N-Q 1 main.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 811-2105

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

245 Summer St., Boston, Massachusetts 02210
 (Address of principal executive offices)       (Zip code)

Scott C. Goebel, Secretary

245 Summer St.

Boston, Massachusetts 02210
(Name and address of agent for service)

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

Date of fiscal year end:

April 30

 

 

Date of reporting period:

July 31, 2013

Item 1. Schedule of Investments

Quarterly Holdings Report

for

Spartan ® Mid Cap Index Fund

July 31, 2013 

1.929304.101

MCX-QTLY-0913

Investments July 31, 2013 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.1%

Shares

Value

CONSUMER DISCRETIONARY - 16.9%

Auto Components - 1.0%

Allison Transmission Holdings, Inc.

2,302

$ 54,696

BorgWarner, Inc.

7,774

741,873

Delphi Automotive PLC

21,003

1,128,281

Gentex Corp.

9,692

218,845

Lear Corp.

6,218

430,721

The Goodyear Tire & Rubber Co. (a)

16,394

303,289

TRW Automotive Holdings Corp. (a)

7,250

531,498

Visteon Corp. (a)

3,332

219,479

 

3,628,682

Automobiles - 0.5%

Harley-Davidson, Inc.

15,083

856,262

Tesla Motors, Inc. (a)

5,619

754,519

Thor Industries, Inc.

2,923

157,988

 

1,768,769

Distributors - 0.4%

Genuine Parts Co.

10,408

853,352

LKQ Corp. (a)

20,071

523,251

 

1,376,603

Diversified Consumer Services - 0.3%

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

6,409

116,772

DeVry, Inc.

4,150

124,832

H&R Block, Inc.

18,360

577,055

Service Corp. International

14,185

269,089

Weight Watchers International, Inc.

1,803

85,552

 

1,173,300

Hotels, Restaurants & Leisure - 2.0%

Bally Technologies, Inc. (a)

2,564

183,788

Brinker International, Inc.

4,791

192,359

Burger King Worldwide, Inc.

6,696

128,496

Chipotle Mexican Grill, Inc. (a)

2,078

856,697

Choice Hotels International, Inc.

1,856

77,154

Darden Restaurants, Inc.

8,772

430,267

Domino's Pizza, Inc.

3,753

234,863

Dunkin' Brands Group, Inc.

7,108

307,066

Hyatt Hotels Corp. Class A (a)

2,943

133,171

International Game Technology

17,367

320,768

Marriott International, Inc. Class A

15,702

652,732

MGM Mirage, Inc. (a)

25,051

408,582

Norwegian Cruise Line Holdings Ltd.

1,789

54,135

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Hotels, Restaurants & Leisure - continued

Panera Bread Co. Class A (a)

1,873

$ 312,885

Penn National Gaming, Inc. (a)

4,532

226,555

Royal Caribbean Cruises Ltd.

11,016

419,599

SeaWorld Entertainment, Inc.

2,022

74,147

Six Flags Entertainment Corp.

4,393

161,618

Starwood Hotels & Resorts Worldwide, Inc.

13,100

866,565

Wendy's Co.

18,891

134,315

Wyndham Worldwide Corp.

9,151

570,107

Wynn Resorts Ltd.

5,427

722,497

 

7,468,366

Household Durables - 1.5%

D.R. Horton, Inc.

18,987

381,639

Garmin Ltd.

8,168

327,373

Harman International Industries, Inc.

4,528

274,080

Jarden Corp. (a)

7,565

343,981

Leggett & Platt, Inc.

9,517

298,929

Lennar Corp. Class A

11,147

377,549

Mohawk Industries, Inc. (a)

4,088

486,431

Newell Rubbermaid, Inc.

19,401

524,215

NVR, Inc. (a)

318

294,341

PulteGroup, Inc.

26,081

433,727

Taylor Morrison Home Corp.

2,159

52,313

Tempur Sealy International, Inc. (a)

4,074

161,534

Toll Brothers, Inc. (a)

11,400

374,718

Tupperware Brands Corp.

3,521

296,750

Whirlpool Corp.

5,323

712,963

 

5,340,543

Internet & Catalog Retail - 0.9%

Expedia, Inc.

7,168

337,828

Groupon, Inc. Class A (a)

27,966

247,779

HomeAway, Inc. (a)

3,773

113,605

Liberty Media Corp.:

Interactive Series A (a)

35,624

871,363

Series A (a)

2,498

224,121

Netflix, Inc. (a)(d)

3,376

824,487

TripAdvisor, Inc. (a)

7,534

565,201

 

3,184,384

Leisure Equipment & Products - 0.5%

Hasbro, Inc.

7,728

355,488

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Leisure Equipment & Products - continued

Mattel, Inc.

23,210

$ 975,516

Polaris Industries, Inc.

4,357

488,594

 

1,819,598

Media - 2.3%

AMC Networks, Inc. Class A (a)

4,005

273,381

Cablevision Systems Corp. - NY Group Class A

13,127

245,344

Charter Communications, Inc. Class A (a)

4,449

559,417

Cinemark Holdings, Inc.

7,694

224,049

Clear Channel Outdoor Holding, Inc. Class A (a)

2,758

20,464

Discovery Communications, Inc. (a)

16,449

1,311,314

DISH Network Corp. Class A

14,023

626,127

DreamWorks Animation SKG, Inc. Class A (a)

4,880

120,829

Gannett Co., Inc.

15,399

396,678

Interpublic Group of Companies, Inc.

28,834

474,319

John Wiley & Sons, Inc. Class A

3,042

137,285

Lamar Advertising Co. Class A (a)

5,260

227,916

Liberty Media Corp. Class A (a)

6,785

975,208

Lions Gate Entertainment Corp. (a)

5,351

174,068

Morningstar, Inc.

1,381

105,260

Omnicom Group, Inc.

17,372

1,116,498

Regal Entertainment Group Class A (d)

5,466

103,034

Scripps Networks Interactive, Inc. Class A

7,382

522,424

Starz - Liberty Capital Series A (a)

7,865

177,513

The Madison Square Garden Co. Class A (a)

4,120

242,956

Washington Post Co. Class B

295

158,521

 

8,192,605

Multiline Retail - 1.6%

Big Lots, Inc. (a)

3,941

142,388

Dillard's, Inc. Class A

1,807

152,565

Dollar General Corp. (a)

21,990

1,202,193

Dollar Tree, Inc. (a)

15,042

807,003

Family Dollar Stores, Inc.

6,475

445,221

J.C. Penney Co., Inc. (a)(d)

11,509

168,031

Kohl's Corp.

14,922

790,568

Macy's, Inc.

25,775

1,245,964

Nordstrom, Inc.

9,740

596,478

Sears Holdings Corp. (a)(d)

2,856

130,805

 

5,681,216

Specialty Retail - 4.2%

Aarons, Inc. Class A

5,154

147,714

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Specialty Retail - continued

Abercrombie & Fitch Co. Class A

5,226

$ 260,621

Advance Auto Parts, Inc.

4,908

404,861

American Eagle Outfitters, Inc.

12,865

252,669

Ascena Retail Group, Inc. (a)

8,617

164,499

AutoNation, Inc. (a)

3,398

162,764

AutoZone, Inc. (a)

2,383

1,068,966

Bed Bath & Beyond, Inc. (a)

14,686

1,123,038

Best Buy Co., Inc.

18,358

552,392

Cabela's, Inc. Class A (a)(d)

3,199

219,579

CarMax, Inc. (a)

15,104

740,700

Chico's FAS, Inc.

10,977

188,036

CST Brands, Inc. (a)

4,035

131,581

Dick's Sporting Goods, Inc.

6,587

338,638

DSW, Inc. Class A

2,406

182,351

Foot Locker, Inc.

10,098

364,841

GameStop Corp. Class A

7,992

392,088

Gap, Inc.

18,763

861,222

GNC Holdings, Inc.

6,610

348,876

Guess?, Inc.

4,026

135,596

L Brands, Inc.

16,131

899,626

O'Reilly Automotive, Inc. (a)

7,419

929,304

PetSmart, Inc.

6,945

508,513

Ross Stores, Inc.

14,765

996,195

Sally Beauty Holdings, Inc. (a)

11,326

345,556

Signet Jewelers Ltd.

5,442

397,865

Staples, Inc.

44,618

759,398

Tiffany & Co., Inc.

7,508

596,961

Tractor Supply Co.

4,692

568,342

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

4,280

431,852

Urban Outfitters, Inc. (a)

7,187

305,879

Williams-Sonoma, Inc.

6,573

386,887

 

15,167,410

Textiles, Apparel & Luxury Goods - 1.7%

Carter's, Inc.

3,992

284,709

Coach, Inc.

18,871

1,002,616

Deckers Outdoor Corp. (a)

2,275

124,738

Fossil Group, Inc. (a)

3,465

380,804

Hanesbrands, Inc.

6,630

420,740

Michael Kors Holdings Ltd. (a)

13,542

911,918

PVH Corp.

5,448

717,992

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Textiles, Apparel & Luxury Goods - continued

Ralph Lauren Corp.

4,032

$ 734,066

Under Armour, Inc. Class A (sub. vtg.) (a)

5,633

378,143

VF Corp.

5,878

1,157,966

 

6,113,692

TOTAL CONSUMER DISCRETIONARY

60,915,168

CONSUMER STAPLES - 5.8%

Beverages - 1.2%

Beam, Inc.

10,802

702,022

Brown-Forman Corp. Class B (non-vtg.)

10,177

737,934

Coca-Cola Enterprises, Inc.

18,412

691,186

Constellation Brands, Inc. Class A (sub. vtg.) (a)

10,332

538,194

Dr. Pepper Snapple Group, Inc.

13,717

641,133

Molson Coors Brewing Co. Class B

9,393

470,214

Monster Beverage Corp. (a)

9,023

550,313

 

4,330,996

Food & Staples Retailing - 0.9%

Fresh Market, Inc. (a)

2,739

144,564

Kroger Co.

34,954

1,372,644

Safeway, Inc.

16,209

418,030

Whole Foods Market, Inc.

24,925

1,385,332

 

3,320,570

Food Products - 2.5%

Bunge Ltd.

9,880

750,979

Campbell Soup Co.

11,811

552,755

ConAgra Foods, Inc.

28,001

1,013,916

Dean Foods Co. (a)

12,477

135,999

Flowers Foods, Inc.

11,548

265,142

Green Mountain Coffee Roasters, Inc. (a)

10,026

773,807

Hillshire Brands Co.

8,213

289,180

Hormel Foods Corp.

9,044

383,013

Ingredion, Inc.

5,215

350,448

McCormick & Co., Inc. (non-vtg.)

8,875

635,539

Mead Johnson Nutrition Co. Class A

13,608

991,207

Pinnacle Foods, Inc.

2,248

57,257

Smithfield Foods, Inc. (a)

9,319

309,391

The Hershey Co.

10,068

955,151

The J.M. Smucker Co.

7,210

811,269

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Food Products - continued

Tyson Foods, Inc. Class A

18,831

$ 520,112

WhiteWave Foods Co.

9,357

174,882

 

8,970,047

Household Products - 0.5%

Church & Dwight Co., Inc.

9,289

591,709

Clorox Co.

8,835

759,280

Energizer Holdings, Inc.

4,195

427,051

 

1,778,040

Personal Products - 0.4%

Avon Products, Inc.

29,110

665,455

Herbalife Ltd. (d)

5,735

375,643

Nu Skin Enterprises, Inc. Class A

3,927

328,454

 

1,369,552

Tobacco - 0.3%

Lorillard, Inc.

25,381

1,079,454

TOTAL CONSUMER STAPLES

20,848,659

ENERGY - 6.5%

Energy Equipment & Services - 1.9%

Atwood Oceanics, Inc. (a)

3,828

215,670

Cameron International Corp. (a)

16,671

988,590

Diamond Offshore Drilling, Inc.

4,639

312,854

Dresser-Rand Group, Inc. (a)

5,076

308,976

Dril-Quip, Inc. (a)

2,710

246,366

FMC Technologies, Inc. (a)

15,955

850,402

Helmerich & Payne, Inc.

6,394

404,101

McDermott International, Inc. (a)

15,647

135,347

Nabors Industries Ltd.

19,650

302,414

Oceaneering International, Inc.

7,282

590,497

Oil States International, Inc. (a)

3,697

359,459

Patterson-UTI Energy, Inc.

9,915

196,020

Rowan Companies PLC (a)

8,304

285,242

RPC, Inc.

4,266

61,089

Seadrill Ltd.

23,744

1,013,394

Superior Energy Services, Inc. (a)

10,771

275,953

Tidewater, Inc.

3,357

198,029

Unit Corp. (a)

3,297

148,629

 

6,893,032

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - 4.6%

Cabot Oil & Gas Corp.

14,166

$ 1,074,066

Cheniere Energy, Inc. (a)

16,249

464,234

Chesapeake Energy Corp.

38,952

907,582

Cimarex Energy Co.

5,821

444,899

Cobalt International Energy, Inc. (a)

18,529

534,562

Concho Resources, Inc. (a)

7,045

631,866

CONSOL Energy, Inc.

15,385

477,397

Continental Resources, Inc. (a)

2,882

266,009

CVR Energy, Inc.

1,050

49,550

Denbury Resources, Inc. (a)

25,187

440,773

Energen Corp.

4,820

288,670

EQT Corp.

10,114

874,861

Golar LNG Ltd. (NASDAQ)

2,868

99,032

Gulfport Energy Corp. (a)

5,156

274,299

HollyFrontier Corp.

13,662

622,304

Kosmos Energy Ltd. (a)

6,686

70,604

Laredo Petroleum Holdings, Inc. (a)

2,614

57,273

Murphy Oil Corp.

12,846

869,931

Newfield Exploration Co. (a)

9,034

222,236

Noble Energy, Inc.

24,108

1,506,509

Oasis Petroleum, Inc. (a)

6,241

262,372

PBF Energy, Inc. Class A (d)

1,591

36,418

Peabody Energy Corp.

17,977

297,699

Pioneer Natural Resources Co.

9,180

1,420,697

QEP Resources, Inc.

12,086

368,502

Range Resources Corp.

10,966

867,411

SandRidge Energy, Inc. (a)(d)

32,983

178,768

SM Energy Co.

4,419

303,718

Southwestern Energy Co. (a)

23,644

917,151

Teekay Corp.

2,523

100,087

Tesoro Corp.

9,140

519,609

Ultra Petroleum Corp. (a)

10,202

220,873

Whiting Petroleum Corp. (a)

7,940

408,672

World Fuel Services Corp.

4,909

190,175

WPX Energy, Inc. (a)

13,351

256,473

 

16,525,282

TOTAL ENERGY

23,418,314

Common Stocks - continued

Shares

Value

FINANCIALS - 20.1%

Capital Markets - 2.4%

Affiliated Managers Group, Inc. (a)

3,554

$ 640,964

American Capital Ltd. (a)

20,452

279,374

Ameriprise Financial, Inc.

13,555

1,206,395

Ares Capital Corp.

17,858

317,694

Artisan Partners Asset Management, Inc.

854

45,262

E*TRADE Financial Corp. (a)

19,125

284,963

Eaton Vance Corp. (non-vtg.)

8,130

329,021

Federated Investors, Inc. Class B (non-vtg.) (d)

6,305

183,034

Invesco Ltd.

29,888

962,095

Lazard Ltd. Class A

8,638

314,078

Legg Mason, Inc.

7,436

255,724

LPL Financial

3,774

143,638

Northern Trust Corp.

16,072

940,855

Raymond James Financial, Inc.

8,211

361,859

SEI Investments Co.

9,614

303,899

T. Rowe Price Group, Inc.

17,427

1,311,207

TD Ameritrade Holding Corp.

15,676

423,722

Waddell & Reed Financial, Inc. Class A

5,733

292,727

 

8,596,511

Commercial Banks - 3.1%

Associated Banc-Corp.

11,656

197,453

Bank of Hawaii Corp.

3,102

172,595

BankUnited, Inc.

4,306

130,213

BOK Financial Corp.

1,741

116,107

CapitalSource, Inc.

13,228

160,059

CIT Group, Inc. (a)

13,537

678,339

City National Corp.

3,126

217,351

Comerica, Inc.

12,577

535,026

Commerce Bancshares, Inc.

5,154

235,177

Cullen/Frost Bankers, Inc.

3,485

251,059

East West Bancorp, Inc.

9,085

280,091

Fifth Third Bancorp

58,715

1,129,089

First Citizen Bancshares, Inc.

504

105,588

First Horizon National Corp.

16,176

199,450

First Niagara Financial Group, Inc.

23,647

252,786

First Republic Bank

7,759

335,111

Fulton Financial Corp.

12,967

163,255

Huntington Bancshares, Inc.

56,662

484,460

KeyCorp

61,995

761,919

M&T Bank Corp.

8,662

1,012,241

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Popular, Inc. (a)

6,903

$ 227,109

Regions Financial Corp.

95,060

951,551

Signature Bank (a)

3,195

292,502

SunTrust Banks, Inc.

36,319

1,263,538

SVB Financial Group (a)

3,009

262,445

Synovus Financial Corp.

57,780

192,407

TCF Financial Corp.

11,159

170,063

Valley National Bancorp (d)

13,579

140,543

Zions Bancorporation

12,301

364,602

 

11,282,129

Consumer Finance - 0.2%

SLM Corp.

29,849

737,569

Diversified Financial Services - 1.4%

CBOE Holdings, Inc.

5,894

295,289

ING U.S., Inc.

5,008

155,849

Interactive Brokers Group, Inc.

3,219

52,148

IntercontinentalExchange, Inc. (a)

4,894

892,910

Leucadia National Corp.

19,920

534,454

McGraw-Hill Companies, Inc.

18,416

1,139,214

Moody's Corp.

13,068

885,618

MSCI, Inc. Class A (a)

8,048

282,082

NYSE Euronext

16,350

689,316

The NASDAQ Stock Market, Inc.

7,427

240,635

 

5,167,515

Insurance - 4.4%

Alleghany Corp. (a)

1,133

457,596

Allied World Assurance Co. Holdings Ltd.

2,315

219,115

American Financial Group, Inc.

5,179

267,703

American National Insurance Co.

479

53,888

Aon PLC

20,764

1,401,570

Arch Capital Group Ltd. (a)

8,982

486,375

Arthur J. Gallagher & Co.

8,567

380,203

Aspen Insurance Holdings Ltd.

4,501

168,742

Assurant, Inc.

5,201

281,686

Assured Guaranty Ltd.

11,240

243,234

Axis Capital Holdings Ltd.

8,030

349,787

Brown & Brown, Inc.

7,861

259,334

Cincinnati Financial Corp.

11,037

540,813

CNA Financial Corp.

1,756

62,356

Endurance Specialty Holdings Ltd.

2,942

154,837

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Insurance - continued

Erie Indemnity Co. Class A

1,638

$ 131,646

Everest Re Group Ltd.

3,366

449,462

Fidelity National Financial, Inc. Class A

15,328

375,229

Genworth Financial, Inc. Class A (a)

33,201

431,281

Hanover Insurance Group, Inc.

2,924

157,399

Hartford Financial Services Group, Inc.

30,660

946,168

HCC Insurance Holdings, Inc.

6,697

298,217

Kemper Corp.

3,167

110,687

Lincoln National Corp.

18,063

752,685

Markel Corp. (a)

928

491,840

MBIA, Inc. (a)

9,381

126,644

Mercury General Corp.

1,836

81,151

Old Republic International Corp.

17,378

251,112

PartnerRe Ltd.

3,845

344,281

Principal Financial Group, Inc.

19,741

855,970

ProAssurance Corp.

4,138

221,507

Progressive Corp.

40,497

1,053,327

Protective Life Corp.

5,257

227,786

Reinsurance Group of America, Inc.

4,838

329,419

RenaissanceRe Holdings Ltd.

2,971

258,388

StanCorp Financial Group, Inc.

3,019

160,279

Torchmark Corp.

6,245

443,895

Unum Group

17,980

568,887

Validus Holdings Ltd.

6,972

247,018

W.R. Berkley Corp.

7,234

306,505

White Mountains Insurance Group Ltd.

412

246,376

XL Group PLC Class A

19,663

616,435

 

15,810,833

Real Estate Investment Trusts - 7.6%

Alexandria Real Estate Equities, Inc.

4,775

327,088

American Campus Communities, Inc.

6,992

268,563

American Capital Agency Corp.

26,667

600,808

Annaly Capital Management, Inc.

63,699

759,292

Apartment Investment & Management Co. Class A

9,742

286,220

AvalonBay Communities, Inc.

8,689

1,175,969

BioMed Realty Trust, Inc.

12,462

257,465

Boston Properties, Inc.

10,195

1,090,355

Brandywine Realty Trust (SBI)

10,354

144,335

BRE Properties, Inc.

5,142

272,835

Camden Property Trust (SBI)

5,713

402,995

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

CBL & Associates Properties, Inc.

10,911

$ 248,443

Chimera Investment Corp.

69,506

207,128

CommonWealth REIT

7,976

184,006

Corporate Office Properties Trust (SBI)

5,858

149,262

Corrections Corp. of America

7,763

256,567

DDR Corp.

17,610

300,779

Digital Realty Trust, Inc. (d)

8,636

477,484

Douglas Emmett, Inc.

9,548

238,795

Duke Realty LP

21,473

353,660

Equity Lifestyle Properties, Inc.

5,576

214,620

Essex Property Trust, Inc.

2,562

413,225

Extra Space Storage, Inc.

7,394

310,918

Federal Realty Investment Trust (SBI)

4,402

463,663

General Growth Properties, Inc.

39,934

828,231

Hatteras Financial Corp.

6,677

134,141

HCP, Inc.

30,554

1,340,404

Health Care REIT, Inc.

19,130

1,233,694

Healthcare Trust of America, Inc.

