N-Q 1 comm.htm

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number 811-2546

Fidelity Commonwealth Trust
 (Exact name of registrant as specified in charter)

82 Devonshire St., Boston, Massachusetts 02109
 (Address of principal executive offices)       (Zip code)

Scott C. Goebel, Secretary

82 Devonshire St.

Boston, Massachusetts 02109
(Name and address of agent for service)

Registrant's telephone number, including area code: 617-563-7000

Date of fiscal year end:

November 30

 

 

Date of reporting period:

August 31, 2011

Item 1. Schedule of Investments

Quarterly Holdings Report

for

Fidelity ® Nasdaq Composite
Index Fund

August 31, 2011 

1.805766.107

EIF-QTLY-1011

Investments August 31, 2011 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 95.6%

Shares

Value

CONSUMER DISCRETIONARY - 16.2%

Auto Components - 0.2%

Amerigon, Inc. (a)

1,488

$ 19,895

Ballard Power Systems, Inc. (a)(d)

6,442

8,816

China Automotive Systems, Inc. (a)(d)

2,230

11,172

China XD Plastics Co. Ltd. (a)(d)

4,588

24,362

Dorman Products, Inc. (a)

1,370

44,320

Exide Technologies (a)

5,824

32,847

Federal-Mogul Corp. Class A (a)

7,489

133,005

Fuel Systems Solutions, Inc. (a)

1,416

29,920

Gentex Corp.

10,462

271,437

Motorcar Parts of America, Inc. (a)

1,158

11,765

Quantum Fuel Systems Technologies Worldwide, Inc. (a)(d)

963

3,188

Shiloh Industries, Inc.

1,829

18,491

SORL Auto Parts, Inc. (a)(d)

1,464

5,051

Spartan Motors, Inc.

2,787

12,764

Strattec Security Corp.

415

10,898

Wonder Auto Technology, Inc. (a)(d)

2,915

15,799

 

653,730

Automobiles - 0.1%

Kandi Technologies Corp. (a)(d)

3,592

9,231

Tesla Motors, Inc. (a)(d)

7,351

181,864

 

191,095

Distributors - 0.1%

Audiovox Corp. Class A (a)

1,524

9,769

Core-Mark Holding Co., Inc. (a)

857

30,441

LKQ Corp. (a)

10,971

280,858

Pool Corp.

3,469

89,951

Weyco Group, Inc.

1,086

24,707

 

435,726

Diversified Consumer Services - 0.5%

American Public Education, Inc. (a)

1,395

57,502

Apollo Group, Inc. Class A (non-vtg.) (a)

10,352

484,732

Archipelago Learning, Inc. (a)(d)

2,068

19,212

Ascent Capital Group, Inc. (a)

1,024

49,050

Cambium Learning Group, Inc. (a)

3,505

10,480

Capella Education Co. (a)

1,212

38,760

Career Education Corp. (a)

5,375

91,214

ChinaCast Education Corp. (a)(d)

4,251

18,747

ChinaEdu Corp. sponsored ADR (a)

1,016

6,106

Coinstar, Inc. (a)(d)

2,355

107,364

Collectors Universe, Inc.

712

11,919

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Diversified Consumer Services - continued

Corinthian Colleges, Inc. (a)(d)

6,096

$ 13,411

Education Management Corp. (a)(d)

9,909

155,869

Global Education & Technology Group Ltd. ADR (a)

620

3,150

Grand Canyon Education, Inc. (a)

3,280

51,004

Learning Tree International, Inc.

1,097

10,641

Lincoln Educational Services Corp.

1,850

18,186

Matthews International Corp. Class A

2,164

72,299

National American University Holdings, Inc.

1,829

16,059

Princeton Review, Inc. (a)(d)

2,376

430

Steiner Leisure Ltd. (a)

1,160

46,272

Stewart Enterprises, Inc. Class A

6,460

39,148

StoneMor Partners LP

1,515

43,511

Strayer Education, Inc.

841

79,601

 

1,444,667

Hotels, Restaurants & Leisure - 2.2%

AFC Enterprises, Inc. (a)

2,049

26,617

Ambassadors Group, Inc.

1,175

8,930

Ameristar Casinos, Inc.

2,526

47,160

Asia Entertainment & Resources Ltd. (d)

2,800

21,588

Benihana, Inc. (a)

789

6,422

Benihana, Inc. Class A (sub. vtg.) (a)

376

3,049

BJ's Restaurants, Inc. (a)

2,108

97,326

Bob Evans Farms, Inc.

2,352

74,700

Bravo Brio Restaurant Group, Inc.

1,420

29,465

Buffalo Wild Wings, Inc. (a)

1,373

84,618

Caribou Coffee Co., Inc. (a)

1,897

28,815

Carrols Restaurant Group, Inc. (a)

1,638

15,135

Century Casinos, Inc. (a)

2,256

6,294

China Lodging Group Ltd. ADR (a)(d)

1,825

30,313

Churchill Downs, Inc.

1,299

56,870

Cosi, Inc. (a)

1,996

1,397

Cracker Barrel Old Country Store, Inc.

1,744

73,876

Ctrip.com International Ltd. sponsored ADR (a)

10,811

451,035

Denny's Corp. (a)

7,552

28,622

Dunkin' Brands Group, Inc. (a)(d)

9,303

245,041

Einstein Noah Restaurant Group, Inc.

1,406

21,048

eLong, Inc. sponsored ADR (a)

893

16,190

Empire Resorts, Inc. (a)(d)

4,691

3,706

Famous Dave's of America, Inc. (a)

1,074

10,257

Gaming Partners International Corp.

597

4,418

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Hotels, Restaurants & Leisure - continued

Great Wolf Resorts, Inc. (a)

3,173

$ 9,011

Home Inns & Hotels Management, Inc. sponsored ADR (a)(d)

2,273

86,920

International Speedway Corp. Class A

1,803

45,363

Interval Leisure Group, Inc. (a)

4,229

53,285

Isle of Capri Casinos, Inc. (a)(d)

3,470

22,694

Jack in the Box, Inc. (a)

3,535

73,422

Jamba, Inc. (a)

4,136

7,279

Lakes Entertainment, Inc. (a)

2,346

5,701

McCormick & Schmick's Seafood Restaurants (a)

992

6,190

Melco PBL Entertainment (Macau) Ltd. sponsored ADR (a)

13,117

170,521

Monarch Casino & Resort, Inc. (a)

1,459

14,838

Morgans Hotel Group Co. (a)

2,367

16,261

MTR Gaming Group, Inc. (a)

1,922

4,805

Multimedia Games Holdng Co., Inc. (a)

2,225

10,969

O'Charleys, Inc. (a)

1,573

8,840

P.F. Chang's China Bistro, Inc. (d)

1,700

51,238

Panera Bread Co. Class A (a)

2,135

245,845

Papa John's International, Inc. (a)

2,041

60,720

Peet's Coffee & Tea, Inc. (a)

962

56,037

Penn National Gaming, Inc. (a)

5,747

228,788

PokerTek, Inc. (a)(d)

228

271

Premier Exhibitions, Inc. (a)

3,637

6,001

Red Robin Gourmet Burgers, Inc. (a)

1,253

39,094

Rick's Cabaret International, Inc. (a)

524

3,747

Ruth's Hospitality Group, Inc. (a)

3,483

18,425

Scientific Games Corp. Class A (a)

6,896

60,823

Shuffle Master, Inc. (a)

4,163

36,884

Sonic Corp. (a)

4,845

44,913

Starbucks Corp.

55,385

2,138,969

Texas Roadhouse, Inc. Class A

5,357

76,605

The Cheesecake Factory, Inc. (a)

3,991

109,553

Town Sports International Holdings, Inc. (a)

1,521

11,423

Wynn Resorts Ltd.

9,203

1,423,888

 

6,542,215

Household Durables - 0.3%

Bassett Furniture Industries, Inc.

931

6,983

Cavco Industries, Inc. (a)

539

19,603

CTI Industries Corp.

672

2,688

Deer Consumer Products, Inc. (d)

2,580

14,138

Dixie Group, Inc. (a)

767

2,830

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Household Durables - continued

Flexsteel Industries, Inc.

620

$ 9,722

Garmin Ltd. (d)

15,313

513,445

Helen of Troy Ltd. (a)

2,217

66,554

Hooker Furniture Corp.

696

6,299

iRobot Corp. (a)

1,934

53,804

Lifetime Brands, Inc.

634

6,720

SGOCO Technology Ltd. (a)

1,000

3,100

Skullcandy, Inc. (a)

2,168

35,859

SodaStream International Ltd. (d)

1,510

53,530

Stanley Furniture Co., Inc. (a)

825

2,846

Universal Electronics, Inc. (a)

1,279

24,889

Zagg, Inc. (a)(d)

2,058

30,932

 

853,942

Internet & Catalog Retail - 4.0%

1-800-FLOWERS.com, Inc. Class A (a)

1,747

4,350

Amazon.com, Inc. (a)

33,494

7,210,923

Bidz.com, Inc. (a)

6,158

3,818

Blue Nile, Inc. (a)(d)

1,069

41,509

dELiA*s, Inc. (a)

2,226

3,428

Expedia, Inc.

18,232

552,612

Gaiam, Inc. Class A

1,930

7,218

Geeknet, Inc. (a)

449

9,469

Hollywood Media Corp. (a)

3,540

5,558

HomeAway, Inc.

5,947

248,822

HSN, Inc. (a)

4,478

143,923

Liberty Media Corp. Interactive Series A (a)

43,288

684,816

MakeMyTrip Ltd. (d)

2,600

49,400

Mecox Lane Ltd. ADR

800

1,616

Netflix, Inc. (a)

3,884

912,779

NutriSystem, Inc.

2,035

26,028

Overstock.com, Inc. (a)

2,066

21,631

PetMed Express, Inc. (d)

1,606

16,269

Priceline.com, Inc. (a)

3,688

1,981,415

Shutterfly, Inc. (a)

2,497

133,989

US Auto Parts Network, Inc. (a)

2,459

15,541

ValueVision Media, Inc. Class A (a)

5,170

19,594

Vitacost.com, Inc. (a)

2,000

9,540

 

12,104,248

Leisure Equipment & Products - 0.4%

Arctic Cat, Inc. (a)

819

12,842

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Leisure Equipment & Products - continued

Black Diamond, Inc. (a)

1,564

$ 12,058

Escalade, Inc.

749

3,752

Hasbro, Inc.

9,974

386,393

JAKKS Pacific, Inc.

2,005

34,085

Johnson Outdoors, Inc. Class A (a)

771

12,197

Mattel, Inc.

25,622

688,463

Smith & Wesson Holding Corp. (a)

5,026

16,435

Summer Infant, Inc. (a)

1,750

12,233

 

1,178,458

Media - 5.4%

AirMedia Group, Inc. ADR (a)

3,030

8,181

AMC Networks, Inc. Class A

4,300

159,100

Beasley Broadcast Group, Inc. Class A (a)

689

2,797

Bona Film Group Ltd. sponsored ADR (d)

800

3,808

Carmike Cinemas, Inc. (a)

1,268

8,977

Central European Media Enterprises Ltd. Class A (a)(d)

4,404

56,635

Charter Communications, Inc. Class A (a)

8,114

404,726

China Yida Holding Co. (a)

1,936

6,795

ChinaNet Online Holdings, Inc. (a)(d)

1,300

1,495

Comcast Corp.:

Class A

153,669

3,305,420

Class A (special) (non-vtg.)

50,210

1,062,444

Crown Media Holdings, Inc. Class A (a)(d)

28,919

38,173

CTC Media, Inc.

11,605

182,779

Cumulus Media, Inc. Class A (a)(d)

3,181

8,557

Daily Journal Corp. (a)

220

15,400

DIRECTV (a)

56,997

2,506,158

Discovery Communications, Inc. (a)

10,603

448,295

Discovery Communications, Inc. Class C (non-vtg.)(a)

9,831

388,423

DISH Network Corp. Class A (a)

15,202

377,922

DreamWorks Animation SKG, Inc. Class A (a)

5,535

116,899

Emmis Communications Corp. Class A (a)

2,486

1,889

Fisher Communications, Inc. (a)

802

21,261

Focus Media Holding Ltd. ADR (a)

8,946

280,547

Global Sources Ltd. (a)

2,562

20,957

Global Traffic Network, Inc. (a)

1,198

16,772

Harris Interactive, Inc. (a)

4,199

2,699

Insignia Systems, Inc.

738

2,487

interCLICK, Inc. (a)

2,807

16,224

Knology, Inc. (a)

2,957

40,304

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Media - continued

Lamar Advertising Co. Class A (a)(d)

5,688

$ 118,936

Liberty Global, Inc.:

Class A (a)

11,147

450,227

Class B (a)

234

9,753

Class C (a)

8,587

331,372

Liberty Media Corp.:

Capital Series A (a)

5,707

406,966

Starz Series A (a)

3,774

259,915

LodgeNet Entertainment Corp. (a)(d)

2,000

3,720

Madison Square Garden Co. Class A (a)

4,532

109,493

MDC Partners, Inc. Class A (sub. vtg.)

2,702

43,097

Morningstar, Inc.

3,743

223,307

National CineMedia, Inc.

4,109

58,225

Navarre Corp. (a)

2,626

4,674

New Frontier Media, Inc. (a)

2,838

3,548

News Corp.:

Class A

134,788

2,327,789

Class B

59,280

1,030,286

Nexstar Broadcasting Group, Inc. Class A (a)

1,166

7,113

Outdoor Channel Holdings, Inc.

1,940

13,367

Private Media Group, Inc. (a)

3,679

2,575

Radio One, Inc. Class D (non-vtg.) (a)

3,233

4,623

ReachLocal, Inc. (a)(d)

2,328

33,872

Reading International, Inc. Class A (a)

2,789

11,853

Rentrak Corp. (a)

996

14,253

RRSat Global Communications Network Ltd.

1,296

7,724

Salem Communications Corp. Class A

1,009

2,533

Scholastic Corp.

2,270

63,015

Sinclair Broadcast Group, Inc. Class A

3,919

30,607

Sirius XM Radio, Inc. (a)(d)

289,962

521,932

Spanish Broadcasting System, Inc. Class A (a)

311

992

SuperMedia, Inc. (a)(d)

1,700

3,604

Value Line, Inc.

658

8,034

Virgin Media, Inc.

23,646

599,663

VisionChina Media, Inc. ADR (a)(d)

5,356

10,016

Westwood One, Inc. (a)(d)

1,656

9,356

WPP PLC sponsored ADR

749

39,225

 

16,271,789

Multiline Retail - 0.4%

Dollar Tree, Inc. (a)

9,054

646,637

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Multiline Retail - continued

Fred's, Inc. Class A

3,106

$ 35,564

Gordmans Stores, Inc.

1,550

23,095

Sears Holdings Corp. (a)(d)

7,921

474,389

The Bon-Ton Stores, Inc.

1,410

9,884

Tuesday Morning Corp. (a)

4,055

16,179

 

1,205,748

Specialty Retail - 1.9%

A.C. Moore Arts & Crafts, Inc. (a)

3,230

4,005

America's Car Mart, Inc. (a)

822

24,701

Ascena Retail Group, Inc. (a)

5,805

164,978

AutoChina International Ltd. (a)(d)

1,476

35,424

bebe Stores, Inc.

6,318

43,341

Bed Bath & Beyond, Inc. (a)

18,387

1,045,485

Big 5 Sporting Goods Corp.

1,981

14,719

Body Central Corp.

1,200

20,820

Books-A-Million, Inc. (d)

1,634

4,265

Cache, Inc. (a)

659

3,657

Casual Male Retail Group, Inc. (a)

2,971

12,389

Charming Shoppes, Inc. (a)

8,467

26,840

Citi Trends, Inc. (a)

1,148

13,386

Coldwater Creek, Inc. (a)(d)

6,864

7,276

Conn's, Inc. (a)(d)

2,376

13,614

Cost Plus, Inc. (a)

1,641

12,751

Destination Maternity Corp.

894

12,561

Finish Line, Inc. Class A

3,833

77,043

Francescas Holdings Corp. (a)

3,285

75,325

Golfsmith International Holdings, Inc. (a)

629

1,962

Hastings Entertainment, Inc. (a)

1,374

4,452

Hibbett Sports, Inc. (a)

2,043

76,531

Hot Topic, Inc.

3,405

28,193

Jos. A. Bank Clothiers, Inc. (a)(d)

2,076

106,395

Kirkland's, Inc. (a)

1,743

16,140

Monro Muffler Brake, Inc.

2,220

87,757

O'Reilly Automotive, Inc. (a)

10,170

659,830

Pacific Sunwear of California, Inc. (a)

4,706

7,294

PetSmart, Inc.

8,343

351,908

Rent-A-Center, Inc.

4,708

132,671

Ross Stores, Inc.

8,711

666,609

rue21, Inc. (a)

1,904

47,714

Select Comfort Corp. (a)

4,300

68,284

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Specialty Retail - continued

Shoe Carnival, Inc. (a)

937

$ 23,715

Staples, Inc.

52,276

770,548

Stein Mart, Inc.

3,185

22,550

Syms Corp. (a)

1,060

9,392

Tandy Leather Factory, Inc. (a)

800

3,840

The Children's Place Retail Stores, Inc. (a)

1,978

84,896

Tractor Supply Co.

5,359

328,882

Trans World Entertainment Corp. (a)

1,445

2,933

Ulta Salon, Cosmetics & Fragrance, Inc. (a)

4,468

263,969

Urban Outfitters, Inc. (a)

11,938

312,477

West Marine, Inc. (a)

2,166

20,469

Wet Seal, Inc. Class A (a)

7,436

37,477

Winmark Corp.

446

20,931

Zumiez, Inc. (a)

2,370

43,821

 

5,814,220

Textiles, Apparel & Luxury Goods - 0.7%

Cherokee, Inc.

881

12,202

Columbia Sportswear Co.

2,412

127,088

Crocs, Inc. (a)

6,417

175,569

Deckers Outdoor Corp. (a)

2,847

253,269

Exceed Co. Ltd. (a)(d)

1,935

8,166

Fossil, Inc. (a)

4,739

457,835

G-III Apparel Group Ltd. (a)

1,437

40,610

Heelys, Inc. (a)

1,200

2,520

Iconix Brand Group, Inc. (a)

5,462

106,946

Joe's Jeans, Inc. (a)

4,434

2,935

K-Swiss, Inc. Class A (a)

2,345

12,522

Kingold Jewelry, Inc. (a)(d)

2,507

3,786

Lacrosse Footwear, Inc.

760

9,804

LJ International, Inc. (a)(d)

2,378

6,706

lululemon athletica, Inc. (a)

7,912

433,024

Perry Ellis International, Inc. (a)

1,086

24,956

R.G. Barry Corp.

1,275

13,018

Rocky Brands, Inc. (a)

1,005

11,598

Steven Madden Ltd. (a)

3,187

115,114

Tandy Brands Accessories, Inc. (a)

905

1,584

True Religion Apparel, Inc. (a)

1,926

58,743

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Textiles, Apparel & Luxury Goods - continued

Vera Bradley, Inc.

3,107

$ 109,056

Wacoal Holdings Corp. sponsored ADR

189

11,748

 

1,998,799

TOTAL CONSUMER DISCRETIONARY

48,694,637

CONSUMER STAPLES - 2.4%

Beverages - 0.2%

Central European Distribution Corp. (a)(d)

5,280

37,171

Coca-Cola Bottling Co. Consolidated

560

31,360

Craft Brewers Alliance, Inc. (a)

2,374

14,197

Hansen Natural Corp. (a)

6,566

560,211

Jones Soda Co. (a)

1,719

1,530

MGP Ingredients, Inc.

1,799

11,028

National Beverage Corp.

3,399

56,050

Primo Water Corp.

1,600

11,312

 

722,859

Food & Staples Retailing - 1.4%

Andersons, Inc.

1,435

57,701

Arden Group, Inc. Class A

231

18,838

Casey's General Stores, Inc.

2,714

122,130

Chefs' Warehouse Holdings (a)

1,520

22,040

China Jo-Jo Drugstores, Inc. (a)(d)

1,100

2,068

Costco Wholesale Corp.

32,205

2,529,381

Fresh Market, Inc.

3,506

135,367

Ingles Markets, Inc. Class A

1,211

18,565

Nash-Finch Co.

1,029

32,722

PriceSmart, Inc.

2,322

151,998

QKL Stores, Inc. (a)

3,276

4,619

Spartan Stores, Inc.

1,954

31,538

Susser Holdings Corp. (a)

1,411

29,772

The Pantry, Inc. (a)

1,730

21,625

United Natural Foods, Inc. (a)

3,587

145,883

Village Super Market, Inc. Class A

428

10,713

Whole Foods Market, Inc.

12,978

856,937

Winn-Dixie Stores, Inc. (a)

4,206

32,428

 

4,224,325

Food Products - 0.7%

AgFeed Industries, Inc. (a)(d)

2,483

2,582

Alico, Inc.

753

15,994

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Food Products - continued

Bridgford Foods Corp.

433

$ 4,347

Cal-Maine Foods, Inc. (d)

1,661

53,933

Calavo Growers, Inc.

1,103

22,060

Cresud S.A.C.I.F. y A. sponsored ADR

3,595

50,797

Diamond Foods, Inc.

1,662

131,065

Farmer Brothers Co. (d)

1,539

8,726

GLG Life Tech Corp. (a)

1,584

6,875

Green Mountain Coffee Roasters, Inc. (a)

11,348

1,188,590

Griffin Land & Nurseries, Inc.

515

13,673

Hain Celestial Group, Inc. (a)

3,237

102,386

Imperial Sugar Co.

1,133

10,152

J&J Snack Foods Corp.

1,443

73,030

John B. Sanfilippo & Son, Inc. (a)

308

2,575

Lancaster Colony Corp. (d)

2,069

125,423

Le Gaga Holdings Ltd. ADR (d)

950

5,700

Lifeway Foods, Inc. (a)(d)

1,830

19,197

Limoneira Co.

1,164

20,428

Origin Agritech Ltd. (a)

2,765

8,019

Sanderson Farms, Inc. (d)

1,625

63,700

Seneca Foods Corp. Class A (a)

877

20,531

SkyPeople Fruit Juice, Inc. (a)(d)

1,700

3,774

Smart Balance, Inc. (a)

4,903

24,760

Snyders-Lance, Inc.

5,028

111,974

SunOpta, Inc. (a)

4,632

24,225

Zhongpin, Inc. (a)(d)

3,093

29,353

 

2,143,869

Household Products - 0.0%

Central Garden & Pet Co. (a)

1,708

13,391

Central Garden & Pet Co. Class A (non-vtg.) (a)

2,367

18,628

WD-40 Co.

1,339

55,086

 

87,105

Personal Products - 0.1%

China Sky One Medical, Inc. (a)(d)

1,836

4,149

Elizabeth Arden, Inc. (a)

2,172

69,982

Inter Parfums, Inc.

2,383

39,462

Mannatech, Inc. (a)

1,708

943

Nature's Sunshine Products, Inc. (a)(d)

1,394

23,991

Nutraceutical International Corp. (a)

889

12,402

Parlux Fragrances, Inc. (a)

684

2,257

Physicians Formula Holdings, Inc. (a)

1,230

4,194

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Personal Products - continued

Reliv International, Inc.

923

$ 1,486

Synutra International, Inc. (a)(d)

4,211

25,771

The Female Health Co. (d)

2,003

8,633

 

193,270

Tobacco - 0.0%

Star Scientific, Inc. (a)(d)

9,400

22,090

TOTAL CONSUMER STAPLES

7,393,518

ENERGY - 1.6%

Energy Equipment & Services - 0.3%

Dawson Geophysical Co. (a)

534

18,711

ENGlobal Corp. (a)

1,250

4,125

Exterran Partners LP

2,127

48,474

Forbes Energy Services Ltd. (a)

5,500

46,805

Global Industries Ltd. (a)

8,947

39,456

Gulf Island Fabrication, Inc.

1,159

28,511

Hercules Offshore, Inc. (a)

8,686

36,655

Lufkin Industries, Inc.

2,222

138,275

Matrix Service Co. (a)

1,981

21,533

Mitcham Industries, Inc. (a)

966

16,238

OYO Geospace Corp. (a)

502

36,997

Patterson-UTI Energy, Inc.

11,054

270,160

PHI, Inc. (non-vtg.) (a)

1,185

26,840

Recon Technology Ltd. (a)(d)

1,253

1,792

RigNet, Inc.

1,200

18,444

SinoTech Energy Ltd. ADR (d)

1,590

1,868

Tesco Corp. (a)

2,917

48,714

TGC Industries, Inc. (a)

1,256

8,013

Union Drilling, Inc. (a)

1,670

14,245

 

825,856

Oil, Gas & Consumable Fuels - 1.3%

Abraxas Petroleum Corp. (a)(d)

7,394

27,284

Alliance Holdings GP, LP

4,395

208,763

Alliance Resource Partners LP

2,732

196,349

Amyris, Inc. (d)

3,400

68,238

APCO Oil and Gas International, Inc.

685

54,211

Approach Resources, Inc. (a)(d)

2,086

38,716

Atlas Energy, Inc. (a)

5,912

0

ATP Oil & Gas Corp. (a)(d)

3,994

53,799

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

BioFuel Energy Corp. (a)

9,168

$ 2,659

BreitBurn Energy Partners LP

4,316

79,803

Brigham Exploration Co. (a)

8,543

248,601

Calumet Specialty Products Partners LP

2,943

60,685

Capital Product Partners LP

3,440

23,392

Carrizo Oil & Gas, Inc. (a)

2,927

87,869

Clayton Williams Energy, Inc. (a)(d)

941

53,392

Clean Energy Fuels Corp. (a)(d)

5,137

67,654

Copano Energy LLC

4,967

161,030

CREDO Petroleum Corp. (a)

813

7,504

Crimson Exploration, Inc. (a)

5,112

13,189

Crosstex Energy LP

4,020

65,888

Crosstex Energy, Inc.

3,675

42,961

Delta Petroleum Corp. (a)(d)

2,050

6,601

Dorchester Minerals LP

2,405

59,836

Double Eagle Petroleum Co. (a)

564

5,352

Eagle Rock Energy Partners LP

8,854

94,029

Energy XXI (Bermuda) Ltd. (a)

5,569

149,305

EV Energy Partners LP

2,510

172,889

FX Energy, Inc. (a)

3,870

24,188

GeoMet, Inc. (a)

2,493

2,244

Georesources, Inc. (a)

1,840

42,872

Gevo, Inc. (a)(d)

2,000

21,340

Golar LNG Ltd. (NASDAQ)

5,628

185,668

Golar LNG Partners LP

1,800

46,278

Green Plains Renewable Energy, Inc. (a)

2,634

27,815

Gulfport Energy Corp. (a)

3,383

97,769

Hallador Energy Co.

1,945

16,630

Isramco, Inc. (a)

192

12,482

Ivanhoe Energy, Inc. (a)(d)

25,870

43,064

James River Coal Co. (a)

2,824

30,556

KiOR, Inc. Class A (d)

3,185

43,953

Knightsbridge Tankers Ltd. (d)

1,852

33,225

L&L Energy, Inc. (a)(d)

2,643

9,251

Legacy Reserves LP

3,227

88,936

LINN Energy LLC/LINN Energy Finance Corp.

12,957

490,422

Magellan Petroleum Corp. (a)

4,557

6,881

Marine Petroleum Trust

176

3,805

Martin Midstream Partners LP

1,573

55,873

Pacific Ethanol, Inc. (a)(d)

794

369

Petroleum Development Corp. (a)

1,699

40,453

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

PostRock Energy Corp. (a)

1,147

$ 5,184

PrimeEnergy Corp. (a)

168

3,459

Ram Energy Resources, Inc. (a)(d)

7,581

7,733

Rex Energy Corp. (a)

3,122

38,369

Rosetta Resources, Inc. (a)

3,968

182,330

Sino Clean Energy, Inc. (a)(d)

623

947

Sino Clean Energy, Inc. rights 6/20/11 (a)

623

0

Solazyme, Inc.

4,572

64,054

StealthGas, Inc. (a)

1,288

5,487

Syntroleum Corp. (a)

7,054

8,465

TC Pipelines LP

3,887

169,473

Top Ships, Inc. (a)

189

340

Toreador Resources Corp. (a)

1,924

6,138

TORM AS ADR (a)

347

819

TransGlobe Energy Corp. (a)

5,544

53,674

Uranium Resources, Inc. (a)(d)

6,787

7,941

Verenium Corp. (a)(d)

1,612

5,062

Warren Resources, Inc. (a)

6,353

21,473

Zion Oil & Gas, Inc. (a)(d)

3,214

9,063

Zion Oil & Gas, Inc. warrants 8/15/12 (a)(d)

1,286

592

 

3,964,676

TOTAL ENERGY

4,790,532

FINANCIALS - 6.6%

Capital Markets - 1.3%

American Capital Ltd. (a)

26,001

226,469

BGC Partners, Inc. Class A

6,623

43,513

Calamos Asset Management, Inc. Class A

1,792

21,128

Capital Southwest Corp.

282

25,129

CIFI Corp. (a)

1,024

5,089

Cowen Group, Inc. Class A (a)(d)

8,640

30,067

Diamond Hill Investment Group, Inc.

178

13,010

E*TRADE Financial Corp. (a)

20,609

254,727

Edelman Financial Group, Inc.

2,380

16,541

Epoch Holding Corp.

1,806

26,873

FBR Capital Markets Corp. (a)

5,452

13,903

Financial Engines, Inc. (a)

3,255

72,521

FirstCity Financial Corp. (a)

1,173

7,519

Gleacher & Co., Inc. (a)

12,422

16,024

Harris & Harris Group, Inc. (a)

3,415

14,172

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Capital Markets - continued

Horizon Technology Finance Corp.

560

$ 8,870

ICG Group, Inc. (a)

2,800

28,686

INTL FCStone, Inc. (a)(d)

1,551

36,107

LPL Investment Holdings, Inc. (d)

8,070

234,837

Medallion Financial Corp.

1,715

16,858

Northern Trust Corp.

17,724

681,133

Penson Worldwide, Inc. (a)(d)

2,074

4,231

Prospect Capital Corp.

6,371

55,937

Rodman & Renshaw Capital Group, Inc. (a)(d)

2,182

2,924

SEI Investments Co.

13,748

235,228

Siebert Financial Corp. (a)

2,067

2,976

T. Rowe Price Group, Inc.

19,273

1,030,720

TD Ameritrade Holding Corp.

41,888

644,237

U.S. Global Investments, Inc. Class A

870

6,029

Virtus Investment Partners, Inc. (a)

532

32,617

WisdomTree Investments, Inc. (a)

8,532

77,044

 

3,885,119

Commercial Banks - 2.5%

1st Source Corp.

1,711

38,925

1st United Bancorp, Inc. (a)

2,920

15,622

Alliance Financial Corp.

376

11,393

American National Bankshares, Inc.

549

10,157

American River Bankshares (a)

684

3,434

Ameris Bancorp (a)

1,504

13,837

AmeriServ Financial, Inc. (a)

1,045

2,289

Ames National Corp.

710

11,878

Arrow Financial Corp.

875

20,746

Associated Banc-Corp.

12,917

142,087

BancFirst Corp.

1,242

44,364

Bancorp Rhode Island, Inc.

555

23,954

Bancorp, Inc., Delaware (a)

3,061

23,876

BancTrust Financial Group, Inc. (a)

1,124

2,585

Bank of Granite Corp. (a)(d)

972

739

Bank of Kentucky Financial Corp.

771

17,409

Bank of Marin Bancorp

428

15,241

Bank of the Ozarks, Inc.

2,552

57,981

Banner Bank

1,488

23,004

BCB Bancorp, Inc.

1,563

15,036

Berkshire Bancorp, Inc. (a)

927

5,910

BNC Bancorp

475

3,230

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

BOK Financial Corp.

5,079

$ 249,887

Boston Private Financial Holdings, Inc. (d)

5,642

35,150

Bridge Bancorp, Inc.

828

16,270

Bridge Capital Holdings (a)

1,197

12,090

Bryn Mawr Bank Corp.

1,221

23,211

Camden National Corp.

695

19,543

Cape Bancorp, Inc. (a)

2,034

16,679

Capital Bank Corp. (a)

5,463

15,242

Capital City Bank Group, Inc. (d)

1,669

16,974

Cardinal Financial Corp.

1,972

19,365

Cascade Bancorp (a)(d)

3,128

31,280

Cathay General Bancorp

6,123

78,497

Center Bancorp, Inc.

1,687

16,178

Center Financial Corp. (a)

2,982

16,461

Centerstate Banks of Florida, Inc.

2,198

13,100

Century Bancorp, Inc. Class A (non-vtg.)

620

16,560

Chemical Financial Corp.

2,040

35,272

Citizens & Northern Corp.

1,323

21,578

Citizens Republic Bancorp, Inc. (a)

3,414

27,005

City Holding Co. (d)

1,241

37,689

CNB Financial Corp., Pennsylvania

1,343

18,211

CoBiz, Inc.

2,695

15,388

Colony Bankcorp, Inc. (a)

217

649

Columbia Banking Systems, Inc.

3,122

51,045

Commerce Bancshares, Inc.

6,400

253,248

Commonwealth Bankshares, Inc. (a)

311

40

Community Trust Bancorp, Inc.

