Security

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Value

Aerospace & Defense — 1.6%

General Dynamics Corp.

54,228

$

4,580,639

Honeywell International, Inc.

153,464

9,126,504

Northrop Grumman Corp.

80,479

6,277,362

$

19,984,505

Air Freight & Logistics — 0.6%

CH Robinson Worldwide, Inc.

15,000

$

814,350

FedEx Corp.

66,217

6,936,231

$

7,750,581

Auto Components — 0.5%

Johnson Controls, Inc.

54,584

$

6,446,916

$

6,446,916

Beverages — 1.3%

Brown-Forman Corp., Class B

10,403

$

779,289

Coca-Cola Co.

117,208

6,735,944

PepsiCo, Inc.

119,822

8,778,160

$

16,293,393

Biotechnology — 4.7%

Amgen, Inc. (1)

252,276

$

14,271,253

Biogen Idec, Inc. (1)

156,386

10,373,083

BioMarin Pharmaceutical, Inc. (1)

121,550

3,026,595

CV Therapeutics, Inc. (1)

87,952

789,809

Enzon Pharmaceuticals, Inc. (1)

85,000

748,850

Genzyme Corp. (1)

82,260

5,096,830

Gilead Sciences, Inc. (1)

508,830

20,795,882

LifeCell Corp. (1)

27,297

1,025,548

Martek Biosciences Corp. (1)

20,000

580,600

Regeneron Pharmaceuticals, Inc. (1)

50,714

902,709

$

57,611,159

Building Products — 0.1%

Masco Corp.

40,000

$

926,800

$

926,800

Capital Markets — 2.5%

Bank of New York Mellon Corp.

208,078

$

9,184,563

Charles Schwab Corp.

97,584

2,107,814

Federated Investors, Inc., Class B

17,577

697,807

Franklin Resources, Inc.

64,918

8,277,045

Goldman Sachs Group, Inc.

35,062

7,599,338

Invesco PLC ADR

52,677

1,438,082

T. Rowe Price Group, Inc.

21,876

1,218,274

$

30,522,923

Chemicals — 1.4%

Dow Chemical Co.

137,985

$

5,941,634

Du Pont E.I. de Nemours Co.

14,281

707,766

Eastman Chemical Co.

33,114

2,209,697

Monsanto Co.

87,561

7,507,480

Rohm & Haas Co.

14,250

793,297

$

17,159,874

Commercial Banks — 1.8%

Banco Bilbao Vizcaya Argentaria SA ADR

13,246

$

308,367

Comerica, Inc.

9,100

466,648

First Horizon National Corp.

32,450

865,117

Huntington Bancshares, Inc.

21,800

370,164

Marshall & Ilsley Corp.

42,370

1,854,535

National City Corp.

201,024

5,043,692

Popular, Inc.

44,871

551,016

Regions Financial Corp.

76,138

2,244,548

Synovus Financial Corp.

18,347

514,633

Wells Fargo & Co.

288,882

10,289,977

$

22,508,697

Commercial Services & Supplies — 0.5%

Avery Dennison Corp.

9,865

$

562,502

Donnelley (R.R) & Sons Co.

85,009

3,107,929

Equifax, Inc.

17,858

680,747

Half (Robert) International, Inc.

15,046

449,274

Pitney Bowes, Inc.

21,262

965,720

$

5,766,172

Communications Equipment — 7.7%

Ciena Corp. (1)

16,373

$

623,484

Cisco Systems, Inc. (1)

1,102,836

36,514,900

Corning, Inc.

173,033

4,265,263

QUALCOMM, Inc.

747,694

31,597,548

Research In Motion, Ltd. (1)

206,958

20,395,711

Riverbed Technology, Inc. (1)

22,220

897,466

$

94,294,372

Computer Peripherals — 8.4%

Apple, Inc. (1)

429,908

$

66,008,074

Brocade Communications Systems, Inc. (1)

98,179

840,412

Dell, Inc. (1)

376,767

10,398,769

Hewlett-Packard Co.

90,000

4,481,100

International Business Machines Corp.

84,281

9,928,302

Network Appliance, Inc. (1)

210,327

5,659,900

Palm, Inc. (1)

143,682

2,337,706

Seagate Technology

110,461

2,825,592

$

102,479,855

Construction Materials — 0.1%

Vulcan Materials Co.

6,855

$

611,123

$

611,123

Consumer Finance — 0.2%

Capital One Financial Corp.

