoGROUP, Inc. (a) |
18,601 |
114,768 | |
|
Integral Systems, Inc. (a) |
21,096 |
132,272 | |
|
Lender Processing Services, Inc. |
73,000 |
2,502,440 | |
|
Lionbridge Technologies, Inc. (a)(c) |
21,896 |
58,900 | |
|
ManTech International Corp.
|
16,496 |
871,649 | |
|
Mastech Holdings, Inc. (a) |
348 |
1,295 | |
|
MasterCard, Inc. Class A (c) |
64,602 |
13,090,303 | |
|
Maximus, Inc. |
18,351 |
764,319 | |
|
Metavante Technologies, Inc. (a) |
64,626 |
2,036,365 | |
|
MoneyGram International, Inc. (a) |
39,244 |
104,389 | |
|
NCI, Inc. Class A (a)(c) |
7,500 |
220,125 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
IT Services - continued | |||
|
NeuStar, Inc. Class A (a)(c) |
56,000 |
$ 1,298,080 | |
|
Online Resources Corp. (a) |
30,570 |
167,218 | |
|
Paychex, Inc. (c) |
242,000 |
6,846,180 | |
|
Perot Systems Corp. Class A (a)(c) |
55,000 |
915,750 | |
|
PFSweb, Inc. (a) |
2,111 |
3,441 | |
|
RightNow Technologies, Inc. (a)(c) |
24,176 |
304,134 | |
|
SAIC, Inc. (a) |
154,000 |
2,847,460 | |
|
Sapient Corp. (a)(c) |
95,545 |
700,345 | |
|
SRA International, Inc. Class A (a) |
32,151 |
638,840 | |
|
StarTek, Inc. (a) |
2,269 |
17,539 | |
|
Storage Engine, Inc. (a) |
434 |
0 | |
|
Syntel, Inc. (c) |
15,040 |
602,653 | |
|
Teletech Holdings, Inc. (a) |
22,443 |
382,878 | |
|
The Management Network Group,
|
1,200 |
590 | |
|
The Western Union Co. |
524,251 |
9,457,488 | |
|
TNS, Inc. (a) |
28,980 |
752,321 | |
|
Total System Services, Inc. (c) |
141,339 |
2,156,833 | |
|
TSR, Inc. |
100 |
225 | |
|
Unisys Corp. (a)(c) |
238,680 |
582,379 | |
|
VeriFone Holdings, Inc. (a)(c) |
60,045 |
692,919 | |
|
Visa, Inc. Class A (c) |
323,320 |
22,988,052 | |
|
Wilhelmina International, Inc. (a) |
1,200 |
160 | |
|
Wright Express Corp. (a) |
25,873 |
815,517 | |
|
|
129,711,181 | ||
|
Office Electronics - 0.1% | |||
|
Xerox Corp. (c) |
649,454 |
5,617,777 | |
|
Zebra Technologies Corp. Class A (a)(c) |
45,996 |
1,149,440 | |
|
|
6,767,217 | ||
|
Semiconductors & Semiconductor Equipment - 2.8% | |||
|
Actel Corp. (a) |
29,247 |
318,207 | |
|
Advanced Analogic Technologies, Inc. (a) |
28,971 |
130,659 | |
|
Advanced Energy Industries, Inc. (a) |
22,632 |
236,731 | |
|
Advanced Micro Devices, Inc. (a)(c) |
456,333 |
1,989,612 | |
|
AEHR Test Systems (a) |
3,637 |
3,124 | |
|
Aetrium, Inc. (a) |
2,400 |
5,160 | |
|
Altera Corp. (c) |
200,000 |
3,842,000 | |
|
Amkor Technology, Inc. (a)(c) |
92,060 |
510,012 | |
|
Amtech Systems, Inc. (a) |
4,180 |
20,566 | |
|
ANADIGICS, Inc. (a) |
46,131 |
177,604 | |
|
Analog Devices, Inc. (c) |
199,979 |
5,649,407 | |
|
Applied Materials, Inc. (c) |
995,488 |
13,120,532 | |
|
Applied Micro Circuits Corp. (a) |
44,590 |
354,045 | |
|
Atheros Communications, Inc. (a)(c) |
40,105 |
1,108,502 | |
|
Atmel Corp. (a)(c) |
282,925 |
1,168,480 | |
|
ATMI, Inc. (a)(c) |
27,202 |
462,162 | |
|
Axcelis Technologies, Inc. (a) |
87,927 |
65,154 | |
|
AXT, Inc. (a) |
6,090 |
10,658 | |
|
Broadcom Corp. Class A (a)(c) |
313,833 |
8,928,549 | |
|
Brooks Automation, Inc. (a) |
54,086 |
351,559 | |
|
| |||
|
Shares |
Value | ||
|
Cabot Microelectronics Corp. (a)(c) |
28,192 |
$ 974,034 | |
|
California Micro Devices Corp. (a) |
1,400 |
4,046 | |
|
Cavium Networks, Inc. (a)(c) |
42,346 |
860,047 | |
|
Ceva, Inc. (a) |
3,705 |
32,271 | |
|
Cirrus Logic, Inc. (a) |
72,913 |
361,648 | |
|
Cohu, Inc. |
21,049 |
249,852 | |
|
Conexant Systems, Inc. (a) |
15,804 |
43,145 | |
|
Cree, Inc. (a) |
55,499 |
2,044,583 | |
|
Cymer, Inc. (a)(c) |
29,899 |
1,051,847 | |
|
Cypress Semiconductor Corp. (a)(c) |
108,413 |
1,097,140 | |
|
Diodes, Inc. (a)(c) |
24,821 |
503,122 | |
|
DSP Group, Inc. (a) |
29,152 |
230,301 | |
|
Entegris, Inc. (a) |
120,306 |
481,224 | |
|
Exar Corp. (a) |
31,629 |
237,534 | |
|
Fairchild Semiconductor International, Inc. (a) |
113,948 |
1,146,317 | |
|
FEI Co. (a)(c) |
29,919 |
707,884 | |
|
FormFactor, Inc. (a) |
40,019 |
878,017 | |
|
FSI International, Inc. (a) |
5,015 |
4,263 | |
|
Hittite Microwave Corp. (a)(c) |
17,471 |
601,352 | |
|
Ikanos Communications, Inc. (a) |
40,760 |
69,700 | |
|
Integrated Device Technology, Inc. (a) |
138,543 |
946,249 | |
|
Integrated Silicon Solution, Inc. (a) |
3,011 |
10,930 | |
|
Intel Corp. |
4,185,412 |
85,047,572 | |
|
International Rectifier Corp. (a)(c) |
56,202 |
1,054,912 | |
|
Intersil Corp. Class A |
90,212 |
1,335,138 | |
|
Intest Corp. (a) |
2,530 |
860 | |
|
IXYS Corp. |
31,097 |
211,460 | |
|
KLA-Tencor Corp. (c) |
114,466 |
3,571,339 | |
|
Kopin Corp. (a) |
11,225 |
43,216 | |
|
Kulicke & Soffa Industries, Inc. (a)(c) |
45,820 |
241,013 | |
|
Lam Research Corp. (a)(c) |
89,276 |
2,740,773 | |
|
Lattice Semiconductor Corp. (a) |
90,325 |
222,200 | |
|
Leadis Technology, Inc. (a) |
8,517 |
6,814 | |
|
Linear Technology Corp. |
146,395 |
3,889,715 | |
|
LSI Corp. (a)(c) |
463,843 |
2,416,622 | |
|
LTX-Credence Corp. (a) |
32,421 |
32,421 | |
|
Marvell Technology Group Ltd. (a)(c) |
380,886 |
5,808,512 | |
|
Mattson Technology, Inc. (a) |
45,794 |
75,560 | |
|
Maxim Integrated Products, Inc. |
220,000 |
4,131,600 | |
|
MEMC Electronic Materials, Inc. (a)(c) |
156,460 |
2,495,537 | |
|
Micrel, Inc. |
38,851 |
301,872 | |
|
Microchip Technology, Inc. |
128,884 |
3,421,870 | |
|
Micron Technology, Inc. (a)(c) |
593,672 |
4,375,363 | |
|
Microsemi Corp. (a)(c) |
61,682 |
870,333 | |
|
Microtune, Inc. (a) |
70,701 |
139,988 | |
|
Mindspeed Technologies, Inc. (a) |
6,021 |
13,547 | |
|
MIPS Technologies, Inc. (a) |
7,762 |
27,245 | |
|
MKS Instruments, Inc. (a)(c) |
43,222 |
796,581 | |
|
Monolithic Power Systems, Inc. (a)(c) |
25,069 |
564,805 | |
|
MoSys, Inc. (a) |
5,107 |
12,665 | |
|
Nanometrics, Inc. (a) |
800 |
5,136 | |
|
National Semiconductor Corp. (c) |
176,612 |
2,679,204 | |
|
Netlogic Microsystems, Inc. (a)(c) |
25,704 |
1,128,663 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
Semiconductors & Semiconductor Equipment - continued | |||
|
Novellus Systems, Inc. (a) |
77,164 |
$ 1,478,462 | |
|
NVE Corp. (a) |
5,000 |
266,000 | |
|
NVIDIA Corp. (a)(c) |
404,336 |
5,870,959 | |
|
Omnivision Technologies, Inc. (a) |
54,447 |
796,560 | |
|
ON Semiconductor Corp. (a)(c) |
307,507 |
2,481,581 | |
|
PDF Solutions, Inc. (a) |
5,015 |
13,490 | |
|
Pericom Semiconductor Corp. (a) |
20,374 |
175,420 | |
|
Photronics, Inc. (a) |
15,942 |
72,696 | |
|
Pixelworks, Inc. (a) |
2,229 |
7,690 | |
|
PLX Technology, Inc. (a) |
4,640 |
15,915 | |
|
PMC-Sierra, Inc. (a)(c) |
148,931 |
1,352,293 | |
|
Power Integrations, Inc. |
34,534 |
1,130,989 | |
|
QuickLogic Corp. (a) |
5,724 |
6,697 | |
|
Rambus, Inc. (a)(c) |
79,669 |
1,521,678 | |
|
Ramtron International Corp. (a) |
5,613 |
9,261 | |
|
RF Micro Devices, Inc. (a)(c) |
130,039 |
611,183 | |
|
Rudolph Technologies, Inc. (a) |
4,324 |
27,760 | |
|
Semitool, Inc. (a) |
5,613 |
36,877 | |
|
Semtech Corp. (a)(c) |
46,483 |
849,244 | |
|
Sigma Designs, Inc. (a)(c) |
26,543 |
375,053 | |
|
Silicon Image, Inc. (a) |
98,207 |
298,549 | |
|
Silicon Laboratories, Inc. (a)(c) |
39,553 |
1,781,467 | |
|
Silicon Storage Technology, Inc. (a) |
22,297 |
40,804 | |
|
Skyworks Solutions, Inc. (a)(c) |
117,453 |
1,368,327 | |
|
Standard Microsystems Corp. (a)(c) |
30,821 |
717,513 | |
|
Supertex, Inc. (a) |
11,896 |
307,393 | |
|
Techwell, Inc. (a) |
12,000 |
107,520 | |
|
Tegal Corp. (a) |
508 |
574 | |
|
Teradyne, Inc. (a)(c) |
147,810 |
1,219,433 | |
|
Tessera Technologies, Inc. (a)(c) |
37,851 |
951,196 | |
|
Texas Instruments, Inc. (c) |
951,429 |
23,395,639 | |
|
Transwitch Corp. (a) |
19,355 |
11,458 | |
|
Trident Microsystems, Inc. (a) |
25,747 |
62,050 | |
|
Trio-Tech International (a) |
4,299 |
11,263 | |
|
TriQuint Semiconductor, Inc. (a)(c) |
118,241 |
865,524 | |
|
Ultra Clean Holdings, Inc. (a) |
15,000 |
52,200 | |
|
Ultratech, Inc. (a)(c) |
39,291 |
425,522 | |
|
Varian Semiconductor Equipment Associates, Inc. (a) |
45,773 |
1,399,281 | |
|
Veeco Instruments, Inc. (a)(c) |
23,319 |
500,892 | |
|
Virage Logic Corp. (a) |
3,759 |
18,043 | |
|
Volterra Semiconductor Corp. (a)(c) |
32,732 |
579,684 | |
|
White Electronic Designs Corp. (a) |
3,800 |
15,732 | |
|
Xilinx, Inc. (c) |
203,402 |
4,523,660 | |
|
Zoran Corp. (a)(c) |
59,085 |
652,889 | |
|
|
235,057,186 | ||
|
Software - 3.9% | |||
|
ACI Worldwide, Inc. (a)(c) |
38,108 |
516,744 | |
|
Activision Blizzard, Inc. (a) |
426,835 |
4,955,554 | |
|
Actuate Corp. (a) |
49,055 |
275,689 | |
|
Adept Technology, Inc. (a) |
680 |
1,754 | |
|
| |||
|
Shares |
Value | ||
|
Adobe Systems, Inc. (a)(c) |
388,277 |
$ 12,199,663 | |
|
Advent Software, Inc. (a)(c) |
15,807 |
611,573 | |
|
American Software, Inc. Class A |
4,418 |
27,833 | |
|
ANSYS, Inc. (a)(c) |
63,999 |
2,248,925 | |
|
ArcSight, Inc. (a) |
23,390 |
452,597 | |
|
Ariba, Inc. (a)(c) |
83,074 |
952,028 | |
|
Authentidate Holding Corp. (a) |
1,900 |
2,242 | |
|
Autodesk, Inc. (a)(c) |
160,163 |
3,752,619 | |
|
Bitstream, Inc. Class A (a) |
6,051 |
30,739 | |
|
Blackbaud, Inc. |
31,757 |
611,640 | |
|
Blackboard, Inc. (a)(c) |
24,407 |
839,845 | |
|
BMC Software, Inc. (a)(c) |
130,417 |
4,649,366 | |
|
Bottomline Technologies, Inc. (a)(c) |
26,416 |
319,634 | |
|
BSQUARE Corp. (a) |
300 |
666 | |
|
CA, Inc. |
291,994 |
6,508,546 | |
|
Cadence Design Systems, Inc. (a) |
230,461 |
1,444,990 | |
|
Chordiant Software, Inc. (a) |
6,787 |
26,537 | |
|
Citrix Systems, Inc. (a)(c) |
130,000 |
4,638,400 | |
|
CommVault Systems, Inc. (a)(c) |
53,307 |
974,985 | |
|
Compuware Corp. (a)(c) |
152,129 |
1,096,850 | |
|
Concur Technologies, Inc. (a)(c) |
35,353 |
1,250,082 | |
|
Convera Corp. Class A (a) |
2,323 |
511 | |
|
Datawatch Corp. (a) |
2,268 |
6,010 | |
|
Double-Take Software, Inc. (a) |
15,000 |
131,700 | |
|
Dynamics Research Corp. (a) |
2,841 |
39,149 | |
|
ebix.com, Inc. (a) |
5,000 |
246,800 | |
|
Electronic Arts, Inc. (a)(c) |
232,488 |
4,235,931 | |
|
Epicor Software Corp. (a) |
38,816 |
244,541 | |
|
EPIQ Systems, Inc. (a)(c) |
26,916 |
403,471 | |
|
FactSet Research Systems, Inc. |
30,000 |
1,651,200 | |
|
Fair Isaac Corp. |
50,575 |
1,127,823 | |
|
FalconStor Software, Inc. (a) |
18,520 |
93,711 | |
|
Fonix Corp. (a) |
1 |
0 | |
|
GSE Systems, Inc. (a) |
452 |
2,970 | |
|
i2 Technologies, Inc. (a)(c) |
13,978 |
209,670 | |
|
Informatica Corp. (a)(c) |
70,941 |
1,271,972 | |
|
Interactive Intelligence, Inc. (a) |
2,508 |
43,188 | |
|
Intuit, Inc. (a)(c) |
209,587 |
5,820,231 | |
|
Jack Henry & Associates, Inc. |
61,000 |
1,421,910 | |
|
JDA Software Group, Inc. (a)(c) |
34,490 |
667,037 | |
|
Kenexa Corp. (a)(c) |
14,889 |
182,539 | |
|
Lawson Software, Inc. (a)(c) |
80,623 |
496,638 | |
|
Magma Design Automation, Inc. (a)(c) |
31,318 |
44,785 | |
|
Manhattan Associates, Inc. (a)(c) |
23,929 |
426,654 | |
|
McAfee, Inc. (a)(c) |
106,256 |
4,226,864 | |
|
Mentor Graphics Corp. (a)(c) |
93,643 |
826,868 | |
|
MICROS Systems, Inc. (a)(c) |
65,052 |
1,812,999 | |
|
Microsoft Corp. |
5,965,294 |
147,044,497 | |
|
MicroStrategy, Inc. Class A (a) |
16,420 |
1,013,935 | |
|
MSC.Software Corp. (a) |
94,122 |
713,445 | |
|
NetScout Systems, Inc. (a)(c) |
23,319 |
267,236 | |
|
NetSol Technologies, Inc. (a) |
20 |
19 | |
|
NetSuite, Inc. (a)(c) |
16,207 |
222,198 | |
|
Novell, Inc. (a) |
266,027 |
1,157,217 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
Software - continued | |||
|
Nuance Communications, Inc. (a)(c) |
152,070 |
$ 1,875,023 | |
|
OpenTV Corp. Class A (a) |
50,000 |
64,000 | |
|
Opnet Technologies, Inc. |
5,444 |
51,500 | |
|
Oracle Corp. |
2,886,045 |
63,117,804 | |
|
Parametric Technology Corp. (a)(c) |
82,569 |
1,098,168 | |
|
Peerless Systems Corp. (a) |
200 |
440 | |
|
Pegasystems, Inc. (c) |
4,263 |
130,576 | |
|
Pervasive Software, Inc. (a) |
4,889 |
23,467 | |
|
Phoenix Technologies Ltd. (a) |
13,582 |
49,303 | |
|
Plato Learning, Inc. (a) |
2,149 |
9,477 | |
|
Progress Software Corp. (a)(c) |
36,598 |
815,403 | |
|
PROS Holdings, Inc. (a) |
15,000 |
121,200 | |
|
QAD, Inc. |
4,871 |
19,874 | |
|
Quest Software, Inc. (a) |
35,867 |
591,447 | |
|
Radiant Systems, Inc. (a) |
15,620 |
167,446 | |
|
Red Hat, Inc. (a)(c) |
132,948 |
3,052,486 | |
|
Renaissance Learning, Inc. |
5,254 |
52,067 | |
|
Rosetta Stone, Inc. (c) |
9,673 |
213,290 | |
|
Rovi Corp. (a) |
57,552 |
1,751,883 | |
|
S1 Corp. (a)(c) |
50,691 |
318,846 | |
|
Salesforce.com, Inc. (a)(c) |
72,121 |
3,740,916 | |
|
Smith Micro Software, Inc. (a)(c) |
24,403 |
281,855 | |
|
Solera Holdings, Inc. (c) |
48,885 |
1,287,631 | |
|
Sonic Foundry, Inc. (a) |
1,800 |
1,080 | |
|
Sonic Solutions, Inc. (a) |
21,391 |
113,586 | |
|
SonicWALL, Inc. (a)(c) |
60,735 |
454,905 | |
|
Sourcefire, Inc. (a)(c) |
3,343 |
63,517 | |
|
SourceForge, Inc. (a) |
13,735 |
18,130 | |
|
SPSS, Inc. (a)(c) |
15,992 |
796,402 | |
|
SRS Labs, Inc. (a) |
3,224 |
23,342 | |
|
StorageNetworks, Inc. (a) |
13,600 |
0 | |
|
SuccessFactors, Inc. (a) |
27,683 |
328,597 | |
|
Sybase, Inc. (a)(c) |
54,071 |
1,884,374 | |
|
Symantec Corp. (a) |
605,743 |
9,158,834 | |
|
Symyx Technologies, Inc. (a) |
19,320 |
119,398 | |
|
Synchronoss Technologies, Inc. (a) |
24,465 |
260,063 | |
|
Synopsys, Inc. (a) |
96,141 |
2,041,073 | |
|
Take-Two Interactive Software, Inc. (c) |
60,048 |
630,504 | |
|
Taleo Corp. Class A (a)(c) |
24,886 |
450,188 | |
|
TeleCommunication Systems, Inc. Class A (a) |
57,438 |
433,083 | |
|
THQ, Inc. (a) |
117,258 |
646,092 | |
|
TIBCO Software, Inc. (a)(c) |
106,205 |
942,038 | |
|
TiVo, Inc. (a)(c) |
73,373 |
719,789 | |
|
Tyler Technologies, Inc. (a) |
34,991 |
532,913 | |
|
Ultimate Software Group, Inc. (a)(c) |
18,927 |
499,105 | |
|
Vasco Data Security International, Inc. (a) |
35,184 |
304,693 | |
|
Veramark Technologies, Inc. (a) |
2,300 |
920 | |
|
Versant Corp. (a) |
320 |
4,867 | |
|
VMware, Inc. Class A (a)(c) |
23,363 |
827,751 | |
|
| |||
|
Shares |
Value | ||
|
Wayside Technology Group, Inc. |
1,433 |
$ 11,163 | |
|
Websense, Inc. (a)(c) |
36,344 |
550,975 | |
|
|
325,094,704 | ||
|
TOTAL INFORMATION TECHNOLOGY |
1,502,869,035 | ||
|
MATERIALS - 3.7% | |||
|
Chemicals - 2.1% | |||
|
A. Schulman, Inc. |
27,813 |
558,763 | |
|
Air Products & Chemicals, Inc. (c) |
147,470 |
11,064,674 | |
|
Airgas, Inc. |
49,122 |
2,284,173 | |
|
Albemarle Corp. |
62,886 |
2,026,816 | |
|
American Pacific Corp. (a) |
800 |
6,536 | |
|
American Vanguard Corp. |
27,915 |
244,535 | |
|
Arch Chemicals, Inc. |
25,671 |
750,107 | |
|
Ashland, Inc. |
47,187 |
1,730,819 | |
|
Balchem Corp. (c) |
17,139 |
426,761 | |
|
Cabot Corp. |
31,185 |
617,151 | |
|
Calgon Carbon Corp. (a)(c) |
41,502 |
593,479 | |
|
Celanese Corp. Class A |
110,825 |
2,822,713 | |
|
CF Industries Holdings, Inc. |
41,258 |
3,369,128 | |
|
Cytec Industries, Inc. (c) |
40,411 |
1,167,474 | |
|
Dow Chemical Co. |
795,178 |
16,929,340 | |
|
E.I. du Pont de Nemours & Co. (c) |
654,660 |
20,903,294 | |
|
Eastman Chemical Co. |
47,427 |
2,473,792 | |
|
Ecolab, Inc. |
124,412 |
5,261,383 | |
|
Ferro Corp. (c) |
33,071 |
260,599 | |
|
Flotek Industries, Inc. (a)(c) |
12,942 |
21,095 | |
|
FMC Corp. (c) |
50,248 |
2,396,830 | |
|
GenTek, Inc. (a)(c) |
4,202 |
115,261 | |
|
Georgia Gulf Corp. (a) |
805 |
24,158 | |
|
H.B. Fuller Co. (c) |
31,742 |
626,587 | |
|
Hawkins, Inc. (c) |
6,199 |
131,729 | |
|
Huntsman Corp. |
111,666 |
959,211 | |
|
ICO, Inc. (a) |
28,426 |
116,547 | |
|
Innophos Holdings, Inc. |
19,698 |
376,035 | |
|
International Flavors & Fragrances, Inc. |
54,187 |
1,930,141 | |
|
Intrepid Potash, Inc. (a)(c) |
31,203 |
732,958 | |
|
Koppers Holdings, Inc. |
29,186 |
796,778 | |
|
Kronos Worldwide, Inc. (c) |
87 |
732 | |
|
Landec Corp. (a) |
21,495 |
131,334 | |
|
LSB Industries, Inc. (a) |
19,648 |
303,365 | |
|
Lubrizol Corp. |
48,000 |
3,058,560 | |
|
Material Sciences Corp. (a) |
1,552 |
2,794 | |
|
Minerals Technologies, Inc. |
16,405 |
735,600 | |
|
Monsanto Co. |
410,175 |
34,405,479 | |
|
Nalco Holding Co. |
95,000 |
1,700,500 | |
|
Nanophase Technologies Corp. (a) |
4,415 |
4,062 | |
|
NewMarket Corp. |
8,586 |
713,668 | |
|
NL Industries, Inc. |
6,360 |
43,630 | |
|
Olin Corp. (c) |
41,139 |
688,667 | |
|
OM Group, Inc. (a)(c) |
27,564 |
750,016 | |
|
OMNOVA Solutions, Inc. (a) |
3,702 |
17,473 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
MATERIALS - continued | |||
|
Chemicals - continued | |||
|
Penford Corp. |
7,525 |
$ 48,461 | |
|
PolyOne Corp. (a) |
82,298 |
419,720 | |
|
PPG Industries, Inc. |
120,000 |
6,648,000 | |
|
Praxair, Inc. |
233,432 |
17,885,560 | |
|
Quaker Chemical Corp. |
16,836 |
348,842 | |
|
Rockwood Holdings, Inc. (a)(c) |
39,589 |
806,428 | |
|
RPM International, Inc. |
83,000 |
1,351,240 | |
|
Senomyx, Inc. (a) |
21,458 |
82,828 | |
|
Sensient Technologies Corp. (c) |
40,668 |
1,060,215 | |
|
Sigma Aldrich Corp. |
78,776 |
4,001,821 | |
|
Solutia, Inc. (a) |
86,873 |
1,062,457 | |
|
Spartech Corp. |
13,865 |
160,002 | |
|
Stepan Co. |
9,873 |
533,734 | |
|
Terra Industries, Inc. |
84,445 |
2,627,084 | |
|
Terra Nitrogen Co. LP |
4,070 |
424,175 | |
|
The Mosaic Co. |
112,750 |
5,464,993 | |
|
The Scotts Miracle-Gro Co. Class A |
26,966 |
1,097,247 | |
|
Valspar Corp. |
66,080 |
1,769,622 | |
|
W.R. Grace & Co. (a)(c) |
45,142 |
755,226 | |
|
Westlake Chemical Corp. |
10,398 |
249,968 | |
|
Zep, Inc. (c) |
19,224 |
307,200 | |
|
Zoltek Companies, Inc. (a)(c) |
46,821 |
436,372 | |
|
|
171,815,942 | ||
|
Construction Materials - 0.1% | |||
|
Eagle Materials, Inc. (c) |
40,054 |
1,054,622 | |
|
Headwaters, Inc. (a)(c) |
58,586 |
224,970 | |
|
Martin Marietta Materials, Inc. |
33,000 |
2,890,140 | |
|
Texas Industries, Inc. (c) |
14,848 |
590,356 | |
|
U.S. Concrete, Inc. (a) |
30,514 |
47,297 | |
|
Vulcan Materials Co. (c) |
72,000 |
3,602,880 | |
|
|
8,410,265 | ||
|
Containers & Packaging - 0.3% | |||
|
AEP Industries, Inc. (a) |
4,716 |
180,670 | |
|
Aptargroup, Inc. (c) |
45,669 |
1,570,100 | |
|
Ball Corp. |
64,246 |
3,113,361 | |
|
Bemis Co., Inc. |
67,911 |
1,805,753 | |
|
Crown Holdings, Inc. (a)(c) |
110,480 |
2,743,218 | |
|
Graphic Packaging Holding Co. (a) |
22,196 |
47,277 | |
|
Greif, Inc. Class A (c) |
21,909 |
1,085,372 | |
|
MOD-PAC Corp. (sub. vtg.) (a) |
1,150 |
2,841 | |
|
Myers Industries, Inc. |
14,920 |
152,930 | |
|
Owens-Illinois, Inc. (a)(c) |
123,578 |
4,194,237 | |
|
Packaging Corp. of America |
79,314 |
1,614,833 | |
|
Pactiv Corp. (a) |
87,405 |
2,172,014 | |
|
Rock-Tenn Co. Class A |
27,000 |
1,384,830 | |
|
Sealed Air Corp. |
108,108 |
2,044,322 | |
|
Silgan Holdings, Inc. |
19,066 |
926,989 | |
|
Sonoco Products Co. |
71,000 |
1,841,740 | |
|
Temple-Inland, Inc. |
58,046 |
981,558 | |
|
|
25,862,045 | ||
|
| |||
|
Shares |
Value | ||
|
Metals & Mining - 1.0% | |||
|
A.M. Castle & Co. |
9,744 |
$ 107,281 | |
|
AK Steel Holding Corp. (c) |
88,152 |
1,791,249 | |
|
Alcoa, Inc. (c) |
721,892 |
8,698,799 | |
|
Allegheny Technologies, Inc. (c) |
63,150 |
1,917,866 | |
|
Allied Nevada Gold Corp. (a)(c) |
35,000 |
283,150 | |
|
Amcol International Corp. |
19,393 |
429,361 | |
|
Brush Engineered Materials, Inc. (a)(c) |
25,983 |
576,303 | |
|
Carpenter Technology Corp. |
27,979 |
596,232 | |
|
Century Aluminum Co. (a)(c) |
75,452 |
771,874 | |
|
Cliffs Natural Resources, Inc. |
92,783 |
2,348,338 | |
|
Coeur d'Alene Mines Corp. (a) |
32,301 |
489,037 | |
|
Commercial Metals Co. |
84,856 |
1,436,612 | |
|
Compass Minerals International, Inc. |
21,829 |
1,160,866 | |
|
Freeport-McMoRan Copper & Gold, Inc. (c) |
315,769 |
19,887,132 | |
|
General Moly, Inc. (a)(c) |
29,643 |
81,222 | |
|
Haynes International, Inc. (a)(c) |
10,049 |
272,428 | |
|
Hecla Mining Co. (a)(c) |
230,415 |
686,637 | |
|
Horsehead Holding Corp. (a) |
45,973 |
514,898 | |
|
Kaiser Aluminum Corp. (c) |
10,073 |
325,660 | |
|
Newmont Mining Corp. |
365,073 |
14,672,284 | |
|
Nucor Corp. |
210,239 |
9,364,045 | |
|
Olympic Steel, Inc. |
11,152 |
300,323 | |
|
Reliance Steel & Aluminum Co. |
47,022 |
1,736,993 | |
|
Royal Gold, Inc. (c) |
35,402 |
1,404,751 | |
|
RTI International Metals, Inc. (a)(c) |
29,113 |
559,552 | |
|
Schnitzer Steel Industries, Inc. Class A (c) |
15,000 |
810,150 | |
|
Southern Copper Corp. (c) |
159,372 |
4,503,853 | |
|
Steel Dynamics, Inc. |
152,479 |
2,523,527 | |
|
Stillwater Mining Co. (a) |
36,480 |
233,837 | |
|
Synalloy Corp. |
700 |
7,000 | |
|
Titanium Metals Corp. (c) |
70,000 |
575,400 | |
|
United States Steel Corp. (c) |
102,385 |
4,482,415 | |
|
Universal Stainless & Alloy Products, Inc. (a)(c) |
3,224 |
57,742 | |
|
US Gold Corp. (a)(c) |
30,000 |
83,700 | |
|
Walter Energy, Inc. (c) |
39,457 |
2,048,213 | |
|
Worthington Industries, Inc. |
49,734 |
654,997 | |
|
|
86,393,727 | ||
|
Paper & Forest Products - 0.2% | |||
|
Buckeye Technologies, Inc. (a) |
19,818 |
199,765 | |
|
Clearwater Paper Corp. (a) |
8,645 |
398,967 | |
|
Deltic Timber Corp. |
16,733 |
854,722 | |
|
Domtar Corp. (a)(c) |
35,379 |
1,253,478 | |
|
Glatfelter |
43,011 |
448,605 | |
|
International Paper Co. |
293,172 |
6,728,297 | |
|
Louisiana-Pacific Corp. (a)(c) |
78,927 |
594,320 | |
|
MeadWestvaco Corp. (c) |
117,733 |
2,584,239 | |
|
Neenah Paper, Inc. |
13,013 |
147,698 | |
|
Schweitzer-Mauduit International, Inc. |
13,459 |
661,914 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
MATERIALS - continued | |||
|
Paper & Forest Products - continued | |||
|
Wausau-Mosinee Paper Corp. |
43,208 |
$ 417,389 | |
|
Weyerhaeuser Co. (c) |
151,125 |
5,650,564 | |
|
|
19,939,958 | ||
|
TOTAL MATERIALS |
312,421,937 | ||
|
TELECOMMUNICATION SERVICES - 2.9% | |||
|
Diversified Telecommunication Services - 2.5% | |||
|
8X8, Inc. (a) |
1,000 |
920 | |
|
AboveNet, Inc. (a)(c) |
7,233 |
662,615 | |
|
Alaska Communication Systems Group, Inc. (c) |
65,347 |
520,816 | |
|
Allegiance Telecom, Inc. (a) |
7,100 |
0 | |
|
AT&T, Inc. |
4,473,185 |
116,526,469 | |
|
Atlantic Tele-Network, Inc. |
14,040 |
671,112 | |
|
Broadcast International, Inc. (a) |
270 |
365 | |
|
Cbeyond, Inc. (a)(c) |
40,071 |
575,420 | |
|
CenturyTel, Inc. |
200,599 |
6,465,306 | |
|
Cincinnati Bell, Inc. (a)(c) |
143,413 |
477,565 | |
|
Clearwire Corp. Class A (a)(c) |
85,640 |
656,002 | |
|
Cogent Communications Group,
|
37,872 |
365,465 | |
|
Consolidated Communications Holdings, Inc. |
31,380 |
442,458 | |
|
D&E Communications, Inc. |
4,944 |
51,566 | |
|
FairPoint Communications, Inc. (c) |
64,815 |
52,500 | |
|
Frontier Communications Corp. |
249,262 |
1,772,253 | |
|
General Communications, Inc. |
32,745 |
218,409 | |
|
Global Crossing Ltd. (a)(c) |
20,490 |
230,308 | |
|
HickoryTech Corp. |
540 |
4,698 | |
|
iBasis, Inc. (a) |
13,800 |
31,050 | |
|
IDT Corp. Class B (a) |
13,297 |
34,173 | |
|
Iowa Telecommunication Services, Inc. (c) |
32,482 |
370,620 | |
|
Level 3 Communications, Inc. (a)(c) |
1,233,430 |
1,480,116 | |
|
Neutral Tandem, Inc. (a) |
16,732 |
418,467 | |
|
PAETEC Holding Corp. (a) |
54,655 |
153,034 | |
|
Premiere Global Services, Inc. (a)(c) |
40,771 |
381,617 | |
|
Qwest Communications International, Inc. (c) |
987,046 |
3,543,495 | |
|
SureWest Communications (a) |
9,983 |
126,485 | |
|
tw telecom, inc. (a) |
130,227 |
1,491,099 | |
|
Verizon Communications, Inc. |
2,153,794 |
66,853,766 | |
|
Vonage Holdings Corp. (a)(c) |
6,797 |
9,720 | |
|
Windstream Corp. (c) |
329,545 |
2,824,201 | |
|
XETA Technologies, Inc. (a) |
2,000 |
4,600 | |
|
|
207,416,690 | ||
|
Wireless Telecommunication Services - 0.4% | |||
|
American Tower Corp. Class A (a) |
290,908 |
9,207,238 | |
|
Centennial Communications Corp. Class A (a)(c) |
69,964 |
529,627 | |
|
| |||
|
Shares |
Value | ||
|
Crown Castle International Corp. (a)(c) |
178,978 |
$ 4,807,349 | |
|
FiberTower Corp. (a) |
27,468 |
17,854 | |
|
IPCS, Inc. (a) |
17,565 |
277,351 | |
|
Leap Wireless International, Inc. (a)(c) |
44,273 |
730,062 | |
|
MetroPCS Communications, Inc. (a)(c) |
172,855 |
1,375,926 | |
|
NII Holdings, Inc. (a)(c) |
115,192 |
2,731,202 | |
|
NTELOS Holdings Corp. |
25,472 |
412,901 | |
|
SBA Communications Corp. |
88,053 |
2,122,958 | |
|
Shenandoah Telecommunications Co. (c) |
20,147 |
347,536 | |
|
Sprint Nextel Corp. (a)(c) |
2,110,117 |
7,723,028 | |
|
Syniverse Holdings, Inc. (a) |
45,577 |
814,461 | |
|
Telephone & Data Systems, Inc. |
73,482 |
1,937,720 | |
|
Terrestar Corp. (a) |
26,200 |
32,488 | |
|
U.S. Cellular Corp. (a) |
6,963 |
254,219 | |
|
USA Mobility, Inc. |
34,004 |
432,871 | |
|
Virgin Mobile USA, Inc. Class A (a)(c) |
12,612 |
59,403 | |
|
|
33,814,194 | ||
|
TOTAL TELECOMMUNICATION SERVICES |
241,230,884 | ||
|
UTILITIES - 3.9% | |||
|
Electric Utilities - 1.9% | |||
|
Allegheny Energy, Inc. |
118,891 |
3,139,911 | |
|
Allete, Inc. |
38,638 |
1,306,351 | |
|
American Electric Power Co., Inc. |
350,914 |
11,029,227 | |
|
Brookfield Infrastructure Partners LP |
23,843 |
361,460 | |
|
Central Vermont Public Service Corp. |
16,999 |
311,082 | |
|
Cleco Corp. (c) |
47,870 |
1,168,985 | |
|
DPL, Inc. (c) |
84,246 |
2,086,773 | |
|
Duke Energy Corp. |
966,180 |
14,966,128 | |
|
Edison International |
216,000 |
7,216,560 | |
|
El Paso Electric Co. (a)(c) |
53,918 |
913,371 | |
|
Empire District Electric Co. |
46,000 |
834,900 | |
|
EnerNOC, Inc. (a)(c) |
6,824 |
183,839 | |
|
Entergy Corp. |
147,660 |
11,665,140 | |
|
Exelon Corp. |
503,295 |
25,174,816 | |
|
FirstEnergy Corp. (c) |
229,333 |
10,349,798 | |
|
FPL Group, Inc. |
285,647 |
16,047,648 | |
|
Great Plains Energy, Inc. (c) |
79,381 |
1,390,755 | |
|
Hawaiian Electric Industries, Inc. (c) |
68,932 |
1,199,417 | |
|
IDACORP, Inc. (c) |
36,791 |
1,047,808 | |
|
ITC Holdings Corp. |
40,146 |
1,870,001 | |
|
MGE Energy, Inc. |
15,941 |
564,790 | |
|
Northeast Utilities |
123,000 |
2,926,170 | |
|
NV Energy, Inc. |
164,486 |
1,983,701 | |
|
Pepco Holdings, Inc. |
144,996 |
2,077,793 | |
|
Pinnacle West Capital Corp. (c) |
68,015 |
2,238,374 | |
|
PNM Resources, Inc. |
82,308 |
961,357 | |
|
Portland General Electric Co. (c) |
55,105 |
1,075,650 | |
|
PPL Corp. (c) |
278,931 |
8,200,571 | |
|
Progress Energy, Inc. (c) |
203,000 |
8,024,590 | |
|
Southern Co. |
590,204 |
18,414,365 | |
|
UIL Holdings Corp. |
31,926 |
828,160 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
UTILITIES - continued | |||
|
Electric Utilities - continued | |||
|
Unisource Energy Corp. |
32,881 |
$ 961,440 | |
|
Unitil Corp. |
14,363 |
313,401 | |
|
Westar Energy, Inc. |
68,366 |
1,402,870 | |
|
|
162,237,202 | ||
|
Gas Utilities - 0.4% | |||
|
AGL Resources, Inc. |
55,000 |
1,847,450 | |
|
Amerigas Partners LP |
23,000 |
795,110 | |
|
Atmos Energy Corp. (c) |
68,000 |
1,852,320 | |
|
Chesapeake Utilities Corp. |
12,055 |
371,294 | |
|
Delta Natural Gas Co., Inc. |
1,791 |
46,530 | |
|
Energen Corp. (c) |
45,000 |
1,889,550 | |
|
EQT Corp. (c) |
93,000 |
3,689,310 | |
|
Ferrellgas Partners LP |
33,275 |
690,456 | |
|
Laclede Group, Inc. |
18,808 |
612,388 | |
|
National Fuel Gas Co. New Jersey (c) |
52,000 |
2,323,880 | |
|
New Jersey Resources Corp. (c) |
31,000 |
1,139,250 | |
|
Nicor, Inc. (c) |
34,000 |
1,231,480 | |
|
Northwest Natural Gas Co. (c) |
23,927 |
1,007,327 | |
|
ONEOK, Inc. (c) |
65,000 |
2,202,200 | |
|
Piedmont Natural Gas Co., Inc. |
52,000 |
1,249,040 | |
|
Questar Corp. (c) |
122,500 |
4,135,600 | |
|
South Jersey Industries, Inc. |
22,199 |
769,195 | |
|
Southwest Gas Corp. (c) |
35,257 |
858,508 | |
|
Spectra Energy Partners, LP |
10,000 |
231,700 | |
|
Star Gas Partners LP |
10,101 |
37,374 | |
|
Suburban Propane Partners LP |
23,000 |
933,110 | |
|
UGI Corp. |
77,269 |
1,971,132 | |
|
WGL Holdings, Inc. (c) |
38,000 |
1,254,000 | |
|
|
31,138,204 | ||
|
Independent Power Producers & Energy Traders - 0.3% | |||
|
AES Corp. (c) |
499,276 |
6,825,103 | |
|
Black Hills Corp. (c) |
45,161 |
1,155,218 | |
|
Calpine Corp. (a)(c) |
269,019 |
3,163,663 | |
|
Constellation Energy Group, Inc. |
128,764 |
4,075,381 | |
|
Dynegy, Inc. Class A (a) |
348,704 |
662,538 | |
|
Mirant Corp. (a)(c) |
148,255 |
2,498,097 | |
|
NRG Energy, Inc. (a) |
192,725 |
5,174,666 | |
|
Ormat Technologies, Inc. |
19,662 |
709,012 | |
|
RRI Energy, Inc. (a) |
268,023 |
1,592,057 | |
|
|
25,855,735 | ||
|
Multi-Utilities - 1.2% | |||
|
Alliant Energy Corp. (c) |
75,633 |
1,992,173 | |
|
Ameren Corp. |
148,399 |
4,002,321 | |
|
Avista Corp. |
53,061 |
1,035,751 | |
|
CenterPoint Energy, Inc. (c) |
230,000 |
2,852,000 | |
|
CH Energy Group, Inc. |
20,599 |
942,610 | |
|
CMS Energy Corp. (c) |
154,517 |
2,072,073 | |
|
Consolidated Edison, Inc. (c) |
197,037 |
7,918,917 | |
|
| |||
|
Shares |
Value | ||
|
Dominion Resources, Inc. |
445,392 |
$ 14,733,567 | |
|
DTE Energy Co. (c) |
110,396 |
3,839,573 | |
|
Integrys Energy Group, Inc. |
52,000 |
1,785,160 | |
|
MDU Resources Group, Inc. |
118,182 |
2,293,913 | |
|
NiSource, Inc. (c) |
205,000 |
2,708,050 | |
|
NorthWestern Energy Corp. |
51,010 |
1,223,730 | |
|
NSTAR (c) |
71,901 |
2,274,948 | |
|
OGE Energy Corp. (c) |
63,629 |
1,990,315 | |
|
PG&E Corp. (c) |
272,121 |
11,045,391 | |
|
Public Service Enterprise Group, Inc. |
382,931 |
12,127,425 | |
|
SCANA Corp. |
76,000 |
2,635,680 | |
|
Sempra Energy (c) |
171,000 |
8,579,070 | |
|
TECO Energy, Inc. (c) |
142,374 |
1,896,422 | |
|
Vectren Corp. |
58,914 |
1,363,859 | |
|
Wisconsin Energy Corp. (c) |
82,000 |
3,728,540 | |
|
Xcel Energy, Inc. (c) |
323,876 |
6,396,551 | |
|
|
99,438,039 | ||
|
Water Utilities - 0.1% | |||
|
American States Water Co. (c) |
28,136 |
929,051 | |
|
American Water Works Co., Inc. |
69,800 |
1,402,980 | |
|
Aqua America, Inc. (c) |
100,000 |
1,685,000 | |
|
Artesian Resources Corp. Class A |
3,752 |
66,335 | |
|
California Water Service Group (c) |
20,626 |
767,700 | |
|
Middlesex Water Co. |
3,274 |
49,830 | |
|
SJW Corp. |
12,703 |
280,355 | |
|
Southwest Water Co. |
7,527 |
33,872 | |
|
|
5,215,123 | ||
|
TOTAL UTILITIES |
323,884,303 | ||
|
TOTAL COMMON STOCKS (Cost $9,464,076,475) |
8,281,051,177 | ||
|
U.S. Treasury Obligations - 0.3% | ||||
|
|
Principal Amount |
| ||
|
U.S. Treasury Bills, yield at date of purchase
0.38% to 0.54% 10/22/09 to 12/17/09 (d) |
$ 28,900,000 |
28,889,444 | ||
|
Money Market Funds - 24.2% | |||
|
Shares |
Value | ||
|
Fidelity Cash Central Fund, 0.33% (e) |
84,557,432 |
$ 84,557,432 | |
|
Fidelity Securities Lending Cash Central Fund, 0.23% (b)(e) |
1,947,208,454 |
1,947,208,454 | |
|
TOTAL MONEY MARKET FUNDS (Cost $2,031,765,886) |
2,031,765,886 | ||
|
TOTAL INVESTMENT (Cost $11,524,709,009) |
10,341,706,507 | ||
|
NET OTHER ASSETS - (23.0)% |
(1,930,624,986) | ||
|
NET ASSETS - 100% |
$ 8,411,081,521 | ||
|
Futures Contracts | |||||
|
|
Expiration Date |
Underlying Face Amount at Value |
Unrealized Appreciation/(Depreciation) | ||
|
Purchased | |||||
|
Equity Index Contracts | |||||
|
104 CME E-mini S&P 500 Index Contracts |
Sept. 2009 |
$ 5,302,440 |
$ 330,150 | ||
|
114 CME E-mini S&P MidCap 400 Index Contracts |
Sept. 2009 |
7,455,600 |
282,944 | ||
|
379 CME S&P 500 Index Contracts |
Sept. 2009 |
96,616,575 |
3,206,219 | ||
|
260 NYFE Russell 2000 Mini Index Contracts |
Sept. 2009 |
14,864,200 |
484,710 | ||
|
TOTAL EQUITY INDEX CONTRACTS |
$ 124,238,815 |
$ 4,304,023 | |||
|
|
|
The face value of futures purchased as a percentage of net assets - 1.5% |
|
Swap Agreements | |||||
|
|
Expiration Date |
Notional Amount |
Value | ||
|
Equity Total Return Swaps | |||||
|
Receive monthly a return equal to Energy Transfer Equity LP and pay monthly a floating rate based on 1-month LIBOR plus 200 basis points with JPMorgan Chase, Inc. |
Oct. 2009 |
$ 1,780,144 |
$ (159,397) | ||
|
Receive monthly a return equal to Energy Transfer Partners LP and pay monthly a floating rate based on 1-month LIBOR plus 200 basis points with JPMorgan Chase, Inc. |
Oct. 2009 |
1,737,520 |
(207,217) | ||
|
Receive monthly a return equal to Plains All American Pipeline LP and pay monthly a floating rate based on 1-month LIBOR plus 100 basis points with JPMorgan Chase, Inc. |
Oct. 2009 |
5,020,080 |
(90,767) | ||
|
|
$ 8,537,744 |
$ (457,381) | |||
|
Legend |
|
(a) Non-income producing |
|
(b) Investment made with cash collateral received from securities on loan. |
|
(c) Security or a portion of the security is on loan at period end. |
|
(d) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $11,095,620. |
|
(e) Affiliated fund that is available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. |
|
(f) Restricted securities - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $0 or 0.0% of net assets. |
|
Additional information on each holding is as follows: |
|
Security |
Acquisition Date |
Acquisition Cost |
|
Lantronix, Inc. warrants 2/9/11 |
4/1/08 |
$ 3 |
|
Affiliated Central Funds |
|
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows: |
|
Fund |
Income earned |
|
Fidelity Cash Central Fund |
$ 456,552 |
|
Fidelity Securities Lending Cash Central Fund |
4,843,537 |
|
Total |
$ 5,300,089 |
|
Other Information |
|
The following is a summary of the inputs used, as of August 31, 2009, involving the Fund's assets and liabilities carried at value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the tables below, please refer to the Security Valuation section in the accompanying Notes to Financial Statements. |
|
Valuation Inputs at Reporting Date: | ||||
|
Description |
Total |
Level 1 |
Level 2 |
Level 3 |
|
Investments in Securities: |
||||
|
Equities: |
||||
|
Consumer Discretionary |
$ 827,609,767 |
$ 827,609,767 |
$ - |
$ - |
|
Consumer Staples |
826,780,494 |
826,780,494 |
- |
- |
|
Energy |
928,949,697 |
928,949,697 |
- |
- |
|
Financials |
1,372,643,568 |
1,372,643,530 |
- |
38 |
|
Health Care |
1,091,389,712 |
1,091,389,712 |
- |
- |
|
Industrials |
853,271,780 |
853,271,780 |
- |
- |
|
Information Technology |
1,502,869,035 |
1,502,869,035 |
- |
- |
|
Materials |
312,421,937 |
312,421,937 |
- |
- |
|
Telecommunication Services |
241,230,884 |
241,230,884 |
- |
- |
|
Utilities |
323,884,303 |
323,884,303 |
- |
- |
|
Money Market Funds |
2,031,765,886 |
2,031,765,886 |
- |
- |
|
U.S. Government and Government Agency Obligations |
28,889,444 |
- |
28,889,444 |
- |
|
Total Investments in Securities |
$ 10,341,706,507 |
$ 10,312,817,025 |
$ 28,889,444 |
$ 38 |
|
Derivative Instruments: |
||||
|
Assets |
||||
|
Futures Contracts |
$ 4,304,023 |
$ 4,304,023 |
$ - |
$ - |
|
Liabilities |
||||
|
Swap Agreements |
$ (457,381) |
$ - |
$ (457,381) |
$ - |
|
Total Derivative Instruments |
$ 3,846,642 |
$ 4,304,023 |
$ (457,381) |
$ - |
|
The following is a reconciliation of Investments in Securities for which Level 3 inputs were used in determining value: | |
|
Investments in Securities: |
|
|
Beginning Balance |
$ - |
|
Total Realized Gain (Loss) |
- |
|
Total Unrealized Gain (Loss) |
(3) |
|
Cost of Purchases |
41 |
|
Proceeds of Sales |
- |
|
Amortization/Accretion |
- |
|
Transfers in/out of Level 3 |
- |
|
Ending Balance |
$ 38 |
|
The change in unrealized gain (loss) attributable to Level 3 securities at August 31, 2009 |
$ (3) |
|
The information used in the above reconciliation represents fiscal year to date activity for any Investments in Securities identified as using Level 3 inputs at either the beginning or the end of the current fiscal period. Transfers in or out of Level 3 represents either the beginning value (for transfer in), or the ending value (for transfer out) of any Security or Instrument where a change in the pricing level occurred from the beginning to the end of the period. Realized and unrealized gains (losses) disclosed in the reconciliation are included in Net Gain (Loss) on the Fund's Statement of Operations. |
|
Value of Derivative Instruments |
|
The following table is a summary of the Fund's value of derivative instruments by risk exposure as of August 31, 2009. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements. |
|
Risk Exposure / |
Value | |
|
|
Asset |
Liability |
|
Equity Risk |
||
|
Futures Contracts (a) |
$ 4,304,023 |
$ - |
|
Swap Agreements (b) |
- |
(457,381) |
|
Total Equity Risk |
4,304,023 |
(457,381) |
|
Total Value of Derivatives |
$ 4,304,023 |
$ (457,381) |
|
(a) Reflects cumulative appreciation/(depreciation) on futures contracts as disclosed on the Schedule of Investments. Only the period end variation margin is separately disclosed on the Statement of Assets and Liabilities. |
|
(b) Value is disclosed on the Statement of Assets and Liabilities in the Unrealized Appreciation and Unrealized Depreciation on Swap Agreements line-items. |
|
Income Tax Information |
|
At February 28, 2009, the fund had a capital loss carryforward of approximately $160,154,968 all of which will expire on February 28, 2017. |
|
The fund intends to elect to defer to its fiscal year ending February 28, 2010 approximately $98,656,137 of losses recognized during the period November 1, 2008 to February 28, 2009. |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
Spartan Total Market Index Fund
|
|
August 31, 2009 (Unaudited) | |
|
|
|
|
|
Assets |
||
|
Investment in securities, at value (including securities loaned of $1,873,158,534) - See accompanying schedule: Unaffiliated issuers (cost $9,492,943,123) |
$ 8,309,940,621 |
|
|
Fidelity Central Funds (cost $2,031,765,886) |
2,031,765,886 |
|
|
Total Investments (cost $11,524,709,009) |
|
$ 10,341,706,507 |
|
Receivable for investments sold |
15,049,555 | |
|
Receivable for fund shares sold |
7,652,796 | |
|
Dividends receivable |
17,403,534 | |
|
Distributions receivable from Fidelity Central Funds |
440,037 | |
|
Other receivables |
41,829 | |
|
Total assets |
10,382,294,258 | |
|
|
|
|
|
Liabilities |
||
|
Payable to custodian bank |
$ 2,144 |
|
|
Payable for fund shares redeemed |
21,859,948 |
|
|
Unrealized depreciation on swap agreements |
457,381 |
|
|
Accrued management fee |
484,642 |
|
|
Payable for daily variation on futures contracts |
1,035,403 |
|
|
Other affiliated payables |
124,865 |
|
|
Other payables and accrued expenses |
39,900 |
|
|
Collateral on securities loaned, at value |
1,947,208,454 |
|
|
Total liabilities |
1,971,212,737 | |
|
|
|
|
|
Net Assets |
$ 8,411,081,521 | |
|
Net Assets consist of: |
| |
|
Paid in capital |
$ 9,768,697,111 | |
|
Undistributed net investment income |
73,858,614 | |
|
Accumulated undistributed net realized gain (loss) on investments and foreign currency transactions |
(252,318,134) | |
|
Net unrealized appreciation (depreciation) on investments and assets and liabilities in foreign currencies |
(1,179,156,070) | |
|
Net Assets |
$ 8,411,081,521 | |
|
Investor Class: |
$ 29.10 | |
|
|
|
|
|
Fidelity Advantage Class: |
$ 29.10 | |
|
Six months ended August 31, 2009 (Unaudited) | ||
|
|
|
|
|
Investment Income |
|
|
|
Dividends |
|
$ 77,251,490 |
|
Interest |
|
93,222 |
|
Income from Fidelity Central Funds (including $4,843,537 from security lending) |
|
5,300,089 |
|
Total income |
|
82,644,801 |
|
|
|
|
|
Expenses |
||
|
Management fee |
$ 2,515,940 |
|
|
Transfer agent fees |
649,209 |
|
|
Independent trustees' compensation |
26,218 |
|
|
Miscellaneous |
10,823 |
|
|
Total expenses before reductions |
3,202,190 |
|
|
Expense reductions |
(1,018) |
3,201,172 |
|
Net investment income (loss) |
79,443,629 | |
|
Realized and Unrealized Gain (Loss) Net realized gain (loss) on: |
||
|
Investment securities: |
|
|
|
Unaffiliated issuers |
(31,151,832) |
|
|
Foreign currency transactions |
38 |
|
|
Futures contracts |
38,165,250 |
|
|
Swap agreements |
1,787,286 |
|
|
Total net realized gain (loss) |
|
8,800,742 |
|
Change in net unrealized appreciation (depreciation) on: Investment securities |
2,292,356,025 |
|
|
Assets and liabilities in foreign currencies |
(186) |
|
|
Futures contracts |
32,569,934 |
|
|
Swap agreements |
(589,661) |
|
|
Total change in net unrealized appreciation (depreciation) |
|
2,324,336,112 |
|
Net gain (loss) |
2,333,136,854 | |
|
Net increase (decrease) in net assets resulting from operations |
$ 2,412,580,483 | |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
|
|
Six months ended August 31, 2009 (Unaudited) |
Year ended |
|
Increase (Decrease) in Net Assets |
|
|
|
Operations |
|
|
|
Net investment income (loss) |
$ 79,443,629 |
$ 170,100,398 |
|
Net realized gain (loss) |
8,800,742 |
(229,606,935) |
|
Change in net unrealized appreciation (depreciation) |
2,324,336,112 |
(3,863,584,035) |
|
Net increase (decrease) in net assets resulting from operations |
2,412,580,483 |
(3,923,090,572) |
|
Distributions to shareholders from net investment income |
(28,366,213) |
(161,347,007) |
|
Distributions to shareholders from net realized gain |
- |
(1,116,860) |
|
Total distributions |
(28,366,213) |
(162,463,867) |
|
Share transactions - net increase (decrease) |
401,562,528 |
1,665,396,658 |
|
Redemption fees |
222,612 |
718,259 |
|
Total increase (decrease) in net assets |
2,785,999,410 |
(2,419,439,522) |
|
|
|
|
|
Net Assets |
||
|
Beginning of period |
5,625,082,111 |
8,044,521,633 |
|
End of period (including undistributed net investment income of $73,858,614 and undistributed net investment income of $22,781,198, respectively) |
$ 8,411,081,521 |
$ 5,625,082,111 |
|
|
Six months ended August 31, 2009 |
Years ended February 28, | ||||
|
|
(Unaudited) |
2009 |
2008 I |
2007 |
2006 |
2005 |
|
Selected Per-Share Data |
|
|
|
|
|
|
|
Net asset value, beginning of period |
$ 20.60 |
$ 37.25 |
$ 39.68 |
$ 35.89 |
$ 32.89 |
$ 31.00 |
|
Income from Investment Operations |
|
|
|
|
|
|
|
Net investment income (loss) D |
.28 |
.70 |
.76 |
.68 |
.56 |
.54 G |
|
Net realized and unrealized gain (loss) |
8.32 |
(16.70) |
(2.30) |
3.63 |
2.95 |
1.82 |
|
Total from investment operations |
8.60 |
(16.00) |
(1.54) |
4.31 |
3.51 |
2.36 |
|
Distributions from net investment income |
(.10) |
(.64) |
(.65) |
(.52) |
(.51) |
(.47) |
|
Distributions from net realized gain |
- |
(.01) |
(.24) |
- |
- |
- |
|
Total distributions |
(.10) |
(.65) K |
(.89) |
(.52) |
(.51) |
(.47) |
|
Redemption fees added to paid in capital D,J |
- |
- |
- |
- |
- |
- |
|
Net asset value, end of period |
$ 29.10 |
$ 20.60 |
$ 37.25 |
$ 39.68 |
$ 35.89 |
$ 32.89 |
|
Total Return B,C |
41.84% |
(43.32)% |
(4.10)% |
12.05% |
10.73% |
7.64% |
|
Ratios to Average Net Assets E,H |
|
|
|
|
|
|
|
Expenses before reductions |
.10% A |
.10% |
.10% |
.10% |
.10% |
.38% |
|
Expenses net of fee waivers, if any |
.10% A |
.10% |
.10% |
.10% |
.10% |
.17% |
|
Expenses net of all reductions |
.10% A |
.10% |
.10% |
.10% |
.10% |
.17% |
|
Net investment income (loss) |
2.20% A |
2.23% |
1.84% |
1.80% |
1.67% |
1.73% G |
|
Supplemental Data |
|
|
|
|
|
|
|
Net assets, end of period (000 omitted) |
$ 5,042,096 |
$ 3,358,025 |
$ 4,479,327 |
$ 3,942,368 |
$ 1,971,617 |
$ 2,849,097 |
|
Portfolio turnover rate F |
3% A |
3% |
4% |
4% |
6% |
6% |
|
A Annualized B Total returns for periods of less than one year are not annualized. C Total returns would have been lower had certain expenses not been reduced during the periods shown. D Calculated based on average shares outstanding during the period. E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds. F Amount does not include the portfolio activity of any underlying Fidelity Central Funds. G Investment income per share reflects a special dividend which amounted to $.08 per share. Excluding the special dividend, the ratio of net investment income (loss) to average net assets would have been 1.49%. H Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or expense offset arrangements and do not represent the amount paid by the class during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the class. I For the year ended February 29. J Amount represents less than $.01 per share. K Total distributions of $.645 per share is comprised of distributions from net investment income of $.640 and distributions from net realized gain of $.005 per share. | ||||||