1,314

33,179

CVB Financial Corp. (d)

8,004

69,795

Dearborn Bancorp, Inc. (a)(d)

465

512

Eagle Bancorp, Inc., Maryland (a)

1,872

23,194

East West Bancorp, Inc.

10,820

180,586

Eastern Virgina Bankshares, Inc.

469

1,140

Encore Bancshares, Inc. (a)(d)

828

9,183

Enterprise Bancorp, Inc.

972

13,569

Enterprise Financial Services Corp.

1,516

22,437

Farmers Capital Bank Corp. (a)

175

758

Fidelity Southern Corp.

918

5,838

Fifth Third Bancorp

70,303

746,618

Financial Institutions, Inc.

990

15,602

First Bancorp, North Carolina

1,220

11,895

First Busey Corp.

7,187

35,001

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

First California Financial Group, Inc. (a)

3,569

$ 11,421

First Citizen Bancshares, Inc.

660

104,940

First Community Bancshares, Inc.

1,290

15,325

First Financial Bancorp, Ohio

4,493

71,753

First Financial Bankshares, Inc. (d)

2,406

71,242

First Financial Corp., Indiana

1,005

31,055

First Financial Service Corp. (a)

413

760

First Interstate Bancsystem, Inc.

1,287

15,689

First M&F Corp.

2,803

9,054

First Merchants Corp.

2,065

15,673

First Midwest Bancorp, Inc., Delaware

5,604

49,203

First of Long Island Corp.

928

22,086

First Security Group, Inc. (a)

566

153

First South Bancorp, Inc., Virginia

619

2,495

First United Corp.

493

2,105

Firstbank Corp., Michigan

489

2,567

FirstMerit Corp.

8,198

102,147

FNB Corp., North Carolina (a)

602

253

Fulton Financial Corp.

15,000

137,550

German American Bancorp, Inc.

1,177

18,550

Glacier Bancorp, Inc.

5,627

64,767

Great Southern Bancorp, Inc.

1,078

19,027

Green Bankshares, Inc. (a)

802

1,636

Grupo Financiero Galicia SA sponsored ADR

3,399

40,448

Guaranty Bancorp (a)

2,883

3,056

Hampton Roads Bankshares, Inc. (a)(d)

2,439

19,171

Hancock Holding Co.

6,157

192,283

Hanmi Financial Corp. (a)(d)

13,846

13,431

Hawthorn Bancshares, Inc.

322

2,502

Heartland Financial USA, Inc.

1,256

18,890

Heritage Commerce Corp. (a)

2,406

10,274

Heritage Financial Corp., Washington

1,562

18,229

Home Bancshares, Inc.

2,133

50,083

Huntington Bancshares, Inc.

62,387

313,807

IBERIABANK Corp.

2,259

108,748

Independent Bank Corp. (a)

135

267

Independent Bank Corp., Massachusetts

1,594

38,017

International Bancshares Corp.

5,204

81,443

Intervest Bancshares Corp. Class A (a)

539

1,622

Investors Bancorp, Inc. (a)

8,370

120,402

Lakeland Bancorp, Inc.

1,788

15,091

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Lakeland Financial Corp.

1,444

$ 31,450

LNB Bancorp, Inc.

836

3,645

Macatawa Bank Corp. (a)(d)

1,576

4,728

MainSource Financial Group, Inc.

1,798

15,984

MB Financial, Inc.

4,194

68,362

MBT Financial Corp. (a)

578

734

Mercantile Bank Corp. (a)

476

3,956

Merchants Bancshares, Inc.

610

16,610

Metro Bancorp, Inc. (a)

1,268

12,731

Metrocorp Bancshares, Inc. (a)

1,279

7,111

Middleburg Financial Corp.

515

7,895

MidWestOne Financial Group, Inc.

1,033

15,092

Nara Bancorp, Inc. (a)

2,750

19,525

National Bankshares, Inc.

744

19,277

National Penn Bancshares, Inc.

11,161

80,917

NBT Bancorp, Inc.

2,710

55,067

NewBridge Bancorp (a)

1,464

6,559

North Valley Bancorp (a)

616

6,074

Northern States Financial Corp. (a)

462

462

Northfield Bancorp, Inc. (d)

3,482

46,972

Northrim Bancorp, Inc.

787

15,260

Old Point Financial Corp.

453

4,992

Old Second Bancorp, Inc. (a)(d)

929

1,152

OmniAmerican Bancorp, Inc. (a)

1,053

15,037

Orrstown Financial Services, Inc.

901

12,884

Pacific Capital Bancorp NA (a)

2,578

70,560

Pacific Continental Corp.

1,605

13,225

Pacific Mercantile Bancorp (a)

562

2,394

PacWest Bancorp

2,870

46,064

Park Sterling Corp. (a)

2,400

9,888

Patriot National Bancorp, Inc. (a)

549

1,109

Peapack-Gladstone Financial Corp.

546

5,913

Penns Woods Bancorp, Inc.

598

21,085

Peoples Bancorp, Inc.

991

10,574

Pinnacle Financial Partners, Inc. (a)(d)

2,472

31,345

Popular, Inc. (a)

77,052

160,268

Porter Bancorp, Inc.

520

2,361

Preferred Bank, Los Angeles (a)

701

5,629

PremierWest Bancorp (a)

661

826

PrivateBancorp, Inc.

5,561

49,382

Prosperity Bancshares, Inc.

3,504

132,626

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Renasant Corp.

1,973

$ 27,306

Republic Bancorp, Inc., Kentucky Class A

1,490

26,522

Republic First Bancorp, Inc. (a)

1,871

3,630

Royal Bancshares of Pennsylvania, Inc. Class A (a)

504

514

Rurban Financial Corp. (a)

723

1,880

S&T Bancorp, Inc.

2,197

40,754

S.Y. Bancorp, Inc.

1,269

25,380

Sandy Spring Bancorp, Inc.

2,008

32,831

SCBT Financial Corp.

1,235

34,642

Seacoast Banking Corp., Florida (a)

4,680

7,909

Shore Bancshares, Inc.

765

4,269

Sierra Bancorp

727

7,648

Signature Bank, New York (a)

3,024

168,165

Silver State Bancorp (a)

100

0

Simmons First National Corp. Class A

1,418

32,642

Southcoast Financial Corp.

587

1,115

Southern Community Financial Corp. (a)

910

1,229

Southside Bancshares, Inc.

1,386

27,554

Southwest Bancorp, Inc., Oklahoma (a)

1,648

8,405

State Bancorp, Inc., New York

1,390

16,138

State Bank Financial Corp. (a)

2,000

28,340

StellarOne Corp.

1,819

21,391

Sterling Financial Corp., Washington (a)

4,813

67,623

Suffolk Bancorp

1,100

9,020

Summit Financial Group, Inc. (a)

500

1,425

Summit Financial Group, Inc. rights 9/15/11 (a)

583

0

Sun Bancorp, Inc., New Jersey (a)

5,346

15,717

Susquehanna Bancshares, Inc.

9,823

65,912

SVB Financial Group (a)

3,173

146,212

Taylor Capital Group, Inc. (a)

2,054

13,351

Tennessee Commerce Bancorp, Inc. (a)

1,122

1,234

Texas Capital Bancshares, Inc. (a)

2,903

74,520

The First Bancorp, Inc. (d)

846

11,319

TIB Financial Corp. (a)

340

3,774

Tower Bancorp, Inc.

796

19,024

TowneBank (d)

2,286

26,906

Trico Bancshares

1,437

19,443

Trustmark Corp.

4,781

102,792

UMB Financial Corp.

3,088

119,753

Umpqua Holdings Corp.

8,625

84,266

Union/First Market Bankshares Corp.

1,847

20,299

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

United Bankshares, Inc., West Virginia (d)

3,649

$ 81,993

United Community Banks, Inc., Georgia (a)(d)

3,021

31,267

United Security Bancshares, Inc.

450

2,660

United Security Bancshares, California (d)

994

3,121

Univest Corp. of Pennsylvania

1,063

14,999

Virginia Commerce Bancorp, Inc. (a)

3,098

18,123

VIST Financial Corp.

512

3,277

Washington Banking Co., Oak Harbor

1,292

14,341

Washington Trust Bancorp, Inc.

1,289

27,830

WesBanco, Inc.

2,143

41,531

West Bancorp., Inc.

1,654

14,588

West Coast Bancorp (a)

1,495

22,126

Westamerica Bancorp.

2,112

89,570

Western Liberty Bancorp (a)

1,400

4,270

Wilshire Bancorp, Inc. (a)

5,053

15,563

Wintrust Financial Corp. (d)

2,660

84,003

Yadkin Valley Financial Corp. (a)

667

1,154

Zions Bancorporation

13,558

236,452

 

7,610,278

Consumer Finance - 0.2%

CompuCredit Holdings Corp. (a)

2,801

8,963

Consumer Portfolio Services, Inc. (a)

1,184

1,231

Credit Acceptance Corp. (a)

1,938

133,993

DFC Global Corp. (a)

3,378

74,552

EZCORP, Inc. (non-vtg.) Class A (a)

3,512

117,828

First Cash Financial Services, Inc. (a)

2,333

108,974

Netspend Holdings, Inc.

6,822

40,386

Nicholas Financial, Inc.

993

11,022

QC Holdings, Inc.

1,821

6,993

World Acceptance Corp. (a)(d)

1,195

77,854

 

581,796

Diversified Financial Services - 0.7%

Asset Acceptance Capital Corp. (a)

2,070

8,373

Asta Funding, Inc.

1,124

9,397

California First National Bancorp

901

15,479

CBOE Holdings, Inc.

6,455

162,989

CME Group, Inc.

4,944

1,320,641

Encore Capital Group, Inc. (a)

1,873

44,334

Interactive Brokers Group, Inc.

3,336

50,073

Life Partners Holdings, Inc. (d)

1,553

10,669

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Diversified Financial Services - continued

MarketAxess Holdings, Inc.

2,718

$ 80,127

Marlin Business Services Corp. (a)

1,512

17,554

NewStar Financial, Inc. (a)

3,787

38,892

PICO Holdings, Inc. (a)

1,834

43,136

Portfolio Recovery Associates, Inc. (a)

1,314

96,093

Resource America, Inc. Class A

1,085

4,883

The NASDAQ Stock Market, Inc. (a)

12,854

304,511

 

2,207,151

Insurance - 0.8%

21st Century Holding Co. (a)

425

1,029

Alterra Capital Holdings Ltd.

7,841

159,956

American National Insurance Co.

1,970

147,671

Amerisafe, Inc. (a)

1,368

26,991

Amtrust Financial Services, Inc.

4,509

109,073

Arch Capital Group Ltd. (a)

9,767

328,953

Argo Group International Holdings, Ltd.

2,277

62,640

Baldwin & Lyons, Inc. Class B

1,289

29,351

Cincinnati Financial Corp.

11,866

331,299

CNinsure, Inc. ADR (a)(d)

2,816

31,032

Donegal Group, Inc. Class A

1,525

18,559

Eastern Insurance Holdings, Inc.

468

6,178

eHealth, Inc. (a)

1,971

25,111

EMC Insurance Group

882

15,876

Enstar Group Ltd. (a)

982

101,107

Erie Indemnity Co. Class A

3,648

268,237

FPIC Insurance Group, Inc. (a)

629

26,368

Global Indemnity PLC (a)

1,582

29,267

Greenlight Capital Re, Ltd. (a)

2,430

54,505

Hallmark Financial Services, Inc. (a)

1,598

11,090

Harleysville Group, Inc.

1,985

56,910

Infinity Property & Casualty Corp.

923

47,119

Investors Title Co.

213

7,879

Kansas City Life Insurance Co.

814

25,039

Maiden Holdings Ltd.

5,377

45,812

National Interstate Corp.

1,351

30,924

National Western Life Insurance Co. Class A

280

42,277

Navigators Group, Inc. (a)

1,234

55,246

Presidential Life Corp.

2,652

25,433

Safety Insurance Group, Inc.

1,157

45,123

Selective Insurance Group, Inc.

3,984

60,597

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Insurance - continued

State Auto Financial Corp.

3,084

$ 43,423

Tower Group, Inc.

3,204

76,928

United Fire & Casualty Co.

1,973

35,731

 

2,382,734

Real Estate Investment Trusts - 0.2%

American Capital Agency Corp.

12,298

350,616

American Capital Mortgage Investment Corp.

1,300

23,660

Gladstone Commercial Corp.

1,389

22,974

Investors Real Estate Trust (d)

7,209

56,086

Mission West Properties, Inc.

1,926

15,061

Potlatch Corp.

2,978

99,942

Retail Opportunity Investments Corp.

3,350

37,487

 

605,826

Real Estate Management & Development - 0.1%

Altisource Portfolio Solutions SA (a)

1,950

67,958

Avatar Holdings, Inc. (a)

1,147

11,722

China HGS Real Estate, Inc. (a)(d)

4,000

7,040

China Housing & Land Development, Inc. (a)(d)

4,266

4,309

China Real Estate Information Corp. ADR (a)(d)

1,625

9,458

Elbit Imaging Ltd. (a)

2,178

6,142

FirstService Corp. (sub. vtg.) (a)

2,137

67,982

Stratus Properties, Inc. (a)

1,162

11,608

Thomas Properties Group, Inc. (a)

2,004

6,152

ZipRealty, Inc. (a)

624

1,385

 

193,756

Thrifts & Mortgage Finance - 0.8%

Abington Bancorp, Inc.

1,755

15,356

America First Tax Exempt Investors LP

2,764

15,091

Anchor BanCorp Wisconsin, Inc. (a)(d)

2,266

1,382

Atlantic Coast Financial Corp. (a)

130

312

Bank Mutual Corp.

4,433

14,097

BankFinancial Corp.

1,864

14,409

Beneficial Mutual Bancorp, Inc. (a)

6,631

51,987

Berkshire Hills Bancorp, Inc.

1,503

32,375

BofI Holding, Inc. (a)

882

12,507

Brookline Bancorp, Inc., Delaware

4,768

40,147

Brooklyn Federal Bancorp, Inc.

773

611

Camco Financial Corp. (a)

727

923

Capitol Federal Financial, Inc.

12,337

132,376

CFS Bancorp, Inc.

2,034

11,146

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Thrifts & Mortgage Finance - continued

Charter Financial Corp., Georgia

1,600

$ 14,416

Chicopee Bancorp, Inc. (a)

716

10,045

Citizens South Banking Corp., Delaware

668

2,672

Clifton Savings Bancorp, Inc.

1,915

19,169

Dime Community Bancshares, Inc.

2,984

35,987

Eagle Bancorp Montana, Inc.

1,310

13,166

ESB Financial Corp.

1,496

18,161

ESSA Bancorp, Inc.

1,042

11,795

First Advantage Bancorp

905

11,530

First Defiance Financial Corp. (a)

1,088

14,819

First Federal Bancshares of Arkansas, Inc. (a)

452

2,712

First Financial Holdings, Inc.

1,653

10,414

First Financial Northwest, Inc. (a)(d)

1,666

7,430

First Niagara Financial Group, Inc.

22,227

239,163

First PacTrust Bancorp, Inc.

1,274

15,122

First Place Financial Corp. (a)

740

496

Flushing Financial Corp.

2,335

26,806

Fox Chase Bancorp, Inc.

1,170

15,105

Heritage Financial Group, Inc.

681

7,580

HMN Financial, Inc. (a)

448

784

Home Federal Bancorp, Inc.

1,430

14,557

Hudson City Bancorp, Inc.

38,413

238,545

Kaiser Federal Financial Group, Inc.

1,220

14,433

Kearny Financial Corp.

5,037

44,023

Louisiana Bancorp, Inc. (a)

851

13,829

LSB Financial Corp. (a)

136

1,809

Meridian Interstate Bancorp, Inc. (a)

2,072

26,397

MutualFirst Financial, Inc.

1,656

12,851

NASB Financial, Inc. (a)

486

4,923

Northeast Community Bancorp, Inc.

696

4,552

Northwest Bancshares, Inc.

8,086

96,385

OceanFirst Financial Corp.

1,772

21,087

Oritani Financial Corp.

4,328

56,913

Parkvale Financial Corp.

706

13,555

People's United Financial, Inc.

26,523

311,645

Provident Financial Holdings, Inc.

1,514

12,702

Provident New York Bancorp

2,789

17,961

Prudential Bancorp, Inc. of Pennsylvania

1,172

6,176

Pulaski Financial Corp.

1,793

11,421

PVF Capital Corp. (a)

1,421

2,203

Riverview Bancorp, Inc. (a)

4,177

11,445

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Thrifts & Mortgage Finance - continued

Rockville Financial, Inc.

2,293

$ 22,036

Roma Financial Corp.

2,638

23,294

Severn Bancorp, Inc. (a)

677

2,024

SI Financial Group, Inc.

1,048

9,872

Territorial Bancorp, Inc.

974

19,753

TFS Financial Corp. (a)

23,010

203,869

Timberland Bancorp, Inc. (a)

250

1,265

Tree.com, Inc. (a)

969

5,155

Trustco Bank Corp., New York

5,917

27,632

United Community Financial Corp., Ohio (a)

1,934

1,934

United Financial Bancorp, Inc.

1,560

24,055

ViewPoint Financial Group

2,729

32,775

Washington Federal, Inc.

8,413

126,447

Waterstone Financial, Inc. (a)

2,022

5,257

Westfield Financial, Inc.

2,783

20,928

WSFS Financial Corp.

688

24,080

 

2,307,879

TOTAL FINANCIALS

19,774,539

HEALTH CARE - 12.3%

Biotechnology - 5.7%

3SBio, Inc. sponsored ADR (a)

1,653

23,241

Aastrom Biosciences, Inc. (a)(d)

2,172

5,625

Acadia Pharmaceuticals, Inc. (a)

2,336

3,177

Achillion Pharmaceuticals, Inc. (a)

5,756

35,399

Acorda Therapeutics, Inc. (a)

2,897

75,467

AEterna Zentaris, Inc. (sub. vtg.) (a)

9,090

18,271

Affymax, Inc. (a)

3,457

16,213

Agenus, Inc. (a)(d)

9,659

5,023

Alexion Pharmaceuticals, Inc. (a)

13,674

792,340

Alkermes, Inc. (a)

7,249

125,698

Allos Therapeutics, Inc. (a)

7,271

12,288

Alnylam Pharmaceuticals, Inc. (a)

3,693

25,777

AMAG Pharmaceuticals, Inc. (a)

1,731

24,442

Amarin Corp. PLC ADR (a)

7,123

81,986

Amgen, Inc.

68,589

3,800,173

Amicus Therapeutics, Inc. (a)

2,472

11,346

Amylin Pharmaceuticals, Inc. (a)

10,953

123,878

Anadys Pharmaceuticals, Inc. (a)

4,427

3,168

Anthera Pharmaceuticals, Inc. (a)(d)

3,099

17,385

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Ardea Biosciences, Inc. (a)

2,035

$ 33,028

Arena Pharmaceuticals, Inc. (a)(d)

7,480

9,724

ARIAD Pharmaceuticals, Inc. (a)

9,358

92,083

ArQule, Inc. (a)

4,918

21,442

Array Biopharma, Inc. (a)

3,726

7,936

AspenBio Pharma, Inc. (a)

301

1,108

Athersys, Inc. (a)

2,708

6,093

AVEO Pharmaceuticals, Inc. (a)

3,028

51,415

AVI BioPharma, Inc. (a)

10,138

12,571

Avigen, Inc. rights (a)

1,684

0

BioCryst Pharmaceuticals, Inc. (a)

3,295

10,874

Biogen Idec, Inc. (a)

17,864

1,682,789

BioMarin Pharmaceutical, Inc. (a)

8,130

240,526

BioMimetic Therapeutics, Inc. (a)

2,643

8,801

Bionovo, Inc. (a)

640

493

Biosante Pharmaceuticals, Inc. (a)(d)

8,342

21,856

Biospecifics Technologies Corp. (a)

868

15,190

Celgene Corp. (a)

34,247

2,036,669

Cell Therapeutics, Inc. (a)(d)

12,963

15,296

Celldex Therapeutics, Inc. (a)(d)

1,996

6,228

Cephalon, Inc. (a)

5,673

457,471

Cepheid, Inc. (a)

4,501

163,206

Chelsea Therapeutics International Ltd. (a)

4,899

20,968

China Biologic Products, Inc. (a)(d)

1,711

12,884

Cleveland Biolabs, Inc. (a)(d)

3,204

8,298

Codexis, Inc. (a)

3,083

20,009

Cubist Pharmaceuticals, Inc. (a)

4,393

152,393

Curis, Inc. (a)(d)

6,461

20,675

Cyclacel Pharmaceuticals, Inc. (a)(d)

6,783

5,698

Cytokinetics, Inc. (a)

4,127

4,705

Cytori Therapeutics, Inc. (a)(d)

4,179

13,791

CytRx Corp. (a)

5,744

2,183

Dendreon Corp. (a)

10,771

132,268

Discovery Laboratories, Inc. (a)

618

1,329

DUSA Pharmaceuticals, Inc. (a)

2,662

11,606

Dyax Corp. (a)

6,344

9,453

Dynavax Technologies Corp. (a)(d)

7,894

18,946

EntreMed, Inc. (a)

899

1,268

Enzon Pharmaceuticals, Inc. (a)

3,917

33,490

EpiCept Corp. (a)

6,238

2,559

Exact Sciences Corp. (a)

3,530

27,287

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Exelixis, Inc. (a)

9,751

$ 72,937

Genomic Health, Inc. (a)

2,164

52,802

Gentium SpA sponsored ADR (a)(d)

532

3,729

GenVec, Inc. (a)

764

2,109

Geron Corp. (a)

8,872

23,688

Gilead Sciences, Inc. (a)

58,197

2,321,187

Grifols SA ADR (a)

12,824

88,229

GTx, Inc. (a)

5,496

19,896

Halozyme Therapeutics, Inc. (a)(d)

7,473

50,816

Horizon Pharma, Inc.

1,500

12,000

Human Genome Sciences, Inc. (a)

13,928

179,253

Idenix Pharmaceuticals, Inc. (a)

7,108

41,297

Idera Pharmaceuticals, Inc. (a)

1,411

2,540

ImmunoGen, Inc. (a)

5,680

61,685

Immunomedics, Inc. (a)

5,451

21,859

Incyte Corp. (a)(d)

9,393

150,946

Infinity Pharmaceuticals, Inc. (a)

1,942

13,322

Inhibitex, Inc. (a)(d)

7,040

24,851

Insmed, Inc. (a)(d)

2,201

10,455

InterMune, Inc. (a)

4,244

114,164

Ironwood Pharmaceuticals, Inc. Class A (a)

3,904

49,737

Isis Pharmaceuticals, Inc. (a)(d)

7,855

58,834

Keryx Biopharmaceuticals, Inc. (a)

5,121

20,842

Lexicon Pharmaceuticals, Inc. (a)

25,374

34,509

Ligand Pharmaceuticals, Inc.:

rights 12/31/11 (a)

1,933

0

rights 12/31/11 (a)

1,639

0

rights 12/31/11 (a)

1,639

0

Class B (a)

1,504

22,906

General CVR (a)

1,518

39

Glucagon CVR (a)

1,518

21

rights (a)

1,518

38

TR Beta CVR (a)

1,518

18

MannKind Corp. (a)(d)

9,598

28,986

Marina Biotech, Inc. (a)

2,223

463

Marshall Edwards, Inc. (a)(d)

544

789

Maxygen, Inc.

3,058

16,850

Medivation, Inc. (a)

2,582

41,751

Metabolix, Inc. (a)

2,402

12,995

Micromet, Inc. (a)

7,307

35,147

Momenta Pharmaceuticals, Inc. (a)(d)

3,916

66,259

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Myrexis, Inc. (a)

2,341

$ 6,344

Myriad Genetics, Inc. (a)

6,488

128,657

Nabi Biopharmaceuticals (a)

3,990

7,501

Nanosphere, Inc. (a)

2,685

3,813

Neurocrine Biosciences, Inc. (a)

4,029

24,738

NeurogesX, Inc. (a)(d)

1,369

2,724

Novavax, Inc. (a)

7,440

13,727

NPS Pharmaceuticals, Inc. (a)

7,006

52,265

Nymox Pharmaceutical Corp. (a)(d)

2,188

17,285

Omeros Corp. (a)

2,026

7,922

OncoGenex Pharmaceuticals, Inc. (a)

1,058

12,633

Oncolytics Biotech, Inc. (a)(d)

4,695

17,836

Oncothyreon, Inc. (a)

2,510

18,022

ONYX Pharmaceuticals, Inc. (a)

4,752

161,711

Orchid Cellmark, Inc. (a)

2,602

7,051

OREXIGEN Therapeutics, Inc. (a)

3,466

4,922

Osiris Therapeutics, Inc. (a)(d)

2,459

13,156

OXiGENE, Inc. (a)

80

142

Oxygen Biotherapeutics, Inc. (a)

1,500

3,435

PDL BioPharma, Inc.

10,972

67,039

Peregrine Pharmaceuticals, Inc. (a)(d)

4,464

6,294

Pharmacyclics, Inc. (a)

4,881

56,229

Pharmasset, Inc. (a)

2,747

360,736

Pluristem Therapeutics, Inc. (a)(d)

3,372

9,172

Poniard Pharmaceuticals, Inc. (a)

8,376

1,256

Progenics Pharmaceuticals, Inc. (a)

3,007

18,704

QLT, Inc. (a)

4,361

31,486

Raptor Pharmaceutical Corp. (a)(d)

2,078

9,829

Regeneron Pharmaceuticals, Inc. (a)

6,502

383,813

Repligen Corp. (a)

3,646

11,959

Rigel Pharmaceuticals, Inc. (a)

5,128

40,409

RXi Pharmaceuticals Corp. (a)(d)

745

760

Sangamo Biosciences, Inc. (a)

4,425

23,939

Savient Pharmaceuticals, Inc. (a)(d)

5,462

23,487

SciClone Pharmaceuticals, Inc. (a)

4,363

20,419

Seattle Genetics, Inc. (a)(d)

8,298

144,302

SIGA Technologies, Inc. (a)

3,606

20,698

Sinovac Biotech Ltd. (a)

4,346

12,430

Spectrum Pharmaceuticals, Inc. (a)(d)

3,974

33,978

StemCells, Inc. (a)

1,913

4,744

Sunesis Pharmaceuticals, Inc. (a)

2,845

4,410

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

SuperGen, Inc. (a)

7,419

$ 15,951

Synta Pharmaceuticals Corp. (a)

3,543

15,058

Targacept, Inc. (a)

2,644

43,044

Telik, Inc. (a)

2,715

815

Theratechnologies, Inc. (a)

4,600

18,180

Theravance, Inc. (a)

6,222

118,218

Transcept Pharmaceuticals, Inc. (a)

1,571

5,090

Trimeris, Inc. (a)

2,054

4,046

Trius Therapeutics, Inc.

1,800

11,934

United Therapeutics Corp. (a)

4,311

186,020

Vanda Pharmaceuticals, Inc. (a)

2,216

13,429

Vertex Pharmaceuticals, Inc. (a)

15,288

692,088

Vical, Inc. (a)

5,241

19,025

XOMA Ltd. (a)(d)

1,862

3,650

Zalicus, Inc. (a)

9,513

15,221

ZIOPHARM Oncology, Inc. (a)

4,831

27,682

Zogenix, Inc. (d)

2,070

7,162

 

17,240,045

Health Care Equipment & Supplies - 1.7%

Abaxis, Inc. (a)

1,679

41,757

Abiomed, Inc. (a)

2,726

33,911

Accuray, Inc. (a)

5,503

27,185

Align Technology, Inc. (a)(d)

5,805

110,876

Alimera Sciences, Inc. (a)(d)

2,500

17,900

Alphatec Holdings, Inc. (a)(d)

5,917

14,970

Analogic Corp.

895

44,320

Angiodynamics, Inc. (a)

2,144

30,874

Anika Therapeutics, Inc. (a)

1,002

6,032

ArthroCare Corp. (a)

2,137

69,303

Atricure, Inc. (a)

1,732

17,770

Atrion Corp.

170

36,533

BioLase Technology, Inc. (d)

2,372

7,970

BSD Medical Corp. (a)(d)

1,468

4,301

Cardica, Inc. (a)

1,278

2,914

Cardiovascular Systems, Inc. (a)

1,580

20,303

Cerus Corp. (a)(d)

5,389

11,047

China Medical Technologies, Inc. sponsored ADR (a)(d)

2,484

14,904

Conceptus, Inc. (a)

2,216

23,490

CONMED Corp. (a)

2,243

52,598

Cutera, Inc. (a)

1,010

7,969

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - continued

Cyberonics, Inc. (a)

2,180

$ 61,498

Cynosure, Inc. Class A (a)

700

7,168

Delcath Systems, Inc. (a)(d)

3,168

13,116

DENTSPLY International, Inc.

10,323

363,370

DexCom, Inc. (a)

4,859

58,454

DynaVox, Inc. Class A (a)

830

5,603

EDAP TMS SA sponsored ADR (a)(d)

1,813

4,007

Endologix, Inc. (a)

4,661

44,373

Exactech, Inc. (a)

1,007

14,924

Gen-Probe, Inc. (a)

3,531

211,754

Given Imaging Ltd. (a)

2,235

34,643

Hansen Medical, Inc. (a)(d)

2,938

11,076

HeartWare International, Inc. (a)

1,047

65,762

Hologic, Inc. (a)

19,205

319,571

ICU Medical, Inc. (a)

1,041

42,889

IDEXX Laboratories, Inc. (a)(d)

4,222

336,831

Imris, Inc. (a)

3,300

14,222

Insulet Corp. (a)

3,630

63,452

Integra LifeSciences Holdings Corp. (a)

2,187

87,218

Intuitive Surgical, Inc. (a)

2,898

1,105,152

IRIS International, Inc. (a)

1,884

16,108

Kensey Nash Corp. (a)

812

22,298

LeMaitre Vascular, Inc.

1,743

12,288

Mako Surgical Corp. (a)(d)

3,113

111,757

Masimo Corp.

4,499

110,990

Medical Action Industries, Inc. (a)

1,561

9,694

MELA Sciences, Inc. (a)(d)

1,612

3,546

Meridian Bioscience, Inc.

3,230

59,755

Merit Medical Systems, Inc. (a)

3,132

45,571

Natus Medical, Inc. (a)

2,216

23,224

Neogen Corp. (a)

1,701

59,059

NeuroMetrix, Inc. (a)

497

185

NuVasive, Inc. (a)(d)

2,964

71,818

NxStage Medical, Inc. (a)

4,140

76,135

OraSure Technologies, Inc. (a)

3,377

24,753

Orthofix International NV (a)

1,423

52,160

Palomar Medical Technologies, Inc. (a)

1,877

15,110

Quidel Corp. (a)

2,368

36,183

Rochester Medical Corp. (a)(d)

1,184

9,886

Rockwell Medical Technologies, Inc. (a)

1,656

14,937

RTI Biologics, Inc. (a)

3,187

10,708

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - continued

Sirona Dental Systems, Inc. (a)

4,111

$ 191,819

Solta Medical, Inc. (a)

4,423

7,563

SonoSite, Inc. (a)

1,178

34,350

Staar Surgical Co. (a)

2,835

23,219

Stereotaxis, Inc. (a)(d)

5,673

7,375

SurModics, Inc. (a)

1,470

15,670

Synergetics USA, Inc. (a)

2,800

15,260

Syneron Medical Ltd. (a)

2,826

29,475

Synovis Life Technologies, Inc. (a)

1,124

19,164

The Spectranetics Corp. (a)

2,907

17,936

ThermoGenesis Corp. (a)

1,101

1,850

Thoratec Corp. (a)

3,982

136,423

Tornier BV

3,022

70,685

TranS1, Inc. (a)

1,691

7,187

Trinity Biotech PLC sponsored ADR

1,741

18,106

Unilife Corp. (a)(d)

5,294

24,670

Utah Medical Products, Inc.

265

7,060

Vascular Solutions, Inc. (a)

1,180

14,231

Volcano Corp. (a)

3,804

113,930

Winner Medical Group, Inc. (a)(d)

1,800

6,390

Wright Medical Group, Inc. (a)

3,220

49,363

Young Innovations, Inc.

669

18,337

Zoll Medical Corp. (a)

1,648

73,633

 

5,151,871

Health Care Providers & Services - 1.4%

Air Methods Corp. (a)

973

64,753

Allied Healthcare International, Inc. (a)

4,624

17,756

Almost Family, Inc. (a)

863

17,062

Amedisys, Inc. (a)

2,171

36,842

American CareSource Holdings, Inc. (a)

1,100

792

American Dental Partners, Inc. (a)

1,575

17,294

AmSurg Corp. (a)

2,310

52,275

Bio-Reference Laboratories, Inc. (a)

2,262

45,783

BioScrip, Inc. (a)

4,119

26,073

CardioNet, Inc. (a)

1,581

5,201

Catalyst Health Solutions, Inc. (a)

3,658

196,508

Chindex International, Inc. (a)

1,481

15,639

Corvel Corp. (a)

957

43,658

Cross Country Healthcare, Inc. (a)

3,098

15,273

Express Scripts, Inc. (a)

39,185

1,839,344

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Providers & Services - continued

Gentiva Health Services, Inc. (a)

2,288

$ 17,412

Healthways, Inc. (a)

2,712

34,063

Henry Schein, Inc. (a)

6,747

444,695

HMS Holdings Corp. (a)

6,318

165,721

IPC The Hospitalist Co., Inc. (a)

1,313

52,651

LCA-Vision, Inc. (a)

1,176

3,328

LHC Group, Inc. (a)

1,484

29,650

LifePoint Hospitals, Inc. (a)

3,903

143,240

Lincare Holdings, Inc.

