Spartan® Total Market Index
Spartan Extended Market Index
Spartan International Index
Funds -
Investor Class
Fidelity Advantage Class

Semiannual Report

(2_fidelity_logos) (Registered_Trademark)

August 31, 2009

Contents

Chairman's Message

<Click Here>

The Chairman's message to shareholders

Shareholder Expense Example

<Click Here>

An example of shareholder expenses

Spartan Total Market Index Fund

<Click Here>

Investment Changes

<Click Here>

Investments

<Click Here>

Financial Statements

Spartan Extended Market Index Fund

<Click Here>

Investment Changes

<Click Here>

Investments

<Click Here>

Financial Statements

Spartan International Index Fund

<Click Here>

Investment Changes

<Click Here>

Investments

<Click Here>

Financial Statements

Notes

<Click Here>

Notes to the Financial Statements

Board Approval of Investment Advisory Contracts and Management Fees

<Click Here>

To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov. You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.

Geode is a registered trademark of Geode Capital Management, LLC.

Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.

Other third party marks appearing herein are the property of their respective owners.

All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company.

This report and the financial statements contained herein are submitted for the general information of the shareholders of the funds. This report is not authorized for distribution to prospective investors in the funds unless preceded or accompanied by an effective prospectus.

A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Forms N-Q are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-Q may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330. For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com or http://www.advisor.fidelity.com, as applicable.

NOT FDIC INSURED �� MAY LOSE VALUE �� NO BANK GUARANTEE

Neither the funds nor Fidelity Distributors Corporation is a bank.

Semiannual Report

Chairman's Message

(photo_of_Edward_C_Johnson_3d)

Dear Shareholder:

We've seen a welcome uptick in the global equity markets this spring and summer, as signs of stabilization in some economic indicators have brought many investors back into the marketplace. But there remain other key measures - notably high unemployment and slack consumer spending - that suggest the road back to economic health could still be a bumpy ride. Financial markets are always unpredictable, of course, but there also are several time-tested investment principles that can help put the historical odds in your favor.

One of the basic tenets is to invest for the long term. Over time, riding out the markets' inevitable ups and downs has proven much more effective than selling into panic or chasing the hottest trend. Even missing only a few of the markets' best days can significantly diminish investor returns. Patience also affords the benefits of compounding - of earning interest on additional income or reinvested dividends and capital gains. There can be tax advantages and cost benefits to consider as well. While staying the course doesn't eliminate risk, it can considerably lessen the effect of short-term declines.

You can further manage your investing risk through diversification. And today, more than ever, geographic diversification should be taken into account. Studies indicate that asset allocation is the single most important determinant of a portfolio's long-term success. The right mix of stocks, bonds and cash - aligned to your particular risk tolerance and investment objective - is very important. Age-appropriate rebalancing is also an essential aspect of asset allocation. For younger investors, an emphasis on equities - which historically have been the best-performing asset class over time - is encouraged. As investors near their specific goal, such as retirement or sending a child to college, consideration may be given to replacing volatile assets (e.g. common stocks) with more-stable fixed investments (bonds or savings plans).

A third principle - investing regularly - can help lower the average cost of your purchases. Investing a certain amount of money each month or quarter helps ensure you won't pay for all your shares at market highs. This strategy - known as dollar cost averaging - also reduces "emotion" from investing, helping shareholders avoid selling weak performers just prior to an upswing, or chasing a hot performer just before a correction.

We invite you to contact us via the Internet, through our Investor Centers or by phone. It is our privilege to provide you the information you need to make the investments that are right for you.

Sincerely,

/s/Edward C. Johnson 3d

Edward C. Johnson 3d

Semiannual Report

Shareholder Expense Example

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including redemption fees, and (2) ongoing costs, including management fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in the Funds and to compare these costs with the ongoing costs of investing in other mutual funds.

The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (March 1, 2009 to August 31, 2009).

Actual Expenses

The first line of the accompanying table for each class of each fund provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class of the fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. An annual index fund fee of $10 that is charged once a year may apply for certain accounts with a value of less than $10,000. This fee is not included in the table below. If it was, the estimate of expenses you paid during the period would be higher, and your ending account value lower, by this amount. In addition, each Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.

Hypothetical Example for Comparison Purposes

The second line of the accompanying table for each class of each fund provides information about hypothetical account values and hypothetical expenses based on a Class' actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Class' actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. An annual index fund fee of $10 that is charged once a year may apply for certain accounts with a value of less than $10,000. This fee is not included in the table below. If it was, the estimate of expenses you paid during the period would be higher, and your ending account value lower, by this amount. In addition, each Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.

Annualized
Expense Ratio

Beginning
Account Value
March 1, 2009

Ending
Account Value
August 31, 2009

Expenses Paid
During Period
*
March 1, 2009 to
August 31, 2009

Spartan Total Market Index

Investor Class

.10%

Actual

$ 1,000.00

$ 1,418.40

$ .61

HypotheticalA

$ 1,000.00

$ 1,024.70

$ .51

Fidelity Advantage Class

.07%

Actual

$ 1,000.00

$ 1,417.80

$ .43

HypotheticalA

$ 1,000.00

$ 1,024.85

$ .36

Spartan Extended Market Index

Investor Class

.10%

Actual

$ 1,000.00

$ 1,481.70

$ .63

HypotheticalA

$ 1,000.00

$ 1,024.70

$ .51

Fidelity Advantage Class

.07%

Actual

$ 1,000.00

$ 1,481.80

$ .44

HypotheticalA

$ 1,000.00

$ 1,024.85

$ .36

Spartan International Index

Investor Class

.10%

Actual

$ 1,000.00

$ 1,552.10

$ .64

HypotheticalA

$ 1,000.00

$ 1,024.70

$ .51

Fidelity Advantage Class

.07%

Actual

$ 1,000.00

$ 1,552.30

$ .45

HypotheticalA

$ 1,000.00

$ 1,024.85

$ .36

A 5% return per year before expenses

* Expenses are equal to each Class' annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/ 365 (to reflect the one-half year period).

Semiannual Report

Spartan Total Market Index Fund

Investment Changes (Unaudited)

Top Ten Stocks as of August 31, 2009

% of fund's
net assets

% of fund's net assets
6 months ago

Exxon Mobil Corp.

3.1

4.2

Microsoft Corp.

1.8

1.6

Johnson & Johnson

1.5

1.7

JPMorgan Chase & Co.

1.5

1.0

Procter & Gamble Co.

1.4

1.7

International Business Machines Corp.

1.4

1.5

AT&T, Inc.

1.4

1.7

Apple, Inc.

1.3

1.0

General Electric Co.

1.3

1.1

Chevron Corp.

1.3

1.5

16.0

Market Sectors as of August 31, 2009

% of fund's
net assets

% of fund's net assets
6 months ago

Information Technology

17.9

16.4

Financials

16.3

11.7

Health Care

13.0

14.6

Energy

11.1

12.5

Industrials

10.2

9.5

Consumer Discretionary

9.8

8.6

Consumer Staples

9.8

11.1

Utilities

3.9

4.4

Materials

3.7

3.3

Telecommunication Services

2.9

3.5

Percentages are adjusted for the effect of futures and swap contracts, if applicable.

Semiannual Report

Spartan Total Market Index Fund

Investments August 31, 2009 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 98.5%

Shares

Value

CONSUMER DISCRETIONARY - 9.8%

Auto Components - 0.3%

American Axle & Manufacturing Holdings, Inc. (c)

 21,960

$ 135,713

Amerigon, Inc. (a)(c)

 19,084

121,374

ArvinMeritor, Inc. (c)

 36,209

264,688

BorgWarner, Inc.

 81,589

2,420,746

Cooper Tire & Rubber Co.

 67,375

962,115

Dana Holding Corp. (a)

 36,800

192,464

Drew Industries, Inc. (a)(c)

 13,018

267,910

Exide Technologies (a)

 67,099

477,074

Federal-Mogul Corp. Class A (a)

 14,970

188,323

Fuel Systems Solutions, Inc. (a)(c)

 16,436

550,935

Gentex Corp. (c)

 122,769

1,791,200

Johnson Controls, Inc.

 437,670

10,841,086

Modine Manufacturing Co.

 18,795

159,194

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

 18,321

14,840

Spartan Motors, Inc. (c)

 9,796

53,192

Standard Motor Products, Inc. (c)

 5,058

62,618

Stoneridge, Inc. (a)

 3,821

20,328

Strattec Security Corp.

 781

11,473

Superior Industries International, Inc. (c)

 31,677

450,447

Tenneco, Inc. (a)(c)

 40,482

635,567

The Goodyear Tire & Rubber Co. (a)

 175,000

2,885,750

TRW Automotive Holdings Corp. (a)(c)

 51,239

904,368

WABCO Holdings, Inc.

 58,594

1,117,388

24,528,793

Automobiles - 0.3%

Ford Motor Co. (a)

 2,416,386

18,364,534

Harley-Davidson, Inc. (c)

 165,779

3,975,380

Thor Industries, Inc. (c)

 29,832

777,124

Winnebago Industries, Inc. (c)

 26,601

321,872

23,438,910

Distributors - 0.1%

Audiovox Corp. Class A (a)

 4,180

29,511

Core-Mark Holding Co., Inc. (a)

 4,000

114,840

Genuine Parts Co.

 118,000

4,370,720

LKQ Corp. (a)

 109,133

1,894,549

6,409,620

Diversified Consumer Services - 0.4%

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

 19,746

684,199

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

 98,500

6,384,770

Bridgepoint Education, Inc.

 9,730

178,740

Brinks Home Security Holdings, Inc. (a)

 29,000

906,830

Capella Education Co. (a)(c)

 15,227

964,630

Career Education Corp. (a)(c)

 68,000

1,615,000

Coinstar, Inc. (a)(c)

 25,148

830,135

Corinthian Colleges, Inc. (a)(c)

 57,826

1,108,524

CPI Corp.

 2,388

43,175

DeVry, Inc. (c)

 44,000

2,248,400

Shares

Value

Grand Canyon Education, Inc.

 11,221

$ 195,245

H&R Block, Inc.

 250,000

4,320,000

Hillenbrand, Inc.

 45,573

912,371

ITT Educational Services, Inc. (a)(c)

 27,550

2,892,475

Jackson Hewitt Tax Service, Inc. (c)

 41,725

233,243

K12, Inc. (a)(c)

 21,701

446,824

Learning Tree International, Inc. (a)

 3,821

41,878

Lincoln Educational Services Corp. (a)(c)

 11,529

255,713

Matthews International Corp. Class A (c)

 24,562

855,740

Nobel Learning Communities, Inc. (a)

 1,000

11,100

Pre-Paid Legal Services, Inc. (c)

 5,993

274,719

Princeton Review, Inc. (a)(c)

 17,342

68,848

Regis Corp.

 40,300

652,054

Service Corp. International (c)

 165,000

1,168,200

Sotheby's Class A (ltd. vtg.)

 71,779

1,138,415

Steiner Leisure Ltd. (a)(c)

 12,388

411,529

Stewart Enterprises, Inc. Class A

 64,820

344,194

StoneMor Partners LP

 6,000

93,660

Strayer Education, Inc.

 10,147

2,142,032

Universal Technical Institute, Inc. (a)

 34,066

685,749

Weight Watchers International, Inc.

 31,703

869,613

32,978,005

Hotels, Restaurants & Leisure - 1.6%

AFC Enterprises, Inc. (a)

 14,058

116,681

Ambassadors Group, Inc.

 12,856

202,868

Ameristar Casinos, Inc. (c)

 11,703

194,387

Bally Technologies, Inc. (a)(c)

 40,848

1,651,485

BJ's Restaurants, Inc. (a)(c)

 25,297

433,844

Bluegreen Corp. (a)

 13,016

37,746

Bob Evans Farms, Inc.

 30,971

832,191

Boyd Gaming Corp. (a)(c)

 57,914

595,356

Brinker International, Inc.

 77,715

1,131,530

Buffalo Wild Wings, Inc. (a)(c)

 16,070

662,566

Burger King Holdings, Inc.

 65,060

1,166,526

California Pizza Kitchen, Inc. (a)(c)

 45,324

637,255

Carnival Corp. unit

 313,486

9,169,466

CEC Entertainment, Inc. (a)(c)

 25,244

675,277

Cedar Fair LP (depository unit)

 38,153

420,828

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

 24,992

2,096,329

Choice Hotels International, Inc. (c)

 20,476

604,042

Churchill Downs, Inc.

 8,627

325,842

CKE Restaurants, Inc. (c)

 30,748

297,333

Cracker Barrel Old Country Store, Inc. (c)

 21,638

614,736

Darden Restaurants, Inc. (c)

 82,033

2,701,347

Denny's Corp. (a)(c)

 50,513

128,808

DineEquity, Inc. (c)

 14,923

314,577

Domino's Pizza, Inc. (a)(c)

 30,462

246,438

Dover Downs Gaming & Entertainment, Inc.

 1,755

10,495

Dover Motorsports, Inc.

 11,625

16,856

Empire Resorts, Inc. (a)(c)

 15,456

44,513

Gaylord Entertainment Co. (a)(c)

 24,853

505,013

Great Wolf Resorts, Inc. (a)

 13,290

46,648

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Hotels, Restaurants & Leisure - continued

Icahn Enterprises LP

 6,318

$ 267,567

International Game Technology

 216,557

4,530,372

International Speedway Corp. Class A (c)

 19,173

533,201

Interval Leisure Group, Inc. (a)

 24,847

260,645

Isle of Capri Casinos, Inc. (a)(c)

 7,404

75,743

Jack in the Box, Inc. (a)(c)

 30,018

612,067

Jamba, Inc. (a)(c)

 40,851

43,711

Krispy Kreme Doughnuts, Inc. (a)

 54,837

168,350

Landry's Restaurants, Inc. (a)

 4,778

46,347

Las Vegas Sands Corp. (a)(c)

 322,027

4,592,105

Life Time Fitness, Inc. (a)(c)

 26,788

833,643

Lodgian, Inc. (a)

 4,642

6,452

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

 8

0

Luby's, Inc. (a)

 17,000

73,950

Marcus Corp.

 23,391

292,855

Marriott International, Inc. Class A (c)

 217,539

5,199,182

McCormick & Schmick's Seafood Restaurants (a)

 16,005

141,004

McDonald's Corp.

 836,342

47,035,874

MGM Mirage, Inc. (a)(c)

 172,383

1,460,084

Monarch Casino & Resort, Inc. (a)

 5,587

56,038

Morgans Hotel Group Co. (a)(c)

 24,428

120,430

MTR Gaming Group, Inc. (a)

 6,687

22,468

Multimedia Games, Inc. (a)(c)

 5,149

25,848

O'Charleys, Inc.

 4,598

35,175

Orient Express Hotels Ltd. Class A (c)

 61,088

608,436

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

 32,684

1,042,946

Panera Bread Co. Class A (a)(c)

 19,435

1,014,701

Papa John's International, Inc. (a)(c)

 24,389

568,995

Peet's Coffee & Tea, Inc. (a)(c)

 21,058

554,036

Penn National Gaming, Inc. (a)(c)

 58,555

1,710,392

Pinnacle Entertainment, Inc. (a)(c)

 115,133

1,079,948

Premier Exhibitions, Inc. (a)

 1,600

1,168

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

 24,590

474,095

Royal Caribbean Cruises Ltd. (c)

 104,458

1,993,059

Rubio's Restaurants, Inc. (a)

 5,755

34,875

Ruby Tuesday, Inc. (a)(c)

 49,861

363,985

Ruth's Chris Steak House, Inc. (a)

 25,925

102,663

Scientific Games Corp. Class A (a)

 46,137

711,433

Shuffle Master, Inc. (a)

 37,346

283,083

Sonic Corp. (a)(c)

 71,268

814,593

Speedway Motorsports, Inc.

 7,046

109,565

Starbucks Corp. (a)(c)

 546,516

10,378,339

Starwood Hotels & Resorts Worldwide, Inc. (c)

 121,330

3,613,207

Texas Roadhouse, Inc. Class A (a)(c)

 91,170

929,022

The Cheesecake Factory, Inc. (a)(c)

 34,919

641,462

The Steak n Shake Co. (a)(c)

 14,127

148,051

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

 15,248

41,932

Vail Resorts, Inc. (a)(c)

 15,616

517,202

Shares

Value

Wendy's/Arby's Group, Inc.

 291,585

$ 1,469,588

WMS Industries, Inc. (a)

 34,550

1,462,502

Wyndham Worldwide Corp.

 132,716

2,010,647

Wynn Resorts Ltd. (a)(c)

 55,367

2,997,016

Yum! Brands, Inc. (c)

 341,737

11,704,492

139,695,527

Household Durables - 0.6%

American Biltrite, Inc. (a)

 400

524

American Greetings Corp. Class A

 35,079

487,247

Bassett Furniture Industries, Inc.

 2,149

10,874

Beazer Homes USA, Inc. (a)(c)

 17,239

74,300

Black & Decker Corp.

 41,673

1,838,613

Blyth, Inc.

 10,795

491,173

Brookfield Homes Corp. (a)(c)

 6,161

44,359

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

 6,643

10,230

Cavco Industries, Inc. (a)

 10,167

328,496

Champion Enterprises, Inc. (a)

 91,135

52,858

Cobra Electronics Corp. (a)

 1,200

1,716

Craftmade International, Inc. (a)

 2,030

5,806

CSS Industries, Inc.

 12,000

250,560

D.R. Horton, Inc.

 199,396

2,673,900

Dixie Group, Inc. (a)

 3,463

10,389

Ethan Allen Interiors, Inc. (c)

 19,914

309,464

Flexsteel Industries, Inc.

 2,030

15,936

Fortune Brands, Inc. (c)

 106,097

4,223,722

Furniture Brands International, Inc.

 30,000

167,700

Garmin Ltd. (c)

 98,508

3,237,958

Harman International Industries, Inc. (c)

 49,623

1,488,194

Helen of Troy Ltd. (a)(c)

 41,487

896,949

Hooker Furniture Corp.

 15,000

199,650

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

 21,663

116,330

iRobot Corp. (a)(c)

 25,165

288,643

Jarden Corp. (a)(c)

 66,000

1,607,100

KB Home

 66,279

1,206,941

Koss Corp.

 1,552

18,981

La-Z-Boy, Inc. (c)

 24,674

208,989

Leggett & Platt, Inc.

 120,000

2,190,000

Lennar Corp. Class A (c)

 90,467

1,370,575

Lifetime Brands, Inc. (c)

 300

1,713

M.D.C. Holdings, Inc.

 26,000

973,960

M/I Homes, Inc. (a)(c)

 28,931

457,688

Meritage Homes Corp. (a)(c)

 34,176

765,884

Mohawk Industries, Inc. (a)

 39,500

1,979,740

National Presto Industries, Inc. (c)

 3,694

309,446

Newell Rubbermaid, Inc.

 205,860

2,865,571

NVR, Inc. (a)(c)

 3,500

2,363,375

Orleans Homebuilders, Inc. (a)(c)

 3,981

15,128

Palm Harbor Homes, Inc. (a)

 5,872

17,322

Pulte Homes, Inc. (c)

 238,598

3,049,282

Russ Berrie & Co., Inc. (a)

 3,505

20,119

Ryland Group, Inc. (c)

 37,577

861,265

Sealy Corp., Inc. (a)

 21,635

56,684

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Household Durables - continued

Skyline Corp.

 6,539

$ 154,124

Snap-On, Inc. (c)

 40,000

1,492,800

Standard Pacific Corp. (a)

 114,480

415,562

Stanley Furniture Co., Inc.

 5,015

60,782

Tempur-Pedic International, Inc. (c)

 44,615

660,302

The Stanley Works

 56,000

2,292,080

Toll Brothers, Inc. (a)(c)

 90,079

2,048,396

Tupperware Brands Corp.

 45,380

1,678,606

Universal Electronics, Inc. (a)

 16,673

313,786

Whirlpool Corp.

 53,000

3,403,130

50,084,922

Internet & Catalog Retail - 0.4%

1-800-FLOWERS.com, Inc. Class A (a)

 28,158

87,008

Amazon.com, Inc. (a)(c)

 232,168

18,849,720

Blue Nile, Inc. (a)(c)

 13,187

730,296

dELiA*s, Inc. (a)

 3,463

8,658

Drugstore.com, Inc. (a)

 8,721

20,669

Expedia, Inc. (a)(c)

 157,856

3,638,581

Gaiam, Inc. Class A (a)

 14,668

81,847

Hollywood Media Corp. (a)

 1,200

1,920

HSN, Inc. (a)

 26,011

270,514

Liberty Media Corp. Interactive Series A (a)

 435,000

4,167,300

Netflix, Inc. (a)(c)

 33,534

1,464,094

NutriSystem, Inc.

 31,318

445,655

Orbitz Worldwide, Inc. (a)(c)

 15,000

94,050

Overstock.com, Inc. (a)(c)

 16,829

209,689

PetMed Express, Inc. (c)

 40,524

733,079

Priceline.com, Inc. (a)(c)

 32,000

4,927,360

Shutterfly, Inc. (a)(c)

 24,946

360,719

Stamps.com, Inc. (a)

 4,851

41,816

Ticketmaster Entertainment, Inc. (a)

 29,504

287,959

ValueVision Media, Inc. Class A (a)

 21,687

71,567

36,492,501

Leisure Equipment & Products - 0.1%

Arctic Cat, Inc.