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
|
|
Six months ended August 31, 2009 |
Years ended February 28, | |||
|
|
(Unaudited) |
2009 |
2008 I |
2007 |
2006 G |
|
Selected Per-Share Data |
|
|
|
|
|
|
Net asset value, beginning of period |
$ 20.61 |
$ 37.25 |
$ 39.68 |
$ 35.89 |
$ 33.05 |
|
Income from Investment Operations |
|
|
|
|
|
|
Net investment income (loss) D |
.28 |
.72 |
.77 |
.69 |
.24 |
|
Net realized and unrealized gain (loss) |
8.31 |
(16.71) |
(2.30) |
3.63 |
3.02 |
|
Total from investment operations |
8.59 |
(15.99) |
(1.53) |
4.32 |
3.26 |
|
Distributions from net investment income |
(.10) |
(.65) |
(.66) |
(.53) |
(.42) |
|
Distributions from net realized gain |
- |
(.01) |
(.24) |
- |
- |
|
Total distributions |
(.10) |
(.65) K |
(.90) |
(.53) |
(.42) |
|
Redemption fees added to paid in capital D,J |
- |
- |
- |
- |
- |
|
Net asset value, end of period |
$ 29.10 |
$ 20.61 |
$ 37.25 |
$ 39.68 |
$ 35.89 |
|
Total Return B,C |
41.78% |
(43.28)% |
(4.07)% |
12.08% |
9.90% |
|
Ratios to Average Net Assets E,H |
|
|
|
|
|
|
Expenses before reductions |
.07% A |
.07% |
.07% |
.07% |
.07% A |
|
Expenses net of fee waivers, if any |
.07% A |
.07% |
.07% |
.07% |
.07% A |
|
Expenses net of all reductions |
.07% A |
.07% |
.07% |
.07% |
.07% A |
|
Net investment income (loss) |
2.23% A |
2.26% |
1.87% |
1.83% |
1.83% A |
|
Supplemental Data |
|
|
|
|
|
|
Net assets, end of period (000 omitted) |
$ 3,368,985 |
$ 2,267,057 |
$ 3,565,194 |
$ 2,688,207 |
$ 1,744,010 |
|
Portfolio turnover rate F |
3% A |
3% |
4% |
4% |
6% |
|
A Annualized B Total returns for periods of less than one year are not annualized. C Total returns would have been lower had certain expenses not been reduced during the periods shown. D Calculated based on average shares outstanding during the period. E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds. F Amount does not include the portfolio activity of any underlying Fidelity Central Funds. G For the period October 14, 2005 (commencement of sale of shares) to February 28, 2006. H Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or expense offset arrangements and do not represent the amount paid by the class during periods when reimbursements or reductions occur. Expense ratios before reductions for start-up periods may not be representative of longer-term operating periods. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the class. I For the year ended February 29. J Amount represents less than $.01 per share. K Total distributions of $.654 per share is comprised of distributions from net investment income of $.649 and distributions from net realized gain of $.005 per share. |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
Spartan Extended Market Index Fund
|
Top Ten Stocks as of August 31, 2009 | ||
|
|
% of fund's |
% of fund's net assets |
|
Berkshire Hathaway, Inc. Class A |
5.3 |
5.7 |
|
Visa, Inc. Class A |
1.4 |
1.5 |
|
Liberty Media Corp. Entertainment Series A |
0.6 |
0.6 |
|
Annaly Capital Management, Inc. |
0.4 |
0.5 |
|
Kinder Morgan Energy Partners LP |
0.4 |
0.4 |
|
Enterprise Products Partners LP |
0.4 |
0.3 |
|
Bunge Ltd. |
0.4 |
0.4 |
|
Marvell Technology Group Ltd. |
0.3 |
0.2 |
|
The Mosaic Co. |
0.3 |
0.4 |
|
Discovery Communications, Inc. |
0.3 |
0.3 |
|
|
9.8 |
|
|
Market Sectors as of August 31, 2009 | ||
|
|
% of fund's |
% of fund's net assets |
|
Financials |
23.2 |
22.2 |
|
Information Technology |
15.0 |
14.7 |
|
Consumer Discretionary |
13.5 |
11.4 |
|
Industrials |
12.4 |
11.6 |
|
Health Care |
10.7 |
12.9 |
|
Energy |
9.0 |
8.6 |
|
Materials |
5.4 |
4.6 |
|
Utilities |
4.3 |
4.8 |
|
Consumer Staples |
3.2 |
3.3 |
|
Telecommunication Services |
1.4 |
1.7 |
|
Percentages are adjusted for the effect of futures and swaps, if applicable. |
Semiannual Report
Spartan Extended Market Index Fund
Showing Percentage of Net Assets
|
Common Stocks - 97.7% | |||
|
Shares |
Value | ||
|
CONSUMER DISCRETIONARY - 13.5% | |||
|
Auto Components - 0.6% | |||
|
American Axle & Manufacturing Holdings, Inc. (c) |
56,949 |
$ 351,945 | |
|
Amerigon, Inc. (a) |
23,891 |
151,947 | |
|
Amerityre Corp. (a) |
29,329 |
9,679 | |
|
ArvinMeritor, Inc. (c) |
107,722 |
787,448 | |
|
BorgWarner, Inc. |
161,552 |
4,793,248 | |
|
Cooper Tire & Rubber Co. |
94,513 |
1,349,646 | |
|
Dana Holding Corp. (a) |
83,161 |
434,932 | |
|
Dorman Products, Inc. (a) |
12,243 |
172,137 | |
|
Drew Industries, Inc. (a) |
29,514 |
607,398 | |
|
Exide Technologies (a) |
79,119 |
562,536 | |
|
Federal-Mogul Corp. Class A (a) |
41,367 |
520,397 | |
|
Fuel Systems Solutions, Inc. (a) |
21,478 |
719,943 | |
|
Gentex Corp. |
177,000 |
2,582,430 | |
|
Hawk Corp. Class A (a) |
12,526 |
171,606 | |
|
Modine Manufacturing Co. |
60,801 |
514,984 | |
|
Quantum Fuel Systems Technologies Worldwide, Inc. (a)(c) |
84,641 |
68,559 | |
|
Raser Technologies, Inc. (a)(c) |
168,169 |
353,155 | |
|
Shiloh Industries, Inc. (a) |
7,998 |
40,070 | |
|
Spartan Motors, Inc. |
35,000 |
190,050 | |
|
Standard Motor Products, Inc. |
15,000 |
185,700 | |
|
Stoneridge, Inc. (a) |
21,118 |
112,348 | |
|
Strattec Security Corp. |
1,213 |
17,819 | |
|
Superior Industries International, Inc. |
41,372 |
588,310 | |
|
Tenneco, Inc. (a) |
61,000 |
957,700 | |
|
TRW Automotive Holdings Corp. (a) |
92,611 |
1,634,584 | |
|
WABCO Holdings, Inc. |
86,667 |
1,652,740 | |
|
|
19,531,311 | ||
|
Automobiles - 0.1% | |||
|
Thor Industries, Inc. |
49,070 |
1,278,274 | |
|
Winnebago Industries, Inc. |
39,085 |
472,929 | |
|
|
1,751,203 | ||
|
Distributors - 0.1% | |||
|
Amcon Distributing Co. |
1,022 |
57,488 | |
|
Aristotle Corp. (a) |
3,170 |
18,862 | |
|
Audiovox Corp. Class A (a) |
31,453 |
222,058 | |
|
Core-Mark Holding Co., Inc. (a) |
13,487 |
387,212 | |
|
LKQ Corp. (a) |
184,000 |
3,194,240 | |
|
|
3,879,860 | ||
|
Diversified Consumer Services - 1.1% | |||
|
American Public Education, Inc. (a)(c) |
23,500 |
814,275 | |
|
Bridgepoint Education, Inc. |
21,298 |
391,244 | |
|
Brinks Home Security Holdings, Inc. (a) |
59,000 |
1,844,930 | |
|
Capella Education Co. (a)(c) |
19,575 |
1,240,076 | |
|
Career Education Corp. (a)(c) |
120,997 |
2,873,679 | |
|
Carriage Services, Inc. (a) |
9,225 |
37,730 | |
|
Coinstar, Inc. (a) |
37,782 |
1,247,184 | |
|
Collectors Universe, Inc. |
1,364 |
6,384 | |
|
Corinthian Colleges, Inc. (a)(c) |
105,000 |
2,012,850 | |
|
| |||
|
Shares |
Value | ||
|
CPI Corp. |
8,848 |
$ 159,972 | |
|
Grand Canyon Education, Inc. |
21,460 |
373,404 | |
|
Hillenbrand, Inc. |
89,494 |
1,791,670 | |
|
ITT Educational Services, Inc. (a) |
51,500 |
5,406,985 | |
|
Jackson Hewitt Tax Service, Inc. |
27,794 |
155,368 | |
|
K12, Inc. (a)(c) |
30,404 |
626,018 | |
|
Learning Tree International, Inc. (a) |
12,160 |
133,274 | |
|
Lincoln Educational Services Corp. (a)(c) |
19,434 |
431,046 | |
|
Mac-Gray Corp. (a) |
6,217 |
74,542 | |
|
Matthews International Corp. Class A |
43,775 |
1,525,121 | |
|
Nobel Learning Communities, Inc. (a) |
2,715 |
30,137 | |
|
Pre-Paid Legal Services, Inc. (c) |
13,505 |
619,069 | |
|
Princeton Review, Inc. (a)(c) |
29,132 |
115,654 | |
|
Regis Corp. |
71,170 |
1,151,531 | |
|
Service Corp. International |
314,347 |
2,225,577 | |
|
Sotheby's Class A (ltd. vtg.) |
85,144 |
1,350,384 | |
|
Steiner Leisure Ltd. (a) |
21,360 |
709,579 | |
|
Stewart Enterprises, Inc. Class A |
127,464 |
676,834 | |
|
Strayer Education, Inc. |
18,200 |
3,842,020 | |
|
Universal Technical Institute, Inc. (a) |
33,796 |
680,313 | |
|
Weight Watchers International, Inc. |
53,364 |
1,463,775 | |
|
|
34,010,625 | ||
|
Hotels, Restaurants & Leisure - 2.3% | |||
|
AFC Enterprises, Inc. (a) |
63,027 |
523,124 | |
|
Ambassadors Group, Inc. |
31,464 |
496,502 | |
|
Ambassadors International, Inc. (a) |
7,395 |
2,958 | |
|
Ameristar Casinos, Inc. (c) |
29,945 |
497,386 | |
|
ARK Restaurants Corp. |
5,734 |
77,409 | |
|
Bally Technologies, Inc. (a) |
73,920 |
2,988,586 | |
|
Benihana, Inc. Class A (sub. vtg.) (a) |
14,750 |
104,430 | |
|
BJ's Restaurants, Inc. (a)(c) |
34,789 |
596,631 | |
|
Bluegreen Corp. (a) |
15,202 |
44,086 | |
|
Bob Evans Farms, Inc. |
45,890 |
1,233,064 | |
|
Boyd Gaming Corp. (a) |
92,363 |
949,492 | |
|
Brinker International, Inc. |
123,164 |
1,793,268 | |
|
Buffalo Wild Wings, Inc. (a)(c) |
24,328 |
1,003,043 | |
|
Burger King Holdings, Inc. |
122,187 |
2,190,813 | |
|
California Pizza Kitchen, Inc. (a) |
44,902 |
631,322 | |
|
Carrols Restaurant Group, Inc. (a) |
13,945 |
106,121 | |
|
CEC Entertainment, Inc. (a) |
29,882 |
799,344 | |
|
Cedar Fair LP (depository unit) |
52,822 |
582,627 | |
|
Century Casinos, Inc. (a) |
29,959 |
85,383 | |
|
Chipotle Mexican Grill, Inc. |
42,926 |
3,600,633 | |
|
Choice Hotels International, Inc. |
43,495 |
1,283,103 | |
|
Churchill Downs, Inc. |
15,973 |
603,300 | |
|
CKE Restaurants, Inc. |
68,651 |
663,855 | |
|
Cosi, Inc. (a) |
50,022 |
31,514 | |
|
Cracker Barrel Old Country Store, Inc. |
30,886 |
877,471 | |
|
Denny's Corp. (a) |
149,556 |
381,368 | |
|
DineEquity, Inc. (c) |
24,331 |
512,897 | |
|
Domino's Pizza, Inc. (a)(c) |
61,250 |
495,513 | |
|
Dover Downs Gaming & Entertainment, Inc. |
19,410 |
116,072 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
CONSUMER DISCRETIONARY - continued | |||
|
Hotels, Restaurants & Leisure - continued | |||
|
Dover Motorsports, Inc. |
22,686 |
$ 32,895 | |
|
Einstein Noah Restaurant Group, Inc. (a) |
9,000 |
116,640 | |
|
Empire Resorts, Inc. (a)(c) |
29,497 |
84,951 | |
|
Famous Dave's of America, Inc. (a) |
10,737 |
61,738 | |
|
Frisch's Restaurants, Inc. |
2,711 |
76,504 | |
|
Gaylord Entertainment Co. (a)(c) |
48,177 |
978,957 | |
|
Great Wolf Resorts, Inc. (a) |
56,227 |
197,357 | |
|
Icahn Enterprises LP |
8,079 |
342,146 | |
|
International Speedway Corp. Class A |
38,969 |
1,083,728 | |
|
Interval Leisure Group, Inc. (a) |
56,550 |
593,210 | |
|
Isle of Capri Casinos, Inc. (a)(c) |
25,751 |
263,433 | |
|
Jack in the Box, Inc. (a)(c) |
67,000 |
1,366,130 | |
|
Jamba, Inc. (a)(c) |
20,639 |
22,084 | |
|
Krispy Kreme Doughnuts, Inc. (a) |
96,746 |
297,010 | |
|
Lakes Entertainment, Inc. (a) |
25,879 |
81,778 | |
|
Landry's Restaurants, Inc. (a) |
12,835 |
124,500 | |
|
Las Vegas Sands Corp. (a)(c) |
587,223 |
8,373,800 | |
|
Life Time Fitness, Inc. (a)(c) |
52,181 |
1,623,873 | |
|
Lodgian, Inc. (a) |
30,634 |
42,581 | |
|
Luby's, Inc. (a) |
27,286 |
118,694 | |
|
Marcus Corp. |
35,270 |
441,580 | |
|
MAXXAM, Inc. (a) |
2,331 |
23,660 | |
|
McCormick & Schmick's Seafood Restaurants (a) |
24,841 |
218,849 | |
|
MGM Mirage, Inc. (a)(c) |
311,741 |
2,640,446 | |
|
Monarch Casino & Resort, Inc. (a) |
14,183 |
142,255 | |
|
Morgans Hotel Group Co. (a) |
34,281 |
169,005 | |
|
Morton's Restaurant Group, Inc. (a) |
8,711 |
34,583 | |
|
MTR Gaming Group, Inc. (a) |
23,573 |
79,205 | |
|
Multimedia Games, Inc. (a)(c) |
34,474 |
173,059 | |
|
O'Charleys, Inc. |
29,511 |
225,759 | |
|
Orient Express Hotels Ltd. Class A (c) |
94,458 |
940,802 | |
|
P.F. Chang's China Bistro, Inc. (a)(c) |
28,866 |
921,114 | |
|
Panera Bread Co. Class A (a)(c) |
44,400 |
2,318,124 | |
|
Papa John's International, Inc. (a) |
28,464 |
664,065 | |
|
Peet's Coffee & Tea, Inc. (a)(c) |
25,920 |
681,955 | |
|
Penn National Gaming, Inc. (a) |
85,837 |
2,507,299 | |
|
Pinnacle Entertainment, Inc. (a) |
89,197 |
836,668 | |
|
Premier Exhibitions, Inc. (a) |
16,798 |
12,263 | |
|
Red Lion Hotels Corp. (a) |
19,438 |
112,740 | |
|
Red Robin Gourmet Burgers, Inc. (a)(c) |
24,676 |
475,753 | |
|
Royal Caribbean Cruises Ltd. (c) |
176,308 |
3,363,957 | |
|
Rubio's Restaurants, Inc. (a) |
3,930 |
23,816 | |
|
Ruby Tuesday, Inc. (a)(c) |
70,124 |
511,905 | |
|
Ruth's Chris Steak House, Inc. (a) |
15,729 |
62,287 | |
|
Scientific Games Corp. Class A (a) |
91,000 |
1,403,220 | |
|
Shuffle Master, Inc. (a) |
68,852 |
521,898 | |
|
Silverleaf Resorts, Inc. (a) |
16,000 |
24,640 | |
|
Sonic Corp. (a)(c) |
81,622 |
932,939 | |
|
Speedway Motorsports, Inc. |
20,703 |
321,932 | |
|
Texas Roadhouse, Inc. Class A (a)(c) |
78,589 |
800,822 | |
|
| |||
|
Shares |
Value | ||
|
The Cheesecake Factory, Inc. (a)(c) |
79,464 |
$ 1,459,754 | |
|
The Steak n Shake Co. (a) |
37,744 |
395,557 | |
|
Town Sports International Holdings, Inc. (a) |
11,158 |
30,685 | |
|
Vail Resorts, Inc. (a)(c) |
36,500 |
1,208,880 | |
|
VCG Holding Corp. (a) |
18,692 |
40,749 | |
|
Wendy's/Arby's Group, Inc. |
571,485 |
2,880,284 | |
|
WMS Industries, Inc. (a) |
58,000 |
2,455,140 | |
|
Youbet.com, Inc. (a) |
30,676 |
63,499 | |
|
|
69,274,472 | ||
|
Household Durables - 1.2% | |||
|
American Greetings Corp. Class A |
63,585 |
883,196 | |
|
Bassett Furniture Industries, Inc. |
8,703 |
44,037 | |
|
Beazer Homes USA, Inc. (a)(c) |
59,402 |
256,023 | |
|
Blyth, Inc. |
10,638 |
484,029 | |
|
Brookfield Homes Corp. (a)(c) |
9,444 |
67,997 | |
|
California Coastal Communities, Inc. (a)(c) |
7,836 |
12,067 | |
|
Cavalier Homes, Inc. (a) |
13,027 |
35,694 | |
|
Cavco Industries, Inc. (a) |
8,826 |
285,168 | |
|
Champion Enterprises, Inc. (a) |
73,058 |
42,374 | |
|
Cobra Electronics Corp. (a) |
1,132 |
1,619 | |
|
Craftmade International, Inc. (a) |
2,794 |
7,991 | |
|
CSS Industries, Inc. |
13,990 |
292,111 | |
|
Dixie Group, Inc. (a) |
6,499 |
19,497 | |
|
Emerson Radio Corp. (a) |
9,263 |
11,949 | |
|
Ethan Allen Interiors, Inc. (c) |
40,124 |
623,527 | |
|
Flexsteel Industries, Inc. |
3,192 |
25,057 | |
|
Furniture Brands International, Inc. |
52,886 |
295,633 | |
|
Garmin Ltd. (c) |
160,488 |
5,275,241 | |
|
Helen of Troy Ltd. (a) |
39,599 |
856,130 | |
|
Hooker Furniture Corp. |
13,826 |
184,024 | |
|
Hovnanian Enterprises, Inc. |
63,368 |
340,286 | |
|
iRobot Corp. (a) |
37,138 |
425,973 | |
|
Jarden Corp. (a)(c) |
114,000 |
2,775,900 | |
|
La-Z-Boy, Inc. (c) |
73,330 |
621,105 | |
|
Lifetime Brands, Inc. (c) |
12,011 |
68,583 | |
|
M.D.C. Holdings, Inc. |
52,871 |
1,980,548 | |
|
M/I Homes, Inc. (a) |
22,355 |
353,656 | |
|
Meritage Homes Corp. (a)(c) |
40,476 |
907,067 | |
|
Mohawk Industries, Inc. (a) |
73,000 |
3,658,760 | |
|
National Presto Industries, Inc. |
7,882 |
660,275 | |
|
NVR, Inc. (a)(c) |
7,000 |
4,726,750 | |
|
Orleans Homebuilders, Inc. (a)(c) |
4,454 |
16,925 | |
|
Palm Harbor Homes, Inc. (a) |
9,454 |
27,889 | |
|
Russ Berrie & Co., Inc. (a) |
16,705 |
95,887 | |
|
Ryland Group, Inc. |
58,104 |
1,331,744 | |
|
Sealy Corp., Inc. (a) |
81,807 |
214,334 | |
|
Skyline Corp. |
14,802 |
348,883 | |
|
Standard Pacific Corp. (a)(c) |
172,991 |
627,957 | |
|
Stanley Furniture Co., Inc. |
15,731 |
190,660 | |
|
Tempur-Pedic International, Inc. |
94,825 |
1,403,410 | |
|
Toll Brothers, Inc. (a) |
171,000 |
3,888,540 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
CONSUMER DISCRETIONARY - continued | |||
|
Household Durables - continued | |||
|
Tupperware Brands Corp. |
83,699 |
$ 3,096,026 | |
|
Universal Electronics, Inc. (a) |
26,256 |
494,138 | |
|
|
37,958,660 | ||
|
Internet & Catalog Retail - 0.8% | |||
|
1-800-FLOWERS.com, Inc. Class A (a) |
40,928 |
126,468 | |
|
Bidz.com, Inc. (a)(c) |
8,406 |
27,488 | |
|
Blue Nile, Inc. (a)(c) |
20,554 |
1,138,281 | |
|
dELiA*s, Inc. (a) |
25,316 |
63,290 | |
|
Drugstore.com, Inc. (a) |
71,510 |
169,479 | |
|
eDiets.com, Inc. (a)(c) |
14,028 |
12,625 | |
|
Gaiam, Inc. Class A (a) |
15,653 |
87,344 | |
|
Hollywood Media Corp. (a) |
26,946 |
43,114 | |
|
HSN, Inc. (a) |
51,805 |
538,772 | |
|
Liberty Media Corp. Interactive |
786,347 |
7,533,204 | |
|
Netflix, Inc. (a)(c) |
63,698 |
2,781,055 | |
|
NutriSystem, Inc. |
47,498 |
675,897 | |
|
Orbitz Worldwide, Inc. (a)(c) |
55,775 |
349,709 | |
|
Overstock.com, Inc. (a)(c) |
28,744 |
358,150 | |
|
PetMed Express, Inc. |
45,901 |
830,349 | |
|
Priceline.com, Inc. (a)(c) |
55,942 |
8,613,949 | |
|
Shutterfly, Inc. (a) |
30,708 |
444,038 | |
|
Stamps.com, Inc. (a) |
24,970 |
215,241 | |
|
Ticketmaster Entertainment, Inc. (a) |
55,451 |
541,202 | |
|
US Auto Parts Network, Inc. (a) |
28,450 |
155,053 | |
|
ValueVision Media, Inc. Class A (a) |
39,538 |
130,475 | |
|
|
24,835,183 | ||
|
Leisure Equipment & Products - 0.2% | |||
|
Arctic Cat, Inc. |
18,451 |
131,740 | |
|
Brunswick Corp. (c) |
122,999 |
1,142,661 | |
|
Callaway Golf Co. |
90,808 |
642,013 | |
|
Cybex International, Inc. (a) |
14,718 |
19,722 | |
|
Escalade, Inc. (a) |
6,336 |
11,088 | |
|
Gametech International, Inc. (a) |
13,061 |
24,816 | |
|
JAKKS Pacific, Inc. (a) |
41,166 |
551,624 | |
|
Johnson Outdoors, Inc. Class A |
1,929 |
18,615 | |
|
Leapfrog Enterprises, Inc. Class A (a) |
51,847 |
203,759 | |
|
Marine Products Corp. |
11,382 |
58,048 | |
|
Meade Instruments Corp. (a) |
201 |
679 | |
|
Nautilus, Inc. (a) |
27,540 |
47,369 | |
|
Polaris Industries, Inc. |
44,747 |
1,687,409 | |
|
Pool Corp. |
67,356 |
1,604,420 | |
|
RC2 Corp. (a) |
29,552 |
463,966 | |
|
Smith & Wesson Holding Corp. (a)(c) |
60,312 |
324,479 | |
|
Sport Supply Group, Inc. |
9,387 |
96,498 | |
|
Steinway Musical Instruments, Inc. (a) |
10,524 |
120,816 | |
|
Sturm Ruger & Co., Inc. (c) |
29,607 |
408,873 | |
|
|
7,558,595 | ||
|
Media - 2.9% | |||
|
4Kids Entertainment, Inc. (a) |
18,966 |
27,121 | |
|
| |||
|
Shares |
Value | ||
|
A.H. Belo Corp. Class A |
15,726 |
$ 46,863 | |
|
Alloy, Inc. (a) |
9,144 |
60,990 | |
|
Arbitron, Inc. |
34,481 |
631,692 | |
|
Ascent Media Corp. (a) |
23,818 |
612,123 | |
|
Atrinsic, Inc. (a) |
2,087 |
2,212 | |
|
Ballantyne of Omaha, Inc. (a) |
30 |
81 | |
|
Beasley Broadcast Group, Inc. Class A |
4,117 |
14,574 | |
|
Belo Corp. Series A |
143,509 |
479,320 | |
|
Cablevision Systems Corp. - NY Group Class A |
306,704 |
6,851,767 | |
|
Carmike Cinemas, Inc. |
24,755 |
251,016 | |
|
Cinemark Holdings, Inc. |
68,040 |
683,122 | |
|
CKX, Inc. (a)(c) |
79,580 |
502,150 | |
|
Clear Channel Outdoor Holding, Inc. Class A (a) |
73,934 |
502,012 | |
|
Crown Media Holdings, Inc. |
4,844 |
8,671 | |
|
Cumulus Media, Inc. Class A (a) |
58,225 |
80,933 | |
|
Discovery Communications, Inc. (a) |
370,789 |
9,610,851 | |
|
DISH Network Corp. Class A (a)(c) |
276,952 |
4,517,087 | |
|
Dolan Media Co. (a)(c) |
45,623 |
483,604 | |
|
DreamWorks Animation SKG, Inc. |
95,120 |
3,211,251 | |
|
EDCI Holdings, Inc. (a) |
6,425 |
31,740 | |
|
Emmis Communications Corp. |
64,360 |
42,478 | |
|
Entercom Communications Corp. Class A |
29,619 |
144,837 | |
|
Entravision Communication Corp. |
60,708 |
69,207 | |
|
Fisher Communications, Inc. |
11,582 |
238,937 | |
|
Franklin Electronic Publishers, Inc. (a) |
2,339 |
5,193 | |
|
Gray Television, Inc. |
51,014 |
37,240 | |
|
Harris Interactive, Inc. (a) |
41,822 |
36,385 | |
|
Harte-Hanks, Inc. |
60,612 |
790,380 | |
|
Image Entertainment, Inc. (a)(c) |
7,100 |
5,964 | |
|
Insignia Systems, Inc. (a) |
4,959 |
18,795 | |
|
Interactive Data Corp. |
56,760 |
1,317,400 | |
|
John Wiley & Sons, Inc. Class A |
62,706 |
2,010,981 | |
|
Journal Communications, Inc. Class A |
53,079 |
196,392 | |
|
Knology, Inc. (a) |
47,791 |
346,007 | |
|
Lamar Advertising Co. Class A (a)(c) |
83,500 |
1,911,315 | |
|
Lee Enterprises, Inc. |
48,941 |
88,583 | |
|
Liberty Global, Inc. Class A (a) |
383,745 |
8,400,178 | |
|
Liberty Media Corp.: |
|||
|
Capital Series A (a) |
134,896 |
2,575,165 | |
|
Entertainment Series A (a) |
694,735 |
19,376,159 | |
|
LIN TV Corp. Class A (a) |
30,902 |
108,157 | |
|
Live Nation, Inc. (a) |
127,482 |
896,198 | |
|
LodgeNet Entertainment Corp. (a)(c) |
28,428 |
198,427 | |
|
Martha Stewart Living Omnimedia, Inc. Class A (a)(c) |
32,675 |
234,280 | |
|
Marvel Entertainment, Inc. (a) |
67,057 |
3,243,547 | |
|
Media General, Inc. Class A |
21,102 |
171,770 | |
|
Mediacom Communications Corp. |
74,681 |
375,645 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
CONSUMER DISCRETIONARY - continued | |||
|
Media - continued | |||
|
Morningstar, Inc. (a)(c) |
22,142 |
$ 980,891 | |
|
National CineMedia, Inc. |
65,040 |
975,600 | |
|
Navarre Corp. (a) |
50,065 |
88,615 | |
|
New Frontier Media, Inc. (a) |
31,250 |
68,438 | |
|
Nexstar Broadcasting Group, Inc. |
3,834 |
11,464 | |
|
NTN Communications, Inc. (a) |
16,316 |
7,995 | |
|
Outdoor Channel Holdings, Inc. (a) |
22,403 |
149,204 | |
|
Playboy Enterprises, Inc. Class B (non-vtg.) (a) |
26,218 |
72,362 | |
|
Point.360 (a) |
2,433 |
3,066 | |
|
PRIMEDIA, Inc. |
26,029 |
65,333 | |
|
Radio One, Inc. Class D (non-vtg.) (a) |
59,150 |
43,180 | |
|
RCN Corp. (a) |
53,731 |
503,459 | |
|
Reading International, Inc. Class A (a) |
10,681 |
42,083 | |
|
Regal Entertainment Group Class A |
120,679 |
1,526,589 | |
|
Regent Communication, Inc. (a) |
13,099 |
4,716 | |
|
Rentrak Corp. (a) |
11,230 |
178,557 | |
|
Saga Communications, Inc. Class A (a) |
1,483 |
21,133 | |
|
Salem Communications Corp. |
6,831 |
18,102 | |
|
Scholastic Corp. |
41,454 |
1,009,819 | |
|
Sinclair Broadcast Group, Inc. Class A |
95,619 |
270,602 | |
|
Sirius XM Radio, Inc. (a) |
5,085,912 |
3,425,362 | |
|
Spanish Broadcasting System, Inc. |
67,440 |
22,923 | |
|
SPAR Group, Inc. (a) |
4,346 |
2,868 | |
|
The McClatchy Co. Class A |
76,034 |
151,308 | |
|
Valassis Communications, Inc. (a) |
77,531 |
1,217,237 | |
|
Value Line, Inc. |
523 |
15,423 | |
|
Virgin Media, Inc. (c) |
390,420 |
4,462,501 | |
|
Warner Music Group Corp. (a) |
66,624 |
305,138 | |
|
World Wrestling Entertainment, Inc. |
47,606 |
678,862 | |
|
WPT Enterprises, Inc. (a) |
19,388 |
18,806 | |
|
|
87,790,436 | ||
|
Multiline Retail - 0.3% | |||
|
99 Cents Only Stores (a)(c) |
76,803 |
1,042,217 | |
|
Dillard's, Inc. Class A |
96,450 |
1,100,495 | |
|
Dollar Tree, Inc. (a) |
118,000 |
5,892,920 | |
|
Duckwall-ALCO Stores, Inc. (a) |
5,890 |
98,186 | |
|
Fred's, Inc. Class A |
47,290 |
618,553 | |
|
Retail Ventures, Inc. (a) |
21,851 |
105,759 | |
|
Saks, Inc. (a)(c) |
201,417 |
1,228,644 | |
|
The Bon-Ton Stores, Inc. (c) |
10,212 |
70,054 | |
|
Tuesday Morning Corp. (a) |
37,215 |
167,468 | |
|
|
10,324,296 | ||
|
Specialty Retail - 3.0% | |||
|
A.C. Moore Arts & Crafts, Inc. (a) |
21,246 |
73,936 | |
|
Aarons, Inc. |
69,189 |
1,805,833 | |
|
Advance Auto Parts, Inc. |
125,000 |
5,287,500 | |
|
Aeropostale, Inc. (a)(c) |
92,212 |
3,610,100 | |
|
| |||
|
Shares |
Value | ||
|
America's Car Mart, Inc. (a)(c) |
18,842 |
$ 388,145 | |
|
American Eagle Outfitters, Inc. (c) |
225,615 |
3,045,803 | |
|
AnnTaylor Stores Corp. (a) |
76,309 |
1,074,431 | |
|
Asbury Automotive Group, Inc. |
37,871 |
473,388 | |
|
Barnes & Noble, Inc. |
45,456 |
940,485 | |
|
bebe Stores, Inc. |
47,405 |
361,700 | |
|
Big 5 Sporting Goods Corp. |
32,904 |
502,444 | |
|
Blockbuster, Inc. Class A (a) |
217,459 |
208,761 | |
|
Books-A-Million, Inc. |
19,056 |
258,780 | |
|
Borders Group, Inc. (a) |
62,605 |
198,458 | |
|
Brown Shoe Co., Inc. |
48,158 |
361,185 | |
|
Build-A-Bear Workshop, Inc. (a)(c) |
15,816 |
73,861 | |
|
Cabela's, Inc. Class A (a)(c) |
53,820 |
863,811 | |
|
Cache, Inc. (a) |
21,416 |
112,006 | |
|
CarMax, Inc. (a) |
262,125 |
4,537,384 | |
|
Casual Male Retail Group, Inc. (a) |
41,069 |
126,082 | |
|
Charlotte Russe Holding, Inc. (a) |
32,846 |
571,192 | |
|
Charming Shoppes, Inc. (a) |
119,389 |
625,598 | |
|
Chico's FAS, Inc. (a) |
234,881 |
2,990,035 | |
|
Christopher & Banks Corp. |
50,385 |
345,641 | |
|
Citi Trends, Inc. (a) |
23,293 |
519,201 | |
|
Coldwater Creek, Inc. (a)(c) |
81,667 |
607,602 | |
|
Collective Brands, Inc. (a)(c) |
82,001 |
1,298,896 | |
|
Conn's, Inc. (a)(c) |
20,574 |
232,692 | |
|
Cost Plus, Inc. (a)(c) |
14,259 |
28,090 | |
|
Destination Maternity Corp. (a)(c) |
6,765 |
135,841 | |
|
Dick's Sporting Goods, Inc. (a)(c) |
107,000 |
2,397,870 | |
|
Dress Barn, Inc. (a)(c) |
58,456 |
948,741 | |
|
DSW, Inc. Class A (a)(c) |
31,228 |
473,416 | |
|
Emerging Vision, Inc. (a) |
5,700 |
690 | |
|
Finish Line, Inc. Class A |
66,129 |
545,564 | |
|
Foot Locker, Inc. |
205,175 |
2,187,166 | |
|
Gander Mountain Co. (a)(c) |
2,718 |
15,275 | |
|
Genesco, Inc. (a) |
27,846 |
609,827 | |
|
Group 1 Automotive, Inc. (c) |
31,985 |
901,017 | |
|
Guess?, Inc. |
76,000 |
2,663,040 | |
|
Gymboree Corp. (a) |
37,685 |
1,687,911 | |
|
Haverty Furniture Companies, Inc. (c) |
49,239 |
574,619 | |
|
hhgregg, Inc. (a)(c) |
31,093 |
537,287 | |
|
Hibbett Sports, Inc. (a)(c) |
33,888 |
595,412 | |
|
Hot Topic, Inc. (a) |
77,371 |
538,502 | |
|
J. Crew Group, Inc. (a)(c) |
70,929 |
2,417,970 | |
|
Jo-Ann Stores, Inc. (a) |
36,511 |
997,481 | |
|
Jos. A. Bank Clothiers, Inc. (a) |
24,094 |
1,060,377 | |
|
Kirkland's, Inc. (a) |
16,217 |
229,633 | |
|
Lithia Motors, Inc. Class A (sub. vtg.) |
23,307 |
298,563 | |
|
Lumber Liquidators, Inc. (a)(c) |
11,425 |
251,350 | |
|
MarineMax, Inc. (a) |
22,612 |
159,415 | |
|
Midas, Inc. (a) |
16,843 |
152,261 | |
|
Monro Muffler Brake, Inc. |
29,114 |
750,559 | |
|
New York & Co., Inc. (a) |
32,959 |
152,600 | |
|
OfficeMax, Inc. |
122,243 |
1,382,568 | |
|
Pacific Sunwear of California, Inc. (a) |
128,784 |
569,225 | |
|
Penske Automotive Group, Inc. (c) |
52,352 |
926,107 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
CONSUMER DISCRETIONARY - continued | |||
|
Specialty Retail - continued | |||
|
Perfumania Holdings, Inc. (a) |
1,076 |
$ 2,356 | |
|
PetSmart, Inc. |
161,000 |
3,366,510 | |
|
Pier 1 Imports, Inc. (a) |
97,754 |
247,318 | |
|
Pomeroy IT Solutions, Inc. (a) |
3,930 |
23,384 | |
|
Rent-A-Center, Inc. (a) |
83,097 |
1,639,504 | |
|
Rex Stores Corp. (a) |
8,776 |
91,972 | |
|
Ross Stores, Inc. |
168,000 |
7,835,520 | |
|
Sally Beauty Holdings, Inc. (a)(c) |
101,680 |
722,945 | |
|
Select Comfort Corp. (a)(c) |
65,028 |
205,488 | |
|
Shoe Carnival, Inc. (a) |
10,052 |
158,017 | |
|
Signet Jewelers Ltd. |
119,152 |
2,887,053 | |
|
Sonic Automotive, Inc. Class A |
37,224 |
477,212 | |
|
Stage Stores, Inc. |
56,805 |
758,347 | |
|
Stein Mart, Inc. (a) |
32,625 |
403,245 | |
|
Systemax, Inc. (a)(c) |
18,481 |
245,797 | |
|
Talbots, Inc. (c) |
58,334 |
347,671 | |
|
The Buckle, Inc. (c) |
32,123 |
849,653 | |
|
The Cato Corp. Class A (sub. vtg.) (c) |
44,911 |
767,080 | |
|
The Children's Place Retail Stores, Inc. (a) |
31,822 |
965,161 | |
|
The Men's Wearhouse, Inc. |
60,120 |
1,563,120 | |
|
The Pep Boys - Manny, Moe & Jack |
86,239 |
770,114 | |
|
Tractor Supply Co. (a)(c) |
47,000 |
2,211,820 | |
|
Trans World Entertainment Corp. (a) |
16,560 |
15,235 | |
|
TravelCenters of America LLC (a) |
16,738 |
58,918 | |
|
Tween Brands, Inc. (a) |
40,486 |
307,694 | |
|
Ulta Salon, Cosmetics & Fragrance, Inc. (a) |
32,745 |
377,222 | |
|
Urban Outfitters, Inc. (a)(c) |
172,268 |
4,897,579 | |
|
West Marine, Inc. (a) |
18,151 |
150,109 | |
|
Wet Seal, Inc. Class A (a) |
129,268 |
453,731 | |
|
Williams-Sonoma, Inc. |
118,117 |
2,259,578 | |
|
Winmark Corp. (a) |
2,614 |
53,561 | |
|
Zale Corp. (a)(c) |
48,284 |
312,880 | |
|
Zumiez, Inc. (a)(c) |
40,206 |
508,204 | |
|
|
91,617,325 | ||
|
Textiles, Apparel & Luxury Goods - 0.9% | |||
|
American Apparel, Inc. (a)(c) |
35,886 |
132,778 | |
|
Carter's, Inc. (a) |
72,000 |
1,811,520 | |
|
Cherokee, Inc. |
25,151 |
517,105 | |
|
Columbia Sportswear Co. (c) |
20,010 |
786,593 | |
|
Crocs, Inc. (a) |
144,270 |
916,115 | |
|
Culp, Inc. (a) |
4,772 |
27,916 | |
|
Deckers Outdoor Corp. (a) |
17,061 |
1,165,266 | |
|
Delta Apparel, Inc. (a) |
6,654 |
55,162 | |
|
FGX International Ltd. (a) |
20,000 |
288,800 | |
|
Forward Industries, Inc. (NY Shares) (a) |
5,267 |
9,323 | |
|
Fossil, Inc. (a) |
62,043 |
1,574,651 | |
|
G-III Apparel Group Ltd. (a) |
17,169 |
256,677 | |
|
Hanesbrands, Inc. (a)(c) |
120,890 |
2,545,943 | |
|
Heelys, Inc. |
13,425 |
31,146 | |
|
| |||
|
Shares |
Value | ||
|
Iconix Brand Group, Inc. (a) |
82,383 |
$ 1,415,340 | |
|
Joe's Jeans, Inc. (a) |
3,410 |
2,522 | |
|
Jones Apparel Group, Inc. |
113,302 |
1,766,378 | |
|
K-Swiss, Inc. Class A |
50,248 |
484,391 | |
|
Kenneth Cole Productions, Inc. Class A (sub. vtg.) |
15,827 |
159,061 | |
|
Liz Claiborne, Inc. (c) |
128,884 |
547,757 | |
|
Maidenform Brands, Inc. (a) |
34,642 |
559,122 | |
|
Movado Group, Inc. |
24,592 |
316,007 | |
|
Oxford Industries, Inc. |
23,527 |
329,378 | |
|
Perry Ellis International, Inc. (a) |
13,045 |
162,932 | |
|
Phillips-Van Heusen Corp. |
65,120 |
2,460,234 | |
|
Quiksilver, Inc. (a) |
167,497 |
472,342 | |
|
R.G. Barry Corp. |
9,000 |
74,610 | |
|
Rocky Brands, Inc. (a)(c) |
2,631 |
13,076 | |
|
Skechers U.S.A., Inc. Class A |
41,026 |
730,673 | |
|
Steven Madden Ltd. (a) |
22,938 |
739,292 | |
|
Tandy Brands Accessories, Inc. |
1,058 |
2,751 | |
|
Timberland Co. Class A (a) |
56,744 |
735,402 | |
|
True Religion Apparel, Inc. (a) |
45,104 |
1,020,704 | |
|
Under Armour, Inc. Class A |
47,000 |
1,121,890 | |
|
Unifi, Inc. (a) |
73,841 |
170,573 | |
|
Unifirst Corp. |
18,471 |
736,808 | |
|
Volcom, Inc. (a) |
29,822 |
422,578 | |
|
Warnaco Group, Inc. (a)(c) |
63,306 |
2,408,793 | |
|
Weyco Group, Inc. |
13,010 |
294,026 | |
|
Wolverine World Wide, Inc. |
61,500 |
1,531,965 | |
|
|
28,797,600 | ||
|
TOTAL CONSUMER DISCRETIONARY |
417,329,566 | ||
|
CONSUMER STAPLES - 3.2% | |||
|
Beverages - 0.3% | |||
|
Boston Beer Co., Inc. Class A (a) |
17,122 |
680,600 | |
|
Central European Distribution Corp. (a) |
65,649 |
2,113,898 | |
|
Coca-Cola Bottling Co. Consolidated |
9,830 |
531,410 | |
|
Hansen Natural Corp. (a) |
94,641 |
3,090,975 | |
|
Jones Soda Co. (a) |
20,735 |
13,892 | |
|
MGP Ingredients, Inc. (a) |
12,581 |
47,682 | |
|
National Beverage Corp. (a) |
13,356 |
135,430 | |
|
PepsiAmericas, Inc. |
85,941 |
2,404,629 | |
|
Vermont Pure Holdings Ltd. (a) |
4,384 |
2,937 | |
|
|
9,021,453 | ||
|
Food & Staples Retailing - 0.4% | |||
|
Andersons, Inc. |
27,283 |
897,611 | |
|
Arden Group, Inc. Class A |
1,024 |
120,832 | |
|
BJ's Wholesale Club, Inc. (a) |
72,661 |
2,368,749 | |
|
Casey's General Stores, Inc. |
63,702 |
1,767,731 | |
|
Ingles Markets, Inc. Class A |
21,255 |
350,495 | |
|
Nash-Finch Co. |
20,075 |
544,836 | |
|
Pricesmart, Inc. |
21,057 |
373,762 | |
|
Rite Aid Corp. (a)(c) |
835,262 |
1,286,303 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
CONSUMER STAPLES - continued | |||
|
Food & Staples Retailing - continued | |||
|
Ruddick Corp. |
48,380 |
$ 1,284,973 | |
|
Spartan Stores, Inc. |
41,870 |
555,615 | |
|
Susser Holdings Corp. (a) |
12,293 |
131,904 | |
|
The Great Atlantic & Pacific Tea Co. (a)(c) |
51,833 |
347,799 | |
|
The Pantry, Inc. (a) |
26,886 |
407,323 | |
|
United Natural Foods, Inc. (a)(c) |
58,046 |
1,568,403 | |
|
Village Super Market, Inc. Class A |
8,400 |
240,660 | |
|
Weis Markets, Inc. |
14,778 |
461,221 | |
|
Winn-Dixie Stores, Inc. (a) |
66,029 |
909,219 | |
|
|
13,617,436 | ||
|
Food Products - 1.5% | |||
|
Alico, Inc. |
6,793 |
201,412 | |
|
American Italian Pasta Co. Class A (a) |
27,644 |
836,507 | |
|
B&G Foods, Inc. Class A |
57,060 |
520,387 | |
|
Bridgford Foods Corp. (a) |
4,789 |
42,000 | |
|
Bunge Ltd. (c) |
163,473 |
10,954,326 | |
|
Cal-Maine Foods, Inc. (c) |
22,264 |
635,637 | |
|
Calavo Growers, Inc. (c) |
22,506 |
396,106 | |
|
Chiquita Brands International, Inc. (a) |
61,015 |
939,631 | |
|
Corn Products International, Inc. |
93,079 |
2,760,723 | |
|
Darling International, Inc. (a) |
117,815 |
825,883 | |
|
Del Monte Foods Co. |
249,610 |
2,618,409 | |
|
Diamond Foods, Inc. |
25,760 |
719,992 | |
|
Farmer Brothers Co. |
8,050 |
166,233 | |
|
Flowers Foods, Inc. |
117,023 |
2,781,637 | |
|
Fresh Del Monte Produce, Inc. (a) |
56,189 |
1,286,728 | |
|
Green Mountain Coffee Roasters, Inc. (a)(c) |
44,224 |
2,661,843 | |
|
Griffin Land & Nurseries, Inc. |
1,112 |
33,149 | |
|
Hain Celestial Group, Inc. (a) |
55,601 |
889,616 | |
|
HQ Sustainable Maritime Industries, Inc. (a) |
13,641 |
113,493 | |
|
Imperial Sugar Co. |
20,443 |
284,975 | |
|
J&J Snack Foods Corp. |
20,515 |
896,506 | |
|
John B. Sanfilippo & Son, Inc. (a) |
4,719 |
48,417 | |
|
Lancaster Colony Corp. |
26,617 |
1,337,770 | |
|
Lance, Inc. |
47,629 |
1,155,003 | |
|
Lifeway Foods, Inc. (a)(c) |
9,724 |
125,537 | |
|
Monterey Gourmet Foods, Inc. (a) |
4,304 |
5,681 | |
|
Omega Protein Corp. (a) |
18,514 |
77,203 | |
|
Overhill Farms, Inc. (a) |
28,537 |
163,517 | |
|
Ralcorp Holdings, Inc. (a) |
73,364 |
4,602,124 | |
|
Reddy Ice Holdings, Inc. (a) |
33,001 |
174,245 | |
|
Sanderson Farms, Inc. |
28,337 |
1,178,819 | |
|
Smart Balance, Inc. (a) |
94,866 |
606,194 | |
|
Smithfield Foods, Inc. (a)(c) |
176,944 |
2,171,103 | |
|
Tasty Baking Co. |
4,304 |
30,128 | |
|
The Inventure Group, Inc. (a) |
3,448 |
9,723 | |
|
Tootsie Roll Industries, Inc. |
30,312 |
716,879 | |
|
| |||
|
Shares |
Value | ||
|
TreeHouse Foods, Inc. (a)(c) |
41,611 |
$ 1,541,688 | |
|
Zapata Corp. (a) |
6,888 |
48,492 | |
|
|
44,557,716 | ||
|
Household Products - 0.4% | |||
|
Central Garden & Pet Co. Class A (non-vtg.) (a) |
98,080 |
1,078,880 | |
|
Church & Dwight Co., Inc. |
90,165 |
5,151,126 | |
|
Energizer Holdings, Inc. (a) |
92,066 |
6,023,878 | |
|
Oil-Dri Corp. of America |
5,650 |
88,649 | |
|
Orchids Paper Products Co. (a)(c) |
12,665 |
268,498 | |
|
WD-40 Co. |
27,985 |
755,035 | |
|
|
13,366,066 | ||
|
Personal Products - 0.5% | |||
|
Alberto-Culver Co. |
123,925 |
3,270,381 | |
|
Bare Escentuals, Inc. (a) |
87,159 |
808,836 | |
|
Chattem, Inc. (a) |
24,864 |
1,522,671 | |
|
Elizabeth Arden, Inc. (a) |
40,002 |
412,021 | |
|
Herbalife Ltd. |
87,927 |
2,662,430 | |
|
Inter Parfums, Inc. |
24,003 |
231,629 | |
|
Mannatech, Inc. |
11,829 |
46,133 | |
|
Mead Johnson Nutrition Co. Class A (c) |
37,603 |
1,491,335 | |
|
MediFast, Inc. (a) |
15,729 |
295,391 | |
|
Natural Health Trends Corp. (a) |
8,588 |
6,012 | |
|
NBTY, Inc. (a) |
74,354 |
2,755,559 | |
|
Nu Skin Enterprises, Inc. Class A |
67,937 |
1,171,913 | |
|
Nutraceutical International Corp. (a) |
13,525 |
155,538 | |
|
Parlux Fragrances, Inc. (a) |
13,118 |
26,761 | |
|
Physicians Formula Holdings, Inc. (a) |
15,509 |
38,152 | |
|
Prestige Brands Holdings, Inc. (a) |
65,033 |
481,895 | |
|
Reliv International, Inc. |
10,690 |
41,157 | |
|
Revlon, Inc. (a) |
27,182 |
123,406 | |
|
Schiff Nutrition International, Inc. |
11,731 |
58,538 | |
|
The Female Health Co. (a) |
31,393 |
215,042 | |
|
USANA Health Sciences, Inc. (a)(c) |
13,212 |
416,442 | |
|
|
16,231,242 | ||
|
Tobacco - 0.1% | |||
|
Alliance One International, Inc. (a)(c) |
116,273 |
445,326 | |
|
Star Scientific, Inc. (a)(c) |
87,611 |
87,611 | |
|
Universal Corp. |
39,455 |
1,455,100 | |
|
Vector Group Ltd. (c) |
70,640 |
1,114,699 | |
|
|
3,102,736 | ||
|
TOTAL CONSUMER STAPLES |
99,896,649 | ||
|
ENERGY - 8.6% | |||
|
Energy Equipment & Services - 1.9% | |||
|
Allis-Chalmers Energy, Inc. (a)(c) |
46,006 |
150,900 | |
|
Atwood Oceanics, Inc. (a) |
71,000 |
2,022,080 | |
|
Basic Energy Services, Inc. (a) |
52,446 |
355,584 | |
|
Bolt Technology Corp. (a)(c) |
15,622 |
184,496 | |
|
Boots & Coots/International Well Control, Inc. (a) |
124,595 |
189,384 | |
|
Bristow Group, Inc. (a)(c) |
34,781 |
1,015,605 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
ENERGY - continued | |||
|
Energy Equipment & Services - continued | |||
|
Bronco Drilling Co., Inc. (a) |
49,438 |
$ 182,921 | |
|
Cal Dive International, Inc. (a) |
64,158 |
669,168 | |
|
Carbo Ceramics, Inc. (c) |
34,913 |
1,503,005 | |
|
Complete Production Services, Inc. (a) |
92,824 |
835,416 | |
|
Dawson Geophysical Co. (a) |
12,671 |
314,114 | |
|
Dresser-Rand Group, Inc. (a) |
105,193 |
3,124,232 | |
|
Dril-Quip, Inc. (a)(c) |
41,389 |
1,765,655 | |
|
ENGlobal Corp. (a)(c) |
20,365 |
90,013 | |
|
Exterran Holdings, Inc. (a)(c) |
88,258 |
1,591,292 | |
|
Global Industries Ltd. (a) |
160,521 |
1,524,950 | |
|
Gulf Island Fabrication, Inc. |
29,903 |
447,648 | |
|
Gulfmark Offshore, Inc. (a) |
33,392 |
995,749 | |
|
Helix Energy Solutions Group, Inc. (a) |
116,293 |
1,360,628 | |
|
Helmerich & Payne, Inc. |
126,000 |
4,215,960 | |
|
Hercules Offshore, Inc. (a) |
117,721 |
541,517 | |
|
Hornbeck Offshore Services, Inc. (a)(c) |
31,915 |
704,045 | |
|
ION Geophysical Corp. (a) |
121,130 |
308,882 | |
|
Key Energy Services, Inc. (a) |
172,816 |
1,235,634 | |
|
Lufkin Industries, Inc. |
22,541 |
997,439 | |
|
Matrix Service Co. (a) |
37,430 |
412,479 | |
|
Mitcham Industries, Inc. (a) |
14,875 |
79,284 | |
|
NATCO Group, Inc. Class A (a) |
30,153 |
1,254,365 | |
|
Natural Gas Services Group, Inc. (a) |
22,146 |
316,466 | |
|
Newpark Resources, Inc. (a) |
176,885 |
472,283 | |
|
Oceaneering International, Inc. (a) |
72,613 |
3,788,220 | |
|
Oil States International, Inc. (a) |
63,000 |
1,856,610 | |
|
Omni Energy Services Corp. (a) |
31,673 |
51,627 | |
|
OYO Geospace Corp. (a) |
9,619 |
193,438 | |
|
Parker Drilling Co. (a) |
150,000 |
676,500 | |
|
Patterson-UTI Energy, Inc. |
197,515 |
2,624,974 | |
|
PHI, Inc. (non-vtg.) (a) |
19,564 |
408,105 | |
|
Pioneer Drilling Co. (a) |
122,784 |
699,869 | |
|
Pride International, Inc. (a)(c) |
205,000 |
5,284,900 | |
|
Royale Energy, Inc. (a)(c) |
5,582 |
10,941 | |
|
RPC, Inc. |
51,393 |
469,732 | |
|
SEACOR Holdings, Inc. (a)(c) |
25,000 |
1,903,250 | |
|
Seahawk Drilling, Inc. (a)(c) |
13,666 |
304,615 | |
|
Sulphco, Inc. (a)(c) |
85,471 |
135,899 | |
|
Superior Energy Services, Inc. (a) |
110,000 |
2,005,300 | |
|
Superior Well Services, Inc. (a)(c) |
26,504 |
239,331 | |
|
T-3 Energy Services, Inc. (a) |
23,204 |
407,926 | |
|
Tesco Corp. (a) |
58,502 |
449,295 | |
|
TETRA Technologies, Inc. (a) |
101,062 |
891,367 | |
|
TGC Industries, Inc. |
14,050 |
54,233 | |
|
Tidewater, Inc. |
69,293 |
2,991,379 | |
|
Trico Marine Services, Inc. (a)(c) |
25,908 |
176,174 | |
|
Union Drilling, Inc. (a) |
22,965 |
143,761 | |
|
Unit Corp. (a) |
60,000 |
2,244,600 | |
|
|
56,873,240 | ||
|
Oil, Gas & Consumable Fuels - 6.7% | |||
|
Abraxas Petroleum Corp. (a) |
50,751 |
56,841 | |
|
| |||
|
Shares |
Value | ||
|
Adams Resources & Energy, Inc. |
14,021 |
$ 274,111 | |
|
Alliance Holdings GP, LP |
15,000 |
304,050 | |
|
Alliance Resource Partners LP |
28,369 |
939,014 | |
|
Alon USA Energy, Inc. |
48,500 |
456,870 | |
|
Alpha Natural Resources, Inc. (a) |
159,353 |
5,148,695 | |
|
American Oil & Gas, Inc. NV (a) |
44,073 |
58,617 | |
|
APCO Argentina, Inc. |
29,572 |
650,584 | |
|
Approach Resources, Inc. (a) |
13,771 |
103,283 | |
|
Arch Coal, Inc. |
212,092 |
3,673,433 | |
|
Arena Resources, Inc. (a)(c) |
53,557 |
1,637,773 | |
|
Atlas America, Inc. (c) |
56,090 |
1,244,076 | |
|
Atlas Energy Resources LLC |
46,133 |
1,176,392 | |
|
Atlas Pipeline Holdings LP |
10,000 |
32,100 | |
|
Atlas Pipeline Partners, LP |
72,536 |
427,237 | |
|
ATP Oil & Gas Corp. (a) |
59,506 |
663,492 | |
|
Barnwell Industries, Inc. |
3,174 |
13,807 | |
|
Berry Petroleum Co. Class A |
55,643 |
1,255,863 | |
|
Bill Barrett Corp. (a)(c) |
44,486 |
1,300,771 | |
|
Boardwalk Pipeline Partners, LP |
37,197 |
870,782 | |
|
BP Prudhoe Bay Royalty Trust (c) |
27,600 |
1,965,948 | |
|
BPZ Energy, Inc. (a)(c) |
134,469 |
817,572 | |
|
BreitBurn Energy Partners LP |
56,806 |
532,272 | |
|
Brigham Exploration Co. (a) |
85,920 |
562,776 | |
|
Buckeye GP Holdings LP |
13,298 |
298,939 | |
|
Buckeye Partners LP |
72,106 |
3,387,540 | |
|
Callon Petroleum Co. (a) |
40,157 |
61,039 | |
|
Calumet Specialty Products Partners LP |
13,761 |
194,718 | |
|
Cano Petroleum, Inc. (a) |
62,407 |
43,061 | |
|
Capital Product Partners LP |
17,000 |
134,470 | |
|
Carrizo Oil & Gas, Inc. (a)(c) |
47,011 |
908,723 | |
|
Cheniere Energy Partners LP |
20,398 |
165,020 | |
|
Cheniere Energy, Inc. (a)(c) |
129,236 |
355,399 | |
|
Cimarex Energy Co. |
109,500 |
4,274,880 | |
|
Clayton Williams Energy, Inc. (a)(c) |
14,988 |
296,762 | |
|
Clean Energy Fuels Corp. (a)(c) |
80,430 |
1,006,984 | |
|
CNX Gas Corp. (a) |
46,314 |
1,310,223 | |
|
Comstock Resources, Inc. (a) |
58,500 |
2,066,805 | |
|
Concho Resources, Inc. (a) |
99,463 |
3,241,499 | |
|
Contango Oil & Gas Co. (a)(c) |
20,158 |
905,901 | |
|
Continental Resources, Inc. (a)(c) |
48,000 |
1,694,400 | |
|
Copano Energy LLC |
71,249 |
1,106,497 | |
|
CREDO Petroleum Corp. (a) |
9,108 |
100,734 | |
|
Cross Timbers Royalty Trust |
16,215 |
406,186 | |
|
Crosstex Energy LP |
31,913 |
125,099 | |
|
Crosstex Energy, Inc. |
135,700 |
519,731 | |
|
CVR Energy, Inc. (a)(c) |
140,900 |
1,363,912 | |
|
DCP Midstream Partners LP |
39,000 |
873,210 | |
|
Delek US Holdings, Inc. |
58,900 |
476,501 | |
|
Delta Petroleum Corp. (a)(c) |
272,091 |
489,764 | |
|
Dht Maritime, Inc. |
97,648 |
507,770 | |
|
Dorchester Minerals LP |
26,234 |
556,685 | |
|
Double Eagle Petroleum Co. (a) |
12,444 |
53,385 | |
|
Duncan Energy Partners L.P. |
27,559 |
500,196 | |
|
Eagle Rock Energy Partners LP |
39,918 |
133,725 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
ENERGY - continued | |||
|
Oil, Gas & Consumable Fuels - continued | |||
|
El Paso Pipeline Partners LP |
24,533 |
$ 476,431 | |
|
Enbridge Energy Management LLC |
25,642 |
1,079,785 | |
|
Enbridge Energy Partners LP |
100,000 |
4,285,000 | |
|
Encore Acquisition Co. (a) |
69,610 |
2,623,601 | |
|
Encore Energy Partners LP |
40,000 |
610,400 | |
|
Endeavor International Corp. (a)(c) |
80,000 |
88,800 | |
|
Energy Transfer Equity LP |
123,518 |
3,321,399 | |
|
Energy Transfer Partners LP |
80,259 |
3,253,700 | |
|
Enterprise GP Holdings LP |
50,000 |
1,400,000 | |
|
Enterprise Products Partners LP |
440,000 |
11,880,000 | |
|
EV Energy Partners LP |
5,000 |
108,900 | |
|
Evergreen Energy, Inc. (a) |
99,965 |
101,964 | |
|
Evolution Petroleum Corp. (a) |
8,208 |
21,915 | |
|
EXCO Resources, Inc. (a) |
240,233 |
3,521,816 | |
|
Forest Oil Corp. (a)(c) |
125,887 |
1,978,944 | |
|
Frontier Oil Corp. |
168,700 |
2,164,421 | |
|
FX Energy, Inc. (a)(c) |
67,613 |
229,208 | |
|
Gasco Energy, Inc. (a) |
127,719 |
37,039 | |
|
Gastar Exploration Ltd. (a) |
40,820 |
149,401 | |
|
General Maritime Corp. |
95,653 |
760,441 | |
|
Genesis Energy LP |
40,000 |
623,600 | |
|
Geomet, Inc. (a) |
38,693 |
46,819 | |
|
Georesources, Inc. (a) |
6,110 |
63,666 | |
|
Global Energy Holdings Group, Inc. (a) |
28,810 |
3,169 | |
|
Global Partners LP |
5,000 |
110,300 | |
|
GMX Resources, Inc. (a)(c) |
29,985 |
317,541 | |
|
Goodrich Petroleum Corp. (a)(c) |
39,229 |
939,142 | |
|
Green Plains Renewable Energy, Inc. (a) |
8,179 |
62,324 | |
|
Gulfport Energy Corp. (a) |
47,797 |
358,478 | |
|
Harvest Natural Resources, Inc. (a) |
61,899 |
320,018 | |
|
Hiland Partners LP |
2,430 |
18,347 | |
|
HKN, Inc. (a) |
2,038 |
5,197 | |
|
Holly Corp. |
62,300 |
1,422,932 | |
|
Holly Energy Partners LP |
13,000 |
476,190 | |
|
Houston American Energy Corp. |
20,000 |
58,000 | |
|
Hugoton Royalty Trust |
67,162 |
983,923 | |
|
Hyperdynamics Corp. (a)(c) |
30,744 |
31,051 | |
|
Inergy Holdings LP |
10,000 |
440,700 | |
|
Inergy LP |
64,000 |
1,784,320 | |
|
International Coal Group, Inc. (a)(c) |
165,970 |
504,549 | |
|
James River Coal Co. (a)(c) |
39,457 |
656,564 | |
|
K-Sea Transportation Partners LP |
4,670 |
89,571 | |
|
Kinder Morgan Energy Partners LP |
240,000 |
12,686,400 | |
|
Kinder Morgan Management LLC |
96,000 |
4,543,680 | |
|
Legacy Reserves LP |
13,226 |
203,019 | |
|
Linn Energy LLC (c) |
155,000 |
3,299,950 | |
|
Magellan Midstream Holdings LP |
78,000 |
1,698,060 | |
|