7,374

80,745

Home Properties, Inc.

3,838

244,903

Hospitality Properties Trust (SBI)

9,338

266,040

Host Hotels & Resorts, Inc.

50,053

893,947

Kilroy Realty Corp.

5,061

264,893

Kimco Realty Corp.

27,502

620,170

Liberty Property Trust (SBI)

7,168

273,889

Mack-Cali Realty Corp.

5,999

144,336

MFA Financial, Inc.

24,462

195,207

Mid-America Apartment Communities, Inc.

2,833

191,369

National Retail Properties, Inc.

7,900

276,421

Omega Healthcare Investors, Inc.

7,759

246,969

Piedmont Office Realty Trust, Inc. Class A

11,434

206,841

Plum Creek Timber Co., Inc.

10,964

534,824

Post Properties, Inc.

3,695

171,891

Prologis, Inc.

33,469

1,283,871

Rayonier, Inc.

8,494

496,389

Realty Income Corp.

13,211

573,490

Regency Centers Corp.

6,122

322,813

Retail Properties America, Inc.

9,078

127,909

Senior Housing Properties Trust (SBI)

12,556

315,783

SL Green Realty Corp.

6,156

558,041

Spirit Realty Capital, Inc.

25,004

228,287

Starwood Property Trust, Inc.

11,185

284,099

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

Tanger Factory Outlet Centers, Inc.

6,502

$ 210,860

Taubman Centers, Inc.

4,251

311,258

The Macerich Co.

9,259

574,521

Two Harbors Investment Corp.

24,371

244,441

UDR, Inc.

16,894

423,026

Ventas, Inc.

19,708

1,295,604

Vornado Realty Trust

12,560

1,065,214

Weingarten Realty Investors (SBI)

8,137

254,851

Weyerhaeuser Co.

36,808

1,045,347

WP Carey, Inc. (d)

3,832

270,616

 

27,439,810

Real Estate Management & Development - 0.5%

CBRE Group, Inc. (a)

18,777

435,063

Forest City Enterprises, Inc. Class A (a)

10,713

187,692

Howard Hughes Corp. (a)

2,665

291,045

Jones Lang LaSalle, Inc.

2,948

268,356

Realogy Holdings Corp.

8,084

363,457

The St. Joe Co. (a)

4,426

100,382

 

1,645,995

Thrifts & Mortgage Finance - 0.5%

Hudson City Bancorp, Inc.

35,270

337,181

Nationstar Mortgage Holdings, Inc. (a)

1,436

66,458

New York Community Bancorp, Inc.

29,674

450,155

Ocwen Financial Corp. (a)

6,906

328,864

People's United Financial, Inc.

20,904

313,560

TFS Financial Corp. (a)

5,070

59,167

Washington Federal, Inc.

6,895

149,966

 

1,705,351

TOTAL FINANCIALS

72,385,713

HEALTH CARE - 10.7%

Biotechnology - 1.8%

Alexion Pharmaceuticals, Inc. (a)

13,117

1,524,565

Alkermes PLC (a)

8,432

283,147

ARIAD Pharmaceuticals, Inc. (a)

12,453

231,377

BioMarin Pharmaceutical, Inc. (a)

9,368

605,641

Cubist Pharmaceuticals, Inc. (a)

4,353

271,322

Incyte Corp. (a)

6,961

162,957

Medivation, Inc. (a)

5,002

289,466

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Myriad Genetics, Inc. (a)

5,373

$ 159,417

Onyx Pharmaceuticals, Inc. (a)

4,889

641,926

Pharmacyclics, Inc. (a)

3,933

427,242

Quintiles Transnational Holdings, Inc.

1,800

80,730

Seattle Genetics, Inc. (a)

6,710

271,889

Theravance, Inc. (a)

4,913

189,445

United Therapeutics Corp. (a)

3,111

232,827

Vertex Pharmaceuticals, Inc. (a)

14,884

1,187,743

 

6,559,694

Health Care Equipment & Supplies - 2.2%

Alere, Inc. (a)

5,512

184,101

Boston Scientific Corp. (a)

90,663

990,040

C.R. Bard, Inc.

5,404

619,298

CareFusion Corp. (a)

14,771

569,717

DENTSPLY International, Inc.

9,642

413,449

Edwards Lifesciences Corp. (a)

7,594

542,060

Hill-Rom Holdings, Inc.

4,054

150,282

Hologic, Inc. (a)

18,123

411,392

IDEXX Laboratories, Inc. (a)

3,642

356,880

ResMed, Inc. (d)

9,579

456,439

Sirona Dental Systems, Inc. (a)

3,663

258,608

St. Jude Medical, Inc.

19,043

997,663

Teleflex, Inc.

2,777

220,577

The Cooper Companies, Inc.

3,252

414,142

Varian Medical Systems, Inc. (a)

7,296

528,960

Zimmer Holdings, Inc.

11,311

944,242

 

8,057,850

Health Care Providers & Services - 3.2%

AmerisourceBergen Corp.

15,514

904,001

Brookdale Senior Living, Inc. (a)

6,640

193,357

Cardinal Health, Inc.

22,964

1,150,267

Catamaran Corp. (a)

13,841

729,041

CIGNA Corp.

19,172

1,492,157

Community Health Systems, Inc.

6,285

289,487

DaVita, Inc. (a)

6,191

720,694

HCA Holdings, Inc.

17,997

701,883

Health Management Associates, Inc. Class A (a)

17,272

232,827

Health Net, Inc. (a)

5,372

164,759

Henry Schein, Inc. (a)

5,861

608,548

Humana, Inc.

10,583

965,805

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Providers & Services - continued

Laboratory Corp. of America Holdings (a)

6,241

$ 603,754

LifePoint Hospitals, Inc. (a)

3,132

153,969

MEDNAX, Inc. (a)

3,350

326,357

Omnicare, Inc.

7,065

372,961

Patterson Companies, Inc.

5,843

238,920

Quest Diagnostics, Inc.

10,619

619,194

Tenet Healthcare Corp. (a)

6,896

307,906

Universal Health Services, Inc. Class B

6,112

427,534

VCA Antech, Inc. (a)

5,980

171,985

 

11,375,406

Health Care Technology - 0.3%

Allscripts Healthcare Solutions, Inc. (a)

11,857

187,459

Cerner Corp. (a)

19,926

976,374

 

1,163,833

Life Sciences Tools & Services - 1.4%

Agilent Technologies, Inc.

23,324

1,043,283

Bio-Rad Laboratories, Inc. Class A (a)

1,390

169,566

Bruker BioSciences Corp. (a)

7,229

129,544

Charles River Laboratories International, Inc. (a)

3,323

151,329

Covance, Inc. (a)

3,737

308,303

Illumina, Inc. (a)

8,360

667,295

Life Technologies Corp. (a)

11,537

860,660

Mettler-Toledo International, Inc. (a)

2,033

448,480

PerkinElmer, Inc.

7,539

257,005

QIAGEN NV (a)

15,601

326,061

Techne Corp.

2,498

184,203

Waters Corp. (a)

5,762

581,616

 

5,127,345

Pharmaceuticals - 1.8%

Actavis, Inc. (a)

8,959

1,202,925

Endo Health Solutions, Inc. (a)

7,479

287,642

Forest Laboratories, Inc. (a)

17,948

781,815

Hospira, Inc. (a)

11,136

453,235

Jazz Pharmaceuticals PLC (a)

3,459

261,189

Mylan, Inc. (a)

25,638

860,411

Perrigo Co.

6,324

786,642

Salix Pharmaceuticals Ltd. (a)

4,090

302,251

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Pharmaceuticals - continued

Warner Chilcott PLC

16,888

$ 359,883

Zoetis, Inc. Class A

33,602

1,001,676

 

6,297,669

TOTAL HEALTH CARE

38,581,797

INDUSTRIALS - 12.7%

Aerospace & Defense - 1.1%

Alliant Techsystems, Inc.

2,187

203,610

BE Aerospace, Inc. (a)

6,655

463,920

Exelis, Inc.

12,741

188,312

Hexcel Corp. (a)

6,703

236,013

Huntington Ingalls Industries, Inc.

3,359

208,863

L-3 Communications Holdings, Inc.

6,058

564,303

Rockwell Collins, Inc.

9,122

649,213

Spirit AeroSystems Holdings, Inc. Class A (a)

8,076

204,807

Textron, Inc.

18,697

511,924

TransDigm Group, Inc.

3,525

509,680

Triumph Group, Inc.

3,441

269,981

 

4,010,626

Air Freight & Logistics - 0.3%

C.H. Robinson Worldwide, Inc.

10,799

643,836

Expeditors International of Washington, Inc.

13,915

561,053

 

1,204,889

Airlines - 0.9%

Alaska Air Group, Inc.

4,686

286,643

Copa Holdings SA Class A

2,239

311,602

Delta Air Lines, Inc.

57,578

1,222,381

Southwest Airlines Co.

48,541

671,322

United Continental Holdings, Inc. (a)

22,479

783,393

 

3,275,341

Building Products - 0.5%

A.O. Smith Corp.

5,233

216,228

Armstrong World Industries, Inc. (a)

1,816

90,945

Fortune Brands Home & Security, Inc.

11,125

459,574

Lennox International, Inc.

3,359

241,243

Masco Corp.

24,036

493,219

Owens Corning (a)

7,930

313,156

 

1,814,365

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Commercial Services & Supplies - 1.2%

ADT Corp.

14,721

$ 590,018

Avery Dennison Corp.

6,751

301,972

Cintas Corp.

6,876

326,679

Clean Harbors, Inc. (a)

4,045

228,300

Copart, Inc. (a)

7,453

242,297

Covanta Holding Corp.

7,122

148,209

Iron Mountain, Inc.

11,353

315,613

KAR Auction Services, Inc.

5,010

127,454

Pitney Bowes, Inc. (d)

13,571

224,057

R.R. Donnelley & Sons Co. (d)

12,253

232,684

Republic Services, Inc.

18,213

617,603

Rollins, Inc.

4,354

111,027

Stericycle, Inc. (a)

5,820

674,771

Waste Connections, Inc.

8,238

356,376

 

4,497,060

Construction & Engineering - 0.8%

AECOM Technology Corp. (a)

6,882

233,300

Chicago Bridge & Iron Co. NV

6,768

403,237

Fluor Corp.

10,963

685,845

Jacobs Engineering Group, Inc. (a)

8,817

521,966

KBR, Inc.

9,871

308,765

Quanta Services, Inc. (a)

14,089

377,726

URS Corp.

5,145

239,243

 

2,770,082

Electrical Equipment - 0.9%

AMETEK, Inc.

16,375

757,835

Babcock & Wilcox Co.

7,499

229,019

Hubbell, Inc. Class B

4,006

430,044

Regal-Beloit Corp.

3,030

195,980

Rockwell Automation, Inc.

9,392

909,615

Roper Industries, Inc.

6,660

838,894

SolarCity Corp.

1,449

59,902

 

3,421,289

Industrial Conglomerates - 0.1%

Carlisle Companies, Inc.

4,249

287,827

Machinery - 4.0%

AGCO Corp.

6,490

365,063

CNH Global NV

2,018

94,826

Colfax Corp. (a)

5,706

302,817

Crane Co.

3,246

197,681

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Machinery - continued

Donaldson Co., Inc.

9,795

$ 355,069

Dover Corp.

11,503

985,117

Flowserve Corp.

9,643

546,565

Graco, Inc.

4,150

289,587

Harsco Corp.

5,331

137,327

IDEX Corp.

5,497

327,896

Ingersoll-Rand PLC

20,097

1,226,922

ITT Corp.

6,030

188,377

Joy Global, Inc.

7,152

354,024

Kennametal, Inc.

5,273

228,532

Lincoln Electric Holdings, Inc.

5,548

327,554

Manitowoc Co., Inc.

9,050

185,797

Navistar International Corp. (a)

3,692

126,082

Nordson Corp.

4,282

308,989

Oshkosh Truck Corp. (a)

5,962

267,217

PACCAR, Inc.

23,775

1,337,819

Pall Corp.

7,510

525,400

Parker Hannifin Corp.

10,036

1,036,518

Pentair Ltd.

13,734

838,873

Snap-On, Inc.

3,893

369,251

SPX Corp.

3,127

238,934

Stanley Black & Decker, Inc.

10,890

921,512

Terex Corp. (a)

7,426

218,918

Timken Co.

5,829

340,530

Toro Co.

3,945

194,410

Trinity Industries, Inc.

5,368

211,338

Valmont Industries, Inc.

1,809

252,609

WABCO Holdings, Inc. (a)

3,893

307,781

Wabtec Corp.

6,487

376,635

Xylem, Inc.

12,356

308,035

 

14,294,005

Marine - 0.1%

Kirby Corp. (a)

3,781

319,343

Professional Services - 1.0%

Dun & Bradstreet Corp.

2,663

275,967

Equifax, Inc.

8,113

512,985

IHS, Inc. Class A (a)

4,424

485,667

Manpower, Inc.

5,142

343,846

Nielsen Holdings B.V. (d)

14,686

490,806

Robert Half International, Inc.

9,301

346,369

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Professional Services - continued

Towers Watson & Co.

4,399

$ 370,528

Verisk Analytics, Inc. (a)

10,173

654,734

 

3,480,902

Road & Rail - 0.9%

AMERCO

483

80,333

Avis Budget Group, Inc. (a)

7,188

227,428

Con-way, Inc.

3,760

155,852

Genesee & Wyoming, Inc. Class A (a)

2,887

258,848

Hertz Global Holdings, Inc. (a)

23,304

596,815

J.B. Hunt Transport Services, Inc.

6,164

461,869

Kansas City Southern

7,419

799,397

Landstar System, Inc.

3,111

168,181

Old Dominion Freight Lines, Inc. (a)

4,815

210,319

Ryder System, Inc.

3,465

214,276

 

3,173,318

Trading Companies & Distributors - 0.9%

Air Lease Corp. Class A

4,698

130,980

Fastenal Co.

19,943

977,406

GATX Corp.

3,218

145,389

MRC Global, Inc. (a)

5,510

147,778

MSC Industrial Direct Co., Inc. Class A

3,160

255,802

United Rentals, Inc. (a)

6,346

363,753

W.W. Grainger, Inc.

3,961

1,038,337

WESCO International, Inc. (a)

2,990

226,582

 

3,286,027

TOTAL INDUSTRIALS

45,835,074

INFORMATION TECHNOLOGY - 13.5%

Communications Equipment - 0.9%

Brocade Communications Systems, Inc. (a)

30,004

199,827

EchoStar Holding Corp. Class A (a)

2,808

112,208

F5 Networks, Inc. (a)

5,302

465,304

Harris Corp.

7,318

417,638

JDS Uniphase Corp. (a)

15,521

227,693

Juniper Networks, Inc. (a)

34,050

737,864

Motorola Solutions, Inc.

16,271

892,139

Palo Alto Networks, Inc.

2,192

107,276

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Communications Equipment - continued

Polycom, Inc. (a)

11,454

$ 109,500

Riverbed Technology, Inc. (a)

11,054

172,885

 

3,442,334

Computers & Peripherals - 1.1%

3D Systems Corp. (a)(d)

6,769

319,700

Diebold, Inc.

4,205

137,335

Lexmark International, Inc. Class A

4,172

156,408

NCR Corp. (a)

11,084

399,024

NetApp, Inc.

24,232

996,420

SanDisk Corp.

16,365

902,039

Stratasys Ltd. (a)

2,118

187,761

Western Digital Corp.

14,207

914,647

 

4,013,334

Electronic Equipment & Components - 1.1%

Amphenol Corp. Class A

10,749

844,441

Arrow Electronics, Inc. (a)

6,992

319,185

Avnet, Inc. (a)

9,154

344,831

AVX Corp.

3,215

41,120

Dolby Laboratories, Inc. Class A (d)

2,972

97,749

FLIR Systems, Inc.

9,460

307,166

Ingram Micro, Inc. Class A (a)

10,163

232,021

IPG Photonics Corp.

2,154

131,179

Jabil Circuit, Inc.

13,539

311,262

Molex, Inc.

9,420

280,999

National Instruments Corp.

6,429

181,234

Tech Data Corp. (a)

2,508

128,761

Trimble Navigation Ltd. (a)

17,237

491,944

Vishay Intertechnology, Inc. (a)

8,754

125,970

 

3,837,862

Internet Software & Services - 1.1%

Akamai Technologies, Inc. (a)

11,950

564,040

AOL, Inc.

5,228

192,600

Equinix, Inc. (a)

3,322

595,801

IAC/InterActiveCorp

4,991

252,595

LinkedIn Corp. (a)

6,081

1,239,247

Pandora Media, Inc. (a)(d)

8,568

157,137

Rackspace Hosting, Inc. (a)

7,607

344,521

VeriSign, Inc. (a)

9,627

460,556

 

3,806,497

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

IT Services - 2.5%

Alliance Data Systems Corp. (a)

3,305

$ 653,663

Amdocs Ltd.

10,843

417,130

Booz Allen Hamilton Holding Corp. Class A

2,020

43,188

Broadridge Financial Solutions, Inc.

8,215

237,742

Computer Sciences Corp.

10,110

481,843

CoreLogic, Inc. (a)

6,445

179,816

DST Systems, Inc.

2,314

162,049

Fidelity National Information Services, Inc.

19,709

850,640

Fiserv, Inc. (a)

8,956

861,925

FleetCor Technologies, Inc. (a)

4,570

410,249

Gartner, Inc. Class A (a)

6,330

379,863

Genpact Ltd.

11,243

229,245

Global Payments, Inc.

5,086

235,533

Jack Henry & Associates, Inc.

5,844

282,265

Lender Processing Services, Inc.

5,856

191,374

NeuStar, Inc. Class A (a)

4,401

246,808

Paychex, Inc.

21,863

862,277

SAIC, Inc.

19,711

301,381

Teradata Corp. (a)

10,989

649,670

The Western Union Co.

37,435

672,333

Total System Services, Inc.

10,895

298,632

Vantiv, Inc. (a)

5,792

151,113

VeriFone Systems, Inc. (a)

7,162

136,579

 

8,935,318

Office Electronics - 0.3%

Xerox Corp.

82,695

802,142

Zebra Technologies Corp. Class A (a)

3,552

163,996

 

966,138

Semiconductors & Semiconductor Equipment - 3.3%

Advanced Micro Devices, Inc. (a)(d)

40,792

153,786

Altera Corp.

21,538

765,891

Analog Devices, Inc.

20,730

1,023,233

Applied Materials, Inc.

80,749

1,317,016

Atmel Corp. (a)

28,582

225,798

Avago Technologies Ltd.

16,557

607,311

Cree, Inc. (a)

7,932

554,447

Fairchild Semiconductor International, Inc. (a)

8,511

107,409

First Solar, Inc. (a)

4,100

201,884

Freescale Semiconductor Holdings I Ltd. (a)

3,831

60,147

KLA-Tencor Corp.

11,157

654,135

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

Lam Research Corp. (a)

10,954

$ 539,156

Linear Technology Corp.

15,733

638,130

LSI Corp.

36,707

285,580

Marvell Technology Group Ltd.

26,295

341,046

Maxim Integrated Products, Inc.

19,585

560,131

Microchip Technology, Inc.

13,273

527,469

Micron Technology, Inc. (a)

69,228

917,271

NVIDIA Corp.

38,885

561,111

ON Semiconductor Corp. (a)

30,086

247,909

Silicon Laboratories, Inc. (a)

2,837

110,813

Skyworks Solutions, Inc. (a)

12,744

306,111

Teradyne, Inc. (a)

12,882

212,424

Xilinx, Inc.

17,745

828,514

 

11,746,722

Software - 3.2%

Activision Blizzard, Inc.

28,767

517,231

ANSYS, Inc. (a)

6,291

502,273

Autodesk, Inc. (a)

15,127

535,345

BMC Software, Inc. (a)

9,645

443,381

CA Technologies, Inc.

22,117

657,760

Cadence Design Systems, Inc. (a)

18,871

275,139

Citrix Systems, Inc. (a)

12,587

906,516

Compuware Corp.

14,561

165,122

Concur Technologies, Inc. (a)

3,112

276,626

Electronic Arts, Inc. (a)

20,363

531,882

FactSet Research Systems, Inc. (d)

2,934

320,334

Fortinet, Inc. (a)

9,157

194,586

Informatica Corp. (a)

7,211

275,244

Intuit, Inc.

19,964

1,276,099

MICROS Systems, Inc. (a)

5,249

255,784

NetSuite, Inc. (a)

2,338

219,515

Nuance Communications, Inc. (a)

17,590

329,988

Red Hat, Inc. (a)

12,768

660,999

Rovi Corp. (a)

6,852

154,376

ServiceNow, Inc. (a)

5,261

229,274

SolarWinds, Inc. (a)

4,417

156,759

Solera Holdings, Inc.

4,603

261,957

Splunk, Inc. (a)

6,845

342,318

Symantec Corp.

46,900

1,251,292

Synopsys, Inc. (a)

10,271

380,438

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Tableau Software, Inc.

591

$ 32,741

TIBCO Software, Inc. (a)

10,943

272,918

Workday, Inc. Class A

2,456

167,720

Zynga, Inc. (a)

38,917

115,973

 

11,709,590

TOTAL INFORMATION TECHNOLOGY

48,457,795

MATERIALS - 5.4%

Chemicals - 2.4%

Airgas, Inc.

4,403

454,434

Albemarle Corp.

5,478

339,691

Ashland, Inc.

5,312

461,294

Cabot Corp.

4,316

177,042

Celanese Corp. Class A

10,733

515,828

CF Industries Holdings, Inc.

3,983

780,708

Cytec Industries, Inc.

2,803

218,354

Eastman Chemical Co.

10,411

837,357

FMC Corp.

9,156

605,761

Huntsman Corp.