 5,971

42,633

Brunswick Corp. (c)

 79,627

739,735

Callaway Golf Co.

 72,163

510,192

Eastman Kodak Co. (c)

 239,847

1,275,986

Hasbro, Inc.

 87,355

2,480,008

JAKKS Pacific, Inc. (a)(c)

 21,157

283,504

Johnson Outdoors, Inc. Class A

 2,747

26,509

Leapfrog Enterprises, Inc. Class A (a)

 25,168

98,910

Marine Products Corp.

 13,658

69,656

Mattel, Inc. (c)

 256,661

4,617,331

Meade Instruments Corp. (a)

 130

439

Nautilus, Inc. (a)

 6,001

10,322

Polaris Industries, Inc.

 28,245

1,065,119

Pool Corp.

 47,772

1,137,929

RC2 Corp. (a)

 10,486

164,630

Shares

Value

Smith & Wesson Holding Corp. (a)(c)

 23,199

$ 124,811

Steinway Musical Instruments, Inc. (a)

 5,374

61,694

Sturm Ruger & Co., Inc. (c)

 42,290

584,025

13,293,433

Media - 2.6%

4Kids Entertainment, Inc. (a)

 12,821

18,334

A.H. Belo Corp. Class A

 8,701

25,929

Alloy, Inc. (a)

 1,732

11,552

Arbitron, Inc.

 22,064

404,212

Ascent Media Corp. (a)

 17,787

457,126

Ballantyne of Omaha, Inc. (a)

 100

269

Belo Corp. Series A (c)

 43,507

145,313

Cablevision Systems Corp. - NY Group Class A

 169,173

3,779,325

Carmike Cinemas, Inc. (c)

 16,306

165,343

CBS Corp. Class B

 437,411

4,527,204

Cinemark Holdings, Inc. (c)

 31,385

315,105

CKX, Inc. (a)(c)

 23,871

150,626

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

 51,451

349,352

Comcast Corp. Class A

 2,162,241

33,125,532

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

 9,666

17,302

Cumulus Media, Inc. Class A (a)(c)

 44,350

61,647

Discovery Communications, Inc. (a)

 206,000

5,339,520

DISH Network Corp. Class A (a)(c)

 164,883

2,689,242

Dolan Media Co. (a)(c)

 10,000

106,000

DreamWorks Animation SKG, Inc. Class A (a)

 50,000

1,688,000

E.W. Scripps Co. Class A

 13,637

94,914

EDCI Holdings, Inc. (a)

 859

4,243

Emmis Communications Corp.
Class A (a)

 9,275

6,122

Entercom Communications Corp. Class A

 17,572

85,927

Entravision Communication Corp. Class A (a)

 53,671

61,185

Fisher Communications, Inc.

 3,105

64,056

Gannett Co., Inc.

 160,205

1,384,171

Gray Television, Inc.

 8,695

6,347

Harris Interactive, Inc. (a)

 6,269

5,454

Harte-Hanks, Inc.

 52,908

689,920

Image Entertainment, Inc. (a)(c)

 700

588

Insignia Systems, Inc. (a)

 2,664

10,097

Interactive Data Corp.

 21,445

497,738

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

 360,000

2,264,400

John Wiley & Sons, Inc. Class A

 34,061

1,092,336

Journal Communications, Inc. Class A

 22,879

84,652

Knology, Inc. (a)

 33,900

245,436

Lamar Advertising Co. Class A (a)(c)

 56,277

1,288,181

Lee Enterprises, Inc. (c)

 27,681

50,103

Liberty Global, Inc. Class A (a)(c)

 211,426

4,628,115

Liberty Media Corp.:

Capital Series A (a)

 88,904

1,697,177

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Media - continued

Liberty Media Corp.: - continued

Entertainment Series A (a)

 385,891

$ 10,762,500

LIN TV Corp. Class A (a)

 41,885

146,598

Live Nation, Inc. (a)

 79,660

560,010

LodgeNet Entertainment Corp. (a)(c)

 15,151

105,754

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

 20,190

144,762

Marvel Entertainment, Inc. (a)

 37,681

1,822,630

McGraw-Hill Companies, Inc.

 234,492

7,881,276

Media General, Inc. Class A (c)

 25,296

205,909

Mediacom Communications Corp. Class A (a)(c)

 70,280

353,508

Meredith Corp.

 20,783

575,273

Morningstar, Inc. (a)(c)

 12,506

554,016

National CineMedia, Inc.

 37,485

562,275

Navarre Corp. (a)

 6,926

12,259

New Frontier Media, Inc. (a)

 5,971

13,076

News Corp. Class A

 1,738,544

18,637,192

Omnicom Group, Inc. (c)

 234,000

8,498,880

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

 4,445

12,268

PRIMEDIA, Inc.

 6,332

15,893

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

 27,442

20,033

RCN Corp. (a)

 19,644

184,064

Regal Entertainment Group Class A

 45,163

571,312

Regent Communication, Inc. (a)

 7,397

2,663

Rentrak Corp. (a)

 600

9,540

Saga Communications, Inc. Class A (a)

 233

3,320

Salem Communications Corp. Class A (a)

 2,015

5,340

Scholastic Corp.

 20,042

488,223

Scripps Networks Interactive, Inc. Class A

 59,025

1,916,542

Sinclair Broadcast Group, Inc. Class A

 28,926

81,861

Sirius XM Radio, Inc. (a)

 2,763,512

1,861,225

Spanish Broadcasting System, Inc. Class A (a)

 8,120

2,760

The DIRECTV Group, Inc. (a)(c)

 343,741

8,511,027

The McClatchy Co. Class A

 23,941

47,643

The New York Times Co. Class A (c)

 75,000

570,750

The Walt Disney Co.

 1,308,905

34,083,886

Time Warner Cable, Inc. (c)

 256,444

9,467,912

Time Warner, Inc.

 890,692

24,859,214

Valassis Communications, Inc. (a)(c)

 32,378

508,335

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

 400,602

10,031,074

Virgin Media, Inc. (c)

 212,123

2,424,566

Warner Music Group Corp. (a)

 28,685

131,377

Washington Post Co. Class B (c)

 3,838

1,667,074

World Wrestling Entertainment, Inc. Class A

 39,716

566,350

216,518,265

Multiline Retail - 0.7%

99 Cents Only Stores (a)(c)

 39,655

538,118

Shares

Value

Big Lots, Inc. (a)(c)

 58,502

$ 1,487,121

Dillard's, Inc. Class A (c)

 44,543

508,236

Dollar Tree, Inc. (a)

 63,500

3,171,190

Family Dollar Stores, Inc.

 98,500

2,982,580

Fred's, Inc. Class A

 51,615

675,124

JCPenney Co., Inc. (c)

 139,000

4,175,560

Kohl's Corp. (a)(c)

 214,000

11,040,260

Macy's, Inc.

 320,000

4,966,400

Nordstrom, Inc.

 120,000

3,364,800

Retail Ventures, Inc. (a)

 12,266

59,367

Saks, Inc. (a)(c)

 140,770

858,697

Sears Holdings Corp. (a)(c)

 43,256

2,744,593

Target Corp.

 513,500

24,134,500

The Bon-Ton Stores, Inc. (c)

 8,752

60,039

Tuesday Morning Corp. (a)

 10,850

48,825

60,815,410

Specialty Retail - 2.2%

A.C. Moore Arts & Crafts, Inc. (a)

 3,702

12,883

Aarons, Inc.

 40,571

1,058,903

Abercrombie & Fitch Co. Class A

 59,069

1,907,338

Advance Auto Parts, Inc. (c)

 70,000

2,961,000

Aeropostale, Inc. (a)(c)

 51,849

2,029,888

America's Car Mart, Inc. (a)(c)

 3,150

64,890

American Eagle Outfitters, Inc. (c)

 119,725

1,616,288

AnnTaylor Stores Corp. (a)(c)

 58,359

821,695

Asbury Automotive Group, Inc.

 15,449

193,113

AutoNation, Inc. (a)(c)

 80,000

1,518,400

AutoZone, Inc. (a)(c)

 27,774

4,089,722

Barnes & Noble, Inc.

 31,168

644,866

bebe Stores, Inc.

 14,487

110,536

Bed Bath & Beyond, Inc. (a)(c)

 198,000

7,223,040

Best Buy Co., Inc.

 249,314

9,045,112

Big 5 Sporting Goods Corp.

 18,888

288,420

Blockbuster, Inc. Class A (a)

 111,889

107,413

Books-A-Million, Inc.

 5,135

69,733

Borders Group, Inc. (a)

 41,722

132,259

Brown Shoe Co., Inc.

 58,199

436,493

Build-A-Bear Workshop, Inc. (a)(c)

 4,710

21,996

Cabela's, Inc. Class A (a)(c)

 24,283

389,742

Cache, Inc. (a)

 3,350

17,521

CarMax, Inc. (a)

 145,000

2,509,950

Casual Male Retail Group, Inc. (a)

 8,101

24,870

Charlotte Russe Holding, Inc. (a)

 24,919

433,341

Charming Shoppes, Inc. (a)

 65,546

343,461

Chico's FAS, Inc. (a)(c)

 125,880

1,602,452

Christopher & Banks Corp. (c)

 21,140

145,020

Citi Trends, Inc. (a)(c)

 19,606

437,018

Coldwater Creek, Inc. (a)(c)

 61,586

458,200

Collective Brands, Inc. (a)(c)

 45,368

718,629

Conn's, Inc. (a)(c)

 9,074

102,627

Cost Plus, Inc. (a)

 4,090

8,057

Destination Maternity Corp. (a)(c)

 1,194

23,976

Dick's Sporting Goods, Inc. (a)(c)

 55,422

1,242,007

Common Stocks - continued

Shares

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CONSUMER DISCRETIONARY - continued

Specialty Retail - continued

Dress Barn, Inc. (a)(c)

 60,608

$ 983,668

DSW, Inc. Class A (a)(c)

 25,183

381,774

Emerging Vision, Inc. (a)

 3,800

460

Finish Line, Inc. Class A

 34,767

286,828

Foot Locker, Inc.

 121,712

1,297,450

Gamestop Corp. Class A (a)(c)

 121,000

2,879,800

Gap, Inc. (c)

 371,254

7,295,141

Genesco, Inc. (a)(c)

 23,200

508,080

Group 1 Automotive, Inc.

 20,000

563,400

Guess?, Inc.

 40,182

1,407,977

Gymboree Corp. (a)(c)

 20,000

895,800

Haverty Furniture Companies, Inc.

 19,389

226,270

hhgregg, Inc. (a)(c)

 14,038

242,577

Hibbett Sports, Inc. (a)(c)

 26,443

464,604

Home Depot, Inc.

 1,269,873

34,654,834

Hot Topic, Inc. (a)

 59,826

416,389

J. Crew Group, Inc. (a)(c)

 42,069

1,434,132

Jo-Ann Stores, Inc. (a)(c)

 16,826

459,686

Jos. A. Bank Clothiers, Inc. (a)

 12,318

542,115

Kirkland's, Inc. (a)

 2,250

31,860

Limited Brands, Inc. (c)

 199,728

2,979,942

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

 2,182

27,951

Lowe's Companies, Inc.

 1,090,000

23,435,000

MarineMax, Inc. (a)(c)

 3,071

21,651

Midas, Inc. (a)

 17,549

158,643

Monro Muffler Brake, Inc. (c)

 22,068

568,913

New York & Co., Inc. (a)(c)

 22,599

104,633

O'Reilly Automotive, Inc. (a)(c)

 102,000

3,904,560

Office Depot, Inc. (a)

 180,000

939,600

OfficeMax, Inc. (c)

 77,180

872,906

Pacific Sunwear of California, Inc. (a)

 42,886

189,556

Penske Automotive Group, Inc. (c)

 31,974

565,620

Perfumania Holdings, Inc. (a)

 325

712

PetSmart, Inc.

 89,000

1,860,990

Pier 1 Imports, Inc. (a)

 64,537

163,279

Pomeroy IT Solutions, Inc. (a)

 3,416

20,325

RadioShack Corp. (c)

 90,000

1,361,700

Rent-A-Center, Inc. (a)(c)

 45,000

887,850

Rex Stores Corp. (a)

 3,513

36,816

Ross Stores, Inc.

 89,256

4,162,900

Sally Beauty Holdings, Inc. (a)(c)

 63,165

449,103

Select Comfort Corp. (a)(c)

 29,583

93,482

Sherwin-Williams Co. (c)

 71,500

4,304,300

Shoe Carnival, Inc. (a)

 3,092

48,606

Signet Jewelers Ltd.

 62,810

1,521,886

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

 32,899

421,765

Stage Stores, Inc.

 27,048

361,091

Staples, Inc. (c)

 530,000

11,453,300

Stein Mart, Inc. (a)(c)

 10,292

127,209

Systemax, Inc. (a)(c)

 7,631

101,492

Talbots, Inc. (c)

 11,749

70,024

Shares

Value

The Buckle, Inc. (c)

 20,272

$ 536,194

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

 36,044

615,632

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

 21,041

638,174

The Men's Wearhouse, Inc.

 34,678

901,628

The Pep Boys - Manny, Moe & Jack (c)

 43,830

391,402

Tiffany & Co., Inc. (c)

 88,000

3,201,440

TJX Companies, Inc. (c)

 307,776

11,064,547

Tractor Supply Co. (a)(c)

 27,000

1,270,620

Trans World Entertainment Corp. (a)

 3,463

3,186

TravelCenters of America LLC (a)

 9,983

35,140

Tween Brands, Inc. (a)

 17,713

134,619

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

 21,560

248,371

Urban Outfitters, Inc. (a)(c)

 92,714

2,635,859

West Marine, Inc. (a)

 3,821

31,600

Wet Seal, Inc. Class A (a)(c)

 63,290

222,148

Williams-Sonoma, Inc. (c)

 62,000

1,186,060

Zale Corp. (a)(c)

 26,205

169,808

Zumiez, Inc. (a)(c)

 20,815

263,102

182,549,039

Textiles, Apparel & Luxury Goods - 0.5%

American Apparel, Inc. (a)(c)

 34,191

126,507

Carter's, Inc. (a)(c)

 40,282

1,013,495

Cherokee, Inc.

 7,207

148,176

Coach, Inc.

 232,933

6,589,675

Columbia Sportswear Co. (c)

 8,418

330,912

Crocs, Inc. (a)(c)

 38,013

241,383

Deckers Outdoor Corp. (a)(c)

 10,669

728,693

Fossil, Inc. (a)(c)

 37,946

963,069

G-III Apparel Group Ltd. (a)

 10,000

149,500

Hanesbrands, Inc. (a)(c)

 67,000

1,411,020

Iconix Brand Group, Inc. (a)(c)

 46,366

796,568

Jones Apparel Group, Inc. (c)

 72,951

1,137,306

K-Swiss, Inc. Class A (c)

 27,036

260,627

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

 11,067

111,223

Liz Claiborne, Inc.

 110,999

471,746

Maidenform Brands, Inc. (a)(c)

 20,939

337,955

Movado Group, Inc. (c)

 10,191

130,954

NIKE, Inc. Class B

 201,266

11,148,124

Oxford Industries, Inc.

 10,105

141,470

Perry Ellis International, Inc. (a)

 2,923

36,508

Phillips-Van Heusen Corp.

 37,458

1,415,163

Polo Ralph Lauren Corp. Class A (c)

 41,700

2,768,046

Polymer Group, Inc.:

Class A warrants 3/4/10 (a)

 6

0

Class B warrants 3/4/10 (a)

 6

0

Quiksilver, Inc. (a)

 56,019

157,974

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

 19,752

351,783

Steven Madden Ltd. (a)(c)

 16,880

544,042

Timberland Co. Class A (a)(c)

 58,515

758,354

True Religion Apparel, Inc. (a)(c)

 27,973

633,029

Common Stocks - continued

Shares

Value

CONSUMER DISCRETIONARY - continued

Textiles, Apparel & Luxury Goods - continued

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

 31,131

$ 743,097

Unifi, Inc. (a)

 65,760

151,906

Unifirst Corp.

 6,314

251,865

VF Corp.

 62,000

4,312,720

Volcom, Inc. (a)(c)

 16,142

228,732

Warnaco Group, Inc. (a)(c)

 34,500

1,312,725

Wolverine World Wide, Inc.

 36,170

900,995

40,805,342

TOTAL CONSUMER DISCRETIONARY

827,609,767

CONSUMER STAPLES - 9.8%

Beverages - 2.1%

Boston Beer Co., Inc. Class A (a)

 14,776

587,346

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

 65,976

2,950,447

Central European Distribution Corp. (a)(c)

 36,758

1,183,608

Coca-Cola Bottling Co. Consolidated

 3,600

194,616

Coca-Cola Enterprises, Inc.

 237,574

4,801,371

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

 139,408

2,061,844

Dr Pepper Snapple Group, Inc. (a)

 180,679

4,777,153

Hansen Natural Corp. (a)(c)

 50,281

1,642,177

Jones Soda Co. (a)

 17,449

11,691

Molson Coors Brewing Co. Class B

 109,383

5,182,567

National Beverage Corp. (a)

 8,950

90,753

Pepsi Bottling Group, Inc.

 100,310

3,584,076

PepsiAmericas, Inc.

 45,280

1,266,934

PepsiCo, Inc.

 1,180,053

66,873,604

The Coca-Cola Co.

 1,611,336

78,584,857

173,793,044

Food & Staples Retailing - 2.5%

Andersons, Inc. (c)

 28,243

929,195

Arden Group, Inc. Class A

 100

11,800

BJ's Wholesale Club, Inc. (a)(c)

 39,726

1,295,068

Casey's General Stores, Inc. (c)

 32,000

888,000

Costco Wholesale Corp.

 322,000

16,415,560

CVS Caremark Corp. (c)

 1,074,764

40,325,145

Ingles Markets, Inc. Class A

 17,056

281,253

Kroger Co.

 442,237

9,547,897

Nash-Finch Co.

 13,340

362,048

Pricesmart, Inc.

 10,766

191,097

Rite Aid Corp. (a)(c)

 341,401

525,758

Ruddick Corp.

 23,792

631,916

Safeway, Inc.

 315,000

6,000,750

Spartan Stores, Inc.

 28,988

384,671

SUPERVALU, Inc.

 171,000

2,453,850

Susser Holdings Corp. (a)

 7,000

75,110

Sysco Corp. (c)

 441,408

11,251,490

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

 31,419

210,821

Shares

Value

The Pantry, Inc. (a)(c)

 24,367

$ 369,160

United Natural Foods, Inc. (a)(c)

 29,881

807,385

Wal-Mart Stores, Inc.

 1,689,208

85,930,011

Walgreen Co.

 741,186

25,111,382

Weis Markets, Inc. (c)

 5,971

186,355

Whole Foods Market, Inc. (a)(c)

 102,740

2,987,679

Winn-Dixie Stores, Inc. (a)(c)

 49,208

677,594

207,850,995

Food Products - 1.6%

Alico, Inc.

 200

5,930

American Italian Pasta Co. Class A (a)

 19,200

580,992

Archer Daniels Midland Co.

 437,996

12,627,425

B&G Foods, Inc. Class A

 10,692

97,511

Bridgford Foods Corp. (a)

 400

3,508

Bunge Ltd. (c)

 92,476

6,196,817

Cal-Maine Foods, Inc. (c)

 13,323

380,372

Campbell Soup Co. (c)

 157,300

4,932,928

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

 40,042

616,647

ConAgra Foods, Inc. (c)

 319,852

6,566,562

Corn Products International, Inc. (c)

 52,298

1,551,159

Darling International, Inc. (a)(c)

 67,308

471,829

Dean Foods Co. (a)(c)

 127,125

2,306,048

Del Monte Foods Co.

 171,807

1,802,255

Diamond Foods, Inc. (c)

 21,341

596,481

Farmer Brothers Co.

 3,606

74,464

Flowers Foods, Inc.

 68,755

1,634,306

Fresh Del Monte Produce, Inc. (a)

 34,840

797,836

General Mills, Inc. (c)

 230,847

13,788,491

Green Mountain Coffee Roasters, Inc. (a)(c)

 26,952

1,622,241

H.J. Heinz Co. (c)

 227,844

8,771,994

Hain Celestial Group, Inc. (a)(c)

 27,071

433,136

Hershey Co.

 120,970

4,745,653

Hormel Foods Corp.

 50,957

1,882,861

J&J Snack Foods Corp.

 9,648

421,618

John B. Sanfilippo & Son, Inc. (a)

 2,965

30,421

Kellogg Co.

 185,826

8,750,546

Kraft Foods, Inc. Class A

 1,013,627

28,736,325

Lancaster Colony Corp.

 17,449

876,987

Lance, Inc.

 38,093

923,755

McCormick & Co., Inc. (non-vtg.) (c)

 85,402

2,781,543

Omega Protein Corp. (a)

 7,368

30,725

Ralcorp Holdings, Inc. (a)

 42,660

2,676,062

Reddy Ice Holdings, Inc. (a)

 29,155

153,938

Sanderson Farms, Inc. (c)

 20,062

834,579

Sara Lee Corp.