Magellan Midstream Partners LP |
92,000 |
3,334,080 | |
|
Mariner Energy, Inc. (a) |
134,256 |
1,628,525 | |
|
Markwest Energy Partners LP |
68,000 |
1,404,880 | |
|
Martin Midstream Partners LP |
4,000 |
95,920 | |
|
| |||
|
Shares |
Value | ||
|
McMoRan Exploration Co. (a)(c) |
123,948 |
$ 1,033,726 | |
|
Meridian Resource Corp. (a) |
109,265 |
46,984 | |
|
National Coal Corp. (a) |
29,899 |
23,022 | |
|
Natural Resource Partners LP |
30,154 |
527,695 | |
|
Newfield Exploration Co. (a)(c) |
175,384 |
6,785,607 | |
|
NGAS Resources, Inc. (a)(c) |
31,511 |
55,144 | |
|
Northern Oil & Gas, Inc. (a)(c) |
28,649 |
183,067 | |
|
NuStar Energy LP |
61,000 |
3,266,550 | |
|
NuStar GP Holdings LLC |
47,400 |
1,154,190 | |
|
ONEOK Partners LP |
69,000 |
3,454,140 | |
|
Overseas Shipholding Group, Inc. (c) |
28,453 |
1,006,383 | |
|
Pacific Ethanol, Inc. (a) |
36,225 |
15,215 | |
|
Panhandle Royalty Co. Class A |
14,442 |
349,208 | |
|
Parallel Petroleum Corp. (a) |
61,031 |
114,128 | |
|
Patriot Coal Corp. (a)(c) |
140,402 |
1,243,962 | |
|
Penn Virginia Corp. |
59,713 |
1,144,101 | |
|
Penn Virginia GP Holdings, L.P. |
12,000 |
167,400 | |
|
Penn Virginia Resource Partners LP |
33,000 |
489,720 | |
|
Petrohawk Energy Corp. (a) |
370,073 |
7,967,672 | |
|
Petroleum Development Corp. (a) |
54,287 |
743,189 | |
|
Petroquest Energy, Inc. (a) |
65,106 |
270,841 | |
|
Plains Exploration & Production Co. (a) |
181,000 |
4,751,250 | |
|
PrimeEnergy Corp. (a) |
1,965 |
53,802 | |
|
Quest Resource Corp. (a) |
39,088 |
13,759 | |
|
Quicksilver Resources, Inc. (a)(c) |
160,946 |
1,741,436 | |
|
Ram Energy Resources, Inc. (a) |
61,104 |
45,156 | |
|
Regency Energy Partners LP |
70,000 |
1,139,600 | |
|
Rentech, Inc. (a) |
295,045 |
566,486 | |
|
Rex Energy Corp. (a) |
40,190 |
239,532 | |
|
Rio Vista Energy Partners LP |
601 |
288 | |
|
Rosetta Resources, Inc. (a) |
92,139 |
1,088,162 | |
|
SandRidge Energy, Inc. (a)(c) |
208,812 |
2,547,506 | |
|
Ship Finance International Ltd. |
91,379 |
1,156,858 | |
|
Southern Union Co. |
150,000 |
2,976,000 | |
|
St. Mary Land & Exploration Co. |
81,000 |
2,130,300 | |
|
Stone Energy Corp. (a)(c) |
59,608 |
760,598 | |
|
Sunoco Logistics Partners LP |
26,500 |
1,504,670 | |
|
Swift Energy Co. (a) |
50,435 |
1,027,361 | |
|
Syntroleum Corp. (a) |
99,739 |
261,316 | |
|
Targa Resources Partners LP |
54,450 |
920,205 | |
|
TC Pipelines LP |
20,000 |
730,000 | |
|
Teekay Corp. |
71,837 |
1,293,066 | |
|
Teekay LNG Partners LP |
21,206 |
486,890 | |
|
TEPPCO Partners LP |
112,000 |
3,696,000 | |
|
Toreador Resources Corp. |
15,374 |
77,639 | |
|
Tri-Valley Corp. (a)(c) |
35,638 |
30,649 | |
|
Ultra Petroleum Corp. (a) |
198,975 |
9,238,409 | |
|
Uranium Resources, Inc. (a) |
45,900 |
44,523 | |
|
USEC, Inc. (a) |
159,270 |
724,679 | |
|
Vaalco Energy, Inc. |
133,882 |
631,923 | |
|
Venoco, Inc. (a) |
44,155 |
355,448 | |
|
Verenium Corp. (a)(c) |
47,369 |
28,942 | |
|
W&T Offshore, Inc. |
52,842 |
522,079 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
ENERGY - continued | |||
|
Oil, Gas & Consumable Fuels - continued | |||
|
Warren Resources, Inc. (a) |
110,163 |
$ 269,899 | |
|
Western Gas Partners LP |
15,000 |
252,750 | |
|
Western Refining, Inc. (a)(c) |
91,300 |
554,191 | |
|
Westmoreland Coal Co. (a) |
12,922 |
109,837 | |
|
Whiting Petroleum Corp. (a)(c) |
66,000 |
3,203,640 | |
|
Williams Partners LP |
40,610 |
806,109 | |
|
Williams Pipeline Partners LP |
14,967 |
276,590 | |
|
World Fuel Services Corp. (c) |
46,800 |
2,103,192 | |
|
Zion Oil & Gas, Inc. (a)(c) |
36,125 |
364,501 | |
|
|
206,797,382 | ||
|
TOTAL ENERGY |
263,670,622 | ||
|
FINANCIALS - 23.2% | |||
|
Capital Markets - 2.1% | |||
|
Affiliated Managers Group, Inc. (a)(c) |
54,603 |
3,567,214 | |
|
AllianceBernstein Holding LP |
37,550 |
852,010 | |
|
BGC Partners, Inc. Class A |
116,459 |
526,395 | |
|
BlackRock, Inc. Class A |
29,393 |
5,865,961 | |
|
Broadpoint Gleacher Securities Group, Inc. (a) |
55,412 |
418,361 | |
|
Calamos Asset Management, Inc. |
35,085 |
395,759 | |
|
Cohen & Steers, Inc. |
34,675 |
682,057 | |
|
Cowen Group, Inc. (a) |
23,319 |
151,574 | |
|
Deerfield Capital Corp. |
4,454 |
33,360 | |
|
Diamond Hill Investment Group, Inc. |
4,100 |
210,699 | |
|
Duff & Phelps Corp. Class A |
25,000 |
426,000 | |
|
Eaton Vance Corp. (non-vtg.) |
154,078 |
4,402,008 | |
|
Epoch Holding Corp. |
16,336 |
134,119 | |
|
Evercore Partners, Inc. Class A |
18,051 |
454,524 | |
|
FBR Capital Markets Corp. (a) |
34,623 |
187,310 | |
|
FCStone Group, Inc. (a)(c) |
31,967 |
153,122 | |
|
FirstCity Financial Corp. (a) |
5,260 |
44,657 | |
|
Fortress Investment Group LLC (a)(c) |
91,242 |
413,326 | |
|
GAMCO Investors, Inc. Class A |
12,513 |
564,712 | |
|
GFI Group, Inc. |
96,525 |
691,119 | |
|
GLG Partners, Inc. (c) |
311,724 |
1,231,310 | |
|
Greenhill & Co., Inc. |
17,696 |
1,401,523 | |
|
HFF, Inc. (a) |
16,711 |
105,781 | |
|
International Assets Holding Corp. (a)(c) |
4,586 |
74,844 | |
|
Investment Technology Group, Inc. (a) |
57,614 |
1,419,609 | |
|
Jefferies Group, Inc. (a)(c) |
163,954 |
3,879,152 | |
|
JMP Group, Inc. |
8,508 |
87,207 | |
|
KBW, Inc. (a)(c) |
42,841 |
1,226,109 | |
|
Knight Capital Group, Inc. Class A (a) |
124,196 |
2,498,824 | |
|
LaBranche & Co., Inc. (a) |
105,583 |
407,550 | |
|
Ladenburg Thalmann Financial Services, Inc. (a) |
96,420 |
71,351 | |
|
Lazard Ltd. Class A |
99,000 |
3,848,130 | |
|
Merriman Curhan Ford Group, Inc. (a) |
10,677 |
12,706 | |
|
| |||
|
Shares |
Value | ||
|
MF Global Ltd. (a) |
137,478 |
$ 982,968 | |
|
National Holdings Corp. (a) |
1,000 |
650 | |
|
Och-Ziff Capital Management Group LLC Class A |
62,587 |
624,618 | |
|
optionsXpress Holdings, Inc. |
62,826 |
1,045,425 | |
|
Penson Worldwide, Inc. (a)(c) |
32,826 |
332,856 | |
|
Piper Jaffray Companies (a) |
26,669 |
1,351,585 | |
|
Pzena Investment Management, Inc. |
13,002 |
89,194 | |
|
Raymond James Financial, Inc. (c) |
130,939 |
2,978,862 | |
|
Riskmetrics Group, Inc. (a)(c) |
41,913 |
652,166 | |
|
Safeguard Scientifics, Inc. (a) |
26,078 |
290,770 | |
|
Sanders Morris Harris Group, Inc. |
27,371 |
153,551 | |
|
SEI Investments Co. |
208,136 |
3,838,028 | |
|
Siebert Financial Corp. (a) |
7,668 |
15,949 | |
|
Stifel Financial Corp. (a)(c) |
36,760 |
2,069,588 | |
|
SWS Group, Inc. |
48,523 |
701,643 | |
|
TD Ameritrade Holding Corp. (a)(c) |
299,947 |
5,770,980 | |
|
The Blackstone Group LP |
215,314 |
2,775,397 | |
|
Thomas Weisel Partners Group, Inc. (a) |
28,776 |
127,478 | |
|
TradeStation Group, Inc. (a) |
61,371 |
440,030 | |
|
U.S. Global Investments, Inc. Class A |
17,919 |
198,543 | |
|
Virtus Investment Partners, Inc. (a) |
7,672 |
119,837 | |
|
W.P. Carey & Co. LLC |
30,000 |
855,300 | |
|
Waddell & Reed Financial, Inc. Class A |
109,513 |
2,905,380 | |
|
Westwood Holdings Group, Inc. |
12,700 |
489,204 | |
|
|
65,248,385 | ||
|
Commercial Banks - 3.4% | |||
|
1st Source Corp. |
19,667 |
318,605 | |
|
Abigail Adams National Bancorp, Inc. (a) |
3,050 |
9,150 | |
|
Alliance Financial Corp. |
8,098 |
221,885 | |
|
Amcore Financial, Inc. (c) |
19,154 |
21,836 | |
|
American National Bankshares, Inc. |
4,923 |
106,928 | |
|
AmericanWest Bancorp (a) |
13,795 |
8,001 | |
|
Ameris Bancorp |
15,734 |
101,484 | |
|
AmeriServ Financial, Inc. (c) |
8,597 |
16,850 | |
|
Ames National Corp. |
14,284 |
346,673 | |
|
Arrow Financial Corp. |
18,308 |
498,161 | |
|
Associated Banc-Corp. |
158,734 |
1,646,072 | |
|
BancFirst Corp. |
15,318 |
560,332 | |
|
Bancorp, Inc., Delaware (a) |
13,627 |
90,074 | |
|
BancorpSouth, Inc. |
102,000 |
2,346,000 | |
|
BancTrust Financial Group, Inc. (c) |
17,257 |
64,196 | |
|
Bank of Florida Corp. (a)(c) |
9,353 |
23,383 | |
|
Bank of Granite Corp. |
16,693 |
36,391 | |
|
Bank of Hawaii Corp. |
59,000 |
2,327,550 | |
|
Bank of Marin Bancorp |
6,370 |
198,808 | |
|
Bank of the Ozarks, Inc. |
28,188 |
703,009 | |
|
Banner Corp. (c) |
30,082 |
97,466 | |
|
Bar Harbor Bankshares |
2,569 |
86,575 | |
|
BOK Financial Corp. |
31,426 |
1,421,712 | |
|
Boston Private Financial Holdings, Inc. |
122,934 |
617,129 | |
|
Bridge Bancorp, Inc. (c) |
7,554 |
199,577 | |
|
Bryn Mawr Bank Corp. |
2,058 |
36,530 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Commercial Banks - continued | |||
|
Cadence Financial Corp. |
15,524 |
$ 28,409 | |
|
Camden National Corp. |
8,896 |
287,786 | |
|
Capital Bank Corp. |
4,787 |
23,935 | |
|
Capital City Bank Group, Inc. |
16,530 |
241,834 | |
|
CapitalSource, Inc. |
330,348 |
1,367,641 | |
|
Capitol Bancorp Ltd. (c) |
23,433 |
110,135 | |
|
Cardinal Financial Corp. |
35,000 |
276,500 | |
|
Cascade Bancorp (c) |
37,466 |
50,204 | |
|
Cascade Financial Corp. |
13,915 |
23,516 | |
|
Cathay General Bancorp |
71,218 |
658,054 | |
|
Center Bancorp, Inc. (c) |
10,005 |
90,745 | |
|
Center Financial Corp., California |
24,368 |
116,479 | |
|
Central Pacific Financial Corp. (c) |
44,540 |
123,821 | |
|
Century Bancorp, Inc. Class A (non-vtg.) |
3,595 |
85,022 | |
|
Chemical Financial Corp. |
43,037 |
900,764 | |
|
Chicopee Bancorp, Inc. (a) |
5,000 |
65,050 | |
|
Citizens & Northern Corp. |
6,760 |
123,573 | |
|
Citizens Banking Corp., Michigan (a) |
176,134 |
132,101 | |
|
Citizens Financial Services, Inc. |
1,560 |
37,440 | |
|
City Bank Lynnwood, Washington (c) |
16,408 |
50,537 | |
|
City Holding Co. |
30,733 |
978,539 | |
|
City National Corp. (c) |
55,000 |
2,172,500 | |
|
CoBiz, Inc. |
27,397 |
129,588 | |
|
Colony Bankcorp, Inc. (c) |
4,000 |
24,040 | |
|
Columbia Bancorp, Oregon (c) |
11,500 |
17,020 | |
|
Columbia Banking Systems, Inc. |
22,684 |
372,244 | |
|
Commerce Bancshares, Inc. |
96,414 |
3,541,286 | |
|
Community Bank System, Inc. |
58,154 |
1,036,886 | |
|
Community Capital Corp. |
2,185 |
6,009 | |
|
Community Trust Bancorp, Inc. |
29,132 |
779,572 | |
|
Cullen/Frost Bankers, Inc. |
83,604 |
4,120,005 | |
|
CVB Financial Corp. |
119,763 |
839,539 | |
|
Dearborn Bancorp, Inc. (a) |
11,262 |
13,064 | |
|
East West Bancorp, Inc. |
119,399 |
1,099,665 | |
|
Eastern Virgina Bankshares, Inc. |
3,012 |
25,301 | |
|
Enterprise Financial Services Corp. |
14,184 |
159,570 | |
|
EuroBancshares, Inc. (a) |
10,674 |
22,736 | |
|
Fidelity Southern Corp. |
5,014 |
15,092 | |
|
Financial Institutions, Inc. |
10,570 |
127,897 | |
|
First Bancorp, North Carolina |
27,078 |
474,948 | |
|
First Bancorp, Puerto Rico (c) |
131,896 |
420,748 | |
|
First Busey Corp. (c) |
35,164 |
218,720 | |
|
First Citizen Bancshares, Inc. |
7,762 |
1,074,416 | |
|
First Commonwealth Financial Corp. |
129,260 |
796,242 | |
|
First Community Bancshares, Inc. |
16,745 |
209,647 | |
|
First Financial Bancorp, Ohio |
73,328 |
618,888 | |
|
First Financial Bankshares, Inc. |
29,046 |
1,447,653 | |
|
First Financial Corp., Indiana |
18,191 |
548,822 | |
|
First M&F Corp. |
1,684 |
6,012 | |
|
First Mariner Bancorp, Inc. (a)(c) |
999 |
1,628 | |
|
First Merchants Corp. |
49,539 |
351,727 | |
|
| |||
|
Shares |
Value | ||
|
First Midwest Bancorp, Inc., Delaware |
76,584 |
$ 785,752 | |
|
First of Long Island Corp. |
4,106 |
117,185 | |
|
First Regional Bancorp (a)(c) |
14,196 |
15,616 | |
|
First Security Group, Inc. |
10,700 |
42,800 | |
|
First South Bancorp, Inc., Virginia (c) |
5,916 |
72,471 | |
|
First State Bancorp. (a) |
23,559 |
29,920 | |
|
First United Corp. |
5,930 |
61,791 | |
|
Firstbank Corp., Michigan |
7,615 |
47,898 | |
|
FirstMerit Corp. |
104,256 |
1,873,480 | |
|
FNB Corp., North Carolina |
14,866 |
37,016 | |
|
FNB Corp., Pennsylvania |
152,607 |
1,080,458 | |
|
Frontier Financial Corp., Washington (c) |
57,476 |
44,257 | |
|
Fulton Financial Corp. |
234,841 |
1,723,733 | |
|
German American Bancorp, Inc. (c) |
17,151 |
279,733 | |
|
Glacier Bancorp, Inc. |
90,161 |
1,344,301 | |
|
Great Southern Bancorp, Inc. (c) |
12,120 |
255,126 | |
|
Green Bankshares, Inc. (c) |
21,440 |
133,786 | |
|
Guaranty Bancorp (a) |
68,760 |
116,892 | |
|
Hampton Roads Bankshares, Inc. (c) |
24,004 |
72,972 | |
|
Hancock Holding Co. |
35,000 |
1,340,850 | |
|
Hanmi Financial Corp. (a)(c) |
75,657 |
114,242 | |
|
Harleysville National Corp., Pennsylvania |
65,283 |
376,030 | |
|
Hawthorn Bancshares, Inc. |
5,622 |
58,694 | |
|
Heartland Financial USA, Inc. |
16,000 |
239,520 | |
|
Heritage Commerce Corp. |
8,124 |
37,533 | |
|
Heritage Financial Corp., Washington |
4,130 |
52,947 | |
|
Home Bancshares, Inc. |
23,950 |
484,988 | |
|
Horizon Financial Corp. (c) |
17,153 |
14,752 | |
|
IBERIABANK Corp. |
31,653 |
1,533,904 | |
|
Independent Bank Corp., Massachusetts |
41,219 |
955,044 | |
|
Independent Bank Corp., Michigan |
20,910 |
37,220 | |
|
Integra Bank Corp. |
19,801 |
28,711 | |
|
International Bancshares Corp. (c) |
67,441 |
1,041,289 | |
|
Intervest Bancshares Corp. Class A (a) |
9,743 |
29,229 | |
|
Investors Bancorp, Inc. (a) |
64,698 |
597,810 | |
|
Irwin Financial Corp. (a) |
23,780 |
23,542 | |
|
Lakeland Bancorp, Inc. (c) |
37,435 |
331,674 | |
|
Lakeland Financial Corp. |
17,512 |
348,314 | |
|
Macatawa Bank Corp. (a)(c) |
20,513 |
46,565 | |
|
MainSource Financial Group, Inc. |
28,777 |
185,324 | |
|
MB Financial, Inc. |
56,263 |
779,243 | |
|
MBT Financial Corp. |
10,000 |
21,100 | |
|
Mercantile Bancorp, Inc., Illinois (c) |
5,364 |
20,920 | |
|
Mercantile Bank Corp. |
8,789 |
39,111 | |
|
Merchants Bancshares, Inc. |
6,649 |
159,576 | |
|
Metro Bancorp, Inc. (a) |
6,180 |
103,453 | |
|
Metrocorp Bancshares, Inc. |
4,282 |
15,030 | |
|
Midsouth Bancorp, Inc. |
3,481 |
55,383 | |
|
Midwest Banc Holdings, Inc. (c) |
27,414 |
17,545 | |
|
MidWestOne Financial Group, Inc. |
3,324 |
30,248 | |
|
Nara Bancorp, Inc. |
35,509 |
310,704 | |
|
National Penn Bancshares, Inc. |
134,645 |
754,012 | |
|
NBT Bancorp, Inc. |
52,182 |
1,179,313 | |
|
NewBridge Bancorp |
11,690 |
25,367 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Commercial Banks - continued | |||
|
North Valley Bancorp |
11,383 |
$ 42,117 | |
|
Northern States Financial Corp. (a) |
2,836 |
12,195 | |
|
Northfield Bancorp, Inc. |
20,481 |
250,892 | |
|
Northrim Bancorp, Inc. |
1,031 |
15,568 | |
|
Ohio Valley Banc Corp. (c) |
6,000 |
173,520 | |
|
Old National Bancorp, Indiana |
93,367 |
993,425 | |
|
Old Second Bancorp, Inc. (c) |
20,047 |
110,659 | |
|
Oriental Financial Group, Inc. |
38,839 |
525,880 | |
|
PAB Bankshares, Inc. (a)(c) |
7,901 |
27,100 | |
|
Pacific Capital Bancorp (c) |
92,066 |
223,720 | |
|
Pacific Mercantile Bancorp (a) |
7,285 |
22,438 | |
|
PacWest Bancorp |
46,259 |
911,765 | |
|
Park National Corp. |
18,900 |
1,131,543 | |
|
Peapack-Gladstone Financial Corp. |
5,720 |
96,611 | |
|
Peoples Bancorp, Inc. |
11,922 |
188,487 | |
|
Peoples Financial Corp., Mississippi |
6,457 |
121,262 | |
|
Pinnacle Financial Partners, Inc. (a) |
40,000 |
602,800 | |
|
Popular, Inc. (c) |
386,110 |
830,137 | |
|
Preferred Bank, Los Angeles California |
10,547 |
36,387 | |
|
PremierWest Bancorp |
19,543 |
55,893 | |
|
Princeton National Bancorp, Inc. |
2,512 |
44,663 | |
|
PrivateBancorp, Inc. |
61,341 |
1,478,932 | |
|
Prosperity Bancshares, Inc. (c) |
60,355 |
2,084,058 | |
|
QCR Holdings, Inc. |
4,300 |
44,032 | |
|
Renasant Corp. (c) |
47,726 |
726,390 | |
|
Republic Bancorp, Inc., Kentucky Class A |
19,739 |
419,256 | |
|
Republic First Bancorp, Inc. (a) |
7,220 |
44,620 | |
|
Royal Bancshares of Pennsylvania, Inc. Class A (a) |
6,704 |
11,665 | |
|
S&T Bancorp, Inc. (c) |
48,624 |
673,442 | |
|
S.Y. Bancorp, Inc. |
22,264 |
494,929 | |
|
Sandy Spring Bancorp, Inc. |
23,440 |
368,242 | |
|
Santander Bancorp (a) |
4,969 |
45,466 | |
|
Savannah Bancorp, Inc. |
3,956 |
31,846 | |
|
SCBT Financial Corp. |
17,451 |
447,618 | |
|
Seacoast Banking Corp., Florida |
17,060 |
48,280 | |
|
Shore Bancshares, Inc. |
7,500 |
132,075 | |
|
Sierra Bancorp (c) |
13,100 |
167,418 | |
|
Signature Bank, New York (a) |
50,806 |
1,542,470 | |
|
Simmons First National Corp. Class A |
23,487 |
661,629 | |
|
Smithtown Bancorp, Inc. |
14,655 |
198,429 | |
|
South Financial Group, Inc. |
197,991 |
348,464 | |
|
Southside Bancshares, Inc. |
25,475 |
550,770 | |
|
Southwest Bancorp, Inc., Oklahoma |
21,075 |
272,500 | |
|
Southwest Georgia Financial Corp. |
835 |
5,845 | |
|
State Bancorp, Inc., New York |
10,592 |
85,583 | |
|
StellarOne Corp. |
34,081 |
476,452 | |
|
Sterling Bancorp, New York |
33,378 |
253,673 | |
|
Sterling Bancshares, Inc. |
129,431 |
1,028,976 | |
|
Sterling Financial Corp., Washington (c) |
76,895 |
163,017 | |
|
Suffolk Bancorp |
22,802 |
660,118 | |
|
| |||
|
Shares |
Value | ||
|
Summit Financial Group, Inc. |
1,800 |
$ 9,450 | |
|
Sun Bancorp, Inc., New Jersey |
26,455 |
147,090 | |
|
Superior Bancorp (a) |
14,301 |
37,755 | |
|
Susquehanna Bancshares, Inc., Pennsylvania (c) |
118,446 |
691,725 | |
|
SVB Financial Group (a)(c) |
47,149 |
1,874,173 | |
|
Synovus Financial Corp. |
375,464 |
1,389,217 | |
|
Taylor Capital Group, Inc. (a)(c) |
10,172 |
67,847 | |
|
TCF Financial Corp. (c) |
166,355 |
2,289,045 | |
|
Tennessee Commerce Bancorp, Inc. (a) |
4,775 |
20,533 | |
|
Texas Capital Bancshares, Inc. (a) |
56,248 |
930,904 | |
|
TIB Financial Corp. (c) |
6,990 |
10,275 | |
|
Tompkins Financial Corp. |
9,989 |
436,519 | |
|
TowneBank (c) |
33,000 |
417,120 | |
|
Trico Bancshares |
20,077 |
340,104 | |
|
Trustmark Corp. |
68,441 |
1,302,432 | |
|
UCBH Holdings, Inc. (c) |
181,917 |
240,130 | |
|
UMB Financial Corp. |
42,948 |
1,719,208 | |
|
Umpqua Holdings Corp. (c) |
87,360 |
900,682 | |
|
Union Bankshares Corp. |
17,434 |
293,066 | |
|
United Bankshares, Inc., West Virginia |
63,085 |
1,238,359 | |
|
United Community Banks, Inc., Georgia (c) |
65,397 |
440,776 | |
|
United Security Bancshares, Inc. |
7,707 |
182,502 | |
|
United Security Bancshares, California (c) |
6,522 |
34,893 | |
|
Univest Corp. of Pennsylvania |
19,000 |
394,630 | |
|
Valley National Bancorp |
189,547 |
2,210,118 | |
|
Virginia Commerce Bancorp, Inc. (a) |
30,283 |
107,202 | |
|
VIST Financial Corp. |
2,051 |
11,998 | |
|
W Holding Co., Inc. (c) |
6,601 |
65,680 | |
|
Washington Banking Co., Oak Harbor |
10,700 |
105,181 | |
|
Washington Trust Bancorp, Inc. (c) |
25,218 |
440,054 | |
|
Webster Financial Corp. |
93,752 |
1,225,339 | |
|
WesBanco, Inc. |
47,130 |
691,868 | |
|
West Bancorp., Inc. |
13,500 |
77,220 | |
|
West Coast Bancorp, Oregon (c) |
15,866 |
38,554 | |
|
Westamerica Bancorp. |
38,000 |
1,954,340 | |
|
Western Alliance Bancorp. (a)(c) |
114,065 |
836,096 | |
|
Whitney Holding Corp. |
81,558 |
734,838 | |
|
Wilmington Trust Corp., Delaware |
91,588 |
1,284,980 | |
|
Wilshire Bancorp, Inc. |
30,000 |
248,400 | |
|
Wintrust Financial Corp. |
39,432 |
1,091,083 | |
|
Yadkin Valley Financial Corp. |
5,000 |
31,050 | |
|
|
104,517,994 | ||
|
Consumer Finance - 0.3% | |||
|
Advance America Cash Advance Centers, Inc. |
68,068 |
390,710 | |
|
Advanta Corp. Class B |
64,251 |
45,034 | |
|
AmeriCredit Corp. (a)(c) |
80,593 |
1,391,035 | |
|
Cardtronics, Inc. (a) |
21,500 |
169,420 | |
|
Cash America International, Inc. |
37,917 |
1,062,814 | |
|
CompuCredit Holdings Corp. (a)(c) |
50,670 |
221,428 | |
|
Consumer Portfolio Services, Inc. (a) |
11,918 |
11,084 | |
|
Credit Acceptance Corp. (a)(c) |
9,307 |
283,957 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Consumer Finance - continued | |||
|
Dollar Financial Corp. (a)(c) |
33,867 |
$ 590,302 | |
|
EZCORP, Inc. (non-vtg.) Class A (a) |
64,124 |
857,338 | |
|
First Cash Financial Services, Inc. (a) |
38,106 |
716,012 | |
|
First Marblehead Corp. (a) |
55,188 |
145,696 | |
|
Nelnet, Inc. Class A (a) |
38,542 |
568,880 | |
|
QC Holdings, Inc. |
10,421 |
63,985 | |
|
Rewards Network, Inc. (a) |
10,495 |
138,534 | |
|
Student Loan Corp. |
8,929 |
438,950 | |
|
World Acceptance Corp. (a)(c) |
21,570 |
561,467 | |
|
|
7,656,646 | ||
|
Diversified Financial Services - 0.4% | |||
|
Ampal-American Israel Corp. Class A (a) |
4,585 |
10,821 | |
|
Asset Acceptance Capital Corp. (a)(c) |
17,141 |
124,786 | |
|
Asta Funding, Inc. (c) |
11,285 |
98,744 | |
|
California First National Bancorp |
373 |
4,726 | |
|
Catskill Litigation Trust (a) |
1,036 |
0 | |
|
CIT Group, Inc. (c) |
515,000 |
896,100 | |
|
Encore Capital Group, Inc. (a)(c) |
26,184 |
390,142 | |
|
Financial Federal Corp. |
36,572 |
856,516 | |
|
Interactive Brokers Group, Inc. (a) |
54,167 |
1,028,090 | |
|
KKR Financial Holdings LLC |
312,868 |
1,207,670 | |
|
Life Partners Holdings, Inc. (c) |
18,118 |
310,543 | |
|
MarketAxess Holdings, Inc. (a) |
41,888 |
464,538 | |
|
Marlin Business Services Corp. (a) |
7,748 |
58,110 | |
|
Medallion Financial Corp. |
52,498 |
438,358 | |
|
MicroFinancial, Inc. |
5,166 |
17,823 | |
|
MSCI, Inc. Class A (a) |
132,000 |
3,883,440 | |
|
NCP Litigation Trust (a) |
200 |
0 | |
|
NewStar Financial, Inc. (a) |
37,643 |
103,895 | |
|
PHH Corp. (a)(c) |
71,115 |
1,511,905 | |
|
PICO Holdings, Inc. (a)(c) |
29,204 |
967,529 | |
|
Portfolio Recovery Associates, Inc. (a)(c) |
21,506 |
944,544 | |
|
Primus Guaranty Ltd. (a) |
21,499 |
89,221 | |
|
Resource America, Inc. Class A |
15,458 |
78,681 | |
|
Teton Advisors, Inc. |
145 |
52 | |
|
|
13,486,234 | ||
|
Insurance - 9.9% | |||
|
21st Century Holding Co. (c) |
8,797 |
32,461 | |
|
Alleghany Corp. |
7,658 |
2,125,861 | |
|
Allied World Assurance Co. Holdings Ltd. |
51,000 |
2,362,830 | |
|
AMBAC Financial Group, Inc. (c) |
368,431 |
648,439 | |
|
American Equity Investment Life Holding Co. |
90,804 |
732,788 | |
|
American Financial Group, Inc. |
103,003 |
2,642,027 | |
|
American Independence Corp. (a) |
3,087 |
13,583 | |
|
American National Insurance Co. |
19,939 |
1,722,131 | |
|
American Physicians Capital, Inc. |
22,274 |
664,656 | |
|
American Physicians Service Group, Inc. |
11,000 |
253,110 | |
|
American Safety Insurance Group Ltd. (a) |
9,346 |
143,368 | |
|
| |||
|
Shares |
Value | ||
|
Amerisafe, Inc. (a) |
41,852 |
$ 714,832 | |
|
Amtrust Financial Services, Inc. |
63,828 |
806,148 | |
|
Arch Capital Group Ltd. (a) |
72,500 |
4,710,325 | |
|
Argo Group International Holdings, Ltd. (a) |
38,709 |
1,367,202 | |
|
Arthur J. Gallagher & Co. |
124,643 |
2,962,764 | |
|
Aspen Insurance Holdings Ltd. |
100,135 |
2,543,429 | |
|
Assured Guaranty Ltd. |
131,164 |
2,610,164 | |
|
Axis Capital Holdings Ltd. |
179,044 |
5,457,261 | |
|
Baldwin & Lyons, Inc. Class B |
14,444 |
319,501 | |
|
Berkshire Hathaway, Inc. Class A (a)(c) |
1,602 |
161,561,631 | |
|
Brown & Brown, Inc. |
143,000 |
2,841,410 | |
|
Citizens, Inc. Class A (a)(c) |
46,709 |
318,088 | |
|
CNA Financial Corp. (c) |
35,859 |
877,470 | |
|
CNA Surety Corp. (a) |
22,189 |
352,361 | |
|
Conseco, Inc. (a) |
224,859 |
964,645 | |
|
Crawford & Co. Class B (a)(c) |
30,301 |
140,294 | |
|
CRM Holdings Ltd. (a) |
9,636 |
10,118 | |
|
Delphi Financial Group, Inc. Class A |
62,895 |
1,469,856 | |
|
Donegal Group, Inc. Class A |
17,200 |
252,496 | |
|
Eastern Insurance Holdings, Inc. |
11,883 |
115,503 | |
|
eHealth, Inc. (a) |
41,388 |
765,678 | |
|
EMC Insurance Group |
12,011 |
258,237 | |
|
Employers Holdings, Inc. |
68,984 |
1,023,723 | |
|
Endurance Specialty Holdings Ltd. |
68,204 |
2,350,992 | |
|
Enstar Group Ltd. (a)(c) |
7,945 |
491,637 | |
|
Erie Indemnity Co. Class A |
47,227 |
1,826,268 | |
|
Everest Re Group Ltd. |
74,690 |
6,297,114 | |
|
FBL Financial Group, Inc. Class A |
15,302 |
260,134 | |
|
Fidelity National Financial, Inc. Class A |
305,000 |
4,581,100 | |
|
First Acceptance Corp. (a) |
24,679 |
69,595 | |
|
First Mercury Financial Corp. |
45,269 |
655,948 | |
|
Flagstone Reinsurance Holdings Ltd. |
54,569 |
592,619 | |
|
FPIC Insurance Group, Inc. (a) |
17,968 |
573,359 | |
|
Gainsco, Inc. (a) |
39 |
551 | |
|
Greenlight Capital Re, Ltd. (a) |
42,281 |
773,742 | |
|
Hallmark Financial Services, Inc. (a) |
12,591 |
91,914 | |
|
Hanover Insurance Group, Inc. |
70,339 |
2,876,162 | |
|
Harleysville Group, Inc. |
19,640 |
636,532 | |
|
HCC Insurance Holdings, Inc. |
139,482 |
3,687,904 | |
|
Hilltop Holdings, Inc. (a) |
81,681 |
1,003,043 | |
|
Horace Mann Educators Corp. |
72,020 |
882,245 | |
|
Independence Holding Co. |
5,623 |
34,075 | |
|
Infinity Property & Casualty Corp. |
22,656 |
996,184 | |
|
Insure.com, Inc. (a) |
779 |
2,329 | |
|
Investors Title Co. |
1,641 |
51,199 | |
|
IPC Holdings Ltd. |
68,304 |
2,214,416 | |
|
Kansas City Life Insurance Co. |
4,931 |
176,283 | |
|
Maiden Holdings Ltd. |
119,791 |
915,203 | |
|
Markel Corp. (a)(c) |
12,254 |
4,029,850 | |
|
Max Capital Group Ltd. |
64,222 |
1,313,982 | |
|
Meadowbrook Insurance Group, Inc. |
108,435 |
864,227 | |
|
Mercer Insurance Group, Inc. |
5,069 |
92,915 | |
|
Mercury General Corp. |
37,908 |
1,408,282 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Insurance - continued | |||
|
Montpelier Re Holdings Ltd. |
118,028 |
$ 1,899,071 | |
|
National Financial Partners Corp. (c) |
55,801 |
438,038 | |
|
National Interstate Corp. |
6,658 |
119,178 | |
|
National Security Group, Inc. |
2,778 |
22,752 | |
|
National Western Life Insurance Co. Class A |
3,518 |
579,450 | |
|
Navigators Group, Inc. (a) |
18,680 |
969,492 | |
|
Nymagic, Inc. |
8,426 |
134,226 | |
|
OdysseyRe Holdings Corp. |
30,632 |
1,551,511 | |
|
Old Republic International Corp. |
292,531 |
3,484,044 | |
|
OneBeacon Insurance Group Ltd. |
54,329 |
745,937 | |
|
PartnerRe Ltd. |
72,379 |
5,349,532 | |
|
Phoenix Companies, Inc. (a) |
153,446 |
455,735 | |
|
Platinum Underwriters Holdings Ltd. |
61,878 |
2,243,078 | |
|
PMA Capital Corp. Class A (a) |
37,128 |
204,575 | |
|
Presidential Life Corp. |
31,226 |
309,137 | |
|
ProAssurance Corp. (a) |
42,000 |
2,205,000 | |
|
Protective Life Corp. |
111,614 |
2,405,282 | |
|
Reinsurance Group of America, Inc. |
82,862 |
3,567,209 | |
|
RenaissanceRe Holdings Ltd. |
79,260 |
4,315,707 | |
|
RLI Corp. |
23,173 |
1,228,401 | |
|
Safety Insurance Group, Inc. |
29,997 |
963,804 | |
|
SeaBright Insurance Holdings, Inc. (a) |
59,161 |
592,202 | |
|
Selective Insurance Group, Inc. |
71,104 |
1,210,190 | |
|
Specialty Underwriters' Alliance, Inc. (a) |
14,899 |
97,290 | |
|
StanCorp Financial Group, Inc. |
66,185 |
2,505,102 | |
|
State Auto Financial Corp. |
18,291 |
314,056 | |
|
Stewart Information Services Corp. |
34,475 |
488,511 | |
|
The First American Corp. |
105,000 |
3,309,600 | |
|
Tower Group, Inc. |
47,906 |
1,149,265 | |
|
Transatlantic Holdings, Inc. |
72,500 |
3,542,350 | |
|
Unico American Corp. |
2,607 |
23,463 | |
|
United America Indemnity Ltd. |
74,511 |
464,204 | |
|
United Fire & Casualty Co. |
35,817 |
716,698 | |
|
Unitrin, Inc. |
69,006 |
1,306,284 | |
|
Universal Insurance Holdings, Inc. |
15,000 |
75,300 | |
|
Validus Holdings Ltd. (c) |
48,000 |
1,231,680 | |
|
W.R. Berkley Corp. |
176,738 |
4,515,656 | |
|
Wesco Financial Corp. |
2,262 |
683,124 | |
|
White Mountains Insurance Group Ltd. |
9,662 |
3,014,544 | |
|
Zenith National Insurance Corp. |
53,369 |
1,438,828 | |
|
|
303,403,700 | ||
|
Real Estate Investment Trusts - 5.5% | |||
|
Acadia Realty Trust (SBI) |
62,282 |
953,537 | |
|
Agree Realty Corp. |
18,217 |
379,096 | |
|
Alesco Financial, Inc. (a) |
40,369 |
33,910 | |
|
Alexanders, Inc. |
4,255 |
1,205,442 | |
|
Alexandria Real Estate Equities, Inc. (c) |
53,372 |
2,973,354 | |
|
AMB Property Corp. (SBI) (c) |
196,411 |
4,484,063 | |
|
American Campus Communities, Inc. |
71,929 |
1,870,873 | |
|
| |||
|
Shares |
Value | ||
|
American Capital Agency Corp. (c) |
23,513 |
$ 585,239 | |
|
Annaly Capital Management, Inc. (c) |
744,247 |
12,905,243 | |
|
Anthracite Capital, Inc. (c) |
104,762 |
89,048 | |
|
Anworth Mortgage Asset Corp. |
163,588 |
1,225,274 | |
|
Arbor Realty Trust, Inc. (c) |
23,691 |
45,961 | |
|
Arlington Asset Investment Corp. (a) |
140,622 |
73,123 | |
|
Ashford Hospitality Trust, Inc. |
142,369 |
438,497 | |
|
Associated Estates Realty Corp. |
40,225 |
335,477 | |
|
BioMed Realty Trust, Inc. |
127,372 |
1,716,975 | |
|
Brandywine Realty Trust (SBI) |
169,125 |
1,794,416 | |
|
BRE Properties, Inc. |
64,000 |
1,809,280 | |
|
BRT Realty Trust |
3,818 |
20,045 | |
|
Camden Property Trust (SBI) (c) |
84,100 |
3,086,470 | |
|
Capital Trust, Inc. Class A (c) |
26,517 |
81,938 | |
|
CapLease, Inc. |
80,502 |
334,083 | |
|
Capstead Mortgage Corp. |
96,242 |
1,313,703 | |
|
Care Investment Trust, Inc. |
14,587 |
102,547 | |
|
CBL & Associates Properties, Inc. (c) |
177,104 |
1,659,464 | |
|
Cedar Shopping Centers, Inc. |
79,374 |
510,375 | |
|
Chimera Investment Corp. (c) |
775,060 |
2,945,228 | |
|
Cogdell Spencer, Inc. |
48,156 |
217,665 | |
|
Colonial Properties Trust (SBI) |
84,110 |
759,513 | |
|
Corporate Office Properties Trust (SBI) (c) |
73,685 |
2,716,029 | |
|
Cousins Properties, Inc. |
70,223 |
582,149 | |
|
DCT Industrial Trust, Inc. |
287,534 |
1,518,180 | |
|
Developers Diversified Realty Corp. (c) |
185,966 |
1,457,973 | |
|
DiamondRock Hospitality Co. (c) |
170,900 |
1,170,665 | |
|
Digital Realty Trust, Inc. |
92,103 |
4,013,849 | |
|
Douglas Emmett, Inc. (c) |
158,950 |
1,924,885 | |
|
Duke Realty LP |
293,233 |
3,378,044 | |
|
DuPont Fabros Technology, Inc. |
49,945 |
653,281 | |
|
EastGroup Properties, Inc. |
33,534 |
1,262,220 | |
|
Education Realty Trust, Inc. |
50,625 |
296,156 | |
|
Entertainment Properties Trust (SBI) (c) |
47,382 |
1,485,900 | |
|
Equity Lifestyle Properties, Inc. (c) |
32,191 |
1,295,688 | |
|
Equity One, Inc. |
45,662 |
719,177 | |
|
Essex Property Trust, Inc. (c) |
32,597 |
2,432,062 | |
|
Extra Space Storage, Inc. |
138,287 |
1,369,041 | |
|
Federal Realty Investment Trust (SBI) |
76,000 |
4,740,120 | |
|
FelCor Lodging Trust, Inc. |
78,625 |
323,149 | |
|
First Industrial Realty Trust, Inc. (c) |
60,983 |
318,941 | |
|
First Potomac Realty Trust |
66,963 |
715,834 | |
|
Franklin Street Properties Corp. |
86,103 |
1,223,524 | |
|
Getty Realty Corp. |
36,655 |
864,691 | |
|
Gladstone Commercial Corp. |
10,600 |
142,464 | |
|
Glimcher Realty Trust |
51,154 |
206,151 | |
|
Government Properties Income Trust |
20,561 |
438,566 | |
|
Gramercy Capital Corp. (a) |
40,689 |
66,730 | |
|
Hatteras Financial Corp. (c) |
56,585 |
1,691,326 | |
|
Healthcare Realty Trust, Inc. |
73,792 |
1,597,597 | |
|
Hersha Hospitality Trust |
115,710 |
358,701 | |
|
Highwoods Properties, Inc. (SBI) |
90,244 |
2,650,466 | |
|
Home Properties, Inc. |
41,790 |
1,586,766 | |
|
Hospitality Properties Trust (SBI) |
142,159 |
2,590,137 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Real Estate Investment Trusts - continued | |||
|
HRPT Properties Trust (SBI) (c) |
319,976 |
$ 2,073,444 | |
|
Inland Real Estate Corp. |
75,407 |
631,911 | |
|
Invesco Mortgage Capital, Inc. |
25,760 |
518,034 | |
|
Investors Real Estate Trust |
109,568 |
1,014,600 | |
|
iStar Financial, Inc. (c) |
129,061 |
272,319 | |
|
Kilroy Realty Corp. (c) |
53,430 |
1,480,545 | |
|
Kite Realty Group Trust |
62,696 |
228,213 | |
|
LaSalle Hotel Properties (SBI) |
83,700 |
1,385,235 | |
|
Lexington Corporate Properties Trust |
174,672 |
813,972 | |
|
Liberty Property Trust (SBI) |
137,000 |
4,489,490 | |
|
LTC Properties, Inc. |
40,510 |
1,031,790 | |
|
Mack-Cali Realty Corp. |
97,745 |
3,130,772 | |
|
Maguire Properties, Inc. (a)(c) |
48,565 |
52,450 | |
|
Medical Properties Trust, Inc. (c) |
139,198 |
1,053,729 | |
|
MFA Financial, Inc. |
363,200 |
2,876,544 | |
|
Mid-America Apartment Communities, Inc. |
35,844 |
1,569,250 | |
|
Mission West Properties, Inc. |
31,945 |
220,421 | |
|
Monmouth Real Estate Investment Corp. Class A |
15,627 |
109,076 | |
|
National Health Investors, Inc. |
35,626 |
1,179,221 | |
|
National Retail Properties, Inc. |
105,523 |
2,165,332 | |
|
Nationwide Health Properties, Inc. |
132,769 |
4,232,676 | |
|
Newcastle Investment Corp. |
55,833 |
93,241 | |
|
NorthStar Realty Finance Corp. (c) |
93,201 |
354,164 | |
|
Omega Healthcare Investors, Inc. |
108,995 |
1,843,105 | |
|
One Liberty Properties, Inc. |
25,421 |
229,297 | |
|
Parkway Properties, Inc. |
47,040 |
851,424 | |
|
Pennsylvania Real Estate Investment Trust (SBI) |
50,247 |
333,138 | |
|
Pennymac Mortgage Investment Trust |
22,624 |
446,824 | |
|
PMC Commercial Trust |
6,561 |
43,827 | |
|
Post Properties, Inc. (c) |
60,575 |
1,032,198 | |
|
Potlatch Corp. |
52,000 |
1,513,200 | |
|
PS Business Parks, Inc. |
23,174 |
1,226,600 | |
|
RAIT Financial Trust (SBI) (c) |
90,009 |
257,426 | |
|
Ramco-Gershenson Properties Trust (SBI) |
36,937 |
388,577 | |
|
Rayonier, Inc. |
98,700 |
4,239,165 | |
|
Realty Income Corp. |
131,516 |
3,360,234 | |
|
Redwood Trust, Inc. (c) |
87,261 |
1,398,794 | |
|
Regency Centers Corp. |
102,000 |
3,422,100 | |
|
Resource Capital Corp. |
20,772 |
89,735 | |
|
Saul Centers, Inc. |
18,800 |
612,692 | |
|
Senior Housing Properties Trust (SBI) |
156,000 |
3,129,360 | |
|
SL Green Realty Corp. |
98,963 |
3,492,404 | |
|
Sovran Self Storage, Inc. (c) |
30,151 |
886,138 | |
|
Starwood Property Trust, Inc. |
58,340 |
1,154,549 | |
|
Strategic Hotel & Resorts, Inc. |
116,092 |
159,046 | |
|
Sun Communities, Inc. |
44,254 |
790,376 | |
|
Sunstone Hotel Investors, Inc. |
96,566 |
604,503 | |
|
Supertel Hospitality, Inc., Maryland |
13,197 |
25,734 | |
|
| |||
|
Shares |
Value | ||
|
Tanger Factory Outlet Centers, Inc. |
41,176 |
$ 1,549,041 | |
|
Taubman Centers, Inc. (c) |
67,513 |
2,138,137 | |
|
The Macerich Co. (c) |
105,346 |
3,019,216 | |
|
Transcontinental Realty Investors, Inc. (a) |
1,497 |
15,808 | |
|
U-Store-It Trust |
74,905 |
484,635 | |
|
UDR, Inc. |
194,677 |
2,489,919 | |
|
UMH Properties, Inc. |
4,453 |
35,980 | |
|
Universal Health Realty Income Trust (SBI) |
22,530 |
756,783 | |
|
Urstadt Biddle Properties, Inc. |
5,274 |
75,682 | |
|
Urstadt Biddle Properties, Inc. Class A |
43,601 |
674,507 | |
|
Walter Investment Management Corp. |
24,246 |
350,112 | |
|
Washington (REIT) (SBI) |
74,557 |
2,010,057 | |
|
Weingarten Realty Investors (SBI) |
152,370 |
3,026,068 | |
|
Winthrop Realty Trust |
26,839 |
245,577 | |
|
|
169,118,698 | ||
|
Real Estate Management & Development - 0.4% | |||
|
American Realty Investments, Inc. (a) |
1,965 |
24,130 | |
|
Avatar Holdings, Inc. (a) |
7,880 |
150,429 | |
|
Brookfield Properties Corp. |
347,679 |
3,814,041 | |
|
Consolidated-Tomoka Land Co. |
7,270 |
254,014 | |
|
Forest City Enterprises, Inc. Class A (c) |
146,363 |
1,353,858 | |
|
Forestar Group, Inc. (a)(c) |
56,444 |
815,051 | |
|
Grubb & Ellis Co. (a) |
40,464 |
30,348 | |
|
Jones Lang LaSalle, Inc. (c) |
53,200 |
2,494,016 | |
|
Market Leader, Inc. (a) |
9,851 |
18,520 | |
|
Maui Land & Pineapple, Inc. (a) |
3,029 |
18,992 | |
|
Reis, Inc. (a) |
2,805 |
16,858 | |
|
Stratus Properties, Inc. (a) |
2,986 |
18,931 | |
|
Tejon Ranch Co. (a)(c) |
22,580 |
577,371 | |
|
The St. Joe Co. (a)(c) |
121,000 |
3,968,800 | |
|
Thomas Properties Group, Inc. |
49,960 |
106,914 | |
|
ZipRealty, Inc. (a) |
10,323 |
40,260 | |
|
|
13,702,533 | ||
|
Thrifts & Mortgage Finance - 1.2% | |||
|
Abington Bancorp, Inc. |
36,899 |
298,144 | |
|
Anchor BanCorp Wisconsin, Inc. |
18,340 |
24,209 | |
|
Astoria Financial Corp. |
120,000 |
1,236,000 | |
|
Bank Mutual Corp. |
92,778 |
815,519 | |
|
BankAtlantic Bancorp, Inc. (non-vtg.) Class A (c) |
9,904 |
40,210 | |
|
BankFinancial Corp. |
29,332 |
287,747 | |
|
BCSB Bancorp, Inc. (a) |
2,564 |
23,743 | |
|
Beneficial Mutual Bancorp, Inc. (a) |
63,231 |
562,124 | |
|
Berkshire Bancorp, Inc. |
1,110 |
7,892 | |
|
Berkshire Hills Bancorp, Inc. |
19,529 |
439,598 | |
|
Brookline Bancorp, Inc., Delaware |
101,244 |
1,056,987 | |
|
Camco Financial Corp. |
7,852 |
18,452 | |
|
Capitol Federal Financial |
45,652 |
1,466,799 | |
|
CFS Bancorp, Inc. |
5,521 |
22,084 | |
|
Charter Financial Corp., Georgia |
8,305 |
107,965 | |
|
Cheviot Financial Corp. |
52 |
453 | |
|
Citizens First Bancorp, Inc., Delaware (a) |
3,754 |
3,716 | |
|
Citizens South Banking Corp., Delaware |
10,510 |
56,964 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
FINANCIALS - continued | |||
|
Thrifts & Mortgage Finance - continued | |||
|
Clifton Savings Bancorp, Inc. |
8,458 |
$ 89,147 | |
|
Corus Bankshares, Inc. (a)(c) |
43,002 |
11,611 | |
|
Danvers Bancorp, Inc. |
32,700 |
420,522 | |
|
Dime Community Bancshares, Inc. |
66,040 |
739,648 | |
|
Doral Financial Corp. (a)(c) |
14,606 |
45,571 | |
|
ESB Financial Corp. |
7,483 |
100,272 | |
|
ESSA Bancorp, Inc. |
28,000 |
354,480 | |
|
Fannie Mae (c) |
1,456,870 |
2,811,759 | |
|
Farmer Mac Class C (non-vtg.) (c) |
12,702 |
106,062 | |
|
First Clover Leaf Financial Corp. |
10,566 |
81,147 | |
|
First Defiance Financial Corp. |
6,354 |
105,731 | |
|
First Federal Bancshares of |
3,747 |
16,037 | |
|
First Federal Bankshares, Inc. (a) |
2,907 |
2,064 | |
|
First Financial Holdings, Inc. |
22,059 |
395,738 | |
|
First Financial Northwest, Inc. |
27,660 |
201,918 | |
|
First Financial Service Corp. |
745 |
10,810 | |
|
First Niagara Financial Group, Inc. |
197,657 |
2,585,354 | |
|
First Place Financial Corp. |
18,173 |
58,517 | |
|
Flagstar Bancorp, Inc. (a) |
80,396 |
64,317 | |
|
Flushing Financial Corp. |
40,791 |
536,402 | |
|
Freddie Mac (a)(c) |
811,760 |
1,858,930 | |
|
Harrington West Financial Group, Inc. (a) |
4,000 |
4,480 | |
|
HMN Financial, Inc. |
2,852 |
11,408 | |
|
Home Federal Bancorp, Inc. |
22,607 |
254,329 | |
|
HopFed Bancorp, Inc. |
7,731 |
77,387 | |
|
Indiana Community Bancorp |
2,558 |
24,301 | |
|
Jefferson Bancshares, Inc., Tennessee |
5,738 |
36,035 | |
|
Kearny Financial Corp. |
25,844 |
282,992 | |
|
Legacy Bancorp, Inc. |
18,619 |
205,181 | |
|
LSB Corp. |
3,904 |
42,710 | |
|
MGIC Investment Corp. (c) |
163,244 |
1,327,174 | |
|
MutualFirst Financial, Inc. |
2,603 |
19,002 | |
|
NASB Financial, Inc. (c) |
3,384 |
104,160 | |
|
New England Bancshares, Inc. |
7,230 |
46,634 | |
|
New York Community Bancorp, Inc. (c) |
465,079 |
4,948,441 | |
|
NewAlliance Bancshares, Inc. |
124,083 |
1,459,216 | |
|
Northeast Community Bancorp, Inc. |
8,762 |
62,210 | |
|
Northwest Bancorp, Inc. |
36,708 |
752,514 | |
|
OceanFirst Financial Corp. |
20,240 |
263,120 | |
|
Ocwen Financial Corp. (a) |
95,852 |
992,068 | |
|
Oritani Financial Corp. |
20,875 |
278,473 | |
|
Pamrapo Bancorp, Inc. |
2,874 |
18,020 | |
|
Parkvale Financial Corp. |
2,919 |
26,767 | |
|
Provident Financial Holdings, Inc. (c) |
3,631 |
29,266 | |
|
Provident Financial Services, Inc. |
90,068 |
992,549 | |
|
Provident New York Bancorp |
77,561 |
714,337 | |
|
Pulaski Financial Corp. |
6,450 |
54,503 | |
|
PVF Capital Corp. |
5,643 |
12,245 | |
|
Radian Group, Inc. |
100,055 |
917,504 | |
|
| |||
|
Shares |
Value | ||
|
Rainier Pacific Financial Group, Inc. |
3,186 |
$ 4,365 | |
|
Riverview Bancorp, Inc. |
13,156 |
46,309 | |
|
Rockville Financial, Inc. |
7,892 |
105,595 | |
|
Roma Financial Corp. |
13,524 |
171,214 | |
|
Rome Bancorp, Inc. |
12,337 |
109,553 | |
|
TF Financial Corp. |
1,778 |
31,399 | |
|
TFS Financial Corp. |
129,178 |
1,472,629 | |
|
The PMI Group, Inc. |
102,461 |
342,220 | |
|
TierOne Corp. (a) |
17,055 |
39,909 | |
|
Timberland Bancorp, Inc. |
12,774 |
62,209 | |
|
Tree.com, Inc. (a) |
6,533 |
46,058 | |
|
Triad Guaranty, Inc. (a)(c) |
10,834 |
16,901 | |
|
Trustco Bank Corp., New York |
141,019 |
877,138 | |
|
United Community Financial Corp., Ohio |
28,070 |
41,544 | |
|
United Financial Bancorp, Inc. |
19,561 |
240,405 | |
|
ViewPoint Financial Group |
20,326 |
254,482 | |
|
Washington Federal, Inc. |
115,000 |
1,706,600 | |
|
Waterstone Financial, Inc. (a) |
7,726 |
37,085 | |
|
Westfield Financial, Inc. |
46,299 |
423,636 | |
|
WSFS Financial Corp. |
11,795 |
326,957 | |
|
|
37,377,877 | ||
|
TOTAL FINANCIALS |
714,512,067 | ||
|
HEALTH CARE - 10.7% | |||
|
Biotechnology - 2.7% | |||
|
A.P. Pharma, Inc. (a) |
4,452 |
3,784 | |
|
Aastrom Biosciences, Inc. (a) |
178,505 |
73,187 | |
|
Abraxis BioScience, Inc. (a) |
8,184 |
220,313 | |
|
Acadia Pharmaceuticals, Inc. (a) |
42,194 |
246,413 | |
|
Acorda Therapeutics, Inc. (a)(c) |
55,763 |
1,261,359 | |
|
Affymax, Inc. (a)(c) |
8,252 |
187,981 | |
|
Alexion Pharmaceuticals, Inc. (a)(c) |
111,824 |
5,047,735 | |
|
Alkermes, Inc. (a) |
128,413 |
1,162,138 | |
|
Allos Therapeutics, Inc. (a) |
80,195 |
589,433 | |
|
Alnylam Pharmaceuticals, Inc. (a)(c) |
56,025 |
1,250,478 | |
|
Altus Pharmaceuticals, Inc. (a) |
23,918 |
8,132 | |
|
Amicus Therapeutics, Inc. (a)(c) |
10,000 |
98,300 | |
|
Amylin Pharmaceuticals, Inc. (a)(c) |
189,648 |
2,389,565 | |
|
Anadys Pharmaceuticals, Inc. (a) |
40,210 |
92,885 | |
|
Antigenics, Inc. (a)(c) |
57,480 |
118,984 | |
|
Arena Pharmaceuticals, Inc. (a) |
152,768 |
710,371 | |
|
ARIAD Pharmaceuticals, Inc. (a) |
116,734 |
255,647 | |
|
ArQule, Inc. (a) |
42,103 |
228,198 | |
|
Array Biopharma, Inc. (a)(c) |
77,370 |
318,764 | |
|
AspenBio Pharma, Inc. (a) |
34,042 |
72,850 | |
|
Avalon Pharmaceuticals, Inc. rights 6/30/10 (a) |
22,000 |
0 | |
|
AVI BioPharma, Inc. (a)(c) |
84,759 |
144,938 | |
|
Avigen, Inc. (a) |
22,946 |
29,141 | |
|
BioCryst Pharmaceuticals, Inc. (a)(c) |
33,947 |
423,319 | |
|
BioMarin Pharmaceutical, Inc. (a)(c) |
133,969 |
2,206,469 | |
|
Biosante Pharmaceuticals, Inc. (a) |
21,771 |
42,018 | |
|
BioSphere Medical, Inc. (a) |
4,678 |
16,186 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
HEALTH CARE - continued | |||
|
Biotechnology - continued | |||
|
Cel-Sci Corp. (a)(c) |
5,333 |
$ 3,680 | |
|
Celera Corp. (a) |
116,044 |
758,928 | |
|
Cell Genesys, Inc. (a) |
88,600 |
30,275 | |
|
Cell Therapeutics, Inc. (a)(c) |
604,069 |
996,714 | |
|
Celldex Therapeutics, Inc. (a)(c) |
18,665 |
107,137 | |
|
Cepheid, Inc. (a)(c) |
84,211 |
1,009,690 | |
|
Cleveland Biolabs, Inc. (a)(c) |
20,722 |
82,059 | |
|
Clinical Data, Inc. (a)(c) |
13,173 |
207,738 | |
|
Combinatorx, Inc. (a) |
22,451 |
33,003 | |
|
Cubist Pharmaceuticals, Inc. (a) |
74,235 |
1,535,180 | |
|
CuraGen Corp. (a) |
41,352 |
57,893 | |
|
Curis, Inc. (a) |
10,011 |
21,123 | |
|
Cytokinetics, Inc. (a) |
61,414 |
194,682 | |
|
Cytori Therapeutics, Inc. (a) |
24,014 |
72,762 | |
|
CytRx Corp. (a) |
145,363 |
145,363 | |
|
Dendreon Corp. (a)(c) |
154,554 |
3,611,927 | |
|
DUSA Pharmaceuticals, Inc. (a) |
9,863 |
10,849 | |
|
Dyax Corp. (a) |
92,151 |
335,430 | |
|
Dynavax Technologies Corp. (a) |
21,508 |
38,714 | |
|
Emergent BioSolutions, Inc. (a) |
30,539 |
565,888 | |
|
EntreMed, Inc. (a) |
6,269 |
3,323 | |
|
Enzon Pharmaceuticals, Inc. (a)(c) |
89,399 |
640,991 | |
|
Exact Sciences Corp. (a) |
17,446 |
37,509 | |
|
Facet Biotech Corp. (a) |
34,427 |
345,647 | |
|
Forticell Bioscience, Inc. (a) |
2 |
0 | |
|
Genomic Health, Inc. (a)(c) |
24,410 |
488,444 | |
|
GenVec, Inc. (a)(c) |
87,639 |
66,036 | |
|
Geron Corp. (a)(c) |
141,953 |
1,007,866 | |
|
GTC Biotherapeutics, Inc. (a) |
439 |
799 | |
|
GTx, Inc. (a)(c) |
24,446 |
230,037 | |
|
Halozyme Therapeutics, Inc. (a)(c) |
115,189 |
857,006 | |
|
Hana Biosciences, Inc. (a)(c) |
18,262 |
12,603 | |
|
Hemispherx Biopharma, Inc. (a)(c) |
93,692 |
207,996 | |
|
Human Genome Sciences, Inc. (a) |
211,815 |
4,189,701 | |
|
Idenix Pharmaceuticals, Inc. (a) |
45,801 |
140,151 | |
|
Idera Pharmaceuticals, Inc. (a) |
26,869 |
203,936 | |
|
ImmunoGen, Inc. (a)(c) |
61,988 |
451,893 | |
|
Immunomedics, Inc. (a) |
78,421 |
432,100 | |
|
Incyte Corp. (a)(c) |
172,552 |
1,137,118 | |
|
Infinity Pharmaceuticals, Inc. (a) |
6,801 |
47,607 | |
|
Inhibitex, Inc. (a) |
8,093 |
5,260 | |
|
Insmed, Inc. (a) |
140,000 |
123,200 | |
|
InterMune, Inc. (c) |
55,829 |
847,484 | |
|
Isis Pharmaceuticals, Inc. (a)(c) |
