Table of Contents
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSRS
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-22311
Schwab Strategic Trust
(Exact name of registrant as specified in charter)
211 Main Street, San Francisco, California 94105
(Address of principal executive offices) (Zip code)
Marie Chandoha
Schwab Strategic Trust
211 Main Street, San Francisco, California 94105
(Name and address of agent for service)
Registrant’s telephone number, including area code: (415) 636-7000
Date of fiscal year end: August 31
Date of reporting period: February 28, 2015
Item 1: | Report(s) to Shareholders. |
Table of Contents
Equity ETF™
Equity ETF™
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Total Returns for the 6 Months Ended February 28, 2015 | |
Schwab International Equity ETFTM (Ticker Symbol: SCHF) | |
Market Price Return1 | -2.79% |
NAV Return1 | -2.60% * |
FTSE Developed ex US Index (Net)** | -2.59% |
ETF Category: Morningstar Foreign Large Blend2 | -1.67% |
Performance Details | pages 6-7 |
Schwab International Small-Cap Equity ETFTM (Ticker Symbol: SCHC) | |
Market Price Return1 | -6.48% |
NAV Return1 | -6.15% |
FTSE Developed Small Cap ex US Liquid Index (Net)** | -6.44% |
ETF Category: Morningstar Foreign Small/Mid Blend2 | -3.31% |
Performance Details | pages 8-9 |
Schwab Emerging Markets Equity ETFTM (Ticker Symbol: SCHE) | |
Market Price Return1 | -6.61% |
NAV Return1 | -6.86% |
FTSE Emerging Index (Net)** | -6.77% |
ETF Category: Morningstar Diversified Emerging Markets2 | -9.60% |
Performance Details | pages 10-11 |
* | Total return for the report period presented in the table differs from the return in the Financial Highlights. The total return presented in the above table is calculated based on the NAV at which shareholder transactions were processed. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles required in the annual and semi-annual reports. |
** | The total return cited for the index is calculated net of foreign withholding taxes; the underlying tax rate information is available from FTSE. |
1 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
2 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
1 | To find out more information, please read “Investments in Russian Securities” in the “Insights” tab on CSIMFunds.com. |
2 | The total returns cited are for the FTSE Developed ex-U.S. Index (Net) and the FTSE Emerging Index (Net), which are calculated net of foreign withholding taxes. |
Agnes Hong, CFA, Vice President and Head of Passive Equity Strategies, leads the portfolio management teams of Schwab’s index mutual funds and equity ETFs. She also has overall responsibility for all aspects of the management of the funds. Prior to joining CSIM in 2009, Ms. Hong spent five years as a portfolio manager at Barclays Global Investors (subsequently acquired by BlackRock), where she managed institutional index funds and quantitative active funds. Prior to that, Ms. Hong worked in management consulting and product management, servicing global financial services clients. |
Ferian Juwono, CFA, Managing Director and Senior Portfolio Manager, is responsible for the day-to-day co-management of the funds. Prior to joining CSIM in 2010, Mr. Juwono worked at BlackRock (formerly Barclays Global Investors), where he spent over three years as a portfolio manager, managing equity index funds for institutional clients, and nearly two years as a senior business analyst. Prior to that, Mr. Juwono worked for over four years as a senior financial analyst with Union Bank of California. |
Chuck Craig, CFA, Managing Director and Senior Portfolio Manager, is responsible for the day-to-day co-management of the funds. Prior to joining CSIM in 2012, Mr. Craig worked at Guggenheim Funds (formerly Claymore Group), where he spent over five years as a managing director of portfolio management and supervision, and three years as vice president of product research and development. Prior to that, he worked as an equity research analyst at First Trust Portfolios (formerly Niké Securities), and a trader and analyst at PMA Securities, Inc. |
Fund and Inception Date | 6 Months | 1 Year | 5 Years | Since Inception* |
Fund: Schwab International Equity ETFTM (11/3/09) | ||||
Market Price Return2 | -2.79% | -0.08% | 7.20% | 6.69% |
NAV Return2 | -2.60%** | 0.06% | 7.32% | 6.71% |
FTSE Developed ex US Index (Net)3 | -2.59% | -0.06% | 7.43% | 6.80% |
ETF Category: Morningstar Foreign Large Blend4 | -1.67% | 2.55% | 7.38% | 6.84% |
* | Inception (11/3/09) represents the date that the shares began trading in the secondary market. |
** | Total return for the report period presented in the table differs from the return in the Financial Highlights. The total return presented in the above table is calculated based on the NAV at which shareholder transactions were processed. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles required in the annual and semi-annual reports. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | The total return cited for the index is calculated net of foreign withholding taxes; the underlying tax rate information is available from FTSE. |
4 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
5 | As stated in the prospectus. |
Statistics | |
Number of Holdings | 1,213 |
Weighted Average Market Cap (millions) | $58,525 |
Price/Earnings Ratio (P/E) | 19.7 |
Price/Book Ratio (P/B) | 1.7 |
Portfolio Turnover Rate1,2 | 3% |
Sector Weightings % of Investments | |
Financials | 25.7% |
Industrials | 12.8% |
Consumer Discretionary | 12.7% |
Consumer Staples | 10.4% |
Health Care | 10.3% |
Materials | 8.2% |
Energy | 6.4% |
Information Technology | 5.7% |
Telecommunication Services | 4.2% |
Utilities | 3.3% |
Other | 0.3% |
Total | 100.0% |
Top Equity Holdings % of Net Assets3 | |
Nestle S.A. – Reg'd | 1.6% |
Novartis AG – Reg'd | 1.5% |
Roche Hoding AG | 1.2% |
Toyota Motor Corp. | 1.2% |
HSBC Holdings plc | 1.1% |
Samsung Electronics Co., Ltd. GDR | 0.9% |
Royal Dutch Shell plc, A Shares | 0.8% |
BP plc | 0.8% |
Bayer AG – Reg'd | 0.8% |
Commonwealth Bank of Australia | 0.7% |
Total | 10.6% |
Japan | 20.4% |
United Kingdom | 18.1% |
France | 8.0% |
Switzerland | 7.9% |
Germany | 7.8% |
Canada | 7.6% |
Australia | 6.6% |
Republc of Korea | 3.6% |
Hong Kong | 3.2% |
Spain | 2.8% |
Other Countries | 14.0% |
Total | 100.0% |
1 | Not annualized. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | This list is not a recommendation of any security by the investment adviser. |
Fund and Inception Date | 6 Months | 1 Year | 5 Years | Since Inception* |
Fund: Schwab International Small-Cap Equity ETFTM (1/14/10) | ||||
Market Price Return2 | -6.48% | -5.15% | 8.46% | 6.88% |
NAV Return2 | -6.15% | -5.55% | 8.65% | 6.89% |
FTSE Developed Small Cap ex US Liquid Index (Net)3 | -6.44% | -5.87% | 8.86% | 7.06% |
ETF Category: Morningstar Foreign Small/Mid Blend4 | -3.31% | -2.20% | 9.41% | 7.78% |
* | Inception (1/14/10) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | The total return cited for the index is calculated net of foreign withholding taxes; the underlying tax rate information is available from FTSE. |
4 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
5 | As stated in the prospectus dated December 29, 2014. Effective March 4, 2015, the management fee was reduced to 0.18%. For more information, see financial note 4 or refer to the prospectus supplement dated March 4, 2015. |
Statistics | |
Number of Holdings | 1,519 |
Weighted Average Market Cap (millions) | $2,277 |
Price/Earnings Ratio (P/E) | 22.3 |
Price/Book Ratio (P/B) | 1.6 |
Portfolio Turnover Rate1,2 | 13% |
Sector Weightings % of Investments | |
Financials | 22.2% |
Industrials | 21.0% |
Consumer Discretionary | 16.6% |
Materials | 9.5% |
Information Technology | 9.1% |
Energy | 5.8% |
Health Care | 5.8% |
Consumer Staples | 5.2% |
Utilities | 2.3% |
Telecommunication Services | 1.5% |
Other | 1.0% |
Total | 100.0% |
Top Equity Holdings % of Net Assets3 | |
Deutsche Annington Immobilien SE | 0.7% |
Gildan Activewear, Inc. | 0.5% |
Open Text Corp. | 0.4% |
Dixons Carphone plc | 0.4% |
Keyera Corp. | 0.3% |
Dollarama, Inc. | 0.3% |
DS Smith plc | 0.3% |
Inchcape plc | 0.3% |
Penn Group plc | 0.3% |
Methanex Corp. | 0.3% |
Total | 3.8% |
United Kingdom | 20.9% |
Japan | 17.3% |
Canada | 15.4% |
Germany | 5.2% |
Australia | 4.7% |
Republc of Korea | 4.5% |
France | 3.6% |
Italy | 3.5% |
Switzerland | 3.4% |
Sweden | 3.3% |
Other Countries | 18.2% |
Total | 100.0% |
1 | Not annualized. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | This list is not a recommendation of any security by the investment adviser. |
Fund and Inception Date | 6 Months | 1 Year | 5 Years | Since Inception* |
Fund: Schwab Emerging Markets Equity ETFTM (1/14/10) | ||||
Market Price Return2 | -6.61% | 10.50% | 3.51% | 2.11% |
NAV Return2 | -6.86% | 9.19% | 3.61% | 1.99% |
FTSE Emerging Index (Net)3 | -6.77% | 9.42% | 3.94% | 2.31% |
ETF Category: Morningstar Diversified Emerging Markets4 | -9.60% | 2.73% | 2.00% | 0.37% |
* | Inception (1/14/10) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | The total return cited for the index is calculated net of foreign withholding taxes; the underlying tax rate information is available from FTSE. |
4 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
5 | As stated in the prospectus. |
Statistics | |
Number of Holdings | 680 |
Weighted Average Market Cap (millions) | $45,403 |
Price/Earnings Ratio (P/E) | 13.6 |
Price/Book Ratio (P/B) | 1.7 |
Portfolio Turnover Rate1,2 | 5% |
Sector Weightings % of Investments | |
Financials | 30.7% |
Information Technology | 13.7% |
Energy | 9.2% |
Telecommunication Services | 8.2% |
Consumer Staples | 8.2% |
Materials | 7.8% |
Consumer Discretionary | 7.7% |
Industrials | 6.7% |
Utilities | 3.7% |
Health Care | 2.5% |
Other | 1.6% |
Total | 100.0% |
Top Equity Holdings % of Net Assets3 | |
Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 3.3% |
Tencent Holdings Ltd. | 2.4% |
China Mobile Ltd. | 2.1% |
China Construction Bank Corp., H Shares | 1.7% |
Naspers Ltd., N Shares | 1.5% |
Industrial & Commercial Bank of China Ltd., H Shares | 1.5% |
Bank of China Ltd., H Shares | 1.3% |
Itau Unibanco Holding S.A. ADR | 1.1% |
Infosys Ltd. | 1.0% |
Hon Hai Precision Industry, Co., Ltd. | 1.0% |
Total | 16.9% |
China | 24.4% |
Taiwan | 14.2% |
India | 12.2% |
Brazil | 9.6% |
South Africa | 9.5% |
Mexico | 5.3% |
Malaysia | 4.3% |
Russia | 3.8% |
Thailand | 3.0% |
Indonesia | 2.8% |
Other Countries | 10.9% |
Total | 100.0% |
1 | Not annualized. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | This list is not a recommendation of any security by the investment adviser. |
As a fund shareholder, you may incur two types of costs: (1) transaction costs, including brokerage commissions on purchases and sales of fund shares; and, (2) ongoing costs, including management fees and other fund expenses.
Expense Ratio1 (Annualized) | Beginning Account Value at 9/1/14 | Ending Account Value (Net of Expenses) at 2/28/15 | Expenses Paid During Period2 9/1/14–2/28/15 | |
Schwab International Equity ETFTM | ||||
Actual Return | 0.08% | $1,000.00 | $ 973.70 | $0.39 |
Hypothetical 5% Return | 0.08% | $1,000.00 | $1,024.40 | $0.40 |
Schwab International Small-Cap Equity ETFTM | ||||
Actual Return | 0.19% | $1,000.00 | $ 938.50 | $ 0.91 |
Hypothetical 5% Return | 0.19% | $1,000.00 | $1,023.86 | $ 0.95 |
Schwab Emerging Markets Equity ETFTM | ||||
Actual Return | 0.14% | $1,000.00 | $ 931.40 | $ 0.67 |
Hypothetical 5% Return | 0.14% | $1,000.00 | $ 1,024.11 | $ 0.70 |
1 | Based on the most recent six-month expense ratio; may differ from the expense ratio provided in the Financial Highlights which covers a 12-month period. |
2 | Expenses for each fund are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by 181 days of the period, and divided by 365 days of the fiscal year. |
9/1/14– 2/28/15* | 9/1/13– 8/31/14 | 9/1/12– 8/31/13 | 9/1/11– 8/31/12 | 9/1/10– 8/31/11 | 10/30/09 1– 8/31/10 | |
Per-Share Data ($) | ||||||
Net asset value at beginning of period | 32.37 | 28.32 | 24.96 | 25.99 | 23.82 | 25.00 |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.27 2 | 0.88 | 0.66 | 0.76 | 0.68 | 0.38 |
Net realized and unrealized gains (losses) | (1.16) | 3.87 | 3.42 | (1.04) | 1.96 3 | (1.52) |
Total from investment operations | (0.89) | 4.75 | 4.08 | (0.28) | 2.64 | (1.14) |
Less distributions: | ||||||
Distributions from net investment income | (0.84) | (0.70) | (0.72) | (0.75) | (0.47) | (0.04) |
Net asset value at end of period | 30.64 | 32.37 | 28.32 | 24.96 | 25.99 | 23.82 |
Total return (%) | (2.63) 4 | 16.90 | 16.55 | (0.75) | 11.04 | (4.57) 4 |
Ratios/Supplemental Data (%) | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.08 5 | 0.09 6 | 0.09 | 0.13 | 0.13 | 0.14 5,7 |
Net investment income (loss) | 1.79 5 | 3.44 | 3.03 | 3.40 | 3.10 | 2.94 5 |
Portfolio turnover rate8 | 3 4 | 7 | 9 | 8 | 6 | 6 4 |
Net assets, end of period ($ x 1,000) | 3,238,776 | 2,654,016 | 1,464,105 | 768,666 | 634,208 | 285,869 |
* | Unaudited. |
1 | Commencement of operations. |
2 | Calculated based on the average shares outstanding during the period. |
3 | The per share amount does not accord with the change in aggregate gains and losses in securities during the period because of the timing of sales and repurchases of fund shares in relation to fluctuating market values. |
4 | Not annualized. |
5 | Annualized. |
6 | Effective April 18, 2014, the annual operating expense ratio was reduced to 0.08%. The ratio presented for period ended 8/31/14 is a blended ratio. |
7 | Effective June 14, 2010, the annual operating expense ratio was reduced. The ratio presented for period ended 8/31/10 is a blended ratio. |
8 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
Holdings by Category | Cost ($) | Value ($) | |
99.2% | Common Stock | 2,959,974,669 | 3,211,337,760 |
0.5% | Preferred Stock | 11,819,889 | 14,761,832 |
0.0% | Rights | — | 6,105 |
0.2% | Other Investment Companies | 7,530,650 | 7,530,650 |
0.0% | Short-Term Investments | 507,994 | 507,997 |
99.9% | Total Investments | 2,979,833,202 | 3,234,144,344 |
0.1% | Other Assets and Liabilities, Net | 4,631,619 | |
100.0% | Net Assets | 3,238,775,963 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Common Stock 99.2% of net assets | |||||
Australia 6.6% | |||||
Australia & New Zealand Banking Group Ltd. | 577,122 | 0.5 | 15,964,572 | ||
BHP Billiton Ltd. | 660,625 | 0.5 | 17,400,558 | ||
Commonwealth Bank of Australia | 336,560 | 0.7 | 24,215,622 | ||
National Australia Bank Ltd. | 481,992 | 0.4 | 14,298,885 | ||
Westpac Banking Corp. | 645,130 | 0.6 | 19,189,071 | ||
Other Securities | 3.9 | 121,991,013 | |||
6.6 | 213,059,721 | ||||
Austria 0.2% | |||||
Other Securities | 0.2 | 5,869,197 | |||
Belgium 1.1% | |||||
Anheuser-Busch InBev N.V. | 163,021 | 0.6 | 20,790,323 | ||
Other Securities | 0.5 | 15,727,379 | |||
1.1 | 36,517,702 | ||||
Canada 7.6% | |||||
Royal Bank of Canada | 294,582 | 0.6 | 18,474,926 | ||
The Bank of Nova Scotia | 256,851 | 0.4 | 13,743,015 | ||
The Toronto-Dominion Bank | 381,300 | 0.5 | 16,734,265 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Valeant Pharmaceuticals International, Inc. * | 65,031 | 0.4 | 12,826,000 | ||
Other Securities | 5.7 | 184,345,869 | |||
7.6 | 246,124,075 | ||||
Denmark 1.4% | |||||
Novo Nordisk A/S, B Shares | 412,255 | 0.6 | 19,810,449 | ||
Other Securities | 0.8 | 26,228,921 | |||
1.4 | 46,039,370 | ||||
Finland 0.8% | |||||
Other Securities | 0.8 | 25,092,822 | |||
France 8.0% | |||||
BNP Paribas S.A. | 199,550 | 0.4 | 11,659,054 | ||
Sanofi | 235,431 | 0.7 | 23,159,035 | ||
Total S.A. | 418,086 | 0.7 | 22,619,611 | ||
Other Securities | 6.2 | 200,507,919 | |||
8.0 | 257,945,619 | ||||
Germany 7.3% | |||||
Allianz SE - Reg'd | 95,130 | 0.5 | 15,962,698 | ||
BASF SE | 190,554 | 0.6 | 18,306,388 | ||
Bayer AG - Reg'd | 170,021 | 0.8 | 25,182,462 | ||
Daimler AG - Reg'd | 197,183 | 0.6 | 19,133,437 | ||
Deutsche Telekom AG - Reg'd | 644,339 | 0.4 | 12,047,786 | ||
SAP SE | 189,417 | 0.4 | 13,350,956 | ||
Siemens AG - Reg'd | 164,892 | 0.6 | 18,461,814 | ||
Other Securities | 3.4 | 114,601,507 | |||
7.3 | 237,047,048 | ||||
Greece 0.1% | |||||
Other Securities | 0.1 | 1,684,744 | |||
Hong Kong 3.2% | |||||
AIA Group Ltd. | 2,562,081 | 0.5 | 15,080,878 | ||
Other Securities | 2.7 | 88,534,805 | |||
3.2 | 103,615,683 | ||||
Ireland 0.2% | |||||
Other Securities | 0.2 | 7,779,996 | |||
Israel 0.6% | |||||
Other Securities | 0.6 | 18,040,605 | |||
Italy 2.1% | |||||
Other Securities | 2.1 | 66,689,468 | |||
Japan 20.3% | |||||
Honda Motor Co., Ltd. | 359,880 | 0.4 | 11,889,632 | ||
Mitsubishi UFJ Financial Group, Inc. | 3,074,176 | 0.6 | 19,999,052 | ||
SoftBank Corp. | 183,431 | 0.3 | 11,303,996 | ||
Toyota Motor Corp. | 556,692 | 1.2 | 37,547,431 | ||
Other Securities | 17.8 | 578,072,457 | |||
20.3 | 658,812,568 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Netherlands 2.5% | |||||
ING Groep N.V. CVA * | 768,439 | 0.4 | 11,510,933 | ||
Unilever N.V. CVA | 321,132 | 0.4 | 14,011,686 | ||
Other Securities | 1.7 | 54,448,559 | |||
2.5 | 79,971,178 | ||||
New Zealand 0.2% | |||||
Other Securities | 0.2 | 5,243,574 | |||
Norway 0.6% | |||||
Other Securities | 0.6 | 19,212,995 | |||
Portugal 0.1% | |||||
Other Securities | 0.1 | 4,210,443 | |||
Republic of Korea 3.6% | |||||
Samsung Electronics Co., Ltd. GDR | 44,996 | 0.9 | 27,942,516 | ||
Other Securities | 2.7 | 88,659,839 | |||
3.6 | 116,602,355 | ||||
Singapore 1.2% | |||||
Other Securities | 1.2 | 39,750,519 | |||
Spain 2.8% | |||||
Banco Bilbao Vizcaya Argentaria S.A. | 1,195,467 | 0.4 | 12,041,238 | ||
Banco Santander S.A. | 2,737,784 | 0.6 | 20,061,761 | ||
Telefonica S.A. | 847,871 | 0.4 | 13,214,342 | ||
Other Securities | 1.4 | 46,948,277 | |||
2.8 | 92,265,618 | ||||
Sweden 2.7% | |||||
Other Securities | 2.7 | 87,763,261 | |||
Switzerland 7.9% | |||||
Nestle S.A. - Reg'd | 649,605 | 1.6 | 50,981,658 | ||
Novartis AG - Reg'd | 480,980 | 1.5 | 49,442,512 | ||
Roche Holding AG | 144,060 | 1.2 | 39,327,772 | ||
UBS Group AG * | 777,555 | 0.4 | 13,738,445 | ||
Other Securities | 3.2 | 102,893,973 | |||
7.9 | 256,384,360 | ||||
United Kingdom 18.1% | |||||
AstraZeneca plc | 265,452 | 0.6 | 18,335,199 | ||
Barclays plc | 3,296,129 | 0.4 | 13,086,062 | ||
BP plc | 3,729,145 | 0.8 | 25,821,201 | ||
British American Tobacco plc | 380,602 | 0.7 | 22,245,044 | ||
Diageo plc | 528,500 | 0.5 | 15,808,070 | ||
GlaxoSmithKline plc | 984,458 | 0.7 | 23,452,082 | ||
HSBC Holdings plc | 3,888,531 | 1.1 | 34,691,878 | ||
Lloyds Banking Group plc * | 11,407,144 | 0.4 | 13,926,587 | ||
Prudential plc | 544,465 | 0.4 | 13,710,870 | ||
Reckitt Benckiser Group plc | 134,292 | 0.4 | 12,161,536 | ||
Rio Tinto plc | 259,709 | 0.4 | 12,811,222 | ||
Royal Dutch Shell plc, A Shares | 795,007 | 0.8 | 26,021,815 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Royal Dutch Shell plc, B Shares | 521,211 | 0.5 | 17,764,841 | ||
Vodafone Group plc | 5,471,110 | 0.6 | 18,973,130 | ||
Other Securities | 9.8 | 316,805,302 | |||
18.1 | 585,614,839 | ||||
Total Common Stock | |||||
(Cost $2,959,974,669) | 3,211,337,760 | ||||
Preferred Stock 0.5% of net assets | |||||
Germany 0.5% | |||||
Other Securities | 0.5 | 14,761,832 | |||
Total Preferred Stock | |||||
(Cost $11,819,889) | 14,761,832 | ||||
Rights 0.0% of net assets | |||||
Australia 0.0% | |||||
Other Securities | 0.0 | — | |||
Republic of Korea 0.0% | |||||
Other Securities | 0.0 | 6,105 | |||
Total Rights | |||||
(Cost $—) | 6,105 | ||||
Other Investment Companies 0.2% of net assets | |||||
United States 0.2% | |||||
Money Market Fund 0.1% | |||||
Other Securities | 0.1 | 1,950,720 | |||
Securities Lending Collateral 0.1% | |||||
Other Securities | 0.1 | 5,579,930 | |||
Total Other Investment Companies | |||||
(Cost $7,530,650) | 7,530,650 | ||||
Security Rate, Maturity Date | Face Amount ($) | % of Net Assets | Value ($) | ||
Short-Term Investments 0.0% of net assets | |||||
U.S. Treasury Obligations 0.0% | |||||
Other Securities | 0.0 | 507,997 | |||
Total Short-Term Investment | |||||
(Cost $507,994) | 507,997 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $5,295,981. Non-Cash Collateral pledged to the fund for securities on loan amounted to $23,985. |
(b) | Fair-valued by management in accordance with procedures approved by the Board of Trustees. |
(c) | Illiquid security. At the period end, the value of these amounted to $1,346,390 or 0.0% of net assets. |
(d) | The rate shown is the 7-day yield. |
(e) | The rate shown is the purchase yield. |
(f) | All or a portion of this security is held as collateral for open futures contracts. |
(g) | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $351,460 or 0.0% of net assets. |
ADR – | American Depositary Receipt |
CDI – | CHESS Depositary Interest |
CVA – | Dutch Certificate |
GDR – | Global Depositary Receipt |
Reg'd – | Registered |
REIT – | Real Estate Investment Trust |
RSP – | Risparmio (Convertible Savings Shares) |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
MSCI EAFE, e-mini, Long, expires 03/20/15 | 47 | 4,406,955 | 62,302 |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||
Common Stock1 | $3,211,337,760 | $— | $— | $3,211,337,760 | |||||
Preferred Stock1 | 14,761,832 | — | — | 14,761,832 | |||||
Rights 1 | |||||||||
Republic of Korea1 | — | — | 6,105 | 6,105 | |||||
Other Investment Companies1 | 7,530,650 | — | — | 7,530,650 | |||||
Short-Term Investments1 | — | 507,997 | — | 507,997 | |||||
Total | $3,233,630,242 | $507,997 | $6,105 | $3,234,144,344 | |||||
Other Financial Instruments | |||||||||
Futures Contracts2 | $62,302 | $— | $— | $62,302 |
1 | As categorized in the complete schedule of portfolio holdings. |
2 | Futures contracts are not included in Investments in the schedule of portfolio holdings and are valued at unrealized appreciation or depreciation. |
Investments in Securities | Balance as of August 31, 2014 | Realized Gains (Losses) | Change in Unrealized Appreciation (Depreciation) | Gross Purchases | Gross Sales | Gross Transfers in | Gross Transfers out | Balance as of February 28, 2015 | ||||||||
Common Stock | ||||||||||||||||
Hong Kong | $331,291 | $10,065 | ($10,519) | $— | ($217,284) | $— | ($113,553) | $— | ||||||||
Australia | — | (55,236) | 55,236 | — | — | — | — | — | ||||||||
Rights | ||||||||||||||||
Republic of Korea | — | — | 6,105 | — | — | — | — | 6,105 | ||||||||
Singapore | 85,210 | — | (85,210) | — | — | — | — | — | ||||||||
Total | $416,501 | ($45,171) | ($34,388) | $— | ($217,284) | $— | ($113,553) | $6,105 |
Assets | ||
Investments, at value (cost $2,974,253,272) including securities on loan of $5,295,981 | $3,228,564,414 | |
Collateral invested for securities on loan, at value (cost $5,579,930) | + | 5,579,930 |
Total investments, at value (cost $2,979,833,202) | 3,234,144,344 | |
Foreign currency, at value (cost $1,249,135) | 1,248,657 | |
Receivables: | ||
Investments sold | 98,448 | |
Fund shares sold | 67,268,707 | |
Dividends | 5,442,263 | |
Foreign tax reclaims | 1,422,662 | |
Income from securities on loan | + | 22,915 |
Total assets | 3,309,647,996 | |
Liabilities | ||
Collateral held for securities on loan | 5,579,930 | |
Payables: | ||
Investments bought | 65,247,139 | |
Investment adviser fees | 41,439 | |
Variation margin on futures contracts | + | 3,525 |
Total liabilities | 70,872,033 | |
Net Assets | ||
Total assets | 3,309,647,996 | |
Total liabilities | – | 70,872,033 |
Net assets | $3,238,775,963 | |
Net Assets by Source | ||
Capital received from investors | 3,046,286,888 | |
Net investment income not yet distributed | 712,141 | |
Net realized capital losses | (62,476,705) | |
Net unrealized capital appreciation | 254,253,639 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$3,238,775,963 | 105,700,000 | $30.64 | ||
Investment Income | ||
Dividends (net of foreign withholding tax of $1,978,282) | $25,529,944 | |
Interest | 347 | |
Securities on loan | + | 59,155 |
Total investment income | 25,589,446 | |
Expenses | ||
Investment adviser fees | 1,095,293 | |
Total expenses | – | 1,095,293 |
Net investment income | 24,494,153 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments | (13,103,838) | |
Net realized losses on futures contracts | (283,435) | |
Net realized losses on foreign currency transactions | + | (1,094,970) |
Net realized losses | (14,482,243) | |
Net change in unrealized appreciation (depreciation) on investments | (53,200,909) | |
Net change in unrealized appreciation (depreciation) on futures contracts | 16,638 | |
Net change in unrealized appreciation (depreciation) on foreign currency translations | + | (72,862) |
Net change in unrealized appreciation (depreciation) | + | (53,257,133) |
Net realized and unrealized losses | (67,739,376) | |
Decrease in net assets resulting from operations | ($43,245,223) |
Operations | |||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||
Net investment income | $24,494,153 | $71,574,846 | |
Net realized losses | (14,482,243) | (9,108,631) | |
Net change in unrealized appreciation (depreciation) | + | (53,257,133) | 217,599,236 |
Increase (Decrease) in net assets resulting from operations | (43,245,223) | 280,065,451 | |
Distributions to Shareholders | |||
Distributions from net investment income | ($79,192,160) | ($41,541,200) |
Transactions in Fund Shares | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | VALUE | SHARES | VALUE | ||
Shares sold | 23,700,000 | $707,197,354 | 30,300,000 | $951,386,985 | |
Shares redeemed | + | — | — | — | — |
Net transactions in fund shares | 23,700,000 | $707,197,354 | 30,300,000 | $951,386,985 | |
Shares Outstanding and Net Assets | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | NET ASSETS | SHARES | NET ASSETS | ||
Beginning of period | 82,000,000 | $2,654,015,992 | 51,700,000 | $1,464,104,756 | |
Total increase | + | 23,700,000 | 584,759,971 | 30,300,000 | 1,189,911,236 |
End of period | 105,700,000 | $3,238,775,963 | 82,000,000 | $2,654,015,992 | |
Net investment income not yet distributed | $712,141 | $55,410,148 |
9/1/14– 2/28/15* | 9/1/13– 8/31/14 | 9/1/12– 8/31/13 | 9/1/11– 8/31/12 | 9/1/10– 8/31/11 | 1/13/10 1– 8/31/10 | |
Per-Share Data ($) | ||||||
Net asset value at beginning of period | 33.32 | 28.61 | 24.94 | 27.48 | 23.54 | 25.00 |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.25 2 | 0.71 | 0.76 | 0.67 | 0.72 | 0.21 |
Net realized and unrealized gains (losses) | (2.34) | 4.90 | 3.72 | (2.39) | 3.88 | (1.67) |
Total from investment operations | (2.09) | 5.61 | 4.48 | (1.72) | 4.60 | (1.46) |
Less distributions: | ||||||
Distributions from net investment income | (0.75) | (0.90) | (0.81) | (0.82) | (0.66) | – |
Net asset value at end of period | 30.48 | 33.32 | 28.61 | 24.94 | 27.48 | 23.54 |
Total return (%) | (6.15) 3 | 19.84 | 18.23 | (5.91) | 19.52 | (5.84) 3 |
Ratios/Supplemental Data (%) | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.19 4 | 0.19 | 0.21 5 | 0.35 | 0.35 | 0.35 4 |
Net investment income (loss) | 1.72 4 | 2.21 | 2.86 | 2.65 | 2.46 | 2.18 4 |
Portfolio turnover rate6 | 13 3 | 16 | 20 | 25 | 18 | 7 3 |
Net assets, end of period ($ x 1,000) | 429,740 | 403,229 | 280,422 | 159,610 | 162,139 | 58,848 |
* | Unaudited. |
1 | Commencement of operations. |
2 | Calculated based on the average shares outstanding during the period. |
3 | Not annualized. |
4 | Annualized. |
5 | Effective September 20, 2012, the annual operating expense ratio was reduced. The ratio presented for the period ended 8/31/13 is a blended ratio. |
6 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
Holdings by Category | Cost ($) | Value ($) | |
99.1% | Common Stock | 386,988,557 | 425,833,169 |
0.3% | Preferred Stock | 1,107,757 | 1,390,803 |
0.0% | Rights | — | 26,734 |
1.2% | Other Investment Companies | 4,278,392 | 4,951,585 |
100.6% | Total Investments | 392,374,706 | 432,202,291 |
(0.6)% | Other Assets and Liabilities, Net | (2,461,973) | |
100.0% | Net Assets | 429,740,318 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Common Stock 99.1% of net assets | |||||
Australia 4.7% | |||||
Other Securities | 4.7 | 20,333,320 | |||
Austria 0.8% | |||||
Other Securities | 0.8 | 3,614,632 | |||
Belgium 1.7% | |||||
Other Securities | 1.7 | 7,364,393 | |||
Canada 15.5% | |||||
AltaGas Ltd. | 34,514 | 0.3 | 1,243,571 | ||
CCL Industries, Inc., Class B | 8,434 | 0.2 | 934,282 | ||
Constellation Software, Inc. | 3,956 | 0.3 | 1,333,821 | ||
Dollarama, Inc. | 30,008 | 0.3 | 1,502,503 | ||
Empire Co., Ltd., A Shares | 13,179 | 0.2 | 974,612 | ||
Gildan Activewear, Inc. | 32,233 | 0.5 | 1,962,660 | ||
H&R Real Estate Investment Trust | 65,403 | 0.3 | 1,266,524 | ||
Industrial Alliance Insurance & Financial Services, Inc. | 27,706 | 0.2 | 941,913 | ||
Keyera Corp. | 22,429 | 0.3 | 1,504,008 | ||
Methanex Corp. | 24,930 | 0.3 | 1,357,459 | ||
Onex Corp. | 22,996 | 0.3 | 1,299,666 | ||
Open Text Corp. | 31,912 | 0.4 | 1,861,076 | ||
Peyto Exploration & Development Corp. | 34,514 | 0.2 | 966,331 | ||
Progressive Waste Solutions Ltd. | 31,833 | 0.2 | 890,248 | ||
Vermilion Energy, Inc. | 26,014 | 0.3 | 1,171,271 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
West Fraser Timber Co., Ltd. | 16,283 | 0.2 | 887,535 | ||
Other Securities | 11.0 | 46,571,756 | |||
15.5 | 66,669,236 | ||||
Denmark 1.4% | |||||
GN Store Nord A/S | 41,533 | 0.2 | 967,009 | ||
Other Securities | 1.2 | 5,035,526 | |||
1.4 | 6,002,535 | ||||
Finland 1.8% | |||||
Elisa Oyj | 42,214 | 0.3 | 1,151,062 | ||
Other Securities | 1.5 | 6,562,638 | |||
1.8 | 7,713,700 | ||||
France 3.6% | |||||
Ingenico | 11,172 | 0.3 | 1,247,217 | ||
Teleperformance | 15,989 | 0.3 | 1,237,988 | ||
Other Securities | 3.0 | 13,025,128 | |||
3.6 | 15,510,333 | ||||
Germany 5.0% | |||||
Deutsche Annington Immobilien SE | 77,650 | 0.7 | 3,002,638 | ||
LEG Immobilien AG * | 12,838 | 0.2 | 1,058,237 | ||
Other Securities | 4.1 | 17,341,873 | |||
5.0 | 21,402,748 | ||||
Greece 0.4% | |||||
Other Securities | 0.4 | 1,899,758 | |||
Hong Kong 2.0% | |||||
Other Securities | 2.0 | 8,577,985 | |||
Ireland 0.7% | |||||
Other Securities | 0.7 | 3,014,926 | |||
Israel 0.4% | |||||
Other Securities | 0.4 | 1,567,767 | |||
Italy 3.4% | |||||
Banca Popolare dell'Emilia Romagna SC * | 114,591 | 0.2 | 947,273 | ||
Banca Popolare di Milano Scarl * | 1,199,980 | 0.3 | 1,129,258 | ||
Other Securities | 2.9 | 12,517,194 | |||
3.4 | 14,593,725 | ||||
Japan 17.4% | |||||
Other Securities | 17.4 | 74,709,847 | |||
Netherlands 1.7% | |||||
Other Securities | 1.7 | 7,411,710 | |||
New Zealand 0.8% | |||||
Other Securities | 0.8 | 3,240,393 | |||
Norway 1.1% | |||||
Other Securities | 1.1 | 4,839,158 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Portugal 0.4% | |||||
Other Securities | 0.4 | 1,877,405 | |||
Republic of Korea 4.6% | |||||
Other Securities | 4.6 | 19,603,473 | |||
Singapore 2.0% | |||||
Other Securities | 2.0 | 8,585,764 | |||
Spain 2.2% | |||||
Other Securities | 2.2 | 9,351,079 | |||
Sweden 3.3% | |||||
NCC AB, B Shares | 25,547 | 0.2 | 895,290 | ||
Other Securities | 3.1 | 13,263,798 | |||
3.3 | 14,159,088 | ||||
Switzerland 3.3% | |||||
Other Securities | 3.3 | 14,003,451 | |||
United Kingdom 20.9% | |||||
Amlin plc | 138,623 | 0.3 | 1,134,337 | ||
Bellway plc | 34,233 | 0.2 | 1,053,312 | ||
Booker Group plc | 368,818 | 0.2 | 915,373 | ||
BTG plc * | 94,542 | 0.3 | 1,108,207 | ||
Capital & Counties Properties plc | 201,938 | 0.3 | 1,262,343 | ||
Catlin Group Ltd. | 95,627 | 0.2 | 1,011,567 | ||
Close Brothers Group plc | 45,094 | 0.3 | 1,143,584 | ||
Derwent London plc | 22,619 | 0.3 | 1,171,005 | ||
Dixons Carphone plc | 236,720 | 0.4 | 1,611,833 | ||
DS Smith plc | 249,238 | 0.3 | 1,414,352 | ||
Essentra plc | 71,032 | 0.3 | 1,117,487 | ||
Great Portland Estates plc | 91,266 | 0.3 | 1,129,044 | ||
Halma plc | 94,972 | 0.2 | 1,045,734 | ||
Henderson Group plc | 237,215 | 0.2 | 959,371 | ||
Hiscox Ltd. | 88,513 | 0.3 | 1,081,992 | ||
Howden Joinery Group plc | 163,640 | 0.3 | 1,173,153 | ||
IG Group Holdings plc | 101,395 | 0.3 | 1,145,446 | ||
Inchcape plc | 121,590 | 0.3 | 1,382,982 | ||
Man Group plc | 404,213 | 0.3 | 1,196,869 | ||
Pennon Group plc | 103,353 | 0.3 | 1,358,432 | ||
Rightmove plc | 24,961 | 0.3 | 1,168,428 | ||
Spectris plc | 27,976 | 0.2 | 941,206 | ||
Spirax-Sarco Engineering plc | 19,888 | 0.2 | 987,205 | ||
UBM plc | 108,758 | 0.2 | 911,805 | ||
Other Securities | 14.4 | 62,361,676 | |||
20.9 | 89,786,743 | ||||
Total Common Stock | |||||
(Cost $386,988,557) | 425,833,169 | ||||
Preferred Stock 0.3% of net assets | |||||
Germany 0.2% | |||||
Other Securities | 0.2 | 988,723 | |||
Italy 0.1% | |||||
Other Securities | 0.1 | 358,348 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Republic of Korea 0.0% | |||||
Other Securities | 0.0 | 43,732 | |||
Total Preferred Stock | |||||
(Cost $1,107,757) | 1,390,803 | ||||
Rights 0.0% of net assets | |||||
Australia 0.0% | |||||
Other Securities | 0.0 | 14,397 | |||
Finland 0.0% | |||||
Other Securities | 0.0 | 10,989 | |||
New Zealand 0.0% | |||||
Other Securities | 0.0 | 747 | |||
United Kingdom 0.0% | |||||
Other Securities | 0.0 | 601 | |||
Total Rights | |||||
(Cost $—) | 26,734 | ||||
Other Investment Companies 1.2% of net assets | |||||
Australia 0.0% | |||||
Other Securities | 0.0 | 89,613 | |||
Switzerland 0.2% | |||||
BB Biotech AG - Reg'd * | 2,987 | 0.2 | 897,991 | ||
United Kingdom 0.1% | |||||
Other Securities | 0.1 | 348,729 | |||
United States 0.9% | |||||
Equity Fund 0.1% | |||||
Other Securities | 0.1 | 250,500 | |||
Money Market Fund 0.0% | |||||
Other Securities | 0.0 | 29,114 | |||
Securities Lending Collateral 0.8% | |||||
Other Securities | 0.8 | 3,335,638 | |||
0.9 | 3,615,252 | ||||
Total Other Investment Companies | |||||
(Cost $4,278,392) | 4,951,585 |
* | Non-income producing security. |
(a) | Fair-valued by management in accordance with procedures approved by the Board of Trustees. |
(b) | Illiquid security. At the period end, the value of these amounted to $376,225 or 0.1% of net assets. |
(c) | All or a portion of this security is on loan. Securities on loan were valued at $3,325,874. Non-Cash Collateral pledged to the fund for securities on loan amounted to $220,914. |
(d) | The rate shown is the 7-day yield. |
(e) | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $1,549,493 or 0.4% of net assets. |
(f) | Securities are traded on separate exchanges for the same entity. |
ETF – | Exchange Traded Fund |
Reg'd – | Registered |
REIT – | Real Estate Investment Trust |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||
Common Stock1 | $322,212,017 | $— | $— | $322,212,017 | |||||
Australia | 20,332,099 | — | 1,221 | 20,333,320 | |||||
Hong Kong | 8,289,165 | — | 288,820 | 8,577,985 | |||||
Japan | 74,490,033 | — | 219,814 | 74,709,847 | |||||
Preferred Stock1 | 1,390,803 | — | — | 1,390,803 | |||||
Rights 1 | — | — | 26,734 | 26,734 | |||||
Other Investment Companies1 | 4,951,585 | — | — | 4,951,585 | |||||
Total | $431,665,702 | $— | $536,589 | $432,202,291 |
1 | As categorized in the complete schedule of portfolio holdings. |
Investments in Securities | Balance as of August 31, 2014 | Realized Gains (Losses) | Change in Unrealized Appreciation (Depreciation) | Gross Purchases | Gross Sales | Gross Transfers in | Gross Transfers out | Balance as of February 28, 2015 | ||||||||
Common Stock | ||||||||||||||||
Australia | $93,288 | ($82,313) | $8,539 | $11,240 | ($29,533) | $— | $— | $1,221 | ||||||||
Hong Kong | 107,869 | — | (28,135) | 316,955 | — | — | (107,869) | 288,820 | ||||||||
Japan | — | — | (1,680) | 77,223 | — | 144,271 | — | 219,814 | ||||||||
Spain | 27,964 | — | (27,964) | — | — | — | — | — | ||||||||
Rights | ||||||||||||||||
Australia | — | — | 14,397 | — | — | — | — | 14,397 | ||||||||
Finland | — | — | 10,989 | — | — | — | — | 10,989 | ||||||||
New Zealand | — | — | 747 | — | — | — | — | 747 | ||||||||
United Kingdom | — | — | 601 | — | — | — | — | 601 | ||||||||
Total | $229,121 | ($82,313) | ($22,506) | $405,418 | ($29,533) | $144,271 | ($107,869) | $536,589 |
Assets | ||
Investments, at value (cost $389,039,068) including securities on loan of $3,325,874 | $428,866,653 | |
Collateral invested for securities on loan, at value (cost $3,335,638) | + | 3,335,638 |
Total investments, at value (cost $392,374,706) | 432,202,291 | |
Foreign currency, at value (cost $278,338) | 278,619 | |
Receivables: | ||
Investments sold | 900,496 | |
Dividends | 485,492 | |
Foreign tax reclaims | 74,176 | |
Income from securities on loan | + | 8,641 |
Total assets | 433,949,715 | |
Liabilities | ||
Collateral held for securities on loan | 3,335,638 | |
Payables: | ||
Investments bought | 860,452 | |
Investment adviser fees | + | 13,307 |
Total liabilities | 4,209,397 | |
Net Assets | ||
Total assets | 433,949,715 | |
Total liabilities | – | 4,209,397 |
Net assets | $429,740,318 | |
Net Assets by Source | ||
Capital received from investors | 422,311,294 | |
Distributions in excess of net investment income | (4,676,969) | |
Net realized capital losses | (27,713,083) | |
Net unrealized capital appreciation | 39,819,076 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$429,740,318 | 14,100,000 | $30.48 | ||
Investment Income | ||
Dividends (net of foreign withholding tax of $309,593) | $3,601,120 | |
Securities on loan | + | 41,950 |
Total investment income | 3,643,070 | |
Expenses | ||
Investment adviser fees | 362,984 | |
Total expenses | – | 362,984 |
Net investment income | 3,280,086 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments | (9,914,300) | |
Net realized gains on in-kind redemptions | 5,271,166 | |
Net realized gains on futures contracts | 12,107 | |
Net realized losses on foreign currency transactions | + | (122,010) |
Net realized losses | (4,753,037) | |
Net change in unrealized appreciation (depreciation) on investments | (21,519,288) | |
Net change in unrealized appreciation (depreciation) on foreign currency translations | + | (3,447) |
Net change in unrealized appreciation (depreciation) | + | (21,522,735) |
Net realized and unrealized losses | (26,275,772) | |
Decrease in net assets resulting from operations | ($22,995,686) |
Operations | |||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||
Net investment income | $3,280,086 | $7,886,966 | |
Net realized gains (losses) | (4,753,037) | 8,930,216 | |
Net change in unrealized appreciation (depreciation) | + | (21,522,735) | 41,051,758 |
Increase (Decrease) in net assets resulting from operations | (22,995,686) | 57,868,940 | |
Distributions to Shareholders | |||
Distributions from net investment income | ($9,800,112) | ($9,580,780) |
Transactions in Fund Shares | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | VALUE | SHARES | VALUE | ||
Shares sold | 2,600,000 | $78,613,457 | 3,400,000 | $110,086,847 | |
Shares redeemed | + | (600,000) | (19,306,797) | (1,100,000) | (35,567,269) |
Net transactions in fund shares | 2,000,000 | $59,306,660 | 2,300,000 | $74,519,578 | |
Shares Outstanding and Net Assets | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | NET ASSETS | SHARES | NET ASSETS | ||
Beginning of period | 12,100,000 | $403,229,456 | 9,800,000 | $280,421,718 | |
Total increase | + | 2,000,000 | 26,510,862 | 2,300,000 | 122,807,738 |
End of period | 14,100,000 | $429,740,318 | 12,100,000 | $403,229,456 | |
Distributions in excess of net investment income/ Net investment income not yet distributed | ($4,676,969) | $1,843,057 |
9/1/14– 2/28/15* | 9/1/13– 8/31/14 | 9/1/12– 8/31/13 | 9/1/11– 8/31/12 | 9/1/10– 8/31/11 | 1/13/10 1– 8/31/10 | |
Per-Share Data ($) | ||||||
Net asset value at beginning of period | 27.34 | 22.94 | 23.65 | 26.10 | 24.30 | 25.00 |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.16 2 | 0.63 | 0.50 | 0.63 | 0.62 | 0.27 |
Net realized and unrealized gains (losses) | (2.07) | 4.40 | (0.65) | (2.51) | 1.41 3 | (0.97) |
Total from investment operations | (1.91) | 5.03 | (0.15) | (1.88) | 2.03 | (0.70) |
Less distributions: | ||||||
Distributions from net investment income | (0.68) | (0.63) | (0.56) | (0.57) | (0.23) | – |
Net asset value at end of period | 24.75 | 27.34 | 22.94 | 23.65 | 26.10 | 24.30 |
Total return (%) | (6.86) 4 | 22.31 | (0.89) | (7.04) | 8.31 | (2.80) 4 |
Ratios/Supplemental Data (%) | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.14 5 | 0.14 | 0.15 | 0.25 | 0.25 | 0.30 5,6 |
Net investment income (loss) | 1.31 5 | 2.89 | 2.63 | 2.96 | 2.78 | 2.94 5 |
Portfolio turnover rate7 | 5 4 | 9 | 15 | 9 | 9 | 23 4 |
Net assets, end of period ($ x 1,000) | 1,232,345 | 1,273,840 | 811,915 | 515,595 | 396,661 | 148,222 |
* | Unaudited. |
1 | Commencement of operations. |
2 | Calculated based on the average shares outstanding during the period. |
3 | The per share amount does not accord with the change in aggregate gains and losses in securities during the period because of the timing of sales and repurchases of fund shares in relation to fluctuating market values. |
4 | Not annualized. |
5 | Annualized. |
6 | Effective June 14, 2010, the annual operating expense ratio was reduced. The ratio presented for period ended 8/31/10 is a blended ratio. |
7 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
Holdings by Category | Cost ($) | Value ($) | |
97.3% | Common Stock | 1,141,480,135 | 1,199,239,163 |
2.5% | Preferred Stock | 44,834,495 | 31,100,824 |
0.0% | Rights | — | 25,486 |
1.6% | Other Investment Companies | 19,685,305 | 19,685,305 |
0.0% | Short-Term Investment | 99,999 | 100,000 |
101.4% | Total Investments | 1,206,099,934 | 1,250,150,778 |
(1.4)% | Other Assets and Liabilities, Net | (17,805,606) | |
100.0% | Net Assets | 1,232,345,172 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Common Stock 97.3% of net assets | |||||
Brazil 7.3% | |||||
Ambev S.A. ADR | 1,701,582 | 0.9 | 10,975,204 | ||
BRF S.A. ADR | 320,214 | 0.6 | 7,268,858 | ||
Itau Unibanco Holding S.A. ADR | 1,014,924 | 1.1 | 12,970,729 | ||
Vale S.A. ADR | 741,522 | 0.4 | 4,797,648 | ||
Other Securities | 4.3 | 54,371,345 | |||
7.3 | 90,383,784 | ||||
Chile 1.5% | |||||
Other Securities | 1.5 | 17,924,295 | |||
China 24.8% | |||||
Bank of China Ltd., H Shares | 26,892,000 | 1.3 | 15,465,037 | ||
China Construction Bank Corp., H Shares | 25,589,128 | 1.7 | 21,281,792 | ||
China Life Insurance Co., Ltd., H Shares | 2,791,680 | 1.0 | 11,968,791 | ||
China Mobile Ltd. | 1,859,228 | 2.1 | 25,267,732 | ||
China Overseas Land & Investment Ltd. | 1,475,392 | 0.4 | 4,499,161 | ||
China Petroleum & Chemical Corp., H Shares | 9,034,256 | 0.6 | 7,571,793 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
China Telecom Corp., Ltd., H Shares | 6,972,000 | 0.4 | 4,512,883 | ||
CNOOC Ltd. | 5,976,000 | 0.7 | 8,583,982 | ||
Industrial & Commercial Bank of China Ltd., H Shares | 25,856,040 | 1.5 | 18,869,980 | ||
PetroChina Co., Ltd., H Shares | 7,253,024 | 0.7 | 8,416,947 | ||
Ping An Insurance Group Co. of China Ltd., H Shares | 823,448 | 0.7 | 9,157,739 | ||
Tencent Holdings Ltd. | 1,674,808 | 2.4 | 29,347,930 | ||
Other Securities | 11.3 | 140,448,150 | |||
24.8 | 305,391,917 | ||||
Colombia 0.6% | |||||
Other Securities | 0.6 | 7,711,546 | |||
Czech Republic 0.3% | |||||
Other Securities | 0.3 | 3,144,486 | |||
Egypt 0.3% | |||||
Other Securities | 0.3 | 3,633,629 | |||
Hungary 0.2% | |||||
Other Securities | 0.2 | 3,016,868 | |||
India 12.3% | |||||
Axis Bank Ltd. | 486,375 | 0.4 | 4,463,192 | ||
HDFC Bank Ltd. | 368,004 | 0.5 | 6,275,806 | ||
Housing Development Finance Corp., Ltd. | 556,944 | 1.0 | 12,141,839 | ||
ICICI Bank Ltd. | 1,015,920 | 0.4 | 5,510,674 | ||
Infosys Ltd. | 341,145 | 1.0 | 12,506,258 | ||
Reliance Industries Ltd. | 577,078 | 0.6 | 7,988,336 | ||
Tata Consultancy Services Ltd. | 155,376 | 0.5 | 6,693,072 | ||
Other Securities | 7.9 | 96,507,075 | |||
12.3 | 152,086,252 | ||||
Indonesia 2.8% | |||||
PT Bank Central Asia Tbk | 4,731,000 | 0.4 | 5,161,091 | ||
PT Telekomunikasi Indonesia (Persero) Tbk | 20,467,800 | 0.4 | 4,647,814 | ||
Other Securities | 2.0 | 25,336,143 | |||
2.8 | 35,145,048 | ||||
Malaysia 4.4% | |||||
Public Bank Berhad | 1,035,654 | 0.4 | 5,264,479 | ||
Other Securities | 4.0 | 48,469,302 | |||
4.4 | 53,733,781 | ||||
Mexico 5.4% | |||||
America Movil S.A.B. de C.V., Series L | 10,787,060 | 0.9 | 11,543,135 | ||
Fomento Economico Mexicano S.A.B. de C.V. * | 772,300 | 0.6 | 7,372,283 | ||
Grupo Financiero Banorte S.A.B. de C.V., O Shares | 857,952 | 0.4 | 4,658,716 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Grupo Televisa S.A.B., Series CPO * | 971,616 | 0.5 | 6,602,856 | ||
Wal-Mart de Mexico S.A.B. de C.V., Series V | 2,191,200 | 0.4 | 5,362,226 | ||
Other Securities | 2.6 | 30,936,056 | |||
5.4 | 66,475,272 | ||||
Pakistan 0.0% | |||||
Other Securities | 0.0 | 219,648 | |||
Peru 0.3% | |||||
Other Securities | 0.3 | 3,760,525 | |||
Philippines 1.9% | |||||
Other Securities | 1.9 | 23,174,179 | |||
Poland 1.7% | |||||
Other Securities | 1.7 | 20,734,035 | |||
Russia 3.8% | |||||
Gazprom OAO ADR | 2,114,116 | 0.9 | 10,549,439 | ||
Lukoil OAO ADR | 185,256 | 0.7 | 8,966,390 | ||
Magnit PJSC GDR - Reg'd | 110,952 | 0.4 | 5,289,082 | ||
Other Securities | 1.8 | 21,680,741 | |||
3.8 | 46,485,652 | ||||
South Africa 9.6% | |||||
FirstRand Ltd. | 1,072,284 | 0.4 | 4,922,955 | ||
MTN Group Ltd. | 646,404 | 0.9 | 11,462,535 | ||
Naspers Ltd., N Shares | 129,399 | 1.5 | 19,013,425 | ||
Sasol Ltd. | 191,782 | 0.6 | 6,973,472 | ||
Standard Bank Group Ltd. | 447,204 | 0.5 | 5,852,835 | ||
Steinhoff International Holdings Ltd. | 862,189 | 0.4 | 4,977,212 | ||
Other Securities | 5.3 | 65,618,816 | |||
9.6 | 118,821,250 | ||||
Taiwan 14.4% | |||||
Delta Electronics, Inc. | 704,700 | 0.4 | 4,555,138 | ||
Formosa Plastics Corp. | 2,045,560 | 0.4 | 5,047,951 | ||
Fubon Financial Holding Co., Ltd. | 2,616,114 | 0.4 | 4,664,938 | ||
Hon Hai Precision Industry Co., Ltd. | 4,453,304 | 1.0 | 12,350,988 | ||
MediaTek, Inc. | 527,713 | 0.6 | 7,948,042 | ||
Nan Ya Plastics Corp. | 2,205,816 | 0.4 | 4,790,213 | ||
Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 1,672,403 | 3.3 | 41,024,046 | ||
Other Securities | 7.9 | 96,832,503 | |||
14.4 | 177,213,819 | ||||
Thailand 3.0% | |||||
Other Securities | 3.0 | 37,045,226 | |||
Turkey 1.7% | |||||
Other Securities | 1.7 | 21,279,228 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
United Arab Emirates 1.0% | |||||
Other Securities | 1.0 | 11,858,723 | |||
Total Common Stock | |||||
(Cost $1,141,480,135) | 1,199,239,163 | ||||
Preferred Stock 2.5% of net assets | |||||
Brazil 2.4% | |||||
Banco Bradesco S.A. | 764,233 | 0.8 | 10,049,543 | ||
Petroleo Brasileiro S.A. | 1,546,046 | 0.4 | 5,174,484 | ||
Other Securities | 1.2 | 14,449,542 | |||
2.4 | 29,673,569 | ||||
Colombia 0.1% | |||||
Other Securities | 0.1 | 869,131 | |||
Russia 0.0% | |||||
Other Securities | 0.0 | 558,124 | |||
Total Preferred Stock | |||||
(Cost $44,834,495) | 31,100,824 | ||||
Rights 0.0% of net assets | |||||
Malaysia 0.0% | |||||
Other Securities | 0.0 | 25,486 | |||
Total Rights | |||||
(Cost $—) | 25,486 | ||||
Other Investment Companies 1.6% of net assets | |||||
United States 1.6% | |||||
Money Market Fund 0.4% | |||||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (e) | 4,643,977 | 0.4 | 4,643,977 | ||
Securities Lending Collateral 1.2% | |||||
Other Securities | 1.2 | 15,041,328 | |||
Total Other Investment Companies | |||||
(Cost $19,685,305) | 19,685,305 |
Security Rate, Maturity Date | Face Amount ($) | % of Net Assets | Value ($) | ||
Short-Term Investment 0.0% of net assets | |||||
U.S. Treasury Obligation 0.0% | |||||
Other Securities | 0.0 | 100,000 | |||
Total Short-Term Investment | |||||
(Cost $99,999) | 100,000 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $14,541,654. Non-Cash Collateral pledged to the fund for securities on loan amounted to $644,595. |
(b) | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $141,372 or 0.0% of net assets. |
(c) | Fair-valued by management in accordance with procedures approved by the Board of Trustees. |
(d) | Illiquid security. At the period end, the value of these amounted to $1,372,463 or 0.1% of net assets. |
(e) | The rate shown is the 7-day yield. |
(f) | All or a portion of this security is held as collateral for open futures contracts. |
(g) | The rate shown is the purchase yield. |
(h) | Securities are traded on separate exchanges for the same entity. |
ADR – | American Depositary Receipt |
GDR – | Global Depositary Receipt |
NVDR – | Non-Voting Depositary Receipt |
Reg'd – | Registered |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
MSCI EAFE, e-mini, Long, expires 03/20/15 | 20 | 991,900 | 33,772 |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||
Common Stock1 | $893,627,598 | $— | $— | $893,627,598 | |||||
China | 304,380,474 | — | 1,011,443 | 305,391,917 | |||||
Pakistan | — | — | 219,648 | 219,648 | |||||
Preferred Stock1 | 31,100,824 | — | — | 31,100,824 | |||||
Rights 1 | 25,486 | — | — | 25,486 | |||||
Other Investment Companies1 | 19,685,305 | — | — | 19,685,305 | |||||
Short-Term Investment1 | — | 100,000 | — | 100,000 | |||||
Total | $1,248,819,687 | $100,000 | $1,231,091 | $1,250,150,778 | |||||
Other Financial Instruments | |||||||||
Futures Contracts2 | $33,772 | $— | $— | $33,772 |
1 | As categorized in the complete schedule of portfolio holdings. |
2 | Futures contracts are not included in Investments in the schedule of portfolio holdings and are valued at unrealized appreciation or depreciation. |
Investments in Securities | Balance as of August 31, 2014 | Realized Gains (Losses) | Change in Unrealized Appreciation (Depreciation) | Gross Purchases | Gross Sales | Gross Transfers in | Gross Transfers out | Balance as of February 28, 2015 | ||||||||
Common Stock | ||||||||||||||||
China | $— | $3,508 | $361,386 | $112,725 | ($12,030) | $545,854 | $— | $1,011,443 | ||||||||
Pakistan | 239,616 | — | (19,968) | — | — | — | — | 219,648 | ||||||||
Warrants | ||||||||||||||||
Thailand | — | 7,413 | — | — | (7,413) | — | — | — | ||||||||
Total | $239,616 | $10,921 | $341,418 | $112,725 | ($19,443) | $545,854 | $— | $1,231,091 |
Assets | ||
Investments, at value (cost $1,191,058,606) including securities on loan of $14,541,654 | $1,235,109,450 | |
Collateral invested for securities on loan, at value (cost $15,041,328) | + | 15,041,328 |
Total investments, at value (cost $1,206,099,934) | 1,250,150,778 | |
Cash | 14,506 | |
Foreign currency, at value (cost $3,100,443) | 3,099,041 | |
Receivables: | ||
Investments sold | 419 | |
Fund shares sold | 15,029,474 | |
Dividends | 1,042,029 | |
Income from securities on loan | 40,800 | |
Foreign tax reclaims | + | 17,268 |
Total assets | 1,269,394,315 | |
Liabilities | ||
Collateral held for securities on loan | 15,041,328 | |
Payables: | ||
Investments bought | 20,185,685 | |
Investment adviser fees | 27,805 | |
Foreign capital gains tax | 1,793,425 | |
Variation margin on futures contracts | + | 900 |
Total liabilities | 37,049,143 | |
Net Assets | ||
Total assets | 1,269,394,315 | |
Total liabilities | – | 37,049,143 |
Net assets | $1,232,345,172 | |
Net Assets by Source | ||
Capital received from investors | 1,286,929,386 | |
Distributions in excess of net investment income | (2,852,370) | |
Net realized capital losses | (94,002,245) | |
Net unrealized capital appreciation | 42,270,401 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$1,232,345,172 | 49,800,000 | $24.75 | ||
Investment Income | ||
Dividends (net of foreign withholding tax of $836,178) | $8,412,993 | |
Interest | 7 | |
Securities on loan | + | 198,882 |
Total investment income | 8,611,882 | |
Expenses | ||
Investment adviser fees | 828,718 | |
Total expenses | – | 828,718 |
Net investment income | 7,783,164 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments | (17,604,574) | |
Net realized gains on in-kind redemptions | 3,243,692 | |
Net realized losses on futures contracts | (108,129) | |
Net realized losses on foreign currency transactions | + | (449,995) |
Net realized losses | (14,919,006) | |
Net change in unrealized appreciation (depreciation) on investments (net of foreign capital gains tax of ($1,040,265)) | (82,544,573) | |
Net change in unrealized appreciation (depreciation) on futures contracts | 35,401 | |
Net change in unrealized appreciation (depreciation) on foreign currency translations | + | (21,480) |
Net change in unrealized appreciation (depreciation) | + | (82,530,652) |
Net realized and unrealized losses | (97,449,658) | |
Decrease in net assets resulting from operations | ($89,666,494) |
Operations | |||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||
Net investment income | $7,783,164 | $28,297,970 | |
Net realized losses | (14,919,006) | (22,626,739) | |
Net change in unrealized appreciation (depreciation) | + | (82,530,652) | 194,891,120 |
Increase (Decrease) in net assets resulting from operations | (89,666,494) | 200,562,351 | |
Distributions to Shareholders | |||
Distributions from net investment income | ($32,001,840) | ($23,217,480) |
Transactions in Fund Shares | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | VALUE | SHARES | VALUE | ||
Shares sold | 4,100,000 | $101,864,142 | 11,200,000 | $284,579,691 | |
Shares redeemed | + | (900,000) | (21,690,338) | — | — |
Net transactions in fund shares | 3,200,000 | $80,173,804 | 11,200,000 | $284,579,691 | |
Shares Outstanding and Net Assets | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | NET ASSETS | SHARES | NET ASSETS | ||
Beginning of period | 46,600,000 | $1,273,839,702 | 35,400,000 | $811,915,140 | |
Total increase or decrease | + | 3,200,000 | (41,494,530) | 11,200,000 | 461,924,562 |
End of period | 49,800,000 | $1,232,345,172 | 46,600,000 | $1,273,839,702 | |
Distributions in excess of net investment income/ Net investment income not yet distributed | ($2,852,370) | $21,366,306 |
Schwab Strategic Trust (organized January 27, 2009) | Schwab U.S. REIT ETF |
Schwab International Equity ETF | Schwab U.S. TIPS ETF |
Schwab International Small-Cap Equity ETF | Schwab Short-Term U.S. Treasury ETF |
Schwab Emerging Markets Equity ETF | Schwab Intermediate-Term U.S. Treasury ETF |
Schwab U.S. Broad Market ETF | Schwab U.S. Aggregate Bond ETF |
Schwab U.S. Large-Cap ETF | Schwab Fundamental U.S. Broad Market Index ETF |
Schwab U.S. Large-Cap Growth ETF | Schwab Fundamental U.S. Large Company Index ETF |
Schwab U.S. Large-Cap Value ETF | Schwab Fundamental U.S. Small Company Index ETF |
Schwab U.S. Mid-Cap ETF | Schwab Fundamental International Large Company Index ETF |
Schwab U.S. Small-Cap ETF | Schwab Fundamental International Small Company Index ETF |
Schwab U.S. Dividend Equity ETF | Schwab Fundamental Emerging Markets Large Company Index ETF |
Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF | ||
0.08% | 0.19%* | 0.14% |
* | Effective March 4, 2015, the advisory fee has been reduced to 0.18%. |
Underlying Funds | |||||||
Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF | |||||
Schwab VIT Balanced Portfolio | 0.2% | 0.2% | 0.2% | ||||
Schwab VIT Balanced with Growth Portfolio | 0.5% | 0.7% | 0.5% | ||||
Schwab VIT Growth Portfolio | 0.7% | 1.3% | 0.7% |
Contract Values | Number of Contracts | ||
Schwab International Equity ETF | $3,907,694 | 43 | |
Schwab International Small-Cap Equity ETF | 964,988* | 10* | |
Schwab Emerging Markets Equity ETF | 1,398,888 | 28 |
* | During the period, the fund did not hold futures contracts at any month-end. The average value and number of contracts were calculated by aggregating the highest daily values held each month during the period. |
Purchases of Securities | Sales/Maturities of Securities | ||
Schwab International Equity ETF | $115,530,808 | $76,245,947 | |
Schwab International Small-Cap Equity ETF | 57,874,450 | 51,420,234 | |
Schwab Emerging Markets Equity ETF | 63,617,112 | 54,846,021 |
In-Kind Purchases of Securities | In-Kind Sales of Securities | ||
Schwab International Equity ETF | $611,423,469 | $— | |
Schwab International Small-Cap Equity ETF | 65,167,047 | 19,037,251 | |
Schwab Emerging Markets Equity ETF | 59,761,541 | 12,579,607 |
Expiration Date | Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF | |||
August 31, 2019 | $2,345,874 | $215,545 | $1,091,404 | |||
No expiration* | 35,975,895 | 17,727,427 | 51,588,021 | |||
Total | $38,321,769 | $17,942,972 | $52,679,425 |
* | As a result of the passage of the Regulated Investment Company Modernization Act of 2010, capital losses incurred after December 31, 2010 may now be carried forward indefinitely, but must retain the character of the original loss. However, such losses must be utilized prior to the pre-enactment capital losses, which may increase the likelihood that the pre-enactment capital losses may expire unused. Under pre-enactment law, capital losses could be carried forward for eight years, and carried forward as short-term capital loss, irrespective of the character of the original loss. |
Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF | |||
Deferred capital losses | $8,731,491 | $4,981,697 | $20,785,006 |
The Investment Company Act of 1940 (the “1940 Act”) requires that initial approval of, as well as the continuation of, a fund’s investment advisory agreement must be specifically approved (1) by the vote of the trustees or by a vote of the shareholders of the fund, and (2) by the vote of a majority of the trustees who are not parties to the investment advisory agreement or “interested persons” of any party (the “Independent Trustees”), cast in person at a meeting called for the purpose of voting on such approval. In connection with such approvals, the fund’s trustees must request and evaluate, and the investment adviser is required to furnish, such information as may be reasonably necessary to evaluate the terms of the investment advisory agreement.
1. | the nature, extent and quality of the services provided to the Funds under the Agreement, including the resources of CSIM and its affiliates dedicated to the Funds; |
2. | each Fund’s investment performance and how it compared to that of certain other comparable exchange-traded funds; |
3. | each Fund’s expenses and how those expenses compared to those of certain other comparable exchange-traded funds; |
4. | the profitability of CSIM and its affiliates, including Charles Schwab & Co., Inc. (“Schwab”), with respect to the Funds, including both direct and indirect benefits accruing to CSIM and its affiliates; and |
5. | the extent to which economies of scale would be realized as the Funds grow and whether fee levels in the Agreement reflect those economies of scale for the benefit of Fund investors. |
Independent Trustees | |||
Name, Year of Birth, and Position(s) with the trust; (Terms of office, and length of Time Served1) | Principal Occupations During the Past Five Years | Number of Portfolios in Fund Complex Overseen by the Trustee | Other Directorships |
Robert W. Burns 1959 Trustee (Trustee since 2009) | Retired/Private Investor (January 2009 – present); Formerly, Managing Director, Pacific Investment Management Company, LLC (PIMCO) and President, PIMCO Funds. | 21 | Director, PS Business Parks, Inc. (2005 – 2012). |
Stephen Timothy Kochis 1946 Trustee (Trustee since 2012) | CEO and Owner, Kochis Global (wealth management consulting) (May 2012 – present); Chairman and CEO, Aspiriant, LLC (wealth management) (January 2008 – April 2012). | 21 | None |
Charles A. Ruffel 1956 Trustee (Trustee since 2009) | Managing Partner and Co-Founder, Kudu Advisors, LLC (financial services) (May 2009 – present); Director, Asset International, Inc. (publisher of financial services information) (Jan. 2009 – Nov. 2014). | 95 | None |
Interested Trustees | |||
Name, Year of Birth, and Position(s) with the trust; (Terms of office, and length of Time Served) | Principal Occupations During the Past Five Years | Number of Portfolios in Fund Complex Overseen by the Trustee | Other Directorships |
Walter W. Bettinger II2 1960 Chairman and Trustee (Chairman and Trustee since 2009) | Director, President and Chief Executive Officer, The Charles Schwab Corporation and Charles Schwab & Co., Inc. (2008 – present); Director, Charles Schwab Bank (2006 – present); and Director Schwab Holdings, Inc. (2008 – present). | 95 | Director, The Charles Schwab Corporation (2008 – present) |
Officers of the Trust | |
Name, Year of Birth, and Position(s) with the trust; (Terms of office, and length of Time Served3) | Principal Occupations During the Past Five Years |
Marie Chandoha 1961 President and Chief Executive Officer (Officer since 2010) | Director, President and Chief Executive Officer (Dec. 2010 – present), Chief Investment Officer (Sept. 2010 – Oct. 2011), Charles Schwab Investment Management, Inc.; President, Chief Executive Officer (Dec. 2010 – present), and Chief Investment Officer (Sept. 2010 – Oct. 2011), Schwab Funds, Laudus Funds and Schwab ETFs; Director, Charles Schwab Worldwide Funds plc and Charles Schwab Asset Management (Ireland) Limited (January 2011 – present); Global Head of Fixed Income Business Division, BlackRock, Inc. (formerly Barclays Global Investors) (March 2007 – August 2010).. |
Officers of the Trust (continued) | |
Name, Year of Birth, and Position(s) with the trust; (Terms of office, and length of Time Served3) | Principal Occupations During the Past Five Years |
George Pereira 1964 Treasurer and Principal Financial Officer (Officer since 2009) | Senior Vice President and Chief Financial Officer (Nov. 2004 – present), Chief Operating Officer (Jan. 2011 – present), Charles Schwab Investment Management, Inc.; Treasurer and Chief Financial Officer, Laudus Funds (June 2006 – present); Treasurer and Principal Financial Officer, Schwab Funds (Nov. 2004 – present) and Schwab ETFs (Oct. 2009 – present); Director, Charles Schwab Worldwide Funds plc and Charles Schwab Asset Management (Ireland) Limited (April 2005 – present). |
Omar Aguilar 1970 Senior Vice President and Chief Investment Officer – Equities (Officer since 2011) | Senior Vice President and Chief Investment Officer – Equities, Charles Schwab Investment Management, Inc. (April 2011 – present); Senior Vice President and Chief Investment Officer – Equities, Schwab Funds, Laudus Funds and Schwab ETFs (June 2011 – present); Head of the Portfolio Management Group and Vice President of Portfolio Management, Financial Engines, Inc. (May 2009 – April 2011); Head of Quantitative Equity, ING Investment Management (July 2004 – Jan. 2009). |
Brett Wander 1961 Senior Vice President and Chief Investment Officer – Fixed Income (Officer since 2011) | Senior Vice President and Chief Investment Officer – Fixed Income, Charles Schwab Investment Management, Inc. (April 2011 – present); Senior Vice President and Chief Investment Officer – Fixed Income, Schwab Funds, Laudus Funds and Schwab ETFs (June 2011 – present); Senior Managing Director, Global Head of Active Fixed-Income Strategies, State Street Global Advisors (Jan. 2008 – Oct. 2010); Director of Alpha Strategies Loomis, Sayles & Company (April 2006 – Jan. 2008). |
David Lekich 1964 Chief Legal Officer and Secretary (Officer since 2011) | Senior Vice President (Sept. 2011 – present), Vice President (March 2004 – Sept. 2011), Charles Schwab & Co., Inc.; Senior Vice President and Chief Counsel (Sept. 2011 – present), Vice President (Jan. 2011 – Sept. 2011), Charles Schwab Investment Management, Inc.; Secretary (April 2011 – present) and Chief Legal Officer (Dec. 2011 – present), Schwab Funds; Vice President and Assistant Clerk, Laudus Funds (April 2011 – present); Secretary (May 2011 – present) and Chief Legal Officer (Nov. 2011 – present), Schwab ETFs. |
Catherine MacGregor 1964 Vice President and Assistant Secretary (Officer since 2009) | Vice President, Charles Schwab & Co., Inc., Charles Schwab Investment Management, Inc. (July 2005 – present); Vice President (Dec. 2005 – present), Chief Legal Officer and Clerk (March 2007 – present), Laudus Funds; Vice President (Nov. 2005 – present) and Assistant Secretary (June 2007 – present), Schwab Funds; Vice President and Assistant Secretary, Schwab ETFs (Oct. 2009 – present). |
1 | Each Trustee shall hold office until the election and qualification of his or her successor, or until he or she dies, resigns or is removed. The Schwab ETF’s retirement policy requires that independent trustees retire by December 31 of the year in which the Trustee turns 72 or the Trustee’s twentieth year of service as an independent trustee, whichever comes first. |
2 | Mr. Bettinger is an Interested Trustee because he owns stock of The Charles Schwab Corporation, the parent company of the investment adviser. |
3 | The President, Treasurer and Secretary hold office until their respective successors are chosen and qualified or until he or she sooner dies, resigns, is removed or becomes disqualified. Each of the other officers serves at the pleasure of the Board. |
Schwab U.S. Large-Cap ETF™
Schwab U.S. Large-Cap Growth ETF™
Schwab U.S. Large-Cap Value ETF™
Schwab U.S. Mid-Cap ETF™
Schwab U.S. Small-Cap ETF™
Schwab U.S. Dividend Equity ETF™
Schwab U.S. REIT ETF™
Schwab International Small-Cap Equity ETF™
Schwab Emerging Markets Equity ETF™
Schwab Short-Term U.S. Treasury ETF™
Schwab Intermediate-Term U.S. Treasury ETF™
Schwab U.S. TIPS ETF™
Schwab Fundamental U.S. Large Company Index ETF
Schwab Fundamental U.S. Small Company Index ETF
Schwab Fundamental International Large Company Index ETF
Schwab Fundamental International Small Company Index ETF
Schwab Fundamental Emerging Markets Large Company Index ETF
* | FUNDAMENTAL INDEX is a registered trademark of Research Affiliates LLC. |
211 Main Street, San Francisco, CA 94105
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00137724
Table of Contents
Growth ETF™
Value ETF™
Equity ETF™
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Growth ETF™
Value ETF™
Equity ETF™
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Total Returns for the 6 Months Ended February 28, 2015 | |
Schwab U.S. Broad Market ETFTM (Ticker Symbol: SCHB) | |
Market Price Return1 | 5.97% |
NAV Return1 | 6.01% |
Dow Jones U.S. Broad Stock Market Index | 5.96% |
ETF Category: Morningstar Large Blend2 | 4.99% |
Performance Details | page 6 |
Schwab U.S. Large-Cap ETFTM (Ticker Symbol: SCHX) | |
Market Price Return1 | 6.00% |
NAV Return1 | 6.06% |
Dow Jones U.S. Large-Cap Total Stock Market Index | 6.06% |
ETF Category: Morningstar Large Blend2 | 4.99% |
Performance Details | page 7 |
Schwab U.S. Large-Cap Growth ETFTM (Ticker Symbol: SCHG) | |
Market Price Return1 | 9.26% |
NAV Return1 | 9.24% |
Dow Jones U.S. Large-Cap Growth Total Stock Market Index | 9.28% |
ETF Category: Morningstar Large Growth2 | 8.83% |
Performance Details | page 8 |
Schwab U.S. Large-Cap Value ETFTM (Ticker Symbol: SCHV) | |
Market Price Return1 | 3.17% |
NAV Return1 | 3.08% |
Dow Jones U.S. Large-Cap Value Total Stock Market Index | 3.11% |
ETF Category: Morningstar Large Value2 | 4.63% |
Performance Details | page 9 |
Total Returns for the 6 Months Ended February 28, 2015 | |
Schwab U.S. Mid-Cap ETFTM (Ticker Symbol: SCHM) | |
Market Price Return1 | 6.25% |
NAV Return1 | 6.23% |
Dow Jones U.S. Mid-Cap Total Stock Market Index | 6.22% |
ETF Category: Morningstar Mid-Cap Blend2 | 4.58% |
Performance Details | page 10 |
Schwab U.S. Small-Cap ETFTM (Ticker Symbol: SCHA) | |
Market Price Return1 | 5.39% |
NAV Return1 | 5.24% |
Dow Jones U.S. Small-Cap Total Stock Market Index | 5.18% |
ETF Category: Morningstar Small Blend2 | 4.89% |
Performance Details | page 11 |
Schwab U.S. Dividend Equity ETFTM (Ticker Symbol: SCHD) | |
Market Price Return1 | 5.85% |
NAV Return1 | 5.80% |
Dow Jones U.S. Dividend 100TM Index | 5.85% |
ETF Category: Morningstar Large Value2 | 4.63% |
Performance Details | page 12 |
1 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
2 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
Agnes Hong, CFA, Vice President and Head of Passive Equity Strategies, leads the portfolio management teams of Schwab’s index mutual funds and equity ETFs. She also has overall responsibility for all aspects of the management of the funds. Prior to joining CSIM in 2009, Ms. Hong spent five years as a portfolio manager at Barclays Global Investors (subsequently acquired by BlackRock), where she managed institutional index funds and quantitative active funds. Prior to that, Ms. Hong worked in management consulting and product management, servicing global financial services clients. |
Ferian Juwono, CFA, Managing Director and Senior Portfolio Manager, is responsible for the day-to-day co-management of the funds. Prior to joining CSIM in 2010, Mr. Juwono worked at BlackRock (formerly Barclays Global Investors), where he spent over three years as a portfolio manager, managing equity index funds for institutional clients, and nearly two years as a senior business analyst. Prior to that, Mr. Juwono worked for over four years as a senior financial analyst with Union Bank of California. |
Chuck Craig, CFA, Managing Director and Senior Portfolio Manager, is responsible for the day-to-day co-management of the funds. Prior to joining CSIM in 2012, Mr. Craig worked at Guggenheim Funds (formerly Claymore Group), where he spent over five years as a managing director of portfolio management and supervision, and three years as vice president of product research and development. Prior to that, he worked as an equity research analyst at First Trust Portfolios (formerly Niké Securities), and a trader and analyst at PMA Securities, Inc. |
Fund and Inception Date | 6 Months | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Broad Market ETFTM (11/3/09) | ||||
Market Price Return2 | 5.97% | 14.23% | 16.38% | 16.97% |
NAV Return2 | 6.01% | 14.28% | 16.40% | 16.98% |
Dow Jones U.S. Broad Stock Market Index | 5.96% | 14.13% | 16.40% | 17.00% |
ETF Category: Morningstar Large Blend3 | 4.99% | 13.11% | 15.29% | 15.83% |
Statistics | |
Number of Holdings | 2,000 |
Weighted Average Market Cap (millions) | $112,787 |
Price/Earnings Ratio (P/E) | 22.6 |
Price/Book Ratio (P/B) | 2.8 |
Portfolio Turnover Rate5,6 | 2% |
Sector Weightings % of Investments | |
Information Technology | 19.2% |
Financials | 17.2% |
Health Care | 14.1% |
Comsumer Discretionary | 13.2% |
Industrials | 11.1% |
Comsumer Staples | 8.5% |
Energy | 7.4% |
Materials | 3.6% |
Utilities | 3.0% |
Telecommunication Services | 2.1% |
Other | 0.6% |
Total | 100.0% |
Top Equity Holdings % of Net Assets7 | |
Apple, Inc. | 3.3% |
Exxon Mobil Corp. | 1.6% |
Microsoft Corp. | 1.6% |
Johnson & Johnson | 1.2% |
Berkshire Hathaway, Inc., Class B | 1.2% |
General Electric Co. | 1.1% |
Wells Fargo & Co. | 1.1% |
The Procter & Gamble Co. | 1.0% |
JPMorgan Chase & Co. | 1.0% |
Pfizer, Inc. | 0.9% |
Total | 14.0% |
* | Inception (11/3/09) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
5 | Not annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
7 | This list is not a recommendation of any security by the investment adviser. |
Fund and Inception Date | 6 Months | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Large-Cap ETFTM (11/3/09) | ||||
Market Price Return2 | 6.00% | 15.02% | 16.13% | 16.62% |
NAV Return2 | 6.06% | 15.11% | 16.18% | 16.64% |
Dow Jones U.S. Large-Cap Total Stock Market Index | 6.06% | 15.12% | 16.28% | 16.74% |
ETF Category: Morningstar Large Blend3 | 4.99% | 13.11% | 15.29% | 15.83% |
Statistics | |
Number of Holdings | 750 |
Weighted Average Market Cap (millions) | $127,176 |
Price/Earnings Ratio (P/E) | 21.4 |
Price/Book Ratio (P/B) | 2.8 |
Portfolio Turnover Rate5,6 | 2% |
Sector Weightings % of Investments | |
Information Technology | 19.6% |
Financials | 16.4% |
Health Care | 14.4% |
Comsumer Discretionary | 13.1% |
Industrials | 10.6% |
Comsumer Staples | 9.2% |
Energy | 7.8% |
Materials | 3.4% |
Utilities | 3.1% |
Telecommunication Services | 2.3% |
Other | 0.1% |
Total | 100.0% |
Top Equity Holdings % of Net Assets7 | |
Apple, Inc. | 3.7% |
Exxon Mobil Corp. | 1.8% |
Microsoft Corp. | 1.8% |
Johnson & Johnson | 1.4% |
Berkshire Hathaway, Inc., Class B | 1.3% |
General Electric Co. | 1.3% |
Wells Fargo & Co. | 1.3% |
The Procter & Gamble Co. | 1.1% |
JPMorgan Chase & Co. | 1.1% |
Pfizer, Inc. | 1.1% |
Total | 15.9% |
* | Inception (11/3/09) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
5 | Not annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
7 | This list is not a recommendation of any security by the investment adviser. |
Fund and Inception Date | 6 Months | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Large-Cap Growth ETFTM (12/11/09) | ||||
Market Price Return2 | 9.26% | 18.68% | 17.37% | 17.06% |
NAV Return2 | 9.24% | 18.69% | 17.38% | 17.05% |
Dow Jones U.S. Large-Cap Growth Total Stock Market Index | 9.28% | 18.76% | 17.52% | 17.19% |
ETF Category: Morningstar Large Growth3 | 8.83% | 16.21% | 17.97% | 17.50% |
Statistics | |
Number of Holdings | 402 |
Weighted Average Market Cap (millions) | $134,028 |
Price/Earnings Ratio (P/E) | 25.4 |
Price/Book Ratio (P/B) | 4.1 |
Portfolio Turnover Rate5,6 | 9% |
Sector Weightings % of Investments | |
Information Technology | 26.4% |
Consumer Discretionary | 18.6% |
Health Care | 16.6% |
Industrials | 12.0% |
Financials | 10.7% |
Consumer Staples | 6.2% |
Energy | 5.5% |
Materials | 3.3% |
Telecommunication Services | 0.4% |
Utilities | 0.1% |
Other | 0.2% |
Total | 100.0% |
Top Equity Holdings % of Net Assets7 | |
Apple, Inc. | 7.5% |
Berkshire Hathaway, Inc., Class B | 2.7% |
Facebook, Inc., Class A | 1.6% |
The Walt Disney Co. | 1.6% |
Google, Inc., Class A | 1.6% |
Google, Inc., Class C | 1.6% |
Gilead Sciences, Inc. | 1.5% |
Comcast Corp., Class A | 1.5% |
The Home Depot, Inc. | 1.5% |
PepsiCo, Inc. | 1.5% |
Total | 22.6% |
* | Inception (12/11/09) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
5 | Not annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
7 | This list is not a recommendation of any security by the investment adviser. |
Fund and Inception Date | 6 Months | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Large-Cap Value ETFTM (12/11/09) | ||||
Market Price Return2 | 3.17% | 11.74% | 14.84% | 14.28% |
NAV Return2 | 3.08% | 11.70% | 14.89% | 14.27% |
Dow Jones U.S. Large-Cap Value Total Stock Market Index | 3.11% | 11.78% | 15.07% | 14.45% |
ETF Category: Morningstar Large Value3 | 4.63% | 14.42% | 15.47% | 15.00% |
Statistics | |
Number of Holdings | 350 |
Weighted Average Market Cap (millions) | $120,383 |
Price/Earnings Ratio (P/E) | 18.6 |
Price/Book Ratio (P/B) | 2.2 |
Portfolio Turnover Rate5,6 | 14% |
Sector Weightings % of Investments | |
Financials | 21.9% |
Information Technology | 12.9% |
Health Care | 12.3% |
Consumer Staples | 12.0% |
Energy | 10.1% |
Industrials | 9.3% |
Consumer Discretionary | 7.7% |
Utilities | 5.9% |
Telecommunication Services | 4.1% |
Materials | 3.5% |
Other | 0.3% |
Total | 100.0% |
Top Equity Holdings % of Net Assets7 | |
Exxon Mobil Corp. | 3.6% |
Microsoft Corp. | 3.5% |
Johnson & Johnson | 2.8% |
General Electric Co. | 2.5% |
Wells Fargo & Co. | 2.5% |
The Procter & Gamble Co. | 2.2% |
JPMorgan Chase & Co. | 2.2% |
Pfizer, Inc. | 2.1% |
Verizon Communications, Inc. | 2.0% |
Chevron Corp. | 1.9% |
Total | 25.3% |
* | Inception (12/11/09) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
5 | Not annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
7 | This list is not a recommendation of any security by the investment adviser. |
Fund and Inception Date | 6 Months | 1 Year | 3 Years | Since Inception* |
Fund: Schwab U.S. Mid-Cap ETFTM (1/13/11) | ||||
Market Price Return2 | 6.25% | 11.82% | 18.57% | 15.32% |
NAV Return2 | 6.23% | 11.83% | 18.56% | 15.31% |
Dow Jones U.S. Mid-Cap Total Stock Market Index | 6.22% | 11.80% | 18.61% | 15.39% |
ETF Category: Morningstar Mid-Cap Blend3 | 4.58% | 10.84% | 17.79% | 14.52% |
Statistics | |
Number of Holdings | 496 |
Weighted Average Market Cap (millions) | $7,100 |
Price/Earnings Ratio (P/E) | 25.3 |
Price/Book Ratio (P/B) | 2.6 |
Portfolio Turnover Rate5,6 | 9% |
Sector Weightings % of Investments | |
Financials | 22.1% |
Industrials | 16.8% |
Consumer Discretionary | 15.5% |
Information Technology | 13.5% |
Health Care | 10.4% |
Materials | 7.3% |
Utilities | 5.0% |
Energy | 4.4% |
Consumer Staples | 2.5% |
Telecommunication Services | 1.2% |
Other | 1.3% |
Total | 100.0% |
Top Equity Holdings % of Net Assets7 | |
Skyworks Solutions, Inc. | 0.6% |
BioMarin Pharmaceutical, Inc. | 0.6% |
Level 3 Communications, Inc. | 0.6% |
Hospira, Inc. | 0.6% |
Endo International plc | 0.5% |
Pharmacyclics, Inc. | 0.5% |
Incyte Corp. | 0.5% |
Hanesbrands, Inc. | 0.5% |
SL Green Realty Corp. | 0.5% |
Akamai Technologies, Inc. | 0.5% |
Total | 5.4% |
* | Inception (1/13/11) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
5 | Not annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
7 | This list is not a recommendation of any security by the investment adviser. |
Fund and Inception Date | 6 Months | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Small-Cap ETFTM (11/3/09) | ||||
Market Price Return2 | 5.39% | 7.15% | 17.40% | 19.05% |
NAV Return2 | 5.24% | 7.07% | 17.39% | 19.05% |
Dow Jones U.S. Small-Cap Total Stock Market Index | 5.18% | 6.92% | 17.42% | 19.12% |
ETF Category: Morningstar Small Blend3 | 4.89% | 6.95% | 16.36% | 17.79% |
Statistics | |
Number of Holdings | 1,744 |
Weighted Average Market Cap (millions) | $3,042 |
Price/Earnings Ratio (P/E) | 38.9 |
Price/Book Ratio (P/B) | 2.2 |
Portfolio Turnover Rate5,6 | 7% |
Sector Weightings % of Investments | |
Financials | 23.4% |
Information Technology | 16.7% |
Industrials | 14.7% |
Consumer Discretionary | 13.7% |
Health Care | 12.2% |
Materials | 5.1% |
Energy | 4.0% |
Consumer Staples | 3.1% |
Utilities | 3.0% |
Telecommunication Services | 0.5% |
Other | 3.6% |
Total | 100.0% |
Top Equity Holdings % of Net Assets7 | |
Alkermes plc | 0.4% |
Qorvo, Inc. | 0.4% |
Palo Alto Networks, Inc. | 0.4% |
Alaska Air Group, Inc. | 0.3% |
Isis Pharmaceuticals, Inc. | 0.3% |
Splunk, Inc. | 0.3% |
E*TRADE Financial Corp. | 0.3% |
Centene Corp. | 0.3% |
United Therapeutics Corp. | 0.3% |
Alnylam Pharmaceuticals, Inc. | 0.3% |
Total | 3.3% |
* | Inception (11/3/09) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
5 | Not annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
7 | This list is not a recommendation of any security by the investment adviser. |
Fund and Inception Date | 6 Months | 1 Year | 3 Years | Since Inception* |
Fund: Schwab U.S. Dividend Equity ETFTM (10/20/11) | ||||
Market Price Return2 | 5.85% | 14.72% | 17.26% | 18.74% |
NAV Return2 | 5.80% | 14.66% | 17.26% | 18.73% |
Dow Jones U.S. Dividend 100 Index | 5.85% | 14.80% | 17.41% | 18.91% |
ETF Category: Morningstar Large Value3 | 4.63% | 14.42% | 16.60% | 18.81% |
Statistics | |
Number of Holdings | 102 |
Weighted Average Market Cap (millions) | $147,645 |
Price/Earnings Ratio (P/E) | 19.5 |
Price/Book Ratio (P/B) | 3.8 |
Portfolio Turnover Rate5,6 | 4% |
Sector Weightings % of Investments | |
Consumer Staples | 22.4% |
Industrials | 17.1% |
Information Technology | 12.4% |
Energy | 11.7% |
Health Care | 11.6% |
Consumer Discretionary | 9.4% |
Telecommunication Services | 8.7% |
Materials | 4.3% |
Financials | 1.8% |
Utilities | 0.5% |
Total | 0.1% |
Total | 100.0% |
Top Equity Holdings % of Net Assets7 | |
Pfizer, Inc. | 4.7% |
Verizon Communications, Inc. | 4.6% |
Chevron Corp. | 4.4% |
Exxon Mobil Corp. | 4.3% |
Johnson & Johnson | 4.2% |
The Procter & Gamble Co. | 4.1% |
Microsoft Corp. | 4.1% |
AT&T, Inc. | 4.1% |
The Coca-Cola Co. | 3.9% |
Intel Corp. | 3.7% |
Total | 42.1% |
* | Inception (10/20/11) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share net asset value (“NAV”) is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (“Market Price”) is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the fund are listed for trading, as of the time that the fund’s NAV is calculated. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
5 | Not annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
7 | This list is not a recommendation of any security by the investment adviser. |
As a fund shareholder, you may incur two types of costs: (1) transaction costs, including brokerage commissions on purchases and sales of fund shares; and, (2) ongoing costs, including management fees and other fund expenses.
