Security

Shares

Value

Aerospace & Defense — 2.2%

Boeing Co. (The)

37,639

$

2,158,597

General Dynamics Corp.

54,228

3,992,265

Honeywell International, Inc.

137,827

5,726,712

Northrop Grumman Corp.

80,479

4,872,199

United Technologies Corp.

56,664

3,403,240

$

20,153,013

Air Freight & Logistics — 0.9%

CH Robinson Worldwide, Inc.

60,653

$

3,090,877

FedEx Corp.

66,217

5,233,792

$

8,324,669

Auto Components — 0.5%

Johnson Controls, Inc.

163,752

$

4,966,598

$

4,966,598

Automobiles — 0.4%

Ford Motor Co. (1)

219,530

$

1,141,556

General Motors Corp.

102,967

973,038

Harley-Davidson, Inc.

32,153

1,199,307

$

3,313,901

Beverages — 1.7%

Coca-Cola Co. (The)

117,208

$

6,197,959

Coca-Cola Enterprises, Inc.

96,526

1,618,741

PepsiCo, Inc.

119,822

8,539,714

$

16,356,414

Biotechnology — 5.4%

Amgen, Inc. (1)

194,330

$

11,517,939

Amylin Pharmaceuticals, Inc. (1)

71,201

1,439,684

Biogen Idec, Inc. (1)

87,564

4,403,594

BioMarin Pharmaceutical, Inc. (1)

20,000

529,800

Celgene Corp. (1)

123,649

7,824,509

Enzon Pharmaceuticals, Inc. (1)

85,000

627,300

Genzyme Corp. (1)

28,034

2,267,670

Gilead Sciences, Inc. (1)

452,021

20,603,117

Martek Biosciences Corp.

20,000

628,400

Regeneron Pharmaceuticals, Inc. (1)

50,714

1,107,087

$

50,949,100

Capital Markets — 3.0%

American Capital, Ltd.

136,739

$

3,488,212

Bank of New York Mellon Corp. (The)

208,078

6,779,181

Charles Schwab Corp. (The)

46,117

1,199,042

Credit Suisse Group ADR

60,416

2,916,884

Deutsche Bank AG

12,842

934,769

E*Trade Financial Corp. (1)

123,211

344,991

Federated Investors, Inc., Class B

17,577

507,096

Franklin Resources, Inc.

64,918

5,721,223

Goldman Sachs Group, Inc.

27,901

3,571,328

Invesco, Ltd.

52,677

1,105,163

T. Rowe Price Group, Inc.

21,876

1,174,960

$

27,742,849

Chemicals — 1.2%

Dow Chemical Co. (The)

137,985

$

4,385,163

E.I. Du Pont de Nemours & Co.

54,281

2,187,524

Monsanto Co.

24,614

2,436,294

PPG Industries, Inc.

41,446

2,417,131

$

11,426,112

Commercial Banks — 0.7%

Synovus Financial Corp.

151,085

$

1,563,730

Wells Fargo & Co.

120,781

4,532,911

Zions Bancorporation

12,002

464,477

$

6,561,118

Commercial Services & Supplies — 1.2%

Avery Dennison Corp.

75,103

$

3,340,581

Pitney Bowes, Inc.

21,262

707,174

Republic Services, Inc.

32,339

969,523

RR Donnelley & Sons Co.

76,485

1,876,177

Waste Management, Inc.

135,553

4,268,564

$

11,162,019

Communications Equipment — 7.9%

Aruba Networks, Inc. (1)

51,453

$

263,954

Brocade Communications Systems, Inc. (1)

98,179

571,402

Cisco Systems, Inc. (1)

1,089,416

24,577,225

Corning, Inc.

105,694

1,653,054

QUALCOMM, Inc.

747,694

32,128,411

Research In Motion, Ltd. (1)

199,458

13,622,981

Riverbed Technology, Inc. (1)

92,560

1,158,851

$

73,975,878

Computers & Peripherals — 7.4%

Apple, Inc. (1)

429,908

$

48,863,343

Hewlett-Packard Co.

119,264

5,514,767

International Business Machines Corp.

84,281

9,857,506

NetApp, Inc. (1)

151,711

2,765,692

Palm, Inc.

143,682

857,782

SanDisk Corp. (1)

91,718

1,793,087

$

69,652,177

Construction Materials — 0.3%

Vulcan Materials Co.

42,073

$

3,134,438

$

3,134,438

Consumer Finance — 0.0%

Student Loan Corp.

4,670

$

434,310

$

434,310

Containers & Packaging — 0.1%

Bemis Co., Inc.