29,334

$

1,948,658

$

1,948,658

Containers & Packaging — 0.2%

Bemis Co., Inc.

19,722

$

574,107

Temple-Inland, Inc.

30,622

1,611,636

$

2,185,743

Distributors — 0.1%

Genuine Parts Co.

12,694

$

634,700

$

634,700

Diversified Consumer Services — 0.2%

H&R Block, Inc.

92,804

$

1,965,589

$

1,965,589

Diversified Financial Services — 3.7%

Bank of America Corp.

303,078

$

15,235,731

CITGroup, Inc.

12,621

507,364

Citigroup, Inc.

377,766

17,630,339

ING Groep NV ADR

76,176

3,375,359

JPMorgan Chase & Co.

141,291

6,473,954

Moody’s Corp.

37,162

1,872,965

$

45,095,712

Diversified Telecommunication Services — 2.1%

AT&T, Inc.

234,939

$

9,940,269

Citizens Communications Co.

355,057

5,084,416

Verizon Communications Inc.

251,832

11,151,121

$

26,175,806

Electric Utilities — 0.5%

Duke Energy Corp.

294,363

$

5,501,644

$

5,501,644

Electrical Equipment — 0.7%

Cooper Industries, Ltd., Class A

30,288

$

1,547,414

Emerson Electric Co.

119,418

6,355,426

$

7,902,840

Electronic Equipment & Instruments — 0.1%

Tyco Electronics, Ltd. (1)

32,091

$

1,136,984

$

1,136,984

Energy Equipment & Services — 1.6%

Diamond Offshore Drilling, Inc.

41,269

$

4,675,365

Halliburton Co.

247,660

9,510,144

Schlumberger, Ltd.

35,743

3,753,015

Transocean, Inc. (1)

15,094

1,706,377

$

19,644,901

Food & Staples Retailing — 2.4%

CVS Corp.

287,018

$

11,374,523

Safeway, Inc.

182,171

6,031,682

SUPERVALU, Inc.

15,863

618,816

Wal-Mart Stores, Inc.

260,261

11,360,393

$

29,385,414

Food Products — 1.0%

ConAgra Foods, Inc.

156,193

$

4,081,323

H.J. Heinz Co.

18,409

850,496

Hershey Co.

53,337

2,475,370

Kraft Foods, Inc., Class A

48,129

1,660,932

McCormick & Co., Inc.

15,743

566,276

Sara Lee Corp.

140,854

2,350,853

$

11,985,250

Gas Utilities — 0.1%

Nicor, Inc.

28,999

$

1,244,057

$

1,244,057

Health Care Equipment & Supplies — 1.8%

Baxter International, Inc.

53,182

$

2,993,083

Becton, Dickinson and Co.

9,808

804,746

C.R. Bard, Inc.

8,005

705,961

Covidien, Ltd. (1)

32,091

1,331,777

Hospira, Inc. (1)

13,496

559,409

Intuitive Surgical, Inc. (1)

13,918

3,201,140

Medtronic, Inc.

115,235

6,500,406

Stryker Corp.

66,366

4,563,326

Zimmer Holdings, Inc. (1)

11,520

933,005

$

21,592,853

Health Care Providers & Services — 1.1%

DaVita, Inc. (1)

20,004

$

1,263,853

Humana, Inc. (1)

24,940

1,742,807

Manor Care, Inc.

34,326

2,210,594

McKesson Corp.

88,022

5,174,813

Omnicare, Inc.

25,546

846,339

Quest Diagnostics, Inc.

31,290

1,807,623

$

13,046,029

Hotels, Restaurants & Leisure — 1.7%

Carnival Corp.

19,600

$

949,228

Harrah’s Entertainment, Inc.

84,311

7,329,155

International Game Technology

18,708

806,315

McDonald’s Corp.

13,554

738,286

Starbucks Corp. (1)

308,379

8,079,530

Starwood Hotels & Resorts Worldwide, Inc.

32,575

1,978,931

Tim Hortons, Inc.

15,241

531,149

Wendy’s International Inc.

11,254

392,877

$

20,805,471

Household Durables — 0.8%

D.R. Horton, Inc.

74,252

$

951,168

Fortune Brands, Inc.

40,476

3,298,389

Jarden Corp. (1)

59,340

1,835,980

Stanley Works

56,752

3,185,490

$

9,271,027

Household Products — 1.2%

Colgate-Palmolive Co.