6,652

143,218

Magellan Health Services, Inc. (a)

2,380

118,691

Medcath Corp. (a)

1,605

22,310

MedQuist Holdings, Inc. (a)

3,902

32,192

MWI Veterinary Supply, Inc. (a)

943

69,782

National Research Corp.

738

24,922

Patterson Companies, Inc.

9,017

263,477

PDI, Inc. (a)

880

6,371

Providence Service Corp. (a)

853

9,076

PSS World Medical, Inc. (a)

4,281

100,946

RadNet, Inc. (a)

2,333

6,999

Sharps Compliance Corp. (a)

740

3,115

Sun Healthcare Group, Inc. (a)

1,840

7,838

The Ensign Group, Inc.

1,539

35,905

U.S. Physical Therapy, Inc.

940

18,668

VCA Antech, Inc. (a)

6,438

119,167

 

4,267,690

Health Care Technology - 0.7%

Allscripts-Misys Healthcare Solutions, Inc. (a)

14,247

255,805

athenahealth, Inc. (a)(d)

2,634

152,772

Cerner Corp. (a)

12,425

819,553

Computer Programs & Systems, Inc.

840

59,489

Epocrates, Inc. (a)

1,700

18,071

HealthStream, Inc. (a)

1,681

20,861

iCAD, Inc. (a)

4,747

2,753

MedAssets, Inc. (a)

4,491

51,332

Medidata Solutions, Inc. (a)

1,894

31,251

Merge Healthcare, Inc. (a)

7,249

42,914

Omnicell, Inc. (a)

2,544

39,788

Quality Systems, Inc.

2,224

204,652

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Technology - continued

SXC Health Solutions Corp. (a)

4,552

$ 248,101

Transcend Services, Inc. (a)

1,025

26,466

 

1,973,808

Life Sciences Tools & Services - 0.8%

Affymetrix, Inc. (a)

5,223

29,249

Albany Molecular Research, Inc. (a)

3,021

10,543

Apricus Biosciences, Inc. (a)(d)

2,588

12,397

Arrowhead Research Corp. (a)

5,351

2,943

BG Medicine, Inc.

1,419

8,571

Bruker BioSciences Corp. (a)

12,096

172,126

Caliper Life Sciences, Inc. (a)

4,308

32,396

Combimatrix Corp. (a)

142

361

Complete Genomics, Inc.

2,200

19,932

Compugen Ltd. (a)

3,805

14,421

eResearchTechnology, Inc. (a)

4,207

21,918

Fluidigm Corp. (a)

1,500

20,235

Furiex Pharmaceuticals, Inc. (a)

710

10,891

Harvard Bioscience, Inc. (a)

2,115

9,243

ICON PLC sponsored ADR (a)

4,511

96,129

Illumina, Inc. (a)

9,057

471,870

Life Technologies Corp. (a)

13,085

549,570

Luminex Corp. (a)

3,105

71,508

Medtox Scientific, Inc.

357

4,998

Pacific Biosciences of California, Inc. (d)

4,115

29,134

PAREXEL International Corp. (a)

4,464

90,976

Pharmaceutical Product Development, Inc.

8,353

262,952

pSivida Corp. (a)

1,100

4,895

PURE Bioscience, Inc. (a)(d)

1,890

1,682

QIAGEN NV (a)

17,143

264,688

Sequenom, Inc. (a)

7,112

43,597

SeraCare Life Sciences, Inc. (a)(d)

1,401

5,128

Techne Corp.

2,737

198,350

 

2,460,703

Pharmaceuticals - 2.0%

Acura Pharmaceuticals, Inc. (a)(d)

4,909

15,120

Adolor Corp. (a)

5,544

12,086

Aegerion Pharmaceuticals, Inc.

1,865

27,080

Akorn, Inc. (a)

7,462

59,994

Alexza Pharmaceuticals, Inc. (a)

4,285

5,870

Ampio Pharmaceuticals, Inc. (a)(d)

2,700

21,114

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Pharmaceuticals - continued

Auxilium Pharmaceuticals, Inc. (a)

3,611

$ 61,423

AVANIR Pharmaceuticals Class A (a)(d)

8,701

24,711

Biodel, Inc. (a)(d)

1,400

1,736

Cadence Pharmaceuticals, Inc. (a)(d)

4,914

32,138

Cardiome Pharma Corp. (a)

5,488

20,905

Columbia Laboratories, Inc. (a)

6,149

14,204

Corcept Therapeutics, Inc. (a)(d)

7,129

20,175

Cornerstone Therapeutics, Inc. (a)

1,844

14,365

Cumberland Pharmaceuticals, Inc. (a)

1,718

10,703

DepoMed, Inc. (a)

3,719

23,132

Durect Corp. (a)

8,664

14,469

Echo Therapeutics, Inc. (a)

2,817

11,353

Endo Pharmaceuticals Holdings, Inc. (a)

8,611

274,777

Endocyte, Inc.

2,258

24,748

Flamel Technologies SA sponsored ADR (a)

2,626

12,211

Hi-Tech Pharmacal Co., Inc. (a)

1,068

29,915

Impax Laboratories, Inc. (a)

4,943

97,229

Ista Pharmaceuticals, Inc. (a)

4,162

19,062

Jazz Pharmaceuticals, Inc. (a)

3,013

129,228

MAP Pharmaceuticals, Inc. (a)

2,449

34,286

Mylan, Inc. (a)

32,343

671,441

Nektar Therapeutics (a)

8,502

48,674

Novogen Ltd. sponsored ADR (a)

97

77

NuPathe, Inc.

1,000

2,740

Obagi Medical Products, Inc. (a)

1,285

13,403

Optimer Pharmaceuticals, Inc. (a)(d)

3,635

36,168

Pacira Pharmaceuticals, Inc.

1,000

7,660

Pain Therapeutics, Inc.

3,313

15,737

Perrigo Co.

6,919

655,506

Pozen, Inc. (a)

3,117

8,821

ProPhase Labs, Inc. (a)

1,566

1,284

Questcor Pharmaceuticals, Inc. (a)

4,564

137,148

Repros Therapeutics, Inc. (a)

372

1,745

Sagent Pharmaceuticals, Inc.

2,000

45,980

Salix Pharmaceuticals Ltd. (a)

4,378

133,310

Santarus, Inc. (a)

3,937

12,087

Shire PLC sponsored ADR

3,778

366,844

Skystar Bio-Pharmaceutical Co. Ltd. (a)

1,359

3,547

Somaxon Pharmaceuticals, Inc. (a)

2,940

2,940

Sucampo Pharmaceuticals, Inc. Class A (a)(d)

1,103

3,563

Teva Pharmaceutical Industries Ltd. sponsored ADR

51,936

2,148,073

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Pharmaceuticals - continued

The Medicines Company (a)

3,937

$ 57,401

ViroPharma, Inc. (a)

5,615

111,233

Vivus, Inc. (a)(d)

6,073

50,649

Warner Chilcott PLC

18,716

319,295

XenoPort, Inc. (a)

3,198

23,377

 

5,890,737

TOTAL HEALTH CARE

36,984,854

INDUSTRIALS - 4.6%

Aerospace & Defense - 0.2%

AeroVironment, Inc. (a)

1,694

48,550

American Science & Engineering, Inc.

697

47,006

API Technologies Corp. (a)(d)

4,000

18,880

Applied Energetics, Inc. (a)

7,472

3,138

Ascent Solar Technologies, Inc. (a)(d)

1,977

1,857

Astronics Corp. (a)

738

22,015

Astronics Corp. Class B

73

1,825

BE Aerospace, Inc. (a)

7,530

262,270

Ceradyne, Inc. (a)

1,896

59,459

Elbit Systems Ltd.

3,181

130,421

GeoEye, Inc. (a)

1,723

62,321

Innovative Solutions & Support, Inc. (a)

1,067

5,122

KEYW Holding Corp. (d)

1,900

22,496

Kratos Defense & Security Solutions, Inc. (a)

3,289

31,114

LMI Aerospace, Inc. (a)

964

19,010

Sypris Solutions, Inc. (a)

676

2,278

Taser International, Inc. (a)

4,353

19,371

TAT Technologies Ltd. (a)

863

4,997

 

762,130

Air Freight & Logistics - 0.7%

Air Transport Services Group, Inc. (a)

5,013

27,020

Atlas Air Worldwide Holdings, Inc. (a)

1,983

97,326

C.H. Robinson Worldwide, Inc.

12,179

858,620

Expeditors International of Washington, Inc.

15,554

707,707

Forward Air Corp.

2,253

64,008

Hub Group, Inc. Class A (a)

2,711

85,369

Pacer International, Inc. (a)

2,247

10,156

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Air Freight & Logistics - continued

Park-Ohio Holdings Corp. (a)

771

$ 12,236

UTI Worldwide, Inc.

7,778

105,353

 

1,967,795

Airlines - 0.2%

Allegiant Travel Co. (a)

1,372

64,415

Hawaiian Holdings, Inc. (a)

4,459

18,639

JetBlue Airways Corp. (a)(d)

22,278

96,909

Pinnacle Airlines Corp. (a)

2,738

9,857

Republic Airways Holdings, Inc. (a)

4,760

15,232

Ryanair Holdings PLC sponsored ADR (d)

8,402

221,981

SkyWest, Inc.

4,083

52,058

Spirit Airlines, Inc. (a)

5,137

62,055

 

541,146

Building Products - 0.1%

AAON, Inc.

1,827

31,991

American Woodmark Corp.

1,276

20,237

Apogee Enterprises, Inc.

2,050

19,250

Builders FirstSource, Inc. (a)

6,715

12,960

China Ceramics Co. Ltd. (a)

1,500

5,595

Gibraltar Industries, Inc. (a)

2,751

24,429

Insteel Industries, Inc.

1,187

12,440

PGT, Inc. (a)

4,454

7,973

Universal Forest Products, Inc.

1,517

46,360

US Home Systems, Inc.

272

1,344

 

182,579

Commercial Services & Supplies - 0.8%

A.T. Cross Co. Class A (a)

980

10,643

Acorn Energy, Inc. (a)

1,217

5,963

APAC Customer Services, Inc. (a)

3,773

31,882

Casella Waste Systems, Inc. Class A (a)

1,854

10,642

CECO Environmental Corp.

977

6,175

Cintas Corp.

10,383

332,048

Copart, Inc. (a)

4,974

214,081

Courier Corp.

1,323

9,803

EnerNOC, Inc. (a)(d)

1,893

23,757

Fuel Tech, Inc. (a)

2,055

12,227

G&K Services, Inc. Class A

1,298

36,630

Guanwei Recycling Corp. (a)

1,400

2,030

Healthcare Services Group, Inc.

4,923

77,193

Heritage-Crystal Clean, Inc. (a)

1,021

16,898

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Commercial Services & Supplies - continued

Herman Miller, Inc.

4,328

$ 85,997

Industrial Services of America, Inc. (a)(d)

694

5,240

InnerWorkings, Inc. (a)(d)

3,775

28,615

Interface, Inc. Class A

4,547

68,569

Intersections, Inc.

1,282

19,486

Kimball International, Inc. Class B

2,252

12,836

McGrath RentCorp.

1,837

43,794

Mobile Mini, Inc. (a)

3,376

64,313

Multi-Color Corp.

975

25,370

Perma-Fix Environmental Services, Inc. (a)

4,865

7,054

R.R. Donnelley & Sons Co.

15,275

232,944

Standard Parking Corp. (a)

1,319

21,460

Stericycle, Inc. (a)

6,297

552,310

Swisher Hygiene, Inc. (Canada) (a)(d)

11,434

51,261

Sykes Enterprises, Inc. (a)

3,627

56,763

Team, Inc. (a)

1,545

38,532

Tetra Tech, Inc. (a)

4,748

94,533

United Stationers, Inc.

3,467

109,349

US Ecology, Inc.

1,521

27,819

Virco Manufacturing Co.

1,086

2,617

WCA Waste Corp. (a)

2,105

9,241

 

2,348,075

Construction & Engineering - 0.1%

Foster Wheeler AG (a)

9,165

225,001

Great Lakes Dredge & Dock Corp.

3,806

18,611

Insituform Technologies, Inc. Class A (a)

2,585

42,730

Integrated Electrical Services, Inc. (a)

652

1,715

Layne Christensen Co. (a)

1,467

41,179

MYR Group, Inc. (a)

1,479

30,852

Northwest Pipe Co. (a)

758

20,663

Primoris Services Corp.

3,816

43,884

Sterling Construction Co., Inc. (a)

1,382

17,634

UniTek Global Services, Inc. (a)

2,812

14,707

 

456,976

Electrical Equipment - 0.3%

A-Power Energy Generation Systems, Ltd. (a)(d)

3,139

5,274

A123 Systems, Inc. (a)(d)

9,716

46,442

Active Power, Inc. (a)

8,360

12,791

Advanced Battery Technologies, Inc. (a)(d)

4,982

6,925

Altair Nanotechnologies, Inc. (a)(d)

3,678

4,230

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Electrical Equipment - continued

American Superconductor Corp. (a)

3,754

$ 25,790

Beacon Power Corp. (a)(d)

3,488

3,209

Broadwind Energy, Inc. (a)

8,190

5,815

Capstone Turbine Corp. (a)(d)

21,352

25,622

China BAK Battery, Inc. (a)(d)

3,906

4,101

China Recycling Energy Corp. (a)

2,900

3,770

China Technology Development Group Corp. (a)(d)

3,489

3,489

Coleman Cable, Inc. (a)

1,787

21,926

Deswell Industries, Inc.

1,530

4,911

Ecotality, Inc. (a)

654

1,360

Encore Wire Corp.

1,808

40,517

Ener1, Inc. (a)

11,508

4,465

Franklin Electric Co., Inc.

1,731

74,277

FuelCell Energy, Inc. (a)(d)

8,624

10,176

Fushi Copperweld, Inc. (a)(d)

2,905

19,928

Global Power Equipment Group, Inc. (a)

1,441

35,103

Harbin Electric, Inc. (a)(d)

2,300

38,134

Highpower International, Inc. (a)

815

1,337

Hoku Corp. (a)(d)

4,244

8,276

Hydrogenics Corp. (a)(d)

700

4,445

II-VI, Inc. (a)

4,567

90,221

Jinpan International Ltd.

1,698

16,522

Lihua International, Inc. (a)(d)

1,829

11,760

Lime Energy Co. (a)(d)

1,937

7,051

LSI Industries, Inc.

2,044

15,064

Nexxus Lighting, Inc. (a)

956

1,912

Ocean Power Technologies, Inc. (a)

1,435

5,439

Plug Power, Inc. (a)

631

1,148

Powell Industries, Inc. (a)

807

30,198

PowerSecure International, Inc. (a)

871

4,007

Preformed Line Products Co.

492

27,168

Satcon Technology Corp. (a)(d)

10,653

14,168

Ultralife Corp. (a)

1,473

7,174

Valence Technology, Inc. (a)(d)

16,044

19,413

Vicor Corp.

2,510

28,338

Woodward, Inc.

5,025

162,911

 

854,807

Industrial Conglomerates - 0.0%

Raven Industries, Inc.

1,344

73,020

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Machinery - 1.0%

Altra Holdings, Inc. (a)

2,183

$ 33,880

American Railcar Industries, Inc. (a)

1,790

32,775

Astec Industries, Inc. (a)

1,572

54,407

Chart Industries, Inc. (a)

2,226

105,268

China Fire & Security Group, Inc. (a)(d)

2,036

17,245

China Valves Technology, Inc. (a)(d)

2,643

6,317

Cleantech Solutions International, Inc. (a)

1,970

1,340

Columbus McKinnon Corp. (NY Shares) (a)

1,499

21,616

Commercial Vehicle Group, Inc. (a)

2,120

15,243

Dynamic Materials Corp.

1,149

23,233

Energy Recovery, Inc. (a)(d)

3,989

10,212

Flow International Corp. (a)

3,549

9,050

Force Protection, Inc. (a)

5,486

22,438

FreightCar America, Inc. (a)

1,099

20,123

Gencor Industries, Inc. (a)

519

3,893

Hardinge, Inc.

1,062

10,333

Hurco Companies, Inc. (a)

404

11,102

Joy Global, Inc.

7,716

643,900

Key Technology, Inc. (a)

313

4,272

L.B. Foster Co. Class A

891

21,830

Lincoln Electric Holdings, Inc.

6,214

211,462

Makita Corp. sponsored ADR

331

13,664

MFRI, Inc. (a)

997

9,073

Middleby Corp. (a)

1,399

112,710

NN, Inc. (a)

1,502

11,565

Nordson Corp.

5,048

221,607

Omega Flex, Inc. (a)(d)

729

9,550

PACCAR, Inc.

26,754

1,006,753

PMFG, Inc. (a)

1,378

25,121

RBC Bearings, Inc. (a)

1,636

57,178

Shengkai Innovations, Inc. (a)

2,051

4,205

SmartHeat, Inc. (a)(d)

3,800

3,612

Sun Hydraulics Corp.

1,922

56,584

Tecumseh Products Co.:

Class A (non-vtg.) (a)

1,265

10,095

Class B (a)

262

2,088

TriMas Corp. (a)

2,598

50,219

Twin Disc, Inc.

850

33,006

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Machinery - continued

Westport Innovations, Inc. (a)(d)

3,373

$ 82,504

Wuhan General Group China Ltd. (a)

1,750

718

 

2,990,191

Marine - 0.0%

DryShips, Inc. (a)(d)

27,489

81,093

Eagle Bulk Shipping, Inc. (a)(d)

4,473

8,678

Euroseas Ltd.

2,727

9,926

FreeSeas, Inc. (a)

343

408

Newlead Holdings Ltd. (a)

1,300

899

OceanFreight, Inc. (a)

178

2,907

Seanergy Martime Holdings Corp. (a)

799

3,236

Star Bulk Carriers Corp.

6,130

8,705

TBS International Ltd. Class A (a)

2,262

2,126

Ultrapetrol (Bahamas) Ltd. (a)(d)

2,469

8,246

 

126,224

Professional Services - 0.4%

51job, Inc. sponsored ADR (a)

778

43,412

Acacia Research Corp. - Acacia Technologies (a)

3,249

141,981

Advisory Board Co. (a)

1,179

73,310

Barrett Business Services, Inc.

849

12,149

CoStar Group, Inc. (a)

1,840

94,171

CRA International, Inc. (a)

945

22,264

Exponent, Inc. (a)

1,070

45,218

Heidrick & Struggles International, Inc.

1,475

30,636

Hudson Highland Group, Inc. (a)

2,817

14,817

Huron Consulting Group, Inc. (a)

1,612

51,245

ICF International, Inc. (a)

1,407

31,897

Kelly Services, Inc. Class A (non-vtg.)

2,586

39,307

Kforce, Inc. (a)

3,428

35,583

Lightbridge Corp. (a)(d)

2,205

5,645

Odyssey Marine Exploration, Inc. (a)(d)

6,577

18,416

On Assignment, Inc. (a)

3,030

23,028

RCM Technologies, Inc. (a)

2,327

11,077

Resources Connection, Inc.

3,700

38,702

RPX Corp.

3,430

92,953

School Specialty, Inc. (a)

1,586

15,083

Verisk Analytics, Inc. (a)

11,225

391,079

VSE Corp.

427

10,598

 

1,242,571

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Road & Rail - 0.4%

AMERCO (a)

1,486

$ 108,939

Arkansas Best Corp.

1,921

39,669

Avis Budget Group, Inc. (a)

7,887

103,714

Covenant Transport Group, Inc. Class A (a)

1,650

8,019

Frozen Food Express Industries, Inc. (a)

1,931

6,256

Heartland Express, Inc. (d)

6,640

100,928

J.B. Hunt Transport Services, Inc.

8,883

357,008

Landstar System, Inc.

3,562

144,225

Marten Transport Ltd.

1,728

31,761

Old Dominion Freight Lines, Inc. (a)

4,286

137,666

P.A.M. Transportation Services, Inc. (a)

668

7,181

Patriot Transportation Holding, Inc. (a)

642

14,426

Quality Distribution, Inc. (a)

2,343

28,631

Saia, Inc. (a)

1,454

17,404

Trailer Bridge, Inc. (a)

724

514

Universal Truckload Services, Inc. (a)

1,183

18,112

USA Truck, Inc. (a)

1,050

8,075

Vitran Corp., Inc. (a)

1,634

10,147

Werner Enterprises, Inc.

5,405

125,828

YRC Worldwide, Inc. (a)(d)

3,141

2,381

Zipcar, Inc. (a)(d)

3,095

65,088

 

1,335,972

Trading Companies & Distributors - 0.4%

Aceto Corp.

2,071

10,873

Beacon Roofing Supply, Inc. (a)

3,588

66,593

DXP Enterprises, Inc. (a)

963

23,199

Essex Rental Corp. (a)(d)

2,219

9,187

Fastenal Co. (d)

21,741

727,889

H&E Equipment Services, Inc. (a)

2,677

27,386

Houston Wire & Cable Co.

1,495

21,932

Kaman Corp.

1,850

63,178

Lawson Products, Inc.

645

11,004

Rush Enterprises, Inc.:

Class A (a)

2,077

38,217

Class B (a)

1,009

15,609

Titan Machinery, Inc. (a)

1,583

41,965

Willis Lease Finance Corp. (a)

1,056

13,253

 

1,070,285

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Transportation Infrastructure - 0.0%

China Infrastructure Investment Corp. (a)

4,625

$ 3,700

Grupo Aeroportuario Norte SAB de CV ADR

550

7,975

 

11,675

TOTAL INDUSTRIALS

13,963,446

INFORMATION TECHNOLOGY - 49.2%

Communications Equipment - 6.1%

Acme Packet, Inc. (a)

5,375

253,109

ADTRAN, Inc.

4,812

149,461

Alvarion Ltd. (a)

5,431

6,952

Ambient Corp. (a)

1,100

8,305

Anaren, Inc. (a)

1,155

22,904

Arris Group, Inc. (a)

9,340

101,993

Aruba Networks, Inc. (a)

7,349

156,754

AudioCodes Ltd. (a)

2,694

11,369

Aviat Networks, Inc. (a)

4,784

12,438

Bel Fuse, Inc.:

Class A

300

5,670

Class B (non-vtg.)

558

9,676

BigBand Networks, Inc. (a)

5,734

8,200

Black Box Corp.

1,429

35,325

Blue Coat Systems, Inc. (a)

3,351

49,193

Brocade Communications Systems, Inc. (a)

35,306

136,634

Ceragon Networks Ltd. (a)(d)

3,191

31,112

China GrenTech Corp. Ltd. ADR (a)(d)

1,452

3,165

China TechFaith Wireless Communication Technology Ltd. sponsored ADR (a)(d)

1,783

4,850

Ciena Corp. (a)

7,068

86,512

Cisco Systems, Inc.

406,581

6,375,190

Cogo Group, Inc. (a)(d)

3,330

8,891

Comtech Telecommunications Corp.

2,067

57,545

DG FastChannel, Inc. (a)

2,136

46,778

Dialogic, Inc. (a)(d)

1,793

5,002

Digi International, Inc. (a)

2,136

26,850

Ditech Networks, Inc. (a)

1,208

1,317

DragonWave, Inc. (a)

2,480

11,524

EchoStar Holding Corp. Class A (a)

2,703

65,818

EMCORE Corp. (a)(d)

5,898

9,437

EXFO, Inc. (sub. vtg.) (a)

2,252

14,972

Extreme Networks, Inc. (a)

7,442

20,614

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Communications Equipment - continued

F5 Networks, Inc. (a)

5,948

$ 485,476

Finisar Corp. (a)

6,664

123,017

Gilat Satellite Networks Ltd. (a)

5,055

19,462

Globecomm Systems, Inc. (a)

1,887

24,248

Harmonic, Inc. (a)

8,706

41,441

Infinera Corp. (a)

8,141

61,180

InterDigital, Inc.

3,301

232,390

Ituran Location & Control Ltd.

1,765

22,716

Ixia (a)

5,463

46,927

JDS Uniphase Corp. (a)

16,747

217,209

KVH Industries, Inc. (a)

1,563

13,911

Loral Space & Communications Ltd. (a)

1,633

92,411

Meru Networks, Inc. (a)

1,641

14,999

Mitel Networks, Inc. (a)

3,745

12,770

NETGEAR, Inc. (a)

2,792

77,646

Network Engines, Inc. (a)

2,771

3,464

Network Equipment Technologies, Inc. (a)

1,783

4,564

NumereX Corp. Class A (a)

847

5,209

Oclaro, Inc. (a)

3,681

15,644

Oplink Communications, Inc. (a)

1,737

28,713

Opnext, Inc. (a)

6,299

10,078

ORBCOMM, Inc. (a)

2,897

6,518

Orckit Communications Ltd. (a)

1,533

2,391

Parkervision, Inc. (a)(d)

2,588

2,277

PC-Tel, Inc. (a)

2,538

16,167

Performance Technologies, Inc. (a)

470

893

Polycom, Inc. (a)

13,213

314,469

Powerwave Technologies, Inc. (a)

12,554

22,095

QUALCOMM, Inc.

123,502

6,355,413

RADWARE Ltd. (a)

1,538

40,849

Research In Motion Ltd. (a)

38,587

1,253,692

Riverbed Technology, Inc. (a)

11,342

281,055

SeaChange International, Inc. (a)

2,919

22,943

ShoreTel, Inc. (a)

3,356

23,425

Sierra Wireless, Inc. (a)

2,705

19,779

Silicom Ltd. (a)

1,049

15,609

Sonus Networks, Inc. (a)

21,613

55,978

Sycamore Networks, Inc.

2,247

38,626

Symmetricom, Inc. (a)

3,327

18,165

Tekelec (a)

5,608

40,378

Telefonaktiebolaget LM Ericsson (B Shares) sponsored ADR

18,349

205,692

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Communications Equipment - continued

Telestone Technologies Corp. (a)(d)

578

$ 3,532

Tellabs, Inc.

27,840

113,587

Telular Corp.

2,245

13,717

UTStarcom Holdings Corp. (a)

13,965

19,411

ViaSat, Inc. (a)

3,167

112,429

Westell Technologies, Inc. Class A (a)

3,694

9,198

Wi-Lan, Inc.

9,214

69,538

Zhone Technologies, Inc. (a)

2,208

3,533

ZST Digital Networks, Inc. (a)

576

1,250

 

18,373,644

Computers & Peripherals - 10.4%

Apple, Inc. (a)

68,462

26,346,202

Avid Technology, Inc. (a)(d)

2,987

29,392

Concurrent Computer Corp. (a)

867

4,959

Cray, Inc. (a)

3,431

19,437

Dell, Inc. (a)

139,483

2,073,415

Dot Hill Systems Corp. (a)

4,517

7,950

Electronics for Imaging, Inc. (a)

3,456

49,110

Hutchinson Technology, Inc. (a)(d)

1,552

3,508

iGO, Inc. (a)

2,072

2,797

Immersion Corp. (a)

2,166

15,227

Intevac, Inc. (a)

1,753

14,392

Logitech International SA (a)(d)

13,489

156,338

NetApp, Inc. (a)

27,129

1,020,593

Novatel Wireless, Inc. (a)

2,420

8,107

OCZ Technology Group, Inc. (a)(d)

3,361

19,057

Overland Storage, Inc. (a)

3,560

10,110

Presstek, Inc. (a)

2,467

3,404

QLogic Corp. (a)

7,440

103,937

Rimage Corp.

799

11,002

SanDisk Corp. (a)

17,539

642,804

Seagate Technology

31,708

367,179

Silicon Graphics International Corp. (a)

2,401

38,248

Smart Technologies, Inc. Class A (a)

3,897

19,875

STEC, Inc. (a)

3,803

36,109

Stratasys, Inc. (a)

1,677

38,806

Super Micro Computer, Inc. (a)

2,842

38,978

Synaptics, Inc. (a)(d)

2,571

62,810

Xyratex Ltd.

2,115

18,147

 

31,161,893

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Electronic Equipment & Components - 1.3%

Agilysys, Inc. (a)

2,256

$ 20,417

Brightpoint, Inc. (a)

5,395

51,414

CalAmp Corp. (a)

2,414

7,339

Cognex Corp.

3,243

103,776

Coherent, Inc. (a)

1,838

81,258

Comverge, Inc. (a)(d)

2,385

5,796

Daktronics, Inc.

3,527

34,000

DDi Corp.

1,501

11,378

Digital Ally, Inc. (a)

1,439

1,295

DTS, Inc. (a)

1,270

39,014

Echelon Corp. (a)

3,399

28,382

Electro Rent Corp.

2,014

29,787

Electro Scientific Industries, Inc. (a)

2,113

31,949

FARO Technologies, Inc. (a)

1,271

48,260

FEI Co. (a)

2,952

94,434

Flextronics International Ltd. (a)

56,061

322,351

FLIR Systems, Inc.

11,739

303,688

Frequency Electronics, Inc. (a)

801

8,322

GSI Group, Inc. (a)

2,459

23,311

GTSI Corp. (a)

1,108

4,842

HLS Systems International Ltd. (a)(d)

3,944

22,520

I. D. Systems Inc. (a)

623

3,383

Identive Group, Inc. (a)(d)

4,784

8,946

Insight Enterprises, Inc. (a)

3,642

68,542

IPG Photonics Corp. (a)

3,474

201,423

Itron, Inc. (a)

3,033

120,774

LeCroy Corp. (a)

1,187

10,742

Littelfuse, Inc.

1,684

78,121

LoJack Corp. (a)

1,208

3,878

LRAD Corp. (a)

2,260

5,085

Magal Security Systems Ltd. (a)(d)

1,252

3,706

Maxwell Technologies, Inc. (a)(d)

1,992

34,521

Measurement Specialties, Inc. (a)

1,117

34,884

Mercury Computer Systems, Inc. (a)

2,318

32,243

Microvision, Inc. (a)(d)

9,861

8,875

Molex, Inc. (d)

7,055

154,152

Molex, Inc. Class A (non-vtg.)

5,800

107,184

MTS Systems Corp.

1,135

40,996

Multi-Fineline Electronix, Inc. (a)

1,849

35,186

National Instruments Corp.

8,833

224,623

NetList, Inc. (a)

1,689

3,091

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Electronic Equipment & Components - continued

Newport Corp. (a)

2,741

$ 35,469

Orbotech Ltd. (a)

2,915

32,910

OSI Systems, Inc. (a)

1,497

58,233

PC Connection, Inc. (a)

2,121

18,898

PC Mall, Inc. (a)

1,383

8,754

Perceptron, Inc. (a)

784

4,876

Planar Systems, Inc. (a)

480

960

Plexus Corp. (a)

2,925

77,747

Power-One, Inc. (a)(d)

7,931

59,958

RadiSys Corp. (a)

1,899

14,318

Research Frontiers, Inc. (a)

1,108

4,565

Richardson Electronics Ltd.

1,588

21,978

Rofin-Sinar Technologies, Inc. (a)

2,231

51,514

Sanmina-SCI Corp. (a)

6,221

48,026

ScanSource, Inc. (a)

2,106

65,181

Tech Data Corp. (a)

3,443

162,096

Tessco Technologies, Inc.

550

8,014

Trimble Navigation Ltd. (a)

9,012

334,706

TTM Technologies, Inc. (a)

6,146

68,651

Universal Display Corp. (a)

3,502

171,843

Viasystems Group, Inc. (a)

1,655

31,164

X-Rite, Inc. (a)(d)

7,258

26,564

Zygo Corp. (a)

1,222

16,082

 

3,776,395

Internet Software & Services - 7.5%

Akamai Technologies, Inc. (a)

13,725

301,127

Ancestry.com, Inc. (a)

3,336

119,129

Autobytel, Inc. (a)

3,159

2,906

Baidu.com, Inc. sponsored ADR (a)

20,078

2,926,971

Carbonite, Inc. (d)

1,932

28,613

China Finance Online Co. Ltd. ADR (a)(d)

2,033

5,611

ChinaCache International Holdings Ltd. sponsored ADR

450

3,218

comScore, Inc. (a)

2,337

37,275

Constant Contact, Inc. (a)(d)

2,142

40,976

Cornerstone OnDemand, Inc. (d)

3,500

54,320

CryptoLogic Ltd. (a)

2,831

3,652

DealerTrack Holdings, Inc. (a)

3,247

60,784

Digital River, Inc. (a)

3,013

60,622

EarthLink, Inc.

8,516

62,848

EasyLink Services International Corp. (a)

2,278

11,299

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Internet Software & Services - continued

eBay, Inc. (a)

95,927

$ 2,961,266

Enternet Gold Golden Lines Ltd. (a)

1,546

21,536

Equinix, Inc. (a)

3,444

323,874

FriendFinder Networks, Inc. (a)

2,000

6,020

GigaMedia Ltd. (a)

5,039

4,535

Google, Inc. Class A (a)

18,728

10,131,099

HSW International, Inc. (a)

212

912

IAC/InterActiveCorp (a)

6,402

253,071

InfoSpace, Inc. (a)

3,092

29,560

Internap Network Services Corp. (a)

4,621

23,937

Internet Initiative Japan, Inc. sponsored ADR

728

8,525

iPass, Inc.