13,040

234,981

International Flavors & Fragrances, Inc.

5,495

443,337

Kronos Worldwide, Inc.

1,457

24,099

NewMarket Corp.

627

170,895

Rockwood Holdings, Inc.

5,230

354,228

RPM International, Inc.

8,964

315,891

Sherwin-Williams Co.

5,951

1,036,486

Sigma Aldrich Corp.

8,047

672,407

The Scotts Miracle-Gro Co. Class A

2,863

143,866

Valspar Corp.

6,006

409,129

W.R. Grace & Co. (a)

5,105

392,166

Westlake Chemical Corp.

1,377

143,236

 

8,731,190

Construction Materials - 0.3%

Eagle Materials, Inc.

3,304

222,954

Martin Marietta Materials, Inc.

3,073

306,071

Vulcan Materials Co.

8,790

414,712

 

943,737

Containers & Packaging - 1.1%

Aptargroup, Inc.

4,517

263,748

Ball Corp.

9,995

447,676

Common Stocks - continued

Shares

Value

MATERIALS - continued

Containers & Packaging - continued

Bemis Co., Inc.

6,852

$ 282,234

Crown Holdings, Inc. (a)

9,700

425,151

Greif, Inc. Class A

2,103

116,338

MeadWestvaco Corp.

11,899

439,668

Owens-Illinois, Inc. (a)

10,961

326,090

Packaging Corp. of America

6,589

354,422

Rock-Tenn Co. Class A

4,837

553,111

Sealed Air Corp.

13,182

359,078

Silgan Holdings, Inc.

2,931

141,391

Sonoco Products Co.

6,731

259,076

 

3,967,983

Metals & Mining - 1.2%

Alcoa, Inc.

71,953

572,026

Allegheny Technologies, Inc. (d)

7,322

201,868

Carpenter Technology Corp.

3,054

159,663

Cliffs Natural Resources, Inc. (d)

10,310

201,148

Compass Minerals International, Inc.

2,252

170,251

Newmont Mining Corp.

33,093

992,790

Nucor Corp.

21,390

1,000,624

Reliance Steel & Aluminum Co.

5,124

359,705

Royal Gold, Inc.

4,286

221,543

Steel Dynamics, Inc.

14,820

230,599

Tahoe Resources, Inc. (a)

5,646

85,424

United States Steel Corp. (d)

9,766

169,440

 

4,365,081

Paper & Forest Products - 0.4%

Domtar Corp.

2,210

153,617

International Paper Co.

29,908

1,444,855

 

1,598,472

TOTAL MATERIALS

19,606,463

TELECOMMUNICATION SERVICES - 1.0%

Diversified Telecommunication Services - 0.3%

Frontier Communications Corp. (d)

66,622

290,472

Intelsat SA

1,411

30,252

Level 3 Communications, Inc. (a)(d)

10,832

238,846

tw telecom, Inc. (a)

10,043

299,081

Windstream Corp. (d)

39,549

330,234

 

1,188,885

Common Stocks - continued

Shares

Value

TELECOMMUNICATION SERVICES - continued

Wireless Telecommunication Services - 0.7%

Crown Castle International Corp. (a)

19,737

$ 1,386,524

SBA Communications Corp. Class A (a)

8,578

635,544

T-Mobile US, Inc. (a)

11,593

279,507

Telephone & Data Systems, Inc.

6,379

169,107

U.S. Cellular Corp.

869

34,508

 

2,505,190

TOTAL TELECOMMUNICATION SERVICES

3,694,075

UTILITIES - 6.5%

Electric Utilities - 2.5%

Edison International

21,894

1,091,416

Entergy Corp.

11,975

808,313

FirstEnergy Corp.

28,101

1,069,805

Great Plains Energy, Inc.

10,373

250,923

Hawaiian Electric Industries, Inc.

6,795

181,155

ITC Holdings Corp.

3,492

320,461

Northeast Utilities

21,212

942,025

NV Energy, Inc.

15,802

373,401

OGE Energy Corp.

13,341

498,953

Pepco Holdings, Inc.

16,644

342,034

Pinnacle West Capital Corp.

7,441

438,275

PPL Corp.

39,724

1,262,031

Westar Energy, Inc.

8,522

286,254

Xcel Energy, Inc.

33,369

999,402

 

8,864,448

Gas Utilities - 0.6%

AGL Resources, Inc.

7,994

366,045

Atmos Energy Corp.

6,051

267,696

National Fuel Gas Co.

4,966

321,946

ONEOK, Inc.

13,850

733,358

Questar Corp.

11,681

278,709

UGI Corp.

7,596

318,956

 

2,286,710

Independent Power Producers & Energy Traders - 0.5%

Calpine Corp. (a)

26,533

530,925

NRG Energy, Inc.

21,672

581,243

The AES Corp.

41,752

519,395

 

1,631,563

Common Stocks - continued

Shares

Value

UTILITIES - continued

Multi-Utilities - 2.7%

Alliant Energy Corp.

7,408

$ 392,402

Ameren Corp.

16,350

585,494

CenterPoint Energy, Inc.

28,788

714,518

CMS Energy Corp.

17,952

502,476

Consolidated Edison, Inc.

19,584

1,173,082

DTE Energy Co.

11,682

825,917

Integrys Energy Group, Inc.

5,287

332,024

MDU Resources Group, Inc.

12,716

356,557

NiSource, Inc.

20,983

644,598

Public Service Enterprise Group, Inc.

33,942

1,146,900

SCANA Corp.

9,424

489,200

Sempra Energy

16,361

1,433,714

TECO Energy, Inc.

14,547

257,045

Vectren Corp.

5,548

205,387

Wisconsin Energy Corp.

15,377

668,592

 

9,727,906

Water Utilities - 0.2%

American Water Works Co., Inc.

11,981

511,349

Aqua America, Inc.

9,396

318,149

 

829,498

TOTAL UTILITIES

23,340,125

TOTAL COMMON STOCKS

(Cost $312,553,842)


357,083,183

U.S. Treasury Obligations - 0.1%

 

Principal Amount

 

U.S. Treasury Bills, yield at date of purchase 0.1% 9/19/13 (e)
(Cost $199,971)

$ 200,000


199,993

Money Market Funds - 3.0%

Shares

Value

Fidelity Cash Central Fund, 0.11% (b)

5,140,927

$ 5,140,927

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

5,759,446

5,759,446

TOTAL MONEY MARKET FUNDS

(Cost $10,900,373)


10,900,373

TOTAL INVESTMENT PORTFOLIO - 102.2%

(Cost $323,654,186)

368,183,549

NET OTHER ASSETS (LIABILITIES) - (2.2)%

(7,885,210)

NET ASSETS - 100%

$ 360,298,339

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/
(Depreciation)

Purchased

Equity Index Contracts

27 CME E-mini S&P MidCap 400 Index Contracts

Sept. 2013

$ 3,319,650

$ 77,992

 

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 generally 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 period end, the value of securities pledged amounted to $199,993.

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

$ 1,671

Fidelity Securities Lending Cash Central Fund

16,928

Total

$ 18,599

Other Information

The following is a summary of the inputs used, as of July 31, 2013, 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 table 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

$ 60,915,168

$ 60,915,168

$ -

$ -

Consumer Staples

20,848,659

20,848,659

-

-

Energy

23,418,314

23,418,314

-

-

Financials

72,385,713

72,385,713

-

-

Health Care

38,581,797

38,581,797

-

-

Industrials

45,835,074

45,835,074

-

-

Information Technology

48,457,795

48,457,795

-

-

Materials

19,606,463

19,606,463

-

-

Telecommunication Services

3,694,075

3,694,075

-

-

Utilities

23,340,125

23,340,125

-

-

U.S. Government and Government Agency Obligations

199,993

-

199,993

-

Money Market Funds

10,900,373

10,900,373

-

-

Total Investments in Securities:

$ 368,183,549

$ 367,983,556

$ 199,993

$ -

Derivative Instruments:

Assets

Futures Contracts

$ 77,992

$ 77,992

$ -

$ -

Income Tax Information

At July 31, 2013, the cost of investment securities for income tax purposes was $323,845,178. Net unrealized appreciation aggregated $44,338,371, of which $49,448,096 related to appreciated investment securities and $5,109,725 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. In accordance with valuation policies and procedures approved by the Board of Trustees (the Board), the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Fidelity Management & Research Company (FMR) Fair Value Committee (the Committee), in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment 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 Committee oversees the Fund's valuation policies and procedures and is responsible for approving and reporting to the Board all fair value determinations. 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 a third party pricing vendor 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 market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy in these circumstances. Utilizing these techniques may result in transfers between Level 1 and Level 2.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. For U.S. government and government agency obligations, pricing vendors utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type as well as broker-supplied prices.

When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities 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

Spartan ® Small Cap Index Fund

July 31, 2013 

1.883104.101

SSP-QTLY-0913

Investments July 31, 2013 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 98.2%

Shares

Value

CONSUMER DISCRETIONARY - 13.9%

Auto Components - 1.0%

American Axle & Manufacturing Holdings, Inc. (a)

19,837

$ 385,830

Cooper Tire & Rubber Co.

18,646

625,387

Dana Holding Corp.

43,218

944,313

Dorman Products, Inc.

7,424

349,522

Drew Industries, Inc.

6,723

274,500

Federal-Mogul Corp. Class A (a)

6,122

95,381

Fuel Systems Solutions, Inc. (a)

4,121

74,961

Gentherm, Inc. (a)

9,852

200,981

Modine Manufacturing Co. (a)

13,929

153,219

Remy International, Inc.

4,080

84,823

Shiloh Industries, Inc.

1,747

22,397

Spartan Motors, Inc.

9,969

60,412

Standard Motor Products, Inc.

5,871

201,904

Stoneridge, Inc. (a)

8,431

101,846

Superior Industries International, Inc.

6,745

122,826

Tenneco, Inc. (a)

17,895

864,865

Tower International, Inc. (a)

1,795

40,046

 

4,603,213

Automobiles - 0.0%

Winnebago Industries, Inc. (a)

8,287

198,225

Distributors - 0.2%

Core-Mark Holding Co., Inc.

3,383

211,945

Pool Corp.

13,743

725,356

VOXX International Corp. (a)

5,516

74,742

Weyco Group, Inc.

1,884

51,490

 

1,063,533

Diversified Consumer Services - 1.2%

American Public Education, Inc. (a)

5,180

204,662

Ascent Capital Group, Inc. (a)

4,173

324,284

Bridgepoint Education, Inc. (a)

5,405

87,129

Bright Horizons Family Solutions, Inc.

3,497

123,829

Capella Education Co. (a)

3,257

159,626

Career Education Corp. (a)

16,181

52,103

Carriage Services, Inc.

4,655

87,328

Corinthian Colleges, Inc. (a)

23,378

52,367

Education Management Corp. (a)(d)

7,102

50,069

Grand Canyon Education, Inc. (a)

13,371

452,207

Hillenbrand, Inc.

16,184

401,201

ITT Educational Services, Inc. (a)(d)

6,875

180,331

JTH Holding, Inc. Class A (a)

1,348

23,509

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Diversified Consumer Services - continued

K12, Inc. (a)

8,029

$ 249,702

LifeLock, Inc.

17,905

203,580

Lincoln Educational Services Corp.

7,038

44,128

Mac-Gray Corp.

3,544

52,097

Matthews International Corp. Class A

8,121

314,120

Outerwall, Inc. (a)

8,280

457,470

Regis Corp.

13,932

241,999

Sotheby's Class A (Ltd. vtg.)

20,090

904,050

Steiner Leisure Ltd. (a)

4,312

249,837

Stewart Enterprises, Inc. Class A

21,325

280,211

Strayer Education, Inc.

3,188

141,101

Universal Technical Institute, Inc.

6,234

72,938

 

5,409,878

Hotels, Restaurants & Leisure - 2.9%

AFC Enterprises, Inc. (a)

7,077

260,434

Ameristar Casinos, Inc.

9,620

254,641

Biglari Holdings, Inc. (a)

354

147,462

BJ's Restaurants, Inc. (a)

7,263

258,853

Bloomin' Brands, Inc.

16,341

385,648

Bob Evans Farms, Inc.

8,193

416,368

Boyd Gaming Corp. (a)(d)

16,685

222,077

Bravo Brio Restaurant Group, Inc. (a)

5,759

94,102

Buffalo Wild Wings, Inc. (a)

5,528

572,590

Caesars Entertainment Corp. (a)(d)

10,880

174,733

Carrols Restaurant Group, Inc. (a)

7,001

45,997

CEC Entertainment, Inc.

5,238

217,848

Churchill Downs, Inc.

4,053

329,144

Chuys Holdings, Inc.

4,806

169,604

Cracker Barrel Old Country Store, Inc.

5,794

567,233

Del Frisco's Restaurant Group, Inc. (a)

3,187

67,054

Denny's Corp. (a)

27,036

153,835

DineEquity, Inc.

4,891

340,756

Diversified Restaurant Holdings, Inc. (a)

3,280

23,386

Einstein Noah Restaurant Group, Inc.

1,892

30,707

Fiesta Restaurant Group, Inc. (a)

5,871

185,230

Ignite Restaurant Group, Inc. (a)

2,140

34,261

International Speedway Corp. Class A

8,176

276,758

Interval Leisure Group, Inc.

11,562

248,699

Isle of Capri Casinos, Inc. (a)

6,277

49,839

Jack in the Box, Inc. (a)

13,132

526,462

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Hotels, Restaurants & Leisure - continued

Jamba, Inc. (a)

4,932

$ 72,155

Krispy Kreme Doughnuts, Inc. (a)

19,294

405,560

Life Time Fitness, Inc. (a)

12,678

675,611

Luby's, Inc. (a)

5,897

47,412

Marcus Corp.

5,456

70,655

Marriott Vacations Worldwide Corp. (a)

8,589

377,916

Monarch Casino & Resort, Inc. (a)

2,545

52,173

Morgans Hotel Group Co. (a)

7,892

56,743

Multimedia Games Holding Co., Inc. (a)

8,499

297,380

Nathan's Famous, Inc. (a)

815

46,667

Orient Express Hotels Ltd. Class A (a)

28,193

352,694

Papa John's International, Inc. (a)

4,719

315,512

Pinnacle Entertainment, Inc. (a)

17,211

365,734

Red Robin Gourmet Burgers, Inc. (a)

4,172

237,303

Ruby Tuesday, Inc. (a)

17,978

131,599

Ruth's Hospitality Group, Inc.

10,595

126,716

Scientific Games Corp. Class A (a)

14,088

192,019

SHFL Entertainment, Inc. (a)

16,575

377,081

Sonic Corp. (a)

16,600

255,142

Speedway Motorsports, Inc.

3,377

62,373

Texas Roadhouse, Inc. Class A

18,396

449,598

The Cheesecake Factory, Inc.

15,696

666,138

Town Sports International Holdings, Inc.

7,072

89,249

Vail Resorts, Inc.

10,572

708,113

WMS Industries, Inc. (a)

16,079

414,034

 

12,899,298

Household Durables - 1.1%

American Greetings Corp. Class A

7,395

140,801

Bassett Furniture Industries, Inc.

3,193

50,864

Beazer Homes USA, Inc. (a)(d)

7,425

127,636

Blyth, Inc.

2,722

38,135

Cavco Industries, Inc. (a)

2,040

111,772

CSS Industries, Inc.

2,493

66,389

Ethan Allen Interiors, Inc.

7,292

221,458

EveryWare Global, Inc. (a)

2,856

37,813

Flexsteel Industries, Inc.

1,437

35,767

Helen of Troy Ltd. (a)

9,372

398,123

Hooker Furniture Corp.

3,175

53,372

Hovnanian Enterprises, Inc. Class A (a)(d)

33,491

179,177

iRobot Corp. (a)

8,348

291,846

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Household Durables - continued

KB Home

24,673

$ 437,946

La-Z-Boy, Inc.

15,433

319,926

Libbey, Inc. (a)

6,226

153,533

Lifetime Brands, Inc.

2,972

44,521

M.D.C. Holdings, Inc.

11,486

363,417

M/I Homes, Inc. (a)

7,138

151,754

Meritage Homes Corp. (a)

10,638

481,476

NACCO Industries, Inc. Class A

1,465

89,848

Ryland Group, Inc.

13,593

549,701

Skullcandy, Inc. (a)

5,264

29,057

Standard Pacific Corp. (a)

43,694

357,417

TRI Pointe Homes, Inc.

4,347

65,596

Universal Electronics, Inc. (a)

4,439

136,854

William Lyon Homes, Inc.

4,053

91,638

Zagg, Inc. (a)

9,037

40,938

 

5,066,775

Internet & Catalog Retail - 0.4%

1-800-FLOWERS.com, Inc. Class A (a)

7,703

50,686

Blue Nile, Inc. (a)

3,663

142,234

HSN, Inc.

9,964

598,438

NutriSystem, Inc.

8,486

106,160

Orbitz Worldwide, Inc. (a)

7,087

65,271

Overstock.com, Inc. (a)

3,300

112,233

PetMed Express, Inc.

5,942

99,529

Shutterfly, Inc. (a)

11,193

599,833

ValueVision Media, Inc. Class A (a)

11,667

69,185

Vitacost.com, Inc. (a)

6,555

58,471

 

1,902,040

Leisure Equipment & Products - 0.5%

Arctic Cat, Inc.

3,878

213,445

Black Diamond, Inc. (a)(d)

6,631

68,565

Brunswick Corp.

26,651

1,006,075

Callaway Golf Co.

20,892

150,005

JAKKS Pacific, Inc. (d)

5,638

33,884

Johnson Outdoors, Inc. Class A (a)

1,419

36,142

Leapfrog Enterprises, Inc. Class A (a)(d)

18,726

215,724

Marine Products Corp.

3,168

28,639

Nautilus, Inc. (a)

9,216

80,916

Smith & Wesson Holding Corp. (a)

18,894

223,705

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Leisure Equipment & Products - continued

Steinway Musical Instruments, Inc. (a)

2,050

$ 74,518

Sturm, Ruger & Co., Inc. (d)

5,688

289,349

 

2,420,967

Media - 1.5%

A.H. Belo Corp. Class A

5,824

43,680

Arbitron, Inc.

8,082

371,449

Beasley Broadcast Group, Inc. Class A

1,578

12,671

Belo Corp. Series A

30,683

437,540

Carmike Cinemas, Inc. (a)

5,370

98,378

Central European Media Enterprises Ltd. Class A (a)

22,631

76,040

Crown Media Holdings, Inc. Class A (a)

10,433

30,986

Cumulus Media, Inc. Class A (a)

22,651

96,946

Daily Journal Corp. (a)

277

37,007

Dex Media, Inc. (a)

5,076

75,632

Digital Generation, Inc. (a)

7,196

55,769

E.W. Scripps Co. Class A (a)

9,325

154,888

Entercom Communications Corp. Class A (a)

7,181

70,446

Entravision Communication Corp. Class A

16,401

93,322

Fisher Communications, Inc.

2,753

112,790

Global Sources Ltd. (a)

5,678

41,109

Gray Television, Inc. (a)

14,941

116,689

Harte-Hanks, Inc.

12,815

122,511

Hemisphere Media Group, Inc. (a)(d)

2,602

35,804

Journal Communications, Inc. Class A (a)

13,134

120,307

Live Nation Entertainment, Inc. (a)

41,558

680,720

Loral Space & Communications Ltd.

3,903

243,898

Martha Stewart Living Omnimedia, Inc. Class A (a)

8,821

22,141

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

7,500

184,575

Media General, Inc. Class A (a)(d)

5,849

64,281

Meredith Corp.

10,559

501,764

National CineMedia, Inc.

16,888

305,842

Nexstar Broadcasting Group, Inc. Class A

8,690

313,188

ReachLocal, Inc. (a)

3,108

40,124

Reading International, Inc. Class A (a)

5,644

35,049

Rentrak Corp. (a)

3,126

67,146

Saga Communications, Inc. Class A

1,470

76,220

Salem Communications Corp. Class A

3,196

24,194

Scholastic Corp.

7,838

239,059

Sinclair Broadcast Group, Inc. Class A

20,191

569,588

The McClatchy Co. Class A (a)

18,151

56,450

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Media - continued

The New York Times Co. Class A (a)(d)

38,221

$ 465,532

Valassis Communications, Inc.

11,477

328,587

World Wrestling Entertainment, Inc. Class A

8,944

95,164

 

6,517,486

Multiline Retail - 0.2%

Fred's, Inc. Class A

10,705

184,126

Gordmans Stores, Inc. (a)

2,650

37,074

Saks, Inc. (a)(d)

30,709

491,958

The Bon-Ton Stores, Inc.

4,021

75,836

Tuesday Morning Corp. (a)

12,683

142,303

 

931,297

Specialty Retail - 3.5%

Aeropostale, Inc. (a)

23,105

349,579

America's Car Mart, Inc. (a)

2,365

102,357

ANN, Inc. (a)

13,884

470,529

Asbury Automotive Group, Inc. (a)

9,187

448,693

Barnes & Noble, Inc. (a)

11,901

212,433

bebe stores, Inc.

10,218

61,104

Big 5 Sporting Goods Corp.

4,964

100,620

Body Central Corp. (a)

4,905

59,154

Brown Shoe Co., Inc.

12,739

302,806

Christopher & Banks Corp. (a)

10,772

73,680

Citi Trends, Inc. (a)

4,556

64,194

Conn's, Inc. (a)

6,620

427,784

Destination Maternity Corp.

3,972

119,398

Destination XL Group, Inc. (a)

12,432

80,186

Express, Inc. (a)

25,132

566,727

Finish Line, Inc. Class A

14,457

321,813

Five Below, Inc.

9,650

374,999

Francescas Holdings Corp. (a)

12,969

322,409

Genesco, Inc. (a)

7,057

496,672

Group 1 Automotive, Inc.

