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)

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

Scott C. Goebel, Secretary

245 Summer St.

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

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

Date of fiscal year end:

February 28

 

 

Date of reporting period:

November 30, 2013

Item 1. Schedule of Investments

Quarterly Holdings Report

for

Spartan ® Total Market Index Fund

November 30, 2013 

1.810711.109

STI-QTLY-0114

Investments November 30, 2013 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 98.4%

Shares

Value

CONSUMER DISCRETIONARY - 13.1%

Auto Components - 0.6%

Allison Transmission Holdings, Inc.

78,979

$ 2,149,808

American Axle & Manufacturing Holdings, Inc. (a)

58,540

1,170,800

Autoliv, Inc.

102,926

9,557,708

BorgWarner, Inc.

121,976

13,072,168

Cooper Tire & Rubber Co.

62,365

1,534,179

Dana Holding Corp.

143,074

2,901,541

Delphi Automotive PLC

299,110

17,512,891

Dorman Products, Inc. (d)

32,717

1,628,652

Drew Industries, Inc.

24,362

1,320,664

Federal-Mogul Corp. Class A (a)(d)

65,766

1,349,518

Fox Factory Holding Corp.

10,471

192,457

Fuel Systems Solutions, Inc. (a)(d)

20,668

282,325

Gentex Corp.

141,938

4,231,172

Gentherm, Inc. (a)(d)

38,502

930,208

Johnson Controls, Inc.

722,209

36,478,777

Lear Corp.

91,325

7,571,756

Modine Manufacturing Co. (a)

42,412

563,231

Motorcar Parts of America, Inc. (a)

17,588

309,373

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

11,722

80,530

Remy International, Inc.

14,427

335,139

Spartan Motors, Inc.

44,931

310,473

Standard Motor Products, Inc.

17,952

623,293

Stoneridge, Inc. (a)

33,804

436,410

Strattec Security Corp.

672

30,153

Superior Industries International, Inc.

32,436

640,287

Tenneco, Inc. (a)

64,500

3,702,300

The Goodyear Tire & Rubber Co.

255,428

5,685,827

Tower International, Inc. (a)

19,656

422,407

TRW Automotive Holdings Corp. (a)

120,659

9,363,138

UQM Technologies, Inc. (a)(d)

38,648

76,910

Visteon Corp. (a)

54,951

4,321,347

 

128,785,442

Automobiles - 0.6%

Ford Motor Co.

4,143,335

70,768,162

General Motors Co. (a)

991,414

38,397,464

Harley-Davidson, Inc.

252,087

16,894,871

Tesla Motors, Inc. (a)(d)

85,849

10,926,861

Thor Industries, Inc. (d)

46,074

2,491,221

Winnebago Industries, Inc. (a)

39,123

1,211,248

 

140,689,827

Distributors - 0.1%

Core-Mark Holding Co., Inc.

11,158

823,684

Genuine Parts Co.

157,612

13,056,578

LKQ Corp. (a)

321,674

10,663,493

Pool Corp.

48,205

2,701,408

VOXX International Corp. (a)

18,073

322,422

Weyco Group, Inc.

1,992

58,465

 

27,626,050

 

Shares

Value

Diversified Consumer Services - 0.2%

American Public Education, Inc. (a)(d)

16,975

$ 767,100

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

111,836

2,940,168

Ascent Capital Group, Inc. (a)

16,905

1,453,492

Bridgepoint Education, Inc. (a)(d)

11,294

208,939

Bright Horizons Family Solutions, Inc.

22,321

777,887

Capella Education Co. (d)

13,812

907,725

Career Education Corp. (a)

44,821

226,346

Carriage Services, Inc.

15,957

299,513

Collectors Universe, Inc. (d)

4,772

79,167

Corinthian Colleges, Inc. (a)(d)

84,173

141,411

DeVry, Inc.

60,163

2,138,193

Education Management Corp. (a)

26,671

308,050

Grand Canyon Education, Inc. (a)(d)

52,030

2,369,446

H&R Block, Inc.

306,192

8,539,695

Hillenbrand, Inc.

60,464

1,699,038

ITT Educational Services, Inc. (a)(d)

22,063

860,236

K12, Inc. (a)

35,687

750,854

Learning Tree International, Inc. (a)

3,285

9,231

LifeLock, Inc. (a)(d)

108,404

1,866,717

Lincoln Educational Services Corp.

15,671

83,840

Mac-Gray Corp.

7,087

150,953

Matthews International Corp. Class A

31,601

1,332,930

National American University Holdings, Inc.

5,378

19,737

Outerwall, Inc. (a)(d)

30,388

2,078,539

Regis Corp. (d)

37,626

601,640

Service Corp. International

236,136

4,266,978

Sotheby's Class A (Ltd. vtg.)

74,799

3,834,197

Steiner Leisure Ltd. (a)

10,649

629,995

Stewart Enterprises, Inc. Class A (d)

62,714

830,961

Strayer Education, Inc. (d)

14,558

540,830

Universal Technical Institute, Inc.

29,419

428,046

Weight Watchers International, Inc. (d)

23,857

773,205

 

41,915,059

Hotels, Restaurants & Leisure - 2.0%

AFC Enterprises, Inc. (a)

24,822

1,081,991

Ambassadors Group, Inc.

24,177

111,456

Bally Technologies, Inc. (a)(d)

46,562

3,472,128

Biglari Holdings, Inc.

1,404

681,024

BJ's Restaurants, Inc. (a)(d)

21,746

644,551

Bloomin' Brands, Inc. (a)

42,143

1,104,147

Bob Evans Farms, Inc.

27,901

1,551,017

Boyd Gaming Corp. (a)(d)

82,652

946,365

Bravo Brio Restaurant Group, Inc. (a)(d)

12,451

198,842

Brinker International, Inc.

62,217

2,926,066

Buffalo Wild Wings, Inc. (a)(d)

20,168

3,030,040

Burger King Worldwide, Inc.

82,686

1,752,116

Caesars Entertainment Corp. (a)

37,816

772,959

Carnival Corp. unit

487,062

17,587,809

Carrols Restaurant Group, Inc. (a)

6,381

42,753

CEC Entertainment, Inc.

20,553

985,516

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Hotels, Restaurants & Leisure - continued

Chipotle Mexican Grill, Inc. (a)(d)

32,551

$ 17,052,167

Choice Hotels International, Inc. (d)

44,031

2,056,688

Churchill Downs, Inc.

13,145

1,181,078

Chuys Holdings, Inc. (a)

13,590

473,476

Cosi, Inc. (a)(d)

11,735

19,363

Cracker Barrel Old Country Store, Inc. (d)

24,866

2,697,712

Darden Restaurants, Inc.

141,692

7,556,434

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

10,575

223,873

Denny's Corp. (a)

71,197

512,618

Diamond Resorts International, Inc.

18,779

335,581

DineEquity, Inc.

19,807

1,666,363

Domino's Pizza, Inc.

66,862

4,622,170

Dover Downs Gaming & Entertainment, Inc.

1,508

2,217

Dover Motorsports, Inc.

9,993

25,382

Dunkin' Brands Group, Inc. (d)

121,165

5,934,662

Einstein Noah Restaurant Group, Inc.

3,797

60,714

Empire Resorts, Inc. (a)(d)

5,314

26,357

Entertainment Gaming Asia, Inc. (a)

8,246

10,225

Famous Dave's of America, Inc. (a)

2,311

46,382

Fiesta Restaurant Group, Inc. (a)

18,237

893,066

Frisch's Restaurants, Inc.

500

11,765

Hyatt Hotels Corp. Class A (a)(d)

61,427

2,971,224

Ignite Restaurant Group, Inc. (a)(d)

4,841

59,786

International Game Technology

268,403

4,694,368

International Speedway Corp. Class A (d)

27,626

948,401

Interval Leisure Group, Inc.

36,016

964,508

Isle of Capri Casinos, Inc. (a)

20,657

167,941

Jack in the Box, Inc. (a)

42,139

1,995,282

Jamba, Inc. (a)(d)

19,136

225,805

Kona Grill, Inc. (a)

4,029

63,779

Krispy Kreme Doughnuts, Inc. (a)(d)

61,696

1,565,844

Lakes Entertainment, Inc. (a)

2,872

11,344

Las Vegas Sands Corp.

424,503

30,428,375

Life Time Fitness, Inc. (a)(d)

38,055

1,846,048

Luby's, Inc. (a)

14,614

131,234

Marcus Corp.

22,859

333,513

Marriott International, Inc. Class A

251,677

11,833,853

Marriott Vacations Worldwide Corp. (a)

31,069

1,623,045

McDonald's Corp.

1,049,396

102,179,689

MGM Mirage, Inc. (a)

371,095

7,121,313

Monarch Casino & Resort, Inc. (a)

4,802

85,236

Morgans Hotel Group Co. (a)(d)

27,678

222,808

MTR Gaming Group, Inc. (a)

11,304

62,850

Multimedia Games Holding Co., Inc. (a)

28,049

813,421

Noodles & Co. (d)

6,748

274,171

Norwegian Cruise Line Holdings Ltd.

47,119

1,606,758

Orient Express Hotels Ltd. Class A (a)

89,796

1,322,695

Panera Bread Co. Class A (a)(d)

29,209

5,166,780

Papa John's International, Inc.

19,260

1,634,693

 

Shares

Value

Penn National Gaming, Inc. (a)

66,856

$ 965,401

Pinnacle Entertainment, Inc. (a)

61,922

1,556,719

Premier Exhibitions, Inc. (a)

7,733

9,125

Red Lion Hotels Corp. (a)

3,129

17,210

Red Robin Gourmet Burgers, Inc. (a)(d)

21,139

1,684,990

Rick's Cabaret International, Inc. (a)(d)

5,726

59,379

Royal Caribbean Cruises Ltd.

178,138

7,846,979

Ruby Tuesday, Inc. (a)(d)

44,363

312,759

Ruth's Hospitality Group, Inc.

33,916

487,712

Scientific Games Corp. Class A (a)

45,645

819,328

SeaWorld Entertainment, Inc.

28,617

853,359

Six Flags Entertainment Corp.

100,414

3,736,405

Sonic Corp. (a)

98,965

1,958,517

Speedway Motorsports, Inc.

7,569

152,364

Starbucks Corp.

807,190

65,753,697

Starwood Hotels & Resorts Worldwide, Inc.

202,436

15,077,433

Texas Roadhouse, Inc. Class A

57,171

1,599,645

The Cheesecake Factory, Inc. (d)

58,805

2,866,744

Town Sports International Holdings, Inc.

13,107

180,221

Vail Resorts, Inc.

38,833

2,943,153

Wendy's Co.

318,091

2,738,764

Wyndham Worldwide Corp.

137,748

9,877,909

Wynn Resorts Ltd. (d)

82,221

13,637,997

Yum! Brands, Inc.

474,004

36,820,631

 

434,608,278

Household Durables - 0.5%

Bassett Furniture Industries, Inc.

1,947

30,704

Beazer Homes U.S.A., Inc. (a)(d)

23,951

498,420

Blyth, Inc. (d)

16,038

200,315

Cavco Industries, Inc. (a)(d)

9,813

662,083

Cobra Electronics Corp. (a)

1,032

3,096

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

10,474

20,005

CSS Industries, Inc.

16,118

501,915

D.R. Horton, Inc. (d)

306,554

6,094,294

Dixie Group, Inc. (a)

6,244

81,047

Emerson Radio Corp. (a)

23,724

45,550

Ethan Allen Interiors, Inc. (d)

25,611

791,380

Flexsteel Industries, Inc.

2,547

70,450

Garmin Ltd. (d)

128,572

6,243,456

Harman International Industries, Inc.

71,938

5,829,856

Helen of Troy Ltd. (a)

30,506

1,485,947

Hooker Furniture Corp.

13,495

230,495

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

177,163

908,846

iRobot Corp. (a)(d)

24,689

819,922

Jarden Corp. (a)

123,871

6,966,505

KB Home (d)

76,789

1,346,111

Kid Brands, Inc. (a)

16,651

17,650

Koss Corp.

2,669

13,078

La-Z-Boy, Inc.

54,902

1,606,433

Leggett & Platt, Inc.

140,576

4,246,801

Lennar Corp. Class A (d)

170,478

6,096,293

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Household Durables - continued

Libbey, Inc. (a)

16,641

$ 382,743

Lifetime Brands, Inc.

2,385

34,869

M.D.C. Holdings, Inc. (d)

36,801

1,112,126

M/I Homes, Inc. (a)(d)

24,871

546,416

Meritage Homes Corp. (a)

46,552

2,028,736

Mohawk Industries, Inc. (a)

64,682

9,056,774

NACCO Industries, Inc. Class A

6,219

402,680

Newell Rubbermaid, Inc.

312,041

9,470,444

NVR, Inc. (a)

5,106

4,952,718

PulteGroup, Inc.

358,348

6,722,608

Ryland Group, Inc. (d)

46,168

1,824,559

Skullcandy, Inc. (a)

12,653

76,804

Skyline Corp. (a)

21,741

106,966

Standard Pacific Corp. (a)

138,811

1,135,474

Stanley Furniture Co., Inc. (a)

5,699

21,656

Taylor Morrison Home Corp. (d)

26,856

586,804

Tempur Sealy International, Inc. (a)

59,637

3,042,680

Toll Brothers, Inc. (a)(d)

153,983

5,250,820

TRI Pointe Homes, Inc. (d)

13,100

260,035

Tupperware Brands Corp. (d)

56,734

5,182,084

UCP, Inc.

9,479

141,995

Universal Electronics, Inc. (a)

14,332

544,759

WCI Communities, Inc.

8,622

167,698

Whirlpool Corp.

83,897

12,816,106

William Lyon Homes, Inc.

5,678

123,497

Zagg, Inc. (a)(d)

21,268

90,176

 

110,892,879

Internet & Catalog Retail - 1.4%

1-800-FLOWERS.com, Inc. Class A (a)

31,570

160,691

Amazon.com, Inc. (a)

396,931

156,239,980

Blue Nile, Inc. (a)(d)

11,337

522,182

dELiA*s, Inc. (a)(d)

2,977

3,572

Expedia, Inc.

112,037

7,135,637

FTD Companies, Inc. (a)(d)

14,396

474,780

Gaiam, Inc. Class A (a)

12,609

79,563

Geeknet, Inc. (a)

2,810

52,940

Groupon, Inc. Class A (a)(d)

394,980

3,574,569

Hollywood Media Corp. (a)

1,032

1,527

HomeAway, Inc. (a)(d)

82,532

3,012,418

HSN, Inc.

37,772

2,168,113

Liberty Media Corp.:

Interactive Series A (a)

531,914

14,936,145

Series A (a)

40,463

4,918,278

Netflix, Inc. (a)

61,318

22,430,124

NutriSystem, Inc.

26,922

529,825

Orbitz Worldwide, Inc. (a)

31,286

216,499

Overstock.com, Inc. (a)

14,467

405,076

PetMed Express, Inc.

32,292

509,568

priceline.com, Inc. (a)

54,238

64,669,595

RetailMeNot, Inc.

11,243

322,337

Shutterfly, Inc. (a)(d)

48,378

2,284,893

 

Shares

Value

TripAdvisor, Inc. (a)(d)

116,719

$ 10,308,622

U.S. Auto Parts Network, Inc. (a)

5,048

13,428

ValueVision Media, Inc. Class A (a)

41,726

240,342

Vitacost.com, Inc. (a)(d)

15,384

88,304

 

295,299,008

Leisure Equipment & Products - 0.2%

Arctic Cat, Inc.

18,718

1,053,262

Black Diamond, Inc. (a)(d)

20,004

267,053

Brunswick Corp.

91,271

4,171,085

Callaway Golf Co.

77,147

624,891

Hasbro, Inc.

122,518

6,593,919

JAKKS Pacific, Inc. (d)

19,661

127,010

Johnson Outdoors, Inc. Class A

3,505

100,383

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

85,630

737,274

Marine Products Corp.

11,741

113,066

Mattel, Inc.

385,738

17,848,097

Nautilus, Inc. (a)

31,083

235,298

Polaris Industries, Inc.

67,562

9,017,500

Smith & Wesson Holding Corp. (a)(d)

80,794

954,985

Sturm, Ruger & Co., Inc. (d)

24,417

1,878,400

Summer Infant, Inc. (a)

32,605

70,427

 

43,792,650

Media - 3.5%

A.H. Belo Corp. Class A

22,177

171,650

AMC Networks, Inc. Class A (a)

63,313

4,064,061

Ballantyne of Omaha, Inc. (a)

17,964

83,533

Belo Corp. Series A

87,121

1,196,171

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

252,827

4,239,909

Carmike Cinemas, Inc. (a)

21,753

520,767

CBS Corp. Class B

586,411

34,340,228

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

56,729

141,823

Charter Communications, Inc. Class A (a)

72,174

9,750,707

Cinemark Holdings, Inc.

124,821

4,117,845

Clear Channel Outdoor Holding, Inc. Class A

41,131

364,009

Comcast Corp. Class A

2,792,040

139,239,035

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

24,979

83,680

Cumulus Media, Inc. Class A (a)(d)

68,791

480,161

Digital Cinema Destinations Co. (a)

1,935

10,333

Digital Generation, Inc. (a)(d)

26,444

312,304

DIRECTV (a)

554,846

36,680,869

Discovery Communications, Inc. Class A (a)(d)

246,427

21,505,684

DISH Network Corp. Class A

224,258

12,145,813

DreamWorks Animation SKG, Inc. Class A (a)(d)

70,761

2,254,445

E.W. Scripps Co. Class A (a)

24,274

492,034

Emmis Communications Corp. Class A (a)

7,973

21,128

Entercom Communications Corp. Class A (a)

21,235

222,330

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Media - continued

Entravision Communication Corp.
Class A

63,982

$ 422,921

FAB Universal Corp. (a)(d)

3,212

9,861

Gannett Co., Inc.

257,425

6,965,921

Graham Holdings Co.

4,705

3,168,818

Gray Television, Inc. (a)

54,130

663,093

Harris Interactive, Inc. (a)

5,389

10,832

Harte-Hanks, Inc.

45,482

362,037

Hemisphere Media Group, Inc. (a)

2,493

27,797

Insignia Systems, Inc. (a)

5,038

13,754

Interpublic Group of Companies, Inc.

446,701

7,772,597

John Wiley & Sons, Inc. Class A (d)

54,942

2,799,844

Journal Communications, Inc. Class A (a)

23,068

222,837

Lamar Advertising Co. Class A (a)

69,336

3,461,253

Liberty Global PLC Class A (a)

409,722

35,158,245

Liberty Media Corp. Class A (a)

117,554

18,039,837

Live Nation Entertainment, Inc. (a)

150,163

2,758,494

Loral Space & Communications Ltd.

12,689

1,001,543

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

39,255

144,851

Media General, Inc. Class A (a)(d)

21,745

393,585

Meredith Corp.

34,788

1,855,592

Morningstar, Inc. (d)

26,885

2,242,478

National CineMedia, Inc.

63,847

1,190,747

News Corp. Class A (a)

570,404

10,244,456

Nexstar Broadcasting Group, Inc.
Class A

29,134

1,447,086

Omnicom Group, Inc.

272,640

19,480,128

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

32,336

111,883

ReachLocal, Inc. (a)(d)

5,194

65,704

Regal Entertainment Group Class A

71,925

1,401,099

Rentrak Corp. (a)(d)

4,521

180,388

RLJ Entertainment, Inc. (a)

17,180

73,015

Saga Communications, Inc. Class A

268

13,829

Salem Communications Corp. Class A

1,732

15,571

Scholastic Corp. (d)

25,364

774,617

Scripps Networks Interactive, Inc. Class A

114,251

8,521,982

Sinclair Broadcast Group, Inc. Class A

75,746

2,485,984

Sirius XM Holdings, Inc. (d)

3,245,525

12,235,629

Spanish Broadcasting System, Inc. Class A (a)

698

2,701

Starz - Liberty Capital Series A (a)

120,965

3,420,890

The Madison Square Garden Co. Class A (a)

61,546

3,468,733

The McClatchy Co. Class A (a)(d)

60,729

190,689

The New York Times Co. Class A (d)

162,888

2,273,916

The Walt Disney Co.

1,771,843

124,985,805

Time Warner Cable, Inc.

302,464

41,806,574

Time Warner, Inc.

975,820

64,121,132

Twenty-First Century Fox, Inc. Class A

2,097,644

70,250,098

Valassis Communications, Inc. (d)

33,863

994,218

 

Shares

Value

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

429,762

$ 34,454,020

World Wrestling Entertainment, Inc.
Class A

44,310

678,386

 

764,823,989

Multiline Retail - 0.6%

Big Lots, Inc. (a)(d)

72,215

2,768,001

Dillard's, Inc. Class A

32,687

2,990,861

Dollar General Corp. (a)

318,543

18,137,838

Dollar Tree, Inc. (a)

232,809

12,955,821

Family Dollar Stores, Inc.

100,910

7,040,491

Fred's, Inc. Class A

41,012

711,968

Gordmans Stores, Inc.

10,233

106,935

J.C. Penney Co., Inc. (a)(d)

312,980

3,189,266

Kohl's Corp.

214,361

11,849,876

Macy's, Inc.

390,293

20,787,005

Nordstrom, Inc.

151,787

9,442,669

Sears Holdings Corp. (a)(d)

47,917

3,044,167

Target Corp.

665,598

42,551,680

The Bon-Ton Stores, Inc. (d)

19,775

351,600

Tuesday Morning Corp. (a)

41,198

570,592

 

136,498,770

Specialty Retail - 2.5%

Aarons, Inc. Class A

97,238

2,784,896

Abercrombie & Fitch Co. Class A

83,791

2,872,355

Advance Auto Parts, Inc.

76,410

7,718,174

Aeropostale, Inc. (a)(d)

70,783

730,481

America's Car Mart, Inc. (a)(d)

10,422

438,037

American Eagle Outfitters, Inc.

183,756

2,989,710

ANN, Inc. (a)(d)

46,918

1,673,565

Asbury Automotive Group, Inc. (a)(d)

30,567

1,587,039

Ascena Retail Group, Inc. (a)

155,242

3,306,655

AutoNation, Inc. (a)(d)

67,092

3,290,192

AutoZone, Inc. (a)(d)

38,173

17,620,657

Barnes & Noble, Inc. (a)(d)

41,457

695,648

bebe stores, Inc.

66,951

394,341

Bed Bath & Beyond, Inc. (a)(d)

233,145

18,192,304

Best Buy Co., Inc.

285,450

11,574,998

Big 5 Sporting Goods Corp.

16,237

302,333

Body Central Corp. (a)

23,522

92,206

Books-A-Million, Inc. (a)(d)

4,414

11,388

Brown Shoe Co., Inc.

39,452

1,015,100

Build-A-Bear Workshop, Inc. (a)

4,049

37,534

Cabela's, Inc. Class A (a)(d)

48,135

2,948,269

Cache, Inc. (a)

2,880

15,091

CarMax, Inc. (a)

231,243

11,643,085

Chico's FAS, Inc. (d)

157,246

2,938,928

Christopher & Banks Corp. (a)

22,706

142,367

Citi Trends, Inc. (a)

14,433

238,289

Coldwater Creek, Inc. (a)(d)

13,235

11,912

Conn's, Inc. (a)(d)

26,557

1,602,184

CST Brands, Inc.

80,048

2,632,779

Destination Maternity Corp.

9,860

301,124

Destination XL Group, Inc. (a)

42,389

297,995

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Specialty Retail - continued

Dick's Sporting Goods, Inc.

102,697

$ 5,804,434

DSW, Inc. Class A (d)

77,216

3,461,593

Express, Inc. (a)

106,219

2,614,050

Finish Line, Inc. Class A

46,538

1,229,069

Five Below, Inc. (a)(d)

50,515

2,685,377

Foot Locker, Inc.

152,898

5,946,203

Francescas Holdings Corp. (a)(d)

45,454

891,807

GameStop Corp. Class A

126,929

6,124,324

Gap, Inc.

291,066

11,924,974

Genesco, Inc. (a)(d)

23,060

1,727,425

GNC Holdings, Inc.

100,621

6,055,372

Group 1 Automotive, Inc.

20,341

1,392,341

Guess?, Inc. (d)

63,670

2,181,334

Haverty Furniture Companies, Inc.

22,550

642,675

hhgregg, Inc. (a)(d)

15,184

226,242

Hibbett Sports, Inc. (a)(d)

34,547

2,230,700

Home Depot, Inc.

1,526,556

123,147,273

Jos. A. Bank Clothiers, Inc. (a)(d)

27,787

1,578,857

Kirkland's, Inc. (a)

10,699

274,108

L Brands, Inc.

276,125

17,945,364

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

20,666

1,365,609

Lowe's Companies, Inc.

1,108,602

52,636,423

Lumber Liquidators Holdings, Inc. (a)(d)

28,798

2,899,671

MarineMax, Inc. (a)(d)

17,627

277,096

Mattress Firm Holding Corp. (a)

21,081

782,738

Monro Muffler Brake, Inc. (d)

28,456

1,509,875

Murphy U.S.A., Inc. (d)

44,959

2,034,395

New York & Co., Inc. (a)

19,427

99,661

O'Reilly Automotive, Inc. (a)

114,934

14,362,153

Office Depot, Inc. (a)(d)

562,961

3,062,508

Pacific Sunwear of California, Inc. (a)

60,120

174,949

Penske Automotive Group, Inc.

46,027

2,044,519

Perfumania Holdings, Inc. (a)

876

4,319

PetSmart, Inc.

105,988

7,854,771

Pier 1 Imports, Inc. (d)

103,847

2,314,750

RadioShack Corp. (a)(d)

135,907

395,489

Rent-A-Center, Inc. (d)

61,802

2,104,976

Restoration Hardware Holdings, Inc.

26,612

2,009,206

Ross Stores, Inc.

227,469

17,392,280

Sally Beauty Holdings, Inc. (a)(d)

173,033

4,869,149

Sears Hometown & Outlet Stores, Inc. (a)

10,000

319,800

Select Comfort Corp. (a)(d)

50,428

1,064,535

Shoe Carnival, Inc.

12,148

351,442

Signet Jewelers Ltd.

91,119

7,001,584

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

32,657

774,624

Stage Stores, Inc.

33,300

699,633

Staples, Inc. (d)

711,732

11,053,198

Stein Mart, Inc.

28,029

413,147

Systemax, Inc.

6,560

75,243

The Buckle, Inc. (d)

31,903

1,692,773

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

30,985

1,054,729

 

Shares

Value

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

22,249

$ 1,223,695

The Men's Wearhouse, Inc.

53,679

2,744,070

The Pep Boys - Manny, Moe & Jack (a)(d)

83,764

1,147,567

Tiffany & Co., Inc.

117,916

10,511,032

Tile Shop Holdings, Inc. (a)(d)

33,873

567,373

Tilly's, Inc. (a)

6,806

81,944

TJX Companies, Inc.

756,734

47,583,434

Tractor Supply Co.

152,035

11,130,482

Trans World Entertainment Corp.

2,977

12,950

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

65,919

8,367,758

Urban Outfitters, Inc. (a)

117,805

4,596,751

Vitamin Shoppe, Inc. (a)(d)

29,219

1,585,715

West Marine, Inc. (a)

3,285

44,479

Wet Seal, Inc. Class A (a)

66,930

222,877

Williams-Sonoma, Inc. (d)

104,808

6,196,249

Winmark Corp.

391

33,489

Zale Corp. (a)

22,527

332,273

Zumiez, Inc. (a)

17,893

496,889

 

537,757,430

Textiles, Apparel & Luxury Goods - 0.9%

American Apparel, Inc. (a)(d)

42,333

50,376

Carter's, Inc.

59,364

4,195,254

Cherokee, Inc.

20,319

290,968

Coach, Inc.

293,484

16,992,724

Columbia Sportswear Co.

17,213

1,194,410

Costa, Inc. Class A (a)

3,868

84,709

Crocs, Inc. (a)

79,497

1,097,059

Culp, Inc.

7,038

142,379

Deckers Outdoor Corp. (a)(d)

36,096

2,982,973

Delta Apparel, Inc. (a)

1,905

31,814

Fifth & Pacific Companies, Inc. (a)

135,197

4,415,534

Fossil Group, Inc. (a)

55,600

7,076,212

G-III Apparel Group Ltd. (a)

14,705

885,976

Hanesbrands, Inc.

106,764

7,484,156

Iconix Brand Group, Inc. (a)(d)

61,164

2,426,988

Joe's Jeans, Inc. (a)(d)

32,503

39,004

lululemon athletica, Inc. (a)(d)

110,570

7,708,940

Michael Kors Holdings Ltd. (a)

185,532

15,130,135

Movado Group, Inc.

22,005

1,001,668

NIKE, Inc. Class B

792,246

62,698,348

Oxford Industries, Inc.

12,480

938,496

Perry Ellis International, Inc.

7,954

123,526

PVH Corp.

86,279

11,554,484

Quiksilver, Inc. (a)(d)

122,287

1,088,354

R.G. Barry Corp.

3,640

69,888

Ralph Lauren Corp.

62,664

10,980,613

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

32,235

1,083,741

Steven Madden Ltd. (a)(d)

61,062

2,378,976

Superior Uniform Group, Inc.

859

13,203

The Jones Group, Inc.

74,838

1,050,726

Tumi Holdings, Inc. (a)

44,279

1,062,696

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Textiles, Apparel & Luxury Goods - continued

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

84,407

$ 6,811,645

Unifi, Inc. (a)

18,843

522,705

Vera Bradley, Inc. (a)(d)

20,509

515,186

VF Corp.

98,088

23,009,483

Wolverine World Wide, Inc. (d)

102,514

3,373,736

 

200,507,085

TOTAL CONSUMER DISCRETIONARY

2,863,196,467

CONSUMER STAPLES - 8.6%

Beverages - 1.7%

Beam, Inc.

184,801

12,479,612

Boston Beer Co., Inc. Class A (a)(d)

9,413

2,304,302

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

183,369

13,756,342

Coca-Cola Bottling Co. Consolidated

4,325

293,668

Coca-Cola Enterprises, Inc.

270,815

11,357,981

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

174,412

12,280,349

Craft Brew Alliance, Inc. (a)

5,908

104,867

Dr. Pepper Snapple Group, Inc.

215,949

10,421,699

MGP Ingredients, Inc.

4,299

21,538

Molson Coors Brewing Co. Class B

177,848

9,367,254

Monster Beverage Corp. (a)

148,866

8,809,890

National Beverage Corp.

7,694

162,497

PepsiCo, Inc.

1,634,683

138,065,326

Primo Water Corp. (a)

8,907

27,344

REED'S, Inc. (a)

1,830

12,078

The Coca-Cola Co.

4,000,988

160,799,708

 

380,264,455

Food & Staples Retailing - 2.1%

Andersons, Inc.

16,533

1,406,462

Arden Group, Inc. Class A

86

11,179

Casey's General Stores, Inc. (d)

41,971

3,123,482

Chefs' Warehouse Holdings (a)(d)

22,894

587,460

Costco Wholesale Corp.

479,004

60,081,472

Crumbs Bake Shop, Inc. (a)

5,760

5,270

CVS Caremark Corp.

1,325,929

88,784,206

Fairway Group Holdings Corp. (d)

15,014

285,116

Fresh Market, Inc. (a)(d)

40,058

1,630,761

Harris Teeter Supermarkets, Inc. (d)

65,364

3,227,674

Ingles Markets, Inc. Class A

19,385

509,244

Kroger Co.

548,891

22,916,199

Natural Grocers by Vitamin Cottage, Inc. (a)(d)

6,984

256,872

Pizza Inn Holdings, Inc. (a)(d)

9,079

79,804

PriceSmart, Inc. (d)

17,002

2,121,680

Rite Aid Corp. (a)

874,607

5,177,673

Roundy's, Inc.

18,846

164,149

Safeway, Inc.

265,495

9,284,360

 

Shares

Value

Spartan Stores, Inc. (d)

38,681

$ 897,399

Sprouts Farmers Market LLC (d)

22,743

860,595

SUPERVALU, Inc. (a)(d)

203,563

1,312,981

Susser Holdings Corp. (a)(d)

14,504

928,546

Sysco Corp.

634,106

21,324,985

The Pantry, Inc. (a)

24,320

349,965

United Natural Foods, Inc. (a)(d)

58,263

4,011,408

Village Super Market, Inc. Class A

3,352

129,823

Wal-Mart Stores, Inc.

1,725,767

139,804,385

Walgreen Co.

924,575

54,734,840

Weis Markets, Inc. (d)

10,922

557,350

Whole Foods Market, Inc.

400,306

22,657,320

 

447,222,660

Food Products - 1.6%

Alico, Inc.

172

6,705

Annie's, Inc. (a)(d)

13,936

640,359

Archer Daniels Midland Co.

727,236

29,271,249

B&G Foods, Inc. Class A

50,957

1,764,641

Boulder Brands, Inc. (a)(d)

68,009

1,041,218

Bunge Ltd. (d)

158,507

12,699,581

Cal-Maine Foods, Inc.

14,807

813,645

Calavo Growers, Inc.

8,788

270,934

Campbell Soup Co.

184,577

7,148,667

Chiquita Brands International, Inc. (a)

44,016

465,249

Coffee Holding Co., Inc. (d)

3,401

16,903

ConAgra Foods, Inc.

444,087

14,650,430

Darling International, Inc. (a)

125,934

2,610,612

Dean Foods Co. (a)

86,659

1,558,129

Diamond Foods, Inc. (a)(d)

18,346

453,880

Farmer Brothers Co. (a)

3,100

63,240

Flowers Foods, Inc.

181,381

3,941,409

Fresh Del Monte Produce, Inc.

38,697

1,083,903

General Mills, Inc.

696,878

35,143,558

Green Mountain Coffee Roasters, Inc. (d)

135,250

9,113,145

Hain Celestial Group, Inc. (a)(d)

48,894

4,043,045

Hillshire Brands Co.

117,223

3,917,593

Hormel Foods Corp.

148,701

6,694,519

Ingredion, Inc.

84,243

5,826,246

J&J Snack Foods Corp.

14,258

1,225,047

John B. Sanfilippo & Son, Inc.

4,594

117,101

Kellogg Co.

269,482

16,341,388

Kraft Foods Group, Inc.

625,038

33,202,019

Lancaster Colony Corp.

21,006

1,820,380

Lifeway Foods, Inc. (d)

1,247

18,855

Limoneira Co.

3,738

98,496

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

157,258

10,850,802

Mead Johnson Nutrition Co. Class A

221,324

18,704,091

Mondelez International, Inc.

1,883,974

63,169,648

Omega Protein Corp. (a)

32,056

434,359

Pilgrims Pride Corp. (a)(d)

54,584

894,086

Pinnacle Foods, Inc.

28,004

772,630

Post Holdings, Inc. (a)

36,785

1,863,160

Sanderson Farms, Inc. (d)

23,484

1,604,897

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Food Products - continued

Seaboard Corp.

366

$ 1,033,950

Seneca Foods Corp. Class A (a)

7,029

220,219

Snyders-Lance, Inc.

50,907

1,466,631

The Hershey Co.

166,455

16,127,825

The J.M. Smucker Co.

116,444

12,138,123

Tootsie Roll Industries, Inc. (d)

30,414

974,769

TreeHouse Foods, Inc. (a)(d)

37,174

2,607,756

Tyson Foods, Inc. Class A

316,718

10,036,793

WhiteWave Foods Co. (a)

197,524

4,201,335

 

343,163,220

Household Products - 1.8%

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

34,714

271,463

Church & Dwight Co., Inc.

156,776

10,229,634

Clorox Co.

141,939

13,224,457

Colgate-Palmolive Co.

955,996

62,914,097

Energizer Holdings, Inc.

64,471

7,114,375

Harbinger Group, Inc. (a)

26,334

316,008

Kimberly-Clark Corp.

412,027

44,976,867

Oil-Dri Corp. of America

644

25,902

Orchids Paper Products Co.

2,087

68,328

Procter & Gamble Co.

2,887,727

243,204,368

Spectrum Brands Holdings, Inc.

23,337

1,647,125

WD-40 Co.

17,410

1,310,277

 

385,302,901

Personal Products - 0.2%

Avon Products, Inc.

459,715

8,196,718

Coty, Inc. Class A

75,823

1,245,014

Cyanotech Corp. (a)

2,300

11,017

Elizabeth Arden, Inc. (a)(d)

22,677

896,422

Estee Lauder Companies, Inc. Class A

275,773

20,671,944

Herbalife Ltd. (d)

102,302

7,128,403

Inter Parfums, Inc.

14,485

527,254

LifeVantage Corp. (a)

61,077

117,268

Mannatech, Inc. (a)

599

12,879

MediFast, Inc. (a)(d)

10,225

276,995

Nature's Sunshine Products, Inc.

2,859

54,864

Nu Skin Enterprises, Inc. Class A

59,316

7,582,957

Nutraceutical International Corp.

4,799

122,854

Prestige Brands Holdings, Inc. (a)(d)

52,110

1,836,356

Revlon, Inc. (a)

13,966

368,702

Star Scientific, Inc. (a)(d)

176,304

229,195

The Female Health Co.

11,731

107,456

USANA Health Sciences, Inc. (a)(d)

12,622

922,794

 

50,309,092

Tobacco - 1.2%

Alliance One International, Inc. (a)

89,449

276,397

Altria Group, Inc.

2,113,467

78,156,010

Lorillard, Inc.

384,151

19,718,471

Philip Morris International, Inc.

1,725,148

147,569,160

 

Shares

Value

Reynolds American, Inc.

362,408

$ 18,283,484

Universal Corp. (d)

28,408

1,481,761

Vector Group Ltd. (d)

60,093

984,323

 

266,469,606

TOTAL CONSUMER STAPLES

1,872,731,934

ENERGY - 9.3%

Energy Equipment & Services - 2.0%

Atwood Oceanics, Inc. (a)

74,378

3,909,308

Baker Hughes, Inc.

465,318

26,504,513

Basic Energy Services, Inc. (a)(d)

48,473

687,832

Bolt Technology Corp.

7,172

144,803

Bristow Group, Inc.

35,526

2,849,185

C&J Energy Services, Inc. (a)(d)

39,339

932,334

Cal Dive International, Inc. (a)(d)

171,858

317,937

Cameron International Corp. (a)

255,405

14,146,883

Carbo Ceramics, Inc.

21,033

2,587,690

Core Laboratories NV

48,605

8,852,915

Dawson Geophysical Co. (a)

7,871

254,391

Diamond Offshore Drilling, Inc. (d)

67,074

4,027,794

Dresser-Rand Group, Inc. (a)

77,752

4,388,323

Dril-Quip, Inc. (a)

43,391

4,710,527

ENGlobal Corp. (a)

5,637

8,681

Ensco PLC Class A

245,940

14,530,135

Era Group, Inc. (a)

20,388

665,260

Exterran Holdings, Inc. (a)(d)

55,256

1,796,925

FMC Technologies, Inc. (a)(d)

251,234

12,084,355

Forbes Energy Services Ltd. (a)

500

1,840

Forum Energy Technologies, Inc. (a)(d)

55,777

1,506,537

Geospace Technologies Corp. (a)(d)

13,736

1,198,741

Global Geophysical Services, Inc. (a)(d)

29,499

44,838

GreenHunter Energy, Inc. (a)

12,193

16,948

Gulf Island Fabrication, Inc.

15,288

404,520

Gulfmark Offshore, Inc. Class A

20,706

1,022,048

Halliburton Co.

881,360

46,430,045

Helix Energy Solutions Group, Inc. (a)

92,995

2,065,419

Helmerich & Payne, Inc.

111,710

8,601,670

Hercules Offshore, Inc. (a)

189,533

1,211,116

Hornbeck Offshore Services, Inc. (a)(d)

29,524

1,494,800

ION Geophysical Corp. (a)(d)

97,381

375,891

Key Energy Services, Inc. (a)

163,573

1,282,412

Matrix Service Co. (a)

25,723

571,051

McDermott International, Inc. (a)(d)

226,474

1,845,763

Mitcham Industries, Inc. (a)(d)

23,287

407,523

Nabors Industries Ltd.

317,540

5,255,287

National Oilwell Varco, Inc.

448,969

36,590,974

Natural Gas Services Group, Inc. (a)

21,602

640,715

Newpark Resources, Inc. (a)

85,435

1,030,346

Noble Corp.

259,833

9,904,834

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

160,342

275,788

Oceaneering International, Inc.

112,956

8,719,074

Common Stocks - continued

Shares

Value

ENERGY - continued

Energy Equipment & Services - continued

Oil States International, Inc. (a)

56,000

$ 5,731,600

Parker Drilling Co. (a)

145,338

1,152,530

Patterson-UTI Energy, Inc.

161,131

3,755,964

PHI, Inc. (non-vtg.) (a)

18,377

780,471

Pioneer Energy Services Corp. (a)

82,168

593,253

RigNet, Inc. (a)

15,376

653,172

Rowan Companies PLC (a)

158,021

5,470,687

RPC, Inc. (d)

65,463

1,156,731

Schlumberger Ltd.

1,411,560

124,810,135

SEACOR Holdings, Inc. (d)

20,388

1,897,103

Superior Energy Services, Inc. (a)

184,941

4,712,297

Tesco Corp. (a)

36,928

660,273

TETRA Technologies, Inc. (a)(d)

84,417

1,041,706

TGC Industries, Inc.

15,685

112,932

Tidewater, Inc.

61,246

3,493,472

Transocean Ltd. (United States)

360,109

18,142,291

Unit Corp. (a)

41,417

1,994,643

Vantage Drilling Co. (a)(d)

139,486

260,839

Weatherford International Ltd. (a)

824,166

12,906,440

Willbros Group, Inc. (a)

69,552

609,971

 

424,234,481

Oil, Gas & Consumable Fuels - 7.3%

Abraxas Petroleum Corp. (a)(d)

126,005

453,618

Adams Resources & Energy, Inc.

1,804

103,225

Alon U.S.A. Energy, Inc.

9,432

130,162

Alpha Natural Resources, Inc. (a)(d)

236,910

1,582,559

Amyris, Inc. (a)(d)

41,172

114,458

Anadarko Petroleum Corp.

533,823

47,414,159

Apache Corp.

435,175

39,814,161

APCO Oil and Gas International, Inc. (a)

12,221

192,236

Approach Resources, Inc. (a)(d)

29,242

619,638

Arch Coal, Inc. (d)

201,141

820,655

Ardmore Shipping Corp.

12,187

155,872

Athlon Energy, Inc.

19,057

621,639

Barnwell Industries, Inc. (a)

2,847

9,196

Berry Petroleum Co. Class A

63,620

3,201,358

Bill Barrett Corp. (a)(d)

44,527

1,197,331

BioFuel Energy Corp. (a)

979

1,899

Bonanza Creek Energy, Inc. (a)(d)

35,010

1,605,909

BPZ Energy, Inc. (a)(d)

134,116

281,644

Cabot Oil & Gas Corp.

442,363

15,239,405

Callon Petroleum Co. (a)

41,561

276,381

Carrizo Oil & Gas, Inc. (a)(d)

43,717

1,767,915

Ceres, Inc. (a)(d)

15,962

25,858

Cheniere Energy, Inc. (a)

242,824

9,613,402

Chesapeake Energy Corp.

532,640

14,312,037

Chevron Corp.

2,052,827

251,348,138

Cimarex Energy Co.

91,514

8,655,394

Clayton Williams Energy, Inc. (a)(d)

7,754

561,390

Clean Energy Fuels Corp. (a)(d)

67,120

838,329

Cloud Peak Energy, Inc. (a)

54,586

902,852

 

Shares

Value

Cobalt International Energy, Inc. (a)

309,752

$ 6,885,787

Comstock Resources, Inc.

40,820

691,083

Concho Resources, Inc. (a)(d)

112,961

11,740,037

ConocoPhillips Co.

1,309,736

95,348,781

CONSOL Energy, Inc.

240,586

8,560,050

Contango Oil & Gas Co.

17,251

812,695

Continental Resources, Inc. (a)(d)

57,407

6,171,827

Crosstex Energy, Inc.

45,920

1,492,400

CVR Energy, Inc. (d)

13,732

542,139

Delek U.S. Holdings, Inc.

36,764

1,112,479

Denbury Resources, Inc. (a)

405,461

6,763,089

Devon Energy Corp.

398,065

24,130,700

DHT Holdings, Inc.

9,321

51,918

Diamondback Energy, Inc. (a)(d)

39,731

1,976,220

Double Eagle Petroleum Co. (a)

1,282

2,897

Emerald Oil, Inc. (a)

39,389

285,964

Endeavour International Corp. (a)(d)

50,764

245,698

Energen Corp.

73,288

5,289,195

Energy XXI (Bermuda) Ltd.

78,336

2,127,606

EOG Resources, Inc.

288,188

47,551,020

EPL Oil & Gas, Inc. (a)

30,399

870,931

EQT Corp.

154,414

13,142,176

Evolution Petroleum Corp.

6,950

85,902

EXCO Resources, Inc. (d)

135,289

715,679

Exxon Mobil Corp.

4,678,208

437,318,884

Forest Oil Corp. (a)

106,451

470,513

FX Energy, Inc. (a)(d)

98,760

337,759

Gasco Energy, Inc. (a)

44

0

Gastar Exploration, Inc. (a)

74,542

439,052

Gevo, Inc. (a)(d)

47,917

85,292

Goodrich Petroleum Corp. (a)(d)

33,339

641,442

Green Plains Renewable Energy, Inc.

14,190

245,203

Gulfport Energy Corp. (a)

88,997

5,200,095

Halcon Resources Corp. (a)(d)

265,422

1,064,342

Harvest Natural Resources, Inc. (a)(d)

51,649

197,299

Hess Corp.

306,068

24,831,297

HollyFrontier Corp.

211,203

10,133,520

Houston American Energy Corp. (a)

36,485

10,592

Hyperdynamics Corp. (a)(d)

33,521

106,932

Isramco, Inc. (a)

123

15,498

James River Coal Co. (a)(d)

58,608

83,809

Jones Energy, Inc.

15,152

218,946

Kinder Morgan Holding Co. LLC

740,402

26,313,887

KiOR, Inc. Class A (a)

22,105

52,168

Kodiak Oil & Gas Corp. (a)

306,801

3,479,123

Kosmos Energy Ltd. (a)

171,095

1,781,099

Laredo Petroleum Holdings, Inc. (a)(d)

61,390

1,656,916

Lucas Energy, Inc. (a)(d)

9,400

9,306

Magellan Petroleum Corp. (a)

35,895

36,613

Magnum Hunter Resources Corp. (a)(d)

156,521

1,133,212

Magnum Hunter Resources Corp. warrants 4/16/16 (a)

15,652

1,490

Marathon Oil Corp.

746,772

26,913,663

Marathon Petroleum Corp.

340,544

28,176,611

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

Matador Resources Co. (a)(d)

76,387

$ 1,664,473

Midstates Petroleum Co., Inc. (a)(d)

32,166

193,318

Miller Energy Resources, Inc. (a)(d)

32,422

270,399

Murphy Oil Corp.

192,672

12,510,193

Newfield Exploration Co. (a)

142,463

4,003,210

Noble Energy, Inc.

401,847

28,225,733

Northern Oil & Gas, Inc. (a)(d)

93,777

1,495,743

Oasis Petroleum, Inc. (a)(d)

87,147

4,020,091

Occidental Petroleum Corp.

870,862

82,697,056

Pacific Ethanol, Inc. (a)(d)

20,096

75,561

Panhandle Royalty Co. Class A

6,335

209,689

PBF Energy, Inc. Class A (d)

39,017

1,125,640

PDC Energy, Inc. (a)(d)

36,259

2,136,018

Peabody Energy Corp.

287,212

5,227,258

Penn Virginia Corp. (a)

74,899

803,666

Petroquest Energy, Inc. (a)(d)

70,948

290,887

Phillips 66 Co.

649,069

45,181,693

Pioneer Natural Resources Co.

146,445

26,030,599

QEP Resources, Inc.

196,867

6,303,681

Quicksilver Resources, Inc. (a)(d)

168,400

491,728

Range Resources Corp.

176,309

13,690,394

Recovery Energy, Inc. (a)

8,026

17,657

Renewable Energy Group, Inc. (a)

19,507

221,795

Rentech, Inc. (d)

218,177

394,900

Resolute Energy Corp. (a)(d)

59,120

532,671

Rex American Resources Corp. (a)

4,837

158,363

Rex Energy Corp. (a)(d)

32,188

617,366

Rosetta Resources, Inc. (a)(d)

66,417

3,358,708

Royale Energy, Inc. (a)(d)

36,496

95,255

Sanchez Energy Corp. (a)(d)

43,626

1,119,879

SandRidge Energy, Inc. (a)(d)

334,445

1,869,548

Saratoga Resources, Inc. (a)

16,554

22,845

SemGroup Corp. Class A

56,834

3,488,471

SM Energy Co.

72,684

6,406,368

Solazyme, Inc. (a)(d)

40,113

359,412

Southwestern Energy Co. (a)

362,051

13,996,892

Spectra Energy Corp.

704,403

23,632,721

Stone Energy Corp. (a)(d)

67,092

2,219,403

Swift Energy Co. (a)(d)

41,382

550,794

Synergy Resources Corp. (a)

41,665

393,318

Syntroleum Corp. (a)

15,037

51,878

Targa Resources Corp.

33,055

2,680,430

Teekay Corp.

46,397

2,053,067

Tengasco, Inc. (a)

12,601

5,670

Tesoro Corp.

140,372

8,230,010

The Williams Companies, Inc.

714,188

25,153,701

Triangle Petroleum Corp. (a)(d)

83,126

882,798

U.S. Energy Corp. (a)

13,579

43,724

Ultra Petroleum Corp. (a)(d)

148,757

3,045,056

Uranium Energy Corp. (a)(d)

86,698

168,194

Uranium Resources, Inc. (a)(d)

26,282

86,993

 

Shares

Value

USEC, Inc. (a)(d)

3,322

$ 31,459

VAALCO Energy, Inc. (a)(d)

68,248

412,900

Valero Energy Corp.

573,954

26,241,177

W&T Offshore, Inc.

37,319

641,887

Warren Resources, Inc. (a)

48,923

159,000

Western Refining, Inc. (d)

53,248

2,080,399

Westmoreland Coal Co. (a)

10,233

153,086

Whiting Petroleum Corp. (a)

124,019

7,490,748

World Fuel Services Corp.

89,666

3,443,174

WPX Energy, Inc. (a)(d)

208,274

3,871,814

ZaZa Energy Corp. (a)(d)

19,430

20,596

Zion Oil & Gas, Inc. (a)(d)

27,782

42,506

 

1,592,505,319

TOTAL ENERGY

2,016,739,800

FINANCIALS - 17.1%

Capital Markets - 2.1%

Affiliated Managers Group, Inc. (a)

57,328

11,479,932

Ameriprise Financial, Inc.

216,081

23,390,768

Arlington Asset Investment Corp. (d)

13,562

362,241

Artisan Partners Asset Management, Inc.

18,533

1,143,857

Bank of New York Mellon Corp.

1,248,213

42,064,778

BGC Partners, Inc. Class A

92,324

544,712

BlackRock, Inc. Class A

136,381

41,289,348

Calamos Asset Management, Inc.
Class A

22,184

246,021

Charles Schwab Corp.

1,256,291

30,754,004

CIFI Corp.

3,896

31,051

Cohen & Steers, Inc.

17,375

696,911

Cowen Group, Inc. Class A (a)

80,174

323,903

Diamond Hill Investment Group, Inc.

1,102

136,924

E*TRADE Financial Corp. (a)

291,362

5,221,207

Eaton Vance Corp. (non-vtg.) (d)

113,888

4,761,657

Evercore Partners, Inc. Class A

27,513

1,509,088

FBR & Co. (a)

11,471

322,450

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

108,341

2,956,626

Financial Engines, Inc.

56,540

3,830,585

Franklin Resources, Inc.

432,327

23,946,593

FXCM, Inc. Class A (d)

51,378

855,957

GAMCO Investors, Inc. Class A

6,083

512,189

GFI Group, Inc.

69,449

262,517

Gleacher & Co., Inc. (a)

1,808

19,906

Goldman Sachs Group, Inc.

440,918

74,488,687

Greenhill & Co., Inc.

23,725

1,297,995

Hannon Armstrong Sustainable Infrastructure Capital, Inc.

14,671

181,920

HFF, Inc.

24,812

635,683

ICG Group, Inc. (a)

32,808

563,970

Institutional Financial Markets, Inc.

6,881

17,891

INTL FCStone, Inc. (a)(d)

15,053

312,952

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Capital Markets - continued

Invesco Ltd.

465,754

$ 16,231,527

Investment Technology Group, Inc. (a)

55,680

1,090,771

Janus Capital Group, Inc. (d)

187,399

2,038,901

JMP Group, Inc.

11,989

78,648

KCG Holdings, Inc. Class A

89,739

1,072,381

Ladenburg Thalmann Financial Services, Inc. (a)

42,620

127,434

Legg Mason, Inc.

149,276

5,838,184

LPL Financial

82,901

3,553,966

Manning & Napier, Inc. Class A

3,941

72,002

Medallion Financial Corp.

4,309

76,442

Morgan Stanley

1,459,638

45,686,669

Northern Trust Corp.

250,938

14,802,833

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

6,844

158,986

Piper Jaffray Companies (a)(d)

20,940

796,139

Pzena Investment Management, Inc.

4,972

46,787

Raymond James Financial, Inc.

163,719

7,887,981

Safeguard Scientifics, Inc. (a)(d)

26,745

498,794

SEI Investments Co.

167,937

5,639,324

Silvercrest Asset Management Group Class A

6,008

95,527

State Street Corp.

473,928

34,411,912

Stifel Financial Corp. (a)(d)

59,345

2,656,876

SWS Group, Inc. (a)

24,189

156,261

T. Rowe Price Group, Inc.

284,118

22,860,134

TD Ameritrade Holding Corp.

252,724

7,273,397

Teton Advisors, Inc. (a)

106

3,074

U.S. Global Investments, Inc. Class A

7,637

19,016

Virtus Investment Partners, Inc. (a)

8,765

1,821,367

Waddell & Reed Financial, Inc. Class A

84,679

5,396,593

Walter Investment Management Corp. (a)(d)

38,853

1,481,465

Westwood Holdings Group, Inc.

3,640

208,499

WisdomTree Investments, Inc. (a)(d)

96,770

1,482,516

 

457,726,729

Commercial Banks - 3.2%

1st Source Corp.

8,597

274,674

1st United Bancorp, Inc.

20,464

166,782

Access National Corp.

1,270

20,015

ACNB Corp. (d)

3,789

68,088

American National Bankshares, Inc.

2,748

71,338

Ameris Bancorp (a)

34,183

699,726

Ames National Corp.

1,209

27,686

Arrow Financial Corp.

15,818

442,904

Associated Banc-Corp.

184,412

3,179,263

BancFirst Corp.

10,611

591,351

Bancorp, Inc., Delaware (a)

28,595

523,289

BancorpSouth, Inc.

84,413

2,018,315

Bank of Hawaii Corp.

64,151

3,794,532

Bank of Kentucky Financial Corp.

1,699

57,477

 

Shares

Value

Bank of Marin Bancorp

2,794

$ 128,496

Bank of the Ozarks, Inc. (d)

37,486

2,104,839

BankUnited, Inc.

78,332

2,528,557

Banner Bank

13,068

567,935

Bar Harbor Bankshares

2,686

106,097

BB&T Corp.

783,604

27,222,403

BBCN Bancorp, Inc.

78,753

1,314,388

BCB Bancorp, Inc.

2,814

36,751

BNC Bancorp

11,700

178,191

BOK Financial Corp.

42,858

2,712,911

Boston Private Financial Holdings, Inc.

63,942

760,590

Bridge Bancorp, Inc.

540

13,441

Bridge Capital Holdings (a)

1,107

21,144

Bryn Mawr Bank Corp.

9,420

285,238

BSB Bancorp, Inc. (a)

6,958

100,195

C & F Financial Corp.

1,992

107,070

Camden National Corp.

1,850

80,549

Capital Bank Financial Corp. Series A (a)

112,359

2,622,459

Capital City Bank Group, Inc. (a)(d)

7,146

85,466

CapitalSource, Inc.

244,954

3,444,053

Cardinal Financial Corp.

22,155

392,808

Cascade Bancorp (a)(d)

4,186

21,265

Cathay General Bancorp

74,072

2,046,609

Center Bancorp, Inc.

6,904

113,433

Centerstate Banks of Florida, Inc.

6,387

67,447

Central Pacific Financial Corp.

26,089

518,649

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

686

24,085

Chemical Financial Corp.

26,904

861,466

CIT Group, Inc.

216,513

10,929,576

Citizens & Northern Corp.

8,777

181,508

City Holding Co.

22,173

1,091,133

City National Corp.

58,166

4,441,556

CNB Financial Corp., Pennsylvania

7,083

141,660

CoBiz, Inc.

39,972

473,668

Columbia Banking Systems, Inc.

46,707

1,294,718

Comerica, Inc.

197,578

8,960,162

Commerce Bancshares, Inc.

93,060

4,198,867

Community Bank System, Inc.

42,661

1,657,806

Community Trust Bancorp, Inc.

13,652

624,306

CommunityOne Bancorp (a)

6,555

77,939

CU Bancorp (a)

6,814

120,608

Cullen/Frost Bankers, Inc.

71,142

5,109,418

CVB Financial Corp.

84,778

1,368,317

Eagle Bancorp, Inc., Maryland (d)

17,813

580,882

East West Bancorp, Inc.

172,545

5,914,843

Eastern Virginia Bankshares, Inc. (a)

969

6,483

Enterprise Bancorp, Inc.

803

16,429

Enterprise Financial Services Corp.

12,168

238,006

Farmers National Banc Corp.

14,652

92,161

Fidelity Southern Corp.

3,426

61,223

Fifth Third Bancorp

1,010,370

20,530,718

Financial Institutions, Inc.

12,700

326,390

First Bancorp, North Carolina

9,193

157,016

First Bancorp, Puerto Rico (a)

99,750

636,405

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

First Busey Corp. (d)

50,381

$ 302,286

First Citizen Bancshares, Inc.

7,791

1,750,248

First Commonwealth Financial Corp.

101,457

949,638

First Community Bancshares, Inc.

8,561

149,218

First Connecticut Bancorp, Inc.

11,897

202,130

First Financial Bancorp, Ohio

59,723

987,221

First Financial Bankshares, Inc. (d)

43,848

2,910,630

First Financial Corp., Indiana

8,837

324,406

First Financial Holdings, Inc.

25,186

1,659,002

First Financial Service Corp. (a)

2,521

11,975

First Horizon National Corp.

287,965

3,228,088

First Interstate Bancsystem, Inc.

19,621

549,388

First Merchants Corp.

25,459

539,476

First Midwest Bancorp, Inc., Delaware

83,782

1,538,238

First Niagara Financial Group, Inc.

347,243

3,868,287

First of Long Island Corp.

1,768

75,405

First Republic Bank

143,479

7,331,777

First United Corp. (a)

3,018

23,450

FirstMerit Corp.

204,257

4,689,741

Flushing Financial Corp.

47,044

1,016,621

FNB Corp., Pennsylvania

179,748

2,284,597

Fulton Financial Corp.

224,854

2,938,842

German American Bancorp, Inc.

4,623

138,181

Glacier Bancorp, Inc.

75,176

2,252,273

Great Southern Bancorp, Inc.

6,815

202,337

Guaranty Bancorp

16,534

254,954

Hampton Roads Bankshares, Inc. (a)

89,921

144,773

Hancock Holding Co.

90,544

3,187,149

Hanmi Financial Corp.

26,311

540,954

Hawthorn Bancshares, Inc.

1,496

20,016

Heartland Financial U.S.A., Inc.

8,878

264,653

Heritage Commerce Corp.

14,712

121,521

Heritage Financial Corp., Washington

12,768

219,610

Heritage Oaks Bancorp (a)

3,340

26,687

Home Bancshares, Inc. (d)

50,202

1,815,304

Home Federal Bancorp, Inc.

9,753

149,026

HomeTrust Bancshares, Inc. (a)(d)

20,129

332,531

Horizon Bancorp Industries

706

16,605

Hudson Valley Holding Corp.

14,551

304,989

Huntington Bancshares, Inc.

933,913

8,573,321

IBERIABANK Corp.

35,645

2,234,942

Independent Bank Corp. (a)

17,111

203,279

Independent Bank Corp., Massachusetts (d)

25,945

990,321

Independent Bank Group, Inc.

2,957

141,581

International Bancshares Corp.

64,813

1,690,971

Intervest Bancshares Corp. Class A (a)

6,160

45,830

Investors Bancorp, Inc.

61,284

1,475,106

KeyCorp

1,026,604

13,089,201

Lakeland Bancorp, Inc.

23,579

297,331

Lakeland Financial Corp. (d)

13,545

519,451

 

Shares

Value

M&T Bank Corp.

145,574

$ 16,793,417

Macatawa Bank Corp. (a)(d)

22,839

117,164

MainSource Financial Group, Inc.

13,271

238,613

MB Financial, Inc. (d)

59,673

1,945,937

MBT Financial Corp. (a)

1,548

5,851

Merchants Bancshares, Inc.

5,246

166,298

Metro Bancorp, Inc. (a)

11,557

258,877

Metrocorp Bancshares, Inc.

6,201

88,860

Midsouth Bancorp, Inc.

5,240

93,324

National Bank Holdings Corp.

141,292

2,992,565

National Bankshares, Inc.

5,803

220,398

National Penn Bancshares, Inc.

120,787

1,363,685

NBT Bancorp, Inc.

48,823

1,265,980

NewBridge Bancorp (a)

10,719

80,285

North Valley Bancorp (a)

849

16,292

Northrim Bancorp, Inc.

2,935

77,044

OFG Bancorp (d)

40,168

690,890

Old National Bancorp, Indiana

98,018

1,524,180

Old Second Bancorp, Inc. (a)(d)

18,605

83,909

OmniAmerican Bancorp, Inc. (a)

6,877

151,500

Orrstown Financial Services, Inc. (a)

5,669

93,312

Pacific Continental Corp.

3,048

44,013

Pacific Mercantile Bancorp (a)

10,321

63,577

Pacific Premier Bancorp, Inc. (a)

35

509

PacWest Bancorp (d)

35,627

1,465,695

Park National Corp. (d)

14,135

1,193,559

Park Sterling Corp.

28,617

202,895

Penns Woods Bancorp, Inc.

3,854

200,177

Peoples Bancorp, Inc.

3,334

79,883

Peoples Financial Corp., Mississippi

2,667

33,631

Pinnacle Financial Partners, Inc.

30,086

979,299

PNC Financial Services Group, Inc.

583,380

44,891,091

Popular, Inc. (a)

112,654

3,219,651

Preferred Bank, Los Angeles (a)

1,131

23,005

Premier Financial Bancorp, Inc.

115

1,628

PrivateBancorp, Inc.

92,031

2,552,020

Prosperity Bancshares, Inc.