Expense Ratio1 (Annualized) | Beginning Account Value at 9/1/14 | Ending Account Value (Net of Expenses) at 2/28/15 | Expenses Paid During Period2 9/1/14–2/28/15 | |
Schwab U.S. Broad Market ETFTM | ||||
Actual Return | 0.04% | $1,000.00 | $ 1,060.10 | $ 0.20 |
Hypothetical 5% Return | 0.04% | $1,000.00 | $ 1,024.60 | $ 0.20 |
Schwab U.S. Large-Cap ETFTM | ||||
Actual Return | 0.04% | $1,000.00 | $1,060.60 | $ 0.20 |
Hypothetical 5% Return | 0.04% | $1,000.00 | $ 1,024.60 | $ 0.20 |
Schwab U.S. Large-Cap Growth ETFTM | ||||
Actual Return | 0.07% | $1,000.00 | $ 1,092.40 | $0.36 |
Hypothetical 5% Return | 0.07% | $1,000.00 | $ 1,024.45 | $ 0.35 |
Schwab U.S. Large-Cap Value ETFTM | ||||
Actual Return | 0.07% | $1,000.00 | $ 1,030.80 | $ 0.35 |
Hypothetical 5% Return | 0.07% | $1,000.00 | $ 1,024.45 | $ 0.35 |
Schwab U.S. Mid-Cap ETFTM | ||||
Actual Return | 0.07% | $1,000.00 | $ 1,062.30 | $0.36 |
Hypothetical 5% Return | 0.07% | $1,000.00 | $ 1,024.45 | $ 0.35 |
Schwab U.S. Small-Cap ETFTM | ||||
Actual Return | 0.08% | $1,000.00 | $ 1,052.40 | $ 0.41 |
Hypothetical 5% Return | 0.08% | $1,000.00 | $ 1,024.40 | $0.40 |
Schwab U.S. Dividend Equity ETFTM | ||||
Actual Return | 0.07% | $1,000.00 | $ 1,058.00 | $0.36 |
Hypothetical 5% Return | 0.07% | $1,000.00 | $ 1,024.45 | $ 0.35 |
1 | Based on the most recent six-month expense ratio; may differ from the expense ratio provided in the Financial Highlights. |
2 | Expenses for each fund are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by the 181 days of the period, and divided by the 365 days of the fiscal year. |
9/1/14– 2/28/15* | 9/1/13– 8/31/14 | 9/1/12– 8/31/13 | 9/1/11– 8/31/12 | 9/1/10– 8/31/11 | 10/30/09 1– 8/31/10 | |
Per-Share Data ($) | ||||||
Net asset value at beginning of period | 48.75 | 39.79 | 33.84 | 29.47 | 25.11 | 25.00 |
Income (loss) from investment operations: | ||||||
Net investment income (loss)2 | 0.53 | 0.85 | 0.80 | 0.65 | 0.56 | 0.42 |
Net realized and unrealized gains (losses) | 2.38 | 8.93 | 5.92 | 4.32 | 4.32 | (0.05) |
Total from investment operations | 2.91 | 9.78 | 6.72 | 4.97 | 4.88 | 0.37 |
Less distributions: | ||||||
Distributions from net investment income | (0.43) | (0.82) | (0.77) | (0.60) | (0.52) | (0.26) |
Net asset value at end of period | 51.23 | 48.75 | 39.79 | 33.84 | 29.47 | 25.11 |
Total return (%) | 6.01 3 | 24.77 | 20.12 | 17.07 | 19.41 | 1.42 3 |
Ratios/Supplemental Data (%) | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.04 4 | 0.04 | 0.04 | 0.06 | 0.06 | 0.07 4,5 |
Net investment income (loss) | 2.19 4 | 1.90 | 2.15 | 2.06 | 1.83 | 1.92 4 |
Portfolio turnover rate6 | 2 3 | 4 | 4 | 5 | 3 | 2 3 |
Net assets, end of period ($ x 1,000) | 4,889,455 | 3,654,037 | 2,182,671 | 1,072,825 | 742,651 | 272,490 |
* | Unaudited. |
1 | Commencement of operations. |
2 | Calculated based on the average shares outstanding during the period. |
3 | Not annualized. |
4 | Annualized. |
5 | Effective June 14, 2010, the annual operating expense ratio was reduced. The ratio presented for period ended 8/31/10 is a blended ratio. |
6 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
Holdings by Category | Cost ($) | Value ($) | |
99.8% | Common Stock | 3,830,817,561 | 4,879,176,093 |
0.0% | Rights | 21,491 | 21,491 |
0.6% | Other Investment Companies | 29,642,715 | 29,642,715 |
0.0% | Short-Term Investments | 384,998 | 384,998 |
100.4% | Total Investments | 3,860,866,765 | 4,909,225,297 |
(0.4)% | Other Assets and Liabilities, Net | (19,769,825) | |
100.0% | Net Assets | 4,889,455,472 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Common Stock 99.8% of net assets | |||||
Automobiles & Components 1.2% | |||||
Other Securities | 1.2 | 60,915,176 | |||
Banks 5.7% | |||||
Bank of America Corp. | 2,218,376 | 0.7 | 35,072,525 | ||
Citigroup, Inc. | 636,381 | 0.7 | 33,359,092 | ||
JPMorgan Chase & Co. | 789,545 | 1.0 | 48,383,318 | ||
Wells Fargo & Co. | 993,046 | 1.1 | 54,408,990 | ||
Other Securities | 2.2 | 106,101,211 | |||
5.7 | 277,325,136 | ||||
Capital Goods 7.7% | |||||
3M Co. | 135,855 | 0.5 | 22,911,946 | ||
General Electric Co. | 2,116,143 | 1.1 | 54,998,557 | ||
The Boeing Co. | 141,266 | 0.4 | 21,309,976 | ||
United Technologies Corp. | 177,861 | 0.4 | 21,683,035 | ||
Other Securities | 5.3 | 257,013,207 | |||
7.7 | 377,916,721 | ||||
Commercial & Professional Services 1.1% | |||||
Other Securities | 1.1 | 52,051,387 | |||
Consumer Durables & Apparel 1.6% | |||||
Other Securities | 1.6 | 78,877,256 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Consumer Services 2.2% | |||||
McDonald's Corp. | 204,922 | 0.4 | 20,266,786 | ||
Other Securities | 1.8 | 86,152,393 | |||
2.2 | 106,419,179 | ||||
Diversified Financials 4.7% | |||||
Berkshire Hathaway, Inc., Class B * | 384,647 | 1.2 | 56,700,814 | ||
The Charles Schwab Corp. (b) | 244,999 | 0.1 | 7,188,271 | ||
Other Securities | 3.4 | 164,020,997 | |||
4.7 | 227,910,082 | ||||
Energy 7.4% | |||||
Chevron Corp. | 399,485 | 0.9 | 42,617,060 | ||
Exxon Mobil Corp. | 892,843 | 1.6 | 79,052,319 | ||
Schlumberger Ltd. | 273,233 | 0.5 | 22,995,289 | ||
Other Securities | 4.4 | 216,998,782 | |||
7.4 | 361,663,450 | ||||
Food & Staples Retailing 2.1% | |||||
CVS Health Corp. | 242,773 | 0.5 | 25,216,832 | ||
Wal-Mart Stores, Inc. | 334,188 | 0.6 | 28,048,399 | ||
Other Securities | 1.0 | 51,452,289 | |||
2.1 | 104,717,520 | ||||
Food, Beverage & Tobacco 4.6% | |||||
Altria Group, Inc. | 417,527 | 0.5 | 23,502,595 | ||
PepsiCo, Inc. | 314,568 | 0.6 | 31,135,941 | ||
Philip Morris International, Inc. | 327,950 | 0.6 | 27,206,732 | ||
The Coca-Cola Co. | 832,824 | 0.7 | 36,061,279 | ||
Other Securities | 2.2 | 107,406,366 | |||
4.6 | 225,312,913 | ||||
Health Care Equipment & Services 5.0% | |||||
Medtronic plc | 295,904 | 0.5 | 22,959,191 | ||
UnitedHealth Group, Inc. | 203,554 | 0.5 | 23,129,841 | ||
Other Securities | 4.0 | 198,346,426 | |||
5.0 | 244,435,458 | ||||
Household & Personal Products 1.7% | |||||
The Procter & Gamble Co. | 568,650 | 1.0 | 48,409,175 | ||
Other Securities | 0.7 | 36,539,271 | |||
1.7 | 84,948,446 | ||||
Insurance 3.0% | |||||
Other Securities | 3.0 | 144,612,465 | |||
Materials 3.6% | |||||
Other Securities | 3.6 | 177,192,055 | |||
Media 3.5% | |||||
Comcast Corp., Class A | 548,152 | 0.7 | 32,549,266 | ||
The Walt Disney Co. | 327,285 | 0.7 | 34,063,823 | ||
Other Securities | 2.1 | 105,964,970 | |||
3.5 | 172,578,059 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Pharmaceuticals, Biotechnology & Life Sciences 9.2% | |||||
AbbVie, Inc. | 336,693 | 0.4 | 20,369,927 | ||
Amgen, Inc. | 161,498 | 0.5 | 25,471,465 | ||
Biogen Idec, Inc. * | 49,707 | 0.4 | 20,359,490 | ||
Bristol-Myers Squibb Co. | 348,759 | 0.4 | 21,246,398 | ||
Celgene Corp. * | 168,202 | 0.4 | 20,441,589 | ||
Gilead Sciences, Inc. * | 317,309 | 0.7 | 32,851,001 | ||
Johnson & Johnson | 590,264 | 1.2 | 60,507,963 | ||
Merck & Co., Inc. | 601,698 | 0.7 | 35,223,401 | ||
Pfizer, Inc. | 1,330,835 | 0.9 | 45,674,257 | ||
Other Securities | 3.6 | 167,314,920 | |||
9.2 | 449,460,411 | ||||
Real Estate 4.0% | |||||
Other Securities | 4.0 | 194,966,204 | |||
Retailing 4.6% | |||||
Amazon.com, Inc. * | 80,058 | 0.6 | 30,434,849 | ||
The Home Depot, Inc. | 277,698 | 0.7 | 31,865,845 | ||
Other Securities | 3.3 | 164,374,695 | |||
4.6 | 226,675,389 | ||||
Semiconductors & Semiconductor Equipment 2.5% | |||||
Intel Corp. | 1,018,569 | 0.7 | 33,867,419 | ||
Other Securities | 1.8 | 88,019,146 | |||
2.5 | 121,886,565 | ||||
Software & Services 10.2% | |||||
Facebook, Inc., Class A * | 442,174 | 0.7 | 34,918,481 | ||
Google, Inc., Class A * | 60,051 | 0.7 | 33,786,494 | ||
Google, Inc., Class C * | 60,051 | 0.7 | 33,532,478 | ||
International Business Machines Corp. | 193,325 | 0.6 | 31,307,050 | ||
MasterCard, Inc., Class A | 206,671 | 0.4 | 18,627,257 | ||
Microsoft Corp. | 1,745,615 | 1.6 | 76,545,218 | ||
Oracle Corp. | 682,525 | 0.6 | 29,908,245 | ||
Visa, Inc., Class A | 103,268 | 0.6 | 28,017,641 | ||
Other Securities | 4.3 | 213,829,373 | |||
10.2 | 500,472,237 | ||||
Technology Hardware & Equipment 6.6% | |||||
Apple, Inc. | 1,237,846 | 3.3 | 159,013,697 | ||
Cisco Systems, Inc. | 1,079,478 | 0.7 | 31,855,396 | ||
QUALCOMM, Inc. | 353,897 | 0.5 | 25,661,071 | ||
Other Securities | 2.1 | 105,722,078 | |||
6.6 | 322,252,242 | ||||
Telecommunication Services 2.1% | |||||
AT&T, Inc. | 1,085,340 | 0.8 | 37,509,350 | ||
Verizon Communications, Inc. | 873,653 | 0.9 | 43,202,141 | ||
Other Securities | 0.4 | 20,948,586 | |||
2.1 | 101,660,077 | ||||
Transportation 2.4% | |||||
Union Pacific Corp. | 188,300 | 0.5 | 22,644,958 | ||
Other Securities | 1.9 | 93,360,292 | |||
2.4 | 116,005,250 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Utilities 3.1% | |||||
Other Securities | 3.1 | 148,922,415 | |||
Total Common Stock | |||||
(Cost $3,830,817,561) | 4,879,176,093 | ||||
Rights 0.0% of net assets | |||||
Telecommunication Services 0.0% | |||||
Other Securities | 0.0 | 21,491 | |||
Total Rights | |||||
(Cost $21,491) | 21,491 | ||||
Other Investment Companies 0.6% of net assets | |||||
Money Market Fund 0.1% | |||||
Other Securities | 0.1 | 7,190,678 | |||
Securities Lending Collateral 0.5% | |||||
Other Securities | 0.5 | 22,452,037 | |||
Total Other Investment Companies | |||||
(Cost $29,642,715) | 29,642,715 | ||||
Security Rate, Maturity Date | Face Amount ($) | % of Net Assets | Value ($) | ||
Short-Term Investments 0.0% of net assets | |||||
U.S. Treasury Obligations 0.0% | |||||
Other Securities | 0.0 | 384,998 | |||
Total Short-Term Investment | |||||
(Cost $384,998) | 384,998 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $21,936,773. Non-Cash Collateral pledged to the fund for securities on loan amounted to $427,976. |
(b) | Issuer is affiliated with the fund's adviser. |
(c) | Illiquid security. At the period end, the value of these amounted to $21,491 or 0.0% of net assets. |
(d) | Fair-valued by management in accordance with procedures approved by the Board of Trustees. |
(e) | The rate shown is the 7-day yield. |
(f) | All or a portion of this security is held as collateral for open futures contracts. |
(g) | The rate shown is the purchase yield. |
CVR – | Contingent Value Rights |
REIT – | Real Estate Investment Trust |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
S&P 500 Index, e-mini, Long, expires 03/20/15 | 10 | 1,051,400 | 6 |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||
Common Stock1 | $4,879,176,093 | $— | $— | $4,879,176,093 | |||||
Rights 1 | — | — | 21,491 | 21,491 | |||||
Other Investment Companies1 | 29,642,715 | — | — | 29,642,715 | |||||
Short-Term Investments1 | — | 384,998 | — | 384,998 | |||||
Total | $4,908,818,808 | $384,998 | $21,491 | $4,909,225,297 | |||||
Other Financial Instruments | |||||||||
Futures Contracts2 | $6 | $— | $— | $6 |
1 | As categorized in the complete schedule of portfolio holdings. |
2 | Futures contracts are not included in Investments in the schedule of portfolio holdings and are valued at unrealized appreciation or depreciation. |
Investments in Securities | Balance as of August 31, 2014 | Realized Gains (Losses) | Change in Unrealized Gains (Losses) | Gross Purchases | Gross Sales | Gross Transfers in | Gross Transfers out | Balance as of February 28, 2015 | ||||||||
Rights | $21,491 | $— | $— | $— | $— | $— | $— | $21,491 | ||||||||
Total | $21,491 | $— | $— | $— | $— | $— | $— | $21,491 |
Assets | ||
Investments in affiliated issuers, at value (cost $5,364,634) | $7,188,271 | |
Investments in unaffiliated issuers, at value (cost $3,833,050,094) including securities on loan of $21,936,773 | 4,879,584,989 | |
Collateral invested for securities on loan, at value (cost $22,452,037) | + | 22,452,037 |
Total investments, at value (cost $3,860,866,765) | 4,909,225,297 | |
Cash | 101,448 | |
Receivables: | ||
Investments sold | 1,064,846 | |
Fund shares sold | 10,278,241 | |
Dividends | 9,172,811 | |
Income from securities on loan | 83,288 | |
Foreign tax reclaims | + | 10,803 |
Total assets | 4,929,936,734 | |
Liabilities | ||
Collateral held for securities on loan | 22,452,037 | |
Payables: | ||
Investments bought | 17,993,425 | |
Investment adviser fees | 32,250 | |
Variation margin on futures contracts | + | 3,550 |
Total liabilities | 40,481,262 | |
Net Assets | ||
Total assets | 4,929,936,734 | |
Total liabilities | – | 40,481,262 |
Net assets | $4,889,455,472 | |
Net Assets by Source | ||
Capital received from investors | 3,796,339,100 | |
Net investment income not yet distributed | 19,403,550 | |
Net realized capital gains | 25,354,284 | |
Net unrealized capital appreciation | 1,048,358,538 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$4,889,455,472 | 95,450,000 | $51.23 | ||
Investment Income | ||
Dividends received from affiliated issuer | $27,234 | |
Dividends received from unaffiliated issuers (net of foreign withholding tax of $6,280) | 45,800,784 | |
Interest | 18 | |
Securities on loan | + | 415,540 |
Total investment income | 46,243,576 | |
Expenses | ||
Investment adviser fees | 830,012 | |
Total expenses | – | 830,012 |
Net investment income | 45,413,564 | |
Realized and Unrealized Gains (Losses) | ||
Net realized gains on affiliated issuer | 49,061 | |
Net realized gains on unaffiliated investments | 4,150,484 | |
Net realized gains on in-kind redemptions | 26,237,646 | |
Net realized gains on futures contracts | + | 198,490 |
Net realized gains | 30,635,681 | |
Net change in unrealized appreciation (depreciation) on affiliated issuer | 142,433 | |
Net change in unrealized appreciation (depreciation) on unaffiliated investments | 192,543,949 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | (19,752) |
Net change in unrealized appreciation (depreciation) | + | 192,666,630 |
Net realized and unrealized gains | 223,302,311 | |
Increase in net assets resulting from operations | $268,715,875 |
Operations | |||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||
Net investment income | $45,413,564 | $56,700,065 | |
Net realized gains | 30,635,681 | 44,443,785 | |
Net change in unrealized appreciation (depreciation) | + | 192,666,630 | 525,734,296 |
Increase in net assets resulting from operations | 268,715,875 | 626,878,146 | |
Distributions to Shareholders | |||
Distributions from net investment income | ($35,617,320) | ($53,302,780) |
Transactions in Fund Shares | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | VALUE | SHARES | VALUE | ||
Shares sold | 21,950,000 | $1,073,339,355 | 22,550,000 | $1,006,196,263 | |
Shares redeemed | + | (1,450,000) | (71,019,236) | (2,450,000) | (108,405,676) |
Net transactions in fund shares | 20,500,000 | $1,002,320,119 | 20,100,000 | $897,790,587 | |
Shares Outstanding and Net Assets | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | NET ASSETS | SHARES | NET ASSETS | ||
Beginning of period | 74,950,000 | $3,654,036,798 | 54,850,000 | $2,182,670,845 | |
Total increase | + | 20,500,000 | 1,235,418,674 | 20,100,000 | 1,471,365,953 |
End of period | 95,450,000 | $4,889,455,472 | 74,950,000 | $3,654,036,798 | |
Net investment income not yet distributed | $19,403,550 | $9,607,306 |
9/1/14– 2/28/15* | 9/1/13– 8/31/14 | 9/1/12– 8/31/13 | 9/1/11– 8/31/12 | 9/1/10– 8/31/11 | 10/30/09 1– 8/31/10 | |
Per-Share Data ($) | ||||||
Net asset value at beginning of period | 47.99 | 39.06 | 33.49 | 29.11 | 24.98 | 25.00 |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.53 2 | 0.83 | 0.77 | 0.64 | 0.53 | 0.34 |
Net realized and unrealized gains (losses) | 2.36 | 8.92 | 5.56 | 4.35 | 4.13 | (0.12) |
Total from investment operations | 2.89 | 9.75 | 6.33 | 4.99 | 4.66 | 0.22 |
Less distributions: | ||||||
Distributions from net investment income | (0.44) | (0.82) | (0.76) | (0.61) | (0.53) | (0.24) |
Net asset value at end of period | 50.44 | 47.99 | 39.06 | 33.49 | 29.11 | 24.98 |
Total return (%) | 6.06 3 | 25.16 | 19.17 | 17.36 | 18.66 | 0.83 3 |
Ratios/Supplemental Data (%) | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.04 4 | 0.04 | 0.04 | 0.08 | 0.08 | 0.08 4 |
Net investment income (loss) | 2.23 4 | 1.95 | 2.18 | 2.10 | 1.88 | 2.01 4 |
Portfolio turnover rate5 | 2 3 | 5 | 5 | 4 | 5 | 3 3 |
Net assets, end of period ($ x 1,000) | 4,143,341 | 3,191,644 | 1,781,282 | 890,808 | 615,781 | 273,503 |
* | Unaudited. |
1 | Commencement of operations. |
2 | Calculated based on the average shares outstanding during the period. |
3 | Not annualized. |
4 | Annualized. |
5 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
Holdings by Category | Cost ($) | Value ($) | |
99.8% | Common Stock | 3,276,386,665 | 4,132,164,077 |
0.1% | Other Investment Companies | 5,390,818 | 5,390,818 |
0.0% | Short-Term Investment | 459,995 | 459,997 |
99.9% | Total Investments | 3,282,237,478 | 4,138,014,892 |
0.1% | Other Assets and Liabilities, Net | 5,325,641 | |
100.0% | Net Assets | 4,143,340,533 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Common Stock 99.8% of net assets | |||||
Automobiles & Components 1.2% | |||||
Other Securities | 1.2 | 51,390,536 | |||
Banks 5.4% | |||||
Bank of America Corp. | 2,119,272 | 0.8 | 33,505,690 | ||
Citigroup, Inc. | 610,270 | 0.8 | 31,990,353 | ||
JPMorgan Chase & Co. | 753,672 | 1.1 | 46,185,020 | ||
Wells Fargo & Co. | 958,815 | 1.3 | 52,533,474 | ||
Other Securities | 1.4 | 59,081,037 | |||
5.4 | 223,295,574 | ||||
Capital Goods 7.5% | |||||
3M Co. | 129,009 | 0.5 | 21,757,368 | ||
General Electric Co. | 2,036,516 | 1.3 | 52,929,051 | ||
The Boeing Co. | 134,625 | 0.5 | 20,308,181 | ||
United Technologies Corp. | 169,928 | 0.5 | 20,715,922 | ||
Other Securities | 4.7 | 194,009,904 | |||
7.5 | 309,720,426 | ||||
Commercial & Professional Services 0.8% | |||||
Other Securities | 0.8 | 32,851,971 | |||
Consumer Durables & Apparel 1.5% | |||||
Other Securities | 1.5 | 62,592,706 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Consumer Services 1.9% | |||||
McDonald's Corp. | 196,591 | 0.5 | 19,442,850 | ||
Other Securities | 1.4 | 59,312,169 | |||
1.9 | 78,755,019 | ||||
Diversified Financials 4.9% | |||||
Berkshire Hathaway, Inc., Class B * | 368,144 | 1.3 | 54,268,107 | ||
The Charles Schwab Corp. (b) | 232,787 | 0.2 | 6,829,971 | ||
Other Securities | 3.4 | 142,414,759 | |||
4.9 | 203,512,837 | ||||
Energy 7.8% | |||||
Chevron Corp. | 384,377 | 1.0 | 41,005,338 | ||
Exxon Mobil Corp. | 856,683 | 1.8 | 75,850,713 | ||
Schlumberger Ltd. | 262,218 | 0.5 | 22,068,267 | ||
Other Securities | 4.5 | 185,274,161 | |||
7.8 | 324,198,479 | ||||
Food & Staples Retailing 2.3% | |||||
CVS Health Corp. | 233,314 | 0.6 | 24,234,325 | ||
Wal-Mart Stores, Inc. | 318,586 | 0.6 | 26,738,923 | ||
Other Securities | 1.1 | 44,376,471 | |||
2.3 | 95,349,719 | ||||
Food, Beverage & Tobacco 5.0% | |||||
Altria Group, Inc. | 399,294 | 0.5 | 22,476,259 | ||
PepsiCo, Inc. | 301,914 | 0.7 | 29,883,448 | ||
Philip Morris International, Inc. | 314,865 | 0.6 | 26,121,200 | ||
The Coca-Cola Co. | 797,657 | 0.8 | 34,538,548 | ||
Other Securities | 2.4 | 92,899,106 | |||
5.0 | 205,918,561 | ||||
Health Care Equipment & Services 4.8% | |||||
Medtronic plc | 286,004 | 0.5 | 22,191,050 | ||
UnitedHealth Group, Inc. | 194,389 | 0.5 | 22,088,422 | ||
Other Securities | 3.8 | 156,140,171 | |||
4.8 | 200,419,643 | ||||
Household & Personal Products 1.9% | |||||
The Procter & Gamble Co. | 545,015 | 1.1 | 46,397,127 | ||
Other Securities | 0.8 | 32,467,369 | |||
1.9 | 78,864,496 | ||||
Insurance 2.9% | |||||
Other Securities | 2.9 | 121,629,237 | |||
Materials 3.4% | |||||
Other Securities | 3.4 | 141,047,154 | |||
Media 3.7% | |||||
Comcast Corp., Class A | 523,347 | 0.8 | 31,076,345 | ||
The Walt Disney Co. | 316,479 | 0.8 | 32,939,134 | ||
Other Securities | 2.1 | 91,093,438 | |||
3.7 | 155,108,917 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Pharmaceuticals, Biotechnology & Life Sciences 9.6% | |||||
AbbVie, Inc. | 320,453 | 0.5 | 19,387,406 | ||
Amgen, Inc. | 153,575 | 0.6 | 24,221,849 | ||
Biogen Idec, Inc. * | 47,773 | 0.5 | 19,567,343 | ||
Bristol-Myers Squibb Co. | 334,304 | 0.5 | 20,365,800 | ||
Celgene Corp. * | 161,171 | 0.5 | 19,587,112 | ||
Gilead Sciences, Inc. * | 304,818 | 0.8 | 31,557,807 | ||
Johnson & Johnson | 566,099 | 1.4 | 58,030,808 | ||
Merck & Co., Inc. | 577,478 | 0.8 | 33,805,562 | ||
Pfizer, Inc. | 1,270,125 | 1.1 | 43,590,690 | ||
Other Securities | 2.9 | 125,555,504 | |||
9.6 | 395,669,881 | ||||
Real Estate 3.1% | |||||
Other Securities | 3.1 | 130,146,368 | |||
Retailing 4.7% | |||||
Amazon.com, Inc. * | 77,005 | 0.7 | 29,274,221 | ||
The Home Depot, Inc. | 265,803 | 0.7 | 30,500,894 | ||
Other Securities | 3.3 | 133,815,756 | |||
4.7 | 193,590,871 | ||||
Semiconductors & Semiconductor Equipment 2.4% | |||||
Intel Corp. | 978,603 | 0.8 | 32,538,550 | ||
Other Securities | 1.6 | 65,983,929 | |||
2.4 | 98,522,479 | ||||
Software & Services 10.4% | |||||
Facebook, Inc., Class A * | 423,755 | 0.8 | 33,463,932 | ||
Google, Inc., Class A * | 57,831 | 0.8 | 32,537,456 | ||
Google, Inc., Class C * | 57,652 | 0.8 | 32,192,877 | ||
International Business Machines Corp. | 185,966 | 0.7 | 30,115,334 | ||
MasterCard, Inc., Class A | 197,284 | 0.4 | 17,781,207 | ||
Microsoft Corp. | 1,668,300 | 1.8 | 73,154,955 | ||
Oracle Corp. | 658,678 | 0.7 | 28,863,270 | ||
Visa, Inc., Class A | 98,723 | 0.6 | 26,784,537 | ||
Other Securities | 3.8 | 156,454,048 | |||
10.4 | 431,347,616 | ||||
Technology Hardware & Equipment 6.8% | |||||
Apple, Inc. | 1,186,547 | 3.7 | 152,423,827 | ||
Cisco Systems, Inc. | 1,040,329 | 0.7 | 30,700,109 | ||
QUALCOMM, Inc. | 335,549 | 0.6 | 24,330,658 | ||
Other Securities | 1.8 | 72,858,171 | |||
6.8 | 280,312,765 | ||||
Telecommunication Services 2.3% | |||||
AT&T, Inc. | 1,043,978 | 0.9 | 36,079,880 | ||
Verizon Communications, Inc. | 840,757 | 1.0 | 41,575,434 | ||
Other Securities | 0.4 | 16,012,806 | |||
2.3 | 93,668,120 | ||||
Transportation 2.4% | |||||
Union Pacific Corp. | 179,826 | 0.5 | 21,625,875 | ||
Other Securities | 1.9 | 76,197,531 | |||
2.4 | 97,823,406 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Utilities 3.1% | |||||
Other Securities | 3.1 | 126,427,296 | |||
Total Common Stock | |||||
(Cost $3,276,386,665) | 4,132,164,077 | ||||
Other Investment Companies 0.1% of net assets | |||||
Money Market Fund 0.0% | |||||
Other Securities | 0.0 | 2,188,048 | |||
Securities Lending Collateral 0.1% | |||||
Other Securities | 0.1 | 3,202,770 | |||
Total Other Investment Companies | |||||
(Cost $5,390,818) | 5,390,818 | ||||
Security Rate, Maturity Date | Face Amount ($) | % of Net Assets | Value ($) | ||
Short-Term Investment 0.0% of net assets | |||||
U.S. Treasury Obligation 0.0% | |||||
U.S. Treasury Bill 0.02% | 460,000 | 0.0 | 459,997 | ||
Total Short-Term Investment | |||||
(Cost $459,995) | 459,997 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $3,777,024. Non-Cash Collateral pledged to the fund for securities on loan amounted to $665,328. |
(b) | Issuer is affiliated with the fund's adviser. |
(c) | The rate shown is the 7-day yield. |
(d) | The rate shown is the purchase yield. |
(e) | All or a portion of this security is held as collateral for open futures contracts. |
REIT – | Real Estate Investment Trust |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
S&P 500 Index, e-mini, Long, expires 03/20/15 | 35 | 3,679,900 | 14,708 |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||
Common Stock1 | $4,132,164,077 | $— | $— | $4,132,164,077 | |||||
Other Investment Companies1 | 5,390,818 | — | — | 5,390,818 | |||||
Short-Term Investment1 | — | 459,997 | — | 459,997 | |||||
Total | $4,137,554,895 | $459,997 | $— | $4,138,014,892 | |||||
Other Financial Instruments | |||||||||
Futures Contracts2 | $14,708 | $— | $— | $14,708 |
1 | As categorized in the complete schedule of portfolio holdings. |
2 | Futures contracts are not included in Investments in the schedule of portfolio holdings and are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in affiliated issuers, at value (cost $5,165,884) | $6,829,971 | |
Investments in unaffiliated issuers, at value (cost $3,273,868,824) including securities on loan of $3,777,024 | 4,127,982,151 | |
Collateral invested for securities on loan, at value (cost $3,202,770) | + | 3,202,770 |
Total investments, at value (cost $3,282,237,478) | 4,138,014,892 | |
Receivables: | ||
Fund shares sold | 25,306,436 | |
Dividends | 8,247,664 | |
Income from securities on loan | 20,375 | |
Foreign tax reclaims | + | 10,017 |
Total assets | 4,171,599,384 | |
Liabilities | ||
Collateral held for securities on loan | 3,202,770 | |
Payables: | ||
Investments bought | 25,016,385 | |
Investment adviser fees | 27,187 | |
Variation margin on futures contracts | 12,425 | |
Due to custodian | + | 84 |
Total liabilities | 28,258,851 | |
Net Assets | ||
Total assets | 4,171,599,384 | |
Total liabilities | – | 28,258,851 |
Net assets | $4,143,340,533 | |
Net Assets by Source | ||
Capital received from investors | 3,230,107,489 | |
Net investment income not yet distributed | 17,059,011 | |
Net realized capital gains | 40,381,911 | |
Net unrealized capital appreciation | 855,792,122 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$4,143,340,533 | 82,150,000 | $50.44 | ||
Investment Income | ||
Dividends received from affiliated issuer | $25,572 | |
Dividends received from unaffiliated issuers (net of foreign withholding tax of $5,095) | 40,211,724 | |
Interest | 32 | |
Securities on loan | + | 108,632 |
Total investment income | 40,345,960 | |
Expenses | ||
Investment adviser fees | 710,931 | |
Total expenses | – | 710,931 |
Net investment income | 39,635,029 | |
Realized and Unrealized Gains (Losses) | ||
Net realized gains on affiliated issuer | 94,586 | |
Net realized gains on unaffiliated investments | 4,578,920 | |
Net realized gains on in-kind redemptions | 40,947,476 | |
Net realized gains on futures contracts | + | 138,415 |
Net realized gains | 45,759,397 | |
Net change in unrealized appreciation (depreciation) on affiliated issuer | 100,519 | |
Net change in unrealized appreciation (depreciation) on unaffiliated investments | 140,594,766 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | 8,846 |
Net change in unrealized appreciation (depreciation) | + | 140,704,131 |
Net realized and unrealized gains | 186,463,528 | |
Increase in net assets resulting from operations | $226,098,557 |
Operations | |||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||
Net investment income | $39,635,029 | $48,304,376 | |
Net realized gains | 45,759,397 | 25,664,180 | |
Net change in unrealized appreciation (depreciation) | + | 140,704,131 | 451,922,393 |
Increase in net assets resulting from operations | 226,098,557 | 525,890,949 | |
Distributions to Shareholders | |||
Distributions from net investment income | ($31,828,260) | ($44,577,680) |
Transactions in Fund Shares | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | VALUE | SHARES | VALUE | ||
Shares sold | 17,900,000 | $863,088,160 | 22,650,000 | $1,002,867,160 | |
Shares redeemed | + | (2,250,000) | (105,662,402) | (1,750,000) | (73,817,744) |
Net transactions in fund shares | 15,650,000 | $757,425,758 | 20,900,000 | $929,049,416 | |
Shares Outstanding and Net Assets | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | NET ASSETS | SHARES | NET ASSETS | ||
Beginning of period | 66,500,000 | $3,191,644,478 | 45,600,000 | $1,781,281,793 | |
Total increase | + | 15,650,000 | 951,696,055 | 20,900,000 | 1,410,362,685 |
End of period | 82,150,000 | $4,143,340,533 | 66,500,000 | $3,191,644,478 | |
Net investment income not yet distributed | $17,059,011 | $9,252,242 |
9/1/14– 2/28/15* | 9/1/13– 8/31/14 | 9/1/12– 8/31/13 | 9/1/11– 8/31/12 | 9/1/10– 8/31/11 | 12/9/09 1– 8/31/10 | |
Per-Share Data ($) | ||||||
Net asset value at beginning of period | 50.11 | 39.60 | 34.05 | 29.44 | 24.21 | 25.00 |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.38 2 | 0.56 | 0.55 | 0.36 | 0.27 | 0.15 |
Net realized and unrealized gains (losses) | 4.23 | 10.50 | 5.52 | 4.59 | 5.20 | (0.83) |
Total from investment operations | 4.61 | 11.06 | 6.07 | 4.95 | 5.47 | (0.68) |
Less distributions: | ||||||
Distributions from net investment income | (0.28) | (0.55) | (0.52) | (0.34) | (0.24) | (0.11) |
Net asset value at end of period | 54.44 | 50.11 | 39.60 | 34.05 | 29.44 | 24.21 |
Total return (%) | 9.24 3 | 28.11 | 18.02 | 16.96 | 22.57 | (2.75) 3 |
Ratios/Supplemental Data (%) | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.07 4 | 0.07 | 0.07 | 0.13 | 0.13 | 0.14 4,5 |
Net investment income (loss) | 1.49 4 | 1.29 | 1.55 | 1.17 | 0.93 | 0.86 4 |
Portfolio turnover rate6 | 9 3 | 7 | 11 | 8 | 10 | 6 3 |
Net assets, end of period ($ x 1,000) | 1,973,600 | 1,485,805 | 827,613 | 475,062 | 309,155 | 108,946 |
* | Unaudited. |
1 | Commencement of operations. |
2 | Calculated based on the average shares outstanding during the period. |
3 | Not annualized. |
4 | Annualized. |
5 | Effective June 14, 2010, the annual operating expense ratio was reduced. The ratio presented for period ended 8/31/10 is a blended ratio. |
6 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
Holdings by Category | Cost ($) | Value ($) | |
99.8% | Common Stock | 1,486,692,058 | 1,970,395,589 |
0.3% | Other Investment Companies | 5,261,980 | 5,318,593 |
100.1% | Total Investments | 1,491,954,038 | 1,975,714,182 |
(0.1)% | Other Assets and Liabilities, Net | (2,113,863) | |
100.0% | Net Assets | 1,973,600,319 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Common Stock 99.8% of net assets | |||||
Automobiles & Components 0.5% | |||||
Other Securities | 0.5 | 9,646,498 | |||
Banks 0.1% | |||||
Other Securities | 0.1 | 2,702,701 | |||
Capital Goods 7.0% | |||||
3M Co. | 124,932 | 1.1 | 21,069,782 | ||
Caterpillar, Inc. | 117,943 | 0.5 | 9,777,475 | ||
Danaher Corp. | 119,182 | 0.5 | 10,402,205 | ||
The Boeing Co. | 129,475 | 1.0 | 19,531,304 | ||
Other Securities | 3.9 | 77,322,687 | |||
7.0 | 138,103,453 | ||||
Commercial & Professional Services 1.0% | |||||
Other Securities | 1.0 | 19,036,562 | |||
Consumer Durables & Apparel 2.3% | |||||
NIKE, Inc., Class B | 135,871 | 0.7 | 13,195,792 | ||
Other Securities | 1.6 | 32,853,033 | |||
2.3 | 46,048,825 | ||||
Consumer Services 2.3% | |||||
Starbucks Corp. | 146,263 | 0.7 | 13,673,396 | ||
Other Securities | 1.6 | 30,965,146 | |||
2.3 | 44,638,542 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Diversified Financials 6.7% | |||||
American Express Co. | 174,383 | 0.7 | 14,227,909 | ||
Berkshire Hathaway, Inc., Class B * | 355,620 | 2.7 | 52,421,944 | ||
BlackRock, Inc. | 24,819 | 0.5 | 9,218,273 | ||
Morgan Stanley | 298,324 | 0.5 | 10,677,016 | ||
The Charles Schwab Corp. (b) | 224,768 | 0.3 | 6,594,693 | ||
Other Securities | 2.0 | 39,010,093 | |||
6.7 | 132,149,928 | ||||
Energy 5.5% | |||||
EOG Resources, Inc. | 107,096 | 0.5 | 9,608,653 | ||
Schlumberger Ltd. | 250,789 | 1.1 | 21,106,402 | ||
Other Securities | 3.9 | 77,295,428 | |||
5.5 | 108,010,483 | ||||
Food & Staples Retailing 2.7% | |||||
Costco Wholesale Corp. | 85,259 | 0.6 | 12,529,663 | ||
CVS Health Corp. | 223,366 | 1.2 | 23,201,026 | ||
Walgreens Boots Alliance, Inc. | 170,160 | 0.7 | 14,136,893 | ||
Other Securities | 0.2 | 3,943,623 | |||
2.7 | 53,811,205 | ||||
Food, Beverage & Tobacco 2.5% | |||||
PepsiCo, Inc. | 292,286 | 1.5 | 28,930,468 | ||
Other Securities | 1.0 | 20,652,977 | |||
2.5 | 49,583,445 | ||||
Health Care Equipment & Services 7.0% | |||||
Express Scripts Holding Co. * | 142,882 | 0.6 | 12,114,965 | ||
McKesson Corp. | 45,206 | 0.5 | 10,338,612 | ||
Medtronic plc | 276,078 | 1.1 | 21,420,892 | ||
UnitedHealth Group, Inc. | 188,262 | 1.1 | 21,392,211 | ||
Other Securities | 3.7 | 72,198,694 | |||
7.0 | 137,465,374 | ||||
Household & Personal Products 1.0% | |||||
Colgate-Palmolive Co. | 167,143 | 0.6 | 11,837,067 | ||
Other Securities | 0.4 | 7,816,798 | |||
1.0 | 19,653,865 | ||||
Insurance 0.5% | |||||
Other Securities | 0.5 | 9,863,537 | |||
Materials 3.3% | |||||
Monsanto Co. | 94,524 | 0.6 | 11,383,525 | ||
Other Securities | 2.7 | 53,069,046 | |||
3.3 | 64,452,571 | ||||
Media 5.5% | |||||
Comcast Corp., Class A | 503,168 | 1.5 | 29,878,116 | ||
The Walt Disney Co. | 304,918 | 1.6 | 31,735,865 | ||
Other Securities | 2.4 | 46,916,672 | |||
5.5 | 108,530,653 | ||||
Pharmaceuticals, Biotechnology & Life Sciences 9.7% | |||||
Actavis plc * | 51,650 | 0.8 | 15,048,744 | ||
Allergan, Inc. | 58,229 | 0.7 | 13,552,218 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Amgen, Inc. | 148,138 | 1.2 | 23,364,325 | ||
Biogen Idec, Inc. * | 46,163 | 1.0 | 18,907,903 | ||
Celgene Corp. * | 156,375 | 1.0 | 19,004,254 | ||
Gilead Sciences, Inc. * | 294,404 | 1.5 | 30,479,646 | ||
Thermo Fisher Scientific, Inc. | 77,998 | 0.5 | 10,139,740 | ||
Other Securities | 3.0 | 60,211,182 | |||
9.7 | 190,708,012 | ||||
Real Estate 3.4% | |||||
Simon Property Group, Inc. | 61,304 | 0.6 | 11,669,829 | ||
Other Securities | 2.8 | 55,742,302 | |||
3.4 | 67,412,131 | ||||
Retailing 8.0% | |||||
Amazon.com, Inc. * | 74,183 | 1.4 | 28,201,409 | ||
Lowe's Cos., Inc. | 189,425 | 0.7 | 14,034,498 | ||
The Home Depot, Inc. | 258,245 | 1.5 | 29,633,614 | ||
The Priceline Group, Inc. * | 10,255 | 0.6 | 12,690,357 | ||
The TJX Cos., Inc. | 133,827 | 0.5 | 9,185,885 | ||
Other Securities | 3.3 | 64,195,304 | |||
8.0 | 157,941,067 | ||||
Semiconductors & Semiconductor Equipment 1.6% | |||||
Other Securities | 1.6 | 32,384,967 | |||
Software & Services 14.6% | |||||
Accenture plc, Class A | 121,961 | 0.6 | 10,980,149 | ||
eBay, Inc. * | 220,065 | 0.6 | 12,743,964 | ||
Facebook, Inc., Class A * | 408,147 | 1.6 | 32,231,369 | ||
Google, Inc., Class A * | 55,590 | 1.6 | 31,276,602 | ||
Google, Inc., Class C * | 55,519 | 1.6 | 31,001,810 | ||
MasterCard, Inc., Class A | 191,215 | 0.9 | 17,234,208 | ||
Oracle Corp. | 631,288 | 1.4 | 27,663,040 | ||
Visa, Inc., Class A | 95,416 | 1.3 | 25,887,315 | ||
Other Securities | 5.0 | 100,043,925 | |||
14.6 | 289,062,382 | ||||
Technology Hardware & Equipment 10.1% | |||||
Apple, Inc. | 1,144,622 | 7.5 | 147,038,142 | ||
EMC Corp. | 395,459 | 0.6 | 11,444,583 | ||
QUALCOMM, Inc. | 325,318 | 1.2 | 23,588,808 | ||
Other Securities | 0.8 | 17,405,178 | |||
10.1 | 199,476,711 | ||||
Telecommunication Services 0.4% | |||||
Other Securities | 0.4 | 7,711,716 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Transportation 4.0% | |||||
Union Pacific Corp. | 173,223 | 1.1 | 20,831,798 | ||
United Parcel Service, Inc., Class B | 135,849 | 0.7 | 13,819,919 | ||
Other Securities | 2.2 | 44,727,946 | |||
4.0 | 79,379,663 | ||||
Utilities 0.1% | |||||
Other Securities | 0.1 | 2,621,298 | |||
Total Common Stock | |||||
(Cost $1,486,692,058) | 1,970,395,589 | ||||
Other Investment Companies 0.3% of net assets | |||||
Equity Fund 0.1% | |||||
Other Securities | 0.1 | 1,305,460 | |||
Money Market Fund 0.0% | |||||
Other Securities | 0.0 | 317,776 | |||
Securities Lending Collateral 0.2% | |||||
Other Securities | 0.2 | 3,695,357 | |||
Total Other Investment Companies | |||||
(Cost $5,261,980) | 5,318,593 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $3,770,017. Non-Cash Collateral pledged to the fund for securities on loan amounted to $197,537. |
(b) | Issuer is affiliated with the fund's adviser. |
(c) | The rate shown is the 7-day yield. |
ETF – | Exchange Traded Fund |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||
Common Stock1 | $1,970,395,589 | $— | $— | $1,970,395,589 | |||||
Other Investment Companies1 | 5,318,593 | — | — | 5,318,593 | |||||
Total | $1,975,714,182 | $— | $— | $1,975,714,182 |
1 | As categorized in the complete schedule of portfolio holdings. |
Assets | ||
Investments in affiliated issuers, at value (cost $4,929,556) | $6,594,693 | |
Investments in unaffiliated issuers, at value (cost $1,483,329,125) including securities on loan of $3,770,017 | 1,965,424,132 | |
Collateral invested for securities on loan, at value (cost $3,695,357) | + | 3,695,357 |
Total investments, at value (cost $1,491,954,038) | 1,975,714,182 | |
Receivables: | ||
Fund shares sold | 10,937,964 | |
Dividends | 1,508,342 | |
Income from securities on loan | + | 6,064 |
Total assets | 1,988,166,552 | |
Liabilities | ||
Collateral held for securities on loan | 3,695,357 | |
Payables: | ||
Investments bought | 10,848,168 | |
Investment adviser fees | + | 22,708 |
Total liabilities | 14,566,233 | |
Net Assets | ||
Total assets | 1,988,166,552 | |
Total liabilities | – | 14,566,233 |
Net assets | $1,973,600,319 | |
Net Assets by Source | ||
Capital received from investors | 1,438,527,721 | |
Net investment income not yet distributed | 6,425,551 | |
Net realized capital gains | 44,886,903 | |
Net unrealized capital appreciation | 483,760,144 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$1,973,600,319 | 36,250,000 | $54.44 | ||
Investment Income | ||
Dividends received from affiliated issuer | $24,981 | |
Dividends received from unaffiliated issuers | 12,938,880 | |
Securities on loan | + | 47,959 |
Total investment income | 13,011,820 | |
Expenses | ||
Investment adviser fees | 583,350 | |
Total expenses | – | 583,350 |
Net investment income | 12,428,470 | |
Realized and Unrealized Gains (Losses) | ||
Net realized gains on affiliated issuer | 57,144 | |
Net realized losses on unaffiliated investments | (1,225,056) | |
Net realized gains on in-kind redemptions | 54,365,559 | |
Net realized gains on futures contracts | + | 83,723 |
Net realized gains | 53,281,370 | |
Net change in unrealized appreciation (depreciation) on affiliated issuer | 128,774 | |
Net change in unrealized appreciation (depreciation) on unaffiliated investments | + | 94,524,146 |
Net change in unrealized appreciation (depreciation) | + | 94,652,920 |
Net realized and unrealized gains | 147,934,290 | |
Increase in net assets resulting from operations | $160,362,760 |
Operations | |||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||
Net investment income | $12,428,470 | $14,972,635 | |
Net realized gains | 53,281,370 | 11,034,748 | |
Net change in unrealized appreciation (depreciation) | + | 94,652,920 | 248,390,394 |
Increase in net assets resulting from operations | 160,362,760 | 274,397,777 | |
Distributions to Shareholders | |||
Distributions from net investment income | ($8,971,695) | ($13,914,310) |
Transactions in Fund Shares | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | VALUE | SHARES | VALUE | ||
Shares sold | 10,950,000 | $555,274,985 | 9,250,000 | $420,385,407 | |
Shares redeemed | + | (4,350,000) | (218,870,354) | (500,000) | (22,677,152) |
Net transactions in fund shares | 6,600,000 | $336,404,631 | 8,750,000 | $397,708,255 | |
Shares Outstanding and Net Assets | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | NET ASSETS | SHARES | NET ASSETS | ||
Beginning of period | 29,650,000 | $1,485,804,623 | 20,900,000 | $827,612,901 | |
Total increase | + | 6,600,000 | 487,795,696 | 8,750,000 | 658,191,722 |
End of period | 36,250,000 | $1,973,600,319 | 29,650,000 | $1,485,804,623 | |
Net investment income not yet distributed | $6,425,551 | $2,968,776 |
9/1/14– 2/28/15* | 9/1/13– 8/31/14 | 9/1/12– 8/31/13 | 9/1/11– 8/31/12 | 9/1/10– 8/31/11 | 12/9/09 1– 8/31/10 | |
Per-Share Data ($) | ||||||
Net asset value at beginning of period | 43.54 | 36.49 | 31.24 | 27.34 | 24.36 | 25.00 |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.62 2 | 1.00 | 0.93 | 0.82 | 0.70 | 0.47 |
Net realized and unrealized gains (losses) | 0.71 | 7.03 | 5.24 | 3.89 | 2.99 | (0.78) |
Total from investment operations | 1.33 | 8.03 | 6.17 | 4.71 | 3.69 | (0.31) |
Less distributions: | ||||||
Distributions from net investment income | (0.54) | (0.98) | (0.92) | (0.81) | (0.71) | (0.33) |
Net asset value at end of period | 44.33 | 43.54 | 36.49 | 31.24 | 27.34 | 24.36 |
Total return (%) | 3.08 3 | 22.25 | 20.06 | 17.53 | 15.12 | (1.29) 3 |
Ratios/Supplemental Data (%) | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.07 4 | 0.07 | 0.07 | 0.13 | 0.13 | 0.14 4,5 |
Net investment income (loss) | 2.86 4 | 2.54 | 2.73 | 2.89 | 2.68 | 2.98 4 |
Portfolio turnover rate6 | 14 3 | 9 | 9 | 8 | 7 | 5 3 |
Net assets, end of period ($ x 1,000) | 1,303,356 | 1,162,576 | 700,693 | 385,791 | 241,994 | 84,052 |
* | Unaudited. |
1 | Commencement of operations. |
2 | Calculated based on the average shares outstanding during the period. |
3 | Not annualized. |
4 | Annualized. |
5 | Effective June 14, 2010, the annual operating expense ratio was reduced. The ratio presented for period ended 8/31/10 is a blended ratio. |
6 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
Holdings by Category | Cost ($) | Value ($) | |
99.5% | Common Stock | 1,111,733,474 | 1,297,442,210 |
0.3% | Other Investment Companies | 3,896,911 | 3,949,855 |
99.8% | Total Investments | 1,115,630,385 | 1,301,392,065 |
0.2% | Other Assets and Liabilities, Net | 1,964,148 | |
100.0% | Net Assets | 1,303,356,213 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Common Stock 99.5% of net assets | |||||
Automobiles & Components 2.0% | |||||
Ford Motor Co. | 484,186 | 0.6 | 7,911,599 | ||
General Motors Co. | 170,223 | 0.5 | 6,351,020 | ||
Other Securities | 0.9 | 11,619,756 | |||
2.0 | 25,882,375 | ||||
Banks 10.5% | |||||
Bank of America Corp. | 1,318,450 | 1.6 | 20,844,694 | ||
Citigroup, Inc. | 380,092 | 1.5 | 19,924,423 | ||
JPMorgan Chase & Co. | 468,768 | 2.2 | 28,726,103 | ||
The PNC Financial Services Group, Inc. | 65,779 | 0.5 | 6,049,037 | ||
U.S. Bancorp | 223,351 | 0.8 | 9,963,688 | ||
Wells Fargo & Co. | 591,676 | 2.5 | 32,417,928 | ||
Other Securities | 1.4 | 19,080,688 | |||
10.5 | 137,006,561 | ||||
Capital Goods 7.9% | |||||
General Electric Co. | 1,259,949 | 2.5 | 32,746,075 | ||
Honeywell International, Inc. | 98,568 | 0.8 | 10,130,819 | ||
Lockheed Martin Corp. | 33,589 | 0.5 | 6,719,479 | ||
United Technologies Corp. | 106,505 | 1.0 | 12,984,025 | ||
Other Securities | 3.1 | 40,695,151 | |||
7.9 | 103,275,549 | ||||
Commercial & Professional Services 0.6% | |||||
Other Securities | 0.6 | 8,285,147 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Consumer Durables & Apparel 0.7% | |||||
Other Securities | 0.7 | 9,341,553 | |||
Consumer Services 1.6% | |||||
McDonald's Corp. | 122,290 | 0.9 | 12,094,481 | ||
Other Securities | 0.7 | 8,137,889 | |||
1.6 | 20,232,370 | ||||
Diversified Financials 3.2% | |||||
Capital One Financial Corp. | 70,831 | 0.4 | 5,575,108 | ||
The Goldman Sachs Group, Inc. | 51,384 | 0.7 | 9,752,169 | ||
Other Securities | 2.1 | 25,894,369 | |||
3.2 | 41,221,646 | ||||
Energy 10.1% | |||||
Chevron Corp. | 236,980 | 1.9 | 25,281,026 | ||
ConocoPhillips | 154,918 | 0.8 | 10,100,654 | ||
Exxon Mobil Corp. | 531,481 | 3.6 | 47,057,328 | ||
Kinder Morgan, Inc. | 213,042 | 0.7 | 8,736,852 | ||
Occidental Petroleum Corp. | 97,227 | 0.6 | 7,572,039 | ||
Other Securities | 2.5 | 32,930,450 | |||
10.1 | 131,678,349 | ||||
Food & Staples Retailing 1.9% | |||||
Wal-Mart Stores, Inc. | 197,815 | 1.3 | 16,602,613 | ||
Other Securities | 0.6 | 7,822,190 | |||
1.9 | 24,424,803 | ||||
Food, Beverage & Tobacco 7.3% | |||||
Altria Group, Inc. | 248,357 | 1.1 | 13,980,016 | ||
Mondelez International, Inc., Class A | 210,341 | 0.6 | 7,768,945 | ||
Philip Morris International, Inc. | 194,867 | 1.2 | 16,166,166 | ||
The Coca-Cola Co. | 495,248 | 1.6 | 21,444,238 | ||
Other Securities | 2.8 | 36,394,001 | |||
7.3 | 95,753,366 | ||||
Health Care Equipment & Services 2.8% | |||||
Abbott Laboratories | 189,535 | 0.7 | 8,978,273 | ||
Other Securities | 2.1 | 27,163,539 | |||
2.8 | 36,141,812 | ||||
Household & Personal Products 2.8% | |||||
The Procter & Gamble Co. | 339,965 | 2.2 | 28,941,220 | ||
Other Securities | 0.6 | 7,498,719 | |||
2.8 | 36,439,939 | ||||
Insurance 5.3% | |||||
American International Group, Inc. | 174,933 | 0.7 | 9,679,043 | ||
MetLife, Inc. | 143,858 | 0.6 | 7,312,302 | ||
Other Securities | 4.0 | 51,899,895 | |||
5.3 | 68,891,240 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Materials 3.5% | |||||
E.I. du Pont de Nemours & Co. | 114,320 | 0.7 | 8,899,812 | ||
The Dow Chemical Co. | 138,527 | 0.5 | 6,821,069 | ||
Other Securities | 2.3 | 30,039,935 | |||
3.5 | 45,760,816 | ||||
Media 2.0% | |||||
Time Warner, Inc. | 104,816 | 0.7 | 8,580,238 | ||
Twenty-First Century Fox, Inc., Class A | 231,834 | 0.6 | 8,114,190 | ||
Other Securities | 0.7 | 9,730,825 | |||
2.0 | 26,425,253 | ||||
Pharmaceuticals, Biotechnology & Life Sciences 9.4% | |||||
AbbVie, Inc. | 199,591 | 0.9 | 12,075,255 | ||
Bristol-Myers Squibb Co. | 207,797 | 1.0 | 12,658,993 | ||
Eli Lilly & Co. | 122,569 | 0.7 | 8,600,667 | ||
Johnson & Johnson | 351,837 | 2.8 | 36,066,811 | ||
Merck & Co., Inc. | 357,268 | 1.6 | 20,914,469 | ||
Pfizer, Inc. | 789,572 | 2.1 | 27,098,111 | ||
Other Securities | 0.3 | 5,776,364 | |||
9.4 | 123,190,670 | ||||
Real Estate 2.9% | |||||
Other Securities | 2.9 | 37,705,529 | |||
Retailing 1.4% | |||||
Target Corp. | 80,193 | 0.5 | 6,161,228 | ||
Other Securities | 0.9 | 12,591,483 | |||
1.4 | 18,752,711 | ||||
Semiconductors & Semiconductor Equipment 3.1% | |||||
Intel Corp. | 606,518 | 1.5 | 20,166,723 | ||
Texas Instruments, Inc. | 132,062 | 0.6 | 7,765,246 | ||
Other Securities | 1.0 | 12,287,493 | |||
3.1 | 40,219,462 | ||||
Software & Services 6.3% | |||||
International Business Machines Corp. | 115,407 | 1.4 | 18,689,010 | ||
Microsoft Corp. | 1,035,073 | 3.5 | 45,387,951 | ||
Other Securities | 1.4 | 17,806,621 | |||
6.3 | 81,883,582 | ||||
Technology Hardware & Equipment 3.5% | |||||
Cisco Systems, Inc. | 641,426 | 1.5 | 18,928,481 | ||
Hewlett-Packard Co. | 234,512 | 0.6 | 8,170,398 | ||
Other Securities | 1.4 | 18,560,699 | |||
3.5 | 45,659,578 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Telecommunication Services 4.1% | |||||
AT&T, Inc. | 649,981 | 1.7 | 22,463,343 | ||
Verizon Communications, Inc. | 520,444 | 2.0 | 25,735,956 | ||
Other Securities | 0.4 | 4,845,781 | |||
4.1 | 53,045,080 | ||||
Transportation 0.7% | |||||
Other Securities | 0.7 | 9,670,901 | |||
Utilities 5.9% | |||||
Duke Energy Corp. | 89,442 | 0.5 | 7,025,669 | ||
NextEra Energy, Inc. | 54,408 | 0.4 | 5,629,052 | ||
Other Securities | 5.0 | 63,899,197 | |||
5.9 | 76,553,918 | ||||
Total Common Stock | |||||
(Cost $1,111,733,474) | 1,297,442,210 | ||||
Other Investment Companies 0.3% of net assets | |||||
Equity Fund 0.2% | |||||
Other Securities | 0.2 | 2,416,380 | |||
Money Market Fund 0.0% | |||||
Other Securities | 0.0 | 557,883 | |||
Securities Lending Collateral 0.1% | |||||
Other Securities | 0.1 | 975,592 | |||
Total Other Investment Companies | |||||
(Cost $3,896,911) | 3,949,855 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $1,352,636. Non-Cash Collateral pledged to the fund for securities on loan amounted to $392,816. |
(b) | The rate shown is the 7-day yield. |
ETF – | Exchange Traded Fund |
REIT – | Real Estate Investment Trust |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||
Common Stock1 | $1,297,442,210 | $— | $— | $1,297,442,210 | |||||
Other Investment Companies1 | 3,949,855 | — | — | 3,949,855 | |||||
Total | $1,301,392,065 | $— | $— | $1,301,392,065 |
1 | As categorized in the complete schedule of portfolio holdings. |
Assets | ||
Investments, at value (cost $1,114,654,793) including securities on loan of $1,352,636 | $1,300,416,473 | |
Collateral invested for securities on loan, at value (cost $975,592) | + | 975,592 |
Total investments, at value (cost $1,115,630,385) | 1,301,392,065 | |
Receivables: | ||
Fund shares sold | 13,342,396 | |
Dividends | 4,195,210 | |
Income from securities on loan | 12,504 | |
Foreign tax reclaims | + | 6,722 |
Total assets | 1,318,948,897 | |
Liabilities | ||
Collateral held for securities on loan | 975,592 | |
Payables: | ||
Investments bought | 14,602,037 | |
Investment adviser fees | 15,004 | |
Due to custodian | + | 51 |
Total liabilities | 15,592,684 | |
Net Assets | ||
Total assets | 1,318,948,897 | |
Total liabilities | – | 15,592,684 |
Net assets | $1,303,356,213 | |
Net Assets by Source | ||
Capital received from investors | 1,058,839,242 | |
Net investment income not yet distributed | 6,402,578 | |
Net realized capital gains | 52,352,713 | |
Net unrealized capital appreciation | 185,761,680 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$1,303,356,213 | 29,400,000 | $44.33 | ||
Investment Income | ||
Dividends (net of foreign withholding tax of $5,042) | $17,911,278 | |
Interest | 4 | |
Securities on loan | + | 37,644 |
Total investment income | 17,948,926 | |
Expenses | ||
Investment adviser fees | 428,594 | |
Total expenses | – | 428,594 |
Net investment income | 17,520,332 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments | (2,626,698) | |
Net realized gains on in-kind redemptions | 58,133,215 | |
Net realized gains on futures contracts | + | 55,118 |
Net realized gains | 55,561,635 | |
Net change in unrealized appreciation (depreciation) on investments | + | (33,443,777) |
Net realized and unrealized gains | 22,117,858 | |
Increase in net assets resulting from operations | $39,638,190 |
Operations | |||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||
Net investment income | $17,520,332 | $22,801,496 | |
Net realized gains | 55,561,635 | 15,739,141 | |
Net change in unrealized appreciation (depreciation) | + | (33,443,777) | 135,710,697 |
Increase in net assets resulting from operations | 39,638,190 | 174,251,334 | |
Distributions to Shareholders | |||
Distributions from net investment income | ($15,312,525) | ($21,232,840) |
Transactions in Fund Shares | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | VALUE | SHARES | VALUE | ||
Shares sold | 6,950,000 | $301,145,916 | 8,900,000 | $364,173,324 | |
Shares redeemed | + | (4,250,000) | (184,691,520) | (1,400,000) | (55,308,685) |
Net transactions in fund shares | 2,700,000 | $116,454,396 | 7,500,000 | $308,864,639 | |
Shares Outstanding and Net Assets | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | NET ASSETS | SHARES | NET ASSETS | ||
Beginning of period | 26,700,000 | $1,162,576,152 | 19,200,000 | $700,693,019 | |
Total increase | + | 2,700,000 | 140,780,061 | 7,500,000 | 461,883,133 |
End of period | 29,400,000 | $1,303,356,213 | 26,700,000 | $1,162,576,152 | |
Net investment income not yet distributed | $6,402,578 | $4,194,771 |
9/1/14– 2/28/15* | 9/1/13– 8/31/14 | 9/1/12– 8/31/13 | 9/1/11– 8/31/12 | 1/12/11 1– 8/31/11 | ||
Per-Share Data ($) | ||||||
Net asset value at beginning of period | 40.56 | 32.94 | 26.56 | 23.75 | 25.00 | |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.34 2 | 0.56 | 0.51 | 0.37 | 0.18 | |
Net realized and unrealized gains (losses) | 2.17 | 7.62 | 6.40 | 2.77 | (1.29) | |
Total from investment operations | 2.51 | 8.18 | 6.91 | 3.14 | (1.11) | |
Less distributions: | ||||||
Distributions from net investment income | (0.28) | (0.56) | (0.53) | (0.33) | (0.14) | |
Net asset value at end of period | 42.79 | 40.56 | 32.94 | 26.56 | 23.75 | |
Total return (%) | 6.23 3 | 24.97 | 26.27 | 13.32 | (4.49) 3 | |
Ratios/Supplemental Data (%) | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.07 4 | 0.07 | 0.07 | 0.13 | 0.13 4 | |
Net investment income (loss) | 1.72 4 | 1.53 | 1.70 | 1.53 | 1.18 4 | |
Portfolio turnover rate5 | 9 3 | 9 | 25 | 19 | 9 3 | |
Net assets, end of period ($ x 1,000) | 1,619,705 | 1,190,517 | 611,081 | 205,840 | 79,550 | |
* | Unaudited. |
Holdings by Category | Cost ($) | Value ($) | |
99.9% | Common Stock | 1,364,949,965 | 1,617,855,348 |
1.3% | Other Investment Companies | 21,721,092 | 21,721,092 |
0.0% | Short-Term Investment | 249,997 | 249,999 |
101.2% | Total Investments | 1,386,921,054 | 1,639,826,439 |
(1.2)% | Other Assets and Liabilities, Net | (20,121,142) | |
100.0% | Net Assets | 1,619,705,297 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Common Stock 99.9% of net assets | |||||
Automobiles & Components 1.1% | |||||
Other Securities | 1.1 | 18,077,561 | |||
Banks 3.3% | |||||
Other Securities | 3.3 | 53,877,704 | |||
Capital Goods 11.7% | |||||
Masco Corp. | 219,817 | 0.4 | 5,757,007 | ||
Pall Corp. | 65,659 | 0.4 | 6,619,084 | ||
TransDigm Group, Inc. | 30,281 | 0.4 | 6,566,738 | ||
United Rentals, Inc. * | 61,726 | 0.4 | 5,744,222 | ||
Wabtec Corp. | 59,414 | 0.3 | 5,637,794 | ||
Other Securities | 9.8 | 159,669,364 | |||
11.7 | 189,994,209 | ||||
Commercial & Professional Services 3.1% | |||||
Equifax, Inc. | 74,044 | 0.4 | 6,913,488 | ||
Towers Watson & Co., Class A | 43,459 | 0.4 | 5,714,859 | ||
Other Securities | 2.3 | 36,872,266 | |||
3.1 | 49,500,613 | ||||
Consumer Durables & Apparel 5.3% | |||||
D.R. Horton, Inc. | 204,958 | 0.3 | 5,597,403 | ||
Hanesbrands, Inc. | 61,323 | 0.5 | 7,821,135 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Harman International Industries, Inc. | 42,489 | 0.4 | 5,863,057 | ||
Jarden Corp. * | 110,681 | 0.4 | 5,873,841 | ||
Mohawk Industries, Inc. * | 38,460 | 0.4 | 7,090,101 | ||
Newell Rubbermaid, Inc. | 167,766 | 0.4 | 6,591,526 | ||
Polaris Industries, Inc. | 37,717 | 0.4 | 5,783,148 | ||
Other Securities | 2.5 | 40,553,469 | |||
5.3 | 85,173,680 | ||||
Consumer Services 2.5% | |||||
H&R Block, Inc. | 171,270 | 0.4 | 5,848,870 | ||
Other Securities | 2.1 | 33,960,563 | |||
2.5 | 39,809,433 | ||||
Diversified Financials 3.0% | |||||
Other Securities | 3.0 | 48,564,521 | |||
Energy 4.5% | |||||
Tesoro Corp. | 77,816 | 0.4 | 7,146,621 | ||
Other Securities | 4.1 | 65,712,818 | |||
4.5 | 72,859,439 | ||||
Food & Staples Retailing 0.6% | |||||
Other Securities | 0.6 | 9,895,610 | |||
Food, Beverage & Tobacco 1.1% | |||||
Other Securities | 1.1 | 18,215,015 | |||
Health Care Equipment & Services 4.5% | |||||
Other Securities | 4.5 | 72,562,456 | |||
Household & Personal Products 0.8% | |||||
Other Securities | 0.8 | 13,028,451 | |||
Insurance 5.7% | |||||
FNF Group | 171,956 | 0.4 | 6,314,224 | ||
Markel Corp. * | 8,636 | 0.4 | 6,437,620 | ||
Other Securities | 4.9 | 80,247,558 | |||
5.7 | 92,999,402 | ||||
Materials 7.4% | |||||
International Flavors & Fragrances, Inc. | 49,968 | 0.4 | 6,092,598 | ||
Rock-Tenn Co., Class A | 86,774 | 0.4 | 5,956,167 | ||
Sealed Air Corp. | 131,734 | 0.4 | 6,208,623 | ||
Vulcan Materials Co. | 80,744 | 0.4 | 6,701,752 | ||
Other Securities | 5.8 | 95,216,766 | |||
7.4 | 120,175,906 | ||||
Media 1.9% | |||||
The Interpublic Group of Cos., Inc. | 260,478 | 0.4 | 5,808,659 | ||
Other Securities | 1.5 | 24,765,841 | |||
1.9 | 30,574,500 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Pharmaceuticals, Biotechnology & Life Sciences 6.0% | |||||
Alkermes plc * | 89,545 | 0.4 | 6,290,536 | ||
BioMarin Pharmaceutical, Inc. * | 96,208 | 0.6 | 10,300,991 | ||
Endo International plc * | 102,049 | 0.5 | 8,735,394 | ||
Hospira, Inc. * | 104,833 | 0.6 | 9,177,081 | ||
Incyte Corp. * | 94,451 | 0.5 | 8,108,618 | ||
Jazz Pharmaceuticals plc * | 37,491 | 0.4 | 6,376,844 | ||
Medivation, Inc. * | 48,090 | 0.3 | 5,652,018 | ||
Pharmacyclics, Inc. * | 37,871 | 0.5 | 8,177,485 | ||
Salix Pharmaceuticals Ltd. * | 39,472 | 0.4 | 6,204,998 | ||
Other Securities | 1.8 | 28,382,566 | |||
6.0 | 97,406,531 | ||||
Real Estate 10.3% | |||||
CBRE Group, Inc., Class A * | 173,494 | 0.4 | 5,943,904 | ||
Federal Realty Investment Trust | 42,213 | 0.4 | 5,995,512 | ||
Realty Income Corp. | 136,843 | 0.4 | 6,850,361 | ||
SL Green Realty Corp. | 59,939 | 0.5 | 7,608,057 | ||
Other Securities | 8.6 | 141,061,070 | |||
10.3 | 167,458,904 | ||||
Retailing 5.0% | |||||
Advance Auto Parts, Inc. | 45,063 | 0.4 | 6,981,611 | ||
Signet Jewelers Ltd. | 49,420 | 0.4 | 5,924,470 | ||
Staples, Inc. | 395,037 | 0.4 | 6,622,795 | ||
Tractor Supply Co. | 83,861 | 0.5 | 7,389,831 | ||
Ulta Salon, Cosmetics & Fragrance, Inc. * | 39,927 | 0.3 | 5,620,125 | ||
Other Securities | 3.0 | 47,614,741 | |||
5.0 | 80,153,573 | ||||
Semiconductors & Semiconductor Equipment 2.1% | |||||
Skyworks Solutions, Inc. | 117,531 | 0.6 | 10,313,345 | ||
Other Securities | 1.5 | 23,685,938 | |||
2.1 | 33,999,283 | ||||
Software & Services 8.1% | |||||
Akamai Technologies, Inc. * | 109,357 | 0.5 | 7,601,405 | ||
Computer Sciences Corp. | 87,069 | 0.4 | 6,174,933 | ||
ServiceNow, Inc. * | 81,222 | 0.4 | 6,193,990 | ||
Other Securities | 6.8 | 110,552,671 | |||
8.1 | 130,522,999 | ||||
Technology Hardware & Equipment 3.5% | |||||
Palo Alto Networks, Inc. * | 41,093 | 0.4 | 5,844,247 | ||
Other Securities | 3.1 | 51,174,101 | |||
3.5 | 57,018,348 | ||||
Telecommunication Services 1.2% | |||||
Level 3 Communications, Inc. * | 172,576 | 0.6 | 9,294,944 | ||
Other Securities | 0.6 | 10,239,568 | |||
1.2 | 19,534,512 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Transportation 2.2% | |||||
Expeditors International of Washington, Inc. | 118,292 | 0.4 | 5,713,504 | ||
Other Securities | 1.8 | 29,630,407 | |||
2.2 | 35,343,911 | ||||
Utilities 5.0% | |||||
American Water Works Co., Inc. | 110,349 | 0.4 | 5,967,674 | ||
CMS Energy Corp. | 169,570 | 0.4 | 5,956,994 | ||
Other Securities | 4.2 | 69,184,119 | |||
5.0 | 81,108,787 | ||||
Total Common Stock | |||||
(Cost $1,364,949,965) | 1,617,855,348 | ||||
Other Investment Companies 1.3% of net assets | |||||
Money Market Fund 0.0% | |||||
Other Securities | 0.0 | 704,110 | |||
Securities Lending Collateral 1.3% | |||||
Other Securities | 1.3 | 21,016,982 | |||
Total Other Investment Companies | |||||
(Cost $21,721,092) | 21,721,092 | ||||
Security Rate, Maturity Date | Face Amount ($) | % of Net Assets | Value ($) | ||
Short-Term Investment 0.0% of net assets | |||||
U.S. Treasury Obligation 0.0% | |||||
Other Securities | 0.0 | 249,999 | |||
Total Short-Term Investment | |||||
(Cost $249,997) | 249,999 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $21,251,294. Non-Cash Collateral pledged to the fund for securities on loan amounted to $1,067,811. |
(b) | The rate shown is the 7-day yield. |
(c) | The rate shown is the purchase yield. |
(d) | All or a portion of this security is held as collateral for open futures contracts. |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
S&P 500 Index, e-mini, Long, expires 03/20/15 | 9 | 946,260 | 4,105 |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||
Common Stock1 | $1,617,855,348 | $— | $— | $1,617,855,348 | |||||
Other Investment Companies1 | 21,721,092 | — | — | 21,721,092 | |||||
Short-Term Investment1 | — | 249,999 | — | 249,999 | |||||
Total | $1,639,576,440 | $249,999 | $— | $1,639,826,439 | |||||
Other Financial Instruments | |||||||||
Futures Contracts2 | $4,105 | $— | $— | $4,105 |
1 | As categorized in the complete schedule of portfolio holdings. |
2 | Futures contracts are not included in Investments in the schedule of portfolio holdings and are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments, at value (cost $1,365,904,072) including securities on loan of $21,251,294 | $1,618,809,457 | |
Collateral invested for securities on loan, at value (cost $21,016,982) | + | 21,016,982 |
Total investments, at value (cost $1,386,921,054) | 1,639,826,439 | |
Receivables: | ||
Investments sold | 166,861 | |
Fund shares sold | 12,923,159 | |
Dividends | 1,442,420 | |
Income from securities on loan | + | 74,642 |
Total assets | 1,654,433,521 | |
Liabilities | ||
Collateral held for securities on loan | 21,016,982 | |
Payables: | ||
Investments bought | 13,689,456 | |
Investment adviser fees | 18,591 | |
Variation margin on futures contracts | + | 3,195 |
Total liabilities | 34,728,224 | |
Net Assets | ||
Total assets | 1,654,433,521 | |
Total liabilities | – | 34,728,224 |
Net assets | $1,619,705,297 | |
Net Assets by Source | ||
Capital received from investors | 1,340,905,761 | |
Net investment income not yet distributed | 3,466,424 | |
Net realized capital gains | 22,423,622 | |
Net unrealized capital appreciation | 252,909,490 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$1,619,705,297 | 37,850,000 | $42.79 | ||
Investment Income | ||
Dividends (net of foreign withholding tax of $5,934) | $11,163,471 | |
Interest | 13 | |
Securities on loan | + | 367,079 |
Total investment income | 11,530,563 | |
Expenses | ||
Investment adviser fees | 450,071 | |
Total expenses | – | 450,071 |
Net investment income | 11,080,492 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments | (1,902,237) | |
Net realized gains on in-kind redemptions | 32,135,102 | |
Net realized losses on futures contracts | + | (65,342) |
Net realized gains | 30,167,523 | |
Net change in unrealized appreciation (depreciation) on investments | 49,144,194 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | 4,105 |
Net change in unrealized appreciation (depreciation) | + | 49,148,299 |
Net realized and unrealized gains | 79,315,822 | |
Increase in net assets resulting from operations | $90,396,314 |
Operations | |||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||
Net investment income | $11,080,492 | $14,575,387 | |
Net realized gains | 30,167,523 | 33,308,554 | |
Net change in unrealized appreciation (depreciation) | + | 49,148,299 | 142,865,701 |
Increase in net assets resulting from operations | 90,396,314 | 190,749,642 | |
Distributions to Shareholders | |||
Distributions from net investment income | ($8,640,620) | ($14,140,400) |
Transactions in Fund Shares | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | VALUE | SHARES | VALUE | ||
Shares sold | 11,000,000 | $445,754,122 | 13,850,000 | $515,129,958 | |
Shares redeemed | + | (2,500,000) | (98,321,441) | (3,050,000) | (112,303,454) |
Net transactions in fund shares | 8,500,000 | $347,432,681 | 10,800,000 | $402,826,504 | |
Shares Outstanding and Net Assets | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | NET ASSETS | SHARES | NET ASSETS | ||
Beginning of period | 29,350,000 | $1,190,516,922 | 18,550,000 | $611,081,176 | |
Total increase | + | 8,500,000 | 429,188,375 | 10,800,000 | 579,435,746 |
End of period | 37,850,000 | $1,619,705,297 | 29,350,000 | $1,190,516,922 | |
Net investment income not yet distributed | $3,466,424 | $1,026,552 |
9/1/14– 2/28/15* | 9/1/13– 8/31/14 | 9/1/12– 8/31/13 | 9/1/11– 8/31/12 | 9/1/10– 8/31/11 | 10/30/09 1– 8/31/10 | |
Per-Share Data ($) | ||||||
Net asset value at beginning of period | 54.53 | 45.71 | 36.55 | 32.34 | 26.48 | 25.00 |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.48 2 | 0.73 | 0.74 | 0.49 | 0.39 | 0.23 |
Net realized and unrealized gains (losses) | 2.35 | 8.84 | 9.18 | 4.16 | 5.86 | 1.45 3 |
Total from investment operations | 2.83 | 9.57 | 9.92 | 4.65 | 6.25 | 1.68 |
Less distributions: | ||||||
Distributions from net investment income | (0.37) | (0.75) | (0.76) | (0.44) | (0.39) | (0.20) |
Net asset value at end of period | 56.99 | 54.53 | 45.71 | 36.55 | 32.34 | 26.48 |
Total return (%) | 5.24 4 | 21.01 | 27.47 | 14.52 | 23.55 | 6.67 4 |
Ratios/Supplemental Data (%) | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.08 5 | 0.08 | 0.09 6 | 0.13 | 0.13 | 0.14 5,7 |
Net investment income (loss) | 1.81 5 | 1.41 | 1.74 | 1.44 | 1.17 | 1.05 5 |
Portfolio turnover rate8 | 7 4 | 13 | 22 | 12 | 11 | 8 4 |
Net assets, end of period ($ x 1,000) | 2,610,222 | 2,104,717 | 1,446,857 | 641,516 | 462,523 | 193,310 |
* | Unaudited. |
1 | Commencement of operations. |
2 | Calculated based on the average shares outstanding during the period. |
3 | The per share amount does not accord with the change in aggregate gains and losses in securities during the period because of the timing of sales and repurchases of fund shares in relation to fluctuating market values. |
4 | Not annualized. |
5 | Annualized. |
6 | Effective September 20, 2012, the annual operating expense ratio was reduced to 0.10%. On March 11, 2013, the rate was further reduced to 0.08%. The ratio presented for the period ended 8/31/13 is a blended ratio. |
7 | Effective June 14, 2010, the annual operating expense ratio was reduced. The ratio presented for period ended 8/31/10 is a blended ratio. |
8 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
Holdings by Category | Cost ($) | Value ($) | |
99.6% | Common Stock | 2,135,145,714 | 2,598,343,126 |
0.0% | Rights | 115,418 | 115,419 |
0.0% | Warrants | — | — |
3.7% | Other Investment Companies | 97,139,458 | 97,139,458 |
0.0% | Short-Term Investments | 414,999 | 414,998 |
103.3% | Total Investments | 2,232,815,589 | 2,696,013,001 |
(3.3)% | Other Assets and Liabilities, Net | (85,791,202) | |
100.0% | Net Assets | 2,610,221,799 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Common Stock 99.6% of net assets | |||||
Automobiles & Components 1.2% | |||||
Gentex Corp. | 290,496 | 0.2 | 5,118,540 | ||
Other Securities | 1.0 | 27,075,412 | |||
1.2 | 32,193,952 | ||||
Banks 7.7% | |||||
East West Bancorp, Inc. | 144,914 | 0.2 | 5,789,314 | ||
Signature Bank * | 49,977 | 0.2 | 6,164,663 | ||
SVB Financial Group * | 50,617 | 0.2 | 6,220,829 | ||
Other Securities | 7.1 | 182,704,872 | |||
7.7 | 200,879,678 | ||||
Capital Goods 9.7% | |||||
Acuity Brands, Inc. | 43,653 | 0.3 | 6,918,127 | ||
Allegion plc | 93,674 | 0.2 | 5,407,800 | ||
Huntington Ingalls Industries, Inc. | 47,026 | 0.3 | 6,646,185 | ||
Spirit AeroSystems Holdings, Inc., Class A * | 128,257 | 0.2 | 6,311,527 | ||
The Middleby Corp. * | 56,643 | 0.2 | 6,038,710 | ||
Other Securities | 8.5 | 220,965,427 | |||
9.7 | 252,287,776 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Commercial & Professional Services 3.1% | |||||
KAR Auction Services, Inc. | 139,665 | 0.2 | 5,093,583 | ||
Other Securities | 2.9 | 75,747,415 | |||
3.1 | 80,840,998 | ||||
Consumer Durables & Apparel 2.5% | |||||
Brunswick Corp. | 92,775 | 0.2 | 5,032,116 | ||
Other Securities | 2.3 | 58,912,170 | |||
2.5 | 63,944,286 | ||||
Consumer Services 4.3% | |||||
Domino's Pizza, Inc. | 54,562 | 0.2 | 5,539,680 | ||
Service Corp. International | 204,983 | 0.2 | 5,093,828 | ||
Other Securities | 3.9 | 102,104,801 | |||
4.3 | 112,738,309 | ||||
Diversified Financials 2.8% | |||||
CBOE Holdings, Inc. | 83,069 | 0.2 | 4,986,632 | ||
E*TRADE Financial Corp. * | 285,930 | 0.3 | 7,444,188 | ||
Other Securities | 2.3 | 61,289,682 | |||
2.8 | 73,720,502 | ||||
Energy 4.1% | |||||
Other Securities | 4.1 | 107,410,975 | |||
Food & Staples Retailing 1.0% | |||||
Rite Aid Corp. * | 886,700 | 0.3 | 7,075,866 | ||
Other Securities | 0.7 | 18,186,877 | |||
1.0 | 25,262,743 | ||||
Food, Beverage & Tobacco 1.8% | |||||
The Hain Celestial Group, Inc. * | 97,752 | 0.2 | 6,112,433 | ||
The WhiteWave Foods Co. * | 169,137 | 0.3 | 6,926,160 | ||
Other Securities | 1.3 | 34,781,261 | |||
1.8 | 47,819,854 | ||||
Health Care Equipment & Services 6.2% | |||||
athenahealth, Inc. * | 37,505 | 0.2 | 4,765,760 | ||
Brookdale Senior Living, Inc. * | 180,333 | 0.3 | 6,764,291 | ||
Centene Corp. * | 117,768 | 0.3 | 7,238,021 | ||
Teleflex, Inc. | 41,068 | 0.2 | 4,997,565 | ||
Other Securities | 5.2 | 137,765,907 | |||
6.2 | 161,531,544 | ||||
Household & Personal Products 0.4% | |||||
Other Securities | 0.4 | 10,182,347 | |||
Insurance 3.2% | |||||
Other Securities | 3.2 | 83,401,781 | |||
Materials 5.3% | |||||
Bemis Co., Inc. | 97,247 | 0.2 | 4,745,654 | ||
Graphic Packaging Holding Co. * | 319,503 | 0.2 | 4,821,300 | ||
NewMarket Corp. | 10,516 | 0.2 | 4,954,088 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Sonoco Products Co. | 100,360 | 0.2 | 4,699,859 | ||
Other Securities | 4.5 | 119,243,645 | |||
5.3 | 138,464,546 | ||||
Media 1.8% | |||||
Other Securities | 1.8 | 47,332,400 | |||
Pharmaceuticals, Biotechnology & Life Sciences 6.4% | |||||
Alkermes plc * | 143,393 | 0.4 | 10,073,358 | ||
Alnylam Pharmaceuticals, Inc. * | 70,397 | 0.3 | 7,147,407 | ||
Isis Pharmaceuticals, Inc. * | 115,989 | 0.3 | 7,952,206 | ||
United Therapeutics Corp. * | 46,600 | 0.3 | 7,225,330 | ||
Other Securities | 5.1 | 133,838,915 | |||
6.4 | 166,237,216 | ||||
Real Estate 10.5% | |||||
Mid-America Apartment Communities, Inc. | 72,957 | 0.2 | 5,287,194 | ||
Omega Healthcare Investors, Inc. | 133,340 | 0.2 | 5,341,600 | ||
Spirit Realty Capital, Inc. | 390,034 | 0.2 | 4,777,917 | ||
Starwood Property Trust, Inc. | 222,461 | 0.2 | 5,428,048 | ||
The Howard Hughes Corp. * | 35,045 | 0.2 | 5,249,391 | ||
Other Securities | 9.5 | 247,606,400 | |||
10.5 | 273,690,550 | ||||
Retailing 4.3% | |||||
Liberty Ventures, Series A * | 133,104 | 0.2 | 5,348,119 | ||
Other Securities | 4.1 | 106,728,291 | |||
4.3 | 112,076,410 | ||||
Semiconductors & Semiconductor Equipment 3.4% | |||||
ON Semiconductor Corp. * | 428,389 | 0.2 | 5,461,960 | ||
Qorvo, Inc. * | 142,421 | 0.4 | 9,884,017 | ||
SunEdison, Inc. * | 248,401 | 0.2 | 5,499,598 | ||
Other Securities | 2.6 | 68,044,146 | |||
3.4 | 88,889,721 | ||||
Software & Services 8.6% | |||||
Broadridge Financial Solutions, Inc. | 119,423 | 0.2 | 6,356,886 | ||
CoStar Group, Inc. * | 32,095 | 0.2 | 6,392,040 | ||
Splunk, Inc. * | 116,452 | 0.3 | 7,831,397 | ||
Other Securities | 7.9 | 204,620,149 | |||
8.6 | 225,200,472 | ||||
Technology Hardware & Equipment 5.2% | |||||
Brocade Communications Systems, Inc. | 429,289 | 0.2 | 5,318,891 | ||
Palo Alto Networks, Inc. * | 65,723 | 0.4 | 9,347,125 | ||
Other Securities | 4.6 | 122,174,746 | |||
5.2 | 136,840,762 | ||||
Telecommunication Services 0.5% | |||||
Other Securities | 0.5 | 13,705,554 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Transportation 2.5% | |||||
Alaska Air Group, Inc. | 129,609 | 0.3 | 8,249,613 | ||
Old Dominion Freight Line, Inc. * | 67,446 | 0.2 | 5,268,882 | ||
Ryder System, Inc. | 52,702 | 0.2 | 4,953,461 | ||
Spirit Airlines, Inc. * | 71,495 | 0.2 | 5,560,881 | ||
Other Securities | 1.6 | 40,147,664 | |||
2.5 | 64,180,501 | ||||
Utilities 3.1% | |||||
Atmos Energy Corp. | 99,782 | 0.2 | 5,292,437 | ||
Other Securities | 2.9 | 74,217,812 | |||
3.1 | 79,510,249 | ||||
Total Common Stock | |||||
(Cost $2,135,145,714) | 2,598,343,126 | ||||
Rights 0.0% of net assets | |||||
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | |||||
Other Securities | 0.0 | — | |||
Telecommunication Services 0.0% | |||||
Other Securities | 0.0 | 115,419 | |||
Total Rights | |||||
(Cost $115,418) | 115,419 | ||||
Warrants 0.0% of net assets | |||||
Energy 0.0% | |||||
Other Securities | 0.0 | — | |||
Total Warrants | |||||
(Cost $—) | — | ||||
Other Investment Companies 3.7% of net assets | |||||
Money Market Fund 0.2% | |||||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (d) | 4,939,225 | 0.2 | 4,939,225 | ||
Securities Lending Collateral 3.5% | |||||
Other Securities | 3.5 | 92,200,233 | |||
Total Other Investment Companies | |||||
(Cost $97,139,458) | 97,139,458 |
Security Rate, Maturity Date | Face Amount ($) | % of Net Assets | Value ($) | ||
Short-Term Investments 0.0% of net assets | |||||
U.S. Treasury Obligations 0.0% | |||||
Other Securities | 0.0 | 414,998 | |||
Total Short-Term Investment | |||||
(Cost $414,999) | 414,998 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $88,289,290. Non-Cash Collateral pledged to the fund for securities on loan amounted to $533,022. |
(b) | Fair-valued by management in accordance with procedures approved by the Board of Trustees. |
(c) | Illiquid security. At the period end, the value of these amounted to $115,419 or 0.0% of net assets. |
(d) | The rate shown is the 7-day yield. |
(e) | The rate shown is the purchase yield. |
(f) | All or a portion of this security is held as collateral for open futures contracts. |
CVR – | Contingent Value Rights |
REIT – | Real Estate Investment Trust |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
Russell 2000 Index, e-mini, Long, expires 03/20/15 | 75 | 9,237,000 | 31,631 |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||
Common Stock1 | $2,598,343,126 | $— | $— | $2,598,343,126 | |||||
Rights 1 | — | — | 115,419 | 115,419 | |||||
Warrants 1 | — | — | — | — | |||||
Other Investment Companies1 | 97,139,458 | — | — | 97,139,458 | |||||
Short-Term Investments1 | — | 414,998 | — | 414,998 | |||||
Total | $2,695,482,584 | $414,998 | $115,419 | $2,696,013,001 | |||||
Other Financial Instruments | |||||||||
Futures Contracts2 | $31,631 | $— | $— | $31,631 |
1 | As categorized in the complete schedule of portfolio holdings. |
2 | Futures contracts are not included in Investments in the schedule of portfolio holdings and are valued at unrealized appreciation or depreciation. |
Investments in Securities | Balance as of August 31, 2014 | Realized Gains (Losses) | Change in Unrealized Gains (Losses) | Gross Purchases | Gross Sales | Gross Transfers in | Gross Transfers out | Balance as of February 28, 2015 | ||||||||
Rights | $115,419 | $— | $— | $— | $— | $— | $— | $115,419 | ||||||||
Total | $115,419 | $— | $— | $— | $— | $— | $— | $115,419 |
Assets | ||
Investments, at value (cost $2,140,615,356) including securities on loan of $88,289,290 | $2,603,812,768 | |
Collateral invested for securities on loan, at value (cost $92,200,233) | + | 92,200,233 |
Total investments, at value (cost $2,232,815,589) | 2,696,013,001 | |
Cash | 145,418 | |
Receivables: | ||
Investments sold | 4,453,409 | |
Dividends | 2,229,381 | |
Income from securities on loan | + | 321,054 |
Total assets | 2,703,162,263 | |
Liabilities | ||
Collateral held for securities on loan | 92,200,233 | |
Payables: | ||
Investments bought | 657,294 | |
Investment adviser fees | 34,327 | |
Variation margin on futures contracts | + | 48,610 |
Total liabilities | 92,940,464 | |
Net Assets | ||
Total assets | 2,703,162,263 | |
Total liabilities | – | 92,940,464 |
Net assets | $2,610,221,799 | |
Net Assets by Source | ||
Capital received from investors | 2,108,133,337 | |
Net investment income not yet distributed | 5,365,471 | |
Net realized capital gains | 33,493,948 | |
Net unrealized capital appreciation | 463,229,043 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$2,610,221,799 | 45,800,000 | $56.99 | ||
Investment Income | ||
Dividends (net of foreign withholding tax of $3,160) | $19,108,951 | |
Interest | 23 | |
Securities on loan | + | 1,776,902 |
Total investment income | 20,885,876 | |
Expenses | ||
Investment adviser fees | 885,037 | |
Total expenses | – | 885,037 |
Net investment income | 20,000,839 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments | (3,896,109) | |
Net realized gains on in-kind redemptions | 54,305,201 | |
Net realized gains on futures contracts | + | 85,313 |
Net realized gains | 50,494,405 | |
Net change in unrealized appreciation (depreciation) on investments | 59,153,542 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | 10,241 |
Net change in unrealized appreciation (depreciation) | + | 59,163,783 |
Net realized and unrealized gains | 109,658,188 | |
Increase in net assets resulting from operations | $129,659,027 |
Operations | |||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||
Net investment income | $20,000,839 | $26,692,311 | |
Net realized gains | 50,494,405 | 76,440,009 | |
Net change in unrealized appreciation (depreciation) | + | 59,163,783 | 218,372,146 |
Increase in net assets resulting from operations | 129,659,027 | 321,504,466 | |
Distributions to Shareholders | |||
Distributions from net investment income | ($15,063,975) | ($27,201,420) |
Transactions in Fund Shares | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | VALUE | SHARES | VALUE | ||
Shares sold | 10,050,000 | $542,327,317 | 10,900,000 | $564,215,091 | |
Shares redeemed | + | (2,850,000) | (151,417,237) | (3,950,000) | (200,658,054) |
Net transactions in fund shares | 7,200,000 | $390,910,080 | 6,950,000 | $363,557,037 | |
Shares Outstanding and Net Assets | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | NET ASSETS | SHARES | NET ASSETS | ||
Beginning of period | 38,600,000 | $2,104,716,667 | 31,650,000 | $1,446,856,584 | |
Total increase | + | 7,200,000 | 505,505,132 | 6,950,000 | 657,860,083 |
End of period | 45,800,000 | $2,610,221,799 | 38,600,000 | $2,104,716,667 | |
Net investment income not yet distributed | $5,365,471 | $428,607 |
9/1/14– 2/28/15* | 9/1/13– 8/31/14 | 9/1/12– 8/31/13 | 10/19/11 1– 8/31/12 | |||
Per-Share Data ($) | ||||||
Net asset value at beginning of period | 38.90 | 33.00 | 28.58 | 25.00 | ||
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.58 2 | 1.04 | 0.91 | 0.62 | ||
Net realized and unrealized gains (losses) | 1.66 | 5.86 | 4.40 | 3.43 | ||
Total from investment operations | 2.24 | 6.90 | 5.31 | 4.05 | ||
Less distributions: | ||||||
Distributions from net investment income | (0.53) | (1.00) | (0.89) | (0.47) | ||
Net asset value at end of period | 40.61 | 38.90 | 33.00 | 28.58 | ||
Total return (%) | 5.80 3 | 21.15 | 18.93 | 16.31 3 | ||
Ratios/Supplemental Data (%) | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.07 4 | 0.07 | 0.07 | 0.17 4 | ||
Net investment income (loss) | 2.98 4 | 3.01 | 3.09 | 3.19 4 | ||
Portfolio turnover rate5 | 4 3 | 26 | 13 | 17 3 | ||
Net assets, end of period ($ x 1,000) | 2,826,376 | 2,075,331 | 1,141,690 | 504,464 | ||
* | Unaudited. |
Holdings by Category | Cost ($) | Value ($) | |
99.7% | Common Stock | 2,552,651,633 | 2,817,710,952 |
0.0% | Other Investment Companies | 1,112,210 | 1,161,996 |
99.7% | Total Investments | 2,553,763,843 | 2,818,872,948 |
0.3% | Other Assets and Liabilities, Net | 7,503,302 | |
100.0% | Net Assets | 2,826,376,250 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Common Stock 99.7% of net assets | |||||
Banks 0.1% | |||||
Other Securities | 0.1 | 3,059,471 | |||
Capital Goods 13.6% | |||||
3M Co. | 414,107 | 2.5 | 69,839,146 | ||
Eaton Corp. plc | 302,936 | 0.8 | 21,511,485 | ||
Emerson Electric Co. | 446,806 | 0.9 | 25,879,004 | ||
General Dynamics Corp. | 203,300 | 1.0 | 28,213,974 | ||
Illinois Tool Works, Inc. | 232,263 | 0.8 | 22,961,520 | ||
Lockheed Martin Corp. | 172,384 | 1.2 | 34,485,419 | ||
Northrop Grumman Corp. | 133,104 | 0.8 | 22,056,664 | ||
Raytheon Co. | 197,773 | 0.8 | 21,511,769 | ||
The Boeing Co. | 428,271 | 2.3 | 64,604,680 | ||
United Technologies Corp. | 543,501 | 2.3 | 66,258,207 | ||
Other Securities | 0.2 | 7,231,902 | |||
13.6 | 384,553,770 | ||||
Commercial & Professional Services 0.1% | |||||
Other Securities | 0.1 | 2,398,014 | |||
Consumer Durables & Apparel 0.7% | |||||
Other Securities | 0.7 | 20,325,377 | |||
Consumer Services 2.8% | |||||
McDonald's Corp. | 627,539 | 2.2 | 62,063,607 | ||
Other Securities | 0.6 | 16,543,740 | |||
2.8 | 78,607,347 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Diversified Financials 0.7% | |||||
T. Rowe Price Group, Inc. | 167,624 | 0.5 | 13,845,743 | ||
Other Securities | 0.2 | 4,663,571 | |||
0.7 | 18,509,314 | ||||
Energy 11.7% | |||||
Chevron Corp. | 1,173,560 | 4.4 | 125,195,381 | ||
ConocoPhillips | 785,303 | 1.8 | 51,201,756 | ||
Exxon Mobil Corp. | 1,387,490 | 4.3 | 122,848,365 | ||
The Williams Cos., Inc. | 428,586 | 0.7 | 21,017,857 | ||
Other Securities | 0.5 | 10,623,063 | |||
11.7 | 330,886,422 | ||||
Food & Staples Retailing 3.5% | |||||
Sysco Corp. | 373,961 | 0.5 | 14,580,739 | ||
Wal-Mart Stores, Inc. | 1,008,358 | 3.0 | 84,631,487 | ||
3.5 | 99,212,226 | ||||
Food, Beverage & Tobacco 12.1% | |||||
Altria Group, Inc. | 1,266,152 | 2.5 | 71,271,696 | ||
General Mills, Inc. | 392,232 | 0.7 | 21,098,159 | ||
Kellogg Co. | 163,001 | 0.4 | 10,510,305 | ||
PepsiCo, Inc. | 962,548 | 3.4 | 95,273,001 | ||
Reynolds American, Inc. | 197,483 | 0.5 | 14,933,665 | ||
The Coca-Cola Co. | 2,520,653 | 3.9 | 109,144,275 | ||
Other Securities | 0.7 | 18,950,798 | |||
12.1 | 341,181,899 | ||||
Health Care Equipment & Services 1.2% | |||||
Baxter International, Inc. | 346,816 | 0.8 | 23,982,326 | ||
Other Securities | 0.4 | 8,755,017 | |||
1.2 | 32,737,343 | ||||
Household & Personal Products 6.7% | |||||
Colgate-Palmolive Co. | 548,481 | 1.4 | 38,843,424 | ||
Kimberly-Clark Corp. | 238,135 | 0.9 | 26,113,884 | ||
The Procter & Gamble Co. | 1,366,750 | 4.1 | 116,351,427 | ||
Other Securities | 0.3 | 8,872,412 | |||
6.7 | 190,181,147 | ||||
Insurance 1.0% | |||||
Aflac, Inc. | 287,899 | 0.6 | 17,921,713 | ||
Other Securities | 0.4 | 10,165,733 | |||
1.0 | 28,087,446 | ||||
Materials 4.3% | |||||
Air Products & Chemicals, Inc. | 122,854 | 0.7 | 19,182,424 | ||
E.I. du Pont de Nemours & Co. | 584,036 | 1.6 | 45,467,203 | ||
International Paper Co. | 272,080 | 0.5 | 15,348,033 | ||
The Dow Chemical Co. | 717,227 | 1.2 | 35,316,257 | ||
Other Securities | 0.3 | 5,973,607 | |||
4.3 | 121,287,524 | ||||
Media 0.7% | |||||
Omnicom Group, Inc. | 159,806 | 0.4 | 12,710,969 | ||
Other Securities | 0.3 | 6,315,602 | |||
0.7 | 19,026,571 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
Pharmaceuticals, Biotechnology & Life Sciences 10.4% | |||||
Eli Lilly & Co. | 627,606 | 1.5 | 44,039,113 | ||
Johnson & Johnson | 1,157,614 | 4.2 | 118,667,011 | ||
Pfizer, Inc. | 3,859,952 | 4.7 | 132,473,553 | ||
10.4 | 295,179,677 | ||||
Retailing 5.2% | |||||
Target Corp. | 404,983 | 1.1 | 31,114,844 | ||
The Home Depot, Inc. | 859,502 | 3.5 | 98,627,854 | ||
Other Securities | 0.6 | 17,897,735 | |||
5.2 | 147,640,433 | ||||
Semiconductors & Semiconductor Equipment 6.5% | |||||
Analog Devices, Inc. | 200,555 | 0.4 | 11,740,490 | ||
Intel Corp. | 3,162,689 | 3.7 | 105,159,409 | ||
Texas Instruments, Inc. | 681,890 | 1.4 | 40,095,132 | ||
Other Securities | 1.0 | 27,370,549 | |||
6.5 | 184,365,580 | ||||
Software & Services 5.6% | |||||
Automatic Data Processing, Inc. | 307,844 | 1.0 | 27,348,861 | ||
Microsoft Corp. | 2,622,868 | 4.1 | 115,012,762 | ||
Paychex, Inc. | 208,300 | 0.4 | 10,380,631 | ||
Other Securities | 0.1 | 6,589,885 | |||
5.6 | 159,332,139 | ||||
Technology Hardware & Equipment 0.2% | |||||
Other Securities | 0.2 | 5,193,219 | |||
Telecommunication Services 8.7% | |||||
AT&T, Inc. | 3,311,109 | 4.1 | 114,431,927 | ||
Verizon Communications, Inc. | 2,646,884 | 4.6 | 130,888,414 | ||
8.7 | 245,320,341 | ||||
Transportation 3.4% | |||||
CSX Corp. | 640,000 | 0.8 | 21,958,400 | ||
Norfolk Southern Corp. | 198,223 | 0.8 | 21,638,023 |
Security | Number of Shares | % of Net Assets | Value ($) | ||
United Parcel Service, Inc., Class B | 449,034 | 1.6 | 45,680,229 | ||
Other Securities | 0.2 | 6,943,929 | |||
3.4 | 96,220,581 | ||||
Utilities 0.5% | |||||
Other Securities | 0.5 | 14,405,111 | |||
Total Common Stock | |||||
(Cost $2,552,651,633) | 2,817,710,952 | ||||
Other Investment Companies 0.0% of net assets | |||||
Equity Fund 0.0% | |||||
Other Securities | 0.0 | 414,000 | |||
Money Market Fund 0.0% | |||||
Other Securities | 0.0 | 747,996 | |||
Total Other Investment Companies | |||||
(Cost $1,112,210) | 1,161,996 |
(a) | The rate shown is the 7-day yield. |
ETF – | Exchange Traded Fund |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||
Common Stock1 | $2,817,710,952 | $— | $— | $2,817,710,952 | |||||
Other Investment Companies1 | 1,161,996 | — | — | 1,161,996 | |||||
Total | $2,818,872,948 | $— | $— | $2,818,872,948 |
1 | As categorized in the complete schedule of portfolio holdings. |
Assets | ||
Investments, at value (cost $2,553,763,843) | $2,818,872,948 | |
Receivables: | ||
Investments sold | 1,243,105 | |
Dividends | 10,641,028 | |
Fund shares sold | + | 6,113,355 |
Total assets | 2,836,870,436 | |
Liabilities | ||
Payables: | ||
Investments bought | 10,461,653 | |
Investment adviser fees | + | 32,533 |
Total liabilities | 10,494,186 | |
Net Assets | ||
Total assets | 2,836,870,436 | |
Total liabilities | – | 10,494,186 |
Net assets | $2,826,376,250 | |
Net Assets by Source | ||
Capital received from investors | 2,420,579,478 | |
Net investment income not yet distributed | 15,603,015 | |
Net realized capital gains | 125,084,652 | |
Net unrealized capital appreciation | 265,109,105 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$2,826,376,250 | 69,600,001 | $40.61 | ||
Investment Income | ||
Dividends | $37,834,118 | |
Interest | + | 3 |
Total investment income | 37,834,121 | |
Expenses | ||
Investment adviser fees | 869,543 | |
Total expenses | – | 869,543 |
Net investment income | 36,964,578 | |
Realized and Unrealized Gains (Losses) | ||
Net realized gains on investments | 211,307 | |
Net realized gains on in-kind redemptions | 134,773,922 | |
Net realized gains on futures contracts | + | 71,707 |
Net realized gains | 135,056,936 | |
Net change in unrealized appreciation (depreciation) on investments | + | (24,842,386) |
Net realized and unrealized gains | 110,214,550 | |
Increase in net assets resulting from operations | $147,179,128 |
Operations | |||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||
Net investment income | $36,964,578 | $48,439,591 | |
Net realized gains | 135,056,936 | 51,936,047 | |
Net change in unrealized appreciation (depreciation) | + | (24,842,386) | 188,477,636 |
Increase in net assets resulting from operations | 147,179,128 | 288,853,274 | |
Distributions to Shareholders | |||
Distributions from net investment income | ($32,555,941) | ($42,886,221) |
Transactions in Fund Shares | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | VALUE | SHARES | VALUE | ||
Shares sold | 30,350,000 | $1,194,081,531 | 27,100,000 | $991,701,989 | |
Shares redeemed | + | (14,100,000) | (557,659,540) | (8,350,000) | (304,028,292) |
Net transactions in fund shares | 16,250,000 | $636,421,991 | 18,750,000 | $687,673,697 | |
Shares Outstanding and Net Assets | |||||
9/1/14-2/28/15 | 9/1/13-8/31/14 | ||||
SHARES | NET ASSETS | SHARES | NET ASSETS | ||
Beginning of period | 53,350,001 | $2,075,331,072 | 34,600,001 | $1,141,690,322 | |
Total increase | + | 16,250,000 | 751,045,178 | 18,750,000 | 933,640,750 |
End of period | 69,600,001 | $2,826,376,250 | 53,350,001 | $2,075,331,072 | |
Net investment income not yet distributed | $15,603,015 | $11,194,378 |
Schwab Strategic Trust (organized January 27, 2009) | Schwab Emerging Markets Equity ETF |
Schwab U.S. Broad Market ETF | Schwab U.S. TIPS ETF |
Schwab U.S. Large-Cap ETF | Schwab Short-Term U.S. Treasury ETF |
Schwab U.S. Large-Cap Growth ETF | Schwab Intermediate-Term U.S. Treasury ETF |
Schwab U.S. Large-Cap Value ETF | Schwab U.S. Aggregate Bond ETF |
Schwab U.S. Mid-Cap ETF | Schwab Fundamental U.S. Broad Market Index ETF |
Schwab U.S. Small-Cap ETF | Schwab Fundamental U.S. Large Company Index ETF |
Schwab U.S. Dividend Equity ETF | Schwab Fundamental U.S. Small Company Index ETF |
Schwab U.S. REIT ETF | Schwab Fundamental International Large Company Index ETF |
Schwab International Equity ETF | Schwab Fundamental International Small Company Index ETF |
Schwab International Small-Cap Equity ETF | Schwab Fundamental Emerging Markets Large Company Index ETF |
Schwab U.S. Broad Market ETF | Schwab U.S. Large-Cap ETF | Schwab U.S. Large-Cap Growth ETF | Schwab U.S. Large-Cap Value ETF | Schwab U.S. Mid-Cap ETF | Schwab U.S. Small-Cap ETF | Schwab U.S. Dividend Equity ETF | ||||||
0.04% | 0.04% | 0.07% | 0.07% | 0.07% | 0.08% | 0.07% |
Fund | Balance of Shares Held at 08/31/14 | Gross Purchases | Gross Sales | Balance of Shares Held at 2/28/15 | Market Value at 2/28/15 | Realized Gains (Losses) 9/1/14 to 2/28/15 | Dividends Received 9/1/14 to 2/28/15 | |||||||
Schwab U.S. Broad Market ETF | 192,519 | 55,424 | (2,944) | 244,999 | $7,188,271 | $49,061 | $27,234 | |||||||
Schwab U.S. Large-Cap ETF | 191,618 | 54,944 | (13,775) | 232,787 | 6,829,971 | 94,586 | 25,572 | |||||||
Schwab U.S. Large-Cap Growth ETF | 175,888 | 68,680 | (19,800) | 224,768 | 6,594,693 | 57,144 | 24,981 |
Underlying Funds | ||||
Schwab U.S. Large-Cap ETF | Schwab U.S. Small-Cap ETF | |||
Schwab VIT Balanced Portfolio | 0.2% | 0.1% | ||
Schwab VIT Balanced with Growth Portfolio | 0.5% | 0.2% | ||
Schwab VIT Growth Portfolio | 0.8% | 0.3% |
Contract Values | Number of Contracts | ||
Schwab U.S. Broad Market ETF | $3,287,821 | 33 | |
Schwab U.S. Large-Cap ETF | 3,415,283 | 34 | |
Schwab U.S. Large-Cap Growth ETF | 3,925,675* | 39* | |
Schwab U.S. Large-Cap Value ETF | 1,847,925* | 18* | |
Schwab U.S. Mid-Cap ETF | 1,064,477 | 11 | |
Schwab U.S. Small-Cap ETF | 3,538,772 | 30 | |
Schwab U.S. Dividend Equity ETF | 1,201,608* | 12* |
* | During the period, the fund did not hold futures contracts at any month-end. The average value and number of contracts were calculated by aggregating the highest daily values held each month during the period. |
Purchases of Securities | Sales/Maturities of Securities | ||
Schwab U.S. Broad Market ETF | $100,329,813 | $66,395,354 | |
Schwab U.S. Large-Cap ETF | 98,620,136 | 83,513,764 | |
Schwab U.S. Large-Cap Growth ETF | 184,476,987 | 153,206,939 | |
Schwab U.S. Large-Cap Value ETF | 180,267,939 | 171,078,233 | |
Schwab U.S. Mid-Cap ETF | 141,034,284 | 121,737,556 | |
Schwab U.S. Small-Cap ETF | 182,703,829 | 149,788,577 | |
Schwab U.S. Dividend Equity ETF | 101,795,608 | 96,044,036 |
In-Kind Purchases of Securities | In-Kind Sales of Securities | ||
Schwab U.S. Broad Market ETF | $1,043,834,678 | $55,949,210 | |
Schwab U.S. Large-Cap ETF | 837,335,231 | 88,656,060 | |
Schwab U.S. Large-Cap Growth ETF | 522,504,759 | 212,138,912 | |
Schwab U.S. Large-Cap Value ETF | 291,105,311 | 182,161,257 | |
Schwab U.S. Mid-Cap ETF | 438,083,932 | 96,495,784 | |
Schwab U.S. Small-Cap ETF | 525,560,241 | 142,241,924 | |
Schwab U.S. Dividend Equity ETF | 1,167,625,096 | 534,926,557 |
Expiration Date | Schwab U.S. Broad Market ETF | Schwab U.S. Large-Cap ETF | Schwab U.S. Large-Cap Growth ETF | Schwab U.S. Large-Cap Value ETF | Schwab U.S. Mid-Cap ETF | Schwab U.S. Small-Cap ETF | Schwab U.S. Dividend Equity ETF | |||||||
August 31, 2019 | $— | $721,062 | $691,441 | $295,384 | $218,695 | $927,631 | $— | |||||||
No expiration* | 4,860,368 | 4,392,658 | 7,594,027 | 2,451,027 | 7,195,556 | 14,608,766 | 3,568,931 | |||||||
Total | $4,860,368 | $5,113,720 | $8,285,468 | $2,746,411 | $7,414,251 | $15,536,397 | $3,568,931 |
* | As a result of the passage of the Regulated Investment Company Modernization Act of 2010, capital losses incurred after December 31, 2010 may now be carried forward indefinitely, but must retain the character of the original loss. However, such losses must be utilized prior to the pre-enactment capital losses, which may increase the likelihood that the pre-enactment capital losses may expire unused. Under pre-enactment law, capital losses could be carried forward for eight years, and carried forward as short-term capital loss, irrespective of the character of the original loss. |
Schwab U.S. Broad Market ETF | Schwab U.S. Large-Cap ETF | Schwab U.S. Large-Cap Growth ETF | Schwab U.S. Large-Cap Value ETF | Schwab U.S. Mid-Cap ETF | Schwab U.S. Small-Cap ETF | Schwab U.S. Dividend Equity ETF | |||||||
Deferred capital losses | $49,227 | $— | $— | $— | $— | $— | $6,505,541 | ||||||
Capital loss carryforwards utilized | — | 1,136,819 | — | — | — | — | — |
The Investment Company Act of 1940 (the “1940 Act”) requires that initial approval of, as well as the continuation of, a fund’s investment advisory agreement must be specifically approved (1) by the vote of the trustees or by a vote of the shareholders of the fund, and (2) by the vote of a majority of the trustees who are not parties to the investment advisory agreement or “interested persons” of any party (the “Independent Trustees”), cast in person at a meeting called for the purpose of voting on such approval. In connection with such approvals, the fund’s trustees must request and evaluate, and the investment adviser is required to furnish, such information as may be reasonably necessary to evaluate the terms of the investment advisory agreement.
1. | the nature, extent and quality of the services provided to the Funds under the Agreement, including the resources of CSIM and its affiliates dedicated to the Funds; |
4. | the profitability of CSIM and its affiliates, including Charles Schwab & Co., Inc. (“Schwab”), with respect to the Funds, including both direct and indirect benefits accruing to CSIM and its affiliates; and |
Independent Trustees | |||
Name, Year of Birth, and Position(s) with the trust; (Terms of office, and length of Time Served1) | Principal Occupations During the Past Five Years | Number of Portfolios in Fund Complex Overseen by the Trustee | Other Directorships |
Robert W. Burns 1959 Trustee (Trustee since 2009) | Retired/Private Investor (January 2009 – present); Formerly, Managing Director, Pacific Investment Management Company, LLC (PIMCO) and President, PIMCO Funds. | 21 | Director, PS Business Parks, Inc. (2005 – 2012). |
Stephen Timothy Kochis 1946 Trustee (Trustee since 2012) | CEO and Owner, Kochis Global (wealth management consulting) (May 2012 – present); Chairman and CEO, Aspiriant, LLC (wealth management) (January 2008 – April 2012). | 21 | None |
Charles A. Ruffel 1956 Trustee (Trustee since 2009) | Managing Partner and Co-Founder, Kudu Advisors, LLC (financial services) (May 2009 – present); Director, Asset International, Inc. (publisher of financial services information) (Jan. 2009 – Nov. 2014). | 95 | None |
Interested Trustees | |||
Name, Year of Birth, and Position(s) with the trust; (Terms of office, and length of Time Served) | Principal Occupations During the Past Five Years | Number of Portfolios in Fund Complex Overseen by the Trustee | Other Directorships |
Walter W. Bettinger II2 1960 Chairman and Trustee (Chairman and Trustee since 2009) | Director, President and Chief Executive Officer, The Charles Schwab Corporation and Charles Schwab & Co., Inc. (2008 – present); Director, Charles Schwab Bank (2006 – present); and Director Schwab Holdings, Inc. (2008 – present). | 95 | Director, The Charles Schwab Corporation (2008 – present) |
Officers of the Trust | |
Name, Year of Birth, and Position(s) with the trust; (Terms of office, and length of Time Served3) | Principal Occupations During the Past Five Years |
Marie Chandoha 1961 President and Chief Executive Officer (Officer since 2010) | Director, President and Chief Executive Officer (Dec. 2010 – present), Chief Investment Officer (Sept. 2010 – Oct. 2011), Charles Schwab Investment Management, Inc.; President, Chief Executive Officer (Dec. 2010 – present), and Chief Investment Officer (Sept. 2010 – Oct. 2011), Schwab Funds, Laudus Funds and Schwab ETFs; Director, Charles Schwab Worldwide Funds plc and Charles Schwab Asset Management (Ireland) Limited (January 2011 – present); Global Head of Fixed Income Business Division, BlackRock, Inc. (formerly Barclays Global Investors) (March 2007 – August 2010).. |
Officers of the Trust (continued) | |
Name, Year of Birth, and Position(s) with the trust; (Terms of office, and length of Time Served3) | Principal Occupations During the Past Five Years |
George Pereira 1964 Treasurer and Principal Financial Officer (Officer since 2009) | Senior Vice President and Chief Financial Officer (Nov. 2004 – present), Chief Operating Officer (Jan. 2011 – present), Charles Schwab Investment Management, Inc.; Treasurer and Chief Financial Officer, Laudus Funds (June 2006 – present); Treasurer and Principal Financial Officer, Schwab Funds (Nov. 2004 – present) and Schwab ETFs (Oct. 2009 – present); Director, Charles Schwab Worldwide Funds plc and Charles Schwab Asset Management (Ireland) Limited (April 2005 – present). |
Omar Aguilar 1970 Senior Vice President and Chief Investment Officer – Equities (Officer since 2011) | Senior Vice President and Chief Investment Officer – Equities, Charles Schwab Investment Management, Inc. (April 2011 – present); Senior Vice President and Chief Investment Officer – Equities, Schwab Funds, Laudus Funds and Schwab ETFs (June 2011 – present); Head of the Portfolio Management Group and Vice President of Portfolio Management, Financial Engines, Inc. (May 2009 – April 2011); Head of Quantitative Equity, ING Investment Management (July 2004 – Jan. 2009). |
Brett Wander 1961 Senior Vice President and Chief Investment Officer – Fixed Income (Officer since 2011) | Senior Vice President and Chief Investment Officer – Fixed Income, Charles Schwab Investment Management, Inc. (April 2011 – present); Senior Vice President and Chief Investment Officer – Fixed Income, Schwab Funds, Laudus Funds and Schwab ETFs (June 2011 – present); Senior Managing Director, Global Head of Active Fixed-Income Strategies, State Street Global Advisors (Jan. 2008 – Oct. 2010); Director of Alpha Strategies Loomis, Sayles & Company (April 2006 – Jan. 2008). |
David Lekich 1964 Chief Legal Officer and Secretary (Officer since 2011) | Senior Vice President (Sept. 2011 – present), Vice President (March 2004 – Sept. 2011), Charles Schwab & Co., Inc.; Senior Vice President and Chief Counsel (Sept. 2011 – present), Vice President (Jan. 2011 – Sept. 2011), Charles Schwab Investment Management, Inc.; Secretary (April 2011 – present) and Chief Legal Officer (Dec. 2011 – present), Schwab Funds; Vice President and Assistant Clerk, Laudus Funds (April 2011 – present); Secretary (May 2011 – present) and Chief Legal Officer (Nov. 2011 – present), Schwab ETFs. |
Catherine MacGregor 1964 Vice President and Assistant Secretary (Officer since 2009) | Vice President, Charles Schwab & Co., Inc., Charles Schwab Investment Management, Inc. (July 2005 – present); Vice President (Dec. 2005 – present), Chief Legal Officer and Clerk (March 2007 – present), Laudus Funds; Vice President (Nov. 2005 – present) and Assistant Secretary (June 2007 – present), Schwab Funds; Vice President and Assistant Secretary, Schwab ETFs (Oct. 2009 – present). |
1 | Each Trustee shall hold office until the election and qualification of his or her successor, or until he or she dies, resigns or is removed. The Schwab ETF’s retirement policy requires that independent trustees retire by December 31 of the year in which the Trustee turns 72 or the Trustee’s twentieth year of service as an independent trustee, whichever comes first. |
2 | Mr. Bettinger is an Interested Trustee because he owns stock of The Charles Schwab Corporation, the parent company of the investment adviser. |
3 | The President, Treasurer and Secretary hold office until their respective successors are chosen and qualified or until he or she sooner dies, resigns, is removed or becomes disqualified. Each of the other officers serves at the pleasure of the Board. |
Schwab U.S. Large-Cap ETF™
Schwab U.S. Large-Cap Growth ETF™
Schwab U.S. Large-Cap Value ETF™
Schwab U.S. Mid-Cap ETF™
Schwab U.S. Small-Cap ETF™
Schwab U.S. Dividend Equity ETF™
Schwab U.S. REIT ETF™
Schwab International Small-Cap Equity ETF™
Schwab Emerging Markets Equity ETF™
Schwab Short-Term U.S. Treasury ETF™
Schwab Intermediate-Term U.S. Treasury ETF™
Schwab U.S. TIPS ETF™
Schwab Fundamental U.S. Large Company Index ETF
Schwab Fundamental U.S. Small Company Index ETF
Schwab Fundamental International Large Company Index ETF
Schwab Fundamental International Small Company Index ETF
Schwab Fundamental Emerging Markets Large Company Index ETF
* | FUNDAMENTAL INDEX is a registered trademark of Research Affiliates LLC. |
211 Main Street, San Francisco, CA 94105
© 2015 Charles Schwab Investment Management, Inc. All rights reserved.
Printed on recycled paper.
00137723
Table of Contents
Item 2: | Code of Ethics. |
Not applicable to this semi-annual report.
Item 3: | Audit Committee Financial Expert. |
Not applicable to this semi-annual report.
Item 4: | Principal Accountant Fees and Services. |
Not applicable to this semi-annual report.
Item 5: | Audit Committee of Listed Registrants. |
Not applicable to this semi-annual report.
Item 6: | Schedule of Investments. |
The condensed schedules of investments are included as part of the report to shareholders filed under Item 1 of this Form. The complete schedules of investments for the Schwab International Equity ETF, Schwab International Small-Cap Equity ETF, Schwab Emerging Market Equity ETF, Schwab U.S. Broad Market ETF, Schwab U.S. Large-Cap ETF, Schwab U.S. Large-Cap Growth ETF, Schwab U.S. Large-Cap Value ETF, Schwab U.S. Mid-Cap ETF, Schwab U.S. Small-Cap ETF, and Schwab U.S. Dividend Equity ETF are filed under this Item.