19,722

$

516,914

$

516,914

Distributors — 0.2%

Genuine Parts Co.

12,694

$

510,426

LKQ Corp. (1)

86,526

1,468,346

$

1,978,772

Diversified Financial Services — 3.0%

Bank of America Corp.

329,688

$

11,539,080

Citigroup, Inc.

407,370

8,355,159

JPMorgan Chase & Co.

121,178

5,659,013

NYSE Euronext

71,097

2,785,580

$

28,338,832

Diversified Telecommunication Services — 2.4%

AT&T, Inc.

312,381

$

8,721,678

Frontier Communications Corp.

355,057

4,083,155

Verizon Communications, Inc.

251,832

8,081,289

Windstream Corp.

138,644

1,516,765

$

22,402,887

Electric Utilities — 0.6%

Duke Energy Corp.

294,363

$

5,130,747

$

5,130,747

Electrical Equipment — 0.7%

Cooper Industries, Ltd., Class A

30,288

$

1,210,006

Emerson Electric Co.

119,418

4,871,060

Sunpower Corp.-Class A (1)

6,360

451,115

Sunpower Corp.-Class B (1)

5,305

366,344

$

6,898,525

Energy Equipment & Services — 1.7%

Diamond Offshore Drilling, Inc.

41,269

$

4,253,183

Halliburton Co.

223,928

7,253,028

Schlumberger, Ltd.

35,743

2,791,171

Transocean, Inc. (1)

13,447

1,477,018

$

15,774,400

Food & Staples Retailing — 3.2%

CVS Caremark Corp.

281,999

$

9,492,086

Kroger Co. (The)

42,808

1,176,364

Safeway, Inc.

171,227

4,061,504

Wal-Mart Stores, Inc.

260,261

15,587,031

$

30,316,985

Food Products — 1.1%

ConAgra Foods, Inc.

156,193

$

3,039,516

H.J. Heinz Co.

18,409

919,898

Hershey Co. (The)

57,578

2,276,634

Kraft Foods, Inc., Class A

48,129

1,576,225

McCormick & Co., Inc.

15,743

605,318

Nestle SA ADR

5,588

234,417

Sara Lee Corp.

140,854

1,778,986

$

10,430,994

Gas Utilities — 0.1%

Nicor, Inc.

11,705

$

519,117

$

519,117

Health Care Equipment & Supplies — 2.2%

Baxter International, Inc.

53,182

$

3,490,335

Cooper Cos., Inc. (The)

24,000

834,240

Covidien, Ltd.

32,091

1,725,212

Gen-Probe, Inc. (1)

20,000

1,061,000

Hospira, Inc. (1)

13,496

515,547

Intuitive Surgical, Inc. (1)

13,918

3,353,960

Medtronic, Inc.

115,235

5,773,273

Stryker Corp.

45,873

2,857,888

Zimmer Holdings, Inc. (1)

11,520

743,731

$

20,355,186

Health Care Providers & Services — 1.7%

Cardinal Health, Inc.

24,201

$

1,192,625

DaVita, Inc. (1)

20,004

1,140,428

Humana, Inc. (1)

24,940

1,027,528

LifePoint Hospitals, Inc. (1)

84,000

2,699,760

Lincare Holdings, Inc. (1)

86,800

2,611,812

McKesson Corp.

88,022

4,736,464

Quest Diagnostics, Inc.

31,290

1,616,754

VCA Antech, Inc. (1)

25,000

736,750

$

15,762,121

Hotels, Restaurants & Leisure — 0.9%

Carnival Corp., Unit

19,600

$

692,860

CKE Restaurants, Inc.

21,073

223,374

International Game Technology

29,483

506,518

Marriott International, Inc., Class A

55,557

1,449,482

McDonald’s Corp.

33,849

2,088,483

Starbucks Corp. (1)

154,410

2,296,077

Starwood Hotels & Resorts Worldwide, Inc.

13,442

378,258

Tim Hortons, Inc.

15,241

451,591

Wendy’s/Arby’s Group, Inc., Class A

47,829

251,581

$

8,338,224

Household Durables — 0.8%

D.R. Horton, Inc.

12,023

$

156,539

Pulte Homes, Inc.

129,147

1,804,184

Ryland Group, Inc.

49,802

1,320,749

Stanley Works

56,752

2,368,828

Whirlpool Corp.

28,142

2,231,379

$

7,881,679

Household Products — 1.6%

Colgate-Palmolive Co.

13,023

$

981,283

Procter & Gamble Co.