6,397

465,638

Haverty Furniture Companies, Inc.

5,856

152,256

hhgregg, Inc. (a)

3,822

59,967

Hibbett Sports, Inc. (a)

7,639

448,027

Jos. A. Bank Clothiers, Inc. (a)

8,230

336,278

Kirkland's, Inc. (a)

4,134

72,676

Lithia Motors, Inc. Class A (sub. vtg.)

6,567

428,431

Lumber Liquidators Holdings, Inc. (a)

8,090

783,274

MarineMax, Inc. (a)

6,909

80,352

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Specialty Retail - continued

Mattress Firm Holding Corp. (a)

3,967

$ 162,052

Monro Muffler Brake, Inc.

9,218

396,466

New York & Co., Inc. (a)

8,519

53,073

Office Depot, Inc. (a)

72,499

313,921

OfficeMax, Inc.

25,680

292,495

Pacific Sunwear of California, Inc. (a)

13,654

60,760

Penske Automotive Group, Inc.

12,444

462,668

Pier 1 Imports, Inc.

27,928

656,308

RadioShack Corp. (a)(d)

29,398

80,257

Rent-A-Center, Inc.

17,000

679,830

Restoration Hardware Holdings, Inc.

5,209

348,065

rue21, Inc. (a)

4,313

180,197

Sears Hometown & Outlet Stores, Inc. (a)

2,556

111,365

Select Comfort Corp. (a)

16,400

374,740

Shoe Carnival, Inc.

4,399

117,497

Sonic Automotive, Inc. Class A (sub. vtg.)

11,486

254,300

Stage Stores, Inc.

9,635

240,490

Stein Mart, Inc.

8,177

114,233

Systemax, Inc.

3,099

29,843

The Buckle, Inc.

8,228

460,603

The Cato Corp. Class A (sub. vtg.)

8,030

226,045

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

6,795

367,202

The Men's Wearhouse, Inc.

14,787

590,445

The Pep Boys - Manny, Moe & Jack (a)

15,627

194,556

Tile Shop Holdings, Inc. (a)

5,474

155,626

Tilly's, Inc. (a)

2,918

42,836

Trans World Entertainment Corp.

3,159

15,795

Vitamin Shoppe, Inc. (a)

8,925

428,668

West Marine, Inc. (a)

4,972

53,996

Wet Seal, Inc. Class A (a)

26,329

115,584

Winmark Corp.

663

47,670

Zale Corp. (a)

9,629

89,357

Zumiez, Inc. (a)

6,207

171,127

 

15,670,106

Textiles, Apparel & Luxury Goods - 1.4%

American Apparel, Inc. (a)

17,076

34,323

Columbia Sportswear Co.

3,799

245,111

Crocs, Inc. (a)

25,947

354,695

Culp, Inc.

2,434

46,830

Fifth & Pacific Companies, Inc. (a)

35,367

842,442

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Textiles, Apparel & Luxury Goods - continued

G-III Apparel Group Ltd. (a)

4,944

$ 254,418

Iconix Brand Group, Inc. (a)(d)

16,803

551,811

Maidenform Brands, Inc. (a)

6,832

159,596

Movado Group, Inc.

5,196

189,550

Oxford Industries, Inc.

3,961

268,041

Perry Ellis International, Inc.

3,644

73,244

Quiksilver, Inc. (a)

39,192

247,693

R.G. Barry Corp.

2,930

50,777

Skechers U.S.A., Inc. Class A (sub. vtg.) (a)

11,384

310,556

Steven Madden Ltd. (a)

11,800

606,756

The Jones Group, Inc.

23,579

387,167

Tumi Holdings, Inc. (a)

14,078

336,746

Unifi, Inc. (a)

4,423

101,464

Vera Bradley, Inc. (a)(d)

6,376

154,554

Wolverine World Wide, Inc.

14,770

849,423

 

6,065,197

TOTAL CONSUMER DISCRETIONARY

62,748,015

CONSUMER STAPLES - 3.8%

Beverages - 0.1%

Boston Beer Co., Inc. Class A (a)

2,426

434,205

Coca-Cola Bottling Co. CONSOLIDATED

1,347

86,019

Craft Brew Alliance, Inc. (a)

3,063

27,567

National Beverage Corp.

3,342

59,421

 

607,212

Food & Staples Retailing - 1.2%

Andersons, Inc.

5,508

326,735

Arden Group, Inc. Class A

348

45,237

Casey's General Stores, Inc.

11,271

746,478

Chefs' Warehouse Holdings (a)

4,112

82,446

Fairway Group Holdings Corp.

4,642

116,375

Harris Teeter Supermarkets, Inc.

14,556

715,864

Ingles Markets, Inc. Class A

3,737

106,355

Nash-Finch Co.

3,618

84,842

Natural Grocers by Vitamin Cottage, Inc.

2,616

93,757

PriceSmart, Inc.

5,552

505,399

Rite Aid Corp. (a)

215,122

645,366

Roundy's, Inc.

7,463

68,063

Spartan Stores, Inc.

6,444

126,753

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Food & Staples Retailing - continued

SUPERVALU, Inc. (a)(d)

59,805

$ 479,038

Susser Holdings Corp. (a)

5,320

275,150

The Pantry, Inc. (a)

6,925

86,216

United Natural Foods, Inc. (a)

14,492

849,231

Village Super Market, Inc. Class A

1,849

68,136

Weis Markets, Inc.

3,221

161,759

 

5,583,200

Food Products - 1.7%

Alico, Inc.

848

38,855

Annie's, Inc. (a)

4,041

166,934

B&G Foods, Inc. Class A

15,570

542,459

Boulder Brands, Inc. (a)

17,545

226,506

Cal-Maine Foods, Inc.

4,373

221,624

Calavo Growers, Inc.

3,609

98,020

Chiquita Brands International, Inc. (a)

13,721

165,750

Darling International, Inc. (a)

34,762

705,669

Diamond Foods, Inc. (a)

6,568

133,922

Dole Food Co., Inc. (a)

15,124

195,100

Farmer Brothers Co. (a)

1,769

28,180

Fresh Del Monte Produce, Inc.

11,131

312,670

Griffin Land & Nurseries, Inc.

750

23,865

Hain Celestial Group, Inc. (a)

11,294

824,010

Inventure Foods, Inc. (a)

4,138

36,704

J&J Snack Foods Corp.

4,406

351,070

John B. Sanfilippo & Son, Inc.

2,382

51,404

Lancaster Colony Corp.

5,427

450,604

Lifeway Foods, Inc.

1,363

24,098

Limoneira Co.

2,952

66,243

Omega Protein Corp. (a)

5,870

49,132

Pilgrims Pride Corp. (a)

17,887

297,282

Post Holdings, Inc. (a)

9,631

446,782

Sanderson Farms, Inc.

6,793

479,858

Seaboard Corp.

87

245,340

Seneca Foods Corp. Class A (a)

2,400

84,360

Snyders-Lance, Inc.

13,964

441,961

Tootsie Roll Industries, Inc.

5,755

194,864

TreeHouse Foods, Inc. (a)

10,666

757,179

 

7,660,445

Household Products - 0.2%

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

12,290

92,667

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Household Products - continued

Harbinger Group, Inc. (a)

9,721

$ 77,379

Oil-Dri Corp. of America

1,414

45,050

Orchids Paper Products Co.

1,778

48,219

Spectrum Brands Holdings, Inc.

6,360

358,831

WD-40 Co.

4,557

262,073

 

884,219

Personal Products - 0.4%

Elizabeth Arden, Inc. (a)

7,552

310,085

Inter Parfums, Inc.

4,850

159,953

LifeVantage Corp. (a)

33,347

87,036

MediFast, Inc. (a)

4,057

110,918

Nature's Sunshine Products, Inc.

3,202

58,276

Nutraceutical International Corp.

2,526

56,128

Prestige Brands Holdings, Inc. (a)

15,086

511,566

Revlon, Inc. (a)

3,352

84,102

Star Scientific, Inc. (a)(d)

48,964

90,094

Synutra International, Inc. (a)

5,113

25,207

The Female Health Co.

6,488

59,560

USANA Health Sciences, Inc. (a)

1,773

146,485

 

1,699,410

Tobacco - 0.2%

Alliance One International, Inc. (a)

25,876

98,588

Universal Corp.

6,855

420,212

Vector Group Ltd.

17,551

292,224

 

811,024

TOTAL CONSUMER STAPLES

17,245,510

ENERGY - 5.3%

Energy Equipment & Services - 1.8%

Basic Energy Services, Inc. (a)

8,819

100,889

Bolt Technology Corp.

2,533

45,923

Bristow Group, Inc.

10,645

723,966

C&J Energy Services, Inc. (a)(d)

13,261

256,600

Cal Dive International, Inc. (a)(d)

28,745

56,340

Carbo Ceramics, Inc. (d)

5,826

511,872

Dawson Geophysical Co. (a)

2,381

85,906

Era Group, Inc. (a)

5,933

144,706

Exterran Holdings, Inc. (a)

16,972

538,861

Forum Energy Technologies, Inc. (a)

11,607

335,210

Common Stocks - continued

Shares

Value

ENERGY - continued

Energy Equipment & Services - continued

Geospace Technologies Corp. (a)

3,800

$ 282,758

Global Geophysical Services, Inc. (a)

6,741

29,593

Gulf Island Fabrication, Inc.

4,220

104,361

Gulfmark Offshore, Inc. Class A

7,854

386,810

Helix Energy Solutions Group, Inc. (a)

31,177

790,960

Hercules Offshore, Inc. (a)

47,084

324,880

Hornbeck Offshore Services, Inc. (a)

10,534

557,775

ION Geophysical Corp. (a)

39,152

240,785

Key Energy Services, Inc. (a)

44,811

284,102

Matrix Service Co. (a)

7,709

122,188

Mitcham Industries, Inc. (a)

3,756

63,589

Natural Gas Services Group, Inc. (a)

3,667

89,291

Newpark Resources, Inc. (a)

25,390

290,462

Nuverra Environmental Solutions, Inc. (a)(d)

41,945

123,738

Parker Drilling Co. (a)

35,036

212,669

PHI, Inc. (non-vtg.) (a)

3,703

130,346

Pioneer Energy Services Corp. (a)

18,263

123,823

RigNet, Inc. (a)

3,504

95,659

SEACOR Holdings, Inc.

5,911

517,567

Tesco Corp. (a)

8,937

118,326

TETRA Technologies, Inc. (a)

23,096

233,732

TGC Industries, Inc.

4,454

39,952

Vantage Drilling Co. (a)(d)

59,385

109,268

Willbros Group, Inc. (a)

11,778

84,566

 

8,157,473

Oil, Gas & Consumable Fuels - 3.5%

Abraxas Petroleum Corp. (a)

24,086

58,770

Adams Resources & Energy, Inc.

621

41,526

Alon USA Energy, Inc.

6,887

94,076

Alpha Natural Resources, Inc. (a)

64,927

353,203

Amyris, Inc. (a)

7,727

21,249

APCO Oil and Gas International, Inc. (a)

2,682

45,755

Approach Resources, Inc. (a)

10,260

271,787

Arch Coal, Inc. (d)

62,411

243,403

Berry Petroleum Co. Class A (d)

15,504

628,687

Bill Barrett Corp. (a)

14,350

321,727

Bonanza Creek Energy, Inc. (a)

8,694

354,194

BPZ Energy, Inc. (a)(d)

34,598

83,381

Callon Petroleum Co. (a)

11,659

46,636

Carrizo Oil & Gas, Inc. (a)

11,893

376,651

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

Clayton Williams Energy, Inc. (a)

1,729

$ 98,432

Clean Energy Fuels Corp. (a)

20,059

258,962

Cloud Peak Energy, Inc. (a)

17,904

287,001

Comstock Resources, Inc.

14,202

238,168

Contango Oil & Gas Co.

3,805

147,101

Crimson Exploration, Inc. (a)

6,353

20,393

Crosstex Energy, Inc.

14,071

282,686

Delek US Holdings, Inc.

10,969

331,812

Diamondback Energy, Inc.

5,261

200,865

Emerald Oil, Inc. (a)

10,730

77,256

Endeavour International Corp. (a)(d)

13,867

59,073

Energy XXI (Bermuda) Ltd.

23,358

627,162

EPL Oil & Gas, Inc. (a)

8,819

283,619

Equal Energy Ltd.

10,457

43,881

Evolution Petroleum Corp. (a)

5,001

61,862

EXCO Resources, Inc. (d)

39,958

346,436

Forest Oil Corp. (a)

35,081

179,615

Frontline Ltd. (NY Shares) (a)(d)

15,136

39,656

FX Energy, Inc. (a)

15,647

57,268

GasLog Ltd.

7,531

104,681

Gastar Exploration Ltd. (a)

18,124

59,809

Goodrich Petroleum Corp. (a)(d)

7,767

147,728

Green Plains Renewable Energy, Inc. (a)

7,477

123,819

Halcon Resources Corp. (a)(d)

60,924

333,864

Hallador Energy Co.

2,636

20,772

Isramco, Inc. (a)

271

29,826

KiOR, Inc. Class A (a)

12,927

62,179

Knightsbridge Tankers Ltd. (d)

7,200

55,152

Kodiak Oil & Gas Corp. (a)

78,146

758,798

L&L Energy, Inc. (a)

8,863

27,741

Magnum Hunter Resources Corp. (a)(d)

50,632

193,921

Matador Resources Co. (a)

14,572

190,893

Midstates Petroleum Co., Inc. (a)

9,733

58,398

Miller Energy Resources, Inc. (a)

8,963

44,725

Nordic American Tanker Shipping Ltd.

19,389

183,808

Northern Oil & Gas, Inc. (a)

18,779

248,071

Panhandle Royalty Co. Class A

2,051

61,038

PDC Energy, Inc. (a)

8,951

493,648

Penn Virginia Corp. (a)(d)

16,239

81,845

Petroquest Energy, Inc. (a)

16,691

75,110

Quicksilver Resources, Inc. (a)(d)

36,689

53,199

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

Renewable Energy Group, Inc. (a)

6,270

$ 97,687

Rentech, Inc.

66,544

142,404

Resolute Energy Corp. (a)

19,956

167,032

Rex American Resources Corp. (a)

1,614

58,733

Rex Energy Corp. (a)

13,329

255,784

Rosetta Resources, Inc. (a)

17,981

820,113

Sanchez Energy Corp. (a)(d)

8,383

198,258

Scorpio Tankers, Inc.

47,849

476,098

SemGroup Corp. Class A

12,398

699,743

Ship Finance International Ltd. (NY Shares)

15,035

241,913

Solazyme, Inc. (a)(d)

14,085

158,738

Stone Energy Corp. (a)

14,694

357,946

Swift Energy Co. (a)

12,738

162,282

Synergy Resources Corp. (a)

12,093

93,721

Targa Resources Corp.

9,709

661,863

Teekay Tankers Ltd. (d)

18,270

51,521

Triangle Petroleum Corp. (a)

13,612

96,645

Ur-Energy, Inc. (a)(d)

35,915

43,360

Uranium Energy Corp. (a)

25,133

58,057

VAALCO Energy, Inc. (a)

17,040

105,648

W&T Offshore, Inc.

10,222

166,516

Warren Resources, Inc. (a)

21,467

61,610

Western Refining, Inc.

15,955

480,724

Westmoreland Coal Co. (a)

3,544

45,257

ZaZa Energy Corp. (a)

11,941

14,807

 

15,707,778

TOTAL ENERGY

23,865,251

FINANCIALS - 22.6%

Capital Markets - 2.6%

Apollo Investment Corp.

66,060

537,068

Arlington Asset Investment Corp.

4,736

119,726

BGC Partners, Inc. Class A

37,365

234,652

BlackRock Kelso Capital Corp.

21,562

217,992

Calamos Asset Management, Inc. Class A

5,852

62,324

Capital Southwest Corp.

994

144,110

CIFI Corp. (a)

2,086

14,227

Cohen & Steers, Inc.

5,541

190,444

Cowen Group, Inc. Class A (a)

28,645

92,523

Diamond Hill Investment Group, Inc.

831

86,033

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Capital Markets - continued

Evercore Partners, Inc. Class A

9,329

$ 442,381

FBR & Co. (a)

2,602

74,651

Fidus Investment Corp.

4,050

78,732

Fifth Street Finance Corp.

35,402

383,758

Financial Engines, Inc.

14,453

689,986

Firsthand Technology Value Fund, Inc. (a)

2,447

52,415

FXCM, Inc. Class A

10,818

178,497

GAMCO Investors, Inc. Class A

1,777

100,241

Garrison Capital, Inc.

1,798

26,790

GFI Group, Inc.

20,559

82,236

Gladstone Capital Corp.

6,060

52,237

Gladstone Investment Corp.

7,502

53,864

Golub Capital BDC, Inc.

10,176

185,000

Greenhill & Co., Inc.

8,301

417,872

GSV Capital Corp. (a)

5,618

51,967

Hannon Armstrong Sustainable Infrastructure Capital, Inc.

4,417

52,430

Hercules Technology Growth Capital, Inc.

18,151

253,025

HFF, Inc.

9,763

205,023

Horizon Technology Finance Corp.

2,355

32,946

ICG Group, Inc. (a)

11,202

135,880

INTL FCStone, Inc. (a)

4,118

76,224

Investment Technology Group, Inc. (a)

11,014

156,509

Janus Capital Group, Inc.

43,931

411,633

JMP Group, Inc.

4,648

33,001

KCAP Financial, Inc.

8,463

88,608

KCG Holdings, Inc. Class A

20,967

193,316

Ladenburg Thalmann Financial Services, Inc. (a)

30,374

57,103

Main Street Capital Corp.

10,225

312,169

Manning & Napier, Inc. Class A

4,032

72,374

MCG Capital Corp.

21,026

115,433

Medallion Financial Corp.

5,548

83,719

Medley Capital Corp.

8,482

123,837

MVC Capital, Inc.

6,709

85,338

New Mountain Finance Corp.

9,186

133,197

NGP Capital Resources Co.

6,076

39,980

Oppenheimer Holdings, Inc. Class A (non-vtg.)

2,940

56,330

PennantPark Floating Rate Capital Ltd.

3,034

42,658

PennantPark Investment Corp.

19,496

227,128

Piper Jaffray Companies (a)

5,104

171,239

Prospect Capital Corp.

71,388

781,699

Pzena Investment Management, Inc.

3,405

24,244

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Capital Markets - continued

Safeguard Scientifics, Inc. (a)

6,143

$ 91,838

Solar Capital Ltd.

13,235

291,567

Solar Senior Capital Ltd.

3,288

62,275

Stellus Capital Investment Corp.

3,484

52,783

Stifel Financial Corp. (a)

18,720

704,808

SWS Group, Inc. (a)

8,496

50,636

TCP Capital Corp.

7,674

121,940

THL Credit, Inc.

7,728

120,402

TICC Capital Corp.

15,355

154,164

Triangle Capital Corp.

8,124

235,921

Virtus Investment Partners, Inc. (a)

1,714

319,661

Walter Investment Management Corp. (a)

10,866

432,358

Westwood Holdings Group, Inc.

2,040

101,470

WhiteHorse Finance, Inc. (d)

2,067

32,762

WisdomTree Investments, Inc. (a)

29,635

383,773

 

11,691,127

Commercial Banks - 7.0%

1st Source Corp.

4,401

120,059

1st United Bancorp, Inc.

8,751

68,083

Access National Corp.

2,164

32,958

American National Bankshares, Inc.

2,299

54,808

Ameris Bancorp (a)

7,061

135,924

Ames National Corp.

2,725

62,348

Arrow Financial Corp.

3,000

79,020

BancFirst Corp.

2,048

107,069

Banco Latinoamericano de Exporaciones SA (BLADEX) Series E

8,599

216,609

Bancorp, Inc., Delaware (a)

9,723

145,845

BancorpSouth, Inc.

28,040

550,986

Bank of Kentucky Financial Corp.

1,807

49,602

Bank of Marin Bancorp

1,594

67,187

Bank of the Ozarks, Inc.

9,178

438,525

Banner Bank

5,762

213,655

Bar Harbor Bankshares

1,159

45,502

BBCN Bancorp, Inc.

23,311

340,574

BNC Bancorp

5,399

71,645

Boston Private Financial Holdings, Inc.

23,468

259,321

Bridge Bancorp, Inc.

2,662

57,073

Bridge Capital Holdings (a)

2,801

46,188

Bryn Mawr Bank Corp.

3,959

110,694

C & F Financial Corp.

979

52,905

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Camden National Corp.

2,234

$ 86,925

Capital Bank Financial Corp. Series A

7,278

139,010

Capital City Bank Group, Inc. (a)

3,694

46,249

Cardinal Financial Corp.

8,921

145,948

Cascade Bancorp (a)

1,863

11,048

Cathay General Bancorp

23,229

551,921

Center Bancorp, Inc.

3,451

52,007

Centerstate Banks of Florida, Inc.

8,835

87,113

Central Pacific Financial Corp.

6,450

119,906

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

1,021

36,317

Chemical Financial Corp.

8,080

241,269

Chemung Financial Corp.

1,073

35,656

Citizens & Northern Corp.

3,569

70,452

City Holding Co.

4,588

203,065

CNB Financial Corp., Pennsylvania

3,626

64,833

CoBiz, Inc.

10,422

104,637

Columbia Banking Systems, Inc.

15,044

375,799

Community Bank System, Inc.

11,750

394,095

Community Trust Bancorp, Inc.

4,077

162,468

CommunityOne Bancorp (a)

3,091

26,274

ConnectOne Bancorp, Inc.

542

17,268

CU Bancorp (a)

2,745

48,724

Customers Bancorp, Inc. (a)

5,886

98,591

CVB Financial Corp.

26,987

353,260

Eagle Bancorp, Inc., Maryland

6,576

172,752

Enterprise Bancorp, Inc.

