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Share Name | Share Symbol | Market | Type |
---|---|---|---|
Telephone and Data Systems Inc | NYSE:TDA | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 25.16 | 0 | 01:00:00 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-2546
Fidelity Commonwealth Trust
(Exact name of registrant as specified in charter)
245 Summer St., Boston, Massachusetts 02210
(Address of principal executive offices) (Zip code)
Scott C. Goebel, Secretary
245 Summer St.
Boston, Massachusetts 02210
(Name and address of agent for service)
Registrant's telephone number, including area code: 617-563-7000
Date of fiscal year end: |
November 30 |
|
|
Date of reporting period: |
May 31, 2013 |
Item 1. Reports to Stockholders
Fidelity ®
Nasdaq Composite Index ® Tracking Stock
Semiannual Report
May 31, 2013
(Fidelity Cover Art)
Premium/Discount Analysis |
Information regarding the fund's NAV and market price. |
|
Shareholder Expense Example |
An example of shareholder expenses. |
|
Investment Changes |
A summary of major shifts in the fund's investments over the past six months. |
|
Investments |
A complete list of the fund's investments with their market values. |
|
Financial Statements |
Statements of assets and liabilities, operations, and changes in net assets, as well as financial highlights. |
|
Notes |
Notes to the financial statements. |
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov. You may also call 1-800-FIDELITY to request a free copy of the proxy voting guidelines.
Nasdaq®, OMX®, NASDAQ OMX®, Nasdaq Composite®, and The Nasdaq Stock Market®, Inc. are registered trademarks of The NASDAQ OMX Group, Inc. (which with its Affiliates are the Corporations) and are licensed for use by Fidelity. The product has not been passed on by the Corporations as to its legality or suitability. The product is not issued, endorsed or sold by the Corporations. The Corporations make no warranties and bear no liability with respect to shares of the product.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2013 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the fund. This report is not authorized for distribution to prospective investors in the fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Forms N-Q are available on the SEC's web site at http://www.sec.gov . A fund's Forms N-Q may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330. For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.advisor.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED • MAY LOSE VALUE • NO BANK GUARANTEE
Neither the fund nor Fidelity Distributors Corporation is a bank.
Semiannual Report
Shares of Fidelity® Nasdaq Composite Index® Tracking Stock (the fund) are listed on The Nasdaq Stock Market® and can be bought and sold on the secondary market at market prices. Although the market price is expected to approximate the fund's NAV, it is possible that the market price and NAV will vary significantly. The closing market price is the daily closing price as reported on The Nasdaq Stock Market.
Premiums or discounts are the differences (expressed as a basis point differential with 1 basis point equaling 1/100 of 1%) between the fund's NAV and closing market price. A premium indicates that the closing market price is trading above the NAV. A discount indicates that the closing market price is trading below the NAV. A discrepancy may exist with respect to the timing of when the NAV is calculated and the determination of the closing market price.
The chart below presents information about the differences between the fund's daily closing market price and the fund's NAV.
Periods Ended May 31, 2013
From June 1, 2008 |
|
|
|
|
to May 31, 2013 |
Closing Price
|
Closing Price Above
|
||
Basis Point Differential |
Number of
|
% of Total
|
Number of
|
% of Total
|
0 - <25 |
480 |
38.13% |
367 |
29.15% |
25 - <50 |
141 |
11.20% |
104 |
8.26% |
50 - <75 |
47 |
3.73% |
35 |
2.78% |
75 - <100 |
23 |
1.83% |
13 |
1.03% |
100 or above |
25 |
1.98% |
24 |
1.91% |
Total |
716 |
56.87% |
543 |
43.13% |
Semiannual Report
As a shareholder of the Fund, you incur two types of costs: (1) transaction costs, and (2) ongoing costs, including management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (December 1, 2012 to May 31, 2013).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the Fund's actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund's actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
|
Annualized
|
Beginning
|
Ending
|
Expenses Paid
|
Actual |
.30% |
$ 1,000.00 |
$ 1,154.30 |
$ 1.61 |
Hypothetical A |
|
$ 1,000.00 |
$ 1,023.44 |
$ 1.51 |
A 5% return per year before expenses
B Annualized expense ratio reflects expenses net of applicable fee waivers.
* Expenses are equal to the Fund's annualized expense ratio, multiplied by the average account value over the period, multiplied by 182/365 (to reflect the one-half year period).
Semiannual Report
Top Ten Stocks as of May 31, 2013 |
||
|
% of fund's
|
% of fund's net assets
|
Apple, Inc. |
7.9 |
11.9 |
Microsoft Corp. |
5.5 |
4.8 |
Google, Inc. Class A |
4.4 |
4.0 |
Oracle Corp. |
3.0 |
3.4 |
Cisco Systems, Inc. |
2.4 |
2.2 |
Amazon.com, Inc. |
2.3 |
2.5 |
Intel Corp. |
2.3 |
2.1 |
QUALCOMM, Inc. |
2.1 |
2.4 |
Comcast Corp. Class A |
1.6 |
1.7 |
Gilead Sciences, Inc. |
1.6 |
1.2 |
|
33.1 |
|
Market Sectors as of May 31, 2013 |
||
|
% of fund's
|
% of fund's net assets
|
Information Technology |
48.3 |
50.9 |
Consumer Discretionary |
18.5 |
17.5 |
Health Care |
14.1 |
12.9 |
Financials |
6.9 |
6.7 |
Industrials |
4.4 |
4.2 |
Consumer Staples |
4.0 |
4.0 |
Energy |
1.4 |
1.3 |
Telecommunication Services |
1.2 |
1.2 |
Materials |
0.9 |
1.0 |
Utilities |
0.1 |
0.1 |
Asset Allocation (% of fund's net assets) |
||
To match the Nasdaq Composite Index, Fidelity Nasdaq Composite Index Tracking Stock seeks 100% investment exposure to stocks at all times. |
Semiannual Report
Showing Percentage of Net Assets
Common Stocks - 99.8% |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - 18.5% |
|||
Auto Components - 0.2% |
|||
Ballard Power Systems, Inc. (a)(d) |
4,911 |
$ 8,290 |
|
China Automotive Systems, Inc. (a) |
976 |
5,056 |
|
China XD Plastics Co. Ltd. (a) |
1,500 |
6,390 |
|
Dorman Products, Inc. (d) |
1,491 |
66,394 |
|
Exide Technologies (a) |
2,941 |
1,329 |
|
Federal-Mogul Corp. Class A (a) |
3,831 |
37,352 |
|
Fuel Systems Solutions, Inc. (a) |
788 |
12,285 |
|
Gentex Corp. |
5,425 |
124,070 |
|
Gentherm, Inc. (a) |
1,126 |
20,741 |
|
Quantum Fuel Systems Technologies Worldwide, Inc. (a) |
365 |
217 |
|
Remy International, Inc. |
1,124 |
20,221 |
|
Shiloh Industries, Inc. |
795 |
7,902 |
|
SORL Auto Parts, Inc. (a) |
706 |
1,843 |
|
Spartan Motors, Inc. |
1,617 |
9,783 |
|
The Goodyear Tire & Rubber Co. (a) |
9,100 |
137,774 |
|
|
459,647 |
||
Automobiles - 0.2% |
|||
Kandi Technolgies, Inc. (a) |
1,230 |
4,613 |
|
Tesla Motors, Inc. (a) |
4,431 |
433,175 |
|
|
437,788 |
||
Distributors - 0.2% |
|||
Core-Mark Holding Co., Inc. |
470 |
27,819 |
|
LKQ Corp. (a) |
11,232 |
274,959 |
|
Pool Corp. |
2,038 |
104,855 |
|
VOXX International Corp. (a) |
935 |
10,397 |
|
Weyco Group, Inc. |
600 |
14,430 |
|
|
432,460 |
||
Diversified Consumer Services - 0.3% |
|||
American Public Education, Inc. (a) |
786 |
29,899 |
|
Apollo Group, Inc. Class A (non-vtg.) (a)(d) |
4,083 |
81,619 |
|
Ascent Capital Group, Inc. (a) |
500 |
36,255 |
|
Cambium Learning Group, Inc. (a) |
1,422 |
2,019 |
|
Capella Education Co. (a) |
595 |
25,918 |
|
Career Education Corp. (a) |
3,323 |
9,903 |
|
Coinstar, Inc. (a) |
1,125 |
65,520 |
|
Corinthian Colleges, Inc. (a) |
3,336 |
8,674 |
|
Education Management Corp. (a)(d) |
5,054 |
32,649 |
|
Grand Canyon Education, Inc. (a) |
1,755 |
56,371 |
|
JTH Holding, Inc. Class A (a) |
1,101 |
17,836 |
|
Learning Tree International, Inc. (a) |
981 |
2,953 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Diversified Consumer Services - continued |
|||
Lincoln Educational Services Corp. |
1,060 |
$ 7,303 |
|
Matthews International Corp. Class A |
1,074 |
41,188 |
|
National American University Holdings, Inc. |
744 |
2,812 |
|
Steiner Leisure Ltd. (a) |
630 |
31,998 |
|
Stewart Enterprises, Inc. Class A |
3,473 |
45,149 |
|
Strayer Education, Inc. |
459 |
24,552 |
|
|
522,618 |
||
Hotels, Restaurants & Leisure - 2.5% |
|||
AFC Enterprises, Inc. (a) |
1,036 |
37,773 |
|
Ambassadors Group, Inc. |
986 |
3,500 |
|
Ameristar Casinos, Inc. |
1,185 |
31,047 |
|
Asia Entertainment & Resources Ltd. (d) |
1,500 |
6,375 |
|
BJ's Restaurants, Inc. (a) |
1,200 |
45,048 |
|
Bloomin' Brands, Inc. |
4,746 |
110,392 |
|
Bob Evans Farms, Inc. |
970 |
44,775 |
|
Bravo Brio Restaurant Group, Inc. (a) |
500 |
9,000 |
|
Buffalo Wild Wings, Inc. (a) |
729 |
69,955 |
|
Caesars Entertainment Corp. (a)(d) |
4,660 |
67,523 |
|
Carrols Restaurant Group, Inc. (a) |
690 |
3,933 |
|
Century Casinos, Inc. (a) |
1,051 |
3,573 |
|
China Lodging Group Ltd. ADR (a) |
900 |
14,369 |
|
Churchill Downs, Inc. |
801 |
67,236 |
|
Chuys Holdings, Inc. |
624 |
21,746 |
|
Cosi, Inc. (a) |
714 |
1,457 |
|
Cracker Barrel Old Country Store, Inc. |
891 |
79,709 |
|
Del Frisco's Restaurant Group, Inc. (a) |
807 |
15,002 |
|
Denny's Corp. (a) |
4,424 |
26,677 |
|
Dunkin' Brands Group, Inc. |
4,030 |
159,588 |
|
Einstein Noah Restaurant Group, Inc. |
801 |
11,214 |
|
Empire Resorts, Inc. (a) |
721 |
1,925 |
|
Fiesta Restaurant Group, Inc. (a) |
690 |
24,543 |
|
Gaming Partners International Corp. |
812 |
6,577 |
|
Home Inns & Hotels Management, Inc. sponsored ADR (a) |
1,322 |
38,325 |
|
Icahn Enterprises LP |
4,141 |
321,052 |
|
Ignite Restaurant Group, Inc. (a) |
910 |
16,653 |
|
International Speedway Corp. Class A |
1,079 |
37,398 |
|
Interval Leisure Group, Inc. |
1,956 |
42,269 |
|
Isle of Capri Casinos, Inc. (a) |
1,311 |
10,121 |
|
Jack in the Box, Inc. (a) |
1,612 |
58,822 |
|
Jamba, Inc. (a) |
2,631 |
7,867 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Hotels, Restaurants & Leisure - continued |
|||
Lakes Entertainment, Inc. (a) |
1,276 |
$ 4,657 |
|
Melco PBL Entertainment (Macau) Ltd. sponsored ADR (a) |
7,108 |
169,028 |
|
Monarch Casino & Resort, Inc. (a) |
976 |
15,040 |
|
Morgans Hotel Group Co. (a) |
930 |
6,240 |
|
MTR Gaming Group, Inc. (a) |
1,590 |
6,026 |
|
Multimedia Games Holding Co., Inc. (a) |
1,111 |
28,430 |
|
Nathan's Famous, Inc. (a) |
109 |
5,573 |
|
Norwegian Cruise Line Holdings Ltd. |
8,000 |
246,000 |
|
Panera Bread Co. Class A (a) |
1,101 |
211,205 |
|
Papa John's International, Inc. (a) |
941 |
60,629 |
|
Penn National Gaming, Inc. (a) |
2,994 |
164,790 |
|
Premier Exhibitions, Inc. (a) |
1,531 |
3,062 |
|
Red Robin Gourmet Burgers, Inc. (a) |
688 |
36,127 |
|
Rick's Cabaret International, Inc. (a) |
546 |
4,526 |
|
Ruth's Hospitality Group, Inc. |
1,954 |
21,885 |
|
Scientific Games Corp. Class A (a) |
2,739 |
29,828 |
|
SHFL Entertainment, Inc. (a) |
2,161 |
37,277 |
|
Sonic Corp. (a) |
2,295 |
30,133 |
|
Starbucks Corp. |
28,549 |
1,800,585 |
|
Texas Roadhouse, Inc. Class A |
2,651 |
62,696 |
|
The Cheesecake Factory, Inc. |
2,092 |
83,513 |
|
Town Sports International Holdings, Inc. |
1,156 |
12,739 |
|
Wendy's Co. |
14,450 |
85,978 |
|
Wynn Resorts Ltd. |
3,892 |
528,884 |
|
|
5,050,295 |
||
Household Durables - 0.2% |
|||
Bassett Furniture Industries, Inc. |
27 |
372 |
|
Cavco Industries, Inc. (a) |
221 |
10,588 |
|
Dixie Group, Inc. (a) |
511 |
3,792 |
|
Flexsteel Industries, Inc. |
324 |
7,365 |
|
Garmin Ltd. |
7,498 |
261,905 |
|
Helen of Troy Ltd. (a) |
1,324 |
52,523 |
|
Hooker Furniture Corp. |
124 |
2,170 |
|
iRobot Corp. (a) |
926 |
31,290 |
|
Lifetime Brands, Inc. |
540 |
7,268 |
|
Skullcandy, Inc. (a) |
844 |
4,878 |
|
SodaStream International Ltd. (a) |
812 |
51,806 |
|
Stanley Furniture Co., Inc. (a) |
1,191 |
4,871 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Household Durables - continued |
|||
Universal Electronics, Inc. (a) |
671 |
$ 17,916 |
|
Zagg, Inc. (a)(d) |
1,431 |
7,227 |
|
|
463,971 |
||
Internet & Catalog Retail - 4.3% |
|||
1-800-FLOWERS.com, Inc. Class A (a) |
1,800 |
10,962 |
|
Amazon.com, Inc. (a) |
17,415 |
4,685,157 |
|
Blue Nile, Inc. (a) |
412 |
14,651 |
|
CafePress, Inc. (a) |
629 |
4,095 |
|
Ctrip.com International Ltd. sponsored ADR (a) |
5,723 |
178,271 |
|
dELiA*s, Inc. (a) |
1,231 |
1,169 |
|
eLong, Inc. sponsored ADR (a) |
1,137 |
15,998 |
|
Expedia, Inc. |
4,646 |
266,959 |
|
Gaiam, Inc. Class A (a) |
826 |
3,345 |
|
Geeknet, Inc. (a) |
322 |
4,675 |
|
Groupon, Inc. Class A (a) |
24,642 |
189,251 |
|
HomeAway, Inc. (a) |
3,031 |
92,688 |
|
HSN, Inc. |
2,154 |
122,541 |
|
Liberty Media Corp.: |
|
|
|
Interactive Series A (a) |
20,806 |
467,095 |
|
Series A (a) |
1,341 |
109,385 |
|
MakeMyTrip Ltd. (a) |
1,383 |
17,689 |
|
Mecox Lane Ltd. ADR (a) |
84 |
229 |
|
Netflix, Inc. (a) |
2,159 |
488,474 |
|
NutriSystem, Inc. |
1,365 |
12,326 |
|
Overstock.com, Inc. (a)(d) |
971 |
25,168 |
|
PetMed Express, Inc. |
827 |
11,074 |
|
priceline.com, Inc. (a) |
1,921 |
1,544,350 |
|
Shutterfly, Inc. (a) |
1,371 |
66,823 |
|
TripAdvisor, Inc. (a) |
4,962 |
319,999 |
|
U.S. Auto Parts Network, Inc. (a) |
1,216 |
1,508 |
|
ValueVision Media, Inc. Class A (a) |
1,606 |
8,110 |
|
Vitacost.com, Inc. (a) |
1,100 |
8,998 |
|
|
8,670,990 |
||
Leisure Equipment & Products - 0.4% |
|||
Arctic Cat, Inc. |
439 |
20,585 |
|
Black Diamond, Inc. (a) |
810 |
7,266 |
|
Hasbro, Inc. |
5,059 |
225,024 |
|
JAKKS Pacific, Inc. |
899 |
9,080 |
|
Johnson Outdoors, Inc. Class A (a) |
118 |
2,921 |
|
Mattel, Inc. |
13,056 |
584,256 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Leisure Equipment & Products - continued |
|||
Smith & Wesson Holding Corp. (a)(d) |
2,189 |
$ 19,942 |
|
Summer Infant, Inc. (a) |
940 |
3,074 |
|
|
872,148 |
||
Media - 7.3% |
|||
AirMedia Group, Inc. ADR (a) |
2,088 |
3,884 |
|
AMC Networks, Inc. Class A (a) |
2,530 |
161,971 |
|
Bona Film Group Ltd. sponsored ADR (a) |
1,452 |
6,897 |
|
Carmike Cinemas, Inc. (a) |
600 |
10,632 |
|
Central European Media Enterprises Ltd. Class A (a) |
3,175 |
10,605 |
|
Charter Communications, Inc. Class A (a) |