128,872 |
2,079,994 | |
|
Keryx Biopharmaceuticals, Inc. (a)(c) |
60,465 |
79,814 | |
|
La Jolla Pharmaceutical Co. (a) |
33,235 |
7,644 | |
|
Lexicon Pharmaceuticals, Inc. (a) |
93,125 |
140,619 | |
|
Ligand Pharmaceuticals, Inc.: |
|||
|
rights 12/31/11 (a) |
41,636 |
0 | |
|
Class B (a)(c) |
212,563 |
510,151 | |
|
Manhattan Pharmaceuticals, Inc. (a) |
9,897 |
851 | |
|
| |||
|
Shares |
Value | ||
|
MannKind Corp. (a)(c) |
100,337 |
$ 781,625 | |
|
Martek Biosciences (c) |
44,016 |
1,080,593 | |
|
Maxygen, Inc. (a) |
43,092 |
305,091 | |
|
Medarex, Inc. (a)(c) |
180,211 |
2,883,376 | |
|
Medivation, Inc. (a)(c) |
53,353 |
1,350,898 | |
|
Metabasis Therapeutics, Inc. (a) |
26,087 |
12,264 | |
|
Metabolix, Inc. (a) |
27,147 |
263,326 | |
|
Micromet, Inc. (a)(c) |
60,129 |
381,218 | |
|
Momenta Pharmaceuticals, Inc. (a)(c) |
56,648 |
560,815 | |
|
Myriad Genetics, Inc. (a) |
127,296 |
3,891,439 | |
|
Myriad Pharmaceuticals, Inc. (a) |
89,389 |
402,251 | |
|
Nabi Biopharmaceuticals (a) |
74,967 |
228,649 | |
|
Neurocrine Biosciences, Inc. (a) |
87,694 |
262,205 | |
|
Novavax, Inc. (a)(c) |
104,817 |
633,095 | |
|
NPS Pharmaceuticals, Inc. (a) |
116,060 |
483,970 | |
|
OncoGenex Pharmaceuticals, Inc. (a) |
4,000 |
160,640 | |
|
ONYX Pharmaceuticals, Inc. (a)(c) |
76,613 |
2,456,979 | |
|
Orchid Cellmark, Inc. (a) |
20,246 |
35,431 | |
|
OREXIGEN Therapeutics, Inc. (a) |
41,187 |
326,201 | |
|
Orthologic Corp. (a) |
36,394 |
24,384 | |
|
OSI Pharmaceuticals, Inc. (a)(c) |
76,057 |
2,541,825 | |
|
Osiris Therapeutics, Inc. (a)(c) |
30,470 |
445,471 | |
|
OXiGENE, Inc. (a) |
27,796 |
39,748 | |
|
PDL BioPharma, Inc. |
156,330 |
1,414,787 | |
|
Peregrine Pharmaceuticals, Inc. (a) |
144,570 |
111,319 | |
|
Pharmasset, Inc. (a) |
36,092 |
666,258 | |
|
Poniard Pharmaceuticals, Inc. (a) |
14,768 |
122,279 | |
|
Progenics Pharmaceuticals, Inc. (a)(c) |
77,075 |
406,185 | |
|
Regeneron Pharmaceuticals, Inc. (a) |
88,494 |
2,011,469 | |
|
Repligen Corp. (a) |
41,267 |
207,160 | |
|
Rigel Pharmaceuticals, Inc. (a) |
66,089 |
465,927 | |
|
RXi Pharmaceuticals Corp. (a) |
3,977 |
11,573 | |
|
Sangamo Biosciences, Inc. (a) |
89,475 |
627,220 | |
|
Savient Pharmaceuticals, Inc. (a)(c) |
90,297 |
1,254,225 | |
|
SciClone Pharmaceuticals, Inc. (a) |
42,900 |
208,494 | |
|
Seattle Genetics, Inc. (a)(c) |
99,408 |
1,217,748 | |
|
SIGA Technologies, Inc. (a) |
30,858 |
225,881 | |
|
Spectrum Pharmaceuticals, Inc. (a)(c) |
57,989 |
492,907 | |
|
StemCells, Inc. (a)(c) |
127,403 |
207,667 | |
|
Sunesis Pharmaceuticals, Inc. (a) |
3,400 |
1,632 | |
|
Synta Pharmaceuticals Corp. (a) |
25,759 |
72,898 | |
|
Telik, Inc. (a) |
42,903 |
37,755 | |
|
Theravance, Inc. (a)(c) |
79,929 |
1,244,495 | |
|
Trimeris, Inc. |
15,229 |
37,616 | |
|
Trubion Pharmaceuticals, Inc. (a) |
6,000 |
37,500 | |
|
Unigene Laboratories, Inc. (a) |
74,735 |
97,156 | |
|
United Therapeutics Corp. (a)(c) |
33,082 |
3,027,334 | |
|
Vanda Pharmaceuticals, Inc. (a) |
24,270 |
331,528 | |
|
Vertex Pharmaceuticals, Inc. (a)(c) |
235,860 |
8,823,523 | |
|
Vical, Inc. (a)(c) |
34,045 |
156,947 | |
|
XOMA Ltd. (a)(c) |
145,384 |
126,484 | |
|
Zymogenetics, Inc. (a)(c) |
80,297 |
472,146 | |
|
|
84,983,010 | ||
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
HEALTH CARE - continued | |||
|
Health Care Equipment & Supplies - 2.8% | |||
|
Abaxis, Inc. (a)(c) |
34,996 |
$ 930,894 | |
|
Abiomed, Inc. (a) |
66,868 |
553,667 | |
|
Accuray, Inc. (a)(c) |
74,735 |
479,799 | |
|
AdvanSource Biomaterials Corp. (a) |
3,688 |
1,106 | |
|
Align Technology, Inc. (a)(c) |
86,100 |
1,153,740 | |
|
Alphatec Holdings, Inc. (a) |
25,403 |
116,346 | |
|
American Medical Systems Holdings, Inc. (a) |
98,945 |
1,507,922 | |
|
Analogic Corp. |
19,083 |
678,401 | |
|
Angiodynamics, Inc. (a) |
50,411 |
652,822 | |
|
Anika Therapeutics, Inc. (a) |
12,355 |
74,130 | |
|
Aspect Medical Systems, Inc. (a) |
22,382 |
143,916 | |
|
Atrion Corp. |
2,200 |
301,400 | |
|
ATS Medical, Inc. (a) |
81,739 |
219,878 | |
|
Beckman Coulter, Inc. |
95,261 |
6,451,075 | |
|
BioLase Technology, Inc. (a) |
21,417 |
45,190 | |
|
Bovie Medical Corp. (a)(c) |
22,874 |
193,514 | |
|
BSD Medical Corp. (a)(c) |
13,363 |
28,330 | |
|
Candela Corp. (a) |
20,642 |
34,885 | |
|
Cantel Medical Corp. (a) |
34,286 |
460,804 | |
|
Cardiac Science Corp. (a) |
24,399 |
76,857 | |
|
Cardica, Inc. (a) |
18,168 |
27,434 | |
|
Cerus Corp. (a)(c) |
40,324 |
85,084 | |
|
Conceptus, Inc. (a)(c) |
41,786 |
757,162 | |
|
CONMED Corp. (a) |
39,161 |
698,241 | |
|
Cooper Companies, Inc. |
62,398 |
1,704,713 | |
|
Cryolife, Inc. (a) |
35,395 |
263,693 | |
|
Cutera, Inc. (a) |
19,631 |
171,575 | |
|
Cyberonics, Inc. (a)(c) |
44,057 |
662,617 | |
|
Cynosure, Inc. Class A (a) |
12,274 |
134,400 | |
|
DexCom, Inc. (a)(c) |
59,826 |
467,241 | |
|
Digirad Corp. (a) |
4,978 |
10,255 | |
|
Edwards Lifesciences Corp. (a) |
72,779 |
4,503,565 | |
|
Electro-Optical Sciences, Inc. (a)(c) |
36,036 |
354,955 | |
|
Endologix, Inc. (a) |
58,591 |
265,417 | |
|
EnteroMedics, Inc. (a) |
10,000 |
32,200 | |
|
Escalon Medical Corp. (a) |
3,512 |
7,235 | |
|
ev3, Inc. (a) |
96,833 |
1,233,652 | |
|
Exactech, Inc. (a) |
12,414 |
184,596 | |
|
Fonar Corp. (a) |
785 |
1,476 | |
|
Gen-Probe, Inc. (a) |
67,471 |
2,601,007 | |
|
Greatbatch, Inc. (a)(c) |
31,384 |
675,698 | |
|
Haemonetics Corp. (a) |
34,139 |
1,797,077 | |
|
Hansen Medical, Inc. (a) |
52,038 |
177,450 | |
|
HealthTronics, Inc. (a) |
34,465 |
88,230 | |
|
Hill-Rom Holdings, Inc. |
78,900 |
1,616,661 | |
|
Hologic, Inc. (a) |
343,088 |
5,643,798 | |
|
Home Diagnostics, Inc. (a) |
19,347 |
115,889 | |
|
I-Flow Corp. (a) |
39,660 |
356,940 | |
|
ICU Medical, Inc. (a)(c) |
21,060 |
783,221 | |
|
IDEXX Laboratories, Inc. (a)(c) |
77,000 |
3,908,520 | |
|
| |||
|
Shares |
Value | ||
|
Immucor, Inc. (a) |
93,720 |
$ 1,695,395 | |
|
Insite Vision (a) |
62,560 |
23,210 | |
|
Insulet Corp. (a)(c) |
22,878 |
210,706 | |
|
Integra LifeSciences Holdings Corp. (a)(c) |
27,274 |
921,588 | |
|
Invacare Corp. |
44,386 |
961,401 | |
|
Inverness Medical Innovations, Inc. (a)(c) |
105,386 |
3,751,742 | |
|
Iridex Corp. (a) |
9,439 |
21,710 | |
|
IRIS International, Inc. (a) |
45,897 |
471,821 | |
|
IVAX Diagnostics, Inc. (a) |
7,111 |
4,551 | |
|
Kensey Nash Corp. (a) |
21,012 |
548,623 | |
|
Kinetic Concepts, Inc. (a)(c) |
80,000 |
2,556,000 | |
|
Masimo Corp. (a) |
67,845 |
1,704,266 | |
|
Medical Action Industries, Inc. (a) |
22,708 |
284,531 | |
|
Meridian Bioscience, Inc. |
59,865 |
1,442,747 | |
|
Merit Medical Systems, Inc. (a) |
43,195 |
779,670 | |
|
Micrus Endovascular Corp. (a) |
16,657 |
190,556 | |
|
National Dentex Corp. (a) |
2,508 |
18,710 | |
|
Natus Medical, Inc. (a) |
48,491 |
690,997 | |
|
Neogen Corp. (a)(c) |
25,894 |
725,032 | |
|
NeuroMetrix, Inc. (a) |
7,830 |
14,251 | |
|
NMT Medical, Inc. (a) |
16,102 |
28,984 | |
|
NuVasive, Inc. (a)(c) |
52,309 |
2,096,022 | |
|
NxStage Medical, Inc. (a)(c) |
28,553 |
176,458 | |
|
OraSure Technologies, Inc. (a) |
71,145 |
187,823 | |
|
Orthofix International NV (a) |
28,026 |
767,072 | |
|
Orthovita, Inc. (a)(c) |
101,896 |
430,001 | |
|
Osteotech, Inc. (a) |
4,011 |
17,328 | |
|
Otix Global, Inc. (a) |
31,910 |
29,038 | |
|
Palomar Medical Technologies, Inc. (a) |
28,352 |
393,526 | |
|
Quidel Corp. (a) |
44,961 |
694,198 | |
|
ResMed, Inc. (a)(c) |
100,000 |
4,591,000 | |
|
Retractable Technologies, Inc. (a) |
5,601 |
5,825 | |
|
Rochester Medical Corp. (a) |
15,923 |
195,057 | |
|
RTI Biologics, Inc. (a) |
51,821 |
235,786 | |
|
Sirona Dental Systems, Inc. (a)(c) |
26,197 |
692,649 | |
|
Solta Medical, Inc. (a) |
10,000 |
13,400 | |
|
Somanetics Corp. (a) |
17,097 |
223,629 | |
|
SonoSite, Inc. (a)(c) |
31,856 |
741,289 | |
|
Staar Surgical Co. (a) |
27,286 |
80,494 | |
|
Stereotaxis, Inc. (a)(c) |
33,454 |
117,758 | |
|
Steris Corp. |
69,281 |
2,010,535 | |
|
SurModics, Inc. (a)(c) |
27,035 |
618,831 | |
|
Symmetry Medical, Inc. (a) |
55,694 |
613,748 | |
|
Synovis Life Technologies, Inc. (a) |
20,569 |
323,550 | |
|
Teleflex, Inc. |
56,220 |
2,546,766 | |
|
The Spectranetics Corp. (a) |
37,264 |
217,249 | |
|
Theragenics Corp. (a) |
45,104 |
60,439 | |
|
ThermoGenesis Corp. (a) |
39,439 |
24,649 | |
|
Thoratec Corp. (a) |
72,060 |
1,890,854 | |
|
TomoTherapy, Inc. (a) |
76,645 |
256,761 | |
|
Urologix, Inc. (a) |
5,053 |
6,114 | |
|
Utah Medical Products, Inc. |
3,222 |
89,604 | |
|
Vascular Solutions, Inc. (a)(c) |
21,325 |
161,217 | |
|
Vision Sciences, Inc. (a) |
8,293 |
11,859 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
HEALTH CARE - continued | |||
|
Health Care Equipment & Supplies - continued | |||
|
Volcano Corp. (a) |
60,691 |
$ 867,881 | |
|
West Pharmaceutical Services, Inc. |
43,506 |
1,748,506 | |
|
Wright Medical Group, Inc. (a) |
52,643 |
854,922 | |
|
Young Innovations, Inc. |
6,599 |
154,945 | |
|
Zoll Medical Corp. (a) |
36,700 |
659,866 | |
|
|
85,287,818 | ||
|
Health Care Providers & Services - 2.5% | |||
|
Air Methods Corp. (a) |
20,487 |
699,221 | |
|
Alliance Healthcare Services, Inc. (a) |
67,209 |
371,666 | |
|
Allied Healthcare International, Inc. (a) |
35,864 |
90,019 | |
|
Allion Healthcare, Inc. (a) |
29,021 |
204,598 | |
|
Almost Family, Inc. (a)(c) |
9,431 |
260,013 | |
|
Amedisys, Inc. (a) |
33,857 |
1,507,991 | |
|
America Service Group, Inc. |
19,084 |
348,092 | |
|
American Dental Partners, Inc. (a) |
19,761 |
255,312 | |
|
AMERIGROUP Corp. (a)(c) |
69,000 |
1,631,850 | |
|
AMN Healthcare Services, Inc. (a) |
62,644 |
618,296 | |
|
AmSurg Corp. (a) |
40,305 |
818,192 | |
|
Animal Health International, Inc. (a) |
28,873 |
58,323 | |
|
Arcadia Resources, Inc. (a) |
80,061 |
52,040 | |
|
Assisted Living Concepts, Inc. Class A (a) |
11,863 |
239,988 | |
|
Bio-Reference Laboratories, Inc. (a)(c) |
22,840 |
759,202 | |
|
BioScrip, Inc. (a) |
53,795 |
316,315 | |
|
Brookdale Senior Living, Inc. |
72,387 |
1,150,229 | |
|
Capital Senior Living Corp. (a) |
24,577 |
132,470 | |
|
CardioNet, Inc. (a) |
45,986 |
331,099 | |
|
Catalyst Health Solutions, Inc. (a) |
46,714 |
1,334,152 | |
|
Centene Corp. (a) |
55,000 |
952,050 | |
|
Chemed Corp. |
27,377 |
1,191,995 | |
|
Chindex International, Inc. (a) |
18,173 |
246,062 | |
|
Clarient, Inc. (a)(c) |
32,135 |
126,291 | |
|
Community Health Systems, Inc. (a)(c) |
124,618 |
3,834,496 | |
|
Corvel Corp. (a) |
10,620 |
319,237 | |
|
Cross Country Healthcare, Inc. (a)(c) |
58,534 |
539,098 | |
|
Dialysis Corp. of America (a) |
7,648 |
45,659 | |
|
Emdeon, Inc. Class A |
32,240 |
562,266 | |
|
Emergency Medical Services Corp. |
26,100 |
1,183,635 | |
|
Emergent Group, Inc. |
4,000 |
28,800 | |
|
Emeritus Corp. (a) |
25,335 |
456,790 | |
|
Five Star Quality Care, Inc. (a) |
42,257 |
143,251 | |
|
Genoptix, Inc. (a)(c) |
22,000 |
631,180 | |
|
Gentiva Health Services, Inc. (a) |
38,024 |
838,429 | |
|
Hanger Orthopedic Group, Inc. (a) |
49,432 |
692,542 | |
|
Health Grades, Inc. (a) |
43,972 |
199,633 | |
|
Health Management Associates, Inc. Class A (a) |
322,363 |
2,227,528 | |
|
Health Net, Inc. (a) |
134,500 |
2,060,540 | |
|
HealthSouth Corp. (a)(c) |
136,717 |
2,134,152 | |
|
Healthspring, Inc. (a) |
64,490 |
853,203 | |
|
Healthways, Inc. (a) |
47,850 |
625,878 | |
|
| |||
|
Shares |
Value | ||
|
HearUSA, Inc. (a) |
11,117 |
$ 13,896 | |
|
Henry Schein, Inc. (a)(c) |
119,500 |
6,331,110 | |
|
HMS Holdings Corp. (a)(c) |
36,915 |
1,388,373 | |
|
Hooper Holmes, Inc. (a) |
50,431 |
45,388 | |
|
Hythiam, Inc. (a)(c) |
35,825 |
9,422 | |
|
Integramed America, Inc. (a) |
12,500 |
106,250 | |
|
InVentiv Health, Inc. (a) |
44,929 |
714,371 | |
|
IPC The Hospitalist Co., Inc. (a) |
13,840 |
408,834 | |
|
Kindred Healthcare, Inc. (a) |
42,184 |
602,388 | |
|
Landauer, Inc. |
14,664 |
807,107 | |
|
LCA-Vision, Inc. (a)(c) |
19,294 |
104,573 | |
|
LHC Group, Inc. (a) |
20,123 |
492,007 | |
|
LifePoint Hospitals, Inc. (a)(c) |
69,664 |
1,750,656 | |
|
Lincare Holdings, Inc. (a)(c) |
91,222 |
2,407,349 | |
|
Magellan Health Services, Inc. (a) |
50,980 |
1,635,948 | |
|
Medcath Corp. (a) |
24,384 |
222,382 | |
|
MEDNAX, Inc. (a) |
59,000 |
3,072,130 | |
|
Metropolitan Health Networks, Inc. (a) |
53,082 |
114,657 | |
|
Molina Healthcare, Inc. (a)(c) |
17,097 |
346,214 | |
|
MWI Veterinary Supply, Inc. (a) |
18,311 |
681,352 | |
|
National Healthcare Corp. |
12,939 |
494,529 | |
|
National Research Corp. |
1,185 |
29,033 | |
|
NightHawk Radiology Holdings, Inc. (a) |
42,237 |
263,137 | |
|
NovaMed Eyecare, Inc. (a)(c) |
33,673 |
142,437 | |
|
Odyssey Healthcare, Inc. (a) |
55,596 |
716,076 | |
|
Omnicare, Inc. |
159,000 |
3,639,510 | |
|
Owens & Minor, Inc. |
54,407 |
2,407,510 | |
|
PDI, Inc. (a) |
3,836 |
20,177 | |
|
PharMerica Corp. (a)(c) |
49,322 |
988,906 | |
|
Providence Service Corp. (a) |
17,459 |
198,334 | |
|
PSS World Medical, Inc. (a)(c) |
78,039 |
1,595,117 | |
|
Psychemedics Corp. |
3,872 |
25,671 | |
|
Psychiatric Solutions, Inc. (a)(c) |
68,229 |
1,827,855 | |
|
RadNet, Inc. (a)(c) |
41,219 |
89,033 | |
|
RehabCare Group, Inc. (a) |
31,575 |
662,759 | |
|
ResCare, Inc. (a) |
35,309 |
512,334 | |
|
Rural/Metro Corp. (a) |
20,488 |
79,289 | |
|
Skilled Healthcare Group, Inc. (a) |
61,309 |
463,496 | |
|
SRI/Surgical Express, Inc. (a) |
2,620 |
5,004 | |
|
Sun Healthcare Group, Inc. (a) |
71,135 |
586,152 | |
|
Sunrise Senior Living, Inc. (a) |
44,166 |
97,607 | |
|
The Ensign Group, Inc. |
10,000 |
138,700 | |
|
Triple-S Management Corp. (a)(c) |
41,797 |
774,916 | |
|
U.S. Physical Therapy, Inc. (a) |
23,352 |
339,071 | |
|
Universal American Financial Corp. (a) |
52,574 |
482,629 | |
|
Universal Health Services, Inc. Class B |
61,771 |
3,629,664 | |
|
VCA Antech, Inc. (a)(c) |
110,000 |
2,722,500 | |
|
Virtual Radiologic Corp. (a)(c) |
13,000 |
150,150 | |
|
Wellcare Health Plans, Inc. (a) |
56,183 |
1,363,561 | |
|
|
76,771,347 | ||
|
Health Care Technology - 0.6% | |||
|
A.D.A.M., Inc. (a) |
2,620 |
8,934 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
HEALTH CARE - continued | |||
|
Health Care Technology - continued | |||
|
Allscripts-Misys Healthcare |
94,518 |
$ 1,403,592 | |
|
AMICAS, Inc. (a) |
48,323 |
171,547 | |
|
Arrhythmia Research Technology, Inc. (a) |
7,380 |
22,214 | |
|
athenahealth, Inc. (a)(c) |
42,191 |
1,697,344 | |
|
Cerner Corp. (a)(c) |
86,000 |
5,307,060 | |
|
Computer Programs & Systems, Inc. |
21,014 |
813,242 | |
|
Eclipsys Corp. (a) |
72,414 |
1,213,659 | |
|
HealthStream, Inc. (a) |
6,041 |
23,620 | |
|
HLTH Corp. (a)(c) |
130,212 |
1,889,376 | |
|
iCAD, Inc. (a) |
48,360 |
92,368 | |
|
MedAssets, Inc. (a)(c) |
43,000 |
960,190 | |
|
Medidata Solutions, Inc. |
28,000 |
444,080 | |
|
Mediware Information Systems, Inc. (a) |
1,310 |
6,878 | |
|
Merge Healthcare, Inc. (a) |
50,544 |
161,741 | |
|
Omnicell, Inc. (a) |
51,119 |
561,287 | |
|
Phase Forward, Inc. (a) |
61,693 |
793,372 | |
|
Quadramed Corp. (a) |
7,152 |
43,913 | |
|
Quality Systems, Inc. (c) |
23,549 |
1,267,878 | |
|
Transcend Services, Inc. (a) |
14,000 |
222,600 | |
|
Vital Images, Inc. (a) |
24,037 |
305,510 | |
|
|
17,410,405 | ||
|
Life Sciences Tools & Services - 1.2% | |||
|
Accelrys, Inc. (a) |
40,878 |
234,640 | |
|
Affymetrix, Inc. (a) |
107,529 |
830,124 | |
|
Albany Molecular Research, Inc. (a) |
52,930 |
426,616 | |
|
AMAG Pharmaceuticals, Inc. (a)(c) |
24,603 |
1,009,707 | |
|
Arrowhead Research Corp. (a) |
22,957 |
10,629 | |
|
Bio-Rad Laboratories, Inc. Class A (a) |
24,059 |
2,075,329 | |
|
Bioanalytical Systems, Inc. (a) |
4,772 |
4,295 | |
|
BioClinica, Inc. (a) |
2,110 |
7,237 | |
|
Biodelivery Sciences International, Inc. (a) |
20,000 |
96,400 | |
|
Bruker BioSciences Corp. (a) |
70,406 |
714,621 | |
|
Caliper Life Sciences, Inc. (a) |
28,993 |
53,057 | |
|
Cambrex Corp. (a) |
43,404 |
237,420 | |
|
Charles River Laboratories International, Inc. (a) |
86,592 |
2,986,558 | |
|
Covance, Inc. (a)(c) |
86,564 |
4,596,548 | |
|
Cryo-Cell International, Inc. (a) |
6,550 |
15,196 | |
|
Dionex Corp. (a) |
26,477 |
1,592,327 | |
|
Encorium Group, Inc. (a) |
7,298 |
1,825 | |
|
Enzo Biochem, Inc. (a) |
38,087 |
193,863 | |
|
eResearchTechnology, Inc. (a) |
69,985 |
440,206 | |
|
Exelixis, Inc. (a)(c) |
168,711 |
959,966 | |
|
Harvard Bioscience, Inc. (a) |
18,476 |
62,449 | |
|
Illumina, Inc. (a)(c) |
170,098 |
5,999,356 | |
|
Interleukin Genetics, Inc. (a) |
6,973 |
3,347 | |
|
Kendle International, Inc. (a) |
16,506 |
216,889 | |
|
Luminex Corp. (a)(c) |
69,968 |
1,069,111 | |
|
Medtox Scientific, Inc. (a) |
8,211 |
75,131 | |
|
| |||
|
Shares |
Value | ||
|
Mettler-Toledo International, Inc. (a)(c) |
46,180 |
$ 4,036,132 | |
|
Nektar Therapeutics (a)(c) |
138,589 |
1,148,903 | |
|
PAREXEL International Corp. (a) |
73,000 |
936,590 | |
|
Pharmaceutical Product Development, Inc. |
146,500 |
2,946,115 | |
|
Sequenom, Inc. (a)(c) |
115,187 |
736,045 | |
|
Strategic Diagnostics, Inc. (a) |
3,743 |
6,550 | |
|
Techne Corp. |
46,275 |
2,853,779 | |
|
Varian, Inc. (a) |
38,700 |
1,982,214 | |
|
|
38,559,175 | ||
|
Pharmaceuticals - 0.9% | |||
|
Acura Pharmaceuticals, Inc. (a)(c) |
10,000 |
57,700 | |
|
Adolor Corp. (a) |
74,840 |
122,738 | |
|
Akorn, Inc. (a) |
56,621 |
74,174 | |
|
Alexza Pharmaceuticals, Inc. (a)(c) |
30,076 |
79,701 | |
|
Ardea Biosciences, Inc. (a) |
14,000 |
248,360 | |
|
ARYx Therapeutics, Inc. (a) |
22,000 |
75,680 | |
|
Auxilium Pharmaceuticals, Inc. (a)(c) |
59,801 |
1,721,671 | |
|
AVANIR Pharmaceuticals Class A (a)(c) |
63,514 |
121,947 | |
|
Biodel, Inc. (a)(c) |
19,000 |
96,710 | |
|
BioMimetic Therapeutics, Inc. (a)(c) |
20,626 |
242,768 | |
|
Cadence Pharmaceuticals, Inc. (a)(c) |
55,862 |
609,454 | |
|
Caraco Pharmaceutical Laboratories Ltd. (a) |
20,224 |
81,503 | |
|
Columbia Laboratories, Inc. (a) |
71,340 |
85,608 | |
|
Corcept Therapeutics, Inc. (a) |
7,957 |
8,753 | |
|
Cornerstone Therapeutics, Inc. (a) |
14,000 |
91,140 | |
|
CPEX Pharmaceuticals, Inc. (a) |
2,342 |
21,195 | |
|
Cypress Bioscience, Inc. (a) |
78,891 |
549,081 | |
|
DepoMed, Inc. (a) |
68,230 |
212,878 | |
|
Discovery Laboratories, Inc. (a) |
161,735 |
80,868 | |
|
Durect Corp. (a) |
101,287 |
247,140 | |
|
Emisphere Technologies, Inc. (a) |
22,624 |
20,384 | |
|
Endo Pharmaceuticals Holdings, Inc. (a) |
140,836 |
3,178,669 | |
|
Heska Corp. (a) |
20,430 |
9,806 | |
|
Hi-Tech Pharmacal Co., Inc. (a)(c) |
9,053 |
136,791 | |
|
Hollis-Eden Pharmaceuticals, Inc. (a) |
6,761 |
4,665 | |
|
Impax Laboratories, Inc. (a) |
60,000 |
455,400 | |
|
Inspire Pharmaceuticals, Inc. (a) |
77,302 |
461,493 | |
|
Ista Pharmaceuticals, Inc. (a) |
23,598 |
129,081 | |
|
Javelin Pharmaceuticals, Inc. (a)(c) |
73,596 |
131,001 | |
|
Jazz Pharmaceuticals, Inc. (a)(c) |
24,000 |
174,960 | |
|
KV Pharmaceutical Co. Class A (a)(c) |
41,227 |
94,410 | |
|
MAP Pharmaceuticals, Inc. (a) |
3,000 |
26,520 | |
|
Matrixx Initiatives, Inc. (a) |
18,280 |
98,529 | |
|
MDRNA, Inc. (a)(c) |
27,713 |
37,690 | |
|
Medicis Pharmaceutical Corp. Class A |
69,421 |
1,282,206 | |
|
MiddleBrook Pharmaceuticals, Inc. (a)(c) |
86,915 |
98,214 | |
|
Nutrition 21, Inc. (a) |
16,280 |
2,442 | |
|
Obagi Medical Products, Inc. (a) |
26,964 |
256,158 | |
|
Optimer Pharmaceuticals, Inc. (a)(c) |
39,164 |
510,307 | |
|
Pain Therapeutics, Inc. (a) |
81,649 |
416,410 | |
|
Par Pharmaceutical Companies, Inc. (a) |
48,743 |
996,794 | |
|
Penwest Pharmaceuticals Co. (a)(c) |
18,669 |
45,552 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
HEALTH CARE - continued | |||
|
Pharmaceuticals - continued | |||
|
Perrigo Co. |
112,300 |
$ 3,315,096 | |
|
Pozen, Inc. (a) |
32,512 |
218,806 | |
|
Questcor Pharmaceuticals, Inc. (a)(c) |
112,952 |
656,251 | |
|
Repros Therapeutics, Inc. (a) |
21,715 |
22,801 | |
|
Salix Pharmaceuticals Ltd. (a)(c) |
70,428 |
881,054 | |
|
Santarus, Inc. (a) |
45,220 |
143,800 | |
|
SCOLR Pharma, Inc. (a) |
17,200 |
6,020 | |
|
Sepracor, Inc. (a) |
143,306 |
2,601,004 | |
|
Somaxon Pharmaceuticals, Inc. (a)(c) |
7,756 |
19,002 | |
|
Sucampo Pharmaceuticals, Inc. |
7,000 |
39,270 | |
|
SuperGen, Inc. (a) |
50,317 |
141,391 | |
|
The Medicines Company (a) |
77,378 |
589,620 | |
|
Valeant Pharmaceuticals International (a) |
93,050 |
2,409,065 | |
|
ViroPharma, Inc. (a)(c) |
111,131 |
889,048 | |
|
Vivus, Inc. (a)(c) |
128,689 |
796,585 | |
|
XenoPort, Inc. (a) |
41,255 |
752,079 | |
|
|
26,877,443 | ||
|
TOTAL HEALTH CARE |
329,889,198 | ||
|
INDUSTRIALS - 12.4% | |||
|
Aerospace & Defense - 1.0% | |||
|
AAR Corp. (a)(c) |
55,788 |
948,954 | |
|
AeroVironment, Inc. (a) |
20,479 |
576,074 | |
|
Alliant Techsystems, Inc. (a)(c) |
44,539 |
3,441,974 | |
|
American Science & Engineering, Inc. |
14,790 |
910,916 | |
|
Applied Energetics, Inc. (a) |
50,433 |
24,208 | |
|
Applied Signal Technology, Inc. |
21,612 |
550,458 | |
|
Argon ST, Inc. (a) |
29,805 |
595,504 | |
|
Ascent Solar Technologies, Inc. (a)(c) |
22,936 |
128,900 | |
|
Astronics Corp. |
12,695 |
110,827 | |
|
Axsys Technologies, Inc. (a) |
14,515 |
783,810 | |
|
BE Aerospace, Inc. (a) |
131,399 |
2,250,865 | |
|
Breeze Industrial Products Corp. (a) |
9,000 |
54,000 | |
|
Ceradyne, Inc. (a) |
35,925 |
672,516 | |
|
CPI Aerostructures, Inc. (a) |
1,677 |
11,655 | |
|
Cubic Corp. |
21,833 |
775,508 | |
|
Curtiss-Wright Corp. |
58,470 |
1,904,368 | |
|
DigitalGlobe, Inc. |
15,754 |
316,025 | |
|
Ducommun, Inc. |
17,181 |
310,289 | |
|
DynCorp International, Inc. Class A (a) |
30,835 |
529,745 | |
|
Esterline Technologies Corp. (a) |
42,665 |
1,319,202 | |
|
GenCorp, Inc. (non-vtg.) (a) |
78,833 |
347,654 | |
|
Heico Corp. Class A |
24,181 |
742,357 | |
|
Herley Industries, Inc. (a) |
23,550 |
287,546 | |
|
Hexcel Corp. (a)(c) |
122,014 |
1,327,512 | |
|
Innovative Solutions & Support, Inc. |
8,701 |
32,542 | |
|
Kratos Defense & Security Solutions, Inc. (a) |
21,324 |
16,419 | |
|
Ladish Co., Inc. (a) |
23,791 |
348,300 | |
|
| |||
|
Shares |
Value | ||
|
LMI Aerospace, Inc. (a) |
12,245 |
$ 112,776 | |
|
Moog, Inc. Class A (a) |
46,409 |
1,344,933 | |
|
Orbital Sciences Corp. (a) |
69,818 |
1,032,608 | |
|
Spirit AeroSystems Holdings, Inc. |
126,683 |
1,966,120 | |
|
Stanley, Inc. (a) |
25,584 |
656,230 | |
|
Sypris Solutions, Inc. |
8,306 |
15,698 | |
|
Taser International, Inc. (a)(c) |
119,412 |
543,325 | |
|
Teledyne Technologies, Inc. (a) |
41,854 |
1,412,991 | |
|
The Allied Defense Group, Inc. (a) |
7,168 |
33,546 | |
|
Todd Shipyards Corp. |
6,043 |
96,688 | |
|
TransDigm Group, Inc. (a) |
50,382 |
2,243,007 | |
|
Triumph Group, Inc. |
20,339 |
884,747 | |
|
|
29,660,797 | ||
|
Air Freight & Logistics - 0.2% | |||
|
Air Transport Services Group, Inc. (a) |
82,053 |
242,877 | |
|
Atlas Air Worldwide Holdings, Inc. (a) |
15,089 |
376,320 | |
|
Dynamex, Inc. (a) |
16,027 |
263,003 | |
|
Forward Air Corp. |
37,345 |
861,923 | |
|
Hub Group, Inc. Class A (a) |
49,011 |
1,074,811 | |
|
Pacer International, Inc. |
47,214 |
195,466 | |
|
Park-Ohio Holdings Corp. (a) |
8,657 |
63,802 | |
|
UTI Worldwide, Inc. (a) |
120,424 |
1,547,448 | |
|
|
4,625,650 | ||
|
Airlines - 0.7% | |||
|
AirTran Holdings, Inc. (a)(c) |
165,434 |
1,100,136 | |
|
Alaska Air Group, Inc. (a) |
49,411 |
1,246,640 | |
|
Allegiant Travel Co. (a)(c) |
18,183 |
712,592 | |
|
AMR Corp. (a)(c) |
380,979 |
2,080,145 | |
|
Continental Airlines, Inc. Class B (a)(c) |
185,443 |
2,460,829 | |
|
Delta Air Lines, Inc. (a)(c) |
1,031,457 |
7,447,120 | |
|
ExpressJet Holdings, Inc. (a) |
3,420 |
9,747 | |
|
Hawaiian Holdings, Inc. (a) |
71,056 |
520,130 | |
|
JetBlue Airways Corp. (a)(c) |
331,781 |
1,927,648 | |
|
Pinnacle Airlines Corp. (a) |
20,690 |
139,658 | |
|
Republic Airways Holdings, Inc. (a) |
64,116 |
590,508 | |
|
SkyWest, Inc. |
73,433 |
1,134,540 | |
|
UAL Corp. (a)(c) |
167,866 |
1,045,805 | |
|
US Airways Group, Inc. (a)(c) |
209,903 |
713,670 | |
|
|
21,129,168 | ||
|
Building Products - 0.5% | |||
|
AAON, Inc. |
27,063 |
565,075 | |
|
American Woodmark Corp. (c) |
14,070 |
282,526 | |
|
Ameron International Corp. |
11,719 |
948,887 | |
|
Apogee Enterprises, Inc. |
50,019 |
660,251 | |
|
Armstrong World Industries, Inc. (a) |
20,296 |
678,089 | |
|
Builders FirstSource, Inc. (a)(c) |
13,109 |
100,808 | |
|
Gibraltar Industries, Inc. |
35,039 |
421,870 | |
|
Griffon Corp. (a)(c) |
76,109 |
804,472 | |
|
Insteel Industries, Inc. |
26,433 |
301,865 | |
|
Lennox International, Inc. |
66,000 |
2,368,080 | |
|
NCI Building Systems, Inc. (a)(c) |
19,180 |
51,594 | |
|
Owens Corning (a)(c) |
111,691 |
2,495,177 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INDUSTRIALS - continued | |||
|
Building Products - continued | |||
|
PGT, Inc. (a) |
17,454 |
$ 45,380 | |
|
Quanex Building Products Corp. |
66,783 |
899,567 | |
|
Simpson Manufacturing Co. Ltd. |
50,400 |
1,295,280 | |
|
Trex Co., Inc. (a)(c) |
23,394 |
444,720 | |
|
Universal Forest Products, Inc. |
26,244 |
1,083,877 | |
|
US Home Systems, Inc. (a) |
9,441 |
24,924 | |
|
USG Corp. (a)(c) |
89,347 |
1,327,696 | |
|
|
14,800,138 | ||
|
Commercial Services & Supplies - 1.5% | |||
|
A.T. Cross Co. Class A (a) |
7,939 |
37,393 | |
|
ABM Industries, Inc. |
61,660 |
1,383,034 | |
|
ACCO Brands Corp. (a) |
91,582 |
512,859 | |
|
American Ecology Corp. |
33,924 |
620,131 | |
|
American Reprographics Co. (a) |
47,342 |
432,706 | |
|
Amrep Corp. (a) |
2,187 |
25,741 | |
|
APAC Customer Services, Inc. (a) |
41,618 |
228,067 | |
|
ATC Technology Corp. (a) |
32,937 |
689,042 | |
|
Bowne & Co., Inc. |
50,176 |
351,232 | |
|
Casella Waste Systems, Inc. Class A (a) |
48,294 |
129,428 | |
|
CECO Environmental Corp. (a) |
10,861 |
36,493 | |
|
Cenveo, Inc. (a)(c) |
73,124 |
373,664 | |
|
Clean Harbors, Inc. (a) |
30,371 |
1,792,496 | |
|
Comfort Systems USA, Inc. |
64,838 |
769,627 | |
|
Consolidated Graphics, Inc. (a) |
11,385 |
235,214 | |
|
Copart, Inc. (a) |
92,000 |
3,251,280 | |
|
Cornell Companies, Inc. (a) |
18,779 |
377,270 | |
|
Corrections Corp. of America (a) |
157,000 |
3,114,880 | |
|
Courier Corp. |
15,869 |
255,491 | |
|
Covanta Holding Corp. (a)(c) |
177,000 |
3,168,300 | |
|
Deluxe Corp. |
69,542 |
1,162,047 | |
|
Document Security Systems, Inc. (a)(c) |
9,753 |
19,994 | |
|
EnergySolutions, Inc. |
101,000 |
896,880 | |
|
Ennis, Inc. |
47,022 |
640,910 | |
|
Food Technology Service, Inc. (a) |
6,071 |
10,928 | |
|
Fuel Tech, Inc. (a)(c) |
37,898 |
387,318 | |
|
G&K Services, Inc. Class A |
28,248 |
663,828 | |
|
GeoEye, Inc. (a)(c) |
34,033 |
861,716 | |
|
Healthcare Services Group, Inc. |
55,896 |
988,241 | |
|
Herman Miller, Inc. |
73,307 |
1,189,040 | |
|
HNI Corp. |
43,264 |
929,311 | |
|
Humitech International Group, Inc. (a) |
75 |
0 | |
|
ICT Group, Inc. (a) |
7,987 |
87,857 | |
|
InnerWorkings, Inc. (a)(c) |
45,820 |
263,007 | |
|
Innotrac Corp. (a) |
3,181 |
8,112 | |
|
Interface, Inc. Class A |
72,332 |
478,115 | |
|
Intersections, Inc. (a) |
3,842 |
16,405 | |
|
Kimball International, Inc. Class B |
40,994 |
260,722 | |
|
Knoll, Inc. |
78,418 |
755,165 | |
|
M&F Worldwide Corp. (a) |
24,753 |
485,654 | |
|
McGrath RentCorp. |
32,142 |
632,233 | |
|
Metalico, Inc. (a)(c) |
33,538 |
136,164 | |
|
| |||
|
Shares |
Value | ||
|
Mine Safety Appliances Co. |
44,010 |
$ 1,176,387 | |
|
Mobile Mini, Inc. (a)(c) |
45,131 |
800,173 | |
|
Multi-Color Corp. |
14,502 |
202,303 | |
|
North American Galvanizing & Coatings, Inc. (a) |
21,665 |
122,841 | |
|
Perma-Fix Environmental Services, Inc. (a) |
18,000 |
44,280 | |
|
PRG-Schultz International, Inc. (a) |
19,296 |
99,760 | |
|
Protection One, Inc. (a)(c) |
2,194 |
8,271 | |
|
RINO International Corp. (a)(c) |
6,000 |
76,500 | |
|
Rollins, Inc. |
71,693 |
1,279,720 | |
|
Schawk, Inc. Class A |
20,512 |
232,401 | |
|
Standard Parking Corp. (a) |
14,395 |
246,874 | |
|
Standard Register Co. |
38,184 |
164,955 | |
|
Steelcase, Inc. Class A |
117,946 |
737,163 | |
|
Superior Uniform Group, Inc. |
4,343 |
36,698 | |
|
Sykes Enterprises, Inc. (a) |
42,000 |
881,580 | |
|
Team, Inc. (a) |
32,295 |
562,902 | |
|
Tetra Tech, Inc. (a)(c) |
81,000 |
2,392,740 | |
|
The Brink's Co. |
59,500 |
1,567,825 | |
|
The Geo Group, Inc. (a) |
65,038 |
1,191,496 | |
|
TRC Companies, Inc. (a) |
3,649 |
13,574 | |
|
United Stationers, Inc. (a) |
31,000 |
1,416,390 | |
|
Viad Corp. |
28,896 |
522,151 | |
|
Virco Manufacturing Co. |
4,818 |
14,839 | |
|
Waste Connections, Inc. (a) |
108,000 |
2,953,800 | |
|
Waterlink, Inc. (a) |
13,000 |
7 | |
|
WCA Waste Corp. (a) |
14,127 |
58,203 | |
|
|
45,461,828 | ||
|
Construction & Engineering - 0.9% | |||
|
AECOM Technology Corp. (a) |
127,103 |
3,483,893 | |
|
Dycom Industries, Inc. (a) |
57,355 |
643,523 | |
|
EMCOR Group, Inc. (a) |
82,715 |
1,916,507 | |
|
Furmanite Corp. (a) |
53,002 |
193,987 | |
|
Granite Construction, Inc. |
46,000 |
1,476,600 | |
|
Great Lakes Dredge & Dock Corp. |
43,369 |
283,633 | |
|
Insituform Technologies, Inc. |
53,438 |
1,023,338 | |
|
Integrated Electrical Services, Inc. (a) |
10,323 |
86,094 | |
|
KBR, Inc. |
210,000 |
4,756,500 | |
|
Layne Christensen Co. (a) |
28,363 |
731,765 | |
|
MasTec, Inc. (a) |
65,829 |
622,742 | |
|
Michael Baker Corp. (a) |
15,127 |
506,452 | |
|
MYR Group, Inc. (a) |
28,622 |
586,751 | |
|
Northwest Pipe Co. (a) |
17,423 |
578,966 | |
|
Orion Marine Group, Inc. (a) |
34,845 |
712,580 | |
|
Pike Electric Corp. (a)(c) |
32,606 |
362,253 | |
|
Shaw Group, Inc. (a) |
110,000 |
3,226,300 | |
|
Sterling Construction Co., Inc. (a) |
32,215 |
518,662 | |
|
Tutor Perini Corp. (a)(c) |
47,726 |
936,384 | |
|
URS Corp. (a) |
114,199 |
4,936,823 | |
|
|
27,583,753 | ||
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INDUSTRIALS - continued | |||
|
Electrical Equipment - 1.7% | |||
|
A.O. Smith Corp. |
37,682 |
$ 1,433,800 | |
|
Active Power, Inc. (a) |
42,574 |
31,079 | |
|
Acuity Brands, Inc. |
56,389 |
1,810,651 | |
|
Advanced Battery Technologies, Inc. (a)(c) |
59,124 |
238,270 | |
|
Akeena Solar, Inc. (a)(c) |
35,000 |
37,800 | |
|
Allied Motion Technologies, Inc. (a) |
3,555 |
6,755 | |
|
American Superconductor Corp. (a)(c) |
54,487 |
1,760,475 | |
|
AMETEK, Inc. |
134,246 |
4,226,064 | |
|
AZZ, Inc. (a)(c) |
18,776 |
646,270 | |
|
Baldor Electric Co. |
58,592 |
1,644,677 | |
|
Beacon Power Corp. (a)(c) |
147,673 |
106,339 | |
|
Belden, Inc. |
59,000 |
1,234,870 | |
|
Brady Corp. Class A (c) |
60,122 |
1,781,415 | |
|
Broadwind Energy, Inc. (a)(c) |
63,611 |
480,899 | |
|
BTU International, Inc. (a) |
5,333 |
31,998 | |
|
C&D Technologies, Inc. (a)(c) |
41,016 |
82,032 | |
|
Capstone Turbine Corp. (a)(c) |
200,000 |
260,000 | |
|
Chase Corp. |
10,862 |
123,827 | |
|
Coleman Cable, Inc. (a)(c) |
9,142 |
40,865 | |
|
Daystar Technologies, Inc. (a)(c) |
55,291 |
33,423 | |
|
Digital Power Corp. (a) |
4,959 |
8,133 | |
|
Encore Wire Corp. |
25,710 |
608,813 | |
|
Ener1, Inc. (a) |
72,718 |
463,941 | |
|
Energy Conversion Devices, Inc. (a)(c) |
60,070 |
672,183 | |
|
Energy Focus, Inc. (a) |
9,000 |
9,090 | |
|
EnergyConnect Group, Inc. (a) |
20,770 |
1,433 | |
|
EnerSys (a) |
55,787 |
1,109,603 | |
|
Evergreen Solar, Inc. (a)(c) |
199,956 |
337,926 | |
|
First Solar, Inc. (a)(c) |
63,912 |
7,770,421 | |
|
Franklin Electric Co., Inc. |
26,733 |
842,357 | |
|
FuelCell Energy, Inc. (a)(c) |
146,663 |
535,320 | |
|
General Cable Corp. (a)(c) |
67,500 |
2,381,400 | |
|
GrafTech International Ltd. (a) |
159,033 |
2,263,040 | |
|
GT Solar International, Inc. (a)(c) |
57,605 |
295,514 | |
|
Hoku Scientific, Inc. (a)(c) |
35,507 |
65,688 | |
|
Hubbell, Inc. Class B |
73,063 |
2,810,734 | |
|
II-VI, Inc. (a) |
35,348 |
945,912 | |
|
LaBarge, Inc. (a) |
20,481 |
211,569 | |
|
LSI Industries, Inc. |
22,573 |
167,040 | |
|
MagneTek, Inc. (a) |
24,905 |
38,105 | |
|
Microvision, Inc. (a)(c) |
92,242 |
310,856 | |
|
Orion Energy Systems, Inc. (a) |
30,690 |
96,060 | |
|
Plug Power, Inc. (a) |
99,558 |
69,691 | |
|
Polypore International, Inc. (a) |
20,844 |
236,996 | |
|
Powell Industries, Inc. (a) |
10,294 |
389,319 | |
|
Power-One, Inc. (a)(c) |
77,604 |
100,885 | |
|
PowerSecure International, Inc. (a) |
19,994 |
105,968 | |
|
Preformed Line Products Co. |
2,387 |
89,513 | |
|
Regal-Beloit Corp. |
47,500 |
2,159,350 | |
|
Roper Industries, Inc. |
115,134 |
5,455,049 | |
|
| |||
|
Shares |
Value | ||
|
Satcon Technology Corp. (a) |
27,548 |
$ 54,270 | |
|
Spire Corp. (a) |
200 |
786 | |
|
SunPower Corp. Class A (a)(c) |
127,636 |
3,235,573 | |
|
Technology Research Corp. |
3,139 |
11,018 | |
|
Thomas & Betts Corp. (a)(c) |
68,500 |
1,896,765 | |
|
Ultralife Corp. (a)(c) |
23,317 |
140,602 | |
|
Universal Security Instruments, Inc. (a) |
4,000 |
22,400 | |
|
UQM Technologies, Inc. (a) |
34,052 |
153,234 | |
|
Valence Technology, Inc. (a)(c) |
60,894 |
91,341 | |
|
Vicor Corp. |
24,837 |
182,552 | |
|
Woodward Governor Co. |
72,000 |
1,511,280 | |
|
|
53,863,239 | ||
|
Industrial Conglomerates - 0.4% | |||
|
Carlisle Companies, Inc. |
80,073 |
2,641,608 | |
|
McDermott International, Inc. (a) |
300,531 |
7,140,617 | |
|
Otter Tail Corp. |
40,733 |
960,891 | |
|
Raven Industries, Inc. |
28,425 |
821,483 | |
|
Seaboard Corp. |
345 |
380,880 | |
|
Standex International Corp. |
25,611 |
438,204 | |
|
Tredegar Corp. |
37,965 |
568,716 | |
|
United Capital Corp. (a) |
2,068 |
45,062 | |
|
|
12,997,461 | ||
|
Machinery - 3.0% | |||
|
3D Systems Corp. (a) |
19,147 |
156,622 | |
|
Actuant Corp. Class A |
93,142 |
1,316,096 | |
|
AGCO Corp. (a) |
120,000 |
3,748,800 | |
|
Alamo Group, Inc. |
9,165 |
131,518 | |
|
Albany International Corp. Class A |
38,582 |
663,225 | |
|
Altra Holdings, Inc. (a) |
38,400 |
368,640 | |
|
American Railcar Industries, Inc. |
10,875 |
108,641 | |
|
Ampco-Pittsburgh Corp. |
11,263 |
268,960 | |
|
Astec Industries, Inc. (a)(c) |
22,000 |
557,260 | |
|
Badger Meter, Inc. |
21,232 |
768,386 | |
|
Baldwin Technology Co., Inc. Class A (a) |
3,555 |
5,226 | |
|
Barnes Group, Inc. |
73,304 |
1,076,836 | |
|
Blount International, Inc. (a) |
65,332 |
599,094 | |
|
Briggs & Stratton Corp. (c) |
66,560 |
1,174,118 | |
|
Bucyrus International, Inc. Class A |
98,601 |
2,943,240 | |
|
Cascade Corp. |
16,026 |
408,342 | |
|
Chart Industries, Inc. (a) |
43,160 |
805,366 | |
|
CIRCOR International, Inc. |
22,000 |
567,820 | |
|
CLARCOR, Inc. |
64,000 |
2,051,840 | |
|
Colfax Corp. (a) |
35,116 |
372,230 | |
|
Columbus McKinnon Corp. |
26,369 |
324,339 | |
|
Commercial Vehicle Group, Inc. (a) |
23,576 |
105,620 | |
|
Crane Co. |
70,885 |
1,663,671 | |
|
Donaldson Co., Inc. |
91,000 |
3,418,870 | |
|
Dynamic Materials Corp. |
15,806 |
255,899 | |
|
Eastern Co. |
7,453 |
122,900 | |
|
Energy Recovery, Inc. (a)(c) |
55,579 |
292,346 | |
|
EnPro Industries, Inc. (a) |
27,954 |
601,570 | |
|
ESCO Technologies, Inc. (a) |
33,226 |
1,231,356 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INDUSTRIALS - continued | |||
|
Machinery - continued | |||
|
Federal Signal Corp. |
72,236 |
$ 516,487 | |
|
Flanders Corp. (a) |
20,793 |
103,965 | |
|
Flow International Corp. (a) |
49,040 |
104,946 | |
|
Force Protection, Inc. (a) |
116,151 |
615,600 | |
|
FreightCar America, Inc. |
24,564 |
468,681 | |
|
Gardner Denver, Inc. (a) |
68,000 |
2,207,960 | |
|
Gorman-Rupp Co. |
25,393 |
598,005 | |
|
Graco, Inc. |
76,000 |
1,908,360 | |
|
Graham Corp. |
20,873 |
284,290 | |
|
Greenbrier Companies, Inc. (c) |
30,665 |
394,659 | |
|
Hardinge, Inc. |
9,527 |
57,829 | |
|
Harsco Corp. |
106,500 |
3,321,735 | |
|
Hirsch International Corp. Class A (a) |
2,100 |
672 | |
|
Hurco Companies, Inc. (a) |
6,978 |
116,323 | |
|
IDEX Corp. |
104,870 |
2,772,763 | |
|
John Bean Technologies Corp. |
44,256 |
738,633 | |
|
Joy Global, Inc. |
138,000 |
5,361,300 | |
|
K-Tron International, Inc. (a) |
4,944 |
416,384 | |
|
Kadant, Inc. (a) |
23,543 |
273,805 | |
|
Kaydon Corp. |
42,000 |
1,401,960 | |
|
Kennametal, Inc. |
94,000 |
2,072,700 | |
|
Key Technology, Inc. (a) |
5,197 |
57,219 | |
|
L.B. Foster Co. Class A (a) |
20,015 |
596,847 | |
|
Lincoln Electric Holdings, Inc. |
53,500 |
2,435,320 | |
|
Lindsay Corp. (c) |
17,076 |
708,825 | |
|
Lydall, Inc. (a) |
19,210 |
102,197 | |
|
Manitowoc Co., Inc. |
175,000 |
1,162,000 | |
|
Met-Pro Corp. |
23,574 |
233,147 | |
|
MFRI, Inc. (a) |
7,618 |
48,984 | |
|
Middleby Corp. (a)(c) |
24,500 |
1,156,155 | |
|
Miller Industries, Inc. (a) |
8,914 |
90,210 | |
|
Mueller Industries, Inc. |
48,311 |
1,168,643 | |
|
Mueller Water Products, Inc. Class A |
154,281 |
709,693 | |
|
NACCO Industries, Inc. Class A |
7,254 |
424,359 | |
|
Navistar International Corp. (a) |
82,000 |
3,545,680 | |
|
NN, Inc. |
18,519 |
62,594 | |
|
Nordson Corp. |
38,838 |
2,080,940 | |
|
Omega Flex, Inc. |
3,426 |
59,338 | |
|
Oshkosh Co. |
117,448 |
3,946,253 | |
|
Pentair, Inc. |
129,000 |
3,654,570 | |
|
PMFG, Inc. (a)(c) |
16,525 |
182,601 | |
|
Portec Rail Products, Inc. |
5,406 |
50,222 | |
|
RBC Bearings, Inc. (a) |
32,238 |
709,236 | |
|
Robbins & Myers, Inc. |
34,270 |
795,749 | |
|
Sauer-Danfoss, Inc. |
44,024 |
245,654 | |
|
SPX Corp. |
68,300 |
3,802,944 | |
|
Sun Hydraulics Corp. (c) |
26,638 |
490,938 | |
|
Tecumseh Products Co. Class A (non-vtg.) (a) |
30,207 |
273,373 | |
|
Tennant Co. |
26,225 |
670,573 | |
|
Terex Corp. (a)(c) |
136,000 |
2,241,280 | |
|
| |||
|
Shares |
Value | ||
|
The L.S. Starrett Co. Class A |
5,190 |
$ 49,253 | |
|
Thermadyne Holdings Corp. (a) |
12,828 |
63,114 | |
|
Timken Co. |
100,000 |
2,111,000 | |
|
Titan International, Inc. |
54,634 |
454,009 | |
|
Toro Co. (c) |
44,470 |
1,686,747 | |
|
TriMas Corp. (a) |
13,518 |
65,697 | |
|
Trinity Industries, Inc. (c) |
98,538 |
1,556,900 | |
|
Twin Disc, Inc. |
12,210 |
154,945 | |
|
Valmont Industries, Inc. |
24,154 |
1,988,599 | |
|
Wabash National Corp. |
46,716 |
113,053 | |
|
Wabtec Corp. |
65,961 |
2,470,239 | |
|
Watts Water Technologies, Inc. Class A |
35,000 |
1,055,950 | |
|
Xerium Technologies, Inc. (a) |
21,467 |
23,614 | |
|
|
93,344,552 | ||
|
Marine - 0.2% | |||
|
Alexander & Baldwin, Inc. |
57,671 |
1,655,158 | |
|
American Commercial Lines, Inc. (a)(c) |
12,032 |
257,485 | |
|
Eagle Bulk Shipping, Inc. |
74,082 |
372,632 | |
|
Excel Maritime Carriers Ltd. (c) |
51,446 |
348,804 | |
|
Genco Shipping & Trading Ltd. |
36,680 |
710,492 | |
|
Horizon Lines, Inc. Class A |
49,713 |
269,444 | |
|
International Shipholding Corp. |
14,747 |
442,115 | |
|
Kirby Corp. (a)(c) |
67,000 |
2,482,350 | |
|
OceanFreight, Inc. (c) |
126,564 |
168,330 | |
|
TBS International Ltd. Class A (a)(c) |
42,525 |
347,429 | |
|
|
7,054,239 | ||
|
Professional Services - 1.0% | |||
|
Administaff, Inc. |
28,710 |
693,059 | |
|
Advisory Board Co. (a) |
24,243 |
640,742 | |
|
Barrett Business Services, Inc. |
10,079 |
105,124 | |
|
CBIZ, Inc. (a)(c) |
72,051 |
515,885 | |
|
CDI Corp. |
21,666 |
329,107 | |
|
Competitive Technologies, Inc. (a) |
3,836 |
8,247 | |
|
Comsys IT Partners, Inc. (a) |
21,618 |
161,703 | |
|
Corporate Executive Board Co. |
47,543 |
1,143,409 | |
|
CoStar Group, Inc. (a)(c) |
24,162 |
916,948 | |
|
CRA International, Inc. (a) |
19,160 |
535,139 | |
|
Diamond Management & Technology Consultants, Inc. |
33,674 |
210,799 | |
|
Exponent, Inc. (a) |
23,566 |
666,446 | |
|
First Advantage Corp. Class A (a) |
15,252 |
267,368 | |
|
Franklin Covey Co. (a) |
19,359 |
107,249 | |
|
FTI Consulting, Inc. (a)(c) |
68,200 |
2,969,428 | |
|
GP Strategies Corp. (a) |
20,186 |
148,367 | |
|
Heidrick & Struggles International, Inc. |
28,672 |
602,685 | |
|
Hill International, Inc. (a) |
31,475 |
186,962 | |
|
Hudson Highland Group, Inc. (a) |
28,033 |
105,404 | |
|
Huron Consulting Group, Inc. (a) |
28,000 |
526,960 | |
|
ICF International, Inc. (a)(c) |
15,363 |
420,178 | |
|
IHS, Inc. Class A (a)(c) |
67,875 |
3,285,150 | |
|
Kelly Services, Inc. Class A (non-vtg.) |
47,114 |
540,869 | |
|
Kforce, Inc. (a) |
57,828 |
647,674 | |
|
Korn/Ferry International (a) |
58,651 |
811,143 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INDUSTRIALS - continued | |||
|
Professional Services - continued | |||
|
LECG Corp. (a) |
28,005 |
$ 94,097 | |
|
Manpower, Inc. |
105,154 |
5,436,462 | |
|
MPS Group, Inc. (a) |
115,000 |
1,133,900 | |
|
Navigant Consulting, Inc. (a) |
76,697 |
965,615 | |
|
Odyssey Marine Exploration, Inc. (a)(c) |
69,200 |
128,712 | |
|
On Assignment, Inc. (a) |
54,114 |
216,456 | |
|
RCM Technologies, Inc. (a) |
14,333 |
30,386 | |
|
Resources Connection, Inc. (a) |
56,300 |
867,583 | |
|
School Specialty, Inc. (a)(c) |
26,977 |
614,806 | |
|
Spherion Corp. (a) |
59,543 |
322,723 | |
|
Spherix, Inc. (a) |
5,297 |
8,634 | |
|
TrueBlue, Inc. (a) |
62,596 |
851,306 | |
|
UTEK Corp. (a)(c) |
10,333 |
45,982 | |
|
Volt Information Sciences, Inc. (a) |
18,549 |
187,345 | |
|
VSE Corp. |
5,862 |
201,125 | |
|
Watson Wyatt Worldwide, Inc. Class A |
56,250 |
2,458,125 | |
|
|
30,109,302 | ||
|
Road & Rail - 0.8% | |||
|
AMERCO (a)(c) |
8,022 |
365,001 | |
|
Arkansas Best Corp. |
28,944 |
923,314 | |
|
Avis Budget Group, Inc. (a)(c) |
136,672 |
1,329,819 | |
|
Celadon Group, Inc. (a) |
27,289 |
267,159 | |
|
Con-way, Inc. |
62,273 |
2,600,520 | |
|
Covenant Transport Group, Inc. |
4,491 |
21,871 | |
|
Dollar Thrifty Automotive Group, Inc. (a)(c) |
25,506 |
506,039 | |
|
Frozen Food Express Industries, Inc. |
4,026 |
14,534 | |
|
Genesee & Wyoming, Inc. Class A (a) |
48,854 |
1,533,039 | |
|
Heartland Express, Inc. |
66,575 |
942,702 | |
|
Hertz Global Holdings, Inc. (a)(c) |
235,534 |
2,336,497 | |
|
J.B. Hunt Transport Services, Inc. |
138,529 |
3,882,968 | |
|
Kansas City Southern (a)(c) |
121,049 |
2,893,071 | |
|
Knight Transportation, Inc. |
72,696 |
1,198,757 | |
|
Landstar System, Inc. |
66,231 |
2,309,475 | |
|
Marten Transport Ltd. (a) |
28,230 |
478,781 | |
|
Old Dominion Freight Lines, Inc. (a) |
36,095 |
1,291,479 | |
|
P.A.M. Transportation Services, Inc. (a) |
12,026 |
103,784 | |
|
Patriot Transportation Holding, Inc. (a) |
534 |
41,123 | |
|
Quality Distribution, Inc. (a) |
6,526 |
24,799 | |
|
Saia, Inc. (a) |
23,699 |
419,472 | |
|
Universal Truckload Services, Inc. |
5,000 |
82,600 | |
|
USA Truck, Inc. (a) |
9,594 |
127,792 | |
|
Werner Enterprises, Inc. |
60,000 |
1,048,800 | |
|
YRC Worldwide, Inc. (a)(c) |
82,201 |
183,308 | |
|
|
24,926,704 | ||
|
Trading Companies & Distributors - 0.5% | |||
|
Aceto Corp. |
30,921 |
206,861 | |
|
Aircastle Ltd. |
70,773 |
665,266 | |
|
Applied Industrial Technologies, Inc. |
58,265 |
1,202,007 | |
|
Beacon Roofing Supply, Inc. (a)(c) |
62,192 |
1,046,069 | |
|
| |||
|
Shares |
Value | ||
|
BlueLinx Corp. (a) |
14,464 |
$ 78,540 | |
|
DXP Enterprises, Inc. (a) |
10,192 |
108,137 | |
|
GATX Corp. |
63,585 |
1,744,137 | |
|
H&E Equipment Services, Inc. (a) |
41,920 |
420,038 | |
|
Houston Wire & Cable Co. |
30,981 |
356,591 | |
|
Interline Brands, Inc. (a) |
49,430 |
825,975 | |
|
Kaman Corp. |
37,243 |
772,047 | |
|
Lawson Products, Inc. |
5,016 |
90,689 | |
|
MSC Industrial Direct Co., Inc. |
54,329 |
2,146,539 | |
|
RSC Holdings, Inc. (a)(c) |
56,506 |
408,538 | |
|
Rush Enterprises, Inc. Class A (a) |
57,433 |
804,636 | |
|
TAL International Group, Inc. |
21,941 |
270,313 | |
|
Textainer Group Holdings Ltd. |
20,900 |
296,571 | |
|
Titan Machinery, Inc. (a)(c) |
20,360 |
245,338 | |
|
United Rentals, Inc. (a) |
89,034 |
818,222 | |
|
Watsco, Inc. (c) |
34,122 |
1,802,665 | |
|
WESCO International, Inc. (a)(c) |
54,000 |
1,297,620 | |
|
Willis Lease Finance Corp. (a) |
4,792 |
57,935 | |
|
|
15,664,734 | ||
|
Transportation Infrastructure - 0.0% | |||
|