66,890

4,289,656

Regions Financial Corp.

1,557,375

15,153,259

Renasant Corp. (d)

23,910

736,428

Republic Bancorp, Inc., Kentucky Class A (d)

18,205

451,848

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

2,700

3,915

S&T Bancorp, Inc.

32,238

848,182

S.Y. Bancorp, Inc.

6,551

221,227

Sandy Spring Bancorp, Inc.

13,803

402,772

Seacoast Banking Corp., Florida (a)

115,451

260,919

Shore Bancshares, Inc. (a)

2,958

26,918

Sierra Bancorp

3,618

64,039

Signature Bank (a)(d)

49,532

5,262,775

Simmons First National Corp. Class A

10,951

387,227

Southside Bancshares, Inc.

13,372

381,904

Southwest Bancorp, Inc., Oklahoma (a)

15,446

265,208

State Bank Financial Corp.

26,469

465,325

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

StellarOne Corp.

22,952

$ 578,849

Sterling Bancorp

79,121

1,039,650

Sterling Financial Corp.

40,387

1,318,636

Suffolk Bancorp (a)

15,697

319,905

Sun Bancorp, Inc., New Jersey (a)

48,802

179,103

SunTrust Banks, Inc.

625,274

22,653,677

Susquehanna Bancshares, Inc.

215,524

2,713,447

SVB Financial Group (a)(d)

57,220

5,792,953

Synovus Financial Corp.

1,042,950

3,639,896

Taylor Capital Group, Inc. (a)(d)

9,976

248,502

TCF Financial Corp.

168,588

2,641,774

Texas Capital Bancshares, Inc. (a)(d)

44,486

2,498,779

The First Bancorp, Inc.

2,896

51,983

Tompkins Financial Corp.

8,812

441,481

TowneBank (d)

18,594

282,629

Trico Bancshares

12,062

332,791

Trustmark Corp.

94,171

2,641,497

U.S. Bancorp

1,955,236

76,684,356

UMB Financial Corp.

45,063

2,889,440

Umpqua Holdings Corp. (d)

115,463

2,125,674

Union First Market Bankshares Corp.

16,413

423,620

United Bankshares, Inc., West Virginia

54,720

1,775,664

United Community Banks, Inc., Georgia (a)

43,617

800,372

Univest Corp. of Pennsylvania

10,023

210,082

Valley National Bancorp (d)

229,522

2,329,648

ViewPoint Financial Group

32,901

835,027

Virginia Commerce Bancorp, Inc. (a)

37,552

657,160

Washington Banking Co., Oak Harbor

5,615

100,733

Washington Trust Bancorp, Inc.

15,489

567,827

Webster Financial Corp.

85,199

2,511,667

Wells Fargo & Co.

5,126,086

225,650,306

WesBanco, Inc.

28,002

882,063

West Bancorp., Inc.

1,202

19,376

Westamerica Bancorp. (d)

28,148

1,558,836

Westbury Bancorp, Inc.

4,860

69,935

Western Alliance Bancorp. (a)

80,481

1,868,769

Wilshire Bancorp, Inc.

52,255

552,335

Wintrust Financial Corp. (d)

46,573

2,112,551

Zions Bancorporation

204,129

5,987,104

 

696,646,047

Consumer Finance - 0.8%

American Express Co.

994,202

85,302,532

Asta Funding, Inc.

4,468

38,067

Atlanticus Holdings Corp. (a)

35,598

131,713

Capital One Financial Corp.

621,290

44,503,003

Cash America International, Inc.

29,387

1,105,245

Consumer Portfolio Services, Inc. (a)(d)

11,930

87,924

Credit Acceptance Corp. (a)

10,713

1,383,584

DFC Global Corp. (a)(d)

43,285

433,283

Discover Financial Services

521,247

27,782,465

 

Shares

Value

Encore Capital Group, Inc. (a)(d)

29,815

$ 1,421,877

EZCORP, Inc. (non-vtg.) Class A (a)

64,428

752,519

First Cash Financial Services, Inc. (a)(d)

28,920

1,838,734

First Marblehead Corp. (a)(d)

51,880

42,542

Green Dot Corp. Class A (a)

44,284

1,073,887

Imperial Holdings, Inc. (a)

16,708

106,597

Nelnet, Inc. Class A

22,213

999,585

Portfolio Recovery Associates, Inc. (a)(d)

50,604

2,955,274

SLM Corp.

493,468

13,150,922

World Acceptance Corp. (a)(d)

15,268

1,409,542

 

184,519,295

Diversified Financial Services - 4.3%

Bank of America Corp.

11,374,422

179,943,356

Berkshire Hathaway, Inc. Class B (a)

1,912,319

222,842,533

CBOE Holdings, Inc.

86,224

4,507,791

Citigroup, Inc.

3,226,164

170,728,599

CME Group, Inc.

337,159

27,630,180

Gain Capital Holdings, Inc.

15,735

143,189

ING U.S., Inc.

114,720

4,008,317

Interactive Brokers Group, Inc.

43,141

1,046,169

IntercontinentalExchange Group, Inc.

123,779

26,400,823

JPMorgan Chase & Co.

4,002,292

229,011,148

Leucadia National Corp.

327,481

9,385,605

Life Partners Holdings, Inc.

18,668

34,536

MarketAxess Holdings, Inc.

38,326

2,697,001

Marlin Business Services Corp.

13,319

330,977

McGraw-Hill Companies, Inc.

303,994

22,647,553

MicroFinancial, Inc.

86

765

Moody's Corp.

212,214

15,837,531

MSCI, Inc. Class A (a)

147,156

6,532,255

NewStar Financial, Inc. (a)

27,065

473,638

PHH Corp. (a)

52,077

1,251,931

PICO Holdings, Inc. (a)

22,896

554,770

Resource America, Inc. Class A

2,362

22,226

The NASDAQ Stock Market, Inc.

124,702

4,899,542

Vector Capital Corp. rights (a)

4,280

0

 

930,930,435

Insurance - 3.3%

ACE Ltd.

365,737

37,590,449

AFLAC, Inc.

487,016

32,323,252

Alleghany Corp. (a)

18,948

7,467,407

Allied World Assurance Co. Holdings Ltd.

33,827

3,810,612

Allstate Corp.

503,599

27,330,318

AMBAC Financial Group, Inc. (a)

43,974

1,039,985

American Equity Investment Life Holding Co.

51,311

1,216,584

American Financial Group, Inc.

76,865

4,432,036

American International Group, Inc.

1,565,713

77,894,222

American National Insurance Co.

11,975

1,383,711

Amerisafe, Inc.

28,834

1,265,236

Amtrust Financial Services, Inc. (d)

28,802

1,204,212

Aon PLC

326,253

26,635,295

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Insurance - continued

Arch Capital Group Ltd. (a)(d)

141,774

$ 8,340,564

Argo Group International Holdings, Ltd.

32,771

1,549,741

Arthur J. Gallagher & Co.

138,329

6,437,832

Aspen Insurance Holdings Ltd.

68,795

2,780,694

Assurant, Inc.

95,115

6,176,768

Assured Guaranty Ltd.

183,926

4,318,582

Axis Capital Holdings Ltd.

106,761

5,245,168

Baldwin & Lyons, Inc. Class B

5,084

141,945

Brown & Brown, Inc.

116,705

3,690,212

Cincinnati Financial Corp.

161,273

8,452,318

Citizens, Inc. Class A (a)(d)

31,937

281,365

CNA Financial Corp.

51,802

2,150,819

CNO Financial Group, Inc.

209,253

3,540,561

Crawford & Co. Class B

10,464

108,198

Donegal Group, Inc. Class A

4,528

73,082

Eastern Insurance Holdings, Inc.

901

22,065

eHealth, Inc. (a)(d)

26,343

1,193,601

EMC Insurance Group

5,816

181,343

Employers Holdings, Inc.

36,335

1,185,974

Endurance Specialty Holdings Ltd.

45,122

2,567,442

Enstar Group Ltd. (a)

9,122

1,270,786

Erie Indemnity Co. Class A

26,259

1,916,644

Everest Re Group Ltd.

51,436

8,066,708

FBL Financial Group, Inc. Class A

12,986

596,187

Federated National Holding Co.

1,278

17,279

Fidelity National Financial, Inc. Class A (d)

256,228

7,448,548

First Acceptance Corp. (a)

4,055

7,461

First American Financial Corp.

131,076

3,468,271

Fortegra Financial Corp. (a)

10,670

78,104

Genworth Financial, Inc. Class A (a)

495,972

7,494,137

Global Indemnity PLC (a)

13,709

365,208

Greenlight Capital Re, Ltd. (a)

23,762

808,146

Hallmark Financial Services, Inc. (a)

10,337

98,202

Hanover Insurance Group, Inc.

48,173

2,905,314

Hartford Financial Services Group, Inc.

470,637

16,768,796

HCC Insurance Holdings, Inc.

103,933

4,778,839

HCI Group, Inc. (d)

9,511

473,553

Health Insurance Innovations

4,900

58,702

Hilltop Holdings, Inc. (a)

68,910

1,633,856

Horace Mann Educators Corp.

37,921

1,164,933

Independence Holding Co.

16,014

225,958

Infinity Property & Casualty Corp.

13,372

954,092

Investors Title Co.

1,086

85,794

Kansas City Life Insurance Co.

2,863

143,007

Kemper Corp.

58,114

2,180,437

Lincoln National Corp.

277,552

14,246,744

Loews Corp.

340,704

16,132,334

Maiden Holdings Ltd.

73,970

936,460

Markel Corp. (a)

14,669

8,174,740

Marsh & McLennan Companies, Inc.

595,014

28,233,414

 

Shares

Value

MBIA, Inc. (a)(d)

133,617

$ 1,722,323

Meadowbrook Insurance Group, Inc. (d)

46,791

345,785

Mercury General Corp.

38,383

1,845,071

MetLife, Inc.

1,186,090

61,902,037

Montpelier Re Holdings Ltd.

62,043

1,802,970

National Interstate Corp.

9,042

259,867

National Western Life Insurance Co. Class A

2,078

444,526

Navigators Group, Inc. (a)

15,156

1,013,027

Old Republic International Corp.

232,173

3,993,376

OneBeacon Insurance Group Ltd.

20,572

327,095

PartnerRe Ltd.

64,815

6,669,464

Phoenix Companies, Inc. (a)(d)

3,067

177,549

Platinum Underwriters Holdings Ltd.

32,909

2,086,431

Primerica, Inc.

51,420

2,212,603

Principal Financial Group, Inc.

298,650

15,120,650

ProAssurance Corp.

59,114

2,842,201

Progressive Corp.

598,738

16,722,752

Protective Life Corp.

78,222

3,753,092

Prudential Financial, Inc.

494,085

43,854,985

Reinsurance Group of America, Inc.

80,713

6,051,861

RenaissanceRe Holdings Ltd.

41,813

3,959,691

RLI Corp.

17,063

1,721,486

Safety Insurance Group, Inc.

14,899

836,579

Selective Insurance Group, Inc.

50,266

1,416,999

StanCorp Financial Group, Inc.

52,960

3,395,266

State Auto Financial Corp.

6,222

140,493

Stewart Information Services Corp.

21,434

682,887

Symetra Financial Corp.

109,204

2,093,441

The Chubb Corp.

278,385

26,850,233

The Travelers Companies, Inc.

391,780

35,550,117

Torchmark Corp.

96,240

7,314,240

Tower Group International Ltd. (d)

63,927

265,936

United Fire Group, Inc.

20,054

596,607

Universal Insurance Holdings, Inc.

22,997

285,163

Unum Group

290,729

9,759,773

Validus Holdings Ltd.

125,147

5,012,137

W.R. Berkley Corp.

118,696

5,197,698

White Mountains Insurance Group Ltd.

6,431

3,876,800

Willis Group Holdings PLC

177,739

7,959,152

XL Group PLC Class A

291,212

9,315,872

 

712,142,482

Real Estate Investment Trusts - 3.0%

Acadia Realty Trust (SBI) (d)

57,067

1,482,030

AG Mortgage Investment Trust, Inc. (d)

18,957

300,279

Agree Realty Corp.

17,794

521,364

Alexanders, Inc.

2,701

870,370

Alexandria Real Estate Equities, Inc.

78,887

4,990,392

American Assets Trust, Inc.

30,756

959,280

American Campus Communities, Inc.

100,126

3,247,086

American Capital Agency Corp. (d)

420,086

8,561,353

American Capital Mortgage Investment Corp.

52,567

992,991

American Homes 4 Rent Class A

54,707

897,195

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

American Realty Capital Properties, Inc. (d)

184,113

$ 2,413,721

American Residential Properties, Inc. (a)

15,232

267,474

American Tower Corp.

418,667

32,559,733

AmREIT, Inc. Class B

18,007

313,502

Annaly Capital Management, Inc. (d)

1,015,099

10,313,406

Anworth Mortgage Asset Corp.

251,516

1,119,246

Apartment Investment & Management Co. Class A

137,319

3,448,080

Apollo Commercial Real Estate Finance, Inc.

34,660

576,396

Apollo Residential Mortgage, Inc.

29,321

443,334

Arbor Realty Trust, Inc.

31,767

210,615

Ares Commercial Real Estate Corp.

19,618

257,388

Armada Hoffler Properties, Inc.

18,404

188,457

Armour Residential REIT, Inc.

350,513

1,370,506

Ashford Hospitality Prime, Inc. (a)

13,979

286,010

Ashford Hospitality Trust, Inc.

69,895

573,838

Associated Estates Realty Corp.

60,888

968,728

AvalonBay Communities, Inc.

127,816

15,153,865

Aviv REIT, Inc. (d)

12,625

324,463

BioMed Realty Trust, Inc.

232,867

4,326,669

Blackstone Mortgage Trust, Inc. (d)

31,861

823,288

Boston Properties, Inc.

164,124

16,328,697

Brandywine Realty Trust (SBI) (d)

145,339

1,930,102

BRE Properties, Inc.

81,504

4,175,450

BRT Realty Trust (a)

5,568

39,588

Camden Property Trust (SBI)

88,862

5,146,887

Campus Crest Communities, Inc. (d)

55,980

557,001

Capstead Mortgage Corp. (d)

97,016

1,167,102

CBL & Associates Properties, Inc. (d)

198,768

3,589,750

Cedar Shopping Centers, Inc.

59,877

347,287

Chambers Street Properties (d)

312,279

2,582,547

Chatham Lodging Trust

26,521

546,067

Chesapeake Lodging Trust (d)

44,367

1,059,040

Chimera Investment Corp.

1,225,514

3,615,266

Cole Real Estate Invts, Inc.

418,495

5,988,663

Colony Financial, Inc.

80,404

1,625,769

CommonWealth REIT

127,873

3,052,329

Coresite Realty Corp. (d)

24,333

787,416

Corporate Office Properties Trust (SBI)

80,940

1,799,296

Corrections Corp. of America

120,697

4,025,245

Cousins Properties, Inc.

234,370

2,510,103

CubeSmart

141,018

2,287,312

CyrusOne, Inc.

16,200

330,966

CYS Investments, Inc. (d)

197,203

1,577,624

DCT Industrial Trust, Inc.

349,621

2,608,173

DDR Corp.

308,138

4,927,127

DiamondRock Hospitality Co. (d)

202,906

2,319,216

Digital Realty Trust, Inc. (d)

137,080

6,475,659

Douglas Emmett, Inc. (d)

131,928

3,031,705

 

Shares

Value

Duke Realty LP

350,539

$ 5,321,182

DuPont Fabros Technology, Inc. (d)

100,616

2,361,458

EastGroup Properties, Inc. (d)

24,180

1,465,066

Education Realty Trust, Inc.

122,580

1,066,446

Ellington Residential Mortgage REIT

7,146

115,980

EPR Properties

65,817

3,309,937

Equity Lifestyle Properties, Inc.

92,610

3,287,655

Equity One, Inc.

59,709

1,337,482

Equity Residential (SBI)

354,930

18,293,092

Essex Property Trust, Inc. (d)

38,906

5,906,320

Excel Trust, Inc.

44,534

521,938

Extra Space Storage, Inc.

105,767

4,433,753

Federal Realty Investment Trust (SBI) (d)

65,716

6,802,920

FelCor Lodging Trust, Inc. (a)

200,216

1,465,581

First Industrial Realty Trust, Inc. (d)

100,981

1,763,128

First Potomac Realty Trust

52,713

632,556

Five Oaks Investment Corp.

3,880

41,322

Franklin Street Properties Corp. (d)

99,285

1,276,805

General Growth Properties, Inc.

597,700

12,402,275

Getty Realty Corp.

23,628

435,464

Gladstone Commercial Corp.

10,709

192,655

Glimcher Realty Trust

157,267

1,527,063

Government Properties Income Trust (d)

51,672

1,281,982

Gramercy Property Trust, Inc. (a)

85,386

459,377

Gyrodyne Co. of America, Inc.

302

21,714

Hatteras Financial Corp. (d)

121,103

2,023,631

HCP, Inc.

494,745

18,191,774

Health Care REIT, Inc.

319,414

17,883,990

Healthcare Realty Trust, Inc. (d)

97,985

2,168,408

Healthcare Trust of America, Inc.

307,681

3,122,962

Hersha Hospitality Trust

166,640

954,847

Highwoods Properties, Inc. (SBI) (d)

89,662

3,220,659

Home Properties, Inc. (d)

55,955

2,942,114

Hospitality Properties Trust (SBI)

164,136

4,459,575

Host Hotels & Resorts, Inc.

784,704

14,446,401

Hudson Pacific Properties, Inc.

49,472

1,026,049

Inland Real Estate Corp.

85,277

924,403

Invesco Mortgage Capital, Inc.

135,801

2,050,595

Investors Real Estate Trust (d)

86,834

765,008

iStar Financial, Inc. (a)

71,516

921,126

JAVELIN Mortgage Investment Corp. (d)

12,977

160,136

Kilroy Realty Corp. (d)

91,661

4,615,131

Kimco Realty Corp.

418,673

8,633,037

Kite Realty Group Trust

133,192

872,408

LaSalle Hotel Properties (SBI) (d)

107,841

3,377,580

Lexington Corporate Properties Trust (d)

169,833

1,744,185

Liberty Property Trust (SBI)

140,907

4,563,978

LTC Properties, Inc.

32,625

1,256,389

Mack-Cali Realty Corp.

78,978

1,607,992

Medical Properties Trust, Inc.

160,702

2,122,873

MFA Financial, Inc.

486,658

3,547,737

Mid-America Apartment Communities, Inc.

78,844

4,749,563

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

Monmouth Real Estate Investment Corp. Class A

35,864

$ 345,012

National Health Investors, Inc.

25,386

1,494,474

National Retail Properties, Inc. (d)

132,178

4,196,652

New York Mortgage Trust, Inc. (d)

61,040

427,890

NorthStar Realty Finance Corp. (d)

225,972

2,232,603

Omega Healthcare Investors, Inc. (d)

127,635

4,172,388

One Liberty Properties, Inc.

11,261

232,089

Parkway Properties, Inc.

37,894

693,081

Pebblebrook Hotel Trust (d)

62,979

1,910,153

Pennsylvania Real Estate Investment Trust (SBI)

59,632

1,072,780

PennyMac Mortgage Investment Trust

70,569

1,593,448

Physicians Realty Trust

13,134

156,951

Piedmont Office Realty Trust, Inc. Class A

174,747

2,862,356

Plum Creek Timber Co., Inc.

184,036

8,049,735

PMC Commercial Trust

8,500

73,270

Post Properties, Inc.

53,462

2,291,381

Potlatch Corp.

43,845

1,747,223

Power (REIT)

718

5,816

Prologis, Inc.

543,406

20,611,390

PS Business Parks, Inc.

20,583

1,612,061

Public Storage

155,298

23,714,005

RAIT Financial Trust (d)

83,839

688,318

Ramco-Gershenson Properties Trust (SBI) (d)

70,480

1,127,680

Rayonier, Inc.

131,343

5,793,540

Realty Income Corp.

217,537

8,290,335

Redwood Trust, Inc.

89,769

1,667,908

Regency Centers Corp.

90,033

4,217,146

Resource Capital Corp.

118,128

711,131

Retail Opportunity Investments Corp.

70,350

1,025,000

Retail Properties America, Inc.

250,044

3,333,087

Rexford Industrial Realty, Inc.

19,146

266,704

RLJ Lodging Trust

133,852

3,231,187

Rouse Properties, Inc. (d)

17,327

422,606

Ryman Hospitality Properties, Inc. (d)

49,860

2,087,638

Sabra Health Care REIT, Inc.

44,632

1,190,782

Saul Centers, Inc.

14,444

702,412

Select Income (REIT)

38,717

1,062,394

Senior Housing Properties Trust (SBI) (d)

181,318

4,106,853

Silver Bay Realty Trust Corp. (d)

27,839

445,702

Simon Property Group, Inc.

331,927

49,739,261

SL Green Realty Corp.

95,016

8,596,098

SoTHERLY Hotels, Inc.

2,721

14,802

Sovran Self Storage, Inc.

33,865

2,260,150

Spirit Realty Capital, Inc.

350,828

3,483,722

Stag Industrial, Inc.

38,576

836,328

Starwood Property Trust, Inc.

197,551

5,505,746

Strategic Hotel & Resorts, Inc. (a)(d)

334,781

2,989,594

Summit Hotel Properties, Inc.

63,807

579,368

 

Shares

Value

Sun Communities, Inc.

36,167

$ 1,475,614

Sunstone Hotel Investors, Inc.

192,214

2,512,237

Supertel Hospitality, Inc., Maryland (a)

703

2,960

Tanger Factory Outlet Centers, Inc. (d)

92,363

3,054,444

Taubman Centers, Inc.

65,656

4,292,589

Terreno Realty Corp.

21,026

372,370

The Geo Group, Inc.

66,308

2,174,902

The Macerich Co.

163,662

9,318,914

Two Harbors Investment Corp.

449,289

4,155,923

UDR, Inc. (d)

279,578

6,505,780

UMH Properties, Inc.

10,346

99,529

Universal Health Realty Income Trust (SBI)

13,491

571,749

Urstadt Biddle Properties, Inc. Class A

26,585

506,710

Ventas, Inc.

322,025

18,300,681

Vornado Realty Trust

190,771

16,774,494

Washington REIT (SBI)

61,934

1,470,313

Weingarten Realty Investors (SBI)

108,015

3,082,748

Western Asset Mortgage Capital Corp. (d)

17,996

292,075

Weyerhaeuser Co.

632,865

19,068,222

Whitestone REIT Class B

2,558

34,252

Winthrop Realty Trust

32,907

380,405

WP Carey, Inc. (d)

56,109

3,521,962

ZAIS Financial Corp.

6,000

102,540

 

663,209,811

Real Estate Management & Development - 0.2%

Alexander & Baldwin, Inc.

43,253

1,634,531

Altisource Portfolio Solutions SA

18,423

2,965,735

Altisource Residential Corp. Class B

37,476

1,043,707

American Spectrum Realty, Inc. (a)

1,984

3,968

AV Homes, Inc. (a)(d)

12,051

243,069

CBRE Group, Inc. (a)

310,765

7,532,944

Consolidated-Tomoka Land Co.

2,432

89,571

Forest City Enterprises, Inc. Class A (a)(d)

164,146

3,200,847

Forestar Group, Inc. (a)(d)

38,487

745,108

Gladstone Land Corp.

2,000

32,780

Howard Hughes Corp. (a)

34,443

3,930,635

Jones Lang LaSalle, Inc.

46,750

4,568,410

Kennedy-Wilson Holdings, Inc.

44,729

920,970

Maui Land & Pineapple, Inc. (a)(d)

31,310

134,946

Realogy Holdings Corp. (a)

156,395

7,411,559

Tejon Ranch Co. (a)

11,342

404,569

The St. Joe Co. (a)(d)

111,664

1,980,919

Thomas Properties Group, Inc.

22,789

157,472

Transcontinental Realty Investors, Inc. (a)

20,697

169,715

ZipRealty, Inc. (a)

19,987

120,522

 

37,291,977

Thrifts & Mortgage Finance - 0.2%

Astoria Financial Corp.

69,632

973,455

Banc of California, Inc.

4,303

55,164

Bank Mutual Corp.

56,001

388,087

BankFinancial Corp.

19,300

187,982

BBX Capital Corp. (a)(d)

18,261

247,802

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Thrifts & Mortgage Finance - continued

Beneficial Mutual Bancorp, Inc. (a)

37,525

$ 394,013

Berkshire Hills Bancorp, Inc.

20,197

552,186

BofI Holding, Inc. (a)(d)

11,427

936,557

Brookline Bancorp, Inc., Delaware

86,924

794,485

Camco Financial Corp. (a)

10,386

66,367

Cape Bancorp, Inc.

2,611

26,345

Capitol Federal Financial, Inc.

194,739

2,348,552

Charter Financial Corp.

1,496

15,977

Chicopee Bancorp, Inc.

1,816

32,470

Clifton Savings Bancorp, Inc.

15,589

197,824

Dime Community Bancshares, Inc.

51,879

872,605

Doral Financial Corp. (a)

7,972

150,192

ESB Financial Corp.

9,498

136,296

ESSA Bancorp, Inc.

4,298

49,771

EverBank Financial Corp.

121,901

2,080,850

Farmer Mac Class C (non-vtg.)

8,894

311,379

First Defiance Financial Corp.

6,145

165,915

First Financial Northwest, Inc.

2,197

23,552

Flagstar Bancorp, Inc. (a)

37,206

682,730

Fox Chase Bancorp, Inc.

14,307

252,805

Franklin Financial Corp./VA

16,347

329,882

HF Financial Corp.

2,735

35,610

Hingham Institution for Savings

1,505

119,030

Home Loan Servicing Solutions Ltd.

65,442

1,522,835

HomeStreet, Inc.

7,892

166,995

Hudson City Bancorp, Inc.

532,335

4,972,009

IF Bancorp, Inc.

3,112

51,192

Impac Mortgage Holdings, Inc. (a)(d)

5,393

26,426

Kearny Financial Corp. (a)

2,196

22,926

Madison County Financial, Inc.

4,682

81,795

Meridian Interstate Bancorp, Inc. (a)

750

16,590

MGIC Investment Corp. (a)(d)

328,729

2,665,992

NASB Financial, Inc. (a)

1,203

36,090

Nationstar Mortgage Holdings, Inc. (a)(d)

18,397

729,073

New York Community Bancorp, Inc.

541,088

8,938,774

Northfield Bancorp, Inc.

23,534

305,942

Northwest Bancshares, Inc.

92,094

1,375,884

OceanFirst Financial Corp.

5,851

108,829

Ocwen Financial Corp. (a)

118,608

6,720,329

Oritani Financial Corp.

33,003

537,619

PennyMac Financial Services, Inc.

12,245

219,186

People's United Financial, Inc.

329,770

4,992,718

Peoples Federal Bancshares, Inc.

1,156

20,161

Poage Bankshares, Inc.

2,365

34,056

Provident Financial Holdings, Inc.

3,066

45,132

Provident Financial Services, Inc.

56,391

1,102,444

Radian Group, Inc. (d)

160,918

2,294,691

Riverview Bancorp, Inc. (a)

6,875

18,563

Rockville Financial, Inc.

26,525

395,753

Security National Financial Corp.
Class A

9,669

48,248

 

Shares

Value

Simplicity Bancorp, Inc.

10,338

$ 162,824

Territorial Bancorp, Inc.

13,244

316,399

TFS Financial Corp. (a)

149,374

1,750,663

Timberland Bancorp, Inc.

5,034

43,947

Tree.com, Inc.

3,275

98,807

Trustco Bank Corp., New York (d)

86,500

657,400

United Community Financial Corp. (a)

29,429

110,653

United Financial Bancorp, Inc.

9,158

180,687

Walker & Dunlop, Inc. (a)

10,954

177,674

Washington Federal, Inc.

99,759

2,333,363

Westfield Financial, Inc.

28,907

213,623

WSFS Financial Corp.

10,396

789,472

 

56,713,647

TOTAL FINANCIALS

3,739,180,423

HEALTH CARE - 12.6%

Biotechnology - 2.6%

Aastrom Biosciences, Inc. (a)

3,923

17,065

ACADIA Pharmaceuticals, Inc. (a)(d)

82,586

1,923,428

Achillion Pharmaceuticals, Inc. (a)(d)

72,544

251,002

Acorda Therapeutics, Inc. (a)(d)

40,293

1,402,599

Aegerion Pharmaceuticals, Inc. (a)(d)

28,027

1,987,955

Agenus, Inc. (a)(d)

22,142

58,455

Agios Pharmaceuticals, Inc. (d)

7,262

127,448

Alexion Pharmaceuticals, Inc. (a)

209,967

26,140,892

Alkermes PLC (a)

151,179

6,104,608

Alnylam Pharmaceuticals, Inc. (a)(d)

51,923

3,177,688

AMAG Pharmaceuticals, Inc. (a)

31,420

770,733

Amgen, Inc.

812,274

92,664,218

Amicus Therapeutics, Inc. (a)(d)

25,384

62,191

Anacor Pharmaceuticals, Inc. (a)(d)

28,185

394,590

Anthera Pharmaceuticals, Inc. (a)

5,648

17,735

Arena Pharmaceuticals, Inc. (a)(d)

213,311

1,390,788

ARIAD Pharmaceuticals, Inc. (a)(d)

193,266

937,340

ArQule, Inc. (a)

65,290

158,655

Array BioPharma, Inc. (a)(d)

101,050

578,006

Arrowhead Research Corp. (a)

3,000

24,690

Athersys, Inc. (a)(d)

49,216

102,861

AVEO Pharmaceuticals, Inc. (a)

43,200

91,584

BioCryst Pharmaceuticals, Inc. (a)

40,934

264,024

Biogen Idec, Inc. (a)

252,885

73,581,948

BioMarin Pharmaceutical, Inc. (a)

152,829

10,756,105

Biospecifics Technologies Corp. (a)

1,441

31,976

Biota Pharmaceuticals, Inc.

5,848

24,796

BioTime, Inc. (a)(d)

32,076

127,983

Bluebird Bio, Inc. (d)

7,366

150,414

Cardium Therapeutics, Inc. (a)(d)

9,255

7,034

Catalyst Pharmaceutical Partners, Inc. (a)(d)

25,961

44,653

Cel-Sci Corp. (a)

28,340

22,953

Celgene Corp. (a)

436,431

70,601,443

Cell Therapeutics, Inc. (a)(d)

129,276

250,795

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Celldex Therapeutics, Inc. (a)(d)

77,285

$ 2,145,432

Cellular Dynamics International, Inc. (d)

4,597

71,299

Celsion Corp. (a)(d)

10,682

41,339

Cepheid, Inc. (a)(d)

80,169

3,641,276

Chelsea Therapeutics International Ltd. (a)(d)

75,408

291,829

ChemoCentryx, Inc. (a)(d)

15,137

78,258

Chimerix, Inc.

6,991

111,996

Cleveland Biolabs, Inc. (a)(d)

35,489

47,200

Clovis Oncology, Inc. (a)

21,285

1,283,060

Codexis, Inc. (a)

21,294

31,941

Conatus Pharmaceuticals, Inc.

7,362

46,970

Coronado Biosciences, Inc. (a)(d)

18,457

30,269

Cubist Pharmaceuticals, Inc. (d)

78,426

5,372,965

Cubist Pharmaceuticals, Inc. rights (a)

32,062

0

Curis, Inc. (a)(d)

69,058

220,986

Cyclacel Pharmaceuticals, Inc. (a)(d)

11,529

55,685

Cytokinetics, Inc. (a)(d)

26,522

172,128

Cytori Therapeutics, Inc. (a)(d)

69,588

189,279

CytRx Corp. (a)(d)

25,756

63,617

DARA BioSciences, Inc. (a)(d)

8,510

4,042

Dendreon Corp. (a)(d)

131,169

389,572

Discovery Laboratories, Inc. (a)

38,893

93,343

Durata Therapeutics, Inc. (a)(d)

10,654

131,257

Dyax Corp. (a)(d)

146,558

1,245,743

Dynavax Technologies Corp. (a)(d)

275,972

488,470

Emergent BioSolutions, Inc. (a)

25,651

575,865

Enanta Pharmaceuticals, Inc. (d)

3,858

104,282

EntreMed, Inc. (a)

289

468

Enzon Pharmaceuticals, Inc.

43,430

72,094

Epizyme, Inc. (d)

4,503

94,293

Esperion Therapeutics, Inc.

6,156

73,441

Exact Sciences Corp. (a)(d)

79,977

982,118

Exelixis, Inc. (a)(d)

160,939

938,274

Galectin Therapeutics, Inc. (a)(d)

13,518

110,848

Galena Biopharma, Inc. (a)(d)

76,040

305,681

Genomic Health, Inc. (a)(d)

18,393

647,066

GenVec, Inc. (a)(d)

8,140

13,431

Geron Corp. (a)

128,101

687,902

Gilead Sciences, Inc. (a)

1,646,748

123,193,218

GTx, Inc. (a)(d)

19,627

33,170

Halozyme Therapeutics, Inc. (a)(d)

112,522

1,660,825

Harvard Apparatus (a)

3,080

15,616

Heat Biologics, Inc. (d)

3,136

25,527

Hemispherx Biopharma, Inc. (a)

130,774

27,070

Hyperion Therapeutics, Inc. (a)(d)

5,781

147,647

iBio, Inc. (a)

40,361

15,902

Idenix Pharmaceuticals, Inc. (a)(d)

86,105

462,384

Idera Pharmaceuticals, Inc. (a)(d)

43,237

97,283

ImmunoCellular Therapeutics Ltd. (a)(d)

41,923

138,765

ImmunoGen, Inc. (a)(d)

90,051

1,308,441

 

Shares

Value

Immunomedics, Inc. (a)(d)

54,782

$ 236,658

Incyte Corp. (a)(d)

153,547

7,155,290

Infinity Pharmaceuticals, Inc. (a)(d)

41,127

600,865

Inovio Pharmaceuticals, Inc. (a)(d)

175,405

368,351

Insmed, Inc. (a)(d)

32,411

525,058

Insys Therapeutics, Inc. (a)(d)

4,354

192,011

Intercept Pharmaceuticals, Inc. (a)

10,011

524,276

InterMune, Inc. (a)(d)

93,683

1,295,636

Intrexon Corp. (d)

13,260

303,521

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

100,990

1,153,306

Isis Pharmaceuticals, Inc. (a)(d)

119,101

4,616,355

IsoRay, Inc. (a)

31,040

15,961

Keryx Biopharmaceuticals, Inc. (a)(d)

75,386

1,047,112

KYTHERA Biopharmaceuticals, Inc. (a)(d)

13,619

530,869

Lexicon Pharmaceuticals, Inc. (a)(d)

482,347

1,157,633

Ligand Pharmaceuticals, Inc. Class B (a)(d)

23,017

1,281,587

Lpath, Inc. (a)

7,871

34,869

MannKind Corp. (a)(d)

147,967

738,355

Mast Therapeutics, Inc. (a)

29,390

13,137

Medgenics, Inc. (a)(d)

4,479

29,561

Medivation, Inc. (a)(d)

80,874

5,095,871

Merrimack Pharmaceuticals, Inc. (a)(d)

95,963

378,094

Metabolix, Inc. (a)(d)

41,636

46,632

MiMedx Group, Inc. (a)(d)

79,098

498,317

Momenta Pharmaceuticals, Inc. (a)(d)

43,036

765,610

Myriad Genetics, Inc. (a)(d)

87,108

2,591,463

Nanosphere, Inc. (a)(d)

36,229

83,327

Neuralstem, Inc. (a)(d)

54,208

146,904

Neurocrine Biosciences, Inc. (a)

50,654

497,422

NewLink Genetics Corp. (a)(d)

12,482

280,845

Novavax, Inc. (a)(d)

198,633

738,915

NPS Pharmaceuticals, Inc. (a)(d)

102,906

2,717,747

OncoGenex Pharmaceuticals, Inc. (a)(d)

10,565

90,753

OncoMed Pharmaceuticals, Inc. (d)

5,827

78,431

Onconova Therapeutics, Inc. (d)

6,241

91,555

Oncothyreon, Inc. (a)(d)

43,661

88,632

Opexa Therapeutics, Inc. (a)(d)

5,726

11,738

Opko Health, Inc. (a)(d)

254,677

2,684,296

Oragenics, Inc. (a)(d)

9,973

29,819

Orexigen Therapeutics, Inc. (a)(d)

77,934

532,289

Organovo Holdings, Inc. (a)(d)

69,396

616,236

Osiris Therapeutics, Inc. (a)

18,170

319,519

OvaScience, Inc. (a)

10,225

97,853

OXiGENE, Inc. (a)

561

1,520

Oxygen Biotherapeutics, Inc. (a)(d)

1,373

8,609

Palatin Technologies, Inc. (a)

9,275

6,629

PDL BioPharma, Inc. (d)

181,078

1,769,132

Peregrine Pharmaceuticals, Inc. (a)(d)

84,902

116,316

Pharmacyclics, Inc. (a)

74,587

9,287,573

PharmAthene, Inc. (a)(d)

51,372

96,579

Portola Pharmaceuticals, Inc. (d)

6,348

158,700

Progenics Pharmaceuticals, Inc. (a)(d)

45,935

235,187

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Prothena Corp. PLC (a)

18,701

$ 527,929

PTC Therapeutics, Inc. (a)

10,292

161,276

Puma Biotechnology, Inc. (a)

28,653

1,426,633

Raptor Pharmaceutical Corp. (a)(d)

62,748

871,570

Receptos, Inc.

5,655

130,857

Regeneron Pharmaceuticals, Inc. (a)

83,342

24,490,880

Regulus Therapeutics, Inc. (a)

11,075

69,662

Repligen Corp. (a)(d)

22,058

297,121

Rexahn Pharmaceuticals, Inc. (a)(d)

45,000

17,775

Rigel Pharmaceuticals, Inc. (a)(d)

75,480

200,777

Sangamo Biosciences, Inc. (a)(d)

44,798

546,984

Sarepta Therapeutics, Inc. (a)(d)

31,642

589,807

Seattle Genetics, Inc. (a)(d)

128,581

5,283,393

SIGA Technologies, Inc. (a)(d)

72,968

257,577

Spectrum Pharmaceuticals, Inc. (d)

41,659

401,176

StemCells, Inc. (a)(d)

41,468

49,762

Stemline Therapeutics, Inc.

10,674

220,525

Sunesis Pharmaceuticals, Inc. (a)(d)

32,643

164,847

Synageva BioPharma Corp. (a)(d)

21,459

1,296,338

Synergy Pharmaceuticals, Inc. (a)(d)

111,018

509,573

Synta Pharmaceuticals Corp. (a)(d)

35,423

179,595

Synthetic Biologics, Inc. (a)

46,314

59,282

Targacept, Inc. (a)(d)

18,977

109,118

Telik, Inc. (a)

380

464

TESARO, Inc. (a)(d)

12,275

478,725

Tetraphase Pharmaceuticals, Inc.

10,243

120,458

TG Therapeutics, Inc. (a)

7,226

31,867

Theravance, Inc. (a)(d)

88,275

3,333,264

Threshold Pharmaceuticals, Inc. (a)

37,822

186,462

Trovagene, Inc. (a)(d)

4,592

26,358

United Therapeutics Corp. (a)(d)

48,248

4,453,773

Vanda Pharmaceuticals, Inc. (a)(d)

44,094

517,664

Verastem, Inc. (a)

13,711

145,062

Vertex Pharmaceuticals, Inc. (a)

249,734

17,336,534

Vical, Inc. (a)(d)

65,666

76,173

XOMA Corp. (a)(d)

72,501

346,555

Zalicus, Inc. (a)

17,476

21,146

ZIOPHARM Oncology, Inc. (a)(d)

79,220

331,140

 

559,479,248

Health Care Equipment & Supplies - 2.1%

Abaxis, Inc. (d)

23,291

838,010

Abbott Laboratories

1,669,327

63,751,598

Abiomed, Inc. (a)

36,354

1,039,361

Accuray, Inc. (a)(d)

58,561

467,317

Alere, Inc. (a)

93,479

3,058,633

Align Technology, Inc. (a)(d)

76,057

4,155,754

Alphatec Holdings, Inc. (a)

36,801

73,234

Analogic Corp.

12,756

1,232,485

Angiodynamics, Inc. (a)

26,377

407,525

Anika Therapeutics, Inc. (a)

9,287

319,008

Antares Pharma, Inc. (a)(d)

97,369

383,634

 

Shares

Value

ArthroCare Corp. (a)

25,787

$ 972,686

Atossa Genetics, Inc.

789

1,823

Atricure, Inc. (a)

12,717

199,148

Atrion Corp.

1,172

329,895

Bacterin International Holdings, Inc. (a)(d)

9,747

3,949

Baxano Surgical, Inc. (a)(d)

18,036

18,397

Baxter International, Inc.

576,479

39,459,988

Becton, Dickinson & Co.

213,454

23,178,970

BioLase Technology, Inc. (d)

30,861

54,933

Boston Scientific Corp. (a)

1,407,024

16,293,338

BSD Medical Corp. (a)(d)

46,363

61,199

C.R. Bard, Inc.

84,581

11,746,609

Cantel Medical Corp.

48,934

1,826,217

Cardica, Inc. (a)

23,778

24,729

Cardiovascular Systems, Inc. (a)(d)

19,652

652,446

CareFusion Corp. (a)

231,213

9,213,838

Cerus Corp. (a)(d)

66,771

446,698

CONMED Corp.

26,543

1,080,566

Covidien PLC

501,732

34,248,226

Cryolife, Inc.

20,961

231,619

Cutera, Inc. (a)

15,449

145,993

Cyberonics, Inc. (a)(d)

26,017

1,787,888

Cynosure, Inc. Class A (a)

17,160

444,272

Delcath Systems, Inc. (a)(d)

119,898

37,756

DENTSPLY International, Inc.

147,347

7,007,823

Derma Sciences, Inc. (a)

7,901

91,652

DexCom, Inc. (a)(d)

65,323

2,161,538

Echo Therapeutics, Inc. (a)(d)

2,009

7,694

Edwards Lifesciences Corp. (a)

115,426

7,563,866

Endologix, Inc. (a)(d)

68,176

1,218,305

EnteroMedics, Inc. (a)(d)

53,456

71,096

ERBA Diagnostics, Inc. (a)(d)

3,094

6,436

Exactech, Inc. (a)

3,102

77,178

Fonar Corp. (a)

719

13,877

Genmark Diagnostics, Inc. (a)(d)

33,235

395,497

Globus Medical, Inc. (a)(d)

81,315

1,566,127

Greatbatch, Inc. (a)

22,320

906,862

Haemonetics Corp. (a)(d)

65,465

2,766,551

Hansen Medical, Inc. (a)(d)

48,696

91,548

HeartWare International, Inc. (a)(d)

13,447

1,296,291

Hill-Rom Holdings, Inc.

58,209

2,410,435

Hologic, Inc. (a)(d)

281,683

6,306,882

ICU Medical, Inc. (a)(d)

17,344

1,139,241

IDEXX Laboratories, Inc. (a)(d)

54,321

5,658,075

Insulet Corp. (a)(d)

55,000

2,036,100

Integra LifeSciences Holdings Corp. (a)(d)

24,422

1,134,402

Intuitive Surgical, Inc. (a)

43,523

16,403,819

Invacare Corp. (d)

28,414

636,474

Kewaunee Scientific Corp.

1,376

24,740

LeMaitre Vascular, Inc.

3,845

31,683

MAKO Surgical Corp. (a)

45,753

1,370,760

Masimo Corp. (d)

62,689

1,794,786

Medical Action Industries, Inc. (a)

18,788

161,577

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - continued

Medtronic, Inc.

1,057,302

$ 60,604,551

MELA Sciences, Inc. (a)(d)

40,114

27,278

Meridian Bioscience, Inc. (d)

35,455

871,484

Merit Medical Systems, Inc. (a)

38,544

630,965

Misonix, Inc. (a)

2,579

14,829

Natus Medical, Inc. (a)

24,629

567,206

Navidea Biopharmaceuticals, Inc. (a)(d)

114,446

185,403

Neogen Corp. (a)

37,855

1,925,684

NuVasive, Inc. (a)(d)

44,714

1,486,741

NxStage Medical, Inc. (a)

54,843

559,947

OraSure Technologies, Inc. (a)

46,551

286,289

Orthofix International NV (a)

16,427

355,316

PhotoMedex, Inc. (a)(d)

6,551

79,791

Quidel Corp. (a)(d)

35,813

901,055

ResMed, Inc. (d)

155,104

7,570,626

Retractable Technologies, Inc. (a)

5,248

14,012

Rockwell Medical Technologies, Inc. (a)(d)

40,985

599,611

RTI Biologics, Inc. (a)

29,474

90,780

Sirona Dental Systems, Inc. (a)(d)

67,791

4,662,665

Solta Medical, Inc. (a)

40,698

81,396

St. Jude Medical, Inc.

311,918

18,222,250

Staar Surgical Co. (a)

22,695

286,411

Stereotaxis, Inc. (a)

3,270

10,922

Steris Corp.

82,536

3,808,211

Stryker Corp.

315,145

23,453,091

SurModics, Inc. (a)

19,525

470,943

Symmetry Medical, Inc. (a)

29,367

288,090

Synergetics U.S.A., Inc. (a)

3,622

14,886

TearLab Corp. (a)(d)

17,390

162,944

Teleflex, Inc. (d)

40,744

4,005,543

The Cooper Companies, Inc. (d)

58,635

7,724,575

The Spectranetics Corp. (a)

40,582

943,937

ThermoGenesis Corp. (a)(d)

15,844

11,883

Thoratec Corp. (a)

57,172

2,250,862

Tornier NV (a)

21,770

393,819

Unilife Corp. (a)(d)

77,508

344,911

Uroplasty, Inc. (a)

1,597

4,919

Varian Medical Systems, Inc. (a)

116,002

9,053,956

Vascular Solutions, Inc. (a)

2,125

44,306

Vermillion, Inc. (a)

5,249

12,545

Volcano Corp. (a)(d)

51,974

1,183,448

West Pharmaceutical Services, Inc.

83,154

4,151,048

Wright Medical Group, Inc. (a)(d)

47,593

1,418,747

Zeltiq Aesthetics, Inc. (a)

23,737

416,347

Zimmer Holdings, Inc.

182,361

16,669,619

 

459,402,899

Health Care Providers & Services - 2.2%

Acadia Healthcare Co., Inc. (a)(d)

44,959

2,077,106

Accretive Health, Inc. (a)(d)

42,994

364,589

Aetna, Inc.

392,520

27,056,404

Air Methods Corp. (d)

37,158

2,079,362

 

Shares

Value

Alliance Healthcare Services, Inc. (a)

17,141

$ 495,032

Almost Family, Inc.

9,932

277,103

Amedisys, Inc. (a)(d)

30,453

495,775

AmerisourceBergen Corp.

242,456

17,100,422

AMN Healthcare Services, Inc. (a)

76,320

1,059,322

AmSurg Corp. (a)

32,040

1,548,173

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

31,917

931,976

BioScrip, Inc. (a)

61,696

420,150

BioTelemetry, Inc. (a)

34,161

358,349

Brookdale Senior Living, Inc. (a)

93,728

2,733,108

Capital Senior Living Corp. (a)

26,619

594,402

Cardinal Health, Inc.

358,352

23,149,539

Centene Corp. (a)(d)

59,283

3,540,974

Chemed Corp. (d)

19,372

1,509,660

Chindex International, Inc. (a)

9,187

157,006

Cigna Corp.

313,010

27,372,725

Community Health Systems, Inc.

114,654

4,729,478

Corvel Corp. (a)

17,696

819,148

Cross Country Healthcare, Inc. (a)

40,427

308,862

DaVita, Inc. (a)

186,505

11,106,373

Emeritus Corp. (a)

35,427

797,462

Envision Healthcare Holdings, Inc.

72,467

2,146,473

ExamWorks Group, Inc. (a)(d)

20,990

619,415

Express Scripts Holding Co. (a)

874,041

58,866,661

Five Star Quality Care, Inc. (a)

32,241

158,948

Gentiva Health Services, Inc. (a)

24,132

298,030

Hanger, Inc. (a)

33,622

1,305,878

HCA Holdings, Inc.

323,852

15,033,210

Health Management Associates, Inc. Class A (a)(d)

266,405

3,487,241

Health Net, Inc. (a)

90,547

2,766,211

HealthSouth Corp.

85,304

3,053,030

Healthways, Inc. (a)(d)

33,821

473,832

Henry Schein, Inc. (a)(d)

98,971

11,282,694

Hooper Holmes, Inc. (a)

6,267

3,384

Humana, Inc.

168,388

17,510,668

IPC The Hospitalist Co., Inc. (a)(d)

20,567

1,293,253

Kindred Healthcare, Inc.

51,719

870,948

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

96,901

9,869,367

Landauer, Inc. (d)

14,935

791,555

LCA-Vision, Inc. (a)

27,238

102,960

LHC Group, Inc. (a)

12,810

304,238

LifePoint Hospitals, Inc. (a)

49,772

2,549,820

Magellan Health Services, Inc. (a)

25,186

1,541,383

McKesson Corp.

241,220

40,015,986

MEDNAX, Inc. (a)(d)

55,137

6,109,180

Molina Healthcare, Inc. (a)(d)

24,412

820,243

MWI Veterinary Supply, Inc. (a)(d)

13,354

2,432,698

National Healthcare Corp.

6,159

343,672

National Research Corp.:

Class A (a)

960

17,578

Class B (d)

3,356

114,742

NeoStem, Inc. (a)(d)

15,337

98,157

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Providers & Services - continued

Omnicare, Inc. (d)

104,008

$ 5,957,578

Owens & Minor, Inc. (d)

59,970

2,289,055

Patterson Companies, Inc.

78,096

3,240,203

PDI, Inc. (a)

1,365

6,989

PharMerica Corp. (a)

29,176

658,794

Providence Service Corp. (a)

13,245

363,178

Quest Diagnostics, Inc.

161,387

9,834,924

RadNet, Inc. (a)

27,076

54,152

Select Medical Holdings Corp.

68,408

592,413

Sharps Compliance Corp. (a)(d)

5,184

24,417

Skilled Healthcare Group, Inc. (a)

27,157

139,587

Team Health Holdings, Inc. (a)

79,380

3,709,427

Tenet Healthcare Corp. (a)(d)

109,083

4,706,931

The Ensign Group, Inc.

15,558

702,755

Triple-S Management Corp. (a)

20,220

409,657

U.S. Physical Therapy, Inc.

11,240

379,462

UnitedHealth Group, Inc.

1,088,324

81,058,372

Universal American Spin Corp.

33,569

259,488

Universal Health Services, Inc. Class B

92,057

7,588,259

VCA Antech, Inc. (a)

87,077

2,607,956

Wellcare Health Plans, Inc. (a)

52,863

3,927,721

WellPoint, Inc.

327,161

30,386,714

 

474,261,987

Health Care Technology - 0.2%

Allscripts Healthcare Solutions, Inc. (a)

176,070

2,630,486

athenahealth, Inc. (a)(d)

38,817

5,091,626

Authentidate Holding Corp. (a)

816

1,297

Cerner Corp. (a)(d)

317,132

18,225,576

CollabRx, Inc. (a)

87

361

Computer Programs & Systems, Inc.

21,937

1,349,564

HealthStream, Inc. (a)(d)

34,016

1,144,298

HMS Holdings Corp. (a)(d)

102,544

2,349,283

MedAssets, Inc. (a)

61,276

1,319,885

Medidata Solutions, Inc. (a)

26,465

3,146,953

Merge Healthcare, Inc. (a)(d)

37,852

88,574

Omnicell, Inc. (a)

25,141

609,669

Quality Systems, Inc.

52,869

1,235,020

Vocera Communications, Inc. (a)(d)

5,171

91,889

 

37,284,481

Life Sciences Tools & Services - 0.6%

Accelerate Diagnostics, Inc. (a)(d)

24,477

331,419

Affymetrix, Inc. (a)

55,779

473,564

Agilent Technologies, Inc.

366,572

19,637,262

Albany Molecular Research, Inc. (a)(d)

23,897

288,676

Apricus Biosciences, Inc. (a)(d)

18,211

35,876

BG Medicine, Inc. (a)

3,134

1,881

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

21,919

2,687,708

Bruker BioSciences Corp. (a)

117,243

2,267,480

Cambrex Corp. (a)

26,613

518,954

 

Shares

Value

Charles River Laboratories International, Inc. (a)

45,219

$ 2,359,075

Covance, Inc. (a)(d)

54,297

4,581,581

Enzo Biochem, Inc. (a)

14,697

36,155

Fluidigm Corp. (a)(d)

33,180

1,054,460

Furiex Pharmaceuticals, Inc. (a)(d)

9,211

414,495

Harvard Bioscience, Inc. (a)

12,320

56,179

Illumina, Inc. (a)(d)

131,686

12,905,228

Life Technologies Corp. (a)

171,815

13,006,396

Luminex Corp. (a)

39,871

780,275

Mettler-Toledo International, Inc. (a)(d)

30,026

7,403,511

Nanostring Technologies, Inc.

6,707

79,210

NeoGenomics, Inc. (a)

21,535

75,373

Pacific Biosciences of California, Inc. (a)

41,271

174,576

PAREXEL International Corp. (a)(d)

64,767

2,669,696

PerkinElmer, Inc.

134,059

5,099,604

pSivida Corp. (a)(d)

25,265

73,774

Quintiles Transnational Holdings, Inc.

25,574

1,104,541

Sequenom, Inc. (a)(d)

91,772

241,360

Techne Corp.

39,549

3,383,021

Thermo Fisher Scientific, Inc.

385,192

38,846,613

Waters Corp. (a)

90,863

9,043,594

 

129,631,537

Pharmaceuticals - 4.9%

AbbVie, Inc.

1,716,444

83,161,712

AcelRx Pharmaceuticals, Inc. (a)(d)

17,182

168,040

Actavis PLC (a)

191,428

31,216,164

Acura Pharmaceuticals, Inc. (a)(d)

2,885

4,962

Akorn, Inc. (a)(d)

79,308

2,042,181

Alexza Pharmaceuticals, Inc. (a)(d)

13,886

68,597

Alimera Sciences, Inc. (a)(d)

3,741

9,427

Allergan, Inc.

319,977

31,053,768

Ampio Pharmaceuticals, Inc. (a)(d)

26,020

206,339

ANI Pharmaceuticals, Inc. (a)

3,574

50,822

Aratana Therapeutics, Inc.

7,153

141,629

AstraZeneca PLC rights (a)

7,692

0

Auxilium Pharmaceuticals, Inc. (a)(d)

49,047

1,001,049

AVANIR Pharmaceuticals Class A (a)(d)

141,865

629,881

Biodel, Inc. (a)(d)

8,109

18,245

Biodelivery Sciences International, Inc. (a)

15,298

73,430

Bristol-Myers Squibb Co.

1,769,639

90,924,052

Cadence Pharmaceuticals, Inc. (a)

43,831

395,356

Cempra, Inc. (a)

9,089

117,521

Columbia Laboratories, Inc. (a)

5,322

34,220

Corcept Therapeutics, Inc. (a)(d)

36,105

77,626

Cornerstone Therapeutics, Inc. (a)

11,437

108,537

Cumberland Pharmaceuticals, Inc. (a)(d)

7,158

35,647

DepoMed, Inc. (a)(d)

51,564

454,794

Durect Corp. (a)

121,504

212,632

Eli Lilly & Co.

1,048,961

52,678,821

Endo Health Solutions, Inc. (a)(d)

127,698

8,580,029

Endocyte, Inc. (a)(d)

47,373

546,684

Forest Laboratories, Inc. (a)

266,566

13,677,501

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Pharmaceuticals - continued

Hi-Tech Pharmacal Co., Inc.

12,868

$ 558,857

Horizon Pharma, Inc. (a)(d)

37,555

271,147

Hospira, Inc. (a)

171,244

6,731,602

Impax Laboratories, Inc. (a)

76,645

1,842,546

Jazz Pharmaceuticals PLC (a)(d)

64,644

7,558,176

Johnson & Johnson

2,987,564

282,802,808

Lannett Co., Inc. (a)(d)

27,670

817,372

Mallinckrodt PLC (a)(d)

57,619

2,993,883

Merck & Co., Inc.

3,115,377

155,239,236

Mylan, Inc. (a)

398,743

17,596,529

Nektar Therapeutics (a)(d)

110,915

1,393,092

NuPathe, Inc. (a)(d)

18,258

37,064

Ocera Therapeutics, Inc. (a)

890

9,612

Omeros Corp. (a)(d)

20,009

157,871

Pacira Pharmaceuticals, Inc. (a)

42,514

2,346,348

Pain Therapeutics, Inc.

34,536

158,175

Pernix Therapeutics Holdings, Inc. (a)(d)

8,953

24,800

Perrigo Co.

101,089

15,758,764

Pfizer, Inc.

7,046,701

223,591,823

Pozen, Inc.

23,223

183,462

Questcor Pharmaceuticals, Inc. (d)

59,227

3,435,758

Repros Therapeutics, Inc. (a)(d)

21,711

372,344

Sagent Pharmaceuticals, Inc. (a)

25,120

570,475

Salix Pharmaceuticals Ltd. (a)(d)

73,563

6,238,878

Santarus, Inc. (a)(d)

65,454

2,106,310

SciClone Pharmaceuticals, Inc. (a)(d)

46,113

225,031

Sucampo Pharmaceuticals, Inc. Class A (a)

39,776

295,933

Supernus Pharmaceuticals, Inc. (a)(d)

9,151

66,162

The Medicines Company (a)

62,024

2,270,699

TherapeuticsMD, Inc. (a)(d)

93,850

458,927

Transcept Pharmaceuticals, Inc. (a)

2,494

8,953

Ventrus Biosciences, Inc. (a)

6,995

21,125

ViroPharma, Inc. (a)

75,723

3,749,046

VIVUS, Inc. (a)(d)

111,051

1,112,731

XenoPort, Inc. (a)(d)

57,569

307,418

Zoetis, Inc. Class A

534,687

16,655,500

Zogenix, Inc. (a)(d)

115,304

372,432

 

1,076,030,555

TOTAL HEALTH CARE

2,736,090,707

INDUSTRIALS - 11.4%

Aerospace & Defense - 2.5%

AAR Corp.

45,448

1,418,887

AeroVironment, Inc. (a)(d)

21,575

650,918

Alliant Techsystems, Inc.

36,077

4,373,615

American Science & Engineering, Inc.

13,204

946,199

API Technologies Corp. (a)(d)

22,349

84,926

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

33,082

26,135

Astronics Corp. (a)

10,773

563,320

 

Shares

Value

Astronics Corp. Class B

2,154

$ 112,094

Astrotech Corp. (a)

8,707

12,103

BE Aerospace, Inc. (a)

108,614

9,449,418

Breeze Industrial Products Corp. (a)

1,281

11,913

CPI Aerostructures, Inc. (a)(d)

3,805

55,743

Cubic Corp.

23,380

1,310,215

Curtiss-Wright Corp.

45,438

2,397,763

DigitalGlobe, Inc. (a)

70,420

2,788,632

Ducommun, Inc. (a)

15,643

396,394

Engility Holdings, Inc. (a)(d)

14,341

456,761

Erickson Air-Crane, Inc. (a)(d)

6,239

117,979

Esterline Technologies Corp. (a)

30,025

2,642,801

Exelis, Inc.

193,690

3,422,502

GenCorp, Inc. (non-vtg.) (a)(d)

89,447

1,640,458

General Dynamics Corp.

358,880

32,894,941

HEICO Corp. (d)

25,580

1,460,106

HEICO Corp. Class A

45,413

1,882,369

Hexcel Corp. (a)

105,445

4,632,199

Honeywell International, Inc.

838,563

74,221,211

Huntington Ingalls Industries, Inc.

51,071

4,199,568

Innovative Solutions & Support, Inc. (d)

21,878

168,461

KEYW Holding Corp. (a)(d)

21,302

263,932

Kratos Defense & Security Solutions, Inc. (a)(d)

44,930

300,582

L-3 Communications Holdings, Inc.

103,771

10,736,148

LMI Aerospace, Inc. (a)

6,877

87,269

Lockheed Martin Corp.

285,466

40,441,968

Micronet Enertec Technologies, Inc. (a)

3,018

12,102

Moog, Inc. Class A (a)

46,839

3,216,434

National Presto Industries, Inc. (d)

4,216

322,988

Northrop Grumman Corp.

259,788

29,272,912

Orbital Sciences Corp. (a)

52,375

1,229,765

Precision Castparts Corp.

158,792

41,039,792

Raytheon Co.

359,484

31,879,041

Rockwell Collins, Inc.

149,774

10,893,063

SIFCO Industries, Inc.

891

21,928

Sparton Corp. (a)

3,920

100,979

Spirit AeroSystems Holdings, Inc. Class A (a)

98,651

3,219,969

Sypris Solutions, Inc.

16,848

47,174

Taser International, Inc. (a)

58,908

1,012,629

Teledyne Technologies, Inc. (a)

37,661

3,492,305

Textron, Inc.

300,942

10,000,303

The Boeing Co.

740,522

99,415,079

TransDigm Group, Inc.

52,979

8,292,273

Triumph Group, Inc.

54,560

4,034,166

United Technologies Corp.

894,143

99,124,693

 

550,795,125

Air Freight & Logistics - 0.7%

Air Transport Services Group, Inc. (a)

108,399

843,344

Atlas Air Worldwide Holdings, Inc. (a)

36,312

1,394,381

C.H. Robinson Worldwide, Inc. (d)

169,940

9,963,582

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Air Freight & Logistics - continued

Echo Global Logistics, Inc. (a)

11,731

$ 241,424

Expeditors International of Washington, Inc.

229,912

9,987,377

FedEx Corp.

315,741

43,793,277

Forward Air Corp.

32,196

1,390,867

Hub Group, Inc. Class A (a)(d)

34,129

1,284,274

Pacer International, Inc. (a)

35,751

324,619

Park-Ohio Holdings Corp. (a)

6,346

270,213

Radiant Logistics, Inc. (a)

14,104

30,606

United Parcel Service, Inc. Class B

775,827

79,429,168

UTI Worldwide, Inc. (d)

92,577

1,463,642

XPO Logistics, Inc. (a)(d)

22,324

512,559

 

150,929,333

Airlines - 0.4%

Alaska Air Group, Inc.

74,312

5,777,015

Allegiant Travel Co.

24,598

2,722,999

Delta Air Lines, Inc.

887,701

25,725,575

Hawaiian Holdings, Inc. (a)(d)

71,807

654,880

JetBlue Airways Corp. (a)(d)

285,846

2,541,171

Republic Airways Holdings, Inc. (a)

81,894

922,126

SkyWest, Inc.

63,299

1,069,753

Southwest Airlines Co.

718,922

13,364,760

Spirit Airlines, Inc. (a)

72,448

3,323,190

U.S. Airways Group, Inc. (a)(d)

192,308

4,515,392

United Continental Holdings, Inc. (a)

370,456

14,540,398

 

75,157,259

Building Products - 0.2%

A.O. Smith Corp.