Table of Contents
Holdings by Category | Cost ($) | Value ($) | |
99.2% | Common Stock | 2,959,974,669 | 3,211,337,760 |
0.5% | Preferred Stock | 11,819,889 | 14,761,832 |
0.0% | Rights | — | 6,105 |
0.2% | Other Investment Companies | 7,530,650 | 7,530,650 |
0.0% | Short-Term Investments | 507,994 | 507,997 |
99.9% | Total Investments | 2,979,833,202 | 3,234,144,344 |
0.1% | Other Assets and Liabilities, Net | 4,631,619 | |
100.0% | Net Assets | 3,238,775,963 |
Security | Number of Shares | Value ($) |
Common Stock 99.2% of net assets | ||
Australia 6.6% | ||
Banks 2.3% | ||
Australia & New Zealand Banking Group Ltd. | 577,122 | 15,964,572 |
Bank of Queensland Ltd. | 64,638 | 706,312 |
Bendigo & Adelaide Bank Ltd. | 99,358 | 997,043 |
Commonwealth Bank of Australia | 336,560 | 24,215,622 |
National Australia Bank Ltd. | 481,992 | 14,298,885 |
Westpac Banking Corp. | 645,130 | 19,189,071 |
75,371,505 | ||
Capital Goods 0.0% | ||
GWA Group Ltd. | 184,975 | 361,973 |
Leighton Holdings Ltd. | 16,912 | 291,630 |
653,603 | ||
Commercial & Professional Services 0.2% | ||
ALS Ltd. | 50,736 | 226,765 |
Brambles Ltd. | 386,998 | 3,362,442 |
Downer EDI Ltd. | 146,923 | 508,317 |
Recall Holdings Ltd. | 77,305 | 467,141 |
Seek Ltd. | 60,249 | 815,395 |
5,380,060 | ||
Consumer Services 0.1% | ||
Aristocrat Leisure Ltd. | 64,477 | 375,492 |
Crown Resorts Ltd. | 143,752 | 1,721,585 |
Echo Entertainment Group Ltd. | 171,234 | 587,067 |
Flight Centre Travel Group Ltd. | 14,798 | 477,920 |
Tabcorp Holdings Ltd. * | 6,682 | 24,007 |
Security | Number of Shares | Value ($) |
Tabcorp Holdings Ltd. | 84,102 | 333,763 |
Tatts Group Ltd. | 286,447 | 892,381 |
4,412,215 | ||
Diversified Financials 0.2% | ||
ASX Ltd. | 52,148 | 1,801,744 |
Challenger Ltd. | 99,358 | 545,963 |
IOOF Holdings Ltd. | 89,845 | 746,161 |
Macquarie Group Ltd. | 69,800 | 3,980,775 |
Perpetual Ltd. | 5,285 | 226,326 |
7,300,969 | ||
Energy 0.3% | ||
Caltex Australia Ltd. | 12,684 | 365,762 |
New Hope Corp., Ltd. | 41,223 | 82,927 |
Oil Search Ltd. | 275,075 | 1,756,970 |
Origin Energy Ltd. | 244,313 | 2,334,992 |
Santos Ltd. | 190,260 | 1,182,473 |
Whitehaven Coal Ltd. * | 272,019 | 342,806 |
Woodside Petroleum Ltd. | 128,954 | 3,551,025 |
9,616,955 | ||
Food & Staples Retailing 0.5% | ||
Wesfarmers Ltd. | 235,850 | 8,095,219 |
Woolworths Ltd. | 254,929 | 6,128,048 |
14,223,267 | ||
Food, Beverage & Tobacco 0.1% | ||
Coca-Cola Amatil Ltd. | 126,840 | 1,033,547 |
Treasury Wine Estates Ltd. | 98,403 | 418,245 |
1,451,792 | ||
Health Care Equipment & Services 0.1% | ||
Ansell Ltd. | 21,140 | 416,331 |
Cochlear Ltd. | 7,399 | 523,674 |
Ramsay Health Care Ltd. | 31,710 | 1,660,525 |
Sonic Healthcare Ltd. | 100,415 | 1,527,981 |
4,128,511 | ||
Insurance 0.3% | ||
AMP Ltd. | 602,535 | 3,159,950 |
Insurance Australia Group Ltd. | 543,298 | 2,594,126 |
QBE Insurance Group Ltd. | 204,001 | 2,074,267 |
Suncorp Group Ltd. | 268,619 | 2,939,456 |
10,767,799 | ||
Materials 1.1% | ||
Adelaide Brighton Ltd. | 119,441 | 400,148 |
Alumina Ltd. * | 416,458 | 599,808 |
Amcor Ltd. | 304,559 | 3,256,456 |
Arrium Ltd. | 495,733 | 85,368 |
BHP Billiton Ltd. | 660,625 | 17,400,558 |
BlueScope Steel Ltd. * | 127,897 | 482,537 |
Boral Ltd. | 157,568 | 757,285 |
CSR Ltd. | 249,452 | 841,564 |
DuluxGroup Ltd. | 72,933 | 352,806 |
Fortescue Metals Group Ltd. (a) | 395,318 | 770,494 |
Iluka Resources Ltd. | 127,897 | 786,875 |
Incitec Pivot Ltd. | 410,116 | 1,306,545 |
James Hardie Industries plc CDI | 51,863 | 614,620 |
Newcrest Mining Ltd. * | 145,866 | 1,643,002 |
Orica Ltd. | 72,933 | 1,131,490 |
Orora Ltd. | 377,832 | 671,348 |
OZ Minerals Ltd. | 106,757 | 318,379 |
Security | Number of Shares | Value ($) |
Rio Tinto Ltd. | 95,681 | 4,823,942 |
Sims Metal Management Ltd. | 40,166 | 383,882 |
36,627,107 | ||
Media 0.0% | ||
Fairfax Media Ltd. | 596,411 | 457,504 |
REA Group Ltd. | 7,399 | 283,845 |
Seven West Media Ltd. | 112,042 | 129,797 |
Ten Network Holdings Ltd. * | 328,727 | 59,181 |
930,327 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.3% | ||
CSL Ltd. | 109,928 | 7,936,897 |
Real Estate 0.5% | ||
Dexus Property Group | 304,106 | 1,880,508 |
Goodman Group | 190,439 | 930,173 |
Lend Lease Group | 149,078 | 2,024,586 |
Mirvac Group | 683,879 | 1,113,437 |
Novion Property Group | 627,858 | 1,208,981 |
Scentre Group | 1,022,543 | 3,089,527 |
Stockland | 618,345 | 2,270,005 |
The GPT Group | 449,297 | 1,652,930 |
Westfield Corp. | 427,028 | 3,279,053 |
17,449,200 | ||
Retailing 0.0% | ||
Harvey Norman Holdings Ltd. | 142,695 | 493,690 |
Software & Services 0.1% | ||
Computershare Ltd. | 135,296 | 1,332,259 |
Telecommunication Services 0.2% | ||
Telstra Corp., Ltd. | 876,253 | 4,369,101 |
TPG Telecom Ltd. | 38,052 | 226,963 |
4,596,064 | ||
Transportation 0.2% | ||
Asciano Ltd. | 213,514 | 1,082,990 |
Aurizon Holdings Ltd. | 380,904 | 1,410,262 |
Macquarie Atlas Roads Group | 196,602 | 504,760 |
Sydney Airport | 64,810 | 261,767 |
Toll Holdings Ltd. | 77,161 | 539,956 |
Transurban Group | 475,040 | 3,402,314 |
7,202,049 | ||
Utilities 0.1% | ||
AGL Energy Ltd. | 186,354 | 2,195,323 |
APA Group | 98,888 | 711,348 |
AusNet Services | 243,110 | 278,781 |
3,185,452 | ||
213,059,721 | ||
Austria 0.2% | ||
Banks 0.1% | ||
Erste Group Bank AG | 61,686 | 1,620,432 |
Raiffeisen Bank International AG | 11,677 | 176,816 |
1,797,248 | ||
Capital Goods 0.0% | ||
ANDRITZ AG | 9,808 | 567,109 |
Strabag SE | 11,627 | 279,086 |
846,195 | ||
Energy 0.0% | ||
OMV AG | 38,052 | 1,098,823 |
Security | Number of Shares | Value ($) |
Insurance 0.0% | ||
Vienna Insurance Group AG Wiener Versicherung Gruppe | 9,513 | 421,689 |
Materials 0.1% | ||
voestalpine AG | 39,109 | 1,532,260 |
Telecommunication Services 0.0% | ||
Telekom Austria AG | 24,538 | 172,982 |
5,869,197 | ||
Belgium 1.1% | ||
Banks 0.1% | ||
KBC Groep N.V. * | 61,553 | 3,743,398 |
Diversified Financials 0.1% | ||
Groupe Bruxelles Lambert S.A. | 19,026 | 1,669,041 |
Food & Staples Retailing 0.1% | ||
Colruyt S.A. | 21,140 | 991,859 |
Delhaize Group S.A. | 9,513 | 855,541 |
1,847,400 | ||
Food, Beverage & Tobacco 0.6% | ||
Anheuser-Busch InBev N.V. | 163,021 | 20,790,323 |
Insurance 0.0% | ||
Ageas | 42,434 | 1,532,356 |
Materials 0.1% | ||
Solvay S.A. | 7,399 | 1,102,119 |
Umicore S.A. | 23,254 | 1,017,361 |
2,119,480 | ||
Media 0.0% | ||
Telenet Group Holding N.V. * | 15,855 | 911,417 |
Pharmaceuticals, Biotechnology & Life Sciences 0.1% | ||
UCB S.A. | 30,653 | 2,350,005 |
Telecommunication Services 0.0% | ||
Belgacom S.A. | 41,223 | 1,554,282 |
36,517,702 | ||
Canada 7.6% | ||
Automobiles & Components 0.2% | ||
Magna International, Inc. | 47,585 | 5,178,272 |
Banks 2.0% | ||
Bank of Montreal | 128,954 | 7,999,661 |
Canadian Imperial Bank of Commerce | 89,013 | 6,820,065 |
National Bank of Canada | 44,394 | 1,710,483 |
Royal Bank of Canada | 294,582 | 18,474,926 |
The Bank of Nova Scotia | 256,851 | 13,743,015 |
The Toronto-Dominion Bank | 381,300 | 16,734,265 |
65,482,415 | ||
Capital Goods 0.1% | ||
Bombardier, Inc., B Shares | 369,950 | 770,328 |
Finning International, Inc. | 53,000 | 1,069,211 |
SNC-Lavalin Group, Inc. | 12,689 | 399,780 |
2,239,319 | ||
Consumer Services 0.0% | ||
Restaurant Brands International, Inc. | 34,164 | 1,511,955 |
Security | Number of Shares | Value ($) |
Diversified Financials 0.1% | ||
CI Financial Corp. | 42,280 | 1,189,183 |
IGM Financial, Inc. | 29,604 | 1,050,063 |
2,239,246 | ||
Energy 1.5% | ||
ARC Resources Ltd. | 46,212 | 893,781 |
Cameco Corp. | 60,294 | 931,946 |
Canadian Natural Resources Ltd. | 228,388 | 6,650,533 |
Canadian Oil Sands Ltd. | 105,700 | 948,942 |
Cenovus Energy, Inc. | 145,056 | 2,505,793 |
Crescent Point Energy Corp. | 82,833 | 2,046,529 |
Enbridge, Inc. | 177,220 | 8,250,349 |
Encana Corp. | 162,004 | 2,113,519 |
Husky Energy, Inc. | 70,185 | 1,578,902 |
Imperial Oil Ltd. | 63,844 | 2,466,531 |
Inter Pipeline Ltd. | 44,394 | 1,180,379 |
MEG Energy Corp. * | 16,912 | 283,210 |
Pembina Pipeline Corp. | 55,416 | 1,774,342 |
Suncor Energy, Inc. | 294,199 | 8,842,581 |
Talisman Energy, Inc. | 211,400 | 1,647,317 |
Tourmaline Oil Corp. * | 29,596 | 921,075 |
TransCanada Corp. | 150,256 | 6,593,142 |
49,628,871 | ||
Food & Staples Retailing 0.2% | ||
Alimentation Couche-Tard, Inc., B Shares | 65,226 | 2,519,923 |
George Weston Ltd. | 8,544 | 725,657 |
Loblaw Cos. Ltd. | 54,315 | 2,774,800 |
Metro, Inc. | 54,132 | 1,505,196 |
7,525,576 | ||
Food, Beverage & Tobacco 0.1% | ||
Saputo, Inc. | 65,816 | 1,914,417 |
Health Care Equipment & Services 0.1% | ||
Catamaran Corp. * | 39,124 | 1,955,495 |
Insurance 0.6% | ||
Fairfax Financial Holdings Ltd. | 1,732 | 909,936 |
Great-West Lifeco, Inc. | 98,301 | 2,775,873 |
Intact Financial Corp. | 17,969 | 1,294,447 |
Manulife Financial Corp. | 377,381 | 6,579,573 |
Power Corp. of Canada | 105,700 | 2,854,446 |
Power Financial Corp. | 79,275 | 2,365,584 |
Sun Life Financial, Inc. | 105,700 | 3,259,080 |
20,038,939 | ||
Materials 0.9% | ||
Agnico Eagle Mines Ltd. | 41,252 | 1,327,107 |
Agrium, Inc. | 27,768 | 3,210,783 |
Barrick Gold Corp. | 262,136 | 3,413,552 |
Eldorado Gold Corp. | 158,550 | 915,505 |
First Quantum Minerals Ltd. | 123,744 | 1,570,770 |
Franco-Nevada Corp. | 38,052 | 2,010,099 |
Goldcorp, Inc. | 168,656 | 3,718,496 |
Kinross Gold Corp. * | 246,592 | 695,154 |
Potash Corp. of Saskatchewan, Inc. | 179,960 | 6,463,946 |
Silver Wheaton Corp. | 72,992 | 1,578,332 |
Teck Resources Ltd., Class B | 115,504 | 1,857,462 |
Turquoise Hill Resources Ltd. * | 138,467 | 433,593 |
Yamana Gold, Inc. | 183,227 | 779,190 |
27,973,989 |
Security | Number of Shares | Value ($) |
Media 0.2% | ||
Shaw Communications, Inc., B Shares | 105,700 | 2,454,891 |
Thomson Reuters Corp. | 105,700 | 4,152,999 |
6,607,890 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.4% | ||
Valeant Pharmaceuticals International, Inc. * | 65,031 | 12,826,000 |
Real Estate 0.2% | ||
Brookfield Asset Management, Inc., Class A | 126,314 | 6,863,737 |
Retailing 0.1% | ||
Canadian Tire Corp. Ltd., Class A | 16,912 | 1,784,046 |
Software & Services 0.1% | ||
CGI Group, Inc., Class A * | 68,820 | 2,883,093 |
Technology Hardware & Equipment 0.0% | ||
BlackBerry Ltd. * | 111,294 | 1,206,840 |
Telecommunication Services 0.2% | ||
BCE, Inc. | 65,787 | 2,882,478 |
Rogers Communications, Inc., B Shares | 91,404 | 3,236,272 |
TELUS Corp. | 45,139 | 1,606,517 |
7,725,267 | ||
Transportation 0.5% | ||
Canadian National Railway Co. | 155,895 | 10,780,870 |
Canadian Pacific Railway Ltd. | 35,154 | 6,590,759 |
17,371,629 | ||
Utilities 0.1% | ||
Canadian Utilities Ltd., Class A | 47,565 | 1,582,770 |
Fortis, Inc. | 49,981 | 1,584,309 |
3,167,079 | ||
246,124,075 | ||
Denmark 1.4% | ||
Banks 0.1% | ||
Danske Bank A/S | 192,374 | 5,106,494 |
Jyske Bank A/S * | 2,114 | 91,735 |
5,198,229 | ||
Capital Goods 0.1% | ||
Rockwool International A/S, B Shares | 3,171 | 349,370 |
Vestas Wind Systems A/S * | 49,679 | 2,099,034 |
2,448,404 | ||
Commercial & Professional Services 0.0% | ||
ISS A/S * | 21,140 | 660,928 |
Consumer Durables & Apparel 0.1% | ||
Pandora A/S | 30,653 | 2,803,621 |
Food, Beverage & Tobacco 0.1% | ||
Carlsberg A/S, B Shares | 28,539 | 2,447,260 |
Health Care Equipment & Services 0.1% | ||
Coloplast A/S, Class B | 26,450 | 2,117,050 |
William Demant Holding A/S * | 6,342 | 521,434 |
2,638,484 |
Security | Number of Shares | Value ($) |
Materials 0.1% | ||
Chr Hansen Holding A/S | 19,026 | 854,504 |
Novozymes A/S, B Shares | 61,306 | 2,981,007 |
3,835,511 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.6% | ||
H. Lundbeck A/S | 5,285 | 105,256 |
Novo Nordisk A/S, B Shares | 412,255 | 19,810,449 |
19,915,705 | ||
Telecommunication Services 0.0% | ||
TDC A/S | 80,712 | 639,950 |
Transportation 0.2% | ||
AP Moller - Maersk A/S, A Shares | 500 | 1,115,295 |
AP Moller - Maersk A/S, B Shares | 1,151 | 2,659,101 |
DSV A/S | 51,793 | 1,676,882 |
5,451,278 | ||
46,039,370 | ||
Finland 0.8% | ||
Automobiles & Components 0.0% | ||
Nokian Renkaat Oyj | 29,596 | 878,043 |
Capital Goods 0.2% | ||
Kone Oyj, B Shares (a) | 86,928 | 4,015,164 |
Metso Oyj | 9,558 | 308,221 |
Wartsila Oyj Abp | 33,129 | 1,505,316 |
5,828,701 | ||
Energy 0.1% | ||
Neste Oil Oyj | 40,166 | 1,049,265 |
Food & Staples Retailing 0.0% | ||
Kesko Oyj, B Shares | 12,684 | 503,067 |
Insurance 0.1% | ||
Sampo Oyj, A Shares | 84,339 | 4,266,406 |
Materials 0.1% | ||
Stora Enso Oyj, R Shares | 162,778 | 1,566,536 |
UPM-Kymmene Oyj | 125,783 | 2,365,986 |
3,932,522 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
Orion Oyj, Class B | 13,741 | 448,352 |
Technology Hardware & Equipment 0.2% | ||
Nokia Oyj | 790,929 | 6,374,139 |
Utilities 0.1% | ||
Fortum Oyj | 79,360 | 1,812,327 |
25,092,822 | ||
France 8.0% | ||
Automobiles & Components 0.4% | ||
Cie Generale des Etablissements Michelin | 43,337 | 4,179,396 |
Peugeot S.A. * | 85,083 | 1,428,160 |
Renault S.A. | 39,436 | 3,797,435 |
Valeo S.A. | 16,912 | 2,551,376 |
11,956,367 | ||
Banks 0.7% | ||
BNP Paribas S.A. | 199,550 | 11,659,054 |
Credit Agricole S.A. | 229,369 | 3,233,905 |
Security | Number of Shares | Value ($) |
Natixis S.A. | 71,876 | 521,609 |
Societe Generale S.A. | 149,037 | 6,906,517 |
22,321,085 | ||
Capital Goods 1.3% | ||
Airbus Group N.V. | 119,441 | 7,412,613 |
Alstom S.A. * | 52,850 | 1,751,700 |
Bouygues S.A. | 28,539 | 1,134,141 |
Compagnie de Saint-Gobain | 97,244 | 4,388,580 |
Eiffage S.A. | 4,228 | 236,145 |
Legrand S.A. | 59,541 | 3,299,137 |
Rexel S.A. | 44,394 | 869,412 |
Safran S.A. | 65,534 | 4,623,539 |
Schneider Electric SE | 115,342 | 9,312,291 |
Thales S.A. | 15,855 | 914,263 |
Vallourec S.A. | 25,368 | 603,225 |
Vinci S.A. | 94,073 | 5,594,508 |
Zodiac Aerospace | 42,280 | 1,525,135 |
41,664,689 | ||
Commercial & Professional Services 0.1% | ||
Bureau Veritas S.A. | 63,420 | 1,498,104 |
Edenred | 42,280 | 1,156,181 |
Societe BIC S.A. | 8,684 | 1,302,292 |
3,956,577 | ||
Consumer Durables & Apparel 0.5% | ||
Christian Dior S.A. | 8,125 | 1,579,809 |
Hermes International | 5,301 | 1,714,490 |
Kering | 13,765 | 2,809,990 |
LVMH Moet Hennessy Louis Vuitton S.A. | 50,751 | 9,329,981 |
15,434,270 | ||
Consumer Services 0.1% | ||
Accor S.A. | 47,565 | 2,498,173 |
Sodexo S.A. | 19,046 | 1,923,946 |
4,422,119 | ||
Diversified Financials 0.1% | ||
Eurazeo S.A. | 9,565 | 706,906 |
Wendel S.A. | 7,399 | 903,355 |
1,610,261 | ||
Energy 0.7% | ||
Technip S.A. | 23,254 | 1,518,543 |
Total S.A. | 418,086 | 22,619,611 |
24,138,154 | ||
Food & Staples Retailing 0.2% | ||
Carrefour S.A. | 131,068 | 4,346,421 |
Casino Guichard Perrachon S.A. | 13,741 | 1,296,198 |
5,642,619 | ||
Food, Beverage & Tobacco 0.4% | ||
Danone S.A. | 110,750 | 7,742,801 |
Pernod-Ricard S.A. | 44,429 | 5,279,888 |
13,022,689 | ||
Health Care Equipment & Services 0.2% | ||
BioMerieux | 4,228 | 461,524 |
Essilor International S.A. | 45,580 | 5,339,984 |
5,801,508 | ||
Household & Personal Products 0.3% | ||
L'Oreal S.A. | 46,508 | 8,463,882 |
Security | Number of Shares | Value ($) |
Insurance 0.3% | ||
AXA S.A. | 376,515 | 9,582,394 |
CNP Assurances | 27,482 | 456,675 |
SCOR SE | 29,596 | 977,964 |
11,017,033 | ||
Materials 0.4% | ||
Air Liquide S.A. | 74,284 | 9,840,165 |
Arkema S.A. | 10,570 | 793,393 |
Imerys S.A. | 7,399 | 556,288 |
Lafarge S.A. | 41,223 | 3,067,413 |
14,257,259 | ||
Media 0.4% | ||
Eutelsat Communications S.A. | 26,425 | 905,045 |
JCDecaux S.A. | 11,627 | 431,736 |
Numericable-SFR * | 25,648 | 1,593,751 |
Publicis Groupe S.A. | 28,539 | 2,332,624 |
SES S.A. | 70,819 | 2,446,571 |
Societe Television Francaise 1 | 33,824 | 585,204 |
Vivendi S.A. * | 251,883 | 6,163,271 |
14,458,202 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.7% | ||
Ipsen S.A. | 12,684 | 645,906 |
Sanofi | 235,431 | 23,159,035 |
23,804,941 | ||
Real Estate 0.1% | ||
Fonciere Des Regions | 7,399 | 766,835 |
Gecina S.A. | 10,570 | 1,392,468 |
Klepierre | 19,026 | 932,367 |
3,091,670 | ||
Semiconductors & Semiconductor Equipment 0.0% | ||
STMicroelectronics N.V. | 151,151 | 1,352,917 |
Software & Services 0.2% | ||
AtoS | 13,741 | 981,319 |
Cap Gemini S.A. | 30,653 | 2,484,782 |
Dassault Systemes S.A. | 31,770 | 2,228,245 |
5,694,346 | ||
Technology Hardware & Equipment 0.1% | ||
Alcatel-Lucent * | 618,345 | 2,425,402 |
Telecommunication Services 0.3% | ||
Iliad S.A. | 4,228 | 1,100,459 |
Orange S.A. | 398,489 | 7,285,530 |
8,385,989 | ||
Transportation 0.1% | ||
Aeroports de Paris | 8,456 | 1,032,881 |
Air France-KLM *(a) | 35,304 | 280,913 |
Bollore S.A. | 211,400 | 1,162,820 |
Groupe Eurotunnel SE - Reg'd | 89,845 | 1,231,466 |
3,708,080 | ||
Utilities 0.4% | ||
Electricite de France S.A. | 62,363 | 1,727,751 |
GDF Suez | 275,877 | 6,150,067 |
Suez Environnement Co. | 80,332 | 1,436,714 |
Veolia Environnement S.A. | 102,529 | 2,001,028 |
11,315,560 | ||
257,945,619 |
Security | Number of Shares | Value ($) |
Germany 7.3% | ||
Automobiles & Components 1.1% | ||
Bayerische Motoren Werke AG | 64,949 | 8,232,052 |
Continental AG | 22,197 | 5,310,585 |
Daimler AG - Reg'd | 197,183 | 19,133,437 |
Volkswagen AG | 5,285 | 1,312,145 |
33,988,219 | ||
Banks 0.1% | ||
Commerzbank AG * | 231,483 | 3,129,994 |
Capital Goods 0.8% | ||
Brenntag AG | 13,741 | 805,308 |
GEA Group AG | 45,451 | 2,253,320 |
HOCHTIEF AG | 13,741 | 1,080,731 |
MAN SE | 7,185 | 772,057 |
OSRAM Licht AG | 17,969 | 825,949 |
Siemens AG - Reg'd | 164,892 | 18,461,814 |
24,199,179 | ||
Consumer Durables & Apparel 0.1% | ||
adidas AG | 41,962 | 3,267,838 |
Puma SE | 2,114 | 409,619 |
3,677,457 | ||
Diversified Financials 0.4% | ||
Deutsche Bank AG - Reg'd | 304,416 | 10,030,038 |
Deutsche Boerse AG | 41,253 | 3,373,186 |
13,403,224 | ||
Food & Staples Retailing 0.0% | ||
METRO AG | 42,280 | 1,418,669 |
Health Care Equipment & Services 0.3% | ||
Celesio AG | 17,969 | 556,175 |
Fresenius Medical Care AG & Co. KGaA | 49,679 | 4,077,210 |
Fresenius SE & Co. KGaA | 88,788 | 5,096,967 |
9,730,352 | ||
Household & Personal Products 0.1% | ||
Beiersdorf AG | 16,912 | 1,472,590 |
Henkel AG & Co. KGaA | 30,653 | 3,232,245 |
4,704,835 | ||
Insurance 0.8% | ||
Allianz SE - Reg'd | 95,130 | 15,962,698 |
Hannover Rueck SE | 13,741 | 1,327,794 |
Muenchener Rueckversicherungs-Gesellschaft AG - Reg'd | 34,551 | 7,188,889 |
24,479,381 | ||
Materials 1.1% | ||
BASF SE | 190,554 | 18,306,388 |
Fuchs Petrolub SE | 10,570 | 406,655 |
HeidelbergCement AG | 35,638 | 2,843,304 |
K+S AG - Reg'd | 42,288 | 1,367,237 |
LANXESS AG | 16,912 | 873,254 |
Linde AG | 37,859 | 7,720,052 |
ThyssenKrupp AG | 99,998 | 2,668,351 |
Wacker Chemie AG | 4,228 | 482,295 |
34,667,536 | ||
Media 0.1% | ||
Axel Springer SE | 12,684 | 820,187 |
Kabel Deutschland Holding AG * | 8,491 | 1,180,967 |
Security | Number of Shares | Value ($) |
ProSiebenSat.1 Media AG - Reg'd | 27,482 | 1,353,071 |
RTL Group S.A. | 7,399 | 734,469 |
4,088,694 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.9% | ||
Bayer AG - Reg'd | 170,021 | 25,182,462 |
Merck KGaA | 27,482 | 2,842,081 |
QIAGEN N.V. * | 49,679 | 1,252,362 |
29,276,905 | ||
Real Estate 0.0% | ||
Deutsche Wohnen AG | 48,112 | 1,329,423 |
Retailing 0.0% | ||
Fielmann AG | 6,342 | 440,255 |
Semiconductors & Semiconductor Equipment 0.1% | ||
Infineon Technologies AG | 246,281 | 2,857,713 |
Software & Services 0.5% | ||
SAP SE | 189,417 | 13,350,956 |
United Internet AG - Reg'd | 20,325 | 913,611 |
Wirecard AG | 33,824 | 1,564,591 |
15,829,158 | ||
Telecommunication Services 0.4% | ||
Deutsche Telekom AG - Reg'd | 644,339 | 12,047,786 |
Telefonica Deutschland Holding AG * | 82,836 | 456,760 |
12,504,546 | ||
Transportation 0.2% | ||
Deutsche Lufthansa AG - Reg'd | 47,565 | 698,901 |
Deutsche Post AG - Reg'd | 186,032 | 6,349,607 |
Fraport AG Frankfurt Airport Services Worldwide | 9,513 | 575,767 |
7,624,275 | ||
Utilities 0.3% | ||
E.ON SE | 417,515 | 6,764,674 |
RWE AG | 104,643 | 2,932,559 |
9,697,233 | ||
237,047,048 | ||
Greece 0.1% | ||
Banks 0.1% | ||
Alpha Bank AE * | 579,607 | 240,543 |
National Bank of Greece S.A. * | 392,438 | 589,839 |
Piraeus Bank S.A. * | 292,888 | 186,598 |
1,016,980 | ||
Consumer Services 0.0% | ||
OPAP S.A. | 30,562 | 282,123 |
Telecommunication Services 0.0% | ||
Hellenic Telecommunications Organization S.A. * | 38,631 | 385,641 |
1,684,744 | ||
Hong Kong 3.2% | ||
Automobiles & Components 0.0% | ||
Xinyi Glass Holdings Ltd. | 477,197 | 255,352 |
Security | Number of Shares | Value ($) |
Banks 0.3% | ||
Bank of East Asia Ltd. | 266,444 | 1,095,947 |
BOC Hong Kong Holdings Ltd. | 1,057,000 | 3,727,566 |
Hang Seng Bank Ltd. | 211,400 | 3,854,317 |
8,677,830 | ||
Capital Goods 0.4% | ||
China Rongsheng Heavy Industries Group Holdings Ltd. * | 816,284 | 79,992 |
Hopewell Holdings Ltd. | 528,500 | 1,972,816 |
Hutchison Whampoa Ltd. | 391,390 | 5,359,537 |
Jardine Matheson Holdings Ltd. | 39,214 | 2,529,303 |
Jardine Strategic Holdings Ltd. | 20,893 | 727,076 |
Johnson Electric Holdings Ltd. | 211,650 | 770,956 |
Shun Tak Holdings Ltd. | 305,583 | 140,667 |
11,580,347 | ||
Consumer Durables & Apparel 0.1% | ||
Global Brands Group Holding Ltd. * | 726,289 | 124,553 |
Li & Fung Ltd. | 726,289 | 742,635 |
Prada S.p.A. | 32,610 | 196,153 |
Samsonite International S.A. | 318,647 | 1,004,574 |
Techtronic Industries Co., Ltd. | 321,241 | 1,112,163 |
Texwinca Holdings Ltd. | 112,982 | 104,016 |
Yue Yuen Industrial Holdings Ltd. | 453,663 | 1,760,730 |
5,044,824 | ||
Consumer Services 0.2% | ||
China Travel International Investment Hong Kong Ltd. | 2,114,000 | 665,101 |
Galaxy Entertainment Group Ltd. | 319,147 | 1,621,362 |
Melco International Development Ltd. | 109,841 | 217,545 |
MGM China Holdings Ltd. | 161,144 | 373,176 |
Sands China Ltd. | 474,156 | 2,164,300 |
Shangri-La Asia Ltd. | 50,209 | 67,848 |
SJM Holdings Ltd. | 238,575 | 345,152 |
Wynn Macau Ltd. | 422,800 | 1,109,411 |
6,563,895 | ||
Diversified Financials 0.2% | ||
Hong Kong Exchanges & Clearing Ltd. | 263,803 | 6,088,717 |
Energy 0.0% | ||
Brightoil Petroleum Holdings Ltd. * | 2,114,000 | 526,084 |
Food, Beverage & Tobacco 0.1% | ||
China Mengniu Dairy Co., Ltd. | 345,322 | 1,558,423 |
Tingyi Cayman Islands Holding Corp. | 236,481 | 594,598 |
Want Want China Holdings Ltd. | 1,286,152 | 1,417,919 |
3,570,940 | ||
Insurance 0.5% | ||
AIA Group Ltd. | 2,562,081 | 15,080,878 |
Materials 0.0% | ||
Huabao International Holdings Ltd. | 380,920 | 288,805 |
Shougang Fushan Resources Group Ltd. | 539,970 | 105,829 |
United Co. RUSAL plc * | 402,907 | 293,006 |
687,640 | ||
Media 0.0% | ||
Television Broadcasts Ltd. | 105,700 | 676,686 |
Security | Number of Shares | Value ($) |
Real Estate 0.9% | ||
Cheung Kong (Holdings) Ltd. | 253,233 | 5,012,123 |
Great Eagle Holdings Ltd. | 52,303 | 180,740 |
Hang Lung Group Ltd. | 185,225 | 864,572 |
Hang Lung Properties Ltd. | 340,087 | 964,730 |
Henderson Land Development Co., Ltd. | 203,724 | 1,392,230 |
Hongkong Land Holdings Ltd. | 203,024 | 1,532,831 |
Hysan Development Co., Ltd. | 110,888 | 531,888 |
Kerry Properties Ltd. | 139,157 | 464,727 |
New World China Land Ltd. | 332,758 | 217,964 |
New World Development Co., Ltd. | 1,057,000 | 1,247,065 |
Shui On Land Ltd. | 1,585,500 | 367,986 |
Sino Land Co., Ltd. | 498,137 | 814,444 |
Sun Hung Kai Properties Ltd. | 296,160 | 4,643,580 |
Swire Pacific Ltd., Class A | 147,533 | 2,016,453 |
Swire Properties Ltd. | 422,800 | 1,403,800 |
The Link REIT | 528,500 | 3,373,209 |
The Wharf Holdings Ltd. | 285,690 | 2,083,150 |
Wheelock & Co., Ltd. | 125,546 | 673,425 |
27,784,917 | ||
Retailing 0.1% | ||
Chow Tai Fook Jewellery Group Ltd. | 426,941 | 496,005 |
Esprit Holdings Ltd. | 528,500 | 546,528 |
L'Occitane International S.A. | 21,690 | 54,816 |
Parkson Retail Group Ltd. | 2,114,000 | 455,213 |
Sa Sa International Holdings Ltd. (a) | 479,291 | 282,428 |
1,834,990 | ||
Semiconductors & Semiconductor Equipment 0.0% | ||
ASM Pacific Technology Ltd. | 40,039 | 406,304 |
Semiconductor Manufacturing International Corp. * | 8,456,000 | 741,425 |
Xinyi Solar Holdings Ltd. | 477,197 | 141,520 |
1,289,249 | ||
Technology Hardware & Equipment 0.1% | ||
AAC Technologies Holdings, Inc. | 186,272 | 1,233,335 |
FIH Mobile Ltd. * | 1,057,000 | 500,189 |
VTech Holdings Ltd. | 40,686 | 580,745 |
2,314,269 | ||
Telecommunication Services 0.0% | ||
Alibaba Health Information Technology Ltd. * | 173,708 | 118,710 |
PCCW Ltd. | 1,057,000 | 674,642 |
793,352 | ||
Transportation 0.1% | ||
Hopewell Highway Infrastructure Ltd. | 23,187 | 11,212 |
Kerry Logistics Network Ltd. | 34,254 | 49,556 |
MTR Corp., Ltd. | 528,500 | 2,453,242 |
2,514,010 | ||
Utilities 0.2% | ||
Cheung Kong Infrastructure Holdings Ltd. | 75,337 | 642,586 |
CLP Holdings Ltd. | 261,109 | 2,348,330 |
Security | Number of Shares | Value ($) |
Hong Kong & China Gas Co., Ltd. | 1,400,605 | 3,160,434 |
Power Assets Holdings Ltd. | 211,900 | 2,180,353 |
8,331,703 | ||
103,615,683 | ||
Ireland 0.2% | ||
Banks 0.1% | ||
Bank of Ireland * | 6,817,650 | 2,599,985 |
Food, Beverage & Tobacco 0.1% | ||
Kerry Group plc, A Shares | 32,767 | 2,388,951 |
Materials 0.0% | ||
Smurfit Kappa Group plc | 42,280 | 1,187,244 |
Transportation 0.0% | ||
Ryanair Holdings plc | 141,222 | 1,603,816 |
7,779,996 | ||
Israel 0.6% | ||
Banks 0.1% | ||
Bank Hapoalim B.M. | 240,996 | 1,091,480 |
Bank Leumi Le-Israel * | 206,115 | 715,375 |
First International Bank of Israel Ltd. | 28,539 | 374,308 |
Israel Discount Bank Ltd., A Shares * | 193,437 | 308,618 |
Mizrahi Tefahot Bank Ltd. * | 23,254 | 241,136 |
2,730,917 | ||
Energy 0.0% | ||
Delek Group Ltd. | 1,057 | 250,228 |
Food, Beverage & Tobacco 0.0% | ||
Osem Investments Ltd. | 13,741 | 253,276 |
Materials 0.0% | ||
Israel Chemicals Ltd. | 107,814 | 752,989 |
The Israel Corp., Ltd. | 1,057 | 359,172 |
1,112,161 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.4% | ||
Teva Pharmaceutical Industries Ltd. | 199,923 | 11,205,434 |
Real Estate 0.0% | ||
Azrieli Group | 8,456 | 318,298 |
Gazit-Globe Ltd. | 15,855 | 203,376 |
521,674 | ||
Software & Services 0.0% | ||
NICE-Systems Ltd. | 10,570 | 612,316 |
Telecommunication Services 0.1% | ||
Bezeq The Israeli Telecommunication Corp., Ltd. | 558,288 | 894,359 |
Cellcom Israel Ltd. * | 26,425 | 155,862 |
Partner Communications Co., Ltd. * | 44,394 | 173,007 |
1,223,228 | ||
Utilities 0.0% | ||
Kenon Holdings Ltd. * | 7,295 | 131,371 |
18,040,605 |
Security | Number of Shares | Value ($) |
Italy 2.1% | ||
Automobiles & Components 0.1% | ||
Fiat Chrysler Automobiles N.V. * | 172,624 | 2,670,070 |
Pirelli & C. S.p.A. | 96,187 | 1,476,988 |
4,147,058 | ||
Banks 0.6% | ||
Banca Monte dei Paschi di Siena S.p.A. * | 881,538 | 609,087 |
Banco Popolare SC * | 82,840 | 1,280,403 |
Intesa Sanpaolo S.p.A. | 2,566,396 | 8,589,734 |
UniCredit S.p.A. | 919,793 | 6,133,370 |
Unione di Banche Italiane S.C.p.A. | 172,291 | 1,354,683 |
17,967,277 | ||
Capital Goods 0.1% | ||
CNH Industrial N.V. | 187,089 | 1,552,877 |
Finmeccanica S.p.A. * | 65,534 | 795,337 |
Prysmian S.p.A. | 28,711 | 575,802 |
2,924,016 | ||
Consumer Durables & Apparel 0.1% | ||
Luxottica Group S.p.A. | 43,908 | 2,716,104 |
Diversified Financials 0.1% | ||
EXOR S.p.A. | 29,596 | 1,320,883 |
Mediobanca S.p.A. | 123,669 | 1,142,304 |
2,463,187 | ||
Energy 0.4% | ||
Eni S.p.A. | 520,044 | 9,729,563 |
Saipem S.p.A. * | 63,420 | 653,375 |
Tenaris S.A. | 97,244 | 1,395,053 |
11,777,991 | ||
Food, Beverage & Tobacco 0.0% | ||
Parmalat S.p.A. | 248,395 | 681,485 |
Insurance 0.2% | ||
Assicurazioni Generali S.p.A. | 260,022 | 5,366,426 |
Mediolanum S.p.A. | 26,425 | 201,253 |
UnipolSai S.p.A | 94,073 | 277,931 |
5,845,610 | ||
Materials 0.0% | ||
Buzzi Unicem S.p.A. | 16,912 | 239,393 |
Media 0.0% | ||
Mediaset S.p.A. * | 184,975 | 853,976 |
Telecommunication Services 0.1% | ||
Telecom Italia S.p.A. * | 2,318,461 | 2,772,134 |
Telecom Italia S.p.A. - RSP | 1,369,872 | 1,345,220 |
4,117,354 | ||
Transportation 0.1% | ||
Atlantia S.p.A. | 106,911 | 2,822,839 |
Utilities 0.3% | ||
Enel Green Power S.p.A. | 106,757 | 228,951 |
Enel S.p.A. | 1,424,689 | 6,580,572 |
Snam S.p.A. | 360,437 | 1,828,172 |
Terna Rete Elettrica Nazionale S.p.A. | 330,841 | 1,495,483 |
10,133,178 | ||
66,689,468 |
Security | Number of Shares | Value ($) |
Japan 20.3% | ||
Automobiles & Components 2.8% | ||
Aisin Seiki Co., Ltd. | 27,075 | 997,661 |
Bridgestone Corp. | 129,734 | 4,974,701 |
Daihatsu Motor Co., Ltd. | 105,700 | 1,513,726 |
Denso Corp. | 105,700 | 4,967,356 |
Fuji Heavy Industries Ltd. | 126,393 | 4,293,630 |
Honda Motor Co., Ltd. | 359,880 | 11,889,632 |
Isuzu Motors Ltd. | 79,525 | 1,155,506 |
Koito Manufacturing Co., Ltd. | 16,805 | 538,401 |
KYB Co., Ltd. | 80,572 | 310,709 |
Mazda Motor Corp. | 107,577 | 2,300,111 |
Mitsubishi Motors Corp. | 106,200 | 940,782 |
NGK Spark Plug Co., Ltd. | 46,021 | 1,305,041 |
Nissan Motor Co., Ltd. | 528,500 | 5,588,055 |
NOK Corp. | 45,921 | 1,344,460 |
Stanley Electric Co., Ltd. | 36,298 | 859,893 |
Sumitomo Electric Industries Ltd. | 211,400 | 2,742,745 |
Sumitomo Rubber Industries Ltd. | 105,700 | 1,828,496 |
Suzuki Motor Corp. | 105,700 | 3,342,223 |
Toyota Industries Corp. | 29,069 | 1,641,355 |
Toyota Motor Corp. | 556,692 | 37,547,431 |
Yamaha Motor Co., Ltd. | 69,255 | 1,721,744 |
91,803,658 | ||
Banks 2.0% | ||
Aozora Bank Ltd. | 310,818 | 1,120,604 |
Fukuoka Financial Group, Inc. | 111,935 | 600,195 |
Hokuhoku Financial Group, Inc. | 515,936 | 1,221,380 |
Mitsubishi UFJ Financial Group, Inc. | 3,074,176 | 19,999,052 |
Mizuho Financial Group, Inc. | 5,285,000 | 9,748,149 |
North Pacific Bank Ltd. | 211,400 | 827,598 |
Resona Holdings, Inc. | 528,500 | 2,969,096 |
Seven Bank Ltd. | 105,700 | 512,828 |
Shinsei Bank Ltd. | 367,309 | 706,688 |
Sumitomo Mitsui Financial Group, Inc. | 281,702 | 11,215,531 |
Sumitomo Mitsui Trust Holdings, Inc. | 1,057,000 | 4,381,141 |
Suruga Bank Ltd. | 41,833 | 879,737 |
The 77 Bank Ltd. | 50,209 | 305,761 |
The Bank of Kyoto Ltd. | 86,854 | 850,776 |
The Bank of Yokohama Ltd. | 458,351 | 2,842,624 |
The Chiba Bank Ltd. | 136,016 | 1,025,140 |
The Chugoku Bank Ltd. | 35,551 | 547,487 |
The Gunma Bank Ltd. | 30,316 | 216,824 |
The Hachijuni Bank Ltd. | 137,063 | 1,026,152 |
The Hiroshima Bank Ltd. | 39,739 | 218,399 |
The Iyo Bank Ltd. | 105,700 | 1,317,437 |
The Joyo Bank Ltd. | 143,345 | 769,815 |
The Juroku Bank Ltd. | 108,794 | 425,911 |
The Shiga Bank Ltd. | 60,679 | 362,922 |
The Shizuoka Bank Ltd. | 115,076 | 1,180,168 |
Yamaguchi Financial Group, Inc. | 16,705 | 196,612 |
65,468,027 | ||
Capital Goods 2.7% | ||
Amada Co., Ltd. | 212,100 | 2,006,651 |
Asahi Glass Co., Ltd. | 149,627 | 943,735 |
Chiyoda Corp. | 13,564 | 110,173 |
COMSYS Holdings Corp. | 105,700 | 1,280,301 |
Daikin Industries Ltd. | 74,990 | 4,891,020 |
Security | Number of Shares | Value ($) |
DMG Mori Seiki Co., Ltd. | 9,176 | 132,944 |
Ebara Corp. | 32,410 | 138,267 |
FANUC Corp. | 36,888 | 7,080,139 |
Fuji Electric Co., Ltd. | 51,256 | 246,965 |
Hino Motors Ltd. | 105,700 | 1,610,987 |
Hoshizaki Electric Co., Ltd. | 4,588 | 272,106 |
IHI Corp. | 289,878 | 1,350,638 |
ITOCHU Corp. | 345,422 | 3,871,893 |
JGC Corp. | 50,209 | 1,030,682 |
JTEKT Corp. | 52,403 | 821,913 |
Kajima Corp. | 182,084 | 863,622 |
Kawasaki Heavy Industries Ltd. | 316,053 | 1,499,034 |
Keihan Electric Railway Co., Ltd. | 83,713 | 527,298 |
Komatsu Ltd. | 211,900 | 4,412,774 |
Kubota Corp. | 216,588 | 3,522,986 |
Kurita Water Industries Ltd. | 12,117 | 300,125 |
LIXIL Group Corp. | 60,879 | 1,451,379 |
Makita Corp. | 21,340 | 1,015,723 |
Marubeni Corp. | 294,066 | 1,808,010 |
Minebea Co., Ltd. | 77,431 | 1,169,772 |
MISUMI Group, Inc. | 14,111 | 564,818 |
Mitsubishi Corp. | 317,100 | 6,340,939 |
Mitsubishi Electric Corp. | 369,403 | 4,329,195 |
Mitsubishi Heavy Industries Ltd. | 581,850 | 3,225,497 |
Mitsui & Co., Ltd. | 404,901 | 5,630,917 |
Mitsui Engineering & Shipbuilding Co., Ltd. | 235,434 | 411,608 |
Nabtesco Corp. | 7,829 | 210,223 |
NGK Insulators Ltd. | 40,786 | 795,284 |
Nidec Corp. | 42,033 | 2,838,181 |
Nippon Sheet Glass Co., Ltd. * | 209,306 | 215,355 |
NSK Ltd. | 73,243 | 1,020,727 |
NTN Corp. | 58,585 | 293,060 |
Obayashi Corp. | 95,230 | 650,825 |
Shimizu Corp. | 143,345 | 1,022,822 |
SMC Corp. | 11,470 | 3,192,641 |
Sojitz Corp. | 528,500 | 809,030 |
Sumitomo Corp. | 317,100 | 3,488,113 |
Taisei Corp. | 151,721 | 916,329 |
The Japan Steel Works Ltd. | 73,243 | 302,052 |
THK Co., Ltd. | 53,650 | 1,293,398 |
Toshiba Corp. | 1,057,000 | 4,371,415 |
TOTO Ltd. | 70,102 | 975,781 |
Toyota Tsusho Corp. | 105,700 | 2,931,076 |
88,188,423 | ||
Commercial & Professional Services 0.2% | ||
Dai Nippon Printing Co., Ltd. | 133,922 | 1,298,386 |
Recruit Holdings Co., Ltd. | 34,268 | 1,073,518 |
Secom Co., Ltd. | 36,298 | 2,261,167 |
Toppan Printing Co., Ltd. | 130,781 | 938,643 |
5,571,714 | ||
Consumer Durables & Apparel 0.9% | ||
Asics Corp. | 38,542 | 1,009,130 |
Bandai Namco Holdings, Inc. | 50,309 | 913,638 |
Casio Computer Co., Ltd. (a) | 49,162 | 861,142 |
Haseko Corp. | 107,747 | 1,004,960 |
Iida Group Holdings Co., Ltd. | 14,111 | 195,591 |
Nikon Corp. | 105,700 | 1,366,067 |
Panasonic Corp. | 453,663 | 5,673,396 |
Rinnai Corp. | 3,741 | 263,493 |
Sega Sammy Holdings, Inc. | 39,439 | 600,105 |
Security | Number of Shares | Value ($) |
Sekisui Chemical Co., Ltd. | 84,760 | 1,088,348 |
Sekisui House Ltd. | 124,746 | 1,682,654 |
Sharp Corp. (a) | 297,207 | 631,483 |
Shimano, Inc. | 15,408 | 2,319,997 |
Sony Corp. | 300,248 | 8,575,823 |
Sumitomo Forestry Co., Ltd. | 105,700 | 1,103,464 |
Wacoal Holdings Corp. | 21,940 | 233,449 |
Yamaha Corp. | 17,999 | 305,040 |
27,827,780 | ||
Consumer Services 0.2% | ||
Benesse Holdings, Inc. | 27,822 | 886,711 |
Oriental Land Co., Ltd. | 13,911 | 3,750,483 |
Resorttrust, Inc. | 22,987 | 555,326 |
5,192,520 | ||
Diversified Financials 0.6% | ||
Aiful Corp. * | 71,449 | 271,344 |
Credit Saison Co., Ltd. | 49,462 | 941,700 |
Daiwa Securities Group, Inc. | 345,322 | 2,787,245 |
Jafco Co., Ltd. | 3,641 | 140,560 |
Japan Exchange Group, Inc. | 52,303 | 1,474,433 |
Mitsubishi UFJ Lease & Finance Co., Ltd. | 211,400 | 1,022,119 |
Nomura Holdings, Inc. | 739,900 | 4,549,136 |
Okasan Securities Group, Inc. | 31,363 | 243,464 |
Orient Corp. * | 71,449 | 118,340 |
ORIX Corp. | 261,909 | 3,716,831 |
SBI Holdings, Inc. | 178,096 | 2,221,265 |
Tokai Tokyo Financial Holdings, Inc. | 20,293 | 148,873 |
Zenkoku Hosho Co., Ltd. | 23,007 | 750,573 |
18,385,883 | ||
Energy 0.2% | ||
Cosmo Oil Co., Ltd. | 130,781 | 188,166 |
Idemitsu Kosan Co., Ltd. | 8,776 | 154,385 |
Inpex Corp. | 211,400 | 2,508,435 |
Japan Petroleum Exploration Co., Ltd. | 7,182 | 240,912 |
JX Holdings, Inc. | 634,200 | 2,572,451 |
Showa Shell Sekiyu K.K. | 105,700 | 1,013,277 |
6,677,626 | ||
Food & Staples Retailing 0.4% | ||
Aeon Co., Ltd. | 211,400 | 2,262,632 |
FamilyMart Co., Ltd. | 15,658 | 707,292 |
Lawson, Inc. | 11,070 | 724,141 |
Seven & i Holdings Co., Ltd. | 173,608 | 6,641,818 |
Sugi Holdings Co., Ltd. | 10,123 | 491,141 |
Sundrug Co., Ltd. | 9,176 | 451,335 |
Tsuruha Holdings, Inc. | 9,176 | 620,202 |
11,898,561 | ||
Food, Beverage & Tobacco 0.8% | ||
Ajinomoto Co., Inc. | 110,888 | 2,130,660 |
Asahi Group Holdings Ltd. | 105,700 | 3,268,393 |
Calbee, Inc. | 6,582 | 248,866 |
Japan Tobacco, Inc. | 230,199 | 7,263,462 |
Kewpie Corp. | 55,044 | 1,311,810 |
Kikkoman Corp. | 48,115 | 1,394,608 |
Kirin Holdings Co., Ltd. | 289,331 | 3,786,510 |
MEIJI Holdings Co., Ltd. | 13,664 | 1,631,062 |
NH Foods Ltd. | 36,598 | 833,630 |
Nisshin Seifun Group, Inc. | 83,266 | 994,637 |
Nissin Foods Holdings Co., Ltd. | 17,752 | 880,584 |
Security | Number of Shares | Value ($) |
Sapporo Holdings Ltd. | 54,397 | 215,231 |
Suntory Beverage & Food Ltd. | 20,893 | 784,722 |
Toyo Suisan Kaisha Ltd. | 23,187 | 828,211 |
Yakult Honsha Co., Ltd. | 13,564 | 860,054 |
Yamazaki Baking Co., Ltd. | 20,893 | 347,794 |
26,780,234 | ||
Health Care Equipment & Services 0.2% | ||
Alfresa Holdings Corp. | 65,267 | 909,572 |
M3, Inc. | 20,093 | 446,754 |
Miraca Holdings, Inc. | 7,529 | 361,508 |
Nipro Corp. | 44,127 | 417,849 |
Olympus Corp. * | 44,227 | 1,603,781 |
Suzuken Co., Ltd. | 17,352 | 547,943 |
Sysmex Corp. | 20,893 | 1,122,030 |
Terumo Corp. | 105,700 | 2,917,813 |
8,327,250 | ||
Household & Personal Products 0.3% | ||
Kao Corp. | 118,117 | 5,286,093 |
Kobayashi Pharmaceutical Co., Ltd. | 3,941 | 270,327 |
Lion Corp. | 50,209 | 286,441 |
Pigeon Corp. | 4,488 | 311,601 |
Shiseido Co., Ltd. | 105,700 | 1,851,043 |
Unicharm Corp. | 58,385 | 1,616,338 |
9,621,843 | ||
Insurance 0.6% | ||
MS&AD Insurance Group Holdings, Inc. | 105,700 | 2,920,466 |
Sompo Japan Nipponkoa Holdings, Inc. | 105,700 | 3,290,940 |
Sony Financial Holdings, Inc. | 32,710 | 495,801 |
T&D Holdings, Inc. | 211,400 | 2,747,165 |
The Dai-ichi Life Insurance Co., Ltd. | 304,636 | 4,608,593 |
Tokio Marine Holdings, Inc. | 132,028 | 4,804,783 |
18,867,748 | ||
Materials 1.4% | ||
Air Water, Inc. | 51,256 | 897,393 |
Asahi Kasei Corp. | 287,784 | 2,975,457 |
Daicel Corp. | 72,196 | 937,289 |
Denki Kagaku Kogyo K.K. | 39,739 | 154,907 |
DIC Corp. | 47,068 | 135,442 |
Dowa Holdings Co., Ltd. | 16,705 | 137,922 |
Hitachi Chemical Co., Ltd. | 22,987 | 507,831 |
Hitachi Metals Ltd. | 52,303 | 843,096 |
JFE Holdings, Inc. | 108,941 | 2,722,500 |
JSR Corp. | 105,700 | 1,935,483 |
Kaneka Corp. | 32,410 | 214,991 |
Kansai Paint Co., Ltd. | 46,021 | 829,221 |
Kobe Steel Ltd. | 1,057,000 | 2,086,679 |
Kuraray Co. Ltd. | 105,700 | 1,454,486 |
Maruichi Steel Tube Ltd. | 4,788 | 114,148 |
Mitsubishi Chemical Holdings Corp. | 528,500 | 2,943,897 |
Mitsubishi Gas Chemical Co., Inc. | 15,658 | 81,077 |
Mitsubishi Materials Corp. | 682,315 | 2,351,531 |
Mitsui Chemicals, Inc. | 95,230 | 293,150 |
Mitsui Mining & Smelting Co., Ltd. | 70,102 | 159,503 |
Nippon Kayaku Co., Ltd. | 14,611 | 191,766 |
Nippon Paint Holdings Co., Ltd. | 50,209 | 1,743,003 |
Nippon Paper Industries Co., Ltd. | 12,617 | 219,844 |
Nippon Shokubai Co., Ltd. | 15,658 | 224,369 |
Security | Number of Shares | Value ($) |
Nippon Steel & Sumitomo Metal Corp. | 1,810,464 | 4,812,961 |
Nissan Chemical Industries Ltd. | 11,717 | 228,567 |
Nisshin Steel Co., Ltd. | 16,605 | 231,549 |
Nitto Denko Corp. | 33,557 | 2,127,751 |
Oji Holdings Corp. | 126,593 | 534,773 |
Shin-Etsu Chemical Co., Ltd. | 105,700 | 7,252,977 |
Sumitomo Chemical Co., Ltd. | 258,468 | 1,208,613 |
Sumitomo Metal Mining Co., Ltd. | 109,841 | 1,735,202 |
Sumitomo Osaka Cement Co., Ltd. | 52,303 | 160,569 |
Taiheiyo Cement Corp. | 203,024 | 679,322 |
Taiyo Nippon Sanso Corp. | 18,799 | 290,135 |
Teijin Ltd. | 137,063 | 464,348 |
Toray Industries, Inc. | 277,314 | 2,303,739 |
Tosoh Corp. | 38,692 | 193,873 |
Toyobo Co., Ltd. | 114,029 | 160,248 |
Ube Industries Ltd. | 127,640 | 208,204 |
Zeon Corp. | 29,269 | 274,951 |
47,022,767 | ||
Media 0.1% | ||
Dentsu, Inc. | 50,856 | 2,216,402 |
Hakuhodo DY Holdings, Inc. | 166,179 | 1,837,706 |
Shochiku Co., Ltd. | 29,269 | 274,707 |
Toho Co., Ltd. | 22,787 | 553,735 |
4,882,550 | ||
Pharmaceuticals, Biotechnology & Life Sciences 1.1% | ||
Astellas Pharma, Inc. | 528,500 | 8,404,187 |
Chugai Pharmaceutical Co., Ltd. | 47,168 | 1,438,181 |
Daiichi Sankyo Co., Ltd. | 129,734 | 2,031,553 |
Eisai Co., Ltd. | 51,356 | 2,681,535 |
Hisamitsu Pharmaceutical Co., Inc. | 10,870 | 405,994 |
Kaken Pharmaceutical Co., Ltd. | 10,423 | 308,213 |
KYORIN Holdings, Inc. | 7,729 | 173,077 |
Mitsubishi Tanabe Pharma Corp. | 105,700 | 1,780,750 |
Nippon Shinyaku Co., Ltd. | 12,517 | 420,916 |
Ono Pharmaceutical Co., Ltd. | 19,996 | 1,990,484 |
Otsuka Holdings Co., Ltd. | 79,325 | 2,378,522 |
Rohto Pharmaceutical Co., Ltd. | 20,893 | 259,885 |
Santen Pharmaceutical Co., Ltd. | 8,676 | 581,327 |
Sawai Pharmaceutical Co., Ltd. | 3,941 | 244,942 |
Shionogi & Co., Ltd. | 62,126 | 1,826,700 |
Sumitomo Dainippon Pharma Co., Ltd. | 37,945 | 414,223 |
Taisho Pharmaceutical Holdings Co., Ltd. | 2,694 | 183,439 |
Takeda Pharmaceutical Co., Ltd. | 157,156 | 8,049,406 |
Tsumura & Co. | 78,778 | 1,942,020 |
35,515,354 | ||
Real Estate 0.7% | ||
Aeon Mall Co., Ltd. | 8,576 | 165,932 |
Daikyo, Inc. | 261,609 | 387,342 |
Daito Trust Construction Co., Ltd. | 12,417 | 1,343,543 |
Daiwa House Industry Co., Ltd. | 213,447 | 4,200,377 |
Hulic Co., Ltd. | 47,615 | 520,182 |
Mitsubishi Estate Co., Ltd. | 220,477 | 5,152,056 |
Mitsui Fudosan Co., Ltd. | 223,917 | 6,155,868 |
Nomura Real Estate Holdings, Inc. | 6,782 | 119,817 |
NTT Urban Development Corp. | 58,785 | 602,381 |
Sumitomo Real Estate Sales Co., Ltd. | 11,170 | 299,468 |
Security | Number of Shares | Value ($) |
Sumitomo Realty & Development Co., Ltd. | 85,627 | 2,944,603 |
Tokyo Tatemono Co., Ltd. | 70,102 | 521,902 |
Tokyu Fudosan Holdings Corp. | 105,700 | 722,380 |
23,135,851 | ||
Retailing 0.6% | ||
Aoyama Trading Co., Ltd. | 19,946 | 664,895 |
Don Quijote Holdings Co., Ltd. | 11,570 | 899,120 |
Fast Retailing Co., Ltd. | 9,076 | 3,517,429 |
Isetan Mitsukoshi Holdings Ltd. | 147,233 | 2,252,618 |
J Front Retailing Co., Ltd. | 38,692 | 554,754 |
Marui Group Co., Ltd. | 105,700 | 1,238,744 |
Nitori Holdings Co., Ltd. | 13,564 | 898,631 |
Rakuten, Inc. | 211,400 | 3,522,597 |
Ryohin Keikaku Co., Ltd. | 2,894 | 377,410 |
Sanrio Co., Ltd. | 20,293 | 597,527 |
Shimamura Co., Ltd. | 2,994 | 290,271 |
Start Today Co., Ltd. | 5,535 | 134,827 |
Takashimaya Co., Ltd. | 68,008 | 636,019 |
USS Co., Ltd. | 105,700 | 1,869,169 |
Yamada Denki Co., Ltd. | 193,354 | 839,439 |
18,293,450 | ||
Semiconductors & Semiconductor Equipment 0.2% | ||
Advantest Corp. | 75,737 | 1,002,900 |
Disco Corp. | 4,588 | 422,167 |
Rohm Co., Ltd. | 14,111 | 910,083 |
Sumco Corp. | 19,246 | 387,029 |
Tokyo Electron Ltd. | 36,198 | 2,722,155 |
5,444,334 | ||
Software & Services 0.4% | ||
Dena Co., Ltd. | 20,093 | 240,353 |
Fujitsu Ltd. | 371,497 | 2,240,263 |
Gree, Inc. (a) | 54,297 | 319,301 |
Kakaku.com, Inc. | 18,699 | 310,333 |
Konami Corp. | 25,628 | 518,370 |
Nexon Co., Ltd. | 26,028 | 269,544 |
Nintendo Co., Ltd. | 21,740 | 2,324,122 |
Nomura Research Institute Ltd. | 24,781 | 867,527 |
NTT Data Corp. | 27,822 | 1,148,535 |
Obic Co., Ltd. | 20,293 | 754,547 |
Otsuka Corp. | 15,158 | 601,020 |
Square Enix Holdings Co., Ltd. | 22,287 | 456,199 |
Trend Micro, Inc. | 17,752 | 604,380 |
Yahoo Japan Corp. | 317,100 | 1,275,880 |
11,930,374 | ||
Technology Hardware & Equipment 1.5% | ||
Alps Electric Co., Ltd. | 35,851 | 806,719 |
Anritsu Corp. | 57,938 | 413,410 |
Azbil Corp. | 7,529 | 202,167 |
Brother Industries Ltd. | 66,514 | 1,121,688 |
Canon, Inc. | 230,546 | 7,500,049 |
Citizen Holdings Co., Ltd. | 34,204 | 259,509 |
FUJIFILM Holdings Corp. | 105,700 | 3,645,056 |
Hamamatsu Photonics K.K. | 22,687 | 1,263,921 |
Hirose Electric Co., Ltd. | 4,388 | 576,649 |
Hitachi Ltd. | 1,057,000 | 7,232,641 |
Hoya Corp. | 92,389 | 3,730,879 |
Ibiden Co., Ltd. | 6,882 | 115,885 |
Japan Aviation Electronics Industry Ltd. | 17,752 | 423,660 |
Security | Number of Shares | Value ($) |
Japan Display, Inc. * | 113,729 | 465,210 |
Keyence Corp. | 8,876 | 4,536,565 |
Konica Minolta, Inc. | 73,243 | 747,471 |
Kyocera Corp. | 58,585 | 2,960,492 |
Murata Manufacturing Co., Ltd. | 36,298 | 4,477,092 |
NEC Corp. | 466,727 | 1,421,127 |
Omron Corp. | 34,204 | 1,510,704 |
Ricoh Co., Ltd. | 132,875 | 1,321,025 |
Seiko Epson Corp. | 27,375 | 1,006,425 |
Shimadzu Corp. | 30,316 | 327,645 |
Taiyo Yuden Co., Ltd. | 18,499 | 224,380 |
TDK Corp. | 21,740 | 1,531,229 |
Topcon Corp. | 5,335 | 111,167 |
Yaskawa Electric Corp. | 46,021 | 642,897 |
Yokogawa Electric Corp. | 106,700 | 1,131,755 |
49,707,417 | ||
Telecommunication Services 0.9% | ||
KDDI Corp. | 110,788 | 7,682,735 |
Nippon Telegraph & Telephone Corp. | 70,202 | 4,357,345 |
NTT DOCOMO, Inc. | 253,133 | 4,498,566 |
SoftBank Corp. | 183,431 | 11,303,996 |
27,842,642 | ||
Transportation 1.0% | ||
Central Japan Railway Co. | 37,145 | 6,913,516 |
East Japan Railway Co. | 80,772 | 6,780,267 |
Hankyu Hanshin Holdings, Inc. | 229,152 | 1,451,069 |
Japan Airlines Co., Ltd. | 39,439 | 1,214,066 |
Kawasaki Kisen Kaisha Ltd. | 141,251 | 430,092 |
Keikyu Corp. | 104,653 | 851,791 |
Keio Corp. | 151,721 | 1,261,539 |
Keisei Electric Railway Co., Ltd. | 134,969 | 1,829,017 |
Kintetsu Corp. | 347,416 | 1,348,455 |
Mitsui OSK Lines Ltd. | 326,476 | 1,166,132 |
Nagoya Railroad Co., Ltd. | 104,653 | 442,966 |
Nippon Express Co., Ltd. | 112,982 | 632,272 |
Nippon Yusen K.K. | 334,852 | 1,005,578 |
Odakyu Electric Railway Co., Ltd. | 94,183 | 982,444 |
Tobu Railway Co., Ltd. | 239,622 | 1,190,643 |
Tokyu Corp. | 200,930 | 1,363,120 |
West Japan Railway Co. | 49,562 | 2,825,836 |
Yamato Holdings Co., Ltd. | 105,700 | 2,475,721 |
34,164,524 | ||
Utilities 0.5% | ||
Chubu Electric Power Co., Inc. * | 211,400 | 2,606,580 |
Electric Power Development Co., Ltd. | 31,073 | 1,038,409 |
Hokkaido Electric Power Co., Inc. * | 33,157 | 259,054 |
Hokuriku Electric Power Co. | 105,700 | 1,410,276 |
Kyushu Electric Power Co., Inc. | 105,700 | 913,364 |
Osaka Gas Co., Ltd. | 294,066 | 1,213,703 |
The Chugoku Electric Power Co., Inc. | 106,300 | 1,400,498 |
The Kansai Electric Power Co., Inc. * | 211,400 | 1,898,347 |
Toho Gas Co., Ltd. | 141,251 | 795,198 |
Tohoku Electric Power Co., Inc. | 105,700 | 1,238,744 |
Security | Number of Shares | Value ($) |
Tokyo Electric Power Co., Inc. * | 317,100 | 1,244,050 |
Tokyo Gas Co., Ltd. | 368,356 | 2,243,815 |
16,262,038 | ||
658,812,568 | ||
Netherlands 2.5% | ||
Banks 0.4% | ||
ING Groep N.V. CVA * | 768,439 | 11,510,933 |
Capital Goods 0.2% | ||
Boskalis Westminster N.V. | 8,456 | 393,851 |
Koninklijke Philips N.V. | 213,120 | 6,399,260 |
OCI N.V. * | 13,741 | 584,908 |
7,378,019 | ||
Commercial & Professional Services 0.1% | ||
Randstad Holding N.V. | 30,653 | 1,810,208 |
Energy 0.1% | ||
Koninklijke Vopak N.V. | 22,516 | 1,186,988 |
SBM Offshore N.V. * | 42,280 | 497,945 |
1,684,933 | ||
Food & Staples Retailing 0.1% | ||
Koninklijke Ahold N.V. | 138,971 | 2,613,274 |
Food, Beverage & Tobacco 0.6% | ||
Heineken Holding N.V. | 23,254 | 1,621,570 |
Heineken N.V. | 46,835 | 3,668,867 |
Unilever N.V. CVA | 321,132 | 14,011,686 |
19,302,123 | ||
Insurance 0.1% | ||
Aegon N.V. | 425,971 | 3,306,308 |
Materials 0.2% | ||
Akzo Nobel N.V. | 48,622 | 3,621,247 |
ArcelorMittal | 209,286 | 2,293,464 |
Koninklijke DSM N.V. | 39,109 | 2,188,943 |
8,103,654 | ||
Media 0.2% | ||
Altice S.A. * | 9,513 | 950,719 |
Reed Elsevier N.V. | 146,923 | 3,658,474 |
Wolters Kluwer N.V. | 63,420 | 2,061,849 |
6,671,042 | ||
Real Estate 0.2% | ||
Unibail-Rodamco SE | 20,735 | 5,991,108 |
Semiconductors & Semiconductor Equipment 0.2% | ||
ASML Holding N.V. | 69,616 | 7,543,769 |
Software & Services 0.0% | ||
Gemalto N.V. | 15,855 | 1,290,034 |
Telecommunication Services 0.1% | ||
Koninklijke KPN N.V. | 637,714 | 2,183,070 |
Transportation 0.0% | ||
TNT Express N.V. | 95,130 | 582,703 |
79,971,178 | ||
New Zealand 0.2% | ||
Consumer Services 0.0% | ||
SKYCITY Entertainment Group Ltd. | 196,602 | 593,627 |
Health Care Equipment & Services 0.0% | ||
Ryman Healthcare Ltd. | 41,223 | 253,619 |
Security | Number of Shares | Value ($) |
Materials 0.0% | ||
Fletcher Building Ltd. | 109,928 | 718,745 |
Real Estate 0.0% | ||
Kiwi Property Group Ltd. | 531,026 | 528,438 |
Software & Services 0.0% | ||
Xero Ltd. * | 11,627 | 217,329 |
Telecommunication Services 0.1% | ||
Spark New Zealand Ltd. | 420,686 | 1,041,018 |
Transportation 0.1% | ||
Auckland International Airport Ltd. | 370,684 | 1,220,241 |
Utilities 0.0% | ||
Contact Energy Ltd. | 143,382 | 670,557 |
5,243,574 | ||
Norway 0.6% | ||
Banks 0.1% | ||
DNB A.S.A. | 245,224 | 4,010,872 |
Energy 0.2% | ||
Akastor A.S.A. | 29,631 | 69,745 |
Aker Solutions A.S.A. * | 29,631 | 166,984 |
Seadrill Ltd. | 73,990 | 858,178 |
Statoil A.S.A. | 207,172 | 3,923,378 |
Subsea 7 S.A. | 72,933 | 726,439 |
5,744,724 | ||
Food, Beverage & Tobacco 0.1% | ||
Orkla A.S.A. | 211,400 | 1,667,872 |
Insurance 0.0% | ||
Gjensidige Forsikring A.S.A. | 46,508 | 814,321 |
Materials 0.1% | ||
Norsk Hydro A.S.A. | 177,576 | 1,019,341 |
Yara International A.S.A. | 37,422 | 2,069,668 |
3,089,009 | ||
Media 0.0% | ||
Schibsted A.S.A. | 19,026 | 1,137,782 |
Telecommunication Services 0.1% | ||
Telenor A.S.A. | 136,353 | 2,748,415 |
19,212,995 | ||
Portugal 0.1% | ||
Banks 0.0% | ||
Banco Comercial Portugues S.A. - Reg'd * | 8,864,002 | 827,200 |
Banco Espirito Santo S.A. - Reg'd *(b)(c) | 505,213 | — |
827,200 | ||
Energy 0.0% | ||
Galp Energia, SGPS, S.A. | 104,643 | 1,233,001 |
Telecommunication Services 0.0% | ||
Portugal Telecom, SGPS, S.A. - Reg'd | 39,907 | 30,796 |
Utilities 0.1% | ||
EDP - Energias de Portugal S.A. | 535,899 | 2,119,446 |
4,210,443 |
Security | Number of Shares | Value ($) |
Republic of Korea 3.6% | ||
Automobiles & Components 0.3% | ||
Halla Visteon Climate Control Corp. * | 3,558 | 138,910 |
Hankook Tire Co., Ltd. * | 15,037 | 657,625 |
Hyundai Mobis Co., Ltd. | 12,816 | 2,913,391 |
Hyundai Motor Co. | 30,646 | 4,481,511 |
Hyundai Wia Corp. | 2,062 | 263,961 |
Kia Motors Corp. | 52,324 | 2,169,142 |
10,624,540 | ||
Banks 0.3% | ||
BS Financial Group, Inc. | 45,760 | 621,224 |
Hana Financial Group, Inc. | 59,059 | 1,619,676 |
KB Financial Group, Inc. ADR | 105,700 | 3,766,091 |
Kyongnam Bank * | 3,021 | 28,901 |
Shinhan Financial Group Co., Ltd. ADR | 124,854 | 4,956,704 |
10,992,596 | ||
Capital Goods 0.4% | ||
CJ Corp. | 4,000 | 632,317 |
Daelim Industrial Co., Ltd. | 24,143 | 1,425,417 |
Daewoo International Corp. | 5,027 | 132,826 |
Daewoo Shipbuilding & Marine Engineering Co., Ltd. * | 11,644 | 214,834 |
Doosan Corp. | 1,746 | 190,102 |
Doosan Heavy Industries & Construction Co., Ltd. | 14,480 | 383,257 |
GS Engineering & Construction Corp. * | 5,464 | 150,844 |
Hyundai Development Co-Engineering & Construction | 6,700 | 305,225 |
Hyundai Engineering & Construction Co., Ltd. | 20,409 | 918,596 |
Hyundai Heavy Industries Co., Ltd. * | 7,964 | 870,739 |
Hyundai Mipo Dockyard Co., Ltd. * | 1,366 | 95,709 |
KCC Corp. | 1,332 | 717,245 |
KEPCO Engineering & Construction Co., Inc. * | 2,732 | 119,481 |
LG Corp. | 13,525 | 783,736 |
LG Hausys Ltd. | 1,709 | 302,078 |
Neo Holdings Co., Ltd. *(b)(c) | 1,746 | — |
Samsung C&T Corp. | 47,482 | 2,621,666 |
Samsung Engineering Co., Ltd. * | 6,147 | 235,228 |
Samsung Heavy Industries Co., Ltd. | 28,686 | 514,887 |
Samsung Techwin Co., Ltd. * | 4,690 | 106,402 |
SK Holdings Co., Ltd. | 7,007 | 1,187,465 |
11,908,054 | ||
Commercial & Professional Services 0.0% | ||
S-1 Corp. | 6,932 | 505,271 |
Consumer Durables & Apparel 0.1% | ||
Coway Co., Ltd. | 10,500 | 824,655 |
LG Electronics, Inc. | 24,304 | 1,368,491 |
2,193,146 | ||
Consumer Services 0.0% | ||
Kangwon Land, Inc. * | 24,840 | 769,496 |
Diversified Financials 0.1% | ||
Daewoo Securities Co., Ltd. | 53,600 | 520,104 |
Korea Investment Holdings Co., Ltd. * | 13,000 | 646,713 |
Security | Number of Shares | Value ($) |
Samsung Card Co., Ltd. | 6,960 | 237,802 |
Samsung Securities Co., Ltd. | 14,820 | 644,084 |
2,048,703 | ||
Energy 0.1% | ||
GS Holdings Corp. | 14,877 | 599,797 |
S-Oil Corp. | 3,415 | 201,624 |
SK Innovation Co., Ltd. * | 9,562 | 901,705 |
1,703,126 | ||
Food & Staples Retailing 0.0% | ||
E-Mart Co., Ltd. | 4,879 | 953,529 |
Food, Beverage & Tobacco 0.1% | ||
CJ CheilJedang Corp. | 1,700 | 553,733 |
KT&G Corp. | 24,444 | 1,781,714 |
Lotte Chilsung Beverage Co., Ltd. * | 907 | 1,456,919 |
Lotte Confectionery Co., Ltd. * | 300 | 497,198 |
Orion Corp. | 464 | 407,541 |
4,697,105 | ||
Household & Personal Products 0.1% | ||
Amorepacific Corp. | 704 | 1,831,279 |
AMOREPACIFIC Group | 700 | 852,080 |
LG Household & Health Care Ltd. | 2,320 | 1,416,245 |
4,099,604 | ||
Insurance 0.2% | ||
Dongbu Insurance Co., Ltd. | 12,977 | 626,651 |
Hanwha Life Insurance Co., Ltd. * | 20,000 | 142,317 |
Hyundai Marine & Fire Insurance Co., Ltd. | 51,234 | 1,272,039 |
Samsung Fire & Marine Insurance Co., Ltd. | 6,700 | 1,556,649 |
Samsung Life Insurance Co., Ltd. | 13,416 | 1,217,470 |
4,815,126 | ||
Materials 0.3% | ||
Hanwha Chemical Corp. | 9,562 | 122,841 |
Hyosung Corp. | 7,728 | 515,411 |
Korea Zinc Co., Ltd. * | 1,524 | 568,610 |
Kumho Petrochemical Co., Ltd. | 4,781 | 375,493 |
LG Chem Ltd. | 7,620 | 1,596,829 |
Lotte Chemical Corp. | 1,982 | 344,013 |
POSCO ADR | 73,409 | 4,451,522 |
Samsung Fine Chemicals Co., Ltd. | 4,781 | 157,036 |
8,131,755 | ||
Media 0.0% | ||
Cheil Worldwide, Inc. * | 10,000 | 190,424 |
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
Celltrion, Inc. * | 13,215 | 788,650 |
Yuhan Corp. | 1,366 | 212,825 |
1,001,475 | ||
Retailing 0.0% | ||
Hotel Shilla Co., Ltd. | 6,804 | 613,727 |
Hyundai Department Store Co., Ltd. | 2,016 | 246,133 |
Lotte Shopping Co., Ltd. | 2,388 | 543,939 |
1,403,799 | ||
Semiconductors & Semiconductor Equipment 0.1% | ||
SK Hynix, Inc. | 107,765 | 4,575,508 |
Software & Services 0.2% | ||
Daum Kakao Corp. * | 7,509 | 910,617 |
NAVER Corp. | 5,503 | 3,314,184 |
Security | Number of Shares | Value ($) |
NCSoft Corp. | 2,010 | 326,896 |
NHN Entertainment Corp. * | 2,478 | 160,752 |
Samsung SDS Co., Ltd. | 5,160 | 1,361,050 |
SK C&C Co., Ltd. | 2,800 | 553,597 |
6,627,096 | ||
Technology Hardware & Equipment 1.0% | ||
LG Display Co., Ltd. ADR | 105,700 | 1,635,179 |
Samsung Electro-Mechanics Co., Ltd. | 6,653 | 417,650 |
Samsung Electronics Co., Ltd. GDR | 44,996 | 27,942,516 |
Samsung SDI Co., Ltd. | 11,303 | 1,405,730 |
31,401,075 | ||
Telecommunication Services 0.1% | ||
KT Corp. ADR | 72,933 | 1,021,791 |
LG Uplus Corp. | 37,570 | 405,635 |
SK Telecom Co., Ltd. ADR | 83,859 | 2,437,781 |
3,865,207 | ||
Transportation 0.1% | ||
CJ Korea Express Co., Ltd. * | 3,145 | 518,651 |
Hyundai Glovis Co., Ltd. | 4,249 | 923,317 |
Hyundai Merchant Marine Co., Ltd. * | 13,216 | 108,854 |
Korean Air Lines Co., Ltd. * | 4,781 | 218,674 |
1,769,496 | ||
Utilities 0.1% | ||
Korea Electric Power Corp. ADR * | 105,700 | 2,185,876 |
Korea Gas Corp. | 3,633 | 140,348 |
2,326,224 | ||
116,602,355 | ||
Singapore 1.2% | ||
Banks 0.4% | ||
DBS Group Holdings Ltd. | 306,630 | 4,411,991 |
Oversea-Chinese Banking Corp., Ltd. | 551,784 | 4,251,670 |
United Overseas Bank Ltd. | 196,742 | 3,337,136 |
12,000,797 | ||
Capital Goods 0.1% | ||
COSCO Corp., Ltd. (a) | 456,257 | 174,439 |
Keppel Corp., Ltd. | 258,468 | 1,662,815 |
Noble Group Ltd. | 1,057,181 | 757,850 |
Singapore Technologies Engineering Ltd. | 452,069 | 1,166,651 |
Yangzijiang Shipbuilding Holdings Ltd. | 693,952 | 625,021 |
4,386,776 | ||
Consumer Services 0.0% | ||
Genting Singapore plc | 1,266,306 | 917,073 |
Diversified Financials 0.0% | ||
Singapore Exchange Ltd. | 84,513 | 508,283 |
Food & Staples Retailing 0.0% | ||
Olam International Ltd. | 376,732 | 553,977 |
Food, Beverage & Tobacco 0.1% | ||
Golden Agri-Resources Ltd. | 2,114,000 | 629,491 |
Indofood Agri Resources Ltd. | 1,057,000 | 544,004 |
Wilmar International Ltd. | 278,361 | 663,105 |
1,836,600 |
Security | Number of Shares | Value ($) |
Media 0.0% | ||
Singapore Press Holdings Ltd. (a) | 282,549 | 849,662 |
Real Estate 0.3% | ||
CapitaCommercial Trust | 1,057,000 | 1,371,667 |
CapitaLand Ltd. | 1,057,000 | 2,789,964 |
CapitaMall Trust | 1,057,000 | 1,639,784 |
City Developments Ltd. | 87,901 | 661,148 |
Global Logistic Properties Ltd. | 555,675 | 1,058,156 |
Wing Tai Holdings Ltd. | 597,555 | 782,037 |
8,302,756 | ||
Technology Hardware & Equipment 0.0% | ||
Venture Corp., Ltd. | 76,384 | 456,024 |
Telecommunication Services 0.1% | ||
Singapore Telecommunications Ltd. | 1,558,278 | 4,834,889 |
Transportation 0.2% | ||
ComfortDelGro Corp., Ltd. | 686,503 | 1,483,949 |
Hutchison Port Holdings Trust | 1,057,000 | 734,615 |
SIA Engineering Co., Ltd. | 425,894 | 1,330,821 |
Singapore Post Ltd. | 1,057,000 | 1,554,297 |
5,103,682 | ||
39,750,519 | ||
Spain 2.8% | ||
Banks 1.2% | ||
Banco Bilbao Vizcaya Argentaria S.A. | 1,195,467 | 12,041,238 |
Banco de Sabadell S.A. | 781,581 | 2,152,201 |
Banco Popular Espanol S.A. | 335,716 | 1,549,150 |
Banco Santander S.A. | 2,737,784 | 20,061,761 |
Bankia S.A. * | 950,546 | 1,383,901 |
Bankinter S.A. | 122,612 | 961,181 |
CaixaBank S.A. | 393,204 | 1,830,304 |
39,979,736 | ||
Capital Goods 0.1% | ||
ACS, Actividades de Construccion y Servicios S.A. | 42,280 | 1,575,404 |
Ferrovial S.A. | 106,757 | 2,267,950 |
Zardoya Otis S.A. | 31,756 | 385,042 |
4,228,396 | ||
Diversified Financials 0.0% | ||
Corporacion Financiera Alba S.A. | 8,456 | 436,295 |
Energy 0.1% | ||
Repsol S.A. | 228,312 | 4,423,887 |
Food & Staples Retailing 0.0% | ||
Distribuidora Internacional de Alimentacion S.A. | 116,270 | 887,208 |
Insurance 0.0% | ||
Mapfre S.A. | 156,436 | 550,789 |
Media 0.0% | ||
Mediaset Espana Comunicacion S.A. * | 28,539 | 353,399 |
Pharmaceuticals, Biotechnology & Life Sciences 0.1% | ||
Grifols S.A. | 35,537 | 1,445,127 |
Retailing 0.3% | ||
Inditex S.A. | 248,495 | 7,827,973 |
Security | Number of Shares | Value ($) |
Software & Services 0.1% | ||
Amadeus IT Holding S.A., A Shares | 82,446 | 3,407,723 |
Telecommunication Services 0.4% | ||
Telefonica S.A. | 847,871 | 13,214,342 |
Transportation 0.1% | ||
Abertis Infraestructuras S.A. | 79,275 | 1,551,633 |
Utilities 0.4% | ||
Acciona S.A. * | 25,144 | 1,974,757 |
Enagas S.A. | 47,565 | 1,462,892 |
Gas Natural SDG S.A. | 89,686 | 2,172,376 |
Iberdrola S.A. | 1,007,321 | 6,900,062 |
Red Electrica Corp. S.A. | 16,967 | 1,449,023 |
13,959,110 | ||
92,265,618 | ||
Sweden 2.7% | ||
Banks 0.7% | ||
Nordea Bank AB | 663,796 | 8,953,277 |
Skandinaviska Enskilda Banken AB, A Shares | 345,639 | 4,359,467 |
Svenska Handelsbanken AB, A Shares | 107,150 | 5,395,558 |
Swedbank AB, A Shares | 184,975 | 4,812,466 |
23,520,768 | ||
Capital Goods 0.7% | ||
Alfa Laval AB | 75,047 | 1,506,204 |
Assa Abloy AB, B Shares | 61,636 | 3,698,566 |
Atlas Copco AB, A Shares | 120,796 | 3,894,379 |
Atlas Copco AB, B Shares | 91,959 | 2,735,369 |
Sandvik AB | 196,602 | 2,206,270 |
Skanska AB, B Shares | 91,959 | 2,292,153 |
SKF AB, B Shares | 99,358 | 2,501,595 |
Trelleborg AB, B Shares | 5,285 | 106,831 |
Volvo AB, B Shares | 310,758 | 3,748,135 |
22,689,502 | ||
Commercial & Professional Services 0.0% | ||
Securitas AB, B Shares | 104,643 | 1,489,210 |
Consumer Durables & Apparel 0.1% | ||
Electrolux AB, Series B | 64,477 | 2,104,977 |
Husqvarna AB, B Shares | 29,712 | 232,438 |
2,337,415 | ||
Diversified Financials 0.2% | ||
Industrivarden AB, A Shares | 61,306 | 1,237,035 |
Investment AB Kinnevik, B Shares | 29,596 | 996,025 |
Investor AB, B Shares | 94,205 | 3,746,402 |
5,979,462 | ||
Energy 0.0% | ||
Lundin Petroleum AB * | 42,305 | 623,359 |
Food, Beverage & Tobacco 0.1% | ||
Swedish Match AB | 69,874 | 2,200,749 |
Health Care Equipment & Services 0.1% | ||
Elekta AB, B Shares | 29,596 | 308,885 |
Getinge AB, B Shares | 44,394 | 1,226,846 |
1,535,731 | ||
Household & Personal Products 0.1% | ||
Svenska Cellulosa AB SCA, B Shares | 121,555 | 3,022,571 |
Security | Number of Shares | Value ($) |
Materials 0.0% | ||
Boliden AB | 40,166 | 812,879 |
Holmen AB, B Shares | 11,627 | 403,981 |
1,216,860 | ||
Media 0.0% | ||
Modern Times Group MTG AB, B Shares | 12,684 | 392,500 |
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
Meda AB, A Shares | 35,938 | 581,678 |
Retailing 0.3% | ||
Hennes & Mauritz AB, B Shares | 184,305 | 8,038,864 |
Technology Hardware & Equipment 0.3% | ||
Hexagon AB, B Shares | 51,793 | 1,869,721 |
Telefonaktiebolaget LM Ericsson, B Shares | 596,148 | 7,726,355 |
9,596,076 | ||
Telecommunication Services 0.1% | ||
Tele2 AB, B Shares | 96,187 | 1,128,424 |
TeliaSonera AB | 537,162 | 3,410,092 |
4,538,516 | ||
87,763,261 | ||
Switzerland 7.9% | ||
Banks 0.0% | ||
Banque Cantonale Vaudoise - Reg'd | 1,057 | 608,778 |
Capital Goods 0.6% | ||
ABB Ltd. - Reg'd * | 513,380 | 11,074,495 |
Geberit AG - Reg'd | 10,570 | 3,786,469 |
Schindler Holding AG | 12,684 | 2,104,634 |
Schindler Holding AG - Reg'd | 9,553 | 1,559,920 |
Sulzer AG - Reg'd | 3,171 | 387,678 |
18,913,196 | ||
Commercial & Professional Services 0.2% | ||
Adecco S.A. - Reg'd * | 35,938 | 2,843,196 |
DKSH Holding AG | 8,456 | 700,207 |
SGS S.A. - Reg'd | 1,057 | 2,150,794 |
5,694,197 | ||
Consumer Durables & Apparel 0.4% | ||
Cie Financiere Richemont S.A. - Reg'd | 106,757 | 9,459,481 |
The Swatch Group AG | 7,399 | 3,391,208 |
The Swatch Group AG - Reg'd | 15,254 | 1,350,816 |
14,201,505 | ||
Diversified Financials 0.7% | ||
Credit Suisse Group AG - Reg'd * | 272,323 | 6,684,553 |
GAM Holding AG * | 40,166 | 788,067 |
Julius Baer Group Ltd. * | 45,519 | 2,113,176 |
Pargesa Holding S.A. | 5,285 | 399,999 |
UBS Group AG * | 777,555 | 13,738,445 |
23,724,240 | ||
Energy 0.0% | ||
Transocean Ltd. *(a) | 72,933 | 1,174,775 |
Security | Number of Shares | Value ($) |
Food, Beverage & Tobacco 1.7% | ||
Aryzta AG * | 20,083 | 1,614,267 |
Chocoladefabriken Lindt & Sprungli AG - Reg'd | 14 | 917,384 |
Nestle S.A. - Reg'd | 649,605 | 50,981,658 |
53,513,309 | ||
Health Care Equipment & Services 0.1% | ||
Sonova Holding AG - Reg'd | 11,627 | 1,620,176 |
Insurance 0.6% | ||
Baloise Holding AG - Reg'd | 9,513 | 1,244,316 |
Swiss Life Holding AG - Reg'd * | 3,670 | 876,077 |
Swiss Re AG * | 80,332 | 7,427,321 |
Zurich Insurance Group AG * | 31,710 | 10,195,367 |
19,743,081 | ||
Materials 0.6% | ||
Clariant AG - Reg'd * | 16,932 | 308,277 |
Givaudan S.A. - Reg'd * | 2,662 | 5,141,479 |
Holcim Ltd. - Reg'd * | 45,451 | 3,526,288 |
Sika AG | 367 | 1,303,856 |
Syngenta AG - Reg'd | 21,140 | 7,488,198 |
17,768,098 | ||
Pharmaceuticals, Biotechnology & Life Sciences 2.9% | ||
Actelion Ltd. - Reg'd * | 24,311 | 2,926,039 |
Galenica AG - Reg'd | 445 | 388,202 |
Lonza Group AG - Reg'd * | 8,456 | 1,048,080 |
Novartis AG - Reg'd | 480,980 | 49,442,512 |
Roche Holding AG | 144,060 | 39,327,772 |
93,132,605 | ||
Real Estate 0.0% | ||
Swiss Prime Site AG - Reg'd * | 15,855 | 1,451,703 |
Telecommunication Services 0.1% | ||
Swisscom AG - Reg'd | 5,709 | 3,291,106 |
Transportation 0.0% | ||
Kuehne & Nagel International AG - Reg'd | 10,570 | 1,547,591 |
256,384,360 | ||
United Kingdom 18.1% | ||
Automobiles & Components 0.1% | ||
GKN plc | 347,753 | 1,962,648 |
Banks 2.2% | ||
Barclays plc | 3,296,129 | 13,086,062 |
HSBC Holdings plc | 3,888,531 | 34,691,878 |
Lloyds Banking Group plc * | 11,407,144 | 13,926,587 |
Royal Bank of Scotland Group plc * | 416,518 | 2,363,617 |
Standard Chartered plc | 440,032 | 6,739,049 |
70,807,193 | ||
Capital Goods 0.9% | ||
Ashtead Group plc | 108,871 | 2,002,165 |
BAE Systems plc | 713,475 | 5,865,852 |
Bunzl plc | 57,078 | 1,672,429 |
Cobham plc | 206,115 | 1,087,143 |
IMI plc | 69,156 | 1,475,925 |
Meggitt plc | 135,296 | 1,139,520 |
Melrose Industries plc (c) | 290,505 | 1,346,390 |
Rolls-Royce Holdings plc * | 421,743 | 6,185,215 |
Smiths Group plc | 97,244 | 1,735,743 |
The Weir Group plc | 38,052 | 1,002,046 |
Security | Number of Shares | Value ($) |
Travis Perkins plc | 51,793 | 1,613,624 |
Wolseley plc | 63,479 | 3,895,567 |
29,021,619 | ||
Commercial & Professional Services 0.4% | ||
Aggreko plc | 54,198 | 1,430,579 |
Babcock International Group plc | 73,094 | 1,140,890 |
Capita plc | 132,125 | 2,425,728 |
Experian plc | 208,229 | 3,855,127 |
G4S plc | 300,188 | 1,382,453 |
Intertek Group plc | 26,425 | 1,033,180 |
Rentokil Initial plc | 471,422 | 985,708 |
12,253,665 | ||
Consumer Durables & Apparel 0.2% | ||
Barratt Developments plc | 89,475 | 712,805 |
Berkeley Group Holdings plc | 38,546 | 1,558,920 |
Burberry Group plc | 103,174 | 2,984,811 |
Persimmon plc * | 24,865 | 677,841 |
Taylor Wimpey plc | 739,900 | 1,652,272 |
7,586,649 | ||
Consumer Services 0.5% | ||
Carnival plc | 27,809 | 1,255,759 |
Compass Group plc | 331,328 | 5,898,632 |
InterContinental Hotels Group plc | 46,900 | 1,920,700 |
Merlin Entertainments plc (g) | 54,007 | 351,460 |
TUI AG | 81,180 | 1,476,611 |
Whitbread plc | 43,337 | 3,519,429 |
William Hill plc | 299,367 | 1,747,397 |
16,169,988 | ||
Diversified Financials 0.3% | ||
3i Group plc | 227,255 | 1,733,522 |
Aberdeen Asset Management plc | 292,046 | 2,114,921 |
Ashmore Group plc | 72,933 | 345,120 |
Hargreaves Lansdown plc | 48,622 | 849,087 |
ICAP plc | 176,519 | 1,462,167 |
Investec plc | 83,503 | 745,883 |
London Stock Exchange Group plc | 26,797 | 1,027,019 |
Schroders plc | 32,767 | 1,557,121 |
9,834,840 | ||
Energy 2.6% | ||
Amec Foster Wheeler plc | 69,762 | 949,268 |
BG Group plc | 708,275 | 10,485,958 |
BP plc | 3,729,145 | 25,821,201 |
John Wood Group plc | 106,757 | 1,097,956 |
Petrofac Ltd. | 54,964 | 747,059 |
Royal Dutch Shell plc, A Shares | 795,007 | 26,021,815 |
Royal Dutch Shell plc, B Shares | 521,211 | 17,764,841 |
Tullow Oil plc | 209,286 | 1,252,646 |
84,140,744 | ||
Food & Staples Retailing 0.3% | ||
J Sainsbury plc | 334,392 | 1,405,095 |
Tesco plc | 1,670,060 | 6,333,552 |
William Morrison Supermarkets plc | 558,096 | 1,687,875 |
9,426,522 | ||
Food, Beverage & Tobacco 2.3% | ||
Associated British Foods plc | 78,218 | 3,777,438 |
British American Tobacco plc | 380,602 | 22,245,044 |
Coca-Cola HBC AG CDI * | 42,280 | 759,245 |
Diageo plc | 528,500 | 15,808,070 |
Imperial Tobacco Group plc | 209,286 | 10,327,133 |
Security | Number of Shares | Value ($) |
SABMiller plc | 192,649 | 10,941,196 |
Tate & Lyle plc | 116,270 | 1,070,015 |
Unilever plc | 248,418 | 11,002,717 |
75,930,858 | ||
Health Care Equipment & Services 0.1% | ||
Smith & Nephew plc | 179,690 | 3,293,436 |
Household & Personal Products 0.4% | ||
Reckitt Benckiser Group plc | 134,292 | 12,161,536 |
Insurance 1.2% | ||
Admiral Group plc | 14,798 | 337,315 |
Aviva plc | 592,977 | 4,939,321 |
Direct Line Insurance Group plc | 309,701 | 1,566,975 |
Friends Life Group Ltd. | 418,896 | 2,661,303 |
Legal & General Group plc | 1,389,955 | 6,003,759 |
Old Mutual plc | 1,090,975 | 3,795,168 |
Prudential plc | 544,465 | 13,710,870 |
RSA Insurance Group plc * | 162,299 | 1,075,753 |
St. James's Place plc | 72,933 | 1,068,496 |
Standard Life plc | 450,282 | 2,962,995 |
38,121,955 | ||
Materials 1.6% | ||
Anglo American plc | 292,789 | 5,474,958 |
Antofagasta plc | 54,964 | 651,500 |
BHP Billiton plc | 424,779 | 10,611,565 |
CRH plc | 154,322 | 4,364,350 |
Croda International plc | 34,349 | 1,448,633 |
Fresnillo plc | 26,425 | 335,273 |
Glencore plc * | 2,109,785 | 9,789,531 |
Johnson Matthey plc | 41,265 | 2,173,950 |
Mondi plc | 61,306 | 1,260,072 |
Polymetal International plc | 16,912 | 148,713 |
Randgold Resources Ltd. | 17,969 | 1,438,449 |
Rexam plc | 174,758 | 1,501,594 |
Rio Tinto plc | 259,709 | 12,811,222 |
Vedanta Resources plc | 20,083 | 184,200 |
52,194,010 | ||
Media 0.7% | ||
Daily Mail & General Trust plc, A Shares | 46,508 | 613,440 |
Informa plc | 82,446 | 704,588 |
ITV plc | 966,098 | 3,363,745 |
Pearson plc | 150,094 | 3,293,763 |
Reed Elsevier plc | 220,913 | 3,816,838 |
Sky plc | 213,659 | 3,290,328 |
WPP plc | 295,496 | 7,009,720 |
22,092,422 | ||
Pharmaceuticals, Biotechnology & Life Sciences 1.6% | ||
AstraZeneca plc | 265,452 | 18,335,199 |
GlaxoSmithKline plc | 984,458 | 23,452,082 |
Hikma Pharmaceuticals plc | 27,498 | 1,050,911 |
Indivior plc * | 134,292 | 362,771 |
Shire plc | 124,479 | 10,147,504 |
53,348,467 | ||
Real Estate 0.3% | ||
Hammerson plc | 224,084 | 2,339,251 |
Intu Properties plc | 228,312 | 1,247,265 |
Land Securities Group plc | 165,949 | 3,221,106 |
Security | Number of Shares | Value ($) |
Segro plc | 208,229 | 1,385,336 |
The British Land Co. plc | 227,324 | 2,910,573 |
11,103,531 | ||
Retailing 0.3% | ||
Kingfisher plc | 563,381 | 3,181,350 |
Marks & Spencer Group plc | 344,582 | 2,686,547 |
Next plc | 33,824 | 3,917,755 |
Sports Direct International plc * | 22,198 | 236,703 |
10,022,355 | ||
Semiconductors & Semiconductor Equipment 0.2% | ||
ARM Holdings plc | 291,832 | 5,227,054 |
Software & Services 0.1% | ||
The Sage Group plc | 258,056 | 1,932,184 |
Telecommunication Services 1.0% | ||
BT Group plc | 1,579,158 | 11,121,037 |
Inmarsat plc | 91,959 | 1,244,913 |
Vodafone Group plc | 5,471,110 | 18,973,130 |
31,339,080 | ||
Transportation 0.1% | ||
easyJet plc | 39,109 | 1,046,804 |
International Consolidated Airlines Group S.A. * | 243,110 | 2,179,072 |
Royal Mail plc | 112,665 | 731,968 |
3,957,844 | ||
Utilities 0.7% | ||
Centrica plc | 1,042,627 | 3,936,345 |
Drax Group plc | 77,161 | 493,195 |
National Grid plc | 744,157 | 10,196,074 |
Severn Trent plc | 53,907 | 1,691,982 |
SSE plc | 223,027 | 5,421,592 |
United Utilities Group plc | 133,182 | 1,947,051 |
23,686,239 | ||
585,614,839 | ||
Total Common Stock | ||
(Cost $2,959,974,669) | 3,211,337,760 | |
Preferred Stock 0.5% of net assets | ||
Germany 0.5% | ||
Automobiles & Components 0.4% | ||
Porsche Automobil Holding SE | 33,824 | 3,139,426 |
Volkswagen AG | 31,066 | 7,857,585 |
10,997,011 | ||
Household & Personal Products 0.1% | ||
Henkel AG & Co. KGaA | 31,710 | 3,764,821 |
Total Preferred Stock | ||
(Cost $11,819,889) | 14,761,832 | |
Rights 0.0% of net assets | ||
Australia 0.0% | ||
Consumer Services 0.0% | ||
Tabcorp Holdings Ltd. *(b)(c) | 66 | — |
Security | Number of Shares | Value ($) |
Republic of Korea 0.0% | ||
Software & Services 0.0% | ||
NHN Entertainment Corp. *(b) | 736 | 6,105 |
Total Rights | ||
(Cost $—) | 6,105 | |
Other Investment Companies 0.2% of net assets | ||
United States 0.2% | ||
Money Market Fund 0.1% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (d) | 1,950,720 | 1,950,720 |
Securities Lending Collateral 0.1% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (d) | 5,579,930 | 5,579,930 |
Total Other Investment Companies | ||
(Cost $7,530,650) | 7,530,650 | |
Security Rate, Maturity Date | Face Amount ($) | Value ($) |
Short-Term Investments 0.0% of net assets | ||
U.S. Treasury Obligations 0.0% | ||
U.S. Treasury Bills | ||
0.01%, 03/19/15 (e)(f) | 10,000 | 10,000 |
0.02%, 03/19/15 (e)(f) | 498,000 | 497,997 |
Total Short-Term Investments | ||
(Cost $507,994) | 507,997 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $5,295,981. Non-Cash Collateral pledged to the fund for securities on loan amounted to $23,985. |
(b) | Fair-valued by management in accordance with procedures approved by the Board of Trustees. |
(c) | Illiquid security. At the period end, the value of these amounted to $1,346,390 or 0.0% of net assets. |
(d) | The rate shown is the 7-day yield. |
(e) | The rate shown is the purchase yield. |
(f) | All or a portion of this security is held as collateral for open futures contracts. |
(g) | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $351,460 or 0.0% of net assets. |
ADR – | American Depositary Receipt |
CDI – | CHESS Depositary Interest |
CVA – | Dutch Certificate |
GDR – | Global Depositary Receipt |
Reg'd – | Registered |
REIT – | Real Estate Investment Trust |
RSP – | Risparmio (Convertible Savings Shares) |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
MSCI EAFE, e-mini, Long, expires 03/20/15 | 47 | 4,406,955 | 62,302 |
Holdings by Category | Cost ($) | Value ($) | |
99.1% | Common Stock | 386,988,557 | 425,833,169 |
0.3% | Preferred Stock | 1,107,757 | 1,390,803 |
0.0% | Rights | — | 26,734 |
1.2% | Other Investment Companies | 4,278,392 | 4,951,585 |
100.6% | Total Investments | 392,374,706 | 432,202,291 |
(0.6)% | Other Assets and Liabilities, Net | (2,461,973) | |
100.0% | Net Assets | 429,740,318 |
Security | Number of Shares | Value ($) |
Common Stock 99.1% of net assets | ||
Australia 4.7% | ||
Automobiles & Components 0.0% | ||
ARB Corp., Ltd. | 15,978 | 148,706 |
Banks 0.0% | ||
Genworth Mortgage Insurance Australia Ltd. (c) | 26,900 | 69,906 |
Capital Goods 0.2% | ||
Bradken Ltd. | 55,769 | 96,910 |
Cardno Ltd. (c) | 42,300 | 109,264 |
Decmil Group Ltd. | 32,820 | 36,223 |
MACA Ltd. | 54,893 | 47,264 |
Monadelphous Group Ltd. (c) | 31,062 | 233,413 |
Seven Group Holdings Ltd. | 34,514 | 189,651 |
712,725 | ||
Commercial & Professional Services 0.4% | ||
Cabcharge Australia Ltd. | 31,817 | 127,263 |
McMillan Shakespeare Ltd. | 15,978 | 145,829 |
Mineral Resources Ltd. | 36,744 | 226,352 |
SAI Global Ltd. | 69,064 | 231,376 |
Spotless Group Holdings Ltd. * | 115,154 | 188,386 |
Transfield Services Ltd. * | 162,654 | 197,342 |
Transpacific Industries Group Ltd. | 319,722 | 178,938 |
Veda Group Ltd. | 149,008 | 272,928 |
1,568,414 | ||
Consumer Durables & Apparel 0.1% | ||
Billabong International Ltd. * | 123,743 | 59,084 |
G.U.D. Holdings Ltd. | 43,772 | 266,220 |
325,304 |
Security | Number of Shares | Value ($) |
Consumer Services 0.4% | ||
Ardent Leisure Group | 86,330 | 162,179 |
Domino's Pizza Enterprises Ltd. | 13,767 | 376,410 |
G8 Education Ltd. | 106,550 | 363,633 |
Invocare Ltd. | 29,470 | 317,872 |
Navitas Ltd. | 92,131 | 332,453 |
Retail Food Group Ltd. | 24,163 | 142,987 |
Slater & Gordon Ltd. | 40,112 | 235,168 |
1,930,702 | ||
Diversified Financials 0.2% | ||
BT Investment Management Ltd. | 26,624 | 182,349 |
FlexiGroup Ltd. | 86,330 | 237,188 |
Magellan Financial Group Ltd. | 20,901 | 325,078 |
OzForex Group Ltd. | 64,266 | 121,233 |
865,848 | ||
Energy 0.3% | ||
AWE Ltd. * | 183,634 | 178,237 |
Beach Energy Ltd. | 362,292 | 300,599 |
Drillsearch Energy Ltd. *(c) | 106,044 | 81,346 |
Karoon Gas Australia Ltd. * | 75,308 | 154,442 |
Liquefied Natural Gas Ltd. * | 103,158 | 286,651 |
Paladin Energy Ltd. * | 337,728 | 104,421 |
1,105,696 | ||
Food, Beverage & Tobacco 0.1% | ||
Australian Agricultural Co., Ltd. * | 79,908 | 100,077 |
GrainCorp Ltd., Class A | 46,007 | 355,438 |
Tassal Group Ltd. | 33,298 | 97,740 |
553,255 | ||
Health Care Equipment & Services 0.2% | ||
Australian Pharmaceutical Industries Ltd. | 177,909 | 158,754 |
Greencross Ltd. | 22,916 | 168,613 |
Primary Health Care Ltd. | 123,278 | 455,461 |
Sigma Pharmaceuticals Ltd. | 432,642 | 309,865 |
1,092,693 | ||
Insurance 0.1% | ||
Cover-More Group Ltd. | 57,854 | 91,023 |
nib Holdings Ltd. | 133,192 | 388,875 |
Steadfast Group Ltd. | 72,712 | 87,650 |
567,548 | ||
Materials 0.5% | ||
Beadell Resources Ltd. * | 253,549 | 63,509 |
Independence Group NL | 79,399 | 353,631 |
Jacana Minerals Ltd. (a)(b) | 8,715 | 1,221 |
Northern Star Resources Ltd. | 154,492 | 285,392 |
Pact Group Holdings Ltd. | 57,308 | 196,029 |
PanAust Ltd. | 199,754 | 204,828 |
Regis Resources Ltd. * | 108,182 | 161,314 |
Sandfire Resources NL | 40,953 | 140,726 |
Saracen Mineral Holdings Ltd. * | 286,137 | 94,069 |
Sirius Resources NL * | 71,288 | 178,562 |
Syrah Resources Ltd. * | 33,298 | 115,464 |
TFS Corp., Ltd. | 91,700 | 132,072 |
Western Areas Ltd. | 63,142 | 209,065 |
2,135,882 | ||
Media 0.2% | ||
APN News & Media Ltd. * | 181,943 | 137,432 |
Nine Entertainment Co. Holdings Ltd. | 147,864 | 237,268 |
Security | Number of Shares | Value ($) |
Southern Cross Media Group Ltd. | 186,242 | 159,630 |
Village Roadshow Ltd. | 33,298 | 144,655 |
678,985 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.1% | ||
Acrux Ltd. | 46,938 | 38,945 |
Mayne Pharma Group Ltd. * | 132,018 | 95,587 |
Mesoblast Ltd. *(c) | 57,149 | 185,196 |
Sirtex Medical Ltd. | 11,997 | 333,838 |
653,566 | ||
Real Estate 0.6% | ||
Abacus Property Group | 139,936 | 336,272 |
Aveo Group | 125,558 | 255,529 |
BWP Trust | 196,150 | 457,539 |
Charter Hall Group | 97,688 | 382,326 |
Charter Hall Retail REIT | 84,815 | 302,734 |
Cromwell Property Group | 399,648 | 366,005 |
Investa Office Fund | 162,150 | 510,230 |
2,610,635 | ||
Retailing 0.5% | ||
Automotive Holdings Group Ltd. | 109,093 | 354,379 |
Breville Group Ltd. | 28,801 | 165,698 |
JB Hi-Fi Ltd. (c) | 29,908 | 409,215 |
Myer Holdings Ltd. | 202,849 | 294,537 |
Pacific Brands Ltd. | 401,438 | 149,257 |
Premier Investments Ltd. | 34,514 | 318,247 |
Super Retail Group Ltd. | 43,156 | 325,981 |
The Reject Shop Ltd. | 6,276 | 34,977 |
2,052,291 | ||
Software & Services 0.2% | ||
carsales.com Ltd. (c) | 68,767 | 538,812 |
Iress Ltd. | 45,622 | 348,179 |
SMS Management & Technology Ltd. | 31,956 | 94,301 |
UXC Ltd. | 92,424 | 57,514 |
1,038,806 | ||
Telecommunication Services 0.2% | ||
Amcom Telecommunications Ltd. | 66,446 | 140,949 |
iiNET Ltd. | 31,956 | 164,089 |
M2 Group Ltd. | 44,990 | 347,933 |
Vocus Communications Ltd. | 22,916 | 107,625 |
760,596 | ||
Transportation 0.2% | ||
MMA Offshore Ltd. | 76,997 | 53,037 |
Qube Holdings Ltd. | 182,256 | 423,703 |
Virgin Australia Holdings Ltd. * | 517,495 | 202,535 |
Virgin Australia International Holdings Ltd. (a)(b) | 424,000 | — |
679,275 | ||
Utilities 0.2% | ||
DUET Group | 335,700 | 667,434 |
Energy World Corp. Ltd. * | 397,259 | 115,053 |
782,487 | ||
20,333,320 |
Security | Number of Shares | Value ($) |
Austria 0.8% | ||
Capital Goods 0.2% | ||
Semperit AG Holding | 1,953 | 86,134 |
Wienerberger AG | 35,006 | 549,703 |
Zumtobel Group AG | 6,871 | 182,652 |
818,489 | ||
Energy 0.0% | ||
Schoeller-Bleckmann Oilfield Equipment AG | 2,926 | 198,065 |
Materials 0.1% | ||
Mayr Melnhof Karton AG | 2,287 | 243,311 |