CAI International, Inc. (a) |
12,443 |
78,266 | |
|
Macquarie Infrastructure Co. LLC |
73,840 |
458,546 | |
|
Quixote Corp. (a)(c) |
10,799 |
22,678 | |
|
|
559,490 | ||
|
TOTAL INDUSTRIALS |
381,781,055 | ||
|
INFORMATION TECHNOLOGY - 15.0% | |||
|
Communications Equipment - 1.6% | |||
|
3Com Corp. (a)(c) |
510,318 |
2,219,883 | |
|
Acme Packet, Inc. (a) |
42,210 |
344,434 | |
|
ADC Telecommunications, Inc. (a)(c) |
136,434 |
1,161,053 | |
|
Adtran, Inc. |
85,977 |
1,955,117 | |
|
Airvana, Inc. (a) |
45,735 |
296,820 | |
|
Alliance Fiber Optic Products, Inc. (a) |
23,499 |
26,319 | |
|
AltiGen Communications, Inc. (a) |
1,965 |
1,670 | |
|
Anaren, Inc. (a) |
35,373 |
568,798 | |
|
Arris Group, Inc. (a)(c) |
158,287 |
2,098,886 | |
|
Aruba Networks, Inc. (a) |
94,696 |
862,681 | |
|
Avocent Corp. (a) |
58,129 |
948,665 | |
|
Bel Fuse, Inc. Class B (non-vtg.) |
16,174 |
273,341 | |
|
BigBand Networks, Inc. (a) |
77,055 |
299,744 | |
|
Black Box Corp. |
26,793 |
670,897 | |
|
Blue Coat Systems, Inc. (a) |
52,090 |
1,021,485 | |
|
Brocade Communications Systems, Inc. (a) |
519,140 |
3,753,382 | |
|
Comarco, Inc. (a) |
2,807 |
5,277 | |
|
CommScope, Inc. (a) |
106,226 |
2,863,853 | |
|
Communications Systems, Inc. |
2,049 |
24,178 | |
|
Comtech Telecommunications Corp. (a)(c) |
36,154 |
1,229,959 | |
|
DG FastChannel, Inc. (a) |
29,436 |
510,420 | |
|
Digi International, Inc. (a) |
53,287 |
456,670 | |
|
Ditech Networks, Inc. (a) |
24,840 |
38,999 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
Communications Equipment - continued | |||
|
EchoStar Holding Corp. Class A (a) |
61,800 |
$ 1,146,390 | |
|
EMCORE Corp. (a) |
63,786 |
67,613 | |
|
EMS Technologies, Inc. (a) |
31,444 |
589,261 | |
|
Emulex Corp. (a) |
108,215 |
1,048,603 | |
|
Endwave Corp. (a) |
18,064 |
52,566 | |
|
Entrada Networks, Inc. (a) |
292 |
0 | |
|
Extreme Networks, Inc. (a) |
164,095 |
398,751 | |
|
F5 Networks, Inc. (a) |
105,206 |
3,628,555 | |
|
Finisar Corp. (a) |
587,136 |
516,680 | |
|
Globecomm Systems, Inc. (a) |
28,319 |
214,375 | |
|
Harmonic, Inc. (a) |
135,202 |
892,333 | |
|
Harris Stratex Networks, Inc. Class A (a) |
83,381 |
505,289 | |
|
Hughes Communications, Inc. (a)(c) |
8,804 |
228,992 | |
|
Infinera Corp. (a)(c) |
127,659 |
893,613 | |
|
InterDigital, Inc. (a)(c) |
59,032 |
1,237,311 | |
|
Ixia (a) |
77,110 |
471,142 | |
|
KVH Industries, Inc. (a) |
24,482 |
185,084 | |
|
Lantronix, Inc. (a) |
17,964 |
9,521 | |
|
Lantronix, Inc. warrants 2/9/11 (a)(f) |
81 |
1 | |
|
Loral Space & Communications Ltd. (a) |
12,027 |
248,237 | |
|
NETGEAR, Inc. (a) |
47,322 |
808,260 | |
|
Network Engines, Inc. (a) |
9,093 |
11,366 | |
|
Network Equipment Technologies, Inc. (a) |
31,753 |
210,840 | |
|
NumereX Corp. Class A (a) |
4,959 |
25,390 | |
|
Occam Networks, Inc. (a) |
8,924 |
31,680 | |
|
Oclaro, Inc. (a) |
208,424 |
167,781 | |
|
Oplink Communications, Inc. (a) |
24,767 |
343,766 | |
|
Opnext, Inc. (a) |
45,452 |
119,084 | |
|
Optelecom Nkf, Inc. (a) |
1,053 |
4,770 | |
|
Optical Cable Corp. (a) |
1,228 |
3,954 | |
|
ORBCOMM, Inc. (a)(c) |
46,095 |
99,104 | |
|
Palm, Inc. (a)(c) |
168,691 |
2,248,651 | |
|
Parkervision, Inc. (a)(c) |
28,207 |
101,827 | |
|
PC-Tel, Inc. (a) |
22,837 |
134,738 | |
|
Performance Technologies, Inc. (a) |
4,304 |
13,256 | |
|
Plantronics, Inc. |
65,343 |
1,561,044 | |
|
Polycom, Inc. (a)(c) |
106,000 |
2,500,540 | |
|
Powerwave Technologies, Inc. (a) |
140,885 |
174,697 | |
|
Riverbed Technology, Inc. (a)(c) |
73,829 |
1,423,423 | |
|
SCM Microsystems, Inc. (a) |
4,117 |
8,563 | |
|
SeaChange International, Inc. (a) |
42,335 |
378,475 | |
|
ShoreTel, Inc. (a) |
27,518 |
173,363 | |
|
Sonus Networks, Inc. (a) |
327,840 |
691,742 | |
|
Starent Networks Corp. (a)(c) |
59,827 |
1,210,898 | |
|
Sycamore Networks, Inc. (a) |
288,703 |
877,657 | |
|
Symmetricom, Inc. (a) |
84,462 |
443,426 | |
|
Tekelec (a) |
80,000 |
1,245,600 | |
|
Telular Corp. (a) |
14,093 |
45,802 | |
|
Tollgrade Communications, Inc. (a) |
15,734 |
87,953 | |
|
UTStarcom, Inc. (a) |
145,982 |
239,410 | |
|
| |||
|
Shares |
Value | ||
|
ViaSat, Inc. (a) |
41,699 |
$ 1,010,367 | |
|
Westell Technologies, Inc. Class A (a) |
93,476 |
103,758 | |
|
|
50,468,033 | ||
|
Computers & Peripherals - 0.8% | |||
|
3PAR, Inc. (a) |
48,674 |
430,278 | |
|
ActivIdentity Corp. (a) |
45,307 |
113,721 | |
|
Adaptec, Inc. (a) |
176,416 |
518,663 | |
|
Avid Technology, Inc. (a)(c) |
49,161 |
640,568 | |
|
Compellent Technologies, Inc. (a) |
39,620 |
591,130 | |
|
Concurrent Computer Corp. (a) |
7,911 |
35,362 | |
|
CopyTele, Inc. (a) |
16,655 |
9,327 | |
|
Cray, Inc. (a) |
48,219 |
352,481 | |
|
Datalink Corp. (a) |
2,058 |
7,615 | |
|
Dataram Corp. (a) |
3,649 |
6,860 | |
|
Diebold, Inc. |
91,230 |
2,752,409 | |
|
Dot Hill Systems Corp. (a) |
30,475 |
41,141 | |
|
Electronics for Imaging, Inc. (a) |
63,518 |
675,832 | |
|
Hauppauge Digital, Inc. (a) |
4,117 |
4,858 | |
|
Hutchinson Technology, Inc. (a) |
50,049 |
297,792 | |
|
Hypercom Corp. (a) |
60,574 |
162,944 | |
|
iGO, Inc. (a) |
18,109 |
14,849 | |
|
Imation Corp. |
44,586 |
383,440 | |
|
Immersion Corp. (a)(c) |
32,589 |
123,838 | |
|
Intermec, Inc. (a) |
57,284 |
814,578 | |
|
Interphase Corp. (a) |
2,203 |
9,319 | |
|
Intevac, Inc. (a) |
25,932 |
302,886 | |
|
Isilon Systems, Inc. (a) |
51,704 |
297,298 | |
|
LaserCard Corp. (a) |
11,480 |
103,664 | |
|
NCR Corp. (a) |
196,220 |
2,615,613 | |
|
Novatel Wireless, Inc. (a) |
57,720 |
556,998 | |
|
Overland Storage, Inc. (a) |
6,049 |
5,928 | |
|
Presstek, Inc. (a) |
39,299 |
56,984 | |
|
Qualstar Corp. |
2,735 |
5,470 | |
|
Quantum Corp. (a) |
267,685 |
329,253 | |
|
Rimage Corp. (a) |
17,322 |
278,884 | |
|
Seagate Technology |
645,590 |
8,941,422 | |
|
Silicon Graphics International Corp. (a) |
33,538 |
184,124 | |
|
STEC, Inc. (a)(c) |
38,975 |
1,579,657 | |
|
Stratasys, Inc. (a)(c) |
39,388 |
566,793 | |
|
Super Micro Computer, Inc. (a) |
44,834 |
357,327 | |
|
Synaptics, Inc. (a)(c) |
46,452 |
1,197,533 | |
|
Transact Technologies, Inc. (a) |
9,830 |
53,377 | |
|
ViewCast.com, Inc. (a) |
10,386 |
1,558 | |
|
|
25,421,774 | ||
|
Electronic Equipment & Components - 1.9% | |||
|
Acacia Research Corp. - Acacia Technologies (a) |
43,347 |
389,256 | |
|
Advanced Photonix, Inc. Class A (a) |
11,134 |
7,460 | |
|
Agilysys, Inc. |
29,348 |
186,066 | |
|
American Technology Corp. (a)(c) |
2,713 |
3,663 | |
|
Anixter International, Inc. (a) |
40,000 |
1,403,200 | |
|
Arrow Electronics, Inc. (a) |
149,536 |
4,133,175 | |
|
Avnet, Inc. (a) |
189,056 |
5,038,342 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
Electronic Equipment & Components - continued | |||
|
AVX Corp. |
87,205 |
$ 1,012,450 | |
|
Axcess, Inc. (a) |
6,529 |
2,677 | |
|
Benchmark Electronics, Inc. (a) |
80,000 |
1,312,000 | |
|
Brightpoint, Inc. (a) |
115,232 |
845,803 | |
|
CalAmp Corp. (a) |
25,303 |
52,377 | |
|
Checkpoint Systems, Inc. (a) |
51,307 |
855,288 | |
|
Clearfield, Inc. (a) |
3,836 |
12,352 | |
|
Cogent, Inc. (a)(c) |
46,583 |
489,122 | |
|
Cognex Corp. |
51,673 |
827,801 | |
|
Coherent, Inc. (a) |
36,106 |
807,330 | |
|
Comverge, Inc. (a) |
38,266 |
426,283 | |
|
CPI International, Inc. (a) |
8,558 |
80,274 | |
|
CTS Corp. |
44,375 |
393,163 | |
|
Daktronics, Inc. |
60,187 |
485,709 | |
|
DDi Corp. (a) |
20,393 |
82,796 | |
|
Digital Ally, Inc. (a)(c) |
16,594 |
40,323 | |
|
Dolby Laboratories, Inc. Class A (a)(c) |
67,495 |
2,632,980 | |
|
DTS, Inc. (a)(c) |
27,300 |
731,640 | |
|
Echelon Corp. (a)(c) |
60,522 |
687,530 | |
|
Electro Rent Corp. |
34,950 |
356,141 | |
|
Electro Scientific Industries, Inc. (a) |
32,818 |
403,005 | |
|
Entorian Technologies, Inc. (a) |
7,258 |
2,540 | |
|
FARO Technologies, Inc. (a) |
31,517 |
536,104 | |
|
Frequency Electronics, Inc. (a) |
1,170 |
4,095 | |
|
Gerber Scientific, Inc. (a) |
34,143 |
146,473 | |
|
Giga-Tronics, Inc. (a) |
4,585 |
8,712 | |
|
GTSI Corp. (a) |
3,743 |
29,981 | |
|
I. D. Systems Inc. (a) |
11,645 |
39,826 | |
|
Ingram Micro, Inc. Class A (a) |
213,634 |
3,580,506 | |
|
Insight Enterprises, Inc. (a) |
52,859 |
606,293 | |
|
Intelli-Check, Inc. (a) |
1,429 |
2,072 | |
|
IPG Photonics Corp. (a)(c) |
36,400 |
441,168 | |
|
Iteris, Inc. (a) |
4,304 |
6,370 | |
|
Itron, Inc. (a)(c) |
47,945 |
2,626,907 | |
|
Jaco Electronics, Inc. (a) |
3,836 |
2,608 | |
|
Keithley Instruments, Inc. |
19,213 |
96,065 | |
|
L-1 Identity Solutions, Inc. (a)(c) |
115,900 |
831,003 | |
|
LeCroy Corp. (a) |
12,897 |
51,330 | |
|
LightPath Technologies, Inc. Class A (a) |
1,150 |
2,438 | |
|
Littelfuse, Inc. (a) |
33,035 |
827,196 | |
|
LoJack Corp. (a) |
17,896 |
92,522 | |
|
Mace Security International, Inc. (a) |
8,918 |
8,918 | |
|
Maxwell Technologies, Inc. (a)(c) |
30,872 |
417,698 | |
|
Measurement Specialties, Inc. (a) |
23,718 |
250,936 | |
|
Mercury Computer Systems, Inc. (a) |
28,979 |
275,880 | |
|
Merix Corp. (a) |
15,740 |
31,165 | |
|
Mesa Laboratories, Inc. |
4,207 |
92,596 | |
|
Methode Electronics, Inc. Class A |
45,732 |
394,667 | |
|
Micronetics, Inc. (a) |
3,743 |
10,892 | |
|
MTS Systems Corp. |
33,244 |
882,296 | |
|
Multi-Fineline Electronix, Inc. (a) |
16,822 |
464,960 | |
|
| |||
|
Shares |
Value | ||
|
Napco Security Technolgies, Inc. (a) |
17,472 |
$ 23,587 | |
|
National Instruments Corp. |
76,000 |
1,947,880 | |
|
Newport Corp. (a) |
44,542 |
315,803 | |
|
NU Horizons Electronics Corp. (a) |
14,521 |
55,761 | |
|
OSI Systems, Inc. (a) |
30,909 |
521,435 | |
|
Par Technology Corp. (a) |
6,450 |
39,216 | |
|
Park Electrochemical Corp. |
26,409 |
568,850 | |
|
PC Connection, Inc. (a) |
13,930 |
77,312 | |
|
PC Mall, Inc. (a) |
3,555 |
27,054 | |
|
Perceptron, Inc. (a) |
2,600 |
11,180 | |
|
Planar Systems, Inc. (a) |
18,106 |
51,421 | |
|
Plexus Corp. (a) |
54,359 |
1,368,760 | |
|
RadiSys Corp. (a) |
34,357 |
250,806 | |
|
RAE Systems, Inc. (a) |
46,052 |
53,420 | |
|
Research Frontiers, Inc. (a)(c) |
22,011 |
68,454 | |
|
RF Industries Ltd. |
2,339 |
9,403 | |
|
RF Monolithics, Inc. (a) |
3,462 |
2,458 | |
|
Richardson Electronics Ltd. |
33,307 |
134,893 | |
|
Rofin-Sinar Technologies, Inc. (a) |
37,500 |
852,750 | |
|
Rogers Corp. (a) |
24,582 |
641,590 | |
|
Sanmina-SCI Corp. (a) |
124,298 |
785,563 | |
|
ScanSource, Inc. (a) |
34,240 |
958,378 | |
|
Sigmatron International, Inc. (a) |
762 |
2,370 | |
|
SMART Modular Technologies (WWH), Inc. (a) |
33,557 |
128,523 | |
|
Spectrum Control, Inc. (a) |
14,200 |
130,356 | |
|
SYNNEX Corp. (a)(c) |
26,166 |
775,822 | |
|
Tech Data Corp. (a)(c) |
62,236 |
2,371,192 | |
|
Technitrol, Inc. |
64,084 |
528,052 | |
|
Tessco Technologies, Inc. |
4,000 |
66,920 | |
|
Trimble Navigation Ltd. (a)(c) |
156,680 |
3,989,073 | |
|
TTM Technologies, Inc. (a) |
75,245 |
761,479 | |
|
Universal Display Corp. (a)(c) |
52,827 |
575,814 | |
|
Vicon Industries, Inc. (a) |
18,575 |
104,949 | |
|
Vishay Intertechnology, Inc. (a) |
226,518 |
1,828,000 | |
|
X-Rite, Inc. (a)(c) |
41,424 |
83,676 | |
|
Zygo Corp. (a) |
17,642 |
118,378 | |
|
|
56,693,001 | ||
|
Internet Software & Services - 1.1% | |||
|
Answers Corp. (a)(c) |
9,496 |
77,392 | |
|
Art Technology Group, Inc. (a) |
208,809 |
843,588 | |
|
Autobytel, Inc. (a) |
47,104 |
28,733 | |
|
Bankrate, Inc. (a) |
20,760 |
591,452 | |
|
Communication Intelligence Corp. (a) |
7,900 |
632 | |
|
comScore, Inc. (a) |
31,039 |
431,752 | |
|
Constant Contact, Inc. (a)(c) |
36,886 |
768,335 | |
|
DealerTrack Holdings, Inc. (a) |
52,106 |
1,051,499 | |
|
Dice Holdings, Inc. (a) |
26,816 |
156,874 | |
|
Digital River, Inc. (a) |
48,914 |
1,727,642 | |
|
DivX, Inc. (a) |
39,119 |
204,201 | |
|
EarthLink, Inc. |
137,520 |
1,144,166 | |
|
EasyLink Services International Corp. (a) |
3,400 |
5,712 | |
|
EDGAR Online, Inc. (a) |
3,836 |
8,056 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
Internet Software & Services - continued | |||
|
Equinix, Inc. (a)(c) |
50,200 |
$ 4,229,852 | |
|
Goldleaf Financial Solutions, Inc. (a) |
12,407 |
11,985 | |
|
GSI Commerce, Inc. (a) |
36,580 |
634,297 | |
|
IAC/InterActiveCorp (a) |
146,341 |
2,710,235 | |
|
iMergent, Inc. |
8,356 |
55,985 | |
|
InfoSpace, Inc. (a) |
61,369 |
497,089 | |
|
Innodata Isogen, Inc. (a) |
20,932 |
108,846 | |
|
InsWeb Corp. (a) |
283 |
691 | |
|
Internap Network Services Corp. (a)(c) |
72,295 |
218,331 | |
|
Internet America, Inc. (a) |
6,082 |
1,825 | |
|
Internet Brands, Inc. Class A (a) |
25,000 |
182,250 | |
|
Internet Capital Group, Inc. (a) |
40,804 |
270,939 | |
|
iPass, Inc. |
58,644 |
85,620 | |
|
j2 Global Communications, Inc. (a) |
56,570 |
1,208,901 | |
|
Jupiter Media Metrix, Inc. (a) |
14,700 |
0 | |
|
Keynote Systems, Inc. (a) |
23,393 |
235,334 | |
|
Limelight Networks, Inc. (a) |
49,810 |
166,365 | |
|
Liquidity Services, Inc. (a) |
19,229 |
209,404 | |
|
LivePerson, Inc. (a) |
43,962 |
181,123 | |
|
LogMeIn, Inc. |
27,000 |
440,100 | |
|
LoopNet, Inc. (a) |
57,766 |
461,550 | |
|
Marchex, Inc. Class B |
49,302 |
211,013 | |
|
ModusLink Global Solutions, Inc. (a) |
64,659 |
464,252 | |
|
Move, Inc. (a) |
195,366 |
564,608 | |
|
NIC, Inc. |
77,328 |
593,106 | |
|
Omniture, Inc. (a) |
104,593 |
1,496,726 | |
|
On2.Com, Inc. (a)(c) |
249,633 |
144,787 | |
|
Onstream Media Corp. (a) |
1,100 |
451 | |
|
Onvia.com, Inc. (a)(c) |
1,133 |
6,549 | |
|
OpenTable, Inc. |
4,918 |
135,884 | |
|
Openwave Systems, Inc. (a) |
93,277 |
258,377 | |
|
Perficient, Inc. (a) |
33,787 |
262,187 | |
|
Rackspace Hosting, Inc. (c) |
101,290 |
1,310,693 | |
|
RealNetworks, Inc. (a)(c) |
147,909 |
523,598 | |
|
Saba Software, Inc. (a) |
37,485 |
127,824 | |
|
SAVVIS, Inc. |
55,661 |
944,011 | |
|
Selectica, Inc. (a) |
14,034 |
5,333 | |
|
Support.com, Inc. (a) |
54,187 |
127,339 | |
|
Switch & Data Facilities Co., Inc. (a) |
42,539 |
578,105 | |
|
TechTarget, Inc. (a) |
6,000 |
38,520 | |
|
Terremark Worldwide, Inc. (a)(c) |
39,407 |
207,675 | |
|
The Knot, Inc. (a) |
56,086 |
566,469 | |
|
TheStreet.com, Inc. |
23,106 |
58,920 | |
|
Travelzoo, Inc. (a)(c) |
7,829 |
94,653 | |
|
United Online, Inc. |
126,902 |
888,314 | |
|
US Dataworks, Inc. (a) |
4,512 |
1,173 | |
|
ValueClick, Inc. (a) |
117,756 |
1,206,999 | |
|
VistaPrint Ltd. (a)(c) |
54,784 |
2,270,249 | |
|
Vocus, Inc. (a) |
32,978 |
556,009 | |
|
Web.com, Inc. (a) |
41,630 |
227,300 | |
|
WebMD Health Corp. Class A (a)(c) |
19,441 |
639,414 | |
|
| |||
|
Shares |
Value | ||
|
WebMediaBrands, Inc. (a) |
31,939 |
$ 21,080 | |
|
Zix Corp. (a)(c) |
83,740 |
152,407 | |
|
|
33,634,781 | ||
|
IT Services - 3.4% | |||
|
Acxiom Corp. |
110,890 |
1,011,317 | |
|
Alliance Data Systems Corp. (a)(c) |
82,300 |
4,572,588 | |
|
Analysts International Corp. (a) |
9,684 |
6,876 | |
|
Broadridge Financial Solutions, Inc. |
187,000 |
3,893,340 | |
|
CACI International, Inc. Class A (a) |
38,400 |
1,764,864 | |
|
Cass Information Systems, Inc. |
14,016 |
437,580 | |
|
Ciber, Inc. (a) |
101,933 |
397,539 | |
|
Computer Task Group, Inc. (a) |
17,888 |
110,548 | |
|
CSG Systems International, Inc. (a) |
42,838 |
645,569 | |
|
CSP, Inc. (a) |
3,555 |
12,123 | |
|
CyberSource Corp. (a) |
94,102 |
1,444,466 | |
|
DST Systems, Inc. (a)(c) |
53,000 |
2,427,930 | |
|
Edgewater Technology, Inc. (a) |
4,972 |
15,761 | |
|
eLoyalty Corp. (a) |
4,735 |
40,011 | |
|
ePresence, Inc. (a) |
5,520 |
0 | |
|
Euronet Worldwide, Inc. (a) |
64,983 |
1,534,898 | |
|
ExlService Holdings, Inc. (a) |
20,112 |
241,344 | |
|
Forrester Research, Inc. (a) |
20,849 |
490,785 | |
|
Gartner, Inc. Class A (a) |
81,000 |
1,349,460 | |
|
Genpact Ltd. (a) |
72,000 |
909,360 | |
|
Global Cash Access Holdings, Inc. (a)(c) |
43,141 |
312,772 | |
|
Global Payments, Inc. |
105,000 |
4,456,200 | |
|
Hackett Group, Inc. (a) |
44,735 |
117,206 | |
|
Heartland Payment Systems, Inc. |
39,418 |
493,119 | |
|
Hewitt Associates, Inc. Class A (a) |
114,816 |
4,135,672 | |
|
iGate Corp. |
57,350 |
381,951 | |
|
infoGROUP, Inc. (a) |
35,867 |
221,299 | |
|
Integral Systems, Inc. (a)(c) |
27,146 |
170,205 | |
|
INX, Inc. (a) |
7,038 |
44,269 | |
|
Lender Processing Services, Inc. |
123,359 |
4,228,747 | |
|
Lionbridge Technologies, Inc. (a) |
91,247 |
245,454 | |
|
ManTech International Corp. Class A (a) |
28,500 |
1,505,940 | |
|
Mastech Holdings, Inc. (a) |
2,512 |
9,345 | |
|
Maximus, Inc. |
24,417 |
1,016,968 | |
|
Metavante Technologies, Inc. (a) |
118,942 |
3,747,862 | |
|
MoneyGram International, Inc. (a) |
85,260 |
226,792 | |
|
NCI, Inc. Class A (a)(c) |
15,408 |
452,225 | |
|
NeuStar, Inc. Class A (a) |
99,500 |
2,306,410 | |
|
Newtek Business Services, Inc. (a) |
5,503 |
2,586 | |
|
Online Resources Corp. (a) |
30,274 |
165,599 | |
|
Perot Systems Corp. Class A (a) |
114,000 |
1,898,100 | |
|
PFSweb, Inc. (a)(c) |
2,844 |
4,636 | |
|
Rainmaker Systems, Inc. (a) |
15,480 |
21,517 | |
|
RightNow Technologies, Inc. (a) |
39,725 |
499,741 | |
|
SAIC, Inc. (a) |
279,000 |
5,158,710 | |
|
Sapient Corp. (a) |
123,951 |
908,561 | |
|
SRA International, Inc. Class A (a) |
47,647 |
946,746 | |
|
StarTek, Inc. (a) |
12,312 |
95,172 | |
|
Storage Engine, Inc. (a) |
500 |
0 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
IT Services - continued | |||
|
Syntel, Inc. |
30,000 |
$ 1,202,100 | |
|
TechTeam Global, Inc. (a) |
6,114 |
44,571 | |
|
Teletech Holdings, Inc. (a) |
47,000 |
801,820 | |
|
The Management Network Group, Inc. (a) |
14,649 |
7,207 | |
|
TNS, Inc. (a) |
41,336 |
1,073,083 | |
|
TSR, Inc. |
4,079 |
9,178 | |
|
Unisys Corp. (a)(c) |
471,040 |
1,149,338 | |
|
VeriFone Holdings, Inc. (a) |
94,228 |
1,087,391 | |
|
Virtusa Corp. (a) |
19,000 |
191,140 | |
|
Visa, Inc. Class A |
583,535 |
41,489,339 | |
|
WidePoint Corp. (a) |
5,600 |
3,416 | |
|
Wilhelmina International, Inc. (a) |
5,500 |
732 | |
|
WPCS International, Inc. (a) |
8,000 |
27,120 | |
|
Wright Express Corp. (a) |
50,750 |
1,599,640 | |
|
|
103,766,238 | ||
|
Office Electronics - 0.1% | |||
|
Zebra Technologies Corp. Class A (a) |
78,618 |
1,964,664 | |
|
Semiconductors & Semiconductor Equipment - 3.2% | |||
|
Actel Corp. (a) |
58,521 |
636,708 | |
|
Advanced Analogic Technologies, Inc. (a) |
65,170 |
293,917 | |
|
Advanced Energy Industries, Inc. (a) |
54,478 |
569,840 | |
|
AEHR Test Systems (a) |
9,000 |
7,730 | |
|
Aetrium, Inc. (a) |
100 |
215 | |
|
Amkor Technology, Inc. (a)(c) |
159,226 |
882,112 | |
|
Amtech Systems, Inc. (a) |
4,491 |
22,096 | |
|
ANADIGICS, Inc. (a) |
82,743 |
318,561 | |
|
Applied Micro Circuits Corp. (a) |
89,039 |
706,970 | |
|
Atheros Communications, Inc. (a)(c) |
79,303 |
2,191,935 | |
|
Atmel Corp. (a) |
529,344 |
2,186,191 | |
|
ATMI, Inc. (a) |
47,043 |
799,261 | |
|
AuthenTec, Inc. (a) |
20,883 |
59,517 | |
|
Axcelis Technologies, Inc. (a) |
97,665 |
72,370 | |
|
AXT, Inc. (a) |
32,208 |
56,364 | |
|
Brooks Automation, Inc. (a) |
108,503 |
705,270 | |
|
Cabot Microelectronics Corp. (a) |
33,552 |
1,159,222 | |
|
California Micro Devices Corp. (a) |
27,193 |
78,588 | |
|
Cavium Networks, Inc. (a) |
56,704 |
1,151,658 | |
|
Ceva, Inc. (a) |
31,474 |
274,139 | |
|
Cirrus Logic, Inc. (a) |
103,442 |
513,072 | |
|
Cohu, Inc. |
47,363 |
562,199 | |
|
Conexant Systems, Inc. (a) |
100,115 |
273,314 | |
|
Cree, Inc. (a) |
105,319 |
3,879,952 | |
|
Cymer, Inc. (a) |
36,276 |
1,276,190 | |
|
Cypress Semiconductor Corp. (a)(c) |
199,925 |
2,023,241 | |
|
Diodes, Inc. (a) |
43,903 |
889,914 | |
|
DSP Group, Inc. (a) |
40,671 |
321,301 | |
|
Entegris, Inc. (a) |
156,901 |
627,604 | |
|
Entropic Communications, Inc. (a) |
55,907 |
171,075 | |
|
Exar Corp. (a) |
65,969 |
495,427 | |
|
| |||
|
Shares |
Value | ||
|
Fairchild Semiconductor International, Inc. (a) |
173,940 |
$ 1,749,836 | |
|
FEI Co. (a) |
53,494 |
1,265,668 | |
|
FormFactor, Inc. (a) |
67,063 |
1,471,362 | |
|
FSI International, Inc. (a) |
31,373 |
26,670 | |
|
Hittite Microwave Corp. (a) |
29,676 |
1,021,448 | |
|
Ikanos Communications, Inc. (a) |
35,716 |
61,074 | |
|
Integrated Device Technology, Inc. (a) |
232,911 |
1,590,782 | |
|
Integrated Silicon Solution, Inc. (a) |
27,319 |
99,168 | |
|
International Rectifier Corp. (a) |
83,616 |
1,569,472 | |
|
Intersil Corp. Class A |
163,892 |
2,425,602 | |
|
IXYS Corp. |
55,002 |
374,014 | |
|
Kopin Corp. (a) |
85,198 |
328,012 | |
|
Kulicke & Soffa Industries, Inc. (a) |
100,191 |
527,005 | |
|
Lam Research Corp. (a)(c) |
164,387 |
5,046,681 | |
|
Lattice Semiconductor Corp. (a) |
185,120 |
455,395 | |
|
Leadis Technology, Inc. (a) |
36,160 |
28,928 | |
|
Logic Devices, Inc. (a) |
8,982 |
9,072 | |
|
LTX-Credence Corp. (a) |
170,476 |
170,476 | |
|
Marvell Technology Group Ltd. (a)(c) |
647,850 |
9,879,713 | |
|
Mattson Technology, Inc. (a) |
59,441 |
98,078 | |
|
Maxim Integrated Products, Inc. |
405,546 |
7,616,154 | |
|
Micrel, Inc. |
61,893 |
480,909 | |
|
Microsemi Corp. (a) |
100,813 |
1,422,471 | |
|
Microtune, Inc. (a) |
62,874 |
124,491 | |
|
Mindspeed Technologies, Inc. (a) |
14,694 |
33,062 | |
|
MIPS Technologies, Inc. (a) |
61,059 |
214,317 | |
|
MKS Instruments, Inc. (a) |
58,782 |
1,083,352 | |
|
Monolithic Power Systems, Inc. (a) |
48,944 |
1,102,708 | |
|
MoSys, Inc. (a) |
21,647 |
53,685 | |
|
Nanometrics, Inc. (a) |
3,555 |
22,823 | |
|
Netlogic Microsystems, Inc. (a)(c) |
25,992 |
1,141,309 | |
|
NVE Corp. (a) |
8,431 |
448,529 | |
|
Omnivision Technologies, Inc. (a) |
78,325 |
1,145,895 | |
|
ON Semiconductor Corp. (a) |
556,431 |
4,490,398 | |
|
PDF Solutions, Inc. (a) |
29,912 |
80,463 | |
|
Pericom Semiconductor Corp. (a) |
43,926 |
378,203 | |
|
Photronics, Inc. (a) |
45,499 |
207,475 | |
|
Pixelworks, Inc. (a) |
8,415 |
29,032 | |
|
PLX Technology, Inc. (a) |
37,123 |
127,332 | |
|
PMC-Sierra, Inc. (a)(c) |
281,824 |
2,558,962 | |
|
Power Integrations, Inc. |
36,757 |
1,203,792 | |
|
QuickLogic Corp. (a) |
5,545 |
6,488 | |
|
Rambus, Inc. (a)(c) |
144,770 |
2,765,107 | |
|
Ramtron International Corp. (a) |
4,828 |
7,966 | |
|
RF Micro Devices, Inc. (a) |
324,615 |
1,525,691 | |
|
Rubicon Technology, Inc. (a)(c) |
18,140 |
222,034 | |
|
Rudolph Technologies, Inc. (a) |
38,778 |
248,955 | |
|
Semitool, Inc. (a) |
27,663 |
181,746 | |
|
Semtech Corp. (a)(c) |
77,161 |
1,409,731 | |
|
Sigma Designs, Inc. (a)(c) |
42,044 |
594,082 | |
|
Silicon Image, Inc. (a) |
164,044 |
498,694 | |
|
Silicon Laboratories, Inc. (a)(c) |
55,862 |
2,516,024 | |
|
Silicon Storage Technology, Inc. (a) |
124,888 |
228,545 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
Semiconductors & Semiconductor Equipment - continued | |||
|
Skyworks Solutions, Inc. (a)(c) |
221,960 |
$ 2,585,834 | |
|
Standard Microsystems Corp. (a) |
33,263 |
774,363 | |
|
Supertex, Inc. (a) |
24,258 |
626,827 | |
|
Techwell, Inc. (a) |
29,794 |
266,954 | |
|
Tegal Corp. (a) |
888 |
1,003 | |
|
Tessera Technologies, Inc. (a) |
68,779 |
1,728,416 | |
|
Transwitch Corp. (a) |
179,990 |
106,554 | |
|
Trident Microsystems, Inc. (a) |
126,386 |
304,590 | |
|
TriQuint Semiconductor, Inc. (a) |
201,875 |
1,477,725 | |
|
Ultra Clean Holdings, Inc. (a) |
19,832 |
69,015 | |
|
Ultratech, Inc. (a) |
41,510 |
449,553 | |
|
Varian Semiconductor Equipment Associates, Inc. (a) |
94,701 |
2,895,010 | |
|
Veeco Instruments, Inc. (a) |
49,100 |
1,054,668 | |
|
Virage Logic Corp. (a) |
6,362 |
30,538 | |
|
Volterra Semiconductor Corp. (a) |
50,440 |
893,292 | |
|
White Electronic Designs Corp. (a) |
5,571 |
23,064 | |
|
Zilog, Inc. (a) |
8,368 |
21,924 | |
|
Zoran Corp. (a) |
74,018 |
817,899 | |
|
|
99,702,063 | ||
|
Software - 2.9% | |||
|
Access Integrated Technologies, Inc. |
30,643 |
30,030 | |
|
ACI Worldwide, Inc. (a)(c) |
49,434 |
670,325 | |
|
Activision Blizzard, Inc. (a) |
786,982 |
9,136,861 | |
|
Actuate Corp. (a) |
51,793 |
291,077 | |
|
Adept Technology, Inc. (a) |
1,291 |
3,331 | |
|
Advent Software, Inc. (a)(c) |
24,913 |
963,884 | |
|
American Software, Inc. Class A |
22,733 |
143,218 | |
|
ANSYS, Inc. (a)(c) |
112,257 |
3,944,711 | |
|
ArcSight, Inc. (a) |
33,534 |
648,883 | |
|
Ariba, Inc. (a)(c) |
119,471 |
1,369,138 | |
|
Authentidate Holding Corp. (a) |
8,307 |
9,802 | |
|
Avatech Solutions, Inc. (a) |
735 |
368 | |
|
Bitstream, Inc. Class A (a) |
3,682 |
18,705 | |
|
Blackbaud, Inc. |
61,533 |
1,185,126 | |
|
Blackboard, Inc. (a)(c) |
39,222 |
1,349,629 | |
|
Bottomline Technologies, Inc. (a) |
31,276 |
378,440 | |
|
BSQUARE Corp. (a) |
2,830 |
6,283 | |
|
Cadence Design Systems, Inc. (a) |
353,525 |
2,216,602 | |
|
Callidus Software, Inc. (a) |
15,599 |
42,585 | |
|
Chordiant Software, Inc. (a) |
32,427 |
126,790 | |
|
CommVault Systems, Inc. (a) |
55,698 |
1,018,716 | |
|
Concur Technologies, Inc. (a)(c) |
60,405 |
2,135,921 | |
|
Convera Corp. Class A (a) |
32,212 |
7,087 | |
|
Datawatch Corp. (a) |
3,120 |
8,268 | |
|
Deltek, Inc. (a) |
12,830 |
92,248 | |
|
DemandTec, Inc. (a) |
21,979 |
186,162 | |
|
Double-Take Software, Inc. (a) |
31,281 |
274,647 | |
|
Dynamics Research Corp. (a) |
8,139 |
112,155 | |
|
ebix.com, Inc. (a)(c) |
15,604 |
770,213 | |
|
| |||
|
Shares |
Value | ||
|
Epicor Software Corp. (a)(c) |
81,882 |
$ 515,857 | |
|
EPIQ Systems, Inc. (a) |
39,988 |
599,420 | |
|
Evolving Systems, Inc. (a) |
1,942 |
11,225 | |
|
FactSet Research Systems, Inc. |
57,000 |
3,137,280 | |
|
Fair Isaac Corp. (c) |
61,000 |
1,360,300 | |
|
FalconStor Software, Inc. (a) |
67,338 |
340,730 | |
|
Fonix Corp. (a) |
1 |
0 | |
|
Glu Mobile, Inc. (a) |
12,704 |
17,023 | |
|
GSE Systems, Inc. (a) |
8,317 |
54,643 | |
|
Guardian Technologies International (a) |
560 |
140 | |
|
Guidance Software, Inc. (a) |
15,000 |
64,200 | |
|
i2 Technologies, Inc. (a)(c) |
26,318 |
394,770 | |
|
Informatica Corp. (a)(c) |
120,288 |
2,156,764 | |
|
Interactive Intelligence, Inc. (a) |
21,678 |
373,295 | |
|
Jack Henry & Associates, Inc. |
111,313 |
2,594,706 | |
|
JDA Software Group, Inc. (a) |
46,216 |
893,817 | |
|
Kenexa Corp. (a) |
28,062 |
344,040 | |
|
Lawson Software, Inc. (a) |
166,626 |
1,026,416 | |
|
Magma Design Automation, Inc. (a)(c) |
41,993 |
60,050 | |
|
Majesco Entertainment Co. (a) |
22,569 |
36,787 | |
|
Manhattan Associates, Inc. (a) |
37,298 |
665,023 | |
|
Mentor Graphics Corp. (a) |
126,697 |
1,118,735 | |
|
MICROS Systems, Inc. (a) |
106,069 |
2,956,143 | |
|
MicroStrategy, Inc. Class A (a) |
13,888 |
857,584 | |
|
Monotype Imaging Holdings, Inc. (a) |
25,273 |
206,986 | |
|
MSC.Software Corp. (a) |
68,656 |
520,412 | |
|
NetScout Systems, Inc. (a) |
49,890 |
571,739 | |
|
NetSol Technologies, Inc. (a) |
880 |
823 | |
|
NetSuite, Inc. (a)(c) |
33,039 |
452,965 | |
|
Nuance Communications, Inc. (a)(c) |
284,889 |
3,512,681 | |
|
OpenTV Corp. Class A (a) |
131,423 |
168,221 | |
|
Opnet Technologies, Inc. |
18,393 |
173,998 | |
|
Parametric Technology Corp. (a) |
141,825 |
1,886,273 | |
|
Peerless Systems Corp. (a) |
6,456 |
14,203 | |
|
Pegasystems, Inc. |
21,124 |
647,028 | |
|
Pervasive Software, Inc. (a) |
3,743 |
17,966 | |
|
Phoenix Technologies Ltd. (a) |
46,387 |
168,385 | |
|
Plato Learning, Inc. (a) |
26,002 |
114,669 | |
|
Progress Software Corp. (a)(c) |
48,889 |
1,089,247 | |
|
PROS Holdings, Inc. (a) |
20,929 |
169,106 | |
|
QAD, Inc. |
28,833 |
117,639 | |
|
Quest Software, Inc. (a) |
73,487 |
1,211,801 | |
|
Radiant Systems, Inc. (a) |
41,420 |
444,022 | |
|
Renaissance Learning, Inc. |
9,747 |
96,593 | |
|
Rosetta Stone, Inc. (c) |
9,814 |
216,399 | |
|
Rovi Corp. (a) |
108,788 |
3,311,507 | |
|
S1 Corp. (a) |
83,563 |
525,611 | |
|
Salary.com, Inc. (a) |
11,000 |
31,350 | |
|
Scientific Learning Corp. (a) |
3,264 |
10,020 | |
|
Simulations Plus, Inc. (a) |
24,000 |
43,200 | |
|
Smith Micro Software, Inc. (a)(c) |
42,258 |
488,080 | |
|
SolarWinds, Inc. (c) |
13,784 |
257,209 | |
|
Solera Holdings, Inc. |
92,496 |
2,436,345 | |
|
Sonic Foundry, Inc. (a) |
10,711 |
6,427 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
INFORMATION TECHNOLOGY - continued | |||
|
Software - continued | |||
|
Sonic Solutions, Inc. (a)(c) |
36,717 |
$ 194,967 | |
|
SonicWALL, Inc. (a) |
89,081 |
667,217 | |
|
Sourcefire, Inc. (a) |
38,817 |
737,523 | |
|
SourceForge, Inc. (a) |
41,920 |
55,334 | |
|
SPSS, Inc. (a) |
26,225 |
1,306,005 | |
|
SRS Labs, Inc. (a) |
22,831 |
165,296 | |
|
StorageNetworks, Inc. (a) |
29,377 |
0 | |
|
SuccessFactors, Inc. (a) |
39,424 |
467,963 | |
|
Sybase, Inc. (a)(c) |
107,500 |
3,746,375 | |
|
Symyx Technologies, Inc. (a) |
49,606 |
306,565 | |
|
Synchronoss Technologies, Inc. (a) |
42,266 |
449,288 | |
|
Synopsys, Inc. (a) |
177,000 |
3,757,710 | |
|
Take-Two Interactive Software, Inc. (c) |
102,563 |
1,076,912 | |
|
Taleo Corp. Class A (a) |
47,301 |
855,675 | |
|
TeleCommunication Systems, Inc. |
68,460 |
516,188 | |
|
THQ, Inc. (a) |
109,033 |
600,772 | |
|
TIBCO Software, Inc. (a) |
227,656 |
2,019,309 | |
|
TiVo, Inc. (a) |
143,091 |
1,403,723 | |
|
Tyler Technologies, Inc. (a) |
50,169 |
764,074 | |
|
Ultimate Software Group, Inc. (a)(c) |
35,868 |
945,839 | |
|
Unica Corp. (a) |
7,764 |
55,435 | |
|
Vasco Data Security International, Inc. (a) |
67,733 |
586,568 | |
|
Veramark Technologies, Inc. (a) |
1,700 |
680 | |
|
Versant Corp. (a) |
6,415 |
97,572 | |
|
VirnetX Holding Corp. (a)(c) |
25,635 |
79,981 | |
|
VMware, Inc. Class A (a)(c) |
50,093 |
1,774,795 | |
|
Websense, Inc. (a) |
53,416 |
809,787 | |
|
|
89,072,611 | ||
|
TOTAL INFORMATION TECHNOLOGY |
460,723,165 | ||
|
MATERIALS - 5.4% | |||
|
Chemicals - 2.6% | |||
|
A. Schulman, Inc. |
46,103 |
926,209 | |
|
ADA-ES, Inc. (a) |
6,212 |
25,221 | |
|
Airgas, Inc. |
95,127 |
4,423,406 | |
|
Albemarle Corp. |
124,615 |
4,016,341 | |
|
Altair Nanotechnologies, Inc. (a)(c) |
91,411 |
84,098 | |
|
American Pacific Corp. (a) |
6,762 |
55,246 | |
|
American Vanguard Corp. (c) |
41,080 |
359,861 | |
|
Arch Chemicals, Inc. |
33,956 |
992,194 | |
|
Ashland, Inc. |
89,385 |
3,278,642 | |
|
Balchem Corp. |
32,359 |
805,739 | |
|
Cabot Corp. |
64,258 |
1,271,666 | |
|
Calgon Carbon Corp. (a) |
74,199 |
1,061,046 | |
|
Celanese Corp. Class A |
193,125 |
4,918,894 | |
|
Cytec Industries, Inc. |
59,000 |
1,704,510 | |
|
Ferro Corp. (c) |
63,600 |
501,168 | |
|
Flotek Industries, Inc. (a)(c) |
40,256 |
65,617 | |
|
GenTek, Inc. (a) |
17,509 |
480,272 | |
|
| |||
|
Shares |
Value | ||
|
Georgia Gulf Corp. (a)(c) |
1,353 |
$ 40,604 | |
|
H.B. Fuller Co. |
63,242 |
1,248,397 | |
|
Hawkins, Inc. |
5,284 |
112,285 | |
|
Huntsman Corp. |
250,896 |
2,155,197 | |
|
ICO, Inc. (a) |
43,132 |
176,841 | |
|
Innophos Holdings, Inc. |
22,473 |
429,010 | |
|
Intrepid Potash, Inc. (a)(c) |
55,000 |
1,291,950 | |
|
KMG Chemicals, Inc. |
10,001 |
98,610 | |
|
Koppers Holdings, Inc. |
31,587 |
862,325 | |
|
Kronos Worldwide, Inc. (c) |
4,133 |
34,759 | |
|
Landec Corp. (a) |
40,274 |
246,074 | |
|
LSB Industries, Inc. (a) |
28,785 |
444,440 | |
|
Lubrizol Corp. |
88,000 |
5,607,360 | |
|
Material Sciences Corp. (a) |
8,000 |
14,400 | |
|
Minerals Technologies, Inc. |
23,164 |
1,038,674 | |
|
Nalco Holding Co. |
178,257 |
3,190,800 | |
|
Nanophase Technologies Corp. (a) |
5,146 |
4,734 | |
|
NewMarket Corp. |
15,561 |
1,293,430 | |
|
NL Industries, Inc. |
9,181 |
62,982 | |
|
Olin Corp. |
86,692 |
1,451,224 | |
|
OM Group, Inc. (a) |
40,766 |
1,109,243 | |
|
OMNOVA Solutions, Inc. (a) |
52,546 |
248,017 | |
|
Penford Corp. |
22,005 |
141,712 | |
|
PolyOne Corp. (a) |
150,788 |
769,019 | |
|
Quaker Chemical Corp. |
22,398 |
464,087 | |
|
Rockwood Holdings, Inc. (a) |
70,229 |
1,430,565 | |
|
RPM International, Inc. |
174,501 |
2,840,876 | |
|
Senomyx, Inc. (a) |
31,175 |
120,336 | |
|
Sensient Technologies Corp. |
69,030 |
1,799,612 | |
|
Solutia, Inc. (a) |
152,000 |
1,858,960 | |
|
Spartech Corp. |
50,908 |
587,478 | |
|
Stepan Co. |
13,590 |
734,675 | |
|
Terra Industries, Inc. |
130,206 |
4,050,709 | |
|
Terra Nitrogen Co. LP |
9,500 |
990,090 | |
|
The Mosaic Co. |
203,195 |
9,848,862 | |
|
The Scotts Miracle-Gro Co. Class A |
55,700 |
2,266,433 | |
|
Valhi, Inc. (c) |
8,061 |
73,033 | |
|
Valspar Corp. |
119,644 |
3,204,066 | |
|
W.R. Grace & Co. (a) |
85,746 |
1,434,531 | |
|
Westlake Chemical Corp. |
26,283 |
631,843 | |
|
Zep, Inc. |
37,180 |
594,136 | |
|
Zoltek Companies, Inc. (a)(c) |
60,096 |
560,095 | |
|
|
80,532,604 | ||
|
Construction Materials - 0.3% | |||
|
Axion International Holdings, Inc. (a) |
14 |
20 | |
|
Eagle Materials, Inc. |
55,000 |
1,448,150 | |
|
Headwaters, Inc. (a)(c) |
93,357 |
358,491 | |
|
Martin Marietta Materials, Inc. |
58,000 |
5,079,640 | |
|
Texas Industries, Inc. (c) |
30,000 |
1,192,800 | |
|
U.S. Concrete, Inc. (a) |
45,634 |
70,733 | |
|
|
8,149,834 | ||
|
Containers & Packaging - 0.8% | |||
|
AEP Industries, Inc. (a) |
9,338 |
357,739 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
MATERIALS - continued | |||
|
Containers & Packaging - continued | |||
|
Aptargroup, Inc. |
82,500 |
$ 2,836,350 | |
|
Boise, Inc. (a) |
44,471 |
193,894 | |
|
BWAY Holding Co. (a) |
12,282 |
190,371 | |
|
Crown Holdings, Inc. (a) |
210,296 |
5,221,650 | |
|
Graphic Packaging Holding Co. (a) |
111,482 |
237,457 | |
|
Greif, Inc. Class A (c) |
44,390 |
2,199,081 | |
|
MOD-PAC Corp. (sub. vtg.) (a) |
1,684 |
4,159 | |
|
Myers Industries, Inc. |
34,334 |
351,924 | |
|
Packaging Corp. of America |
134,000 |
2,728,240 | |
|
Rock-Tenn Co. Class A |
49,000 |
2,513,210 | |
|
Silgan Holdings, Inc. |
39,777 |
1,933,958 | |
|
Sonoco Products Co. |
132,000 |
3,424,080 | |
|
Temple-Inland, Inc. |
117,000 |
1,978,470 | |
|
|
24,170,583 | ||
|
Metals & Mining - 1.4% | |||
|
A.M. Castle & Co. |
28,298 |
311,561 | |
|
Allied Nevada Gold Corp. (a)(c) |
68,155 |
551,374 | |
|
Amcol International Corp. |
39,547 |
875,571 | |
|
Brush Engineered Materials, Inc. (a) |
36,496 |
809,481 | |
|
Carpenter Technology Corp. |
59,391 |
1,265,622 | |
|
Century Aluminum Co. (a) |
96,846 |
990,735 | |
|
Cliffs Natural Resources, Inc. |
169,184 |
4,282,047 | |
|
Coeur d'Alene Mines Corp. (a)(c) |
90,000 |
1,362,600 | |
|
Commercial Metals Co. |
147,000 |
2,488,710 | |
|
Compass Minerals International, Inc. |
43,663 |
2,321,998 | |
|
Friedman Industries |
7,344 |
42,742 | |
|
General Moly, Inc. (a)(c) |
104,810 |
287,179 | |
|
Haynes International, Inc. (a) |
12,635 |
342,535 | |
|
Hecla Mining Co. (a)(c) |
276,469 |
823,878 | |
|
Horsehead Holding Corp. (a) |
64,775 |
725,480 | |
|
Kaiser Aluminum Corp. |
23,663 |
765,025 | |
|
Metalline Mining Co. (a) |
25,343 |
7,856 | |
|
Mines Management, Inc. (a) |
11,916 |
21,449 | |
|
Olympic Steel, Inc. |
10,769 |
290,009 | |
|
Reliance Steel & Aluminum Co. |
85,006 |
3,140,122 | |
|
Rock of Ages Corp. Class A (a) |
600 |
1,686 | |
|
Royal Gold, Inc. |
58,205 |
2,309,574 | |
|
RTI International Metals, Inc. (a) |
40,600 |
780,332 | |
|
Schnitzer Steel Industries, Inc. Class A |
27,457 |
1,482,953 | |
|
Southern Copper Corp. (c) |
289,241 |
8,173,951 | |
|
Steel Dynamics, Inc. |
278,167 |
4,603,664 | |
|
Stillwater Mining Co. (a) |
71,502 |
458,328 | |
|
Synalloy Corp. |
7,000 |
70,000 | |
|
Universal Stainless & Alloy Products, Inc. (a) |
10,258 |
183,721 | |
|
US Energy Corp. (a) |
20,737 |
53,709 | |
|
US Gold Corp. (a)(c) |
116,946 |
326,279 | |
|
Vista Gold Corp. (a) |
32,930 |
59,933 | |
|
| |||
|
Shares |
Value | ||
|
Walter Energy, Inc. |
71,484 |
$ 3,710,734 | |
|
Worthington Industries, Inc. |
84,548 |
1,113,497 | |
|
|
45,034,335 | ||
|
Paper & Forest Products - 0.3% | |||
|
Buckeye Technologies, Inc. (a) |
67,813 |
683,555 | |
|
Clearwater Paper Corp. (a) |
15,000 |
692,250 | |
|
Deltic Timber Corp. |
14,968 |
764,565 | |
|
Domtar Corp. (a)(c) |
53,000 |
1,877,790 | |
|
Glatfelter |
61,700 |
643,531 | |
|
Kapstone Paper & Packaging Corp. (a) |
22,000 |
151,140 | |
|
Louisiana-Pacific Corp. (a) |
135,528 |
1,020,526 | |
|
Neenah Paper, Inc. |
24,499 |
278,064 | |
|
Schweitzer-Mauduit International, Inc. |
28,287 |
1,391,155 | |
|
Verso Paper Corp. |
10,000 |
26,600 | |
|
Wausau-Mosinee Paper Corp. |
63,737 |
615,699 | |
|
|
8,144,875 | ||
|
TOTAL MATERIALS |
166,032,231 | ||
|
TELECOMMUNICATION SERVICES - 1.4% | |||
|
Diversified Telecommunication Services - 0.5% | |||
|
8X8, Inc. (a) |
9,978 |
9,180 | |
|
AboveNet, Inc. (a)(c) |
10,991 |
1,006,886 | |
|
Alaska Communication Systems Group, Inc. |
97,958 |
780,725 | |
|
Allegiance Telecom, Inc. (a) |
15,750 |
0 | |
|
Arbinet-thexchange, Inc. (a) |
25,856 |
62,830 | |
|
Atlantic Tele-Network, Inc. |
15,538 |
742,716 | |
|
Cbeyond, Inc. (a)(c) |
42,167 |
605,518 | |
|
Cincinnati Bell, Inc. (a) |
267,471 |
890,678 | |
|
Clearwire Corp. Class A (a)(c) |
114,753 |
879,008 | |
|
Cogent Communications Group, Inc. (a)(c) |
70,990 |
685,054 | |
|
Consolidated Communications Holdings, Inc. |
52,713 |
743,253 | |
|
D&E Communications, Inc. |
15,104 |
157,535 | |
|
FairPoint Communications, Inc. (c) |
109,733 |
88,884 | |
|
Fibernet Telecom Group, Inc. (a)(c) |
17,000 |
193,120 | |
|
General Communications, Inc. |
51,018 |
340,290 | |
|
Global Crossing Ltd. (a) |
42,058 |
472,732 | |
|
HickoryTech Corp. |
10,207 |
88,801 | |
|
iBasis, Inc. (a) |
25,502 |
57,380 | |
|
IDT Corp. Class B (a) |
25,559 |
65,687 | |
|
Iowa Telecommunication Services, Inc. (c) |
65,587 |
748,348 | |
|
Level 3 Communications, Inc. (a)(c) |
1,955,099 |
2,346,119 | |
|
Neutral Tandem, Inc. (a) |
30,233 |
756,127 | |
|
PAETEC Holding Corp. (a) |
162,769 |
455,753 | |
|
Pervasip Corp. (a) |
14,200 |
2,130 | |
|
Premiere Global Services, Inc. (a) |
77,547 |
725,840 | |
|
SureWest Communications (a) |
18,890 |
239,336 | |
|
tw telecom, inc. (a)(c) |
192,521 |
2,204,365 | |
|
Vonage Holdings Corp. (a)(c) |
38,962 |
55,716 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
TELECOMMUNICATION SERVICES - continued | |||
|
Diversified Telecommunication Services - continued | |||
|
Warwick Valley Telephone Co. |
842 |
$ 9,902 | |
|
XETA Technologies, Inc. (a) |
3,181 |
7,316 | |
|
|
15,421,229 | ||
|
Wireless Telecommunication Services - 0.9% | |||
|
Centennial Communications Corp. |
94,423 |
714,782 | |
|
Crown Castle International Corp. (a) |
324,863 |
8,725,820 | |
|
FiberTower Corp. (a) |
94,661 |
61,530 | |
|
ICO Global Communications Holdings Ltd. Class A (a) |
94,000 |
65,800 | |
|
IPCS, Inc. (a) |
32,391 |
511,454 | |
|
Leap Wireless International, Inc. (a)(c) |
73,766 |
1,216,401 | |
|
NII Holdings, Inc. (a) |
221,151 |
5,243,490 | |
|
NTELOS Holdings Corp. |
51,538 |
835,431 | |
|
SBA Communications Corp. |
151,212 |
3,645,721 | |
|
Shenandoah Telecommunications Co. (c) |
32,110 |
553,898 | |
|
SkyTerra Communications, Inc. (a) |
1,881 |
6,019 | |
|
Syniverse Holdings, Inc. (a) |
83,527 |
1,492,627 | |
|
Telephone & Data Systems, Inc. |
128,133 |
3,378,867 | |
|
Terrestar Corp. (a) |
63,700 |
78,988 | |
|
U.S. Cellular Corp. (a) |
18,932 |
691,207 | |
|
USA Mobility, Inc. |
52,626 |
669,929 | |
|
Virgin Mobile USA, Inc. Class A (a) |
38,688 |
182,220 | |
|
|
28,074,184 | ||
|
TOTAL TELECOMMUNICATION SERVICES |
43,495,413 | ||
|
UTILITIES - 4.3% | |||
|
Electric Utilities - 1.1% | |||
|
Allete, Inc. |
50,452 |
1,705,782 | |
|
Brookfield Infrastructure Partners LP |
10,000 |
151,600 | |
|
Central Vermont Public Service Corp. |
30,326 |
554,966 | |
|
Cleco Corp. |
88,601 |
2,163,636 | |
|
DPL, Inc. |
152,624 |
3,780,496 | |
|
El Paso Electric Co. (a) |
64,047 |
1,084,956 | |
|
Empire District Electric Co. |
61,866 |
1,122,868 | |
|
EnerNOC, Inc. (a)(c) |
17,971 |
484,139 | |
|
Great Plains Energy, Inc. |
180,258 |
3,158,120 | |
|
Hawaiian Electric Industries, Inc. |
127,143 |
2,212,288 | |
|
IDACORP, Inc. |
62,099 |
1,768,580 | |
|
ITC Holdings Corp. |
65,830 |
3,066,361 | |
|
MGE Energy, Inc. |
35,052 |
1,241,892 | |
|
NV Energy, Inc. |
303,789 |
3,663,695 | |
|
PNM Resources, Inc. |
110,000 |
1,284,800 | |
|
Portland General Electric Co. |
85,921 |
1,677,178 | |
|
UIL Holdings Corp. |
49,632 |
1,287,454 | |
|
Unisource Energy Corp. |
50,542 |
1,477,848 | |
|
| |||
|
Shares |
Value | ||
|
Unitil Corp. |
4,839 |
$ 105,587 | |
|
Westar Energy, Inc. |
148,429 |
3,045,763 | |
|
|
35,038,009 | ||
|
Gas Utilities - 1.3% | |||
|
AGL Resources, Inc. |
117,396 |
3,943,332 | |
|
Amerigas Partners LP |
41,000 |
1,417,370 | |
|
Atmos Energy Corp. |
127,710 |
3,478,820 | |
|
Chesapeake Utilities Corp. |
18,056 |
556,125 | |
|
Delta Natural Gas Co., Inc. |
2,782 |
72,276 | |
|
Energen Corp. |
97,000 |
4,073,030 | |
|
Ferrellgas Partners LP |
53,000 |
1,099,750 | |
|
Laclede Group, Inc. |
34,776 |
1,132,307 | |
|
National Fuel Gas Co. New Jersey (c) |
95,000 |
4,245,550 | |
|
New Jersey Resources Corp. |
54,440 |
2,000,670 | |
|
Northwest Natural Gas Co. |
34,500 |
1,452,450 | |
|
ONEOK, Inc. |
136,000 |
4,607,680 | |
|
Piedmont Natural Gas Co., Inc. |
90,000 |
2,161,800 | |
|
South Jersey Industries, Inc. |
41,186 |
1,427,095 | |
|
Southwest Gas Corp. |
58,000 |
1,412,300 | |
|
Star Gas Partners LP |
75,420 |
279,054 | |
|
Suburban Propane Partners LP |
42,000 |
1,703,940 | |
|
UGI Corp. |
143,500 |
3,660,685 | |
|
WGL Holdings, Inc. |
67,500 |
2,227,500 | |
|
|
40,951,734 | ||
|
Independent Power Producers & Energy Traders - 0.8% | |||
|
Black Hills Corp. |
61,184 |
1,565,087 | |
|
Calpine Corp. (a)(c) |
494,839 |
5,819,307 | |
|
Environmental Power Corp. (a) |
10,176 |
5,393 | |
|
Mirant Corp. (a)(c) |
190,000 |
3,201,500 | |
|
NRG Energy, Inc. (a) |
352,834 |
9,473,593 | |
|
Ormat Technologies, Inc. |
21,901 |
789,750 | |
|
RRI Energy, Inc. (a) |
466,299 |
2,769,816 | |
|
|
23,624,446 | ||
|
Multi-Utilities - 0.8% | |||
|
Alliant Energy Corp. |
152,057 |
4,005,181 | |
|
Avista Corp. |
77,770 |
1,518,070 | |
|
CH Energy Group, Inc. |
27,000 |
1,235,520 | |
|
Florida Public Utilities Co. |
5,845 |
73,647 | |
|
MDU Resources Group, Inc. |
232,374 |
4,510,379 | |
|
NorthWestern Energy Corp. |
50,000 |
1,199,500 | |
|
NSTAR |
135,295 |
4,280,734 | |
|
OGE Energy Corp. |
125,000 |
3,910,000 | |
|
Vectren Corp. |
109,546 |
2,535,990 | |
|
|
23,269,021 | ||
|
Water Utilities - 0.3% | |||
|
American States Water Co. |
33,721 |
1,113,467 | |
|
American Water Works Co., Inc. |
123,947 |
2,491,335 | |
|
Aqua America, Inc. (c) |
175,000 |
2,948,750 | |
|
Artesian Resources Corp. Class A |
3,763 |
66,530 | |
|
Cadiz, Inc. (a)(c) |
14,433 |
174,928 | |
|
California Water Service Group |
27,516 |
1,024,146 | |
|
Connecticut Water Service, Inc. |
10,523 |
232,979 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
UTILITIES - continued | |||
|
Water Utilities - continued | |||
|
Middlesex Water Co. |
18,279 |
$ 278,206 | |
|
Pure Cycle Corp. (a) |
23,077 |
75,000 | |
|
SJW Corp. |
19,071 |
420,897 | |
|
Southwest Water Co. |
32,857 |
147,857 | |
|
York Water Co. |
12,649 |
202,763 | |
|
|
9,176,858 | ||
|
TOTAL UTILITIES |
132,060,068 | ||
|
TOTAL COMMON STOCKS (Cost $3,482,376,720) |
3,009,390,034 | ||
|
U.S. Treasury Obligations - 0.3% | ||||
|
|
Principal Amount |
| ||
|
U.S. Treasury Bills, yield at date of purchase
0.37% to 0.5% 11/19/09 to 12/17/09 (d) |
$ 7,700,000 |
7,696,821 | ||
|
Money Market Funds - 19.8% | |||
|
Shares |
| ||
|
Fidelity Cash Central Fund, 0.33% (e) |
38,625,529 |
38,625,529 | |
|
Fidelity Securities Lending Cash Central Fund, 0.23% (b)(e) |
570,554,608 |
570,554,608 | |
|
TOTAL MONEY MARKET FUNDS (Cost $609,180,137) |
609,180,137 | ||
|
TOTAL INVESTMENT PORTFOLIO - 117.8% (Cost $4,099,247,432) |
3,626,266,992 | ||
|
NET OTHER ASSETS - (17.8)% |
(546,657,309) | ||
|
NET ASSETS - 100% |
$ 3,079,609,683 | ||
|
Futures Contracts | |||||
|
|
Expiration Date |
Underlying Face Amount at Value |
Unrealized
Appreciation/ | ||
|
Purchased | |||||
|
Equity Index Contracts | |||||
|