2,133

42,895

Enterprise Financial Services Corp.

5,356

99,247

Farmers Capital Bank Corp. (a)

2,250

54,945

Fidelity Southern Corp.

3,064

47,308

Financial Institutions, Inc.

4,042

81,365

First Bancorp, North Carolina

5,821

92,146

First Bancorp, Puerto Rico (a)

21,348

160,750

First Busey Corp.

21,121

105,394

First Commonwealth Financial Corp.

28,856

216,709

First Community Bancshares, Inc.

5,277

84,221

First Connecticut Bancorp, Inc.

4,907

73,605

First Financial Bancorp, Ohio

16,896

272,195

First Financial Bankshares, Inc.

9,312

574,085

First Financial Corp., Indiana

3,221

106,808

First Financial Holdings, Inc.

7,085

392,792

First Interstate Bancsystem, Inc.

5,156

121,527

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

First M&F Corp.

2,491

$ 44,165

First Merchants Corp.

8,487

158,877

First Midwest Bancorp, Inc., Delaware

22,136

338,017

First NBC Bank Holding Co.

1,229

32,151

First of Long Island Corp.

2,308

83,042

First Security Group, Inc. (a)

18,362

43,885

FirstMerit Corp.

48,784

1,093,737

Flushing Financial Corp.

9,095

172,441

FNB Corp., Pennsylvania

42,678

539,450

German American Bancorp, Inc.

3,703

102,462

Glacier Bancorp, Inc.

21,272

517,760

Great Southern Bancorp, Inc.

3,002

87,658

Guaranty Bancorp

4,346

54,499

Hampton Roads Bankshares, Inc. (a)

9,809

16,675

Hancock Holding Co.

24,969

817,984

Hanmi Financial Corp. (a)

9,406

159,902

Heartland Financial USA, Inc.

4,360

122,080

Heritage Commerce Corp. (a)

6,067

44,592

Heritage Financial Corp., Washington

4,412

70,107

Heritage Oaks Bancorp (a)

5,904

39,262

Home Bancshares, Inc.

13,345

364,585

Home Federal Bancorp, Inc.

4,265

59,795

HomeTrust Bancshares, Inc.

6,149

99,798

Horizon Bancorp Industries

2,559

61,339

Hudson Valley Holding Corp.

4,813

99,725

IBERIABANK Corp.

8,741

513,971

Independent Bank Corp., Massachusetts

6,722

250,327

Independent Bank Group, Inc.

1,125

39,128

International Bancshares Corp.

15,759

381,525

Intervest Bancshares Corp. Class A (a)

5,344

39,546

Investors Bancorp, Inc.

13,784

306,005

Lakeland Bancorp, Inc.

8,727

98,091

Lakeland Financial Corp.

4,796

151,314

LCNB Corp.

1,816

39,680

Macatawa Bank Corp. (a)

7,086

36,776

MainSource Financial Group, Inc.

5,976

86,413

MB Financial, Inc.

16,145

464,653

Mercantile Bank Corp.

2,534

50,604

Merchants Bancshares, Inc.

1,637

50,812

Metro Bancorp, Inc. (a)

4,197

91,746

Metrocorp Bancshares, Inc.

4,620

49,434

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Middleburg Financial Corp.

1,580

$ 32,990

Midsouth Bancorp, Inc.

2,417

39,397

MidWestOne Financial Group, Inc.

1,978

51,606

National Bank Holdings Corp.

15,339

306,780

National Bankshares, Inc.

2,047

78,298

National Penn Bancshares, Inc.

34,516

372,428

NBT Bancorp, Inc.

12,864

290,340

NewBridge Bancorp (a)

7,428

60,835

Northrim Bancorp, Inc.

1,907

48,667

OFG Bancorp

13,637

251,875

Old National Bancorp, Indiana

29,901

430,873

OmniAmerican Bancorp, Inc. (a)

3,334

78,816

Pacific Continental Corp.

5,286

65,176

Pacific Premier Bancorp, Inc. (a)

4,558

59,391

PacWest Bancorp

11,176

395,854

Palmetto Bancshares, Inc. (a)

1,317

17,661

Park National Corp.

3,366

265,577

Park Sterling Corp.

13,078

87,623

Peapack-Gladstone Financial Corp.

2,633

51,501

Penns Woods Bancorp, Inc.

1,109

50,947

Peoples Bancorp, Inc.

3,159

71,046

Pinnacle Financial Partners, Inc. (a)

10,323

293,999

Preferred Bank, Los Angeles (a)

3,459

58,768

PrivateBancorp, Inc.

19,156

451,890

Prosperity Bancshares, Inc.

17,749

1,047,546

Renasant Corp.

7,436

203,746

Republic Bancorp, Inc., Kentucky Class A

2,851

74,611

S&T Bancorp, Inc.

8,730

213,710

S.Y. Bancorp, Inc.

4,059

112,150

Sandy Spring Bancorp, Inc.

7,348

179,585

Seacoast Banking Corp., Florida (a)

21,856

51,580

Sierra Bancorp

3,639

57,423

Simmons First National Corp. Class A

4,799

131,253

Southside Bancshares, Inc.

5,269

131,672

Southwest Bancorp, Inc., Oklahoma (a)

5,821

87,082

State Bank Financial Corp.

9,338

149,034

StellarOne Corp.

6,689

141,673

Sterling Bancorp, New York

9,081

123,048

Sterling Financial Corp.

10,045

266,494

Suffolk Bancorp (a)

3,406

61,819

Sun Bancorp, Inc., New Jersey (a)

11,968

39,734

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Susquehanna Bancshares, Inc.

55,018

$ 731,739

Taylor Capital Group, Inc. (a)

5,086

114,079

Texas Capital Bancshares, Inc. (a)

12,007

546,198

The First Bancorp, Inc.

2,832

50,693

Tompkins Financial Corp.

4,267

192,570

TowneBank

7,719

123,272

Trico Bancshares

4,734

102,538

TriState Capital Holdings, Inc. (a)

1,958

26,198

Trustmark Corp.

19,681

530,797

UMB Financial Corp.

9,557

571,509

Umpqua Holdings Corp.

32,974

555,282

Union First Market Bankshares Corp.

5,985

132,269

United Bankshares, Inc., West Virginia

14,829

419,957

United Community Banks, Inc., Georgia (a)

12,854

175,200

Univest Corp. of Pennsylvania

4,911

99,644

VantageSouth Bancshares, Inc. (a)

3,460

17,473

ViewPoint Financial Group

11,761

253,685

Virginia Commerce Bancorp, Inc. (a)

8,102

121,773

Washington Banking Co., Oak Harbor

4,496

65,417

Washington Trust Bancorp, Inc.

4,235

136,960

Webster Financial Corp.

26,625

725,265

WesBanco, Inc.

7,629

224,674

West Bancorp., Inc.

4,615

63,133

Westamerica Bancorp.

7,862

377,297

Western Alliance Bancorp. (a)

21,908

388,429

Wilshire Bancorp, Inc.

18,159

159,618

Wintrust Financial Corp.

10,845

443,669

Yadkin Financial Corp. (a)

4,263

66,460

 

31,772,468

Consumer Finance - 0.8%

Cash America International, Inc.

8,401

352,842

Consumer Portfolio Services, Inc. (a)

5,063

32,910

Credit Acceptance Corp. (a)

2,092

235,329

DFC Global Corp. (a)

11,910

184,486

Encore Capital Group, Inc. (a)

6,869

266,929

EZCORP, Inc. (non-vtg.) Class A (a)

14,990

271,019

First Cash Financial Services, Inc. (a)

8,586

458,492

First Marblehead Corp. (a)

26,816

45,587

Green Dot Corp. Class A (a)

7,649

178,069

Imperial Holdings, Inc. (a)

5,046

37,391

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Consumer Finance - continued

Nelnet, Inc. Class A

6,788

$ 263,917

Nicholas Financial, Inc.

3,013

46,912

Portfolio Recovery Associates, Inc. (a)

4,981

743,713

Regional Management Corp. (a)

1,588

49,085

World Acceptance Corp. (a)

2,737

227,937

 

3,394,618

Diversified Financial Services - 0.3%

California First National Bancorp

699

12,086

Gain Capital Holdings, Inc.

3,137

17,065

MarketAxess Holdings, Inc.

11,063

571,957

Marlin Business Services Corp.

2,446

55,964

NewStar Financial, Inc. (a)

7,748

119,319

PHH Corp. (a)

16,835

381,481

PICO Holdings, Inc. (a)

6,649

145,547

Resource America, Inc. Class A

3,648

30,278

 

1,333,697

Insurance - 2.4%

AMBAC Financial Group, Inc. (a)

13,287

332,706

American Equity Investment Life Holding Co.

18,814

342,415

American Safety Insurance Group Ltd. (a)

2,823

84,577

Amerisafe, Inc.

5,415

193,478

Amtrust Financial Services, Inc.

8,302

345,612

Argo Group International Holdings, Ltd.

8,029

358,495

Baldwin & Lyons, Inc. Class B

2,669

71,289

Citizens, Inc. Class A (a)

12,744

90,992

CNO Financial Group, Inc.

65,499

935,326

Crawford & Co. Class B

7,764

61,025

Donegal Group, Inc. Class A

1,590

21,863

Eastern Insurance Holdings, Inc.

1,881

36,736

eHealth, Inc. (a)

5,744

176,571

EMC Insurance Group

1,325

38,425

Employers Holdings, Inc.

9,151

240,580

Enstar Group Ltd. (a)

2,804

402,879

FBL Financial Group, Inc. Class A

2,650

117,210

First American Financial Corp.

31,858

724,132

Fortegra Financial Corp. (a)

1,904

12,852

Global Indemnity PLC (a)

2,757

71,627

Greenlight Capital Re, Ltd. (a)

8,228

217,548

Hallmark Financial Services, Inc. (a)

4,157

40,614

HCI Group, Inc.

2,741

100,047

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Insurance - continued

Health Insurance Innovations

1,376

$ 16,691

Hilltop Holdings, Inc. (a)

18,332

312,194

Horace Mann Educators Corp.

11,693

331,380

Independence Holding Co.

2,322

32,578

Infinity Property & Casualty Corp.

3,384

219,994

Investors Title Co.

398

29,679

Kansas City Life Insurance Co.

1,124

49,467

Maiden Holdings Ltd.

14,683

178,545

Meadowbrook Insurance Group, Inc.

14,806

112,378

Montpelier Re Holdings Ltd.

13,610

367,606

National Interstate Corp.

1,953

53,219

National Western Life Insurance Co. Class A

643

137,570

Navigators Group, Inc. (a)

3,046

176,546

OneBeacon Insurance Group Ltd.

6,653

96,469

Phoenix Companies, Inc. (a)

1,712

73,051

Platinum Underwriters Holdings Ltd.

9,389

545,407

Primerica, Inc.

16,790

689,062

RLI Corp.

6,262

516,865

Safety Insurance Group, Inc.

3,778

203,143

Selective Insurance Group, Inc.

16,385

400,613

State Auto Financial Corp.

4,412

89,564

Stewart Information Services Corp.

6,283

194,333

Symetra Financial Corp.

23,963

430,855

Tower Group International Ltd.

16,889

369,362

United Fire Group, Inc.

6,063

157,699

Universal Insurance Holdings, Inc.

8,764

68,885

 

10,870,154

Real Estate Investment Trusts - 7.5%

Acadia Realty Trust (SBI)

16,125

415,703

AG Mortgage Investment Trust, Inc.

8,216

149,038

Agree Realty Corp.

3,899

117,594

Alexanders, Inc.

615

185,730

American Assets Trust, Inc.

9,884

320,242

American Capital Mortgage Investment Corp.

17,323

339,184

American Realty Capital Properties, Inc.

45,387

655,842

American Residential Properties, Inc. (a)

4,032

70,721

AmREIT, Inc. Class B

4,782

87,463

Anworth Mortgage Asset Corp.

42,579

206,934

Apollo Commercial Real Estate Finance, Inc.

10,693

171,409

Apollo Residential Mortgage, Inc.

9,413

150,890

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

Ares Commercial Real Estate Corp.

2,041

$ 26,819

Armada Hoffler Properties, Inc.

5,679

61,731

Armour Residential REIT, Inc.

109,998

490,591

Ashford Hospitality Trust, Inc.

15,397

179,683

Associated Estates Realty Corp.

14,847

226,862

Aviv REIT, Inc.

3,412

84,959

Campus Crest Communities, Inc.

18,969

215,298

CapLease, Inc.

26,189

222,083

Capstead Mortgage Corp.

28,095

332,083

Cedar Shopping Centers, Inc.

21,265

117,808

Chambers Street Properties (d)

73,384

593,677

Chatham Lodging Trust

5,213

91,019

Chesapeake Lodging Trust

14,262

326,742

Colonial Properties Trust (SBI)

26,080

631,397

Colony Financial, Inc.

18,970

384,712

Coresite Realty Corp.

6,110

207,496

Cousins Properties, Inc.

31,541

323,295

CubeSmart

39,229

635,510

CyrusOne, Inc.

5,647

114,916

CYS Investments, Inc.

51,331

426,047

DCT Industrial Trust, Inc.

85,556

642,526

DiamondRock Hospitality Co.

57,443

557,197

DuPont Fabros Technology, Inc.

18,353

420,467

Dynex Capital, Inc.

16,194

155,624

EastGroup Properties, Inc.

8,873

548,884

Education Realty Trust, Inc.

33,503

315,933

Ellington Residential Mortgage REIT

1,928

29,923

EPR Properties

13,839

697,209

Equity One, Inc.

17,595

407,148

Excel Trust, Inc.

14,037

182,200

FelCor Lodging Trust, Inc. (a)

36,707

221,710

First Industrial Realty Trust, Inc.

31,590

516,812

First Potomac Realty Trust

17,287

234,585

Franklin Street Properties Corp.

26,488

352,555

Getty Realty Corp.

7,532

155,084

Gladstone Commercial Corp.

3,703

68,913

Glimcher Realty Trust

42,536

478,105

Government Properties Income Trust

16,063

405,912

Gramercy Property Trust, Inc. (a)

17,585

83,529

Healthcare Realty Trust, Inc.

26,575

683,243

Hersha Hospitality Trust

59,664

350,228

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

Highwoods Properties, Inc. (SBI)

24,130

$ 875,436

Hudson Pacific Properties, Inc.

12,738

276,415

Inland Real Estate Corp.

25,225

259,565

Invesco Mortgage Capital, Inc.

39,770

653,421

Investors Real Estate Trust

29,671

256,357

iStar Financial, Inc. (a)

25,148

285,681

JAVELIN Mortgage Investment Corp.

3,973

53,198

Kite Realty Group Trust

27,038

156,009

LaSalle Hotel Properties (SBI)

28,110

757,283

Lexington Corporate Properties Trust

49,688

623,088

LTC Properties, Inc.

10,232

395,671

Medical Properties Trust, Inc.

44,225

645,685

Monmouth Real Estate Investment Corp. Class A

12,382

121,096

MPG Office Trust, Inc. (a)

12,865

40,267

National Health Investors, Inc.

7,237

452,964

New Residential Investment Corp.

74,591

494,538

New York Mortgage Trust, Inc. (d)

18,809

121,130

NorthStar Realty Finance Corp.

58,523

573,525

One Liberty Properties, Inc.

3,469

80,585

Parkway Properties, Inc.

12,907

225,873

Pebblebrook Hotel Trust

18,069

481,539

Pennsylvania Real Estate Investment Trust (SBI)

20,054

415,118

PennyMac Mortgage Investment Trust

17,359

383,287

Potlatch Corp.

11,925

525,058

PS Business Parks, Inc.

5,362

392,874

RAIT Financial Trust

20,731

156,726

Ramco-Gershenson Properties Trust (SBI)

17,605

272,701

Redwood Trust, Inc. (d)

24,222

410,321

Resource Capital Corp.

37,436

248,575

Retail Opportunity Investments Corp.

19,538

267,671

RLJ Lodging Trust

36,371

880,906

Rouse Properties, Inc.

6,631

134,941

Ryman Hospitality Properties, Inc. (d)

13,001

484,287

Sabra Health Care REIT, Inc.

11,029

289,401

Saul Centers, Inc.

2,300

104,374

Select Income (REIT)

5,075

136,924

Silver Bay Realty Trust Corp.

4,466

71,858

Sovran Self Storage, Inc.

9,230

637,793

Spirit Realty Capital, Inc.

1,312

11,979

Stag Industrial, Inc.

12,351

256,036

Strategic Hotel & Resorts, Inc. (a)

53,458

473,638

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

Summit Hotel Properties, Inc.

19,333

$ 195,650

Sun Communities, Inc.

10,560

511,315

Sunstone Hotel Investors, Inc.

47,914

620,007

Terreno Realty Corp.

5,654

103,694

The Geo Group, Inc.

21,147

734,224

UMH Properties, Inc.

4,347

47,513

Universal Health Realty Income Trust (SBI)

3,509

152,536

Urstadt Biddle Properties, Inc. Class A

7,256

153,247

Washington (REIT) (SBI)

19,518

524,644

Western Asset Mortgage Capital Corp. (d)

7,158

120,183

Whitestone REIT Class B

5,050

81,709

Winthrop Realty Trust

8,499

108,532

ZAIS Financial Corp.

1,683

28,880

 

33,837,193

Real Estate Management & Development - 0.3%

Alexander & Baldwin, Inc.

12,683

561,730

Altisource Residential Corp. Class B (a)

7,367

141,225

AV Homes, Inc. (a)

2,790

45,059

Consolidated-Tomoka Land Co.

1,735

67,405

Forestar Group, Inc. (a)

10,229

221,049

Kennedy-Wilson Holdings, Inc.

15,460

264,366

Tejon Ranch Co. (a)

4,043

136,613

Thomas Properties Group, Inc.

8,966

50,748

 

1,488,195

Thrifts & Mortgage Finance - 1.7%

Astoria Financial Corp.

26,039

317,676

Banc of California, Inc.

3,214

47,310

Bank Mutual Corp.

13,774

85,537

BankFinancial Corp.

6,220

53,492

BBX Capital Corp. (a)

2,191

31,090

Beneficial Mutual Bancorp, Inc. (a)

9,375

80,813

Berkshire Hills Bancorp, Inc.

7,440

194,184

BofI Holding, Inc. (a)

3,584

194,432

Brookline Bancorp, Inc., Delaware

20,622

203,333

Capitol Federal Financial, Inc.

43,730

551,435

Charter Financial Corp.

6,600

71,874

Clifton Savings Bancorp, Inc.

2,513

31,287

Dime Community Bancshares, Inc.

9,348

164,057

Doral Financial Corp. (a)

1,921

46,123

ESB Financial Corp.

3,821

50,093

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Thrifts & Mortgage Finance - continued

ESSA Bancorp, Inc.

2,582

$ 29,306

EverBank Financial Corp.

23,723

368,181

Farmer Mac Class C (non-vtg.)

3,037

94,420

First Defiance Financial Corp.

2,888

76,243

First Federal Bancshares of Arkansas, Inc. (a)

680

6,698

First Financial Northwest, Inc.

4,904

52,277

Flagstar Bancorp, Inc. (a)

5,862

96,137

Fox Chase Bancorp, Inc.

3,548

62,161

Franklin Financial Corp./VA

3,159

57,715

Hingham Institution for Savings

385

27,670

Home Bancorp, Inc. (a)

1,892

34,529

Home Loan Servicing Solutions Ltd.

16,818

420,955

HomeStreet, Inc.

3,833

83,176

Kearny Financial Corp. (a)

4,211

43,626

Meridian Interstate Bancorp, Inc. (a)

2,449

50,107

Meta Financial Group, Inc.

1,596

46,954

MGIC Investment Corp. (a)

95,505

729,658

NASB Financial, Inc. (a)

1,246

36,308

Northfield Bancorp, Inc.

16,983

199,041

Northwest Bancshares, Inc.

27,622

381,736

OceanFirst Financial Corp.

4,060

69,345

Oritani Financial Corp.

13,385

217,640

PennyMac Financial Services, Inc.

3,796

74,402

Provident Financial Holdings, Inc.

2,717

47,548

Provident Financial Services, Inc.

17,497

311,272

Provident New York Bancorp

13,007

141,126

Radian Group, Inc.

50,958

715,960

Rockville Financial, Inc.

8,085

105,914

Roma Financial Corp.

2,488

47,521

Territorial Bancorp, Inc.

3,020

68,675

Tree.com, Inc.

1,893

35,759

Trustco Bank Corp., New York

27,550

163,647

United Community Financial Corp. (a)

11,740

54,239

United Financial Bancorp, Inc.

5,770

90,070

Walker & Dunlop, Inc. (a)

4,887

90,116

Waterstone Financial, Inc. (a)

2,279

24,796

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Thrifts & Mortgage Finance - continued

Westfield Financial, Inc.

5,656

$ 39,366

WSFS Financial Corp.

2,311

137,574

 

7,454,604

TOTAL FINANCIALS

101,842,056

HEALTH CARE - 12.4%

Biotechnology - 3.8%

ACADIA Pharmaceuticals, Inc. (a)

20,640

406,608

Achillion Pharmaceuticals, Inc. (a)

28,403

202,797

Acorda Therapeutics, Inc. (a)

11,944

453,514

Aegerion Pharmaceuticals, Inc. (a)

8,490

777,599

Alnylam Pharmaceuticals, Inc. (a)

17,111

790,015

AMAG Pharmaceuticals, Inc. (a)

6,366

143,235

Amicus Therapeutics, Inc. (a)

8,933

21,797

Anacor Pharmaceuticals, Inc. (a)

7,447

56,970

Arena Pharmaceuticals, Inc. (a)(d)

64,119

445,627

ArQule, Inc. (a)

17,555

46,872

Array BioPharma, Inc. (a)

34,414

229,197

Astex Pharmaceuticals, Inc. (a)

27,849

145,650

AVEO Pharmaceuticals, Inc. (a)

15,257

36,617

BioTime, Inc. (a)(d)

10,890

42,798

Cell Therapeutics, Inc.