RHI AG | 7,476 | 217,099 |
460,410 | ||
Real Estate 0.4% | ||
Atrium European Real Estate Ltd. * | 62,048 | 306,710 |
BUWOG AG * | 12,602 | 281,287 |
CA Immobilien Anlagen AG * | 21,202 | 433,532 |
Conwert Immobilien Invest SE * | 22,278 | 305,854 |
S IMMO AG * | 17,248 | 165,565 |
1,492,948 | ||
Transportation 0.1% | ||
Flughafen Wien AG | 1,274 | 109,660 |
Oesterreichische Post AG | 8,649 | 427,675 |
537,335 | ||
Utilities 0.0% | ||
EVN AG | 9,131 | 107,385 |
3,614,632 | ||
Belgium 1.7% | ||
Consumer Durables & Apparel 0.0% | ||
Van de Velde N.V. | 2,224 | 122,844 |
Diversified Financials 0.4% | ||
Ackermans & van Haaren N.V. | 6,944 | 851,698 |
Gimv N.V. | 3,987 | 187,378 |
KBC Ancora * | 4,552 | 155,981 |
RHJ International S.A. * | 16,688 | 81,798 |
Sofina S.A. | 5,965 | 644,576 |
1,921,431 | ||
Energy 0.0% | ||
Euronav S.A. * | 16,740 | 202,785 |
Health Care Equipment & Services 0.1% | ||
AGFA-Gevaert N.V. * | 50,269 | 123,312 |
Fagron | 7,386 | 273,720 |
397,032 | ||
Household & Personal Products 0.1% | ||
Ontex Group N.V. * | 9,072 | 270,671 |
Materials 0.2% | ||
NV Bekaert S.A. | 8,800 | 267,590 |
Nyrstar N.V. * | 80,242 | 298,181 |
Tessenderlo Chemie N.V. * | 10,661 | 294,523 |
860,294 |
Security | Number of Shares | Value ($) |
Real Estate 0.3% | ||
Befimmo S.A. | 6,240 | 452,141 |
Cofinimmo S.A. | 4,466 | 553,526 |
Warehouses De Pauw S.C.A. | 2,706 | 223,390 |
1,229,057 | ||
Retailing 0.1% | ||
D'Ieteren S.A. N.V. | 9,200 | 342,752 |
Semiconductors & Semiconductor Equipment 0.1% | ||
Melexis N.V. | 7,096 | 412,208 |
Technology Hardware & Equipment 0.1% | ||
Barco N.V. | 2,894 | 184,052 |
EVS Broadcast Equipment S.A. | 4,112 | 160,044 |
344,096 | ||
Telecommunication Services 0.0% | ||
Mobistar S.A. * | 7,239 | 171,040 |
Transportation 0.2% | ||
bpost S.A. | 27,886 | 786,493 |
Utilities 0.1% | ||
Elia System Operator S.A. N.V. | 6,696 | 303,690 |
7,364,393 | ||
Canada 15.5% | ||
Automobiles & Components 0.2% | ||
Linamar Corp. | 13,845 | 868,521 |
Martinrea International, Inc. | 7,593 | 70,600 |
939,121 | ||
Banks 0.4% | ||
Canadian Western Bank | 19,013 | 442,492 |
Genworth MI Canada, Inc. | 10,661 | 271,082 |
Home Capital Group, Inc. | 18,377 | 668,174 |
Laurentian Bank of Canada | 5,789 | 227,221 |
1,608,969 | ||
Capital Goods 0.8% | ||
Aecon Group, Inc. | 19,013 | 178,915 |
ATS Automation Tooling Systems, Inc. * | 25,839 | 296,952 |
CAE, Inc. | 70,100 | 847,162 |
MacDonald, Dettwiler & Associates Ltd. | 9,563 | 754,303 |
Russel Metals, Inc. | 19,013 | 386,457 |
Toromont Industries Ltd. | 22,843 | 570,778 |
WSP Global, Inc. | 16,215 | 496,586 |
3,531,153 | ||
Commercial & Professional Services 0.6% | ||
Black Diamond Group Ltd. | 7,712 | 86,221 |
Progressive Waste Solutions Ltd. | 31,833 | 890,248 |
Ritchie Bros. Auctioneers, Inc. | 26,310 | 662,886 |
Stantec, Inc. | 26,298 | 672,272 |
Transcontinental, Inc., Class A | 17,248 | 230,820 |
2,542,447 | ||
Consumer Durables & Apparel 0.5% | ||
Dorel Industries, Inc., Class B | 8,223 | 268,096 |
Gildan Activewear, Inc. | 32,233 | 1,962,660 |
2,230,756 |
Security | Number of Shares | Value ($) |
Consumer Services 0.2% | ||
Amaya, Inc. *(c) | 25,306 | 729,398 |
Great Canadian Gaming Corp. * | 14,382 | 223,680 |
953,078 | ||
Diversified Financials 0.6% | ||
AGF Management Ltd., Class B | 19,013 | 126,535 |
Canaccord Genuity Group, Inc. | 18,298 | 98,183 |
Dundee Corp., Class A * | 16,581 | 158,819 |
Element Financial Corp. * | 56,089 | 719,614 |
Onex Corp. | 22,996 | 1,299,666 |
TMX Group Ltd. | 8,896 | 358,647 |
2,761,464 | ||
Energy 3.6% | ||
Advantage Oil & Gas Ltd. * | 57,146 | 297,023 |
AltaGas Ltd. | 34,514 | 1,243,571 |
Athabasca Oil Corp. * | 94,442 | 155,809 |
Bankers Petroleum Ltd. * | 69,023 | 166,940 |
Baytex Energy Corp. | 40,470 | 661,509 |
Bellatrix Exploration Ltd. * | 33,228 | 96,332 |
Birchcliff Energy Ltd. * | 34,514 | 190,723 |
Bonavista Energy Corp. | 51,798 | 297,020 |
Bonterra Energy Corp. | 6,104 | 212,209 |
Calfrac Well Services Ltd. | 23,978 | 163,995 |
Canadian Energy Services & Technology Corp. | 43,337 | 213,449 |
Crew Energy, Inc. * | 34,900 | 159,875 |
Denison Mines Corp. * | 151,397 | 135,798 |
Enerflex Ltd. | 19,013 | 242,107 |
Enerplus Corp. | 51,798 | 522,274 |
Ensign Energy Services, Inc. | 39,674 | 295,494 |
Gibson Energy, Inc. | 34,514 | 732,211 |
Gran Tierra Energy, Inc. * | 60,221 | 152,403 |
Kelt Exploration Ltd. * | 29,562 | 192,953 |
Keyera Corp. | 22,429 | 1,504,008 |
Mullen Group Ltd. | 19,013 | 311,694 |
NuVista Energy Ltd. * | 38,080 | 249,770 |
Paramount Resources Ltd., A Shares * | 14,897 | 371,157 |
Parex Resources, Inc. * | 27,510 | 173,390 |
Parkland Fuel Corp. | 18,298 | 343,349 |
Pason Systems, Inc. | 19,013 | 279,108 |
Pengrowth Energy Corp. | 136,936 | 454,022 |
Peyto Exploration & Development Corp. | 34,514 | 966,331 |
Precision Drilling Corp. | 86,330 | 526,145 |
Raging River Exploration, Inc. * | 37,824 | 236,277 |
Secure Energy Services, Inc. | 25,824 | 315,807 |
ShawCor Ltd. | 15,456 | 442,024 |
Surge Energy, Inc. | 56,164 | 141,237 |
TORC Oil & Gas Ltd. | 22,916 | 166,091 |
Trican Well Service Ltd. | 39,121 | 137,228 |
Trilogy Energy Corp. | 16,709 | 98,890 |
Trinidad Drilling Ltd. | 47,136 | 164,588 |
Veresen, Inc. | 63,450 | 790,680 |
Vermilion Energy, Inc. | 26,014 | 1,171,271 |
Whitecap Resources, Inc. | 53,226 | 575,462 |
15,550,224 |
Security | Number of Shares | Value ($) |
Food & Staples Retailing 0.4% | ||
Empire Co., Ltd., A Shares | 13,179 | 974,612 |
The Jean Coutu Group PJC, Inc., A Shares | 22,955 | 496,364 |
The North West Co., Inc. | 3,990 | 80,685 |
1,551,661 | ||
Food, Beverage & Tobacco 0.2% | ||
Cott Corp. | 34,975 | 338,084 |
Maple Leaf Foods, Inc. | 24,926 | 453,145 |
791,229 | ||
Health Care Equipment & Services 0.0% | ||
Extendicare, Inc. | 32,815 | 182,123 |
Insurance 0.2% | ||
Industrial Alliance Insurance & Financial Services, Inc. | 27,706 | 941,913 |
Materials 2.7% | ||
Alacer Gold Corp. | 57,444 | 124,673 |
Alamos Gold, Inc. | 39,404 | 238,573 |
AuRico Gold, Inc. | 73,449 | 259,408 |
B2Gold Corp. * | 256,698 | 433,775 |
Canexus Corp. | 50,070 | 109,070 |
Canfor Corp. * | 21,445 | 492,910 |
Capstone Mining Corp. * | 97,222 | 110,564 |
CCL Industries, Inc., Class B | 8,434 | 934,282 |
Centerra Gold, Inc. | 36,966 | 180,885 |
China Gold International Resources Corp. Ltd. * | 79,203 | 117,347 |
Continental Gold Ltd. * | 30,399 | 48,691 |
Detour Gold Corp. * | 43,764 | 423,743 |
Dominion Diamond Corp. * | 19,013 | 323,875 |
First Majestic Silver Corp. * | 34,514 | 213,113 |
HudBay Minerals, Inc. | 59,624 | 520,483 |
IAMGOLD Corp. * | 105,242 | 257,911 |
Imperial Metals Corp. * | 15,769 | 148,389 |
Lundin Mining Corp. * | 166,380 | 726,201 |
Major Drilling Group International, Inc. | 32,122 | 179,563 |
Methanex Corp. | 24,930 | 1,357,459 |
Nevsun Resources Ltd. | 51,798 | 184,600 |
New Gold, Inc. * | 130,048 | 498,883 |
NOVAGOLD RESOURCES, Inc. * | 79,074 | 294,473 |
OceanaGold Corp. | 72,630 | 139,019 |
Osisko Gold Royalties Ltd. | 14,946 | 213,540 |
Pan American Silver Corp. | 43,645 | 421,542 |
Pretium Resources, Inc. * | 23,468 | 145,095 |
Primero Mining Corp. * | 41,256 | 146,700 |
SEMAFO, Inc. * | 61,924 | 191,924 |
Sherritt International Corp. | 79,149 | 159,103 |
Silver Standard Resources, Inc. * | 19,013 | 100,040 |
Stella-Jones, Inc. | 11,280 | 354,304 |
Tahoe Resources, Inc. | 26,408 | 369,900 |
Torex Gold Resources, Inc. * | 181,155 | 166,843 |
West Fraser Timber Co., Ltd. | 16,283 | 887,535 |
11,474,416 | ||
Media 0.6% | ||
Aimia, Inc. | 46,983 | 483,507 |
Cineplex, Inc. | 17,248 | 689,008 |
Cogeco Cable, Inc. | 3,837 | 228,840 |
Corus Entertainment, Inc., B Shares | 17,248 | 300,302 |
Security | Number of Shares | Value ($) |
Quebecor, Inc., Class B | 23,664 | 609,486 |
Torstar Corp., Class B | 18,114 | 107,641 |
2,418,784 | ||
Real Estate 1.9% | ||
Allied Properties Real Estate Investment Trust | 18,534 | 602,487 |
Artis Real Estate Investment Trust | 35,304 | 434,285 |
Boardwalk Real Estate Investment Trust | 10,201 | 484,050 |
Calloway Real Estate Investment Trust | 24,842 | 605,209 |
Canadian Apartment Properties Real Estate Investment Trust | 29,610 | 671,332 |
Canadian Real Estate Investment Trust | 16,940 | 634,919 |
Chartwell Retirement Residences | 42,211 | 432,708 |
Cominar Real Estate Investment Trust | 37,119 | 586,222 |
Dream Office Real Estate Investment Trust | 25,730 | 564,817 |
Dream Unlimited Corp., Class A * | 16,507 | 133,917 |
First Capital Realty, Inc. | 22,771 | 358,165 |
FirstService Corp. | 7,822 | 474,964 |
Granite Real Estate Investment Trust | 12,208 | 443,092 |
H&R Real Estate Investment Trust | 65,403 | 1,266,524 |
InnVest Real Estate Investment Trust | 15,978 | 75,754 |
Morguard Real Estate Investment Trust | 10,745 | 152,744 |
Northern Property Real Estate Investment Trust | 8,362 | 172,644 |
8,093,833 | ||
Retailing 0.6% | ||
AutoCanada, Inc. | 4,576 | 174,516 |
Dollarama, Inc. | 30,008 | 1,502,503 |
Hudson's Bay Co. | 25,705 | 578,473 |
RONA, Inc. | 32,810 | 399,401 |
2,654,893 | ||
Software & Services 0.9% | ||
Constellation Software, Inc. | 3,956 | 1,333,821 |
DH Corp. | 18,950 | 609,787 |
Open Text Corp. | 31,912 | 1,861,076 |
3,804,684 | ||
Technology Hardware & Equipment 0.2% | ||
Avigilon Corp. * | 7,639 | 152,211 |
Celestica, Inc. * | 39,404 | 463,576 |
Wi-LAN, Inc. | 33,255 | 87,622 |
703,409 | ||
Telecommunication Services 0.1% | ||
Manitoba Telecom Services, Inc. | 14,295 | 285,408 |
Transportation 0.2% | ||
TransForce, Inc. | 19,013 | 464,266 |
Westshore Terminals Investment Corp. | 13,927 | 361,713 |
825,979 | ||
Utilities 0.6% | ||
Algonquin Power & Utilities Corp. | 45,901 | 376,060 |
Atco Ltd., Class I | 19,908 | 768,961 |
Atlantic Power Corp. | 18,970 | 54,845 |
Capital Power Corp. | 17,248 | 346,576 |
Emera, Inc. | 9,287 | 304,720 |
Innergex Renewable Energy, Inc. | 17,248 | 162,168 |
Just Energy Group, Inc. | 25,870 | 128,868 |
Security | Number of Shares | Value ($) |
Northland Power, Inc. | 22,986 | 313,868 |
Superior Plus Corp. | 34,514 | 367,626 |
2,823,692 | ||
66,669,236 | ||
Denmark 1.4% | ||
Banks 0.2% | ||
Sydbank A/S | 21,010 | 656,863 |
Capital Goods 0.2% | ||
FLSmidth & Co. A/S (c) | 12,602 | 577,730 |
NKT Holding A/S | 7,845 | 471,081 |
1,048,811 | ||
Consumer Durables & Apparel 0.0% | ||
Bang & Olufsen A/S * | 8,624 | 61,962 |
Food, Beverage & Tobacco 0.1% | ||
Royal Unibrew A/S * | 2,081 | 375,352 |
Schouw & Co. | 2,860 | 136,274 |
511,626 | ||
Health Care Equipment & Services 0.2% | ||
GN Store Nord A/S | 41,533 | 967,009 |
Insurance 0.2% | ||
Topdanmark A/S * | 21,107 | 701,140 |
Pharmaceuticals, Biotechnology & Life Sciences 0.3% | ||
ALK-Abello A/S | 1,587 | 184,631 |
Bavarian Nordic A/S * | 4,797 | 151,777 |
Genmab A/S * | 11,753 | 870,926 |
1,207,334 | ||
Retailing 0.1% | ||
Matas A/S | 10,312 | 238,698 |
Software & Services 0.1% | ||
SimCorp A/S | 11,648 | 411,439 |
Transportation 0.0% | ||
Dfds A/S | 1,834 | 197,653 |
6,002,535 | ||
Finland 1.8% | ||
Capital Goods 0.6% | ||
Cargotec Oyj, B Shares | 12,244 | 451,419 |
Cramo Oyj | 4,825 | 77,391 |
Konecranes Oyj | 16,222 | 563,876 |
Outotec Oyj | 49,837 | 301,579 |
Ramirent Oyj | 20,809 | 166,184 |
Uponor Oyj | 14,182 | 257,697 |
Valmet Oyj | 34,374 | 454,570 |
YIT Oyj | 32,410 | 202,848 |
2,475,564 | ||
Commercial & Professional Services 0.1% | ||
Caverion Corp. | 32,062 | 304,961 |
Consumer Durables & Apparel 0.2% | ||
Amer Sports Oyj | 31,638 | 690,572 |
Food, Beverage & Tobacco 0.0% | ||
Raisio Oyj, V Shares | 23,976 | 117,521 |
Materials 0.4% | ||
Huhtamaki Oyj | 27,170 | 804,850 |
Kemira Oyj | 18,403 | 229,329 |
Security | Number of Shares | Value ($) |
Metsa Board Oyj | 53,684 | 352,256 |
Outokumpu Oyj * | 56,515 | 371,466 |
1,757,901 | ||
Real Estate 0.1% | ||
Citycon Oyj | 63,991 | 227,097 |
Sponda Oyj | 61,165 | 306,805 |
533,902 | ||
Retailing 0.0% | ||
Stockmann Oyj Abp, B Shares | 9,062 | 81,315 |
Software & Services 0.1% | ||
Tieto Oyj | 20,101 | 536,601 |
Telecommunication Services 0.3% | ||
Elisa Oyj | 42,214 | 1,151,062 |
Transportation 0.0% | ||
Finnair Oyj * | 18,374 | 64,301 |
7,713,700 | ||
France 3.6% | ||
Automobiles & Components 0.3% | ||
Faurecia | 14,667 | 669,977 |
Plastic Omnium S.A. | 14,382 | 438,859 |
1,108,836 | ||
Capital Goods 0.2% | ||
Mersen | 5,987 | 148,543 |
Nexans S.A. * | 10,534 | 389,733 |
Saft Groupe S.A. | 8,820 | 310,441 |
Tarkett S.A. | 2,575 | 60,667 |
909,384 | ||
Commercial & Professional Services 0.3% | ||
Elior Participations S.C.A. *(e) | 10,000 | 166,453 |
Teleperformance | 15,989 | 1,237,988 |
1,404,441 | ||
Consumer Durables & Apparel 0.0% | ||
Beneteau S.A. | 6,397 | 90,910 |
Diversified Financials 0.2% | ||
Coface S.A. * | 10,760 | 129,801 |
Euronext N.V. *(e) | 17,105 | 642,725 |
772,526 | ||
Energy 0.2% | ||
Bourbon S.A. | 6,931 | 145,415 |
CGG S.A. * | 41,914 | 303,656 |
Etablissements Maurel et Prom * | 22,233 | 191,546 |
Gaztransport Et Technigaz S.A. | 3,550 | 218,883 |
MPI | 32,605 | 118,125 |
977,625 | ||
Food & Staples Retailing 0.1% | ||
Rallye S.A. | 8,939 | 339,846 |
Food, Beverage & Tobacco 0.1% | ||
Bonduelle S.C.A. | 4,770 | 125,089 |
Vilmorin & Cie S.A. | 1,905 | 167,734 |
292,823 | ||
Health Care Equipment & Services 0.3% | ||
Korian-Medica | 12,770 | 473,391 |
Orpea | 12,043 | 802,917 |
Sartorius Stedim Biotech | 600 | 132,242 |
1,408,550 |
Security | Number of Shares | Value ($) |
Materials 0.2% | ||
Eramet * | 2,205 | 228,626 |
Vicat | 5,480 | 390,312 |
618,938 | ||
Media 0.4% | ||
Havas S.A. | 46,742 | 406,318 |
IPSOS | 11,254 | 313,683 |
Metropole Television S.A. | 18,529 | 371,289 |
Societe d'Edition de Canal | 23,652 | 173,501 |
Technicolor S.A. - Reg'd * | 72,367 | 447,412 |
1,712,203 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.3% | ||
Boiron S.A. | 1,070 | 106,131 |
Eurofins Scientific SE | 2,196 | 597,189 |
Virbac S.A. | 1,481 | 397,599 |
1,100,919 | ||
Real Estate 0.1% | ||
Mercialys S.A. | 11,510 | 284,089 |
Nexity S.A. | 7,444 | 307,180 |
591,269 | ||
Retailing 0.0% | ||
Groupe Fnac * | 2,272 | 125,941 |
Software & Services 0.3% | ||
Alten S.A. | 6,544 | 293,823 |
Altran Technologies S.A. | 31,727 | 303,162 |
GameLoft SE * | 15,978 | 70,074 |
Sopra Steria Group | 3,191 | 279,355 |
UBISOFT Entertainment * | 28,524 | 525,181 |
1,471,595 | ||
Technology Hardware & Equipment 0.4% | ||
Ingenico | 11,172 | 1,247,217 |
Neopost S.A. | 9,649 | 521,659 |
1,768,876 | ||
Transportation 0.0% | ||
Norbert Dentressangle S.A. | 1,070 | 168,023 |
Utilities 0.2% | ||
Rubis S.C.A. | 10,649 | 647,628 |
15,510,333 | ||
Germany 5.0% | ||
Automobiles & Components 0.2% | ||
ElringKlinger AG | 10,377 | 361,984 |
Leoni AG | 9,540 | 616,030 |
978,014 | ||
Banks 0.2% | ||
Aareal Bank AG | 14,064 | 632,573 |
Spar Nord Bank A/S | 21,654 | 196,915 |
829,488 | ||
Capital Goods 1.3% | ||
Bauer AG * | 1,433 | 27,566 |
BayWa AG | 5,136 | 210,067 |
Deutz AG | 36,134 | 164,226 |
DMG MORI SEIKI AG | 17,726 | 586,828 |
Duerr AG | 3,990 | 427,846 |
Heidelberger Druckmaschinen AG * | 38,295 | 97,505 |
Indus Holding AG | 2,000 | 85,032 |
Security | Number of Shares | Value ($) |
KION Group AG | 9,386 | 409,900 |
Kloeckner & Co. SE * | 28,865 | 300,906 |
Krones AG | 4,065 | 393,029 |
KUKA AG | 7,166 | 558,543 |
Nordex SE * | 17,969 | 376,998 |
Norma Group SE | 9,558 | 511,754 |
Pfeiffer Vacuum Technology AG | 3,723 | 309,309 |
Rational AG | 1,300 | 466,169 |
Rheinmetall AG | 4,538 | 230,528 |
SGL Carbon SE *(c) | 16,552 | 302,897 |
Vossloh AG | 1,912 | 121,041 |
5,580,144 | ||
Consumer Durables & Apparel 0.1% | ||
Gerry Weber International AG | 8,055 | 306,780 |
Diversified Financials 0.1% | ||
Aurelius AG | 3,990 | 166,126 |
Deutsche Beteiligungs AG | 3,330 | 118,141 |
Grenkeleasing AG | 1,578 | 186,466 |
470,733 | ||
Food, Beverage & Tobacco 0.0% | ||
KWS Saat AG | 489 | 149,188 |
Health Care Equipment & Services 0.1% | ||
Carl Zeiss Meditec AG | 3,413 | 94,039 |
Rhoen Klinikum AG | 12,647 | 332,934 |
426,973 | ||
Materials 0.3% | ||
Aurubis AG | 11,939 | 721,661 |
H&R AG * | 2,377 | 17,698 |
Salzgitter AG | 11,090 | 317,508 |
1,056,867 | ||
Media 0.1% | ||
CTS Eventim AG & Co., KGaA | 6,826 | 210,933 |
Stroeer Media SE | 3,559 | 111,775 |
322,708 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.4% | ||
Gerresheimer AG | 6,573 | 379,468 |
MorphoSys AG * | 7,368 | 615,526 |
STADA Arzneimittel AG | 17,282 | 568,931 |
1,563,925 | ||
Real Estate 1.4% | ||
alstria Office REIT-AG * | 23,174 | 320,365 |
Deutsche Annington Immobilien SE | 77,650 | 3,002,638 |
Deutsche Euroshop AG | 12,772 | 653,611 |
DIC Asset AG | 17,248 | 187,658 |
Grand City Properties S.A. * | 19,484 | 324,098 |
LEG Immobilien AG * | 12,838 | 1,058,237 |
Patrizia Immobilien AG * | 10,389 | 195,767 |
TAG Immobilien AG | 33,522 | 451,951 |
6,194,325 | ||
Semiconductors & Semiconductor Equipment 0.2% | ||
AIXTRON SE * | 25,545 | 205,267 |
Dialog Semiconductor plc * | 18,633 | 826,478 |
1,031,745 | ||
Software & Services 0.1% | ||
Bechtle AG | 4,252 | 346,105 |
Security | Number of Shares | Value ($) |
Technology Hardware & Equipment 0.1% | ||
Jenoptik AG | 13,255 | 183,390 |
Wincor Nixdorf AG | 8,917 | 432,176 |
615,566 | ||
Telecommunication Services 0.3% | ||
Drillisch AG | 10,646 | 446,179 |
Freenet AG | 28,140 | 841,633 |
1,287,812 | ||
Transportation 0.1% | ||
Hamburger Hafen und Logistik AG | 4,770 | 106,096 |
Sixt SE | 3,243 | 136,279 |
242,375 | ||
21,402,748 | ||
Greece 0.4% | ||
Capital Goods 0.0% | ||
Ellaktor S.A. * | 31,370 | 86,558 |
Metka S.A. | 5,700 | 58,500 |
145,058 | ||
Consumer Services 0.0% | ||
Intralot S.A.-Integrated Lottery Systems & Services * | 19,200 | 38,549 |
Diversified Financials 0.0% | ||
Hellenic Exchanges - Athens Stock Exchange S.A. Holding * | 13,680 | 95,594 |
Energy 0.1% | ||
Hellenic Petroleum S.A. * | 16,250 | 82,020 |
Motor Oil Hellas Corinth Refineries S.A. | 17,505 | 157,076 |
239,096 | ||
Materials 0.1% | ||
Mytilineos Holdings S.A. * | 19,651 | 137,980 |
Titan Cement Co. S.A. | 12,548 | 317,942 |
455,922 | ||
Real Estate 0.0% | ||
Grivalia Properties REIC | 9,800 | 96,731 |
Retailing 0.1% | ||
FF Group * | 9,264 | 294,064 |
JUMBO S.A. | 23,600 | 270,004 |
564,068 | ||
Utilities 0.1% | ||
Public Power Corp. S.A. * | 24,470 | 192,127 |
The Athens Water Supply & Sewage Co. S.A. | 9,118 | 72,613 |
264,740 | ||
1,899,758 | ||
Hong Kong 2.0% | ||
Automobiles & Components 0.1% | ||
Minth Group Ltd. | 159,390 | 334,587 |
Nexteer Automotive Group Ltd. | 176,759 | 177,318 |
Xinchen China Power Holdings Ltd. * | 200,260 | 78,757 |
590,662 |
Security | Number of Shares | Value ($) |
Capital Goods 0.1% | ||
FDG Electric Vehicles Ltd. * | 2,820,000 | 176,353 |
Singamas Container Holdings Ltd. | 629,389 | 103,066 |
Summit Ascent Holdings Ltd. * | 185,954 | 109,816 |
389,235 | ||
Consumer Durables & Apparel 0.2% | ||
Goodbaby International Holdings Ltd. | 282,000 | 95,267 |
Haier Healthwise Holdings Ltd. * | 762,215 | 88,453 |
Man Wah Holdings Ltd. | 225,600 | 193,153 |
Pacific Textiles Holdings Ltd. | 150,195 | 224,650 |
Stella International Holdings Ltd. | 95,019 | 246,263 |
847,786 | ||
Consumer Services 0.2% | ||
China LotSynergy Holdings Ltd. | 1,430,432 | 106,977 |
Dynam Japan Holdings Co., Ltd. | 90,932 | 182,205 |
NagaCorp Ltd. | 309,937 | 212,208 |
REXLot Holdings Ltd. | 2,043,476 | 160,728 |
662,118 | ||
Diversified Financials 0.2% | ||
Guotai Junan International Holdings Ltd. | 199,239 | 150,545 |
Haitong International Securities Group Ltd. | 163,477 | 98,017 |
Sun Hung Kai & Co., Ltd. | 122,607 | 105,605 |
Value Partners Group Ltd. | 314,693 | 275,518 |
629,685 | ||
Energy 0.1% | ||
Newocean Energy Holdings Ltd. (c) | 217,246 | 77,873 |
Sino Oil & Gas Holdings Ltd. * | 5,726,845 | 138,086 |
SPT Energy Group, Inc. | 141,000 | 27,817 |
Sunshine Oilsands Ltd. * | 358,629 | 19,653 |
263,429 | ||
Health Care Equipment & Services 0.1% | ||
Town Health International Medical Group Ltd. | 909,347 | 316,582 |
Materials 0.2% | ||
AMVIG Holdings Ltd. | 116,478 | 55,420 |
G-Resources Group Ltd. * | 9,155,802 | 283,335 |
L'sea Resources International Holdings Ltd. * | 1,726,738 | 67,908 |
Superb Summit International Group Ltd. *(a)(b)(c) | 1,120,000 | 168,676 |
TCC International Holdings Ltd. | 463,867 | 169,865 |
Yingde Gases Group Co., Ltd. | 236,019 | 170,423 |
Yip's Chemical Holdings Ltd. | 32,693 | 18,632 |
934,259 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
China Animal Healthcare Ltd. | 178,804 | 101,213 |
The United Laboratories International Holdings Ltd. * | 206,389 | 94,473 |
195,686 | ||
Real Estate 0.3% | ||
Fortune Real Estate Investment Trust | 328,999 | 373,311 |
K Wah International Holdings Ltd. | 314,693 | 159,468 |
Lai Sun Development Co., Ltd. | 3,582,215 | 79,908 |
Midland Holdings Ltd. * | 300,390 | 147,959 |
Security | Number of Shares | Value ($) |
Sunlight Real Estate Investment Trust | 314,693 | 163,931 |
Yuexiu Real Estate Investment Trust | 591,585 | 333,343 |
1,257,920 | ||
Retailing 0.2% | ||
Chow Sang Sang Holdings International Ltd. | 75,608 | 190,301 |
Emperor Watch & Jewellery Ltd. | 939,998 | 31,513 |
Giordano International Ltd. | 314,693 | 155,410 |
Luk Fook Holdings International Ltd. | 81,737 | 259,267 |
New World Department Store China Ltd. | 314,693 | 80,748 |
Springland International Holdings Ltd. | 282,000 | 87,995 |
Trinity Ltd. | 282,000 | 54,178 |
859,412 | ||
Semiconductors & Semiconductor Equipment 0.0% | ||
United Photovoltaics Group Ltd. * | 882,780 | 106,997 |
Technology Hardware & Equipment 0.1% | ||
Ju Teng International Holdings Ltd. | 263,607 | 155,674 |
Suncorp Technologies Ltd. *(a)(b) | 3,054,998 | 120,144 |
TCL Communication Technology Holdings Ltd. | 119,541 | 113,292 |
Truly International Holdings Ltd. | 433,216 | 176,516 |
565,626 | ||
Telecommunication Services 0.1% | ||
APT Satellite Holdings Ltd. | 60,793 | 75,487 |
CITIC Telecom International Holdings Ltd. | 423,000 | 147,264 |
SmarTone Telecommunications Holding Ltd. | 145,596 | 290,612 |
513,363 | ||
Transportation 0.1% | ||
Pacific Basin Shipping Ltd. | 734,630 | 270,912 |
SITC International Holdings Co., Ltd. | 304,477 | 174,313 |
445,225 | ||
8,577,985 | ||
Ireland 0.7% | ||
Capital Goods 0.2% | ||
Kingspan Group plc | 44,941 | 884,914 |
Consumer Services 0.2% | ||
Paddy Power plc | 10,316 | 781,038 |
Food, Beverage & Tobacco 0.3% | ||
C&C Group plc | 102,608 | 444,363 |
Glanbia plc | 39,924 | 729,926 |
1,174,289 | ||
Transportation 0.0% | ||
Aer Lingus Group plc | 69,064 | 174,685 |
3,014,926 | ||
Israel 0.4% | ||
Capital Goods 0.0% | ||
Electra Ltd. | 530 | 61,312 |
Energy 0.0% | ||
Naphtha Israel Petroleum Corp., Ltd. * | 4,125 | 22,872 |
Security | Number of Shares | Value ($) |
Food & Staples Retailing 0.1% | ||
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 3,990 | 164,299 |
Health Care Equipment & Services 0.0% | ||
Mazor Robotics Ltd. * | 19,968 | 118,278 |
Insurance 0.0% | ||
Menorah Mivtachim Holdings Ltd. | 15,978 | 155,348 |
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
Evogene Ltd. * | 7,980 | 80,989 |
Real Estate 0.1% | ||
Africa Israel Properties Ltd. | 4,837 | 67,856 |
Alony Hetz Properties & Investments Ltd. | 19,968 | 149,825 |
Jerusalem Oil Exploration * | 2,940 | 94,299 |
Nitsba Holdings 1995 Ltd. * | 7,386 | 111,116 |
423,096 | ||
Semiconductors & Semiconductor Equipment 0.1% | ||
Nova Measuring Instruments Ltd. * | 17,248 | 190,534 |
Software & Services 0.0% | ||
Allot Communications Ltd. * | 8,624 | 80,085 |
Technology Hardware & Equipment 0.1% | ||
AudioCodes Ltd. * | 10,313 | 53,562 |
Gilat Satellite Networks Ltd. * | 12,213 | 57,886 |
Ituran Location and Control Ltd. | 6,871 | 159,506 |
270,954 | ||
1,567,767 | ||
Italy 3.4% | ||
Automobiles & Components 0.1% | ||
Brembo S.p.A. | 5,292 | 200,095 |
Piaggio & C S.p.A. * | 60,422 | 192,473 |
392,568 | ||
Banks 0.9% | ||
Banca Carige S.p.A. * | 1,957,851 | 143,840 |
Banca Popolare dell'Emilia Romagna SC * | 114,591 | 947,273 |
Banca Popolare di Milano Scarl * | 1,199,980 | 1,129,258 |
Banca Popolare di Sondrio Scarl | 133,725 | 614,070 |
Credito Emiliano S.p.A. | 39,414 | 320,513 |
Credito Valtellinese Scarl * | 360,863 | 497,857 |
FinecoBank Banca Fineco S.p.A. * | 44,697 | 278,747 |
3,931,558 | ||
Capital Goods 0.3% | ||
Astaldi S.p.A. | 13,746 | 99,910 |
C.I.R. - Compagnie Industriali Riunite S.p.A * | 59,398 | 70,554 |
Cofide S.p.A. * | 95,649 | 54,661 |
Danieli & C Officine Meccaniche S.p.A. | 10,534 | 173,451 |
Industria Macchine Automatiche S.p.A. | 3,305 | 160,886 |
Interpump Group S.p.A. | 23,976 | 363,589 |
Salini Impregilo S.p.A * | 57,308 | 262,389 |
Trevi Finanziaria Industriale S.p.A. | 16,807 | 62,399 |
1,247,839 | ||
Consumer Durables & Apparel 0.3% | ||
Brunello Cucinelli S.p.A. | 4,770 | 99,354 |
De'Longhi S.p.A. | 8,624 | 169,086 |
Moncler S.p.A. | 26,604 | 401,950 |
Security | Number of Shares | Value ($) |
Safilo Group S.p.A. * | 5,725 | 88,873 |
Tod's S.p.A. | 4,699 | 480,418 |
1,239,681 | ||
Consumer Services 0.1% | ||
Autogrill S.p.A. * | 29,562 | 265,597 |
Diversified Financials 0.3% | ||
Anima Holding S.p.A. *(e) | 39,762 | 226,563 |
Azimut Holding S.p.A. | 30,715 | 806,509 |
Banca Generali S.p.A. | 14,699 | 417,124 |
1,450,196 | ||
Energy 0.1% | ||
ERG S.p.A. | 24,060 | 303,603 |
Saras S.p.A. * | 95,904 | 136,184 |
439,787 | ||
Health Care Equipment & Services 0.2% | ||
DiaSorin S.p.A. | 6,087 | 246,336 |
Sorin S.p.A. * | 157,091 | 507,459 |
753,795 | ||
Insurance 0.2% | ||
Societa Cattolica di Assicurazioni Scarl | 42,271 | 343,746 |
Unipol Gruppo Finanziario S.p.A. | 72,815 | 375,859 |
719,605 | ||
Materials 0.1% | ||
Cementir Holding S.p.A. | 11,638 | 82,891 |
Italcementi S.p.A. | 46,816 | 359,702 |
Italmobiliare S.p.A. | 5,857 | 127,981 |
570,574 | ||
Media 0.0% | ||
RCS MediaGroup S.p.A. * | 49,741 | 66,560 |
Pharmaceuticals, Biotechnology & Life Sciences 0.1% | ||
Recordati S.p.A. | 31,621 | 570,675 |
Real Estate 0.1% | ||
Beni Stabili S.p.A. | 276,583 | 227,088 |
Immobiliare Grande Distribuzione | 81,075 | 76,842 |
303,930 | ||
Retailing 0.2% | ||
World Duty Free S.p.A. * | 27,097 | 310,012 |
Yoox S.p.A. * | 13,846 | 302,221 |
612,233 | ||
Technology Hardware & Equipment 0.0% | ||
Ei Towers S.p.A. * | 1,708 | 93,892 |
Transportation 0.1% | ||
Ansaldo STS S.p.A. | 31,688 | 333,214 |
ASTM S.p.A. | 6,088 | 83,172 |
Societa Iniziative Autostradali e Servizi S.p.A. | 8,856 | 94,367 |
510,753 | ||
Utilities 0.3% | ||
A2A S.p.A. | 434,080 | 440,631 |
ACEA S.p.A. | 13,616 | 167,691 |
Falck Renewables S.p.A. | 17,544 | 22,236 |
Hera S.p.A. | 240,322 | 584,400 |
Iren S.p.A. | 158,305 | 209,524 |
1,424,482 | ||
14,593,725 |
Security | Number of Shares | Value ($) |
Japan 17.4% | ||
Automobiles & Components 0.8% | ||
Akebono Brake Industry Co., Ltd. | 32,693 | 121,971 |
Daido Metal Co., Ltd. | 10,216 | 101,865 |
Eagle Industry Co., Ltd. | 6,129 | 127,302 |
FCC Co., Ltd. | 8,171 | 136,975 |
HI-LEX Corp. | 6,435 | 205,896 |
Keihin Corp. | 16,345 | 273,590 |
Mitsuba Corp. | 6,435 | 117,670 |
Musashi Seimitsu Industry Co., Ltd. | 10,319 | 216,488 |
Nifco, Inc. | 14,712 | 505,804 |
Nippon Seiki Co., Ltd. | 11,237 | 216,760 |
Nissin Kogyo Co., Ltd. | 17,469 | 277,353 |
Pacific Industrial Co., Ltd. | 14,712 | 125,528 |
Press Kogyo Co., Ltd. | 28,606 | 112,706 |
Sanden Corp. | 27,585 | 138,219 |
Showa Corp. | 16,345 | 171,866 |
Topre Corp. | 10,216 | 150,149 |
TPR Co., Ltd. | 8,989 | 224,678 |
Unipres Corp. | 8,171 | 154,951 |
3,379,771 | ||
Banks 1.2% | ||
Ashikaga Holdings Co., Ltd. | 56,400 | 239,669 |
Bank of the Ryukyus Ltd. | 16,345 | 249,800 |
FIDEA Holdings Co., Ltd. | 108,610 | 223,498 |
Jimoto Holdings, Inc. | 53,128 | 109,327 |
Kansai Urban Banking Corp. | 13,076 | 145,040 |
The Aomori Bank Ltd. | 59,260 | 201,259 |
The Bank of Iwate Ltd. | 4,393 | 199,907 |
The Bank of Nagoya Ltd. | 48,020 | 183,974 |
The Bank of Okinawa Ltd. | 4,902 | 213,638 |
The Chiba Kogyo Bank Ltd. | 21,659 | 156,357 |
The Fukui Bank Ltd. | 150,195 | 355,558 |
The Kiyo Bank Ltd. | 30,039 | 415,865 |
The Miyazaki Bank Ltd. | 45,978 | 181,535 |
The Ogaki Kyoritsu Bank Ltd. | 80,716 | 281,556 |
The Oita Bank Ltd. | 49,041 | 187,475 |
The Toho Bank Ltd. | 100,130 | 413,771 |
The Towa Bank Ltd. | 216,608 | 192,065 |
The Yamagata Bank Ltd. | 42,912 | 193,480 |
The Yamanashi Chuo Bank Ltd. | 40,867 | 187,678 |
Tokyo TY Financial Group, Inc. * | 9,807 | 290,408 |
TOMONY Holdings, Inc. | 58,851 | 275,191 |
Tsukuba Bank Ltd. | 38,213 | 137,451 |
5,034,502 | ||
Capital Goods 4.3% | ||
Aica Kogyo Co., Ltd. | 19,923 | 468,306 |
Aida Engineering Ltd. | 16,345 | 178,702 |
Asahi Diamond Industrial Co., Ltd. | 15,630 | 173,892 |
Central Glass Co., Ltd. | 75,608 | 338,369 |
Chudenko Corp. | 12,258 | 210,410 |
CKD Corp. | 11,134 | 101,705 |
Daifuku Co., Ltd. | 25,952 | 337,792 |
Daihen Corp. | 34,738 | 176,095 |
Denyo Co., Ltd. | 14,815 | 229,763 |
Fudo Tetra Corp. | 44,139 | 93,414 |
Fuji Machine Manufacturing Co., Ltd. | 29,424 | 334,495 |
Fujitec Co., Ltd. | 20,841 | 210,598 |
Furukawa Co., Ltd. | 74,584 | 129,771 |
Futaba Corp. | 15,630 | 251,424 |
Security | Number of Shares | Value ($) |
Hanwa Co., Ltd. | 87,869 | 341,053 |
Hazama Ando Corp. | 50,065 | 293,995 |
Hibiya Engineering Ltd. | 6,435 | 91,940 |
Hitachi Koki Co., Ltd. | 14,100 | 110,163 |
Hitachi Zosen Corp. | 39,334 | 222,096 |
Inaba Denki Sangyo Co., Ltd. | 5,720 | 199,048 |
Inabata & Co., Ltd. | 14,100 | 136,819 |
Iseki & Co., Ltd. | 61,302 | 124,096 |
Iwatani Corp. | 46,999 | 317,271 |
Juki Corp. | 36,780 | 134,758 |
Kamei Corp. | 7,968 | 59,588 |
Kanamoto Co., Ltd. | 7,968 | 221,287 |
Kanematsu Corp. | 77,650 | 114,970 |
Kato Works Co., Ltd. | 12,258 | 80,595 |
Kitagawa Iron Works Co., Ltd. | 24,519 | 54,352 |
Kitz Corp. | 28,300 | 143,696 |
Komori Corp. | 15,630 | 176,115 |
Kumagai Gumi Co., Ltd. * | 97,064 | 322,342 |
Kuroda Electric Co., Ltd. | 17,878 | 272,929 |
Kyowa Exeo Corp. | 37,189 | 363,662 |
Kyudenko Corp. | 8,171 | 99,724 |
Maeda Corp. | 32,693 | 255,156 |
Makino Milling Machine Co., Ltd. | 22,477 | 189,337 |
Meidensha Corp. | 44,954 | 148,913 |
Mirait Holdings Corp. | 23,089 | 241,619 |
Miura Co., Ltd. | 21,150 | 246,805 |
MonotaRO Co., Ltd. | 6,947 | 230,705 |
Morita Holdings Corp. | 10,216 | 104,600 |
Nachi-Fujikoshi Corp. | 42,912 | 244,093 |
Namura Shipbuilding Co., Ltd. | 14,406 | 137,739 |
Nichias Corp. | 19,411 | 112,525 |
Nippon Densetsu Kogyo Co., Ltd. | 8,480 | 134,920 |
Nippon Steel & Sumikin Bussan Corp. | 33,717 | 116,484 |
Nishimatsu Construction Co., Ltd. | 76,629 | 292,298 |
Nishio Rent All Co., Ltd. | 4,084 | 112,567 |
Nitta Corp. | 5,108 | 133,741 |
Nitto Boseki Co., Ltd. | 68,455 | 281,734 |
Nitto Kogyo Corp. | 12,464 | 223,746 |
Noritz Corp. | 15,630 | 259,923 |
Obara Group, Inc. | 3,269 | 180,206 |
Oiles Corp. | 14,406 | 252,582 |
Okabe Co., Ltd. | 16,345 | 153,407 |
Okumura Corp. | 67,434 | 335,633 |
OSG Corp. | 19,717 | 378,853 |
Penta-Ocean Construction Co., Ltd. | 81,737 | 300,843 |
Raito Kogyo Co., Ltd. | 12,464 | 106,347 |
Ryobi Ltd. | 21,456 | 62,998 |
Sanki Engineering Co., Ltd. | 15,836 | 114,851 |
Sankyo Tateyama, Inc. | 8,683 | 144,832 |
Sanwa Holdings Corp. | 57,830 | 413,607 |
Shibuya Kogyo Co., Ltd. | 6,129 | 111,972 |
Shima Seiki Manufacturing Ltd. | 12,567 | 214,347 |
Shinmaywa Industries Ltd. | 23,498 | 255,137 |
SHO-BOND Holdings Co., Ltd. | 5,208 | 222,182 |
Sintokogio Ltd. | 38,825 | 278,331 |
Sodick Co., Ltd. | 12,567 | 123,520 |
Star Micronics Co., Ltd. | 16,345 | 211,926 |
Sumitomo Mitsui Construction Co., Ltd. * | 192,392 | 284,858 |
Taikisha Ltd. | 12,667 | 297,430 |
Takara Standard Co., Ltd. | 22,477 | 186,517 |
Security | Number of Shares | Value ($) |
Takasago Thermal Engineering Co., Ltd. | 24,316 | 296,360 |
Takuma Co., Ltd. | 26,564 | 215,321 |
Tatsuta Electric Wire & Cable Co., Ltd. | 9,195 | 38,458 |
Teikoku Sen-I Co., Ltd. | 6,332 | 94,229 |
Tekken Corp. | 23,498 | 89,043 |
The Nippon Road Co., Ltd. | 14,303 | 73,702 |
Toa Corp. | 67,434 | 122,407 |
TOKAI Holdings Corp. | 31,060 | 150,695 |
Tokyu Construction Co., Ltd. | 23,704 | 146,929 |
Toshiba Machine Co., Ltd. | 51,086 | 198,284 |
Toshiba Plant Systems & Services Corp. | 10,216 | 150,832 |
Totetsu Kogyo Co., Ltd. | 11,340 | 263,710 |
Toyo Engineering Corp. | 40,867 | 124,777 |
Trusco Nakayama Corp. | 8,171 | 238,886 |
Tsubakimoto Chain Co. | 35,759 | 288,357 |
Tsugami Corp. | 25,543 | 157,046 |
Wakita & Co., Ltd. | 10,216 | 99,045 |
YAMABIKO Corp. | 2,860 | 123,448 |
Yamazen Corp. | 31,672 | 253,281 |
Yokogawa Bridge Holdings Corp. | 7,150 | 82,119 |
18,419,448 | ||
Commercial & Professional Services 0.7% | ||
Aeon Delight Co., Ltd. | 5,108 | 120,580 |
Daiseki Co., Ltd. | 17,163 | 299,629 |
Duskin Co., Ltd. | 17,981 | 299,470 |
Kokuyo Co., Ltd. | 29,424 | 259,178 |
Meitec Corp. | 11,134 | 350,659 |
Mitsubishi Pencil Co., Ltd. | 9,195 | 335,741 |
Moshi Moshi Hotline, Inc. | 10,216 | 110,838 |
Nihon M&A Center, Inc. | 7,559 | 249,132 |
Nippon Parking Development Co., Ltd. | 53,128 | 63,552 |
Nissha Printing Co., Ltd. | 11,034 | 235,457 |
Okamura Corp. | 28,200 | 204,521 |
Pilot Corp. | 4,290 | 246,179 |
Sato Holdings Corp. | 5,108 | 112,334 |
2,887,270 | ||
Consumer Durables & Apparel 0.7% | ||
Alpine Electronics, Inc. | 15,221 | 273,111 |
Chofu Seisakusho Co., Ltd. | 5,108 | 132,459 |
Foster Electric Co., Ltd. | 5,617 | 134,710 |
Fujibo Holdings, Inc. | 40,867 | 104,949 |
Fujitsu General Ltd. | 13,282 | 147,769 |
Gunze Ltd. | 90,932 | 247,972 |
JVC Kenwood Corp. * | 49,041 | 160,400 |
Komatsu Seiren Co., Ltd. | 9,195 | 44,689 |
Mizuno Corp. | 39,846 | 198,655 |
Pioneer Corp. * | 93,795 | 189,089 |
Sangetsu Co., Ltd. | 9,704 | 281,675 |
Seiko Holdings Corp. | 37,804 | 202,705 |
Seiren Co., Ltd. | 15,630 | 138,591 |
Tamron Co., Ltd. | 7,968 | 157,167 |
The Japan Wool Textile Co., Ltd. | 16,345 | 109,381 |
Token Corp. | 1,327 | 58,721 |
Tomy Co., Ltd. | 18,084 | 112,850 |
TSI Holdings Co., Ltd. | 43,627 | 279,911 |
Yondoshi Holdings, Inc. | 4,699 | 79,283 |
3,054,087 |
Security | Number of Shares | Value ($) |
Consumer Services 0.8% | ||
Accordia Golf Co., Ltd. | 27,279 | 269,721 |
Atom Corp. | 23,498 | 152,336 |
Colowide Co., Ltd. | 18,184 | 246,418 |
Doutor Nichires Holdings Co., Ltd. | 17,675 | 264,951 |
Fuji Kyuko Co., Ltd. | 16,345 | 167,627 |
JP-Holdings, Inc. | 28,200 | 87,045 |
Kisoji Co., Ltd. | 10,216 | 181,768 |
Kyoritsu Maintenance Co., Ltd. (c) | 4,084 | 221,717 |
MOS Food Services, Inc. | 14,712 | 305,698 |
Ohsho Food Service Corp. | 3,063 | 114,275 |
Plenus Co., Ltd. | 6,129 | 117,407 |
Round One Corp. | 19,717 | 112,650 |
Royal Holdings Co., Ltd. | 7,150 | 112,981 |
Saizeriya Co., Ltd. | 6,538 | 117,148 |
St Marc Holdings Co., Ltd. | 2,042 | 133,235 |
Tokyo Dome Corp. | 55,173 | 265,838 |
Tokyotokeiba Co., Ltd. | 27,585 | 72,455 |
Yoshinoya Holdings Co., Ltd. | 15,836 | 171,680 |
Zensho Holdings Co., Ltd. (c) | 29,424 | 270,008 |
3,384,958 | ||
Diversified Financials 0.5% | ||
Fuyo General Lease Co., Ltd. | 9,295 | 324,619 |
IBJ Leasing Co., Ltd. | 14,506 | 299,475 |
Ichiyoshi Securities Co., Ltd. | 10,522 | 118,471 |
J Trust Co., Ltd. | 25,134 | 215,924 |
Jaccs Co., Ltd. | 31,672 | 154,724 |
Japan Securities Finance Co., Ltd. | 32,693 | 178,855 |
kabu.com Securities Co., Ltd. | 39,743 | 244,020 |
Kyokuto Securities Co., Ltd. | 4,493 | 70,884 |
Marusan Securities Co., Ltd. | 15,427 | 113,691 |
Mito Securities Co., Ltd. | 19,411 | 72,419 |
Monex Group, Inc. | 53,537 | 133,456 |
Ricoh Leasing Co., Ltd. | 3,166 | 92,561 |
2,019,099 | ||
Energy 0.2% | ||
Itochu Enex Co., Ltd. | 16,345 | 134,676 |
Modec, Inc. | 6,332 | 105,776 |
Nippon Gas Co., Ltd. | 9,295 | 265,916 |
San-Ai Oil Co., Ltd. | 15,324 | 110,496 |
Shinko Plantech Co., Ltd. | 16,345 | 129,891 |
Toyo Kanetsu KK | 24,519 | 48,609 |
795,364 | ||
Food & Staples Retailing 0.5% | ||
Ain Pharmaciez, Inc. | 5,926 | 230,754 |
Arcs Co., Ltd. | 15,630 | 320,981 |
Cocokara fine, Inc. | 6,129 | 174,316 |
Daikokutenbussan Co., Ltd. | 1,430 | 48,984 |
Heiwado Co., Ltd. | 8,171 | 178,122 |
Kasumi Co., Ltd. *(a) | 20,535 | 168,513 |
Kato Sangyo Co., Ltd. | 5,108 | 102,335 |
San-A Co., Ltd. | 4,084 | 142,630 |
The Maruetsu, Inc. *(a) | 12,258 | 51,301 |
Valor Co., Ltd. | 15,630 | 325,034 |
Welcia Holdings Co., Ltd. | 5,108 | 188,434 |
Yaoko Co., Ltd. | 2,757 | 185,422 |
Yokohama Reito Co., Ltd. | 19,617 | 138,006 |
2,254,832 |
Security | Number of Shares | Value ($) |
Food, Beverage & Tobacco 0.7% | ||
Ariake Japan Co., Ltd. | 5,108 | 139,723 |
Fuji Oil Co., Ltd. | 14,100 | 196,028 |
Hokuto Corp. | 14,100 | 289,207 |
Itoham Foods, Inc. | 30,651 | 165,889 |
Kameda Seika Co., Ltd. | 4,084 | 157,832 |
Key Coffee, Inc. | 14,100 | 214,900 |
Marudai Food Co., Ltd. | 30,651 | 103,328 |
Maruha Nichiro Corp. | 15,630 | 232,204 |
Megmilk Snow Brand Co., Ltd. | 16,345 | 210,696 |
Morinaga & Co., Ltd. | 51,086 | 159,824 |
Morinaga Milk Industry Co., Ltd. | 77,650 | 304,637 |
Nippon Flour Mills Co., Ltd. | 24,519 | 120,600 |
Nippon Suisan Kaisha Ltd. * | 75,708 | 253,320 |
Rock Field Co., Ltd. | 6,232 | 118,077 |
Sakata Seed Corp. | 10,216 | 164,762 |
Showa Sangyo Co., Ltd. | 30,651 | 128,968 |
The Nisshin Oillio Group Ltd. | 30,651 | 114,610 |
3,074,605 | ||
Health Care Equipment & Services 0.6% | ||
A/S One Corp. | 4,393 | 129,903 |
Asahi Intecc Co., Ltd. | 6,641 | 398,310 |
BML, Inc. | 3,063 | 86,219 |
Eiken Chemical Co., Ltd. | 3,881 | 59,378 |
Hogy Medical Co., Ltd. | 4,084 | 209,418 |
Jeol Ltd. | 27,369 | 126,835 |
Mani, Inc. | 2,042 | 126,744 |
Nagaileben Co., Ltd. | 12,976 | 235,325 |
Nichii Gakkan Co. | 14,100 | 136,819 |
Nikkiso Co., Ltd. | 21,857 | 183,566 |
Paramount Bed Holdings Co., Ltd. | 6,129 | 161,242 |
Ship Healthcare Holdings, Inc. | 10,216 | 221,078 |
Toho Holdings Co., Ltd. | 18,493 | 315,887 |
Tokai Corp. | 3,778 | 120,250 |
Tsukui Corp. | 14,100 | 114,409 |
Vital KSK Holdings, Inc. | 14,100 | 112,640 |
2,738,023 | ||
Household & Personal Products 0.3% | ||
Aderans Co., Ltd. | 15,018 | 136,933 |
Artnature, Inc. | 6,129 | 57,524 |
Dr Ci:Labo Co., Ltd. | 3,063 | 105,307 |
Earth Chemical Co., Ltd. | 5,823 | 192,403 |
Fancl Corp. | 15,630 | 225,667 |
Mandom Corp. | 9,807 | 331,426 |
Milbon Co., Ltd. | 3,369 | 98,073 |
Noevir Holdings Co., Ltd. | 4,084 | 77,891 |
1,225,224 | ||
Materials 1.9% | ||
ADEKA Corp. | 35,656 | 453,063 |
Aichi Steel Corp. | 51,086 | 251,274 |
Asahi Holdings, Inc. | 16,345 | 277,282 |
Chugoku Marine Paints Ltd. | 26,564 | 227,098 |
Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | 40,867 | 217,420 |
Daio Paper Corp. | 15,324 | 134,724 |
Fuji Seal International, Inc. | 5,005 | 150,303 |
Fujimi, Inc. | 9,807 | 160,216 |
Fujimori Kogyo Co., Ltd. | 3,269 | 107,467 |
Hokuetsu Kishu Paper Co., Ltd. | 44,139 | 219,689 |
Ihara Chemical Industry Co., Ltd. | 14,712 | 166,878 |
Security | Number of Shares | Value ($) |
Ishihara Sangyo Kaisha Ltd. * | 156,324 | 155,611 |
Kureha Corp. | 37,804 | 177,723 |
Kyoei Steel Ltd. | 9,295 | 162,038 |
Nakayama Steel Works Ltd. * | 57,215 | 44,032 |
Nihon Nohyaku Co., Ltd. | 18,696 | 218,637 |
Nihon Parkerizing Co., Ltd. | 14,712 | 362,800 |
Nippon Light Metal Holdings Co., Ltd. | 182,176 | 275,828 |
Nippon Soda Co., Ltd. | 33,717 | 205,046 |
Nippon Yakin Kogyo Co., Ltd. * | 37,292 | 75,804 |
NOF Corp. | 32,693 | 230,542 |
OSAKA Titanium Technologies Co., Ltd. | 6,947 | 145,861 |
Pacific Metals Co., Ltd. * | 32,693 | 95,718 |
Sakata INX Corp. | 20,229 | 210,336 |
Sanyo Chemical Industries Ltd. | 23,498 | 186,734 |
Sanyo Special Steel Co., Ltd. | 30,651 | 122,301 |
Shin-Etsu Polymer Co., Ltd. | 14,712 | 71,009 |
Sumitomo Bakelite Co., Ltd. | 40,867 | 176,055 |
Sumitomo Seika Chemicals Co., Ltd. | 9,195 | 65,995 |
Taiyo Holdings Co., Ltd. | 8,171 | 293,225 |
Takasago International Corp. | 22,477 | 103,976 |
Toagosei Co., Ltd. | 59,260 | 268,676 |
Toho Titanium Co., Ltd. * | 14,712 | 98,207 |
Toho Zinc Co., Ltd. | 30,651 | 99,739 |
Tokai Carbon Co., Ltd. | 44,954 | 131,991 |
Tokuyama Corp. | 80,716 | 178,251 |
Tokyo Ohka Kogyo Co., Ltd. | 15,018 | 525,746 |
Tokyo Rope Manufacturing Co., Ltd. * | 37,804 | 65,144 |
Tokyo Steel Manufacturing Co., Ltd. | 32,796 | 243,888 |
Topy Industries Ltd. | 84,803 | 212,105 |
Toyo Ink SC Holdings Co., Ltd. | 51,086 | 252,129 |
UACJ Corp. | 74,584 | 206,511 |
Yodogawa Steel Works Ltd. | 40,867 | 163,065 |
8,190,137 | ||
Media 0.1% | ||
Avex Group Holdings, Inc. | 8,580 | 140,314 |
Kadokawa Dwango * | 12,770 | 221,335 |
Next Co., Ltd. | 6,538 | 51,409 |
Toei Co., Ltd. | 16,345 | 112,526 |
Tv Tokyo Holdings Corp. | 5,005 | 94,913 |
620,497 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.2% | ||
ASKA Pharmaceutical Co., Ltd. | 9,195 | 88,762 |
JCR Pharmaceuticals Co., Ltd. | 3,472 | 66,016 |
Nichi-iko Pharmaceutical Co., Ltd. | 17,163 | 345,428 |
Seikagaku Corp. | 11,134 | 186,738 |
ZERIA Pharmaceutical Co., Ltd. | 11,034 | 177,770 |
864,714 | ||
Real Estate 0.5% | ||
Daibiru Corp. | 16,345 | 151,767 |
Heiwa Real Estate Co., Ltd. | 16,345 | 227,240 |
Jowa Holdings Co., Ltd. | 3,939 | 135,589 |
Keihanshin Building Co., Ltd. | 31,569 | 195,945 |
Kenedix, Inc. | 73,869 | 338,001 |
Leopalace21 Corp. * | 70,500 | 386,867 |
Open House Co., Ltd. | 1,121 | 25,853 |
Relo Holdings, Inc. | 2,451 | 197,851 |
Takara Leben Co., Ltd. | 32,284 | 171,486 |
TOC Co., Ltd. | 29,321 | 194,500 |
2,025,099 |
Security | Number of Shares | Value ($) |
Retailing 0.8% | ||
AOKI Holdings, Inc. | 14,100 | 174,090 |
Arata Corp. | 16,345 | 46,487 |
Arcland Sakamoto Co., Ltd. | 5,414 | 110,639 |
ASKUL Corp. | 8,480 | 165,777 |
Belluna Co., Ltd. | 21,556 | 98,453 |
Bic Camera, Inc. (c) | 30,139 | 340,354 |
Chiyoda Co., Ltd. | 8,171 | 190,015 |
DCM Holdings Co., Ltd. | 32,693 | 239,841 |
EDION Corp. | 31,263 | 256,286 |
Fuji Co., Ltd. | 8,171 | 144,767 |
Geo Holdings Corp. | 15,630 | 176,376 |
Gulliver International Co., Ltd. | 19,105 | 149,586 |
Jin Co., Ltd. (c) | 3,166 | 95,871 |
Matsuya Co., Ltd. | 15,630 | 234,950 |
Nishimatsuya Chain Co., Ltd. | 14,712 | 123,067 |
Paltac Corp. | 14,100 | 197,090 |
Tsutsumi Jewelry Co., Ltd. | 4,084 | 91,386 |
United Arrows Ltd. | 8,171 | 252,556 |
Xebio Co., Ltd. | 9,398 | 177,827 |
Yellow Hat Ltd. | 8,889 | 175,185 |
3,440,603 | ||
Semiconductors & Semiconductor Equipment 0.2% | ||
Sanken Electric Co., Ltd. | 29,630 | 213,157 |
Shindengen Electric Manufacturing Co., Ltd. | 19,411 | 103,432 |
Tokyo Seimitsu Co., Ltd. | 14,915 | 332,623 |
Ulvac, Inc. * | 15,630 | 237,565 |
886,777 | ||
Software & Services 0.7% | ||
Ateam, Inc. | 1,530 | 66,552 |
Broadleaf Co., Ltd. | 7,050 | 114,173 |
COOKPAD, Inc. | 4,084 | 164,836 |
F@N Communications, Inc. | 8,377 | 80,865 |
Fuji Soft, Inc. | 5,926 | 127,398 |
GMO internet, Inc. | 21,047 | 218,842 |
GMO Payment Gateway, Inc. | 3,063 | 67,489 |
Gurunavi, Inc. | 8,171 | 126,586 |
Ines Corp. | 15,630 | 117,802 |
Internet Initiative Japan, Inc. | 7,662 | 151,324 |
IT Holdings Corp. | 20,741 | 366,084 |
KLab, Inc. * | 6,844 | 61,487 |
Koei Tecmo Holdings Co., Ltd. | 10,216 | 144,850 |
Marvelous, Inc. (c) | 7,865 | 114,740 |
NEC Networks & System Integration Corp. | 6,129 | 121,765 |
NET One Systems Co., Ltd. | 31,263 | 214,443 |
Nihon Unisys Ltd. | 22,374 | 219,351 |
NSD Co., Ltd. | 17,193 | 254,706 |
SMS Co., Ltd. | 7,150 | 81,222 |
Transcosmos, Inc. | 14,100 | 283,309 |
3,097,824 | ||
Technology Hardware & Equipment 1.2% | ||
Ai Holdings Corp. | 14,609 | 292,559 |
Amano Corp. | 28,200 | 339,216 |
Canon Electronics, Inc. | 15,221 | 290,682 |
Daiwabo Holdings Co., Ltd. | 42,912 | 71,792 |
Denki Kogyo Co., Ltd. | 20,432 | 91,097 |
Eizo Corp. | 4,902 | 110,428 |
Enplas Corp. | 2,554 | 108,958 |
Security | Number of Shares | Value ($) |
Hitachi Kokusai Electric, Inc. | 13,282 | 185,100 |
Hitachi Maxell Ltd. | 10,216 | 175,957 |
Horiba Ltd. | 9,501 | 347,312 |
Hosiden Corp. | 16,654 | 94,871 |
Japan Cash Machine Co., Ltd. (c) | 4,596 | 67,165 |
Japan Digital Laboratory Co., Ltd. | 5,108 | 69,306 |
Koa Corp. | 10,216 | 101,951 |
Mitsumi Electric Co., Ltd. | 26,461 | 198,991 |
Nichicon Corp. | 26,155 | 238,916 |
Nippon Chemi-Con Corp. * | 30,651 | 99,995 |
Nohmi Bosai Ltd. | 6,129 | 72,956 |
Oki Electric Industry Co., Ltd. | 183,912 | 412,300 |
Riso Kagaku Corp. | 7,968 | 136,438 |
Roland DG Corp. | 4,084 | 109,663 |
Ryosan Co., Ltd. | 17,163 | 436,451 |
SMK Corp. | 20,432 | 88,534 |
Tabuchi Electric Co., Ltd. | 8,071 | 88,579 |
Tamura Corp. | 20,432 | 70,417 |
The Nippon Signal Co., Ltd. | 26,870 | 272,420 |
Toyo Corp. | 14,100 | 143,424 |
Wacom Co., Ltd. | 50,371 | 262,926 |
4,978,404 | ||
Transportation 0.4% | ||
Hamakyorex Co., Ltd. | 3,166 | 109,510 |
Iino Kaiun Kaisha Ltd. | 47,817 | 258,795 |
Kintetsu World Express, Inc. | 4,084 | 185,504 |
Konoike Transport Co., Ltd. | 4,084 | 83,836 |
Maruzen Showa Unyu Co., Ltd. | 31,672 | 108,624 |
Mitsui-Soko Holdings Co., Ltd. | 24,519 | 82,656 |
Nippon Konpo Unyu Soko Co., Ltd. | 16,345 | 269,899 |
Nissin Corp. | 37,804 | 101,511 |
Sankyu, Inc. | 77,650 | 329,320 |
Senko Co., Ltd. | 20,432 | 118,102 |
The Sumitomo Warehouse Co., Ltd. | 32,693 | 186,786 |
Trancom Co., Ltd. | 2,042 | 85,920 |
1,920,463 | ||
Utilities 0.1% | ||
Saibu Gas Co., Ltd. | 74,584 | 166,581 |
Shizuoka Gas Co., Ltd. | 15,836 | 112,864 |
The Okinawa Electric Power Co., Inc. | 4,084 | 138,701 |
418,146 | ||
74,709,847 | ||
Netherlands 1.7% | ||
Capital Goods 0.6% | ||
Aalberts Industries N.V. | 28,127 | 872,320 |
Arcadis N.V. | 19,012 | 632,387 |
Grontmij * | 13,344 | 55,364 |
Koninklijke BAM Groep N.V. (c) | 62,158 | 295,262 |
Royal Imtech N.V. * | 30,606 | 142,432 |
TKH Group N.V. | 11,328 | 393,824 |
2,391,589 | ||
Commercial & Professional Services 0.1% | ||
USG People N.V. | 14,008 | 191,452 |
Consumer Durables & Apparel 0.0% | ||
TomTom N.V. * | 20,667 | 172,792 |
Diversified Financials 0.0% | ||
BinckBank N.V. | 20,549 | 156,271 |
Security | Number of Shares | Value ($) |
Food, Beverage & Tobacco 0.1% | ||
Corbion N.V. | 16,655 | 322,996 |
Insurance 0.2% | ||
Delta Lloyd N.V. | 48,664 | 885,352 |
Materials 0.2% | ||
APERAM S.A. * | 13,624 | 484,343 |
Koninklijke Ten Cate N.V. | 10,514 | 242,759 |
727,102 | ||
Real Estate 0.3% | ||
Eurocommercial Properties N.V. | 10,940 | 510,099 |
Vastned Retail N.V. | 4,617 | 241,299 |
Wereldhave N.V. | 9,926 | 684,042 |
1,435,440 | ||
Semiconductors & Semiconductor Equipment 0.1% | ||
ASM International N.V. | 12,481 | 566,832 |
Transportation 0.1% | ||
PostNL N.V. * | 125,550 | 561,884 |
7,411,710 | ||
New Zealand 0.8% | ||
Energy 0.1% | ||
New Zealand Oil & Gas Ltd. (b) | 146,980 | 71,186 |
Z Energy Ltd. | 59,940 | 215,458 |
286,644 | ||
Food, Beverage & Tobacco 0.0% | ||
a2 Milk Co., Ltd. * | 106,550 | 45,960 |
Synlait Milk Ltd. * | 26,624 | 63,868 |
109,828 | ||
Health Care Equipment & Services 0.1% | ||
Ebos Group Ltd. | 17,178 | 134,154 |
Metlifecare Ltd. | 33,298 | 120,952 |
Summerset Group Holdings Ltd. | 32,290 | 84,791 |
339,897 | ||
Insurance 0.0% | ||
TOWER Ltd. | 59,784 | 105,639 |
Materials 0.0% | ||
Nuplex Industries Ltd. | 80,109 | 195,811 |
Real Estate 0.1% | ||
Goodman Property Trust | 417,817 | 377,839 |
Precinct Properties New Zealand Ltd. | 172,678 | 155,502 |
533,341 | ||
Retailing 0.1% | ||
Kathmandu Holdings Ltd. | 62,693 | 74,960 |
Trade Me Group Ltd. | 79,611 | 230,138 |
305,098 | ||
Telecommunication Services 0.1% | ||
Chorus Ltd. * | 107,892 | 238,410 |
Transportation 0.1% | ||
Freightways Ltd. | 51,798 | 250,084 |
Utilities 0.2% | ||
Infratil Ltd. | 189,672 | 450,698 |
Mighty River Power Ltd. | 164,192 | 424,943 |
875,641 | ||
3,240,393 |
Security | Number of Shares | Value ($) |
Norway 1.1% | ||
Banks 0.1% | ||
SpareBank 1 SMN | 33,351 | 262,254 |
SpareBank 1 SR-Bank A.S.A. | 29,562 | 215,993 |
478,247 | ||
Diversified Financials 0.0% | ||
Aker A.S.A., A Shares | 4,770 | 110,025 |
Energy 0.5% | ||
BW LPG Ltd. (e) | 13,607 | 107,889 |
BW Offshore Ltd. | 147,864 | 119,179 |
Det Norske Oljeselskap A.S.A. * | 29,562 | 151,331 |
DNO A.S.A. * | 265,802 | 521,833 |
Odfjell Drilling Ltd. | 13,007 | 15,137 |
Petroleum Geo-Services A.S.A. | 55,573 | 314,928 |
Prosafe SE | 54,430 | 168,349 |
TGS Nopec Geophysical Co. A.S.A. | 29,646 | 726,167 |
2,124,813 | ||
Food, Beverage & Tobacco 0.1% | ||
Austevoll Seafood A.S.A. | 18,737 | 113,941 |
Salmar A.S.A. | 13,410 | 220,563 |
334,504 | ||
Insurance 0.1% | ||
Storebrand A.S.A. * | 118,505 | 423,840 |
Real Estate 0.0% | ||
Norwegian Property A.S.A. * | 96,749 | 135,672 |
Semiconductors & Semiconductor Equipment 0.1% | ||
Nordic Semiconductor A.S.A. *(c) | 51,405 | 358,745 |
REC Silicon A.S.A. * | 568,942 | 165,234 |
523,979 | ||
Software & Services 0.1% | ||
Atea A.S.A. | 23,420 | 265,500 |
Opera Software A.S.A. | 23,233 | 180,103 |
445,603 | ||
Transportation 0.1% | ||
Norwegian Air Shuttle A.S.A * | 2,322 | 70,966 |
Stolt-Nielsen Ltd. | 3,990 | 65,365 |
Wilh Wilhelmsen A.S.A. | 21,975 | 126,144 |
262,475 | ||
4,839,158 | ||
Portugal 0.4% | ||
Banks 0.0% | ||
Banco BPI S.A. - Reg'd * | 73,252 | 110,920 |
Food & Staples Retailing 0.1% | ||
Sonae, SGPS, S.A. | 256,869 | 368,790 |
Materials 0.1% | ||
Altri, SGPS, S.A. | 46,348 | 161,521 |
Portucel S.A. | 64,478 | 285,309 |
Semapa-Sociedade de Investimento e Gestao | 11,814 | 163,785 |
610,615 | ||
Media 0.1% | ||
NOS, SGPS | 61,660 | 409,502 |
Security | Number of Shares | Value ($) |
Transportation 0.1% | ||
CTT-Correios de Portugal S.A. | 33,883 | 377,578 |
1,877,405 | ||
Republic of Korea 4.6% | ||
Automobiles & Components 0.2% | ||
Hanil E-Hwa Co., Ltd. * | 3,908 | 48,247 |
Kumho Tire Co., Inc. * | 39,200 | 341,801 |
Nexen Tire Corp. | 9,130 | 127,689 |
Ssangyong Motor Co. * | 18,074 | 164,676 |
Sungwoo Hitech Co., Ltd. | 11,000 | 123,776 |
806,189 | ||
Banks 0.0% | ||
JB Financial Group Co., Ltd. | 26,054 | 161,895 |
Capital Goods 0.4% | ||
Doosan Engine Co., Ltd. * | 10,000 | 68,789 |
Hyundai Corp. * | 3,000 | 70,794 |
Hyundai Elevator Co., Ltd. * | 1,711 | 110,060 |
Hyundai Rotem Co., Ltd. * | 5,000 | 82,001 |
iMarketKorea, Inc. | 6,000 | 151,155 |
Korea Aerospace Industries Ltd. | 12,500 | 574,006 |
Korea Electric Terminal Co., Ltd. | 2,000 | 113,890 |
LG International Corp. | 8,126 | 274,679 |
LS Industrial Systems Co., Ltd. | 5,080 | 286,041 |
S&T Dynamics Co., Ltd. | 7,620 | 76,023 |
Sung Kwang Bend Co., Ltd. * | 6,350 | 85,338 |
TK Corp. * | 3,605 | 37,937 |
1,930,713 | ||
Commercial & Professional Services 0.1% | ||
KEPCO Plant Service & Engineering Co., Ltd. * | 2,850 | 239,415 |
Consumer Durables & Apparel 0.4% | ||
Fila Korea Ltd. | 2,400 | 203,362 |
Handsome Co., Ltd. | 3,500 | 99,654 |
Hansae Co., Ltd. | 5,401 | 201,513 |
Hanssem Co., Ltd. * | 4,500 | 723,657 |
LF Corp. | 5,800 | 166,462 |
Youngone Corp. | 7,560 | 347,848 |
Youngone Holdings Co., Ltd. | 1,780 | 143,204 |
1,885,700 | ||
Consumer Services 0.1% | ||
Grand Korea Leisure Co., Ltd. | 4,500 | 142,477 |
Hana Tour Service, Inc. | 2,970 | 264,108 |
MegaStudy Co., Ltd. | 1,800 | 107,421 |
514,006 | ||
Diversified Financials 0.2% | ||
Daishin Securities Co., Ltd. * | 12,000 | 120,268 |
Hankook Tire Worldwide Co., Ltd. * | 5,650 | 122,004 |
Hanwha Investment & Securities Co., Ltd. * | 11,596 | 45,325 |
KIWOOM Securities Co., Ltd. * | 2,840 | 162,500 |
Kyobo Securities Co., Ltd. | 4,750 | 49,554 |
Meritz Financial Group, Inc. | 12,000 | 129,015 |
Meritz Securities Co., Ltd. | 40,000 | 166,917 |
SK Securities Co., Ltd. * | 100,000 | 94,301 |
Yuanta Securities Korea * | 36,000 | 146,781 |
1,036,665 |
Security | Number of Shares | Value ($) |
Energy 0.0% | ||
Hankook Shell Oil Co., Ltd. | 200 | 82,821 |
SK Gas Ltd. | 1,261 | 105,816 |
188,637 | ||
Food & Staples Retailing 0.2% | ||
Dongsuh Co., Inc. | 12,099 | 318,032 |
GS Retail Co., Ltd. | 4,520 | 115,312 |
Hyundai Greenfood Co. Ltd. | 16,170 | 274,030 |
707,374 | ||
Food, Beverage & Tobacco 0.3% | ||
Binggrae Co., Ltd. | 1,460 | 97,506 |
Dae Han Flour Mills Co., Ltd. * | 219 | 35,717 |
Daesang Corp. * | 7,130 | 242,636 |
Dongwon Industries Co., Ltd. | 300 | 89,518 |
Lotte Food Co., Ltd. * | 260 | 150,663 |
Maeil Dairy Industry Co., Ltd. * | 2,000 | 64,690 |
Muhak Co., Ltd. * | 3,235 | 130,278 |
Ottogi Corp. * | 363 | 197,119 |
Samyang Holdings Corp. | 1,310 | 107,898 |
1,116,025 | ||
Health Care Equipment & Services 0.1% | ||
Chabiotech Co., Ltd. * | 10,647 | 162,001 |
Medipost Co., Ltd. * | 1,901 | 135,099 |
Osstem Implant Co., Ltd. * | 3,810 | 158,989 |
456,089 | ||
Household & Personal Products 0.1% | ||
Cosmax, Inc. | 1,496 | 176,513 |
Korea Kolmar Co., Ltd. * | 3,500 | 195,800 |
372,313 | ||
Insurance 0.2% | ||
Korean Reinsurance Co. | 24,174 | 229,064 |
LIG Insurance Co., Ltd. | 12,300 | 268,963 |
Meritz Fire & Marine Insurance Co., Ltd. | 17,092 | 204,005 |
702,032 | ||
Materials 0.5% | ||
Hanil Cement Co., Ltd. * | 1,191 | 183,389 |
Hansol Holdings Co., Ltd. * | 4,774 | 32,710 |
Hansol Paper Co., Ltd. * | 4,415 | 81,659 |
Huchems Fine Chemical Corp. | 6,000 | 140,221 |
Kolon Industries, Inc. | 4,420 | 203,774 |
OCI Materials Co., Ltd. * | 2,000 | 146,873 |
Poongsan Corp. | 5,250 | 122,694 |
Seah Besteel Corp. | 5,000 | 158,079 |
SK Chemicals Co., Ltd. | 5,070 | 280,858 |
Ssangyong Cement Industrial Co., Ltd. * | 11,662 | 157,788 |
Taekwang Industrial Co., Ltd. | 223 | 236,705 |
Young Poong Corp. * | 186 | 227,596 |
1,972,346 | ||
Media 0.2% | ||
CJ CGV Co., Ltd. | 4,500 | 263,633 |
CJ E&M Corp. * | 5,700 | 253,956 |
CJ Hellovision Co., Ltd. | 7,500 | 72,434 |
SM Entertainment Co. * | 4,749 | 143,221 |
YG Entertainment, Inc. | 3,256 | 138,095 |
871,339 |
Security | Number of Shares | Value ($) |
Pharmaceuticals, Biotechnology & Life Sciences 0.5% | ||
Chong Kun Dang Pharmaceutical Corp. * | 3,152 | 167,716 |
Daewoong Pharmaceutical Co., Ltd. * | 1,946 | 103,191 |
Dong-A Socio Holdings Co., Ltd. | 1,113 | 121,689 |
Dong-A ST Co., Ltd. | 1,254 | 107,742 |
Green Cross Corp. | 1,370 | 174,129 |
Green Cross Holdings Corp. | 7,400 | 148,330 |
Hanmi Pharm Co., Ltd. * | 1,649 | 161,512 |
Kwang Dong Pharmaceutical Co., Ltd. | 10,000 | 114,346 |
LG Life Sciences Ltd. * | 3,920 | 159,293 |
Medy-Tox, Inc. | 1,058 | 341,147 |
Naturalendo Tech Co., Ltd. * | 3,453 | 164,226 |
Pharmicell Co., Ltd. * | 12,184 | 42,018 |
Seegene, Inc. * | 3,075 | 103,663 |
ViroMed Co., Ltd. * | 3,507 | 186,286 |
2,095,288 | ||
Retailing 0.2% | ||
CJ O Shopping Co., Ltd. | 718 | 153,733 |
GS Home Shopping, Inc. | 855 | 182,288 |
Hyundai Home Shopping Network Corp. | 1,540 | 188,019 |
Interpark Corp. | 10,700 | 97,977 |
Kolao Holdings * | 6,780 | 115,209 |
LOTTE Himart Co., Ltd. * | 2,950 | 151,861 |
889,087 | ||
Semiconductors & Semiconductor Equipment 0.2% | ||
Eo Technics Co., Ltd. * | 3,500 | 457,610 |
GemVax & Kael Co., Ltd. * | 6,302 | 109,096 |
Hansol Technics Co., Ltd. * | 3,126 | 42,295 |
Seoul Semiconductor Co., Ltd. * | 9,780 | 162,176 |
Wonik IPS Co., Ltd. * | 13,800 | 159,683 |
930,860 | ||
Software & Services 0.2% | ||
Com2uSCorp * | 2,149 | 347,544 |
Daou Technology, Inc. * | 6,600 | 91,103 |
Gamevil, Inc. * | 1,324 | 151,876 |
Hancom, Inc. | 5,000 | 82,912 |
Posco ICT Co., Ltd. * | 12,300 | 65,448 |
738,883 | ||
Technology Hardware & Equipment 0.2% | ||
Daeduck Electronics Co. * | 9,350 | 80,079 |
Humax Co., Ltd. | 9,800 | 142,417 |
LG Innotek Co., Ltd. | 3,550 | 339,620 |
Partron Co., Ltd. | 11,480 | 133,884 |
SFA Engineering Corp. | 3,081 | 143,165 |
Sindoh Co., Ltd. | 1,050 | 68,402 |
907,567 | ||
Telecommunication Services 0.0% | ||
SK Broadband Co., Ltd. * | 42,113 | 174,392 |
Transportation 0.2% | ||
Asiana Airlines, Inc. * | 23,700 | 188,728 |
Hanjin Kal Corp. * | 6,947 | 198,115 |
Hanjin Transportation Co., Ltd. * | 3,950 | 213,416 |
Pan Ocean Co., Ltd. * | 27,672 | 91,521 |
691,780 |
Security | Number of Shares | Value ($) |
Utilities 0.1% | ||
E1 Corp. | 1,395 | 84,014 |
Samchully Co., Ltd. * | 1,163 | 130,864 |
214,878 | ||
19,603,473 | ||
Singapore 2.0% | ||
Capital Goods 0.1% | ||
Tat Hong Holdings Ltd. | 33,717 | 17,725 |
United Engineers Ltd. | 110,346 | 229,600 |
247,325 | ||
Commercial & Professional Services 0.0% | ||
United Envirotech Ltd. | 123,628 | 146,343 |
Consumer Services 0.1% | ||
GuocoLeisure Ltd. | 312,651 | 213,782 |
OUE Ltd. | 81,737 | 133,414 |
Raffles Education Corp., Ltd. | 539,478 | 134,860 |
482,056 | ||
Diversified Financials 0.0% | ||
ARA Asset Management Ltd. | 102,172 | 122,447 |
Energy 0.1% | ||
Ezion Holdings Ltd. | 339,707 | 278,489 |
Ezra Holdings Ltd. | 11,560 | 4,420 |
Linc Energy Ltd. * | 102,172 | 47,702 |
330,611 | ||
Food, Beverage & Tobacco 0.1% | ||
China Fishery Group Ltd. | 216,608 | 27,870 |
First Resources Ltd. | 156,324 | 212,057 |
Super Group Ltd. (c) | 81,737 | 71,815 |
311,742 | ||
Health Care Equipment & Services 0.1% | ||
Biosensors International Group Ltd. * | 326,954 | 157,455 |
Raffles Medical Group Ltd. | 65,389 | 187,018 |
Religare Health Trust | 163,477 | 128,008 |
472,481 | ||
Materials 0.0% | ||
Midas Holdings Ltd. | 326,954 | 74,521 |
Media 0.1% | ||
Asian Pay Television Trust | 355,563 | 241,817 |
Real Estate 1.1% | ||
AIMS AMP Capital Industrial REIT | 156,324 | 167,806 |
Ascendas India Trust | 163,477 | 112,983 |
Ascott Residence Trust | 163,477 | 156,253 |
Cache Logistics Trust | 156,324 | 134,475 |
Cambridge Industrial Trust | 314,693 | 158,492 |
CapitaRetail China Trust | 102,172 | 126,203 |
CDL Hospitality Trusts | 174,717 | 227,372 |
Far East Hospitality Trust | 217,629 | 129,608 |
First Real Estate Investment Trust | 102,172 | 102,165 |
Frasers Centrepoint Trust | 163,477 | 245,198 |
Frasers Commercial Trust | 118,520 | 130,275 |
Ho Bee Land Ltd. | 144,063 | 215,019 |
Keppel REIT | 468,978 | 427,566 |
Lippo Malls Indonesia Retail Trust | 490,434 | 126,205 |
Mapletree Commercial Trust | 452,630 | 519,155 |
Mapletree Greater China Commercial Trust | 468,978 | 358,604 |
Security | Number of Shares | Value ($) |
Mapletree Industrial Trust | 310,606 | 352,832 |
Mapletree Logistics Trust | 373,956 | 338,185 |
OUE Hospitality Trust | 178,804 | 123,576 |
Parkway Life Real Estate Investment Trust | 163,477 | 293,276 |
Sabana Shari'ah Compliant Industrial Real Estate Investment Trust (c) | 163,477 | 110,579 |
SPH REIT | 122,607 | 94,653 |
Starhill Global REIT | 490,434 | 302,893 |
Yoma Strategic Holdings Ltd. *(c) | 248,602 | 83,166 |
5,036,539 | ||
Retailing 0.0% | ||
OSIM International Ltd. | 61,302 | 90,594 |
Software & Services 0.1% | ||
CSE Global Ltd. | 163,477 | 70,915 |
Silverlake Axis Ltd. | 158,369 | 150,206 |
221,121 | ||
Transportation 0.1% | ||
Keppel Telecommunications & Transportation Ltd. | 15,324 | 20,393 |
SATS Ltd. | 183,912 | 427,293 |
Tiger Airways Holdings Ltd. * | 370,481 | 78,994 |
526,680 | ||
Utilities 0.1% | ||
China Everbright Water Ltd. * | 95,019 | 66,718 |
Hyflux Ltd. (c) | 156,324 | 102,867 |
SIIC Environment Holdings Ltd. * | 1,144,345 | 111,902 |
281,487 | ||
8,585,764 | ||
Spain 2.2% | ||
Automobiles & Components 0.0% | ||
Cie Automotive S.A. | 7,386 | 106,787 |
Banks 0.0% | ||
Liberbank S.A. * | 147,864 | 119,745 |
Capital Goods 0.5% | ||
Abengoa S.A., B Shares | 134,982 | 459,809 |
Construcciones y Auxiliar de Ferrocarriles S.A. | 725 | 260,019 |
Fomento de Construcciones y Contratas S.A. * | 32,496 | 382,534 |
Gamesa Corp. Tecnologica S.A. * | 53,016 | 630,036 |
Obrascon Huarte Lain S.A. | 12,325 | 296,463 |
Sacyr S.A. * | 50,083 | 227,005 |
2,255,866 | ||
Commercial & Professional Services 0.1% | ||
Applus Services S.A. * | 19,484 | 239,741 |
Prosegur Cia de Seguridad S.A. | 58,656 | 348,037 |
587,778 | ||
Consumer Services 0.1% | ||
Melia Hotels International S.A. | 17,940 | 212,392 |
NH Hotel Group S.A. * | 39,873 | 207,070 |
419,462 | ||
Diversified Financials 0.2% | ||
Bolsas y Mercados Espanoles S.A. | 17,248 | 753,728 |
Energy 0.1% | ||
Tecnicas Reunidas S.A. | 7,617 | 316,455 |
Security | Number of Shares | Value ($) |
Food, Beverage & Tobacco 0.3% | ||
Ebro Foods S.A. | 28,855 | 551,341 |
Viscofan S.A. | 10,088 | 623,581 |
1,174,922 | ||
Insurance 0.1% | ||
Grupo Catalana Occidente S.A. | 13,226 | 406,774 |
Materials 0.1% | ||
Ence Energia y Celulosa S.A. | 67,655 | 225,759 |
Media 0.1% | ||
Atresmedia Corp de Medios de Comunicaion S.A. | 18,840 | 286,760 |
Promotora de Informaciones S.A., Class A * | 198,481 | 71,240 |
358,000 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.2% | ||
Almirall S.A. * | 20,504 | 310,937 |
Faes Farma S.A. | 69,064 | 165,776 |
Zeltia S.A. * | 68,874 | 271,543 |
748,256 | ||
Real Estate 0.1% | ||
Inmobiliaria Colonial S.A. * | 435,602 | 320,028 |
Merlin Properties Socimi S.A. * | 21,520 | 289,655 |
609,683 | ||
Software & Services 0.1% | ||
Indra Sistemas S.A. | 29,562 | 315,666 |
Telecommunication Services 0.2% | ||
Jazztel plc * | 55,020 | 771,415 |
Let's GOWEX S.A. *(a)(b)(c) | 5,361 | — |
771,415 | ||
Transportation 0.0% | ||
Cia de Distribucion Integral Logista Holdings S.A. | 9,467 | 180,783 |
9,351,079 | ||
Sweden 3.3% | ||
Capital Goods 0.6% | ||
Concentric AB | 5,173 | 71,944 |
Haldex AB | 8,686 | 135,121 |
Indutrade AB | 7,988 | 353,873 |
Lindab International AB * | 20,334 | 179,552 |
NCC AB, B Shares | 25,547 | 895,290 |
Nibe Industrier AB, B Shares | 10,197 | 249,523 |
Peab AB | 51,883 | 440,095 |
Saab AB, Class B | 6,384 | 170,913 |
2,496,311 | ||
Commercial & Professional Services 0.2% | ||
AF AB, B Shares | 12,690 | 193,224 |
Intrum Justitia AB | 8,624 | 244,738 |
Loomis AB, B Shares | 17,888 | 587,205 |
1,025,167 | ||
Consumer Durables & Apparel 0.2% | ||
JM AB | 15,273 | 542,014 |
Nobia AB | 10,470 | 101,992 |
644,006 |
Security | Number of Shares | Value ($) |
Consumer Services 0.1% | ||
Betsson AB * | 12,222 | 451,909 |
Rezidor Hotel Group AB * | 39,058 | 157,342 |
609,251 | ||
Diversified Financials 0.2% | ||
Avanza Bank Holding AB | 7,601 | 277,493 |
Investment AB Oresund * | 8,840 | 188,125 |
L E Lundbergfortagen AB, B Shares | 9,515 | 458,824 |
924,442 | ||
Food & Staples Retailing 0.3% | ||
Axfood AB | 7,711 | 447,641 |
ICA Gruppen AB | 18,404 | 656,439 |
1,104,080 | ||
Food, Beverage & Tobacco 0.1% | ||
AAK AB | 8,449 | 489,471 |
Materials 0.4% | ||
BillerudKorsnas AB | 41,435 | 657,734 |
Hexpol AB | 5,673 | 608,739 |
SSAB AB, A Shares * | 51,756 | 306,599 |
SSAB AB, B Shares * | 36,966 | 195,627 |
1,768,699 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.1% | ||
Active Biotech AB * | 9,343 | 32,261 |
Swedish Orphan Biovitrum AB * | 37,443 | 420,186 |
452,447 | ||
Real Estate 0.9% | ||
Castellum AB | 42,906 | 734,583 |
Fabege AB | 34,635 | 525,707 |
Fastighets AB Balder, B Shares * | 24,111 | 427,252 |
Hemfosa Fastigheter AB * | 10,760 | 272,846 |
Hufvudstaden AB, A Shares | 36,079 | 528,592 |
Kungsleden AB | 42,504 | 349,072 |
Wallenstam AB, B Shares | 30,539 | 542,989 |
Wihlborgs Fastigheter AB | 21,454 | 452,706 |
3,833,747 | ||
Retailing 0.1% | ||
KappAhl AB | 9,806 | 46,322 |
Mekonomen AB | 5,484 | 148,265 |
Qliro Group AB *(c) | 37,259 | 80,408 |
274,995 | ||
Technology Hardware & Equipment 0.1% | ||
Axis Communications AB | 11,241 | 456,743 |
Transportation 0.0% | ||
SAS AB * | 36,339 | 79,729 |
14,159,088 | ||
Switzerland 3.3% | ||
Automobiles & Components 0.1% | ||
Autoneum Holding AG * | 1,282 | 240,578 |
Banks 0.2% | ||
Basler Kantonalbank | 1,775 | 126,759 |
Liechtensteinische Landesbank AG | 2,940 | 115,987 |
St. Galler Kantonalbank AG - Reg'd | 531 | 192,124 |
Valiant Holding AG - Reg'd | 5,500 | 453,402 |
888,272 |
Security | Number of Shares | Value ($) |
Capital Goods 0.9% | ||
AFG Arbonia-Forster Holding AG - Reg'd * | 3,174 | 62,107 |
Belimo Holding AG - Reg'd | 106 | 254,937 |
Bucher Industries AG - Reg'd | 1,853 | 490,615 |
Burckhardt Compression Holding AG | 544 | 214,042 |
Daetwyler Holding AG | 1,410 | 185,918 |
Georg Fischer AG - Reg'd | 1,063 | 767,536 |
Huber & Suhner AG - Reg'd | 4,906 | 228,222 |
Implenia AG - Reg'd | 2,084 | 141,462 |
Meyer Burger Technology AG *(c) | 21,937 | 161,982 |
OC Oerlikon Corp. AG - Reg'd * | 52,618 | 660,500 |
Rieter Holding AG - Reg'd * | 1,942 | 294,987 |
Schweiter Technologies AG | 350 | 293,697 |
SFS Group AG * | 3,102 | 234,613 |
3,990,618 | ||
Commercial & Professional Services 0.1% | ||
Gategroup Holding AG * | 4,303 | 136,625 |
Kaba Holding AG, B Shares - Reg'd * | 994 | 542,610 |
679,235 | ||
Consumer Durables & Apparel 0.1% | ||
China Hongxing Sports Ltd. *(a)(b) | 884,000 | — |
Forbo Holding AG - Reg'd * | 403 | 431,907 |
431,907 | ||
Consumer Services 0.1% | ||
Kuoni Reisen Holding AG - Reg'd * | 1,038 | 363,245 |
Diversified Financials 0.2% | ||
Cembra Money Bank AG | 3,970 | 249,172 |
Leonteq AG * | 1,144 | 300,481 |
Vontobel Holding AG - Reg'd | 11,178 | 459,854 |
1,009,507 | ||
Food, Beverage & Tobacco 0.1% | ||
Emmi AG - Reg'd * | 652 | 236,591 |
Health Care Equipment & Services 0.1% | ||
Straumann Holding AG - Reg'd | 1,470 | 406,266 |
Insurance 0.2% | ||
Helvetia Holding AG - Reg'd | 1,391 | 702,836 |
Materials 0.0% | ||
Schmolz + Bickenbach AG - Reg'd * | 130,989 | 127,120 |
Pharmaceuticals, Biotechnology & Life Sciences 0.2% | ||
Basilea Pharmaceutica - Reg'd * | 629 | 80,616 |
Cosmo Pharmaceuticals S.p.A. | 1,244 | 231,872 |
Tecan Group AG - Reg'd | 3,501 | 421,745 |
734,233 | ||
Real Estate 0.2% | ||
Allreal Holding AG - Reg'd * | 2,905 | 448,007 |
Mobimo Holding AG - Reg'd * | 1,670 | 396,361 |
844,368 | ||
Retailing 0.1% | ||
Valora Holding AG - Reg'd * | 1,038 | 231,470 |
Semiconductors & Semiconductor Equipment 0.1% | ||
ams AG | 14,401 | 640,298 |
Software & Services 0.1% | ||
Temenos Group AG - Reg'd * | 12,887 | 445,200 |
Security | Number of Shares | Value ($) |
Technology Hardware & Equipment 0.1% | ||
Kudelski S.A. | 7,353 | 99,281 |
Logitech International S.A. - Reg'd | 34,637 | 516,997 |
616,278 | ||
Transportation 0.3% | ||
Flughafen Zuerich AG - Reg'd | 945 | 680,340 |
Panalpina Welttransport Holding AG - Reg'd | 3,645 | 509,070 |
1,189,410 | ||
Utilities 0.1% | ||
Alpiq Holding AG - Reg'd * | 629 | 48,237 |
BKW AG | 5,472 | 177,782 |
226,019 | ||
14,003,451 | ||
United Kingdom 20.9% | ||
Banks 0.2% | ||
Bank of Georgia Holdings plc | 6,776 | 180,636 |
The Paragon Group of Cos. plc | 94,189 | 625,906 |
TSB Banking Group plc *(e) | 19,717 | 79,711 |
886,253 | ||
Capital Goods 2.3% | ||
Balfour Beatty plc | 161,362 | 625,417 |
Bodycote plc | 50,396 | 602,417 |
Carillion plc | 112,473 | 627,475 |
Chemring Group plc | 43,936 | 153,621 |
Diploma plc | 22,176 | 273,481 |
Fenner plc | 49,482 | 167,850 |
Galliford Try plc | 23,976 | 555,046 |
Grafton Group plc | 55,531 | 643,632 |
Interserve plc | 47,037 | 456,863 |
Keller Group plc | 17,248 | 270,016 |
Kier Group plc | 12,043 | 324,208 |
Morgan Advanced Materials plc | 84,613 | 430,595 |
Morgan Sindall Group plc | 13,875 | 153,956 |
QinetiQ Group plc | 171,570 | 529,493 |
Rotork plc | 23,305 | 883,821 |
Senior plc | 110,343 | 580,634 |
SIG plc | 148,360 | 453,965 |
Speedy Hire plc | 78,739 | 92,479 |
Spirax-Sarco Engineering plc | 19,888 | 987,205 |
Ultra Electronics Holdings plc | 18,305 | 509,193 |
Vesuvius plc | 70,996 | 524,777 |
9,846,144 | ||
Commercial & Professional Services 1.4% | ||
AA plc * | 105,393 | 614,850 |
Berendsen plc | 50,677 | 861,478 |
Cape plc | 24,779 | 90,181 |
De La Rue plc | 26,513 | 237,235 |
Hays plc | 295,746 | 699,737 |
HomeServe plc | 72,507 | 377,952 |
Michael Page International plc | 86,035 | 667,451 |
Mitie Group plc | 114,805 | 536,694 |
Regus plc | 164,176 | 600,296 |
RPS Group plc | 70,693 | 289,291 |
Shanks Group plc | 120,880 | 199,885 |
WS Atkins plc | 28,141 | 594,061 |
5,769,111 |
Security | Number of Shares | Value ($) |
Consumer Durables & Apparel 0.6% | ||
Bellway plc | 34,233 | 1,053,312 |
Bovis Homes Group plc | 41,150 | 614,628 |
Crest Nicholson Holdings plc | 57,252 | 391,157 |
Redrow plc | 58,065 | 327,438 |
Ted Baker plc | 2,992 | 118,509 |
2,505,044 | ||
Consumer Services 1.4% | ||
Betfair Group plc | 15,093 | 406,316 |
Bwin.Party Digital Entertainment plc | 203,475 | 268,226 |
Dignity plc | 13,339 | 398,882 |
Domino's Pizza Group plc | 36,031 | 402,305 |
Enterprise Inns plc * | 130,502 | 211,762 |
Greene King plc | 63,546 | 856,829 |
J.D. Wetherspoon plc | 33,033 | 418,348 |
Ladbrokes plc | 209,554 | 384,404 |
Marston's plc | 145,692 | 344,033 |
Mitchells & Butlers plc * | 62,410 | 449,546 |
Spirit Pub Co. plc | 144,460 | 266,335 |
SSP Group plc * | 93,159 | 413,188 |
The Restaurant Group plc | 53,449 | 610,001 |
Thomas Cook Group plc * | 395,019 | 763,688 |
6,193,863 | ||
Diversified Financials 1.8% | ||
Brewin Dolphin Holdings plc | 22,592 | 110,292 |
Close Brothers Group plc | 45,094 | 1,143,584 |
Henderson Group plc | 237,215 | 959,371 |
IG Group Holdings plc | 101,395 | 1,145,446 |
Intermediate Capital Group plc | 112,900 | 856,675 |
International Personal Finance plc | 76,452 | 510,639 |
Jupiter Fund Management plc | 86,330 | 556,871 |
Kennedy Wilson Europe Real Estate plc | 25,758 | 428,715 |
Man Group plc | 404,213 | 1,196,869 |
SVG Capital plc * | 55,068 | 418,787 |
Tullett Prebon plc | 76,455 | 411,529 |
7,738,778 | ||
Energy 0.5% | ||
Anglo Pacific Group plc (f) | 16,364 | 23,392 |
Cairn Energy plc * | 130,627 | 410,807 |
EnQuest plc * | 183,024 | 118,088 |
Genel Energy plc * | 36,966 | 333,337 |
Hunting plc | 38,882 | 287,282 |
Lamprell plc * | 49,299 | 82,662 |
Ophir Energy plc * | 123,724 | 266,346 |
Premier Oil plc | 134,995 | 351,527 |
Soco International plc * | 64,812 | 280,950 |
2,154,391 | ||
Food & Staples Retailing 0.3% | ||
Booker Group plc | 368,818 | 915,373 |
Greggs plc | 31,514 | 427,114 |
1,342,487 | ||
Food, Beverage & Tobacco 0.5% | ||
Britvic plc | 62,433 | 738,102 |
Cranswick plc | 13,885 | 307,706 |
Dairy Crest Group plc | 41,757 | 320,720 |
Devro plc | 57,163 | 258,835 |
Security | Number of Shares | Value ($) |
Greencore Group plc | 104,082 | 544,632 |
Premier Foods plc * | 155,256 | 104,971 |
2,274,966 | ||
Health Care Equipment & Services 0.3% | ||
Al Noor Hospitals Group plc | 5,088 | 73,244 |
NMC Health plc | 9,787 | 88,783 |
Spire Healthcare Group plc *(e) | 41,716 | 203,718 |
Synergy Health plc | 14,772 | 486,250 |
UDG Healthcare plc | 70,599 | 509,514 |
1,361,509 | ||
Insurance 1.4% | ||
Amlin plc | 138,623 | 1,134,337 |
Beazley plc | 153,371 | 685,697 |
Catlin Group Ltd. | 95,627 | 1,011,567 |
esure Group plc | 63,930 | 236,916 |
Hiscox Ltd. | 88,513 | 1,081,992 |
Jardine Lloyd Thompson Group plc | 30,090 | 445,713 |
Lancashire Holdings Ltd. | 55,724 | 592,046 |
Phoenix Group Holdings | 51,756 | 686,260 |
Saga plc * | 30,651 | 87,157 |
5,961,685 | ||
Materials 1.6% | ||
Acacia Mining plc | 35,690 | 151,787 |
Alent plc | 67,799 | 369,233 |
Centamin plc | 329,437 | 334,996 |
DS Smith plc | 249,238 | 1,414,352 |
Elementis plc | 129,650 | 575,236 |
Essentra plc | 71,032 | 1,117,487 |
Evraz plc | 117,523 | 357,428 |
Ferrexpo plc | 25,826 | 26,142 |
KAZ Minerals plc * | 69,348 | 271,784 |
Kenmare Resources plc * | 692,391 | 41,303 |
Lonmin plc * | 103,158 | 250,609 |
Petra Diamonds Ltd. * | 91,680 | 265,796 |
RPC Group plc | 57,541 | 521,538 |
Synthomer plc | 66,528 | 300,315 |
Victrex plc | 22,794 | 665,768 |
6,663,774 | ||
Media 0.6% | ||
Cineworld Group plc | 51,756 | 361,686 |
Entertainment One Ltd. | 24,678 | 114,679 |
ITE Group plc | 75,962 | 200,446 |
Rightmove plc | 24,961 | 1,168,428 |
UBM plc | 108,758 | 911,805 |
2,757,044 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.4% | ||
BTG plc * | 94,542 | 1,108,207 |
Dechra Pharmaceuticals plc | 25,890 | 373,097 |
Genus plc | 19,039 | 401,622 |
1,882,926 | ||
Real Estate 2.0% | ||
Big Yellow Group plc | 39,416 | 384,973 |
Capital & Counties Properties plc | 201,938 | 1,262,343 |
Countrywide plc | 22,621 | 184,581 |
Derwent London plc | 22,619 | 1,171,005 |
Development Securities plc | 27,315 | 106,165 |
Foxtons Group plc | 54,778 | 171,001 |
Grainger plc | 132,272 | 430,494 |
Great Portland Estates plc | 91,266 | 1,129,044 |
Security | Number of Shares | Value ($) |
Hansteen Holdings plc | 159,852 | 291,501 |
Helical Bar plc | 38,663 | 238,999 |
Londonmetric Property plc | 188,844 | 471,029 |
Redefine International plc | 66,020 | 57,339 |
Savills plc | 43,026 | 485,394 |
Shaftesbury plc | 68,694 | 862,547 |
ST Modwen Properties plc | 34,280 | 256,935 |
The Unite Group plc | 65,807 | 559,339 |
Workspace Group plc | 27,447 | 364,783 |
8,427,472 | ||
Retailing 2.0% | ||
AO World plc * | 43,692 | 121,201 |
Connect Group plc | 53,087 | 129,009 |
Darty plc | 144,275 | 151,057 |
Debenhams plc | 350,397 | 440,784 |
Dixons Carphone plc | 236,720 | 1,611,833 |
Dunelm Group plc | 25,890 | 367,295 |
Halfords Group plc | 62,591 | 430,440 |
Home Retail Group plc | 251,645 | 787,117 |
Howden Joinery Group plc | 163,640 | 1,173,153 |
Inchcape plc | 121,590 | 1,382,982 |
Mothercare plc * | 24,176 | 70,987 |
N Brown Group plc | 48,084 | 333,350 |
Ocado Group plc * | 108,753 | 619,662 |
Poundland Group plc | 29,892 | 178,313 |
SuperGroup plc * | 9,841 | 148,053 |
WH Smith plc | 32,251 | 669,360 |
8,614,596 | ||
Semiconductors & Semiconductor Equipment 0.2% | ||
CSR plc | 39,583 | 530,051 |
Imagination Technologies Group plc * | 57,566 | 228,634 |
758,685 | ||
Software & Services 0.9% | ||
AVEVA Group plc | 18,278 | 450,537 |
Computacenter plc | 25,240 | 288,643 |
Fidessa Group plc | 12,571 | 451,683 |
Just Eat plc * | 66,900 | 371,574 |
Micro Focus International plc | 42,090 | 705,748 |
Moneysupermarket.com Group plc | 79,908 | 337,991 |
Playtech plc | 41,126 | 487,475 |
Telecity Group plc | 48,310 | 690,589 |
Xchanging plc | 38,546 | 85,779 |
Zoopla Property Group plc (e) | 43,057 | 122,434 |
3,992,453 | ||
Technology Hardware & Equipment 1.1% | ||
Domino Printing Sciences plc | 29,428 | 349,953 |
Electrocomponents plc | 130,045 | 451,382 |
Halma plc | 94,972 | 1,045,734 |
Laird plc | 88,708 | 480,498 |
Oxford Instruments plc | 16,113 | 188,376 |
Pace plc | 88,010 | 454,820 |
Premier Farnell plc | 122,587 | 327,173 |
Renishaw plc | 8,624 | 347,848 |
Spectris plc | 27,976 | 941,206 |
Spirent Communications plc | 168,681 | 241,780 |
4,828,770 |
Security | Number of Shares | Value ($) |
Telecommunication Services 0.2% | ||
Cable & Wireless Communications plc | 564,000 | 508,146 |
Colt Group S.A. * | 129,123 | 300,118 |
Kcom Group plc | 129,887 | 184,669 |
992,933 | ||
Transportation 0.8% | ||
BBA Aviation plc | 146,788 | 786,476 |
Firstgroup plc * | 318,580 | 518,919 |
Go-Ahead Group plc | 11,009 | 443,367 |
National Express Group plc | 108,183 | 474,975 |
Northgate plc | 26,604 | 255,522 |
Stagecoach Group plc | 112,294 | 586,562 |
Stobart Group Ltd. (c) | 84,883 | 142,984 |
3,208,805 | ||
Utilities 0.4% | ||
Infinis Energy plc | 25,380 | 78,484 |
Pennon Group plc | 103,353 | 1,358,432 |
Telecom Plus plc | 11,661 | 188,138 |
1,625,054 | ||
89,786,743 | ||
Total Common Stock | ||
(Cost $386,988,557) | 425,833,169 | |
Preferred Stock 0.3% of net assets | ||
Germany 0.2% | ||
Capital Goods 0.1% | ||
Jungheinrich AG | 4,877 | 308,798 |
Health Care Equipment & Services 0.1% | ||
Draegerwerk AG & Co. KGaA | 1,764 | 194,456 |
Sartorius AG | 2,058 | 287,390 |
481,846 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
Biotest AG | 1,666 | 198,079 |
988,723 | ||
Italy 0.1% | ||
Insurance 0.1% | ||
Unipol Gruppo Finanziario S.p.A. | 69,483 | 358,348 |
Republic of Korea 0.0% | ||
Diversified Financials 0.0% | ||
Daishin Securities Co., Ltd. * | 7,069 | 43,732 |
Total Preferred Stock | ||
(Cost $1,107,757) | 1,390,803 | |
Rights 0.0% of net assets | ||
Australia 0.0% | ||
Insurance 0.0% | ||
Steadfast Group Ltd. *(a)(b) | 23,555 | 5,163 |
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
Mayne Pharma Group Ltd. *(a)(b) | 37,452 | 9,234 |
14,397 |
Security | Number of Shares | Value ($) |
Finland 0.0% | ||
Materials 0.0% | ||
Metsa Board Oyj *(a) | 53,684 | 10,989 |
New Zealand 0.0% | ||
Real Estate 0.0% | ||
Precinct Properties New Zealand Ltd. *(a) | 24,668 | 747 |
United Kingdom 0.0% | ||
Energy 0.0% | ||
Anglo Pacific Group plc *(a)(b)(f) | 3,112 | 601 |
Total Rights | ||
(Cost $—) | 26,734 | |
Other Investment Companies 1.2% of net assets | ||
Australia 0.0% | ||
Diversified Financials 0.0% | ||
Platinum Capital Ltd. | 64,681 | 89,613 |
Switzerland 0.2% | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.2% | ||
BB Biotech AG - Reg'd * | 2,987 | 897,991 |
United Kingdom 0.1% | ||
Real Estate 0.1% | ||
F&C Commercial Property Trust Ltd. | 157,033 | 348,729 |
United States 0.9% | ||
Equity Fund 0.1% | ||
iShares MSCI EAFE Small-Cap ETF | 5,000 | 250,500 |
Money Market Fund 0.0% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (d) | 29,114 | 29,114 |
Securities Lending Collateral 0.8% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (d) | 3,335,638 | 3,335,638 |
3,615,252 | ||
Total Other Investment Companies | ||
(Cost $4,278,392) | 4,951,585 |
At 02/28/15, the tax basis cost of the fund's investments was $392,464,841 and the unrealized appreciation and depreciation were $74,430,946 and ($34,693,496), respectively, with a net unrealized appreciation of $39,737,450.
