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 811-5251

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

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

Scott C. Goebel, Secretary

82 Devonshire St.

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

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

Date of fiscal year end:

February 28

Date of reporting period:

May 31, 2008

Item 1. Schedule of Investments

Quarterly Holdings Report
for
Spartan ® Extended Market
Index Fund

May 31, 2008

1.816014.103

SEI-QTLY-0708

Investments May 31, 2008 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 95.7%

Shares

Value

CONSUMER DISCRETIONARY - 11.4%

Auto Components - 0.7%

Aftermarket Technology Corp. (a)

21,842

$ 489,042

American Axle & Manufacturing Holdings, Inc.

42,773

795,150

Amerigon, Inc. (a)

23,891

296,726

Amerityre Corp. (a)(d)

29,329

50,153

ArvinMeritor, Inc.

79,316

1,187,361

BorgWarner, Inc.

110,268

5,701,958

Cooper Tire & Rubber Co.

55,555

609,994

Dana Holding Corp. (a)

43,600

462,160

Dorman Products, Inc. (a)

2,806

26,657

Drew Industries, Inc. (a)

19,046

418,631

Exide Technologies (a)(d)

79,119

1,304,672

Federal-Mogul Corp. Class A (a)

24,100

481,518

Fuel Systems Solutions, Inc. (a)

12,638

352,347

Gentex Corp.

141,558

2,485,758

Hawk Corp. Class A (a)

3,526

63,186

Hayes Lemmerz International, Inc. (a)

129,780

508,738

Lear Corp. (a)(d)

58,863

1,515,722

Modine Manufacturing Co.

27,539

433,464

Noble International Ltd.

18,873

107,387

Proliance International, Inc. (a)

3,337

3,504

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

11,619

28,234

Sauer-Danfoss, Inc.

10,641

331,893

Shiloh Industries, Inc.

7,998

79,340

Spartan Motors, Inc.

30,723

277,429

Standard Motor Products, Inc.

9,163

77,886

Stoneridge, Inc. (a)

21,118

353,304

Strattec Security Corp.

1,213

45,730

Superior Industries International, Inc. (d)

23,559

484,373

Tenneco, Inc. (a)

41,435

993,611

TRW Automotive Holdings Corp. (a)

47,769

1,191,837

Visteon Corp. (a)

115,472

466,507

WABCO Holdings, Inc.

52,700

2,754,102

24,378,374

Automobiles - 0.1%

Coachmen Industries, Inc.

14,942

45,573

Fleetwood Enterprises, Inc. (a)(d)

65,521

272,567

Monaco Coach Corp.

40,798

186,855

Thor Industries, Inc. (d)

34,161

920,981

Winnebago Industries, Inc.

27,655

412,613

1,838,589

Distributors - 0.1%

Amcon Distributing Co.

1,022

31,989

Aristotle Corp. (a)

3,170

34,426

Audiovox Corp. Class A (a)

17,037

181,614

Building Materials Holding Corp. (d)

25,698

68,871

Core-Mark Holding Co., Inc. (a)

13,487

391,662

Design Within Reach, Inc. (a)

7,015

27,218

DXP Enterprises, Inc. (a)

5,096

209,649

Shares

Value

LKQ Corp. (a)

122,421

$ 2,712,849

Source Interlink Companies, Inc. (a)(d)

25,121

29,894

3,688,172

Diversified Consumer Services - 0.8%

American Public Education, Inc.

12,734

472,304

Capella Education Co. (a)

10,194

661,693

Career Education Corp. (a)(d)

84,255

1,541,024

Carriage Services, Inc. Class A (a)

9,225

66,236

Coinstar, Inc. (a)

24,128

919,277

Collectors Universe, Inc.

1,240

11,805

Corinthian Colleges, Inc. (a)

87,386

1,118,541

CPI Corp.

3,642

82,491

DeVry, Inc.

58,161

3,318,085

Hillenbrand, Inc.

60,481

1,339,654

INVESTools, Inc. (a)(d)

49,776

399,204

ITT Educational Services, Inc. (a)

38,085

2,766,114

Jackson Hewitt Tax Service, Inc. (d)

27,794

389,672

Mace Security International, Inc. (a)

8,918

15,785

Matthews International Corp. Class A

31,996

1,523,330

Nobel Learning Communities, Inc. (a)

2,715

37,196

Pre-Paid Legal Services, Inc. (a)

11,474

481,793

Princeton Review, Inc. (a)

7,132

54,774

Regis Corp.

42,201

1,280,378

Service Corp. International

277,157

2,965,580

Sotheby's Class A (ltd. vtg.)

62,873

1,686,254

Steiner Leisure Ltd. (a)

17,289

668,393

Stewart Enterprises, Inc. Class A (d)

88,229

608,780

Strayer Education, Inc.

14,184

2,835,382

Universal Technical Institute, Inc. (a)(d)

27,449

354,641

Weight Watchers International, Inc.

36,503

1,526,190

27,124,576

Hotels, Restaurants & Leisure - 2.2%

AFC Enterprises, Inc. (a)

34,768

347,680

Ambassadors Group, Inc.

15,867

294,492

Ambassadors International, Inc. (d)

7,395

46,810

American Wagering, Inc. (a)

4,600

2,622

Ameristar Casinos, Inc. (d)

26,350

469,557

ARK Restaurants Corp.

5,734

151,951

Bally Technologies, Inc. (a)

45,707

2,057,272

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

10,026

89,632

BJ's Restaurants, Inc. (a)

20,082

257,451

Bluegreen Corp. (a)

15,202

108,086

Bob Evans Farms, Inc.

31,313

911,521

Boyd Gaming Corp. (d)

53,566

854,378

Brinker International, Inc.

103,009

2,258,987

Buca, Inc. (a)

5,333

2,667

Buffalo Wild Wings, Inc. (a)

17,260

568,717

Burger King Holdings, Inc.

66,698

1,904,228

California Pizza Kitchen, Inc. (a)

27,163

377,837

Carrols Restaurant Group, Inc. (a)

13,945

96,778

CBRL Group, Inc.

21,251

625,842

CEC Entertainment, Inc. (a)

28,600

1,033,604

Cedar Fair LP (depository unit)

45,526

1,055,293

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Hotels, Restaurants & Leisure - continued

Century Casinos, Inc. (a)

29,959

$ 119,836

Chipotle Mexican Grill, Inc. Class A (a)(d)

30,239

2,791,060

Choice Hotels International, Inc.

34,766

1,204,642

Churchill Downs, Inc.

11,663

498,477

CKE Restaurants, Inc.

55,663

659,050

Cosi, Inc. (a)

50,022

152,067

Denny's Corp. (a)

103,524

420,307

Domino's Pizza, Inc. (d)

40,766

548,710

Dover Downs Gaming & Entertainment, Inc.

19,410

169,255

Dover Motorsports, Inc.

22,686

141,107

Einstein Noah Restaurant Group, Inc. (a)

5,000

70,200

Empire Resorts, Inc. (a)(d)

29,497

111,794

Famous Dave's of America, Inc. (a)

10,737

97,599

Frisch's Restaurants, Inc.

2,711

73,848

Gaylord Entertainment Co. (a)(d)

43,063

1,223,420

Great Wolf Resorts, Inc. (a)(d)

56,227

390,778

Icahn Enterprises LP

5,579

507,689

IHOP Corp. (d)

17,704

830,141

International Speedway Corp. Class A

35,090

1,557,294

Interstate Hotels & Resorts, Inc. (a)

17,282

61,005

Isle of Capri Casinos, Inc. (a)(d)

25,751

176,394

Jack in the Box, Inc. (a)

56,988

1,400,195

Jamba, Inc. (a)(d)

20,639

47,882

Krispy Kreme Doughnuts, Inc. (a)(d)

54,754

194,377

Landry's Restaurants, Inc. (d)

12,835

210,622

Las Vegas Sands Corp. (a)

100,106

6,951,361

Life Time Fitness, Inc. (a)(d)

32,583

1,303,972

Littlefield Corp. (a)

600

648

Lodgian, Inc. (a)

30,634

275,706

Luby's, Inc. (a)

27,286

192,912

Marcus Corp.

29,821

513,816

Max & Erma's Restaurants, Inc. (a)

2,608

10,171

McCormick & Schmick's Seafood Restaurants (a)(d)

12,159

115,754

MGM Mirage, Inc. (a)

95,606

4,704,771

Monarch Casino & Resort, Inc. (a)

14,183

196,435

Morgans Hotel Group Co. (a)(d)

34,281

441,196

Morton's Restaurant Group, Inc. (a)

8,711

70,995

MTR Gaming Group, Inc. (a)(d)

23,573

127,294

Multimedia Games, Inc. (a)(d)

34,474

187,539

O'Charleys, Inc.

29,511

327,572

Orient Express Hotels Ltd. Class A

36,293

1,707,223

P.F. Chang's China Bistro, Inc. (a)(d)

23,366

621,068

Panera Bread Co. Class A (a)(d)

31,349

1,628,267

Papa John's International, Inc. (a)

22,475

661,439

Peet's Coffee & Tea, Inc. (a)(d)

16,921

395,275

Penn National Gaming, Inc. (a)

73,559

3,414,609

Pinnacle Entertainment, Inc. (a)(d)

56,457

783,059

Premier Exhibitions, Inc. (a)(d)

16,798

82,982

Shares

Value

Progressive Gaming International Corp. (a)

36,971

$ 53,608

Red Lion Hotels Corp. (a)

13,529

117,432

Red Robin Gourmet Burgers, Inc. (a)

12,651

425,200

Riviera Holdings Corp. (a)

9,800

158,760

Royal Caribbean Cruises Ltd.

127,573

3,791,470

Rubio's Restaurants, Inc. (a)

3,930

20,122

Ruby Tuesday, Inc. (d)

49,115

367,380

Ruth's Chris Steak House, Inc. (a)

15,729

111,047

Scientific Games Corp. Class A (a)(d)

66,898

2,162,812

Shuffle Master, Inc. (a)(d)

35,674

222,606

Silverleaf Resorts, Inc. (a)

16,000

34,560

Six Flags, Inc. (a)(d)

81,962

168,022

Sonic Corp. (a)(d)

64,240

1,232,123

SPEEDUS Corp. (a)

475

575

Speedway Motorsports, Inc.

12,671

322,984

Texas Roadhouse, Inc. Class A (a)

51,113

563,776

The Cheesecake Factory, Inc. (a)(d)

64,435

1,290,633

The Steak n Shake Co. (a)(d)

28,073

190,054

Town Sports International Holdings, Inc. (a)(d)

11,158

92,946

Triarc Companies, Inc. Class B

66,579

468,050

Trump Entertainment Resorts, Inc. (a)(d)

22,714

79,499

Vail Resorts, Inc. (a)(d)

29,367

1,462,183

VCG Holding Corp. (a)

18,692

84,862

WMS Industries, Inc. (a)

44,326

1,641,835

Wynn Resorts Ltd. (d)

60,509

6,052,715

Youbet.com, Inc. (a)

30,676

45,400

73,047,872

Household Durables - 0.9%

American Greetings Corp. Class A

49,737

928,092

Avatar Holdings, Inc. (a)(d)

6,380

221,195

Bassett Furniture Industries, Inc.

8,703

104,349

Beazer Homes USA, Inc. (d)

36,415

253,084

Blyth, Inc.

27,359

532,406

Brookfield Homes Corp. (d)

9,444

142,604

California Coastal Communities, Inc. (a)(d)

7,836

35,811

Cavalier Homes, Inc. (a)

13,027

29,832

Cavco Industries, Inc. (a)

8,826

338,301

Champion Enterprises, Inc. (a)

73,058

610,034

Cobra Electronics Corp.

1,132

3,690

Comstock Homebuilding Companies, Inc. Class A (a)(d)

3,651

2,300

Craftmade International, Inc.

2,794

18,217

CSS Industries, Inc.

8,769

258,510

Directed Electronics, Inc. (a)

13,160

20,266

Dixie Group, Inc. (a)

6,499

47,443

Emerson Radio Corp. (a)

9,263

11,023

Ethan Allen Interiors, Inc.

29,545

828,442

Flexsteel Industries, Inc.

3,192

36,708

Furniture Brands International, Inc.

52,886

743,577

Garmin Ltd. (d)

123,988

6,032,016

Helen of Troy Ltd. (a)

25,072

448,037

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Household Durables - continued

Hooker Furniture Corp.

10,379

$ 209,448

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

43,491

341,839

iRobot Corp. (a)(d)

18,258

255,977

Jarden Corp. (a)

65,589

1,229,794

La-Z-Boy, Inc. (d)

52,536

333,604

Lenox Group, Inc. (a)

11,079

8,088

Libbey, Inc.

18,245

210,365

Lifetime Brands, Inc. (d)

12,011

84,197

M.D.C. Holdings, Inc.

33,263

1,351,476

M/I Homes, Inc. (d)

15,338

263,353

Meritage Homes Corp. (a)

26,425

457,153

Mohawk Industries, Inc. (a)(d)

51,351

3,855,433

National Presto Industries, Inc.

7,882

525,651

NVR, Inc. (a)

4,424

2,501,197

Orleans Homebuilders, Inc. (d)

4,454

21,023

Palm Harbor Homes, Inc. (a)(d)

9,454

71,567

Russ Berrie & Co., Inc. (a)

6,705

81,063

Ryland Group, Inc.

43,209

1,201,210

Sealy Corp., Inc. (d)

38,709

240,770

Skyline Corp.

6,866

183,460

Standard Pacific Corp. (d)

86,964

273,067

Stanley Furniture Co., Inc.

12,350

146,471

Syntax-Brillian Corp. (a)(d)

76,071

60,842

Tempur-Pedic International, Inc. (d)

67,801

728,183

Toll Brothers, Inc. (a)

131,710

2,775,130

Tupperware Brands Corp.

58,364

2,235,341

Universal Electronics, Inc. (a)

13,861

352,347

WCI Communities, Inc. (a)(d)

35,440

67,336

Woodbridge Holdings Corp. (a)

10,641

18,196

31,729,518

Internet & Catalog Retail - 0.6%

1-800-FLOWERS.com, Inc. Class A (a)

40,928

338,884

Blue Nile, Inc. (a)(d)

13,568

723,310

dELiA*s, Inc. (a)

18,288

46,634

Drugstore.com, Inc. (a)

71,510

155,177

eDiets.com, Inc. (a)(d)

14,028

62,705

FTD Group, Inc.

28,982

427,485

Gaiam, Inc. Class A (a)(d)

15,653

242,778

GSI Commerce, Inc. (a)(d)

18,751

271,702

Hollywood Media Corp. (a)

26,946

64,670

Liberty Media Corp. - Interactive Series A (a)

600,067

10,195,138

Netflix, Inc. (a)(d)

51,730

1,570,523

NutriSystem, Inc. (d)

33,719

691,914

Orbitz Worldwide, Inc. (d)

55,775

432,814

Overstock.com, Inc. (a)(d)

13,725

346,831

PC Mall, Inc. (a)

3,555

46,002

PetMed Express, Inc. (a)

33,922

473,212

Priceline.com, Inc. (a)(d)

33,309

4,481,060

Shutterfly, Inc. (a)(d)

15,049

216,856

Shares

Value

Stamps.com, Inc. (a)

24,970

$ 364,562

Systemax, Inc. (d)

10,200

197,676

US Auto Parts Network, Inc. (a)

28,450

105,550

ValueVision Media, Inc. Class A (a)(d)

31,268

137,892

21,593,375

Leisure Equipment & Products - 0.2%

Adams Golf, Inc. (a)

2,386

15,270

Arctic Cat, Inc.

18,451

145,947

Callaway Golf Co.

62,625

795,338

Cybex International, Inc. (a)

14,718

61,080

Escalade, Inc.

6,336

39,600

Gametech International, Inc. (a)

13,061

68,178

JAKKS Pacific, Inc. (a)

26,514

625,730

Johnson Outdoors, Inc. Class A

1,929

30,015

Leapfrog Enterprises, Inc. Class A (a)

51,847

428,256

Marine Products Corp. (d)

11,382

92,991

MarineMax, Inc. (a)(d)

22,612

221,371

Meade Instruments Corp. (a)

4,023

5,431

Nautilus, Inc.

27,540

185,344

Polaris Industries, Inc. (d)

32,449

1,548,466

Pool Corp. (d)

47,400

976,914

RC2 Corp. (a)

19,370

374,035

Smith & Wesson Holding Corp. (a)(d)

25,141

145,064

Sport Supply Group, Inc.

9,387

97,719

Steinway Musical Instruments, Inc. (a)

10,524

288,884

Sturm Ruger & Co., Inc. (a)

29,607

226,197

6,371,830

Media - 2.8%

4Kids Entertainment, Inc. (a)

18,966

150,400

A.H. Belo Corp. Class A

15,726

149,397

ACME Communications, Inc. (a)

6,362

9,543

Alloy, Inc. (a)

9,144

78,638

Arbitron, Inc.

28,999

1,445,890

Ballantyne of Omaha, Inc. (a)

30

126

Beasley Broadcast Group, Inc. Class A

4,117

19,350

Belo Corp. Series A

78,632

751,722

Cablevision Systems Corp. - NY Group Class A (a)

217,325

5,891,681

Carmike Cinemas, Inc. (d)

16,956

140,735

Charter Communications, Inc. Class A (a)

365,261

580,765

Cinemark Holdings, Inc.

48,212

697,628

Citadel Broadcasting Corp.

158,912

279,685

CKX, Inc. (a)(d)

53,732

567,947

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

42,115

866,306

Cox Radio, Inc. Class A (a)

34,485

439,684

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

4,844

24,317

Cumulus Media, Inc. Class A (a)(d)

58,225

305,681

DG FastChannel, Inc. (a)

15,830

310,901

Discovery Holding Co. Class A (a)

266,533

6,980,499

DISH Network Corp. Class A (a)

197,128

6,921,164

Dolan Media Co.

22,203

412,976

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Media - continued

DreamWorks Animation SKG, Inc. Class A (a)

65,782

$ 2,076,738

Emmis Communications Corp. Class A (a)

64,360

191,149

Entercom Communications Corp. Class A

29,619

286,712

Entertainment Distribution Co., Inc. (a)

64,254

28,914

Entravision Communication Corp. Class A (a)

60,708

324,181

Fisher Communications, Inc. (a)

11,582

406,760

Franklin Electronic Publishers, Inc. (a)

2,339

4,959

GateHouse Media, Inc.

31,265

131,000

Getty Images, Inc. (a)

48,873

1,636,268

Gray Television, Inc.

51,014

205,076

Harris Interactive, Inc. (a)

41,822

79,462

Harte-Hanks, Inc.

44,378

601,322

Hearst-Argyle Television, Inc.

22,579

480,255

Idearc, Inc. (d)

131,424

528,324

Image Entertainment, Inc. (a)

7,100

8,023

Insignia Systems, Inc. (a)

4,959

9,720

Interactive Data Corp.

31,794

875,607

John Wiley & Sons, Inc. Class A

45,838

2,165,846

Journal Communications, Inc. Class A

53,079

311,043

Knology, Inc. (a)

30,013

445,093

Lakes Entertainment, Inc. (a)

25,879

144,146

Lamar Advertising Co. Class A (a)(d)

66,890

2,799,347

Lee Enterprises, Inc. (d)

35,207

239,408

Liberty Global, Inc. Class A (a)

340,000

12,189,000

Liberty Media Corp.:

- Capital Series A (a)

123,649

1,832,478

- Entertainment Class A (a)

494,596

13,354,092

LIN TV Corp. Class A (a)

30,902

282,753

Live Nation, Inc. (a)(d)

73,951

1,120,358

LodgeNet Entertainment Corp. (a)(d)

28,428

185,066

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

21,694

187,870

Marvel Entertainment, Inc. (a)(d)

57,023

1,940,493

Media General, Inc. Class A

21,102

321,594

Mediacom Communications Corp. Class A (a)

57,905

359,590

Medialink Worldwide, Inc. (a)(d)

9,153

9,336

Morningstar, Inc. (a)

14,583

1,034,664

National CineMedia, Inc.

43,280

861,272

National Lampoon, Inc. (a)

1,200

2,400

Navarre Corp. (a)

29,406

52,049

New Frontier Media, Inc.

31,250

159,063

New Motion, Inc.

2,087

9,141

Nexstar Broadcasting Group, Inc. Class A (a)

3,834

22,046

NTN Communications, Inc. (a)

16,316

7,505

Outdoor Channel Holdings, Inc. (a)

22,403

177,208

Playboy Enterprises, Inc. Class B (non-vtg.) (a)

26,218

157,046

Shares

Value

Point.360 (a)

2,433

$ 3,771

PRIMEDIA, Inc. (d)

26,029

148,105

R.H. Donnelley Corp. (a)

66,218

359,564

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

59,150

69,206

RCN Corp.

41,731

505,362

Reading International, Inc. Class A (a)(d)

10,681

99,333

Regal Entertainment Group Class A

71,702

1,259,804

Regent Communication, Inc. (a)

13,099

12,837

Rentrak Corp. (a)

6,275

87,536

Saga Communications, Inc. Class A (a)

5,932

27,880

Salem Communications Corp. Class A

6,831

16,873

Scholastic Corp. (a)

32,573

1,013,020

Sinclair Broadcast Group, Inc. Class A

58,660

526,180

Sirius Satellite Radio, Inc. (a)(d)

1,292,484

3,257,060

Spanish Broadcasting System, Inc. Class A (a)

67,440

95,090

SPAR Group, Inc. (a)

4,346

4,389

The McClatchy Co. Class A (d)

51,124

449,891

Time Warner Cable, Inc. (a)

142,645

4,265,086

Triple Crown Media, Inc. (a)

2,789

2,064

Valassis Communications, Inc. (a)

47,531

755,268

Value Line, Inc.

523

20,685

Virgin Media, Inc.

280,804

4,405,815

Warner Music Group Corp. (d)

41,805

375,827

Westwood One, Inc. (a)

76,419

130,676

World Wrestling Entertainment, Inc. Class A

21,245

353,729

WorldSpace, Inc. Class A (a)(d)

15,523

24,992

WPT Enterprises, Inc. (a)

6,993

8,042

XM Satellite Radio Holdings, Inc. Class A (a)(d)

301,279

3,202,596

Young Broadcasting, Inc. Class A (a)

4,865

876

96,750,969

Multiline Retail - 0.2%

99 Cents Only Stores (a)(d)

45,295

379,119

Dollar Tree, Inc. (a)

91,386

3,372,143

Duckwall-ALCO Stores, Inc. (a)

5,890

77,689

Fred's, Inc. Class A

37,592

471,780

Gottschalks, Inc. (a)

13,746

29,279

Retail Ventures, Inc. (a)

21,851

121,929

Saks, Inc. (a)(d)

111,932

1,546,900

The Bon-Ton Stores, Inc. (d)

10,212

68,012

Tuesday Morning Corp. (a)

37,215

192,774

6,259,625

Specialty Retail - 2.1%

A.C. Moore Arts & Crafts, Inc. (a)

21,246

148,510

Aaron Rents, Inc.

48,602

1,088,199

Advance Auto Parts, Inc.

92,913

3,744,394

Aeropostale, Inc. (a)

72,947

2,548,768

America's Car Mart, Inc. (a)(d)

10,022

165,263

American Eagle Outfitters, Inc.

176,629

3,218,180

AnnTaylor Stores Corp. (a)

63,417

1,736,357

Asbury Automotive Group, Inc.

37,871

623,735

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Specialty Retail - continued

Barnes & Noble, Inc.

48,758

$ 1,487,607

bebe Stores, Inc.

30,759

351,575

Big 5 Sporting Goods Corp.

20,787

186,875

Blockbuster, Inc. Class A (a)(d)

154,797

503,090

Books-A-Million, Inc.

7,672

57,617

Borders Group, Inc. (d)

62,605

384,395

Brown Shoe Co., Inc.

43,077

727,571

Build-A-Bear Workshop, Inc. (a)(d)

15,816

144,716

Cabela's, Inc. Class A (a)(d)

46,846

648,817

Cache, Inc. (a)

21,416

271,769

CarMax, Inc. (a)(d)

204,027

4,011,171

Casual Male Retail Group, Inc. (a)(d)

41,069

167,972

Charlotte Russe Holding, Inc. (a)

19,130

358,879

Charming Shoppes, Inc. (a)(d)

119,389

693,650

Chico's FAS, Inc. (a)

168,814

1,284,675

Christopher & Banks Corp.

39,028

439,065

Circuit City Stores, Inc. (d)

150,400

738,464

Citi Trends, Inc. (a)

13,118

291,220

Coldwater Creek, Inc. (a)

51,990

340,015

Collective Brands, Inc. (a)(d)

65,714

744,540

Conn's, Inc. (a)(d)

13,453

232,333

Cost Plus, Inc. (a)(d)

14,259

46,057

CSK Auto Corp. (a)

40,616

468,302

Dick's Sporting Goods, Inc. (a)

76,347

1,767,433

Dress Barn, Inc. (a)

40,696

629,567

DSW, Inc. Class A (a)(d)

16,555

244,517

E Com Ventures, Inc. (a)

1,076

23,984

Eddie Bauer Holdings, Inc. (a)

34,117

157,621

Emerging Vision, Inc. (a)

5,700

1,083

Finish Line, Inc. Class A

42,728

338,833

Finlay Enterprises, Inc. (a)

2,122

1,538

Foot Locker, Inc.

142,133

2,076,563

Franklin Covey Co. (a)

19,359

157,195

Gander Mountain Co. (a)(d)

2,718

11,416

Genesco, Inc. (a)(d)

19,789

567,746

Group 1 Automotive, Inc.

23,602

614,596

Guess?, Inc.

51,552

2,104,868

Gymboree Corp. (a)

27,717

1,278,862

Haverty Furniture Companies, Inc.

20,972

220,625

hhgregg, Inc. (d)

12,000

131,760

Hibbett Sports, Inc. (a)(d)

27,021

567,981

Hot Topic, Inc. (a)

39,517

207,464

J. Crew Group, Inc. (a)(d)

42,300

1,576,521

Jo-Ann Stores, Inc. (a)

24,709

556,200

Jos. A. Bank Clothiers, Inc. (a)(d)

13,804

375,469

Kirkland's, Inc. (a)

4,549

12,282

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

14,522

99,185

Midas, Inc. (a)

16,843

269,825

Monro Muffler Brake, Inc.

25,338

469,513

Mothers Work, Inc. (a)

6,765

82,262

New York & Co., Inc. (a)(d)

16,878

141,100

Shares

Value

NexCen Brands, Inc. (a)

42,894

$ 28,314

O'Reilly Automotive, Inc. (a)

109,218

2,856,051

Pacific Sunwear of California, Inc. (a)

70,160

666,520

Penske Auto Group, Inc.

41,735

871,844

PetSmart, Inc.

130,389

3,056,318

Pick Ups Plus, Inc. (a)

73

0

Pier 1 Imports, Inc. (a)

85,092

613,513

Pomeroy IT Solutions, Inc. (a)

3,930

23,541

Rent-A-Center, Inc. (a)

67,681

1,419,947

Restoration Hardware, Inc. (a)

42,873

169,777

Rex Stores Corp. (a)

8,776

147,437

Ross Stores, Inc.

127,985

4,686,811

Sally Beauty Holdings, Inc. (a)(d)

77,094

581,289

Select Comfort Corp. (a)(d)

47,386

139,789

Shoe Carnival, Inc. (a)

10,052

146,759

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

37,224

694,228

Stage Stores, Inc. (d)

43,898

593,062

Stein Mart, Inc.

22,556

130,148

Talbots, Inc. (d)

18,650

135,026

The Buckle, Inc.

16,283

746,250

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

42,134

661,504

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

20,849

717,623

The Men's Wearhouse, Inc.

47,136

977,129

The Pep Boys - Manny, Moe & Jack

37,359

335,484

The Walking Co. Holdings, Inc. (a)(d)

2,572

12,860

Tractor Supply Co. (a)(d)

30,048

1,026,740

Trans World Entertainment Corp. (a)

16,560

44,546

TravelCenters of America LLC (a)

16,738

37,661

Tween Brands, Inc. (a)

27,587

547,878

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

6,447

91,934

Urban Outfitters, Inc. (a)

110,259

3,549,237

West Marine, Inc. (a)(d)

18,151

81,680

Wet Seal, Inc. Class A (a)

80,362

360,022

Williams-Sonoma, Inc.

80,523

2,046,895

Wilsons Leather Experts, Inc. (a)

22,999

3,220

Winmark Corp. (a)

2,614

45,092

Zale Corp. (a)(d)

48,284

1,051,626

Zumiez, Inc. (a)(d)

16,813

352,400

72,189,945

Textiles, Apparel & Luxury Goods - 0.7%

American Apparel, Inc. (a)(d)

16,824

112,553

Ashworth, Inc. (a)

4,840

15,633

Carter's, Inc. (a)

51,360

765,264

Charles & Colvard Ltd.

5,525

7,404

Cherokee, Inc.

10,151

276,412

Columbia Sportswear Co. (d)

15,887

696,168

Crocs, Inc. (a)(d)

74,870

764,423

Culp, Inc. (a)

4,772

34,358

Deckers Outdoor Corp. (a)

12,130

1,658,414

Delta Apparel, Inc.

6,654

19,762

FGX International Ltd.

10,000

103,100

Forward Industries, Inc. (NY Shares) (a)

5,267

13,536

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Textiles, Apparel & Luxury Goods - continued

Fossil, Inc. (a)

47,248

$ 1,498,234

G-III Apparel Group Ltd. (a)

17,169

284,834

Hanesbrands, Inc. (a)(d)

91,818

3,029,994

Hartmarx Corp. (a)

38,879

90,977

Heelys, Inc. (a)(d)

13,425

58,936

Iconix Brand Group, Inc. (a)(d)

56,043

812,624

Joe's Jeans, Inc. (a)

3,410

3,444

K-Swiss, Inc. Class A

24,306

389,382

Kenneth Cole Productions, Inc. Class A (sub. vtg.)

15,827

246,901

Maidenform Brands, Inc. (a)

25,417

382,272

Movado Group, Inc.

17,220

382,284

Oxford Industries, Inc.

14,226

388,939

Perry Ellis International, Inc. (a)

13,045

355,607

Phillips-Van Heusen Corp.

54,653

2,482,886

Quiksilver, Inc. (a)

123,224

1,052,333

R.G. Barry Corp. (a)

9,000

71,370

Rocky Brands, Inc. (a)(d)

2,631

15,418

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

32,318

777,248

Steven Madden Ltd. (a)

18,811

385,437

Tandy Brands Accessories, Inc.

1,058

4,856

Tarrant Apparel Group (a)

9,692

6,300

Timberland Co. Class A (a)

46,306

852,493

True Religion Apparel, Inc. (a)(d)

18,878

477,236

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

31,403

1,124,227

Unifi, Inc. (a)

31,529

94,272

Unifirst Corp.

11,389

546,672

Volcom, Inc. (a)

13,237

335,293

Warnaco Group, Inc. (a)

43,497

2,096,120

Weyco Group, Inc.

11,210

322,512

Wolverine World Wide, Inc.

53,361

1,531,994

24,568,122

TOTAL CONSUMER DISCRETIONARY

389,540,967

CONSUMER STAPLES - 3.0%

Beverages - 0.4%

Boston Beer Co., Inc. Class A (a)

12,401

493,312

Central European Distribution Corp. (a)(d)

32,043

2,286,588

Coca-Cola Bottling Co. Consolidated

5,734

296,562

Dr Pepper Snapple Group, Inc. (a)(d)

243,200

6,123,776

Hansen Natural Corp. (a)(d)

68,805

2,149,468

Jones Soda Co. (a)(d)

20,735

58,058

MGP Ingredients, Inc. (d)

12,581

93,099

National Beverage Corp.

13,356

100,304

PepsiAmericas, Inc.

56,457

1,375,857

Vermont Pure Holdings Ltd. (a)

4,384

5,918

12,982,942

Shares

Value

Food & Staples Retailing - 0.4%

Andersons, Inc. (d)

15,227

$ 645,016

Arden Group, Inc. Class A

749

87,858

BJ's Wholesale Club, Inc. (a)(d)

60,591

2,392,739

Casey's General Stores, Inc.

49,455

1,082,570

Ingles Markets, Inc. Class A

12,038

293,246

Longs Drug Stores Corp.

29,849

1,415,440

Nash-Finch Co.

12,986

496,585

Pricesmart, Inc.

21,057

495,682

Rite Aid Corp. (a)(d)

504,457

1,135,028

Ruddick Corp.

39,909

1,417,967

Spartan Stores, Inc.

26,862

644,151

Susser Holdings Corp. (a)

10,293

122,281

The Great Atlantic & Pacific Tea Co. (a)(d)

32,462

809,278

The Pantry, Inc. (a)

19,706

240,413

United Natural Foods, Inc. (a)(d)

38,239

813,344

Village Super Market, Inc. Class A

2,000

93,700

Weis Markets, Inc.

10,603

365,910

Winn-Dixie Stores, Inc. (a)

51,133

922,951

13,474,159

Food Products - 1.3%

Alico, Inc.

3,393

135,482

B&G Foods, Inc. Class A

20,207

196,412

Bridgford Foods Corp. (a)

4,789

31,943

Bunge Ltd. (d)

115,512

13,788,667

Cal-Maine Foods, Inc. (d)

15,000

468,000

Calavo Growers, Inc.

15,506

227,318

Chiquita Brands International, Inc. (a)(d)

41,815

1,017,777

Corn Products International, Inc.

71,754

3,373,156

Darling International, Inc. (a)

75,439

1,215,322

Del Monte Foods Co.

182,122

1,586,283

Diamond Foods, Inc.

17,088

350,304

Farmer Brothers Co.

6,050

144,293

Flowers Foods, Inc.

81,863

2,302,806

Fresh Del Monte Produce, Inc. (a)

43,115

1,273,617

Galaxy Nutritional Foods, Inc. (a)

5,579

865

Green Mountain Coffee Roasters, Inc. (a)

18,699

807,049

Griffin Land & Nurseries, Inc.

1,112

38,675

Hain Celestial Group, Inc. (a)

39,916

1,148,383

Hormel Foods Corp.

69,912

2,641,974

Imperial Sugar Co. (d)

11,785

170,883

J&J Snack Foods Corp.

13,008

377,882

John B. Sanfilippo & Son, Inc. (a)

4,719

43,792

Lancaster Colony Corp.

22,977

752,956

Lance, Inc.

30,597

639,783

Lifeway Foods, Inc. (a)

9,724

125,731

Maui Land & Pineapple, Inc. (a)

3,029

87,478

Monterey Gourmet Foods, Inc. (a)

4,304

10,631

Omega Protein Corp. (a)

18,514

257,900

Overhill Farms, Inc. (a)

28,537

225,728

Pilgrims Pride Corp. Class B

41,946

1,090,596

Ralcorp Holdings, Inc. (a)

23,029

1,381,740

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Food Products - continued

Reddy Ice Holdings, Inc.

20,133

$ 250,656

Sanderson Farms, Inc.

18,882

942,778

Seaboard Corp.

345

619,275

Smithfield Foods, Inc. (a)(d)

117,611

3,680,048

Tasty Baking Co.

4,304

25,178

The Inventure Group, Inc. (a)

3,448

6,655

The J.M. Smucker Co.

54,685

2,886,821

Tootsie Roll Industries, Inc. (d)

29,430

754,291

TreeHouse Foods, Inc. (a)

30,628

800,310

Zapata Corp. (a)

6,888

47,734

45,927,172

Household Products - 0.3%

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

62,993

469,928

Church & Dwight Co., Inc.

63,717

3,627,409

Energizer Holdings, Inc. (a)

54,452

4,442,739

Oil-Dri Corp. of America

5,650

96,898

Orchids Paper Products Co. (a)

7,624

58,324

Spectrum Brands, Inc. (a)(d)

59,689

248,306

WD-40 Co.

15,894

550,568

9,494,172

Personal Products - 0.3%

Alberto-Culver Co.

84,064

2,221,812

Bare Escentuals, Inc. (a)(d)

41,930

841,116

Chattem, Inc. (a)(d)

16,678

1,037,538

Elizabeth Arden, Inc. (a)

27,122

407,101

Herbalife Ltd.

49,980

1,926,229

Integrated Biopharma, Inc. (a)

2,198

5,803

Inter Parfums, Inc.

16,002

402,770

Mannatech, Inc. (d)

11,829

74,759

MediFast, Inc. (a)

7,496

43,852

Natural Health Trends Corp. (a)(d)

8,588

12,624

NBTY, Inc. (a)

56,581

1,847,935

Nu Skin Enterprises, Inc. Class A

51,797

887,801

Nutraceutical International Corp. (a)

13,525

178,936

Parlux Fragrances, Inc. (a)

13,118

44,208

Physicians Formula Holdings, Inc. (a)

15,509

155,400

Prestige Brands Holdings, Inc. (a)

32,948

359,463

Reliv International, Inc.

10,690

62,216

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

149,994

125,995

Schiff Nutrition International, Inc.

11,731

73,553

USANA Health Sciences, Inc. (a)(d)

10,065

256,154

10,965,265

Tobacco - 0.3%

Alliance One International, Inc. (a)

93,273

560,571

Loews Corp. - Carolina Group

105,583

7,660,047

Star Scientific, Inc. (a)(d)

42,163

81,796

Shares

Value

Universal Corp.

26,078

$ 1,293,730

Vector Group Ltd. (d)

41,933

732,570

10,328,714

TOTAL CONSUMER STAPLES

103,172,424

ENERGY - 11.1%

Energy Equipment & Services - 3.0%

Allis-Chalmers Energy, Inc. (a)(d)

28,164

483,576

Atwood Oceanics, Inc. (a)

24,867

2,534,196

Basic Energy Services, Inc. (a)(d)

28,570

821,959

Bolt Technology Corp. (a)

9,622

194,461

Boots & Coots/International Well Control, Inc. (a)

49,367

106,139

Bristow Group, Inc. (a)

20,474

1,070,176

Bronco Drilling Co., Inc. (a)

30,147

548,072

Cal Dive International, Inc. (a)(d)

35,768

500,037

Carbo Ceramics, Inc.

20,529

979,028

Complete Production Services, Inc. (a)

39,606

1,135,108

Dawson Geophysical Co. (a)

7,711

526,584

Diamond Offshore Drilling, Inc.

63,336

8,641,564

Dresser-Rand Group, Inc. (a)

81,892

3,301,885

Dril-Quip, Inc. (a)

26,797

1,563,337

ENGlobal Corp. (a)(d)

20,365

209,149

Exterran Holdings, Inc. (a)(d)

63,489

4,667,711

FMC Technologies, Inc. (a)

124,320

8,932,392

Global Industries Ltd. (a)

83,764

1,444,929

Grey Wolf, Inc. (a)(d)

170,607

1,335,853

Gulf Island Fabrication, Inc.

13,541

560,327

Gulfmark Offshore, Inc. (a)

18,266

1,226,197

Helix Energy Solutions Group, Inc. (a)

76,747

2,964,737

Helmerich & Payne, Inc. (d)

92,091

5,769,501

Hercules Offshore, Inc. (a)(d)

84,797

2,876,314

Hornbeck Offshore Services, Inc. (a)

22,809

1,202,034

ION Geophysical Corp. (a)

79,190

1,297,924

Key Energy Services, Inc. (a)

119,800

2,067,748

Lufkin Industries, Inc.

15,225

1,214,651

Matrix Service Co. (a)

23,240

560,316

Mitcham Industries, Inc. (a)

14,875

316,540

NATCO Group, Inc. Class A (a)

13,766

650,719

Natural Gas Services Group, Inc. (a)

16,146

442,562

Newpark Resources, Inc. (a)

84,907

598,594

Oceaneering International, Inc. (a)

53,153

3,792,998

Oil States International, Inc. (a)

47,754

2,789,789

Omni Energy Services Corp. (a)(d)

11,673

66,069

OYO Geospace Corp. (a)

5,097

287,573

Parker Drilling Co. (a)(d)

119,867

1,071,611

Particle Drilling Technologies, Inc. (a)

20,038

60,515

Patterson-UTI Energy, Inc.

146,777

4,620,540

PHI, Inc. (non-vtg.) (a)

12,064

473,150

Pioneer Drilling Co. (a)

49,528

882,094

Pride International, Inc. (a)

155,116

6,815,797

Royale Energy, Inc. (a)

5,582

32,320

RPC, Inc. (d)

46,402

694,638

Common Stocks - continued

Shares

Value

ENERGY - continued

Energy Equipment & Services - continued

SEACOR Holdings, Inc. (a)

27,260

$ 2,425,595

Sulphco, Inc. (a)(d)

45,227

166,435

Superior Energy Services, Inc. (a)

77,857

4,180,142

Superior Well Services, Inc. (a)

16,970

419,838

T-3 Energy Services, Inc. (a)

12,234

791,784

TETRA Technologies, Inc. (a)

75,099

1,616,130

TGC Industries, Inc.

13,381

92,730

Tidewater, Inc.

52,328

3,575,572

Trico Marine Services, Inc. (a)(d)

12,275

471,237

Union Drilling, Inc. (a)

22,965

431,283

Unit Corp. (a)

43,552

3,340,003

W-H Energy Services, Inc. (a)

29,097

2,488,666

102,330,829

Oil, Gas & Consumable Fuels - 8.1%

Abraxas Petroleum Corp. (a)(d)

50,751

225,842

Adams Resources & Energy, Inc.

12,021

401,141

Alliance Holdings GP, LP

13,326

371,129

Alliance Resource Partners LP

22,557

1,032,208

Alon USA Energy, Inc. (d)

26,000

398,060

Alpha Natural Resources, Inc. (a)

69,639

5,688,114

American Oil & Gas, Inc. NV (a)

44,073

164,392

APCO Argentina, Inc. (d)

10,824

277,094

Arch Coal, Inc.

136,854

8,883,193

Arena Resources, Inc. (a)

34,093

1,707,037

Arlington Tankers Ltd.

22,423

521,783

Atlas America, Inc.

25,272

1,734,417

Atlas Energy Resources LLC

12,138

497,294

Atlas Pipeline Partners, LP

34,131

1,403,467

ATP Oil & Gas Corp. (a)(d)

29,925

1,276,301

Aurora Oil & Gas Corp. (a)

68,197

51,148

Aventine Renewable Energy Holdings, Inc. (a)(d)

36,127

203,034

Barnwell Industries, Inc.

3,174

44,277

Berry Petroleum Co. Class A

36,508

1,971,432

Bill Barrett Corp. (a)

29,114

1,567,207

Boardwalk Pipeline Partners, LP

28,197

753,988

Bois d'Arc Energy LLC (a)

23,456

574,203

BP Prudhoe Bay Royalty Trust (d)

24,130

2,280,768

BPZ Energy, Inc. (a)

56,851

1,292,792

BreitBurn Energy Partners LP

9,000

193,500

Brigham Exploration Co. (a)

55,937

815,002

Buckeye GP Holdings LP

13,298

331,120

Buckeye Partners LP

43,206

2,064,815

Cabot Oil & Gas Corp.

96,369

5,806,232

Callon Petroleum Co. (a)

25,157

652,069

Calumet Specialty Products Partners LP

13,761

218,112

Cano Petroleum, Inc. (a)

34,480

275,840

Capital Product Partners LP

10,000

203,200

Carrizo Oil & Gas, Inc. (a)

25,987

1,740,090

Cheniere Energy Partners LP

15,398

175,691

Cheniere Energy, Inc. (a)(d)

47,896

234,690

Shares

Value

Cimarex Energy Co.

90,607

$ 6,173,961

Clayton Williams Energy, Inc. (a)

8,552

806,197

Clean Energy Fuels Corp. (d)

24,801

370,775

CNX Gas Corp. (a)

31,667

1,317,031

Comstock Resources, Inc. (a)

41,994

2,408,356

Concho Resources, Inc.

51,574

1,645,211

Contango Oil & Gas Co. (a)

14,632

1,222,504

Continental Resources, Inc.

41,754

2,679,354

Copano Energy LLC

42,963

1,583,187

CREDO Petroleum Corp. (a)

9,108

147,367

Cross Timbers Royalty Trust

7,215

376,190

Crosstex Energy LP

21,913

672,510

Crosstex Energy, Inc. (d)

57,629

1,966,878

CVR Energy, Inc.

25,707

685,863

DCP Midstream Partners LP

15,428

479,502

Delek US Holdings, Inc.

23,193

302,205

Delta Petroleum Corp. (a)(d)

68,419

1,512,060

Denbury Resources, Inc. (a)

238,778

8,125,615

Dorchester Minerals LP

21,735

605,754

Double Eagle Petroleum Co. (a)(d)

8,444

167,360

Double Hull Tankers, Inc.

44,800

460,544

Eagle Rock Energy Partners LP

15,000

259,800

Edge Petroleum Corp. (a)(d)

51,074

268,649

El Paso Pipeline Partners LP

24,533

562,051

Enbridge Energy Management LLC

11,933

635,432

Enbridge Energy Partners LP

53,701

2,701,160

Encore Acquisition Co. (a)

50,839

3,395,537

Encore Energy Partners LP

4,500

116,955

Endeavor International Corp. (a)

74,100

134,121

Energy Partners Ltd. (a)

39,100

589,237

Energy Transfer Equity LP

123,518

4,010,629

Energy Transfer Partners LP

80,259

3,880,523

Enterprise GP Holdings LP

15,986

508,994

Enterprise Products Partners LP

261,146

7,904,889

Evergreen Energy, Inc. (a)(d)

63,376

139,427

EXCO Resources, Inc. (a)

84,626

2,110,572

Forest Oil Corp. (a)

73,137

4,881,895

Foundation Coal Holdings, Inc.

44,020

2,937,455

Frontier Oil Corp.

110,125

3,315,864

FX Energy, Inc. (a)(d)

47,522

248,540

Gasco Energy, Inc. (a)(d)

127,719

485,332

General Maritime Corp.

25,371

716,223

Genesis Energy LP

11,331

238,971

Geomet, Inc. (a)

18,693

154,030

Global Partners LP

5,000

94,350

GMX Resources, Inc. (a)(d)

12,141

586,046

Goodrich Petroleum Corp. (a)(d)

24,674

1,051,112

Green Plains Renewable Energy, Inc. (a)(d)

3,244

28,904

Gulfport Energy Corp. (a)

28,010

426,032

Harvest Natural Resources, Inc. (a)

43,807

488,010

Hiland Partners LP

2,430

121,476

HKN, Inc. (a)

2,038

21,481

Holly Corp.

48,622

2,064,004

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

Holly Energy Partners LP

8,815

$ 399,760

Houston American Energy Corp. (a)

20,000

142,800

Hugoton Royalty Trust

36,266

1,212,010

Hyperdynamics Corp. (a)(d)

30,744

52,880

Inergy Holdings LP

5,264

209,244

Inergy LP

40,677

1,143,430

International Coal Group, Inc. (a)(d)

118,649

1,194,795

James River Coal Co. (a)

25,621

975,904

K-Sea Transportation Partners LP

4,670

162,563

Kinder Morgan Energy Partners LP

156,493

9,103,198

Kinder Morgan Management LLC

70,502

3,888,185

Linn Energy LLC (d)

111,489

2,527,456

Magellan Midstream Holdings LP

24,924

610,638

Magellan Midstream Partners LP

66,229

2,565,711

Mariner Energy, Inc. (a)

78,647

2,571,757

Markwest Energy Partners LP

48,674

1,755,184

Martin Midstream Partners LP

4,000

137,920

Massey Energy Co.

79,378

5,129,406

McMoRan Exploration Co. (a)(d)

53,780

1,716,658

Meridian Resource Corp. (a)

58,885

130,725

Natural Resource Partners LP

30,154

1,186,560

Newfield Exploration Co. (a)

125,654

7,946,359

NGAS Resources, Inc. (a)

16,181

147,409

NuStar Energy LP

37,200

1,822,800

NuStar GP Holdings LLC

38,770

963,822

ONEOK Partners LP

46,451

2,849,304

Overseas Shipholding Group, Inc.

26,557

2,099,596

Pacific Ethanol, Inc. (a)(d)

36,225

128,237

Panhandle Royalty Co. Class A

14,442

480,197

Parallel Petroleum Corp. (a)

42,415

891,139

Patriot Coal Corp. (a)

27,716

2,996,931

Penn Virginia Corp.

36,050

2,271,871

Penn Virginia Resource Partners LP

21,949

596,793

PetroHawk Energy Corp. (a)

206,090

6,054,924

Petroleum Development Corp. (a)

16,425

1,134,968

Petroquest Energy, Inc. (a)

46,033

1,019,631

Pioneer Natural Resources Co.

118,272

8,490,747

Plains Exploration & Production Co. (a)

106,065

7,581,526

PrimeEnergy Corp. (a)

1,965

123,775

Quest Resource Corp. (a)(d)

39,088

434,268

Quicksilver Resources, Inc. (a)

105,621

3,847,773

Regency Energy Partners LP

34,050

919,691

Rentech, Inc. (a)

183,018

426,432

Rex Energy Corp.

17,066

381,596

Rio Vista Energy Partners LP

601

6,010

Rosetta Resources, Inc. (a)

54,725

1,473,744

SandRidge Energy, Inc.

79,908

4,394,940

Semgroup Energy Partners LP

14,471

394,190

Ship Finance International Ltd. (NY Shares)

42,149

1,293,553

Southwestern Energy Co. (a)

334,672

14,839,356

Shares

Value

St. Mary Land & Exploration Co.

63,980

$ 3,260,421

Stone Energy Corp. (a)

30,129

2,036,118

Sunoco Logistics Partners LP

15,042

785,945

Swift Energy Co. (a)

28,385

1,636,111

Syntroleum Corp. (a)

20,072

45,764

Targa Resources Partners LP

33,670

893,265

TC Pipelines LP

17,062

603,142

Teekay Corp.

38,861

1,953,931

Teekay LNG Partners LP

13,806

403,826

TEPPCO Partners LP

65,298

2,326,568

Toreador Resources Corp. (a)(d)

15,374

141,748

Tri-Valley Corp. (a)(d)

35,638

231,647

TXCO Resources, Inc. (a)

41,042

454,335

Ultra Petroleum Corp. (a)

146,204

12,715,362

Uranerz Energy Corp. (a)(d)

28,590

96,062

Uranium Resources, Inc. (a)(d)

45,900

204,255

USEC, Inc. (a)(d)

97,873

682,175

Vaalco Energy, Inc. (a)

54,892

404,005

Venoco, Inc. (a)

21,009

419,760

VeraSun Energy Corp. (a)(d)

108,322

736,590

Verenium Corp. (a)(d)

47,369

113,686

W&T Offshore, Inc.

29,480

1,643,805

Warren Resources, Inc. (a)

58,208

786,972

Western Refining, Inc. (d)

39,393

499,897

Westmoreland Coal Co. (a)

7,132

131,728

Whiting Petroleum Corp. (a)

42,981

4,020,013

Williams Partners LP

40,610

1,449,371

Williams Pipeline Partners LP

14,967

275,393

World Fuel Services Corp.

28,500

686,565

Xethanol Corp. (a)

28,810

15,817

277,299,450

TOTAL ENERGY

379,630,279

FINANCIALS - 20.0%

Capital Markets - 1.9%

Affiliated Managers Group, Inc. (a)

26,470

2,713,175

AllianceBernstein Holding LP

24,650

1,585,242

BGC Partners, Inc. Class A (a)

116,459

1,038,814

BlackRock, Inc. Class A (d)

19,177

4,314,633

Broadpoint Securities Group, Inc. (a)

2,377

6,299

Calamos Asset Management, Inc. Class A

22,301

451,149

Cohen & Steers, Inc.

16,556

499,660

Cowen Group, Inc. (a)

23,319

185,153

Diamond Hill Investment Group, Inc. (a)

2,300

216,085

Eaton Vance Corp. (non-vtg.)

118,842

5,056,727

Epoch Holding Corp.

16,336

174,305

Evercore Partners, Inc. Class A

13,116

190,969

FBR Capital Markets Corp. (d)

34,623

177,616

FCStone Group, Inc. (a)

23,027

901,047

FirstCity Financial Corp. (a)

5,260

22,934

Fortress Investment Group LLC (d)

35,000

501,550

GAMCO Investors, Inc. Class A

5,578

296,136

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Capital Markets - continued

GFI Group, Inc.

59,568

$ 705,285

GLG Partners, Inc. (d)

223,700

1,858,947

Greenhill & Co., Inc. (d)

12,078

727,700

HFF, Inc. (a)

16,711

113,133

International Assets Holding Corp. (a)(d)

2,986

81,697

Invesco Ltd.

407,829

11,349,881

Investment Technology Group, Inc. (a)(d)

42,784

1,801,206

Jefferies Group, Inc. (d)

100,404

1,807,272

JMP Group, Inc.

1,543

11,187

KBW, Inc. (a)(d)

27,796

684,338

Knight Capital Group, Inc. Class A (a)

100,327

1,786,824

LaBranche & Co., Inc. (a)(d)

67,729

453,784

Ladenburg Thalmann Financial Services, Inc. (a)(d)

96,420

188,983

Lazard Ltd. Class A

47,916

1,825,120

Merriman Curhan Ford Group, Inc. (a)

10,677

24,557

MF Global Ltd.

91,946

1,337,814

National Holdings Corp. (a)

1,000

1,750

Och-Ziff Capital Management Group LLC Class A (d)

35,000

722,400

optionsXpress Holdings, Inc.

47,759

1,090,816

Penson Worldwide, Inc. (a)

16,747

224,410

Piper Jaffray Companies (a)

18,377

698,326

Raymond James Financial, Inc. (d)

91,338

2,717,306

Riskmetrics Group, Inc.

13,000

269,490

Sanders Morris Harris Group, Inc.

20,371

148,708

SEI Investments Co.

136,856

3,300,967

Siebert Financial Corp.

7,668

26,761

Stifel Financial Corp. (a)

13,786

787,043

SWS Group, Inc.

36,320

671,194

TD Ameritrade Holding Corp. (a)

234,605

4,248,697

The Blackstone Group LP

136,966

2,666,728

Thomas Weisel Partners Group, Inc. (a)

28,776

196,252

TradeStation Group, Inc. (a)

36,944

389,020

U.S. Global Investments, Inc. Class A (d)

17,919

270,577

W.P. Carey & Co. LLC

25,325

819,264

W.P. Stewart & Co. Ltd.

19,230

36,537

Waddell & Reed Financial, Inc. Class A

88,768

3,138,836

Westwood Holdings Group, Inc.

3,071

125,972

65,640,276

Commercial Banks - 3.3%

1st Source Corp.

14,667

320,327

Abigail Adams National Bancorp, Inc.

3,050

32,208

Amcore Financial, Inc.

18,842

184,652

American National Bankshares, Inc.

2,434

43,228

AmericanWest Bancorp

13,795

46,213

Ameris Bancorp

15,734

218,388

AmeriServ Financial, Inc. (a)

8,597

25,705

Ames National Corp.

14,284

314,248

Arrow Financial Corp.

6,308

141,930

Associated Banc-Corp.

110,783

3,025,484

Shares

Value

BancFirst Corp.

10,580

$ 459,489

Bancorp, Inc., Delaware (a)

13,627

145,128

BancorpSouth, Inc.

73,818

1,747,272

BancTrust Financial Group, Inc.

10,257

103,185

Bank of Florida Corp. (a)

9,353

93,530

Bank of Granite Corp.

16,693

169,768

Bank of Hawaii Corp.

42,866

2,319,051

Bank of Marin Bancorp

4,442

127,086

Bank of the Ozarks, Inc.

12,728

310,181

Banner Corp.

18,057

328,457

Bar Harbor Bankshares

2,569

78,997

BOK Financial Corp.

23,857

1,389,193

Boston Private Financial Holdings, Inc.

38,883

327,784

Bryn Mawr Bank Corp.

2,058

43,321

Cadence Financial Corp.

15,524

215,939

Camden National Corp.

7,896

241,302

Capital Bank Corp.

4,787

49,833

Capital City Bank Group, Inc. (d)

14,530

388,823

Capital Corp. of the West

13,704

79,894

Capitol Bancorp Ltd. (d)

14,433

223,423

Cardinal Financial Corp.

17,899

153,752

Cascade Bancorp (d)

24,935

218,680

Cascade Financial Corp.

13,915

125,235

Cathay General Bancorp (d)

48,497

745,884

Center Bancorp, Inc.

10,005

96,748

Center Financial Corp., California

17,368

162,564

Central Pacific Financial Corp.

27,843

415,418

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

2,001

36,718

Chemical Financial Corp.

27,387

668,243

Citizens & Northern Corp.

6,760

132,158

Citizens Banking Corp., Michigan

70,265

389,268

Citizens Financial Services, Inc.

1,530

36,261

City Bank Lynnwood, Washington

16,408

237,588

City Holding Co.

20,606

886,470

City National Corp.

37,187

1,799,851

CoBiz, Inc.

19,397

205,220

Colonial Bancgroup, Inc. (d)

185,334

1,136,097

Colony Bankcorp, Inc.

4,000

45,200

Columbia Bancorp, Oregon

11,500

131,215

Columbia Banking Systems, Inc.

19,684

526,153

Commerce Bancshares, Inc.

63,660

2,795,947

Community Bancorp (a)(d)

12,885

102,951

Community Bank System, Inc.

31,014

748,368

Community Bankshares, Inc., South Carolina

3,531

39,194

Community Capital Corp.

2,185

24,625

Community Trust Bancorp, Inc.

18,280

560,099

Cullen/Frost Bankers, Inc.

56,127

3,137,499

CVB Financial Corp.

78,714

834,368

Dearborn Bancorp, Inc. (a)

11,262

68,135

East West Bancorp, Inc. (d)

56,972

754,309

Eastern Virgina Bankshares, Inc.

3,012

50,752

Enterprise Financial Services Corp. (d)

14,184

284,389

EuroBancshares, Inc. (a)

10,674

59,347

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Fidelity Southern Corp.

4,918

$ 31,869

Financial Institutions, Inc.

5,570

102,544

First Bancorp, North Carolina

17,078

287,081

First Bancorp, Puerto Rico (d)

72,615

730,507

First Charter Corp. (d)

35,619

1,096,353

First Citizen Bancshares, Inc.

5,650

900,836

First Commonwealth Financial Corp. (d)

70,953

796,093

First Community Bancshares, Inc.

12,000

407,880

First Financial Bancorp, Ohio

38,308

436,328

First Financial Bankshares, Inc.

18,789

860,536

First Financial Corp., Indiana

10,060

329,465

First M&F Corp.

1,684

23,542

First Mariner Bancorp, Inc. (a)

999

4,016

First Merchants Corp.

17,779

440,030

First Midwest Bancorp, Inc., Delaware

56,884

1,484,672

First of Long Island Corp.

1,872

39,256

First Regional Bancorp (a)

14,196

151,471

First Security Group, Inc.

10,700

83,888

First South Bancorp, Inc., Virginia (d)

5,916

113,942

First State Bancorp.

23,559

182,582

First United Corp.

5,930

110,179

Firstbank Corp., Michigan

7,615

95,949

FirstMerit Corp.

72,227

1,459,708

FNB Corp., North Carolina

14,866

149,552

FNB Corp., Pennsylvania

93,066

1,395,059

Frontier Financial Corp., Washington (d)

43,151

634,320

Fulton Financial Corp.

165,361

2,086,856

Gateway Financial Holdings, Inc.

10,000

99,300

German American Bancorp, Inc.

17,151

214,044

Glacier Bancorp, Inc. (d)

53,207

1,103,513

Great Southern Bancorp, Inc.

12,120

139,986

Greater Community Bancorp

4,530

78,822

Green Bankshares, Inc.

14,985

290,259

Guaranty Bancorp (a)(d)

68,760

411,872

Hancock Holding Co.

26,898

1,196,692

Hanmi Financial Corp.

48,770

312,128

Harleysville National Corp., Pennsylvania

41,652

564,801

Hawthorn Bancshares, Inc.

5,406

145,962

Heartland Financial USA, Inc.

14,000

327,600

Heritage Commerce Corp.

8,124

129,334

Heritage Financial Corp., Washington

4,130

69,260

Home Bancshares, Inc. (d)

16,000

368,000

Horizon Financial Corp.

17,153

185,595

IBERIABANK Corp.

10,577

557,831

Independent Bank Corp., Massachusetts

19,105

559,777

Independent Bank Corp., Michigan (d)

20,910

125,669

Integra Bank Corp.

19,801

284,540

International Bancshares Corp.

65,941

1,670,945

Intervest Bancshares Corp. Class A

9,743

85,446

Irwin Financial Corp.

23,780

97,736

Lakeland Bancorp, Inc.

20,435

301,212

Shares

Value

Lakeland Financial Corp.

10,412

$ 249,159

Macatawa Bank Corp. (d)

20,513

184,412

MainSource Financial Group, Inc.

21,369

358,572

MB Financial, Inc.

36,946

1,051,853

MBT Financial Corp. (d)

10,000

84,600

Mercantile Bancorp, Inc., Illinois (d)

5,364

85,824

Mercantile Bank Corp.

8,789

73,915

Merchants Bancshares, Inc.

6,649

152,794

Metrocorp Bancshares, Inc.

4,282

55,024

Midsouth Bancorp, Inc.

3,481

67,705

Midwest Banc Holdings, Inc.

27,414

240,695

MidWestOne Financial Group, Inc.

3,324

50,724

Nara Bancorp, Inc.

25,509

324,474

National Penn Bancshares, Inc.

86,164

1,475,128

NBT Bancorp, Inc.

33,577

823,308

NewBridge Bancorp

11,690

108,133

Nexity Financial Corp. (a)

5,000

27,900

North Valley Bancorp

11,383

103,927

Northern States Financial Corp.

2,836

50,991

Northfield Bancorp, Inc. (a)(d)

15,481

173,697

Northrim Bancorp, Inc.

1,031

19,331

Ohio Valley Banc Corp.

6,000

150,000

Old National Bancorp, Indiana

67,448

1,178,991

Old Second Bancorp, Inc.

20,047

380,693

Oriental Financial Group, Inc.

29,839

543,070

PAB Bankshares, Inc.

7,746

89,544

Pacific Capital Bancorp (d)

46,823

933,651

Pacific Mercantile Bancorp

7,285

66,585

PacWest Bancorp

26,823

565,429

Park National Corp. (d)

16,668

1,181,761

Peapack-Gladstone Financial Corp.

4,448

123,877

Pennsylvania Communication Bancorp, Inc. (a)

3,180

85,415

Peoples Bancorp, Inc.

11,922

282,432

Peoples Financial Corp., Mississippi

4,312

95,209

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

22,674

609,704

Popular, Inc. (d)

245,015

2,670,664

Preferred Bank, Los Angeles California

10,547

94,079

PremierWest Bancorp

18,613

159,886

Princeton National Bancorp, Inc.

2,512

70,160

PrivateBancorp, Inc. (d)

29,110

1,102,687

Prosperity Bancshares, Inc.

45,637

1,457,646

Provident Bankshares Corp.

45,394

433,967

QCR Holdings, Inc.

4,300

64,500

Renasant Corp.

26,369

612,288

Republic Bancorp, Inc., Kentucky Class A

17,002

423,350

Republic First Bancorp, Inc.

7,220

33,645

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

6,704

63,755

S&T Bancorp, Inc.

28,241

918,115

S.Y. Bancorp, Inc.

10,778

271,929

Sandy Spring Bancorp, Inc. (d)

19,440

514,771

Santander Bancorp

4,969

69,367

Savannah Bancorp, Inc.

3,956

62,149

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

SCBT Financial Corp.

11,400

$ 379,620

Seacoast Banking Corp., Florida (d)

17,060

183,395

Security Bank Corp., Georgia (d)

23,305

128,178

Shore Bancshares, Inc.