33,050

37,347

Celldex Therapeutics, Inc. (a)

23,832

488,079

Cepheid, Inc. (a)

19,762

689,101

Chelsea Therapeutics International Ltd. (a)

19,725

58,386

ChemoCentryx, Inc. (a)

7,237

101,173

Chimerix, Inc.

2,515

57,191

Clovis Oncology, Inc. (a)

4,096

318,996

Coronado Biosciences, Inc. (a)

6,515

51,012

Curis, Inc. (a)(d)

23,635

98,085

Cytokinetics, Inc. (a)

7,297

90,775

Cytori Therapeutics, Inc. (a)

18,440

52,001

Dendreon Corp. (a)(d)

46,346

212,728

Durata Therapeutics, Inc.

3,850

33,341

Dyax Corp. (a)

32,226

129,871

Dynavax Technologies Corp. (a)

53,885

71,667

Emergent BioSolutions, Inc. (a)

8,043

142,281

Enanta Pharmaceuticals, Inc.

1,074

19,697

Enzon Pharmaceuticals, Inc.

10,964

21,928

Epizyme, Inc.

1,746

63,031

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Exact Sciences Corp. (a)

18,883

$ 259,075

Exelixis, Inc. (a)(d)

54,009

273,826

Fibrocell Science, Inc. (a)

5,062

25,209

Galena Biopharma, Inc. (a)(d)

24,741

48,245

Genomic Health, Inc. (a)

4,918

175,278

Geron Corp. (a)

38,738

50,747

GTx, Inc. (a)

7,741

37,079

Halozyme Therapeutics, Inc. (a)

26,135

222,409

Hyperion Therapeutics, Inc.

2,481

62,149

Idenix Pharmaceuticals, Inc. (a)

29,383

115,475

ImmunoGen, Inc. (a)

24,890

474,155

Immunomedics, Inc. (a)

21,599

122,898

Infinity Pharmaceuticals, Inc. (a)

14,096

298,553

Insmed, Inc. (a)

8,331

92,557

Insys Therapeutics, Inc. (a)

1,495

25,535

Intercept Pharmaceuticals, Inc.

1,855

86,833

InterMune, Inc. (a)

24,001

372,256

Ironwood Pharmaceuticals, Inc. Class A (a)

27,369

334,997

Isis Pharmaceuticals, Inc. (a)

33,077

954,271

KaloBios Pharmaceuticals, Inc.

2,572

15,483

Keryx Biopharmaceuticals, Inc. (a)

24,079

219,119

KYTHERA Biopharmaceuticals, Inc.

3,003

82,763

Lexicon Pharmaceuticals, Inc. (a)

66,774

165,600

Ligand Pharmaceuticals, Inc. Class B (a)

5,254

248,935

MannKind Corp. (a)(d)

43,841

338,453

MEI Pharma, Inc. (a)

2,801

21,260

Merrimack Pharmaceuticals, Inc. (a)

26,757

127,898

MiMedx Group, Inc. (a)

24,947

156,168

Momenta Pharmaceuticals, Inc. (a)

13,899

239,897

Nanosphere, Inc. (a)

12,402

39,190

Neurocrine Biosciences, Inc. (a)

19,676

275,267

NewLink Genetics Corp. (a)

4,985

89,531

Novavax, Inc. (a)

39,732

106,879

NPS Pharmaceuticals, Inc. (a)

29,565

532,466

OncoGenex Pharmaceuticals, Inc. (a)

4,278

41,796

Opko Health, Inc. (a)(d)

41,924

312,334

Orexigen Therapeutics, Inc. (a)

27,829

211,500

Osiris Therapeutics, Inc. (a)

4,878

55,853

OvaScience, Inc. (a)

2,675

33,946

PDL BioPharma, Inc.

41,186

334,430

Peregrine Pharmaceuticals, Inc. (a)(d)

40,319

57,253

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Portola Pharmaceuticals, Inc.

2,878

$ 66,136

Progenics Pharmaceuticals, Inc. (a)

14,993

89,808

Prothena Corp. PLC (a)

3,502

60,830

Puma Biotechnology, Inc. (a)

6,528

333,646

Raptor Pharmaceutical Corp. (a)

16,322

162,730

Receptos, Inc.

1,717

34,151

Regulus Therapeutics, Inc.

2,628

26,648

Repligen Corp. (a)

9,279

94,367

Rigel Pharmaceuticals, Inc. (a)

25,589

97,494

Sangamo Biosciences, Inc. (a)

15,826

154,304

Sarepta Therapeutics, Inc. (a)(d)

9,396

347,840

SIGA Technologies, Inc. (a)(d)

10,774

34,369

Spectrum Pharmaceuticals, Inc.

17,633

148,823

Stemline Therapeutics, Inc.

2,696

75,865

Sunesis Pharmaceuticals, Inc. (a)

9,548

48,504

Synageva BioPharma Corp. (a)

5,022

241,558

Synergy Pharmaceuticals, Inc. (a)

23,711

106,700

Synta Pharmaceuticals Corp. (a)(d)

11,950

80,185

Targacept, Inc. (a)

8,115

40,575

TESARO, Inc. (a)

3,942

134,501

Tetraphase Pharmaceuticals, Inc.

3,409

26,931

TG Therapeutics, Inc. (a)

3,761

22,980

Threshold Pharmaceuticals, Inc. (a)

13,837

74,997

Trius Therapeutics, Inc. (a)

10,945

154,325

Vanda Pharmaceuticals, Inc. (a)

8,357

97,443

Verastem, Inc. (a)

4,253

64,986

Vical, Inc. (a)(d)

22,345

86,252

XOMA Corp. (a)

18,398

99,901

ZIOPHARM Oncology, Inc. (a)(d)

19,722

58,772

 

17,339,175

Health Care Equipment & Supplies - 3.2%

Abaxis, Inc.

6,509

274,029

Abiomed, Inc. (a)

11,419

286,389

Accuray, Inc. (a)(d)

21,832

135,577

Align Technology, Inc. (a)

21,531

926,694

Alphatec Holdings, Inc. (a)

18,188

41,832

Analogic Corp.

3,601

257,075

Angiodynamics, Inc. (a)

7,236

86,470

Anika Therapeutics, Inc. (a)

3,537

71,129

Antares Pharma, Inc. (a)(d)

33,140

146,479

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - continued

ArthroCare Corp. (a)

8,279

$ 300,197

Atricure, Inc. (a)

6,169

59,593

Atrion Corp.

457

110,206

BioLase Technology, Inc.

9,346

34,113

Cantel Medical Corp.

9,670

256,642

Cardiovascular Systems, Inc. (a)

6,176

127,164

Cerus Corp. (a)

20,546

115,058

CONMED Corp.

8,144

267,123

Cryolife, Inc.

8,095

57,313

Cutera, Inc. (a)

4,351

41,552

Cyberonics, Inc. (a)

8,141

423,251

Cynosure, Inc. Class A (a)

5,638

160,570

Derma Sciences, Inc. (a)

4,048

57,522

DexCom, Inc. (a)

20,844

453,982

Endologix, Inc. (a)

18,482

288,874

Exactech, Inc. (a)

2,747

59,308

Genmark Diagnostics, Inc. (a)

8,595

81,653

Globus Medical, Inc.

16,098

269,802

Greatbatch, Inc. (a)

7,041

266,150

Haemonetics Corp. (a)

15,030

634,567

HeartWare International, Inc. (a)

4,809

444,448

ICU Medical, Inc. (a)

3,816

273,569

Insulet Corp. (a)

15,741

501,980

Integra LifeSciences Holdings Corp. (a)

5,875

231,416

Invacare Corp.

9,401

146,750

MAKO Surgical Corp. (a)(d)

12,379

173,801

Masimo Corp.

14,278

332,535

Medical Action Industries, Inc. (a)

4,292

39,443

Meridian Bioscience, Inc.

12,210

301,953

Merit Medical Systems, Inc. (a)

12,520

164,513

Natus Medical, Inc. (a)

8,942

114,368

Navidea Biopharmaceuticals, Inc. (a)(d)

35,184

106,959

Neogen Corp. (a)

7,062

398,862

NuVasive, Inc. (a)

13,046

297,710

NxStage Medical, Inc. (a)

17,609

228,213

OraSure Technologies, Inc. (a)

16,214

71,828

Orthofix International NV (a)

5,699

129,424

PhotoMedex, Inc. (a)

4,119

65,574

Quidel Corp. (a)

8,286

221,816

Rochester Medical Corp. (a)

3,193

47,193

Rockwell Medical Technologies, Inc. (a)

11,539

58,272

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - continued

RTI Biologics, Inc. (a)

16,562

$ 64,923

Solta Medical, Inc. (a)

20,772

56,292

Staar Surgical Co. (a)

10,829

113,813

Steris Corp.

17,356

781,367

SurModics, Inc. (a)

4,293

86,890

Symmetry Medical, Inc. (a)

10,965

95,505

TearLab Corp. (a)(d)

7,547

106,790

The Spectranetics Corp. (a)

11,909

214,600

Thoratec Corp. (a)

16,866

553,036

Tornier NV (a)

7,652

125,493

Unilife Corp. (a)(d)

26,869

75,771

Utah Medical Products, Inc.

981

54,759

Vascular Solutions, Inc. (a)

4,842

78,247

Volcano Corp. (a)

16,038

320,279

West Pharmaceutical Services, Inc.

10,189

751,541

Wright Medical Group, Inc. (a)

11,913

326,654

Zeltiq Aesthetics, Inc. (a)

5,218

31,517

 

14,478,418

Health Care Providers & Services - 2.6%

Acadia Healthcare Co., Inc. (a)

10,478

386,324

Accretive Health, Inc. (a)

17,265

172,305

Addus HomeCare Corp. (a)

1,633

32,072

Air Methods Corp.

11,450

384,606

Alliance Healthcare Services, Inc. (a)

1,494

29,133

Almost Family, Inc.

2,342

44,802

Amedisys, Inc. (a)

9,259

115,830

AMN Healthcare Services, Inc. (a)

13,625

201,378

AmSurg Corp. (a)

9,388

367,165

Bio-Reference Laboratories, Inc. (a)(d)

7,213

192,948

BioScrip, Inc. (a)

17,222

279,858

Capital Senior Living Corp. (a)

8,500

195,840

Centene Corp. (a)

16,022

888,740

Chemed Corp.

5,556

392,198

Chindex International, Inc. (a)

3,532

60,468

Corvel Corp. (a)

3,347

113,430

Cross Country Healthcare, Inc. (a)

7,890

44,500

Emeritus Corp. (a)

11,892

275,775

ExamWorks Group, Inc. (a)

8,925

216,699

Five Star Quality Care, Inc. (a)

12,707

75,225

Gentiva Health Services, Inc. (a)

9,224

99,066

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Providers & Services - continued

Hanger, Inc. (a)

10,210

$ 376,953

HealthSouth Corp. (d)

25,678

836,076

Healthways, Inc. (a)

10,078

172,938

IPC The Hospitalist Co., Inc. (a)

4,943

248,979

Kindred Healthcare, Inc. (a)

15,925

244,608

Landauer, Inc.

2,784

137,168

LHC Group, Inc. (a)

3,543

81,276

Magellan Health Services, Inc. (a)

7,962

455,028

Molina Healthcare, Inc. (a)

8,342

309,655

MWI Veterinary Supply, Inc. (a)

3,769

535,839

National Healthcare Corp.

3,122

149,950

National Research Corp. Class A (a)

2,893

52,016

Owens & Minor, Inc.

18,602

668,928

PharMerica Corp. (a)

8,752

128,129

Providence Service Corp. (a)

3,141

86,597

Select Medical Holdings Corp.

14,282

128,110

Skilled Healthcare Group, Inc. (a)

5,886

38,377

Team Health Holdings, Inc. (a)

20,252

814,535

The Ensign Group, Inc.

5,720

218,733

Triple-S Management Corp. (a)

6,948

151,188

U.S. Physical Therapy, Inc.

3,550

101,601

Universal American Spin Corp.

11,259

122,048

USMD Holdings, Inc. (a)

367

11,304

Vanguard Health Systems, Inc. (a)

9,995

208,995

Wellcare Health Plans, Inc. (a)

12,784

780,208

 

11,627,601

Health Care Technology - 0.9%

athenahealth, Inc. (a)

10,816

1,210,851

Computer Programs & Systems, Inc.

3,260

181,712

Greenway Medical Technologies (a)

4,287

49,601

HealthStream, Inc. (a)

5,923

186,575

HMS Holdings Corp. (a)

25,822

624,634

MedAssets, Inc. (a)

17,913

389,966

Medidata Solutions, Inc. (a)

7,834

724,880

Merge Healthcare, Inc. (a)

19,240

87,157

Omnicell, Inc. (a)

10,161

214,397

Quality Systems, Inc.

11,764

269,043

Vocera Communications, Inc. (a)

6,212

89,950

 

4,028,766

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Life Sciences Tools & Services - 0.4%

Accelerate Diagnostics, Inc. (a)(d)

3,094

$ 25,928

Accelerate Diagnostics, Inc. rights 7/29/13 (a)

143

49

Affymetrix, Inc. (a)

20,982

79,732

Albany Molecular Research, Inc. (a)

6,885

87,508

Cambrex Corp. (a)

8,862

129,828

Fluidigm Corp. (a)

7,494

133,093

Furiex Pharmaceuticals, Inc. (a)

1,949

85,737

Harvard Bioscience, Inc. (a)

7,482

40,029

Luminex Corp. (a)

11,000

219,010

NeoGenomics, Inc. (a)

9,715

27,591

Pacific Biosciences of California, Inc. (a)

13,035

33,761

PAREXEL International Corp. (a)

16,747

828,139

Sequenom, Inc. (a)

33,898

101,694

 

1,792,099

Pharmaceuticals - 1.5%

AcelRx Pharmaceuticals, Inc. (a)

6,158

71,741

Akorn, Inc. (a)

17,136

243,160

Alimera Sciences, Inc. (a)

4,986

23,035

Ampio Pharmaceuticals, Inc. (a)(d)

8,146

45,292

AstraZeneca PLC rights (a)

1,000

0

Auxilium Pharmaceuticals, Inc. (a)

14,503

266,275

AVANIR Pharmaceuticals Class A (a)

42,757

201,385

Biodelivery Sciences International, Inc. (a)

8,744

37,774

Cadence Pharmaceuticals, Inc. (a)

18,180

135,805

Cempra, Inc. (a)

4,362

38,211

Corcept Therapeutics, Inc. (a)(d)

15,511

32,728

Cornerstone Therapeutics, Inc. (a)

2,627

23,433

DepoMed, Inc. (a)

16,603

108,252

Endocyte, Inc. (a)

8,979

161,353

Hi-Tech Pharmacal Co., Inc.

3,268

117,452

Horizon Pharma, Inc. (a)

15,017

37,843

Impax Laboratories, Inc. (a)

20,170

418,326

Lannett Co., Inc. (a)

4,833

67,130

Nektar Therapeutics (a)

34,027

381,443

Omeros Corp. (a)(d)

8,785

47,175

Optimer Pharmaceuticals, Inc. (a)

14,343

179,431

Pacira Pharmaceuticals, Inc. (a)

8,129

275,817

Pernix Therapeutics Holdings, Inc. (a)

5,102

17,347

Pozen, Inc. (a)

7,890

45,368

Questcor Pharmaceuticals, Inc.

15,286

1,021,411

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Pharmaceuticals - continued

Repros Therapeutics, Inc. (a)

5,496

$ 113,382

Sagent Pharmaceuticals, Inc. (a)

4,930

107,129

Santarus, Inc. (a)

16,359

397,851

SciClone Pharmaceuticals, Inc. (a)

15,874

99,371

Sucampo Pharmaceuticals, Inc. Class A (a)

4,046

24,802

Supernus Pharmaceuticals, Inc. (a)(d)

4,356

29,839

The Medicines Company (a)

16,498

509,788

TherapeuticsMD, Inc. (a)

23,048

53,241

ViroPharma, Inc. (a)

19,225

659,802

VIVUS, Inc. (a)(d)

29,616

438,613

XenoPort, Inc. (a)

12,756

68,755

Zogenix, Inc. (a)

21,293

33,004

 

6,532,764

TOTAL HEALTH CARE

55,798,823

INDUSTRIALS - 14.1%

Aerospace & Defense - 1.6%

AAR Corp.

11,706

283,753

AeroVironment, Inc. (a)

5,431

122,795

American Science & Engineering, Inc.

2,394

145,531

API Technologies Corp. (a)

9,600

29,280

Astronics Corp. (a)

3,712

146,661

Cubic Corp.

5,825

294,454

Curtiss-Wright Corp.

13,777

559,897

DigitalGlobe, Inc. (a)

21,959

711,472

Ducommun, Inc. (a)

3,163

72,243

Engility Holdings, Inc. (a)

5,062

164,971

Erickson Air-Crane, Inc. (a)

1,132

21,112

Esterline Technologies Corp. (a)

9,191

748,515

GenCorp, Inc. (non-vtg.) (a)

17,888

313,219

HEICO Corp.

15,634

888,011

Innovative Solutions & Support, Inc.

3,724

28,712

KEYW Holding Corp. (a)

9,393

120,512

Kratos Defense & Security Solutions, Inc. (a)

12,937

87,195

LMI Aerospace, Inc. (a)

3,055

56,487

Moog, Inc. Class A (a)

13,362

751,479

National Presto Industries, Inc.

1,408

104,389

Orbital Sciences Corp. (a)

17,647

327,175

Sparton Corp. (a)

3,069

54,536

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Aerospace & Defense - continued

Taser International, Inc. (a)

15,104

$ 134,124

Teledyne Technologies, Inc. (a)

10,996

881,549

 

7,048,072

Air Freight & Logistics - 0.4%

Air Transport Services Group, Inc. (a)

15,324

102,364

Atlas Air Worldwide Holdings, Inc. (a)

7,586

338,639

Echo Global Logistics, Inc. (a)

5,231

113,879

Forward Air Corp.

8,877

324,632

Hub Group, Inc. Class A (a)

10,876

416,007

Pacer International, Inc. (a)

10,519

65,113

Park-Ohio Holdings Corp. (a)

2,562

90,003

UTI Worldwide, Inc.

26,717

440,831

XPO Logistics, Inc. (a)(d)

5,361

131,130

 

2,022,598

Airlines - 0.6%

Allegiant Travel Co.

4,415

429,933

Hawaiian Holdings, Inc. (a)

15,254

116,541

JetBlue Airways Corp. (a)(d)

68,396

447,310

Republic Airways Holdings, Inc. (a)

14,583

200,225

SkyWest, Inc.

15,301

231,351

Spirit Airlines, Inc. (a)

17,763

587,067

U.S. Airways Group, Inc. (a)(d)

48,244

933,521

 

2,945,948

Building Products - 0.7%

AAON, Inc.

8,318

179,419

American Woodmark Corp. (a)

2,943

102,093

Apogee Enterprises, Inc.

8,464

226,497

Builders FirstSource, Inc. (a)

13,189

77,815

Gibraltar Industries, Inc. (a)

9,046

139,308

Griffon Corp.

13,102

155,914

Insteel Industries, Inc.

5,333

89,594

NCI Building Systems, Inc. (a)

6,118

86,753

Nortek, Inc. (a)

2,645

178,564

Patrick Industries, Inc. (a)

1,961

48,849

PGT, Inc. (a)

9,809

98,090

Ply Gem Holdings, Inc.

4,657

87,272

Quanex Building Products Corp.

10,880

185,178

Simpson Manufacturing Co. Ltd.

11,909

393,235

Trex Co., Inc. (a)

5,073

240,156

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Building Products - continued

Universal Forest Products, Inc.

5,845

$ 241,106

USG Corp. (a)

22,568

567,134

 

3,096,977

Commercial Services & Supplies - 2.1%

A.T. Cross Co. Class A (a)

2,816

52,378

ABM Industries, Inc.

16,072

416,265

ACCO Brands Corp. (a)

33,368

220,562

Acorn Energy, Inc.

5,319

46,169

ARC Document Solutions, Inc. (a)

11,055

52,732

Casella Waste Systems, Inc. Class A (a)

11,271

53,763

CECO Environmental Corp.

2,989

39,933

Cenveo, Inc. (a)(d)

16,000

39,040

CompX International, Inc. Class A

453

7,878

Consolidated Graphics, Inc. (a)

2,135

114,415

Courier Corp.

3,368

52,271

Deluxe Corp.

14,970

613,920

EnerNOC, Inc. (a)

7,723

120,633

Ennis, Inc.

7,666

142,051

G&K Services, Inc. Class A

5,765

304,450

Healthcare Services Group, Inc.

20,124

495,252

Heritage-Crystal Clean, Inc. (a)

2,581

40,109

Herman Miller, Inc.

17,274

485,572

HNI Corp.

13,408

510,979

InnerWorkings, Inc. (a)

13,049

152,412

Interface, Inc.

17,466

331,679

Intersections, Inc.

2,745

26,572

Kimball International, Inc. Class B

9,523

104,658

Knoll, Inc.

14,141

233,609

McGrath RentCorp.

7,413

253,821

Mine Safety Appliances Co.

8,333

442,732

Mobile Mini, Inc. (a)

11,301

389,998

Multi-Color Corp.

3,603

124,700

NL Industries, Inc.

1,937

21,481

Performant Financial Corp.

6,571

69,455

Quad/Graphics, Inc.