3,874 |
433,578 |
|
China Yida Holding Co. (a) |
161 |
649 |
|
ChinaNet Online Holdings, Inc. (a) |
700 |
371 |
|
Comcast Corp.: |
|
|
|
Class A |
81,435 |
3,269,615 |
|
Class A (special) (non-vtg.) |
19,385 |
752,138 |
|
Crown Media Holdings, Inc. Class A (a) |
13,065 |
26,783 |
|
CTC Media, Inc. |
6,015 |
71,819 |
|
Cumulus Media, Inc. Class A (a)(d) |
9,326 |
34,599 |
|
Daily Journal Corp. (a) |
40 |
4,508 |
|
Dex Media, Inc. (a) |
531 |
9,808 |
|
Digital Generation, Inc. (a) |
1,097 |
7,668 |
|
DIRECTV (a) |
21,897 |
1,338,564 |
|
Discovery Communications, Inc. (a) |
5,599 |
441,537 |
|
Discovery Communications, Inc.: |
|
|
|
Class B (a) |
204 |
16,059 |
|
Class C (non-vtg.) (a) |
3,297 |
230,691 |
|
DISH Network Corp. Class A |
8,153 |
314,217 |
|
DreamWorks Animation SKG, Inc. Class A (a) |
2,951 |
64,745 |
|
Emmis Communications Corp. Class A (a) |
2,073 |
3,441 |
|
Fisher Communications, Inc. |
375 |
15,416 |
|
Global Sources Ltd. (a) |
1,719 |
11,706 |
|
Harris Interactive, Inc. (a) |
2,721 |
5,034 |
|
Lamar Advertising Co. Class A (a) |
3,066 |
143,274 |
|
Liberty Global, Inc.: |
|
|
|
Class A (a) |
5,666 |
417,584 |
|
Class B (a) |
361 |
24,833 |
|
Class C (a) |
3,895 |
267,548 |
|
Liberty Media Corp. Class A (a) |
4,636 |
578,851 |
|
Loral Space & Communications Ltd. |
823 |
49,561 |
|
MDC Partners, Inc. Class A (sub. vtg.) |
1,636 |
28,843 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Media - continued |
|||
Morningstar, Inc. |
1,747 |
$ 120,159 |
|
National CineMedia, Inc. |
2,100 |
34,881 |
|
Navarre Corp. (a) |
1,456 |
3,436 |
|
News Corp.: |
|
|
|
Class A |
56,931 |
1,828,054 |
|
Class B |
32,509 |
1,048,090 |
|
Nexstar Broadcasting Group, Inc. Class A |
925 |
25,900 |
|
ReachLocal, Inc. (a) |
1,032 |
14,345 |
|
Reading International, Inc. Class A (a) |
408 |
2,481 |
|
Rentrak Corp. (a) |
486 |
11,246 |
|
RRSat Global Communications Network Ltd. |
906 |
7,592 |
|
Salem Communications Corp. Class A |
702 |
5,237 |
|
Scholastic Corp. |
1,352 |
40,884 |
|
Sinclair Broadcast Group, Inc. Class A |
2,814 |
76,062 |
|
Sirius XM Radio, Inc. |
250,920 |
873,202 |
|
Spanish Broadcasting System, Inc. Class A (a) |
162 |
671 |
|
Starz - Liberty Capital Series A (a) |
4,636 |
106,999 |
|
The Madison Square Garden Co. Class A (a) |
2,409 |
140,999 |
|
Value Line, Inc. |
450 |
4,086 |
|
Viacom, Inc.: |
|
|
|
Class A |
1,874 |
125,745 |
|
Class B (non-vtg.) |
17,235 |
1,135,614 |
|
Virgin Media, Inc. |
10,205 |
506,780 |
|
VisionChina Media, Inc. ADR (a) |
156 |
356 |
|
WPP PLC ADR |
363 |
30,880 |
|
|
14,901,128 |
||
Multiline Retail - 0.3% |
|||
Dollar Tree, Inc. (a) |
8,723 |
419,053 |
|
Fred's, Inc. Class A |
1,558 |
24,710 |
|
Gordmans Stores, Inc. (a) |
821 |
10,517 |
|
Sears Holdings Corp. (a)(d) |
4,050 |
197,762 |
|
The Bon-Ton Stores, Inc. |
511 |
10,879 |
|
Tuesday Morning Corp. (a) |
1,641 |
14,621 |
|
|
677,542 |
||
Specialty Retail - 2.1% |
|||
America's Car Mart, Inc. (a) |
240 |
10,822 |
|
Ascena Retail Group, Inc. (a) |
6,180 |
125,639 |
|
bebe stores, Inc. |
3,505 |
19,137 |
|
Bed Bath & Beyond, Inc. (a) |
8,875 |
605,719 |
|
Big 5 Sporting Goods Corp. |
1,041 |
20,830 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Specialty Retail - continued |
|||
Body Central Corp. (a) |
650 |
$ 7,989 |
|
Books-A-Million, Inc. (a)(d) |
771 |
2,321 |
|
Cache, Inc. (a) |
691 |
2,909 |
|
Citi Trends, Inc. (a) |
615 |
8,143 |
|
Coldwater Creek, Inc. (a)(d) |
849 |
3,133 |
|
Conn's, Inc. (a) |
1,091 |
53,710 |
|
Destination Maternity Corp. |
476 |
11,857 |
|
Destination XL Group, Inc. (a) |
2,259 |
11,205 |
|
Finish Line, Inc. Class A |
1,876 |
39,509 |
|
Five Below, Inc. |
1,969 |
75,295 |
|
Francescas Holdings Corp. (a) |
1,716 |
48,992 |
|
Hibbett Sports, Inc. (a) |
999 |
56,973 |
|
Hot Topic, Inc. |
1,891 |
26,455 |
|
Jos. A. Bank Clothiers, Inc. (a) |
960 |
43,133 |
|
Kirkland's, Inc. (a) |
931 |
13,928 |
|
Mattress Firm Holding Corp. (a) |
1,250 |
44,950 |
|
Monro Muffler Brake, Inc. |
1,177 |
55,343 |
|
O'Reilly Automotive, Inc. (a) |
4,277 |
465,808 |
|
Orchard Supply Hardware Stores Corp. Class A (a) |
187 |
443 |
|
Pacific Sunwear of California, Inc. (a) |
2,790 |
9,179 |
|
Perfumania Holdings, Inc. (a) |
225 |
1,323 |
|
PetSmart, Inc. |
4,098 |
276,615 |
|
Rent-A-Center, Inc. |
2,239 |
81,903 |
|
Ross Stores, Inc. |
8,694 |
559,024 |
|
rue21, Inc. (a) |
1,041 |
43,712 |
|
Sears Hometown & Outlet Stores, Inc. (a) |
800 |
44,496 |
|
Select Comfort Corp. (a) |
2,143 |
47,553 |
|
Shoe Carnival, Inc. |
715 |
17,360 |
|
Staples, Inc. |
25,940 |
389,100 |
|
Stein Mart, Inc. |
1,770 |
22,886 |
|
The Children's Place Retail Stores, Inc. (a) |
873 |
46,557 |
|
Tile Shop Holdings, Inc. (a) |
1,540 |
39,424 |
|
Tractor Supply Co. |
2,674 |
299,435 |
|
Trans World Entertainment Corp. |
2,495 |
11,751 |
|
Ulta Salon, Cosmetics & Fragrance, Inc. |
2,429 |
220,456 |
|
Urban Outfitters, Inc. (a) |
5,559 |
233,089 |
|
West Marine, Inc. (a) |
916 |
10,607 |
|
Wet Seal, Inc. Class A (a) |
4,042 |
20,048 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Specialty Retail - continued |
|||
Winmark Corp. |
241 |
$ 14,405 |
|
Zumiez, Inc. (a) |
1,176 |
37,420 |
|
|
4,180,586 |
||
Textiles, Apparel & Luxury Goods - 0.5% |
|||
Cherokee, Inc. |
405 |
5,476 |
|
Columbia Sportswear Co. |
1,371 |
82,562 |
|
Crocs, Inc. (a) |
3,650 |
64,386 |
|
Deckers Outdoor Corp. (a) |
1,234 |
66,241 |
|
Exceed Co. Ltd. (a) |
1,148 |
1,435 |
|
Fossil, Inc. (a) |
2,291 |
243,304 |
|
G-III Apparel Group Ltd. (a) |
750 |
31,583 |
|
Iconix Brand Group, Inc. (a) |
2,394 |
72,035 |
|
Joe's Jeans, Inc. (a) |
2,547 |
4,381 |
|
Kingold Jewelry, Inc. (a)(d) |
1,981 |
2,456 |
|
LJ International, Inc. (a) |
981 |
1,933 |
|
lululemon athletica, Inc. (a)(d) |
4,323 |
336,373 |
|
Perry Ellis International, Inc. |
736 |
15,537 |
|
R.G. Barry Corp. |
172 |
2,465 |
|
Steven Madden Ltd. (a) |
1,990 |
96,515 |
|
True Religion Apparel, Inc. |
956 |
30,439 |
|
Vera Bradley, Inc. (a)(d) |
1,600 |
37,600 |
|
|
1,094,721 |
||
TOTAL CONSUMER DISCRETIONARY |
37,763,894 |
||
CONSUMER STAPLES - 4.0% |
|||
Beverages - 0.2% |
|||
Coca-Cola Bottling Co. CONSOLIDATED |
315 |
18,834 |
|
Craft Brew Alliance, Inc. (a) |
712 |
5,397 |
|
MGP Ingredients, Inc. |
716 |
3,831 |
|
Monster Beverage Corp. (a) |
6,602 |
360,403 |
|
National Beverage Corp. |
2,000 |
32,860 |
|
|
421,325 |
||
Food & Staples Retailing - 1.5% |
|||
Andersons, Inc. |
716 |
36,473 |
|
Arden Group, Inc. Class A |
150 |
15,984 |
|
Casey's General Stores, Inc. |
1,470 |
89,317 |
|
Chefs' Warehouse Holdings (a) |
794 |
14,991 |
|
China Jo-Jo Drugstores, Inc. (a) |
574 |
362 |
|
Costco Wholesale Corp. |
16,623 |
1,823,044 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER STAPLES - continued |
|||
Food & Staples Retailing - continued |
|||
Fairway Group Holdings Corp. |
1,000 |
$ 21,820 |
|
Fresh Market, Inc. (a) |
1,787 |
88,528 |
|
Ingles Markets, Inc. Class A |
286 |
6,298 |
|
Nash-Finch Co. |
538 |
11,691 |
|
PriceSmart, Inc. |
1,215 |
102,582 |
|
QKL Stores, Inc. (a) |
82 |
339 |
|
Spartan Stores, Inc. |
873 |
15,513 |
|
The Pantry, Inc. (a) |
881 |
11,021 |
|
United Natural Foods, Inc. (a) |
1,897 |
100,389 |
|
Village Super Market, Inc. Class A |
275 |
10,285 |
|
Whole Foods Market, Inc. |
14,252 |
739,109 |
|
|
3,087,746 |
||
Food Products - 2.2% |
|||
Alico, Inc. |
240 |
11,076 |
|
Boulder Brands, Inc. (a) |
2,551 |
26,760 |
|
Bridgford Foods Corp. |
878 |
6,848 |
|
Cal-Maine Foods, Inc. |
888 |
39,729 |
|
Calavo Growers, Inc. |
741 |
22,015 |
|
Diamond Foods, Inc. (a) |
756 |
11,726 |
|
Farmer Brothers Co. (a) |
750 |
10,538 |
|
Green Mountain Coffee Roasters, Inc. (a) |
5,722 |
418,450 |
|
Griffin Land & Nurseries, Inc. |
278 |
8,279 |
|
Hain Celestial Group, Inc. (a) |
1,704 |
113,520 |
|
J&J Snack Foods Corp. |
772 |
58,595 |
|
John B. Sanfilippo & Son, Inc. |
362 |
7,012 |
|
Kraft Foods Group, Inc. |
22,656 |
1,249,025 |
|
Lancaster Colony Corp. |
1,085 |
89,480 |
|
Le Gaga Holdings Ltd. ADR (a) |
500 |
1,870 |
|
Lifeway Foods, Inc. |
786 |
13,763 |
|
Limoneira Co. |
375 |
7,286 |
|
Mondelez International, Inc. |
68,041 |
2,004,488 |
|
Origin Agritech Ltd. (a) |
1,000 |
1,540 |
|
Pilgrims Pride Corp. (a) |
9,500 |
113,620 |
|
Sanderson Farms, Inc. |
848 |
58,444 |
|
Seneca Foods Corp. Class A (a) |
481 |
15,368 |
|
SkyPeople Fruit Juice, Inc. (a) |
904 |
1,944 |
|
Snyders-Lance, Inc. |
2,759 |
71,513 |
|
SunOpta, Inc. (a) |
2,641 |
20,710 |
|
Zhongpin, Inc. (a) |
1,276 |
16,933 |
|
|
4,400,532 |
||
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER STAPLES - continued |
|||
Household Products - 0.0% |
|||
Central Garden & Pet Co. (a) |
30 |
$ 233 |
|
Central Garden & Pet Co. Class A (non-vtg.) (a) |
1,186 |
9,002 |
|
WD-40 Co. |
700 |
37,968 |
|
|
47,203 |
||
Personal Products - 0.1% |
|||
Elizabeth Arden, Inc. (a) |
1,223 |
57,603 |
|
Inter Parfums, Inc. |
1,381 |
41,402 |
|
LifeVantage Corp. (a) |
4,000 |
8,800 |
|
Mannatech, Inc. (a) |
115 |
1,150 |
|
Nature's Sunshine Products, Inc. |
376 |
5,783 |
|
Neptune Technologies & Bioressources, Inc. (a) |
2,281 |
6,666 |
|
Neptune Technologies & Bioressources, Inc.: |
|
|
|
Class A (d) |
76 |
0 |
|
warrants (a)(d) |
153 |
0 |
|
Nutraceutical International Corp. |
550 |
10,868 |
|
Reliv International, Inc. |
601 |
799 |
|
Star Scientific, Inc. (a)(d) |
4,862 |
7,244 |
|
Synutra International, Inc. (a) |
2,940 |
13,818 |
|
The Female Health Co. |
899 |
8,370 |
|
|
162,503 |
||
TOTAL CONSUMER STAPLES |
8,119,309 |
||
ENERGY - 1.4% |
|||
Energy Equipment & Services - 0.3% |
|||
Dawson Geophysical Co. (a) |
450 |
16,160 |
|
ENGlobal Corp. (a) |
1,050 |
672 |
|
Exterran Partners LP |
1,491 |
41,316 |
|
Forbes Energy Services Ltd. (a) |
3,817 |
12,863 |
|
Geospace Technologies Corp. (a) |
488 |
42,388 |
|
Gulf Island Fabrication, Inc. |
651 |
13,430 |
|
Hercules Offshore, Inc. (a) |
5,951 |
41,121 |
|
Lufkin Industries, Inc. |
1,378 |
121,622 |
|
Matrix Service Co. (a) |
1,041 |
17,166 |
|
Mitcham Industries, Inc. (a) |
336 |
5,245 |
|
Ocean Rig UDW, Inc. (United States) (a) |
5,078 |
88,408 |
|
Patterson-UTI Energy, Inc. |
5,731 |
120,408 |
|
PHI, Inc. (non-vtg.) (a) |
476 |
16,670 |
|
RigNet, Inc. (a) |
640 |
15,962 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
ENERGY - continued |
|||
Energy Equipment & Services - continued |
|||
Tesco Corp. (a) |
1,470 |
$ 18,757 |
|
TGC Industries, Inc. |
996 |
8,396 |
|
|
580,584 |
||
Oil, Gas & Consumable Fuels - 1.1% |
|||
Abraxas Petroleum Corp. (a) |
3,972 |
9,255 |
|
Alliance Holdings GP, LP |
2,376 |
151,422 |
|
Alliance Resource Partners LP |
1,444 |
104,372 |
|
Amyris, Inc. (a)(d) |
1,800 |
5,382 |
|
APCO Oil and Gas International, Inc. (a) |
358 |
4,396 |
|
Approach Resources, Inc. (a) |
1,636 |
41,211 |
|
BioFuel Energy Corp. (a)(d) |
235 |
964 |
|
BreitBurn Energy Partners LP |
3,814 |
70,673 |
|
Calumet Specialty Products Partners LP |
2,645 |
90,327 |
|
Capital Product Partners LP |
2,544 |
23,354 |
|
Carrizo Oil & Gas, Inc. (a) |
1,524 |
39,106 |
|
Ceres, Inc. (a) |
854 |
1,845 |
|
Clayton Williams Energy, Inc. (a) |
465 |
20,288 |
|
Clean Energy Fuels Corp. (a)(d) |
3,317 |
44,017 |
|
Crimson Exploration, Inc. (a) |
2,061 |
5,936 |
|
Crosstex Energy LP |
2,613 |
50,326 |
|
Crosstex Energy, Inc. |
2,006 |
38,214 |
|
Diamondback Energy, Inc. |
1,300 |
43,901 |
|
Dorchester Minerals LP |
1,011 |
24,365 |
|
Double Eagle Petroleum Co. (a) |
405 |
1,669 |
|
Eagle Rock Energy Partners LP |
6,777 |
57,333 |
|
Energy XXI (Bermuda) Ltd. |
3,175 |
81,058 |
|
EV Energy Partners LP |
1,500 |
57,090 |
|
FX Energy, Inc. (a) |
1,740 |
7,117 |
|
Gevo, Inc. (a)(d) |
938 |
1,679 |
|
Golar LNG Ltd. (NASDAQ) |
3,128 |
106,352 |
|
Golar LNG Partners LP |
1,459 |
48,614 |
|
Green Plains Renewable Energy, Inc. (a) |
1,400 |
22,218 |
|
Gulfport Energy Corp. (a) |
2,964 |
141,353 |
|
Hallador Energy Co. |
1,071 |
8,450 |
|
Isramco, Inc. (a) |
100 |
9,775 |
|
Ivanhoe Energy, Inc. (a) |
4,482 |
5,534 |
|
James River Coal Co. (a) |
1,160 |
3,004 |
|
KiOR, Inc. Class A (a) |
1,800 |
8,334 |
|
Knightsbridge Tankers Ltd. (d) |
941 |
6,625 |
|
L&L Energy, Inc. (a) |
1,400 |
5,656 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
ENERGY - continued |
|||
Oil, Gas & Consumable Fuels - continued |
|||
Legacy Reserves LP |
2,143 |
$ 56,790 |
|
LINN Energy LLC/LINN Energy Finance Corp. |
9,039 |
297,383 |
|
LinnCo LLC (d) |
1,259 |
45,695 |
|
Martin Midstream Partners LP |
901 |
36,995 |
|
Memorial Production Partners LP |
1,110 |
20,879 |
|
Mid-Con Energy Partners LP |
898 |
20,941 |
|
Pacific Ethanol, Inc. (a) |
183 |
803 |
|
PDC Energy, Inc. (a) |
1,117 |
57,179 |
|
PostRock Energy Corp. (a) |
615 |
836 |
|
PrimeEnergy Corp. (a) |
165 |
4,924 |
|
Renewable Energy Group, Inc. (a) |
1,572 |
21,269 |
|
Rex Energy Corp. (a) |
2,385 |
39,615 |
|
Rosetta Resources, Inc. (a) |
2,339 |
109,606 |
|
Sino Clean Energy, Inc. rights (a) |
1,155 |
0 |
|
Solazyme, Inc. (a)(d) |
2,300 |
28,336 |
|
StealthGas, Inc. (a) |
1,116 |
11,796 |
|
Syntroleum Corp. (a) |
267 |
1,821 |
|
Top Ships, Inc. (a) |
274 |
395 |
|
TransGlobe Energy Corp. (a) |
2,602 |
19,175 |
|
Uranium Resources, Inc. (a)(d) |
875 |
2,581 |
|
US Energy Corp. (a) |
1,078 |
1,951 |
|
Vanguard Natural Resources LLC |
2,500 |
70,375 |
|
Verenium Corp. (a) |
997 |
2,233 |
|
Warren Resources, Inc. (a) |
2,571 |
7,533 |
|
Westmoreland Coal Co. (a) |
902 |
10,824 |
|
ZaZa Energy Corp. (a) |
3,748 |
5,247 |
|
Zion Oil & Gas, Inc. (a)(d) |
1,633 |
2,792 |
|
|
2,219,189 |
||
TOTAL ENERGY |
2,799,773 |
||
FINANCIALS - 6.9% |
|||
Capital Markets - 1.1% |
|||
BGC Partners, Inc. Class A |
4,452 |
24,531 |
|
Calamos Asset Management, Inc. Class A |
941 |
9,899 |
|
Capital Southwest Corp. |
101 |
13,927 |
|
Carlyle Group LP |
1,708 |
49,805 |
|
CIFI Corp. (a) |
997 |
7,667 |
|
Cowen Group, Inc. Class A (a) |
4,500 |
13,905 |
|
Diamond Hill Investment Group, Inc. |
180 |
14,722 |
|
E*TRADE Financial Corp. (a) |
10,989 |
127,802 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Capital Markets - continued |
|||
FBR & Co. (a) |
724 |
$ 17,521 |
|
Financial Engines, Inc. |
1,960 |
84,515 |
|