73,846

3,998,761

AAON, Inc.

50,511

1,554,223

American Woodmark Corp. (a)

9,343

337,142

Apogee Enterprises, Inc. (d)

33,247

1,190,908

Armstrong World Industries, Inc. (a)

49,085

2,611,322

Builders FirstSource, Inc. (a)

87,836

619,244

Fortune Brands Home & Security, Inc.

177,871

7,755,176

Gibraltar Industries, Inc. (a)

56,316

996,793

Griffon Corp.

38,833

499,392

Insteel Industries, Inc.

19,643

390,306

Lennox International, Inc.

51,841

4,271,698

Masco Corp.

405,986

9,102,206

NCI Building Systems, Inc. (a)

22,930

388,205

Nortek, Inc. (a)

12,474

911,101

Owens Corning (a)

130,235

5,100,003

Patrick Industries, Inc. (a)

10,446

326,438

PGT, Inc. (a)

39,227

392,270

Ply Gem Holdings, Inc. (d)

16,220

284,499

Quanex Building Products Corp. (d)

44,676

797,020

Simpson Manufacturing Co. Ltd. (d)

40,648

1,475,522

Trex Co., Inc. (a)(d)

13,121

949,829

 

Shares

Value

Universal Forest Products, Inc.

26,737

$ 1,389,522

USG Corp. (a)(d)

96,486

2,642,752

 

47,984,332

Commercial Services & Supplies - 0.7%

ABM Industries, Inc.

53,056

1,475,487

ACCO Brands Corp. (a)(d)

120,265

723,995

Acorn Energy, Inc.

16,876

64,466

ADT Corp. (d)

218,622

8,867,308

ARC Document Solutions, Inc. (a)

46,203

397,808

Casella Waste Systems, Inc. Class A (a)

64,851

387,160

CECO Environmental Corp.

21,126

336,537

Cenveo, Inc. (a)

104,135

357,183

Cintas Corp.

112,418

6,239,199

Clean Harbors, Inc. (a)(d)

65,972

3,481,342

Consolidated Graphics, Inc. (a)

14,819

954,492

Copart, Inc. (a)

124,595

4,289,806

Courier Corp.

17,378

325,316

Covanta Holding Corp.

125,817

2,252,124

Deluxe Corp.

54,408

2,703,534

EnerNOC, Inc. (a)(d)

25,460

436,639

Ennis, Inc.

21,290

394,717

Fuel Tech, Inc. (a)

51,934

374,444

G&K Services, Inc. Class A

16,380

986,404

Healthcare Services Group, Inc. (d)

78,269

2,269,018

Heritage-Crystal Clean, Inc. (a)(d)

7,679

142,906

Herman Miller, Inc.

61,359

1,957,966

HNI Corp.

49,416

1,958,850

Hudson Technologies, Inc. (a)(d)

5,394

13,593

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

1,620

4,212

InnerWorkings, Inc. (a)(d)

28,532

196,300

Interface, Inc.

56,426

1,131,341

Intersections, Inc.

12,865

99,575

Iron Mountain, Inc.

183,385

5,156,786

KAR Auction Services, Inc.

146,171

4,032,858

Kimball International, Inc. Class B

19,593

291,740

Knoll, Inc.

38,287

679,594

McGrath RentCorp.

17,562

682,986

Metalico, Inc. (a)(d)

55,605

97,865

Mine Safety Appliances Co.

32,465

1,617,406

Mobile Mini, Inc. (d)

36,488

1,474,115

Multi-Color Corp.

7,946

301,233

NL Industries, Inc.

6,707

78,271

Performant Financial Corp. (a)

31,038

325,589

Perma-Fix Environmental Services, Inc. (a)

6,937

23,586

Pitney Bowes, Inc. (d)

221,034

5,121,358

Quad/Graphics, Inc.

22,071

574,950

R.R. Donnelley & Sons Co. (d)

200,561

3,710,379

Republic Services, Inc.

307,369

10,730,252

Rollins, Inc.

77,845

2,189,780

Schawk, Inc. Class A

4,209

63,051

Standard Parking Corp. (a)(d)

5,698

139,259

Standard Register Co. (a)

3,970

24,971

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Commercial Services & Supplies - continued

Steelcase, Inc. Class A

74,937

$ 1,223,721

Stericycle, Inc. (a)

95,694

11,242,131

Swisher Hygiene, Inc. (Canada) (a)

177,418

93,499

Team, Inc. (a)(d)

18,138

742,207

Tetra Tech, Inc. (a)

66,137

1,890,857

The Brink's Co.

40,696

1,364,537

TRC Companies, Inc. (a)

13,255

103,654

Tyco International Ltd.

530,926

20,249,518

U.S. Ecology, Inc.

25,366

976,084

UniFirst Corp.

14,494

1,481,867

United Stationers, Inc.

42,632

1,917,587

Viad Corp.

19,833

535,491

Virco Manufacturing Co. (a)

2,682

5,525

Waste Connections, Inc.

133,306

5,857,466

Waste Management, Inc.

506,566

23,139,935

West Corp.

20,707

476,882

 

151,438,712

Construction & Engineering - 0.3%

AECOM Technology Corp. (a)

100,199

2,911,783

Aegion Corp. (a)(d)

40,317

877,701

Ameresco, Inc. Class A (a)

38,199

350,667

Argan, Inc.

7,465

175,054

Chicago Bridge & Iron Co. NV

111,736

8,567,916

Comfort Systems U.S.A., Inc.

43,738

896,629

Dycom Industries, Inc. (a)

25,959

734,640

EMCOR Group, Inc.

78,469

3,117,573

Fluor Corp.

170,796

13,289,637

Foster Wheeler AG (a)(d)

112,721

3,418,828

Furmanite Corp. (a)

40,654

459,390

Goldfield Corp. (d)

41,171

84,401

Granite Construction, Inc. (d)

31,641

988,781

Great Lakes Dredge & Dock Corp. (d)

55,973

498,719

Integrated Electrical Services, Inc. (a)

13,442

61,296

Jacobs Engineering Group, Inc. (a)

136,059

8,132,246

KBR, Inc.

162,921

5,511,617

Layne Christensen Co. (a)(d)

24,456

407,192

MasTec, Inc. (a)(d)

53,941

1,707,233

MYR Group, Inc. (a)

25,270

642,111

Northwest Pipe Co. (a)

12,188

475,088

Orion Marine Group, Inc. (a)

21,656

257,057

Pike Corp.

29,417

309,173

Primoris Services Corp.

27,169

781,380

Quanta Services, Inc. (a)

244,181

7,230,199

Sterling Construction Co., Inc. (a)

31,847

387,578

Tutor Perini Corp. (a)

46,969

1,150,271

UniTek Global Services, Inc. (a)

18,062

28,899

URS Corp.

82,388

4,281,704

 

67,734,763

Electrical Equipment - 0.8%

Active Power, Inc. (a)

10,523

29,570

 

Shares

Value

Acuity Brands, Inc. (d)

52,894

$ 5,423,222

Allied Motion Technologies, Inc.

4,209

50,592

Altair Nanotechnologies, Inc. (a)(d)

10,605

46,132

American Superconductor Corp. (a)(d)

126,771

206,637

AMETEK, Inc.

270,508

13,314,404

AZZ, Inc. (d)

24,628

1,203,817

Babcock & Wilcox Co. (d)

118,199

3,837,922

Brady Corp. Class A

43,963

1,377,361

Broadwind Energy, Inc. (a)

15,938

105,191

Capstone Turbine Corp. (a)(d)

814,128

968,812

Coleman Cable, Inc.

5,164

126,776

Eaton Corp. PLC

522,213

37,943,997

Emerson Electric Co.

754,591

50,550,051

Encore Wire Corp.

23,059

1,158,023

EnerSys

48,550

3,464,043

Enphase Energy, Inc. (a)(d)

22,269

161,450

Espey Manufacturing & Electronics Corp.

2,015

66,354

Franklin Electric Co., Inc.

34,786

1,547,977

FuelCell Energy, Inc. (a)(d)

246,058

339,560

Generac Holdings, Inc. (d)

68,212

3,632,971

General Cable Corp. (d)

55,434

1,615,347

Global Power Equipment Group, Inc.

10,454

204,167

GrafTech International Ltd. (a)(d)

132,891

1,530,904

Hubbell, Inc. Class B

60,658

6,545,605

II-VI, Inc. (a)

56,117

917,513

LSI Industries, Inc.

24,011

208,656

MagneTek, Inc. (a)

2,664

53,813

Ocean Power Technologies, Inc. (a)(d)

11,040

21,307

Plug Power, Inc. (a)(d)

38,179

28,062

Polypore International, Inc. (a)(d)

50,063

1,901,393

Powell Industries, Inc.

7,721

529,583

Power Solutions International, Inc. (a)(d)

3,494

261,351

PowerSecure International, Inc. (a)(d)

20,869

366,668

Preformed Line Products Co.

1,961

138,152

Real Goods Solar, Inc. Class A (a)(d)

22,046

55,997

Regal-Beloit Corp.

47,588

3,501,525

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

38,693

110,275

Rockwell Automation, Inc.

151,793

17,240,649

Roper Industries, Inc.

107,542

13,948,197

Sensata Technologies Holding BV (a)(d)

151,765

5,915,800

SL Industries, Inc.

3,648

111,264

SolarCity Corp. (d)

35,681

1,865,403

Thermon Group Holdings, Inc. (a)(d)

27,290

785,952

Ultralife Corp. (a)

13,410

45,460

Vicor Corp. (a)

10,982

118,715

 

183,576,620

Industrial Conglomerates - 2.0%

3M Co.

694,284

92,693,857

Carlisle Companies, Inc.

71,430

5,250,819

Danaher Corp.

648,391

48,499,647

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Industrial Conglomerates - continued

General Electric Co.

10,841,665

$ 289,038,789

Raven Industries, Inc.

34,791

1,396,859

 

436,879,971

Machinery - 2.1%

Accuride Corp. (a)(d)

79,004

277,304

Actuant Corp. Class A

71,032

2,775,931

Adept Technology, Inc. (a)

2,954

36,009

AGCO Corp. (d)

95,174

5,546,741

Alamo Group, Inc.

17,898

1,050,792

Albany International Corp. Class A

47,080

1,730,661

Altra Holdings, Inc.

25,498

774,629

American Railcar Industries, Inc. (d)

11,797

511,990

Ampco-Pittsburgh Corp.

10,414

190,993

Astec Industries, Inc.

15,669

573,485

Barnes Group, Inc.

47,337

1,727,801

Blount International, Inc. (a)

41,980

608,290

Briggs & Stratton Corp.

42,488

859,107

Caterpillar, Inc.

679,972

57,525,631

Chart Industries, Inc. (a)(d)

32,250

3,137,925

CIRCOR International, Inc.

16,215

1,286,336

CLARCOR, Inc. (d)

51,646

3,126,132

Colfax Corp. (a)

93,985

5,458,649

Columbus McKinnon Corp. (NY Shares) (a)

26,972

747,124

Commercial Vehicle Group, Inc. (a)

77,079

586,571

Crane Co.

52,315

3,259,748

Cummins, Inc.

194,981

25,807,685

Deere & Co.

403,764

34,013,079

Donaldson Co., Inc.

141,847

5,919,275

Douglas Dynamics, Inc. (d)

29,195

465,368

Dover Corp.

187,794

17,040,428

Dynamic Materials Corp.

17,783

398,517

Eastern Co.

2,354

40,748

Energy Recovery, Inc. (a)(d)

81,715

404,489

EnPro Industries, Inc. (a)(d)

22,235

1,258,501

ESCO Technologies, Inc. (d)

28,907

984,572

ExOne Co. (d)

13,829

738,469

Federal Signal Corp. (a)

80,990

1,265,874

Flow International Corp. (a)

66,905

268,958

Flowserve Corp.

148,024

10,565,953

FreightCar America, Inc.

19,411

451,888

Gencor Industries, Inc. (a)

1,849

16,918

Global Brass & Copper Holdings, Inc.

9,550

157,575

Gorman-Rupp Co.

14,200

597,394

Graco, Inc.

62,194

4,803,243

Graham Corp.

12,124

453,195

Greenbrier Companies, Inc. (a)(d)

21,771

680,344

Hardinge, Inc.

14,874

230,398

Harsco Corp.

75,085

1,963,473

Hurco Companies, Inc.

3,319

87,887

 

Shares

Value

Hyster-Yale Materials Handling Class A

12,438

$ 1,036,832

IDEX Corp.

74,036

5,280,988

Illinois Tool Works, Inc.

441,791

35,157,728

Ingersoll-Rand PLC

283,533

20,249,927

ITT Corp.

114,023

4,654,419

John Bean Technologies Corp.

23,559

696,404

Joy Global, Inc.

114,975

6,502,986

Kadant, Inc.

18,429

763,329

Kennametal, Inc. (d)

74,100

3,518,268

L.B. Foster Co. Class A

10,636

498,509

Lincoln Electric Holdings, Inc.

88,988

6,360,862

Lindsay Corp. (d)

10,287

785,824

Lydall, Inc. (a)

11,611

207,024

Manitex International, Inc. (a)(d)

11,053

147,226

Manitowoc Co., Inc.

125,006

2,573,874

Meritor, Inc. (a)

87,590

698,092

Middleby Corp. (a)

20,717

4,575,142

Miller Industries, Inc.

16,197

308,067

Mueller Industries, Inc.

25,011

1,527,672

Mueller Water Products, Inc. Class A

162,577

1,399,788

Navistar International Corp. (a)(d)

79,012

3,175,492

NN, Inc.

12,121

241,814

Nordson Corp.

68,102

4,911,516

Omega Flex, Inc.

258

5,312

Oshkosh Truck Corp.

95,506

4,655,918

PACCAR, Inc.

377,968

21,661,346

Pall Corp.

118,435

9,913,010

Parker Hannifin Corp.

155,910

18,372,434

Pentair Ltd.

221,668

15,676,361

PMFG, Inc. (a)(d)

15,367

117,865

Proto Labs, Inc. (a)(d)

23,655

1,757,567

RBC Bearings, Inc. (a)

21,831

1,493,022

Rexnord Corp. (a)

39,840

968,510

Snap-On, Inc.

55,924

5,936,333

SPX Corp.

46,613

4,411,454

Standex International Corp.

10,804

636,572

Stanley Black & Decker, Inc.

169,434

13,790,233

Sun Hydraulics Corp.

22,598

971,036

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

29,489

257,439

Tennant Co.

17,192

1,121,950

Terex Corp. (d)

120,683

4,383,207

Timken Co.

84,686

4,383,347

Titan International, Inc.

48,022

828,380

Toro Co.

58,344

3,600,408

TriMas Corp. (a)

46,817

1,712,566

Trinity Industries, Inc.

83,300

4,324,103

Twin Disc, Inc.

8,286

238,057

Valmont Industries, Inc. (d)

30,830

4,461,409

Wabash National Corp. (a)

74,589

905,510

WABCO Holdings, Inc. (a)

59,750

5,293,850

Wabtec Corp.

98,578

6,801,882

Watts Water Technologies, Inc. Class A

38,674

2,325,081

Woodward, Inc.

58,262

2,499,440

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Machinery - continued

Xerium Technologies, Inc. (a)

6,895

$ 90,945

Xylem, Inc.

189,589

6,552,196

 

455,824,606

Marine - 0.0%

Baltic Trading Ltd.

21,117

106,852

Eagle Bulk Shipping, Inc. (a)(d)

34,302

137,208

Genco Shipping & Trading Ltd. (a)(d)

76,288

202,926

International Shipholding Corp.

10,420

294,990

Kirby Corp. (a)

54,389

5,137,041

Matson, Inc.

37,893

948,462

 

6,827,479

Professional Services - 0.4%

Acacia Research Corp. (d)

48,838

726,709

Advisory Board Co. (a)(d)

38,842

2,513,854

Barrett Business Services, Inc.

6,681

564,678

CBIZ, Inc. (a)(d)

37,390

335,014

CDI Corp.

9,649

151,393

Corporate Executive Board Co.

37,937

2,793,301

CRA International, Inc. (a)

15,589

287,929

CTPartners Executive Search, Inc. (a)

859

5,669

Dolan Co. (a)

39,198

27,439

Dun & Bradstreet Corp.

40,399

4,720,623

Equifax, Inc.

129,523

8,720,784

Exponent, Inc.

15,525

1,201,169

Franklin Covey Co. (a)

5,338

108,628

FTI Consulting, Inc. (a)(d)

68,234

3,064,389

GP Strategies Corp. (a)

13,487

402,317

Heidrick & Struggles International, Inc.

22,259

406,004

Hill International, Inc. (a)

13,945

50,620

Hudson Global, Inc. (a)

13,947

47,699

Huron Consulting Group, Inc. (a)

20,793

1,235,936

ICF International, Inc. (a)

17,107

618,931

IHS, Inc. Class A (a)

66,318

7,588,769

Insperity, Inc.

20,805

733,376

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

19,294

448,393

Kforce, Inc.

25,995

524,579

Korn/Ferry International (a)

44,867

1,039,120

Manpower, Inc.

81,876

6,544,349

Mastech Holdings, Inc.

299

5,277

MISTRAS Group, Inc. (a)

12,788

256,399

Navigant Consulting, Inc. (a)

41,733

817,967

Nielsen Holdings B.V.

257,118

11,097,213

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

46,227

94,765

On Assignment, Inc. (a)

52,146

1,774,528

Pendrell Corp. (a)

150,288

321,616

RCM Technologies, Inc.

9,908

64,006

Resources Connection, Inc.

43,312

615,897

Robert Half International, Inc.

137,044

5,294,010

RPX Corp. (a)

42,529

702,579

Spherix, Inc. (a)

11

94

 

Shares

Value

Towers Watson & Co.

75,492

$ 8,500,399

TrueBlue, Inc. (a)

38,883

993,072

Verisk Analytics, Inc. (a)

160,114

10,425,023

VSE Corp.

1,834

93,937

WageWorks, Inc. (a)

28,801

1,650,297

 

87,568,751

Road & Rail - 1.0%

AMERCO

7,919

1,835,070

Arkansas Best Corp.

25,682

835,692

Avis Budget Group, Inc. (a)(d)

135,454

4,992,834

Celadon Group, Inc.

62,978

1,311,832

Con-way, Inc.

51,304

2,123,473

Covenant Transport Group, Inc. Class A (a)

9,633

79,183

CSX Corp.

1,111,715

30,316,468

Genesee & Wyoming, Inc. Class A (a)

61,185

5,885,997

Heartland Express, Inc.

52,772

967,311

Hertz Global Holdings, Inc. (a)

494,988

12,008,409

J.B. Hunt Transport Services, Inc.

90,399

6,797,101

Kansas City Southern

116,959

14,154,378

Knight Transportation, Inc.

54,848

980,134

Landstar System, Inc. (d)

49,655

2,787,135

Marten Transport Ltd.

31,198

606,177

Norfolk Southern Corp.

339,742

29,791,976

Old Dominion Freight Lines, Inc. (a)

69,360

3,574,121

Patriot Transportation Holding, Inc. (a)

1,312

56,101

Providence & Worcester Railroad Co.

4,631

92,666

Quality Distribution, Inc. (a)

25,189

308,061

Roadrunner Transportation Systems, Inc. (a)

23,847

652,931

Ryder System, Inc.

50,983

3,560,653

Saia, Inc. (a)

26,740

928,680

Swift Transporation Co. (a)(d)

119,320

2,762,258

U.S.A. Truck, Inc. (a)

1,841

26,013

Union Pacific Corp.

492,474

79,800,487

Universal Truckload Services, Inc.

6,117

176,108

Werner Enterprises, Inc. (d)

41,229

992,382

YRC Worldwide, Inc. (a)(d)

9,461

85,149

 

208,488,780

Trading Companies & Distributors - 0.3%

Aceto Corp.

32,506

699,854

AeroCentury Corp. (a)(d)

688

11,159

Air Lease Corp. Class A

73,667

2,333,034

Aircastle Ltd.

65,692

1,229,754

Applied Industrial Technologies, Inc.

42,674

2,064,568

Beacon Roofing Supply, Inc. (a)(d)

44,417

1,651,424

BlueLinx Corp. (a)(d)

23,385

41,625

CAI International, Inc. (a)(d)

15,310

352,130

DXP Enterprises, Inc. (a)

10,800

1,058,184

Essex Rental Corp. (a)

16,688

45,558

Fastenal Co.

297,869

13,859,845

GATX Corp.

53,842

2,701,253

H&E Equipment Services, Inc. (a)(d)

32,737

933,987

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Trading Companies & Distributors - continued

HD Supply Holdings, Inc. (a)(d)

66,187

$ 1,394,560

Houston Wire & Cable Co.

15,647

211,235

Kaman Corp.

26,535

1,057,685

Lawson Products, Inc. (a)

4,764

60,836

MRC Global, Inc. (a)

114,871

3,513,904

MSC Industrial Direct Co., Inc. Class A

57,280

4,401,968

Rush Enterprises, Inc. Class A (a)(d)

31,753

928,140

TAL International Group, Inc.

30,588

1,671,328

Textainer Group Holdings Ltd. (d)

14,461

561,521

Titan Machinery, Inc. (a)(d)

17,235

306,955

United Rentals, Inc. (a)(d)

99,613

6,846,401

W.W. Grainger, Inc.

64,250

16,571,360

Watsco, Inc. (d)

30,156

2,893,770

WESCO International, Inc. (a)(d)

40,702

3,499,558

Willis Lease Finance Corp. (a)

2,006

36,589

 

70,938,185

Transportation Infrastructure - 0.0%

Wesco Aircraft Holdings, Inc. (a)

39,594

826,723

TOTAL INDUSTRIALS

2,494,970,639

INFORMATION TECHNOLOGY - 17.5%

Communications Equipment - 1.6%

ADTRAN, Inc. (d)

58,980

1,514,606

Alliance Fiber Optic Products, Inc.

19,146

282,404

Ambient Corp. (a)

1,932

4,579

Anaren, Inc. (a)

42,259

1,178,604

Arris Group, Inc. (a)

139,734

2,867,342

Aruba Networks, Inc. (a)(d)

133,375

2,379,410

Aviat Networks, Inc. (a)

66,605

168,511

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

7,032

159,837

Black Box Corp.

16,753

469,252

Blonder Tongue Laboratories, Inc. (a)

3,352

3,017

Brocade Communications Systems, Inc. (a)

459,452

4,038,583

CalAmp Corp. (a)(d)

30,277

755,108

Calix Networks, Inc. (a)

25,252

258,580

Ciena Corp. (a)(d)

106,654

2,368,785

Cisco Systems, Inc.

5,729,612

121,754,255

Clearfield, Inc. (a)

10,596

188,503

Communications Systems, Inc.

4,311

49,835

Comtech Telecommunications Corp.

22,438

721,157

Digi International, Inc. (a)

21,456

246,744

EchoStar Holding Corp. Class A (a)

42,704

2,137,335

EMCORE Corp. (a)(d)

29,659

155,710

Emulex Corp. (a)

91,750

684,455

Entrada Networks, Inc. (a)

150

0

Extreme Networks, Inc. (a)

100,558

698,878

F5 Networks, Inc. (a)

81,739

6,723,850

Finisar Corp. (a)(d)

89,294

1,847,493

 

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Value

Globecomm Systems, Inc. (a)

11,676

$ 164,748

Harmonic, Inc. (a)

107,478

827,581

Harris Corp.

115,971

7,481,289

Infinera Corp. (a)(d)

140,398

1,305,701

InterDigital, Inc. (d)

37,438

1,268,774

Ixia (a)

51,889

674,038

JDS Uniphase Corp. (a)

268,467

3,259,189

Juniper Networks, Inc. (a)

538,135

10,907,996

KVH Industries, Inc. (a)

23,641

334,284

Lantronix, Inc. (a)

71

126

Meru Networks, Inc. (a)(d)

20,865

74,071

Motorola Solutions, Inc.

252,045

16,604,725

NETGEAR, Inc. (a)(d)

37,791

1,213,469

NumereX Corp. Class A (a)

2,670

36,018

Oclaro, Inc. (a)(d)

126,427

285,725

Oplink Communications, Inc. (a)

15,273

247,728

Optical Cable Corp.

564

2,188

Palo Alto Networks, Inc. (a)(d)

52,358

2,615,282

Parkervision, Inc. (a)(d)

100,275

419,150

PC-Tel, Inc.

2,259

22,409

Performance Technologies, Inc. (a)

2,977

8,633

Plantronics, Inc.

53,885

2,410,276

Polycom, Inc. (a)(d)

189,613

2,038,340

Procera Networks, Inc. (a)(d)

21,122

322,533

QUALCOMM, Inc.

1,837,380

135,194,420

Relm Wireless Corp. (a)

9,436

31,799

Riverbed Technology, Inc. (a)(d)

188,588

3,262,572

Ruckus Wireless, Inc.

70,783

923,010

ShoreTel, Inc. (a)

56,073

453,070

Sonus Networks, Inc. (a)

287,303

836,052

Tellabs, Inc.

301,356

738,322

Tessco Technologies, Inc.

4,838

190,666

Ubiquiti Networks, Inc. (d)

12,854

506,448

ViaSat, Inc. (a)(d)

47,347

2,848,869

Westell Technologies, Inc. Class A (a)

20,974

87,462

Zhone Technologies, Inc. (a)

5,862

31,420

Zoom Technologies, Inc. (a)(d)

3,134

20,246

 

349,305,462

Computers & Peripherals - 3.4%

3D Systems Corp. (a)(d)

99,929

7,510,664

Apple, Inc.

969,854

539,306,649

Astro-Med, Inc.

4,606

63,793

Avid Technology, Inc. (a)(d)

34,710

307,184

Concurrent Computer Corp.

6,675

50,396

Cray, Inc. (a)(d)

45,237

1,077,093

Crossroads Systems, Inc. (a)

9,071

16,872

Datalink Corp. (a)

21,583

225,974

Dataram Corp. (a)

556

1,368

Diebold, Inc. (d)

62,014

2,116,538

Dot Hill Systems Corp. (a)

109,713

280,865

Electronics for Imaging, Inc. (a)

55,580

2,200,968

EMC Corp.

2,205,154

52,592,923

Fusion-io, Inc. (a)(d)

99,991

1,003,910

Common Stocks - continued

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Value

INFORMATION TECHNOLOGY - continued

Computers & Peripherals - continued

Gaming & Leisure Properties (a)(d)

66,856

$ 3,083,399

Hewlett-Packard Co.

2,038,967

55,765,747

Hutchinson Technology, Inc. (a)

41,790

127,460

Imation Corp. (a)

19,750

86,308

Immersion Corp. (a)

59,681

731,689

Interphase Corp. (a)

10,718

47,802

Intevac, Inc. (a)

17,689

117,101

Lexmark International, Inc. Class A

60,869

2,152,937

NCR Corp. (a)

196,848

6,879,838

NetApp, Inc.

358,851

14,802,604

Novatel Wireless, Inc. (a)

27,517

59,437

OCZ Technology Group, Inc. (a)(d)

98,258

11,064

Overland Storage, Inc. (a)

5,087

5,901

QLogic Corp. (a)

79,628

988,183

Quantum Corp. (a)(d)

267,446

334,308

Qumu Corp. (a)

6,017

77,318

SanDisk Corp.

251,675

17,151,651

Scan-Optics, Inc. (a)

300

0

Seagate Technology

368,699

18,080,999

Silicon Graphics International Corp. (a)(d)

32,579

433,952

Super Micro Computer, Inc. (a)

26,807

425,695

Transact Technologies, Inc.

3,411

43,354

U.S.A. Technologies, Inc. (a)(d)

38,549

69,774

Video Display Corp. (a)

2,957

10,704

Western Digital Corp.

227,827

17,096,138

Xplore Technologies Corp. (a)

2,067

10,004

 

745,348,564

Electronic Equipment & Components - 0.7%

Advanced Photonix, Inc. Class A (a)

4,544

3,862

Aeroflex Holding Corp. (a)

11,165

75,364

Agilysys, Inc. (a)

38,149

498,607

Amphenol Corp. Class A

167,621

14,247,785

Anixter International, Inc.

21,905

1,936,402

Arrow Electronics, Inc. (a)

128,186

6,581,069

Audience, Inc. (a)(d)

9,607

97,031

Avnet, Inc.

154,170

6,151,383

AVX Corp.

71,883

986,235

Badger Meter, Inc.

35,716

1,961,880

Belden, Inc.

39,680

2,778,394

Benchmark Electronics, Inc. (a)

50,023

1,149,529

CDW Corp.

29,292

653,212

Checkpoint Systems, Inc. (a)

41,082

593,224

ClearSign Combustion Corp. (a)(d)

7,019

42,254

Cognex Corp.

109,040

3,592,868

Coherent, Inc.

23,544

1,625,478

Control4 Corp. (d)

4,856

84,834

Corning, Inc.

1,547,802

26,436,458

CTS Corp.

23,806

432,793

Daktronics, Inc.

32,196

492,599

Dolby Laboratories, Inc. Class A (d)

54,035

1,941,478

 

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Value

DTS, Inc. (a)(d)

19,732

$ 441,799

Echelon Corp. (a)

32,190

74,359

Electro Rent Corp.

12,184

259,763

Electro Scientific Industries, Inc.

21,640

222,676

eMagin Corp.

5,084

13,371

Fabrinet (a)

24,522

485,536

FARO Technologies, Inc. (a)

18,648

1,017,062

FEI Co.

46,062

4,193,945

FLIR Systems, Inc.

144,524

4,288,027

Frequency Electronics, Inc.

430

4,919

Giga-Tronics, Inc. (a)

2,579

2,631

GSI Group, Inc. (a)

5,175

56,822

I. D. Systems Inc. (a)

6,071

37,762

Identive Group, Inc. (a)

106,182

66,895

IEC Electronics Corp. (a)

86

374

Ingram Micro, Inc. Class A (a)

191,225

4,482,314

Insight Enterprises, Inc. (a)

39,665

954,737

Intelli-Check, Inc. (a)

4,366

2,868

InvenSense, Inc. (a)(d)

57,254

989,922

IPG Photonics Corp. (d)

46,113

3,344,115

Iteris, Inc. (a)

1,032

2,219

Itron, Inc. (a)(d)

38,500

1,630,475

Jabil Circuit, Inc.

179,742

3,643,370

KEMET Corp. (a)

34,374

206,244

KEY Tronic Corp. (a)

6,483

68,201

LightPath Technologies, Inc. Class A (a)

376

553

Littelfuse, Inc.

21,280

1,850,296

LoJack Corp. (a)

24,621

99,469

LRAD Corp. (a)

56,581

107,504

Maxwell Technologies, Inc. (a)(d)

38,769

308,214

Measurement Specialties, Inc. (a)

15,282

845,706

Mercury Systems, Inc. (a)(d)

23,393

255,919

Mesa Laboratories, Inc.

2,184

180,748

Methode Electronics, Inc. Class A (d)

42,247

1,222,206

MicroVision, Inc. (a)

33,140

43,745

MOCON, Inc.

2,209

31,014

Molex, Inc.

146,386

5,656,355

MTS Systems Corp.

16,730

1,166,583

Multi-Fineline Electronix, Inc. (a)

10,240

144,589

National Instruments Corp.

115,875

3,622,253

Neonode, Inc. (a)(d)

33,197

210,137

NetList, Inc. (a)

104,599

73,219

Newport Corp. (a)

32,467

556,809

OSI Systems, Inc. (a)

17,430

1,336,881

Parametric Sound Corp. (a)(d)

6,672

82,666

Park Electrochemical Corp.

16,314

484,689

PC Connection, Inc.

12,636

274,580

PC Mall, Inc. (a)

4,077

38,732

Planar Systems, Inc. (a)

2,277

5,579

Plexus Corp. (a)

33,577

1,355,503

Pulse Electronics Corp. (a)(d)

5,013

16,994

RadiSys Corp. (a)

9,220

20,653

RealD, Inc. (a)(d)

37,860

339,226

Research Frontiers, Inc. (a)(d)

16,855

112,591

Common Stocks - continued

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Value

INFORMATION TECHNOLOGY - continued

Electronic Equipment & Components - continued

RF Industries Ltd.

5,778

$ 79,650

Richardson Electronics Ltd.

23,707

266,230

Rofin-Sinar Technologies, Inc. (a)

22,270

575,234

Rogers Corp. (a)

16,870

1,059,605

Sanmina Corp. (a)

78,959

1,222,285

ScanSource, Inc. (a)

24,927

1,046,685

Speed Commerce, Inc. (a)

43,920

173,045

SYNNEX Corp. (a)

25,189

1,666,504

TE Connectivity Ltd.

442,398

23,323,223

Tech Data Corp. (a)

39,838

2,065,202

Trimble Navigation Ltd. (a)(d)

281,864

8,991,462

TTM Technologies, Inc. (a)

53,211

516,147

Uni-Pixel, Inc. (a)(d)

12,876

165,714

Universal Display Corp. (a)(d)

40,025

1,445,303

Viasystems Group, Inc. (a)

4,710

69,944

Vishay Intertechnology, Inc. (a)(d)

124,817

1,613,884

Vishay Precision Group, Inc. (a)

9,596

163,132

Wayside Technology Group, Inc.

1,232

16,078

Wireless Telecom Group, Inc. (a)

11,200

28,000

Zygo Corp. (a)(d)

11,158

175,962

 

163,959,847

Internet Software & Services - 2.8%

Akamai Technologies, Inc. (a)(d)

204,582

9,148,907

Angie's List, Inc. (a)(d)

39,732

517,311

AOL, Inc. (d)

89,529

3,991,203

Autobytel, Inc. (a)

1,148

14,235

Bankrate, Inc. (a)(d)

42,017

787,399

Bazaarvoice, Inc. (a)(d)

31,078

245,516

Blucora, Inc. (a)(d)

40,993

1,192,076

Brightcove, Inc. (a)

25,472

362,467

BroadVision, Inc. (a)

490

4,925

Carbonite, Inc. (a)

9,443

117,093

ChannelAdvisor Corp. (a)(d)

9,463

324,865

comScore, Inc. (a)

35,536

966,935

Constant Contact, Inc. (a)(d)

30,835

843,954

Cornerstone OnDemand, Inc. (a)(d)

56,736

2,860,629

CoStar Group, Inc. (a)

32,267

6,009,406

Crexendo, Inc. (a)

6,585

20,414

Daegis, Inc. (a)

3,645

3,281

DealerTrack Holdings, Inc. (a)(d)

45,834

1,915,861

Demand Media, Inc. (a)

42,676

235,145

Demandware, Inc. (a)

37,767

2,140,256

Dice Holdings, Inc. (a)(d)

50,678

368,936

Digital River, Inc. (a)

35,934

642,141

E2open, Inc. (a)(d)

3,072

68,444

EarthLink, Inc.

80,611

439,330

eBay, Inc. (a)

1,240,049

62,647,275

eGain Communications Corp. (a)

8,558

98,503

Equinix, Inc. (a)(d)

50,967

8,190,397

Facebook, Inc. Class A (a)

1,746,586

82,107,008

Global Eagle Entertainment, Inc. (a)(d)

31,480

483,218

 

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Value

GlowPoint, Inc. (a)

18,770

$ 27,404

Gogo, Inc. (d)

13,710

365,646

Google, Inc. Class A (a)

298,585

316,377,680

IAC/InterActiveCorp

80,150

4,585,382

Internap Network Services Corp. (a)

49,823

383,139

IntraLinks Holdings, Inc. (a)

36,458

397,757

Inuvo, Inc. (a)

9,640

13,496

iPass, Inc. (a)

33,662

58,235

j2 Global, Inc. (d)

55,909

2,681,955

Limelight Networks, Inc. (a)

33,081

67,816

LinkedIn Corp. (a)

102,418

22,944,705

Liquidity Services, Inc. (a)(d)

21,953

508,651

LivePerson, Inc. (a)(d)

55,381

680,632

Local Corp. (a)(d)

28,399

45,438

LogMeIn, Inc. (a)

22,955

791,948

Marchex, Inc. Class B

28,685

269,065

Marin Software, Inc. (d)

7,083

62,189

Marketo, Inc. (d)

21,521

626,261

Mediabistro, Inc. (a)

147

529

MeetMe, Inc. (a)(d)

18,724

34,452

Millennial Media, Inc. (a)(d)

34,415

218,879

Monster Worldwide, Inc. (a)(d)

97,552

549,218

Move, Inc. (a)

35,516

548,722

NIC, Inc.

78,994

1,925,874

OpenTable, Inc. (a)(d)

23,366

1,952,697

Pandora Media, Inc. (a)(d)

161,835

4,596,114

Perficient, Inc. (a)

26,574

576,124

QuinStreet, Inc. (a)

17,620

154,175

Rackspace Hosting, Inc. (a)(d)

117,133

4,475,652

RealNetworks, Inc. (a)

28,670

223,339

Responsys, Inc. (a)

28,466

481,360

SciQuest, Inc. (a)(d)

19,825

554,307

Selectica, Inc. (a)

552

3,605

Shutterstock, Inc. (a)(d)

10,696

791,290

Spark Networks, Inc. (a)(d)

16,620

93,072

SPS Commerce, Inc. (a)(d)

14,513

954,520

Stamps.com, Inc. (a)

12,471

574,539

Support.com, Inc. (a)

117,655

470,620

Synacor, Inc. (a)(d)

20,037

56,104

TechTarget, Inc. (a)

1,217

7,351

Textura Corp. (d)

17,853

604,503

TheStreet.com, Inc. (a)

3,696

8,131

Travelzoo, Inc. (a)(d)

5,383

115,627

Tremor Video, Inc. (d)

9,207

42,813

Trulia, Inc. (a)(d)

42,135

1,446,916

Twitter, Inc. (d)

2,952

122,715

United Online, Inc.

10,283

162,780

Unwired Planet, Inc.

100,320

152,486

ValueClick, Inc. (a)(d)

68,992

1,476,429

VeriSign, Inc. (a)(d)

144,977

8,243,392

Vocus, Inc. (a)(d)

23,379

232,855

Web.com Group, Inc. (a)(d)

64,573

1,843,559

WebMD Health Corp. (a)(d)

44,803

1,732,532

XO Group, Inc. (a)

29,832

467,467

Common Stocks - continued

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Value

INFORMATION TECHNOLOGY - continued

Internet Software & Services - continued

Xoom Corp.

19,461

$ 537,805

Yahoo!, Inc. (a)

1,034,244

38,246,343

Yelp, Inc. (a)(d)

60,050

3,644,435

YuMe, Inc. (d)

6,211

54,284

Zillow, Inc. (a)(d)

23,405

1,840,101

Zix Corp. (a)

43,773

202,669

 

618,054,914

IT Services - 3.3%

Accenture PLC Class A

683,903

52,981,965

Acxiom Corp. (a)(d)

91,117

3,032,374

Alliance Data Systems Corp. (a)(d)

50,917

12,335,152

Amdocs Ltd.

195,710

7,918,427

Automatic Data Processing, Inc.

530,927

42,484,779

Blackhawk Network Holdings, Inc. (d)

10,875

247,841

Booz Allen Hamilton Holding Corp. Class A (d)

39,467

690,278

Broadridge Financial Solutions, Inc.

126,853

4,839,442

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

20,462

1,468,558

Cardtronics, Inc. (a)

44,777

1,907,052

Cass Information Systems, Inc.

3,955

248,176

Ciber, Inc. (a)

53,912

213,492

Cognizant Technology Solutions Corp. Class A (a)

330,207

31,003,135

Computer Sciences Corp.

150,288

7,908,155

Computer Task Group, Inc.

11,646

221,740

Convergys Corp. (d)

123,097

2,525,950

CoreLogic, Inc. (a)

94,705

3,336,457

CSG Systems International, Inc.

47,456

1,370,055

CSP, Inc.

3,696

29,716

DST Systems, Inc.

31,684

2,797,697

Dynamics Research Corp. (a)

2,443

17,687

Edgewater Technology, Inc. (a)

2,875

20,729

EPAM Systems, Inc. (a)

32,476

1,151,924

Euronet Worldwide, Inc. (a)(d)

47,939

2,322,645

EVERTEC, Inc.

73,649

1,625,433

ExlService Holdings, Inc. (a)

29,161

768,684

Fidelity National Information Services, Inc.

329,470

16,697,540

Fiserv, Inc. (a)

151,608

16,660,203

FleetCor Technologies, Inc. (a)

76,018

9,257,472

Forrester Research, Inc.

14,844

593,463

Gartner, Inc. Class A (a)(d)

108,666

7,025,257

Genpact Ltd. (a)

139,916

2,504,496

Global Cash Access Holdings, Inc. (a)

58,402

569,420

Global Payments, Inc. (d)

75,409

4,754,537

Hackett Group, Inc.

12,619

78,869

Heartland Payment Systems, Inc.

30,852

1,385,563

Higher One Holdings, Inc. (a)(d)

26,817

263,879

IBM Corp.

1,097,140

197,134,115

iGATE Corp. (a)

25,471

852,769

Information Services Group, Inc. (a)

18,000

73,800

 

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Value

Innodata, Inc. (a)

14,010

$ 36,006

Jack Henry & Associates, Inc.

88,149

5,004,219

Leidos Holdings, Inc.

88,093

4,283,963

Lender Processing Services, Inc.

87,526

3,073,038

Lionbridge Technologies, Inc. (a)

34,685

197,358

ManTech International Corp. Class A

23,021

662,314

MasterCard, Inc. Class A

110,980

84,434,694

Mattersight Corp. (a)

4,307

20,674

Maximus, Inc.

80,539

3,664,525

ModusLink Global Solutions, Inc. (a)

31,030

120,707

MoneyGram International, Inc. (a)

66,937

1,411,701

NCI, Inc. Class A (a)

12,261

79,942

NeuStar, Inc. Class A (a)(d)

66,766

3,254,843

Paychex, Inc.

332,081

14,521,902

PFSweb, Inc. (a)

1,815

15,863

PRG-Schultz International, Inc. (a)

5,640

37,111

Sapient Corp. (a)

136,229

2,142,882

Science Applications International Corp.

39,113

1,441,314

ServiceSource International, Inc. (a)(d)

52,332

508,144

StarTek, Inc. (a)

2,150

13,760

Sykes Enterprises, Inc. (a)

30,728

680,318

Syntel, Inc.

16,557

1,463,142

Teletech Holdings, Inc. (a)

19,293

495,444

Teradata Corp. (a)(d)

171,541

7,829,131

The Management Network Group, Inc. (a)

206

599

The Western Union Co. (d)

579,998

9,668,567

Total System Services, Inc.

171,609

5,328,459

Unisys Corp. (a)(d)

40,780

1,120,227

Vantiv, Inc. (a)(d)

129,522

3,924,517

VeriFone Systems, Inc. (a)

114,397

2,929,707

Virtusa Corp. (a)

19,898

702,200

Visa, Inc. Class A

551,618

112,232,198

WEX, Inc. (a)

45,780

4,544,123

 

717,162,518

Office Electronics - 0.1%

Xerox Corp.

1,207,010

13,735,774

Zebra Technologies Corp. Class A (a)

57,315

2,971,210

 

16,706,984

Semiconductors & Semiconductor Equipment - 2.1%

Advanced Energy Industries, Inc. (a)

37,951

903,993

Advanced Micro Devices, Inc. (a)(d)

585,044

2,129,560

AEHR Test Systems (a)

3,126

9,065

Aetrium, Inc. (a)

206

1,730

Altera Corp.

345,411

11,139,505

Amkor Technology, Inc. (a)(d)

114,967

689,802

Amtech Systems, Inc. (a)

12,381

94,591

ANADIGICS, Inc. (a)(d)

109,969

211,140

Analog Devices, Inc.

340,001

16,394,848

Applied Materials, Inc.

1,308,194

22,631,756

Applied Micro Circuits Corp. (a)(d)

98,689

1,238,547

Atmel Corp. (a)

430,659

3,294,541

ATMI, Inc. (a)

28,610

875,466

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - continued

Avago Technologies Ltd.

264,406

$ 11,826,880

Axcelis Technologies, Inc. (a)

123,333

275,033

AXT, Inc. (a)

31,515

74,375

Broadcom Corp. Class A

577,920

15,424,685

Brooks Automation, Inc.

71,516

755,924

BTU International, Inc. (a)

4,067

11,266

Cabot Microelectronics Corp. (a)(d)

30,653

1,381,531

Cavium, Inc. (a)(d)

47,074

1,704,079

Ceva, Inc. (a)(d)

14,448

231,024

Cirrus Logic, Inc. (a)(d)

62,020

1,251,564

Cohu, Inc.

20,738

205,514

Cree, Inc. (a)(d)

123,847

6,910,663

CVD Equipment Corp. (a)(d)

24,298

332,640

Cypress Semiconductor Corp.

200,786

1,945,616

Diodes, Inc. (a)

35,635

728,023

DSP Group, Inc. (a)

34,788

307,526

Entegris, Inc. (a)

143,226

1,572,621

Entropic Communications, Inc. (a)(d)

130,146

645,524

Exar Corp. (a)

38,924

476,819

Fairchild Semiconductor International, Inc. (a)

143,511

1,826,895

First Solar, Inc. (a)

71,831

4,296,930

FormFactor, Inc. (a)

44,109

239,071

Freescale Semiconductor Holdings I Ltd. (a)(d)

51,501

749,855

GigOptix, Inc. (a)

17,428

33,287

GSI Technology, Inc. (a)

7,703

53,305

GT Advanced Technologies, Inc. (a)(d)

153,295

1,503,824

Hittite Microwave Corp. (a)(d)

32,168

2,033,983

Ikanos Communications, Inc. (a)

35,040

47,654

Inphi Corp. (a)(d)

23,714

296,425

Integrated Device Technology, Inc. (a)

149,111

1,479,181

Integrated Silicon Solution, Inc. (a)

27,085

320,686

Intel Corp.

5,334,991

127,186,185

Intermolecular, Inc. (a)(d)

6,975

39,758

International Rectifier Corp. (a)(d)

61,935

1,482,724

Intersil Corp. Class A

155,240

1,633,125

Intest Corp.

2,175

8,483

IXYS Corp.

38,644

475,708

KLA-Tencor Corp.

174,054

11,116,829

Kopin Corp. (a)

49,853

203,400

Kulicke & Soffa Industries, Inc. (a)

82,587

1,042,248

Lam Research Corp. (a)

168,446

8,777,721

Lattice Semiconductor Corp. (a)

136,230

758,801

Linear Technology Corp.

269,546

11,469,182

LSI Corp.

527,450

4,256,522

LTX-Credence Corp. (a)

48,731

351,838

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

10,000

160,000

Marvell Technology Group Ltd.

465,712

6,627,082

Mattson Technology, Inc. (a)

72,551

194,437

Maxim Integrated Products, Inc.

303,732

8,650,287

 

Shares

Value

MaxLinear, Inc. Class A (a)

15,441

$ 131,249

Micrel, Inc.

33,398

324,295

Microchip Technology, Inc. (d)

217,370

9,409,947

Micron Technology, Inc. (a)

1,085,761

22,909,557

Microsemi Corp. (a)

100,802

2,462,593

Mindspeed Technologies, Inc. (a)

32,350

162,721

MKS Instruments, Inc.

59,577

1,773,607

Monolithic Power Systems, Inc. (d)

35,284

1,178,486

MoSys, Inc. (a)(d)

19,247

90,653

Nanometrics, Inc. (a)

28,664

541,176

NeoPhotonics Corp. (a)

16,785

99,367

NVE Corp. (a)

6,043

344,391

NVIDIA Corp.

631,690

9,854,364

Omnivision Technologies, Inc. (a)(d)

50,229

805,171

ON Semiconductor Corp. (a)

539,501

3,825,062

PDF Solutions, Inc. (a)

22,154

513,973

Peregrine Semiconductor Corp. (a)(d)

21,553

198,934

Pericom Semiconductor Corp. (a)

17,514

167,084

Photronics, Inc. (a)(d)

74,723

645,607

Pixelworks, Inc. (a)

22,798

96,664

PLX Technology, Inc. (a)

44,805

301,986

PMC-Sierra, Inc. (a)

199,312

1,195,872

Power Integrations, Inc.

28,590

1,528,421

QuickLogic Corp. (a)(d)

38,003

126,930

Rambus, Inc. (a)(d)

118,235

1,015,639

RF Micro Devices, Inc. (a)

315,164

1,664,066

Rubicon Technology, Inc. (a)(d)

25,049

254,999

Rudolph Technologies, Inc. (a)(d)

29,614

333,158

Semtech Corp. (a)(d)

76,311

2,267,963

Sigma Designs, Inc. (a)(d)

22,818

128,009

Silicon Image, Inc. (a)

84,424

457,578

Silicon Laboratories, Inc. (a)(d)

36,210

1,414,001

Skyworks Solutions, Inc. (a)

195,201

5,190,395

Spansion, Inc. Class A (a)(d)

45,268

560,871

STR Holdings, Inc. (a)

37,233

68,509

SunEdison, Inc. (a)(d)

239,931

3,049,523

SunPower Corp. (a)(d)

42,366

1,285,384

Supertex, Inc.

19,548

507,271

Synaptics, Inc. (a)(d)

36,621

1,849,727

Teradyne, Inc. (a)(d)

178,524

3,040,264

Tessera Technologies, Inc.

44,982

899,640

Texas Instruments, Inc.

1,155,694

49,694,842

TriQuint Semiconductor, Inc. (a)(d)

151,114

1,190,778

Ultra Clean Holdings, Inc. (a)

18,783

187,079

Ultratech, Inc. (a)(d)

31,408

831,056

Veeco Instruments, Inc. (a)(d)

36,173

1,165,494

Vitesse Semiconductor Corp. (a)

9,484

27,883

Xilinx, Inc.

280,703

12,471,634

 

451,235,150

Software - 3.5%

Accelrys, Inc. (a)

51,411

500,229

ACI Worldwide, Inc. (a)(d)

37,489

2,419,165

Activision Blizzard, Inc.

462,237

7,955,099

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Actuate Corp. (a)

42,170

$ 331,456

Adobe Systems, Inc. (a)

493,551

28,023,826

Advent Software, Inc. (d)

46,269

1,626,355

American Software, Inc. Class A

10,878

104,973

ANSYS, Inc. (a)

97,707

8,370,559

Aspen Technology, Inc. (a)

97,387

3,849,708

Autodesk, Inc. (a)

241,431

10,924,753

Blackbaud, Inc.

47,578

1,720,896

Bottomline Technologies, Inc. (a)(d)

34,478

1,191,904

BroadSoft, Inc. (a)(d)

26,590

706,496

BSQUARE Corp. (a)

11,182

36,565

CA Technologies, Inc.

349,083

11,519,739

Cadence Design Systems, Inc. (a)(d)

280,788

3,720,441

Callidus Software, Inc. (a)(d)

32,625

356,265

Citrix Systems, Inc. (a)

197,944

11,742,038

CommVault Systems, Inc. (a)(d)

50,590

3,786,662

Compuware Corp.

202,971

2,230,651

Comverse, Inc.

23,221

777,904

Concur Technologies, Inc. (a)(d)

54,717

5,312,474

Cyan, Inc. (d)

8,834

39,135

Datawatch Corp. (a)

1,950

71,897

Digimarc Corp.

3,041

56,958

Document Security Systems, Inc. (a)

19,824

42,225

Ebix, Inc. (d)

31,393

437,304

Electronic Arts, Inc. (a)

313,261

6,948,129

Ellie Mae, Inc. (a)(d)

31,804

896,873

Envivio, Inc. (a)

6,801

19,995

EPIQ Systems, Inc.

38,746

648,221

ePlus, Inc.

2,450

132,349

Evolving Systems, Inc.

4,973

49,680

FactSet Research Systems, Inc.

53,360

6,029,680

Fair Isaac Corp.

37,437

2,209,157

FalconStor Software, Inc. (a)

37,427

55,392

Fonix Corp. (a)

1

0

Fortinet, Inc. (a)

146,518

2,505,458

Gigamon, Inc. (a)(d)

13,202

385,630

Glu Mobile, Inc. (a)(d)

98,358

361,957

GSE Systems, Inc. (a)

388

625

Guidance Software, Inc. (a)

13,894

128,520

Guidewire Software, Inc. (a)(d)

70,818

3,380,143

Imperva, Inc. (a)

22,847

1,027,658

Infoblox, Inc. (a)

50,781

1,613,820

Informatica Corp. (a)

104,528

4,056,732

Interactive Intelligence Group, Inc. (a)(d)

16,038

1,043,112

Intuit, Inc.

316,972

23,528,832

Jive Software, Inc. (a)(d)

30,754

341,062

Liquid Holdings Group, Inc. (d)

3,912

30,201

Majesco Entertainment Co. (a)

19,952

11,973

Manhattan Associates, Inc. (a)

20,570

2,473,748

 

Shares

Value

Mentor Graphics Corp.

118,491

$ 2,669,010

MICROS Systems, Inc. (a)(d)

83,538

4,487,661

Microsoft Corp.

8,093,033

308,587,348

MicroStrategy, Inc. Class A (a)

7,880

1,019,120

Mitek Systems, Inc. (a)(d)

15,896

111,113

Model N, Inc.

6,345

52,092

Monotype Imaging Holdings, Inc.

34,148

1,063,710

NetScout Systems, Inc. (a)

39,020

1,187,379

NetSol Technologies, Inc. (a)

10,165

51,537

NetSuite, Inc. (a)(d)

30,845

2,963,588

Nuance Communications, Inc. (a)(d)

262,505

3,549,068

Oracle Corp.

3,813,421

134,575,627

Parametric Technology Corp. (a)

128,240

4,172,930

Peerless Systems Corp. (a)

172

628

Pegasystems, Inc. (d)

16,328

822,115

Progress Software Corp. (a)(d)

56,172

1,479,570

Proofpoint, Inc. (a)

24,372

743,346

PROS Holdings, Inc. (a)

19,629

756,502

QAD, Inc. Class B

4,298

59,957

QLIK Technologies, Inc. (a)

106,112

2,661,289

Qualys, Inc. (a)

7,387

182,607

Rally Software Development Corp.

9,834

241,916

RealPage, Inc. (a)(d)

47,177

1,057,237

Red Hat, Inc. (a)

199,487

9,345,966

Rosetta Stone, Inc. (a)

8,315

95,623

Rovi Corp. (a)

119,303

2,195,175

salesforce.com, Inc. (a)(d)

584,862

30,465,462

SeaChange International, Inc. (a)

17,668

262,193

ServiceNow, Inc. (a)(d)

108,615

5,768,543

Silver Spring Networks, Inc.

4,334

89,670

Smith Micro Software, Inc. (a)(d)

41,455

58,452

SolarWinds, Inc. (a)

71,945

2,405,841

Solera Holdings, Inc.

70,421

4,700,602

Sonic Foundry, Inc. (a)

155

1,547

Splunk, Inc. (a)

85,695

6,183,751

SS&C Technologies Holdings, Inc. (a)

63,652

2,744,038

Symantec Corp.

733,900

16,505,411

Synchronoss Technologies, Inc. (a)(d)

29,419

933,465

Synopsys, Inc. (a)

184,472

6,757,209

Tableau Software, Inc. (d)

16,291

1,067,712

Take-Two Interactive Software, Inc. (a)(d)

86,768

1,419,524

Tangoe, Inc. (a)(d)

45,871

722,010

TeleCommunication Systems, Inc. Class A (a)

49,377

114,061

TeleNav, Inc. (a)

12,035

84,726

TIBCO Software, Inc. (a)

151,855

3,670,335

TiVo, Inc. (a)

121,206

1,555,073

Tyler Technologies, Inc. (a)(d)

30,080

3,086,509

Ultimate Software Group, Inc. (a)(d)

28,130

4,407,690

Vasco Data Security International, Inc. (a)

30,246

232,894

Verint Systems, Inc. (a)

52,706

1,998,612

VirnetX Holding Corp. (a)(d)

42,196

844,764

VMware, Inc. Class A (a)(d)

93,456

7,535,357

Voltari Corp. (a)(d)

4,240

17,638

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Vringo, Inc. (a)(d)

39,609

$ 126,353

Wave Systems Corp. Class A (a)(d)

27,069

31,129

Workday, Inc. Class A (a)(d)

33,866

2,788,865

Zynga, Inc. (a)

705,556

3,069,169

 

759,515,343

TOTAL INFORMATION TECHNOLOGY

3,821,288,782

MATERIALS - 3.7%

Chemicals - 2.5%

A. Schulman, Inc.

30,292

1,035,986

Advanced Emissions Solutions, Inc. (a)

14,209

823,980

Air Products & Chemicals, Inc.

225,269

24,516,025

Airgas, Inc.

67,095

7,288,530

Albemarle Corp.

85,764

5,892,844

American Pacific Corp. (a)

3,873

160,149

American Vanguard Corp. (d)

23,997

689,434

Arabian American Development Co. (a)

28,770

296,906

Ashland, Inc.

74,317

6,768,792

Axiall Corp.

69,767

3,160,445

Balchem Corp.

26,952

1,594,211

Cabot Corp.

67,007

3,269,942

Calgon Carbon Corp. (a)(d)

83,129

1,721,602

Celanese Corp. Class A

162,780

9,136,841

CF Industries Holdings, Inc.

60,942

13,247,572

Chase Corp.

3,188

101,570

Chemtura Corp. (a)

94,872

2,504,621

Clean Diesel Technologies, Inc. (a)(d)

42,378

61,448

Core Molding Technologies, Inc. (a)

5,919

68,305

Cytec Industries, Inc.

39,374

3,523,186

E.I. du Pont de Nemours & Co.

977,710

60,011,840

Eastman Chemical Co.

159,797

12,309,163

Ecolab, Inc.

295,005

31,615,686

Ferro Corp. (a)

75,739

1,055,044

Flotek Industries, Inc. (a)(d)

68,404

1,432,380

FMC Corp.

146,802

10,695,994

FutureFuel Corp.

9,540

159,509

GSE Holding, Inc. (a)

3,278

6,785

H.B. Fuller Co.

47,573

2,437,165

Hawkins, Inc.

5,329

201,223

Huntsman Corp.

203,808

4,673,317

Innophos Holdings, Inc.

21,107

1,012,714

Innospec, Inc.

50,796

2,474,273

International Flavors & Fragrances, Inc.

91,400

8,075,190

Intrepid Potash, Inc. (d)

47,540

734,493

KMG Chemicals, Inc.

10,303

187,309

Koppers Holdings, Inc.

22,254

1,054,395

Kraton Performance Polymers, Inc. (a)

27,382

637,727

Kronos Worldwide, Inc.

25,586

426,263

Landec Corp. (a)

25,874

303,761

 

Shares

Value

LSB Industries, Inc. (a)

18,952

$ 607,980

LyondellBasell Industries NV Class A

472,616

36,476,503

Marrone Bio Innovations, Inc.

5,712

85,166

Material Sciences Corp. (a)

4,565

45,604

Minerals Technologies, Inc.

52,154

3,097,948

Monsanto Co.

564,545

63,979,885

NewMarket Corp.

12,456

4,035,121

Olin Corp. (d)

81,888

2,033,279

OM Group, Inc. (a)

32,193

1,060,437

OMNOVA Solutions, Inc. (a)

35,057

307,099

Penford Corp. (a)

6,469

79,504

PolyOne Corp.

103,882

3,372,010

PPG Industries, Inc.

155,823

28,680,781

Praxair, Inc.

323,067

40,790,439

Quaker Chemical Corp.

14,473

1,172,892

Rockwood Holdings, Inc.

74,784

5,119,713

RPM International, Inc.

132,293

5,238,803

Senomyx, Inc. (a)

31,786

133,819

Sensient Technologies Corp.

58,886

2,893,658

Sherwin-Williams Co.

93,216

17,061,324

Sigma Aldrich Corp.

130,116

11,221,204

Stepan Co.

16,974

1,077,170

Taminco Corp. (d)

17,253

371,285

The Dow Chemical Co.

1,282,346

50,088,435

The Mosaic Co.

358,685

17,181,012

The Scotts Miracle-Gro Co. Class A (d)

51,798

3,034,327

Tredegar Corp.

24,439

639,813

Tronox Ltd. Class A (d)

73,931

1,571,034

Valhi, Inc.

16,022

244,976

Valspar Corp.

85,270

6,020,915

W.R. Grace & Co. (a)

78,589

7,546,902

Westlake Chemical Corp.

20,522

2,310,367

Zep, Inc.

16,526

318,291

Zoltek Companies, Inc. (a)(d)

40,249

673,366

 

543,937,682

Construction Materials - 0.1%

Eagle Materials, Inc.

43,407

3,385,746

Headwaters, Inc. (a)

105,333

1,017,517

Martin Marietta Materials, Inc.

56,358

5,441,928

Texas Industries, Inc. (a)(d)

20,369

1,183,846

U.S. Concrete, Inc. (a)

16,515

384,304

Vulcan Materials Co.

135,141

7,617,898

 

19,031,239

Containers & Packaging - 0.3%

AEP Industries, Inc. (a)

6,511

335,707

Aptargroup, Inc. (d)

71,833

4,663,398

Avery Dennison Corp.

106,008

5,183,791

Ball Corp.

152,556

7,624,749

Bemis Co., Inc.

96,446

3,764,287

Berry Plastics Group, Inc. (a)

76,058

1,631,444

Crown Holdings, Inc. (a)

135,481

5,980,131

Graphic Packaging Holding Co. (a)

184,468

1,656,523

Greif, Inc. Class A

37,275

2,048,261

Common Stocks - continued

Shares

Value

MATERIALS - continued

Containers & Packaging - continued

MeadWestvaco Corp.

186,660

$ 6,553,633

Myers Industries, Inc.

25,717

520,512

Owens-Illinois, Inc. (a)

185,599

6,124,767

Packaging Corp. of America

102,376

6,271,554

Rock-Tenn Co. Class A (d)

76,910

7,261,842

Sealed Air Corp.

205,152

6,587,431

Silgan Holdings, Inc.

46,246

2,162,001

Sonoco Products Co.

108,130

4,331,688

UFP Technologies, Inc. (a)

2,454

62,822

 

72,764,541

Metals & Mining - 0.6%

A.M. Castle & Co. (a)

36,860

515,671

AK Steel Holding Corp. (a)(d)

121,218

686,094

Alcoa, Inc. (d)

1,130,026

10,859,550

Allegheny Technologies, Inc. (d)

125,307

4,162,699

Allied Nevada Gold Corp. (a)(d)

93,899

311,745

Amcol International Corp.

23,278

725,342

Carpenter Technology Corp. (d)

60,383

3,640,491

Century Aluminum Co. (a)

60,542

544,878

Cliffs Natural Resources, Inc. (d)

159,769

3,995,823

Coeur d'Alene Mines Corp. (a)

98,197

1,082,131

Commercial Metals Co.

130,792

2,539,981

Compass Minerals International, Inc.

33,319

2,383,974

Comstock Mining, Inc. (a)(d)

56,723

101,534

Freeport-McMoRan Copper & Gold, Inc.