5,814

137,850

Sierra Bancorp (d)

13,100

288,593

Signature Bank, New York (a)

32,334

922,812

Simmons First National Corp. Class A

13,580

413,239

Smithtown Bancorp, Inc. (d)

10,655

219,600

South Financial Group, Inc. (d)

74,749

411,867

Southside Bancshares, Inc.

18,588

406,891

Southwest Bancorp, Inc., Oklahoma

17,075

289,592

Southwest Georgia Financial Corp.

835

15,281

State Bancorp, Inc., New York

5,592

78,008

StellarOne Corp.

20,357

351,769

Sterling Bancorp, New York

25,378

372,295

Sterling Bancshares, Inc.

80,143

819,061

Sterling Financial Corp., Washington

44,886

398,588

Suffolk Bancorp

13,174

443,437

Summit Financial Group, Inc.

1,800

23,076

Sun Bancorp, Inc., New Jersey

25,196

275,644

Superior Bancorp (d)

14,301

211,798

Susquehanna Bancshares, Inc., Pennsylvania (d)

107,746

2,074,111

SVB Financial Group (a)(d)

32,531

1,667,214

Synovus Financial Corp. (d)

255,000

2,929,950

Taylor Capital Group, Inc.

10,172

130,710

TCF Financial Corp.

116,806

1,929,635

Temecula Valley Bancorp, Inc.

12,685

76,364

Tennessee Commerce Bancorp, Inc. (a)(d)

4,775

74,777

Texas Capital Bancshares, Inc. (a)

26,602

482,028

TIB Financial Corp.

6,654

42,652

Tompkins Financial Corp.

6,989

317,301

Trico Bancshares

12,477

205,621

Trustmark Corp.

54,098

1,079,796

UCBH Holdings, Inc. (d)

101,194

493,827

UMB Financial Corp.

31,832

1,660,675

Umpqua Holdings Corp. (d)

58,360

813,538

Union Bankshares Corp.

11,934

239,277

UnionBanCal Corp.

51,531

2,579,642

United Bankshares, Inc., West Virginia

43,252

1,227,924

United Community Banks, Inc., Georgia (d)

45,669

477,698

United Security Bancshares, California (d)

6,270

93,486

Univest Corp. of Pennsylvania

14,500

356,120

Valley National Bancorp

116,495

2,051,477

Vineyard National Bancorp (d)

15,384

46,614

Virginia Commerce Bancorp, Inc. (d)

30,283

183,212

VIST Financial Corp.

2,051

34,395

W Holding Co., Inc. (d)

130,070

149,581

Washington Banking Co., Oak Harbor

4,700

61,194

Shares

Value

Washington Trust Bancorp, Inc.

16,161

$ 382,531

Webster Financial Corp.

50,438

1,309,875

WesBanco, Inc.

30,295

666,490

West Bancorp., Inc.

13,500

162,000

West Coast Bancorp, Oregon

15,866

183,570

Westamerica Bancorp. (d)

30,229

1,677,710

Western Alliance Bancorp. (a)(d)

21,702

229,824

Whitney Holding Corp. (d)

81,558

1,852,998

Wilmington Trust Corp., Delaware

65,049

2,142,714

Wilshire Bancorp, Inc.

23,616

210,891

Wintrust Financial Corp.

23,488

732,356

113,429,440

Consumer Finance - 0.2%

Advance America Cash Advance Centers, Inc.

55,072

382,200

Advanta Corp. Class B

39,251

341,484

AmeriCredit Corp. (a)(d)

115,710

1,572,499

Cash America International, Inc.

28,584

1,022,164

Cash Systems, Inc. (a)

14,761

5,609

CompuCredit Corp. (a)(d)

28,435

261,033

Consumer Portfolio Services, Inc. (a)

11,918

33,966

Credit Acceptance Corp. (a)(d)

5,307

138,566

Dollar Financial Corp. (a)

26,308

524,318

EZCORP, Inc. (non-vtg.) Class A (a)

37,119

468,813

First Cash Financial Services, Inc. (a)

24,985

384,519

First Marblehead Corp. (d)

55,188

181,569

Nelnet, Inc. Class A

21,679

285,946

QC Holdings, Inc.

10,421

86,494

Rewards Network, Inc. (a)

22,487

112,435

Student Loan Corp.

3,846

461,520

United Panam Financial Corp. (a)

5,347

19,837

World Acceptance Corp. (a)(d)

13,975

617,975

6,900,947

Diversified Financial Services - 0.6%

Ampal-American Israel Corp. Class A (a)

4,585

26,043

Asset Acceptance Capital Corp. (d)

17,141

241,517

Asta Funding, Inc. (d)

11,285

92,198

California First National Bancorp

4,060

38,570

Catskill Litigation Trust (a)

1,036

0

Encore Capital Group, Inc. (a)(d)

26,184

276,765

Financial Federal Corp.

24,580

597,048

Interactive Brokers Group, Inc. (d)

39,054

1,271,989

KKR Financial Holdings LLC

104,300

1,268,288

MarketAxess Holdings, Inc. (a)

34,888

272,824

Marlin Business Services Corp. (a)

7,748

55,321

Medallion Financial Corp.

18,998

183,331

MicroFinancial, Inc.

5,166

19,011

MSCI, Inc. Class A

28,357

1,008,091

NCP Litigation Trust (a)

200

10

NewStar Financial, Inc. (a)

37,643

202,519

NYMEX Holdings, Inc.

84,821

7,703,443

PICO Holdings, Inc. (a)

18,144

752,250

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Diversified Financial Services - continued

Portfolio Recovery Associates, Inc. (d)

15,839

$ 650,825

Primus Guaranty Ltd. (a)(d)

21,499

97,820

Resource America, Inc. Class A

15,458

155,198

The NASDAQ Stock Market, Inc. (a)

133,268

4,668,378

19,581,439

Insurance - 7.6%

21st Century Holding Co.

1,797

18,455

Affirmative Insurance Holdings, Inc.

11,382

88,324

Alleghany Corp.

4,860

1,824,930

Allied World Assurance Co. Holdings Ltd.

43,185

1,969,236

Amcomp, Inc. (a)

11,074

122,811

American Equity Investment Life Holding Co.

46,590

492,456

American Financial Group, Inc.

62,689

1,869,386

American Independence Corp. (a)

3,087

20,559

American National Insurance Co.

13,513

1,490,079

American Physicians Capital, Inc.

12,727

579,333

American Safety Insurance Group Ltd. (a)

9,346

152,340

Amerisafe, Inc. (a)

18,790

298,573

Amtrust Financial Services, Inc.

22,034

329,629

Arch Capital Group Ltd. (a)

42,907

3,018,937

Argo Group International Holdings, Ltd. (a)

29,589

1,141,840

Arthur J. Gallagher & Co.

89,404

2,282,484

Aspen Insurance Holdings Ltd.

68,174

1,742,527

Assured Guaranty Ltd.

54,953

1,269,414

Axis Capital Holdings Ltd.

126,519

4,434,491

Baldwin & Lyons, Inc. Class B

9,944

215,884

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

1,004

135,188,542

Brooke Corp.

8,106

9,160

Brown & Brown, Inc.

108,309

2,108,776

CastlePoint Holdings Ltd.

30,600

330,174

Citizens, Inc. Class A (a)(d)

10,666

70,609

CNA Financial Corp.

35,859

1,089,755

CNA Surety Corp. (a)

12,254

179,276

Commerce Group, Inc., Massachusetts

54,470

2,002,862

Conseco, Inc. (a)

175,344

2,046,264

Crawford & Co. Class B (a)

11,783

70,462

CRM Holdings Ltd. (a)

9,636

33,341

Darwin Professional Underwriters, Inc. (a)

10,000

284,400

Delphi Financial Group, Inc. Class A

39,220

1,133,066

Donegal Group, Inc. Class A

10,200

182,682

Eastern Insurance Holdings, Inc.

11,883

194,287

eHealth, Inc. (a)

11,884

296,268

EMC Insurance Group

12,011

336,668

Employers Holdings, Inc.

50,840

970,536

Endurance Specialty Holdings Ltd.

51,346

1,728,306

Enstar Group Ltd. (a)

5,222

557,396

Erie Indemnity Co. Class A

48,343

2,474,678

Shares

Value

Everest Re Group Ltd.

57,919

$ 5,080,655

FBL Financial Group, Inc. Class A

15,302

410,859

Fidelity National Financial, Inc. Class A

207,094

3,541,307

First Acceptance Corp. (a)

24,679

86,377

First Mercury Financial Corp. (a)

17,374

306,825

Flagstone Reinsurance Holdings Ltd.

30,365

394,745

FPIC Insurance Group, Inc. (a)

11,078

504,160

Gainsco, Inc. (a)

196

710

Greenlight Capital Re, Ltd.

1,100

21,681

Hallmark Financial Services, Inc. (a)

12,591

159,906

Hanover Insurance Group, Inc.

47,150

2,173,615

Harleysville Group, Inc.

16,469

642,456

HCC Insurance Holdings, Inc.

106,664

2,545,003

Hilb Rogal & Hobbs Co.

36,013

1,114,962

Hilltop Holdings, Inc. (a)

54,151

568,586

Horace Mann Educators Corp.

38,802

632,085

Independence Holding Co.

5,623

76,979

Infinity Property & Casualty Corp.

16,293

656,934

Insure.com, Inc. (a)

779

2,952

Investors Title Co.

1,641

79,211

IPC Holdings Ltd.

55,628

1,579,835

Kansas City Life Insurance Co.

3,631

190,736

LandAmerica Financial Group, Inc. (d)

17,431

519,095

Life Partners Holdings, Inc. (d)

6,325

138,834

Markel Corp. (a)(d)

9,965

4,032,337

Max Capital Group Ltd.

44,602

1,075,800

Meadowbrook Insurance Group, Inc.

35,338

242,772

Mercer Insurance Group, Inc.

5,069

90,482

Mercury General Corp.

26,466

1,346,061

Montpelier Re Holdings Ltd.

98,862

1,657,916

National Atlantic Holdings Corp. Class A (a)

8,196

49,668

National Financial Partners Corp. (d)

36,735

897,069

National Interstate Corp.

6,658

152,868

National Security Group, Inc.

2,778

43,920

National Western Life Insurance Co. Class A

2,447

576,954

Nationwide Financial Services, Inc. Class A (sub. vtg.)

51,063

2,605,745

Navigators Group, Inc. (a)

12,804

646,474

Nymagic, Inc.

8,426

191,354

OdysseyRe Holdings Corp.

25,213

946,496

Old Republic International Corp.

221,209

3,329,195

OneBeacon Insurance Group Ltd.

29,770

546,577

PartnerRe Ltd.

54,530

4,018,316

Penn Treaty American Corp. (a)

31,965

159,825

Philadelphia Consolidated Holdings Corp. (a)

55,506

2,067,599

Phoenix Companies, Inc.

106,254

1,076,353

Platinum Underwriters Holdings Ltd.

52,605

1,865,899

PMA Capital Corp. Class A (a)

37,128

370,537

Presidential Life Corp.

24,226

426,862

ProAssurance Corp. (a)

29,046

1,488,027

ProCentury Corp.

13,119

231,026

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Insurance - continued

Protective Life Corp.

62,936

$ 2,642,053

Reinsurance Group of America, Inc.

29,218

1,502,390

RenaissanceRe Holdings Ltd.

60,415

3,151,246

RLI Corp.

23,173

1,185,067

Safety Insurance Group, Inc.

15,866

613,380

SCPIE Holding, Inc. (a)

9,553

263,663

SeaBright Insurance Holdings, Inc. (a)

17,523

268,452

Security Capital Assurance Ltd. (d)

30,974

27,567

Selective Insurance Group, Inc.

52,628

1,151,501

Specialty Underwriters' Alliance, Inc. (a)

14,899

70,919

StanCorp Financial Group, Inc.

46,893

2,578,646

State Auto Financial Corp.

13,588

374,349

Stewart Information Services Corp.

15,082

356,689

The First American Corp.

79,938

2,683,519

Tower Group, Inc.

21,338

556,282

Transatlantic Holdings, Inc.

24,046

1,554,574

Unico American Corp. (a)

2,607

24,010

United America Indemnity Ltd. Class A (a)

21,961

319,972

United Fire & Casualty Co.

21,092

761,210

Unitrin, Inc.

43,264

1,499,098

Universal Insurance Holdings, Inc.

15,000

51,000

Validus Holdings Ltd.

30,700

642,244

W.R. Berkley Corp.

157,341

4,262,368

Wesco Financial Corp.

1,262

537,612

White Mountains Insurance Group Ltd.

6,997

3,337,569

Zenith National Insurance Corp.

35,313

1,424,880

258,054,096

Real Estate Investment Trusts - 5.0%

Acadia Realty Trust (SBI)

28,024

693,314

Agree Realty Corp.

11,217

292,315

Alesco Financial, Inc. (d)

40,369

107,382

Alexanders, Inc. (a)

2,132

735,540

Alexandria Real Estate Equities, Inc. (d)

31,517

3,287,223

AMB Property Corp. (SBI)

91,422

5,388,413

American Campus Communities, Inc.

30,973

942,199

American Land Lease, Inc.

4,333

84,667

Annaly Capital Management, Inc.

505,776

9,007,871

Anthracite Capital, Inc. (d)

68,320

640,158

Anworth Mortgage Asset Corp.

59,448

420,297

Arbor Realty Trust, Inc. (d)

23,691

332,859

Ashford Hospitality Trust, Inc.

115,148

707,009

Associated Estates Realty Corp.

34,225

401,117

BioMed Realty Trust, Inc.

66,324

1,742,995

Brandywine Realty Trust (SBI)

79,824

1,498,296

BRE Properties, Inc.

44,728

2,167,519

BRT Realty Trust

3,818

49,290

Camden Property Trust (SBI)

53,528

2,636,789

Capital Trust, Inc. Class A

15,927

461,087

CapitalSource, Inc. (d)

154,129

2,367,421

CapLease, Inc.

60,502

501,562

Shares

Value

Capstead Mortgage Corp.

43,192

$ 591,730

Care Investment Trust, Inc.

4,587

52,705

CBL & Associates Properties, Inc.

63,090

1,659,898

CBRE Realty Finance, Inc. (d)

27,390

109,834

Cedar Shopping Centers, Inc.

56,297

686,823

Chimera Investment Corp.

31,000

429,660

Cogdell Spencer, Inc.

5,912

104,938

Colonial Properties Trust (SBI)

46,133

1,109,499

Corporate Office Properties Trust (SBI)

47,189

1,788,935

Cousins Properties, Inc. (d)

41,230

1,091,358

Crystal River Capital, Inc. (d)

24,451

136,437

DCT Industrial Trust, Inc. (d)

170,310

1,660,523

Deerfield Capital Corp.

44,547

40,983

DiamondRock Hospitality Co.

96,358

1,321,068

Digital Realty Trust, Inc.

56,719

2,399,214

Douglas Emmett, Inc.

95,352

2,336,124

Duke Realty LP

137,216

3,523,707

DuPont Fabros Technology, Inc.

37,662

762,279

EastGroup Properties, Inc.

25,900

1,231,027

Education Realty Trust, Inc.

50,625

660,656

Entertainment Properties Trust (SBI)

27,677

1,523,619

Equity Lifestyle Properties, Inc.

29,657

1,473,656

Equity One, Inc.

35,230

817,688

Essex Property Trust, Inc.

22,797

2,723,558

Extra Space Storage, Inc.

63,108

1,050,748

Federal Realty Investment Trust (SBI) (d)

60,895

4,909,355

FelCor Lodging Trust, Inc.

58,847

874,466

Feldman Mall Properties, Inc.

12,239

20,317

First Industrial Realty Trust, Inc. (d)

43,843

1,373,601

First Potomac Realty Trust

32,149

560,679

Franklin Street Properties Corp.

66,177

977,434

Friedman, Billings, Ramsey Group, Inc. Class A

140,622

269,994

Getty Realty Corp.

17,746

308,958

Gladstone Commercial Corp.

10,600

191,118

Glimcher Realty Trust

34,000

440,300

GMH Communities Trust

50,213

368,563

Gramercy Capital Corp. (d)

40,689

681,541

Health Care REIT, Inc.

81,157

3,919,883

Healthcare Realty Trust, Inc.

46,997

1,247,770

Hersha Hospitality Trust

54,503

518,324

Highwoods Properties, Inc. (SBI)

55,515

1,998,540

Home Properties, Inc.

30,716

1,572,659

Hospitality Properties Trust (SBI)

84,349

2,614,819

HRPT Properties Trust (SBI)

195,558

1,523,397

Inland Real Estate Corp.

75,407

1,183,890

Investors Real Estate Trust

66,191

692,358

iStar Financial, Inc. (d)

120,220

2,298,606

JER Investments Trust, Inc. (d)

22,756

204,349

Kilroy Realty Corp.

30,274

1,650,538

Kite Realty Group Trust

37,057

515,092

LaSalle Hotel Properties (SBI)

39,161

1,285,264

Lexington Corporate Properties Trust

67,928

1,058,998

Liberty Property Trust (SBI)

84,250

2,990,875

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

LTC Properties, Inc.

19,272

$ 535,762

Mack-Cali Realty Corp.

60,915

2,353,756

Maguire Properties, Inc. (d)

37,396

587,491

Medical Properties Trust, Inc. (d)

55,016

671,745

MFA Mortgage Investments, Inc.

138,432

1,006,401

Mid-America Apartment Communities, Inc.

26,924

1,507,206

Mission West Properties, Inc.

23,945

280,875

Monmouth Real Estate Investment Corp. Class A

9,627

67,870

National Health Investors, Inc.

25,658

795,398

National Retail Properties, Inc.

58,141

1,320,382

Nationwide Health Properties, Inc.

92,541

3,158,424

Newcastle Investment Corp. (d)

55,833

553,863

NorthStar Realty Finance Corp. (d)

60,270

602,700

Omega Healthcare Investors, Inc.

63,118

1,124,763

One Liberty Properties, Inc.

12,885

215,308

Origen Financial, Inc.

17,799

26,699

Parkway Properties, Inc.

18,071

687,059

Pennsylvania Real Estate Investment Trust (SBI)

37,341

1,002,606

PMC Commercial Trust

6,561

51,176

Post Properties, Inc.

41,788

1,483,892

Potlatch Corp.

36,757

1,776,833

PS Business Parks, Inc.

23,174

1,332,505

RAIT Financial Trust (SBI) (d)

59,041

525,465

Ramco-Gershenson Properties Trust (SBI)

16,771

374,832

Rayonier, Inc.

70,403

3,341,326

Realty Income Corp.

93,451

2,289,550

Redwood Trust, Inc. (d)

23,125

780,469

Regency Centers Corp.

66,991

4,454,232

Resource Capital Corp. (d)

20,772

189,441

Saul Centers, Inc.

12,166

613,410

Senior Housing Properties Trust (SBI)

91,361

2,029,128

SL Green Realty Corp.

54,115

5,395,266

Sovran Self Storage, Inc.

30,151

1,332,373

Strategic Hotel & Resorts, Inc.

76,240

1,048,300

Sun Communities, Inc.

23,977

480,739

Sunstone Hotel Investors, Inc.

53,565

1,031,126

Supertel Hospitality, Inc., Maryland

13,197

72,847

Tanger Factory Outlet Centers, Inc.

32,488

1,242,341

Taubman Centers, Inc.

51,107

2,747,001

The Macerich Co.

69,110

4,943,438

Transcontinental Realty Investors, Inc. (a)

1,497

24,835

U-Store-It Trust

53,157

675,625

UDR, Inc.

130,445

3,227,209

UMH Properties, Inc.

4,453

40,433

Universal Health Realty Income Trust (SBI)

14,027

478,461

Urstadt Biddle Properties, Inc.

5,274

93,086

Urstadt Biddle Properties, Inc. Class A

20,626

356,830

Ventas, Inc.

134,733

6,421,375

Shares

Value

Washington (REIT) (SBI)

45,520

$ 1,533,569

Weingarten Realty Investors (SBI)

73,998

2,552,931

Winthrop Realty Trust

55,141

243,723

169,685,753

Real Estate Management & Development - 0.4%

American Realty Investments, Inc. (a)

1,965

23,423

Brookfield Properties Corp.

200,104

4,024,092

Consolidated-Tomoka Land Co.

7,270

389,163

Forest City Enterprises, Inc. Class A

67,421

2,696,840

Forestar Real Estate Group, Inc. (a)

30,666

766,650

FX Real Estate & Entertainment, Inc. (a)

8,746

34,197

Grubb & Ellis Co.

40,464

231,454

Housevalues, Inc. (a)(d)

9,851

26,893

Jones Lang LaSalle, Inc.

33,530

2,365,206

Meruelo Maddux Properties, Inc. (a)

52,210

146,188

Reis, Inc. (a)

2,805

15,540

Stratus Properties, Inc. (a)

2,986

79,099

Tejon Ranch Co. (a)

15,713

627,106

The St. Joe Co. (d)

87,529

3,359,363

Thomas Properties Group, Inc.

20,837

215,871

United Capital Corp. (a)

2,068

47,564

ZipRealty, Inc. (a)

10,323

49,654

15,098,303

Thrifts & Mortgage Finance - 1.0%

Abington Bancorp, Inc.

16,672

167,220

American Bancorp of New Jersey, Inc.

20,535

232,456

Anchor BanCorp Wisconsin, Inc.

18,340

257,310

Astoria Financial Corp.

81,426

1,942,824

Bank Mutual Corp.

57,255

634,958

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

49,516

87,148

BankFinancial Corp.

29,332

436,753

BankUnited Financial Corp. Class A (d)

33,017

104,004

BCSB Bancorp, Inc. (a)

2,564

29,871

Beneficial Mutual Bancorp, Inc. (a)

31,000

357,740

Berkshire Bancorp, Inc.

1,110

16,983

Berkshire Hills Bancorp, Inc.

11,615

293,976

Beverly Hills Bancorp, Inc.

10,000

25,000

Brookline Bancorp, Inc., Delaware

72,365

727,268

Camco Financial Corp.

7,852

95,009

Capitol Federal Financial

22,464

921,024

Centerline Holding Co.

50,006

123,515

CFS Bancorp, Inc.

5,521

78,840

Charter Financial Corp., Georgia

8,305

264,846

Cheviot Financial Corp.

52

504

Citizens First Bancorp, Inc., Delaware

3,754

27,817

Citizens South Banking Corp., Delaware

10,510

96,377

Clayton Holdings, Inc. (a)

6,858

40,394

Clifton Savings Bancorp, Inc. (d)

8,458

86,187

Corus Bankshares, Inc. (d)

43,002

247,262

Dime Community Bancshares, Inc.

32,145

584,396

Doral Financial Corp. (a)

3,449

57,357

Downey Financial Corp. (d)

18,670

125,462

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Thrifts & Mortgage Finance - continued

ESB Financial Corp.

7,483

$ 80,742

Farmer Mac Class C (non-vtg.)

12,702

367,850

First Busey Corp. (d)

35,164

640,688

First Clover Leaf Financial Corp.

10,566

106,188

First Defiance Financial Corp.

3,003

58,078

First Federal Bancshares of Arkansas, Inc.

3,747

46,950

First Federal Bankshares, Inc.

2,907

31,977

First Financial Holdings, Inc.

12,293

308,308

First Financial Northwest, Inc.

17,660

182,251

First Financial Service Corp.

745

15,772

First Niagara Financial Group, Inc.

106,080

1,503,154

First Place Financial Corp.

18,173

231,342

FirstFed Financial Corp. (a)(d)

16,531

243,667

Flagstar Bancorp, Inc. (d)

35,396

168,131

Flushing Financial Corp.

25,913

508,413

Franklin Bank Corp. (a)(d)

24,731

25,226

Guaranty Financial Group, Inc. (a)(d)

30,666

193,196

Harrington West Financial Group, Inc.

4,000

22,440

HMN Financial, Inc.

2,852

47,343

Home Federal Bancorp, Inc.

14,626

171,124

HopFed Bancorp, Inc.

7,731

107,074

Imperial Capital Bancorp, Inc.

5,543

55,541

Indiana Community Bancorp

2,558

55,764

IndyMac Bancorp, Inc. (d)

89,574

169,295

Jefferson Bancshares, Inc., Tennessee

5,738

53,019

Kearny Financial Corp.

13,844

161,144

Legacy Bancorp, Inc.

18,619

251,357

Lincoln Bancorp

3,496

41,917

LSB Corp.

3,904

62,074

MASSBANK Corp.

6,468

254,710

MutualFirst Financial, Inc.

2,603

26,551

NASB Financial, Inc. (d)

3,384

86,461

New England Bancshares, Inc.

7,230

78,879

New York Community Bancorp, Inc.

312,679

6,416,173

NewAlliance Bancshares, Inc.

99,575

1,334,305

Northeast Community Bancorp, Inc.

8,762

101,639

Northwest Bancorp, Inc.

29,130

714,559

OceanFirst Financial Corp.

4,849

99,550

Ocwen Financial Corp. (a)

28,396

199,908

Oritani Financial Corp. (a)(d)

11,740

183,144

Pamrapo Bancorp, Inc.

2,874

43,139

Parkvale Financial Corp.

2,919

76,565

People's United Financial, Inc.

185,737

3,070,233

Peoples Community Bancorp, Inc.

6,000

17,340

PFF Bancorp, Inc. (d)

20,235

24,889

Provident Financial Holdings, Inc.

3,631

46,949

Provident Financial Services, Inc.

90,068

1,416,770

Provident New York Bancorp

44,295

576,278

Pulaski Financial Corp.

6,450

73,208

PVF Capital Corp.

5,643

59,308

Shares

Value

Radian Group, Inc. (d)

91,569

$ 524,690

Rainier Pacific Financial Group, Inc.

3,186

41,482

Riverview Bancorp, Inc.

13,156

117,352

Rockville Financial, Inc.

7,892

109,225

Roma Financial Corp.

10,524

155,966

Rome Bancorp, Inc.

12,337

144,343

TF Financial Corp.

1,778

43,081

TFS Financial Corp.

99,035

1,231,005

The PMI Group, Inc.

73,681

439,139

TierOne Corp.

17,055

122,284

Timberland Bancorp, Inc.

12,774

140,259

Triad Guaranty, Inc. (a)(d)

10,834

23,943

Trustco Bank Corp., New York

69,461

608,478

United Community Financial Corp., Ohio

27,305

165,741

ViewPoint Financial Group

20,326

329,078

Washington Federal, Inc.

85,704

1,918,913

Wauwatosa Holdings, Inc. (a)(d)

7,726

100,979

Westfield Financial, Inc.

16,393

160,979

Willow Financial Bancorp, Inc.

16,430

157,892

WSFS Financial Corp.

9,096

463,441

35,871,354

TOTAL FINANCIALS

684,261,608

HEALTH CARE - 9.5%

Biotechnology - 2.8%

A.P. Pharma, Inc. (a)

4,452

6,990

Aastrom Biosciences, Inc. (a)

75,401

29,482

Abraxis BioScience, Inc. (a)(d)

5,874

381,458

Acadia Pharmaceuticals, Inc. (a)(d)

42,194

371,307

Acorda Therapeutics, Inc. (a)

31,340

675,690

ADVENTRX Pharmaceuticals, Inc. (a)

46,743

20,801

Affymax, Inc. (a)(d)

8,252

123,037

Alexion Pharmaceuticals, Inc. (a)(d)

37,581

2,681,404

Alfacell Corp. (a)(d)

65,656

56,464

Alkermes, Inc. (a)

95,970

1,215,940

Allos Therapeutics, Inc. (a)

49,603

314,483

Alnylam Pharmaceuticals, Inc. (a)(d)

30,657

885,374

Alseres Pharmaceuticals, Inc. (a)

1,366

3,879

Altus Pharmaceuticals, Inc. (a)(d)

23,918

102,608

Amicus Therapeutics, Inc. (d)

10,000

104,000

Amylin Pharmaceuticals, Inc. (a)(d)

135,561

4,306,773

Anadys Pharmaceuticals, Inc. (a)

18,763

54,600

Antigenics, Inc. (a)(d)

19,086

44,089

Arena Pharmaceuticals, Inc. (a)(d)

76,082

390,301

ARIAD Pharmaceuticals, Inc. (a)(d)

86,734

223,774

ArQule, Inc. (a)

42,103

180,201

Array Biopharma, Inc. (a)

50,434

313,699

Avalon Pharmaceuticals, Inc. (a)

22,000

37,180

AVAX Technologies, Inc. (a)

4,900

441

AVI BioPharma, Inc. (a)(d)

25,727

36,018

Avigen, Inc. (a)

22,946

68,150

BioCryst Pharmaceuticals, Inc. (a)(d)

33,947

99,804

BioMarin Pharmaceutical, Inc. (a)

93,523

3,569,773

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Biosante Pharmaceuticals, Inc. (a)

21,771

$ 86,866

BioSphere Medical, Inc. (a)

4,678

16,420

Calypte Biomedical Corp. (a)

656

37

Cel-Sci Corp. (a)

5,333

3,677

Cell Genesys, Inc. (a)(d)

88,600

313,644

Cell Therapeutics, Inc. (a)(d)

31,073

18,426

Cephalon, Inc. (a)(d)

65,338

4,424,036

Cepheid, Inc. (a)(d)

55,955

1,472,736

Cleveland Biolabs, Inc. (a)(d)

20,722

106,304

Combinatorx, Inc. (a)

22,451

81,946

Cougar Biotechnology, Inc. (a)

8,000

216,160

Critical Therapeutics, Inc. (a)

7,164

2,221

Cubist Pharmaceuticals, Inc. (a)

52,675

1,003,986

CuraGen Corp. (a)

41,352

46,314

Curis, Inc. (a)

10,011

14,716

CV Therapeutics, Inc. (a)

63,324

559,151

Cytokinetics, Inc. (a)

45,414

182,564

Cytori Therapeutics, Inc. (a)(d)

14,014

105,385

CytRx Corp. (d)

79,740

70,171

Dendreon Corp. (a)(d)

99,179

515,731

DUSA Pharmaceuticals, Inc. (a)(d)

9,863

19,529

Dyax Corp. (a)

58,388

214,868

Dynavax Technologies Corp. (a)(d)

21,508

34,843

Emergent BioSolutions, Inc. (a)

13,717

147,458

Encysive Pharmaceuticals, Inc. (a)(d)

39,210

92,144

EntreMed, Inc. (a)

6,269

4,511

Enzon Pharmaceuticals, Inc. (a)(d)

51,498

453,182

EPIX Pharmaceuticals, Inc. (a)

9,769

21,394

Exact Sciences Corp. (a)

5,146

10,189

Forticell Bioscience, Inc. (a)

2

0

Genelabs Technologies, Inc. (a)

7,653

6,964

Genentech, Inc. (a)

452,665

32,080,369

Genitope Corp. (a)

50,442

5,044

Genomic Health, Inc. (a)(d)

21,051

364,182

GenVec, Inc. (a)

87,639

156,874

Geron Corp. (a)(d)

77,110

327,718

GTC Biotherapeutics, Inc. (a)

4,398

2,243

GTx, Inc. (a)(d)

15,842

237,947

Halozyme Therapeutics, Inc. (a)(d)

72,135

373,659

Hana Biosciences, Inc. (a)

18,262

15,340

Hemispherx Biopharma, Inc. (a)

93,692

65,603

Human Genome Sciences, Inc. (a)(d)

130,189

765,511

Idenix Pharmaceuticals, Inc. (a)(d)

13,126

85,844

Idera Pharmaceuticals, Inc. (a)(d)

26,869

403,035

IDM Pharma, Inc. (a)

908

1,907

ImClone Systems, Inc. (a)

60,388

2,631,709

ImmunoGen, Inc. (a)

33,884

154,172

Immunomedics, Inc. (a)(d)

65,181

174,033

Incyte Corp. (a)

73,873

717,307

Indevus Pharmaceuticals, Inc. (a)(d)

81,189

364,539

Infinity Pharmaceuticals, Inc. (a)

1,801

13,237

Shares

Value

Inhibitex, Inc. (a)

8,093

$ 5,260

Insmed, Inc. (a)

127,479

76,487

InterMune, Inc. (a)(d)

33,697

475,128

Introgen Therapeutics, Inc. (a)(d)

44,401

91,022

Isis Pharmaceuticals, Inc. (a)(d)

91,817

1,298,292

Isolagen, Inc. (a)

33,379

20,027

Keryx Biopharmaceuticals, Inc. (a)

60,465

30,837

Kosan Biosciences, Inc. (a)

28,380

153,820

La Jolla Pharmaceutical Co. (a)

33,235

63,479

Lexicon Pharmaceuticals, Inc. (a)

68,125

143,744

Ligand Pharmaceuticals, Inc. Class B

70,084

245,995

Lipid Sciences, Inc. (a)

6,973

5,021

Manhattan Pharmaceuticals, Inc. (a)(d)

9,897

1,386

MannKind Corp. (a)(d)

74,374

223,122

Martek Biosciences (a)(d)

30,378

1,147,073

Maxygen, Inc. (a)

38,092

224,362

Medarex, Inc. (a)(d)

126,451

1,101,388

Memory Pharmaceuticals Corp. (a)

67,941

34,038

Metabasis Therapeutics, Inc. (a)

26,087

46,174

Metabolix, Inc. (a)(d)

14,855

166,673

Micromet, Inc. (a)(d)

5,632

13,629

Momenta Pharmaceuticals, Inc. (a)

24,545

314,667

Monogram Biosciences, Inc. (a)(d)

94,829

104,312

Myriad Genetics, Inc. (a)(d)

41,078

1,988,997

Nabi Biopharmaceuticals (a)

74,967

310,363

Neopharm, Inc. (a)

8,402

5,125

Neose Technologies, Inc. (a)

9,641

5,688

Neurocrine Biosciences, Inc. (a)

40,314

198,748

Neurogen Corp. (a)

14,550

12,077

Northfield Laboratories, Inc. (a)

29,181

25,971

Novavax, Inc. (a)

42,163

126,489

NPS Pharmaceuticals, Inc. (a)

39,572

178,074

Nuvelo, Inc. (a)

36,720

28,274

Omrix Biopharmaceuticals, Inc. (a)

16,963

308,557

ONYX Pharmaceuticals, Inc. (a)(d)

53,103

1,876,660

Orchid Cellmark, Inc. (a)

20,246

57,296

OREXIGEN Therapeutics, Inc. (d)

25,117

218,769

Orthologic Corp. (a)

36,394

37,486

Oscient Pharmaceuticals Corp. (a)(d)

9,344

19,622

OSI Pharmaceuticals, Inc. (a)(d)

54,589

1,926,992

Osiris Therapeutics, Inc. (a)(d)

18,030

252,600

OXiGENE, Inc. (a)

27,796

45,863

Palatin Technologies, Inc. (a)

59,631

12,523

Panacos Pharmaceuticals, Inc. (a)

35,312

19,068

PDL BioPharma, Inc.

110,808

1,135,782

Peregrine Pharmaceuticals, Inc. (a)

144,570

62,165

Pharmacopeia Drug Discovery, Inc. (a)

2,994

12,904

Pharmacyclics, Inc. (a)

41,159

42,394

Pharmasset, Inc.

14,268

258,251

Poniard Pharmaceuticals, Inc. (a)(d)

14,768

58,481

Pro-Pharmaceuticals, Inc. (a)

23,828

9,052

Progenics Pharmaceuticals, Inc. (a)(d)

24,524

401,703

Regeneron Pharmaceuticals, Inc. (a)

79,379

1,579,642

Repligen Corp. (a)

34,267

197,721

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Rigel Pharmaceuticals, Inc. (a)

40,346

$ 941,676

RXi Pharmaceuticals Corp. (d)

3,977

38,497

Sangamo Biosciences, Inc. (a)(d)

42,750

473,670

Savient Pharmaceuticals, Inc. (a)(d)

65,430

1,743,055

SciClone Pharmaceuticals, Inc. (a)

14,063

25,173

Seattle Genetics, Inc. (a)(d)

69,909

653,649

Senomyx, Inc. (a)

31,175

161,175

SIGA Technologies, Inc. (a)(d)

5,146

15,489

Sonus Pharmaceuticals, Inc. (a)

32,820

11,159

StemCells, Inc. (a)

46,919

66,156

Sunesis Pharmaceuticals, Inc. (a)(d)

3,400

6,800

Synta Pharmaceuticals Corp. (a)(d)

25,759

180,313

Telik, Inc. (a)(d)

42,903

93,100

Tercica, Inc. (a)

30,000

127,800

Theravance, Inc. (a)(d)

55,976

757,355

Third Wave Technologies, Inc. (a)

44,390

470,978

Threshold Pharmaceuticals, Inc. (a)

15,598

4,835

Titan Pharmaceuticals, Inc. (a)

11,415

17,465

TorreyPines Therapeutics, Inc. (a)

1,899

2,526

Trimeris, Inc.

15,229

90,460

Trubion Pharmaceuticals, Inc. (a)(d)

6,000

37,320

Unigene Laboratories, Inc. (a)(d)

74,735

142,744

United Therapeutics Corp. (a)

20,368

1,945,348

Vanda Pharmaceuticals, Inc. (a)

21,153

98,996

Vertex Pharmaceuticals, Inc. (a)

137,853

3,946,731

Vical, Inc. (a)

34,045

108,604

XOMA Ltd. (a)

145,384

290,768

Zymogenetics, Inc. (a)(d)

42,530

383,621

95,718,302

Health Care Equipment & Supplies - 2.3%

Abaxis, Inc. (a)

22,041

647,785

Abiomed, Inc. (a)

31,613

467,240

Accuray, Inc. (a)(d)

34,689

331,627

Advanced Medical Optics, Inc. (a)(d)

61,300

1,484,686

Align Technology, Inc. (a)(d)

62,081

817,607

Alphatec Holdings, Inc. (a)

14,930

74,053

American Medical Systems Holdings, Inc. (a)(d)

67,355

1,017,734

Analogic Corp.

12,972

869,383

Angiodynamics, Inc. (a)

20,296

314,385

Anika Therapeutics, Inc. (a)(d)

12,355

107,489

ArthroCare Corp. (a)(d)

26,849

1,184,309

Aspect Medical Systems, Inc. (a)(d)

22,382

119,744

ATS Medical, Inc. (a)

6,269

13,792

Beckman Coulter, Inc.

56,783

3,940,172

BioLase Technology, Inc. (a)

21,417

69,605

Bovie Medical Corp. (a)(d)

18,610

144,786

BSD Medical Corp. (a)(d)

13,363

99,822

Cambridge Heart, Inc. (a)

1,200

768

Candela Corp. (a)

20,642

51,399

Cantel Medical Corp. (a)

13,163

140,844

Shares

Value

Cardiac Science Corp. (a)

24,399

$ 230,327

Cardica, Inc. (a)(d)

18,168

129,356

Cardiodynamics International Corp. (a)

1,977

3,598

Cardiotech International, Inc. (a)

3,688

1,881

Cerus Corp. (a)

40,324

199,201

Clarient, Inc. (a)

8,140

15,792

Clinical Data, Inc. (a)(d)

12,139

232,098

Conceptus, Inc. (a)(d)

21,558

409,171

CONMED Corp. (a)

26,542

708,406

Cooper Companies, Inc.

42,262

1,709,498

Cryolife, Inc. (a)

23,279

269,571

Cutera, Inc. (a)

13,073

133,868

Cyberonics, Inc. (a)

28,461

504,614

Cynosure, Inc. Class A (a)

12,274

301,081

Datascope Corp.

14,755

630,334

DENTSPLY International, Inc.

134,600

5,456,684

DexCom, Inc. (a)(d)

35,375

279,109

Digirad Corp. (a)

4,978

11,151

Edwards Lifesciences Corp. (a)

52,228

3,014,078

Electro-Optical Sciences, Inc. (a)(d)

9,000

83,700

Endologix, Inc. (a)

29,516

77,627

EP Medsystems, Inc. (a)

14,220

41,380

Escalon Medical Corp. (a)

3,512

11,063

ev3, Inc. (a)(d)

70,887

705,326

Exactech, Inc. (a)

12,414

330,088

Fonar Corp. (a)

785

2,135

Gen-Probe, Inc. (a)

49,207

2,801,847

Greatbatch, Inc. (a)

20,807

390,131

Haemonetics Corp. (a)

23,414

1,319,613

Hansen Medical, Inc. (a)(d)

14,073

252,329

HealthTronics, Inc. (a)

18,929

71,552

Hill-Rom Holdings, Inc.

60,481

1,859,791

Hologic, Inc. (a)(d)

248,720

5,976,742

Home Diagnostics, Inc. (a)

19,347

153,615

I-Flow Corp. (a)

24,646

338,390

ICU Medical, Inc. (a)

13,059

332,743

IDEXX Laboratories, Inc. (a)

61,310

3,096,155

Immucor, Inc. (a)

66,174

1,775,448

Insite Vision (a)

62,560

36,910

Insulet Corp.

22,878

372,911

Integra LifeSciences Holdings Corp. (a)

17,966

754,931

Invacare Corp.

28,693

521,639

Inverness Medical Innovations, Inc. (a)

75,726

2,768,543

Iridex Corp. (a)

9,439

21,993

IRIS International, Inc. (a)

21,153

334,640

IVAX Diagnostics, Inc. (a)

7,111

5,333

Kensey Nash Corp. (a)

14,263

419,047

Kinetic Concepts, Inc. (a)

52,014

2,258,968

Masimo Corp. (d)

40,379

1,395,498

Medical Action Industries, Inc. (a)

13,708

182,042

Mentor Corp. (d)

36,815

1,160,041

Meridian Bioscience, Inc.

39,237

1,150,821

Merit Medical Systems, Inc. (a)

32,942

524,437

Micrus Endovascular Corp. (a)

16,657

188,391

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - continued

Minrad International, Inc. (a)(d)

24,400

$ 55,144

National Dentex Corp. (a)

2,508

28,566

Natus Medical, Inc. (a)

21,654

466,860

Neogen Corp. (a)

16,257

428,209

NeuroMetrix, Inc. (a)

7,830

16,756

NMT Medical, Inc. (a)

16,102

77,129

North American Scientific, Inc. (a)

786

1,108

Northstar Neuroscience, Inc. (a)

18,816

31,799

NuVasive, Inc. (a)(d)

34,834

1,474,523

NxStage Medical, Inc. (a)

19,789

95,977

OraSure Technologies, Inc. (a)

45,145

245,589

Orthofix International NV (a)

16,028

521,551

Orthovita, Inc. (a)

20,662

51,655

Osteotech, Inc. (a)

4,011

24,547

Palomar Medical Technologies, Inc. (a)

16,266

179,902

Quidel Corp. (a)

32,548

555,594

ResMed, Inc. (a)

75,783

2,985,092

Retractable Technologies, Inc. (a)

5,601

7,841

Rochester Medical Corp. (a)(d)

8,589

107,105

RTI Biologics, Inc. (a)

51,821

515,619

Sirona Dental Systems, Inc. (a)

16,590

492,059

Somanetics Corp. (a)(d)

17,097

302,275

Sonic Innovations, Inc. (a)

31,910

127,640

SonoSite, Inc. (a)(d)

17,507

537,815

Staar Surgical Co. (a)

8,437

28,264

Stereotaxis, Inc. (a)(d)

33,454

176,303

Steris Corp.

61,693

1,866,213

SurModics, Inc. (a)(d)

15,757

706,544

Symmetry Medical, Inc. (a)

34,850

516,129

Synovis Life Technologies, Inc. (a)

14,155

277,155

The Spectranetics Corp. (a)

37,264

406,178

Theragenics Corp. (a)

45,104

177,259

Thermage, Inc. (a)

10,000

30,300

ThermoGenesis Corp. (a)

39,439

57,975

Thoratec Corp. (a)

55,076

910,406

TomoTherapy, Inc. (d)

35,629

317,454

Trimedyne, Inc. (a)

8,608

3,271

Urologix, Inc. (a)

5,053

6,417

Utah Medical Products, Inc.

3,222

90,216

Vascular Solutions, Inc. (a)

21,325

137,546

Vision Sciences, Inc. (a)(d)

8,293

41,299

Vital Signs, Inc.

9,398

533,712

Vnus Medical Technologies, Inc. (a)

16,000

280,800

Volcano Corp. (a)

31,788

443,125

West Pharmaceutical Services, Inc.

31,870

1,511,594

Wright Medical Group, Inc. (a)

36,747

1,091,018

Young Innovations, Inc.

3,599

73,636

Zoll Medical Corp. (a)

18,824

682,370

77,548,407

Health Care Providers & Services - 2.1%

Access Plans USA, Inc. (a)

3,930

3,773

Shares

Value

Advocat, Inc. (a)

14,148

$ 170,342

Air Methods Corp. (a)

12,127

467,375

Alliance Imaging, Inc. (a)

30,861

260,158

Allied Healthcare International, Inc. (a)

21,264

37,425

Allion Healthcare, Inc. (a)

9,407

56,254

Almost Family, Inc. (a)

7,418

181,073

Amedisys, Inc. (a)

24,128

1,225,944

America Service Group, Inc. (a)

8,584

77,342

American Dental Partners, Inc. (a)

13,941

167,571

AMERIGROUP Corp. (a)

47,878

1,321,912

AMN Healthcare Services, Inc. (a)

30,872

537,482

AmSurg Corp. (a)

30,687

837,141

Animal Health International, Inc. (a)

28,873

196,048

Apria Healthcare Group, Inc. (a)

37,271

628,016

Arcadia Resources, Inc. (a)

80,061

60,046

Assisted Living Concepts, Inc. Class A (a)

59,315

397,411

athenahealth, Inc. (d)

17,056

540,164

Bio-Reference Laboratories, Inc. (a)

15,824

393,068

BioScrip, Inc. (a)

44,859

192,445

Brookdale Senior Living, Inc.

46,474

1,225,984

Capital Senior Living Corp. (a)

24,577

197,599

Centene Corp. (a)

38,730

817,590

Chemed Corp.

22,259

806,221

Chindex International, Inc. (a)

8,167

193,395

Community Health Systems, Inc. (a)

92,351

3,327,407

Comprehensive Care Corp. (a)

300

135

Corvel Corp. (a)

10,620

382,426

Cross Country Healthcare, Inc. (a)

31,101

481,132

DaVita, Inc. (a)

101,936

5,288,440

Dialysis Corp. of America (a)

7,648

55,830

Emergency Medical Services Corp. Class A (a)(d)

8,611

200,722

Emeritus Corp. (a)(d)

25,335

537,862

Five Star Quality Care, Inc. (a)

42,257

283,122

Genoptix, Inc.

6,179

167,513

Gentiva Health Services, Inc. (a)

25,101

505,534

Hanger Orthopedic Group, Inc. (a)

21,855

284,115

Health Grades, Inc. (a)

30,002

169,211

Health Management Associates, Inc. Class A (a)

221,984

1,722,596

Health Net, Inc. (a)

104,066

3,226,046

HealthExtras, Inc. (a)

34,078

1,064,938

HealthSouth Corp. (a)(d)

78,962

1,478,958

Healthspring, Inc. (a)

50,704

942,080

Healthways, Inc. (a)

33,301

1,075,622

HearUSA, Inc. (a)

11,117

18,899

Henry Schein, Inc. (a)

80,970

4,511,648

HMS Holdings Corp. (a)

22,242

449,956

Hooper Holmes, Inc. (a)

50,431

48,918

Hythiam, Inc. (a)(d)

35,825

85,980

Integramed America, Inc. (a)

12,500

104,000

InVentiv Health, Inc. (a)

34,152

1,116,770

Kindred Healthcare, Inc. (a)

30,255

834,735

Landauer, Inc.

9,969

596,246

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Providers & Services - continued

LCA-Vision, Inc. (d)

19,294

$ 160,333

LHC Group, Inc. (a)

16,020

347,153

LifePoint Hospitals, Inc. (a)

56,593

1,810,410

Lincare Holdings, Inc. (a)

78,452

2,044,459

Magellan Health Services, Inc. (a)

39,018

1,570,475

Medcath Corp. (a)

16,361

355,034

Medical Staffing Network Holdings, Inc. (a)

8,863

36,959

Metropolitan Health Networks, Inc. (a)

36,067

77,544

Molina Healthcare, Inc. (a)(d)

14,494

437,139

MWI Veterinary Supply, Inc. (a)

13,000

498,160

National Healthcare Corp.

8,401

438,952

National Research Corp.

1,185

37,671

Nighthawk Radiology Holdings, Inc. (a)

25,612

195,420

NovaMed Eyecare, Inc. (a)(d)

33,673

132,335

Odyssey Healthcare, Inc. (a)

35,991

392,662

Omnicare, Inc.

117,558

2,877,820

Owens & Minor, Inc.

35,142

1,668,542

PDI, Inc. (a)

3,836

31,647

Pediatrix Medical Group, Inc. (a)

47,344

2,548,528

PharMerica Corp. (a)(d)

24,824

508,147

Providence Service Corp. (a)

11,318

299,361

PSS World Medical, Inc. (a)

67,150

1,223,473

Psychemedics Corp.

3,872

62,765

Psychiatric Solutions, Inc. (a)(d)

52,660

1,920,510

RadNet, Inc. (a)(d)

41,219

268,748

RehabCare Group, Inc. (a)

22,431

380,654

ResCare, Inc. (a)

25,421

484,778

Rotech Healthcare, Inc. (a)

15,900

2,783

Rural/Metro Corp. (a)(d)

20,488

53,883

Skilled Healthcare Group, Inc.

21,687

291,907

SRI/Surgical Express, Inc. (a)

2,620

9,982

Sun Healthcare Group, Inc. (a)

33,342

478,791

Sunrise Senior Living, Inc. (a)(d)

37,848

1,002,215

Triple-S Management Corp.

14,334

271,199

U.S. Physical Therapy, Inc. (a)

23,352

400,720

Universal American Financial Corp. (a)

40,660

469,623

Universal Health Services, Inc. Class B

46,914

3,049,410

VCA Antech, Inc. (a)(d)

80,403

2,522,242

Wellcare Health Plans, Inc. (a)

38,987

2,151,303

71,466,357

Health Care Technology - 0.3%

A.D.A.M., Inc. (a)

2,620

18,799

Allscripts Healthcare Solutions, Inc. (a)(d)

50,583

628,747

AMICAS, Inc. (a)

31,224

85,866

Arrhythmia Research Technology, Inc. (a)

7,380

42,509

Cash Technologies, Inc. (a)

2,900

870

Cerner Corp. (a)(d)

61,643

2,796,743

Computer Programs & Systems, Inc.

17,274

344,616

Eclipsys Corp. (a)(d)

50,983

1,040,053

Shares

Value

Emageon, Inc. (a)(d)

18,876

$ 43,415

HealthAxis, Inc. (a)

190

133

HealthStream, Inc. (a)

6,041

17,761

HLTH Corp. (a)(d)

178,602

2,130,722

iCAD, Inc. (a)

48,360

177,965

MedAssets, Inc.

11,224

200,461

Mediware Information Systems, Inc. (a)

1,310

7,873

Merge Healthcare, Inc. (a)

50,544

34,875

Omnicell, Inc. (a)(d)

33,763

448,373

Phase Forward, Inc. (a)

41,634

721,934

ProxyMed, Inc. (a)

3,259

3,455

Quadramed Corp. (a)

35,763

72,957

SXC Health Solutions Corp. (a)

649

10,563

Transcend Services, Inc. (a)

14,000

148,820

TriZetto Group, Inc. (a)

43,182

927,118

Vital Images, Inc. (a)(d)

24,037

371,372

10,276,000

Life Sciences Tools & Services - 1.2%

Accelrys, Inc. (a)

29,292

190,984

Affymetrix, Inc. (a)

72,092

869,430

Albany Molecular Research, Inc. (a)

29,143

407,419

Alliance Pharmaceutical Corp. (a)

2,080

52

AMAG Pharmaceuticals, Inc. (d)

17,090

683,600

Applera Corp. - Celera Genomics Group (a)

82,681

1,064,931

Bio-Imaging Technologies, Inc. (a)

2,110

17,197

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

17,876

1,599,544

Bioanalytical Systems, Inc. (a)

4,772

21,474

Biodelivery Sciences International, Inc. (a)

20,000

61,000

Bruker BioSciences Corp. (a)

60,406

703,126

Caliper Life Sciences, Inc. (a)

28,993

103,795

Cambrex Corp.

43,404

266,935

Charles River Laboratories International, Inc. (a)

65,086

4,183,728

Covance, Inc. (a)

59,909

4,911,340

Cryo-Cell International, Inc. (a)

6,550

4,913

Dionex Corp. (a)

18,099

1,319,779

Encorium Group, Inc. (a)

7,298

10,728

Enzo Biochem, Inc. (a)

38,087

374,395

eResearchTechnology, Inc. (a)(d)

43,611

697,340

Exelixis, Inc. (a)

109,028

689,057

Harvard Bioscience, Inc. (a)

8,617

41,362

Illumina, Inc. (a)(d)

53,500

4,198,680

Interleukin Genetics, Inc. (a)

6,973

10,041

Invitrogen Corp. (a)

87,418

4,017,731

Kendle International, Inc. (a)

13,470

509,031

Luminex Corp. (a)(d)

41,189

916,043

Medivation, Inc. (a)(d)

23,143

351,079

Medtox Scientific, Inc. (a)

8,211

119,552

Nektar Therapeutics (a)

106,738

476,051

PAREXEL International Corp. (a)

56,170

1,381,220

Pharmaceutical Product Development, Inc.

105,300

4,655,313

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Life Sciences Tools & Services - continued

PharmaNet Development Group, Inc. (a)

19,840

$ 334,899

Sequenom, Inc. (a)

42,290

325,210

Strategic Diagnostics, Inc. (a)

3,743

13,849

Techne Corp. (a)

38,551

3,026,254

Varian, Inc. (a)

29,337

1,627,910

40,184,992

Pharmaceuticals - 0.8%

Acusphere, Inc. (a)

1,403

926

Adolor Corp. (a)

74,840

424,343

Akorn, Inc. (a)(d)

56,621

268,950

Alexza Pharmaceuticals, Inc. (a)

30,076

153,989

Alpharma, Inc. Class A (a)(d)

44,734

1,126,849

Anesiva, Inc. (a)

1,142

4,008

APP Pharmaceuticals, Inc. (a)(d)

23,499

311,597

Atherogenics, Inc. (a)

26,187

15,634

Auxilium Pharmaceuticals, Inc. (a)

33,683

1,072,467

AVANIR Pharmaceuticals Class A (a)

14,261

17,113

Barrier Therapeutics, Inc. (a)

6,541

16,091

Bentley Pharmaceuticals, Inc. (a)

23,427

366,867

BioMimetic Therapeutics, Inc. (a)

18,723

223,740

Cadence Pharmaceuticals, Inc. (a)(d)

23,197

155,188

Caraco Pharmaceutical Laboratories Ltd. (a)

20,224

348,257

Columbia Laboratories, Inc. (a)(d)

36,536

138,837

Corcept Therapeutics, Inc. (a)

7,957

18,619

Cypress Bioscience, Inc. (a)(d)

33,937

276,247

DepoMed, Inc. (a)

68,230

268,826

Discovery Laboratories, Inc. (a)

101,338

189,502

Durect Corp. (a)

73,527

341,901

Emisphere Technologies, Inc. (a)

22,624

41,628

Endo Pharmaceuticals Holdings, Inc. (a)

132,514

3,265,145

Heska Corp. (a)

20,430

27,172

Hi-Tech Pharmacal Co., Inc. (a)(d)

9,053

83,288

Hollis-Eden Pharmaceuticals, Inc. (a)

6,761

10,209

Immtech Pharmaceuticals, Inc. (a)

2,377

2,353

Inspire Pharmaceuticals, Inc. (a)

46,517

182,347

Ista Pharmaceuticals, Inc. (a)

7,132

14,621

Javelin Pharmaceuticals, Inc. (a)(d)

36,213

102,121

KV Pharmaceutical Co. Class A (a)(d)

41,227

1,031,087

Matrixx Initiatives, Inc. (a)(d)

11,209

185,173

Medicines Co. (a)

51,295

938,699

Medicis Pharmaceutical Corp. Class A

52,576

1,250,257

MiddleBrook Pharmaceuticals, Inc. (a)(d)

56,776

271,389

Nastech Pharmaceutical Co., Inc. (a)(d)

27,713

32,978

NitroMed, Inc. (a)

19,202

23,618

Noven Pharmaceuticals, Inc. (a)

33,333

407,996

Nutrition 21, Inc. (a)

16,280

6,349

Obagi Medical Products, Inc. (a)

17,005

152,535

Oxis International, Inc. (a)

5,100

235

Pain Therapeutics, Inc. (a)(d)

34,510

280,566

Par Pharmaceutical Companies, Inc. (a)

32,153

586,471

Shares

Value

Penwest Pharmaceuticals Co. (a)(d)

18,669

$ 58,247

Perrigo Co.

78,348

2,868,320

Pozen, Inc. (a)(d)

22,220

305,303

Questcor Pharmaceuticals, Inc. (a)

47,623

242,401

Repros Therapeutics, Inc. (a)(d)

15,715

155,893

Salix Pharmaceuticals Ltd. (a)(d)

45,480

349,286

Santarus, Inc. (a)

45,220

109,885

Sciele Pharma, Inc. (a)(d)

30,021

657,760

SCOLR Pharma, Inc. (a)

17,200

18,920

Sepracor, Inc. (a)

105,741

2,285,063

Sirtris Pharmaceuticals, Inc.

21,173

475,969

Somaxon Pharmaceuticals, Inc. (a)(d)

7,756

32,963

Spectrum Pharmaceuticals, Inc. (a)(d)

57,989

104,380

SuperGen, Inc. (a)

50,317

126,296

Valeant Pharmaceuticals International (a)(d)

83,751

1,371,004

ViroPharma, Inc. (a)(d)

77,129

739,667

Vivus, Inc. (a)

59,578

407,514

Warner Chilcott Ltd. (a)

76,979

1,337,895

XenoPort, Inc. (a)

22,723

983,451

Zila, Inc. (a)

11,602

2,901

27,269,306

TOTAL HEALTH CARE

322,463,364

INDUSTRIALS - 13.3%

Aerospace & Defense - 1.0%

AAR Corp. (a)

38,238

737,229

AeroVironment, Inc. (a)

15,521

412,548

Alabama Aircraft Industries, Inc. (a)

664

1,507

Alliant Techsystems, Inc. (a)

30,552

3,316,725

American Science & Engineering, Inc.

9,514

487,307

Applied Energetics, Inc. (a)(d)

50,433

102,379

Applied Signal Technology, Inc.

17,972

278,027

Argon ST, Inc. (a)

20,181

487,169

Ascent Solar Technologies, Inc. (a)

22,936

294,269

Astronics Corp. (a)

8,502

148,190

BE Aerospace, Inc. (a)

89,241

3,118,973

Breeze Industrial Products Corp. (a)

9,000

104,400

Ceradyne, Inc. (a)

22,346

963,783

CPI Aerostructures, Inc. (a)

1,677

13,232

Cubic Corp.

19,229

486,109

Curtiss-Wright Corp.

42,647

2,196,747

DRS Technologies, Inc.

39,834

3,138,123

Ducommun, Inc. (a)

10,449

330,920

DynCorp International, Inc. Class A (a)

24,151

412,741

Esterline Technologies Corp. (a)

26,316

1,629,750

GenCorp, Inc. (non-vtg.) (a)

61,833

514,451

Heico Corp. Class A

19,833

785,783

Herley Industries, Inc. (a)

12,228

196,504

Hexcel Corp. (a)(d)

93,511

2,474,301

Innovative Solutions & Support, Inc. (a)(d)

8,701

67,346

Irvine Sensors Corp. (a)

390

136

Ladish Co., Inc. (a)

14,096

458,261

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Aerospace & Defense - continued

LMI Aerospace, Inc. (a)

12,245

$ 254,696

Moog, Inc. Class A (a)

46,409

2,104,184

MTC Technologies, Inc. (a)

13,607

324,255

Orbital Sciences Corp. (a)

53,836

1,397,583

Spirit AeroSystems Holdings, Inc. Class A (a)

97,539

2,909,588

Stanley, Inc. (a)

13,971

440,925

Sypris Solutions, Inc.

8,306

37,294

Taser International, Inc. (a)(d)

59,232

416,401

Teledyne Technologies, Inc. (a)

31,810

1,771,181

The Allied Defense Group, Inc. (a)

7,168

50,893

Todd Shipyards Corp.

6,043

88,470

TransDigm Group, Inc. (a)

22,172

966,699

Triumph Group, Inc.

15,006

933,223

TVI Corp. (a)

29,926

12,270

34,864,572

Air Freight & Logistics - 0.2%

Air Transport Services Group, Inc. (a)

82,053

135,387

AirNet Systems, Inc. (a)

400

1,116

Atlas Air Worldwide Holdings, Inc. (a)

15,089

934,009

Dynamex, Inc. (a)

16,027

401,797

Forward Air Corp.

27,631

1,023,729

Hub Group, Inc. Class A (a)

36,585

1,319,987

Pacer International, Inc.

38,096

855,636

Park-Ohio Holdings Corp. (a)

8,657

130,028

UTI Worldwide, Inc.

81,490

1,936,202

6,737,891

Airlines - 0.3%

AirTran Holdings, Inc. (a)(d)

81,281

243,843

Alaska Air Group, Inc. (a)

41,257

805,749

Allegiant Travel Co. (a)

14,299

298,849

AMR Corp. (a)(d)

215,620

1,550,308

Continental Airlines, Inc. Class B (a)

88,304

1,272,461

Delta Air Lines, Inc. (a)(d)

280,064

1,722,394

ExpressJet Holdings, Inc. Class A (a)

34,207

69,440

Hawaiian Holdings, Inc. (a)

24,994

182,956

JetBlue Airways Corp. (a)(d)

187,493

744,347

MAIR Holdings, Inc. (a)

10,106

42,445

Mesa Air Group, Inc. (a)

31,372

22,588

Northwest Airlines Corp. (a)

219,560

1,550,094

Pinnacle Airlines Corp. (a)(d)

20,690

134,692

Republic Airways Holdings, Inc. (a)

35,185

428,553

SkyWest, Inc.

61,605

952,413

UAL Corp. (d)

110,202

941,125

US Airways Group, Inc. (a)

79,762

315,858

11,278,115

Building Products - 0.4%

Aaon, Inc.

23,521

494,411

Advanced Environmental Recycling Technologies, Inc. Class A (a)

11,364

8,523

Shares

Value

American Woodmark Corp.

10,570

$ 238,142

Ameron International Corp.

7,159

820,923

Apogee Enterprises, Inc.

31,197

740,617

Armstrong World Industries, Inc.

20,296

659,214

Builders FirstSource, Inc. (a)(d)

13,109

95,958

Gibraltar Industries, Inc.

35,039

565,179

Griffon Corp. (a)

22,241

201,059

Insteel Industries, Inc.

17,667

283,202

Lennox International, Inc.

56,770

1,829,129

NCI Building Systems, Inc. (a)

19,180

599,183

Owens Corning (a)(d)

85,968

2,220,553

PGT, Inc. (a)

16,670

51,177

Quanex Building Products Corp. (a)

34,776

612,058

Simpson Manufacturing Co. Ltd. (d)

39,297

1,036,655

Trex Co., Inc. (a)(d)

9,177

102,782

Universal Forest Products, Inc.

18,247

619,121

US Home Systems, Inc. (a)

9,441

44,373

USG Corp. (a)(d)

73,191

2,492,154

13,714,413

Commercial Services & Supplies - 2.7%

A.T. Cross Co. Class A (a)

7,939

65,179

ABM Industries, Inc.

39,362

859,272

ACCO Brands Corp. (a)

50,484

774,425

Administaff, Inc.