Gleacher & Co., Inc. (a) |
230 |
3,160 |
|
Harris & Harris Group, Inc. (a) |
1,245 |
4,358 |
|
Horizon Technology Finance Corp. |
300 |
4,206 |
|
ICG Group, Inc. (a) |
1,455 |
16,165 |
|
INTL FCStone, Inc. (a)(d) |
764 |
13,561 |
|
LPL Financial |
4,200 |
155,736 |
|
Medallion Financial Corp. |
1,071 |
15,915 |
|
Northern Trust Corp. |
9,222 |
536,259 |
|
SEI Investments Co. |
6,574 |
201,230 |
|
T. Rowe Price Group, Inc. |
9,780 |
741,911 |
|
U.S. Global Investments, Inc. Class A |
1,078 |
2,921 |
|
Virtus Investment Partners, Inc. (a) |
285 |
66,080 |
|
WisdomTree Investments, Inc. (a) |
4,504 |
56,030 |
|
|
2,181,826 |
||
Commercial Banks - 2.8% |
|||
1st Source Corp. |
1,106 |
26,776 |
|
1st United Bancorp, Inc. |
886 |
5,670 |
|
Access National Corp. |
238 |
3,077 |
|
American National Bankshares, Inc. |
1,950 |
42,296 |
|
American River Bankshares (a) |
496 |
4,122 |
|
Ameris Bancorp (a) |
723 |
11,944 |
|
Ames National Corp. |
341 |
7,001 |
|
Arrow Financial Corp. |
446 |
10,985 |
|
Associated Banc-Corp. |
6,486 |
99,949 |
|
BancFirst Corp. |
600 |
25,716 |
|
Bancorp, Inc., Delaware (a) |
1,315 |
18,897 |
|
Bank of Kentucky Financial Corp. |
213 |
5,527 |
|
Bank of Marin Bancorp |
96 |
3,740 |
|
Bank of the Ozarks, Inc. |
1,430 |
62,420 |
|
Banner Bank |
839 |
26,915 |
|
BBCN Bancorp, Inc. |
2,754 |
35,499 |
|
BCB Bancorp, Inc. |
666 |
6,800 |
|
Berkshire Bancorp, Inc. |
960 |
7,776 |
|
BNC Bancorp |
1,633 |
17,653 |
|
BOK Financial Corp. |
2,586 |
168,349 |
|
Boston Private Financial Holdings, Inc. |
2,700 |
26,595 |
|
Bridge Bancorp, Inc. |
500 |
10,705 |
|
Bridge Capital Holdings (a) |
516 |
7,838 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Commercial Banks - continued |
|||
Bryn Mawr Bank Corp. |
570 |
$ 12,928 |
|
Camden National Corp. |
434 |
16,318 |
|
Capital Bank Financial Corp.: |
|
|
|
rights |
631 |
0 |
|
Series A |
1,518 |
27,172 |
|
Capital City Bank Group, Inc. (a) |
876 |
9,978 |
|
Cardinal Financial Corp. |
1,266 |
19,167 |
|
Cascade Bancorp (a) |
1,889 |
10,862 |
|
Cathay General Bancorp |
3,100 |
62,899 |
|
Center Bancorp, Inc. |
912 |
11,838 |
|
Centerstate Banks of Florida, Inc. |
1,407 |
12,072 |
|
Century Bancorp, Inc. Class A (non-vtg.) |
164 |
5,820 |
|
Chemical Financial Corp. |
926 |
24,159 |
|
Chemung Financial Corp. |
69 |
2,312 |
|
Citizens & Northern Corp. |
330 |
6,435 |
|
City Holding Co. |
446 |
17,671 |
|
CNB Financial Corp., Pennsylvania |
681 |
11,277 |
|
CoBiz, Inc. |
1,196 |
10,345 |
|
Colony Bankcorp, Inc. (a) |
420 |
2,999 |
|
Columbia Banking Systems, Inc. |
1,990 |
43,462 |
|
Commerce Bancshares, Inc. |
3,817 |
166,116 |
|
Community Trust Bancorp, Inc. |
735 |
25,857 |
|
Crescent Financial Bancshares, Inc. (a) |
41 |
171 |
|
CVB Financial Corp. |
3,778 |
43,334 |
|
Eagle Bancorp, Inc., Maryland |
1,078 |
24,266 |
|
East West Bancorp, Inc. |
5,261 |
138,575 |
|
Eastern Virginia Bankshares, Inc. (a) |
270 |
1,431 |
|
Eastern Virginia Bankshares, Inc. rights (a) |
270 |
37 |
|
Enterprise Bancorp, Inc. |
338 |
5,594 |
|
Enterprise Financial Services Corp. |
840 |
12,827 |
|
Farmers National Banc Corp. |
1,119 |
7,039 |
|
Fidelity Southern Corp. |
817 |
10,482 |
|
Fifth Third Bancorp |
34,399 |
626,062 |
|
Financial Institutions, Inc. |
296 |
5,775 |
|
First Bancorp, North Carolina |
720 |
10,260 |
|
First Busey Corp. |
2,713 |
11,883 |
|
First California Financial Group, Inc. (a) |
1,163 |
9,886 |
|
First Citizen Bancshares, Inc. |
341 |
67,269 |
|
First Community Bancshares, Inc. |
1,436 |
21,870 |
|
First Connecticut Bancorp, Inc. |
649 |
9,242 |
|
First Financial Bancorp, Ohio |
2,091 |
32,222 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Commercial Banks - continued |
|||
First Financial Bankshares, Inc. (d) |
1,107 |
$ 60,885 |
|
First Financial Corp., Indiana |
540 |
16,605 |
|
First Financial Holdings, Inc. |
816 |
17,193 |
|
First Interstate Bancsystem, Inc. |
666 |
13,180 |
|
First M&F Corp. |
540 |
8,240 |
|
First Merchants Corp. |
920 |
15,235 |
|
First Midwest Bancorp, Inc., Delaware |
2,856 |
37,585 |
|
First NBC Bank Holding Co. |
630 |
15,826 |
|
First Niagara Financial Group, Inc. |
14,789 |
144,489 |
|
First of Long Island Corp. |
177 |
5,563 |
|
First South Bancorp, Inc., Virginia (a) |
450 |
2,961 |
|
FirstMerit Corp. |
6,409 |
120,938 |
|
FNB United Corp. (a) |
746 |
6,356 |
|
Fulton Financial Corp. |
7,724 |
88,749 |
|
German American Bancorp, Inc. |
616 |
13,466 |
|
Glacier Bancorp, Inc. |
2,842 |
55,248 |
|
Great Southern Bancorp, Inc. |
402 |
10,818 |
|
Grupo Financiero Galicia SA sponsored ADR (a)(d) |
1,552 |
8,583 |
|
Guaranty Bancorp |
471 |
5,087 |
|
Hampton Roads Bankshares, Inc. (a) |
10,312 |
13,406 |
|
Hancock Holding Co. |
3,313 |
94,586 |
|
Hanmi Financial Corp. (a) |
1,573 |
24,759 |
|
Heartland Financial USA, Inc. |
720 |
19,613 |
|
Heritage Commerce Corp. (a) |
2,325 |
15,694 |
|
Heritage Financial Corp., Washington |
525 |
7,250 |
|
Heritage Oaks Bancorp (a) |
1,540 |
9,117 |
|
Home Bancshares, Inc. |
977 |
41,132 |
|
HomeTrust Bancshares, Inc. |
878 |
14,268 |
|
Horizon Bancorp Industries |
502 |
9,829 |
|
Huntington Bancshares, Inc. |
33,036 |
256,029 |
|
IBERIABANK Corp. |
1,175 |
60,560 |
|
Independent Bank Corp. (a) |
73 |
464 |
|
Independent Bank Corp., Massachusetts |
850 |
28,008 |
|
Independent Bank Group, Inc. |
422 |
11,985 |
|
International Bancshares Corp. |
2,535 |
55,212 |
|
Intervest Bancshares Corp. Class A (a) |
1,033 |
6,715 |
|
Investors Bancorp, Inc. |
4,476 |
88,535 |
|
Lakeland Bancorp, Inc. |
1,323 |
13,111 |
|
Lakeland Financial Corp. |
816 |
22,505 |
|
Macatawa Bank Corp. (a) |
778 |
4,279 |
|
MainSource Financial Group, Inc. |
1,136 |
15,790 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Commercial Banks - continued |
|||
MB Financial, Inc. |
2,000 |
$ 51,020 |
|
MBT Financial Corp. (a) |
1,035 |
3,974 |
|
Mercantile Bank Corp. |
255 |
4,281 |
|
Merchants Bancshares, Inc. |
1,301 |
36,909 |
|
Metro Bancorp, Inc. (a) |
390 |
7,531 |
|
Metrocorp Bancshares, Inc. (a) |
808 |
7,902 |
|
Middleburg Financial Corp. |
56 |
1,067 |
|
MidWestOne Financial Group, Inc. |
548 |
12,988 |
|
National Bankshares, Inc. |
338 |
11,286 |
|
National Penn Bancshares, Inc. |
5,906 |
58,351 |
|
NBT Bancorp, Inc. |
1,688 |
33,557 |
|
NewBridge Bancorp (a) |
1,366 |
8,114 |
|
North Valley Bancorp (a) |
281 |
5,021 |
|
Northrim Bancorp, Inc. |
386 |
8,596 |
|
Old Second Bancorp, Inc. (a) |
900 |
5,139 |
|
OmniAmerican Bancorp, Inc. (a) |
426 |
9,487 |
|
Orrstown Financial Services, Inc. (a) |
250 |
3,950 |
|
Pacific Continental Corp. |
450 |
5,040 |
|
Pacific Mercantile Bancorp (a) |
556 |
3,080 |
|
PacWest Bancorp |
1,500 |
43,245 |
|
Park Sterling Corp. (a) |
2,002 |
11,712 |
|
Peapack-Gladstone Financial Corp. |
302 |
4,633 |
|
Penns Woods Bancorp, Inc. |
200 |
8,118 |
|
Peoples Bancorp, Inc. |
495 |
9,920 |
|
Pinnacle Financial Partners, Inc. (a) |
1,161 |
29,141 |
|
Popular, Inc. (a) |
3,975 |
119,250 |
|
Preferred Bank, Los Angeles (a) |
505 |
8,166 |
|
Premier Financial Bancorp, Inc. |
611 |
7,576 |
|
PrivateBancorp, Inc. |
2,900 |
56,144 |
|
Renasant Corp. |
771 |
18,373 |
|
Republic Bancorp, Inc., Kentucky Class A |
866 |
20,619 |
|
Royal Bancshares of Pennsylvania, Inc. Class A (a) |
735 |
1,103 |
|
S&T Bancorp, Inc. |
1,115 |
21,564 |
|
S.Y. Bancorp, Inc. |
403 |
9,712 |
|
Sandy Spring Bancorp, Inc. |
2,736 |
58,605 |
|
SCBT Financial Corp. |
476 |
23,824 |
|
Seacoast Banking Corp., Florida (a) |
1,794 |
3,785 |
|
Shore Bancshares, Inc. (a) |
300 |
2,190 |
|
Sierra Bancorp |
480 |
6,581 |
|
Signature Bank (a) |
1,804 |
139,233 |
|
Simmons First National Corp. Class A |
696 |
17,908 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Commercial Banks - continued |
|||
Southern National Bancorp of Virginia, Inc. |
857 |
$ 8,784 |
|
Southside Bancshares, Inc. |
485 |
10,980 |
|
Southwest Bancorp, Inc., Oklahoma (a) |
971 |
12,973 |
|
State Bank Financial Corp. |
972 |
15,037 |
|
StellarOne Corp. |
1,176 |
18,404 |
|
Sterling Financial Corp. |
2,328 |
52,659 |
|
Suffolk Bancorp (a) |
562 |
8,464 |
|
Summit Financial Group, Inc. (a) |
405 |
3,248 |
|
Sun Bancorp, Inc., New Jersey (a) |
3,097 |
9,539 |
|
Susquehanna Bancshares, Inc. |
6,844 |
82,196 |
|
SVB Financial Group (a) |
1,886 |
145,958 |
|
Taylor Capital Group, Inc. (a) |
1,192 |
19,799 |
|
Texas Capital Bancshares, Inc. (a) |
1,645 |
72,643 |
|
The First Bancorp, Inc. |
621 |
9,899 |
|
TowneBank (d) |
948 |
13,784 |
|
Trico Bancshares |
786 |
15,689 |
|
Trustmark Corp. |
2,631 |
67,064 |
|
UMB Financial Corp. |
1,613 |
85,634 |
|
Umpqua Holdings Corp. |
4,455 |
60,232 |
|
Union First Market Bankshares Corp. |
696 |
13,934 |
|
United Bankshares, Inc., West Virginia |
1,962 |
51,032 |
|
United Community Banks, Inc., Georgia (a) |
1,625 |
19,256 |
|
United Security Bancshares, Inc. (a) |
465 |
4,008 |
|
United Security Bancshares, California |
1,041 |
4,455 |
|
Univest Corp. of Pennsylvania |
711 |
12,734 |
|
Virginia Commerce Bancorp, Inc. (a) |
1,605 |
21,828 |
|
Washington Banking Co., Oak Harbor |
610 |
8,320 |
|
Washington Trust Bancorp, Inc. |
796 |
22,192 |
|
WesBanco, Inc. |
858 |
21,493 |
|
West Bancorp., Inc. |
675 |
7,817 |
|
Westamerica Bancorp. |
1,163 |
52,370 |
|
Wilshire Bancorp, Inc. |
2,765 |
18,249 |
|
Wintrust Financial Corp. |
1,445 |
54,534 |
|
Zions Bancorporation |
7,154 |
200,670 |
|
|
5,758,589 |
||
Consumer Finance - 0.4% |
|||
Asset Acceptance Capital Corp. (a) |
1,440 |
9,778 |
|
Asta Funding, Inc. |
516 |
4,742 |
|
Atlanticus Holdings Corp. (a) |
1,067 |
4,172 |
|
Consumer Portfolio Services, Inc. (a) |
1,005 |
7,809 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Consumer Finance - continued |
|||
Credit Acceptance Corp. (a) |
904 |
$ 102,929 |
|
DFC Global Corp. (a) |
1,736 |
25,866 |
|
Encore Capital Group, Inc. (a) |
921 |
32,852 |
|
EZCORP, Inc. (non-vtg.) Class A (a) |
1,850 |
35,391 |
|
First Cash Financial Services, Inc. (a) |
1,102 |
59,299 |
|
Netspend Holdings, Inc. (a) |
2,981 |
47,726 |
|
Nicholas Financial, Inc. |
1,427 |
21,177 |
|
Portfolio Recovery Associates, Inc. (a) |
610 |
92,885 |
|
QC Holdings, Inc. |
826 |
2,486 |
|
SLM Corp. |
17,627 |
418,465 |
|
World Acceptance Corp. (a) |
430 |
39,715 |
|
|
905,292 |
||
Diversified Financial Services - 0.7% |
|||
California First National Bancorp |
465 |
7,659 |
|
CBOE Holdings, Inc. |
3,193 |
128,167 |
|
CME Group, Inc. |
12,849 |
872,833 |
|
Interactive Brokers Group, Inc. |
1,566 |
24,696 |
|
Life Partners Holdings, Inc. |
678 |
2,468 |
|
MarketAxess Holdings, Inc. |
1,446 |
62,699 |
|
Marlin Business Services Corp. |
586 |
13,701 |
|
NewStar Financial, Inc. (a) |
2,046 |
26,189 |
|
PICO Holdings, Inc. (a) |
911 |
20,579 |
|
Resource America, Inc. Class A |
675 |
6,487 |
|
The NASDAQ Stock Market, Inc. |
6,368 |
200,337 |
|
|
1,365,815 |
||
Insurance - 0.7% |
|||
AMBAC Financial Group, Inc. (a) |
1,721 |
43,369 |
|
American National Insurance Co. |
1,007 |
100,579 |
|
Amerisafe, Inc. |
696 |
23,615 |
|
Amtrust Financial Services, Inc. (d) |
2,607 |
86,109 |
|
Arch Capital Group Ltd. (a) |
5,155 |
263,988 |
|
Argo Group International Holdings, Ltd. |
1,201 |
47,572 |
|
Baldwin & Lyons, Inc. Class B |
566 |
13,409 |
|
Cincinnati Financial Corp. |
6,234 |
295,118 |
|
CNinsure, Inc. ADR (a) |
1,407 |
8,681 |
|
Donegal Group, Inc. Class A |
965 |
14,282 |
|
Eastern Insurance Holdings, Inc. |
261 |
4,810 |
|
eHealth, Inc. (a) |
822 |
20,238 |
|
EMC Insurance Group |
334 |
9,262 |
|
Enstar Group Ltd. (a) |
522 |
65,913 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Insurance - continued |
|||
Erie Indemnity Co. Class A |
1,749 |
$ 132,767 |
|
Global Indemnity PLC (a) |
335 |
7,591 |
|
Greenlight Capital Re, Ltd. (a) |
1,101 |
26,633 |
|
Hallmark Financial Services, Inc. (a) |
797 |
7,245 |
|
Infinity Property & Casualty Corp. |
481 |
27,778 |
|
Kansas City Life Insurance Co. |
510 |
19,319 |
|
Maiden Holdings Ltd. |
3,225 |
34,443 |
|
National Interstate Corp. |
731 |
21,206 |
|
National Western Life Insurance Co. Class A |
102 |
19,991 |
|
Navigators Group, Inc. (a) |
479 |
27,935 |
|
Safety Insurance Group, Inc. |
623 |
32,620 |
|
Selective Insurance Group, Inc. |
2,151 |
51,043 |
|
State Auto Financial Corp. |
1,581 |
28,869 |
|
Tower Group International Ltd. |
1,873 |
36,205 |
|
United Fire Group, Inc. |
1,100 |
29,535 |
|
|
1,500,125 |
||
Real Estate Investment Trusts - 0.4% |
|||
American Capital Agency Corp. |
15,305 |
394,869 |
|
American Capital Mortgage Investment Corp. |
2,239 |
47,176 |
|
American Realty Capital Properties, Inc. |
5,921 |
90,118 |
|
CyrusOne, Inc. |
700 |
15,176 |
|
Gladstone Commercial Corp. |
2,120 |
41,425 |
|
Gyrodyne Co. of America, Inc. |
81 |
5,925 |
|
New York Mortgage Trust, Inc. |
1,332 |
9,004 |
|
Potlatch Corp. |
1,547 |
70,280 |
|
Retail Opportunity Investments Corp. |
1,933 |
27,139 |
|
Sabra Health Care REIT, Inc. |
1,641 |
44,389 |
|
|
745,501 |
||
Real Estate Management & Development - 0.1% |
|||
Altisource Portfolio Solutions SA |
895 |
84,372 |
|
AV Homes, Inc. (a) |
266 |
3,522 |
|
China HGS Real Estate, Inc. (a)(d) |
2,100 |
20,286 |
|
China Housing & Land Development, Inc. (a)(d) |
1,732 |
3,499 |
|
Cresud S.A.C.I.F. y A. sponsored ADR (a) |
1,928 |
15,598 |
|
Elbit Imaging Ltd. (a) |
1,350 |
2,957 |
|
FirstService Corp. (sub. vtg.) |
1,034 |
32,912 |
|
Stratus Properties, Inc. (a) |
266 |
4,107 |
|
ZipRealty, Inc. (a) |
1,230 |
3,506 |
|
|
170,759 |
||
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Thrifts & Mortgage Finance - 0.7% |
|||
America First Tax Exempt Investors LP |
1,272 |
$ 8,828 |
|
ASB Bancorp, Inc. (a) |
334 |
5,608 |
|
Atlantic Coast Financial Corp. (a) |
135 |
676 |
|
Bank Mutual Corp. |
3,343 |
19,055 |
|
BankFinancial Corp. |
1,191 |
9,504 |
|
Beneficial Mutual Bancorp, Inc. (a) |
3,445 |
29,455 |
|
BofI Holding, Inc. (a) |
600 |
28,092 |
|
Brookline Bancorp, Inc., Delaware |
2,845 |
24,126 |
|
Camco Financial Corp. (a) |
511 |
1,727 |
|
Capitol Federal Financial, Inc. |
5,774 |
68,537 |
|
CFS Bancorp, Inc. |
375 |
3,919 |
|
Charter Financial Corp. |
1,059 |
10,590 |
|
Clifton Savings Bancorp, Inc. |
3,173 |
37,632 |
|