 469,283

4,547,352

Seneca Foods Group Class A (a)

 2,582

68,888

Smart Balance, Inc. (a)

 53,000

338,670

Smithfield Foods, Inc. (a)(c)

 102,558

1,258,387

Tasty Baking Co.

 200

1,400

The J.M. Smucker Co.

 83,298

4,353,986

Tootsie Roll Industries, Inc. (c)

 12,710

300,592

TreeHouse Foods, Inc. (a)(c)

 31,250

1,157,813

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Food Products - continued

Tyson Foods, Inc. Class A

 205,716

$ 2,466,535

Zapata Corp. (a)

 880

6,195

133,203,763

Household Products - 2.1%

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

 40,382

444,202

Church & Dwight Co., Inc. (c)

 46,000

2,627,980

Clorox Co. (c)

 97,445

5,758,025

Colgate-Palmolive Co. (c)

 378,762

27,535,997

Energizer Holdings, Inc. (a)

 48,839

3,195,536

Kimberly-Clark Corp.

 310,239

18,757,050

Oil-Dri Corp. of America

 750

11,768

Procter & Gamble Co.

 2,212,292

119,707,120

WD-40 Co.

 17,261

465,702

178,503,380

Personal Products - 0.2%

Alberto-Culver Co.

 63,990

1,688,696

Avon Products, Inc. (c)

 318,074

10,137,018

Bare Escentuals, Inc. (a)

 59,157

548,977

Chattem, Inc. (a)

 17,299

1,059,391

Elizabeth Arden, Inc. (a)

 20,607

212,252

Estee Lauder Companies, Inc. Class A (c)

 72,345

2,593,568

Herbalife Ltd.

 49,645

1,503,251

Inter Parfums, Inc. (c)

 7,707

74,373

Mannatech, Inc.

 6,969

27,179

Mead Johnson Nutrition Co. Class A (c)

 25,342

1,005,064

NBTY, Inc. (a)(c)

 38,819

1,438,632

Nu Skin Enterprises, Inc. Class A

 61,777

1,065,653

Prestige Brands Holdings, Inc. (a)

 32,209

238,669

Revlon, Inc. (a)

 12,057

54,739

USANA Health Sciences, Inc. (a)

 6,205

195,582

21,843,044

Tobacco - 1.3%

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

 104,053

398,523

Altria Group, Inc.

 1,541,795

28,184,013

Lorillard, Inc.

 120,705

8,783,703

Philip Morris International, Inc.

 1,479,790

67,641,201

Reynolds American, Inc.

 119,476

5,461,248

Star Scientific, Inc. (a)(c)

 56,989

56,989

Universal Corp. (c)

 18,429

679,662

Vector Group Ltd. (c)

 24,140

380,929

111,586,268

TOTAL CONSUMER STAPLES

826,780,494

ENERGY - 11.0%

Energy Equipment & Services - 1.8%

Allis-Chalmers Energy, Inc. (a)(c)

 22,325

73,226

Atwood Oceanics, Inc. (a)(c)

 35,438

1,009,274

Shares

Value

Baker Hughes, Inc. (c)

 227,334

$ 7,831,656

Basic Energy Services, Inc. (a)(c)

 29,402

199,346

BJ Services Co.

 206,276

3,312,793

Bristow Group, Inc. (a)(c)

 26,059

760,923

Bronco Drilling Co., Inc. (a)

 23,244

86,003

Cal Dive International, Inc. (a)(c)

 40,601

423,468

Cameron International Corp. (a)(c)

 158,297

5,652,786

Carbo Ceramics, Inc. (c)

 19,165

825,053

Complete Production Services, Inc. (a)(c)

 66,139

595,251

Dawson Geophysical Co. (a)(c)

 5,936

147,153

Diamond Offshore Drilling, Inc. (c)

 48,109

4,301,907

Dresser-Rand Group, Inc. (a)(c)

 55,969

1,662,279

Dril-Quip, Inc. (a)(c)

 21,965

937,027

ENSCO International, Inc.

 99,686

3,678,413

Exterran Holdings, Inc. (a)(c)

 50,379

908,333

Exterran Partners LP

 10,000

156,200

FMC Technologies, Inc. (a)(c)

 90,148

4,300,060

Global Industries Ltd. (a)(c)

 92,739

881,021

Gulf Island Fabrication, Inc.

 12,498

187,095

Gulfmark Offshore, Inc. (a)(c)

 15,302

456,306

Halliburton Co.

 669,864

15,882,475

Helix Energy Solutions Group, Inc. (a)

 77,302

904,433

Helmerich & Payne, Inc. (c)

 66,558

2,227,031

Hercules Offshore, Inc. (a)(c)

 96,203

442,534

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

 16,154

356,357

ION Geophysical Corp. (a)

 40,726

103,851

Key Energy Services, Inc. (a)(c)

 153,313

1,096,188

Lufkin Industries, Inc.

 13,914

615,695

Matrix Service Co. (a)

 13,631

150,214

Mitcham Industries, Inc. (a)

 1,791

9,546

Nabors Industries Ltd. (a)(c)

 207,692

3,671,995

NATCO Group, Inc. Class A (a)(c)

 23,269

967,990

National Oilwell Varco, Inc. (a)

 311,830

11,335,021

Natural Gas Services Group, Inc. (a)

 22,504

321,582

Newpark Resources, Inc. (a)

 99,384

265,355

Oceaneering International, Inc. (a)(c)

 41,676

2,174,237

Oil States International, Inc. (a)(c)

 31,129

917,372

OYO Geospace Corp. (a)(c)

 1,552

31,211

Parker Drilling Co. (a)

 77,885

351,261

Patterson-UTI Energy, Inc.

 107,115

1,423,558

PHI, Inc. (non-vtg.) (a)

 17,859

372,539

Pioneer Drilling Co. (a)

 72,224

411,677

Pride International, Inc. (a)(c)

 116,804

3,011,207

Rowan Companies, Inc. (c)

 88,780

1,838,634

RPC, Inc.

 19,909

181,968

Schlumberger Ltd.

 900,376

50,601,131

SEACOR Holdings, Inc. (a)(c)

 24,139

1,837,702

Seahawk Drilling, Inc. (a)(c)

 7,786

173,550

Smith International, Inc.

 156,890

4,325,457

Superior Energy Services, Inc. (a)

 53,741

979,698

Superior Well Services, Inc. (a)(c)

 13,630

123,079

T-3 Energy Services, Inc. (a)

 9,010

158,396

Tesco Corp. (a)

 29,100

223,488

TETRA Technologies, Inc. (a)(c)

 58,187

513,209

Common Stocks - continued

Shares

Value

ENERGY - continued

Energy Equipment & Services - continued

Tidewater, Inc.

 33,470

$ 1,444,900

Trico Marine Services, Inc. (a)(c)

 3,463

23,548

Union Drilling, Inc. (a)

 1,488

9,315

Unit Corp. (a)(c)

 36,543

1,367,074

149,230,051

Oil, Gas & Consumable Fuels - 9.2%

Alliance Holdings GP, LP

 9,000

182,430

Alliance Resource Partners LP

 12,763

422,455

Alon USA Energy, Inc.

 10,971

103,347

Alpha Natural Resources, Inc. (a)

 94,408

3,050,322

Anadarko Petroleum Corp.

 371,176

19,624,075

Apache Corp.

 249,002

21,152,720

Arch Coal, Inc.

 118,866

2,058,759

Arena Resources, Inc. (a)(c)

 31,000

947,980

Atlas America, Inc. (c)

 30,664

680,128

Atlas Energy Resources LLC

 31,826

811,563

Atlas Pipeline Partners, LP

 68,858

405,574

ATP Oil & Gas Corp. (a)(c)

 27,153

302,756

Berry Petroleum Co. Class A (c)

 37,030

835,767

Bill Barrett Corp. (a)(c)

 31,882

932,230

Boardwalk Pipeline Partners, LP

 23,345

546,506

BP Prudhoe Bay Royalty Trust (c)

 23,993

1,709,021

BPZ Energy, Inc. (a)(c)

 60,652

368,764

BreitBurn Energy Partners LP

 30,000

281,100

Brigham Exploration Co. (a)(c)

 87,570

573,584

Buckeye GP Holdings LP

 16,000

359,680

Buckeye Partners LP

 37,417

1,757,851

Cabot Oil & Gas Corp. (c)

 70,000

2,467,500

Callon Petroleum Co. (a)

 25,119

38,181

Calumet Specialty Products Partners LP

 7,489

105,969

Capital Product Partners LP

 14,704

116,309

Carrizo Oil & Gas, Inc. (a)(c)

 32,186

622,155

Cheniere Energy Partners LP

 13,757

111,294

Cheniere Energy, Inc. (a)(c)

 43,057

118,407

Chesapeake Energy Corp.

 461,782

10,547,101

Chevron Corp.

 1,506,893

105,392,096

Cimarex Energy Co. (c)

 64,000

2,498,560

Clayton Williams Energy, Inc. (a)

 9,020

178,596

Clean Energy Fuels Corp. (a)(c)

 43,089

539,474

CNX Gas Corp. (a)

 21,396

605,293

Comstock Resources, Inc. (a)(c)

 34,313

1,212,278

Concho Resources, Inc. (a)

 56,870

1,853,393

ConocoPhillips

 978,573

44,065,142

CONSOL Energy, Inc. (c)

 132,239

4,947,061

Contango Oil & Gas Co. (a)(c)

 9,837

442,075

Continental Resources, Inc. (a)(c)

 25,537

901,456

Copano Energy LLC

 42,176

654,993

Cross Timbers Royalty Trust

 9,000

225,450

Crosstex Energy LP

 31,449

123,280

Crosstex Energy, Inc. (c)

 29,878

114,433

CVR Energy, Inc. (a)

 42,262

409,096

Shares

Value

DCP Midstream Partners LP

 25,948

$ 580,976

Delek US Holdings, Inc.

 38,177

308,852

Delta Petroleum Corp. (a)(c)

 221,863

399,353

Denbury Resources, Inc. (a)(c)

 176,151

2,681,018

Devon Energy Corp. (c)

 312,104

19,156,944

Dht Maritime, Inc.

 56,572

294,174

Dorchester Minerals LP

 21,580

457,928

Duncan Energy Partners L.P.

 37,149

674,254

Eagle Rock Energy Partners LP

 35,000

117,250

El Paso Corp.

 513,795

4,742,328

El Paso Pipeline Partners LP

 13,577

263,665

Enbridge Energy Management LLC

 9,974

420,005

Enbridge Energy Partners LP

 57,882

2,480,244

Encore Acquisition Co. (a)(c)

 36,500

1,375,685

Encore Energy Partners LP

 44,237

675,057

Energy Transfer Equity LP

 82,027

2,205,706

Energy Transfer Partners LP

 46,449

1,883,042

Enterprise GP Holdings LP

 25,000

700,000

Enterprise Products Partners LP

 239,041

6,454,107

EOG Resources, Inc. (c)

 182,973

13,174,056

EV Energy Partners LP

 13,682

297,994

Evergreen Energy, Inc. (a)

 25,886

26,404

EXCO Resources, Inc. (a)

 127,368

1,867,215

Exxon Mobil Corp.

 3,719,872

257,229,114

Forest Oil Corp. (a)(c)

 72,024

1,132,217

Frontier Oil Corp.

 82,000

1,052,060

FX Energy, Inc. (a)(c)

 15,412

52,247

Gasco Energy, Inc. (a)

 113,818

33,007

General Maritime Corp.

 67,360

535,512

Genesis Energy LP

 15,445

240,788

GMX Resources, Inc. (a)(c)

 27,299

289,096

Goodrich Petroleum Corp. (a)(c)

 26,950

645,183

Gulfport Energy Corp. (a)

 10,000

75,000

Harvest Natural Resources, Inc. (a)

 38,697

200,063

Hess Corp.

 218,518

11,054,826

HKN, Inc. (a)

 68

173

Holly Corp. (c)

 30,000

685,200

Holly Energy Partners LP

 7,500

274,725

Hugoton Royalty Trust

 30,923

453,022

Inergy Holdings LP

 2,000

88,140

Inergy LP

 36,000

1,003,680

International Coal Group, Inc. (a)(c)

 93,832

285,249

James River Coal Co. (a)(c)

 21,883

364,133

K-Sea Transportation Partners LP

 13,393

256,878

Kinder Morgan Energy Partners LP

 127,142

6,720,726

Kinder Morgan Management LLC

 53,690

2,541,148

Legacy Reserves LP

 30,780

472,473

Linn Energy LLC

 99,114

2,110,137

Magellan Midstream Holdings LP

 57,392

1,249,424

Magellan Midstream Partners LP

 51,328

1,860,127

Marathon Oil Corp.

 530,316

16,370,855

Mariner Energy, Inc. (a)

 97,192

1,178,939

Markwest Energy Partners LP

 40,330

833,218

Massey Energy Co.

 65,998

1,787,226

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

McMoRan Exploration Co. (a)(c)

 119,995

$ 1,000,758

Meridian Resource Corp. (a)

 10,597

4,557

Murphy Oil Corp.

 137,078

7,813,446

Natural Resource Partners LP

 18,742

327,985

Newfield Exploration Co. (a)(c)

 93,591

3,621,036

Noble Energy, Inc. (c)

 122,647

7,415,238

NuStar Energy LP

 29,285

1,568,212

NuStar GP Holdings LLC

 36,997

900,877

Occidental Petroleum Corp.

 612,210

44,752,551

ONEOK Partners LP

 36,000

1,802,160

Overseas Shipholding Group, Inc.

 12,480

441,418

Pacific Ethanol, Inc. (a)

 13,826

5,807

Parallel Petroleum Corp. (a)

 33,729

63,073

Patriot Coal Corp. (a)(c)

 107,381

951,396

Peabody Energy Corp. (c)

 197,573

6,456,686

Penn Virginia Corp. (c)

 29,000

555,640

Penn Virginia GP Holdings, L.P.

 11,500

160,425

Penn Virginia Resource Partners LP

 33,202

492,718

Petrohawk Energy Corp. (a)

 197,012

4,241,668

Petroleum Development Corp. (a)

 14,826

202,968

Petroquest Energy, Inc. (a)

 31,286

130,150

Pioneer Natural Resources Co. (c)

 83,179

2,408,864

Pioneer Southwest Energy Partners LP

 9,883

188,864

Plains Exploration & Production Co. (a)(c)

 101,000

2,651,250

Quest Energy Partners LP

 10,000

12,400

Quicksilver Resources, Inc. (a)(c)

 101,422

1,097,386

Range Resources Corp. (c)

 112,035

5,419,133

Regency Energy Partners LP

 48,219

785,005

Rentech, Inc. (a)

 48,574

93,262

Rex Energy Corp. (a)

 16,433

97,941

Rosetta Resources, Inc. (a)(c)

 40,250

475,353

SandRidge Energy, Inc. (a)(c)

 128,861

1,572,104

Ship Finance International Ltd. (NY Shares)

 45,875

580,778

Southern Union Co.

 75,563

1,499,170

Southwestern Energy Co. (a)(c)

 251,730

9,278,768

Spectra Energy Corp.

 470,896

8,862,263

St. Mary Land & Exploration Co. (c)

 42,000

1,104,600

Stone Energy Corp. (a)(c)

 55,976

714,254

Sunoco Logistics Partners LP

 11,551

655,866

Sunoco, Inc. (c)

 81,494

2,192,189

Swift Energy Co. (a)

 42,248

860,592

Syntroleum Corp. (a)(c)

 28,735

75,286

Targa Resources Partners LP

 35,098

593,156

TC Pipelines LP

 14,861

542,427

Teekay Corp. (c)

 38,589

694,602

Teekay LNG Partners LP

 13,391

307,457

Teekay Offshore Partners LP

 17,000

239,190

TEPPCO Partners LP

 60,000

1,980,000

Tesoro Corp.

 105,000

1,478,400

Toreador Resources Corp.

 11,881

59,999

Shares

Value

Transmontaigne Partners LP

 13,000

$ 349,310

Ultra Petroleum Corp. (a)(c)

 118,234

5,489,605

Uranium Resources, Inc. (a)

 35,013

33,963

USEC, Inc. (a)(c)

 131,090

596,460

Vaalco Energy, Inc. (c)

 79,391

374,726

Valero Energy Corp. (c)

 405,000

7,589,700

Venoco, Inc. (a)

 12,178

98,033

Verenium Corp. (a)

 7,284

4,451

W&T Offshore, Inc.

 42,447

419,376

Warren Resources, Inc. (a)

 39,635

97,106

Western Refining, Inc. (a)(c)

 33,616

204,049

Westmoreland Coal Co. (a)

 6,000

51,000

Whiting Petroleum Corp. (a)(c)

 36,279

1,760,983

Williams Companies, Inc.

 414,978

6,822,238

Williams Partners LP

 38,333

760,910

Williams Pipeline Partners LP

 10,000

184,800

World Fuel Services Corp. (c)

 26,000

1,168,440

XTO Energy, Inc.

 429,485

16,578,121

779,719,646

TOTAL ENERGY

928,949,697

FINANCIALS - 16.3%

Capital Markets - 2.7%

Affiliated Managers Group, Inc. (a)(c)

 30,064

1,964,081

AllianceBernstein Holding LP

 30,489

691,795

Ameriprise Financial, Inc. (c)

 186,493

5,600,385

Bank of New York Mellon Corp.

 898,328

26,599,492

BGC Partners, Inc. Class A

 66,078

298,673

BlackRock, Inc. Class A

 16,000

3,193,120

Broadpoint Gleacher Securities Group, Inc. (a)

 1,530

11,552

Calamos Asset Management, Inc.
Class A

 25,805

291,080

Charles Schwab Corp.

 706,346

12,756,609

Cohen & Steers, Inc.

 20,212

397,570

Deerfield Capital Corp.

 4,533

33,952

Duff & Phelps Corp. Class A

 6,000

102,240

E*TRADE Financial Corp. (a)(c)

 550,000

968,000

Eaton Vance Corp. (non-vtg.) (c)

 83,605

2,388,595

Evercore Partners, Inc. Class A

 10,000

251,800

FBR Capital Markets Corp. (a)

 20,000

108,200

FCStone Group, Inc. (a)(c)

 11,523

55,195

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

 67,548

1,773,135

Fortress Investment Group LLC (a)(c)

 99,151

449,154

Franklin Resources, Inc. (c)

 122,967

11,476,510

GAMCO Investors, Inc. Class A

 7,076

319,340

GFI Group, Inc. (c)

 130,042

931,101

GLG Partners, Inc. (c)

 221,482

874,854

Goldman Sachs Group, Inc.

 318,403

52,682,960

Greenhill & Co., Inc.

 7,719

611,345

HFF, Inc. (a)

 4,989

31,580

Invesco Ltd.

 300,000

6,225,000

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Capital Markets - continued

Investment Technology Group, Inc. (a)

 27,556

$ 678,980

Janus Capital Group, Inc. (c)

 123,579

1,571,925

Jefferies Group, Inc. (a)(c)

 90,236

2,134,984

JMP Group, Inc.

 3,457

35,434

KBW, Inc. (a)(c)

 25,676

734,847

Knight Capital Group, Inc. Class A (a)(c)

 70,244

1,413,309

LaBranche & Co., Inc. (a)

 68,828

265,676

Ladenburg Thalmann Financial Services, Inc. (a)

 1,908

1,412

Lazard Ltd. Class A

 68,917

2,678,804

Legg Mason, Inc. (c)

 116,767

3,358,219

MF Global Ltd. (a)

 84,807

606,370

Morgan Stanley (c)

 906,954

26,265,388

National Holdings Corp. (a)

 1,200

780

Northern Trust Corp.

 179,715

10,506,139

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

 29,434

293,751

optionsXpress Holdings, Inc. (c)

 43,413

722,392

Paulson Capital Corp. (a)

 3,105

5,931

Penson Worldwide, Inc. (a)(c)

 22,876

231,963

Piper Jaffray Companies (a)(c)

 16,738

848,282

Raymond James Financial, Inc. (c)

 71,722

1,631,676

Riskmetrics Group, Inc. (a)(c)

 21,527

334,960

Safeguard Scientifics, Inc. (a)(c)

 23,969

267,254

Sanders Morris Harris Group, Inc.

 28,032

157,260

SEI Investments Co. (c)

 112,087

2,066,884

Siebert Financial Corp. (a)

 2,700

5,616

State Street Corp.

 362,778

19,038,589

Stifel Financial Corp. (a)(c)

 21,443

1,207,241

SWS Group, Inc.

 28,138

406,875

T. Rowe Price Group, Inc. (c)

 190,987

8,655,531

TD Ameritrade Holding Corp. (a)(c)

 178,265

3,429,819

The Blackstone Group LP

 147,687

1,903,685

Thomas Weisel Partners Group, Inc. (a)

 30,673

135,881

TradeStation Group, Inc. (a)

 37,111

266,086

U.S. Global Investments, Inc. Class A

 8,884

98,435

Virtus Investment Partners, Inc. (a)

 3,567

55,717

W.P. Carey & Co. LLC

 19,742

562,844

Waddell & Reed Financial, Inc.
Class A (c)

 60,354

1,601,192

Westwood Holdings Group, Inc.