23,121

645,538

Advisory Board Co. (a)

18,577

857,700

American Ecology Corp.

21,967

630,892

American Reprographics Co. (a)

34,197

625,463

Amrep Corp.

2,187

109,372

Angelica Corp.

10,844

235,423

APAC Customer Services, Inc. (a)

13,380

19,133

Arrowhead Research Corp. (a)(d)

22,957

56,704

Barrett Business Services, Inc.

6,200

81,530

Bowne & Co., Inc.

31,996

491,779

Casella Waste Systems, Inc. Class A (a)

29,398

328,082

CBIZ, Inc. (a)

60,148

512,461

CDI Corp.

10,663

303,896

CECO Environmental Corp. (a)

10,861

68,967

Cenveo, Inc. (a)(d)

45,733

534,161

ChoicePoint, Inc. (a)

72,864

3,547,020

Clean Harbors, Inc. (a)

17,591

1,249,489

Comfort Systems USA, Inc.

42,341

567,369

Competitive Technologies, Inc. (a)

3,836

11,393

Comsys IT Partners, Inc. (a)

21,618

217,045

Consolidated Graphics, Inc. (a)

11,385

625,378

Copart, Inc. (a)

62,179

2,798,055

Cornell Companies, Inc. (a)

9,523

211,792

Corporate Executive Board Co.

34,304

1,549,512

Corrections Corp. of America (a)

116,179

2,995,095

CoStar Group, Inc. (a)(d)

20,150

945,035

Courier Corp.

12,569

295,246

Covanta Holding Corp. (a)(d)

104,024

2,909,551

CRA International, Inc. (a)

12,297

428,796

Deluxe Corp.

48,605

1,095,071

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Commercial Services & Supplies - continued

Diamond Management & Technology Consultants, Inc. (d)

25,988

$ 137,736

Document Security Systems, Inc. (a)(d)

9,753

55,787

Duff & Phelps Corp. Class A

8,366

136,366

Dun & Bradstreet Corp.

58,645

5,373,055

EnergySolutions, Inc.

28,000

711,200

Ennis, Inc.

22,496

424,949

Exponent, Inc. (a)

15,355

500,880

First Advantage Corp. Class A (a)

10,252

205,758

Food Technology Service, Inc. (a)

6,071

13,235

FTI Consulting, Inc. (a)

45,682

2,743,661

Fuel Tech, Inc. (a)(d)

17,173

436,881

G&K Services, Inc. Class A

19,453

680,660

GeoEye, Inc. (a)

20,442

348,536

GP Strategies Corp. (a)

14,690

146,312

Healthcare Services Group, Inc.

34,937

616,289

Heidrick & Struggles International, Inc.

16,722

479,085

Herman Miller, Inc.

59,512

1,475,898

Hill International, Inc. (a)

10,000

161,500

HNI Corp. (d)

34,454

864,106

Hudson Highland Group, Inc. (a)

28,033

351,253

Humitech International Group, Inc. (a)

75

0

Huron Consulting Group, Inc. (a)

17,761

951,812

ICF International, Inc. (a)

9,874

181,385

ICT Group, Inc. (a)

7,987

84,662

IHS, Inc. Class A (a)

31,000

1,846,360

IKON Office Solutions, Inc.

76,988

930,785

InnerWorkings, Inc. (a)(d)

29,905

383,681

Innotrac Corp. (a)

3,181

13,010

Interface, Inc. Class A

56,518

800,295

Intersections, Inc. (a)

3,842

36,038

Kaiser Ventures LLC Class A (a)

100

0

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

26,568

557,928

Kenexa Corp. (a)

28,062

565,169

Kforce, Inc. (a)

42,225

390,581

Kimball International, Inc. Class B

25,065

264,436

Knoll, Inc.

51,127

758,213

Korn/Ferry International (a)

50,788

853,238

Layne Christensen Co. (a)

19,385

991,155

Learning Tree International, Inc. (a)

12,160

215,232

LECG Corp. (a)

28,005

282,851

M&F Worldwide Corp. (a)(d)

13,753

492,220

Mac-Gray Corp. (a)

3,487

36,683

Manpower, Inc.

79,638

5,017,194

McGrath RentCorp.

22,234

614,325

Metalico, Inc. (a)(d)

33,538

533,254

Mine Safety Appliances Co.

26,004

1,072,405

Mobile Mini, Inc. (a)(d)

32,900

795,193

Multi-Color Corp.

11,002

244,795

Navigant Consulting, Inc. (a)

45,819

923,253

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

41,200

202,292

Shares

Value

On Assignment, Inc. (a)

54,114

$ 451,311

PeopleSupport, Inc. (a)(d)

22,685

209,836

Perma-Fix Environmental Services, Inc. (a)

8,161

20,076

PHH Corp. (a)

48,705

917,115

Pike Electric Corp. (a)

16,493

257,126

PRG-Schultz International, Inc. (a)

12,296

125,542

Protection One, Inc. (a)(d)

2,194

18,671

RCM Technologies, Inc. (a)

14,333

61,919

Republic Services, Inc.

151,573

4,991,299

Resources Connection, Inc.

48,181

1,012,283

Rollins, Inc.

47,506

755,820

RSC Holdings, Inc. (d)

51,463

606,234

Schawk, Inc. Class A

8,849

148,132

School Specialty, Inc. (a)

19,272

604,948

Spherion Corp. (a)

59,543

299,501

Spherix, Inc. (a)

5,297

5,456

Standard Parking Corp. (a)

7,744

166,031

Standard Register Co.

23,184

275,426

Steelcase, Inc. Class A

58,356

735,286

Stericycle, Inc. (a)

83,333

4,858,314

Superior Uniform Group, Inc.

4,343

39,044

Team, Inc. (a)

18,690

598,828

Teletech Holdings, Inc. (a)

35,906

927,811

Tetra Tech, Inc. (a)

51,793

1,369,407

The Brink's Co.

39,844

2,887,893

The Geo Group, Inc. (a)

46,716

1,074,001

TRC Companies, Inc. (a)

3,649

18,902

TrueBlue, Inc. (a)

41,139

598,984

U.S. Liquids, Inc. (a)

500

0

United Stationers, Inc. (a)(d)

27,725

1,173,877

UTEK Corp. (a)(d)

10,333

112,630

Viad Corp.

21,193

698,945

Virco Manufacturing Co.

4,818

24,090

Volt Information Sciences, Inc. (a)

18,549

277,493

VSE Corp.

2,868

98,573

Waste Connections, Inc. (a)

64,678

2,123,379

Waterlink, Inc. (a)

13,000

4

Watson Wyatt Worldwide, Inc. Class A

38,032

2,227,534

WCA Waste Corp. (a)

14,127

77,840

Westaff, Inc. (a)

6,445

13,148

93,410,125

Construction & Engineering - 1.1%

AECOM Technology Corp.

73,079

2,353,875

EMCOR Group, Inc. (a)

60,467

1,774,706

Foster Wheeler Ltd. (a)

139,152

10,599,208

Furmanite Corp. (a)

33,501

303,854

Granite Construction, Inc.

30,674

1,121,748

Great Lakes Dredge & Dock Corp.

43,369

262,382

Insituform Technologies, Inc. Class A (a)(d)

33,807

623,401

Integrated Electrical Services, Inc. (a)

10,323

188,498

KBR, Inc.

161,701

5,612,642

Michael Baker Corp. (a)

6,664

149,740

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Construction & Engineering - continued

Modtech Holdings, Inc. (a)

5,824

$ 1,280

Northwest Pipe Co. (a)

8,811

414,029

Orion Marine Group, Inc. (a)

5,000

75,100

Perini Corp. (a)

24,626

947,855

Quanta Services, Inc. (a)

163,356

5,233,926

Shaw Group, Inc. (a)

73,355

4,474,655

Sterling Construction Co., Inc. (a)

13,692

272,334

URS Corp. (a)

79,311

3,791,859

38,201,092

Electrical Equipment - 1.8%

A.O. Smith Corp.

19,474

703,985

Active Power, Inc. (a)

42,574

59,604

Acuity Brands, Inc.

39,353

2,095,547

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

30,270

115,026

Allied Motion Technologies, Inc. (a)

3,555

19,304

American Superconductor Corp. (a)(d)

40,221

1,418,997

AMETEK, Inc.

99,826

5,121,074

AML Communications, Inc. (a)

4,959

6,199

AZZ, Inc. (a)

14,388

451,495

Baldor Electric Co.

40,317

1,419,158

Beacon Power Corp. (a)(d)

103,037

194,740

Belden, Inc.

44,401

1,859,958

Brady Corp. Class A

45,014

1,742,492

BTU International, Inc. (a)

5,333

62,716

C&D Technologies, Inc. (a)(d)

41,016

253,479

Capstone Turbine Corp. (a)(d)

164,367

618,020

Chase Corp.

10,862

203,663

Coleman Cable, Inc. (a)(d)

9,142

101,476

Digital Power Corp. (a)

4,959

4,711

Encore Wire Corp. (d)

16,325

369,761

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

39,649

2,516,919

Energy Focus, Inc. (a)

9,000

21,420

EnerSys (a)(d)

42,456

1,325,052

Evergreen Solar, Inc. (a)(d)

110,354

1,147,682

EXX, Inc. Class A (a)

3,975

14,708

First Solar, Inc. (a)

34,449

9,216,485

Franklin Electric Co., Inc.

16,674

675,297

FuelCell Energy, Inc. (a)(d)

76,681

776,779

General Cable Corp. (a)

50,605

3,582,834

GrafTech International Ltd. (a)(d)

103,329

2,727,886

Hoku Scientific, Inc. (a)(d)

35,507

273,404

Hubbell, Inc. Class B

51,302

2,399,395

II-VI, Inc. (a)

24,899

973,800

LaBarge, Inc. (a)

3,526

46,543

LSI Industries, Inc.

22,573

240,177

MagneTek, Inc. (a)

24,905

112,073

Medis Technologies Ltd. (a)(d)

30,558

189,154

Microfield Group, Inc. (a)

20,770

7,893

Microvision, Inc. (a)(d)

92,242

319,157

Millennium Cell, Inc. (a)

10,760

526

Shares

Value

Plug Power, Inc. (a)

99,558

$ 312,612

Polypore International, Inc.

13,051

309,309

Powell Industries, Inc. (a)

8,427

450,592

Power-One, Inc. (a)

77,604

235,916

PowerSecure International, Inc. (a)(d)

19,994

201,540

Preformed Line Products Co.

2,387

120,591

Regal-Beloit Corp.

30,973

1,440,245

Roper Industries, Inc.

82,590

5,371,654

Satcon Technology Corp. (a)(d)

5,988

17,245

Sunpower Corp. Class A (a)(d)

36,685

3,004,502

Superior Essex, Inc. (a)

17,936

780,216

Technology Research Corp.

3,139

9,417

Thomas & Betts Corp. (a)

52,980

2,250,061

Ultralife Batteries, Inc. (a)(d)

14,770

186,545

Universal Security Instruments, Inc. (a)

4,000

25,400

UQM Technologies, Inc. (a)

9,558

24,182

Valence Technology, Inc. (a)(d)

60,894

246,621

Vicor Corp.

24,837

280,410

Woodward Governor Co.

54,730

2,203,977

60,859,624

Industrial Conglomerates - 0.7%

Carlisle Companies, Inc.

54,319

1,815,884

McDermott International, Inc. (a)

218,057

13,526,076

Raven Industries, Inc. (d)

17,290

652,698

Standex International Corp.

13,917

287,386

Teleflex, Inc.

36,772

2,180,212

Tredegar Corp.

22,613

330,376

Walter Industries, Inc.

49,966

4,658,830

23,451,462

Machinery - 3.4%

3D Systems Corp. (a)(d)

19,147

175,387

Accuride Corp. (a)

25,655

198,826

Actuant Corp. Class A

52,858

1,929,846

AGCO Corp. (a)

86,599

5,233,178

Alamo Group, Inc.

3,665

84,845

Albany International Corp. Class A

23,271

805,409

Altra Holdings, Inc. (a)

31,400

546,988

American Railcar Industries, Inc. (d)

10,875

227,614

Ampco-Pittsburgh Corp.

7,482

349,110

Astec Industries, Inc. (a)

16,319

634,972

Axsys Technologies, Inc. (a)

11,318

669,573

Badger Meter, Inc.

12,727

625,532

Baldwin Technology Co., Inc. Class A (a)

3,555

11,198

Barnes Group, Inc.

36,936

1,179,736

Basin Water, Inc. (a)(d)

20,625

100,650

Blount International, Inc. (a)

43,706

612,321

Briggs & Stratton Corp.

48,785

719,579

Bucyrus International, Inc. Class A

71,072

5,030,476

Cascade Corp.

10,800

543,888

Chart Industries, Inc. (a)

28,453

1,191,896

CIRCOR International, Inc.

16,789

896,700

CLARCOR, Inc.

49,508

2,149,637

Colfax Corp.

17,500

433,825

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Machinery - continued

Columbus McKinnon Corp. (NY Shares) (a)

17,143

$ 488,747

Commercial Vehicle Group, Inc. (a)

23,576

328,649

Crane Co.

47,614

2,173,579

Donaldson Co., Inc.

66,671

3,432,223

Dynamic Materials Corp.

11,531

500,215

Eastern Co.

7,453

121,931

EnPro Industries, Inc. (a)

20,407

818,321

ESCO Technologies, Inc. (a)(d)

26,210

1,350,077

Federal Signal Corp.

41,599

560,755

Flanders Corp. (a)

10,793

77,278

Flow International Corp. (a)

49,040

498,246

Flowserve Corp.

55,566

7,697,002

Force Protection, Inc. (a)(d)

60,924

260,145

FreightCar America, Inc.

14,535

633,726

Gardner Denver, Inc. (a)

48,958

2,597,711

Gehl Co. (a)(d)

12,189

195,024

Gorman-Rupp Co.

18,366

806,267

Graco, Inc. (d)

61,444

2,483,566

Graham Corp.

5,047

345,417

Greenbrier Companies, Inc.

15,064

395,430

Hardinge, Inc.

9,527

133,854

Harsco Corp.

77,412

4,901,728

Hirsch International Corp. Class A (a)

2,100

3,234

Hurco Companies, Inc. (a)

6,978

252,813

IDEX Corp.

71,626

2,781,954

Joy Global, Inc.

105,665

8,900,163

K-Tron International, Inc. (a)

3,234

442,347

Kadant, Inc. (a)

16,324

436,341

Kaydon Corp.

27,179

1,660,909

Kennametal, Inc.

74,201

2,867,869

Key Technology, Inc. (a)

5,197

190,054

L.B. Foster Co. Class A (a)

12,118

414,799

Lincoln Electric Holdings, Inc.

40,877

3,371,535

Lindsay Corp. (d)

11,015

1,156,575

Lydall, Inc. (a)

19,210

294,681

Met-Pro Corp.

8,774

118,274

MFRI, Inc. (a)

7,618

118,765

Middleby Corp. (a)(d)

16,424

937,646

Milacron, Inc. (a)

1,345

1,722

Miller Industries, Inc. (a)

8,914

99,748

Mueller Industries, Inc.

38,224

1,368,037

Mueller Water Products, Inc. Class B

116,137

1,149,756

NACCO Industries, Inc. Class A

5,002

434,474

NN, Inc.

18,519

240,932

Nordson Corp.

29,175

2,096,224

Omega Flex, Inc.

3,426

61,428

Oshkosh Co.

71,038

2,870,646

Paragon Technologies, Inc. (a)

1,565

10,235

Pentair, Inc.

92,880

3,476,498

Portec Rail Products, Inc.

5,406

65,683

Shares

Value

RBC Bearings, Inc. (a)

22,455

$ 846,104

Robbins & Myers, Inc.

25,382

1,027,717

Spire Corp. (a)

200

2,876

SPX Corp.

53,618

7,124,760

Sun Hydraulics Corp.

15,960

640,156

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

17,767

620,246

Tennant Co.

17,405

612,134

The L.S. Starrett Co. Class A

5,190

118,228

Timken Co.

74,582

2,731,939

Titan International, Inc.

23,935

946,151

Titan Machinery, Inc.

8,120

197,316

Toro Co.

36,128

1,411,882

TriMas Corp.

13,518

110,442

Trinity Industries, Inc. (d)

71,125

2,905,456

TurboChef Technologies, Inc. (a)(d)

22,172

149,218

Twin Disc, Inc.

12,210

231,990

Valmont Industries, Inc.

17,665

2,028,649

Wabash National Corp.

46,716

400,823

Wabtec Corp.

43,865

2,042,793

Watts Water Technologies, Inc. Class A (d)

25,624

726,697

Xerium Technologies, Inc. (d)

21,467

100,251

115,950,247

Marine - 0.3%

Alexander & Baldwin, Inc.

39,208

2,018,036

American Commercial Lines, Inc. (a)(d)

48,129

738,299

Eagle Bulk Shipping, Inc. (d)

44,001

1,466,993

Excel Maritime Carriers Ltd.

14,221

729,537

Genco Shipping & Trading Ltd. (d)

22,224

1,561,014

Horizon Lines, Inc. Class A (d)

32,349

406,627

International Shipholding Corp. (a)

4,464

106,154

Kirby Corp. (a)(d)

51,673

2,876,119

OceanFreight, Inc. (d)

10,013

265,545

TBS International Ltd. Class A (a)(d)

9,962

464,030

10,632,354

Road & Rail - 0.7%

AMERCO (a)

7,255

431,745

Arkansas Best Corp.

21,525

799,869

Avis Budget Group, Inc. (a)

98,204

1,367,000

Celadon Group, Inc. (a)

27,289

311,095

Con-way, Inc.

42,610

2,079,794

Covenant Transport Group, Inc. Class A (a)

4,491

21,287

Dollar Thrifty Automotive Group, Inc. (a)

20,712

289,968

Frozen Food Express Industries, Inc.

4,026

31,805

Genesee & Wyoming, Inc. Class A (a)

38,427

1,568,590

Heartland Express, Inc. (d)

66,575

1,025,255

Hertz Global Holdings, Inc. (a)

130,213

1,721,416

J.B. Hunt Transport Services, Inc.

88,505

3,083,514

Kansas City Southern (a)(d)

71,158

3,555,054

Knight Transportation, Inc. (d)

47,474

866,875

Landstar System, Inc.

53,189

2,963,691

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Road & Rail - continued

Marten Transport Ltd. (a)

18,360

$ 329,011

Old Dominion Freight Lines, Inc. (a)

30,609

923,780

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

12,026

176,301

Patriot Transportation Holding, Inc. (a)

534

47,996

Quality Distribution, Inc. (a)

6,526

22,841

Saia, Inc. (a)

23,699

329,653

Universal Truckload Services, Inc. (a)(d)

5,000

121,800

USA Truck, Inc. (a)

4,594

58,711

Werner Enterprises, Inc.

50,060

948,136

YRC Worldwide, Inc. (a)(d)

51,688

902,472

23,977,659

Trading Companies & Distributors - 0.6%

Aceto Corp.

20,271

159,533

Aircastle Ltd.

42,316

542,914

Applied Industrial Technologies, Inc.

35,142

968,865

Beacon Roofing Supply, Inc. (a)(d)

40,814

498,339

BlueLinx Corp. (d)

14,464

68,849

Electro Rent Corp.

14,337

202,438

Empire Resources, Inc.

3,903

18,969

Fastenal Co. (d)

135,068

6,677,762

GATX Corp.

40,734

2,008,594

H&E Equipment Services, Inc. (a)

22,445

315,352

Houston Wire & Cable Co. (d)

15,402

332,375

Huttig Building Products, Inc. (a)

6,924

16,202

Interline Brands, Inc. (a)

28,956

517,154

Kaman Corp.

23,582

610,774

Lawson Products, Inc.

2,516

65,391

MSC Industrial Direct Co., Inc. Class A

43,933

2,394,349

Rush Enterprises, Inc. Class A (a)

37,813

611,814

TAL International Group, Inc.

21,941

589,555

Textainer Group Holdings Ltd.

12,459

279,331

United Rentals, Inc.

74,570

1,535,396

Watsco, Inc. (d)

21,929

1,019,699

WESCO International, Inc. (a)

40,932

1,813,697

Willis Lease Finance Corp. (a)

2,246

24,751

21,272,103

Transportation Infrastructure - 0.1%

Macquarie Infrastructure Co. LLC

37,538

1,247,763

Quixote Corp.

10,799

110,150

1,357,913

TOTAL INDUSTRIALS

455,707,570

INFORMATION TECHNOLOGY - 15.1%

Communications Equipment - 1.5%

3Com Corp. (a)

367,515

926,138

Acme Packet, Inc. (a)

38,829

349,849

ADC Telecommunications, Inc. (a)

112,244

1,766,721

Adtran, Inc.

53,503

1,331,690

Airspan Networks, Inc. (a)

55,386

49,183

Shares

Value

Alliance Fiber Optic Products, Inc. (a)

23,499

$ 35,249

AltiGen Communications, Inc. (a)

1,965

2,849

Anaren, Inc. (a)

22,340

290,643

Arris Group, Inc. (a)

149,655

1,400,771

Aruba Networks, Inc. (a)

29,767

186,937

Avanex Corp. (a)

199,217

235,076

Avocent Corp. (a)

46,008

907,738

Aware, Inc. (a)

10,854

39,291

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

12,174

318,837

BigBand Networks, Inc. (a)

20,709

109,758

Black Box Corp.

18,367

527,133

Blue Coat Systems, Inc. (a)

39,590

717,371

Bookham, Inc. (a)

57,200

116,116

Comarco, Inc.

2,807

9,039

CommScope, Inc. (a)

62,456

3,425,712

Communications Systems, Inc.

2,049

22,641

Comtech Telecommunications Corp. (a)

25,194

1,166,482

Digi International, Inc. (a)

32,262

291,003

Ditech Networks, Inc. (a)

24,840

59,119

Dycom Industries, Inc. (a)

41,110

705,037

EchoStar Holding Corp. Class A (a)

43,149

1,611,184

EMS Technologies, Inc. (a)

19,139

524,026

Endwave Corp. (a)

18,064

123,558

Entrada Networks, Inc. (a)

292

0

Extreme Networks, Inc. (a)

110,073

357,737

F5 Networks, Inc. (a)

83,346

2,504,547

Finisar Corp. (a)(d)

237,565

437,120

Foundry Networks, Inc. (a)

123,296

1,676,826

Globecomm Systems, Inc. (a)

28,319

274,977

Harmonic, Inc. (a)

90,519

870,793

Harris Corp.

130,263

8,568,700

Harris Stratex Networks, Inc. Class A (a)

25,381

285,282

Hughes Communications, Inc. (a)

5,244

243,269

Infinera Corp.

79,879

1,140,672

InterDigital, Inc. (a)(d)

46,613

1,164,859

ISCO International, Inc. (a)

19,929

2,989

Ixia (a)

47,514

384,388

JDS Uniphase Corp. (a)

60

742

KVH Industries, Inc. (a)

19,517

171,750

Lantronix, Inc. (a)

17,964

15,471

Lantronix, Inc. warrants 2/9/11 (a)(f)

81

18

Loral Space & Communications Ltd. (a)

12,027

233,204

MasTec, Inc. (a)

45,917

541,361

MRV Communications, Inc. (a)

91,561

162,979

NETGEAR, Inc. (a)

35,151

667,517

Network Engines, Inc. (a)

9,093

11,548

Network Equipment Technologies, Inc. (a)

26,253

128,377

Neutral Tandem, Inc.

7,936

153,562

Nextwave Wireless, Inc. (a)(d)

46,937

252,052

NMS Communications Corp. (a)

36,033

41,798

NumereX Corp. Class A (a)

4,959

37,639

Occam Networks, Inc. (a)(d)

8,924

38,105

Oplink Communications, Inc. (a)

24,767

274,418

Opnext, Inc. (a)

21,452

124,422

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Communications Equipment - continued

Optelecom Nkf, Inc. (a)

1,053

$ 8,951

Optical Cable Corp. (a)

1,228

7,749

Optium Corp. (a)(d)

14,784

162,624

ORBCOMM, Inc. (a)(d)

31,095

192,478

Packeteer, Inc. (a)

33,076

234,840

Parkervision, Inc. (a)(d)

28,207

314,790

PC-Tel, Inc.

22,837

225,858

Pegasus Wireless Corp. warrants 8/11/08 (a)

4,310

0

Performance Technologies, Inc. (a)

4,304

23,844

Plantronics, Inc.

44,599

1,083,310

Polycom, Inc. (a)

87,526

2,181,148

Powerwave Technologies, Inc. (a)(d)

111,385

448,882

Proxim Wireless Corp. (a)

2,250

1,418

Radyne Corp. (a)

20,583

230,735

Riverbed Technology, Inc. (a)

50,088

899,080

SCM Microsystems, Inc. (a)

4,117

12,227

SeaChange International, Inc. (a)

31,672

248,942

ShoreTel, Inc.

12,518

67,597

Soapstone Networks, Inc.

20,518

109,361

Sonus Networks, Inc. (a)(d)

272,135

1,167,459

Starent Networks Corp. (d)

28,090

491,856

Sycamore Networks, Inc. (a)

185,978

630,465

Symmetricom, Inc. (a)

44,266

186,360

Tekelec (a)

62,915

1,056,343

Telkonet, Inc. (a)(d)

34,540

22,106

Telular Corp. (a)

14,093

51,158

Tollgrade Communications, Inc. (a)

15,734

83,705

UTStarcom, Inc. (a)(d)

98,847

474,466

Veramark Technologies, Inc. (a)

1,700

1,020

ViaSat, Inc. (a)

29,918

644,434

Wegener Corp. (a)

11,602

12,994

Westell Technologies, Inc. Class A (a)

93,476

132,736

Zhone Technologies, Inc. (a)

173,196

166,268

49,591,477

Computers & Peripherals - 1.2%

ActivIdentity Corp. (a)

30,377

86,271

Adaptec, Inc. (a)

145,519

470,026

Avid Technology, Inc. (a)(d)

39,194

841,103

Brocade Communications Systems, Inc. (a)(d)

369,633

2,979,242

Concurrent Computer Corp. (a)

79,110

54,586

CopyTele, Inc. (a)

16,655

15,073

Cray, Inc. (a)

29,711

185,100

Data Domain, Inc.

23,500

564,000

Datalink Corp. (a)

2,058

9,776

Dataram Corp.

3,649

11,859

Diebold, Inc.

63,048

2,487,874

Dot Hill Systems Corp. (a)

30,475

91,425

Electronics for Imaging, Inc. (a)

53,247

882,303

Emulex Corp. (a)

83,779

1,174,582

Shares

Value

En Pointe Technologies, Inc. (a)

2,994

$ 7,066

FOCUS Enhancements, Inc. (a)

7,672

3,146

Hauppauge Digital, Inc. (a)

4,117

9,469

Hutchinson Technology, Inc. (a)

27,474

395,626

Hypercom Corp. (a)

60,574

294,995

iGO, Inc. (a)

18,109

23,542

Imation Corp.

31,408

821,633

Immersion Corp. (a)(d)

32,589

279,288

InFocus Corp. (a)

16,952

28,988

Innovex, Inc. (a)

4,552

3,414

Intermec, Inc. (a)

45,598

1,030,515

Interphase Corp. (a)

2,203

8,195

Intevac, Inc. (a)

25,932

298,218

Iomega Corp. (a)

46,398

178,168

Isilon Systems, Inc. (a)(d)

26,704

130,850

LaserCard Corp. (a)

11,480

84,034

NCR Corp. (a)

167,811

4,440,279

Novatel Wireless, Inc. (a)(d)

33,008

340,312

Overland Storage, Inc. (a)

6,049

6,351

Palm, Inc. (d)

91,166

552,466

Presstek, Inc. (a)(d)

39,299

245,226

Qualstar Corp.

2,735

8,178

Quantum Corp. (a)

171,906

293,959

Rackable Systems, Inc. (a)(d)

33,538

458,129

Rimage Corp. (a)

17,322

306,253

Seagate Technology

516,061

11,054,027

Silicon Graphics, Inc. (a)(d)

8,036

62,038

Socket Mobile, Inc. (a)

8,047

6,035

STEC, Inc. (a)

38,975

496,931

Stratasys, Inc. (a)(d)

23,546

512,596

Super Micro Computer, Inc. (a)

20,000

143,600

Synaptics, Inc. (a)(d)

24,420

1,044,443

Transact Technologies, Inc. (a)

2,830

24,027

ViewCast.com, Inc. (a)

10,386

3,324

Western Digital Corp. (a)

215,184

8,075,856

Zoom Technologies, Inc. (a)

5,240

1,939

41,526,336

Electronic Equipment & Instruments - 2.1%

Acacia Research Corp. - Acacia Technologies (a)

28,810

156,438

Advanced Photonix, Inc. Class A (a)

11,134

15,588

Agilysys, Inc.

29,348

306,393

American Technology Corp. (a)

2,713

4,775

Amphenol Corp. Class A

169,693

7,912,785

Anixter International, Inc. (a)(d)

28,729

1,867,672

Arrow Electronics, Inc. (a)

117,130

3,591,206

Avnet, Inc. (a)

138,499

4,088,490

AVX Corp.

47,849

637,349

Axcess, Inc. (a)

6,529

7,508

Benchmark Electronics, Inc. (a)

70,653

1,255,504

Brightpoint, Inc. (a)

43,183

425,353

CalAmp Corp. (a)

25,303

63,511

Checkpoint Systems, Inc. (a)

37,743

980,186

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Electronic Equipment & Instruments - continued

Clearfield, Inc. (a)

3,836

$ 5,754

Cogent, Inc. (a)(d)

46,583

557,599

Cognex Corp.

38,437

1,070,855

Coherent, Inc. (a)

12,807

387,668

Comverge, Inc. (d)

10,552

134,960

CPI International, Inc. (a)

8,558

104,322

CTS Corp.

33,602

365,590

CyberOptics Corp. (a)

11,204

100,388

Daktronics, Inc. (d)

35,884

724,498

Daystar Technologies, Inc. (a)(d)

55,291

221,164

DDi Corp. (a)

20,393

127,660

Dolby Laboratories, Inc. Class A (a)

40,316

1,935,571

DTS, Inc. (a)

18,680

625,780

Echelon Corp. (a)(d)

36,963

545,574

Electro Scientific Industries, Inc. (a)

32,818

518,524

Entorian Technologies, Inc. (a)

7,258

7,621

Excel Technology, Inc. (a)

13,164

342,527

FARO Technologies, Inc. (a)

18,076

518,239

FLIR Systems, Inc. (a)

130,819

5,156,885

Frequency Electronics, Inc.

1,170

7,839

Gerber Scientific, Inc. (a)

34,143

341,771

Giga-Tronics, Inc. (a)

4,585

6,236

GTSI Corp. (a)

3,743

28,784

I. D. Systems Inc. (a)

11,645

85,707

Ingram Micro, Inc. Class A (a)

147,814

2,679,868

InPlay Technologies, Inc. (a)

4,023

2,012

Insight Enterprises, Inc. (a)

52,859

708,311

Intelli-Check, Inc. (a)

1,429

3,873

IPG Photonics Corp. (a)

19,950

400,796

Iteris, Inc. (a)

4,304

12,826

Itron, Inc. (a)(d)

32,748

3,195,550

Jaco Electronics, Inc. (a)

3,836

4,948

Keithley Instruments, Inc.

19,213

196,741

KEMET Corp. (a)(d)

91,290

367,899

L-1 Identity Solutions, Inc. (a)(d)

71,393

1,130,865

LeCroy Corp. (a)

12,897

111,559

LightPath Technologies, Inc. Class A (a)

1,150

1,944

Littelfuse, Inc. (a)

20,342

768,724

LoJack Corp. (a)

17,896

165,538

Lumera Corp. (a)

13,075

13,337

Maxwell Technologies, Inc. (a)(d)

22,337

304,900

MDI, Inc. (a)

7,859

3,617

Measurement Specialties, Inc. (a)

15,913

309,985

Mercury Computer Systems, Inc. (a)

28,979

257,044

Merix Corp. (a)

15,740

39,350

Mesa Laboratories, Inc.

4,207

84,519

Methode Electronics, Inc. Class A

31,984

365,897

Mettler-Toledo International, Inc. (a)

33,171

3,439,833

Micronetics, Inc. (a)

3,743

29,195

MTS Systems Corp.

18,579

703,029

Multi-Fineline Electronix, Inc. (a)

6,965

139,648

Shares

Value

Napco Security Systems, Inc. (a)

17,472

$ 80,371

National Instruments Corp.

54,468

1,729,904

NetList, Inc. (a)

15,000

23,100

Newport Corp. (a)

32,507

434,944

NU Horizons Electronics Corp. (a)

14,521

83,496

OSI Systems, Inc. (a)

20,267

510,931

Par Technology Corp. (a)

6,450

60,630

Park Electrochemical Corp.

16,110

476,051

PC Connection, Inc. (a)

13,930

151,698

Perceptron, Inc. (a)

2,600

22,542

Photon Dynamics, Inc. (a)

24,728

314,540

Planar Systems, Inc. (a)

18,106

60,112

Plexus Corp. (a)

45,355

1,280,372

RadiSys Corp. (a)

24,357

244,301

RAE Systems, Inc. (a)

46,052

65,394

Research Frontiers, Inc. (a)(d)

22,011

128,984

RF Industries Ltd.

2,339

14,455

RF Monolithics, Inc. (a)

3,462

7,616

Richardson Electronics Ltd.

33,307

188,185

Rofin-Sinar Technologies, Inc. (a)

28,810

1,019,586

Rogers Corp. (a)

18,502

725,093

Sanmina-SCI Corp. (a)

555,153

832,730

ScanSource, Inc. (a)

27,283

817,399

Sielox, Inc. (a)

5,600

1,036

Sigmatron International, Inc. (a)

762

4,564

SMART Modular Technologies (WWH), Inc. (a)

33,557

180,537

Spectrum Control, Inc. (a)

14,200

129,362

StockerYale, Inc. (a)

2,400

1,680

SYNNEX Corp. (a)

18,111

450,058

Tech Data Corp. (a)

62,236

2,277,215

Technitrol, Inc.

41,833

834,568

Tessco Technologies, Inc. (a)

4,000

50,880

Trimble Navigation Ltd. (a)

114,481

4,560,923

TTM Technologies, Inc. (a)

43,404

631,962

Universal Display Corp. (a)(d)

34,146

519,361

Vicon Industries, Inc. (a)

18,575

89,160

Vishay Intertechnology, Inc. (a)

158,088

1,593,527

X-Rite, Inc. (a)

41,424

72,906

Zones, Inc. (a)

3,275

26,855

Zygo Corp. (a)

17,642

211,175

71,584,285

Internet Software & Services - 0.9%

Answers Corp. (a)(d)

6,496

27,868

Ariba, Inc. (a)

93,028

1,380,536

Art Technology Group, Inc. (a)

135,173

506,899

Autobytel, Inc. (a)

47,104

78,664

Bankrate, Inc. (a)(d)

12,873

650,087

Bidz.com, Inc. (a)(d)

8,406

96,585

Chordiant Software, Inc. (a)

23,568

151,307

CMGI, Inc. (a)

42,760

640,545

CNET Networks, Inc. (a)

140,966

1,614,061

Communication Intelligence Corp. (a)

7,900

1,501

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Internet Software & Services - continued

comScore, Inc.

16,228

$ 397,586

Constant Contact, Inc. (d)

9,084

174,413

DealerTrack Holdings, Inc. (a)(d)

37,442

787,780

Dice Holdings, Inc.

11,816

89,920

Digital River, Inc. (a)(d)

38,827

1,555,410

DivX, Inc. (a)(d)

22,515

220,422

EarthLink, Inc. (a)

111,671

1,072,042

EasyLink Services International Corp. (a)

3,400

9,792

EDGAR Online, Inc. (a)

3,836

8,823

Entrust, Inc. (a)

55,731

156,047

Equinix, Inc. (a)

30,864

2,947,203

Goldleaf Financial Solutions, Inc. (a)

12,407

25,434

Greenfield Online, Inc. (a)

24,215

308,499

I-Many, Inc. (a)

9,263

9,356

iMergent, Inc. (d)

8,356

96,094

InfoSpace, Inc.

29,787

271,955

Innodata Isogen, Inc. (a)

7,485

23,428

InsWeb Corp. (a)

283

2,830

Internap Network Services Corp. (a)(d)

52,295

275,595

Internet America, Inc. (a)

6,082

3,406

Internet Capital Group, Inc. (a)

40,804

410,488

Interwoven, Inc. (a)

49,092

658,324

iPass, Inc. (a)

58,644

126,085

j2 Global Communications, Inc. (a)(d)

49,083

1,301,681

Jupiter Media Metrix, Inc. (a)

14,700

0

Jupitermedia Corp. (a)

31,939

59,407

Keynote Systems, Inc. (a)(d)

23,393

315,806

Kintera, Inc. (a)

6,752

7,292

Limelight Networks, Inc. (d)

37,810

127,420

Liquidity Services, Inc. (a)

19,229

213,442

LivePerson, Inc. (a)

43,962

141,558

LoopNet, Inc. (a)(d)

30,820

404,667

Marchex, Inc. Class B (d)

28,914

382,243

MIVA, Inc. (a)

33,689

57,271

Move, Inc. (a)

151,118

454,865

NaviSite, Inc. (a)

8,077

30,612

NIC, Inc.

50,395

411,223

Omniture, Inc. (a)(d)

53,749

1,324,913

On2.Com, Inc. (a)(d)

162,348

139,619

Onstream Media Corp. (a)

1,100

1,012

Onvia.com, Inc. (a)

1,133

6,299

Openwave Systems, Inc.

93,277

184,688

Perficient, Inc. (a)(d)

33,787

358,480

PlanetOut, Inc. (a)

1,261

3,480

RealNetworks, Inc. (a)

101,380

740,074

S1 Corp. (a)

55,793

364,886

Saba Software, Inc. (a)

24,380

93,132

SAVVIS, Inc. (a)(d)

25,609

427,158

Selectica, Inc. (a)

7,017

9,894

SonicWALL, Inc. (a)

65,928

527,424

Supportsoft, Inc. (a)

35,140

131,072

Shares

Value

Switch & Data Facilities Co., Inc. (a)

22,752

$ 406,123

TechTarget, Inc.

6,000

72,840

Terremark Worldwide, Inc. (a)(d)

39,407

248,264

The Knot, Inc. (a)

25,433

295,277

The Sedona Corp. (a)

8,300

1,585

TheStreet.com, Inc. (d)

23,106

178,378

Think Partnership, Inc. (a)

31,103

15,552

Travelzoo, Inc. (a)

7,829

83,614

Tumbleweed Communications Corp. (a)

69,582

128,727

United Online, Inc.

60,721

742,618

US Dataworks, Inc. (a)

4,512

677

ValueClick, Inc. (a)

100,769

2,026,465

Vignette Corp. (a)

26,195

339,225

VistaPrint Ltd. (a)(d)

40,002

1,252,863

Vocus, Inc. (a)

16,061

510,258

WebMD Health Corp. Class A (a)(d)

9,120

273,874

Websense, Inc. (a)

43,751

769,580

Website Pros, Inc. (a)

31,630

259,682

Zix Corp. (a)(d)

83,740

216,049

30,820,254

IT Services - 4.0%

Accenture Ltd. Class A

579,407

23,651,394

Acxiom Corp.

63,294

928,523

Alliance Data Systems Corp. (a)

74,905

4,497,296

Analysts International Corp. (a)

9,684

16,850

Applied Digital Solutions, Inc. (a)

52,828

44,904

BearingPoint, Inc. (a)

199,355

271,123

Broadridge Financial Solutions, Inc.

131,439

2,962,635

CACI International, Inc. Class A (a)

27,719

1,412,837

Cass Information Systems, Inc.

4,950

157,262

Ciber, Inc. (a)

62,222

436,798

Computer Task Group, Inc. (a)

11,529

57,760

CSG Systems International, Inc. (a)

42,838

568,889

CSP, Inc. (a)

3,555

20,868

CyberSource Corp. (a)

63,856

1,239,445

DST Systems, Inc. (a)(d)

44,937

2,849,006

Edgewater Technology, Inc. (a)

4,972

25,556

eLoyalty Corp. (a)

4,735

39,585

Enherent Corp. (a)

8,200

902

ePresence, Inc. (a)

5,520

0

Euronet Worldwide, Inc. (a)

43,979

860,229

ExlService Holdings, Inc. (a)

14,112

281,393

Forrester Research, Inc. (a)

15,786

476,895

Gartner, Inc. Class A (a)

67,013

1,460,213

Genpact Ltd. (d)

54,500

790,250

Gevity HR, Inc.

18,970

141,706

Global Cash Access Holdings, Inc. (a)

43,141

308,458

Global Payments, Inc.

75,227

3,552,219

Hackett Group, Inc. (a)

44,735

236,201

Heartland Payment Systems, Inc. (d)

23,930

617,633

Hewitt Associates, Inc. Class A (a)

91,960

3,601,154

iGate Corp. (a)

37,687

322,224

infoUSA, Inc.

35,867

201,214

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

IT Services - continued

Integral Systems, Inc.

13,573

$ 537,355

INX, Inc. (a)

7,038

88,890

Iron Mountain, Inc. (a)

175,116

5,258,733

Lionbridge Technologies, Inc. (a)

91,247

221,730

ManTech International Corp. Class A (a)

16,498

831,994

MasterCard, Inc. Class A

68,938

21,277,714

Maximus, Inc.

21,263

781,841

Metavante Holding Co. (a)

104,900

2,670,754

MoneyGram International, Inc.

85,260

115,954

MPS Group, Inc. (a)

95,492

1,096,248

MTM Technologies, Inc. (a)

1,200

348

NCI, Inc. Class A (a)

6,000

126,000

NeuStar, Inc. Class A (a)

76,264

1,783,815

New Century Equity Holdings Corp. (a)

5,500

897

Newtek Business Services, Inc. (a)

5,503

5,668

Online Resources Corp. (a)

30,274

293,658

Perot Systems Corp. Class A (a)

85,425

1,411,221

PFSweb, Inc. (a)

13,371

12,569

Rainmaker Systems, Inc. (a)

15,480

61,146

RightNow Technologies, Inc. (a)

25,654

381,218

Safeguard Scientifics, Inc. (a)

102,664

141,676

SAIC, Inc. (a)

160,205

3,192,886

Sapient Corp. (a)

82,546

544,804

SI International, Inc. (a)

17,883

438,134

SM&A (a)

4,117

20,503

SRA International, Inc. Class A (a)

44,434

1,047,754

StarTek, Inc. (a)

4,563

39,470

Storage Engine, Inc. (a)

500

1

Sykes Enterprises, Inc. (a)

35,265

730,338

Syntel, Inc. (d)

13,822

451,979

Technology Solutions Co. (a)

479

2,481

TechTeam Global, Inc. (a)

6,114

60,834

The Management Network Group, Inc. (a)

14,649

24,317

TNS, Inc.

28,549

714,581

TSR, Inc.

4,079

14,562

VeriFone Holdings, Inc. (a)(d)

61,134

897,447

Virtusa Corp.

13,000

131,300

Visa, Inc.

431,901

37,298,970

WidePoint Corp. (a)

5,600

7,112

WPCS International, Inc. (a)

8,000

56,720

Wright Express Corp. (a)

36,836

1,178,015

Zanett, Inc. (a)

5,579

2,343

135,985,402

Office Electronics - 0.1%

Zebra Technologies Corp. Class A (a)

67,734

2,546,798

Semiconductors & Semiconductor Equipment - 2.4%

Actel Corp. (a)

31,263

536,160

Advanced Analogic Technologies, Inc. (a)

48,433

338,062

Advanced Energy Industries, Inc. (a)

32,839

520,170

Aetrium, Inc. (a)

100

313

Shares

Value

Amkor Technology, Inc. (a)

104,774

$ 1,116,891

Amtech Systems, Inc. (a)

4,491

44,147

ANADIGICS, Inc. (a)(d)

56,555

699,020

Applied Micro Circuits Corp. (a)

60,922

597,645

Asyst Technologies, Inc. (a)

35,628

126,479

Atheros Communications, Inc. (a)

52,610

1,758,226

Atmel Corp. (a)

407,468

1,821,382

ATMI, Inc. (a)

31,888

954,408

AuthenTec, Inc.

20,883

284,635

Axcelis Technologies, Inc. (a)

97,665

557,667

AXT, Inc. (a)

32,208

148,801

Brooks Automation, Inc. (a)

68,568

698,708

Cabot Microelectronics Corp. (a)(d)

20,422

757,656

California Micro Devices Corp. (a)

27,193

97,079

Catalyst Semiconductor, Inc. (a)

7,298

32,841

Cavium Networks, Inc. (d)

19,042

496,235

Centillium Communications, Inc. (a)

84,859

67,887

Ceva, Inc. (a)

31,474

263,437

Cirrus Logic, Inc. (a)

75,191

493,253

Cohu, Inc.

26,971

461,474

Conexant Systems, Inc. (a)

419,658

193,043

Credence Systems Corp. (a)

83,523

90,205

Cree, Inc. (a)(d)

77,116

1,960,289

Cymer, Inc. (a)

33,055

1,022,061

Cypress Semiconductor Corp. (a)

151,261

4,217,157

Diodes, Inc. (a)

27,235

768,844

DSP Group, Inc. (a)

40,671

339,196

Eagle Test Systems, Inc. (a)

15,535

179,119

Electroglas, Inc. (a)

6,456

12,137

EMCORE Corp. (a)(d)

63,786

501,358

Entegris, Inc. (a)

116,636

896,931

ESS Technology, Inc. (a)

12,644

20,230

Exar Corp. (a)

42,807

336,463

Fairchild Semiconductor International, Inc. (a)

106,176

1,592,640

FEI Co. (a)

36,981

866,835

FormFactor, Inc. (a)

45,673

997,042

FSI International, Inc. (a)

31,373

54,903

Hi/fn, Inc. (a)

3,346

16,931

Hittite Microwave Corp. (a)

18,142

724,773

Ibis Technology Corp. (a)

5,001

1,300

Ikanos Communications, Inc. (a)

35,716

127,149

Implant Sciences Corp. (a)

468

491

Integrated Device Technology, Inc. (a)

177,700

2,004,456

Integrated Silicon Solution, Inc. (a)

27,319

166,646

International Rectifier Corp. (a)

67,225

1,558,276

Intersil Corp. Class A

123,570

3,443,896

IXYS Corp. (a)

22,486

262,187

Kopin Corp. (a)

52,672

159,596

Kulicke & Soffa Industries, Inc. (a)(d)

55,666

394,115

Lam Research Corp. (a)

121,501

4,945,091

Lattice Semiconductor Corp. (a)

122,787

437,122

Leadis Technology, Inc. (a)

36,160

60,387

Logic Devices, Inc. (a)

8,982

9,521

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

LTX Corp. (a)

55,917

$ 164,396

Marvell Technology Group Ltd. (a)

447,577

7,769,937

Mattson Technology, Inc. (a)

59,441

298,394

Micrel, Inc.

61,893

594,173

Micro Component Technology, Inc. (a)

6,643

664

Microsemi Corp. (a)

66,047

1,809,688

Microtune, Inc. (a)

62,874

262,813

Mindspeed Technologies, Inc. (a)

73,473

60,248

MIPS Technologies, Inc. (a)

61,059

233,245

MKS Instruments, Inc. (a)

48,188

1,135,309

Monolithic Power Systems, Inc. (a)

21,668

525,016

MoSys, Inc. (a)(d)

21,647

108,235

Nanometrics, Inc. (a)

3,555

28,049

NeoMagic Corp. (a)

2,507

1,880

Netlogic Microsystems, Inc. (a)(d)

19,098

721,140

NVE Corp. (a)(d)

3,977

142,894

Omnivision Technologies, Inc. (a)(d)

50,503

818,149

ON Semiconductor Corp. (a)(d)

358,236

3,542,954

PDF Solutions, Inc. (a)

29,912

168,704

Pericom Semiconductor Corp. (a)

29,067

544,716

Photronics, Inc. (a)

45,499

408,581

Pixelworks, Inc. (a)

25,246

18,430

PLX Technology, Inc. (a)(d)

37,123

310,348

PMC-Sierra, Inc. (a)(d)

210,600

1,792,206

Power Integrations, Inc. (a)

32,097

1,047,325

QuickLogic Corp. (a)

5,545

11,367

Rambus, Inc. (a)(d)

93,839

1,938,714

Ramtron International Corp. (a)

4,828

21,678

RF Micro Devices, Inc. (a)(d)

250,018

1,000,072

Rubicon Technology, Inc.

6,290

143,852

Rudolph Technologies, Inc. (a)

38,778

390,107

Semitool, Inc. (a)(d)

27,663

232,093

Semtech Corp. (a)

73,322

1,284,601

Sigma Designs, Inc. (a)(d)

25,616

473,896

Silicon Image, Inc. (a)

82,230

578,077

Silicon Laboratories, Inc. (a)(d)

49,225

1,813,941

Silicon Storage Technology, Inc. (a)

124,888

405,886

SiRF Technology Holdings, Inc. (a)(d)

49,424

359,312

Skyworks Solutions, Inc. (a)

158,592

1,638,255

Spansion, Inc. Class A (a)

73,689

232,120

SRS Labs, Inc. (a)

19,110

133,006

Standard Microsystems Corp. (a)

20,796

677,950

Supertex, Inc. (a)

11,908

301,272

Techwell, Inc. (a)

25,794

340,997

Tegal Corp. (a)

888

3,854

Tessera Technologies, Inc. (a)

45,972

968,630

Transmeta Corp. (a)(d)

16,578

242,205

Transwitch Corp. (a)

129,236

108,558

Trident Microsystems, Inc. (a)

51,930

243,552

TriQuint Semiconductor, Inc. (a)

136,950

912,087

Ultra Clean Holdings, Inc. (a)

19,832

206,848

Shares

Value

Ultratech, Inc. (a)(d)

26,400

$ 422,664

Varian Semiconductor Equipment Associates, Inc. (a)

82,465

3,136,144

Veeco Instruments, Inc. (a)(d)

26,553

510,614

Virage Logic Corp. (a)

6,362

42,116

Volterra Semiconductor Corp. (a)(d)

28,282

449,684

White Electronic Designs Corp. (a)

5,571

25,794

Zilog, Inc. (a)

8,368

32,970

Zoran Corp. (a)

46,018

673,243

83,696,619

Software - 2.9%

Access Integrated Technologies, Inc. Class A (a)(d)

30,643

65,882

ACI Worldwide, Inc. (d)

39,415

686,215

Activision, Inc. (a)

282,695

9,540,956

Actuate Corp. (a)

69,217

343,316

Adept Technology, Inc. (a)

1,291

10,831

Advent Software, Inc. (a)

17,829

766,112

American Software, Inc. Class A

22,733

148,674

Ansoft Corp. (a)

13,234

482,776

Ansys, Inc. (a)

74,779

3,537,047

ARI Network Services, Inc. (a)

2,620

4,061

Authentidate Holding Corp. (a)

8,307

4,237

Avatech Solutions, Inc. (a)

735

669

AXS-One, Inc. (a)

5,614

1,965

Bitstream, Inc. Class A (a)

3,682

23,123

Blackbaud, Inc.

42,636

1,008,768

Blackboard, Inc. (a)

28,981

1,097,800

Borland Software Corp. (a)

89,834

126,666

Bottomline Technologies, Inc. (a)

31,276

311,196

BSQUARE Corp. (a)

2,830

13,499

Cadence Design Systems, Inc. (a)

266,997

3,102,505

Callidus Software, Inc. (a)(d)

15,599

94,842

CAM Commerce Solutions, Inc.

1,965

71,192

Captaris, Inc. (a)

19,666

85,744

Catapult Communications Corp. (a)

20,366

150,097

CommVault Systems, Inc. (a)

33,219

581,665

Concur Technologies, Inc. (a)(d)

45,685

1,675,269

Convera Corp. Class A (a)(d)

32,212

44,775

DATATRAK International, Inc. (a)

9,664

5,895

Datawatch Corp. (a)

3,120

8,206

Deltek, Inc.

8,835

88,703

DemandTec, Inc.

6,000

52,680

Digimarc Corp. (a)

26,885

298,692

Double-Take Software, Inc. (a)

16,543

215,721

Dynamics Research Corp. (a)

2,901

31,099

ebix.com, Inc. (a)

421

38,050

Epicor Software Corp. (a)

46,370

397,855

EPIQ Systems, Inc. (a)

39,988

659,402

Evans & Sutherland Computer Corp. (a)

4,929

4,584

Evolving Systems, Inc. (a)

3,885

9,052

FactSet Research Systems, Inc. (d)

42,164

2,728,432

Fair Isaac Corp.

53,352

1,348,205

FalconStor Software, Inc. (a)(d)

35,338

315,922

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Glu Mobile, Inc. (a)

12,704

$ 62,631

GSE Systems, Inc. (a)

1,893

16,280

Guardian Technologies International (a)

560

224

i2 Technologies, Inc. (a)(d)

19,061

228,732

Informatica Corp. (a)

84,775

1,525,950

Interactive Intelligence, Inc. (a)

11,678

152,164

Intervoice, Inc. (a)

50,024

323,155

Jack Henry & Associates, Inc.

80,863

1,924,539

JDA Software Group, Inc. (a)

31,778

648,271

Lawson Software, Inc. (a)

138,784

1,210,196

Logility, Inc. (a)

7,206

47,415

Macrovision Solutions Corp. (a)(d)

77,954

1,054,718

Magma Design Automation, Inc. (a)

41,993

317,047

Majesco Entertainment Co. (a)

18,551

24,487

Manhattan Associates, Inc. (a)

26,126

663,600

McAfee, Inc. (a)

154,780

5,610,775

Mentor Graphics Corp. (a)

82,538

961,568

MICROS Systems, Inc. (a)

76,864

2,534,206

MicroStrategy, Inc. Class A (a)

8,650

688,627

Midway Games, Inc. (a)(d)

19,693

43,325

Moldflow Corp. (a)

13,430

295,460

Monotype Imaging Holdings, Inc.

25,273

346,493

MSC.Software Corp. (a)

49,187

608,443

Napster, Inc. (a)

25,066

38,852

NAVTEQ Corp. (a)

92,025

7,040,833

NetManage, Inc. (a)

1,259

8,951

NetScout Systems, Inc. (a)

30,257

384,566

NetSol Technologies, Inc. (a)

880

2,473

NetSuite, Inc. (d)

7,010

159,548

Nuance Communications, Inc. (a)

166,642

3,286,180

OpenTV Corp. Class A (a)

89,696

131,853

Opnet Technologies, Inc. (a)

18,393

173,814

Parametric Technology Corp. (a)

112,055

2,104,393

Peerless Systems Corp. (a)

6,456

13,170

Pegasystems, Inc.

16,702

205,769

Pervasive Software, Inc. (a)

3,743

17,480

Phoenix Technologies Ltd. (a)

29,298

313,489

Plato Learning, Inc. (a)

26,002

68,385

Progress Software Corp. (a)

38,049

1,184,846

PROS Holdings, Inc.

20,929

244,032

QAD, Inc.

13,833

105,961

Quality Systems, Inc. (d)

15,811

520,656

Quest Software, Inc. (a)

55,137

937,880

Radiant Systems, Inc. (a)

26,420

358,255

Red Hat, Inc. (a)

189,516

4,616,610

Renaissance Learning, Inc.

1,747

26,118

Salary.com, Inc. (a)

11,000

49,500

Salesforce.com, Inc. (a)

96,763

6,996,933

Scientific Learning Corp. (a)

3,264

14,623

Secure Computing Corp. (a)

54,971

292,995

Simulations Plus, Inc. (a)

24,000

48,480

Shares

Value

Smith Micro Software, Inc. (a)

23,714

$ 200,146

Solera Holdings, Inc.

56,176

1,531,920

Sona Mobile Holdings Corp. (a)

2,400

312

Sonic Foundry, Inc. (a)

10,711

7,283

Sonic Solutions, Inc. (a)(d)

36,717

352,483

Sourcefire, Inc. (a)(d)

11,817

90,282

SourceForge, Inc. (a)

41,920

65,395

SPSS, Inc. (a)

19,956

785,668

StorageNetworks, Inc. (a)

29,377

0

SumTotal Systems, Inc. (a)

15,011

69,801

Sybase, Inc. (a)

73,762

2,361,859

Symyx Technologies, Inc. (a)

49,606

380,974

Synchronoss Technologies, Inc. (a)(d)

17,924

238,210

Synopsys, Inc. (a)

145,983

3,846,652

Take-Two Interactive Software, Inc. (a)

72,878

1,972,807

Taleo Corp. Class A (a)

18,000

356,220

TeleCommunication Systems, Inc. Class A (a)

34,846

183,638

THQ, Inc. (a)

64,420

1,381,809

TIBCO Software, Inc. (a)

179,146

1,383,007

TiVo, Inc. (a)(d)

88,430

743,696

Tyler Technologies, Inc. (a)

40,070

631,503

Ultimate Software Group, Inc. (a)

23,707

896,836

Unica Corp. (a)

7,764

65,218

Vasco Data Security International, Inc. (a)(d)

26,503

343,479

Versant Corp. (a)

5,415

181,023

VirnetX Holding Corp. (a)(d)

1,100

4,840

VMware, Inc. Class A (d)

35,298

2,423,914

Voxware, Inc. (a)

43

177

Wave Systems Corp. Class A (a)(d)

4,905

5,150

Wind River Systems, Inc. (a)

75,126

812,863

100,134,496

TOTAL INFORMATION TECHNOLOGY

515,885,667

MATERIALS - 5.9%

Chemicals - 2.7%

A. Schulman, Inc.

23,241

525,014

ADA-ES, Inc. (a)

6,212

60,940

Airgas, Inc.

67,076

3,968,887

Albemarle Corp.

71,408

3,175,514

Altair Nanotechnologies, Inc. (a)(d)

91,411

218,472

American Pacific Corp. (a)

6,762

114,616

American Vanguard Corp. (d)

24,106

322,297

Arch Chemicals, Inc.

23,394

889,674

Balchem Corp.

21,936

542,258

Cabot Corp.

57,159

1,831,374

Calgon Carbon Corp. (a)(d)

37,486

664,252

Celanese Corp. Class A

145,135

7,068,075

CF Industries Holdings, Inc.

47,210

6,463,049

Chemtura Corp.

238,446

2,081,634

Cytec Industries, Inc.

38,195

2,412,396

Eden Bioscience Corp. (a)

1,247

2,619

Common Stocks - continued

Shares

Value

MATERIALS - continued

Chemicals - continued

Ferro Corp.

39,890

$ 772,270

Flotek Industries, Inc. (a)(d)

14,368

246,124

FMC Corp.

68,258

5,049,727

GenTek, Inc. (a)

9,509

278,709

Georgia Gulf Corp. (d)

33,843

143,494

H.B. Fuller Co.

59,759

1,486,206

Hawkins, Inc.

5,284

80,053

Huntsman Corp.

87,846

1,926,463

ICO, Inc. (a)(d)

24,602

173,198

Innophos Holdings, Inc. (d)

19,269

537,027

Intrepid Potash, Inc.

28,470

1,399,585

KMG Chemicals, Inc.

10,001

109,711

Koppers Holdings, Inc.

17,451

753,534

Kronos Worldwide, Inc.

4,133

91,546

Landec Corp. (a)

24,673

197,631

LSB Industries, Inc. (a)(d)

12,393

226,048

Lubrizol Corp.

66,509

3,731,155

Material Sciences Corp. (a)

8,000

61,680

Minerals Technologies, Inc.

19,764

1,375,772

Nalco Holding Co.

142,158

3,457,283

Nanophase Technologies Corp. (a)

5,146

16,725

NewMarket Corp.

15,561

1,217,959

NL Industries, Inc.

2,181

25,082

Olin Corp.

60,986

1,372,185

OM Group, Inc. (a)

27,934

1,214,570

OMNOVA Solutions, Inc. (a)

52,546

189,691

Penford Corp.

12,815

279,239

PolyOne Corp. (a)

87,616

678,148

Quaker Chemical Corp.

13,460

430,316

Rockwood Holdings, Inc. (a)

33,382

1,225,787

RPM International, Inc.

115,599

2,835,643

Sensient Technologies Corp.

43,136

1,356,627

Spartech Corp.

31,204

336,067

Stepan Co.

11,390

465,737

Terra Industries, Inc.

89,863

3,920,723

Terra Nitrogen Co. LP

7,339

1,077,292

The Mosaic Co. (a)

142,880

17,905,722

The Scotts Miracle-Gro Co. Class A

38,243

1,078,453

Tronox, Inc. Class A (d)

51,657

183,382

Valhi, Inc.

8,061

251,826

Valspar Corp. (d)

90,145

2,033,671

W.R. Grace & Co. (a)

55,491

1,502,696

Westlake Chemical Corp.

17,796

308,761

Zep, Inc.

19,676

323,080

Zoltek Companies, Inc. (a)(d)

24,125

729,299

93,396,968

Construction Materials - 0.3%

Eagle Materials, Inc.

42,785

1,533,842

Headwaters, Inc. (a)(d)

38,571

419,267

Martin Marietta Materials, Inc. (d)

39,365

4,593,502

Shares

Value

Texas Industries, Inc.

26,256

$ 1,914,062

U.S. Concrete, Inc. (a)

45,634

239,579

8,700,252

Containers & Packaging - 0.9%

AEP Industries, Inc. (a)

9,338

244,656

Aptargroup, Inc.

59,478

2,659,856

Boise, Inc. (a)

30,919

130,478

Caraustar Industries, Inc. (a)

16,241

37,354

Chesapeake Corp.

28,017

96,659

Constar International, Inc. (a)

2,862

6,010

Crown Holdings, Inc. (a)

156,055

4,502,187

Graphic Packaging Holding Co. (a)

111,482

333,331

Greif, Inc. Class A

27,460

1,840,918

MOD-PAC Corp. (sub. vtg.) (a)

1,684

8,959

Myers Industries, Inc.

23,494

285,452

Owens-Illinois, Inc. (a)

143,448

8,208,095

Packaging Corp. of America

82,500

2,148,300

Rock-Tenn Co. Class A

35,700

1,274,133

Silgan Holdings, Inc.

30,272

1,732,467

Smurfit-Stone Container Corp. (a)

250,800

1,687,884

Sonoco Products Co.

89,177

3,087,308

Temple-Inland, Inc.

92,000

1,340,440

29,624,487

Metals & Mining - 1.8%

A.M. Castle & Co.

17,194

564,479

AK Steel Holding Corp.

108,800

7,724,800

Allied Nevada Gold Corp. (a)

26,145

161,576

Amcol International Corp.

24,747

763,692

Brush Engineered Materials, Inc. (a)

19,197

641,372

Carpenter Technology Corp.

48,440

2,673,888

Century Aluminum Co. (a)

30,547

2,229,931

Cleveland-Cliffs, Inc. (d)

80,192

8,556,486

Coeur d'Alene Mines Corp. (a)(d)

542,464

1,697,912

Commercial Metals Co.

109,363

4,002,686

Compass Minerals International, Inc.

31,655

2,310,815

Esmark, Inc. (a)

14,161

267,643

Friedman Industries

7,344

45,900

General Moly, Inc. (a)(d)

47,808

423,101

Haynes International, Inc. (a)(d)

12,635

863,350

Hecla Mining Co. (a)(d)

111,658

1,007,155

Kaiser Aluminum Corp.

14,187

910,096

Metalline Mining Co. (a)(d)

25,343

51,446

Mines Management, Inc. (a)(d)

11,916

42,302

Olympic Steel, Inc.

10,769

699,770

Reliance Steel & Aluminum Co.

63,805

4,336,826

Rock of Ages Corp. Class A (a)

600

2,052

Royal Gold, Inc.