4,991

7,337

j2 Global Communications, Inc.

3,395

108,470

Keynote Systems, Inc.

1,401

33,666

KIT Digital, Inc. (a)

3,302

36,553

Ku6 Media Co. Ltd. sponsored ADR (a)

2,051

4,102

Limelight Networks, Inc. (a)

7,958

19,975

Liquidity Services, Inc. (a)

2,232

53,568

LivePerson, Inc. (a)

4,012

47,141

Local.com Corp. (a)(d)

545

1,553

LogMeIn, Inc. (a)

1,878

58,688

LoopNet, Inc. (a)

2,688

47,201

Marchex, Inc. Class B

2,468

24,828

Market Leader, Inc. (a)

3,144

6,477

Mercadolibre, Inc.

3,245

218,648

ModusLink Global Solutions, Inc.

3,600

14,868

Move, Inc. (a)

14,394

25,909

NetEase.com, Inc. sponsored ADR (a)

5,602

283,237

NIC, Inc.

5,424

63,027

Open Text Corp. (a)

4,339

257,052

OpenTable, Inc. (a)

1,735

105,818

Openwave Systems, Inc. (a)

8,604

16,434

Perficient, Inc. (a)

2,306

20,293

Points International Ltd. (a)

900

7,491

QuinStreet, Inc. (a)

3,529

42,560

RADVision Ltd. (a)

1,551

9,585

RealNetworks, Inc.

2,721

25,169

Rediff.com India Ltd. sponsored ADR (a)(d)

371

3,213

Responsys, Inc.

3,469

50,509

RightNow Technologies, Inc. (a)

2,428

79,614

Saba Software, Inc. (a)

1,898

13,210

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Internet Software & Services - continued

SciQuest, Inc.

2,059

$ 30,823

Selectica, Inc. (a)

245

1,191

Sify Technologies Ltd. sponsored ADR (a)(d)

1,965

9,432

SINA Corp. (a)(d)

4,763

511,594

Sohu.com, Inc. (a)

2,790

228,083

SPS Commerce, Inc. (a)

1,000

18,130

Stamps.com, Inc.

989

19,424

Support.com, Inc. (a)

3,686

9,178

TechTarget, Inc. (a)

3,566

22,787

TheStreet.com, Inc.

1,783

4,297

Travelzoo, Inc. (a)(d)

1,276

46,612

Tudou Holdings Ltd. ADR (d)

400

10,392

United Online, Inc.

7,238

39,230

ValueClick, Inc. (a)

5,761

88,143

Velti PLC (a)

3,700

35,002

VeriSign, Inc.

12,444

387,631

VistaPrint Ltd. (a)(d)

3,214

94,588

Vocus, Inc. (a)

1,536

33,070

Web.com, Inc. (a)

1,927

18,191

WebMD Health Corp. (a)

4,374

154,577

WebMediaBrands, Inc. (a)

1,459

1,313

Yahoo!, Inc. (a)

95,600

1,300,638

Yandex NV

9,677

299,697

Zillow, Inc. (a)

1,400

52,052

Zix Corp. (a)

5,859

19,921

 

22,605,878

IT Services - 2.1%

Acxiom Corp. (a)

6,095

66,862

Automatic Data Processing, Inc.

36,814

1,841,804

Cardtronics, Inc. (a)

3,515

87,031

Cass Information Systems, Inc.

716

25,905

China Information Technology, Inc. (a)(d)

3,300

4,422

Cognizant Technology Solutions Corp. Class A (a)

22,466

1,425,468

Computer Task Group, Inc. (a)

1,224

13,672

CSG Systems International, Inc. (a)

2,716

36,286

Dynamics Research Corp. (a)

900

8,865

Echo Global Logistics, Inc. (a)

1,882

26,348

Edgewater Technology, Inc. (a)

1,090

3,183

Euronet Worldwide, Inc. (a)

3,874

63,030

ExlService Holdings, Inc. (a)

2,333

60,541

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

IT Services - continued

Fiserv, Inc. (a)

10,500

$ 586,215

Forrester Research, Inc.

1,711

57,661

Hackett Group, Inc. (a)

3,105

11,768

hiSoft Technology International Ltd. ADR (a)

622

6,823

iGate Corp. (d)

4,208

47,214

Information Services Group, Inc. (a)

2,794

3,632

Infosys Ltd. sponsored ADR (d)

6,233

321,747

Innodata Isogen, Inc. (a)

1,720

4,919

Jack Henry & Associates, Inc.

6,368

186,200

Lionbridge Technologies, Inc. (a)

3,727

11,144

LML Payment Systems, Inc. (a)

2,787

8,305

ManTech International Corp. Class A

1,708

64,033

Mattersight Corp. (a)

1,970

10,540

NCI, Inc. Class A (a)

868

14,192

Ness Technologies, Inc. (a)

2,946

22,566

Newtek Business Services, Inc. (a)

1,293

1,694

Online Resources Corp. (a)

2,603

7,288

Paychex, Inc.

26,578

717,074

PFSweb, Inc. (a)

1,898

9,832

PRG-Schultz International, Inc. (a)

1,378

8,103

Rainmaker Systems, Inc. (a)

1,909

2,157

Sapient Corp.

10,011

107,418

ServiceSource International, Inc.

4,869

87,983

Syntel, Inc.

3,053

139,705

Teletech Holdings, Inc. (a)

4,183

74,206

Telvent GIT SA (a)(d)

2,525

101,631

Tier Technologies, Inc. Class B (a)

2,301

8,491

Virtusa Corp. (a)

2,080

32,802

Yucheng Technologies Ltd. (a)(d)

1,788

5,525

 

6,324,285

Office Electronics - 0.0%

Zebra Technologies Corp. Class A (a)

4,125

148,211

Semiconductors & Semiconductor Equipment - 7.8%

Actions Semiconductor Co. Ltd. ADR (a)

5,005

9,760

Advanced Analogic Technologies, Inc. (a)

3,735

22,410

Advanced Energy Industries, Inc. (a)

3,336

33,327

Aixtron AG sponsored ADR (d)

368

8,313

Alpha & Omega Semiconductor Ltd. (a)

1,448

12,771

Altera Corp.

23,742

863,971

Amkor Technology, Inc. (a)

14,975

65,141

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

Amtech Systems, Inc. (a)

792

$ 8,593

ANADIGICS, Inc. (a)

5,180

14,349

Applied Materials, Inc.

96,797

1,095,742

Applied Micro Circuits Corp. (a)

5,170

29,417

ARM Holdings PLC sponsored ADR

6,246

172,265

ASM International NV unit (d)

4,148

110,005

ASML Holding NV

8,443

297,785

Atmel Corp. (a)

33,773

307,672

ATMI, Inc. (a)

2,419

41,437

AuthenTec, Inc. (a)

4,640

13,456

Avago Technologies Ltd.

18,362

607,966

Axcelis Technologies, Inc. (a)

7,148

9,721

AXT, Inc. (a)

2,879

22,370

Broadcom Corp. Class A

35,567

1,267,964

Brooks Automation, Inc.

5,277

49,920

BTU International, Inc. (a)

667

3,829

Cabot Microelectronics Corp. (a)

1,767

70,256

Camtek Ltd. (a)

1,772

4,288

Canadian Solar, Inc. (a)(d)

3,257

21,952

Cascade Microtech, Inc. (a)

1,205

4,880

Cavium, Inc. (a)

3,518

113,244

Ceva, Inc. (a)

1,769

47,055

China Sunergy Co. Ltd. ADR (a)(d)

2,433

2,968

ChipMOS TECHNOLOGIES (Bermuda) Ltd. (a)

3,194

19,356

Cirrus Logic, Inc. (a)(d)

4,420

67,096

Cohu, Inc.

1,768

19,607

Cree, Inc. (a)(d)

8,057

261,289

Cymer, Inc. (a)

2,269

91,804

Cypress Semiconductor Corp.

12,518

198,285

Diodes, Inc. (a)

3,379

67,648

DSP Group, Inc. (a)

1,709

11,057

Energy Conversion Devices, Inc. (a)(d)

2,972

2,230

Entegris, Inc. (a)

10,164

76,433

Entropic Communications, Inc. (a)(d)

6,138

27,560

Exar Corp. (a)

3,484

21,113

Ezchip Semiconductor Ltd. (a)

2,049

65,875

First Solar, Inc. (a)(d)

6,333

633,173

FormFactor, Inc. (a)

3,771

29,753

FSI International, Inc. (a)

4,179

8,985

GSI Technology, Inc. (a)

2,209

11,111

GT Advanced Technologies, Inc. (a)

9,216

112,527

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

Hanwha Solarone Co. Ltd. (a)(d)

4,357

$ 17,079

Himax Technologies, Inc. sponsored ADR

6,926

9,489

Hittite Microwave Corp. (a)

2,327

126,403

Ikanos Communications, Inc. (a)

7,650

8,109

Integrated Device Technology, Inc. (a)

11,612

65,724

Integrated Silicon Solution, Inc. (a)

2,319

19,085

Intel Corp. (d)

392,056

7,892,087

Intersil Corp. Class A

9,498

106,663

IXYS Corp. (a)

2,709

32,508

JA Solar Holdings Co. Ltd. ADR (a)(d)

9,508

34,799

KLA-Tencor Corp.

12,300

451,164

Kopin Corp. (a)

4,804

18,159

Kulicke & Soffa Industries, Inc. (a)

5,205

45,284

Lam Research Corp. (a)

9,132

339,345

Lattice Semiconductor Corp. (a)

8,595

48,390

Linear Technology Corp.

16,659

476,947

LTX-Credence Corp. (a)

3,814

21,702

Marvell Technology Group Ltd. (a)

44,692

587,700

Mattson Technology, Inc. (a)

3,129

4,600

Maxim Integrated Products, Inc.

21,738

501,061

Mellanox Technologies Ltd. (a)

2,648

77,984

MEMSIC, Inc. (a)

1,776

4,991

Micrel, Inc.

4,977

50,317

Microchip Technology, Inc. (d)

13,984

458,955

Micron Technology, Inc. (a)

74,280

438,995

Microsemi Corp. (a)

6,455

100,246

Mindspeed Technologies, Inc. (a)

2,073

12,023

MIPS Technologies, Inc. (a)

3,771

21,118

MKS Instruments, Inc.

3,921

91,046

Monolithic Power Systems, Inc. (a)

2,721

34,366

MoSys, Inc. (a)

2,523

10,092

Nanometrics, Inc. (a)

1,596

25,360

Netlogic Microsystems, Inc. (a)

5,092

152,862

Nova Measuring Instruments Ltd. (a)

2,306

15,727

Novellus Systems, Inc. (a)

5,062

141,584

NVE Corp. (a)

362

23,914

NVIDIA Corp. (a)

44,080

586,705

NXP Semiconductors NV

18,411

299,915

O2Micro International Ltd. sponsored ADR (a)

3,450

15,974

Omnivision Technologies, Inc. (a)

4,352

80,077

ON Semiconductor Corp. (a)

32,848

238,805

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

PDF Solutions, Inc. (a)

2,091

$ 10,518

Pericom Semiconductor Corp. (a)

2,086

16,229

Photronics, Inc. (a)

4,347

28,169

Pixelworks, Inc. (a)

3,092

7,328

PLX Technology, Inc. (a)

3,185

10,065

PMC-Sierra, Inc. (a)

17,420

106,088

Power Integrations, Inc.

2,234

71,801

QuickLogic Corp. (a)(d)

4,310

12,284

Rambus, Inc. (a)

7,887

91,568

Ramtron International Corp. (a)

3,073

7,068

RDA Microelectronics, Inc. sponsored ADR (d)

650

6,175

RF Micro Devices, Inc. (a)

20,648

128,224

Rubicon Technology, Inc. (a)

1,682

21,673

Rudolph Technologies, Inc. (a)

2,269

15,452

SemiLEDs Corp. (d)

2,000

10,300

Semtech Corp. (a)

4,813

102,661

Sigma Designs, Inc. (a)

2,862

23,068

Silicon Image, Inc. (a)

6,374

33,973

Silicon Laboratories, Inc. (a)

3,317

114,669

Silicon Motion Technology Corp. sponsored ADR (a)

2,572

27,649

Siliconware Precision Industries Co. Ltd. sponsored ADR

9,531

43,747

Skyworks Solutions, Inc. (a)

13,717

282,982

Spreadtrum Communications, Inc. ADR

3,188

56,332

Standard Microsystems Corp. (a)

1,802

37,878

SunPower Corp.:

Class A (a)(d)

4,505

63,521

Class B (a)

3,117

36,936

Supertex, Inc. (a)

1,164

22,710

Tessera Technologies, Inc. (a)

3,863

54,391

Tower Semiconductor Ltd. (a)(d)

26,107

20,316

TranSwitch Corp. (a)

1,874

5,341

Trident Microsystems, Inc. (a)

15,927

6,610

TriQuint Semiconductor, Inc. (a)

12,296

93,204

Ultra Clean Holdings, Inc. (a)

1,865

10,500

Ultratech, Inc. (a)

2,009

41,024

Varian Semiconductor Equipment Associates, Inc. (a)

5,535

339,212

Veeco Instruments, Inc. (a)(d)

3,017

109,698

Vimicro International Corp. sponsored ADR (a)

1,883

2,956

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

Volterra Semiconductor Corp. (a)

1,860

$ 37,665

Xilinx, Inc.

19,477

606,514

 

23,461,582

Software - 14.0%

Accelrys, Inc. (a)

4,219

27,424

ACI Worldwide, Inc. (a)

2,533

75,762

Activision Blizzard, Inc.

84,645

1,002,197

Actuate Corp. (a)

3,000

19,110

Adobe Systems, Inc. (a)

37,073

935,723

Advent Software, Inc. (a)

4,059

94,128

Allot Communications Ltd. (a)

1,680

21,638

American Software, Inc. Class A

2,162

17,469

ANSYS, Inc. (a)

6,775

365,715

Ariba, Inc. (a)

7,261

196,991

AsiaInfo-Linkage, Inc. (a)(d)

5,632

64,430

Aspen Technology, Inc. (a)

7,214

121,123

Authentidate Holding Corp. (a)

3,564

2,958

Autodesk, Inc. (a)

16,850

475,170

AutoNavi Holdings Ltd. ADR (a)

967

14,679

Blackbaud, Inc.

3,406

85,286

Blackboard, Inc. (a)

2,607

110,041

BluePhoenix Solutions Ltd. (a)(d)

1,138

1,135

BMC Software, Inc. (a)

12,952

525,981

Bottomline Technologies, Inc. (a)

2,582

59,309

BroadSoft, Inc. (a)

2,000

60,500

CA, Inc.

36,959

775,769

Cadence Design Systems, Inc. (a)

19,613

181,224

Callidus Software, Inc. (a)

2,708

13,107

CDC Corp. Class A (a)

2,515

3,320

Changyou.com Ltd. (A Shares) ADR (a)(d)

656

26,935

Check Point Software Technologies Ltd. (a)

15,388

837,723

China CGame, Inc. (a)

600

414

China TransInfo Technlgy Corp. (a)(d)

1,285

4,716

Cinedigm Digital Cinema Corp. (a)

4,170

5,963

Citrix Systems, Inc. (a)

13,845

836,653

ClickSoftware Technologies Ltd.

2,678

23,513

CommVault Systems, Inc. (a)

3,318

112,513

Compuware Corp. (a)

15,897

134,489

Concur Technologies, Inc. (a)

4,005

167,489

Convio, Inc. (a)

1,400

12,908

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Deltek, Inc. (a)(d)

5,101

$ 33,667

DemandTec, Inc. (a)

2,883

18,970

Descartes Systems Group, Inc. (a)

5,283

33,450

Digimarc Corp. (a)

697

23,287

ebix.com, Inc. (a)(d)

2,948

48,288

Electronic Arts, Inc. (a)

24,318

549,100

EPIQ Systems, Inc.

2,750

34,430

ePlus, Inc. (a)

1,018

25,613

Evolving Systems, Inc.

1,208

8,154

FalconStor Software, Inc. (a)

4,107

13,430

Fortinet, Inc. (a)

11,054

211,463

Fundtech Ltd.

1,244

21,123

Glu Mobile, Inc. (a)

4,837

14,753

Gravity Co. Ltd. sponsored ADR (a)

3,519

5,560

Guidance Software, Inc. (a)

2,847

17,936

Informatica Corp. (a)

7,784

325,216

Interactive Intelligence Group, Inc. (a)

1,472

47,575

Intuit, Inc.

22,270

1,098,579

JDA Software Group, Inc. (a)

3,179

83,957

Kenexa Corp. (a)

2,074

43,658

KongZhong Corp. sponsored ADR (a)

1,876

8,086

Magic Software Enterprises Ltd. (a)(d)

2,459

10,992

Magma Design Automation, Inc. (a)

4,785

24,356

Majesco Entertainment Co. (a)(d)

3,390

8,306

Manhattan Associates, Inc. (a)

1,715

61,208

Mentor Graphics Corp. (a)

8,512

95,249

MICROS Systems, Inc. (a)

5,962

284,149

Microsoft Corp.

624,045

16,599,597

MicroStrategy, Inc. Class A (a)

612

75,203

Mitek Systems, Inc. (a)(d)

1,600

17,520

Monotype Imaging Holdings, Inc. (a)

2,633

30,832

Motricity, Inc. (a)(d)

3,200

7,456

Net 1 UEPS Technologies, Inc. (a)

3,713

24,172

NetScout Systems, Inc. (a)

3,314

45,733

NetSol Technologies, Inc. (a)

5,254

4,907

Nice Systems Ltd. sponsored ADR (a)

2,614

81,583

Nuance Communications, Inc. (a)

22,409

415,911

Opnet Technologies, Inc.

1,706

58,857

Oracle Corp.

374,589

10,514,713

Parametric Technology Corp. (a)

8,612

155,016

Pegasystems, Inc.

2,750

111,128

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Perfect World Co. Ltd. sponsored ADR Class B (a)

3,211

$ 68,940

Pervasive Software, Inc. (a)

1,282

8,423

Progress Software Corp. (a)

5,103

106,295

QAD, Inc.:

Class A

1,432

16,411

Class B

472

4,847

QLIK Technologies, Inc. (a)

5,953

151,087

Quest Software, Inc. (a)

6,696

115,372

RealPage, Inc.

5,216

108,597

Renaissance Learning, Inc.

2,180

33,921

Retalix Ltd. (a)

1,817

24,039

Rovi Corp. (a)

8,354

408,427

S1 Corp. (a)

3,933

36,144

Shanda Games Ltd. sponsored ADR (a)

6,211

34,968

Shanda Interactive Entertainment Ltd. sponsored ADR (a)(d)

1,622

55,375

Smith Micro Software, Inc. (a)

2,943

5,562

Sonic Foundry, Inc. (a)

478

5,392

Sourcefire, Inc. (a)

2,245

62,007

SRS Labs, Inc. (a)

1,406

11,585

SS&C Technologies Holdings, Inc. (a)

5,826

96,071

Symantec Corp. (a)

55,157

945,943

Synchronoss Technologies, Inc. (a)

2,905

78,900

Synopsys, Inc. (a)

10,740

277,951

Take-Two Interactive Software, Inc. (a)

6,453

85,309

Taleo Corp. Class A (a)

3,137

80,966

Tangoe, Inc. (a)

2,651

29,347

TeleCommunication Systems, Inc. Class A (a)

4,258

16,138

TeleNav, Inc. (a)

3,300

30,525

The9 Ltd. sponsored ADR (a)(d)

1,168

5,583

THQ, Inc. (a)

5,677

11,070

TIBCO Software, Inc. (a)

12,260

274,379

TigerLogic Corp. (a)

4,013

11,959

TiVo, Inc. (a)

9,122

96,693

Trunkbow International Holdings Ltd. (a)(d)

2,500

7,400

Ultimate Software Group, Inc. (a)

1,985

100,421

Vasco Data Security International, Inc. (a)

3,123

22,205

Verint Systems, Inc. (a)

2,866

81,910

Versant Corp. (a)

349

3,979

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Wave Systems Corp. Class A (a)(d)

5,662

$ 13,023

Websense, Inc. (a)

3,069

63,129

 

42,296,981

TOTAL INFORMATION TECHNOLOGY

148,148,869

MATERIALS - 1.1%

Chemicals - 0.4%

A. Schulman, Inc.

2,257

41,168

ADA-ES, Inc. (a)

693

10,527

American Pacific Corp. (a)

617

4,566

Ampal-American Israel Corp. Class A (a)

2,681

1,233

Arabian American Development Co. (a)

2,565

10,209

Balchem Corp.

2,160

89,208

Cereplast, Inc. (a)(d)

820

2,690

Fuwei Films Holdings Co. Ltd. (a)

926

2,435

Hawkins, Inc.

781

28,311

Innophos Holdings, Inc.

1,584

65,910

Innospec, Inc. (a)

1,775

48,014

Keyuan Petrochemicals, Inc.

4,400

19,246

KMG Chemicals, Inc.

1,079

16,314

Landec Corp. (a)

2,417

14,381

Material Sciences Corp. (a)

1,000

7,010

Methanex Corp.

6,797

176,380

Nanophase Technologies Corp. (a)

626

557

Penford Corp. (a)

697

3,834

Senomyx, Inc. (a)

3,104

13,254

Sigma Aldrich Corp.

8,990

578,866

TPC Group, Inc. (a)

1,300

41,470

Yongye International, Inc. (a)(d)

4,112

20,642

Zoltek Companies, Inc. (a)

2,884

25,379

 

1,221,604

Construction Materials - 0.0%

China Advanced Construction Materials Group, Inc. (a)(d)

1,617

2,959

United States Lime & Minerals, Inc. (a)

477

20,191

 

23,150

Containers & Packaging - 0.1%

AEP Industries, Inc. (a)

553

15,036

Silgan Holdings, Inc.

5,158

195,643

 

210,679

Common Stocks - continued

Shares

Value

MATERIALS - continued

Metals & Mining - 0.6%

Century Aluminum Co. (a)

7,076

$ 86,115

China Gerui Adv Mat Group Ltd. (a)(d)

3,220

12,172

China Natural Resources, Inc. (a)(d)

1,718

20,341

China Precision Steel, Inc. (a)(d)

3,260

2,770

DRDGOLD Ltd. sponsored ADR (d)

2,313

12,444

Globe Specialty Metals, Inc.

5,615

94,051

Gulf Resources, Inc. (a)(d)

3,255

5,989

Haynes International, Inc.

903

52,401

Horsehead Holding Corp. (a)

3,155

32,339

Kaiser Aluminum Corp.

1,455

75,471

Olympic Steel, Inc.

918

19,021

Pan American Silver Corp.

8,015

262,411

Qiao Xing Universal Telephone, Inc. (a)(d)

7,786

8,487

Randgold Resources Ltd. sponsored ADR

4,430

467,587

Royal Gold, Inc.

4,003

306,950

Schnitzer Steel Inds, Inc. Class A

1,840

83,794

Silver Standard Resources, Inc. (a)

5,917

167,865

SinoCoking Coal and Coke Chemical Industries, Inc. (a)

1,300

4,940

Steel Dynamics, Inc.

15,927

202,751

Sutor Technology Group Ltd. (a)(d)

5,943

7,250

Universal Stainless & Alloy Products, Inc. (a)

559

18,386

US Energy Corp. (a)(d)

3,179

8,965

 

1,952,500

Paper & Forest Products - 0.0%

Mercer International, Inc. (SBI) (a)

4,130

39,359

Pope Resources, Inc. LP

396

17,178

 

56,537

TOTAL MATERIALS

3,464,470

TELECOMMUNICATION SERVICES - 1.5%

Diversified Telecommunication Services - 0.6%

012 Smile.Communications Ltd. (d)

2,234

44,434

8x8, Inc. (a)(d)

4,944

21,408

Alaska Communication Systems Group, Inc. (d)

3,895

29,602

Atlantic Tele-Network, Inc.

1,335

44,322

Boingo Wireless, Inc.

2,518

22,033

Cbeyond, Inc. (a)

2,266

21,051

City Telecom (HK) Ltd. sponsored ADR

671

6,576

Cogent Communications Group, Inc. (a)

3,394

48,127

Common Stocks - continued

Shares

Value

TELECOMMUNICATION SERVICES - continued

Diversified Telecommunication Services - continued

Consolidated Communications Holdings, Inc.

2,653

$ 50,699

FairPoint Communications, Inc. (a)(d)

1,850

11,859

General Communications, Inc. Class A (a)

3,238

28,753

Global Crossing Ltd. (a)

4,607

131,069

Globalstar, Inc. (a)(d)

22,812

18,667

Hawaiian Telcom Holdco, Inc. (a)(d)

740

14,985

HickoryTech Corp.

1,808

17,266

Iridium Communications, Inc. (a)

5,293

39,115

Level 3 Communications, Inc. (a)(d)

126,039

226,870

Neutral Tandem, Inc. (a)

2,667

31,711

PAETEC Holding Corp. (a)

10,485

58,821

SureWest Communications

1,410

16,356

Telefonos de Mexico SA de CV Series A sponsored ADR

257

4,372

Towerstream Corp. (a)(d)

3,771

14,028

tw telecom, inc. (a)

11,177

215,604

VocalTec Communications Ltd. (a)

850

17,425

Warwick Valley Telephone Co.

1,019

13,970

Windstream Corp.

37,386

474,802

 

1,623,925

Wireless Telecommunication Services - 0.9%

America Movil SAB de CV Series A sponsored ADR (d)

968

24,510

Clearwire Corp. Class A (a)(d)

18,525

59,465

FiberTower Corp. (a)(d)

5,318

6,328

Leap Wireless International, Inc. (a)

5,982

54,077

Linktone Ltd. sponsored ADR (a)

452

416

NII Holdings, Inc. (a)

12,436

479,159

NTELOS Holdings Corp.

3,307

64,983

Partner Communications Co. Ltd. ADR

1,446

15,790

Pendrell Corp. (a)(d)

14,775

33,096

SBA Communications Corp. Class A (a)

8,404

317,587

Shenandoah Telecommunications Co.

1,983

27,227

USA Mobility, Inc.

1,749

26,532

Vodafone Group PLC sponsored ADR

64,042

1,686,866

 

2,796,036

TOTAL TELECOMMUNICATION SERVICES

4,419,961

Common Stocks - continued

Shares

Value

UTILITIES - 0.1%

Electric Utilities - 0.1%

MGE Energy, Inc.

1,609

$ 67,819

Otter Tail Corp. (d)

2,841

58,411

 

126,230

Gas Utilities - 0.0%

China Natural Gas, Inc. (a)(d)

1,300

3,185

Delta Natural Gas Co., Inc.

605

20,376

 

23,561

Independent Power Producers & Energy Traders - 0.0%

Synthesis Energy Systems, Inc. (a)(d)

3,632

6,211

Water Utilities - 0.0%

Artesian Resources Corp. Class A

433

7,889

Cadiz, Inc. (a)(d)

828

8,330

Connecticut Water Service, Inc.

871

23,134

Consolidated Water Co., Inc.

1,157

9,430

Middlesex Water Co.

1,342

24,411

Pure Cycle Corp. (a)

3,377

9,996

Tri-Tech Holding, Inc. (a)

664

2,835

York Water Co.

1,176

20,968

 

106,993

TOTAL UTILITIES

262,995

TOTAL COMMON STOCKS

(Cost $221,782,961)

287,897,821

U.S. Treasury Obligations - 0.4%

 

Principal Amount

 

U.S. Treasury Bills, yield at date of purchase 0.03% to 0.1% 9/29/11 to 3/8/12 (e)
(Cost $1,199,821)

$ 1,200,000

1,199,928

Money Market Funds - 10.0%

Shares

Value

Fidelity Cash Central Fund, 0.11% (b)

10,889,603

$ 10,889,603

Fidelity Securities Lending Cash Central Fund, 0.12% (b)(c)

19,175,774

19,175,774

TOTAL MONEY MARKET FUNDS

(Cost $30,065,377)

30,065,377

TOTAL INVESTMENT PORTFOLIO - 106.0%

(Cost $253,048,159)

319,163,126

NET OTHER ASSETS (LIABILITIES) - (6.0)%

(18,205,312)

NET ASSETS - 100%

$ 300,957,814

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/
(Depreciation)

Purchased

Equity Index Contracts

288 CME E-mini NASDAQ 100 Index Contracts

Sept. 2011

$ 12,906,720

$ 300,837

 

The face value of futures purchased as a percentage of net assets is 4.3%

Legend

(a) Non-income producing

(b) 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. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(c) Investment made with cash collateral received from securities on loan.

(d) Security or a portion of the security is on loan at period end.

(e) 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 $1,149,935.

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

$ 9,239

Fidelity Securities Lending Cash Central Fund

306,688

Total

$ 315,927

Other Information

The following is a summary of the inputs used, as of August 31, 2011, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the tables below, please refer to the Investment Valuation section at the end of this listing.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 48,694,637

$ 48,678,838

$ -

$ 15,799

Consumer Staples

7,393,518

7,393,518

-

-

Energy

4,790,532

4,788,664

-

1,868

Financials

19,774,539

19,774,539

-

-

Health Care

36,984,854

36,984,854

-

-

Industrials

13,963,446

13,958,172

-

5,274

Information Technology

148,148,869

148,148,869

-

-

Materials

3,464,470

3,445,224

-

19,246

Telecommunication Services

4,419,961

4,419,961

-

-

Utilities

262,995

262,995

-

-

U.S. Government and Government Agency Obligations

1,199,928

-

1,199,928

-

Money Market Funds

30,065,377

30,065,377

-

-

Total Investments in Securities:

$ 319,163,126

$ 317,921,011

$ 1,199,928

$ 42,187

Derivative Instruments:

Assets

Futures Contracts

$ 300,837

$ 300,837

$ -

$ -

The following is a reconciliation of Investments in Securities for which Level 3 inputs were used in determining value:

Investments in Securities:

Beginning Balance

$ 15,872

Total Realized Gain (Loss)

77,792

Total Unrealized Gain (Loss)

(147,293)

Cost of Purchases

41,989

Proceeds of Sales

(235,233)

Amortization/Accretion

-

Transfers in to Level 3

289,060

Transfers out of Level 3

-

Ending Balance

$ 42,187

The change in unrealized gain (loss) for the period attributable to Level 3 securities held at August 31, 2011

$ (162,831)

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 represent the beginning value of any Security or Instrument where a change in the pricing level occurred from the beginning to the end of the period. The cost of purchases and the proceeds of sales may include securities received or delivered through corporate actions or exchanges.

Income Tax Information

At August 31, 2011, the cost of investment securities for income tax purposes was $254,151,261. Net unrealized appreciation aggregated $65,011,865, of which $98,416,771 related to appreciated investment securities and $33,404,906 related to depreciated investment securities.

Investment Valuation

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund uses independent pricing services approved by the Board of Trustees to value its investments. 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 market or security specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The value used for net asset value calculation under these procedures may differ from published prices for the same securities. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments. Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.). Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by an independent pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when significant market or security specific events arise, comparisons to the valuation of American Depositary Receipts, futures contracts, Exchange-traded funds (ETFs) and certain indexes as well as quoted prices for similar securities are used and are categorized as Level 2 in the hierarchy in these circumstances. Utilizing these techniques may result in transfers between Level 1 and Level 2. For restricted equity securities and private placements where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from independent pricing services or from dealers who make markets in such securities. For U.S. government and government agency obligations, pricing services utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type as well as dealer supplied prices and are generally categorized as Level 2 in the hierarchy.

When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing matrices which consider similar factors that would be used by independent pricing services. These are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.

For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

Quarterly Report

The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please

see the fund's most recent prospectus and annual report.

Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC

or an affiliate.

Quarterly Report

Quarterly Holdings Report

for

Fidelity ® Nasdaq Composite Index Tracking Stock

August 31, 2011 

1.805775.107

ETF-QTLY-1011

Investments August 31, 2011 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.7%

Shares

Value

CONSUMER DISCRETIONARY - 17.0%

Auto Components - 0.2%

Amerigon, Inc. (a)

1,126

$ 15,055

Ballard Power Systems, Inc. (a)

4,911

6,721

China Automotive Systems, Inc. (a)(d)

976

4,890

China XD Plastics Co. Ltd. (a)(d)

1,500

7,965

Dorman Products, Inc. (a)

813

26,301

Exide Technologies (a)

2,941

16,587

Federal-Mogul Corp. Class A (a)

3,831

68,039

Fuel Systems Solutions, Inc. (a)

788

16,650

Gentex Corp.

5,425

140,752

Quantum Fuel Systems Technologies Worldwide, Inc. (a)

365

1,208

Shiloh Industries, Inc.

795

8,037

SORL Auto Parts, Inc. (a)

706

2,436

Spartan Motors, Inc.