* | Non-income producing security. |
(a) | Fair-valued by management in accordance with procedures approved by the Board of Trustees. |
(b) | Illiquid security. At the period end, the value of these amounted to $376,225 or 0.1% of net assets. |
(c) | All or a portion of this security is on loan. Securities on loan were valued at $3,325,874. Non-Cash Collateral pledged to the fund for securities on loan amounted to $220,914. |
(d) | The rate shown is the 7-day yield. |
(e) | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $1,549,493 or 0.4% of net assets. |
(f) | Securities are traded on separate exchanges for the same entity. |
ETF – | Exchange Traded Fund |
Reg'd – | Registered |
REIT – | Real Estate Investment Trust |
Holdings by Category | Cost ($) | Value ($) | |
97.3% | Common Stock | 1,141,480,135 | 1,199,239,163 |
2.5% | Preferred Stock | 44,834,495 | 31,100,824 |
0.0% | Rights | — | 25,486 |
1.6% | Other Investment Companies | 19,685,305 | 19,685,305 |
0.0% | Short-Term Investment | 99,999 | 100,000 |
101.4% | Total Investments | 1,206,099,934 | 1,250,150,778 |
(1.4)% | Other Assets and Liabilities, Net | (17,805,606) | |
100.0% | Net Assets | 1,232,345,172 |
Security | Number of Shares | Value ($) |
Common Stock 97.3% of net assets | ||
Brazil 7.3% | ||
Banks 1.5% | ||
Banco Bradesco S.A. | 186,930 | 2,441,102 |
Banco do Brasil S.A. | 301,238 | 2,498,948 |
Itau Unibanco Holding S.A. ADR | 1,014,924 | 12,970,729 |
17,910,779 | ||
Capital Goods 0.3% | ||
Embraer S.A. | 267,484 | 2,329,324 |
WEG S.A. | 111,821 | 1,200,589 |
3,529,913 | ||
Consumer Durables & Apparel 0.1% | ||
Cyrela Brazil Realty S.A. Empreendimentos e Participacoes | 149,400 | 605,051 |
MRV Engenharia e Participacoes S.A. | 119,520 | 284,238 |
889,289 | ||
Consumer Services 0.2% | ||
Estacio Participacoes S.A. | 90,138 | 608,412 |
Kroton Educacional S.A. | 597,555 | 2,171,332 |
2,779,744 | ||
Diversified Financials 0.3% | ||
BM&FBovespa S.A. | 712,960 | 2,503,407 |
CETIP S.A. - Mercados Organizados | 52,303 | 629,242 |
Grupo BTG Pactual | 99,662 | 950,490 |
4,083,139 |
Security | Number of Shares | Value ($) |
Energy 0.6% | ||
Cosan S.A. Industria e Comercio | 49,800 | 492,714 |
Petroleo Brasileiro S.A. | 1,242,545 | 4,119,582 |
Ultrapar Participacoes S.A. ADR | 122,447 | 2,556,693 |
7,168,989 | ||
Food & Staples Retailing 0.1% | ||
Raia Drogasil S.A. | 99,600 | 992,743 |
Food, Beverage & Tobacco 1.7% | ||
Ambev S.A. ADR | 1,701,582 | 10,975,204 |
BRF S.A. ADR | 320,214 | 7,268,858 |
JBS S.A. | 209,160 | 915,831 |
M Dias Branco S.A. | 17,011 | 493,788 |
Souza Cruz S.A. | 149,400 | 1,325,051 |
20,978,732 | ||
Health Care Equipment & Services 0.0% | ||
Qualicorp S.A. * | 63,744 | 579,623 |
Household & Personal Products 0.1% | ||
Hypermarcas S.A. * | 99,418 | 664,096 |
Natura Cosmeticos S.A. | 53,953 | 530,596 |
1,194,692 | ||
Insurance 0.3% | ||
BB Seguridade Participacoes S.A. | 207,886 | 2,355,607 |
Porto Seguro S.A. | 39,840 | 436,389 |
Sul America S.A. | 99,600 | 455,617 |
3,247,613 | ||
Materials 0.8% | ||
Companhia Siderurgica Nacional S.A. | 249,089 | 448,637 |
Duratex S.A. | 143,567 | 381,091 |
Fibria Celulose S.A. ADR * | 49,800 | 645,408 |
Klabin S.A. | 95,616 | 535,036 |
Vale S.A. | 488,641 | 3,631,462 |
Vale S.A. ADR | 741,522 | 4,797,648 |
10,439,282 | ||
Real Estate 0.1% | ||
BR Malls Participacoes S.A. | 155,456 | 919,356 |
BR Properties S.A. | 99,600 | 403,716 |
Multiplan Empreendimentos Imobiliarios S.A. | 24,900 | 475,036 |
1,798,108 | ||
Retailing 0.2% | ||
B2W Cia Digital * | 37,146 | 260,471 |
Cia Hering | 49,800 | 310,189 |
Lojas Americanas S.A. | 55,517 | 248,524 |
Lojas Renner S.A. | 49,800 | 1,464,557 |
2,283,741 | ||
Software & Services 0.3% | ||
Cielo S.A. | 244,362 | 3,820,947 |
TOTVS S.A. | 19,691 | 236,277 |
4,057,224 | ||
Telecommunication Services 0.1% | ||
Tim Participacoes S.A. | 398,478 | 1,661,167 |
Transportation 0.3% | ||
ALL - America Latina Logistica S.A. | 243,216 | 474,634 |
CCR S.A. | 379,682 | 2,213,545 |
Security | Number of Shares | Value ($) |
Cosan Logistica S.A. * | 49,800 | 57,300 |
Localiza Rent a Car S.A. | 40,130 | 491,213 |
3,236,692 | ||
Utilities 0.3% | ||
Companhia de Saneamento Basico do Estado de Sao Paulo | 119,520 | 708,087 |
CPFL Energia S.A. ADR | 64,740 | 845,505 |
EDP - Energias do Brasil S.A. | 149,400 | 470,769 |
Tractebel Energia S.A. | 99,600 | 1,163,425 |
Transmissora Alianca de Energia Eletrica S.A. | 49,800 | 364,528 |
3,552,314 | ||
90,383,784 | ||
Chile 1.5% | ||
Banks 0.3% | ||
Banco de Chile ADR | 12,846 | 900,761 |
Banco de Credito e Inversiones | 10,244 | 473,373 |
Banco Santander Chile ADR | 67,246 | 1,412,166 |
Corpbanca S.A. | 73,614,957 | 889,590 |
3,675,890 | ||
Energy 0.1% | ||
Empresas COPEC S.A. | 131,835 | 1,546,178 |
Food & Staples Retailing 0.1% | ||
Cencosud S.A. | 423,798 | 1,048,421 |
Food, Beverage & Tobacco 0.1% | ||
Cia Cervecerias Unidas S.A. | 63,246 | 599,530 |
Materials 0.2% | ||
Empresas CMPC S.A. | 409,970 | 1,067,319 |
Sociedad Quimica y Minera de Chile S.A. ADR | 34,860 | 895,902 |
1,963,221 | ||
Retailing 0.1% | ||
S.A.C.I. Falabella | 156,380 | 1,136,004 |
Telecommunication Services 0.0% | ||
ENTEL Chile S.A. | 33,366 | 351,033 |
Transportation 0.1% | ||
Latam Airlines Group S.A. ADR * | 140,934 | 1,489,672 |
Utilities 0.5% | ||
Colbun S.A. | 4,563,174 | 1,281,893 |
Empresa Nacional de Electricidad S.A. ADR | 51,294 | 2,325,670 |
Enersis S.A. ADR | 152,388 | 2,506,783 |
6,114,346 | ||
17,924,295 | ||
China 24.8% | ||
Automobiles & Components 0.8% | ||
Brilliance China Automotive Holdings Ltd. | 1,157,168 | 2,270,932 |
Byd Co., Ltd., H Shares (a) | 249,000 | 1,085,198 |
Chongqing Changan Automobile Co., Ltd., B Shares | 348,600 | 947,076 |
Dongfeng Motor Group Co., Ltd., H Shares | 1,068,320 | 1,699,846 |
Geely Automobile Holdings Ltd. | 1,038,360 | 464,591 |
Security | Number of Shares | Value ($) |
Great Wall Motor Co., Ltd., H Shares | 410,684 | 2,615,940 |
Guangzhou Automobile Group Co., Ltd., H Shares | 997,710 | 957,128 |
10,040,711 | ||
Banks 6.0% | ||
Agricultural Bank of China Ltd., H Shares | 8,964,000 | 4,449,955 |
Bank of China Ltd., H Shares | 26,892,000 | 15,465,037 |
Bank of Communications Co., Ltd., H Shares | 3,331,224 | 2,873,578 |
China CITIC Bank Corp., Ltd., H Shares | 3,140,696 | 2,381,202 |
China Construction Bank Corp., H Shares | 25,589,128 | 21,281,792 |
China Everbright Bank Co., Ltd., H Shares | 406,040 | 214,134 |
China Merchants Bank Co., Ltd., H Shares | 1,611,119 | 3,677,002 |
China Minsheng Banking Corp., Ltd., H Shares | 2,535,160 | 3,062,936 |
Chongqing Rural Commercial Bank Co., Ltd., H Shares | 1,171,632 | 729,678 |
Huishang Bank Corp., Ltd., H Shares (a) | 732,520 | 325,860 |
Industrial & Commercial Bank of China Ltd., H Shares | 25,856,040 | 18,869,980 |
73,331,154 | ||
Capital Goods 1.4% | ||
AviChina Industry & Technology Co., Ltd., H Shares | 1,014,592 | 660,657 |
Beijing Enterprises Holdings Ltd. | 249,000 | 1,849,332 |
China Communications Construction Co., Ltd., H Shares | 1,992,000 | 2,434,953 |
China International Marine Containers Group Co., Ltd., H Shares | 348,600 | 660,751 |
China Railway Construction Corp., Ltd., H Shares | 739,244 | 902,674 |
China Railway Group Ltd., H Shares | 1,315,000 | 1,068,216 |
China State Construction International Holdings Ltd. | 619,904 | 882,443 |
CITIC Ltd. | 1,494,000 | 2,623,739 |
CSR Corp., Ltd., H Shares | 1,024,928 | 1,326,845 |
Haitian International Holdings Ltd. | 185,968 | 402,368 |
Shanghai Electric Group Co., Ltd., H Shares | 996,000 | 592,043 |
Shanghai Industrial Holdings Ltd. | 325,448 | 986,149 |
Sinopec Engineering Group Co., Ltd., H shares | 498,000 | 403,899 |
Weichai Power Co., Ltd., H Shares | 203,528 | 826,661 |
Zhuzhou CSR Times Electric Co., Ltd., H Shares | 249,000 | 1,403,052 |
Zoomlion Heavy Industry Science & Technology Co., Ltd., H Shares (a) | 833,468 | 535,194 |
17,558,976 | ||
Commercial & Professional Services 0.1% | ||
China Everbright International Ltd. | 1,150,976 | 1,605,782 |
Security | Number of Shares | Value ($) |
Consumer Durables & Apparel 0.4% | ||
ANTA Sports Products Ltd. | 392,608 | 789,726 |
Belle International Holdings Ltd. | 1,992,000 | 2,154,985 |
Haier Electronics Group Co., Ltd. | 339,912 | 896,299 |
Shenzhou International Group Holdings Ltd. | 202,496 | 801,582 |
4,642,592 | ||
Diversified Financials 0.4% | ||
China Cinda Asset Management Co., Ltd., H Shares * | 1,358,648 | 669,211 |
CITIC Securities Co., Ltd., H Shares | 403,976 | 1,432,456 |
Far East Horizon Ltd. | 785,216 | 732,016 |
Haitong Securities Co., Ltd., H Shares (a) | 724,880 | 1,729,143 |
4,562,826 | ||
Energy 2.6% | ||
China Coal Energy Co., Ltd., H Shares (a) | 1,671,696 | 901,004 |
China Oilfield Services Ltd., H Shares | 673,632 | 1,023,201 |
China Petroleum & Chemical Corp., H Shares | 9,034,256 | 7,571,793 |
China Shenhua Energy Co., Ltd., H Shares | 1,192,304 | 3,120,873 |
CNOOC Ltd. | 5,976,000 | 8,583,982 |
Inner Mongolia Yitai Coal Co., Ltd., B Shares | 697,200 | 947,495 |
Kunlun Energy Co., Ltd. | 996,000 | 979,889 |
PetroChina Co., Ltd., H Shares | 7,253,024 | 8,416,947 |
Yanzhou Coal Mining Co., Ltd., H Shares (a) | 996,000 | 821,925 |
32,367,109 | ||
Food & Staples Retailing 0.1% | ||
China Resources Enterprise Ltd. | 458,736 | 957,049 |
Food, Beverage & Tobacco 0.2% | ||
China Agri-Industries Holdings Ltd. | 998,064 | 401,519 |
China Huishan Dairy Holdings Co., Ltd. (a) | 3,486,000 | 602,317 |
China Yurun Food Group Ltd. *(a) | 498,000 | 190,712 |
Tsingtao Brewery Co., Ltd., H Shares | 150,832 | 953,950 |
2,148,498 | ||
Health Care Equipment & Services 0.2% | ||
Shandong Weigao Group Medical Polymer Co., Ltd., H Shares | 698,432 | 575,464 |
Shanghai Pharmaceuticals Holding Co., Ltd., H Shares | 249,000 | 520,124 |
Sinopharm Group Co., H Shares | 416,160 | 1,456,878 |
2,552,466 | ||
Household & Personal Products 0.2% | ||
Hengan International Group Co., Ltd. | 249,000 | 2,855,869 |
Insurance 2.5% | ||
China Life Insurance Co., Ltd., H Shares | 2,791,680 | 11,968,791 |
China Pacific Insurance (Group) Co., Ltd., H Shares | 754,940 | 3,942,398 |
Security | Number of Shares | Value ($) |
China Taiping Insurance Holdings Co., Ltd. * | 498,000 | 1,733,749 |
New China Life Insurance Co., Ltd., H Shares (c)(d) | 175,800 | 1,011,443 |
PICC Property & Casualty Co., Ltd., H Shares | 1,491,920 | 3,197,198 |
Ping An Insurance Group Co. of China Ltd., H Shares | 823,448 | 9,157,739 |
31,011,318 | ||
Materials 0.8% | ||
Aluminum Corp. of China Ltd., H Shares *(a) | 1,349,344 | 654,189 |
Anhui Conch Cement Co., Ltd., H Shares (a) | 492,824 | 1,674,424 |
BBMG Corp., H Shares | 747,000 | 654,009 |
China BlueChemical Ltd., H Shares | 1,992,000 | 801,377 |
China National Building Material Co., Ltd., H Shares | 1,161,296 | 1,136,522 |
China Resources Cement Holdings Ltd. | 996,000 | 590,759 |
China Zhongwang Holdings Ltd. (a) | 1,394,400 | 602,317 |
Fosun International Ltd. | 747,000 | 1,207,845 |
Jiangxi Copper Co., Ltd., H Shares | 501,096 | 855,464 |
Lee & Man Paper Manufacturing Ltd. | 996,000 | 513,703 |
Nine Dragons Paper Holdings Ltd. | 498,000 | 322,991 |
Zhaojin Mining Industry Co., Ltd., H Shares (a) | 597,184 | 361,909 |
Zijin Mining Group Co., Ltd., H Shares | 2,988,000 | 886,138 |
10,261,647 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.3% | ||
CSPC Pharmaceutical Group Ltd. | 1,111,712 | 908,813 |
Shanghai Fosun Pharmaceutical Group Co., Ltd., H Shares | 96,588 | 321,319 |
Sihuan Pharmaceutical Holdings Group Ltd. | 1,807,048 | 1,076,477 |
Sino Biopharmaceutical Ltd. | 1,020,784 | 970,050 |
3,276,659 | ||
Real Estate 1.4% | ||
China Merchants Property Development Co., Ltd., B Shares | 156,100 | 412,620 |
China Overseas Land & Investment Ltd. | 1,475,392 | 4,499,161 |
China Resources Land Ltd. | 996,000 | 2,645,572 |
China Vanke Co., Ltd., H Shares *(a) | 808,052 | 1,854,609 |
Country Garden Holdings Co., Ltd. | 1,559,080 | 621,183 |
Evergrande Real Estate Group Ltd. (a) | 2,490,000 | 1,098,041 |
Greentown China Holdings Ltd. (a) | 498,000 | 439,858 |
Guangzhou R&F Properties Co., Ltd., H Shares | 442,608 | 514,777 |
Longfor Properties Co., Ltd. | 498,000 | 654,972 |
Renhe Commercial Holdings Co., Ltd. *(a) | 6,972,000 | 314,643 |
Shimao Property Holdings Ltd. | 498,000 | 1,056,945 |
Security | Number of Shares | Value ($) |
Sino-Ocean Land Holdings Ltd. | 1,992,000 | 1,243,162 |
SOHO China Ltd. | 419,988 | 300,554 |
Yuexiu Property Co., Ltd. | 4,980,000 | 1,001,721 |
16,657,818 | ||
Retailing 0.1% | ||
GOME Electrical Appliances Holdings Ltd. | 5,478,000 | 741,659 |
Zhongsheng Group Holdings Ltd. | 249,000 | 214,471 |
956,130 | ||
Semiconductors & Semiconductor Equipment 0.2% | ||
GCL-Poly Energy Holdings Ltd. *(a) | 4,491,288 | 1,077,152 |
Hanergy Thin Film Power Group Ltd. *(a) | 2,988,000 | 1,741,454 |
2,818,606 | ||
Software & Services 2.5% | ||
Kingsoft Corp., Ltd. (a) | 286,184 | 657,576 |
Tencent Holdings Ltd. | 1,674,808 | 29,347,930 |
TravelSky Technology Ltd., H Shares | 498,000 | 536,178 |
30,541,684 | ||
Technology Hardware & Equipment 0.4% | ||
Kingboard Chemical Holdings Ltd. | 284,120 | 490,908 |
Lenovo Group Ltd. | 2,487,920 | 3,836,724 |
ZTE Corp., H Shares | 317,136 | 706,614 |
5,034,246 | ||
Telecommunication Services 2.7% | ||
China Mobile Ltd. | 1,859,228 | 25,267,732 |
China Telecom Corp., Ltd., H Shares | 6,972,000 | 4,512,883 |
China Unicom (Hong Kong) Ltd. | 1,992,000 | 3,354,482 |
33,135,097 | ||
Transportation 0.6% | ||
Air China Ltd., H Shares | 1,181,968 | 1,048,545 |
China COSCO Holdings Co., Ltd., H Shares *(a) | 1,266,688 | 630,449 |
China Merchants Holdings International Co., Ltd. | 528,992 | 2,012,168 |
China Shipping Container Lines Co., Ltd., H Shares * | 1,992,000 | 619,012 |
COSCO Pacific Ltd. | 996,000 | 1,435,801 |
Jiangsu Expressway Co., Ltd., H Shares | 390,544 | 481,920 |
Sinotrans Ltd., H Shares | 592,008 | 391,596 |
Zhejiang Expressway Co., Ltd., H Shares | 996,000 | 1,225,182 |
7,844,673 | ||
Utilities 0.9% | ||
Beijing Enterprises Water Group Ltd. * | 1,331,784 | 827,702 |
Beijing Jingneng Clean Energy Co., Ltd., H Shares | 504,192 | 208,036 |
China Gas Holdings Ltd. | 555,856 | 864,376 |
China Longyuan Power Group Corp., Ltd., H Shares | 996,000 | 1,068,503 |
China Resources Gas Group Ltd. | 237,632 | 587,688 |
China Resources Power Holdings Co., Ltd. | 1,014,592 | 2,688,415 |
Security | Number of Shares | Value ($) |
Datang International Power Generation Co., Ltd., H Shares | 2,547,856 | 1,274,675 |
ENN Energy Holdings Ltd. | 245,888 | 1,304,668 |
Guangdong Investment Ltd. | 103,312 | 133,079 |
Huadian Fuxin Energy Corp., Ltd., H Shares | 491,792 | 234,626 |
Huaneng Power International, Inc., H Shares | 1,347,280 | 1,693,774 |
Huaneng Renewables Corp., Ltd., H Shares | 996,000 | 345,465 |
11,231,007 | ||
305,391,917 | ||
Colombia 0.6% | ||
Banks 0.1% | ||
Bancolombia S.A. ADR | 39,840 | 1,637,424 |
Diversified Financials 0.1% | ||
Corp. Financiera Colombiana S.A. *(h) | 1,048 | 15,589 |
Corp. Financiera Colombiana S.A. (h) | 60,370 | 907,663 |
Grupo de Inversiones Suramericana S.A. | 78,684 | 1,105,408 |
2,028,660 | ||
Energy 0.1% | ||
Ecopetrol S.A. ADR (a) | 82,300 | 1,376,056 |
Food & Staples Retailing 0.1% | ||
Almacenes Exito S.A. | 79,067 | 783,005 |
Materials 0.1% | ||
Cementos Argos S.A. | 149,898 | 538,488 |
Cemex Latam Holdings S.A. * | 55,776 | 335,437 |
873,925 | ||
Utilities 0.1% | ||
Interconexion Electrica S.A. ESP | 141,432 | 442,864 |
Isagen S.A. ESP | 486,546 | 569,612 |
1,012,476 | ||
7,711,546 | ||
Czech Republic 0.3% | ||
Banks 0.1% | ||
Komercni Banka A/S | 5,478 | 1,185,626 |
Telecommunication Services 0.0% | ||
O2 Czech Republic A/S | 35,986 | 305,435 |
Utilities 0.2% | ||
CEZ A/S | 65,238 | 1,653,425 |
3,144,486 | ||
Egypt 0.3% | ||
Banks 0.2% | ||
Commercial International Bank Egypt SAE GDR - Reg'd | 382,730 | 2,560,464 |
Security | Number of Shares | Value ($) |
Telecommunication Services 0.1% | ||
Global Telecom Holding SAE GDR * | 365,409 | 931,793 |
Orascom Telecom Media & Technology Holding SAE GDR *(b)(d) | 176,826 | 141,372 |
1,073,165 | ||
3,633,629 | ||
Hungary 0.2% | ||
Banks 0.1% | ||
OTP Bank plc | 79,680 | 1,263,781 |
Energy 0.1% | ||
MOL Hungarian Oil & Gas plc | 21,546 | 956,219 |
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
Richter Gedeon Nyrt | 54,780 | 796,868 |
3,016,868 | ||
India 12.3% | ||
Automobiles & Components 0.8% | ||
Bajaj Auto Ltd. | 36,852 | 1,282,262 |
Hero MotoCorp Ltd. | 31,873 | 1,378,267 |
Mahindra & Mahindra Ltd. | 110,556 | 2,290,542 |
Maruti Suzuki India Ltd. | 29,880 | 1,742,569 |
Tata Motors Ltd. | 351,090 | 3,267,202 |
9,960,842 | ||
Banks 3.0% | ||
Axis Bank Ltd. | 486,375 | 4,463,192 |
Bank of Baroda | 184,600 | 540,613 |
HDFC Bank Ltd. | 368,004 | 6,275,806 |
Housing Development Finance Corp., Ltd. | 556,944 | 12,141,839 |
ICICI Bank Ltd. | 1,015,920 | 5,510,674 |
IndusInd Bank Ltd. | 100,707 | 1,408,643 |
Kotak Mahindra Bank Ltd. | 125,496 | 2,716,322 |
Oriental Bank of Commerce | 45,690 | 178,199 |
State Bank of India | 572,700 | 2,778,945 |
Yes Bank Ltd. | 71,712 | 952,370 |
36,966,603 | ||
Capital Goods 0.6% | ||
ABB India Ltd. | 17,928 | 408,902 |
Adani Enterprises Ltd. | 108,564 | 1,249,527 |
Bharat Heavy Electricals Ltd. | 278,880 | 1,222,370 |
Cummins India Ltd. | 37,410 | 538,527 |
Eicher Motors Ltd. | 2,988 | 764,170 |
Larsen & Toubro Ltd. | 90,931 | 2,587,867 |
Siemens Ltd. | 30,378 | 652,583 |
7,423,946 | ||
Consumer Durables & Apparel 0.1% | ||
Titan Co., Ltd. | 104,580 | 736,654 |
Diversified Financials 0.4% | ||
Bajaj Holdings & Investment Ltd. | 27,668 | 622,569 |
IDFC Ltd. | 355,765 | 991,226 |
Mahindra & Mahindra Financial Services Ltd. | 105,078 | 420,193 |
Power Finance Corp., Ltd. | 140,436 | 667,244 |
Security | Number of Shares | Value ($) |
Rural Electrification Corp., Ltd. | 136,950 | 740,977 |
Shriram Transport Finance Co., Ltd. | 46,812 | 876,556 |
4,318,765 | ||
Energy 1.4% | ||
Bharat Petroleum Corp., Ltd. | 88,701 | 1,068,129 |
Cairn India Ltd. | 165,834 | 672,137 |
Coal India Ltd. | 383,840 | 2,454,700 |
Hindustan Petroleum Corp., Ltd. | 25,134 | 246,379 |
Indian Oil Corp., Ltd. | 137,448 | 742,003 |
Mangalore Refinery & Petrochemicals Ltd. * | 34,654 | 35,296 |
Oil & Natural Gas Corp., Ltd. | 743,514 | 3,906,742 |
Reliance Industries Ltd. | 577,078 | 7,988,336 |
The Great Eastern Shipping Co., Ltd. | 119,022 | 708,682 |
17,822,404 | ||
Food, Beverage & Tobacco 0.6% | ||
ITC Ltd. | 673,013 | 4,287,116 |
Nestle India Ltd. | 12,948 | 1,470,862 |
United Spirits Ltd. * | 36,852 | 2,039,814 |
7,797,792 | ||
Household & Personal Products 0.5% | ||
Colgate-Palmolive (India) Ltd. | 19,250 | 598,353 |
Dabur India Ltd. | 188,540 | 808,857 |
Godrej Consumer Products Ltd. | 30,378 | 563,520 |
Hindustan Unilever Ltd. | 275,892 | 3,960,158 |
5,930,888 | ||
Materials 0.8% | ||
Ambuja Cements Ltd. | 232,186 | 1,012,257 |
Asian Paints Ltd. | 106,234 | 1,387,376 |
Hindalco Industries Ltd. | 439,316 | 1,102,821 |
Jindal Steel & Power Ltd. | 170,814 | 535,754 |
JSW Steel Ltd. | 59,592 | 973,498 |
NMDC Ltd. | 267,924 | 619,904 |
Sesa Sterlite Ltd. | 492,024 | 1,729,110 |
Tata Steel Ltd. | 97,608 | 553,778 |
Ultratech Cement Ltd. | 34,860 | 1,763,051 |
9,677,549 | ||
Media 0.1% | ||
Zee Entertainment Enterprises Ltd. | 226,892 | 1,281,029 |
Pharmaceuticals, Biotechnology & Life Sciences 0.9% | ||
Cipla Ltd. | 193,224 | 2,094,185 |
Dr. Reddy's Laboratories Ltd. | 35,509 | 1,883,347 |
Glenmark Pharmaceuticals Ltd. | 37,848 | 477,318 |
Lupin Ltd. | 75,104 | 2,111,370 |
Piramal Enterprises Ltd. | 32,370 | 474,695 |
Ranbaxy Laboratories Ltd. * | 49,800 | 554,121 |
Sun Pharmaceutical Industries Ltd. | 283,860 | 4,036,640 |
11,631,676 | ||
Real Estate 0.0% | ||
DLF Ltd. | 197,706 | 498,863 |
Software & Services 2.2% | ||
HCL Technologies Ltd. | 97,608 | 3,193,324 |
Infosys Ltd. | 341,145 | 12,506,258 |
Oracle Financial Services Software Ltd. | 6,972 | 367,805 |
Security | Number of Shares | Value ($) |
Tata Consultancy Services Ltd. | 155,376 | 6,693,072 |
Tech Mahindra Ltd. | 45,918 | 2,106,819 |
Wipro Ltd. ADR | 143,082 | 1,971,670 |
26,838,948 | ||
Telecommunication Services 0.4% | ||
Bharti Airtel Ltd. | 540,828 | 3,108,197 |
Idea Cellular Ltd. | 479,076 | 1,199,531 |
Reliance Communications Ltd. * | 225,594 | 254,776 |
4,562,504 | ||
Transportation 0.1% | ||
Adani Ports & Special Economic Zone Ltd. | 203,184 | 1,138,297 |
Utilities 0.4% | ||
GAIL India Ltd. | 165,336 | 1,087,973 |
NTPC Ltd. | 760,944 | 1,950,839 |
Power Grid Corp. of India Ltd. | 478,578 | 1,216,481 |
Reliance Infrastructure Ltd. | 57,768 | 442,291 |
Tata Power Co., Ltd. | 567,720 | 801,908 |
5,499,492 | ||
152,086,252 | ||
Indonesia 2.8% | ||
Automobiles & Components 0.3% | ||
PT Astra International Tbk | 6,945,652 | 4,218,442 |
Banks 1.1% | ||
PT Bank Central Asia Tbk | 4,731,000 | 5,161,091 |
PT Bank Danamon Indonesia Tbk | 930,488 | 345,558 |
PT Bank Mandiri (Persero) Tbk | 3,237,459 | 3,005,765 |
PT Bank Negara Indonesia (Persero) Tbk | 2,988,632 | 1,589,698 |
PT Bank Rakyat Indonesia (Persero) Tbk | 3,765,260 | 3,750,694 |
13,852,806 | ||
Capital Goods 0.1% | ||
PT United Tractors Tbk | 451,396 | 724,678 |
Energy 0.1% | ||
PT Adaro Energy Tbk | 6,658,420 | 494,552 |
PT Tambang Batubara Bukit Asam (Persero) Tbk | 412,648 | 340,814 |
835,366 | ||
Food, Beverage & Tobacco 0.2% | ||
PT Astra Agro Lestari Tbk | 154,760 | 295,152 |
PT Charoen Pokphand Indonesia Tbk | 3,060,620 | 896,282 |
PT Gudang Garam Tbk | 168,508 | 696,521 |
PT Indofood Sukses Makmur Tbk | 1,767,168 | 1,011,764 |
2,899,719 | ||
Household & Personal Products 0.1% | ||
PT Unilever Indonesia Tbk | 498,000 | 1,387,079 |
Materials 0.2% | ||
PT Indocement Tunggal Prakarsa Tbk | 498,000 | 926,646 |
PT Semen Indonesia (Persero) Tbk | 1,079,988 | 1,242,926 |
PT Vale Indonesia Tbk | 980,288 | 267,352 |
2,436,924 |
Security | Number of Shares | Value ($) |
Media 0.1% | ||
PT Media Nusantara Citra Tbk | 2,258,244 | 550,365 |
Pharmaceuticals, Biotechnology & Life Sciences 0.1% | ||
PT Kalbe Farma Tbk | 10,308,600 | 1,439,615 |
Telecommunication Services 0.4% | ||
PT Telekomunikasi Indonesia (Persero) Tbk | 20,467,800 | 4,647,814 |
Transportation 0.0% | ||
PT Jasa Marga Persero Tbk | 1,000,128 | 549,393 |
Utilities 0.1% | ||
PT Perusahaan Gas Negara (Persero) Tbk | 3,984,000 | 1,602,847 |
35,145,048 | ||
Malaysia 4.4% | ||
Automobiles & Components 0.1% | ||
UMW Holdings Berhad | 348,600 | 1,071,723 |
Banks 1.3% | ||
Alliance Financial Group Berhad | 582,280 | 778,743 |
AMMB Holdings Berhad | 618,872 | 1,097,279 |
CIMB Group Holdings Berhad | 1,857,724 | 3,066,997 |
Hong Leong Bank Berhad | 191,644 | 763,598 |
Malayan Banking Berhad | 1,743,000 | 4,449,389 |
Public Bank Berhad | 1,035,654 | 5,264,479 |
RHB Capital Berhad | 254,644 | 562,421 |
15,982,906 | ||
Capital Goods 0.5% | ||
Gamuda Berhad | 1,097,816 | 1,602,251 |
IJM Corp. Berhad | 506,568 | 1,009,201 |
Sime Darby Berhad | 1,145,400 | 2,965,200 |
5,576,652 | ||
Consumer Services 0.3% | ||
Berjaya Sports Toto Berhad | 304,500 | 283,885 |
Genting Berhad | 896,400 | 2,201,204 |
Genting Malaysia Berhad | 1,160,420 | 1,323,342 |
3,808,431 | ||
Energy 0.1% | ||
Bumi Armada Berhad * | 846,600 | 267,792 |
Petronas Dagangan Berhad | 99,600 | 541,112 |
SapuraKencana Petroleum Berhad | 1,080,280 | 854,273 |
1,663,177 | ||
Food, Beverage & Tobacco 0.5% | ||
British American Tobacco Malaysia Berhad | 49,800 | 954,822 |
Felda Global Ventures Holdings Berhad | 448,200 | 288,519 |
IOI Corp. Berhad | 1,716,792 | 2,243,643 |
Kuala Lumpur Kepong Berhad | 205,048 | 1,291,507 |
PPB Group Berhad | 205,048 | 829,523 |
5,608,014 | ||
Health Care Equipment & Services 0.1% | ||
IHH Healthcare Berhad | 996,000 | 1,539,323 |
Security | Number of Shares | Value ($) |
Materials 0.2% | ||
Lafarge Malaysia Berhad | 149,400 | 418,685 |
Petronas Chemicals Group Berhad | 1,045,800 | 1,587,271 |
2,005,956 | ||
Media 0.0% | ||
Astro Malaysia Holdings Berhad | 249,000 | 225,924 |
Real Estate 0.1% | ||
IOI Properties Group Berhad | 697,200 | 412,052 |
KLCCP Stapled Group | 154,944 | 297,936 |
SP Setia Berhad Group | 811,116 | 785,460 |
1,495,448 | ||
Telecommunication Services 0.6% | ||
Axiata Group Berhad | 1,413,152 | 2,807,483 |
DiGi.com Berhad | 1,593,600 | 2,807,813 |
Maxis Berhad | 849,824 | 1,662,392 |
Telekom Malaysia Berhad | 249,000 | 491,920 |
7,769,608 | ||
Transportation 0.2% | ||
Malaysia Airports Holdings Berhad | 249,000 | 507,811 |
MISC Berhad | 597,600 | 1,396,168 |
1,903,979 | ||
Utilities 0.4% | ||
Petronas Gas Berhad | 289,936 | 1,855,140 |
Tenaga Nasional Berhad | 437,974 | 1,788,839 |
YTL Corp. Berhad | 1,901,512 | 870,559 |
YTL Power International Berhad | 1,304,101 | 568,102 |
5,082,640 | ||
53,733,781 | ||
Mexico 5.4% | ||
Banks 0.7% | ||
Grupo Elektra S.A.B. de C.V. * | 14,940 | 498,320 |
Grupo Financiero Banorte S.A.B. de C.V., O Shares | 857,952 | 4,658,716 |
Grupo Financiero Inbursa S.A.B. de C.V., O Shares | 759,800 | 2,133,253 |
Grupo Financiero Santander Mexico S.A.B. de C.V., B Shares | 343,840 | 758,417 |
8,048,706 | ||
Capital Goods 0.3% | ||
Alfa S.A.B. de C.V., A Shares * | 896,400 | 1,941,840 |
Grupo Carso S.A.B. de C.V., Series A1 | 153,528 | 692,889 |
Promotora y Operadora de Infraestructura S.A.B. de C.V. * | 58,156 | 696,262 |
3,330,991 | ||
Diversified Financials 0.1% | ||
Gentera S.A.B. de C.V. * | 398,400 | 763,653 |
Security | Number of Shares | Value ($) |
Food & Staples Retailing 0.5% | ||
Controladora Comercial Mexicana S.A.B. de C.V. | 199,200 | 638,954 |
Organizacion Soriana S.A.B. de C.V., B Shares | 57,856 | 136,437 |
Wal-Mart de Mexico S.A.B. de C.V., Series V | 2,191,200 | 5,362,226 |
6,137,617 | ||
Food, Beverage & Tobacco 1.0% | ||
Arca Continental S.A.B. de C.V. * | 122,020 | 773,479 |
Coca-Cola Femsa S.A.B. de C.V., Series L | 162,000 | 1,398,539 |
Fomento Economico Mexicano S.A.B. de C.V. * | 772,300 | 7,372,283 |
Gruma S.A.B. de C.V., B Shares | 49,800 | 609,944 |
Grupo Bimbo S.A.B. de C.V., Series A * | 697,200 | 1,968,686 |
Grupo Lala S.A.B. de C.V. | 210,868 | 420,551 |
12,543,482 | ||
Household & Personal Products 0.0% | ||
Kimberly-Clark de Mexico S.A.B. de C.V., A Shares | 298,800 | 608,511 |
Materials 1.0% | ||
Alpek S.A.B. de C.V. * | 239,480 | 287,978 |
Cemex S.A.B. de C.V., Series CPO * | 4,296,080 | 4,352,970 |
Grupo Mexico S.A.B. de C.V., Series B | 1,444,200 | 4,367,759 |
Industrias CH S.A.B. de C.V., Series B * | 49,800 | 226,984 |
Industrias Penoles S.A.B. de C.V. | 49,800 | 1,058,217 |
Mexichem S.A.B. de C.V. | 448,200 | 1,306,351 |
Minera Frisco S.A.B. de C.V., Series A1 * | 225,948 | 300,720 |
11,900,979 | ||
Media 0.5% | ||
Grupo Televisa S.A.B., Series CPO * | 971,616 | 6,602,856 |
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
Genomma Lab Internacional S.A.B. de C.V., B Shares * | 285,152 | 311,241 |
Real Estate 0.2% | ||
Concentradora Fibra Danhos S.A. de C.V. | 115,912 | 282,570 |
Fibra Uno Administracion S.A. de C.V. | 704,108 | 1,974,535 |
2,257,105 | ||
Telecommunication Services 0.9% | ||
America Movil S.A.B. de C.V., Series L | 10,787,060 | 11,543,135 |
Transportation 0.2% | ||
Grupo Aeroportuario del Sureste S.A.B. de C.V., B Shares * | 99,600 | 1,365,770 |
OHL Mexico S.A.B. de C.V. * | 298,800 | 616,704 |
1,982,474 |
Security | Number of Shares | Value ($) |
Utilities 0.0% | ||
Infraestructura Energetica Nova S.A.B. de C.V. | 84,820 | 444,522 |
66,475,272 | ||
Pakistan 0.0% | ||
Energy 0.0% | ||
Oil & Gas Development Co., Ltd. GDR - Reg'd (d) | 9,984 | 219,648 |
Peru 0.3% | ||
Banks 0.2% | ||
Credicorp Ltd. | 18,924 | 2,748,143 |
Materials 0.1% | ||
Companhia de Minas Buenaventura S.A. ADR | 87,425 | 1,012,382 |
3,760,525 | ||
Philippines 1.9% | ||
Banks 0.3% | ||
Bank of the Philippine Islands | 719,726 | 1,574,452 |
BDO Unibank, Inc. | 627,540 | 1,579,881 |
Metropolitan Bank & Trust Co. | 277,182 | 581,837 |
3,736,170 | ||
Capital Goods 0.5% | ||
Aboitiz Equity Ventures, Inc. | 697,200 | 898,975 |
Alliance Global Group, Inc. | 1,543,800 | 833,351 |
DMCI Holdings, Inc. | 1,743,000 | 624,618 |
JG Summit Holdings, Inc. | 730,732 | 1,110,434 |
San Miguel Corp. | 323,700 | 568,990 |
SM Investments Corp. | 103,993 | 2,075,614 |
6,111,982 | ||
Consumer Services 0.1% | ||
Jollibee Foods Corp. | 159,360 | 794,451 |
Diversified Financials 0.1% | ||
Ayala Corp. | 79,680 | 1,295,771 |
GT Capital Holdings, Inc. | 19,920 | 533,128 |
1,828,899 | ||
Food, Beverage & Tobacco 0.2% | ||
LT Group, Inc. | 1,095,600 | 375,719 |
Universal Robina Corp. | 308,760 | 1,526,643 |
1,902,362 | ||
Real Estate 0.2% | ||
Ayala Land, Inc. | 1,992,000 | 1,637,786 |
SM Prime Holdings, Inc. | 3,237,000 | 1,450,740 |
3,088,526 | ||
Telecommunication Services 0.2% | ||
Philippine Long Distance Telephone Co. | 31,954 | 2,291,643 |
Transportation 0.1% | ||
International Container Terminal Services, Inc. | 463,140 | 1,177,546 |
Security | Number of Shares | Value ($) |
Utilities 0.2% | ||
Aboitiz Power Corp. | 996,000 | 1,003,003 |
Energy Development Corp. | 4,284,864 | 860,083 |
Manila Electric Co. | 59,760 | 379,514 |
2,242,600 | ||
23,174,179 | ||
Poland 1.7% | ||
Banks 0.6% | ||
Bank Handlowy w Warszawie S.A. | 21,414 | 612,589 |
Bank Millennium S.A. | 209,160 | 398,518 |
Bank Pekao S.A. | 44,820 | 2,247,571 |
Bank Zachodni WBK S.A. | 9,462 | 856,660 |
Getin Noble Bank S.A. * | 717,169 | 360,508 |
mBank | 4,482 | 553,929 |
Powszechna Kasa Oszczednosci Bank Polski S.A. | 304,776 | 2,685,215 |
7,714,990 | ||
Consumer Durables & Apparel 0.1% | ||
LPP S.A. | 498 | 973,026 |
Energy 0.2% | ||
Polski Koncern Naftowy Orlen S.A. | 136,950 | 2,021,226 |
Polskie Gornictwo Naftowe i Gazownictwo S.A. | 807,477 | 1,097,688 |
3,118,914 | ||
Insurance 0.2% | ||
Powszechny Zaklad Ubezpieczen S.A. | 20,916 | 2,762,496 |
Materials 0.2% | ||
KGHM Polska Miedz S.A. | 59,406 | 1,942,658 |
Media 0.0% | ||
Cyfrowy Polsat S.A. | 59,976 | 390,314 |
Telecommunication Services 0.1% | ||
Orange Polska S.A. | 240,534 | 641,615 |
Utilities 0.3% | ||
Enea S.A. | 87,648 | 383,978 |
Energa S.A. | 89,640 | 545,086 |
PGE S.A. | 335,652 | 1,879,575 |
Tauron Polska Energia S.A. | 287,995 | 381,383 |
3,190,022 | ||
20,734,035 | ||
Russia 3.8% | ||
Banks 0.4% | ||
Sberbank of Russia * | 1 | 1 |
Sberbank of Russia ADR | 722,704 | 3,673,504 |
VTB Bank OJSC GDR - Reg'd | 492,980 | 1,084,556 |
4,758,061 | ||
Diversified Financials 0.1% | ||
Moscow Exchange MICEX-RTS OAO | 663,602 | 825,554 |
Energy 2.1% | ||
Gazprom OAO | 1 | 3 |
Gazprom OAO ADR | 2,114,116 | 10,549,439 |
LUKOIL OAO * | 1 | 48 |
Lukoil OAO ADR | 185,256 | 8,966,390 |
Security | Number of Shares | Value ($) |
NovaTek OAO * | 189,300 | 1,542,531 |
Rosneft OJSC GDR - Reg'd | 385,518 | 1,665,438 |
Surgutneftegas OAO * | 1 | 1 |
Surgutneftegas OAO ADR | 137,319 | 762,807 |
Tatneft OAO * | 1 | 5 |
Tatneft OAO ADR | 68,787 | 2,175,733 |
TMK OAO GDR - Reg'd | 33,209 | 103,944 |
25,766,339 | ||
Food & Staples Retailing 0.4% | ||
Magnit PJSC GDR - Reg'd | 110,952 | 5,289,082 |
Materials 0.5% | ||
Magnitogorsk Iron & Steel Works OJSC * | 1,591,420 | 375,879 |
MMC Norilsk Nickel OJSC * | 1 | 181 |
MMC Norilsk Nickel OJSC ADR | 181,174 | 3,275,626 |
Novolipetsk Steel OJSC GDR - Reg'd | 28,564 | 379,615 |
PhosAgro OAO GDR - Reg'd | 27,082 | 306,027 |
Severstal PAO GDR - Reg'd | 86,226 | 971,767 |
Uralkali PJSC GDR - Reg'd | 60,172 | 843,611 |
6,152,706 | ||
Real Estate 0.0% | ||
LSR Group GDR - Reg'd | 60,920 | 130,369 |
Telecommunication Services 0.2% | ||
MegaFon OAO GDR - Reg'd | 21,329 | 375,604 |
Mobile TeleSystems OJSC ADR | 130,066 | 1,287,653 |
Rostelecom OJSC * | 100,832 | 148,440 |
Sistema JSFC GDR - Reg'd | 55,278 | 392,474 |
2,204,171 | ||
Transportation 0.0% | ||
Aeroflot-Russian Airlines OJSC * | 398,400 | 252,584 |
Utilities 0.1% | ||
E.ON Russia JSC * | 3,813,512 | 171,570 |
Federal Grid Co. Unified Energy System JSC * | 202,320,240 | 246,628 |
Inter RAO JSC * | 12,458,000 | 185,176 |
Rosseti JSC * | 29,618,601 | 307,471 |
RusHydro JSC * | 18,784,504 | 195,941 |
1,106,786 | ||
46,485,652 | ||
South Africa 9.6% | ||
Banks 0.8% | ||
Barclays Africa Group Ltd. | 116,034 | 1,919,096 |
Capitec Bank Holdings Ltd. | 15,226 | 535,713 |
Nedbank Group Ltd. | 63,246 | 1,388,449 |
Standard Bank Group Ltd. | 447,204 | 5,852,835 |
9,696,093 | ||
Capital Goods 0.4% | ||
Barloworld Ltd. | 88,146 | 676,469 |
Reunert Ltd. | 85,656 | 457,572 |
The Bidvest Group Ltd. | 112,548 | 3,106,877 |
4,240,918 | ||
Consumer Durables & Apparel 0.4% | ||
Steinhoff International Holdings Ltd. | 862,189 | 4,977,212 |
Security | Number of Shares | Value ($) |
Consumer Services 0.0% | ||
Sun International Ltd. | 39,840 | 450,162 |
Diversified Financials 1.1% | ||
Brait SE * | 90,653 | 608,502 |
Coronation Fund Managers Ltd. | 102,588 | 910,025 |
FirstRand Ltd. | 1,072,284 | 4,922,955 |
Investec Ltd. | 115,038 | 1,016,812 |
JSE Ltd. | 66,272 | 691,270 |
Remgro Ltd. | 170,316 | 4,048,531 |
RMB Holdings Ltd. | 293,322 | 1,708,633 |
13,906,728 | ||
Energy 0.6% | ||
Exxaro Resources Ltd. | 45,318 | 444,352 |
Sasol Ltd. | 191,782 | 6,973,472 |
7,417,824 | ||
Food & Staples Retailing 0.4% | ||
Clicks Group Ltd. | 93,696 | 720,027 |
Massmart Holdings Ltd. | 39,402 | 563,693 |
Pick n Pay Stores Ltd. | 105,576 | 478,548 |
Shoprite Holdings Ltd. | 155,537 | 2,215,665 |
The SPAR Group Ltd. | 63,246 | 969,613 |
4,947,546 | ||
Food, Beverage & Tobacco 0.2% | ||
AVI Ltd. | 139,874 | 1,005,993 |
Tiger Brands Ltd. | 56,242 | 1,677,173 |
2,683,166 | ||
Health Care Equipment & Services 0.4% | ||
Life Healthcare Group Holdings Ltd. | 371,508 | 1,444,204 |
Mediclinic International Ltd. | 126,113 | 1,332,991 |
Netcare Ltd. | 553,278 | 1,949,981 |
4,727,176 | ||
Insurance 0.6% | ||
Discovery Ltd. | 160,356 | 1,648,420 |
MMI Holdings Ltd. | 510,450 | 1,425,826 |
Sanlam Ltd. | 650,388 | 4,219,457 |
7,293,703 | ||
Materials 0.9% | ||
Aeci Ltd. | 60,756 | 675,704 |
African Rainbow Minerals Ltd. | 35,856 | 376,653 |
Anglo American Platinum Ltd. * | 19,847 | 632,641 |
AngloGold Ashanti Ltd. * | 138,942 | 1,563,381 |
Gold Fields Ltd. | 287,844 | 1,340,291 |
Impala Platinum Holdings Ltd. * | 194,718 | 1,198,252 |
Kumba Iron Ore Ltd. | 22,908 | 450,179 |
Mondi Ltd. | 59,306 | 1,210,600 |
Nampak Ltd. | 259,985 | 907,817 |
Northam Platinum Ltd. * | 86,215 | 382,134 |
PPC Ltd. | 234,558 | 364,729 |
Sappi Ltd. * | 210,654 | 885,784 |
Sibanye Gold Ltd. | 281,008 | 742,972 |
10,731,137 | ||
Media 1.5% | ||
Naspers Ltd., N Shares | 129,399 | 19,013,425 |
Pharmaceuticals, Biotechnology & Life Sciences 0.3% | ||
Aspen Pharmacare Holdings Ltd. * | 111,264 | 3,951,003 |
Security | Number of Shares | Value ($) |
Real Estate 0.2% | ||
Capital Property Fund | 624,712 | 756,967 |
Growthpoint Properties Ltd. | 717,423 | 1,827,264 |
2,584,231 | ||
Retailing 0.7% | ||
Imperial Holdings Ltd. | 70,218 | 1,184,179 |
Mr. Price Group Ltd. | 76,883 | 1,779,730 |
The Foschini Group Ltd. | 85,158 | 1,208,859 |
Truworths International Ltd. | 165,834 | 1,264,852 |
Woolworths Holdings Ltd. | 359,067 | 2,770,421 |
8,208,041 | ||
Telecommunication Services 1.1% | ||
MTN Group Ltd. | 646,404 | 11,462,535 |
Telkom S.A. SOC Ltd. * | 109,560 | 770,954 |
Vodacom Group Ltd. | 130,974 | 1,526,325 |
13,759,814 | ||
Transportation 0.0% | ||
Grindrod Ltd. | 148,902 | 233,071 |
118,821,250 | ||
Taiwan 14.4% | ||
Automobiles & Components 0.2% | ||
Cheng Shin Rubber Industry Co., Ltd. | 950,277 | 2,293,616 |
Yulon Motor Co., Ltd. | 388,192 | 555,001 |
2,848,617 | ||
Banks 1.3% | ||
Chang Hwa Commercial Bank Ltd. | 1,270,612 | 746,467 |
China Development Financial Holding Corp. | 4,487,308 | 1,557,448 |
CTBC Financial Holding Co., Ltd. | 5,155,147 | 3,430,746 |
E.Sun Financial Holding Co., Ltd. | 2,103,151 | 1,312,586 |
Far Eastern International Bank | 642,829 | 216,971 |
First Financial Holding Co., Ltd. | 2,443,273 | 1,443,169 |
Hua Nan Financial Holdings Co., Ltd. | 2,678,254 | 1,535,060 |
Mega Financial Holding Co., Ltd. | 3,486,548 | 2,769,921 |
SinoPac Financial Holdings Co., Ltd. | 2,419,128 | 989,836 |
Taishin Financial Holding Co., Ltd. | 3,349,848 | 1,434,659 |
Taiwan Cooperative Financial Holding Co., Ltd. | 1,747,983 | 898,899 |
16,335,762 | ||
Capital Goods 0.3% | ||
Far Eastern New Century Corp. | 1,583,470 | 1,643,723 |
Taiwan Glass Industry Corp. | 524,252 | 388,953 |
Teco Electric & Machinery Co., Ltd. | 498,000 | 509,814 |
Walsin Lihwa Corp. * | 1,992,000 | 637,465 |
3,179,955 | ||
Consumer Durables & Apparel 0.2% | ||
Formosa Taffeta Co., Ltd. | 498,000 | 526,464 |
Giant Manufacturing Co., Ltd. | 91,752 | 891,080 |
Pou Chen Corp. | 766,792 | 1,106,055 |
2,523,599 |
Security | Number of Shares | Value ($) |
Diversified Financials 0.6% | ||
Capital Securities Corp. | 1,513,789 | 498,893 |
Fubon Financial Holding Co., Ltd. | 2,616,114 | 4,664,938 |
Yuanta Financial Holding Co., Ltd. | 3,452,672 | 1,748,049 |
6,911,880 | ||
Energy 0.1% | ||
Formosa Petrochemical Corp. | 578,660 | 1,267,690 |
Food & Staples Retailing 0.1% | ||
President Chain Store Corp. | 170,400 | 1,323,917 |
Food, Beverage & Tobacco 0.2% | ||
Uni-President Enterprises Corp. | 1,683,997 | 2,831,238 |
Insurance 0.4% | ||
Cathay Financial Holding Co., Ltd. | 2,603,189 | 3,962,186 |
Shin Kong Financial Holding Co., Ltd. | 3,231,185 | 928,046 |
4,890,232 | ||
Materials 1.7% | ||
Asia Cement Corp. | 872,286 | 1,074,908 |
China Steel Corp. | 4,191,956 | 3,483,842 |
Formosa Chemicals & Fibre Corp. | 1,556,008 | 3,488,074 |
Formosa Plastics Corp. | 2,045,560 | 5,047,951 |
Nan Ya Plastics Corp. | 2,205,816 | 4,790,213 |
Taiwan Cement Corp. | 1,185,246 | 1,620,962 |
Taiwan Fertilizer Co., Ltd. | 183,508 | 318,458 |
YFY, Inc. | 996,000 | 401,191 |
20,225,599 | ||
Real Estate 0.0% | ||
Cathay Real Estate Development Co., Ltd. | 653,276 | 366,109 |
Retailing 0.2% | ||
Hotai Motor Co., Ltd. | 141,160 | 2,148,527 |
Semiconductors & Semiconductor Equipment 4.9% | ||
Advanced Semiconductor Engineering, Inc. | 2,239,524 | 3,016,458 |
Epistar Corp. | 343,828 | 657,986 |
Inotera Memories, Inc. * | 996,000 | 1,469,976 |
MediaTek, Inc. | 527,713 | 7,948,042 |
Novatek Microelectronics Corp. | 195,608 | 1,052,627 |
Realtek Semiconductor Corp. | 162,336 | 508,641 |
Siliconware Precision Industries Co., Ltd. ADR (a) | 235,806 | 2,086,883 |
Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 1,672,403 | 41,024,046 |
United Microelectronics Corp. ADR | 798,749 | 2,004,860 |
59,769,519 | ||
Technology Hardware & Equipment 3.4% | ||
Acer, Inc. * | 996,086 | 651,793 |
Advantech Co., Ltd. | 112,516 | 859,858 |
Asustek Computer, Inc. | 243,426 | 2,530,762 |
AU Optronics Corp. ADR | 348,600 | 1,823,178 |
Catcher Technology Co., Ltd. | 246,224 | 2,250,160 |
Chicony Electronics Co., Ltd. | 150,799 | 419,193 |
Compal Electronics, Inc. | 1,497,638 | 1,163,584 |
Delta Electronics, Inc. | 704,700 | 4,555,138 |
Foxconn Technology Co., Ltd. | 457,128 | 1,176,117 |
Hon Hai Precision Industry Co., Ltd. | 4,453,304 | 12,350,988 |
HTC Corp. * | 258,778 | 1,260,724 |
Security | Number of Shares | Value ($) |
Innolux Corp. | 2,914,029 | 1,493,898 |
Inventec Corp. | 1,239,145 | 950,912 |
Largan Precision Co., Ltd. | 31,256 | 2,667,285 |
Lite-On Technology Corp. | 1,006,957 | 1,279,337 |
Pegatron Corp. | 524,657 | 1,440,071 |
Quanta Computer, Inc. | 996,000 | 2,518,147 |
Synnex Technology International Corp. | 504,101 | 735,967 |
TPK Holding Co., Ltd. | 92,756 | 670,454 |
Unimicron Technology Corp. | 783,348 | 527,553 |
Wistron Corp. | 1,096,139 | 1,034,884 |
42,360,003 | ||
Telecommunication Services 0.6% | ||
Chunghwa Telecom Co., Ltd. ADR (a) | 138,955 | 4,371,524 |
Far EasTone Telecommunications Co., Ltd. | 532,280 | 1,315,234 |
Taiwan Mobile Co., Ltd. | 610,524 | 2,089,837 |
7,776,595 | ||
Transportation 0.2% | ||
China Airlines Ltd. * | 1,223,872 | 600,148 |
Eva Airways Corp. * | 1,137,675 | 833,196 |
Evergreen Marine Corp., Ltd. * | 996,199 | 731,170 |
U-Ming Marine Transport Corp. | 191,576 | 290,063 |
2,454,577 | ||
177,213,819 | ||
Thailand 3.0% | ||
Banks 0.8% | ||
Bangkok Bank PCL NVDR | 199,200 | 1,127,547 |
Bank of Ayudhya PCL NVDR | 518,000 | 993,381 |
Kasikornbank PCL NVDR | 448,200 | 3,008,333 |
Krung Thai Bank PCL NVDR | 1,857,800 | 1,310,171 |
The Siam Commercial Bank PCL NVDR | 547,800 | 2,872,010 |
TMB Bank PCL NVDR | 5,229,000 | 488,450 |
9,799,892 | ||
Capital Goods 0.0% | ||
Berli Jucker PCL NVDR | 149,400 | 181,378 |
Consumer Services 0.1% | ||
Minor International PCL NVDR | 697,200 | 733,214 |
Energy 0.5% | ||
Banpu PCL NVDR | 498,000 | 465,960 |
IRPC PCL NVDR | 6,025,800 | 831,273 |
PTT Exploration & Production PCL NVDR | 521,304 | 1,822,065 |
PTT PCL NVDR | 313,500 | 3,326,029 |
6,445,327 | ||
Food & Staples Retailing 0.2% | ||
Big C Supercenter PCL NVDR | 99,600 | 720,891 |
CP ALL PCL NVDR | 1,679,800 | 2,078,317 |
2,799,208 | ||
Food, Beverage & Tobacco 0.1% | ||
Charoen Pokphand Foods PCL NVDR | 1,277,300 | 944,246 |
Health Care Equipment & Services 0.1% | ||
Bangkok Dusit Medical Services PCL NVDR | 1,179,600 | 784,454 |
Security | Number of Shares | Value ($) |
Materials 0.3% | ||
Indorama Ventures PCL NVDR | 334,700 | 269,168 |
PTT Global Chemical PCL NVDR | 697,214 | 1,207,670 |
The Siam Cement PCL NVDR | 149,400 | 2,421,454 |
3,898,292 | ||
Media 0.1% | ||
BEC World PCL NVDR | 547,800 | 796,369 |
Real Estate 0.1% | ||
Central Pattana PCL NVDR | 598,800 | 814,946 |
Land & Houses PCL NVDR | 996,000 | 320,396 |
1,135,342 | ||
Retailing 0.0% | ||
Home Product Center PCL NVDR | 727,012 | 192,266 |
Telecommunication Services 0.5% | ||
Advanced Info Service PCL NVDR | 448,200 | 3,230,146 |
Intouch Holding PCL NVDR | 547,800 | 1,342,813 |
Total Access Communication PCL NVDR | 239,400 | 644,225 |
True Corp. PCL NVDR * | 3,124,407 | 1,410,960 |
6,628,144 | ||
Transportation 0.1% | ||
Airports of Thailand PCL NVDR | 174,400 | 1,666,860 |
Utilities 0.1% | ||
Electricity Generating PCL NVDR | 99,600 | 486,755 |
Glow Energy PCL NVDR | 209,900 | 553,479 |
1,040,234 | ||
37,045,226 | ||
Turkey 1.7% | ||
Banks 0.7% | ||
Akbank T.A.S. | 553,240 | 1,803,804 |
Turkiye Garanti Bankasi A/S | 734,052 | 2,620,989 |
Turkiye Halk Bankasi A/S | 194,772 | 1,157,790 |
Turkiye Is Bankasi, C Shares | 529,647 | 1,324,644 |
Turkiye Vakiflar Bankasi Tao, D Shares | 425,904 | 890,757 |
Yapi ve Kredi Bankasi A/S | 324,515 | 598,708 |
8,396,692 | ||
Capital Goods 0.1% | ||
Enka Insaat ve Sanayi A/S | 200,196 | 407,556 |
KOC Holding A/S | 329,676 | 1,533,682 |
1,941,238 | ||
Consumer Durables & Apparel 0.0% | ||
Arcelik A/S | 74,202 | 446,982 |
Diversified Financials 0.1% | ||
Haci Omer Sabanci Holding A/S | 295,360 | 1,136,813 |
Energy 0.1% | ||
Tupras-Turkiye Petrol Rafinerileri A/S | 48,824 | 1,028,895 |
Food & Staples Retailing 0.1% | ||
BIM Birlesik Magazalar A/S | 78,343 | 1,464,064 |
Security | Number of Shares | Value ($) |
Food, Beverage & Tobacco 0.1% | ||
Anadolu Efes Biracilik Ve Malt Sanayii A/S * | 108,066 | 880,856 |
Ulker Biskuvi Sanayi A/S | 74,202 | 573,849 |
1,454,705 | ||
Materials 0.1% | ||
Eregli Demir ve Celik Fabrikalari T.A.S. | 508,567 | 853,341 |
Real Estate 0.1% | ||
Emlak Konut Gayrimenkul Yatirim Ortakligi A/S | 848,592 | 1,056,101 |
Telecommunication Services 0.2% | ||
Turk Telekomunikasyon A/S | 198,702 | 575,959 |
Turkcell Iletisim Hizmetleri A/S * | 292,326 | 1,528,464 |
2,104,423 | ||
Transportation 0.1% | ||
Turk Hava Yollari Anonim Ortakligi * | 387,942 | 1,395,974 |
21,279,228 | ||
United Arab Emirates 1.0% | ||
Banks 0.3% | ||
Abu Dhabi Commercial Bank PJSC | 371,508 | 778,875 |
Dubai Islamic Bank PJSC | 262,944 | 479,675 |
First Gulf Bank PJSC | 378,318 | 1,838,670 |
Union National Bank PJSC | 338,285 | 552,640 |
3,649,860 | ||
Capital Goods 0.1% | ||
Arabtec Holding PJSC * | 800,368 | 688,629 |
Diversified Financials 0.0% | ||
Dubai Financial Market | 1,032,112 | 553,607 |
Energy 0.1% | ||
Dana Gas PJSC * | 4,945,144 | 619,363 |
Real Estate 0.3% | ||
Aldar Properties PJSC | 1,251,972 | 896,518 |
Deyaar Development PJSC * | 743,514 | 156,689 |
Emaar Malls Group PJSC * | 731,064 | 573,267 |
Emaar Properties PJSC | 1,338,786 | 2,752,116 |
4,378,590 | ||
Transportation 0.2% | ||
DP World Ltd. | 92,862 | 1,968,674 |
11,858,723 | ||
Total Common Stock | ||
(Cost $1,141,480,135) | 1,199,239,163 | |
Preferred Stock 2.5% of net assets | ||
Brazil 2.4% | ||
Banks 1.1% | ||
Banco Bradesco S.A. | 764,233 | 10,049,543 |
Itausa - Investimentos Itau S.A. | 1,131,392 | 3,992,427 |
14,041,970 | ||
Energy 0.4% | ||
Petroleo Brasileiro S.A. | 1,546,046 | 5,174,484 |
Security | Number of Shares | Value ($) |
Food & Staples Retailing 0.1% | ||
Cia Brasileira de Distribuicao | 49,800 | 1,692,017 |
Materials 0.3% | ||
Bradespar S.A. | 99,600 | 461,190 |
Braskem S.A., A Shares | 75,019 | 335,826 |
Gerdau S.A. | 317,724 | 1,130,066 |
Metalurgica Gerdau S.A. | 99,600 | 388,737 |
Suzano Papel e Celulose S.A., A Shares | 99,600 | 420,087 |
Usinas Siderurgicas de Minas Gerais S.A., A Shares * | 199,200 | 287,721 |
3,023,627 | ||
Retailing 0.1% | ||
Lojas Americanas S.A. | 186,750 | 1,090,058 |
Telecommunication Services 0.2% | ||
Oi S.A. * | 140,745 | 292,382 |
Telefonica Brasil S.A. | 99,600 | 1,843,019 |
2,135,401 | ||
Utilities 0.2% | ||
Companhia Energetica de Minas Gerais | 302,995 | 1,375,444 |
Companhia Energetica de Sao Paulo, B Shares | 65,528 | 539,697 |
Companhia Paranaense de Energia - Copel, B Shares | 49,800 | 600,871 |
2,516,012 | ||
29,673,569 | ||
Colombia 0.1% | ||
Banks 0.1% | ||
Grupo Aval Acciones y Valores | 975,084 | 478,906 |
Diversified Financials 0.0% | ||
Grupo de Inversiones Suramericana S.A. | 27,888 | 390,225 |
869,131 | ||
Russia 0.0% | ||
Energy 0.0% | ||
AK Transneft OAO * | 250 | 558,124 |
Total Preferred Stock | ||
(Cost $44,834,495) | 31,100,824 | |
Rights 0.0% of net assets | ||
Malaysia 0.0% | ||
Transportation 0.0% | ||
Malaysia Airports Holdings Bhd * | 48,600 | 25,486 |
Total Rights | ||
(Cost $—) | 25,486 | |
Security | Number of Shares | Value ($) |
Other Investment Companies 1.6% of net assets | ||
United States 1.6% | ||
Money Market Fund 0.4% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (e) | 4,643,977 | 4,643,977 |
Securities Lending Collateral 1.2% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (e) | 15,041,328 | 15,041,328 |
Total Other Investment Companies | ||
(Cost $19,685,305) | 19,685,305 | |
Security Rate, Maturity Date | Face Amount ($) | Value ($) |
Short-Term Investment 0.0% of net assets | ||
U.S. Treasury Obligation 0.0% | ||
U.S. Treasury Bill | ||
0.02%, 03/19/15 (f)(g) | 100,000 | 100,000 |
Total Short-Term Investment | ||
(Cost $99,999) | 100,000 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $14,541,654. Non-Cash Collateral pledged to the fund for securities on loan amounted to $644,595. |
(b) | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $141,372 or 0.0% of net assets. |
(c) | Fair-valued by management in accordance with procedures approved by the Board of Trustees. |
(d) | Illiquid security. At the period end, the value of these amounted to $1,372,463 or 0.1% of net assets. |
(e) | The rate shown is the 7-day yield. |
(f) | All or a portion of this security is held as collateral for open futures contracts. |
(g) | The rate shown is the purchase yield. |
(h) | Securities are traded on separate exchanges for the same entity. |
ADR – | American Depositary Receipt |
GDR – | Global Depositary Receipt |
NVDR – | Non-Voting Depositary Receipt |
Reg'd – | Registered |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
MSCI EAFE, e-mini, Long, expires 03/20/15 | 20 | 991,900 | 33,772 |
Table of Contents
Holdings by Category | Cost ($) | Value ($) | |
99.8% | Common Stock | 3,830,817,561 | 4,879,176,093 |
0.0% | Rights | 21,491 | 21,491 |
0.6% | Other Investment Companies | 29,642,715 | 29,642,715 |
0.0% | Short-Term Investments | 384,998 | 384,998 |
100.4% | Total Investments | 3,860,866,765 | 4,909,225,297 |
(0.4)% | Other Assets and Liabilities, Net | (19,769,825) | |
100.0% | Net Assets | 4,889,455,472 |
Security | Number of Shares | Value ($) |
Common Stock 99.8% of net assets | ||
Automobiles & Components 1.2% | ||
American Axle & Manufacturing Holdings, Inc. * | 13,669 | 340,631 |
Autoliv, Inc. | 19,530 | 2,197,125 |
BorgWarner, Inc. | 49,634 | 3,050,506 |
Cooper Tire & Rubber Co. | 12,042 | 458,318 |
Cooper-Standard Holding, Inc. * | 5,815 | 315,231 |
Dana Holding Corp. | 32,453 | 709,098 |
Delphi Automotive plc | 63,409 | 4,999,166 |
Dorman Products, Inc. *(a) | 7,636 | 336,824 |
Drew Industries, Inc. * | 3,990 | 235,370 |
Federal-Mogul Holdings Corp. * | 17,551 | 229,392 |
Ford Motor Co. | 820,412 | 13,405,532 |
General Motors Co. | 281,584 | 10,505,899 |
Gentex Corp. | 58,470 | 1,030,241 |
Gentherm, Inc. * | 6,979 | 324,174 |
Harley-Davidson, Inc. | 46,010 | 2,924,856 |
Johnson Controls, Inc. | 143,328 | 7,282,496 |
Lear Corp. | 16,440 | 1,790,645 |
Remy International, Inc. | 3,336 | 76,294 |
Standard Motor Products, Inc. | 4,786 | 200,629 |
Tenneco, Inc. * | 11,954 | 696,201 |
Tesla Motors, Inc. * | 20,627 | 4,194,294 |
The Goodyear Tire & Rubber Co. | 57,716 | 1,542,749 |
Thor Industries, Inc. | 9,545 | 588,545 |
TRW Automotive Holdings Corp. * | 23,712 | 2,471,739 |
Visteon Corp. * | 10,039 | 1,009,221 |
60,915,176 |
Security | Number of Shares | Value ($) |
Banks 5.7% | ||
Associated Banc-Corp. | 40,409 | 753,224 |
Astoria Financial Corp. | 17,210 | 225,795 |
BancFirst Corp. | 3,833 | 227,604 |
BancorpSouth, Inc. | 19,360 | 433,470 |
Bank of America Corp. | 2,218,376 | 35,072,525 |
Bank of Hawaii Corp. | 9,545 | 575,182 |
Bank of the Ozarks, Inc. | 15,272 | 558,955 |
BankUnited, Inc. | 21,524 | 697,593 |
Banner Corp. | 8,492 | 370,761 |
BB&T Corp. | 153,398 | 5,836,794 |
BBCN Bancorp, Inc. | 13,675 | 188,031 |
Beneficial Bancorp, Inc. * | 19,079 | 215,974 |
BofI Holding, Inc. * | 2,795 | 247,078 |
BOK Financial Corp. | 4,412 | 260,308 |
Boston Private Financial Holdings, Inc. | 15,801 | 198,303 |
Brookline Bancorp, Inc. | 17,211 | 166,602 |
Capital Bank Financial Corp., Class A * | 11,770 | 312,493 |
Capitol Federal Financial, Inc. | 33,065 | 410,337 |
Cathay General Bancorp | 15,360 | 396,749 |
Central Pacific Financial Corp. | 8,180 | 187,649 |
Chemical Financial Corp. | 5,885 | 177,609 |
CIT Group, Inc. | 43,907 | 2,030,699 |
Citigroup, Inc. | 636,381 | 33,359,092 |
City Holding Co. | 3,818 | 176,201 |
City National Corp. | 9,545 | 862,582 |
Columbia Banking System, Inc. | 13,363 | 376,569 |
Comerica, Inc. | 40,283 | 1,844,156 |
Commerce Bancshares, Inc. | 19,360 | 803,827 |
Community Bank System, Inc. | 7,636 | 271,231 |
Cullen/Frost Bankers, Inc. | 11,954 | 810,481 |
CVB Financial Corp. | 19,304 | 302,108 |
Eagle Bancorp, Inc. * | 6,242 | 231,890 |
East West Bancorp, Inc. | 32,453 | 1,296,497 |
Essent Group Ltd. * | 9,032 | 209,723 |
EverBank Financial Corp. | 21,387 | 384,538 |
F.N.B. Corp. | 41,317 | 530,097 |
Fifth Third Bancorp | 184,208 | 3,566,267 |
First BanCorp (Puerto Rico) * | 30,776 | 202,814 |
First Citizens BancShares, Inc., Class A | 1,547 | 390,231 |
First Commonwealth Financial Corp. | 24,992 | 211,932 |
First Financial Bancorp | 11,510 | 200,619 |
First Financial Bankshares, Inc. (a) | 11,842 | 311,089 |
First Horizon National Corp. | 51,819 | 740,493 |
First Interstate BancSystem, Inc., Class A | 7,980 | 210,592 |
First Merchants Corp. | 10,070 | 227,179 |
First Midwest Bancorp, Inc. | 19,090 | 326,439 |
First Niagara Financial Group, Inc. | 72,986 | 646,656 |
First Republic Bank | 25,447 | 1,450,479 |
FirstMerit Corp. | 33,232 | 603,161 |
Flagstar Bancorp, Inc. * | 17,603 | 260,348 |
Fulton Financial Corp. | 46,136 | 558,246 |
German American Bancorp, Inc. | 7,736 | 222,101 |
Glacier Bancorp, Inc. | 13,998 | 340,011 |
Hancock Holding Co. | 17,181 | 502,888 |
Hanmi Financial Corp. | 8,492 | 167,547 |
Security | Number of Shares | Value ($) |
Hilltop Holdings, Inc. * | 14,223 | 264,548 |
Home BancShares, Inc. | 15,272 | 483,359 |
Home Loan Servicing Solutions Ltd. | 17,857 | 328,747 |
Hudson City Bancorp, Inc. | 101,177 | 987,488 |
Huntington Bancshares, Inc. | 179,446 | 1,963,139 |
Iberiabank Corp. | 8,141 | 513,860 |
Independent Bank Corp. | 4,090 | 171,044 |
International Bancshares Corp. | 11,610 | 287,464 |
Investors Bancorp, Inc. | 71,772 | 823,943 |
JPMorgan Chase & Co. | 789,545 | 48,383,318 |
Kearny Financial Corp. * | 3,831 | 50,876 |
KeyCorp | 184,344 | 2,567,912 |
Lakeland Bancorp, Inc. | 21,899 | 238,042 |
Lakeland Financial Corp. | 4,582 | 178,881 |
LegacyTexas Financial Group, Inc. | 7,780 | 178,940 |
M&T Bank Corp. | 27,259 | 3,298,339 |
MB Financial, Inc. | 11,495 | 358,529 |
MGIC Investment Corp. * | 71,804 | 655,571 |
National Bank Holdings Corp., Class A | 14,216 | 264,986 |
National Penn Bancshares, Inc. | 25,395 | 272,488 |
Nationstar Mortgage Holdings, Inc. *(a) | 5,885 | 156,835 |
NBT Bancorp, Inc. | 13,635 | 327,376 |
New York Community Bancorp, Inc. | 91,938 | 1,527,090 |
Northfield Bancorp, Inc. | 11,745 | 169,950 |
Northwest Bancshares, Inc. | 28,635 | 338,323 |
Ocwen Financial Corp. *(a) | 26,726 | 217,550 |
OFG Bancorp | 19,970 | 348,476 |
Old National Bancorp | 21,087 | 297,116 |
Oritani Financial Corp. | 13,363 | 191,225 |
PacWest Bancorp | 25,543 | 1,170,763 |
Park National Corp. | 5,388 | 458,627 |
People's United Financial, Inc. | 72,542 | 1,097,560 |
Pinnacle Financial Partners, Inc. | 6,185 | 259,770 |
Popular, Inc. * | 21,009 | 725,021 |
PrivateBancorp, Inc. | 17,181 | 596,696 |
Prosperity Bancshares, Inc. | 11,775 | 609,121 |
Provident Financial Services, Inc. | 15,272 | 277,950 |
Radian Group, Inc. | 45,826 | 724,509 |
Regions Financial Corp. | 290,898 | 2,795,530 |
Renasant Corp. | 4,324 | 123,148 |
S&T Bancorp, Inc. | 5,786 | 163,917 |
Sandy Spring Bancorp, Inc. | 4,224 | 108,895 |
Signature Bank * | 10,445 | 1,288,391 |
Simmons First National Corp., Class A | 4,582 | 187,633 |
South State Corp. | 4,914 | 331,842 |
State Bank Financial Corp. | 5,986 | 122,114 |
Sterling Bancorp | 16,396 | 224,953 |
Stock Yards Bancorp, Inc. | 16,872 | 560,150 |
SunTrust Banks, Inc. | 111,278 | 4,562,398 |
Susquehanna Bancshares, Inc. | 38,330 | 514,005 |
SVB Financial Group * | 10,445 | 1,283,690 |
Synovus Financial Corp. | 29,136 | 815,517 |
TCF Financial Corp. | 38,428 | 602,935 |
Texas Capital Bancshares, Inc. * | 7,884 | 366,054 |
TFS Financial Corp. | 26,726 | 376,837 |
The PNC Financial Services Group, Inc. | 113,285 | 10,417,689 |
TrustCo Bank Corp. | 19,220 | 129,927 |
Security | Number of Shares | Value ($) |
Trustmark Corp. | 15,272 | 352,020 |
U.S. Bancorp | 378,066 | 16,865,524 |
UMB Financial Corp. | 7,636 | 393,559 |
Umpqua Holdings Corp. | 43,041 | 711,898 |
Union Bankshares Corp. | 9,800 | 214,326 |
United Bankshares, Inc. | 13,746 | 514,788 |
United Community Banks, Inc. | 9,865 | 187,632 |
United Financial Bancorp, Inc. | 11,746 | 145,533 |
Valley National Bancorp | 49,791 | 477,994 |
Washington Federal, Inc. | 22,908 | 483,817 |
Webster Financial Corp. | 19,429 | 670,883 |
Wells Fargo & Co. | 993,046 | 54,408,990 |
WesBanco, Inc. | 12,344 | 404,143 |
Westamerica Bancorp | 5,727 | 246,662 |
Western Alliance Bancorp * | 19,204 | 545,202 |
Wintrust Financial Corp. | 9,545 | 449,474 |
WSFS Financial Corp. | 2,291 | 178,102 |
Zions Bancorp | 44,575 | 1,191,713 |
277,325,136 | ||
Capital Goods 7.7% | ||
3M Co. | 135,855 | 22,911,946 |
A.O. Smith Corp. | 15,272 | 962,594 |
AAON, Inc. | 9,057 | 203,873 |
AAR Corp. | 7,636 | 224,498 |
Actuant Corp., Class A | 17,181 | 437,085 |
Acuity Brands, Inc. | 9,545 | 1,512,692 |
AECOM * | 29,703 | 892,872 |
Aegion Corp. * | 7,856 | 142,115 |
AGCO Corp. | 19,490 | 969,433 |
Air Lease Corp. | 18,290 | 699,410 |
Aircastle Ltd. | 17,181 | 396,366 |
Albany International Corp., Class A | 6,025 | 227,203 |
Allegion plc | 19,622 | 1,132,778 |
Allison Transmission Holdings, Inc. | 35,038 | 1,114,909 |
Altra Industrial Motion Corp. | 4,424 | 120,775 |
American Railcar Industries, Inc. | 2,262 | 127,034 |
AMETEK, Inc. | 51,543 | 2,738,995 |
Apogee Enterprises, Inc. | 5,786 | 265,288 |
Applied Industrial Technologies, Inc. | 9,545 | 418,166 |
Armstrong World Industries, Inc. * | 9,712 | 542,221 |
Astec Industries, Inc. | 3,954 | 169,113 |
Astronics Corp. * | 3,262 | 226,905 |
AZZ, Inc. | 4,190 | 190,310 |
B/E Aerospace, Inc. * | 20,124 | 1,278,679 |
Barnes Group, Inc. | 9,729 | 389,355 |
Beacon Roofing Supply, Inc. * | 9,545 | 286,541 |
Blount International, Inc. * | 9,545 | 158,352 |
Briggs & Stratton Corp. | 9,786 | 203,940 |
Builders FirstSource, Inc. * | 19,320 | 116,500 |
Carlisle Cos., Inc. | 13,363 | 1,243,694 |
Caterpillar, Inc. | 131,023 | 10,861,807 |
Chart Industries, Inc. * | 11,125 | 388,707 |
Chicago Bridge & Iron Co. N.V. (a) | 21,603 | 997,194 |
CIRCOR International, Inc. | 3,818 | 204,912 |
CLARCOR, Inc. | 11,454 | 753,788 |
Colfax Corp. * | 19,957 | 1,051,335 |
Columbus McKinnon Corp. | 14,363 | 381,481 |
Comfort Systems USA, Inc. | 7,948 | 148,628 |
Continental Building Products, Inc. * | 15,664 | 326,751 |
Crane Co. | 11,454 | 765,471 |
Security | Number of Shares | Value ($) |
Cubic Corp. | 4,589 | 239,867 |
Cummins, Inc. | 36,630 | 5,209,885 |
Curtiss-Wright Corp. | 9,545 | 692,776 |
Danaher Corp. | 126,414 | 11,033,414 |
Deere & Co. | 74,943 | 6,789,836 |
DigitalGlobe, Inc. * | 14,012 | 465,899 |
Donaldson Co., Inc. | 30,544 | 1,131,350 |
Dover Corp. | 35,090 | 2,528,234 |
Dycom Industries, Inc. * | 6,208 | 275,325 |
Eaton Corp. plc | 99,305 | 7,051,648 |
EMCOR Group, Inc. | 13,363 | 588,373 |
Emerson Electric Co. | 147,968 | 8,570,307 |
Encore Wire Corp. | 4,289 | 159,937 |
EnerSys | 9,739 | 635,957 |
EnPro Industries, Inc. | 3,970 | 261,107 |
ESCO Technologies, Inc. | 7,636 | 294,291 |
Esterline Technologies Corp. * | 7,636 | 899,903 |
Exelis, Inc. | 38,180 | 923,956 |
Fastenal Co. | 55,802 | 2,318,573 |
Federal Signal Corp. | 13,409 | 221,114 |
Flowserve Corp. | 30,627 | 1,902,856 |
Fluor Corp. | 34,723 | 2,013,934 |
Fortune Brands Home & Security, Inc. | 32,953 | 1,526,383 |
Franklin Electric Co., Inc. | 7,730 | 281,990 |
GATX Corp. | 11,454 | 713,011 |
GenCorp, Inc. * | 11,772 | 227,200 |
Generac Holdings, Inc. * | 13,657 | 673,154 |
General Cable Corp. | 42,498 | 639,170 |
General Dynamics Corp. | 66,189 | 9,185,709 |
General Electric Co. | 2,116,143 | 54,998,557 |
Gibraltar Industries, Inc. * | 18,181 | 266,533 |
Global Power Equipment Group, Inc. | 15,664 | 208,331 |
Graco, Inc. | 13,363 | 1,012,648 |
Granite Construction, Inc. | 6,368 | 210,908 |
Great Lakes Dredge & Dock Corp. * | 11,872 | 72,419 |
Griffon Corp. | 9,610 | 156,835 |
H&E Equipment Services, Inc. | 7,734 | 189,328 |
Harsco Corp. | 17,181 | 283,315 |
HD Supply Holdings, Inc. * | 25,965 | 766,097 |
HEICO Corp. | 12,296 | 728,661 |
Hexcel Corp. | 19,546 | 929,999 |
Hillenbrand, Inc. | 15,272 | 484,122 |
Honeywell International, Inc. | 164,998 | 16,958,494 |
Hubbell, Inc., Class B | 11,454 | 1,303,465 |
Huntington Ingalls Industries, Inc. | 11,454 | 1,618,794 |
Hyster-Yale Materials Handling, Inc. | 2,567 | 169,602 |
IDEX Corp. | 17,181 | 1,327,404 |
Illinois Tool Works, Inc. | 76,611 | 7,573,763 |
Ingersoll-Rand plc | 54,129 | 3,636,928 |
Insteel Industries, Inc. | 10,645 | 231,103 |
ITT Corp. | 19,090 | 784,026 |
Jacobs Engineering Group, Inc. * | 26,726 | 1,185,031 |
John Bean Technologies Corp. | 5,786 | 199,964 |
Joy Global, Inc. | 22,961 | 1,017,632 |
Kaman Corp. | 5,727 | 237,671 |
KBR, Inc. | 30,638 | 499,093 |
Kennametal, Inc. | 17,181 | 601,335 |
KLX, Inc. * | 10,062 | 401,876 |
L-3 Communications Holdings, Inc. | 18,209 | 2,356,791 |
Security | Number of Shares | Value ($) |
Lennox International, Inc. | 11,454 | 1,194,194 |
Lincoln Electric Holdings, Inc. | 16,396 | 1,131,980 |
Lindsay Corp. (a) | 2,130 | 186,545 |
Lockheed Martin Corp. | 56,586 | 11,320,029 |
Masco Corp. | 80,178 | 2,099,862 |
Masonite International Corp. * | 2,987 | 183,223 |
MasTec, Inc. * | 12,033 | 265,568 |
Meritor, Inc. * | 21,523 | 307,564 |
Moog, Inc., Class A * | 11,454 | 864,319 |
MRC Global, Inc. * | 21,159 | 272,316 |
MSC Industrial Direct Co., Inc., Class A | 9,545 | 696,690 |
Mueller Industries, Inc. | 15,442 | 537,536 |
Mueller Water Products, Inc., Class A | 32,454 | 297,279 |
Navistar International Corp. * | 15,799 | 459,909 |
Nordson Corp. | 11,454 | 881,156 |
Nortek, Inc. * | 2,362 | 183,409 |
Northrop Grumman Corp. | 43,225 | 7,162,815 |
NOW, Inc. *(a) | 22,065 | 468,881 |
Orbital ATK, Inc. | 11,269 | 746,909 |
Oshkosh Corp. | 19,090 | 931,401 |
Owens Corning | 23,183 | 919,438 |
PACCAR, Inc. | 76,360 | 4,890,858 |
Pall Corp. | 22,023 | 2,220,139 |
Parker-Hannifin Corp. | 32,453 | 3,981,659 |
Pentair plc | 40,623 | 2,700,211 |
Plug Power, Inc. *(a) | 37,543 | 115,632 |
Polypore International, Inc. * | 9,598 | 569,065 |
Powell Industries, Inc. | 2,062 | 69,572 |
Precision Castparts Corp. | 30,544 | 6,606,667 |
Primoris Services Corp. | 9,943 | 205,323 |
Proto Labs, Inc. * | 4,111 | 292,210 |
Quanex Building Products Corp. | 7,680 | 150,451 |
Quanta Services, Inc. * | 44,160 | 1,270,925 |
Raven Industries, Inc. | 7,636 | 159,134 |
Raytheon Co. | 65,768 | 7,153,585 |
RBC Bearings, Inc. | 5,727 | 355,360 |
Regal-Beloit Corp. | 9,545 | 743,937 |
Rexnord Corp. * | 15,672 | 432,077 |
Rockwell Automation, Inc. | 30,544 | 3,574,870 |
Rockwell Collins, Inc. | 29,029 | 2,585,903 |
Roper Industries, Inc. | 20,999 | 3,518,802 |
Rush Enterprises, Inc., Class A * | 6,116 | 170,820 |
Sensata Technologies Holding N.V. * | 35,103 | 1,886,435 |
Simpson Manufacturing Co., Inc. | 8,170 | 295,754 |
Snap-on, Inc. | 11,754 | 1,730,541 |
SolarCity Corp. *(a) | 10,946 | 562,187 |
Spirit AeroSystems Holdings, Inc., Class A * | 27,477 | 1,352,143 |
SPX Corp. | 8,570 | 763,844 |
Standex International Corp. | 1,909 | 138,403 |
Stanley Black & Decker, Inc. | 32,681 | 3,213,850 |
Sun Hydraulics Corp. | 4,289 | 165,984 |
TAL International Group, Inc. * | 5,739 | 239,488 |
TASER International, Inc. * | 10,435 | 245,014 |
Teledyne Technologies, Inc. * | 7,683 | 774,677 |
Tennant Co. | 5,727 | 374,374 |
Terex Corp. | 24,817 | 680,234 |
Textainer Group Holdings Ltd. | 7,761 | 250,370 |
Textron, Inc. | 59,179 | 2,622,221 |
Security | Number of Shares | Value ($) |
The Babcock & Wilcox Co. | 24,817 | 770,320 |
The Boeing Co. | 141,266 | 21,309,976 |
The Gorman-Rupp Co. | 2,911 | 83,662 |
The Greenbrier Cos., Inc. (a) | 4,324 | 254,121 |
The Manitowoc Co., Inc. | 32,453 | 718,185 |
The Middleby Corp. * | 11,553 | 1,231,665 |
The Timken Co. | 17,181 | 729,849 |
The Toro Co. | 11,748 | 794,752 |
Titan International, Inc. | 11,558 | 115,349 |
TransDigm Group, Inc. | 10,074 | 2,184,648 |
Trex Co., Inc. * | 4,524 | 227,783 |
TriMas Corp. * | 8,255 | 247,320 |
Trinity Industries, Inc. | 34,362 | 1,155,250 |
Triumph Group, Inc. | 9,847 | 588,752 |
Tutor Perini Corp. * | 8,244 | 191,838 |
United Rentals, Inc. * | 21,437 | 1,994,927 |
United Technologies Corp. | 177,861 | 21,683,035 |
Universal Forest Products, Inc. | 3,890 | 210,255 |
USG Corp. * | 17,657 | 497,751 |
Valmont Industries, Inc. (a) | 4,965 | 618,887 |
W.W. Grainger, Inc. | 12,327 | 2,920,390 |
Wabash National Corp. * | 13,634 | 199,738 |
WABCO Holdings, Inc. * | 13,363 | 1,561,199 |
Wabtec Corp. | 19,290 | 1,830,428 |
Watsco, Inc. | 5,727 | 671,433 |
Watts Water Technologies, Inc., Class A | 5,821 | 320,039 |
WESCO International, Inc. * | 9,545 | 662,709 |
Woodward, Inc. | 11,454 | 556,092 |
Xylem, Inc. | 38,180 | 1,363,026 |
377,916,721 | ||
Commercial & Professional Services 1.1% | ||
ABM Industries, Inc. | 8,192 | 254,689 |
ACCO Brands Corp. * | 24,116 | 183,523 |
Brady Corp., Class A | 9,545 | 257,333 |
Cintas Corp. | 24,817 | 2,071,723 |
Clean Harbors, Inc. * | 11,454 | 637,873 |
Copart, Inc. * | 23,348 | 873,682 |
Covanta Holding Corp. | 28,635 | 620,520 |
Deluxe Corp. | 11,454 | 762,264 |
Equifax, Inc. | 26,726 | 2,495,407 |
Exponent, Inc. | 2,195 | 189,933 |
FTI Consulting, Inc. * | 8,108 | 298,942 |
G&K Services, Inc., Class A | 5,727 | 412,287 |
Healthcare Services Group, Inc. | 15,272 | 512,681 |
Herman Miller, Inc. | 11,710 | 362,659 |
HNI Corp. | 11,454 | 584,154 |
Huron Consulting Group, Inc. * | 5,218 | 347,780 |
ICF International, Inc. * | 4,024 | 168,606 |
IHS, Inc., Class A * | 14,170 | 1,665,400 |
Insperity, Inc. | 5,736 | 297,125 |
Interface, Inc. | 11,689 | 236,001 |
KAR Auction Services, Inc. | 29,613 | 1,079,986 |
Kelly Services, Inc., Class A | 6,186 | 107,080 |
Kforce, Inc. | 7,748 | 182,853 |
Knoll, Inc. | 9,722 | 206,398 |
Korn/Ferry International * | 9,615 | 294,219 |
ManpowerGroup, Inc. | 17,181 | 1,382,383 |
Matthews International Corp., Class A | 7,636 | 369,353 |
Security | Number of Shares | Value ($) |
McGrath RentCorp | 4,220 | 134,998 |
Mistras Group, Inc. * | 4,024 | 75,852 |
Mobile Mini, Inc. | 7,636 | 316,818 |
MSA Safety, Inc. | 6,042 | 305,604 |
Navigant Consulting, Inc. * | 11,506 | 160,969 |
Nielsen N.V. | 68,869 | 3,113,567 |
On Assignment, Inc. * | 10,670 | 407,701 |
Pitney Bowes, Inc. | 43,907 | 1,017,325 |
Quad/Graphics, Inc. | 10,390 | 243,438 |
R.R. Donnelley & Sons Co. | 37,185 | 709,118 |
Republic Services, Inc. | 59,220 | 2,423,282 |
Robert Half International, Inc. | 32,453 | 2,010,788 |
Rollins, Inc. | 15,428 | 517,455 |
RPX Corp. * | 22,755 | 331,768 |
Steelcase, Inc., Class A | 15,718 | 294,241 |
Stericycle, Inc. * | 19,090 | 2,576,577 |
Team, Inc. * | 5,727 | 219,917 |
Tetra Tech, Inc. | 12,054 | 306,533 |
The ADT Corp. | 39,244 | 1,539,150 |
The Advisory Board Co. * | 7,636 | 413,260 |
The Brink's Co. | 11,454 | 322,316 |
The Corporate Executive Board Co. | 6,117 | 478,411 |
The Dun & Bradstreet Corp. | 8,230 | 1,090,310 |
Towers Watson & Co., Class A | 13,525 | 1,778,537 |
TrueBlue, Inc. * | 11,454 | 263,556 |
Tyco International plc | 97,359 | 4,110,497 |
UniFirst Corp. | 3,818 | 453,693 |
United Stationers, Inc. | 11,454 | 462,627 |
US Ecology, Inc. | 4,980 | 243,124 |
Verisk Analytics, Inc., Class A * | 30,544 | 2,193,365 |
WageWorks, Inc. * | 6,217 | 357,167 |
Waste Connections, Inc. | 25,247 | 1,185,852 |
Waste Management, Inc. | 91,632 | 4,992,111 |
West Corp. | 4,293 | 146,606 |
52,051,387 | ||
Consumer Durables & Apparel 1.6% | ||
Arctic Cat, Inc. | 3,818 | 139,204 |
Beazer Homes USA, Inc. * | 10,210 | 173,978 |
Brunswick Corp. | 19,090 | 1,035,442 |
Carter's, Inc. | 12,068 | 1,071,276 |
Cavco Industries, Inc. * | 2,053 | 147,118 |
Coach, Inc. | 58,040 | 2,527,642 |
Columbia Sportswear Co. | 7,636 | 426,776 |
Crocs, Inc. * | 21,050 | 234,708 |
D.R. Horton, Inc. | 67,372 | 1,839,929 |
Deckers Outdoor Corp. * | 6,427 | 477,140 |
Ethan Allen Interiors, Inc. | 4,390 | 117,784 |
Fossil Group, Inc. * | 11,454 | 985,159 |
G-III Apparel Group Ltd. * | 4,862 | 511,628 |
Garmin Ltd. | 24,817 | 1,231,668 |
GoPro, Inc., Class A *(a) | 8,312 | 348,938 |
Hanesbrands, Inc. | 20,999 | 2,678,212 |
Harman International Industries, Inc. | 15,272 | 2,107,383 |
Hasbro, Inc. | 24,817 | 1,546,471 |
Helen of Troy Ltd. * | 7,750 | 593,805 |
Iconix Brand Group, Inc. * | 11,696 | 394,974 |
iRobot Corp. * | 4,429 | 145,493 |
Jarden Corp. * | 35,388 | 1,878,041 |
Kate Spade & Co. * | 23,149 | 797,483 |
Security | Number of Shares | Value ($) |
KB Home (a) | 15,566 | 217,146 |
La-Z-Boy, Inc. | 11,988 | 299,101 |
Leggett & Platt, Inc. | 28,976 | 1,305,369 |
Lennar Corp., Class A | 38,055 | 1,910,742 |
Libbey, Inc. | 6,159 | 234,227 |
lululemon athletica, Inc. * | 21,824 | 1,493,635 |
M.D.C Holdings, Inc. | 9,545 | 259,433 |
Mattel, Inc. | 75,115 | 1,977,027 |
Meritage Homes Corp. * | 6,036 | 268,662 |
Michael Kors Holdings Ltd. * | 42,754 | 2,882,047 |
Mohawk Industries, Inc. * | 13,527 | 2,493,702 |
Movado Group, Inc. | 4,090 | 105,072 |
NACCO Industries, Inc., Class A | 1,909 | 106,618 |
Newell Rubbermaid, Inc. | 61,088 | 2,400,148 |
NIKE, Inc., Class B | 147,573 | 14,332,290 |
NVR, Inc. * | 848 | 1,129,536 |
Oxford Industries, Inc. | 3,820 | 210,215 |
Polaris Industries, Inc. | 13,477 | 2,066,428 |
PulteGroup, Inc. | 72,542 | 1,636,548 |
PVH Corp. | 17,564 | 1,871,093 |
Ralph Lauren Corp. | 13,363 | 1,836,210 |
Skechers U.S.A., Inc., Class A * | 7,880 | 536,943 |
Standard Pacific Corp. * | 34,399 | 300,647 |
Steven Madden Ltd. * | 13,926 | 508,438 |
Sturm Ruger & Co., Inc. (a) | 3,871 | 201,137 |
Taylor Morrison Home Corp., Class A * | 6,517 | 125,648 |
Tempur Sealy International, Inc. * | 13,363 | 768,506 |
The Ryland Group, Inc. | 8,106 | 368,823 |
Toll Brothers, Inc. * | 32,453 | 1,243,274 |
TRI Pointe Homes, Inc. * | 25,694 | 408,021 |
Tumi Holdings, Inc. * | 13,441 | 314,385 |
Tupperware Brands Corp. | 10,273 | 733,492 |
Under Armour, Inc., Class A * | 33,518 | 2,581,221 |
Universal Electronics, Inc. * | 2,252 | 127,261 |
VF Corp. | 73,796 | 5,657,201 |
Vista Outdoor, Inc. * | 12,254 | 535,010 |
Whirlpool Corp. | 15,672 | 3,321,680 |
Wolverine World Wide, Inc. | 22,908 | 700,068 |
78,877,256 | ||
Consumer Services 2.2% | ||
American Public Education, Inc. * | 3,820 | 123,768 |
Apollo Education Group, Inc. * | 20,264 | 560,300 |
Aramark | 19,614 | 620,783 |
Ascent Capital Group, Inc., Class A * | 2,295 | 100,911 |
Belmond Ltd., Class A * | 19,090 | 233,471 |
BJ's Restaurants, Inc. * | 4,794 | 250,343 |
Bloomin' Brands, Inc. * | 15,624 | 402,474 |
Bob Evans Farms, Inc. | 5,862 | 343,396 |
Boyd Gaming Corp. * | 10,292 | 142,133 |
Bright Horizons Family Solutions, Inc. * | 8,356 | 423,649 |
Brinker International, Inc. | 15,767 | 937,506 |
Buffalo Wild Wings, Inc. * | 3,832 | 732,372 |
Caesars Entertainment Corp. *(a) | 12,159 | 128,885 |
Capella Education Co. | 2,293 | 148,632 |
Carnival Corp. | 93,630 | 4,118,784 |
Chipotle Mexican Grill, Inc. * | 6,563 | 4,364,198 |
Choice Hotels International, Inc. | 8,755 | 555,680 |
Security | Number of Shares | Value ($) |
Churchill Downs, Inc. | 2,246 | 246,701 |
Cracker Barrel Old Country Store, Inc. | 5,727 | 864,949 |
Darden Restaurants, Inc. | 28,635 | 1,832,640 |
Denny's Corp. * | 19,320 | 222,373 |
DeVry Education Group, Inc. | 12,034 | 439,843 |
Diamond Resorts International, Inc. * | 10,455 | 362,266 |
DineEquity, Inc. | 4,353 | 472,431 |
Domino's Pizza, Inc. | 11,604 | 1,178,154 |
Dunkin' Brands Group, Inc. | 21,700 | 1,016,862 |
Extended Stay America, Inc. | 11,484 | 221,641 |
Fiesta Restaurant Group, Inc. * | 4,460 | 289,945 |
Graham Holdings Co., Class B | 1,012 | 998,217 |
Grand Canyon Education, Inc. * | 9,749 | 447,089 |
H&R Block, Inc. | 61,258 | 2,091,961 |
Hilton Worldwide Holdings, Inc. * | 87,881 | 2,484,396 |
Houghton Mifflin Harcourt Co. * | 22,367 | 442,419 |
Hyatt Hotels Corp., Class A * | 11,560 | 699,842 |
International Game Technology | 55,596 | 991,833 |
International Speedway Corp., Class A | 5,869 | 182,115 |
Interval Leisure Group, Inc. | 9,738 | 262,926 |
Jack in the Box, Inc. | 8,192 | 792,084 |
Krispy Kreme Doughnuts, Inc. * | 13,534 | 295,312 |
Las Vegas Sands Corp. | 80,751 | 4,594,732 |
Life Time Fitness, Inc. * | 7,881 | 455,522 |
LifeLock, Inc. * | 19,260 | 269,255 |
Marriott International, Inc., Class A | 46,588 | 3,871,463 |
Marriott Vacations Worldwide Corp. | 5,929 | 450,960 |
McDonald's Corp. | 204,922 | 20,266,786 |
MGM Resorts International * | 76,818 | 1,669,255 |
Norwegian Cruise Line Holdings Ltd. * | 19,973 | 985,068 |
Panera Bread Co., Class A * | 5,841 | 942,913 |
Papa John's International, Inc. | 7,892 | 488,041 |
Penn National Gaming, Inc. * | 13,563 | 220,941 |
Pinnacle Entertainment, Inc. * | 12,053 | 310,244 |
Popeyes Louisiana Kitchen, Inc. * | 5,727 | 343,677 |
Red Robin Gourmet Burgers, Inc. * | 4,726 | 394,479 |
Regis Corp. * | 11,710 | 187,828 |
Royal Caribbean Cruises Ltd. | 33,425 | 2,554,338 |
Scientific Games Corp., Class A * | 18,381 | 248,327 |
SeaWorld Entertainment, Inc. | 14,037 | 263,053 |
Service Corp. International | 44,342 | 1,101,899 |
ServiceMaster Global Holdings, Inc. * | 7,191 | 248,737 |
Six Flags Entertainment Corp. | 22,914 | 1,037,775 |
Sonic Corp. | 13,363 | 424,810 |
Sotheby's | 13,459 | 591,523 |
Starbucks Corp. | 158,914 | 14,856,075 |
Starwood Hotels & Resorts Worldwide, Inc. | 40,489 | 3,252,481 |
Texas Roadhouse, Inc. | 13,363 | 502,983 |
The Cheesecake Factory, Inc. | 9,987 | 474,582 |
The Wendy's Co. | 78,269 | 868,003 |
Vail Resorts, Inc. | 7,636 | 670,517 |
Wyndham Worldwide Corp. | 29,029 | 2,655,573 |
Wynn Resorts Ltd. | 17,181 | 2,448,293 |
Yum! Brands, Inc. | 95,497 | 7,745,762 |
106,419,179 |
Security | Number of Shares | Value ($) |
Diversified Financials 4.7% | ||
Affiliated Managers Group, Inc. * | 11,454 | 2,478,875 |
Ally Financial, Inc. * | 90,150 | 1,873,317 |
American Express Co. | 189,624 | 15,471,422 |
Ameriprise Financial, Inc. | 40,158 | 5,366,314 |
Artisan Partners Asset Management, Inc., Class A | 6,690 | 324,465 |
Berkshire Hathaway, Inc., Class B * | 384,647 | 56,700,814 |
BGC Partners, Inc., Class A | 25,335 | 230,042 |
BlackRock, Inc. | 26,863 | 9,977,455 |
Capital One Financial Corp. | 118,382 | 9,317,847 |
Cash America International, Inc. | 5,870 | 126,675 |
CBOE Holdings, Inc. | 21,041 | 1,263,091 |
CME Group, Inc. | 66,895 | 6,417,237 |
Cohen & Steers, Inc. | 5,727 | 238,644 |
Credit Acceptance Corp. * | 1,909 | 349,920 |
Discover Financial Services | 97,933 | 5,971,954 |
E*TRADE Financial Corp. * | 59,627 | 1,552,389 |
Eaton Vance Corp. | 24,817 | 1,044,796 |
Encore Capital Group, Inc. * | 4,090 | 163,477 |
Enova International, Inc. * | 5,185 | 119,722 |
Evercore Partners, Inc., Class A | 8,606 | 440,885 |
Federated Investors, Inc., Class B | 22,908 | 754,360 |
Financial Engines, Inc. | 9,545 | 384,663 |
First Cash Financial Services, Inc. * | 5,742 | 276,420 |
FNFV Group * | 19,124 | 284,756 |
Franklin Resources, Inc. | 82,573 | 4,444,905 |
GAMCO Investors, Inc., Class A | 2,381 | 179,765 |
Green Dot Corp., Class A * | 7,768 | 120,482 |
Greenhill & Co., Inc. | 4,412 | 170,789 |
HFF, Inc., Class A | 9,545 | 339,611 |
Interactive Brokers Group, Inc., Class A | 8,227 | 262,194 |
Intercontinental Exchange, Inc. | 23,559 | 5,544,846 |
Invesco Ltd. | 90,791 | 3,656,154 |
Investment Technology Group, Inc. * | 8,180 | 184,214 |
Janus Capital Group, Inc. | 38,180 | 629,206 |
KCG Holdings, Inc., Class A * | 20,042 | 252,128 |
Legg Mason, Inc. | 21,992 | 1,259,482 |
Leucadia National Corp. | 61,585 | 1,461,412 |
LPL Financial Holdings, Inc. | 16,435 | 737,274 |
MarketAxess Holdings, Inc. | 9,096 | 723,951 |
McGraw Hill Financial, Inc. | 59,179 | 6,101,355 |
Moody's Corp. | 40,283 | 3,905,034 |
Morgan Stanley | 320,728 | 11,478,855 |
MSCI, Inc. | 26,726 | 1,499,596 |
Navient Corp. | 92,456 | 1,978,558 |
Nelnet, Inc., Class A | 5,803 | 270,536 |
NewStar Financial, Inc. * | 9,680 | 96,606 |
Northern Trust Corp. | 45,816 | 3,199,331 |
NorthStar Asset Management Group, Inc. | 38,529 | 935,099 |
PHH Corp. * | 11,642 | 282,668 |
PICO Holdings, Inc. * | 4,124 | 70,809 |
Piper Jaffray Cos. * | 6,132 | 335,727 |
PRA Group, Inc. * | 11,454 | 573,731 |
Raymond James Financial, Inc. | 25,481 | 1,455,730 |
Santander Consumer USA Holdings, Inc. | 18,422 | 415,048 |
SEI Investments Co. | 27,314 | 1,175,595 |
SLM Corp. | 92,456 | 875,558 |
Security | Number of Shares | Value ($) |
Springleaf Holdings, Inc. * | 6,284 | 241,620 |
State Street Corp. | 88,622 | 6,597,908 |
Stifel Financial Corp. * | 12,129 | 664,305 |
Synchrony Financial * | 25,161 | 803,894 |
T. Rowe Price Group, Inc. | 53,452 | 4,415,135 |
TD Ameritrade Holding Corp. | 56,825 | 2,061,043 |
The Bank of New York Mellon Corp. | 237,308 | 9,288,235 |
The Charles Schwab Corp. (b) | 244,999 | 7,188,271 |
The Goldman Sachs Group, Inc. | 84,951 | 16,122,850 |
The NASDAQ OMX Group, Inc. | 24,905 | 1,249,235 |
Virtus Investment Partners, Inc. | 1,097 | 144,771 |
Voya Financial, Inc. | 40,298 | 1,780,769 |
Waddell & Reed Financial, Inc., Class A | 17,481 | 864,610 |
WisdomTree Investments, Inc. | 22,908 | 428,151 |
World Acceptance Corp. *(a) | 3,818 | 313,496 |
227,910,082 | ||
Energy 7.4% | ||
Alpha Natural Resources, Inc. *(a) | 154,981 | 196,826 |
Anadarko Petroleum Corp. | 105,995 | 8,927,959 |
Antero Resources Corp. *(a) | 12,117 | 478,016 |
Apache Corp. | 82,690 | 5,444,310 |
Arch Coal, Inc. *(a) | 133,630 | 175,055 |
Atwood Oceanics, Inc. | 11,454 | 355,189 |
Baker Hughes, Inc. | 91,632 | 5,727,916 |
Bonanza Creek Energy, Inc. * | 10,000 | 269,500 |
Bristow Group, Inc. | 7,908 | 489,822 |
C&J Energy Services, Inc. * | 8,253 | 112,488 |
Cabot Oil & Gas Corp. | 91,632 | 2,657,328 |
California Resources Corp. * | 65,952 | 472,216 |
Cameron International Corp. * | 44,942 | 2,115,869 |
CARBO Ceramics, Inc. (a) | 7,015 | 255,627 |
Carrizo Oil & Gas, Inc. * | 7,636 | 363,397 |
Cheniere Energy, Inc. * | 48,321 | 3,896,122 |
Chesapeake Energy Corp. | 108,971 | 1,817,636 |
Chevron Corp. | 399,485 | 42,617,060 |
Cimarex Energy Co. | 19,090 | 2,093,791 |
Cloud Peak Energy, Inc. * | 13,363 | 110,779 |
Cobalt International Energy, Inc. * | 63,344 | 648,643 |
Concho Resources, Inc. * | 23,833 | 2,595,890 |
ConocoPhillips | 258,127 | 16,829,880 |
CONSOL Energy, Inc. | 46,439 | 1,495,336 |
Contango Oil & Gas Co. * | 17,881 | 420,740 |
Continental Resources, Inc. * | 19,368 | 861,682 |
Core Laboratories N.V. (a) | 9,565 | 1,051,385 |
CVR Energy, Inc. (a) | 3,818 | 160,318 |
Delek US Holdings, Inc. | 11,469 | 427,564 |
Denbury Resources, Inc. | 82,136 | 689,942 |
Devon Energy Corp. | 82,575 | 5,085,794 |
Diamond Offshore Drilling, Inc. (a) | 18,085 | 550,327 |
Diamondback Energy, Inc. * | 10,223 | 727,980 |
Dresser-Rand Group, Inc. * | 15,421 | 1,255,115 |
Dril-Quip, Inc. * | 8,583 | 623,641 |
Energen Corp. | 15,272 | 987,182 |
Ensco plc, Class A | 47,850 | 1,170,890 |
EOG Resources, Inc. | 114,540 | 10,276,529 |
EQT Corp. | 32,453 | 2,590,074 |
Era Group, Inc. * | 3,818 | 84,225 |
Exterran Holdings, Inc. | 13,391 | 434,806 |
Security | Number of Shares | Value ($) |
Exxon Mobil Corp. | 892,843 | 79,052,319 |
FMC Technologies, Inc. * | 49,822 | 1,989,392 |
Forum Energy Technologies, Inc. * | 10,289 | 200,944 |
Green Plains, Inc. | 6,742 | 156,752 |
Gulfmark Offshore, Inc., Class A | 5,727 | 94,152 |
Gulfport Energy Corp. * | 17,787 | 814,823 |
Halliburton Co. | 182,034 | 7,816,540 |
Helix Energy Solutions Group, Inc. * | 20,999 | 324,225 |
Helmerich & Payne, Inc. | 22,199 | 1,488,665 |
Hess Corp. | 57,371 | 4,307,415 |
HollyFrontier Corp. | 42,497 | 1,869,443 |
Hornbeck Offshore Services, Inc. * | 7,636 | 159,287 |
Kinder Morgan, Inc. | 356,222 | 14,608,664 |
Kosmos Energy Ltd. * | 19,950 | 179,151 |
Laredo Petroleum, Inc. *(a) | 23,960 | 285,843 |
Marathon Oil Corp. | 141,826 | 3,951,272 |
Marathon Petroleum Corp. | 61,242 | 6,430,410 |
Matador Resources Co. * | 35,067 | 759,551 |
Memorial Resource Development Corp. * | 12,382 | 253,955 |
Murphy Oil Corp. | 34,898 | 1,775,959 |
Nabors Industries Ltd. | 62,997 | 806,992 |
National Oilwell Varco, Inc. | 91,920 | 4,995,852 |
Newfield Exploration Co. * | 27,610 | 911,958 |
Newpark Resources, Inc. * | 19,120 | 181,066 |
Noble Corp. plc | 53,695 | 893,485 |
Noble Energy, Inc. | 76,360 | 3,606,483 |
Oasis Petroleum, Inc. * | 24,865 | 356,315 |
Occidental Petroleum Corp. | 165,105 | 12,858,377 |
Oceaneering International, Inc. | 22,908 | 1,249,173 |
Oil States International, Inc. * | 11,454 | 498,020 |
ONEOK, Inc. | 43,098 | 1,907,518 |
Parker Drilling Co. * | 23,489 | 72,581 |
Parsley Energy, Inc., Class A * | 12,382 | 184,368 |
Patterson-UTI Energy, Inc. | 34,362 | 642,054 |
PBF Energy, Inc., Class A | 19,182 | 597,903 |
PDC Energy, Inc. * | 7,636 | 394,629 |
Peabody Energy Corp. (a) | 84,263 | 665,678 |
Phillips 66 | 118,898 | 9,328,737 |
Pioneer Natural Resources Co. | 31,442 | 4,795,534 |
QEP Resources, Inc. | 36,435 | 782,624 |
Range Resources Corp. | 34,362 | 1,702,294 |
Rice Energy, Inc. * | 14,454 | 283,009 |
Rosetta Resources, Inc. * | 15,286 | 271,021 |
Rowan Cos. plc, Class A | 26,726 | 577,549 |
RPC, Inc. | 13,435 | 180,566 |
RSP Permian, Inc. * | 8,168 | 221,843 |
Schlumberger Ltd. | 273,233 | 22,995,289 |
SEACOR Holdings, Inc. * | 3,818 | 276,843 |
SemGroup Corp., Class A | 9,545 | 737,924 |
SM Energy Co. | 13,363 | 648,373 |
Southwestern Energy Co. * | 72,542 | 1,819,353 |
Spectra Energy Corp. | 144,105 | 5,114,286 |
Stone Energy Corp. * | 31,194 | 528,426 |
Superior Energy Services, Inc. | 32,753 | 733,012 |
Synergy Resources Corp. * | 18,573 | 221,947 |
Targa Resources Corp. | 7,636 | 760,393 |
Teekay Corp. | 7,882 | 348,700 |
Tesoro Corp. | 30,544 | 2,805,161 |
TETRA Technologies, Inc. * | 17,224 | 102,827 |
The Williams Cos., Inc. | 141,319 | 6,930,284 |
Tidewater, Inc. | 11,454 | 323,003 |
Security | Number of Shares | Value ($) |
Transocean Ltd. (a) | 71,912 | 1,159,941 |
Ultra Petroleum Corp. *(a) | 31,357 | 510,178 |
Unit Corp. * | 9,545 | 291,504 |
US Silica Holdings, Inc. (a) | 10,850 | 351,649 |
Valero Energy Corp. | 111,770 | 6,895,091 |
Weatherford International plc * | 158,447 | 2,010,692 |
Western Refining, Inc. | 13,363 | 629,397 |
Whiting Petroleum Corp. * | 34,576 | 1,169,706 |
World Fuel Services Corp. | 15,272 | 836,142 |
WPX Energy, Inc. * | 40,268 | 434,089 |
361,663,450 | ||
Food & Staples Retailing 2.1% | ||
Casey's General Stores, Inc. | 7,748 | 679,887 |
Costco Wholesale Corp. | 93,132 | 13,686,679 |
CVS Health Corp. | 242,773 | 25,216,832 |
PriceSmart, Inc. | 3,818 | 303,302 |
Rite Aid Corp. * | 187,439 | 1,495,763 |
SpartanNash Co. | 7,680 | 203,904 |
Sprouts Farmers Market, Inc. * | 24,503 | 901,955 |
SUPERVALU, Inc. * | 44,026 | 434,977 |
Sysco Corp. | 124,085 | 4,838,074 |
The Andersons, Inc. | 6,127 | 271,242 |
The Fresh Market, Inc. * | 7,936 | 302,044 |
The Kroger Co. | 102,333 | 7,280,993 |
The Pantry, Inc. * | 6,015 | 220,750 |
United Natural Foods, Inc. * | 10,545 | 875,657 |
Wal-Mart Stores, Inc. | 334,188 | 28,048,399 |
Walgreens Boots Alliance, Inc. | 185,486 | 15,410,177 |
Weis Markets, Inc. | 3,818 | 180,095 |
Whole Foods Market, Inc. | 77,302 | 4,366,790 |
104,717,520 | ||
Food, Beverage & Tobacco 4.6% | ||
Altria Group, Inc. | 417,527 | 23,502,595 |
Archer-Daniels-Midland Co. | 137,609 | 6,588,719 |
B&G Foods, Inc. | 11,454 | 328,157 |
Boulder Brands, Inc. * | 9,545 | 98,409 |
Brown-Forman Corp., Class B | 33,390 | 3,061,529 |
Bunge Ltd. | 30,544 | 2,497,888 |
Cal-Maine Foods, Inc. (a) | 4,524 | 170,238 |
Campbell Soup Co. | 36,859 | 1,717,261 |
Coca-Cola Enterprises, Inc. | 48,764 | 2,252,897 |
ConAgra Foods, Inc. | 92,052 | 3,219,979 |
Constellation Brands, Inc., Class A * | 34,530 | 3,961,282 |
Darling Ingredients, Inc. * | 35,317 | 615,222 |
Dean Foods Co. | 19,243 | 310,197 |
Dr. Pepper Snapple Group, Inc. | 40,940 | 3,225,663 |
Flowers Foods, Inc. | 35,094 | 759,434 |
Fresh Del Monte Produce, Inc. | 9,545 | 336,079 |
General Mills, Inc. | 128,818 | 6,929,120 |
Hormel Foods Corp. | 30,544 | 1,787,129 |
Ingredion, Inc. | 17,181 | 1,412,450 |
J&J Snack Foods Corp. | 2,628 | 265,927 |
Kellogg Co. | 53,978 | 3,480,501 |
Keurig Green Mountain, Inc. | 25,282 | 3,225,478 |
Kraft Foods Group, Inc. | 124,252 | 7,959,583 |
Lancaster Colony Corp. | 3,830 | 350,062 |
Lorillard, Inc. | 77,329 | 5,290,850 |
Security | Number of Shares | Value ($) |
McCormick & Co., Inc. Non-Voting Shares | 27,126 | 2,044,758 |
Mead Johnson Nutrition Co. | 42,310 | 4,432,396 |
Molson Coors Brewing Co., Class B | 32,453 | 2,462,858 |
Mondelez International, Inc., Class A | 357,039 | 13,187,236 |
Monster Beverage Corp. * | 29,947 | 4,226,121 |
PepsiCo, Inc. | 314,568 | 31,135,941 |
Philip Morris International, Inc. | 327,950 | 27,206,732 |
Pilgrim's Pride Corp. (a) | 17,558 | 481,616 |
Pinnacle Foods, Inc. | 19,423 | 705,055 |
Post Holdings, Inc. * | 13,217 | 653,977 |
Reynolds American, Inc. | 65,704 | 4,968,537 |
Sanderson Farms, Inc. (a) | 3,932 | 335,046 |
Seaboard Corp. * | 76 | 304,760 |
Snyder's-Lance, Inc. | 11,454 | 353,356 |
The Boston Beer Co., Inc., Class A * | 1,909 | 510,848 |
The Coca-Cola Co. | 832,824 | 36,061,279 |
The Hain Celestial Group, Inc. * | 21,378 | 1,336,766 |
The Hershey Co. | 32,453 | 3,367,972 |
The J.M. Smucker Co. | 21,358 | 2,463,645 |
The WhiteWave Foods Co. * | 36,307 | 1,486,772 |
Tootsie Roll Industries, Inc. (a) | 5,988 | 197,484 |
TreeHouse Foods, Inc. * | 10,636 | 888,744 |
Tyson Foods, Inc., Class A | 59,179 | 2,444,685 |
Universal Corp. | 5,727 | 274,381 |
Vector Group Ltd. | 18,885 | 435,299 |
225,312,913 | ||
Health Care Equipment & Services 5.0% | ||
Abaxis, Inc. | 4,429 | 269,815 |
Abbott Laboratories | 316,113 | 14,974,273 |
ABIOMED, Inc. * | 6,192 | 376,412 |
Acadia Healthcare Co., Inc. * | 9,574 | 605,364 |
Aetna, Inc. | 75,338 | 7,499,898 |
Air Methods Corp. * | 6,069 | 321,596 |
Alere, Inc. * | 17,181 | 781,220 |
Align Technology, Inc. * | 13,958 | 800,491 |
Allscripts Healthcare Solutions, Inc. * | 40,089 | 481,268 |
Amedisys, Inc. * | 10,325 | 311,505 |
AmerisourceBergen Corp. | 48,413 | 4,974,920 |
Amsurg Corp. * | 8,899 | 534,830 |
Analogic Corp. | 2,113 | 183,113 |
Anthem, Inc. | 59,253 | 8,677,602 |
athenahealth, Inc. * | 7,636 | 970,307 |
Baxter International, Inc. | 116,449 | 8,052,448 |
Becton Dickinson & Co. | 40,689 | 5,969,890 |
Bio-Reference Laboratories, Inc. * | 4,390 | 153,387 |
Boston Scientific Corp. * | 297,921 | 5,034,865 |
Brookdale Senior Living, Inc. * | 37,025 | 1,388,808 |
C.R. Bard, Inc. | 15,633 | 2,644,166 |
Cantel Medical Corp. | 8,189 | 371,781 |
Cardinal Health, Inc. | 70,927 | 6,240,867 |
Cardiovascular Systems, Inc. * | 5,740 | 216,455 |
CareFusion Corp. * | 43,598 | 2,619,368 |
Centene Corp. * | 22,908 | 1,407,926 |
Cerner Corp. * | 63,679 | 4,588,709 |
Chemed Corp. | 3,865 | 450,195 |
Cigna Corp. | 56,206 | 6,836,336 |
Community Health Systems, Inc. * | 24,834 | 1,204,946 |
Security | Number of Shares | Value ($) |
Computer Programs & Systems, Inc. | 2,106 | 110,776 |
CONMED Corp. | 5,764 | 295,693 |
Cyberonics, Inc. * | 4,212 | 288,522 |
DaVita HealthCare Partners, Inc. * | 37,220 | 2,776,612 |
DENTSPLY International, Inc. | 30,544 | 1,619,137 |
DexCom, Inc. * | 17,181 | 1,043,574 |
Edwards Lifesciences Corp. * | 24,817 | 3,301,157 |
Endologix, Inc. * | 11,575 | 182,538 |
Envision Healthcare Holdings, Inc. * | 26,936 | 986,396 |
ExamWorks Group, Inc. * | 4,960 | 200,384 |
Express Scripts Holding Co. * | 156,542 | 13,273,196 |
GenMark Diagnostics, Inc. * | 29,735 | 377,932 |
Globus Medical, Inc., Class A * | 11,983 | 290,947 |
Greatbatch, Inc. * | 4,224 | 224,463 |
Haemonetics Corp. * | 11,454 | 509,245 |
Halyard Health, Inc. * | 9,844 | 453,218 |
Hanger, Inc. * | 6,260 | 162,071 |
HCA Holdings, Inc. * | 65,257 | 4,668,486 |
Health Net, Inc. * | 20,999 | 1,204,293 |
HealthSouth Corp. | 19,090 | 829,651 |
HealthStream, Inc. * | 8,128 | 210,353 |
HeartWare International, Inc. * | 2,439 | 207,876 |
Henry Schein, Inc. * | 19,090 | 2,673,554 |
Hill-Rom Holdings, Inc. | 13,363 | 640,355 |
HMS Holdings Corp. * | 17,355 | 304,407 |
Hologic, Inc. * | 59,694 | 1,932,892 |
Humana, Inc. | 32,465 | 5,336,597 |
ICU Medical, Inc. * | 2,095 | 186,266 |
IDEXX Laboratories, Inc. * | 11,468 | 1,798,526 |
IMS Health Holdings, Inc. * | 10,350 | 272,412 |
Insulet Corp. * | 9,545 | 302,863 |
Integra LifeSciences Holdings Corp. * | 5,741 | 344,517 |
Intuitive Surgical, Inc. * | 7,728 | 3,864,000 |
Invacare Corp. | 21,099 | 400,248 |
Kindred Healthcare, Inc. | 19,090 | 405,090 |
Laboratory Corp. of America Holdings * | 21,294 | 2,619,794 |
LifePoint Hospitals, Inc. * | 11,454 | 824,230 |
Magellan Health, Inc. * | 7,636 | 489,239 |
Masimo Corp. * | 11,454 | 337,549 |
McKesson Corp. | 49,634 | 11,351,296 |
MedAssets, Inc. * | 11,480 | 220,531 |
Medidata Solutions, Inc. * | 11,149 | 536,378 |
MEDNAX, Inc. * | 19,690 | 1,407,244 |
Medtronic plc | 295,904 | 22,959,191 |
Meridian Bioscience, Inc. | 13,363 | 264,587 |
Merit Medical Systems, Inc. * | 9,545 | 187,177 |
Molina Healthcare, Inc. * | 5,916 | 376,790 |
National HealthCare Corp. | 1,962 | 123,626 |
Natus Medical, Inc. * | 6,284 | 224,904 |
Neogen Corp. * | 8,226 | 420,760 |
NuVasive, Inc. * | 9,732 | 445,239 |
NxStage Medical, Inc. * | 11,880 | 204,098 |
Omnicare, Inc. | 20,407 | 1,566,033 |
Omnicell, Inc. * | 6,086 | 213,314 |
Owens & Minor, Inc. | 13,363 | 476,525 |
Patterson Cos., Inc. | 17,375 | 870,053 |
Premier, Inc., Class A * | 7,712 | 282,722 |
Quality Systems, Inc. | 8,180 | 142,168 |
Quest Diagnostics, Inc. | 32,753 | 2,297,295 |
Security | Number of Shares | Value ($) |
Quidel Corp. * | 6,316 | 162,195 |
ResMed, Inc. | 30,544 | 1,965,812 |
Select Medical Holdings Corp. | 17,493 | 237,205 |
Sirona Dental Systems, Inc. * | 11,529 | 1,047,064 |
St. Jude Medical, Inc. | 61,899 | 4,127,425 |
STERIS Corp. | 11,454 | 739,012 |
Stryker Corp. | 62,143 | 5,888,049 |
Team Health Holdings, Inc. * | 13,891 | 823,320 |
Teleflex, Inc. | 9,545 | 1,161,531 |
Tenet Healthcare Corp. * | 20,148 | 932,852 |
The Cooper Cos., Inc. | 9,545 | 1,565,094 |
The Spectranetics Corp. * | 8,420 | 284,680 |
Thoratec Corp. * | 11,454 | 466,407 |
Tornier N.V. * | 7,808 | 190,828 |
UnitedHealth Group, Inc. | 203,554 | 23,129,841 |
Universal American Corp. * | 17,181 | 159,096 |
Universal Health Services, Inc., Class B | 19,090 | 2,163,852 |
Varian Medical Systems, Inc. * | 23,113 | 2,148,816 |
VCA, Inc. * | 17,181 | 915,404 |
Veeva Systems, Inc., Class A * | 7,299 | 225,320 |
WellCare Health Plans, Inc. * | 9,545 | 866,781 |
West Pharmaceutical Services, Inc. | 15,272 | 835,684 |
Wright Medical Group, Inc. * | 11,454 | 282,112 |
Zeltiq Aesthetics, Inc. * | 8,120 | 270,964 |
Zimmer Holdings, Inc. | 36,418 | 4,384,363 |
244,435,458 | ||
Household & Personal Products 1.7% | ||
Avon Products, Inc. | 100,205 | 852,745 |
Church & Dwight Co., Inc. | 30,544 | 2,600,516 |
Colgate-Palmolive Co. | 182,656 | 12,935,698 |
Coty, Inc., Class A * | 17,851 | 403,433 |
Energizer Holdings, Inc. | 13,477 | 1,803,627 |
Harbinger Group, Inc. * | 31,822 | 392,047 |
Herbalife Ltd. *(a) | 17,437 | 540,721 |
Kimberly-Clark Corp. | 79,043 | 8,667,855 |
Nu Skin Enterprises, Inc., Class A (a) | 13,363 | 724,007 |
Revlon, Inc., Class A * | 6,086 | 205,463 |
Spectrum Brands Holdings, Inc. | 4,260 | 399,077 |
The Clorox Co. | 26,873 | 2,919,483 |
The Estee Lauder Cos., Inc., Class A | 47,234 | 3,904,835 |
The Procter & Gamble Co. | 568,650 | 48,409,175 |
WD-40 Co. | 2,337 | 189,764 |
84,948,446 | ||
Insurance 3.0% | ||
ACE Ltd. | 70,833 | 8,075,670 |
Aflac, Inc. | 96,478 | 6,005,756 |
Alleghany Corp. * | 3,048 | 1,440,302 |
Allied World Assurance Co. Holdings AG | 22,908 | 926,629 |
Ambac Financial Group, Inc. * | 9,650 | 240,189 |
American Equity Investment Life Holding Co. | 12,053 | 343,390 |
American Financial Group, Inc. | 15,818 | 996,534 |
American International Group, Inc. | 299,044 | 16,546,105 |
American National Insurance Co. | 2,036 | 213,271 |
Security | Number of Shares | Value ($) |
AMERISAFE, Inc. | 3,824 | 158,849 |
AmTrust Financial Services, Inc. (a) | 6,260 | 337,414 |
Aon plc | 61,875 | 6,209,775 |
Arch Capital Group Ltd. * | 27,744 | 1,641,335 |
Argo Group International Holdings Ltd. | 6,315 | 302,552 |
Arthur J. Gallagher & Co. | 31,726 | 1,490,805 |
Aspen Insurance Holdings Ltd. | 15,272 | 700,221 |
Assurant, Inc. | 15,874 | 972,600 |
Assured Guaranty Ltd. | 34,937 | 926,529 |
Axis Capital Holdings Ltd. | 21,768 | 1,128,235 |
Brown & Brown, Inc. | 24,817 | 797,618 |
Cincinnati Financial Corp. | 32,453 | 1,712,220 |
CNA Financial Corp. | 7,652 | 320,083 |
CNO Financial Group, Inc. | 48,133 | 782,643 |
Employers Holdings, Inc. | 7,636 | 180,133 |
Endurance Specialty Holdings Ltd. | 8,508 | 540,854 |
Enstar Group Ltd. * | 1,909 | 265,542 |
Erie Indemnity Co., Class A | 5,741 | 498,950 |
Everest Re Group Ltd. | 9,084 | 1,611,774 |
FBL Financial Group, Inc., Class A | 4,090 | 236,566 |
First American Financial Corp. | 22,908 | 802,467 |
FNF Group | 57,379 | 2,106,957 |
Genworth Financial, Inc., Class A * | 101,177 | 784,122 |
Greenlight Capital Re Ltd., Class A * | 5,727 | 187,445 |
HCC Insurance Holdings, Inc. | 22,908 | 1,280,099 |
Horace Mann Educators Corp. | 8,241 | 265,607 |
Infinity Property & Casualty Corp. | 1,909 | 148,043 |
Kemper Corp. | 11,454 | 421,507 |
Lincoln National Corp. | 54,521 | 3,142,590 |
Loews Corp. | 65,141 | 2,671,432 |
Maiden Holdings Ltd. | 9,910 | 141,812 |
Markel Corp. * | 2,669 | 1,989,579 |
Marsh & McLennan Cos., Inc. | 113,262 | 6,443,475 |
MBIA, Inc. * | 31,056 | 279,504 |
Meadowbrook Insurance Group, Inc. | 9,675 | 80,883 |
Mercury General Corp. | 7,636 | 416,391 |
MetLife, Inc. | 236,729 | 12,032,935 |
Montpelier Re Holdings Ltd. | 8,001 | 288,356 |
National General Holdings Corp. | 10,189 | 189,515 |
National Interstate Corp. | 2,895 | 77,528 |
Old Republic International Corp. | 49,778 | 754,635 |
OneBeacon Insurance Group Ltd., Class A | 4,751 | 71,265 |
PartnerRe Ltd. | 10,179 | 1,165,496 |
Platinum Underwriters Holdings Ltd. | 6,121 | 467,338 |
Primerica, Inc. | 9,545 | 503,403 |
Principal Financial Group, Inc. | 59,221 | 3,030,339 |
ProAssurance Corp. | 12,326 | 554,547 |
Prudential Financial, Inc. | 95,656 | 7,733,788 |
Reinsurance Group of America, Inc. | 15,272 | 1,363,942 |
RenaissanceRe Holdings Ltd. | 9,581 | 982,340 |
RLI Corp. | 7,636 | 369,506 |
Safety Insurance Group, Inc. | 3,818 | 223,353 |
Selective Insurance Group, Inc. | 11,454 | 311,892 |
StanCorp Financial Group, Inc. | 9,545 | 631,497 |
State Auto Financial Corp. | 2,595 | 61,476 |
Stewart Information Services Corp. | 4,590 | 172,722 |
Symetra Financial Corp. | 21,472 | 484,838 |
Security | Number of Shares | Value ($) |
The Allstate Corp. | 91,297 | 6,445,568 |
The Chubb Corp. | 49,920 | 5,014,464 |
The Hanover Insurance Group, Inc. | 8,564 | 601,535 |
The Hartford Financial Services Group, Inc. | 91,721 | 3,756,892 |
The Navigators Group, Inc. * | 1,915 | 143,070 |
The Progressive Corp. | 112,678 | 3,002,869 |
The Travelers Cos., Inc. | 70,980 | 7,626,091 |
Torchmark Corp. | 28,851 | 1,536,316 |
United Fire Group, Inc. | 4,024 | 116,052 |
Unum Group | 55,749 | 1,870,936 |
Validus Holdings Ltd. | 19,329 | 804,860 |
W.R. Berkley Corp. | 23,052 | 1,150,525 |
White Mountains Insurance Group Ltd. | 912 | 608,441 |
Willis Group Holdings plc | 35,314 | 1,685,184 |
XL Group plc | 55,649 | 2,014,494 |
144,612,465 | ||
Materials 3.6% | ||
A. Schulman, Inc. | 5,880 | 250,370 |
Air Products & Chemicals, Inc. | 40,166 | 6,271,519 |
Airgas, Inc. | 13,777 | 1,614,940 |
AK Steel Holding Corp. *(a) | 29,500 | 130,390 |
Albemarle Corp. | 23,876 | 1,350,665 |
Alcoa, Inc. | 245,407 | 3,629,570 |
Allegheny Technologies, Inc. | 21,499 | 723,656 |
AptarGroup, Inc. | 13,363 | 880,221 |
Ashland, Inc. | 15,272 | 1,949,013 |
Avery Dennison Corp. | 19,714 | 1,055,685 |
Axiall Corp. | 15,287 | 707,941 |
Balchem Corp. | 7,636 | 449,913 |
Ball Corp. | 29,001 | 2,079,662 |
Bemis Co., Inc. | 22,908 | 1,117,910 |
Berry Plastics Group, Inc. * | 25,294 | 867,837 |
Boise Cascade Co. * | 7,768 | 276,618 |
Cabot Corp. | 13,363 | 602,939 |
Calgon Carbon Corp. * | 11,524 | 237,740 |
Carpenter Technology Corp. | 9,545 | 404,326 |
Celanese Corp., Series A | 34,362 | 1,962,414 |
Century Aluminum Co. * | 10,985 | 208,385 |
CF Industries Holdings, Inc. | 10,498 | 3,214,803 |
Chemtura Corp. * | 22,908 | 601,335 |
Clearwater Paper Corp. * | 5,727 | 349,691 |
Cliffs Natural Resources, Inc. (a) | 32,080 | 219,427 |
Coeur Mining, Inc. * | 99,668 | 582,061 |
Commercial Metals Co. | 24,817 | 373,496 |
Compass Minerals International, Inc. | 7,636 | 692,356 |
Crown Holdings, Inc. * | 30,838 | 1,634,414 |
Cytec Industries, Inc. | 19,090 | 1,002,798 |
Deltic Timber Corp. | 2,137 | 141,427 |
Domtar Corp. | 15,272 | 690,294 |
E.I. du Pont de Nemours & Co. | 193,187 | 15,039,608 |
Eagle Materials, Inc. | 10,127 | 794,969 |
Eastman Chemical Co. | 32,453 | 2,416,450 |
Ecolab, Inc. | 58,053 | 6,707,444 |
Ferro Corp. * | 17,458 | 222,589 |
Flotek Industries, Inc. * | 8,148 | 139,168 |
FMC Corp. | 28,682 | 1,818,726 |
Freeport-McMoRan, Inc. | 217,929 | 4,713,804 |
Security | Number of Shares | Value ($) |
Globe Specialty Metals, Inc. | 10,008 | 166,633 |
Graphic Packaging Holding Co. * | 68,843 | 1,038,841 |
Greif, Inc., Class A | 7,636 | 335,984 |
H.B. Fuller Co. | 9,787 | 437,479 |
Haynes International, Inc. | 3,818 | 154,171 |
Headwaters, Inc. * | 18,173 | 298,401 |
Hecla Mining Co. | 248,594 | 825,332 |
Horsehead Holding Corp. * | 8,260 | 106,058 |
Huntsman Corp. | 42,786 | 960,974 |
Innophos Holdings, Inc. | 5,727 | 321,456 |
Innospec, Inc. | 2,795 | 123,455 |
International Flavors & Fragrances, Inc. | 17,181 | 2,094,879 |
International Paper Co. | 93,564 | 5,277,945 |
Kaiser Aluminum Corp. | 3,818 | 288,450 |
KapStone Paper & Packaging Corp. | 19,130 | 659,220 |
Koppers Holdings, Inc. | 5,727 | 92,319 |
Kraton Performance Polymers, Inc. * | 6,025 | 121,584 |
Kronos Worldwide, Inc. | 9,680 | 118,677 |
Louisiana-Pacific Corp. * | 28,635 | 481,927 |
LSB Industries, Inc. * | 3,820 | 143,556 |
LyondellBasell Industries N.V., Class A | 87,234 | 7,494,273 |
Martin Marietta Materials, Inc. | 12,172 | 1,732,441 |
Materion Corp. | 3,924 | 143,697 |
McEwen Mining, Inc. *(a) | 119,646 | 135,200 |
MeadWestvaco Corp. | 36,271 | 1,924,539 |
Minerals Technologies, Inc. | 7,664 | 561,235 |
Monsanto Co. | 101,975 | 12,280,849 |
Myers Industries, Inc. | 7,636 | 151,956 |
Neenah Paper, Inc. | 2,362 | 142,712 |
NewMarket Corp. | 2,035 | 958,688 |
Newmont Mining Corp. | 94,533 | 2,489,054 |
Nucor Corp. | 65,412 | 3,076,326 |
Olin Corp. | 19,090 | 535,284 |
OM Group, Inc. | 5,727 | 164,880 |
Owens-Illinois, Inc. * | 36,271 | 948,849 |
P.H. Glatfelter Co. | 8,080 | 197,960 |
Packaging Corp. of America | 20,999 | 1,739,977 |
Platform Specialty Products Corp. * | 19,532 | 503,535 |
PolyOne Corp. | 19,090 | 758,637 |
PPG Industries, Inc. | 29,307 | 6,898,282 |
Praxair, Inc. | 61,200 | 7,827,480 |
Quaker Chemical Corp. | 3,818 | 309,945 |
Rayonier Advanced Materials, Inc. | 8,602 | 159,653 |
Reliance Steel & Aluminum Co. | 15,319 | 873,336 |
Rentech, Inc. * | 76,800 | 105,216 |
Resolute Forest Products, Inc. * | 19,696 | 359,255 |
Rock-Tenn Co., Class A | 30,826 | 2,115,897 |
Royal Gold, Inc. | 13,378 | 964,554 |
RPM International, Inc. | 28,635 | 1,447,499 |
RTI International Metals, Inc. * | 5,885 | 164,015 |
Schnitzer Steel Industries, Inc., Class A | 4,960 | 77,872 |
Schweitzer-Mauduit International, Inc. | 7,636 | 357,518 |
Sealed Air Corp. | 40,358 | 1,902,073 |
Sensient Technologies Corp. | 11,454 | 728,589 |
Sigma-Aldrich Corp. | 23,261 | 3,211,414 |
Silgan Holdings, Inc. | 9,646 | 553,777 |
Security | Number of Shares | Value ($) |
Sonoco Products Co. | 20,999 | 983,383 |
Steel Dynamics, Inc. | 45,816 | 834,768 |
Stepan Co. | 3,818 | 156,843 |
Stillwater Mining Co. * | 23,290 | 337,705 |
SunCoke Energy, Inc. | 11,960 | 218,270 |
The Dow Chemical Co. | 236,125 | 11,626,795 |
The Mosaic Co. | 69,293 | 3,690,545 |
The Scotts Miracle-Gro Co., Class A | 9,545 | 625,293 |
The Sherwin-Williams Co. | 17,728 | 5,056,026 |
The Valspar Corp. | 15,796 | 1,368,723 |
TimkenSteel Corp. | 8,365 | 251,452 |
Tredegar Corp. | 4,330 | 89,025 |
Tronox Ltd., Class A | 17,370 | 375,887 |
United States Steel Corp. (a) | 29,565 | 708,082 |
Vulcan Materials Co. | 26,832 | 2,227,056 |
W.R. Grace & Co. * | 15,943 | 1,580,748 |
Westlake Chemical Corp. | 7,930 | 529,407 |
Worthington Industries, Inc. | 13,395 | 361,665 |
177,192,055 | ||
Media 3.5% | ||
AMC Networks, Inc., Class A * | 13,363 | 962,403 |
Cablevision Systems Corp., Class A | 44,571 | 837,043 |
Carmike Cinemas, Inc. * | 4,590 | 143,438 |
CBS Corp., Class B Non-Voting Shares | 101,651 | 6,007,574 |
Charter Communications, Inc., Class A * | 16,646 | 3,006,268 |
Cinemark Holdings, Inc. | 22,908 | 932,814 |
Clear Channel Outdoor Holdings, Inc., Class A | 15,692 | 153,154 |
Comcast Corp., Class A | 548,152 | 32,549,266 |
Cumulus Media, Inc., Class A * | 71,833 | 286,614 |
DIRECTV * | 105,197 | 9,320,454 |
Discovery Communications, Inc., Class A * | 30,974 | 1,000,460 |
Discovery Communications, Inc., Class C * | 57,302 | 1,748,284 |
DISH Network Corp., Class A * | 44,439 | 3,334,703 |
DreamWorks Animation SKG, Inc., Class A *(a) | 14,008 | 299,911 |
Gannett Co., Inc. | 48,067 | 1,701,572 |
Global Eagle Entertainment, Inc. * | 19,380 | 257,754 |
Gray Television, Inc. * | 11,480 | 125,591 |
John Wiley & Sons, Inc., Class A | 9,945 | 643,044 |
Liberty Broadband Corp., Class A * | 5,142 | 266,664 |
Liberty Broadband Corp., Class C * | 12,680 | 660,121 |