33,103

1,017,586

RTI International Metals, Inc. (a)

23,916

1,030,301

Schnitzer Steel Industries, Inc. Class A

19,896

1,992,385

Southern Copper Corp. (d)

71,463

7,877,366

Steel Dynamics, Inc.

182,744

6,597,058

Stillwater Mining Co. (a)(d)

43,478

623,909

Synalloy Corp.

7,000

120,750

Common Stocks - continued

Shares

Value

MATERIALS - continued

Metals & Mining - continued

Universal Stainless & Alloy Products, Inc. (a)

10,258

$ 404,781

US Energy Corp.

20,737

55,575

US Gold Corp. (a)

55,552

119,992

Vista Gold Corp. (a)

32,930

107,023

Worthington Industries, Inc.

62,936

1,254,944

61,178,948

Paper & Forest Products - 0.2%

AbitibiBowater, Inc. (d)

53,201

632,028

Buckeye Technologies, Inc. (a)

44,825

476,938

Deltic Timber Corp.

13,372

720,751

Domtar Corp. (a)

522,144

3,587,129

Glatfelter

39,313

612,497

Louisiana-Pacific Corp.

92,824

1,126,883

MAXXAM, Inc. (a)

2,331

66,434

Neenah Paper, Inc.

16,227

344,824

Schweitzer-Mauduit International, Inc.

12,705

259,182

Wausau-Mosinee Paper Corp.

49,919

474,231

8,300,897

TOTAL MATERIALS

201,201,552

TELECOMMUNICATION SERVICES - 1.7%

Diversified Telecommunication Services - 0.5%

8X8, Inc. (a)(d)

9,978

11,574

Alaska Communication Systems Group, Inc. (d)

53,492

692,186

Allegiance Telecom, Inc. (a)

15,750

0

Arbinet-thexchange, Inc.

25,856

98,253

Atlantic Tele-Network, Inc.

9,462

283,482

Cbeyond, Inc. (a)

19,627

364,081

Cincinnati Bell, Inc. (a)

240,647

1,013,124

Cogent Communications Group, Inc. (a)(d)

44,941

739,279

Consolidated Communications Holdings, Inc.

22,969

344,535

D&E Communications, Inc.

15,104

145,452

FairPoint Communications, Inc. (d)

79,797

718,173

Fibernet Telecom Group, Inc. (a)

17,000

161,670

Fonix Corp. (a)

595

0

General Communications, Inc. Class A (a)

51,018

375,492

Global Crossing Ltd. (a)(d)

26,046

471,954

Globalstar, Inc. (a)(d)

16,574

48,396

HickoryTech Corp.

10,207

86,453

Hungarian Telephone & Cable Corp. (a)(d)

3,053

50,375

iBasis, Inc.

25,502

85,432

IDT Corp. Class B (d)

76,678

273,740

Iowa Telecommunication Services, Inc.

30,942

594,705

Level 3 Communications, Inc. (a)(d)

1,528,697

5,243,431

NTELOS Holdings Corp.

29,915

835,227

Shares

Value

PAETEC Holding Corp. (a)

69,371

$ 613,240

Pervasip Corp. (a)

14,200

3,834

Premiere Global Services, Inc. (a)

70,557

1,068,939

Shenandoah Telecommunications Co.

22,182

363,341

SureWest Communications

12,202

119,824

Time Warner Telecom, Inc. Class A (sub. vtg.) (a)

137,779

2,576,467

Vonage Holdings Corp. (a)(d)

38,962

77,924

Warwick Valley Telephone Co.

842

9,952

XETA Technologies, Inc. (a)

3,181

10,179

17,480,714

Wireless Telecommunication Services - 1.2%

Centennial Communications Corp. Class A (a)

61,293

463,988

Clearwire Corp. (a)(d)

75,301

1,067,015

Crown Castle International Corp. (a)

275,292

11,697,157

FiberTower Corp. (a)

94,661

144,831

ICO Global Communications Holdings Ltd. Class A (a)

50,000

225,000

IPCS, Inc.

17,803

534,090

Kratos Defense & Security Solutions, Inc. (a)

21,324

41,582

LCC International, Inc. (a)

9,142

11,519

Leap Wireless International, Inc. (a)

48,136

2,765,895

Metro One Telecommunications, Inc. (a)

1,637

1,539

MetroPCS Communications, Inc. (d)

176,877

3,756,867

NII Holdings, Inc. (a)

165,851

8,325,720

Rural Cellular Corp. Class A (a)

15,611

698,748

SBA Communications Corp. Class A (a)

96,057

3,575,242

SkyTerra Communications, Inc. (a)

1,881

14,672

Syniverse Holdings, Inc. (a)

32,836

707,944

Telephone & Data Systems, Inc.

99,482

4,742,307

Terrestar Corp. (a)(d)

53,700

260,445

U.S. Cellular Corp. (a)

14,061

880,640

USA Mobility, Inc.

20,032

157,251

Virgin Mobile USA, Inc. Class A

25,688

91,963

40,164,415

TOTAL TELECOMMUNICATION SERVICES

57,645,129

UTILITIES - 4.7%

Electric Utilities - 0.9%

Allete, Inc.

26,906

1,195,165

Brookfield Infrastructure Partners LP

10,000

188,600

Central Vermont Public Service Corp.

14,473

294,381

Cleco Corp.

55,234

1,379,745

DPL, Inc.

107,540

3,056,287

El Paso Electric Co. (a)

46,504

1,004,951

Empire District Electric Co.

26,330

544,504

Enernoc, Inc. (d)

8,321

123,567

Great Plains Energy, Inc.

94,328

2,474,223

Hawaiian Electric Industries, Inc. (d)

79,439

2,095,601

IDACORP, Inc. (d)

40,132

1,230,447

ITC Holdings Corp.

47,352

2,583,999

Common Stocks - continued

Shares

Value

UTILITIES - continued

Electric Utilities - continued

MGE Energy, Inc.

26,846

$ 922,160

Northeast Utilities

146,057

3,813,548

Otter Tail Corp.

26,844

1,007,724

Portland General Electric Co.

77,814

1,821,626

Sierra Pacific Resources

228,688

3,103,296

UIL Holdings Corp.

22,166

718,178

Unisource Energy Corp.

33,612

1,139,783

Unitil Corp.

2,839

79,634

Westar Energy, Inc.

80,450

1,930,800

30,708,219

Gas Utilities - 1.3%

AGL Resources, Inc.

79,108

2,824,156

Amerigas Partners LP

30,217

1,035,839

Atmos Energy Corp.

91,402

2,503,501

Chesapeake Utilities Corp.

11,688

324,576

Delta Natural Gas Co., Inc.

2,782

82,152

Energen Corp.

60,554

4,538,522

EnergySouth, Inc. (d)

12,418

673,056

Equitable Resources, Inc.

108,516

7,621,079

Ferrellgas Partners LP

32,639

722,627

Laclede Group, Inc.

16,640

665,600

National Fuel Gas Co.

64,961

3,917,798

New Jersey Resources Corp.

43,281

1,441,690

Northwest Natural Gas Co.

25,059

1,142,440

ONEOK, Inc.

101,483

5,080,239

Piedmont Natural Gas Co., Inc.

74,178

2,005,031

South Jersey Industries, Inc.

41,186

1,575,365

Southern Union Co.

97,225

2,586,185

Southwest Gas Corp.

39,521

1,232,265

Star Gas Partners LP (a)

57,420

192,357

Suburban Propane Partners LP

31,501

1,304,141

UGI Corp.

108,767

2,934,534

WGL Holdings, Inc.

41,986

1,464,892

45,868,045

Independent Power Producers & Energy Traders - 1.1%

Black Hills Corp.

38,230

1,347,225

Calpine Corp. (a)(d)

360,000

8,244,000

Environmental Power Corp. (a)

10,176

55,357

Mirant Corp. (a)

243,921

9,908,071

NRG Energy, Inc. (a)(d)

228,429

9,500,362

Ormat Technologies, Inc.

15,447

774,049

Reliant Energy, Inc. (a)

333,402

8,521,755

Renegy Holdings, Inc. (a)

1,177

4,378

38,355,197

Multi-Utilities - 1.2%

Alliant Energy Corp.

104,888

3,937,496

Aquila, Inc. (a)

403,706

1,538,120

Avista Corp.

53,083

1,126,952

Shares

Value

CH Energy Group, Inc.

16,216

$ 614,262

Energy East Corp.

165,548

4,190,020

Florida Public Utilities Co.

5,845

70,140

MDU Resources Group, Inc.

161,861

5,346,269

NorthWestern Energy Corp.

38,620

1,023,816

NSTAR

91,935

3,082,581

OGE Energy Corp.

91,026

3,053,922

PNM Resources, Inc.

74,765

1,110,260

Puget Energy, Inc.

112,307

3,143,473

SCANA Corp.

93,604

3,757,265

Vectren Corp.

69,262

2,043,229

Wisconsin Energy Corp.

106,994

5,139,992

39,177,797

Water Utilities - 0.2%

American States Water Co.

15,979

539,291

American Water Works Co., Inc.

55,200

1,186,800

Aqua America, Inc. (d)

119,082

2,033,921

Artesian Resources Corp. Class A

3,763

69,089

Cadiz, Inc. (a)(d)

14,433

242,330

California Water Service Group

15,853

577,683

Connecticut Water Service, Inc.

5,523

133,988

Middlesex Water Co.

9,279

171,105

Pure Cycle Corp. (a)

23,077

140,539

SJW Corp. (d)

11,852

368,123

Southwest Water Co. (d)

32,857

338,427

York Water Co.

12,649

185,434

5,986,730

TOTAL UTILITIES

160,095,988

TOTAL COMMON STOCKS

(Cost $2,921,981,591)

3,269,604,548

U.S. Treasury Obligations - 0.2%

Principal Amount

U.S. Treasury Bills, yield at date of purchase 0.95% to 1.64% 6/26/08 (e)
(Cost $6,980,388)

$ 7,000,000

6,990,830

Money Market Funds - 18.6%

Shares

Value

Fidelity Cash Central Fund, 2.44% (b)

119,487,407

$ 119,487,407

Fidelity Securities Lending Cash Central Fund, 2.42% (b)(c)

518,098,418

518,098,418

TOTAL MONEY MARKET FUNDS

(Cost $637,585,825)

637,585,825

TOTAL INVESTMENT PORTFOLIO - 114.5%

(Cost $3,566,547,804)

3,914,181,203

NET OTHER ASSETS - (14.5)%

(496,561,271)

NET ASSETS - 100%

$ 3,417,619,932

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/(Depreciation)

Purchased

Equity Index Contracts

1,017 Mini-Russell 2000 Index Contracts

June 2008

$ 76,142,790

$ 5,262,254

106 S&P 500 E-Mini Index Contracts

June 2008

7,423,180

158,656

43 S&P 500 Index Contracts

June 2008

15,056,450

513,491

502 S&P MidCap 400 E-Mini Index Contracts

June 2008

44,301,500

3,595,430

TOTAL EQUITY INDEX CONTRACTS

$ 142,923,920

$ 9,529,831

The face value of futures purchased as a percentage of net assets - 4.1%

Swap Agreements

Expiration Date

Notional Amount

Value

Equity Total Return Swaps

Receive monthly a return equal to Plains All American Pipeline LP and pay monthly a floating rate based on 1-month Libor plus 25 basis points with JPMorgan Chase, Inc.

Oct. 2008

$ 5,188,713

$ (553,202)

Legend

(a) Non-income producing

(b) Affiliated fund that is available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request.

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

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $6,990,830.

(f) Restricted securities - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $18 or 0.0% of net assets.

Additional information on each holding is as follows:

Security

Acquisition Date

Acquisition Cost

Lantronix, Inc. warrants 2/9/11

4/1/08

$ 31

Affiliated Central Funds

Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:

Fund

Income earned

Fidelity Cash Central Fund

$ 614,413

Fidelity Securities Lending Cash Central Fund

756,227

Total

$ 1,370,640

Other Information

The following is a summary of the inputs used, as of May 31, 2008, involving the Fund's assets carried at value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the tables below, please refer to the 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

$ 3,914,181,203

$ 3,907,189,819

$ 6,990,858

$ 526

Other Financial Instruments*

$ 8,976,629

$ 9,529,831

$ (553,202)

$ -

*Other financial instruments include Futures Contracts and Swap Agreements.

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

Investments in Securities

Beginning Balance

$ -

Total Realized Gain (Loss)

-

Total Unrealized Gain (Loss)

(1,734)

Cost of Purchases

-

Proceeds of Sales

-

Amortization/Accretion

-

Transfer in/out of Level 3

2,260

Ending Balance

$ 526

The information used in the above reconciliation represents fiscal year to date activity for any Investment Securities identified as using Level 3 inputs at either the beginning or the end of the current fiscal period. Transfers in or out of Level 3 represents either the beginning value (for transfers in), or the ending value (for transfers out) of any Security or Instrument where a change in the pricing level occurred from the beginning to the end of the period.

Income Tax Information

At May 31, 2008, the aggregate cost of investment securities for income tax purposes was $3,574,659,370. Net unrealized appreciation aggregated $339,521,833, of which $907,672,283 related to appreciated investment securities and $568,150,450 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. Wherever possible, the Fund uses independent pricing services approved by the Board of Trustees to value its investments.

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by an independent pricing service on the primary market or exchange on which they are traded. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price. Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded. Swaps are marked-to-market daily based on dealer-supplied valuations and changes in value are recorded as unrealized appreciation (depreciation). Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day. Short-term securities with remaining maturities of sixty days or less for which quotations are not readily available are valued at amortized cost, which approximates value.

When current market prices or quotations are not readily available or reliable, valuations may be determined in good faith in accordance with procedures adopted by the Board of Trustees. The frequency with which these procedures are used cannot be predicted and may be utilized to a significant extent. The value of securities used for net asset value calculation under these procedures may differ from published prices for the same securities.

The Fund adopted the provisions of Statement of Financial Accounting Standards No. 157, "Fair Value Measurements" (SFAS 157), effective with the beginning of the Fund's fiscal year. SFAS 157 establishes a hierarchy that prioritizes the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets (level 1 measurements) and the lowest priority to unobservable inputs (level 3 measurements) when market prices are not readily available or reliable. The three levels of the hierarchy under SFAS 157 are described below:

Level 1 - Quoted prices in active markets for identical securities.

Level 2 - Prices determined using other significant observable inputs. Observable inputs are inputs that other market participants would use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk and others.

Level 3 - Prices determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect the Fund's own assumptions about the factors market participants would use in pricing an investment, and would be based on the best information available.

Changes in valuation techniques may result in transfers in or out of an investment's assigned level within 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 ® International Index Fund

May 31, 2008

1.816029.103

SPI-QTLY-0708

Investments May 31, 2008 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 94.9%

Shares

Value

Australia - 6.4%

AGL Energy Ltd.

230,106

$ 3,169,269

Alumina Ltd.

643,807

3,495,192

Amcor Ltd.

446,143

2,596,919

AMP Ltd.

973,657

6,830,761

Aristocrat Leisure Ltd.

183,651

1,307,726

Asciano Group unit

289,753

1,204,715

ASX Ltd.

95,640

3,142,769

Australia & New Zealand Banking Group Ltd.

976,279

20,230,204

AXA Asia Pacific Holdings Ltd.

429,138

2,165,698

Babcock & Brown Ltd. (d)

138,498

1,649,410

Bendigo & Adelaide Bank Ltd.

147,633

1,992,440

BHP Billiton Ltd.

1,731,665

72,805,427

Billabong International Ltd.

90,526

1,045,219

BlueScope Steel Ltd.

411,850

4,467,885

Boart Longyear Ltd.

766,409

1,516,345

Boral Ltd.

288,555

1,663,079

Brambles Ltd.

765,841

6,002,325

Caltex Australia Ltd.

65,991

942,959

CFS Retail Property Trust

904,219

1,797,645

Coca-Cola Amatil Ltd.

307,314

2,376,282

Cochlear Ltd.

27,177

1,407,627

Commonwealth Bank of Australia

684,268

27,678,268

Computershare Ltd.

252,146

2,299,151

Crown Ltd.

241,988

2,435,506

CSL Ltd.

278,160

10,581,440

CSR Ltd.

529,135

1,476,782

DEXUS Property Group unit

1,610,750

2,432,497

Fortescue Metals Group Ltd. (a)

645,179

6,567,451

Fosters Group Ltd.

985,417

5,180,239

Goodman Fielder Ltd.

727,027

1,216,062

Goodman Group unit

832,698

3,183,571

Harvey Norman Holdings Ltd.

249,277

879,176

Incitec Pivot Ltd.

26,862

4,467,398

Insurance Australia Group Ltd.

1,005,633

3,863,960

John Fairfax Holdings Ltd.

789,694

2,611,572

Leighton Holdings Ltd. (d)

72,888

3,713,216

Lend Lease Corp. Ltd.

194,393

2,261,196

Lion Nathan Ltd.

161,257

1,488,890

Macquarie Airports unit

398,785

1,105,360

Macquarie Group Ltd.

140,489

7,318,227

Macquarie Infrastructure Group unit

1,269,406

3,639,895

Macquarie Office Trust

1,211,233

1,111,389

Metcash Ltd.

380,382

1,494,269

Mirvac Group unit

561,827

1,766,711

National Australia Bank Ltd.

828,897

24,805,653

Newcrest Mining Ltd.

233,022

7,091,482

OneSteel Ltd.

394,068

2,719,414

Orica Ltd.

164,544

4,765,316

Origin Energy Ltd.

486,750

7,257,676

Oxiana Ltd. (d)

721,834

2,131,880

Paladin Energy Ltd. (a)(d)

301,181

1,681,154

Shares

Value

Perpetual Trustees Australia Ltd. (d)

26,501

$ 1,304,477

Qantas Airways Ltd.

427,632

1,418,295

QBE Insurance Group Ltd.

460,565

10,758,684

Rio Tinto Ltd.

149,399

19,705,788

Santos Ltd.

319,246

6,432,253

Sims Group Ltd.

86,458

3,107,135

Sonic Healthcare Ltd.

185,311

2,550,532

St. George Bank Ltd.

285,668

9,343,479

Stockland Corp. Ltd.:

unit

786,621

4,732,399

Suncorp-Metway Ltd.

483,639

6,670,443

Tabcorp Holdings Ltd.

291,540

3,132,070

Tattersall's Ltd.

586,852

1,469,592

Telstra Corp. Ltd.

2,181,503

9,904,133

The GPT Group unit

1,120,432

3,084,218

Toll Holdings Ltd.

316,632

2,281,882

Transurban Group unit

552,682

3,005,762

Wesfarmers Ltd.

305,230

11,056,902

Wesfarmers Ltd. (price protected shares)

78,427

2,900,972

Westfield Group unit

898,999

14,659,031

Westpac Banking Corp.

953,078

21,179,633

Woodside Petroleum Ltd.

244,811

15,209,373

Woolworths Ltd.

623,301

16,514,220

WorleyParsons Ltd.

74,736

2,664,439

Zinifex Ltd.

271,000

2,460,707

TOTAL AUSTRALIA

466,581,116

Austria - 0.6%

Andritz AG

20,840

1,409,980

Erste Bank AG

99,933

7,628,705

Immoeast AG (a)

244,484

2,411,379

IMMOFINANZ Immobilien Anlagen AG

266,980

3,144,130

OMV AG

84,551

6,960,885

Osterreichische Elektri Aktien

40,731

3,440,731

Raiffeisen International Bank Holding AG

26,470

3,967,633

Strabag SE

26,525

2,101,211

Telekom Austria AG

192,191

4,583,540

Vienna Insurance Group

16,688

1,268,999

voestalpine AG

60,172

5,014,665

Wienerberger AG

40,362

2,140,551

TOTAL AUSTRIA

44,072,409

Belgium - 1.1%

Almancora SCA (Certificaten Van Aandelen)

15,585

1,548,565

Belgacom SA

86,674

4,081,569

Colruyt NV (d)

7,628

1,932,284

Compagnie Nationale A Portefeuille (CNP)

20,964

1,674,061

Delhaize Group SA

52,244

3,929,514

Dexia SA

281,666

6,638,545

Fortis

1,078,250

26,402,804

Groupe Bruxelles Lambert SA

40,836

5,442,492

Common Stocks - continued

Shares

Value

Belgium - continued

Groupe Bruxelles Lambert SA (strip VVPR) (a)

2,466

$ 77

InBev SA

98,049

7,565,728

KBC Groupe SA

84,888

10,473,699

Mobistar SA

18,454

1,516,978

Solvay SA

29,567

4,238,659

UCB SA

53,376

2,151,905

Umicore SA

69,243

3,787,482

TOTAL BELGIUM

81,384,362

Bermuda - 0.1%

C C Land Holdings Ltd.

408,000

419,298

Chinese Estates Holdings Ltd.

423,000

713,320

Noble Group Ltd.

718,400

1,319,618

NWS Holdings Ltd.

397,000

1,274,344

Pacific Basin Shipping Ltd.

928,000

1,607,729

Seadrill Ltd.

143,300

4,676,948

TOTAL BERMUDA

10,011,257

Cayman Islands - 0.0%

Foxconn International Holdings Ltd. (a)

983,000

1,337,723

Hutchison Telecommunications International Ltd.

882,000

1,288,433

Kingboard Chemical Holdings Ltd.

286,500

1,325,318

Lee & Man Paper Manufacturing Ltd.

190,000

395,879

TOTAL CAYMAN ISLANDS

4,347,353

Cyprus - 0.0%

Prosafe Production Public Ltd. (a)

81,200

579,375

Denmark - 1.0%

A.P. Moller - Maersk AS:

Series A

265

3,305,108

Series B

578

7,208,876

Carlsberg AS:

rights 6/10/08 (a)(d)

15,563

311,604

Series B (d)

20,438

2,144,100

Coloplast AS Series B (d)

16,010

1,412,441

Danisco AS (d)

24,375

1,896,234

Danske Bank AS

237,448

8,146,536

DSV de Sammensluttede Vognmaend AS

117,240

3,001,483

FLS Industries

27,150

3,255,939

Jyske Bank AS (Reg.) (a)

30,900

2,065,499

Novo Nordisk AS Series B

253,985

16,527,274

Novozymes AS Series B (d)

23,668

2,527,377

Rockwool International AS Series B

3,800

645,922

Sydbank AS

38,400

1,653,826

Topdanmark AS (a)(d)

8,515

1,456,254

Trygvesta AS (d)

11,650

928,171

Vestas Wind Systems AS (a)

95,278

13,115,206

William Demant Holding AS (a)(d)

12,767

955,921

TOTAL DENMARK

70,557,771

Shares

Value

Finland - 1.6%

Cargotec Corp. (B Shares)

22,379

$ 943,835

Elisa Corp. (A Shares)

81,981

1,826,342

Fortum Oyj

237,497

11,475,865

Kesko Oyj

30,193

1,227,828

Kone Oyj (B Shares)

78,594

3,181,431

Metso Corp.

68,595

3,432,965

Neste Oil Oyj

64,628

2,152,600

Nokia Corp.

2,042,332

58,217,412

Nokian Tyres Ltd.

52,881

2,716,455

OKO Bank (A Shares)

73,520

1,513,182

Orion Oyj (B Shares)

52,103

1,117,771

Outokumpu Oyj (A Shares)

61,452

2,748,525

Rautaruukki Oyj (K Shares)

42,837

2,277,141

Sampo Oyj (A Shares)

233,726

6,763,100

Sanoma-WSOY Oyj (d)

52,657

1,365,581

Stora Enso Oyj (R Shares)

318,586

3,870,825

UPM-Kymmene Corp.

259,436

5,045,057

Wartsila Corp.

43,659

3,085,620

YIT-Yhtyma OY

71,746

2,107,296

TOTAL FINLAND

115,068,831

France - 9.7%

Accor SA

104,179

7,949,596

Aeroports de Paris

17,169

1,907,081

Air France KLM (Reg.)

73,572

1,967,498

Alcatel-Lucent SA

1,225,765

9,247,853

Alstom SA

54,463

13,728,492

Atos Origin SA (a)(d)

36,368

2,148,255

AXA SA

810,675

28,671,155

BIC SA

18,348

913,407

BNP Paribas SA

414,597

42,788,541

Bouygues SA

121,862

9,951,092

Bureau Veritas SA

20,933

1,270,053

Cap Gemini SA

70,641

4,791,474

Carrefour SA

316,502

22,191,664

Casino Guichard Perrachon et Compagnie

25,112

3,181,986

Christian Dior SA

22,604

2,732,676

CNP Assurances

21,842

2,686,767

Compagnie de St. Gobain

142,029

11,454,282

Compagnie Generale de Geophysique SA (a)

14,098

3,789,236

Credit Agricole SA

341,948

9,048,784

Dassault Systemes SA

33,080

2,213,919

Eiffage SA

17,767

1,551,440

Electricite de France

98,607

10,673,775

Eramet SA

2,321

2,330,217

Essilor International SA

98,123

6,171,638

Eurazeo SA

13,342

1,606,318

Eurazeo SA rights 6/5/08 (a)

3,573

8,616

Eutelsat Communications

45,620

1,369,741

France Telecom SA

929,346

28,277,514

Gaz de France

100,835

6,869,294

Common Stocks - continued

Shares

Value

France - continued

Gecina SA

6,793

$ 970,130

Groupe Danone

220,044

19,262,484

Hermes International SA (d)

37,353

6,173,032

ICADE

10,100

1,461,269

Imerys (d)

12,714

1,151,741

JC Decaux SA

33,361

976,753

Klepierre SA

34,227

2,025,514

L'Air Liquide SA

5,888

865,433

L'Air Liquide SA (a)

67,942

9,986,288

L'Air Liquide SA (a)

50,937

7,486,849

L'Oreal SA

126,944

15,447,416

Lafarge SA (a)

43,250

7,821,768

Lafarge SA (a)

28,286

5,115,527

Lafarge SA (Bearer)

6,000

1,085,101

Lagardere S.C.A. (Reg.)

64,037

4,622,478

Legrand SA

55,067

1,604,557

LVMH Moet Hennessy - Louis Vuitton

128,914

15,083,479

M6 Metropole Television SA

47,281

1,091,557

Michelin SA (Compagnie Generale des Etablissements) Series B

77,193

6,905,126

Natixis SA

204,974

3,118,627

Neopost SA (d)

16,483

1,909,348

Neuf Cegetel

32,957

1,853,454

PagesJaunes Groupe SA (d)

65,759

1,184,649

Pernod Ricard SA

91,243

10,362,112

Peugeot Citroen SA

80,785

5,027,089

Pinault Printemps-Redoute SA

41,133

5,375,211

Publicis Groupe SA

69,974

2,781,336

Renault SA

92,857

9,534,204

Safran SA

90,912

1,984,288

Sanofi-Aventis

527,847

39,353,838

Schneider Electric SA

115,875

14,554,737

SCOR SE

79,411

2,007,520

Societe Generale (a)

46,103

4,719,336

Societe Generale Series A

191,905

19,942,914

Sodexho Alliance SA

48,996

3,398,787

Suez SA (France)

528,519

39,384,195

Technip SA

51,613

4,839,340

Television Francaise 1 SA

71,975

1,424,278

Thales SA

42,963

2,681,522

Total SA:

(strip VVPR) (a)

3,096

48

Series B

1,110,007

96,739,386

Unibail-Rodamco

41,084

10,692,237

Valeo SA

32,634

1,301,202

Vallourec SA

26,507

8,211,924

Veolia Environnement

189,384

13,496,757

VINCI SA

211,081

15,903,381

Vivendi

594,012

24,964,682

Wendel

13,351

1,899,638

Zodiac SA (d)

23,220

1,230,000

TOTAL FRANCE

700,504,906

Shares

Value

Germany - 8.3%

Adidas-Salomon AG

103,913

$ 7,326,316

Allianz AG (Reg.)

230,717

43,717,081

Arcandor AG (a)

48,767

881,572

BASF AG

249,349

37,383,103

Bayer AG

397,857

35,279,930

Bayerische Motoren Werke AG (BMW)

168,881

10,002,062

Beiersdorf AG

40,619

3,201,887

Bilfinger Berger AG

20,916

1,936,072

Celesio AG

41,840

1,770,461

Commerzbank AG

330,717

11,673,924

Continental AG

75,805

9,611,282

Daimler AG (Reg.)

486,649

36,995,569

Deutsche Bank AG

260,691

27,700,336

Deutsche Boerse AG

104,146

14,943,098

Deutsche Lufthansa AG (Reg.)

109,292

2,834,326

Deutsche Post AG

429,663

13,669,327

Deutsche Postbank AG (d)

45,882

4,432,613

Deutsche Telekom AG (Reg.)

1,446,295

24,294,406

E.ON AG

323,534

68,834,296

Fraport AG Frankfurt Airport Services Worldwide

19,293

1,286,105

Fresenius AG

13,307

1,243,551

Fresenius Medical Care AG

101,438

5,652,650

GEA Group AG

73,859

2,876,008

Hamburger Hafen und Logistik AG

14,672

1,268,170

Hannover Rueckversicherungs AG

27,796

1,532,505

HeidelbergCement AG

11,433

1,959,163

HeidelbergCement AG (strip VVPR) (a)

239

0

Henkel AG & Co. KGaA

58,568

2,646,869

Hochtief AG

22,499

2,604,126

Hypo Real Estate Holding AG

103,440

3,419,584

Infineon Technologies AG (a)

383,139

3,451,066

IVG Immobilien AG

48,221

1,160,519

K&S AG

19,227

9,013,515

Linde AG

68,874

10,349,356

MAN AG

58,072

9,057,750

Merck KGaA

33,283

4,678,693

Metro AG

80,606

5,933,869

Muenchener Rueckversicherungs-Gesellschaft AG (Reg.)

107,946

20,235,757

Puma AG

3,762

1,470,978

Q-Cells AG (a)

31,097

3,780,710

Rheinmetall AG

19,428

1,542,036

RWE AG

226,628

29,294,641

Salzgitter AG

19,594

3,849,925

SAP AG

454,235

25,100,329

Siemens AG (Reg.)

443,237

50,170,553

SolarWorld AG

43,497

2,245,234

Thyssenkrupp AG

180,539

12,197,946

TUI AG (d)

104,672

2,769,878

United Internet AG

65,158

1,427,238

Common Stocks - continued

Shares

Value

Germany - continued

Volkswagen AG (d)

81,778

$ 22,524,661

Wacker Chemie AG

7,389

1,769,666

TOTAL GERMANY

603,000,712

Greece - 0.7%

Alpha Bank AE

192,123

6,593,420

Bank of Piraeus

170,989

5,745,764

Coca-Cola Hellenic Bottling Co. SA (Bearer)

90,735

4,124,591

EFG Eurobank Ergasias SA

166,553

4,746,831

Greek Organization of Football Prognostics SA

120,453

4,722,196

Hellenic Petroleum SA

66,967

1,087,645

Hellenic Telecommunication Organization SA (OTE)

140,687

3,939,602

Marfin Financial Group Holdings SA

335,340

3,432,710

National Bank of Greece SA

246,394

13,991,003

Public Power Corp. of Greece

53,932

2,053,921

Titan Cement Co. SA (Reg.)

30,761

1,387,792

TOTAL GREECE

51,825,475

Hong Kong - 2.0%

ASM Pacific Technology Ltd.

139,529

1,104,053

Bank of East Asia Ltd.

710,492

4,324,552

BOC Hong Kong Holdings Ltd.

1,920,566

4,907,301

Cathay Pacific Airways Ltd.

645,327

1,356,163

Cheung Kong Holdings Ltd.

781,449

12,006,271

Cheung Kong Infrastructure Holdings Ltd.

290,450

1,174,246

Citic International Financial Holdings Ltd.

934,000

700,150

CLP Holdings Ltd.

1,102,157

9,956,825

Esprit Holdings Ltd.

527,423

6,163,710

Hang Lung Group Ltd.

377,000

1,942,029

Hang Lung Properties Ltd.

1,147,423

4,366,850

Hang Seng Bank Ltd.

386,601

7,832,189

Henderson Land Development Co. Ltd.

539,963

3,753,635

Hong Kong & China Gas Co. Ltd.

2,130,615

5,247,430

Hong Kong Aircraft & Engineering Co.

43,200

716,319

Hong Kong Electric Holdings Ltd.

775,676

4,681,549

Hong Kong Exchanges & Clearing Ltd.

566,298

9,723,847

Hopewell Holdings Ltd.

312,000

1,321,339

Hutchison Whampoa Ltd.

1,128,158

12,138,980

Hysan Development Co. Ltd.

275,625

785,845

Kerry Properties Ltd.

319,681

2,185,443

Li & Fung Ltd.

1,177,623

4,451,605

Lifestyle International Holdings Ltd.

294,000

560,581

Link (REIT)

1,180,811

2,959,631

MTR Corp. Ltd.

770,113

2,595,365

Mongolia Energy Corp. Ltd. (a)

1,718,000

3,896,558

New World Development Co. Ltd.

1,135,580

2,852,083

Orient Overseas International Ltd.

93,900

632,907

PCCW Ltd.

2,531,751

1,589,664

Shangri-La Asia Ltd.

685,380

2,309,806

Shares

Value

Shun Tak Holdings Ltd.

548,000

$ 640,418

Sino Land Co.

652,380

1,661,902

Sun Hung Kai Properties Ltd.

712,141

11,443,314

Swire Pacific Ltd. (A Shares)

420,884

4,802,691

Television Broadcasts Ltd.

200,000

1,327,541

Wharf Holdings Ltd.

728,585

3,641,104

Wheelock & Co. Ltd.

412,000

1,296,096

Wing Hang Bank Ltd.

103,000

1,562,706

Wing Lung Bank Ltd.

54,100

1,021,840

Yue Yuen Industrial Holdings Ltd.

353,500

1,014,672

TOTAL HONG KONG

146,649,210

Ireland - 0.6%

Allied Irish Banks PLC

439,518

8,756,157

Anglo Irish Bank Corp. PLC

301,052

3,934,111

Bank of Ireland

509,622

6,410,764

CRH PLC

277,838

10,243,912

Elan Corp. PLC (a)

242,397

6,222,101

Irish Life & Permanent PLC

121,671

2,129,440

Kerry Group PLC Class A

71,827

2,167,781

Ryanair Holdings PLC (a)

197,226

828,426

Smurfit Kappa Group PLC

37,389

378,079

TOTAL IRELAND

41,070,771

Italy - 3.6%

A2A SpA

625,417

2,539,429

Alleanza Assicurazioni SpA

224,750

2,765,681

Assicurazioni Generali SpA

538,681

22,400,436

Atlantia SpA

142,736

5,129,457

Autogrill SpA

52,815

776,863

Banca Carige SpA

416,861

1,747,736

Banca Monte dei Paschi di Siena SpA (d)

1,052,470

3,356,522

Banca Popolare di Milano

223,183

2,453,009

Banco Popolare Scarl

332,143

6,660,455

Bulgari SpA

84,019

970,510

Enel SpA

2,210,154

24,841,982

ENI SpA

1,345,846

54,909,626

Fiat SpA

364,116

8,114,472

Finmeccanica SpA

157,856

4,784,323

Fondiaria-Sai SpA

28,718

1,088,322

IFIL Finanziaria di Partecipazioni SpA

151,820

1,268,321

Intesa Sanpaolo SpA

3,999,179

26,223,719

Italcementi SpA

38,500

778,029

Lottomatica SpA

35,597

1,016,191

Luxottica Group SpA

62,388

1,744,278

Mediaset SpA

388,383

3,166,047

Mediobanca SpA

259,861

4,830,976

Mediolanum SpA

100,728

579,016

Common Stocks - continued

Shares

Value

Italy - continued

Parmalat SpA

803,394

$ 2,329,702

Pirelli & C SpA

1,430,544

1,187,303

Prysmian SpA

69,542

1,839,170

Saipem SpA

132,590

6,089,098

Snam Rete Gas SpA

467,478

3,105,381

Telecom Italia SpA

5,335,692

11,738,024

Terna SpA

653,589

2,969,022

UniCredit SpA

5,716,751

39,958,718

Unione di Banche Italiane Scpa

314,142

8,093,049

Unipol Gruppo Finanziario SpA

71,487

190,840

TOTAL ITALY

259,645,707

Japan - 20.1%

77 Bank Ltd.

209,223

1,319,549

ACOM Co. Ltd.

30,140

949,021

Advantest Corp.

92,190

2,413,168

Aeon Co. Ltd.

348,900

5,013,121

Aeon Credit Service Co. Ltd.

41,400

594,850

Aeon Mall Co. Ltd.

32,500

1,051,072

Aiful Corp.

37,805

655,779

Aioi Insurance Co. Ltd.

188,000

1,171,434

Aisin Seiki Co. Ltd.

101,500

3,552,115

Ajinomoto Co., Inc.

332,866

3,235,847

Alfresa Holdings Corp.

14,600

1,016,351

All Nippon Airways Co. Ltd.

392,000

1,505,690

Alps Electric Co. Ltd.

102,277

1,118,412

Amada Co. Ltd.

179,000

1,639,928

Aozora Bank Ltd.

333,000

884,294

Asahi Breweries Ltd.

226,903

3,972,524

Asahi Kasei Corp.

579,727

3,441,854

Asahi Glass Co. Ltd.

515,677

6,788,313

Asics Corp.

92,000

1,021,738

Astellas Pharma, Inc.

249,300

10,545,126

Bank of Kyoto Ltd.

159,000

1,918,134

Bank of Yokohama Ltd.

614,084

4,478,667

Benesse Corp.

35,400

1,440,307

Bridgestone Corp.

318,379

5,432,130

Brother Industries Ltd.

116,300

1,677,658

Canon Marketing Japan, Inc.

44,100

851,133

Canon, Inc.

543,944

29,427,022

Casio Computer Co. Ltd.

108,300

1,429,757

Central Japan Ry Co.

801

7,824,640

Chiba Bank Ltd.

364,674

2,732,288

Chubu Electric Power Co., Inc.

332,664

7,461,593

Chugai Pharmaceutical Co. Ltd.

158,725

2,482,336

Chugokun Electric Power Co.

127,300

2,728,547

Chuo Mitsui Trust Holdings, Inc.

440,300

3,131,876

Citizen Holdings Co. Ltd.

155,966

1,320,918

Coca-Cola West Japan Co. Ltd. (d)

32,700

783,076

Cosmo Oil Co. Ltd.

276,000

1,094,158

Credit Saison Co. Ltd.

88,052

2,083,552

CSK Holdings Corp. (d)

32,400

732,872

Shares

Value

Dai Nippon Printing Co. Ltd.

330,242

$ 5,051,976

Daicel Chemical Industries Ltd.

150,000

936,077

Daido Steel Co. Ltd.

168,000

1,062,747

Daihatsu Motor Co. Ltd.

93,000

1,044,310

Daiichi Sankyo Co. Ltd.

366,570

10,342,809

Daikin Industries Ltd.

133,894

6,908,037

Dainippon Sumitomo Pharma Co. Ltd.

77,000

653,594

Daito Trust Construction Co.

38,263

1,970,486

Daiwa House Industry Co. Ltd.

256,184

3,141,558

Daiwa Securities Group, Inc.

687,985

6,890,290

DeNA Co. Ltd.

139

978,168

Denki Kagaku Kogyo KK

242,358

992,969

Denso Corp.

259,938

9,491,287

Dentsu, Inc.

938

2,295,182

Dic Corp.

239,995

778,436

Dowa Holdings Co. Ltd. (d)

139,168

1,050,623

Dowa Holdings Co. Ltd. rights 1/29/10 (a)

67,168

24,690

East Japan Railway Co.

1,785

13,780,254

Eisai Co. Ltd.

138,778

5,027,807

Electric Power Development Co. Ltd.

71,980

2,696,519

Elpida Memory, Inc. (a)(d)

55,700

2,054,941

FamilyMart Co. Ltd.

30,400

1,112,898

Fanuc Ltd.

101,872

11,062,542

Fast Retailing Co. Ltd.

25,000

2,162,367

Fuji Electric Holdings Co. Ltd.

242,153

1,067,917

Fuji Heavy Industries Ltd.

308,000

1,443,020

Fuji Television Network, Inc.

186

312,234

Fujifilm Holdings Corp.

259,605

9,618,358

Fujitsu Ltd.

1,005,075

8,140,498

Fukuoka Financial Group, Inc.

403,300

2,004,260

Furukawa Electric Co. Ltd.

383,790

1,521,474

Gunma Bank Ltd.

200,663

1,440,648

Hachijuni Bank Ltd.

235,000

1,626,992

Hakuhodo DY Holdings, Inc.

10,980

633,141

Hankyu Hanshin Holdings, Inc.

569,200

2,467,037

Haseko Corp.

716,000

1,154,401

Hikari Tsushin, Inc.

10,200

366,635

Hino Motors Ltd.

129,000

862,528

Hirose Electric Co. Ltd.

17,098

1,991,307

Hiroshima Bank Ltd.

264,000

1,357,056

Hisamitsu Pharmaceutical Co., Inc.

32,900

1,326,110

Hitachi Chemical Co. Ltd.

44,100

987,064

Hitachi Construction Machinery Co. Ltd.

55,000

1,898,710

Hitachi High-Technologies Corp.

35,400

805,766

Hitachi Ltd.

1,760,271

12,676,586

Hitachi Metals Ltd.

49,000

720,315

Hokkaido Electric Power Co., Inc.

99,000

2,023,378

Hokuhoku Financial Group, Inc.

576,715

1,777,621

Hokuriku Electric Power Co., Inc.

85,400

2,041,047

Honda Motor Co. Ltd.

831,360

27,609,050

Hoya Corp.

217,816

6,052,740

Ibiden Co. Ltd.

68,200

2,871,851

Idemitsu Kosan Co., Ltd.

10,900

1,168,153

Common Stocks - continued

Shares

Value

Japan - continued

Inpex Holdings, Inc.

419

$ 5,285,186

Isetan Mitsukoshi Holdings Ltd. (a)

174,287

2,092,634

Ishikawajima-Harima Heavy Industries Co. Ltd.

639,185

1,448,836

Isuzu Motors Ltd.

635,000

3,420,713

Ito En Ltd. (d)

29,200

468,851

Itochu Corp.

802,986

9,290,999

ITOCHU Techno-Solutions Corp.

17,200

629,666

Iyo Bank Ltd.

129,000

1,608,830

J Front Retailing Co. Ltd.

217,800

1,433,547

JAFCO Co. Ltd.

20,500

836,021

Japan Airlines Corp. (a)

425,420

956,227

Japan Petroleum Exploration Co. Ltd.

12,000

861,533

Japan Prime Realty Investment Corp.

308

1,019,461

Japan Real Estate Investment Corp.

202

2,490,516

Japan Retail Fund Investment Corp.

180

1,171,093

Japan Steel Works Ltd.

173,000

3,593,228

Japan Tobacco, Inc.

2,325

11,289,833

JFE Holdings, Inc.

280,975

15,882,123

JGC Corp.

108,117

2,384,029

Joyo Bank Ltd.

362,941

2,065,294

Js Group Corp.

157,359

2,684,834

JSR Corp.

104,316

2,132,028

JTEKT Corp.

93,400

1,632,551

Jupiter Telecommunications Co.

1,209

1,019,348

Kajima Corp.

441,317

1,799,756

Kamigumi Co. Ltd.

168,663

1,337,275

Kaneka Corp.

132,559

965,528

Kansai Electric Power Co., Inc.

408,336

9,003,995

Kansai Paint Co. Ltd.

121,000

882,483

Kao Corp.

278,750

7,270,130

Kawasaki Heavy Industries Ltd.

744,945

2,303,225

Kawasaki Kisen Kaisha Ltd.

303,000

3,347,828

KDDI Corp.

1,453

10,073,435

Keihin Electric Express Railway Co. Ltd. (d)

181,061

1,152,238

Keio Corp.

234,410

1,253,862

Keisei Electric Railway Co.

156,000

809,294

Keyence Corp.

18,700

4,465,725

Kikkoman Corp.

54,849

685,613

Kinden Corp.

66,000

660,376

Kintetsu Corp.

728,100

2,375,440

Kirin Holdings Co. Ltd.

393,256

6,508,268

Kobe Steel Ltd.

1,413,000

4,650,142

Komatsu Ltd.

461,545

14,620,261

Konami Corp.

49,900

1,822,032

Konica Minolta Holdings, Inc.

235,500

4,393,290

Kubota Corp.

593,864

4,815,570

Kuraray Co. Ltd.

162,986

2,057,420

Kuraya Sanseido, Inc.

69,800

1,281,609

Kurita Water Industries Ltd.

57,900

2,136,106

Kyocera Corp.

84,102

8,103,007

Kyowa Hakko Kogyo Co. Ltd.

106,689

1,036,130

Shares

Value

Kyushu Electric Power Co., Inc.

198,270

$ 4,212,109

Lawson, Inc.

26,116

1,154,216

Leopalace21 Corp.

59,700

954,045

Mabuchi Motor Co. Ltd.

16,821

902,948

Makita Corp.

61,100

2,572,876

Marubeni Corp.

842,244

7,508,625

Marui Group Co. Ltd.

146,849

1,218,635

Maruichi Steel Tube Ltd.

10,300

352,646

Matsushita Electric Industrial Co. Ltd.

1,023,073

23,229,583

Matsushita Electric Works Co. Ltd.

183,000

2,013,278

Mazda Motor Corp.

460,000

2,399,469

Meiji Dairies Corp.

137,000

747,107

Millea Holdings, Inc.

381,900

15,753,375

Minebea Co. Ltd.

191,008

1,155,758

Mitsubishi Chemical Holdings Corp.

616,275

4,371,905

Mitsubishi Corp.

693,202

23,930,722

Mitsubishi Electric Corp.

961,106

10,874,426

Mitsubishi Estate Co. Ltd.

615,723

16,584,345

Mitsubishi Gas Chemical Co., Inc.

195,867

1,469,374

Mitsubishi Heavy Industries Ltd.

1,721,256

8,684,638

Mitsubishi Logistics Corp.

55,000

677,068

Mitsubishi Materials Corp.

631,937

3,026,633

Mitsubishi Motors Corp. of Japan (a)(d)

1,797,000

3,187,016

Mitsubishi Rayon Co. Ltd.

268,312

969,527

Mitsubishi Tanabe Pharma Corp.

98,000

1,274,260

Mitsubishi UFJ Financial Group, Inc.

5,271,360

53,597,276

Mitsubishi UFJ Lease & Finance Co. Ltd.

29,360

1,369,985

Mitsubishi UFJ NICOS Co. Ltd. (a)

171,000

640,597

Mitsui & Co. Ltd.

870,123

21,332,208

Mitsui Chemicals, Inc.

347,683

1,994,957

Mitsui Engineering & Shipbuilding Co.

361,000

1,311,296

Mitsui Fudosan Co. Ltd.

444,677

11,028,361

Mitsui Mining & Smelting Co. Ltd.

240,154

806,283

Mitsui O.S.K. Lines Ltd.

585,285

8,831,454

Mitsui Sumitomo Insurance Group Holdings, Inc. (a)

184,042

7,243,687

Mitsumi Electric Co. Ltd.

37,600

1,091,199

Mizuho Financial Group, Inc.

4,963

26,076,461

Mizuho Trust & Banking Co. Ltd. (d)

729,000

1,368,949

Murata Manufacturing Co. Ltd.

111,954

5,882,257

Namco Bandai Holdings, Inc.

99,450

1,294,057

NEC Corp.

1,120,951

5,953,458

NEC Electronics Corp. (a)(d)

22,300

522,392

NGK Insulators Ltd.

138,309

2,527,707

NGK Spark Plug Co. Ltd.

88,000

1,094,992

NHK Spring Co. Ltd.

72,000

669,879

Nidec Corp.

55,642

4,142,543

Nikon Corp.

169,838

5,412,137

Nintendo Co. Ltd.

51,496

28,405,194

Nippon Building Fund, Inc.

240

3,186,646

Nippon Electric Glass Co. Ltd.

179,000

3,480,178

Nippon Express Co. Ltd.

342,546

1,721,826

Nippon Meat Packers, Inc.

90,740

1,197,073

Nippon Mining Holdings, Inc.

425,500

2,663,411

Common Stocks - continued

Shares

Value

Japan - continued

Nippon Oil Corp.

653,129

$ 4,720,071

Nippon Paper Group, Inc.

434

1,238,942

Nippon Sheet Glass Co. Ltd.

267,000

1,202,817

Nippon Steel Corp.

2,656,661

16,604,132

Nippon Telegraph & Telephone Corp.

2,648

12,840,521

Nippon Yusen KK

557,578

5,668,851

Nipponkoa Insurance Co. Ltd.

294,000

2,757,644

Nishi-Nippon City Bank Ltd.

322,000

1,062,747

Nissan Chemical Industries Co. Ltd.

60,000

809,181

Nissan Motor Co. Ltd.

1,189,748

10,567,093

Nisshin Seifun Group, Inc.

70,090

833,582

Nisshin Steel Co. Ltd.

353,000

1,365,933

Nisshinbo Industries, Inc.

75,000

970,220

Nissin Food Products Co. Ltd. (d)

44,323

1,605,784

Nitori Co. Ltd.

21,200

1,109,863

Nitto Denko Corp.

88,494

4,204,808

NOK Corp.

53,600

951,624

Nomura Holdings, Inc.

929,847

15,782,214

Nomura Real Estate Holdings, Inc.

23,700

605,762

Nomura Real Estate Office Fund, Inc.

131

1,043,627

Nomura Research Institute Ltd.

50,900

1,259,949

NSK Ltd.

204,576

2,023,642

NTN Corp.

187,611

1,425,232

NTT Data Corp.

647

2,681,516

NTT DoCoMo, Inc.

8,286

13,220,291

NTT Urban Development Co.

487

799,042

Obayashi Corp.

309,704

1,580,242

Obic Co. Ltd.

5,580

977,982

Odakyu Electric Railway Co. Ltd. (d)

334,000

2,195,201

Oji Paper Co. Ltd.

494,352

2,400,495

Okuma Corp.

79,000

934,304

Olympus Corp.

112,429

3,668,018

Omron Corp.

110,860

2,397,200

Ono Pharmaceutical Co. Ltd.

47,200

2,726,176

Onward Holdings Co. Ltd.

77,000

892,394

Oracle Corp. Japan

21,200

916,844

Oriental Land Co. Ltd.

27,856

1,674,953

ORIX Corp.

46,538

8,792,081

Osaka Gas Co. Ltd.

1,116,525

4,055,663

Osaka Titanium Technolo Co. Ltd. (d)

7,800

468,266

Otsuka Corp.

8,500

610,252

Pioneer Corp.

83,438

722,486

Promise Co. Ltd.

32,225

1,029,953

Rakuten, Inc.

3,092

1,592,333

Resona Holdings, Inc. (d)

2,989

5,216,009

Ricoh Co. Ltd.

356,770

6,567,627

Rohm Co. Ltd.

48,744

3,194,433

Sankyo Co. Ltd. (Gunma)

26,500

1,696,462

Santen Pharmaceutical Co. Ltd.

41,600

1,161,912

Sanyo Electric Co. Ltd. (a)

889,382

2,269,004

Sapporo Breweries Ltd.

146,578

1,112,124

Sapporo Hokuyo Holdings, Inc.

163

1,269,186

Shares

Value

SBI E*TRADE Securities Co. Ltd.

680

$ 690,061

SBI Holdings, Inc. (d)

5,796

1,706,808

Secom Co. Ltd.

104,567

5,077,609

Sega Sammy Holdings, Inc.

91,700

943,613

Seiko Epson Corp.

59,600

1,455,520

Sekisui Chemical Co. Ltd.

225,293

1,651,664

Sekisui House Ltd.

250,467

2,648,622

Seven & I Holdings Co. Ltd.

416,000

12,151,745

Sharp Corp.

531,675

9,278,092

Shikoku Electric Power Co., Inc.

86,400

2,450,076

Shimadzu Corp.

126,000

1,353,926

Shimamura Co. Ltd.

8,600

685,945

SHIMANO, Inc.

35,600

1,701,669

SHIMIZU Corp.

345,416

1,749,356

Shin-Etsu Chemical Co. Ltd.

212,662

13,392,220

Shinko Electric Industries Co.Ltd.

34,500

508,142

Shinko Securities Co. Ltd.

337,000

1,211,333

Shinsei Bank Ltd.

706,000

2,785,433

Shionogi & Co. Ltd.

149,091

3,004,727

Shiseido Co. Ltd.

173,950

4,264,613

Shizuoka Bank Ltd.

322,274

3,621,915

Showa Denko KK

656,336

2,004,365

Showa Shell Sekiyu KK

93,300

1,020,248

SMC Corp.

31,971

4,017,600

Softbank Corp.

393,730

6,949,275

Sojitz Corp.

647,600

2,469,036

Sompo Japan Insurance, Inc.

446,712

4,825,540

Sony Corp.

519,985

26,171,389

Sony Financial Holdings, Inc.

397

1,622,790

Square Enix Co. Ltd.

35,300

1,081,364

Stanley Electric Co. Ltd.

79,925

2,160,340

Sumco Corp.

54,900

1,405,823

Sumitomo Chemical Co. Ltd.

784,334

5,727,781

Sumitomo Corp.

548,242

8,095,721

Sumitomo Electric Industries Ltd.

406,906

5,252,267

Sumitomo Heavy Industries Ltd.

276,822

2,221,087

Sumitomo Metal Industries Ltd.

2,111,966

10,075,104

Sumitomo Metal Mining Co. Ltd.

275,065

4,614,852

Sumitomo Mitsui Financial Group, Inc.

3,421

29,427,609

Sumitomo Realty & Development Co. Ltd.

199,000

5,095,789

Sumitomo Rubber Industries Ltd.

75,000

618,835

Sumitomo Trust & Banking Co. Ltd.

713,344

6,082,097

Suzuken Co. Ltd.

34,560

1,320,911

Suzuki Motor Corp.

172,000

4,763,278

T&D Holdings, Inc.

100,850

6,714,406

Taiheiyo Cement Corp. (d)

398,684

941,505

Taisei Corp.

466,594

1,349,689

Taisho Pharmaceutical Co. Ltd.

83,524

1,562,906

Taiyo Nippon Sanso Corp.

132,000

1,125,455

Takashimaya Co. Ltd. (d)

178,000

1,836,722

Takeda Pharmaceutical Co. Ltd.

431,442

25,001,050

Takefuji Corp.

61,941

1,174,318

TDK Corp.

61,525

4,218,757

Teijin Ltd.

510,341

1,921,523

Common Stocks - continued

Shares

Value

Japan - continued

Terumo Corp.

84,712

$ 4,217,925

The Chugoku Bank Ltd.

91,000

1,424,896

The Suruga Bank Ltd.

115,000

1,652,362

THK Co. Ltd.

59,000

1,217,043

Tobu Railway Co. Ltd.

405,297

1,983,434

Toho Co. Ltd.

55,554

1,217,088

Toho Gas Co. Ltd.

271,000

1,400,739

Toho Titanium Co. Ltd. (d)

13,400

291,028

Tohoku Electric Power Co., Inc.

214,690

4,601,664

Tokai Rika Co. Ltd.

28,200

669,964

Tokuyama Corp.

101,000

764,397

Tokyo Broadcasting System, Inc.

17,300

383,114

Tokyo Electric Power Co.

624,618

15,224,472

Tokyo Electron Ltd.

90,318

6,175,956

Tokyo Gas Co. Ltd.

1,207,395

4,591,857

Tokyo Steel Manufacturing Co. Ltd.

44,500

616,602

Tokyo Tatemono Co. Ltd.

151,000

1,284,588

Tokyu Corp.

562,954

2,957,858

Tokyu Land Corp.

237,000

1,701,527

TonenGeneral Sekiyu KK

141,856

1,352,099

Toppan Printing Co. Ltd.

298,013

3,431,220

Toray Industries, Inc.

659,883

4,324,537

Toshiba Corp.

1,601,880

14,113,681

Tosoh Corp.

287,816

1,318,429

Toto Ltd. (d)

157,185

1,207,510

Toyo Seikan Kaisha Ltd.

71,800

1,412,984

Toyo Suisan Kaisha Ltd.

45,000

968,797

Toyoda Gosei Co. Ltd.

29,500

951,252

Toyota Boshoku Corp.

28,700

775,749

Toyota Industries Corp.

95,086

3,363,721

Toyota Motor Corp.

1,396,951

71,334,746

Toyota Tsusho Corp.

98,900

2,410,594

Trend Micro, Inc. (d)

55,500

1,942,290

Ube Industries Ltd.

503,605

1,900,937

Uni-Charm Corp.

21,860

1,544,547

UNY Co. Ltd.

98,000

1,028,888

Ushio, Inc.

59,500

1,104,339

USS Co. Ltd.

14,140

957,508

West Japan Railway Co.

897

4,202,561

Yahoo! Japan Corp.

7,865

3,382,756

Yakult Honsha Co. Ltd. (d)

47,366

1,242,100

Yamada Denki Co. Ltd.

43,115

3,348,936

Yamaguchi Financial Group, Inc.

107,000

1,560,755

Yamaha Corp.

82,343

1,636,083

Yamaha Motor Co. Ltd.

97,400

1,981,440

Yamato Holdings Co. Ltd.

216,232

3,012,565

Yamato Kogyo Co. Ltd.

18,700

936,419

Yamazaki Baking Co. Ltd. (d)

55,000

581,610

Shares

Value

Yaskawa Electric Corp.

112,000

$ 1,281,032

Yokogawa Electric Corp.

108,200

1,026,176

TOTAL JAPAN

1,454,667,764

Luxembourg - 0.8%

Acergy SA

102,400

2,658,092

ArcelorMittal SA (France)

454,871

45,055,618

Millicom International Cellular SA unit (a)

35,900

4,199,810

SES SA FDR (France) unit

153,028

4,047,116

TOTAL LUXEMBOURG

55,960,636

Mauritius - 0.0%

Golden Agri-Resources Ltd.

2,500,000

1,983,835

Netherlands - 2.8%

Aegon NV

754,431

11,520,728

Akzo Nobel NV

136,800

11,579,523

ASML Holding NV (Netherlands)

214,603

6,425,778

Corio NV

23,283

2,043,247

EADS NV

178,623

4,173,815

Fugro NV (Certificaten Van Aandelen) unit

29,776

2,622,318

Heineken Holding NV (A Shares)

40,402

2,089,875

Heineken NV (Bearer)

127,985

7,520,244

ING Groep NV (Certificaten Van Aandelen)

961,706

36,721,446

James Hardie Industries NV unit

232,144

1,209,264

Koninklijke Ahold NV

655,613

9,806,696

Koninklijke KPN NV

941,483

17,136,582

Koninklijke Philips Electronics NV

595,534

22,876,793

Randstad Holdings NV

53,212

2,319,549

Reed Elsevier NV

337,975

6,304,195

Royal DSM NV

72,529

4,446,763

SBM Offshore NV

79,084

3,139,751

SNS Reaal

70,218

1,615,632

STMicroelectronics NV

345,778

4,505,431

TNT NV

209,829

8,418,655

TomTom Group BV (a)(d)

29,221

1,085,564

Unilever NV (Certificaten Van Aandelen)

872,741

28,518,975

Wolters Kluwer NV (Certificaten Van Aandelen)

159,021

4,482,688

TOTAL NETHERLANDS

200,563,512

New Zealand - 0.1%

Auckland International Airport Ltd.

339,479

577,254

Contact Energy Ltd.

185,189

1,375,682

Fletcher Building Ltd.

275,902

1,729,574

Sky City Entertainment Group Ltd.

289,621

851,051

Telecom Corp. of New Zealand Ltd.

886,478

2,801,029

TOTAL NEW ZEALAND

7,334,590

Norway - 1.0%

Aker Solutions ASA

81,950

2,313,202

DnB Nor ASA

374,459

5,387,688

Norsk Hydro ASA

391,130

6,210,238

Common Stocks - continued

Shares

Value

Norway - continued

Orkla ASA (A Shares)

420,345

$ 6,064,372

Petroleum Geo-Services ASA

88,300

2,600,622

ProSafe ASA

81,200

867,470

Renewable Energy Corp. AS (a)(d)

81,600

2,423,287

StatoilHydro ASA

669,131

25,970,389

Storebrand ASA (A Shares)

179,967

1,718,003

Telenor ASA

440,208

9,556,608

Yara International ASA

102,167

7,750,393

TOTAL NORWAY

70,862,272

Portugal - 0.3%

Banco Comercial Portugues SA (Reg.) (d)

1,290,444

3,282,334

Banco Espirito Santo SA (BES) (Reg.)

106,143

1,913,818

BPI-SGPS SA (d)

153,390

751,681

BPI-SGPS SA rights 6/11/08 (a)(d)

153,390

27,442

Brisa Auto-Estradas de Portugal SA

166,305

2,369,882

Cimpor-Cimentos de Portugal SGPS SA

90,960

826,398

Energias de Portugal SA

988,937

6,230,882

Portugal Telecom SGPS SA (Reg.)

379,825

4,644,425

Sonae SGPS SA

351,130

573,566

ZON MULTIMEDIA - Servicos de Telecomunicacoes e Multimedia, SGPS, S.A.

100,950

1,097,765

TOTAL PORTUGAL

21,718,193

Singapore - 1.1%

Ascendas Real Estate Investment Trust (A-REIT)

586,100

1,055,066

CapitaCommercial Trust (REIT)

595,000

983,652

CapitaLand Ltd.

900,000

4,331,374

CapitaMall Trust

676,000

1,644,056

City Developments Ltd.

231,000

1,931,506

ComfortDelgro Corp. Ltd.

1,139,784

1,348,312

Cosco Corp. Singapore Ltd.

462,000

1,160,940

DBS Group Holdings Ltd.

607,361

8,702,086

Fraser & Neave Ltd.

493,150

1,786,355

Jardine Cycle & Carriage Ltd.

56,800

683,603

Keppel Corp. Ltd.

601,000

5,352,035

Keppel Land Ltd.

191,000

748,001

Neptune Orient Lines Ltd.

230,000

686,113

Olam International Ltd.

574,800

1,321,913

Oversea-Chinese Banking Corp. Ltd.

1,312,968

8,364,021

Parkway Holdings Ltd.

444,202

926,917

Parkway Holdings Ltd. rights 6/9/08 (a)

139,160

67,484

SembCorp Industries Ltd.

493,130

1,731,933

SembCorp Marine Ltd.

373,800

1,266,141

Singapore Airlines Ltd.

293,425

3,432,275

Singapore Exchange Ltd.

422,000

2,492,932

Singapore Press Holdings Ltd.

817,021

2,569,324

Singapore Technologies Engineering Ltd.

662,161

1,547,151

Singapore Telecommunications Ltd.

4,114,827

11,519,097

United Overseas Bank Ltd.

635,846

9,427,900

UOL Group Ltd.

283,984

813,768

Shares

Value

Venture Corp. Ltd.

107,808

$ 793,708

Wilmar International Ltd.

403,000

1,646,348

Yanlord Land Group Ltd.

120,000

190,448

TOTAL SINGAPORE

78,524,459

Spain - 4.0%

Abertis Infraestructuras SA

141,413

4,501,122

Abertis Infraestructuras SA rights (a)

141,413

225,056

Acerinox SA

77,561

2,053,661

Actividades de Construccion y Servicios SA (ACS)

111,168

6,717,147

Banco Bilbao Vizcaya Argentaria SA

1,841,996

41,084,885

Banco de Sabadell SA (d)

451,352

4,564,094

Banco Popular Espanol SA (Reg.)

445,711

7,197,415

Banco Santander SA

3,165,966

66,040,392

Bankinter SA (d)

116,753

1,696,449

Cintra Concesiones de Infrastructuras de Transporte SA

102,758

1,581,022

Corporacion Mapfre SA (Reg.)