184 CME E-mini S&P 500 Index Contracts |
Sept. 2009 |
$ 9,381,240 |
$ 29,285 | ||
|
281 CME E-mini S&P MidCap 400 Index Contracts |
Sept. 2009 |
18,377,400 |
(11,669) | ||
|
| |||||
|
|
Expiration Date |
Underlying Face Amount at Value |
Unrealized
Appreciation/ | ||
|
553 NYFE Russell 2000 Mini Index Contracts |
Sept. 2009 |
$ 31,615,010 |
$ (97,602) | ||
|
TOTAL EQUITY INDEX CONTRACTS |
$ 59,373,650 |
$ (79,986) | |||
|
|
|
The face value of futures purchased as a percentage of net assets - 1.9% |
|
Swap Agreements | |||||
|
|
Expiration Date |
Notional Amount |
Value | ||
|
Equity Total Return Swaps | |||||
|
Receive monthly a return equal to Energy Transfer Equity LP and pay monthly a floating rate based on 1-month LIBOR plus 200 basis points with JPMorgan Chase, Inc. |
Oct. 2009 |
$ 2,525,880 |
$ (226,172) | ||
|
Receive monthly a return equal to Energy Transfer Partners LP and pay monthly a floating rate based on 1-month LIBOR plus 200 basis points with JPMorgan Chase, Inc. |
Oct. 2009 |
2,582,500 |
(308,025) | ||
|
Receive monthly a return equal to Plains All American Pipeline LP and pay monthly a floating rate based on 1-month LIBOR plus 100 basis points with JPMorgan Chase, Inc. |
Oct. 2009 |
7,385,310 |
(133,532) | ||
|
|
$ 12,493,690 |
$ (667,729) | |||
|
Legend |
|
(a) Non-income producing |
|
(b) Investment made with cash collateral received from securities on loan. |
|
(c) Security or a portion of the security is on loan at period end. |
|
(d) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $3,298,555. |
|
(e) Affiliated fund that is available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. |
|
(f) Restricted securities - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $1 or 0.0% of net assets. |
|
Additional information on each holding is as follows: |
|
Security |
Acquisition Date |
Acquisition Cost |
|
Lantronix, Inc. warrants 2/9/11 |
4/1/08 |
$ 31 |
|
Affiliated Central Funds |
|
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows: |
|
Fund |
Income earned |
|
Fidelity Cash Central Fund |
$ 145,709 |
|
Fidelity Securities Lending Cash Central Fund |
2,396,977 |
|
Total |
$ 2,542,686 |
|
Other Information |
|
The following is a summary of the inputs used, as of August 31, 2009, involving the Fund's assets and liabilities carried at value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the tables below, please refer to the Security Valuation section in the accompanying Notes to Financial Statements. |
|
Valuation Inputs at Reporting Date: | ||||
|
Description |
Total |
Level 1 |
Level 2 |
Level 3 |
|
Investments in Securities: |
||||
|
Equities: |
||||
|
Consumer Discretionary |
$ 417,329,566 |
$ 417,329,566 |
$ - |
$ - |
|
Consumer Staples |
99,896,649 |
99,896,649 |
- |
- |
|
Energy |
263,670,622 |
263,670,622 |
- |
- |
|
Financials |
714,512,067 |
714,512,015 |
- |
52 |
|
Health Care |
329,889,198 |
329,889,198 |
- |
- |
|
Industrials |
381,781,055 |
381,781,055 |
- |
- |
|
Information Technology |
460,723,165 |
460,723,164 |
1 |
- |
|
Materials |
166,032,231 |
166,032,231 |
- |
- |
|
Telecommunication Services |
43,495,413 |
43,495,413 |
- |
- |
|
Utilities |
132,060,068 |
132,060,068 |
- |
- |
|
Money Market Funds |
609,180,137 |
609,180,137 |
- |
- |
|
U.S. Government and Government Agency Obligations |
7,696,821 |
- |
7,696,821 |
- |
|
Total Investments in Securities |
$ 3,626,266,992 |
$ 3,618,570,118 |
$ 7,696,822 |
$ 52 |
|
Derivative Instruments: |
||||
|
Assets |
||||
|
Futures Contracts |
$ 29,285 |
$ 29,285 |
$ - |
$ - |
|
Liabilities |
||||
|
Futures Contracts |
$ (109,271) |
$ (109,271) |
$ - |
$ - |
|
Swap Agreements |
(667,729) |
- |
(667,729) |
- |
|
Total Liabilities |
$ (777,000) |
$ (109,271) |
$ (667,729) |
$ - |
|
Total Derivative Instruments |
$ (747,715) |
$ (79,986) |
$ (667,729) |
$ - |
|
The following is a reconciliation of Investments in Securities for which Level 3 inputs were used in determining value: |
|
Investments in Securities |
|
|
Beginning Balance |
$ - |
|
Total Realized Gain (Loss) |
- |
|
Total Unrealized Gain (Loss) |
(5) |
|
Cost of Purchases |
57 |
|
Proceeds of Sales |
- |
|
Amortization/Accretion |
- |
|
Transfers in/out of Level 3 |
- |
|
Ending Balance |
$ 52 |
|
The changes in unrealized gain (loss) attributable to Level 3 securities at August 31, 2009. |
$ (5) |
|
The information used in the above reconciliation represents fiscal year to date activity for any Investments in Securities identified as using Level 3 inputs at either the beginning or the end of the current fiscal period. Transfers in or out of Level 3 represents either the beginning value (for transfers in), or the ending value (for transfers out) of any Security or Instrument where a change in the pricing level occurred from the beginning to the end of the period. Realized and unrealized gains (losses) disclosed in the reconciliation are included in Net Gain (Loss) on the Fund's Statement of Operations. |
|
Value of Derivative Instruments |
|
The following table is a summary of the Fund's value of derivative instruments by risk exposure as of August 31, 2009. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements. |
|
Risk Exposure / |
Value | |
|
|
Asset |
Liability |
|
Equity Risk |
||
|
Futures Contracts (a) |
$ 29,285 |
$ (109,271) |
|
Swap Agreements (b) |
- |
(667,729) |
|
Total Equity Risk |
29,285 |
(777,000) |
|
Total Value of Derivatives |
$ 29,285 |
$ (777,000) |
|
(a) Reflects cumulative appreciation/(depreciation) on futures contracts as disclosed on the Schedule of Investments. Only the period end variation margin is separately disclosed on the Statement of Assets and Liabilities. |
|
(b) Value is disclosed on the Statement of Assets and Liabilities in the Unrealized Appreciation and Unrealized Depreciation on Swap Agreements line-items. |
|
Income Tax Information |
|
The fund intends to elect to defer to its fiscal year ending February 28, 2010 approximately $51,975,252 of losses recognized during the period November 1, 2008 to February 28, 2009. |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
Spartan Extended Market Index Fund
|
|
August 31, 2009 (Unaudited) | |
|
|
|
|
|
Assets |
||
|
Investment in securities, at value (including securities loaned of $545,756,573) - See accompanying schedule: Unaffiliated issuers (cost $3,490,067,295) |
$ 3,017,086,855 |
|
|
Fidelity Central Funds (cost $609,180,137) |
609,180,137 |
|
|
Total Investments (cost $4,099,247,432) |
|
$ 3,626,266,992 |
|
Receivable for investments sold |
26,693,395 | |
|
Receivable for fund shares sold |
3,536,295 | |
|
Dividends receivable |
2,426,842 | |
|
Distributions receivable from Fidelity Central Funds |
407,264 | |
|
Other receivables |
6,918 | |
|
Total assets |
3,659,337,706 | |
|
|
|
|
|
Liabilities |
||
|
Payable to custodian bank |
$ 2,005 |
|
|
Payable for investments purchased |
2,279,170 |
|
|
Payable for fund shares redeemed |
5,606,740 |
|
|
Unrealized depreciation on swap agreements |
667,729 |
|
|
Accrued management fee |
177,681 |
|
|
Payable for daily variation on futures contracts |
383,190 |
|
|
Other affiliated payables |
56,900 |
|
|
Collateral on securities loaned, at value |
570,554,608 |
|
|
Total liabilities |
579,728,023 | |
|
|
|
|
|
Net Assets |
$ 3,079,609,683 | |
|
Net Assets consist of: |
| |
|
Paid in capital |
$ 3,567,721,469 | |
|
Undistributed net investment income |
12,394,591 | |
|
Accumulated undistributed net realized gain (loss) on investments and foreign currency transactions |
(26,777,932) | |
|
Net unrealized appreciation (depreciation) on investments and assets and liabilities in foreign currencies |
(473,728,445) | |
|
Net Assets |
$ 3,079,609,683 | |
|
Investor Class: |
$ 27.74 | |
|
|
|
|
|
Fidelity Advantage Class: |
$ 27.74 | |
|
Six months ended August 31, 2009 (Unaudited) | ||
|
|
|
|
|
Investment Income |
|
|
|
Dividends |
|
$ 19,706,173 |
|
Interest |
|
36,106 |
|
Income from Fidelity Central Funds (including $2,396,977 from security lending) |
|
2,542,686 |
|
Total income |
|
22,284,965 |
|
|
|
|
|
Expenses |
||
|
Management fee |
$ 886,672 |
|
|
Transfer agent fees |
285,562 |
|
|
Independent trustees' compensation |
9,138 |
|
|
Miscellaneous |
3,752 |
|
|
Total expenses before reductions |
1,185,124 |
|
|
Expense reductions |
(636) |
1,184,488 |
|
Net investment income (loss) |
21,100,477 | |
|
Realized and Unrealized Gain (Loss) Net realized gain (loss) on: |
||
|
Investment securities: |
|
|
|
Unaffiliated issuers |
(10,599,190) |
|
|
Foreign currency transactions |
59 |
|
|
Futures contracts |
13,386,864 |
|
|
Swap agreements |
2,737,057 |
|
|
Total net realized gain (loss) |
|
5,524,790 |
|
Change in net unrealized appreciation (depreciation) on: Investment securities |
917,978,140 |
|
|
Assets and liabilities in foreign currencies |
104 |
|
|
Futures contracts |
10,639,617 |
|
|
Swap agreements |
(873,300) |
|
|
Total change in net unrealized appreciation (depreciation) |
|
927,744,561 |
|
Net gain (loss) |
933,269,351 | |
|
Net increase (decrease) in net assets resulting from operations |
$ 954,369,828 | |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
|
|
Six months ended August 31, 2009 (Unaudited) |
Year ended |
|
Increase (Decrease) in Net Assets |
|
|
|
Operations |
|
|
|
Net investment income (loss) |
$ 21,100,477 |
$ 47,765,493 |
|
Net realized gain (loss) |
5,524,790 |
(17,781,366) |
|
Change in net unrealized appreciation (depreciation) |
927,744,561 |
(1,507,354,943) |
|
Net increase (decrease) in net assets resulting from operations |
954,369,828 |
(1,477,370,816) |
|
Distributions to shareholders from net investment income |
(1,113,960) |
(41,330,653) |
|
Distributions to shareholders from net realized gain |
- |
(69,978,302) |
|
Total distributions |
(1,113,960) |
(111,308,955) |
|
Share transactions - net increase (decrease) |
200,951,181 |
426,064,062 |
|
Redemption fees |
192,283 |
445,491 |
|
Total increase (decrease) in net assets |
1,154,399,332 |
(1,162,170,218) |
|
|
|
|
|
Net Assets |
||
|
Beginning of period |
1,925,210,351 |
3,087,380,569 |
|
End of period (including undistributed net investment income of $12,394,591 and distributions in excess of net investment income of $7,591,926, respectively) |
$ 3,079,609,683 |
$ 1,925,210,351 |
|
|
Six months ended August 31, 2009 |
Years ended February 28, | ||||
|
|
(Unaudited) |
2009 |
2008 H |
2007 |
2006 |
2005 |
|
Selected Per-Share Data |
|
|
|
|
|
|
|
Net asset value, beginning of period |
$ 18.73 |
$ 35.15 |
$ 39.63 |
$ 36.65 |
$ 31.47 |
$ 28.76 |
|
Income from Investment Operations |
|
|
|
|
|
|
|
Net investment income (loss) D |
.20 |
.50 |
.56 |
.51 |
.43 |
.28 J |
|
Net realized and unrealized gain (loss) |
8.82 |
(15.73) |
(2.73) |
3.98 |
5.19 |
2.64 |
|
Total from investment operations |
9.02 |
(15.23) |
(2.17) |
4.49 |
5.62 |
2.92 |
|
Distributions from net investment income |
(.01) |
(.43) |
(.46) |
(.44) |
(.34) |
(.22) |
|
Distributions from net realized gain |
- |
(.76) |
(1.85) |
(1.07) |
(.10) |
- |
|
Total distributions |
(.01) |
(1.19) |
(2.31) |
(1.51) |
(.44) |
(.22) |
|
Redemption fees added to paid in capital D |
- I |
- I |
- I |
- I |
- I |
.01 |
|
Net asset value, end of period |
$ 27.74 |
$ 18.73 |
$ 35.15 |
$ 39.63 |
$ 36.65 |
$ 31.47 |
|
Total Return B,C |
48.17% |
(44.26)% |
(6.02)% |
12.46% |
17.94% |
10.20% |
|
Ratios to Average Net Assets E,G |
|
|
|
|
|
|
|
Expenses before reductions |
.10% A |
.10% |
.10% |
.10% |
.10% |
.43% |
|
Expenses net of fee waivers, if any |
.10% A |
.10% |
.10% |
.10% |
.10% |
.23% |
|
Expenses net of all reductions |
.10% A |
.10% |
.09% |
.09% |
.10% |
.23% |
|
Net investment income (loss) |
1.66% A |
1.71% |
1.41% |
1.36% |
1.30% |
.96% J |
|
Supplemental Data |
|
|
|
|
|
|
|
Net assets, end of period (000 omitted) |
$ 2,294,534 |
$ 1,446,984 |
$ 2,162,049 |
$ 2,082,399 |
$ 1,499,848 |
$ 1,461,307 |
|
Portfolio turnover rate F |
13% A |
16% |
17% |
16% |
13% |
17% |
|
A Annualized B Total returns for periods of less than one year are not annualized. C Total returns would have been lower had certain expenses not been reduced during the periods shown. D Calculated based on average shares outstanding during the period. E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds. F Amount does not include the portfolio activity of any underlying Fidelity Central Funds. G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or expense offset arrangements and do not represent the amount paid by the class during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the class. H For the year ended February 29. I Amount represents less than $.01 per share. J As a result in the change in the estimate of the return of capital components of dividend income realized in the year ended February 29, 2004, net investment income per share and the ratio of net investment income to average net assets for the year ended February 28, 2005 have been reduced by $.01 per share and .03%, respectively. The change in estimate has no impact on total net assets or total return of the class. | ||||||
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
Spartan Extended Market Index
Fund
Financial Statements - continued
|
|
Six months ended August 31, 2009 |
Years ended February 28, | |||
|
|
(Unaudited) |
2009 |
2008 I |
2007 |
2006 G |
|
Selected Per-Share Data |
|
|
|
|
|
|
Net asset value, beginning of period |
$ 18.73 |
$ 35.15 |
$ 39.64 |
$ 36.66 |
$ 32.60 |
|
Income from Investment Operations |
|
|
|
|
|
|
Net investment income (loss) D |
.20 |
.52 |
.57 |
.52 |
.17 |
|
Net realized and unrealized gain (loss) |
8.82 |
(15.74) |
(2.74) |
3.98 |
4.28 |
|
Total from investment operations |
9.02 |
(15.22) |
(2.17) |
4.50 |
4.45 |
|
Distributions from net investment income |
(.01) |
(.44) |
(.47) |
(.45) |
(.29) |
|
Distributions from net realized gain |
- |
(.76) |
(1.85) |
(1.07) |
(.10) |
|
Total distributions |
(.01) |
(1.20) |
(2.32) |
(1.52) |
(.39) |
|
Redemption fees added to paid in capital D,J |
- |
- |
- |
- |
- |
|
Net asset value, end of period |
$ 27.74 |
$ 18.73 |
$ 35.15 |
$ 39.64 |
$ 36.66 |
|
Total Return B,C |
48.18% |
(44.25)% |
(6.01)% |
12.49% |
13.71% |
|
Ratios to Average Net Assets E,H |
|
|
|
|
|
|
Expenses before reductions |
.07% A |
.07% |
.07% |
.07% |
.07% A |
|
Expenses net of fee waivers, if any |
.07% A |
.07% |
.07% |
.07% |
.07% A |
|
Expenses net of all reductions |
.07% A |
.07% |
.07% |
.07% |
.07% A |
|
Net investment income (loss) |
1.69% A |
1.74% |
1.44% |
1.39% |
1.28% A |
|
Supplemental Data |
|
|
|
|
|
|
Net assets, end of period (000 omitted) |
$ 785,076 |
$ 478,227 |
$ 925,331 |
$ 951,498 |
$ 631,500 |
|
Portfolio turnover rate F |
13% A |
16% |
17% |
16% |
13% |
|
A Annualized B Total returns for periods of less than one year are not annualized. C Total returns would have been lower had certain expenses not been reduced during the periods shown. D Calculated based on average shares outstanding during the period. E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds. F Amount does not include the portfolio activity of any underlying Fidelity Central Funds. G For the period October 14, 2005 (commencement of sale of shares) to February 28, 2006. H Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or expense offset arrangements and do not represent the amount paid by the class during periods when reimbursements or reductions occur. Expense ratios before reductions for start-up periods may not be representative of longer-term operating periods. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the class. I For the year ended February 29. J Amount represents less than $.01 per share. |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
Spartan International Index Fund
|
Top Ten Stocks as of August 31, 2009 | ||
|
|
% of fund's |
% of fund's net assets |
|
HSBC Holdings PLC (United Kingdom) (Reg.) (United Kingdom, Commercial Banks) |
1.9 |
1.3 |
|
BP PLC (United Kingdom, Oil, Gas & Consumable Fuels) |
1.7 |
1.8 |
|
Nestle SA (Reg.) (Switzerland, Food Products) |
1.6 |
2.0 |
|
Banco Santander SA (Spain, Commercial Banks) |
1.3 |
0.8 |
|
Total SA Series B (France, Oil, Gas & Consumable Fuels) |
1.3 |
1.6 |
|
Toyota Motor Corp. (Japan, Automobiles) |
1.2 |
1.4 |
|
Vodafone Group PLC (United Kingdom, Wireless Telecommunication Services) |
1.2 |
1.4 |
|
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) |
1.2 |
1.2 |
|
Telefonica SA (Spain, Diversified Telecommunication Services) |
1.1 |
1.2 |
|
BHP Billiton Ltd. (Australia, Metals & Mining) |
1.1 |
1.0 |
|
|
13.6 |
|
|
Market Sectors as of August 31, 2009 | ||
|
|
% of fund's |
% of fund's net assets |
|
Financials |
25.8 |
18.7 |
|
Industrials |
10.9 |
11.1 |
|
Consumer Discretionary |
9.5 |
9.2 |
|
Consumer Staples |
9.5 |
11.0 |
|
Materials |
8.9 |
7.5 |
|
Health Care |
7.9 |
9.3 |
|
Energy |
8.0 |
9.1 |
|
Utilities |
6.2 |
7.9 |
|
Telecommunication Services |
6.2 |
7.1 |
|
Information Technology |
5.1 |
4.9 |
|
Geographic Diversification (% of fund's net assets) | |||
|
As of August 31, 2009 | |||
|
Japan |
22.8% |
|
|
United Kingdom |
21.1% |
|
|
France |
10.0% |
|
|
Germany |
7.9% |
|
|
Australia |
7.7% |
|
|
Switzerland |
7.6% |
|
|
Spain |
4.6% |
|
|
Italy |
3.5% |
|
|
Netherlands |
2.6% |
|
|
Other |
12.2% |
|
|
Percentages are adjusted for the effect of futures contracts, if applicable. |
|
As of February 28, 2009 | |||
|
Japan |
25.5% |
|
|
United Kingdom |
21.2% |
|
|
France |
9.8% |
|
|
Switzerland |
7.8% |
|
|
Germany |
7.5% |
|
|
Australia |
6.3% |
|
|
Spain |
4.2% |
|
|
Italy |
3.3% |
|
|
Netherlands |
2.5% |
|
|
Other |
11.9% |
|
|
Percentages are adjusted for the effect of futures contracts, if applicable. |
Semiannual Report
Spartan International Index Fund
Showing Percentage of Net Assets
|
Common Stocks - 97.4% | |||
|
Shares |
Value | ||
|
Australia - 7.6% | |||
|
AGL Energy Ltd. |
308,447 |
$ 3,640,871 | |
|
Alumina Ltd. |
1,548,184 |
2,186,142 | |
|
Amcor Ltd. |
867,250 |
4,231,160 | |
|
AMP Ltd. |
1,381,814 |
7,430,978 | |
|
Aristocrat Leisure Ltd. (c) |
262,752 |
1,026,425 | |
|
Arrow Energy Ltd. (a) |
410,951 |
1,594,931 | |
|
Asciano Group unit (a) |
1,907,056 |
2,563,893 | |
|
ASX Ltd. |
116,275 |
3,254,270 | |
|
Australia & New Zealand Banking Group Ltd. |
1,572,776 |
28,312,735 | |
|
AXA Asia Pacific Holdings Ltd. |
709,238 |
2,578,694 | |
|
Bendigo & Adelaide Bank Ltd. |
218,745 |
1,535,167 | |
|
BHP Billiton Ltd. |
2,262,694 |
70,406,530 | |
|
Billabong International Ltd. |
123,813 |
1,099,246 | |
|
BlueScope Steel Ltd. |
1,224,711 |
2,961,686 | |
|
Boral Ltd. |
373,710 |
1,829,585 | |
|
Brambles Ltd. |
956,113 |
6,006,719 | |
|
Caltex Australia Ltd. |
89,246 |
933,464 | |
|
CFS Retail Property Trust |
1,240,758 |
1,993,334 | |
|
Coca-Cola Amatil Ltd. |
379,952 |
3,183,770 | |
|
Cochlear Ltd. |
36,639 |
1,743,251 | |
|
Commonwealth Bank of Australia |
1,024,382 |
39,843,645 | |
|
Computershare Ltd. |
320,884 |
2,743,080 | |
|
Crown Ltd. |
340,600 |
2,278,035 | |
|
CSL Ltd. |
404,740 |
11,023,161 | |
|
CSR Ltd. |
925,922 |
1,597,143 | |
|
DEXUS Property Group unit |
3,089,068 |
1,945,911 | |
|
Energy Resources of Australia Ltd. |
39,896 |
877,086 | |
|
Fortescue Metals Group Ltd. (a) |
844,674 |
3,149,684 | |
|
Fosters Group Ltd. |
1,355,990 |
6,283,134 | |
|
Goodman Fielder Ltd. |
1,012,544 |
1,318,481 | |
|
Goodman Group unit |
3,600,000 |
1,887,268 | |
|
Harvey Norman Holdings Ltd. |
358,038 |
1,192,792 | |
|
Incitec Pivot Ltd. |
1,100,312 |
2,800,410 | |
|
Insurance Australia Group Ltd. |
1,406,185 |
4,256,619 | |
|
John Fairfax Holdings Ltd. (c) |
1,500,436 |
1,864,980 | |
|
Leighton Holdings Ltd. |
102,765 |
3,210,694 | |
|
Lend Lease Corp. Ltd. |
292,368 |
2,331,207 | |
|
Lion Nathan Ltd. |
205,693 |
2,054,039 | |
|
Macquarie Airports unit |
498,785 |
1,079,674 | |
|
Macquarie Group Ltd. |
205,702 |
8,835,711 | |
|
Macquarie Infrastructure Group unit |
1,532,206 |
1,723,091 | |
|
Metcash Ltd. |
520,927 |
1,885,211 | |
|
Mirvac Group unit |
1,645,221 |
2,058,853 | |
|
National Australia Bank Ltd. |
1,294,163 |
31,165,081 | |
|
Newcrest Mining Ltd. |
323,293 |
8,203,546 | |
|
Nufarm Ltd. |
107,948 |
977,560 | |
|
OneSteel Ltd. |
886,874 |
2,437,163 | |
|
Orica Ltd. |
248,502 |
4,744,529 | |
|
Origin Energy Ltd. |
587,550 |
7,606,052 | |
|
OZ Minerals Ltd. |
1,945,900 |
1,744,077 | |
|
Paladin Energy Ltd. (a) |
349,072 |
1,357,726 | |
|
| |||
|
Shares |
Value | ||
|
Perpetual Trustees Australia Ltd. |
26,501 |
$ 922,086 | |
|
Qantas Airways Ltd. |
721,643 |
1,543,769 | |
|
QBE Insurance Group Ltd. |
683,246 |
13,218,203 | |
|
Rio Tinto Ltd. |
292,058 |
13,856,344 | |
|
Santos Ltd. |
548,232 |
7,324,210 | |
|
Sims Metal Management Ltd. |
101,847 |
2,000,492 | |
|
Sonic Healthcare Ltd. |
258,293 |
3,053,227 | |
|
SP AusNet unit |
875,000 |
569,689 | |
|
Stockland Corp. Ltd. unit |
1,569,562 |
5,016,601 | |
|
Suncorp-Metway Ltd. |
839,571 |
5,558,511 | |
|
Tabcorp Holdings Ltd. |
377,862 |
2,143,853 | |
|
Tattersall's Ltd. |
814,335 |
1,707,631 | |
|
Telstra Corp. Ltd. |
3,021,689 |
8,329,265 | |
|
The GPT Group unit |
5,796,476 |
3,014,244 | |
|
Toll Holdings Ltd. |
465,384 |
3,136,238 | |
|
Transurban Group unit |
782,392 |
2,672,668 | |
|
Wesfarmers Ltd. |
675,904 |
14,362,062 | |
|
Wesfarmers Ltd. (price protected shares) |
101,447 |
2,170,196 | |
|
Westfield Group unit |
1,369,962 |
14,664,982 | |
|
Westpac Banking Corp. |
1,977,489 |
40,748,244 | |
|
Woodside Petroleum Ltd. |
330,613 |
13,697,941 | |
|
Woolworths Ltd. |
833,449 |
19,746,333 | |
|
WorleyParsons Ltd. |
116,684 |
2,808,912 | |
|
TOTAL AUSTRALIA |
495,254,195 | ||
|
Austria - 0.3% | |||
|
Erste Bank AG |
118,266 |
5,012,133 | |
|
OMV AG |
103,795 |
4,089,323 | |
|
Osterreichische Elektrizitatswirtschafts AG |
56,090 |
2,845,931 | |
|
Raiffeisen International Bank-Holding AG |
34,618 |
1,828,933 | |
|
Telekom Austria AG |
225,044 |
3,933,050 | |
|
Vienna Insurance Group |
27,248 |
1,416,123 | |
|
Voestalpine AG |
86,394 |
2,780,726 | |
|
TOTAL AUSTRIA |
21,906,219 | ||
|
Belgium - 0.9% | |||
|
Anheuser-Busch InBev SA NV |
488,516 |
21,092,106 | |
|
Belgacom SA |
104,305 |
3,912,021 | |
|
Colruyt NV |
10,233 |
2,347,368 | |
|
Compagnie Nationale A Portefeuille (CNP) |
25,540 |
1,325,708 | |
|
Delhaize Group SA |
69,470 |
4,659,100 | |
|
Dexia SA (a)(c) |
360,413 |
3,083,293 | |
|
Fortis (a) |
1,493,769 |
6,390,584 | |
|
Fortis rights 12/31/49 (a) |
1,232,370 |
18 | |
|
Groupe Bruxelles Lambert SA |
54,562 |
4,777,234 | |
|
Groupe Bruxelles Lambert SA (strip VVPR) (a) |
2,466 |
35 | |
|
KBC Groupe SA (a) |
107,511 |
4,026,869 | |
|
Mobistar SA |
21,454 |
1,381,061 | |
|
Solvay SA |
39,964 |
4,208,420 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
Belgium - continued | |||
|
UCB SA |
68,104 |
$ 2,649,969 | |
|
Umicore SA |
86,172 |
2,333,761 | |
|
TOTAL BELGIUM |
62,187,547 | ||
|
Bermuda - 0.1% | |||
|
Cheung Kong Infrastructure Holdings Ltd. |
359,450 |
1,307,858 | |
|
Chinese Estates Holdings Ltd. |
425,758 |
783,349 | |
|
Noble Group Ltd. |
952,400 |
1,401,123 | |
|
NWS Holdings Ltd. |
437,000 |
851,396 | |
|
Orient Overseas International Ltd. |
143,400 |
673,478 | |
|
Seadrill Ltd. (c) |
186,100 |
3,308,967 | |
|
Yue Yuen Industrial (Holdings) Ltd. |
474,500 |
1,251,995 | |
|
TOTAL BERMUDA |
9,578,166 | ||
|
Cayman Islands - 0.0% | |||
|
Foxconn International Holdings Ltd. (a) |
1,513,000 |
929,221 | |
|
Cyprus - 0.0% | |||
|
Bank of Cyprus Public Co. Ltd. |
383,980 |
2,664,479 | |
|
Denmark - 0.9% | |||
|
A.P. Moller - Maersk AS: |
|||
|
Series A |
378 |
2,621,031 | |
|
Series B |
762 |
5,489,142 | |
|
Carlsberg AS Series B |
73,178 |
5,257,354 | |
|
Coloplast AS Series B |
16,010 |
1,238,097 | |
|
Danske Bank AS (a) |
307,854 |
8,271,740 | |
|
DSV de Sammensluttede Vognmaend AS (a) |
134,768 |
2,083,098 | |
|
H. Lundbeck AS |
36,849 |
727,491 | |
|
Novo Nordisk AS Series B |
305,254 |
18,608,568 | |
|
Novozymes AS Series B |
31,533 |
2,705,770 | |
|
Topdanmark AS (a) |
9,315 |
1,270,264 | |
|
Trygvesta AS |
18,850 |
1,201,759 | |
|
Vestas Wind Systems AS (a) |
137,244 |
9,846,854 | |
|
William Demant Holding AS (a) |
15,767 |
965,726 | |
|
TOTAL DENMARK |
60,286,894 | ||
|
Finland - 1.2% | |||
|
Elisa Corp. (A Shares) |
81,981 |
1,617,298 | |
|
Fortum Corp. |
288,718 |
7,541,896 | |
|
Kesko Oyj |
46,608 |
1,369,849 | |
|
Kone Oyj (B Shares) |
101,781 |
3,538,643 | |
|
Metso Corp. |
79,876 |
2,007,504 | |
|
Neste Oil Oyj (c) |
78,792 |
1,308,124 | |
|
Nokia Corp. |
2,537,143 |
35,618,460 | |
|
Nokian Tyres PLC |
73,211 |
1,646,863 | |
|
Orion Oyj (B Shares) |
52,103 |
885,196 | |
|
Outokumpu Oyj (A Shares) |
77,659 |
1,641,147 | |
|
Pohjola Bank PLC (A Shares) |
116,236 |
1,343,179 | |
|
Rautaruukki Oyj (K Shares) |
60,299 |
1,407,417 | |
|
Sampo Oyj (A Shares) |
283,615 |
6,790,534 | |
|
Sanoma-WSOY Oyj (c) |
52,657 |
1,041,822 | |
|
| |||
|
Shares |
Value | ||
|
Stora Enso Oyj (R Shares) |
400,686 |
$ 2,751,680 | |
|
UPM-Kymmene Corp. |
365,414 |
4,390,232 | |
|
Wartsila Corp. (c) |
58,504 |
2,211,841 | |
|
TOTAL FINLAND |
77,111,685 | ||
|
France - 9.8% | |||
|
Accor SA |
106,535 |
5,608,585 | |
|
Aeroports de Paris |
19,169 |
1,648,406 | |
|
Air France KLM (Reg.) (a) |
87,145 |
1,329,984 | |
|
Alcatel-Lucent SA (a) |
1,544,868 |
5,867,335 | |
|
Alstom SA |
137,136 |
9,634,965 | |
|
Atos Origin SA (a) |
45,150 |
2,119,311 | |
|
AXA SA |
1,051,623 |
24,021,298 | |
|
BIC SA |
18,348 |
1,127,192 | |
|
bioMerieux SA |
8,000 |
780,392 | |
|
BNP Paribas SA |
559,004 |
45,017,111 | |
|
Bouygues SA |
146,628 |
7,276,785 | |
|
Bureau Veritas SA |
34,668 |
1,749,067 | |
|
Cap Gemini SA |
95,773 |
4,632,831 | |
|
Carrefour SA |
427,340 |
20,123,388 | |
|
Casino Guichard Perrachon et Compagnie |
38,168 |
2,889,293 | |
|
Christian Dior SA |
40,824 |
3,783,338 | |
|
CNP Assurances |
24,442 |
2,441,060 | |
|
Compagnie de St. Gobain (c) |
248,473 |
11,182,240 | |
|
Compagnie Generale de Geophysique SA (a) |
100,862 |
2,161,857 | |
|
Credit Agricole SA |
591,102 |
10,949,221 | |
|
Danone |
372,647 |
20,264,634 | |
|
Dassault Systemes SA |
44,102 |
2,254,115 | |
|
Eiffage SA |
26,674 |
1,895,490 | |
|
Electricite de France |
160,095 |
8,389,256 | |
|
Eramet SA |
3,813 |
1,228,914 | |
|
Essilor International SA |
129,281 |
6,982,141 | |
|
Eurazeo SA |
18,714 |
1,013,781 | |
|
Eutelsat Communications |
64,076 |
1,713,296 | |
|
Fonciere Des Regions |
15,249 |
1,595,962 | |
|
France Telecom SA |
1,224,246 |
31,522,097 | |
|
GDF Suez |
812,377 |
34,230,677 | |
|
Gecina SA |
11,048 |
1,095,778 | |
|
Hermes International SA (c) |
38,929 |
5,768,223 | |
|
ICADE |
12,316 |
1,147,734 | |
|
Iliad Group SA |
10,840 |
1,110,582 | |
|
Imerys |
19,851 |
1,040,227 | |
|
Ipsen SA |
15,000 |
741,940 | |
|
JC Decaux SA (a)(c) |
49,234 |
1,066,566 | |
|
Klepierre SA |
56,651 |
2,129,196 | |
|
L'Air Liquide SA |
36,037 |
3,846,552 | |
|
L'Air Liquide SA (a) |
56,030 |
5,980,584 | |
|
L'Oreal SA |
160,677 |
15,821,304 | |
|
Lafarge SA |
28,286 |
2,405,236 | |
|
Lafarge SA (a) |
43,250 |
3,677,666 | |
|
Lafarge SA (Bearer) |
63,654 |
5,412,674 | |
|
Lagardere S.C.A. (Reg.) |
74,037 |
3,188,651 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
France - continued | |||
|
Legrand SA |
73,993 |
$ 1,816,154 | |
|
LVMH Moet Hennessy - Louis Vuitton |
164,166 |
15,696,478 | |
|
M6 Metropole Television SA |
47,281 |
1,073,065 | |
|
Michelin SA (Compagnie Generale des Etablissements) Series B |
96,345 |
7,250,435 | |
|
Natixis SA (a) |
579,564 |
2,641,498 | |
|
Neopost SA |
19,141 |
1,577,941 | |
|
PagesJaunes Groupe SA |
83,208 |
928,833 | |
|
Pernod Ricard SA (c) |
130,212 |
10,150,060 | |
|
Peugeot Citroen SA (a) |
102,586 |
2,970,231 | |
|
PPR SA |
49,560 |
5,756,098 | |
|
Publicis Groupe SA |
82,880 |
3,047,863 | |
|
Renault SA (a) |
123,998 |
5,582,164 | |
|
Safran SA |
132,570 |
2,435,691 | |
|
Sanofi-Aventis |
705,604 |
48,046,322 | |
|
Schneider Electric SA |
160,089 |
14,758,110 | |
|
SCOR SE |
111,453 |
2,932,949 | |
|
Societe Des Autoroutes Paris-Rhin-Rhone |
13,292 |
991,713 | |
|
Societe Generale Series A |
311,587 |
25,110,259 | |
|
Sodexo SA |
62,704 |
3,612,131 | |
|
Suez Environnement SA |
184,704 |
3,800,025 | |
|
Technip SA |
72,230 |
4,466,895 | |
|
Television Francaise 1 SA (c) |
71,975 |
1,165,021 | |
|
Thales SA |
64,747 |
2,970,489 | |
|
Total SA: |
|||
|
(strip VVPR) (a) |
3,096 |
4 | |
|
Series B |
1,434,590 |
82,322,120 | |
|
Unibail-Rodamco |
54,540 |
10,786,862 | |
|
Vallourec SA |
37,874 |
5,753,080 | |
|
Veolia Environnement |
256,903 |
8,887,606 | |
|
VINCI SA |
283,323 |
15,202,042 | |
|
Vivendi |
804,289 |
22,912,279 | |
|
TOTAL FRANCE |
644,511,353 | ||
|
Germany - 7.4% | |||
|
adidas AG |
133,850 |
6,305,858 | |
|
Allianz AG (Reg.) |
303,323 |
35,044,930 | |
|
BASF AG |
617,766 |
32,230,300 | |
|
Bayer AG |
512,938 |
31,497,148 | |
|
Bayerische Motoren Werke AG (BMW) |
219,832 |
10,014,626 | |
|
Beiersdorf AG |
56,813 |
2,883,429 | |
|
Celesio AG |
51,063 |
1,390,239 | |
|
Commerzbank AG (a)(c) |
503,743 |
4,651,073 | |
|
Daimler AG (Reg.) |
610,295 |
27,569,672 | |
|
Deutsche Bank AG |
396,499 |
26,803,908 | |
|
Deutsche Boerse AG |
131,062 |
10,005,866 | |
|
Deutsche Lufthansa AG (Reg.) |
145,385 |
2,334,511 | |
|
Deutsche Post AG |
565,928 |
9,764,850 | |
|
Deutsche Postbank AG (a) |
54,910 |
1,949,218 | |
|
Deutsche Telekom AG (Reg.) |
1,914,400 |
25,507,904 | |
|
E.ON AG |
1,288,245 |
54,503,697 | |
|
| |||
|
Shares |
Value | ||
|
Fraport AG Frankfurt Airport Services Worldwide |
22,793 |
$ 1,150,931 | |
|
Fresenius Medical Care AG & Co. KGaA |
127,912 |
5,747,362 | |
|
Fresenius SE |
19,026 |
962,353 | |
|
GEA Group AG |
95,322 |
1,689,157 | |
|
Hamburger Hafen und Logistik AG |
14,672 |
613,177 | |
|
Hannover Rueckversicherungs AG (a) |
42,608 |
1,875,374 | |
|
HeidelbergCement AG (strip VVPR) (a) |
239 |
0 | |
|
Henkel AG & Co. KGaA |
86,955 |
2,910,983 | |
|
Hochtief AG |
26,742 |
1,978,728 | |
|
Infineon Technologies AG (a) |
693,000 |
3,618,608 | |
|
K&S AG |
97,421 |
4,938,819 | |
|
Linde AG |
100,077 |
10,057,976 | |
|
MAN AG |
69,362 |
5,300,381 | |
|
Merck KGaA |
42,152 |
3,822,408 | |
|
Metro AG |
80,606 |
4,372,973 | |
|
Munich Re Group (Reg.) |
138,415 |
20,644,294 | |
|
Puma AG |
3,762 |
1,063,614 | |
|
RWE AG |
283,231 |
26,232,011 | |
|
Salzgitter AG |
27,241 |
2,592,889 | |
|
SAP AG |
575,310 |
28,061,021 | |
|
Siemens AG (Reg.) |
552,431 |
47,988,336 | |
|
SolarWorld AG (c) |
53,117 |
1,130,123 | |
|
Suedzucker AG (Bearer) |
44,283 |
863,444 | |
|
Thyssenkrupp AG |
223,273 |
7,586,524 | |
|
TUI AG (a)(c) |
127,879 |
1,111,958 | |
|
United Internet AG (a) |
81,763 |
1,155,825 | |
|
Volkswagen AG (c) |
59,825 |
11,583,387 | |
|
Wacker Chemie AG |
8,871 |
1,068,469 | |
|
TOTAL GERMANY |
482,578,354 | ||
|
Greece - 0.6% | |||
|
Alpha Bank AE (a) |
238,919 |
3,956,316 | |
|
Coca-Cola Hellenic Bottling Co. SA |
117,564 |
2,713,679 | |
|
EFG Eurobank Ergasias SA |
211,661 |
2,967,823 | |
|
Greek Organization of Football Prognostics SA |
145,445 |
3,544,916 | |
|
Hellenic Petroleum SA |
66,967 |
695,117 | |
|
Hellenic Telecommunications Organization SA |
172,381 |
2,644,426 | |
|
Marfin Financial Group Holdings SA |
431,890 |
1,671,842 | |
|
National Bank of Greece SA (a) |
407,143 |
12,754,302 | |
|
Piraeus Bank SA |
225,864 |
3,549,081 | |
|
Public Power Corp. of Greece (a) |
77,529 |
1,822,915 | |
|
Titan Cement Co. SA (Reg.) |
30,761 |
890,861 | |
|
TOTAL GREECE |
37,211,278 | ||
|
Hong Kong - 2.1% | |||
|
ASM Pacific Technology Ltd. |
139,529 |
893,834 | |
|
Bank of East Asia Ltd. |
961,721 |
3,102,146 | |
|
BOC Hong Kong Holdings Ltd. |
2,511,566 |
5,035,802 | |
|
Cathay Pacific Airways Ltd. |
829,327 |
1,202,722 | |
|
Cheung Kong Holdings Ltd. |
957,449 |
11,359,010 | |
|
CLP Holdings Ltd. |
1,425,157 |
9,543,400 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
Hong Kong - continued | |||
|
Esprit Holdings Ltd. |
747,923 |
$ 4,550,003 | |
|
Hang Lung Group Ltd. |
559,000 |
2,574,857 | |
|
Hang Lung Properties Ltd. |
1,410,423 |
4,394,805 | |
|
Hang Seng Bank Ltd. |
525,601 |
7,466,492 | |
|
Henderson Land Development Co. Ltd. |
731,963 |
4,301,804 | |
|
Hong Kong & China Gas Co. Ltd. |
2,818,615 |
6,102,402 | |
|
Hong Kong Aircraft Engineering Co. Ltd. |
43,200 |
505,550 | |
|
Hong Kong Electric Holdings Ltd. |
974,676 |
5,445,293 | |
|
Hong Kong Exchange & Clearing Ltd. |
690,098 |
12,020,364 | |
|
Hopewell Holdings Ltd. |
435,000 |
1,316,149 | |
|
Hutchison Whampoa Ltd. |
1,448,158 |
10,183,229 | |
|
Hysan Development Co. Ltd. |
405,581 |
951,359 | |
|
Kerry Properties Ltd. |
464,681 |
2,200,362 | |
|
Li & Fung Ltd. |
1,523,623 |
5,062,066 | |
|
Lifestyle International Holdings Ltd. |
294,000 |
418,783 | |
|
Link (REIT) |
1,609,186 |
3,546,232 | |
|
Mongolia Energy Corp. Ltd. (a) |
1,718,000 |
609,578 | |
|
MTR Corp. Ltd. |
976,243 |
3,281,246 | |
|
New World Development Co. Ltd. |
1,630,892 |
3,291,054 | |
|
PCCW Ltd. |
2,300,000 |
596,481 | |
|
Shangri-La Asia Ltd. |
855,380 |
1,258,163 | |
|
Sino Land Co. |
1,146,380 |
1,958,347 | |
|
Sun Hung Kai Properties Ltd. |
958,141 |
12,968,149 | |
|
Swire Pacific Ltd. (A Shares) |
532,884 |
5,558,861 | |
|
Television Broadcasts Ltd. |
200,000 |
852,854 | |
|
Wharf Holdings Ltd. |
908,585 |
4,073,741 | |
|
Wheelock and Co. Ltd. |
542,000 |
1,458,070 | |
|
Wing Hang Bank Ltd. |
103,000 |
930,269 | |
|
TOTAL HONG KONG |
139,013,477 | ||
|
Ireland - 0.3% | |||
|
Anglo Irish Bank Corp. PLC (a) |
331,052 |
231,631 | |
|
CRH PLC |
458,585 |
11,581,845 | |
|
Elan Corp. PLC (a) |
282,397 |
2,049,060 | |
|
Kerry Group PLC Class A |
86,827 |
2,271,831 | |
|
Ryanair Holdings PLC (a) |
197,226 |
882,220 | |
|
TOTAL IRELAND |
17,016,587 | ||
|
Italy - 3.4% | |||
|
A2A SpA |
755,956 |
1,463,149 | |
|
ACEA SpA |
45,000 |
548,713 | |
|
Alleanza Assicurazioni SpA |
260,856 |
2,141,088 | |
|
Assicurazioni Generali SpA |
717,105 |
17,858,330 | |
|
Atlantia SpA |
172,570 |
3,839,859 | |
|
Autogrill SpA (a) |
52,815 |
594,409 | |
|
Banca Carige SpA |
416,861 |
1,261,049 | |
|
Banca Monte dei Paschi di Siena SpA |
1,452,156 |
3,052,148 | |
|
Banca Popolare di Milano |
262,185 |
1,975,326 | |
|
Banco Popolare Societa Cooperativa (a) |
426,898 |
3,782,430 | |
|
Enel SpA |
4,488,491 |
26,448,465 | |
|
ENI SpA |
1,751,680 |
41,623,804 | |
|
EXOR SpA |
48,232 |
829,111 | |
|
Fiat SpA (a) |
510,828 |
6,049,410 | |
|
| |||
|
Shares |
Value | ||
|
Finmeccanica SpA |
275,470 |
$ 4,399,647 | |
|
Fondiaria-Sai SpA |
49,221 |
945,613 | |
|
Intesa Sanpaolo SpA |
5,190,295 |
22,491,408 | |
|
Italcementi SpA |
38,500 |
577,365 | |
|
Lottomatica SpA |
35,597 |
800,746 | |
|
Luxottica Group SpA (a) |
88,976 |
2,160,120 | |
|
Mediaset SpA |
458,383 |
3,014,830 | |
|
Mediobanca SpA |
328,052 |
4,501,040 | |
|
Mediolanum SpA |
140,728 |
891,282 | |
|
Parmalat SpA |
1,124,911 |
2,886,885 | |
|
Pirelli & C SpA (a) |
2,000,550 |
957,975 | |
|
Prysmian SpA |
69,542 |
1,299,122 | |
|
Saipem SpA |
181,416 |
4,855,995 | |
|
Saras Raffinerie Sarde SpA |
185,942 |
643,136 | |
|
Snam Rete Gas SpA |
1,042,616 |
4,843,147 | |
|
Telecom Italia SpA |
6,719,699 |
10,890,656 | |
|
Terna SpA |
867,531 |
3,196,513 | |
|
UniCredit SpA |
9,563,178 |
34,653,866 | |
|
Unione di Banche Italiane SCPA |
368,960 |
5,575,428 | |
|
Unione di Banche Italiane SCPA warrants 6/30/11 (a) |
368,960 |
36,605 | |
|
Unipol Gruppo Finanziario SpA (a) |
455,077 |
604,163 | |
|
TOTAL ITALY |
221,692,833 | ||
|
Japan - 22.2% | |||
|
77 Bank Ltd. |
209,223 |
1,263,522 | |
|
ABC-Mart, Inc. |
12,000 |
348,162 | |
|
ACOM Co. Ltd. (c) |
36,770 |
755,867 | |
|
Advantest Corp. |
103,990 |
2,592,486 | |
|
Aeon Co. Ltd. |
421,500 |
4,470,454 | |
|
Aeon Credit Service Co. Ltd. |
65,500 |
740,447 | |
|
Aeon Mall Co. Ltd. |
54,700 |
1,290,205 | |
|
Aioi Insurance Co. Ltd. |
335,000 |
1,655,921 | |
|
Aisin Seiki Co. Ltd. |
125,800 |
3,149,731 | |
|
Ajinomoto Co., Inc. |
441,866 |
4,506,026 | |
|
Alfresa Holdings Corp. |
18,100 |
818,837 | |
|
All Nippon Airways Co. Ltd. |
512,000 |
1,579,024 | |
|
Amada Co. Ltd. |
243,000 |
1,705,126 | |
|
Aozora Bank Ltd. (a) |
466,000 |
691,038 | |
|
Asahi Breweries Ltd. |
253,403 |
4,405,825 | |
|
Asahi Glass Co. Ltd. |
688,677 |
5,994,287 | |
|
Asahi Kasei Corp. |
831,727 |
4,004,015 | |
|
Asics Corp. |
118,000 |
1,160,219 | |
|
Astellas Pharma, Inc. |
307,600 |
12,329,121 | |
|
Bank of Kyoto Ltd. |
219,000 |
2,127,402 | |
|
Bank of Yokohama Ltd. |
810,084 |
4,570,106 | |
|
Benesse Corp. |
49,400 |
2,425,940 | |
|
Bridgestone Corp. |
416,579 |
7,614,451 | |
|
Brother Industries Ltd. |
171,500 |
1,721,266 | |
|
Canon Marketing Japan, Inc. |
44,100 |
741,634 | |
|
Canon, Inc. (c) |
721,444 |
27,575,434 | |
|
Casio Computer Co. Ltd. |
159,100 |
1,574,587 | |
|
Central Japan Railway Co. |
996 |
6,732,044 | |
|
Chiba Bank Ltd. |
542,674 |
3,417,225 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
Japan - continued | |||
|
Chubu Electric Power Co., Inc. |
445,264 |
$ 10,358,871 | |
|
Chugai Pharmaceutical Co. Ltd. |
144,425 |
2,948,716 | |
|
Chugokun Electric Power Co. |
194,000 |
4,263,163 | |
|
Chuo Mitsui Trust Holdings, Inc. |
690,300 |
2,907,776 | |
|
Citizen Holdings Co. Ltd. |
213,166 |
1,280,462 | |
|
Coca-Cola West Co. Ltd. |
32,700 |
634,955 | |
|
Cosmo Oil Co. Ltd. |
412,000 |
1,266,194 | |
|
Credit Saison Co. Ltd. |
99,652 |
1,336,403 | |
|
Dai Nippon Printing Co. Ltd. |
389,242 |
5,684,288 | |
|
Daicel Chemical Industries Ltd. |
190,000 |
1,229,099 | |
|
Daido Steel Co. Ltd. |
168,000 |
676,983 | |
|
Daihatsu Motor Co. Ltd. |
130,000 |
1,334,085 | |
|
Daiichi Sankyo Kabushiki Kaisha |
456,270 |
9,732,387 | |
|
Daikin Industries Ltd. |
163,494 |
5,762,522 | |
|
Dainippon Sumitomo Pharma Co. Ltd. |
95,000 |
1,072,910 | |
|
Daito Trust Construction Co. |
51,363 |
2,450,588 | |
|
Daiwa House Industry Co. Ltd. |
361,184 |
4,024,799 | |
|
Daiwa Securities Group, Inc. |
1,118,985 |
6,901,970 | |
|
DeNA Co. Ltd. (c) |
198 |
626,808 | |
|
Denki Kagaku Kogyo KK |
320,358 |
1,356,341 | |
|
Denso Corp. |
323,138 |
9,392,739 | |
|
Dentsu, Inc. (c) |
119,800 |
2,761,347 | |
|
Dic Corp. |
323,995 |
504,828 | |
|
Dowa Holdings Co. Ltd. |
201,168 |
1,134,894 | |
|
Dowa Holdings Co. Ltd. rights 1/29/10 (a) |
67,168 |
18,910 | |
|
East Japan Railway Co. |
223,300 |
14,589,125 | |
|
Eisai Co. Ltd. |
172,778 |
6,331,108 | |
|
Electric Power Development Co. Ltd. |
86,480 |
2,625,252 | |
|
Elpida Memory, Inc. (a)(c) |
89,300 |
1,396,212 | |
|
FamilyMart Co. Ltd. |
36,400 |
1,126,499 | |
|
Fanuc Ltd. |
129,072 |
10,527,149 | |
|
Fast Retailing Co. Ltd. |
31,600 |
3,786,159 | |
|
Fuji Electric Holdings Co. Ltd. |
325,153 |
621,935 | |
|
Fuji Heavy Industries Ltd. |
426,000 |
1,840,232 | |
|
Fuji Media Holdings, Inc. |
351 |
551,431 | |
|
Fujifilm Holdings Corp. |
332,605 |
9,897,861 | |
|
Fujitsu Ltd. |
1,296,075 |
8,718,493 | |
|
Fukuoka Financial Group, Inc. |
532,300 |
2,390,946 | |
|
Furukawa Electric Co. Ltd. |
452,790 |
2,004,615 | |
|
GS Yuasa Corp. (c) |
243,000 |
2,117,698 | |
|
Gunma Bank Ltd. |
250,663 |
1,416,814 | |
|
Hakuhodo DY Holdings, Inc. |
13,480 |
748,889 | |
|
Hankyu Hanshin Holdings, Inc. |
751,200 |
3,600,206 | |
|
Hikari Tsushin, Inc. |
16,700 |
360,703 | |
|
Hino Motors Ltd. |
165,000 |
682,624 | |
|
Hirose Electric Co. Ltd. |
18,798 |
2,320,965 | |
|
Hiroshima Bank Ltd. |
347,000 |
1,480,324 | |
|
Hisamitsu Pharmaceutical Co., Inc. |
45,500 |
1,755,265 | |
|
Hitachi Chemical Co. Ltd. |
72,800 |
1,502,781 | |
|
Hitachi Construction Machinery Co. Ltd. (c) |
70,100 |
1,422,941 | |
|
Hitachi High-Technologies Corp. |
45,400 |
913,757 | |
|
| |||
|
Shares |
Value | ||
|
Hitachi Ltd. |
2,242,271 |
$ 7,886,845 | |
|
Hitachi Metals Ltd. |
124,000 |
1,263,185 | |
|
Hokkaido Electric Power Co., Inc. |
132,000 |
2,721,986 | |
|
Hokuhoku Financial Group, Inc. |
828,715 |
2,065,999 | |
|
Hokuriku Electric Power Co., Inc. |
127,100 |
3,079,846 | |
|
Honda Motor Co. Ltd. |
1,115,560 |
34,975,240 | |
|
Hoya Corp. |
279,916 |
6,316,608 | |
|
Ibiden Co. Ltd. |
84,400 |
3,001,977 | |
|
Idemitsu Kosan Co., Ltd. |
13,800 |
1,140,361 | |
|
Inpex Corp. |
561 |
4,581,560 | |
|
Isetan Mitsukoshi Holdings Ltd. (c) |
225,287 |
2,486,243 | |
|
Ishikawajima-Harima Heavy Industries Co. Ltd. (a) |
927,185 |
1,893,028 | |
|
Isuzu Motors Ltd. |
850,000 |
1,972,921 | |
|
Ito En Ltd. (c) |
43,000 |
788,749 | |
|
Itochu Corp. |
1,038,986 |
7,368,695 | |
|
ITOCHU Techno-Solutions Corp. |
17,200 |
506,426 | |
|
Iyo Bank Ltd. |
159,000 |
1,559,929 | |
|
J Front Retailing Co. Ltd. (c) |
313,800 |
1,777,053 | |
|
JAFCO Co. Ltd. |
20,500 |
691,704 | |
|
Japan Airlines Corp. (a) |
521,420 |
935,710 | |
|
Japan Petroleum Exploration Co. Ltd. |
17,100 |
893,037 | |
|
Japan Prime Realty Investment Corp. |
308 |
736,407 | |
|
Japan Real Estate Investment Corp. |
307 |
2,500,602 | |
|
Japan Retail Fund Investment Corp. |
229 |
1,220,546 | |
|
Japan Steel Works Ltd. |
228,000 |
2,832,237 | |
|
Japan Tobacco, Inc. |
3,022 |
8,764,644 | |
|
JFE Holdings, Inc. |
335,075 |
11,702,060 | |
|
JGC Corp. |
146,117 |
2,711,627 | |
|
Joyo Bank Ltd. |
433,941 |
2,219,599 | |
|
JS Group Corp. |
172,159 |
3,048,764 | |
|
JSR Corp. |
116,216 |
2,044,333 | |
|
JTEKT Corp. |
128,200 |
1,653,127 | |
|
Jupiter Telecommunications Co. |
1,726 |
1,502,321 | |
|
Kajima Corp. |
522,317 |
1,464,912 | |
|
Kamigumi Co. Ltd. |
168,663 |
1,426,368 | |
|
Kaneka Corp. |
210,559 |
1,549,892 | |
|
Kansai Electric Power Co., Inc. |
514,236 |
11,825,328 | |
|
Kansai Paint Co. Ltd. |
150,000 |
1,221,792 | |
|
Kao Corp. |
356,750 |
9,047,173 | |
|
Kawasaki Heavy Industries Ltd. |
953,945 |
2,531,962 | |
|
Kawasaki Kisen Kaisha Ltd. |
400,000 |
1,758,006 | |
|
KDDI Corp. |
1,960 |
11,141,629 | |
|
Keihin Electric Express Railway Co. Ltd. |
281,061 |
2,328,584 | |
|
Keio Corp. |
390,410 |
2,638,812 | |
|
Keisei Electric Railway Co. |
156,000 |
1,091,296 | |
|
Keyence Corp. |
28,020 |
5,919,548 | |
|
Kikkoman Corp. |
108,849 |
1,348,623 | |
|
Kinden Corp. |
85,000 |
760,853 | |
|
Kintetsu Corp. |
1,071,100 |
4,638,441 | |
|
Kirin Holdings Co. Ltd. |
580,256 |
8,498,699 | |
|
Kobe Steel Ltd. |
1,762,000 |
3,256,652 | |
|
Komatsu Ltd. |
637,745 |
11,499,420 | |
|
Konami Corp. |
58,900 |
1,160,151 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
Japan - continued | |||
|
Konica Minolta Holdings, Inc. |
303,500 |
$ 2,869,976 | |
|
Kubota Corp. |
740,864 |
6,122,119 | |
|
Kuraray Co. Ltd. |
239,986 |
2,617,513 | |
|
Kuraya Sanseido, Inc. |
85,300 |
1,220,012 | |
|
Kurita Water Industries Ltd. |
73,500 |
2,448,420 | |
|
Kyocera Corp. |
108,202 |
8,991,396 | |
|
Kyowa Hakko Kirin Co., Ltd. |
169,689 |
2,060,483 | |
|
Kyushu Electric Power Co., Inc. |
263,170 |
5,811,459 | |
|
Lawson, Inc. |
45,316 |
1,962,427 | |
|
Leopalace21 Corp. |
87,600 |
792,598 | |
|
Mabuchi Motor Co. Ltd. |
16,821 |
856,776 | |
|
Makita Corp. |
71,400 |
2,017,859 | |
|
Marubeni Corp. |
1,104,244 |
5,493,928 | |
|
Marui Group Co. Ltd. |
146,849 |
1,019,390 | |
|
Maruichi Steel Tube Ltd. |
26,700 |
557,182 | |
|
Matsui Securities Co. Ltd. |
85,100 |
788,268 | |
|
Mazda Motor Corp. |
632,000 |
1,752,160 | |
|
McDonald's Holdings Co. (Japan) Ltd. |
38,000 |
710,509 | |
|
Meiji Holdings Co. Ltd. (a) |
46,029 |
1,879,542 | |
|
Minebea Ltd. |
254,008 |
1,179,147 | |
|
Mitsubishi Chemical Holdings Corp. |
831,775 |
3,780,795 | |
|
Mitsubishi Corp. |
917,802 |
18,590,766 | |
|
Mitsubishi Electric Corp. |