Liberty Global plc, Class A * | 59,852 | 3,235,599 |
Liberty Global plc, Series C * | 118,915 | 6,203,796 |
Liberty Media Corp., Class A * | 21,413 | 825,792 |
Liberty Media Corp., Class C * | 42,826 | 1,653,084 |
Lions Gate Entertainment Corp. | 16,676 | 543,471 |
Live Nation Entertainment, Inc. * | 28,726 | 735,098 |
Loral Space & Communications, Inc. * | 3,818 | 271,574 |
Media General, Inc. * | 21,099 | 314,586 |
Meredith Corp. | 9,545 | 511,994 |
Morningstar, Inc. | 4,132 | 308,454 |
National CineMedia, Inc. | 13,391 | 204,079 |
News Corp., Class A * | 103,806 | 1,793,249 |
Security | Number of Shares | Value ($) |
Nexstar Broadcasting Group, Inc., Class A | 4,678 | 255,091 |
Omnicom Group, Inc. | 53,660 | 4,268,116 |
Regal Entertainment Group, Class A (a) | 17,181 | 406,159 |
Rentrak Corp. * | 2,295 | 125,651 |
Scholastic Corp. | 4,220 | 156,182 |
Scripps Networks Interactive, Inc., Class A | 21,885 | 1,582,286 |
Sinclair Broadcast Group, Inc., Class A (a) | 14,514 | 398,554 |
Sirius XM Holdings, Inc. * | 595,202 | 2,315,336 |
Starz, Class A * | 23,055 | 766,348 |
The E.W. Scripps Co., Class A * | 6,385 | 147,238 |
The Interpublic Group of Cos., Inc. | 91,667 | 2,044,174 |
The Madison Square Garden Co., Class A * | 11,907 | 932,913 |
The New York Times Co., Class A | 34,362 | 480,724 |
The Walt Disney Co. | 327,285 | 34,063,823 |
Time Warner Cable, Inc. | 57,983 | 8,932,281 |
Time Warner, Inc. | 176,657 | 14,461,142 |
Time, Inc. | 23,301 | 552,234 |
Twenty-First Century Fox, Inc., Class A | 402,982 | 14,104,370 |
Viacom, Inc., Class B | 82,178 | 5,747,529 |
172,578,059 | ||
Pharmaceuticals, Biotechnology & Life Sciences 9.2% | ||
AbbVie, Inc. | 336,693 | 20,369,927 |
ACADIA Pharmaceuticals, Inc. * | 19,840 | 753,325 |
Acceleron Pharma, Inc. * | 5,827 | 236,751 |
Achillion Pharmaceuticals, Inc. * | 25,382 | 308,137 |
Acorda Therapeutics, Inc. * | 7,877 | 266,558 |
Actavis plc * | 55,591 | 16,196,994 |
Aegerion Pharmaceuticals, Inc. * | 15,826 | 430,467 |
Affymetrix, Inc. * | 15,696 | 183,643 |
Agilent Technologies, Inc. | 72,542 | 3,061,998 |
Agios Pharmaceuticals, Inc. *(a) | 2,009 | 215,526 |
Akorn, Inc. * | 13,454 | 723,960 |
Alexion Pharmaceuticals, Inc. * | 42,289 | 7,627,667 |
Alkermes plc * | 30,612 | 2,150,493 |
Allergan, Inc. | 63,009 | 14,664,715 |
Alnylam Pharmaceuticals, Inc. * | 13,717 | 1,392,687 |
Amgen, Inc. | 161,498 | 25,471,465 |
Anacor Pharmaceuticals, Inc. * | 8,588 | 373,578 |
Arena Pharmaceuticals, Inc. * | 65,506 | 295,432 |
ARIAD Pharmaceuticals, Inc. *(a) | 38,860 | 315,932 |
Bio-Rad Laboratories, Inc., Class A * | 3,818 | 485,573 |
Bio-Techne Corp. | 7,636 | 744,739 |
BioCryst Pharmaceuticals, Inc. * | 13,779 | 140,546 |
Biogen Idec, Inc. * | 49,707 | 20,359,490 |
BioMarin Pharmaceutical, Inc. * | 33,965 | 3,636,633 |
Bluebird Bio, Inc. * | 7,109 | 677,630 |
Bristol-Myers Squibb Co. | 348,759 | 21,246,398 |
Bruker Corp. * | 23,371 | 444,750 |
Cambrex Corp. * | 6,126 | 209,816 |
Catalent, Inc. * | 8,588 | 240,206 |
Celgene Corp. * | 168,202 | 20,441,589 |
Celldex Therapeutics, Inc. * | 30,620 | 782,035 |
Cepheid, Inc. * | 15,272 | 868,060 |
Security | Number of Shares | Value ($) |
Charles River Laboratories International, Inc. * | 9,839 | 754,356 |
Chimerix, Inc. * | 6,391 | 258,708 |
Clovis Oncology, Inc. * | 5,885 | 449,967 |
Depomed, Inc. * | 12,022 | 263,883 |
Dyax Corp. * | 25,709 | 388,463 |
Eli Lilly & Co. | 208,101 | 14,602,447 |
Emergent Biosolutions, Inc. * | 9,640 | 288,911 |
Endo International plc * | 33,993 | 2,909,801 |
Epizyme, Inc. *(a) | 7,932 | 186,561 |
Exact Sciences Corp. *(a) | 17,984 | 404,100 |
Fluidigm Corp. * | 6,426 | 284,029 |
Foundation Medicine, Inc. * | 11,654 | 556,595 |
Genomic Health, Inc. * | 4,216 | 128,166 |
Gilead Sciences, Inc. * | 317,309 | 32,851,001 |
Halozyme Therapeutics, Inc. * | 19,090 | 287,686 |
Hospira, Inc. * | 34,362 | 3,008,049 |
Illumina, Inc. * | 30,540 | 5,969,348 |
ImmunoGen, Inc. * | 43,298 | 329,065 |
Impax Laboratories, Inc. * | 17,185 | 692,384 |
Incyte Corp. * | 31,078 | 2,668,046 |
Infinity Pharmaceuticals, Inc. * | 16,772 | 254,934 |
Intercept Pharmaceuticals, Inc. *(a) | 2,510 | 555,639 |
Intra-Cellular Therapies, Inc. * | 14,831 | 368,550 |
Intrexon Corp. *(a) | 6,256 | 256,871 |
Ironwood Pharmaceuticals, Inc. * | 26,060 | 402,627 |
Isis Pharmaceuticals, Inc. * | 24,912 | 1,707,967 |
Jazz Pharmaceuticals plc * | 12,377 | 2,105,204 |
Johnson & Johnson | 590,264 | 60,507,963 |
Keryx Biopharmaceuticals, Inc. *(a) | 20,264 | 246,410 |
Kite Pharma, Inc. * | 4,318 | 282,570 |
Lannett Co., Inc. * | 5,194 | 324,106 |
Lexicon Pharmaceuticals, Inc. *(a) | 181,635 | 170,737 |
Ligand Pharmaceuticals, Inc. * | 4,746 | 261,362 |
Luminex Corp. * | 9,545 | 150,238 |
Mallinckrodt plc * | 23,967 | 2,797,428 |
MannKind Corp. *(a) | 74,965 | 488,772 |
Medivation, Inc. * | 15,272 | 1,794,918 |
Merck & Co., Inc. | 601,698 | 35,223,401 |
Merrimack Pharmaceuticals, Inc. *(a) | 25,017 | 268,182 |
Mettler-Toledo International, Inc. * | 5,974 | 1,876,852 |
MiMedx Group, Inc. *(a) | 16,236 | 168,043 |
Momenta Pharmaceuticals, Inc. * | 9,831 | 134,193 |
Mylan, Inc. * | 78,294 | 4,488,204 |
Myriad Genetics, Inc. *(a) | 19,090 | 650,396 |
Nektar Therapeutics * | 28,635 | 374,259 |
Neurocrine Biosciences, Inc. * | 15,360 | 599,808 |
NewLink Genetics Corp. *(a) | 6,627 | 285,491 |
Novavax, Inc. * | 75,038 | 686,598 |
OPKO Health, Inc. *(a) | 45,874 | 667,925 |
Orexigen Therapeutics, Inc. *(a) | 19,320 | 108,965 |
Organovo Holdings, Inc. *(a) | 33,453 | 198,042 |
Pacira Pharmaceuticals, Inc. * | 6,786 | 778,829 |
PAREXEL International Corp. * | 13,363 | 861,379 |
PDL BioPharma, Inc. (a) | 38,180 | 266,496 |
PerkinElmer, Inc. | 26,726 | 1,256,122 |
Perrigo Co., plc | 29,266 | 4,520,719 |
Pfizer, Inc. | 1,330,835 | 45,674,257 |
Pharmacyclics, Inc. * | 13,649 | 2,947,229 |
Portola Pharmaceuticals, Inc. * | 8,088 | 307,991 |
Prestige Brands Holdings, Inc. * | 9,838 | 379,157 |
Security | Number of Shares | Value ($) |
PTC Therapeutics, Inc. * | 4,803 | 342,598 |
Puma Biotechnology, Inc. * | 4,711 | 1,003,490 |
Quintiles Transnational Holdings, Inc. * | 13,858 | 900,493 |
Raptor Pharmaceutical Corp. * | 32,004 | 296,677 |
Receptos, Inc. * | 6,248 | 791,247 |
Regeneron Pharmaceuticals, Inc. * | 15,445 | 6,391,759 |
Salix Pharmaceuticals Ltd. * | 12,654 | 1,989,209 |
Sangamo BioSciences, Inc. * | 40,465 | 680,621 |
Sarepta Therapeutics, Inc. *(a) | 17,537 | 243,764 |
Seattle Genetics, Inc. * | 23,627 | 856,479 |
Synageva BioPharma Corp. * | 4,770 | 470,942 |
TESARO, Inc. * | 4,104 | 218,866 |
The Medicines Co. * | 11,496 | 330,682 |
Theravance Biopharma, Inc. *(a) | 4,259 | 92,548 |
Thermo Fisher Scientific, Inc. | 84,151 | 10,939,630 |
Ultragenyx Pharmaceutical, Inc. * | 5,742 | 311,618 |
United Therapeutics Corp. * | 9,757 | 1,512,823 |
Vertex Pharmaceuticals, Inc. * | 49,856 | 5,954,302 |
Waters Corp. * | 19,090 | 2,298,054 |
ZIOPHARM Oncology, Inc. *(a) | 94,878 | 1,068,326 |
Zoetis, Inc. | 103,475 | 4,769,163 |
449,460,411 | ||
Real Estate 4.0% | ||
Acadia Realty Trust | 15,413 | 526,508 |
Alexander & Baldwin, Inc. | 9,545 | 385,904 |
Alexander's, Inc. | 699 | 307,847 |
Alexandria Real Estate Equities, Inc. | 15,736 | 1,509,240 |
Altisource Residential Corp. | 11,668 | 240,944 |
American Assets Trust, Inc. | 6,187 | 253,791 |
American Campus Communities, Inc. | 21,281 | 878,267 |
American Capital Agency Corp. | 80,694 | 1,729,676 |
American Capital Mortgage Investment Corp. | 13,513 | 249,315 |
American Homes 4 Rent, Class A | 28,923 | 482,725 |
American Realty Capital Properties, Inc. | 187,886 | 1,843,162 |
American Tower Corp. | 82,714 | 8,200,266 |
Annaly Capital Management, Inc. | 192,945 | 2,049,076 |
Anworth Mortgage Asset Corp. | 31,280 | 163,594 |
Apartment Investment & Management Co., Class A | 30,550 | 1,151,124 |
Apollo Commercial Real Estate Finance, Inc. | 7,920 | 135,353 |
ARMOUR Residential REIT, Inc. | 79,313 | 252,215 |
Ashford Hospitality Trust, Inc. | 15,272 | 162,647 |
Associated Estates Realty Corp. | 16,245 | 389,068 |
AvalonBay Communities, Inc. | 27,373 | 4,607,971 |
Aviv REIT, Inc. | 9,975 | 358,900 |
BioMed Realty Trust, Inc. | 38,899 | 865,114 |
Blackstone Mortgage Trust, Inc., Class A | 10,256 | 296,501 |
Boston Properties, Inc. | 32,453 | 4,459,367 |
Brandywine Realty Trust | 32,453 | 514,380 |
Brixmor Property Group, Inc. | 27,447 | 697,154 |
Camden Property Trust | 17,181 | 1,250,605 |
Capstead Mortgage Corp. | 22,908 | 274,209 |
CareTrust REIT, Inc. | 3,261 | 41,447 |
Security | Number of Shares | Value ($) |
CBL & Associates Properties, Inc. | 36,271 | 726,145 |
CBRE Group, Inc., Class A * | 63,214 | 2,165,712 |
Chambers Street Properties | 61,440 | 503,194 |
Chesapeake Lodging Trust | 14,219 | 505,628 |
Chimera Investment Corp. | 206,262 | 662,101 |
Colony Financial, Inc. | 27,194 | 685,561 |
Columbia Property Trust, Inc. | 25,446 | 658,797 |
CoreSite Realty Corp. | 3,818 | 181,126 |
Corporate Office Properties Trust | 15,808 | 464,755 |
Corrections Corp. of America | 25,205 | 1,005,427 |
Cousins Properties, Inc. | 50,144 | 538,045 |
Crown Castle International Corp. | 71,366 | 6,159,599 |
CubeSmart | 30,996 | 719,107 |
CyrusOne, Inc. | 7,752 | 230,389 |
CYS Investments, Inc. | 35,674 | 324,277 |
DCT Industrial Trust, Inc. | 16,110 | 581,249 |
DDR Corp. | 65,037 | 1,231,801 |
DiamondRock Hospitality Co. | 40,127 | 581,039 |
Digital Realty Trust, Inc. | 29,154 | 1,935,243 |
Douglas Emmett, Inc. | 26,726 | 771,580 |
Duke Realty Corp. | 77,507 | 1,655,550 |
DuPont Fabros Technology, Inc. | 13,363 | 418,396 |
EastGroup Properties, Inc. | 7,636 | 481,068 |
Education Realty Trust, Inc. | 7,636 | 267,718 |
Empire State Realty Trust, Inc., Class A | 17,278 | 305,821 |
EPR Properties | 13,258 | 808,871 |
Equity Commonwealth * | 25,536 | 675,427 |
Equity LifeStyle Properties, Inc. | 19,090 | 1,028,378 |
Equity One, Inc. | 17,909 | 479,603 |
Equity Residential | 75,607 | 5,824,007 |
Essex Property Trust, Inc. | 13,560 | 3,016,151 |
Excel Trust, Inc. | 19,970 | 273,589 |
Extra Space Storage, Inc. | 23,192 | 1,525,570 |
Federal Realty Investment Trust | 14,763 | 2,096,789 |
FelCor Lodging Trust, Inc. | 26,726 | 287,839 |
First Industrial Realty Trust, Inc. | 19,090 | 406,235 |
First Potomac Realty Trust | 9,875 | 118,006 |
Forest City Enterprises, Inc., Class A * | 33,399 | 843,325 |
Franklin Street Properties Corp. | 32,216 | 406,888 |
Gaming & Leisure Properties, Inc. | 19,957 | 675,544 |
General Growth Properties, Inc. | 138,064 | 4,005,237 |
Government Properties Income Trust | 15,838 | 370,451 |
Hatteras Financial Corp. | 19,690 | 361,311 |
HCP, Inc. | 98,172 | 4,158,566 |
Health Care REIT, Inc. | 70,745 | 5,455,147 |
Healthcare Realty Trust, Inc. | 17,487 | 499,079 |
Healthcare Trust of America, Inc., Class A | 24,931 | 691,835 |
Hersha Hospitality Trust | 54,314 | 364,447 |
Highwoods Properties, Inc. | 21,235 | 968,528 |
Home Properties, Inc. | 11,454 | 764,784 |
Hospitality Properties Trust | 31,610 | 973,904 |
Host Hotels & Resorts, Inc. | 155,709 | 3,269,889 |
Hudson Pacific Properties, Inc. | 19,444 | 621,430 |
Inland Real Estate Corp. | 15,560 | 166,492 |
Invesco Mortgage Capital, Inc. | 30,728 | 490,726 |
Investors Real Estate Trust | 45,525 | 348,721 |
Iron Mountain, Inc. | 42,981 | 1,579,552 |
iStar Financial, Inc. * | 15,296 | 202,672 |
Security | Number of Shares | Value ($) |
Jones Lang LaSalle, Inc. | 9,545 | 1,539,131 |
Kennedy-Wilson Holdings, Inc. | 14,231 | 380,822 |
Kilroy Realty Corp. | 18,067 | 1,336,416 |
Kimco Realty Corp. | 85,905 | 2,257,583 |
Kite Realty Group Trust | 17,495 | 495,458 |
Lamar Advertising Co., Class A | 17,873 | 1,038,421 |
LaSalle Hotel Properties | 21,771 | 847,327 |
Lexington Realty Trust | 38,194 | 413,641 |
Liberty Property Trust | 30,792 | 1,146,078 |
LTC Properties, Inc. | 5,921 | 264,254 |
Mack-Cali Realty Corp. | 17,501 | 329,194 |
Medical Properties Trust, Inc. | 43,636 | 660,649 |
MFA Financial, Inc. | 74,451 | 592,630 |
Mid-America Apartment Communities, Inc. | 16,830 | 1,219,670 |
National Health Investors, Inc. | 5,952 | 423,663 |
National Retail Properties, Inc. | 25,486 | 1,025,557 |
New Residential Investment Corp. | 32,876 | 496,756 |
New Senior Investment Group, Inc. | 24,487 | 412,361 |
New York Mortgage Trust, Inc. (a) | 17,220 | 136,038 |
New York REIT, Inc. | 31,520 | 327,493 |
NorthStar Realty Finance Corp. | 46,717 | 897,901 |
Omega Healthcare Investors, Inc. | 35,601 | 1,426,176 |
Outfront Media, Inc. | 28,078 | 840,936 |
Parkway Properties, Inc. | 14,266 | 251,224 |
Pebblebrook Hotel Trust | 16,390 | 796,226 |
Pennsylvania Real Estate Investment Trust | 13,363 | 304,409 |
PennyMac Mortgage Investment Trust | 18,625 | 399,320 |
Piedmont Office Realty Trust, Inc., Class A | 38,180 | 699,839 |
Plum Creek Timber Co., Inc. | 37,155 | 1,614,013 |
Post Properties, Inc. | 11,454 | 651,389 |
Potlatch Corp. | 9,545 | 381,132 |
Prologis, Inc. | 105,169 | 4,491,768 |
PS Business Parks, Inc. | 4,096 | 340,705 |
Public Storage | 30,544 | 6,023,888 |
RAIT Financial Trust | 22,062 | 162,597 |
Ramco-Gershenson Properties Trust | 14,205 | 265,918 |
Rayonier, Inc. | 26,726 | 732,560 |
Realogy Holdings Corp. * | 31,431 | 1,445,826 |
Realty Income Corp. | 50,288 | 2,517,417 |
Redwood Trust, Inc. | 20,999 | 401,501 |
Regency Centers Corp. | 19,090 | 1,252,877 |
Retail Opportunity Investments Corp. | 17,955 | 300,746 |
Retail Properties of America, Inc., Class A | 50,114 | 793,305 |
RLJ Lodging Trust | 29,688 | 944,375 |
Rouse Properties, Inc. (a) | 7,844 | 135,544 |
Ryman Hospitality Properties, Inc. | 10,294 | 618,669 |
Sabra Health Care REIT, Inc. | 14,553 | 475,738 |
Saul Centers, Inc. | 2,264 | 121,962 |
Select Income REIT | 10,354 | 255,640 |
Senior Housing Properties Trust | 54,425 | 1,216,399 |
Silver Bay Realty Trust Corp. | 8,721 | 140,931 |
Simon Property Group, Inc. | 65,686 | 12,503,987 |
SL Green Realty Corp. | 19,790 | 2,511,945 |
Sovran Self Storage, Inc. | 8,235 | 757,785 |
Spirit Realty Capital, Inc. | 86,185 | 1,055,766 |
Security | Number of Shares | Value ($) |
STAG Industrial, Inc. | 11,496 | 286,825 |
Starwood Property Trust, Inc. | 50,013 | 1,220,317 |
Starwood Waypoint Residential Trust | 8,337 | 209,926 |
Strategic Hotels & Resorts, Inc. * | 50,500 | 662,560 |
Summit Hotel Properties, Inc. | 19,970 | 262,206 |
Sun Communities, Inc. | 9,739 | 658,259 |
Sunstone Hotel Investors, Inc. | 39,446 | 688,333 |
Tanger Factory Outlet Centers, Inc. | 19,295 | 684,008 |
Taubman Centers, Inc. | 13,363 | 966,679 |
The Geo Group, Inc. | 17,253 | 744,467 |
The Howard Hughes Corp. * | 7,227 | 1,082,532 |
The Macerich Co. | 28,635 | 2,395,318 |
The St. Joe Co. * | 20,999 | 356,773 |
Two Harbors Investment Corp. | 73,126 | 763,435 |
UDR, Inc. | 51,896 | 1,657,558 |
Universal Health Realty Income Trust | 3,818 | 194,069 |
Urban Edge Properties * | 18,273 | 437,456 |
Ventas, Inc. | 68,403 | 5,093,971 |
Vornado Realty Trust | 36,551 | 4,022,072 |
Washington Real Estate Investment Trust | 13,363 | 378,707 |
Weingarten Realty Investors | 26,726 | 968,016 |
Western Asset Mortgage Capital Corp. (a) | 8,752 | 131,280 |
Weyerhaeuser Co. | 120,840 | 4,242,692 |
WP Carey, Inc. | 19,286 | 1,322,634 |
WP GLIMCHER, Inc. | 38,538 | 667,864 |
194,966,204 | ||
Retailing 4.6% | ||
Aaron's, Inc. | 17,181 | 512,166 |
Abercrombie & Fitch Co., Class A | 13,897 | 343,812 |
Advance Auto Parts, Inc. | 15,286 | 2,368,260 |
Amazon.com, Inc. * | 80,058 | 30,434,849 |
American Eagle Outfitters, Inc. | 24,890 | 372,603 |
ANN, Inc. * | 11,571 | 415,515 |
Asbury Automotive Group, Inc. * | 6,053 | 476,189 |
Ascena Retail Group, Inc. * | 30,544 | 409,290 |
AutoNation, Inc. * | 13,421 | 825,391 |
AutoZone, Inc. * | 6,647 | 4,271,894 |
Barnes & Noble, Inc. * | 8,201 | 204,205 |
Bed Bath & Beyond, Inc. * | 45,888 | 3,425,998 |
Best Buy Co., Inc. | 62,707 | 2,389,137 |
Big Lots, Inc. | 13,491 | 643,656 |
Blue Nile, Inc. * | 2,162 | 64,817 |
Brown Shoe Co., Inc. | 11,466 | 343,980 |
Burlington Stores, Inc. * | 13,164 | 731,523 |
Cabela's, Inc. * | 9,827 | 534,982 |
CarMax, Inc. * | 47,725 | 3,202,825 |
Chico's FAS, Inc. | 38,180 | 696,021 |
Core-Mark Holding Co., Inc. | 3,818 | 268,482 |
CST Brands, Inc. | 15,973 | 664,956 |
Dick's Sporting Goods, Inc. | 19,490 | 1,054,214 |
Dillard's, Inc., Class A | 7,636 | 993,902 |
Dollar General Corp. * | 63,323 | 4,598,516 |
Dollar Tree, Inc. * | 43,126 | 3,436,280 |
DSW, Inc., Class A | 15,702 | 591,808 |
Expedia, Inc. | 21,997 | 2,018,225 |
Express, Inc. * | 17,673 | 244,241 |
Security | Number of Shares | Value ($) |
Family Dollar Stores, Inc. | 19,568 | 1,540,784 |
Five Below, Inc. * | 7,812 | 247,914 |
Foot Locker, Inc. | 34,362 | 1,930,113 |
GameStop Corp., Class A (a) | 25,205 | 931,829 |
Genesco, Inc. * | 5,727 | 420,534 |
Genuine Parts Co. | 32,453 | 3,118,084 |
GNC Holdings, Inc., Class A | 19,976 | 960,646 |
Group 1 Automotive, Inc. | 5,727 | 465,834 |
Groupon, Inc. * | 76,715 | 627,529 |
Guess?, Inc. | 11,905 | 215,600 |
Hibbett Sports, Inc. * | 4,412 | 215,791 |
HSN, Inc. | 7,730 | 522,316 |
J.C. Penney Co., Inc. *(a) | 67,534 | 574,039 |
Kohl's Corp. | 44,365 | 3,274,137 |
L Brands, Inc. | 49,828 | 4,577,200 |
Liberty Interactive Corp., Class A * | 98,542 | 2,909,945 |
Liberty TripAdvisor Holdings, Inc., Class A * | 15,444 | 510,115 |
Liberty Ventures, Series A * | 29,285 | 1,176,671 |
Lithia Motors, Inc., Class A | 3,818 | 360,648 |
LKQ Corp. * | 61,488 | 1,511,068 |
Lowe's Cos., Inc. | 206,509 | 15,300,252 |
Lumber Liquidators Holdings, Inc. *(a) | 4,490 | 232,851 |
Macy's, Inc. | 76,969 | 4,904,465 |
Mattress Firm Holding Corp. *(a) | 3,080 | 187,603 |
Monro Muffler Brake, Inc. | 5,937 | 375,456 |
Murphy USA, Inc. * | 9,819 | 697,051 |
Netflix, Inc. * | 12,654 | 6,009,511 |
Nordstrom, Inc. | 31,085 | 2,500,167 |
O'Reilly Automotive, Inc. * | 23,343 | 4,858,379 |
Office Depot, Inc. * | 105,389 | 987,495 |
Outerwall, Inc. (a) | 5,800 | 374,216 |
Penske Automotive Group, Inc. | 7,990 | 394,147 |
PetSmart, Inc. | 23,051 | 1,911,158 |
Pier 1 Imports, Inc. | 22,908 | 276,270 |
Pool Corp. | 11,454 | 792,273 |
Rent-A-Center, Inc. | 11,719 | 323,444 |
Restoration Hardware Holdings, Inc. * | 5,887 | 518,645 |
Ross Stores, Inc. | 47,933 | 5,071,791 |
Sally Beauty Holdings, Inc. * | 32,453 | 1,087,825 |
Sears Holdings Corp. * | 9,848 | 370,285 |
Select Comfort Corp. * | 13,363 | 428,952 |
Shutterfly, Inc. * | 7,652 | 367,372 |
Signet Jewelers Ltd. | 17,181 | 2,059,658 |
Sonic Automotive, Inc., Class A | 9,555 | 236,295 |
Stage Stores, Inc. | 7,636 | 163,563 |
Staples, Inc. | 123,055 | 2,063,017 |
Target Corp. | 131,995 | 10,141,176 |
The Buckle, Inc. (a) | 5,727 | 288,068 |
The Cato Corp., Class A | 5,746 | 254,778 |
The Children's Place, Inc. | 4,212 | 240,042 |
The Finish Line, Inc., Class A | 9,989 | 244,531 |
The Gap, Inc. | 54,360 | 2,261,376 |
The Home Depot, Inc. | 277,698 | 31,865,845 |
The Men's Wearhouse, Inc. | 11,454 | 574,876 |
The Michaels Cos., Inc. * | 10,005 | 282,141 |
The Priceline Group, Inc. * | 10,989 | 13,598,668 |
The TJX Cos., Inc. | 145,578 | 9,992,474 |
Tiffany & Co. | 24,864 | 2,193,502 |
Tractor Supply Co. | 30,544 | 2,691,537 |
Security | Number of Shares | Value ($) |
TripAdvisor, Inc. * | 22,982 | 2,051,143 |
Tuesday Morning Corp. * | 18,445 | 350,086 |
Ulta Salon, Cosmetics & Fragrance, Inc. * | 13,363 | 1,880,976 |
Urban Outfitters, Inc. * | 23,250 | 905,820 |
Vitamin Shoppe, Inc. * | 7,636 | 323,766 |
Williams-Sonoma, Inc. | 17,575 | 1,413,909 |
226,675,389 | ||
Semiconductors & Semiconductor Equipment 2.5% | ||
Advanced Energy Industries, Inc. * | 6,286 | 167,333 |
Advanced Micro Devices, Inc. *(a) | 126,204 | 392,494 |
Altera Corp. | 68,724 | 2,543,475 |
Amkor Technology, Inc. * | 28,895 | 281,148 |
Analog Devices, Inc. | 65,584 | 3,839,287 |
Applied Materials, Inc. | 259,657 | 6,504,408 |
Applied Micro Circuits Corp. * | 64,097 | 348,688 |
Atmel Corp. * | 95,450 | 796,053 |
Avago Technologies Ltd. | 51,955 | 6,630,497 |
Broadcom Corp., Class A | 114,924 | 5,198,013 |
Brooks Automation, Inc. | 15,272 | 183,264 |
Cabot Microelectronics Corp. * | 5,727 | 296,716 |
Cavium, Inc. * | 9,731 | 666,476 |
Cirrus Logic, Inc. * | 15,373 | 462,881 |
Cree, Inc. * | 26,736 | 1,049,655 |
Cypress Semiconductor Corp. *(a) | 29,615 | 436,821 |
Diodes, Inc. * | 7,636 | 217,550 |
Entegris, Inc. * | 28,635 | 383,995 |
Fairchild Semiconductor International, Inc. * | 25,411 | 443,168 |
First Solar, Inc. * | 14,327 | 855,967 |
FormFactor, Inc. * | 31,328 | 307,641 |
Freescale Semiconductor Ltd. * | 20,186 | 728,917 |
Integrated Device Technology, Inc. * | 29,199 | 602,667 |
Intel Corp. | 1,018,569 | 33,867,419 |
Intersil Corp., Class A | 29,161 | 454,620 |
KLA-Tencor Corp. | 36,271 | 2,355,983 |
Kulicke & Soffa Industries, Inc. * | 17,181 | 274,896 |
Lam Research Corp. | 38,199 | 3,149,890 |
Lattice Semiconductor Corp. * | 23,632 | 158,807 |
Linear Technology Corp. | 47,878 | 2,307,001 |
Marvell Technology Group Ltd. | 84,792 | 1,366,847 |
Maxim Integrated Products, Inc. | 61,182 | 2,104,355 |
Micrel, Inc. | 9,710 | 144,970 |
Microchip Technology, Inc. | 40,089 | 2,055,363 |
Micron Technology, Inc. * | 220,170 | 6,752,614 |
Microsemi Corp. * | 20,999 | 677,008 |
MKS Instruments, Inc. | 11,454 | 405,013 |
Monolithic Power Systems, Inc. | 6,185 | 326,135 |
Nanometrics, Inc. * | 15,063 | 269,326 |
NVIDIA Corp. | 108,108 | 2,384,863 |
OmniVision Technologies, Inc. * | 11,694 | 313,516 |
ON Semiconductor Corp. * | 91,632 | 1,168,308 |
PMC-Sierra, Inc. * | 45,816 | 435,252 |
Power Integrations, Inc. | 5,755 | 315,719 |
Qorvo, Inc. * | 32,620 | 2,263,828 |
Rambus, Inc. * | 22,908 | 274,896 |
Semtech Corp. * | 15,272 | 441,819 |
Silicon Image, Inc. * | 19,220 | 140,114 |
Silicon Laboratories, Inc. * | 9,545 | 483,359 |
Skyworks Solutions, Inc. | 40,089 | 3,517,810 |
Security | Number of Shares | Value ($) |
Spansion, Inc., Class A * | 9,710 | 350,337 |
SunEdison, Inc. * | 51,597 | 1,142,358 |
SunPower Corp. *(a) | 15,669 | 511,750 |
Synaptics, Inc. * | 7,636 | 656,314 |
Teradyne, Inc. | 38,180 | 737,638 |
Tessera Technologies, Inc. | 11,454 | 458,847 |
Texas Instruments, Inc. | 229,844 | 13,514,827 |
Ultratech, Inc. * | 7,636 | 137,753 |
Veeco Instruments, Inc. * | 7,783 | 237,304 |
Xilinx, Inc. | 56,469 | 2,392,592 |
121,886,565 | ||
Software & Services 10.2% | ||
Accenture plc, Class A | 132,174 | 11,899,625 |
ACI Worldwide, Inc. * | 23,478 | 466,038 |
Activision Blizzard, Inc. | 101,723 | 2,372,180 |
Actua Corp. * | 28,438 | 476,621 |
Acxiom Corp. * | 19,090 | 381,800 |
Adobe Systems, Inc. * | 101,446 | 8,024,379 |
Advent Software, Inc. | 7,636 | 337,282 |
Akamai Technologies, Inc. * | 38,180 | 2,653,892 |
Alliance Data Systems Corp. * | 12,770 | 3,556,573 |
Amdocs Ltd. | 33,041 | 1,734,652 |
ANSYS, Inc. * | 19,237 | 1,653,805 |
AOL, Inc. * | 21,057 | 853,651 |
Aspen Technology, Inc. * | 19,243 | 742,876 |
Autodesk, Inc. * | 47,725 | 3,065,854 |
Automatic Data Processing, Inc. | 101,371 | 9,005,800 |
Bankrate, Inc. * | 28,835 | 367,935 |
Blackbaud, Inc. | 13,363 | 606,680 |
Blackhawk Network Holdings, Inc., Class B * | 8,306 | 304,664 |
Booz Allen Hamilton Holding Corp. | 16,493 | 490,832 |
Bottomline Technologies (de), Inc. * | 9,545 | 252,752 |
Broadridge Financial Solutions, Inc. | 26,747 | 1,423,743 |
BroadSoft, Inc. * | 10,025 | 315,386 |
CA, Inc. | 71,086 | 2,311,717 |
CACI International, Inc., Class A * | 5,727 | 499,910 |
Cadence Design Systems, Inc. * | 63,813 | 1,171,288 |
Cardtronics, Inc. * | 9,545 | 349,252 |
Cass Information Systems, Inc. | 2,149 | 107,880 |
CDK Global, Inc. | 33,533 | 1,570,350 |
ChannelAdvisor Corp. * | 15,664 | 154,917 |
Citrix Systems, Inc. * | 34,509 | 2,197,361 |
Cognizant Technology Solutions Corp., Class A * | 128,443 | 8,025,761 |
CommVault Systems, Inc. * | 9,545 | 460,737 |
Computer Sciences Corp. | 32,453 | 2,301,567 |
comScore, Inc. * | 6,408 | 330,589 |
Constant Contact, Inc. * | 6,779 | 280,176 |
Convergys Corp. | 26,726 | 597,326 |
CoreLogic, Inc. * | 21,440 | 714,810 |
Cornerstone OnDemand, Inc. * | 15,624 | 499,421 |
CoStar Group, Inc. * | 6,927 | 1,379,581 |
CSG Systems International, Inc. | 7,636 | 228,393 |
Cvent, Inc. * | 10,845 | 313,963 |
Dealertrack Technologies, Inc. * | 8,636 | 343,454 |
Demandware, Inc. * | 5,966 | 376,992 |
Dice Holdings, Inc. * | 11,472 | 100,495 |
DST Systems, Inc. | 7,636 | 811,630 |
EarthLink Holdings Corp. | 62,288 | 265,970 |
Security | Number of Shares | Value ($) |
eBay, Inc. * | 237,149 | 13,733,299 |
Electronic Arts, Inc. * | 68,724 | 3,929,638 |
Endurance International Group Holdings, Inc. *(a) | 14,035 | 261,332 |
Envestnet, Inc. * | 6,183 | 333,140 |
EPAM Systems, Inc. * | 4,324 | 266,704 |
Equinix, Inc. | 11,143 | 2,497,982 |
Euronet Worldwide, Inc. * | 11,454 | 647,151 |
EVERTEC, Inc. | 11,512 | 240,025 |
ExlService Holdings, Inc. * | 5,727 | 199,872 |
Facebook, Inc., Class A * | 442,174 | 34,918,481 |
FactSet Research Systems, Inc. | 9,545 | 1,484,725 |
Fair Isaac Corp. | 6,183 | 526,297 |
Fidelity National Information Services, Inc. | 63,437 | 4,287,707 |
FireEye, Inc. * | 6,284 | 278,193 |
Fiserv, Inc. * | 52,107 | 4,067,993 |
FleetCor Technologies, Inc. * | 15,433 | 2,367,885 |
Forrester Research, Inc. | 2,362 | 88,858 |
Fortinet, Inc. * | 26,804 | 900,882 |
Gartner, Inc. * | 19,090 | 1,586,570 |
Genpact Ltd. * | 27,179 | 603,917 |
Gigamon, Inc. * | 14,063 | 282,104 |
Global Cash Access Holdings, Inc. * | 13,434 | 95,516 |
Global Payments, Inc. | 15,814 | 1,452,674 |
Gogo, Inc. *(a) | 13,489 | 242,532 |
Google, Inc., Class A * | 60,051 | 33,786,494 |
Google, Inc., Class C * | 60,051 | 33,532,478 |
GrubHub, Inc. * | 4,794 | 201,396 |
Guidewire Software, Inc. * | 13,900 | 773,674 |
Heartland Payment Systems, Inc. | 6,326 | 310,164 |
HomeAway, Inc. * | 18,299 | 567,178 |
IAC/InterActiveCorp | 17,181 | 1,158,343 |
IGATE Corp. * | 8,087 | 346,124 |
Imperva, Inc. * | 6,191 | 285,405 |
Infoblox, Inc. * | 10,160 | 236,220 |
Informatica Corp. * | 21,599 | 927,569 |
Interactive Intelligence Group, Inc. * | 2,362 | 100,243 |
Internap Corp. * | 34,153 | 325,137 |
International Business Machines Corp. | 193,325 | 31,307,050 |
Intuit, Inc. | 61,660 | 6,019,866 |
j2 Global, Inc. | 9,666 | 650,038 |
Jack Henry & Associates, Inc. | 19,090 | 1,250,395 |
Leidos Holdings, Inc. | 14,255 | 641,760 |
LinkedIn Corp., Class A * | 22,792 | 6,090,022 |
LivePerson, Inc. * | 12,382 | 142,826 |
LogMeIn, Inc. * | 4,272 | 225,134 |
Manhattan Associates, Inc. * | 22,908 | 1,141,964 |
ManTech International Corp., Class A | 9,690 | 320,739 |
Marketo, Inc. * | 7,191 | 200,988 |
MasterCard, Inc., Class A | 206,671 | 18,627,257 |
MAXIMUS, Inc. | 12,292 | 728,055 |
Mentor Graphics Corp. | 20,002 | 469,247 |
Microsoft Corp. | 1,745,615 | 76,545,218 |
MicroStrategy, Inc., Class A * | 1,909 | 340,451 |
Monotype Imaging Holdings, Inc. | 7,636 | 244,428 |
NetScout Systems, Inc. * | 6,239 | 251,556 |
NetSuite, Inc. * | 8,171 | 787,848 |
NeuStar, Inc., Class A *(a) | 11,568 | 306,783 |
NIC, Inc. | 11,454 | 200,445 |
Security | Number of Shares | Value ($) |
Nuance Communications, Inc. * | 50,273 | 718,904 |
Oracle Corp. | 682,525 | 29,908,245 |
Pandora Media, Inc. * | 34,510 | 510,748 |
Paychex, Inc. | 68,724 | 3,424,861 |
Pegasystems, Inc. | 7,880 | 155,945 |
Perficient, Inc. * | 26,317 | 523,182 |
Progress Software Corp. * | 11,932 | 326,221 |
Proofpoint, Inc. * | 11,985 | 678,830 |
PROS Holdings, Inc. * | 4,324 | 105,808 |
PTC, Inc. * | 25,044 | 867,900 |
Qlik Technologies, Inc. * | 18,338 | 594,885 |
Qualys, Inc. * | 6,815 | 313,694 |
Rackspace Hosting, Inc. * | 22,908 | 1,137,840 |
Red Hat, Inc. * | 40,089 | 2,770,952 |
Rovi Corp. * | 23,246 | 578,360 |
Sabre Corp. | 10,140 | 220,646 |
salesforce.com, Inc. * | 121,114 | 8,402,889 |
Science Applications International Corp. | 8,146 | 445,423 |
SciQuest, Inc. * | 17,281 | 300,862 |
ServiceNow, Inc. * | 26,745 | 2,039,574 |
ServiceSource International, Inc. * | 66,322 | 246,718 |
Shutterstock, Inc. * | 2,152 | 121,696 |
Silver Spring Networks, Inc. *(a) | 23,996 | 236,121 |
SolarWinds, Inc. * | 12,031 | 610,333 |
Solera Holdings, Inc. | 13,763 | 767,150 |
Splunk, Inc. * | 25,828 | 1,736,933 |
SPS Commerce, Inc. * | 2,795 | 192,017 |
SS&C Technologies Holdings, Inc. | 12,206 | 740,660 |
Sykes Enterprises, Inc. * | 8,148 | 189,441 |
Symantec Corp. | 151,394 | 3,809,073 |
Synchronoss Technologies, Inc. * | 7,636 | 337,969 |
Synopsys, Inc. * | 30,797 | 1,429,289 |
Syntel, Inc. * | 4,638 | 229,117 |
Tableau Software, Inc., Class A * | 6,816 | 640,772 |
Take-Two Interactive Software, Inc. * | 19,090 | 505,694 |
Tangoe, Inc. * | 6,086 | 75,527 |
TeleTech Holdings, Inc. * | 7,706 | 187,256 |
Teradata Corp. * | 33,457 | 1,489,506 |
Textura Corp. *(a) | 11,854 | 334,401 |
The Ultimate Software Group, Inc. * | 5,727 | 942,922 |
The Western Union Co. | 112,112 | 2,188,426 |
TiVo, Inc. * | 28,635 | 320,139 |
Total System Services, Inc. | 32,988 | 1,260,142 |
Twitter, Inc. * | 108,348 | 5,209,372 |
Tyler Technologies, Inc. * | 7,636 | 911,509 |
Unisys Corp. * | 9,545 | 216,099 |
Vantiv, Inc., Class A * | 30,807 | 1,139,551 |
VeriFone Systems, Inc. * | 25,711 | 904,770 |
Verint Systems, Inc. * | 12,613 | 767,816 |
VeriSign, Inc. * | 23,590 | 1,510,232 |
Virtusa Corp. * | 4,424 | 174,129 |
Visa, Inc., Class A | 103,268 | 28,017,641 |
VMware, Inc., Class A * | 17,373 | 1,477,921 |
Web.com Group, Inc. * | 7,636 | 136,303 |
WebMD Health Corp. * | 9,957 | 438,606 |
WEX, Inc. * | 7,783 | 832,703 |
Workday, Inc., Class A * | 18,615 | 1,591,582 |
Xerox Corp. | 231,067 | 3,154,065 |
Xoom Corp. * | 8,088 | 137,900 |
Yahoo! Inc. * | 195,221 | 8,644,386 |
Security | Number of Shares | Value ($) |
Yelp, Inc. * | 11,913 | 571,824 |
Zillow Group, Inc., Class A *(a) | 8,808 | 1,010,718 |
Zynga, Inc., Class A * | 126,742 | 291,507 |
500,472,237 | ||
Technology Hardware & Equipment 6.6% | ||
3D Systems Corp. *(a) | 22,038 | 671,498 |
ADTRAN, Inc. | 13,363 | 287,705 |
Amphenol Corp., Class A | 68,724 | 3,880,157 |
Anixter International, Inc. * | 5,774 | 455,511 |
Apple, Inc. | 1,237,846 | 159,013,697 |
ARRIS Group, Inc. * | 28,635 | 841,296 |
Arrow Electronics, Inc. * | 21,640 | 1,340,814 |
Aruba Networks, Inc. * | 20,999 | 520,985 |
Avnet, Inc. | 32,453 | 1,486,672 |
AVX Corp. | 13,421 | 191,249 |
Badger Meter, Inc. | 2,395 | 139,868 |
Belden, Inc. | 11,454 | 1,016,886 |
Benchmark Electronics, Inc. * | 11,642 | 273,121 |
Black Box Corp. | 2,462 | 54,139 |
Brocade Communications Systems, Inc. | 95,815 | 1,187,148 |
CalAmp Corp. * | 8,180 | 156,647 |
CDW Corp. | 25,439 | 957,270 |
Checkpoint Systems, Inc. * | 9,975 | 134,663 |
Ciena Corp. * | 19,090 | 399,363 |
Cisco Systems, Inc. | 1,079,478 | 31,855,396 |
Cognex Corp. * | 19,090 | 853,132 |
Coherent, Inc. * | 5,727 | 367,903 |
CommScope Holding Co., Inc. * | 18,316 | 576,954 |
Comtech Telecommunications Corp. | 3,960 | 141,530 |
Corning, Inc. | 275,116 | 6,712,830 |
Cray, Inc. * | 14,805 | 442,225 |
Daktronics, Inc. | 9,810 | 100,356 |
Diebold, Inc. | 13,363 | 477,059 |
Dolby Laboratories, Inc., Class A | 9,987 | 404,174 |
DTS, Inc. * | 3,924 | 115,640 |
EchoStar Corp., Class A * | 7,910 | 429,909 |
Electro Rent Corp. | 4,424 | 57,158 |
Electronics For Imaging, Inc. * | 9,545 | 387,527 |
EMC Corp. | 425,014 | 12,299,905 |
F5 Networks, Inc. * | 15,917 | 1,880,036 |
Fabrinet * | 7,648 | 137,282 |
FARO Technologies, Inc. * | 5,727 | 343,448 |
FEI Co. | 8,707 | 687,766 |
Finisar Corp. * | 19,090 | 401,081 |
FLIR Systems, Inc. | 32,453 | 1,047,583 |
Harmonic, Inc. * | 30,720 | 239,923 |
Harris Corp. | 23,202 | 1,802,331 |
Hewlett-Packard Co. | 391,881 | 13,653,134 |
Infinera Corp. * | 38,180 | 650,969 |
Ingram Micro, Inc., Class A * | 32,453 | 801,914 |
Insight Enterprises, Inc. * | 9,545 | 251,034 |
InterDigital, Inc. | 9,545 | 504,644 |
InvenSense, Inc. *(a) | 13,495 | 224,962 |
IPG Photonics Corp. * | 5,821 | 558,234 |
Itron, Inc. * | 7,636 | 278,561 |
Jabil Circuit, Inc. | 41,998 | 922,696 |
JDS Uniphase Corp. * | 51,543 | 709,747 |
Juniper Networks, Inc. | 84,165 | 2,012,385 |
Security | Number of Shares | Value ($) |
Keysight Technologies, Inc. * | 36,271 | 1,361,613 |
Knowles Corp. *(a) | 17,545 | 335,987 |
Lexmark International, Inc., Class A | 12,629 | 538,753 |
Littelfuse, Inc. | 3,818 | 383,022 |
Maxwell Technologies, Inc. *(a) | 23,996 | 180,930 |
Methode Electronics, Inc. | 8,248 | 320,765 |
Motorola Solutions, Inc. | 48,874 | 3,320,500 |
MTS Systems Corp. | 2,340 | 169,533 |
National Instruments Corp. | 20,999 | 653,909 |
NCR Corp. * | 32,453 | 954,443 |
NetApp, Inc. | 68,800 | 2,659,120 |
NETGEAR, Inc. * | 7,636 | 246,185 |
Newport Corp. * | 7,748 | 154,650 |
OSI Systems, Inc. * | 3,865 | 280,097 |
Palo Alto Networks, Inc. * | 12,542 | 1,783,723 |
Plantronics, Inc. | 11,454 | 577,740 |
Plexus Corp. * | 6,269 | 252,327 |
Polycom, Inc. * | 28,765 | 397,532 |
QLogic Corp. * | 12,264 | 184,083 |
QUALCOMM, Inc. | 353,897 | 25,661,071 |
Riverbed Technology, Inc. * | 33,426 | 699,940 |
Rofin-Sinar Technologies, Inc. * | 5,920 | 141,902 |
Rogers Corp. * | 2,395 | 187,481 |
SanDisk Corp. | 46,933 | 3,751,355 |
Sanmina Corp. * | 15,272 | 346,674 |
ScanSource, Inc. * | 4,394 | 159,766 |
Seagate Technology plc | 68,007 | 4,156,588 |
ShoreTel, Inc. * | 50,834 | 378,713 |
Silicon Graphics International Corp. * | 23,496 | 216,868 |
Sonus Networks, Inc. * | 10,793 | 184,129 |
Super Micro Computer, Inc. * | 7,680 | 308,582 |
SYNNEX Corp. | 4,274 | 325,893 |
TE Connectivity Ltd. | 87,912 | 6,341,093 |
Tech Data Corp. * | 9,545 | 567,928 |
Trimble Navigation Ltd. * | 53,452 | 1,397,235 |
Ubiquiti Networks, Inc. (a) | 6,331 | 200,313 |
Universal Display Corp. * | 8,178 | 281,241 |
ViaSat, Inc. * | 9,545 | 623,670 |
Vishay Intertechnology, Inc. | 29,106 | 414,469 |
Western Digital Corp. | 44,601 | 4,771,415 |
Zebra Technologies Corp., Class A * | 11,454 | 1,042,887 |
322,252,242 | ||
Telecommunication Services 2.1% | ||
8x8, Inc. * | 66,486 | 492,661 |
AT&T, Inc. | 1,085,340 | 37,509,350 |
Atlantic Tele-Network, Inc. | 3,818 | 262,793 |
CenturyLink, Inc. | 119,132 | 4,510,338 |
Cincinnati Bell, Inc. * | 44,340 | 148,539 |
Cogent Communications Holdings, Inc. | 9,545 | 350,492 |
Consolidated Communications Holdings, Inc. | 17,457 | 371,485 |
Frontier Communications Corp. | 208,081 | 1,660,486 |
General Communication, Inc., Class A * | 13,452 | 186,579 |
Globalstar, Inc. *(a) | 51,556 | 133,015 |
inContact, Inc. * | 67,815 | 794,114 |
Iridium Communications, Inc. * | 18,573 | 177,929 |
Level 3 Communications, Inc. * | 58,105 | 3,129,535 |
Security | Number of Shares | Value ($) |
Premiere Global Services, Inc. * | 13,363 | 130,156 |
SBA Communications Corp., Class A * | 27,007 | 3,368,043 |
Shenandoah Telecommunications Co. | 7,980 | 232,138 |
Spok Holdings, Inc. | 11,570 | 215,086 |
Sprint Corp. * | 180,066 | 921,938 |
T-Mobile US, Inc. * | 53,582 | 1,769,813 |
Telephone & Data Systems, Inc. | 24,817 | 631,345 |
United States Cellular Corp. * | 3,818 | 144,817 |
Verizon Communications, Inc. | 873,653 | 43,202,141 |
Vonage Holdings Corp. * | 74,505 | 338,253 |
Windstream Holdings, Inc. | 124,085 | 979,031 |
101,660,077 | ||
Transportation 2.4% | ||
Air Transport Services Group, Inc. * | 32,653 | 293,550 |
Alaska Air Group, Inc. | 30,544 | 1,944,126 |
Allegiant Travel Co. | 3,818 | 701,061 |
AMERCO * | 967 | 316,035 |
American Airlines Group, Inc. | 151,551 | 7,259,293 |
ArcBest Corp. | 6,076 | 254,463 |
Avis Budget Group, Inc. * | 21,685 | 1,314,545 |
C.H. Robinson Worldwide, Inc. | 31,304 | 2,325,887 |
Con-way, Inc. | 11,540 | 509,722 |
CSX Corp. | 212,421 | 7,288,164 |
Delta Air Lines, Inc. | 174,667 | 7,776,175 |
Expeditors International of Washington, Inc. | 43,907 | 2,120,708 |
FedEx Corp. | 55,742 | 9,865,219 |
Forward Air Corp. | 7,636 | 408,526 |
Genesee & Wyoming, Inc., Class A * | 9,545 | 984,089 |
Hawaiian Holdings, Inc. * | 12,318 | 228,006 |
Heartland Express, Inc. | 10,050 | 252,958 |
Hertz Global Holdings, Inc. * | 93,841 | 2,164,912 |
Hub Group, Inc., Class A * | 7,764 | 313,433 |
J.B. Hunt Transport Services, Inc. | 19,828 | 1,695,294 |
JetBlue Airways Corp. * | 59,179 | 1,017,287 |
Kansas City Southern | 22,932 | 2,656,443 |
Kirby Corp. * | 11,454 | 882,874 |
Knight Transportation, Inc. | 9,545 | 315,558 |
Landstar System, Inc. | 9,060 | 636,193 |
Matson, Inc. | 9,545 | 376,741 |
Norfolk Southern Corp. | 66,879 | 7,300,512 |
Old Dominion Freight Line, Inc. * | 13,921 | 1,087,509 |
Ryder System, Inc. | 11,454 | 1,076,561 |
Saia, Inc. * | 4,958 | 228,217 |
SkyWest, Inc. | 27,262 | 398,570 |
Southwest Airlines Co. | 140,392 | 6,070,550 |
Spirit Airlines, Inc. * | 15,497 | 1,205,357 |
Swift Transportation Co. * | 23,457 | 663,364 |
Union Pacific Corp. | 188,300 | 22,644,958 |
United Continental Holdings, Inc. * | 76,542 | 4,989,008 |
United Parcel Service, Inc., Class B | 147,918 | 15,047,698 |
UTi Worldwide, Inc. * | 19,270 | 252,052 |
Werner Enterprises, Inc. | 8,224 | 263,744 |
Wesco Aircraft Holdings, Inc. * | 9,821 | 147,413 |
XPO Logistics, Inc. * | 16,500 | 728,475 |
116,005,250 |
Security | Number of Shares | Value ($) |
Utilities 3.1% | ||
AES Corp. | 134,041 | 1,738,512 |
AGL Resources, Inc. | 23,505 | 1,154,330 |
ALLETE, Inc. | 9,545 | 523,448 |
Alliant Energy Corp. | 22,908 | 1,456,949 |
Ameren Corp. | 50,092 | 2,124,402 |
American Electric Power Co., Inc. | 103,086 | 5,935,692 |
American States Water Co. | 7,636 | 306,433 |
American Water Works Co., Inc. | 36,274 | 1,961,698 |
Aqua America, Inc. | 35,184 | 930,265 |
Atmos Energy Corp. | 22,966 | 1,218,117 |
Avista Corp. | 15,272 | 520,775 |
Black Hills Corp. | 8,160 | 414,773 |
California Water Service Group | 18,049 | 458,986 |
Calpine Corp. * | 82,093 | 1,740,372 |
CenterPoint Energy, Inc. | 88,373 | 1,837,275 |
Chesapeake Utilities Corp. | 4,072 | 192,198 |
Cleco Corp. | 11,854 | 645,213 |
CMS Energy Corp. | 57,270 | 2,011,895 |
Connecticut Water Service, Inc. | 4,072 | 151,071 |
Consolidated Edison, Inc. | 61,088 | 3,857,096 |
Dominion Resources, Inc. | 121,629 | 8,768,235 |
DTE Energy Co. | 36,955 | 3,031,419 |
Duke Energy Corp. | 149,497 | 11,742,989 |
Dynegy, Inc. * | 21,231 | 591,708 |
Edison International | 67,321 | 4,325,374 |
El Paso Electric Co. | 9,545 | 360,992 |
Entergy Corp. | 38,180 | 3,035,692 |
Eversource Energy | 65,525 | 3,390,919 |
Exelon Corp. | 179,826 | 6,099,698 |
FirstEnergy Corp. | 87,894 | 3,074,532 |
Great Plains Energy, Inc. | 31,050 | 826,240 |
Hawaiian Electric Industries, Inc. | 19,090 | 630,924 |
IDACORP, Inc. | 11,454 | 717,249 |
Integrys Energy Group, Inc. | 15,672 | 1,171,169 |
ITC Holdings Corp. | 32,521 | 1,259,538 |
MDU Resources Group, Inc. | 38,686 | 862,698 |
MGE Energy, Inc. | 12,234 | 527,163 |
Middlesex Water Co. | 4,090 | 95,133 |
National Fuel Gas Co. | 17,267 | 1,112,167 |
New Jersey Resources Corp. | 9,545 | 597,326 |
NextEra Energy, Inc. | 92,046 | 9,523,079 |
NiSource, Inc. | 63,737 | 2,734,955 |
Northwest Natural Gas Co. | 7,636 | 360,801 |
NorthWestern Corp. | 11,137 | 603,514 |
NRG Energy, Inc. | 72,024 | 1,727,135 |
NRG Yield, Inc., Class A (a) | 7,918 | 406,273 |
OGE Energy Corp. | 42,846 | 1,392,923 |
ONE Gas, Inc. | 10,484 | 436,239 |
Ormat Technologies, Inc. (a) | 8,051 | 274,539 |
Otter Tail Corp. | 14,103 | 461,450 |
Pattern Energy Group, Inc. | 7,952 | 221,225 |
Pepco Holdings, Inc. | 53,744 | 1,458,612 |
PG&E Corp. | 101,375 | 5,446,879 |
Piedmont Natural Gas Co., Inc. | 17,629 | 657,562 |
Pinnacle West Capital Corp. | 22,908 | 1,467,945 |
PNM Resources, Inc. | 17,181 | 490,518 |
Portland General Electric Co. | 15,272 | 569,493 |
PPL Corp. | 137,736 | 4,696,798 |
Public Service Enterprise Group, Inc. | 106,904 | 4,496,382 |
Security | Number of Shares | Value ($) |
Questar Corp. | 36,424 | 851,593 |
SCANA Corp. | 30,596 | 1,742,442 |
Sempra Energy | 49,726 | 5,380,353 |
SJW Corp. | 8,501 | 282,573 |
South Jersey Industries, Inc. | 7,636 | 432,808 |
Southwest Gas Corp. | 9,545 | 546,547 |
TECO Energy, Inc. | 49,041 | 962,675 |
The Empire District Electric Co. | 7,992 | 202,597 |
The Laclede Group, Inc. | 9,985 | 516,824 |
The Southern Co. | 187,744 | 8,596,798 |
UGI Corp. | 34,362 | 1,167,964 |
UIL Holdings Corp. | 11,955 | 604,325 |
Unitil Corp. | 6,187 | 210,234 |
Vectren Corp. | 17,181 | 767,132 |
Westar Energy, Inc. | 25,303 | 983,022 |
WGL Holdings, Inc. | 11,454 | 611,071 |
Wisconsin Energy Corp. | 49,634 | 2,530,341 |
Xcel Energy, Inc. | 105,049 | 3,706,129 |
148,922,415 | ||
Total Common Stock | ||
(Cost $3,830,817,561) | 4,879,176,093 | |
Rights 0.0% of net assets | ||
Telecommunication Services 0.0% | ||
Contra Leap Wireless CVR *(c)(d) | 8,528 | 21,491 |
Total Rights | ||
(Cost $21,491) | 21,491 | |
Other Investment Companies 0.6% of net assets | ||
Money Market Fund 0.1% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (e) | 7,190,678 | 7,190,678 |
Securities Lending Collateral 0.5% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (e) | 22,452,037 | 22,452,037 |
Total Other Investment Companies | ||
(Cost $29,642,715) | 29,642,715 |
Security Rate, Maturity Date | Face Amount ($) | Value ($) |
Short-Term Investments 0.0% of net assets | ||
U.S. Treasury Obligations 0.0% | ||
U.S. Treasury Bills | ||
0.00%, 03/19/15 (f)(g) | 100,000 | 100,000 |
0.01%, 03/19/15 (f)(g) | 175,000 | 174,999 |
0.02%, 03/19/15 (f)(g) | 110,000 | 109,999 |
Total Short-Term Investments | ||
(Cost $384,998) | 384,998 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $21,936,773. Non-Cash Collateral pledged to the fund for securities on loan amounted to $427,976. |
(b) | Issuer is affiliated with the fund's adviser. |
(c) | Illiquid security. At the period end, the value of these amounted to $21,491 or 0.0% of net assets. |
(d) | Fair-valued by management in accordance with procedures approved by the Board of Trustees. |
(e) | The rate shown is the 7-day yield. |
(f) | All or a portion of this security is held as collateral for open futures contracts. |
(g) | The rate shown is the purchase yield. |
CVR – | Contingent Value Rights |
REIT – | Real Estate Investment Trust |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
S&P 500 Index, e-mini, Long, expires 03/20/15 | 10 | 1,051,400 | 6 |
Holdings by Category | Cost ($) | Value ($) | |
99.8% | Common Stock | 3,276,386,665 | 4,132,164,077 |
0.1% | Other Investment Companies | 5,390,818 | 5,390,818 |
0.0% | Short-Term Investment | 459,995 | 459,997 |
99.9% | Total Investments | 3,282,237,478 | 4,138,014,892 |
0.1% | Other Assets and Liabilities, Net | 5,325,641 | |
100.0% | Net Assets | 4,143,340,533 |
Security | Number of Shares | Value ($) |
Common Stock 99.8% of net assets | ||
Automobiles & Components 1.2% | ||
Autoliv, Inc. | 18,948 | 2,131,650 |
BorgWarner, Inc. | 44,927 | 2,761,213 |
Delphi Automotive plc | 59,921 | 4,724,172 |
Ford Motor Co. | 775,575 | 12,672,896 |
General Motors Co. | 273,232 | 10,194,286 |
Harley-Davidson, Inc. | 44,412 | 2,823,271 |
Johnson Controls, Inc. | 132,240 | 6,719,114 |
Lear Corp. | 15,660 | 1,705,687 |
Tesla Motors, Inc. * | 19,025 | 3,868,544 |
The Goodyear Tire & Rubber Co. | 54,969 | 1,469,321 |
TRW Automotive Holdings Corp. * | 22,260 | 2,320,382 |
51,390,536 | ||
Banks 5.4% | ||
Bank of America Corp. | 2,119,272 | 33,505,690 |
BB&T Corp. | 145,270 | 5,527,523 |
BOK Financial Corp. | 3,626 | 213,934 |
CIT Group, Inc. | 36,239 | 1,676,054 |
Citigroup, Inc. | 610,270 | 31,990,353 |
Comerica, Inc. | 36,311 | 1,662,318 |
Cullen/Frost Bankers, Inc. | 10,181 | 690,272 |
Fifth Third Bancorp | 169,689 | 3,285,179 |
First Republic Bank | 23,920 | 1,363,440 |
Hudson City Bancorp, Inc. | 90,698 | 885,212 |
Huntington Bancshares, Inc. | 162,687 | 1,779,796 |
JPMorgan Chase & Co. | 753,672 | 46,185,020 |
KeyCorp | 181,078 | 2,522,417 |
M&T Bank Corp. | 26,771 | 3,239,291 |
New York Community Bancorp, Inc. | 87,201 | 1,448,409 |
People's United Financial, Inc. | 62,598 | 947,108 |
Regions Financial Corp. | 270,141 | 2,596,055 |
Security | Number of Shares | Value ($) |
SunTrust Banks, Inc. | 103,951 | 4,261,991 |
The PNC Financial Services Group, Inc. | 106,419 | 9,786,291 |
U.S. Bancorp | 362,563 | 16,173,935 |
Wells Fargo & Co. | 958,815 | 52,533,474 |
Zions Bancorp | 38,220 | 1,021,812 |
223,295,574 | ||
Capital Goods 7.5% | ||
3M Co. | 129,009 | 21,757,368 |
AGCO Corp. | 17,328 | 861,895 |
Allison Transmission Holdings, Inc. | 33,034 | 1,051,142 |
AMETEK, Inc. | 48,534 | 2,579,097 |
B/E Aerospace, Inc. * | 22,591 | 1,435,432 |
Carlisle Cos., Inc. | 11,972 | 1,114,234 |
Caterpillar, Inc. | 122,866 | 10,185,591 |
Chicago Bridge & Iron Co. N.V. | 17,298 | 798,476 |
Colfax Corp. * | 18,708 | 985,537 |
Cummins, Inc. | 34,703 | 4,935,808 |
Danaher Corp. | 128,535 | 11,218,535 |
Deere & Co. | 72,064 | 6,528,998 |
Donaldson Co., Inc. | 26,572 | 984,227 |
Dover Corp. | 33,424 | 2,408,199 |
Eaton Corp. plc | 95,729 | 6,797,716 |
Emerson Electric Co. | 138,466 | 8,019,951 |
Fastenal Co. | 54,455 | 2,262,605 |
Flowserve Corp. | 27,058 | 1,681,113 |
Fluor Corp. | 32,902 | 1,908,316 |
Fortune Brands Home & Security, Inc. | 33,363 | 1,545,374 |
General Dynamics Corp. | 63,746 | 8,846,670 |
General Electric Co. | 2,036,516 | 52,929,051 |
Honeywell International, Inc. | 158,015 | 16,240,782 |
Hubbell, Inc., Class B | 10,427 | 1,186,593 |
IDEX Corp. | 24,220 | 1,871,237 |
Illinois Tool Works, Inc. | 72,975 | 7,214,308 |
Ingersoll-Rand plc | 53,443 | 3,590,835 |
Jacobs Engineering Group, Inc. * | 26,519 | 1,175,852 |
Joy Global, Inc. | 21,359 | 946,631 |
KLX, Inc. * | 10,431 | 416,614 |
L-3 Communications Holdings, Inc. | 17,132 | 2,217,395 |
Lincoln Electric Holdings, Inc. | 16,430 | 1,134,327 |
Lockheed Martin Corp. | 54,355 | 10,873,718 |
Masco Corp. | 72,300 | 1,893,537 |
MSC Industrial Direct Co., Inc., Class A | 9,105 | 664,574 |
Nordson Corp. | 11,786 | 906,697 |
Northrop Grumman Corp. | 41,453 | 6,869,177 |
Oshkosh Corp. | 16,821 | 820,697 |
Owens Corning | 20,559 | 815,370 |
PACCAR, Inc. | 70,649 | 4,525,068 |
Pall Corp. | 21,985 | 2,216,308 |
Parker-Hannifin Corp. | 29,616 | 3,633,587 |
Pentair plc | 36,319 | 2,414,124 |
Precision Castparts Corp. | 29,121 | 6,298,872 |
Quanta Services, Inc. * | 43,311 | 1,246,491 |
Raytheon Co. | 61,401 | 6,678,587 |
Rockwell Automation, Inc. | 26,720 | 3,127,309 |
Rockwell Collins, Inc. | 26,614 | 2,370,775 |
Roper Industries, Inc. | 19,716 | 3,303,810 |
Sensata Technologies Holding N.V. * | 33,079 | 1,777,665 |
Security | Number of Shares | Value ($) |
Snap-on, Inc. | 11,507 | 1,694,176 |
SolarCity Corp. *(a) | 9,858 | 506,307 |
SPX Corp. | 8,668 | 772,579 |
Stanley Black & Decker, Inc. | 31,501 | 3,097,808 |
Textron, Inc. | 55,932 | 2,478,347 |
The Boeing Co. | 134,625 | 20,308,181 |
The Timken Co. | 15,171 | 644,464 |
TransDigm Group, Inc. | 10,078 | 2,185,515 |
Trinity Industries, Inc. | 31,267 | 1,051,197 |
United Rentals, Inc. * | 20,414 | 1,899,727 |
United Technologies Corp. | 169,928 | 20,715,922 |
W.W. Grainger, Inc. | 11,955 | 2,832,259 |
WABCO Holdings, Inc. * | 10,035 | 1,172,389 |
Wabtec Corp. | 18,980 | 1,801,012 |
Xylem, Inc. | 36,254 | 1,294,268 |
309,720,426 | ||
Commercial & Professional Services 0.8% | ||
Cintas Corp. | 20,100 | 1,677,948 |
Copart, Inc. * | 22,140 | 828,479 |
Equifax, Inc. | 23,880 | 2,229,676 |
IHS, Inc., Class A * | 13,533 | 1,590,533 |
ManpowerGroup, Inc. | 15,185 | 1,221,785 |
Nielsen N.V. | 66,569 | 3,009,584 |
Republic Services, Inc. | 48,280 | 1,975,618 |
Robert Half International, Inc. | 25,557 | 1,583,512 |
Rollins, Inc. | 15,154 | 508,265 |
Stericycle, Inc. * | 17,018 | 2,296,919 |
The ADT Corp. | 38,523 | 1,510,872 |
The Dun & Bradstreet Corp. | 6,574 | 870,924 |
Towers Watson & Co., Class A | 13,930 | 1,831,795 |
Tyco International plc | 86,160 | 3,637,675 |
Verisk Analytics, Inc., Class A * | 29,709 | 2,133,403 |
Waste Connections, Inc. | 26,614 | 1,250,060 |
Waste Management, Inc. | 86,177 | 4,694,923 |
32,851,971 | ||
Consumer Durables & Apparel 1.5% | ||
Carter's, Inc. | 11,659 | 1,034,969 |
Coach, Inc. | 55,973 | 2,437,624 |
D.R. Horton, Inc. | 64,640 | 1,765,318 |
Fossil Group, Inc. * | 9,037 | 777,272 |
Garmin Ltd. | 23,903 | 1,186,306 |
Hanesbrands, Inc. | 20,036 | 2,555,391 |
Harman International Industries, Inc. | 13,544 | 1,868,937 |
Hasbro, Inc. | 23,002 | 1,433,370 |
Jarden Corp. * | 35,314 | 1,874,114 |
Leggett & Platt, Inc. | 27,931 | 1,258,292 |
Lennar Corp., Class A | 38,377 | 1,926,909 |
lululemon athletica, Inc. * | 20,398 | 1,396,039 |
Mattel, Inc. | 69,309 | 1,824,213 |
Michael Kors Holdings Ltd. * | 41,111 | 2,771,292 |
Mohawk Industries, Inc. * | 13,291 | 2,450,196 |
Newell Rubbermaid, Inc. | 52,638 | 2,068,147 |
NIKE, Inc., Class B | 140,766 | 13,671,194 |
NVR, Inc. * | 784 | 1,044,288 |
Polaris Industries, Inc. | 12,944 | 1,984,704 |
PulteGroup, Inc. | 70,735 | 1,595,782 |
PVH Corp. | 16,501 | 1,757,852 |
Ralph Lauren Corp. | 11,726 | 1,611,270 |
Security | Number of Shares | Value ($) |
Toll Brothers, Inc. * | 30,243 | 1,158,609 |
Under Armour, Inc., Class A * | 33,276 | 2,562,585 |
VF Corp. | 69,438 | 5,323,117 |
Whirlpool Corp. | 15,357 | 3,254,916 |
62,592,706 | ||
Consumer Services 1.9% | ||
Aramark | 26,688 | 844,675 |
Carnival Corp. | 92,207 | 4,056,186 |
Chipotle Mexican Grill, Inc. * | 6,324 | 4,205,270 |
Darden Restaurants, Inc. | 25,097 | 1,606,208 |
Dunkin' Brands Group, Inc. | 20,519 | 961,520 |
Extended Stay America, Inc. | 15,311 | 295,502 |
H&R Block, Inc. | 53,192 | 1,816,507 |
Hilton Worldwide Holdings, Inc. * | 84,399 | 2,385,960 |
Hyatt Hotels Corp., Class A * | 11,920 | 721,637 |
International Game Technology | 51,443 | 917,743 |
Las Vegas Sands Corp. | 73,020 | 4,154,838 |
Marriott International, Inc., Class A | 42,339 | 3,518,371 |
McDonald's Corp. | 196,591 | 19,442,850 |
MGM Resorts International * | 74,551 | 1,619,993 |
Norwegian Cruise Line Holdings Ltd. * | 19,108 | 942,407 |
Royal Caribbean Cruises Ltd. | 34,255 | 2,617,767 |
Starbucks Corp. | 151,781 | 14,189,247 |
Starwood Hotels & Resorts Worldwide, Inc. | 35,249 | 2,831,552 |
Wyndham Worldwide Corp. | 23,960 | 2,191,861 |
Wynn Resorts Ltd. | 15,689 | 2,235,683 |
Yum! Brands, Inc. | 88,759 | 7,199,242 |
78,755,019 | ||
Diversified Financials 4.9% | ||
Affiliated Managers Group, Inc. * | 10,877 | 2,354,000 |
Ally Financial, Inc. * | 87,405 | 1,816,276 |
American Express Co. | 180,230 | 14,704,966 |
Ameriprise Financial, Inc. | 37,107 | 4,958,608 |
Berkshire Hathaway, Inc., Class B * | 368,144 | 54,268,107 |
BlackRock, Inc. | 25,781 | 9,575,579 |
Capital One Financial Corp. | 112,179 | 8,829,609 |
CME Group, Inc. | 65,863 | 6,318,237 |
Discover Financial Services | 90,960 | 5,546,741 |
Eaton Vance Corp. | 24,709 | 1,040,249 |
Franklin Resources, Inc. | 86,563 | 4,659,686 |
Intercontinental Exchange, Inc. | 22,414 | 5,275,359 |
Invesco Ltd. | 86,300 | 3,475,301 |
Legg Mason, Inc. | 20,012 | 1,146,087 |
Leucadia National Corp. | 61,665 | 1,463,310 |
LPL Financial Holdings, Inc. | 15,519 | 696,182 |
McGraw Hill Financial, Inc. | 54,240 | 5,592,144 |
Moody's Corp. | 36,640 | 3,551,882 |
Morgan Stanley | 306,787 | 10,979,907 |
MSCI, Inc. | 25,161 | 1,411,784 |
Navient Corp. | 86,035 | 1,841,149 |
Northern Trust Corp. | 44,669 | 3,119,236 |
Raymond James Financial, Inc. | 23,836 | 1,361,751 |
Santander Consumer USA Holdings, Inc. | 20,434 | 460,378 |
SEI Investments Co. | 28,605 | 1,231,159 |
State Street Corp. | 83,264 | 6,199,005 |
Security | Number of Shares | Value ($) |
Synchrony Financial * | 24,895 | 795,395 |
T. Rowe Price Group, Inc. | 52,926 | 4,371,688 |
TD Ameritrade Holding Corp. | 54,771 | 1,986,544 |
The Bank of New York Mellon Corp. | 228,377 | 8,938,676 |
The Charles Schwab Corp. (b) | 232,787 | 6,829,971 |
The Goldman Sachs Group, Inc. | 82,600 | 15,676,654 |
The NASDAQ OMX Group, Inc. | 25,373 | 1,272,710 |
Voya Financial, Inc. | 39,930 | 1,764,507 |
203,512,837 | ||
Energy 7.8% | ||
Anadarko Petroleum Corp. | 100,927 | 8,501,081 |
Antero Resources Corp. *(a) | 10,791 | 425,705 |
Apache Corp. | 77,785 | 5,121,364 |
Baker Hughes, Inc. | 87,384 | 5,462,374 |
Cabot Oil & Gas Corp. | 85,477 | 2,478,833 |
Cameron International Corp. * | 48,237 | 2,270,998 |
Cheniere Energy, Inc. * | 43,547 | 3,511,195 |
Chesapeake Energy Corp. | 109,495 | 1,826,377 |
Chevron Corp. | 384,377 | 41,005,338 |
Cimarex Energy Co. | 16,873 | 1,850,631 |
Cobalt International Energy, Inc. * | 58,292 | 596,910 |
Concho Resources, Inc. * | 21,997 | 2,395,913 |
ConocoPhillips | 247,405 | 16,130,806 |
CONSOL Energy, Inc. | 44,450 | 1,431,290 |
Continental Resources, Inc. * | 16,758 | 745,563 |
Core Laboratories N.V. | 8,649 | 950,698 |
CVR Energy, Inc. (a) | 3,339 | 140,205 |
Denbury Resources, Inc. | 72,817 | 611,663 |
Devon Energy Corp. | 77,906 | 4,798,231 |
Diamond Offshore Drilling, Inc. (a) | 13,444 | 409,101 |
Dresser-Rand Group, Inc. * | 14,905 | 1,213,118 |
Ensco plc, Class A | 46,028 | 1,126,305 |
EOG Resources, Inc. | 111,154 | 9,972,737 |
EQT Corp. | 29,574 | 2,360,301 |
Exxon Mobil Corp. | 856,683 | 75,850,713 |
FMC Technologies, Inc. * | 47,647 | 1,902,545 |
Halliburton Co. | 171,435 | 7,361,419 |
Helmerich & Payne, Inc. | 23,142 | 1,551,902 |
Hess Corp. | 51,490 | 3,865,869 |
HollyFrontier Corp. | 41,482 | 1,824,793 |
Kinder Morgan, Inc. | 341,760 | 14,015,578 |
Marathon Oil Corp. | 132,249 | 3,684,457 |
Marathon Petroleum Corp. | 56,252 | 5,906,460 |
Murphy Oil Corp. | 34,761 | 1,768,987 |
Nabors Industries Ltd. | 57,927 | 742,045 |
National Oilwell Varco, Inc. | 86,145 | 4,681,981 |
Noble Corp. plc | 49,574 | 824,911 |
Noble Energy, Inc. | 73,328 | 3,463,281 |
Oasis Petroleum, Inc. * | 18,550 | 265,821 |
Occidental Petroleum Corp. | 155,525 | 12,112,287 |
Oceaneering International, Inc. | 21,360 | 1,164,761 |
ONEOK, Inc. | 41,393 | 1,832,054 |
Peabody Energy Corp. (a) | 54,293 | 428,915 |
Phillips 66 | 110,915 | 8,702,391 |
Pioneer Natural Resources Co. | 30,694 | 4,681,449 |
QEP Resources, Inc. | 34,604 | 743,294 |
Range Resources Corp. | 32,860 | 1,627,884 |
Schlumberger Ltd. | 262,218 | 22,068,267 |
SM Energy Co. | 13,144 | 637,747 |
Southwestern Energy Co. * | 72,542 | 1,819,353 |
Security | Number of Shares | Value ($) |
Spectra Energy Corp. | 137,038 | 4,863,479 |
Superior Energy Services, Inc. | 31,217 | 698,636 |
Tesoro Corp. | 25,724 | 2,362,492 |
The Williams Cos., Inc. | 134,803 | 6,610,739 |
Transocean Ltd. (a) | 67,393 | 1,087,049 |
Valero Energy Corp. | 106,746 | 6,585,161 |
Weatherford International plc * | 153,582 | 1,948,956 |
Whiting Petroleum Corp. * | 34,764 | 1,176,066 |
324,198,479 | ||
Food & Staples Retailing 2.3% | ||
Costco Wholesale Corp. | 87,840 | 12,908,966 |
CVS Health Corp. | 233,314 | 24,234,325 |
Sprouts Farmers Market, Inc. * | 26,086 | 960,226 |
Sysco Corp. | 118,700 | 4,628,113 |
The Kroger Co. | 99,653 | 7,090,311 |
Wal-Mart Stores, Inc. | 318,586 | 26,738,923 |
Walgreens Boots Alliance, Inc. | 175,820 | 14,607,126 |
Whole Foods Market, Inc. | 74,026 | 4,181,729 |
95,349,719 | ||
Food, Beverage & Tobacco 5.0% | ||
Altria Group, Inc. | 399,294 | 22,476,259 |
Archer-Daniels-Midland Co. | 132,233 | 6,331,316 |
Brown-Forman Corp., Class B | 31,842 | 2,919,593 |
Bunge Ltd. | 28,825 | 2,357,309 |
Campbell Soup Co. | 34,930 | 1,627,389 |
Coca-Cola Enterprises, Inc. | 44,414 | 2,051,927 |
ConAgra Foods, Inc. | 84,205 | 2,945,491 |
Constellation Brands, Inc., Class A * | 35,842 | 4,111,794 |
Dr. Pepper Snapple Group, Inc. | 39,646 | 3,123,708 |
Flowers Foods, Inc. | 36,631 | 792,695 |
General Mills, Inc. | 122,658 | 6,597,774 |
Hormel Foods Corp. | 27,945 | 1,635,062 |
Ingredion, Inc. | 15,472 | 1,271,953 |
Kellogg Co. | 51,291 | 3,307,244 |
Keurig Green Mountain, Inc. | 24,049 | 3,068,171 |
Kraft Foods Group, Inc. | 118,840 | 7,612,890 |
Lorillard, Inc. | 71,073 | 4,862,815 |
McCormick & Co., Inc. Non-Voting Shares | 26,288 | 1,981,589 |
Mead Johnson Nutrition Co. | 41,711 | 4,369,644 |
Molson Coors Brewing Co., Class B | 31,217 | 2,369,058 |
Mondelez International, Inc., Class A | 340,484 | 12,575,777 |
Monster Beverage Corp. * | 28,673 | 4,046,334 |
PepsiCo, Inc. | 301,914 | 29,883,448 |
Philip Morris International, Inc. | 314,865 | 26,121,200 |
Pilgrim's Pride Corp. (a) | 12,251 | 336,045 |
Reynolds American, Inc. | 62,813 | 4,749,919 |
The Coca-Cola Co. | 797,657 | 34,538,548 |
The Hershey Co. | 29,735 | 3,085,898 |
The J.M. Smucker Co. | 20,395 | 2,352,563 |
Tyson Foods, Inc., Class A | 58,464 | 2,415,148 |
205,918,561 | ||
Health Care Equipment & Services 4.8% | ||
Abbott Laboratories | 302,502 | 14,329,520 |
Aetna, Inc. | 70,015 | 6,969,993 |
AmerisourceBergen Corp. | 42,995 | 4,418,166 |
Anthem, Inc. | 53,604 | 7,850,306 |
Security | Number of Shares | Value ($) |
Baxter International, Inc. | 109,479 | 7,570,473 |
Becton Dickinson & Co. | 38,402 | 5,634,341 |
Boston Scientific Corp. * | 263,478 | 4,452,778 |
C.R. Bard, Inc. | 15,375 | 2,600,527 |
Cardinal Health, Inc. | 67,671 | 5,954,371 |
CareFusion Corp. * | 41,885 | 2,516,451 |
Cerner Corp. * | 59,243 | 4,269,051 |
Cigna Corp. | 52,836 | 6,426,443 |
Community Health Systems, Inc. * | 23,835 | 1,156,474 |
DaVita HealthCare Partners, Inc. * | 34,842 | 2,599,213 |
DENTSPLY International, Inc. | 29,594 | 1,568,778 |
Edwards Lifesciences Corp. * | 21,730 | 2,890,525 |
Envision Healthcare Holdings, Inc. * | 25,867 | 947,250 |
Express Scripts Holding Co. * | 149,560 | 12,681,192 |
HCA Holdings, Inc. * | 63,384 | 4,534,491 |
Henry Schein, Inc. * | 16,856 | 2,360,683 |
Hologic, Inc. * | 51,366 | 1,663,231 |
Humana, Inc. | 30,365 | 4,991,399 |
IDEXX Laboratories, Inc. * | 10,148 | 1,591,511 |
IMS Health Holdings, Inc. * | 13,288 | 349,740 |
Intuitive Surgical, Inc. * | 7,323 | 3,661,500 |
Laboratory Corp. of America Holdings * | 20,329 | 2,501,122 |
McKesson Corp. | 46,270 | 10,581,949 |
MEDNAX, Inc. * | 20,556 | 1,469,137 |
Medtronic plc | 286,004 | 22,191,050 |
Omnicare, Inc. | 20,209 | 1,550,839 |
Patterson Cos., Inc. | 17,107 | 856,633 |
Premier, Inc., Class A * | 5,441 | 199,467 |
Quest Diagnostics, Inc. | 29,864 | 2,094,661 |
ResMed, Inc. | 27,146 | 1,747,117 |
Sirona Dental Systems, Inc. * | 11,787 | 1,070,495 |
St. Jude Medical, Inc. | 57,514 | 3,835,034 |
Stryker Corp. | 61,224 | 5,800,974 |
Tenet Healthcare Corp. * | 21,930 | 1,015,359 |
The Cooper Cos., Inc. | 9,076 | 1,488,192 |
UnitedHealth Group, Inc. | 194,389 | 22,088,422 |
Universal Health Services, Inc., Class B | 18,626 | 2,111,257 |
Varian Medical Systems, Inc. * | 19,077 | 1,773,589 |
Zimmer Holdings, Inc. | 33,690 | 4,055,939 |
200,419,643 | ||
Household & Personal Products 1.9% | ||
Avon Products, Inc. | 87,725 | 746,540 |
Church & Dwight Co., Inc. | 26,814 | 2,282,944 |
Colgate-Palmolive Co. | 174,038 | 12,325,371 |
Coty, Inc., Class A * | 13,588 | 307,089 |
Energizer Holdings, Inc. | 12,197 | 1,632,324 |
Herbalife Ltd. (a) | 11,720 | 363,437 |
Kimberly-Clark Corp. | 74,347 | 8,152,892 |
The Clorox Co. | 27,030 | 2,936,539 |
The Estee Lauder Cos., Inc., Class A | 45,001 | 3,720,233 |
The Procter & Gamble Co. | 545,015 | 46,397,127 |
78,864,496 | ||
Insurance 2.9% | ||
ACE Ltd. | 66,085 | 7,534,351 |
Aflac, Inc. | 90,427 | 5,629,081 |
Alleghany Corp. * | 3,385 | 1,599,548 |
Security | Number of Shares | Value ($) |
American Financial Group, Inc. | 21,832 | 1,375,416 |
American International Group, Inc. | 286,074 | 15,828,474 |
Aon plc | 57,658 | 5,786,557 |
Arch Capital Group Ltd. * | 26,995 | 1,597,024 |
Arthur J. Gallagher & Co. | 30,324 | 1,424,925 |
Axis Capital Holdings Ltd. | 19,876 | 1,030,173 |
Brown & Brown, Inc. | 24,982 | 802,921 |
Cincinnati Financial Corp. | 36,923 | 1,948,057 |
CNA Financial Corp. | 6,744 | 282,102 |
Erie Indemnity Co., Class A | 4,998 | 434,376 |
Everest Re Group Ltd. | 9,024 | 1,601,128 |
FNF Group | 54,612 | 2,005,353 |
Genworth Financial, Inc., Class A * | 96,338 | 746,619 |
HCC Insurance Holdings, Inc. | 20,450 | 1,142,746 |
Lincoln National Corp. | 51,337 | 2,959,065 |
Loews Corp. | 59,716 | 2,448,953 |
Markel Corp. * | 2,606 | 1,942,617 |
Marsh & McLennan Cos., Inc. | 110,388 | 6,279,973 |
MetLife, Inc. | 229,837 | 11,682,615 |
PartnerRe Ltd. | 8,956 | 1,025,462 |
Principal Financial Group, Inc. | 54,683 | 2,798,129 |
Prudential Financial, Inc. | 92,725 | 7,496,816 |
Reinsurance Group of America, Inc. | 13,476 | 1,203,542 |
RenaissanceRe Holdings Ltd. | 8,791 | 901,341 |
The Allstate Corp. | 85,867 | 6,062,210 |
The Chubb Corp. | 48,279 | 4,849,626 |
The Hartford Financial Services Group, Inc. | 85,757 | 3,512,607 |
The Progressive Corp. | 104,561 | 2,786,551 |
The Travelers Cos., Inc. | 67,507 | 7,252,952 |
Torchmark Corp. | 25,639 | 1,365,277 |
Unum Group | 50,236 | 1,685,920 |
W.R. Berkley Corp. | 21,643 | 1,080,202 |
Willis Group Holdings plc | 35,235 | 1,681,414 |
XL Group plc | 50,970 | 1,845,114 |
121,629,237 | ||
Materials 3.4% | ||
Air Products & Chemicals, Inc. | 38,290 | 5,978,601 |
Airgas, Inc. | 13,743 | 1,610,955 |
Albemarle Corp. | 22,793 | 1,289,400 |
Alcoa, Inc. | 234,360 | 3,466,184 |
Ashland, Inc. | 12,197 | 1,556,581 |
Avery Dennison Corp. | 18,833 | 1,008,507 |
Axalta Coating Systems Ltd. * | 11,172 | 317,285 |
Ball Corp. | 28,380 | 2,035,130 |
Celanese Corp., Series A | 31,227 | 1,783,374 |
CF Industries Holdings, Inc. | 10,365 | 3,174,074 |
Crown Holdings, Inc. * | 27,951 | 1,481,403 |
E.I. du Pont de Nemours & Co. | 181,950 | 14,164,808 |
Eastman Chemical Co. | 28,785 | 2,143,331 |
Ecolab, Inc. | 54,604 | 6,308,946 |
FMC Corp. | 26,667 | 1,690,955 |
Freeport-McMoRan, Inc. | 207,431 | 4,486,733 |
Huntsman Corp. | 37,859 | 850,313 |
International Flavors & Fragrances, Inc. | 16,430 | 2,003,310 |
International Paper Co. | 85,175 | 4,804,722 |
LyondellBasell Industries N.V., Class A | 85,043 | 7,306,044 |
Martin Marietta Materials, Inc. | 12,016 | 1,710,237 |
Security | Number of Shares | Value ($) |
MeadWestvaco Corp. | 34,657 | 1,838,900 |
Monsanto Co. | 97,275 | 11,714,828 |
Newmont Mining Corp. | 100,516 | 2,646,586 |
Nucor Corp. | 64,653 | 3,040,631 |
Owens-Illinois, Inc. * | 34,883 | 912,539 |
Packaging Corp. of America | 18,680 | 1,547,825 |
PPG Industries, Inc. | 27,292 | 6,423,991 |
Praxair, Inc. | 58,902 | 7,533,566 |
Reliance Steel & Aluminum Co. | 15,332 | 874,077 |
Rock-Tenn Co., Class A | 27,460 | 1,884,854 |
Royal Gold, Inc. | 11,943 | 861,090 |
RPM International, Inc. | 25,342 | 1,281,038 |
Sealed Air Corp. | 46,731 | 2,202,432 |
Sigma-Aldrich Corp. | 24,757 | 3,417,951 |
The Dow Chemical Co. | 224,794 | 11,068,857 |
The Mosaic Co. | 66,724 | 3,553,720 |
The Sherwin-Williams Co. | 16,145 | 4,604,554 |
The Valspar Corp. | 20,192 | 1,749,637 |
Vulcan Materials Co. | 32,171 | 2,670,193 |
W.R. Grace & Co. * | 15,044 | 1,491,613 |
Westlake Chemical Corp. | 8,349 | 557,379 |
141,047,154 | ||
Media 3.7% | ||
AMC Networks, Inc., Class A * | 12,213 | 879,580 |
Cablevision Systems Corp., Class A | 45,273 | 850,227 |
CBS Corp., Class B Non-Voting Shares | 97,123 | 5,739,969 |
Charter Communications, Inc., Class A * | 17,652 | 3,187,951 |
Comcast Corp., Class A | 523,347 | 31,076,345 |
DIRECTV * | 100,636 | 8,916,350 |
Discovery Communications, Inc., Class A * | 29,659 | 957,986 |
Discovery Communications, Inc., Class C * | 54,654 | 1,667,494 |
DISH Network Corp., Class A * | 41,479 | 3,112,584 |
Gannett Co., Inc. | 46,657 | 1,651,658 |
Liberty Global plc, Class A * | 51,156 | 2,765,493 |
Liberty Global plc, Series C * | 121,088 | 6,317,161 |
Liberty Media Corp., Class A * | 20,122 | 776,005 |
Liberty Media Corp., Class C * | 40,244 | 1,553,418 |
News Corp., Class A * | 98,767 | 1,706,200 |
Omnicom Group, Inc. | 48,712 | 3,874,553 |
Scripps Networks Interactive, Inc., Class A | 21,581 | 1,560,306 |
Sirius XM Holdings, Inc. * | 515,204 | 2,004,144 |
The Interpublic Group of Cos., Inc. | 83,840 | 1,869,632 |
The Madison Square Garden Co., Class A * | 11,598 | 908,703 |
The Walt Disney Co. | 316,479 | 32,939,134 |
Time Warner Cable, Inc. | 56,009 | 8,628,186 |
Time Warner, Inc. | 168,931 | 13,828,692 |
Twenty-First Century Fox, Inc., Class A | 374,077 | 13,092,695 |
Viacom, Inc., Class B | 74,985 | 5,244,451 |
155,108,917 |
Security | Number of Shares | Value ($) |
Pharmaceuticals, Biotechnology & Life Sciences 9.6% | ||
AbbVie, Inc. | 320,453 | 19,387,406 |
Actavis plc * | 53,630 | 15,625,637 |
Agilent Technologies, Inc. | 68,417 | 2,887,882 |
Alexion Pharmaceuticals, Inc. * | 39,638 | 7,149,506 |
Allergan, Inc. | 59,844 | 13,928,093 |
Amgen, Inc. | 153,575 | 24,221,849 |
Biogen Idec, Inc. * | 47,773 | 19,567,343 |
BioMarin Pharmaceutical, Inc. * | 30,460 | 3,261,352 |
Bristol-Myers Squibb Co. | 334,304 | 20,365,800 |
Celgene Corp. * | 161,171 | 19,587,112 |
Eli Lilly & Co. | 197,843 | 13,882,643 |
Endo International plc * | 34,910 | 2,988,296 |
Gilead Sciences, Inc. * | 304,818 | 31,557,807 |
Hospira, Inc. * | 34,566 | 3,025,908 |
Illumina, Inc. * | 28,655 | 5,600,906 |
Incyte Corp. * | 30,305 | 2,601,684 |
Jazz Pharmaceuticals plc * | 11,951 | 2,032,746 |
Johnson & Johnson | 566,099 | 58,030,808 |
Mallinckrodt plc * | 24,442 | 2,852,870 |
Medivation, Inc. * | 15,969 | 1,876,837 |
Merck & Co., Inc. | 577,478 | 33,805,562 |
Mettler-Toledo International, Inc. * | 5,539 | 1,740,188 |
Mylan, Inc. * | 75,693 | 4,339,101 |
PerkinElmer, Inc. | 23,006 | 1,081,282 |
Perrigo Co., plc | 28,404 | 4,387,566 |
Pfizer, Inc. | 1,270,125 | 43,590,690 |
Pharmacyclics, Inc. * | 13,194 | 2,848,980 |
Puma Biotechnology, Inc. * | 3,886 | 827,757 |
Quintiles Transnational Holdings, Inc. * | 13,302 | 864,364 |
Regeneron Pharmaceuticals, Inc. * | 14,806 | 6,127,315 |
Salix Pharmaceuticals Ltd. * | 12,551 | 1,973,017 |
Seattle Genetics, Inc. * | 21,751 | 788,474 |
Thermo Fisher Scientific, Inc. | 80,600 | 10,478,000 |
Vertex Pharmaceuticals, Inc. * | 48,377 | 5,777,665 |
Waters Corp. * | 16,781 | 2,020,097 |
Zoetis, Inc. | 99,530 | 4,587,338 |
395,669,881 | ||
Real Estate 3.1% | ||
Alexandria Real Estate Equities, Inc. | 13,750 | 1,318,763 |
American Campus Communities, Inc. | 20,096 | 829,362 |
American Capital Agency Corp. | 68,845 | 1,475,693 |
American Realty Capital Properties, Inc. | 181,730 | 1,782,771 |
American Tower Corp. | 80,636 | 7,994,253 |
Annaly Capital Management, Inc. | 187,755 | 1,993,958 |
Apartment Investment & Management Co., Class A | 28,365 | 1,068,793 |
AvalonBay Communities, Inc. | 26,325 | 4,431,551 |
Boston Properties, Inc. | 30,153 | 4,143,324 |
Brixmor Property Group, Inc. | 39,044 | 991,718 |
Camden Property Trust | 16,430 | 1,195,940 |
CBRE Group, Inc., Class A * | 54,762 | 1,876,146 |
Corrections Corp. of America | 21,734 | 866,969 |
Crown Castle International Corp. | 67,842 | 5,855,443 |
DDR Corp. | 61,420 | 1,163,295 |
Digital Realty Trust, Inc. | 28,114 | 1,866,207 |
Duke Realty Corp. | 82,182 | 1,755,408 |
Security | Number of Shares | Value ($) |
Equity Residential | 72,465 | 5,581,979 |
Essex Property Trust, Inc. | 13,774 | 3,063,751 |
Extra Space Storage, Inc. | 21,647 | 1,423,940 |
Federal Realty Investment Trust | 13,144 | 1,866,842 |
General Growth Properties, Inc. | 125,654 | 3,645,223 |
HCP, Inc. | 95,965 | 4,065,077 |
Health Care REIT, Inc. | 68,345 | 5,270,083 |
Host Hotels & Resorts, Inc. | 156,951 | 3,295,971 |
Iron Mountain, Inc. | 39,306 | 1,444,496 |
Jones Lang LaSalle, Inc. | 8,405 | 1,355,306 |
Kilroy Realty Corp. | 15,622 | 1,155,559 |
Kimco Realty Corp. | 80,550 | 2,116,854 |
Lamar Advertising Co., Class A | 15,814 | 918,793 |
Liberty Property Trust | 28,201 | 1,049,641 |
National Retail Properties, Inc. | 24,784 | 997,308 |
Plum Creek Timber Co., Inc. | 36,413 | 1,581,781 |
Prologis, Inc. | 102,040 | 4,358,128 |
Public Storage | 29,043 | 5,727,860 |
Rayonier, Inc. | 24,645 | 675,519 |
Realogy Holdings Corp. * | 28,555 | 1,313,530 |
Realty Income Corp. | 45,165 | 2,260,960 |
Regency Centers Corp. | 18,073 | 1,186,131 |
Senior Housing Properties Trust | 43,642 | 975,399 |
Simon Property Group, Inc. | 63,537 | 12,094,903 |
SL Green Realty Corp. | 18,733 | 2,377,780 |
Taubman Centers, Inc. | 12,015 | 869,165 |
The Macerich Co. | 28,060 | 2,347,219 |
UDR, Inc. | 49,464 | 1,579,880 |
Urban Edge Properties * | 17,253 | 413,037 |
Ventas, Inc. | 66,519 | 4,953,670 |
Vornado Realty Trust | 34,558 | 3,802,762 |
Weingarten Realty Investors | 21,715 | 786,517 |
Weyerhaeuser Co. | 105,827 | 3,715,586 |
WP Carey, Inc. | 18,462 | 1,266,124 |
130,146,368 | ||
Retailing 4.7% | ||
Advance Auto Parts, Inc. | 14,804 | 2,293,584 |
Amazon.com, Inc. * | 77,005 | 29,274,221 |
AutoNation, Inc. * | 15,508 | 953,742 |
AutoZone, Inc. * | 6,749 | 4,337,447 |
Bed Bath & Beyond, Inc. * | 36,032 | 2,690,149 |
Best Buy Co., Inc. | 59,993 | 2,285,733 |
CarMax, Inc. * | 44,816 | 3,007,602 |
Dick's Sporting Goods, Inc. | 20,001 | 1,081,854 |
Dillard's, Inc., Class A | 5,809 | 756,099 |
Dollar General Corp. * | 61,302 | 4,451,751 |
Dollar Tree, Inc. * | 42,856 | 3,414,766 |
Expedia, Inc. | 19,138 | 1,755,912 |
Family Dollar Stores, Inc. | 18,457 | 1,453,304 |
Foot Locker, Inc. | 28,589 | 1,605,844 |
GameStop Corp., Class A (a) | 23,104 | 854,155 |
Genuine Parts Co. | 30,052 | 2,887,396 |
Groupon, Inc. * | 73,210 | 598,858 |
Kohl's Corp. | 39,769 | 2,934,952 |
L Brands, Inc. | 48,099 | 4,418,374 |
Liberty Interactive Corp., Class A * | 95,871 | 2,831,071 |
LKQ Corp. * | 59,148 | 1,453,562 |
Lowe's Cos., Inc. | 194,744 | 14,428,583 |
Macy's, Inc. | 69,265 | 4,413,566 |
Netflix, Inc. * | 12,299 | 5,840,918 |
Security | Number of Shares | Value ($) |
Nordstrom, Inc. | 28,614 | 2,301,424 |
O'Reilly Automotive, Inc. * | 20,482 | 4,262,919 |
PetSmart, Inc. | 20,113 | 1,667,569 |
Ross Stores, Inc. | 42,943 | 4,543,799 |
Sally Beauty Holdings, Inc. * | 23,852 | 799,519 |
Signet Jewelers Ltd. | 16,463 | 1,973,584 |
Staples, Inc. | 128,677 | 2,157,270 |
Target Corp. | 128,195 | 9,849,222 |
The Gap, Inc. | 54,594 | 2,271,110 |
The Home Depot, Inc. | 265,803 | 30,500,894 |
The Priceline Group, Inc. * | 10,560 | 13,067,789 |
The TJX Cos., Inc. | 139,960 | 9,606,854 |
Tiffany & Co. | 21,663 | 1,911,110 |
Tractor Supply Co. | 28,096 | 2,475,820 |
TripAdvisor, Inc. * | 22,082 | 1,970,819 |
Ulta Salon, Cosmetics & Fragrance, Inc. * | 13,603 | 1,914,758 |
Urban Outfitters, Inc. * | 21,446 | 835,536 |
Williams-Sonoma, Inc. | 18,116 | 1,457,432 |
193,590,871 | ||
Semiconductors & Semiconductor Equipment 2.4% | ||
Altera Corp. | 58,631 | 2,169,933 |
Analog Devices, Inc. | 64,230 | 3,760,024 |
Applied Materials, Inc. | 247,135 | 6,190,732 |
Avago Technologies Ltd. | 51,345 | 6,552,649 |
Broadcom Corp., Class A | 110,151 | 4,982,130 |
Cree, Inc. * | 25,054 | 983,620 |
First Solar, Inc. * | 15,037 | 898,386 |
Freescale Semiconductor Ltd. * | 18,951 | 684,321 |
Intel Corp. | 978,603 | 32,538,550 |
KLA-Tencor Corp. | 32,897 | 2,136,825 |
Lam Research Corp. | 32,973 | 2,718,954 |
Linear Technology Corp. | 48,548 | 2,339,285 |
Marvell Technology Group Ltd. | 82,944 | 1,337,057 |
Maxim Integrated Products, Inc. | 57,829 | 1,989,028 |
Microchip Technology, Inc. | 39,724 | 2,036,649 |
Micron Technology, Inc. * | 218,368 | 6,697,347 |
NVIDIA Corp. | 105,265 | 2,322,146 |
Skyworks Solutions, Inc. | 39,432 | 3,460,158 |
Texas Instruments, Inc. | 212,503 | 12,495,176 |
Xilinx, Inc. | 52,620 | 2,229,509 |
98,522,479 | ||
Software & Services 10.4% | ||
Accenture plc, Class A | 128,379 | 11,557,961 |
Activision Blizzard, Inc. | 100,873 | 2,352,358 |
Adobe Systems, Inc. * | 96,472 | 7,630,935 |
Akamai Technologies, Inc. * | 34,656 | 2,408,939 |
Alliance Data Systems Corp. * | 12,953 | 3,607,540 |
Amdocs Ltd. | 31,585 | 1,658,213 |
ANSYS, Inc. * | 18,083 | 1,554,596 |
Autodesk, Inc. * | 46,517 | 2,988,252 |
Automatic Data Processing, Inc. | 97,615 | 8,672,117 |
CA, Inc. | 64,756 | 2,105,865 |
Cadence Design Systems, Inc. * | 55,883 | 1,025,732 |
CDK Global, Inc. | 32,353 | 1,515,091 |
Citrix Systems, Inc. * | 31,801 | 2,024,929 |
Cognizant Technology Solutions Corp., Class A * | 124,217 | 7,761,699 |
Security | Number of Shares | Value ($) |
Computer Sciences Corp. | 28,595 | 2,027,957 |
eBay, Inc. * | 228,496 | 13,232,203 |
Electronic Arts, Inc. * | 61,628 | 3,523,889 |
Equinix, Inc. | 10,771 | 2,414,589 |
Facebook, Inc., Class A * | 423,755 | 33,463,932 |
FactSet Research Systems, Inc. | 8,285 | 1,288,732 |
Fidelity National Information Services, Inc. | 57,861 | 3,910,825 |
FireEye, Inc. * | 5,700 | 252,339 |
Fiserv, Inc. * | 48,443 | 3,781,945 |
FleetCor Technologies, Inc. * | 15,159 | 2,325,845 |
Gartner, Inc. * | 18,211 | 1,513,516 |
Global Payments, Inc. | 12,643 | 1,161,386 |
Google, Inc., Class A * | 57,831 | 32,537,456 |
Google, Inc., Class C * | 57,652 | 32,192,877 |
IAC/InterActiveCorp | 15,187 | 1,023,908 |
International Business Machines Corp. | 185,966 | 30,115,334 |
Intuit, Inc. | 57,958 | 5,658,440 |
Jack Henry & Associates, Inc. | 16,718 | 1,095,029 |
LinkedIn Corp., Class A * | 21,187 | 5,661,166 |
MasterCard, Inc., Class A | 197,284 | 17,781,207 |
Microsoft Corp. | 1,668,300 | 73,154,955 |
NetSuite, Inc. * | 6,733 | 649,196 |
Nuance Communications, Inc. * | 51,007 | 729,400 |
Oracle Corp. | 658,678 | 28,863,270 |
Paychex, Inc. | 64,077 | 3,193,277 |
Rackspace Hosting, Inc. * | 22,162 | 1,100,787 |
Red Hat, Inc. * | 37,831 | 2,614,879 |
Sabre Corp. | 9,691 | 210,876 |
salesforce.com, Inc. * | 118,734 | 8,237,765 |
ServiceNow, Inc. * | 25,748 | 1,963,542 |
Solera Holdings, Inc. | 13,191 | 735,266 |
Symantec Corp. | 139,681 | 3,514,374 |
Synopsys, Inc. * | 31,409 | 1,457,692 |
Teradata Corp. * | 31,915 | 1,420,856 |
The Western Union Co. | 110,459 | 2,156,160 |
Total System Services, Inc. | 33,606 | 1,283,749 |
Twitter, Inc. * | 104,754 | 5,036,572 |
Vantiv, Inc., Class A * | 28,213 | 1,043,599 |
VeriSign, Inc. * | 20,844 | 1,334,433 |
Visa, Inc., Class A | 98,723 | 26,784,537 |
VMware, Inc., Class A * | 16,648 | 1,416,245 |
Workday, Inc., Class A * | 18,684 | 1,597,482 |
Xerox Corp. | 229,454 | 3,132,047 |
Yahoo! Inc. * | 178,181 | 7,889,855 |
431,347,616 | ||
Technology Hardware & Equipment 6.8% | ||
3D Systems Corp. *(a) | 23,410 | 713,303 |
Amphenol Corp., Class A | 62,574 | 3,532,928 |
Apple, Inc. | 1,186,547 | 152,423,827 |
Arrow Electronics, Inc. * | 19,822 | 1,228,171 |
Avnet, Inc. | 27,931 | 1,279,519 |
Cisco Systems, Inc. | 1,040,329 | 30,700,109 |
Corning, Inc. | 254,082 | 6,199,601 |
EMC Corp. | 408,305 | 11,816,347 |
F5 Networks, Inc. * | 15,029 | 1,775,150 |
FLIR Systems, Inc. | 28,618 | 923,789 |
Harris Corp. | 20,601 | 1,600,286 |
Hewlett-Packard Co. | 375,576 | 13,085,068 |
Security | Number of Shares | Value ($) |
Jabil Circuit, Inc. | 37,789 | 830,224 |
Juniper Networks, Inc. | 80,525 | 1,925,353 |
Keysight Technologies, Inc. * | 34,100 | 1,280,114 |
Motorola Solutions, Inc. | 43,200 | 2,935,008 |
National Instruments Corp. | 18,412 | 573,350 |
NCR Corp. * | 33,004 | 970,648 |
NetApp, Inc. | 62,807 | 2,427,490 |
QUALCOMM, Inc. | 335,549 | 24,330,658 |
SanDisk Corp. | 46,231 | 3,695,244 |
Seagate Technology plc | 66,552 | 4,067,658 |
TE Connectivity Ltd. | 83,038 | 5,989,531 |
Trimble Navigation Ltd. * | 50,216 | 1,312,646 |
Western Digital Corp. | 43,903 | 4,696,743 |
280,312,765 | ||
Telecommunication Services 2.3% | ||
AT&T, Inc. | 1,043,978 | 36,079,880 |
CenturyLink, Inc. | 113,908 | 4,312,557 |
Frontier Communications Corp. | 214,378 | 1,710,736 |
Level 3 Communications, Inc. * | 56,618 | 3,049,446 |
SBA Communications Corp., Class A * | 26,641 | 3,322,399 |
Sprint Corp. * | 166,159 | 850,734 |
T-Mobile US, Inc. * | 50,141 | 1,656,157 |
Verizon Communications, Inc. | 840,757 | 41,575,434 |
Windstream Holdings, Inc. | 123,264 | 972,553 |
Zayo Group Holdings, Inc. * | 4,724 | 138,224 |
93,668,120 | ||
Transportation 2.4% | ||
American Airlines Group, Inc. | 147,890 | 7,083,931 |
Avis Budget Group, Inc. * | 20,616 | 1,249,742 |
C.H. Robinson Worldwide, Inc. | 30,328 | 2,253,370 |
CSX Corp. | 201,083 | 6,899,158 |
Delta Air Lines, Inc. | 167,280 | 7,447,306 |
Expeditors International of Washington, Inc. | 41,471 | 2,003,049 |
FedEx Corp. | 53,149 | 9,406,310 |
Genesee & Wyoming, Inc., Class A * | 10,048 | 1,035,949 |
Hertz Global Holdings, Inc. * | 89,265 | 2,059,343 |
J.B. Hunt Transport Services, Inc. | 18,198 | 1,555,929 |
Kansas City Southern | 21,520 | 2,492,877 |
Kirby Corp. * | 11,628 | 896,286 |
Norfolk Southern Corp. | 63,024 | 6,879,700 |
Southwest Airlines Co. | 135,513 | 5,859,582 |
Union Pacific Corp. | 179,826 | 21,625,875 |
United Continental Holdings, Inc. * | 74,417 | 4,850,500 |
United Parcel Service, Inc., Class B | 139,826 | 14,224,499 |
97,823,406 | ||
Utilities 3.1% | ||
AES Corp. | 130,650 | 1,694,530 |
AGL Resources, Inc. | 27,651 | 1,357,941 |
Alliant Energy Corp. | 28,054 | 1,784,234 |
Ameren Corp. | 49,555 | 2,101,628 |
American Electric Power Co., Inc. | 99,693 | 5,740,323 |
American Water Works Co., Inc. | 35,016 | 1,893,665 |
Aqua America, Inc. | 34,731 | 918,288 |
Calpine Corp. * | 72,394 | 1,534,753 |
CenterPoint Energy, Inc. | 87,287 | 1,814,697 |
Security | Number of Shares | Value ($) |
CMS Energy Corp. | 54,319 | 1,908,226 |
Consolidated Edison, Inc. | 57,710 | 3,643,809 |
Dominion Resources, Inc. | 117,363 | 8,460,699 |
DTE Energy Co. | 41,585 | 3,411,218 |
Duke Energy Corp. | 143,157 | 11,244,982 |
Edison International | 65,942 | 4,236,773 |
Entergy Corp. | 36,703 | 2,918,256 |
Eversource Energy | 62,510 | 3,234,892 |
Exelon Corp. | 171,134 | 5,804,865 |
FirstEnergy Corp. | 82,534 | 2,887,039 |
Integrys Energy Group, Inc. | 15,624 | 1,167,581 |
ITC Holdings Corp. | 31,405 | 1,216,316 |
MDU Resources Group, Inc. | 36,651 | 817,317 |
National Fuel Gas Co. | 16,472 | 1,060,962 |
NextEra Energy, Inc. | 87,520 | 9,054,819 |
NiSource, Inc. | 63,158 | 2,710,110 |
NRG Energy, Inc. | 65,751 | 1,576,709 |
OGE Energy Corp. | 39,456 | 1,282,715 |
Pepco Holdings, Inc. | 49,345 | 1,339,223 |
PG&E Corp. | 95,783 | 5,146,421 |
Pinnacle West Capital Corp. | 21,569 | 1,382,141 |
PPL Corp. | 134,004 | 4,569,536 |
Public Service Enterprise Group, Inc. | 100,479 | 4,226,147 |
SCANA Corp. | 28,458 | 1,620,683 |
Sempra Energy | 46,863 | 5,070,577 |
TECO Energy, Inc. | 57,701 | 1,132,671 |
The Southern Co. | 181,186 | 8,296,507 |
UGI Corp. | 37,407 | 1,271,464 |
Westar Energy, Inc. | 27,990 | 1,087,411 |
Wisconsin Energy Corp. | 45,523 | 2,320,763 |
Xcel Energy, Inc. | 98,821 | 3,486,405 |
126,427,296 | ||
Total Common Stock | ||
(Cost $3,276,386,665) | 4,132,164,077 | |
Other Investment Companies 0.1% of net assets | ||
Money Market Fund 0.0% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (c) | 2,188,048 | 2,188,048 |
Securities Lending Collateral 0.1% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (c) | 3,202,770 | 3,202,770 |
Total Other Investment Companies | ||
(Cost $5,390,818) | 5,390,818 |
Security Rate, Maturity Date | Face Amount ($) | Value ($) |
Short-Term Investment 0.0% of net assets | ||
U.S. Treasury Obligation 0.0% | ||
U.S. Treasury Bill | ||
0.02%, 03/19/15 (d)(e) | 460,000 | 459,997 |
Total Short-Term Investment | ||
(Cost $459,995) | 459,997 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $3,777,024. Non-Cash Collateral pledged to the fund for securities on loan amounted to $665,328. |
(b) | Issuer is affiliated with the fund's adviser. |
(c) | The rate shown is the 7-day yield. |
(d) | The rate shown is the purchase yield. |
(e) | All or a portion of this security is held as collateral for open futures contracts. |
REIT – | Real Estate Investment Trust |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
S&P 500 Index, e-mini, Long, expires 03/20/15 | 35 | 3,679,900 | 14,708 |
Holdings by Category | Cost ($) | Value ($) | |
99.8% | Common Stock | 1,486,692,058 | 1,970,395,589 |
0.3% | Other Investment Companies | 5,261,980 | 5,318,593 |
100.1% | Total Investments | 1,491,954,038 | 1,975,714,182 |
(0.1)% | Other Assets and Liabilities, Net | (2,113,863) | |
100.0% | Net Assets | 1,973,600,319 |
Security | Number of Shares | Value ($) |
Common Stock 99.8% of net assets | ||
Automobiles & Components 0.5% | ||
BorgWarner, Inc. | 44,072 | 2,708,665 |
Lear Corp. | 15,333 | 1,670,070 |
Tesla Motors, Inc. * | 18,912 | 3,845,566 |
The Goodyear Tire & Rubber Co. | 53,206 | 1,422,197 |
9,646,498 | ||
Banks 0.1% | ||
CIT Group, Inc. | 35,784 | 1,655,010 |
Zions Bancorp | 39,188 | 1,047,691 |
2,702,701 | ||
Capital Goods 7.0% | ||
3M Co. | 124,932 | 21,069,782 |
AMETEK, Inc. | 47,304 | 2,513,735 |
B/E Aerospace, Inc. * | 21,064 | 1,338,407 |
Carlisle Cos., Inc. | 12,374 | 1,151,648 |
Caterpillar, Inc. | 117,943 | 9,777,475 |
Chicago Bridge & Iron Co. N.V. (a) | 18,510 | 854,422 |
Colfax Corp. * | 19,376 | 1,020,728 |
Cummins, Inc. | 32,939 | 4,684,914 |
Danaher Corp. | 119,182 | 10,402,205 |
Deere & Co. | 70,207 | 6,360,754 |
Donaldson Co., Inc. | 24,252 | 898,294 |
Dover Corp. | 32,182 | 2,318,713 |
Fastenal Co. | 52,680 | 2,188,854 |
Flowserve Corp. | 26,404 | 1,640,480 |
Fluor Corp. | 30,290 | 1,756,820 |
Fortune Brands Home & Security, Inc. | 30,538 | 1,414,520 |
IDEX Corp. | 15,462 | 1,194,594 |
Illinois Tool Works, Inc. | 71,628 | 7,081,144 |
Jacobs Engineering Group, Inc. * | 24,761 | 1,097,903 |
Security | Number of Shares | Value ($) |
KLX, Inc. * | 10,510 | 419,769 |
Lincoln Electric Holdings, Inc. | 15,310 | 1,057,002 |
MSC Industrial Direct Co., Inc., Class A | 9,799 | 715,229 |
Nordson Corp. | 11,874 | 913,467 |
PACCAR, Inc. | 68,506 | 4,387,809 |
Pall Corp. | 20,616 | 2,078,299 |
Pentair plc | 37,168 | 2,470,557 |
Precision Castparts Corp. | 27,711 | 5,993,889 |
Quanta Services, Inc. * | 45,058 | 1,296,769 |
Roper Industries, Inc. | 19,282 | 3,231,085 |
Sensata Technologies Holding N.V. * | 32,362 | 1,739,134 |
Snap-on, Inc. | 11,116 | 1,636,609 |
SolarCity Corp. *(a) | 9,486 | 487,201 |
SPX Corp. | 7,667 | 683,360 |
Stanley Black & Decker, Inc. | 30,148 | 2,964,754 |
The Boeing Co. | 129,475 | 19,531,304 |
TransDigm Group, Inc. | 9,652 | 2,093,133 |
United Rentals, Inc. * | 19,517 | 1,816,252 |
W.W. Grainger, Inc. | 11,697 | 2,771,136 |
WABCO Holdings, Inc. * | 10,662 | 1,245,641 |
Wabtec Corp. | 19,029 | 1,805,662 |
138,103,453 | ||
Commercial & Professional Services 1.0% | ||
Copart, Inc. * | 22,861 | 855,459 |
Equifax, Inc. | 24,414 | 2,279,535 |
IHS, Inc., Class A * | 13,353 | 1,569,378 |
ManpowerGroup, Inc. | 15,362 | 1,236,027 |
Nielsen N.V. | 63,373 | 2,865,093 |
Robert Half International, Inc. | 27,880 | 1,727,445 |
Rollins, Inc. | 13,111 | 439,743 |
Stericycle, Inc. * | 16,230 | 2,190,563 |
The Dun & Bradstreet Corp. | 6,897 | 913,715 |
Towers Watson & Co., Class A | 13,251 | 1,742,506 |
Verisk Analytics, Inc., Class A * | 28,325 | 2,034,018 |
Waste Connections, Inc. | 25,188 | 1,183,080 |
19,036,562 | ||
Consumer Durables & Apparel 2.3% | ||
Carter's, Inc. | 10,639 | 944,424 |
D.R. Horton, Inc. | 66,550 | 1,817,480 |
Fossil Group, Inc. * | 8,546 | 735,041 |
Hanesbrands, Inc. | 19,156 | 2,443,156 |
Harman International Industries, Inc. | 13,096 | 1,807,117 |
Jarden Corp. * | 34,393 | 1,825,237 |
Lennar Corp., Class A | 34,334 | 1,723,910 |
lululemon athletica, Inc. * | 20,684 | 1,415,613 |
Michael Kors Holdings Ltd. * | 39,649 | 2,672,739 |
Mohawk Industries, Inc. * | 12,416 | 2,288,890 |
NIKE, Inc., Class B | 135,871 | 13,195,792 |
NVR, Inc. * | 737 | 981,684 |
Polaris Industries, Inc. | 11,717 | 1,796,568 |
PVH Corp. | 16,232 | 1,729,195 |
Ralph Lauren Corp. | 11,977 | 1,645,760 |
Toll Brothers, Inc. * | 32,170 | 1,232,433 |
Under Armour, Inc., Class A * | 32,838 | 2,528,854 |
VF Corp. | 68,679 | 5,264,932 |
46,048,825 |
Security | Number of Shares | Value ($) |
Consumer Services 2.3% | ||
Chipotle Mexican Grill, Inc. * | 6,101 | 4,056,982 |
Dunkin' Brands Group, Inc. | 19,665 | 921,502 |
Extended Stay America, Inc. | 11,147 | 215,137 |
Hilton Worldwide Holdings, Inc. * | 80,856 | 2,285,799 |
Hyatt Hotels Corp., Class A * | 11,467 | 694,212 |
Las Vegas Sands Corp. | 71,551 | 4,071,252 |
Marriott International, Inc., Class A | 40,976 | 3,405,106 |
Norwegian Cruise Line Holdings Ltd. * | 18,994 | 936,784 |
Royal Caribbean Cruises Ltd. | 32,168 | 2,458,279 |
Starbucks Corp. | 146,263 | 13,673,396 |
Starwood Hotels & Resorts Worldwide, Inc. | 34,915 | 2,804,722 |
Wynn Resorts Ltd. | 15,614 | 2,224,995 |
Yum! Brands, Inc. | 84,951 | 6,890,376 |
44,638,542 | ||
Diversified Financials 6.7% | ||
Affiliated Managers Group, Inc. * | 10,658 | 2,306,604 |
Ally Financial, Inc. * | 84,774 | 1,761,604 |
American Express Co. | 174,383 | 14,227,909 |
Ameriprise Financial, Inc. | 35,976 | 4,807,473 |
Berkshire Hathaway, Inc., Class B * | 355,620 | 52,421,944 |
BlackRock, Inc. | 24,819 | 9,218,273 |
Franklin Resources, Inc. | 76,193 | 4,101,469 |
Intercontinental Exchange, Inc. | 21,931 | 5,161,680 |
Leucadia National Corp. | 60,721 | 1,440,909 |
LPL Financial Holdings, Inc. | 14,603 | 655,091 |
McGraw Hill Financial, Inc. | 53,436 | 5,509,252 |
Moody's Corp. | 35,875 | 3,477,722 |
Morgan Stanley | 298,324 | 10,677,016 |
MSCI, Inc. | 21,528 | 1,207,936 |
Raymond James Financial, Inc. | 24,074 | 1,375,348 |
SEI Investments Co. | 25,218 | 1,085,383 |
T. Rowe Price Group, Inc. | 50,872 | 4,202,027 |
TD Ameritrade Holding Corp. | 52,870 | 1,917,595 |
The Charles Schwab Corp. (b) | 224,768 | 6,594,693 |
132,149,928 | ||
Energy 5.5% | ||
Anadarko Petroleum Corp. | 99,346 | 8,367,913 |
Antero Resources Corp. *(a) | 10,571 | 417,026 |
Baker Hughes, Inc. | 84,136 | 5,259,341 |
Cabot Oil & Gas Corp. | 80,657 | 2,339,053 |
Cameron International Corp. * | 39,215 | 1,846,242 |
Cheniere Energy, Inc. * | 42,816 | 3,452,254 |
Cimarex Energy Co. | 16,806 | 1,843,282 |
Concho Resources, Inc. * | 21,857 | 2,380,664 |
Continental Resources, Inc. * | 17,132 | 762,203 |
Core Laboratories N.V. (a) | 8,262 | 908,159 |
Denbury Resources, Inc. | 67,689 | 568,588 |
Devon Energy Corp. | 75,618 | 4,657,313 |
Dresser-Rand Group, Inc. * | 15,543 | 1,265,045 |
EOG Resources, Inc. | 107,096 | 9,608,653 |
EQT Corp. | 29,255 | 2,334,841 |
FMC Technologies, Inc. * | 45,348 | 1,810,746 |
Halliburton Co. | 164,356 | 7,057,447 |
Hess Corp. | 49,081 | 3,685,001 |
HollyFrontier Corp. | 37,535 | 1,651,165 |
Security | Number of Shares | Value ($) |
Nabors Industries Ltd. | 55,894 | 716,002 |
National Oilwell Varco, Inc. | 83,036 | 4,513,007 |
Noble Energy, Inc. | 69,607 | 3,287,539 |
Oasis Petroleum, Inc. * | 20,048 | 287,288 |
Oceaneering International, Inc. | 20,892 | 1,139,241 |
ONEOK, Inc. | 40,117 | 1,775,578 |
Peabody Energy Corp. (a) | 56,317 | 444,904 |
Pioneer Natural Resources Co. | 29,317 | 4,471,429 |
Range Resources Corp. | 32,442 | 1,607,177 |
Schlumberger Ltd. | 250,789 | 21,106,402 |
SM Energy Co. | 12,102 | 587,189 |
Southwestern Energy Co. * | 74,776 | 1,875,382 |
Superior Energy Services, Inc. | 29,891 | 668,961 |
Tesoro Corp. | 24,762 | 2,274,142 |
Weatherford International plc * | 149,483 | 1,896,939 |
Whiting Petroleum Corp. * | 33,827 | 1,144,367 |
108,010,483 | ||
Food & Staples Retailing 2.7% | ||
Costco Wholesale Corp. | 85,259 | 12,529,663 |
CVS Health Corp. | 223,366 | 23,201,026 |
Walgreens Boots Alliance, Inc. | 170,160 | 14,136,893 |
Whole Foods Market, Inc. | 69,811 | 3,943,623 |
53,811,205 | ||
Food, Beverage & Tobacco 2.5% | ||
Brown-Forman Corp., Class B | 30,553 | 2,801,405 |
Constellation Brands, Inc., Class A * | 32,749 | 3,756,965 |
Keurig Green Mountain, Inc. | 23,442 | 2,990,730 |
Mead Johnson Nutrition Co. | 39,011 | 4,086,793 |
Monster Beverage Corp. * | 28,552 | 4,029,258 |
PepsiCo, Inc. | 292,286 | 28,930,468 |
The Hershey Co. | 28,790 | 2,987,826 |
49,583,445 | ||
Health Care Equipment & Services 7.0% | ||
Aetna, Inc. | 68,482 | 6,817,383 |
AmerisourceBergen Corp. | 40,182 | 4,129,102 |
Becton Dickinson & Co. | 37,742 | 5,537,506 |
C.R. Bard, Inc. | 14,281 | 2,415,488 |
CareFusion Corp. * | 40,720 | 2,446,458 |
Cerner Corp. * | 59,668 | 4,299,676 |
Cigna Corp. | 51,020 | 6,205,563 |
Community Health Systems, Inc. * | 23,150 | 1,123,238 |
DaVita HealthCare Partners, Inc. * | 33,083 | 2,467,992 |
DENTSPLY International, Inc. | 27,766 | 1,471,876 |
Edwards Lifesciences Corp. * | 21,126 | 2,810,180 |
Envision Healthcare Holdings, Inc. * | 24,955 | 913,852 |
Express Scripts Holding Co. * | 142,882 | 12,114,965 |
HCA Holdings, Inc. * | 59,755 | 4,274,873 |
Henry Schein, Inc. * | 16,296 | 2,282,255 |
Hologic, Inc. * | 46,666 | 1,511,045 |
IDEXX Laboratories, Inc. * | 9,545 | 1,496,942 |
Intuitive Surgical, Inc. * | 7,051 | 3,525,500 |
Laboratory Corp. of America Holdings * | 19,248 | 2,368,130 |
McKesson Corp. | 45,206 | 10,338,612 |
MEDNAX, Inc. * | 19,195 | 1,371,867 |
Medtronic plc | 276,078 | 21,420,892 |
Premier, Inc., Class A * | 5,825 | 213,544 |
Security | Number of Shares | Value ($) |
ResMed, Inc. | 27,296 | 1,756,771 |
Sirona Dental Systems, Inc. * | 10,971 | 996,386 |
Stryker Corp. | 57,688 | 5,465,938 |
Tenet Healthcare Corp. * | 18,872 | 873,774 |
The Cooper Cos., Inc. | 9,202 | 1,508,852 |
UnitedHealth Group, Inc. | 188,262 | 21,392,211 |
Universal Health Services, Inc., Class B | 18,220 | 2,065,237 |
Varian Medical Systems, Inc. * | 19,891 | 1,849,266 |
137,465,374 | ||
Household & Personal Products 1.0% | ||
Church & Dwight Co., Inc. | 25,710 | 2,188,949 |
Colgate-Palmolive Co. | 167,143 | 11,837,067 |
Energizer Holdings, Inc. | 12,352 | 1,653,068 |
Herbalife Ltd. *(a) | 12,578 | 390,044 |
The Estee Lauder Cos., Inc., Class A | 43,362 | 3,584,737 |
19,653,865 | ||
Insurance 0.5% | ||
Alleghany Corp. * | 3,210 | 1,516,853 |
Arch Capital Group Ltd. * | 25,423 | 1,504,025 |
Erie Indemnity Co., Class A | 4,889 | 424,903 |
Everest Re Group Ltd. | 8,726 | 1,548,254 |
Markel Corp. * | 2,724 | 2,030,579 |
PartnerRe Ltd. | 9,446 | 1,081,567 |
RenaissanceRe Holdings Ltd. | 7,597 | 778,920 |
W.R. Berkley Corp. | 19,604 | 978,436 |
9,863,537 | ||
Materials 3.3% | ||
Airgas, Inc. | 13,295 | 1,558,440 |
Axalta Coating Systems Ltd. * | 9,846 | 279,626 |
Ball Corp. | 26,659 | 1,911,717 |
CF Industries Holdings, Inc. | 9,562 | 2,928,171 |
Crown Holdings, Inc. * | 27,409 | 1,452,677 |
Ecolab, Inc. | 52,841 | 6,105,249 |
FMC Corp. | 25,480 | 1,615,687 |
LyondellBasell Industries N.V., Class A | 80,861 | 6,946,769 |
Martin Marietta Materials, Inc. | 12,541 | 1,784,961 |
Monsanto Co. | 94,524 | 11,383,525 |
Packaging Corp. of America | 19,330 | 1,601,684 |
PPG Industries, Inc. | 26,508 | 6,239,453 |
Praxair, Inc. | 56,393 | 7,212,665 |
Rock-Tenn Co., Class A | 28,578 | 1,961,594 |
Royal Gold, Inc. | 13,235 | 954,243 |
Sigma-Aldrich Corp. | 23,574 | 3,254,626 |
The Sherwin-Williams Co. | 16,083 | 4,586,872 |
The Valspar Corp. | 14,663 | 1,270,549 |
W.R. Grace & Co. * | 14,161 | 1,404,063 |
64,452,571 | ||
Media 5.5% | ||
AMC Networks, Inc., Class A * | 11,869 | 854,805 |
Charter Communications, Inc., Class A * | 16,022 | 2,893,573 |
Comcast Corp., Class A | 503,168 | 29,878,116 |
DIRECTV * | 97,361 | 8,626,185 |
Security | Number of Shares | Value ($) |
Discovery Communications, Inc., Class A * | 28,528 | 921,454 |
Discovery Communications, Inc., Class C * | 52,754 | 1,609,525 |
DISH Network Corp., Class A * | 40,907 | 3,069,661 |
Liberty Global plc, Class A * | 50,162 | 2,711,758 |
Liberty Global plc, Series C * | 115,103 | 6,004,924 |
Liberty Media Corp., Class A * | 23,068 | 889,617 |
Liberty Media Corp., Class C * | 38,489 | 1,485,675 |
Scripps Networks Interactive, Inc., Class A | 19,984 | 1,444,843 |
Sirius XM Holdings, Inc. * | 515,156 | 2,003,957 |
The Madison Square Garden Co., Class A * | 12,140 | 951,169 |
The Walt Disney Co. | 304,918 | 31,735,865 |
Time Warner Cable, Inc. | 54,609 | 8,412,517 |
Viacom, Inc., Class B | 72,019 | 5,037,009 |
108,530,653 | ||
Pharmaceuticals, Biotechnology & Life Sciences 9.7% | ||
Actavis plc * | 51,650 | 15,048,744 |
Agilent Technologies, Inc. | 64,395 | 2,718,113 |
Alexion Pharmaceuticals, Inc. * | 38,703 | 6,980,860 |
Allergan, Inc. | 58,229 | 13,552,218 |
Amgen, Inc. | 148,138 | 23,364,325 |
Biogen Idec, Inc. * | 46,163 | 18,907,903 |
BioMarin Pharmaceutical, Inc. * | 30,941 | 3,312,853 |
Celgene Corp. * | 156,375 | 19,004,254 |
Endo International plc * | 33,133 | 2,836,185 |
Gilead Sciences, Inc. * | 294,404 | 30,479,646 |
Illumina, Inc. * | 27,700 | 5,414,242 |
Incyte Corp. * | 29,914 | 2,568,117 |
Jazz Pharmaceuticals plc * | 11,652 | 1,981,889 |
Mallinckrodt plc * | 22,802 | 2,661,449 |
Medivation, Inc. * | 15,448 | 1,815,603 |
Mettler-Toledo International, Inc. * | 5,447 | 1,711,284 |
Perrigo Co., plc | 27,424 | 4,236,185 |
Pharmacyclics, Inc. * | 11,734 | 2,533,723 |
Puma Biotechnology, Inc. * | 3,810 | 811,568 |
Regeneron Pharmaceuticals, Inc. * | 14,381 | 5,951,433 |
Salix Pharmaceuticals Ltd. * | 12,152 | 1,910,294 |
Seattle Genetics, Inc. * | 19,267 | 698,429 |
Thermo Fisher Scientific, Inc. | 77,998 | 10,139,740 |
Vertex Pharmaceuticals, Inc. * | 46,793 | 5,588,488 |
Waters Corp. * | 15,956 | 1,920,783 |
Zoetis, Inc. | 98,930 | 4,559,684 |
190,708,012 | ||
Real Estate 3.4% | ||
American Campus Communities, Inc. | 21,175 | 873,892 |
American Tower Corp. | 77,426 | 7,676,014 |
AvalonBay Communities, Inc. | 25,673 | 4,321,793 |
Boston Properties, Inc. | 29,512 | 4,055,244 |
CBRE Group, Inc., Class A * | 55,005 | 1,884,471 |
Crown Castle International Corp. | 65,604 | 5,662,281 |
Digital Realty Trust, Inc. | 25,717 | 1,707,094 |
Essex Property Trust, Inc. | 12,823 | 2,852,220 |
Extra Space Storage, Inc. | 21,278 | 1,399,667 |
Federal Realty Investment Trust | 14,244 | 2,023,075 |
Host Hotels & Resorts, Inc. | 146,239 | 3,071,019 |
Security | Number of Shares | Value ($) |
Jones Lang LaSalle, Inc. | 8,922 | 1,438,673 |
Public Storage | 27,967 | 5,515,652 |
Realogy Holdings Corp. * | 27,970 | 1,286,620 |
Simon Property Group, Inc. | 61,304 | 11,669,829 |
SL Green Realty Corp. | 18,428 | 2,339,066 |
Taubman Centers, Inc. | 11,819 | 854,986 |
Urban Edge Properties * | 16,856 | 403,533 |
Ventas, Inc. | 62,674 | 4,667,333 |
Vornado Realty Trust | 33,712 | 3,709,669 |
67,412,131 | ||
Retailing 8.0% | ||
Advance Auto Parts, Inc. | 14,082 | 2,181,724 |
Amazon.com, Inc. * | 74,183 | 28,201,409 |
AutoNation, Inc. * | 14,999 | 922,439 |
AutoZone, Inc. * | 6,265 | 4,026,390 |
Bed Bath & Beyond, Inc. * | 36,197 | 2,702,468 |
CarMax, Inc. * | 42,365 | 2,843,115 |
Dick's Sporting Goods, Inc. | 18,742 | 1,013,755 |
Dollar General Corp. * | 58,586 | 4,254,515 |
Dollar Tree, Inc. * | 39,675 | 3,161,304 |
Expedia, Inc. | 19,135 | 1,755,636 |
Family Dollar Stores, Inc. | 19,065 | 1,501,178 |
Groupon, Inc. * | 79,202 | 647,872 |
L Brands, Inc. | 47,684 | 4,380,252 |
Liberty Interactive Corp., Class A * | 92,270 | 2,724,733 |
LKQ Corp. * | 59,626 | 1,465,309 |
Lowe's Cos., Inc. | 189,425 | 14,034,498 |
Netflix, Inc. * | 11,812 | 5,609,637 |
Nordstrom, Inc. | 27,404 | 2,204,104 |
O'Reilly Automotive, Inc. * | 19,972 | 4,156,772 |
PetSmart, Inc. | 19,179 | 1,590,131 |
Ross Stores, Inc. | 41,604 | 4,402,119 |
Sally Beauty Holdings, Inc. * | 24,261 | 813,229 |
Signet Jewelers Ltd. | 15,462 | 1,853,585 |
The Home Depot, Inc. | 258,245 | 29,633,614 |
The Priceline Group, Inc. * | 10,255 | 12,690,357 |
The TJX Cos., Inc. | 133,827 | 9,185,885 |
Tiffany & Co. | 21,577 | 1,903,523 |
Tractor Supply Co. | 26,247 | 2,312,886 |
TripAdvisor, Inc. * | 21,404 | 1,910,307 |
Ulta Salon, Cosmetics & Fragrance, Inc. * | 12,693 | 1,786,667 |
Urban Outfitters, Inc. * | 18,264 | 711,566 |
Williams-Sonoma, Inc. | 16,906 | 1,360,088 |
157,941,067 | ||
Semiconductors & Semiconductor Equipment 1.6% | ||
Altera Corp. | 59,669 | 2,208,350 |
Avago Technologies Ltd. | 49,635 | 6,334,419 |
Broadcom Corp., Class A | 103,908 | 4,699,759 |
Cree, Inc. *(a) | 24,521 | 962,694 |
First Solar, Inc. * | 14,540 | 868,692 |
Freescale Semiconductor Ltd. * | 19,599 | 707,720 |
Lam Research Corp. | 31,346 | 2,584,791 |
Micron Technology, Inc. * | 209,768 | 6,433,585 |
NVIDIA Corp. | 99,508 | 2,195,146 |
Skyworks Solutions, Inc. | 36,545 | 3,206,824 |
Xilinx, Inc. | 51,522 | 2,182,987 |
32,384,967 |
Security | Number of Shares | Value ($) |
Software & Services 14.6% | ||
Accenture plc, Class A | 121,961 | 10,980,149 |
Activision Blizzard, Inc. | 95,526 | 2,227,666 |
Adobe Systems, Inc. * | 92,365 | 7,306,071 |
Akamai Technologies, Inc. * | 34,357 | 2,388,155 |
Alliance Data Systems Corp. * | 12,441 | 3,464,943 |
ANSYS, Inc. * | 18,242 | 1,568,265 |
Autodesk, Inc. * | 43,824 | 2,815,254 |
Automatic Data Processing, Inc. | 94,324 | 8,379,744 |
CDK Global, Inc. | 30,902 | 1,447,141 |
Citrix Systems, Inc. * | 31,708 | 2,019,007 |
Cognizant Technology Solutions Corp., Class A * | 119,237 | 7,450,524 |
eBay, Inc. * | 220,065 | 12,743,964 |
Electronic Arts, Inc. * | 60,352 | 3,450,927 |
Equinix, Inc. | 10,637 | 2,384,549 |
Facebook, Inc., Class A * | 408,147 | 32,231,369 |
FactSet Research Systems, Inc. | 7,709 | 1,199,135 |
Fidelity National Information Services, Inc. | 55,127 | 3,726,034 |
FireEye, Inc. * | 6,259 | 277,086 |
Fiserv, Inc. * | 46,781 | 3,652,193 |
FleetCor Technologies, Inc. * | 15,243 | 2,338,733 |
Gartner, Inc. * | 16,953 | 1,408,964 |
Global Payments, Inc. | 12,903 | 1,185,270 |
Google, Inc., Class A * | 55,590 | 31,276,602 |
Google, Inc., Class C * | 55,519 | 31,001,810 |
IAC/InterActiveCorp | 15,637 | 1,054,246 |
Intuit, Inc. | 55,749 | 5,442,775 |
Jack Henry & Associates, Inc. | 16,217 | 1,062,213 |
LinkedIn Corp., Class A * | 20,506 | 5,479,203 |
MasterCard, Inc., Class A | 191,215 | 17,234,208 |
NetSuite, Inc. * | 6,818 | 657,392 |
Nuance Communications, Inc. * | 47,987 | 686,214 |
Oracle Corp. | 631,288 | 27,663,040 |
Rackspace Hosting, Inc. * | 23,234 | 1,154,033 |
Red Hat, Inc. * | 36,334 | 2,511,406 |
Sabre Corp. | 17,351 | 377,558 |
salesforce.com, Inc. * | 114,333 | 7,932,423 |
ServiceNow, Inc. * | 26,406 | 2,013,721 |
Synopsys, Inc. * | 29,574 | 1,372,529 |
Teradata Corp. * | 29,932 | 1,332,573 |
Twitter, Inc. * | 100,124 | 4,813,962 |
Vantiv, Inc., Class A * | 29,125 | 1,077,334 |
VeriSign, Inc. * | 21,760 | 1,393,075 |
Visa, Inc., Class A | 95,416 | 25,887,315 |
VMware, Inc., Class A * | 17,111 | 1,455,633 |
Workday, Inc., Class A * | 17,988 | 1,537,974 |
289,062,382 | ||
Technology Hardware & Equipment 10.1% | ||
3D Systems Corp. *(a) | 21,209 | 646,238 |
Amphenol Corp., Class A | 60,553 | 3,418,822 |
Apple, Inc. | 1,144,622 | 147,038,142 |
EMC Corp. | 395,459 | 11,444,583 |
F5 Networks, Inc. * | 14,244 | 1,682,430 |
FLIR Systems, Inc. | 28,613 | 923,628 |
Juniper Networks, Inc. | 73,279 | 1,752,101 |
Keysight Technologies, Inc. * | 32,197 | 1,208,675 |
National Instruments Corp. | 19,848 | 618,067 |
Security | Number of Shares | Value ($) |
NetApp, Inc. | 61,717 | 2,385,362 |
QUALCOMM, Inc. | 325,318 | 23,588,808 |
SanDisk Corp. | 43,250 | 3,456,973 |
Trimble Navigation Ltd. * | 50,225 | 1,312,882 |
199,476,711 | ||
Telecommunication Services 0.4% | ||
Level 3 Communications, Inc. * | 53,747 | 2,894,814 |
SBA Communications Corp., Class A * | 24,930 | 3,109,020 |
T-Mobile US, Inc. * | 51,707 | 1,707,882 |
7,711,716 | ||
Transportation 4.0% | ||
American Airlines Group, Inc. | 139,224 | 6,668,830 |
Avis Budget Group, Inc. * | 21,532 | 1,305,270 |
C.H. Robinson Worldwide, Inc. | 28,425 | 2,111,977 |
Delta Air Lines, Inc. | 162,846 | 7,249,904 |
FedEx Corp. | 51,213 | 9,063,677 |
Genesee & Wyoming, Inc., Class A * | 10,235 | 1,055,229 |
Hertz Global Holdings, Inc. * | 86,476 | 1,995,001 |
J.B. Hunt Transport Services, Inc. | 17,637 | 1,507,963 |
Kansas City Southern | 21,239 | 2,460,326 |
Kirby Corp. * | 11,473 | 884,339 |
Southwest Airlines Co. | 132,305 | 5,720,868 |
Union Pacific Corp. | 173,223 | 20,831,798 |
United Continental Holdings, Inc. * | 72,178 | 4,704,562 |
United Parcel Service, Inc., Class B | 135,849 | 13,819,919 |
79,379,663 | ||
Utilities 0.1% | ||
Calpine Corp. * | 68,518 | 1,452,582 |
ITC Holdings Corp. | 30,176 | 1,168,716 |
2,621,298 | ||
Total Common Stock | ||
(Cost $1,486,692,058) | 1,970,395,589 | |
Other Investment Companies 0.3% of net assets | ||
Equity Fund 0.1% | ||
iShares Russell 1000 Growth ETF | 13,000 | 1,305,460 |
Money Market Fund 0.0% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (c) | 317,776 | 317,776 |
Securities Lending Collateral 0.2% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (c) | 3,695,357 | 3,695,357 |
Total Other Investment Companies | ||
(Cost $5,261,980) | 5,318,593 |
At 02/28/15, the tax basis cost of the fund's investments was $1,492,225,246 and the unrealized appreciation and depreciation were $498,668,390 and ($15,179,454), respectively, with a net unrealized appreciation of $483,488,936.