1,617

7,406

Wonder Auto Technology, Inc. (a)(d)

1,326

7,187

 

329,234

Automobiles - 0.1%

Kandi Technologies Corp. (a)(d)

1,230

3,161

Tesla Motors, Inc. (a)(d)

3,525

87,209

 

90,370

Distributors - 0.2%

Audiovox Corp. Class A (a)

1,512

9,692

Core-Mark Holding Co., Inc. (a)

470

16,694

LKQ Corp. (a)

5,616

143,770

Pool Corp.

1,926

49,941

Weyco Group, Inc.

600

13,650

 

233,747

Diversified Consumer Services - 0.5%

American Public Education, Inc. (a)

786

32,399

Apollo Group, Inc. Class A (non-vtg.) (a)

5,838

273,364

Archipelago Learning, Inc. (a)

1,052

9,773

Ascent Capital Group, Inc. (a)

730

34,967

Cambium Learning Group, Inc. (a)

1,422

4,252

Capella Education Co. (a)

696

22,258

Career Education Corp. (a)

3,323

56,391

ChinaCast Education Corp. (a)(d)

1,400

6,174

Coinstar, Inc. (a)

1,281

58,401

Corinthian Colleges, Inc. (a)(d)

3,336

7,339

Education Management Corp. (a)(d)

5,400

84,942

Global Education & Technology Group Ltd. ADR (a)

330

1,676

Grand Canyon Education, Inc. (a)

1,755

27,290

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Diversified Consumer Services - continued

Learning Tree International, Inc.

981

$ 9,516

Lincoln Educational Services Corp.

1,060

10,420

Matthews International Corp. Class A

1,320

44,101

National American University Holdings, Inc.

744

6,532

Princeton Review, Inc. (a)

1,131

205

Steiner Leisure Ltd. (a)

630

25,131

Stewart Enterprises, Inc. Class A

4,161

25,216

StoneMor Partners LP

522

14,992

Strayer Education, Inc.

538

50,922

 

806,261

Hotels, Restaurants & Leisure - 2.3%

AFC Enterprises, Inc. (a)

1,036

13,458

Ambassadors Group, Inc.

986

7,494

Ameristar Casinos, Inc.

1,185

22,124

Asia Entertainment & Resources Ltd.

1,500

11,565

Benihana, Inc. (a)

136

1,107

Benihana, Inc. Class A (sub. vtg.) (a)

256

2,076

BJ's Restaurants, Inc. (a)

1,200

55,404

Bob Evans Farms, Inc.

1,335

42,400

Bravo Brio Restaurant Group, Inc.

500

10,375

Buffalo Wild Wings, Inc. (a)

636

39,197

Caribou Coffee Co., Inc. (a)

636

9,661

Carrols Restaurant Group, Inc. (a)

690

6,376

Century Casinos, Inc. (a)

1,051

2,932

China Lodging Group Ltd. ADR (a)(d)

1,680

27,905

Churchill Downs, Inc.

808

35,374

Cosi, Inc. (a)

2,856

1,999

Cracker Barrel Old Country Store, Inc.

891

37,743

Ctrip.com International Ltd. sponsored ADR (a)

5,723

238,764

Denny's Corp. (a)

5,491

20,811

Dunkin' Brands Group, Inc. (a)(d)

5,009

131,937

Einstein Noah Restaurant Group, Inc.

801

11,991

eLong, Inc. sponsored ADR (a)

864

15,664

Empire Resorts, Inc. (a)

1,786

1,411

Gaming Partners International Corp.

405

2,997

Great Wolf Resorts, Inc. (a)

1,656

4,703

Home Inns & Hotels Management, Inc. sponsored ADR (a)

1,000

38,240

International Speedway Corp. Class A

1,079

27,148

Interval Leisure Group, Inc. (a)

1,956

24,646

Isle of Capri Casinos, Inc. (a)

1,311

8,574

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Hotels, Restaurants & Leisure - continued

Jack in the Box, Inc. (a)

1,994

$ 41,415

Jamba, Inc. (a)

2,631

4,631

Lakes Entertainment, Inc. (a)

1,276

3,101

McCormick & Schmick's Seafood Restaurants (a)

786

4,905

Melco PBL Entertainment (Macau) Ltd. sponsored ADR (a)

6,671

86,723

Monarch Casino & Resort, Inc. (a)

976

9,926

Morgans Hotel Group Co. (a)

1,296

8,904

MTR Gaming Group, Inc. (a)

1,590

3,975

Multimedia Games Holdng Co., Inc. (a)

1,111

5,477

O'Charleys, Inc. (a)

1,021

5,738

P.F. Chang's China Bistro, Inc.

911

27,458

Panera Bread Co. Class A (a)

1,154

132,883

Papa John's International, Inc. (a)

1,100

32,725

Peet's Coffee & Tea, Inc. (a)

509

29,649

Penn National Gaming, Inc. (a)

3,230

128,586

Premier Exhibitions, Inc. (a)

1,531

2,526

Red Robin Gourmet Burgers, Inc. (a)

795

24,804

Rick's Cabaret International, Inc. (a)

546

3,904

Ruth's Hospitality Group, Inc. (a)

1,954

10,337

Scientific Games Corp. Class A (a)

3,891

34,319

Shuffle Master, Inc. (a)

2,856

25,304

Sonic Corp. (a)

2,295

21,275

Starbucks Corp.

29,000

1,119,980

Texas Roadhouse, Inc. Class A

2,651

37,909

The Cheesecake Factory, Inc. (a)

2,354

64,617

Town Sports International Holdings, Inc. (a)

1,156

8,682

Wynn Resorts Ltd.

4,801

742,811

 

3,476,640

Household Durables - 0.3%

Bassett Furniture Industries, Inc.

831

6,233

Cavco Industries, Inc. (a)

221

8,038

Deer Consumer Products, Inc. (d)

2,835

15,536

Dixie Group, Inc. (a)

511

1,886

Flexsteel Industries, Inc.

324

5,080

Garmin Ltd. (d)

8,015

268,743

Helen of Troy Ltd. (a)

1,061

31,851

Hooker Furniture Corp.

791

7,159

iRobot Corp. (a)

926

25,761

Lifetime Brands, Inc.

540

5,724

SGOCO Technology Ltd. (a)

500

1,550

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Household Durables - continued

Skullcandy, Inc. (a)

844

$ 13,960

SodaStream International Ltd.

812

28,785

Stanley Furniture Co., Inc. (a)

1,191

4,109

Universal Electronics, Inc. (a)

671

13,058

Zagg, Inc. (a)(d)

2,101

31,578

 

469,051

Internet & Catalog Retail - 4.2%

1-800-FLOWERS.com, Inc. Class A (a)

1,800

4,482

Amazon.com, Inc. (a)

17,686

3,807,619

Bidz.com, Inc. (a)

966

599

Blue Nile, Inc. (a)(d)

666

25,861

dELiA*s, Inc. (a)

1,231

1,896

Expedia, Inc.

10,075

305,373

Gaiam, Inc. Class A

826

3,089

Geeknet, Inc. (a)

322

6,791

HomeAway, Inc.

2,900

121,336

HSN, Inc. (a)

2,103

67,590

Liberty Media Corp. Interactive Series A (a)

22,969

363,370

MakeMyTrip Ltd. (d)

1,383

26,277

Mecox Lane Ltd. ADR

420

848

Netflix, Inc. (a)

2,055

482,946

NutriSystem, Inc.

1,365

17,458

Overstock.com, Inc. (a)

971

10,166

PetMed Express, Inc.

1,226

12,419

Priceline.com, Inc. (a)

1,922

1,032,614

Shutterfly, Inc. (a)

1,371

73,568

US Auto Parts Network, Inc. (a)

1,216

7,685

ValueVision Media, Inc. Class A (a)

1,606

6,087

Vitacost.com, Inc. (a)

1,100

5,247

 

6,383,321

Leisure Equipment & Products - 0.4%

Arctic Cat, Inc. (a)

780

12,230

Black Diamond, Inc. (a)

810

6,245

Hasbro, Inc.

5,300

205,322

JAKKS Pacific, Inc.

1,086

18,462

Mattel, Inc.

14,010

376,449

Smith & Wesson Holding Corp. (a)

2,189

7,158

Summer Infant, Inc. (a)

940

6,571

 

632,437

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Media - 5.7%

AirMedia Group, Inc. ADR (a)

2,088

$ 5,638

AMC Networks, Inc. Class A

2,200

81,400

Beasley Broadcast Group, Inc. Class A (a)

961

3,902

Bona Film Group Ltd. sponsored ADR

400

1,904

Carmike Cinemas, Inc. (a)

600

4,248

Central European Media Enterprises Ltd. Class A (a)(d)

2,189

28,151

Charter Communications, Inc. Class A (a)

4,300

214,484

China Yida Holding Co. (a)

803

2,819

ChinaNet Online Holdings, Inc. (a)

700

805

Comcast Corp.:

Class A

81,524

1,753,581

Class A (special) (non-vtg.)

26,291

556,318

Crown Media Holdings, Inc. Class A (a)(d)

13,065

17,246

CTC Media, Inc.

6,015

94,736

Cumulus Media, Inc. Class A (a)(d)

2,040

5,488

Daily Journal Corp. (a)

40

2,800

DIRECTV (a)

30,159

1,326,091

Discovery Communications, Inc. (a)

5,517

233,259

Discovery Communications, Inc. Class C (non-vtg.) (a)

5,438

214,855

DISH Network Corp. Class A (a)

8,153

202,684

DreamWorks Animation SKG, Inc. Class A (a)

2,951

62,325

Emmis Communications Corp. Class A (a)

8,610

6,544

Fisher Communications, Inc. (a)

375

9,941

Focus Media Holding Ltd. ADR (a)

5,085

159,466

Global Sources Ltd. (a)

1,719

14,061

Global Traffic Network, Inc. (a)

576

8,064

Harris Interactive, Inc. (a)

2,721

1,749

Insignia Systems, Inc.

2,760

9,301

interCLICK, Inc. (a)

645

3,728

Knology, Inc. (a)

1,497

20,404

Lamar Advertising Co. Class A (a)

3,066

64,110

Liberty Global, Inc.:

Class A (a)

5,900

238,301

Class B (a)

206

8,586

Class C (a)

4,833

186,505

Liberty Media Corp.:

Capital Series A (a)

3,001

214,001

Starz Series A (a)

1,986

136,776

LodgeNet Entertainment Corp. (a)(d)

1,156

2,150

Madison Square Garden Co. Class A (a)

2,409

58,201

MDC Partners, Inc. Class A (sub. vtg.)

1,636

26,094

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Media - continued

Morningstar, Inc.

1,903

$ 113,533

National CineMedia, Inc.

2,100

29,757

Navarre Corp. (a)

1,456

2,592

New Frontier Media, Inc. (a)

1,456

1,820

News Corp.:

Class A

70,969

1,225,635

Class B

31,125

540,953

Nexstar Broadcasting Group, Inc. Class A (a)

1,349

8,229

Outdoor Channel Holdings, Inc.

1,002

6,904

Private Media Group, Inc. (a)

786

550

Radio One, Inc. Class D (non-vtg.) (a)

5,549

7,935

ReachLocal, Inc. (a)

1,032

15,016

Rentrak Corp. (a)

486

6,955

RRSat Global Communications Network Ltd.

906

5,400

Salem Communications Corp. Class A

702

1,762

Scholastic Corp.

1,400

38,864

Sinclair Broadcast Group, Inc. Class A

1,914

14,948

Sirius XM Radio, Inc. (a)(d)

155,000

279,000

Spanish Broadcasting System, Inc. Class A (a)

162

517

SuperMedia, Inc. (a)

550

1,166

Value Line, Inc.

450

5,495

Virgin Media, Inc.

12,500

317,000

VisionChina Media, Inc. ADR (a)(d)

3,138

5,868

Westwood One, Inc. (a)(d)

795

4,492

WPP PLC sponsored ADR

510

26,709

 

8,641,816

Multiline Retail - 0.4%

Dollar Tree, Inc. (a)

4,893

349,458

Fred's, Inc. Class A

1,836

21,022

Gordmans Stores, Inc.

821

12,233

Sears Holdings Corp. (a)(d)

4,300

257,527

The Bon-Ton Stores, Inc.

511

3,582

Tuesday Morning Corp. (a)

1,641

6,548

 

650,370

Specialty Retail - 2.0%

A.C. Moore Arts & Crafts, Inc. (a)

871

1,080

America's Car Mart, Inc. (a)

495

14,875

Ascena Retail Group, Inc. (a)

3,090

87,818

AutoChina International Ltd. (a)(d)

677

16,248

bebe Stores, Inc.

3,505

24,044

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Specialty Retail - continued

Bed Bath & Beyond, Inc. (a)

9,850

$ 560,071

Big 5 Sporting Goods Corp.

1,041

7,735

Body Central Corp.

650

11,278

Books-A-Million, Inc.

771

2,012

Cache, Inc. (a)

691

3,835

Casual Male Retail Group, Inc. (a)

2,259

9,420

Charming Shoppes, Inc. (a)

5,121

16,234

Citi Trends, Inc. (a)

615

7,171

Coldwater Creek, Inc. (a)

3,396

3,600

Conn's, Inc. (a)

1,091

6,251

Cost Plus, Inc. (a)

841

6,535

Destination Maternity Corp.

476

6,688

Finish Line, Inc. Class A

1,876

37,708

Francescas Holdings Corp. (a)

1,716

39,348

Golfsmith International Holdings, Inc. (a)

570

1,778

Hibbett Sports, Inc. (a)

1,161

43,491

Hot Topic, Inc.

1,891

15,657

Jos. A. Bank Clothiers, Inc. (a)

960

49,200

Kirkland's, Inc. (a)

931

8,621

Monro Muffler Brake, Inc.

1,177

46,527

O'Reilly Automotive, Inc. (a)

5,409

350,936

Pacific Sunwear of California, Inc. (a)

2,790

4,325

PetSmart, Inc.

4,688

197,740

Rent-A-Center, Inc.

2,661

74,987

Ross Stores, Inc.

4,742

362,882

rue21, Inc. (a)

1,041

26,087

Select Comfort Corp. (a)

2,041

32,411

Shoe Carnival, Inc. (a)

477

12,073

Staples, Inc.

28,200

415,668

Stein Mart, Inc.

1,770

12,532

Tandy Leather Factory, Inc. (a)

422

2,026

The Children's Place Retail Stores, Inc. (a)

873

37,469

Tractor Supply Co.

2,820

173,063

Trans World Entertainment Corp. (a)

2,931

5,950

Ulta Salon, Cosmetics & Fragrance, Inc. (a)

2,339

138,188

Urban Outfitters, Inc. (a)

6,403

167,599

West Marine, Inc. (a)

916

8,656

Wet Seal, Inc. Class A (a)

4,042

20,372

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Specialty Retail - continued

Winmark Corp.

300

$ 14,079

Zumiez, Inc. (a)

1,176

21,744

 

3,106,012

Textiles, Apparel & Luxury Goods - 0.7%

Cherokee, Inc.

405

5,609

Columbia Sportswear Co.

1,371

72,238

Crocs, Inc. (a)

3,216

87,990

Deckers Outdoor Corp. (a)

1,592

141,624

Exceed Co. Ltd. (a)

1,148

4,845

Fossil, Inc. (a)

2,490

240,559

G-III Apparel Group Ltd. (a)

750

21,195

Heelys, Inc. (a)

960

2,016

Iconix Brand Group, Inc. (a)

2,850

55,803

Joe's Jeans, Inc. (a)

2,547

1,686

K-Swiss, Inc. Class A (a)

1,411

7,535

Kingold Jewelry, Inc. (a)

1,981

2,991

LJ International, Inc. (a)

981

2,766

lululemon athletica, Inc. (a)

4,123

225,652

Perry Ellis International, Inc. (a)

736

16,913

Steven Madden Ltd. (a)

1,530

55,264

Tandy Brands Accessories, Inc. (a)

1,011

1,769

True Religion Apparel, Inc. (a)

956

29,158

Vera Bradley, Inc.

1,600

56,160

Wacoal Holdings Corp. sponsored ADR

98

6,092

 

1,037,865

TOTAL CONSUMER DISCRETIONARY

25,857,124

CONSUMER STAPLES - 2.5%

Beverages - 0.3%

Central European Distribution Corp. (a)(d)

2,876

20,247

Coca-Cola Bottling Co. Consolidated

315

17,640

Craft Brewers Alliance, Inc. (a)

1,989

11,894

Hansen Natural Corp. (a)

3,576

305,104

Jones Soda Co. (a)

1,516

1,349

MGP Ingredients, Inc.

716

4,389

National Beverage Corp.

2,000

32,980

Primo Water Corp.

875

6,186

 

399,789

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Food & Staples Retailing - 1.4%

Andersons, Inc.

716

$ 28,790

Arden Group, Inc. Class A

150

12,233

Casey's General Stores, Inc.

1,307

58,815

Chefs' Warehouse Holdings (a)

794

11,513

China Jo-Jo Drugstores, Inc. (a)(d)

574

1,079

Costco Wholesale Corp.

17,186

1,349,788

Fresh Market, Inc.

2,100

81,081

Ingles Markets, Inc. Class A

861

13,199

Nash-Finch Co.

538

17,108

PriceSmart, Inc.

1,215

79,534

QKL Stores, Inc. (a)

2,086

2,941

Spartan Stores, Inc.

873

14,090

Susser Holdings Corp. (a)

641

13,525

The Pantry, Inc. (a)

881

11,013

United Natural Foods, Inc. (a)

1,731

70,400

Village Super Market, Inc. Class A

275

6,883

Whole Foods Market, Inc.

6,685

441,411

Winn-Dixie Stores, Inc. (a)

2,121

16,353

 

2,229,756

Food Products - 0.7%

AgFeed Industries, Inc. (a)(d)

1,833

1,906

Alico, Inc.

240

5,098

Bridgford Foods Corp.

391

3,926

Cal-Maine Foods, Inc. (d)

888

28,833

Calavo Growers, Inc.

741

14,820

Cresud S.A.C.I.F. y A. sponsored ADR

1,928

27,243

Diamond Foods, Inc.

756

59,618

Farmer Brothers Co.

750

4,253

GLG Life Tech Corp. (a)

1,704

7,396

Green Mountain Coffee Roasters, Inc. (a)

5,947

622,889

Hain Celestial Group, Inc. (a)

1,455

46,022

Imperial Sugar Co.

496

4,444

J&J Snack Foods Corp.

855

43,272

John B. Sanfilippo & Son, Inc. (a)

362

3,026

Lancaster Colony Corp.

978

59,286

Le Gaga Holdings Ltd. ADR (d)

500

3,000

Lifeway Foods, Inc. (a)

786

8,245

Limoneira Co.

375

6,581

Origin Agritech Ltd. (a)

1,000

2,900

Sanderson Farms, Inc.

848

33,242

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Food Products - continued

Seneca Foods Corp. Class A (a)

481

$ 11,260

SkyPeople Fruit Juice, Inc. (a)(d)

904

2,007

Smart Balance, Inc. (a)

2,551

12,883

Snyders-Lance, Inc.

2,396

53,359

SunOpta, Inc. (a)

2,641

13,812

Zhongpin, Inc. (a)(d)

1,276

12,109

 

1,091,430

Household Products - 0.0%

Central Garden & Pet Co. (a)

1,321

10,357

Central Garden & Pet Co. Class A (non-vtg.) (a)

1,186

9,334

WD-40 Co.

700

28,798

 

48,489

Personal Products - 0.1%

China Sky One Medical, Inc. (a)(d)

576

1,302

Elizabeth Arden, Inc. (a)

1,380

44,464

Inter Parfums, Inc.

1,381

22,869

Mannatech, Inc. (a)

1,156

638

Nature's Sunshine Products, Inc. (a)

208

3,580

Nutraceutical International Corp. (a)

550

7,673

Parlux Fragrances, Inc. (a)

1,126

3,716

Physicians Formula Holdings, Inc. (a)

856

2,919

Reliv International, Inc.

601

968

Synutra International, Inc. (a)(d)

2,940

17,993

The Female Health Co.

899

3,875

 

109,997

Tobacco - 0.0%

Star Scientific, Inc. (a)(d)

3,231

7,593

TOTAL CONSUMER STAPLES

3,887,054

ENERGY - 1.7%

Energy Equipment & Services - 0.3%

Dawson Geophysical Co. (a)

450

15,768

ENGlobal Corp. (a)

1,050

3,465

Exterran Partners LP

1,140

25,981

Forbes Energy Services Ltd. (a)

3,000

25,530

Global Industries Ltd. (a)

4,221

18,615

Gulf Island Fabrication, Inc.

651

16,015

Hercules Offshore, Inc. (a)

5,951

25,113

Lufkin Industries, Inc.

1,200

74,676

Common Stocks - continued

Shares

Value

ENERGY - continued

Energy Equipment & Services - continued

Matrix Service Co. (a)

1,041

$ 11,316

Mitcham Industries, Inc. (a)

336

5,648

OYO Geospace Corp. (a)

206

15,182

Patterson-UTI Energy, Inc.

6,111

149,353

PHI, Inc. (non-vtg.) (a)

476

10,781

RigNet, Inc.

640

9,837

SinoTech Energy Ltd. ADR (d)

860

1,011

Tesco Corp. (a)

1,470

24,549

Union Drilling, Inc. (a)

1,161

9,903

 

442,743

Oil, Gas & Consumable Fuels - 1.4%

Abraxas Petroleum Corp. (a)(d)

2,778

10,251

Alliance Holdings GP, LP

2,376

112,860

Alliance Resource Partners LP

1,552

111,542

Amyris, Inc.

1,800

36,126

APCO Oil and Gas International, Inc.

358

28,332

Approach Resources, Inc. (a)

1,050

19,488

Atlas Energy, Inc. (a)

3,461

0

ATP Oil & Gas Corp. (a)(d)

1,838

24,758

BioFuel Energy Corp. (a)(d)

4,688

1,360

BreitBurn Energy Partners LP

2,100

38,829

Brigham Exploration Co. (a)

4,455

129,641

Calumet Specialty Products Partners LP

1,373

28,311

Capital Product Partners LP

1,309

8,901

Carrizo Oil & Gas, Inc. (a)

1,524

45,750

Clayton Williams Energy, Inc. (a)

465

26,384

Clean Energy Fuels Corp. (a)(d)

2,500

32,925

Copano Energy LLC

2,727

88,409

CREDO Petroleum Corp. (a)

1,004

9,267

Crimson Exploration, Inc. (a)

3,522

9,087

Crosstex Energy LP

1,976

32,387

Crosstex Energy, Inc.

2,006

23,450

Delta Petroleum Corp. (a)(d)

1,081

3,481

Dorchester Minerals LP

1,770

44,038

Double Eagle Petroleum Co. (a)

405

3,843

Eagle Rock Energy Partners LP

4,782

50,785

Energy XXI (Bermuda) Ltd. (a)

2,870

76,945

EV Energy Partners LP

1,265

87,133

FX Energy, Inc. (a)

1,740

10,875

GeoMet, Inc. (a)

2,416

2,174

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

Georesources, Inc. (a)

1,000

$ 23,300

Gevo, Inc. (a)

938

10,008

Golar LNG Ltd. (NASDAQ)

2,796

92,240

Golar LNG Partners LP

884

22,728

Green Plains Renewable Energy, Inc. (a)

1,400

14,784

Gulfport Energy Corp. (a)

1,921

55,517

Hallador Energy Co.

1,071

9,157

Isramco, Inc. (a)

100

6,501

Ivanhoe Energy, Inc. (a)

13,446

22,383

James River Coal Co. (a)

1,160

12,551

KiOR, Inc. Class A (d)

1,800

24,840

Knightsbridge Tankers Ltd. (d)

941

16,882

L&L Energy, Inc. (a)(d)

1,400

4,900

Legacy Reserves LP

1,688

46,521

LINN Energy LLC/LINN Energy Finance Corp.

6,892

260,862

Martin Midstream Partners LP

808

28,700

Pacific Ethanol, Inc. (a)

204

95

Petroleum Development Corp. (a)

1,267

30,167

PostRock Energy Corp. (a)

615

2,780

PrimeEnergy Corp. (a)

165

3,397

Ram Energy Resources, Inc. (a)(d)

6,236

6,361

Rex Energy Corp. (a)

1,615

19,848

Rosetta Resources, Inc. (a)

2,181

100,217

Sino Clean Energy, Inc. (a)

6,561

9,973

Sino Clean Energy, Inc. rights 6/20/11 (a)

1,155

0

Solazyme, Inc.

2,300

32,223

StealthGas, Inc. (a)

1,116

4,754

Syntroleum Corp. (a)

2,661

3,193

TC Pipelines LP

2,091

91,168

Top Ships, Inc. (a)

274

493

Toreador Resources Corp. (a)

1,260

4,019

TransGlobe Energy Corp. (a)

2,602

25,191

Uranium Resources, Inc. (a)(d)

8,752

10,240

Verenium Corp. (a)

997

3,131

Warren Resources, Inc. (a)

2,571

8,690

Zion Oil & Gas, Inc. (a)(d)

1,633

4,605

Zion Oil & Gas, Inc. warrants 8/15/12 (a)(d)

652

300

 

2,110,051

TOTAL ENERGY

2,552,794

Common Stocks - continued

Shares

Value

FINANCIALS - 6.8%

Capital Markets - 1.3%

American Capital Ltd. (a)

13,199

$ 114,963

BGC Partners, Inc. Class A

2,515

16,524

Calamos Asset Management, Inc. Class A

941

11,094

Capital Southwest Corp.

195

17,376

Cowen Group, Inc. Class A (a)

2,711

9,434

Diamond Hill Investment Group, Inc.

180

13,156

E*TRADE Financial Corp. (a)

10,989

135,824

Edelman Financial Group, Inc.

975

6,776

Epoch Holding Corp.

1,101

16,383

FBR Capital Markets Corp. (a)

2,895

7,382

Financial Engines, Inc. (a)

2,071

46,142

FirstCity Financial Corp. (a)

871

5,583

Gleacher & Co., Inc. (a)

4,606

5,942

Harris & Harris Group, Inc. (a)

1,245

5,167

Horizon Technology Finance Corp.

300

4,752

ICG Group, Inc. (a)

1,455

14,907

INTL FCStone, Inc. (a)

764

17,786

LPL Investment Holdings, Inc.

4,200

122,220

Medallion Financial Corp.

1,071

10,528

Northern Trust Corp.

9,529

366,199

Penson Worldwide, Inc. (a)(d)

891

1,818

Prospect Capital Corp.

2,651

23,276

Rodman & Renshaw Capital Group, Inc. (a)(d)

2,384

3,195

SEI Investments Co.

7,535

128,924

T. Rowe Price Group, Inc.

10,080

539,078

TD Ameritrade Holding Corp.

22,000

338,360

U.S. Global Investments, Inc. Class A

1,078

7,471

Virtus Investment Partners, Inc. (a)

285

17,473

WisdomTree Investments, Inc. (a)

3,750

33,863

 

2,041,596

Commercial Banks - 2.6%

1st Source Corp.

1,106

25,162

1st United Bancorp, Inc. (a)

886

4,740

Alliance Financial Corp.

360

10,908

American National Bankshares, Inc.

525

9,713

American River Bankshares (a)

496

2,490

Ameris Bancorp (a)

723

6,652

Ames National Corp.

341

5,705

Arrow Financial Corp.

679

16,099

Associated Banc-Corp.

6,486

71,346

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

BancFirst Corp.

600

$ 21,432

Bancorp Rhode Island, Inc.

200

8,632

Bancorp, Inc., Delaware (a)

1,315

10,257

BancTrust Financial Group, Inc. (a)

1,251

2,877

Bank of Granite Corp. (a)

1,035

787

Bank of Marin Bancorp

371

13,211

Bank of the Ozarks, Inc.

1,270

28,854

Banner Bank

1,315

20,330

BCB Bancorp, Inc.

666

6,407

Berkshire Bancorp, Inc. (a)

960

6,120

BNC Bancorp

360

2,448

BOK Financial Corp.

2,767

136,136

Boston Private Financial Holdings, Inc.

2,700

16,821

Bridge Capital Holdings (a)

516

5,212

Bryn Mawr Bank Corp.

570

10,836

Camden National Corp.

434

12,204

Capital Bank Corp. (a)

3,098

8,643

Capital City Bank Group, Inc. (d)

876

8,909

Cardinal Financial Corp.

1,266

12,432

Cascade Bancorp (a)(d)

1,889

18,890

Cathay General Bancorp

3,100

39,742

Center Bancorp, Inc.

1,211

11,613

Center Financial Corp. (a)

1,521

8,396

Centerstate Banks of Florida, Inc.

1,407

8,386

Century Bancorp, Inc. Class A (non-vtg.)

164

4,380

Chemical Financial Corp.

926

16,011

Citizens & Northern Corp.

330

5,382

Citizens Republic Bancorp, Inc. (a)

1,617

12,790

City Holding Co.

726

22,049

CNB Financial Corp., Pennsylvania

681

9,234

CoBiz, Inc.

1,196

6,829

Colony Bankcorp, Inc. (a)

420

1,256

Columbia Banking Systems, Inc.

1,530

25,016

Commerce Bancshares, Inc.

3,400

134,538

Community Trust Bancorp, Inc.

735

18,559

CVB Financial Corp.

3,778

32,944

Eagle Bancorp, Inc., Maryland (a)

1,200

14,868

East West Bancorp, Inc.

5,712

95,333

Eastern Virgina Bankshares, Inc.

270

656

Enterprise Financial Services Corp.

840

12,432

Fidelity Southern Corp.

761

4,840

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Fifth Third Bancorp

36,636

$ 389,074

Financial Institutions, Inc.

296

4,665

First Bancorp, North Carolina

720

7,020

First Busey Corp.

2,713

13,212

First Citizen Bancshares, Inc.

341

54,219

First Community Bancshares, Inc.

993

11,797

First Financial Bancorp, Ohio

2,091

33,393

First Financial Bankshares, Inc.

1,350

39,974

First Financial Corp., Indiana

540

16,686

First Interstate Bancsystem, Inc.

398

4,852

First M&F Corp.

540

1,744

First Merchants Corp.

1,598

12,129

First Midwest Bancorp, Inc., Delaware

2,856

25,076

First of Long Island Corp.

521

12,400

First South Bancorp, Inc., Virginia

450

1,814

First United Corp.

555

2,370

Firstbank Corp., Michigan

331

1,738

FirstMerit Corp.

4,194

52,257

FNB Corp., North Carolina (a)

411

173

Fulton Financial Corp.

7,724

70,829

German American Bancorp, Inc.

616

9,708

Glacier Bancorp, Inc.

2,842

32,711

Great Southern Bancorp, Inc.

784

13,838

Green Bankshares, Inc. (a)(d)

2,627

5,359

Grupo Financiero Galicia SA sponsored ADR

1,552

18,469

Guaranty Bancorp (a)

2,355

2,496

Hampton Roads Bankshares, Inc. (a)

1,988

15,626

Hancock Holding Co.

3,313

103,465

Hanmi Financial Corp. (a)

4,350

4,220

Heartland Financial USA, Inc.

720

10,829

Heritage Commerce Corp. (a)

592

2,528

Heritage Financial Corp., Washington

525

6,127

Home Bancshares, Inc.

977

22,940

Huntington Bancshares, Inc.

33,603

169,023

IBERIABANK Corp.

1,175

56,565

Independent Bank Corp. (a)

73

145

Independent Bank Corp., Massachusetts

850

20,273

International Bancshares Corp.

2,535

39,673

Intervest Bancshares Corp. Class A (a)

330

993

Investors Bancorp, Inc. (a)

4,476

64,387

Lakeland Bancorp, Inc.

1,260

10,634

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Lakeland Financial Corp.

816

$ 17,772

LNB Bancorp, Inc.

891

3,885

Macatawa Bank Corp. (a)

778

2,334

MainSource Financial Group, Inc.

1,136

10,099

MB Financial, Inc.

2,000

32,600

MBT Financial Corp. (a)

1,035

1,314

Mercantile Bank Corp. (a)

255

2,119

Merchants Bancshares, Inc.

565

15,385

Metro Bancorp, Inc. (a)

390

3,916

Metrocorp Bancshares, Inc. (a)

81

450

Nara Bancorp, Inc. (a)

1,446

10,267

National Bankshares, Inc.

338

8,758

National Penn Bancshares, Inc.

5,906

42,819

NBT Bancorp, Inc.

1,400

28,448

NewBridge Bancorp (a)

1,366

6,120

North Valley Bancorp (a)

114

1,124

Northern States Financial Corp. (a)

381

381

Northfield Bancorp, Inc.

2,196

29,624

Northrim Bancorp, Inc.

386

7,485

Old Point Financial Corp.

461

5,080

Old Second Bancorp, Inc. (a)(d)

900

1,116

OmniAmerican Bancorp, Inc. (a)

426

6,083

Orrstown Financial Services, Inc.

250

3,575

Pacific Capital Bancorp NA (a)

1,335

36,539

Pacific Continental Corp.

450

3,708

Pacific Mercantile Bancorp (a)

556

2,369

PacWest Bancorp

1,500

24,075

Park Sterling Corp. (a)

1,257

5,179

Peapack-Gladstone Financial Corp.

302

3,271

Penns Woods Bancorp, Inc.

457

16,114

Peoples Bancorp, Inc.

495

5,282

Pinnacle Financial Partners, Inc. (a)

1,161

14,721

Popular, Inc. (a)

39,756

82,692

Preferred Bank, Los Angeles (a)

102

819

PremierWest Bancorp (a)

74

93

PrivateBancorp, Inc.