7,774

$

554,442

Procter & Gamble Co.

200,625

14,111,963

$

14,666,405

Independent Power Producers & Energy Traders — 0.6%

Mirant Corp. (1)

32,088

$

1,305,340

TXU Corp.

79,912

5,471,575

$

6,776,915

Industrial Conglomerates — 2.7%

General Electric Co.

761,087

$

31,509,002

Textron, Inc.

14,000

870,940

$

32,379,942

Insurance — 3.2%

ACE, Ltd.

68,766

$

4,165,157

American International Group, Inc.

160,405

10,851,398

AON Corp.

21,504

963,594

Arthur J. Gallagher & Co.

108,901

3,154,862

Cincinnati Financial Corp.

13,382

579,574

Lincoln National Corp.

38,287

2,525,793

Marsh & McLennan Cos., Inc.

110,850

2,826,675

MBIA Inc.

14,497

885,042

Prudential Financial, Inc.

44,972

4,388,368

RenaissanceRe Holdings, Ltd.

18,818

1,230,885

Travelers Cos., Inc.

139,548

7,024,846

W. R. Berkley Corp.

19,029

563,829

XL Capital Ltd., Class A

1,697

134,402

$

39,294,425

Internet & Catalog Retail — 0.5%

IAC/InterActiveCorp (1)

211,690

$

6,280,842

$

6,280,842

Internet Software & Services — 5.4%

eBay, Inc. (1)

414,488

$

16,173,322

Google Inc., Class A (1)

68,391

38,796,163

Yahoo!, Inc. (1)

424,347

11,389,473

$

66,358,958

IT Services — 1.7%

Checkfree Corp. (1)

46,683

$

2,172,627

Infosys Technologies, Ltd. ADR

73,468

3,555,117

MasterCard, Inc., Class A

8,897

1,316,489

MoneyGram International, Inc.

77,078

1,741,192

Paychex, Inc.

218,890

8,974,490

Satyam Computer Services, Ltd. ADR

106,132

2,747,757

$

20,507,672

Leisure Equipment & Products — 0.2%

Eastman Kodak Co.

19,707

$

527,359

Mattel, Inc.

64,723

1,518,402

$

2,045,761

Life Sciences Tools & Services — 0.1%

PerkinElmer, Inc.

15,895

$

464,293

Waters Corp. (1)

13,273

888,229

$

1,352,522

Machinery — 2.3%

AGCO Corp. (1)

37,966

$

1,927,534

Caterpillar, Inc.

110,370

8,656,319

Danaher Corp.

39,155

3,238,510

Deere & Co.

49,457

7,340,408

Eaton Corp.

58,699

5,813,549

Oshkosh Truck Corp.

12,000

743,640

$

27,719,960

Media — 4.6%

CBS Corp., Class B

58,977

$

1,857,776

Central European Media Enterprises, Ltd., Class A (1)

8,441

774,124

Citadel Broadcasting Corp.

25,065

104,270

Comcast Corp., Class A (1)

690,296

16,691,357

Dow Jones & Co., Inc.

21,109

1,260,207

Idearc, Inc.

12,591

396,239

Meredith Corp.

10,785

617,981

Omnicom Group, Inc.

81,468

3,917,796

Sirius Satellite Radio, Inc. (1)

728,642

2,542,961

Time Warner Inc.

422,666

7,760,148

TiVo, Inc. (1)

326,806

$

2,075,218

Viacom, Inc., Class B (1)

30,748

1,198,250

Virgin Media, Inc.

248,993

6,043,060

Walt Disney Co.

326,386

11,224,415

$

56,463,802

Metals & Mining — 0.4%

Newmont Mining Corp.

25,000

$

1,118,250

Nucor Corp.

54,975

3,269,363

$

4,387,613

Multiline Retail — 0.9%

J.C. Penney Company, Inc.

18,426

$

1,167,656

Macy’s, Inc.

34,204

1,105,473

Nordstrom, Inc.

57,531

2,697,629

Sears Holdings Corp. (1)

49,925

6,350,460

$

11,321,218

Multi-Utilities — 1.5%

Ameren Corp.

117,357

$

6,161,243

NiSource, Inc.

233,391

4,467,104

PG&E Corp.

6,785

324,323

Public Service Enterprise Group, Inc.

77,955

6,859,260

$

17,811,930

Office Electronics — 0.1%

Xerox Corp. (1)

98,889

$

1,714,735

$

1,714,735

Oil, Gas & Consumable Fuels — 5.0%

Chevron Corp.