200,625

13,981,556

$

14,962,839

Independent Power Producers & Energy Traders — 0.1%

NRG Energy, Inc. (1)

33,433

$

827,467

$

827,467

Industrial Conglomerates — 1.9%

3M Co.

89,207

$

6,093,730

General Electric Co.

443,758

11,315,829

Textron, Inc.

14,000

409,920

$

17,819,479

Insurance — 2.4%

ACE, Ltd.

68,766

$

3,722,304

AON Corp.

21,504

966,820

Arthur J. Gallagher & Co.

108,901

2,794,400

Lincoln National Corp.

31,525

1,349,585

Marsh & McLennan Cos., Inc.

110,850

3,520,596

Prudential Financial, Inc.

44,972

3,237,984

RenaissanceRe Holdings, Ltd.

18,818

978,536

Travelers Companies, Inc. (The)

139,548

6,307,570

$

22,877,795

Internet & Catalog Retail — 0.4%

Amazon.com, Inc. (1)

45,499

$

3,310,507

$

3,310,507

Internet Software & Services — 4.5%

Ariba, Inc. (1)

15,658

$

221,248

Baidu.com, Inc. ADR (1)

4,684

1,162,709

eBay, Inc. (1)

409,457

9,163,648

Google, Inc., Class A (1)

65,383

26,187,199

VeriSign, Inc. (1)

55,351

1,443,554

Yahoo!, Inc. (1)

219,428

3,796,104

$

41,974,462

IT Services — 1.6%

Accenture, Ltd., Class A

1,091

$

41,458

Fidelity National Information Services, Inc.

75,465

1,393,084

Lender Processing Services, Inc.

45,599

1,391,681

MasterCard, Inc., Class A

9,897

1,755,035

Metavante Technologies, Inc. (1)

14,123

272,009

Paychex, Inc.

218,890

7,229,937

Satyam Computer Services, Ltd. ADR

106,132

1,714,032

Visa, Inc., Class A

14,962

918,517

$

14,715,753

Leisure Equipment & Products — 0.1%

Mattel, Inc.

64,723

$

1,167,603

$

1,167,603

Life Sciences Tools & Services — 0.1%

PerkinElmer, Inc.

15,895

$

396,898

Waters Corp. (1)

13,273

772,223

$

1,169,121

Machinery — 1.2%

AGCO Corp. (1)

37,966

$

1,617,731

Caterpillar, Inc.

110,370

6,578,052

Eaton Corp.

58,699

3,297,710

$

11,493,493

Media — 3.5%

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

30,938

$

2,023,345

Comcast Corp., Class A

635,247

12,469,899

Idearc, Inc.

43

54

Omnicom Group, Inc.

81,468

3,141,406

Time Warner, Inc.

422,666

5,541,151

Walt Disney Co.

326,386

10,016,786

$

33,192,641

Metals & Mining — 0.6%

Alcoa, Inc.

49,390

$

1,115,226

Barrick Gold Corp.

2,604

95,671

Freeport-McMoRan Copper & Gold, Inc., Class B

15,988

908,918

Newmont Mining Corp.

18,750

726,750

Nucor Corp.

54,975

2,171,512

Teck Cominco, Ltd., Class B

34,000

990,080

$

6,008,157

Multiline Retail — 0.6%

JC Penney Company, Inc.

30,850

$

1,028,539

Kohl’s Corp. (1)

13,030

600,422

Nordstrom, Inc.

57,531

1,658,043

Sears Holdings Corp. (1)

21,222

1,984,257

$

5,271,261

Multi-Utilities — 2.2%

Ameren Corp.

117,357

$

4,580,444

CMS Energy Corp.

368,303

4,592,738

Dominion Resources, Inc.

130,480

5,581,934

Public Service Enterprise Group, Inc.

169,500

5,557,905

$

20,313,021

Office Electronics — 0.1%

Xerox Corp.

98,889

$

1,140,190

$

1,140,190

Oil, Gas & Consumable Fuels — 5.9%

Anadarko Petroleum Corp.

60,461

$

2,932,963

Chevron Corp.

74,781

6,167,937

ConocoPhillips

180,588

13,228,071

Exxon Mobil Corp.

255,320

19,828,151

Marathon Oil Corp.

32,372

1,290,672

Petrohawk Energy Corp. (1)

16,397

354,667

Range Resources Corp.

45,666

1,957,701

Suncor Energy, Inc.

56,982

2,401,221

Total SA ADR

21,605

1,310,991

Valero Energy Corp.

12,280

372,084

Western Refining, Inc.

113,494

1,147,424

XTO Energy, Inc.