2,900

25,752

Prosperity Bancshares, Inc.

1,866

70,628

Renasant Corp.

771

10,671

Republic Bancorp, Inc., Kentucky Class A

866

15,415

Republic First Bancorp, Inc. (a)

765

1,484

Royal Bancshares of Pennsylvania, Inc. Class A (a)

735

750

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

S&T Bancorp, Inc.

1,115

$ 20,683

S.Y. Bancorp, Inc.

1,215

24,300

Sandy Spring Bancorp, Inc.

696

11,380

SCBT Financial Corp.

476

13,352

Seacoast Banking Corp., Florida (a)

1,794

3,032

Shore Bancshares, Inc.

300

1,674

Sierra Bancorp

480

5,050

Signature Bank, New York (a)

1,641

91,256

Simmons First National Corp. Class A

696

16,022

Southern Community Financial Corp. (a)

631

852

Southside Bancshares, Inc.

885

17,594

Southwest Bancorp, Inc., Oklahoma (a)

971

4,952

State Bancorp, Inc., New York

566

6,571

State Bank Financial Corp. (a)

972

13,773

StellarOne Corp.

1,176

13,830

Sterling Financial Corp., Washington (a)(d)

2,328

32,708

Suffolk Bancorp

562

4,608

Summit Financial Group, Inc. (a)

405

1,154

Summit Financial Group, Inc. rights 9/15/11 (a)

405

0

Sun Bancorp, Inc., New Jersey (a)

3,097

9,105

Susquehanna Bancshares, Inc.

5,056

33,926

SVB Financial Group (a)

1,772

81,654

Taylor Capital Group, Inc. (a)

566

3,679

Texas Capital Bancshares, Inc. (a)

1,320

33,884

The First Bancorp, Inc.

621

8,309

TIB Financial Corp. (a)

100

1,110

Tower Bancorp, Inc.

792

18,929

TowneBank

921

10,840

Trico Bancshares

786

10,635

Trustmark Corp.

2,475

53,213

UMB Financial Corp.

1,613

62,552

Umpqua Holdings Corp.

4,455

43,525

Union/First Market Bankshares Corp.

696

7,649

United Bankshares, Inc., West Virginia (d)

1,962

44,086

United Community Banks, Inc., Georgia (a)

1,625

16,819

United Security Bancshares, Inc.

465

2,748

United Security Bancshares, California

974

3,058

Univest Corp. of Pennsylvania

711

10,032

Virginia Commerce Bancorp, Inc. (a)

1,605

9,389

VIST Financial Corp.

450

2,880

Washington Banking Co., Oak Harbor

610

6,771

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Washington Trust Bancorp, Inc.

796

$ 17,186

WesBanco, Inc.

1,311

25,407

West Bancorp., Inc.

675

5,954

West Coast Bancorp (a)

706

10,449

Westamerica Bancorp.

1,163

49,323

Western Liberty Bancorp (a)

750

2,288

Wilshire Bancorp, Inc. (a)

3,824

11,778

Wintrust Financial Corp.

1,445

45,633

Yadkin Valley Financial Corp. (a)

4,303

7,444

Zions Bancorporation

7,154

124,766

 

3,973,066

Consumer Finance - 0.2%

CompuCredit Holdings Corp. (a)

1,304

4,173

Consumer Portfolio Services, Inc. (a)

1,005

1,045

Credit Acceptance Corp. (a)

1,101

76,123

DFC Global Corp. (a)

1,736

38,314

EZCORP, Inc. (non-vtg.) Class A (a)

1,656

55,559

First Cash Financial Services, Inc. (a)

1,086

50,727

Netspend Holdings, Inc.

3,600

21,312

QC Holdings, Inc.

826

3,172

World Acceptance Corp. (a)

566

36,875

 

287,300

Diversified Financial Services - 0.8%

Asset Acceptance Capital Corp. (a)

1,440

5,825

Asta Funding, Inc.

516

4,314

CBOE Holdings, Inc.

3,519

88,855

CME Group, Inc.

2,620

699,854

Encore Capital Group, Inc. (a)

921

21,800

Interactive Brokers Group, Inc.

1,566

23,506

Life Partners Holdings, Inc. (d)

678

4,658

MarketAxess Holdings, Inc.

1,170

34,492

Marlin Business Services Corp. (a)

586

6,803

NewStar Financial, Inc. (a)

2,046

21,012

PICO Holdings, Inc. (a)

911

21,427

Portfolio Recovery Associates, Inc. (a)

610

44,609

Resource America, Inc. Class A

675

3,038

The NASDAQ Stock Market, Inc. (a)

6,840

162,040

 

1,142,233

Insurance - 0.8%

21st Century Holding Co. (a)

720

1,742

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Insurance - continued

Alterra Capital Holdings Ltd.

4,651

$ 94,880

American National Insurance Co.

1,007

75,485

Amerisafe, Inc. (a)

696

13,732

Amtrust Financial Services, Inc.

2,661

64,370

Arch Capital Group Ltd. (a)

5,155

173,620

Argo Group International Holdings, Ltd.

1,241

34,140

Baldwin & Lyons, Inc. Class B

566

12,888

Cincinnati Financial Corp.

6,211

173,411

CNinsure, Inc. ADR (a)

1,407

15,505

Donegal Group, Inc. Class A

1,061

12,912

Eastern Insurance Holdings, Inc.

261

3,445

eHealth, Inc. (a)

1,071

13,645

EMC Insurance Group

761

13,698

Enstar Group Ltd. (a)

522

53,745

Erie Indemnity Co. Class A

1,894

139,266

FPIC Insurance Group, Inc. (a)

329

13,792

Global Indemnity PLC (a)

791

14,634

Greenlight Capital Re, Ltd. (a)

1,101

24,695

Hallmark Financial Services, Inc. (a)

797

5,531

Harleysville Group, Inc.

874

25,058

Infinity Property & Casualty Corp.

621

31,702

Kansas City Life Insurance Co.

510

15,688

Maiden Holdings Ltd.

3,225

27,477

National Interstate Corp.

731

16,733

National Western Life Insurance Co. Class A

165

24,913

Navigators Group, Inc. (a)

671

30,041

Penn Millers Holding Corp. (a)

524

8,463

Presidential Life Corp.

1,016

9,743

Safety Insurance Group, Inc.

623

24,297

Selective Insurance Group, Inc.

2,151

32,717

State Auto Financial Corp.

1,581

22,260

Tower Group, Inc.

1,653

39,689

United Fire & Casualty Co.

1,226

22,203

 

1,286,120

Real Estate Investment Trusts - 0.2%

American Capital Agency Corp.

6,713

191,388

American Capital Mortgage Investment Corp.

700

12,740

Gladstone Commercial Corp.

546

9,031

Investors Real Estate Trust

3,094

24,071

Mission West Properties, Inc.

938

7,335

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

Potlatch Corp.

1,547

$ 51,917

Retail Opportunity Investments Corp.

1,933

21,630

 

318,112

Real Estate Management & Development - 0.1%

Altisource Portfolio Solutions SA (a)

950

33,108

Avatar Holdings, Inc. (a)

266

2,719

China HGS Real Estate, Inc. (a)(d)

2,100

3,696

China Housing & Land Development, Inc. (a)(d)

1,732

1,749

China Real Estate Information Corp. ADR (a)(d)

473

2,753

Elbit Imaging Ltd. (a)

1,350

3,807

FirstService Corp. (sub. vtg.) (a)

1,371

43,614

Stratus Properties, Inc. (a)

266

2,657

Thomas Properties Group, Inc. (a)

1,876

5,759

ZipRealty, Inc. (a)

1,230

2,731

 

102,593

Thrifts & Mortgage Finance - 0.8%

Abington Bancorp, Inc.

1,176

10,290

America First Tax Exempt Investors LP

1,272

6,945

Anchor BanCorp Wisconsin, Inc. (a)(d)

936

571

Atlantic Coast Financial Corp. (a)

135

324

Bank Mutual Corp.

2,106

6,697

BankFinancial Corp.

1,191

9,206

Beneficial Mutual Bancorp, Inc. (a)

3,991

31,289

Berkshire Hills Bancorp, Inc.

735

15,832

BofI Holding, Inc. (a)

1,098

15,570

Brookline Bancorp, Inc., Delaware

2,400

20,208

Camco Financial Corp. (a)

511

649

Capitol Federal Financial, Inc.

6,580

70,603

CFS Bancorp, Inc.

375

2,055

Charter Financial Corp., Georgia

850

7,659

Citizens South Banking Corp., Delaware

504

2,016

Clifton Savings Bancorp, Inc.

990

9,910

Dime Community Bancshares, Inc.

1,213

14,629

Eagle Bancorp Montana, Inc.

618

6,211

ESB Financial Corp.

720

8,741

ESSA Bancorp, Inc.

623

7,052

First Defiance Financial Corp. (a)

331

4,508

First Federal Bancshares of Arkansas, Inc. (a)

382

2,292

First Financial Holdings, Inc.

816

5,141

First Financial Northwest, Inc. (a)

805

3,590

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Thrifts & Mortgage Finance - continued

First Niagara Financial Group, Inc.

11,927

$ 128,335

First PacTrust Bancorp, Inc.

480

5,698

First Place Financial Corp. (a)

871

584

Flushing Financial Corp.

1,290

14,809

Fox Chase Bancorp, Inc.

851

10,986

HMN Financial, Inc. (a)

216

378

Home Federal Bancorp, Inc.

750

7,635

Hudson City Bancorp, Inc.

20,538

127,541

Kaiser Federal Financial Group, Inc.

608

7,193

Kearny Financial Corp.

3,436

30,031

Meridian Interstate Bancorp, Inc. (a)

1,256

16,001

MutualFirst Financial, Inc.

346

2,685

NASB Financial, Inc. (a)

406

4,113

Northwest Bancshares, Inc.

4,320

51,494

OceanFirst Financial Corp.

600

7,140

Oritani Financial Corp.

2,326

30,587

Parkvale Financial Corp.

300

5,760

People's United Financial, Inc.

15,539

182,583

Provident Financial Holdings, Inc.

1,301

10,915

Provident New York Bancorp

2,176

14,013

Pulaski Financial Corp.

181

1,153

PVF Capital Corp. (a)

791

1,226

Riverview Bancorp, Inc. (a)

1,320

3,617

Rockville Financial, Inc.

2,048

19,681

Roma Financial Corp.

2,277

20,106

Severn Bancorp, Inc. (a)

801

2,395

Territorial Bancorp, Inc.

600

12,168

TFS Financial Corp. (a)

11,756

104,158

Tree.com, Inc. (a)

805

4,283

Trustco Bank Corp., New York

3,054

14,262

United Community Financial Corp., Ohio (a)

1,403

1,403

United Financial Bancorp, Inc.

1,689

26,044

ViewPoint Financial Group

2,052

24,645

Washington Federal, Inc.

4,376

65,771

Waterstone Financial, Inc. (a)

1,776

4,618

Westfield Financial, Inc.

1,872

14,077

WSFS Financial Corp.

266

9,310

 

1,249,386

TOTAL FINANCIALS

10,400,406

Common Stocks - continued

Shares

Value

HEALTH CARE - 12.8%

Biotechnology - 5.9%

3SBio, Inc. sponsored ADR (a)

809

$ 11,375

Aastrom Biosciences, Inc. (a)(d)

4,073

10,549

Acadia Pharmaceuticals, Inc. (a)

6,930

9,425

Achillion Pharmaceuticals, Inc. (a)

3,313

20,375

Acorda Therapeutics, Inc. (a)

1,485

38,684

AEterna Zentaris, Inc. (sub. vtg.) (a)

6,110

12,281

Affymax, Inc. (a)

806

3,780

Agenus, Inc. (a)

2,010

1,045

Alexion Pharmaceuticals, Inc. (a)

7,047

408,338

Alkermes, Inc. (a)

3,831

66,430

Allos Therapeutics, Inc. (a)

4,965

8,391

Alnylam Pharmaceuticals, Inc. (a)

1,641

11,454

AMAG Pharmaceuticals, Inc. (a)

815

11,508

Amarin Corp. PLC ADR (a)

3,768

43,370

Amgen, Inc.

36,400

2,016,742

Amicus Therapeutics, Inc. (a)

1,041

4,778

Amylin Pharmaceuticals, Inc. (a)

5,565

62,940

Anadys Pharmaceuticals, Inc. (a)

7,876

5,636

Anthera Pharmaceuticals, Inc. (a)

750

4,208

Ardea Biosciences, Inc. (a)

1,032

16,749

Arena Pharmaceuticals, Inc. (a)

4,364

5,673

ARIAD Pharmaceuticals, Inc. (a)

4,441

43,699

ArQule, Inc. (a)

4,309

18,787

Array Biopharma, Inc. (a)

1,680

3,578

AspenBio Pharma, Inc. (a)

245

902

AVEO Pharmaceuticals, Inc. (a)

1,260

21,395

AVI BioPharma, Inc. (a)

4,555

5,648

BioCryst Pharmaceuticals, Inc. (a)

2,280

7,524

Biogen Idec, Inc. (a)

9,500

894,900

BioMarin Pharmaceutical, Inc. (a)

4,400

130,174

BioMimetic Therapeutics, Inc. (a)

1,109

3,693

Bionovo, Inc. (a)

2,269

1,747

Biosante Pharmaceuticals, Inc. (a)(d)

3,162

8,284

Biospecifics Technologies Corp. (a)

250

4,375

Celgene Corp. (a)

18,300

1,088,301

Cell Therapeutics, Inc. (a)(d)

7,529

8,884

Celldex Therapeutics, Inc. (a)

811

2,530

Cephalon, Inc. (a)

2,935

236,678

Cepheid, Inc. (a)

2,423

87,858

Chelsea Therapeutics International Ltd. (a)

3,982

17,043

China Biologic Products, Inc. (a)(d)

1,000

7,530

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Cleveland Biolabs, Inc. (a)

624

$ 1,616

Codexis, Inc. (a)

1,791

11,624

Cubist Pharmaceuticals, Inc. (a)

2,306

79,995

Curis, Inc. (a)

2,541

8,131

Cyclacel Pharmaceuticals, Inc. (a)

2,291

1,924

Cytokinetics, Inc. (a)

1,875

2,138

Cytori Therapeutics, Inc. (a)(d)

1,800

5,940

CytRx Corp. (a)

6,000

2,280

Dendreon Corp. (a)

5,700

69,996

Discovery Laboratories, Inc. (a)

246

529

Dyax Corp. (a)

2,856

4,255

Dynavax Technologies Corp. (a)

6,105

14,652

EntreMed, Inc. (a)

452

637

Enzon Pharmaceuticals, Inc. (a)

2,322

19,853

EpiCept Corp. (a)

3,639

1,493

Exact Sciences Corp. (a)

1,524

11,781

Exelixis, Inc. (a)

5,220

39,046

Genomic Health, Inc. (a)

1,155

28,182

Gentium SpA sponsored ADR (a)

778

5,454

GenVec, Inc. (a)

393

1,085

Geron Corp. (a)

3,411

9,107

Gilead Sciences, Inc. (a)

30,933

1,233,763

Grifols SA ADR (a)

6,213

42,745

GTx, Inc. (a)

1,470

5,321

Halozyme Therapeutics, Inc. (a)

3,666

24,929

Horizon Pharma, Inc.

800

6,400

Human Genome Sciences, Inc. (a)

7,378

94,955

Idenix Pharmaceuticals, Inc. (a)

3,004

17,453

Idera Pharmaceuticals, Inc. (a)

1,200

2,160

ImmunoGen, Inc. (a)

2,475

26,879

Immunomedics, Inc. (a)

3,726

14,941

Incyte Corp. (a)

4,716

75,786

Infinity Pharmaceuticals, Inc. (a)

1,690

11,593

Inhibitex, Inc. (a)

3,363

11,871

Insmed, Inc. (a)

604

2,869

InterMune, Inc. (a)

2,197

59,099

Ironwood Pharmaceuticals, Inc. Class A (a)

1,700

21,658

Isis Pharmaceuticals, Inc. (a)

3,906

29,256

Keryx Biopharmaceuticals, Inc. (a)

2,384

9,703

Lexicon Pharmaceuticals, Inc. (a)

13,164

17,903

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Ligand Pharmaceuticals, Inc.:

rights 12/31/11 (a)

1,431

$ 0

Class B (a)

1,050

15,992

General CVR (a)

1,530

40

Glucagon CVR (a)

1,530

21

rights (a)

1,530

38

TR Beta CVR (a)

1,530

18

MannKind Corp. (a)(d)

4,984

15,052

Marina Biotech, Inc. (a)

12,915

2,690

Marshall Edwards, Inc. (a)(d)

225

326

Maxygen, Inc.

1,686

9,290

Medivation, Inc. (a)

1,338

21,635

Metabolix, Inc. (a)

1,021

5,524

Micromet, Inc. (a)

4,300

20,683

Momenta Pharmaceuticals, Inc. (a)

1,656

28,020

Myrexis, Inc. (a)

866

2,347

Myriad Genetics, Inc. (a)

3,714

73,649

Nabi Biopharmaceuticals (a)

2,145

4,033

Nanosphere, Inc. (a)

1,581

2,245

Neurocrine Biosciences, Inc. (a)

2,112

12,968

NeurogesX, Inc. (a)(d)

1,294

2,575

Novavax, Inc. (a)

3,696

6,819

NPS Pharmaceuticals, Inc. (a)

2,371

17,688

Nymox Pharmaceutical Corp. (a)(d)

1,170

9,243

Omeros Corp. (a)

1,209

4,727

OncoGenex Pharmaceuticals, Inc. (a)

285

3,403

Oncolytics Biotech, Inc. (a)

2,080

7,902

Oncothyreon, Inc. (a)

1,186

8,515

ONYX Pharmaceuticals, Inc. (a)

2,314

78,745

Orchid Cellmark, Inc. (a)

2,526

6,845

OREXIGEN Therapeutics, Inc. (a)

2,280

3,238

Osiris Therapeutics, Inc. (a)

1,320

7,062

OXiGENE, Inc. (a)(d)

246

438

Oxygen Biotherapeutics, Inc. (a)(d)

1,711

3,918

PDL BioPharma, Inc.

4,561

27,868

Peregrine Pharmaceuticals, Inc. (a)

1,371

1,933

Pharmacyclics, Inc. (a)

2,850

32,832

Pharmasset, Inc. (a)

1,614

211,950

Pluristem Therapeutics, Inc. (a)(d)

2,661

7,238

Poniard Pharmaceuticals, Inc. (a)

1,860

279

Progenics Pharmaceuticals, Inc. (a)

1,275

7,931

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

QLT, Inc. (a)

2,343

$ 16,916

Regeneron Pharmaceuticals, Inc. (a)

3,466

204,598

Repligen Corp. (a)

1,396

4,579

Rigel Pharmaceuticals, Inc. (a)

2,038

16,059

RXi Pharmaceuticals Corp. (a)(d)

1,015

1,035

Sangamo Biosciences, Inc. (a)

1,786

9,662

Savient Pharmaceuticals, Inc. (a)

2,500

10,750

SciClone Pharmaceuticals, Inc. (a)

1,906

8,920

Seattle Genetics, Inc. (a)(d)

4,515

78,516

SIGA Technologies, Inc. (a)

3,039

17,444

Sinovac Biotech Ltd. (a)

2,373

6,787

Spectrum Pharmaceuticals, Inc. (a)

2,391

20,443

StemCells, Inc. (a)

434

1,076

Sunesis Pharmaceuticals, Inc. (a)

4,605

7,138

SuperGen, Inc. (a)

1,906

4,098

Synta Pharmaceuticals Corp. (a)

2,205

9,371

Targacept, Inc. (a)

1,066

17,354

Telik, Inc. (a)

2,391

717

Theratechnologies, Inc. (a)

2,400

9,485

Theravance, Inc. (a)

2,860

54,340

Transcept Pharmaceuticals, Inc. (a)

574

1,860

Transition Therapeutics, Inc. (a)

2,160

4,320

Trimeris, Inc. (a)

885

1,743

Trius Therapeutics, Inc.

938

6,219

United Therapeutics Corp. (a)

2,501

107,918

Vanda Pharmaceuticals, Inc. (a)

3,326

20,156

Vertex Pharmaceuticals, Inc. (a)

7,950

359,897

Vical, Inc. (a)

2,055

7,460

XOMA Ltd. (a)

491

962

Zalicus, Inc. (a)

3,496

5,594

ZIOPHARM Oncology, Inc. (a)

2,400

13,752

 

9,091,152

Health Care Equipment & Supplies - 1.8%

Abaxis, Inc. (a)

1,422

35,365

Abiomed, Inc. (a)

1,236

15,376

Accuray, Inc. (a)

2,467

12,187

Align Technology, Inc. (a)

2,745

52,430

Alimera Sciences, Inc. (a)(d)

1,324

9,480

Alphatec Holdings, Inc. (a)

2,655

6,717

Analogic Corp.

510

25,255

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - continued

Angiodynamics, Inc. (a)

991

$ 14,270

Anika Therapeutics, Inc. (a)

1,231

7,411

ArthroCare Corp. (a)

1,040

33,727

Atrion Corp.

85

18,267

BioLase Technology, Inc. (d)

1,083

3,639

Cardica, Inc. (a)

3,176

7,241

Cardiovascular Systems, Inc. (a)

456

5,860

Cerus Corp. (a)(d)

1,786

3,661

China Medical Technologies, Inc. sponsored ADR (a)(d)

881

5,286

Conceptus, Inc. (a)

1,086

11,512

CONMED Corp. (a)

1,275

29,899

Cutera, Inc. (a)

421

3,322

Cyberonics, Inc. (a)

1,371

38,676

Cynosure, Inc. Class A (a)

330

3,379

Delcath Systems, Inc. (a)(d)

1,463

6,057

DENTSPLY International, Inc.

5,813

204,618

DexCom, Inc. (a)

2,196

26,418

DynaVox, Inc. Class A (a)

442

2,984

Endologix, Inc. (a)

2,340

22,277

Exactech, Inc. (a)

761

11,278

Gen-Probe, Inc. (a)

1,918

115,022

Given Imaging Ltd. (a)

1,477

22,894

Hansen Medical, Inc. (a)

1,221

4,603

HeartWare International, Inc. (a)

743

46,668

Hologic, Inc. (a)

10,366

172,490

ICU Medical, Inc. (a)

660

27,192

IDEXX Laboratories, Inc. (a)

2,255

179,904

Imris, Inc. (a)

3,939

16,976

Insulet Corp. (a)

1,510

26,395

Integra LifeSciences Holdings Corp. (a)

1,076

42,911

Intuitive Surgical, Inc. (a)

1,525

581,559

IRIS International, Inc. (a)

1,066

9,114

Kensey Nash Corp. (a)

585

16,064

Mako Surgical Corp. (a)(d)

1,600

57,440

Masimo Corp.

2,197

54,200

Medical Action Industries, Inc. (a)

690

4,285

MELA Sciences, Inc. (a)

751

1,652

Meridian Bioscience, Inc.

1,656

30,636

Merit Medical Systems, Inc. (a)

1,226

17,838

Natus Medical, Inc. (a)

1,076

11,276

Neogen Corp. (a)

900

31,248

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - continued

NeuroMetrix, Inc. (a)

586

$ 218

NuVasive, Inc. (a)

1,452

35,182

NxStage Medical, Inc. (a)

1,863

34,261

OraSure Technologies, Inc. (a)

1,785

13,084

Orthofix International NV (a)

668

24,486

Palomar Medical Technologies, Inc. (a)

771

6,207

Quidel Corp. (a)

1,116

17,052

Rochester Medical Corp. (a)

525

4,384

Rockwell Medical Technologies, Inc. (a)

965

8,704

RTI Biologics, Inc. (a)

2,691

9,042

Sirona Dental Systems, Inc. (a)

2,226

103,865

Solta Medical, Inc. (a)

2,539

4,342

SonoSite, Inc. (a)

735

21,433

Staar Surgical Co. (a)

1,050

8,600

Stereotaxis, Inc. (a)

1,696

2,205

SurModics, Inc. (a)

690

7,355

Syneron Medical Ltd. (a)

1,309

13,653

Synovis Life Technologies, Inc. (a)

794

13,538

The Spectranetics Corp. (a)

1,800

11,106

ThermoGenesis Corp. (a)

5,460

9,173

Thoratec Corp. (a)

2,250

77,085

Tornier BV

1,407

32,910

Trinity Biotech PLC sponsored ADR

1,170

12,168

Unilife Corp. (a)(d)

2,000

9,320

Urologix, Inc. (a)

771

694

Utah Medical Products, Inc.

200

5,328

Vascular Solutions, Inc. (a)

1,201

14,484

Vermillion, Inc. (a)

568

1,579

Volcano Corp. (a)

2,036

60,978

Winner Medical Group, Inc. (a)(d)

972

3,451

Wright Medical Group, Inc. (a)

1,425

21,845

Young Innovations, Inc.

510

13,979

Zoll Medical Corp. (a)

819

36,593

 

2,725,263

Health Care Providers & Services - 1.5%

Addus HomeCare Corp. (a)

435

2,175

Air Methods Corp. (a)

570

37,934

Allied Healthcare International, Inc. (a)

3,286

12,618

Almost Family, Inc. (a)

321

6,346

Amedisys, Inc. (a)

1,026

17,411

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Providers & Services - continued

American Dental Partners, Inc. (a)

391

$ 4,293

AmSurg Corp. (a)

1,320

29,872

Bio-Reference Laboratories, Inc. (a)

870

17,609

BioScrip, Inc. (a)

1,566

9,913

CardioNet, Inc. (a)

1,649

5,425

Catalyst Health Solutions, Inc. (a)

1,953

104,915

Chindex International, Inc. (a)

606

6,399

Corvel Corp. (a)

480

21,898

Cross Country Healthcare, Inc. (a)

1,056

5,206

Express Scripts, Inc. (a)

20,500

962,270

Gentiva Health Services, Inc. (a)

1,096

8,341

Healthways, Inc. (a)

1,491

18,727

Henry Schein, Inc. (a)

3,576

235,694

HMS Holdings Corp. (a)

3,153

82,703

IPC The Hospitalist Co., Inc. (a)

634

25,423

LCA-Vision, Inc. (a)

900

2,547

LHC Group, Inc. (a)

780

15,584

LifePoint Hospitals, Inc. (a)

2,136

78,391

Lincare Holdings, Inc.

3,811

82,051

Magellan Health Services, Inc. (a)

1,323

65,978

Medcath Corp. (a)

746

10,369

MedQuist Holdings, Inc. (a)

2,157

17,795

MWI Veterinary Supply, Inc. (a)

500

37,000

Patterson Companies, Inc.

4,905

143,324

PDI, Inc. (a)

615

4,453

Providence Service Corp. (a)

810

8,618

PSS World Medical, Inc. (a)

2,361

55,672

RadNet, Inc. (a)

2,005

6,015

Sharps Compliance Corp. (a)

891

3,751

Sun Healthcare Group, Inc. (a)

778

3,314

The Ensign Group, Inc.

805

18,781

U.S. Physical Therapy, Inc.

666

13,227

VCA Antech, Inc. (a)

3,300

61,083

 

2,243,125

Health Care Technology - 0.7%

Allscripts-Misys Healthcare Solutions, Inc. (a)

7,000

125,685

athenahealth, Inc. (a)(d)

1,331

77,198

Cerner Corp. (a)

6,387

421,287

Computer Programs & Systems, Inc.

431

30,523

Epocrates, Inc. (a)

844

8,972

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Technology - continued

HealthStream, Inc. (a)

300

$ 3,723

MedAssets, Inc. (a)

2,878

32,896

Medidata Solutions, Inc. (a)

1,100

18,150

Merge Healthcare, Inc. (a)

2,716

16,079

Omnicell, Inc. (a)

1,401

21,912

Quality Systems, Inc.

1,142

105,087

SXC Health Solutions Corp. (a)

2,502

136,368

Transcend Services, Inc. (a)

481

12,419

 

1,010,299

Life Sciences Tools & Services - 0.9%

Affymetrix, Inc. (a)

3,366

18,850

Albany Molecular Research, Inc. (a)

1,371

4,785

Apricus Biosciences, Inc. (a)(d)

3,121

14,950

Arrowhead Research Corp. (a)

2,070

1,139

BG Medicine, Inc.

563

3,401

Bruker BioSciences Corp. (a)

6,300

89,649

Caliper Life Sciences, Inc. (a)

1,785

13,423

Complete Genomics, Inc.

1,150

10,419

Compugen Ltd. (a)

2,285

8,660

eResearchTechnology, Inc. (a)

2,071

10,790

Fluidigm Corp. (a)

1,244

16,782

Furiex Pharmaceuticals, Inc. (a)

385

5,906

Harvard Bioscience, Inc. (a)

1,984

8,670

ICON PLC sponsored ADR (a)

2,286

48,715

Illumina, Inc. (a)

4,806

250,393

Life Technologies Corp. (a)

7,250

304,500

Luminex Corp. (a)

1,730

39,842

Medtox Scientific, Inc.

360

5,040

Pacific Biosciences of California, Inc.

2,480

17,558

PAREXEL International Corp. (a)

2,136

43,532

Pharmaceutical Product Development, Inc.

4,621

145,469

PURE Bioscience, Inc. (a)(d)

2,955

2,630

QIAGEN NV (a)

9,016

139,207

Sequenom, Inc. (a)

3,364

20,621

Techne Corp.

1,500

108,705

 

1,333,636

Pharmaceuticals - 2.0%

Acura Pharmaceuticals, Inc. (a)(d)

1,613

4,968

Adolor Corp. (a)

1,695

3,695

Akorn, Inc. (a)

3,231

25,977

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Pharmaceuticals - continued

Alexza Pharmaceuticals, Inc. (a)

3,650

$ 5,001

Ampio Pharmaceuticals, Inc. (a)(d)

1,407

11,003

Auxilium Pharmaceuticals, Inc. (a)

1,774

30,176

AVANIR Pharmaceuticals Class A (a)

4,295

12,198

Biodel, Inc. (a)(d)

5,655

7,012

Cadence Pharmaceuticals, Inc. (a)(d)

1,886

12,334

Cardiome Pharma Corp. (a)

2,569

9,786

China Nuokang Bio-Pharmaceutical, Inc. sponsored ADR (a)

186

880

Columbia Laboratories, Inc. (a)

1,546

3,571

Corcept Therapeutics, Inc. (a)

2,565

7,259

Cumberland Pharmaceuticals, Inc. (a)

690

4,299

DepoMed, Inc. (a)

3,066

19,071

Durect Corp. (a)

3,921

6,548

Echo Therapeutics, Inc. (a)

250

1,008

Endo Pharmaceuticals Holdings, Inc. (a)

4,681

149,371

Endocyte, Inc.

563

6,170

Flamel Technologies SA sponsored ADR (a)

1,035

4,813

Hi-Tech Pharmacal Co., Inc. (a)

406

11,372

Impax Laboratories, Inc. (a)

2,400

47,208

Ista Pharmaceuticals, Inc. (a)

2,772

12,696

Jazz Pharmaceuticals, Inc. (a)

1,289

55,285

MAP Pharmaceuticals, Inc. (a)

1,059

14,826

Mylan, Inc. (a)

16,974

352,380

Nektar Therapeutics (a)

4,407

25,230

Novogen Ltd. sponsored ADR (a)

316

250

NuPathe, Inc.

469

1,285

Obagi Medical Products, Inc. (a)

1,176

12,266

Optimer Pharmaceuticals, Inc. (a)

1,354

13,472

Pacira Pharmaceuticals, Inc.

469

3,593

Pain Therapeutics, Inc.

2,176

10,336

Perrigo Co.

3,600

341,064

Pozen, Inc. (a)

1,191

3,371

Questcor Pharmaceuticals, Inc. (a)

2,536

76,207

Sagent Pharmaceuticals, Inc.

972

22,346

Salix Pharmaceuticals Ltd. (a)

2,269

69,091

Santarus, Inc. (a)

2,436

7,479

Shire PLC sponsored ADR

2,164

210,124

Skystar Bio-Pharmaceutical Co. Ltd. (a)(d)

595

1,553

Somaxon Pharmaceuticals, Inc. (a)

2,921

2,921

Sucampo Pharmaceuticals, Inc. Class A (a)

751

2,426

Teva Pharmaceutical Industries Ltd. sponsored ADR

27,791

1,149,436

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Pharmaceuticals - continued

The Medicines Company (a)

1,941

$ 28,300

ViroPharma, Inc. (a)

3,230

63,986

Vivus, Inc. (a)

3,201

26,696

Warner Chilcott PLC

9,886

168,655

XenoPort, Inc. (a)

1,086

7,939

 

3,066,933

TOTAL HEALTH CARE

19,470,408

INDUSTRIALS - 4.8%

Aerospace & Defense - 0.3%

AeroVironment, Inc. (a)

952

27,284

American Science & Engineering, Inc.

405

27,313

API Technologies Corp. (a)

2,000

9,440

Applied Energetics, Inc. (a)

4,156

1,746

Ascent Solar Technologies, Inc. (a)(d)

4,123

3,872

Astronics Corp. (a)

350

10,441

Astronics Corp. Class B

35

875

BE Aerospace, Inc. (a)

3,984

138,763

Ceradyne, Inc. (a)

1,041

32,646

Elbit Systems Ltd.