1,304,106 |
9,697,414 | |
|
Mitsubishi Estate Co. Ltd. |
783,723 |
12,994,676 | |
|
Mitsubishi Gas Chemical Co., Inc. |
270,867 |
1,592,137 | |
|
Mitsubishi Heavy Industries Ltd. |
2,017,256 |
8,345,621 | |
|
Mitsubishi Logistics Corp. |
70,000 |
920,696 | |
|
Mitsubishi Materials Corp. |
762,937 |
2,328,327 | |
|
Mitsubishi Motors Corp. of Japan (a)(c) |
2,395,000 |
4,349,398 | |
|
Mitsubishi Rayon Co. Ltd. |
344,312 |
1,135,867 | |
|
Mitsubishi Tanabe Pharma Corp. |
144,000 |
1,889,362 | |
|
Mitsubishi UFJ Financial Group, Inc. |
6,263,430 |
39,814,016 | |
|
Mitsubishi UFJ Lease & Finance Co. Ltd. |
36,330 |
1,153,612 | |
|
Mitsui & Co. Ltd. |
1,160,323 |
15,111,879 | |
|
Mitsui Chemicals, Inc. |
414,683 |
1,568,541 | |
|
Mitsui Engineering & Shipbuilding Co. |
553,000 |
1,503,428 | |
|
Mitsui Fudosan Co. Ltd. |
561,677 |
10,610,661 | |
|
Mitsui Mining & Smelting Co. Ltd. (a) |
360,154 |
1,029,454 | |
|
Mitsui O.S.K. Lines Ltd. |
787,285 |
5,033,683 | |
|
Mitsui Sumitomo Insurance Group Holdings, Inc. |
282,342 |
7,964,192 | |
|
Mitsumi Electric Co. Ltd. |
59,700 |
1,385,687 | |
|
Mizuho Financial Group, Inc. |
8,503,200 |
20,833,113 | |
|
Mizuho Securities Co. Ltd. |
437,000 |
1,643,563 | |
|
Mizuho Trust & Banking Co. Ltd. (a) |
1,075,000 |
1,386,202 | |
|
Murata Manufacturing Co. Ltd. |
141,754 |
6,702,317 | |
|
Namco Bandai Holdings, Inc. |
116,450 |
1,236,327 | |
|
NEC Corp. (a) |
1,312,951 |
4,740,506 | |
|
NGK Insulators Ltd. |
168,309 |
3,924,678 | |
|
NGK Spark Plug Co. Ltd. |
113,000 |
1,421,911 | |
|
NHK Spring Co. Ltd. |
112,000 |
825,618 | |
|
Nidec Corp. |
71,542 |
5,143,090 | |
|
| |||
|
Shares |
Value | ||
|
Nikon Corp. |
207,838 |
$ 3,575,635 | |
|
Nintendo Co. Ltd. |
66,796 |
18,101,317 | |
|
Nippon Building Fund, Inc. |
351 |
3,092,843 | |
|
Nippon Electric Glass Co. Ltd. |
236,000 |
2,449,774 | |
|
Nippon Express Co. Ltd. |
555,546 |
2,483,421 | |
|
Nippon Meat Packers, Inc. |
120,740 |
1,460,920 | |
|
Nippon Mining Holdings, Inc. |
593,500 |
2,959,209 | |
|
Nippon Oil Corp. |
814,129 |
4,654,165 | |
|
Nippon Paper Group, Inc. |
65,800 |
1,933,838 | |
|
Nippon Sheet Glass Co. Ltd. |
400,000 |
1,401,246 | |
|
Nippon Steel Corp. |
3,458,661 |
13,565,562 | |
|
Nippon Telegraph & Telephone Corp. |
347,400 |
15,463,881 | |
|
Nippon Yusen KK |
771,578 |
3,341,349 | |
|
Nipponkoa Insurance Co. Ltd. |
426,000 |
2,650,483 | |
|
Nishi-Nippon City Bank Ltd. |
456,000 |
1,215,216 | |
|
Nissan Chemical Industries Co. Ltd. |
86,000 |
1,259,596 | |
|
Nissan Motor Co. Ltd. |
1,698,648 |
11,850,785 | |
|
Nissay Dowa General Insurance Co. Ltd. |
99,000 |
505,319 | |
|
Nisshin Seifun Group, Inc. |
123,590 |
1,640,164 | |
|
Nisshin Steel Co. Ltd. |
503,000 |
1,021,567 | |
|
Nisshinbo Holdings, Inc. |
102,000 |
1,191,425 | |
|
Nissin Food Holdings Co. Ltd. |
49,923 |
1,646,933 | |
|
Nitori Co. Ltd. |
23,750 |
1,837,524 | |
|
Nitto Denko Corp. |
114,394 |
3,466,485 | |
|
NOK Corp. |
74,000 |
1,008,296 | |
|
Nomura Holdings, Inc. |
1,690,447 |
14,977,877 | |
|
Nomura Real Estate Holdings, Inc. |
60,800 |
1,064,947 | |
|
Nomura Real Estate Office Fund, Inc. |
179 |
1,240,651 | |
|
Nomura Research Institute Ltd. |
71,600 |
1,708,059 | |
|
NSK Ltd. |
301,576 |
1,973,563 | |
|
NTN Corp. |
237,611 |
1,108,136 | |
|
NTT Data Corp. |
825 |
2,810,284 | |
|
NTT DoCoMo, Inc. |
10,479 |
16,131,908 | |
|
NTT Urban Development Co. |
748 |
739,480 | |
|
Obayashi Corp. |
441,704 |
1,988,760 | |
|
Obic Co. Ltd. |
5,580 |
912,012 | |
|
Odakyu Electric Railway Co. Ltd. |
410,000 |
3,683,215 | |
|
Oji Paper Co. Ltd. |
597,352 |
2,817,940 | |
|
Olympus Corp. |
152,429 |
4,144,051 | |
|
Omron Corp. |
142,160 |
2,424,327 | |
|
Ono Pharmaceutical Co. Ltd. |
57,100 |
2,804,073 | |
|
Onward Holdings Co. Ltd. |
77,000 |
561,820 | |
|
Oracle Corp. Japan (c) |
28,300 |
1,173,845 | |
|
Oriental Land Co. Ltd. |
35,356 |
2,389,740 | |
|
ORIX Corp. |
68,808 |
5,286,666 | |
|
Osaka Gas Co. Ltd. |
1,336,525 |
4,624,554 | |
|
OSAKA Titanium technologies Co. Ltd. (c) |
15,000 |
507,737 | |
|
Otsuka Corp. |
8,500 |
514,238 | |
|
Panasonic Corp. |
1,318,373 |
21,042,054 | |
|
Panasonic Electric Works Co., Ltd. |
261,000 |
3,127,176 | |
|
Promise Co. Ltd. (c) |
47,175 |
462,321 | |
|
Rakuten, Inc. |
5,148 |
3,108,936 | |
|
Resona Holdings, Inc. (c) |
338,100 |
4,610,454 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
Japan - continued | |||
|
Ricoh Co. Ltd. |
442,770 |
$ 6,380,341 | |
|
Rinnai Corp. |
27,000 |
1,340,425 | |
|
ROHM Co. Ltd. |
66,244 |
4,463,248 | |
|
Sankyo Co. Ltd. (Gunma) |
32,900 |
2,071,717 | |
|
Santen Pharmaceutical Co. Ltd. |
48,500 |
1,631,259 | |
|
Sanyo Electric Co. Ltd. (a)(c) |
1,089,382 |
2,938,264 | |
|
Sapporo Breweries Ltd. |
181,578 |
1,038,035 | |
|
Sapporo Hokuyo Holdings, Inc. (a) |
163,000 |
592,027 | |
|
SBI Holdings, Inc. (c) |
10,838 |
2,429,408 | |
|
Secom Co. Ltd. |
145,267 |
6,556,215 | |
|
Sega Sammy Holdings, Inc. |
110,300 |
1,438,902 | |
|
Seiko Epson Corp. |
85,300 |
1,262,176 | |
|
Sekisui Chemical Co. Ltd. |
293,293 |
1,872,083 | |
|
Sekisui House Ltd. |
337,467 |
3,241,946 | |
|
Seven & i Holdings Co., Ltd. |
524,000 |
12,669,245 | |
|
Seven Bank Ltd. |
347 |
880,364 | |
|
Sharp Corp. |
676,675 |
7,816,738 | |
|
Shikoku Electric Power Co., Inc. |
120,700 |
3,735,396 | |
|
Shimadzu Corp. |
169,000 |
1,225,822 | |
|
Shimamura Co. Ltd. |
14,200 |
1,271,072 | |
|
SHIMANO, Inc. |
41,600 |
1,774,683 | |
|
SHIMIZU Corp. |
397,416 |
1,639,885 | |
|
Shin-Etsu Chemical Co., Ltd. |
274,562 |
16,227,068 | |
|
Shinko Electric Industries Co.Ltd. |
55,900 |
1,042,794 | |
|
Shinsei Bank Ltd. (a) |
907,000 |
1,539,931 | |
|
Shionogi & Co. Ltd. |
202,091 |
4,951,294 | |
|
Shiseido Co. Ltd. |
233,950 |
4,117,882 | |
|
Shizuoka Bank Ltd. |
392,274 |
4,093,037 | |
|
Showa Denko KK |
769,336 |
1,661,686 | |
|
Showa Shell Sekiyu KK |
133,500 |
1,392,956 | |
|
SMC Corp. |
36,171 |
4,217,229 | |
|
Softbank Corp. |
506,430 |
11,346,513 | |
|
Sojitz Corp. |
774,900 |
1,657,050 | |
|
Sompo Japan Insurance, Inc. |
595,712 |
4,064,873 | |
|
Sony Corp. |
681,785 |
18,291,693 | |
|
Sony Financial Holdings, Inc. |
579 |
1,758,278 | |
|
Square Enix Holdings Co. Ltd. |
43,800 |
1,127,240 | |
|
Stanley Electric Co. Ltd. |
96,225 |
1,939,803 | |
|
Sumco Corp. |
88,100 |
1,798,732 | |
|
Sumitomo Chemical Co. Ltd. |
1,036,334 |
4,966,741 | |
|
Sumitomo Corp. |
744,842 |
7,627,707 | |
|
Sumitomo Electric Industries Ltd. |
501,106 |
6,472,484 | |
|
Sumitomo Heavy Industries Ltd. |
408,822 |
2,069,151 | |
|
Sumitomo Metal Industries Ltd. |
2,385,966 |
5,973,888 | |
|
Sumitomo Metal Mining Co. Ltd. |
349,065 |
5,382,638 | |
|
Sumitomo Mitsui Financial Group, Inc. |
606,400 |
26,130,066 | |
|
Sumitomo Realty & Development Co. Ltd. |
261,000 |
5,494,294 | |
|
Sumitomo Rubber Industries Ltd. |
122,000 |
1,170,707 | |
|
Sumitomo Trust & Banking Co. Ltd. |
944,344 |
5,774,035 | |
|
Suzuken Co. Ltd. |
49,860 |
1,644,855 | |
|
Suzuki Motor Corp. |
242,900 |
5,794,519 | |
|
T&D Holdings, Inc. |
160,050 |
4,807,003 | |
|
| |||
|
Shares |
Value | ||
|
Taiheiyo Cement Corp. |
562,684 |
$ 973,481 | |
|
Taisei Corp. |
618,594 |
1,356,041 | |
|
Taisho Pharmaceutical Co. Ltd. |
83,524 |
1,639,784 | |
|
Taiyo Nippon Sanso Corp. |
182,000 |
1,926,391 | |
|
Takashimaya Co. Ltd. |
209,000 |
1,751,773 | |
|
Takeda Pharmaceutical Co. Ltd. |
500,542 |
20,170,131 | |
|
TDK Corp. |
77,325 |
4,495,253 | |
|
Teijin Ltd. |
592,341 |
1,954,101 | |
|
Terumo Corp. |
112,512 |
5,924,229 | |
|
The Chugoku Bank Ltd. |
106,000 |
1,429,508 | |
|
The Hachijuni Bank Ltd. |
299,000 |
1,715,732 | |
|
The Suruga Bank Ltd. |
135,000 |
1,323,017 | |
|
THK Co. Ltd. |
74,200 |
1,390,552 | |
|
Tobu Railway Co. Ltd. |
534,297 |
3,358,733 | |
|
Toho Co. Ltd. |
73,854 |
1,237,249 | |
|
Toho Gas Co. Ltd. |
306,000 |
1,420,503 | |
|
Tohoku Electric Power Co., Inc. |
283,890 |
6,146,984 | |
|
Tokio Marine Holdings, Inc. |
488,500 |
14,540,565 | |
|
Tokuyama Corp. |
159,000 |
1,110,574 | |
|
Tokyo Broadcasting System Holding |
27,300 |
475,535 | |
|
Tokyo Electric Power Co. |
813,318 |
21,193,811 | |
|
Tokyo Electron Ltd. |
112,018 |
6,090,813 | |
|
Tokyo Gas Co. Ltd. |
1,523,395 |
6,106,021 | |
|
Tokyo Steel Manufacturing Co. Ltd. |
82,400 |
1,084,677 | |
|
Tokyo Tatemono Co. Ltd. |
199,000 |
1,176,123 | |
|
Tokyu Corp. |
723,954 |
3,555,201 | |
|
Tokyu Land Corp. |
282,000 |
1,321,212 | |
|
TonenGeneral Sekiyu KK |
180,856 |
1,729,657 | |
|
Toppan Printing Co. Ltd. |
372,013 |
3,673,758 | |
|
Toray Industries, Inc. |
906,883 |
5,301,358 | |
|
Toshiba Corp. |
2,640,880 |
13,564,803 | |
|
Tosoh Corp. |
373,816 |
1,084,573 | |
|
Toto Ltd. |
157,185 |
1,094,518 | |
|
Toyo Seikan Kaisha Ltd. |
104,200 |
2,174,472 | |
|
Toyo Suisan Kaisha Ltd. |
60,000 |
1,528,046 | |
|
Toyoda Gosei Co. Ltd. |
45,700 |
1,321,008 | |
|
Toyota Boshoku Corp. |
39,500 |
697,383 | |
|
Toyota Industries Corp. |
124,086 |
3,346,828 | |
|
Toyota Motor Corp. |
1,865,551 |
79,527,826 | |
|
Toyota Tsusho Corp. |
148,700 |
2,414,417 | |
|
Trend Micro, Inc. |
69,500 |
2,733,398 | |
|
Tsumura & Co. |
39,300 |
1,393,617 | |
|
Ube Industries Ltd. |
641,605 |
1,985,625 | |
|
Uni-Charm Corp. |
27,660 |
2,478,878 | |
|
UNY Co. Ltd. |
113,000 |
956,845 | |
|
Ushio, Inc. |
72,300 |
1,332,415 | |
|
USS Co. Ltd. |
17,820 |
1,122,128 | |
|
West Japan Railway Co. |
1,107 |
3,830,367 | |
|
Yahoo! Japan Corp. (c) |
9,726 |
3,307,843 | |
|
Yakult Honsha Co. Ltd. |
60,866 |
1,504,318 | |
|
Yamada Denki Co. Ltd. |
58,305 |
3,972,208 | |
|
Yamaguchi Financial Group, Inc. |
140,000 |
1,608,210 | |
|
Yamaha Corp. |
96,343 |
1,237,158 | |
|
Yamaha Motor Co. Ltd. |
156,300 |
1,842,479 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
Japan - continued | |||
|
Yamato Holdings Co. Ltd. |
265,232 |
$ 4,389,182 | |
|
Yamato Kogyo Co. Ltd. |
27,500 |
821,513 | |
|
Yamazaki Baking Co. Ltd. |
84,000 |
1,137,331 | |
|
Yaskawa Electric Corp. |
166,000 |
1,198,710 | |
|
Yokogawa Electric Corp. |
146,200 |
1,256,823 | |
|
TOTAL JAPAN |
1,455,069,499 | ||
|
Luxembourg - 0.5% | |||
|
ArcelorMittal SA (Netherlands) |
576,671 |
20,644,527 | |
|
Millicom International Cellular SA unit (a) |
50,551 |
3,532,875 | |
|
SES SA FDR (France) unit |
181,686 |
3,559,503 | |
|
Tenaris SA |
317,641 |
4,635,991 | |
|
TOTAL LUXEMBOURG |
32,372,896 | ||
|
Malta - 0.0% | |||
|
BGP Holdings PLC (a) |
5,796,476 |
83 | |
|
Mauritius - 0.0% | |||
|
Golden Agri-Resources Ltd. |
4,628,680 |
1,525,709 | |
|
Netherlands - 2.6% | |||
|
Aegon NV |
1,038,564 |
7,821,660 | |
|
Akzo Nobel NV |
157,682 |
8,930,843 | |
|
ASML Holding NV (Netherlands) |
288,197 |
7,925,573 | |
|
Corio NV |
33,942 |
2,075,705 | |
|
European Aeronautic Defence and Space Co. EADS NV (c) |
276,216 |
5,726,317 | |
|
Fugro NV (Certificaten Van Aandelen) unit |
46,857 |
2,522,567 | |
|
Heineken Holding NV (A Shares) |
76,764 |
2,720,598 | |
|
Heineken NV (Bearer) |
168,472 |
7,112,095 | |
|
ING Groep NV (Certificaten Van Aandelen) |
1,313,405 |
19,804,848 | |
|
James Hardie Industries NV unit (a) |
293,515 |
1,724,862 | |
|
Koninklijke Ahold NV |
797,528 |
9,342,851 | |
|
Koninklijke Boskalis Westminster NV (Certificaten Van Aandelen) unit |
38,000 |
1,195,304 | |
|
Koninklijke KPN NV |
1,159,166 |
17,798,909 | |
|
Koninklijke Philips Electronics NV |
669,100 |
15,127,052 | |
|
QIAGEN NV (a) |
130,410 |
2,679,263 | |
|
Randstad Holdings NV (a) |
70,430 |
2,910,619 | |
|
Reed Elsevier NV |
491,520 |
5,206,971 | |
|
Royal DSM NV |
102,973 |
3,753,554 | |
|
SBM Offshore NV |
98,401 |
2,045,624 | |
|
STMicroelectronics NV |
465,299 |
4,044,052 | |
|
TNT NV |
251,585 |
6,207,602 | |
|
Unilever NV (Certificaten Van Aandelen) |
1,105,899 |
30,909,857 | |
|
Wolters Kluwer NV (Certificaten Van Aandelen) |
185,011 |
3,663,106 | |
|
TOTAL NETHERLANDS |
171,249,832 | ||
|
New Zealand - 0.1% | |||
|
Auckland International Airport Ltd. |
774,273 |
919,561 | |
|
Contact Energy Ltd. |
188,787 |
810,014 | |
|
| |||
|
Shares |
Value | ||
|
Fletcher Building Ltd. |
350,759 |
$ 1,892,657 | |
|
Sky City Entertainment Group Ltd. |
289,621 |
648,169 | |
|
Telecom Corp. of New Zealand Ltd. |
1,193,653 |
2,242,473 | |
|
TOTAL NEW ZEALAND |
6,512,874 | ||
|
Norway - 0.6% | |||
|
DnB NOR ASA (a) |
498,859 |
5,098,180 | |
|
Norsk Hydro ASA (a) |
431,330 |
2,580,325 | |
|
Orkla ASA (A Shares) |
524,345 |
4,199,779 | |
|
Renewable Energy Corp. AS (a) |
224,074 |
1,517,334 | |
|
StatoilHydro ASA |
764,281 |
16,650,144 | |
|
Telenor ASA (a) |
572,608 |
5,380,867 | |
|
Yara International ASA |
124,367 |
3,372,777 | |
|
TOTAL NORWAY |
38,799,406 | ||
|
Portugal - 0.3% | |||
|
Banco Comercial Portugues SA (Reg.) |
1,502,067 |
1,966,158 | |
|
Banco Espirito Santo SA (Reg.) |
350,190 |
2,304,489 | |
|
Brisa Auto-Estradas de Portugal SA |
197,312 |
1,748,237 | |
|
Cimpor-Cimentos de Portugal SGPS SA (c) |
177,684 |
1,301,750 | |
|
Energias de Portugal SA |
1,174,448 |
5,076,675 | |
|
Galp Energia SGPS SA Class B |
117,823 |
1,706,121 | |
|
Jeronimo Martins SGPS SA |
140,000 |
1,092,107 | |
|
Portugal Telecom SGPS SA (Reg.) |
379,825 |
3,926,242 | |
|
TOTAL PORTUGAL |
19,121,779 | ||
|
Singapore - 1.2% | |||
|
Ascendas Real Estate Investment Trust (A-REIT) |
725,183 |
830,333 | |
|
CapitaLand Ltd. |
1,681,437 |
4,328,879 | |
|
CapitaMall Trust |
1,497,200 |
1,693,512 | |
|
City Developments Ltd. |
309,000 |
2,131,404 | |
|
ComfortDelgro Corp. Ltd. |
1,139,784 |
1,225,957 | |
|
Cosco Corp. Singapore Ltd. |
732,000 |
634,954 | |
|
DBS Group Holdings Ltd. |
1,155,281 |
10,133,411 | |
|
Fraser & Neave Ltd. |
624,150 |
1,667,518 | |
|
Jardine Cycle & Carriage Ltd. |
85,267 |
1,372,745 | |
|
Keppel Corp. Ltd. |
824,000 |
4,351,438 | |
|
Neptune Orient Lines Ltd. (c) |
946,750 |
1,057,748 | |
|
Olam International Ltd. |
941,800 |
1,607,736 | |
|
Oversea-Chinese Banking Corp. Ltd. |
1,652,968 |
8,878,229 | |
|
SembCorp Industries Ltd. |
641,130 |
1,428,144 | |
|
SembCorp Marine Ltd. |
481,800 |
1,033,109 | |
|
Singapore Airlines Ltd. |
376,425 |
3,359,235 | |
|
Singapore Airport Terminal Service Ltd. |
238,290 |
408,436 | |
|
Singapore Exchange Ltd. |
599,000 |
3,474,994 | |
|
Singapore Press Holdings Ltd. |
1,078,021 |
2,737,974 | |
|
Singapore Technologies Engineering Ltd. |
1,016,161 |
1,826,347 | |
|
Singapore Telecommunications Ltd. |
5,358,827 |
11,676,706 | |
|
StarHub Ltd. |
390,000 |
595,399 | |
|
United Overseas Bank Ltd. |
788,846 |
9,141,756 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
Singapore - continued | |||
|
UOL Group Ltd. |
414,984 |
$ 987,749 | |
|
Wilmar International Ltd. |
840,000 |
3,812,220 | |
|
TOTAL SINGAPORE |
80,395,933 | ||
|
Spain - 4.6% | |||
|
Abertis Infraestructuras SA |
198,317 |
4,314,663 | |
|
Acerinox SA |
92,850 |
1,963,506 | |
|
Actividades de Construccion y Servicios SA (ACS) |
103,168 |
5,315,956 | |
|
Banco Bilbao Vizcaya Argentaria SA |
2,378,915 |
42,298,413 | |
|
Banco de Sabadell SA |
600,876 |
4,531,363 | |
|
Banco de Valencia SA |
128,349 |
1,288,098 | |
|
Banco Popular Espanol SA (Reg.) (c) |
512,786 |
5,521,211 | |
|
Banco Santander SA |
5,476,222 |
84,313,123 | |
|
Bankinter SA |
208,727 |
2,774,065 | |
|
Cintra Concesiones de Infrastructuras de Transporte SA |
143,451 |
1,269,986 | |
|
Criteria CaixaCorp, SA |
582,394 |
2,922,424 | |
|
EDP Renovaveis SA (a) |
139,482 |
1,383,829 | |
|
Enagas SA |
110,229 |
2,175,356 | |
|
Fomento Construcciones y Contratas SA (FOCSA) |
29,273 |
1,182,258 | |
|
Gamesa Corporacion Tecnologica, SA |
126,115 |
2,760,985 | |
|
Gas Natural SDG SA Series E |
152,894 |
3,212,436 | |
|
Gestevision Telecinco SA |
85,744 |
960,707 | |
|
Grifols SA |
89,037 |
1,565,656 | |
|
Grupo Acciona SA |
17,911 |
2,320,098 | |
|
Grupo Ferrovial SA |
40,198 |
1,475,376 | |
|
Iberdrola Renovables SA |
557,388 |
2,557,207 | |
|
Iberdrola SA |
2,454,922 |
22,736,756 | |
|
Iberia Lineas Aereas de Espana SA (a) |
328,716 |
819,556 | |
|
Inditex SA |
140,506 |
7,646,793 | |
|
Indra Sistemas SA |
70,970 |
1,683,957 | |
|
Mapfre SA (Reg.) |
474,360 |
1,951,858 | |
|
Red Electrica Corporacion SA |
73,178 |
3,430,730 | |
|
Repsol YPF SA |
492,712 |
12,247,558 | |
|
Telefonica SA |
2,852,734 |
72,136,372 | |
|
Vallehermoso SA |
53,292 |
888,587 | |
|
Zardoya Otis SA |
82,312 |
1,798,483 | |
|
TOTAL SPAIN |
301,447,366 | ||
|
Sweden - 2.5% | |||
|
Alfa Laval AB |
242,168 |
2,701,112 | |
|
Assa Abloy AB (B Shares) |
208,234 |
3,334,739 | |
|
Atlas Copco AB: |
|||
|
(A Shares) |
462,259 |
5,811,842 | |
|
(B Shares) |
253,910 |
2,842,782 | |
|
Electrolux AB (B Shares) (a) |
170,664 |
3,536,221 | |
|
Getinge AB (B Shares) (c) |
135,171 |
2,316,588 | |
|
H&M Hennes & Mauritz AB (B Shares) |
343,096 |
19,013,763 | |
|
Holmen AB (B Shares) |
40,816 |
1,158,210 | |
|
Husqvarna AB (B Shares) (a) |
276,090 |
1,958,608 | |
|
Investor AB (B Shares) |
318,362 |
5,925,739 | |
|
| |||
|
Shares |
Value | ||
|
Lundin Petroleum AB (a)(c) |
137,150 |
$ 1,254,245 | |
|
Nordea Bank AB |
2,170,363 |
22,714,023 | |
|
Sandvik AB |
679,432 |
6,843,379 | |
|
Scania AB (B Shares) |
206,916 |
2,550,625 | |
|
Securitas AB (B Shares) |
230,181 |
2,244,059 | |
|
Skandinaviska Enskilda Banken AB (A Shares) (a) |
1,026,067 |
7,206,944 | |
|
Skanska AB (B Shares) |
272,358 |
3,940,785 | |
|
SKF AB (B Shares) |
257,170 |
3,926,949 | |
|
SSAB Svenskt Stal AB: |
|||
|
(A Shares) (c) |
115,879 |
1,688,878 | |
|
(B Shares) |
63,098 |
835,415 | |
|
Svenska Cellulosa AB (SCA) (B Shares) |
393,419 |
5,128,717 | |
|
Svenska Handelsbanken AB (A Shares) |
326,193 |
8,545,921 | |
|
Swedbank AB (A Shares) (c) |
209,387 |
2,191,348 | |
|
Swedish Match Co. |
172,391 |
3,317,726 | |
|
TELE2 AB (B Shares) |
209,018 |
2,900,989 | |
|
Telefonaktiebolaget LM Ericsson |
2,006,458 |
19,252,897 | |
|
TeliaSonera AB |
1,532,983 |
9,949,121 | |
|
Volvo AB: |
|||
|
(A Shares) |
255,160 |
2,186,492 | |
|
(B Shares) (c) |
758,367 |
6,631,690 | |
|
TOTAL SWEDEN |
161,909,807 | ||
|
Switzerland - 7.6% | |||
|
ABB Ltd. (Reg.) |
1,491,251 |
28,615,346 | |
|
Actelion Ltd. (Reg.) (a) |
70,117 |
4,045,657 | |
|
Adecco SA (Reg.) |
84,664 |
4,065,503 | |
|
ARYZTA AG (a) |
58,530 |
2,177,706 | |
|
Baloise Holdings AG (Reg.) |
35,803 |
3,242,370 | |
|
BKW FMB Energie AG |
9,979 |
787,803 | |
|
Compagnie Financiere Richemont SA Series A |
359,926 |
9,795,616 | |
|
Credit Suisse Group (Reg.) |
764,425 |
38,998,346 | |
|
Geberit AG (Reg.) |
29,402 |
4,522,957 | |
|
Givaudan SA (c) |
5,355 |
3,848,298 | |
|
Holcim Ltd. (Reg.) |
164,621 |
11,099,617 | |
|
Julius Baer Holding Ltd. |
142,385 |
7,240,599 | |
|
Kuehne & Nagel International AG |
37,877 |
3,008,127 | |
|
Lindt & Spruengli AG |
80 |
1,964,210 | |
|
Lindt & Spruengli AG (participation certificate) |
656 |
1,393,834 | |
|
Logitech International SA (Reg.) (a) |
130,850 |
2,421,356 | |
|
Lonza Group AG |
33,166 |
3,257,249 | |
|
Nestle SA (Reg.) |
2,459,072 |
102,129,455 | |
|
Nobel Biocare Holding AG (Switzerland) |
89,723 |
2,740,112 | |
|
Novartis AG (Reg.) |
1,431,682 |
66,502,948 | |
|
Pargesa Holding SA |
21,151 |
1,679,776 | |
|
Roche Holding AG (participation certificate) |
475,327 |
75,544,203 | |
|
Schindler Holding AG: |
|||
|
(participation certificate) |
35,273 |
2,288,356 | |
|
(Reg.) |
16,000 |
1,059,162 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
Switzerland - continued | |||
|
SGS Societe Generale de Surveillance Holding SA (Reg.) |
3,421 |
$ 4,228,801 | |
|
Sonova Holding AG |
33,258 |
3,181,487 | |
|
Straumann Holding AG (c) |
6,271 |
1,425,994 | |
|
Swiss Life Holding AG |
22,224 |
2,514,222 | |
|
Swiss Reinsurance Co. (Reg.) |
233,422 |
10,761,284 | |
|
Swisscom AG (Reg.) |
17,124 |
5,918,489 | |
|
Syngenta AG (Switzerland) |
66,666 |
15,668,754 | |
|
The Swatch Group AG: |
|||
|
(Bearer) |
21,027 |
4,529,259 | |
|
(Reg.) |
33,374 |
1,413,498 | |
|
UBS AG (For. Reg.) (a) |
2,396,853 |
44,122,604 | |
|
Zurich Financial Services AG (Reg.) |
99,448 |
21,853,298 | |
|
TOTAL SWITZERLAND |
498,046,296 | ||
|
United Kingdom - 20.5% | |||
|
3i Group PLC |
664,412 |
3,282,947 | |
|
Admiral Group PLC |
126,217 |
2,196,662 | |
|
AMEC PLC |
234,961 |
2,884,263 | |
|
Anglo American PLC (United Kingdom) |
880,853 |
28,982,610 | |
|
Antofagasta PLC |
268,955 |
3,356,290 | |
|
Associated British Foods PLC |
255,094 |
3,324,523 | |
|
AstraZeneca PLC (United Kingdom) |
970,051 |
45,017,688 | |
|
Autonomy Corp. PLC (a) |
148,099 |
3,136,875 | |
|
Aviva PLC |
1,835,356 |
12,137,465 | |
|
BAE Systems PLC |
2,385,724 |
12,126,091 | |
|
Balfour Beatty PLC |
323,246 |
1,771,920 | |
|
Barclays PLC |
7,405,710 |
45,334,864 | |
|
Berkeley Group Holdings PLC unit (a) |
84,253 |
1,298,296 | |
|
BG Group PLC |
2,248,231 |
37,224,564 | |
|
BHP Billiton PLC |
1,480,991 |
39,253,154 | |
|
BP PLC |
12,608,936 |
108,072,756 | |
|
British Airways PLC |
380,237 |
1,185,471 | |
|
British American Tobacco PLC (United Kingdom) |
1,340,588 |
40,736,659 | |
|
British Land Co. PLC |
612,595 |
4,837,076 | |
|
British Sky Broadcasting Group PLC (BSkyB) |
741,428 |
6,590,667 | |
|
BT Group PLC |
5,264,085 |
11,947,248 | |
|
Bunzl PLC |
189,889 |
1,816,249 | |
|
Burberry Group PLC |
302,263 |
2,379,300 | |
|
Cable & Wireless PLC |
1,712,304 |
4,136,971 | |
|
Cadbury PLC |
921,895 |
8,720,178 | |
|
Cairn Energy PLC (a) |
89,995 |
3,673,165 | |
|
Capita Group PLC |
399,424 |
4,431,674 | |
|
Carnival PLC |
108,913 |
3,322,579 | |
|
Carphone Warehouse Group PLC |
267,863 |
799,797 | |
|
Centrica PLC |
3,421,416 |
14,031,425 | |
|
Cobham PLC |
782,158 |
2,574,799 | |
|
Compass Group PLC |
1,228,493 |
6,528,157 | |
|
Diageo PLC |
1,681,691 |
26,025,936 | |
|
Drax Group PLC |
225,685 |
1,761,810 | |
|
Eurasian Natural Resources Corp. PLC |
201,626 |
2,839,425 | |
|
| |||
|
Shares |
Value | ||
|
Experian PLC |
698,427 |
$ 5,884,358 | |
|
FirstGroup PLC |
338,436 |
2,090,459 | |
|
Fresnillo PLC |
105,009 |
1,065,935 | |
|
Friends Provident PLC |
1,442,399 |
2,007,795 | |
|
G4S PLC (United Kingdom) |
846,246 |
3,077,851 | |
|
Genting International PLC (a)(c) |
2,710,000 |
1,899,379 | |
|
GlaxoSmithKline PLC |
3,486,698 |
68,091,691 | |
|
Hammerson PLC |
467,146 |
3,079,414 | |
|
Home Retail Group PLC |
559,130 |
2,841,930 | |
|
HSBC Holdings PLC (United Kingdom) (Reg.) |
11,652,053 |
125,949,173 | |
|
Icap PLC |
329,918 |
2,306,943 | |
|
Imperial Tobacco Group PLC |
688,631 |
19,395,475 | |
|
InterContinental Hotel Group PLC |
175,271 |
2,184,354 | |
|
International Power PLC |
1,058,586 |
4,853,182 | |
|
Invensys PLC |
508,742 |
2,269,425 | |
|
Investec PLC |
299,610 |
2,115,990 | |
|
J Sainsbury PLC |
770,626 |
4,086,290 | |
|
Johnson Matthey PLC |
144,819 |
3,338,540 | |
|
Kazakhmys PLC |
134,823 |
2,169,744 | |
|
Kingfisher PLC |
1,566,129 |
5,397,792 | |
|
Land Securities Group PLC |
514,780 |
5,175,191 | |
|
Legal & General Group PLC |
3,929,531 |
4,926,054 | |
|
Liberty International PLC |
308,987 |
2,635,963 | |
|
Lloyds TSB Group PLC |
10,899,760 |
19,757,677 | |
|
London Stock Exchange Group PLC |
104,341 |
1,368,322 | |
|
Lonmin PLC |
103,456 |
2,460,785 | |
|
Man Group PLC |
1,172,302 |
5,134,043 | |
|
Marks & Spencer Group PLC |
1,046,205 |
5,787,725 | |
|
National Grid PLC |
1,613,500 |
15,564,138 | |
|
NEXT PLC |
128,859 |
3,440,538 | |
|
Old Mutual PLC |
3,478,578 |
5,315,006 | |
|
Pearson PLC |
535,093 |
6,551,109 | |
|
Petrofac Ltd. |
129,000 |
1,845,012 | |
|
Prudential PLC |
1,682,074 |
14,705,748 | |
|
Randgold Resources Ltd. |
53,902 |
3,167,999 | |
|
Reckitt Benckiser Group PLC |
410,737 |
19,078,022 | |
|
Reed Elsevier PLC |
788,125 |
5,735,488 | |
|
Rexam PLC |
511,253 |
2,226,524 | |
|
Rio Tinto PLC (Reg.) |
917,284 |
35,536,466 | |
|
Rolls-Royce Group PLC |
1,226,106 |
9,036,625 | |
|
Royal & Sun Alliance Insurance Group PLC |
2,227,624 |
4,736,448 | |
|
Royal Bank of Scotland Group PLC |
11,359,670 |
10,661,855 | |
|
Royal Dutch Shell PLC: |
|||
|
Class A (United Kingdom) |
2,381,739 |
66,345,568 | |
|
Class B |
1,818,883 |
49,077,448 | |
|
SABMiller PLC |
635,999 |
14,765,348 | |
|
Sage Group PLC |
882,962 |
3,172,576 | |
|
Schroders PLC |
76,285 |
1,342,557 | |
|
Scottish & Southern Energy PLC |
610,291 |
11,118,208 | |
|
Segro PLC |
505,036 |
2,956,717 | |
|
Serco Group PLC |
298,187 |
2,273,425 | |
|
Severn Trent PLC |
145,387 |
2,317,267 | |
|
Common Stocks - continued | |||
|
Shares |
Value | ||
|
United Kingdom - continued | |||
|
Shire PLC |
366,176 |
$ 6,059,782 | |
|
Smith & Nephew PLC |
581,960 |
4,927,631 | |
|
Smiths Group PLC |
261,518 |
3,414,630 | |
|
Standard Chartered PLC (United Kingdom) |
1,347,353 |
30,622,070 | |
|
Standard Life PLC |
1,481,123 |
4,743,110 | |
|
Tesco PLC |
5,293,476 |
32,395,226 | |
|
Thomas Cook Group PLC |
240,632 |
905,360 | |
|
Thomson Reuters PLC |
119,712 |
3,756,070 | |
|
Tomkins PLC |
598,608 |
1,739,596 | |
|
TUI Travel PLC |
372,347 |
1,456,091 | |
|
Tullow Oil PLC |
542,983 |
9,520,717 | |
|
Unilever PLC |
859,000 |
23,474,425 | |
|
United Utilities Group PLC |
431,684 |
3,182,293 | |
|
Vedanta Resources PLC |
93,479 |
2,727,218 | |
|
Vodafone Group PLC |
35,315,732 |
76,421,697 | |
|
Whitbread PLC |
110,579 |
1,884,895 | |
|
Wm Morrison Supermarkets PLC |
1,458,148 |
6,575,808 | |
|
Wolseley PLC (a) |
188,072 |
4,436,702 | |
|
WPP PLC |
858,175 |
7,172,894 | |
|
Xstrata PLC |
1,280,834 |
17,234,689 | |
|
TOTAL UNITED KINGDOM |
1,342,712,030 | ||
|
United States of America - 0.1% | |||
|
Synthes, Inc. |
41,447 |
4,849,411 | |
|
TOTAL COMMON STOCKS (Cost $7,354,113,920) |
6,385,955,209 | ||
|
Nonconvertible Preferred Stocks - 0.6% | |||
|
|
|
|
|
|
France - 0.1% | |||
|
L'Air Liquide SA (a) |
74,736 |
7,977,243 | |
|
Germany - 0.4% | |||
|
Bayerische Motoren Werke AG (BMW) (non-vtg.) |
34,341 |
1,031,959 | |
|
Fresenius SE (non-vtg.) |
51,919 |
2,928,323 | |
|
Henkel AG & Co. KGaA |
117,253 |
4,632,991 | |
|
Porsche Automobil Holding SE |
57,480 |
4,235,826 | |
|
RWE AG (non-vtg.) |
26,313 |
2,145,041 | |
|
Volkswagen AG |
71,956 |
6,754,102 | |
|
TOTAL GERMANY |
21,728,242 | ||
|
Italy - 0.1% | |||
|
Intesa Sanpaolo SpA |
594,288 |
1,938,370 | |
|
Telecom Italia SpA (Risparmio Shares) |
3,939,295 |
4,461,736 | |
|
TOTAL ITALY |
6,400,106 | ||
|
TOTAL NONCONVERTIBLE PREFERRED STOCKS (Cost $40,544,934) |
36,105,591 | ||
|
Government Obligations - 0.3% | ||||
|
|
Principal Amount |
Value | ||
|
United States of America - 0.3% | ||||
|
U.S. Treasury Bills, yield at date of purchase
0.21% to 0.5% 10/22/09 to 7/29/10 (d) |
$ 16,400,000 |
$ 16,387,997 | ||
|
Money Market Funds - 4.6% | |||
|
Shares |
| ||
|
Fidelity Cash Central Fund, 0.33% (e) |
173,425,694 |
173,425,694 | |
|
Fidelity Securities Lending Cash Central Fund, 0.23% (b)(e) |
129,683,042 |
129,683,042 | |
|
TOTAL MONEY MARKET FUNDS (Cost $303,108,736) |
303,108,736 | ||
|
TOTAL INVESTMENT PORTFOLIO - 102.9% (Cost $7,714,145,337) |
6,741,557,533 | ||
|
NET OTHER ASSETS - (2.9)% |
(187,984,837) | ||
|
NET ASSETS - 100% |
$ 6,553,572,696 | ||
|
Futures Contracts | |||||
|
|
Expiration |
Underlying |
Unrealized | ||
|
Purchased | |||||
|
Equity Index Contracts | |||||
|
97 CAC 40 10 Euro Index Contracts (France) |
Sept. 2009 |
$ 5,084,359 |
$ 260,936 | ||
|
25 EUREX DAX Index Contracts (Germany) |
Sept. 2009 |
4,900,566 |
272,779 | ||
|
653 EUREX Dow Jones EURO STOXX 50 Index Contracts (EU) |
Sept. 2009 |
25,979,719 |
962,526 | ||
|
480 FTSE 100 Index Contracts (United Kingdom) |
Sept. 2009 |
38,436,307 |
2,936,864 | ||
|
11 FTSE MIB Index Futures Contracts |
Sept. 2009 |
1,771,050 |
74,203 | ||
|
18 Hang Seng Index Contracts (Hong Kong) |
Sept. 2009 |
2,278,668 |
(94,094) | ||
|
9 IBEX 35 Index Contracts (Spain) |
Sept. 2009 |
1,466,460 |
76,750 | ||
|
209 OMX Stockholm 30 Index Contracts (Sweden) |
Sept. 2009 |
2,657,053 |
62,596 | ||
|
100 SFE SPI 200 Index Contracts (Australia) |
Sept. 2009 |
9,451,135 |
346,887 | ||
|
Futures Contracts - continued | |||||
|
|
Expiration Date |
Underlying |
Unrealized
Appreciation/ | ||
|
Purchased - continued | |||||
|
Equity Index Contracts - continued | |||||
|
49 SGX MSCI Singapore (SiMSCI) Index Contracts (Singapore) |
Sept. 2009 |
$ 2,129,267 |
$ (25,570) | ||
|
354 TOPIX 150 Index Contracts (Japan) |
Sept. 2009 |
36,594,454 |
552,568 | ||
|
TOTAL EQUITY INDEX CONTRACTS |
$ 130,749,038 |
$ 5,426,445 | |||
|
|
|
The face value of futures purchased as a percentage of net assets - 2.0% |
|
Forward Foreign Currency Contracts | |||||
|
|
Settlement Dates |
Value |
Unrealized | ||
|
Contracts to Buy | |||||
|
11,700,000 AUD |
Sept. 2009 |
$ 9,886,059 |
$ 311,464 | ||
|
27,600,000 EUR |
Sept. 2009 |
39,570,472 |
648,928 | ||
|
23,700,000 GBP |
Sept. 2009 |
38,583,158 |
(151,415) | ||
|
3,474,000,000 JPY |
Sept. 2009 |
37,332,855 |
815,548 | ||
|
19,000,000 SEK |
Sept. 2009 |
2,669,133 |
83,947 | ||
|
|
$ 128,041,677 |
$ 1,708,472 | |||
|
|
|
(Payable Amount $126,333,205) |
|
|
|
The value of contracts to buy as a percentage of net assets - 2.0% |
|
Currency Abbreviations | ||
|
AUD |
- |
Australian dollar |
|
EUR |
- |
European Monetary Unit |
|
GBP |
- |
British pound |
|
JPY |
- |
Japanese yen |
|
SEK |
- |
Swedish krona |
|
Legend |
|
(a) Non-income producing |
|
(b) Investment made with cash collateral received from securities on loan. |
|
(c) Security or a portion of the security is on loan at period end. |
|
(d) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $14,888,441. |
|
(e) Affiliated fund that is available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. |
|
Affiliated Central Funds |
|
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows: |
|
Fund |
Income earned |
|
Fidelity Cash Central Fund |
$ 301,457 |
|
Fidelity Securities Lending Cash Central Fund |
1,608,889 |
|
Total |
$ 1,910,346 |
|
Other Information |
|
The following is a summary of the inputs used, as of July 31, 2009, involving the Fund's assets and liabilities carried at value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs,and their aggregation into the levels used in the tables below, please refer to the Security Valuation section in the accompanying Notes to Financial Statements. |
|
Description |
Total |
Level 1 |
Level 2 |
Level 3 |
|
Investments in Securities: |
||||
|
Equities: |
||||
|
Japan |
$ 1,455,069,499 |
$ 1,130,522,456 |
$ 324,547,043 |
$ - |
|
United Kingdom |
1,342,712,030 |
658,619,024 |
684,093,006 |
- |
|
France |
652,488,596 |
460,709,424 |
191,779,172 |
- |
|
Germany |
504,306,596 |
309,712,217 |
194,594,379 |
- |
|
Switzerland |
498,046,296 |
330,332,288 |
167,714,008 |
- |
|
Australia |
495,254,195 |
424,847,665 |
70,406,530 |
- |
|
Spain |
301,447,366 |
90,451,900 |
210,995,466 |
- |
|
Italy |
228,092,939 |
173,418,359 |
54,674,580 |
- |
|
Netherlands |
171,249,832 |
124,348,307 |
46,901,525 |
- |
|
Belgium |
62,187,547 |
57,528,429 |
4,659,100 |
18 |
|
Malta |
83 |
- |
- |
83 |
|
Other |
711,205,821 |
653,860,360 |
57,345,461 |
- |
|
Government Obligations |
16,387,997 |
- |
16,387,997 |
- |
|
Money Market Funds |
303,108,736 |
303,108,736 |
- |
- |
|
Total Investments in Securities |
$ 6,741,557,533 |
$ 4,717,459,165 |
$ 2,024,098,267 |
$ 101 |
|
Derivative Instruments: |
||||
|
Assets |
||||
|
Forward Foreign Currency Contracts |
$ 1,859,887 |
$ - |
$ 1,859,887 |
$ - |
|
Futures Contracts |
5,546,109 |
5,546,109 |
- |
- |
|
Total Assets |
$ 7,405,996 |
$ 5,546,109 |
$ 1,859,887 |
$ - |
|
Liabilities |
||||
|
Forward Foreign Currency Contracts |
$ (151,415) |
$ - |
$ (151,415) |
$ - |
|
Futures Contracts |
(119,664) |
(119,664) |
- |
- |
|
Total Liabilities |
$ (271,079) |
$ (119,664) |
$ (151,415) |
$ - |
|
Total Derivative Instruments |
$ 7,134,917 |
$ 5,426,445 |
$ 1,708,472 |
$ - |
|
The following is a reconciliation of Investments in Securities for which Level 3 inputs were used in determining value: | |
|
Investments in Securities: |
|
|
Beginning Balance |
$ 486,205 |
|
Total Realized Gain (Loss) |
- |
|
Total Unrealized Gain (Loss) |
1,171,209 |
|
Cost of Purchases |
439,298 |
|
Proceeds of Sales |
- |
|
Amortization/Accretion |
- |
|
Transfers in/out of Level 3 |
(2,096,611) |
|
Ending Balance |
$ 101 |
|
The change in unrealized gain (loss) attributable to Level 3 securities at August 31, 2009 |
$ 83 |
|
The information used in the above reconciliation represents fiscal year to date activity for any Investments in Securities identified as using Level 3 inputs at either the beginning or the end of the current fiscal period. Transfers in or out of Level 3 represents either the beginning value (for transfer in), or the ending value (for transfer out) of any Security or Instrument where a change in the pricing level occurred from the beginning to the end of the period. Realized and unrealized gains (losses) disclosed in the reconciliation are included in Net Gain (Loss) on the Fund's Statement of Operations. |
|
Value of Derivative Instruments |
|
The following table is a summary of the Fund's value of derivative instruments by risk exposure as of August 31, 2009. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements. |
|
Risk Exposure / |
Value | |
|
|
Asset |
Liability |
|
Equity Risk |
||
|
Futures Contracts (a) |
$ 5,546,109 |
$ (119,664) |
|
Foreign Exchange Risk |
||
|
Forward Foreign Currency Contracts (b) |
1,859,887 |
(151,415) |
|
Total Value of Derivatives |
$ 7,405,996 |
$ (271,079) |
|
(a) Reflects cumulative appreciation/(depreciation) on futures contracts as disclosed on the Schedule of Investments. Only the period end variation margin is separately disclosed on the Statement of Assets and Liabilities. |
|
(b) Value is disclosed on the Statement of Assets and Liabilities under the Unrealized Appreciation and Unrealized Depreciation on Foreign Currency Contracts line-items. |
|
Income Tax Information |
|
At February 28, 2009, the fund had a capital loss carryforward of approximately $119,933,607 all of which will expire on February 28, 2017. |
|
The fund intends to elect to defer to its fiscal year ending February 28, 2010 approximately $143,385,311 of losses recognized during the period November 1, 2008 to February 28, 2009. |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
Spartan International Index Fund
|
|
August 31, 2009 (Unaudited) | |
|
|
|
|
|
Assets |
||
|
Investment in securities, at value (including securities loaned of $121,981,068) - See accompanying schedule: Unaffiliated issuers (cost $7,411,036,601) |
$ 6,438,448,797 |
|
|
Fidelity Central Funds (cost $303,108,736) |
303,108,736 |
|
|
Total Investments (cost $7,714,145,337) |
|
$ 6,741,557,533 |
|
Foreign currency held at value (cost $1,881,466) |
1,929,792 | |
|
Unrealized appreciation on foreign currency contracts |
1,859,887 | |
|
Receivable for closed foreign currency contracts |
3,701,869 | |
|
Receivable for fund shares sold |
7,984,419 | |
|
Dividends receivable |
21,904,275 | |
|
Distributions receivable from Fidelity Central Funds |
145,228 | |
|
Receivable from investment adviser for expense reductions |
536,027 | |
|
Other receivables |
74,009 | |
|
Total assets |
6,779,693,039 | |
|
|
|
|
|
Liabilities |
||
|
Payable for investments purchased |
$ 80,356,170 |
|
|
Unrealized depreciation on foreign currency contracts |
151,415 |
|
|
Payable for fund shares redeemed |
13,649,790 |
|
|
Accrued management fee |
897,307 |
|
|
Payable for daily variation on futures contracts |
1,272,227 |
|
|
Other affiliated payables |
110,392 |
|
|
Collateral on securities loaned, at value |
129,683,042 |
|
|
Total liabilities |
226,120,343 | |
|
|
|
|
|
Net Assets |
$ 6,553,572,696 | |
|
Net Assets consist of: |
| |
|
Paid in capital |
$ 7,694,976,724 | |
|
Undistributed net investment income |
122,317,424 | |
|
Accumulated undistributed net realized gain (loss) on investments and foreign currency transactions |
(298,425,432) | |
|
Net unrealized appreciation (depreciation) on investments and assets and liabilities in foreign currencies |
(965,296,020) | |
|
Net Assets |
$ 6,553,572,696 | |
|
Investor Class: |
$ 32.27 | |
|
Fidelity Advantage Class: |
$ 32.27 | |
|
Six months ended August 31, 2009 (Unaudited) | ||
|
|
|
|
|
Investment Income |
|
|
|
Dividends |
|
$ 123,945,477 |
|
Interest |
|
68,473 |
|
Income from Fidelity Central Funds (including $1,608,889 from security lending) |
|
1,910,346 |
|
|
|
125,924,296 |
|
Less foreign taxes withheld |
|
(11,217,929) |
|
Total income |
|
114,706,367 |
|
|
|
|
|
Expenses |
||
|
Management fee |
$ 4,407,361 |
|
|
Transfer agent fees |
544,952 |
|
|
Independent trustees' compensation |
18,533 |
|
|
Miscellaneous |
7,603 |
|
|
Total expenses before reductions |
4,978,449 |
|
|
Expense reductions |
(2,615,652) |
2,362,797 |
|
Net investment income (loss) |
112,343,570 | |
|
Realized and Unrealized Gain (Loss) Net realized gain (loss) on: |
||
|
Investment securities: |
|
|
|
Unaffiliated issuers |
(41,982,016) |
|
|
Foreign currency transactions |
(891,814) |
|
|
Futures contracts |
29,463,209 |
|
|
Total net realized gain (loss) |
|
(13,410,621) |
|
Change in net unrealized appreciation (depreciation) on: Investment securities |
2,078,822,027 |
|
|
Assets and liabilities in foreign currencies |
13,322,454 |
|
|
Futures contracts |
23,326,141 |
|
|
Total change in net unrealized appreciation (depreciation) |
|
2,115,470,622 |
|
Net gain (loss) |
2,102,060,001 | |
|
Net increase (decrease) in net assets resulting from operations |
$ 2,214,403,571 | |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
Spartan International Index
Fund
Financial Statements - continued
|
|
Six months ended |
Year ended |
|
Increase (Decrease) in Net Assets |
|
|
|
Operations |
|
|
|
Net investment income (loss) |
$ 112,343,570 |
$ 213,822,218 |
|
Net realized gain (loss) |
(13,410,621) |
(263,712,978) |
|
Change in net unrealized appreciation (depreciation) |
2,115,470,622 |
(3,540,841,282) |
|
Net increase (decrease) in net assets resulting from operations |
2,214,403,571 |
(3,590,732,042) |
|
Distributions to shareholders from net investment income |
(13,391,916) |
(160,252,613) |
|
Share transactions - net increase (decrease) |
498,658,974 |
1,108,861,056 |
|
Redemption fees |
259,623 |
918,100 |
|
Total increase (decrease) in net assets |
2,699,930,252 |
(2,641,205,499) |
|
|
|
|
|
Net Assets |
||
|
Beginning of period |
3,853,642,444 |
6,494,847,943 |
|
End of period (including undistributed net investment income of $122,317,424 and undistributed net investment income of $23,365,770, respectively) |
$ 6,553,572,696 |
$ 3,853,642,444 |
|
|
Six months ended August 31, 2009 |
Years ended February 28, | ||||
|
|
(Unaudited) |
2009 |
2008 H |
2007 |
2006 |
2005 |
|
Selected Per-Share Data |
|
|
|
|
|
|
|
Net asset value, beginning of period |
$ 20.85 |
$ 43.23 |
$ 44.73 |
$ 37.60 |
$ 32.69 |
$ 28.41 |
|
Income from Investment Operations |
|
|
|
|
|
|
|
Net investment income (loss) D |
.58 |
1.30 |
1.39 |
1.03 |
.85 |
.64 |
|
Net realized and unrealized gain (loss) |
10.91 |
(22.75) |
(1.35) |
7.00 |
4.72 |
4.25 |
|
Total from investment operations |
11.49 |
(21.45) |
.04 |
8.03 |
5.57 |
4.89 |
|
Distributions from net investment income |
(.07) |
(.94) |
(1.19) |
(.83) |
(.60) |
(.55) |
|
Distributions from net realized gain |
- |
- |
(.36) |
(.08) |
(.07) |
(.07) |
|
Total distributions |
(.07) |
(.94) |
(1.55) |
(.91) |
(.67) |
(.62) |
|
Redemption fees added to paid in capital D |
- I |
.01 |
.01 |
.01 |
.01 |
.01 |
|
Net asset value, end of period |
$ 32.27 |
$ 20.85 |
$ 43.23 |
$ 44.73 |
$ 37.60 |
$ 32.69 |
|
Total Return B,C |
55.21% |
(50.03)% |
(.15)% |
21.48% |
17.23% |
17.41% |
|
Ratios to Average Net Assets E,G |
|
|
|
|
|
|
|
Expenses before reductions |
.20% A |
.20% |
.20% |
.20% |
.20% |
.58% |
|
Expenses net of fee waivers, if any |
.10% A |
.10% |
.10% |
.10% |
.10% |
.25% |
|
Expenses net of all reductions |
.10% A |
.10% |
.10% |
.10% |
.10% |
.25% |
|
Net investment income (loss) |
4.32% A |
3.75% |
2.95% |
2.48% |
2.54% |
2.19% |
|
Supplemental Data |
|
|
|
|
|
|
|
Net assets, end of period (000 omitted) |
$ 4,571,513 |
$ 2,697,776 |
$ 4,515,417 |
$ 3,398,352 |
$ 1,440,236 |
$ 1,180,981 |
|
Portfolio turnover rate F |
2% A |
4% |
4% |
2% |
2% |
6% |
|
A Annualized B Total returns for periods of less than one year are not annualized. C Total returns would have been lower had certain expenses not been reduced during the periods shown. D Calculated based on average shares outstanding during the period. E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds. F Amount does not include the portfolio activity of any underlying Fidelity Central Funds. G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or expense offset arrangements and do not represent the amount paid by the class during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the class. H For the year ended February 29. I Amount represents less than $.01 per share. | ||||||
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
|
|
Six months ended August 31, 2009 |
Years ended February 28, | |||
|
|
(Unaudited) |
2009 |
2008 I |
2007 |
2006 G |
|
Selected Per-Share Data |
|
|
|
|
|
|
Net asset value, beginning of period |
$ 20.85 |
$ 43.23 |
$ 44.73 |
$ 37.61 |
$ 33.92 |
|
Income from Investment Operations |
|
|
|
|
|
|
Net investment income (loss) D |
.59 |
1.31 |
1.41 |
1.04 |
.18 |
|
Net realized and unrealized gain (loss) |
10.90 |
(22.75) |
(1.36) |
6.99 |
4.03 |
|
Total from investment operations |
11.49 |
(21.44) |
.05 |
8.03 |
4.21 |
|
Distributions from net investment income |
(.07) |
(.95) |
(1.20) |
(.84) |
(.52) |
|
Distributions from net realized gain |
- |
- |
(.36) |
(.08) |
- |
|
Total distributions |
(.07) |
(.95) |
(1.56) |
(.92) |
(.52) |
|
Redemption fees added to paid in capital D |
- J |
.01 |
.01 |
.01 |
- J |
|
Net asset value, end of period |
$ 32.27 |
$ 20.85 |
$ 43.23 |
$ 44.73 |
$ 37.61 |
|
Total Return B,C |
55.23% |
(50.02)% |
(.12)% |
21.49% |
12.49% |
|
Ratios to Average Net Assets E,H |
|
|
|
|
|
|
Expenses before reductions |
.17% A |
.17% |
.17% |
.17% |
.17% A |
|
Expenses net of fee waivers, if any |
.07% A |
.07% |
.07% |
.07% |
.07% A |
|
Expenses net of all reductions |
.07% A |
.07% |
.07% |
.07% |
.07% A |
|
Net investment income (loss) |
4.35% A |
3.78% |
2.97% |
2.51% |
1.35% A |
|
Supplemental Data |
|
|
|
|
|
|
Net assets, end of period (000 omitted) |
$ 1,982,059 |
$ 1,155,867 |
$ 1,979,431 |
$ 1,374,481 |
$ 595,342 |
|
Portfolio turnover rate F |
2% A |
4% |
4% |
2% |
2% |
|
A Annualized B Total returns for periods of less than one year are not annualized. C Total returns would have been lower had certain expenses not been reduced during the periods shown. D Calculated based on average shares outstanding during the period. E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds. F Amount does not include the portfolio activity of any underlying Fidelity Central Funds. GFor the period October 14, 2005 (commencement of sale of shares) to February 28, 2006. H Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or expense offset arrangements and do not represent the amount paid by the class during periods when reimbursements or reductions occur. Expense ratios before reductions for start-up periods may not be representative of longer-term operating periods. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the class. I For the year ended February 29. J Amount represents less than $.01 per share. |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
For the period ended August 31, 2009 (Unaudited)