1,088,657

37,765,511

Friedman Industries

2,001

17,049

General Moly, Inc. (a)(d)

60,513

73,221

Globe Specialty Metals, Inc.

70,310

1,251,518

Gold Resource Corp.

44,371

228,954

Golden Minerals Co. (a)(d)

71,014

37,424

Handy & Harman Ltd. (a)

5,646

138,496

Haynes International, Inc.

12,361

670,213

Hecla Mining Co. (d)

336,707

993,286

Horsehead Holding Corp. (a)(d)

39,520

591,614

Kaiser Aluminum Corp. (d)

16,273

1,095,498

Materion Corp.

22,336

642,383

McEwen Mining, Inc. (a)(d)

267,762

543,557

Mines Management, Inc. (a)(d)

24,109

13,019

Molycorp, Inc. (a)(d)

202,465

967,783

Newmont Mining Corp.

529,408

13,145,201

Noranda Aluminium Holding Corp.

73,305

205,987

Nucor Corp.

344,183

17,573,984

Olympic Steel, Inc.

12,703

356,573

Paramount Gold & Silver Corp. (a)(d)

34,874

40,454

Reliance Steel & Aluminum Co.

95,402

7,014,909

Royal Gold, Inc. (d)

67,319

3,035,414

RTI International Metals, Inc. (a)(d)

27,976

975,523

Schnitzer Steel Industries, Inc. Class A (d)

20,284

621,400

Silver Bull Resources, Inc. (a)(d)

60,971

20,120

Solitario Exploration & Royalty Corp. (a)

18,115

15,443

 

Shares

Value

Steel Dynamics, Inc.

277,791

$ 5,061,352

Stillwater Mining Co. (a)(d)

124,032

1,392,879

SunCoke Energy, Inc. (a)

69,275

1,570,464

Synalloy Corp.

8,615

138,788

Timberline Resources Corp. (a)

18,994

3,041

U.S. Antimony Corp. (a)(d)

24,962

52,420

U.S. Silica Holdings, Inc.

48,988

1,690,576

United States Steel Corp. (d)

138,735

3,719,485

Universal Stainless & Alloy Products, Inc. (a)(d)

6,659

242,055

Walter Energy, Inc. (d)

65,194

927,711

Worthington Industries, Inc.

60,686

2,544,564

 

136,927,782

Paper & Forest Products - 0.2%

Boise Cascade Co. (d)

37,823

970,538

Clearwater Paper Corp. (a)

22,216

1,176,337

Deltic Timber Corp.

13,533

852,714

Domtar Corp.

36,405

3,112,992

International Paper Co.

474,001

22,112,147

Kapstone Paper & Packaging Corp.

53,009

2,824,320

Louisiana-Pacific Corp. (a)

160,954

2,639,646

Neenah Paper, Inc.

13,754

577,530

P.H. Glatfelter Co.

45,036

1,260,558

Resolute Forest Products (a)(d)

103,317

1,673,735

Schweitzer-Mauduit International, Inc.

31,120

1,606,103

Verso Paper Corp. (a)(d)

23,529

14,588

Wausau-Mosinee Paper Corp. (d)

43,988

534,014

 

39,355,222

TOTAL MATERIALS

812,016,466

TELECOMMUNICATION SERVICES - 2.1%

Diversified Telecommunication Services - 1.8%

8x8, Inc. (a)

89,195

929,412

Alaska Communication Systems Group, Inc. (a)

135,810

300,140

AT&T, Inc.

5,612,427

197,613,555

Atlantic Tele-Network, Inc.

16,949

950,330

Cbeyond, Inc. (a)

59,758

331,657

CenturyLink, Inc.

645,919

19,829,713

Cincinnati Bell, Inc. (a)(d)

198,209

634,269

Cogent Communications Group, Inc.

64,769

2,526,639

Consolidated Communications Holdings, Inc.

59,983

1,159,171

Elephant Talk Communication, Inc. (a)

63,184

63,184

FairPoint Communications, Inc. (a)(d)

43,838

407,693

Frontier Communications Corp. (d)

1,084,701

5,076,401

General Communications, Inc. Class A (a)

33,964

337,942

Hawaiian Telcom Holdco, Inc. (a)(d)

11,736

355,953

HickoryTech Corp.

2,523

34,540

IDT Corp. Class B

44,765

994,231

inContact, Inc. (a)(d)

42,838

321,285

Inteliquent, Inc.

28,172

326,513

Common Stocks - continued

Shares

Value

TELECOMMUNICATION SERVICES - continued

Diversified Telecommunication Services - continued

Intelsat SA (d)

20,815

$ 450,228

Iridium Communications, Inc. (a)(d)

61,404

377,635

Level 3 Communications, Inc. (a)(d)

161,071

4,899,780

Lumos Networks Corp.

15,837

365,201

ORBCOMM, Inc. (a)(d)

20,031

124,593

Premiere Global Services, Inc. (a)

64,433

601,160

Straight Path Communications, Inc. Class B (a)

22,382

176,818

Towerstream Corp. (a)(d)

39,383

92,156

TW Telecom, Inc. (a)

143,038

4,050,836

Verizon Communications, Inc.

3,054,477

151,563,149

Vonage Holdings Corp. (a)

140,662

465,591

Windstream Holdings, Inc. (d)

719,900

5,809,593

xG Technology, Inc. (a)

1,492

2,611

 

401,171,979

Wireless Telecommunication Services - 0.3%

Boingo Wireless, Inc. (a)(d)

15,589

101,796

Crown Castle International Corp. (a)

361,095

26,804,082

Leap Wireless International, Inc. (a)

51,525

855,830

NII Holdings, Inc. (a)(d)

160,624

407,985

NTELOS Holdings Corp.

10,948

234,397

SBA Communications Corp. Class A (a)(d)

130,318

11,099,184

Shenandoah Telecommunications Co.

22,919

572,517

Sprint Corp. (a)(d)

903,143

7,577,370

T-Mobile U.S., Inc. (a)

283,965

7,385,930

Telephone & Data Systems, Inc.

98,546

2,740,564

U.S. Cellular Corp. (d)

27,310

1,211,745

U.S.A. Mobility, Inc.

43,148

633,844

 

59,625,244

TOTAL TELECOMMUNICATION SERVICES

460,797,223

UTILITIES - 3.0%

Electric Utilities - 1.5%

Allete, Inc.

41,106

2,025,704

American Electric Power Co., Inc.

510,960

24,045,778

Cleco Corp.

77,341

3,535,257

Duke Energy Corp.

734,264

51,369,109

Edison International

347,873

16,075,211

El Paso Electric Co.

44,691

1,610,217

Empire District Electric Co.

52,048

1,181,490

Entergy Corp.

192,366

11,905,532

Exelon Corp.

896,615

24,127,910

FirstEnergy Corp.

444,302

14,497,574

Great Plains Energy, Inc.

172,510

4,095,387

Hawaiian Electric Industries, Inc.

114,982

2,910,194

IDACORP, Inc. (d)

52,660

2,721,469

ITC Holdings Corp.

54,901

4,967,442

MGE Energy, Inc.

24,386

1,364,397

NextEra Energy, Inc.

448,844

37,967,714

 

Shares

Value

Northeast Utilities

345,580

$ 14,196,426

NRG Yield, Inc. Class A

38,525

1,392,679

NV Energy, Inc.

247,978

5,864,680

OGE Energy Corp.

236,316

8,133,997

Otter Tail Corp.

43,707

1,291,979

Pepco Holdings, Inc. (d)

313,266

5,977,115

Pinnacle West Capital Corp.

111,381

5,943,290

PNM Resources, Inc.

88,029

2,048,435

Portland General Electric Co.

65,957

1,966,178

PPL Corp.

688,750

21,151,513

Southern Co.

938,228

38,120,204

UIL Holdings Corp.

57,418

2,154,898

Unitil Corp.

19,695

595,971

UNS Energy Corp.

41,813

2,002,006

Westar Energy, Inc. (d)

117,240

3,676,646

Xcel Energy, Inc.

551,741

15,459,783

 

334,376,185

Gas Utilities - 0.2%

AGL Resources, Inc.

117,679

5,476,781

Atmos Energy Corp.

98,344

4,371,391

Chesapeake Utilities Corp.

10,363

602,919

Delta Natural Gas Co., Inc.

3,078

68,424

Gas Natural, Inc.

8,386

71,952

Laclede Group, Inc.

27,494

1,267,748

National Fuel Gas Co. (d)

95,902

6,471,467

New Jersey Resources Corp.

42,760

1,953,704

Northwest Natural Gas Co. (d)

34,699

1,475,748

ONEOK, Inc.

220,780

12,820,695

Piedmont Natural Gas Co., Inc. (d)

81,668

2,707,294

Questar Corp.

181,066

4,077,606

South Jersey Industries, Inc.

34,725

1,968,908

Southwest Gas Corp.

51,656

2,740,867

UGI Corp.

117,609

4,734,938

WGL Holdings, Inc. (d)

56,924

2,268,421

 

53,078,863

Independent Power Producers & Energy Traders - 0.2%

American DG Energy, Inc. (a)

24,722

42,522

Black Hills Corp.

46,600

2,342,582

Calpine Corp. (a)

397,038

7,507,989

Dynegy, Inc. (a)(d)

97,519

2,087,882

Genie Energy Ltd. Class B (a)

11,430

192,024

NRG Energy, Inc.

330,230

8,737,886

Ormat Technologies, Inc.

29,840

748,387

Synthesis Energy Systems, Inc. (a)

39,903

27,134

The AES Corp.

663,424

9,666,088

 

31,352,494

Multi-Utilities - 1.0%

Alliant Energy Corp.

123,112

6,340,268

Ameren Corp.

265,803

9,529,038

Avista Corp.

75,556

2,058,901

CenterPoint Energy, Inc.

440,541

10,321,876

CMS Energy Corp.

256,908

6,818,338

Common Stocks - continued

Shares

Value

UTILITIES - continued

Multi-Utilities - continued

Consolidated Edison, Inc.

303,335

$ 16,747,125

Dominion Resources, Inc.

612,291

39,743,809

DTE Energy Co.

188,435

12,576,152

Integrys Energy Group, Inc.

96,715

5,197,464

MDU Resources Group, Inc.

192,136

5,700,675

NiSource, Inc.

316,989

10,023,192

NorthWestern Energy Corp.

42,329

1,861,629

PG&E Corp.

472,526

19,075,875

Public Service Enterprise Group, Inc.

538,555

17,605,363

SCANA Corp.

162,365

7,658,757

Sempra Energy

245,898

21,747,219

TECO Energy, Inc.

187,457

3,194,267

Vectren Corp.

88,091

3,054,996

Wisconsin Energy Corp.

230,273

9,618,503

 

208,873,447

Water Utilities - 0.1%

American States Water Co.

52,884

1,543,155

American Water Works Co., Inc.

210,972

8,934,664

Aqua America, Inc. (d)

188,993

4,549,062

Artesian Resources Corp. Class A

8,755

207,494

Cadiz, Inc. (a)(d)

5,759

34,036

California Water Service Group

51,749

1,182,982

Connecticut Water Service, Inc.

5,010

174,098

Middlesex Water Co.

7,054

155,047

Pure Cycle Corp. (a)

17,116

120,839

SJW Corp.

12,324

338,417

York Water Co.

5,248

114,879

 

17,354,673

TOTAL UTILITIES

645,035,662

TOTAL COMMON STOCKS

(Cost $15,079,904,882)


21,462,048,103

U.S. Treasury Obligations - 0.1%

 

Principal Amount

 

U.S. Treasury Bills, yield at date of purchase 0.07% to 0.09% 12/12/13 to 6/26/14 (e)
(Cost $15,995,851)

$ 16,000,000


15,995,898

Money Market Funds - 7.7%

Shares

Value

Fidelity Cash Central Fund, 0.10% (b)

295,458,525

$ 295,458,525

Fidelity Securities Lending Cash Central Fund, 0.10% (b)(c)

1,394,609,878

1,394,609,878

TOTAL MONEY MARKET FUNDS

(Cost $1,690,068,403)


1,690,068,403

TOTAL INVESTMENT
PORTFOLIO - 106.2%

(Cost $16,785,969,136)

23,168,112,404

NET OTHER ASSETS (LIABILITIES) - (6.2)%

(1,361,498,092)

NET ASSETS - 100%

$ 21,806,614,312

Futures Contracts

Expiration Date

Underlying
Face Amount
at Value

Unrealized Appreciation/
(Depreciation)

Purchased

Equity Index Contracts

704 CME E-mini S&P 500 Index Contracts (United States)

Dec. 2013

$ 63,504,320

$ 4,028,511

155 CME E-mini S&P MidCap 400 Index Contracts (United States)

Dec. 2013

20,198,050

933,141

474 CME S&P 500 Index Contracts (United States)

Dec. 2013

213,785,850

11,651,370

356 ICE Russell 2000 Mini Index Contracts (United States)

Dec. 2013

40,644,520

2,909,050

TOTAL EQUITY INDEX CONTRACTS

$ 338,132,740

$ 19,522,072

 

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

Legend

(a) Non-income producing

(b) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

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

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $15,995,898.

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

$ 238,634

Fidelity Securities Lending Cash Central Fund

5,091,895

Total

$ 5,330,529

Other Information

The following is a summary of the inputs used, as of November 30, 2013, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Investment Valuation section at the end of this listing.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 2,863,196,467

$ 2,863,186,606

$ -

$ 9,861

Consumer Staples

1,872,731,934

1,872,731,934

-

-

Energy

2,016,739,800

2,016,738,310

-

1,490

Financials

3,739,180,423

3,739,177,349

-

3,074

Health Care

2,736,090,707

2,736,090,707

-

-

Industrials

2,494,970,639

2,494,970,639

-

-

Information Technology

3,821,288,782

3,821,288,782

-

-

Materials

812,016,466

812,016,466

-

-

Telecommunication Services

460,797,223

460,797,223

-

-

Utilities

645,035,662

645,035,662

-

-

U.S. Government and Government Agency Obligations

15,995,898

-

15,995,898

-

Money Market Funds

1,690,068,403

1,690,068,403

-

-

Total Investments in Securities:

$ 23,168,112,404

$ 23,152,102,081

$ 15,995,898

$ 14,425

Derivative Instruments:

Assets

Futures Contracts

$ 19,522,072

$ 19,522,072

$ -

$ -

Income Tax Information

At November 30, 2013, the cost of investment securities for income tax purposes was $16,880,967,311. Net unrealized appreciation aggregated $6,287,145,093, of which $7,285,771,841 related to appreciated investment securities and $998,626,748 related to depreciated investment securities.

Investment Valuation

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. In accordance with valuation policies and procedures approved by the Board of Trustees (the Board), the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Fidelity Management & Research Company (FMR) Fair Value Committee (the Committee), in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and is responsible for approving and reporting to the Board all fair value determinations. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:

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

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

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

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

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

Quarterly Report

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

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

Quarterly Report

Quarterly Holdings Report

for

Spartan ® Extended Market
Index Fund

November 30, 2013 

1.810690.109

SEI-QTLY-0114

Investments November 30, 2013 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 98.6%

Shares

Value

CONSUMER DISCRETIONARY - 16.2%

Auto Components - 1.3%

Allison Transmission Holdings, Inc.

232,554

$ 6,330,120

American Axle & Manufacturing Holdings, Inc. (a)

190,176

3,803,520

Autoliv, Inc. (d)

292,704

27,180,493

Cooper Tire & Rubber Co.

184,502

4,538,749

Dana Holding Corp.

439,510

8,913,263

Dorman Products, Inc. (d)

97,066

4,831,945

Drew Industries, Inc.

73,861

4,004,005

Federal-Mogul Corp. Class A (a)

101,724

2,087,376

Fox Factory Holding Corp.

29,906

549,672

Fuel Systems Solutions, Inc. (a)

43,105

588,814

Gentex Corp. (d)

448,708

13,375,985

Gentherm, Inc. (a)

106,833

2,581,085

Lear Corp.

248,062

20,566,820

Modine Manufacturing Co. (a)

157,107

2,086,381

Motorcar Parts of America, Inc. (a)

38,295

673,609

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

51,603

354,513

Remy International, Inc.

47,195

1,096,340

Shiloh Industries, Inc.

22,518

521,967

Spartan Motors, Inc.

75,935

524,711

Standard Motor Products, Inc.

67,206

2,333,392

Stoneridge, Inc. (a)

79,829

1,030,592

Strattec Security Corp.

6,920

310,500

Superior Industries International, Inc.

72,385

1,428,880

Tenneco, Inc. (a)(d)

190,033

10,907,894

Tower International, Inc. (a)

57,875

1,243,734

TRW Automotive Holdings Corp. (a)

357,163

27,715,849

UQM Technologies, Inc. (a)(d)

78,497

156,209

Visteon Corp. (a)

153,074

12,037,739

 

161,774,157

Automobiles - 0.3%

Tesla Motors, Inc. (a)(d)

252,983

32,199,676

Thor Industries, Inc.

142,624

7,711,680

Winnebago Industries, Inc. (a)

100,663

3,116,526

 

43,027,882

Distributors - 0.3%

Core-Mark Holding Co., Inc.

38,317

2,828,561

LKQ Corp. (a)

934,326

30,972,907

Pool Corp.

146,173

8,191,535

VOXX International Corp. (a)

62,477

1,114,590

Weyco Group, Inc.

16,952

497,541

 

43,605,134

Diversified Consumer Services - 0.8%

American Public Education, Inc. (a)(d)

53,332

2,410,073

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

305,270

8,025,548

Ascent Capital Group, Inc. (a)(d)

40,177

3,454,418

Bridgepoint Education, Inc. (a)(d)

63,860

1,181,410

Bright Horizons Family Solutions, Inc.

62,869

2,190,985

 

Shares

Value

Cambium Learning Group, Inc. (a)

16,192

$ 24,774

Capella Education Co. (d)

34,672

2,278,644

Career Education Corp. (a)

169,185

854,384

Carriage Services, Inc.

49,366

926,600

Collectors Universe, Inc. (d)

17,833

295,849

Corinthian Colleges, Inc. (a)(d)

237,951

399,758

DeVry, Inc.

181,172

6,438,853

Education Management Corp. (a)(d)

71,409

824,774

Grand Canyon Education, Inc. (a)(d)

144,291

6,571,012

Hillenbrand, Inc.

200,912

5,645,627

ITT Educational Services, Inc. (a)(d)

55,982

2,182,738

K12, Inc. (a)(d)

93,646

1,970,312

Learning Tree International, Inc. (a)

12,160

34,170

LifeLock, Inc. (a)(d)

213,808

3,681,774

Lincoln Educational Services Corp.

64,172

343,320

Mac-Gray Corp.

26,567

565,877

Matthews International Corp. Class A

89,317

3,767,391

National American University Holdings, Inc.

23,237

85,280

Outerwall, Inc. (a)(d)

87,552

5,988,557

Regis Corp.

155,503

2,486,493

Service Corp. International

676,402

12,222,584

Sotheby's Class A (Ltd. vtg.)

205,256

10,521,423

Steiner Leisure Ltd. (a)

42,889

2,537,313

Stewart Enterprises, Inc. Class A

234,666

3,109,325

Strayer Education, Inc. (d)

31,745

1,179,327

Universal Technical Institute, Inc.

55,188

802,985

Weight Watchers International, Inc. (d)

83,626

2,710,319

 

95,711,897

Hotels, Restaurants & Leisure - 3.0%

AFC Enterprises, Inc. (a)

78,410

3,417,892

Ambassadors Group, Inc.

48,627

224,170

ARK Restaurants Corp.

8,457

181,826

Bally Technologies, Inc. (a)

119,502

8,911,264

Biglari Holdings, Inc. (d)

5,058

2,453,433

BJ's Restaurants, Inc. (a)(d)

79,993

2,370,993

Bloomin' Brands, Inc. (a)

147,792

3,872,150

Bob Evans Farms, Inc.

84,297

4,686,070

Boyd Gaming Corp. (a)(d)

237,557

2,720,028

Bravo Brio Restaurant Group, Inc. (a)

55,991

894,176

Brinker International, Inc.

200,010

9,406,470

Buffalo Wild Wings, Inc. (a)(d)

57,931

8,703,553

Burger King Worldwide, Inc. (d)

201,153

4,262,432

Caesars Entertainment Corp. (a)

119,533

2,443,255

Carrols Restaurant Group, Inc. (a)

55,247

370,155

CEC Entertainment, Inc.

53,783

2,578,895

Century Casinos, Inc. (a)

54,140

288,566

Choice Hotels International, Inc. (d)

99,803

4,661,798

Churchill Downs, Inc.

41,062

3,689,421

Chuys Holdings, Inc. (a)(d)

51,981

1,811,018

Cosi, Inc. (a)(d)

22,932

37,838

Cracker Barrel Old Country Store, Inc. (d)

75,969

8,241,877

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

47,420

1,003,881

Common Stocks - continued

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CONSUMER DISCRETIONARY - continued

Hotels, Restaurants & Leisure - continued

Denny's Corp. (a)(d)

286,792

$ 2,064,902

Diamond Resorts International, Inc.

53,289

952,274

DineEquity, Inc.

52,840

4,445,429

Diversified Restaurant Holdings, Inc. (a)

9,282

52,536

Domino's Pizza, Inc.

179,478

12,407,314

Dover Downs Gaming & Entertainment, Inc.

28,631

42,088

Dover Motorsports, Inc.

22,686

57,622

Dunkin' Brands Group, Inc.

322,200

15,781,356

Einstein Noah Restaurant Group, Inc.

20,719

331,297

Empire Resorts, Inc. (a)(d)

31,800

157,728

Entertainment Gaming Asia, Inc. (a)

41,906

51,963

Famous Dave's of America, Inc. (a)

15,087

302,796

Fiesta Restaurant Group, Inc. (a)

66,876

3,274,918

Frisch's Restaurants, Inc.

8,068

189,840

Full House Resorts, Inc. (a)

24,413

68,845

Gaming Partners International Corp.

1,584

12,815

Hyatt Hotels Corp. Class A (a)(d)

191,782

9,276,495

Ignite Restaurant Group, Inc. (a)(d)

17,224

212,716

International Speedway Corp. Class A

89,499

3,072,501

Interval Leisure Group, Inc.

135,121

3,618,540

Isle of Capri Casinos, Inc. (a)

62,455

507,759

Jack in the Box, Inc. (a)

141,594

6,704,476

Jamba, Inc. (a)(d)

49,896

588,773

Kona Grill, Inc. (a)

11,867

187,855

Krispy Kreme Doughnuts, Inc. (a)(d)

200,492

5,088,487

Lakes Entertainment, Inc. (a)

51,180

202,161

Las Vegas Sands Corp.

1,197,139

85,810,924

Life Time Fitness, Inc. (a)(d)

121,936

5,915,115

Luby's, Inc. (a)

44,166

396,611

Marcus Corp.

44,387

647,606

Marriott Vacations Worldwide Corp. (a)

93,496

4,884,231

MAXXAM, Inc. (a)

8

5,132

MGM Mirage, Inc. (a)

1,005,396

19,293,549

Monarch Casino & Resort, Inc. (a)

28,201

500,568

Morgans Hotel Group Co. (a)(d)

89,969

724,250

MTR Gaming Group, Inc. (a)

52,052

289,409

Multimedia Games Holding Co., Inc. (a)

89,671

2,600,459

Nathan's Famous, Inc. (a)

8,467

446,550

Noodles & Co. (d)

18,723

760,715

Norwegian Cruise Line Holdings Ltd.

147,274

5,022,043

Orient Express Hotels Ltd. Class A (a)

299,489

4,411,473

Panera Bread Co. Class A (a)

85,534

15,130,109

Papa John's International, Inc.

55,466

4,707,677

Penn National Gaming, Inc. (a)(d)

201,164

2,904,808

Pinnacle Entertainment, Inc. (a)

191,005

4,801,866

Premier Exhibitions, Inc. (a)

89,421

105,517

Red Lion Hotels Corp. (a)

45,825

252,038

Red Robin Gourmet Burgers, Inc. (a)(d)

45,201

3,602,972

Rick's Cabaret International, Inc. (a)

17,933

185,965

Royal Caribbean Cruises Ltd.

503,253

22,168,295

 

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Ruby Tuesday, Inc. (a)(d)

175,798

$ 1,239,376

Ruth's Hospitality Group, Inc.

111,579

1,604,506

Scientific Games Corp. Class A (a)(d)

151,632

2,721,794

SeaWorld Entertainment, Inc.

81,280

2,423,770

Six Flags Entertainment Corp.

310,595

11,557,240

Sonic Corp. (a)

187,706

3,714,702

Speedway Motorsports, Inc.

37,455

753,969

Texas Roadhouse, Inc. Class A

182,822

5,115,360

The Cheesecake Factory, Inc.

149,021

7,264,774

Town Sports International Holdings, Inc.

52,977

728,434

Vail Resorts, Inc.

117,931

8,937,990

Wendy's Co.

859,102

7,396,868

 

385,911,312

Household Durables - 1.2%

Bassett Furniture Industries, Inc.

27,362

431,499

Beazer Homes U.S.A., Inc. (a)(d)

89,545

1,863,431

Blyth, Inc. (d)

30,867

385,529

Cavco Industries, Inc. (a)(d)

19,068

1,286,518

Cobra Electronics Corp. (a)

2,458

7,374

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

37,485

71,596

CSS Industries, Inc.

27,206

847,195

Dixie Group, Inc. (a)

27,024

350,772

Emerson Radio Corp. (a)

24,397

46,842

Ethan Allen Interiors, Inc. (d)

88,458

2,733,352

Flexsteel Industries, Inc.

13,576

375,512

Helen of Troy Ltd. (a)

96,407

4,695,985

Hooker Furniture Corp.

30,101

514,125

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

335,344

1,720,315

iRobot Corp. (a)(d)

85,520

2,840,119

Jarden Corp. (a)

366,988

20,639,405

KB Home (d)

250,590

4,392,843

Kid Brands, Inc. (a)

42,456

45,003

Koss Corp.

1,389

6,806

La-Z-Boy, Inc.

172,544

5,048,637

Libbey, Inc. (a)

62,623

1,440,329

Lifetime Brands, Inc.

19,423

283,964

M.D.C. Holdings, Inc. (d)

119,438

3,609,416

M/I Homes, Inc. (a)(d)

86,608

1,902,778

Meritage Homes Corp. (a)(d)

108,388

4,723,549

Mohawk Industries, Inc. (a)

186,437

26,104,909

NACCO Industries, Inc. Class A

18,522

1,199,300

NVR, Inc. (a)

13,751

13,338,195

Ryland Group, Inc. (d)

146,687

5,797,070

Skullcandy, Inc. (a)

55,026

334,008

Skyline Corp. (a)

14,802

72,826

Standard Pacific Corp. (a)

442,131

3,616,632

Stanley Furniture Co., Inc. (a)

37,789

143,598

Taylor Morrison Home Corp. (d)

101,009

2,207,047

Tempur Sealy International, Inc. (a)(d)

185,032

9,440,333

Toll Brothers, Inc. (a)(d)

458,634

15,639,419

TRI Pointe Homes, Inc. (d)

41,907

831,854

Tupperware Brands Corp.

164,598

15,034,381

Common Stocks - continued

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CONSUMER DISCRETIONARY - continued

Household Durables - continued

UCP, Inc.

26,900

$ 402,962

Universal Electronics, Inc. (a)

50,684

1,926,499

WCI Communities, Inc.

24,468

475,903

Wells-Gardner Electronics Corp. (a)

4,238

7,247

William Lyon Homes, Inc.

29,755

647,171

Zagg, Inc. (a)(d)

58,700

248,888

 

157,731,136

Internet & Catalog Retail - 0.8%

1-800-FLOWERS.com, Inc. Class A (a)

119,868

610,128

Blue Nile, Inc. (a)(d)

39,633

1,825,496

CafePress, Inc. (a)

18,875

125,519

dELiA*s, Inc. (a)(d)

110,057

132,068

FTD Companies, Inc. (a)(d)

59,301

1,955,747

Gaiam, Inc. Class A (a)

35,599

224,630

Geeknet, Inc. (a)

16,239

305,943

Groupon, Inc. Class A (a)

1,147,646

10,386,196

Hollywood Media Corp. (a)

72,242

106,918

HomeAway, Inc. (a)(d)

182,510

6,661,615

HSN, Inc.

116,756

6,701,794

Liberty Media Corp.:

Interactive Series A (a)

1,505,504

42,274,552

Series A (a)

108,831

13,228,408

NutriSystem, Inc. (d)

94,402

1,857,831

Orbitz Worldwide, Inc. (a)

100,772

697,342

Overstock.com, Inc. (a)(d)

42,585

1,192,380

PetMed Express, Inc. (d)

55,437

874,796

RetailMeNot, Inc. (d)

31,905

914,716

Shutterfly, Inc. (a)(d)

116,320

5,493,794

U.S. Auto Parts Network, Inc. (a)

28,450

75,677

ValueVision Media, Inc. Class A (a)

117,722

678,079

Vitacost.com, Inc. (a)(d)

57,854

332,082

 

96,655,711

Leisure Equipment & Products - 0.4%

Arctic Cat, Inc.

41,067

2,310,840

Black Diamond, Inc. (a)(d)

70,114

936,022

Brunswick Corp.

282,352

12,903,486

Callaway Golf Co.

219,094

1,774,661

Escalade, Inc.

6,336

67,415

JAKKS Pacific, Inc. (d)

56,230

363,246

Johnson Outdoors, Inc. Class A

11,512

329,704

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

177,317

1,526,699

Marine Products Corp.

22,297

214,720

Nautilus, Inc. (a)

76,184

576,713

Polaris Industries, Inc.

197,448

26,353,385

Smith & Wesson Holding Corp. (a)(d)

225,106

2,660,753

Sturm, Ruger & Co., Inc. (d)

61,735

4,749,274

Summer Infant, Inc. (a)

37,416

80,819

 

54,847,737

Media - 3.1%

A.H. Belo Corp. Class A

47,589

368,339

 

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AMC Networks, Inc. Class A (a)

182,908

$ 11,740,865

Ballantyne of Omaha, Inc. (a)

47,765

222,107

Beasley Broadcast Group, Inc. Class A (d)

5,286

48,578

Belo Corp. Series A

279,798

3,841,627

Carmike Cinemas, Inc. (a)

81,336

1,947,184

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

203,610

509,025

Charter Communications, Inc. Class A (a)

208,988

28,234,279

Cinemark Holdings, Inc.

331,028

10,920,614

Clear Channel Outdoor Holding, Inc. Class A

111,673

988,306

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

89,832

300,937

Cumulus Media, Inc. Class A (a)(d)

276,309

1,928,637

Digital Cinema Destinations Co. (a)

8,182

43,692

Digital Generation, Inc. (a)(d)

69,421

819,862

DISH Network Corp. Class A

648,604

35,128,393

DreamWorks Animation SKG, Inc. Class A (a)(d)

221,694

7,063,171

E.W. Scripps Co. Class A (a)

110,895

2,247,842

Emmis Communications Corp. Class A (a)

80,456

213,208

Entercom Communications Corp. Class A (a)(d)

55,913

585,409

Entravision Communication Corp. Class A

226,807

1,499,194

FAB Universal Corp. (a)(d)

52,613

161,522

Gray Television, Inc. (a)

134,495

1,647,564

Harris Interactive, Inc. (a)

49,977

100,454

Harte-Hanks, Inc.

132,132

1,051,771

Hemisphere Media Group, Inc. (a)(d)

7,082

78,964

Insignia Systems, Inc. (a)

22,896

62,506

John Wiley & Sons, Inc. Class A (d)

147,780

7,530,869

Journal Communications, Inc. Class A (a)

107,965

1,042,942

Lamar Advertising Co. Class A (a)

198,388

9,903,529

Lee Enterprises, Inc. (a)(d)

140,982

501,896

Liberty Global PLC Class A (a)

1,164,961

99,965,303

Liberty Media Corp. Class A (a)

313,372

48,090,067

Live Nation Entertainment, Inc. (a)

443,054

8,138,902

Loral Space & Communications Ltd.

43,562

3,438,349

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

61,948

228,588

Media General, Inc. Class A (a)(d)

60,728

1,099,177

Meredith Corp.

122,000

6,507,480

Morningstar, Inc.

68,811

5,739,526

National CineMedia, Inc.

194,966

3,636,116

Nexstar Broadcasting Group, Inc. Class A

89,184

4,429,769

NTN Communications, Inc. (a)

49,847

38,881

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

89,989

311,362

ReachLocal, Inc. (a)(d)

35,865

453,692

Reading International, Inc. Class A (a)

33,132

241,532

Regal Entertainment Group Class A

249,672

4,863,611

Rentrak Corp. (a)(d)

32,362

1,291,244

Common Stocks - continued

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CONSUMER DISCRETIONARY - continued

Media - continued

RLJ Entertainment, Inc. (a)

42,349

$ 179,983

Saga Communications, Inc. Class A

10,015

516,774

Salem Communications Corp. Class A

20,080

180,519

Scholastic Corp.

83,958

2,564,077

Sinclair Broadcast Group, Inc. Class A

228,756

7,507,772

Sirius XM Holdings, Inc. (d)

9,722,628

36,654,308

Spanish Broadcasting System, Inc. Class A (a)

17,489

67,682

SPAR Group, Inc. (a)

4,346

8,040

Starz - Liberty Capital Series A (a)

290,133

8,204,961

The Madison Square Garden Co. Class A (a)

194,523

10,963,316

The McClatchy Co. Class A (a)(d)

164,150

515,431

The New York Times Co. Class A (d)

418,024

5,835,615

Valassis Communications, Inc. (d)

121,887

3,578,602

Value Line, Inc.

1,396

13,569

World Wrestling Entertainment, Inc. Class A

91,457

1,400,207

 

397,397,741

Multiline Retail - 0.3%

Big Lots, Inc. (a)(d)

181,782

6,967,704

Dillard's, Inc. Class A

73,372

6,713,538

Fred's, Inc. Class A (d)

107,249

1,861,843

Gordmans Stores, Inc.

23,635

246,986

J.C. Penney Co., Inc. (a)

950,000

9,680,500

Sears Holdings Corp. (a)(d)

137,542

8,738,043

The Bon-Ton Stores, Inc. (d)

31,972

568,462

Tuesday Morning Corp. (a)

123,106

1,705,018

 

36,482,094

Specialty Retail - 3.4%

Aarons, Inc. Class A

243,031

6,960,408

Advance Auto Parts, Inc.

224,576

22,684,422

Aeropostale, Inc. (a)(d)

230,359

2,377,305

America's Car Mart, Inc. (a)(d)

24,361

1,023,893

American Eagle Outfitters, Inc.

524,458

8,532,932

ANN, Inc. (a)(d)

133,862

4,774,858

Appliance Recycling Centers of America, Inc. (a)

2,967

9,910

Asbury Automotive Group, Inc. (a)(d)

93,500

4,854,520

Ascena Retail Group, Inc. (a)

403,570

8,596,041

Barnes & Noble, Inc. (a)(d)

114,042

1,913,625

bebe stores, Inc.

123,042

724,717

Big 5 Sporting Goods Corp.

55,710

1,037,320

Body Central Corp. (a)(d)

37,768

148,051

Books-A-Million, Inc. (a)(d)

28,953

74,699

Brown Shoe Co., Inc.

129,959

3,343,845

Build-A-Bear Workshop, Inc. (a)

42,241

391,574

Cabela's, Inc. Class A (a)(d)

140,651

8,614,874

Cache, Inc. (a)

37,741

197,763

Chico's FAS, Inc.

504,031

9,420,339

Christopher & Banks Corp. (a)

115,035

721,269

 

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Citi Trends, Inc. (a)

46,530

$ 768,210

Coldwater Creek, Inc. (a)(d)

41,025

36,923

Conn's, Inc. (a)(d)

75,593

4,560,526

CST Brands, Inc.

235,695

7,752,009

Destination Maternity Corp.

34,153

1,043,033

Destination XL Group, Inc. (a)

117,970

829,329

Dick's Sporting Goods, Inc.

309,844

17,512,383

Dover Saddlery, Inc. (a)

1,537

8,008

DSW, Inc. Class A (d)

226,566

10,156,954

Express, Inc. (a)(d)

281,732

6,933,425

Finish Line, Inc. Class A

158,333

4,181,575

Five Below, Inc. (a)(d)

147,886

7,861,620

Foot Locker, Inc.

458,502

17,831,143

Francescas Holdings Corp. (a)(d)

141,202

2,770,383

Genesco, Inc. (a)(d)

84,088

6,299,032

GNC Holdings, Inc.

301,558

18,147,760

Group 1 Automotive, Inc.

63,374

4,337,950

Guess?, Inc. (d)

189,835

6,503,747

Hastings Entertainment, Inc.

13,630

29,168

Haverty Furniture Companies, Inc.

62,530

1,782,105

hhgregg, Inc. (a)(d)

51,212

763,059

Hibbett Sports, Inc. (a)(d)

89,175

5,758,030

Jos. A. Bank Clothiers, Inc. (a)

85,582

4,862,769

Kirkland's, Inc. (a)

44,730

1,145,983

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

67,734

4,475,863

Lumber Liquidators Holdings, Inc. (a)(d)

83,569

8,414,563

MarineMax, Inc. (a)(d)

78,241

1,229,949

Mattress Firm Holding Corp. (a)

47,267

1,755,024

Monro Muffler Brake, Inc. (d)

94,659

5,022,607

Murphy U.S.A., Inc.

140,313

6,349,163

New York & Co., Inc. (a)

88,163

452,276

Office Depot, Inc. (a)(d)

1,450,486

7,890,644

Pacific Sunwear of California, Inc. (a)

152,515

443,819

Penske Automotive Group, Inc.

133,283

5,920,431

Perfumania Holdings, Inc. (a)

10,679

52,647

Pier 1 Imports, Inc.

325,593

7,257,468

RadioShack Corp. (a)(d)

296,457

862,690

Rent-A-Center, Inc. (d)

159,859

5,444,798

Restoration Hardware Holdings, Inc. (d)

85,624

6,464,612

Sally Beauty Holdings, Inc. (a)(d)

461,023

12,973,187

Sears Hometown & Outlet Stores, Inc. (a)

39,806

1,272,996

Select Comfort Corp. (a)(d)

171,402

3,618,296

Shoe Carnival, Inc.

42,345

1,225,041

Signet Jewelers Ltd.

248,796

19,117,485

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

113,026

2,680,977

Stage Stores, Inc.

107,717

2,263,134

Stein Mart, Inc.

90,494

1,333,882

Systemax, Inc.

25,296

290,145

Tandy Leather Factory, Inc. (a)

3,074

26,129

The Buckle, Inc. (d)

92,374

4,901,364

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

85,606

2,914,028

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

66,414

3,652,770

The Men's Wearhouse, Inc.

139,964

7,154,960

Common Stocks - continued

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CONSUMER DISCRETIONARY - continued

Specialty Retail - continued

The Pep Boys - Manny, Moe & Jack (a)(d)

167,520

$ 2,295,024

Tile Shop Holdings, Inc. (a)(d)

73,701

1,234,492

Tilly's, Inc. (a)

28,756

346,222

Tractor Supply Co.

431,727

31,606,734

Trans World Entertainment Corp.

29,120

126,672

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

197,296

25,044,754

Vitamin Shoppe, Inc. (a)(d)

95,899

5,204,439

West Marine, Inc. (a)

34,107

461,809

Wet Seal, Inc. Class A (a)(d)

314,133

1,046,063

Williams-Sonoma, Inc.

271,629

16,058,706

Winmark Corp.

7,287

624,132

Zale Corp. (a)

107,361

1,583,575

Zumiez, Inc. (a)

76,306

2,119,018

 

431,490,077

Textiles, Apparel & Luxury Goods - 1.3%

American Apparel, Inc. (a)(d)

141,121

167,934

Carter's, Inc.

178,025

12,581,027

Charles & Colvard Ltd. (a)

45,090

238,526

Cherokee, Inc.

28,809

412,545

Columbia Sportswear Co.

45,436

3,152,804

Costa, Inc. Class A (a)

20,179

441,920

Crocs, Inc. (a)

266,809

3,681,964

Crown Crafts, Inc.

2,227

17,816

Culp, Inc.

19,568

395,861

Deckers Outdoor Corp. (a)(d)

105,609

8,727,528

Delta Apparel, Inc. (a)

17,128

286,038

DGSE Companies, Inc. (a)

6,929

17,253

Fifth & Pacific Companies, Inc. (a)

377,739

12,336,956

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

18,823

31,999

G-III Apparel Group Ltd. (a)

51,923

3,128,361

Hanesbrands, Inc.

305,574

21,420,737

Iconix Brand Group, Inc. (a)(d)

168,100

6,670,208

Joe's Jeans, Inc. (a)(d)

130,979

157,175

Lakeland Industries, Inc. (a)

25,549

128,511

lululemon athletica, Inc. (a)(d)

324,681

22,636,759

Movado Group, Inc.

58,242

2,651,176

Oxford Industries, Inc. (d)

49,939

3,755,413

Perry Ellis International, Inc.

47,883

743,623

Quiksilver, Inc. (a)(d)

390,703

3,477,257

R.G. Barry Corp.

22,932

440,294

Rocky Brands, Inc.

16,536

254,158

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

123,922

4,166,258

Steven Madden Ltd. (a)

188,956

7,361,726

Superior Uniform Group, Inc.

5,649

86,825

Tandy Brands Accessories, Inc. (a)

1,058

413

The Jones Group, Inc.

247,683

3,477,469

Tumi Holdings, Inc. (a)(d)

147,462

3,539,088

 

Shares

Value

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

245,584

$ 19,818,629

Unifi, Inc. (a)

45,178

1,253,238

Vera Bradley, Inc. (a)(d)

73,307

1,841,472

Wolverine World Wide, Inc. (d)

298,725

9,831,040

 

159,330,001

TOTAL CONSUMER DISCRETIONARY

2,063,964,879

CONSUMER STAPLES - 3.4%

Beverages - 0.1%

Boston Beer Co., Inc. Class A (a)(d)

27,988

6,851,462

Coca-Cola Bottling Co. Consolidated

13,730

932,267

Craft Brew Alliance, Inc. (a)

22,005

390,589

Crystal Rock Holdings, Inc. (a)

4,384

3,858

MGP Ingredients, Inc.

21,690

108,667

National Beverage Corp.

48,005

1,013,866

Primo Water Corp. (a)

56,566

173,658

REED'S, Inc. (a)

9,804

64,706

 

9,539,073

Food & Staples Retailing - 0.6%

Andersons, Inc.

60,376

5,136,186

Arden Group, Inc. Class A

3,147

409,079

Casey's General Stores, Inc.

122,213

9,095,091

Chefs' Warehouse Holdings (a)(d)

57,645

1,479,171

Crumbs Bake Shop, Inc. (a)(d)

21,400

19,581

Fairway Group Holdings Corp. (d)

42,643

809,791

Fresh Market, Inc. (a)(d)

124,230

5,057,403

Harris Teeter Supermarkets, Inc. (d)

139,467

6,886,880

Ingles Markets, Inc. Class A (d)

40,864

1,073,497

Natural Grocers by Vitamin Cottage, Inc. (a)(d)

29,349

1,079,456

Pizza Inn Holdings, Inc. (a)(d)

13,090

115,061

PriceSmart, Inc. (d)

53,648

6,694,734

Rite Aid Corp. (a)

2,604,713

15,419,901

Roundy's, Inc. (d)

92,944

809,542

Spartan Stores, Inc.

124,732

2,893,782

Sprouts Farmers Market LLC (d)

64,538

2,442,118

SUPERVALU, Inc. (a)(d)

628,884

4,056,302

Susser Holdings Corp. (a)(d)

60,865

3,896,577

The Pantry, Inc. (a)

79,241

1,140,278

United Natural Foods, Inc. (a)(d)

157,268

10,827,902

Village Super Market, Inc. Class A

15,258

590,942

Weis Markets, Inc.

37,717

1,924,699

 

81,857,973

Food Products - 1.6%

Alico, Inc.

8,218

320,338

Annie's, Inc. (a)(d)

46,033

2,115,216

B&G Foods, Inc. Class A (d)

180,727

6,258,576

Boulder Brands, Inc. (a)(d)

177,807

2,722,225

Bunge Ltd.

446,131

35,744,016

Cal-Maine Foods, Inc.

51,656

2,838,497

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Food Products - continued

Calavo Growers, Inc.

37,834

$ 1,166,422

Chiquita Brands International, Inc. (a)

152,765

1,614,726

Coffee Holding Co., Inc. (d)

4,500

22,365

Darling International, Inc. (a)

386,197

8,005,864

Dean Foods Co. (a)(d)

291,000

5,232,180

Diamond Foods, Inc. (a)(d)

65,224

1,613,642

Farmer Brothers Co. (a)

17,793

362,977

Flowers Foods, Inc.

547,658

11,900,608

Fresh Del Monte Produce, Inc.

121,091

3,391,759

Golden Enterprises Ltd.

2,595

10,146

Green Mountain Coffee Roasters, Inc. (d)

408,610

27,532,142

Griffin Land & Nurseries, Inc.

6,082

200,706

Hain Celestial Group, Inc. (a)(d)

148,060

12,243,081

Hillshire Brands Co.

367,533

12,282,953

Ingredion, Inc.

238,609

16,502,198

Inventure Foods, Inc. (a)

25,815

330,174

J&J Snack Foods Corp.

47,633

4,092,627

John B. Sanfilippo & Son, Inc.

24,690

629,348

Lancaster Colony Corp.

61,335

5,315,291

Lifeway Foods, Inc. (d)

17,769

268,667

Limoneira Co.

22,917

603,863

Omega Protein Corp. (a)

65,292

884,707

Pilgrims Pride Corp. (a)(d)

182,676

2,992,233

Pinnacle Foods, Inc.

101,262

2,793,819

Post Holdings, Inc. (a)

109,272

5,534,627

Rocky Mountain Chocolate Factory, Inc.

795

10,653

S&W Seed Co. (a)(d)

19,822

113,778

Sanderson Farms, Inc. (d)

63,643

4,349,363

Seaboard Corp.

896

2,531,200

Seneca Foods Corp. Class A (a)

22,104

692,518

Snyders-Lance, Inc.

158,206

4,557,915

Tootsie Roll Industries, Inc. (d)

74,145

2,376,347

TreeHouse Foods, Inc. (a)(d)

112,971

7,924,916

WhiteWave Foods Co. (a)

551,122

11,722,365

 

209,805,048

Household Products - 0.5%

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

119,241

932,465

Church & Dwight Co., Inc.

423,261

27,617,780

Energizer Holdings, Inc.

192,608

21,254,293

Harbinger Group, Inc. (a)

109,097

1,309,164

Ocean Bio-Chem, Inc. (a)

20,307

49,143

Oil-Dri Corp. of America

15,023

604,225

Orchids Paper Products Co.

28,220

923,923

Spectrum Brands Holdings, Inc.

68,277

4,818,991

WD-40 Co.

48,314

3,636,112

 

61,146,096

Personal Products - 0.5%

CCA Industries, Inc.

3,083

9,711

Coty, Inc. Class A (d)

202,981

3,332,948

 

Shares

Value

Cyanotech Corp. (a)

3,808

$ 18,240

Elizabeth Arden, Inc. (a)(d)

81,746

3,231,419

Herbalife Ltd. (d)

266,108

18,542,405

Inter Parfums, Inc.

56,448

2,054,707

LifeVantage Corp. (a)(d)

341,909

656,465

Mannatech, Inc. (a)

3,529

75,874

MediFast, Inc. (a)(d)

42,222

1,143,794

Natural Alternatives International, Inc. (a)

20,104

113,387

Nature's Sunshine Products, Inc.

25,452

488,424

Nu Skin Enterprises, Inc. Class A

181,770

23,237,477

Nutraceutical International Corp.

24,021

614,938

Prestige Brands Holdings, Inc. (a)(d)

162,646

5,731,645

Reliv International, Inc.

10,690

33,567

Revlon, Inc. (a)

42,260

1,115,664

Star Scientific, Inc. (a)(d)

434,462

564,801

Synutra International, Inc. (a)

3,199

28,663

The Female Health Co.

57,839

529,805

United-Guardian, Inc.

5,269

136,572

USANA Health Sciences, Inc. (a)(d)

23,842

1,743,089

 

63,403,595

Tobacco - 0.1%

Alliance One International, Inc. (a)(d)

300,348

928,075

Universal Corp. (d)

77,461

4,040,366

Vector Group Ltd. (d)

215,169

3,524,468

 

8,492,909

TOTAL CONSUMER STAPLES

434,244,694

ENERGY - 5.8%

Energy Equipment & Services - 2.2%

Atwood Oceanics, Inc. (a)

174,495

9,171,457

Basic Energy Services, Inc. (a)(d)

97,645

1,385,583

Bolt Technology Corp.

27,943

564,169

Bristow Group, Inc.

119,830

9,610,366

C&J Energy Services, Inc. (a)(d)

145,057

3,437,851

Cal Dive International, Inc. (a)(d)

284,336

526,022

Carbo Ceramics, Inc. (d)

60,775

7,477,148

Core Laboratories NV (d)

142,671

25,986,096

Dawson Geophysical Co. (a)

24,309

785,667

Dresser-Rand Group, Inc. (a)

230,430

13,005,469

Dril-Quip, Inc. (a)

126,498

13,732,623

ENGlobal Corp. (a)

44,577

68,649

Era Group, Inc. (a)

57,006

1,860,106

Exterran Holdings, Inc. (a)(d)

187,476

6,096,720

Forbes Energy Services Ltd. (a)

24,064

88,556

Forum Energy Technologies, Inc. (a)(d)

164,231

4,435,879

Geospace Technologies Corp. (a)(d)

39,797

3,473,084

Global Geophysical Services, Inc. (a)(d)

67,238

102,202

GreenHunter Energy, Inc. (a)(d)

33,031

45,913

Gulf Island Fabrication, Inc.

43,462

1,150,005

Gulfmark Offshore, Inc. Class A

75,241

3,713,896

Helix Energy Solutions Group, Inc. (a)

307,355

6,826,355

Hercules Offshore, Inc. (a)

497,495

3,178,993

Common Stocks - continued

Shares

Value

ENERGY - continued

Energy Equipment & Services - continued

Hornbeck Offshore Services, Inc. (a)

95,592

$ 4,839,823

ION Geophysical Corp. (a)(d)

368,370

1,421,908

Key Energy Services, Inc. (a)(d)

398,897

3,127,352

Matrix Service Co. (a)

80,487

1,786,811

McDermott International, Inc. (a)(d)

726,979

5,924,879

Mitcham Industries, Inc. (a)(d)

33,864

592,620

Natural Gas Services Group, Inc. (a)

35,836

1,062,896

Newpark Resources, Inc. (a)(d)

285,013

3,437,257

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

498,492

857,406

Oceaneering International, Inc.

330,324

25,497,710

Oil States International, Inc. (a)

168,257

17,221,104

Parker Drilling Co. (a)(d)

370,160

2,935,369

Patterson-UTI Energy, Inc.

451,682

10,528,707

PHI, Inc. (non-vtg.) (a)

37,596

1,596,702

Pioneer Energy Services Corp. (a)

200,354

1,446,556

RigNet, Inc. (a)

32,221

1,368,748

RPC, Inc. (d)

207,837

3,672,480

SEACOR Holdings, Inc. (d)

57,003

5,304,129

Superior Energy Services, Inc. (a)

493,122

12,564,749

Tesco Corp. (a)

96,547

1,726,260

TETRA Technologies, Inc. (a)

259,787

3,205,772

TGC Industries, Inc.

38,640

278,208

Tidewater, Inc.

163,672

9,335,851

Unit Corp. (a)(d)

135,794

6,539,839

Vantage Drilling Co. (a)(d)

549,147

1,026,905

Weatherford International Ltd. (a)

2,353,589

36,857,204

Willbros Group, Inc. (a)

147,556

1,294,066

 

282,174,120

Oil, Gas & Consumable Fuels - 3.6%

Abraxas Petroleum Corp. (a)(d)

247,680

891,648

Adams Resources & Energy, Inc.

9,909

566,993

Alon U.S.A. Energy, Inc.

70,668

975,218

Alpha Natural Resources, Inc. (a)(d)

694,747

4,640,910

Amyris, Inc. (a)(d)

109,799

305,241

APCO Oil and Gas International, Inc. (a)

49,691

781,639

Approach Resources, Inc. (a)(d)

108,489

2,298,882

Arch Coal, Inc. (d)

658,552

2,686,892

Ardmore Shipping Corp.

39,534

505,640

Athlon Energy, Inc.

54,078

1,764,024

Barnwell Industries, Inc. (a)

11,298

36,493

Berry Petroleum Co. Class A

153,140

7,706,005

Bill Barrett Corp. (a)(d)

152,091

4,089,727

BioFuel Energy Corp. (a)(d)

12,280

23,823

Bonanza Creek Energy, Inc. (a)(d)

85,887

3,939,637

BPZ Energy, Inc. (a)(d)

324,239

680,902

Callon Petroleum Co. (a)

147,830

983,070

Carrizo Oil & Gas, Inc. (a)(d)

128,722

5,205,518

Ceres, Inc. (a)(d)

30,062

48,700

Cheniere Energy, Inc. (a)

687,605

27,222,282

Cimarex Energy Co.

266,065

25,164,428

 

Shares

Value

Clayton Williams Energy, Inc. (a)

25,327

$ 1,833,675

Clean Energy Fuels Corp. (a)(d)

206,668

2,581,283

Cloud Peak Energy, Inc. (a)(d)

205,532

3,399,499

Cobalt International Energy, Inc. (a)

924,419

20,549,834

Comstock Resources, Inc.

141,767

2,400,115

Concho Resources, Inc. (a)(d)

324,269

33,701,277

Contango Oil & Gas Co.

49,439

2,329,071

Continental Resources, Inc. (a)(d)

129,691

13,943,079

Crosstex Energy, Inc.

142,544

4,632,680

CVR Energy, Inc.

52,267

2,063,501

Delek U.S. Holdings, Inc.

118,804

3,595,009

DHT Holdings, Inc.

27,143

151,187

Diamondback Energy, Inc. (a)(d)

121,547

6,045,748

Double Eagle Petroleum Co. (a)

27,291

61,678

Earthstone Energy, Inc. (a)

4,213

77,098

Emerald Oil, Inc. (a)

171,742

1,246,847

Endeavour International Corp. (a)(d)

123,754

598,969

Energen Corp.

221,076

15,955,055

Energy XXI (Bermuda) Ltd.

239,755

6,511,746

EPL Oil & Gas, Inc. (a)

110,948

3,178,660

Evolution Petroleum Corp.

51,067

631,188

EXCO Resources, Inc. (d)

410,115

2,169,508

FieldPoint Petroleum Corp. (a)

9,981

40,323

FieldPoint Petroleum Corp. warrants 3/23/18 (a)

9,981

5,090

Forest Oil Corp. (a)(d)

391,009

1,728,260

FX Energy, Inc. (a)(d)

156,740

536,051

Gasco Energy, Inc. (a)

14

0

Gastar Exploration, Inc. (a)

171,190

1,008,309

Gevo, Inc. (a)(d)

61,286

109,089

GMX Resources, Inc. (a)

1

0

Goodrich Petroleum Corp. (a)(d)

104,336

2,007,425

Green Plains Renewable Energy, Inc.

73,502

1,270,115

Gulfport Energy Corp. (a)(d)

262,046

15,311,348

Halcon Resources Corp. (a)(d)

807,072

3,236,359

Hallador Energy Co.

9,553

75,564

Harvest Natural Resources, Inc. (a)(d)

123,448

471,571

HollyFrontier Corp.

618,448

29,673,135

Houston American Energy Corp. (a)

98,796

28,680

Hyperdynamics Corp. (a)(d)

56,941

181,642

Isramco, Inc. (a)

2,413

304,038

James River Coal Co. (a)(d)

122,505

175,182

Jones Energy, Inc.

42,997

621,307

KiOR, Inc. Class A (a)(d)

74,649

176,172

Kodiak Oil & Gas Corp. (a)

838,419

9,507,671

Kosmos Energy Ltd. (a)

346,293

3,604,910

Laredo Petroleum Holdings, Inc. (a)(d)

184,414

4,977,334

Lucas Energy, Inc. (a)(d)

25,312

25,059

Magellan Petroleum Corp. (a)

109,622

111,814

Magnum Hunter Resources Corp. (a)(d)

513,366

3,716,770

Magnum Hunter Resources Corp. warrants 4/16/16 (a)

45,509

4,333

Matador Resources Co. (a)(d)

169,743

3,698,700

Mexco Energy Corp. (a)

2,175

16,139

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

Midstates Petroleum Co., Inc. (a)(d)

91,382

$ 549,206

Miller Energy Resources, Inc. (a)(d)

137,671

1,148,176

Northern Oil & Gas, Inc. (a)(d)

182,683

2,913,794

Oasis Petroleum, Inc. (a)(d)

273,368

12,610,466

Pacific Ethanol, Inc. (a)(d)

39,427

148,246

Panhandle Royalty Co. Class A

15,804

523,112

PBF Energy, Inc. Class A (d)

129,636

3,739,999

PDC Energy, Inc. (a)(d)

107,695

6,344,312

Penn Virginia Corp. (a)(d)

180,541

1,937,205

Petroquest Energy, Inc. (a)

165,233

677,455

PostRock Energy Corp. (a)

17,510

26,790

PrimeEnergy Corp. (a)

1,965

97,268

Pyramid Oil Co. (a)

7,060

34,735

Quicksilver Resources, Inc. (a)(d)

441,131

1,288,103

Recovery Energy, Inc. (a)

5,111

11,244

Renewable Energy Group, Inc. (a)

61,799

702,655

Rentech, Inc.

686,373

1,242,335

Resolute Energy Corp. (a)(d)

183,571

1,653,975

Rex American Resources Corp. (a)

16,822

550,752

Rex Energy Corp. (a)(d)

131,051

2,513,558

Rosetta Resources, Inc. (a)(d)

192,485

9,733,966

Royale Energy, Inc. (a)(d)

17,323

45,213

Sanchez Energy Corp. (a)(d)

122,954

3,156,229

SandRidge Energy, Inc. (a)(d)

1,108,338

6,195,609

Saratoga Resources, Inc. (a)

38,209

52,728

SemGroup Corp. Class A

137,901

8,464,363

SM Energy Co.

204,910

18,060,767

Solazyme, Inc. (a)(d)

134,690

1,206,822

Stone Energy Corp. (a)(d)

156,789

5,186,580

Swift Energy Co. (a)(d)

128,311

1,707,819

Synergy Resources Corp. (a)

194,520

1,836,269

Syntroleum Corp. (a)(d)

21,880

75,486

Targa Resources Corp.

89,113

7,226,173

Teekay Corp.

120,738

5,342,657

Tengasco, Inc. (a)

63,216

28,447

Triangle Petroleum Corp. (a)

200,315

2,127,345

U.S. Energy Corp. (a)

91,127

293,429

Ultra Petroleum Corp. (a)(d)

462,853

9,474,601

Uranium Energy Corp. (a)(d)

234,603

455,130

Uranium Resources, Inc. (a)(d)

43,869

145,206

USEC, Inc. (a)(d)

15,552

147,277

VAALCO Energy, Inc. (a)(d)

187,304

1,133,189

W&T Offshore, Inc.

130,520

2,244,944

Warren Resources, Inc. (a)

223,279

725,657

Western Refining, Inc. (d)

162,282

6,340,358

Westmoreland Coal Co. (a)

26,701

399,447

Whiting Petroleum Corp. (a)

366,016

22,107,366

World Fuel Services Corp.

240,133

9,221,107

 

Shares

Value

ZaZa Energy Corp. (a)(d)

90,988

$ 96,447

Zion Oil & Gas, Inc. (a)(d)

112,487

172,105

 

462,912,891

TOTAL ENERGY

745,087,011

FINANCIALS - 21.6%

Capital Markets - 1.8%

Affiliated Managers Group, Inc. (a)

159,671

31,974,118

Arlington Asset Investment Corp. (d)

49,499

1,322,118

Artisan Partners Asset Management, Inc.

54,568

3,367,937

BGC Partners, Inc. Class A

409,626

2,416,793

Calamos Asset Management, Inc. Class A

55,832

619,177

CIFI Corp.

13,714

109,301

Cohen & Steers, Inc.

56,536

2,267,659

Cowen Group, Inc. Class A (a)

326,524

1,319,157

Diamond Hill Investment Group, Inc.

7,229

898,203

Eaton Vance Corp. (non-vtg.)

379,618

15,871,829

Evercore Partners, Inc. Class A

99,848

5,476,663

FBR & Co. (a)

35,461

996,809

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

289,598

7,903,129

Financial Engines, Inc.

159,109

10,779,635

FXCM, Inc. Class A (d)

82,939

1,381,764

GAMCO Investors, Inc. Class A

14,987

1,261,905

GFI Group, Inc.

209,271

791,044

Gleacher & Co., Inc. (a)

9,266

102,019

Greenhill & Co., Inc.

78,078

4,271,647

Hannon Armstrong Sustainable Infrastructure Capital, Inc.

41,668

516,683

HFF, Inc.

101,664

2,604,632

ICG Group, Inc. (a)

113,828

1,956,703

Institutional Financial Markets, Inc.

16,813

43,714

INTL FCStone, Inc. (a)(d)

39,230

815,592

Investment Technology Group, Inc. (a)

111,776

2,189,692

Janus Capital Group, Inc. (d)

458,399

4,987,381

JMP Group, Inc.

44,707

293,278

KCG Holdings, Inc. Class A

301,377

3,601,455

Ladenburg Thalmann Financial Services, Inc. (a)

294,559

880,731

LPL Financial

251,868

10,797,581

Manning & Napier, Inc. Class A

42,186

770,738

Medallion Financial Corp.

52,498

931,315

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

32,675

759,040

Piper Jaffray Companies (a)(d)

50,146

1,906,551

Pzena Investment Management, Inc.

50,731

477,379

Raymond James Financial, Inc. (d)

382,217

18,415,215

Safeguard Scientifics, Inc. (a)(d)

60,719

1,132,409

SEI Investments Co.

451,297

15,154,553

Silvercrest Asset Management Group Class A

16,670

265,053

Stifel Financial Corp. (a)(d)

192,613

8,623,284

SWS Group, Inc. (a)(d)

80,179

517,956

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Capital Markets - continued

TD Ameritrade Holding Corp.

730,716

$ 21,030,006

Teton Advisors, Inc. (a)

145

4,205

U.S. Global Investments, Inc. Class A

36,632

91,214

Virtus Investment Partners, Inc. (a)

21,470

4,461,466

Waddell & Reed Financial, Inc. Class A

259,734

16,552,848

Walter Investment Management Corp. (a)(d)

113,030

4,309,834

Westwood Holdings Group, Inc.

13,202

756,211

WisdomTree Investments, Inc. (a)(d)

315,252

4,829,661

 

222,807,287

Commercial Banks - 4.9%

1st Source Corp.