 1,501

57,819

225,325,268

Commercial Banks - 2.9%

1st Source Corp.

 10,000

162,000

Abigail Adams National Bancorp, Inc. (a)

 302

906

Alliance Financial Corp.

 3,000

82,200

Amcore Financial, Inc. (c)

 14,975

17,072

AmericanWest Bancorp (a)

 9,499

5,509

Ameris Bancorp

 7,595

48,988

Arrow Financial Corp.

 7,861

213,898

Shares

Value

Associated Banc-Corp. (c)

 88,000

$ 912,560

BancFirst Corp.

 9,220

337,268

BancorpSouth, Inc. (c)

 56,000

1,288,000

BancTrust Financial Group, Inc. (c)

 4,882

18,161

Bank of Granite Corp.

 15,998

34,876

Bank of Hawaii Corp.

 35,000

1,380,750

Bank of the Ozarks, Inc.

 28,624

713,883

Banner Corp. (c)

 11,743

38,047

Bar Harbor Bankshares

 3,125

105,313

BB&T Corp. (c)

 474,183

13,248,673

BOK Financial Corp.

 16,000

723,840

Boston Private Financial Holdings, Inc.

 58,029

291,306

Bryn Mawr Bank Corp.

 2,149

38,145

Capital City Bank Group, Inc.

 6,535

95,607

CapitalSource, Inc.

 164,756

682,090

Capitol Bancorp Ltd. (c)

 7,732

36,340

Cascade Bancorp (c)

 17,960

24,066

Cathay General Bancorp

 42,159

389,549

Center Bancorp, Inc. (c)

 5,075

46,030

Central Pacific Financial Corp. (c)

 43,309

120,399

Chemical Financial Corp.

 23,201

485,597

Citizens & Northern Corp.

 10,210

186,639

Citizens Banking Corp., Michigan (a)

 60,213

45,160

City Bank Lynnwood, Washington (c)

 15,020

46,262

City Holding Co. (c)

 18,741

596,713

City National Corp.

 26,500

1,046,750

CoBiz, Inc. (c)

 13,382

63,297

Columbia Banking Systems, Inc. (c)

 14,593

239,471

Comerica, Inc.

 109,000

2,907,030

Commerce Bancshares, Inc.

 48,000

1,763,040

Community Bank System, Inc.

 31,618

563,749

Community Capital Corp.

 483

1,328

Community Trust Bancorp, Inc.

 13,467

360,377

Cullen/Frost Bankers, Inc.

 44,600

2,197,888

CVB Financial Corp.

 87,295

611,938

East West Bancorp, Inc. (c)

 62,046

571,444

Eastern Virgina Bankshares, Inc.

 955

8,022

Enterprise Financial Services Corp.

 4,000

45,000

Fidelity Southern Corp.

 3,531

10,628

Fifth Third Bancorp

 420,000

4,594,800

Financial Institutions, Inc.

 2,005

24,261

First Bancorp, North Carolina (c)

 10,694

187,573

First Bancorp, Puerto Rico (c)

 61,810

197,174

First Busey Corp. (c)

 20,930

130,185

First Citizen Bancshares, Inc.

 4,345

601,435

First Commonwealth Financial Corp.

 70,774

435,968

First Community Bancshares, Inc.

 8,000

100,160

First Financial Bancorp, Ohio

 35,240

297,426

First Financial Bankshares, Inc.

 16,246

809,701

First Financial Corp., Indiana

 10,280

310,148

First Horizon National Corp. (c)

 153,049

2,047,796

First M&F Corp.

 2,524

9,011

First Merchants Corp.

 29,096

206,582

First Midwest Bancorp, Inc., Delaware (c)

 45,414

465,948

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

First Regional Bancorp (a)(c)

 6,000

$ 6,600

First State Bancorp. (a)

 16,034

20,363

First United Corp.

 3,511

36,585

FirstMerit Corp.

 60,880

1,094,014

FNB Corp., North Carolina

 2,866

7,136

FNB Corp., Pennsylvania

 100,799

713,657

Frontier Financial Corp., Washington (c)

 26,384

20,316

Fulton Financial Corp.

 155,049

1,138,060

Glacier Bancorp, Inc.

 58,280

868,955

Great Southern Bancorp, Inc. (c)

 7,927

166,863

Green Bankshares, Inc. (c)

 8,074

50,382

Guaranty Bancorp (a)

 16,227

27,586

Hancock Holding Co.

 21,218

812,862

Hanmi Financial Corp. (a)(c)

 31,850

48,094

Harleysville National Corp., Pennsylvania (c)

 35,764

206,001

Hawthorn Bancshares, Inc.

 1,490

15,556

Heartland Financial USA, Inc.

 8,001

119,775

Heritage Commerce Corp.

 7,114

32,867

Heritage Financial Corp., Washington

 1,630

20,897

Home Bancshares, Inc.

 26,545

537,536

Horizon Financial Corp. (c)

 11,055

9,507

Huntington Bancshares, Inc.

 350,000

1,596,000

IBERIABANK Corp. (c)

 31,187

1,511,322

Independent Bank Corp., Massachusetts (c)

 30,181

699,294

Independent Bank Corp., Michigan

 13,306

23,685

Integra Bank Corp.

 11,329

16,427

International Bancshares Corp. (c)

 45,000

694,800

Intervest Bancshares Corp. Class A (a)

 7,165

21,495

Investors Bancorp, Inc. (a)

 40,000

369,600

Irwin Financial Corp. (a)

 12,090

11,969

KeyCorp

 581,216

3,870,899

Lakeland Bancorp, Inc.

 10,000

88,600

Lakeland Financial Corp.

 8,000

159,120

M&T Bank Corp. (c)

 65,942

4,072,578

Macatawa Bank Corp. (a)(c)

 13,284

30,155

MainSource Financial Group, Inc.

 8,776

56,517

Marshall & Ilsley Corp.

 269,966

1,922,158

MB Financial, Inc. (c)

 34,327

475,429

MBT Financial Corp.

 1,800

3,798

Merchants Bancshares, Inc.

 4,149

99,576

Midsouth Bancorp, Inc.

 4,009

63,783

Midwest Banc Holdings, Inc. (c)

 4,350

2,784

Nara Bancorp, Inc.

 20,658

180,758

National Penn Bancshares, Inc. (c)

 79,304

444,102

NBT Bancorp, Inc.

 22,921

518,015

NewBridge Bancorp

 8,389

18,204

North Valley Bancorp

 4,941

18,282

Northern States Financial Corp. (a)

 1,314

5,650

Northrim Bancorp, Inc.

 3,414

51,551

Shares

Value

Northway Financial, Inc.

 998

$ 8,234

Old National Bancorp, Indiana

 56,743

603,746

Old Second Bancorp, Inc. (c)

 7,309

40,346

Oriental Financial Group, Inc. (c)

 23,277

315,171

Pacific Capital Bancorp (c)

 107,005

260,022

Pacific Premier Bancorp, Inc. (a)

 40

167

PacWest Bancorp

 40,763

803,439

Park National Corp.

 8,529

510,631

Peoples Bancorp, Inc.

 1,660

26,245

Peoples Financial Corp., Mississippi

 3,102

58,256

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

 22,752

342,873

PNC Financial Services Group, Inc. (c)

 330,728

14,085,706

Popular, Inc. (c)

 277,216

596,014

Preferred Bank, Los Angeles California

 6,582

22,708

Princeton National Bancorp, Inc.

 2,956

52,558

PrivateBancorp, Inc.

 39,798

959,530

Prosperity Bancshares, Inc. (c)

 38,585

1,332,340

Regions Financial Corp.

 792,817

4,645,908

Renasant Corp. (c)

 26,193

398,657

Republic Bancorp, Inc., Kentucky Class A

 21,178

449,821

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

 3,140

5,464

S&T Bancorp, Inc.

 33,224

460,152

S.Y. Bancorp, Inc.

 7,621

169,415

Sandy Spring Bancorp, Inc.

 12,869

202,172

SCBT Financial Corp. (c)

 10,000

256,500

Seacoast Banking Corp., Florida

 15,254

43,169

Shore Bancshares, Inc.

 3,440

60,578

Signature Bank, New York (a)(c)

 35,833

1,087,890

Simmons First National Corp. Class A

 10,974

309,138

South Financial Group, Inc. (c)

 77,559

136,504

Southside Bancshares, Inc.

 10,089

218,124

Southwest Bancorp, Inc., Oklahoma

 11,359

146,872

State Bancorp, Inc., New York

 4,423

35,738

StellarOne Corp.

 13,915

194,532

Sterling Bancorp, New York

 14,289

108,596

Sterling Bancshares, Inc. (c)

 95,935

762,683

Sterling Financial Corp., Washington (c)

 32,433

68,758

Suffolk Bancorp

 11,495

332,780

Sun Bancorp, Inc., New Jersey

 3,985

22,157

SunTrust Banks, Inc.

 339,380

7,931,311

Superior Bancorp (a)

 3,571

9,427

Susquehanna Bancshares, Inc., Pennsylvania (c)

 59,662

348,426

SVB Financial Group (a)(c)

 27,721

1,101,910

Synovus Financial Corp.

 245,065

906,741

Taylor Capital Group, Inc. (a)(c)

 7,332

48,904

TCF Financial Corp. (c)

 85,000

1,169,600

Texas Capital Bancshares, Inc. (a)(c)

 37,386

618,738

TIB Financial Corp. (c)

 2,255

3,315

Tompkins Financial Corp.

 6,441

281,472

TowneBank (c)

 21,000

265,440

Trico Bancshares

 14,031

237,685

Trustmark Corp.

 48,414

921,318

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Commercial Banks - continued

U.S. Bancorp, Delaware

 1,320,940

$ 29,879,663

UCBH Holdings, Inc. (c)

 76,200

100,584

UMB Financial Corp.

 21,290

852,239

Umpqua Holdings Corp. (c)

 61,601

635,106

Union Bankshares Corp.

 7,261

122,057

United Bankshares, Inc., West Virginia

 33,000

647,790

United Community Banks, Inc., Georgia (c)

 44,050

296,897

Univest Corp. of Pennsylvania

 4,000

83,080

Valley National Bancorp

 110,250

1,285,515

Virginia Commerce Bancorp, Inc. (a)

 28,207

99,853

VIST Financial Corp.

 1,594

9,325

W Holding Co., Inc. (c)

 1,270

12,637

Washington Banking Co., Oak Harbor

 6,532

64,210

Washington Trust Bancorp, Inc. (c)

 8,654

151,012

Webster Financial Corp. (c)

 73,147

956,031

Wells Fargo & Co.

 3,393,547

93,390,413

WesBanco, Inc.

 21,326

313,066

West Coast Bancorp, Oregon (c)

 16,191

39,344

Westamerica Bancorp.

 26,362

1,355,798

Western Alliance Bancorp. (a)(c)

 56,306

412,723

Whitney Holding Corp.

 43,848

395,070

Wilmington Trust Corp., Delaware (c)

 49,762

698,161

Wilshire Bancorp, Inc. (c)

 14,330

118,652

Wintrust Financial Corp. (c)

 31,370

868,008

Zions Bancorp (c)

 95,577

1,688,846

244,658,101

Consumer Finance - 0.6%

Advance America Cash Advance Centers, Inc.

 28,794

165,278

Advanta Corp. Class B

 19,860

13,920

American Express Co. (c)

 790,364

26,730,110

AmeriCredit Corp. (a)(c)

 40,315

695,837

Capital One Financial Corp. (c)

 333,623

12,440,802

Cash America International, Inc. (c)

 19,680

551,630

CompuCredit Holdings Corp. (a)(c)

 12,844

56,128

Consumer Portfolio Services, Inc. (a)

 2,866

2,665

Discover Financial Services (c)

 394,574

5,425,393

Dollar Financial Corp. (a)(c)

 20,747

361,620

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

 38,049

508,715

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

 23,673

444,816

First Marblehead Corp. (a)

 26,295

69,419

Nelnet, Inc. Class A (a)(c)

 25,839

381,384

Rewards Network, Inc. (a)

 939

12,395

SLM Corp. (a)(c)

 363,597

3,236,013

Student Loan Corp.

 1,260

61,942

World Acceptance Corp. (a)(c)

 25,221

656,503

51,814,570

Diversified Financial Services - 3.7%

Asset Acceptance Capital Corp. (a)(c)

 7,523

54,767

Asta Funding, Inc. (c)

 5,197

45,474

Shares

Value

Bank of America Corp.

 5,752,809

$ 101,191,910

CIT Group, Inc. (c)

 317,960

553,250

Citigroup, Inc.

 8,415,911

42,079,555

CME Group, Inc.

 50,212

14,613,700

Encore Capital Group, Inc. (a)(c)

 11,268

167,893

Financial Federal Corp.

 19,924

466,620

Interactive Brokers Group, Inc. (a)

 34,107

647,351

IntercontinentalExchange, Inc. (a)(c)

 53,216

4,991,661

JPMorgan Chase & Co.

 2,804,785

121,895,956

KKR Financial Holdings LLC

 220,353

850,563

Leucadia National Corp. (a)(c)

 132,195

3,287,690

Life Partners Holdings, Inc. (c)

 17,373

297,773

MarketAxess Holdings, Inc. (a)

 26,498

293,863

Marlin Business Services Corp. (a)

 13,466

100,995

Medallion Financial Corp.

 100

835

MicroFinancial, Inc.

 100

345

Moody's Corp.

 140,000

3,813,600

MSCI, Inc. Class A (a)

 72,434

2,131,008

NewStar Financial, Inc. (a)

 20,000

55,200

NYSE Euronext

 188,669

5,346,879

PHH Corp. (a)(c)

 82,017

1,743,681

PICO Holdings, Inc. (a)(c)

 13,929

461,468

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

 12,533

550,449

Resource America, Inc. Class A

 2,747

13,982

Teton Advisors, Inc.

 106

38

The NASDAQ Stock Market, Inc. (a)(c)

 110,764

2,431,270

308,087,776

Insurance - 4.0%

21st Century Holding Co. (c)

 1,486

5,483

AFLAC, Inc.

 354,157

14,385,857

Alleghany Corp.

 4,397

1,220,607

Allied World Assurance Co. Holdings Ltd. 

 27,000

1,250,910

Allstate Corp.

 396,330

11,648,139

AMBAC Financial Group, Inc. (c)

 170,549

300,166

American Equity Investment Life Holding Co. (c)

 59,688

481,682

American Financial Group, Inc.

 55,143

1,414,418

American Independence Corp. (a)

 587

2,583

American International Group, Inc. (c)

 79,246

3,592,221

American National Insurance Co.

 11,084

957,325

American Physicians Capital, Inc.

 15,330

457,447

Amerisafe, Inc. (a)

 26,805

457,829

Amtrust Financial Services, Inc. (c)

 27,691

349,737

Aon Corp. (c)

 178,050

7,435,368

Arch Capital Group Ltd. (a)

 42,274

2,746,542

Argo Group International Holdings, Ltd. (a)

 30,409

1,074,046

Arthur J. Gallagher & Co. (c)

 69,000

1,640,130

Aspen Insurance Holdings Ltd.

 70,807

1,798,498

Assurant, Inc.

 85,940

2,573,903

Assured Guaranty Ltd.

 71,694

1,426,711

Axis Capital Holdings Ltd. (c)

 101,545

3,095,092

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Insurance - continued

Baldwin & Lyons, Inc. Class B

 4,120

$ 91,134

Berkshire Hathaway, Inc. Class A (a)

 886

89,353,100

Brown & Brown, Inc. (c)

 81,000

1,609,470

Cincinnati Financial Corp.

 107,685

2,769,658

Citizens, Inc. Class A (a)(c)

 10,251

69,809

CNA Financial Corp. (c)

 15,858

388,045

CNA Surety Corp. (a)

 10,202

162,008

Conseco, Inc. (a)(c)

 255,122

1,094,473

Crawford & Co. Class B (a)(c)

 12,173

56,361

Delphi Financial Group, Inc. Class A

 36,189

845,737

Donegal Group, Inc. Class A

 4,000

58,720

eHealth, Inc. (a)(c)

 26,465

489,603

EMC Insurance Group

 5,875

126,313

Employers Holdings, Inc.

 42,267

627,242

Endurance Specialty Holdings Ltd.

 38,455

1,325,544

Enstar Group Ltd. (a)

 5,811

359,585

Erie Indemnity Co. Class A (c)

 22,010

851,127

Everest Re Group Ltd.

 42,336

3,569,348

FBL Financial Group, Inc. Class A

 15,106

256,802

Fidelity National Financial, Inc. Class A

 156,945

2,357,314

First Acceptance Corp. (a)

 4,717

13,302

First Mercury Financial Corp.

 26,399

382,522

Flagstone Reinsurance Holdings Ltd.

 22,474

244,068

FPIC Insurance Group, Inc. (a)

 10,826

345,458

Gainsco, Inc. (a)

 24

339

Genworth Financial, Inc. Class A (c)

 282,624

2,984,509

Greenlight Capital Re, Ltd. (a)

 15,000

274,500

Hanover Insurance Group, Inc. (c)

 35,000

1,431,150

Harleysville Group, Inc.

 9,568

310,099

Hartford Financial Services Group, Inc.

 286,090

6,786,055

HCC Insurance Holdings, Inc. (c)

 77,000

2,035,880

Hilltop Holdings, Inc. (a)

 49,607

609,174

Horace Mann Educators Corp.

 44,112

540,372

Independence Holding Co.

 2,923

17,713

Infinity Property & Casualty Corp.

 16,435

722,647

Investors Title Co.

 1,263

39,406

IPC Holdings Ltd.

 43,667

1,415,684

Kansas City Life Insurance Co.

 1,314

46,976

Lincoln National Corp. (c)

 204,079

5,150,954

Loews Corp.

 254,636

8,695,819

Maiden Holdings Ltd.

 60,916

465,398

Markel Corp. (a)(c)

 6,839

2,249,074

Marsh & McLennan Companies, Inc.

 381,000

8,968,740

Max Capital Group Ltd.

 52,456

1,073,250

MBIA, Inc. (a)(c)

 173,949

1,168,937

Meadowbrook Insurance Group, Inc.

 54,430

433,807

Mercury General Corp.

 16,723

621,259

MetLife, Inc. (c)

 438,139

16,544,129

Montpelier Re Holdings Ltd. (c)

 74,764

1,202,953

National Financial Partners Corp. (c)

 44,490

349,247

National Security Group, Inc.

 1,845

15,111

Shares

Value

National Western Life Insurance Co. Class A

 1,133

$ 186,616

Navigators Group, Inc. (a)(c)

 13,450

698,055

Nymagic, Inc.

 5,552

88,443

OdysseyRe Holdings Corp.

 12,963

656,576

Old Republic International Corp.

 158,026

1,882,090

OneBeacon Insurance Group Ltd.

 23,931

328,573

PartnerRe Ltd.

 40,706

3,008,580

Phoenix Companies, Inc. (a)(c)

 71,358

211,933

Platinum Underwriters Holdings Ltd.

 39,456

1,430,280

PMA Capital Corp. Class A (a)

 23,448

129,198

Presidential Life Corp.

 6,351

62,875

Principal Financial Group, Inc. (c)

 215,583

6,122,557

ProAssurance Corp. (a)(c)

 21,839

1,146,548

Progressive Corp. (a)(c)

 462,697

7,643,754

Protective Life Corp. (c)

 64,249

1,384,566

Prudential Financial, Inc.

 320,061

16,188,685

Reinsurance Group of America, Inc.

 44,985

1,936,604

RenaissanceRe Holdings Ltd.

 45,609

2,483,410

RLI Corp. (c)

 12,647

670,417

Safety Insurance Group, Inc.

 13,214

424,566

SeaBright Insurance Holdings, Inc. (a)

 44,303

443,473

Selective Insurance Group, Inc.

 40,110

682,672

StanCorp Financial Group, Inc.

 33,116

1,253,441

State Auto Financial Corp.

 7,238

124,276

Stewart Information Services Corp. (c)

 24,933

353,301

The Chubb Corp. (c)

 255,990

12,643,346

The First American Corp.

 58,039

1,829,389

The Travelers Companies, Inc.

 433,942

21,879,356

Torchmark Corp. (c)

 61,000

2,599,210

Tower Group, Inc.

 37,952

910,468

Transatlantic Holdings, Inc.

 42,000

2,052,120

Unico American Corp.

 4,102

36,918

United America Indemnity Ltd.
Class A (a)

 31,894

198,700

United Fire & Casualty Co.

 23,328

466,793

Unitrin, Inc.

 41,693

789,248

Unum Group (c)

 252,914

5,698,152

UTG, Inc. (a)

 300

2,700

Validus Holdings Ltd. (c)

 33,436

857,968

W.R. Berkley Corp.

 100,000

2,555,000

Wesco Financial Corp.

 700

211,400

White Mountains Insurance Group Ltd.

 7,774

2,425,488

XL Capital Ltd. Class A

 246,803

4,282,032

Zenith National Insurance Corp. (c)

 29,762

802,384

339,696,780

Real Estate Investment Trusts - 2.0%

Acadia Realty Trust (SBI) (c)

 35,164

538,361

Agree Realty Corp.