Dime Community Bancshares, Inc. |
1,213 |
17,479 |
|
ESB Financial Corp. |
864 |
10,843 |
|
ESSA Bancorp, Inc. |
623 |
6,816 |
|
First Defiance Financial Corp. |
331 |
7,269 |
|
First Federal Bancshares of Arkansas, Inc. (a) |
1,030 |
10,043 |
|
First Financial Northwest, Inc. |
805 |
8,002 |
|
First PacTrust Bancorp, Inc. |
480 |
6,322 |
|
Flushing Financial Corp. |
1,290 |
20,163 |
|
Fox Chase Bancorp, Inc. |
683 |
11,317 |
|
Franklin Financial Corp./VA |
675 |
12,245 |
|
Hingham Institution for Savings |
548 |
34,924 |
|
HMN Financial, Inc. (a) |
216 |
1,588 |
|
Home Bancorp, Inc. (a) |
2,535 |
44,413 |
|
Home Federal Bancorp, Inc. |
750 |
9,143 |
|
Home Loan Servicing Solutions Ltd. |
2,174 |
49,654 |
|
HomeStreet, Inc. |
698 |
15,956 |
|
Hudson City Bancorp, Inc. |
20,538 |
174,573 |
|
Kearny Financial Corp. (a) |
2,557 |
25,314 |
|
Meridian Interstate Bancorp, Inc. (a) |
773 |
13,922 |
|
MutualFirst Financial, Inc. |
346 |
5,342 |
|
NASB Financial, Inc. (a) |
406 |
9,951 |
|
Northfield Bancorp, Inc. |
2,203 |
25,246 |
|
Northwest Bancshares, Inc. |
3,493 |
43,313 |
|
OceanFirst Financial Corp. |
600 |
8,310 |
|
Oconee Federal Financial Corp. |
316 |
4,873 |
|
Oritani Financial Corp. |
1,695 |
25,984 |
|
People's United Financial, Inc. |
13,111 |
180,407 |
|
Provident Financial Holdings, Inc. |
1,422 |
21,643 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Thrifts & Mortgage Finance - continued |
|||
Pulaski Financial Corp. |
631 |
$ 6,487 |
|
PVF Capital Corp. (a) |
791 |
3,037 |
|
Riverview Bancorp, Inc. (a) |
1,320 |
3,142 |
|
Rockville Financial, Inc. |
785 |
10,236 |
|
Roma Financial Corp. |
840 |
14,322 |
|
Severn Bancorp, Inc. (a) |
801 |
3,885 |
|
SI Financial Group, Inc. |
36 |
377 |
|
Simplicity Bancorp, Inc. |
608 |
8,542 |
|
Territorial Bancorp, Inc. |
600 |
13,884 |
|
TFS Financial Corp. (a) |
11,918 |
130,860 |
|
Tree.com, Inc. |
233 |
4,592 |
|
Trustco Bank Corp., New York |
4,418 |
24,697 |
|
United Community Financial Corp. (a) |
1,403 |
5,738 |
|
United Community Financial Corp. rights (a) |
1,496 |
110 |
|
United Financial Bancorp, Inc. |
323 |
4,932 |
|
ViewPoint Financial Group |
1,500 |
28,395 |
|
Washington Federal, Inc. |
4,376 |
76,536 |
|
Waterstone Financial, Inc. (a) |
1,776 |
14,101 |
|
Westfield Financial, Inc. |
515 |
3,873 |
|
WSFS Financial Corp. |
266 |
13,364 |
|
|
1,423,914 |
||
TOTAL FINANCIALS |
14,051,821 |
||
HEALTH CARE - 14.1% |
|||
Biotechnology - 8.3% |
|||
Aastrom Biosciences, Inc. (a) |
3,081 |
1,762 |
|
ACADIA Pharmaceuticals, Inc. (a) |
2,965 |
41,718 |
|
Achillion Pharmaceuticals, Inc. (a) |
3,313 |
27,630 |
|
Acorda Therapeutics, Inc. (a) |
1,485 |
49,673 |
|
Aegerion Pharmaceuticals, Inc. (a) |
1,027 |
74,796 |
|
AEterna Zentaris, Inc. (sub. vtg.) (a)(d) |
1,018 |
2,107 |
|
Affymax, Inc. (a)(d) |
1,600 |
3,312 |
|
Agenus, Inc. (a) |
334 |
1,346 |
|
Alexion Pharmaceuticals, Inc. (a) |
7,601 |
741,402 |
|
Alkermes PLC (a) |
6,065 |
189,531 |
|
Alnylam Pharmaceuticals, Inc. (a) |
3,143 |
96,270 |
|
AMAG Pharmaceuticals, Inc. (a) |
815 |
15,078 |
|
Amarin Corp. PLC ADR (a)(d) |
5,374 |
37,564 |
|
Amgen, Inc. |
28,904 |
2,905,719 |
|
Amicus Therapeutics, Inc. (a) |
2,116 |
7,046 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Biotechnology - continued |
|||
Anacor Pharmaceuticals, Inc. (a) |
1,000 |
$ 5,470 |
|
Anthera Pharmaceuticals, Inc. (a) |
1,509 |
883 |
|
Arena Pharmaceuticals, Inc. (a)(d) |
8,480 |
74,963 |
|
ARIAD Pharmaceuticals, Inc. (a) |
6,998 |
128,343 |
|
ArQule, Inc. (a) |
2,891 |
7,835 |
|
Array Biopharma, Inc. (a) |
4,141 |
24,183 |
|
Arrowhead Research Corp. (a) |
207 |
455 |
|
Astex Pharmaceuticals, Inc. (a) |
3,660 |
17,751 |
|
AVEO Pharmaceuticals, Inc. (a) |
1,565 |
4,006 |
|
BioCryst Pharmaceuticals, Inc. (a)(d) |
2,280 |
3,899 |
|
Biogen Idec, Inc. (a) |
9,059 |
2,151,422 |
|
BioMarin Pharmaceutical, Inc. (a) |
5,312 |
333,062 |
|
Biospecifics Technologies Corp. (a) |
250 |
3,973 |
|
Biota Pharmaceuticals, Inc. |
357 |
1,292 |
|
Burcon NutraScience Corp. (a) |
1,130 |
2,997 |
|
Celgene Corp. (a) |
16,235 |
2,007,458 |
|
Cell Therapeutics, Inc. (a) |
5,102 |
6,275 |
|
Celldex Therapeutics, Inc. (a) |
3,063 |
39,176 |
|
Celsion Corp. (a) |
1,758 |
2,971 |
|
Cepheid, Inc. (a) |
2,423 |
84,223 |
|
Chelsea Therapeutics International Ltd. (a) |
2,483 |
4,792 |
|
ChemoCentryx, Inc. (a) |
1,268 |
17,131 |
|
Chimerix, Inc. |
900 |
19,350 |
|
China Biologic Products, Inc. (a) |
1,000 |
25,490 |
|
Cleveland Biolabs, Inc. (a) |
624 |
977 |
|
Clovis Oncology, Inc. (a) |
1,020 |
37,312 |
|
Codexis, Inc. (a) |
5,297 |
12,183 |
|
Coronado Biosciences, Inc. (a) |
1,404 |
13,872 |
|
Cubist Pharmaceuticals, Inc. (a) |
2,491 |
136,880 |
|
Cubist Pharmaceuticals, Inc. rights (a) |
1,695 |
0 |
|
Curis, Inc. (a) |
2,541 |
9,529 |
|
Cyclacel Pharmaceuticals, Inc. (a) |
327 |
1,105 |
|
Cytokinetics, Inc. (a) |
1,875 |
2,250 |
|
Cytori Therapeutics, Inc. (a) |
1,800 |
4,428 |
|
CytRx Corp. (a) |
858 |
2,059 |
|
Dendreon Corp. (a)(d) |
5,700 |
22,800 |
|
Discovery Laboratories, Inc. (a) |
246 |
440 |
|
Durata Therapeutics, Inc. |
1,041 |
7,651 |
|
Dyax Corp. (a) |
4,944 |
15,524 |
|
Dynavax Technologies Corp. (a) |
6,105 |
15,934 |
|
Enanta Pharmaceuticals, Inc. |
865 |
16,850 |
|
Common Stocks - continued |
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Shares |
Value |
||
HEALTH CARE - continued |
|||
Biotechnology - continued |
|||
EntreMed, Inc. (a) |
452 |
$ 814 |
|
Enzon Pharmaceuticals, Inc. |
2,322 |
7,105 |
|
Exact Sciences Corp. (a) |
3,653 |
41,060 |
|
Exelixis, Inc. (a)(d) |
7,782 |
37,665 |
|
Galena Biopharma, Inc. (a)(d) |
2,890 |
6,792 |
|
Genomic Health, Inc. (a) |
1,155 |
42,134 |
|
Gentium SpA sponsored ADR (a) |
554 |
4,648 |
|
GenVec, Inc. (a) |
393 |
163 |
|
Geron Corp. (a) |
3,411 |
3,718 |
|
Gilead Sciences, Inc. (a) |
58,278 |
3,174,985 |
|
Grifols SA ADR |
3,587 |
97,782 |
|
GTx, Inc. (a) |
2,882 |
17,033 |
|
Halozyme Therapeutics, Inc. (a) |
4,567 |
32,289 |
|
Hyperion Therapeutics, Inc. |
1,069 |
21,455 |
|
Idenix Pharmaceuticals, Inc. (a) |
6,525 |
30,929 |
|
Idera Pharmaceuticals, Inc. (a) |
1,200 |
876 |
|
ImmunoGen, Inc. (a) |
3,410 |
62,642 |
|
Immunomedics, Inc. (a) |
3,726 |
14,569 |
|
Incyte Corp. (a)(d) |
5,095 |
112,956 |
|
Infinity Pharmaceuticals, Inc. (a) |
1,766 |
47,594 |
|
Insmed, Inc. (a) |
1,676 |
22,492 |
|
Insys Therapeutics, Inc. (a) |
932 |
10,289 |
|
Intercept Pharmaceuticals, Inc. |
550 |
18,392 |
|
InterMune, Inc. (a) |
2,410 |
23,811 |
|
Ironwood Pharmaceuticals, Inc. Class A (a) |
3,341 |
44,602 |
|
Isis Pharmaceuticals, Inc. (a) |
3,906 |
84,565 |
|
Keryx Biopharmaceuticals, Inc. (a) |
2,384 |
19,096 |
|
KYTHERA Biopharmaceuticals, Inc. |
625 |
13,369 |
|
Lexicon Pharmaceuticals, Inc. (a) |
18,653 |
44,581 |
|
Ligand Pharmaceuticals, Inc.: |
|
|
|
Class B (a) |
584 |
17,467 |
|
General CVR |
1,530 |
26 |
|
Glucagon CVR (a) |
1,530 |
46 |
|
Roche CVR rights (a) |
1,530 |
21 |
|
TR Beta CVR (a) |
1,530 |
8 |
|
MannKind Corp. (a)(d) |
9,653 |
64,386 |
|
Maxygen, Inc. |
1,686 |
3,996 |
|
Medivation, Inc. (a) |
2,858 |
138,784 |
|
MEI Pharma, Inc. (a) |
904 |
7,594 |
|
Merrimack Pharmaceuticals, Inc. (a) |
3,422 |
18,958 |
|
Metabolix, Inc. (a) |
1,021 |
1,674 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Biotechnology - continued |
|||
MiMedx Group, Inc. (a)(d) |
3,500 |
$ 25,200 |
|
Momenta Pharmaceuticals, Inc. (a) |
1,996 |
26,267 |
|
Myriad Genetics, Inc. (a) |
2,987 |
95,883 |
|
Nanosphere, Inc. (a) |
1,581 |
6,624 |
|
Neurocrine Biosciences, Inc. (a) |
2,112 |
27,308 |
|
NewLink Genetics Corp. (a) |
681 |
11,107 |
|
Novavax, Inc. (a) |
3,696 |
7,059 |
|
NPS Pharmaceuticals, Inc. (a) |
2,941 |
46,321 |
|
Nymox Pharmaceutical Corp. (a)(d) |
1,170 |
6,037 |
|
OncoGenex Pharmaceuticals, Inc. (a) |
285 |
2,936 |
|
Oncolytics Biotech, Inc. (a)(d) |
2,080 |
5,437 |
|
Oncothyreon, Inc. (a) |
2,409 |
4,457 |
|
Onyx Pharmaceuticals, Inc. (a) |
2,686 |
256,379 |
|
Orexigen Therapeutics, Inc. (a) |
3,351 |
21,212 |
|
Osiris Therapeutics, Inc. (a) |
1,320 |
14,837 |
|
OvaScience, Inc. (a) |
866 |
10,808 |
|
OXiGENE, Inc. (a) |
21 |
68 |
|
PDL BioPharma, Inc. (d) |
6,000 |
49,500 |
|
Peregrine Pharmaceuticals, Inc. (a)(d) |
3,346 |
5,521 |
|
Pharmacyclics, Inc. (a) |
2,675 |
245,137 |
|
Pluristem Therapeutics, Inc. (a)(d) |
2,521 |
7,916 |
|
Progenics Pharmaceuticals, Inc. (a) |
1,275 |
5,075 |
|
Prothena Corp. PLC (a) |
994 |
9,880 |
|
QLT, Inc. |
2,343 |
18,369 |
|
Raptor Pharmaceutical Corp. (a) |
1,518 |
11,522 |
|
Regeneron Pharmaceuticals, Inc. (a) |
3,609 |
872,909 |
|
Regulus Therapeutics, Inc. |
3,321 |
29,756 |
|
Repligen Corp. (a) |
1,396 |
11,559 |
|
Rigel Pharmaceuticals, Inc. (a) |
2,616 |
12,086 |
|
Sangamo Biosciences, Inc. (a) |
1,786 |
14,288 |
|
Sarepta Therapeutics, Inc. (a) |
1,080 |
38,178 |
|
Savient Pharmaceuticals, Inc. (a) |
2,500 |
1,375 |
|
Seattle Genetics, Inc. (a) |
4,515 |
154,955 |
|
SIGA Technologies, Inc. (a)(d) |
3,039 |
11,335 |
|
Sinovac Biotech Ltd. (a) |
2,373 |
9,468 |
|
Spectrum Pharmaceuticals, Inc. |
2,391 |
19,630 |
|
StemCells, Inc. (a) |
434 |
764 |
|
Sunesis Pharmaceuticals, Inc. (a) |
2,487 |
13,405 |
|
Synageva BioPharma Corp. (a) |
878 |
36,191 |
|
Synergy Pharmaceuticals, Inc. (a) |
3,292 |
16,789 |
|
Synta Pharmaceuticals Corp. (a) |
2,205 |
16,273 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Biotechnology - continued |
|||
Targacept, Inc. (a) |
1,066 |
$ 6,002 |
|
Telik, Inc. (a) |
80 |
112 |
|
TESARO, Inc. |
1,247 |
42,660 |
|
Theravance, Inc. (a) |
3,910 |
137,006 |
|
Threshold Pharmaceuticals, Inc. (a) |
2,343 |
13,402 |
|
Transition Therapeutics, Inc. (a) |
2,160 |
7,236 |
|
Trius Therapeutics, Inc. (a) |
2,313 |
17,741 |
|
United Therapeutics Corp. (a) |
1,987 |
132,076 |
|
Vanda Pharmaceuticals, Inc. (a) |
1,000 |
9,130 |
|
Venaxis, Inc. (a) |
42 |
56 |
|
Verastem, Inc. (a) |
714 |
6,826 |
|
Vertex Pharmaceuticals, Inc. (a) |
8,235 |
661,353 |
|
Vical, Inc. (a) |
2,055 |
7,193 |
|
XOMA Corp. (a) |
3,344 |
14,045 |
|
Zalicus, Inc. (a) |
3,496 |
2,194 |
|
ZIOPHARM Oncology, Inc. (a)(d) |
2,400 |
5,256 |
|
|
16,995,623 |
||
Health Care Equipment & Supplies - 1.5% |
|||
Abaxis, Inc. |
800 |
35,208 |
|
Abiomed, Inc. (a) |
1,590 |
34,296 |
|
Accuray, Inc. (a) |
2,467 |
13,248 |
|
Align Technology, Inc. (a) |
3,056 |
109,252 |
|
Alphatec Holdings, Inc. (a) |
4,208 |
8,206 |
|
Analogic Corp. |
510 |
40,540 |
|
Angiodynamics, Inc. (a) |
1,547 |
16,831 |
|
Anika Therapeutics, Inc. (a) |
702 |
10,362 |
|
Antares Pharma, Inc. (a) |
5,517 |
22,399 |
|
ArthroCare Corp. (a) |
1,040 |
35,287 |
|
Atricure, Inc. (a) |
709 |
6,416 |
|
Atrion Corp. |
85 |
18,741 |
|
BioLase Technology, Inc. |
1,126 |
5,337 |
|
Cardica, Inc. (a) |
3,176 |
4,097 |
|
Cardiovascular Systems, Inc. (a) |
456 |
9,371 |
|
Cerus Corp. (a) |
1,786 |
9,180 |
|
Conceptus, Inc. (a) |
1,086 |
33,644 |
|
CONMED Corp. |
917 |
30,197 |
|
Cutera, Inc. (a) |
421 |
3,962 |
|
Cyberonics, Inc. (a) |
1,000 |
47,710 |
|
Cynosure, Inc. Class A (a) |
973 |
24,237 |
|
Delcath Systems, Inc. (a)(d) |
1,463 |
628 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Health Care Equipment & Supplies - continued |
|||
DENTSPLY International, Inc. |
5,353 |
$ 223,541 |
|
Derma Sciences, Inc. (a) |
2,627 |
35,044 |
|
DexCom, Inc. (a)(d) |
2,951 |
61,469 |
|
Endologix, Inc. (a) |
2,340 |
31,450 |
|
EnteroMedics, Inc. (a) |
2,222 |
2,933 |
|
Exactech, Inc. (a) |
761 |
13,850 |
|
Genmark Diagnostics, Inc. (a) |
1,548 |
23,065 |
|
Given Imaging Ltd. (a) |
913 |
13,092 |
|
Hansen Medical, Inc. (a)(d) |
3,340 |
5,711 |
|
HeartWare International, Inc. (a) |
527 |
48,099 |
|
Hologic, Inc. (a) |
10,567 |
219,265 |
|
ICU Medical, Inc. (a) |
500 |
35,695 |
|
IDEXX Laboratories, Inc. (a) |
2,059 |
169,744 |
|
Imris, Inc. (a) |
2,630 |
6,748 |
|
Insulet Corp. (a) |
2,000 |
59,720 |
|
Integra LifeSciences Holdings Corp. (a) |
1,076 |
40,770 |
|
Intuitive Surgical, Inc. (a) |
1,532 |
762,216 |
|
MAKO Surgical Corp. (a) |
1,600 |
19,776 |
|
Masimo Corp. |
2,197 |
47,565 |
|
Medical Action Industries, Inc. (a) |
690 |
5,796 |
|
MELA Sciences, Inc. (a) |
751 |
826 |
|
Meridian Bioscience, Inc. |
1,656 |
35,786 |
|
Merit Medical Systems, Inc. (a) |
1,507 |
14,874 |
|
Natus Medical, Inc. (a) |
1,076 |
15,161 |
|
Neogen Corp. (a) |
900 |
49,023 |
|
NeuroMetrix, Inc. (a) |
16 |
31 |
|
Novadaq Technologies, Inc. (a) |
1,219 |
16,530 |
|
NuVasive, Inc. (a) |
1,452 |
31,537 |
|
NxStage Medical, Inc. (a) |
2,331 |
32,517 |
|
OraSure Technologies, Inc. (a) |
1,785 |
7,818 |
|
Orthofix International NV (a) |
668 |
18,464 |
|
Palomar Medical Technologies, Inc. (a) |
771 |
10,432 |
|
PhotoMedex, Inc. (a) |
955 |
15,576 |
|
Quidel Corp. (a) |
1,116 |
26,684 |
|
Rochester Medical Corp. (a) |
525 |
7,471 |
|
Rockwell Medical Technologies, Inc. (a) |
965 |
3,985 |
|
RTI Biologics, Inc. (a) |
2,691 |
10,899 |
|
Sirona Dental Systems, Inc. (a) |
2,067 |
146,633 |
|
Solta Medical, Inc. (a) |
2,539 |
5,459 |
|
Staar Surgical Co. (a) |
1,388 |
12,353 |
|
Stereotaxis, Inc. (a) |
169 |
296 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Health Care Equipment & Supplies - continued |
|||
SurModics, Inc. (a) |
690 |
$ 16,381 |
|
Synergetics USA, Inc. (a) |
1,500 |
4,875 |
|
Syneron Medical Ltd. (a) |
1,309 |
11,650 |
|
TearLab Corp. (a) |
998 |
10,499 |
|
The Spectranetics Corp. (a) |
1,443 |
26,984 |
|
Thoratec Corp. (a) |
2,250 |
70,133 |
|
Tornier NV (a) |
1,407 |
22,245 |
|
Trinity Biotech PLC sponsored ADR |
496 |
8,695 |
|
Unilife Corp. (a)(d) |
3,786 |
12,494 |
|
Urologix, Inc. (a) |
771 |
393 |
|
Utah Medical Products, Inc. |
200 |
9,254 |
|
Vascular Solutions, Inc. (a) |
538 |
8,161 |
|
Vermillion, Inc. (a) |
568 |
2,295 |
|
Volcano Corp. (a) |
2,036 |
38,888 |
|
Wright Medical Group, Inc. (a) |
1,700 |
42,551 |
|
Zeltiq Aesthetics, Inc. (a) |
1,223 |
6,347 |
|
|
3,098,898 |
||
Health Care Providers & Services - 1.7% |
|||
Acadia Healthcare Co., Inc. (a) |
1,647 |
54,993 |
|
Air Methods Corp. |
1,485 |
55,598 |
|
Almost Family, Inc. |
321 |
6,346 |
|
Amedisys, Inc. (a) |
1,026 |
12,640 |
|
AmSurg Corp. (a) |
1,320 |
46,900 |
|
Bio-Reference Laboratories, Inc. (a)(d) |