1. Organization.
Spartan Total Market Index Fund, Spartan Extended Market Index Fund, Spartan International Index Fund (the Funds) are funds of Fidelity Concord Street Trust (the trust). The trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust. Each Fund is authorized to issue an unlimited number of shares. Each Fund offers Investor Class and Fidelity Advantage Class shares, each of which has equal rights as to assets and voting privileges. Each class has exclusive voting rights with respect to matters that affect that class. Each Fund offers conversion privileges between share classes within each Fund to eligible shareholders. Investment income, realized and unrealized capital gains and losses, the common expenses of each Fund, and certain fund-level expense reductions, if any, are allocated on a pro-rata basis to each class based on the relative net assets of each class to the total net assets of each Fund. Each class differs with respect to transfer agent fees incurred and certain class-level expense reductions. In January 2009, the Board of Trustees of Spartan Total Market Index Fund approved the creation of an additional class of shares. The Fund commenced sale of shares of Class F on September 24, 2009.
2. Investments in Fidelity Central Funds.
The Funds may invest in Fidelity Central Funds, which are open-end investment companies available only to other investment companies and accounts managed by Fidelity Management & Research Company (FMR) and its affiliates. The Funds' Schedules of Investments list each of the Fidelity Central Funds held as of period end, if any, as an investment of each Fund, but does not include the underlying holdings of each Fidelity Central Fund. As an Investing Fund, the Funds indirectly bear their proportionate share of the expenses of the underlying Fidelity Central Funds.
The Money Market Central Funds seek preservation of capital and current income and are managed by Fidelity Investments Money Management, Inc. (FIMM), an affiliate of FMR.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the SEC's web site at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds are available on the SEC's web site or upon request.
3. Significant Accounting Policies.
The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America, which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Events or transactions occurring after period end through the date that the financial statements were issued, October 19, 2009, have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Funds:
Security Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Each Fund uses independent pricing services approved by the Board of Trustees to value their investments. Generally Accepted Accounting Principles (GAAP) establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are classified into three levels. Level 1 includes readily available unadjusted quoted prices in active markets for identical assets or liabilities. Level 2 includes observable inputs other than quoted prices included in Level 1 that are observable either directly or indirectly. Level 3 includes unobservable inputs when market prices are not readily available or reliable. Changes in valuation techniques may result in transfers in or out of an investment's assigned level within the hierarchy. The aggregate value by input level, as of August 31, 2009, for each Fund's investments, as well as a reconciliation of assets and liabilities for which significant unobservable inputs (Level 3) were used in determining value, is included at the end of each Fund's Schedule of Investments. Valuation techniques of each Fund's major categories of assets and liabilities as presented in the Schedule of Investments are as follows.
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by an independent pricing service on the primary market or exchange on which they are traded. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price. Debt securities, including restricted securities, are valued based on quotations received from dealers who make markets in such securities or by independent pricing services. For U.S. government and government agency obligations pricing services generally utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type as well as dealer supplied prices. The U.S. dollar value of forward foreign currency contracts is determined using forward currency exchange rates supplied by a quotation service. Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded. Swaps are marked-to-market daily based on valuations from independent pricing services or dealer-supplied valuations and changes in value are recorded as unrealized appreciation (depreciation). Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day. Short-term securities with remaining maturities of sixty days or less for which quotations are not readily available are valued at amortized cost, which approximates value.
When current market prices or quotations are not readily available or reliable, valuations may be determined in good faith in accordance with procedures adopted by the Board of Trustees. Factors used in determining value may include significant market or security specific events, changes in interest rates and credit quality, and developments in foreign markets which are monitored by evaluating the performance of ADRs, futures contracts and exchange-traded funds. The frequency with which these procedures are used cannot be predicted and may be utilized to a significant extent. The value of securities used for net asset value (NAV) calculation under these procedures may differ from published prices for the same securities.
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
3. Significant Accounting Policies - continued
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rate at period end. Purchases and sales of investment securities, income and dividends received and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Funds' investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds received from litigation. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Funds are informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments and/or as a realized gain. The Funds estimate the components of distributions received that may be considered return of capital distributions or capital gain distributions. Interest income and distributions from the Fidelity Central Funds are accrued as earned. Interest income includes coupon interest and amortization of premium and accretion of discount on debt securities. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Most expenses of the trust can be directly attributed to a fund. Expenses which cannot be directly attributed are apportioned among each Fund in the trust. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Deferred Trustee Compensation. Under a Deferred Compensation Plan (the Plan) for Spartan Total Market Index, independent Trustees must defer receipt of a portion of, and may elect to defer receipt of an additional portion of, their annual compensation. Deferred amounts are invested in a cross-section of Fidelity funds, are marked-to-market and remain in the Fund until distributed in accordance with the Plan. The investment of deferred amounts and the offsetting payable to the Trustees are included in the accompanying Statement of Assets and Liabilities.
Income Tax Information and Distributions to Shareholders. Each year, each Fund intends to qualify as a regulated investment company by distributing substantially all of its taxable income and realized gains under Subchapter M of the Internal Revenue Code and filing its U.S. federal tax return. As a result, no provision for income taxes is required. Each Fund is subject to the provisions of FASB Interpretation No. 48, Accounting for Uncertainties in Income Taxes (FIN 48). FIN 48 sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. There are no unrecognized tax benefits in the accompanying financial statements. A Fund's federal tax return is subject to examination by the Internal Revenue Service (IRS) for a period of three years. Foreign taxes are provided for based on each Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.
Distributions are recorded on the ex-dividend date. Income dividends and capital gain distributions are declared separately for each class. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from generally accepted accounting principles. In addition, certain Funds claimed a portion of the payment made to redeeming shareholders as a distribution for income tax purposes.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Temporary book-tax differences will reverse in a subsequent period.
Book-tax differences are primarily due to futures transactions, swap agreements, foreign currency transactions, passive foreign investment companies (PFIC), market discount, partnerships, deferred trustees compensation, capital loss carryforwards and losses deferred due to wash sales and excise tax regulations.
The federal tax cost of investments and unrealized appreciation (depreciation) as of period end were as follows for each Fund:
|
|
Cost for |
Unrealized |
Unrealized |
Net
Unrealized |
|
Spartan Total Market Index |
$ 11,564,146,525 |
$ 1,145,402,468 |
$ (2,367,842,486) |
$ (1,222,440,018) |
|
Spartan Extended Market Index |
4,107,326,764 |
492,718,609 |
(973,778,381) |
(481,059,772) |
|
Spartan International Index |
7,735,622,871 |
701,512,557 |
(1,695,577,895) |
(994,065,338) |
Semiannual Report
3. Significant Accounting Policies - continued
Short-Term Trading (Redemption) Fees. Shares held in the Funds less than 90 days are subject to a redemption fee equal to .50%, .75% and 1.00% of the amount invested in Spartan Total Market Index, Spartan Extended Market Index and Spartan International Index, respectively. All redemption fees, including any estimated redemption fees paid by FMR, are retained by the Funds and accounted for as an addition to paid in capital.
Restricted Securities. Certain Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities is included at the end of each applicable Fund's Schedule of Investments.
4. Investments in Derivative Instruments.
Objectives and Strategies for Investing in Derivative Instruments. The Funds use derivative instruments ("derivatives"), including futures contracts, forward foreign currency contracts and swap agreements in order to meet their investment objectives. The Funds' strategy is to use derivatives as a risk management tool and as an additional way to gain exposure to certain types of assets. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Funds may not achieve their objectives.
While utilizing derivatives in pursuit of their investment objectives, the Funds are exposed to certain financial risks relative to those derivatives. These risks are further explained below:
|
Equity Risk |
Equity risk is the risk that the value of financial instruments will fluctuate as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.
|
|
Foreign Exchange Risk |
Foreign exchange rate risk is the risk that the value of securities denominated in other currencies will fluctuate due to changes in exchange rates.
|
The following notes provide more detailed information about each derivative type held by the Funds:
Futures Contracts. Certain Funds use futures contracts to manage their exposure to the stock market. A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a fixed price at a specified future date. Buying futures tends to increase a fund's exposure to the underlying instrument, while selling futures tends to decrease a fund's exposure to the underlying instrument. Risks of loss may exceed any futures variation margin reflected in each applicable Fund's Statement of Assets and Liabilities and may include equity risk, foreign exchange risk, and potential lack of liquidity in the market. Futures have minimal counterparty risk to the Funds since the exchange's clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default. The underlying face amount at value of any open futures contracts at period end is shown in the Schedule of Investments under the caption "Futures Contracts." This amount reflects each contract's exposure to the underlying instrument at period end.
The purchaser or seller of a futures contract is not required to pay for or deliver the instrument unless the contract is held until the delivery date. Upon entering into a futures contract, a fund is required to deposit with a clearing broker, no later than the following business day, an amount ("initial margin") equal to a certain percentage of the face value of the contract. The initial margin may be in the form of cash or securities and is transferred to a segregated account on settlement date. Securities deposited to meet margin requirements are identified in each applicable Fund's Schedule of Investments. Futures contracts are marked-to-market daily and subsequent payments ("variation margin") are made or received by a fund depending on the daily fluctuations in the value of the futures contract. These amounts are reflected as receivables or payables on the Statement of Assets and Liabilities and changes in value are recognized as unrealized gain (loss). Realized gain (loss) is recorded upon the expiration or closing of the futures contract. The net realized gain (loss) and change in unrealized gain (loss) on futures contracts during the period is included on the Statement of Operations. The total underlying face amount of all open futures contracts at period end is indicative of the volume of this derivative type.
Forward Foreign Currency Contracts. The Funds generally use forward foreign currency contracts to facilitate transactions in foreign-denominated securities and manage the risk associated with fluctuations in foreign currency exchange rates. Forward foreign currency contracts are customized transactions that require the exchange of currency at a specific exchange rate on an agreed upon future date. These contracts are generally used to protect a fund against a decline in the value of existing investments denominated in foreign currency or to shift its investment exposure from one currency to another. Risks of loss may exceed the unrealized gain or loss amounts reflected in the Fund's Statement of Assets and Liabilities. Risks of loss may include foreign exchange risk and the failure by the counterparty to perform under the terms of the agreement. The U.S. dollar value of any currencies the Funds have committed to buy or sell is shown in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." Contracts that have been offset with different counterparties are reflected as both a contract to buy and a contract to sell. This amount represents the Funds' aggregate exposure to each currency at period end.
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
4. Investments in Derivative Instruments - continued
Forward Foreign Currency Contracts - continued
Forward foreign currency contracts are valued daily and fluctuations in exchange rates on open contracts are reflected as unrealized gain (loss) on the Statement of Assets and Liabilities. Realized gain (loss) is recognized on settlement date. Purchases and sales of forward foreign currency contracts having the same settlement date and broker are offset and any realized gain (loss) is recognized on the date of offset. Any unrealized gains (losses) on offsetting contracts that settle after period end are reflected as a Receivable or Payable for closed foreign currency contracts. The net realized and change in unrealized gain (loss) on forward foreign currency contracts during the period is included on the Statement of Operations. The total value of all open forward foreign currency contracts at period end is indicative of the volume of this derivative type.
Swap Agreements. The Funds entered into swap agreements, which are contracts between two parties to exchange future cash flows at periodic intervals based on a notional principal amount. Payments are exchanged at specified intervals, accrued daily commencing with the effective date of the contract and recorded as realized gains or losses in the Funds' accompanying Statements of Operations. Gains or losses are realized in the event of an early termination of a swap agreement. Risks of loss may exceed amounts recognized on the Funds' Statements of Asset and Liabilities. In addition, there is the risk of failure by the counterparty to perform under the terms of the agreement and lack of liquidity in the market. Details of swap agreements open at period end are included in the Funds' Schedules of Investments under the caption "Swap Agreements." The total notional amount of all open swap agreements at period end is indicative of the volume of this derivative type. Collateral, in the form of cash or securities, may be required to be held in segregated accounts with a fund's custodian bank in accordance with the swap agreement and, if required, is identified in the Funds' Schedules of Investments. The Funds could experience delays and costs in gaining access to the collateral even though it is held in the Fund's custodian bank.
The Funds entered into total return swap agreements to manage their overall market risk. Total return swaps are agreements to exchange a market-linked return for the return based on either a fixed or floating interest rate applied to a notional principal amount. Risks of loss may include equity risk. To the extent the total return of an index or a reference obligation exceeds the offsetting interest obligation the Funds will receive a payment from the counterparty. To the extent it is less, the Funds will make a payment to the counterparty.
Realized and Change in Unrealized Gain (Loss) on Derivative Instruments. A summary of the Funds' value of derivatives by primary risk exposure as of period end, if any, is included at the end of each Funds' Schedule of Investments. The table below reflects the Funds' realized gain (loss) and change in unrealized gain (loss) for derivatives during the period.
|
Risk Exposure / Derivative Type |
Realized |
Change in Unrealized |
|
Spartan Total Market Index |
|
|
|
Equity Risk |
|
|
|
Futures Contracts |
$ 38,165,250 |
$ 32,569,934 |
|
Swap Agreements |
1,787,286 |
(589,661) |
|
Total Equity Risk |
39,952,536 |
31,980,273 |
|
Total Derivatives Realized and Change in Unrealized Gain (Loss) (a)(b) |
$ 39,952,536 |
$ 31,980,273 |
|
Spartan Extended Market Index |
|
|
|
Equity Risk |
|
|
|
Futures Contracts |
$ 13,386,864 |
$ 10,639,617 |
|
Swap Agreements |
2,737,057 |
(873,300) |
|
Total Equity Risk |
16,123,921 |
9,766,317 |
|
Total Derivatives Realized and Change in Unrealized Gain (Loss) (a)(b) |
$ 16,123,921 |
$ 9,766,317 |
|
Spartan International Index |
|
|
|
Equity Risk |
|
|
|
Futures Contracts |
$ 29,463,209 |
$ 23,326,141 |
|
Foreign Exchange Risk |
|
|
|
Forward Foreign Currency Contracts |
8,014,238 |
12,614,812 |
|
Total Derivatives Realized and Change in Unrealized Gain (Loss) (a)(b) |
$ 37,477,447 |
$ 35,940,953 |
(a) Total derivatives realized gain (loss) included in the Statement of Operations is comprised of:
|
Fund Name / Derivative Type |
Realized Gain (Loss) |
|
Spartan Total Market Index |
|
|
Futures Contracts |
$ 38,165,250 |
|
Swap Agreements |
1,787,286 |
Semiannual Report
4. Investments in Derivative Instruments - continued
Realized and Change in Unrealized Gain (Loss) on Derivative Instruments - continued
(a) Total derivatives realized gain (loss) included in the Statement of Operations is comprised of: - continued
|
Fund Name / Derivative Type |
Realized Gain (Loss) |
|
Spartan Extended Market Index |
|
|
Futures Contracts |
$ 13,386,864 |
|
Swap Agreements |
2,737,057 |
|
Spartan International Index |
|
|
Forward Foreign Currency Contracts |
$ 8,014,238 |
|
Futures Contracts |
29,463,209 |
(b) Total derivatives change in unrealized gain (loss) included in the Statement of Operations is comprised of:
|
Fund Name / Derivative Type |
Unrealized Gain (Loss) |
|
Spartan Total Market Index |
|
|
Futures Contracts |
$ 32,569,934 |
|
Swap Agreements |
(589,661) |
|
Spartan Extended Market Index |
|
|
Futures Contracts |
$ 10,639,617 |
|
Swap Agreements |
(873,300) |
|
Spartan International Index |
|
|
Forward Foreign Currency Contracts |
$ 12,614,812 |
|
Futures Contracts |
23,326,141 |
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, are noted in the table below.
|
|
Purchases ($) |
Sales ($) |
|
Spartan Total Market Index |
761,037,436 |
112,865,659 |
|
Spartan Extended Market Index |
427,570,161 |
163,320,360 |
|
Spartan International Index |
746,208,533 |
50,738,962 |
6. Fees and Other Transactions with Affiliates.
Management Fee and Expense Contract. FMR and its affiliates provide the Funds with investment management related services for which the Funds pay a monthly management fee. The management fee is based on an annual rate of .07%, .07% and .17% of average net assets for Spartan Total Market Index, Spartan Extended Market Index and Spartan International Index funds, respectively. Under the management contract, FMR pays all other fund-level expenses, except the compensation of the independent Trustees and certain other expenses such as interest expense.
In addition, under the expense contract, FMR pays class-level expenses so that the total expenses do not exceed certain amounts of each class' average net assets with certain exceptions, as noted in the following table:
|
|
Investor Class |
Advantage Class |
|
Spartan Total Market Index |
.10% |
.07% |
|
Spartan Extended Market Index |
.10% |
.07% |
|
Spartan International Index |
.20% |
.17% |
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Funds. Geode provides discretionary investment advisory services to the Funds and is paid by FMR for providing these services.
Transfer Agent Fees. Fidelity Investments Institutional Operations Company, Inc. (FIIOC), an affiliate of FMR, is each Fund's transfer, dividend disbursing and shareholder servicing agent. FIIOC receives asset-based fees of .06% and .03% of average net assets for each Fund's Investor Class and Fidelity Advantage Class, respectively. Under the expense contract, each Investor Class pays transfer agent fees at an annual rate of .03%, and each Fidelity Advantage Class pays no transfer agent fees. FIIOC pays for typesetting, printing and mailing of shareholder reports, except proxy statements.
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
7. Committed Line of Credit.
Certain Funds participate with other funds managed by FMR in a $3.5 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The participating funds have agreed to pay commitment fees on their pro-rata portion of the line of credit, which is reflected in Miscellaneous Expense on the Statement of Operations, and is as follows:
|
Spartan Total Market Index |
$ 10,823 |
|
Spartan Extended Market Index |
3,752 |
|
Spartan International Index |
7,603 |
During the period, there were no borrowings on this line of credit.
8. Security Lending.
Certain Funds lend portfolio securities from time to time in order to earn additional income. On the settlement date of the loan, each applicable Fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of the Funds and any additional required collateral is delivered to the Funds on the next business day. If the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund could experience delays and costs in recovering the securities loaned or in gaining access to the collateral. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. The value of loaned securities and cash collateral at period end are disclosed on each applicable Fund's Statement of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral, less fees and expenses associated with the loan, plus any premium payments that may be received on the loan of certain types of securities. Security lending income is presented on each applicable Fund's Statement of Operations as a component of income from Fidelity Central Funds.
9. Expense Reductions.
FMR voluntarily agreed to reimburse Spartan International Index to the extent annual operating expenses exceeded certain levels of average net assets as noted in the table below. Some expenses, for example interest expense, including commitment fees, are excluded from this reimbursement.
|
|
Expense |
Reimbursement |
|
Spartan International Index |
|
|
|
Investor Class |
.10% |
$ 1,832,503 |
|
Fidelity Advantage Class |
.07% |
782,462 |
In addition, through arrangements with each applicable Fund's custodian and transfer agent, credits realized as a result of uninvested cash balances were used to reduce each applicable Fund's expenses as noted in the table below.
|
|
Transfer agent |
Management fee |
|
Spartan Total Market Index |
$ 552 |
$ 466 |
|
Spartan Extended Market Index |
379 |
257 |
|
Spartan International Index |
672 |
15 |
10. Distributions to Shareholders.
Distributions to shareholders of each class were as follows:
|
|
Six months ended |
Year ended |
|
Spartan Total Market Index |
|
|
|
From net investment income |
|
|
|
Investor Class |
$ 17,083,755 |
$ 95,224,528 |
|
Fidelity Advantage Class |
11,282,458 |
66,122,479 |
|
Total |
$ 28,366,213 |
$ 161,347,007 |
|
From net realized gain |
|
|
|
Investor Class |
$ - |
$ 627,507 |
|
Fidelity Advantage Class |
- |
489,353 |
|
Total |
$ - |
$ 1,116,860 |
Semiannual Report
10. Distributions to Shareholders - continued
|
|
Six months ended |
Year ended |
|
Spartan Extended Market Index |
|
|
|
From net investment income |
|
|
|
Investor Class |
$ 803,869 |
$ 30,252,009 |
|
Fidelity Advantage Class |
310,091 |
11,078,644 |
|
Total |
$ 1,113,960 |
$ 41,330,653 |
|
From net realized gain |
|
|
|
Investor Class |
$ - |
$ 50,414,930 |
|
Fidelity Advantage Class |
- |
19,563,372 |
|
Total |
$ - |
$ 69,978,302 |
|
Spartan International Index |
|
|
|
From net investment income |
|
|
|
Investor Class |
$ 9,350,513 |
$ 110,067,772 |
|
Fidelity Advantage Class |
4,041,403 |
50,184,841 |
|
Total |
$ 13,391,916 |
$ 160,252,613 |
11. Share Transactions.
Transactions for each class of shares were as follows:
|
|
Shares |
Dollars | ||
|
|
Six months ended August
31, |
Year ended |
Six months ended |
Year ended |
|
Spartan Total Market Index |
|
|
|
|
|
Investor Class |
|
|
|
|
|
Shares sold |
35,561,211 |
77,246,900 |
$ 877,226,435 |
$ 2,330,400,467 |
|
Reinvestment of distributions |
680,474 |
3,621,080 |
16,651,212 |
93,361,117 |
|
Shares redeemed |
(25,943,982) |
(38,147,524) |
(644,347,350) |
(1,146,953,116) |
|
Net increase (decrease) |
10,297,703 |
42,720,456 |
$ 249,530,297 |
$ 1,276,808,468 |
|
Fidelity Advantage Class |
|
|
|
|
|
Shares sold |
18,062,706 |
46,654,210 |
$ 451,710,707 |
$ 1,371,692,469 |
|
Reinvestment of distributions |
400,164 |
2,216,144 |
9,792,019 |
57,618,720 |
|
Shares redeemed |
(12,720,685) |
(34,557,054) |
(309,470,495) |
(1,040,722,999) |
|
Net increase (decrease) |
5,742,185 |
14,313,300 |
$ 152,032,231 |
$ 388,588,190 |
|
Spartan Extended Market Index |
|
|
|
|
|
Investor Class |
|
|
|
|
|
Shares sold |
18,284,499 |
30,888,996 |
$ 429,402,035 |
$ 878,781,997 |
|
Reinvestment of distributions |
34,385 |
3,058,239 |
787,072 |
78,651,083 |
|
Shares redeemed |
(12,845,593) |
(18,196,441) |
(301,557,279) |
(516,874,345) |
|
Net increase (decrease) |
5,473,291 |
15,750,794 |
$ 128,631,828 |
$ 440,558,735 |
|
Fidelity Advantage Class |
|
|
|
|
|
Shares sold |
5,588,937 |
8,340,823 |
$ 136,826,606 |
$ 239,234,605 |
|
Reinvestment of distributions |
11,671 |
1,005,751 |
267,140 |
26,438,396 |
|
Shares redeemed |
(2,829,531) |
(10,136,898) |
(64,774,393) |
(280,167,674) |
|
Net increase (decrease) |
2,771,077 |
(790,324) |
$ 72,319,353 |
$ (14,494,673) |
|
Spartan International Index |
|
|
|
|
|
Investor Class |
|
|
|
|
|
Shares sold |
30,853,038 |
62,085,236 |
$ 816,020,081 |
$ 2,022,604,934 |
|
Reinvestment of distributions |
362,453 |
3,990,092 |
8,927,216 |
104,200,565 |
|
Shares redeemed |
(18,965,719) |
(41,113,411) |
(497,034,806) |
(1,318,847,742) |
|
Net increase (decrease) |
12,249,772 |
24,961,917 |
$ 327,912,491 |
$ 807,957,757 |
|
Fidelity Advantage Class |
|
|
|
|
|
Shares sold |
12,594,384 |
27,453,913 |
$ 341,490,548 |
$ 864,498,493 |
|
Reinvestment of distributions |
136,724 |
1,591,579 |
3,367,511 |
41,612,735 |
|
Shares redeemed |
(6,761,600) |
(19,387,040) |
(174,111,576) |
(605,207,929) |
|
Net increase (decrease) |
5,969,508 |
9,658,452 |
$ 170,746,483 |
$ 300,903,299 |
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
12. Other.
The Funds' organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the Funds. In the normal course of business, the Funds may also enter into contracts that provide general indemnifications. The Funds' maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the Funds. The risk of material loss from such claims is considered remote.
Semiannual Report
Spartan Total Market Index Fund / Spartan Extended Market Index Fund / Spartan International Index Fund
Each year, the Board of Trustees, including the Independent Trustees (together, the Board), votes on the renewal of the management contract and sub-advisory agreements (together, the Advisory Contracts) for each fund. The Board, assisted by the advice of fund counsel and Independent Trustees' counsel, requests and considers a broad range of information throughout the year.
The Board meets regularly and, acting directly and through its separate committees, requests and receives information concerning, and considers at each of its meetings factors that are relevant to, its annual consideration of the renewal of each fund's Advisory Contracts, including the services and support provided to each fund and its shareholders. The Board has established various standing committees, each composed of Independent Trustees with varying backgrounds, to which the Board has assigned specific subject matter responsibilities in order to enhance effective decision-making by the Board. Each committee has a written charter outlining the structure and purposes of the committee. The Board also meets as needed to consider matters specifically related to the Board's annual consideration of the renewal of Advisory Contracts.
At its July 2009 meeting, the Board of Trustees, including the Independent Trustees, unanimously determined to renew each fund's Advisory Contracts. In reaching its determination, the Board considered all factors it believed relevant, including (i) the nature, extent, and quality of the services to be provided to each fund and its shareholders (including the investment performance of each fund); (ii) the competitiveness of each fund's management fee and total expenses; (iii) the total costs of the services to be provided by and the profits to be realized by Fidelity from its relationship with each fund; (iv) the extent to which economies of scale would be realized as each fund grows; and (v) whether fee levels reflect these economies of scale, if any, for the benefit of fund shareholders.
In considering whether to renew the Advisory Contracts for each fund, the Board ultimately reached a determination, with the assistance of fund counsel and Independent Trustees' counsel and through the exercise of its business judgment, that the renewal of the Advisory Contracts and the compensation to be received by Fidelity under the management contracts is consistent with Fidelity's fiduciary duty under applicable law. The Board's decision to renew the Advisory Contracts was not based on any single factor noted above, but rather was based on a comprehensive consideration of all the information provided to the Board at its meetings throughout the year. The Board, in reaching its determination to renew the Advisory Contracts, is aware that shareholders in each fund have a broad range of investment choices available to them, including a wide choice among mutual funds offered by competitors to Fidelity, and that each fund's shareholders, with the opportunity to review and weigh the disclosure provided by the fund in its prospectus and other public disclosures, have chosen to invest in that fund, managed by Fidelity.
Nature, Extent, and Quality of Services Provided. The Board considered staffing within the investment adviser, FMR, and the sub-advisers (together, the Investment Advisers), including the backgrounds of the funds' investment personnel and the funds' investment objectives and disciplines. The Independent Trustees also had discussions with senior management of Fidelity's investment operations and investment groups. The Board considered the structure of the portfolio manager compensation program and whether this structure provides appropriate incentives.
Resources Dedicated to Investment Management and Support Services. The Board reviewed the size, education, and experience of the Investment Advisers' investment staff, their use of technology, and the Investment Advisers' approach to recruiting, training, and retaining portfolio managers and other research, advisory, and management personnel. In response to last year's financial crisis, FMR took a number of actions intended to cut costs and improve efficiency without weakening the investment teams or resources.
Shareholder and Administrative Services. The Board considered (i) the nature, extent, quality, and cost of advisory, administrative, distribution, and shareholder services performed by the Investment Advisers and their affiliates under the Advisory Contracts and under separate agreements covering transfer agency, pricing and bookkeeping, and securities lending services for each fund; (ii) the nature and extent of the Investment Advisers' supervision of third party service providers, principally custodians and subcustodians; and (iii) the resources devoted to, and the record of compliance with, each fund's compliance policies and procedures. The Board also reviewed the allocation of fund brokerage, including allocations to brokers affiliated with the Investment Advisers.
The Board noted that the growth of fund assets across the complex allows Fidelity to reinvest in the development of services designed to enhance the value or convenience of the Fidelity funds as investment vehicles. These services include 24-hour access to account information and market information through phone representatives and over the Internet, and investor education materials and asset allocation tools.
Investment in a Large Fund Family. The Board considered the benefits to shareholders of investing in a Fidelity fund, including the benefits of investing in a fund that is part of a large family of funds offering a variety of investment disciplines and providing for a large variety of mutual fund investor services. For example, fund shareholders are offered the privilege of exchanging shares of a fund for shares of other Fidelity funds, as set forth in the fund's prospectus, without paying a sales charge. The Board noted that Fidelity has taken a number of actions over the previous year that benefited particular funds, including (i) dedicating additional resources to investment research and to restructure and broaden the focus of the investment research teams; (ii) bolstering the senior management team that oversees asset management; (iii) contractually agreeing to reduce the management fee on Fidelity U.S. Bond Index Fund; and (iv) expanding Class A and Class T load waiver categories to increase rollover retention opportunities and create consistent policies across the classes.
Semiannual Report
Board Approval of Investment Advisory Contracts and Management Fees - continued
Investment Performance. The Board considered whether each fund has operated within its investment objective, as well as its record of compliance with its investment restrictions. It also reviewed each fund's absolute investment performance for each class, as well as each fund's relative investment performance for each class measured against a broad-based securities market index over multiple periods. The Board noted that FMR does not believe that a meaningful peer group exists against which to compare any of the funds' performance. For each fund, the following charts considered by the Board show, over the one-, three-, and five-year periods ended December 31, 2008, as available, the cumulative total returns of Fidelity Advantage Class and Investor Class of the fund and the cumulative total returns of a broad-based securities market index ("benchmark").
Spartan Total Market Index Fund
The Board stated that the investment performance of Investor Class of the fund (the class with the longer performance record) compared favorably to its benchmark for the one- and three-year periods, although the fund's five-year cumulative total return was lower than its benchmark. The Board considered that the variations in performance between the fund's classes reflect the variations in class expenses, which result in lower performance for the higher expense class.
Spartan Extended Market Index Fund
The Board stated that the investment performance of Investor Class of the fund (the class with the longer performance record) compared favorably to its benchmark for all the periods shown. The Board considered that the variations in performance between the fund's classes reflect the variations in class expenses, which result in lower performance for the higher expense class.
Semiannual Report
Spartan International Index Fund
The Board stated that the investment performance of Investor Class of the fund (the class with the longer performance record) compared favorably to its benchmark for all the periods shown. The Board considered that the variations in performance between the fund's classes reflect the variations in class expenses, which result in lower performance for the higher expense class.
For each fund, the Board reviewed the year-to-date performance of Investor Class through May 31, 2009 and stated that it was lower than the fund's benchmark.
Based on its review, and giving particular weight to the nature and quality of the resources dedicated by the Investment Advisers to maintain and improve relative performance and factoring in the unprecedented market events in 2008, the Board concluded that the nature, extent, and quality of the services provided to each fund will benefit each fund's shareholders, particularly in light of the Board's view that each fund's shareholders benefit from investing in a fund that is part of a large family of funds offering a variety of investment disciplines and services.
Competitiveness of Management Fee and Total Fund Expenses. The Board considered each fund's management fee and total expenses compared to "mapped groups" of competitive funds and classes. Fidelity creates "mapped groups" by combining similar Lipper investment objective categories that have comparable management fee characteristics. Combining Lipper investment objective categories aids the Board's management fee and total expense comparisons by broadening the competitive group used for comparison and by reducing the number of universes to which various Fidelity funds are compared.
The Board considered two proprietary management fee comparisons for the 12-month periods shown in the charts below. The group of Lipper funds used by the Board for management fee comparisons is referred to below as the "Total Mapped Group." The Total Mapped Group comparison focuses on a fund's standing relative to the total universe of comparable funds available to investors, in terms of gross management fees before expense reimbursements or caps. "TMG %" represents the percentage of funds in the Total Mapped Group that had management fees that were lower than a fund's. For example, a TMG % of 5% would mean that 95% of the funds in the Total Mapped Group had higher management fees than a fund. The "Asset-Size Peer Group" (ASPG) comparison focuses on a fund's standing relative to non-Fidelity funds similar in size to the fund within the Total Mapped Group. The ASPG represents at least 15% of the funds in the Total Mapped Group with comparable asset size and management fee characteristics, subject to a minimum of 50 funds (or all funds in the Total Mapped Group if fewer than 50). Additional information, such as the ASPG quartile in which a fund's management fee ranked, is also included in the charts and considered by the Board. For a more meaningful comparison of management fees, each fund is compared on the basis of a hypothetical "net management fee," which is derived by subtracting payments made by FMR for "fund-level" non-management expenses (including pricing and bookkeeping fees and custody fees) from the fund's management fee. In this regard, the Board realizes that net management fees can vary from year to year because of differences in "fund-level" non-management expenses, and that "fund-level" non-management expenses may exceed the fund's management fee and result in a negative net management fee. The Board noted, however, that FMR does not pay transfer agent fees or other "class-level" expenses under each fund's management contract.
Semiannual Report
Board Approval of Investment Advisory Contracts and Management Fees - continued
Spartan Total Market Index Fund
The Board noted that the fund's hypothetical net management fee ranked below the median of its Total Mapped Group and below the median of its ASPG for 2008.
Furthermore, the Board considered that it had approved an amended and restated management contract for the fund (effective October 1, 2005) that lowered the fund's management fee from 10 basis points to 7 basis points. The Board considered that the chart reflects the fund's lower management fee for 2005, as if the lower fee were in effect for the entire year.
Spartan Extended Market Index Fund
The Board noted that the fund's hypothetical net management fee ranked below the median of its Total Mapped Group and below the median of its ASPG for 2008.
Furthermore, the Board considered that it had approved an amended and restated management contract for the fund (effective October 1, 2005) that lowered the fund's management fee from 10 basis points to 7 basis points. The Board considered that the chart reflects the fund's lower management fee for 2005, as if the lower fee were in effect for the entire year.
Semiannual Report
Spartan International Index Fund
The Board noted that the fund's hypothetical net management fee ranked below the median of its Total Mapped Group and below the median of its ASPG for 2008.
Furthermore, the Board considered that it had approved an amended and restated management contract for the fund (effective October 1, 2005) that lowered the fund's management fee from 20 basis points to 17 basis points. The Board considered that the chart reflects the fund's lower management fee for 2005, as if the lower fee were in effect for the entire year.
Based on its review, the Board concluded that each fund's management fee was fair and reasonable in light of the services that the fund receives and the other factors considered.
In its review of the total expenses of each class of each fund, the Board considered the fund's hypothetical net management fee as well as the fund's gross management fee. The Board also considered other "fund-level" expenses, such as pricing and bookkeeping fees and custodial, legal, and audit fees. The Board also considered other "class-level" expenses, such as transfer agent fees. The Board also noted the effects of any waivers and reimbursements on fees and expenses. As part of its review, the Board also considered current and historical total expenses of each class of each fund compared to competitive fund median expenses. Each class of each fund is compared to those funds and classes in the Total Mapped Group (used by the Board for management fee comparisons) that have a similar sales load structure.
The Board also considered that the current contractual arrangements for each fund (i) oblige FMR to pay all class-level expenses of Investor Class of each fund and limit the total expenses of Investor Class to 10 basis points for each of Spartan Total Market Index Fund and Spartan Extended Market Index Fund and 20 basis points for Spartan International Index Fund, and (ii) oblige FMR to pay all class-level expenses of Fidelity Advantage Class of each fund and limit the total expenses of Fidelity Advantage Class to 7 basis points for each of Spartan Total Market Index Fund and Spartan Extended Market Index Fund and 17 basis points for Spartan International Index Fund. These contractual arrangements may not be increased without the approval of the Board and the shareholders of the applicable class. In addition, the Board considered that FMR voluntarily agreed to further limit the total expenses of Investor Class and Fidelity Advantage Class of Spartan International Index Fund to 10 basis points and 7 basis points, respectively.
The Board noted that the total expenses of each class of each fund ranked below its competitive median for 2008.
In its review of total expenses, the Board also considered Fidelity fee structures and other information on clients that FMR and its affiliates service in other competitive markets, such as other mutual funds advised or subadvised by FMR or its affiliates, pension plan clients, and other institutional clients.
Based on its review, the Board concluded that the total expenses of each class of each fund were reasonable in light of the services that the fund and its shareholders receive and the other factors considered.
Costs of the Services and Profitability. The Board considered the revenues earned and the expenses incurred by Fidelity in conducting the business of developing, marketing, distributing, managing, administering and servicing each fund and its shareholders. The Board also considered the level of Fidelity's profits in respect of all the Fidelity funds.
Semiannual Report
Board Approval of Investment Advisory Contracts and Management Fees - continued
On an annual basis, FMR presents to the Board Fidelity's profitability for each fund. Fidelity calculates the profitability for each fund, as well as aggregate profitability for groups of Fidelity funds and all Fidelity funds, using a series of detailed revenue and cost allocation methodologies which originate with the audited books and records of Fidelity. The Audit Committee of the Board reviews any significant changes from the prior year's methodologies.
PricewaterhouseCoopers LLP (PwC), independent registered public accounting firm and auditor to Fidelity and certain Fidelity funds, has been engaged annually by the Board as part of the Board's assessment of Fidelity's profitability analysis. PwC's engagement includes the review and assessment of Fidelity's methodologies used in determining the revenues and expenses attributable to Fidelity's mutual fund business, and completion of agreed-upon procedures surrounding the mathematical accuracy of fund profitability and its conformity to allocation methodologies. After considering PwC's reports issued under the engagement and information provided by Fidelity, the Board believes that while other allocation methods may also be reasonable, Fidelity's profitability methodologies are reasonable in all material respects.
The Board has also reviewed Fidelity's non-fund businesses and any fall-out benefits related to the mutual fund business as well as cases where Fidelity's affiliates may benefit from or be related to the funds' business.
The Board considered the costs of the services provided by and the profits realized by Fidelity in connection with the operation of each fund and determined that the amount of profit is a fair entrepreneurial profit for the management of each fund.
Economies of Scale. The Board considered whether there have been economies of scale in respect of the management of the Fidelity funds, whether the Fidelity funds (including each fund) have appropriately benefited from any such economies of scale, and whether there is potential for realization of any further economies of scale. The Board considered the extent to which each fund will benefit from economies of scale through increased services to the fund, through waivers or reimbursements, or through fee or expense reductions.
In February 2009, the Board created an Ad Hoc Committee (the "Committee") to analyze economies of scale. The Committee was formed to consider whether FMR attains economies of scale in respect of the management and servicing of the Fidelity funds, whether the Fidelity funds have appropriately benefited from such economies of scale, and whether there is potential for realization of any further economies of scale.
The Board concluded, considering the findings of the Committee, that any potential economies of scale are being shared between fund shareholders and Fidelity in an appropriate manner.
Additional Information Requested by the Board. In order to develop fully the factual basis for consideration of the Fidelity funds' Advisory Contracts, the Board requested and received additional information on certain topics, including (i) fund performance trends, actions to be taken by FMR to improve certain funds' overall performance and Fidelity's long-term strategies for certain funds; (ii) portfolio manager changes that have occurred during the past year; (iii) Fidelity's compensation structure for portfolio managers and key personnel, including performance benchmarks used by Fidelity in evaluating incentive compensation for portfolio managers and research analysts; (iv) the structure and process of equity research and actions taken by FMR to improve the quality of research; (v) the selection of and compensation paid by FMR to fund sub-advisers; (vi) Fidelity's fee structures and rationale for recommending different fees among categories of funds; (vii) the rationale for any differences between fund fee structures and fee structures in place for other Fidelity clients; (viii) Fidelity's rationale for recommending which funds should have a performance adjustment component as part of their management fees; and (ix) explanations for the relative total expenses borne by certain funds and classes, total expense competitive trends, and actions that might be taken by FMR to reduce total expenses for certain funds and classes.
Based on its evaluation of all of the conclusions noted above, and after considering all material factors, the Board ultimately concluded that the advisory fee structures are fair and reasonable, and that each fund's Advisory Contracts should be renewed.
Semiannual Report
Fidelity offers several ways to conveniently manage your personal investments via your telephone or PC. You can access your account information, conduct trades and research your investments 24 hours a day.
By Phone
Fidelity Automated Service Telephone provides a single toll-free number to access account balances, positions, quotes and trading. It's easy to navigate the service, and on your first call, the system will help you create a personal identification number (PIN) for security.
(phone_graphic)
Fidelity Automated Service Telephone
(FAST®)
1-800-544-5555
Press
For mutual fund and brokerage
trading.
For quotes.*
For account balances and holdings.
To review orders and mutual fund
activity.
To change your PIN.
To
speak to a Fidelity representative.
By PC
Fidelity's web site on the Internet provides a wide range of information, including daily financial news, fund performance, interactive planning tools and news about Fidelity products and services.
(computer_graphic)
Fidelity's Web Site
www.fidelity.com
* When you call the quotes line, please remember that a fund's yield and return will vary and, except for money market funds, share price will also vary. This means that you may have a gain or loss when you sell your shares. There is no assurance that money market funds will be able to maintain a stable $1 share price; an investment in a money market fund is not insured or guaranteed by the U.S. government. Total returns are historical and include changes in share price, reinvestment of dividends and capital gains, and the effects of any sales charges.
Semiannual Report
Investment Adviser
Fidelity Management & Research Company
Boston, MA
Investment Sub-Adviser
FMR Co., Inc.
Geode Capital Management, LLC
General Distributor
Fidelity Distributors Corporation
Boston, MA
Transfer and Service Agents
Fidelity Investments Institutional Operations Company,
Inc.
Boston, MA
Fidelity Service Company, Inc.
Boston, MA
Custodian
The Bank of New York Mellon
New York, NY
The Fidelity Telephone Connection
Mutual Fund 24-Hour Service
Exchanges/Redemptions
and Account Assistance 1-800-544-6666
Product Information 1-800-544-6666
Retirement Accounts 1-800-544-4774
(8 a.m. - 9 p.m.)
TDD Service 1-800-544-0118
for the deaf and hearing
impaired
(9 a.m. - 9 p.m. Eastern time)
Fidelity Automated Service
Telephone (FAST®) 
1-800-544-5555
Automated line
for quickest service
SIF-USAN-1009
1.790950.106