 8,779

182,691

Alesco Financial, Inc. (a)

 80,057

67,248

Alexanders, Inc. (c)

 2,401

680,203

Alexandria Real Estate Equities, Inc. (c)

 26,532

1,478,098

AMB Property Corp. (SBI) (c)

 99,264

2,266,197

American Campus Communities, Inc.

 36,771

956,414

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

American Capital Agency Corp.

 20,193

$ 502,604

Annaly Capital Management, Inc. (c)

 400,000

6,936,000

Anthracite Capital, Inc. (c)

 24,616

20,924

Anworth Mortgage Asset Corp. (c)

 100,606

753,539

Apartment Investment & Management Co. Class A

 102,089

1,242,423

Arbor Realty Trust, Inc. (c)

 16,496

32,002

Arlington Asset Investment Corp. (a)

 117,368

61,031

Ashford Hospitality Trust, Inc. (c)

 84,350

259,798

Associated Estates Realty Corp.

 9,366

78,112

AvalonBay Communities, Inc. (c)

 56,068

3,612,461

BioMed Realty Trust, Inc. (c)

 70,370

948,588

Boston Properties, Inc. (c)

 99,574

6,032,193

Brandywine Realty Trust (SBI) (c)

 94,156

998,995

BRE Properties, Inc.

 30,699

867,861

BRT Realty Trust

 5,453

28,628

Camden Property Trust (SBI) (c)

 44,453

1,631,425

Capital Trust, Inc. Class A (c)

 10,158

31,388

CapLease, Inc. (c)

 36,578

151,799

Capstead Mortgage Corp. (c)

 62,067

847,215

Care Investment Trust, Inc.

 10,413

73,203

CBL & Associates Properties, Inc. (c)

 107,969

1,011,670

Cedar Shopping Centers, Inc.

 41,816

268,877

Chimera Investment Corp. (c)

 423,047

1,607,579

Colonial Properties Trust (SBI) (c)

 37,575

339,302

Corporate Office Properties Trust (SBI) (c)

 35,000

1,290,100

Cousins Properties, Inc.

 54,303

450,172

DCT Industrial Trust, Inc. (c)

 180,385

952,433

Developers Diversified Realty Corp. (c)

 101,468

795,509

DiamondRock Hospitality Co. (c)

 85,378

584,839

Digital Realty Trust, Inc.

 47,842

2,084,954

Douglas Emmett, Inc. (c)

 104,380

1,264,042

Duke Realty LP (c)

 153,138

1,764,150

DuPont Fabros Technology, Inc. (c)

 16,600

217,128

EastGroup Properties, Inc.

 28,128

1,058,738

Education Realty Trust, Inc.

 23,412

136,960

Entertainment Properties Trust (SBI) (c)

 29,349

920,385

Equity Lifestyle Properties, Inc. (c)

 17,301

696,365

Equity One, Inc.

 14,649

230,722

Equity Residential (SBI) (c)

 200,000

5,462,000

Essex Property Trust, Inc. (c)

 17,443

1,301,422

Extra Space Storage, Inc. (c)

 77,216

764,438

Federal Realty Investment Trust (SBI)

 41,592

2,594,093

FelCor Lodging Trust, Inc. (c)

 96,391

396,167

First Industrial Realty Trust, Inc. (c)

 24,246

126,807

First Potomac Realty Trust

 52,304

559,130

Franklin Street Properties Corp.

 67,924

965,200

Getty Realty Corp.

 20,489

483,336

Gladstone Commercial Corp.

 1,075

14,448

Glimcher Realty Trust

 20,141

81,168

Government Properties Income Trust

 14,127

301,329

Shares

Value

Gramercy Capital Corp. (a)

 15,559

$ 25,517

Hatteras Financial Corp. (c)

 33,076

988,642

HCP, Inc. (c)

 197,000

5,610,560

Health Care REIT, Inc. (c)

 82,000

3,502,220

Healthcare Realty Trust, Inc.

 50,617

1,095,858

Hersha Hospitality Trust

 41,950

130,045

Highwoods Properties, Inc. (SBI) (c)

 47,000

1,380,390

Home Properties, Inc.

 20,000

759,400

Hospitality Properties Trust (SBI) (c)

 73,330

1,336,073

Host Hotels & Resorts, Inc. (c)

 437,738

4,364,248

HRPT Properties Trust (SBI) (c)

 157,536

1,020,833

Inland Real Estate Corp.

 49,435

414,265

Invesco Mortgage Capital, Inc.

 18,501

372,055

Investors Real Estate Trust

 59,579

551,702

iStar Financial, Inc. (c)

 83,192

175,535

Kilroy Realty Corp. (c)

 46,235

1,281,172

Kimco Realty Corp. (c)

 272,000

3,413,600

Kite Realty Group Trust

 25,000

91,000

LaSalle Hotel Properties (SBI) (c)

 44,880

742,764

Lexington Corporate Properties Trust

 156,307

728,391

Liberty Property Trust (SBI) (c)

 69,000

2,261,130

LTC Properties, Inc.

 24,292

618,717

Mack-Cali Realty Corp.

 54,500

1,745,635

Maguire Properties, Inc. (a)(c)

 23,156

25,008

Medical Properties Trust, Inc.

 102,197

773,631

MFA Financial, Inc.

 203,114

1,608,663

Mid-America Apartment Communities, Inc. (c)

 25,168

1,101,855

Mission West Properties, Inc.

 21,235

146,522

Monmouth Real Estate Investment Corp. Class A

 6,448

45,007

National Health Investors, Inc.

 21,217

702,283

National Retail Properties, Inc. (c)

 52,876

1,085,016

Nationwide Health Properties, Inc. (c)

 72,093

2,298,325

Newcastle Investment Corp.

 28,577

47,724

NorthStar Realty Finance Corp. (c)

 106,156

403,393

Omega Healthcare Investors, Inc. (c)

 63,998

1,082,206

One Liberty Properties, Inc.

 12,631

113,932

Parkway Properties, Inc.

 46,259

837,288

Pennsylvania Real Estate Investment Trust (SBI)

 63,690

422,265

Pennymac Mortgage Investment Trust

 12,276

242,451

Plum Creek Timber Co., Inc. (c)

 114,000

3,453,060

Post Properties, Inc. (c)

 42,576

725,495

Potlatch Corp. (c)

 30,259

880,537

ProLogis Trust (c)

 325,108

3,615,201

PS Business Parks, Inc.

 15,160

802,419

Public Storage

 95,000

6,702,250

RAIT Financial Trust (SBI) (c)

 28,276

80,869

Ramco-Gershenson Properties Trust (SBI) (c)

 27,394

288,185

Rayonier, Inc.

 56,000

2,405,200

Realty Income Corp.

 72,902

1,862,646

Redwood Trust, Inc. (c)

 60,106

963,499

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

Regency Centers Corp. (c)

 55,782

$ 1,871,486

Resource Capital Corp.

 19,474

84,128

Saul Centers, Inc.

 10,424

339,718

Senior Housing Properties Trust (SBI) (c)

 78,327

1,571,240

Simon Property Group, Inc.

 208,081

13,238,113

SL Green Realty Corp. (c)

 53,400

1,884,486

Sovran Self Storage, Inc. (c)

 25,331

744,478

Starwood Property Trust, Inc.

 32,660

646,341

Strategic Hotel & Resorts, Inc.

 85,107

116,597

Sun Communities, Inc. (c)

 32,457

579,682

Sunstone Hotel Investors, Inc. (c)

 30,320

189,803

Tanger Factory Outlet Centers, Inc. (c)

 23,479

883,280

Taubman Centers, Inc. (c)

 36,964

1,170,650

The Macerich Co. (c)

 55,457

1,589,398

Transcontinental Realty Investors, Inc. (a)

 600

6,336

U-Store-It Trust (c)

 33,000

213,510

UDR, Inc. (c)

 101,880

1,303,045

UMH Properties, Inc.

 5,458

44,101

Universal Health Realty Income Trust (SBI)

 9,854

330,996

Urstadt Biddle Properties, Inc.

 365

5,238

Urstadt Biddle Properties, Inc. Class A

 30,152

466,451

Ventas, Inc. (c)

 114,000

4,469,940

Vornado Realty Trust (c)

 119,506

6,873,985

Walter Investment Management Corp.

 14,410

208,080

Washington (REIT) (SBI)

 40,563

1,093,578

Weingarten Realty Investors (SBI)

 90,424

1,795,821

Winthrop Realty Trust

 5,716

52,301

167,100,328

Real Estate Management & Development - 0.1%

Avatar Holdings, Inc. (a)

 1,964

37,493

Brookfield Properties Corp.

 207,660

2,278,032

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

 182,302

2,158,456

Consolidated-Tomoka Land Co.

 2,829

98,845

Forest City Enterprises, Inc. Class A (c)

 83,148

769,119

Forestar Group, Inc. (a)(c)

 26,562

383,555

Jones Lang LaSalle, Inc. (c)

 30,032

1,407,900

Maui Land & Pineapple, Inc. (a)

 300

1,881

Tejon Ranch Co. (a)(c)

 10,008

255,905

The St. Joe Co. (a)(c)

 66,000

2,164,800

Thomas Properties Group, Inc.

 17,236

36,885

9,592,871

Thrifts & Mortgage Finance - 0.3%

Anchor BanCorp Wisconsin, Inc.

 23,617

31,174

Astoria Financial Corp. (c)

 81,000

834,300

Bank Mutual Corp.

 51,972

456,834

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

 2,150

8,729

BankFinancial Corp.

 10,309

101,131

BCSB Bancorp, Inc. (a)

 1,892

17,520

Beneficial Mutual Bancorp, Inc. (a)(c)

 40,486

359,921

Shares

Value

Berkshire Hills Bancorp, Inc.

 10,481

$ 235,927

Brookline Bancorp, Inc., Delaware (c)

 70,300

733,932

Camco Financial Corp.

 404

949

Capitol Federal Financial (c)

 19,206

617,089

CFS Bancorp, Inc.

 800

3,200

Charter Financial Corp., Georgia

 976

12,688

Citizens South Banking Corp., Delaware

 4,457

24,157

Clifton Savings Bancorp, Inc.

 17,436

183,775

Corus Bankshares, Inc. (a)(c)

 27,734

7,488

Danvers Bancorp, Inc.

 12,572

161,676

Dime Community Bancshares, Inc.

 60,270

675,024

Doral Financial Corp. (a)(c)

 1,074

3,351

ESB Financial Corp.

 6,022

80,695

ESSA Bancorp, Inc.

 5,000

63,300

Fannie Mae (c)

 571,925

1,103,815

Farmer Mac Class C (non-vtg.)

 7,000

58,450

First Defiance Financial Corp.

 3,662

60,936

First Financial Holdings, Inc. (c)

 7,180

128,809

First Financial Service Corp.

 2,933

42,558

First Niagara Financial Group, Inc.

 119,100

1,557,828

First Place Financial Corp.

 7,637

24,591

Flagstar Bancorp, Inc. (a)

 25,355

20,284

Flushing Financial Corp.

 14,744

193,884

Freddie Mac (a)(c)

 381,911

874,576

Guaranty Federal Bancshares, Inc. (a)

 1,075

5,848

HF Financial Corp.

 3,182

41,366

Hingham Institution for Savings

 1,751

55,769

Hudson City Bancorp, Inc. (c)

 345,000

4,526,400

Indiana Community Bancorp

 2,634

25,023

MGIC Investment Corp. (c)

 138,604

1,126,851

NASB Financial, Inc. (c)

 1,400

43,092

New York Community Bancorp, Inc. (c)

 260,000

2,766,400

NewAlliance Bancshares, Inc. (c)

 74,000

870,240

Northwest Bancorp, Inc. (c)

 16,404

336,282

OceanFirst Financial Corp.

 6,806

88,478

Ocwen Financial Corp. (a)(c)

 53,024

548,798

Oritani Financial Corp. (c)

 4,300

57,362

Pamrapo Bancorp, Inc.

 3,273

20,522

Parkvale Financial Corp.

 597

5,474

People's United Financial, Inc. (c)

 127,000

2,039,620

Provident Financial Holdings, Inc.

 1,612

12,993

Provident Financial Services, Inc.

 44,816

493,872

Provident New York Bancorp

 51,443

473,790

PVF Capital Corp.

 4,876

10,581

Radian Group, Inc.

 83,311

763,962

Riverview Bancorp, Inc.

 7,997

28,149

TF Financial Corp.

 1,890

33,377

TFS Financial Corp. (c)

 82,949

945,619

The PMI Group, Inc.

 44,028

147,054

TierOne Corp. (a)

 11,942

27,944

Timberland Bancorp, Inc.

 5,856

28,519

Tree.com, Inc. (a)

 3,810

26,861

Triad Guaranty, Inc. (a)(c)

 5,075

7,917

Trustco Bank Corp., New York

 74,801

465,262

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Thrifts & Mortgage Finance - continued

United Community Financial Corp., Ohio

 12,927

$ 19,132

ViewPoint Financial Group

 10,000

125,200

Washington Federal, Inc. (c)

 75,000

1,113,000

Westfield Financial, Inc.

 30,000

274,500

WSFS Financial Corp. (c)

 4,835

134,026

26,367,874

TOTAL FINANCIALS

1,372,643,568

HEALTH CARE - 13.0%

Biotechnology - 2.0%

Aastrom Biosciences, Inc. (a)

 1,900

779

Abraxis BioScience, Inc. (a)

 2,220

59,762

Acadia Pharmaceuticals, Inc. (a)(c)

 22,950

134,028

Acorda Therapeutics, Inc. (a)(c)

 30,000

678,600

Alexion Pharmaceuticals, Inc. (a)(c)

 66,653

3,008,716

Alkermes, Inc. (a)

 76,000

687,800

Allos Therapeutics, Inc. (a)(c)

 50,679

372,491

Alnylam Pharmaceuticals, Inc. (a)

 32,109

716,673

Amgen, Inc. (a)

 766,098

45,766,695

Amylin Pharmaceuticals, Inc. (a)(c)

 118,586

1,494,184

Anadys Pharmaceuticals, Inc. (a)

 20,000

46,200

Antigenics, Inc. (a)(c)

 5,388

11,153

Arena Pharmaceuticals, Inc. (a)(c)

 152,303

708,209

ARIAD Pharmaceuticals, Inc. (a)

 84,946

186,032

ArQule, Inc. (a)

 4,060

22,005

Array Biopharma, Inc. (a)(c)

 66,004

271,936

AVI BioPharma, Inc. (a)(c)

 2,700

4,617

Avigen, Inc. (a)

 1,600

2,032

BioCryst Pharmaceuticals, Inc. (a)(c)

 12,030

150,014

Biogen Idec, Inc. (a)

 215,551

10,822,816

BioMarin Pharmaceutical, Inc. (a)(c)

 85,226

1,403,672

BioSphere Medical, Inc. (a)

 800

2,768

Celera Corp. (a)

 65,299

427,055

Celgene Corp. (a)(c)

 350,446

18,282,768

Cell Genesys, Inc. (a)

 103,415

35,337

Cell Therapeutics, Inc. (a)(c)

 300,000

495,000

Cephalon, Inc. (a)(c)

 49,000

2,789,570

Cepheid, Inc. (a)(c)

 45,427

544,670

Cubist Pharmaceuticals, Inc. (a)(c)

 45,855

948,281

CuraGen Corp. (a)

 5,707

7,990

Cytokinetics, Inc. (a)

 14,366

45,540

Dendreon Corp. (a)(c)

 91,579

2,140,201

Dyax Corp. (a)

 46,447

169,067

Dynavax Technologies Corp. (a)

 35,880

64,584

Emergent BioSolutions, Inc. (a)

 21,536

399,062

EntreMed, Inc. (a)

 3,700

1,961

Enzon Pharmaceuticals, Inc. (a)(c)

 46,219

331,390

Exact Sciences Corp. (a)

 3,245

6,977

Facet Biotech Corp. (a)

 16,400

164,656

Shares

Value

GenVec, Inc. (a)(c)

 20,350

$ 15,334

Genzyme Corp. (a)(c)

 197,088

10,979,772

Geron Corp. (a)(c)

 84,098

597,096

Gilead Sciences, Inc. (a)(c)

 683,522

30,799,501

GTC Biotherapeutics, Inc. (a)

 410

746

GTx, Inc. (a)(c)

 15,000

141,150

Halozyme Therapeutics, Inc. (a)(c)

 53,616

398,903

Hemispherx Biopharma, Inc. (a)(c)

 800

1,776

Human Genome Sciences, Inc. (a)

 118,259

2,339,163

Idenix Pharmaceuticals, Inc. (a)

 4,502

13,776

Idera Pharmaceuticals, Inc. (a)(c)

 9,000

68,310

ImmunoGen, Inc. (a)(c)

 41,749

304,350

Immunomedics, Inc. (a)

 5,227

28,801

Incyte Corp. (a)(c)

 111,927

737,599

Infinity Pharmaceuticals, Inc. (a)

 53

371

InterMune, Inc. (c)

 40,081

608,430

Isis Pharmaceuticals, Inc. (a)(c)

 74,678

1,205,303

Keryx Biopharmaceuticals, Inc. (a)

 23,883

31,526

La Jolla Pharmaceutical Co. (a)

 2,083

479

Lexicon Pharmaceuticals, Inc. (a)

 6,506

9,824

Ligand Pharmaceuticals, Inc.:

rights 12/31/11 (a)

 2,082

0

Class B (a)(c)

 116,946

280,670

MannKind Corp. (a)(c)

 62,676

488,246

Martek Biosciences (c)

 37,649

924,283

Maxygen, Inc. (a)

 29,687

210,184

Medarex, Inc. (a)(c)

 120,200

1,923,200

Medivation, Inc. (a)(c)

 28,094

711,340

Metabolix, Inc. (a)

 16,896

163,891

Momenta Pharmaceuticals, Inc. (a)(c)

 30,314

300,109

Myriad Genetics, Inc. (a)

 72,648

2,220,849

Myriad Pharmaceuticals, Inc. (a)

 80,016

360,072

Nabi Biopharmaceuticals (a)

 12,447

37,963

Neurocrine Biosciences, Inc. (a)

 15,860

47,421

Novavax, Inc. (a)(c)

 6,883

41,573

NPS Pharmaceuticals, Inc. (a)

 78,167

325,956

OncoGenex Pharmaceuticals, Inc. (a)

 2,200

88,352

ONYX Pharmaceuticals, Inc. (a)(c)

 40,824

1,309,226

Orchid Cellmark, Inc. (a)

 3,164

5,537

OREXIGEN Therapeutics, Inc. (a)(c)

 12,000

95,040

Orthologic Corp. (a)

 7,445

4,988

OSI Pharmaceuticals, Inc. (a)(c)

 39,211

1,310,432

Osiris Therapeutics, Inc. (a)(c)

 16,000

233,920

PDL BioPharma, Inc.

 92,000

832,600

Peregrine Pharmaceuticals, Inc. (a)

 8,337

6,419

Pharmasset, Inc. (a)

 18,329

338,353

Progenics Pharmaceuticals, Inc. (a)(c)

 24,778

130,580

Regeneron Pharmaceuticals, Inc. (a)

 51,359

1,167,390

Repligen Corp. (a)

 6,096

30,602

Rigel Pharmaceuticals, Inc. (a)(c)

 54,426

383,703

Sangamo Biosciences, Inc. (a)

 43,327

303,722

Savient Pharmaceuticals, Inc. (a)(c)

 51,925

721,238

SciClone Pharmaceuticals, Inc. (a)(c)

 7,834

38,073

Seattle Genetics, Inc. (a)(c)

 42,640

522,340

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Biotechnology - continued

Spectrum Pharmaceuticals, Inc. (a)(c)

 192

$ 1,632

StemCells, Inc. (a)

 7,323

11,936

Telik, Inc. (a)

 13,264

11,672

Theravance, Inc. (a)(c)

 50,642

788,496

Trimeris, Inc.

 16,866

41,659

United Therapeutics Corp. (a)(c)

 19,242

1,760,835

Vanda Pharmaceuticals, Inc. (a)

 33,405

456,312

Vertex Pharmaceuticals, Inc. (a)(c)

 130,092

4,866,742

Vical, Inc. (a)(c)

 1,900

8,759

XOMA Ltd. (a)(c)

 118,882

103,427

Zymogenetics, Inc. (a)(c)

 47,216

277,630

165,574,873

Health Care Equipment & Supplies - 2.2%

Abaxis, Inc. (a)(c)

 35,896

954,834

Abiomed, Inc. (a)

 42,289

350,153

Accuray, Inc. (a)(c)

 40,848

262,244

Align Technology, Inc. (a)(c)

 51,536

690,582

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

 51,602

786,414

Analogic Corp. (c)

 10,743

381,914

Angiodynamics, Inc. (a)

 30,684

397,358

Aspect Medical Systems, Inc. (a)

 6,586

42,348

Atrion Corp.

 239

32,743

Baxter International, Inc.

 455,905

25,950,113

Beckman Coulter, Inc.

 48,897

3,311,305

Becton, Dickinson & Co.