279,642

1,513,936

Criteria CaixaCorp, SA

387,508

2,664,580

Enagas SA

88,589

2,818,376

Fomento Construcciones y Contratas SA (FOCSA)

22,033

1,522,230

Gamesa Corporacion Tecnologica, SA

92,747

4,800,412

Gas Natural SDG SA Series E

60,438

3,499,551

Gestevision Telecinco SA

44,817

697,218

Grifols SA

61,805

1,774,930

Grupo Acciona SA

15,962

4,538,063

Grupo Ferrovial SA

29,087

2,289,683

Iberdrola Renovables SA

482,388

3,459,579

Iberdrola SA

1,850,470

26,715,043

Iberia Lineas Aereas de Espana SA

226,270

742,737

Inditex SA

117,712

5,790,399

Indra Sistemas SA

57,627

1,573,363

Promotora de Informaciones SA (PRISA)

43,982

723,913

Red Electrica de Espana SA

59,607

4,219,243

Repsol YPF SA

416,332

17,214,538

Telefonica SA

2,217,223

63,576,060

Union Fenosa SA

56,067

3,647,684

Vallehermoso SA (d)

37,575

1,347,982

Zardoya Otis SA

50,546

1,536,516

TOTAL SPAIN

292,327,279

Sweden - 2.2%

Alfa Laval AB

44,750

3,135,863

Assa Abloy AB (B Shares)

154,643

2,680,166

Atlas Copco AB:

(A Shares)

357,960

6,338,135

(B Shares)

186,310

3,019,422

Boliden AB

127,650

1,441,213

Electrolux AB (B Shares) (d)

130,569

1,882,150

Getinge AB (B Shares)

106,136

2,883,025

H&M Hennes & Mauritz AB (B Shares)

245,221

13,546,880

Holmen AB (B Shares)

28,800

981,485

Common Stocks - continued

Shares

Value

Sweden - continued

Husqvarna AB (B Shares) (d)

126,469

$ 1,301,425

Investor AB (B Shares)

240,200

5,974,278

Lundin Petroleum AB (a)

113,400

1,752,771

Modern Times Group MTG AB (B Shares)

25,800

1,799,340

Nordea Bank AB

1,066,873

17,334,664

Sandvik AB

493,230

8,466,127

Scania AB (B Shares)

171,216

3,373,988

Securitas AB (B Shares)

169,008

2,112,354

Skandinaviska Enskilda Banken AB (A Shares)

251,075

5,690,369

Skanska AB (B Shares)

202,269

3,455,026

SKF AB (B Shares)

191,400

3,588,331

SSAB Svenskt Stal AB:

(A Shares)

89,246

3,093,500

(B Shares)

43,508

1,359,466

Svenska Cellulosa AB (SCA) (B Shares)

301,612

4,837,795

Svenska Handelsbanken AB (A Shares)

264,064

7,348,924

Swedbank AB (A Shares)

181,400

4,481,569

Swedish Match Co.

134,750

2,868,717

TELE2 AB (B Shares)

157,259

3,361,019

Telefonaktiebolaget LM Ericsson (B Shares)

7,566,573

20,428,056

TeliaSonera AB

1,196,135

10,863,625

Volvo AB (B Shares)

564,010

8,929,117

TOTAL SWEDEN

158,328,800

Switzerland - 6.5%

ABB Ltd. (Reg.)

1,139,045

37,002,843

Actelion Ltd. (Reg.) (a)

55,349

3,024,202

Adecco SA (Reg.)

67,424

3,845,684

Baloise Holdings AG (Reg.)

29,422

3,347,836

Compagnie Financiere Richemont unit

271,787

16,936,166

Credit Suisse Group (Reg.)

541,951

27,600,246

EFG International

29,984

1,123,357

Geberit AG (Reg.)

21,019

3,565,345

Givaudan AG (a)

3,559

3,448,710

Holcim Ltd. (Reg.)

111,838

10,461,676

Julius Baer Holding AG

111,348

9,112,525

Kuehne & Nagel International AG

29,887

3,197,161

Lindt & Spruengli AG (participation certificate)

496

1,570,373

Logitech International SA (Reg.) (a)

91,601

3,002,581

Lonza Group AG

27,398

3,795,713

Nestle SA (Reg.)

203,986

100,300,129

Nobel Biocare Holding AG (Switzerland)

70,606

2,784,138

Novartis AG (Reg.)

1,206,219

63,339,464

Oc Oerlikon Corp. AG (Reg.) (a)

3,613

1,221,896

Pargesa Holding SA

16,816

2,076,388

Roche Holding AG (participation certificate)

365,381

62,994,307

Schindler Holding AG (participation certificate)

30,666

2,475,817

Shares

Value

SGS Societe Generale de Surveillance Holding SA (Reg.)

2,660

$ 3,996,508

Sonova Holding AG

25,693

2,335,615

Straumann Holding AG

4,411

1,207,174

Sulzer AG (Reg.)

15,900

2,137,187

Swiss Life Holding

18,132

5,101,419

Swiss Reinsurance Co. (Reg.)

185,492

14,406,195

Swisscom AG (Reg.)

11,943

4,170,826

Syngenta AG (Switzerland)

54,514

16,686,918

The Swatch Group AG:

(Bearer)

17,539

4,909,338

(Reg.)

28,374

1,486,348

UBS AG:

rights 6/12/08 (a)

1,128,079

1,504,394

(For. Reg.)

1,128,079

27,167,509

Zurich Financial Services AG (Reg.)

75,667

22,196,283

TOTAL SWITZERLAND

473,532,271

United Kingdom - 20.2%

3i Group PLC

191,188

3,353,604

Alliance & Leicester PLC

190,559

1,605,227

AMEC PLC

174,822

2,889,914

Anglo American PLC (United Kingdom)

678,244

45,935,412

Antofagasta PLC

194,023

2,650,025

Associated British Foods PLC

123,929

2,114,905

AstraZeneca PLC (United Kingdom)

742,624

32,416,754

Aviva PLC

1,414,525

17,666,815

BAE Systems PLC

1,838,620

16,507,920

Balfour Beatty PLC

249,994

2,123,226

Barclays PLC

3,367,318

25,007,678

Berkeley Group Holdings PLC unit

44,096

709,280

BG Group PLC

1,698,476

42,594,711

BHP Billiton PLC

1,159,388

43,957,531

BP PLC

9,662,974

116,657,743

British Airways PLC (a)

297,921

1,372,103

British American Tobacco PLC

785,780

29,406,294

British Energy Group PLC

526,945

7,661,678

British Land Co. PLC

246,148

3,905,633

British Sky Broadcasting Group PLC (BSkyB)

558,040

6,002,438

BT Group PLC

4,193,434

18,462,401

Bunzl PLC

154,773

2,166,057

Burberry Group PLC

217,563

2,154,853

Cable & Wireless PLC

1,330,151

4,329,134

Cadbury PLC

711,847

9,504,059

Cairn Energy PLC

65,832

4,389,486

Capita Group PLC

284,540

3,813,060

Carnival PLC

83,844

3,194,764

Carphone Warehouse Group PLC (d)

188,870

887,630

Centrica PLC

1,904,040

11,079,406

Cobham PLC

582,683

2,441,211

Compass Group PLC

971,475

7,216,481

Daily Mail & General Trust PLC Class A

135,278

1,089,977

Diageo PLC

1,250,071

24,448,221

Common Stocks - continued

Shares

Value

United Kingdom - continued

Enterprise Inns PLC

251,870

$ 2,330,000

Eurasian Natural Resources Corp. PLC

160,035

4,625,225

Experian Group Ltd.

534,859

4,298,930

FirstGroup PLC

227,391

2,385,074

Friends Provident PLC

1,117,659

2,681,119

G4S PLC (United Kingdom)

630,764

2,814,455

Genting International PLC (a)

1,721,000

771,352

GKN PLC

330,576

1,907,216

GlaxoSmithKline PLC

2,848,957

63,094,789

Hammerson PLC

134,918

2,445,420

Hays PLC

685,763

1,392,389

HBOS PLC

1,948,806

15,441,559

Home Retail Group PLC

455,895

2,115,471

HSBC Holdings PLC (United Kingdom) (Reg.)

6,187,250

104,386,608

Icap PLC

266,711

3,254,499

IMI PLC

151,824

1,542,838

Imperial Tobacco Group PLC

342,601

13,742,831

Imperial Tobacco Group PLC rights 6/11/08 (a)

171,300

1,696,641

Inchcape PLC

187,424

1,620,586

InterContinental Hotel Group PLC

132,108

2,177,284

International Power PLC

772,264

6,799,862

Invensys PLC (a)

416,259

2,657,169

Investec PLC

223,317

1,550,502

ITV PLC

1,895,460

2,211,528

J Sainsbury PLC

835,626

5,768,691

Johnson Matthey PLC

107,772

4,301,734

Kazakhmys PLC

93,025

3,114,217

Kingfisher PLC

1,136,740

3,089,426

Land Securities Group PLC

228,290

6,385,342

Legal & General Group PLC

3,201,296

7,597,054

Liberty International PLC

119,421

2,087,651

Lloyds TSB Group PLC

2,879,073

21,900,118

LogicaCMG PLC

718,427

1,729,105

London Stock Exchange Group PLC

84,691

1,722,940

Lonmin PLC

75,521

5,170,160

Man Group PLC

892,696

10,981,401

Marks & Spencer Group PLC

910,976

6,857,299

Meggitt PLC

367,398

1,772,141

Meinl European Land Ltd. (a)

163,701

2,154,505

Mitchells & Butlers PLC

184,342

1,186,780

Mondi PLC

207,093

1,476,830

National Express Group PLC Class L

60,703

1,098,452

National Grid PLC

1,338,787

19,783,944

NEXT PLC

109,719

2,514,651

Old Mutual PLC

2,745,756

6,363,710

Pearson PLC

400,743

5,417,902

Persimmon PLC

160,366

1,529,576

Prudential PLC

1,316,194

17,338,204

Shares

Value

Punch Taverns Ltd.

133,525

$ 1,467,973

Reckitt Benckiser Group PLC

310,143

18,271,134

Reed Elsevier PLC

536,964

6,764,954

Rentokil Initial PLC

951,170

1,879,462

Rexam PLC

275,987

2,423,260

Rio Tinto PLC (Reg.)

515,514

62,003,895

Rolls-Royce Group PLC

925,484

7,750,239

Royal & Sun Alliance Insurance Group PLC

1,629,536

4,425,517

Royal Bank of Scotland Group PLC

5,184,515

23,466,963

Royal Bank of Scotland Group PLC rights 6/6/08 (a)

3,168,314

1,757,312

Royal Dutch Shell PLC:

Class A (United Kingdom)

1,843,693

78,521,687

Class B

1,426,047

59,576,995

SABMiller PLC

462,839

11,918,891

Sage Group PLC

678,943

3,026,066

Schroders PLC

76,285

1,586,686

Scottish & Southern Energy PLC

455,578

13,284,130

Segro PLC

231,621

1,910,977

Serco Group PLC

256,847

2,271,739

Severn Trent PLC

114,443

3,303,021

Shire PLC

284,625

4,855,212

Smith & Nephew PLC

436,355

4,688,310

Smiths Group PLC

195,901

3,903,887

Stagecoach Group PLC

230,197

1,057,914

Standard Chartered PLC (United Kingdom)

711,622

26,445,072

Standard Life PLC

1,159,485

5,765,028

Tate & Lyle PLC

232,395

2,133,728

Taylor Wimpey PLC

576,812

971,216

Tesco PLC

3,987,554

32,709,534

Thomas Cook Group PLC

240,632

1,179,753

Thomson Reuters PLC

101,533

3,277,597

Tomkins PLC

511,767

1,832,370

TUI Travel PLC

257,716

1,246,920

Tullow Oil PLC

370,180

6,526,277

Unilever PLC

676,736

22,407,133

United Business Media PLC

140,213

1,709,539

United Utilities PLC

418,380

6,203,336

Vedanta Resources PLC

69,626

3,453,570

Vodafone Group PLC

27,309,746

87,694,886

Whitbread PLC

94,579

2,401,847

William Hill PLC

194,700

1,461,732

William Morrison Supermarkets PLC

1,173,593

6,799,953

Wolseley PLC

371,160

4,043,770

WPP Group PLC

610,358

7,395,910

Xstrata PLC

328,639

25,968,430

TOTAL UNITED KINGDOM

1,460,744,636

Common Stocks - continued

Shares

Value

United States of America - 0.1%

Synthes, Inc.

31,723

$ 4,461,855

TOTAL COMMON STOCKS

(Cost $6,078,222,866)

6,876,309,357

Nonconvertible Preferred Stocks - 0.5%

Germany - 0.4%

Bayerische Motoren Werke AG (BMW) (non-vtg.)

23,706

1,123,716

Fresenius AG (non-vtg.)

40,436

3,557,350

Henkel AG & Co. KGaA

89,165

4,262,681

Porsche Automobil Holding SE

44,420

8,286,975

ProSiebenSat.1 Media AG

53,498

754,035

RWE AG (non-vtg.)

21,813

2,309,581

Volkswagen AG

52,942

8,026,988

TOTAL GERMANY

28,321,326

Italy - 0.1%

Intesa Sanpaolo SpA

494,288

2,964,356

Istituto Finanziario Industriale SpA (IFI) (a)

39,754

1,117,545

Italcementi SpA Risp (non-vtg.)

37,590

558,180

Telecom Italia SpA (Risp)

3,274,139

5,796,492

UNIPOL Assicurazioni SpA

592,373

1,344,548

TOTAL ITALY

11,781,121

United Kingdom - 0.0%

Rolls-Royce Group PLC B Shares (a)

82,923,366

164,263

TOTAL NONCONVERTIBLE PREFERRED STOCKS

(Cost $34,442,918)

40,266,710

Government Obligations - 0.4%

Principal Amount

United States of America - 0.4%

U.S. Treasury Bills, yield at date of purchase 1.2% to 1.81% 6/26/08 (e)
(Cost $28,417,434)

$ 28,500,000

28,462,665

Money Market Funds - 6.3%

Shares

Value

Fidelity Cash Central Fund, 2.44% (b)

341,803,712

$ 341,803,712

Fidelity Securities Lending Cash Central Fund, 2.42% (b)(c)

112,101,697

112,101,697

TOTAL MONEY MARKET FUNDS

(Cost $453,905,409)

453,905,409

TOTAL INVESTMENT PORTFOLIO - 102.1%

(Cost $6,594,988,627)

7,398,944,141

NET OTHER ASSETS - (2.1)%

(155,655,562)

NET ASSETS - 100%

$ 7,243,288,579

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/
(Depreciation)

Purchased

Equity Index Contracts

294 CAC 40 10 Euro Index Contracts (France)

June 2008

$ 22,939,683

$ 107,458

61 DAX 30 Index Contracts (Germany)

June 2008

16,859,763

1,250,062

810 Dow Jones Euro Stoxx 50 Index Contracts (Germany)

June 2008

47,569,417

3,880,161

689 FTSE 100 Index Contracts (United Kingdom)

June 2008

82,449,991

5,189,534

33 Hang Seng Index Contracts (Hong Kong)

June 2008

5,171,434

80,368

28 IBEX 35 Index Contracts (Spain)

June 2008

5,920,839

(282,308)

60 MSCI Index Contracts (Singapore)

June 2008

3,476,561

114,093

58 Nikkei 225 Index Contracts (Japan)

June 2008

4,167,300

175,176

505 OMXS 30 Index Contracts (Sweden)

June 2008

8,458,857

(75,042)

26 S&P/MIB Index Contracts (Italy)

June 2008

6,737,052

522,569

136 SFE SPI 200 Index Contracts (Australia)

June 2008

18,542,902

1,367,827

553 TOPIX 150 Index Contracts (Japan)

June 2008

73,635,434

7,377,164

TOTAL EQUITY INDEX CONTRACTS

$ 295,929,233

$ 19,707,062

The face value of futures purchased as a percentage of net assets - 4.1%

Forward Foreign Currency Contracts

Settlement Dates

Value

Unrealized Appreciation/
(Depreciation)

Contracts to Buy

20,220,000 AUD

June 2008

$ 19,281,026

$ 548,427

62,070,000 EUR

June 2008

96,482,304

438,255

40,160,000 GBP

June 2008

79,445,628

100,716

7,928,960,000 JPY

June 2008

75,272,472

(2,606,603)

51,375,000 SEK

June 2008

8,553,179

88,209

$ 279,034,609

$ (1,430,996)

(Payable Amount $280,465,605)

The value of contracts to buy as a percentage of net assets - 3.8%

Currency Abbreviations

AUD

-

Australian dollar

EUR

-

European Monetary Unit

GBP

-

British pound

JPY

-

Japanese yen

SEK

-

Swedish krona

Legend

(a) Non-income producing

(b) Affiliated fund that is available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request.

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

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $28,462,665.

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

$ 1,578,450

Fidelity Securities Lending Cash Central Fund

1,220,948

Total

$ 2,799,398

Other Information

The following is a summary of the inputs used, as of May 31, 2008, involving the Fund's assets carried at value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the tables below, please refer to the 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

$ 7,398,944,141

$ 5,299,748,585

$ 2,098,443,303

$ 752,253

Other Financial Instruments*

$ 18,276,066

$ 19,707,062

$ (1,430,996)

$ -

*Other financial instruments include Futures Contracts and Forward Foreign Currency Contracts.

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

Investments in Securities

Beginning Balance

$ 401,814

Total Realized Gain (Loss)

(838,423)

Total Unrealized Gain (Loss)

953,591

Cost of Purchases

550,075

Proceeds of Sales

(314,804)

Amortization/Accretion

0

Transfer in/out of Level 3

0

Ending Balance

$ 752,253

The information used in the above reconciliation represents fiscal year to date activity for any Investment Securities identified as using Level 3 inputs at either the beginning or the end of the current fiscal period. Transfers in or out of Level 3 represents either the beginning value (for transfers in), or the ending value (for transfers out) of any Security or Instrument where a change in the pricing level occurred from the beginning to the end of the period.

Income Tax Information

At May 31, 2008, the aggregate cost of investment securities for income tax purposes was $6,612,027,168. Net unrealized appreciation aggregated $786,916,973, of which $1,334,902,481 related to appreciated investment securities and $547,985,508 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. Wherever possible, the Fund uses independent pricing services approved by the Board of Trustees to value its investments.

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by an independent pricing service on the primary market or exchange on which they are traded. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price. The U.S. dollar value of forward foreign currency contracts is determined using forward currency exchange rates supplied by a quotation service. Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day. Short-term securities with remaining maturities of sixty days or less for which quotations are not readily available are valued at amortized cost, which approximates value.

When current market prices or quotations are not readily available or reliable, valuations may be determined in good faith in accordance with procedures adopted by the Board of Trustees. The frequency with which these procedures are used cannot be predicted and may be utilized to a significant extent. The value of securities used for net asset value calculation under these procedures may differ from published prices for the same securities.

The Fund adopted the provisions of Statement of Financial Accounting Standards No. 157, "Fair Value Measurements" (SFAS 157), effective with the beginning of the Fund's fiscal year. SFAS 157 establishes a hierarchy that prioritizes the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets (level 1 measurements) and the lowest priority to unobservable inputs (level 3 measurements) when market prices are not readily available or reliable. The three levels of the hierarchy under SFAS 157 are described below:

Level 1 - Quoted prices in active markets for identical securities.

Level 2 - Prices determined using other significant observable inputs. Observable inputs are inputs that other market participants would use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk and others.

Level 3 - Prices determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect the Fund's own assumptions about the factors market participants would use in pricing an investment, and would be based on the best information available.

Changes in valuation techniques may result in transfers in or out of an investment's assigned level within 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 ® Total Market Index Fund

May 31, 2008

1.816022.103

STI-QTLY-0708

Investments May 31, 2008 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 97.0%

Shares

Value

CONSUMER DISCRETIONARY - 8.9%

Auto Components - 0.3%

Aftermarket Technology Corp. (a)

13,201

$ 295,570

American Axle & Manufacturing Holdings, Inc.

21,960

408,236

Amerigon, Inc. (a)

19,084

237,023

ArvinMeritor, Inc.

36,209

542,049

BorgWarner, Inc.

67,960

3,514,212

Cooper Tire & Rubber Co.

30,725

337,361

Dana Holding Corp. (a)

36,800

390,080

Drew Industries, Inc. (a)

13,018

286,136

Exide Technologies (a)(d)

67,099

1,106,463

Federal-Mogul Corp. Class A (a)

12,900

257,742

Fuel Systems Solutions, Inc. (a)

1,791

49,933

Gentex Corp.

80,492

1,413,440

Hayes Lemmerz International, Inc. (a)

23,987

94,029

Johnson Controls, Inc.

340,961

11,613,132

Lear Corp. (a)(d)

30,957

797,143

Modine Manufacturing Co.

18,795

295,833

Noble International Ltd.

15,109

85,970

Proliance International, Inc. (a)

1,414

1,485

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

18,321

44,520

Sauer-Danfoss, Inc.

8,867

276,562

Spartan Motors, Inc.

9,796

88,458

Standard Motor Products, Inc.

5,058

42,993

Stoneridge, Inc. (a)

3,821

63,925

Strattec Security Corp.

781

29,444

Superior Industries International, Inc. (d)

18,127

372,691

Tenneco, Inc. (a)

20,705

496,506

The Goodyear Tire & Rubber Co. (a)

131,156

3,332,674

TRW Automotive Holdings Corp. (a)

29,395

733,405

Visteon Corp. (a)

75,964

306,895

WABCO Holdings, Inc.

33,930

1,773,182

29,287,092

Automobiles - 0.2%

Coachmen Industries, Inc.

3,894

11,877

Fleetwood Enterprises, Inc. (a)(d)

39,400

163,904

Ford Motor Co. (a)(d)

1,226,412

8,339,602

General Motors Corp. (d)

270,355

4,623,071

Harley-Davidson, Inc.

132,871

5,523,447

Monaco Coach Corp.

30,658

140,414

Thor Industries, Inc. (d)

18,266

492,451

Winnebago Industries, Inc.

26,601

396,887

19,691,653

Distributors - 0.1%

Audiovox Corp. Class A (a)

4,180

44,559

Building Materials Holding Corp. (d)

17,924

48,036

Core-Mark Holding Co., Inc. (a)

4,000

116,160

Genuine Parts Co.

92,422

4,067,492

Shares

Value

LKQ Corp. (a)

73,161

$ 1,621,248

Source Interlink Companies, Inc. (a)(d)

5,135

6,111

5,903,606

Diversified Consumer Services - 0.3%

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

75,721

3,618,707

Capella Education Co. (a)

5,000

324,550

Career Education Corp. (a)(d)

43,207

790,256

Coinstar, Inc. (a)

25,148

958,139

Corinthian Colleges, Inc. (a)

57,826

740,173

CPI Corp.

2,388

54,088

DeVry, Inc.

33,317

1,900,735

H&R Block, Inc.

185,362

4,326,349

Hillenbrand, Inc.

29,476

652,893

INVESTools, Inc. (a)

23,100

185,262

ITT Educational Services, Inc. (a)

21,427

1,556,243

Jackson Hewitt Tax Service, Inc.

14,841

208,071

Mace Security International, Inc. (a)

1,100

1,947

Matthews International Corp. Class A

21,051

1,002,238

Nobel Learning Communities, Inc. (a)

1,000

13,700

Pre-Paid Legal Services, Inc. (a)

3,986

167,372

Princeton Review, Inc. (a)

17,342

133,187

Regis Corp.

25,600

776,704

Service Corp. International

155,376

1,662,523

Sotheby's Class A (ltd. vtg.)

32,312

866,608

Steiner Leisure Ltd. (a)

8,837

341,638

Stewart Enterprises, Inc. Class A (d)

64,820

447,258

Strayer Education, Inc.

9,147

1,828,485

Universal Technical Institute, Inc. (a)(d)

16,430

212,276

Weight Watchers International, Inc.

17,022

711,690

23,481,092

Hotels, Restaurants & Leisure - 1.5%

AFC Enterprises, Inc. (a)

14,058

140,580

Ambassadors Group, Inc.

12,856

238,607

Ameristar Casinos, Inc. (d)

11,703

208,547

Bally Technologies, Inc. (a)

27,072

1,218,511

BJ's Restaurants, Inc. (a)

15,962

204,633

Bluegreen Corp. (a)

13,016

92,544

Bob Evans Farms, Inc.

23,966

697,650

Boyd Gaming Corp. (d)

28,934

461,497

Brinker International, Inc.

49,637

1,088,539

Buca, Inc. (a)

4,631

2,316

Buffalo Wild Wings, Inc. (a)

11,242

370,424

Burger King Holdings, Inc.

37,661

1,075,222

California Pizza Kitchen, Inc. (a)

20,879

290,427

Carnival Corp. unit

241,224

9,663,433

CBRL Group, Inc.

9,981

293,940

CEC Entertainment, Inc. (a)

25,244

912,318

Cedar Fair LP (depository unit)

26,153

606,227

Chipotle Mexican Grill, Inc. Class A (a)(d)

17,449

1,610,543

Choice Hotels International, Inc.

20,476

709,493

Churchill Downs, Inc.

8,627

368,718

CKE Restaurants, Inc.

30,748

364,056

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Hotels, Restaurants & Leisure - continued

Darden Restaurants, Inc.

71,470

$ 2,447,848

Denny's Corp. (a)

50,513

205,083

Domino's Pizza, Inc. (d)

20,289

273,090

Dover Downs Gaming & Entertainment, Inc.

1,755

15,304

Dover Motorsports, Inc.

11,625

72,308

Empire Resorts, Inc. (a)

15,456

58,578

Gaylord Entertainment Co. (a)(d)

24,853

706,074

Great Wolf Resorts, Inc. (a)(d)

13,290

92,366

Icahn Enterprises LP

6,318

574,938

IHOP Corp. (d)

14,923

699,739

International Game Technology

184,816

6,590,539

International Speedway Corp. Class A

19,173

850,898

Interstate Hotels & Resorts, Inc. (a)

156

551

Isle of Capri Casinos, Inc. (a)(d)

7,404

50,717

Jack in the Box, Inc. (a)

30,018

737,542

Jamba, Inc. (a)(d)

40,851

94,774

Krispy Kreme Doughnuts, Inc. (a)(d)

54,837

194,671

Landry's Restaurants, Inc. (d)

4,778

78,407

Las Vegas Sands Corp. (a)

58,303

4,048,560

Life Time Fitness, Inc. (a)(d)

18,493

740,090

Littlefield Corp. (a)

2,520

2,722

Lodgian, Inc. (a)

4,642

41,778

Lodgian, Inc. Class B warrants 11/25/09 (a)

8

0

Luby's, Inc. (a)

17,000

120,190

Marcus Corp.

23,391

403,027

Marriott International, Inc. Class A

169,565

5,580,384

McCormick & Schmick's Seafood Restaurants (a)(d)

16,005

152,368

McDonald's Corp.

648,251

38,454,249

MGM Mirage, Inc. (a)

52,043

2,561,036

Monarch Casino & Resort, Inc. (a)

5,587

77,380

Morgans Hotel Group Co. (a)(d)

24,428

314,388

MTR Gaming Group, Inc. (a)

6,687

36,110

Multimedia Games, Inc. (a)

5,149

28,011

O'Charleys, Inc.

4,598

51,038

Orient Express Hotels Ltd. Class A

21,956

1,032,810

P.F. Chang's China Bistro, Inc. (a)(d)

32,684

868,741

Panera Bread Co. Class A (a)(d)

19,435

1,009,454

Papa John's International, Inc. (a)

24,389

717,768

Peet's Coffee & Tea, Inc. (a)(d)

12,913

301,648

Penn National Gaming, Inc. (a)

41,831

1,941,795

Pinnacle Entertainment, Inc. (a)(d)

30,968

429,526

Premier Exhibitions, Inc. (a)

1,600

7,904

Progressive Gaming International Corp. (a)

38,803

56,264

Red Robin Gourmet Burgers, Inc. (a)

11,155

374,920

Riviera Holdings Corp. (a)

6,000

97,200

Royal Caribbean Cruises Ltd.

70,950

2,108,634

Rubio's Restaurants, Inc. (a)

5,755

29,466

Ruby Tuesday, Inc. (d)

26,983

201,833

Shares

Value

Ruth's Chris Steak House, Inc. (a)(d)

25,925

$ 183,031

Scientific Games Corp. Class A (a)(d)

46,137

1,491,609

Shuffle Master, Inc. (a)(d)

37,346

233,039

Six Flags, Inc. (a)(d)

72,418

148,457

Sonic Corp. (a)(d)

34,126

654,537

SPEEDUS Corp. (a)

1,550

1,876

Speedway Motorsports, Inc.

7,046

179,603

Starbucks Corp. (a)

408,267

7,426,377

Starwood Hotels & Resorts Worldwide, Inc.

104,699

5,067,432

Texas Roadhouse, Inc. Class A (a)

37,598

414,706

The Cheesecake Factory, Inc. (a)(d)

34,919

699,428

The Steak n Shake Co. (a)(d)

14,127

95,640

Town Sports International Holdings, Inc. (a)(d)

15,248

127,016

Triarc Companies, Inc. Class B

38,611

271,435

Trump Entertainment Resorts, Inc. (a)(d)

19,908

69,678

Vail Resorts, Inc. (a)

15,616

777,521

Wendy's International, Inc.

57,290

1,699,221

WMS Industries, Inc. (a)

21,964

813,547

Wyndham Worldwide Corp.

102,910

2,251,671

Wynn Resorts Ltd. (d)

35,259

3,526,958

Yum! Brands, Inc.

262,243

10,411,047

132,694,775

Household Durables - 0.5%

American Biltrite, Inc. (a)

400

2,200

American Greetings Corp. Class A

35,079

654,574

Avatar Holdings, Inc. (a)(d)

1,964

68,092

Bassett Furniture Industries, Inc.

2,149

25,767

Beazer Homes USA, Inc. (d)

17,239

119,811

Black & Decker Corp.

30,274

1,958,728

Blyth, Inc.

10,848

211,102

Brookfield Homes Corp. (d)

6,161

93,031

California Coastal Communities, Inc. (a)

6,643

30,359

Cavco Industries, Inc. (a)

10,167

389,701

Centex Corp.

66,856

1,258,898

Champion Enterprises, Inc. (a)

29,908

249,732

Cobra Electronics Corp.

1,200

3,912

Craftmade International, Inc.

2,030

13,236

CSS Industries, Inc.

7,858

231,654

D.R. Horton, Inc.

157,525

2,002,143

Dixie Group, Inc. (a)

3,463

25,280

Ethan Allen Interiors, Inc.

15,440

432,938

Flexsteel Industries, Inc.

2,030

23,345

Fortune Brands, Inc.

88,005

6,114,587

Furniture Brands International, Inc.

23,101

324,800

Garmin Ltd. (d)

74,398

3,619,463

Harman International Industries, Inc.

34,012

1,521,017

Helen of Troy Ltd. (a)

16,686

298,179

Hooker Furniture Corp.

15,000

302,700

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

21,663

170,271

iRobot Corp. (a)(d)

17,599

246,738

Jarden Corp. (a)

38,231

716,831

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Household Durables - continued

KB Home (d)

41,336

$ 847,801

Koss Corp.

1,552

24,987

La-Z-Boy, Inc. (d)

24,674

156,680

Leggett & Platt, Inc.

88,660

1,693,406

Lennar Corp. Class A (d)

90,467

1,527,083

Lenox Group, Inc. (a)(d)

2,200

1,606

Libbey, Inc.

3,319

38,268

Lifetime Brands, Inc.

300

2,103

M.D.C. Holdings, Inc.

20,248

822,676

M/I Homes, Inc. (d)

15,821

271,647

Meritage Homes Corp. (a)(d)

34,176

591,245

Mohawk Industries, Inc. (a)(d)

29,202

2,192,486

National Presto Industries, Inc.

3,694

246,353

Newell Rubbermaid, Inc.

147,525

2,962,302

NVR, Inc. (a)

2,698

1,525,368

Orleans Homebuilders, Inc. (d)

3,981

18,790

Palm Harbor Homes, Inc. (a)(d)

5,872

44,451

Pulte Homes, Inc.

109,230

1,335,883

Rockford Corp. (a)

2,500

3,000

Russ Berrie & Co., Inc. (a)

3,505

42,375

Ryland Group, Inc.

19,744

548,883

Sealy Corp., Inc. (d)

21,635

134,570

Skyline Corp.

6,539

174,722

Snap-On, Inc.

34,091

2,110,915

Standard Pacific Corp. (d)

46,238

145,187

Stanley Furniture Co., Inc.

5,015

59,478

Syntax-Brillian Corp. (a)(d)

35,013

28,003

Tempur-Pedic International, Inc. (d)

32,304

346,945

The Stanley Works

39,570

1,922,311

Toll Brothers, Inc. (a)

80,021

1,686,042

Tupperware Brands Corp.

31,899

1,221,732

Universal Electronics, Inc. (a)

4,760

120,999

WCI Communities, Inc. (a)(d)

14,085

26,762

Whirlpool Corp.

40,109

2,955,231

Woodbridge Holdings Corp. (a)

2,687

4,595

46,943,974

Internet & Catalog Retail - 0.3%

1-800-FLOWERS.com, Inc. Class A (a)

28,158

233,148

Amazon.com, Inc. (a)

171,210

13,974,160

Blue Nile, Inc. (a)(d)

13,187

702,999

dELiA*s, Inc. (a)

3,463

8,831

Drugstore.com, Inc. (a)

8,721

18,925

Expedia, Inc. (a)

134,594

3,263,905

FTD Group, Inc.

5,971

88,072

Gaiam, Inc. Class A (a)(d)

14,668

227,501

GSI Commerce, Inc. (a)

6,423

93,069

Hollywood Media Corp. (a)

1,200

2,880

IAC/InterActiveCorp (a)

114,318

2,577,871

Liberty Media Corp. - Interactive Series A (a)

352,121

5,982,536

Netflix, Inc. (a)(d)

33,534

1,018,092

Shares

Value

NutriSystem, Inc. (d)

14,474

$ 297,006

Orbitz Worldwide, Inc.

15,000

116,400

Overstock.com, Inc. (a)(d)

2,976

75,204

PC Mall, Inc. (a)

500

6,470

PetMed Express, Inc. (a)

7,165

99,952

Priceline.com, Inc. (a)(d)

18,799

2,529,029

Shutterfly, Inc. (a)(d)

15,019

216,424

Stamps.com, Inc. (a)

4,851

70,825

Systemax, Inc. (d)

7,631

147,889

ValueVision Media, Inc. Class A (a)

21,687

95,640

31,846,828

Leisure Equipment & Products - 0.1%

Adams Golf, Inc. (a)

100

640

Arctic Cat, Inc.

5,971

47,231

Brunswick Corp. (d)

46,016

630,419

Callaway Golf Co.

39,789

505,320

Eastman Kodak Co.

160,563

2,459,825

Hasbro, Inc.

77,355

2,803,345

JAKKS Pacific, Inc. (a)

19,673

464,283

Johnson Outdoors, Inc. Class A

2,747

42,743

Leapfrog Enterprises, Inc. Class A (a)

25,168

207,888

Marine Products Corp. (d)

13,658

111,586

MarineMax, Inc. (a)

3,071

30,065

Mattel, Inc.

217,792

4,386,331

Meade Instruments Corp. (a)

2,600

3,510

Nautilus, Inc.

6,001

40,387

Polaris Industries, Inc. (d)

17,627

841,160

Pool Corp. (d)

28,128

579,718

RC2 Corp. (a)

10,486

202,485

Smith & Wesson Holding Corp. (a)(d)

23,199

133,858

Steinway Musical Instruments, Inc. (a)

5,374

147,516

Sturm Ruger & Co., Inc. (a)

42,290

323,096

13,961,406

Media - 2.8%

4Kids Entertainment, Inc. (a)

12,821

101,671

A.H. Belo Corp. Class A

8,701

82,660

ACME Communications, Inc. (a)

6,009

9,014

Alloy, Inc. (a)

1,732

14,895

Arbitron, Inc.

16,342

814,812

Ballantyne of Omaha, Inc. (a)

100

420

Belo Corp. Series A

43,507

415,927

Cablevision Systems Corp. - NY Group Class A (a)

125,132

3,392,329

Carmike Cinemas, Inc.

16,306

135,340

CBS Corp. Class B

343,659

7,416,161

Charter Communications, Inc. Class A (a)

192,995

306,862

Cinemark Holdings, Inc.

31,385

454,141

Citadel Broadcasting Corp.

81,876

144,102

CKX, Inc. (a)

23,871

252,316

Clear Channel Communications, Inc.

250,212

8,762,424

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

26,451

544,097

Comcast Corp. Class A

1,609,586

36,215,685

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Media - continued

Cox Radio, Inc. Class A (a)

27,951

$ 356,375

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

9,666

48,523

Cumulus Media, Inc. Class A (a)(d)

44,350

232,838

DG FastChannel, Inc. (a)

16,845

330,836

Discovery Holding Co. Class A (a)

171,957

4,503,554

DISH Network Corp. Class A (a)

113,582

3,987,864

Dolan Media Co.

10,000

186,000

DreamWorks Animation SKG, Inc. Class A (a)

34,899

1,101,761

E.W. Scripps Co. Class A

40,911

1,926,908

Emmis Communications Corp. Class A (a)

9,275

27,547

Entercom Communications Corp. Class A

17,572

170,097

Entertainment Distribution Co., Inc. (a)

8,598

3,869

Entravision Communication Corp.
Class A (a)

53,671

286,603

Fisher Communications, Inc. (a)

3,105

109,048

Gannett Co., Inc.

136,804

3,941,323

GateHouse Media, Inc.

31,868

133,527

Getty Images, Inc. (a)

32,246

1,079,596

Gray Television, Inc.

8,695

34,954

Harris Interactive, Inc. (a)

6,269

11,911

Harte-Hanks, Inc.

19,946

270,268

Hearst-Argyle Television, Inc.

9,723

206,808

Idearc, Inc. (d)

83,113

334,114

Image Entertainment, Inc. (a)

700

791

Insignia Systems, Inc. (a)

2,664

5,221

Interactive Data Corp.

21,445

590,595

Interpublic Group of Companies, Inc. (a)

281,949

2,811,032

John Wiley & Sons, Inc. Class A

25,065

1,184,321

Journal Communications, Inc. Class A

22,879

134,071

Knology, Inc. (a)

33,900

502,737

Lamar Advertising Co. Class A (a)(d)

35,541

1,487,391

Lee Enterprises, Inc. (d)

27,681

188,231

Liberty Global, Inc. Class A (a)

198,763

7,125,654

Liberty Media Corp.:

- Capital Series A (a)

88,904

1,317,557

- Entertainment Class A (a)

296,161

7,996,347

LIN TV Corp. Class A (a)

41,885

383,248

Live Nation, Inc. (a)(d)

34,464

522,130

LodgeNet Entertainment Corp. (a)(d)

15,151

98,633

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

20,190

174,845

Marvel Entertainment, Inc. (a)(d)

34,169

1,162,771

McGraw-Hill Companies, Inc.

191,810

7,958,197

Media General, Inc. Class A

25,296

385,511

Mediacom Communications Corp.
Class A (a)

70,280

436,439

Meredith Corp.

20,290

665,715

Morningstar, Inc. (a)

7,506

532,551

National CineMedia, Inc.

37,485

745,952

Shares

Value

Navarre Corp. (a)

6,926

$ 12,259

New Frontier Media, Inc.

5,971

30,392

News Corp. Class A

1,307,185

23,463,971

Omnicom Group, Inc.

175,619

8,607,087

Playboy Enterprises, Inc. Class B (non-vtg.) (a)

4,445

26,626

PRIMEDIA, Inc. (d)

6,332

36,029

R.H. Donnelley Corp. (a)

35,467

192,586

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

27,442

32,107

RCN Corp.

19,644

237,889

Regal Entertainment Group Class A

45,163

793,514

Regent Communication, Inc. (a)

7,397

7,249

Rentrak Corp. (a)

600

8,370

Saga Communications, Inc. Class A (a)

932

4,380

Salem Communications Corp. Class A

2,015

4,977

Scholastic Corp. (a)

20,042

623,306

Sinclair Broadcast Group, Inc. Class A

28,926

259,466

Sirius Satellite Radio, Inc. (a)(d)

757,811

1,909,684

Spanish Broadcasting System, Inc.
Class A (a)

8,120

11,449

The DIRECTV Group, Inc. (a)

392,121

11,018,600

The McClatchy Co. Class A (d)

23,941

210,681

The New York Times Co. Class A

100,181

1,745,153

The Walt Disney Co.

999,761

33,591,970

Time Warner Cable, Inc. (a)

101,995

3,049,651

Time Warner, Inc.

2,117,872

33,631,807

Triple Crown Media, Inc. (a)

728

539

Valassis Communications, Inc. (a)

32,378

514,486

Viacom, Inc. Class B (non-vtg.) (a)

307,165

11,002,650

Virgin Media, Inc.

168,048

2,636,673

Warner Music Group Corp. (d)

28,685

257,878

Washington Post Co. Class B

3,006

1,889,031

Westwood One, Inc. (a)

61,958

105,948

World Wrestling Entertainment, Inc.
Class A

7,730

128,705

XM Satellite Radio Holdings, Inc.
Class A (a)

173,957

1,849,163

Young Broadcasting, Inc. Class A (a)

3,209

578

252,651,974

Multiline Retail - 0.6%

99 Cents Only Stores (a)

14,698

123,022

Big Lots, Inc. (a)(d)

50,502

1,568,592

Dillard's, Inc. Class A (d)

44,543

725,160

Dollar Tree, Inc. (a)

47,496

1,752,602

Family Dollar Stores, Inc.

76,753

1,642,514

Fred's, Inc. Class A

15,389

193,132

JCPenney Co., Inc.

109,065

4,388,776

Kohl's Corp. (a)

157,906

7,074,189

Macy's, Inc.

238,833

5,653,177

Nordstrom, Inc.

113,160

3,958,337

Retail Ventures, Inc. (a)

12,266

68,444

Saks, Inc. (a)(d)

70,770

978,041

Sears Holdings Corp. (a)(d)

43,256

3,664,648

Target Corp.

416,118

22,204,056

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Multiline Retail - continued

The Bon-Ton Stores, Inc. (d)

8,752

$ 58,288

Tuesday Morning Corp. (a)

10,850

56,203

54,109,181

Specialty Retail - 1.7%

A.C. Moore Arts & Crafts, Inc. (a)

3,702

25,877

Aaron Rents, Inc.

40,571

908,385

Abercrombie & Fitch Co. Class A

47,511

3,449,299

Advance Auto Parts, Inc.

48,540

1,956,162

Aeropostale, Inc. (a)

36,478

1,274,541

America's Car Mart, Inc. (a)(d)

3,150

51,944

American Eagle Outfitters, Inc.

104,167

1,897,923

AnnTaylor Stores Corp. (a)

32,435

888,070

Asbury Automotive Group, Inc.

15,449

254,445

AutoNation, Inc. (a)(d)

70,170

1,107,984

AutoZone, Inc. (a)

27,774

3,515,077

Barnes & Noble, Inc.

31,168

950,936

bebe Stores, Inc.

8,695

99,384

Bed Bath & Beyond, Inc. (a)

147,636

4,703,683

Best Buy Co., Inc.

189,838

8,863,536

Big 5 Sporting Goods Corp.

18,888

169,803

Blockbuster, Inc. Class A (a)(d)

111,889

363,639

Books-A-Million, Inc.

5,135

38,564

Borders Group, Inc. (d)

41,722

256,173

Brown Shoe Co., Inc.

19,077

322,211

Build-A-Bear Workshop, Inc. (a)(d)

4,710

43,097

Cabela's, Inc. Class A (a)(d)

22,572

312,622

Cache, Inc. (a)

3,350

42,512

CarMax, Inc. (a)(d)

123,190

2,421,915

Casual Male Retail Group, Inc. (a)(d)

8,101

33,133

Charlotte Russe Holding, Inc. (a)

4,919

92,280

Charming Shoppes, Inc. (a)(d)

65,546

380,822

Chico's FAS, Inc. (a)

88,466

673,226

Christopher & Banks Corp.

21,140

237,825

Circuit City Stores, Inc. (d)

76,296

374,613

Citi Trends, Inc. (a)

9,399

208,658

Coldwater Creek, Inc. (a)

20,231

132,311

Collective Brands, Inc. (a)(d)

45,368

514,019

Conn's, Inc. (a)(d)

7,047

121,702

Cost Plus, Inc. (a)(d)

4,090

13,211

CSK Auto Corp. (a)

27,526

317,375

Dick's Sporting Goods, Inc. (a)

40,030

926,695

Dress Barn, Inc. (a)

15,692

242,755

DSW, Inc. Class A (a)(d)

18,311

270,453

E Com Ventures, Inc. (a)

325

7,244

Eddie Bauer Holdings, Inc. (a)

33,562

155,056

Emerging Vision, Inc. (a)

3,800

722

Finish Line, Inc. Class A

30,445

241,429

Finlay Enterprises, Inc. (a)

2,985

2,164

Foot Locker, Inc.

82,534

1,205,822

Gamestop Corp. Class A (a)

84,417

4,187,083

Gap, Inc.

305,380

5,573,185

Shares

Value

Genesco, Inc. (a)(d)

12,717

$ 364,851

Group 1 Automotive, Inc.

9,792

254,984

Guess?, Inc.

30,361

1,239,640

Gymboree Corp. (a)

15,021

693,069

Haverty Furniture Companies, Inc.

4,389

46,172

Hibbett Sports, Inc. (a)(d)

26,443

555,832

Home Depot, Inc.

957,141

26,187,378

Hot Topic, Inc. (a)

8,301

43,580

J. Crew Group, Inc. (a)(d)

24,628

917,886

Jo-Ann Stores, Inc. (a)(d)

16,826

378,753

Jos. A. Bank Clothiers, Inc. (a)(d)

12,318

335,050

Kirkland's, Inc. (a)

2,250

6,075

Limited Brands, Inc.

163,083

3,160,549

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

2,182

14,903

Lowe's Companies, Inc.

821,781

19,722,744

Midas, Inc. (a)

17,549

281,135

Monro Muffler Brake, Inc.

15,678

290,513

Mothers Work, Inc. (a)

1,194

14,519

New York & Co., Inc. (a)(d)

22,599

188,928

NexCen Brands, Inc. (a)

8,613

5,685

O'Reilly Automotive, Inc. (a)

65,387

1,709,870

Office Depot, Inc. (a)

155,219

1,971,281

OfficeMax, Inc.

37,180

806,062

Pacific Sunwear of California, Inc. (a)

42,886

407,417

Penske Auto Group, Inc.

31,974

667,937

PetSmart, Inc.

82,981

1,945,075

Pier 1 Imports, Inc. (a)

64,537

465,312

Pomeroy IT Solutions, Inc. (a)

3,416

20,462

RadioShack Corp.

79,250

1,161,013

Rent-A-Center, Inc. (a)

35,909

753,371

Restoration Hardware, Inc. (a)

5,982

23,689

Rex Stores Corp. (a)

3,513

59,018

Ross Stores, Inc.

79,952

2,927,842

Sally Beauty Holdings, Inc. (a)(d)

63,165

476,264

Select Comfort Corp. (a)(d)

29,583

87,270

Sherwin-Williams Co.

52,243

2,933,444

Shoe Carnival, Inc. (a)

3,092

45,143

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

32,899

613,566

Sport Chalet:

Class A (a)

175

744

Class B (a)

25

102

Stage Stores, Inc. (d)

23,109

312,203

Staples, Inc.

400,953

9,402,348

Stein Mart, Inc.

10,292

59,385

Talbots, Inc. (d)

11,749

85,063

The Buckle, Inc.

13,515

619,392

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

24,368

382,578

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

8,631

297,079

The Men's Wearhouse, Inc.

22,298

462,238

The Pep Boys - Manny, Moe & Jack

13,830

124,193

Tiffany & Co., Inc.

73,099

3,584,044

TJX Companies, Inc.

239,180

7,668,111

Tractor Supply Co. (a)(d)

17,878

610,891

Trans World Entertainment Corp. (a)

3,463

9,315

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Specialty Retail - continued

TravelCenters of America LLC (a)

9,983

$ 22,462

Tween Brands, Inc. (a)

17,713

351,780

Urban Outfitters, Inc. (a)

64,815

2,086,395

West Marine, Inc. (a)(d)

3,821

17,195

Wet Seal, Inc. Class A (a)

63,290

283,539

Williams-Sonoma, Inc. (d)

47,290

1,202,112

Wilsons Leather Experts, Inc. (a)

3,977

557

Zale Corp. (a)

26,205

570,745

Zumiez, Inc. (a)(d)

15,094

316,370

150,074,688

Textiles, Apparel & Luxury Goods - 0.5%

Ashworth, Inc. (a)

400

1,292

Carter's, Inc. (a)

40,282

600,202

Cherokee, Inc. (d)

7,207

196,247

Coach, Inc. (a)

201,185

7,303,016

Columbia Sportswear Co. (d)

8,418

368,877

Crocs, Inc. (a)(d)

38,013

388,113

Deckers Outdoor Corp. (a)

6,699

915,887

Fossil, Inc. (a)

24,493

776,673

G-III Apparel Group Ltd. (a)

10,000

165,900

Hanesbrands, Inc. (a)

59,639

1,968,087

Iconix Brand Group, Inc. (a)(d)

23,379

338,996

Jones Apparel Group, Inc.

55,726

937,311

K-Swiss, Inc. Class A

15,228

243,953

Kenneth Cole Productions, Inc. Class A (sub. vtg.)

11,067

172,645

Liz Claiborne, Inc.

51,997

907,868

Maidenform Brands, Inc. (a)

15,782

237,361

Movado Group, Inc.

10,191

226,240

NIKE, Inc. Class B

205,934

14,079,708

Oxford Industries, Inc.

10,105

276,271

Perry Ellis International, Inc. (a)

2,923

79,681

Phillips-Van Heusen Corp.

37,458

1,701,717

Polo Ralph Lauren Corp. Class A

33,080

2,310,638

Polymer Group, Inc.:

Class A warrants 3/4/10 (a)

6

0

Class B warrants 3/4/10 (a)

6

0

Quiksilver, Inc. (a)

56,019

478,402

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

13,559

326,094

Steven Madden Ltd. (a)

16,880

345,871

Tarrant Apparel Group (a)

2,700

1,755

Timberland Co. Class A (a)

25,130

462,643

True Religion Apparel, Inc. (a)(d)

16,963

428,825

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

31,131

1,114,490

Unifi, Inc. (a)

7,247

21,669

Unifirst Corp.

6,314

303,072

VF Corp.

47,723

3,612,631

Volcom, Inc. (a)

13,377

338,839

Shares

Value

Warnaco Group, Inc. (a)

22,178

$ 1,068,758

Wolverine World Wide, Inc.

36,170

1,038,441

43,738,173

TOTAL CONSUMER DISCRETIONARY

804,384,442

CONSUMER STAPLES - 8.8%

Beverages - 2.0%

Anheuser-Busch Companies, Inc.

407,216

23,398,631

Boston Beer Co., Inc. Class A (a)

10,271

408,580

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

41,369

3,110,121

Central European Distribution Corp. (a)

18,777

1,339,927

Coca-Cola Bottling Co. Consolidated

3,600

186,192

Coca-Cola Enterprises, Inc.

158,027

3,182,664

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

100,381

2,140,123

Dr Pepper Snapple Group, Inc. (a)(d)

140,400

3,535,272

Hansen Natural Corp. (a)(d)

45,140

1,410,174

Jones Soda Co. (a)(d)

17,449

48,857

Molson Coors Brewing Co. Class B

80,094

4,645,452

National Beverage Corp.

8,950

67,215

Pepsi Bottling Group, Inc.

81,051

2,627,673

PepsiAmericas, Inc.

35,504

865,232

PepsiCo, Inc.

916,009

62,563,415

The Coca-Cola Co.

1,209,444

69,252,763

178,782,291

Food & Staples Retailing - 2.2%

Andersons, Inc. (d)

16,319

691,273

Arden Group, Inc. Class A

100

11,730

BJ's Wholesale Club, Inc. (a)

39,726

1,568,780

Casey's General Stores, Inc.

25,817

565,134

Costco Wholesale Corp.

243,127

17,339,818

CVS Caremark Corp.

809,277

34,628,963

Ingles Markets, Inc. Class A

17,056

415,484

Kroger Co.

348,787

9,640,473

Longs Drug Stores Corp.

23,792

1,128,217

Nash-Finch Co.

13,340

510,122

Pricesmart, Inc.

7,191

169,276

Rite Aid Corp. (a)(d)

341,401

768,152

Ruddick Corp.

23,792

845,330

Safeway, Inc.

247,979

7,903,091

Spartan Stores, Inc.

19,591

469,792

SUPERVALU, Inc.

116,511

4,086,041

Susser Holdings Corp. (a)

7,000

83,160

Sysco Corp.

351,318

10,841,673

The Great Atlantic & Pacific Tea Co. (a)(d)

22,907

571,072

The Pantry, Inc. (a)

9,194

112,167

United Natural Foods, Inc. (a)(d)

18,561

394,792

Wal-Mart Stores, Inc.

1,392,193

80,385,224

Walgreen Co.

562,644

20,266,437

Weis Markets, Inc.

5,971

206,059

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Food & Staples Retailing - continued

Whole Foods Market, Inc. (d)

73,811

$ 2,140,519

Winn-Dixie Stores, Inc. (a)

23,750

428,688

196,171,467

Food Products - 1.4%

Alico, Inc.

200

7,986

Archer Daniels Midland Co.

332,690

13,207,793

B&G Foods, Inc. Class A

10,692

103,926

Bridgford Foods Corp. (a)

400

2,668

Bunge Ltd. (d)

68,134

8,133,156

Cal-Maine Foods, Inc. (d)

13,323

415,678

Campbell Soup Co.

126,446

4,233,412

Chiquita Brands International, Inc. (a)(d)

28,314

689,163

ConAgra Foods, Inc.

268,646

6,334,673

Corn Products International, Inc.

43,177

2,029,751

Darling International, Inc. (a)

56,190

905,221

Dean Foods Co.

97,825

2,127,694

Del Monte Foods Co.

110,096

958,936

Diamond Foods, Inc.

8,240

168,920

Farmer Brothers Co.

3,606

86,003

Flowers Foods, Inc.

44,109

1,240,786

Fresh Del Monte Produce, Inc. (a)

18,952

559,842

General Mills, Inc.

185,490

11,722,968

Green Mountain Coffee Roasters, Inc. (a)

17,968

775,499

H.J. Heinz Co.

159,120

7,941,679

Hain Celestial Group, Inc. (a)

27,071

778,833

Hershey Co.

90,954

3,564,487

Hormel Foods Corp.

35,976

1,359,533

J&J Snack Foods Corp.

8,901

258,574

John B. Sanfilippo & Son, Inc. (a)

2,965

27,515

Kellogg Co.

134,890

6,988,651

Kraft Foods, Inc. Class A

800,025

25,984,812

Lancaster Colony Corp.

10,046

329,207

Lance, Inc.

22,781

476,351

Maui Land & Pineapple, Inc. (a)

300

8,664

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

69,908

2,627,143

Omega Protein Corp. (a)

7,368

102,636

Pilgrims Pride Corp. Class B

21,585

561,210

Ralcorp Holdings, Inc. (a)

20,036

1,202,160

Reddy Ice Holdings, Inc.

29,155

362,980

Sanderson Farms, Inc.

9,009

449,819

Sara Lee Corp.

396,544

5,464,376

Seaboard Corp.

119

213,605

Seneca Foods Group Class A (a)

2,582

53,964

Smithfield Foods, Inc. (a)

72,088

2,255,634

Tasty Baking Co.

200

1,170

The J.M. Smucker Co.

35,921

1,896,270

Tootsie Roll Industries, Inc. (d)

12,340

316,274

TreeHouse Foods, Inc. (a)

17,645

461,064

Tyson Foods, Inc. Class A

152,436

2,871,894

Shares

Value

Wm. Wrigley Jr. Co.

130,714

$ 10,081,971

Zapata Corp. (a)

880

6,098

130,350,649

Household Products - 1.8%

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

38,581

287,814

Church & Dwight Co., Inc.

36,451

2,075,155

Clorox Co.

79,317

4,531,380

Colgate-Palmolive Co.

290,425

21,596,003

Energizer Holdings, Inc. (a)

30,990

2,528,474

Kimberly-Clark Corp.

234,827

14,981,963

Oil-Dri Corp. of America

750

12,863

Procter & Gamble Co.

1,748,463

115,485,981

Spectrum Brands, Inc. (a)(d)

7,046

29,311

WD-40 Co.

17,261

597,921

162,126,865

Personal Products - 0.2%

Alberto-Culver Co.

43,673

1,154,277

Avon Products, Inc.

237,646

9,282,453

Bare Escentuals, Inc. (a)(d)

32,335

648,640

Chattem, Inc. (a)(d)

10,426

648,601

Elizabeth Arden, Inc. (a)

20,607

309,311

Estee Lauder Companies, Inc. Class A

64,978

3,092,953

Herbalife Ltd.

27,514

1,060,390

Inter Parfums, Inc.

5,138

129,323

Mannatech, Inc. (d)

6,969

44,044

NBTY, Inc. (a)

36,685

1,198,132

Nu Skin Enterprises, Inc. Class A

31,094

532,951

Prestige Brands Holdings, Inc. (a)

29,135

317,863

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

120,573

101,281

USANA Health Sciences, Inc. (a)(d)

2,496

63,523

18,583,742

Tobacco - 1.2%

Alliance One International, Inc. (a)

62,572

376,058

Altria Group, Inc.

1,168,769

26,016,798

Loews Corp. - Carolina Group

58,102

4,215,300

Philip Morris International, Inc.

1,191,711

62,755,501

Reynolds American, Inc.

99,242

5,450,371

Star Scientific, Inc. (a)

17,410

33,775

Universal Corp.

18,429

914,263

UST, Inc.

81,538

4,503,344

Vector Group Ltd. (d)

22,991

401,653

104,667,063

TOTAL CONSUMER STAPLES

790,682,077

ENERGY - 13.4%

Energy Equipment & Services - 3.1%

Allis-Chalmers Energy, Inc. (a)(d)

22,325

383,320

Atwood Oceanics, Inc. (a)

16,035

1,634,127

Baker Hughes, Inc.

174,650

15,477,483

Basic Energy Services, Inc. (a)(d)

25,150

723,566

BJ Services Co.

163,083

4,925,107

Common Stocks - continued

Shares

Value

ENERGY - continued

Energy Equipment & Services - continued

Bristow Group, Inc. (a)

13,502

$ 705,750

Bronco Drilling Co., Inc. (a)

23,244

422,576

Cal Dive International, Inc. (a)(d)

40,601

567,602

Cameron International Corp. (a)

120,902

6,435,613

Carbo Ceramics, Inc.

11,939

569,371

Complete Production Services, Inc. (a)

25,671

735,731

Dawson Geophysical Co. (a)

5,936

405,369

Diamond Offshore Drilling, Inc.

36,031

4,916,070

Dresser-Rand Group, Inc. (a)

55,969

2,256,670

Dril-Quip, Inc. (a)

15,639

912,379

ENSCO International, Inc.

78,619

5,647,203

Exterran Holdings, Inc. (a)

34,960

2,570,259

Exterran Partners LP

3,000

95,580

FMC Technologies, Inc. (a)

72,961

5,242,248

Global Industries Ltd. (a)

59,392

1,024,512

Grey Wolf, Inc. (a)

141,083

1,104,680

Gulf Island Fabrication, Inc.

12,498

517,167

Gulfmark Offshore, Inc. (a)

8,930

599,471

Halliburton Co.

495,855

24,088,636

Helix Energy Solutions Group, Inc. (a)

46,821

1,808,695

Helmerich & Payne, Inc. (d)

49,860

3,123,729

Hercules Offshore, Inc. (a)(d)

53,969

1,830,628

Hornbeck Offshore Services, Inc. (a)

14,462

762,147

ION Geophysical Corp. (a)

40,726

667,499

Key Energy Services, Inc. (a)

65,200

1,125,352

Lufkin Industries, Inc.

8,637

689,060

Matrix Service Co. (a)

13,631

328,643

Mitcham Industries, Inc. (a)

1,791

38,112

Nabors Industries Ltd. (a)(d)

152,513

6,411,647

NATCO Group, Inc. Class A (a)

17,884

845,377

National Oilwell Varco, Inc. (a)

230,971

19,244,504

Natural Gas Services Group, Inc. (a)

22,504

616,835

Newpark Resources, Inc. (a)

31,959

225,311

Noble Corp.

151,180

9,545,505

Oceaneering International, Inc. (a)

30,889

2,204,239

Oil States International, Inc. (a)

28,576

1,669,410

OYO Geospace Corp. (a)

1,552

87,564

Parker Drilling Co. (a)(d)

58,520

523,169

Patterson-UTI Energy, Inc.

90,000

2,833,200

PHI, Inc. (non-vtg.) (a)

17,859

700,430

Pioneer Drilling Co. (a)

45,844

816,482

Pride International, Inc. (a)

91,092

4,002,582

Rowan Companies, Inc.

59,523

2,627,940

RPC, Inc.

19,909

298,038

Schlumberger Ltd. (NY Shares)

677,130

68,478,157

SEACOR Holdings, Inc. (a)

24,139

2,147,888

Smith International, Inc.

111,590

8,806,683

Superior Energy Services, Inc. (a)

45,772

2,457,499

Superior Well Services, Inc. (a)

13,630

337,206

T-3 Energy Services, Inc. (a)

9,010

583,127

TETRA Technologies, Inc. (a)

38,187

821,784

Shares

Value

Tidewater, Inc.

25,568

$ 1,747,061

Transocean, Inc. (a)

177,443

26,650,164

Trico Marine Services, Inc. (a)

3,463

132,945

Union Drilling, Inc. (a)

1,488

27,945

Unit Corp. (a)

21,322

1,635,184

W-H Energy Services, Inc. (a)

17,544

1,500,538

Weatherford International Ltd. (a)

379,116

17,299,063

277,611,832

Oil, Gas & Consumable Fuels - 10.3%

Alliance Resource Partners LP

12,763

584,035

Alon USA Energy, Inc. (d)

10,971

167,966

Alpha Natural Resources, Inc. (a)

37,415

3,056,057

Anadarko Petroleum Corp.

262,539

19,682,549

Apache Corp.

186,000

24,935,160

Arch Coal, Inc.

81,316

5,278,222

Arena Resources, Inc. (a)

21,322

1,067,593

Arlington Tankers Ltd.

16,838

391,820

Atlas America, Inc.

20,443

1,403,003

Atlas Pipeline Partners, LP

19,837

815,697

ATP Oil & Gas Corp. (a)(d)

14,183

604,905

Aventine Renewable Energy Holdings, Inc. (a)(d)

13,661

76,775

Berry Petroleum Co. Class A

19,208

1,037,232

Bill Barrett Corp. (a)

17,460

939,872

Boardwalk Pipeline Partners, LP

9,553

255,447

Bois d'Arc Energy LLC (a)

32,235

789,113

BP Prudhoe Bay Royalty Trust

15,544

1,469,219

BPZ Energy, Inc. (a)

33,632

764,792

Brigham Exploration Co. (a)

22,535

328,335

Buckeye GP Holdings LP

7,000

174,300

Buckeye Partners LP

27,437

1,311,214

Cabot Oil & Gas Corp.

63,279

3,812,560

Callon Petroleum Co. (a)

25,119

651,084

Calumet Specialty Products Partners LP

7,489

118,701

Capital Product Partners LP

8,000

162,560

Carrizo Oil & Gas, Inc. (a)

19,490

1,305,050

Cheniere Energy, Inc. (a)(d)

23,057

112,979

Chesapeake Energy Corp.