71,781

$

6,717,266

ConocoPhillips

180,588

15,850,209

EOG Resources, Inc.

29,584

2,139,811

Exxon Mobil Corp.

243,038

22,495,597

Marathon Oil Corp.

23,149

1,319,956

Parallel Petroleum Corp. (1)

19,737

335,332

Petrohawk Energy Corp. (1)

198,904

3,266,004

Sunoco, Inc.

8,264

584,926

Valero Energy Corp.

20,153

1,353,879

Williams Cos., Inc.

218,252

7,433,663

$

61,496,643

Paper and Forest Products — 0.1%

MeadWestvaco Corp.

45,728

$

1,350,348

$

1,350,348

Pharmaceuticals — 3.5%

Abbott Laboratories

122,167

$

6,550,595

Allergan, Inc.

12,256

790,144

Bristol-Myers Squibb Co.

272,401

7,850,597

Eli Lilly & Co.

92,218

$

5,249,971

Endo Pharmaceuticals Holdings, Inc. (1)

31,975

991,545

Johnson & Johnson Co.

65,017

4,271,617

Merck & Co., Inc.

26,049

1,346,473

Mylan Laboratories, Inc.

27,473

438,469

Pfizer, Inc.

319,649

7,809,025

Valeant Pharmaceuticals International (1)

64,803

1,003,150

Wyeth

135,856

6,052,385

$

42,353,971

Real Estate Investment Trusts (REITs) — 0.2%

Host Hotels & Resorts, Inc.

19,942

$

447,498

Plum Creek Timber Co., Inc.

14,401

644,589

Simon Property Group, Inc.

19,298

1,929,800

$

3,021,887

Road & Rail — 0.2%

CSX Corp.

24,910

$

1,064,404

Norfolk Southern Corp.

17,741

920,935

Ryder System, Inc.

10,708

524,692

$

2,510,031

Semiconductors & Semiconductor Equipment — 6.0%

Applied Materials, Inc.

669,505

$

13,858,754

Atheros Communications, Inc. (1)

76,210

2,284,014

Intel Corp.

787,756

20,371,370

Intersil Corp., Class A

53,271

1,780,850

LSI Corp. (1)

140,907

1,045,530

Marvell Technology Group, Ltd. (1)

314,946

5,155,666

Maxim Integrated Products, Inc.

262,593

7,707,105

MEMC Electronic Materials, Inc. (1)

79,127

4,657,415

National Semiconductor Corp.

19,605

531,688

NVIDIA Corp. (1)

307,677

11,150,214

PMC-Sierra, Inc. (1)

75,983

637,497

STMicroelectronics N.V.

85,975

1,440,081

Teradyne, Inc. (1)

127,301

1,756,754

Tessera Technologies, Inc. (1)

26,142

980,325

$

73,357,263

Software — 7.7%

Adobe Systems, Inc. (1)

255,331

$

11,147,751

BMC Software, Inc. (1)

15,015

468,918

Business Objects SA ADR (1)

42,163

1,891,854

Compuware Corp. (1)

87,217

699,480

Electronic Arts, Inc. (1)

68,702

3,846,625

i2 Technologies, Inc. (1)

88,398

1,348,070

Microsoft Corp.

1,473,136

43,398,587

NAVTEQ Corp. (1)

54,574

4,255,135

Oracle Corp. (1)

1,192,845

$

25,825,094

Wind River Systems, Inc. (1)

63,851

751,526

$

93,633,040

Specialty Retail — 1.9%

Bed Bath & Beyond, Inc. (1)

184,051

$

6,279,820

Best Buy Co., Inc.

87,871

4,043,823

Gap, Inc.

143,865

2,652,871

Lowe’s Companies, Inc.

179,876

5,040,126

Men’s Wearhouse, Inc.

19,320

976,046

OfficeMax, Inc.

39,510

1,354,008

Stein Mart, Inc.

23,963

182,358

Tiffany & Co.

12,130

635,006

TJX Companies, Inc.

84,338

2,451,706

$

23,615,764

Textiles, Apparel & Luxury Goods — 0.4%

Coach, Inc. (1)

22,579

$

1,067,309

Nike, Inc., Class B

56,788

3,331,184

$

4,398,493

Tobacco — 1.0%

Altria Group, Inc.

102,975

$

7,159,852

Reynolds American, Inc.

71,312