 167,357

11,651,394

BioLase Technology, Inc. (a)

 4,009

8,459

Boston Scientific Corp. (a)(c)

 1,101,272

12,939,946

C.R. Bard, Inc. (c)

 70,228

5,658,972

Candela Corp. (a)

 10,141

17,138

Cantel Medical Corp. (a)

 25,300

340,032

Cardiac Science Corp. (a)

 18,171

57,239

Cerus Corp. (a)(c)

 7,762

16,378

Conceptus, Inc. (a)(c)

 36,912

668,845

CONMED Corp. (a)(c)

 22,708

404,884

Cooper Companies, Inc. (c)

 29,278

799,875

Cryolife, Inc. (a)

 24,384

181,661

Cutera, Inc. (a)

 17,971

157,067

Cyberonics, Inc. (a)(c)

 37,461

563,413

Cynosure, Inc. Class A (a)

 4,942

54,115

DENTSPLY International, Inc. (c)

 100,849

3,399,620

DexCom, Inc. (a)(c)

 17,534

136,941

Edwards Lifesciences Corp. (a)(c)

 41,172

2,547,723

ev3, Inc. (a)(c)

 68,550

873,327

Exactech, Inc. (a)

 2,735

40,669

Fonar Corp. (a)

 837

1,574

Gen-Probe, Inc. (a)

 36,069

1,390,460

Greatbatch, Inc. (a)(c)

 28,241

608,029

Haemonetics Corp. (a)(c)

 20,658

1,087,437

HealthTronics, Inc. (a)

 8,119

20,785

Hill-Rom Holdings, Inc.

 43,235

885,885

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Value

Hologic, Inc. (a)(c)

 196,221

$ 3,227,835

Hospira, Inc. (a)(c)

 112,521

4,398,446

I-Flow Corp. (a)

 11,248

101,232

ICU Medical, Inc. (a)(c)

 21,567

802,077

IDEXX Laboratories, Inc. (a)(c)

 39,739

2,017,152

Immucor, Inc. (a)(c)

 49,842

901,642

Insulet Corp. (a)(c)

 6,260

57,655

Integra LifeSciences Holdings Corp. (a)(c)

 16,514

558,008

Intuitive Surgical, Inc. (a)

 28,146

6,268,396

Invacare Corp. (c)

 38,841

841,296

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

 59,028

2,101,397

IRIS International, Inc. (a)

 23,799

244,654

IVAX Diagnostics, Inc. (a)

 3,600

2,304

Kensey Nash Corp. (a)

 28,556

745,597

Kewaunee Scientific Corp.

 1,601

21,309

Kinetic Concepts, Inc. (a)(c)

 41,103

1,313,241

Masimo Corp. (a)(c)

 37,353

938,307

Medical Action Industries, Inc. (a)

 15,016

188,150

Medtronic, Inc. (c)

 845,688

32,389,850

Meridian Bioscience, Inc. (c)

 41,244

993,980

Merit Medical Systems, Inc. (a)(c)

 27,493

496,249

Misonix, Inc. (a)

 3,000

7,500

Natus Medical, Inc. (a)(c)

 28,650

408,263

Neogen Corp. (a)(c)

 17,263

483,364

Neoprobe Corp. (a)

 100

125

NuVasive, Inc. (a)(c)

 32,642

1,307,965

NxStage Medical, Inc. (a)(c)

 36,056

222,826

OraSure Technologies, Inc. (a)

 23,767

62,745

Orthofix International NV (a)

 22,410

613,362

Osteotech, Inc. (a)

 3,427

14,805

Otix Global, Inc. (a)

 3,941

3,586

Palomar Medical Technologies, Inc. (a)

 10,806

149,987

PLC Systems, Inc. (a)

 400

124

Quidel Corp. (a)(c)

 47,431

732,335

ResMed, Inc. (a)(c)

 57,659

2,647,125

Retractable Technologies, Inc. (a)

 6,105

6,349

RTI Biologics, Inc. (a)

 25,405

115,593

Sirona Dental Systems, Inc. (a)

 13,981

369,658

Somanetics Corp. (a)

 11,971

156,581

SonoSite, Inc. (a)(c)

 29,185

679,135

St. Jude Medical, Inc. (a)(c)

 257,041

9,906,360

Staar Surgical Co. (a)

 3,978

11,735

Stereotaxis, Inc. (a)(c)

 28,535

100,443

Steris Corp.

 32,480

942,570

Stryker Corp. (c)

 224,885

9,323,732

SurModics, Inc. (a)(c)

 22,713

519,901

Symmetry Medical, Inc. (a)

 34,161

376,454

Synovis Life Technologies, Inc. (a)

 11,000

173,030

Teleflex, Inc.

 26,627

1,206,203

The Spectranetics Corp. (a)

 20,955

122,168

Theragenics Corp. (a)

 1,300

1,742

ThermoGenesis Corp. (a)

 73,719

46,074

Thoratec Corp. (a)(c)

 39,564

1,038,159

TomoTherapy, Inc. (a)

 19,200

64,320

Common Stocks - continued

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HEALTH CARE - continued

Health Care Equipment & Supplies - continued

Urologix, Inc. (a)

 3,800

$ 4,598

Varian Medical Systems, Inc. (a)(c)

 86,977

3,746,099

Volcano Corp. (a)(c)

 43,320

619,476

West Pharmaceutical Services, Inc. (c)

 24,982

1,004,027

Wright Medical Group, Inc. (a)(c)

 34,533

560,816

Young Innovations, Inc.

 2,508

58,888

Zimmer Holdings, Inc. (a)

 160,481

7,598,775

Zoll Medical Corp. (a)(c)

 21,697

390,112

182,077,763

Health Care Providers & Services - 2.2%

Aetna, Inc.

 332,000

9,462,000

Air Methods Corp. (a)(c)

 15,951

544,408

Alliance Healthcare Services, Inc. (a)(c)

 49,118

271,623

Almost Family, Inc. (a)

 6,641

183,092

Amedisys, Inc. (a)

 17,439

776,733

America Service Group, Inc.

 11,000

200,640

American Dental Partners, Inc. (a)

 4,710

60,853

AMERIGROUP Corp. (a)(c)

 35,062

829,216

AmerisourceBergen Corp.

 220,000

4,688,200

AMN Healthcare Services, Inc. (a)(c)

 43,361

427,973

AmSurg Corp. (a)(c)

 29,663

602,159

Animal Health International, Inc. (a)

 5,300

10,706

Assisted Living Concepts, Inc. Class A (a)

 9,800

198,254

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

 18,564

617,067

BioScrip, Inc. (a)

 8,518

50,086

Brookdale Senior Living, Inc.

 34,111

542,024

Capital Senior Living Corp. (a)

 30,965

166,901

Cardinal Health, Inc.

 259,066

8,958,502

CardioNet, Inc. (a)

 27,873

200,686

Catalyst Health Solutions, Inc. (a)

 30,014

857,200

Centene Corp. (a)(c)

 31,879

551,825

Chemed Corp.

 15,700

683,578

Chindex International, Inc. (a)

 10,687

144,702

CIGNA Corp. (c)

 200,212

5,892,239

Clarient, Inc. (a)

 3,500

13,755

Community Health Systems, Inc. (a)(c)

 67,270

2,069,898

Corvel Corp. (a)(c)

 2,959

88,948

Coventry Health Care, Inc. (a)(c)

 104,184

2,274,337

Cross Country Healthcare, Inc. (a)(c)

 33,894

312,164

DaVita, Inc. (a)(c)

 79,000

4,085,090

Dialysis Corp. of America (a)

 3,005

17,940

Emdeon, Inc. Class A

 17,760

309,734

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

 18,209

825,778

Express Scripts, Inc. (a)

 171,554

12,389,630

Five Star Quality Care, Inc. (a)

 28,197

95,588

Genoptix, Inc. (a)(c)

 7,604

218,159

Gentiva Health Services, Inc. (a)(c)

 28,072

618,988

Hanger Orthopedic Group, Inc. (a)

 31,595

442,646

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

 199,688

1,379,844

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Value

Health Net, Inc. (a)

 71,159

$ 1,090,156

HealthSouth Corp. (a)(c)

 83,312

1,300,500

Healthspring, Inc. (a)

 40,674

538,117

Healthways, Inc. (a)

 39,343

514,606

Henry Schein, Inc. (a)(c)

 61,518

3,259,224

HMS Holdings Corp. (a)(c)

 18,275

687,323

Hooper Holmes, Inc. (a)

 7,290

6,561

Humana, Inc. (a)(c)

 121,000

4,319,700

InVentiv Health, Inc. (a)(c)

 48,357

768,876

IPC The Hospitalist Co., Inc. (a)

 11,000

324,940

Kindred Healthcare, Inc. (a)(c)

 26,367

376,521

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

 80,000

5,583,200

Landauer, Inc. (c)

 12,764

702,531

LCA-Vision, Inc. (a)

 8,343

45,219

LHC Group, Inc. (a)(c)

 14,902

364,354

LifePoint Hospitals, Inc. (a)(c)

 37,000

929,810

Lincare Holdings, Inc. (a)(c)

 50,000

1,319,500

Magellan Health Services, Inc. (a)(c)

 30,345

973,771

McKesson Corp.

 202,352

11,505,735

Medcath Corp. (a)

 8,479

77,328

Medco Health Solutions, Inc. (a)(c)

 363,806

20,089,367

MEDNAX, Inc. (a)

 31,000

1,614,170

Molina Healthcare, Inc. (a)(c)

 9,814

198,734

MWI Veterinary Supply, Inc. (a)(c)

 21,455

798,341

National Healthcare Corp.

 4,894

187,049

NightHawk Radiology Holdings, Inc. (a)

 15,857

98,789

Odyssey Healthcare, Inc. (a)(c)

 41,774

538,049

Omnicare, Inc.

 83,000

1,899,870

Owens & Minor, Inc.

 32,151

1,422,682

Patterson Companies, Inc. (a)(c)

 71,841

1,956,230

PDI, Inc. (a)

 1,588

8,353

PharMerica Corp. (a)(c)

 33,940

680,497

Providence Service Corp. (a)

 15,408

175,035

PSS World Medical, Inc. (a)(c)

 43,019

879,308

Psychiatric Solutions, Inc. (a)(c)

 34,813

932,640

Quest Diagnostics, Inc. (c)

 115,000

6,205,400

RehabCare Group, Inc. (a)

 20,335

426,832

ResCare, Inc. (a)(c)

 18,619

270,162

Rural/Metro Corp. (a)

 7,404

28,653

Skilled Healthcare Group, Inc. (a)

 39,556

299,043

SRI/Surgical Express, Inc. (a)

 900

1,719

Sun Healthcare Group, Inc. (a)(c)

 34,118

281,132

Sunrise Senior Living, Inc. (a)

 36,429

80,508

Tenet Healthcare Corp. (a)

 320,000

1,491,200

Triple-S Management Corp. (a)

 23,521

436,079

U.S. Physical Therapy, Inc. (a)

 12,075

175,329

UnitedHealth Group, Inc.

 891,546

24,963,288

Universal American Financial Corp. (a)

 39,049

358,470

Universal Health Services, Inc. Class B

 35,000

2,056,600

VCA Antech, Inc. (a)(c)

 61,413

1,519,972

Common Stocks - continued

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HEALTH CARE - continued

Health Care Providers & Services - continued

Wellcare Health Plans, Inc. (a)

 31,976

$ 776,058

WellPoint, Inc. (a)

 362,077

19,135,769

186,736,466

Health Care Technology - 0.1%

A.D.A.M., Inc. (a)

 1,800

6,138

Allscripts-Misys Healthcare Solutions, Inc. (c)

 36,249

538,298

AMICAS, Inc. (a)

 9,737

34,566

athenahealth, Inc. (a)(c)

 22,920

922,072

Cerner Corp. (a)(c)

 47,500

2,931,225

Computer Programs & Systems, Inc. (c)

 18,590

719,433

Eclipsys Corp. (a)(c)

 40,841

684,495

HLTH Corp. (a)

 72,138

1,046,722

IMS Health, Inc. (c)

 130,000

1,801,800

MedAssets, Inc. (a)(c)

 31,260

698,036

Medidata Solutions, Inc.

 17,000

269,620

Merge Healthcare, Inc. (a)

 11,344

36,301

Omnicell, Inc. (a)(c)

 29,246

321,121

Phase Forward, Inc. (a)(c)

 49,420

635,541

Quality Systems, Inc. (c)

 16,154

869,731

Vital Images, Inc. (a)(c)

 11,918

151,478

11,666,577

Life Sciences Tools & Services - 0.6%

Accelrys, Inc. (a)

 4,972

28,539

Affymetrix, Inc. (a)

 95,802

739,591

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

 27,799

224,060

AMAG Pharmaceuticals, Inc. (a)(c)

 17,373

712,988

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

 13,098

1,129,833

Bruker BioSciences Corp. (a)(c)

 56,937

577,911

Caliper Life Sciences, Inc. (a)

 5,632

10,307

Cambrex Corp. (a)

 21,547

117,862

Charles River Laboratories International, Inc. (a)(c)

 48,000

1,655,520

Covance, Inc. (a)(c)

 45,195

2,399,855

Cryo-Cell International, Inc. (a)

 9,581

22,228

Dionex Corp. (a)(c)

 14,117

848,996

Enzo Biochem, Inc. (a)

 17,097

87,024

eResearchTechnology, Inc. (a)

 63,136

397,125

Exelixis, Inc. (a)(c)

 113,877

647,960

Harvard Bioscience, Inc. (a)

 786

2,657

Illumina, Inc. (a)(c)

 94,356

3,327,936

Kendle International, Inc. (a)

 12,762

167,693

Life Technologies Corp. (a)

 124,389

5,539,042

Luminex Corp. (a)(c)

 37,497

572,954

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

 23,066

2,015,968

Millipore Corp. (a)

 40,500

2,682,315

Nektar Therapeutics (a)(c)

 124,526

1,032,321

PAREXEL International Corp. (a)(c)

 49,175

630,915

PerkinElmer, Inc. (c)

 88,999

1,624,232

Pharmaceutical Product Development, Inc. 

 74,806

1,504,349

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Value

Sequenom, Inc. (a)(c)

 154,479

$ 987,121

Strategic Diagnostics, Inc. (a)

 3,100

5,425

Techne Corp. (c)

 27,995

1,726,452

Thermo Fisher Scientific, Inc. (a)(c)

 313,131

14,156,653

Varian, Inc. (a)

 25,094

1,285,315

Waters Corp. (a)(c)

 70,133

3,526,287

50,387,434

Pharmaceuticals - 5.9%

Abbott Laboratories

 1,162,124

52,562,869

Adolor Corp. (a)

 25,094

41,154

Akorn, Inc. (a)

 30,000

39,300

Alexza Pharmaceuticals, Inc. (a)

 13,000

34,450

Allergan, Inc.

 228,411

12,772,743

ARYx Therapeutics, Inc. (a)

 12,000

41,280

Auxilium Pharmaceuticals, Inc. (a)(c)

 39,949

1,150,132

AVANIR Pharmaceuticals Class A (a)(c)

 21,996

42,232

BioMimetic Therapeutics, Inc. (a)(c)

 5,508

64,829

Bristol-Myers Squibb Co.

 1,475,322

32,648,876

Cadence Pharmaceuticals, Inc. (a)(c)

 22,715

247,821

Columbia Laboratories, Inc. (a)

 7,190

8,628

Cornerstone Therapeutics, Inc. (a)

 9,000

58,590

CPEX Pharmaceuticals, Inc. (a)

 293

2,652

Cypress Bioscience, Inc. (a)

 50,273

349,900

DepoMed, Inc. (a)

 8,176

25,509

Discovery Laboratories, Inc. (a)

 3,800

1,900

Durect Corp. (a)

 39,673

96,802

Eli Lilly & Co.

 735,130

24,597,450

Emisphere Technologies, Inc. (a)

 3,941

3,551

Endo Pharmaceuticals Holdings,
Inc. (a)(c)

 79,535

1,795,105

Forest Laboratories, Inc. (a)(c)

 216,000

6,322,320

Hi-Tech Pharmacal Co., Inc. (a)(c)

 2,015

30,447

Hollis-Eden Pharmaceuticals, Inc. (a)

 1,300

897

Impax Laboratories, Inc. (a)

 30,000

227,700

Inspire Pharmaceuticals, Inc. (a)

 17,519

104,588

Jazz Pharmaceuticals, Inc. (a)(c)

 15,000

109,350

Johnson & Johnson

 2,088,189

126,210,143

King Pharmaceuticals, Inc. (a)(c)

 177,000

1,837,260

KV Pharmaceutical Co. Class A (a)(c)

 25,710

58,876

Matrixx Initiatives, Inc. (a)(c)

 3,709

19,992

MDRNA, Inc. (a)(c)

 25,476

34,647

Medicis Pharmaceutical Corp. Class A (c)

 45,977

849,195

Merck & Co., Inc.

 1,586,024

51,434,758

MiddleBrook Pharmaceuticals, Inc. (a)

 2,800

3,164

Mylan, Inc. (a)(c)

 216,422

3,174,911

Obagi Medical Products, Inc. (a)

 10,991

104,415

Optimer Pharmaceuticals, Inc. (a)(c)

 20,000

260,600

Pain Therapeutics, Inc. (a)(c)

 35,234

179,693

Par Pharmaceutical Companies,
Inc. (a)(c)

 24,793

507,017

Penwest Pharmaceuticals Co. (a)

 3,340

8,150

Perrigo Co.

 59,042

1,742,920

Pfizer, Inc. (c)

 5,050,079

84,336,319

Common Stocks - continued

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HEALTH CARE - continued

Pharmaceuticals - continued

Pozen, Inc. (a)(c)

 20,149

$ 135,603

Questcor Pharmaceuticals, Inc. (a)(c)

 62,225

361,527

Repros Therapeutics, Inc. (a)

 6,000

6,300

Salix Pharmaceuticals Ltd. (a)(c)

 52,287

654,110

Santarus, Inc. (a)

 14,630

46,523

Schering-Plough Corp.

 1,216,119

34,270,233

Sepracor, Inc. (a)

 74,000

1,343,100

SuperGen, Inc. (a)

 6,806

19,125

The Medicines Company (a)

 50,220

382,676

Valeant Pharmaceuticals International (a)(c)

 56,317

1,458,047

ViroPharma, Inc. (a)(c)

 55,000

440,000

Vivus, Inc. (a)(c)

 73,666

455,993

Watson Pharmaceuticals, Inc. (a)(c)

 75,777

2,674,170

Wyeth

 1,004,804

48,079,871

XenoPort, Inc. (a)(c)

 26,121

476,186

494,946,599

TOTAL HEALTH CARE

1,091,389,712

INDUSTRIALS - 10.2%

Aerospace & Defense - 2.2%

AAR Corp. (a)(c)

 26,763

455,239

AeroCentury Corp. (a)

 800

9,680

AeroVironment, Inc. (a)

 11,704

329,234

Alliant Techsystems, Inc. (a)(c)

 23,000

1,777,440

American Science & Engineering, Inc.

 10,706

659,383

Applied Signal Technology, Inc. (c)

 15,269

388,901

Argon ST, Inc. (a)

 14,975

299,201

Astronics Corp.

 2,747

23,981

Axsys Technologies, Inc. (a)(c)

 10,223

552,042

BE Aerospace, Inc. (a)(c)

 79,310

1,358,580

Ceradyne, Inc. (a)(c)

 20,000

374,400

Cubic Corp.

 15,635

555,355

Curtiss-Wright Corp. (c)

 34,523

1,124,414

DigitalGlobe, Inc.

 15,576

312,455

Ducommun, Inc.

 11,105

200,556

DynCorp International, Inc. Class A (a)

 16,500

283,470

Esterline Technologies Corp. (a)(c)

 20,000

618,400

GenCorp, Inc. (non-vtg.) (a)

 32,091

141,521

General Dynamics Corp.

 239,964

14,203,469

Goodrich Corp.

 87,169

4,808,242

Heico Corp. Class A

 13,890

426,423

Herley Industries, Inc. (a)

 9,619

117,448

Hexcel Corp. (a)(c)

 62,781

683,057

Honeywell International, Inc.

 509,488

18,728,779

Innovative Solutions & Support, Inc.

 23,580

88,189

ITT Corp. (c)

 128,345

6,427,518

Kratos Defense & Security Solutions, Inc. (a)

 9,297

7,159

L-3 Communications Holdings, Inc.

 85,000

6,324,000

Shares

Value

Ladish Co., Inc. (a)(c)

 14,776

$ 216,321

LMI Aerospace, Inc. (a)

 8,000

73,680

Lockheed Martin Corp.

 233,626

17,517,277

Moog, Inc. Class A (a)(c)

 31,269

906,176

Northrop Grumman Corp.

 226,000

11,031,060

Orbital Sciences Corp. (a)(c)

 40,583

600,223

Precision Castparts Corp.

 102,252

9,333,563

Raytheon Co. (c)

 300,000

14,154,000

Rockwell Collins, Inc. (c)

 112,500

5,179,500

Spirit AeroSystems Holdings, Inc. Class A (a)(c)

 66,013

1,024,522

Stanley, Inc. (a)

 19,051

488,658

Sypris Solutions, Inc.

 3,224

6,093

Taser International, Inc. (a)(c)

 68,525

311,789

Teledyne Technologies, Inc. (a)

 26,970

910,507

The Boeing Co. (c)

 491,960

24,435,653

TransDigm Group, Inc. (a)(c)

 28,909

1,287,029

Triumph Group, Inc.