272,474

14,923,401

Chevron Corp.

1,173,388

116,341,420

Cimarex Energy Co.

45,624

3,108,819

Clayton Williams Energy, Inc. (a)

2,603

245,385

Clean Energy Fuels Corp. (d)

25,224

377,099

CNX Gas Corp. (a)

21,396

889,860

Comstock Resources, Inc. (a)

34,313

1,967,851

Concho Resources, Inc.

26,479

844,680

ConocoPhillips (d)

817,000

76,062,700

CONSOL Energy, Inc.

103,032

10,051,802

Contango Oil & Gas Co. (a)

9,837

821,881

Continental Resources, Inc.

25,537

1,638,709

Copano Energy LLC

22,780

839,443

Cross Timbers Royalty Trust

5,687

296,520

Crosstex Energy LP

10,971

336,700

Crosstex Energy, Inc. (d)

29,878

1,019,736

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

CVR Energy, Inc.

42,262

$ 1,127,550

DCP Midstream Partners LP

8,072

250,878

Delek US Holdings, Inc.

38,177

497,446

Delta Petroleum Corp. (a)(d)

39,234

867,071

Denbury Resources, Inc. (a)

137,725

4,686,782

Devon Energy Corp.

237,000

27,477,780

Dorchester Minerals LP

5,580

155,515

Double Hull Tankers, Inc.

24,991

256,907

Duncan Energy Partners L.P.

9,000

180,900

Edge Petroleum Corp. (a)

12,945

68,091

El Paso Corp.

391,829

7,660,257

El Paso Pipeline Partners LP

13,577

311,049

Enbridge Energy Management LLC

4,824

256,878

Enbridge Energy Partners LP

31,028

1,560,708

Encore Acquisition Co. (a)

32,292

2,156,783

Energy Partners Ltd. (a)

16,402

247,178

Energy Transfer Equity LP

82,027

2,663,417

Energy Transfer Partners LP

46,449

2,245,809

Enterprise GP Holdings LP

10,000

318,400

Enterprise Products Partners LP

166,718

5,046,554

EOG Resources, Inc.

140,000

18,008,200

Evergreen Energy, Inc. (a)(d)

25,886

56,949

EXCO Resources, Inc. (a)

46,496

1,159,610

Exxon Mobil Corp. (d)

3,047,368

270,484,328

Forest Oil Corp. (a)

44,530

2,972,378

Foundation Coal Holdings, Inc.

24,547

1,638,021

Frontier Oil Corp.

56,246

1,693,567

FX Energy, Inc. (a)

15,412

80,605

Gasco Energy, Inc. (a)

113,818

432,508

General Maritime Corp. (d)

12,896

364,054

Genesis Energy LP

15,445

325,735

GMX Resources, Inc. (a)

8,349

403,006

Goodrich Petroleum Corp. (a)(d)

16,672

710,227

Gulfport Energy Corp. (a)

10,000

152,100

Harvest Natural Resources, Inc. (a)

18,697

208,285

Hess Corp.

163,291

20,053,768

HKN, Inc. (a)

68

717

Holly Corp.

24,445

1,037,690

Holly Energy Partners LP

2,500

113,375

Hugoton Royalty Trust

30,923

1,033,447

Inergy LP

24,477

688,048

International Coal Group, Inc. (a)(d)

93,832

944,888

James River Coal Co. (a)

20,322

774,065

K-Sea Transportation Partners LP

6,393

222,540

Kinder Morgan Energy Partners LP

100,171

5,826,947

Kinder Morgan Management LLC

42,743

2,357,276

Legacy Reserves LP

9,781

225,256

Linn Energy LLC

65,306

1,480,487

Magellan Midstream Holdings LP

16,165

396,043

Magellan Midstream Partners LP

34,102

1,321,111

Marathon Oil Corp.

400,508

20,582,106

Shares

Value

Mariner Energy, Inc. (a)

47,703

$ 1,559,888

Markwest Energy Partners LP

22,804

822,312

Massey Energy Co.

47,491

3,068,868

McMoRan Exploration Co. (a)(d)

30,549

975,124

Meridian Resource Corp. (a)

10,597

23,525

Murphy Oil Corp.

100,068

9,271,300

Natural Resource Partners LP

12,742

501,398

Newfield Exploration Co. (a)

72,351

4,575,477

Noble Energy, Inc.

97,000

9,452,650

NuStar Energy LP

29,285

1,434,965

NuStar GP Holdings LLC

20,516

510,028

Occidental Petroleum Corp.

461,854

42,458,238

ONEOK Partners LP

26,974

1,654,585

Overseas Shipholding Group, Inc.

12,480

986,669

Pacific Ethanol, Inc. (a)(d)

13,826

48,944

Parallel Petroleum Corp. (a)

33,729

708,646

Patriot Coal Corp. (a)

17,572

1,900,060

Peabody Energy Corp.

153,461

11,343,837

Penn Virginia Corp.

23,690

1,492,944

Penn Virginia GP Holdings, L.P.

4,000

131,880

Penn Virginia Resource Partners LP

14,674

398,986

PetroHawk Energy Corp. (a)

116,852

3,433,112

Petroleum Development Corp. (a)

12,746

880,749

Petroquest Energy, Inc. (a)

31,286

692,985

Pioneer Natural Resources Co.

67,171

4,822,206

Plains Exploration & Production Co. (a)

63,969

4,572,504

Quest Energy Partners LP

10,000

167,500

Quicksilver Resources, Inc. (a)

61,354

2,235,126

Range Resources Corp.

82,086

5,397,975

Regency Energy Partners LP

12,271

331,440

Rentech, Inc. (a)

48,574

113,177

Rex Energy Corp.

16,433

367,442

Rosetta Resources, Inc. (a)

40,250

1,083,933

SandRidge Energy, Inc.

45,430

2,498,650

Semgroup Energy Partners LP

4,000

108,960

Ship Finance International Ltd. (NY Shares)

34,139

1,047,726

Southwestern Energy Co. (a)

192,464

8,533,854

Spectra Energy Corp.

351,864

9,507,365

St. Mary Land & Exploration Co.

36,528

1,861,467

Stone Energy Corp. (a)

20,254

1,368,765

Sunoco Logistics Partners LP

11,551

603,540

Sunoco, Inc. (d)

62,984

2,800,898

Swift Energy Co. (a)

18,822

1,084,900

Syntroleum Corp. (a)

28,735

65,516

Targa Resources Partners LP

30,098

798,500

TC Pipelines LP

7,861

277,886

Teekay Corp.

27,734

1,394,466

Teekay LNG Partners LP

13,391

391,687

Teekay Offshore Partners LP

7,000

161,000

TEPPCO Partners LP

44,246

1,576,485

Tesoro Corp.

75,867

1,885,295

Toreador Resources Corp. (a)(d)

11,881

109,543

Transmontaigne Partners LP

5,000

150,000

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

TXCO Resources, Inc. (a)

40,650

$ 449,996

Ultra Petroleum Corp. (a)

87,862

7,641,358

Uranium Resources, Inc. (a)(d)

35,013

155,808

USEC, Inc. (a)(d)

51,272

357,366

Vaalco Energy, Inc. (a)

31,178

229,470

Valero Energy Corp.

309,548

15,737,420

Venoco, Inc. (a)

12,178

243,316

VeraSun Energy Corp. (a)(d)

59,306

403,281

Verenium Corp. (a)(d)

7,284

17,482

W&T Offshore, Inc.

21,307

1,188,078

Warren Resources, Inc. (a)

39,635

535,865

Western Refining, Inc. (d)

33,616

426,587

Westmoreland Coal Co. (a)

6,000

110,820

Whiting Petroleum Corp. (a)

24,054

2,249,771

Williams Companies, Inc.

334,872

12,738,531

Williams Partners LP

20,371

727,041

Williams Pipeline Partners LP

10,000

184,000

World Fuel Services Corp.

17,378

418,636

XTO Energy, Inc.

284,585

18,105,298

930,410,636

TOTAL ENERGY

1,208,022,468

FINANCIALS - 16.2%

Capital Markets - 2.6%

Affiliated Managers Group, Inc. (a)

18,593

1,905,783

AllianceBernstein Holding LP

13,073

840,725

Ameriprise Financial, Inc.

130,232

6,154,764

Bank of New York Mellon Corp.

649,847

28,937,687

Bear Stearns Companies, Inc.

58,739

548,035

BGC Partners, Inc. Class A (a)

66,078

589,416

BlackRock, Inc. Class A (d)

11,190

2,517,638

Broadpoint Securities Group, Inc. (a)

1,530

4,055

Calamos Asset Management, Inc. Class A

25,805

522,035

Charles Schwab Corp.

527,345

11,696,512

Cohen & Steers, Inc.

20,212

609,998

E*TRADE Financial Corp. (a)(d)

204,624

838,958

Eaton Vance Corp. (non-vtg.)

74,361

3,164,061

Evercore Partners, Inc. Class A

10,000

145,600

FBR Capital Markets Corp. (d)

20,000

102,600

FCStone Group, Inc. (a)

11,523

450,895

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

50,127

1,845,175

Fortress Investment Group LLC (d)

15,000

214,950

Franklin Resources, Inc.

93,173

9,430,971

GAMCO Investors, Inc. Class A

7,076

375,665

GFI Group, Inc.

31,192

369,313

GLG Partners, Inc. (d)

122,500

1,017,975

Goldman Sachs Group, Inc.

204,257

36,032,977

Shares

Value

Greenhill & Co., Inc.

5,719

$ 344,570

HFF, Inc. (a)

4,989

33,776

Invesco Ltd.

248,773

6,923,353

Investment Technology Group, Inc. (a)

26,281

1,106,430

Janus Capital Group, Inc.

98,588

2,859,052

Jefferies Group, Inc. (d)

66,276

1,192,968

JMP Group, Inc.

3,457

25,063

KBW, Inc. (a)(d)

13,800

339,756

Knight Capital Group, Inc. Class A (a)

70,244

1,251,046

LaBranche & Co., Inc. (a)(d)

68,828

461,148

Ladenburg Thalmann Financial Services, Inc. (a)(d)

1,908

3,740

Lazard Ltd. Class A

26,955

1,026,716

Legg Mason, Inc.

70,450

3,790,915

Lehman Brothers Holdings, Inc. (d)

299,621

11,029,049

Merrill Lynch & Co., Inc.

517,208

22,715,775

MF Global Ltd.

44,000

640,200

Morgan Stanley

574,723

25,419,998

National Holdings Corp. (a)

1,200

2,100

Northern Trust Corp.

115,000

8,740,000

Och-Ziff Capital Management Group LLC Class A (d)

18,000

371,520

optionsXpress Holdings, Inc.

43,413

991,553

Paulson Capital Corp. (a)

3,105

14,625

Penson Worldwide, Inc. (a)

12,876

172,538

Piper Jaffray Companies (a)

12,762

484,956

Raymond James Financial, Inc. (d)

54,754

1,628,932

Riskmetrics Group, Inc.

7,000

145,110

Sanders Morris Harris Group, Inc.

28,032

204,634

SEI Investments Co.

76,222

1,838,475

Siebert Financial Corp.

2,700

9,423

State Street Corp.

216,253

15,574,541

Stifel Financial Corp. (a)

8,008

457,177

SWS Group, Inc.

20,138

372,150

T. Rowe Price Group, Inc.

153,001

8,861,818

TD Ameritrade Holding Corp. (a)

136,321

2,468,773

The Blackstone Group LP

74,868

1,457,680

Thomas Weisel Partners Group, Inc. (a)

30,673

209,190

TradeStation Group, Inc. (a)

25,693

270,547

U.S. Global Investments, Inc. Class A

8,884

134,148

W.P. Carey & Co. LLC

12,742

412,204

W.P. Stewart & Co. Ltd.

20,900

39,710

Waddell & Reed Financial, Inc. Class A

48,665

1,720,794

Westwood Holdings Group, Inc.

1,501

61,571

234,123,512

Commercial Banks - 2.7%

1st Source Corp.

5,265

114,988

Abigail Adams National Bancorp, Inc.

302

3,189

Amcore Financial, Inc.

14,731

144,364

AmericanWest Bancorp

9,499

31,822

Ameris Bancorp

7,595

105,419

Arrow Financial Corp.

1,861

41,873

Associated Banc-Corp.

67,489

1,843,125

BancFirst Corp.

5,958

258,756

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

BancorpSouth, Inc.

37,015

$ 876,145

BancTrust Financial Group, Inc.

4,882

49,113

Bank of Granite Corp.

15,998

162,700

Bank of Hawaii Corp.

32,000

1,731,200

Bank of the Ozarks, Inc.

12,537

305,527

Banner Corp.

11,743

213,605

Bar Harbor Bankshares

3,125

96,094

BB&T Corp. (d)

301,875

9,500,006

BOK Financial Corp.

12,475

726,419

Boston Private Financial Holdings, Inc.

21,815

183,900

Bryn Mawr Bank Corp.

2,149

45,236

Capital City Bank Group, Inc. (d)

6,535

174,877

Capital Corp. of the West

10,237

59,682

Capitol Bancorp Ltd. (d)

7,732

119,691

Cascade Bancorp (d)

17,960

157,509

Cathay General Bancorp

24,511

376,979

Center Bancorp, Inc.

5,075

49,075

Central Pacific Financial Corp.

18,053

269,351

Chemical Financial Corp.

10,223

249,441

Citizens & Northern Corp.

10,210

199,606

Citizens Banking Corp., Michigan

60,213

333,580

City Bank Lynnwood, Washington

15,020

217,490

City Holding Co.

15,865

682,512

City National Corp.

22,649

1,096,212

CoBiz, Inc.

13,382

141,582

Colonial Bancgroup, Inc. (d)

149,746

917,943

Columbia Banking Systems, Inc.

14,593

390,071

Comerica, Inc.

83,364

3,099,474

Commerce Bancshares, Inc.

33,910

1,489,327

Community Bancorp (a)(d)

13,777

110,078

Community Bank System, Inc.

22,618

545,772

Community Capital Corp.

483

5,443

Community Trust Bancorp, Inc.

9,412

288,384

Cullen/Frost Bankers, Inc.

30,553

1,707,913

CVB Financial Corp.

51,544

546,366

East West Bancorp, Inc. (d)

31,051

411,115

Eastern Virgina Bankshares, Inc.

955

16,092

Enterprise Financial Services Corp. (d)

4,000

80,200

Fidelity Southern Corp.

3,463

22,440

Fifth Third Bancorp

273,136

5,107,643

Financial Institutions, Inc.

2,005

36,912

First Bancorp, North Carolina

10,694

179,766

First Bancorp, Puerto Rico (d)

55,810

561,449

First Charter Corp. (d)

23,118

711,572

First Citizen Bancshares, Inc.

2,945

469,551

First Commonwealth Financial Corp. (d)

41,201

462,275

First Community Bancshares, Inc.

8,000

271,920

First Financial Bancorp, Ohio

31,451

358,227

First Financial Bankshares, Inc.

14,300

654,940

First Financial Corp., Indiana

8,925

292,294

First Horizon National Corp.

139,831

1,340,979

Shares

Value

First M&F Corp.

2,524

$ 35,286

First Merchants Corp.

18,116

448,371

First Midwest Bancorp, Inc., Delaware

27,797

725,502

First Regional Bancorp (a)

6,000

64,020

First State Bancorp.

16,034

124,264

First United Corp.

3,511

65,234

FirstMerit Corp.

38,708

782,289

FNB Corp., North Carolina

2,866

28,832

FNB Corp., Pennsylvania

55,526

832,335

Frontier Financial Corp., Washington (d)

26,384

387,845

Fulton Financial Corp.

110,295

1,391,923

Glacier Bancorp, Inc. (d)

33,042

685,291

Great Southern Bancorp, Inc.

7,927

91,557

Greater Community Bancorp

3,644

63,406

Green Bankshares, Inc.

8,000

154,960

Guaranty Bancorp (a)

16,227

97,200

Hancock Holding Co.

12,283

546,471

Hanmi Financial Corp.

31,850

203,840

Harleysville National Corp., Pennsylvania

11,970

162,313

Hawthorn Bancshares, Inc.

1,433

38,691

Heartland Financial USA, Inc. (d)

8,001

187,223

Heritage Commerce Corp.

7,114

113,255

Heritage Financial Corp., Washington

1,630

27,335

Horizon Financial Corp.

11,055

119,615

Huntington Bancshares, Inc.

205,448

1,830,542

IBERIABANK Corp.

8,696

458,627

Independent Bank Corp., Massachusetts

6,511

190,772

Independent Bank Corp., Michigan (d)

13,306

79,969

Integra Bank Corp.

11,329

162,798

International Bancshares Corp.

32,525

824,184

Intervest Bancshares Corp. Class A

7,165

62,837

Irwin Financial Corp.

12,090

49,690

KeyCorp

210,000

4,088,700

Lakeland Financial Corp.

8,000

191,440

M&T Bank Corp.

40,921

3,546,214

Macatawa Bank Corp. (d)

13,284

119,423

MainSource Financial Group, Inc.

8,776

147,261

Marshall & Ilsley Corp.

149,399

3,472,033

MB Financial, Inc.

22,139

630,297

MBT Financial Corp.

1,800

15,228

Merchants Bancshares, Inc.

4,149

95,344

Midsouth Bancorp, Inc.

4,009

77,975

Midwest Banc Holdings, Inc.

4,350

38,193

Nara Bancorp, Inc.

20,658

262,770

National City Corp. (d)

301,644

1,761,601

National Penn Bancshares, Inc.

62,132

1,063,700

NBT Bancorp, Inc.

22,155

543,241

NewBridge Bancorp

8,389

77,598

North Valley Bancorp

4,941

45,111

Northern States Financial Corp.

1,314

23,626

Northrim Bancorp, Inc.

3,414

64,013

Northway Financial, Inc.

956

15,296

Old National Bancorp, Indiana

47,675

833,359

Old Second Bancorp, Inc.

7,309

138,798

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Oriental Financial Group, Inc.

23,277

$ 423,641

Pacific Capital Bancorp (d)

28,849

575,249

Pacific Premier Bancorp, Inc. (a)

40

290

PacWest Bancorp

14,888

313,839

Park National Corp. (d)

8,529

604,706

Peoples Bancorp, Inc.

1,660

39,325

Peoples Financial Corp., Mississippi

3,102

68,492

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

3,325

89,409

PNC Financial Services Group, Inc.

190,269

12,224,783

Popular, Inc.

161,476

1,760,088

Preferred Bank, Los Angeles California

6,582

58,711

Princeton National Bancorp, Inc.

2,956

82,561

PrivateBancorp, Inc. (d)

13,207

500,281

Prosperity Bancshares, Inc.

24,030

767,518

Provident Bankshares Corp.

24,425

233,503

Regions Financial Corp.

411,251

7,328,493

Renasant Corp.

18,028

418,610

Republic Bancorp, Inc., Kentucky Class A

4,663

116,109

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

3,140

29,861

S&T Bancorp, Inc.

15,636

508,326

S.Y. Bancorp, Inc. (d)

7,621

192,278

Sandy Spring Bancorp, Inc. (d)

12,869

340,771

SCBT Financial Corp.

5,000

166,500

Seacoast Banking Corp., Florida (d)

5,254

56,481

Security Bank Corp., Georgia (d)

13,464

74,052

Shore Bancshares, Inc.

3,440

81,562

Signature Bank, New York (a)

17,674

504,416

Simmons First National Corp. Class A

5,974

181,789

South Financial Group, Inc. (d)

36,095

198,883

Southside Bancshares, Inc.

9,608

210,319

Southwest Bancorp, Inc., Oklahoma

11,359

192,649

State Bancorp, Inc., New York

4,423

61,701

StellarOne Corp.

9,915

171,331

Sterling Bancorp, New York

14,289

209,620

Sterling Bancshares, Inc.

46,876

479,073

Sterling Financial Corp., Washington

32,433

288,005

Suffolk Bancorp

9,724

327,310

Sun Bancorp, Inc., New Jersey

3,796

41,528

SunTrust Banks, Inc.

201,585

10,524,753

Superior Bancorp

3,571

52,887

Susquehanna Bancshares, Inc., Pennsylvania

59,662

1,148,494

SVB Financial Group (a)(d)

21,316

1,092,445

Synovus Financial Corp.

158,110

1,816,684

Taylor Capital Group, Inc.

7,332

94,216

TCF Financial Corp.

72,689

1,200,822

Temecula Valley Bancorp, Inc.

10,000

60,200

Texas Capital Bancshares, Inc. (a)

13,293

240,869

TIB Financial Corp.

2,149

13,775

Tompkins Financial Corp.

4,441

201,621

Shares

Value

Trico Bancshares

14,031

$ 231,231

Trustmark Corp.

29,635

591,515

U.S. Bancorp, Delaware

980,000

32,526,200

UCBH Holdings, Inc. (d)

46,200

225,456

UMB Financial Corp.

21,290

1,110,699

Umpqua Holdings Corp. (d)

26,982

376,129

Union Bankshares Corp.

7,261

145,583

UnionBanCal Corp.

30,227

1,513,164

United Bankshares, Inc., West Virginia

24,558

697,202

United Community Banks, Inc., Georgia (d)

23,300

243,718

Valley National Bancorp (d)

74,707

1,315,590

Vineyard National Bancorp (d)

16,431

49,786

Virginia Commerce Bancorp, Inc. (d)

28,207

170,652

VIST Financial Corp.

1,594

26,731

W Holding Co., Inc. (d)

63,508

73,034

Wachovia Corp.

1,117,220

26,589,836

Washington Banking Co., Oak Harbor

6,532

85,047

Washington Trust Bancorp, Inc.

6,654

157,500

Webster Financial Corp.

28,575

742,093

Wells Fargo & Co.

1,813,141

49,988,297

WesBanco, Inc.

21,326

469,172

West Coast Bancorp, Oregon

16,191

187,330

Westamerica Bancorp. (d)

19,075

1,058,663

Western Alliance Bancorp. (a)(d)

15,894

168,317

Whitney Holding Corp. (d)

43,848

996,227

Wilmington Trust Corp., Delaware

32,415

1,067,750

Wilshire Bancorp, Inc.

14,330

127,967

Wintrust Financial Corp.

15,593

486,190

Zions Bancorp (d)

55,875

2,407,654

239,124,474

Consumer Finance - 0.6%

Advance America Cash Advance Centers, Inc.

28,794

199,830

Advanta Corp. Class B

19,860

172,782

American Express Co.

584,773

27,104,229

AmeriCredit Corp. (a)(d)

53,036

720,759

Capital One Financial Corp. (d)

223,206

10,740,673

Cash America International, Inc.

19,211

686,985

CompuCredit Corp. (a)(d)

12,844

117,908

Consumer Portfolio Services, Inc. (a)

2,866

8,168

Discover Financial Services

241,644

4,144,195

Dollar Financial Corp. (a)

10,747

214,188

EZCORP, Inc. (non-vtg.) Class A (a)

30,891

390,153

First Cash Financial Services, Inc. (a)

11,672

179,632

First Marblehead Corp. (d)

26,295

86,511

Nelnet, Inc. Class A

5,839

77,016

Rewards Network, Inc. (a)

2,818

14,090

SLM Corp. (a)

302,955

6,867,990

Student Loan Corp.

1,260

151,200

United Panam Financial Corp. (a)

2,785

10,332

World Acceptance Corp. (a)(d)

15,763

697,040

52,583,681

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Diversified Financial Services - 3.2%

Asset Acceptance Capital Corp. (d)

7,523

$ 105,999

Asta Funding, Inc. (d)

5,197

42,459

Bank of America Corp.

2,553,982

86,860,928

CIT Group, Inc.

177,649

1,776,490

Citigroup, Inc. (d)

2,966,719

64,941,479

CME Group, Inc.

30,199

12,994,630

Encore Capital Group, Inc. (a)(d)

11,268

119,103

Financial Federal Corp.

19,924

483,954

Interactive Brokers Group, Inc. (d)

26,308

856,852

IntercontinentalExchange, Inc. (a)

40,528

5,600,970

JPMorgan Chase & Co.

1,923,968

82,730,624

KKR Financial Holdings LLC

54,922

667,852

Leucadia National Corp.

89,144

4,840,519

MarketAxess Holdings, Inc. (a)

26,498

207,214

Marlin Business Services Corp. (a)

13,466

96,147

Medallion Financial Corp.

100

965

MicroFinancial, Inc.

100

368

Moody's Corp. (d)

124,753

4,625,841

MSCI, Inc. Class A

26,143

929,384

NewStar Financial, Inc. (a)

20,000

107,600

NYMEX Holdings, Inc.

48,079

4,366,535

NYSE Euronext

126,313

8,073,927

PICO Holdings, Inc. (a)

10,575

438,440

Portfolio Recovery Associates, Inc. (d)

12,533

514,981

Resource America, Inc. Class A

2,747

27,580

The NASDAQ Stock Market, Inc. (a)

79,084

2,770,313

284,181,154

Insurance - 4.4%

21st Century Holding Co.

1,486

15,261

ACE Ltd.

184,000

11,052,880

AFLAC, Inc.

275,787

18,513,581

Alleghany Corp.

2,546

956,023

Allied World Assurance Co. Holdings Ltd.

27,000

1,231,200

Allstate Corp.

313,212

15,955,019

AMBAC Financial Group, Inc. (d)

118,759

371,716

American Equity Investment Life Holding Co.

55,540

587,058

American Financial Group, Inc.

40,143

1,197,064

American Independence Corp. (a)

587

3,909

American International Group, Inc.

1,272,410

45,806,760

American National Insurance Co.

7,054

777,845

American Physicians Capital, Inc.

8,587

390,880

Amerisafe, Inc. (a)

19,586

311,222

Amtrust Financial Services, Inc.

20,904

312,724

Aon Corp.

151,108

7,130,787

Arch Capital Group Ltd. (a)

27,514

1,935,885

Argo Group International Holdings, Ltd. (a)

14,976

577,924

Arthur J. Gallagher & Co.

62,655

1,599,582

Shares

Value

Aspen Insurance Holdings Ltd.

46,213

$ 1,181,204

Assurant, Inc.

58,000

3,945,740

Assured Guaranty Ltd.

38,194

882,281

Axis Capital Holdings Ltd.

77,463

2,715,078

Baldwin & Lyons, Inc. Class B

4,120

89,445

Berkshire Hathaway, Inc. Class A (a)

582

78,366,300

Brown & Brown, Inc.

61,947

1,206,108

CastlePoint Holdings Ltd.

16,100

173,719

Cincinnati Financial Corp.

81,184

2,843,064

Citizens, Inc. Class A (a)(d)

10,251

67,862

CNA Financial Corp.

15,858

481,925

CNA Surety Corp. (a)

10,202

149,255

Commerce Group, Inc., Massachusetts

23,291

856,410

Conseco, Inc. (a)

95,632

1,116,025

Crawford & Co. Class B (a)

12,173

72,795

Delphi Financial Group, Inc. Class A

27,295

788,553

eHealth, Inc. (a)

18,465

460,332

EMC Insurance Group

5,875

164,676

Employers Holdings, Inc.

22,445

428,475

Endurance Specialty Holdings Ltd.

24,864

836,922

Enstar Group Ltd. (a)

2,212

236,109

Erie Indemnity Co. Class A

22,010

1,126,692

Everest Re Group Ltd.

35,207

3,088,358

FBL Financial Group, Inc. Class A

15,106

405,596

Fidelity National Financial, Inc. Class A

128,782

2,202,172

First Acceptance Corp. (a)

4,717

16,510

First Mercury Financial Corp. (a)

10,000

176,600

Flagstone Reinsurance Holdings Ltd.

22,474

292,162

FPIC Insurance Group, Inc. (a)

8,482

386,016

Gainsco, Inc. (a)

123

445

Genworth Financial, Inc. Class A (non-vtg.)

241,160

5,329,636

Hanover Insurance Group, Inc.

28,536

1,315,510

Harleysville Group, Inc.

9,568

373,248

Hartford Financial Services Group, Inc.

178,412

12,679,741

HCC Insurance Holdings, Inc.

66,133

1,577,933

Hilb Rogal & Hobbs Co.

19,799

612,977

Hilltop Holdings, Inc. (a)

49,607

520,874

Horace Mann Educators Corp.

27,796

452,797

Independence Holding Co.

2,923

40,016

Infinity Property & Casualty Corp.

16,435

662,659

Investors Title Co.

1,263

60,965

IPC Holdings Ltd.

28,012

795,541

Kansas City Life Insurance Co.

1,314

69,024

LandAmerica Financial Group, Inc.

10,218

304,292

Lincoln National Corp.

151,074

8,333,242

Loews Corp.

251,970

12,490,153

Markel Corp. (a)

5,662

2,291,128

Marsh & McLennan Companies, Inc.

300,400

8,179,892

Max Capital Group Ltd.

28,105

677,893

MBIA, Inc. (d)

132,748

923,926

Meadowbrook Insurance Group, Inc.

20,600

141,522

Mercury General Corp.

16,723

850,532

MetLife, Inc.

242,915

14,582,187

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Insurance - continued

Montpelier Re Holdings Ltd.

48,192

$ 808,180

National Financial Partners Corp. (d)

19,533

476,996

National Security Group, Inc.

1,845

29,169

National Western Life Insurance Co. Class A

1,133

267,139

Nationwide Financial Services, Inc.
Class A (sub. vtg.)

25,688

1,310,859

Navigators Group, Inc. (a)

6,565

331,467

Nymagic, Inc.

5,552

126,086

OdysseyRe Holdings Corp.

12,963

486,631

Old Republic International Corp.

158,026

2,378,291

OneBeacon Insurance Group Ltd.

15,601

286,434

PartnerRe Ltd.

32,469

2,392,641

Penn Treaty American Corp. (a)

11,942

59,710

Philadelphia Consolidated Holdings Corp. (a)

43,441

1,618,177

Phoenix Companies, Inc.

71,358

722,857

Platinum Underwriters Holdings Ltd.

33,130

1,175,121

PMA Capital Corp. Class A (a)

23,448

234,011

Presidential Life Corp.

6,351

111,905

Principal Financial Group, Inc.

142,545

7,680,325

ProAssurance Corp. (a)

15,839

811,432

ProCentury Corp.

22,796

401,438

Progressive Corp.

351,527

7,051,632

Protective Life Corp.

39,211

1,646,078

Prudential Financial, Inc.

250,548

18,715,936

Reinsurance Group of America, Inc.

13,090

673,088

RenaissanceRe Holdings Ltd.

34,239

1,785,906

RLI Corp.

12,647

646,768

SAFECO Corp.

50,506

3,383,902

Safety Insurance Group, Inc.

7,319

282,953

SCPIE Holding, Inc. (a)

2,442

67,399

SeaBright Insurance Holdings, Inc. (a)

11,665

178,708

Security Capital Assurance Ltd. (d)

25,165

22,397

Selective Insurance Group, Inc.

40,110

877,607

StanCorp Financial Group, Inc.

27,820

1,529,822

State Auto Financial Corp.

7,238

199,407

Stewart Information Services Corp.

6,986

165,219

The Chubb Corp.

204,907

11,015,800

The First American Corp.

47,418

1,591,822

The Travelers Companies, Inc.

343,533

17,111,379

Torchmark Corp.

49,295

3,125,796

Tower Group, Inc.

23,335

608,343

Transatlantic Holdings, Inc.

12,168

786,661

Unico American Corp. (a)

4,102

37,779

United America Indemnity Ltd. Class A (a)

16,775

244,412

United Fire & Casualty Co.

14,183

511,864

Unitrin, Inc.

22,267

771,552

Unum Group

205,135

4,939,651

UTG, Inc. (a)

300

2,775

Validus Holdings Ltd.

16,600

347,272

Shares

Value

W.R. Berkley Corp.

80,702

$ 2,186,217

Wesco Financial Corp.

578

246,228

White Mountains Insurance Group Ltd.

4,546

2,168,442

XL Capital Ltd. Class A

107,890

3,766,440

Zenith National Insurance Corp.

17,245

695,836

395,843,797

Real Estate Investment Trusts - 2.0%

Acadia Realty Trust (SBI)

10,891

269,443

Agree Realty Corp.

8,779

228,781

Alesco Financial, Inc. (d)

80,057

212,952

Alexanders, Inc. (a)

1,147

395,715

Alexandria Real Estate Equities, Inc.

21,532

2,245,788

AMB Property Corp. (SBI)

53,149

3,132,602

American Campus Communities, Inc.

18,599

565,782

American Land Lease, Inc.

3,584

70,031

Annaly Capital Management, Inc.

300,000

5,343,000

Anthracite Capital, Inc. (d)

24,616

230,652

Anworth Mortgage Asset Corp.

56,509

399,519

Apartment Investment & Management Co. Class A

50,291

1,990,015

Arbor Realty Trust, Inc. (d)

16,496

231,769

Ashford Hospitality Trust, Inc.

84,350

517,909

Associated Estates Realty Corp.

9,366

109,770

AvalonBay Communities, Inc. (d)

41,894

4,239,673

BioMed Realty Trust, Inc.

32,887

864,270

Boston Properties, Inc.

64,248

6,279,600

Brandywine Realty Trust (SBI)

59,818

1,122,784

BRE Properties, Inc.

25,627

1,241,884

BRT Realty Trust

5,453

70,398

Camden Property Trust (SBI)

25,572

1,259,677

Capital Trust, Inc. Class A

10,158

294,074

CapitalSource, Inc. (d)

90,165

1,384,934

CapLease, Inc.

36,578

303,232

Capstead Mortgage Corp.

24,698

338,363

Care Investment Trust, Inc.

10,413

119,645

CBL & Associates Properties, Inc.

33,314

876,491

CBRE Realty Finance, Inc. (d)

40,000

160,400

Cedar Shopping Centers, Inc.

41,816

510,155

Chimera Investment Corp.

17,000

235,620

Colonial Properties Trust (SBI)

20,958

504,040

Corporate Office Properties Trust (SBI)

23,798

902,182

Cousins Properties, Inc. (d)

20,981

555,367

Crystal River Capital, Inc. (d)

13,087

73,025

DCT Industrial Trust, Inc. (d)

95,957

935,581

Deerfield Capital Corp.

45,339

41,712

Developers Diversified Realty Corp.

68,009

2,698,597

DiamondRock Hospitality Co.

85,378

1,170,532

Digital Realty Trust, Inc.

41,476

1,754,435

Douglas Emmett, Inc.

70,542

1,728,279

Duke Realty LP

83,670

2,148,646

DuPont Fabros Technology, Inc.

16,600

335,984

EastGroup Properties, Inc.

14,313

680,297

Education Realty Trust, Inc.

23,412

305,527

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

Entertainment Properties Trust (SBI)

13,232

$ 728,422

Equity Lifestyle Properties, Inc.

12,301

611,237

Equity One, Inc.

14,649

340,003

Equity Residential (SBI)

146,522

6,196,415

Essex Property Trust, Inc.

17,443

2,083,915

Extra Space Storage, Inc.

55,004

915,817

Federal Realty Investment Trust (SBI) (d)

37,000

2,982,940

FelCor Lodging Trust, Inc.

38,924

578,411

First Industrial Realty Trust, Inc. (d)

24,246

759,627

First Potomac Realty Trust

14,473

252,409

Franklin Street Properties Corp.

32,246

476,273

Friedman, Billings, Ramsey Group, Inc. Class A

117,368

225,347

General Growth Properties, Inc.

135,995

5,651,952

Getty Realty Corp.

9,860

171,663

Gladstone Commercial Corp.

1,075

19,382

Glimcher Realty Trust

20,141

260,826

GMH Communities Trust

22,464

164,886

Gramercy Capital Corp.

15,559

260,613

HCP, Inc.

121,356

4,157,657

Health Care REIT, Inc.

48,274

2,331,634

Healthcare Realty Trust, Inc.

32,076

851,618

Hersha Hospitality Trust

41,950

398,945

Highwoods Properties, Inc. (SBI)

35,428

1,275,408

Home Properties, Inc.

17,787

910,694

Hospitality Properties Trust (SBI)

55,415

1,717,865

Host Hotels & Resorts, Inc.

283,055

4,865,715

HRPT Properties Trust (SBI)

103,626

807,247

Inland Real Estate Corp.

49,435

776,130

Investors Real Estate Trust

24,777

259,167

iStar Financial, Inc. (d)

83,192

1,590,631

JER Investments Trust, Inc. (d)

14,053

126,196

Kilroy Realty Corp.

18,543

1,010,964

Kimco Realty Corp.

117,994

4,643,064

Kite Realty Group Trust

17,912

248,977

LaSalle Hotel Properties (SBI)

28,143

923,653

Lexington Corporate Properties Trust

41,316

644,116

Liberty Property Trust (SBI)

52,120

1,850,260

LTC Properties, Inc.

6,991

194,350

Mack-Cali Realty Corp.

35,143

1,357,926

Maguire Properties, Inc. (d)

23,156

363,781

Medical Properties Trust, Inc. (d)

60,649

740,524

MFA Mortgage Investments, Inc.

74,680

542,924

Mid-America Apartment Communities, Inc.

13,111

733,954

Mission West Properties, Inc.

21,235

249,087

Monmouth Real Estate Investment Corp. Class A

6,448

45,458

National Health Investors, Inc.

21,217

657,727

National Retail Properties, Inc.

30,504

692,746

Nationwide Health Properties, Inc.

62,574

2,135,651

Shares

Value

Newcastle Investment Corp. (d)

28,577

$ 283,484

NorthStar Realty Finance Corp. (d)

28,660

286,600

Omega Healthcare Investors, Inc.

40,196

716,293

One Liberty Properties, Inc.

3,695

61,743

Parkway Properties, Inc.

11,476

436,318

Pennsylvania Real Estate Investment Trust (SBI)

23,275

624,934

Plum Creek Timber Co., Inc.

96,478

4,500,699

Post Properties, Inc.

21,746

772,200

Potlatch Corp.

30,259

1,462,720

ProLogis Trust

145,409

9,005,179

PS Business Parks, Inc.

6,774

389,505

Public Storage

69,891

6,159,494

RAIT Financial Trust (SBI)

28,276

251,656

Ramco-Gershenson Properties Trust (SBI)

19,394

433,456

Rayonier, Inc.

48,961

2,323,689

Realty Income Corp.

57,902

1,418,599

Redwood Trust, Inc. (d)

15,917

537,199

Regency Centers Corp.

36,699

2,440,117

Resource Capital Corp. (d)

19,474

177,603

Saul Centers, Inc.

8,021

404,419

Senior Housing Properties Trust (SBI)

56,627

1,257,686

Simon Property Group, Inc.

127,512

12,669,592

SL Green Realty Corp.

36,500

3,639,050

Sovran Self Storage, Inc.

11,580

511,720

Strategic Hotel & Resorts, Inc.

35,287

485,196

Sun Communities, Inc.

28,385

569,119

Sunstone Hotel Investors, Inc.

27,687

532,975

Tanger Factory Outlet Centers, Inc.

15,447

590,693

Taubman Centers, Inc.

36,964

1,986,815

The Macerich Co.

40,203

2,875,721

Transcontinental Realty Investors, Inc. (a)

600

9,954

U-Store-It Trust

29,040

369,098

UDR, Inc.

71,566

1,770,543

UMH Properties, Inc.

5,458

49,559

Universal Health Realty Income Trust (SBI)

6,111

208,446

Urstadt Biddle Properties, Inc.

365

6,442

Urstadt Biddle Properties, Inc. Class A

8,855

153,192

Ventas, Inc.

73,053

3,481,706

Vornado Realty Trust

77,889

7,612,092

Washington (REIT) (SBI)

22,360

753,308

Weingarten Realty Investors (SBI)

40,232

1,388,004

Winthrop Realty Trust

28,581

126,328

182,596,485

Real Estate Management & Development - 0.1%

Brookfield Properties Corp.

111,425

2,240,757

CB Richard Ellis Group, Inc. Class A (a)

115,308

2,589,818

Consolidated-Tomoka Land Co.

2,829

151,436

Forest City Enterprises, Inc. Class A

46,164

1,846,560

Forestar Real Estate Group, Inc. (a)

15,504

387,600

FX Real Estate & Entertainment, Inc. (a)

4,774

18,666

Jones Lang LaSalle, Inc.

17,951

1,266,264

Meruelo Maddux Properties, Inc. (a)

13,300

37,240

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Management & Development - continued

Tejon Ranch Co. (a)

9,238

$ 368,689

The St. Joe Co. (d)

48,990

1,880,236

Thomas Properties Group, Inc.

17,236

178,565

United Capital Corp. (a)

2,262

52,026

11,017,857

Thrifts & Mortgage Finance - 0.6%

Anchor BanCorp Wisconsin, Inc.

23,617

331,347

Astoria Financial Corp.

49,011

1,169,402

Bank Mutual Corp.

30,827

341,871

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

10,747

18,915

BankFinancial Corp.

10,309

153,501

BankUnited Financial Corp. Class A (d)

24,961

78,627

BCSB Bancorp, Inc. (a)

1,892

22,042

Beneficial Mutual Bancorp, Inc. (a)

16,000

184,640

Berkshire Hills Bancorp, Inc.

6,481

164,034

Brookline Bancorp, Inc., Delaware

37,359

375,458

Camco Financial Corp.

404

4,888

Capitol Federal Financial

19,206

787,446

Centerline Holding Co.

38,417

94,890

CFS Bancorp, Inc.

800

11,424

Charter Financial Corp., Georgia

976

31,125

Citizens South Banking Corp., Delaware

4,457

40,871

Clifton Savings Bancorp, Inc. (d)

17,436

177,673

Corus Bankshares, Inc. (d)

27,734

159,471

Countrywide Financial Corp. (d)

342,309

1,800,545

Dime Community Bancshares, Inc.

26,225

476,771

Doral Financial Corp. (a)(d)

1,074

17,861

Downey Financial Corp. (d)

10,368

69,673

ESB Financial Corp.

6,022

64,977

Fannie Mae

552,338

14,924,173

Farmer Mac Class C (non-vtg.)

7,000

202,720

First Busey Corp. (d)

20,930

381,345

First Defiance Financial Corp.

3,662

70,823

First Financial Holdings, Inc.

7,180

180,074

First Financial Service Corp.

2,933

62,092

First Niagara Financial Group, Inc.

50,467

715,117

First Place Financial Corp.

7,637

97,219

FirstFed Financial Corp. (a)(d)

11,125

163,983

Flagstar Bancorp, Inc. (d)

25,355

120,436

Flushing Financial Corp.

9,744

191,177

Franklin Bank Corp. (a)(d)

18,082

18,444

Freddie Mac

361,265

9,183,356

Guaranty Federal Bancshares, Inc.

1,075

23,865

Guaranty Financial Group, Inc. (a)(d)

15,504

97,675

HF Financial Corp.

3,182

56,321

Hingham Institution for Savings

1,751

50,341

Hudson City Bancorp, Inc.

276,517

4,922,003

Imperial Capital Bancorp, Inc.

5,075

50,852

Indiana Community Bancorp

2,634

57,421

IndyMac Bancorp, Inc. (d)

32,480

61,387

Shares

Value

MASSBANK Corp.

886

$ 34,891

MGIC Investment Corp. (d)

60,802

730,840

NASB Financial, Inc. (d)

1,400

35,770

New York Community Bancorp, Inc.

196,930

4,041,004

NewAlliance Bancshares, Inc.

65,417

876,588

Northwest Bancorp, Inc.

11,404

279,740

OceanFirst Financial Corp.

6,806

139,727

Ocwen Financial Corp. (a)

16,398

115,442

Oritani Financial Corp. (a)(d)

4,300

67,080

Pamrapo Bancorp, Inc.

3,273

49,128

Parkvale Financial Corp.

597

15,659

People's United Financial, Inc.

99,265

1,640,850

PFF Bancorp, Inc. (d)

12,718

15,643

Provident Financial Holdings, Inc.

1,612

20,843

Provident Financial Services, Inc.

44,816

704,956

Provident New York Bancorp

30,838

401,202

PVF Capital Corp.

4,876

51,247

Radian Group, Inc. (d)

83,311

477,372

Riverview Bancorp, Inc.

7,997

71,333

Sovereign Bancorp, Inc. (d)

187,416

1,712,982

TF Financial Corp.

1,890

45,795

TFS Financial Corp.

66,712

829,230

The PMI Group, Inc.

44,028

262,407

TierOne Corp.

11,942

85,624

Timberland Bancorp, Inc.

5,856

64,299

Triad Guaranty, Inc. (a)(d)

5,075

11,216

Trustco Bank Corp., New York

67,794

593,875

United Community Financial Corp., Ohio

12,574

76,324

ViewPoint Financial Group

10,000

161,900

Washington Federal, Inc.

49,000

1,097,110

Washington Mutual, Inc. (d)

488,646

4,407,587

Westfield Financial, Inc.

8,879

87,192

Willow Financial Bancorp, Inc.

5,198

49,953

WSFS Financial Corp.

2,835

144,443

57,607,528

TOTAL FINANCIALS

1,457,078,488

HEALTH CARE - 10.9%

Biotechnology - 1.6%

Aastrom Biosciences, Inc. (a)

1,900

743

Abraxis BioScience, Inc. (a)

2,220

144,167

Acadia Pharmaceuticals, Inc. (a)(d)

22,950

201,960

Acorda Therapeutics, Inc. (a)

19,833

427,599

Alexion Pharmaceuticals, Inc. (a)(d)

19,236

1,372,489

Alkermes, Inc. (a)

50,041

634,019

Alnylam Pharmaceuticals, Inc. (a)(d)

18,382

530,872

Alseres Pharmaceuticals, Inc. (a)

1,080

3,067

Amgen, Inc. (a)

616,944

27,164,044

Amylin Pharmaceuticals, Inc. (a)(d)

74,827

2,377,254

Antigenics, Inc. (a)(d)

5,388

12,446

Arena Pharmaceuticals, Inc. (a)(d)

59,842

306,989

ARIAD Pharmaceuticals, Inc. (a)(d)

84,946

219,161

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

ArQule, Inc. (a)

4,060

$ 17,377

Array Biopharma, Inc. (a)

66,004

410,545

AVI BioPharma, Inc. (a)

2,700

3,780

Avigen, Inc. (a)

1,600

4,752

BioCryst Pharmaceuticals, Inc. (a)(d)

12,030

35,368

Biogen Idec, Inc. (a)

168,548

10,576,387

BioMarin Pharmaceutical, Inc. (a)

52,480

2,003,162

BioSphere Medical, Inc. (a)

800

2,808

Celgene Corp. (a)

231,406

14,083,369

Cell Genesys, Inc. (a)(d)

103,415

366,089

Cell Therapeutics, Inc. (a)(d)

41,080

24,360

Cephalon, Inc. (a)(d)

37,211

2,519,557

Cepheid, Inc. (a)

45,427

1,195,639

Cougar Biotechnology, Inc. (a)

9,000

243,180

Cubist Pharmaceuticals, Inc. (a)

35,855

683,396

CuraGen Corp. (a)

5,707

6,392

CV Therapeutics, Inc. (a)

35,100

309,933

Cytokinetics, Inc. (a)

14,366

57,751

Dendreon Corp. (a)(d)

44,342

230,578

Dyax Corp. (a)

46,447

170,925

Dynavax Technologies Corp. (a)(d)

35,880

58,126

Encysive Pharmaceuticals, Inc. (a)(d)

17,196

40,411

EntreMed, Inc. (a)

3,700

2,662

Enzon Pharmaceuticals, Inc. (a)(d)

46,219

406,727

EPIX Pharmaceuticals, Inc. (a)

2,304

5,046

Exact Sciences Corp. (a)

3,245

6,425

Genelabs Technologies, Inc. (a)

1,960

1,784

Genentech, Inc. (a)

266,482

18,885,579

Genitope Corp. (a)

14,102

1,410

GenVec, Inc. (a)

20,350

36,427

Genzyme Corp. (a)

150,842

10,326,643

Geron Corp. (a)(d)

39,828

169,269

Gilead Sciences, Inc. (a)

531,846

29,421,721

GTC Biotherapeutics, Inc. (a)

4,100

2,091

Halozyme Therapeutics, Inc. (a)(d)

46,200

239,316

Hemispherx Biopharma, Inc. (a)

800

560

Human Genome Sciences, Inc. (a)(d)

109,259

642,443

Idenix Pharmaceuticals, Inc. (a)(d)

4,502

29,443

IDM Pharma, Inc. (a)

442

928

ImClone Systems, Inc. (a)

33,037

1,439,752

ImmunoGen, Inc. (a)

2,572

11,703

Immunomedics, Inc. (a)

5,227

13,956

Incyte Corp. (a)

56,318

546,848

Indevus Pharmaceuticals, Inc. (a)

49,609

222,744

Infinity Pharmaceuticals, Inc. (a)

53

390

InterMune, Inc. (a)(d)

32,726

461,437

Introgen Therapeutics, Inc. (a)

6,886

14,116

Isis Pharmaceuticals, Inc. (a)(d)

44,948

635,565

Keryx Biopharmaceuticals, Inc. (a)

23,883

12,180

Shares

Value

Kosan Biosciences, Inc. (a)

1,712

$ 9,279

La Jolla Pharmaceutical Co. (a)

2,083

3,979

Lexicon Pharmaceuticals, Inc. (a)

6,506

13,728

Ligand Pharmaceuticals, Inc. Class B

44,933

157,715

MannKind Corp. (a)(d)

36,288

108,864

Martek Biosciences (a)(d)

26,025

982,704

Maxygen, Inc. (a)

6,687

39,386

Medarex, Inc. (a)(d)

92,442

805,170

Metabolix, Inc. (a)(d)

16,896

189,573

Momenta Pharmaceuticals, Inc. (a)

11,130

142,687

Monogram Biosciences, Inc. (a)

20,122

22,134

Myriad Genetics, Inc. (a)

25,636

1,241,295

Nabi Biopharmaceuticals (a)

12,447

51,531

Neopharm, Inc. (a)

3,904

2,381

Neose Technologies, Inc. (a)

1,356

800

Neurocrine Biosciences, Inc. (a)

15,860

78,190

Neurogen Corp. (a)

500

415

Northfield Laboratories, Inc. (a)

11,290

10,048

Novavax, Inc. (a)

6,883

20,649

NPS Pharmaceuticals, Inc. (a)

6,507

29,282

Nuvelo, Inc. (a)

19,505

15,019

Omrix Biopharmaceuticals, Inc. (a)

9,333

169,767

ONYX Pharmaceuticals, Inc. (a)

27,635

976,621

Orchid Cellmark, Inc. (a)

3,164

8,954

OREXIGEN Therapeutics, Inc. (d)

12,000

104,520

Orthologic Corp. (a)

7,445

7,668

Oscient Pharmaceuticals Corp. (a)

693

1,455

OSI Pharmaceuticals, Inc. (a)

34,211

1,207,648

Palatin Technologies, Inc. (a)

13,627

2,862

Panacos Pharmaceuticals, Inc. (a)

50,213

27,115

PDL BioPharma, Inc.

53,396

547,309

Peregrine Pharmaceuticals, Inc. (a)

8,337

3,585

Pharmacopeia Drug Discovery, Inc. (a)

2,082

8,973

Pharmacyclics, Inc. (a)

4,815

4,959

Pharmasset, Inc.

18,329

331,755

Progenics Pharmaceuticals, Inc. (a)(d)

15,270

250,123

Regeneron Pharmaceuticals, Inc. (a)

39,166

779,403

Repligen Corp. (a)

6,096

35,174

Rigel Pharmaceuticals, Inc. (a)

23,551

549,680

Sangamo Biosciences, Inc. (a)(d)

43,327

480,063

Savient Pharmaceuticals, Inc. (a)(d)

30,093

801,678

SciClone Pharmaceuticals, Inc. (a)

7,834

14,023

Seattle Genetics, Inc. (a)(d)

42,640

398,684

Senomyx, Inc. (a)

21,458

110,938

Sonus Pharmaceuticals, Inc. (a)

200

68

StemCells, Inc. (a)

7,323

10,325

Telik, Inc. (a)(d)

13,264

28,783

Theravance, Inc. (a)(d)

50,642

685,186

Third Wave Technologies, Inc. (a)

45,069

478,182

Titan Pharmaceuticals, Inc. (a)

1,300

1,989

TorreyPines Therapeutics, Inc. (a)

3,331

4,430

Trimeris, Inc.

16,866

100,184

United Therapeutics Corp. (a)

12,694

1,212,404

Vanda Pharmaceuticals, Inc. (a)

9,603

44,942

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Vertex Pharmaceuticals, Inc. (a)

77,591

$ 2,221,430

Vical, Inc. (a)

1,900

6,061

XOMA Ltd. (a)

118,882

237,764

Zymogenetics, Inc. (a)(d)

47,216

425,888

146,181,282

Health Care Equipment & Supplies - 2.0%

Abaxis, Inc. (a)

11,989

352,357

Abiomed, Inc. (a)

36,112

533,735

Accuray, Inc. (a)(d)

17,900

171,124

Advanced Medical Optics, Inc. (a)(d)

52,734

1,277,217

Align Technology, Inc. (a)(d)

27,534

362,623

American Medical Systems Holdings, Inc. (a)(d)

51,602

779,706

Analogic Corp.

8,043

539,042

Angiodynamics, Inc. (a)

30,684

475,295

ArthroCare Corp. (a)(d)

17,284

762,397

Aspect Medical Systems, Inc. (a)(d)

6,586

35,235

Atrion Corp.

239

25,217

Baxter International, Inc.

354,631

21,667,954

Beckman Coulter, Inc.

35,798

2,484,023

Becton, Dickinson & Co.

130,518

11,022,245

BioLase Technology, Inc. (a)

4,009

13,029

Boston Scientific Corp. (a)

803,247

10,675,153

C.R. Bard, Inc.

54,260

4,948,512

Candela Corp. (a)

10,141

25,251

Cantel Medical Corp. (a)

10,922

116,865

Cardiac Science Corp. (a)

1,171

11,054

Cardiodynamics International Corp. (a)

1,172

2,133

Cerus Corp. (a)

7,762

38,344

Clarient, Inc. (a)

3,500

6,790

Conceptus, Inc. (a)

13,129

249,188

CONMED Corp. (a)

22,708

606,077

Cooper Companies, Inc.

22,174

896,938

Covidien Ltd.

279,546

14,002,459

Cryolife, Inc. (a)

24,384

282,367

Cutera, Inc. (a)

5,971

61,143

Cyberonics, Inc. (a)

28,539

505,996

Cynosure, Inc. Class A (a)

4,942

121,227

Datascope Corp.

8,463

361,539

DENTSPLY International, Inc.

76,373

3,096,161

DexCom, Inc. (a)(d)

17,534

138,343

Edwards Lifesciences Corp. (a)

30,426

1,755,884

ev3, Inc. (a)(d)

46,492

462,595

Exactech, Inc. (a)

2,735

72,724

Fonar Corp. (a)

837

2,277

Gen-Probe, Inc. (a)

31,709

1,805,510

Greatbatch, Inc. (a)

13,845

259,594

Haemonetics Corp. (a)

14,315

806,793

HealthTronics, Inc. (a)

8,119

30,690

Hill-Rom Holdings, Inc.

29,476

906,387

Hologic, Inc. (a)(d)

150,679

3,620,816

Shares

Value

Hospira, Inc. (a)

87,534

$ 3,671,176

I-Flow Corp. (a)

11,248

154,435

ICU Medical, Inc. (a)

5,433

138,433

IDEXX Laboratories, Inc. (a)

30,674

1,549,037

Immucor, Inc. (a)

34,048

913,508

Insulet Corp.

6,260

102,038

Integra LifeSciences Holdings Corp. (a)

13,035

547,731

Intuitive Surgical, Inc. (a)(d)

21,055

6,181,537

Invacare Corp.

17,763

322,931

Inverness Medical Innovations, Inc. (a)(d)

52,028

1,902,144

IRIS International, Inc. (a)

8,470

133,995

IVAX Diagnostics, Inc. (a)

3,600

2,700

Kensey Nash Corp. (a)

13,215

388,257

Kewaunee Scientific Corp.

1,601

28,786

Kinetic Concepts, Inc. (a)(d)

25,821

1,121,406

Masimo Corp. (d)

22,032

761,426

Medical Action Industries, Inc. (a)

5,016

66,612

Medtronic, Inc.

643,725

32,617,546

Mentor Corp. (d)

18,763

591,222

Meridian Bioscience, Inc.

30,499

894,536

Merit Medical Systems, Inc. (a)

27,493

437,689

Misonix, Inc. (a)

3,000

10,740

Natus Medical, Inc. (a)

19,219

414,362

Neogen Corp. (a)

7,911

208,376

Neoprobe Corp. (a)

100

74

North American Scientific, Inc. (a)

541

763

NuVasive, Inc. (a)(d)

32,642

1,381,736

NxStage Medical, Inc. (a)(d)

36,056

174,872

OraSure Technologies, Inc. (a)

23,767

129,292

Orthofix International NV (a)

8,645

281,308

Osteotech, Inc. (a)

3,427

20,973

Palomar Medical Technologies, Inc. (a)

10,806

119,514

PLC Systems, Inc. (a)

400

152

Quidel Corp. (a)

15,892

271,276

ResMed, Inc. (a)

44,644

1,758,527

Retractable Technologies, Inc. (a)

6,105

8,547

RTI Biologics, Inc. (a)

25,405

252,780

Sirona Dental Systems, Inc. (a)

13,981

414,676

Somanetics Corp. (a)

5,971

105,567

Sonic Innovations, Inc. (a)

3,941

15,764

SonoSite, Inc. (a)(d)

10,661

327,506

St. Jude Medical, Inc. (a)

196,441

8,004,971

Staar Surgical Co. (a)

3,978

13,326

Stereotaxis, Inc. (a)(d)

28,535

150,379

Steris Corp.

32,480

982,520

Stryker Corp.

178,493

11,521,723

SurModics, Inc. (a)(d)

11,705

524,852

Symmetry Medical, Inc. (a)

14,077

208,480

Synovis Life Technologies, Inc. (a)

11,000

215,380

The Spectranetics Corp. (a)

20,955

228,410

Theragenics Corp. (a)

1,300

5,109

ThermoGenesis Corp. (a)

73,719

108,367

Thoratec Corp. (a)

33,069

546,631

TomoTherapy, Inc.

19,200

171,072

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - continued

Urologix, Inc. (a)

3,800

$ 4,826

Varian Medical Systems, Inc. (a)

66,734

3,172,534

Vital Signs, Inc.

6,168

350,281

Vnus Medical Technologies, Inc. (a)

10,000

175,500

Volcano Corp. (a)

19,293

268,944

West Pharmaceutical Services, Inc.

22,446

1,064,614

Wright Medical Group, Inc. (a)

29,021

861,633

Young Innovations, Inc.

2,508

51,314

Zimmer Holdings, Inc. (a)

135,203

9,842,778

Zoll Medical Corp. (a)

19,936

722,680

183,990,283

Health Care Providers & Services - 1.9%

Aetna, Inc.

278,174

13,118,686

Air Methods Corp. (a)

13,436

517,823

Alliance Imaging, Inc. (a)

5,330

44,932

Amedisys, Inc. (a)

16,197

822,970

America Service Group, Inc. (a)

11,000

99,110

American Dental Partners, Inc. (a)

4,710

56,614

AMERIGROUP Corp. (a)

23,431

646,930

AmerisourceBergen Corp.

92,937

3,841,086

AMN Healthcare Services, Inc. (a)

24,202

421,357

AmSurg Corp. (a)

12,681

345,938

Animal Health International, Inc. (a)

5,300

35,987

Apria Healthcare Group, Inc. (a)

28,569

481,388

Assisted Living Concepts, Inc. Class A (a)

49,001

328,307

athenahealth, Inc. (d)

9,700

307,199

Bio-Reference Laboratories, Inc. (a)

13,966

346,915

BioScrip, Inc. (a)

8,518

36,542

Brookdale Senior Living, Inc.

26,715

704,742

Capital Senior Living Corp. (a)

30,965

248,959

Cardinal Health, Inc.

203,646

11,514,145

Centene Corp. (a)

16,879

356,316

Chemed Corp.

11,792

427,106

Chindex International, Inc. (a)

10,687

253,068

CIGNA Corp.

150,382

6,105,509

Community Health Systems, Inc. (a)

54,081

1,948,538

Corvel Corp. (a)

2,959

106,554

Coventry Health Care, Inc. (a)

87,763

4,039,731

Cross Country Healthcare, Inc. (a)

7,031

108,770

DaVita, Inc. (a)

60,765

3,152,488

Dialysis Corp. of America (a)

3,005

21,937

Emergency Medical Services Corp.
Class A (a)(d)

14,071

327,995

Express Scripts, Inc. (a)(d)

119,872

8,643,970

Five Star Quality Care, Inc. (a)

28,197

188,920

Gentiva Health Services, Inc. (a)

8,630

173,808

Hanger Orthopedic Group, Inc. (a)

3,419

44,447

Health Management Associates, Inc. Class A (a)

124,688

967,579

Health Net, Inc. (a)

60,163

1,865,053

HealthExtras, Inc. (a)

18,378

574,313

Shares

Value

HealthSouth Corp. (a)(d)

39,501

$ 739,854

Healthspring, Inc. (a)

40,674

755,723

Healthways, Inc. (a)

18,141

585,954

Henry Schein, Inc. (a)

46,535

2,592,930

HMS Holdings Corp. (a)

18,275

369,703

Hooper Holmes, Inc. (a)

7,290

7,071

Humana, Inc. (a)

93,555

4,775,983

InVentiv Health, Inc. (a)

17,853

583,793

Kindred Healthcare, Inc. (a)

18,367

506,746

Laboratory Corp. of America Holdings (a)

62,083

4,581,105

Landauer, Inc.

12,764

763,415

LCA-Vision, Inc. (d)

8,343

69,330

LHC Group, Inc. (a)

14,902

322,926

LifePoint Hospitals, Inc. (a)

29,832

954,326

Lincare Holdings, Inc. (a)

39,845

1,038,361

Magellan Health Services, Inc. (a)

30,345

1,221,386

McKesson Corp.

161,534

9,312,435

Medcath Corp. (a)

8,479

183,994

Medco Health Solutions, Inc. (a)

297,708

14,423,953

Medical Staffing Network Holdings, Inc. (a)

4,777

19,920

Molina Healthcare, Inc. (a)

5,873

177,130

MWI Veterinary Supply, Inc. (a)

10,005

383,392

National Healthcare Corp.

2,394

125,087

Nighthawk Radiology Holdings, Inc. (a)

15,857

120,989

Odyssey Healthcare, Inc. (a)

14,808

161,555

Omnicare, Inc.

73,202

1,791,985

Owens & Minor, Inc.

23,016

1,092,800

Patterson Companies, Inc. (a)(d)

71,841

2,443,312

PDI, Inc. (a)

1,588

13,101

Pediatrix Medical Group, Inc. (a)

25,276

1,360,607

PharMerica Corp. (a)(d)

13,819

282,875

Providence Service Corp. (a)

15,408

407,542

PSS World Medical, Inc. (a)(d)

37,351

680,535

Psychiatric Solutions, Inc. (a)(d)

32,367

1,180,424

Quest Diagnostics, Inc.

87,296

4,400,591

RehabCare Group, Inc. (a)

15,055

255,483

ResCare, Inc. (a)

18,619

355,064

Rural/Metro Corp. (a)

7,404

19,473

Skilled Healthcare Group, Inc.

3,461

46,585

SRI/Surgical Express, Inc. (a)

900

3,429

Sun Healthcare Group, Inc. (a)

24,223

347,842

Sunrise Senior Living, Inc. (a)(d)

36,429

964,640

Tenet Healthcare Corp. (a)

298,034

1,758,401

Triple-S Management Corp.