1,267 |
39,087 |
|
BioScrip, Inc. (a) |
2,090 |
29,218 |
|
CardioNet, Inc. (a) |
1,649 |
4,601 |
|
Catamaran Corp. (a) |
8,016 |
393,242 |
|
Chindex International, Inc. (a) |
606 |
9,817 |
|
Corvel Corp. (a) |
480 |
24,926 |
|
Cross Country Healthcare, Inc. (a) |
1,056 |
5,502 |
|
Express Scripts Holding Co. (a) |
31,280 |
1,943,114 |
|
Gentiva Health Services, Inc. (a) |
1,096 |
11,683 |
|
Healthways, Inc. (a) |
1,491 |
20,054 |
|
Henry Schein, Inc. (a) |
3,408 |
328,156 |
|
IPC The Hospitalist Co., Inc. (a) |
634 |
30,914 |
|
LCA-Vision, Inc. (a) |
900 |
2,907 |
|
LHC Group, Inc. (a) |
780 |
17,152 |
|
LifePoint Hospitals, Inc. (a) |
1,991 |
99,012 |
|
Magellan Health Services, Inc. (a) |
1,100 |
59,950 |
|
MWI Veterinary Supply, Inc. (a) |
500 |
60,755 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Health Care Providers & Services - continued |
|||
National Research Corp.: |
|
|
|
Class A (a) |
576 |
$ 9,418 |
|
Class B |
96 |
3,276 |
|
Patterson Companies, Inc. |
4,413 |
172,460 |
|
PDI, Inc. (a) |
615 |
2,675 |
|
Providence Service Corp. (a) |
186 |
4,903 |
|
RadNet, Inc. (a) |
2,005 |
5,213 |
|
Sharps Compliance Corp. (a) |
891 |
2,673 |
|
The Ensign Group, Inc. |
805 |
29,036 |
|
VCA Antech, Inc. (a) |
3,300 |
84,348 |
|
|
3,570,569 |
||
Health Care Technology - 0.6% |
|||
Allscripts Healthcare Solutions, Inc. (a) |
6,347 |
87,906 |
|
athenahealth, Inc. (a) |
1,331 |
112,536 |
|
Cerner Corp. (a) |
6,563 |
645,012 |
|
Computer Programs & Systems, Inc. |
431 |
21,584 |
|
HealthStream, Inc. (a) |
1,068 |
28,601 |
|
HMS Holdings Corp. (a) |
3,153 |
78,510 |
|
MedAssets, Inc. (a) |
2,502 |
41,033 |
|
Medidata Solutions, Inc. (a) |
1,100 |
75,922 |
|
Merge Healthcare, Inc. (a) |
3,394 |
11,200 |
|
Omnicell, Inc. (a) |
1,401 |
25,400 |
|
Quality Systems, Inc. |
2,284 |
40,838 |
|
|
1,168,542 |
||
Life Sciences Tools & Services - 0.8% |
|||
Accelerate Diagnostics, Inc. (a) |
1,651 |
14,512 |
|
Affymetrix, Inc. (a) |
3,366 |
12,623 |
|
Albany Molecular Research, Inc. (a) |
1,371 |
15,081 |
|
Apricus Biosciences, Inc. (a)(d) |
1,374 |
3,779 |
|
BG Medicine, Inc. (a) |
563 |
1,013 |
|
Bruker BioSciences Corp. (a) |
6,300 |
104,139 |
|
Compugen Ltd. (a)(d) |
2,285 |
13,344 |
|
Fluidigm Corp. (a) |
1,027 |
17,500 |
|
Furiex Pharmaceuticals, Inc. (a) |
431 |
15,934 |
|
Harvard Bioscience, Inc. (a) |
1,984 |
10,079 |
|
ICON PLC (a) |
2,286 |
78,501 |
|
Illumina, Inc. (a) |
4,806 |
337,958 |
|
Life Technologies Corp. (a) |
6,623 |
490,764 |
|
Luminex Corp. (a) |
1,730 |
33,337 |
|
Pacific Biosciences of California, Inc. (a) |
2,480 |
6,572 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Life Sciences Tools & Services - continued |
|||
PAREXEL International Corp. (a) |
2,375 |
$ 108,514 |
|
QIAGEN NV (a) |
9,016 |
168,419 |
|
Sequenom, Inc. (a)(d) |
5,220 |
21,611 |
|
Techne Corp. |
1,357 |
90,254 |
|
|
1,543,934 |
||
Pharmaceuticals - 1.2% |
|||
AcelRx Pharmaceuticals, Inc. (a) |
1,709 |
15,227 |
|
Acura Pharmaceuticals, Inc. (a)(d) |
1,613 |
3,645 |
|
Akorn, Inc. (a) |
3,604 |
52,366 |
|
Alexza Pharmaceuticals, Inc. (a) |
365 |
1,646 |
|
Alimera Sciences, Inc. (a) |
3,452 |
14,982 |
|
Ampio Pharmaceuticals, Inc. (a)(d) |
1,407 |
7,992 |
|
Auxilium Pharmaceuticals, Inc. (a) |
1,774 |
26,468 |
|
AVANIR Pharmaceuticals Class A (a) |
4,295 |
14,259 |
|
BioSante Pharmaceuticals, Inc. (a)(d) |
739 |
902 |
|
Cadence Pharmaceuticals, Inc. (a) |
2,797 |
18,600 |
|
Cardiome Pharma Corp. (a) |
514 |
1,041 |
|
Cempra, Inc. (a) |
1,357 |
10,910 |
|
Columbia Laboratories, Inc. (a) |
14,182 |
8,950 |
|
Corcept Therapeutics, Inc. (a)(d) |
3,477 |
6,328 |
|
Cornerstone Therapeutics, Inc. (a) |
1,311 |
11,458 |
|
Cumberland Pharmaceuticals, Inc. (a) |
1,191 |
5,776 |
|
DepoMed, Inc. (a) |
1,368 |
7,880 |
|
Durect Corp. (a) |
3,921 |
3,293 |
|
Echo Therapeutics, Inc. (a) |
3,683 |
2,118 |
|
Endo Health Solutions, Inc. (a) |
4,332 |
157,252 |
|
Endocyte, Inc. (a) |
1,283 |
17,564 |
|
Flamel Technologies SA sponsored ADR (a) |
1,035 |
4,989 |
|
Hi-Tech Pharmacal Co., Inc. |
406 |
12,976 |
|
Horizon Pharma, Inc. (d) |
3,517 |
8,335 |
|
Impax Laboratories, Inc. (a) |
2,400 |
45,480 |
|
Imprimis Pharmaceuticals, Inc. (a) |
1,151 |
11,510 |
|
Jazz Pharmaceuticals PLC (a) |
2,188 |
148,718 |
|
Mylan, Inc. (a) |
15,435 |
470,459 |
|
Nektar Therapeutics (a) |
4,407 |
41,734 |
|
Novogen Ltd. sponsored ADR (a) |
63 |
227 |
|
NuPathe, Inc. (a) |
469 |
1,505 |
|
Oculus Innovative Sciences, Inc. (a) |
2,326 |
8,560 |
|
Omeros Corp. (a)(d) |
1,209 |
6,408 |
|
Omthera Pharmaceuticals, Inc. |
1,385 |
18,185 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Pharmaceuticals - continued |
|||
Optimer Pharmaceuticals, Inc. (a) |
1,696 |
$ 25,236 |
|
Pacira Pharmaceuticals, Inc. (a) |
1,076 |
31,527 |
|
Pain Therapeutics, Inc. |
2,176 |
5,810 |
|
Pernix Therapeutics Holdings, Inc. (a) |
3,291 |
11,881 |
|
Perrigo Co. |
3,654 |
423,535 |
|
Pozen, Inc. (a) |
1,191 |
6,312 |
|
Questcor Pharmaceuticals, Inc. |
2,331 |
79,650 |
|
Repros Therapeutics, Inc. (a) |
682 |
11,812 |
|
Sagent Pharmaceuticals, Inc. (a) |
972 |
17,506 |
|
Salix Pharmaceuticals Ltd. (a) |
2,269 |
137,660 |
|
Santarus, Inc. (a) |
2,941 |
65,496 |
|
SciClone Pharmaceuticals, Inc. (a) |
1,906 |
9,168 |
|
Shire PLC sponsored ADR |
1,483 |
146,031 |
|
Sucampo Pharmaceuticals, Inc. Class A (a) |
1,020 |
8,639 |
|
Supernus Pharmaceuticals, Inc. (a)(d) |
1,036 |
7,159 |
|
The Medicines Company (a) |
2,126 |
68,478 |
|
Transcept Pharmaceuticals, Inc. (a) |
574 |
1,699 |
|
Ventrus Biosciences, Inc. (a) |
745 |
1,922 |
|
ViroPharma, Inc. (a) |
2,541 |
69,878 |
|
VIVUS, Inc. (a)(d) |
3,831 |
56,316 |
|
Warner Chilcott PLC |
9,355 |
179,616 |
|
XenoPort, Inc. (a) |
1,451 |
7,981 |
|
Zogenix, Inc. (a) |
3,206 |
4,777 |
|
|
2,545,832 |
||
TOTAL HEALTH CARE |
28,923,398 |
||
INDUSTRIALS - 4.4% |
|||
Aerospace & Defense - 0.2% |
|||
AeroVironment, Inc. (a) |
952 |
19,107 |
|
American Science & Engineering, Inc. |
253 |
15,190 |
|
API Technologies Corp. (a) |
2,864 |
7,933 |
|
Astronics Corp. (a) |
385 |
13,818 |
|
BE Aerospace, Inc. (a) |
3,984 |
252,745 |
|
Elbit Systems Ltd. |
2,258 |
97,275 |
|
Erickson Air-Crane, Inc. (a) |
391 |
9,724 |
|
Innovative Solutions & Support, Inc. |
856 |
6,583 |
|
KEYW Holding Corp. (a) |
1,446 |
21,329 |
|
Kratos Defense & Security Solutions, Inc. (a) |
1,490 |
8,657 |
|
LMI Aerospace, Inc. (a) |
461 |
8,750 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Aerospace & Defense - continued |
|||
Sypris Solutions, Inc. |
981 |
$ 3,237 |
|
Taser International, Inc. (a) |
1,563 |
14,833 |
|
|
479,181 |
||
Air Freight & Logistics - 0.5% |
|||
Air Transport Services Group, Inc. (a) |
3,455 |
20,903 |
|
Atlas Air Worldwide Holdings, Inc. (a) |
1,032 |
47,905 |
|
C.H. Robinson Worldwide, Inc. |
6,382 |
361,796 |
|
Echo Global Logistics, Inc. (a) |
997 |
17,816 |
|
Expeditors International of Washington, Inc. |
7,952 |
310,367 |
|
Forward Air Corp. |
1,200 |
46,524 |
|
Hub Group, Inc. Class A (a) |
1,385 |
50,289 |
|
Pacer International, Inc. (a) |
1,536 |
9,385 |
|
Park-Ohio Holdings Corp. (a) |
711 |
26,442 |
|
UTI Worldwide, Inc. |
3,996 |
63,257 |
|
|
954,684 |
||
Airlines - 0.3% |
|||
Allegiant Travel Co. |
716 |
66,237 |
|
Hawaiian Holdings, Inc. (a) |
2,395 |
14,274 |
|
JetBlue Airways Corp. (a) |
11,197 |
69,533 |
|
Republic Airways Holdings, Inc. (a) |
1,686 |
18,091 |
|
Ryanair Holdings PLC sponsored ADR |
4,488 |
219,194 |
|
SkyWest, Inc. |
2,269 |
31,834 |
|
Spirit Airlines, Inc. (a) |
2,717 |
82,678 |
|
|
501,841 |
||
Building Products - 0.1% |
|||
AAON, Inc. |
1,047 |
34,802 |
|
American Woodmark Corp. (a) |
641 |
23,281 |
|
Apogee Enterprises, Inc. |
1,206 |
32,176 |
|
Builders FirstSource, Inc. (a) |
2,939 |
19,809 |
|
China Ceramics Co. Ltd. (a) |
800 |
1,744 |
|
Gibraltar Industries, Inc. (a) |
1,131 |
18,356 |
|
Insteel Industries, Inc. |
916 |
16,406 |
|
Nortek, Inc. (a) |
565 |
39,917 |
|
Patrick Industries, Inc. (a) |
451 |
8,790 |
|
PGT, Inc. (a) |
1,109 |
9,149 |
|
Universal Forest Products, Inc. |
795 |
31,410 |
|
|
235,840 |
||
Commercial Services & Supplies - 0.8% |
|||
A.T. Cross Co. Class A (a) |
363 |
5,082 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Commercial Services & Supplies - continued |
|||
Acorn Energy, Inc. |
1,101 |
$ 9,744 |
|
Casella Waste Systems, Inc. Class A (a) |
1,146 |
4,595 |
|
CECO Environmental Corp. |
516 |
6,228 |
|
China Recycling Energy Corp. (a) |
1,590 |
1,479 |
|
Cintas Corp. |
5,209 |
237,817 |
|
Copart, Inc. (a) |
4,639 |
159,535 |
|
Courier Corp. |
435 |
5,894 |
|
EnerNOC, Inc. (a) |
886 |
11,855 |
|
Fuel Tech, Inc. (a) |
971 |
3,787 |
|
G&K Services, Inc. Class A |
701 |
33,865 |
|
Guanwei Recycling Corp. (a) |
380 |
536 |
|
Healthcare Services Group, Inc. |
2,547 |
57,791 |
|
Heritage-Crystal Clean, Inc. (a) |
952 |
14,328 |
|
Herman Miller, Inc. |
2,200 |
61,842 |
|
Industrial Services of America, Inc. (a) |
459 |
1,492 |
|
InnerWorkings, Inc. (a) |
2,465 |
26,721 |
|
Interface, Inc. |
2,276 |
38,237 |
|
Intersections, Inc. |
661 |
6,101 |
|
Kimball International, Inc. Class B |
1,425 |
13,951 |
|
McGrath RentCorp. |
975 |
32,204 |
|
Mobile Mini, Inc. (a) |
1,896 |
63,800 |
|
Multi-Color Corp. |
559 |
16,429 |
|
Performant Financial Corp. |
1,665 |
18,365 |
|
Perma-Fix Environmental Services, Inc. (a) |
2,776 |
1,860 |
|
R.R. Donnelley & Sons Co. (d) |
7,066 |
93,766 |
|
Standard Parking Corp. (a) |
1,104 |
24,630 |
|
Stericycle, Inc. (a) |
3,364 |
369,233 |
|
Swisher Hygiene, Inc. (Canada) (a) |
6,010 |
6,250 |
|
Tetra Tech, Inc. (a) |
2,532 |
69,807 |
|
United Stationers, Inc. |
1,663 |
57,390 |
|
US Ecology, Inc. |
836 |
22,890 |
|
West Corp. |
3,047 |
69,776 |
|
|
1,547,280 |
||
Construction & Engineering - 0.1% |
|||
Aegion Corp. (a) |
1,302 |
29,725 |
|
Foster Wheeler AG (a) |
4,030 |
92,771 |
|
Great Lakes Dredge & Dock Corp. |
3,510 |
29,133 |
|
Integrated Electrical Services, Inc. (a) |
731 |
4,086 |
|
Layne Christensen Co. (a) |
896 |
19,255 |
|
MYR Group, Inc. (a) |
855 |
17,305 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Construction & Engineering - continued |
|||
Northwest Pipe Co. (a) |
785 |
$ 21,580 |
|
Primoris Services Corp. |
2,200 |
46,882 |
|
Sterling Construction Co., Inc. (a) |
641 |
6,634 |
|
UniTek Global Services, Inc. (a) |
650 |
1,235 |
|
|
268,606 |
||
Electrical Equipment - 0.2% |
|||
Active Power, Inc. (a) |
928 |
3,990 |
|
Altair Nanotechnologies, Inc. (a)(d) |
222 |
551 |
|
American Superconductor Corp. (a) |
1,958 |
5,208 |
|
Broadwind Energy, Inc. (a) |
362 |
1,727 |
|
Capstone Turbine Corp. (a) |
6,826 |
7,918 |
|
China BAK Battery, Inc. (a) |
361 |
365 |
|
Coleman Cable, Inc. |
616 |
11,458 |
|
Deswell Industries, Inc. |
861 |
2,290 |
|
Encore Wire Corp. |
711 |
24,608 |
|
Enphase Energy, Inc. (a) |
1,407 |
10,862 |
|
Franklin Electric Co., Inc. |
1,842 |
62,278 |
|
FuelCell Energy, Inc. (a) |
7,067 |
8,975 |
|
Global Power Equipment Group, Inc. |
586 |
9,317 |
|
Highpower International, Inc. (a) |
470 |
489 |
|
Hydrogenics Corp. (a) |
259 |
3,103 |
|
II-VI, Inc. (a) |
2,382 |
39,541 |
|
Jinpan International Ltd. |
717 |
3,578 |
|
Lihua International, Inc. (a) |
980 |
5,508 |
|
Lime Energy Co. (a) |
1,124 |
843 |
|
LSI Industries, Inc. |
696 |
5,672 |
|
Ocean Power Technologies, Inc. (a) |
585 |
913 |
|
Plug Power, Inc. (a) |
506 |
192 |
|
Powell Industries, Inc. (a) |
357 |
16,879 |
|
PowerSecure International, Inc. (a) |
710 |
9,571 |
|
Preformed Line Products Co. |
176 |
12,236 |
|
Real Goods Solar, Inc. Class A (a) |
1,117 |
3,016 |
|
Revolution Lighting Technologies, Inc. (a)(d) |
2,892 |
11,047 |
|
SolarCity Corp. (d) |
2,792 |
126,338 |
|
Ultralife Corp. (a) |
901 |
3,424 |
|
Vicor Corp. (a) |
1,551 |
8,360 |
|
|
400,257 |
||
Industrial Conglomerates - 0.0% |
|||
Raven Industries, Inc. |
1,484 |
44,950 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Machinery - 0.9% |
|||
Altra Holdings, Inc. |
1,161 |
$ 33,448 |
|
American Railcar Industries, Inc. |
750 |
25,500 |
|
Astec Industries, Inc. |
911 |
32,177 |
|
Chart Industries, Inc. (a) |
1,124 |
109,343 |
|
Cleantech Solutions International, Inc. (a) |
136 |
932 |
|
Columbus McKinnon Corp. (NY Shares) (a) |
885 |
18,718 |
|
Commercial Vehicle Group, Inc. (a) |
1,360 |
10,690 |
|
Dynamic Materials Corp. |
450 |
7,245 |
|
Energy Recovery, Inc. (a) |
1,776 |
7,335 |
|
ExOne Co. (d) |
500 |
24,810 |
|
Flow International Corp. (a) |
2,325 |
9,230 |
|
FreightCar America, Inc. |
461 |
8,363 |
|
Hardinge, Inc. |
390 |
4,973 |
|
Hurco Companies, Inc. (a) |
225 |
6,458 |
|
L.B. Foster Co. Class A |
344 |
15,243 |
|
Lincoln Electric Holdings, Inc. |
3,367 |
201,347 |
|
Middleby Corp. (a) |
730 |
119,348 |
|
NN, Inc. (a) |
1,041 |
9,640 |
|
Nordson Corp. |
2,427 |
172,851 |
|
Omega Flex, Inc. |
360 |
4,849 |
|
PACCAR, Inc. |
13,511 |
724,190 |
|
PMFG, Inc. (a) |
555 |
3,546 |
|
RBC Bearings, Inc. (a) |
789 |
38,629 |
|
Sun Hydraulics Corp. |
1,050 |
34,073 |
|
Tecumseh Products Co.: |
|
|
|
Class A (non-vtg.) (a) |
801 |
7,353 |
|
Class B (a) |
281 |
2,501 |
|
TriMas Corp. (a) |
1,426 |
45,989 |
|
Twin Disc, Inc. |
345 |
8,601 |
|
Westport Innovations, Inc. (a)(d) |
2,163 |
65,561 |
|
Woodward, Inc. |
2,676 |
104,765 |
|
|
1,857,708 |
||
Marine - 0.0% |
|||
Diana Containerships, Inc. (d) |
1,501 |
8,421 |
|
DryShips, Inc. (a)(d) |
16,057 |
29,705 |
|
Eagle Bulk Shipping, Inc. (a) |
683 |
2,985 |
|
Euroseas Ltd. |
1,365 |
1,515 |
|
FreeSeas, Inc. (a) |
30 |
18 |
|
Newlead Holdings Ltd. (a) |
283 |
54 |
|
Rand Logistics, Inc. (a) |
1,060 |
5,936 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Marine - continued |
|||
Star Bulk Carriers Corp. |
185 |
$ 1,090 |
|
Ultrapetrol (Bahamas) Ltd. (a) |
5,831 |
17,027 |
|
|
66,751 |
||
Professional Services - 0.4% |
|||
51job, Inc. sponsored ADR (a) |
382 |
22,920 |
|
Acacia Research Corp. |
1,794 |
44,850 |
|
Advisory Board Co. (a) |
1,309 |
69,128 |
|
Barrett Business Services, Inc. |
165 |
9,624 |
|
CRA International, Inc. (a) |
480 |
8,597 |
|
Exponent, Inc. |
600 |
33,600 |
|
Heidrick & Struggles International, Inc. |
756 |
10,894 |
|
Hudson Global, Inc. (a) |
976 |
2,255 |
|