 11,289

491,072

United Technologies Corp.

 662,338

39,316,384

188,562,043

Air Freight & Logistics - 0.7%

Air Transport Services Group, Inc. (a)

 17,036

50,427

Atlas Air Worldwide Holdings, Inc. (a)

 11,680

291,299

C.H. Robinson Worldwide, Inc.

 120,500

6,779,330

Dynamex, Inc. (a)

 4,777

78,391

Expeditors International of Washington, Inc. (c)

 151,500

4,947,990

FedEx Corp.

 213,727

14,685,182

Forward Air Corp. (c)

 23,713

547,296

Hub Group, Inc. Class A (a)(c)

 29,382

644,347

Pacer International, Inc. (c)

 34,535

142,975

United Parcel Service, Inc. Class B

 525,543

28,095,529

UTI Worldwide, Inc. (a)

 83,200

1,069,120

57,331,886

Airlines - 0.2%

AirTran Holdings, Inc. (a)(c)

 69,376

461,350

Alaska Air Group, Inc. (a)

 27,766

700,536

Allegiant Travel Co. (a)(c)

 12,630

494,970

AMR Corp. (a)(c)

 202,532

1,105,825

Continental Airlines, Inc. Class B (a)(c)

 103,301

1,370,804

Delta Air Lines, Inc. (a)(c)

 567,434

4,096,873

ExpressJet Holdings, Inc. (a)

 4,266

12,158

Hawaiian Holdings, Inc. (a)

 30,307

221,847

JetBlue Airways Corp. (a)(c)

 160,000

929,600

Pinnacle Airlines Corp. (a)(c)

 13,246

89,411

Republic Airways Holdings, Inc. (a)(c)

 49,898

459,561

SkyWest, Inc. (c)

 40,454

625,014

Southwest Airlines Co.

 545,000

4,458,100

UAL Corp. (a)(c)

 91,001

566,936

US Airways Group, Inc. (a)(c)

 193,388

657,519

16,250,504

Building Products - 0.1%

AAON, Inc. (c)

 16,666

347,986

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Building Products - continued

American Woodmark Corp. (c)

 8,120

$ 163,050

Ameron International Corp.

 7,610

616,182

Apogee Enterprises, Inc. (c)

 31,812

419,918

Armstrong World Industries, Inc. (a)(c)

 10,573

353,244

Builders FirstSource, Inc. (a)(c)

 7,165

55,099

Gibraltar Industries, Inc. (c)

 19,000

228,760

Griffon Corp. (a)(c)

 45,173

477,479

Insteel Industries, Inc. (c)

 19,514

222,850

Lennox International, Inc.

 38,000

1,363,440

Masco Corp. (c)

 256,452

3,713,425

NCI Building Systems, Inc. (a)(c)

 8,960

24,102

Owens Corning (a)(c)

 56,779

1,268,443

Quanex Building Products Corp.

 28,267

380,756

Simpson Manufacturing Co. Ltd.

 24,564

631,295

Trex Co., Inc. (a)(c)

 10,000

190,100

Universal Forest Products, Inc. (c)

 16,084

664,269

USG Corp. (a)(c)

 54,636

811,891

11,932,289

Commercial Services & Supplies - 0.7%

ABM Industries, Inc. (c)

 38,140

855,480

ACCO Brands Corp. (a)(c)

 27,832

155,859

American Ecology Corp. (c)

 17,056

311,784

American Reprographics Co. (a)(c)

 18,051

164,986

APAC Customer Services, Inc. (a)

 4,300

23,564

ATC Technology Corp. (a)

 20,341

425,534

Avery Dennison Corp.

 81,950

2,532,255

Bowne & Co., Inc.

 31,677

221,739

Casella Waste Systems, Inc. Class A (a)

 27,789

74,475

Cenveo, Inc. (a)

 19,834

101,352

Cintas Corp. (c)

 93,000

2,551,920

Clean Harbors, Inc. (a)(c)

 17,000

1,003,340

Comfort Systems USA, Inc.

 50,878

603,922

Consolidated Graphics, Inc. (a)(c)

 10,742

221,930

Copart, Inc. (a)(c)

 49,000

1,731,660

Cornell Companies, Inc. (a)

 9,672

194,310

Corrections Corp. of America (a)

 89,000

1,765,760

Courier Corp.

 2,999

48,284

Covanta Holding Corp. (a)(c)

 86,846

1,554,543

Deluxe Corp. (c)

 56,165

938,517

EnergySolutions, Inc.

 116,914

1,038,196

Ennis, Inc. (c)

 24,766

337,561

Fuel Tech, Inc. (a)(c)

 25,272

258,280

G&K Services, Inc. Class A

 11,022

259,017

GeoEye, Inc. (a)(c)

 33,687

852,955

Healthcare Services Group, Inc. (c)

 26,140

462,155

Herman Miller, Inc.

 40,000

648,800

HNI Corp.

 29,786

639,803

ICT Group, Inc. (a)

 4,570

50,270

InnerWorkings, Inc. (a)(c)

 33,190

190,511

Innotrac Corp. (a)

 1,400

3,570

Interface, Inc. Class A

 32,273

213,325

Shares

Value

Intersections, Inc. (a)

 8,825

$ 37,683

Iron Mountain, Inc. (a)(c)

 138,000

4,042,020

Kimball International, Inc. Class B

 18,777

119,422

Knoll, Inc.

 31,263

301,063

M&F Worldwide Corp. (a)

 9,630

188,941

McGrath RentCorp.

 20,429

401,838

Metalico, Inc. (a)(c)

 15,943

64,729

Mine Safety Appliances Co.

 26,989

721,416

Mobile Mini, Inc. (a)(c)

 18,629

330,292

Multi-Color Corp.

 6,000

83,700

Pitney Bowes, Inc.

 142,259

3,179,489

Protection One, Inc. (a)

 1,019

3,842

R.R. Donnelley & Sons Co. (c)

 159,272

2,841,412

Republic Services, Inc. (c)

 227,000

5,813,470

RINO International Corp. (a)(c)

 14,000

178,500

Rollins, Inc. (c)

 31,849

568,505

Schawk, Inc. Class A

 4,896

55,472

Standard Parking Corp. (a)

 3,000

51,450

Standard Register Co.

 7,404

31,985

Steelcase, Inc. Class A (c)

 73,329

458,306

Stericycle, Inc. (a)(c)

 63,000

3,119,760

Superior Uniform Group, Inc.

 1,000

8,450

Sykes Enterprises, Inc. (a)(c)

 34,180

717,438

Team, Inc. (a)(c)

 21,099

367,756

Tetra Tech, Inc. (a)(c)

 44,000

1,299,760

The Brink's Co. (c)

 31,000

816,850

The Geo Group, Inc. (a)(c)

 45,990

842,537

TRC Companies, Inc. (a)

 5,282

19,649

United Stationers, Inc. (a)(c)

 13,932

636,553

Viad Corp.

 18,076

326,633

Virco Manufacturing Co.

 3,120

9,610

Waste Connections, Inc. (a)

 55,000

1,504,250

Waste Management, Inc.

 370,000

11,074,100

60,652,538

Construction & Engineering - 0.4%

AECOM Technology Corp. (a)

 66,615

1,825,917

Dycom Industries, Inc. (a)(c)

 30,197

338,810

EMCOR Group, Inc. (a)(c)

 53,393

1,237,116

Fluor Corp.

 134,457

7,112,775

Furmanite Corp. (a)

 20,546

75,198

Granite Construction, Inc. (c)

 26,266

843,139

Great Lakes Dredge & Dock Corp.

 45,451

297,250

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

 24,223

463,870

Integrated Electrical Services, Inc. (a)

 13,972

116,526

Jacobs Engineering Group, Inc. (a)(c)

 88,000

3,870,240

KBR, Inc.

 123,453

2,796,210

Layne Christensen Co. (a)(c)

 17,863

460,865

MasTec, Inc. (a)

 36,581

346,056

Michael Baker Corp. (a)(c)

 7,288

244,002

MYR Group, Inc. (a)

 14,365

294,483

Northwest Pipe Co. (a)(c)

 12,239

406,702

Orion Marine Group, Inc. (a)

 18,394

376,157

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Construction & Engineering - continued

Pike Electric Corp. (a)

 16,312

$ 181,226

Quanta Services, Inc. (a)(c)

 140,715

3,112,616

Shaw Group, Inc. (a)(c)

 57,182

1,677,148

Sterling Construction Co., Inc. (a)

 30,094

484,513

Tutor Perini Corp. (a)(c)

 26,344

516,869

URS Corp. (a)

 60,000

2,593,800

29,671,488

Electrical Equipment - 0.7%

A.O. Smith Corp. (c)

 21,401

814,308

Active Power, Inc. (a)

 10,509

7,672

Acuity Brands, Inc. (c)

 26,000

834,860

Allied Motion Technologies, Inc. (a)

 4,896

9,302

American Superconductor Corp. (a)(c)

 45,910

1,483,352

AMETEK, Inc.

 75,500

2,376,740

AZZ, Inc. (a)(c)

 14,324

493,032

Baldor Electric Co.

 31,504

884,317

Beacon Power Corp. (a)(c)

 362

261

Belden, Inc.

 34,000

711,620

Brady Corp. Class A (c)

 38,539

1,141,911

Broadwind Energy, Inc. (a)(c)

 22,000

166,320

C&D Technologies, Inc. (a)(c)

 5,300

10,600

Capstone Turbine Corp. (a)(c)

 191,870

249,431

Chase Corp.

 1,000

11,400

Coleman Cable, Inc. (a)(c)

 900

4,023

Cooper Industries Ltd. Class A

 124,000

3,999,000

Emerson Electric Co.

 567,000

20,905,290

Encore Wire Corp.

 24,064

569,836

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

 31,072

347,696

Energy Focus, Inc. (a)

 3,941

3,980

EnerSys (a)(c)

 56,442

1,122,631

Espey Manufacturing & Electronics Corp.

 1,488

24,701

Evergreen Solar, Inc. (a)(c)

 178,250

301,243

First Solar, Inc. (a)(c)

 35,194

4,278,887

Franklin Electric Co., Inc.

 16,711

526,564

FuelCell Energy, Inc. (a)(c)

 125,926

459,630

General Cable Corp. (a)(c)

 36,000

1,270,080

GrafTech International Ltd. (a)(c)

 90,000

1,280,700

GT Solar International, Inc. (a)(c)

 21,000

107,730

Hubbell, Inc. Class B

 38,000

1,461,860

II-VI, Inc. (a)(c)

 19,194

513,631

LSI Industries, Inc.

 12,688

93,891

MagneTek, Inc. (a)

 3,582

5,480

Microvision, Inc. (a)(c)

 3,976

13,399

Nexxus Lighting, Inc. (a)

 2,100

13,125

Nortech Systems, Inc. (a)

 1,634

4,330

Plug Power, Inc. (a)

 25,662

17,963

Polypore International, Inc. (a)

 9,236

105,013

Powell Industries, Inc. (a)(c)

 6,051

228,849

Power-One, Inc. (a)(c)

 23,022

29,929

PowerSecure International, Inc. (a)(c)

 3,463

18,354

Regal-Beloit Corp.

 27,000

1,227,420

Shares

Value

Rockwell Automation, Inc. (c)

 95,000

$ 3,975,750

Roper Industries, Inc.

 62,939

2,982,050

Satcon Technology Corp. (a)

 1,200

2,364

SL Industries, Inc. (a)

 2,508

15,926

SunPower Corp. Class A (a)(c)

 68,252

1,730,188

Tech/Ops Sevcon, Inc.

 2,508

5,568

Thomas & Betts Corp. (a)(c)

 39,000

1,079,910

Ultralife Corp. (a)(c)

 15,600

94,068

UQM Technologies, Inc. (a)

 3,800

17,100

Valence Technology, Inc. (a)(c)

 12,072

18,108

Valpey Fisher Corp.

 2,100

2,541

Vicor Corp.

 5,067

37,242

Woodward Governor Co. (c)

 41,500

871,085

58,962,261

Industrial Conglomerates - 1.9%

3M Co.

 483,574

34,865,685

Carlisle Companies, Inc.

 41,111

1,356,252

General Electric Co.

 7,933,174

110,271,119

McDermott International, Inc. (a)

 167,927

3,989,946

Otter Tail Corp. (c)

 37,712

889,626

Raven Industries, Inc.

 17,449

504,276

Seaboard Corp.

 119

131,376

Standex International Corp.

 12,568

215,038

Textron, Inc.

 181,125

2,782,080

Tredegar Corp.

 28,430

425,881

United Capital Corp. (a)

 2,262

49,289

155,480,568

Machinery - 1.8%

3D Systems Corp. (a)

 2,508

20,515

Actuant Corp. Class A (c)

 40,032

565,652

AGCO Corp. (a)(c)

 65,563

2,048,188

Alamo Group, Inc.

 8,200

117,670

Albany International Corp. Class A

 22,131

380,432

Altra Holdings, Inc. (a)(c)

 22,128

212,429

American Railcar Industries, Inc.

 10,474

104,635

Ampco-Pittsburgh Corp.

 6,549

156,390

Astec Industries, Inc. (a)(c)

 13,584

344,083

Badger Meter, Inc.

 23,687

857,233

Barnes Group, Inc.

 30,587

449,323

Blount International, Inc. (a)(c)

 31,035

284,591

Briggs & Stratton Corp.

 49,425

871,857

Bucyrus International, Inc. Class A (c)

 53,638

1,601,094

Cascade Corp.

 10,279

261,909

Caterpillar, Inc. (c)

 450,000

20,389,500

Chart Industries, Inc. (a)

 22,666

422,948

CIRCOR International, Inc.

 15,202

392,364

CLARCOR, Inc. (c)

 35,512

1,138,515

Colfax Corp. (a)

 22,381

237,239

Columbus McKinnon Corp. (NY Shares) (a)

 8,038

98,867

Commercial Vehicle Group, Inc. (a)

 19,815

88,771

Crane Co.

 36,024

845,483

Cummins, Inc.

 138,000

6,254,160

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Machinery - continued

Danaher Corp. (c)

 181,821

$ 11,038,353

Deere & Co. (c)

 314,096

13,694,586

Donaldson Co., Inc.

 48,515

1,822,709

Dover Corp.

 134,500

4,652,355

Dynamic Materials Corp. (c)

 14,847

240,373

Eaton Corp. (c)

 115,730

6,243,634

Energy Recovery, Inc. (a)

 21,981

115,620

EnPro Industries, Inc. (a)(c)

 29,592

636,820

ESCO Technologies, Inc. (a)(c)

 17,800

659,668

Federal Signal Corp.

 42,097

300,994

Flanders Corp. (a)

 9,957

49,785

Flow International Corp. (a)

 28,106

60,147

Flowserve Corp. (c)

 41,000

3,536,250

Force Protection, Inc. (a)(c)

 66,175

350,728

FreightCar America, Inc.

 19,278

367,824

Gardner Denver, Inc. (a)

 37,000

1,201,390

Gorman-Rupp Co.

 13,215

311,213

Graco, Inc. (c)

 47,766

1,199,404

Greenbrier Companies, Inc. (c)

 4,470

57,529

Hardinge, Inc.

 11,551

70,115

Harsco Corp.

 62,697

1,955,519

Hirsch International Corp. Class A (a)

 900

288

Hurco Companies, Inc. (a)

 3,204

53,411

IDEX Corp.

 60,393

1,596,791

Illinois Tool Works, Inc. (c)

 324,472

13,569,419

John Bean Technologies Corp.

 22,410

374,023

Joy Global, Inc.

 77,000

2,991,450

K-Tron International, Inc. (a)

 2,000

168,440

Kadant, Inc. (a)

 14,460

168,170

Kaydon Corp.

 23,000

767,740

Kennametal, Inc. (c)

 54,000

1,190,700

L.B. Foster Co. Class A (a)

 12,372

368,933

Lincoln Electric Holdings, Inc.

 30,000

1,365,600

Lindsay Corp. (c)

 11,966

496,709

Manitowoc Co., Inc.

 105,350

699,524

Middleby Corp. (a)(c)

 19,442

917,468

Miller Industries, Inc. (a)

 360

3,643

Mueller Industries, Inc.

 22,488

543,985

Mueller Water Products, Inc. Class A

 101,652

467,599

NACCO Industries, Inc. Class A

 2,834

165,789

Navistar International Corp. (a)

 46,997

2,032,150

NN, Inc.

 14,100

47,658

Nordson Corp.

 19,922

1,067,421

Omega Flex, Inc.

 300

5,196

Oshkosh Co.

 65,457

2,199,355

PACCAR, Inc. (c)

 254,943

9,221,288

Pall Corp. (c)

 82,893

2,464,409

Parker Hannifin Corp. (c)

 115,800

5,634,828

Pentair, Inc. (c)

 80,000

2,266,400

RBC Bearings, Inc. (a)

 25,395

558,690

Robbins & Myers, Inc. (c)

 31,812

738,675

Shares

Value

Sauer-Danfoss, Inc.

 8,867

$ 49,478

SPX Corp.

 35,454

1,974,079

Sun Hydraulics Corp.

 15,000

276,450

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

 21,767

196,991

Tennant Co.

 16,284

416,382

Terex Corp. (a)(c)

 77,914

1,284,023

Timken Co.

 52,000

1,097,720

Titan International, Inc.

 19,673

163,483

Toro Co.

 28,710

1,088,970

Trinity Industries, Inc. (c)

 57,000

900,600

Twin Disc, Inc.

 8,348

105,936

Valmont Industries, Inc. (c)

 13,685

1,126,686

Wabash National Corp.

 10,432

25,245

Wabtec Corp.

 36,463

1,365,539

Watts Water Technologies, Inc.
Class A (c)

 14,756

445,189

149,371,387

Marine - 0.1%

Alexander & Baldwin, Inc. (c)

 27,063

776,708

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

 12,962

277,387

Eagle Bulk Shipping, Inc.

 88,868

447,006

Excel Maritime Carriers Ltd. (c)

 46,988

318,579

Genco Shipping & Trading Ltd.

 31,967

619,201

Horizon Lines, Inc. Class A

 12,977

70,335

International Shipholding Corp.

 4,000

119,920

Kirby Corp. (a)(c)

 39,326

1,457,028

OceanFreight, Inc. (c)

 15,914

21,166

TBS International Ltd. Class A (a)(c)

 21,840

178,433

4,285,763

Professional Services - 0.3%

Administaff, Inc.

 13,010

314,061

Advisory Board Co. (a)(c)

 16,258

429,699

Barrett Business Services, Inc.

 2,508

26,158

CBIZ, Inc. (a)(c)

 43,495

311,424

CDI Corp.

 7,155

108,684

Comsys IT Partners, Inc. (a)

 36

269

Corporate Executive Board Co.

 28,235

679,052

CoStar Group, Inc. (a)(c)

 13,226

501,927

CRA International, Inc. (a)

 18,135

506,511

Diamond Management & Technology Consultants, Inc.

 6,807

42,612

Dun & Bradstreet Corp.

 39,000

2,848,560

Equifax, Inc. (c)

 91,067

2,517,092

Exponent, Inc. (a)

 13,917

393,573

First Advantage Corp. Class A (a)

 10,000

175,300

FTI Consulting, Inc. (a)(c)

 39,000

1,698,060

GP Strategies Corp. (a)

 1,600

11,760

Heidrick & Struggles International, Inc. (c)

 25,893

544,271

Hudson Highland Group, Inc. (a)

 6,919

26,015

Huron Consulting Group, Inc. (a)(c)

 19,198

361,306

ICF International, Inc. (a)(c)

 9,092

248,666

IHS, Inc. Class A (a)

 33,269

1,610,220

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Professional Services - continued

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

 22,445

$ 257,669

Kforce, Inc. (a)

 30,240

338,688

Korn/Ferry International (a)(c)

 29,749

411,429

LECG Corp. (a)

 11,382

38,244

Manpower, Inc.

 55,699

2,879,638

Monster Worldwide, Inc. (a)(c)

 84,001

1,362,496

MPS Group, Inc. (a)(c)

 55,579

548,009

Navigant Consulting, Inc. (a)

 34,325

432,152

On Assignment, Inc. (a)

 30,613

122,452

RCM Technologies, Inc. (a)

 1,400

2,968

Resources Connection, Inc. (a)(c)

 37,123

572,065

Robert Half International, Inc. (c)

 113,000

2,970,770

School Specialty, Inc. (a)(c)

 11,351

258,689

Spherion Corp. (a)

 36,388

197,223

Spherix, Inc. (a)

 2,713

4,422

TrueBlue, Inc. (a)

 31,970

434,792

Volt Information Sciences, Inc. (a)

 2,508

25,331

Watson Wyatt Worldwide, Inc. Class A (c)

 31,000

1,354,700

25,566,957

Road & Rail - 0.9%

AMERCO (a)(c)

 5,493

249,932

Arkansas Best Corp. (c)

 14,333

457,223

Avis Budget Group, Inc. (a)(c)

 77,814

757,130

Burlington Northern Santa Fe Corp.

 206,855

17,173,102

Celadon Group, Inc. (a)

 4,374

42,821

Con-way, Inc.

 37,475

1,564,956

Covenant Transport Group, Inc. Class A (a)

 2,866

13,957

CSX Corp.