36,261

1,158,539

1st United Bancorp, Inc.

71,684

584,225

Access National Corp.

15,817

249,276

ACNB Corp. (d)

11,654

209,422

Ameriana Bancorp

2,223

29,188

American National Bankshares, Inc.

18,331

475,873

American River Bankshares (a)

3,552

32,714

Ameris Bancorp (a)

72,925

1,492,775

AmeriServ Financial, Inc.

14,728

44,626

Ames National Corp.

16,110

368,919

Arrow Financial Corp.

31,502

882,056

Associated Banc-Corp.

534,524

9,215,194

Auburn National Bancorp., Inc.

2,289

56,767

BancFirst Corp.

20,263

1,129,257

Bancorp, Inc., Delaware (a)

109,462

2,003,155

BancorpSouth, Inc.

276,510

6,611,354

Bank of Hawaii Corp.

151,832

8,980,863

Bank of Kentucky Financial Corp.

10,625

359,444

Bank of Marin Bancorp

14,195

652,828

Bank of the Ozarks, Inc. (d)

104,892

5,889,686

BankUnited, Inc.

228,521

7,376,658

Banner Bank (d)

67,654

2,940,243

Bar Harbor Bankshares

9,461

373,710

BBCN Bancorp, Inc.

267,548

4,465,376

BCB Bancorp, Inc.

9,297

121,419

BNC Bancorp

67,234

1,023,974

BOK Financial Corp.

78,906

4,994,750

Boston Private Financial Holdings, Inc.

269,795

3,209,212

Bridge Bancorp, Inc.

30,474

758,498

Bridge Capital Holdings (a)

20,855

398,331

Bryn Mawr Bank Corp.

23,722

718,302

BSB Bancorp, Inc. (a)

19,579

281,938

C & F Financial Corp.

6,736

362,060

Camden National Corp.

17,382

756,812

Capital Bank Financial Corp.:

rights (a)

10,774

0

Series A (a)

157,342

3,672,362

Capital City Bank Group, Inc. (a)(d)

33,531

401,031

CapitalSource, Inc.

634,824

8,925,625

Cardinal Financial Corp.

93,805

1,663,163

 

Shares

Value

Cascade Bancorp (a)(d)

30,976

$ 157,358

Cathay General Bancorp

237,956

6,574,724

Center Bancorp, Inc.

24,871

408,631

Centerstate Banks of Florida, Inc.

74,902

790,965

Central Pacific Financial Corp.

115,119

2,288,566

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

7,814

274,350

Chemical Financial Corp.

101,194

3,240,232

Chemung Financial Corp.

11,097

367,755

CIT Group, Inc.

619,947

31,294,925

Citizens & Northern Corp.

30,086

622,178

Citizens Holding Co.

2,280

41,040

City Holding Co. (d)

48,456

2,384,520

City National Corp.

156,768

11,970,804

CNB Financial Corp., Pennsylvania

24,450

489,000

CoBiz, Inc.

133,405

1,580,849

Colony Bankcorp, Inc. (a)

4,518

27,560

Columbia Banking Systems, Inc.

171,245

4,746,911

Commerce Bancshares, Inc.

269,350

12,153,072

Community Bank System, Inc.

159,770

6,208,662

Community Trust Bancorp, Inc.

48,162

2,202,448

CommunityOne Bancorp (a)

21,639

257,288

CU Bancorp (a)

16,798

297,325

Cullen/Frost Bankers, Inc.

166,498

11,957,886

CVB Financial Corp. (d)

299,812

4,838,966

Eagle Bancorp, Inc., Maryland

67,828

2,211,871

East West Bancorp, Inc.

429,222

14,713,730

Eastern Virginia Bankshares, Inc. (a)

3,557

23,796

Enterprise Bancorp, Inc.

14,913

305,120

Enterprise Financial Services Corp.

58,302

1,140,387

Farmers Capital Bank Corp. (a)

21,180

468,078

Farmers National Banc Corp.

41,229

259,330

Fidelity Southern Corp.

41,929

749,271

Financial Institutions, Inc.

28,782

739,697

First Bancorp, North Carolina

39,369

672,423

First Bancorp, Puerto Rico (a)

327,195

2,087,504

First Busey Corp.

193,866

1,163,196

First Citizen Bancshares, Inc.

24,184

5,432,936

First Commonwealth Financial Corp.

317,896

2,975,507

First Community Bancshares, Inc.

36,337

633,354

First Connecticut Bancorp, Inc.

47,822

812,496

First Financial Bancorp, Ohio

203,827

3,369,260

First Financial Bankshares, Inc. (d)

99,292

6,591,003

First Financial Corp., Indiana

30,489

1,119,251

First Financial Holdings, Inc.

77,995

5,137,531

First Financial Service Corp. (a)

745

3,539

First Horizon National Corp.

740,253

8,298,236

First Interstate Bancsystem, Inc.

75,156

2,104,368

First Merchants Corp.

102,647

2,175,090

First Midwest Bancorp, Inc., Delaware

255,130

4,684,187

First Niagara Financial Group, Inc.

1,102,993

12,287,342

First of Long Island Corp.

17,771

757,933

First Republic Bank

387,061

19,778,817

First Security Group, Inc.

3,210

6,709

First South Bancorp, Inc., Virginia (a)

39,689

285,364

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

First United Corp. (a)

14,602

$ 113,458

Firstbank Corp., Michigan

8,342

165,505

FirstMerit Corp.

542,865

12,464,180

Flushing Financial Corp.

91,672

1,981,032

FNB Corp., Pennsylvania

509,279

6,472,936

Fulton Financial Corp.

633,485

8,279,649

German American Bancorp, Inc.

31,949

954,956

Glacier Bancorp, Inc.

236,967

7,099,531

Great Southern Bancorp, Inc.

22,484

667,550

Guaranty Bancorp

48,684

750,707

Hampton Roads Bankshares, Inc. (a)

275,254

443,159

Hancock Holding Co.

271,422

9,554,054

Hanmi Financial Corp.

104,963

2,158,039

Hawthorn Bancshares, Inc.

6,989

93,513

Heartland Financial U.S.A., Inc.

37,698

1,123,777

Heritage Commerce Corp.

57,846

477,808

Heritage Financial Corp., Washington

35,332

607,710

Heritage Oaks Bancorp (a)

40,793

325,936

Home Bancshares, Inc.

148,222

5,359,708

Home Federal Bancorp, Inc.

37,371

571,029

HomeTrust Bancshares, Inc. (a)

58,805

971,459

Horizon Bancorp Industries

16,035

377,143

Hudson Valley Holding Corp.

43,646

914,820

IBERIABANK Corp. (d)

100,652

6,310,880

Independent Bank Corp. (a)

70,834

841,508

Independent Bank Corp., Massachusetts

80,275

3,064,097

Independent Bank Group, Inc.

10,732

513,848

International Bancshares Corp.

189,466

4,943,168

Intervest Bancshares Corp. Class A (a)(d)

47,999

357,113

Investors Bancorp, Inc.

159,931

3,849,539

Lakeland Bancorp, Inc.

90,484

1,141,003

Lakeland Financial Corp.

55,282

2,120,065

LCNB Corp.

22,903

412,254

Macatawa Bank Corp. (a)(d)

64,065

328,653

MainSource Financial Group, Inc.

47,324

850,886

MB Financial, Inc.

182,286

5,944,346

MBT Financial Corp. (a)

11,242

42,495

Mercantile Bank Corp.

19,339

430,873

Merchants Bancshares, Inc.

14,012

444,180

Metro Bancorp, Inc. (a)

42,825

959,280

Metrocorp Bancshares, Inc.

46,826

671,017

Middleburg Financial Corp.

14,592

305,556

Midsouth Bancorp, Inc.

24,320

433,139

MidWestOne Financial Group, Inc.

16,620

465,194

Monarch Financial Holdings, Inc.

10,098

113,703

MutualFirst Financial, Inc.

7,773

135,561

National Bank Holdings Corp.

154,223

3,266,443

National Bankshares, Inc. (d)

16,169

614,099

National Penn Bancshares, Inc.

387,209

4,371,590

NBT Bancorp, Inc.

165,602

4,294,060

NewBridge Bancorp (a)(d)

47,976

359,340

 

Shares

Value

North Valley Bancorp (a)

6,149

$ 117,999

Northeast Bancorp

15,002

142,669

Northrim Bancorp, Inc.

12,118

318,098

Norwood Financial Corp.

3,054

83,802

OBA Financial Services, Inc. (a)

5,103

94,406

OFG Bancorp (d)

149,770

2,576,044

Ohio Valley Banc Corp.

7,485

161,676

Old National Bancorp, Indiana

356,880

5,549,484

Old Second Bancorp, Inc. (a)(d)

34,774

156,831

OmniAmerican Bancorp, Inc. (a)

29,431

648,365

Orrstown Financial Services, Inc. (a)

18,291

301,070

Pacific Continental Corp.

43,214

624,010

Pacific Mercantile Bancorp (a)

29,298

180,476

Pacific Premier Bancorp, Inc. (a)

35,923

522,320

PacWest Bancorp (d)

119,125

4,900,803

Park National Corp. (d)

42,317

3,573,247

Park Sterling Corp.

124,780

884,690

Patriot National Bancorp, Inc. (a)

14,022

14,723

Peapack-Gladstone Financial Corp.

17,211

315,478

Peapack-Gladstone Financial Corp. rights (a)

17,211

6,229

Penns Woods Bancorp, Inc.

11,224

582,975

Peoples Bancorp of North Carolina

1,842

24,996

Peoples Bancorp, Inc.

20,954

502,058

Peoples Financial Corp., Mississippi

7,232

91,196

Pinnacle Financial Partners, Inc.

108,271

3,524,221

Popular, Inc. (a)

322,589

9,219,594

Porter Bancorp, Inc. (a)

3,733

4,144

Preferred Bank, Los Angeles (a)

22,293

453,440

Premier Financial Bancorp, Inc.

6,092

86,263

PrivateBancorp, Inc.

217,626

6,034,769

Prosperity Bancshares, Inc.

186,499

11,960,181

QCR Holdings, Inc.

6,005

108,570

Renasant Corp. (d)

101,985

3,141,138

Republic Bancorp, Inc., Kentucky Class A

30,943

768,005

Republic First Bancorp, Inc. (a)

44,636

142,389

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

6,704

9,721

S&T Bancorp, Inc.

90,659

2,385,238

S.Y. Bancorp, Inc.

33,249

1,122,819

Sandy Spring Bancorp, Inc.

73,642

2,148,874

SB Financial Group, Inc.

532

4,256

Seacoast Banking Corp., Florida (a)

339,937

768,258

Shore Bancshares, Inc. (a)

20,686

188,243

Sierra Bancorp

31,765

562,241

Signature Bank (a)(d)

155,289

16,499,456

Simmons First National Corp. Class A

49,787

1,760,468

Southern National Bancorp of Virginia, Inc.

12,282

119,872

Southside Bancshares, Inc. (d)

54,624

1,560,061

Southwest Bancorp, Inc., Oklahoma (a)

55,371

950,720

State Bank Financial Corp.

113,335

1,992,429

StellarOne Corp.

69,123

1,743,282

Sterling Bancorp

278,895

3,664,680

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

Sterling Financial Corp.

65,768

$ 2,147,325

Suffolk Bancorp (a)

26,410

538,236

Summit Financial Group, Inc. (a)

1,800

16,272

Sun Bancorp, Inc., New Jersey (a)

136,043

499,278

Susquehanna Bancshares, Inc.

582,205

7,329,961

SVB Financial Group (a)

144,955

14,675,244

Synovus Financial Corp.

3,203,582

11,180,501

Taylor Capital Group, Inc. (a)(d)

49,339

1,229,034

TCF Financial Corp.

534,604

8,377,245

Texas Capital Bancshares, Inc. (a)(d)

126,413

7,100,618

The First Bancorp, Inc.

21,478

385,530

Tompkins Financial Corp.

36,511

1,829,201

Tower Financial Corp.

3,165

76,910

TowneBank (d)

72,900

1,108,080

Trico Bancshares

37,292

1,028,886

Trustmark Corp.

227,870

6,391,754

Two River Bancorp

1,393

9,960

UMB Financial Corp.

124,825

8,003,779

Umpqua Holdings Corp. (d)

346,784

6,384,293

Union Bankshares, Inc.

388

8,323

Union First Market Bankshares Corp.

66,502

1,716,417

United Bancorp, Inc.

370

2,701

United Bankshares, Inc., West Virginia

164,973

5,353,374

United Community Banks, Inc., Georgia (a)

141,348

2,593,736

United Security Bancshares, Inc. (a)

8,545

71,522

United Security Bancshares, California

7,715

36,723

Univest Corp. of Pennsylvania

43,456

910,838

Valley National Bancorp (d)

664,940

6,749,141

VantageSouth Bancshares, Inc. (a)

11,111

58,888

ViewPoint Financial Group

126,306

3,205,646

Virginia Commerce Bancorp, Inc. (a)

73,866

1,292,655

Washington Banking Co., Oak Harbor

48,330

867,040

Washington Trust Bancorp, Inc.

39,990

1,466,033

Webster Financial Corp.

280,128

8,258,173

WesBanco, Inc.

88,913

2,800,760

West Bancorp., Inc.

28,408

457,937

Westamerica Bancorp. (d)

92,239

5,108,196

Westbury Bancorp, Inc.

13,612

195,877

Western Alliance Bancorp. (a)(d)

250,484

5,816,238

Wilshire Bancorp, Inc.

200,643

2,120,797

Wintrust Financial Corp. (d)

127,033

5,762,217

Xenith Bankshares, Inc. (a)

17,541

103,492

Yadkin Financial Corp. (a)

37,226

668,207

 

625,778,530

Consumer Finance - 0.3%

Asta Funding, Inc.

25,295

215,513

Atlanticus Holdings Corp. (a)(d)

33,601

124,324

Cash America International, Inc.

88,772

3,338,715

Consumer Portfolio Services, Inc. (a)

34,741

256,041

Credit Acceptance Corp. (a)(d)

32,642

4,215,714

 

Shares

Value

DFC Global Corp. (a)

126,272

$ 1,263,983

Encore Capital Group, Inc. (a)(d)

70,602

3,367,009

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

174,533

2,038,545

First Cash Financial Services, Inc. (a)(d)

94,022

5,977,919

First Marblehead Corp. (a)(d)

224,625

184,193

Green Dot Corp. Class A (a)(d)

60,815

1,474,764

Imperial Holdings, Inc. (a)

53,799

343,238

Nelnet, Inc. Class A

58,211

2,619,495

Nicholas Financial, Inc.

1,489

23,839

Portfolio Recovery Associates, Inc. (a)(d)

166,653

9,732,535

QC Holdings, Inc.

15,915

29,284

Regional Management Corp. (a)

20,330

683,698

World Acceptance Corp. (a)(d)

35,872

3,311,703

 

39,200,512

Diversified Financial Services - 0.5%

California First National Bancorp

1,545

25,292

Catskill Litigation Trust (a)

1,036

0

CBOE Holdings, Inc.

273,521

14,299,678

Gain Capital Holdings, Inc.

46,117

419,665

ING U.S., Inc. (d)

339,156

11,850,111

Interactive Brokers Group, Inc.

167,002

4,049,799

Life Partners Holdings, Inc.

51,198

94,716

MarketAxess Holdings, Inc.

123,351

8,680,210

Marlin Business Services Corp.

24,373

605,669

MicroFinancial, Inc.

17,898

159,113

MSCI, Inc. Class A (a)

379,309

16,837,527

NCP Litigation Trust (a)

200

0

NewStar Financial, Inc. (a)

69,745

1,220,538

PHH Corp. (a)

169,343

4,071,006

PICO Holdings, Inc. (a)

75,075

1,819,067

Resource America, Inc. Class A

25,148

236,643

Vector Capital Corp. rights (a)

49,572

1

 

64,369,035

Insurance - 4.2%

Alleghany Corp. (a)

52,497

20,689,068

Allied World Assurance Co. Holdings Ltd.

108,644

12,238,747

AMBAC Financial Group, Inc. (a)

141,715

3,351,560

American Equity Investment Life Holding Co. (d)

177,325

4,204,376

American Financial Group, Inc.

226,460

13,057,684

American National Insurance Co.

21,104

2,438,567

Amerisafe, Inc.

54,728

2,401,465

Amtrust Financial Services, Inc. (d)

94,442

3,948,620

Arch Capital Group Ltd. (a)(d)

363,038

21,357,526

Argo Group International Holdings, Ltd.

89,165

4,216,613

Arthur J. Gallagher & Co.

383,460

17,846,228

Aspen Insurance Holdings Ltd.

210,817

8,521,223

Assured Guaranty Ltd.

531,990

12,491,125

Axis Capital Holdings Ltd.

332,441

16,332,826

Baldwin & Lyons, Inc. Class B

20,123

561,834

Brown & Brown, Inc.

352,848

11,157,054

Citizens, Inc. Class A (a)(d)

105,942

933,349

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Insurance - continued

CNA Financial Corp.

105,560

$ 4,382,851

CNO Financial Group, Inc.

678,721

11,483,959

Crawford & Co. Class B

71,993

744,408

Donegal Group, Inc. Class A

26,385

425,854

Eastern Insurance Holdings, Inc.

16,085

393,922

eHealth, Inc. (a)(d)

59,193

2,682,035

EMC Insurance Group

12,011

374,503

Employers Holdings, Inc.

101,985

3,328,790

Endurance Specialty Holdings Ltd.

140,492

7,993,995

Enstar Group Ltd. (a)

28,640

3,989,838

Erie Indemnity Co. Class A

75,753

5,529,211

Everest Re Group Ltd.

149,828

23,497,525

FBL Financial Group, Inc. Class A

35,194

1,615,757

Federated National Holding Co.

11,375

153,790

Fidelity National Financial, Inc. Class A

740,022

21,512,440

First Acceptance Corp. (a)

24,679

45,409

First American Financial Corp.

349,879

9,257,798

Fortegra Financial Corp. (a)

15,197

111,242

Global Indemnity PLC (a)(d)

37,631

1,002,490

Greenlight Capital Re, Ltd. (a)(d)

96,683

3,288,189

Hallmark Financial Services, Inc. (a)

27,548

261,706

Hanover Insurance Group, Inc.

142,278

8,580,786

HCC Insurance Holdings, Inc.

306,491

14,092,456

HCI Group, Inc. (d)

31,967

1,591,637

Health Insurance Innovations

12,600

150,948

Hilltop Holdings, Inc. (a)(d)

207,860

4,928,361

Horace Mann Educators Corp.

122,856

3,774,136

Independence Holding Co.

12,745

179,832

Infinity Property & Casualty Corp.

34,964

2,494,681

Investors Title Co.

2,693

212,747

Kansas City Life Insurance Co.

10,866

542,757

Kemper Corp.

169,144

6,346,283

Maiden Holdings Ltd.

176,643

2,236,300

Markel Corp. (a)

41,783

23,284,830

MBIA, Inc. (a)(d)

432,565

5,575,763

Meadowbrook Insurance Group, Inc.

138,036

1,020,086

Mercury General Corp.

117,647

5,655,291

Montpelier Re Holdings Ltd.

138,778

4,032,889

National Interstate Corp.

39,706

1,141,150

National Western Life Insurance Co. Class A

7,450

1,593,704

Navigators Group, Inc. (a)

35,473

2,371,015

Old Republic International Corp.

756,990

13,020,228

OneBeacon Insurance Group Ltd.

65,270

1,037,793

PartnerRe Ltd.

146,366

15,061,061

Phoenix Companies, Inc. (a)

17,250

998,603

Platinum Underwriters Holdings Ltd.

87,615

5,554,791

Primerica, Inc.

172,680

7,430,420

ProAssurance Corp.

191,224

9,194,050

Protective Life Corp.

250,436

12,015,919

Reinsurance Group of America, Inc.

220,936

16,565,781

 

Shares

Value

RenaissanceRe Holdings Ltd.

135,866

$ 12,866,510

RLI Corp.

53,130

5,360,286

Safety Insurance Group, Inc.

37,979

2,132,521

Selective Insurance Group, Inc.

176,362

4,971,645

StanCorp Financial Group, Inc.

141,040

9,042,074

State Auto Financial Corp.

34,984

789,939

Stewart Information Services Corp.

65,208

2,077,527

Symetra Financial Corp.

312,134

5,983,609

Tower Group International Ltd. (d)

117,565

489,070

United Fire Group, Inc.

66,794

1,987,122

United Insurance Holdings Corp.

7,545

76,054

Universal Insurance Holdings, Inc.

99,404

1,232,610

Validus Holdings Ltd.

323,014

12,936,711

W.R. Berkley Corp.

336,118

14,718,607

White Mountains Insurance Group Ltd.

18,261

11,008,279

Willis Group Holdings PLC

539,932

24,178,155

 

538,358,594

Real Estate Investment Trusts - 8.1%

Acadia Realty Trust (SBI) (d)

185,830

4,826,005

AG Mortgage Investment Trust, Inc.

104,641

1,657,513

Agree Realty Corp.

35,028

1,026,320

Alexanders, Inc.

7,463

2,404,877

Alexandria Real Estate Equities, Inc. (d)

214,604

13,575,849

American Assets Trust, Inc.

113,154

3,529,273

American Campus Communities, Inc.

324,099

10,510,531

American Capital Agency Corp.

1,230,972

25,087,209

American Capital Mortgage Investment Corp.

184,016

3,476,062

American Homes 4 Rent Class A

155,240

2,545,936

American Realty Capital Properties, Inc. (d)

538,525

7,060,063

American Residential Properties, Inc. (a)

43,261

759,663

AmREIT, Inc. Class B

50,317

876,019

Annaly Capital Management, Inc.

2,916,875

29,635,450

Anworth Mortgage Asset Corp.

482,431

2,146,818

Apollo Commercial Real Estate Finance, Inc.

130,379

2,168,203

Apollo Residential Mortgage, Inc.

101,348

1,532,382

Arbor Realty Trust, Inc.

114,120

756,616

Ares Commercial Real Estate Corp.

102,569

1,345,705

Armada Hoffler Properties, Inc.

52,271

535,255

Armour Residential REIT, Inc.

1,193,799

4,667,754

Ashford Hospitality Prime, Inc. (a)

46,042

942,019

Ashford Hospitality Trust, Inc.

230,214

1,890,057

Associated Estates Realty Corp.

179,281

2,852,361

Aviv REIT, Inc. (d)

56,267

1,446,062

BioMed Realty Trust, Inc.

624,919

11,610,995

Blackstone Mortgage Trust, Inc.

99,985

2,583,612

Brandywine Realty Trust (SBI) (d)

479,561

6,368,570

BRE Properties, Inc.

234,490

12,012,923

BRT Realty Trust (a)

8,802

62,582

Camden Property Trust (SBI)

264,062

15,294,471

Campus Crest Communities, Inc. (d)

206,807

2,057,730

Capstead Mortgage Corp. (d)

310,613

3,736,674

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

CBL & Associates Properties, Inc.

538,116

$ 9,718,375

Cedar Shopping Centers, Inc.

175,891

1,020,168

Chambers Street Properties (d)

731,669

6,050,903

Chatham Lodging Trust

91,880

1,891,809

Chesapeake Lodging Trust

156,417

3,733,674

Chimera Investment Corp.

3,241,478

9,562,360

Cole Real Estate Invts, Inc.

1,268,840

18,157,100

Colony Financial, Inc.

234,566

4,742,925

CommonWealth REIT

353,608

8,440,623

Coresite Realty Corp. (d)

71,084

2,300,278

Corporate Office Properties Trust (SBI)

274,480

6,101,690

Corrections Corp. of America

357,720

11,929,962

Cousins Properties, Inc.

541,980

5,804,606

CubeSmart

375,681

6,093,546

CyrusOne, Inc.

57,228

1,169,168

CYS Investments, Inc. (d)

547,633

4,381,064

DCT Industrial Trust, Inc.

907,781

6,772,046

DDR Corp.

907,318

14,508,015

DiamondRock Hospitality Co.

624,027

7,132,629

Digital Realty Trust, Inc. (d)

395,879

18,701,324

Douglas Emmett, Inc.

395,605

9,091,003

Duke Realty LP

1,007,144

15,288,446

DuPont Fabros Technology, Inc. (d)

197,938

4,645,605

EastGroup Properties, Inc. (d)

92,835

5,624,873

Education Realty Trust, Inc.

344,355

2,995,889

Ellington Residential Mortgage REIT

20,297

329,420

EPR Properties

153,500

7,719,515

Equity Lifestyle Properties, Inc.

263,195

9,343,423

Equity One, Inc.

201,939

4,523,434

Essex Property Trust, Inc. (d)

116,129

17,629,543

Excel Trust, Inc.

146,940

1,722,137

Extra Space Storage, Inc.

332,246

13,927,752

Federal Realty Investment Trust (SBI) (d)

198,156

20,513,109

FelCor Lodging Trust, Inc. (a)

336,253

2,461,372

First Industrial Realty Trust, Inc. (d)

329,206

5,747,937

First Potomac Realty Trust

183,349

2,200,188

Five Oaks Investment Corp.

32,078

341,631

Franklin Street Properties Corp.

317,574

4,084,002

General Growth Properties, Inc.

1,694,579

35,162,514

Getty Realty Corp.

107,657

1,984,119

Gladstone Commercial Corp.

42,375

762,326

Glimcher Realty Trust (d)

460,542

4,471,863

Government Properties Income Trust

171,398

4,252,384

Gramercy Property Trust, Inc. (a)

181,520

976,578

Gyrodyne Co. of America, Inc.

2,317

166,592

Hatteras Financial Corp.

303,104

5,064,868

Healthcare Realty Trust, Inc.

311,402

6,891,326

Healthcare Trust of America, Inc.

551,032

5,592,975

Hersha Hospitality Trust

621,806

3,562,948

Highwoods Properties, Inc. (SBI)

275,093

9,881,341

Home Properties, Inc.

175,546

9,230,209

 

Shares

Value

Hospitality Properties Trust (SBI)

462,207

$ 12,558,164

Hudson Pacific Properties, Inc.

151,550

3,143,147

Inland Real Estate Corp.

282,761

3,065,129

Invesco Mortgage Capital, Inc.

438,382

6,619,568

Investors Real Estate Trust (d)

343,471

3,025,980

iStar Financial, Inc. (a)(d)

266,363

3,430,755

JAVELIN Mortgage Investment Corp. (d)

36,878

455,075

Kilroy Realty Corp. (d)

259,444

13,063,005

Kite Realty Group Trust

392,175

2,568,746

LaSalle Hotel Properties (SBI)

311,458

9,754,865

Lexington Corporate Properties Trust

635,166

6,523,155

Liberty Property Trust (SBI)

442,798

14,342,227

LTC Properties, Inc.

115,693

4,455,337

Mack-Cali Realty Corp.

283,257

5,767,113

Medical Properties Trust, Inc.

512,402

6,768,830

MFA Financial, Inc.

1,217,966

8,878,972

Mid-America Apartment Communities, Inc.

228,114

13,741,587

Monmouth Real Estate Investment Corp. Class A

124,637

1,199,008

National Health Investors, Inc.

83,748

4,930,245

National Retail Properties, Inc. (d)

367,319

11,662,378

New York Mortgage Trust, Inc. (d)

220,889

1,548,432

NorthStar Realty Finance Corp.

700,520

6,921,138

Omega Healthcare Investors, Inc.

361,940

11,831,819

One Liberty Properties, Inc.

35,770

737,220

Orchid Island Capital, Inc.

903

11,098

Parkway Properties, Inc.

131,396

2,403,233

Pebblebrook Hotel Trust

193,842

5,879,228

Pennsylvania Real Estate Investment Trust (SBI)

207,506

3,733,033

PennyMac Mortgage Investment Trust

233,473

5,271,820

Physicians Realty Trust

37,270

445,377

Piedmont Office Realty Trust, Inc. Class A

540,436

8,852,342

PMC Commercial Trust

15,439

133,084

Post Properties, Inc.

176,369

7,559,175

Potlatch Corp.

133,057

5,302,321

Power (REIT)

1,227

9,939

Preferred Apartment Communities, Inc. Class A

14,165

110,629

PS Business Parks, Inc.

62,273

4,877,221

RAIT Financial Trust (d)

211,971

1,740,282

Ramco-Gershenson Properties Trust (SBI) (d)

207,522

3,320,352

Rayonier, Inc.

388,992

17,158,437

Realty Income Corp.

594,640

22,661,730

Redwood Trust, Inc. (d)

273,397

5,079,716

Regency Centers Corp.

276,147

12,934,725

Resource Capital Corp.

434,839

2,617,731

Retail Opportunity Investments Corp.

202,071

2,944,174

Retail Properties America, Inc.

556,119

7,413,066

Rexford Industrial Realty, Inc.

54,330

756,817

RLJ Lodging Trust

386,330

9,326,006

Rouse Properties, Inc. (d)

80,457

1,962,346

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

Ryman Hospitality Properties, Inc. (d)

158,493

$ 6,636,102

Sabra Health Care REIT, Inc.

122,533

3,269,180

Saul Centers, Inc.

41,562

2,021,160

Select Income (REIT)

98,992

2,716,340

Senior Housing Properties Trust (SBI)

597,095

13,524,202

Silver Bay Realty Trust Corp. (d)

122,730

1,964,907

SL Green Realty Corp. (d)

275,031

24,882,055

SoTHERLY Hotels, Inc.

27,804

151,254

Sovran Self Storage, Inc.

101,337

6,763,231

Spirit Realty Capital, Inc.

1,039,121

10,318,472

Stag Industrial, Inc.

132,111

2,864,166

Starwood Property Trust, Inc.

572,270

15,949,165

Strategic Hotel & Resorts, Inc. (a)(d)

594,160

5,305,849

Summit Hotel Properties, Inc.

269,416

2,446,297

Sun Communities, Inc. (d)

110,201

4,496,201

Sunstone Hotel Investors, Inc.

560,753

7,329,042

Supertel Hospitality, Inc., Maryland (a)

1,649

6,942

Tanger Factory Outlet Centers, Inc.

297,548

9,839,912

Taubman Centers, Inc.

197,552

12,915,950

Terreno Realty Corp.

59,850

1,059,944

The Geo Group, Inc.

218,294

7,160,043

Trade Street Residential, Inc.

3,743

26,276

Two Harbors Investment Corp.

1,152,157

10,657,452

UDR, Inc. (d)

776,284

18,064,129

UMH Properties, Inc.

45,741

440,028

Universal Health Realty Income Trust (SBI)

41,458

1,756,990

Urstadt Biddle Properties, Inc. Class A

86,921

1,656,714

Washington REIT (SBI)

225,206

5,346,390

Weingarten Realty Investors (SBI)

344,826

9,841,334

Western Asset Mortgage Capital Corp. (d)

72,742

1,180,603

Whitestone REIT Class B

74,608

999,001

Winthrop Realty Trust

108,839

1,258,179

WP Carey, Inc. (d)

172,644

10,836,864

ZAIS Financial Corp.

15,500

264,895

 

1,038,828,192

Real Estate Management & Development - 0.7%

Alexander & Baldwin, Inc.

137,375

5,191,401

Altisource Portfolio Solutions SA

54,251

8,733,326

Altisource Residential Corp. Class B

117,967

3,285,381

American Realty Investments, Inc. (a)

1,965

8,764

AV Homes, Inc. (a)

31,513

635,617

Consolidated-Tomoka Land Co.

12,368

455,513

Forest City Enterprises, Inc. Class A (a)(d)

479,614

9,352,473

Forestar Group, Inc. (a)(d)

107,500

2,081,200

Gladstone Land Corp.

39,555

648,306

Howard Hughes Corp. (a)

97,138

11,085,389

InterGroup Corp. (a)

336

6,649

Jones Lang LaSalle, Inc.

137,514

13,437,868

Kennedy-Wilson Holdings, Inc.

187,374

3,858,031

 

Shares

Value

Maui Land & Pineapple, Inc. (a)

17,943

$ 77,334

Realogy Holdings Corp. (a)

458,128

21,710,686

Tejon Ranch Co. (a)

43,935

1,567,161

The St. Joe Co. (a)(d)

300,004

5,322,071

Thomas Properties Group, Inc.

96,339

665,702

Transcontinental Realty Investors, Inc. (a)

1,497

12,275

ZipRealty, Inc. (a)

28,991

174,816

 

88,309,963

Thrifts & Mortgage Finance - 1.1%

Astoria Financial Corp.

273,828

3,828,115

Banc of California, Inc.

43,498

557,644

Bank Mutual Corp.

123,703

857,262

BankFinancial Corp.

56,765

552,891

BBX Capital Corp. (a)

42,087

571,121

Beneficial Mutual Bancorp, Inc. (a)

107,032

1,123,836

Berkshire Hills Bancorp, Inc.

80,414

2,198,519

BofI Holding, Inc. (a)(d)

39,084

3,203,325

Brookline Bancorp, Inc., Delaware

228,749

2,090,766

Camco Financial Corp. (a)

28,595

182,722

Cape Bancorp, Inc.

25,193

254,197

Capitol Federal Financial, Inc.

470,721

5,676,895

Charter Financial Corp.

19,819

211,667

Cheviot Financial Corp.

44

457

Chicopee Bancorp, Inc.

13,096

234,156

Clifton Savings Bancorp, Inc.

25,210

319,915

Dime Community Bancshares, Inc.

93,604

1,574,419

Doral Financial Corp. (a)

18,344

345,601

Elmira Savings Bank

169

4,056

ESB Financial Corp.

37,377

536,360

ESSA Bancorp, Inc.

32,482

376,142

EverBank Financial Corp.

273,060

4,661,134

Farmer Mac Class C (non-vtg.)

28,644

1,002,826

First Clover Leaf Financial Corp.

10,566

100,377

First Defiance Financial Corp.

23,633

638,091

First Federal Bancshares of Arkansas, Inc. (a)

4,711

43,530

First Financial Northwest, Inc.

34,706

372,048

Flagstar Bancorp, Inc. (a)(d)

65,811

1,207,632

Fox Chase Bancorp, Inc.

32,985

582,845

Franklin Financial Corp./VA

27,950

564,031

Hampden Bancorp, Inc.

5,136

83,614

Heritage Financial Group, Inc.

17,720

313,112

HF Financial Corp.

632

8,229

HMN Financial, Inc. (a)

2,852

25,668

Home Bancorp, Inc. (a)

15,826

300,377

Home Loan Servicing Solutions Ltd.

220,032

5,120,145

HomeStreet, Inc.

35,323

747,435

HopFed Bancorp, Inc.

11,426

127,628

IF Bancorp, Inc.

11,597

190,771

Impac Mortgage Holdings, Inc. (a)(d)

20,302

99,480

Kearny Financial Corp. (a)

52,612

549,269

Madison County Financial, Inc.

11,541

201,621

Meridian Interstate Bancorp, Inc. (a)

27,315

604,208

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Thrifts & Mortgage Finance - continued

Meta Financial Group, Inc.

11,444

$ 444,027

MGIC Investment Corp. (a)

1,047,695

8,496,806

NASB Financial, Inc. (a)(d)

3,724

111,720

Nationstar Mortgage Holdings, Inc. (a)(d)

61,822

2,450,006

New Hampshire Thrift Bancshare

20,505

309,626

New York Community Bancorp, Inc. (d)

1,358,416

22,441,032

Northfield Bancorp, Inc.

183,450

2,384,850

Northwest Bancshares, Inc.

320,191

4,783,654

Ocean Shore Holding Co.

5,120

71,834

OceanFirst Financial Corp.

36,227

673,822

Ocwen Financial Corp. (a)

366,047

20,740,223

Oneida Financial Corp.

2,810

36,109

Oritani Financial Corp.

133,791

2,179,455

PennyMac Financial Services, Inc.

41,987

751,567

Peoples Federal Bancshares, Inc.

9,219

160,779

Poage Bankshares, Inc.

6,654

95,818

Provident Financial Holdings, Inc.

21,034

309,620

Provident Financial Services, Inc.

178,524

3,490,144

Pulaski Financial Corp.

11,679

128,586

Radian Group, Inc. (d)

521,367

7,434,693

Riverview Bancorp, Inc. (a)

20,156

54,421

Rockville Financial, Inc.

88,020

1,313,258

Roma Financial Corp. (a)

25,270

501,610

Security National Financial Corp. Class A

21,546

107,515

SI Financial Group, Inc.

15,322

180,646

Simplicity Bancorp, Inc.

22,747

358,265

Southern Missouri Bancorp, Inc.

376

13,115

Territorial Bancorp, Inc.

28,348

677,234

TFS Financial Corp. (a)

268,274

3,144,171

Timberland Bancorp, Inc.

12,774

111,517

Tree.com, Inc.

19,805

597,517

Trustco Bank Corp., New York

304,547

2,314,557

United Community Financial Corp. (a)

85,700

322,232

United Financial Bancorp, Inc.

49,450

975,649

Walker & Dunlop, Inc. (a)(d)

57,975

940,355

Washington Federal, Inc.

329,443

7,705,672

Waterstone Financial, Inc. (a)

9,971

112,872

Westfield Financial, Inc. (d)

94,628

699,301

WSFS Financial Corp.

26,632

2,022,434

 

141,890,849

TOTAL FINANCIALS

2,759,542,962

HEALTH CARE - 10.7%

Biotechnology - 3.1%

Aastrom Biosciences, Inc. (a)(d)

10,915

47,480

ACADIA Pharmaceuticals, Inc. (a)(d)

238,433

5,553,105

Achillion Pharmaceuticals, Inc. (a)(d)

269,162

931,301

Acorda Therapeutics, Inc. (a)(d)

120,923

4,209,330

 

Shares

Value

Aegerion Pharmaceuticals, Inc. (a)(d)

74,284

$ 5,268,964

Agenus, Inc. (a)(d)

72,866

192,366

Agios Pharmaceuticals, Inc. (d)

20,886

366,549

Alkermes PLC (a)(d)

426,462

17,220,536

Alnylam Pharmaceuticals, Inc. (a)(d)

167,923

10,276,888

AMAG Pharmaceuticals, Inc. (a)

64,567

1,583,829

Ambit Biosciences Corp. (d)

22,527

282,714

Amicus Therapeutics, Inc. (a)(d)

103,509

253,597

Anacor Pharmaceuticals, Inc. (a)(d)

103,358

1,447,012

Anthera Pharmaceuticals, Inc. (a)(d)

86,499

271,607

ARCA biopharma, Inc. (a)

3,372

4,687

Arena Pharmaceuticals, Inc. (a)(d)

708,090

4,616,747

ARIAD Pharmaceuticals, Inc. (a)(d)

540,634

2,622,075

ArQule, Inc. (a)

171,131

415,848

Array BioPharma, Inc. (a)(d)

344,560

1,970,883

Arrowhead Research Corp. (a)(d)

43,536

358,301

Athersys, Inc. (a)(d)

155,012

323,975

AVEO Pharmaceuticals, Inc. (a)

115,401

244,650

BioCryst Pharmaceuticals, Inc. (a)(d)

157,437

1,015,469

BioMarin Pharmaceutical, Inc. (a)(d)

437,771

30,810,323

Biospecifics Technologies Corp. (a)

11,833

262,574

Biota Pharmaceuticals, Inc.

20,991

89,002

BioTime, Inc. (a)(d)

88,187

351,866

Bluebird Bio, Inc. (d)

20,438

417,344

Cancer Genetics, Inc.

27,876

410,613

Cardium Therapeutics, Inc. (a)(d)

5,313

4,038

Catalyst Pharmaceutical Partners, Inc. (a)(d)

139,457

239,866

Cel-Sci Corp. (a)(d)

55,675

45,091

Cell Therapeutics, Inc. (a)(d)

380,643

738,447

Celldex Therapeutics, Inc. (a)(d)

255,837

7,102,035

Cellular Dynamics International, Inc. (d)

13,046

202,343

Celsion Corp. (a)(d)

37,190

143,925

Cepheid, Inc. (a)(d)

209,114

9,497,958

Chelsea Therapeutics International Ltd. (a)(d)

182,678

706,964

ChemoCentryx, Inc. (a)(d)

53,483

276,507

Chimerix, Inc. (d)

45,377

726,940

Cleveland Biolabs, Inc. (a)(d)

93,847

124,817

Clovis Oncology, Inc. (a)

62,009

3,737,903

Codexis, Inc. (a)(d)

66,590

99,885

Conatus Pharmaceuticals, Inc.

20,891

133,285

Coronado Biosciences, Inc. (a)(d)

64,425

105,657

Cubist Pharmaceuticals, Inc.

230,927

15,820,809

Cubist Pharmaceuticals, Inc. rights (a)

105,448

1

Curis, Inc. (a)(d)

236,002

755,206

Cyclacel Pharmaceuticals, Inc. (a)(d)

58,323

281,700

Cytokinetics, Inc. (a)(d)

77,233

501,242

Cytori Therapeutics, Inc. (a)(d)

168,209

457,528

CytRx Corp. (a)(d)

98,566

243,458

DARA BioSciences, Inc. (a)(d)

22,334

10,609

Dendreon Corp. (a)(d)

486,749

1,445,645

Discovery Laboratories, Inc. (a)(d)

244,661

587,186

Durata Therapeutics, Inc. (a)(d)

32,482

400,178

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Dyax Corp. (a)

368,649

$ 3,133,517

Dynavax Technologies Corp. (a)(d)

805,103

1,425,032

Emergent BioSolutions, Inc. (a)

82,923

1,861,621

Enanta Pharmaceuticals, Inc. (d)

12,383

334,712

EntreMed, Inc. (a)

37,512

60,769

Enzon Pharmaceuticals, Inc.

134,828

223,814

Epizyme, Inc. (d)

15,070

315,566

Esperion Therapeutics, Inc.

17,081

203,776

Exact Sciences Corp. (a)(d)

244,783

3,005,935

Exelixis, Inc. (a)(d)

558,290

3,254,831

Fibrocell Science, Inc. (a)

81,352

333,543

Forticell Bioscience, Inc. (a)

2

0

Galectin Therapeutics, Inc. (a)(d)

44,385

363,957

Galena Biopharma, Inc. (a)(d)

292,526

1,175,955

Genomic Health, Inc. (a)(d)

52,977

1,863,731

GenVec, Inc. (a)(d)

22,127

36,510

Geron Corp. (a)

381,514

2,048,730

GTx, Inc. (a)(d)

79,767

134,806

Halozyme Therapeutics, Inc. (a)(d)

303,592

4,481,018

Harvard Apparatus (a)

15,331

77,728

Heat Biologics, Inc. (d)

8,898

72,430

Hemispherx Biopharma, Inc. (a)

433,733

89,783

Hyperion Therapeutics, Inc. (a)(d)

18,970

484,494

iBio, Inc. (a)(d)

102,306

40,309

Idenix Pharmaceuticals, Inc. (a)(d)

297,604

1,598,133

Idera Pharmaceuticals, Inc. (a)(d)

172,779

388,753

ImmunoCellular Therapeutics Ltd. (a)(d)

146,161

483,793

ImmunoGen, Inc. (a)(d)

266,660

3,874,570

Immunomedics, Inc. (a)(d)

228,585

987,487

Incyte Corp. (a)(d)

452,109

21,068,279

Infinity Pharmaceuticals, Inc. (a)(d)

143,814

2,101,123

Inovio Pharmaceuticals, Inc. (a)(d)

510,791

1,072,661

Insmed, Inc. (a)(d)

107,814

1,746,587

Insys Therapeutics, Inc. (a)(d)

12,368

545,429

Intercept Pharmaceuticals, Inc. (a)

31,132

1,630,383

InterMune, Inc. (a)(d)

275,843

3,814,909

Intrexon Corp. (d)

37,626

861,259

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

347,166

3,964,636

Isis Pharmaceuticals, Inc. (a)(d)

360,229

13,962,476

IsoRay, Inc. (a)(d)

76,668

39,423

KaloBios Pharmaceuticals, Inc.

71,639

303,749

Keryx Biopharmaceuticals, Inc. (a)(d)

246,889

3,429,288

KYTHERA Biopharmaceuticals, Inc. (a)(d)

39,867

1,554,016

Lexicon Pharmaceuticals, Inc. (a)(d)

983,912

2,361,389

Ligand Pharmaceuticals, Inc.:

Class B (a)(d)

64,087

3,568,364

General CVR

26,087

1,435

Glucagon CVR (a)

26,087

3,391

rights (a)

26,087

417

TR Beta CVR (a)

26,087

391

 

Shares

Value

LipoScience, Inc.

15,054

$ 66,689

Lpath, Inc. (a)

19,435

86,097

MannKind Corp. (a)(d)

553,727

2,763,098

Mast Therapeutics, Inc. (a)(d)

162,935

72,832

Medgenics, Inc. (a)(d)

34,205

225,753

MediciNova, Inc. (a)

47,646

109,109

Medivation, Inc. (a)

233,384

14,705,526

MEI Pharma, Inc. (a)(d)

32,936

260,853

Merrimack Pharmaceuticals, Inc. (a)(d)

272,294

1,072,838

Metabolix, Inc. (a)(d)

85,270

95,502

MiMedx Group, Inc. (a)(d)

224,655

1,415,327

Momenta Pharmaceuticals, Inc. (a)(d)

146,858

2,612,604

Myriad Genetics, Inc. (a)(d)

246,472

7,332,542

Nanosphere, Inc. (a)

129,557

297,981

Neuralstem, Inc. (a)(d)

166,426

451,014

Neurocrine Biosciences, Inc. (a)

191,599

1,881,502

NewLink Genetics Corp. (a)(d)

48,922

1,100,745

Northwest Biotherapeutics, Inc. (a)(d)

63,360

300,326

Novavax, Inc. (a)(d)

584,859

2,175,675

NPS Pharmaceuticals, Inc. (a)(d)

284,306

7,508,521

Ohr Pharmaceutical, Inc. (a)

21,970

179,056

OncoGenex Pharmaceuticals, Inc. (a)(d)

32,237

276,916

OncoMed Pharmaceuticals, Inc. (d)

16,535

222,561

Onconova Therapeutics, Inc. (d)

17,664

259,131

Oncothyreon, Inc. (a)(d)

159,540

323,866

Opexa Therapeutics, Inc. (a)(d)

68,287

139,988

Opko Health, Inc. (a)(d)

650,055

6,851,580

Oragenics, Inc. (a)

27,929

83,508

Orexigen Therapeutics, Inc. (a)(d)

275,878

1,884,247

Organovo Holdings, Inc. (a)

196,595

1,745,764

Osiris Therapeutics, Inc. (a)(d)

42,821

753,007

OvaScience, Inc. (a)

30,226

289,263

OXiGENE, Inc. (a)

3,950

10,705

Oxygen Biotherapeutics, Inc. (a)(d)

2,330

14,609

PDL BioPharma, Inc. (d)

475,632

4,646,925

Peregrine Pharmaceuticals, Inc. (a)(d)

427,807

586,096

Pharmacyclics, Inc. (a)

209,837

26,128,903

PharmAthene, Inc. (a)(d)

123,056

231,345

Portola Pharmaceuticals, Inc. (d)

28,575

714,375

Progenics Pharmaceuticals, Inc. (a)(d)

174,473

893,302

Prothena Corp. PLC (a)(d)

53,960

1,523,291

PTC Therapeutics, Inc. (a)(d)

28,558

447,504

Puma Biotechnology, Inc. (a)(d)

57,925

2,884,086

Raptor Pharmaceutical Corp. (a)(d)

190,295

2,643,198

Receptos, Inc.

17,904

414,299

Regado Biosciences, Inc.

15,222

73,066

Regulus Therapeutics, Inc. (a)

35,026

220,314

Repligen Corp. (a)(d)

83,675

1,127,102

Rexahn Pharmaceuticals, Inc. (a)(d)

231,931

91,613

Rigel Pharmaceuticals, Inc. (a)(d)

289,108

769,027

Sangamo Biosciences, Inc. (a)(d)

173,843

2,122,623

Sarepta Therapeutics, Inc. (a)(d)

98,630

1,838,463

Seattle Genetics, Inc. (a)(d)

366,261

15,049,664

SIGA Technologies, Inc. (a)(d)

109,876

387,862

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Spectrum Pharmaceuticals, Inc. (d)

191,900

$ 1,847,997

StemCells, Inc. (a)(d)

120,758

144,910

Stemline Therapeutics, Inc. (d)

27,001

557,841

Sunesis Pharmaceuticals, Inc. (a)(d)

86,702

437,845

Synageva BioPharma Corp. (a)(d)

60,650

3,663,867

Synergy Pharmaceuticals, Inc. (a)(d)

241,435

1,108,187

Synta Pharmaceuticals Corp. (a)(d)

142,905

724,528

Synthetic Biologics, Inc. (a)

51,943

66,487

Targacept, Inc. (a)

150,431

864,978

Telik, Inc. (a)

3,787

4,620

TESARO, Inc. (a)(d)

47,028

1,834,092

Tetraphase Pharmaceuticals, Inc.

48,666

572,312

TG Therapeutics, Inc. (a)(d)

68,347

301,410

Theravance, Inc. (a)(d)

237,016

8,949,724

Threshold Pharmaceuticals, Inc. (a)(d)

133,997

660,605

Trovagene, Inc. (a)(d)

57,904

332,369

United Therapeutics Corp. (a)(d)

139,891

12,913,338

Vanda Pharmaceuticals, Inc. (a)(d)

115,941

1,361,147

Venaxis, Inc. (a)(d)

80,385

153,535

Verastem, Inc. (a)

39,207

414,810

Vical, Inc. (a)(d)

181,350

210,366

XOMA Corp. (a)(d)

238,944

1,142,152

Zalicus, Inc. (a)

60,609

73,337

ZIOPHARM Oncology, Inc. (a)(d)

319,265

1,334,528

 

390,630,544

Health Care Equipment & Supplies - 2.4%

Abaxis, Inc. (d)

70,562

2,538,821

Abiomed, Inc. (a)(d)

115,137

3,291,767

Accuray, Inc. (a)(d)

224,824

1,794,096

Alere, Inc. (a)

245,818

8,043,165

Align Technology, Inc. (a)(d)

217,595

11,889,391

Allied Healthcare Products, Inc. (a)

4,954

11,047

Alphatec Holdings, Inc. (a)

230,873

459,437

Analogic Corp.

40,140

3,878,327

Angiodynamics, Inc. (a)(d)

99,901

1,543,470

Anika Therapeutics, Inc. (a)

35,451

1,217,742

Antares Pharma, Inc. (a)(d)

335,208

1,320,720

ArthroCare Corp. (a)

95,471

3,601,166

Atossa Genetics, Inc. (d)

25,946

59,935

Atricure, Inc. (a)

43,527

681,633

Atrion Corp.

3,566

1,003,758

Bacterin International Holdings, Inc. (a)(d)

73,764

29,882

Baxano Surgical, Inc. (a)(d)

51,338

52,365

BioLase Technology, Inc. (d)

85,263

151,768

Bovie Medical Corp. (a)

27,980

59,877

BSD Medical Corp. (a)(d)

95,648

126,255

Cantel Medical Corp. (d)

105,710

3,945,097

Cardica, Inc. (a)

38,892

40,448

Cardiovascular Systems, Inc. (a)

67,993

2,257,368

Cerus Corp. (a)(d)

206,071

1,378,615

 

Shares

Value

Chembio Diagnostics, Inc. (a)

4,082

$ 14,205

CONMED Corp.

92,250

3,755,498

Cryolife, Inc.

80,349

887,856

Cutera, Inc. (a)

39,466

372,954

Cyberonics, Inc. (a)(d)

83,817

5,759,904

Cynosure, Inc. Class A (a)

58,456

1,513,426

Delcath Systems, Inc. (a)(d)

289,673

91,218

Derma Sciences, Inc. (a)(d)

37,438

434,281

DexCom, Inc. (a)(d)

210,022

6,949,628

Digirad Corp.

45,825

174,135

Dynatronics Corp. (a)

3,425

13,803

Echo Therapeutics, Inc. (a)(d)

18,765

71,870

Endologix, Inc. (a)(d)

191,867

3,428,663

EnteroMedics, Inc. (a)(d)

152,453

202,762

ERBA Diagnostics, Inc. (a)(d)

7,111

14,791

Escalon Medical Corp. (a)

3,512

6,532

Exactech, Inc. (a)

20,308

505,263

Fonar Corp. (a)

15,449

298,166

Genmark Diagnostics, Inc. (a)(d)

108,524

1,291,436

Globus Medical, Inc. (a)(d)

188,317

3,626,985

Greatbatch, Inc. (a)

74,859

3,041,521

Haemonetics Corp. (a)(d)

160,277

6,773,306

Hansen Medical, Inc. (a)(d)

164,102

308,512

HeartWare International, Inc. (a)(d)

47,990

4,626,236

Hill-Rom Holdings, Inc.

181,872

7,531,320

Hologic, Inc. (a)(d)

834,339

18,680,850

ICU Medical, Inc. (a)(d)

40,575

2,665,169

IDEXX Laboratories, Inc. (a)(d)

162,514

16,927,458

Insulet Corp. (a)(d)

178,588

6,611,328

Integra LifeSciences Holdings Corp. (a)(d)

71,908

3,340,127

Invacare Corp.

89,476

2,004,262

Iridex Corp. (a)

9,439

95,145

Kewaunee Scientific Corp.

5,250

94,395

Kips Bay Medical, Inc. (a)

9,803

7,382

LeMaitre Vascular, Inc.

17,157

141,374

MAKO Surgical Corp. (a)(d)

127,458

3,818,642

Masimo Corp. (d)

160,453

4,593,769

Medical Action Industries, Inc. (a)

37,965

326,499

MELA Sciences, Inc. (a)(d)

117,358

79,803

Meridian Bioscience, Inc. (d)

134,771

3,312,671

Merit Medical Systems, Inc. (a)

129,484

2,119,653

Misonix, Inc. (a)

11,163

64,187

Natus Medical, Inc. (a)

90,072

2,074,358

Navidea Biopharmaceuticals, Inc. (a)(d)

359,907

583,049

Neogen Corp. (a)

116,431

5,922,845

NeuroMetrix, Inc. (a)

685

1,630

NuVasive, Inc. (a)(d)

139,342

4,633,122

NxStage Medical, Inc. (a)

168,027

1,715,556

OraSure Technologies, Inc. (a)

177,113

1,089,245

Orthofix International NV (a)

67,182

1,453,147

PhotoMedex, Inc. (a)(d)

37,410

455,654

Quidel Corp. (a)(d)

92,183

2,319,324

ResMed, Inc. (d)

439,155

21,435,156

Retractable Technologies, Inc. (a)

5,601

14,955

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - continued

Rockwell Medical Technologies, Inc. (a)(d)

112,115

$ 1,640,242

RTI Biologics, Inc. (a)

147,974

455,760

Sirona Dental Systems, Inc. (a)

174,543

12,005,068

Solta Medical, Inc. (a)

159,464

318,928

Staar Surgical Co. (a)

77,715

980,763

Stereotaxis, Inc. (a)(d)

15,526

51,857

Steris Corp.

191,689

8,844,530

SurModics, Inc. (a)

36,089

870,467

Symmetry Medical, Inc. (a)

103,539

1,015,718

Synergetics U.S.A., Inc. (a)

71,442

293,627

TearLab Corp. (a)(d)

85,204

798,361

Teleflex, Inc.

129,649

12,745,793

The Cooper Companies, Inc.

150,288

19,798,941

The Spectranetics Corp. (a)(d)

128,238

2,982,816

ThermoGenesis Corp. (a)

36,219

27,164

Thoratec Corp. (a)

180,227

7,095,537

Tornier NV (a)

82,011

1,483,579

Unilife Corp. (a)(d)

275,347

1,225,294

Uroplasty, Inc. (a)

38,436

118,383

Utah Medical Products, Inc.

5,647

300,477

Vascular Solutions, Inc. (a)(d)

38,795

808,876

Vermillion, Inc. (a)(d)

42,513

101,606

Vision Sciences, Inc. (a)

22,011

22,671

Volcano Corp. (a)(d)

175,378

3,993,357

West Pharmaceutical Services, Inc.

222,429

11,103,656

Wright Medical Group, Inc. (a)(d)

143,128

4,266,646

Zeltiq Aesthetics, Inc. (a)

69,893

1,225,923

 

302,227,216

Health Care Providers & Services - 2.6%

Acadia Healthcare Co., Inc. (a)(d)

117,379

5,422,910

Accretive Health, Inc. (a)(d)

174,575

1,480,396

Adcare Health Systems, Inc. (a)

10,908

42,105

Addus HomeCare Corp. (a)

22,321

647,309

Air Methods Corp. (d)

110,470

6,181,901

Alliance Healthcare Services, Inc. (a)

29,851

862,097

Almost Family, Inc.

20,720

578,088

Amedisys, Inc. (a)(d)

104,493

1,701,146

American CareSource Holdings, Inc. (a)

2,053

3,223

American Shared Hospital Services (a)

115

299

AMN Healthcare Services, Inc. (a)

153,954

2,136,882

AmSurg Corp. (a)(d)

103,253

4,989,185

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

76,671

2,238,793

BioScrip, Inc. (a)(d)

179,662

1,223,498

BioTelemetry, Inc. (a)

83,325

874,079

Brookdale Senior Living, Inc. (a)

317,705

9,264,278

Capital Senior Living Corp. (a)

79,865

1,783,385

Centene Corp. (a)(d)

166,868

9,967,026

Chemed Corp. (d)

61,290

4,776,330

Chindex International, Inc. (a)

33,922

579,727

Community Health Systems, Inc. (d)

294,369

12,142,721

Corvel Corp. (a)

35,090

1,624,316

 

Shares

Value

Cross Country Healthcare, Inc. (a)

78,295

$ 598,174

Diversicare Healthcare Services, Inc.

12,213

62,653

Emeritus Corp. (a)

135,332

3,046,323

Envision Healthcare Holdings, Inc.

133,817

3,963,660

ExamWorks Group, Inc. (a)(d)

87,727

2,588,824

Five Star Quality Care, Inc. (a)

149,941

739,209

Gentiva Health Services, Inc. (a)(d)

87,294

1,078,081

Hanger, Inc. (a)

115,793

4,497,400

HCA Holdings, Inc.

953,560

44,264,255

Health Management Associates, Inc. Class A (a)

797,412

10,438,123

Health Net, Inc. (a)

249,485

7,621,767

HealthSouth Corp.

270,399

9,677,580

Healthways, Inc. (a)(d)

99,686

1,396,601

Henry Schein, Inc. (a)(d)

260,231

29,666,334

Hooper Holmes, Inc. (a)

128,551

69,418

InfuSystems Holdings, Inc. (a)

5,400

10,314

IPC The Hospitalist Co., Inc. (a)(d)

55,906

3,515,369

Kindred Healthcare, Inc.

169,805

2,859,516

Landauer, Inc. (d)

28,444

1,507,532

LCA-Vision, Inc. (a)

49,197

185,965

LHC Group, Inc. (a)

42,300

1,004,625

LifePoint Hospitals, Inc. (a)

146,296

7,494,744

Magellan Health Services, Inc. (a)

92,138

5,638,846

MEDNAX, Inc. (a)(d)

151,669

16,804,925

Molina Healthcare, Inc. (a)(d)

80,884

2,717,702

MWI Veterinary Supply, Inc. (a)(d)

40,526

7,382,621

National Healthcare Corp.

33,268

1,856,354

National Research Corp.:

Class A (a)

27,189

497,831

Class B (d)

8,693

297,214

NeoStem, Inc. (a)(d)

70,595

451,808

Omnicare, Inc. (d)

311,976

17,869,985

Owens & Minor, Inc. (d)

203,979

7,785,878

PDI, Inc. (a)

19,284

98,734

PharMerica Corp. (a)

102,387

2,311,898

Providence Service Corp. (a)

40,157

1,101,105

Psychemedics Corp.

15,744

216,480

RadNet, Inc. (a)

74,982

149,964

Select Medical Holdings Corp.

206,647

1,789,563

Sharps Compliance Corp. (a)(d)

29,684

139,812

Skilled Healthcare Group, Inc. (a)(d)

74,963

385,310

SunLink Health Systems, Inc. (a)

19,190

17,271

Team Health Holdings, Inc. (a)

220,750

10,315,648

The Ensign Group, Inc.

61,406

2,773,709

Triple-S Management Corp. (a)(d)

76,632

1,552,564

U.S. Physical Therapy, Inc.

34,233

1,155,706

Universal American Spin Corp. (d)

106,211

821,011

Universal Health Services, Inc. Class B

275,064

22,673,526

VCA Antech, Inc. (a)

261,785

7,840,461

Wellcare Health Plans, Inc. (a)

138,069

10,258,527

 

329,710,614

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Technology - 0.4%

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

474,779

$ 7,093,198

Arrhythmia Research Technology, Inc. (a)

9,913

34,497

athenahealth, Inc. (a)(d)

113,581

14,898,420

Authentidate Holding Corp. (a)(d)

33,216

52,813

CollabRx, Inc. (a)

177

735

Computer Programs & Systems, Inc.

32,130

1,976,638

HealthStream, Inc. (a)(d)

67,498

2,270,633

HMS Holdings Corp. (a)(d)

283,374

6,492,098

iCAD, Inc. (a)

22,614

195,385

MedAssets, Inc. (a)

184,135

3,966,268

Medidata Solutions, Inc. (a)(d)

79,646

9,470,706

Merge Healthcare, Inc. (a)(d)

198,185

463,753

Omnicell, Inc. (a)(d)

104,307

2,529,445

Quality Systems, Inc.

128,526

3,002,367

Simulations Plus, Inc.

26,420

132,628

Streamline Health Solutions, Inc. (a)

23,633

144,870

Vocera Communications, Inc. (a)(d)

58,365

1,037,146

 

53,761,600

Life Sciences Tools & Services - 1.0%

Accelerate Diagnostics, Inc. (a)(d)

71,280

965,131

Affymetrix, Inc. (a)

232,638

1,975,097

Albany Molecular Research, Inc. (a)

66,949

808,744

Apricus Biosciences, Inc. (a)(d)

103,681

204,252

BG Medicine, Inc. (a)(d)

33,527

20,120

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

63,695

7,810,281

Bioanalytical Systems, Inc. (a)

4,772

10,976

Bruker BioSciences Corp. (a)

352,632

6,819,903

Cambrex Corp. (a)

99,659

1,943,351

Charles River Laboratories International, Inc. (a)

152,413

7,951,386

CombiMatrix Corp. (a)(d)

13,852

36,154

Covance, Inc. (a)(d)

169,988

14,343,587

Enzo Biochem, Inc. (a)

71,931

176,950

Fluidigm Corp. (a)(d)

76,990

2,446,742

Furiex Pharmaceuticals, Inc. (a)(d)

30,575

1,375,875

Harvard Bioscience, Inc. (a)

61,324

279,637

Illumina, Inc. (a)(d)

389,311

38,152,478

Luminex Corp. (a)

115,050

2,251,529

Mettler-Toledo International, Inc. (a)(d)

90,828

22,395,460

Nanostring Technologies, Inc.