1,595

65,395

GeoEye, Inc. (a)

850

30,745

Innovative Solutions & Support, Inc. (a)

856

4,109

KEYW Holding Corp.

1,000

11,840

Kratos Defense & Security Solutions, Inc. (a)

1,490

14,095

LMI Aerospace, Inc. (a)

461

9,091

Sypris Solutions, Inc. (a)

981

3,306

Taser International, Inc. (a)

2,706

12,042

 

403,003

Air Freight & Logistics - 0.7%

Air Transport Services Group, Inc. (a)

3,455

18,622

Atlas Air Worldwide Holdings, Inc. (a)

1,032

50,651

C.H. Robinson Worldwide, Inc.

6,500

458,250

Expeditors International of Washington, Inc.

8,199

373,055

Forward Air Corp.

1,200

34,092

Hub Group, Inc. Class A (a)

1,385

43,614

Pacer International, Inc. (a)

1,536

6,943

Park-Ohio Holdings Corp. (a)

711

11,284

UTI Worldwide, Inc.

3,996

54,126

 

1,050,637

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Airlines - 0.2%

Allegiant Travel Co. (a)

716

$ 33,616

Hawaiian Holdings, Inc. (a)

2,395

10,011

JetBlue Airways Corp. (a)

11,197

48,707

Pinnacle Airlines Corp. (a)

1,261

4,540

Republic Airways Holdings, Inc. (a)

1,686

5,395

Ryanair Holdings PLC sponsored ADR

4,488

118,573

SkyWest, Inc.

2,269

28,930

Spirit Airlines, Inc. (a)

2,600

31,408

 

281,180

Building Products - 0.1%

AAON, Inc.

1,047

18,333

American Woodmark Corp.

641

10,166

Apogee Enterprises, Inc.

1,206

11,324

Builders FirstSource, Inc. (a)

4,781

9,227

China Ceramics Co. Ltd. (a)(d)

800

2,984

Gibraltar Industries, Inc. (a)

1,131

10,043

Insteel Industries, Inc.

916

9,600

PGT, Inc. (a)

3,371

6,034

Universal Forest Products, Inc.

625

19,100

 

96,811

Commercial Services & Supplies - 0.8%

Acorn Energy, Inc. (a)

1,101

5,395

APAC Customer Services, Inc. (a)

2,018

17,052

Casella Waste Systems, Inc. Class A (a)

1,146

6,578

CECO Environmental Corp.

516

3,261

Cintas Corp.

5,789

185,132

Copart, Inc. (a)

2,733

117,628

Courier Corp.

435

3,223

EnerNOC, Inc. (a)

886

11,119

Fuel Tech, Inc. (a)

971

5,777

G&K Services, Inc. Class A

701

19,782

Guanwei Recycling Corp. (a)

760

1,102

Healthcare Services Group, Inc.

2,547

39,937

Heritage-Crystal Clean, Inc. (a)

952

15,756

Herman Miller, Inc.

2,200

43,714

Industrial Services of America, Inc. (a)

459

3,465

InnerWorkings, Inc. (a)(d)

2,041

15,471

Interface, Inc. Class A

2,161

32,588

Intersections, Inc.

661

10,047

Kimball International, Inc. Class B

1,425

8,123

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Commercial Services & Supplies - continued

McGrath RentCorp.

1,260

$ 30,038

Mobile Mini, Inc. (a)

1,500

28,575

Multi-Color Corp.

386

10,044

Perma-Fix Environmental Services, Inc. (a)

2,776

4,025

R.R. Donnelley & Sons Co.

8,100

123,525

Standard Parking Corp. (a)

945

15,375

Stericycle, Inc. (a)

3,300

289,443

Swisher Hygiene, Inc. (Canada) (a)(d)

4,998

22,407

Sykes Enterprises, Inc. (a)

1,710

26,762

Team, Inc. (a)

990

24,691

Tetra Tech, Inc. (a)

2,532

50,412

United Stationers, Inc.

1,932

60,935

US Ecology, Inc.

836

15,290

WCA Waste Corp. (a)

886

3,890

 

1,250,562

Construction & Engineering - 0.1%

Foster Wheeler AG (a)

4,973

122,087

Great Lakes Dredge & Dock Corp.

1,716

8,391

Insituform Technologies, Inc. Class A (a)

1,302

21,522

Integrated Electrical Services, Inc. (a)

731

1,923

Layne Christensen Co. (a)

896

25,151

MYR Group, Inc. (a)

855

17,835

Northwest Pipe Co. (a)

495

13,494

Primoris Services Corp.

1,250

14,375

Sterling Construction Co., Inc. (a)

641

8,179

UniTek Global Services, Inc. (a)

650

3,400

 

236,357

Electrical Equipment - 0.3%

A-Power Energy Generation Systems, Ltd. (a)(d)

1,380

2,318

A123 Systems, Inc. (a)(d)

3,951

18,886

Active Power, Inc. (a)

4,641

7,101

Advanced Battery Technologies, Inc. (a)(d)

2,422

3,367

Altair Nanotechnologies, Inc. (a)(d)

1,335

1,535

American Superconductor Corp. (a)

1,958

13,451

Beacon Power Corp. (a)(d)

1,305

1,201

Broadwind Energy, Inc. (a)

3,623

2,572

Capstone Turbine Corp. (a)(d)

6,826

8,191

China BAK Battery, Inc. (a)(d)

1,801

1,891

China Recycling Energy Corp. (a)

1,590

2,067

Coleman Cable, Inc. (a)

616

7,558

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Electrical Equipment - continued

Deswell Industries, Inc.

861

$ 2,764

Encore Wire Corp.

1,031

23,105

Ener1, Inc. (a)

5,496

2,132

Franklin Electric Co., Inc.

921

39,520

FuelCell Energy, Inc. (a)(d)

7,067

8,339

Fushi Copperweld, Inc. (a)(d)

1,398

9,590

Global Power Equipment Group, Inc. (a)

586

14,275

Harbin Electric, Inc. (a)(d)

1,136

18,835

Highpower International, Inc. (a)

470

771

Hoku Corp. (a)(d)

3,339

6,511

Hydrogenics Corp. (a)

259

1,645

II-VI, Inc. (a)

2,382

47,056

Jinpan International Ltd.

717

6,976

Lihua International, Inc. (a)(d)

980

6,301

Lime Energy Co. (a)

1,124

4,091

LSI Industries, Inc.

696

5,130

Ocean Power Technologies, Inc. (a)

585

2,217

Plug Power, Inc. (a)

506

921

Powell Industries, Inc. (a)

606

22,677

PowerSecure International, Inc. (a)

710

3,266

Preformed Line Products Co.

176

9,719

Satcon Technology Corp. (a)(d)

7,337

9,758

Ultralife Corp. (a)

901

4,388

Valence Technology, Inc. (a)(d)

4,926

5,960

Vicor Corp.

1,551

17,511

Woodward, Inc.

2,676

86,756

 

430,352

Industrial Conglomerates - 0.0%

Raven Industries, Inc.

806

43,790

Machinery - 1.0%

Altra Holdings, Inc. (a)

1,161

18,019

American Railcar Industries, Inc. (a)

750

13,733

Astec Industries, Inc. (a)

911

31,530

Chart Industries, Inc. (a)

1,266

59,869

China Fire & Security Group, Inc. (a)(d)

1,005

8,512

China Valves Technology, Inc. (a)

1,200

2,868

Cleantech Solutions International, Inc. (a)

1,355

922

Columbus McKinnon Corp. (NY Shares) (a)

885

12,762

Commercial Vehicle Group, Inc. (a)

1,360

9,778

Dynamic Materials Corp.

450

9,099

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Machinery - continued

Energy Recovery, Inc. (a)(d)

1,776

$ 4,547

Flow International Corp. (a)

2,325

5,929

Force Protection, Inc. (a)

2,703

11,055

FreightCar America, Inc. (a)

461

8,441

Gencor Industries, Inc. (a)

346

2,595

Hardinge, Inc.

390

3,795

Hurco Companies, Inc. (a)

225

6,183

Joy Global, Inc.

3,988

332,799

L.B. Foster Co. Class A

576

14,112

Lincoln Electric Holdings, Inc.

3,432

116,791

Makita Corp. sponsored ADR

86

3,550

Middleby Corp. (a)

831

66,949

NN, Inc. (a)

1,041

8,016

Nordson Corp.

2,768

121,515

Omega Flex, Inc. (a)

360

4,716

PACCAR, Inc.

14,225

535,287

PMFG, Inc. (a)

424

7,730

RBC Bearings, Inc. (a)

990

34,601

SmartHeat, Inc. (a)(d)

1,250

1,188

Sun Hydraulics Corp.

1,050

30,912

Tecumseh Products Co.:

Class A (non-vtg.) (a)

801

6,392

Class B (a)

281

2,240

TriMas Corp. (a)

1,201

23,215

Twin Disc, Inc.

345

13,396

Westport Innovations, Inc. (a)

1,751

42,829

 

1,575,875

Marine - 0.0%

DryShips, Inc. (a)(d)

13,000

38,350

Eagle Bulk Shipping, Inc. (a)(d)

2,733

5,302

Euroseas Ltd.

1,365

4,969

FreeSeas, Inc. (a)

291

346

Newlead Holdings Ltd. (a)

85

59

OceanFreight, Inc. (a)

162

2,645

Star Bulk Carriers Corp.

2,781

3,949

TBS International Ltd. Class A (a)

1,115

1,048

Ultrapetrol (Bahamas) Ltd. (a)

1,156

3,861

 

60,529

Professional Services - 0.4%

51job, Inc. sponsored ADR (a)

382

21,316

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Professional Services - continued

Acacia Research Corp. - Acacia Technologies (a)

2,101

$ 91,814

Advisory Board Co. (a)

761

47,319

Barrett Business Services, Inc.

420

6,010

CoStar Group, Inc. (a)

989

50,617

CRA International, Inc. (a)

480

11,309

Exponent, Inc. (a)

600

25,356

Heidrick & Struggles International, Inc.

756

15,702

Hudson Highland Group, Inc. (a)

976

5,134

Huron Consulting Group, Inc. (a)

836

26,576

ICF International, Inc. (a)

797

18,068

Kelly Services, Inc. Class A (non-vtg.)

1,230

18,696

Kforce, Inc. (a)

1,701

17,656

Lightbridge Corp. (a)

719

1,841

Odyssey Marine Exploration, Inc. (a)(d)

3,919

10,973

On Assignment, Inc. (a)

1,606

12,206

Resources Connection, Inc.

1,691

17,688

RPX Corp.

1,774

48,075

School Specialty, Inc. (a)

750

7,133

Verisk Analytics, Inc. (a)

5,636

196,358

VSE Corp.

201

4,989

 

654,836

Road & Rail - 0.5%

AMERCO (a)

806

59,088

Arkansas Best Corp.

1,011

20,877

Avis Budget Group, Inc. (a)

3,900

51,285

Covenant Transport Group, Inc. Class A (a)

856

4,160

Frozen Food Express Industries, Inc. (a)

1,725

5,589

Heartland Express, Inc.

3,488

53,018

J.B. Hunt Transport Services, Inc.

4,771

191,746

Landstar System, Inc.

1,920

77,741

Marten Transport Ltd.

786

14,447

Old Dominion Freight Lines, Inc. (a)

2,394

76,895

P.A.M. Transportation Services, Inc. (a)

646

6,945

Patriot Transportation Holding, Inc. (a)

436

9,797

Quality Distribution, Inc. (a)

846

10,338

Saia, Inc. (a)

637

7,625

Universal Truckload Services, Inc. (a)

891

13,641

USA Truck, Inc. (a)

420

3,230

Vitran Corp., Inc. (a)

946

5,875

Werner Enterprises, Inc.

2,688

62,577

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Road & Rail - continued

YRC Worldwide, Inc. (a)(d)

1,568

$ 1,189

Zipcar, Inc. (a)(d)

1,775

37,328

 

713,391

Trading Companies & Distributors - 0.4%

Aceto Corp.

966

5,072

Beacon Roofing Supply, Inc. (a)

2,076

38,531

DXP Enterprises, Inc. (a)

391

9,419

Fastenal Co. (d)

11,228

375,913

General Finance Corp. (a)

1,820

5,751

H&E Equipment Services, Inc. (a)

1,290

13,197

Houston Wire & Cable Co.

776

11,384

Kaman Corp.

1,038

35,448

Lawson Products, Inc.

600

10,236

Rush Enterprises, Inc.:

Class A (a)

1,043

19,191

Class B (a)

625

9,669

Titan Machinery, Inc. (a)

836

22,162

 

555,973

Transportation Infrastructure - 0.0%

China Infrastructure Investment Corp. (a)

3,900

3,120

Grupo Aeroportuario Norte SAB de CV ADR

200

2,900

 

6,020

TOTAL INDUSTRIALS

7,359,316

INFORMATION TECHNOLOGY - 51.3%

Communications Equipment - 6.4%

Acme Packet, Inc. (a)

2,859

134,630

ADTRAN, Inc.

2,259

70,165

Alvarion Ltd. (a)

2,981

3,816

Ambient Corp. (a)

600

4,530

Anaren, Inc. (a)

802

15,904

Arris Group, Inc. (a)

4,626

50,516

Aruba Networks, Inc. (a)

4,149

88,498

AudioCodes Ltd. (a)

1,980

8,356

Aviat Networks, Inc. (a)

3,025

7,865

Bel Fuse, Inc. Class B (non-vtg.)

371

6,433

BigBand Networks, Inc. (a)

9,932

14,203

Black Box Corp.

780

19,282

Blue Coat Systems, Inc. (a)

1,596

23,429

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Communications Equipment - continued

Brocade Communications Systems, Inc. (a)

17,129

$ 66,289

Ceragon Networks Ltd. (a)

1,336

13,026

China TechFaith Wireless Communication Technology Ltd. sponsored ADR (a)

1,185

3,223

Ciena Corp. (a)

3,646

44,627

Cisco Systems, Inc.

216,000

3,386,880

Cogo Group, Inc. (a)(d)

1,545

4,125

Comtech Telecommunications Corp.

1,006

28,007

DG FastChannel, Inc. (a)

1,097

24,024

Dialogic, Inc. (a)

1,081

3,016

Digi International, Inc. (a)

1,635

20,552

Ditech Networks, Inc. (a)

1,626

1,772

DragonWave, Inc. (a)

1,400

6,505

EchoStar Holding Corp. Class A (a)

1,821

44,341

EMCORE Corp. (a)(d)

5,352

8,563

EXFO, Inc. (sub. vtg.) (a)

907

6,030

Extreme Networks, Inc. (a)

3,522

9,756

F5 Networks, Inc. (a)

3,150

257,103

Finisar Corp. (a)

3,317

61,232

Gilat Satellite Networks Ltd. (a)

2,426

9,340

Globecomm Systems, Inc. (a)

721

9,265

Harmonic, Inc. (a)

4,396

20,925

Infinera Corp. (a)

3,871

29,091

InterDigital, Inc.

1,730

121,792

Ituran Location & Control Ltd.

1,485

19,112

Ixia (a)

3,000

25,770

JDS Uniphase Corp. (a)

8,481

109,999

KVH Industries, Inc. (a)

511

4,548

Loral Space & Communications Ltd. (a)

823

46,574

Meru Networks, Inc. (a)

574

5,246

Mitel Networks, Inc. (a)

1,991

6,789

NETGEAR, Inc. (a)

1,260

35,041

Network Engines, Inc. (a)

6,207

7,759

Network Equipment Technologies, Inc. (a)

1,349

3,453

Oclaro, Inc. (a)

1,879

7,986

Oplink Communications, Inc. (a)

687

11,356

Opnext, Inc. (a)

2,370

3,792

ORBCOMM, Inc. (a)

1,486

3,344

Orckit Communications Ltd. (a)

771

1,203

Parkervision, Inc. (a)

1,071

942

PC-Tel, Inc. (a)

1,116

7,109

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Communications Equipment - continued

Polycom, Inc. (a)

6,529

$ 155,390

Powerwave Technologies, Inc. (a)

5,220

9,187

QUALCOMM, Inc.

65,259

3,358,228

RADWARE Ltd. (a)

749

19,893

Research In Motion Ltd. (a)

20,550

667,670

RIT TECHNOLOGIES LTD (a)(d)

1,700

8,500

Riverbed Technology, Inc. (a)

6,325

156,734

SeaChange International, Inc. (a)

1,311

10,304

ShoreTel, Inc. (a)

2,706

18,888

Sierra Wireless, Inc. (a)

1,722

12,591

Silicom Ltd. (a)

345

5,134

Sonus Networks, Inc. (a)

10,536

27,288

Sycamore Networks, Inc.

1,169

20,095

Symmetricom, Inc. (a)

2,446

13,355

Tekelec (a)

2,626

18,907

Telefonaktiebolaget LM Ericsson (B Shares) sponsored ADR

9,400

105,374

Telestone Technologies Corp. (a)(d)

314

1,919

Tellabs, Inc.

13,974

57,014

Telular Corp.

915

5,591

UTStarcom Holdings Corp. (a)

4,161

5,784

ViaSat, Inc. (a)

1,375

48,813

Westell Technologies, Inc. Class A (a)

1,302

3,242

Wi-Lan, Inc.

4,000

30,188

Zhone Technologies, Inc. (a)

2,720

4,352

ZST Digital Networks, Inc. (a)(d)

1,005

2,181

 

9,693,756

Computers & Peripherals - 10.8%

Apple, Inc. (a)

36,160

13,915,403

Avid Technology, Inc. (a)

1,551

15,262

Concurrent Computer Corp. (a)

360

2,059

Cray, Inc. (a)

1,843

10,441

Dell, Inc. (a)

74,438

1,106,521

Dot Hill Systems Corp. (a)

3,411

6,003

Electronics for Imaging, Inc. (a)

1,324

18,814

Hutchinson Technology, Inc. (a)

1,056

2,387

iGO, Inc. (a)

3,980

5,373

Immersion Corp. (a)

1,335

9,385

Intevac, Inc. (a)

911

7,479

Logitech International SA (a)(d)

7,101

82,301

NetApp, Inc. (a)

14,150

532,323

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Computers & Peripherals - continued

Novatel Wireless, Inc. (a)

1,997

$ 6,690

OCZ Technology Group, Inc. (a)(d)

1,770

10,036

Presstek, Inc. (a)

1,594

2,200

QLogic Corp. (a)

4,442

62,055

Rimage Corp.

400

5,508

SanDisk Corp. (a)

9,127

334,505

Seagate Technology

16,822

194,799

Silicon Graphics International Corp. (a)

1,011

16,105

Smart Technologies, Inc. Class A (a)

1,547

7,890

STEC, Inc. (a)

2,011

19,094

Stratasys, Inc. (a)

722

16,707

Super Micro Computer, Inc. (a)

1,221

16,746

Synaptics, Inc. (a)

1,350

32,981

Transact Technologies, Inc. (a)

1,251

12,210

USA Technologies, Inc. (a)(d)

6,619

12,907

Xyratex Ltd.

1,176

10,090

 

16,474,274

Electronic Equipment & Components - 1.3%

Agilysys, Inc. (a)

1,050

9,503

Brightpoint, Inc. (a)

3,126

29,791

CalAmp Corp. (a)

2,713

8,248

Cognex Corp.

1,796

57,472

Coherent, Inc. (a)

1,205

53,273

Comverge, Inc. (a)

1,083

2,632

Daktronics, Inc.

1,761

16,976

DDi Corp.

823

6,238

DTS, Inc. (a)

851

26,143

Echelon Corp. (a)

1,830

15,281

Electro Rent Corp.

1,080

15,973

Electro Scientific Industries, Inc. (a)

1,335

20,185

FARO Technologies, Inc. (a)

690

26,199

FEI Co. (a)

1,455

46,545

Flextronics International Ltd. (a)

30,000

172,500

FLIR Systems, Inc.

6,005

155,349

GSI Group, Inc. (a)

1,500

14,220

HLS Systems International Ltd. (a)(d)

1,991

11,369

I. D. Systems Inc. (a)

601

3,263

Identive Group, Inc. (a)

1,560

2,917

Insight Enterprises, Inc. (a)

2,136

40,200

IPG Photonics Corp. (a)

2,143

124,251

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Electronic Equipment & Components - continued

Itron, Inc. (a)

1,543

$ 61,442

Littelfuse, Inc.

801

37,158

LoJack Corp. (a)

1,051

3,374

Magal Security Systems Ltd. (a)

1,506

4,458

Maxwell Technologies, Inc. (a)

855

14,817

Measurement Specialties, Inc. (a)

521

16,271

Mercury Computer Systems, Inc. (a)

951

13,228

Microvision, Inc. (a)(d)

3,433

3,090

Molex, Inc.

3,921

85,674

Molex, Inc. Class A (non-vtg.)

3,066

56,660

MTS Systems Corp.

776

28,029

Multi-Fineline Electronix, Inc. (a)

1,116

21,237

National Instruments Corp.

4,575

116,342

NetList, Inc. (a)

6,255

11,447

Newport Corp. (a)

1,221

15,800

Orbotech Ltd. (a)

1,410

15,919

OSI Systems, Inc. (a)

716

27,852

PC Connection, Inc. (a)

691

6,157

PC Mall, Inc. (a)

556

3,519

Planar Systems, Inc. (a)

1,943

3,886

Plexus Corp. (a)

1,731

46,010

Power-One, Inc. (a)(d)

4,043

30,565

RadiSys Corp. (a)

936

7,057

Richardson Electronics Ltd.

1,201

16,622

Rofin-Sinar Technologies, Inc. (a)

1,121

25,884

Sanmina-SCI Corp. (a)

3,082

23,793

ScanSource, Inc. (a)

1,206

37,326

Tech Data Corp. (a)

1,650

77,682

Trimble Navigation Ltd. (a)

4,561

169,396

TTM Technologies, Inc. (a)

2,908

32,482

Universal Display Corp. (a)

2,055

100,839

Viasystems Group, Inc. (a)

708

13,332

X-Rite, Inc. (a)

3,195

11,694

Zygo Corp. (a)

1,006

13,239

 

2,010,809

Internet Software & Services - 7.8%

Akamai Technologies, Inc. (a)

7,280

159,723

Ancestry.com, Inc. (a)

1,610

57,493

Autobytel, Inc. (a)

1,756

1,616

Baidu.com, Inc. sponsored ADR (a)

10,600

1,545,268

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Internet Software & Services - continued

Carbonite, Inc. (d)

700

$ 10,367

China Finance Online Co. Ltd. ADR (a)(d)

915

2,525

ChinaCache International Holdings Ltd. sponsored ADR

225

1,609

comScore, Inc. (a)

1,086

17,322

Constant Contact, Inc. (a)

1,602

30,646

Cornerstone OnDemand, Inc.

1,545

23,978

CryptoLogic Ltd. (a)

480

619

DealerTrack Holdings, Inc. (a)

1,896

35,493

Digital River, Inc. (a)

1,521

30,603

EarthLink, Inc.

4,455

32,878

eBay, Inc. (a)

50,731

1,566,066

Enternet Gold Golden Lines Ltd. (a)

720

10,030

Equinix, Inc. (a)

1,731

162,783

FriendFinder Networks, Inc. (a)

3,713

11,176

GigaMedia Ltd. (a)

2,131

1,918

Google, Inc. Class A (a)

9,900

5,355,504

HSW International, Inc. (a)

177

761

IAC/InterActiveCorp (a)

3,295

130,251

InfoSpace, Inc. (a)

1,401

13,394

Internap Network Services Corp. (a)

2,287

11,847

Internet Initiative Japan, Inc. sponsored ADR

711

8,326

iPass, Inc.

7,740

11,378

j2 Global Communications, Inc.

1,719

54,922

Keynote Systems, Inc.

675

16,220

KIT Digital, Inc. (a)

1,500

16,605

Ku6 Media Co. Ltd. sponsored ADR (a)

1,681

3,362

Limelight Networks, Inc. (a)

3,326

8,348

Liquidity Services, Inc. (a)

1,191

28,584

LivePerson, Inc. (a)

2,295

26,966

Local.com Corp. (a)(d)

2,237

6,375

LogMeIn, Inc. (a)

845

26,406

LoopNet, Inc. (a)

1,320

23,179

Marchex, Inc. Class B

1,791

18,017

Market Leader, Inc. (a)

861

1,774

Mercadolibre, Inc.

1,716

115,624

ModusLink Global Solutions, Inc.

1,665

6,876

Move, Inc. (a)

6,181

11,126

NetEase.com, Inc. sponsored ADR (a)

2,946

148,950

NIC, Inc.

2,461

28,597

Open Text Corp. (a)

2,210

130,925

OpenTable, Inc. (a)

949

57,880

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Internet Software & Services - continued

Openwave Systems, Inc. (a)

3,561

$ 6,802

Perficient, Inc. (a)

1,516

13,341

Points International Ltd. (a)

422

3,512

QuinStreet, Inc. (a)

1,753

21,141

RADVision Ltd. (a)

1,225

7,571

RealNetworks, Inc.

1,385

12,811

Rediff.com India Ltd. sponsored ADR (a)(d)

1,411

12,219

Responsys, Inc.

1,730

25,189

RightNow Technologies, Inc. (a)

1,431

46,922

Saba Software, Inc. (a)

1,606

11,178

SciQuest, Inc.

800

11,976

Selectica, Inc. (a)

342

1,662

Sify Technologies Ltd. sponsored ADR (a)(d)

1,740

8,352

SINA Corp. (a)(d)

2,509

269,492

Sohu.com, Inc. (a)

1,395

114,041

SPS Commerce, Inc. (a)

530

9,609

Stamps.com, Inc.

675

13,257

Support.com, Inc. (a)

2,745

6,835

TechTarget, Inc. (a)

1,500

9,585

TheStreet.com, Inc.

1,096

2,641

Travelzoo, Inc. (a)(d)

751

27,434

Tudou Holdings Ltd. ADR (d)

200

5,196

United Online, Inc.

3,243

17,577

ValueClick, Inc. (a)

3,087

47,231

Velti PLC (a)

1,875

17,738

VeriSign, Inc.

6,779

211,166

VistaPrint Ltd. (a)

1,701

50,060

Vocus, Inc. (a)

821

17,676

Web.com, Inc. (a)

1,320

12,461

WebMD Health Corp. (a)

2,309

81,600

WebMediaBrands, Inc. (a)

1,696

1,526

Yahoo!, Inc. (a)

50,999

693,841

Yandex NV

5,200

161,044

Zillow, Inc. (a)

750

27,885

Zix Corp. (a)

4,116

13,994

 

11,958,875

IT Services - 2.2%

Acxiom Corp. (a)

3,216

35,280

Automatic Data Processing, Inc.

19,305

965,829

Cardtronics, Inc. (a)

1,926

47,688

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

IT Services - continued

Cass Information Systems, Inc.

385

$ 13,929

China Information Technology, Inc. (a)(d)

1,900

2,546

Cognizant Technology Solutions Corp. Class A (a)

11,744

745,157

Computer Task Group, Inc. (a)

717

8,009

CSG Systems International, Inc. (a)

1,356

18,116

Echo Global Logistics, Inc. (a)

1,404

19,656

Edgewater Technology, Inc. (a)

876

2,558

Euronet Worldwide, Inc. (a)

1,986

32,312

ExlService Holdings, Inc. (a)

1,236

32,074

Fiserv, Inc. (a)

5,954

332,412

Forrester Research, Inc.

975

32,858

Hackett Group, Inc. (a)

1,695

6,424

hiSoft Technology International Ltd. ADR (a)

463

5,079

iGate Corp.

2,041

22,900

Information Services Group, Inc. (a)

1,246

1,620

Infosys Ltd. sponsored ADR (d)

3,292

169,933

Innodata Isogen, Inc. (a)

1,261

3,606

Jack Henry & Associates, Inc.

3,111

90,966

Lionbridge Technologies, Inc. (a)

2,146

6,417

LML Payment Systems, Inc. (a)(d)

2,399

7,149

ManTech International Corp. Class A

800

29,992

NCI, Inc. Class A (a)

491

8,028

Ness Technologies, Inc. (a)

1,176

9,008

Online Resources Corp. (a)

976

2,733

Paychex, Inc.

14,192

382,900

PFSweb, Inc. (a)

2,743

14,209

PRG-Schultz International, Inc. (a)

1,731

10,178

Rainmaker Systems, Inc. (a)

2,401

2,713

Sapient Corp.

4,887

52,438

ServiceSource International, Inc.

2,600

46,982

Syntel, Inc.

1,458

66,718

Teletech Holdings, Inc. (a)

2,691

47,738

Telvent GIT SA (a)(d)

1,232

49,588

Virtusa Corp. (a)

1,000

15,770

Yucheng Technologies Ltd. (a)

496

1,533

 

3,343,046

Office Electronics - 0.1%

Zebra Technologies Corp. Class A (a)

2,286

82,136

Semiconductors & Semiconductor Equipment - 8.1%

Advanced Analogic Technologies, Inc. (a)

2,818

16,908

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

Advanced Energy Industries, Inc. (a)

1,500

$ 14,985

Aixtron AG sponsored ADR

188

4,247

Alpha & Omega Semiconductor Ltd. (a)

820

7,232

Altera Corp.

12,354

449,562

Amkor Technology, Inc. (a)

7,661

33,325

Amtech Systems, Inc. (a)

401

4,351

ANADIGICS, Inc. (a)

3,015

8,352

Applied Materials, Inc.

52,152

590,361

Applied Micro Circuits Corp. (a)

2,420

13,770

ARM Holdings PLC sponsored ADR

3,037

83,760

ASM International NV unit (d)

2,111

55,984

ASML Holding NV

4,460

157,304

Atmel Corp. (a)

17,856

162,668

ATMI, Inc. (a)

1,291

22,115

AuthenTec, Inc. (a)

1,051

3,048

Avago Technologies Ltd.

9,352

309,645

Axcelis Technologies, Inc. (a)

4,561

6,203

AXT, Inc. (a)

1,989

15,455

Broadcom Corp. Class A

18,855

672,181

Brooks Automation, Inc.

3,006

28,437

Cabot Microelectronics Corp. (a)

981

39,005

Camtek Ltd. (a)

1,486

3,596

Canadian Solar, Inc. (a)(d)

1,991

13,419

Cavium, Inc. (a)

1,684

54,208

Ceva, Inc. (a)

1,050

27,930

China Sunergy Co. Ltd. ADR (a)(d)

1,320

1,610

ChipMOS TECHNOLOGIES (Bermuda) Ltd. (a)

2,112

12,799

Cirrus Logic, Inc. (a)

2,601

39,483

Cohu, Inc.

885

9,815

Cree, Inc. (a)(d)

4,085

132,477

Cymer, Inc. (a)

1,206

48,795

Cypress Semiconductor Corp.

6,614

104,766

Diodes, Inc. (a)

1,626

32,553

DSP Group, Inc. (a)

1,305

8,443

Energy Conversion Devices, Inc. (a)(d)

1,811

1,359

Entegris, Inc. (a)

5,220

39,254

Entropic Communications, Inc. (a)(d)

3,249

14,588

Exar Corp. (a)

1,755

10,635

Ezchip Semiconductor Ltd. (a)

1,020

32,793

First Solar, Inc. (a)(d)

3,298

329,734

FormFactor, Inc. (a)

1,856

14,644

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

FSI International, Inc. (a)

1,656

$ 3,560

GSI Technology, Inc. (a)

1,220

6,137

GT Advanced Technologies, Inc. (a)

5,936

72,479

Hanwha Solarone Co. Ltd. (a)(d)

1,791

7,021

Himax Technologies, Inc. sponsored ADR

3,511

4,810

Hittite Microwave Corp. (a)

1,483

80,557

Ikanos Communications, Inc. (a)

1,860

1,972

Integrated Device Technology, Inc. (a)

7,126

40,333

Integrated Silicon Solution, Inc. (a)

1,011

8,321

Intel Corp.

207,900

4,185,027

Intersil Corp. Class A

4,941

55,487

IXYS Corp. (a)

1,626

19,512

JA Solar Holdings Co. Ltd. ADR (a)(d)

4,791

17,535

KLA-Tencor Corp.

6,418

235,412

Kopin Corp. (a)

3,306

12,497

Kulicke & Soffa Industries, Inc. (a)

2,871

24,978

Lam Research Corp. (a)

4,935

183,385

Lattice Semiconductor Corp. (a)

4,891

27,536

Linear Technology Corp.

8,680

248,508

LTX-Credence Corp. (a)

2,029

11,545

Marvell Technology Group Ltd. (a)

24,740

325,331

Mattson Technology, Inc. (a)

2,176

3,199

Maxim Integrated Products, Inc.

11,719

270,123

Mellanox Technologies Ltd. (a)

1,272

37,460

Micrel, Inc.

3,171

32,059

Microchip Technology, Inc.

7,211

236,665

Micron Technology, Inc. (a)

38,862

229,674

Microsemi Corp. (a)

3,096

48,081

Mindspeed Technologies, Inc. (a)

1,178

6,832

MIPS Technologies, Inc. (a)

1,995

11,172

MKS Instruments, Inc.