Huron Consulting Group, Inc. (a) |
836 |
37,378 |
|
ICF International, Inc. (a) |
797 |
24,030 |
|
Kelly Services, Inc. Class A (non-vtg.) |
1,230 |
21,783 |
|
Kforce, Inc. |
1,701 |
25,328 |
|
Lightbridge Corp. (a) |
719 |
1,215 |
|
Odyssey Marine Exploration, Inc. (a)(d) |
3,919 |
12,854 |
|
Pendrell Corp. (a) |
6,352 |
15,689 |
|
Resources Connection, Inc. |
1,691 |
18,533 |
|
RPX Corp. (a) |
1,774 |
27,213 |
|
Verisk Analytics, Inc. (a) |
6,466 |
380,330 |
|
VSE Corp. |
201 |
6,818 |
|
|
773,039 |
||
Road & Rail - 0.5% |
|||
AMERCO |
723 |
124,645 |
|
Arkansas Best Corp. |
1,011 |
19,300 |
|
Avis Budget Group, Inc. (a) |
3,900 |
129,324 |
|
Covenant Transport Group, Inc. Class A (a) |
856 |
4,828 |
|
Heartland Express, Inc. |
3,488 |
50,053 |
|
J.B. Hunt Transport Services, Inc. |
4,461 |
328,597 |
|
Landstar System, Inc. |
1,749 |
92,330 |
|
Marten Transport Ltd. |
786 |
18,856 |
|
Old Dominion Freight Lines, Inc. (a) |
3,366 |
144,940 |
|
P.A.M. Transportation Services, Inc. |
646 |
6,996 |
|
Patriot Transportation Holding, Inc. (a) |
436 |
12,635 |
|
Quality Distribution, Inc. (a) |
846 |
7,707 |
|
Saia, Inc. (a) |
637 |
30,439 |
|
Student Transportation, Inc. |
3,676 |
23,260 |
|
Universal Truckload Services, Inc. (a) |
891 |
22,765 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Road & Rail - continued |
|||
USA Truck, Inc. (a) |
420 |
$ 2,717 |
|
Vitran Corp., Inc. (a) |
946 |
4,489 |
|
Werner Enterprises, Inc. |
2,688 |
67,281 |
|
YRC Worldwide, Inc. (a) |
280 |
5,569 |
|
|
1,096,731 |
||
Trading Companies & Distributors - 0.4% |
|||
Aceto Corp. |
966 |
12,297 |
|
Beacon Roofing Supply, Inc. (a) |
1,696 |
69,909 |
|
DXP Enterprises, Inc. (a) |
587 |
34,674 |
|
Fastenal Co. |
11,378 |
593,704 |
|
General Finance Corp. (a) |
1,355 |
6,043 |
|
H&E Equipment Services, Inc. |
1,290 |
28,870 |
|
Houston Wire & Cable Co. |
776 |
10,872 |
|
Lawson Products, Inc. |
600 |
8,940 |
|
Rush Enterprises, Inc.: |
|
|
|
Class A (a) |
1,043 |
26,805 |
|
Class B (a) |
625 |
13,850 |
|
Titan Machinery, Inc. (a) |
836 |
17,146 |
|
|
823,110 |
||
Transportation Infrastructure - 0.0% |
|||
Grupo Aeroportuario Norte S.A.B. de CV ADR |
200 |
5,580 |
|
TOTAL INDUSTRIALS |
9,055,558 |
||
INFORMATION TECHNOLOGY - 48.3% |
|||
Communications Equipment - 5.5% |
|||
ADTRAN, Inc. |
2,438 |
56,367 |
|
Alvarion Ltd. (a) |
298 |
539 |
|
Ambient Corp. (a) |
600 |
1,032 |
|
Anaren, Inc. (a) |
297 |
7,134 |
|
Arris Group, Inc. (a) |
5,381 |
81,415 |
|
Aruba Networks, Inc. (a) |
4,149 |
61,986 |
|
AudioCodes Ltd. (a) |
1,980 |
8,197 |
|
Aviat Networks, Inc. (a) |
3,025 |
8,016 |
|
Bel Fuse, Inc. Class B (non-vtg.) |
371 |
5,906 |
|
Black Box Corp. |
780 |
20,990 |
|
Brocade Communications Systems, Inc. (a) |
19,457 |
105,652 |
|
CalAmp Corp. (a) |
1,239 |
16,318 |
|
Ceragon Networks Ltd. (a) |
1,336 |
5,184 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Communications Equipment - continued |
|||
China TechFaith Wireless Communication Technology Ltd. sponsored ADR (a) |
1,185 |
$ 1,280 |
|
Ciena Corp. (a) |
3,646 |
61,034 |
|
Cisco Systems, Inc. |
203,772 |
4,906,830 |
|
Cogo Group, Inc. (a) |
1,545 |
3,044 |
|
Comtech Telecommunications Corp. |
619 |
16,342 |
|
Digi International, Inc. (a) |
1,347 |
12,918 |
|
DragonWave, Inc. (a) |
1,400 |
3,752 |
|
EchoStar Holding Corp. Class A (a) |
1,530 |
60,756 |
|
EMCORE Corp. (a) |
1,338 |
4,576 |
|
EXFO, Inc. (sub. vtg.) (a) |
907 |
4,068 |
|
Extreme Networks, Inc. (a) |
3,522 |
12,538 |
|
F5 Networks, Inc. (a) |
3,084 |
256,620 |
|
Finisar Corp. (a) |
3,317 |
43,453 |
|
Gilat Satellite Networks Ltd. (a) |
2,426 |
13,319 |
|
Globecomm Systems, Inc. (a) |
721 |
9,236 |
|
Harmonic, Inc. (a) |
3,956 |
24,132 |
|
Infinera Corp. (a) |
3,871 |
40,762 |
|
InterDigital, Inc. |
1,495 |
68,755 |
|
Ituran Location & Control Ltd. |
777 |
13,155 |
|
Ixia (a) |
3,000 |
47,160 |
|
JDS Uniphase Corp. (a) |
8,481 |
115,511 |
|
KVH Industries, Inc. (a) |
511 |
6,740 |
|
Meru Networks, Inc. (a) |
574 |
2,353 |
|
Mitel Networks, Inc. (a) |
1,991 |
7,148 |
|
NETGEAR, Inc. (a) |
1,465 |
48,755 |
|
NumereX Corp. Class A (a) |
834 |
9,174 |
|
Oclaro, Inc. (a)(d) |
2,874 |
2,960 |
|
Oplink Communications, Inc. (a) |
687 |
11,693 |
|
Parkervision, Inc. (a)(d) |
4,087 |
17,819 |
|
PC-Tel, Inc. |
1,116 |
8,180 |
|
Polycom, Inc. (a) |
6,739 |
76,353 |
|
Procera Networks, Inc. (a) |
540 |
7,970 |
|
QUALCOMM, Inc. |
65,748 |
4,173,683 |
|
Radware Ltd. (a) |
1,498 |
22,530 |
|
Research In Motion Ltd. (a)(d) |
20,088 |
280,228 |
|
Riverbed Technology, Inc. (a) |
5,810 |
89,823 |
|
ShoreTel, Inc. (a) |
2,706 |
10,932 |
|
Sierra Wireless, Inc. (a) |
1,722 |
19,599 |
|
Silicom Ltd. |
345 |
11,609 |
|
Sonus Networks, Inc. (a) |
10,536 |
33,821 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Communications Equipment - continued |
|||
Symmetricom, Inc. (a) |
2,446 |
$ 12,083 |
|
Telefonaktiebolaget LM Ericsson (B Shares) sponsored ADR |
7,235 |
84,432 |
|
Telestone Technologies Corp. (a)(d) |
314 |
261 |
|
Tellabs, Inc. |
13,974 |
28,926 |
|
Telular Corp. |
900 |
11,286 |
|
Tessco Technologies, Inc. |
347 |
7,932 |
|
Ubiquiti Networks, Inc. |
3,500 |
66,185 |
|
UTStarcom Holdings Corp. (a) |
1,387 |
3,939 |
|
ViaSat, Inc. (a) |
1,605 |
112,446 |
|
Westell Technologies, Inc. Class A (a) |
2,778 |
6,084 |
|
Wi-Lan, Inc. |
4,772 |
20,299 |
|
|
11,293,220 |
||
Computers & Peripherals - 9.7% |
|||
Apple, Inc. |
35,990 |
16,183,955 |
|
Avid Technology, Inc. (a) |
1,551 |
9,895 |
|
Concurrent Computer Corp. |
360 |
2,714 |
|
Cray, Inc. (a) |
1,493 |
27,188 |
|
Datalink Corp. (a) |
906 |
10,383 |
|
Dell, Inc. |
66,659 |
889,898 |
|
Dot Hill Systems Corp. (a) |
3,411 |
6,651 |
|
Electronics for Imaging, Inc. (a) |
1,543 |
43,034 |
|
Hutchinson Technology, Inc. (a) |
1,056 |
6,061 |
|
Immersion Corp. (a) |
1,335 |
20,506 |
|
Intevac, Inc. (a) |
911 |
4,382 |
|
Logitech International SA |
6,508 |
44,970 |
|
NetApp, Inc. |
13,800 |
517,914 |
|
Novatel Wireless, Inc. (a) |
1,997 |
6,830 |
|
OCZ Technology Group, Inc. (a) |
2,350 |
3,431 |
|
QLogic Corp. (a) |
3,929 |
38,268 |
|
Rimage Corp. |
400 |
3,236 |
|
SanDisk Corp. (a) |
9,400 |
554,788 |
|
Seagate Technology |
13,958 |
601,311 |
|
Silicon Graphics International Corp. (a) |
1,011 |
15,266 |
|
Smart Technologies, Inc. Class A (a) |
1,547 |
2,014 |
|
STEC, Inc. (a) |
2,011 |
7,119 |
|
Stratasys Ltd. (a)(d) |
1,467 |
123,301 |
|
Super Micro Computer, Inc. (a) |
1,239 |
12,774 |
|
Synaptics, Inc. (a) |
1,350 |
55,701 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Computers & Peripherals - continued |
|||
Western Digital Corp. |
9,296 |
$ 588,623 |
|
Xyratex Ltd. |
1,176 |
12,442 |
|
|
19,792,655 |
||
Electronic Equipment & Components - 1.1% |
|||
Agilysys, Inc. (a) |
1,050 |
12,033 |
|
Audience, Inc. |
952 |
13,328 |
|
Cognex Corp. |
1,521 |
68,339 |
|
Coherent, Inc. |
900 |
51,660 |
|
Daktronics, Inc. |
1,761 |
18,085 |
|
DTS, Inc. (a) |
606 |
11,975 |
|
Echelon Corp. (a) |
1,830 |
4,301 |
|
Electro Rent Corp. |
1,080 |
18,371 |
|
Electro Scientific Industries, Inc. |
1,335 |
15,152 |
|
FARO Technologies, Inc. (a) |
690 |
25,820 |
|
FEI Co. |
1,455 |
104,775 |
|
Flextronics International Ltd. (a) |
27,060 |
201,868 |
|
FLIR Systems, Inc. |
5,802 |
141,337 |
|
GSI Group, Inc. (a) |
1,500 |
12,210 |
|
HLS Systems International Ltd. (a) |
1,991 |
23,374 |
|
I. D. Systems Inc. (a) |
601 |
3,071 |
|
Identive Group, Inc. (a) |
3,097 |
2,753 |
|
Insight Enterprises, Inc. (a) |
1,633 |
31,435 |
|
IPG Photonics Corp. |
1,902 |
112,789 |
|
Itron, Inc. (a) |
1,543 |
64,806 |
|
Littelfuse, Inc. |
972 |
71,432 |
|
LoJack Corp. (a) |
1,051 |
3,552 |
|
Maxwell Technologies, Inc. (a) |
1,095 |
7,917 |
|
Measurement Specialties, Inc. (a) |
521 |
23,158 |
|
Mercury Systems, Inc. (a) |
951 |
8,312 |
|
Mesa Laboratories, Inc. |
28 |
1,482 |
|
MicroVision, Inc. (a)(d) |
430 |
1,286 |
|
Molex, Inc. |
3,635 |
106,651 |
|
Molex, Inc. Class A (non-vtg.) |
3,066 |
75,301 |
|
MTS Systems Corp. |
578 |
34,888 |
|
Multi-Fineline Electronix, Inc. (a) |
1,116 |
17,744 |
|
National Instruments Corp. |
4,575 |
129,930 |
|
Neonode, Inc. (a)(d) |
1,393 |
7,564 |
|
NetList, Inc. (a) |
2,276 |
1,411 |
|
Newport Corp. (a) |
1,221 |
16,068 |
|
Orbotech Ltd. (a) |
1,410 |
16,483 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Electronic Equipment & Components - continued |
|||
OSI Systems, Inc. (a) |
716 |
$ 41,413 |
|
PC Connection, Inc. |
691 |
11,602 |
|
PC Mall, Inc. (a) |
556 |
4,259 |
|
Plexus Corp. (a) |
1,400 |
40,852 |
|
Power-One, Inc. (a) |
4,043 |
25,592 |
|
RadiSys Corp. (a) |
936 |
4,680 |
|
Richardson Electronics Ltd. |
482 |
5,765 |
|
Rofin-Sinar Technologies, Inc. (a) |
1,121 |
29,998 |
|
Sanmina Corp. (a) |
3,082 |
41,854 |
|
ScanSource, Inc. (a) |
1,206 |
38,508 |
|
Tech Data Corp. (a) |
1,455 |
72,925 |
|
Trimble Navigation Ltd. (a) |
9,803 |
273,504 |
|
TTM Technologies, Inc. (a) |
2,908 |
23,497 |
|
Uni-Pixel, Inc. (a) |
436 |
6,632 |
|
Universal Display Corp. (a) |
1,847 |
55,004 |
|
Viasystems Group, Inc. (a) |
708 |
8,935 |
|
Zygo Corp. (a) |
1,006 |
16,005 |
|
|
2,161,686 |
||
Internet Software & Services - 9.3% |
|||
21Vianet Group, Inc. ADR (a) |
1,181 |
10,794 |
|
Akamai Technologies, Inc. (a) |
6,803 |
313,754 |
|
Angie's List, Inc. (a) |
2,582 |
60,574 |
|
Autobytel, Inc. (a) |
351 |
1,730 |
|
Baidu.com, Inc. sponsored ADR (a)(d) |
10,564 |
1,020,905 |
|
Bazaarvoice, Inc. (a) |
2,745 |
20,560 |
|
Blucora, Inc. (a) |
1,401 |
25,568 |
|
Brightcove, Inc. (a) |
980 |
7,330 |
|
Carbonite, Inc. (a) |
1,032 |
10,908 |
|
China Finance Online Co. Ltd. ADR (a) |
915 |
1,391 |
|
ChinaCache International Holdings Ltd. sponsored ADR (a) |
225 |
1,028 |
|
comScore, Inc. (a) |
1,086 |
21,481 |
|
Constant Contact, Inc. (a) |
1,200 |
17,904 |
|
Cornerstone OnDemand, Inc. (a) |
1,865 |
75,794 |
|
CoStar Group, Inc. (a) |
1,037 |
115,947 |
|
DealerTrack Holdings, Inc. (a) |
1,614 |
52,035 |
|
Digital River, Inc. (a) |
1,521 |
26,572 |
|
E2open, Inc. |
910 |
13,295 |
|
EarthLink, Inc. |
4,455 |
26,418 |
|
eBay, Inc. (a) |
49,806 |
2,694,505 |
|
eGain Communications Corp. (a) |
930 |
7,468 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Internet Software & Services - continued |
|||
Equinix, Inc. (a) |
1,888 |
$ 382,584 |
|
Facebook, Inc. Class A |
64,447 |
1,569,284 |
|
GigaMedia Ltd. (a) |
2,131 |
2,110 |
|
Global Eagle Entertainment, Inc. (a) |
1,381 |
13,534 |
|
Google, Inc. Class A (a) |
10,237 |
8,910,387 |
|
IAC/InterActiveCorp |
3,344 |
162,117 |
|
Internap Network Services Corp. (a) |
2,287 |
18,250 |
|
Internet Initiative Japan, Inc. sponsored ADR |
863 |
14,248 |
|
iPass, Inc. (a) |
3,772 |
6,412 |
|
j2 Global, Inc. |
1,719 |
70,290 |
|
Keynote Systems, Inc. |
675 |
8,505 |
|
Limelight Networks, Inc. (a) |
3,326 |
7,883 |
|
Liquidity Services, Inc. (a)(d) |
1,191 |
47,652 |
|
LivePerson, Inc. (a) |
2,295 |
21,206 |
|
LogMeIn, Inc. (a) |
1,052 |
26,773 |
|
Marchex, Inc. Class B |
1,791 |
10,388 |
|
Market Leader, Inc. (a) |
1,781 |
19,057 |
|
Marketo, Inc. |
715 |
16,924 |
|
MercadoLibre, Inc. |
1,716 |
196,688 |
|
Move, Inc. (a) |
1,545 |
17,598 |
|
Net Element International, Inc. (a) |
974 |
4,763 |
|
NetEase.com, Inc. sponsored ADR |
2,946 |
188,338 |
|
NIC, Inc. |
2,461 |
41,148 |
|
Open Text Corp. |
2,210 |
150,389 |
|
OpenTable, Inc. (a) |
949 |
63,298 |
|
Perficient, Inc. (a) |
1,516 |
19,102 |
|
Points International Ltd. (a) |
799 |
13,519 |
|
QuinStreet, Inc. (a) |
1,753 |
13,568 |
|
RealNetworks, Inc. (a) |
1,385 |
10,055 |
|
Rediff.com India Ltd. sponsored ADR (a) |
600 |
1,656 |
|
Reis, Inc. (a) |
375 |
6,971 |
|
Remark Media, Inc. (a) |
177 |
565 |
|
Responsys, Inc. (a) |
1,730 |
16,919 |
|
SciQuest, Inc. (a) |
800 |
18,360 |
|
Sify Technologies Ltd. sponsored ADR (a)(d) |
1,740 |
3,428 |
|
SINA Corp. (a) |
2,564 |
147,943 |
|
Sohu.com, Inc. (a) |
1,478 |
94,858 |
|
SPS Commerce, Inc. (a) |
530 |
28,604 |
|
Stamps.com, Inc. (a) |
675 |
25,731 |
|
Support.com, Inc. (a) |
2,745 |
13,121 |
|
Synacor, Inc. (a) |
1,155 |
4,354 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Internet Software & Services - continued |
|||
TechTarget, Inc. (a) |
1,500 |
$ 6,660 |
|
TheStreet.com, Inc. |
2,682 |
5,310 |
|
Travelzoo, Inc. (a) |
751 |
21,584 |
|
United Online, Inc. |
3,243 |
22,085 |
|
Unwired Planet, Inc. (a) |
3,561 |
7,336 |
|
ValueClick, Inc. (a) |
3,087 |
81,312 |
|
Velti PLC (a)(d) |
2,666 |
4,692 |
|
VeriSign, Inc. (a) |
6,009 |
282,663 |
|
VistaPrint Ltd. (a)(d) |
1,450 |
66,628 |
|
Vocus, Inc. (a) |
821 |
7,176 |
|
Web.com Group, Inc. (a)(d) |
1,853 |
38,894 |
|
WebMD Health Corp. (a) |
2,015 |
59,483 |
|
WebMediaBrands, Inc. (a) |
242 |
322 |
|
Xoom Corp. |
1,196 |
22,258 |
|
Yahoo!, Inc. (a) |
45,559 |
1,198,202 |
|
Yandex NV (a) |
8,949 |
243,055 |
|
Zillow, Inc. (a) |
957 |
53,726 |
|
Zix Corp. (a) |
644 |
2,570 |
|
|
19,038,497 |
||
IT Services - 1.9% |
|||
Acxiom Corp. (a) |
2,663 |
58,559 |
|
Automatic Data Processing, Inc. |
18,590 |
1,277,505 |
|
Cardtronics, Inc. (a) |
1,791 |
51,097 |
|
Cass Information Systems, Inc. |
465 |
20,869 |
|
China Information Technology, Inc. (a) |
950 |
2,461 |
|
Cognizant Technology Solutions Corp. Class A (a) |
11,583 |
748,841 |
|
Computer Task Group, Inc. |
717 |
16,003 |
|
CSG Systems International, Inc. (a) |
1,356 |
29,330 |
|
Euronet Worldwide, Inc. (a) |
1,986 |
60,573 |
|
ExlService Holdings, Inc. (a) |
1,449 |
42,499 |
|
Fiserv, Inc. (a) |
5,134 |
447,479 |
|
Forrester Research, Inc. |
975 |
35,324 |
|
Hackett Group, Inc. |
1,695 |
8,543 |
|
iGate Corp. (a) |
2,041 |
29,615 |
|
Information Services Group, Inc. (a) |
1,246 |
2,442 |
|
Innodata, Inc. (a) |
1,261 |
3,985 |
|
Jack Henry & Associates, Inc. |
3,837 |
180,070 |
|
Lionbridge Technologies, Inc. (a) |
2,146 |
6,352 |
|
ManTech International Corp. Class A |
800 |
21,672 |
|
Mattersight Corp. (a) |
1,485 |
4,633 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
IT Services - continued |
|||
ModusLink Global Solutions, Inc. (a) |
1,665 |
$ 4,779 |
|
MoneyGram International, Inc. (a) |
2,100 |
41,328 |
|
NCI, Inc. Class A (a) |
491 |
2,322 |
|
Pactera Technology International Ltd. ADR |
3,448 |
23,033 |
|