18,609

219,772

NeoGenomics, Inc. (a)(d)

92,898

325,143

Pacific Biosciences of California, Inc. (a)

151,405

640,443

PAREXEL International Corp. (a)(d)

174,335

7,186,089

pSivida Corp. (a)(d)

66,196

193,292

Quintiles Transnational Holdings, Inc.

72,635

3,137,106

Response Genetics, Inc. (a)

8,201

9,841

Sequenom, Inc. (a)(d)

324,864

854,392

Techne Corp.

104,519

8,940,555

VirtualScopics, Inc. (a)

2,167

7,043

 

131,481,329

 

Shares

Value

Pharmaceuticals - 1.2%

AcelRx Pharmaceuticals, Inc. (a)(d)

68,121

$ 666,223

Acura Pharmaceuticals, Inc. (a)(d)

93,798

161,333

Akorn, Inc. (a)(d)

243,141

6,260,881

Alexza Pharmaceuticals, Inc. (a)(d)

37,601

185,749

Alimera Sciences, Inc. (a)(d)

26,450

66,654

Ampio Pharmaceuticals, Inc. (a)(d)

110,055

872,736

ANI Pharmaceuticals, Inc. (a)(d)

24,842

353,253

Aratana Therapeutics, Inc. (d)

19,847

392,971

AstraZeneca PLC rights (a)

21,542

0

Auxilium Pharmaceuticals, Inc. (a)(d)

142,520

2,908,833

AVANIR Pharmaceuticals Class A (a)(d)

433,005

1,922,542

Biodel, Inc. (a)(d)

35,927

80,836

Biodelivery Sciences International, Inc. (a)(d)

85,795

411,816

Cadence Pharmaceuticals, Inc. (a)

195,437

1,762,842

Cempra, Inc. (a)

57,270

740,501

Columbia Laboratories, Inc. (a)(d)

40,260

258,872

Corcept Therapeutics, Inc. (a)(d)

163,339

351,179

Cornerstone Therapeutics, Inc. (a)

21,886

207,698

Cumberland Pharmaceuticals, Inc. (a)

32,551

162,104

DepoMed, Inc. (a)(d)

202,001

1,781,649

Durect Corp. (a)

302,929

530,126

Endo Health Solutions, Inc. (a)(d)

350,593

23,556,344

Endocyte, Inc. (a)(d)

101,288

1,168,864

Heska Corp. (a)

15,048

116,321

Hi-Tech Pharmacal Co., Inc.

35,059

1,522,612

Horizon Pharma, Inc. (a)(d)

138,294

998,483

Impax Laboratories, Inc. (a)

210,905

5,070,156

Jazz Pharmaceuticals PLC (a)(d)

166,799

19,502,139

Lannett Co., Inc. (a)(d)

84,259

2,489,011

Mallinckrodt PLC (a)(d)

179,822

9,343,551

Nektar Therapeutics (a)(d)

362,262

4,550,011

NovaBay Pharmaceuticals, Inc. (a)(d)

72,124

98,810

NuPathe, Inc. (a)(d)

56,740

115,182

Ocera Therapeutics, Inc. (a)(d)

3,249

35,089

Omeros Corp. (a)(d)

81,167

640,408

Pacira Pharmaceuticals, Inc. (a)(d)

107,808

5,949,924

Pain Therapeutics, Inc.

127,482

583,868

Pernix Therapeutics Holdings, Inc. (a)(d)

25,474

70,563

Pozen, Inc.

81,989

647,713

Questcor Pharmaceuticals, Inc. (d)

170,227

9,874,868

Repros Therapeutics, Inc. (a)(d)

66,584

1,141,916

Sagent Pharmaceuticals, Inc. (a)

67,102

1,523,886

Salix Pharmaceuticals Ltd. (a)(d)

191,554

16,245,695

Santarus, Inc. (a)(d)

195,618

6,294,987

SciClone Pharmaceuticals, Inc. (a)(d)

150,801

735,909

Sucampo Pharmaceuticals, Inc. Class A (a)

117,975

877,734

Supernus Pharmaceuticals, Inc. (a)(d)

40,527

293,010

The Medicines Company (a)(d)

201,789

7,387,495

TherapeuticsMD, Inc. (a)(d)

299,975

1,466,878

Transcept Pharmaceuticals, Inc. (a)(d)

34,975

125,560

Ventrus Biosciences, Inc. (a)

45,264

136,697

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Pharmaceuticals - continued

ViroPharma, Inc. (a)

200,630

$ 9,933,191

VIVUS, Inc. (a)(d)

332,213

3,328,774

XenoPort, Inc. (a)(d)

139,753

746,281

Zogenix, Inc. (a)(d)

339,504

1,096,598

 

157,747,326

TOTAL HEALTH CARE

1,365,558,629

INDUSTRIALS - 14.3%

Aerospace & Defense - 1.7%

AAR Corp.

128,048

3,997,659

AeroVironment, Inc. (a)(d)

65,978

1,990,556

Alliant Techsystems, Inc.

96,248

11,668,145

American Science & Engineering, Inc.

23,785

1,704,433

API Technologies Corp. (a)

67,799

257,636

Arotech Corp. (a)

21,565

50,031

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

112,670

89,009

Astronics Corp. (a)

44,129

2,307,505

Astronics Corp. Class B

6,921

360,169

Astrotech Corp. (a)

39,511

54,920

BE Aerospace, Inc. (a)(d)

298,933

26,007,171

Breeze Industrial Products Corp. (a)

10,964

101,965

CPI Aerostructures, Inc. (a)(d)

13,911

203,796

Cubic Corp. (d)

71,460

4,004,618

Curtiss-Wright Corp.

148,041

7,812,124

DigitalGlobe, Inc. (a)

211,998

8,395,121

Ducommun, Inc. (a)

28,671

726,523

Engility Holdings, Inc. (a)(d)

53,148

1,692,764

Erickson Air-Crane, Inc. (a)(d)

13,210

249,801

Esterline Technologies Corp. (a)

103,032

9,068,877

Exelis, Inc.

588,084

10,391,444

GenCorp, Inc. (non-vtg.) (a)(d)

181,520

3,329,077

HEICO Corp. (d)

99,781

5,695,499

HEICO Corp. Class A

120,967

5,014,082

Hexcel Corp. (a)

308,768

13,564,178

Huntington Ingalls Industries, Inc.

153,804

12,647,303

Innovative Solutions & Support, Inc.

34,266

263,848

KEYW Holding Corp. (a)(d)

83,166

1,030,427

Kratos Defense & Security Solutions, Inc. (a)

148,815

995,572

LMI Aerospace, Inc. (a)

30,162

382,756

Micronet Enertec Technologies, Inc. (a)

8,571

34,370

Moog, Inc. Class A (a)

145,837

10,014,627

National Presto Industries, Inc. (d)

12,954

992,406

Orbital Sciences Corp. (a)(d)

197,226

4,630,866

SIFCO Industries, Inc.

1,004

24,708

Sparton Corp. (a)(d)

27,651

712,290

Spirit AeroSystems Holdings, Inc. Class A (a)

321,766

10,502,442

Sypris Solutions, Inc.

19,374

54,247

 

Shares

Value

Taser International, Inc. (a)(d)

164,884

$ 2,834,356

Teledyne Technologies, Inc. (a)

125,377

11,626,209

TransDigm Group, Inc.

152,320

23,841,126

Triumph Group, Inc.

165,109

12,208,159

 

211,532,815

Air Freight & Logistics - 0.2%

Air Transport Services Group, Inc. (a)

167,461

1,302,847

Atlas Air Worldwide Holdings, Inc. (a)

85,402

3,279,437

Echo Global Logistics, Inc. (a)

53,905

1,109,365

Forward Air Corp.

105,596

4,561,747

Hub Group, Inc. Class A (a)(d)

118,664

4,465,326

Pacer International, Inc. (a)

128,388

1,165,763

Park-Ohio Holdings Corp. (a)

26,378

1,123,175

Radiant Logistics, Inc. (a)

37,185

80,691

UTI Worldwide, Inc. (d)

311,951

4,931,945

XPO Logistics, Inc. (a)(d)

96,954

2,226,064

 

24,246,360

Airlines - 0.8%

Alaska Air Group, Inc.

217,213

16,886,139

Allegiant Travel Co.

49,305

5,458,064

Hawaiian Holdings, Inc. (a)(d)

198,497

1,810,293

JetBlue Airways Corp. (a)(d)

689,636

6,130,864

Republic Airways Holdings, Inc. (a)

154,324

1,737,688

SkyWest, Inc.

165,689

2,800,144

Spirit Airlines, Inc. (a)

224,113

10,280,063

U.S. Airways Group, Inc. (a)(d)

579,595

13,608,891

United Continental Holdings, Inc. (a)

1,102,059

43,255,816

 

101,967,962

Building Products - 0.9%

A.O. Smith Corp.

238,917

12,937,356

AAON, Inc.

86,626

2,665,482

American Woodmark Corp. (a)

35,792

1,291,554

Apogee Enterprises, Inc.

92,932

3,328,824

Armstrong World Industries, Inc. (a)

121,418

6,459,438

Builders FirstSource, Inc. (a)

172,637

1,217,091

Fortune Brands Home & Security, Inc.

512,680

22,352,848

Gibraltar Industries, Inc. (a)

90,968

1,610,134

Griffon Corp.

134,430

1,728,770

Insteel Industries, Inc.

51,506

1,023,424

Lennox International, Inc.

138,286

11,394,766

NCI Building Systems, Inc. (a)

62,726

1,061,951

Nortek, Inc. (a)

51,718

3,777,483

Owens Corning (a)

332,025

13,002,099

Patrick Industries, Inc. (a)

28,942

904,438

PGT, Inc. (a)(d)

97,268

972,680

Ply Gem Holdings, Inc.

50,893

892,663

Quanex Building Products Corp. (d)

116,567

2,079,555

Simpson Manufacturing Co. Ltd.

142,646

5,178,050

Trex Co., Inc. (a)(d)

47,512

3,439,394

Universal Forest Products, Inc.

62,007

3,222,504

USG Corp. (a)(d)

307,217

8,414,674

 

108,955,178

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Commercial Services & Supplies - 1.5%

ABM Industries, Inc.

167,632

$ 4,661,846

ACCO Brands Corp. (a)(d)

398,384

2,398,272

Acme United Corp.

1,357

19,989

Acorn Energy, Inc. (d)

65,930

251,853

Amrep Corp. (a)

2,745

19,215

ARC Document Solutions, Inc. (a)

122,333

1,053,287

Avalon Holdings Corp. Class A (a)

128

673

Casella Waste Systems, Inc. Class A (a)

94,671

565,186

CECO Environmental Corp.

92,175

1,468,348

Cenveo, Inc. (a)(d)

175,472

601,869

Clean Harbors, Inc. (a)(d)

175,615

9,267,204

Command Security Corp. (a)

4,127

9,286

CompX International, Inc. Class A

729

9,477

Consolidated Graphics, Inc. (a)

28,556

1,839,292

Copart, Inc. (a)

354,745

12,213,870

Courier Corp.

28,388

531,423

Covanta Holding Corp.

387,523

6,936,662

Deluxe Corp.

154,863

7,695,142

Ecology & Environment, Inc. Class A

5,634

61,185

EnerNOC, Inc. (a)(d)

81,266

1,393,712

Ennis, Inc.

73,201

1,357,147

Food Technology Service, Inc. (a)

11,431

64,357

Fuel Tech, Inc. (a)

72,552

523,100

G&K Services, Inc. Class A

64,530

3,885,997

Healthcare Services Group, Inc.

235,796

6,835,726

Heritage-Crystal Clean, Inc. (a)

21,398

398,217

Herman Miller, Inc.

185,051

5,904,977

HNI Corp.

150,326

5,958,923

Hudson Technologies, Inc. (a)(d)

33,341

84,019

Humitech International Group, Inc. (a)

75

0

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

12,843

33,392

InnerWorkings, Inc. (a)(d)

107,558

739,999

Interface, Inc.

190,567

3,820,868

Intersections, Inc.

42,827

331,481

KAR Auction Services, Inc.

430,390

11,874,460

Kimball International, Inc. Class B

89,197

1,328,143

Knoll, Inc.

147,530

2,618,658

McGrath RentCorp.

75,783

2,947,201

Metalico, Inc. (a)

92,179

162,235

Mine Safety Appliances Co.

105,086

5,235,385

Mobile Mini, Inc. (d)

138,265

5,585,906

Multi-Color Corp.

39,636

1,502,601

NL Industries, Inc.

19,361

225,943

Performant Financial Corp. (a)

87,212

914,854

Perma-Fix Environmental Services, Inc. (a)

24,334

82,736

Quad/Graphics, Inc.

79,159

2,062,092

R.R. Donnelley & Sons Co. (d)

568,672

10,520,432

Rollins, Inc.

225,361

6,339,405

Schawk, Inc. Class A

27,510

412,100

Standard Parking Corp. (a)

51,746

1,264,672

 

Shares

Value

Standard Register Co. (a)

7,636

$ 48,030

Steelcase, Inc. Class A

204,828

3,344,841

Swisher Hygiene, Inc. (Canada) (a)(d)

364,761

192,228

Team, Inc. (a)(d)

63,822

2,611,596

Tetra Tech, Inc. (a)

206,276

5,897,431

The Brink's Co.

159,186

5,337,507

TRC Companies, Inc. (a)

38,382

300,147

U.S. Ecology, Inc.

55,220

2,124,866

UniFirst Corp.

51,036

5,217,921

United Stationers, Inc. (d)

130,746

5,880,955

Versar, Inc. (a)

11,390

55,469

Viad Corp.

61,824

1,669,248

Virco Manufacturing Co. (a)

4,818

9,925

Waste Connections, Inc.

392,642

17,252,689

West Corp.

71,865

1,655,051

 

185,610,721

Construction & Engineering - 0.9%

AECOM Technology Corp. (a)

323,040

9,387,542

Aegion Corp. (a)(d)

119,570

2,603,039

Ameresco, Inc. Class A (a)(d)

51,788

475,414

Argan, Inc.

26,398

619,033

Chicago Bridge & Iron Co. NV

328,304

25,174,351

Comfort Systems U.S.A., Inc.

114,885

2,355,143

Dycom Industries, Inc. (a)

106,779

3,021,846

EMCOR Group, Inc.

212,333

8,435,990

Foster Wheeler AG (a)(d)

312,046

9,464,355

Furmanite Corp. (a)

113,534

1,282,934

Goldfield Corp.

60,575

124,179

Granite Construction, Inc.

114,329

3,572,781

Great Lakes Dredge & Dock Corp. (d)

172,950

1,540,985

Integrated Electrical Services, Inc. (a)

32,747

149,326

KBR, Inc.

447,474

15,138,045

Layne Christensen Co. (a)(d)

69,984

1,165,234

MasTec, Inc. (a)(d)

204,727

6,479,610

MYR Group, Inc. (a)(d)

65,914

1,674,875

Northwest Pipe Co. (a)

28,698

1,118,648

Orion Marine Group, Inc. (a)

79,780

946,989

Pike Corp.

85,970

903,545

Primoris Services Corp.

107,760

3,099,178

Sterling Construction Co., Inc. (a)

38,185

464,711

Tutor Perini Corp. (a)

115,283

2,823,281

UniTek Global Services, Inc. (a)

33,766

54,026

URS Corp.

243,728

12,666,544

Willdan Group, Inc. (a)

13,349

48,724

 

114,790,328

Electrical Equipment - 1.1%

Active Power, Inc. (a)

47,662

133,930

Acuity Brands, Inc. (d)

137,206

14,067,731

Allied Motion Technologies, Inc.

14,531

174,663

Altair Nanotechnologies, Inc. (a)(d)

24,072

104,713

American Superconductor Corp. (a)(d)

131,395

214,174

AZZ, Inc.

80,546

3,937,088

Babcock & Wilcox Co.

337,834

10,969,470

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Electrical Equipment - continued

Brady Corp. Class A

152,815

$ 4,787,694

Broadwind Energy, Inc. (a)

35,083

231,548

Capstone Turbine Corp. (a)(d)

961,624

1,144,333

Coleman Cable, Inc.

32,333

793,775

Digital Power Corp. (a)

4,959

3,124

Encore Wire Corp.

61,999

3,113,590

EnerSys

145,464

10,378,856

Enphase Energy, Inc. (a)(d)

40,205

291,486

Espey Manufacturing & Electronics Corp.

2,487

81,897

Franklin Electric Co., Inc.

127,566

5,676,687

FuelCell Energy, Inc. (a)(d)

446,752

616,518

Generac Holdings, Inc.

211,236

11,250,429

General Cable Corp.

149,667

4,361,296

Global Power Equipment Group, Inc.

46,800

914,004

GrafTech International Ltd. (a)(d)

371,614

4,280,993

Hubbell, Inc. Class B

168,310

18,162,332

II-VI, Inc. (a)

175,198

2,864,487

Lime Energy Co. (a)(d)

4,467

15,679

LSI Industries, Inc.

51,035

443,494

MagneTek, Inc. (a)

6,645

134,229

Ocean Power Technologies, Inc. (a)(d)

24,836

47,933

Orion Energy Systems, Inc. (a)

65,072

404,097

Plug Power, Inc. (a)(d)

287,734

211,484

Polypore International, Inc. (a)(d)

148,244

5,630,307

Powell Industries, Inc.

28,189

1,933,484

Power Solutions International, Inc. (a)(d)

16,088

1,203,382

PowerSecure International, Inc. (a)(d)

56,033

984,500

Preformed Line Products Co.

7,217

508,438

Real Goods Solar, Inc. Class A (a)(d)

28,373

72,067

Regal-Beloit Corp.

141,378

10,402,593

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

86,571

246,727

Sensata Technologies Holding BV (a)(d)

400,215

15,600,381

SL Industries, Inc.

10,551

321,806

SolarCity Corp. (d)

105,061

5,492,589

Thermon Group Holdings, Inc. (a)(d)

98,820

2,846,016

Ultralife Corp. (a)

43,594

147,784

Vicor Corp. (a)

52,357

565,979

ZBB Energy Corp. (a)(d)

34,839

21,078

 

145,788,865

Industrial Conglomerates - 0.1%

Carlisle Companies, Inc.

200,682

14,752,134

Raven Industries, Inc.

118,269

4,748,500

 

19,500,634

Machinery - 3.6%

Accuride Corp. (a)(d)

132,658

465,630

Actuant Corp. Class A

219,466

8,576,731

Adept Technology, Inc. (a)

30,370

370,210

AGCO Corp.

273,503

15,939,755

Alamo Group, Inc.

26,680

1,566,383

 

Shares

Value

Albany International Corp. Class A

90,362

$ 3,321,707

Altra Holdings, Inc.

86,581

2,630,331

American Railcar Industries, Inc. (d)

32,423

1,407,158

Ampco-Pittsburgh Corp.

25,813

473,410

Art's-Way Manufacturing Co., Inc.

9,831

61,247

Astec Industries, Inc.

65,899

2,411,903

Barnes Group, Inc.

138,294

5,047,731

Blount International, Inc. (a)(d)

159,232

2,307,272

Briggs & Stratton Corp.

162,631

3,288,399

Chart Industries, Inc. (a)

93,404

9,088,209

Chicago Rivet & Machine Co.

772

36,438

CIRCOR International, Inc.

56,895

4,513,480

CLARCOR, Inc. (d)

161,113

9,752,170

Colfax Corp. (a)

280,679

16,301,836

Columbus McKinnon Corp. (NY Shares) (a)

62,931

1,743,189

Commercial Vehicle Group, Inc. (a)

67,579

514,276

Crane Co.

150,924

9,404,074

Donaldson Co., Inc.

437,772

18,268,226

Douglas Dynamics, Inc. (d)

59,019

940,763

Dynamic Materials Corp.

39,486

884,881

Eastern Co.

11,293

195,482

Energy Recovery, Inc. (a)(d)

121,307

600,470

EnPro Industries, Inc. (a)(d)

65,765

3,722,299

ESCO Technologies, Inc.

86,533

2,947,314

ExOne Co. (d)

31,227

1,667,522

Federal Signal Corp. (a)

187,805

2,935,392

Flow International Corp. (a)

102,629

412,569

FreightCar America, Inc.

47,091

1,096,278

Global Brass & Copper Holdings, Inc.

37,771

623,222

Gorman-Rupp Co.

43,776

1,841,656

Graco, Inc.

194,843

15,047,725

Graham Corp.

29,585

1,105,887

Greenbrier Companies, Inc. (a)(d)

69,791

2,180,969

Hardinge, Inc.

28,207

436,926

Harsco Corp.

251,852

6,585,930

Hurco Companies, Inc.

14,365

380,385

Hyster-Yale Materials Handling Class A

38,190

3,183,518

IDEX Corp.

251,001

17,903,901

ITT Corp.

272,569

11,126,267

John Bean Technologies Corp.

85,902

2,539,263

Kadant, Inc.

32,033

1,326,807

Kennametal, Inc.

231,363

10,985,115

Key Technology, Inc. (a)

12,346

176,548

L.B. Foster Co. Class A

28,545

1,337,904

Lincoln Electric Holdings, Inc.

256,407

18,327,972

Lindsay Corp. (d)

41,554

3,174,310

Lydall, Inc. (a)

39,995

713,111

Manitex International, Inc. (a)(d)

34,692

462,097

Manitowoc Co., Inc.

405,880

8,357,069

Meritor, Inc. (a)

288,255

2,297,392

MFRI, Inc. (a)

13,428

174,295

Middleby Corp. (a)(d)

60,073

13,266,521

Miller Industries, Inc.

29,446

560,063

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Machinery - continued

Mueller Industries, Inc.

93,757

$ 5,726,678

Mueller Water Products, Inc. Class A

534,113

4,598,713

Navistar International Corp. (a)(d)

206,006

8,279,381

NN, Inc.

44,411

885,999

Nordson Corp.

193,839

13,979,669

Omega Flex, Inc.

5,411

111,412

Oshkosh Truck Corp.

266,899

13,011,326

PMFG, Inc. (a)

42,899

329,035

Proto Labs, Inc. (a)(d)

61,180

4,545,674

RBC Bearings, Inc. (a)

76,685

5,244,487

Rexnord Corp. (a)

126,416

3,073,173

SPX Corp.

139,574

13,209,283

Standex International Corp.

37,196

2,191,588

Sun Hydraulics Corp. (d)

78,964

3,393,083

Taylor Devices, Inc. (a)

3,820

31,018

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

49,815

434,885

Tennant Co.

59,621

3,890,866

Terex Corp. (d)

348,108

12,643,283

The L.S. Starrett Co. Class A

14,574

189,316

Timken Co.

247,307

12,800,610

Titan International, Inc. (d)

172,105

2,968,811

Toro Co. (d)

179,472

11,075,217

TriMas Corp. (a)

129,565

4,739,488

Trinity Industries, Inc.

242,929

12,610,444

Twin Disc, Inc.

22,386

643,150

Valmont Industries, Inc.

80,334

11,625,133

Wabash National Corp. (a)(d)

208,685

2,533,436

WABCO Holdings, Inc. (a)

192,362

17,043,273

Wabtec Corp.

296,498

20,458,362

Watts Water Technologies, Inc. Class A

86,173

5,180,721

Woodward, Inc.

201,903

8,661,639

WSI Industries, Inc.

5,668

33,441

Xerium Technologies, Inc. (a)

31,820

419,706

 

463,569,888

Marine - 0.2%

Baltic Trading Ltd. (d)

99,938

505,686

Eagle Bulk Shipping, Inc. (a)(d)

42,249

168,996

Genco Shipping & Trading Ltd. (a)(d)

119,131

316,888

International Shipholding Corp.

22,466

636,012

Kirby Corp. (a)

166,254

15,702,690

Matson, Inc.

130,869

3,275,651

Rand Logistics, Inc. (a)(d)

30,737

159,832

 

20,765,755

Professional Services - 1.3%

Acacia Research Corp. (d)

147,131

2,189,309

Advisory Board Co. (a)(d)

111,068

7,188,321

Barrett Business Services, Inc.

22,755

1,923,253

CBIZ, Inc. (a)(d)

163,829

1,467,908

CDI Corp.

28,095

440,811

 

Shares

Value

Corp. Resources Services, Inc. (a)(d)

34,388

$ 92,160

Corporate Executive Board Co.

105,881

7,796,018

CRA International, Inc. (a)

24,437

451,351

CTPartners Executive Search, Inc. (a)

10,063

66,416

DLH Holdings Corp. (a)

2,300

2,967

Dolan Co. (a)

73,005

51,104

Exponent, Inc.

42,405

3,280,875

Franklin Covey Co. (a)

36,884

750,589

FTI Consulting, Inc. (a)(d)

128,235

5,759,034

GP Strategies Corp. (a)

59,546

1,776,257

Heidrick & Struggles International, Inc.

47,268

862,168

Hill International, Inc. (a)

70,728

256,743

Hudson Global, Inc. (a)(d)

73,448

251,192

Huron Consulting Group, Inc. (a)

73,604

4,375,022

ICF International, Inc. (a)(d)

61,233

2,215,410

IHS, Inc. Class A (a)

193,123

22,099,065

Insperity, Inc.

74,535

2,627,359

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

84,328

1,959,783

Kforce, Inc.

104,013

2,098,982

Korn/Ferry International (a)

160,088

3,707,638

Lightbridge Corp. (a)

24,428

40,306

Luna Innovations, Inc. (a)

26,569

32,148

Manpower, Inc.

241,312

19,288,068

Mastech Holdings, Inc.

2,512

44,337

MISTRAS Group, Inc. (a)

47,257

947,503

Navigant Consulting, Inc. (a)

163,758

3,209,657

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

239,959

491,916

On Assignment, Inc. (a)

156,999

5,342,676

Pendrell Corp. (a)

486,872

1,041,906

RCM Technologies, Inc.

26,829

173,315

Resources Connection, Inc.

127,759

1,816,733

RPX Corp. (a)

126,709

2,093,233

Spherix, Inc. (a)

26

221

Towers Watson & Co.

198,483

22,349,186

TrueBlue, Inc. (a)

126,597

3,233,287

Verisk Analytics, Inc. (a)

462,670

30,124,444

VSE Corp.

11,665

597,481

WageWorks, Inc. (a)

93,193

5,339,959

 

169,856,111

Road & Rail - 1.1%

AMERCO

18,951

4,391,515

Arkansas Best Corp.

77,866

2,533,760

Avis Budget Group, Inc. (a)(d)

331,173

12,207,037

Celadon Group, Inc.

73,886

1,539,045

Con-way, Inc.

173,808

7,193,913

Covenant Transport Group, Inc. Class A (a)

20,231

166,299

Genesee & Wyoming, Inc. Class A (a)

158,188

15,217,686

Heartland Express, Inc.

187,679

3,440,156

Hertz Global Holdings, Inc. (a)

1,251,942

30,372,113

J.B. Hunt Transport Services, Inc.

273,474

20,562,510

Knight Transportation, Inc.

212,636

3,799,805

Landstar System, Inc.

138,277

7,761,488

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Road & Rail - continued

Marten Transport Ltd.

92,034

$ 1,788,221

Old Dominion Freight Lines, Inc. (a)

222,224

11,451,203

P.A.M. Transportation Services, Inc.

12,026

223,804

Patriot Transportation Holding, Inc. (a)

15,144

647,557

Quality Distribution, Inc. (a)

84,923

1,038,608

Roadrunner Transportation Systems, Inc. (a)

76,846

2,104,043

Saia, Inc. (a)

75,529

2,623,122

Swift Transporation Co. (a)(d)

338,287

7,831,344

U.S.A. Truck, Inc. (a)

28,518

402,959

Universal Truckload Services, Inc.

18,107

521,301

Werner Enterprises, Inc. (d)

141,757

3,412,091

YRC Worldwide, Inc. (a)(d)

32,458

292,122

 

141,521,702

Trading Companies & Distributors - 0.9%

Aceto Corp.

86,257

1,857,113

AeroCentury Corp. (a)(d)

740

12,003

Air Lease Corp. Class A

251,175

7,954,712

Aircastle Ltd.

214,971

4,024,257

Applied Industrial Technologies, Inc.

136,729

6,614,949

Beacon Roofing Supply, Inc. (a)(d)

149,549

5,560,232

BlueLinx Corp. (a)(d)

73,361

130,583

CAI International, Inc. (a)(d)

57,232

1,316,336

DXP Enterprises, Inc. (a)

33,811

3,312,802

Essex Rental Corp. (a)

27,827

75,968

GATX Corp. (d)

150,702

7,560,719

H&E Equipment Services, Inc. (a)

90,835

2,591,523

HD Supply Holdings, Inc. (a)(d)

162,940

3,433,146

Houston Wire & Cable Co.

39,527

533,615

Kaman Corp.

85,305

3,400,257

Lawson Products, Inc. (a)

23,255

296,966

MRC Global, Inc. (a)

311,454

9,527,378

MSC Industrial Direct Co., Inc. Class A

144,571

11,110,281

Rush Enterprises, Inc. Class A (a)(d)

112,028

3,274,578

TAL International Group, Inc.

102,516

5,601,474

Textainer Group Holdings Ltd. (d)

56,757

2,203,874

Titan Machinery, Inc. (a)(d)

53,212

947,706

Transcat, Inc. (a)

4,695

37,372

United Rentals, Inc. (a)(d)

285,245

19,604,889

Watsco, Inc.

79,765

7,654,249

WESCO International, Inc. (a)(d)

133,653

11,491,485

Willis Lease Finance Corp. (a)

19,324

352,470

 

120,480,937

Transportation Infrastructure - 0.0%

Wesco Aircraft Holdings, Inc. (a)

135,476

2,828,739

TOTAL INDUSTRIALS

1,831,415,995

 

Shares

Value

INFORMATION TECHNOLOGY - 17.2%

Communications Equipment - 1.1%

ADTRAN, Inc.

181,042

$ 4,649,159

Alliance Fiber Optic Products, Inc.

38,110

562,123

Ambient Corp. (a)(d)

4,086

9,684

American Electric Technologies, Inc. (a)

1,200

11,352

Anaren, Inc. (a)

53,781

1,499,952

Arris Group, Inc. (a)

358,694

7,360,401

Aruba Networks, Inc. (a)(d)

360,797

6,436,618

Aviat Networks, Inc. (a)

167,167

422,933

Aware, Inc.

13,571

80,340

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

23,302

529,654

Black Box Corp.

57,867

1,620,855

Brocade Communications Systems, Inc. (a)

1,396,445

12,274,752

CalAmp Corp. (a)(d)

98,231

2,449,881

Calix Networks, Inc. (a)

117,823

1,206,508

Ciena Corp. (a)(d)

331,945

7,372,498

Clearfield, Inc. (a)

30,042

534,447

ClearOne, Inc. (a)

5,738

52,904

Communications Systems, Inc.

7,926

91,625

Comtech Telecommunications Corp.

62,000

1,992,680

Digi International, Inc. (a)

61,307

705,031

EchoStar Holding Corp. Class A (a)

125,994

6,306,000

EMCORE Corp. (a)(d)

83,286

437,252

Emulex Corp. (a)

269,759

2,012,402

Entrada Networks, Inc. (a)

292

0

Extreme Networks, Inc. (a)

291,313

2,024,625

Finisar Corp. (a)(d)

306,294

6,337,223

Globecomm Systems, Inc. (a)(d)

70,165

990,028

Harmonic, Inc. (a)

331,637

2,553,605

Infinera Corp. (a)(d)

371,559

3,455,499

InterDigital, Inc. (d)

126,567

4,289,356

Ixia (a)

176,245

2,289,423

KVH Industries, Inc. (a)(d)

40,349

570,535

Lantronix, Inc. (a)

2,994

5,329

Meru Networks, Inc. (a)(d)

44,480

157,904

NETGEAR, Inc. (a)(d)

122,660

3,938,613

NumereX Corp. Class A (a)

29,504

398,009

Oclaro, Inc. (a)(d)

296,822

670,818

Oplink Communications, Inc. (a)

53,725

871,420

Optical Cable Corp.

11,466

44,488

Palo Alto Networks, Inc. (a)

150,940

7,539,453

Parkervision, Inc. (a)(d)

304,980

1,274,816

PC-Tel, Inc.

44,393

440,379

Performance Technologies, Inc. (a)

30,172

87,499

Plantronics, Inc.

136,735

6,116,157

Polycom, Inc. (a)(d)

502,431

5,401,133

Procera Networks, Inc. (a)(d)

56,021

855,441

Relm Wireless Corp. (a)

22,872

77,079

Riverbed Technology, Inc. (a)

511,104

8,842,099

Ruckus Wireless, Inc.

151,290

1,972,822

ShoreTel, Inc. (a)

171,220

1,383,458

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Communications Equipment - continued

Sonus Networks, Inc. (a)(d)

901,798

$ 2,624,232

Technical Communications Corp.

2,835

20,072

Tellabs, Inc.

1,103,619

2,703,867

Tessco Technologies, Inc.

20,333

801,324

Ubiquiti Networks, Inc. (d)

48,493

1,910,624

ViaSat, Inc. (a)(d)

129,875

7,814,579

Westell Technologies, Inc. Class A (a)

132,720

553,442

Zhone Technologies, Inc. (a)

84,494

452,888

Zoom Technologies, Inc. (a)(d)

4,729

30,549

 

138,117,839

Computers & Peripherals - 0.7%

3D Systems Corp. (a)(d)

293,976

22,095,236

Avid Technology, Inc. (a)

81,592

722,089

Concurrent Computer Corp.

24,916

188,116

Cray, Inc. (a)(d)

129,402

3,081,062

Crossroads Systems, Inc. (a)

24,612

45,778

Datalink Corp. (a)(d)

62,850

658,040

Dataram Corp. (a)

3,942

9,697

Diebold, Inc. (d)

199,276

6,801,290

Dot Hill Systems Corp. (a)

145,608

372,756

Electronics for Imaging, Inc. (a)

158,522

6,277,471

Fusion-io, Inc. (a)(d)

263,973

2,650,289

Gaming & Leisure Properties (a)(d)

207,145

9,553,527

Hutchinson Technology, Inc. (a)(d)

81,684

249,136

Imation Corp. (a)

90,514

395,546

Immersion Corp. (a)

91,301

1,119,350

Interphase Corp. (a)

11,825

52,740

Intevac, Inc. (a)

59,350

392,897

Lexmark International, Inc. Class A

193,864

6,856,970

NCR Corp. (a)

512,189

17,901,006

Novatel Wireless, Inc. (a)

94,259

203,599

OCZ Technology Group, Inc. (a)(d)

230,345

25,937

Overland Storage, Inc. (a)

57,061

66,191

QLogic Corp. (a)

267,344

3,317,739

Quantum Corp. (a)(d)

822,792

1,028,490

Qumu Corp. (a)

32,359

415,813

Silicon Graphics International Corp. (a)(d)

110,753

1,475,230

Super Micro Computer, Inc. (a)

109,256

1,734,985

Transact Technologies, Inc.

18,832

239,355

U.S.A. Technologies, Inc. (a)(d)

79,221

143,390

Xplore Technologies Corp. (a)

5,105

24,708

 

88,098,433

Electronic Equipment & Components - 2.0%

ADDvantage Technologies Group, Inc. (a)

11,928

31,013

Advanced Photonix, Inc. Class A (a)

41,087

34,924

Aeroflex Holding Corp. (a)

62,535

422,111

Agilysys, Inc. (a)

46,798

611,650

Anixter International, Inc.

81,222

7,180,025

Arrow Electronics, Inc. (a)(d)

315,423

16,193,817

 

Shares

Value

Audience, Inc. (a)(d)

28,401

$ 286,850

Avnet, Inc.

420,881

16,793,152

AVX Corp.

171,919

2,358,729

Badger Meter, Inc.

45,332

2,490,087

Belden, Inc. (d)

142,773

9,996,965

Benchmark Electronics, Inc. (a)

187,285

4,303,809

CDW Corp.

81,276

1,812,455

Checkpoint Systems, Inc. (a)

126,690

1,829,404

ClearSign Combustion Corp. (a)(d)

18,162

109,335

Cognex Corp.

261,154

8,605,024

Coherent, Inc.

79,500

5,488,680

Control4 Corp. (d)

13,781

240,754

CTS Corp.

97,836

1,778,658

CUI Global, Inc. (a)

32,828

206,488

Daktronics, Inc.

101,262

1,549,309

Digital Ally, Inc. (a)(d)

4,790

37,554

Dolby Laboratories, Inc. Class A (d)

144,708

5,199,358

DTS, Inc. (a)(d)

52,729

1,180,602

Dynasil Corp. of America (a)

9,408

8,561

Echelon Corp. (a)

76,899

177,637

Electro Rent Corp.

50,058

1,067,237

Electro Scientific Industries, Inc.

67,517

694,750

eMagin Corp.

60,537

159,212

Fabrinet (a)

89,055

1,763,289

FARO Technologies, Inc. (a)(d)

53,026

2,892,038

FEI Co.

128,397

11,690,547

Frequency Electronics, Inc.

13,041

149,189

Giga-Tronics, Inc. (a)

4,585

4,677

GSI Group, Inc. (a)

10,633

116,750

I. D. Systems Inc. (a)

33,896

210,833

Identive Group, Inc. (a)

118,347

74,559

IEC Electronics Corp. (a)

18,101

78,739

Image Sensing Systems, Inc. (a)

2,863

16,376

Ingram Micro, Inc. Class A (a)

490,743

11,503,016

Insight Enterprises, Inc. (a)

134,113

3,228,100

Intelli-Check, Inc. (a)(d)

25,728

16,901

IntriCon Corp. (a)

1,667

6,685

InvenSense, Inc. (a)(d)

152,794

2,641,808

IPG Photonics Corp. (d)

108,646

7,879,008

Iteris, Inc. (a)

52,448

112,763

Itron, Inc. (a)(d)

128,382

5,436,978

KEMET Corp. (a)

129,653

777,918

KEY Tronic Corp. (a)

23,864

251,049

LGL Group, Inc. (a)

3,009

15,165

LGL Group, Inc. warrants 8/6/18 (a)

15,045

1,201

LightPath Technologies, Inc. Class A (a)

13,246

19,472

Littelfuse, Inc.

70,236

6,107,020

LoJack Corp. (a)

47,516

191,965

LRAD Corp. (a)(d)

62,271

118,315

Maxwell Technologies, Inc. (a)(d)

96,283

765,450

Measurement Specialties, Inc. (a)

46,231

2,558,424

Mercury Systems, Inc. (a)(d)

104,306

1,141,108

Mesa Laboratories, Inc.

6,514

539,099

Methode Electronics, Inc. Class A

115,949

3,354,405

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Electronic Equipment & Components - continued

MicroVision, Inc. (a)(d)

62,948

$ 83,091

MOCON, Inc.

7,499

105,286

MTS Systems Corp.

51,551

3,594,651

Multi-Fineline Electronix, Inc. (a)

21,997

310,598

Napco Security Technolgies, Inc. (a)

17,472

113,393

National Instruments Corp.

311,555

9,739,209

Neonode, Inc. (a)(d)

85,888

543,671

NetList, Inc. (a)

52,442

36,709

Newport Corp. (a)

120,922

2,073,812

OSI Systems, Inc. (a)

60,370

4,630,379

Par Technology Corp. (a)

27,309

151,292

Parametric Sound Corp. (a)(d)

12,840

159,088

Park Electrochemical Corp.

55,823

1,658,501

PC Connection, Inc.

46,557

1,011,684

PC Mall, Inc. (a)

21,739

206,521

Perceptron, Inc.

25,360

254,107

Planar Systems, Inc. (a)

44,256

108,427

Plexus Corp. (a)

110,531

4,462,136

Pulse Electronics Corp. (a)(d)

9,108

30,876

RadiSys Corp. (a)

67,810

151,894

RealD, Inc. (a)(d)

152,655

1,367,789

Research Frontiers, Inc. (a)(d)

45,641

304,882

RF Industries Ltd.

13,982

192,742

Richardson Electronics Ltd.

36,856

413,893

Rofin-Sinar Technologies, Inc. (a)

86,601

2,236,904

Rogers Corp. (a)

53,596

3,366,365

Sanmina Corp. (a)

270,145

4,181,845

ScanSource, Inc. (a)

90,157

3,785,692

Sigmatron International, Inc. (a)

762

5,075

Speed Commerce, Inc. (a)(d)

125,360

493,918

Superconductor Technologies, Inc. (a)(d)

11,800

26,786

SYNNEX Corp. (a)(d)

87,558

5,792,837

Tech Data Corp. (a)

123,797

6,417,636

Trimble Navigation Ltd. (a)(d)

799,423

25,501,594

TTM Technologies, Inc. (a)

184,245

1,787,177

Uni-Pixel, Inc. (a)(d)

29,629

381,325

Universal Display Corp. (a)(d)

127,379

4,599,656

Viasystems Group, Inc. (a)

12,420

184,437

Vishay Intertechnology, Inc. (a)(d)

447,015

5,779,904

Vishay Precision Group, Inc. (a)

29,699

504,883

Wayside Technology Group, Inc.

460

6,003

Wireless Telecom Group, Inc. (a)

11,376

28,440

Zygo Corp. (a)

47,625

751,046

 

252,047,151

Internet Software & Services - 4.2%

Angie's List, Inc. (a)(d)

124,648

1,622,917

AOL, Inc. (d)

236,106

10,525,605

Autobytel, Inc. (a)

18,975

235,290

Bankrate, Inc. (a)(d)

125,826

2,357,979

Bazaarvoice, Inc. (a)(d)

132,871

1,049,681

Blucora, Inc. (a)(d)

133,872

3,892,998

 

Shares

Value

Bridgeline Digital, Inc. (a)

24,241

$ 25,938

Brightcove, Inc. (a)(d)

86,582

1,232,062

BroadVision, Inc. (a)

7,417

74,541

Carbonite, Inc. (a)

42,143

522,573

ChannelAdvisor Corp. (a)

34,638

1,189,123

comScore, Inc. (a)

111,836

3,043,058

Constant Contact, Inc. (a)(d)

108,170

2,960,613

Cornerstone OnDemand, Inc. (a)(d)

137,470

6,931,237

CoStar Group, Inc. (a)

90,471

16,849,319

Crexendo, Inc. (a)

12,555

38,921

Cvent, Inc.

20,324

661,953

DealerTrack Holdings, Inc. (a)(d)

143,563

6,000,933

Demand Media, Inc. (a)

122,276

673,741

Demandware, Inc. (a)

71,511

4,052,528

Dice Holdings, Inc. (a)(d)

145,947

1,062,494

Digital River, Inc. (a)

103,713

1,853,351

E2open, Inc. (a)(d)

30,944

689,432

EarthLink, Inc.

353,573

1,926,973

eGain Communications Corp. (a)(d)

32,997

379,795

Envestnet, Inc. (a)

32,000

1,272,000

Equinix, Inc. (a)(d)

152,728

24,543,390

Facebook, Inc. Class A (a)

5,082,644

238,935,065

Global Eagle Entertainment, Inc. (a)(d)

138,314

2,123,120

GlowPoint, Inc. (a)

51,449

75,116

Gogo, Inc. (d)

38,042

1,014,580

IAC/InterActiveCorp

240,112

13,736,808

Internap Network Services Corp. (a)(d)

168,594

1,296,488

Internet Media Services, Inc. (a)

7,375

7

Internet Patents Corp. (a)

283

866

IntraLinks Holdings, Inc. (a)

118,223

1,289,813

Inuvo, Inc. (a)

37,507

52,510

iPass, Inc. (a)

125,462

217,049

j2 Global, Inc. (d)

134,597

6,456,618

Limelight Networks, Inc. (a)

156,398

320,616

LinkedIn Corp. (a)

301,573

67,561,399

Liquidity Services, Inc. (a)(d)

79,035

1,831,241

LivePerson, Inc. (a)(d)

154,763

1,902,037

Local Corp. (a)(d)

49,826

79,722

LogMeIn, Inc. (a)

73,933

2,550,689

LookSmart Ltd. (a)

14,768

32,933

Marchex, Inc. Class B

65,678

616,060

Marin Software, Inc. (d)

23,736

208,402

Marketo, Inc. (d)

57,048

1,660,097

Mediabistro, Inc. (a)

5,114

18,410

MeetMe, Inc. (a)(d)

65,453

120,434

Millennial Media, Inc. (a)(d)

114,638

729,098

Monster Worldwide, Inc. (a)(d)

344,947

1,942,052

Move, Inc. (a)

134,032

2,070,794

NIC, Inc.

192,093

4,683,227

Onvia.com, Inc. (a)

2,326

11,049

OpenTable, Inc. (a)(d)

73,646

6,154,596

Pandora Media, Inc. (a)(d)

493,088

14,003,699

Perficient, Inc. (a)

101,290

2,195,967

QuinStreet, Inc. (a)

78,393

685,939

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Internet Software & Services - continued

Rackspace Hosting, Inc. (a)(d)

360,111

$ 13,759,841

RealNetworks, Inc. (a)

72,712

566,426

Reis, Inc. (a)(d)

22,987

410,778

Responsys, Inc. (a)

115,504

1,953,173

SciQuest, Inc. (a)(d)

67,338

1,882,770

Selectica, Inc. (a)

2,268

14,810

Shutterstock, Inc. (a)(d)

33,877

2,506,220

Spark Networks, Inc. (a)

50,449

282,514

SPS Commerce, Inc. (a)(d)

49,657

3,265,941

Stamps.com, Inc. (a)(d)

52,541

2,420,564

Support.com, Inc. (a)

167,715

670,860

Synacor, Inc. (a)(d)

40,770

114,156

TechTarget, Inc. (a)

30,780

185,911

Textura Corp. (d)

56,981

1,929,377

TheStreet.com, Inc. (a)

58,323

128,311

Travelzoo, Inc. (a)(d)

22,916

492,236

Tremor Video, Inc. (d)

25,546

118,789

Trulia, Inc. (a)(d)

106,142

3,644,916

Twitter, Inc. (d)

1,722

71,584

United Online, Inc. (d)

42,358

670,527

Unwired Planet, Inc. (d)

244,519

371,669

ValueClick, Inc. (a)(d)

216,825

4,640,055

Vocus, Inc. (a)(d)

57,794

575,628

Web.com Group, Inc. (a)(d)

147,983

4,224,915

WebMD Health Corp. (a)(d)

152,688

5,904,445

World Energy Solutions, Inc. (a)

2,295

9,272

XO Group, Inc. (a)

69,721

1,092,528

Xoom Corp.

42,353

1,170,425

Yelp, Inc. (a)(d)

175,186

10,632,038

YuMe, Inc. (d)

17,622

154,016

Zillow, Inc. (a)(d)

69,867

5,492,944

Zix Corp. (a)(d)

180,557

835,979

 

540,438,564

IT Services - 2.7%

Acxiom Corp. (a)(d)

226,895

7,551,066

Alliance Data Systems Corp. (a)(d)

147,798

35,805,543

Amdocs Ltd.

474,260

19,188,560

Blackhawk Network Holdings, Inc. (d)

30,888

703,938

Booz Allen Hamilton Holding Corp. Class A

114,430

2,001,381

Broadridge Financial Solutions, Inc.

359,406

13,711,339

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

70,267

5,043,063

Cardtronics, Inc. (a)

151,336

6,445,400

Cass Information Systems, Inc.

27,691

1,737,610

Ciber, Inc. (a)

189,863

751,857

Computer Task Group, Inc.

39,786

757,525

Convergys Corp. (d)

345,643

7,092,594

CoreLogic, Inc. (a)

295,574

10,413,072

CSG Systems International, Inc.

111,587

3,221,517

CSP, Inc.

3,555

28,582

DST Systems, Inc.

89,777

7,927,309

 

Shares

Value

Dynamics Research Corp. (a)

25,485

$ 184,511

Edgewater Technology, Inc. (a)

11,761

84,797

EPAM Systems, Inc. (a)

75,120

2,664,506

Euronet Worldwide, Inc. (a)(d)

149,591

7,247,684

EVERTEC, Inc.

175,455

3,872,292

ExlService Holdings, Inc. (a)

95,062

2,505,834

FleetCor Technologies, Inc. (a)

224,300

27,315,254

Forrester Research, Inc.

44,065

1,761,719

Gartner, Inc. Class A (a)(d)

296,192

19,148,813

Genpact Ltd. (a)

366,730

6,564,467

Global Cash Access Holdings, Inc. (a)

213,120

2,077,920

Global Payments, Inc.

231,770

14,613,099

Hackett Group, Inc.

102,623

641,394

Heartland Payment Systems, Inc. (d)

114,430

5,139,051

Higher One Holdings, Inc. (a)(d)

107,033

1,053,205

iGATE Corp. (a)

97,307

3,257,838

Information Services Group, Inc. (a)

60,946

249,879

Innodata, Inc. (a)

58,124

149,379

Jack Henry & Associates, Inc.

267,127

15,164,800

Leidos Holdings, Inc. (d)

234,053

11,381,997

Lender Processing Services, Inc.

255,996

8,988,020

Lionbridge Technologies, Inc. (a)

195,313

1,111,331

ManTech International Corp. Class A

78,966

2,271,852

Mattersight Corp. (a)(d)

15,883

76,238

Maximus, Inc.

223,710

10,178,805

ModusLink Global Solutions, Inc. (a)

101,501

394,839

MoneyGram International, Inc. (a)

66,144

1,394,977

NCI, Inc. Class A (a)

29,120

189,862

NeuStar, Inc. Class A (a)(d)

194,041

9,459,499

Newtek Business Services, Inc. (a)

5,503

14,418

PFSweb, Inc. (a)

60,946

532,668

Planet Payment, Inc. (a)

109,491

257,304

PRG-Schultz International, Inc. (a)

64,364

423,515

Sapient Corp. (a)

373,262

5,871,411

Science Applications International Corp.

134,965

4,973,460

ServiceSource International, Inc. (a)(d)

189,283

1,837,938

StarTek, Inc. (a)

22,269

142,522

Sykes Enterprises, Inc. (a)

122,463

2,711,331

Syntel, Inc.

52,484

4,638,011

Teletech Holdings, Inc. (a)

69,967

1,796,753

The Management Network Group, Inc. (a)

2,929

8,523

Unisys Corp. (a)(d)

134,117

3,684,194

Vantiv, Inc. (a)

381,368

11,555,450

VeriFone Systems, Inc. (a)(d)

347,697

8,904,520

Virtusa Corp. (a)

71,207

2,512,895

WEX, Inc. (a)(d)

122,178

12,127,388

WidePoint Corp. (a)(d)

102,981

115,339

WPCS International, Inc. (a)(d)

5,571

14,485

 

343,646,343

Office Electronics - 0.0%

Zebra Technologies Corp. Class A (a)

162,139

8,405,286

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Semiconductors & Semiconductor Equipment - 2.6%

Advanced Energy Industries, Inc. (a)

113,169

$ 2,695,686

Advanced Micro Devices, Inc. (a)(d)

1,870,919

6,810,145

AEHR Test Systems (a)

9,000

26,100

Aetrium, Inc. (a)

674

5,662

Amkor Technology, Inc. (a)(d)

405,958

2,435,748

Amtech Systems, Inc. (a)

19,914

152,143

ANADIGICS, Inc. (a)(d)

240,051

460,898

Applied Micro Circuits Corp. (a)

234,604

2,944,280

Atmel Corp. (a)

1,360,843

10,410,449

ATMI, Inc. (a)

108,511

3,320,437

Avago Technologies Ltd.

763,223

34,138,965

Axcelis Technologies, Inc. (a)

317,596

708,239

AXT, Inc. (a)

91,754

216,539

Brooks Automation, Inc.

206,835

2,186,246

BTU International, Inc. (a)

13,926

38,575

Cabot Microelectronics Corp. (a)(d)

72,370

3,261,716

Cascade Microtech, Inc. (a)

31,120

324,270

Cavium, Inc. (a)(d)

155,704

5,636,485

Ceva, Inc. (a)(d)

66,154

1,057,802

Cirrus Logic, Inc. (a)(d)

197,069

3,976,852

Cohu, Inc.

56,455

559,469

Cree, Inc. (a)(d)

370,879

20,695,048

CVD Equipment Corp. (a)(d)

12,898

176,574

CyberOptics Corp. (a)

9,297

47,601

Cypress Semiconductor Corp. (d)

423,082

4,099,665

Diodes, Inc. (a)

122,440

2,501,449

DSP Group, Inc. (a)

48,701

430,517

Entegris, Inc. (a)

465,003

5,105,733

Entropic Communications, Inc. (a)(d)

284,565

1,411,442

Exar Corp. (a)

151,526

1,856,194

Fairchild Semiconductor International, Inc. (a)

401,767

5,114,494

FormFactor, Inc. (a)

166,247

901,059

Freescale Semiconductor Holdings I Ltd. (a)(d)

171,326

2,494,507

GigOptix, Inc. (a)

52,290

99,874

GSI Technology, Inc. (a)

45,956

318,016

GT Advanced Technologies, Inc. (a)(d)

374,598

3,674,806

Hittite Microwave Corp. (a)

105,948

6,699,092

Ikanos Communications, Inc. (a)

301,764

410,399

Inphi Corp. (a)

72,263

903,288

Integrated Device Technology, Inc. (a)

452,674

4,490,526

Integrated Silicon Solution, Inc. (a)

87,747

1,038,924

Intermolecular, Inc. (a)(d)

45,789

260,997

International Rectifier Corp. (a)(d)

215,723

5,164,409

Intersil Corp. Class A

414,470

4,360,224

Intest Corp.

34,005

132,620

IXYS Corp.

66,867

823,133

Kopin Corp. (a)(d)

161,243

657,871

Kulicke & Soffa Industries, Inc. (a)

256,842

3,241,346

Lattice Semiconductor Corp. (a)

418,047

2,328,522

 

Shares

Value

LTX-Credence Corp. (a)

156,695

$ 1,131,338

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

36,240

579,840

Marvell Technology Group Ltd.

1,252,518

17,823,331

Mattson Technology, Inc. (a)

171,493

459,601

Maxim Integrated Products, Inc.

892,660

25,422,957

MaxLinear, Inc. Class A (a)

67,105

570,393

Micrel, Inc.

147,855

1,435,672

Microsemi Corp. (a)

299,888

7,326,264

Mindspeed Technologies, Inc. (a)

116,865

587,831

MKS Instruments, Inc.

171,797

5,114,397

Monolithic Power Systems, Inc. (d)

106,006

3,540,600

MoSys, Inc. (a)(d)

126,676

596,644

Nanometrics, Inc. (a)(d)

66,144

1,248,799

NeoPhotonics Corp. (a)

56,859

336,605

NVE Corp. (a)

12,321

702,174

Omnivision Technologies, Inc. (a)(d)

183,726

2,945,128

ON Semiconductor Corp. (a)

1,387,500

9,837,375

PDF Solutions, Inc. (a)

78,702

1,825,886

Peregrine Semiconductor Corp. (a)(d)

86,111

794,805

Pericom Semiconductor Corp. (a)

65,839

628,104

Photronics, Inc. (a)(d)

185,593

1,603,524

Pixelworks, Inc. (a)

35,295

149,651

PLX Technology, Inc. (a)

108,735

732,874

PMC-Sierra, Inc. (a)

654,189

3,925,134

Power Integrations, Inc.

92,650

4,953,069

QuickLogic Corp. (a)(d)

127,705

426,535

Rambus, Inc. (a)(d)

389,646

3,347,059

RF Micro Devices, Inc. (a)(d)

908,325

4,795,956

Rubicon Technology, Inc. (a)(d)

48,879

497,588

Rudolph Technologies, Inc. (a)(d)

99,712

1,121,760

Semtech Corp. (a)(d)

212,957

6,329,082

Sigma Designs, Inc. (a)

83,209

466,802

Silicon Image, Inc. (a)

218,964

1,186,785

Silicon Laboratories, Inc. (a)(d)

119,836

4,679,596

Skyworks Solutions, Inc. (a)

584,881

15,551,986

Spansion, Inc. Class A (a)(d)

179,228

2,220,635

STR Holdings, Inc. (a)

118,407

217,869

SunEdison, Inc. (a)(d)

751,630

9,553,217

SunPower Corp. (a)(d)

125,140

3,796,748

Supertex, Inc.

28,132

730,025

Synaptics, Inc. (a)(d)

98,874

4,994,126

Tessera Technologies, Inc.

158,731

3,174,620

TriQuint Semiconductor, Inc. (a)

472,937

3,726,744

Ultra Clean Holdings, Inc. (a)

95,950

955,662

Ultratech, Inc. (a)(d)

82,271

2,176,891

Veeco Instruments, Inc. (a)(d)

126,593

4,078,826

Vitesse Semiconductor Corp. (a)

153,383

450,946

 

329,556,490

Software - 3.9%

Accelrys, Inc. (a)

155,195

1,510,047

ACI Worldwide, Inc. (a)(d)

126,659

8,173,305

Activision Blizzard, Inc.

1,317,430

22,672,970

Actuate Corp. (a)

139,392

1,095,621

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Advent Software, Inc. (d)

133,647

$ 4,697,692

American Software, Inc. Class A

56,018

540,574

ANSYS, Inc. (a)

286,368

24,533,147

Aspen Technology, Inc. (a)(d)

296,729

11,729,697

Astea International, Inc. (a)

13,242

33,635

Asure Software, Inc. (a)

1,517

7,722

Blackbaud, Inc.

142,695

5,161,278

Bottomline Technologies, Inc. (a)(d)

115,261

3,984,573

BroadSoft, Inc. (a)(d)

92,739

2,464,075

BSQUARE Corp. (a)

30,361

99,280

Cadence Design Systems, Inc. (a)(d)

870,367

11,532,363

Callidus Software, Inc. (a)

116,069

1,267,473

Cinedigm Corp. (a)

50,701

116,612

CommVault Systems, Inc. (a)

134,073

10,035,364

Compuware Corp.

669,004

7,352,354

Comverse, Inc.

65,480

2,193,580

Concur Technologies, Inc. (a)(d)

145,283

14,105,526

Cover-All Technologies, Inc. (a)

2,815

4,082

Cyan, Inc. (d)

28,568

126,556

Datawatch Corp. (a)

9,391

346,246

Digimarc Corp.

13,961

261,490

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

51,596

109,899

Ebix, Inc. (d)

93,247

1,298,931

Ellie Mae, Inc. (a)(d)

77,121

2,174,812

Envivio, Inc. (a)

37,039

108,895

EPIQ Systems, Inc.

103,997

1,739,870

ePlus, Inc.

12,135

655,533

Evolving Systems, Inc.

19,877

198,571

FactSet Research Systems, Inc.

125,389

14,168,957

Fair Isaac Corp.

111,435

6,575,779

FalconStor Software, Inc. (a)

102,011

150,976

Fonix Corp. (a)

1

0

Fortinet, Inc. (a)

439,677

7,518,477

Gigamon, Inc. (a)

37,599

1,098,267

Globalscape, Inc.

6,122

14,815

Glu Mobile, Inc. (a)(d)

197,835

728,033

GSE Systems, Inc. (a)

33,148

53,368

Guidance Software, Inc. (a)(d)

41,724

385,947

Guidewire Software, Inc. (a)(d)

207,132

9,886,410

Imperva, Inc. (a)

64,998

2,923,610

Infoblox, Inc. (a)

146,794

4,665,113

Informatica Corp. (a)

348,152

13,511,779

Interactive Intelligence Group, Inc. (a)

48,074

3,126,733

Jive Software, Inc. (a)(d)

96,469

1,069,841

Liquid Holdings Group, Inc. (d)

11,100

85,692

Majesco Entertainment Co. (a)(d)

169,132

101,496

Mandalay Digital Group, Inc. (a)(d)

57,864

151,025

Manhattan Associates, Inc. (a)(d)

59,488

7,154,027

Mentor Graphics Corp.

306,295

6,899,295

MICROS Systems, Inc. (a)(d)

230,907

12,404,324

 

Shares

Value

MicroStrategy, Inc. Class A (a)

28,063

$ 3,629,388

Mitek Systems, Inc. (a)(d)

72,082

503,853

Model N, Inc. (d)

21,246

174,430

Monotype Imaging Holdings, Inc.

126,041

3,926,177

NetScout Systems, Inc. (a)(d)

124,546

3,789,935

NetSol Technologies, Inc. (a)(d)

25,363

128,590

NetSuite, Inc. (a)(d)

93,479

8,981,462

Nuance Communications, Inc. (a)(d)

812,350

10,982,972

Parametric Technology Corp. (a)

366,763

11,934,468

Park City Group, Inc. (a)

29,640

274,466

Peerless Systems Corp. (a)

15,698

57,298

Pegasystems, Inc.

60,905

3,066,567

Progress Software Corp. (a)

171,703

4,522,657

Proofpoint, Inc. (a)

68,316

2,083,638

PROS Holdings, Inc. (a)

80,548

3,104,320

QAD, Inc. Class B

24,367

339,920

QLIK Technologies, Inc. (a)

269,990

6,771,349

Qualys, Inc. (a)

48,111

1,189,304

Rally Software Development Corp.

37,798

929,831

RealPage, Inc. (a)(d)

165,311

3,704,620

Rosetta Stone, Inc. (a)

51,040

586,960

Rovi Corp. (a)

338,708

6,232,227

SeaChange International, Inc. (a)

85,138

1,263,448

ServiceNow, Inc. (a)

309,579

16,441,741

Silver Spring Networks, Inc.

15,724

325,330

Smith Micro Software, Inc. (a)(d)

72,854

102,724

SolarWinds, Inc. (a)(d)

207,401

6,935,489

Solera Holdings, Inc.

214,700

14,331,225

Sonic Foundry, Inc. (a)

2,194

21,896

Splunk, Inc. (a)

252,165

18,196,226

SS&C Technologies Holdings, Inc. (a)

195,553

8,430,290

Synchronoss Technologies, Inc. (a)(d)

97,770

3,102,242

Synopsys, Inc. (a)

503,198

18,432,143

Tableau Software, Inc.

47,968

3,143,823

Take-Two Interactive Software, Inc. (a)

263,354

4,308,471

Tangoe, Inc. (a)(d)

96,263

1,515,180

TeleCommunication Systems, Inc. Class A (a)

140,898

325,474

TeleNav, Inc. (a)

41,916

295,089

TIBCO Software, Inc. (a)

482,197

11,654,701

TiVo, Inc. (a)

385,944

4,951,662

Tyler Technologies, Inc. (a)(d)

86,671

8,893,311

Ultimate Software Group, Inc. (a)(d)

92,392

14,476,902

Vasco Data Security International, Inc. (a)

74,254

571,756

Verint Systems, Inc. (a)

162,547

6,163,782

VirnetX Holding Corp. (a)(d)

146,692

2,936,774

VMware, Inc. Class A (a)(d)

266,938

21,523,211

Voltari Corp. (a)(d)

11,296

46,991

Vringo, Inc. (a)(d)

250,377

798,703

Wave Systems Corp. Class A (a)(d)

76,840

88,366

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Software - continued

Workday, Inc. Class A (a)(d)

92,875

$ 7,648,256

Zynga, Inc. (a)

1,900,599

8,267,606

 

495,112,981

TOTAL INFORMATION TECHNOLOGY

2,195,423,087

MATERIALS - 5.1%

Chemicals - 2.6%

A. Schulman, Inc.

95,489

3,265,724

Advanced Emissions Solutions, Inc. (a)

36,134

2,095,411

Albemarle Corp.