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $3,770,017. Non-Cash Collateral pledged to the fund for securities on loan amounted to $197,537. |
(b) | Issuer is affiliated with the fund's adviser. |
(c) | The rate shown is the 7-day yield. |
ETF – | Exchange Traded Fund |
Holdings by Category | Cost ($) | Value ($) | |
99.5% | Common Stock | 1,111,733,474 | 1,297,442,210 |
0.3% | Other Investment Companies | 3,896,911 | 3,949,855 |
99.8% | Total Investments | 1,115,630,385 | 1,301,392,065 |
0.2% | Other Assets and Liabilities, Net | 1,964,148 | |
100.0% | Net Assets | 1,303,356,213 |
Security | Number of Shares | Value ($) |
Common Stock 99.5% of net assets | ||
Automobiles & Components 2.0% | ||
Autoliv, Inc. | 11,522 | 1,296,225 |
Delphi Automotive plc | 37,288 | 2,939,786 |
Ford Motor Co. | 484,186 | 7,911,599 |
General Motors Co. | 170,223 | 6,351,020 |
Harley-Davidson, Inc. | 27,143 | 1,725,481 |
Johnson Controls, Inc. | 83,064 | 4,220,482 |
TRW Automotive Holdings Corp. * | 13,793 | 1,437,782 |
25,882,375 | ||
Banks 10.5% | ||
Bank of America Corp. | 1,318,450 | 20,844,694 |
BB&T Corp. | 89,667 | 3,411,829 |
BOK Financial Corp. | 3,907 | 230,513 |
Citigroup, Inc. | 380,092 | 19,924,423 |
Comerica, Inc. | 22,493 | 1,029,730 |
Cullen/Frost Bankers, Inc. | 6,729 | 456,226 |
Fifth Third Bancorp | 104,083 | 2,015,047 |
First Republic Bank | 15,169 | 864,633 |
Hudson City Bancorp, Inc. | 60,026 | 585,854 |
Huntington Bancshares, Inc. | 101,875 | 1,114,513 |
JPMorgan Chase & Co. | 468,768 | 28,726,103 |
KeyCorp | 109,371 | 1,523,538 |
M&T Bank Corp. | 16,371 | 1,980,891 |
New York Community Bancorp, Inc. | 55,192 | 916,739 |
People's United Financial, Inc. | 38,670 | 585,077 |
Regions Financial Corp. | 171,915 | 1,652,103 |
SunTrust Banks, Inc. | 66,195 | 2,713,995 |
The PNC Financial Services Group, Inc. | 65,779 | 6,049,037 |
U.S. Bancorp | 223,351 | 9,963,688 |
Wells Fargo & Co. | 591,676 | 32,417,928 |
137,006,561 |
Security | Number of Shares | Value ($) |
Capital Goods 7.9% | ||
AGCO Corp. | 10,672 | 530,825 |
Allison Transmission Holdings, Inc. | 19,876 | 632,454 |
Eaton Corp. plc | 59,257 | 4,207,840 |
Emerson Electric Co. | 86,963 | 5,036,897 |
General Dynamics Corp. | 39,716 | 5,511,786 |
General Electric Co. | 1,259,949 | 32,746,075 |
Honeywell International, Inc. | 98,568 | 10,130,819 |
Hubbell, Inc., Class B | 6,777 | 771,223 |
Ingersoll-Rand plc | 33,320 | 2,238,771 |
Joy Global, Inc. | 12,180 | 539,818 |
L-3 Communications Holdings, Inc. | 10,735 | 1,389,431 |
Lockheed Martin Corp. | 33,589 | 6,719,479 |
Masco Corp. | 44,372 | 1,162,103 |
Northrop Grumman Corp. | 25,255 | 4,185,006 |
Oshkosh Corp. | 10,419 | 508,343 |
Owens Corning | 15,408 | 611,081 |
Parker-Hannifin Corp. | 18,575 | 2,278,967 |
Raytheon Co. | 38,653 | 4,204,287 |
Rockwell Automation, Inc. | 17,137 | 2,005,714 |
Rockwell Collins, Inc. | 16,860 | 1,501,889 |
Textron, Inc. | 34,801 | 1,542,032 |
The Timken Co. | 8,703 | 369,703 |
Trinity Industries, Inc. | 19,482 | 654,985 |
United Technologies Corp. | 106,505 | 12,984,025 |
Xylem, Inc. | 22,745 | 811,996 |
103,275,549 | ||
Commercial & Professional Services 0.6% | ||
Cintas Corp. | 12,006 | 1,002,261 |
Republic Services, Inc. | 31,461 | 1,287,384 |
The ADT Corp. | 21,613 | 847,662 |
Tyco International plc | 52,265 | 2,206,628 |
Waste Management, Inc. | 53,987 | 2,941,212 |
8,285,147 | ||
Consumer Durables & Apparel 0.7% | ||
Coach, Inc. | 34,232 | 1,490,804 |
Garmin Ltd. | 15,088 | 748,817 |
Hasbro, Inc. | 14,273 | 889,422 |
Leggett & Platt, Inc. | 16,983 | 765,084 |
Mattel, Inc. | 42,111 | 1,108,361 |
Newell Rubbermaid, Inc. | 34,106 | 1,340,025 |
PulteGroup, Inc. | 42,134 | 950,543 |
Whirlpool Corp. | 9,665 | 2,048,497 |
9,341,553 | ||
Consumer Services 1.6% | ||
Aramark | 14,537 | 460,096 |
Carnival Corp. | 56,090 | 2,467,399 |
Darden Restaurants, Inc. | 16,478 | 1,054,592 |
H&R Block, Inc. | 34,247 | 1,169,535 |
International Game Technology | 30,836 | 550,114 |
McDonald's Corp. | 122,290 | 12,094,481 |
MGM Resorts International * | 46,567 | 1,011,901 |
Wyndham Worldwide Corp. | 15,569 | 1,424,252 |
20,232,370 |
Security | Number of Shares | Value ($) |
Diversified Financials 3.2% | ||
Capital One Financial Corp. | 70,831 | 5,575,108 |
CME Group, Inc. | 40,235 | 3,859,744 |
Discover Financial Services | 56,633 | 3,453,480 |
Eaton Vance Corp. | 14,793 | 622,785 |
Invesco Ltd. | 53,960 | 2,172,969 |
Legg Mason, Inc. | 12,630 | 723,320 |
Navient Corp. | 52,240 | 1,117,936 |
Northern Trust Corp. | 27,540 | 1,923,118 |
Santander Consumer USA Holdings, Inc. | 12,634 | 284,644 |
State Street Corp. | 52,205 | 3,886,662 |
Synchrony Financial * | 15,504 | 495,353 |
The Bank of New York Mellon Corp. | 141,160 | 5,525,003 |
The Goldman Sachs Group, Inc. | 51,384 | 9,752,169 |
The NASDAQ OMX Group, Inc. | 15,148 | 759,824 |
Voya Financial, Inc. | 24,203 | 1,069,531 |
41,221,646 | ||
Energy 10.1% | ||
Apache Corp. | 48,045 | 3,163,283 |
Chesapeake Energy Corp. | 64,796 | 1,080,797 |
Chevron Corp. | 236,980 | 25,281,026 |
Cobalt International Energy, Inc. * | 34,386 | 352,113 |
ConocoPhillips | 154,918 | 10,100,654 |
CONSOL Energy, Inc. | 28,692 | 923,882 |
CVR Energy, Inc. (a) | 2,516 | 105,647 |
Diamond Offshore Drilling, Inc. (a) | 8,356 | 254,273 |
Ensco plc, Class A | 29,173 | 713,863 |
Exxon Mobil Corp. | 531,481 | 47,057,328 |
Helmerich & Payne, Inc. | 13,542 | 908,127 |
Kinder Morgan, Inc. | 213,042 | 8,736,852 |
Marathon Oil Corp. | 84,114 | 2,343,416 |
Marathon Petroleum Corp. | 35,340 | 3,710,700 |
Murphy Oil Corp. | 20,816 | 1,059,326 |
Noble Corp. plc | 31,662 | 526,856 |
Occidental Petroleum Corp. | 97,227 | 7,572,039 |
Phillips 66 | 69,644 | 5,464,268 |
QEP Resources, Inc. | 20,632 | 443,175 |
Spectra Energy Corp. | 83,610 | 2,967,319 |
The Williams Cos., Inc. | 83,846 | 4,111,808 |
Transocean Ltd. (a) | 44,515 | 718,027 |
Valero Energy Corp. | 66,195 | 4,083,570 |
131,678,349 | ||
Food & Staples Retailing 1.9% | ||
Sprouts Farmers Market, Inc. * | 15,611 | 574,641 |
Sysco Corp. | 73,097 | 2,850,052 |
The Kroger Co. | 61,806 | 4,397,497 |
Wal-Mart Stores, Inc. | 197,815 | 16,602,613 |
24,424,803 | ||
Food, Beverage & Tobacco 7.3% | ||
Altria Group, Inc. | 248,357 | 13,980,016 |
Archer-Daniels-Midland Co. | 80,448 | 3,851,850 |
Bunge Ltd. | 18,230 | 1,490,849 |
Campbell Soup Co. | 22,278 | 1,037,932 |
Coca-Cola Enterprises, Inc. | 28,105 | 1,298,451 |
ConAgra Foods, Inc. | 52,633 | 1,841,102 |
Security | Number of Shares | Value ($) |
Dr. Pepper Snapple Group, Inc. | 24,361 | 1,919,403 |
Flowers Foods, Inc. | 23,006 | 497,850 |
General Mills, Inc. | 75,156 | 4,042,641 |
Hormel Foods Corp. | 16,770 | 981,213 |
Ingredion, Inc. | 9,274 | 762,416 |
Kellogg Co. | 31,890 | 2,056,267 |
Kraft Foods Group, Inc. | 74,020 | 4,741,721 |
Lorillard, Inc. | 44,835 | 3,067,611 |
McCormick & Co., Inc. Non-Voting Shares | 16,165 | 1,218,518 |
Molson Coors Brewing Co., Class B | 19,815 | 1,503,760 |
Mondelez International, Inc., Class A | 210,341 | 7,768,945 |
Philip Morris International, Inc. | 194,867 | 16,166,166 |
Pilgrim's Pride Corp. (a) | 7,702 | 211,266 |
Reynolds American, Inc. | 38,358 | 2,900,632 |
The Coca-Cola Co. | 495,248 | 21,444,238 |
The J.M. Smucker Co. | 12,682 | 1,462,869 |
Tyson Foods, Inc., Class A | 36,496 | 1,507,650 |
95,753,366 | ||
Health Care Equipment & Services 2.8% | ||
Abbott Laboratories | 189,535 | 8,978,273 |
Anthem, Inc. | 33,650 | 4,928,042 |
Baxter International, Inc. | 67,917 | 4,696,461 |
Boston Scientific Corp. * | 165,301 | 2,793,587 |
Cardinal Health, Inc. | 42,547 | 3,743,711 |
Humana, Inc. | 19,151 | 3,148,041 |
IMS Health Holdings, Inc. * | 8,256 | 217,298 |
Omnicare, Inc. | 12,125 | 930,472 |
Patterson Cos., Inc. | 10,946 | 548,121 |
Quest Diagnostics, Inc. | 18,081 | 1,268,201 |
St. Jude Medical, Inc. | 35,434 | 2,362,739 |
Zimmer Holdings, Inc. | 20,989 | 2,526,866 |
36,141,812 | ||
Household & Personal Products 2.8% | ||
Avon Products, Inc. | 54,205 | 461,285 |
Coty, Inc., Class A * | 8,443 | 190,812 |
Kimberly-Clark Corp. | 46,565 | 5,106,318 |
The Clorox Co. | 16,019 | 1,740,304 |
The Procter & Gamble Co. | 339,965 | 28,941,220 |
36,439,939 | ||
Insurance 5.3% | ||
ACE Ltd. | 41,401 | 4,720,128 |
Aflac, Inc. | 56,500 | 3,517,125 |
American Financial Group, Inc. | 8,911 | 561,393 |
American International Group, Inc. | 174,933 | 9,679,043 |
Aon plc | 36,583 | 3,671,470 |
Arthur J. Gallagher & Co. | 19,811 | 930,919 |
Axis Capital Holdings Ltd. | 12,685 | 657,464 |
Brown & Brown, Inc. | 14,286 | 459,152 |
Cincinnati Financial Corp. | 18,349 | 968,093 |
CNA Financial Corp. | 3,584 | 149,919 |
FNF Group | 34,489 | 1,266,436 |
Genworth Financial, Inc., Class A * | 61,872 | 479,508 |
HCC Insurance Holdings, Inc. | 14,136 | 789,920 |
Lincoln National Corp. | 32,577 | 1,877,738 |
Loews Corp. | 38,017 | 1,559,077 |
Marsh & McLennan Cos., Inc. | 67,843 | 3,859,588 |
Security | Number of Shares | Value ($) |
MetLife, Inc. | 143,858 | 7,312,302 |
Principal Financial Group, Inc. | 34,118 | 1,745,818 |
Prudential Financial, Inc. | 57,352 | 4,636,909 |
Reinsurance Group of America, Inc. | 8,566 | 765,029 |
The Allstate Corp. | 52,434 | 3,701,840 |
The Chubb Corp. | 29,318 | 2,944,993 |
The Hartford Financial Services Group, Inc. | 54,000 | 2,211,840 |
The Progressive Corp. | 67,081 | 1,787,709 |
The Travelers Cos., Inc. | 41,449 | 4,453,281 |
Torchmark Corp. | 16,240 | 864,780 |
Unum Group | 31,692 | 1,063,584 |
Willis Group Holdings plc | 22,152 | 1,057,093 |
XL Group plc | 33,124 | 1,199,089 |
68,891,240 | ||
Materials 3.5% | ||
Air Products & Chemicals, Inc. | 24,314 | 3,796,388 |
Albemarle Corp. | 13,895 | 786,040 |
Alcoa, Inc. | 146,664 | 2,169,161 |
Ashland, Inc. | 7,999 | 1,020,832 |
Avery Dennison Corp. | 11,363 | 608,489 |
Celanese Corp., Series A | 19,289 | 1,101,595 |
E.I. du Pont de Nemours & Co. | 114,320 | 8,899,812 |
Eastman Chemical Co. | 18,519 | 1,378,925 |
Freeport-McMoRan, Inc. | 129,541 | 2,801,972 |
Huntsman Corp. | 25,291 | 568,036 |
International Flavors & Fragrances, Inc. | 10,126 | 1,234,663 |
International Paper Co. | 53,263 | 3,004,566 |
MeadWestvaco Corp. | 20,934 | 1,110,758 |
Newmont Mining Corp. | 62,180 | 1,637,199 |
Nucor Corp. | 39,743 | 1,869,113 |
Owens-Illinois, Inc. * | 19,481 | 509,623 |
Reliance Steel & Aluminum Co. | 9,616 | 548,208 |
RPM International, Inc. | 16,615 | 839,888 |
Sealed Air Corp. | 25,991 | 1,224,956 |
The Dow Chemical Co. | 138,527 | 6,821,069 |
The Mosaic Co. | 39,732 | 2,116,126 |
Vulcan Materials Co. | 16,279 | 1,351,157 |
Westlake Chemical Corp. | 5,426 | 362,240 |
45,760,816 | ||
Media 2.0% | ||
Cablevision Systems Corp., Class A | 26,689 | 501,219 |
CBS Corp., Class B Non-Voting Shares | 59,221 | 3,499,961 |
Gannett Co., Inc. | 28,107 | 994,988 |
News Corp., Class A * | 62,079 | 1,072,415 |
Omnicom Group, Inc. | 31,319 | 2,491,113 |
The Interpublic Group of Cos., Inc. | 52,517 | 1,171,129 |
Time Warner, Inc. | 104,816 | 8,580,238 |
Twenty-First Century Fox, Inc., Class A | 231,834 | 8,114,190 |
26,425,253 | ||
Pharmaceuticals, Biotechnology & Life Sciences 9.4% | ||
AbbVie, Inc. | 199,591 | 12,075,255 |
Bristol-Myers Squibb Co. | 207,797 | 12,658,993 |
Eli Lilly & Co. | 122,569 | 8,600,667 |
Security | Number of Shares | Value ($) |
Hospira, Inc. * | 21,008 | 1,839,040 |
Johnson & Johnson | 351,837 | 36,066,811 |
Merck & Co., Inc. | 357,268 | 20,914,469 |
Mylan, Inc. * | 46,658 | 2,674,670 |
PerkinElmer, Inc. | 13,645 | 641,315 |
Pfizer, Inc. | 789,572 | 27,098,111 |
Quintiles Transnational Holdings, Inc. * | 9,562 | 621,339 |
123,190,670 | ||
Real Estate 2.9% | ||
Alexandria Real Estate Equities, Inc. | 9,319 | 893,785 |
American Capital Agency Corp. | 43,968 | 942,454 |
American Realty Capital Properties, Inc. | 113,168 | 1,110,178 |
Annaly Capital Management, Inc. | 118,092 | 1,254,137 |
Apartment Investment & Management Co., Class A | 20,702 | 780,051 |
Brixmor Property Group, Inc. | 17,536 | 445,414 |
Camden Property Trust | 10,695 | 778,489 |
Corrections Corp. of America | 14,496 | 578,245 |
DDR Corp. | 40,086 | 759,229 |
Duke Realty Corp. | 41,446 | 885,287 |
Equity Residential | 45,083 | 3,472,743 |
General Growth Properties, Inc. | 78,484 | 2,276,821 |
HCP, Inc. | 57,160 | 2,421,298 |
Health Care REIT, Inc. | 41,125 | 3,171,149 |
Iron Mountain, Inc. | 22,909 | 841,906 |
Kilroy Realty Corp. | 11,214 | 829,500 |
Kimco Realty Corp. | 51,272 | 1,347,428 |
Lamar Advertising Co., Class A | 9,533 | 553,867 |
Liberty Property Trust | 18,455 | 686,895 |
National Retail Properties, Inc. | 16,682 | 671,284 |
Plum Creek Timber Co., Inc. | 21,946 | 953,334 |
Prologis, Inc. | 62,373 | 2,663,951 |
Rayonier, Inc. | 16,687 | 457,391 |
Realty Income Corp. | 27,746 | 1,388,965 |
Regency Centers Corp. | 12,048 | 790,710 |
Senior Housing Properties Trust | 26,620 | 594,957 |
The Macerich Co. | 17,740 | 1,483,951 |
UDR, Inc. | 31,325 | 1,000,521 |
Weingarten Realty Investors | 13,832 | 500,995 |
Weyerhaeuser Co. | 65,908 | 2,314,030 |
WP Carey, Inc. | 12,490 | 856,564 |
37,705,529 | ||
Retailing 1.4% | ||
Best Buy Co., Inc. | 37,275 | 1,420,178 |
Dillard's, Inc., Class A | 3,278 | 426,665 |
Foot Locker, Inc. | 17,894 | 1,005,106 |
GameStop Corp., Class A (a) | 13,877 | 513,033 |
Genuine Parts Co. | 19,113 | 1,836,377 |
Kohl's Corp. | 25,534 | 1,884,409 |
Macy's, Inc. | 42,945 | 2,736,455 |
Staples, Inc. | 80,326 | 1,346,665 |
Target Corp. | 80,193 | 6,161,228 |
The Gap, Inc. | 34,197 | 1,422,595 |
18,752,711 |
Security | Number of Shares | Value ($) |
Semiconductors & Semiconductor Equipment 3.1% | ||
Analog Devices, Inc. | 39,129 | 2,290,612 |
Applied Materials, Inc. | 155,336 | 3,891,167 |
Intel Corp. | 606,518 | 20,166,723 |
KLA-Tencor Corp. | 20,522 | 1,333,007 |
Linear Technology Corp. | 29,730 | 1,432,540 |
Marvell Technology Group Ltd. | 52,612 | 848,105 |
Maxim Integrated Products, Inc. | 35,205 | 1,210,876 |
Microchip Technology, Inc. | 24,989 | 1,281,186 |
Texas Instruments, Inc. | 132,062 | 7,765,246 |
40,219,462 | ||
Software & Services 6.3% | ||
Amdocs Ltd. | 20,224 | 1,061,760 |
CA, Inc. | 39,913 | 1,297,971 |
Cadence Design Systems, Inc. * | 35,193 | 645,967 |
Computer Sciences Corp. | 18,023 | 1,278,191 |
International Business Machines Corp. | 115,407 | 18,689,010 |
Microsoft Corp. | 1,035,073 | 45,387,951 |
Paychex, Inc. | 40,699 | 2,028,235 |
Solera Holdings, Inc. | 8,556 | 476,911 |
Symantec Corp. | 86,182 | 2,168,339 |
The Western Union Co. | 66,071 | 1,289,706 |
Total System Services, Inc. | 21,925 | 837,535 |
Xerox Corp. | 135,081 | 1,843,856 |
Yahoo! Inc. * | 110,166 | 4,878,150 |
81,883,582 | ||
Technology Hardware & Equipment 3.5% | ||
Arrow Electronics, Inc. * | 12,265 | 759,939 |
Avnet, Inc. | 17,176 | 786,833 |
Cisco Systems, Inc. | 641,426 | 18,928,481 |
Corning, Inc. | 160,969 | 3,927,644 |
Harris Corp. | 13,037 | 1,012,714 |
Hewlett-Packard Co. | 234,512 | 8,170,398 |
Jabil Circuit, Inc. | 25,673 | 564,036 |
Motorola Solutions, Inc. | 26,521 | 1,801,837 |
NCR Corp. * | 20,728 | 609,610 |
Seagate Technology plc | 40,705 | 2,487,890 |
TE Connectivity Ltd. | 50,948 | 3,674,879 |
Western Digital Corp. | 27,438 | 2,935,317 |
45,659,578 | ||
Telecommunication Services 4.1% | ||
AT&T, Inc. | 649,981 | 22,463,343 |
CenturyLink, Inc. | 71,040 | 2,689,574 |
Frontier Communications Corp. | 123,828 | 988,148 |
Sprint Corp. * | 98,361 | 503,608 |
Verizon Communications, Inc. | 520,444 | 25,735,956 |
Windstream Holdings, Inc. | 73,875 | 582,874 |
Zayo Group Holdings, Inc. * | 2,788 | 81,577 |
53,045,080 |
Security | Number of Shares | Value ($) |
Transportation 0.7% | ||
CSX Corp. | 125,108 | 4,292,456 |
Expeditors International of Washington, Inc. | 24,314 | 1,174,366 |
Norfolk Southern Corp. | 38,513 | 4,204,079 |
9,670,901 | ||
Utilities 5.9% | ||
AES Corp. | 82,740 | 1,073,138 |
AGL Resources, Inc. | 14,891 | 731,297 |
Alliant Energy Corp. | 13,698 | 871,193 |
Ameren Corp. | 30,233 | 1,282,182 |
American Electric Power Co., Inc. | 60,942 | 3,509,040 |
American Water Works Co., Inc. | 22,381 | 1,210,364 |
Aqua America, Inc. | 21,534 | 569,359 |
CenterPoint Energy, Inc. | 53,577 | 1,113,866 |
CMS Energy Corp. | 36,473 | 1,281,297 |
Consolidated Edison, Inc. | 36,524 | 2,306,125 |
Dominion Resources, Inc. | 73,538 | 5,301,354 |
DTE Energy Co. | 22,026 | 1,806,793 |
Duke Energy Corp. | 89,442 | 7,025,669 |
Edison International | 40,582 | 2,607,394 |
Entergy Corp. | 22,371 | 1,778,718 |
Eversource Energy | 39,448 | 2,041,434 |
Exelon Corp. | 107,122 | 3,633,578 |
FirstEnergy Corp. | 52,380 | 1,832,252 |
Integrys Energy Group, Inc. | 9,872 | 737,735 |
MDU Resources Group, Inc. | 23,561 | 525,410 |
National Fuel Gas Co. | 10,442 | 672,569 |
NextEra Energy, Inc. | 54,408 | 5,629,052 |
NiSource, Inc. | 39,265 | 1,684,861 |
NRG Energy, Inc. | 42,105 | 1,009,678 |
OGE Energy Corp. | 24,879 | 808,816 |
Pepco Holdings, Inc. | 30,709 | 833,442 |
PG&E Corp. | 59,898 | 3,218,320 |
Pinnacle West Capital Corp. | 13,776 | 882,766 |
PPL Corp. | 82,803 | 2,823,582 |
Public Service Enterprise Group, Inc. | 63,052 | 2,651,967 |
SCANA Corp. | 17,748 | 1,010,749 |
Sempra Energy | 28,871 | 3,123,842 |
TECO Energy, Inc. | 27,508 | 539,982 |
The Southern Co. | 115,395 | 5,283,937 |
UGI Corp. | 23,841 | 810,356 |
Westar Energy, Inc. | 17,428 | 677,078 |
Wisconsin Energy Corp. | 28,080 | 1,431,518 |
Xcel Energy, Inc. | 63,016 | 2,223,205 |
76,553,918 | ||
Total Common Stock | ||
(Cost $1,111,733,474) | 1,297,442,210 | |
Other Investment Companies 0.3% of net assets | ||
Equity Fund 0.2% | ||
iShares Russell 1000 Value ETF | 23,000 | 2,416,380 |
Security | Number of Shares | Value ($) |
Money Market Fund 0.0% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (b) | 557,883 | 557,883 |
Securities Lending Collateral 0.1% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (b) | 975,592 | 975,592 |
Total Other Investment Companies | ||
(Cost $3,896,911) | 3,949,855 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $1,352,636. Non-Cash Collateral pledged to the fund for securities on loan amounted to $392,816. |
(b) | The rate shown is the 7-day yield. |
ETF – | Exchange Traded Fund |
REIT – | Real Estate Investment Trust |
Holdings by Category | Cost ($) | Value ($) | |
99.9% | Common Stock | 1,364,949,965 | 1,617,855,348 |
1.3% | Other Investment Companies | 21,721,092 | 21,721,092 |
0.0% | Short-Term Investment | 249,997 | 249,999 |
101.2% | Total Investments | 1,386,921,054 | 1,639,826,439 |
(1.2)% | Other Assets and Liabilities, Net | (20,121,142) | |
100.0% | Net Assets | 1,619,705,297 |
Security | Number of Shares | Value ($) |
Common Stock 99.9% of net assets | ||
Automobiles & Components 1.1% | ||
Dana Holding Corp. | 103,075 | 2,252,189 |
Gentex Corp. | 182,244 | 3,211,139 |
Lear Corp. | 48,646 | 5,298,522 |
The Goodyear Tire & Rubber Co. | 169,669 | 4,535,252 |
Visteon Corp. * | 27,658 | 2,780,459 |
18,077,561 | ||
Banks 3.3% | ||
Associated Banc-Corp. | 93,636 | 1,745,375 |
BankUnited, Inc. | 65,863 | 2,134,620 |
BOK Financial Corp. | 13,065 | 770,835 |
City National Corp. | 29,718 | 2,685,616 |
Commerce Bancshares, Inc. | 49,993 | 2,075,709 |
Cullen/Frost Bankers, Inc. | 33,703 | 2,285,063 |
East West Bancorp, Inc. | 86,742 | 3,465,343 |
First Niagara Financial Group, Inc. | 214,398 | 1,899,566 |
First Republic Bank | 75,526 | 4,304,982 |
Hudson City Bancorp, Inc. | 291,638 | 2,846,387 |
Huntington Bancshares, Inc. | 504,509 | 5,519,329 |
Nationstar Mortgage Holdings, Inc. *(a) | 15,373 | 409,690 |
New York Community Bancorp, Inc. | 268,076 | 4,452,742 |
Ocwen Financial Corp. *(a) | 69,117 | 562,612 |
People's United Financial, Inc. | 188,104 | 2,846,014 |
Popular, Inc. * | 64,578 | 2,228,587 |
Prosperity Bancshares, Inc. | 36,079 | 1,866,367 |
Signature Bank * | 31,096 | 3,835,692 |
SVB Financial Group * | 31,038 | 3,814,570 |
Security | Number of Shares | Value ($) |
TFS Financial Corp. | 52,812 | 744,649 |
Zions Bancorp | 126,574 | 3,383,956 |
53,877,704 | ||
Capital Goods 11.7% | ||
A.O. Smith Corp. | 46,765 | 2,947,598 |
Acuity Brands, Inc. | 26,975 | 4,274,998 |
AECOM * | 93,589 | 2,813,285 |
AGCO Corp. | 51,630 | 2,568,076 |
Allegion plc | 59,813 | 3,453,004 |
Allison Transmission Holdings, Inc. | 104,723 | 3,332,286 |
Armstrong World Industries, Inc. * | 27,021 | 1,508,582 |
B/E Aerospace, Inc. * | 65,250 | 4,145,985 |
Carlisle Cos., Inc. | 40,194 | 3,740,856 |
Chicago Bridge & Iron Co. N.V. (a) | 60,126 | 2,775,416 |
CLARCOR, Inc. | 29,848 | 1,964,297 |
Colfax Corp. * | 59,346 | 3,126,347 |
Crane Co. | 31,041 | 2,074,470 |
Donaldson Co., Inc. | 77,645 | 2,875,971 |
EMCOR Group, Inc. | 40,508 | 1,783,567 |
Fortune Brands Home & Security, Inc. | 98,120 | 4,544,918 |
Generac Holdings, Inc. * | 42,658 | 2,102,613 |
Graco, Inc. | 37,350 | 2,830,383 |
HD Supply Holdings, Inc. * | 95,326 | 2,812,594 |
Hexcel Corp. | 58,124 | 2,765,540 |
Hubbell, Inc., Class B | 33,919 | 3,859,982 |
IDEX Corp. | 49,116 | 3,794,702 |
ITT Corp. | 55,384 | 2,274,621 |
Jacobs Engineering Group, Inc. * | 79,250 | 3,513,945 |
Joy Global, Inc. | 59,446 | 2,634,647 |
KBR, Inc. | 88,059 | 1,434,481 |
Kennametal, Inc. | 47,473 | 1,661,555 |
KLX, Inc. * | 31,987 | 1,277,561 |
Lennox International, Inc. | 26,266 | 2,738,493 |
Lincoln Electric Holdings, Inc. | 48,033 | 3,316,198 |
Masco Corp. | 219,817 | 5,757,007 |
MSC Industrial Direct Co., Inc., Class A | 32,018 | 2,336,994 |
Nordson Corp. | 35,383 | 2,722,014 |
NOW, Inc. *(a) | 64,754 | 1,376,023 |
Oshkosh Corp. | 48,686 | 2,375,390 |
Owens Corning | 71,736 | 2,845,050 |
Pall Corp. | 65,659 | 6,619,084 |
Quanta Services, Inc. * | 136,722 | 3,934,859 |
Regal-Beloit Corp. | 28,366 | 2,210,846 |
Sensata Technologies Holding N.V. * | 103,955 | 5,586,542 |
Snap-on, Inc. | 35,863 | 5,280,109 |
SolarCity Corp. *(a) | 31,304 | 1,607,773 |
Spirit AeroSystems Holdings, Inc., Class A * | 80,388 | 3,955,893 |
SPX Corp. | 25,739 | 2,294,117 |
Teledyne Technologies, Inc. * | 22,831 | 2,302,050 |
Terex Corp. | 66,285 | 1,816,872 |
The Babcock & Wilcox Co. | 67,496 | 2,095,076 |
The Manitowoc Co., Inc. | 85,544 | 1,893,089 |
The Middleby Corp. * | 35,284 | 3,761,627 |
The Timken Co. | 46,221 | 1,963,468 |
The Toro Co. | 34,738 | 2,350,026 |
TransDigm Group, Inc. | 30,281 | 6,566,738 |
Security | Number of Shares | Value ($) |
Trinity Industries, Inc. | 97,008 | 3,261,409 |
Triumph Group, Inc. | 31,106 | 1,859,828 |
United Rentals, Inc. * | 61,726 | 5,744,222 |
USG Corp. * | 54,101 | 1,525,107 |
Valmont Industries, Inc. (a) | 14,887 | 1,855,665 |
WABCO Holdings, Inc. * | 34,066 | 3,979,931 |
Wabtec Corp. | 59,414 | 5,637,794 |
Watsco, Inc. | 16,388 | 1,921,329 |
WESCO International, Inc. * | 26,786 | 1,859,752 |
Woodward, Inc. | 35,122 | 1,705,173 |
Xylem, Inc. | 113,344 | 4,046,381 |
189,994,209 | ||
Commercial & Professional Services 3.1% | ||
Cintas Corp. | 59,628 | 4,977,745 |
Clean Harbors, Inc. * | 34,879 | 1,942,412 |
Copart, Inc. * | 69,074 | 2,584,749 |
Equifax, Inc. | 74,044 | 6,913,488 |
KAR Auction Services, Inc. | 88,639 | 3,232,664 |
ManpowerGroup, Inc. | 49,160 | 3,955,414 |
Pitney Bowes, Inc. | 123,201 | 2,854,567 |
Robert Half International, Inc. | 84,417 | 5,230,477 |
Rollins, Inc. | 39,896 | 1,338,112 |
The ADT Corp. | 108,119 | 4,240,427 |
The Dun & Bradstreet Corp. | 22,541 | 2,986,232 |
Towers Watson & Co., Class A | 43,459 | 5,714,859 |
Waste Connections, Inc. | 75,143 | 3,529,467 |
49,500,613 | ||
Consumer Durables & Apparel 5.3% | ||
Brunswick Corp. | 57,538 | 3,120,861 |
Carter's, Inc. | 33,010 | 2,930,298 |
D.R. Horton, Inc. | 204,958 | 5,597,403 |
Fossil Group, Inc. * | 28,101 | 2,416,967 |
Hanesbrands, Inc. | 61,323 | 7,821,135 |
Harman International Industries, Inc. | 42,489 | 5,863,057 |
Hasbro, Inc. | 70,654 | 4,402,804 |
Jarden Corp. * | 110,681 | 5,873,841 |
Leggett & Platt, Inc. | 84,665 | 3,814,158 |
Lennar Corp., Class A | 109,713 | 5,508,690 |
lululemon athletica, Inc. * | 64,551 | 4,417,870 |
Mohawk Industries, Inc. * | 38,460 | 7,090,101 |
Newell Rubbermaid, Inc. | 167,766 | 6,591,526 |
NVR, Inc. * | 2,420 | 3,223,440 |
Polaris Industries, Inc. | 37,717 | 5,783,148 |
PulteGroup, Inc. | 204,882 | 4,622,138 |
Toll Brothers, Inc. * | 100,194 | 3,838,432 |
Tupperware Brands Corp. | 31,622 | 2,257,811 |
85,173,680 | ||
Consumer Services 2.5% | ||
Aramark | 88,272 | 2,793,809 |
Brinker International, Inc. | 38,877 | 2,311,626 |
Darden Restaurants, Inc. | 77,010 | 4,928,640 |
Domino's Pizza, Inc. | 34,353 | 3,487,860 |
Dunkin' Brands Group, Inc. | 64,959 | 3,043,979 |
Extended Stay America, Inc. | 35,580 | 686,694 |
Graham Holdings Co., Class B | 2,737 | 2,699,722 |
H&R Block, Inc. | 171,270 | 5,848,870 |
Security | Number of Shares | Value ($) |
International Game Technology | 154,203 | 2,750,982 |
Norwegian Cruise Line Holdings Ltd. * | 63,178 | 3,115,939 |
Panera Bread Co., Class A * | 15,583 | 2,515,564 |
Service Corp. International | 127,780 | 3,175,333 |
Six Flags Entertainment Corp. | 54,105 | 2,450,415 |
39,809,433 | ||
Diversified Financials 3.0% | ||
CBOE Holdings, Inc. | 52,806 | 3,169,944 |
E*TRADE Financial Corp. * | 179,515 | 4,673,673 |
Eaton Vance Corp. | 73,722 | 3,103,696 |
Federated Investors, Inc., Class B | 60,151 | 1,980,772 |
Legg Mason, Inc. | 61,547 | 3,524,797 |
LPL Financial Holdings, Inc. | 46,651 | 2,092,764 |
MSCI, Inc. | 68,504 | 3,843,759 |
Navient Corp. | 253,832 | 5,432,005 |
Raymond James Financial, Inc. | 77,975 | 4,454,712 |
Santander Consumer USA Holdings, Inc. | 61,317 | 1,381,472 |
SEI Investments Co. | 82,301 | 3,542,235 |
The NASDAQ OMX Group, Inc. | 71,422 | 3,582,528 |
Voya Financial, Inc. | 119,027 | 5,259,803 |
Waddell & Reed Financial, Inc., Class A | 50,998 | 2,522,361 |
48,564,521 | ||
Energy 4.5% | ||
Atwood Oceanics, Inc. | 37,852 | 1,173,791 |
Cobalt International Energy, Inc. * | 179,909 | 1,842,268 |
Core Laboratories N.V. (a) | 27,072 | 2,975,754 |
CVR Energy, Inc. (a) | 7,655 | 321,433 |
Denbury Resources, Inc. | 213,474 | 1,793,182 |
Diamond Offshore Drilling, Inc. (a) | 42,633 | 1,297,322 |
Dresser-Rand Group, Inc. * | 47,283 | 3,848,363 |
Dril-Quip, Inc. * | 24,089 | 1,750,307 |
Energen Corp. | 44,179 | 2,855,731 |
EP Energy Corp., Class A * | 22,476 | 252,855 |
Frank's International N.V. | 22,727 | 403,632 |
Gulfport Energy Corp. * | 51,690 | 2,367,919 |
Helmerich & Payne, Inc. | 67,618 | 4,534,463 |
Kosmos Energy Ltd. * | 71,680 | 643,686 |
Laredo Petroleum, Inc. *(a) | 50,489 | 602,334 |
Nabors Industries Ltd. | 175,342 | 2,246,131 |
Newfield Exploration Co. * | 85,250 | 2,815,807 |
Noble Corp. plc | 158,635 | 2,639,686 |
Oasis Petroleum, Inc. * | 66,418 | 951,770 |
Oceaneering International, Inc. | 65,327 | 3,562,281 |
Oil States International, Inc. * | 33,829 | 1,470,885 |
Patterson-UTI Energy, Inc. | 88,337 | 1,650,577 |
QEP Resources, Inc. | 104,008 | 2,234,092 |
Rosetta Resources, Inc. * | 37,146 | 658,599 |
Rowan Cos. plc, Class A | 77,132 | 1,666,823 |
RPC, Inc. | 39,951 | 536,941 |
SM Energy Co. | 42,689 | 2,071,270 |
Superior Energy Services, Inc. | 93,372 | 2,089,665 |
Targa Resources Corp. | 21,544 | 2,145,352 |
Teekay Corp. | 27,684 | 1,224,740 |
Tesoro Corp. | 77,816 | 7,146,621 |
Ultra Petroleum Corp. *(a) | 96,140 | 1,564,198 |
Security | Number of Shares | Value ($) |
Western Refining, Inc. | 46,731 | 2,201,030 |
Whiting Petroleum Corp. * | 103,484 | 3,500,864 |
World Fuel Services Corp. | 45,560 | 2,494,410 |
WPX Energy, Inc. * | 122,881 | 1,324,657 |
72,859,439 | ||
Food & Staples Retailing 0.6% | ||
Rite Aid Corp. * | 562,801 | 4,491,152 |
Sprouts Farmers Market, Inc. * | 77,379 | 2,848,321 |
United Natural Foods, Inc. * | 30,782 | 2,556,137 |
9,895,610 | ||
Food, Beverage & Tobacco 1.1% | ||
Flowers Foods, Inc. | 111,843 | 2,420,283 |
Ingredion, Inc. | 44,621 | 3,668,292 |
Pilgrim's Pride Corp. (a) | 39,618 | 1,086,722 |
Pinnacle Foods, Inc. | 56,447 | 2,049,026 |
Seaboard Corp. * | 171 | 685,710 |
The Hain Celestial Group, Inc. * | 62,328 | 3,897,370 |
The WhiteWave Foods Co. * | 107,634 | 4,407,612 |
18,215,015 | ||
Health Care Equipment & Services 4.5% | ||
Align Technology, Inc. * | 44,117 | 2,530,110 |
athenahealth, Inc. * | 23,388 | 2,971,913 |
Brookdale Senior Living, Inc. * | 114,204 | 4,283,792 |
Centene Corp. * | 71,957 | 4,422,477 |
Community Health Systems, Inc. * | 71,319 | 3,460,398 |
DENTSPLY International, Inc. | 88,153 | 4,672,991 |
Envision Healthcare Holdings, Inc. * | 82,340 | 3,015,291 |
Hologic, Inc. * | 149,193 | 4,830,869 |
IDEXX Laboratories, Inc. * | 29,703 | 4,658,322 |
MEDNAX, Inc. * | 61,790 | 4,416,131 |
Omnicare, Inc. | 60,228 | 4,621,897 |
Patterson Cos., Inc. | 53,749 | 2,691,481 |
Premier, Inc., Class A * | 19,484 | 714,284 |
ResMed, Inc. | 86,019 | 5,536,183 |
Sirona Dental Systems, Inc. * | 34,282 | 3,113,491 |
Team Health Holdings, Inc. * | 43,983 | 2,606,872 |
Teleflex, Inc. | 25,738 | 3,132,057 |
Tenet Healthcare Corp. * | 61,130 | 2,830,319 |
The Cooper Cos., Inc. | 29,695 | 4,869,089 |
Veeva Systems, Inc., Class A * | 25,215 | 778,387 |
WellCare Health Plans, Inc. * | 26,496 | 2,406,102 |
72,562,456 | ||
Household & Personal Products 0.8% | ||
Avon Products, Inc. | 266,942 | 2,271,676 |
Coty, Inc., Class A * | 46,409 | 1,048,843 |
Energizer Holdings, Inc. | 37,859 | 5,066,670 |
Herbalife Ltd. *(a) | 43,001 | 1,333,461 |
Nu Skin Enterprises, Inc., Class A (a) | 37,492 | 2,031,317 |
Spectrum Brands Holdings, Inc. | 13,626 | 1,276,484 |
13,028,451 |
Security | Number of Shares | Value ($) |
Insurance 5.7% | ||
Alleghany Corp. * | 9,869 | 4,663,497 |
Allied World Assurance Co. Holdings AG | 58,509 | 2,366,689 |
American Financial Group, Inc. | 46,656 | 2,939,328 |
American National Insurance Co. | 5,302 | 555,385 |
AmTrust Financial Services, Inc. (a) | 19,360 | 1,043,504 |
Arch Capital Group Ltd. * | 81,161 | 4,801,485 |
Arthur J. Gallagher & Co. | 97,837 | 4,597,361 |
Assurant, Inc. | 43,187 | 2,646,068 |
Assured Guaranty Ltd. | 102,455 | 2,717,107 |
Axis Capital Holdings Ltd. | 63,407 | 3,286,385 |
Brown & Brown, Inc. | 73,977 | 2,377,621 |
Cincinnati Financial Corp. | 89,049 | 4,698,225 |
CNO Financial Group, Inc. | 128,778 | 2,093,930 |
Erie Indemnity Co., Class A | 14,824 | 1,288,354 |
Everest Re Group Ltd. | 28,024 | 4,972,298 |
FNF Group | 171,956 | 6,314,224 |
Genworth Financial, Inc., Class A * | 311,041 | 2,410,568 |
HCC Insurance Holdings, Inc. | 60,381 | 3,374,090 |
Markel Corp. * | 8,636 | 6,437,620 |
Old Republic International Corp. | 146,882 | 2,226,731 |
PartnerRe Ltd. | 30,017 | 3,436,947 |
Reinsurance Group of America, Inc. | 43,245 | 3,862,211 |
RenaissanceRe Holdings Ltd. | 24,414 | 2,503,167 |
Torchmark Corp. | 78,078 | 4,157,654 |
Validus Holdings Ltd. | 57,832 | 2,408,124 |
W.R. Berkley Corp. | 63,630 | 3,175,773 |
White Mountains Insurance Group Ltd. | 3,615 | 2,411,747 |
Willis Group Holdings plc | 109,667 | 5,233,309 |
92,999,402 | ||
Materials 7.4% | ||
Airgas, Inc. | 41,251 | 4,835,442 |
Albemarle Corp. | 69,194 | 3,914,305 |
Allegheny Technologies, Inc. | 65,651 | 2,209,813 |
AptarGroup, Inc. | 39,433 | 2,597,452 |
Ashland, Inc. | 39,367 | 5,024,016 |
Avery Dennison Corp. | 56,603 | 3,031,091 |
Axalta Coating Systems Ltd. * | 29,667 | 842,543 |
Axiall Corp. | 44,031 | 2,039,076 |
Bemis Co., Inc. | 60,999 | 2,976,751 |
Carpenter Technology Corp. | 33,908 | 1,436,343 |
Crown Holdings, Inc. * | 87,523 | 4,638,719 |
Cytec Industries, Inc. | 43,273 | 2,273,131 |
Eagle Materials, Inc. | 30,358 | 2,383,103 |
Graphic Packaging Holding Co. * | 203,195 | 3,066,213 |
Huntsman Corp. | 124,152 | 2,788,454 |
International Flavors & Fragrances, Inc. | 49,968 | 6,092,598 |
Martin Marietta Materials, Inc. | 37,960 | 5,402,847 |
MeadWestvaco Corp. | 103,498 | 5,491,604 |
NewMarket Corp. | 6,563 | 3,091,829 |
Owens-Illinois, Inc. * | 102,750 | 2,687,940 |
Packaging Corp. of America | 60,566 | 5,018,499 |
Platform Specialty Products Corp. * | 75,879 | 1,956,161 |
Reliance Steel & Aluminum Co. | 48,580 | 2,769,546 |
Rock-Tenn Co., Class A | 86,774 | 5,956,167 |
Royal Gold, Inc. | 40,922 | 2,950,476 |
Security | Number of Shares | Value ($) |
RPM International, Inc. | 84,417 | 4,267,279 |
Sealed Air Corp. | 131,734 | 6,208,623 |
Silgan Holdings, Inc. | 28,011 | 1,608,111 |
Sonoco Products Co. | 62,080 | 2,907,206 |
Steel Dynamics, Inc. | 145,369 | 2,648,623 |
The Scotts Miracle-Gro Co., Class A | 27,052 | 1,772,176 |
The Valspar Corp. | 47,097 | 4,080,955 |
Vulcan Materials Co. | 80,744 | 6,701,752 |
W.R. Grace & Co. * | 45,457 | 4,507,062 |
120,175,906 | ||
Media 1.9% | ||
AMC Networks, Inc., Class A * | 36,929 | 2,659,627 |
Cablevision Systems Corp., Class A | 135,043 | 2,536,108 |
Cinemark Holdings, Inc. | 62,955 | 2,563,528 |
Discovery Communications, Inc., Class A * | 91,927 | 2,969,242 |
Gannett Co., Inc. | 139,008 | 4,920,883 |
Liberty Media Corp., Class A * | 60,566 | 2,335,728 |
Lions Gate Entertainment Corp. | 51,450 | 1,676,755 |
Morningstar, Inc. | 12,875 | 961,119 |
Regal Entertainment Group, Class A (a) | 52,065 | 1,230,817 |
The Interpublic Group of Cos., Inc. | 260,478 | 5,808,659 |
The Madison Square Garden Co., Class A * | 37,167 | 2,912,034 |
30,574,500 | ||
Pharmaceuticals, Biotechnology & Life Sciences 6.0% | ||
Alkermes plc * | 89,545 | 6,290,536 |
Bio-Rad Laboratories, Inc., Class A * | 12,623 | 1,605,393 |
Bio-Techne Corp. | 22,371 | 2,181,844 |
BioMarin Pharmaceutical, Inc. * | 96,208 | 10,300,991 |
Bruker Corp. * | 70,404 | 1,339,788 |
Endo International plc * | 102,049 | 8,735,394 |
Hospira, Inc. * | 104,833 | 9,177,081 |
Incyte Corp. * | 94,451 | 8,108,618 |
Intercept Pharmaceuticals, Inc. *(a) | 7,879 | 1,744,174 |
Jazz Pharmaceuticals plc * | 37,491 | 6,376,844 |
Medivation, Inc. * | 48,090 | 5,652,018 |
Mettler-Toledo International, Inc. * | 17,689 | 5,557,353 |
PerkinElmer, Inc. | 68,292 | 3,209,724 |
Pharmacyclics, Inc. * | 37,871 | 8,177,485 |
Puma Biotechnology, Inc. * | 12,528 | 2,668,589 |
Quintiles Transnational Holdings, Inc. * | 44,675 | 2,902,982 |
Salix Pharmaceuticals Ltd. * | 39,472 | 6,204,998 |
Seattle Genetics, Inc. * | 60,339 | 2,187,289 |
United Therapeutics Corp. * | 29,677 | 4,601,419 |
VWR Corp. * | 15,642 | 384,011 |
97,406,531 | ||
Real Estate 10.3% | ||
Alexandria Real Estate Equities, Inc. | 44,169 | 4,236,249 |
American Campus Communities, Inc. | 65,492 | 2,702,855 |
American Homes 4 Rent, Class A | 87,387 | 1,458,489 |
Security | Number of Shares | Value ($) |
Apartment Investment & Management Co., Class A | 94,370 | 3,555,862 |
BioMed Realty Trust, Inc. | 121,359 | 2,699,024 |
Brixmor Property Group, Inc. | 86,042 | 2,185,467 |
Camden Property Trust | 52,707 | 3,836,543 |
CBL & Associates Properties, Inc. | 106,526 | 2,132,651 |
CBRE Group, Inc., Class A * | 173,494 | 5,943,904 |
Chimera Investment Corp. | 622,525 | 1,998,305 |
Corrections Corp. of America | 72,393 | 2,887,757 |
DDR Corp. | 184,827 | 3,500,623 |
Douglas Emmett, Inc. | 83,607 | 2,413,734 |
Duke Realty Corp. | 210,218 | 4,490,256 |
Equity LifeStyle Properties, Inc. | 49,964 | 2,691,561 |
Extra Space Storage, Inc. | 67,947 | 4,469,554 |
Federal Realty Investment Trust | 42,213 | 5,995,512 |
Forest City Enterprises, Inc., Class A * | 104,991 | 2,651,023 |
Gaming & Leisure Properties, Inc. | 55,646 | 1,883,617 |
Highwoods Properties, Inc. | 56,249 | 2,565,517 |
Home Properties, Inc. | 35,910 | 2,397,711 |
Hospitality Properties Trust | 93,362 | 2,876,483 |
Iron Mountain, Inc. | 116,136 | 4,267,998 |
Jones Lang LaSalle, Inc. | 27,509 | 4,435,826 |
Kilroy Realty Corp. | 51,282 | 3,793,330 |
Lamar Advertising Co., Class A | 49,785 | 2,892,508 |
Liberty Property Trust | 91,442 | 3,403,471 |
MFA Financial, Inc. | 222,783 | 1,773,353 |
Mid-America Apartment Communities, Inc. | 46,452 | 3,366,376 |
National Retail Properties, Inc. | 81,689 | 3,287,165 |
Omega Healthcare Investors, Inc. | 85,873 | 3,440,072 |
Outfront Media, Inc. | 83,490 | 2,500,525 |
Piedmont Office Realty Trust, Inc., Class A | 96,702 | 1,772,548 |
Plum Creek Timber Co., Inc. | 109,236 | 4,745,212 |
Rayonier, Inc. | 79,271 | 2,172,818 |
Realogy Holdings Corp. * | 89,952 | 4,137,792 |
Realty Income Corp. | 136,843 | 6,850,361 |
Regency Centers Corp. | 57,475 | 3,772,084 |
Retail Properties of America, Inc., Class A | 143,360 | 2,269,389 |
RLJ Lodging Trust | 81,867 | 2,604,189 |
Senior Housing Properties Trust | 144,222 | 3,223,362 |
SL Green Realty Corp. | 59,939 | 7,608,057 |
Starwood Property Trust, Inc. | 138,009 | 3,367,420 |
Tanger Factory Outlet Centers, Inc. | 57,882 | 2,051,917 |
Taubman Centers, Inc. | 39,431 | 2,852,439 |
The Howard Hughes Corp. * | 22,318 | 3,343,013 |
Two Harbors Investment Corp. | 229,469 | 2,395,656 |
UDR, Inc. | 157,159 | 5,019,658 |
Weingarten Realty Investors | 67,931 | 2,460,461 |
WP Carey, Inc. | 59,481 | 4,079,207 |
167,458,904 | ||
Retailing 5.0% | ||
Abercrombie & Fitch Co., Class A | 43,324 | 1,071,836 |
Advance Auto Parts, Inc. | 45,063 | 6,981,611 |
AutoNation, Inc. * | 45,671 | 2,808,767 |
Cabela's, Inc. * | 29,939 | 1,629,879 |
Dick's Sporting Goods, Inc. | 60,091 | 3,250,322 |
Dillard's, Inc., Class A | 15,653 | 2,037,394 |
Security | Number of Shares | Value ($) |
Foot Locker, Inc. | 88,199 | 4,954,138 |
GameStop Corp., Class A (a) | 68,226 | 2,522,315 |
GNC Holdings, Inc., Class A | 54,265 | 2,609,604 |
Groupon, Inc. * | 265,316 | 2,170,285 |
HSN, Inc. | 20,477 | 1,383,631 |
J.C. Penney Co., Inc. *(a) | 184,520 | 1,568,420 |
LKQ Corp. * | 185,486 | 4,558,318 |
Penske Automotive Group, Inc. | 27,254 | 1,344,440 |
PetSmart, Inc. | 62,108 | 5,149,374 |
Sally Beauty Holdings, Inc. * | 76,038 | 2,548,794 |
Sears Holdings Corp. *(a) | 32,478 | 1,221,173 |
Signet Jewelers Ltd. | 49,420 | 5,924,470 |
Staples, Inc. | 395,037 | 6,622,795 |
Tractor Supply Co. | 83,861 | 7,389,831 |
Ulta Salon, Cosmetics & Fragrance, Inc. * | 39,927 | 5,620,125 |
Urban Outfitters, Inc. * | 61,077 | 2,379,560 |
Williams-Sonoma, Inc. | 52,781 | 4,246,231 |
zulily, Inc., Class A *(a) | 11,439 | 160,260 |
80,153,573 | ||
Semiconductors & Semiconductor Equipment 2.1% | ||
Atmel Corp. * | 253,411 | 2,113,448 |
Cree, Inc. * | 72,672 | 2,853,103 |
First Solar, Inc. * | 45,926 | 2,743,849 |
Freescale Semiconductor Ltd. * | 63,181 | 2,281,466 |
Marvell Technology Group Ltd. | 265,601 | 4,281,488 |
ON Semiconductor Corp. * | 267,992 | 3,416,898 |
Skyworks Solutions, Inc. | 117,531 | 10,313,345 |
SunEdison, Inc. * | 155,442 | 3,441,486 |
Teradyne, Inc. | 132,205 | 2,554,200 |
33,999,283 | ||
Software & Services 8.1% | ||
Akamai Technologies, Inc. * | 109,357 | 7,601,405 |
Amdocs Ltd. | 98,519 | 5,172,247 |
ANSYS, Inc. * | 55,752 | 4,792,999 |
AOL, Inc. * | 47,444 | 1,923,380 |
Aspen Technology, Inc. * | 57,739 | 2,229,014 |
Booz Allen Hamilton Holding Corp. | 61,444 | 1,828,573 |
Broadridge Financial Solutions, Inc. | 74,012 | 3,939,659 |
Cadence Design Systems, Inc. * | 183,701 | 3,371,832 |
CDK Global, Inc. | 99,217 | 4,646,332 |
Computer Sciences Corp. | 87,069 | 6,174,933 |
CoStar Group, Inc. * | 19,683 | 3,920,066 |
DST Systems, Inc. | 18,420 | 1,957,862 |
FactSet Research Systems, Inc. | 23,622 | 3,674,402 |
FireEye, Inc. * | 19,412 | 859,369 |
Fortinet, Inc. * | 86,365 | 2,902,728 |
Gartner, Inc. * | 54,560 | 4,534,481 |
Genpact Ltd. * | 94,252 | 2,094,279 |
Global Payments, Inc. | 42,048 | 3,862,529 |
IAC/InterActiveCorp | 48,016 | 3,237,239 |
Informatica Corp. * | 68,906 | 2,959,168 |
Jack Henry & Associates, Inc. | 51,164 | 3,351,242 |
Leidos Holdings, Inc. | 37,495 | 1,688,025 |
NetSuite, Inc. * | 21,336 | 2,057,217 |
Pandora Media, Inc. * | 114,115 | 1,688,902 |
PTC, Inc. * | 70,919 | 2,457,698 |
Sabre Corp. | 44,485 | 967,994 |
Security | Number of Shares | Value ($) |
ServiceNow, Inc. * | 81,222 | 6,193,990 |
SolarWinds, Inc. * | 41,215 | 2,090,837 |
Solera Holdings, Inc. | 41,415 | 2,308,472 |
Splunk, Inc. * | 74,376 | 5,001,786 |
Synopsys, Inc. * | 95,965 | 4,453,736 |
Syntel, Inc. * | 19,694 | 972,884 |
Tableau Software, Inc., Class A * | 25,098 | 2,359,463 |
Teradata Corp. * | 95,032 | 4,230,825 |
The Ultimate Software Group, Inc. * | 17,412 | 2,866,799 |
Total System Services, Inc. | 102,773 | 3,925,929 |
Vantiv, Inc., Class A * | 92,916 | 3,436,963 |
VeriSign, Inc. * | 68,230 | 4,368,084 |
WEX, Inc. * | 24,040 | 2,572,040 |
Yelp, Inc. * | 38,492 | 1,847,616 |
130,522,999 | ||
Technology Hardware & Equipment 3.5% | ||
3D Systems Corp. *(a) | 65,017 | 1,981,068 |
Anixter International, Inc. * | 17,078 | 1,347,283 |
Arrow Electronics, Inc. * | 59,633 | 3,694,861 |
Avnet, Inc. | 83,644 | 3,831,732 |
Brocade Communications Systems, Inc. | 268,613 | 3,328,115 |
CDW Corp. | 73,510 | 2,766,181 |
CommScope Holding Co., Inc. * | 52,671 | 1,659,137 |
Dolby Laboratories, Inc., Class A | 26,292 | 1,064,037 |
EchoStar Corp., Class A * | 26,985 | 1,466,635 |
FEI Co. | 26,261 | 2,074,356 |
FLIR Systems, Inc. | 85,754 | 2,768,139 |
Harris Corp. | 64,356 | 4,999,174 |
Ingram Micro, Inc., Class A * | 94,154 | 2,326,545 |
IPG Photonics Corp. * | 22,150 | 2,124,185 |
Jabil Circuit, Inc. | 122,115 | 2,682,867 |
Keysight Technologies, Inc. * | 103,873 | 3,899,392 |
National Instruments Corp. | 60,763 | 1,892,160 |
NCR Corp. * | 104,658 | 3,077,992 |
Palo Alto Networks, Inc. * | 41,093 | 5,844,247 |
Trimble Navigation Ltd. * | 160,300 | 4,190,242 |
57,018,348 | ||
Telecommunication Services 1.2% | ||
Frontier Communications Corp. | 619,739 | 4,945,517 |
Level 3 Communications, Inc. * | 172,576 | 9,294,944 |
Telephone & Data Systems, Inc. | 61,406 | 1,562,169 |
United States Cellular Corp. * | 8,341 | 316,374 |
Windstream Holdings, Inc. | 372,854 | 2,941,818 |
Zayo Group Holdings, Inc. * | 16,189 | 473,690 |
19,534,512 | ||
Transportation 2.2% | ||
Alaska Air Group, Inc. | 81,573 | 5,192,121 |
AMERCO * | 3,896 | 1,273,291 |
Avis Budget Group, Inc. * | 65,470 | 3,968,791 |
Expeditors International of Washington, Inc. | 118,292 | 5,713,504 |
Genesee & Wyoming, Inc., Class A * | 31,719 | 3,270,229 |
J.B. Hunt Transport Services, Inc. | 56,911 | 4,865,890 |
Kirby Corp. * | 35,147 | 2,709,131 |
Landstar System, Inc. | 27,840 | 1,954,925 |
Security | Number of Shares | Value ($) |
Old Dominion Freight Line, Inc. * | 43,281 | 3,381,112 |
Ryder System, Inc. | 32,077 | 3,014,917 |
35,343,911 | ||
Utilities 5.0% | ||
AGL Resources, Inc. | 73,612 | 3,615,085 |
Alliant Energy Corp. | 68,136 | 4,333,450 |
American Water Works Co., Inc. | 110,349 | 5,967,674 |
Aqua America, Inc. | 107,166 | 2,833,469 |
Atmos Energy Corp. | 62,435 | 3,311,552 |
Cleco Corp. | 38,531 | 2,097,242 |
CMS Energy Corp. | 169,570 | 5,956,994 |
Great Plains Energy, Inc. | 93,284 | 2,482,287 |
Integrys Energy Group, Inc. | 49,154 | 3,673,279 |
ITC Holdings Corp. | 95,850 | 3,712,271 |
MDU Resources Group, Inc. | 119,909 | 2,673,971 |
National Fuel Gas Co. | 52,064 | 3,353,442 |
NRG Energy, Inc. | 207,723 | 4,981,198 |
OGE Energy Corp. | 122,757 | 3,990,830 |
Pepco Holdings, Inc. | 157,520 | 4,275,093 |
Pinnacle West Capital Corp. | 69,088 | 4,427,159 |
Questar Corp. | 106,259 | 2,484,335 |
SCANA Corp. | 87,638 | 4,990,984 |
TECO Energy, Inc. | 149,434 | 2,933,389 |
UGI Corp. | 108,030 | 3,671,940 |
Vectren Corp. | 49,739 | 2,220,846 |
Westar Energy, Inc. | 80,368 | 3,122,297 |
81,108,787 | ||
Total Common Stock | ||
(Cost $1,364,949,965) | 1,617,855,348 | |
Other Investment Companies 1.3% of net assets | ||
Money Market Fund 0.0% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (b) | 704,110 | 704,110 |
Securities Lending Collateral 1.3% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (b) | 21,016,982 | 21,016,982 |
Total Other Investment Companies | ||
(Cost $21,721,092) | 21,721,092 |
Security Rate, Maturity Date | Face Amount ($) | Value ($) |
Short-Term Investment 0.0% of net assets | ||
U.S. Treasury Obligation 0.0% | ||
U.S. Treasury Bill | ||
0.02%, 03/19/15 (c)(d) | 250,000 | 249,999 |
Total Short-Term Investment | ||
(Cost $249,997) | 249,999 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $21,251,294. Non-Cash Collateral pledged to the fund for securities on loan amounted to $1,067,811. |
(b) | The rate shown is the 7-day yield. |
(c) | The rate shown is the purchase yield. |
(d) | All or a portion of this security is held as collateral for open futures contracts. |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
S&P 500 Index, e-mini, Long, expires 03/20/15 | 9 | 946,260 | 4,105 |
Holdings by Category | Cost ($) | Value ($) | |
99.6% | Common Stock | 2,135,145,714 | 2,598,343,126 |
0.0% | Rights | 115,418 | 115,419 |
0.0% | Warrants | — | — |
3.7% | Other Investment Companies | 97,139,458 | 97,139,458 |
0.0% | Short-Term Investments | 414,999 | 414,998 |
103.3% | Total Investments | 2,232,815,589 | 2,696,013,001 |
(3.3)% | Other Assets and Liabilities, Net | (85,791,202) | |
100.0% | Net Assets | 2,610,221,799 |
Security | Number of Shares | Value ($) |
Common Stock 99.6% of net assets | ||
Automobiles & Components 1.2% | ||
American Axle & Manufacturing Holdings, Inc. * | 73,800 | 1,839,096 |
Cooper Tire & Rubber Co. | 52,950 | 2,015,277 |
Cooper-Standard Holding, Inc. * | 12,901 | 699,363 |
Dana Holding Corp. | 164,907 | 3,603,218 |
Dorman Products, Inc. *(a) | 29,919 | 1,319,727 |
Drew Industries, Inc. * | 23,212 | 1,369,276 |
Federal-Mogul Holdings Corp. * | 27,309 | 356,929 |
Fox Factory Holding Corp. * | 19,928 | 296,927 |
Gentex Corp. | 290,496 | 5,118,540 |
Gentherm, Inc. * | 34,032 | 1,580,787 |
Modine Manufacturing Co. * | 47,819 | 619,734 |
Remy International, Inc. | 30,860 | 705,768 |
Standard Motor Products, Inc. | 19,517 | 818,153 |
Superior Industries International, Inc. | 23,117 | 448,932 |
Tenneco, Inc. * | 59,013 | 3,436,917 |
Thor Industries, Inc. | 45,500 | 2,805,530 |
Visteon Corp. * | 44,221 | 4,445,537 |
Winnebago Industries, Inc. | 30,773 | 714,241 |
32,193,952 | ||
Banks 7.7% | ||
1st Source Corp. | 14,272 | 440,577 |
Ameris Bancorp | 24,268 | 635,094 |
Arrow Financial Corp. | 14,680 | 391,956 |
Associated Banc-Corp. | 148,905 | 2,775,589 |
Astoria Financial Corp. | 89,052 | 1,168,362 |
Security | Number of Shares | Value ($) |
BancFirst Corp. | 6,245 | 370,828 |
BancorpSouth, Inc. | 82,897 | 1,856,064 |
Bank Mutual Corp. | 39,508 | 283,272 |
Bank of Hawaii Corp. | 43,536 | 2,623,479 |
Bank of the Ozarks, Inc. | 68,606 | 2,510,980 |
BankUnited, Inc. | 97,814 | 3,170,152 |
Banner Corp. | 20,246 | 883,940 |
BBCN Bancorp, Inc. | 76,493 | 1,051,779 |
Beneficial Bancorp, Inc. * | 37,516 | 424,681 |
Berkshire Hills Bancorp, Inc. | 24,001 | 640,347 |
BNC Bancorp | 24,447 | 396,530 |
BofI Holding, Inc. * | 12,866 | 1,137,354 |
Boston Private Financial Holdings, Inc. | 83,930 | 1,053,322 |
Bridge Capital Holdings * | 10,533 | 226,460 |
Brookline Bancorp, Inc. | 61,220 | 592,610 |
Bryn Mawr Bank Corp. | 12,563 | 376,136 |
Camden National Corp. | 7,972 | 303,733 |
Capital Bank Financial Corp., Class A * | 27,064 | 718,549 |
Capitol Federal Financial, Inc. | 118,395 | 1,469,282 |
Cardinal Financial Corp. | 31,812 | 622,561 |
Cascade Bancorp * | 31,518 | 152,547 |
Cathay General Bancorp | 74,609 | 1,927,150 |
Centerstate Banks, Inc. | 41,484 | 486,607 |
Central Pacific Financial Corp. | 25,484 | 584,603 |
Chemical Financial Corp. | 31,167 | 940,620 |
City Holding Co. | 16,910 | 780,397 |
City National Corp. | 47,439 | 4,287,062 |
Clifton Bancorp, Inc. | 40,333 | 534,816 |
CoBiz Financial, Inc. | 33,634 | 379,728 |
Columbia Banking System, Inc. | 49,987 | 1,408,634 |
Commerce Bancshares, Inc. | 84,456 | 3,506,613 |
Community Bank System, Inc. | 39,620 | 1,407,302 |
Community Trust Bancorp, Inc. | 14,208 | 463,749 |
CVB Financial Corp. | 97,551 | 1,526,673 |
Dime Community Bancshares, Inc. | 31,204 | 485,534 |
Eagle Bancorp, Inc. * | 20,616 | 765,884 |
East West Bancorp, Inc. | 144,914 | 5,789,314 |
Enterprise Financial Services Corp. | 16,185 | 325,642 |
Essent Group Ltd. * | 57,234 | 1,328,973 |
EverBank Financial Corp. | 81,985 | 1,474,090 |
F.N.B. Corp. | 165,226 | 2,119,850 |
Federal Agricultural Mortgage Corp., Class C | 11,706 | 373,890 |
Financial Institutions, Inc. | 13,551 | 305,169 |
First Bancorp (North Carolina) | 18,907 | 332,385 |
First BanCorp (Puerto Rico) * | 102,855 | 677,814 |
First Busey Corp. | 51,520 | 326,122 |
First Citizens BancShares, Inc., Class A | 6,636 | 1,673,931 |
First Commonwealth Financial Corp. | 88,230 | 748,190 |
First Community Bancshares, Inc. | 14,704 | 236,440 |
First Financial Bancorp | 61,838 | 1,077,836 |
First Financial Bankshares, Inc. (a) | 61,598 | 1,618,179 |
First Financial Corp. | 8,776 | 295,312 |
First Horizon National Corp. | 241,524 | 3,451,378 |
First Interstate BancSystem, Inc., Class A | 17,774 | 469,056 |
First Merchants Corp. | 37,885 | 854,686 |
First Midwest Bancorp, Inc. | 75,624 | 1,293,170 |
Security | Number of Shares | Value ($) |
First Niagara Financial Group, Inc. | 343,120 | 3,040,043 |
FirstMerit Corp. | 164,055 | 2,977,598 |
Flagstar Bancorp, Inc. * | 20,641 | 305,280 |
Flushing Financial Corp. | 29,070 | 569,191 |
Fulton Financial Corp. | 179,821 | 2,175,834 |
German American Bancorp, Inc. | 12,545 | 360,167 |
Glacier Bancorp, Inc. | 75,822 | 1,841,716 |
Great Southern Bancorp, Inc. | 9,774 | 365,743 |
Hancock Holding Co. | 81,203 | 2,376,812 |
Hanmi Financial Corp. | 32,489 | 641,008 |
Heartland Financial USA, Inc. | 12,607 | 387,161 |
Hilltop Holdings, Inc. * | 77,180 | 1,435,548 |
Home BancShares, Inc. | 56,312 | 1,782,275 |
Home Loan Servicing Solutions Ltd. (a) | 69,078 | 1,271,726 |
HomeTrust Bancshares, Inc. * | 22,060 | 348,107 |
Hudson Valley Holding Corp. | 14,570 | 378,674 |
Iberiabank Corp. | 32,532 | 2,053,420 |
Independent Bank Corp. | 24,057 | 1,006,064 |
Independent Bank Group, Inc. | 3,163 | 114,089 |
International Bancshares Corp. | 55,250 | 1,367,990 |
Investors Bancorp, Inc. | 340,425 | 3,908,079 |
Kearny Financial Corp. * | 10,156 | 134,872 |
Ladder Capital Corp., Class A * | 16,523 | 304,023 |
Lakeland Bancorp, Inc. | 32,230 | 350,340 |
Lakeland Financial Corp. | 14,188 | 553,900 |
LegacyTexas Financial Group, Inc. | 37,840 | 870,320 |
MainSource Financial Group, Inc. | 18,148 | 339,549 |
MB Financial, Inc. | 61,603 | 1,921,398 |
Meridian Bancorp, Inc. * | 22,712 | 281,402 |
Metro Bancorp, Inc. | 12,023 | 303,821 |
MGIC Investment Corp. * | 325,802 | 2,974,572 |
National Bank Holdings Corp., Class A | 33,269 | 620,134 |
National Penn Bancshares, Inc. | 115,132 | 1,235,366 |
Nationstar Mortgage Holdings, Inc. *(a) | 22,230 | 592,430 |
NBT Bancorp, Inc. | 40,218 | 965,634 |
NMI Holdings, Inc., Class A * | 33,352 | 243,470 |
Northfield Bancorp, Inc. | 52,574 | 760,746 |
Northwest Bancshares, Inc. | 99,663 | 1,177,518 |
OceanFirst Financial Corp. | 16,319 | 266,652 |
Ocwen Financial Corp. *(a) | 104,983 | 854,562 |
OFG Bancorp | 42,204 | 736,460 |
Old National Bancorp | 103,938 | 1,464,486 |
Opus Bank | 5,038 | 146,757 |
Oritani Financial Corp. | 39,884 | 570,740 |
PacWest Bancorp | 93,899 | 4,303,861 |
Park National Corp. (a) | 11,473 | 976,582 |
Park Sterling Corp. | 28,098 | 191,066 |
Peoples Financial Services Corp. (a) | 7,665 | 317,714 |
Pinnacle Financial Partners, Inc. | 33,123 | 1,391,166 |
Popular, Inc. * | 103,437 | 3,569,611 |
PrivateBancorp, Inc. | 68,175 | 2,367,718 |
Prosperity Bancshares, Inc. | 57,860 | 2,993,098 |
Provident Financial Services, Inc. | 58,401 | 1,062,898 |
Radian Group, Inc. | 185,338 | 2,930,194 |
Renasant Corp. | 28,195 | 802,994 |
Republic Bancorp, Inc., Class A | 12,608 | 301,457 |
S&T Bancorp, Inc. | 30,731 | 870,609 |
Sandy Spring Bancorp, Inc. | 25,317 | 652,672 |
Security | Number of Shares | Value ($) |
ServisFirst Bancshares, Inc. | 2,976 | 95,649 |
Signature Bank * | 49,977 | 6,164,663 |
Simmons First National Corp., Class A | 16,325 | 668,509 |
South State Corp. | 22,613 | 1,527,056 |
Southside Bancshares, Inc. (a) | 22,240 | 638,510 |
Southwest Bancorp, Inc. | 19,773 | 329,418 |
Square 1 Financial, Inc., Class A * | 5,969 | 165,222 |
State Bank Financial Corp. | 33,206 | 677,402 |
Sterling Bancorp | 82,957 | 1,138,170 |
Stock Yards Bancorp, Inc. | 15,319 | 508,591 |
Stonegate Mortgage Corp. *(a) | 7,800 | 78,156 |
Sun Bancorp, Inc. * | 6,674 | 123,803 |
Susquehanna Bancshares, Inc. | 175,516 | 2,353,670 |
SVB Financial Group * | 50,617 | 6,220,829 |
Synovus Financial Corp. | 134,356 | 3,760,624 |
TCF Financial Corp. | 160,496 | 2,518,182 |
Texas Capital Bancshares, Inc. * | 44,465 | 2,064,510 |
TFS Financial Corp. | 91,740 | 1,293,534 |
The Bancorp, Inc. * | 35,796 | 334,335 |
The First of Long Island Corp. | 12,353 | 303,143 |
Tompkins Financial Corp. | 10,750 | 558,463 |
Towne Bank | 57,121 | 885,376 |
Trico Bancshares | 18,893 | 451,543 |
TrustCo Bank Corp. | 77,977 | 527,125 |
Trustmark Corp. | 67,627 | 1,558,802 |
UMB Financial Corp. | 36,348 | 1,873,376 |
Umpqua Holdings Corp. | 211,488 | 3,498,012 |
Union Bankshares Corp. | 43,340 | 947,846 |
United Bankshares, Inc. | 60,901 | 2,280,742 |
United Community Banks, Inc. | 41,316 | 785,830 |
United Financial Bancorp, Inc. | 48,151 | 596,591 |
Univest Corp. of Pennsylvania | 17,920 | 340,301 |
Valley National Bancorp | 213,616 | 2,050,714 |
Walker & Dunlop, Inc. * | 20,780 | 333,103 |
Washington Federal, Inc. | 96,507 | 2,038,228 |
Washington Trust Bancorp, Inc. | 15,657 | 587,920 |
Waterstone Financial, Inc. | 21,691 | 279,163 |
Webster Financial Corp. | 86,748 | 2,995,408 |
WesBanco, Inc. | 34,396 | 1,126,125 |
Westamerica Bancorp | 27,128 | 1,168,403 |
Western Alliance Bancorp * | 74,041 | 2,102,024 |
Wilshire Bancorp, Inc. | 66,407 | 631,531 |
Wintrust Financial Corp. | 44,250 | 2,083,733 |
WSFS Financial Corp. | 7,397 | 575,043 |
200,879,678 | ||
Capital Goods 9.7% | ||
A.O. Smith Corp. | 73,925 | 4,659,493 |
AAON, Inc. | 40,519 | 912,083 |
AAR Corp. | 36,273 | 1,066,426 |
Actuant Corp., Class A | 65,529 | 1,667,058 |
Acuity Brands, Inc. | 43,653 | 6,918,127 |
Advanced Drainage Systems, Inc. | 23,543 | 639,192 |
AECOM * | 149,327 | 4,488,770 |
Aegion Corp. * | 36,411 | 658,675 |
Aerovironment, Inc. * | 20,672 | 566,619 |
Air Lease Corp. | 93,257 | 3,566,148 |
Aircastle Ltd. | 59,930 | 1,382,585 |
Alamo Group, Inc. | 8,393 | 420,909 |
Albany International Corp., Class A | 26,335 | 993,093 |
Security | Number of Shares | Value ($) |
Allegion plc | 93,674 | 5,407,800 |
Altra Industrial Motion Corp. | 28,160 | 768,768 |
Ameresco, Inc., Class A * | 16,552 | 103,616 |
American Railcar Industries, Inc. (a) | 9,886 | 555,198 |
American Science & Engineering, Inc. | 7,815 | 408,646 |
American Woodmark Corp. * | 11,193 | 589,423 |
Apogee Enterprises, Inc. | 28,026 | 1,284,992 |
Applied Industrial Technologies, Inc. | 39,534 | 1,731,985 |
Armstrong World Industries, Inc. * | 44,290 | 2,472,711 |
Astec Industries, Inc. | 19,979 | 854,502 |
Astronics Corp. * | 18,482 | 1,285,608 |
AZZ, Inc. | 24,276 | 1,102,616 |
Barnes Group, Inc. | 48,811 | 1,953,416 |
Beacon Roofing Supply, Inc. * | 49,917 | 1,498,508 |
Blount International, Inc. * | 46,880 | 777,739 |
Briggs & Stratton Corp. | 46,281 | 964,496 |
Builders FirstSource, Inc. * | 34,038 | 205,249 |
CAI International, Inc. * | 17,545 | 425,993 |
Capstone Turbine Corp. *(a) | 376,609 | 266,489 |
Chart Industries, Inc. * | 29,485 | 1,030,206 |
CIRCOR International, Inc. | 17,158 | 920,870 |
CLARCOR, Inc. | 48,387 | 3,184,348 |
Columbus McKinnon Corp. | 19,290 | 512,342 |
Comfort Systems USA, Inc. | 38,854 | 726,570 |
Continental Building Products, Inc. * | 19,980 | 416,783 |
Crane Co. | 50,006 | 3,341,901 |
Cubic Corp. | 20,458 | 1,069,340 |
Curtiss-Wright Corp. | 46,567 | 3,379,833 |
DigitalGlobe, Inc. * | 68,174 | 2,266,785 |
Douglas Dynamics, Inc. | 22,530 | 507,601 |
DXP Enterprises, Inc. * | 12,346 | 565,447 |
Dycom Industries, Inc. * | 31,756 | 1,408,379 |
EMCOR Group, Inc. | 64,170 | 2,825,405 |
Encore Wire Corp. | 19,588 | 730,436 |
EnerSys | 45,019 | 2,939,741 |
Engility Holdings, Inc. | 17,930 | 647,273 |
EnPro Industries, Inc. | 22,256 | 1,463,777 |
ESCO Technologies, Inc. | 26,618 | 1,025,858 |
Esterline Technologies Corp. * | 31,645 | 3,729,363 |
Exelis, Inc. | 182,731 | 4,422,090 |
Federal Signal Corp. | 58,128 | 958,531 |
Franklin Electric Co., Inc. | 39,032 | 1,423,887 |
GATX Corp. | 43,420 | 2,702,895 |
GenCorp, Inc. * | 58,413 | 1,127,371 |
Generac Holdings, Inc. * | 67,017 | 3,303,268 |
General Cable Corp. | 50,055 | 752,827 |
Gibraltar Industries, Inc. * | 28,811 | 422,369 |
Global Brass & Copper Holdings, Inc. | 22,508 | 316,012 |
Global Power Equipment Group, Inc. | 14,949 | 198,822 |
Graco, Inc. | 60,417 | 4,578,400 |
GrafTech International Ltd. * | 113,389 | 442,217 |
Graham Corp. | 10,487 | 237,321 |
Granite Construction, Inc. | 34,528 | 1,143,567 |
Great Lakes Dredge & Dock Corp. * | 53,207 | 324,563 |
Griffon Corp. | 42,819 | 698,806 |
H&E Equipment Services, Inc. | 31,899 | 780,887 |
Harsco Corp. | 81,642 | 1,346,277 |
HD Supply Holdings, Inc. * | 153,000 | 4,514,265 |
Security | Number of Shares | Value ($) |
HEICO Corp. | 54,656 | 3,238,915 |
Hexcel Corp. | 93,535 | 4,450,395 |
Hillenbrand, Inc. | 59,698 | 1,892,427 |
Huntington Ingalls Industries, Inc. | 47,026 | 6,646,185 |
Hyster-Yale Materials Handling, Inc. | 10,419 | 688,383 |
Insteel Industries, Inc. | 16,608 | 360,560 |
ITT Corp. | 88,041 | 3,615,844 |
John Bean Technologies Corp. | 26,040 | 899,942 |
Kadant, Inc. | 9,286 | 410,813 |
Kaman Corp. | 24,939 | 1,034,968 |
KBR, Inc. | 141,367 | 2,302,868 |
Kennametal, Inc. | 76,117 | 2,664,095 |
Kratos Defense & Security Solutions, Inc. * | 34,962 | 201,731 |
L.B. Foster Co., Class A | 10,533 | 516,328 |
Lennox International, Inc. | 44,221 | 4,610,481 |
Lindsay Corp. (a) | 12,163 | 1,065,236 |
Lydall, Inc. * | 17,464 | 556,403 |
Masonite International Corp. * | 19,331 | 1,185,764 |
MasTec, Inc. * | 63,310 | 1,397,252 |
Meritor, Inc. * | 93,739 | 1,339,530 |
Moog, Inc., Class A * | 40,431 | 3,050,923 |
MRC Global, Inc. * | 99,001 | 1,274,143 |
Mueller Industries, Inc. | 53,257 | 1,853,876 |
Mueller Water Products, Inc., Class A | 159,423 | 1,460,315 |
MYR Group, Inc. * | 19,588 | 541,412 |
National Presto Industries, Inc. (a) | 3,982 | 241,468 |
Navistar International Corp. * | 65,080 | 1,894,479 |
NCI Building Systems, Inc. * | 26,566 | 447,371 |
Nortek, Inc. * | 8,792 | 682,699 |
NOW, Inc. *(a) | 104,047 | 2,210,999 |
Orbital ATK, Inc. | 57,772 | 3,829,128 |
PGT, Inc. * | 43,797 | 445,415 |
Plug Power, Inc. *(a) | 190,823 | 587,735 |
Ply Gem Holdings, Inc. * | 18,690 | 256,614 |
Polypore International, Inc. * | 42,765 | 2,535,537 |
Powell Industries, Inc. | 9,848 | 332,271 |
Power Solutions International, Inc. * | 6,674 | 377,281 |
Preformed Line Products Co. | 3,078 | 141,434 |
Primoris Services Corp. | 37,369 | 771,670 |
Proto Labs, Inc. * | 21,483 | 1,527,012 |
Quanex Building Products Corp. | 35,780 | 700,930 |
Raven Industries, Inc. | 36,702 | 764,870 |
RBC Bearings, Inc. | 23,496 | 1,457,927 |
Regal-Beloit Corp. | 43,369 | 3,380,180 |
Rexnord Corp. * | 98,610 | 2,718,678 |
Rush Enterprises, Inc., Class A * | 34,462 | 962,524 |
Simpson Manufacturing Co., Inc. | 39,820 | 1,441,484 |
Spirit AeroSystems Holdings, Inc., Class A * | 128,257 | 6,311,527 |
Standex International Corp. | 12,928 | 937,280 |
Stock Building Supply Holdings, Inc. * | 15,325 | 237,997 |
Sun Hydraulics Corp. | 24,862 | 962,159 |
TAL International Group, Inc. * | 33,237 | 1,386,980 |
TASER International, Inc. * | 52,659 | 1,236,433 |
Teledyne Technologies, Inc. * | 36,409 | 3,671,119 |
Tennant Co. | 18,400 | 1,202,808 |
Terex Corp. | 106,982 | 2,932,377 |
Textainer Group Holdings Ltd. | 24,059 | 776,143 |
The Babcock & Wilcox Co. | 104,102 | 3,231,326 |
Security | Number of Shares | Value ($) |
The ExOne Co. *(a) | 10,628 | 160,802 |
The Gorman-Rupp Co. | 16,881 | 485,160 |
The Greenbrier Cos., Inc. (a) | 25,189 | 1,480,358 |
The KEYW Holding Corp. *(a) | 32,722 | 285,663 |
The Manitowoc Co., Inc. | 131,346 | 2,906,687 |
The Middleby Corp. * | 56,643 | 6,038,710 |
The Toro Co. | 54,886 | 3,713,038 |
Thermon Group Holdings, Inc. * | 33,547 | 822,572 |
Titan International, Inc. | 55,619 | 555,078 |
Titan Machinery, Inc. *(a) | 14,429 | 208,066 |
Trex Co., Inc. * | 32,412 | 1,631,944 |
TriMas Corp. * | 44,358 | 1,328,966 |
Triumph Group, Inc. | 49,682 | 2,970,487 |
Tutor Perini Corp. * | 39,135 | 910,671 |
Twin Disc, Inc. | 9,192 | 169,041 |
Universal Forest Products, Inc. | 19,062 | 1,030,301 |
USG Corp. * | 88,194 | 2,486,189 |
Valmont Industries, Inc. (a) | 23,521 | 2,931,893 |
Wabash National Corp. * | 63,894 | 936,047 |
Watsco, Inc. | 27,100 | 3,177,204 |
Watts Water Technologies, Inc., Class A | 26,984 | 1,483,580 |
WESCO International, Inc. * | 43,219 | 3,000,695 |
Woodward, Inc. | 56,404 | 2,738,414 |
252,287,776 | ||
Commercial & Professional Services 3.1% | ||
ABM Industries, Inc. | 49,296 | 1,532,613 |
Acacia Research Corp. | 46,052 | 577,492 |
ACCO Brands Corp. * | 117,021 | 890,530 |
Barrett Business Services, Inc. | 7,042 | 262,315 |
Brady Corp., Class A | 46,728 | 1,259,787 |
CBIZ, Inc. * | 41,906 | 370,449 |
CDI Corp. | 12,882 | 237,029 |
Civeo Corp. | 103,709 | 408,613 |
Clean Harbors, Inc. * | 53,511 | 2,980,028 |
Covanta Holding Corp. | 127,526 | 2,763,488 |
Deluxe Corp. | 50,236 | 3,343,206 |
Ennis, Inc. | 24,123 | 336,516 |
Exponent, Inc. | 12,197 | 1,055,406 |
Franklin Covey Co. * | 14,457 | 258,780 |
FTI Consulting, Inc. * | 39,231 | 1,446,447 |
G&K Services, Inc., Class A | 19,082 | 1,373,713 |
GP Strategies Corp. * | 16,752 | 597,879 |
Healthcare Services Group, Inc. | 68,132 | 2,287,191 |
Heidrick & Struggles International, Inc. | 15,826 | 378,874 |
Heritage-Crystal Clean, Inc. * | 9,771 | 120,183 |
Herman Miller, Inc. | 57,153 | 1,770,028 |
HNI Corp. | 42,951 | 2,190,501 |
Huron Consulting Group, Inc. * | 22,108 | 1,473,498 |
ICF International, Inc. * | 19,572 | 820,067 |
InnerWorkings, Inc. * | 32,661 | 207,397 |
Insperity, Inc. | 24,939 | 1,291,840 |
Interface, Inc. | 71,674 | 1,447,098 |
KAR Auction Services, Inc. | 139,665 | 5,093,583 |
Kelly Services, Inc., Class A | 29,089 | 503,531 |
Kforce, Inc. | 26,035 | 614,426 |
Kimball International, Inc., Class B | 32,495 | 310,327 |
Knoll, Inc. | 45,821 | 972,780 |
Korn/Ferry International * | 48,145 | 1,473,237 |
Security | Number of Shares | Value ($) |
Matthews International Corp., Class A | 29,466 | 1,425,270 |
McGrath RentCorp | 22,650 | 724,574 |
Mistras Group, Inc. * | 14,948 | 281,770 |
Mobile Mini, Inc. | 44,348 | 1,839,999 |
MSA Safety, Inc. | 31,601 | 1,598,379 |
Multi-Color Corp. | 11,941 | 815,331 |
Navigant Consulting, Inc. * | 46,909 | 656,257 |
NL Industries, Inc. * | 9,565 | 75,181 |
On Assignment, Inc. * | 45,537 | 1,739,969 |
Paylocity Holding Corp. * | 19,735 | 589,879 |
Pendrell Corp. * | 93,171 | 106,215 |
Performant Financial Corp. * | 31,807 | 166,987 |
Pitney Bowes, Inc. | 196,963 | 4,563,633 |
Quad/Graphics, Inc. | 28,242 | 661,710 |
R.R. Donnelley & Sons Co. | 194,041 | 3,700,362 |
Resources Connection, Inc. | 35,170 | 623,212 |
RPX Corp. * | 56,861 | 829,033 |
SP Plus Corp. * | 16,878 | 381,612 |
Steelcase, Inc., Class A | 84,715 | 1,585,865 |
Team, Inc. * | 18,381 | 705,830 |
Tetra Tech, Inc. | 61,472 | 1,563,233 |
The Advisory Board Co. * | 41,970 | 2,271,416 |
The Brink's Co. | 48,373 | 1,361,216 |
The Corporate Executive Board Co. | 32,524 | 2,543,702 |
TriNet Group, Inc. * | 25,316 | 919,983 |
TrueBlue, Inc. * | 39,710 | 913,727 |
UniFirst Corp. | 14,936 | 1,774,845 |
United Stationers, Inc. | 37,314 | 1,507,112 |
US Ecology, Inc. | 21,887 | 1,068,523 |
Viad Corp. | 20,694 | 549,633 |
WageWorks, Inc. * | 31,339 | 1,800,426 |
West Corp. | 24,810 | 847,262 |
80,840,998 | ||
Consumer Durables & Apparel 2.5% | ||
Arctic Cat, Inc. | 11,333 | 413,201 |
Beazer Homes USA, Inc. * | 26,913 | 458,597 |
Brunswick Corp. | 92,775 | 5,032,116 |
Callaway Golf Co. | 71,919 | 646,552 |
Cavco Industries, Inc. * | 9,029 | 647,018 |
Columbia Sportswear Co. | 24,879 | 1,390,487 |
Crocs, Inc. * | 79,706 | 888,722 |
Deckers Outdoor Corp. * | 33,893 | 2,516,216 |
Ethan Allen Interiors, Inc. | 27,236 | 730,742 |
G-III Apparel Group Ltd. * | 18,587 | 1,955,910 |
GoPro, Inc., Class A *(a) | 26,831 | 1,126,365 |
Helen of Troy Ltd. * | 25,761 | 1,973,808 |
Hovnanian Enterprises, Inc., Class A *(a) | 109,231 | 408,524 |
Iconix Brand Group, Inc. * | 46,931 | 1,584,860 |
Installed Building Products, Inc. * | 16,806 | 293,097 |
iRobot Corp. * | 29,627 | 973,247 |
Kate Spade & Co. * | 123,778 | 4,264,152 |
KB Home (a) | 88,427 | 1,233,557 |
La-Z-Boy, Inc. | 49,730 | 1,240,763 |
LeapFrog Enterprises, Inc. * | 65,205 | 167,577 |
LGI Homes, Inc. *(a) | 9,914 | 140,382 |
Libbey, Inc. | 22,023 | 837,535 |
M.D.C Holdings, Inc. | 38,192 | 1,038,058 |
M/I Homes, Inc. * | 26,288 | 572,290 |
Security | Number of Shares | Value ($) |
Marine Products Corp. | 12,895 | 105,223 |
Meritage Homes Corp. * | 37,915 | 1,687,597 |
Movado Group, Inc. | 16,279 | 418,207 |
NACCO Industries, Inc., Class A | 4,312 | 240,825 |
Oxford Industries, Inc. | 14,696 | 808,721 |
Perry Ellis International, Inc. * | 12,899 | 304,416 |
Quiksilver, Inc. * | 99,108 | 208,127 |
Skechers U.S.A., Inc., Class A * | 40,472 | 2,757,762 |
Smith & Wesson Holding Corp. *(a) | 48,688 | 658,749 |
Standard Pacific Corp. * | 153,367 | 1,340,428 |
Steven Madden Ltd. * | 56,408 | 2,059,456 |
Sturm Ruger & Co., Inc. (a) | 18,136 | 942,346 |
Taylor Morrison Home Corp., Class A * | 44,455 | 857,092 |
Tempur Sealy International, Inc. * | 59,153 | 3,401,889 |
The Ryland Group, Inc. | 44,788 | 2,037,854 |
TRI Pointe Homes, Inc. * | 141,478 | 2,246,671 |
Tumi Holdings, Inc. * | 57,166 | 1,337,113 |
Tupperware Brands Corp. | 48,839 | 3,487,105 |
Unifi, Inc. * | 12,446 | 402,255 |
Universal Electronics, Inc. * | 16,015 | 905,008 |
Vera Bradley, Inc. * | 24,044 | 480,640 |
Vince Holding Corp. * | 19,351 | 439,848 |
Vista Outdoor, Inc. * | 61,845 | 2,700,153 |
WCI Communities, Inc. * | 7,684 | 183,801 |
William Lyon Homes, Class A * | 17,652 | 400,524 |
Wolverine World Wide, Inc. | 98,125 | 2,998,700 |
63,944,286 | ||
Consumer Services 4.3% | ||
2U, Inc. * | 9,373 | 173,213 |
American Public Education, Inc. * | 15,881 | 514,544 |
Apollo Education Group, Inc. * | 94,811 | 2,621,524 |
Ascent Capital Group, Inc., Class A * | 12,880 | 566,334 |
Belmond Ltd., Class A * | 88,091 | 1,077,353 |
Biglari Holdings, Inc. * | 1,525 | 663,695 |
BJ's Restaurants, Inc. * | 21,985 | 1,148,057 |
Bloomin' Brands, Inc. * | 103,042 | 2,654,362 |
Bob Evans Farms, Inc. | 23,089 | 1,352,554 |
Boyd Gaming Corp. * | 80,736 | 1,114,964 |
Bravo Brio Restaurant Group, Inc. * | 16,188 | 210,930 |
Bridgepoint Education, Inc. * | 16,971 | 171,747 |
Bright Horizons Family Solutions, Inc. * | 36,904 | 1,871,033 |
Brinker International, Inc. | 62,588 | 3,721,482 |
Buffalo Wild Wings, Inc. * | 18,418 | 3,520,048 |
Caesars Entertainment Corp. *(a) | 38,778 | 411,047 |
Capella Education Co. | 10,140 | 657,275 |
Carriage Services, Inc. | 14,741 | 338,896 |
Chegg, Inc. *(a) | 49,615 | 402,874 |
Choice Hotels International, Inc. | 35,593 | 2,259,088 |
Churchill Downs, Inc. | 12,264 | 1,347,078 |
Chuy's Holdings, Inc. * | 16,282 | 365,857 |
ClubCorp Holdings, Inc. | 24,297 | 432,487 |
Cracker Barrel Old Country Store, Inc. | 22,963 | 3,468,102 |
Dave & Buster's Entertainment, Inc. * | 12,473 | 389,158 |
Del Frisco's Restaurant Group, Inc. * | 25,116 | 504,580 |
Security | Number of Shares | Value ($) |
Denny's Corp. * | 85,195 | 980,594 |
DeVry Education Group, Inc. | 55,249 | 2,019,351 |
Diamond Resorts International, Inc. * | 49,382 | 1,711,086 |
DineEquity, Inc. | 16,183 | 1,756,341 |
Domino's Pizza, Inc. | 54,562 | 5,539,680 |
El Pollo Loco Holdings, Inc. *(a) | 13,465 | 331,104 |
Fiesta Restaurant Group, Inc. * | 25,445 | 1,654,179 |
Graham Holdings Co., Class B | 4,275 | 4,216,775 |
Grand Canyon Education, Inc. * | 44,957 | 2,061,728 |
Houghton Mifflin Harcourt Co. * | 107,541 | 2,127,161 |
International Speedway Corp., Class A | 28,956 | 898,505 |
Interval Leisure Group, Inc. | 37,305 | 1,007,235 |
Intrawest Resorts Holdings, Inc. * | 16,660 | 157,270 |
Isle of Capri Casinos, Inc. * | 22,623 | 282,109 |
Jack in the Box, Inc. | 37,581 | 3,633,707 |
K12, Inc. * | 28,916 | 489,548 |
Krispy Kreme Doughnuts, Inc. * | 64,435 | 1,405,972 |
La Quinta Holdings, Inc. * | 62,159 | 1,380,551 |
Life Time Fitness, Inc. * | 34,968 | 2,021,150 |
LifeLock, Inc. * | 70,144 | 980,613 |
Marriott Vacations Worldwide Corp. | 28,036 | 2,132,418 |
Noodles & Co. *(a) | 11,140 | 203,082 |
Panera Bread Co., Class A * | 24,880 | 4,016,378 |
Papa John's International, Inc. | 28,469 | 1,760,523 |
Penn National Gaming, Inc. * | 65,704 | 1,070,318 |
Pinnacle Entertainment, Inc. * | 59,312 | 1,526,691 |
Popeyes Louisiana Kitchen, Inc. * | 22,230 | 1,334,022 |
Potbelly Corp. *(a) | 18,042 | 242,484 |
Red Robin Gourmet Burgers, Inc. * | 13,835 | 1,154,807 |
Regis Corp. * | 46,458 | 745,186 |
Ruby Tuesday, Inc. * | 64,487 | 424,324 |
Ruth's Hospitality Group, Inc. | 32,272 | 492,471 |
Scientific Games Corp., Class A * | 51,612 | 697,278 |
SeaWorld Entertainment, Inc. | 64,688 | 1,212,253 |
Service Corp. International | 204,983 | 5,093,828 |
ServiceMaster Global Holdings, Inc. * | 72,562 | 2,509,920 |
Six Flags Entertainment Corp. | 87,149 | 3,946,978 |
Sonic Corp. | 50,224 | 1,596,621 |
Sotheby's | 59,803 | 2,628,342 |
Speedway Motorsports, Inc. | 10,486 | 248,728 |
Steiner Leisure Ltd. * | 12,526 | 577,699 |
Strayer Education, Inc. * | 11,156 | 679,066 |
Texas Roadhouse, Inc. | 59,400 | 2,235,816 |
The Cheesecake Factory, Inc. | 44,661 | 2,122,291 |
The Marcus Corp. | 19,837 | 386,623 |
The Wendy's Co. | 262,647 | 2,912,755 |
Universal Technical Institute, Inc. | 17,558 | 172,771 |
Vail Resorts, Inc. | 35,103 | 3,082,394 |
Weight Watchers International, Inc. *(a) | 29,065 | 329,306 |
Zoe's Kitchen, Inc. *(a) | 17,196 | 589,995 |
112,738,309 | ||
Diversified Financials 2.8% | ||
Arlington Asset Investment Corp., Class A | 22,795 | 569,647 |
Artisan Partners Asset Management, Inc., Class A | 26,844 | 1,301,934 |
Security | Number of Shares | Value ($) |