1,961

45,534

Monolithic Power Systems, Inc. (a)

1,386

17,505

MoSys, Inc. (a)

1,530

6,120

Nanometrics, Inc. (a)

801

12,728

Netlogic Microsystems, Inc. (a)

3,044

91,381

Nova Measuring Instruments Ltd. (a)

1,096

7,475

Novellus Systems, Inc. (a)

2,723

76,162

NVE Corp. (a)

210

13,873

NVIDIA Corp. (a)

22,672

301,764

NXP Semiconductors NV

9,657

157,313

O2Micro International Ltd. sponsored ADR (a)

1,626

7,528

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

Omnivision Technologies, Inc. (a)

2,101

$ 38,658

ON Semiconductor Corp. (a)

16,281

118,363

PDF Solutions, Inc. (a)

1,350

6,791

Pericom Semiconductor Corp. (a)

1,356

10,550

Photronics, Inc. (a)

2,236

14,489

Pixelworks, Inc. (a)

598

1,417

PLX Technology, Inc. (a)

2,101

6,639

PMC-Sierra, Inc. (a)

8,936

54,420

Power Integrations, Inc.

1,000

32,140

QuickLogic Corp. (a)(d)

1,546

4,406

Rambus, Inc. (a)

4,458

51,757

Ramtron International Corp. (a)

1,221

2,808

RDA Microelectronics, Inc. sponsored ADR

350

3,325

RF Micro Devices, Inc. (a)

11,151

69,248

Rubicon Technology, Inc. (a)

951

12,254

Rudolph Technologies, Inc. (a)

1,086

7,396

SemiLEDs Corp.

1,100

5,665

Semtech Corp. (a)

2,601

55,479

Sigma Designs, Inc. (a)

1,146

9,237

Silicon Image, Inc. (a)

3,261

17,381

Silicon Laboratories, Inc. (a)

1,811

62,606

Silicon Motion Technology Corp. sponsored ADR (a)

1,231

13,233

Siliconware Precision Industries Co. Ltd. sponsored ADR (d)

4,347

19,953

Skyworks Solutions, Inc. (a)

7,002

144,451

Spreadtrum Communications, Inc. ADR

1,338

23,642

Standard Microsystems Corp. (a)

956

20,095

SunPower Corp.:

Class A (a)(d)

2,337

32,952

Class B (a)

1,660

19,671

Supertex, Inc. (a)

494

9,638

Tessera Technologies, Inc. (a)

1,821

25,640

Tower Semiconductor Ltd. (a)(d)

9,998

7,780

TranSwitch Corp. (a)

804

2,291

Trident Microsystems, Inc. (a)

8,196

3,401

TriQuint Semiconductor, Inc. (a)

6,421

48,671

Ultra Clean Holdings, Inc. (a)

1,066

6,002

Ultratech, Inc. (a)

995

20,318

Varian Semiconductor Equipment Associates, Inc. (a)

2,991

183,303

Veeco Instruments, Inc. (a)

1,502

54,613

Vimicro International Corp. sponsored ADR (a)

2,017

3,167

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

Volterra Semiconductor Corp. (a)

1,266

$ 25,637

Xilinx, Inc.

10,052

313,019

 

12,378,896

Software - 14.6%

Accelrys, Inc. (a)

2,308

15,002

ACI Worldwide, Inc. (a)

1,317

39,391

Activision Blizzard, Inc.

46,000

544,640

Actuate Corp. (a)

1,740

11,084

Adobe Systems, Inc. (a)

19,900

502,276

Advent Software, Inc. (a)

2,643

61,291

Allot Communications Ltd. (a)

945

12,172

American Software, Inc. Class A

846

6,836

ANSYS, Inc. (a)

3,591

193,842

Ariba, Inc. (a)

3,523

95,579

AsiaInfo-Linkage, Inc. (a)(d)

2,883

32,982

Aspen Technology, Inc. (a)

3,566

59,873

Authentidate Holding Corp. (a)(d)

6,174

5,124

Autodesk, Inc. (a)

8,763

247,117

Blackbaud, Inc.

1,626

40,715

Blackboard, Inc. (a)

1,342

56,646

BluePhoenix Solutions Ltd. (a)

1,260

1,256

BMC Software, Inc. (a)

6,983

283,580

Bottomline Technologies, Inc. (a)

1,041

23,912

BroadSoft, Inc. (a)

1,060

32,065

CA, Inc.

19,931

418,352

Cadence Design Systems, Inc. (a)

10,371

95,828

Callidus Software, Inc. (a)

2,656

12,855

CDC Corp. Class A (a)

1,412

1,864

CDC Software Corp. ADR (a)

605

2,293

Changyou.com Ltd. (A Shares) ADR (a)

374

15,356

Check Point Software Technologies Ltd. (a)

8,056

438,569

China CGame, Inc. (a)(d)

1,448

999

China TransInfo Technlgy Corp. (a)(d)

870

3,193

Cinedigm Digital Cinema Corp. (a)

1,095

1,566

Citrix Systems, Inc. (a)

7,238

437,392

ClickSoftware Technologies Ltd.

1,103

9,684

CommVault Systems, Inc. (a)

1,596

54,120

Compuware Corp. (a)

9,002

76,157

Concur Technologies, Inc. (a)

1,923

80,420

Convio, Inc. (a)

795

7,330

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

CyberDefender Corp. (a)(d)

11,511

$ 5,525

Deltek, Inc. (a)

2,316

15,286

DemandTec, Inc. (a)

1,131

7,442

Descartes Systems Group, Inc. (a)

2,985

18,900

Digimarc Corp. (a)

390

13,030

ebix.com, Inc. (a)(d)

1,287

21,081

Electronic Arts, Inc. (a)

12,766

288,256

EPIQ Systems, Inc.

1,500

18,780

Evolving Systems, Inc.

1,325

8,944

FalconStor Software, Inc. (a)

2,536

8,293

Fortinet, Inc. (a)

5,600

107,128

Fundtech Ltd.

750

12,735

Glu Mobile, Inc. (a)

3,964

12,090

Guidance Software, Inc. (a)

1,292

8,140

Informatica Corp. (a)

4,100

171,298

Interactive Intelligence Group, Inc. (a)

1,041

33,645

Intuit, Inc.

12,134

598,570

JDA Software Group, Inc. (a)

1,557

41,120

Kenexa Corp. (a)

971

20,440

KongZhong Corp. sponsored ADR (a)

1,000

4,310

Magic Software Enterprises Ltd. (a)(d)

2,568

11,479

Magma Design Automation, Inc. (a)

2,621

13,341

Majesco Entertainment Co. (a)(d)

2,427

5,946

Manhattan Associates, Inc. (a)

922

32,906

Mentor Graphics Corp. (a)

3,651

40,855

MICROS Systems, Inc. (a)

2,991

142,551

Microsoft Corp.

329,532

8,765,551

MicroStrategy, Inc. Class A (a)

375

46,080

Mitek Systems, Inc. (a)(d)

938

10,271

Monotype Imaging Holdings, Inc. (a)

1,551

18,162

Motricity, Inc. (a)(d)

1,688

3,933

Net 1 UEPS Technologies, Inc. (a)

2,000

13,020

NetScout Systems, Inc. (a)

1,866

25,751

Nice Systems Ltd. sponsored ADR (a)

1,581

49,343

Nuance Communications, Inc. (a)

11,473

212,939

Opnet Technologies, Inc.

1,026

35,397

Oracle Corp.

197,625

5,547,334

Parametric Technology Corp. (a)

4,688

84,384

Pegasystems, Inc.

1,228

49,623

Perfect World Co. Ltd. sponsored ADR Class B (a)

1,575

33,815

Pervasive Software, Inc. (a)

1,606

10,551

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Progress Software Corp. (a)

2,529

$ 52,679

QAD, Inc.:

Class A

660

7,564

Class B

165

1,695

QLIK Technologies, Inc. (a)

3,023

76,724

Quest Software, Inc. (a)

3,555

61,253

RealPage, Inc.

2,672

55,631

Renaissance Learning, Inc.

1,200

18,672

Retalix Ltd. (a)

786

10,399

Rovi Corp. (a)

4,276

209,054

S1 Corp. (a)

2,685

24,675

Scientific Learning Corp. (a)

1,966

5,524

Shanda Games Ltd. sponsored ADR (a)

3,749

21,107

Shanda Interactive Entertainment Ltd. sponsored ADR (a)(d)

962

32,843

Smith Micro Software, Inc. (a)

1,336

2,525

Sonic Foundry, Inc. (a)

329

3,711

Sourcefire, Inc. (a)

936

25,852

SRS Labs, Inc. (a)

833

6,864

SS&C Technologies Holdings, Inc. (a)

2,835

46,749

Symantec Corp. (a)

30,325

520,074

Synchronoss Technologies, Inc. (a)

1,251

33,977

Synopsys, Inc. (a)

5,735

148,422

Take-Two Interactive Software, Inc. (a)

2,856

37,756

Taleo Corp. Class A (a)

1,407

36,315

Tangoe, Inc. (a)

1,000

11,070

TeleCommunication Systems, Inc. Class A (a)

1,500

5,685

TeleNav, Inc. (a)

1,766

16,336

The9 Ltd. sponsored ADR (a)(d)

786

3,757

THQ, Inc. (a)

3,315

6,464

TIBCO Software, Inc. (a)

6,207

138,913

TigerLogic Corp. (a)(d)

987

2,941

TiVo, Inc. (a)

4,101

43,471

Trunkbow International Holdings Ltd. (a)(d)

1,172

3,469

Ultimate Software Group, Inc. (a)

1,295

65,514

Vasco Data Security International, Inc. (a)

1,515

10,772

Verint Systems, Inc. (a)

1,219

34,839

Versant Corp. (a)

315

3,591

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Wave Systems Corp. Class A (a)(d)

3,219

$ 7,404

Websense, Inc. (a)

1,626

33,447

 

22,317,344

TOTAL INFORMATION TECHNOLOGY

78,259,136

MATERIALS - 1.2%

Chemicals - 0.4%

A. Schulman, Inc.

1,300

23,712

American Pacific Corp. (a)

525

3,885

Ampal-American Israel Corp. Class A (a)

1,950

897

Balchem Corp.

1,200

49,560

Cereplast, Inc. (a)(d)

450

1,476

Hawkins, Inc.

555

20,119

Innophos Holdings, Inc.

810

33,704

Innospec, Inc. (a)

1,020

27,591

Keyuan Petrochemicals, Inc.

2,500

10,935

KMG Chemicals, Inc.

511

7,726

Landec Corp. (a)

1,071

6,372

Material Sciences Corp. (a)

570

3,996

Methanex Corp.

3,696

95,910

Penford Corp. (a)

476

2,618

Senomyx, Inc. (a)

1,501

6,409

Sigma Aldrich Corp.

4,707

303,084

TPC Group, Inc. (a)

698

22,266

Yongye International, Inc. (a)(d)

2,000

10,040

Zoltek Companies, Inc. (a)

1,281

11,273

 

641,573

Construction Materials - 0.0%

United States Lime & Minerals, Inc. (a)

345

14,604

Containers & Packaging - 0.1%

AEP Industries, Inc. (a)

300

8,157

Silgan Holdings, Inc.

2,978

112,956

 

121,113

Metals & Mining - 0.7%

Century Aluminum Co. (a)

3,466

42,181

China Gerui Adv Mat Group Ltd. (a)(d)

1,568

5,927

China Natural Resources, Inc. (a)(d)

816

9,661

China Precision Steel, Inc. (a)(d)

1,912

1,625

DRDGOLD Ltd. sponsored ADR

970

5,219

Common Stocks - continued

Shares

Value

MATERIALS - continued

Metals & Mining - continued

Globe Specialty Metals, Inc.

2,759

$ 46,213

Gulf Resources, Inc. (a)(d)

1,170

2,153

Handy & Harman Ltd. (a)

1,487

21,145

Haynes International, Inc.

435

25,243

Horsehead Holding Corp. (a)

1,564

16,031

Kaiser Aluminum Corp.

821

42,585

Olympic Steel, Inc.

480

9,946

Pan American Silver Corp.

4,166

136,395

Qiao Xing Universal Telephone, Inc. (a)(d)

2,194

2,391

Randgold Resources Ltd. sponsored ADR

2,465

260,181

Royal Gold, Inc.

2,051

157,271

Schnitzer Steel Inds, Inc. Class A

866

39,438

Silver Standard Resources, Inc. (a)

3,100

87,947

SinoCoking Coal and Coke Chemical Industries, Inc. (a)

750

2,850

Steel Dynamics, Inc.

8,500

108,205

Sutor Technology Group Ltd. (a)(d)

1,977

2,412

Universal Stainless & Alloy Products, Inc. (a)

469

15,425

US Energy Corp. (a)

1,078

3,040

 

1,043,484

Paper & Forest Products - 0.0%

Mercer International, Inc. (SBI) (a)

2,261

21,547

TOTAL MATERIALS

1,842,321

TELECOMMUNICATION SERVICES - 1.5%

Diversified Telecommunication Services - 0.5%

012 Smile.Communications Ltd.

1,052

20,924

8x8, Inc. (a)

5,366

23,235

Alaska Communication Systems Group, Inc. (d)

2,052

15,595

Atlantic Tele-Network, Inc.

551

18,293

Boingo Wireless, Inc.

1,245

10,894

Cbeyond, Inc. (a)

1,101

10,228

City Telecom (HK) Ltd. sponsored ADR

561

5,498

Cogent Communications Group, Inc. (a)

1,770

25,099

Consolidated Communications Holdings, Inc.

1,291

24,671

FairPoint Communications, Inc. (a)

938

6,013

General Communications, Inc. Class A (a)

2,256

20,033

Global Crossing Ltd. (a)

2,610

74,255

Globalstar, Inc. (a)(d)

10,623

8,693

Hawaiian Telcom Holdco, Inc. (a)

350

7,088

HickoryTech Corp.

570

5,444

Common Stocks - continued

Shares

Value

TELECOMMUNICATION SERVICES - continued

Diversified Telecommunication Services - continued

Iridium Communications, Inc. (a)

2,453

$ 18,128

Level 3 Communications, Inc. (a)

62,595

112,671

Neutral Tandem, Inc. (a)

1,292

15,362

PAETEC Holding Corp. (a)

6,928

38,866

SureWest Communications

705

8,178

Telefonos de Mexico SA de CV Series A sponsored ADR

176

2,994

tw telecom, inc. (a)

6,000

115,740

VocalTec Communications Ltd. (a)(d)

422

8,651

Warwick Valley Telephone Co.

571

7,828

Windstream Corp.

19,382

246,151

 

850,532

Wireless Telecommunication Services - 1.0%

America Movil SAB de CV Series A sponsored ADR

592

14,989

Clearwire Corp. Class A (a)(d)

10,531

33,805

FiberTower Corp. (a)(d)

1,385

1,648

Leap Wireless International, Inc. (a)

2,826

25,547

NII Holdings, Inc. (a)

6,689

257,727

NTELOS Holdings Corp.

1,811

35,586

Partner Communications Co. Ltd. ADR

576

6,290

Pendrell Corp. (a)

6,352

14,228

SBA Communications Corp. Class A (a)

4,672

176,555

Shenandoah Telecommunications Co.

891

12,233

USA Mobility, Inc.

900

13,653

Vodafone Group PLC sponsored ADR

33,500

882,390

 

1,474,651

TOTAL TELECOMMUNICATION SERVICES

2,325,183

UTILITIES - 0.1%

Electric Utilities - 0.1%

MGE Energy, Inc.

891

37,556

Otter Tail Corp.

1,098

22,575

 

60,131

Gas Utilities - 0.0%

China Natural Gas, Inc. (a)(d)

900

2,205

Independent Power Producers & Energy Traders - 0.0%

Synthesis Energy Systems, Inc. (a)(d)

6,525

11,158

Water Utilities - 0.0%

Artesian Resources Corp. Class A

375

6,833

Cadiz, Inc. (a)

1,179

11,861

Common Stocks - continued

Shares

Value

UTILITIES - continued

Water Utilities - continued

Connecticut Water Service, Inc.

465

$ 12,350

Consolidated Water Co., Inc.

705

5,746

Middlesex Water Co.

510

9,277

Tri-Tech Holding, Inc. (a)

258

1,102

York Water Co.

426

7,596

 

54,765

TOTAL UTILITIES

128,259

TOTAL COMMON STOCKS

(Cost $137,910,799)


152,082,001

Money Market Funds - 2.8%

 

 

 

 

Fidelity Cash Central Fund, 0.11% (b)

100,456

100,456

Fidelity Securities Lending Cash Central Fund, 0.12% (b)(c)

4,207,431

4,207,431

TOTAL MONEY MARKET FUNDS

(Cost $4,307,887)


4,307,887

TOTAL INVESTMENT PORTFOLIO - 102.5%

(Cost $142,218,686)

156,389,888

NET OTHER ASSETS (LIABILITIES) - (2.5)%

(3,821,076)

NET ASSETS - 100%

$ 152,568,812

Legend

(a) Non-income producing

(b) 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. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(c) Investment made with cash collateral received from securities on loan.

(d) Security or a portion of the security is on loan at period end.

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

$ 146

Fidelity Securities Lending Cash Central Fund

169,879

Total

$ 170,025

Other Information

The following is a summary of the inputs used, as of August 31, 2011, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the tables below, please refer to the Investment Valuation section at the end of this listing.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 25,857,124

$ 25,849,937

$ -

$ 7,187

Consumer Staples

3,887,054

3,887,054

-

-

Energy

2,552,794

2,551,783

-

1,011

Financials

10,400,406

10,400,406

-

-

Health Care

19,470,408

19,470,408

-

-

Industrials

7,359,316

7,356,998

-

2,318

Information Technology

78,259,136

78,259,136

-

-

Materials

1,842,321

1,831,386

-

10,935

Telecommunication Services

2,325,183

2,325,183

-

-

Utilities

128,259

128,259

-

-

Money Market Funds

4,307,887

4,307,887

-

-

Total Investments in Securities:

$ 156,389,888

$ 156,368,437

$ -

$ 21,451

The following is a reconciliation of Investments in Securities for which Level 3 inputs were used in determining value:

Investments in Securities:

Beginning Balance

$ 7,650

Total Realized Gain (Loss)

16,291

Total Unrealized Gain (Loss)

(54,015)

Cost of Purchases

35,018

Proceeds of Sales

(137,967)

Amortization/Accretion

-

Transfers in to Level 3

154,474

Transfers out of Level 3

-

Ending Balance

$ 21,451

The change in unrealized gain (loss) for the period attributable to Level 3 securities held at August 31, 2011

$ (60,436)

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 represent the beginning value of any Security or Instrument where a change in the pricing level occurred from the beginning to the end of the period. The cost of purchases and the proceeds of sales may include securities received or delivered through corporate actions or exchanges.

Income Tax Information

At August 31, 2011, the cost of investment securities for income tax purposes was $142,495,268. Net unrealized appreciation aggregated $13,894,620, of which $33,808,550 related to appreciated investment securities and $19,913,930 related to depreciated investment securities.

Investment Valuation

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund uses independent pricing services approved by the Board of Trustees to value its investments. 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 market or security specific events. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The value used for net asset value calculation under these procedures may differ from published prices for the same securities. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments. Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.). Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by an independent pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when significant market or security specific events arise, comparisons to the valuation of American Depositary Receipts, futures contracts, Exchange-traded funds (ETFs) and certain indexes as well as quoted prices for similar securities are used and are categorized as Level 2 in the hierarchy in these circumstances. Utilizing these techniques may result in transfers between Level 1 and Level 2. For restricted equity securities and private placements where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 in the hierarchy.

Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.

For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

Quarterly Report

The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please

see the fund's most recent prospectus and annual report.

Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC

or an affiliate.

Quarterly Report

Quarterly Holdings Report

for

Fidelity ® Series 100 Index Fund

August 31, 2011 

1.855575.104

HUN-QTLY-1011

Investments August 31, 2011 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.1%

Shares

Value

CONSUMER DISCRETIONARY - 7.9%

Automobiles - 0.6%

Ford Motor Co. (a)

3,327,544

$ 37,002,289

Hotels, Restaurants & Leisure - 1.3%

McDonald's Corp.

909,008

82,228,864

Internet & Catalog Retail - 1.1%

Amazon.com, Inc. (a)(d)

312,863

67,356,275

Media - 2.8%

Comcast Corp. Class A

2,423,429

52,127,958

News Corp. Class A

2,002,008

34,574,678

The Walt Disney Co.

1,655,941

56,401,350

Time Warner, Inc.

938,133

29,701,291

 

172,805,277

Multiline Retail - 0.5%

Target Corp.

603,753

31,195,918

Specialty Retail - 1.1%

Home Depot, Inc.

1,394,946

46,563,297

Lowe's Companies, Inc.

1,140,727

22,734,689

 

69,297,986

Textiles, Apparel & Luxury Goods - 0.5%

NIKE, Inc. Class B

332,303

28,794,055

TOTAL CONSUMER DISCRETIONARY

488,680,664

CONSUMER STAPLES - 13.8%

Beverages - 3.7%

PepsiCo, Inc.

1,384,792

89,222,149

The Coca-Cola Co.

2,005,588

141,293,675

 

230,515,824

Food & Staples Retailing - 3.1%

Costco Wholesale Corp. (d)

382,727

30,059,379

CVS Caremark Corp.

1,187,924

42,658,351

Wal-Mart Stores, Inc. (d)

1,673,247

89,033,473

Walgreen Co. (d)

802,023

28,239,230

 

189,990,433

Food Products - 1.1%

H.J. Heinz Co. (d)

281,943

14,841,480

Kraft Foods, Inc. Class A

1,540,053

53,932,656

 

68,774,136

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Household Products - 3.2%

Colgate-Palmolive Co. (d)

428,314

$ 38,535,411

Procter & Gamble Co.

2,445,418

155,724,218

 

194,259,629

Personal Products - 0.1%

Avon Products, Inc.

376,882

8,502,458

Tobacco - 2.6%

Altria Group, Inc.

1,833,991

49,866,215

Philip Morris International, Inc.

1,558,042

108,003,471

 

157,869,686

TOTAL CONSUMER STAPLES

849,912,166

ENERGY - 14.5%

Energy Equipment & Services - 2.9%

Baker Hughes, Inc.

380,778

23,269,344

Halliburton Co.

801,631

35,568,367

National Oilwell Varco, Inc.

370,652

24,507,510

Schlumberger Ltd.

1,188,798

92,868,900

 

176,214,121

Oil, Gas & Consumable Fuels - 11.6%

Apache Corp.

335,933

34,624,614

Chevron Corp.

1,761,172

174,197,523

ConocoPhillips

1,238,356

84,294,893

Devon Energy Corp.

370,585

25,136,781

Exxon Mobil Corp.

4,315,684

319,533,242

Occidental Petroleum Corp.

712,149

61,771,804

Williams Companies, Inc.

515,268

13,907,083

 

713,465,940

TOTAL ENERGY

889,680,061

FINANCIALS - 12.5%

Capital Markets - 1.6%

Bank of New York Mellon Corp.

1,087,859

22,486,046

Goldman Sachs Group, Inc.

453,582

52,715,300

Morgan Stanley

1,302,037

22,785,648

 

97,986,994

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - 2.6%

U.S. Bancorp (d)

1,687,915

$ 39,176,507

Wells Fargo & Co.

4,633,714

120,939,935

 

160,116,442

Consumer Finance - 1.1%

American Express Co. (d)

916,278

45,548,179

Capital One Financial Corp.

402,225

18,522,461

 

64,070,640

Diversified Financial Services - 4.6%

Bank of America Corp.

8,877,363

72,528,056

Citigroup, Inc.

2,558,740

79,448,877

JPMorgan Chase & Co.

3,481,296

130,757,478

 

282,734,411

Insurance - 2.5%

Allstate Corp.

458,160

12,017,537

Berkshire Hathaway, Inc. Class B (a)(d)

1,516,737

110,721,801

MetLife, Inc.

926,059

31,115,582

 

153,854,920

Real Estate Investment Trusts - 0.1%

Weyerhaeuser Co.

471,846

8,507,383

TOTAL FINANCIALS

767,270,790

HEALTH CARE - 10.9%

Biotechnology - 1.2%

Amgen, Inc.

814,526

45,128,813

Gilead Sciences, Inc. (a)

689,527

27,501,784

 

72,630,597

Health Care Equipment & Supplies - 1.0%

Baxter International, Inc.

499,701

27,973,262

Medtronic, Inc.

936,868

32,855,961

 

60,829,223

Health Care Providers & Services - 0.7%

UnitedHealth Group, Inc.

949,186

45,105,319

Pharmaceuticals - 8.0%

Abbott Laboratories (d)

1,361,688

71,502,237

Bristol-Myers Squibb Co. (d)

1,494,595

44,464,201

Johnson & Johnson

2,401,481

158,017,450

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Pharmaceuticals - continued

Merck & Co., Inc.

2,704,119

$ 89,560,421

Pfizer, Inc.

6,922,081

131,381,097

 

494,925,406

TOTAL HEALTH CARE

673,490,545

INDUSTRIALS - 10.0%

Aerospace & Defense - 3.1%

General Dynamics Corp.

325,904

20,883,928

Honeywell International, Inc.

689,488

32,964,421

Lockheed Martin Corp.

249,496

18,510,108

Raytheon Co. (d)

312,045

13,489,705

The Boeing Co. (d)

646,795

43,244,714

United Technologies Corp.

801,850

59,537,363

 

188,630,239

Air Freight & Logistics - 1.3%

FedEx Corp.

276,544

21,769,544

United Parcel Service, Inc. Class B (d)

864,010

58,225,634

 

79,995,178

Electrical Equipment - 0.5%

Emerson Electric Co.

658,530

30,654,572

Industrial Conglomerates - 3.3%

3M Co. (d)

622,528

51,657,373

General Electric Co.

9,291,299

151,541,087

 

203,198,460

Machinery - 0.8%

Caterpillar, Inc. (d)

564,597

51,378,327

Road & Rail - 1.0%

Norfolk Southern Corp.

309,450

20,943,576

Union Pacific Corp.

429,740

39,609,136

 

60,552,712

TOTAL INDUSTRIALS

614,409,488

INFORMATION TECHNOLOGY - 21.7%

Communications Equipment - 2.4%

Cisco Systems, Inc.

4,818,644

75,556,338

QUALCOMM, Inc.

1,462,657

75,268,329

 

150,824,667

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Computers & Peripherals - 6.8%

Apple, Inc. (a)

810,167

$ 311,776,567

Dell, Inc. (a)(d)

1,438,394

21,381,727

EMC Corp. (a)

1,802,609

40,720,937

Hewlett-Packard Co.

1,817,143

47,300,232

 

421,179,463

Internet Software & Services - 1.9%

Google, Inc. Class A (a)

220,209

119,124,261

IT Services - 4.0%

International Business Machines Corp. (d)

1,061,117

182,416,623

MasterCard, Inc. Class A

82,491

27,198,108

Visa, Inc. Class A

419,635

36,877,524

 

246,492,255

Office Electronics - 0.2%

Xerox Corp.

1,227,562

10,188,765

Semiconductors & Semiconductor Equipment - 2.0%

Intel Corp. (d)

4,645,016

93,504,172

Texas Instruments, Inc.

1,017,285

26,663,040

 

120,167,212

Software - 4.4%

Microsoft Corp.

6,501,301

172,934,607

Oracle Corp.

3,413,760

95,824,243

 

268,758,850

TOTAL INFORMATION TECHNOLOGY

1,336,735,473

MATERIALS - 2.5%

Chemicals - 1.7%

Dow Chemical Co.

1,029,911

29,300,968

E.I. du Pont de Nemours & Co.

813,628

39,273,824

Monsanto Co.

469,564

32,367,047

 

100,941,839

Metals & Mining - 0.8%

Alcoa, Inc.

931,907

11,937,729

Freeport-McMoRan Copper & Gold, Inc.

829,931

39,122,947

 

51,060,676

TOTAL MATERIALS

152,002,515

Common Stocks - continued

Shares

Value

TELECOMMUNICATION SERVICES - 4.0%

Diversified Telecommunication Services - 3.8%

AT&T, Inc.

5,188,192

$ 147,759,708

Verizon Communications, Inc.

2,478,519

89,648,032

 

237,407,740

Wireless Telecommunication Services - 0.2%

Sprint Nextel Corp. (a)(d)

2,620,988

9,854,915

TOTAL TELECOMMUNICATION SERVICES

247,262,655

UTILITIES - 1.3%

Electric Utilities - 1.3%

American Electric Power Co., Inc.

422,091

16,305,375

Entergy Corp.

155,916

10,167,282

Exelon Corp. (d)

580,309

25,022,924

Southern Co. (d)

743,906

30,767,952

 

82,263,533

TOTAL COMMON STOCKS

(Cost $6,970,832,116)

6,101,707,890

U.S. Treasury Obligations - 0.1%

 

Principal Amount

 

U.S. Treasury Bills, yield at date of purchase
0.03% to 0.08% 9/29/11 to 3/8/12 (e)
(Cost $5,998,915)

$ 6,000,000

5,999,518

Money Market Funds - 8.5%

Shares

Value

Fidelity Cash Central Fund, 0.11% (b)

60,215,645

$ 60,215,645

Fidelity Securities Lending Cash Central Fund, 0.12% (b)(c)

460,027,109

460,027,109

TOTAL MONEY MARKET FUNDS

(Cost $520,242,754)

520,242,754

TOTAL INVESTMENT PORTFOLIO - 107.7%

(Cost $7,497,073,785)

6,627,950,162

NET OTHER ASSETS (LIABILITIES) - (7.7)%

(471,663,801)

NET ASSETS - 100%

$ 6,156,286,361

Futures Contracts

Expiration Date

Underlying Face Amount
at Value

Unrealized Appreciation/
(Depreciation)

Purchased

Equity Index Contracts

150 CME S&P 500 Index Contracts

Sept. 2011

$ 45,663,750

$ (2,720,314)

164 CME E-mini S&P 500 Index Contracts

Sept. 2011

9,985,140

(711,186)

TOTAL EQUITY INDEX CONTRACTS

$ 55,648,890

$ (3,431,500)

The face value of futures purchased as a percentage of net assets is 0.9%

Legend

(a) Non-income producing

(b) 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. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(c) Investment made with cash collateral received from securities on loan.

(d) Security or a portion of the security is on loan at period end.

(e) 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 $4,999,756.

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

$ 66,820

Fidelity Securities Lending Cash Central Fund

52,062

Total

$ 118,882

Other Information

The following is a summary of the inputs used, as of August 31, 2011, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, please refer to the Investment Valuation section at the end of this listing.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 488,680,664

$ 488,680,664

$ -

$ -

Consumer Staples

849,912,166

849,912,166

-

-

Energy

889,680,061

889,680,061

-

-

Financials

767,270,790

767,270,790

-

-

Health Care

673,490,545

673,490,545

-

-

Industrials

614,409,488

614,409,488

-

-

Information Technology

1,336,735,473

1,336,735,473

-

-

Materials

152,002,515

152,002,515

-

-

Telecommunication Services

247,262,655

247,262,655

-

-

Utilities

82,263,533

82,263,533

-

-

U.S. Government and Government Agency Obligations

5,999,518

-

5,999,518

-

Money Market Funds

520,242,754

520,242,754

-

-

Total Investments in Securities:

$ 6,627,950,162

$ 6,621,950,644

$ 5,999,518

$ -

Derivative Instruments:

Liabilities

Futures Contracts

$ (3,431,500)

$ (3,431,500)

$ -

$ -

Income Tax Information

At August 31, 2011, the cost of investment securities for income tax purposes was $7,519,391,197. Net unrealized depreciation aggregated $891,441,035, of which $608,670,245 related to appreciated investment securities and $1,500,111,280 related to depreciated investment securities.

Investment Valuation

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund uses independent pricing services approved by the Board of Trustees to value its investments. 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 market or security specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The value used for net asset value calculation under these procedures may differ from published prices for the same securities. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments. Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.). Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by an independent pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when significant market or security specific events arise, comparisons to the valuation of American Depositary Receipts, futures contracts, Exchange-traded funds (ETFs) and certain indexes as well as quoted prices for similar securities are used and are categorized as Level 2 in the hierarchy in these circumstances. Utilizing these techniques may result in transfers between Level 1 and Level 2. For restricted equity securities and private placements where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from independent pricing services or from dealers who make markets in such securities. For U.S. government and government agency obligations, pricing services utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type as well as dealer supplied prices and are generally categorized as Level 2 in the hierarchy.

When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing matrices which consider similar factors that would be used by independent pricing services. These are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.

For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

Quarterly Report

The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please

see the fund's most recent prospectus and annual report.

Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC

or an affiliate.

Quarterly Report

Item 2. Controls and Procedures

(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Commonwealth Trust's (the "Trust") disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.

(a)(ii) There was no change in the Trust's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the Trust's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Trust's internal control over financial reporting.

Item 3. Exhibits

Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Fidelity Commonwealth Trust

By:

/s/Kenneth B. Robins

 

Kenneth B. Robins

 

President and Treasurer

 

 

Date:

October 31, 2011

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By:

/s/Kenneth B. Robins

 

Kenneth B. Robins

 

President and Treasurer

 

 

Date:

October 31, 2011

By:

/s/Christine Reynolds

 

Christine Reynolds

 

Chief Financial Officer

 

 

Date:

October 31, 2011