16,998

321,602

U.S. Physical Therapy, Inc. (a)

12,075

207,207

UnitedHealth Group, Inc.

708,248

24,229,164

Universal American Financial Corp. (a)

13,972

161,377

Universal Health Services, Inc. Class B

24,712

1,606,280

VCA Antech, Inc. (a)(d)

45,340

1,422,316

Wellcare Health Plans, Inc. (a)

24,178

1,334,142

WellPoint, Inc. (a)

308,494

17,220,135

171,909,705

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Technology - 0.1%

A.D.A.M., Inc. (a)

1,800

$ 12,915

Allscripts Healthcare Solutions, Inc. (a)(d)

36,249

450,575

AMICAS, Inc. (a)

9,737

26,777

Cash Technologies, Inc. (a)

3,400

1,020

Cerner Corp. (a)(d)

33,758

1,531,600

Computer Programs & Systems, Inc.

11,546

230,343

Eclipsys Corp. (a)(d)

40,841

833,156

Emageon, Inc. (a)

20,901

48,072

HLTH Corp. (a)(d)

102,138

1,218,506

IMS Health, Inc.

97,709

2,368,466

MedAssets, Inc.

14,182

253,291

Merge Healthcare, Inc. (a)

11,344

7,827

Omnicell, Inc. (a)(d)

29,246

388,387

Phase Forward, Inc. (a)

23,819

413,021

ProxyMed, Inc. (a)

63

67

TriZetto Group, Inc. (a)

41,267

886,002

Vital Images, Inc. (a)

11,918

184,133

8,854,158

Life Sciences Tools & Services - 0.6%

Accelrys, Inc. (a)

4,972

32,417

Affymetrix, Inc. (a)

37,569

453,082

Albany Molecular Research, Inc. (a)

27,799

388,630

AMAG Pharmaceuticals, Inc. (d)

8,266

330,640

Applera Corp.:

- Applied Biosystems Group

90,093

3,131,633

- Celera Genomics Group (a)

51,459

662,792

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

9,356

837,175

Bruker BioSciences Corp. (a)

56,937

662,747

Caliper Life Sciences, Inc. (a)

5,632

20,163

Cambrex Corp.

21,547

132,514

Charles River Laboratories International, Inc. (a)

44,816

2,880,772

Covance, Inc. (a)

39,622

3,248,212

Cryo-Cell International, Inc. (a)

9,581

7,186

Dionex Corp. (a)

12,755

930,095

Enzo Biochem, Inc. (a)

17,097

168,064

eResearchTechnology, Inc. (a)(d)

28,484

455,459

Exelixis, Inc. (a)

97,443

615,840

Harvard Bioscience, Inc. (a)

786

3,773

Illumina, Inc. (a)

31,329

2,458,700

Invitrogen Corp. (a)

49,198

2,261,140

Kendle International, Inc. (a)

12,762

482,276

Luminex Corp. (a)(d)

12,155

270,327

Medivation, Inc. (a)(d)

20,015

303,628

Millipore Corp. (a)

29,646

2,153,782

Nektar Therapeutics (a)

48,707

217,233

PAREXEL International Corp. (a)

33,808

831,339

PerkinElmer, Inc.

75,005

2,121,141

Pharmaceutical Product Development, Inc.

53,601

2,369,700

PharmaNet Development Group, Inc. (a)

11,555

195,048

Shares

Value

Sequenom, Inc. (a)

2,480

$ 19,071

Strategic Diagnostics, Inc. (a)

3,100

11,470

Techne Corp. (a)

27,995

2,197,608

Thermo Fisher Scientific, Inc. (a)

238,255

14,061,810

Varian, Inc. (a)

15,040

834,570

Waters Corp. (a)

57,037

3,508,916

49,258,953

Pharmaceuticals - 4.7%

Abbott Laboratories

871,818

49,126,944

Acusphere, Inc. (a)

2,800

1,848

Adolor Corp. (a)

25,094

142,283

Akorn, Inc. (a)(d)

30,000

142,500

Alexza Pharmaceuticals, Inc. (a)

13,000

66,560

Allergan, Inc.

175,345

10,103,379

Alpharma, Inc. Class A (a)(d)

32,656

822,605

APP Pharmaceuticals, Inc. (a)(d)

29,446

390,454

Atherogenics, Inc. (a)

6,856

4,093

Auxilium Pharmaceuticals, Inc. (a)

18,538

590,250

AVANIR Pharmaceuticals Class A (a)

21,996

26,395

Barr Pharmaceuticals, Inc. (a)

62,885

2,754,363

Bentley Pharmaceuticals, Inc. (a)

2,936

45,978

BioMimetic Therapeutics, Inc. (a)

5,000

59,750

Bristol-Myers Squibb Co.

1,108,662

25,266,407

Columbia Laboratories, Inc. (a)

7,190

27,322

Cypress Bioscience, Inc. (a)(d)

31,654

257,664

DepoMed, Inc. (a)

8,176

32,213

Discovery Laboratories, Inc. (a)

3,800

7,106

Durect Corp. (a)

39,673

184,479

Eli Lilly & Co.

545,639

26,267,061

Emisphere Technologies, Inc. (a)

3,941

7,251

Endo Pharmaceuticals Holdings, Inc. (a)

79,535

1,959,742

Forest Laboratories, Inc. (a)

180,225

6,471,880

Hi-Tech Pharmacal Co., Inc. (a)(d)

2,015

18,538

Hollis-Eden Pharmaceuticals, Inc. (a)

1,300

1,963

Immtech Pharmaceuticals, Inc. (a)

1,200

1,188

Inspire Pharmaceuticals, Inc. (a)

17,519

68,674

Johnson & Johnson

1,604,104

107,057,901

King Pharmaceuticals, Inc. (a)

143,736

1,474,731

KV Pharmaceutical Co. Class A (a)(d)

25,710

643,007

Matrixx Initiatives, Inc. (a)

3,709

61,273

Medicines Co. (a)

23,730

434,259

Medicis Pharmaceutical Corp. Class A

45,977

1,093,333

Merck & Co., Inc.

1,237,828

48,225,779

MiddleBrook Pharmaceuticals, Inc. (a)(d)

2,800

13,384

Mylan, Inc. (d)

181,395

2,421,623

Nastech Pharmaceutical Co., Inc. (a)(d)

25,476

30,316

NitroMed, Inc. (a)

7,065

8,690

Noven Pharmaceuticals, Inc. (a)

16,093

196,978

Obagi Medical Products, Inc. (a)

10,991

98,589

Pain Therapeutics, Inc. (a)(d)

35,234

286,452

Par Pharmaceutical Companies, Inc. (a)

22,867

417,094

Penwest Pharmaceuticals Co. (a)(d)

3,340

10,421

Perrigo Co.

47,847

1,751,679

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Pharmaceuticals - continued

Pfizer, Inc.

3,877,710

$ 75,072,466

Pozen, Inc. (a)(d)

20,149

276,847

Salix Pharmaceuticals Ltd. (a)(d)

52,287

401,564

Santarus, Inc. (a)

14,630

35,551

Schering-Plough Corp.

913,242

18,630,137

Sciele Pharma, Inc. (a)(d)

14,633

320,609

Sepracor, Inc. (a)

66,403

1,434,969

Spectrum Pharmaceuticals, Inc. (a)

192

346

SuperGen, Inc. (a)

6,806

17,083

Valeant Pharmaceuticals International (a)(d)

38,701

633,535

ViroPharma, Inc. (a)(d)

40,812

391,387

Vivus, Inc. (a)

73,666

503,875

Warner Chilcott Ltd. (a)

48,187

837,490

Watson Pharmaceuticals, Inc. (a)

52,973

1,512,909

Wyeth

758,674

33,738,233

XenoPort, Inc. (a)

15,634

676,640

Zila, Inc. (a)

4,200

1,050

423,559,090

TOTAL HEALTH CARE

983,753,471

INDUSTRIALS - 11.6%

Aerospace & Defense - 2.3%

AAR Corp. (a)

26,763

515,991

AeroCentury Corp. (a)

800

8,768

AeroVironment, Inc. (a)

8,200

217,956

Alliant Techsystems, Inc. (a)

17,247

1,872,334

American Science & Engineering, Inc.

4,657

238,532

Applied Signal Technology, Inc.

15,269

236,211

Argon ST, Inc. (a)

14,975

361,497

Astronics Corp. (a)

2,747

47,880

BE Aerospace, Inc. (a)

54,148

1,892,473

Ceradyne, Inc. (a)

12,988

560,172

Cubic Corp.

5,635

142,453

Curtiss-Wright Corp.

22,872

1,178,137

DRS Technologies, Inc.

20,696

1,630,431

Ducommun, Inc. (a)

3,105

98,335

DynCorp International, Inc. Class A (a)

8,722

149,059

Esterline Technologies Corp. (a)

14,157

876,743

GenCorp, Inc. (non-vtg.) (a)

32,091

266,997

General Dynamics Corp.

196,285

18,087,663

Goodrich Corp.

68,691

4,451,864

Heico Corp. Class A

9,890

391,842

Herley Industries, Inc. (a)

3,619

58,157

Hexcel Corp. (a)

52,628

1,392,537

Honeywell International, Inc.

392,927

23,426,308

Innovative Solutions & Support, Inc. (a)(d)

23,580

182,509

Irvine Sensors Corp. (a)

430

150

L-3 Communications Holdings, Inc.

67,080

7,203,721

Ladish Co., Inc. (a)

5,776

187,778

Shares

Value

Lockheed Martin Corp.

181,434

$ 19,856,137

Moog, Inc. Class A (a)

19,711

893,697

MTC Technologies, Inc. (a)

2,985

71,133

Northrop Grumman Corp.

171,617

12,950,219

Orbital Sciences Corp. (a)

33,015

857,069

Precision Castparts Corp.

75,890

9,167,512

Raytheon Co.

238,873

15,254,430

Rockwell Collins, Inc.

92,983

5,706,367

Spirit AeroSystems Holdings, Inc.
Class A (a)

63,523

1,894,891

Stanley, Inc. (a)

7,416

234,049

Sypris Solutions, Inc.

3,224

14,476

Taser International, Inc. (a)(d)

42,685

300,076

Teledyne Technologies, Inc. (a)

18,970

1,056,250

The Boeing Co.

388,864

32,186,273

TransDigm Group, Inc. (a)

10,887

474,673

Triumph Group, Inc.

11,289

702,063

United Technologies Corp.

511,896

36,365,092

203,660,905

Air Freight & Logistics - 0.6%

Air Transport Services Group, Inc. (a)

17,036

28,109

Atlas Air Worldwide Holdings, Inc. (a)

11,680

722,992

C.H. Robinson Worldwide, Inc.

93,861

6,054,035

Dynamex, Inc. (a)

4,777

119,759

Expeditors International of Washington, Inc.

116,128

5,467,306

FedEx Corp.

157,941

14,484,769

Forward Air Corp.

23,713

878,567

Hub Group, Inc. Class A (a)

17,492

631,111

Pacer International, Inc.

34,535

775,656

United Parcel Service, Inc. Class B (d)

383,398

27,228,926

UTI Worldwide, Inc.

55,295

1,313,809

57,705,039

Airlines - 0.1%

AirTran Holdings, Inc. (a)(d)

62,329

186,987

Alaska Air Group, Inc. (a)

27,766

542,270

Allegiant Travel Co. (a)

12,630

263,967

AMR Corp. (a)(d)

131,416

944,881

Continental Airlines, Inc. Class B (a)

62,192

896,187

Delta Air Lines, Inc. (a)(d)

147,359

906,258

ExpressJet Holdings, Inc. Class A (a)

42,661

86,602

JetBlue Airways Corp. (a)(d)

80,304

318,807

MAIR Holdings, Inc. (a)

6,324

26,561

Mesa Air Group, Inc. (a)

12,128

8,732

Northwest Airlines Corp. (a)

116,321

821,226

Pinnacle Airlines Corp. (a)(d)

13,246

86,231

Republic Airways Holdings, Inc. (a)

14,499

176,598

SkyWest, Inc.

25,270

390,674

Southwest Airlines Co.

405,240

5,292,434

UAL Corp. (d)

60,912

520,188

US Airways Group, Inc. (a)

40,418

160,055

11,628,658

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Building Products - 0.2%

Aaon, Inc.

4,021

$ 84,521

American Woodmark Corp. (d)

8,120

182,944

Ameron International Corp.

7,610

872,639

Apogee Enterprises, Inc.

31,812

755,217

Armstrong World Industries, Inc.

10,573

343,411

Builders FirstSource, Inc. (a)(d)

7,165

52,448

Gibraltar Industries, Inc.

13,833

223,126

Griffon Corp. (a)

6,305

56,997

Insteel Industries, Inc.

19,514

312,809

Lennox International, Inc.

32,284

1,040,190

Masco Corp.

201,834

3,742,002

NCI Building Systems, Inc. (a)

8,960

279,910

Owens Corning (a)

56,779

1,466,602

Patrick Industries, Inc. (a)

600

4,356

Quanex Building Products Corp. (a)

21,263

374,229

Simpson Manufacturing Co. Ltd. (d)

24,564

647,998

Trane, Inc.

92,603

4,298,631

Trex Co., Inc. (a)(d)

1,672

18,726

Universal Forest Products, Inc.

10,472

355,315

USG Corp. (a)(d)

39,649

1,350,048

16,462,119

Commercial Services & Supplies - 1.0%

ABM Industries, Inc.

38,140

832,596

ACCO Brands Corp. (a)

27,832

426,943

Administaff, Inc.

13,010

363,239

Advisory Board Co. (a)

12,585

581,049

Allied Waste Industries, Inc. (a)

160,705

2,164,696

American Ecology Corp.

14,777

424,395

American Reprographics Co. (a)

18,051

330,153

Angelica Corp.

2,508

54,449

APAC Customer Services, Inc. (a)

4,300

6,149

Avery Dennison Corp.

51,610

2,662,044

Barrett Business Services, Inc.

2,508

32,980

Bowne & Co., Inc.

30,535

469,323

Casella Waste Systems, Inc. Class A (a)

27,789

310,125

CBIZ, Inc. (a)

13,495

114,977

CDI Corp.

7,155

203,918

Cenveo, Inc. (a)

19,834

231,661

ChoicePoint, Inc. (a)

38,054

1,852,469

Cintas Corp.

75,810

2,237,911

Clean Harbors, Inc. (a)

7,762

551,335

Comfort Systems USA, Inc.

22,487

301,326

Comsys IT Partners, Inc. (a)

36

361

Consolidated Graphics, Inc. (a)

10,742

590,058

Copart, Inc. (a)

37,737

1,698,165

Cornell Companies, Inc. (a)

1,672

37,185

Corporate Executive Board Co.

28,235

1,275,375

Corrections Corp. of America (a)

72,354

1,865,286

CoStar Group, Inc. (a)(d)

12,805

600,555

Courier Corp.

2,999

70,447

Covanta Holding Corp. (a)(d)

63,735

1,782,668

Shares

Value

CRA International, Inc. (a)

9,397

$ 327,673

Deluxe Corp.

24,238

546,082

Diamond Management & Technology Consultants, Inc. (d)

6,807

36,077

Dun & Bradstreet Corp.

30,301

2,776,178

EnergySolutions, Inc.

15,000

381,000

Ennis, Inc.

10,422

196,872

Equifax, Inc. (d)

72,173

2,754,122

Exponent, Inc. (a)

10,000

326,200

First Advantage Corp. Class A (a)

10,000

200,700

FTI Consulting, Inc. (a)

25,683

1,542,521

Fuel Tech, Inc. (a)(d)

12,102

307,875

G&K Services, Inc. Class A

11,022

385,660

GeoEye, Inc. (a)

16,127

274,965

GP Strategies Corp. (a)

1,600

15,936

Healthcare Services Group, Inc.

26,140

461,110

Heidrick & Struggles International, Inc.

9,533

273,120

Herman Miller, Inc.

27,876

691,325

HNI Corp. (d)

29,786

747,033

Hudson Highland Group, Inc. (a)

6,919

86,695

Huron Consulting Group, Inc. (a)

19,198

1,028,821

ICT Group, Inc. (a)

4,570

48,442

IHS, Inc. Class A (a)

18,231

1,085,838

IKON Office Solutions, Inc.

41,680

503,911

InnerWorkings, Inc. (a)(d)

33,190

425,828

Innotrac Corp. (a)

1,400

5,726

Interface, Inc. Class A

32,273

456,986

Intersections, Inc. (a)

8,825

82,779

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

22,445

471,345

Kenexa Corp. (a)

14,889

299,864

Kforce, Inc. (a)

30,240

279,720

Kimball International, Inc. Class B

18,777

198,097

Knoll, Inc.

22,702

336,671

Korn/Ferry International (a)

27,902

468,754

Layne Christensen Co. (a)

17,863

913,335

Learning Tree International, Inc. (a)

3,821

67,632

LECG Corp. (a)

11,382

114,958

M&F Worldwide Corp. (a)(d)

6,880

246,235

Manpower, Inc.

43,348

2,730,924

McGrath RentCorp.

20,429

564,453

Metalico, Inc. (a)(d)

15,943

253,494

Mine Safety Appliances Co.

16,439

677,944

Mobile Mini, Inc. (a)(d)

17,986

434,722

Monster Worldwide, Inc. (a)

63,567

1,569,469

Multi-Color Corp.

6,000

133,500

Navigant Consulting, Inc. (a)

31,134

627,350

On Assignment, Inc. (a)

30,613

255,312

PeopleSupport, Inc. (a)(d)

34,712

321,086

PHH Corp. (a)

23,803

448,210

Pike Electric Corp. (a)

13,966

217,730

Pitney Bowes, Inc.

116,617

4,234,363

Protection One, Inc. (a)(d)

1,019

8,672

R.R. Donnelley & Sons Co.

131,462

4,315,897

RCM Technologies, Inc. (a)

1,400

6,048

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Commercial Services & Supplies - continued

Republic Services, Inc.

90,000

$ 2,963,700

Resources Connection, Inc.

37,123

779,954

Robert Half International, Inc.

91,729

2,254,699

Rollins, Inc.

31,849

506,718

RSC Holdings, Inc. (d)

36,805

433,563

Schawk, Inc. Class A

4,896

81,959

School Specialty, Inc. (a)

6,351

199,358

Spherion Corp. (a)

36,388

183,032

Spherix, Inc. (a)

2,713

2,794

Standard Register Co.

7,404

87,960

Steelcase, Inc. Class A

20,379

256,775

Stericycle, Inc. (a)

48,426

2,823,236

Superior Uniform Group, Inc.

1,000

8,990

Team, Inc. (a)

16,100

515,844

Teletech Holdings, Inc. (a)

22,443

579,927

Tetra Tech, Inc. (a)

27,267

720,939

The Brink's Co.

20,872

1,512,803

The Geo Group, Inc. (a)

27,497

632,156

TRC Companies, Inc. (a)

5,282

27,361

TrueBlue, Inc. (a)

16,970

247,083

United Stationers, Inc. (a)(d)

13,932

589,881

Viad Corp.

16,478

543,444

Virco Manufacturing Co.

3,120

15,600

Volt Information Sciences, Inc. (a)

2,508

37,520

Waste Connections, Inc. (a)

41,658

1,367,632

Waste Management, Inc.

274,549

10,413,644

Watson Wyatt Worldwide, Inc. Class A

21,050

1,232,899

87,256,569

Construction & Engineering - 0.4%

AECOM Technology Corp.

44,551

1,434,988

EMCOR Group, Inc. (a)

32,086

941,724

Fluor Corp.

48,576

9,061,853

Foster Wheeler Ltd. (a)

83,603

6,368,041

Furmanite Corp. (a)

20,546

186,352

Granite Construction, Inc.

26,266

960,548

Great Lakes Dredge & Dock Corp.

45,451

274,979

Insituform Technologies, Inc. Class A (a)(d)

21,456

395,649

Integrated Electrical Services, Inc. (a)

13,972

255,129

Jacobs Engineering Group, Inc. (a)

66,126

6,267,422

KBR, Inc.

95,907

3,328,932

Michael Baker Corp. (a)

5,000

112,350

Northwest Pipe Co. (a)

12,239

575,111

Orion Marine Group, Inc. (a)

10,000

150,200

Perini Corp. (a)

13,944

536,705

Quanta Services, Inc. (a)

99,089

3,174,812

Shaw Group, Inc. (a)

43,000

2,623,000

Sterling Construction Co., Inc. (a)

10,000

198,900

URS Corp. (a)

44,139

2,110,286

38,956,981

Shares

Value

Electrical Equipment - 0.8%

A.O. Smith Corp.

12,801

$ 462,756

Active Power, Inc. (a)

10,509

14,713

Acuity Brands, Inc.

21,074

1,122,191

Allied Motion Technologies, Inc. (a)

4,896

26,585

American Superconductor Corp. (a)(d)

45,910

1,619,705

AMETEK, Inc.

55,851

2,865,156

AZZ, Inc. (a)

2,866

89,935

Baldor Electric Co.

19,489

686,013

Beacon Power Corp. (a)

362

684

Belden, Inc.

28,834

1,207,856

Brady Corp. Class A

24,363

943,092

C&D Technologies, Inc. (a)(d)

5,300

32,754

Capstone Turbine Corp. (a)(d)

191,870

721,431

Chase Corp.

1,000

18,750

Coleman Cable, Inc. (a)(d)

900

9,990

Cooper Industries Ltd. Class A

110,172

5,137,320

Emerson Electric Co.

445,536

25,921,284

Encore Wire Corp. (d)

8,240

186,636

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

21,986

1,395,671

Energy Focus, Inc. (a)

3,941

9,380

EnerSys (a)(d)

19,892

620,829

Espey Manufacturing & Electronics Corp.

1,488

33,778

Evergreen Solar, Inc. (a)(d)

84,676

880,630

First Solar, Inc. (a)

19,690

5,267,863

Franklin Electric Co., Inc.

16,711

676,796

FuelCell Energy, Inc. (a)(d)

59,982

607,618

General Cable Corp. (a)

28,716

2,033,093

GrafTech International Ltd. (a)

65,885

1,739,364

Hubbell, Inc. Class B

30,447

1,424,006

II-VI, Inc. (a)

14,172

554,267

LSI Industries, Inc.

12,688

135,000

MagneTek, Inc. (a)

3,582

16,119

Medis Technologies Ltd. (a)(d)

4,420

27,360

Microvision, Inc. (a)(d)

3,976

13,757

Millennium Cell, Inc. (a)

300

15

Nexxus Lighting, Inc. (a)

2,100

17,220

Nortech Systems, Inc. (a)

1,634

13,039

Plug Power, Inc. (a)

25,662

80,579

Polypore International, Inc.

9,236

218,893

Powell Industries, Inc. (a)

3,702

197,946

Power-One, Inc. (a)

23,022

69,987

PowerSecure International, Inc. (a)(d)

3,463

34,907

Regal-Beloit Corp.

18,753

872,015

Rockwell Automation, Inc.

72,154

4,224,617

Roper Industries, Inc.

46,497

3,024,165

Satcon Technology Corp. (a)(d)

1,200

3,456

SL Industries, Inc. (a)

2,508

36,868

Sunpower Corp. Class A (a)(d)

21,702

1,777,394

Superior Essex, Inc. (a)

23,225

1,010,288

Tech/Ops Sevcon, Inc.

2,508

18,559

Thomas & Betts Corp. (a)

33,906

1,439,988

Ultralife Batteries, Inc. (a)

600

7,578

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Electrical Equipment - continued

UQM Technologies, Inc. (a)

3,800

$ 9,614

Valence Technology, Inc. (a)(d)

12,072

48,892

Valpey Fisher Corp. (a)

2,100

8,715

Vicor Corp.

5,067

57,206

Woodward Governor Co.

36,446

1,467,680

71,142,003

Industrial Conglomerates - 2.6%

3M Co.

365,485

28,347,017

Carlisle Companies, Inc.

41,111

1,374,341

General Electric Co.

5,658,037

173,814,897

McDermott International, Inc. (a)

124,450

7,719,634

Raven Industries, Inc. (d)

17,449

658,700

Standex International Corp.

6,568

135,629

Teleflex, Inc.

22,935

1,359,816

Textron, Inc.

139,832

8,746,492

Tredegar Corp.

28,430

415,362

Tyco International Ltd.

275,119

12,432,628

Walter Industries, Inc.

28,992

2,703,214

237,707,730

Machinery - 2.3%

3D Systems Corp. (a)(d)

2,508

22,973

Actuant Corp. Class A

38,259

1,396,836

AGCO Corp. (a)

52,092

3,147,920

Alamo Group, Inc.

200

4,630

Albany International Corp. Class A

18,400

636,824

Altra Holdings, Inc. (a)

22,128

385,470

American Railcar Industries, Inc. (d)

10,474

219,221

Ampco-Pittsburgh Corp.

6,549

305,576

Astec Industries, Inc. (a)

13,584

528,553

Axsys Technologies, Inc. (a)

2,633

155,768

Badger Meter, Inc.

7,471

367,200

Barnes Group, Inc.

30,587

976,949

Blount International, Inc. (a)

31,035

434,800

Briggs & Stratton Corp.

24,714

364,532

Bucyrus International, Inc. Class A

40,278

2,850,877

Cascade Corp.

6,465

325,577

Caterpillar, Inc.

350,799

28,990,029

Chart Industries, Inc. (a)

19,020

796,748

CIRCOR International, Inc.

14,659

782,937

CLARCOR, Inc.

25,118

1,090,624

Colfax Corp.

10,800

267,732

Columbus McKinnon Corp. (NY Shares) (a)

8,038

229,163

Commercial Vehicle Group, Inc. (a)

19,815

276,221

Crane Co.

25,960

1,185,074

Cummins, Inc.

103,847

7,312,906

Danaher Corp.

141,547

11,066,144

Deere & Co.

244,182

19,861,764

Donaldson Co., Inc.

40,645

2,092,405

Dover Corp.

107,254

5,800,296

Shares

Value

Dynamic Materials Corp.

10,162

$ 440,828

Eaton Corp.

90,294

8,729,624

EnPro Industries, Inc. (a)

12,676

508,308

ESCO Technologies, Inc. (a)(d)

15,486

797,684

Federal Signal Corp.

42,097

567,468

Flanders Corp. (a)

9,957

71,292

Flow International Corp. (a)

28,106

285,557

Flowserve Corp.

30,503

4,225,276

Force Protection, Inc. (a)(d)

28,600

122,122

FreightCar America, Inc.

8,359

364,452

Gardner Denver, Inc. (a)

31,535

1,673,247

Gehl Co. (a)(d)

10,898

174,368

Gorman-Rupp Co.

10,248

449,887

Graco, Inc. (d)

33,485

1,353,464

Greenbrier Companies, Inc.

4,470

117,338

Hardinge, Inc.

11,551

162,292

Harsco Corp.

46,564

2,948,432

Hirsch International Corp. Class A (a)

900

1,386

Hurco Companies, Inc. (a)

3,204

116,081

IDEX Corp.

46,477

1,805,167

Illinois Tool Works, Inc.

253,534

13,614,776

Ingersoll-Rand Co. Ltd. Class A

150,772

6,639,999

ITT Corp.

100,615

6,640,590

Joy Global, Inc.

60,767

5,118,404

K-Tron International, Inc. (a)

1,000

136,780

Kadant, Inc. (a)

4,460

119,216

Kaydon Corp.

19,607

1,198,184

Kennametal, Inc.

45,728

1,767,387

L.B. Foster Co. Class A (a)

12,372

423,494

Lincoln Electric Holdings, Inc.

22,247

1,834,933

Lindsay Corp.

11,966

1,256,430

Manitowoc Co., Inc.

68,127

2,650,140

Middleby Corp. (a)(d)

8,942

510,499

Milacron, Inc. (a)

275

352

Miller Industries, Inc. (a)

360

4,028

Mueller Industries, Inc.

22,488

804,846

Mueller Water Products, Inc. Class B

61,652

610,355

NACCO Industries, Inc. Class A

2,834

246,161

NN, Inc.

14,100

183,441

Nordson Corp.

19,922

1,431,396

Omega Flex, Inc.

300

5,379

Oshkosh Co.

44,807

1,810,651

PACCAR, Inc.

217,028

11,587,125

Pall Corp.

72,554

2,960,929

Parker Hannifin Corp.

92,783

7,855,937

Pentair, Inc.

53,217

1,991,912

RBC Bearings, Inc. (a)

25,395

956,884

Robbins & Myers, Inc.

12,478

505,234

SPX Corp.

28,834

3,831,462

Sun Hydraulics Corp.

15,000

601,650

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

21,767

759,886

Tennant Co.

7,549

265,498

Terex Corp. (a)

55,079

3,929,887

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Machinery - continued

Timken Co.

45,022

$ 1,649,156

Titan International, Inc.

15,739

622,163

Toro Co.

18,185

710,670

Trinity Industries, Inc. (d)

46,212

1,887,760

Twin Disc, Inc.

8,348

158,612

Valmont Industries, Inc.

9,929

1,140,246

Wabash National Corp.

10,432

89,507

Wabtec Corp.

25,638

1,193,962

Watts Water Technologies, Inc. Class A (d)

14,756

418,480

206,914,423

Marine - 0.1%

Alexander & Baldwin, Inc.

27,063

1,392,933

American Commercial Lines, Inc. (a)

16,002

245,471

Eagle Bulk Shipping, Inc. (d)

38,563

1,285,690

Excel Maritime Carriers Ltd.

10,068

516,488

Genco Shipping & Trading Ltd. (d)

11,470

805,653

Horizon Lines, Inc. Class A (d)

12,977

163,121

Kirby Corp. (a)

27,057

1,505,993

OceanFreight, Inc. (d)

15,914

422,039

TBS International Ltd. Class A (a)

8,358

389,316

6,726,704

Road & Rail - 1.0%

AMERCO (a)(d)

5,493

326,888

Arkansas Best Corp.

14,333

532,614

Avis Budget Group, Inc. (a)

45,638

635,281

Burlington Northern Santa Fe Corp.

173,816

19,649,899

Celadon Group, Inc. (a)

4,374

49,864

Con-way, Inc.

25,695

1,254,173

Covenant Transport Group, Inc. Class A (a)

2,866

13,585

CSX Corp.

223,861

15,459,841

Dollar Thrifty Automotive Group, Inc. (a)

11,579

162,106

Genesee & Wyoming, Inc. Class A (a)

22,228

907,347

Heartland Express, Inc.

37,647

579,764

Hertz Global Holdings, Inc. (a)

82,332

1,088,429

J.B. Hunt Transport Services, Inc.

46,757

1,629,014

Kansas City Southern (a)(d)

42,908

2,143,684

Knight Transportation, Inc. (d)

37,691

688,238

Landstar System, Inc.

27,002

1,504,551

Marten Transport Ltd. (a)

5,037

90,263

Norfolk Southern Corp.

210,154

14,160,177

Old Dominion Freight Lines, Inc. (a)

16,944

511,370

Quality Distribution, Inc. (a)

633

2,216

Ryder System, Inc.

31,077

2,281,984

Saia, Inc. (a)

3,559

49,506

Union Pacific Corp.

294,176

24,213,627

Werner Enterprises, Inc.

21,388

405,089

YRC Worldwide, Inc. (a)(d)

30,734

536,616

88,876,126

Shares

Value

Trading Companies & Distributors - 0.2%

Aceto Corp.

5,986

$ 47,110

Aircastle Ltd.

24,900

319,467

Applied Industrial Technologies, Inc.

16,649

459,013

Beacon Roofing Supply, Inc. (a)(d)

32,220

393,406

BlueLinx Corp. (d)

10,747

51,156

Electro Rent Corp.

2,627

37,093

Fastenal Co. (d)

79,420

3,926,525

GATX Corp.

22,906

1,129,495

H&E Equipment Services, Inc. (a)

6,730

94,557

Houston Wire & Cable Co. (d)

12,212

263,535

Huttig Building Products, Inc. (a)

1,077

2,520

Interline Brands, Inc. (a)

23,660

422,568

Kaman Corp.

15,960

413,364

Lawson Products, Inc.

2,164

56,242

MSC Industrial Direct Co., Inc. Class A

24,416

1,330,672

Rush Enterprises, Inc. Class A (a)

12,360

199,985

TAL International Group, Inc.

19,431

522,111

United Rentals, Inc.

50,398

1,037,695

W.W. Grainger, Inc.

37,017

3,378,171

Watsco, Inc. (d)

15,220

707,730

WESCO International, Inc. (a)

22,577

1,000,387

Willis Lease Finance Corp. (a)

1,200

13,224

15,806,026

Transportation Infrastructure - 0.0%

Macquarie Infrastructure Co. LLC

25,624

851,742

Quixote Corp.

700

7,140

858,882

TOTAL INDUSTRIALS

1,043,702,165

INFORMATION TECHNOLOGY - 16.2%

Communications Equipment - 2.3%

3Com Corp. (a)

209,846

528,812

Acme Packet, Inc. (a)

28,974

261,056

ADC Telecommunications, Inc. (a)

65,644

1,033,237

Adtran, Inc.

39,636

986,540

Alliance Fiber Optic Products, Inc. (a)

2,400

3,600

AltiGen Communications, Inc. (a)

3,200

4,640

Anaren, Inc. (a)

13,791

179,421

Arris Group, Inc. (a)

64,448

603,233

Aruba Networks, Inc. (a)

15,800

99,224

Avanex Corp. (a)

34,921

41,207

Avocent Corp. (a)

37,291

735,751

Aware, Inc. (a)

7,998

28,953

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

8,180

214,234

BigBand Networks, Inc. (a)

20,235

107,246

Black Box Corp.

7,979

228,997

Blonder Tongue Laboratories, Inc. (a)

3,900

4,563

Blue Coat Systems, Inc. (a)

19,836

359,428

Bookham, Inc. (a)

59,145

120,064

Channell Commercial Corp. (a)

800

960

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Communications Equipment - continued

Ciena Corp. (a)(d)

52,062

$ 1,591,015

Cisco Systems, Inc. (a)

3,390,855

90,603,646

Comarco, Inc.

450

1,449

CommScope, Inc. (a)

37,340

2,048,099

Communications Systems, Inc.

2,718

30,034

Comtech Telecommunications Corp. (a)

13,730

635,699

Corning, Inc.

880,885

24,083,396

Digi International, Inc. (a)

5,248

47,337

Ditech Networks, Inc. (a)

8,447

20,104

Dycom Industries, Inc. (a)

23,493

402,905

EchoStar Holding Corp. Class A (a)

20,120

751,281

EMS Technologies, Inc. (a)

12,115

331,709

Entrada Networks, Inc. (a)

150

0

Extreme Networks, Inc. (a)

81,024

263,328

F5 Networks, Inc. (a)

41,811

1,256,421

Finisar Corp. (a)

154,118

283,577

Foundry Networks, Inc. (a)

98,330

1,337,288

Globecomm Systems, Inc. (a)

13,582

131,881

Harmonic, Inc. (a)

57,982

557,787

Harris Corp.

79,752

5,246,087

Harris Stratex Networks, Inc. Class A (a)

18,880

212,211

Hughes Communications, Inc. (a)

3,000

139,170

Infinera Corp.

35,600

508,368

InterDigital, Inc. (a)(d)

34,017

850,085

ISCO International, Inc. (a)

1,800

270

Ixia (a)

18,466

149,390

JDS Uniphase Corp. (a)(d)

107,503

1,329,812

Juniper Networks, Inc. (a)(d)

302,810

8,333,331

KVH Industries, Inc. (a)

1,838

16,174

Lantronix, Inc. (a)

500

431

Lantronix, Inc. warrants 2/9/11 (a)(f)

7

2

Loral Space & Communications Ltd. (a)

7,589

147,151

MasTec, Inc. (a)

15,448

182,132

Motorola, Inc.

1,250,650

11,668,565

MRV Communications, Inc. (a)

107,785

191,857

NETGEAR, Inc. (a)

22,719

431,434

Network Engines, Inc. (a)

2,300

2,921

Network Equipment Technologies, Inc. (a)(d)

17,660

86,357

Nextwave Wireless, Inc. (a)(d)

16,900

90,753

NMS Communications Corp. (a)

2,800

3,248

NumereX Corp. Class A (a)

3,105

23,567

Occam Networks, Inc. (a)

85

363

Oplink Communications, Inc. (a)

17,767

196,858

Opnext, Inc. (a)

11,814

68,521

Optelecom Nkf, Inc. (a)

529

4,497

Optical Cable Corp. (a)

656

4,139

ORBCOMM, Inc. (a)(d)

23,301

144,233

Packeteer, Inc. (a)

5,266

37,389

Parkervision, Inc. (a)(d)

17,441

194,642

PC-Tel, Inc.

2,627

25,981

Shares

Value

Pegasus Wireless Corp. warrants 8/11/08 (a)

1,700

$ 0

Performance Technologies, Inc. (a)

3,463

19,185

Plantronics, Inc.

29,154

708,151

Polycom, Inc. (a)

45,009

1,121,624

Powerwave Technologies, Inc. (a)(d)

103,954

418,935

Proxim Wireless Corp. (a)

610

384

QUALCOMM, Inc.

911,450

44,241,783

Radyne Corp. (a)

10,000

112,100

Riverbed Technology, Inc. (a)

27,694

497,107

SCM Microsystems, Inc. (a)

600

1,782

SeaChange International, Inc. (a)

5,553

43,647

Soapstone Networks, Inc.

2,866

15,276

Sonus Networks, Inc. (a)(d)

127,839

548,429

Starent Networks Corp. (d)

17,710

310,102

Sycamore Networks, Inc. (a)

161,765

548,383

Symmetricom, Inc. (a)

9,258

38,976

Tekelec (a)

39,611

665,069

Tellabs, Inc. (a)

242,872

1,321,224

Telular Corp. (a)

2,100

7,623

Tollgrade Communications, Inc. (a)

2,548

13,555

UTStarcom, Inc. (a)(d)

75,765

363,672

Veramark Technologies, Inc. (a)

2,300

1,380

ViaSat, Inc. (a)

15,135

326,008

Wegener Corp. (a)

3,500

3,920

Westell Technologies, Inc. Class A (a)

4,212

5,981

Zhone Technologies, Inc. (a)

52,590

50,486

211,592,843

Computers & Peripherals - 3.9%

ActivIdentity Corp. (a)

55,312

157,086

Adaptec, Inc. (a)

86,311

278,785

Apple, Inc. (a)

496,017

93,623,209

Astro-Med, Inc.

5,359

53,590

Avid Technology, Inc. (a)(d)

17,853

383,125

Brocade Communications Systems, Inc. (a)(d)

249,563

2,011,478

Concurrent Computer Corp. (a)

11,487

7,926

Cray, Inc. (a)

27,805

173,225

Data Domain, Inc.

14,767

354,408

Datalink Corp. (a)

2,627

12,478

Dataram Corp.

3,881

12,613

Dell, Inc. (a)

1,131,891

26,101,406

Diebold, Inc.

32,819

1,295,038

Dot Hill Systems Corp. (a)

5,816

17,448

Electronics for Imaging, Inc. (a)

26,182

433,836

EMC Corp. (a)

1,185,608

20,677,004

Emulex Corp. (a)

47,139

660,889

En Pointe Technologies, Inc. (a)

1,400

3,304

FOCUS Enhancements, Inc. (a)

5,500

2,255

Hauppauge Digital, Inc. (a)

500

1,150

Hewlett-Packard Co.

1,462,223

68,812,214

Hutchinson Technology, Inc. (a)

11,789

169,762

Hypercom Corp. (a)

9,287

45,228

iGO, Inc. (a)

6,906

8,978

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Computers & Peripherals - continued

Imation Corp.

17,514

$ 458,166

Immersion Corp. (a)(d)

36,085

309,248

InFocus Corp. (a)

6,448

11,026

Innovex, Inc. (a)

1,500

1,125

Intermec, Inc. (a)

33,285

752,241

International Business Machines Corp.

771,211

99,817,840

Interphase Corp. (a)

2,276

8,467

Intevac, Inc. (a)

15,683

180,355

Iomega Corp. (a)

8,216

31,549

LaserCard Corp. (a)

2,369

17,341

Lexmark International, Inc. Class A (a)

57,487

2,118,971

MidgardXXI, Inc. (a)

10

0

NCR Corp. (a)

102,146

2,702,783

NetApp, Inc. (a)

196,352

4,787,062

Novatel Wireless, Inc. (a)(d)

24,485

252,440

Overland Storage, Inc. (a)

2,079

2,183

Palm, Inc. (d)

46,540

282,032

Presstek, Inc. (a)

8,481

52,921

QLogic Corp. (a)

65,838

1,039,582

Quantum Corp. (a)

145,293

248,451

Rackable Systems, Inc. (a)

10,523

143,744

Rimage Corp. (a)

7,000

123,760

SanDisk Corp. (a)

122,973

3,481,366

Scan-Optics, Inc. (a)

300

0

Seagate Technology

305,539

6,544,645

Socket Mobile, Inc. (a)

3,300

2,475

STEC, Inc. (a)

9,195

117,236

Stratasys, Inc. (a)(d)

11,359

247,285

Sun Microsystems, Inc. (a)

459,495

5,950,460

Super Micro Computer, Inc. (a)

15,000

107,700

Synaptics, Inc. (a)(d)

15,141

647,581

Teradata Corp. (a)

100,764

2,721,636

Video Display Corp. (a)

3,439

26,652

ViewCast.com, Inc. (a)

13,700

4,384

Western Digital Corp. (a)

118,961

4,464,606

352,953,748

Electronic Equipment & Instruments - 0.7%

Acacia Research Corp. - Acacia Technologies (a)

35,320

191,788

Advanced Photonix, Inc. Class A (a)

5,286

7,400

Agilent Technologies, Inc. (a)

216,478

8,094,112

Agilysys, Inc.

29,574

308,753

American Technology Corp. (a)

900

1,584

Amphenol Corp. Class A

102,205

4,765,819

Anixter International, Inc. (a)(d)

15,510

1,008,305

Arrow Electronics, Inc. (a)

67,105

2,057,439

Avnet, Inc. (a)

77,453

2,286,413

AVX Corp.

28,540

380,153

Axcess, Inc. (a)

1,600

1,840

Benchmark Electronics, Inc. (a)

29,979

532,727

Brightpoint, Inc. (a)

34,802

342,800

Shares

Value

CalAmp Corp. (a)

3,621

$ 9,089

Checkpoint Systems, Inc. (a)

28,100

729,757

Clearfield, Inc. (a)

2,800

4,200

Cogent, Inc. (a)(d)

35,833

428,921

Cognex Corp.

28,237

786,683

Coherent, Inc. (a)

16,000

484,320

CTS Corp.

21,333

232,103

CyberOptics Corp. (a)

850

7,616

Daktronics, Inc. (d)

18,380

371,092

Dolby Laboratories, Inc. Class A (a)

26,681

1,280,955

DTS, Inc. (a)

18,993

636,266

Echelon Corp. (a)(d)

24,222

357,517

Electro Scientific Industries, Inc. (a)

25,174

397,749

Entorian Technologies, Inc. (a)

558

586

Excel Technology, Inc. (a)

12,952

337,011

FARO Technologies, Inc. (a)

4,416

126,607

FLIR Systems, Inc. (a)

80,563

3,175,793

Frequency Electronics, Inc.

500

3,350

Gerber Scientific, Inc. (a)

4,538

45,425

Giga-Tronics, Inc. (a)

3,000

4,080

GTSI Corp. (a)

2,376

18,271

IEC Electronics Corp. (a)

100

205

Ingram Micro, Inc. Class A (a)

73,699

1,336,163

InPlay Technologies, Inc. (a)

1,500

750

Insight Enterprises, Inc. (a)

30,442

407,923

IPG Photonics Corp. (a)

11,815

237,363

Iteris, Inc. (a)

1,200

3,576

Itron, Inc. (a)(d)

18,789

1,833,431

Jabil Circuit, Inc.

105,558

1,342,698

Jaco Electronics, Inc. (a)

1,950

2,516

Keithley Instruments, Inc.

11,433

117,074

KEMET Corp. (a)

62,217

250,735

L-1 Identity Solutions, Inc. (a)(d)

39,828

630,876

LeCroy Corp. (a)

2,030

17,560

LightPath Technologies, Inc. Class A (a)

437

739

Littelfuse, Inc. (a)

19,009

718,350

LoJack Corp. (a)

24,509

226,708

Maxwell Technologies, Inc. (a)(d)

1,314

17,936

MDI, Inc. (a)

3,700

1,703

Measurement Specialties, Inc. (a)

3,947

76,888

Mercury Computer Systems, Inc. (a)

16,844

149,406

Merix Corp. (a)

1,450

3,625

Merrimac Industries, Inc. (a)

500

3,415

Mesa Laboratories, Inc.

2,540

51,029

Methode Electronics, Inc. Class A

32,238

368,803

Mettler-Toledo International, Inc. (a)

23,066

2,391,944

Micronetics, Inc. (a)

1,137

8,869

MOCON, Inc.

2,570

28,039

Molex, Inc.

80,651

2,245,324

MTS Systems Corp.

10,980

415,483

Multi-Fineline Electronix, Inc. (a)

2,695

54,035

National Instruments Corp.

42,603

1,353,071

Newport Corp. (a)

27,067

362,156

NU Horizons Electronics Corp. (a)

4,122

23,702

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Electronic Equipment & Instruments - continued

OSI Systems, Inc. (a)

12,633

$ 318,478

Park Electrochemical Corp.

11,387

336,486

PC Connection, Inc. (a)

2,687

29,261

Photon Dynamics, Inc. (a)

2,665

33,899

Planar Systems, Inc. (a)

2,649

8,795

Plexus Corp. (a)

30,922

872,928

RadiSys Corp. (a)

4,060

40,722

Research Frontiers, Inc. (a)(d)

2,000

11,720

Richardson Electronics Ltd.

2,923

16,515

Rofin-Sinar Technologies, Inc. (a)

19,978

707,021

Rogers Corp. (a)

16,541

648,242

Sanmina-SCI Corp. (a)

238,408

357,612

ScanSource, Inc. (a)

12,961

388,312

SMART Modular Technologies (WWH), Inc. (a)

9,803

52,740

Spectrum Control, Inc. (a)

1,791

16,316

StockerYale, Inc. (a)

1,200

840

SYNNEX Corp. (a)

6,678

165,948

Tech Data Corp. (a)

35,292

1,291,334

Technitrol, Inc.

21,812

435,149

Trimble Navigation Ltd. (a)

65,715

2,618,086

TTM Technologies, Inc. (a)

23,411

340,864

Tyco Electronics Ltd.

271,825

10,905,619

Universal Display Corp. (a)(d)

21,705

330,133

Vishay Intertechnology, Inc. (a)

82,602

832,628

X-Rite, Inc. (a)

29,750

52,360

Zones, Inc. (a)

4,777

39,171

Zygo Corp. (a)

11,433

136,853

65,086,651

Internet Software & Services - 1.6%

Akamai Technologies, Inc. (a)

92,359

3,606,619

Ariba, Inc. (a)

57,748

856,980

Art Technology Group, Inc. (a)

66,310

248,663

Autobytel, Inc. (a)

6,680

11,156

Bankrate, Inc. (a)(d)

10,845

547,673

Chordiant Software, Inc. (a)

6,787

43,573

CMGI, Inc. (a)

27,194

407,366

CNET Networks, Inc. (a)

69,923

800,618

Communication Intelligence Corp. (a)

3,800

722

DealerTrack Holdings, Inc. (a)

17,942

377,500

Digital River, Inc. (a)(d)

26,281

1,052,817

DivX, Inc. (a)

15,267

149,464

EarthLink, Inc. (a)

92,443

887,453

EasyLink Services International Corp. (a)

600

1,728

eBay, Inc. (a)

662,643

19,885,916

Entrust, Inc. (a)

15,334

42,935

Equinix, Inc. (a)

20,609

1,967,953

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

128,479

75,262,998

Greenfield Online, Inc. (a)

23,702

301,963

I-Many, Inc. (a)

5,700

5,757

iMergent, Inc. (d)

7,660

88,090

Shares

Value

InfoSpace, Inc.

22,445

$ 204,923

Innodata Isogen, Inc. (a)

10,986

34,386

Internap Network Services Corp. (a)(d)

31,452

165,752

Internet America, Inc. (a)

4,200

2,352

Internet Capital Group, Inc. (a)

38,165

383,940

Interwoven, Inc. (a)

35,357

474,137

iPass, Inc. (a)

26,101

56,117

j2 Global Communications, Inc. (a)(d)

26,750

709,410

Jupiter Media Metrix, Inc. (a)

4,711

0

Jupitermedia Corp. (a)

1,200

2,232

Keynote Systems, Inc. (a)(d)

20,911

282,299

Liquidity Services, Inc. (a)

10,000

111,000

LoopNet, Inc. (a)(d)

11,319

148,618

Marchex, Inc. Class B (d)

33,368

441,125

MIVA, Inc. (a)

3,079

5,234

Move, Inc. (a)

41,866

126,017

NaviSite, Inc. (a)

344

1,304

NIC, Inc.

5,017

40,939

Omniture, Inc. (a)(d)

33,791

832,948

On2.Com, Inc. (a)(d)

22,666

19,493

Onstream Media Corp. (a)

206

190

Openwave Systems, Inc.

28,230

55,895

Perficient, Inc. (a)(d)

16,992

180,285

RealNetworks, Inc. (a)

49,719

362,949

S1 Corp. (a)

50,691

331,519

Saba Software, Inc. (a)

3,088

11,796

SAVVIS, Inc. (a)(d)

16,067

267,998

Selectica, Inc. (a)

6,434

9,072

SonicWALL, Inc. (a)

60,735

485,880

Supportsoft, Inc. (a)

12,011

44,801

Switch & Data Facilities Co., Inc. (a)

16,274

290,491

Terremark Worldwide, Inc. (a)

7,893

49,726

The Knot, Inc. (a)

15,066

174,916

The Sedona Corp. (a)

6,100

1,165

TheStreet.com, Inc.

4,299

33,188

Tumbleweed Communications Corp. (a)

1,858

3,437

United Online, Inc.

31,705

387,752

ValueClick, Inc. (a)

52,554

1,056,861

VeriSign, Inc. (a)

122,659

4,911,266

Vignette Corp. (a)

23,657

306,358

VistaPrint Ltd. (a)(d)

23,150

725,058

Vocus, Inc. (a)

13,408

425,972

WebMD Health Corp. Class A (a)(d)

8,782

263,723

Websense, Inc. (a)

27,212

478,659

Website Pros, Inc. (a)

15,761

129,398

Yahoo!, Inc. (a)

717,844

19,209,505

Zix Corp. (a)(d)

10,905

28,135

140,816,165

IT Services - 1.6%

Accenture Ltd. Class A

337,551

13,778,832

Acxiom Corp.

35,587

522,061

Affiliated Computer Services, Inc.
Class A (a)

51,190

2,774,498

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

IT Services - continued

Alliance Data Systems Corp. (a)

44,989

$ 2,701,140

Applied Digital Solutions, Inc. (a)

2,397

2,037

Automatic Data Processing, Inc.

297,592

12,811,336

BearingPoint, Inc. (a)

179,257

243,790

Broadridge Financial Solutions, Inc.

83,191

1,875,125

CACI International, Inc. Class A (a)

15,702

800,331

Ciber, Inc. (a)

37,145

260,758

Cognizant Technology Solutions Corp. Class A (a)

163,518

5,768,915

Computer Sciences Corp. (a)

91,349

4,489,803

Convergys Corp. (a)

67,686

1,091,775

CSG Systems International, Inc. (a)

20,682

274,657

CSP, Inc. (a)

4,299

25,235

CyberSource Corp. (a)

60,885

1,181,778

DST Systems, Inc. (a)(d)

22,971

1,456,361

Edgewater Technology, Inc. (a)

3,344

17,188

Electronic Data Systems Corp.

288,298

7,060,418

eLoyalty Corp. (a)

5,011

41,892

ePresence, Inc. (a)

600

0

Euronet Worldwide, Inc. (a)

26,723

522,702

Fidelity National Information Services, Inc.

108,367

4,365,023

Fiserv, Inc. (a)

91,840

4,808,742

Forrester Research, Inc. (a)

9,538

288,143

Gartner, Inc. Class A (a)

46,439

1,011,906

Genpact Ltd. (d)

29,700

430,650

Gevity HR, Inc.

6,603

49,324

Global Cash Access Holdings, Inc. (a)

20,102

143,729

Global Payments, Inc.

41,747

1,971,293

Hackett Group, Inc. (a)

2,704

14,277

Heartland Payment Systems, Inc. (d)

15,286

394,532

Hewitt Associates, Inc. Class A (a)

55,712

2,181,682

iGate Corp. (a)

5,233

44,742

infoUSA, Inc.

18,601

104,352

Integral Systems, Inc.

10,548

417,595

Iron Mountain, Inc. (a)

97,440

2,926,123

Lionbridge Technologies, Inc. (a)

21,896

53,207

ManTech International Corp. Class A (a)

8,762

441,868

MasterCard, Inc. Class A

39,394

12,158,958

Maximus, Inc.

18,351

674,766

Metavante Holding Co. (a)

59,150

1,505,959

MoneyGram International, Inc.

39,244

53,372

MPS Group, Inc. (a)

54,337

623,789

NeuStar, Inc. Class A (a)

50,349

1,177,663

New Century Equity Holdings Corp. (a)

1,200

196

Online Resources Corp. (a)

30,570

296,529

Paychex, Inc. (d)

183,598

6,343,311

Perot Systems Corp. Class A (a)

49,211

812,966

PFSweb, Inc. (a)

9,924

9,329

RightNow Technologies, Inc. (a)

14,127

209,927

Safeguard Scientifics, Inc. (a)

143,814

198,463

Shares

Value

SAIC, Inc. (a)

103,979

$ 2,072,301

Sapient Corp. (a)

39,014

257,492

SI International, Inc. (a)

2,710

66,395

SM&A (a)

4,601

22,913

SRA International, Inc. Class A (a)

17,782

419,300

StarTek, Inc. (a)

2,269

19,627

Storage Engine, Inc. (a)

434

1

Sykes Enterprises, Inc. (a)

17,284

357,952

Syntel, Inc. (d)

6,687

218,665

Technology Solutions Co. (a)

455

2,357

The Management Network Group, Inc. (a)

1,200

1,992

The Western Union Co. (d)

421,493

9,964,095

TNS, Inc.

21,195

530,511

Total System Services, Inc.

112,965

2,769,902

TSR, Inc.

100

357

Unisys Corp. (a)

238,680

1,207,721

VeriFone Holdings, Inc. (a)(d)

28,844

423,430

Visa, Inc.

250,826

21,661,333

Wright Express Corp. (a)

24,382

779,736

142,189,128

Office Electronics - 0.1%

Xerox Corp.

533,793

7,248,909

Zebra Technologies Corp. Class A (a)

42,299

1,590,442

8,839,351

Semiconductors & Semiconductor Equipment - 2.6%

Actel Corp. (a)

19,572

335,660

Advanced Analogic Technologies, Inc. (a)

28,971

202,218

Advanced Energy Industries, Inc. (a)

22,632

358,491

Advanced Micro Devices, Inc. (a)(d)

325,938

2,242,453

AEHR Test Systems (a)

3,637

31,787

Aetrium, Inc. (a)

2,400

7,512

Altera Corp.

179,824

4,161,127

Amkor Technology, Inc. (a)

62,259

663,681

Amtech Systems, Inc. (a)

4,180

41,089

ANADIGICS, Inc. (a)(d)

46,131

570,179

Analog Devices, Inc.

158,464

5,563,671

Applied Materials, Inc.

758,278

15,021,487

Applied Micro Circuits Corp. (a)

44,590

437,428

Asyst Technologies, Inc. (a)

6,605

23,448

Atheros Communications, Inc. (a)

27,181

908,389

Atmel Corp. (a)

218,380

976,159

ATMI, Inc. (a)

20,924

626,255

Axcelis Technologies, Inc. (a)

87,927

502,063

AXT, Inc. (a)

6,090

28,136

Broadcom Corp. Class A (a)

267,600

7,677,444

Brooks Automation, Inc. (a)

54,086

551,136

Cabot Microelectronics Corp. (a)

15,009

556,834

California Micro Devices Corp. (a)

1,400

4,998

Cavium Networks, Inc. (d)

9,400

244,964

Centillium Communications, Inc. (a)

3,503

2,802

Ceva, Inc. (a)

3,705

31,011

Cirrus Logic, Inc. (a)

72,913

478,309

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

Cohu, Inc.

16,269

$ 278,363

Conexant Systems, Inc. (a)

158,040

72,698

Credence Systems Corp. (a)

36,936

39,891

Cree, Inc. (a)(d)

40,710

1,034,848

Cymer, Inc. (a)

13,274

410,432

Cypress Semiconductor Corp. (a)

92,993

2,592,645

Diodes, Inc. (a)

14,662

413,908

DSP Group, Inc. (a)

29,152

243,128

Electroglas, Inc. (a)

5,581

10,492

EMCORE Corp. (a)(d)

46,234

363,399

Entegris, Inc. (a)

50,797

390,629

ESS Technology, Inc. (a)

6,403

10,245

Exar Corp. (a)

31,629

248,604

Fairchild Semiconductor International, Inc. (a)

82,940

1,244,100

FEI Co. (a)

16,764

392,948

FormFactor, Inc. (a)

20,616

450,047

FSI International, Inc. (a)

5,015

8,776

Hi/fn, Inc. (a)

1,922

9,725

Hittite Microwave Corp. (a)

10,757

429,742

Ibis Technology Corp. (a)

2,229

580

Ikanos Communications, Inc. (a)

40,760

145,106

Implant Sciences Corp. (a)

200

210

Integrated Device Technology, Inc. (a)

92,539

1,043,840

Integrated Silicon Solution, Inc. (a)

3,011

18,367

Intel Corp.

3,285,939

76,168,066

International Rectifier Corp. (a)

34,327

795,700

Intersil Corp. Class A

65,238

1,818,183

Intest Corp. (a)

2,530

4,326

IXYS Corp. (a)

4,418

51,514

KLA-Tencor Corp.

100,573

4,638,427

Kopin Corp. (a)

11,225

34,012

Kulicke & Soffa Industries, Inc. (a)(d)

45,820

324,406

Lam Research Corp. (a)

69,262

2,818,963

Lattice Semiconductor Corp. (a)

90,325

321,557

Leadis Technology, Inc. (a)

8,517

14,223

Linear Technology Corp. (d)

129,395

4,757,854

LSI Corp. (a)(d)

463,843

3,372,139

LTX Corp. (a)

9,783

28,762

Marvell Technology Group Ltd. (a)

276,064

4,792,471

Mattson Technology, Inc. (a)

45,794

229,886

MEMC Electronic Materials, Inc. (a)

127,737

8,770,422

Micrel, Inc.

15,707

150,787

Micro Component Technology, Inc. (a)

4,500

450

Microchip Technology, Inc.

115,884

4,269,167

Micron Technology, Inc. (a)

460,386

3,715,315

Microsemi Corp. (a)

49,522

1,356,903

Microtune, Inc. (a)

70,701

295,530

Mindspeed Technologies, Inc. (a)

30,106

24,687

MIPS Technologies, Inc. (a)

7,762

29,651

MKS Instruments, Inc. (a)

29,413

692,970

Shares

Value

Monolithic Power Systems, Inc. (a)

16,235

$ 393,374

MoSys, Inc. (a)

5,107

25,535

Nanometrics, Inc. (a)

800

6,312

National Semiconductor Corp.

141,597

2,980,617

NeoMagic Corp. (a)

200

150

Netlogic Microsystems, Inc. (a)

7,321

276,441

Novellus Systems, Inc. (a)(d)

77,164

1,843,448

NVIDIA Corp. (a)

311,845

7,702,572

Omnivision Technologies, Inc. (a)(d)

37,889

613,802

ON Semiconductor Corp. (a)(d)

240,307

2,376,636

PDF Solutions, Inc. (a)

5,015

28,285

Pericom Semiconductor Corp. (a)

20,374

381,809

Photronics, Inc. (a)

15,942

143,159

Pixelworks, Inc. (a)

6,687

4,882

PLX Technology, Inc. (a)

4,640

38,790

PMC-Sierra, Inc. (a)

148,931

1,267,403

Power Integrations, Inc. (a)

16,000

522,080

QuickLogic Corp. (a)

5,724

11,734

Rambus, Inc. (a)

65,764

1,358,684

Ramtron International Corp. (a)

5,613

25,202

RF Micro Devices, Inc. (a)(d)

130,039

520,156

Rudolph Technologies, Inc. (a)

4,324

43,499

Semitool, Inc. (a)(d)

5,613

47,093

Semtech Corp. (a)

46,483

814,382

Sigma Designs, Inc. (a)(d)

14,725

272,413

Silicon Image, Inc. (a)

50,890

357,757

Silicon Laboratories, Inc. (a)

26,967

993,734

Silicon Storage Technology, Inc. (a)

22,297

72,465

SiRF Technology Holdings, Inc. (a)(d)

35,595

258,776

Skyworks Solutions, Inc. (a)

76,048

785,576

Spansion, Inc. Class A (a)

79,603

250,749

SRS Labs, Inc. (a)

3,224

22,439

Standard Microsystems Corp. (a)

15,940

519,644

Supertex, Inc. (a)

2,545

64,389

Techwell, Inc. (a)

12,000

158,640

Tegal Corp. (a)

508

2,205

Teradyne, Inc. (a)

98,103

1,347,935

Tessera Technologies, Inc. (a)

22,178

467,290

Texas Instruments, Inc.

747,226

24,269,900

Transwitch Corp. (a)

17,260

14,498

Trident Microsystems, Inc. (a)

25,747

120,753

Trio-Tech International

4,299

24,289

TriQuint Semiconductor, Inc. (a)

118,241

787,485

Ultra Clean Holdings, Inc. (a)

15,000

156,450

Ultratech, Inc. (a)(d)

32,001

512,336

Varian Semiconductor Equipment Associates, Inc. (a)

45,773

1,740,747

Veeco Instruments, Inc. (a)(d)

23,319

448,424

Virage Logic Corp. (a)

3,759

24,885

Volterra Semiconductor Corp. (a)(d)

21,029

334,361

White Electronic Designs Corp. (a)

3,800

17,594

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

Xilinx, Inc.

157,820

$ 4,292,704

Zoran Corp. (a)

21,434

313,579

231,635,887

Software - 3.4%

ACI Worldwide, Inc. (d)

15,442

268,845

Activision, Inc. (a)

162,802

5,494,568

Actuate Corp. (a)

53,146

263,604

Adept Technology, Inc. (a)

680

5,705

Adobe Systems, Inc. (a)

310,750

13,691,645

Advent Software, Inc. (a)

15,807

679,227

American Software, Inc. Class A

4,418

28,894

Ansoft Corp. (a)

13,571

495,070

Ansys, Inc. (a)

46,569

2,202,714

ARI Network Services, Inc. (a)

2,800

4,340

Authentidate Holding Corp. (a)

1,900

969

Autodesk, Inc. (a)

130,521

5,372,244

Bitstream, Inc. Class A (a)

6,051

38,000

Blackbaud, Inc.

31,757

751,371

Blackboard, Inc. (a)

20,402

772,828

BMC Software, Inc. (a)

109,756

4,401,216

Borland Software Corp. (a)

26,015

36,681

Bottomline Technologies, Inc. (a)

26,416

262,839

BSQUARE Corp. (a)

300

1,431

CA, Inc.

230,484

6,117,045

Cadence Design Systems, Inc. (a)

163,058

1,894,734

CAM Commerce Solutions, Inc.