248,490

17,073,748

American Pacific Corp. (a)(d)

22,492

930,044

American Vanguard Corp.

79,983

2,297,912

Arabian American Development Co. (a)

42,258

436,103

Ashland, Inc.

218,119

19,866,279

Axiall Corp.

218,847

9,913,769

Balchem Corp. (d)

96,213

5,690,999

BioAmber, Inc. (a)

1,374

8,904

Cabot Corp.

186,470

9,099,736

Calgon Carbon Corp. (a)

169,703

3,514,549

Celanese Corp. Class A

493,476

27,698,808

Chase Corp.

12,286

391,432

Chemtura Corp. (a)

304,420

8,036,688

Clean Diesel Technologies, Inc. (a)(d)

33,479

48,545

Core Molding Technologies, Inc. (a)

11,521

132,952

Cytec Industries, Inc.

111,651

9,990,531

Ferro Corp. (a)

260,011

3,621,953

Flotek Industries, Inc. (a)(d)

137,545

2,880,192

FutureFuel Corp.

76,784

1,283,828

GSE Holding, Inc. (a)

16,500

34,155

H.B. Fuller Co. (d)

159,004

8,145,775

Hawkins, Inc.

23,388

883,131

Huntsman Corp.

606,050

13,896,727

Innophos Holdings, Inc.

71,166

3,414,545

Innospec, Inc.

77,619

3,780,821

Intrepid Potash, Inc. (d)

178,300

2,754,735

KMG Chemicals, Inc.

19,780

359,600

Koppers Holdings, Inc.

69,481

3,292,010

Kraton Performance Polymers, Inc. (a)

108,194

2,519,838

Kronos Worldwide, Inc. (d)

67,675

1,127,466

Landec Corp. (a)

84,086

987,170

LSB Industries, Inc. (a)

58,631

1,880,882

Marrone Bio Innovations, Inc. (d)

16,210

241,691

Material Sciences Corp. (a)

23,734

237,103

Minerals Technologies, Inc.

115,626

6,868,184

NewMarket Corp. (d)

37,016

11,991,333

Northern Technologies International Corp. (a)

1,103

19,832

Olin Corp. (d)

237,702

5,902,141

OM Group, Inc. (a)

100,640

3,315,082

 

Shares

Value

OMNOVA Solutions, Inc. (a)

136,164

$ 1,192,797

Penford Corp. (a)

33,122

407,069

PolyOne Corp.

312,837

10,154,689

Quaker Chemical Corp.

42,928

3,478,885

Rockwood Holdings, Inc.

232,528

15,918,867

RPM International, Inc.

420,758

16,662,017

Senomyx, Inc. (a)

114,790

483,266

Sensient Technologies Corp.

164,197

8,068,641

Stepan Co.

63,061

4,001,851

Taminco Corp. (d)

49,002

1,054,523

The Scotts Miracle-Gro Co. Class A

131,126

7,681,361

TOR Minerals International, Inc. (a)

3,831

41,030

Tredegar Corp.

75,289

1,971,066

Tronox Ltd. Class A (d)

188,481

4,005,221

Valhi, Inc.

64,947

993,040

Valspar Corp.

248,294

17,532,039

W.R. Grace & Co. (a)

236,562

22,717,049

Westlake Chemical Corp.

60,827

6,847,904

Zep, Inc.

66,805

1,286,664

Zoltek Companies, Inc. (a)(d)

83,484

1,396,687

 

325,824,994

Construction Materials - 0.3%

Eagle Materials, Inc.

147,882

11,534,796

Headwaters, Inc. (a)(d)

220,228

2,127,402

Martin Marietta Materials, Inc.

137,975

13,322,866

Texas Industries, Inc. (a)(d)

69,578

4,043,873

U.S. Concrete, Inc. (a)

37,119

863,759

United States Lime & Minerals, Inc. (a)

7,538

435,018

 

32,327,714

Containers & Packaging - 0.8%

AEP Industries, Inc. (a)

13,400

690,904

Aptargroup, Inc.

216,708

14,068,683

Berry Plastics Group, Inc. (a)

236,933

5,082,213

Crown Holdings, Inc. (a)

408,096

18,013,357

Graphic Packaging Holding Co. (a)

466,605

4,190,113

Greif, Inc. Class A

95,814

5,264,979

Myers Industries, Inc.

100,702

2,038,208

Packaging Corp. of America

299,202

18,329,115

Rock-Tenn Co. Class A

221,155

20,881,455

Silgan Holdings, Inc.

135,947

6,355,522

Sonoco Products Co.

318,153

12,745,209

UFP Technologies, Inc. (a)

15,846

405,658

 

108,065,416

Metals & Mining - 1.0%

A.M. Castle & Co. (a)

55,605

777,914

AK Steel Holding Corp. (a)(d)

424,099

2,400,400

Allied Nevada Gold Corp. (a)(d)

301,085

999,602

Amcol International Corp.

77,324

2,409,416

Carpenter Technology Corp.

167,281

10,085,371

Century Aluminum Co. (a)(d)

164,375

1,479,375

Coeur d'Alene Mines Corp. (a)

326,788

3,601,204

Commercial Metals Co.

348,954

6,776,687

Common Stocks - continued

Shares

Value

MATERIALS - continued

Metals & Mining - continued

Compass Minerals International, Inc.

104,473

$ 7,475,043

Comstock Mining, Inc. (a)(d)

165,183

295,678

Friedman Industries

15,788

134,514

General Moly, Inc. (a)(d)

202,841

245,438

Globe Specialty Metals, Inc.

217,947

3,879,457

Gold Resource Corp. (d)

110,512

570,242

Golden Minerals Co. (a)(d)

115,781

61,017

Handy & Harman Ltd. (a)

41,326

1,013,727

Haynes International, Inc.

36,394

1,973,283

Hecla Mining Co. (d)

1,188,592

3,506,346

Horsehead Holding Corp. (a)(d)

166,082

2,486,248

Kaiser Aluminum Corp.

58,114

3,912,234

Materion Corp.

65,153

1,873,800

McEwen Mining, Inc. (a)(d)

803,888

1,631,893

Mines Management, Inc. (a)(d)

69,165

37,349

Molycorp, Inc. (a)(d)

553,207

2,644,329

Noranda Aluminium Holding Corp.

201,573

566,420

Olympic Steel, Inc.

25,347

711,490

Paramount Gold & Silver Corp. (a)(d)

205,743

238,662

Prospect Global Resources, Inc. (a)(d)

7,186

12,576

Reliance Steel & Aluminum Co.

239,813

17,633,450

Royal Gold, Inc.

206,849

9,326,821

RTI International Metals, Inc. (a)(d)

102,679

3,580,417

Schnitzer Steel Industries, Inc. Class A

90,821

2,782,301

Silver Bull Resources, Inc. (a)(d)

148,902

49,138

Solitario Exploration & Royalty Corp. (a)

57,827

49,298

Steel Dynamics, Inc.

674,865

12,296,040

Stillwater Mining Co. (a)(d)

367,730

4,129,608

SunCoke Energy, Inc. (a)

229,438

5,201,359

Synalloy Corp.

24,589

396,129

Timberline Resources Corp. (a)(d)

213,150

34,125

U.S. Antimony Corp. (a)(d)

84,807

178,095

U.S. Silica Holdings, Inc. (d)

144,243

4,977,826

Universal Stainless & Alloy Products, Inc. (a)

20,455

743,539

Walter Energy, Inc. (d)

192,443

2,738,464

Worthington Industries, Inc.

161,758

6,782,513

 

132,698,838

Paper & Forest Products - 0.4%

Boise Cascade Co.

98,186

2,519,453

Clearwater Paper Corp. (a)

72,294

3,827,967

Deltic Timber Corp.

32,445

2,044,359

Domtar Corp.

105,216

8,997,020

Kapstone Paper & Packaging Corp. (d)

126,164

6,722,018

Louisiana-Pacific Corp. (a)

434,554

7,126,686

Mercer International, Inc. (SBI) (a)

14,044

133,418

Neenah Paper, Inc.

54,327

2,281,191

P.H. Glatfelter Co.

142,034

3,975,532

Resolute Forest Products (a)(d)

307,644

4,983,833

Schweitzer-Mauduit International, Inc.

104,283

5,382,046

 

Shares

Value

Verso Paper Corp. (a)(d)

31,277

$ 19,392

Wausau-Mosinee Paper Corp.

162,102

1,967,918

 

49,980,833

TOTAL MATERIALS

648,897,795

TELECOMMUNICATION SERVICES - 1.2%

Diversified Telecommunication Services - 0.5%

8x8, Inc. (a)(d)

207,358

2,160,670

Alaska Communication Systems Group, Inc. (a)

128,803

284,655

Alteva

16,362

140,386

Atlantic Tele-Network, Inc.

29,681

1,664,214

Cbeyond, Inc. (a)

85,093

472,266

Cincinnati Bell, Inc. (a)(d)

680,139

2,176,445

Cogent Communications Group, Inc.

138,409

5,399,335

Consolidated Communications Holdings, Inc. (d)

127,326

2,460,575

Elephant Talk Communication, Inc. (a)(d)

200,060

200,060

FairPoint Communications, Inc. (a)(d)

71,797

667,712

General Communications, Inc. Class A (a)

96,149

956,683

Hawaiian Telcom Holdco, Inc. (a)(d)

21,226

643,785

HickoryTech Corp.

34,243

468,787

IDT Corp. Class B

56,794

1,261,395

inContact, Inc. (a)(d)

172,786

1,295,895

Inteliquent, Inc.

104,102

1,206,542

Intelsat SA (d)

59,120

1,278,766

Iridium Communications, Inc. (a)(d)

219,539

1,350,165

Level 3 Communications, Inc. (a)

502,143

15,275,190

Lumos Networks Corp.

45,215

1,042,658

ORBCOMM, Inc. (a)(d)

86,645

538,932

Premiere Global Services, Inc. (a)

143,961

1,343,156

Straight Path Communications, Inc. Class B (a)

22,231

175,625

Towerstream Corp. (a)(d)

163,311

382,148

TW Telecom, Inc. (a)

447,872

12,683,735

Vonage Holdings Corp. (a)

520,897

1,724,169

xG Technology, Inc. (a)

9,209

16,116

 

57,270,065

Wireless Telecommunication Services - 0.7%

Boingo Wireless, Inc. (a)(d)

54,540

356,146

Leap Wireless International, Inc. (a)

165,934

2,756,164

NII Holdings, Inc. (a)(d)

522,836

1,328,003

NTELOS Holdings Corp.

51,213

1,096,470

SBA Communications Corp. Class A (a)(d)

390,013

33,217,407

Shenandoah Telecommunications Co.

72,976

1,822,940

Sprint Corp. (a)(d)

2,686,444

22,539,265

T-Mobile U.S., Inc. (a)

725,104

18,859,955

Telephone & Data Systems, Inc.

321,346

8,936,632

Common Stocks - continued

Shares

Value

TELECOMMUNICATION SERVICES - continued

Wireless Telecommunication Services - continued

U.S. Cellular Corp. (d)

50,990

$ 2,262,426

U.S.A. Mobility, Inc.

61,882

909,047

 

94,084,455

TOTAL TELECOMMUNICATION SERVICES

151,354,520

UTILITIES - 3.1%

Electric Utilities - 1.2%

Allete, Inc.

131,977

6,503,827

Cleco Corp.

194,811

8,904,811

El Paso Electric Co.

133,855

4,822,796

Empire District Electric Co.

158,325

3,593,978

Great Plains Energy, Inc.

476,932

11,322,366

Hawaiian Electric Industries, Inc.

337,300

8,537,063

IDACORP, Inc.

168,641

8,715,367

ITC Holdings Corp.

162,315

14,686,261

MGE Energy, Inc.

78,814

4,409,643

NRG Yield, Inc. Class A

60,533

2,188,268

NV Energy, Inc.

711,894

16,836,293

OGE Energy Corp.

608,273

20,936,757

Otter Tail Corp.

113,434

3,353,109

PNM Resources, Inc.

256,777

5,975,201

Portland General Electric Co.

239,205

7,130,701

UIL Holdings Corp.

179,857

6,750,033

Unitil Corp.

41,223

1,247,408

UNS Energy Corp.

140,349

6,719,910

Westar Energy, Inc. (d)

363,349

11,394,625

 

154,028,417

Gas Utilities - 0.8%

Atmos Energy Corp.

291,239

12,945,574

Chesapeake Utilities Corp.

28,056

1,632,298

Delta Natural Gas Co., Inc.

13,699

304,529

Gas Natural, Inc.

31,805

272,887

Laclede Group, Inc.

102,008

4,703,589

National Fuel Gas Co. (d)

251,676

16,983,096

New Jersey Resources Corp.

133,350

6,092,762

Northwest Natural Gas Co.

88,525

3,764,968

Piedmont Natural Gas Co., Inc. (d)

229,922

7,621,914

Questar Corp.

530,196

11,940,014

RGC Resources, Inc.

2,242

42,598

South Jersey Industries, Inc.

108,730

6,164,991

Southwest Gas Corp.

152,374

8,084,964

UGI Corp.

353,384

14,227,240

WGL Holdings, Inc.

167,435

6,672,285

 

101,453,709

Independent Power Producers & Energy Traders - 0.3%

American DG Energy, Inc. (a)

66,943

115,142

Black Hills Corp.

138,974

6,986,223

Calpine Corp. (a)

1,105,521

20,905,402

 

Shares

Value

Dynegy, Inc. (a)(d)

308,048

$ 6,595,308

Genie Energy Ltd. Class B (a)

48,524

815,203

Ormat Technologies, Inc. (d)

66,515

1,668,196

Synthesis Energy Systems, Inc. (a)(d)

108,052

73,475

U.S. Geothermal, Inc. (a)(d)

223,992

82,339

 

37,241,288

Multi-Utilities - 0.4%

Alliant Energy Corp.

313,456

16,142,984

Avista Corp.

203,057

5,533,303

MDU Resources Group, Inc.

582,702

17,288,768

NorthWestern Energy Corp.

123,124

5,414,994

Vectren Corp.

251,670

8,727,916

 

53,107,965

Water Utilities - 0.4%

American States Water Co.

124,558

3,634,602

American Water Works Co., Inc.

569,282

24,109,093

Aqua America, Inc.

551,021

13,263,075

Artesian Resources Corp. Class A

17,456

413,707

Cadiz, Inc. (a)(d)

34,362

203,079

California Water Service Group

159,619

3,648,890

Connecticut Water Service, Inc.

28,835

1,002,016

Middlesex Water Co.

51,194

1,125,244

Pure Cycle Corp. (a)

69,664

491,828

SJW Corp.

39,396

1,081,814

York Water Co.

39,414

862,772

 

49,836,120

TOTAL UTILITIES

395,667,499

TOTAL COMMON STOCKS

(Cost $9,163,327,767)


12,591,157,071

U.S. Treasury Obligations - 0.1%

 

Principal
Amount

 

U.S. Treasury Bills, yield at date of purchase 0.07% to 0.09% 12/12/13 to 6/26/14 (e)
(Cost $6,498,959)

$ 6,500,000


6,498,880

Money Market Funds - 19.8%

Shares

Value

Fidelity Cash Central Fund, 0.10% (b)

157,328,629

$ 157,328,629

Fidelity Securities Lending Cash Central Fund, 0.10% (b)(c)

2,369,694,069

2,369,694,069

TOTAL MONEY MARKET FUNDS

(Cost $2,527,022,698)


2,527,022,698

TOTAL INVESTMENT
PORTFOLIO - 118.5%

(Cost $11,696,849,424)

15,124,678,649

NET OTHER ASSETS (LIABILITIES) - (18.5)%

(2,356,247,657)

NET ASSETS - 100%

$ 12,768,430,992

Futures Contracts

 

Expiration
Date

Underlying
Face Amount
at Value

Unrealized
Appreciation/
(Depreciation)

Purchased

Equity Index Contracts

540 CME E-mini S&P MidCap 400 Index Contracts (United States)

Dec. 2013

$ 70,367,400

$ 2,623,027

927 ICE Russell 2000 Mini Index Contracts (United States)

Dec. 2013

105,835,590

6,200,010

TOTAL EQUITY INDEX CONTRACTS

$ 176,202,990

$ 8,823,037

Legend

(a) Non-income producing

(b) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

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

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $6,498,880.

The face value of futures purchased as a percentage of net assets is 1.4%

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

$ 127,658

Fidelity Securities Lending Cash Central Fund

12,503,330

Total

$ 12,630,988

Other Information

The following is a summary of the inputs used, as of November 30, 2013, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Investment Valuation section at the end of this listing.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 2,063,964,879

$ 2,063,798,225

$ -

$ 166,654

Consumer Staples

434,244,694

434,244,694

-

-

Energy

745,087,011

745,082,678

-

4,333

Financials

2,759,542,962

2,759,532,527

6,229

4,206

Health Care

1,365,558,629

1,365,558,628

-

1

Industrials

1,831,415,995

1,831,415,995

-

-

Information Technology

2,195,423,087

2,195,423,087

-

-

Materials

648,897,795

648,897,795

-

-

Telecommunication Services

151,354,520

151,354,520

-

-

Utilities

395,667,499

395,667,499

-

-

U.S. Government and Government Agency Obligations

6,498,880

-

6,498,880

-

Money Market Funds

2,527,022,698

2,527,022,698

-

-

Total Investments in Securities:

$ 15,124,678,649

$ 15,117,998,346

$ 6,505,109

$ 175,194

Derivative Instruments:

Assets

Futures Contracts

$ 8,823,037

$ 8,823,037

$ -

$ -

Income Tax Information

At November 30, 2013, the cost of investment securities for income tax purposes was $11,719,408,517. Net unrealized appreciation aggregated $3,405,270,132, of which $4,181,095,105 related to appreciated investment securities and $775,824,973 related to depreciated investment securities.

Investment Valuation

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. In accordance with valuation policies and procedures approved by the Board of Trustees (the Board), the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Fidelity Management & Research Company (FMR) Fair Value Committee (the Committee), in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and is responsible for approving and reporting to the Board all fair value determinations. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:

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

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

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

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

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

Quarterly Report

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

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

Quarterly Report

Quarterly Holdings Report

for

Spartan ® International Index Fund

November 30, 2013 

1.810719.109

SPI-QTLY-0114

Investments November 30, 2013 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 97.4%

Shares

Value

Australia - 7.5%

AGL Energy Ltd.

515,698

$ 7,045,906

ALS Ltd.

358,663

2,739,108

Alumina Ltd. (a)

2,323,075

2,150,524

Amcor Ltd.

1,112,433

11,179,017

AMP Ltd.

2,727,527

11,569,529

APA Group unit

762,155

4,245,760

Asciano Ltd.

906,743

4,762,343

ASX Ltd.

177,740

6,002,329

Australia & New Zealand Banking Group Ltd.

2,523,819

73,284,069

Bank Queensland Ltd.

290,000

3,212,545

Bendigo & Adelaide Bank Ltd.

381,475

3,909,896

BHP Billiton Ltd.

2,948,418

100,551,053

Boral Ltd.

721,819

3,166,912

Brambles Ltd.

1,423,283

12,320,617

Caltex Australia Ltd.

127,020

2,202,560

CFS Retail Property Trust unit

1,969,503

3,675,117

Coca-Cola Amatil Ltd.

525,928

5,787,797

Cochlear Ltd.

52,810

2,811,151

Commonwealth Bank of Australia

1,483,975

105,118,341

Computershare Ltd.

432,721

4,289,400

Crown Ltd.

371,535

5,715,406

CSL Ltd.

453,164

28,350,612

DEXUS Property Group unit

4,443,826

4,227,017

Echo Entertainment Group Ltd.

704,039

1,614,946

Federation Centres unit

1,323,497

2,867,217

Flight Centre Trvl Group Ltd.

51,417

2,278,805

Fortescue Metals Group Ltd.

1,421,772

7,350,874

Goodman Group unit

1,578,068

6,952,352

Harvey Norman Holdings Ltd.

494,029

1,452,498

Iluka Resources Ltd.

380,050

3,033,898

Incitec Pivot Ltd.

1,517,627

3,577,878

Insurance Australia Group Ltd.

1,915,048

10,546,193

Leighton Holdings Ltd. (d)

157,739

2,334,642

Lend Lease Group unit

503,414

5,063,470

Macquarie Group Ltd.

284,021

14,007,162

Metcash Ltd.

799,872

2,220,655

Mirvac Group unit

3,386,672

5,240,621

National Australia Bank Ltd.

2,159,830

67,983,770

Newcrest Mining Ltd.

706,475

4,945,200

Orica Ltd.

339,296

7,159,008

Origin Energy Ltd.

1,008,575

12,806,873

Qantas Airways Ltd. (a)

979,726

1,087,991

QBE Insurance Group Ltd.

1,110,439

15,818,662

QR National Ltd.

1,869,119

7,945,377

Ramsay Health Care Ltd.

120,951

4,265,105

realestate.com.au Ltd.

46,162

1,702,188

Rio Tinto Ltd.

403,126

24,240,416

Santos Ltd.

882,762

11,249,477

SEEK Ltd.

296,232

3,605,156

Sonic Healthcare Ltd.

350,695

5,295,862

SP AusNet unit

1,575,868

1,663,943

 

Shares

Value

Stockland Corp. Ltd. unit

2,163,563

$ 7,582,125

Suncorp-Metway Ltd.

1,182,920

14,202,371

Sydney Airport unit

349,727

1,241,522

Tabcorp Holdings Ltd.

750,504

2,411,506

Tatts Group Ltd.

1,307,136

3,676,545

Telstra Corp. Ltd.

3,989,225

18,373,832

The GPT Group unit

1,625,620

5,297,400

Toll Holdings Ltd.

626,600

3,262,474

Transurban Group unit

1,301,695

8,305,924

Treasury Wine Estates Ltd.

600,991

2,686,026

Wesfarmers Ltd.

917,564

35,847,326

Westfield Group unit

1,931,817

18,287,739

Westfield Retail Trust unit

2,772,243

7,696,474

Westpac Banking Corp.

2,855,457

85,461,029

Woodside Petroleum Ltd.

602,884

20,524,191

Woolworths Ltd.

1,151,480

35,311,657

WorleyParsons Ltd.

189,450

2,819,506

TOTAL AUSTRALIA

919,614,895

Austria - 0.3%

Andritz AG

67,610

4,287,042

Erste Group Bank AG

236,735

8,334,613

IMMOEAST AG (a)(d)

321,410

4

IMMOFINANZ Immobilien Anlagen AG

880,736

4,217,326

OMV AG

135,213

6,623,374

Raiffeisen International Bank-Holding AG (d)

43,925

1,618,068

Telekom Austria AG

265,155

2,254,711

Vienna Insurance Group AG

34,723

1,822,154

Voestalpine AG

102,048

5,075,753

TOTAL AUSTRIA

34,233,045

Bailiwick of Guernsey - 0.1%

Resolution Ltd.

1,311,037

7,338,900

Bailiwick of Jersey - 1.2%

Experian PLC

922,948

17,020,177

Glencore Xstrata PLC

9,761,770

49,492,911

Petrofac Ltd.

240,617

4,984,515

Randgold Resources Ltd.

80,434

5,695,580

Shire PLC

508,648

23,031,174

Wolseley PLC

250,597

13,519,410

WPP PLC

1,226,753

27,119,108

TOTAL BAILIWICK OF JERSEY

140,862,875

Belgium - 1.1%

Ageas

215,167

9,078,055

Anheuser-Busch InBev SA NV

739,418

75,375,291

Belgacom SA

139,893

4,157,194

Colruyt NV

70,148

3,955,660

Delhaize Group SA

94,009

5,466,110

Groupe Bruxelles Lambert SA

72,633

6,421,013

Groupe Bruxelles Lambert SA (strip VVPR) (a)

2,466

3

KBC Groupe SA

229,613

13,103,922

Common Stocks - continued

Shares

Value

Belgium - continued

Solvay SA Class A

55,391

$ 8,437,239

Telenet Group Holding NV

47,791

2,630,006

UCB SA

101,785

6,831,598

Umicore SA

104,685

4,680,604

TOTAL BELGIUM

140,136,695

Bermuda - 0.3%

Cheung Kong Infrastructure Holdings Ltd.

574,450

3,790,123

First Pacific Co. Ltd.

2,198,665

2,524,088

Kerry Logistics Network Ltd.

306,590

348,013

Kerry Properties Ltd.

613,181

2,428,189

Li & Fung Ltd.

5,361,246

7,302,727

Noble Group Ltd.

3,869,890

3,407,761

NWS Holdings Ltd.

1,304,815

1,972,568

Seadrill Ltd.

343,209

14,620,490

Shangri-La Asia Ltd.

1,417,380

2,713,161

Yue Yuen Industrial (Holdings) Ltd.

693,000

2,167,706

TOTAL BERMUDA

41,274,826

Cayman Islands - 0.2%

ASM Pacific Technology Ltd.

226,729

1,876,114

MGM China Holdings Ltd.

890,800

3,171,354

Sands China Ltd.

2,220,000

16,794,861

Wynn Macau Ltd.

1,445,600

5,547,413

TOTAL CAYMAN ISLANDS

27,389,742

Denmark - 1.1%

A.P. Moller - Maersk A/S:

Series A

509

4,858,480

Series B

1,213

12,307,430

Carlsberg A/S Series B

98,495

10,791,982

Coloplast A/S Series B

102,325

6,717,659

Danske Bank A/S (a)

600,855

13,659,527

DSV de Sammensluttede Vognmaend A/S

170,169

5,207,642

Novo Nordisk A/S Series B

365,988

65,425,785

Novozymes A/S Series B

217,190

8,399,264

TDC A/S

702,985

6,306,722

Tryg A/S

22,345

2,019,301

William Demant Holding A/S (a)

24,010

2,243,680

TOTAL DENMARK

137,937,472

Finland - 0.9%

Elisa Corp. (A Shares)

129,792

3,266,213

Fortum Corp.

406,229

9,295,410

Kone Oyj (B Shares)

142,996

13,144,596

Metso Corp. (d)

116,962

4,732,875

Neste Oil Oyj (d)

116,117

2,218,384

Nokia Corp. (a)(d)

3,471,685

28,041,655

Nokian Tyres PLC

104,219

5,156,121

Orion Oyj (B Shares)

90,429

2,382,545

Pohjola Bank PLC (A Shares)

128,483

2,426,700

 

Shares

Value

Sampo Oyj (A Shares)

384,265

$ 17,919,820

Stora Enso Oyj (R Shares)

506,015

4,998,657

UPM-Kymmene Corp.

497,363

8,265,240

Wartsila Corp.

163,423

7,996,351

TOTAL FINLAND

109,844,567

France - 9.0%

Accor SA

147,104

6,454,284

Aeroports de Paris

27,024

2,974,337

Air Liquide SA

36,662

5,111,155

Air Liquide SA (a)

14,110

1,967,116

Alcatel-Lucent SA (a)

2,561,093

10,782,259

Alstom SA

198,633

7,294,116

Arkema SA

58,058

6,636,949

Atos Origin SA

64,473

5,457,848

AXA SA

1,652,149

43,293,669

BIC SA

26,375

3,233,336

BNP Paribas SA

916,513

68,806,022

Bouygues SA

176,916

6,673,322

Bureau Veritas SA

204,800

6,083,250

Cap Gemini SA

136,902

8,929,077

Carrefour SA

566,469

22,291,035

Casino Guichard Perrachon SA

52,146

5,832,156

Christian Dior SA

50,138

9,779,705

CNP Assurances

160,752

3,072,215

Compagnie de St. Gobain

380,726

20,248,315

Compagnie Generale de Geophysique SA (a)

147,419

3,050,766

Credit Agricole SA (a)

923,805

11,586,107

Danone SA

523,681

38,055,178

Dassault Systemes SA

57,323

6,579,410

Edenred SA

188,186

6,789,025

EDF SA

37,097

1,381,163

EDF SA (a)

186,140

6,930,201

Essilor International SA

188,847

19,812,495

Eurazeo SA

28,645

2,109,617

Eutelsat Communications

131,551

3,871,757

Fonciere des Regions

27,340

2,325,564

France Telecom SA

1,703,222

22,205,159

GDF Suez

1,222,618

28,358,277

Gecina SA

20,349

2,673,223

Groupe Eurotunnel SA

510,501

5,016,612

ICADE

32,380

2,970,301

Iliad SA

23,638

5,595,185

Imerys SA

31,571

2,552,471

JCDecaux SA

61,981

2,439,426

Kering SA

69,412

15,397,254

Klepierre SA

92,758

4,306,772

L'Oreal SA

26,092

4,366,137

L'Oreal SA

179,277

29,999,535

L'Oreal SA

17,567

2,939,595

Lafarge SA

142,806

10,140,781

Lafarge SA

16,709

1,186,521

Lafarge SA (Bearer)

12,146

862,498

Common Stocks - continued

Shares

Value

France - continued

Lagardere S.C.A. (Reg.)

103,464

$ 3,506,237

Legrand SA

240,412

13,271,043

LVMH Moet Hennessy - Louis Vuitton SA

233,883

44,094,781

Michelin CGDE Series B

172,800

18,772,311

Natixis SA

847,827

4,681,839

Pernod Ricard SA

196,759

22,305,522

Publicis Groupe SA

166,373

14,707,960

Remy Cointreau SA

23,781

2,027,680

Renault SA

176,949

15,698,217

Rexel SA

200,195

5,074,626

Safran SA

249,588

16,433,037

Sanofi SA

1,099,937

116,217,921

Schneider Electric SA

489,878

41,476,416

SCOR SE

142,119

4,973,581

Societe Generale Series A

663,049

38,141,760

Sodexo SA (a)

79,685

8,005,926

Sodexo SA

6,851

688,318

Suez Environnement SA

256,600

4,410,651

Technip SA

93,586

9,369,492

Thales SA

83,052

5,069,834

Total SA

1,967,811

119,039,889

Unibail-Rodamco

89,293

23,350,214

Valeo SA

69,346

7,374,232

Vallourec SA

98,561

5,599,391

Veolia Environnement SA

334,555

5,414,871

VINCI SA

438,593

28,203,815

Vivendi SA

1,106,978

28,120,303

Wendel SA

29,324

4,064,236

Zodiac Aerospace

31,232

5,298,390

TOTAL FRANCE

1,103,813,689

Germany - 8.5%

adidas AG

192,941

23,469,300

Allianz SE

419,541

72,883,745

Axel Springer Verlag AG

40,408

2,429,608

BASF AG

844,525

90,196,689

Bayer AG

760,619

101,492,557

Bayerische Motoren Werke AG (BMW)

305,884

35,150,267

Beiersdorf AG

92,353

9,377,812

Brenntag AG

47,139

8,371,658

Celesio AG (d)

79,454

2,547,905

Commerzbank AG (a)

888,534

13,208,300

Continental AG

102,684

21,445,303

Daimler AG (Germany)

886,221

73,456,023

Deutsche Bank AG

935,951

44,931,259

Deutsche Boerse AG

176,502

13,651,176

Deutsche Lufthansa AG (a)

210,179

4,565,176

Deutsche Post AG

835,184

29,540,094

Deutsche Telekom AG

2,659,928

42,233,214

Deutsche Wohnen AG

275,183

5,532,127

E.ON AG

1,652,009

31,785,658

 

Shares

Value

Fraport AG Frankfurt Airport Services Worldwide

33,774

$ 2,486,435

Fresenius Medical Care AG & Co. KGaA

199,030

13,959,913

Fresenius SE & Co. KGaA

114,162

16,163,851

GEA Group AG

168,105

7,835,985

Hannover Reuck SE

55,551

4,626,335

HeidelbergCement Finance AG

128,998

10,091,013

Henkel AG & Co. KGaA

119,518

11,843,909

Hochtief AG

33,236

2,936,373

Hugo Boss AG

30,381

4,078,632

Infineon Technologies AG

993,668

10,085,965

K&S AG (d)

158,831

4,443,725

Kabel Deutschland Holding AG

19,718

2,572,111

Lanxess AG

77,231

5,110,126

Linde AG

170,552

34,831,432

MAN SE

37,855

4,602,102

Merck KGaA

58,986

10,235,178

Metro AG

120,287

6,029,522

Muenchener Rueckversicherungs AG

165,022

36,101,335

OSRAM Licht AG (a)

81,433

4,823,284

ProSiebenSat.1 Media AG

170,814

7,686,060

RWE AG

444,165

17,055,797

SAP AG

846,461

69,990,259

Siemens AG

729,566

96,297,690

Sky Deutschland AG (a)

400,285

4,106,500

Suedzucker AG (Bearer)

76,616

1,931,684

Telefonica Deutschland Holding AG

262,375

2,139,091

Thyssenkrupp AG (a)(d)

351,905

9,211,916

United Internet AG

97,769

3,927,666

Volkswagen AG

27,846

7,251,489

TOTAL GERMANY

1,038,723,249

Hong Kong - 2.4%

AIA Group Ltd.

11,080,200

56,168,855

Bank of East Asia Ltd.

1,290,874

5,736,256

BOC Hong Kong (Holdings) Ltd.

3,371,066

11,392,629

Cathay Pacific Airways Ltd.

1,063,327

2,252,140

Cheung Kong Holdings Ltd.

1,277,449

20,201,772

CLP Holdings Ltd.

1,620,657

13,285,016

Galaxy Entertainment Group Ltd. (a)

1,933,000

15,134,775

Hang Lung Properties Ltd.

2,067,423

6,946,923

Hang Seng Bank Ltd.

697,901

11,387,798

Henderson Land Development Co. Ltd.

982,605

5,747,933

HKT Trust/HKT Ltd. unit

2,034,000

1,784,084

Hong Kong & China Gas Co. Ltd.

5,257,112

12,395,922

Hong Kong Exchanges and Clearing Ltd.

1,030,471

18,090,448

Hopewell Holdings Ltd.

518,500

1,738,912

Hutchison Whampoa Ltd.

1,963,158

24,968,221

Hysan Development Co. Ltd.

592,677

2,752,175

Link (REIT)

2,134,308

10,461,552

MTR Corp. Ltd.

1,328,951

5,168,348

New World Development Co. Ltd.

3,492,794

4,739,627

Common Stocks - continued

Shares

Value

Hong Kong - continued

New World Development Co. Ltd. rights (a)

42,734

$ 0

PCCW Ltd.

3,704,000

1,605,335

Power Assets Holdings Ltd.

1,287,176

10,460,054

Sino Land Ltd.

2,770,689

3,795,489

SJM Holdings Ltd.

1,805,000

5,785,741

Sun Hung Kai Properties Ltd.

1,472,611

18,909,704

Swire Pacific Ltd. (A Shares)

620,884

7,508,223

Swire Properties Ltd.

1,076,800

2,895,986

Wharf Holdings Ltd.

1,391,585

11,568,794

Wheelock and Co. Ltd.

833,000

4,056,182

TOTAL HONG KONG

296,938,894

Ireland - 0.4%

Bank of Ireland (a)(d)

19,495,637

7,570,936

CRH PLC

670,881

16,978,265

Elan Corp. PLC (a)

440,752

7,959,232

James Hardie Industries PLC CDI

403,647

4,607,443

Kerry Group PLC Class A

136,555

8,758,004

Ryanair Holdings PLC

261,736

2,183,187

TOTAL IRELAND

48,057,067

Isle of Man - 0.1%

Genting Singapore PLC

5,721,859

6,702,899

Israel - 0.5%

Bank Hapoalim BM (Reg.)

964,408

5,377,903

Bank Leumi le-Israel BM (a)

1,142,226

4,647,387

Bezeq The Israeli Telecommunication Corp. Ltd.

1,734,763

2,901,123

Delek Group Ltd.

4,023

1,522,618

Israel Chemicals Ltd.

404,506

3,447,834

Israel Corp. Ltd. (Class A) (a)

2,466

1,268,009

Mizrahi Tefahot Bank Ltd.

116,998

1,481,576

NICE Systems Ltd.

51,809

2,039,949

Teva Pharmaceutical Industries Ltd.

775,593

31,631,063

Teva Pharmaceutical Industries Ltd. sponsored ADR

7,800

317,928

TOTAL ISRAEL

54,635,390

Italy - 2.0%

Assicurazioni Generali SpA

1,077,282

24,709,126

Atlantia SpA (d)

306,524

6,843,174

Banca Monte dei Paschi di Siena SpA (a)(d)

5,995,872

1,521,895

Enel Green Power SpA

1,592,902

3,917,628

Enel SpA

6,057,906

27,559,004

ENI SpA

2,340,539

56,023,954

EXOR SpA

93,266

3,653,621

Fiat SpA (a)

811,001

6,435,611

Finmeccanica SpA (a)

378,447

2,756,293

Intesa Sanpaolo SpA

10,717,680

25,922,467

Luxottica Group SpA

153,732

8,110,713

Mediobanca SpA

472,521

4,041,777

 

Shares

Value

Pirelli & C SpA

218,171

$ 3,361,752

Prysmian SpA

185,996

4,857,497

Saipem SpA

241,844

5,428,763

Snam Rete Gas SpA

1,871,444

10,069,956

Telecom Italia SpA

9,272,122

9,017,816

Terna SpA

1,397,097

6,746,826

UniCredit SpA

3,996,167

28,996,156

Unione di Banche Italiane ScpA

792,474

5,366,839

TOTAL ITALY

245,340,868

Japan - 20.7%

ABC-MART, Inc.

24,500

1,116,843

ACOM Co. Ltd. (a)

362,500

1,344,624

Advantest Corp. (d)

140,790

1,811,325

AEON Co. Ltd.

552,100

7,426,363

AEON Financial Service Co. Ltd. (d)

69,100

1,919,650

AEON Mall Co. Ltd.

104,840

3,013,849

Air Water, Inc.

134,000

1,874,391

Aisin Seiki Co. Ltd.

177,100

7,122,378

Ajinomoto Co., Inc.

569,866

8,121,473

Alfresa Holdings Corp.

38,400

1,990,375

All Nippon Airways Ltd.

1,081,000

2,184,265

Amada Co. Ltd.

328,000

2,903,958

Aozora Bank Ltd.

989,000

2,847,918

Asahi Glass Co. Ltd.

934,677

6,030,763

Asahi Group Holdings

355,403

9,727,659

Asahi Kasei Corp.

1,157,727

9,131,177

Asics Corp.

149,000

2,459,456

Astellas Pharma, Inc.

404,500

23,967,152

Bank of Kyoto Ltd.

296,000

2,539,743

Bank of Yokohama Ltd.

1,087,084

5,952,990

Benesse Holdings, Inc.

67,100

2,580,643

Bridgestone Corp.

594,579

21,764,568

Brother Industries Ltd.

220,500

2,795,934

Calbee, Inc.

68,500

1,737,156

Canon, Inc.

1,046,844

34,866,954

Casio Computer Co. Ltd.

206,700

2,342,512

Central Japan Railway Co.

132,300

15,910,351

Chiba Bank Ltd.

679,674

4,723,782

Chiyoda Corp.

144,000

1,969,291

Chubu Electric Power Co., Inc.

596,364

8,056,691

Chugai Pharmaceutical Co. Ltd.

207,225

4,945,728

Chugoku Electric Power Co., Inc.

272,600

3,980,766

Citizen Holdings Co. Ltd.

239,766

1,841,923

Coca-Cola West Co. Ltd.

56,800

1,256,924

Credit Saison Co. Ltd.

144,452

4,049,647

Dai Nippon Printing Co. Ltd.

514,242

5,300,791

Dai-ichi Mutual Life Insurance Co.

781,500

12,243,716

Daicel Chemical Industries Ltd.

270,000

2,140,075

Daido Steel Co. Ltd.

254,000

1,383,494

Daihatsu Motor Co. Ltd.

174,400

3,190,254

Daiichi Sankyo Kabushiki Kaisha

618,570

11,351,570

Daikin Industries Ltd.

213,994

13,577,636

Dainippon Sumitomo Pharma Co. Ltd.

148,100

2,132,339

Common Stocks - continued

Shares

Value

Japan - continued

Daito Trust Construction Co. Ltd.

66,563

$ 6,315,509

Daiwa House Industry Co. Ltd.

539,184

10,473,680

Daiwa Securities Group, Inc.

1,520,985

14,772,610

DeNA Co. Ltd. (d)

94,900

1,843,438

DENSO Corp.

444,938

22,280,559

Dentsu, Inc.

197,600

8,216,858

Don Quijote Holdings Co. Ltd.

49,600

3,035,697

East Japan Railway Co.

312,400

25,584,810

Eisai Co. Ltd.

230,378

8,995,187

Electric Power Development Co. Ltd.

107,880

3,185,485

FamilyMart Co. Ltd.

53,700

2,453,180

Fanuc Corp.

176,972

29,781,807

Fast Retailing Co. Ltd.

48,500

18,368,880

Fuji Electric Co. Ltd.

510,153

2,310,615

Fuji Heavy Industries Ltd.

538,900

15,213,029

Fujifilm Holdings Corp.

424,705

11,595,489

Fujitsu Ltd.

1,705,075

7,939,097

Fukuoka Financial Group, Inc.

709,300

3,177,985

GREE, Inc. (a)(d)

94,800

865,225

GungHo Online Entertainment, Inc. (a)(d)

3,140

2,056,655

Gunma Bank Ltd.

352,663

1,996,628

Hakuhodo DY Holdings, Inc.

211,500

1,682,586

Hamamatsu Photonics K.K.

65,500

2,583,044

Hankyu Hanshin Holdings, Inc.

1,059,000

5,840,548

Hino Motors Ltd.

233,000

3,609,459

Hirose Electric Co. Ltd.

27,798

4,249,272

Hiroshima Bank Ltd.

453,000

1,861,613

Hisamitsu Pharmaceutical Co., Inc.

57,700

3,058,334

Hitachi Chemical Co. Ltd.

97,900

1,490,790

Hitachi Construction Machinery Co. Ltd.

100,000

2,139,685

Hitachi High-Technologies Corp.

57,400

1,342,480

Hitachi Ltd.

4,460,271

32,871,341

Hitachi Metals Ltd.

177,000

2,513,885

Hokkaido Electric Power Co., Inc. (a)

168,300

1,982,899

Hokuhoku Financial Group, Inc.

1,060,000

2,172,873

Hokuriku Electric Power Co., Inc.

153,300

2,036,618

Honda Motor Co. Ltd.

1,501,060

63,622,940

Hoya Corp.

400,816

10,841,535

Hulic Co. Ltd.

244,500

4,300,737

Ibiden Co. Ltd.

118,400

2,026,016

Idemitsu Kosan Co. Ltd.

19,600

1,760,164

Iida Group Holdings Co. Ltd. (a)

114,600

2,305,536

INPEX Corp.

797,500

9,248,182

Isetan Mitsukoshi Holdings Ltd.

327,687

4,711,630

Ishikawajima-Harima Heavy Industries Co. Ltd.

1,214,185

5,072,684

Isuzu Motors Ltd.

1,093,000

6,977,617

Itochu Corp.

1,378,186

17,381,192

ITOCHU Techno-Solutions Corp.

23,500

896,920

Iyo Bank Ltd.

239,000

2,416,946

J. Front Retailing Co. Ltd.

449,800

3,512,519

Japan Airlines Co. Ltd.

55,700

2,832,710

 

Shares

Value

Japan Exchange Group, Inc.

226,300

$ 6,041,588

Japan Petroleum Exploration Co. Ltd.

28,200

1,084,562

Japan Prime Realty Investment Corp.

709

2,373,830

Japan Real Estate Investment Corp.

551

5,819,532

Japan Retail Fund Investment Corp.

1,932

3,809,498

Japan Steel Works Ltd.

288,000

1,537,762

Japan Tobacco, Inc.

1,013,100

34,216,661

JFE Holdings, Inc.

451,775

10,151,652

JGC Corp.

190,117

7,079,861

Joyo Bank Ltd.

608,941

3,108,752

JSR Corp.

164,416

3,022,064

JTEKT Corp.

195,600

3,022,449

JX Holdings, Inc.

2,041,568

10,621,853

Kajima Corp.

783,317

2,928,502

Kakaku.com, Inc.

128,100

2,343,300

Kamigumi Co. Ltd.

209,663

1,889,003

Kaneka Corp.

254,559

1,565,446

Kansai Electric Power Co., Inc. (a)

664,836

7,547,506

Kansai Paint Co. Ltd.

214,000

3,028,942

Kao Corp.

480,150

15,771,435

Kawasaki Heavy Industries Ltd.

1,313,945

5,386,860

KDDI Corp.

496,100

31,137,907

Keihin Electric Express Railway Co. Ltd.

432,061

3,622,826

Keio Corp.

525,410

3,482,389

Keisei Electric Railway Co.

255,000

2,476,695

Keyence Corp.

41,662

16,734,748

Kikkoman Corp.

145,849

2,796,109

Kinden Corp.

122,000

1,284,963

Kintetsu Corp.

1,499,100

5,253,325

Kirin Holdings Co. Ltd.

798,256

12,295,846

Kobe Steel Ltd. (a)

2,320,000

3,985,748

Koito Manufacturing Co. Ltd.

90,000

1,731,563

Komatsu Ltd.

854,545

17,759,054

Konami Corp.

93,200

2,422,681

Konica Minolta, Inc.

443,500

4,472,014

Kubota Corp.

994,864

17,004,313

Kuraray Co. Ltd.

319,086

3,965,020

Kurita Water Industries Ltd.

102,400

2,192,037

Kyocera Corp.

297,804

15,755,748

Kyowa Hakko Kirin Co., Ltd.

229,689

2,674,791

Kyushu Electric Power Co., Inc. (a)

394,770

5,113,571

Lawson, Inc.

59,616

4,370,307

LIXIL Group Corp.

244,959

6,338,877

M3, Inc.

640

1,669,891

Mabuchi Motor Co. Ltd.

22,221

1,336,145

Makita Corp.

103,600

5,167,612

Marubeni Corp.

1,516,244

10,996,820

Marui Group Co. Ltd.

209,949

2,158,000

Maruichi Steel Tube Ltd.

41,600

1,023,300

Mazda Motor Corp. (a)

2,474,000

11,374,435

McDonald's Holdings Co. (Japan) Ltd.

60,100

1,653,197

Medipal Holdings Corp.

132,200

1,762,753

Meiji Holdings Co. Ltd.

55,929

3,122,787

Miraca Holdings, Inc.

51,500

2,392,894

Common Stocks - continued

Shares

Value

Japan - continued

Mitsubishi Chemical Holdings Corp.

1,245,275

$ 5,786,040

Mitsubishi Corp.

1,302,402

25,617,062

Mitsubishi Electric Corp.

1,767,106

20,405,938

Mitsubishi Estate Co. Ltd.

1,153,723

32,028,777

Mitsubishi Gas Chemical Co., Inc.

358,867

2,809,423

Mitsubishi Heavy Industries Ltd.

2,779,256

17,823,916

Mitsubishi Logistics Corp.

113,000

1,786,910

Mitsubishi Materials Corp.

1,030,937

3,874,379

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

409,900

4,441,300

Mitsubishi Tanabe Pharma Corp.

207,900

2,857,369

Mitsubishi UFJ Financial Group, Inc.

11,714,930

75,661,058

Mitsubishi UFJ Lease & Finance Co. Ltd.

539,300

3,221,744

Mitsui & Co. Ltd.

1,611,223

22,317,588

Mitsui Chemicals, Inc.

763,683

1,863,641

Mitsui Fudosan Co. Ltd.

771,677

26,175,777

Mitsui OSK Lines Ltd.

992,285

4,407,142

Mizuho Financial Group, Inc.

21,167,900

44,581,221

MS&AD Insurance Group Holdings, Inc.

466,384

12,551,326

Murata Manufacturing Co. Ltd.

185,754

15,974,354

Nabtesco Corp.

97,700

2,275,486

Namco Bandai Holdings, Inc.

164,150

3,334,434

NEC Corp.

2,313,951

5,104,719

Nexon Co. Ltd.

106,600

992,693

NGK Insulators Ltd.

247,309

4,526,374

NGK Spark Plug Co. Ltd.

164,000

3,806,843

NHK Spring Co. Ltd.

141,900

1,602,599

Nidec Corp.

97,142

9,406,319

Nikon Corp.

316,138

5,992,874

Nintendo Co. Ltd.

97,496

12,588,736

Nippon Building Fund, Inc.

640

7,521,694

Nippon Electric Glass Co. Ltd.

346,000

1,860,959

Nippon Express Co. Ltd.

786,546

4,053,846

Nippon Meat Packers, Inc.

154,740

2,498,316

Nippon Paint Co. Ltd.

140,000

2,268,534

Nippon Prologis REIT, Inc.

230

2,222,656

Nippon Steel & Sumitomo Metal Corp.

7,030,636

22,784,627

Nippon Telegraph & Telephone Corp.

357,400

17,967,587

Nippon Yusen KK

1,494,578

4,624,737

Nishi-Nippon City Bank Ltd.

614,000

1,600,254

Nissan Motor Co. Ltd.

2,297,648

20,944,633

Nisshin Seifun Group, Inc.

192,549

2,082,525

Nissin Food Holdings Co. Ltd.

54,023

2,172,627

Nitori Holdings Co. Ltd.

31,900

2,955,059

Nitto Denko Corp.

152,894

7,775,662

NKSJ Holdings, Inc.

304,003

8,424,662

NOK Corp.

90,300

1,445,576

Nomura Holdings, Inc.

3,353,247

26,656,643

Nomura Real Estate Holdings, Inc.

113,800

2,681,568

Nomura Real Estate Office Fund, Inc.

336

1,592,347

Nomura Research Institute Ltd.

94,100

3,086,300

NSK Ltd.

429,576

5,073,815

NTT Data Corp.

115,400

4,150,998

 

Shares

Value

NTT DoCoMo, Inc.

1,413,100

$ 22,702,799

NTT Urban Development Co.

102,100

1,175,029

Obayashi Corp.

601,704

3,248,009

Odakyu Electric Railway Co. Ltd.

572,000

5,086,554

Oji Holdings Corp.

741,352

3,488,034

Olympus Corp. (a)

221,129

7,436,082

Omron Corp.

186,760

7,684,059

Ono Pharmaceutical Co. Ltd.

76,200

5,771,995

Oracle Corp. Japan

36,000

1,419,689

Oriental Land Co. Ltd.

46,256

6,813,442

ORIX Corp.

1,156,980

21,062,693

Osaka Gas Co. Ltd.

1,719,525

6,948,932

Otsuka Corp.

14,200

1,814,417

Otsuka Holdings Co. Ltd.

333,800

9,748,934

Panasonic Corp.

2,037,273

23,412,785

Park24 Co. Ltd.

87,600

1,653,750

Rakuten, Inc.

664,300

10,206,532

Resona Holdings, Inc.

1,722,800

8,542,949

Ricoh Co. Ltd.

616,770

7,074,086

Rinnai Corp.

31,600

2,387,466

ROHM Co. Ltd.

88,744

3,854,857

Sankyo Co. Ltd. (Gunma)

50,300

2,305,222

Sanrio Co. Ltd. (d)

40,600

1,858,695

Santen Pharmaceutical Co. Ltd.

68,700

3,269,193

SBI Holdings, Inc. Japan

200,460

2,774,682

Secom Co. Ltd.

192,767

11,892,112

Sega Sammy Holdings, Inc.

175,700

4,628,965

Sekisui Chemical Co. Ltd.

389,293

4,560,023

Sekisui House Ltd.

497,467

6,861,446

Seven & i Holdings Co., Ltd.

696,000

25,612,962

Seven Bank Ltd.

560,900

1,938,197

Sharp Corp. (a)(d)

1,271,675

4,158,437

Shikoku Electric Power Co., Inc. (a)

165,800

2,623,474

Shimadzu Corp.

219,000

2,035,121

Shimamura Co. Ltd.

20,200

2,072,351

SHIMANO, Inc.

72,700

6,457,806

SHIMIZU Corp.

552,416

2,582,920

Shin-Etsu Chemical Co., Ltd.

381,762

22,060,920

Shinsei Bank Ltd.

1,517,000

3,746,410

Shionogi & Co. Ltd.

275,891

6,064,781

Shiseido Co. Ltd.

332,150

5,680,382

Shizuoka Bank Ltd.

521,274

5,897,375

Showa Denko K.K.

1,405,336

2,181,155

Showa Shell Sekiyu K.K.

170,100

1,889,539

SMC Corp.

49,171

11,836,174

SoftBank Corp.

882,430

71,407,530

Sojitz Corp.

1,131,700

2,087,865

Sony Corp.

926,185

16,929,945

Sony Financial Holdings, Inc.

161,200

2,870,114

Stanley Electric Co. Ltd.

133,125

2,930,322

Sumco Corp.

111,800

1,084,769

Sumitomo Chemical Co. Ltd.

1,367,334

5,498,966

Sumitomo Corp.

1,050,942

12,997,642

Sumitomo Electric Industries Ltd.

694,706

10,829,669

Common Stocks - continued

Shares

Value

Japan - continued

Sumitomo Heavy Industries Ltd.

504,822

$ 2,429,374

Sumitomo Metal Mining Co. Ltd.

481,065

6,400,425

Sumitomo Mitsui Financial Group, Inc.

1,171,400

58,285,183

Sumitomo Mitsui Trust Holdings, Inc.

3,039,722

14,924,888

Sumitomo Realty & Development Co. Ltd.

327,000

15,496,949

Sumitomo Rubber Industries Ltd.

155,200

2,190,631

Suntory Beverage & Food Ltd.

114,900

3,622,695

Suzuken Co. Ltd.

65,360

2,220,243

Suzuki Motor Corp.

336,900

8,649,002

Sysmex Corp.

66,300

4,310,196

T&D Holdings, Inc.

531,000

7,018,146

Taiheiyo Cement Corp.

1,080,000

4,364,488

Taisei Corp.

894,594

4,069,313

Taisho Pharmaceutical Holdings Co. Ltd.

31,457

2,161,719

Taiyo Nippon Sanso Corp.

222,000

1,471,404

Takashimaya Co. Ltd.

248,000

2,348,187

Takeda Pharmaceutical Co. Ltd.

728,542

35,379,924

TDK Corp.

112,525

5,250,324

Teijin Ltd.

875,341

1,913,967

Terumo Corp.

140,412

7,332,756

The Chugoku Bank Ltd.

154,500

2,091,771

The Hachijuni Bank Ltd.

385,000

2,281,175

The Suruga Bank Ltd.

175,000

2,915,955

THK Co. Ltd.

105,700

2,561,893

Tobu Railway Co. Ltd.

946,297

4,618,561

Toho Co. Ltd.

107,254

2,322,118

Toho Gas Co. Ltd.

379,000

1,834,975

Tohoku Electric Power Co., Inc. (a)

420,990

4,639,540

Tokio Marine Holdings, Inc.

633,400

21,021,621

Tokyo Electric Power Co., Inc. (a)

1,323,318

7,052,873

Tokyo Electron Ltd.

160,518

8,696,128

Tokyo Gas Co. Ltd.

2,222,395

11,063,706

Tokyo Tatemono Co. Ltd.

379,000

3,743,941

Tokyu Corp.

1,043,954

7,031,365

Tokyu Fudosan Holdings Corp.

446,800

4,090,960

TonenGeneral Sekiyu K.K.

253,856

2,453,194

Toppan Printing Co. Ltd.

512,013

4,138,286

Toray Industries, Inc.

1,345,883

9,511,633

Toshiba Corp.

3,688,880

15,915,710

Toto Ltd.

265,185

3,893,194

Toyo Seikan Group Holdings Ltd.

150,800

3,176,596

Toyo Suisan Kaisha Ltd.

80,000

2,330,226

Toyoda Gosei Co. Ltd.

60,300

1,482,116

Toyota Boshoku Corp.

63,000

867,099

Toyota Industries Corp.

149,486

6,500,660

Toyota Motor Corp.

2,532,851

158,175,772

Toyota Tsusho Corp.

196,100

5,051,568

Trend Micro, Inc.

97,900

3,832,095

Tsumura & Co.

56,200

1,524,523

Ube Industries Ltd.

961,605

2,008,721

Unicharm Corp.

104,680

6,621,371

United Urban Investment Corp.

2,120

3,039,953

 

Shares

Value

USS Co. Ltd.

204,300

$ 2,805,897

West Japan Railway Co.

155,400

6,795,763

Yahoo! Japan Corp.

1,326,900

6,398,444

Yakult Honsha Co. Ltd.

86,366

4,392,277

Yamada Denki Co. Ltd. (d)

846,650

2,950,403

Yamaguchi Financial Group, Inc.

190,000

1,754,502

Yamaha Corp.

144,243

2,271,111

Yamaha Motor Co. Ltd.

257,100

4,100,750

Yamato Holdings Co. Ltd.

341,832

7,247,392

Yamato Kogyo Co. Ltd.

39,600

1,329,728

Yamazaki Baking Co. Ltd.

103,000

1,060,715

Yaskawa Electric Corp.

200,000

2,678,510

Yokogawa Electric Corp.

197,200

2,983,650

Yokohama Rubber Co. Ltd.

193,000

1,996,974

TOTAL JAPAN

2,535,828,852

Luxembourg - 0.4%

ArcelorMittal SA (Netherlands)

915,671

15,730,894

Millicom International Cellular SA (depository receipt)

60,421

5,420,927

RTL Group

35,051

4,217,397

SES SA (France) (depositary receipt)

281,135

8,329,646

Subsea 7 SA

252,656

4,919,634

Tenaris SA

434,042

9,766,695

TOTAL LUXEMBOURG

48,385,193

Malta - 0.0%

BGP Holdings PLC (a)

5,796,476

79

Mauritius - 0.0%

Golden Agri-Resources Ltd.

6,655,680

3,049,780

Netherlands - 3.1%

AEGON NV

1,657,856

14,723,180

Akzo Nobel NV

220,370

16,597,890

ASML Holding NV (Netherlands)

329,374

30,784,771

CNH Industrial NV (a)

866,003

9,902,140

Corio NV

65,493

2,840,621

Delta Lloyd NV

176,290

4,285,422

European Aeronautic Defence and Space Co. (EADS) NV

543,784

38,614,585

Fugro NV (Certificaten Van Aandelen) (d)

64,706

3,935,851

Gemalto NV (d)

72,258

8,161,068

Heineken Holding NV

93,164

5,866,238

Heineken NV (Bearer)

211,608

14,385,274

ING Groep NV (Certificaten Van Aandelen) (a)

3,529,311

45,795,229

Koninklijke Ahold NV

924,339

16,830,291

Koninklijke Boskalis Westminster NV

69,258

3,454,226

Koninklijke KPN NV (a)

2,956,114

9,616,142

Koninklijke Philips Electronics NV

894,588

31,991,449

OCI NV (a)(d)

82,742

3,339,166

QIAGEN NV (a)

219,305

5,118,006

Randstad Holding NV

112,538

7,012,757

Reed Elsevier NV

628,303

13,420,763

Common Stocks - continued

Shares

Value

Netherlands - continued

Royal DSM NV

142,398

$ 11,177,941

STMicroelectronics NV

581,584

4,583,553

TNT Express NV

330,345

3,029,442

Unilever NV (Certificaten Van Aandelen) (Bearer)

1,497,018

58,809,488

Vopak NV (d)

65,356

3,912,337

Wolters Kluwer NV

278,798

7,860,738

Ziggo NV

152,097

6,518,353

TOTAL NETHERLANDS

382,566,921

New Zealand - 0.1%

Auckland International Airport Ltd.

968,350

2,773,060

Contact Energy Ltd.

319,126

1,246,200

Fletcher Building Ltd.

636,997

4,731,430

Ryman Healthcare Group Ltd.

295,807

1,865,067

Telecom Corp. of New Zealand Ltd.

1,768,426

3,309,017

TOTAL NEW ZEALAND

13,924,774

Norway - 0.6%

Aker Solutions ASA

152,933

2,715,769

DNB ASA

896,382

15,859,342

Gjensidige Forsikring ASA

185,586

3,341,054

Norsk Hydro ASA

1,189,975

5,084,757

Orkla ASA

697,601

5,428,828

Statoil ASA

1,030,546

23,221,279

Telenor ASA

638,206

15,343,569

Yara International ASA

168,747

7,362,033

TOTAL NORWAY

78,356,631

Portugal - 0.2%

Banco Espirito Santo SA (Reg.) (a)

1,736,612

2,430,500

Energias de Portugal SA

1,853,983

7,015,950

Galp Energia SGPS SA Class B

322,555

5,344,919

Jeronimo Martins SGPS SA

230,668

4,764,162

Portugal Telecom SGPS SA (Reg.)

586,889

2,633,356

TOTAL PORTUGAL

22,188,887

Singapore - 1.4%

Ascendas Real Estate Investment Trust

1,863,183

3,296,224

CapitaCommercial Trust (REIT)

1,862,000

2,203,506

CapitaLand Ltd.

2,350,437

5,675,439

CapitaMall Trust

2,230,200

3,456,779

CapitaMalls Asia Ltd.

1,224,000

1,989,847

City Developments Ltd.

439,000

3,491,429

ComfortDelgro Corp. Ltd.

1,868,784

2,926,374

DBS Group Holdings Ltd.

1,566,020

21,440,191

Global Logistic Properties Ltd.

2,856,000

6,714,109

Hutchison Port Holdings Trust

4,826,000

3,281,680

Jardine Cycle & Carriage Ltd.

98,267

2,764,334

Keppel Corp. Ltd.

1,328,400

11,972,908

Keppel Land Ltd.

670,000

1,879,428

Olam International Ltd.

1,448,700

1,777,900

Oversea-Chinese Banking Corp. Ltd.

2,355,793

19,599,537

 

Shares

Value

SembCorp Industries Ltd.

908,130

$ 3,907,959

SembCorp Marine Ltd.

775,800

2,744,991

Singapore Airlines Ltd.

485,425

4,046,337

Singapore Exchange Ltd.

808,000

4,655,409

Singapore Press Holdings Ltd.

1,491,021

5,061,760

Singapore Technologies Engineering Ltd.

1,447,161

4,659,147

Singapore Telecommunications Ltd.

7,288,827

21,607,711

StarHub Ltd.

547,000

1,852,612

United Overseas Bank Ltd.

1,174,829

19,585,945

UOL Group Ltd.

416,984

2,063,570

Wilmar International Ltd.

1,766,000

4,953,835

Yangzijiang Shipbuilding Holdings Ltd.