Paychex, Inc. |
14,093 |
524,682 |
|
PFSweb, Inc. (a) |
406 |
1,742 |
|
Planet Payment, Inc. (a) |
4,151 |
12,370 |
|
PRG-Schultz International, Inc. (a) |
1,731 |
9,486 |
|
Rainmaker Systems, Inc. (a) |
2,401 |
1,044 |
|
Sapient Corp. (a) |
5,534 |
71,278 |
|
ServiceSource International, Inc. (a) |
2,600 |
21,190 |
|
Sykes Enterprises, Inc. (a) |
1,710 |
27,035 |
|
Syntel, Inc. |
1,625 |
103,854 |
|
Teletech Holdings, Inc. (a) |
2,216 |
49,838 |
|
Virtusa Corp. (a) |
1,000 |
23,460 |
|
|
3,965,293 |
||
Office Electronics - 0.0% |
|||
Zebra Technologies Corp. Class A (a) |
1,878 |
85,749 |
|
Semiconductors & Semiconductor Equipment - 7.8% |
|||
Advanced Energy Industries, Inc. (a) |
1,500 |
27,600 |
|
Aixtron AG sponsored ADR |
188 |
3,360 |
|
Alpha & Omega Semiconductor Ltd. (a) |
1,154 |
9,105 |
|
Altera Corp. |
12,291 |
407,938 |
|
Ambarella, Inc. (a) |
1,618 |
26,163 |
|
Amkor Technology, Inc. (a)(d) |
5,378 |
24,416 |
|
Amtech Systems, Inc. (a) |
401 |
2,105 |
|
ANADIGICS, Inc. (a) |
3,015 |
6,211 |
|
Analog Devices, Inc. |
11,826 |
543,168 |
|
Applied Materials, Inc. |
46,875 |
712,500 |
|
Applied Micro Circuits Corp. (a) |
2,420 |
18,658 |
|
ARM Holdings PLC sponsored ADR |
4,328 |
189,913 |
|
ASM International NV (depositary receipt) |
211 |
7,507 |
|
ASML Holding NV |
2,825 |
229,588 |
|
Atmel Corp. (a) |
16,370 |
128,832 |
|
ATMI, Inc. (a) |
1,291 |
30,816 |
|
Avago Technologies Ltd. |
9,578 |
361,186 |
|
Axcelis Technologies, Inc. (a) |
4,561 |
7,298 |
|
AXT, Inc. (a) |
1,989 |
5,649 |
|
Broadcom Corp. Class A |
19,557 |
702,292 |
|
Brooks Automation, Inc. |
3,652 |
38,894 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Semiconductors & Semiconductor Equipment - continued |
|||
Cabot Microelectronics Corp. (a)(d) |
981 |
$ 35,071 |
|
Camtek Ltd. (a) |
1,486 |
2,868 |
|
Canadian Solar, Inc. (a) |
1,991 |
16,943 |
|
Cavium, Inc. (a) |
1,842 |
60,344 |
|
Ceva, Inc. (a) |
1,050 |
17,609 |
|
China Sunergy Co. Ltd. ADR (a)(d) |
440 |
814 |
|
ChipMOS TECHNOLOGIES (Bermuda) Ltd. |
812 |
14,811 |
|
Cirrus Logic, Inc. (a) |
2,419 |
44,147 |
|
Cohu, Inc. |
885 |
9,788 |
|
Cree, Inc. (a) |
4,422 |
275,712 |
|
Cypress Semiconductor Corp. |
5,119 |
57,538 |
|
Diodes, Inc. (a) |
1,626 |
38,374 |
|
DSP Group, Inc. (a) |
1,305 |
10,362 |
|
Entegris, Inc. (a) |
5,220 |
54,392 |
|
Entropic Communications, Inc. (a) |
3,249 |
13,906 |
|
Exar Corp. (a) |
1,755 |
19,796 |
|
EZchip Semiconductor Ltd. (a) |
1,020 |
27,581 |
|
First Solar, Inc. (a) |
3,298 |
179,345 |
|
FormFactor, Inc. (a) |
1,856 |
10,932 |
|
GSI Technology, Inc. (a) |
1,220 |
6,832 |
|
GT Advanced Technologies, Inc. (a)(d) |
4,938 |
21,974 |
|
Hanwha Solarone Co. Ltd. ADR (a) |
1,791 |
2,866 |
|
Himax Technologies, Inc. sponsored ADR |
3,511 |
25,314 |
|
Hittite Microwave Corp. (a) |
1,141 |
61,933 |
|
Ikanos Communications, Inc. (a) |
1,860 |
2,511 |
|
Integrated Device Technology, Inc. (a) |
4,912 |
41,850 |
|
Integrated Silicon Solution, Inc. (a) |
1,011 |
10,939 |
|
Intel Corp. |
189,782 |
4,607,907 |
|
Intermolecular, Inc. (a) |
1,500 |
12,810 |
|
Intersil Corp. Class A |
4,941 |
40,516 |
|
IXYS Corp. |
1,626 |
18,536 |
|
JA Solar Holdings Co. Ltd. ADR (a) |
958 |
7,032 |
|
KLA-Tencor Corp. |
6,418 |
361,269 |
|
Kopin Corp. (a) |
3,306 |
11,736 |
|
Kulicke & Soffa Industries, Inc. (a) |
2,871 |
35,600 |
|
Lam Research Corp. (a) |
6,525 |
305,240 |
|
Lattice Semiconductor Corp. (a) |
4,891 |
25,189 |
|
Linear Technology Corp. |
8,907 |
334,013 |
|
LSI Corp. (a) |
20,900 |
154,660 |
|
LTX-Credence Corp. (a) |
2,029 |
11,504 |
|
M/A-COM Technology Solutions, Inc. (a) |
1,688 |
23,514 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Semiconductors & Semiconductor Equipment - continued |
|||
Marvell Technology Group Ltd. |
20,505 |
$ 222,274 |
|
Mattson Technology, Inc. (a) |
2,176 |
4,287 |
|
Maxim Integrated Products, Inc. |
11,104 |
327,457 |
|
Mellanox Technologies Ltd. (a) |
1,603 |
83,148 |
|
MEMSIC, Inc. (a) |
1,842 |
7,515 |
|
Micrel, Inc. |
2,394 |
23,820 |
|
Microchip Technology, Inc. |
7,350 |
268,128 |
|
Micron Technology, Inc. (a) |
39,009 |
455,625 |
|
Microsemi Corp. (a) |
4,017 |
88,093 |
|
Mindspeed Technologies, Inc. (a)(d) |
1,178 |
3,829 |
|
MKS Instruments, Inc. |
1,961 |
55,202 |
|
Monolithic Power Systems, Inc. |
1,386 |
34,054 |
|
MoSys, Inc. (a) |
1,530 |
6,962 |
|
Nanometrics, Inc. (a) |
801 |
11,574 |
|
Nova Measuring Instruments Ltd. (a) |
1,096 |
10,324 |
|
NVE Corp. (a) |
210 |
10,863 |
|
NVIDIA Corp. |
23,700 |
343,413 |
|
NXP Semiconductors NV (a) |
9,657 |
297,918 |
|
O2Micro International Ltd. sponsored ADR (a) |
1,626 |
5,610 |
|
Omnivision Technologies, Inc. (a) |
2,101 |
38,805 |
|
ON Semiconductor Corp. (a) |
16,559 |
141,745 |
|
PDF Solutions, Inc. (a) |
1,350 |
24,746 |
|
Peregrine Semiconductor Corp. |
1,125 |
12,184 |
|
Pericom Semiconductor Corp. (a) |
1,356 |
9,506 |
|
Photronics, Inc. (a) |
2,236 |
17,061 |
|
Pixelworks, Inc. (a) |
598 |
1,800 |
|
PLX Technology, Inc. (a) |
2,101 |
9,497 |
|
PMC-Sierra, Inc. (a) |
7,070 |
42,491 |
|
Power Integrations, Inc. |
1,000 |
42,690 |
|
QuickLogic Corp. (a)(d) |
1,546 |
3,649 |
|
Rambus, Inc. (a) |
4,458 |
35,129 |
|
RDA Microelectronics, Inc. sponsored ADR |
350 |
3,749 |
|
RF Micro Devices, Inc. (a) |
11,151 |
61,554 |
|
Rubicon Technology, Inc. (a)(d) |
951 |
8,055 |
|
Rudolph Technologies, Inc. (a) |
1,086 |
13,314 |
|
SemiLEDs Corp. (a) |
1,100 |
1,771 |
|
Semtech Corp. (a) |
2,601 |
95,041 |
|
Sigma Designs, Inc. (a) |
1,146 |
5,260 |
|
Silicon Image, Inc. (a) |
3,261 |
19,859 |
|
Silicon Laboratories, Inc. (a) |
1,634 |
70,197 |
|
Silicon Motion Technology Corp. sponsored ADR |
1,231 |
13,836 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Semiconductors & Semiconductor Equipment - continued |
|||
Siliconware Precision Industries Co. Ltd. sponsored ADR |
2,446 |
$ 14,065 |
|
Skyworks Solutions, Inc. (a) |
7,707 |
183,889 |
|
Spreadtrum Communications, Inc. ADR (d) |
1,556 |
30,280 |
|
SunPower Corp. (a)(d) |
4,407 |
85,055 |
|
Supertex, Inc. |
494 |
10,942 |
|
Tessera Technologies, Inc. |
1,821 |
37,786 |
|
Texas Instruments, Inc. |
42,159 |
1,513,087 |
|
Tower Semiconductor Ltd. (a) |
667 |
4,129 |
|
TranSwitch Corp. (a) |
2,112 |
1,077 |
|
TriQuint Semiconductor, Inc. (a) |
6,421 |
45,204 |
|
Ultra Clean Holdings, Inc. (a) |
1,066 |
6,193 |
|
Ultratech, Inc. (a) |
995 |
36,278 |
|
Veeco Instruments, Inc. (a) |
1,502 |
63,670 |
|
Volterra Semiconductor Corp. (a) |
1,139 |
16,014 |
|
Xilinx, Inc. |
10,052 |
408,614 |
|
|
15,885,595 |
||
Software - 13.0% |
|||
Accelrys, Inc. (a) |
2,308 |
19,249 |
|
ACI Worldwide, Inc. (a) |
1,605 |
74,649 |
|
Activision Blizzard, Inc. |
42,345 |
611,038 |
|
Actuate Corp. (a) |
1,740 |
11,745 |
|
Adobe Systems, Inc. (a) |
18,915 |
811,643 |
|
Advent Software, Inc. (a) |
2,100 |
69,678 |
|
Allot Communications Ltd. (a) |
1,273 |
15,722 |
|
American Software, Inc. Class A |
846 |
7,191 |
|
ANSYS, Inc. (a) |
3,591 |
267,530 |
|
AsiaInfo-Linkage, Inc. (a) |
2,883 |
33,414 |
|
Aspen Technology, Inc. (a) |
3,566 |
109,191 |
|
Autodesk, Inc. (a) |
8,763 |
330,628 |
|
AutoNavi Holdings Ltd. ADR (a) |
870 |
10,423 |
|
Blackbaud, Inc. |
1,626 |
49,333 |
|
BluePhoenix Solutions Ltd. (a) |
315 |
1,260 |
|
BMC Software, Inc. (a) |
5,781 |
261,850 |
|
Bottomline Technologies, Inc. (a) |
1,557 |
43,020 |
|
BroadSoft, Inc. (a) |
1,060 |
29,383 |
|
CA Technologies, Inc. |
17,433 |
476,095 |
|
Cadence Design Systems, Inc. (a) |
11,717 |
177,278 |
|
Callidus Software, Inc. (a) |
1,628 |
9,784 |
|
Changyou.com Ltd. (A Shares) ADR |
374 |
11,501 |
|
Check Point Software Technologies Ltd. (a) |
7,874 |
394,330 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Software - continued |
|||
Cinedigm Digital Cinema Corp. (a) |
3,549 |
$ 5,465 |
|
Citrix Systems, Inc. (a) |
7,141 |
459,523 |
|
ClickSoftware Technologies Ltd. |
1,103 |
8,537 |
|
CommVault Systems, Inc. (a) |
1,770 |
123,900 |
|
Compuware Corp. |
8,080 |
90,738 |
|
Comverse, Inc. |
800 |
23,888 |
|
Concur Technologies, Inc. (a) |
2,071 |
167,192 |
|
Descartes Systems Group, Inc. (a) |
2,609 |
28,940 |
|
Digimarc Corp. |
390 |
8,974 |
|
Ebix, Inc. |
1,287 |
25,534 |
|
Electronic Arts, Inc. (a) |
11,645 |
267,719 |
|
Envivio, Inc. (a) |
1,510 |
2,507 |
|
EPIQ Systems, Inc. |
1,500 |
18,195 |
|
ePlus, Inc. |
287 |
14,273 |
|
FalconStor Software, Inc. (a) |
2,536 |
3,398 |
|
Fortinet, Inc. (a) |
5,988 |
115,329 |
|
Glu Mobile, Inc. (a)(d) |
2,794 |
7,572 |
|
Guidance Software, Inc. (a) |
1,292 |
11,912 |
|
Informatica Corp. (a) |
4,100 |
149,076 |
|
Interactive Intelligence Group, Inc. (a) |
737 |
36,997 |
|
Intuit, Inc. |
11,534 |
674,047 |
|
Jive Software, Inc. (a) |
2,493 |
42,132 |
|
KongZhong Corp. sponsored ADR (a) |
1,000 |
6,600 |
|
Magic Software Enterprises Ltd. |
424 |
2,285 |
|
Majesco Entertainment Co. (a) |
2,427 |
1,595 |
|
Manhattan Associates, Inc. (a) |
835 |
62,650 |
|
Mentor Graphics Corp. |
4,154 |
78,884 |
|
MICROS Systems, Inc. (a) |
3,100 |
130,820 |
|
Microsoft Corp. |
321,451 |
11,212,211 |
|
MicroStrategy, Inc. Class A (a) |
345 |
31,561 |
|
Mitek Systems, Inc. (a) |
938 |
5,938 |
|
Monotype Imaging Holdings, Inc. |
1,551 |
35,301 |
|
Net 1 UEPS Technologies, Inc. (a) |
2,000 |
14,440 |
|
NetScout Systems, Inc. (a) |
1,700 |
41,395 |
|
NICE Systems Ltd. sponsored ADR |
1,581 |
58,339 |
|
Nuance Communications, Inc. (a)(d) |
12,385 |
235,315 |
|
Oracle Corp. |
181,038 |
6,111,843 |
|
Parametric Technology Corp. (a) |
4,688 |
117,716 |
|
Pegasystems, Inc. |
1,363 |
44,066 |
|
Perfect World Co. Ltd. sponsored ADR Class B |
1,575 |
24,302 |
|
Progress Software Corp. (a) |
2,529 |
59,457 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Software - continued |
|||
Proofpoint, Inc. (a) |
1,093 |
$ 22,079 |
|
QAD, Inc.: |
|
|
|
Class A |
1,125 |
14,096 |
|
Class B |
165 |
1,741 |
|
QLIK Technologies, Inc. (a) |
3,200 |
98,432 |
|
Qualys, Inc. |
1,957 |
27,398 |
|
RealPage, Inc. (a) |
2,672 |
50,875 |
|
Rovi Corp. (a) |
4,276 |
110,321 |
|
Sapiens International Corp. NV |
2,318 |
12,007 |
|
SeaChange International, Inc. (a) |
1,311 |
14,106 |
|
Shanda Games Ltd. sponsored ADR (a) |
3,749 |
15,446 |
|
Smith Micro Software, Inc. (a) |
1,336 |
1,723 |
|
Sourcefire, Inc. (a) |
1,143 |
63,962 |
|
Splunk, Inc. (a) |
3,688 |
172,451 |
|
SS&C Technologies Holdings, Inc. (a) |
2,835 |
89,671 |
|
Symantec Corp. |
26,856 |
601,306 |
|
Synchronoss Technologies, Inc. (a) |
1,407 |
44,109 |
|
Synopsys, Inc. (a) |
5,802 |
211,483 |
|
Take-Two Interactive Software, Inc. (a) |
3,186 |
53,015 |
|
Tangoe, Inc. (a) |
1,318 |
19,651 |
|
TeleCommunication Systems, Inc. Class A (a) |
1,500 |
3,525 |
|
TeleNav, Inc. (a) |
1,766 |
8,989 |
|
The9 Ltd. sponsored ADR (a) |
786 |
2,492 |
|
TIBCO Software, Inc. (a) |
6,079 |
129,665 |
|
TigerLogic Corp. (a) |
987 |
1,856 |
|
TiVo, Inc. (a) |
4,553 |
58,916 |
|
Trunkbow International Holdings Ltd. (a) |
1,172 |
1,003 |
|
Ultimate Software Group, Inc. (a) |
1,000 |
111,300 |
|
Vasco Data Security International, Inc. (a) |
2,389 |
20,020 |
|
Verint Systems, Inc. (a) |
2,398 |
80,501 |
|
Voltari Corp. (a) |
168 |
731 |
|
Wave Systems Corp. Class A (a)(d) |
3,219 |
1,223 |
|
Websense, Inc. (a) |
1,626 |
40,406 |
|
Zynga, Inc. (a) |
22,402 |
76,167 |
|
|
26,547,167 |
||
TOTAL INFORMATION TECHNOLOGY |
98,769,862 |
||
MATERIALS - 0.9% |
|||
Chemicals - 0.4% |
|||
A. Schulman, Inc. |
1,300 |
37,570 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
MATERIALS - continued |
|||
Chemicals - continued |
|||
ADA-ES, Inc. (a) |
307 |
$ 11,466 |
|
American Pacific Corp. (a) |
525 |
14,595 |
|
Balchem Corp. |
1,200 |
57,612 |
|
Gulf Resources, Inc. (a)(d) |
1,170 |
1,427 |
|
Hawkins, Inc. |
303 |
12,084 |
|
Innophos Holdings, Inc. |
810 |
40,970 |
|
Innospec, Inc. |
1,020 |
41,851 |
|
Landec Corp. (a) |
1,071 |
15,037 |
|
Material Sciences Corp. (a) |
570 |
5,586 |
|
Methanex Corp. |
3,891 |
172,154 |
|
Penford Corp. (a) |
476 |
5,650 |
|
Senomyx, Inc. (a) |
1,501 |
3,107 |
|
Sigma Aldrich Corp. |
4,579 |
383,079 |
|
Yongye International, Inc. (a) |
2,133 |
11,348 |
|
Zoltek Companies, Inc. (a) |
1,281 |
16,371 |
|
|
829,907 |
||
Construction Materials - 0.0% |
|||
CaesarStone Sdot-Yam Ltd. (a) |
1,191 |
34,253 |
|
United States Lime & Minerals, Inc. (a) |
136 |
6,782 |
|
|
41,035 |
||
Containers & Packaging - 0.1% |
|||
AEP Industries, Inc. (a) |
300 |
25,044 |
|
Silgan Holdings, Inc. |
2,770 |
129,553 |
|
|
154,597 |
||
Metals & Mining - 0.4% |
|||
Century Aluminum Co. (a) |
3,466 |
34,348 |
|
China Gerui Adv Mat Group Ltd. (a) |
1,568 |
2,948 |
|
China Natural Resources, Inc. (a) |
816 |
3,305 |
|
China Precision Steel, Inc. (a)(d) |
159 |
199 |
|
Globe Specialty Metals, Inc. |
2,759 |
33,853 |
|
Handy & Harman Ltd. (a) |
800 |
12,904 |
|
Haynes International, Inc. |
435 |
21,289 |
|
Horsehead Holding Corp. (a) |
1,564 |
18,002 |
|
Kaiser Aluminum Corp. |
821 |
52,084 |
|
Olympic Steel, Inc. |
480 |
12,158 |
|
Pan American Silver Corp. |
5,988 |
73,113 |
|
Randgold Resources Ltd. sponsored ADR |
2,039 |
159,817 |
|
Royal Gold, Inc. |
2,484 |
136,024 |
|
Schnitzer Steel Industries, Inc. Class A |
866 |
21,390 |
|
Silver Standard Resources, Inc. (a) |
3,316 |
26,064 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
MATERIALS - continued |
|||
Metals & Mining - continued |
|||
SinoCoking Coal and Coke Chemical Industries, Inc. (a) |
750 |
$ 1,185 |
|
Steel Dynamics, Inc. |
8,500 |
130,390 |
|
Sutor Technology Group Ltd. (a) |
1,977 |
3,914 |
|
Universal Stainless & Alloy Products, Inc. (a) |
265 |
8,398 |
|
|
751,385 |
||
Paper & Forest Products - 0.0% |
|||
Mercer International, Inc. (SBI) (a) |
2,261 |
15,556 |
|
Pope Resources, Inc. LP |
261 |
17,675 |
|
|
33,231 |
||
TOTAL MATERIALS |
1,810,155 |
||
TELECOMMUNICATION SERVICES - 1.2% |
|||
Diversified Telecommunication Services - 0.4% |
|||
8x8, Inc. (a) |
3,273 |
27,068 |
|
Alaska Communication Systems Group, Inc. |
2,052 |
3,365 |
|
Atlantic Tele-Network, Inc. |
551 |
27,423 |
|
B Communications Ltd. (a) |
1,052 |
8,100 |
|
Cbeyond, Inc. (a) |
1,101 |
9,458 |
|
Cogent Communications Group, Inc. |
1,770 |
48,657 |
|
Consolidated Communications Holdings, Inc. |