 291,727

12,398,398

Dollar Thrifty Automotive Group, Inc. (a)(c)

 11,579

229,727

Genesee & Wyoming, Inc. Class A (a)(c)

 22,228

697,515

Heartland Express, Inc. (c)

 37,647

533,082

Hertz Global Holdings, Inc. (a)(c)

 129,832

1,287,933

J.B. Hunt Transport Services, Inc. (c)

 74,000

2,074,220

Kansas City Southern (a)(c)

 61,540

1,470,806

Knight Transportation, Inc.

 37,691

621,525

Landstar System, Inc.

 37,300

1,300,651

Marten Transport Ltd. (a)

 18,707

317,271

Norfolk Southern Corp. (c)

 270,000

12,384,900

Old Dominion Freight Lines, Inc. (a)(c)

 16,944

606,256

Quality Distribution, Inc. (a)

 633

2,405

Ryder System, Inc. (c)

 42,000

1,596,000

Saia, Inc. (a)(c)

 13,559

239,994

Union Pacific Corp.

 376,943

22,544,961

Werner Enterprises, Inc. (c)

 38,825

678,661

YRC Worldwide, Inc. (a)(c)

 73,723

164,402

79,407,828

Trading Companies & Distributors - 0.2%

Aceto Corp.

 15,986

106,946

Shares

Value

Aircastle Ltd. (c)

 24,900

$ 234,060

Applied Industrial Technologies, Inc. (c)

 27,153

560,166

Beacon Roofing Supply, Inc. (a)(c)

 32,220

541,940

BlueLinx Corp. (a)

 10,747

58,356

Fastenal Co. (c)

 101,000

3,656,200

GATX Corp.

 33,347

914,708

H&E Equipment Services, Inc. (a)

 20,181

202,214

Houston Wire & Cable Co.

 12,212

140,560

Interline Brands, Inc. (a)(c)

 23,660

395,359

Kaman Corp.

 19,994

414,476

Lawson Products, Inc.

 2,164

39,125

MSC Industrial Direct Co., Inc.
Class A (c)

 29,000

1,145,790

RSC Holdings, Inc. (a)(c)

 36,805

266,100

Rush Enterprises, Inc. Class A (a)(c)

 29,403

411,936

TAL International Group, Inc.

 19,431

239,390

Titan Machinery, Inc. (a)(c)

 22,348

269,293

United Rentals, Inc. (a)(c)

 47,069

432,564

W.W. Grainger, Inc. (c)

 45,569

3,985,920

Watsco, Inc. (c)

 15,220

804,073

WESCO International, Inc. (a)(c)

 28,000

672,840

Willis Lease Finance Corp. (a)

 1,200

14,508

15,506,524

Transportation Infrastructure - 0.0%

Macquarie Infrastructure Co. LLC (c)

 46,421

288,274

Quixote Corp. (a)(c)

 700

1,470

289,744

TOTAL INDUSTRIALS

853,271,780

INFORMATION TECHNOLOGY - 17.9%

Communications Equipment - 2.5%

3Com Corp. (a)(c)

 336,728

1,464,767

Acme Packet, Inc. (a)(c)

 28,974

236,428

ADC Telecommunications, Inc. (a)(c)

 85,518

727,758

Adtran, Inc. (c)

 45,000

1,023,300

Airvana, Inc. (a)

 25,572

165,962

Alliance Fiber Optic Products, Inc. (a)

 2,400

2,688

AltiGen Communications, Inc. (a)

 3,200

2,720

Anaren, Inc. (a)

 27,831

447,522

Arris Group, Inc. (a)(c)

 85,448

1,133,040

Aruba Networks, Inc. (a)(c)

 55,800

508,338

Avocent Corp. (a)(c)

 37,291

608,589

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

 8,180

138,242

BigBand Networks, Inc. (a)

 52,482

204,155

Black Box Corp. (c)

 20,932

524,137

Blonder Tongue Laboratories, Inc. (a)

 3,900

4,641

Blue Coat Systems, Inc. (a)(c)

 35,999

705,940

Brocade Communications Systems,
Inc. (a)

 289,563

2,093,540

Ciena Corp. (a)(c)

 88,447

1,185,190

Cisco Systems, Inc. (a)

 4,337,530

93,690,648

Comarco, Inc. (a)

 450

846

CommScope, Inc. (a)

 60,552

1,632,482

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Communications Equipment - continued

Communications Systems, Inc.

 2,718

$ 32,072

Comtech Telecommunications Corp. (a)(c)

 26,101

887,956

DG FastChannel, Inc. (a)(c)

 22,521

390,514

Digi International, Inc. (a)

 24,959

213,899

Ditech Networks, Inc. (a)

 8,447

13,262

EchoStar Holding Corp. Class A (a)

 40,085

743,577

EMCORE Corp. (a)

 46,234

49,008

EMS Technologies, Inc. (a)

 24,115

451,915

Emulex Corp. (a)

 68,229

661,139

Entrada Networks, Inc. (a)

 150

0

Extreme Networks, Inc. (a)

 81,024

196,888

F5 Networks, Inc. (a)(c)

 56,869

1,961,412

Finisar Corp. (a)

 154,118

135,624

Globecomm Systems, Inc. (a)

 13,582

102,816

Harmonic, Inc. (a)

 87,814

579,572

Harris Corp. (c)

 95,000

3,299,350

Harris Stratex Networks, Inc. Class A (a)

 77,479

469,523

Hughes Communications, Inc. (a)(c)

 3,000

78,030

Infinera Corp. (a)(c)

 69,196

484,372

InterDigital, Inc. (a)(c)

 34,017

712,996

Ixia (a)

 28,654

175,076

JDS Uniphase Corp. (a)

 212,652

1,460,919

Juniper Networks, Inc. (a)(c)

 389,169

8,978,129

KVH Industries, Inc. (a)

 1,838

13,895

Lantronix, Inc. (a)

 500

265

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

 7

0

Loral Space & Communications Ltd. (a)

 7,589

156,637

Motorola, Inc. (c)

 1,567,487

11,254,557

NETGEAR, Inc. (a)(c)

 56,887

971,630

Network Engines, Inc. (a)

 2,300

2,875

Network Equipment Technologies, Inc. (a)

 17,660

117,262

NumereX Corp. Class A (a)

 3,105

15,898

Occam Networks, Inc. (a)

 85

302

Oclaro, Inc. (a)

 71,776

57,780

Oplink Communications, Inc. (a)

 17,767

246,606

Opnext, Inc. (a)

 11,814

30,953

Optelecom Nkf, Inc. (a)

 529

2,396

Optical Cable Corp. (a)

 656

2,112

ORBCOMM, Inc. (a)(c)

 23,301

50,097

Palm, Inc. (a)(c)

 90,061

1,200,513

Parkervision, Inc. (a)(c)

 17,441

62,962

PC-Tel, Inc. (a)

 2,627

15,499

Performance Technologies, Inc. (a)

 3,463

10,666

Plantronics, Inc. (c)

 36,731

877,504

Polycom, Inc. (a)(c)

 61,510

1,451,021

Powerwave Technologies, Inc. (a)

 103,954

128,903

QUALCOMM, Inc.

 1,237,236

57,432,495

Riverbed Technology, Inc. (a)(c)

 43,842

845,274

SCM Microsystems, Inc. (a)

 600

1,248

SeaChange International, Inc. (a)(c)

 20,553

183,744

Sonus Networks, Inc. (a)(c)

 232,659

490,910

Shares

Value

Starent Networks Corp. (a)(c)

 28,603

$ 578,925

Sycamore Networks, Inc. (a)

 161,765

491,766

Symmetricom, Inc. (a)

 25,258

132,605

Tekelec (a)(c)

 52,160

812,131

Tellabs, Inc. (a)

 242,872

1,539,808

Telular Corp. (a)

 2,100

6,825

Tollgrade Communications, Inc. (a)

 2,548

14,243

UTStarcom, Inc. (a)

 75,765

124,255

ViaSat, Inc. (a)(c)

 20,420

494,777

Westell Technologies, Inc. Class A (a)

 4,212

4,675

208,402,996

Computers & Peripherals - 4.7%

3PAR, Inc. (a)

 27,667

244,576

ActivIdentity Corp. (a)

 55,312

138,833

Adaptec, Inc. (a)

 132,864

390,620

Apple, Inc. (a)

 668,604

112,465,879

Astro-Med, Inc.

 5,359

32,154

Avid Technology, Inc. (a)(c)

 21,770

283,663

Compellent Technologies, Inc. (a)

 21,790

325,107

Concurrent Computer Corp. (a)

 1,148

5,132

Cray, Inc. (a)

 27,805

203,255

Datalink Corp. (a)

 2,627

9,720

Dataram Corp. (a)

 3,881

7,296

Dell, Inc. (a)(c)

 1,289,021

20,405,202

Diebold, Inc.

 44,317

1,337,044

Dot Hill Systems Corp. (a)

 5,816

7,852

Electronics for Imaging, Inc. (a)(c)

 64,810

689,578

EMC Corp. (a)

 1,503,614

23,907,463

Hauppauge Digital, Inc. (a)

 500

590

Hewlett-Packard Co.

 1,810,863

81,289,640

Hutchinson Technology, Inc. (a)

 11,789

70,145

Hypercom Corp. (a)

 9,287

24,982

iGO, Inc. (a)

 6,906

5,663

Imation Corp.

 17,514

150,620

Immersion Corp. (a)(c)

 36,085

137,123

Intermec, Inc. (a)(c)

 33,285

473,313

International Business Machines Corp.

 996,273

117,610,028

Interphase Corp. (a)

 2,276

9,627

Intevac, Inc. (a)

 15,683

183,177

LaserCard Corp. (a)

 2,369

21,392

Lexmark International, Inc. Class A (a)(c)

 57,487

1,083,055

MidgardXXI, Inc. (a)

 10

0

NCR Corp. (a)(c)

 102,146

1,361,606

NetApp, Inc. (a)

 237,211

5,396,550

Novatel Wireless, Inc. (a)(c)

 32,010

308,897

Overland Storage, Inc. (a)

 2,079

2,037

Presstek, Inc. (a)

 8,481

12,297

QLogic Corp. (a)(c)

 95,448

1,509,033

Quantum Corp. (a)

 145,293

178,710

Rimage Corp. (a)

 7,000

112,700

SanDisk Corp. (a)(c)

 157,329

2,784,723

Scan-Optics, Inc. (a)

 300

0

Seagate Technology

 392,090

5,430,447

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Computers & Peripherals - continued

Silicon Graphics International Corp. (a)

 10,523

$ 57,771

STEC, Inc. (a)(c)

 30,010

1,216,305

Stratasys, Inc. (a)(c)

 27,535

396,229

Sun Microsystems, Inc. (a)

 526,893

4,889,567

Super Micro Computer, Inc. (a)

 15,000

119,550

Synaptics, Inc. (a)(c)

 23,677

610,393

Teradata Corp. (a)

 126,224

3,399,212

Video Display Corp. (a)

 3,439

11,039

ViewCast.com, Inc. (a)

 13,700

2,055

Western Digital Corp. (a)(c)

 167,368

5,737,375

395,049,225

Electronic Equipment & Components - 0.8%

Acacia Research Corp. - Acacia Technologies (a)(c)

 35,320

317,174

Advanced Photonix, Inc. Class A (a)

 5,286

3,542

Agilent Technologies, Inc. (c)

 250,456

6,431,710

Agilysys, Inc.

 29,574

187,499

American Technology Corp. (a)(c)

 900

1,215

Amphenol Corp. Class A

 123,000

4,300,080

Anixter International, Inc. (a)(c)

 21,000

736,680

Arrow Electronics, Inc. (a)(c)

 80,391

2,222,007

Avnet, Inc. (a)(c)

 100,088

2,667,345

AVX Corp.

 28,540

331,349

Axcess, Inc. (a)

 1,600

656

Benchmark Electronics, Inc. (a)(c)

 61,344

1,006,042

Brightpoint, Inc. (a)(c)

 59,347

435,607

CalAmp Corp. (a)

 3,621

7,495

Checkpoint Systems, Inc. (a)

 28,100

468,427

Clearfield, Inc. (a)

 2,800

9,016

Cogent, Inc. (a)

 35,833

376,247

Cognex Corp.

 28,237

452,357

Coherent, Inc. (a)

 23,737

530,759

Corning, Inc.

 1,158,435

17,469,200

CTS Corp.

 21,333

189,010

Daktronics, Inc.

 37,452

302,238

Dolby Laboratories, Inc. Class A (a)

 35,000

1,365,350

DTS, Inc. (a)(c)

 21,936

587,885

Echelon Corp. (a)(c)

 28,938

328,736

Electro Rent Corp.

 2,627

26,769

Electro Scientific Industries, Inc. (a)

 25,174

309,137

Entorian Technologies, Inc. (a)

 558

195

FARO Technologies, Inc. (a)

 21,693

368,998

FLIR Systems, Inc. (a)

 140,238

3,228,279

Frequency Electronics, Inc. (a)

 500

1,750

Gerber Scientific, Inc. (a)

 4,538

19,468

Giga-Tronics, Inc. (a)

 3,000

5,700

GTSI Corp. (a)

 2,376

19,032

IEC Electronics Corp. (a)

 100

510

Ingram Micro, Inc. Class A (a)(c)

 100,872

1,690,615

Insight Enterprises, Inc. (a)(c)

 30,442

349,170

IPG Photonics Corp. (a)(c)

 19,405

235,189

Shares

Value

Iteris, Inc. (a)

 1,200

$ 1,776

Itron, Inc. (a)(c)

 25,099

1,375,174

Jabil Circuit, Inc. (c)

 143,547

1,571,840

Jaco Electronics, Inc. (a)

 1,950

1,326

Keithley Instruments, Inc.

 11,433

57,165

L-1 Identity Solutions, Inc. (a)(c)

 60,627

434,696

LeCroy Corp. (a)

 2,030

8,079

LightPath Technologies, Inc. Class A (a)

 437

926

Littelfuse, Inc. (a)(c)

 28,850

722,404

LoJack Corp. (a)

 24,509

126,712

Mace Security International, Inc. (a)

 1,100

1,100

Maxwell Technologies, Inc. (a)(c)

 16,314

220,728

Measurement Specialties, Inc. (a)

 9,947

105,239

Mercury Computer Systems, Inc. (a)

 16,844

160,355

Merix Corp. (a)

 1,450

2,871

Merrimac Industries, Inc. (a)

 500

3,900

Mesa Laboratories, Inc.

 2,540

55,905

Methode Electronics, Inc. Class A

 32,238

278,214

Micronetics, Inc. (a)

 1,137

3,309

MOCON, Inc.

 2,570

21,974

Molex, Inc. (c)

 90,000

1,638,900

MTS Systems Corp. (c)

 19,462

516,521

Multi-Fineline Electronix, Inc. (a)

 11,912

329,248

National Instruments Corp. (c)

 42,603

1,091,915

Newport Corp. (a)

 27,067

191,905

NU Horizons Electronics Corp. (a)

 4,122

15,828

OSI Systems, Inc. (a)

 24,345

410,700

Park Electrochemical Corp.

 11,387

245,276

PC Connection, Inc. (a)

 2,687

14,913

PC Mall, Inc. (a)

 500

3,805

Planar Systems, Inc. (a)

 2,649

7,523

Plexus Corp. (a)(c)

 30,922

778,616

RadiSys Corp. (a)

 4,060

29,638

Research Frontiers, Inc. (a)(c)

 2,000

6,220

Richardson Electronics Ltd.

 2,923

11,838

Rofin-Sinar Technologies, Inc. (a)(c)

 19,978

454,300

Rogers Corp. (a)(c)

 21,541

562,220

Sanmina-SCI Corp. (a)

 39,734

251,119

ScanSource, Inc. (a)

 22,961

642,678

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

 9,803

37,545

Spectrum Control, Inc. (a)

 1,791

16,441

SYNNEX Corp. (a)(c)

 17,416

516,384

Tech Data Corp. (a)(c)

 35,292

1,344,625

Technitrol, Inc.

 21,812

179,731

Trimble Navigation Ltd. (a)(c)

 84,063

2,140,244

TTM Technologies, Inc. (a)(c)

 52,954

535,894

Universal Display Corp. (a)(c)

 23,490

256,041

Vishay Intertechnology, Inc. (a)(c)

 175,993

1,420,264

X-Rite, Inc. (a)(c)

 29,750

60,095

Zygo Corp. (a)

 11,433

76,715

65,923,273

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Internet Software & Services - 1.6%

Akamai Technologies, Inc. (a)(c)

 133,809

$ 2,360,391

Art Technology Group, Inc. (a)(c)

 138,322

558,821

Autobytel, Inc. (a)

 6,680

4,075

Bankrate, Inc. (a)

 13,442

382,963

Communication Intelligence Corp. (a)

 3,800

304

comScore, Inc. (a)

 14,323

199,233

Constant Contact, Inc. (a)

 16,476

343,195

DealerTrack Holdings, Inc. (a)

 56,207

1,134,257

Digital River, Inc. (a)(c)

 26,281

928,245

DivX, Inc. (a)

 15,267

79,694

EarthLink, Inc.

 92,443

769,126

EasyLink Services International Corp. (a)

 600

1,008

eBay, Inc. (a)

 822,538

18,210,991

Equinix, Inc. (a)(c)

 27,000

2,275,020

Google, Inc. Class A (a)

 173,275

79,995,869

GSI Commerce, Inc. (a)

 19,559

339,153

IAC/InterActiveCorp (a)

 77,476

1,434,856

iMergent, Inc.

 7,660

51,322

InfoSpace, Inc. (a)

 38,127

308,829

Innodata Isogen, Inc. (a)(c)

 10,986

57,127

Internap Network Services Corp. (a)(c)

 31,452

94,985

Internet America, Inc. (a)

 4,200

1,260

Internet Capital Group, Inc. (a)

 38,165

253,416

iPass, Inc.

 26,101

38,107

j2 Global Communications, Inc. (a)(c)

 31,250

667,813

Jupiter Media Metrix, Inc. (a)

 4,711

0

Keynote Systems, Inc. (a)

 20,911

210,365

Liquidity Services, Inc. (a)

 10,000

108,900

LogMeIn, Inc.

 14,000

228,200

LoopNet, Inc. (a)

 38,132

304,675

Marchex, Inc. Class B

 33,368

142,815

ModusLink Global Solutions, Inc. (a)

 27,194

195,253

Move, Inc. (a)

 91,866

265,493

NIC, Inc.

 38,909

298,432

Omniture, Inc. (a)(c)

 58,093

831,311

On2.Com, Inc. (a)

 22,666

13,146

Onstream Media Corp. (a)

 206

85

Openwave Systems, Inc. (a)(c)

 28,230

78,197

Perficient, Inc. (a)

 16,992

131,858

Rackspace Hosting, Inc.

 64,626

836,260

RealNetworks, Inc. (a)(c)

 104,429

369,679

Saba Software, Inc. (a)

 3,088

10,530

SAVVIS, Inc. (c)

 49,706

843,014

Selectica, Inc. (a)

 12,868

4,890

Support.com, Inc. (a)

 12,011

28,226

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

 18,195

247,270

Terremark Worldwide, Inc. (a)(c)

 7,893

41,596

The Knot, Inc. (a)

 26,713

269,801

TheStreet.com, Inc.

 4,299

10,962

United Online, Inc. (c)

 83,735

586,145

ValueClick, Inc. (a)(c)

 64,977

666,014

Shares

Value

VeriSign, Inc. (a)(c)

 138,500

$ 2,934,815

VistaPrint Ltd. (a)(c)

 37,069

1,536,139

Vocus, Inc. (a)

 27,197

458,541

Web.com, Inc. (a)

 15,761

86,055

WebMD Health Corp. Class A (a)(c)

 8,782

288,840

WebMediaBrands, Inc. (a)

 1,200

792

Yahoo!, Inc. (a)

 980,496

14,325,047

Zix Corp. (a)(c)

 10,905

19,847

136,863,253

IT Services - 1.5%

Acxiom Corp. (c)

 49,085

447,655

Affiliated Computer Services, Inc.
Class A (a)

 70,000

3,136,000

Alliance Data Systems Corp. (a)(c)

 44,989

2,499,589

Automatic Data Processing, Inc.

 373,479

14,322,920

Broadridge Financial Solutions, Inc.

 105,000

2,186,100

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

 21,000

965,160

Ciber, Inc. (a)

 62,714

244,585

Cognizant Technology Solutions Corp. Class A (a)

 216,000

7,534,080

Computer Sciences Corp. (a)(c)

 114,000

5,568,900

Convergys Corp. (a)(c)

 93,827

1,017,085

CSG Systems International, Inc. (a)(c)

 23,020

346,911

CSP, Inc. (a)

 4,299

14,660

CyberSource Corp. (a)(c)

 60,885

934,585

DST Systems, Inc. (a)(c)

 27,403

1,255,331

Edgewater Technology, Inc. (a)

 3,344

10,600

eLoyalty Corp. (a)

 5,011

42,343

ePresence, Inc. (a)

 600

0

Euronet Worldwide, Inc. (a)(c)

 42,896

1,013,204

Fidelity National Information Services, Inc. 

 135,605

3,330,459

Fiserv, Inc. (a)(c)

 117,000

5,645