96,251

4,477,597

$

55,469,479

Paper & Forest Products — 0.3%

Louisiana-Pacific Corp.

148,776

$

1,383,617

MeadWestvaco Corp.

45,728

1,065,920

$

2,449,537

Personal Products — 0.1%

Herbalife, Ltd.

28,374

$

1,121,340

$

1,121,340

Pharmaceuticals — 4.3%

Abbott Laboratories

122,167

$

7,034,376

Allergan, Inc.

12,256

631,184

Bristol-Myers Squibb Co.

272,401

5,679,561

Cardiome Pharma Corp. (1)

32,639

248,056

Eli Lilly & Co.

92,218

4,060,359

Endo Pharmaceuticals Holdings, Inc. (1)

46,595

931,900

GlaxoSmithKline PLC ADR

66,510

$

2,890,525

IMS Health, Inc.

25,733

486,611

Johnson & Johnson

65,017

4,504,378

Merck & Co., Inc.

29,564

933,040

Pfizer, Inc.

272,985

5,033,843

Schering-Plough Corp.

142,848

2,638,403

Sepracor, Inc. (1)

12,997

237,975

Wyeth

135,856

5,018,521

$

40,328,732

Professional Services — 0.2%

Equifax, Inc.

17,858

$

615,208

Manpower, Inc.

16,012

691,078

Robert Half International, Inc.

15,046

372,389

$

1,678,675

Real Estate Investment Trusts (REITs) — 0.3%

General Growth Properties, Inc.

13,275

$

200,453

Plum Creek Timber Co., Inc.

14,401

718,034

Simon Property Group, Inc.

19,298

1,871,906

$

2,790,393

Road & Rail — 0.9%

CSX Corp.

24,910

$

1,359,339

JB Hunt Transport Services, Inc.

99,371

3,316,010

Norfolk Southern Corp.

25,252

1,671,935

Ryder System, Inc.

10,708

663,896

Union Pacific Corp.

21,222

1,510,158

$

8,521,338

Semiconductors & Semiconductor Equipment — 4.3%

Applied Materials, Inc.

669,505

$

10,129,611

ASML Holding NV

12,318

216,920

Atheros Communications, Inc. (1)

76,210

1,797,032

Cavium Networks, Inc. (1)

18,370

258,650

Cypress Semiconductor Corp. (1)

19,349

101,002

Intel Corp.

880,849

16,498,302

KLA-Tencor Corp.

109,424

3,463,270

Marvell Technology Group, Ltd. (1)

179,971

1,673,730

MEMC Electronic Materials, Inc. (1)

79,127

2,236,129

National Semiconductor Corp.

18,977

326,594

NVIDIA Corp. (1)

341,810

3,660,785

Renesola, Ltd. ADR (1)

19,087

200,223

STMicroelectronics N.V. - NY Shares

8,530

86,835

$

40,649,083

Software — 8.9%

Adobe Systems, Inc. (1)

223,923

$

8,838,241

Compuware Corp. (1)

97,319

943,021

Electronic Arts, Inc. (1)

125,357

4,636,955

i2 Technologies, Inc. (1)

82,155

1,108,271

Microsoft Corp.

1,481,609

39,544,144

Oracle Corp. (1)

1,250,168

25,390,912

TiVo, Inc. (1)

326,806

2,392,220

Wind River Systems, Inc. (1)

63,851

638,510

$

83,492,274

Specialty Retail — 2.0%

Best Buy Co., Inc.

84,070

$

3,152,625

Gap, Inc. (The)

143,865

2,557,920

Home Depot, Inc.

77,807

2,014,423

Limited Brands, Inc.

26,688

462,236

Lowe’s Companies, Inc.

136,794

3,240,650

Staples, Inc.

229,575

5,165,438

Tiffany & Co.

12,130

430,858

TJX Companies, Inc. (The)

66,769

2,037,790

$

19,061,940

Textiles, Apparel & Luxury Goods — 0.5%

Coach, Inc. (1)

20,171

$

505,082

Nike, Inc., Class B

56,788

3,799,117

$

4,304,199

Tobacco — 0.7%

Altria Group, Inc.

102,975

$

2,043,024

Philip Morris International, Inc.

102,975

4,953,098

$

6,996,122

Wireless Telecommunication Services — 0.6%

NII Holdings, Inc., Class B (1)

52,615

$

1,995,161

Rogers Communications, Inc., Class B

33,000

1,096,920

Sprint Nextel Corp.

206,919

1,262,206

Vodafone Group PLC ADR

39,475

872,398