7,367

206,571

Schawk, Inc. Class A

3,958

54,541

Standard Parking Corp. (a)

4,478

103,084

Steelcase, Inc. Class A

24,842

378,592

Swisher Hygiene, Inc. (Canada) (a)(d)

33,252

26,771

Team, Inc. (a)

6,069

237,844

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Commercial Services & Supplies - continued

Tetra Tech, Inc. (a)

19,101

$ 450,784

The Brink's Co.

14,095

376,759

TMS International Corp.

4,229

69,229

TRC Companies, Inc. (a)

4,760

39,508

UniFirst Corp.

4,309

422,368

United Stationers, Inc.

11,931

493,824

US Ecology, Inc.

5,424

165,812

Viad Corp.

5,988

144,011

West Corp.

6,300

138,348

 

9,267,535

Construction & Engineering - 0.9%

Aegion Corp. (a)

11,501

262,453

Ameresco, Inc. Class A (a)

5,716

52,244

Argan, Inc.

4,104

65,048

Comfort Systems USA, Inc.

10,984

169,703

Dycom Industries, Inc. (a)

9,738

257,862

EMCOR Group, Inc.

19,785

816,725

Furmanite Corp. (a)

11,013

82,487

Granite Construction, Inc.

11,427

345,667

Great Lakes Dredge & Dock Corp.

17,491

134,506

Layne Christensen Co. (a)

5,804

112,482

MasTec, Inc. (a)

17,548

579,084

Michael Baker Corp.

2,531

102,252

MYR Group, Inc. (a)

6,164

133,142

Northwest Pipe Co. (a)

2,761

82,278

Orion Marine Group, Inc. (a)

8,039

101,050

Pike Electric Corp.

7,655

93,468

Primoris Services Corp.

10,400

216,320

Sterling Construction Co., Inc. (a)

4,809

47,224

Tutor Perini Corp. (a)

10,923

216,057

 

3,870,052

Electrical Equipment - 1.6%

Acuity Brands, Inc.

12,606

1,090,419

American Superconductor Corp. (a)

13,092

32,861

AZZ, Inc.

7,503

283,838

Belden, Inc.

12,981

760,816

Brady Corp. Class A

13,539

450,443

Capstone Turbine Corp. (a)(d)

89,625

131,749

Coleman Cable, Inc.

2,537

55,129

Encore Wire Corp.

6,058

252,679

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Electrical Equipment - continued

EnerSys

14,163

$ 749,506

Enphase Energy, Inc. (a)

4,733

30,055

Franklin Electric Co., Inc.

13,933

519,144

FuelCell Energy, Inc. (a)

46,737

57,019

Generac Holdings, Inc.

15,181

658,096

General Cable Corp.

14,640

461,453

Global Power Equipment Group, Inc.

4,960

89,677

GrafTech International Ltd. (a)

34,319

258,079

II-VI, Inc. (a)

15,001

265,218

LSI Industries, Inc.

6,348

51,800

Polypore International, Inc. (a)

13,731

576,565

Powell Industries, Inc. (a)

2,717

133,676

Power Solutions International, Inc. (a)

567

24,840

PowerSecure International, Inc. (a)

5,646

91,917

Preformed Line Products Co.

756

55,150

Revolution Lighting Technologies, Inc. (a)(d)

8,731

36,496

Thermon Group Holdings, Inc. (a)

7,971

159,500

Vicor Corp. (a)

5,196

43,075

 

7,319,200

Industrial Conglomerates - 0.1%

Raven Industries, Inc.

10,684

327,571

Machinery - 3.2%

Accuride Corp. (a)

11,846

67,759

Actuant Corp. Class A

21,500

759,165

Alamo Group, Inc.

2,103

87,632

Albany International Corp. Class A

8,289

286,053

Altra Holdings, Inc.

7,969

198,747

American Railcar Industries, Inc.

2,782

99,957

Ampco-Pittsburgh Corp.

2,472

47,561

Astec Industries, Inc.

5,976

209,160

Barnes Group, Inc.

15,805

521,565

Blount International, Inc. (a)

14,473

190,754

Briggs & Stratton Corp.

14,174

287,024

Chart Industries, Inc. (a)

8,929

1,015,227

CIRCOR International, Inc.

5,187

272,421

CLARCOR, Inc.

14,536

799,189

Columbus McKinnon Corp. (NY Shares) (a)

5,769

127,610

Commercial Vehicle Group, Inc. (a)

7,097

51,382

Douglas Dynamics, Inc.

6,493

93,304

Dynamic Materials Corp.

3,958

76,746

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Machinery - continued

Energy Recovery, Inc. (a)

13,051

$ 57,033

EnPro Industries, Inc. (a)

6,149

349,448

ESCO Technologies, Inc.

7,763

268,833

ExOne Co. (d)

1,800

109,836

Federal Signal Corp. (a)

18,470

179,159

Flow International Corp. (a)

14,252

55,013

FreightCar America, Inc.

3,502

63,771

Global Brass & Copper Holdings, Inc.

2,368

44,116

Gorman-Rupp Co.

4,436

154,062

Graham Corp.

2,953

96,534

Greenbrier Companies, Inc. (a)

7,212

164,938

Hardinge, Inc.

3,477

55,006

Hurco Companies, Inc.

1,903

54,236

Hyster-Yale Materials Handling Class A

3,108

202,051

John Bean Technologies Corp.

8,543

202,555

Kadant, Inc.

3,298

107,977

Kaydon Corp.

9,482

275,737

L.B. Foster Co. Class A

2,998

139,347

Lindsay Corp.

3,772

283,277

Lydall, Inc. (a)

5,001

77,816

Manitex International, Inc. (a)

3,635

41,948

Meritor, Inc. (a)

28,732

233,591

Met-Pro Corp.

4,270

58,286

Middleby Corp. (a)

5,539

991,149

Miller Industries, Inc.

3,273

54,299

Mueller Industries, Inc.

8,263

453,556

Mueller Water Products, Inc. Class A

46,591

360,614

NN, Inc.

5,051

62,127

Omega Flex, Inc.

816

14,696

PMFG, Inc. (a)

6,135

46,626

Proto Labs, Inc. (a)

5,027

340,177

RBC Bearings, Inc. (a)

6,758

370,744

Rexnord Corp. (a)

8,927

169,345

Standex International Corp.

3,742

220,890

Sun Hydraulics Corp.

6,332

199,141

Tecumseh Products Co. Class A (non-vtg.) (a)

5,452

62,589

Tennant Co.

5,412

279,259

Titan International, Inc.

15,760

271,702

TriMas Corp. (a)

11,725

434,177

Twin Disc, Inc.

2,448

61,151

Wabash National Corp. (a)

20,215

216,907

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Machinery - continued

Watts Water Technologies, Inc. Class A

8,386

$ 438,420

Woodward, Inc.

20,230

827,812

Xerium Technologies, Inc. (a)

3,236

40,062

 

14,381,269

Marine - 0.1%

International Shipholding Corp.

1,650

45,111

Matson, Inc.

12,558

355,643

Ultrapetrol (Bahamas) Ltd. (a)

6,360

19,525

 

420,279

Professional Services - 1.3%

Acacia Research Corp.

14,473

330,274

Advisory Board Co. (a)

10,448

613,193

Barrett Business Services, Inc.

2,081

146,211

CBIZ, Inc. (a)

11,098

80,571

CDI Corp.

4,085

64,257

Corporate Executive Board Co.

9,910

668,231

CRA International, Inc. (a)

3,004

57,497

Exponent, Inc.

3,875

256,215

Franklin Covey Co. (a)

2,648

42,739

FTI Consulting, Inc. (a)

11,853

441,643

GP Strategies Corp. (a)

4,322

114,144

Heidrick & Struggles International, Inc.

5,315

81,745

Huron Consulting Group, Inc. (a)

6,854

349,143

ICF International, Inc. (a)

5,782

193,061

Insperity, Inc.

6,602

218,328

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

7,893

154,466

Kforce, Inc.

7,970

132,940

Korn/Ferry International (a)

14,339

280,041

MISTRAS Group, Inc. (a)

4,668

78,469

National Technical Systems, Inc. (a)

2,057

32,809

Navigant Consulting, Inc. (a)

14,788

198,455

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

23,101

82,009

On Assignment, Inc. (a)

13,478

411,483

Pendrell Corp. (a)

48,012

115,229

Resources Connection, Inc.

11,921

158,549

RPX Corp. (a)

9,541

166,395

TrueBlue, Inc. (a)

11,985

320,000

VSE Corp.

1,224

52,975

WageWorks, Inc. (a)

7,364

248,682

 

6,089,754

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Road & Rail - 0.5%

Arkansas Best Corp.

7,572

$ 164,312

Celadon Group, Inc.

5,909

118,830

Heartland Express, Inc.

13,231

194,760

Knight Transportation, Inc.

17,169

291,358

Marten Transport Ltd.

6,912

118,610

Patriot Transportation Holding, Inc. (a)

1,915

65,972

Quality Distribution, Inc. (a)

6,208

65,556

Roadrunner Transportation Systems, Inc. (a)

5,211

157,529

Saia, Inc. (a)

7,189

215,239

Swift Transporation Co. (a)

24,733

441,237

Universal Truckload Services, Inc.

1,598

44,057

Werner Enterprises, Inc.

13,383

321,995

YRC Worldwide, Inc. (a)

2,773

89,457

 

2,288,912

Trading Companies & Distributors - 1.0%

Aceto Corp.

8,123

126,069

Aircastle Ltd.

20,181

354,782

Applied Industrial Technologies, Inc.

12,402

646,888

Beacon Roofing Supply, Inc. (a)

14,348

585,255

BlueLinx Corp. (a)

10,077

18,642

CAI International, Inc. (a)

5,082

106,671

DXP Enterprises, Inc. (a)

2,799

193,131

Edgen Group, Inc. Class A (a)

5,013

39,352

H&E Equipment Services, Inc.

8,788

200,718

Houston Wire & Cable Co.

5,269

78,139

Kaman Corp.

7,933

300,343

Rush Enterprises, Inc. Class A (a)

10,280

256,178

TAL International Group, Inc.

9,989

402,057

Textainer Group Holdings Ltd.

6,277

222,143

Titan Machinery, Inc. (a)(d)

5,073

96,844

Watsco, Inc.

7,554

705,166

 

4,332,378

Transportation Infrastructure - 0.0%

Wesco Aircraft Holdings, Inc. (a)

12,126

237,306

TOTAL INDUSTRIALS

63,647,851

INFORMATION TECHNOLOGY - 17.2%

Communications Equipment - 1.9%

ADTRAN, Inc.

17,451

461,230

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Communications Equipment - continued

Alliance Fiber Optic Products, Inc.

1,702

$ 54,141

Anaren, Inc. (a)

3,413

79,898

Arris Group, Inc. (a)

34,312

516,052

Aruba Networks, Inc. (a)

33,551

596,537

Aviat Networks, Inc. (a)

18,063

47,867

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

2,869

44,900

Black Box Corp.

4,744

128,373

CalAmp Corp. (a)

10,367

159,133

Calix Networks, Inc. (a)

11,809

137,929

Ciena Corp. (a)

29,894

659,462

Comtech Telecommunications Corp.

4,938

133,721

Digi International, Inc. (a)

7,569

75,160

Emulex Corp. (a)

26,705

213,907

Extreme Networks, Inc. (a)

27,225

117,884

Finisar Corp. (a)

27,522

532,000

Globecomm Systems, Inc. (a)

7,000

101,430

Harmonic, Inc. (a)

33,381

255,698

Infinera Corp. (a)

34,154

372,620

InterDigital, Inc.

12,142

482,402

Ixia (a)

16,644

231,352

KVH Industries, Inc. (a)

4,579

64,060

NETGEAR, Inc. (a)

11,336

337,926

NumereX Corp. Class A (a)

4,139

44,701

Oplink Communications, Inc. (a)

5,595

112,739

Parkervision, Inc. (a)(d)

26,032

115,061

PC-Tel, Inc.

5,458

52,670

Plantronics, Inc.

12,758

593,119

Procera Networks, Inc. (a)

6,041

90,132

Ruckus Wireless, Inc. (d)

12,822

170,661

ShoreTel, Inc. (a)

17,309

67,332

Sonus Networks, Inc. (a)

63,513

217,214

Symmetricom, Inc. (a)

11,893

61,130

Tellabs, Inc.

104,199

233,406

Tessco Technologies, Inc.

1,629

52,193

Ubiquiti Networks, Inc.

3,723

78,257

ViaSat, Inc. (a)

11,649

778,037

Westell Technologies, Inc. Class A (a)

12,982

33,623

 

8,503,957

Computers & Peripherals - 0.6%

Avid Technology, Inc. (a)

9,092

54,188

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Computers & Peripherals - continued

Cray, Inc. (a)

11,686

$ 270,765

Datalink Corp. (a)

4,676

60,882

Electronics for Imaging, Inc. (a)

13,708

411,651

Fusion-io, Inc. (a)

22,387

322,821

Hutchinson Technology, Inc. (a)

6,972

23,914

Imation Corp. (a)

9,791

45,822

Immersion Corp. (a)

8,219

117,860

Intermec, Inc. (a)

17,568

174,450

QLogic Corp. (a)

26,162

288,044

Quantum Corp. (a)

62,543

100,069

Silicon Graphics International Corp. (a)

9,963

187,504

STEC, Inc. (a)

9,890

66,955

Super Micro Computer, Inc. (a)

9,328

108,112

Synaptics, Inc. (a)

9,577

383,080

 

2,616,117

Electronic Equipment & Components - 2.4%

Aeroflex Holding Corp. (a)

5,778

43,451

Agilysys, Inc. (a)

4,186

48,516

Anixter International, Inc. (a)

7,986

663,157

Audience, Inc. (a)

2,865

36,099

Badger Meter, Inc.

4,229

201,470

Benchmark Electronics, Inc. (a)

15,993

353,765

Checkpoint Systems, Inc. (a)

12,079

207,759

Cognex Corp.

12,805

680,074

Coherent, Inc.

7,166

406,169

CTS Corp.

9,910

139,236

Daktronics, Inc.

10,743

116,884

DTS, Inc. (a)

5,382

121,848

Electro Rent Corp.

5,516

98,626

Electro Scientific Industries, Inc.

6,989

79,325

Fabrinet (a)

8,329

123,352

FARO Technologies, Inc. (a)

5,035

184,936

FEI Co.

11,375

880,994

GSI Group, Inc. (a)

8,887

74,740

Insight Enterprises, Inc. (a)

12,783

273,428

InvenSense, Inc. (a)(d)

16,719

295,592

Itron, Inc. (a)

11,633

501,615

KEMET Corp. (a)

13,289

57,940

Littelfuse, Inc.

6,516

521,215

Maxwell Technologies, Inc. (a)

8,650

68,595

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Electronic Equipment & Components - continued

Measurement Specialties, Inc. (a)

4,564

$ 227,196

Mercury Systems, Inc. (a)

9,498

88,141

Mesa Laboratories, Inc.

778

50,772

Methode Electronics, Inc. Class A

10,943

206,713

MTS Systems Corp.

4,659

293,750

Multi-Fineline Electronix, Inc. (a)

2,553

38,601

Navarre Corp. (a)

11,968

37,220

Neonode, Inc. (a)(d)

7,417

57,778

Newport Corp. (a)

11,525

168,841

OSI Systems, Inc. (a)

5,876

413,612

Park Electrochemical Corp.

6,113

166,274

PC Connection, Inc.

2,768

46,945

Plexus Corp. (a)

10,048

351,379

RadiSys Corp. (a)

6,879

28,410

RealD, Inc. (a)

11,961

127,385

Richardson Electronics Ltd.

3,374

37,924

Rofin-Sinar Technologies, Inc. (a)

8,368

193,384

Rogers Corp. (a)

5,026

279,546

Sanmina Corp. (a)

24,415

401,871

ScanSource, Inc. (a)

8,213

292,465

SYNNEX Corp. (a)

7,764

384,473

TTM Technologies, Inc. (a)

15,564

143,811

Uni-Pixel, Inc. (a)

2,984

39,628

Universal Display Corp. (a)

11,839

342,739

Viasystems Group, Inc. (a)

1,053

15,637

Vishay Precision Group, Inc. (a)

3,644

59,106

Zygo Corp. (a)

4,885

76,548

 

10,748,935

Internet Software & Services - 2.9%

Active Network, Inc. (a)

15,958

136,122

Angie's List, Inc. (a)

12,476

274,722

Bankrate, Inc. (a)

13,671

245,121

Bazaarvoice, Inc. (a)

14,204

148,858

Blucora, Inc. (a)

12,132

242,640

Brightcove, Inc. (a)

8,317

85,000

Carbonite, Inc. (a)

3,689

48,658

ChannelAdvisor Corp. (a)

1,840

36,138

comScore, Inc. (a)

10,571

306,136

Constant Contact, Inc. (a)

9,095

174,533

Cornerstone OnDemand, Inc. (a)

11,970

527,159

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Internet Software & Services - continued

CoStar Group, Inc. (a)

8,415

$ 1,317,329

DealerTrack Holdings, Inc. (a)

12,928

483,507

Demand Media, Inc. (a)

10,772

70,449

Demandware, Inc. (a)

4,778

212,239

Dice Holdings, Inc. (a)

12,243

106,147

Digital River, Inc. (a)

10,600

180,094

E2open, Inc.

4,384

87,154

EarthLink, Inc.

30,700

192,489

eGain Communications Corp. (a)

3,941

45,361

Global Eagle Entertainment, Inc. (a)

6,471

73,187

Internap Network Services Corp. (a)

16,023

130,587

IntraLinks Holdings, Inc. (a)

11,427

108,557

j2 Global, Inc.

13,590

622,014

Keynote Systems, Inc.

4,836

96,381

Limelight Networks, Inc. (a)

16,306

39,134

Liquidity Services, Inc. (a)(d)

7,355

209,618

LivePerson, Inc. (a)

16,372

151,277

LogMeIn, Inc. (a)

7,188

213,627

Marchex, Inc. Class B

7,000

42,700

Marin Software, Inc.

2,757

31,871

Market Leader, Inc. (a)

7,205

84,371

Marketo, Inc.

2,084

65,500

Millennial Media, Inc. (a)

10,427

103,332

Monster Worldwide, Inc. (a)

34,495

197,311

Move, Inc. (a)

11,897

165,249

Net Element International, Inc. (a)

971

5,865

NIC, Inc.

19,304

355,580

OpenTable, Inc. (a)

6,753

430,031

Perficient, Inc. (a)

10,029

136,896

QuinStreet, Inc. (a)

9,341

86,965

RealNetworks, Inc. (a)

7,211

56,751

Reis, Inc. (a)

2,624

48,282

Responsys, Inc. (a)

10,918

158,202

SciQuest, Inc. (a)

6,791

167,466

Shutterstock, Inc.

2,207

117,302

Spark Networks, Inc. (a)

5,396

44,679

SPS Commerce, Inc. (a)

4,446

286,900

Stamps.com, Inc. (a)

3,875

154,458

Support.com, Inc. (a)

15,141

76,462

TechTarget, Inc. (a)

4,441

23,937

Travelzoo, Inc. (a)

2,391

68,550

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Internet Software & Services - continued

Trulia, Inc.

7,078

$ 263,726

United Online, Inc.

27,671

224,689

Unwired Planet, Inc. (a)

27,829

56,493

Unwired Planet, Inc. rights (a)

19,498

588

ValueClick, Inc. (a)

22,520

550,389

VistaPrint Ltd. (a)(d)

9,666

492,773

Vocus, Inc. (a)

5,619

57,426

Web.com Group, Inc. (a)

12,454

323,555

WebMD Health Corp. (a)

10,368

342,248

XO Group, Inc. (a)

8,100

96,876

Xoom Corp.

2,165

71,034

Yelp, Inc. (a)

8,783

367,129

Zillow, Inc. (a)(d)

6,146

454,066

Zix Corp. (a)

18,668

84,006

 

12,857,896

IT Services - 2.0%

Acxiom Corp. (a)

21,760

560,755

Blackhawk Network Holdings, Inc.

3,390

82,716

CACI International, Inc. Class A (a)

6,786

450,590

Cardtronics, Inc. (a)

13,182

388,342

Cass Information Systems, Inc.

3,033

167,452

Ciber, Inc. (a)

21,869

79,603

Computer Task Group, Inc.

4,583

85,244

Convergys Corp.

30,904

585,013

CSG Systems International, Inc.

9,998

236,753

EPAM Systems, Inc. (a)

6,469

187,278

Euronet Worldwide, Inc. (a)

14,696

540,960

EVERTEC, Inc.

8,688

207,643

ExlService Holdings, Inc. (a)

9,615

269,220

Forrester Research, Inc.

3,711

130,182

Global Cash Access Holdings, Inc. (a)

19,409

135,669

Hackett Group, Inc.

7,735

43,007

Heartland Payment Systems, Inc.

10,709

399,553

Higher One Holdings, Inc. (a)

9,262

100,030

iGate Corp. (a)

10,251

238,951

Lionbridge Technologies, Inc. (a)

17,168

56,826

ManTech International Corp. Class A

6,999

206,750

Maximus, Inc.

20,139

757,428

ModusLink Global Solutions, Inc. (a)

10,887

33,859

MoneyGram International, Inc. (a)

6,335

137,533

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

IT Services - continued

Planet Payment, Inc. (a)

12,526

$ 37,703

PRG-Schultz International, Inc. (a)

8,466

52,489

Sapient Corp. (a)

32,489

445,424

ServiceSource International, Inc. (a)

17,984

191,889

Sykes Enterprises, Inc. (a)

11,538

202,607

Syntel, Inc.