BGC Partners, Inc., Class A | 162,489 | 1,475,400 |
Cash America International, Inc. | 27,925 | 602,622 |
CBOE Holdings, Inc. | 83,069 | 4,986,632 |
Cohen & Steers, Inc. | 17,774 | 740,643 |
Cowen Group, Inc., Class A * | 115,062 | 608,678 |
Credit Acceptance Corp. * | 8,421 | 1,543,569 |
Diamond Hill Investment Group, Inc. | 2,512 | 353,489 |
E*TRADE Financial Corp. * | 285,930 | 7,444,188 |
Encore Capital Group, Inc. * | 24,218 | 967,993 |
Enova International, Inc. * | 25,504 | 588,887 |
Evercore Partners, Inc., Class A | 34,497 | 1,767,281 |
Ezcorp, Inc., Class A * | 47,240 | 493,186 |
Federated Investors, Inc., Class B | 92,634 | 3,050,438 |
Financial Engines, Inc. | 49,641 | 2,000,532 |
First Cash Financial Services, Inc. * | 26,956 | 1,297,662 |
FNFV Group * | 86,633 | 1,289,965 |
FXCM, Inc., Class A (a) | 82,497 | 174,069 |
GAMCO Investors, Inc., Class A | 4,289 | 323,820 |
GFI Group, Inc. | 71,240 | 433,852 |
Green Dot Corp., Class A * | 34,885 | 541,066 |
Greenhill & Co., Inc. | 26,220 | 1,014,976 |
HFF, Inc., Class A | 30,877 | 1,098,604 |
Interactive Brokers Group, Inc., Class A | 57,184 | 1,822,454 |
INTL FCStone, Inc. * | 14,494 | 394,672 |
Investment Technology Group, Inc. * | 31,908 | 718,568 |
Janus Capital Group, Inc. | 142,172 | 2,342,995 |
JG Wentworth Co. * | 10,196 | 105,529 |
KCG Holdings, Inc., Class A * | 75,363 | 948,067 |
Ladenburg Thalmann Financial Services, Inc. * | 103,345 | 398,912 |
MarketAxess Holdings, Inc. | 35,996 | 2,864,922 |
Moelis & Co., Class A | 12,923 | 415,862 |
Nelnet, Inc., Class A | 17,072 | 795,897 |
NewStar Financial, Inc. * | 23,276 | 232,294 |
NorthStar Asset Management Group, Inc. | 187,266 | 4,544,946 |
PHH Corp. * | 57,430 | 1,394,400 |
PICO Holdings, Inc. * | 25,423 | 436,513 |
Piper Jaffray Cos. * | 15,782 | 864,064 |
PRA Group, Inc. * | 48,683 | 2,438,531 |
Pzena Investment Management, Inc., Class A | 11,672 | 96,761 |
RCS Capital Corp., Class A (a) | 32,245 | 367,593 |
Safeguard Scientifics, Inc. * | 23,212 | 427,333 |
SLM Corp. | 409,856 | 3,881,336 |
Springleaf Holdings, Inc. * | 23,501 | 903,613 |
Stifel Financial Corp. * | 66,916 | 3,664,989 |
Virtus Investment Partners, Inc. | 7,124 | 940,154 |
Waddell & Reed Financial, Inc., Class A | 82,087 | 4,060,023 |
Walter Investment Management Corp. *(a) | 38,772 | 646,329 |
Westwood Holdings Group, Inc. | 7,676 | 479,596 |
WisdomTree Investments, Inc. | 106,490 | 1,990,298 |
World Acceptance Corp. *(a) | 10,653 | 874,718 |
73,720,502 |
Security | Number of Shares | Value ($) |
Energy 4.1% | ||
Alon USA Energy, Inc. | 25,400 | 354,076 |
Alpha Natural Resources, Inc. *(a) | 225,606 | 286,520 |
Approach Resources, Inc. *(a) | 37,903 | 292,990 |
Arch Coal, Inc. *(a) | 220,383 | 288,702 |
Atwood Oceanics, Inc. | 59,009 | 1,829,869 |
Basic Energy Services, Inc. * | 36,876 | 274,357 |
Bill Barrett Corp. * | 48,130 | 483,225 |
Bonanza Creek Energy, Inc. * | 37,726 | 1,016,716 |
Bristow Group, Inc. | 32,783 | 2,030,579 |
C&J Energy Services, Inc. * | 47,430 | 646,471 |
California Resources Corp. * | 306,528 | 2,194,740 |
CARBO Ceramics, Inc. (a) | 19,013 | 692,834 |
Carrizo Oil & Gas, Inc. * | 41,612 | 1,980,315 |
CHC Group Ltd. *(a) | 34,889 | 85,827 |
Clayton Williams Energy, Inc. * | 6,156 | 302,013 |
Clean Energy Fuels Corp. *(a) | 70,965 | 426,500 |
Cloud Peak Energy, Inc. * | 82,295 | 682,226 |
Comstock Resources, Inc. (a) | 41,733 | 217,012 |
Contango Oil & Gas Co. * | 14,397 | 338,761 |
Delek US Holdings, Inc. | 51,789 | 1,930,694 |
Diamondback Energy, Inc. * | 54,980 | 3,915,126 |
Dril-Quip, Inc. * | 38,787 | 2,818,263 |
Eclipse Resources Corp. *(a) | 43,493 | 311,845 |
Energen Corp. | 71,476 | 4,620,209 |
Energy XXI Ltd. (a) | 94,065 | 446,809 |
EP Energy Corp., Class A * | 36,054 | 405,608 |
Era Group, Inc. * | 19,091 | 421,147 |
Evolution Petroleum Corp. | 27,020 | 184,276 |
EXCO Resources, Inc. (a) | 156,804 | 329,288 |
Exterran Holdings, Inc. | 66,938 | 2,173,477 |
FMSA Holdings, Inc. *(a) | 26,037 | 175,489 |
Forum Energy Technologies, Inc. * | 62,647 | 1,223,496 |
Frank's International N.V. | 34,009 | 604,000 |
Geospace Technologies Corp. *(a) | 13,551 | 252,455 |
Goodrich Petroleum Corp. *(a) | 32,160 | 144,077 |
Green Plains, Inc. | 34,909 | 811,634 |
Gulf Island Fabrication, Inc. | 12,970 | 207,909 |
Gulfmark Offshore, Inc., Class A | 24,460 | 402,122 |
Gulfport Energy Corp. * | 83,192 | 3,811,026 |
Halcon Resources Corp. *(a) | 241,165 | 463,037 |
Helix Energy Solutions Group, Inc. * | 95,394 | 1,472,883 |
Hercules Offshore, Inc. *(a) | 148,849 | 66,982 |
Hornbeck Offshore Services, Inc. * | 31,370 | 654,378 |
ION Geophysical Corp. * | 123,007 | 280,456 |
Isramco, Inc. * | 1,101 | 135,423 |
Jones Energy, Inc., Class A * | 13,761 | 117,519 |
Key Energy Services, Inc. * | 137,272 | 281,408 |
Kosmos Energy Ltd. * | 108,353 | 973,010 |
Laredo Petroleum, Inc. *(a) | 79,125 | 943,961 |
Magnum Hunter Resources Corp. *(a) | 185,032 | 488,484 |
Matador Resources Co. * | 66,072 | 1,431,120 |
Matrix Service Co. * | 24,067 | 447,646 |
McDermott International, Inc. * | 237,656 | 594,140 |
Memorial Resource Development Corp. * | 73,805 | 1,513,741 |
Midstates Petroleum Co., Inc. *(a) | 52,128 | 55,777 |
Natural Gas Services Group, Inc. * | 12,545 | 241,868 |
Newfield Exploration Co. * | 133,218 | 4,400,191 |
Newpark Resources, Inc. * | 81,206 | 769,021 |
Security | Number of Shares | Value ($) |
Northern Oil & Gas, Inc. *(a) | 55,214 | 475,945 |
Nuverra Environmental Solutions, Inc. *(a) | 20,836 | 77,927 |
Oil States International, Inc. * | 52,629 | 2,288,309 |
Paragon Offshore plc (a) | 79,024 | 162,789 |
Parker Drilling Co. * | 117,459 | 362,948 |
Parsley Energy, Inc., Class A * | 53,947 | 803,271 |
Patterson-UTI Energy, Inc. | 142,429 | 2,661,286 |
PBF Energy, Inc., Class A | 81,816 | 2,550,205 |
PDC Energy, Inc. * | 35,971 | 1,858,981 |
Penn Virginia Corp. *(a) | 72,800 | 483,392 |
PetroQuest Energy, Inc. * | 56,383 | 164,638 |
PHI, Inc. * | 13,787 | 444,217 |
Pioneer Energy Services Corp. * | 66,705 | 354,871 |
Resolute Energy Corp. *(a) | 73,002 | 77,382 |
REX American Resources Corp. * | 4,756 | 258,536 |
Rex Energy Corp. *(a) | 46,368 | 227,203 |
Rice Energy, Inc. * | 61,809 | 1,210,220 |
RigNet, Inc. * | 12,036 | 380,578 |
Rosetta Resources, Inc. * | 60,137 | 1,066,229 |
Rowan Cos. plc, Class A | 120,557 | 2,605,237 |
RPC, Inc. | 63,617 | 855,012 |
RSP Permian, Inc. * | 36,886 | 1,001,824 |
Sanchez Energy Corp. *(a) | 50,739 | 679,903 |
SandRidge Energy, Inc. *(a) | 393,108 | 695,801 |
SEACOR Holdings, Inc. * | 17,882 | 1,296,624 |
SemGroup Corp., Class A | 41,535 | 3,211,071 |
Seventy Seven Energy, Inc. * | 33,513 | 160,862 |
Solazyme, Inc. *(a) | 43,902 | 117,218 |
Stone Energy Corp. * | 57,044 | 966,325 |
Swift Energy Co. *(a) | 41,516 | 129,945 |
Synergy Resources Corp. * | 87,905 | 1,050,465 |
Targa Resources Corp. | 35,311 | 3,516,269 |
Teekay Corp. | 44,092 | 1,950,630 |
Tesco Corp. | 31,698 | 336,950 |
TETRA Technologies, Inc. * | 84,498 | 504,453 |
Tidewater, Inc. | 50,591 | 1,426,666 |
TransAtlantic Petroleum Ltd. * | 15,378 | 73,661 |
Triangle Petroleum Corp. *(a) | 96,011 | 476,215 |
Ultra Petroleum Corp. *(a) | 149,524 | 2,432,755 |
Unit Corp. * | 44,907 | 1,371,460 |
US Silica Holdings, Inc. (a) | 52,427 | 1,699,159 |
VAALCO Energy, Inc. * | 41,786 | 202,244 |
Vantage Drilling Co. *(a) | 203,835 | 75,419 |
W&T Offshore, Inc. | 36,302 | 216,723 |
Western Refining, Inc. | 70,275 | 3,309,952 |
Willbros Group, Inc. * | 35,987 | 228,158 |
World Fuel Services Corp. | 70,141 | 3,840,220 |
WPX Energy, Inc. * | 197,319 | 2,127,099 |
107,410,975 | ||
Food & Staples Retailing 1.0% | ||
Casey's General Stores, Inc. | 37,814 | 3,318,178 |
Diplomat Pharmacy, Inc. * | 12,720 | 381,600 |
Ingles Markets, Inc., Class A | 11,217 | 485,023 |
Natural Grocers by Vitamin Cottage, Inc. * | 8,749 | 257,658 |
PriceSmart, Inc. | 20,096 | 1,596,426 |
Rite Aid Corp. * | 886,700 | 7,075,866 |
Smart & Final Stores, Inc. * | 13,325 | 200,674 |
SpartanNash Co. | 38,501 | 1,022,202 |
Security | Number of Shares | Value ($) |
SUPERVALU, Inc. * | 197,022 | 1,946,577 |
The Andersons, Inc. | 30,096 | 1,332,350 |
The Chefs' Warehouse, Inc. * | 19,377 | 392,578 |
The Fresh Market, Inc. * | 43,376 | 1,650,891 |
The Pantry, Inc. * | 23,948 | 878,892 |
United Natural Foods, Inc. * | 48,933 | 4,063,396 |
Village Super Market, Inc., Class A | 4,374 | 120,854 |
Weis Markets, Inc. | 11,439 | 539,578 |
25,262,743 | ||
Food, Beverage & Tobacco 1.8% | ||
Alico, Inc. | 3,021 | 137,969 |
B&G Foods, Inc. | 52,041 | 1,490,975 |
Boulder Brands, Inc. * | 59,094 | 609,259 |
Cal-Maine Foods, Inc. (a) | 33,762 | 1,270,464 |
Calavo Growers, Inc. | 15,951 | 669,144 |
Coca-Cola Bottling Co. Consolidated | 4,323 | 451,278 |
Darling Ingredients, Inc. * | 159,140 | 2,772,219 |
Dean Foods Co. | 93,568 | 1,508,316 |
Diamond Foods, Inc. * | 25,453 | 685,958 |
Fresh Del Monte Produce, Inc. | 33,228 | 1,169,958 |
Freshpet, Inc. *(a) | 10,378 | 191,267 |
J&J Snack Foods Corp. | 14,819 | 1,499,535 |
Lancaster Colony Corp. | 18,367 | 1,678,744 |
Landec Corp. * | 25,194 | 351,708 |
Limoneira Co. | 9,707 | 202,876 |
National Beverage Corp. * | 12,029 | 269,570 |
Pinnacle Foods, Inc. | 96,261 | 3,494,274 |
Post Holdings, Inc. * | 50,890 | 2,518,037 |
Sanderson Farms, Inc. (a) | 19,792 | 1,686,476 |
Seaboard Corp. * | 266 | 1,066,660 |
Seneca Foods Corp., Class A * | 7,845 | 212,129 |
Snyder's-Lance, Inc. | 52,983 | 1,634,526 |
The Boston Beer Co., Inc., Class A * | 8,741 | 2,339,092 |
The Hain Celestial Group, Inc. * | 97,752 | 6,112,433 |
The WhiteWave Foods Co. * | 169,137 | 6,926,160 |
Tootsie Roll Industries, Inc. (a) | 19,675 | 648,882 |
TreeHouse Foods, Inc. * | 40,915 | 3,418,857 |
Universal Corp. | 23,318 | 1,117,165 |
Vector Group Ltd. | 73,142 | 1,685,923 |
47,819,854 | ||
Health Care Equipment & Services 6.2% | ||
AAC Holdings, Inc. * | 4,863 | 175,019 |
Abaxis, Inc. | 20,571 | 1,253,185 |
ABIOMED, Inc. * | 35,260 | 2,143,455 |
Acadia Healthcare Co., Inc. * | 44,375 | 2,805,831 |
Accuray, Inc. *(a) | 87,271 | 783,694 |
Aceto Corp. | 28,857 | 617,828 |
Air Methods Corp. * | 34,304 | 1,817,769 |
Alere, Inc. * | 75,867 | 3,449,673 |
Align Technology, Inc. * | 70,239 | 4,028,207 |
Allscripts Healthcare Solutions, Inc. * | 169,010 | 2,028,965 |
Amedisys, Inc. * | 33,614 | 1,014,134 |
AMN Healthcare Services, Inc. * | 44,425 | 1,002,228 |
Amsurg Corp. * | 46,313 | 2,783,411 |
Analogic Corp. | 11,697 | 1,013,662 |
AngioDynamics, Inc. * | 26,930 | 500,898 |
Security | Number of Shares | Value ($) |
Antares Pharma, Inc. *(a) | 123,963 | 323,543 |
athenahealth, Inc. * | 37,505 | 4,765,760 |
Atrion Corp. | 1,616 | 525,200 |
Bio-Reference Laboratories, Inc. * | 25,274 | 883,074 |
BioScrip, Inc. * | 66,186 | 404,396 |
Brookdale Senior Living, Inc. * | 180,333 | 6,764,291 |
Cantel Medical Corp. | 33,666 | 1,528,436 |
Capital Senior Living Corp. * | 28,059 | 701,475 |
Cardiovascular Systems, Inc. * | 29,244 | 1,102,791 |
Castlight Health, Inc., Class B *(a) | 11,443 | 83,420 |
Centene Corp. * | 117,768 | 7,238,021 |
Chemed Corp. | 17,055 | 1,986,566 |
Civitas Solutions, Inc. * | 11,531 | 218,974 |
Computer Programs & Systems, Inc. | 9,429 | 495,965 |
CONMED Corp. | 26,057 | 1,336,724 |
CorVel Corp. * | 7,993 | 283,192 |
Cyberonics, Inc. * | 25,268 | 1,730,858 |
Cynosure, Inc., Class A * | 21,416 | 651,475 |
DexCom, Inc. * | 69,808 | 4,240,138 |
Endologix, Inc. * | 68,202 | 1,075,546 |
Exactech, Inc. * | 9,193 | 214,657 |
ExamWorks Group, Inc. * | 33,015 | 1,333,806 |
GenMark Diagnostics, Inc. * | 38,742 | 492,411 |
Globus Medical, Inc., Class A * | 64,371 | 1,562,928 |
Greatbatch, Inc. * | 25,221 | 1,340,244 |
Haemonetics Corp. * | 49,831 | 2,215,486 |
Halyard Health, Inc. * | 44,737 | 2,059,692 |
Hanger, Inc. * | 32,777 | 848,597 |
Health Net, Inc. * | 77,182 | 4,426,388 |
HealthEquity, Inc. * | 7,489 | 151,802 |
HealthSouth Corp. | 88,765 | 3,857,727 |
HealthStream, Inc. * | 22,292 | 576,917 |
Healthways, Inc. * | 34,955 | 782,293 |
HeartWare International, Inc. * | 15,234 | 1,298,394 |
Hill-Rom Holdings, Inc. | 57,464 | 2,753,675 |
HMS Holdings Corp. * | 87,423 | 1,533,399 |
ICU Medical, Inc. * | 13,499 | 1,200,196 |
Insulet Corp. * | 54,404 | 1,726,239 |
Integra LifeSciences Holdings Corp. * | 24,732 | 1,484,167 |
Invacare Corp. | 28,920 | 548,612 |
IPC Healthcare, Inc. * | 15,984 | 691,148 |
K2M Group Holdings, Inc. * | 18,807 | 385,355 |
Kindred Healthcare, Inc. | 76,123 | 1,615,330 |
Landauer, Inc. | 10,576 | 403,369 |
LDR Holding Corp. * | 14,889 | 582,011 |
LHC Group, Inc. * | 11,242 | 379,980 |
LifePoint Hospitals, Inc. * | 43,742 | 3,147,674 |
Magellan Health, Inc. * | 26,446 | 1,694,395 |
Masimo Corp. * | 44,738 | 1,318,429 |
MedAssets, Inc. * | 57,841 | 1,111,126 |
Medidata Solutions, Inc. * | 53,572 | 2,577,349 |
Meridian Bioscience, Inc. | 38,623 | 764,735 |
Merit Medical Systems, Inc. * | 38,827 | 761,398 |
Molina Healthcare, Inc. * | 30,258 | 1,927,132 |
National HealthCare Corp. | 9,197 | 579,503 |
National Research Corp., Class A | 8,784 | 122,098 |
Natus Medical, Inc. * | 32,500 | 1,163,175 |
Neogen Corp. * | 34,923 | 1,786,311 |
Nevro Corp. * | 6,584 | 275,409 |
NuVasive, Inc. * | 45,037 | 2,060,443 |
Security | Number of Shares | Value ($) |
NxStage Medical, Inc. * | 57,904 | 994,791 |
Omnicell, Inc. * | 33,491 | 1,173,860 |
OraSure Technologies, Inc. * | 59,003 | 422,462 |
Orthofix International N.V. * | 19,087 | 618,991 |
Owens & Minor, Inc. | 62,581 | 2,231,639 |
PharMerica Corp. * | 31,594 | 789,850 |
Quality Systems, Inc. | 45,269 | 786,775 |
Quidel Corp. * | 27,884 | 716,061 |
Select Medical Holdings Corp. | 97,201 | 1,318,046 |
STERIS Corp. | 57,708 | 3,723,320 |
Surgical Care Affiliates, Inc. * | 9,313 | 302,486 |
SurModics, Inc. * | 13,945 | 335,377 |
Symmetry Surgical, Inc. * | 8,723 | 64,550 |
Tandem Diabetes Care, Inc. *(a) | 16,663 | 194,957 |
Team Health Holdings, Inc. * | 70,429 | 4,174,327 |
Teleflex, Inc. | 41,068 | 4,997,565 |
The Ensign Group, Inc. | 19,698 | 868,091 |
The Providence Service Corp. * | 12,545 | 577,070 |
The Spectranetics Corp. * | 42,231 | 1,427,830 |
Thoratec Corp. * | 53,884 | 2,194,157 |
Tornier N.V. * | 33,594 | 821,037 |
Triple-S Management Corp., Class B * | 23,106 | 435,548 |
Universal American Corp. * | 48,920 | 452,999 |
US Physical Therapy, Inc. | 11,252 | 476,972 |
Vascular Solutions, Inc. * | 15,697 | 458,039 |
VCA, Inc. * | 83,029 | 4,423,785 |
Veeva Systems, Inc., Class A * | 34,899 | 1,077,332 |
WellCare Health Plans, Inc. * | 42,582 | 3,866,871 |
West Pharmaceutical Services, Inc. | 68,786 | 3,763,970 |
Wright Medical Group, Inc. * | 51,408 | 1,266,179 |
Zeltiq Aesthetics, Inc. * | 31,909 | 1,064,803 |
161,531,544 | ||
Household & Personal Products 0.4% | ||
Central Garden & Pet Co., Class A * | 41,499 | 401,710 |
Elizabeth Arden, Inc. *(a) | 28,043 | 469,720 |
Harbinger Group, Inc. * | 105,549 | 1,300,364 |
Inter Parfums, Inc. | 18,498 | 525,898 |
Medifast, Inc. * | 10,494 | 332,030 |
Nu Skin Enterprises, Inc., Class A (a) | 58,408 | 3,164,546 |
Revlon, Inc., Class A * | 12,106 | 408,699 |
Spectrum Brands Holdings, Inc. | 20,330 | 1,904,515 |
Synutra International, Inc. *(a) | 5,808 | 32,931 |
USANA Health Sciences, Inc. * | 5,784 | 578,458 |
WD-40 Co. | 13,097 | 1,063,476 |
10,182,347 | ||
Insurance 3.2% | ||
Allied World Assurance Co. Holdings AG | 93,521 | 3,782,924 |
Ambac Financial Group, Inc. * | 42,857 | 1,066,711 |
American Equity Investment Life Holding Co. | 74,296 | 2,116,693 |
American National Insurance Co. | 8,357 | 875,396 |
AMERISAFE, Inc. | 19,488 | 809,532 |
AmTrust Financial Services, Inc. (a) | 30,922 | 1,666,696 |
Argo Group International Holdings Ltd. | 27,364 | 1,310,990 |
Security | Number of Shares | Value ($) |
Aspen Insurance Holdings Ltd. | 60,045 | 2,753,063 |
Assurant, Inc. | 69,704 | 4,270,764 |
Assured Guaranty Ltd. | 157,086 | 4,165,921 |
Baldwin & Lyons, Inc., Class B | 9,193 | 213,553 |
Citizens, Inc. *(a) | 40,879 | 299,234 |
CNO Financial Group, Inc. | 200,251 | 3,256,081 |
Crawford & Co., Class B | 24,022 | 218,360 |
Donegal Group, Inc., Class A | 7,341 | 112,538 |
eHealth, Inc. * | 15,913 | 144,808 |
EMC Insurance Group, Inc. | 4,117 | 128,574 |
Employers Holdings, Inc. | 32,789 | 773,493 |
Endurance Specialty Holdings Ltd. | 43,339 | 2,755,060 |
Enstar Group Ltd. * | 10,722 | 1,491,430 |
FBL Financial Group, Inc., Class A | 11,217 | 648,791 |
Fidelity & Guaranty Life | 10,463 | 216,375 |
First American Financial Corp. | 104,126 | 3,647,534 |
Global Indemnity plc * | 6,939 | 187,700 |
Greenlight Capital Re Ltd., Class A * | 27,990 | 916,113 |
Horace Mann Educators Corp. | 42,400 | 1,366,552 |
Infinity Property & Casualty Corp. | 11,123 | 862,589 |
Kansas City Life Insurance Co. | 3,148 | 147,012 |
Kemper Corp. | 48,298 | 1,777,366 |
Maiden Holdings Ltd. | 54,192 | 775,488 |
MBIA, Inc. * | 137,837 | 1,240,533 |
Meadowbrook Insurance Group, Inc. | 44,885 | 375,239 |
Mercury General Corp. | 35,253 | 1,922,346 |
Montpelier Re Holdings Ltd. | 37,267 | 1,343,103 |
National General Holdings Corp. | 46,290 | 860,994 |
National Interstate Corp. | 6,481 | 173,561 |
National Western Life Insurance Co., Class A | 1,912 | 480,639 |
Old Republic International Corp. | 235,883 | 3,575,986 |
OneBeacon Insurance Group Ltd., Class A | 21,350 | 320,250 |
Platinum Underwriters Holdings Ltd. | 24,138 | 1,842,936 |
Primerica, Inc. | 52,622 | 2,775,284 |
ProAssurance Corp. | 55,351 | 2,490,241 |
RLI Corp. | 34,096 | 1,649,905 |
Safety Insurance Group, Inc. | 11,971 | 700,303 |
Selective Insurance Group, Inc. | 56,792 | 1,546,446 |
StanCorp Financial Group, Inc. | 40,458 | 2,676,701 |
State Auto Financial Corp. | 14,359 | 340,165 |
State National Cos., Inc. | 29,163 | 272,091 |
Stewart Information Services Corp. | 22,348 | 840,955 |
Symetra Financial Corp. | 91,271 | 2,060,899 |
The Hanover Insurance Group, Inc. | 42,725 | 3,001,004 |
The Navigators Group, Inc. * | 9,783 | 730,888 |
Third Point Reinsurance Ltd. * | 66,779 | 937,577 |
United Fire Group, Inc. | 23,312 | 672,318 |
Validus Holdings Ltd. | 93,145 | 3,878,558 |
White Mountains Insurance Group Ltd. | 5,899 | 3,935,518 |
83,401,781 | ||
Materials 5.3% | ||
A. Schulman, Inc. | 27,701 | 1,179,509 |
AK Steel Holding Corp. *(a) | 183,313 | 810,244 |
Allegheny Technologies, Inc. | 105,912 | 3,564,998 |
Security | Number of Shares | Value ($) |
Allied Nevada Gold Corp. *(a) | 96,237 | 96,237 |
American Vanguard Corp. | 27,069 | 305,068 |
AptarGroup, Inc. | 63,302 | 4,169,703 |
Axiall Corp. | 68,173 | 3,157,092 |
Balchem Corp. | 30,312 | 1,785,983 |
Bemis Co., Inc. | 97,247 | 4,745,654 |
Berry Plastics Group, Inc. * | 114,262 | 3,920,329 |
Boise Cascade Co. * | 38,803 | 1,381,775 |
Cabot Corp. | 60,993 | 2,752,004 |
Calgon Carbon Corp. * | 52,704 | 1,087,284 |
Carpenter Technology Corp. | 51,683 | 2,189,292 |
Century Aluminum Co. * | 50,051 | 949,468 |
Chemtura Corp. * | 75,371 | 1,978,489 |
Clearwater Paper Corp. * | 18,828 | 1,149,638 |
Cliffs Natural Resources, Inc. (a) | 162,629 | 1,112,382 |
Coeur Mining, Inc. * | 95,491 | 557,667 |
Commercial Metals Co. | 117,809 | 1,773,025 |
Compass Minerals International, Inc. | 32,594 | 2,955,298 |
Cytec Industries, Inc. | 69,646 | 3,658,504 |
Deltic Timber Corp. | 10,243 | 677,882 |
Domtar Corp. | 62,683 | 2,833,272 |
Eagle Materials, Inc. | 49,670 | 3,899,095 |
Ferro Corp. * | 82,169 | 1,047,655 |
Flotek Industries, Inc. * | 47,211 | 806,364 |
FutureFuel Corp. | 24,078 | 296,159 |
Globe Specialty Metals, Inc. | 62,363 | 1,038,344 |
Gold Resource Corp. (a) | 56,037 | 193,888 |
Graphic Packaging Holding Co. * | 319,503 | 4,821,300 |
Greif, Inc., Class A | 35,311 | 1,553,684 |
H.B. Fuller Co. | 48,203 | 2,154,674 |
Hawkins, Inc. | 10,533 | 410,682 |
Haynes International, Inc. | 11,495 | 464,168 |
Headwaters, Inc. * | 68,538 | 1,125,394 |
Hecla Mining Co. | 364,102 | 1,208,819 |
Horsehead Holding Corp. * | 48,862 | 627,388 |
Innophos Holdings, Inc. | 21,119 | 1,185,410 |
Innospec, Inc. | 25,090 | 1,108,225 |
Intrepid Potash, Inc. * | 58,064 | 819,864 |
Kaiser Aluminum Corp. | 18,422 | 1,391,782 |
KapStone Paper & Packaging Corp. | 81,994 | 2,825,513 |
Koppers Holdings, Inc. | 21,650 | 348,998 |
Kraton Performance Polymers, Inc. * | 34,029 | 686,705 |
Kronos Worldwide, Inc. | 21,551 | 264,215 |
Louisiana-Pacific Corp. * | 141,580 | 2,382,791 |
LSB Industries, Inc. * | 20,706 | 778,132 |
Materion Corp. | 21,200 | 776,344 |
McEwen Mining, Inc. *(a) | 241,155 | 272,505 |
Mercer International, Inc. * | 37,916 | 541,061 |
Minerals Technologies, Inc. | 33,158 | 2,428,160 |
Molycorp, Inc. *(a) | 191,842 | 179,909 |
Myers Industries, Inc. | 28,947 | 576,045 |
Neenah Paper, Inc. | 16,910 | 1,021,702 |
NewMarket Corp. | 10,516 | 4,954,088 |
Olin Corp. | 75,734 | 2,123,581 |
OM Group, Inc. | 30,684 | 883,392 |
OMNOVA Solutions, Inc. * | 37,846 | 301,633 |
P.H. Glatfelter Co. | 41,301 | 1,011,875 |
Platform Specialty Products Corp. * | 120,296 | 3,101,231 |
PolyOne Corp. | 89,435 | 3,554,147 |
Security | Number of Shares | Value ($) |
Quaker Chemical Corp. | 13,551 | 1,100,070 |
Rayonier Advanced Materials, Inc. | 40,449 | 750,733 |
Rentech, Inc. * | 258,790 | 354,542 |
Resolute Forest Products, Inc. * | 94,348 | 1,720,908 |
RTI International Metals, Inc. * | 28,644 | 798,308 |
Schnitzer Steel Industries, Inc., Class A | 25,322 | 397,555 |
Schweitzer-Mauduit International, Inc. | 30,942 | 1,448,704 |
Sensient Technologies Corp. | 46,169 | 2,936,810 |
Silgan Holdings, Inc. | 42,911 | 2,463,521 |
Sonoco Products Co. | 100,360 | 4,699,859 |
Steel Dynamics, Inc. | 233,723 | 4,258,433 |
Stepan Co. | 20,366 | 836,635 |
Stillwater Mining Co. * | 114,970 | 1,667,065 |
SunCoke Energy, Inc. | 64,621 | 1,179,333 |
The Scotts Miracle-Gro Co., Class A | 43,483 | 2,848,571 |
TimkenSteel Corp. | 36,271 | 1,090,306 |
Tredegar Corp. | 26,188 | 538,425 |
Trinseo S.A. * | 17,832 | 323,473 |
Tronox Ltd., Class A | 58,891 | 1,274,401 |
United States Lime & Minerals, Inc. | 1,609 | 108,608 |
United States Steel Corp. (a) | 141,322 | 3,384,662 |
Valhi, Inc. | 16,007 | 100,204 |
Walter Energy, Inc. (a) | 78,702 | 75,947 |
Wausau Paper Corp. | 50,456 | 473,782 |
Worthington Industries, Inc. | 49,573 | 1,338,471 |
Zep, Inc. | 20,415 | 339,501 |
138,464,546 | ||
Media 1.8% | ||
AMC Entertainment Holdings, Inc., Class A | 18,916 | 650,332 |
Carmike Cinemas, Inc. * | 24,401 | 762,531 |
Central European Media Enterprises Ltd., Class A *(a) | 78,986 | 223,530 |
Cinemark Holdings, Inc. | 101,371 | 4,127,827 |
Clear Channel Outdoor Holdings, Inc., Class A | 40,391 | 394,216 |
Crown Media Holdings, Inc., Class A * | 23,293 | 79,895 |
Cumulus Media, Inc., Class A * | 117,530 | 468,945 |
DreamWorks Animation SKG, Inc., Class A *(a) | 74,299 | 1,590,742 |
Entercom Communications Corp., Class A * | 16,859 | 191,855 |
Global Eagle Entertainment, Inc. * | 37,608 | 500,186 |
Gray Television, Inc. * | 45,185 | 494,324 |
Harte-Hanks, Inc. | 41,518 | 321,765 |
Hemisphere Media Group, Inc. *(a) | 12,865 | 161,842 |
John Wiley & Sons, Inc., Class A | 45,365 | 2,933,301 |
Journal Communications, Inc., Class A * | 43,689 | 519,025 |
Liberty Broadband Corp., Class A * | 23,949 | 1,241,995 |
Liberty Broadband Corp., Class C * | 62,713 | 3,264,839 |
Lions Gate Entertainment Corp. | 79,960 | 2,605,896 |
Live Nation Entertainment, Inc. * | 140,342 | 3,591,352 |
Loral Space & Communications, Inc. * | 12,198 | 867,644 |
Media General, Inc. * | 77,435 | 1,154,556 |
Security | Number of Shares | Value ($) |
Meredith Corp. | 34,875 | 1,870,695 |
Morningstar, Inc. | 20,297 | 1,515,171 |
National CineMedia, Inc. | 62,717 | 955,807 |
New Media Investment Group, Inc. | 39,394 | 973,032 |
Nexstar Broadcasting Group, Inc., Class A | 29,784 | 1,624,122 |
Regal Entertainment Group, Class A (a) | 80,766 | 1,909,308 |
Rentrak Corp. * | 11,540 | 631,815 |
Scholastic Corp. | 28,031 | 1,037,427 |
SFX Entertainment, Inc. *(a) | 41,510 | 197,588 |
Sinclair Broadcast Group, Inc., Class A (a) | 70,005 | 1,922,337 |
Sizmek, Inc. * | 22,502 | 177,766 |
Starz, Class A * | 82,289 | 2,735,286 |
The E.W. Scripps Co., Class A * | 28,569 | 658,801 |
The McClatchy Co., Class A * | 70,397 | 163,321 |
The New York Times Co., Class A | 131,541 | 1,840,259 |
Time, Inc. | 105,892 | 2,509,640 |
World Wrestling Entertainment, Inc., Class A (a) | 28,189 | 463,427 |
47,332,400 | ||
Pharmaceuticals, Biotechnology & Life Sciences 6.4% | ||
ACADIA Pharmaceuticals, Inc. * | 76,946 | 2,921,640 |
Accelerate Diagnostics, Inc. *(a) | 21,494 | 429,880 |
Acceleron Pharma, Inc. * | 8,827 | 358,641 |
Achillion Pharmaceuticals, Inc. * | 93,091 | 1,130,125 |
Acorda Therapeutics, Inc. * | 39,419 | 1,333,939 |
Aegerion Pharmaceuticals, Inc. * | 29,717 | 808,302 |
Affymetrix, Inc. * | 72,730 | 850,941 |
Agios Pharmaceuticals, Inc. *(a) | 11,060 | 1,186,517 |
Akebia Therapeutics, Inc. *(a) | 9,053 | 83,831 |
Akorn, Inc. * | 74,566 | 4,012,396 |
Alkermes plc * | 143,393 | 10,073,358 |
Alnylam Pharmaceuticals, Inc. * | 70,397 | 7,147,407 |
AMAG Pharmaceuticals, Inc. * | 20,897 | 1,028,759 |
Anacor Pharmaceuticals, Inc. * | 42,593 | 1,852,795 |
Arena Pharmaceuticals, Inc. * | 218,691 | 986,296 |
ARIAD Pharmaceuticals, Inc. *(a) | 177,411 | 1,442,351 |
Array BioPharma, Inc. * | 114,285 | 909,709 |
Atara Biotherapeutics, Inc. * | 5,013 | 98,054 |
Auspex Pharmaceuticals, Inc. * | 18,219 | 1,225,046 |
Bio-Rad Laboratories, Inc., Class A * | 20,565 | 2,615,457 |
Bio-Techne Corp. | 36,286 | 3,538,974 |
BioCryst Pharmaceuticals, Inc. * | 60,790 | 620,058 |
Bluebird Bio, Inc. * | 27,866 | 2,656,187 |
Bruker Corp. * | 110,514 | 2,103,081 |
Cambrex Corp. * | 29,456 | 1,008,868 |
Catalent, Inc. * | 42,507 | 1,188,921 |
Celldex Therapeutics, Inc. * | 89,048 | 2,274,286 |
Cepheid, Inc. * | 68,380 | 3,886,719 |
Charles River Laboratories International, Inc. * | 45,398 | 3,480,665 |
Chimerix, Inc. * | 34,247 | 1,386,319 |
Clovis Oncology, Inc. * | 29,475 | 2,253,658 |
Coherus Biosciences, Inc. * | 6,910 | 218,287 |
Depomed, Inc. * | 58,466 | 1,283,329 |
Dyax Corp. * | 131,694 | 1,989,896 |
Emergent Biosolutions, Inc. * | 31,186 | 934,644 |
Security | Number of Shares | Value ($) |
Enanta Pharmaceuticals, Inc. * | 13,036 | 466,950 |
Endocyte, Inc. *(a) | 33,057 | 191,731 |
Epizyme, Inc. *(a) | 11,079 | 260,578 |
Exact Sciences Corp. *(a) | 89,737 | 2,016,390 |
Exelixis, Inc. *(a) | 181,385 | 531,458 |
FibroGen, Inc. * | 7,188 | 228,722 |
Fluidigm Corp. * | 27,136 | 1,199,411 |
Foundation Medicine, Inc. * | 18,027 | 860,970 |
Genomic Health, Inc. * | 15,604 | 474,362 |
Halozyme Therapeutics, Inc. * | 104,963 | 1,581,792 |
Hyperion Therapeutics, Inc. * | 11,725 | 346,474 |
ImmunoGen, Inc. * | 82,247 | 625,077 |
Impax Laboratories, Inc. * | 65,822 | 2,651,968 |
INC Research Holdings, Inc., Class A * | 7,735 | 231,509 |
Infinity Pharmaceuticals, Inc. * | 44,373 | 674,470 |
Insys Therapeutics, Inc. *(a) | 11,995 | 720,420 |
Intercept Pharmaceuticals, Inc. *(a) | 11,653 | 2,579,625 |
Intra-Cellular Therapies, Inc. * | 23,306 | 579,154 |
Intrexon Corp. *(a) | 33,408 | 1,371,732 |
Ironwood Pharmaceuticals, Inc. * | 114,815 | 1,773,892 |
Isis Pharmaceuticals, Inc. * | 115,989 | 7,952,206 |
Karyopharm Therapeutics, Inc. *(a) | 18,030 | 491,498 |
Keryx Biopharmaceuticals, Inc. *(a) | 92,968 | 1,130,491 |
Kindred Biosciences, Inc. * | 13,820 | 92,732 |
Kite Pharma, Inc. *(a) | 10,772 | 704,920 |
KYTHERA Biopharmaceuticals, Inc. *(a) | 16,596 | 689,564 |
Lannett Co., Inc. * | 25,047 | 1,562,933 |
Lexicon Pharmaceuticals, Inc. *(a) | 245,715 | 230,972 |
Ligand Pharmaceuticals, Inc. * | 18,146 | 999,300 |
Luminex Corp. * | 39,506 | 621,824 |
MacroGenics, Inc. * | 21,812 | 754,041 |
MannKind Corp. *(a) | 248,907 | 1,622,874 |
Merrimack Pharmaceuticals, Inc. *(a) | 95,018 | 1,018,593 |
MiMedx Group, Inc. *(a) | 88,528 | 916,265 |
Momenta Pharmaceuticals, Inc. * | 42,816 | 584,438 |
Myriad Genetics, Inc. *(a) | 72,498 | 2,470,007 |
Nektar Therapeutics * | 123,942 | 1,619,922 |
Neurocrine Biosciences, Inc. * | 68,023 | 2,656,298 |
NewLink Genetics Corp. *(a) | 20,564 | 885,897 |
Novavax, Inc. * | 240,684 | 2,202,259 |
OncoMed Pharmaceuticals, Inc. *(a) | 12,084 | 301,858 |
Ophthotech Corp. * | 10,743 | 577,275 |
OPKO Health, Inc. *(a) | 226,016 | 3,290,793 |
Orexigen Therapeutics, Inc. *(a) | 119,399 | 673,410 |
Organovo Holdings, Inc. *(a) | 72,235 | 427,631 |
Osiris Therapeutics, Inc. * | 18,522 | 319,875 |
Pacira Pharmaceuticals, Inc. * | 34,900 | 4,005,473 |
PAREXEL International Corp. * | 53,270 | 3,433,784 |
PDL BioPharma, Inc. (a) | 153,118 | 1,068,764 |
Phibro Animal Health Corp., Class A | 13,025 | 472,417 |
Portola Pharmaceuticals, Inc. * | 42,320 | 1,611,546 |
PRA Health Sciences, Inc. * | 16,066 | 506,400 |
Prestige Brands Holdings, Inc. * | 50,591 | 1,949,777 |
PTC Therapeutics, Inc. * | 21,672 | 1,545,864 |
Raptor Pharmaceutical Corp. *(a) | 62,898 | 583,064 |
Receptos, Inc. * | 29,912 | 3,788,056 |
Relypsa, Inc. * | 12,019 | 466,337 |
Retrophin, Inc. *(a) | 19,626 | 277,904 |
Security | Number of Shares | Value ($) |
Revance Therapeutics, Inc. *(a) | 12,366 | 198,474 |
Sagent Pharmaceuticals, Inc. * | 22,509 | 611,795 |
Sangamo BioSciences, Inc. * | 65,526 | 1,102,147 |
Sarepta Therapeutics, Inc. *(a) | 38,054 | 528,951 |
SciClone Pharmaceuticals, Inc. * | 48,103 | 370,874 |
Sequenom, Inc. *(a) | 123,155 | 431,042 |
Spectrum Pharmaceuticals, Inc. *(a) | 51,722 | 322,228 |
Sunesis Pharmaceuticals, Inc. * | 40,656 | 90,256 |
Synageva BioPharma Corp. * | 22,444 | 2,215,896 |
Synergy Pharmaceuticals, Inc. *(a) | 97,287 | 293,807 |
Synta Pharmaceuticals Corp. *(a) | 68,910 | 165,384 |
TESARO, Inc. * | 20,354 | 1,085,479 |
The Medicines Co. * | 62,748 | 1,804,946 |
TherapeuticsMD, Inc. * | 97,101 | 492,302 |
Theravance Biopharma, Inc. * | 23,324 | 506,831 |
Theravance, Inc. (a) | 75,302 | 1,359,954 |
Ultragenyx Pharmaceutical, Inc. * | 25,440 | 1,380,629 |
United Therapeutics Corp. * | 46,600 | 7,225,330 |
Versartis, Inc. *(a) | 17,250 | 341,722 |
Vitae Pharmaceuticals, Inc. * | 6,800 | 79,016 |
VIVUS, Inc. *(a) | 108,190 | 282,376 |
VWR Corp. * | 24,732 | 607,171 |
XOMA Corp. *(a) | 82,789 | 305,491 |
ZIOPHARM Oncology, Inc. *(a) | 110,287 | 1,241,832 |
166,237,216 | ||
Real Estate 10.5% | ||
Acadia Realty Trust | 66,324 | 2,265,628 |
AG Mortgage Investment Trust, Inc. | 30,727 | 577,975 |
Agree Realty Corp. | 12,987 | 426,363 |
Alexander & Baldwin, Inc. | 44,137 | 1,784,459 |
Alexander's, Inc. | 3,142 | 1,383,768 |
Altisource Portfolio Solutions S.A. *(a) | 13,782 | 277,569 |
Altisource Residential Corp. | 57,951 | 1,196,688 |
American Assets Trust, Inc. | 37,903 | 1,554,781 |
American Capital Mortgage Investment Corp. | 47,409 | 874,696 |
American Homes 4 Rent, Class A | 141,763 | 2,366,024 |
American Residential Properties, Inc. * | 30,700 | 532,338 |
Anworth Mortgage Asset Corp. | 126,788 | 663,101 |
Apollo Commercial Real Estate Finance, Inc. | 46,231 | 790,088 |
Apollo Residential Mortgage, Inc. | 31,571 | 500,400 |
ARMOUR Residential REIT, Inc. | 364,020 | 1,157,584 |
Ashford Hospitality Prime, Inc. | 22,716 | 369,589 |
Ashford Hospitality Trust, Inc. | 76,032 | 809,741 |
Associated Estates Realty Corp. | 55,240 | 1,322,998 |
Aviv REIT, Inc. | 23,949 | 861,685 |
BioMed Realty Trust, Inc. | 193,811 | 4,310,357 |
Blackstone Mortgage Trust, Inc., Class A | 53,434 | 1,544,777 |
Brandywine Realty Trust | 179,967 | 2,852,477 |
Campus Crest Communities, Inc. | 67,386 | 524,937 |
Capstead Mortgage Corp. | 89,979 | 1,077,049 |
CareTrust REIT, Inc. | 34,473 | 438,152 |
CBL & Associates Properties, Inc. | 166,375 | 3,330,828 |
Cedar Realty Trust, Inc. | 56,921 | 425,769 |
Chambers Street Properties | 237,810 | 1,947,664 |
Chesapeake Lodging Trust | 52,733 | 1,875,186 |
Security | Number of Shares | Value ($) |
Chimera Investment Corp. | 996,843 | 3,199,866 |
Colony Financial, Inc. | 109,296 | 2,755,352 |
Columbia Property Trust, Inc. | 121,090 | 3,135,020 |
CoreSite Realty Corp. | 20,530 | 973,943 |
Corporate Office Properties Trust | 89,234 | 2,623,480 |
Cousins Properties, Inc. | 205,203 | 2,201,828 |
CubeSmart | 160,369 | 3,720,561 |
CyrusOne, Inc. | 37,016 | 1,100,116 |
CYS Investments, Inc. | 159,568 | 1,450,473 |
DCT Industrial Trust, Inc. | 85,214 | 3,074,521 |
DiamondRock Hospitality Co. | 190,335 | 2,756,051 |
Douglas Emmett, Inc. | 133,224 | 3,846,177 |
DuPont Fabros Technology, Inc. | 65,406 | 2,047,862 |
Dynex Capital, Inc. | 39,566 | 329,980 |
EastGroup Properties, Inc. | 29,957 | 1,887,291 |
Education Realty Trust, Inc. | 46,234 | 1,620,964 |
Empire State Realty Trust, Inc., Class A | 99,549 | 1,762,017 |
EPR Properties | 55,905 | 3,410,764 |
Equity Commonwealth * | 126,717 | 3,351,665 |
Equity LifeStyle Properties, Inc. | 79,632 | 4,289,776 |
Equity One, Inc. | 72,508 | 1,941,764 |
Excel Trust, Inc. | 55,728 | 763,474 |
FelCor Lodging Trust, Inc. | 106,274 | 1,144,571 |
First Industrial Realty Trust, Inc. | 106,760 | 2,271,853 |
First Potomac Realty Trust | 59,759 | 714,120 |
Forest City Enterprises, Inc., Class A * | 165,488 | 4,178,572 |
Forestar Group, Inc. * | 36,955 | 531,413 |
Franklin Street Properties Corp. | 92,271 | 1,165,383 |
FRP Holdings, Inc. * | 5,893 | 179,795 |
Gaming & Leisure Properties, Inc. | 87,598 | 2,965,192 |
Getty Realty Corp. | 27,212 | 490,904 |
Government Properties Income Trust | 69,410 | 1,623,500 |
Hatteras Financial Corp. | 93,059 | 1,707,633 |
Healthcare Realty Trust, Inc. | 97,465 | 2,781,651 |
Healthcare Trust of America, Inc., Class A | 116,495 | 3,232,736 |
Hersha Hospitality Trust | 198,357 | 1,330,975 |
Highwoods Properties, Inc. | 90,131 | 4,110,875 |
Home Properties, Inc. | 55,512 | 3,706,536 |
Hospitality Properties Trust | 148,181 | 4,565,457 |
Hudson Pacific Properties, Inc. | 65,890 | 2,105,844 |
Inland Real Estate Corp. | 79,716 | 852,961 |
Invesco Mortgage Capital, Inc. | 118,260 | 1,888,612 |
Investors Real Estate Trust | 111,289 | 852,474 |
iStar Financial, Inc. * | 78,986 | 1,046,565 |
Kennedy-Wilson Holdings, Inc. | 74,908 | 2,004,538 |
Kite Realty Group Trust | 82,950 | 2,349,144 |
LaSalle Hotel Properties | 109,881 | 4,276,569 |
Lexington Realty Trust | 209,768 | 2,271,787 |
LTC Properties, Inc. | 34,551 | 1,542,011 |
Mack-Cali Realty Corp. | 81,563 | 1,534,200 |
Marcus & Millichap, Inc. * | 7,097 | 262,092 |
Medical Properties Trust, Inc. | 200,847 | 3,040,824 |
MFA Financial, Inc. | 353,819 | 2,816,399 |
Mid-America Apartment Communities, Inc. | 72,957 | 5,287,194 |
Monmouth Real Estate Investment Corp. | 53,214 | 599,722 |
National Health Investors, Inc. | 33,099 | 2,355,987 |
Security | Number of Shares | Value ($) |
New Residential Investment Corp. | 135,190 | 2,042,721 |
New Senior Investment Group, Inc. | 64,444 | 1,085,237 |
New York Mortgage Trust, Inc. (a) | 92,286 | 729,059 |
New York REIT, Inc. | 154,171 | 1,601,837 |
Newcastle Investment Corp. | 71,124 | 344,240 |
NorthStar Realty Finance Corp. | 233,822 | 4,494,059 |
Omega Healthcare Investors, Inc. | 133,340 | 5,341,600 |
One Liberty Properties, Inc. | 12,545 | 297,066 |
Outfront Media, Inc. | 130,332 | 3,903,443 |
Parkway Properties, Inc. | 77,020 | 1,356,322 |
Pebblebrook Hotel Trust | 72,915 | 3,542,211 |
Pennsylvania Real Estate Investment Trust | 66,246 | 1,509,084 |
PennyMac Mortgage Investment Trust | 76,283 | 1,635,508 |
Piedmont Office Realty Trust, Inc., Class A | 153,683 | 2,817,009 |
Post Properties, Inc. | 52,476 | 2,984,310 |
Potlatch Corp. | 42,840 | 1,710,601 |
PS Business Parks, Inc. | 18,855 | 1,568,359 |
QTS Realty Trust, Inc., Class A | 12,243 | 438,422 |
RAIT Financial Trust | 70,570 | 520,101 |
Ramco-Gershenson Properties Trust | 77,909 | 1,458,456 |
Redwood Trust, Inc. | 83,959 | 1,605,296 |
Resource Capital Corp. | 133,471 | 671,359 |
Retail Opportunity Investments Corp. | 87,459 | 1,464,938 |
Retail Properties of America, Inc., Class A | 236,096 | 3,737,400 |
Rexford Industrial Realty, Inc. | 52,268 | 838,379 |
RLJ Lodging Trust | 129,080 | 4,106,035 |
Rouse Properties, Inc. (a) | 36,028 | 622,564 |
Ryman Hospitality Properties, Inc. | 50,975 | 3,063,598 |
Sabra Health Care REIT, Inc. | 60,608 | 1,981,276 |
Saul Centers, Inc. | 12,878 | 693,738 |
Select Income REIT | 34,630 | 855,015 |
Silver Bay Realty Trust Corp. | 39,809 | 643,313 |
Sovran Self Storage, Inc. | 33,273 | 3,061,781 |
Spirit Realty Capital, Inc. | 390,034 | 4,777,917 |
STAG Industrial, Inc. | 61,973 | 1,546,226 |
Starwood Property Trust, Inc. | 222,461 | 5,428,048 |
Starwood Waypoint Residential Trust | 36,206 | 911,667 |
Strategic Hotels & Resorts, Inc. * | 265,532 | 3,483,780 |
Summit Hotel Properties, Inc. | 86,611 | 1,137,202 |
Sun Communities, Inc. | 49,770 | 3,363,954 |
Sunstone Hotel Investors, Inc. | 207,443 | 3,619,880 |
Tanger Factory Outlet Centers, Inc. | 92,808 | 3,290,044 |
Tejon Ranch Co. * | 14,735 | 362,186 |
The Geo Group, Inc. | 72,656 | 3,135,106 |
The Howard Hughes Corp. * | 35,045 | 5,249,391 |
The St. Joe Co. * | 88,569 | 1,504,787 |
Two Harbors Investment Corp. | 355,774 | 3,714,281 |
Universal Health Realty Income Trust | 14,041 | 713,704 |
Urstadt Biddle Properties, Inc., Class A | 28,682 | 651,655 |
Washington Real Estate Investment Trust | 68,067 | 1,929,019 |
Western Asset Mortgage Capital Corp. (a) | 40,015 | 600,225 |
Security | Number of Shares | Value ($) |
Whitestone REIT | 23,266 | 367,137 |
WP GLIMCHER, Inc. | 179,244 | 3,106,299 |
273,690,550 | ||
Retailing 4.3% | ||
1-800-Flowers.com, Inc., Class A * | 19,637 | 245,070 |
Aaron's, Inc. | 63,007 | 1,878,239 |
Abercrombie & Fitch Co., Class A (a) | 71,834 | 1,777,173 |
America's Car-Mart, Inc. * | 6,873 | 365,678 |
American Eagle Outfitters, Inc. | 170,657 | 2,554,735 |
ANN, Inc. * | 44,739 | 1,606,577 |
Asbury Automotive Group, Inc. * | 28,666 | 2,255,154 |
Ascena Retail Group, Inc. * | 128,851 | 1,726,603 |
Barnes & Noble, Inc. * | 43,571 | 1,084,918 |
Big Lots, Inc. | 51,772 | 2,470,042 |
Blue Nile, Inc. * | 10,808 | 324,024 |
Boot Barn Holdings, Inc. * | 4,931 | 121,352 |
Brown Shoe Co., Inc. | 42,400 | 1,272,000 |
Burlington Stores, Inc. * | 58,677 | 3,260,681 |
Cabela's, Inc. * | 46,301 | 2,520,626 |
Chico's FAS, Inc. | 148,222 | 2,702,087 |
Conn's, Inc. *(a) | 22,159 | 572,810 |
Core-Mark Holding Co., Inc. | 22,674 | 1,594,436 |
CST Brands, Inc. | 75,418 | 3,139,651 |
DSW, Inc., Class A | 69,926 | 2,635,511 |
Express, Inc. * | 81,595 | 1,127,643 |
Five Below, Inc. * | 52,842 | 1,676,941 |
Francesca's Holdings Corp. * | 38,478 | 576,785 |
Fred's, Inc., Class A | 34,917 | 652,250 |
FTD Cos., Inc. * | 19,314 | 672,127 |
Genesco, Inc. * | 22,916 | 1,682,722 |
GNC Holdings, Inc., Class A | 88,160 | 4,239,614 |
Group 1 Automotive, Inc. | 20,862 | 1,696,915 |
Guess?, Inc. | 63,501 | 1,150,003 |
Haverty Furniture Cos., Inc. | 22,295 | 513,900 |
Hibbett Sports, Inc. * | 23,446 | 1,146,744 |
HSN, Inc. | 31,388 | 2,120,887 |
J.C. Penney Co., Inc. *(a) | 297,266 | 2,526,761 |
Lands' End, Inc. * | 13,597 | 498,602 |
Liberty TripAdvisor Holdings, Inc., Class A * | 67,558 | 2,231,441 |
Liberty Ventures, Series A * | 133,104 | 5,348,119 |
Lithia Motors, Inc., Class A | 23,165 | 2,188,166 |
Lumber Liquidators Holdings, Inc. *(a) | 26,172 | 1,357,280 |
MarineMax, Inc. * | 24,407 | 618,717 |
Mattress Firm Holding Corp. *(a) | 13,869 | 844,761 |
Monro Muffler Brake, Inc. | 30,428 | 1,924,267 |
Murphy USA, Inc. * | 41,941 | 2,977,392 |
Nutrisystem, Inc. | 31,200 | 536,952 |
Office Depot, Inc. * | 471,547 | 4,418,395 |
Orbitz Worldwide, Inc. * | 92,292 | 1,068,741 |
Outerwall, Inc. (a) | 18,909 | 1,220,009 |
Overstock.com, Inc. * | 15,679 | 356,227 |
Penske Automotive Group, Inc. | 42,703 | 2,106,539 |
PetMed Express, Inc. (a) | 19,731 | 303,660 |
Pier 1 Imports, Inc. | 90,423 | 1,090,501 |
Pool Corp. | 42,894 | 2,966,978 |
Rent-A-Center, Inc. | 52,586 | 1,451,374 |
Security | Number of Shares | Value ($) |
Restoration Hardware Holdings, Inc. * | 35,587 | 3,135,215 |
Sears Holdings Corp. *(a) | 47,971 | 1,803,710 |
Sears Hometown & Outlet Stores, Inc. * | 7,744 | 102,918 |
Select Comfort Corp. * | 52,527 | 1,686,117 |
Shoe Carnival, Inc. | 15,836 | 388,615 |
Shutterfly, Inc. * | 37,353 | 1,793,317 |
Sonic Automotive, Inc., Class A | 32,256 | 797,691 |
Stage Stores, Inc. | 33,745 | 722,818 |
Stein Mart, Inc. | 28,236 | 464,200 |
Systemax, Inc. * | 9,283 | 111,674 |
The Buckle, Inc. (a) | 28,046 | 1,410,714 |
The Cato Corp., Class A | 25,921 | 1,149,337 |
The Children's Place, Inc. | 21,290 | 1,213,317 |
The Container Store Group, Inc. *(a) | 11,685 | 215,238 |
The Finish Line, Inc., Class A | 45,680 | 1,118,246 |
The Men's Wearhouse, Inc. | 44,052 | 2,210,970 |
The Michaels Cos., Inc. * | 50,136 | 1,413,835 |
The Pep Boys-Manny, Moe & Jack * | 55,607 | 493,790 |
Tile Shop Holdings, Inc. *(a) | 19,817 | 218,780 |
Travelport Worldwide Ltd. (a) | 28,784 | 458,817 |
Tuesday Morning Corp. * | 44,650 | 847,457 |
Vitamin Shoppe, Inc. * | 29,923 | 1,268,735 |
Wayfair, Inc., Class A *(a) | 10,454 | 244,101 |
Weyco Group, Inc. | 5,063 | 136,397 |
Winmark Corp. | 2,012 | 165,185 |
zulily, Inc., Class A *(a) | 17,863 | 250,261 |
Zumiez, Inc. * | 22,055 | 856,175 |
112,076,410 | ||
Semiconductors & Semiconductor Equipment 3.4% | ||
Advanced Energy Industries, Inc. * | 38,597 | 1,027,452 |
Advanced Micro Devices, Inc. *(a) | 603,904 | 1,878,141 |
Amkor Technology, Inc. * | 110,090 | 1,071,176 |
Applied Micro Circuits Corp. * | 78,107 | 424,902 |
Atmel Corp. * | 406,241 | 3,388,050 |
Brooks Automation, Inc. | 70,159 | 841,908 |
Cabot Microelectronics Corp. * | 25,689 | 1,330,947 |
Cavium, Inc. * | 53,367 | 3,655,106 |
CEVA, Inc. * | 23,191 | 461,733 |
Cirrus Logic, Inc. * | 62,949 | 1,895,394 |
Cohu, Inc. | 22,525 | 245,297 |
Cypress Semiconductor Corp. *(a) | 142,499 | 2,101,860 |
Diodes, Inc. * | 34,830 | 992,307 |
Entegris, Inc. * | 140,033 | 1,877,843 |
Exar Corp. * | 42,436 | 454,914 |
Fairchild Semiconductor International, Inc. * | 116,643 | 2,034,254 |
FormFactor, Inc. * | 58,047 | 570,022 |
Inphi Corp. * | 26,123 | 486,933 |
Integrated Device Technology, Inc. * | 146,827 | 3,030,509 |
Integrated Silicon Solution, Inc. | 30,971 | 509,163 |
Intersil Corp., Class A | 123,983 | 1,932,895 |
IXYS Corp. | 25,340 | 303,320 |
Kulicke & Soffa Industries, Inc. * | 72,583 | 1,161,328 |
Lattice Semiconductor Corp. * | 122,092 | 820,458 |
M/A-COM Technology Solutions Holdings, Inc. * | 19,700 | 664,284 |
Micrel, Inc. | 41,506 | 619,685 |
Microsemi Corp. * | 90,826 | 2,928,230 |
Security | Number of Shares | Value ($) |
MKS Instruments, Inc. | 53,706 | 1,899,044 |
Monolithic Power Systems, Inc. | 36,946 | 1,948,163 |
Nanometrics, Inc. * | 23,344 | 417,391 |
OmniVision Technologies, Inc. * | 56,272 | 1,508,652 |
ON Semiconductor Corp. * | 428,389 | 5,461,960 |
PDF Solutions, Inc. * | 27,236 | 494,061 |
Photronics, Inc. * | 66,420 | 551,950 |
PMC-Sierra, Inc. * | 198,556 | 1,886,282 |
Power Integrations, Inc. | 29,054 | 1,593,902 |
Qorvo, Inc. * | 142,421 | 9,884,017 |
Rambus, Inc. * | 108,095 | 1,297,140 |
Rudolph Technologies, Inc. * | 31,315 | 386,114 |
Semtech Corp. * | 63,847 | 1,847,094 |
Silicon Image, Inc. * | 77,470 | 564,756 |
Silicon Laboratories, Inc. * | 37,969 | 1,922,750 |
Spansion, Inc., Class A * | 60,054 | 2,166,748 |
SunEdison Semiconductor Ltd. * | 22,543 | 542,385 |
SunEdison, Inc. * | 248,401 | 5,499,598 |
SunPower Corp. *(a) | 48,812 | 1,594,200 |
Synaptics, Inc. * | 35,794 | 3,076,494 |
Teradyne, Inc. | 208,574 | 4,029,650 |
Tessera Technologies, Inc. | 47,768 | 1,913,586 |
Ultratech, Inc. * | 25,800 | 465,432 |
Veeco Instruments, Inc. * | 40,349 | 1,230,241 |
88,889,721 | ||
Software & Services 8.6% | ||
A10 Networks, Inc. * | 20,091 | 86,994 |
ACI Worldwide, Inc. * | 114,006 | 2,263,019 |
Actua Corp. * | 37,598 | 630,142 |
Acxiom Corp. * | 77,999 | 1,559,980 |
Advent Software, Inc. | 44,464 | 1,963,975 |
Angie's List, Inc. * | 43,539 | 293,453 |
AOL, Inc. * | 76,534 | 3,102,688 |
Aspen Technology, Inc. * | 89,288 | 3,446,963 |
Bankrate, Inc. * | 57,711 | 736,392 |
Barracuda Networks, Inc. * | 9,249 | 352,294 |
Bazaarvoice, Inc. *(a) | 57,018 | 527,417 |
Benefitfocus, Inc. *(a) | 3,988 | 129,849 |
Blackbaud, Inc. | 44,435 | 2,017,349 |
Blackhawk Network Holdings, Inc. *(a) | 10,797 | 399,921 |
Blackhawk Network Holdings, Inc., Class B * | 38,625 | 1,416,765 |
Blucora, Inc. * | 44,067 | 653,073 |
Booz Allen Hamilton Holding Corp. | 96,052 | 2,858,508 |
Bottomline Technologies (de), Inc. * | 41,953 | 1,110,915 |
Broadridge Financial Solutions, Inc. | 119,423 | 6,356,886 |
BroadSoft, Inc. * | 26,701 | 840,013 |
CACI International, Inc., Class A * | 23,570 | 2,057,425 |
Carbonite, Inc. * | 11,918 | 179,604 |
Cardtronics, Inc. * | 44,603 | 1,632,024 |
Cass Information Systems, Inc. | 9,560 | 479,912 |
ChannelAdvisor Corp. * | 19,446 | 192,321 |
Ciber, Inc. * | 63,468 | 248,795 |
CommVault Systems, Inc. * | 41,353 | 1,996,109 |
comScore, Inc. * | 32,727 | 1,688,386 |
Comverse, Inc. * | 24,218 | 434,471 |
Constant Contact, Inc. * | 30,018 | 1,240,644 |
Convergys Corp. | 98,052 | 2,191,462 |
CoreLogic, Inc. * | 88,325 | 2,944,755 |
Security | Number of Shares | Value ($) |
Cornerstone OnDemand, Inc. * | 46,013 | 1,470,806 |
CoStar Group, Inc. * | 32,095 | 6,392,040 |
Coupons.com, Inc. *(a) | 16,370 | 159,608 |
CSG Systems International, Inc. | 35,557 | 1,063,510 |
Cvent, Inc. *(a) | 17,874 | 517,452 |
Dealertrack Technologies, Inc. * | 42,508 | 1,690,543 |
Demandware, Inc. * | 31,357 | 1,981,449 |
Dice Holdings, Inc. * | 34,112 | 298,821 |
DST Systems, Inc. | 29,226 | 3,106,432 |
E2open, Inc. * | 15,332 | 131,395 |
EarthLink Holdings Corp. | 105,572 | 450,792 |
Ebix, Inc. (a) | 28,434 | 747,246 |
Ellie Mae, Inc. * | 25,477 | 1,346,459 |
Endurance International Group Holdings, Inc. *(a) | 42,690 | 794,888 |
EnerNOC, Inc. * | 25,985 | 350,538 |
Envestnet, Inc. * | 34,289 | 1,847,491 |
EPAM Systems, Inc. * | 22,312 | 1,376,204 |
Epiq Systems, Inc. | 35,824 | 630,502 |
ePlus, Inc. * | 5,643 | 469,328 |
Euronet Worldwide, Inc. * | 48,198 | 2,723,187 |
EVERTEC, Inc. | 62,719 | 1,307,691 |
Everyday Health, Inc. * | 7,348 | 105,076 |
ExlService Holdings, Inc. * | 32,772 | 1,143,743 |
Fair Isaac Corp. | 30,999 | 2,638,635 |
Five9, Inc. *(a) | 10,730 | 41,847 |
Forrester Research, Inc. | 11,241 | 422,886 |
Fortinet, Inc. * | 138,152 | 4,643,289 |
Genpact Ltd. * | 151,784 | 3,372,640 |
Gigamon, Inc. * | 24,110 | 483,647 |
Global Cash Access Holdings, Inc. * | 55,591 | 395,252 |
Gogo, Inc. *(a) | 51,472 | 925,467 |
GrubHub, Inc. * | 16,858 | 708,205 |
Guidewire Software, Inc. * | 70,288 | 3,912,230 |
Heartland Payment Systems, Inc. | 34,971 | 1,714,628 |
HomeAway, Inc. * | 88,341 | 2,738,129 |
HubSpot, Inc. *(a) | 4,959 | 203,765 |
IGATE Corp. * | 34,506 | 1,476,857 |
Imperva, Inc. * | 21,523 | 992,210 |
Infoblox, Inc. * | 48,094 | 1,118,185 |
Informatica Corp. * | 107,045 | 4,597,048 |
Interactive Intelligence Group, Inc. * | 15,291 | 648,950 |
Internap Corp. * | 51,977 | 494,821 |
Intralinks Holdings, Inc. * | 38,609 | 400,375 |
j2 Global, Inc. | 44,347 | 2,982,336 |
Jive Software, Inc. * | 42,364 | 214,362 |
Leidos Holdings, Inc. | 61,046 | 2,748,291 |
Liquidity Services, Inc. * | 28,242 | 279,031 |
LivePerson, Inc. * | 51,121 | 589,681 |
LogMeIn, Inc. * | 22,485 | 1,184,959 |
Manhattan Associates, Inc. * | 72,766 | 3,627,385 |
ManTech International Corp., Class A | 22,021 | 728,895 |
Marketo, Inc. * | 26,729 | 747,076 |
MAXIMUS, Inc. | 65,184 | 3,860,848 |
Mentor Graphics Corp. | 96,866 | 2,272,476 |
MicroStrategy, Inc., Class A * | 8,852 | 1,578,666 |
MoneyGram International, Inc. * | 30,891 | 262,419 |
Monotype Imaging Holdings, Inc. | 37,028 | 1,185,266 |
Monster Worldwide, Inc. * | 74,420 | 500,102 |
NetScout Systems, Inc. * | 37,643 | 1,517,766 |
NeuStar, Inc., Class A *(a) | 54,594 | 1,447,833 |
Security | Number of Shares | Value ($) |
NIC, Inc. | 66,253 | 1,159,427 |
OPOWER, Inc. *(a) | 6,472 | 97,209 |
Pandora Media, Inc. * | 176,130 | 2,606,724 |
Paycom Software, Inc. * | 11,568 | 368,788 |
Pegasystems, Inc. | 34,620 | 685,130 |
Perficient, Inc. * | 36,760 | 730,789 |
Progress Software Corp. * | 47,780 | 1,306,305 |
Proofpoint, Inc. * | 34,480 | 1,952,947 |
PROS Holdings, Inc. * | 22,427 | 548,789 |
PTC, Inc. * | 113,200 | 3,922,946 |
Q2 Holdings, Inc. * | 8,312 | 164,661 |
Qlik Technologies, Inc. * | 87,392 | 2,834,996 |
Qualys, Inc. * | 20,783 | 956,641 |
RealNetworks, Inc. * | 22,944 | 163,132 |
RealPage, Inc. * | 48,864 | 988,519 |
RetailMeNot, Inc. * | 46,343 | 807,758 |
Rocket Fuel, Inc. *(a) | 18,044 | 176,290 |
Rovi Corp. * | 91,081 | 2,266,095 |
Science Applications International Corp. | 38,711 | 2,116,717 |
SciQuest, Inc. * | 33,343 | 580,502 |
ServiceSource International, Inc. * | 65,339 | 243,061 |
Shutterstock, Inc. * | 14,751 | 834,169 |
Silver Spring Networks, Inc. *(a) | 28,057 | 276,081 |
SolarWinds, Inc. * | 65,987 | 3,347,521 |
Splunk, Inc. * | 116,452 | 7,831,397 |
SPS Commerce, Inc. * | 15,614 | 1,072,682 |
SS&C Technologies Holdings, Inc. | 65,787 | 3,991,955 |
Stamps.com, Inc. * | 14,876 | 833,949 |
Sykes Enterprises, Inc. * | 37,070 | 861,878 |
Synchronoss Technologies, Inc. * | 34,119 | 1,510,107 |
Syntel, Inc. * | 29,440 | 1,454,336 |
Tableau Software, Inc., Class A * | 38,282 | 3,598,891 |
Take-Two Interactive Software, Inc. * | 80,953 | 2,144,445 |
Tangoe, Inc. * | 35,372 | 438,967 |
TeleTech Holdings, Inc. * | 16,755 | 407,147 |
Textura Corp. *(a) | 18,851 | 531,787 |
The Rubicon Project, Inc. * | 7,168 | 134,973 |
The Ultimate Software Group, Inc. * | 27,480 | 4,524,445 |
TiVo, Inc. * | 117,351 | 1,311,984 |
TrueCar, Inc. *(a) | 15,309 | 304,649 |
Tyler Technologies, Inc. * | 32,381 | 3,865,320 |
Unisys Corp. * | 48,386 | 1,095,459 |
Varonis Systems, Inc. *(a) | 5,190 | 160,319 |
VASCO Data Security International, Inc. *(a) | 27,172 | 696,147 |
VeriFone Systems, Inc. * | 110,030 | 3,871,956 |
Verint Systems, Inc. * | 59,603 | 3,628,333 |
VirnetX Holding Corp. *(a) | 44,612 | 336,821 |
Virtusa Corp. * | 26,907 | 1,059,060 |
Web.com Group, Inc. * | 53,899 | 962,097 |
WebMD Health Corp. * | 34,251 | 1,508,757 |
WEX, Inc. * | 37,623 | 4,025,285 |
XO Group, Inc. * | 26,798 | 415,905 |
Xoom Corp. *(a) | 29,101 | 496,172 |
Yelp, Inc. * | 59,633 | 2,862,384 |
Zendesk, Inc. *(a) | 11,423 | 282,377 |
Zillow Group, Inc., Class A *(a) | 39,981 | 4,587,820 |
Zynga, Inc., Class A * | 636,221 | 1,463,308 |
225,200,472 |
Security | Number of Shares | Value ($) |
Technology Hardware & Equipment 5.2% | ||
ADTRAN, Inc. | 51,919 | 1,117,816 |
Aerohive Networks, Inc. *(a) | 7,836 | 37,221 |
Anixter International, Inc. * | 27,061 | 2,134,842 |
Arista Networks, Inc. *(a) | 6,705 | 464,053 |
ARRIS Group, Inc. * | 131,232 | 3,855,596 |
Aruba Networks, Inc. * | 103,793 | 2,575,104 |
AVX Corp. | 49,735 | 708,724 |
Badger Meter, Inc. | 13,956 | 815,030 |
Belden, Inc. | 41,771 | 3,708,429 |
Benchmark Electronics, Inc. * | 53,441 | 1,253,726 |
Black Box Corp. | 17,789 | 391,180 |
Brocade Communications Systems, Inc. | 429,289 | 5,318,891 |
CalAmp Corp. * | 35,891 | 687,313 |
Calix, Inc. * | 46,893 | 409,845 |
CDW Corp. | 117,011 | 4,403,124 |
Checkpoint Systems, Inc. * | 42,663 | 575,951 |
Ciena Corp. * | 103,655 | 2,168,463 |
Cognex Corp. * | 83,951 | 3,751,770 |
Coherent, Inc. * | 23,860 | 1,532,766 |
CommScope Holding Co., Inc. * | 82,201 | 2,589,331 |
Comtech Telecommunications Corp. | 15,109 | 539,996 |
Control4 Corp. *(a) | 14,943 | 193,960 |
Cray, Inc. * | 43,720 | 1,305,916 |
CTS Corp. | 29,918 | 522,368 |
Daktronics, Inc. | 38,224 | 391,032 |
Diebold, Inc. | 64,759 | 2,311,896 |
Dolby Laboratories, Inc., Class A | 41,850 | 1,693,670 |
DTS, Inc. * | 19,402 | 571,777 |
EchoStar Corp., Class A * | 41,334 | 2,246,503 |
Electro Rent Corp. | 18,782 | 242,663 |
Electronics For Imaging, Inc. * | 47,559 | 1,930,895 |
Emulex Corp. * | 61,972 | 492,677 |
Extreme Networks, Inc. * | 100,463 | 356,644 |
Fabrinet * | 26,366 | 473,270 |
FARO Technologies, Inc. * | 16,529 | 991,244 |
FEI Co. | 40,655 | 3,211,338 |
Finisar Corp. * | 95,300 | 2,002,253 |
GSI Group, Inc. * | 26,412 | 347,318 |
Harmonic, Inc. * | 89,534 | 699,261 |
II-VI, Inc. * | 48,783 | 853,215 |
Infinera Corp. * | 124,217 | 2,117,900 |
Ingram Micro, Inc., Class A * | 150,639 | 3,722,290 |
Insight Enterprises, Inc. * | 37,979 | 998,848 |
InterDigital, Inc. | 35,933 | 1,899,778 |
InvenSense, Inc. *(a) | 70,205 | 1,170,317 |
IPG Photonics Corp. * | 34,293 | 3,288,699 |
Itron, Inc. * | 37,962 | 1,384,854 |
Ixia * | 58,281 | 663,238 |
JDS Uniphase Corp. * | 223,691 | 3,080,225 |
Knowles Corp. *(a) | 82,590 | 1,581,599 |
Lexmark International, Inc., Class A | 60,162 | 2,566,511 |
Littelfuse, Inc. | 22,162 | 2,223,292 |
Maxwell Technologies, Inc. *(a) | 31,235 | 235,512 |
Methode Electronics, Inc. | 36,079 | 1,403,112 |
MTS Systems Corp. | 15,241 | 1,104,210 |
NETGEAR, Inc. * | 34,042 | 1,097,514 |
Newport Corp. * | 40,131 | 801,015 |
Nimble Storage, Inc. *(a) | 27,745 | 700,839 |
Security | Number of Shares | Value ($) |
OSI Systems, Inc. * | 17,877 | 1,295,546 |
Palo Alto Networks, Inc. * | 65,723 | 9,347,125 |
Park Electrochemical Corp. | 21,455 | 465,788 |
PC Connection, Inc. | 19,479 | 499,052 |
Plantronics, Inc. | 41,046 | 2,070,360 |
Plexus Corp. * | 31,904 | 1,284,136 |
Polycom, Inc. * | 131,363 | 1,815,437 |
QLogic Corp. * | 85,521 | 1,283,670 |
Quantum Corp. * | 246,169 | 401,255 |
RealD, Inc. * | 46,201 | 603,385 |
Riverbed Technology, Inc. * | 150,052 | 3,142,089 |
Rofin-Sinar Technologies, Inc. * | 26,224 | 628,589 |
Rogers Corp. * | 17,458 | 1,366,612 |
Ruckus Wireless, Inc. * | 55,441 | 701,883 |
Sanmina Corp. * | 78,611 | 1,784,470 |
ScanSource, Inc. * | 28,966 | 1,053,204 |
ShoreTel, Inc. * | 59,647 | 444,370 |
Silicon Graphics International Corp. * | 36,321 | 335,243 |
Sonus Networks, Inc. * | 49,665 | 847,285 |
Super Micro Computer, Inc. * | 34,902 | 1,402,362 |
SYNNEX Corp. | 27,058 | 2,063,173 |
Tech Data Corp. * | 36,917 | 2,196,561 |
TTM Technologies, Inc. * | 57,393 | 505,632 |
Ubiquiti Networks, Inc. (a) | 25,158 | 795,999 |
Universal Display Corp. * | 39,747 | 1,366,899 |
ViaSat, Inc. * | 41,373 | 2,703,312 |
Vishay Intertechnology, Inc. | 130,261 | 1,854,917 |
Zebra Technologies Corp., Class A * | 51,242 | 4,665,584 |
136,840,762 | ||
Telecommunication Services 0.5% | ||
8x8, Inc. * | 90,734 | 672,339 |
Atlantic Tele-Network, Inc. | 10,533 | 724,986 |
Cincinnati Bell, Inc. * | 215,669 | 722,491 |
Cogent Communications Holdings, Inc. | 40,823 | 1,499,021 |
Consolidated Communications Holdings, Inc. | 43,629 | 928,425 |
FairPoint Communications, Inc. * | 21,762 | 367,995 |
General Communication, Inc., Class A * | 29,671 | 411,537 |
Globalstar, Inc. *(a) | 250,414 | 646,068 |
IDT Corp., Class B | 19,335 | 407,002 |
inContact, Inc. * | 58,281 | 682,470 |
Intelsat S.A. * | 14,040 | 173,675 |
Iridium Communications, Inc. * | 79,823 | 764,704 |
NTELOS Holdings Corp. | 23,253 | 105,104 |
Premiere Global Services, Inc. * | 45,068 | 438,962 |
RingCentral, Inc., Class A * | 32,527 | 512,951 |
Shenandoah Telecommunications Co. | 21,566 | 627,355 |
Spok Holdings, Inc. | 19,726 | 366,706 |
Telephone & Data Systems, Inc. | 92,266 | 2,347,247 |
United States Cellular Corp. * | 14,764 | 559,999 |
Vonage Holdings Corp. * | 164,431 | 746,517 |
13,705,554 |
Security | Number of Shares | Value ($) |
Transportation 2.5% | ||
Air Transport Services Group, Inc. * | 51,629 | 464,145 |
Alaska Air Group, Inc. | 129,609 | 8,249,613 |
Allegiant Travel Co. | 13,768 | 2,528,080 |
AMERCO * | 6,085 | 1,988,700 |
ArcBest Corp. | 23,031 | 964,538 |
Atlas Air Worldwide Holdings, Inc. * | 24,102 | 1,093,026 |
Celadon Group, Inc. | 22,310 | 585,637 |
Con-way, Inc. | 55,384 | 2,446,311 |
Echo Global Logistics, Inc. * | 15,751 | 457,409 |
Forward Air Corp. | 29,195 | 1,561,932 |
Hawaiian Holdings, Inc. * | 50,950 | 943,084 |
Heartland Express, Inc. | 54,057 | 1,360,615 |
Hub Group, Inc., Class A * | 35,370 | 1,427,887 |
JetBlue Airways Corp. * | 241,299 | 4,147,930 |
Knight Transportation, Inc. | 60,553 | 2,001,882 |
Landstar System, Inc. | 43,180 | 3,032,100 |
Marten Transport Ltd. | 23,948 | 555,354 |
Matson, Inc. | 41,945 | 1,655,569 |
Old Dominion Freight Line, Inc. * | 67,446 | 5,268,882 |
Park-Ohio Holdings Corp. | 9,193 | 530,896 |
Patriot Transportation Holding, Inc. * | 1,964 | 44,249 |
Republic Airways Holdings, Inc. * | 52,715 | 678,442 |
Roadrunner Transportation Systems, Inc. * | 26,572 | 682,103 |
Ryder System, Inc. | 52,702 | 4,953,461 |
Saia, Inc. * | 23,895 | 1,099,887 |
SkyWest, Inc. | 49,911 | 729,699 |
Spirit Airlines, Inc. * | 71,495 | 5,560,881 |
Swift Transportation Co. * | 82,289 | 2,327,133 |
Universal Truckload Services, Inc. | 7,492 | 191,421 |
UTi Worldwide, Inc. * | 90,237 | 1,180,300 |
Virgin America, Inc. * | 12,850 | 450,264 |
Werner Enterprises, Inc. | 42,299 | 1,356,529 |
Wesco Aircraft Holdings, Inc. * | 51,544 | 773,675 |
XPO Logistics, Inc. * | 65,433 | 2,888,867 |
64,180,501 | ||
Utilities 3.1% | ||
ALLETE, Inc. | 37,998 | 2,083,810 |
American States Water Co. | 37,971 | 1,523,776 |
Atmos Energy Corp. | 99,782 | 5,292,437 |
Avista Corp. | 54,647 | 1,863,463 |
Black Hills Corp. | 43,099 | 2,190,722 |
California Water Service Group | 45,339 | 1,152,971 |
Chesapeake Utilities Corp. | 14,356 | 677,603 |
Cleco Corp. | 60,119 | 3,272,277 |
Connecticut Water Service, Inc. | 10,780 | 399,938 |
Dynegy, Inc. * | 99,667 | 2,777,719 |
El Paso Electric Co. | 40,722 | 1,540,106 |
Great Plains Energy, Inc. | 149,157 | 3,969,068 |
Hawaiian Electric Industries, Inc. | 100,900 | 3,334,745 |
IDACORP, Inc. | 50,201 | 3,143,587 |
MGE Energy, Inc. | 35,325 | 1,522,154 |
Middlesex Water Co. | 15,962 | 371,276 |
New Jersey Resources Corp. | 40,908 | 2,560,023 |
Northwest Natural Gas Co. | 25,763 | 1,217,302 |
NorthWestern Corp. | 44,579 | 2,415,736 |
NRG Yield, Inc., Class A (a) | 33,059 | 1,696,257 |
Security | Number of Shares | Value ($) |
ONE Gas, Inc. | 50,187 | 2,088,281 |
Ormat Technologies, Inc. (a) | 36,205 | 1,234,591 |
Otter Tail Corp. | 35,051 | 1,146,869 |
Pattern Energy Group, Inc. | 44,947 | 1,250,426 |
Piedmont Natural Gas Co., Inc. | 77,885 | 2,905,111 |
PNM Resources, Inc. | 79,220 | 2,261,731 |
Portland General Electric Co. | 76,635 | 2,857,719 |
Questar Corp. | 174,128 | 4,071,113 |
SJW Corp. | 14,368 | 477,592 |
South Jersey Industries, Inc. | 32,209 | 1,825,606 |
Southwest Gas Corp. | 44,570 | 2,552,078 |
TerraForm Power, Inc., Class A | 31,059 | 1,078,679 |
The Empire District Electric Co. | 40,761 | 1,033,291 |
The Laclede Group, Inc. | 41,860 | 2,166,674 |
UIL Holdings Corp. | 54,366 | 2,748,201 |
Unitil Corp. | 12,382 | 420,740 |
Vectren Corp. | 82,008 | 3,661,657 |
Vivint Solar, Inc. *(a) | 21,084 | 170,148 |
WGL Holdings, Inc. | 47,887 | 2,554,772 |
79,510,249 | ||
Total Common Stock | ||
(Cost $2,135,145,714) | 2,598,343,126 | |
Rights 0.0% of net assets | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
Forest Laboratories, Inc., CVR *(b)(c) | 5,521 | — |
Telecommunication Services 0.0% | ||
Contra Leap Wireless CVR *(b)(c) | 45,801 | 115,419 |
Total Rights | ||
(Cost $115,418) | 115,419 | |
Warrants 0.0% of net assets | ||
Energy 0.0% | ||
Magnum Hunter Resources Corp. *(a)(b)(c) | 11,911 | — |
Total Warrants | ||
(Cost $—) | — | |
Other Investment Companies 3.7% of net assets | ||
Money Market Fund 0.2% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (d) | 4,939,225 | 4,939,225 |
Securities Lending Collateral 3.5% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (d) | 92,200,233 | 92,200,233 |
Total Other Investment Companies | ||
(Cost $97,139,458) | 97,139,458 |
Security Rate, Maturity Date | Face Amount ($) | Value ($) |
Short-Term Investments 0.0% of net assets | ||
U.S. Treasury Obligations 0.0% | ||
U.S. Treasury Bills | ||
0.00%, 03/19/15 (e)(f) | 180,000 | 179,999 |
0.01%, 03/19/15 (e)(f) | 235,000 | 234,999 |
Total Short-Term Investments | ||
(Cost $414,999) | 414,998 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $88,289,290. Non-Cash Collateral pledged to the fund for securities on loan amounted to $533,022. |
(b) | Fair-valued by management in accordance with procedures approved by the Board of Trustees. |
(c) | Illiquid security. At the period end, the value of these amounted to $115,419 or 0.0% of net assets. |
(d) | The rate shown is the 7-day yield. |
(e) | The rate shown is the purchase yield. |
(f) | All or a portion of this security is held as collateral for open futures contracts. |
CVR – | Contingent Value Rights |
REIT – | Real Estate Investment Trust |
Number of Contracts | Contract Value ($) | Unrealized Appreciation ($) | ||||
Futures Contracts | ||||||
Russell 2000 Index, e-mini, Long, expires 03/20/15 | 75 | 9,237,000 | 31,631 |
Holdings by Category | Cost ($) | Value ($) | |
99.7% | Common Stock | 2,552,651,633 | 2,817,710,952 |
0.0% | Other Investment Companies | 1,112,210 | 1,161,996 |
99.7% | Total Investments | 2,553,763,843 | 2,818,872,948 |
0.3% | Other Assets and Liabilities, Net | 7,503,302 | |
100.0% | Net Assets | 2,826,376,250 |
Security | Number of Shares | Value ($) |
Common Stock 99.7% of net assets | ||
Banks 0.1% | ||
First Financial Bancorp | 43,395 | 756,375 |
Umpqua Holdings Corp. | 139,244 | 2,303,096 |
3,059,471 | ||
Capital Goods 13.6% | ||
3M Co. | 414,107 | 69,839,146 |
Eaton Corp. plc | 302,936 | 21,511,485 |
Emerson Electric Co. | 446,806 | 25,879,004 |
Fastenal Co. | 174,053 | 7,231,902 |
General Dynamics Corp. | 203,300 | 28,213,974 |
Illinois Tool Works, Inc. | 232,263 | 22,961,520 |
Lockheed Martin Corp. | 172,384 | 34,485,419 |
Northrop Grumman Corp. | 133,104 | 22,056,664 |
Raytheon Co. | 197,773 | 21,511,769 |
The Boeing Co. | 428,271 | 64,604,680 |
United Technologies Corp. | 543,501 | 66,258,207 |
384,553,770 | ||
Commercial & Professional Services 0.1% | ||
R.R. Donnelley & Sons Co. | 125,748 | 2,398,014 |
Consumer Durables & Apparel 0.7% | ||
Garmin Ltd. | 76,745 | 3,808,854 |
Hasbro, Inc. | 74,456 | 4,639,726 |
Leggett & Platt, Inc. | 87,906 | 3,960,165 |
Mattel, Inc. | 215,641 | 5,675,671 |
Tupperware Brands Corp. | 31,386 | 2,240,961 |
20,325,377 |
Security | Number of Shares | Value ($) |
Consumer Services 2.8% | ||
Cracker Barrel Old Country Store, Inc. | 14,881 | 2,247,477 |
Darden Restaurants, Inc. | 84,548 | 5,411,072 |
H&R Block, Inc. | 175,499 | 5,993,291 |
International Game Technology | 162,102 | 2,891,900 |
McDonald's Corp. | 627,539 | 62,063,607 |
78,607,347 | ||
Diversified Financials 0.7% | ||
Federated Investors, Inc., Class B | 60,014 | 1,976,261 |
T. Rowe Price Group, Inc. | 167,624 | 13,845,743 |
Waddell & Reed Financial, Inc., Class A | 54,333 | 2,687,310 |
18,509,314 | ||
Energy 11.7% | ||
Chevron Corp. | 1,173,560 | 125,195,381 |
ConocoPhillips | 785,303 | 51,201,756 |
Exxon Mobil Corp. | 1,387,490 | 122,848,365 |
Helmerich & Payne, Inc. | 68,526 | 4,595,353 |
HollyFrontier Corp. | 125,938 | 5,540,013 |
RPC, Inc. | 36,287 | 487,697 |
The Williams Cos., Inc. | 428,586 | 21,017,857 |
330,886,422 | ||
Food & Staples Retailing 3.5% | ||
Sysco Corp. | 373,961 | 14,580,739 |
Wal-Mart Stores, Inc. | 1,008,358 | 84,631,487 |
99,212,226 | ||
Food, Beverage & Tobacco 12.1% | ||
Altria Group, Inc. | 1,266,152 | 71,271,696 |
B&G Foods, Inc. | 33,485 | 959,345 |
Campbell Soup Co. | 113,792 | 5,301,569 |
ConAgra Foods, Inc. | 268,927 | 9,407,066 |
Flowers Foods, Inc. | 118,326 | 2,560,575 |
General Mills, Inc. | 392,232 | 21,098,159 |
Kellogg Co. | 163,001 | 10,510,305 |
PepsiCo, Inc. | 962,548 | 95,273,001 |
Reynolds American, Inc. | 197,483 | 14,933,665 |
The Coca-Cola Co. | 2,520,653 | 109,144,275 |
Universal Corp. | 15,075 | 722,243 |
341,181,899 | ||
Health Care Equipment & Services 1.2% | ||
Baxter International, Inc. | 346,816 | 23,982,326 |
Computer Programs & Systems, Inc. | 7,293 | 383,612 |
Meridian Bioscience, Inc. | 25,193 | 498,821 |
Owens & Minor, Inc. | 39,409 | 1,405,325 |
Quest Diagnostics, Inc. | 92,205 | 6,467,259 |
32,737,343 | ||
Household & Personal Products 6.7% | ||
Colgate-Palmolive Co. | 548,481 | 38,843,424 |
Kimberly-Clark Corp. | 238,135 | 26,113,884 |
Security | Number of Shares | Value ($) |
The Clorox Co. | 81,668 | 8,872,412 |
The Procter & Gamble Co. | 1,366,750 | 116,351,427 |
190,181,147 | ||
Insurance 1.0% | ||
Aflac, Inc. | 287,899 | 17,921,713 |
Arthur J. Gallagher & Co. | 101,974 | 4,791,758 |
Mercury General Corp. | 22,317 | 1,216,946 |
PartnerRe Ltd. | 32,027 | 3,667,091 |
Safety Insurance Group, Inc. | 8,375 | 489,938 |
28,087,446 | ||
Materials 4.3% | ||
Air Products & Chemicals, Inc. | 122,854 | 19,182,424 |
Compass Minerals International, Inc. | 21,488 | 1,948,317 |
E.I. du Pont de Nemours & Co. | 584,036 | 45,467,203 |
International Paper Co. | 272,080 | 15,348,033 |
Schweitzer-Mauduit International, Inc. | 21,609 | 1,011,733 |
Sonoco Products Co. | 64,351 | 3,013,557 |
The Dow Chemical Co. | 717,227 | 35,316,257 |
121,287,524 | ||
Media 0.7% | ||
Gannett Co., Inc. | 142,265 | 5,036,181 |
Meredith Corp. | 23,852 | 1,279,421 |
Omnicom Group, Inc. | 159,806 | 12,710,969 |
19,026,571 | ||
Pharmaceuticals, Biotechnology & Life Sciences 10.4% | ||
Eli Lilly & Co. | 627,606 | 44,039,113 |
Johnson & Johnson | 1,157,614 | 118,667,011 |
Pfizer, Inc. | 3,859,952 | 132,473,553 |
295,179,677 | ||
Retailing 5.2% | ||
American Eagle Outfitters, Inc. | 111,814 | 1,673,856 |
Genuine Parts Co. | 97,623 | 9,379,618 |
Staples, Inc. | 408,247 | 6,844,261 |
Target Corp. | 404,983 | 31,114,844 |
The Home Depot, Inc. | 859,502 | 98,627,854 |
147,640,433 | ||
Semiconductors & Semiconductor Equipment 6.5% | ||
Analog Devices, Inc. | 200,555 | 11,740,490 |
Intel Corp. | 3,162,689 | 105,159,409 |
Linear Technology Corp. | 152,130 | 7,330,384 |
Maxim Integrated Products, Inc. | 180,245 | 6,199,527 |
Microchip Technology, Inc. | 127,197 | 6,521,390 |
Texas Instruments, Inc. | 681,890 | 40,095,132 |
Xilinx, Inc. | 172,746 | 7,319,248 |
184,365,580 | ||
Software & Services 5.6% | ||
Automatic Data Processing, Inc. | 307,844 | 27,348,861 |
CA, Inc. | 202,641 | 6,589,885 |
Security | Number of Shares | Value ($) |
Microsoft Corp. | 2,622,868 | 115,012,762 |
Paychex, Inc. | 208,300 | 10,380,631 |
159,332,139 | ||
Technology Hardware & Equipment 0.2% | ||
Harris Corp. | 66,854 | 5,193,219 |
Telecommunication Services 8.7% | ||
AT&T, Inc. | 3,311,109 | 114,431,927 |
Verizon Communications, Inc. | 2,646,884 | 130,888,414 |
245,320,341 | ||
Transportation 3.4% | ||
C.H. Robinson Worldwide, Inc. | 93,458 | 6,943,929 |
CSX Corp. | 640,000 | 21,958,400 |
Norfolk Southern Corp. | 198,223 | 21,638,023 |
United Parcel Service, Inc., Class B | 449,034 | 45,680,229 |
96,220,581 | ||
Utilities 0.5% | ||
Alliant Energy Corp. | 70,466 | 4,481,637 |
Questar Corp. | 111,099 | 2,597,495 |
Wisconsin Energy Corp. | 143,703 | 7,325,979 |
14,405,111 | ||
Total Common Stock | ||
(Cost $2,552,651,633) | 2,817,710,952 | |
Other Investment Companies 0.0% of net assets | ||
Equity Fund 0.0% | ||
Vanguard Dividend Appreciation ETF | 5,000 | 414,000 |
Money Market Fund 0.0% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.00% (a) | 747,996 | 747,996 |
Total Other Investment Companies | ||
(Cost $1,112,210) | 1,161,996 |
(a) | The rate shown is the 7-day yield. |
ETF – | Exchange Traded Fund |
Table of Contents
Item 7: | Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies. |
Not applicable.
Item 8: | Portfolio Managers of Closed-End Management Investment Companies. |
Not applicable.
Item 9: | Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers. |
Not applicable.
Item 10: | Submission of Matters to a Vote of Security Holders. |
Not applicable.
Table of Contents
Item 11: | Controls and Procedures. |
(a) | Based on their evaluation of Registrant’s disclosure controls and procedures, as of a date within 90 days of the filing date, Registrant’s chief executive officer and principal financial officer, have concluded that Registrant’s disclosure controls and procedures are: (i) reasonably designed to ensure that information required to be disclosed in this report is appropriately communicated to Registrant’s officers to allow timely decisions regarding disclosures required in this report; (ii) reasonably designed to ensure that information required to be disclosed in this report is recorded, processed, summarized and reported in a timely manner; and (iii) are effective in achieving the goals described in (i) and (ii) above. |
(b) | During the second fiscal quarter of the period covered by this report, there have been no changes in Registrant’s internal control over financial reporting that the above officers believe to have materially affected, or to be reasonably likely to materially affect, Registrant’s internal control over financial reporting. |
Item 12: | Exhibits. |
(a) | (1) Code of ethics – not applicable to this semi-annual report. |
(2) | Separate certifications for Registrant’s chief executive officer and principal financial officer, as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended (the “1940 Act”), are attached. |
(3) | Not applicable. |
(b) | A certification for Registrant’s chief executive officer and principal financial officer, as required by Rule 30a-2(b) under the 1940 Act, is attached. This certification is being furnished to the Securities and Exchange Commission solely pursuant to 18 U.S.C. section 1350 and is not being filed as part of the Form N-CSR with the Commission. |
Table of Contents
Pursuant to the requirements of the Securities Exchange Act of 1934 and the 1940 Act, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) Schwab Strategic Trust
By: | /s/ Marie Chandoha | |
Marie Chandoha | ||
Chief Executive Officer | ||
Date | 4/14/15 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the 1940 Act, , this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ Marie Chandoha | |
Marie Chandoha | ||
Chief Executive Officer | ||
Date: | 4/14/15 |
By: | /s/ George Pereira | |
George Pereira | ||
Principal Financial Officer | ||
Date: | 4/14/15 |