2,747

99,524

Captaris, Inc. (a)

8,598

37,487

Catapult Communications Corp. (a)

1,791

13,200

Citrix Systems, Inc. (a)

100,680

3,446,276

CommVault Systems, Inc. (a)

18,589

325,493

Compuware Corp. (a)

152,129

1,550,195

Concur Technologies, Inc. (a)

23,704

869,226

Convera Corp. Class A (a)(d)

2,323

3,229

Datawatch Corp. (a)

2,268

5,965

Digimarc Corp. (a)

1,730

19,220

Double-Take Software, Inc. (a)

15,000

195,600

Dynamics Research Corp. (a)

2,841

30,456

Electronic Arts, Inc. (a)

181,574

9,115,015

Epicor Software Corp. (a)

38,816

333,041

EPIQ Systems, Inc. (a)

26,916

443,845

FactSet Research Systems, Inc. (d)

24,894

1,610,891

Fair Isaac Corp.

24,213

611,863

FalconStor Software, Inc. (a)(d)

18,520

165,569

GSE Systems, Inc. (a)

452

3,887

i2 Technologies, Inc. (a)(d)

13,978

167,736

Informatica Corp. (a)

51,545

927,810

Interactive Intelligence, Inc. (a)

2,508

32,679

Intervoice, Inc. (a)

13,560

87,598

Intuit, Inc. (a)

173,340

5,019,926

Jack Henry & Associates, Inc.

53,627

1,276,323

JDA Software Group, Inc. (a)

27,990

570,996

Shares

Value

Lawson Software, Inc. (a)

80,623

$ 703,033

Macrovision Solutions Corp. (a)(d)

45,679

618,037

Magma Design Automation, Inc. (a)

31,318

236,451

Manhattan Associates, Inc. (a)

9,371

238,023

McAfee, Inc. (a)

93,775

3,399,344

Mentor Graphics Corp. (a)

54,371

633,422

MICROS Systems, Inc. (a)

45,614

1,503,894

Microsoft Corp.

4,730,626

133,971,328

MicroStrategy, Inc. Class A (a)

4,892

389,452

Midway Games, Inc. (a)(d)

8,708

19,158

Moldflow Corp. (a)

3,162

69,564

MSC.Software Corp. (a)

32,093

396,990

Napster, Inc. (a)

4,053

6,282

NAVTEQ Corp. (a)

54,478

4,168,112

NetManage, Inc. (a)

1,157

8,226

NetScout Systems, Inc. (a)

9,157

116,385

NetSol Technologies, Inc. (a)

20

56

Novell, Inc. (a)

180,628

1,278,846

Nuance Communications, Inc. (a)

90,947

1,793,475

Opnet Technologies, Inc. (a)

5,444

51,446

Oracle Corp. (a)

2,231,607

50,969,904

Parametric Technology Corp. (a)

82,569

1,550,646

Peerless Systems Corp. (a)

200

408

Pegasystems, Inc.

4,263

52,520

Pervasive Software, Inc. (a)

4,889

22,832

Phoenix Technologies Ltd. (a)

13,582

145,327

Plato Learning, Inc. (a)

2,149

5,652

Progress Software Corp. (a)

21,807

679,070

PROS Holdings, Inc.

15,000

174,900

QAD, Inc.

4,871

37,312

Quality Systems, Inc. (d)

16,154

531,951

Quest Software, Inc. (a)

35,867

610,098

Radiant Systems, Inc. (a)

15,620

211,807

Red Hat, Inc. (a)

111,599

2,718,552

Renaissance Learning, Inc.

5,254

78,547

Salesforce.com, Inc. (a)

58,325

4,217,481

Secure Computing Corp. (a)

45,298

241,438

Smith Micro Software, Inc. (a)

4,403

37,161

Solera Holdings, Inc.

26,853

732,281

Sonic Foundry, Inc. (a)

1,800

1,224

Sonic Solutions, Inc. (a)(d)

21,391

205,354

Sourcefire, Inc. (a)(d)

3,343

25,541

SourceForge, Inc. (a)

13,735

21,427

SPSS, Inc. (a)

15,992

629,605

StorageNetworks, Inc. (a)

13,600

0

SumTotal Systems, Inc. (a)

682

3,171

Sybase, Inc. (a)

41,881

1,341,030

Symantec Corp. (a)

482,067

10,475,316

Symyx Technologies, Inc. (a)

19,320

148,378

Synchronoss Technologies, Inc. (a)(d)

14,204

188,771

Synopsys, Inc. (a)

96,141

2,533,315

Take-Two Interactive Software, Inc. (a)

40,097

1,085,426

Taleo Corp. Class A (a)

14,135

279,732

THQ, Inc. (a)

42,616

914,113

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

TIBCO Software, Inc. (a)

106,205

$ 819,903

TiVo, Inc. (a)(d)

56,834

477,974

Tyler Technologies, Inc. (a)

34,991

551,458

Ultimate Software Group, Inc. (a)

18,927

716,008

Vasco Data Security International, Inc. (a)(d)

22,415

290,498

Versant Corp. (a)

320

10,698

VMware, Inc. Class A (d)

23,363

1,604,337

Voxware, Inc. (a)

63

259

Wave Systems Corp. Class A (a)

700

735

Wayside Technology Group, Inc.

1,433

13,685

Wind River Systems, Inc. (a)

35,161

380,442

305,084,831

TOTAL INFORMATION TECHNOLOGY

1,458,198,604

MATERIALS - 4.1%

Chemicals - 2.2%

A. Schulman, Inc.

16,718

377,660

Air Products & Chemicals, Inc.

112,967

11,513,597

Airgas, Inc.

40,412

2,391,178

Albemarle Corp.

46,625

2,073,414

American Pacific Corp. (a)

800

13,560

American Vanguard Corp. (d)

9,611

128,499

Arch Chemicals, Inc.

12,054

458,414

Ashland, Inc.

41,528

2,228,808

Balchem Corp.

13,014

321,706

Cabot Corp.

29,997

961,104

Calgon Carbon Corp. (a)(d)

38,444

681,228

Celanese Corp. Class A

78,977

3,846,180

CF Industries Holdings, Inc.

26,664

3,650,302

Chemtura Corp.

165,560

1,445,339

Cytec Industries, Inc.

26,348

1,664,140

Dow Chemical Co.

534,831

21,607,172

E.I. du Pont de Nemours & Co.

510,794

24,472,141

Eastman Chemical Co.

40,350

3,091,214

Ecolab, Inc.

100,372

4,499,677

Eden Bioscience Corp. (a)

930

1,953

Ferro Corp.

18,316

354,598

Flotek Industries, Inc. (a)(d)

12,942

221,696

FMC Corp.

36,061

2,667,793

GenTek, Inc. (a)

4,202

123,161

Georgia Gulf Corp. (d)

20,139

85,389

H.B. Fuller Co.

28,660

712,774

Hawkins, Inc.

6,199

93,915

Hercules, Inc.

60,854

1,255,418

Huntsman Corp.

55,789

1,223,453

ICO, Inc. (a)(d)

28,426

200,119

International Flavors & Fragrances, Inc.

43,573

1,828,323

Intrepid Potash, Inc.

16,730

822,447

Shares

Value

Koppers Holdings, Inc.

8,700

$ 375,666

Kronos Worldwide, Inc.

87

1,927

Landec Corp. (a)

21,495

172,175

LSB Industries, Inc. (a)(d)

15,233

277,850

Lubrizol Corp.

38,646

2,168,041

Material Sciences Corp. (a)

1,552

11,966

Minerals Technologies, Inc.

16,405

1,141,952

Monsanto Co.

306,768

39,082,243

Nalco Holding Co.

86,882

2,112,970

Nanophase Technologies Corp. (a)

4,415

14,349

NewMarket Corp.

8,586

672,026

NL Industries, Inc.

6,360

73,140

Olin Corp.

40,214

904,815

OM Group, Inc. (a)

16,631

723,116

OMNOVA Solutions, Inc. (a)

3,702

13,364

Penford Corp.

7,525

163,970

PolyOne Corp. (a)

82,298

636,987

PPG Industries, Inc.

90,823

5,724,574

Praxair, Inc.

176,954

16,821,247

Quaker Chemical Corp.

16,836

538,247

Rockwood Holdings, Inc. (a)

19,618

720,373

Rohm & Haas Co.

80,046

4,320,883

RPM International, Inc.

72,491

1,778,204

Sensient Technologies Corp.

23,693

745,145

Sigma Aldrich Corp.

59,760

3,511,498

Spartech Corp.

13,865

149,326

Stepan Co.

9,873

403,707

Terra Industries, Inc.

47,555

2,074,825

Terra Nitrogen Co. LP

4,070

597,435

The Mosaic Co. (a)

82,289

10,312,457

The Scotts Miracle-Gro Co. Class A

26,966

760,441

Tronox, Inc. Class A (d)

31,374

111,378

Valspar Corp.

56,080

1,265,165

W.R. Grace & Co. (a)

30,882

836,285

Westlake Chemical Corp.

10,398

180,405

Zep, Inc.

10,537

173,018

Zoltek Companies, Inc. (a)(d)

13,761

415,995

195,003,537

Construction Materials - 0.1%

Eagle Materials, Inc.

22,180

795,153

Headwaters, Inc. (a)(d)

13,170

143,158

Martin Marietta Materials, Inc. (d)

22,049

2,572,898

Texas Industries, Inc.

14,848

1,082,419

U.S. Concrete, Inc. (a)

30,514

160,199

Vulcan Materials Co. (d)

49,326

3,794,649

8,548,476

Containers & Packaging - 0.3%

AEP Industries, Inc. (a)

4,716

123,559

Aptargroup, Inc.

39,440

1,763,757

Ball Corp.

58,784

3,191,971

Bemis Co., Inc.

49,125

1,306,725

Caraustar Industries, Inc. (a)

6,248

14,370

Chesapeake Corp.

13,027

44,943

Common Stocks - continued

Shares

Value

MATERIALS - continued

Containers & Packaging - continued

Crown Holdings, Inc. (a)

92,242

$ 2,661,182

Graphic Packaging Holding Co. (a)

22,196

66,366

Greif, Inc. Class A

16,522

1,107,635

MOD-PAC Corp. (sub. vtg.) (a)

1,150

6,118

Myers Industries, Inc.

14,920

181,278

Owens-Illinois, Inc. (a)

83,449

4,774,952

Packaging Corp. of America

56,695

1,476,338

Pactiv Corp. (a)

73,083

1,800,034

Rock-Tenn Co. Class A

21,495

767,157

Sealed Air Corp.

88,338

2,151,914

Silgan Holdings, Inc.

11,531

659,919

Smurfit-Stone Container Corp. (a)

177,211

1,192,630

Sonoco Products Co.

62,797

2,174,032

Temple-Inland, Inc.

46,513

677,694

26,142,574

Metals & Mining - 1.3%

A.M. Castle & Co.

9,744

319,896

AK Steel Holding Corp.

63,408

4,501,968

Alcoa, Inc.

459,501

18,651,146

Allegheny Technologies, Inc.

54,444

4,083,300

Amcol International Corp.

17,731

547,179

Brush Engineered Materials, Inc. (a)

9,797

327,318

Carpenter Technology Corp.

27,979

1,544,441

Century Aluminum Co. (a)

14,489

1,057,697

Cleveland-Cliffs, Inc. (d)

44,274

4,724,036

Coeur d'Alene Mines Corp. (a)(d)

323,015

1,011,037

Commercial Metals Co.

66,569

2,436,425

Compass Minerals International, Inc.

18,739

1,367,947

Esmark, Inc. (a)

20,060

379,134

Freeport-McMoRan Copper & Gold, Inc. Class B

214,178

24,782,536

General Moly, Inc. (a)(d)

29,643

262,341

Haynes International, Inc. (a)(d)

4,447

303,864

Hecla Mining Co. (a)(d)

61,413

553,945

Kaiser Aluminum Corp.

10,073

646,183

Newmont Mining Corp.

242,865

11,543,373

Nucor Corp.

142,600

10,666,480

Olympic Steel, Inc.

11,152

724,657

Reliance Steel & Aluminum Co.

35,432

2,408,313

Royal Gold, Inc.

20,122

618,550

RTI International Metals, Inc. (a)

17,993

775,138

Schnitzer Steel Industries, Inc. Class A

10,509

1,052,371

Southern Copper Corp.

41,719

4,598,685

Steel Dynamics, Inc.

106,138

3,831,582

Stillwater Mining Co. (a)

19,745

283,341

Synalloy Corp.

700

12,075

Titanium Metals Corp.

57,698

1,003,945

United States Steel Corp.

66,248

11,441,692

Shares

Value

Universal Stainless & Alloy Products, Inc. (a)

3,224

$ 127,219

Worthington Industries, Inc.

29,149

581,231

117,169,045

Paper & Forest Products - 0.2%

AbitibiBowater, Inc. (d)

25,311

300,695

Buckeye Technologies, Inc. (a)

19,818

210,864

Deltic Timber Corp.

8,578

462,354

Domtar Corp. (a)

273,246

1,877,200

Glatfelter

43,011

670,111

International Paper Co.

237,788

6,472,589

Louisiana-Pacific Corp.

46,304

562,131

MeadWestvaco Corp.

95,356

2,453,510

Neenah Paper, Inc.

13,013

276,526

Schweitzer-Mauduit International, Inc.

7,459

152,164

Wausau-Mosinee Paper Corp.

43,208

410,476

Weyerhaeuser Co.

121,220

7,555,643

21,404,263

TOTAL MATERIALS

368,267,895

TELECOMMUNICATION SERVICES - 3.1%

Diversified Telecommunication Services - 2.5%

8X8, Inc. (a)(d)

1,000

1,160

Alaska Communication Systems Group, Inc.

42,393

548,565

Allegiance Telecom, Inc. (a)

7,100

0

AT&T, Inc.

3,422,869

136,572,473

Atlantic Tele-Network, Inc.

5,000

149,800

Broadcast International, Inc. (a)

270

1,067

Cbeyond, Inc. (a)

10,719

198,837

CenturyTel, Inc.

56,092

1,986,218

Cincinnati Bell, Inc. (a)

143,413

603,769

Citizens Communications Co.

215,912

2,517,534

Cogent Communications Group, Inc. (a)(d)

22,164

364,598

Consolidated Communications Holdings, Inc.

18,380

275,700

D&E Communications, Inc.

4,944

47,611

Embarq Corp.

79,678

3,770,363

FairPoint Communications, Inc. (d)

64,815

583,335

Fonix Corp. (a)

465

0

General Communications, Inc. Class A (a)

26,997

198,698

Global Crossing Ltd. (a)(d)

20,490

371,279

HickoryTech Corp.

540

4,574

Hungarian Telephone & Cable Corp. (a)

4,924

81,246

iBasis, Inc.

13,800

46,230

IDT Corp. Class B (d)

39,891

142,411

Iowa Telecommunication Services, Inc.

32,482

624,304

Level 3 Communications, Inc. (a)(d)

845,981

2,901,715

NTELOS Holdings Corp.

12,351

344,840

PAETEC Holding Corp. (a)

54,655

483,150

Premiere Global Services, Inc. (a)

22,726

344,299

Common Stocks - continued

Shares

Value

TELECOMMUNICATION SERVICES - continued

Diversified Telecommunication Services - continued

Qwest Communications International, Inc.

826,574

$ 4,008,884

Shenandoah Telecommunications Co.

16,047

262,850

SureWest Communications

9,983

98,033

Time Warner Telecom, Inc. Class A (sub. vtg.) (a)(d)

75,278

1,407,699

Verizon Communications, Inc.

1,646,774

63,351,396

Vonage Holdings Corp. (a)(d)

6,797

13,594

Windstream Corp.

270,084

3,602,921

XETA Technologies, Inc. (a)

2,000

6,400

225,915,553

Wireless Telecommunication Services - 0.6%

American Tower Corp. Class A (a)

227,356

10,394,716

Centennial Communications Corp.
Class A (a)

23,517

178,024

Clearwire Corp. (a)(d)

34,425

487,802

Crown Castle International Corp. (a)

165,038

7,012,465

FiberTower Corp. (a)

27,468

42,026

IPCS, Inc.

17,565

526,950

Kratos Defense & Security Solutions, Inc. (a)

9,297

18,129

LCC International, Inc. (a)

2,300

2,898

Leap Wireless International, Inc. (a)

30,698

1,763,907

Metro One Telecommunications, Inc. (a)

1,450

1,363

MetroPCS Communications, Inc. (d)

107,489

2,283,066

NII Holdings, Inc. (a)

99,113

4,975,473

Rural Cellular Corp. Class A (a)

6,213

278,094

SBA Communications Corp. Class A (a)

60,038

2,234,614

Sprint Nextel Corp.

1,634,298

15,297,029

Syniverse Holdings, Inc. (a)

30,577

659,240

Telephone & Data Systems, Inc.

56,237

2,680,818

Terrestar Corp. (a)(d)

26,200

127,070

U.S. Cellular Corp. (a)

6,963

436,093

USA Mobility, Inc.

19,338

151,803

Virgin Mobile USA, Inc. Class A

12,612

45,151

49,596,731

TOTAL TELECOMMUNICATION SERVICES

275,512,284

UTILITIES - 3.8%

Electric Utilities - 1.8%

Allegheny Energy, Inc.

99,994

5,474,672

Allete, Inc.

12,552

557,560

American Electric Power Co., Inc.

218,043

9,229,760

Brookfield Infrastructure Partners LP

16,800

316,848

Central Vermont Public Service Corp.

2,866

58,294

Cleco Corp.

37,059

925,734

DPL, Inc.

63,302

1,799,043

Duke Energy Corp.

731,573

13,519,469

Edison International

163,057

8,679,524

El Paso Electric Co. (a)

36,448

787,641

Shares

Value

Empire District Electric Co.

21,097

$ 436,286

Enernoc, Inc. (d)

6,824

101,336

Entergy Corp.

107,432

12,974,563

Exelon Corp.

375,359

33,031,592

FirstEnergy Corp.

167,816

13,208,797

FPL Group, Inc.

206,960

13,973,939

Great Plains Energy, Inc.

45,382

1,190,370

Hawaiian Electric Industries, Inc.

48,755

1,286,157

IDACORP, Inc. (d)

24,625

755,003

ITC Holdings Corp.

31,307

1,708,423

MGE Energy, Inc.

11,941

410,173

Northeast Utilities

101,710

2,655,648

Otter Tail Corp.

19,318

725,198

Pepco Holdings, Inc.

108,290

2,928,162

Pinnacle West Capital Corp.

68,015

2,297,547

Portland General Electric Co.

33,371

781,215

PPL Corp.

210,025

10,776,383

Progress Energy, Inc.

140,973

6,028,005

Sierra Pacific Resources

128,141

1,738,873

Southern Co.

420,633

15,226,915

UIL Holdings Corp.

17,871

579,020

Unisource Energy Corp.

26,415

895,733

Unitil Corp.

2,363

66,282

Westar Energy, Inc.

47,666

1,143,984

166,268,149

Gas Utilities - 0.4%

AGL Resources, Inc.

45,207

1,613,890

Amerigas Partners LP

16,374

561,301

Atmos Energy Corp.

44,801

1,227,099

Chesapeake Utilities Corp.

7,771

215,801

Delta Natural Gas Co., Inc.

1,791

52,888

Energen Corp.

31,254

2,342,487

EnergySouth, Inc.

2,326

126,069

Equitable Resources, Inc.

65,507

4,600,557

Ferrellgas Partners LP

20,553

455,043

Laclede Group, Inc.

15,031

601,240

National Fuel Gas Co.

35,285

2,128,038

New Jersey Resources Corp.

26,800

892,708

Nicor, Inc.

20,936

854,817

Northwest Natural Gas Co.

23,927

1,090,832

ONEOK, Inc.

47,536

2,379,652

Piedmont Natural Gas Co., Inc.

33,355

901,586

Questar Corp.

92,745

5,956,084

South Jersey Industries, Inc.

22,199

849,112

Southern Union Co.

59,317

1,577,832

Southwest Gas Corp.

26,857

837,401

Spectra Energy Partners, LP

10,000

247,500

Suburban Propane Partners LP

20,806

861,368

UGI Corp.

59,269

1,599,078

WGL Holdings, Inc.

32,132

1,121,085

33,093,468

Independent Power Producers & Energy Traders - 0.5%

AES Corp. (a)

370,689

7,221,022

Common Stocks - continued

Shares

Value

UTILITIES - continued

Independent Power Producers & Energy Traders - continued

AMEN Properties, Inc. (a)

75

$ 710

Black Hills Corp.

19,546

688,801

Calpine Corp. (a)

220,000

5,038,000

Constellation Energy Group, Inc.

97,729

8,427,172

Dynegy, Inc. Class A (a)

249,699

2,352,165

Mirant Corp. (a)

139,184

5,653,654

NRG Energy, Inc. (a)(d)

130,689

5,435,356

Ormat Technologies, Inc.

9,068

454,397

Reliant Energy, Inc. (a)

211,029

5,393,901

Renegy Holdings, Inc. (a)

1,129

4,200

40,669,378

Multi-Utilities - 1.1%

Alliant Energy Corp.

57,027

2,140,794

Ameren Corp.

119,995

5,453,773

Aquila, Inc. (a)

178,754

681,053

Avista Corp.

36,653

778,143

CenterPoint Energy, Inc.

152,688

2,586,535

CH Energy Group, Inc.

7,715

292,244

CMS Energy Corp.

124,473

1,940,534

Consolidated Edison, Inc.

146,319

6,042,975

Dominion Resources, Inc.

318,202

14,732,753

DTE Energy Co.

93,505

4,136,661

Energy East Corp.

103,683

2,624,217

Integrys Energy Group, Inc.

41,684

2,140,473

MDU Resources Group, Inc.

92,423

3,052,732

NiSource, Inc.

136,007

2,460,367

NorthWestern Energy Corp.

40,771

1,080,839

NSTAR

52,400

1,756,972

OGE Energy Corp.

53,560

1,796,938

PG&E Corp.

196,627

7,784,463

PNM Resources, Inc.

38,570

572,765

Public Service Enterprise Group, Inc.

302,117

13,371,698

Puget Energy, Inc.

62,049

1,736,752

SCANA Corp.

63,062

2,531,309

Sempra Energy

123,562

7,143,119

TECO Energy, Inc.

113,664

2,315,336

Vectren Corp.

35,249

1,039,846

Wisconsin Energy Corp.

70,488

3,386,244

Xcel Energy, Inc.

290,432

6,189,106

99,768,641

Water Utilities - 0.0%

American States Water Co.

11,060

373,275

American Water Works Co., Inc.

32,900

707,350

Aqua America, Inc. (d)

70,605

1,205,933

Artesian Resources Corp. Class A

3,752

68,887

California Water Service Group

13,828

503,892

Middlesex Water Co.

3,274

60,373

SJW Corp. (d)

7,881

244,784

Shares

Value

Southwest Water Co. (d)

7,527

$ 77,528

3,242,022

TOTAL UTILITIES

343,041,658

TOTAL COMMON STOCKS

(Cost $7,870,965,505)

8,732,643,552

U.S. Treasury Obligations - 0.3%

Principal Amount

U.S. Treasury Bills, yield at date of purchase 1.25% to 1.31% 6/26/08 (e)
(Cost $24,921,091)

$ 25,000,000

24,967,250

Money Market Funds - 7.8%

Shares

Fidelity Cash Central Fund, 2.44% (b)

341,732,237

341,732,237

Fidelity Securities Lending Cash Central Fund, 2.42% (b)(c)

362,320,476

362,320,476

TOTAL MONEY MARKET FUNDS

(Cost $704,052,713)

704,052,713

TOTAL INVESTMENT PORTFOLIO - 105.1%

(Cost $8,599,939,309)

9,461,663,515

NET OTHER ASSETS - (5.1)%

(457,682,613)

NET ASSETS - 100%

$ 9,003,980,902

Futures Contracts

Expiration Date

Underlying
Face Amount
at Value

Unrealized Appreciation/
(Depreciation)

Purchased

Equity Index Contracts

431 Mini-Russell 2000 Index Contracts

June 2008

$ 32,268,970

$ 3,557,026

30 S&P 500 E-Mini Index Contracts

June 2008

2,100,900

70,550

621 S&P 500 Index Contracts

June 2008

217,443,150

16,347,156

182 S&P MidCap 400 E-Mini Index Contracts

June 2008

16,061,500

2,092,462

TOTAL EQUITY INDEX CONTRACTS

$ 267,874,520

$ 22,067,194

The face value of futures purchased as a percentage of net assets - 3%

Swap Agreements

Notional Amount

Value

Equity Total Return Swaps

Receive monthly a return equal to Plains All American LP and pay monthly a floating rate based on 1-month LIBOR plus 25 basis points with JPMorgan Chase, Inc.

Oct. 2008

$ 2,699,489

$ (237,940)

Legend

(a) Non-income producing

(b) Affiliated fund that is available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request.

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

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $24,967,250.

(f) Restricted securities - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $2 or 0.0% of net assets.

Additional information on each holding is as follows:

Security

Acquisition Date

Acquisition Cost

Lantronix, Inc. warrants 2/9/11

4/1/08

$ 3

Affiliated Central Funds

Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:

Fund

Income earned

Fidelity Cash Central Fund

$ 2,468,143

Fidelity Securities Lending Cash Central Fund

1,522,256

Total

$ 3,990,399

Other Information

The following is a summary of the inputs used, as of May 31, 2008, involving the Fund's assets carried at value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the tables below, please refer to the 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

$ 9,461,663,515

$ 9,436,693,473

$ 24,970,027

$ 15

Other Financial Instruments*

$ 21,829,254

$ 22,067,194

$ (237,940)

$ -

*Other financial instruments include Futures Contracts and Swap Agreements.

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

Investments in Securities

Beginning Balance

$ 0

Total Realized Gain (Loss)

0

Total Unrealized Gain (Loss)

(48)

Cost of Purchases

0

Proceeds of Sales

0

Amortization/Accretion

0

Transfer in/out of Level 3

63

Ending Balance

$ 15

The information used in the above reconciliation represents fiscal year to date activity for any Investment Securities identified as using Level 3 inputs at either the beginning or the end of the current fiscal period. Transfers in or out of Level 3 represents either the beginning value (for transfers in), or the ending value (for transfers out) of any Security or Instrument where a change in the pricing level occurred from the beginning to the end of the period.

Income Tax Information

At May 31, 2008, the aggregate cost of investment securities for income tax purposes was $8,636,913,160. Net unrealized appreciation aggregated $824,750,355, of which $1,917,279,935 related to appreciated investment securities and $1,092,529,580 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. Wherever possible, the Fund uses independent pricing services approved by the Board of Trustees to value its investments.

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by an independent pricing service on the primary market or exchange on which they are traded. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price. Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded. Swaps are marked-to-market daily based on dealer-supplied valuations and changes in value are recorded as unrealized appreciation (depreciation). Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day. Short-term securities with remaining maturities of sixty days or less for which quotations are not readily available are valued at amortized cost, which approximates value.

When current market prices or quotations are not readily available or reliable, valuations may be determined in good faith in accordance with procedures adopted by the Board of Trustees. The frequency with which these procedures are used cannot be predicted and may be utilized to a significant extent. The value of securities used for net asset value calculation under these procedures may differ from published prices for the same securities.

The Fund adopted the provisions of Statement of Financial Accounting Standards No. 157, "Fair Value Measurements" (SFAS 157), effective with the beginning of the Fund's fiscal year. SFAS 157 establishes a hierarchy that prioritizes the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets (level 1 measurements) and the lowest priority to unobservable inputs (level 3 measurements) when market prices are not readily available or reliable. The three levels of the hierarchy under SFAS 157 are described below:

Level 1 - Quoted prices in active markets for identical securities.

Level 2 - Prices determined using other significant observable inputs. Observable inputs are inputs that other market participants would use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk and others.

Level 3 - Prices determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect the Fund's own assumptions about the factors market participants would use in pricing an investment, and would be based on the best information available.

Changes in valuation techniques may result in transfers in or out of an investment's assigned level within 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 ® U.S. Equity Index Fund

May 31, 2008

1.816023.103

UEI-QTLY-0708

Investments May 31, 2008 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 98.4%

Shares

Value (000s)

CONSUMER DISCRETIONARY - 8.4%

Auto Components - 0.2%

Johnson Controls, Inc.

1,347,471

$ 45,895

The Goodyear Tire & Rubber Co. (a)

545,058

13,850

59,745

Automobiles - 0.3%

Ford Motor Co. (a)(d)

5,008,460

34,058

General Motors Corp. (d)

1,284,587

21,966

Harley-Davidson, Inc.

541,241

22,499

78,523

Distributors - 0.1%

Genuine Parts Co.

375,135

16,510

Diversified Consumer Services - 0.1%

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

311,717

14,897

H&R Block, Inc.

738,379

17,234

32,131

Hotels, Restaurants & Leisure - 1.3%

Carnival Corp. unit

990,650

39,685

Darden Restaurants, Inc.

325,155

11,137

International Game Technology

709,853

25,313

Marriott International, Inc. Class A

682,930

22,475

McDonald's Corp.

2,613,481

155,032

Starbucks Corp. (a)

1,657,533

30,151

Starwood Hotels & Resorts Worldwide, Inc.

427,283

20,680

Wendy's International, Inc.

198,353

5,883

Wyndham Worldwide Corp.

401,724

8,790

Yum! Brands, Inc.

1,079,062

42,839

361,985

Household Durables - 0.4%

Black & Decker Corp.

138,258

8,945

Centex Corp.

277,744

5,230

D.R. Horton, Inc. (d)

621,820

7,903

Fortune Brands, Inc.

349,583

24,289

Harman International Industries, Inc.

137,239

6,137

KB Home (d)

174,720

3,584

Leggett & Platt, Inc.

380,352

7,265

Lennar Corp. Class A (d)

315,665

5,328

Newell Rubbermaid, Inc.

627,930

12,609

Pulte Homes, Inc.

485,060

5,932

Snap-On, Inc.

130,920

8,107

Common Stocks - continued

Shares

Value (000s)

CONSUMER DISCRETIONARY - continued

Household Durables - continued

The Stanley Works

177,631

$ 8,629

Whirlpool Corp.

171,606

12,644

116,602

Internet & Catalog Retail - 0.3%

Amazon.com, Inc. (a)

699,971

57,132

Expedia, Inc. (a)(d)

473,128

11,473

IAC/InterActiveCorp (a)

410,059

9,247

77,852

Leisure Equipment & Products - 0.1%

Brunswick Corp. (d)

198,720

2,722

Eastman Kodak Co.

653,904

10,018

Hasbro, Inc.

323,609

11,728

Mattel, Inc.

820,050

16,516

40,984

Media - 2.9%

CBS Corp. Class B

1,544,788

33,337

Clear Channel Communications, Inc.

1,129,862

39,568

Comcast Corp. Class A

6,833,094

153,745

E.W. Scripps Co. Class A

203,181

9,570

Gannett Co., Inc.

521,501

15,024

Interpublic Group of Companies, Inc. (a)(d)

1,069,209

10,660

McGraw-Hill Companies, Inc.

732,515

30,392

Meredith Corp.

85,582

2,808

News Corp. Class A

5,221,450

93,725

Omnicom Group, Inc.

727,555

35,657

The DIRECTV Group, Inc. (a)(d)

1,616,918

45,435

The New York Times Co. Class A (d)

326,281

5,684

The Walt Disney Co.

4,273,199

143,579

Time Warner, Inc.

8,115,927

128,881

Viacom, Inc. Class B (non-vtg.) (a)

1,454,386

52,096

Washington Post Co. Class B

13,174

8,279

808,440

Multiline Retail - 0.8%

Big Lots, Inc. (a)

184,658

5,735

Dillard's, Inc. Class A (d)

129,639

2,111

Family Dollar Stores, Inc.

318,907

6,825

JCPenney Co., Inc. (d)

503,151

20,247

Kohl's Corp. (a)

711,829

31,890

Macy's, Inc.

982,601

23,258

Common Stocks - continued

Shares

Value (000s)

CONSUMER DISCRETIONARY - continued

Multiline Retail - continued

Nordstrom, Inc. (d)

406,237

$ 14,210

Sears Holdings Corp. (a)(d)

165,544

14,025

Target Corp.

1,857,917

99,138

217,439

Specialty Retail - 1.5%

Abercrombie & Fitch Co. Class A

195,511

14,194

AutoNation, Inc. (a)(d)

306,392

4,838

AutoZone, Inc. (a)

97,559

12,347

Bed Bath & Beyond, Inc. (a)(d)

594,463

18,940

Best Buy Co., Inc. (d)

799,644

37,335

Gamestop Corp. Class A (a)

365,287

18,118

Gap, Inc. (d)

1,031,981

18,834

Home Depot, Inc.

3,829,794

104,783

Limited Brands, Inc.

705,239

13,668

Lowe's Companies, Inc.

3,319,159

79,660

Office Depot, Inc. (a)

619,458

7,867

OfficeMax, Inc.

172,254

3,734

RadioShack Corp.

297,509

4,359

Sherwin-Williams Co.

231,309

12,988

Staples, Inc.

1,590,773

37,304

Tiffany & Co., Inc.

288,207

14,131

TJX Companies, Inc.

991,748

31,795

434,895

Textiles, Apparel & Luxury Goods - 0.4%

Coach, Inc. (a)

798,614

28,990

Jones Apparel Group, Inc.

196,478

3,305

Liz Claiborne, Inc.

225,763

3,942

NIKE, Inc. Class B

868,905

59,407

Polo Ralph Lauren Corp. Class A

133,634

9,334

VF Corp.

199,052

15,068

120,046

TOTAL CONSUMER DISCRETIONARY

2,365,152

CONSUMER STAPLES - 10.3%

Beverages - 2.4%

Anheuser-Busch Companies, Inc.

1,622,912

93,253

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

191,408

14,390

Coca-Cola Enterprises, Inc.

652,580

13,143

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

440,404

9,389

Common Stocks - continued

Shares

Value (000s)

CONSUMER STAPLES - continued

Beverages - continued

Molson Coors Brewing Co. Class B

312,145

$ 18,104

Pepsi Bottling Group, Inc. (a)

311,343

10,094

PepsiCo, Inc.

3,635,021

248,272

The Coca-Cola Co.

4,535,637

259,711

666,356

Food & Staples Retailing - 2.6%

Costco Wholesale Corp.

986,615

70,365

CVS Caremark Corp.

3,249,435

139,043

Kroger Co.

1,526,592

42,195

Safeway, Inc.

998,967

31,837

SUPERVALU, Inc.

480,017

16,834

Sysco Corp.

1,369,734

42,270

Wal-Mart Stores, Inc.

5,362,105

309,608

Walgreen Co.

2,249,788

81,037

Whole Foods Market, Inc. (d)

316,600

9,181

742,370

Food Products - 1.5%

Archer Daniels Midland Co.

1,460,502

57,982

Campbell Soup Co.

499,622

16,727

ConAgra Foods, Inc.

1,106,503

26,091

Dean Foods Co. (d)

343,474

7,471

General Mills, Inc.

764,235

48,300

H.J. Heinz Co.

715,184

35,695

Hershey Co.

381,733

14,960

Kellogg Co.

591,390

30,640

Kraft Foods, Inc. Class A

3,479,629

113,018

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

290,393

10,913

Sara Lee Corp.

1,616,172

22,271

Tyson Foods, Inc. Class A

621,296

11,705

Wm. Wrigley Jr. Co.

491,168

37,884

433,657

Household Products - 2.2%

Clorox Co.

315,115

18,003

Colgate-Palmolive Co.

1,156,963

86,032

Kimberly-Clark Corp.

953,711

60,847

Procter & Gamble Co.

6,983,921

461,288

626,170

Common Stocks - continued

Shares

Value (000s)

CONSUMER STAPLES - continued

Personal Products - 0.2%

Avon Products, Inc.

968,484

$ 37,829

Estee Lauder Companies, Inc. Class A

258,989

12,328

50,157

Tobacco - 1.4%

Altria Group, Inc.

4,784,473

106,502

Philip Morris International, Inc. (a)

4,784,473

251,950

Reynolds American, Inc.

388,294

21,325

UST, Inc.

339,203

18,734

398,511

TOTAL CONSUMER STAPLES

2,917,221

ENERGY - 14.1%

Energy Equipment & Services - 3.1%

Baker Hughes, Inc.

702,132

62,223

BJ Services Co.

664,781

20,076

Cameron International Corp. (a)

495,410

26,371

ENSCO International, Inc.

326,631

23,462

Halliburton Co.

1,997,383

97,033

Nabors Industries Ltd. (a)(d)

636,958

26,778

National Oilwell Varco, Inc. (a)

937,462

78,109

Noble Corp.

609,651

38,493

Rowan Companies, Inc.

252,607

11,153

Schlumberger Ltd. (NY Shares)

2,718,026

274,874

Smith International, Inc.

455,711

35,965

Transocean, Inc. (a)

721,081

108,299

Weatherford International Ltd. (a)

1,539,636

70,254

873,090

Oil, Gas & Consumable Fuels - 11.0%

Anadarko Petroleum Corp.

1,062,203

79,633

Apache Corp.

755,673

101,306

Chesapeake Energy Corp.

1,091,449

59,779

Chevron Corp.

4,712,714

467,266

ConocoPhillips

3,543,603

329,909

CONSOL Energy, Inc.

414,164

40,406

Devon Energy Corp.

1,008,476

116,923

El Paso Corp.

1,590,323

31,091

EOG Resources, Inc.

560,572

72,106

Exxon Mobil Corp.

12,141,086

1,077,636

Hess Corp.

632,971

77,735

Common Stocks - continued

Shares

Value (000s)

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

Marathon Oil Corp.

1,608,901

$ 82,681

Murphy Oil Corp.

430,563

39,892

Noble Energy, Inc.

389,955

38,001

Occidental Petroleum Corp.

1,866,693

171,605

Peabody Energy Corp. (d)

615,018

45,462

Range Resources Corp.

340,184

22,370

Spectra Energy Corp. (d)

1,435,448

38,786

Sunoco, Inc. (d)

266,893

11,869

Tesoro Corp.

312,269

7,760

Valero Energy Corp.

1,213,313

61,685

Williams Companies, Inc.

1,327,617

50,503

XTO Energy, Inc.

1,158,105

73,679

3,098,083

TOTAL ENERGY

3,971,173

FINANCIALS - 15.7%

Capital Markets - 2.9%

American Capital Strategies Ltd. (d)

442,730

14,167

Ameriprise Financial, Inc.

515,049

24,341

Bank of New York Mellon Corp.

2,590,166

115,340

Bear Stearns Companies, Inc. (d)

305,269

2,848

Charles Schwab Corp.

2,130,744

47,260

E*TRADE Financial Corp. (a)(d)

1,048,423

4,299

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

196,261

7,224

Franklin Resources, Inc.

356,884

36,124

Goldman Sachs Group, Inc.

896,645

158,177

Janus Capital Group, Inc.

335,227

9,722

Legg Mason, Inc.

305,951

16,463

Lehman Brothers Holdings, Inc. (d)

1,204,090

44,323

Merrill Lynch & Co., Inc. (d)

2,204,787

96,834

Morgan Stanley

2,506,697

110,871

Northern Trust Corp.

435,556

33,102

State Street Corp.

879,251

63,324

T. Rowe Price Group, Inc.

598,555

34,668

819,087

Commercial Banks - 2.6%

BB&T Corp. (d)

1,239,552

39,009

Comerica, Inc.

341,569

12,700

Fifth Third Bancorp

1,209,107

22,610

Common Stocks - continued

Shares

Value (000s)

FINANCIALS - continued

Commercial Banks - continued

First Horizon National Corp.

423,061

$ 4,057

Huntington Bancshares, Inc.

831,133

7,405

KeyCorp

904,929

17,619

M&T Bank Corp.

174,740

15,143

Marshall & Ilsley Corp.

594,077

13,806

National City Corp. (d)

1,725,036

10,074

PNC Financial Services Group, Inc.

773,337

49,687

Regions Financial Corp.

1,574,024

28,049

SunTrust Banks, Inc.

796,157

41,567

U.S. Bancorp, Delaware

3,925,397

130,284

Wachovia Corp.

4,828,770

114,925

Wells Fargo & Co.

7,481,609

206,268

Zions Bancorp (d)

243,139

10,477

723,680

Consumer Finance - 0.7%

American Express Co.

2,623,569

121,602

Capital One Financial Corp. (d)

846,431

40,730

Discover Financial Services

1,087,308

18,647

SLM Corp. (a)(d)

1,058,813

24,003

204,982

Diversified Financial Services - 3.9%

Bank of America Corp.

10,080,973

342,854

CIT Group, Inc.

640,419

6,404

Citigroup, Inc.

11,814,964

258,630

CME Group, Inc.

121,001

52,067

IntercontinentalExchange, Inc. (a)

159,162

21,996

JPMorgan Chase & Co.

7,701,566

331,167

Leucadia National Corp. (d)

383,878

20,845

Moody's Corp. (d)

466,746

17,307

NYSE Euronext

601,378

38,440

1,089,710

Insurance - 3.8%

ACE Ltd.

748,631

44,970

AFLAC, Inc.

1,077,385

72,325

Allstate Corp.

1,271,789

64,785

AMBAC Financial Group, Inc. (d)

650,893

2,037

American International Group, Inc.

6,112,237

220,041

Aon Corp.

693,343

32,719

Assurant, Inc.

217,094

14,769

Cincinnati Financial Corp.

375,500

13,150

Common Stocks - continued

Shares

Value (000s)

FINANCIALS - continued

Insurance - continued

Genworth Financial, Inc. Class A (non-vtg.)

981,818

$ 21,698

Hartford Financial Services Group, Inc.

712,601

50,645

Lincoln National Corp.

600,398

33,118

Loews Corp.

997,712

49,457

Marsh & McLennan Companies, Inc.

1,182,386

32,196

MBIA, Inc. (d)

476,932

3,319

MetLife, Inc.

1,609,349

96,609

Principal Financial Group, Inc. (d)

586,308

31,590

Progressive Corp.

1,539,454

30,881

Prudential Financial, Inc.

1,012,130

75,606

SAFECO Corp.

203,656

13,645

The Chubb Corp.

840,227

45,171

The Travelers Companies, Inc.

1,407,745

70,120

Torchmark Corp.

206,440

13,090

Unum Group

787,333

18,959

XL Capital Ltd. Class A

403,731

14,094

1,064,994

Real Estate Investment Trusts - 1.2%

Apartment Investment & Management Co. Class A

208,183

8,238

AvalonBay Communities, Inc. (d)

174,389

17,648

Boston Properties, Inc.

271,163

26,503

Developers Diversified Realty Corp.

271,069

10,756

Equity Residential (SBI)

611,918

25,878

General Growth Properties, Inc. (d)

605,385

25,160

HCP, Inc.

531,824

18,220

Host Hotels & Resorts, Inc.

1,188,089

20,423

Kimco Realty Corp.

573,821

22,580

Plum Creek Timber Co., Inc.

388,395

18,119

ProLogis Trust

585,953

36,288

Public Storage

282,621

24,907

Simon Property Group, Inc.

506,164

50,292

Vornado Realty Trust

306,292

29,934

334,946

Real Estate Management & Development - 0.0%

CB Richard Ellis Group, Inc. Class A (a)

394,338

8,857

Thrifts & Mortgage Finance - 0.6%

Countrywide Financial Corp. (d)

1,318,005

6,933

Fannie Mae

2,405,707

65,002

Freddie Mac (d)

1,466,148

37,269

Hudson City Bancorp, Inc.

1,176,363

20,939

Common Stocks - continued

Shares

Value (000s)

FINANCIALS - continued

Thrifts & Mortgage Finance - continued

MGIC Investment Corp. (d)

283,814

$ 3,411

Sovereign Bancorp, Inc. (d)

1,085,920

9,925

Washington Mutual, Inc. (d)

2,401,022

21,657

165,136

TOTAL FINANCIALS

4,411,392

HEALTH CARE - 11.3%

Biotechnology - 1.3%

Amgen, Inc. (a)

2,468,209

108,675

Biogen Idec, Inc. (a)

675,701

42,400

Celgene Corp. (a)(d)

987,327

60,089

Genzyme Corp. (a)

607,342

41,579

Gilead Sciences, Inc. (a)(d)

2,107,932

116,611

369,354

Health Care Equipment & Supplies - 1.9%

Baxter International, Inc.

1,439,733

87,968

Becton, Dickinson & Co.

553,848

46,772

Boston Scientific Corp. (a)

3,047,938

40,507

C.R. Bard, Inc.

227,691

20,765

Covidien Ltd.

1,131,834

56,694

Hospira, Inc. (a)

360,123

15,104

Intuitive Surgical, Inc. (a)

87,588

25,715

Medtronic, Inc.

2,548,542

129,135

St. Jude Medical, Inc. (a)

780,700

31,814

Stryker Corp.

541,210

34,935

Varian Medical Systems, Inc. (a)(d)

285,203

13,559

Zimmer Holdings, Inc. (a)

529,181

38,524

541,492

Health Care Providers & Services - 1.9%

Aetna, Inc.

1,126,959

53,147

AmerisourceBergen Corp.

369,010

15,251

Cardinal Health, Inc.

809,236

45,754

CIGNA Corp.

635,613

25,806

Coventry Health Care, Inc. (a)

351,085

16,160

Express Scripts, Inc. (a)(d)

573,711

41,370

Humana, Inc. (a)

386,182

19,715

Laboratory Corp. of America Holdings (a)(d)

250,763

18,504

McKesson Corp.

656,721

37,860

Medco Health Solutions, Inc. (a)

1,188,965

57,605

Common Stocks - continued

Shares

Value (000s)

HEALTH CARE - continued

Health Care Providers & Services - continued

Patterson Companies, Inc. (a)(d)

293,534

$ 9,983

Quest Diagnostics, Inc.

356,879

17,990

Tenet Healthcare Corp. (a)(d)

1,076,569

6,352

UnitedHealth Group, Inc.

2,839,825

97,150

WellPoint, Inc. (a)

1,229,852

68,650

531,297

Health Care Technology - 0.0%

IMS Health, Inc.

416,065

10,085

Life Sciences Tools & Services - 0.4%

Applera Corp. - Applied Biosystems Group

379,836

13,203

Millipore Corp. (a)

124,880

9,073

PerkinElmer, Inc.

266,932

7,549

Thermo Fisher Scientific, Inc. (a)

949,950

56,066

Waters Corp. (a)

226,842

13,955

99,846

Pharmaceuticals - 5.8%

Abbott Laboratories

3,507,820

197,666

Allergan, Inc.

694,262

40,003

Barr Pharmaceuticals, Inc. (a)

244,879

10,726

Bristol-Myers Squibb Co.

4,491,924

102,371

Eli Lilly & Co.

2,244,789

108,064

Forest Laboratories, Inc. (a)

706,628

25,375

Johnson & Johnson

6,428,166

429,016

King Pharmaceuticals, Inc. (a)

558,375

5,729

Merck & Co., Inc.

4,913,802

191,442

Mylan, Inc. (d)

690,726

9,221

Pfizer, Inc.

15,343,052

297,041

Schering-Plough Corp.

3,678,616

75,044

Watson Pharmaceuticals, Inc. (a)

235,237

6,718

Wyeth

3,036,321

135,025

1,633,441

TOTAL HEALTH CARE

3,185,515

INDUSTRIALS - 11.5%

Aerospace & Defense - 2.8%

General Dynamics Corp.

912,790

84,114

Goodrich Corp.

283,839

18,396

Honeywell International, Inc.

1,689,265

100,714

L-3 Communications Holdings, Inc.

277,767

29,829

Common Stocks - continued

Shares

Value (000s)

INDUSTRIALS - continued

Aerospace & Defense - continued

Lockheed Martin Corp.

777,987

$ 85,143

Northrop Grumman Corp.

766,857

57,867

Precision Castparts Corp.

315,290

38,087

Raytheon Co.

967,619

61,792

Rockwell Collins, Inc.

368,531

22,617

The Boeing Co.

1,735,674

143,662

United Technologies Corp.

2,227,408

158,235

800,456

Air Freight & Logistics - 1.0%

C.H. Robinson Worldwide, Inc.

388,856

25,081

Expeditors International of Washington, Inc.

483,705

22,773

FedEx Corp.

702,284

64,406

United Parcel Service, Inc. Class B

2,347,332

166,708

278,968

Airlines - 0.1%

Southwest Airlines Co.

1,669,484

21,803

Building Products - 0.1%

Masco Corp.

827,632

15,344

Trane, Inc.

394,380

18,307

33,651

Commercial Services & Supplies - 0.5%

Allied Waste Industries, Inc. (a)

765,185

10,307

Avery Dennison Corp.

241,643

12,464

Cintas Corp.

296,436

8,751

Equifax, Inc. (d)

294,210

11,227

Monster Worldwide, Inc. (a)

284,867

7,033

Pitney Bowes, Inc.

479,034

17,394

R.R. Donnelley & Sons Co.

487,593

16,008

Robert Half International, Inc.

360,442

8,860

Waste Management, Inc.

1,124,122

42,638

134,682

Construction & Engineering - 0.2%

Fluor Corp.

201,049

37,506

Jacobs Engineering Group, Inc. (a)

275,369

26,099

63,605

Electrical Equipment - 0.5%

Cooper Industries Ltd. Class A

399,991

18,652

Common Stocks - continued

Shares

Value (000s)

INDUSTRIALS - continued

Electrical Equipment - continued

Emerson Electric Co.

1,786,499

$ 103,939

Rockwell Automation, Inc.

336,683

19,713

142,304

Industrial Conglomerates - 3.2%

3M Co.

1,605,935

124,556

General Electric Co.

22,660,981

696,145

Textron, Inc.

564,363

35,301

Tyco International Ltd. (d)

1,100,544

49,734

905,736

Machinery - 2.0%

Caterpillar, Inc.

1,416,042

117,022

Cummins, Inc.

458,847

32,312

Danaher Corp.

577,867

45,178

Deere & Co.

989,519

80,487

Dover Corp.

435,547

23,554

Eaton Corp.

372,174

35,982

Illinois Tool Works, Inc.

908,771

48,801

Ingersoll-Rand Co. Ltd. Class A

618,726

27,249

ITT Corp.

412,043

27,195

Manitowoc Co., Inc.

294,706

11,464

PACCAR, Inc.

832,112

44,426

Pall Corp.

278,217

11,354

Parker Hannifin Corp.

382,386

32,377

Terex Corp. (a)

230,566

16,451

553,852

Road & Rail - 1.1%

Burlington Northern Santa Fe Corp.

671,663

75,932

CSX Corp.

915,372

63,216

Norfolk Southern Corp.

854,031

57,545

Ryder System, Inc.

131,740

9,674

Union Pacific Corp.

1,183,243

97,393

303,760

Trading Companies & Distributors - 0.0%

W.W. Grainger, Inc.

152,318

13,901

TOTAL INDUSTRIALS

3,252,718

Common Stocks - continued

Shares

Value (000s)

INFORMATION TECHNOLOGY - 16.4%

Communications Equipment - 2.6%

Ciena Corp. (a)(d)

197,566

$ 6,038

Cisco Systems, Inc. (a)

13,527,591

361,457

Corning, Inc.

3,572,879

97,683

JDS Uniphase Corp. (a)(d)

510,391

6,314

Juniper Networks, Inc. (a)

1,188,186

32,699

Motorola, Inc.

5,116,902

47,741

Nortel Networks Corp. (a)

12,984

106

QUALCOMM, Inc. (a)

3,658,847

177,600

Tellabs, Inc. (a)(d)

939,005

5,108

734,746

Computers & Peripherals - 4.7%

Apple, Inc. (a)

1,994,477

376,458

Dell, Inc. (a)

4,634,684

106,876

EMC Corp. (a)

4,766,929

83,135

Hewlett-Packard Co.

5,594,624

263,283

International Business Machines Corp.

3,141,532

406,608

Lexmark International, Inc. Class A (a)

215,495

7,943

NetApp, Inc. (a)

779,576

19,006

QLogic Corp. (a)

304,849

4,814

SanDisk Corp. (a)

519,878

14,718

Sun Microsystems, Inc. (a)

1,799,076

23,298

Teradata Corp. (a)

407,551

11,008

1,317,147

Electronic Equipment & Instruments - 0.3%

Agilent Technologies, Inc. (a)

828,408

30,974

Jabil Circuit, Inc.

472,187

6,006

Molex, Inc.

319,077

8,883

Tyco Electronics Ltd.

1,106,115

44,377

90,240

Internet Software & Services - 1.8%

Akamai Technologies, Inc. (a)(d)

379,274

14,811

eBay, Inc. (a)

2,531,405

75,967

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

526,263

308,285

VeriSign, Inc. (a)(d)

441,857

17,692

Yahoo!, Inc. (a)

3,034,496

81,203

497,958

IT Services - 0.9%

Affiliated Computer Services, Inc. Class A (a)

217,798

11,805

Automatic Data Processing, Inc.

1,186,311

51,071

Common Stocks - continued

Shares

Value (000s)

INFORMATION TECHNOLOGY - continued

IT Services - continued

Cognizant Technology Solutions Corp. Class A (a)

654,361

$ 23,086

Computer Sciences Corp. (a)

371,352

18,252

Convergys Corp. (a)

287,654

4,640

Electronic Data Systems Corp.

1,155,823

28,306

Fidelity National Information Services, Inc.

388,380

15,644

Fiserv, Inc. (a)

373,118

19,536

Paychex, Inc. (d)

734,519

25,378

The Western Union Co. (d)

1,701,205

40,216

Total System Services, Inc.

451,261

11,065

Unisys Corp. (a)

802,009

4,058

253,057

Office Electronics - 0.1%

Xerox Corp.

2,082,283

28,277

Semiconductors & Semiconductor Equipment - 2.6%

Advanced Micro Devices, Inc. (a)(d)

1,374,216

9,455

Altera Corp.

697,390

16,138

Analog Devices, Inc.

667,041

23,420

Applied Materials, Inc.

3,071,818

60,853

Broadcom Corp. Class A (a)

1,060,811

30,435

Intel Corp.

13,134,999

304,469

KLA-Tencor Corp.

385,942

17,800

Linear Technology Corp. (d)

501,429

18,438

LSI Corp. (a)(d)

1,500,224

10,907

MEMC Electronic Materials, Inc. (a)

518,347

35,590

Microchip Technology, Inc.

428,463

15,785

Micron Technology, Inc. (a)(d)

1,725,643

13,926

National Semiconductor Corp.

514,803

10,837

Novellus Systems, Inc. (a)(d)

231,399

5,528

NVIDIA Corp. (a)

1,260,785

31,141

Teradyne, Inc. (a)

395,648

5,436

Texas Instruments, Inc.

3,009,882

97,761

Xilinx, Inc.

649,754

17,673

725,592

Software - 3.4%

Adobe Systems, Inc. (a)

1,206,837

53,173

Autodesk, Inc. (a)

523,993

21,568

BMC Software, Inc. (a)

436,013

17,484

CA, Inc.

885,451

23,500

Citrix Systems, Inc. (a)

420,486

14,393

Compuware Corp. (a)

622,288

6,341

Common Stocks - continued

Shares

Value (000s)

INFORMATION TECHNOLOGY - continued

Software - continued

Electronic Arts, Inc. (a)

718,883

$ 36,088

Intuit, Inc. (a)

743,736

21,539

Microsoft Corp.

18,163,886

514,401

Novell, Inc. (a)

799,070

5,657

Oracle Corp. (a)

8,975,672

205,004

Symantec Corp. (a)

1,920,842

41,740

960,888

TOTAL INFORMATION TECHNOLOGY

4,607,905

MATERIALS - 3.7%

Chemicals - 2.0%

Air Products & Chemicals, Inc.

486,657

49,600

Ashland, Inc.

127,046

6,819

Dow Chemical Co.

2,132,295

86,145

E.I. du Pont de Nemours & Co.

2,040,931

97,781

Eastman Chemical Co.

180,988

13,865

Ecolab, Inc.

398,299

17,856

Hercules, Inc.

257,551

5,313

International Flavors & Fragrances, Inc.

183,865

7,715

Monsanto Co.

1,243,588

158,433

PPG Industries, Inc.

371,770

23,433

Praxair, Inc.

710,885

67,577

Rohm & Haas Co.

284,493

15,357

Sigma Aldrich Corp.

293,639

17,254

567,148

Construction Materials - 0.1%

Vulcan Materials Co. (d)

245,939

18,920

Containers & Packaging - 0.1%

Ball Corp.

221,368

12,020

Bemis Co., Inc.

226,089

6,014

Pactiv Corp. (a)

295,921

7,289

Sealed Air Corp.

366,743

8,934

34,257

Metals & Mining - 1.2%

Alcoa, Inc.

1,848,093

75,014

Allegheny Technologies, Inc.

229,088

17,182

Freeport-McMoRan Copper & Gold, Inc. Class B

868,634

100,510

Newmont Mining Corp.

1,028,672

48,893

Nucor Corp.

710,415

53,139

Common Stocks - continued

Shares

Value (000s)

MATERIALS - continued

Metals & Mining - continued

Titanium Metals Corp.

224,353

$ 3,904

United States Steel Corp.

267,326

46,170

344,812

Paper & Forest Products - 0.3%

International Paper Co.

970,740

26,424

MeadWestvaco Corp.

394,533

10,151

Weyerhaeuser Co.

475,553

29,641

66,216

TOTAL MATERIALS

1,031,353

TELECOMMUNICATION SERVICES - 3.4%

Diversified Telecommunication Services - 3.0%

AT&T, Inc.

13,697,175

546,517

CenturyTel, Inc.

242,019

8,570

Citizens Communications Co.

743,806

8,673

Embarq Corp.

348,149

16,474

Qwest Communications International, Inc.

3,489,180

16,923

Verizon Communications, Inc.

6,515,201

250,640

Windstream Corp.

1,030,241

13,743

861,540

Wireless Telecommunication Services - 0.4%

American Tower Corp. Class A (a)

918,497

41,994

Sprint Nextel Corp.

6,465,252

60,515

102,509

TOTAL TELECOMMUNICATION SERVICES

964,049

UTILITIES - 3.6%

Electric Utilities - 2.1%

Allegheny Energy, Inc.

379,490

20,777

American Electric Power Co., Inc.

908,709

38,466

Duke Energy Corp.

2,865,882

52,961

Edison International

739,380

39,357

Entergy Corp.

433,838

52,395

Exelon Corp.

1,500,541

132,048

FirstEnergy Corp.

691,777

54,450

FPL Group, Inc.

924,466

62,420

Pepco Holdings, Inc.

456,389

12,341

Pinnacle West Capital Corp.

228,068

7,704

Common Stocks - continued

Shares

Value (000s)

UTILITIES - continued

Electric Utilities - continued

PPL Corp.

847,309

$ 43,475

Progress Energy, Inc.

590,260

25,240

Southern Co.

1,735,400

62,821

604,455

Gas Utilities - 0.1%

Nicor, Inc.

102,427

4,182

Questar Corp.

392,135

25,183

29,365

Independent Power Producers & Energy Traders - 0.3%

AES Corp. (a)

1,518,779

29,586

Constellation Energy Group, Inc.

403,772

34,817

Dynegy, Inc. Class A (a)

1,125,331

10,601

75,004

Multi-Utilities - 1.1%

Ameren Corp.

473,679

21,529

CenterPoint Energy, Inc.

742,863

12,584

CMS Energy Corp.

511,005

7,967

Consolidated Edison, Inc. (d)

617,577

25,506

Dominion Resources, Inc.

1,304,519

60,399

DTE Energy Co.

370,426

16,388

Integrys Energy Group, Inc.

173,432

8,906

NiSource, Inc.

622,155

11,255

PG&E Corp.

807,322

31,962

Public Service Enterprise Group, Inc.

1,153,868

51,070

Sempra Energy

592,995

34,281

TECO Energy, Inc. (d)

478,640

9,750

Xcel Energy, Inc.

973,888

20,754

312,351

TOTAL UTILITIES

1,021,175

TOTAL COMMON STOCKS

(Cost $19,272,916)

27,727,653

U.S. Treasury Obligations - 0.1%

Principal Amount (000s)

U.S. Treasury Bills, yield at date of purchase 1.25% to 1.65% 6/26/08 (e)
(Cost $24,929)

$ 25,000

24,967

Money Market Funds - 4.0%

Shares

Value (000s)

Fidelity Cash Central Fund, 2.44% (b)

330,013,605

$ 330,014

Fidelity Securities Lending Cash Central Fund, 2.42% (b)(c)

793,548,471

793,548

TOTAL MONEY MARKET FUNDS

(Cost $1,123,562)

1,123,562

TOTAL INVESTMENT PORTFOLIO - 102.5%

(Cost $20,421,407)

28,876,182

NET OTHER ASSETS - (2.5)%

(714,549)

NET ASSETS - 100%

$ 28,161,633

Futures Contracts

Expiration Date

Underlying Face Amount at Value (000s)

Unrealized Appreciation/
(Depreciation) (000s)

Purchased

Equity Index Contracts

1,256 S&P 500 Index Contracts

June 2008

$ 439,788

$ 20,095

The face value of futures purchased as a percentage of net assets - 1.6%

Legend

(a) Non-income producing

(b) Affiliated fund that is available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request.

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

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $24,967,000.

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
(Amounts in thousands)

Fidelity Cash Central Fund

$ 1,769

Fidelity Securities Lending Cash Central Fund

1,924

Total

$ 3,693

Other Information

The following is a summary of the inputs used, as of May 31, 2008, involving the Fund's assets carried at value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Investment Valuation section at the end of this listing.

Valuation Inputs at Reporting Date:

Description
(Amounts in thousands)

Total

Level 1

Level 2

Level 3

Investments in Securities

$ 28,876,182

$ 28,851,215

$ 24,967

$ -

Other Financial Instruments*

$ 20,095

$ 20,095

$ -

$ -

* Other financial instruments include Futures Contracts.

Income Tax Information

At May 31, 2008, the aggregate cost of investment securities for income tax purposes was $20,532,328,000. Net unrealized appreciation aggregated $8,343,854,000, of which $11,007,203,000 related to appreciated investment securities and $2,663,349,000 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. Wherever possible, the Fund uses independent pricing services approved by the Board of Trustees to value its investments.

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by an independent pricing service on the primary market or exchange on which they are traded. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price. Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day. Short-term securities with remaining maturities of sixty days or less for which quotations are not readily available are valued at amortized cost, which approximates value.

When current market prices or quotations are not readily available or reliable, valuations may be determined in good faith in accordance with procedures adopted by the Board of Trustees. The frequency with which these procedures are used cannot be predicted and may be utilized to a significant extent. The value of securities used for net asset value calculation under these procedures may differ from published prices for the same securities.

The Fund adopted the provisions of Statement of Financial Accounting Standards No. 157, "Fair Value Measurements" (SFAS 157), effective with the beginning of the Fund's fiscal year. SFAS 157 establishes a hierarchy that prioritizes the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets (level 1 measurements) and the lowest priority to unobservable inputs (level 3 measurements) when market prices are not readily available or reliable. The three levels of the hierarchy under SFAS 157 are described below:

Level 1 - Quoted prices in active markets for identical securities.

Level 2 - Prices determined using other significant observable inputs. Observable inputs are inputs that other market participants would use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk and others.

Level 3 - Prices determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect the Fund's own assumptions about the factors market participants would use in pricing an investment, and would be based on the best information available.

Changes in valuation techniques may result in transfers in or out of an investment's assigned level within 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 Concord 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 Concord Street Trust

By:

/s/ Kenneth B. Robins

Kenneth B. Robins

President and Treasurer

Date:

July 30, 2008

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

By:

/s/ Kenneth B. Robins

Kenneth B. Robins

President and Treasurer

Date:

July 30, 2008

By:

/s/Joseph B. Hollis

Joseph B. Hollis

Chief Financial Officer

Date:

July 30, 2008