4,536

325,594

Teletech Holdings, Inc. (a)

5,916

148,196

Unisys Corp. (a)

13,004

337,324

Virtusa Corp. (a)

6,039

155,685

WEX, Inc. (a)

11,421

992,942

 

8,971,210

Semiconductors & Semiconductor Equipment - 3.3%

Advanced Energy Industries, Inc. (a)

11,576

250,736

Alpha & Omega Semiconductor Ltd. (a)

5,110

39,092

Ambarella, Inc. (a)(d)

5,482

91,001

Amkor Technology, Inc. (a)(d)

18,797

79,323

ANADIGICS, Inc. (a)

24,220

52,073

Applied Micro Circuits Corp. (a)

19,915

236,391

ATMI, Inc. (a)

9,409

233,814

Axcelis Technologies, Inc. (a)

32,166

70,122

Brooks Automation, Inc.

19,680

193,258

Cabot Microelectronics Corp. (a)

6,838

252,869

Cavium, Inc. (a)

15,123

552,897

Ceva, Inc. (a)

6,539

119,206

Cirrus Logic, Inc. (a)

18,642

359,418

Cohu, Inc.

7,320

86,376

Cypress Semiconductor Corp.

43,266

552,507

Diodes, Inc. (a)

10,594

290,382

DSP Group, Inc. (a)

5,866

43,702

Entegris, Inc. (a)

41,053

391,235

Entropic Communications, Inc. (a)

26,309

116,549

Exar Corp. (a)

11,292

146,909

FormFactor, Inc. (a)

15,878

115,433

GSI Technology, Inc. (a)

6,020

41,839

GT Advanced Technologies, Inc. (a)(d)

35,111

182,226

Hittite Microwave Corp. (a)

9,274

579,440

Inphi Corp. (a)

7,662

89,339

Integrated Device Technology, Inc. (a)

38,865

350,174

Integrated Silicon Solution, Inc. (a)

8,267

98,956

Intermolecular, Inc. (a)

5,115

32,327

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

International Rectifier Corp. (a)

20,432

$ 492,616

Intersil Corp. Class A

37,354

381,384

IXYS Corp.

7,122

80,051

Kopin Corp. (a)

19,537

72,482

Lattice Semiconductor Corp. (a)

34,038

175,636

LTX-Credence Corp. (a)

14,058

75,351

M/A-COM Technology Solutions, Inc. (a)

3,106

49,789

MaxLinear, Inc. Class A (a)

6,831

47,339

Micrel, Inc.

13,614

144,445

Microsemi Corp. (a)

27,357

674,624

Mindspeed Technologies, Inc. (a)(d)

12,773

39,213

MKS Instruments, Inc.

15,571

422,286

Monolithic Power Systems, Inc.

10,847

283,974

MoSys, Inc. (a)

13,894

57,104

Nanometrics, Inc. (a)

6,774

104,049

NeoPhotonics Corp. (a)

5,988

52,575

NVE Corp. (a)

1,401

69,462

Omnivision Technologies, Inc. (a)

15,894

258,436

PDF Solutions, Inc. (a)

7,430

152,464

Peregrine Semiconductor Corp.

7,797

85,299

Pericom Semiconductor Corp. (a)

6,611

50,574

Photronics, Inc. (a)

17,926

137,134

PLX Technology, Inc. (a)

13,328

73,037

PMC-Sierra, Inc. (a)

60,029

396,492

Power Integrations, Inc.

8,527

470,264

Rambus, Inc. (a)

32,890

320,678

RF Micro Devices, Inc. (a)

82,833

429,903

Rubicon Technology, Inc. (a)(d)

5,222

43,969

Rudolph Technologies, Inc. (a)

9,610

118,684

Semtech Corp. (a)

19,861

600,795

Sigma Designs, Inc. (a)

8,948

46,709

Silicon Image, Inc. (a)

22,841

130,879

Spansion, Inc. Class A (a)

13,952

164,634

SunEdison, Inc. (a)

68,310

688,565

SunPower Corp. (a)(d)

12,145

335,809

Supertex, Inc.

2,907

78,140

Tessera Technologies, Inc.

15,557

312,229

TriQuint Semiconductor, Inc. (a)

48,083

384,183

Ultra Clean Holdings, Inc. (a)

6,964

48,261

Ultratech, Inc. (a)

8,185

239,166

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

Veeco Instruments, Inc. (a)

11,524

$ 400,574

Volterra Semiconductor Corp. (a)

7,315

110,237

 

14,947,089

Software - 4.1%

Accelrys, Inc. (a)

16,435

143,478

ACI Worldwide, Inc. (a)

11,731

555,463

Actuate Corp. (a)

14,022

103,482

Advent Software, Inc.

9,621

283,146

American Software, Inc. Class A

7,138

64,670

Aspen Technology, Inc. (a)

27,597

898,006

AVG Technologies NV (a)(d)

7,066

157,572

Blackbaud, Inc.

13,451

471,996

Bottomline Technologies, Inc. (a)

11,139

323,811

BroadSoft, Inc. (a)

8,265

246,628

Callidus Software, Inc. (a)

11,157

74,417

CommVault Systems, Inc. (a)

13,697

1,156,438

Comverse, Inc.

6,524

204,332

Cyan, Inc.

2,379

24,694

Digimarc Corp.

1,844

38,706

Ebix, Inc.

9,143

106,059

Ellie Mae, Inc. (a)

7,749

182,489

EPIQ Systems, Inc.

9,284

120,785

ePlus, Inc.

1,121

71,172

Fair Isaac Corp.

10,562

527,678

FleetMatics Group PLC (d)

4,822

181,597

Glu Mobile, Inc. (a)(d)

16,621

45,542

Guidance Software, Inc. (a)

4,960

45,483

Guidewire Software, Inc. (a)

12,358

540,786

Imperva, Inc. (a)

5,956

301,493

Infoblox, Inc. (a)

14,744

482,129

Interactive Intelligence Group, Inc. (a)

4,565

259,292

Jive Software, Inc. (a)

11,661

156,491

Manhattan Associates, Inc. (a)

5,754

508,308

Mentor Graphics Corp.

28,107

577,037

MicroStrategy, Inc. Class A (a)

2,660

252,727

Mitek Systems, Inc. (a)

6,564

37,677

Model N, Inc.

2,414

56,922

Monotype Imaging Holdings, Inc.

11,331

277,949

NetScout Systems, Inc. (a)

10,651

282,571

Parametric Technology Corp. (a)

35,210

953,487

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Pegasystems, Inc.

5,136

$ 184,382

Progress Software Corp. (a)

16,254

415,940

Proofpoint, Inc. (a)

6,445

173,435

PROS Holdings, Inc. (a)

6,647

218,155

QAD, Inc. Class A

1,734

22,126

QLIK Technologies, Inc. (a)

25,631

802,763

Qualys, Inc.

4,398

70,368

Rally Software Development Corp.

2,045

57,649

RealPage, Inc. (a)

13,697

276,132

Rosetta Stone, Inc. (a)

3,427

55,997

Sapiens International Corp. NV

5,136

30,559

SeaChange International, Inc. (a)

9,744

114,784

Silver Spring Networks, Inc.

1,755

47,578

Sourcefire, Inc. (a)

9,172

691,844

SS&C Technologies Holdings, Inc. (a)

17,159

613,949

Synchronoss Technologies, Inc. (a)

8,586

296,131

Take-Two Interactive Software, Inc. (a)

23,871

418,459

Tangoe, Inc. (a)

9,119

164,689

TeleCommunication Systems, Inc. Class A (a)

14,056

37,951

TeleNav, Inc. (a)

5,177

31,735

TiVo, Inc. (a)

37,343

412,640

Tyler Technologies, Inc. (a)

9,304

694,264

Ultimate Software Group, Inc. (a)

8,141

1,101,477

Vasco Data Security International, Inc. (a)

8,527

70,177

Verint Systems, Inc. (a)

15,557

556,629

VirnetX Holding Corp. (a)(d)

12,430

237,040

Vringo, Inc. (a)(d)

19,666

61,948

 

18,573,314

TOTAL INFORMATION TECHNOLOGY

77,218,518

MATERIALS - 4.9%

Chemicals - 2.2%

A. Schulman, Inc.

8,680

232,624

Advanced Emissions Solutions, Inc. (a)

2,978

124,927

American Pacific Corp. (a)

1,758

63,938

American Vanguard Corp.

8,423

207,964

Arabian American Development Co. (a)

5,801

51,861

Axiall Corp.

20,559

906,241

Balchem Corp.

8,749

435,350

Calgon Carbon Corp. (a)

15,888

284,872

Common Stocks - continued

Shares

Value

MATERIALS - continued

Chemicals - continued

Chase Corp.

1,890

$ 52,448

Chemtura Corp. (a)

28,976

647,903

Ferro Corp. (a)

21,448

140,055

Flotek Industries, Inc. (a)

14,080

275,686

FutureFuel Corp.

6,421

101,388

GSE Holding, Inc. (a)

2,300

12,029

H.B. Fuller Co.

14,809

594,581

Hawkins, Inc.

2,753

106,679

Innophos Holdings, Inc.

6,428

320,372

Innospec, Inc.

6,913

296,706

Intrepid Potash, Inc.

16,064

205,298

KMG Chemicals, Inc.

2,403

54,260

Koppers Holdings, Inc.

6,107

236,036

Kraton Performance Polymers, Inc. (a)

9,580

194,474

Landec Corp. (a)

7,647

115,393

LSB Industries, Inc. (a)

5,602

184,194

Minerals Technologies, Inc.

10,217

469,982

Olin Corp.

23,629

576,548

OM Group, Inc. (a)

9,424

290,919

OMNOVA Solutions, Inc. (a)

13,891

111,961

Penford Corp. (a)

2,860

42,442

PolyOne Corp.

29,294

846,890

Quaker Chemical Corp.

3,878

255,832

Sensient Technologies Corp.

14,700

646,947

Stepan Co.

5,551

332,283

Taminco Corp.

4,666

106,385

Tredegar Corp.

7,268

218,113

Zep, Inc.

6,652

87,008

Zoltek Companies, Inc. (a)

8,094

112,749

 

9,943,338

Construction Materials - 0.2%

Headwaters, Inc. (a)

21,559

203,301

Texas Industries, Inc. (a)

6,421

399,001

U.S. Concrete, Inc. (a)

4,008

68,777

United States Lime & Minerals, Inc. (a)

567

33,816

 

704,895

Containers & Packaging - 0.3%

AEP Industries, Inc. (a)

1,297

104,668

Berry Plastics Group, Inc.

16,330

376,570

Boise, Inc.

29,694

270,215

Common Stocks - continued

Shares

Value

MATERIALS - continued

Containers & Packaging - continued

Graphic Packaging Holding Co. (a)

61,834

$ 531,772

Myers Industries, Inc.

8,260

160,822

UFP Technologies, Inc. (a)

1,633

34,734

 

1,478,781

Metals & Mining - 1.3%

A.M. Castle & Co. (a)

5,198

88,470

AK Steel Holding Corp. (a)(d)

40,234

136,796

Allied Nevada Gold Corp. (a)

30,567

203,882

Amcol International Corp.

8,178

286,884

Century Aluminum Co. (a)

15,151

127,117

Coeur d'Alene Mines Corp. (a)

29,872

400,584

Commercial Metals Co.

34,415

533,088

General Moly, Inc. (a)

16,842

31,663

Globe Specialty Metals, Inc.

18,917

225,680

Gold Resource Corp.

9,727

77,232

Handy & Harman Ltd. (a)

1,626

31,805

Haynes International, Inc.

3,626

174,411

Hecla Mining Co.

97,894

316,198

Horsehead Holding Corp. (a)

13,042

159,765

Kaiser Aluminum Corp.

5,545

361,811

Materion Corp.

6,057

182,558

Midway Gold Corp. (a)

32,950

34,268

Molycorp, Inc. (a)(d)

36,485

272,178

Noranda Aluminium Holding Corp.

9,879

30,724

Olympic Steel, Inc.

2,692

74,972

Paramount Gold & Silver Corp. (a)(d)

40,517

57,534

RTI International Metals, Inc. (a)

9,208

282,225

Schnitzer Steel Industries, Inc. Class A

7,540

193,476

Stillwater Mining Co. (a)

34,766

420,669

SunCoke Energy, Inc. (a)

20,559

324,832

U.S. Silica Holdings, Inc. (d)

6,325

153,065

Universal Stainless & Alloy Products, Inc. (a)

2,038

52,580

Walter Energy, Inc. (d)

18,401

205,907

Worthington Industries, Inc.

15,589

557,619

 

5,997,993

Paper & Forest Products - 0.9%

Boise Cascade Co.

3,982

105,364

Buckeye Technologies, Inc.

11,430

425,425

Clearwater Paper Corp. (a)

6,549

320,377

Deltic Timber Corp.

3,277

197,701

Common Stocks - continued

Shares

Value

MATERIALS - continued

Paper & Forest Products - continued

Kapstone Paper & Packaging Corp.

12,037

$ 530,230

Louisiana-Pacific Corp. (a)

41,055

667,554

Neenah Paper, Inc.

4,692

185,662

P.H. Glatfelter Co.

12,664

335,216

Resolute Forest Products (a)

20,539

313,425

Schweitzer-Mauduit International, Inc.

9,245

500,524

Wausau-Mosinee Paper Corp.

14,559

165,827

 

3,747,305

TOTAL MATERIALS

21,872,312

TELECOMMUNICATION SERVICES - 0.8%

Diversified Telecommunication Services - 0.6%

8x8, Inc. (a)

21,292

192,906

Atlantic Tele-Network, Inc.

2,713

138,363

Cbeyond, Inc. (a)

7,896

66,879

Cincinnati Bell, Inc. (a)

61,326

211,575

Cogent Communications Group, Inc.

13,969

399,793

Consolidated Communications Holdings, Inc.

11,880

207,781

FairPoint Communications, Inc. (a)

6,203

54,338

General Communications, Inc. Class A (a)

9,271

82,048

Hawaiian Telcom Holdco, Inc. (a)

3,073

85,491

HickoryTech Corp.

4,052

45,463

IDT Corp. Class B

4,574

94,545

inContact, Inc. (a)

15,746

133,526

Inteliquent, Inc.

9,575

79,856

Iridium Communications, Inc. (a)

18,898

159,121

Lumos Networks Corp.

4,603

87,227

ORBCOMM, Inc. (a)

10,744

51,786

Premiere Global Services, Inc. (a)

14,214

156,354

Primus Telecommunications Group, Inc.

3,593

43,044

Towerstream Corp. (a)

19,503

57,144

VocalTec Communications Ltd. (a)

5,458

83,835

Vonage Holdings Corp. (a)

45,842

147,611

 

2,578,686

Wireless Telecommunication Services - 0.2%

Boingo Wireless, Inc. (a)

5,483

38,381

Leap Wireless International, Inc. (a)

15,910

265,379

NII Holdings, Inc. (a)(d)

50,643

363,617

NTELOS Holdings Corp.

4,539

85,015

Common Stocks - continued

Shares

Value

TELECOMMUNICATION SERVICES - continued

Wireless Telecommunication Services - continued

Shenandoah Telecommunications Co.

7,069

$ 136,220

USA Mobility, Inc.

6,377

99,609

 

988,221

TOTAL TELECOMMUNICATION SERVICES

3,566,907

UTILITIES - 3.2%

Electric Utilities - 1.4%

Allete, Inc.

11,780

631,644

Cleco Corp.

17,750

861,053

El Paso Electric Co.

11,830

446,819

Empire District Electric Co.

12,508

289,935

IDACORP, Inc.

14,761

778,937

MGE Energy, Inc.

6,801

399,287

Otter Tail Corp.

10,717

327,833

PNM Resources, Inc.

23,429

550,113

Portland General Electric Co.

22,299

706,878

UIL Holdings Corp.

14,915

609,129

Unitil Corp.

4,044

124,313

UNS Energy Corp.

12,185

619,607

 

6,345,548

Gas Utilities - 0.9%

Chesapeake Utilities Corp.

2,836

168,090

Delta Natural Gas Co., Inc.

2,034

46,314

Laclede Group, Inc.

9,624

441,357

New Jersey Resources Corp.

12,266

549,026

Northwest Natural Gas Co.

7,898

347,038

Piedmont Natural Gas Co., Inc.

22,246

768,599

South Jersey Industries, Inc.

9,421

575,623

Southwest Gas Corp.

13,629

676,544

WGL Holdings, Inc.

15,206

699,020

 

4,271,611

Independent Power Producers & Energy Traders - 0.4%

Atlantic Power Corp.

35,205

150,472

Black Hills Corp.

13,178

699,093

Dynegy, Inc. (a)

29,417

613,050

Genie Energy Ltd. Class B

3,810

39,281

Ormat Technologies, Inc.

5,220

120,217

 

1,622,113

Common Stocks - continued

Shares

Value

UTILITIES - continued

Multi-Utilities - 0.2%

Avista Corp.

17,615

$ 506,960

NorthWestern Energy Corp.

11,149

470,488

 

977,448

Water Utilities - 0.3%

American States Water Co.

5,689

365,348

Artesian Resources Corp. Class A

2,230

52,494

California Water Service Group

14,021

305,658

Connecticut Water Service, Inc.

3,148

94,125

Consolidated Water Co., Inc.

4,365

51,769

Middlesex Water Co.

4,652

98,343

Pure Cycle Corp. (a)

5,177

29,871

SJW Corp.

4,577

127,653

York Water Co.

3,794

79,978

 

1,205,239

TOTAL UTILITIES

14,421,959

TOTAL COMMON STOCKS

(Cost $394,163,995)


442,227,202

U.S. Treasury Obligations - 0.0%

 

Principal Amount

 

U.S. Treasury Bills, yield at date of purchase 0.1% 9/19/13 (e)
(Cost $199,971)

$ 200,000


199,993

Money Market Funds - 18.9%

Shares

 

Fidelity Cash Central Fund, 0.11% (b)

71,512,783

71,512,783

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

13,480,069

13,480,069

TOTAL MONEY MARKET FUNDS

(Cost $84,992,852)


84,992,852

Cash Equivalents - 5.4%

Maturity Amount

Value

Investments in repurchase agreements in a joint trading account at 0.04%, dated 7/31/13 due 8/1/13 (Collateralized by U.S. Treasury Obligations) #
(Cost $24,555,000)

$ 24,555,028

$ 24,555,000

TOTAL INVESTMENT PORTFOLIO - 122.5%

(Cost $503,911,818)

551,975,047

NET OTHER ASSETS (LIABILITIES) - (22.5)%

(101,498,612)

NET ASSETS - 100%

$ 450,476,435

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/
(Depreciation)

Purchased

Equity Index Contracts

76 NYFE Russell 2000 Mini Index Contracts

Sept. 2013

$ 7,926,040

$ 150,987

 

The face value of futures purchased as a percentage of net assets is 1.8%

Legend

(a) Non-income producing

(b) Affiliated fund that is generally 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 period end, the value of securities pledged amounted to $199,993.

# Additional information on each counterparty to the repurchase agreement is as follows:

Repurchase Agreement / Counterparty

Value

$24,555,000 due 8/01/13 at 0.04%

BNP Paribas Securities Corp.

$ 5,681,328

Bny Mellon Capital Mkts Llc

209,747

Citigroup Global Markets, Inc.

4,559,723

Credit Suisse Securities (USA) LLC

2,279,861

Deutsche Bank Securities, Inc.

6,839,583

HSBC Securities (USA), Inc.

288,243

Merrill Lynch, Pierce, Fenner & Smith, Inc.

3,419,792

RBS Securities, Inc.

1,139,931

UBS Securities LLC

136,792

 

$ 24,555,000

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

$ 2,303

Fidelity Securities Lending Cash Central Fund

132,501

Total

$ 134,804

Other Information

The following is a summary of the inputs used, as of July 31, 2013, 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 table 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

$ 62,748,015

$ 62,748,015

$ -

$ -

Consumer Staples

17,245,510

17,245,510

-

-

Energy

23,865,251

23,865,251

-

-

Financials

101,842,056

101,842,056

-

-

Health Care

55,798,823

55,798,774

49

-

Industrials

63,647,851

63,647,851

-

-

Information Technology

77,218,518

77,217,930

588

-

Materials

21,872,312

21,872,312

-

-

Telecommunication Services

3,566,907

3,566,907

-

-

Utilities

14,421,959

14,421,959

-

-

U.S. Government and Government Agency Obligations

199,993

-

199,993

-

Money Market Funds

84,992,852

84,992,852

-

-

Cash Equivalents

24,555,000

-

24,555,000

-

Total Investments in Securities:

$ 551,975,047

$ 527,219,417

$ 24,755,630

$ -

Derivative Instruments:

Assets

Futures Contracts

$ 150,987

$ 150,987

$ -

$ -

Income Tax Information

At July 31, 2013, the cost of investment securities for income tax purposes was $504,098,325. Net unrealized appreciation aggregated $47,876,722, of which $57,367,631 related to appreciated investment securities and $9,490,909 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. In accordance with valuation policies and procedures approved by the Board of Trustees (the Board), the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Fidelity Management & Research Company (FMR) Fair Value Committee (the Committee), in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment 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 Committee oversees the Fund's valuation policies and procedures and is responsible for approving and reporting to the Board all fair value determinations. 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 a third party pricing vendor 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 market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy in these circumstances. Utilizing these techniques may result in transfers between Level 1 and Level 2.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. For U.S. government and government agency obligations, pricing vendors utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type as well as broker-supplied prices.

When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities 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. Short-term securities with remaining maturities of sixty days or less may be valued at amortized cost, which approximates fair value, and are categorized as Level 2 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 Salem Street 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 Salem Street Trust

By:

/s/Stephanie J. Dorsey

 

Stephanie J. Dorsey

 

President and Treasurer

 

 

Date:

September 27, 2013

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/Stephanie J. Dorsey

 

Stephanie J. Dorsey

 

President and Treasurer

 

 

Date:

September 27, 2013

By:

/s/Christine Reynolds

 

Christine Reynolds

 

Chief Financial Officer

 

 

Date:

September 27, 2013