1,781,000

1,653,477

TOTAL SINGAPORE

169,262,438

Spain - 3.3%

Abertis Infraestructuras SA

356,647

7,584,177

ACS Actividades de Construccion y Servicios SA

134,455

4,344,545

Amadeus IT Holding SA Class A

349,501

13,090,672

Banco Bilbao Vizcaya Argentaria SA

5,342,620

63,661,543

Banco de Sabadell SA (d)

3,118,436

8,038,217

Banco Popular Espanol SA (a)

1,179,330

6,853,780

Banco Santander SA (Spain)

10,473,017

93,096,972

Bankia SA (a)(d)

3,722,267

4,911,140

Cintra Concesiones de Infrastructuras de Transporte SA

372,821

7,056,787

Criteria CaixaCorp SA

1,572,759

7,958,430

Criteria CaixaCorp SA rights (a)

1,102,856

80,922

Distribuidora Internacional de Alimentacion SA

567,124

5,200,834

Enagas SA

175,010

4,605,066

Gas Natural SDG SA

321,701

8,008,172

Grifols SA

136,605

6,247,003

Iberdrola SA

4,433,341

28,240,623

Inditex SA

200,848

32,026,254

International Consolidated Airlines Group SA (a)

97,068

582,453

International Consolidated Airlines Group SA CDI (a)

777,807

4,661,994

MAPFRE SA (Reg.)

981,189

3,897,059

Red Electrica Corporacion SA

99,465

6,376,521

Repsol YPF SA

787,162

20,675,285

Telefonica SA

3,771,471

62,157,040

Zardoya Otis SA

144,182

2,474,400

TOTAL SPAIN

401,829,889

Sweden - 3.1%

Alfa Laval AB

296,418

7,027,068

ASSA ABLOY AB (B Shares)

305,896

15,478,193

Atlas Copco AB:

(A Shares)

620,551

17,284,436

(B Shares)

353,689

8,929,375

Boliden AB

259,977

3,802,937

Electrolux AB (B Shares)

221,973

5,400,976

Elekta AB (B Shares)

341,629

5,119,735

Common Stocks - continued

Shares

Value

Sweden - continued

Getinge AB (B Shares)

183,156

$ 5,724,192

H&M Hennes & Mauritz AB (B Shares)

875,687

37,113,584

Hexagon AB (B Shares)

218,604

6,718,740

Husqvarna AB (B Shares)

386,452

2,319,531

Industrivarden AB (C Shares)

112,817

2,032,971

Investment AB Kinnevik (B Shares)

204,961

8,058,640

Investor AB (B Shares)

419,293

13,698,688

Lundin Petroleum AB (a)

206,418

4,292,409

Nordea Bank AB

2,796,879

36,137,040

Sandvik AB

978,293

13,669,122

Scania AB (B Shares)

292,316

5,797,878

Securitas AB (B Shares)

288,668

2,972,783

Skandinaviska Enskilda Banken AB (A Shares)

1,408,150

17,088,391

Skanska AB (B Shares)

350,241

6,674,461

SKF AB (B Shares)

360,418

9,830,056

Svenska Cellulosa AB (SCA) (B Shares)

541,156

15,799,031

Svenska Handelsbanken AB (A Shares)

459,044

21,330,865

Swedbank AB (A Shares)

832,615

21,261,712

Swedish Match Co. AB

186,753

5,802,444

Tele2 AB (B Shares)

292,872

3,569,731

Telefonaktiebolaget LM Ericsson (B Shares)

2,798,435

34,865,548

TeliaSonera AB

2,184,746

17,836,089

Volvo AB (B Shares)

1,396,000

18,388,163

TOTAL SWEDEN

374,024,789

Switzerland - 8.8%

ABB Ltd. (Reg.)

2,021,203

51,606,965

Actelion Ltd.

96,736

8,057,776

Adecco SA (Reg.)

123,083

9,478,369

Aryzta AG

79,693

5,939,168

Baloise Holdings AG

43,211

5,101,034

Barry Callebaut AG

1,987

2,266,723

Coca-Cola HBC AG

5,000

140,476

Coca-Cola HBC AG sponsored ADR

179,380

5,040,578

Compagnie Financiere Richemont SA Series A

479,672

48,739,840

Credit Suisse Group

1,389,660

41,472,868

Ems-Chemie Holding AG

7,514

2,652,780

Geberit AG (Reg.)

36,126

10,613,806

Givaudan SA

7,625

10,759,461

Holcim Ltd. (Reg.)

212,147

15,389,083

Julius Baer Group Ltd.

204,916

9,603,742

Kuehne & Nagel International AG

50,800

6,579,788

Lindt & Spruengli AG

95

4,874,200

Lindt & Spruengli AG (participation certificate)

783

3,379,409

Lonza Group AG

49,056

4,570,586

Nestle SA

2,969,065

216,591,353

Novartis AG

2,118,819

167,513,906

Pargesa Holding SA

25,750

1,992,898

Partners Group Holding AG

16,014

3,987,599

 

Shares

Value

Roche Holding AG (participation certificate)

646,138

$ 180,140,195

Schindler Holding AG:

(participation certificate)

44,322

6,112,368

(Reg.)

19,087

2,655,418

SGS SA (Reg.)

5,025

11,326,208

Sika AG (Bearer)

1,976

6,490,018

Sonova Holding AG Class B

46,034

6,414,490

Sulzer AG (Reg.)

21,994

3,421,397

Swatch Group AG (Bearer)

28,217

18,491,723

Swatch Group AG (Bearer) (Reg.)

39,683

4,435,004

Swiss Life Holding AG

29,665

6,139,843

Swiss Prime Site AG

49,993

3,827,796

Swiss Re Ltd.

324,092

28,837,180

Swisscom AG

21,318

10,894,194

Syngenta AG (Switzerland)

85,817

33,642,461

Transocean Ltd. (Switzerland)

334,297

16,840,248

UBS AG

3,352,991

63,768,580

Zurich Insurance Group AG

136,495

38,084,274

TOTAL SWITZERLAND

1,077,873,805

United Kingdom - 20.1%

3i Group PLC

889,964

5,388,118

Aberdeen Asset Management PLC

882,746

7,110,965

Admiral Group PLC

183,469

3,731,614

Aggreko PLC

252,754

6,637,981

AMEC PLC

273,778

5,071,167

Anglo American PLC (United Kingdom)

1,284,820

28,360,714

Antofagasta PLC

357,179

4,640,549

ARM Holdings PLC

1,284,364

21,244,341

Associated British Foods PLC

324,927

12,191,378

AstraZeneca PLC (United Kingdom)

1,148,028

65,830,298

Aviva PLC

2,698,398

18,951,791

Babcock International Group PLC

331,456

7,104,935

BAE Systems PLC

2,965,311

20,738,039

Barclays PLC

14,063,043

62,320,080

BG Group PLC

3,127,676

63,895,936

BHP Billiton PLC

1,940,522

58,870,807

BP PLC

17,473,727

137,418,790

British American Tobacco PLC (United Kingdom)

1,757,145

93,480,535

British Land Co. PLC

879,066

8,788,720

British Sky Broadcasting Group PLC

958,685

12,847,622

BT Group PLC

7,267,321

44,369,656

Bunzl PLC

305,421

6,936,674

Burberry Group PLC

407,557

10,183,342

Capita Group PLC

602,708

9,832,525

Capital Shopping Centres Group PLC

629,387

3,308,959

Carnival PLC

171,665

6,245,949

Centrica PLC

4,743,618

26,258,785

Cobham PLC

981,534

4,244,880

Compass Group PLC

1,668,058

25,138,173

Croda International PLC

125,643

4,777,903

Common Stocks - continued

Shares

Value

United Kingdom - continued

Diageo PLC

2,305,588

$ 73,451,776

Direct Line Insurance Group PLC

983,488

3,785,030

easyJet PLC

143,956

3,354,306

Fresnillo PLC

170,192

2,319,781

G4S PLC (United Kingdom)

1,382,869

5,910,404

GKN PLC

1,526,615

9,469,918

GlaxoSmithKline PLC

4,509,021

119,284,863

Hammerson PLC

658,804

5,503,195

Hargreaves Lansdown PLC

213,062

4,225,436

HSBC Holdings PLC (United Kingdom)

17,211,800

192,216,940

ICAP PLC

513,237

3,477,652

IMI PLC

291,527

7,002,736

Imperial Tobacco Group PLC

893,090

33,962,080

Inmarsat PLC

408,413

4,637,906

InterContinental Hotel Group PLC

243,288

7,562,678

Intertek Group PLC

146,600

7,285,204

Invensys PLC

618,677

5,066,768

Investec PLC

525,234

3,710,204

ITV PLC

3,429,141

10,661,096

J Sainsbury PLC

1,121,348

7,475,227

Johnson Matthey PLC

188,747

9,790,441

Kingfisher PLC

2,197,776

13,518,194

Land Securities Group PLC

718,432

11,203,185

Legal & General Group PLC

5,420,496

18,971,984

Lloyds Banking Group PLC (a)

46,029,531

58,178,526

London Stock Exchange Group PLC

162,830

4,334,958

Marks & Spencer Group PLC

1,484,000

11,825,671

Meggitt PLC

722,768

5,902,682

Melrose PLC

1,132,708

5,413,928

National Grid PLC

3,449,990

43,686,796

Next PLC

147,180

13,233,643

Old Mutual PLC

4,476,344

14,583,362

Pearson PLC

748,664

16,530,312

Persimmon PLC

280,915

5,332,070

Prudential PLC

2,355,637

50,238,825

Reckitt Benckiser Group PLC

594,335

47,740,533

Reed Elsevier PLC

1,083,470

15,672,276

Rexam PLC

724,414

5,922,052

Rio Tinto PLC

1,188,154

63,097,840

Rolls-Royce Group PLC

1,730,318

34,966,794

Royal & Sun Alliance Insurance Group PLC

3,490,644

6,077,292

Royal Bank of Scotland Group PLC (a)

1,984,884

10,600,630

Royal Dutch Shell PLC:

Class A (United Kingdom)

3,493,947

116,829,032

Class B (United Kingdom)

2,352,837

82,402,491

SABMiller PLC

883,707

45,592,688

Sage Group PLC

1,063,186

6,061,084

Schroders PLC

100,110

4,039,554

Scottish & Southern Energy PLC

886,875

19,257,339

 

Shares

Value

Segro PLC

676,063

$ 3,700,379

Serco Group PLC

463,063

3,451,369

Severn Trent PLC

218,947

6,326,924

Smith & Nephew PLC

826,329

11,010,913

Smiths Group PLC

361,211

8,121,021

Standard Chartered PLC (United Kingdom)

2,227,989

52,807,362

Standard Life PLC

2,170,041

12,477,645

Tate & Lyle PLC

427,182

5,487,134

Tesco PLC

7,415,637

42,220,972

The Weir Group PLC

198,938

6,972,687

Travis Perkins PLC

226,319

6,651,051

TUI Travel PLC

415,340

2,496,247

Tullow Oil PLC

825,716

11,747,980

Unilever PLC

1,178,455

47,604,574

United Utilities Group PLC

628,819

6,775,547

Vodafone Group PLC

44,606,253

165,371,759

Whitbread PLC

165,404

9,654,106

William Hill PLC

802,080

5,060,782

WM Morrison Supermarkets PLC

2,026,301

8,803,014

TOTAL UNITED KINGDOM

2,454,030,074

TOTAL COMMON STOCKS

(Cost $10,566,759,802)


11,914,167,185

Nonconvertible Preferred Stocks - 0.9%

 

 

 

 

France - 0.3%

Air Liquide SA

235,965

32,896,560

Germany - 0.6%

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

47,754

4,140,512

FUCHS PETROLUB AG

32,535

3,076,031

Henkel AG & Co. KGaA

163,869

18,581,411

Porsche Automobil Holding SE (Germany)

140,286

14,277,484

Volkswagen AG

132,191

35,080,007

TOTAL GERMANY

75,155,445

Italy - 0.0%

Telecom Italia SpA (Risparmio Shares)

5,528,056

4,250,820

United Kingdom - 0.0%

Rolls-Royce Group PLC Series C

148,807,348

243,493

TOTAL NONCONVERTIBLE PREFERRED STOCKS

(Cost $67,452,124)


112,546,318

Government Obligations - 0.2%

 

Principal Amount

Value

United States of America - 0.2%

U.S. Treasury Bills, yield at date of purchase 0.07% to 0.1% 12/26/13 to 7/24/14 (e)
(Cost $20,992,421)

$ 21,000,000

$ 20,992,121

Money Market Funds - 1.8%

Shares

 

Fidelity Cash Central Fund, 0.10% (b)

125,993,034

125,993,034

Fidelity Securities Lending Cash Central Fund, 0.10% (b)(c)

93,796,624

93,796,624

TOTAL MONEY MARKET FUNDS

(Cost $219,789,658)


219,789,658

TOTAL INVESTMENT PORTFOLIO - 100.3%

(Cost $10,874,994,005)

12,267,495,282

NET OTHER ASSETS (LIABILITIES) - (0.3)%

(35,228,990)

NET ASSETS - 100%

$ 12,232,266,292

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/(Depreciation)

Purchased

Equity Index Contracts

63 CAC 40 Index Contracts (France)

Dec. 2013

$ 3,669,005

$ 15,425

7 EUREX DAX Index Contracts (Germany)

Dec. 2013

2,237,842

67,922

495 EUREX Dow Jones EURO STOXX 50 Index Contracts (European Union)

Dec. 2013

20,749,895

306,090

20 Hang Seng Index Contracts (Hong Kong)

Dec. 2013

3,085,565

16,458

210 LIFFE FTSE 100 Index Contracts (United Kingdom)

Dec. 2013

22,854,366

(52,974)

30 MSCI Sing IX ETS Index Contracts (Singapore)

Dec. 2013

1,760,529

9,347

29 Nikkei 225 Index Contracts (Japan)

Dec. 2013

2,220,045

33,675

1,273 NYSE E-mini MSCI EAFE Index Contracts (United States)

Dec. 2013

120,050,265

196,175

175 OMX Stockholm 30 Index Contracts (Sweden)

Dec. 2013

3,497,012

53,837

70 SFE SPI 200 Index Contracts (Australia)

Dec. 2013

8,488,764

(53,346)

147 TSE TOPIX Index Contracts (Japan)

Dec. 2013

18,115,818

691,796

TOTAL EQUITY INDEX CONTRACTS

$ 206,729,106

$ 1,284,405

 

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

Forward Foreign Currency Contracts

Settlement Date

Currency

Counterparty

Type

Quantity

Contract Amount*

Unrealized
Appreciation/
Depreciation)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

70,000,000

 

702,628

$ (19,256)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

80,000,000

 

822,478

(41,482)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

90,000,000

 

901,000

(22,380)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

90,000,000

 

908,577

(29,957)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

100,000,000

 

1,023,206

(46,961)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

110,000,000

 

1,116,264

(42,394)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

120,000,000

 

1,202,128

(30,634)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

130,000,000

 

1,309,164

(40,046)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

150,000,000

 

1,500,735

(36,368)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

160,000,000

 

1,613,310

(51,318)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

170,000,000

 

1,720,091

(60,474)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

170,000,000

 

1,740,074

(80,457)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

180,000,000

 

1,835,188

(77,947)

Forward Foreign Currency Contracts - continued

Settlement Date

Currency

Counterparty

Type

Quantity

Contract Amount*

Unrealized
Appreciation/
Depreciation)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

200,000,000

 

2,043,318

$ (90,828)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

220,000,000

 

2,241,218

(93,479)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

250,000,000

 

2,512,790

(72,178)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

500,000,000

 

4,881,153

72

12/13/13

JPY

Goldman Sachs Bank USA

Buy

860,000,000

 

8,570,859

(175,152)

12/13/13

JPY

Goldman Sachs Bank USA

Buy

900,000,000

 

9,043,318

(257,113)

12/13/13

JPY

Goldman Sachs Bank USA

Sell

200,000,000

 

1,999,960

47,470

12/13/13

JPY

Goldman Sachs Bank USA

Sell

260,000,000

 

2,645,691

107,454

12/13/13

JPY

Goldman Sachs Bank USA

Sell

2,000,000,000

 

20,491,384

966,484

12/20/13

AUD

Goldman Sachs Bank USA

Buy

400,000

 

374,304

(10,707)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

400,000

 

383,352

(19,755)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

400,000

 

385,080

(21,483)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

500,000

 

474,545

(20,049)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

600,000

 

556,686

(11,290)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

600,000

 

559,326

(13,930)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

600,000

 

561,396

(16,000)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

600,000

 

577,227

(31,831)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

700,000

 

650,944

(14,649)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

700,000

 

662,858

(26,563)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

700,000

 

673,778

(37,483)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

700,000

 

677,040

(40,745)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

800,000

 

732,960

(5,766)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

800,000

 

741,720

(14,526)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

800,000

 

762,992

(35,798)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

1,200,000

 

1,150,884

(60,093)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

2,000,000

 

1,819,432

(1,446)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

3,600,000

 

3,347,280

(74,906)

12/20/13

AUD

Goldman Sachs Bank USA

Buy

5,000,000

 

4,594,200

(49,236)

12/20/13

AUD

Goldman Sachs Bank USA

Sell

800,000

 

752,168

24,974

12/20/13

AUD

Goldman Sachs Bank USA

Sell

1,200,000

 

1,113,636

22,845

12/20/13

AUD

Goldman Sachs Bank USA

Sell

9,700,000

 

9,004,801

187,571

12/20/13

EUR

Goldman Sachs Bank USA

Buy

600,000

 

820,584

(5,305)

12/20/13

EUR

Goldman Sachs Bank USA

Buy

700,000

 

966,186

(15,026)

12/20/13

EUR

Goldman Sachs Bank USA

Buy

800,000

 

1,074,816

12,223

12/20/13

EUR

Goldman Sachs Bank USA

Buy

800,000

 

1,080,792

6,247

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,000,000

 

1,331,640

27,159

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,000,000

 

1,368,450

(9,651)

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,100,000

 

1,475,672

19,007

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,200,000

 

1,604,904

25,654

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,400,000

 

1,886,290

16,028

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,400,000

 

1,889,244

13,074

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,400,000

 

1,912,182

(9,863)

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,400,000

 

1,930,404

(28,086)

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,700,000

 

2,283,729

26,229

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,700,000

 

2,343,275

(33,317)

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,800,000

 

2,387,520

58,318

12/20/13

EUR

Goldman Sachs Bank USA

Buy

1,800,000

 

2,403,558

42,280

12/20/13

EUR

Goldman Sachs Bank USA

Buy

2,300,000

 

3,146,768

(21,531)

12/20/13

EUR

Goldman Sachs Bank USA

Buy

4,100,000

 

5,572,085

(1,010)

12/20/13

EUR

Goldman Sachs Bank USA

Buy

8,000,000

 

10,635,360

235,030

12/20/13

EUR

Goldman Sachs Bank USA

Buy

9,500,000

 

12,691,050

217,538

12/20/13

EUR

Goldman Sachs Bank USA

Sell

2,000,000

 

2,701,760

(15,837)

Forward Foreign Currency Contracts - continued

Settlement Date

Currency

Counterparty

Type

Quantity

Contract Amount*

Unrealized
Appreciation/
Depreciation)

12/20/13

EUR

Goldman Sachs Bank USA

Sell

2,600,000

 

3,517,436

$ (15,441)

12/20/13

EUR

Goldman Sachs Bank USA

Sell

19,500,000

 

26,418,015

(78,560)

12/20/13

GBP

Goldman Sachs Bank USA

Buy

300,000

 

483,123

7,694

12/20/13

GBP

Goldman Sachs Bank USA

Buy

600,000

 

954,102

27,531

12/20/13

GBP

Goldman Sachs Bank USA

Buy

600,000

 

970,350

11,283

12/20/13

GBP

Goldman Sachs Bank USA

Buy

600,000

 

971,715

9,918

12/20/13

GBP

Goldman Sachs Bank USA

Buy

700,000

 

1,129,930

15,309

12/20/13

GBP

Goldman Sachs Bank USA

Buy

800,000

 

1,264,944

43,901

12/20/13

GBP

Goldman Sachs Bank USA

Buy

900,000

 

1,442,205

30,245

12/20/13

GBP

Goldman Sachs Bank USA

Buy

900,000

 

1,443,798

28,652

12/20/13

GBP

Goldman Sachs Bank USA

Buy

1,000,000

 

1,589,180

46,876

12/20/13

GBP

Goldman Sachs Bank USA

Buy

1,000,000

 

1,598,760

37,296

12/20/13

GBP

Goldman Sachs Bank USA

Buy

1,000,000

 

1,613,375

22,681

12/20/13

GBP

Goldman Sachs Bank USA

Buy

1,100,000

 

1,751,420

48,241

12/20/13

GBP

Goldman Sachs Bank USA

Buy

1,100,000

 

1,774,267

25,394

12/20/13

GBP

Goldman Sachs Bank USA

Buy

1,300,000

 

2,093,455

33,417

12/20/13

GBP

Goldman Sachs Bank USA

Buy

1,400,000

 

2,271,773

18,705

12/20/13

GBP

Goldman Sachs Bank USA

Buy

1,500,000

 

2,357,550

96,533

12/20/13

GBP

Goldman Sachs Bank USA

Buy

1,500,000

 

2,423,310

30,773

12/20/13

GBP

Goldman Sachs Bank USA

Buy

2,700,000

 

4,419,112

(1,761)

12/20/13

GBP

Goldman Sachs Bank USA

Buy

6,000,000

 

9,491,520

324,814

12/20/13

GBP

Goldman Sachs Bank USA

Buy

7,300,000

 

11,607,219

335,987

12/20/13

GBP

Goldman Sachs Bank USA

Sell

1,700,000

 

2,737,697

(43,598)

12/20/13

GBP

Goldman Sachs Bank USA

Sell

2,100,000

 

3,397,296

(38,421)

12/20/13

GBP

Goldman Sachs Bank USA

Sell

14,500,000

 

23,412,570

(310,237)

12/20/13

SEK

Goldman Sachs Bank USA

Buy

1,300,000

 

199,536

(1,441)

12/20/13

SEK

Goldman Sachs Bank USA

Buy

1,300,000

 

203,083

(4,987)

12/20/13

SEK

Goldman Sachs Bank USA

Buy

1,300,000

 

204,373

(6,277)

12/20/13

SEK

Goldman Sachs Bank USA

Buy

1,900,000

 

296,486

(6,961)

12/20/13

SEK

Goldman Sachs Bank USA

Buy

2,000,000

 

300,574

4,189

12/20/13

SEK

Goldman Sachs Bank USA

Buy

2,400,000

 

364,157

1,558

12/20/13

SEK

Goldman Sachs Bank USA

Buy

2,500,000

 

393,401

(12,447)

12/20/13

SEK

Goldman Sachs Bank USA

Buy

2,600,000

 

404,311

(8,119)

12/20/13

SEK

Goldman Sachs Bank USA

Buy

2,700,000

 

405,696

5,734

12/20/13

SEK

Goldman Sachs Bank USA

Buy

2,700,000

 

423,641

(12,211)

12/20/13

SEK

Goldman Sachs Bank USA

Buy

2,800,000

 

425,298

1,370

12/20/13

SEK

Goldman Sachs Bank USA

Buy

3,100,000

 

478,262

(5,880)

12/20/13

SEK

Goldman Sachs Bank USA

Buy

4,800,000

 

731,858

(427)

12/20/13

SEK

Goldman Sachs Bank USA

Buy

10,000,000

 

1,523,415

399

12/20/13

SEK

Goldman Sachs Bank USA

Buy

11,200,000

 

1,727,915

(21,243)

12/20/13

SEK

Goldman Sachs Bank USA

Sell

2,500,000

 

376,897

(4,057)

12/20/13

SEK

Goldman Sachs Bank USA

Sell

3,100,000

 

481,351

8,968

12/20/13

SEK

Goldman Sachs Bank USA

Sell

24,000,000

 

3,742,223

85,069

$ 871,820

 

* Amount in U.S. Dollars unless otherwise noted

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 generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

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

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $11,278,163.

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

$ 135,772

Fidelity Securities Lending Cash Central Fund

2,515,491

Total

$ 2,651,263

Other Information

Categorizations in the Schedule of Investments are based on country or territory of incorporation.

The following is a summary of the inputs used, as of November 30, 2013, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the tables below, please refer to the Investment Valuation section at the end of this listing.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 1,432,722,350

$ 1,111,186,623

$ 321,535,727

$ -

Consumer Staples

1,320,061,603

749,282,476

570,779,127

-

Energy

812,532,168

277,596,733

534,935,435

-

Financials

3,096,707,887

2,123,996,337

972,711,464

86

Health Care

1,216,008,237

594,143,169

621,865,068

-

Industrials

1,542,546,623

1,351,061,013

191,485,610

-

Information Technology

538,229,426

288,441,401

249,788,025

-

Materials

965,663,397

668,945,973

296,717,424

-

Telecommunication Services

672,564,687

321,888,695

350,675,992

-

Utilities

429,677,125

380,575,458

49,101,667

-

Government Obligations

20,992,121

-

20,992,121

-

Money Market Funds

219,789,658

219,789,658

-

-

Total Investments in Securities:

$ 12,267,495,282

$ 8,086,907,536

$ 4,180,587,660

$ 86

Derivative Instruments:

Assets

Forward Foreign Currency Contracts

$ 3,358,194

$ -

$ 3,358,194

$ -

Futures Contracts

1,390,725

1,390,725

-

-

Total Assets

$ 4,748,919

$ 1,390,725

$ 3,358,194

$ -

Liabilities

Forward Foreign Currency Contracts

$ (2,486,374)

$ -

$ (2,486,374)

$ -

Futures Contracts

(106,320)

(106,320)

-

-

Total Liabilities

$ (2,592,694)

$ (106,320)

$ (2,486,374)

$ -

Total Derivative Instruments:

$ 2,156,225

$ 1,284,405

$ 871,820

$ -

The following is a summary of transfers between Level 1 and Level 2 for the period ended November 30, 2013. Transfers are assumed to have occurred at the beginning of the period, and are primarily attributable to the valuation techniques used for foreign equity securities, as discussed at the end of this listing:

Transfers

Total

Level 1 to Level 2

$ 4,313,921

Level 2 to Level 1

$ 20,748,375

Income Tax Information

At November 30, 2013, the cost of investment securities for income tax purposes was $10,933,027,501. Net unrealized appreciation aggregated $1,334,467,781, of which $2,899,099,686 related to appreciated investment securities and $1,564,631,905 related to depreciated investment securities.

Investment Valuation

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. In accordance with valuation policies and procedures approved by the Board of Trustees (the Board), the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Fidelity Management & Research Company (FMR) Fair Value Committee (the Committee), in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and is responsible for approving and reporting to the Board all fair value determinations. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:

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

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

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

The U.S. dollar value of foreign currency contracts is determined using currency exchange rates supplied by a pricing vendor and are categorized as Level 2 in the hierarchy. Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.

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

Quarterly Report

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

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

Quarterly Report

Quarterly Holdings Report

for

Spartan ® 500 Index Fund

November 30, 2013 

1.810737.109

UEI-QTLY-0114

Investments November 30, 2013 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 98.4%

Shares

Value (000s)

CONSUMER DISCRETIONARY - 12.4%

Auto Components - 0.4%

BorgWarner, Inc.

475,235

$ 50,931

Delphi Automotive PLC

1,171,853

68,612

Johnson Controls, Inc.

2,840,188

143,458

The Goodyear Tire & Rubber Co.

1,021,147

22,731

 

285,732

Automobiles - 0.7%

Ford Motor Co.

16,354,965

279,343

General Motors Co. (a)

3,907,314

151,330

Harley-Davidson, Inc. (d)

926,022

62,062

 

492,735

Distributors - 0.1%

Genuine Parts Co.

642,875

53,256

Diversified Consumer Services - 0.1%

H&R Block, Inc.

1,136,907

31,708

Hotels, Restaurants & Leisure - 1.7%

Carnival Corp. unit (d)

1,817,302

65,623

Chipotle Mexican Grill, Inc. (a)(d)

128,148

67,132

Darden Restaurants, Inc. (d)

540,889

28,846

International Game Technology (d)

1,082,673

18,936

Marriott International, Inc. Class A (d)

943,959

44,385

McDonald's Corp.

4,149,886

404,074

Starbucks Corp.

3,119,329

254,101

Starwood Hotels & Resorts Worldwide, Inc.

809,274

60,275

Wyndham Worldwide Corp.

551,965

39,581

Wynn Resorts Ltd. (d)

335,769

55,694

Yum! Brands, Inc. (d)

1,852,439

143,897

 

1,182,544

Household Durables - 0.3%

D.R. Horton, Inc. (d)

1,179,390

23,446

Garmin Ltd. (d)

510,823

24,806

Harman International Industries, Inc.

282,587

22,901

Leggett & Platt, Inc.

589,538

17,810

Lennar Corp. Class A (d)

689,085

24,642

Newell Rubbermaid, Inc.

1,195,591

36,286

PulteGroup, Inc. (d)

1,450,958

27,220

Whirlpool Corp.

329,074

50,269

 

227,380

Internet & Catalog Retail - 1.5%

Amazon.com, Inc. (a)

1,536,317

604,725

Common Stocks - continued

Shares

Value (000s)

CONSUMER DISCRETIONARY - continued

Internet & Catalog Retail - continued

Expedia, Inc.

445,999

$ 28,406

Netflix, Inc. (a)

244,606

89,477

priceline.com, Inc. (a)

213,799

254,919

TripAdvisor, Inc. (a)(d)

462,997

40,892

 

1,018,419

Leisure Equipment & Products - 0.1%

Hasbro, Inc. (d)

479,300

25,796

Mattel, Inc.

1,430,375

66,183

 

91,979

Media - 3.6%

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

888,048

14,893

CBS Corp. Class B

2,335,015

136,738

Comcast Corp. Class A

10,857,735

541,475

DIRECTV (a)(d)

2,119,538

140,123

Discovery Communications, Inc. Class A (a)(d)

958,431

83,642

Gannett Co., Inc.

951,242

25,741

Graham Holdings Co.

18,179

12,244

Interpublic Group of Companies, Inc.

1,752,499

30,493

News Corp. Class A (a)

2,067,216

37,127

Omnicom Group, Inc.

1,067,700

76,287

Scripps Networks Interactive, Inc. Class A

454,187

33,878

The Walt Disney Co. (d)

6,897,026

486,516

Time Warner Cable, Inc.

1,186,382

163,982

Time Warner, Inc.

3,819,273

250,964

Twenty-First Century Fox, Inc. Class A

8,245,406

276,139

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

1,684,839

135,074

 

2,445,316

Multiline Retail - 0.7%

Dollar General Corp. (a)

1,235,939

70,374

Dollar Tree, Inc. (a)

863,875

48,075

Family Dollar Stores, Inc. (d)

401,021

27,979

Kohl's Corp.

847,520

46,851

Macy's, Inc.

1,561,906

83,187

Nordstrom, Inc.

598,691

37,245

Target Corp.

2,620,024

167,498

 

481,209

Specialty Retail - 2.3%

Abercrombie & Fitch Co. Class A

317,134

10,871

AutoNation, Inc. (a)(d)

266,975

13,092

Common Stocks - continued

Shares

Value (000s)

CONSUMER DISCRETIONARY - continued

Specialty Retail - continued

AutoZone, Inc. (a)(d)

147,461

$ 68,068

Bed Bath & Beyond, Inc. (a)(d)

904,024

70,541

Best Buy Co., Inc.

1,120,006

45,416

CarMax, Inc. (a)(d)

928,115

46,731

GameStop Corp. Class A

485,281

23,415

Gap, Inc.

1,145,056

46,913

Home Depot, Inc.

5,946,581

479,711

L Brands, Inc. (d)

1,010,978

65,703

Lowe's Companies, Inc.

4,366,346

207,314

O'Reilly Automotive, Inc. (a)

450,651

56,313

PetSmart, Inc. (d)

431,359

31,968

Ross Stores, Inc.

899,528

68,778

Staples, Inc. (d)

2,741,946

42,582

Tiffany & Co., Inc.

456,785

40,718

TJX Companies, Inc.

2,969,200

186,703

Urban Outfitters, Inc. (a)

452,728

17,665

 

1,522,502

Textiles, Apparel & Luxury Goods - 0.9%

Coach, Inc.

1,170,408

67,767

Fossil Group, Inc. (a)

208,637

26,553

Michael Kors Holdings Ltd. (a)

741,216

60,446

NIKE, Inc. Class B

3,104,782

245,712

PVH Corp.

338,639

45,351

Ralph Lauren Corp.

251,492

44,069

VF Corp.

365,050

85,633

 

575,531

TOTAL CONSUMER DISCRETIONARY

8,408,311

CONSUMER STAPLES - 9.9%

Beverages - 2.2%

Beam, Inc.

672,171

45,392

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

674,558

50,605

Coca-Cola Enterprises, Inc.

1,032,136

43,288

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

688,481

48,476

Dr. Pepper Snapple Group, Inc.

845,083

40,784

Molson Coors Brewing Co. Class B

654,929

34,495

Monster Beverage Corp. (a)

562,913

33,313

Common Stocks - continued

Shares

Value (000s)

CONSUMER STAPLES - continued

Beverages - continued

PepsiCo, Inc.

6,402,279

$ 540,736

The Coca-Cola Co.

15,827,097

636,091

 

1,473,180

Food & Staples Retailing - 2.4%

Costco Wholesale Corp.

1,812,830

227,383

CVS Caremark Corp.

5,099,397

341,456

Kroger Co.

2,151,411

89,821

Safeway, Inc.

1,001,722

35,030

Sysco Corp. (d)

2,442,438

82,139

Wal-Mart Stores, Inc.

6,757,279

547,407

Walgreen Co.

3,609,204

213,665

Whole Foods Market, Inc. (d)

1,546,435

87,528

 

1,624,429

Food Products - 1.5%

Archer Daniels Midland Co.

2,736,516

110,145

Campbell Soup Co.

740,987

28,698

ConAgra Foods, Inc.

1,752,188

57,805

General Mills, Inc. (d)

2,664,253

134,358

Hormel Foods Corp. (d)

558,791

25,157

Kellogg Co.

1,068,279

64,780

Kraft Foods Group, Inc.

2,472,390

131,333

McCormick & Co., Inc. (non-vtg.) (d)

547,921

37,807

Mead Johnson Nutrition Co. Class A

840,184

71,004

Mondelez International, Inc.

7,392,178

247,860

The Hershey Co.

620,789

60,148

The J.M. Smucker Co.

436,415

45,492

Tyson Foods, Inc. Class A

1,155,101

36,605

 

1,051,192

Household Products - 2.1%

Clorox Co. (d)

541,461

50,448

Colgate-Palmolive Co.

3,658,562

240,770

Kimberly-Clark Corp.

1,590,139

173,580

Procter & Gamble Co.

11,369,573

957,545

 

1,422,343

Personal Products - 0.2%

Avon Products, Inc.

1,800,264

32,099

Estee Lauder Companies, Inc. Class A

1,061,458

79,567

 

111,666

Common Stocks - continued

Shares

Value (000s)

CONSUMER STAPLES - continued

Tobacco - 1.5%

Altria Group, Inc.

8,321,020

$ 307,711

Lorillard, Inc.

1,552,250

79,677

Philip Morris International, Inc.

6,719,169

574,758

Reynolds American, Inc. (d)

1,314,259

66,304

 

1,028,450

TOTAL CONSUMER STAPLES

6,711,260

ENERGY - 10.1%

Energy Equipment & Services - 1.9%

Baker Hughes, Inc.

1,839,229

104,762

Cameron International Corp. (a)(d)

1,021,723

56,593

Diamond Offshore Drilling, Inc. (d)

288,592

17,330

Ensco PLC Class A

969,678

57,289

FMC Technologies, Inc. (a)(d)

983,498

47,306

Halliburton Co.

3,510,308

184,923

Helmerich & Payne, Inc.

442,073

34,040

Nabors Industries Ltd.

1,077,871

17,839

National Oilwell Varco, Inc.

1,774,780

144,645

Noble Corp. (d)

1,051,825

40,096

Rowan Companies PLC (a)

515,649

17,852

Schlumberger Ltd.

5,493,004

485,691

Transocean Ltd. (United States) (d)

1,406,423

70,856

 

1,279,222

Oil, Gas & Consumable Fuels - 8.2%

Anadarko Petroleum Corp.

2,086,911

185,359

Apache Corp.

1,676,413

153,375

Cabot Oil & Gas Corp.

1,746,559

60,169

Chesapeake Energy Corp. (d)

2,103,238

56,514

Chevron Corp.

8,020,520

982,032

ConocoPhillips Co.

5,077,137

369,616

CONSOL Energy, Inc.

950,034

33,802

Denbury Resources, Inc. (a)

1,548,091

25,822

Devon Energy Corp.

1,584,323

96,042

EOG Resources, Inc.

1,130,908

186,600

EQT Corp.

625,169

53,208

Exxon Mobil Corp.

18,272,742

1,708,136

Hess Corp.

1,197,487

97,152

Kinder Morgan Holding Co. LLC

2,795,108

99,338

Marathon Oil Corp.

2,946,101

106,177

Common Stocks - continued

Shares

Value (000s)

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

Marathon Petroleum Corp.

1,299,682

$ 107,536

Murphy Oil Corp. (d)

729,359

47,357

Newfield Exploration Co. (a)

563,244

15,827

Noble Energy, Inc.

1,490,943

104,724

Occidental Petroleum Corp.

3,345,013

317,642

Peabody Energy Corp.

1,120,214

20,388

Phillips 66 Co.

2,536,607

176,573

Pioneer Natural Resources Co. (d)

575,158

102,234

QEP Resources, Inc.

744,297

23,832

Range Resources Corp. (d)

678,315

52,671

Southwestern Energy Co. (a)(d)

1,459,268

56,415

Spectra Energy Corp.

2,778,656

93,224

Tesoro Corp.

560,777

32,878

The Williams Companies, Inc.

2,836,186

99,890

Valero Energy Corp.

2,250,629

102,899

WPX Energy, Inc. (a)(d)

832,713

15,480

 

5,582,912

TOTAL ENERGY

6,862,134

FINANCIALS - 16.0%

Capital Markets - 2.2%

Ameriprise Financial, Inc.

821,346

88,911

Bank of New York Mellon Corp.

4,776,039

160,953

BlackRock, Inc. Class A

522,834

158,288

Charles Schwab Corp.

4,800,703

117,521

E*TRADE Financial Corp. (a)

1,191,710

21,355

Franklin Resources, Inc. (d)

1,687,648

93,479

Goldman Sachs Group, Inc.

1,733,884

292,922

Invesco Ltd.

1,838,283

64,064

Legg Mason, Inc.

450,713

17,627

Morgan Stanley (d)

5,772,721

180,686

Northern Trust Corp.

937,084

55,279

State Street Corp.

1,851,388

134,429

T. Rowe Price Group, Inc. (d)

1,079,914

86,890

 

1,472,404

Commercial Banks - 2.7%

BB&T Corp.

2,922,011

101,511

Comerica, Inc.

767,843

34,822

Fifth Third Bancorp

3,682,195

74,822

Common Stocks - continued

Shares

Value (000s)

FINANCIALS - continued

Commercial Banks - continued

Huntington Bancshares, Inc. (d)

3,444,277

$ 31,618

KeyCorp

3,783,351

48,238

M&T Bank Corp. (d)

539,829

62,275

PNC Financial Services Group, Inc.

2,206,496

169,790

Regions Financial Corp.

5,794,642

56,382

SunTrust Banks, Inc.

2,237,410

81,061

U.S. Bancorp

7,635,449

299,462

Wells Fargo & Co.

20,058,945

882,995

Zions Bancorporation

766,016

22,467

 

1,865,443

Consumer Finance - 1.0%

American Express Co.

3,851,724

330,478

Capital One Financial Corp.

2,429,959

174,058

Discover Financial Services

2,008,376

107,046

SLM Corp.

1,810,775

48,257

 

659,839

Diversified Financial Services - 5.2%

Bank of America Corp.

44,598,546

705,549

Berkshire Hathaway, Inc. Class B (a)

7,472,128

870,727

Citigroup, Inc.

12,624,382

668,082

CME Group, Inc.

1,304,518

106,905

IntercontinentalExchange Group, Inc.

475,099

101,334

JPMorgan Chase & Co.

15,626,526

894,150

Leucadia National Corp.

1,301,068

37,289

McGraw-Hill Companies, Inc.

1,142,453

85,113

Moody's Corp.

805,164

60,089

The NASDAQ Stock Market, Inc.

479,315

18,832

 

3,548,070

Insurance - 3.0%

ACE Ltd. (d)

1,411,955

145,121

AFLAC, Inc.

1,930,763

128,145

Allstate Corp.

1,923,934

104,412

American International Group, Inc.

6,128,859

304,911

Aon PLC

1,276,380

104,204

Assurant, Inc.

311,218

20,210

Cincinnati Financial Corp. (d)

611,500

32,049

Genworth Financial, Inc. Class A (a)

2,049,649

30,970

Hartford Financial Services Group, Inc.

1,889,004

67,305

Lincoln National Corp.

1,098,005

56,361

Loews Corp.

1,270,233

60,146

Common Stocks - continued

Shares

Value (000s)

FINANCIALS - continued

Insurance - continued

Marsh & McLennan Companies, Inc.

2,281,635

$ 108,264

MetLife, Inc.

4,648,793

242,621

Principal Financial Group, Inc.

1,136,411

57,536

Progressive Corp. (d)

2,296,132

64,131

Prudential Financial, Inc.

1,930,380

171,341

The Chubb Corp.

1,060,734

102,308

The Travelers Companies, Inc.

1,550,402

140,683

Torchmark Corp. (d)

380,193

28,895

Unum Group

1,094,285

36,735

XL Group PLC Class A

1,188,072

38,006

 

2,044,354

Real Estate Investment Trusts - 1.8%

American Tower Corp.

1,639,774

127,525

Apartment Investment & Management Co. Class A

605,712

15,209

AvalonBay Communities, Inc.

504,966

59,869

Boston Properties, Inc.

632,621

62,939

Equity Residential (SBI) (d)

1,391,167

71,701

HCP, Inc. (d)

1,889,274

69,469

Health Care REIT, Inc.

1,190,359

66,648

Host Hotels & Resorts, Inc. (d)

3,113,646

57,322

Kimco Realty Corp.

1,700,557

35,065

Plum Creek Timber Co., Inc. (d)

726,865

31,793

Prologis, Inc.

2,069,891

78,511

Public Storage

599,813

91,591

Simon Property Group, Inc.

1,288,307

193,053

The Macerich Co. (d)

583,424

33,220

Ventas, Inc.

1,217,294

69,179

Vornado Realty Trust (d)

721,927

63,479

Weyerhaeuser Co.

2,424,446

73,049

 

1,199,622

Real Estate Management & Development - 0.0%

CBRE Group, Inc. (a)

1,151,042

27,901

Thrifts & Mortgage Finance - 0.1%

Hudson City Bancorp, Inc.

1,973,449

18,432

People's United Financial, Inc. (d)

1,333,042

20,182

 

38,614

TOTAL FINANCIALS

10,856,247

Common Stocks - continued

Shares

Value (000s)

HEALTH CARE - 13.0%

Biotechnology - 2.4%

Alexion Pharmaceuticals, Inc. (a)

811,831

$ 101,073

Amgen, Inc.

3,127,449

356,779

Biogen Idec, Inc. (a)

986,661

287,089

Celgene Corp. (a)

1,707,353

276,198

Gilead Sciences, Inc. (a)(d)

6,354,174

475,356

Regeneron Pharmaceuticals, Inc. (a)(d)

323,854

95,168

Vertex Pharmaceuticals, Inc. (a)

966,485

67,093

 

1,658,756

Health Care Equipment & Supplies - 2.0%

Abbott Laboratories

6,451,726

246,391

Baxter International, Inc.

2,253,302

154,239

Becton, Dickinson & Co. (d)

806,243

87,550

Boston Scientific Corp. (a)

5,574,748

64,556

C.R. Bard, Inc.

328,592

45,635

CareFusion Corp. (a)

889,955

35,465

Covidien PLC (d)

1,909,616

130,350

DENTSPLY International, Inc.

590,688

28,093

Edwards Lifesciences Corp. (a)(d)

466,085

30,543

Intuitive Surgical, Inc. (a)(d)

164,850

62,132

Medtronic, Inc.

4,140,845

237,353

St. Jude Medical, Inc.

1,192,236

69,650

Stryker Corp.

1,224,413

91,121

Varian Medical Systems, Inc. (a)(d)

446,910

34,881

Zimmer Holdings, Inc.

703,858

64,340

 

1,382,299

Health Care Providers & Services - 2.1%

Aetna, Inc.

1,544,720

106,478

AmerisourceBergen Corp.

958,964

67,636

Cardinal Health, Inc.

1,409,223

91,036

Cigna Corp.

1,174,166

102,681

DaVita, Inc. (a)

732,540

43,623

Express Scripts Holding Co. (a)

3,380,025

227,645

Humana, Inc.

649,533

67,545

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

374,037

38,096

McKesson Corp.

949,100

157,446

Patterson Companies, Inc. (d)

345,286

14,326

Quest Diagnostics, Inc. (d)

630,533

38,425

Tenet Healthcare Corp. (a)(d)

421,811

18,201

Common Stocks - continued

Shares

Value (000s)

HEALTH CARE - continued

Health Care Providers & Services - continued

UnitedHealth Group, Inc.

4,220,684

$ 314,357

WellPoint, Inc.

1,241,090

115,272

 

1,402,767

Health Care Technology - 0.1%

Cerner Corp. (a)(d)

1,224,953

70,398

Life Sciences Tools & Services - 0.5%

Agilent Technologies, Inc.

1,373,236

73,564

Life Technologies Corp. (a)

716,782

54,260

PerkinElmer, Inc.

465,039

17,690

Thermo Fisher Scientific, Inc.

1,496,630

150,935

Waters Corp. (a)(d)

353,771

35,211

 

331,660

Pharmaceuticals - 5.9%

AbbVie, Inc.

6,581,680

318,882

Actavis PLC (a)

719,608

117,346

Allergan, Inc.

1,232,181

119,583

Bristol-Myers Squibb Co.

6,834,477

351,155

Eli Lilly & Co.

4,115,827

206,697

Forest Laboratories, Inc. (a)

980,655

50,317

Hospira, Inc. (a)(d)

687,668

27,032

Johnson & Johnson

11,698,829

1,107,411

Merck & Co., Inc.

12,148,429

605,356

Mylan, Inc. (a)(d)

1,585,038

69,948

Perrigo Co.

390,689

60,905

Pfizer, Inc.

27,483,223

872,043

Zoetis, Inc. Class A

2,075,678

64,657

 

3,971,332

TOTAL HEALTH CARE

8,817,212

INDUSTRIALS - 10.7%

Aerospace & Defense - 2.7%

General Dynamics Corp.

1,379,805

126,473

Honeywell International, Inc.

3,258,163

288,380

L-3 Communications Holdings, Inc.

371,899

38,477

Lockheed Martin Corp.

1,119,152

158,550

Northrop Grumman Corp.

955,497

107,665

Precision Castparts Corp.

604,168

156,147

Raytheon Co.

1,338,775

118,723

Rockwell Collins, Inc. (d)

560,470

40,763

Common Stocks - continued

Shares

Value (000s)

INDUSTRIALS - continued

Aerospace & Defense - continued

Textron, Inc.

1,164,476

$ 38,696

The Boeing Co.

2,881,408

386,829

United Technologies Corp.

3,504,194

388,475

 

1,849,178

Air Freight & Logistics - 0.8%

C.H. Robinson Worldwide, Inc. (d)

661,714

38,796

Expeditors International of Washington, Inc.

856,848

37,221

FedEx Corp.

1,233,575

171,097

United Parcel Service, Inc. Class B

2,999,241

307,062

 

554,176

Airlines - 0.2%

Delta Air Lines, Inc.

3,561,660

103,217

Southwest Airlines Co.

2,931,746

54,501

 

157,718

Building Products - 0.0%

Masco Corp.

1,481,785

33,222

Commercial Services & Supplies - 0.5%

ADT Corp. (d)

830,246

33,675

Cintas Corp. (d)

426,546

23,673

Iron Mountain, Inc. (d)

706,095

19,855

Pitney Bowes, Inc. (d)

837,798

19,412

Republic Services, Inc.

1,127,164

39,349

Stericycle, Inc. (a)(d)

356,564

41,889

Tyco International Ltd.

1,919,147

73,196

Waste Management, Inc.

1,809,832

82,673

 

333,722

Construction & Engineering - 0.2%

Fluor Corp.

676,808

52,662

Jacobs Engineering Group, Inc. (a)

545,763

32,620

Quanta Services, Inc. (a)(d)

887,310

26,273

 

111,555

Electrical Equipment - 0.8%

AMETEK, Inc.

1,013,861

49,902

Eaton Corp. PLC (d)

1,967,328

142,946

Emerson Electric Co.

2,966,273

198,711

Rockwell Automation, Inc.

575,664

65,384

Roper Industries, Inc. (d)

411,744

53,403

 

510,346

Common Stocks - continued

Shares

Value (000s)

INDUSTRIALS - continued

Industrial Conglomerates - 2.5%

3M Co.

2,695,453

$ 359,870

Danaher Corp.

2,483,297

185,751

General Electric Co.

42,276,501

1,127,092

 

1,672,713

Machinery - 1.7%

Caterpillar, Inc. (d)

2,641,155

223,442

Cummins, Inc.

722,847

95,676

Deere & Co. (d)

1,589,330

133,885

Dover Corp.

708,521

64,291

Flowserve Corp.

583,731

41,667

Illinois Tool Works, Inc.

1,710,565

136,127

Ingersoll-Rand PLC

1,123,589

80,247

Joy Global, Inc.

441,198

24,954

PACCAR, Inc.

1,469,468

84,215

Pall Corp. (d)

464,267

38,859

Parker Hannifin Corp.

619,295

72,978

Pentair Ltd. (d)

826,742

58,467

Snap-On, Inc.

241,480

25,633

Stanley Black & Decker, Inc.

664,541

54,087

Xylem, Inc.

769,197

26,583

 

1,161,111

Professional Services - 0.2%

Dun & Bradstreet Corp. (d)

161,061

18,820

Equifax, Inc.

503,493

33,900

Nielsen Holdings B.V.

1,049,465

45,295

Robert Half International, Inc.

576,395

22,266

 

120,281

Road & Rail - 0.9%

CSX Corp.

4,229,555

115,340

Kansas City Southern (d)

457,562

55,374

Norfolk Southern Corp.

1,295,028

113,561

Ryder System, Inc.

217,228

15,171

Union Pacific Corp.

1,925,582

312,021

 

611,467

Common Stocks - continued

Shares

Value (000s)

INDUSTRIALS - continued

Trading Companies & Distributors - 0.2%

Fastenal Co. (d)

1,133,812

$ 52,756

W.W. Grainger, Inc.

256,771

66,226

 

118,982

TOTAL INDUSTRIALS

7,234,471

INFORMATION TECHNOLOGY - 17.6%

Communications Equipment - 1.7%

Cisco Systems, Inc.

22,257,703

472,976

F5 Networks, Inc. (a)(d)

325,068

26,740

Harris Corp.

443,929

28,638

JDS Uniphase Corp. (a)

986,088

11,971

Juniper Networks, Inc. (a)

2,104,069

42,649

Motorola Solutions, Inc.

982,256

64,711

QUALCOMM, Inc.

7,121,344

523,988

 

1,171,673

Computers & Peripherals - 4.1%

Apple, Inc.

3,771,494

2,097,227

EMC Corp.

8,638,366

206,025

Hewlett-Packard Co.

7,978,176

218,203

NetApp, Inc. (d)

1,411,851

58,239

SanDisk Corp.

937,755

63,908

Seagate Technology (d)

1,345,525

65,985

Western Digital Corp.

875,631

65,707

 

2,775,294

Electronic Equipment & Components - 0.4%

Amphenol Corp. Class A

660,722

56,161

Corning, Inc.

6,062,658

103,550

FLIR Systems, Inc.

589,804

17,499

Jabil Circuit, Inc.

765,584

15,518

Molex, Inc.

569,541

22,007

TE Connectivity Ltd.

1,716,740

90,507

 

305,242

Internet Software & Services - 2.5%

Akamai Technologies, Inc. (a)(d)

739,601

33,075

eBay, Inc. (a)

4,836,657

244,348

Google, Inc. Class A (a)

1,161,291

1,230,492

Common Stocks - continued

Shares

Value (000s)

INFORMATION TECHNOLOGY - continued

Internet Software & Services - continued

VeriSign, Inc. (a)(d)

560,293

$ 31,858

Yahoo!, Inc. (a)

3,939,216

145,672

 

1,685,445

IT Services - 3.4%

Accenture PLC Class A (d)

2,676,998

207,387

Automatic Data Processing, Inc.

2,004,370

160,390

Cognizant Technology Solutions Corp. Class A (a)

1,251,090

117,465

Computer Sciences Corp.

613,106

32,262

Fidelity National Information Services, Inc.

1,212,640

61,457

Fiserv, Inc. (a)

540,050

59,346

IBM Corp.

4,274,653

768,070

MasterCard, Inc. Class A

430,648

327,641

Paychex, Inc. (d)

1,350,534

59,059

Teradata Corp. (a)(d)

677,086

30,902

The Western Union Co. (d)

2,291,283

38,196

Total System Services, Inc. (d)

691,977

21,486

Visa, Inc. Class A (d)

2,142,917

435,998

 

2,319,659

Office Electronics - 0.1%

Xerox Corp.

4,809,682

54,734

Semiconductors & Semiconductor Equipment - 2.0%

Altera Corp.

1,326,242

42,771

Analog Devices, Inc.

1,289,798

62,194

Applied Materials, Inc. (d)

4,993,359

86,385

Broadcom Corp. Class A

2,283,453

60,945

First Solar, Inc. (a)(d)

287,811

17,217

Intel Corp. (d)

20,682,056

493,060

KLA-Tencor Corp.

688,013

43,943

Lam Research Corp. (a)

677,294

35,294

Linear Technology Corp. (d)

968,079

41,192

LSI Corp.

2,271,104

18,328

Microchip Technology, Inc. (d)

819,083

35,458

Micron Technology, Inc. (a)(d)

4,311,080

90,964

NVIDIA Corp.

2,401,967

37,471

Teradyne, Inc. (a)(d)

794,814

13,536

Texas Instruments, Inc.

4,571,361

196,569

Xilinx, Inc. (d)

1,105,498

49,117

 

1,324,444

Software - 3.4%

Adobe Systems, Inc. (a)

1,939,109

110,103

Common Stocks - continued

Shares

Value (000s)

INFORMATION TECHNOLOGY - continued

Software - continued

Autodesk, Inc. (a)

925,753

$ 41,890

CA Technologies, Inc.

1,361,865

44,942

Citrix Systems, Inc. (a)(d)

777,889

46,144

Electronic Arts, Inc. (a)(d)

1,272,880

28,232

Intuit, Inc. (d)

1,232,642

91,499

Microsoft Corp.

31,468,358

1,199,888

Oracle Corp.

14,802,579

522,383

Red Hat, Inc. (a)

785,868

36,818

salesforce.com, Inc. (a)(d)

2,276,272

118,571

Symantec Corp.

2,900,229

65,226

 

2,305,696

TOTAL INFORMATION TECHNOLOGY

11,942,187

MATERIALS - 3.4%

Chemicals - 2.5%

Air Products & Chemicals, Inc. (d)

870,315

94,716

Airgas, Inc.

274,624

29,832

CF Industries Holdings, Inc.

237,802

51,693

E.I. du Pont de Nemours & Co.

3,833,503

235,300

Eastman Chemical Co.

640,301

49,322

Ecolab, Inc.

1,125,989

120,672

FMC Corp.

566,083

41,245

International Flavors & Fragrances, Inc.

339,316

29,979

LyondellBasell Industries NV Class A

1,859,956

143,551

Monsanto Co.

2,213,125

250,813

PPG Industries, Inc.

593,262

109,196

Praxair, Inc.

1,224,002

154,542

Sherwin-Williams Co.

362,332

66,318

Sigma Aldrich Corp.

499,155

43,047

The Dow Chemical Co.

5,024,030

196,239

The Mosaic Co.

1,414,188

67,740

 

1,684,205

Construction Materials - 0.1%

Vulcan Materials Co.

539,522

30,413

Containers & Packaging - 0.2%

Avery Dennison Corp.

407,173

19,911

Ball Corp.

602,350

30,105

Bemis Co., Inc.

427,266

16,676

MeadWestvaco Corp.

737,044

25,878

Common Stocks - continued

Shares

Value (000s)

MATERIALS - continued

Containers & Packaging - continued

Owens-Illinois, Inc. (a)

682,313

$ 22,516

Sealed Air Corp.

813,222

26,113

 

141,199

Metals & Mining - 0.5%

Alcoa, Inc. (d)

4,440,088

42,669

Allegheny Technologies, Inc. (d)

448,160

14,888

Cliffs Natural Resources, Inc. (d)

635,680

15,898

Freeport-McMoRan Copper & Gold, Inc.

4,308,609

149,466

Newmont Mining Corp.

2,065,981

51,298

Nucor Corp.

1,320,907

67,446

United States Steel Corp. (d)

600,522

16,100

 

357,765

Paper & Forest Products - 0.1%

International Paper Co.

1,851,335

86,365

TOTAL MATERIALS

2,299,947

TELECOMMUNICATION SERVICES - 2.4%

Diversified Telecommunication Services - 2.2%

AT&T, Inc. (d)

22,047,852

776,305

CenturyLink, Inc. (d)

2,493,620

76,554

Frontier Communications Corp. (d)

4,150,206

19,423

Verizon Communications, Inc. (d)

11,879,712

589,471

Windstream Holdings, Inc. (d)

2,460,973

19,860

 

1,481,613

Wireless Telecommunication Services - 0.2%

Crown Castle International Corp. (a)

1,366,481

101,434

TOTAL TELECOMMUNICATION SERVICES

1,583,047

UTILITIES - 2.9%

Electric Utilities - 1.6%

American Electric Power Co., Inc.

2,020,768

95,097

Duke Energy Corp.

2,930,475

205,016

Edison International

1,352,558

62,502

Entergy Corp. (d)

740,112

45,806

Exelon Corp.

3,555,898

95,689

FirstEnergy Corp.

1,736,163

56,651

NextEra Energy, Inc.

1,762,923

149,126

Northeast Utilities

1,306,648

53,677

Common Stocks - continued

Shares

Value (000s)

UTILITIES - continued

Electric Utilities - continued

Pepco Holdings, Inc. (d)

1,034,144

$ 19,731

Pinnacle West Capital Corp.

456,637

24,366

PPL Corp.

2,622,411

80,534

Southern Co.

3,627,883

147,401

Xcel Energy, Inc. (d)

2,065,594

57,878

 

1,093,474

Gas Utilities - 0.1%

AGL Resources, Inc.

492,318

22,912

ONEOK, Inc. (d)

856,013

49,709

 

72,621

Independent Power Producers & Energy Traders - 0.1%

NRG Energy, Inc. (d)

1,340,589

35,472

The AES Corp.

2,555,200

37,229

 

72,701

Multi-Utilities - 1.1%

Ameren Corp.

1,007,265

36,110

CenterPoint Energy, Inc.

1,779,359

41,690

CMS Energy Corp. (d)

1,103,713

29,293

Consolidated Edison, Inc.

1,215,820

67,125

Dominion Resources, Inc.

2,403,719

156,025

DTE Energy Co.

726,321

48,475

Integrys Energy Group, Inc.

330,406

17,756

NiSource, Inc.

1,297,635

41,031

PG&E Corp.

1,848,649

74,630

Public Service Enterprise Group, Inc.

2,099,993

68,649

SCANA Corp.

581,127

27,412

Sempra Energy

942,983

83,397

TECO Energy, Inc. (d)

848,002

14,450

Wisconsin Energy Corp. (d)

945,127

39,478

 

745,521

TOTAL UTILITIES

1,984,317

TOTAL COMMON STOCKS

(Cost $39,152,566)


66,699,133

U.S. Treasury Obligations - 0.1%

 

Principal
Amount (000s)

Value (000s)

U.S. Treasury Bills, yield at date of purchase 0.07% to 0.09% 2/6/14 to 7/24/14 (e)
(Cost $52,976)

$ 53,000

$ 52,975

Money Market Funds - 5.3%

Shares

 

Fidelity Cash Central Fund, 0.10% (b)

864,825,558

864,826

Fidelity Securities Lending Cash Central Fund, 0.10% (b)(c)

2,720,108,854

2,720,109

TOTAL MONEY MARKET FUNDS

(Cost $3,584,935)


3,584,935

TOTAL INVESTMENT PORTFOLIO - 103.8%

(Cost $42,790,477)

70,337,043

NET OTHER ASSETS (LIABILITIES) - (3.8)%

(2,561,746)

NET ASSETS - 100%

$ 67,775,297

Futures Contracts

Expiration Date

Underlying Face Amount at Value (000s)

Unrealized Appreciation/
(Depreciation) (000s)

Purchased

Equity Index Contracts

985 CME E-mini S&P 500 Index Contracts (United States)

Dec. 2013

$ 88,852

$ 5,469

2,177 CME S&P 500 Index Contracts (United States)

Dec. 2013

981,881

28,012

TOTAL EQUITY INDEX CONTRACTS

$ 1,070,733

$ 33,481

 

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

Legend

(a) Non-income producing

(b) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

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

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $50,536,000.

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

$ 672

Fidelity Securities Lending Cash Central Fund

3,688

Total

$ 4,360

Other Information

The following is a summary of the inputs used, as of November 30, 2013, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Investment Valuation section at the end of this listing.

Valuation Inputs at Reporting Date:

Description
(Amounts in thousands)

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 8,408,311

$ 8,408,311

$ -

$ -

Consumer Staples

6,711,260

6,711,260

-

-

Energy

6,862,134

6,862,134

-

-

Financials

10,856,247

10,856,247

-

-

Health Care

8,817,212

8,817,212

-

-

Industrials

7,234,471

7,234,471

-

-

Information Technology

11,942,187

11,942,187

-

-

Materials

2,299,947

2,299,947

-

-

Telecommunication Services

1,583,047

1,583,047

-

-

Utilities

1,984,317

1,984,317

-

-

U.S. Government and Government Agency Obligations

52,975

-

52,975

-

Money Market Funds

3,584,935

3,584,935

-

-

Total Investments in Securities:

$ 70,337,043

$ 70,284,068

$ 52,975

$ -

Derivative Instruments:

Assets

Futures Contracts

$ 33,481

$ 33,481

$ -

$ -

Income Tax Information

At November 30, 2013, the cost of investment securities for income tax purposes was $42,877,447,000. Net unrealized appreciation aggregated $27,459,596,000, of which $30,445,860,000 related to appreciated investment securities and $2,986,264,000 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. In accordance with valuation policies and procedures approved by the Board of Trustees (the Board), the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Fidelity Management & Research Company (FMR) Fair Value Committee (the Committee), in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and is responsible for approving and reporting to the Board all fair value determinations. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:

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

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

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

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

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

Quarterly Report

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

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

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

or an affiliate.

Quarterly Report

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:

January 29, 2014

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:

January 29, 2014

By:

/s/Christine Reynolds

 

Christine Reynolds

 

Chief Financial Officer

 

 

Date:

January 29, 2014