1,601 |
27,249 |
|
FairPoint Communications, Inc. (a)(d) |
938 |
7,973 |
|
Frontier Communications Corp. (d) |
39,000 |
161,460 |
|
General Communications, Inc. Class A (a) |
1,471 |
12,783 |
|
Hawaiian Telcom Holdco, Inc. (a) |
350 |
9,020 |
|
HickoryTech Corp. |
570 |
5,974 |
|
Hong Kong Television Network Ltd. sponsored ADR |
561 |
3,787 |
|
inContact, Inc. (a) |
2,511 |
18,230 |
|
Internet Gold Golden Lines Ltd. (a) |
720 |
2,196 |
|
Iridium Communications, Inc. (a) |
2,453 |
17,490 |
|
Lumos Networks Corp. |
905 |
12,435 |
|
Multiband Corp. (a) |
2,455 |
7,881 |
|
Neutral Tandem, Inc. |
1,292 |
7,519 |
|
ORBCOMM, Inc. (a) |
1,486 |
5,825 |
|
Towerstream Corp. (a) |
1,587 |
4,079 |
|
TW telecom, Inc. (a) |
5,721 |
163,220 |
|
VocalTec Communications Ltd. (a)(d) |
699 |
10,436 |
|
Windstream Corp. (d) |
22,140 |
177,784 |
|
|
779,412 |
||
Common Stocks - continued |
|||
Shares |
Value |
||
TELECOMMUNICATION SERVICES - continued |
|||
Wireless Telecommunication Services - 0.8% |
|||
America Movil S.A.B. de CV Series A sponsored ADR |
592 |
$ 11,822 |
|
Boingo Wireless, Inc. (a) |
1,245 |
9,026 |
|
Clearwire Corp. Class A (a) |
26,585 |
119,101 |
|
Leap Wireless International, Inc. (a) |
2,826 |
15,967 |
|
NII Holdings, Inc. (a)(d) |
6,689 |
51,572 |
|
NTELOS Holdings Corp. |
905 |
14,815 |
|
Partner Communications Co. Ltd. ADR |
576 |
3,496 |
|
SBA Communications Corp. Class A (a) |
4,857 |
365,586 |
|
Shenandoah Telecommunications Co. |
891 |
14,826 |
|
USA Mobility, Inc. |
900 |
12,132 |
|
Vodafone Group PLC sponsored ADR |
37,776 |
1,093,615 |
|
|
1,711,958 |
||
TOTAL TELECOMMUNICATION SERVICES |
2,491,370 |
||
UTILITIES - 0.1% |
|||
Electric Utilities - 0.1% |
|||
MGE Energy, Inc. |
813 |
43,390 |
|
Otter Tail Corp. |
1,426 |
38,958 |
|
|
82,348 |
||
Gas Utilities - 0.0% |
|||
Delta Natural Gas Co., Inc. |
483 |
10,496 |
|
Independent Power Producers & Energy Traders - 0.0% |
|||
Synthesis Energy Systems, Inc. (a) |
1,565 |
1,330 |
|
Water Utilities - 0.0% |
|||
Artesian Resources Corp. Class A |
375 |
8,291 |
|
Cadiz, Inc. (a) |
1,179 |
6,933 |
|
Connecticut Water Service, Inc. |
465 |
13,192 |
|
Consolidated Water Co., Inc. |
705 |
7,607 |
|
Middlesex Water Co. |
510 |
9,818 |
|
Tri-Tech Holding, Inc. (a) |
258 |
421 |
|
York Water Co. |
426 |
8,128 |
|
|
54,390 |
||
TOTAL UTILITIES |
148,564 |
||
TOTAL COMMON STOCKS (Cost $147,335,521) |
|
||
Money Market Funds - 2.2% |
|||
Shares |
Value |
||
Fidelity Cash Central Fund, 0.12% (b) |
172,614 |
$ 172,614 |
|
Fidelity Securities Lending Cash Central Fund, 0.12% (b)(c) |
4,321,034 |
4,321,034 |
|
TOTAL MONEY MARKET FUNDS (Cost $4,493,648) |
|
||
TOTAL INVESTMENT PORTFOLIO - 102.0% (Cost $151,829,169) |
208,427,352 |
||
NET OTHER ASSETS (LIABILITIES) - (2.0)% |
(4,068,370 ) |
||
NET ASSETS - 100% |
$ 204,358,982 |
Legend |
(a) Non-income producing |
(b) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request. |
(c) Investment made with cash collateral received from securities on loan. |
(d) Security or a portion of the security is on loan at period end. |
Affiliated Central Funds |
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows: |
Fund |
Income earned |
Fidelity Cash Central Fund |
$ 207 |
Fidelity Securities Lending Cash Central Fund |
87,636 |
Total |
$ 87,843 |
Other Information |
The following is a summary of the inputs used, as of May 31, 2013, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements. |
Valuation Inputs at Reporting Date: |
||||
Description |
Total |
Level 1 |
Level 2 |
Level 3 |
Investments in Securities: |
||||
Equities: |
||||
Consumer Discretionary |
$ 37,763,894 |
$ 37,763,894 |
$ - |
$ - |
Consumer Staples |
8,119,309 |
8,119,309 |
- |
- |
Energy |
2,799,773 |
2,799,773 |
- |
- |
Financials |
14,051,821 |
14,051,674 |
147 |
- |
Health Care |
28,923,398 |
28,923,398 |
- |
- |
Industrials |
9,055,558 |
9,055,558 |
- |
- |
Information Technology |
98,769,862 |
98,769,601 |
- |
261 |
Materials |
1,810,155 |
1,798,807 |
- |
11,348 |
Telecommunication Services |
2,491,370 |
2,491,370 |
- |
- |
Utilities |
148,564 |
148,564 |
- |
- |
Money Market Funds |
4,493,648 |
4,493,648 |
- |
- |
Total Investments in Securities: |
$ 208,427,352 |
$ 208,415,596 |
$ 147 |
$ 11,609 |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
|
May 31, 2013 (Unaudited) |
|
|
|
|
Assets |
|
|
Investment in securities, at value (including securities loaned of $4,133,988) - See accompanying schedule: Unaffiliated issuers (cost $147,335,521) |
$ 203,933,704 |
|
Fidelity Central Funds (cost $4,493,648) |
4,493,648 |
|
Total Investments (cost $151,829,169) |
|
$ 208,427,352 |
Cash |
|
40,855 |
Receivable for investments sold |
|
130,865 |
Dividends receivable |
|
205,256 |
Distributions receivable from Fidelity Central Funds |
|
17,126 |
Prepaid expenses |
|
95 |
Receivable from investment adviser for expense reductions |
|
37,564 |
Other receivables |
|
572 |
Total assets |
|
208,859,685 |
|
|
|
Liabilities |
|
|
Accrued management fee |
$ 40,657 |
|
Distribution and service plan fees payable |
45,212 |
|
Other affiliated payables |
6,590 |
|
Other payables and accrued expenses |
87,210 |
|
Collateral on securities loaned, at value |
4,321,034 |
|
Total liabilities |
|
4,500,703 |
|
|
|
Net Assets |
|
$ 204,358,982 |
Net Assets consist of: |
|
|
Paid in capital |
|
$ 145,242,732 |
Undistributed net investment income |
|
535,843 |
Accumulated undistributed net realized gain (loss) on investments and foreign currency transactions |
|
1,982,222 |
Net unrealized appreciation (depreciation) on investments and assets and liabilities in foreign currencies |
|
56,598,185 |
Net Assets , for 1,500,000 shares outstanding |
|
$ 204,358,982 |
Net Asset Value , offering price and redemption price per share ($204,358,982 ÷ 1,500,000 shares) |
|
$ 136.24 |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
Financial Statements - continued
Six months ended May 31, 2013 (Unaudited) |
||
|
|
|
Investment Income |
|
|
Dividends |
|
$ 1,502,477 |
Income from Fidelity Central Funds (including $87,636 from security lending) |
|
87,843 |
Total income |
|
1,590,320 |
|
|
|
Expenses |
|
|
Management fee |
$ 232,521 |
|
Transfer agent fees |
45,176 |
|
Distribution and service plan fees |
87,193 |
|
Licensing fees |
58,129 |
|
Accounting and security lending fees |
37,926 |
|
Independent trustees' compensation |
583 |
|
Audit |
38,157 |
|
Legal |
257 |
|
Miscellaneous |
7,626 |
|
Total expenses before reductions |
507,568 |
|
Expense reductions |
(216,985 ) |
290,583 |
Net investment income (loss) |
|
1,299,737 |
Realized and Unrealized Gain (Loss) Net realized gain (loss) on: |
|
|
Investment securities: |
|
|
Unaffiliated issuers |
(89,282) |
|
In-Kind redemptions |
5,919,207 |
|
Foreign currency transactions |
(1 ) |
|
Total net realized gain (loss) |
|
5,829,924 |
Change in net unrealized appreciation (depreciation) on: Investment securities |
20,489,528 |
|
Assets and liabilities in foreign currencies |
(1 ) |
|
Total change in net unrealized appreciation (depreciation) |
|
20,489,527 |
Net gain (loss) |
|
26,319,451 |
Net increase (decrease) in net assets resulting from operations |
|
$ 27,619,188 |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
|
Six months ended May 31, 2013
|
Year ended
|
Increase (Decrease) in Net Assets |
|
|
Operations |
|
|
Net investment income (loss) |
$ 1,299,737 |
$ 2,093,192 |
Net realized gain (loss) |
5,829,924 |
4,461,587 |
Change in net unrealized appreciation (depreciation) |
20,489,527 |
19,273,245 |
Net
increase (decrease) in net assets resulting
|
27,619,188 |
25,828,024 |
Distributions to shareholders from net investment income |
(1,374,000 ) |
(1,832,000 ) |
Share transactions
|
12,463,523 |
11,081,070 |
Cost of shares redeemed |
(12,741,916 ) |
(11,907,676 ) |
Net increase (decrease) in net assets resulting from share transactions |
(278,393 ) |
(826,606 ) |
Total increase (decrease) in net assets |
25,966,795 |
23,169,418 |
|
|
|
Net Assets |
|
|
Beginning of period |
178,392,187 |
155,222,769 |
End of period (including undistributed net investment income of $535,843 and undistributed net investment income of $610,106, respectively) |
$ 204,358,982 |
$ 178,392,187 |
Ot her Information Shares |
|
|
Sold |
100,000 |
100,000 |
Redeemed |
(100,000 ) |
(100,000 ) |
Net increase (decrease) |
- |
- |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
A Annualized
B Total returns for periods of less than one year are not annualized.
C Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
D Calculated based on average shares outstanding during the period.
E Fees and expenses of any underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.
F Amount does not include the portfolio activity of any underlying Fidelity Central Funds.
G Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.
H Portfolio turnover rate excludes securities received or delivered in-kind.
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
For the period ended May 31, 2013 (Unaudited)
1. Organization.
Fidelity® Nasdaq Composite Index® Tracking Stock (the Fund) is an exchange-traded fund of Fidelity Commonwealth Trust (the Trust) and is authorized to issue an unlimited number of shares. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
2. Investments in Fidelity Central Funds.
The Fund invests in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by Fidelity Management & Research Company (FMR) and its affiliates. The Fund's Schedule of Investments lists each of the Fidelity Central Funds held as of period end, if any, as an investment of the Fund, but does not include the underlying holdings of each Fidelity Central Fund. As an Investing Fund, the Fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
The Money Market Central Funds seek preservation of capital and current income and are managed by Fidelity Investments Money Management, Inc. (FIMM), an affiliate of FMR.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission (the SEC) website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds are available on the SEC website or upon request.
3. Significant Accounting Policies.
The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. In accordance with valuation policies and procedures approved by the Board of Trustees (the Board), the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the FMR Fair Value Committee (the Committee), in accordance with procedures adopted by the Board. Factors used in
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
3. Significant Accounting Policies - continued
Investment Valuation - continued
determining fair value vary by investment type and may include market or investment specific events. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and is responsible for approving and reporting to the Board all fair value determinations.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
Level 1 - quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value the Fund's investments by major category are as follows:
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. Utilizing these techniques may result in transfers between Level 1 and Level 2.
Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level, as of May 31, 2013 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. The Fund may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Semiannual Report
3. Significant Accounting Policies - continued
Foreign Currency - continued
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of regular trading hours on the NASDAQ exchange, normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds received from litigation. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments and/or as a realized gain. Subsequent to ex-dividend date the Fund determines the components of these distributions, based upon receipt of tax filings or other correspondence relating to the underlying investment. Interest income and distributions from the Fidelity Central Funds are accrued as earned. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. A fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
3. Significant Accounting Policies - continued
Income Tax Information and Distributions to Shareholders - continued
subject to examination for an additional fiscal year depending on the jurisdiction. Realized gain or loss resulting from in-kind redemptions is not taxable to the Fund and is not distributed to shareholders of the Fund. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.
Distributions are recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Temporary book-tax differences will reverse in a subsequent period.
Book-tax differences are primarily due to foreign currency transactions, Passive Foreign Investment Companies (PFIC), excise tax regulations, redemptions in kind, partnerships, capital loss carryforwards and losses deferred due to wash sales.
The federal tax cost of investment securities and unrealized appreciation (depreciation) as of period end were as follows:
Gross unrealized appreciation |
$ 70,099,092 |
Gross unrealized depreciation |
(13,853,883 ) |
Net unrealized appreciation (depreciation) on securities and other investments |
$ 56,245,209 |
|
|
Tax cost |
$ 152,182,142 |
Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. Under the Regulated Investment Company Modernization Act of 2010 (the Act), the Fund is permitted to carry forward capital losses incurred in taxable years beginning after December 22, 2010 for an unlimited period and such capital losses are required to be used prior to any losses that expire.
Semiannual Report
3. Significant Accounting Policies - continued
Income Tax Information and Distributions to Shareholders - continued
The capital loss carryforward information presented below, including any applicable limitation, is estimated as of fiscal period end and is subject to adjustment.
Fiscal year of expiration |
|
2016 |
$ (1,673,753) |
2017 |
(1,453,838) |
2018 |
(118,806 ) |
Total with expiration |
(3,246,397) |
No expiration |
|
Short-term |
(303,267) |
Long-term |
(165,938 ) |
Total no expiration |
(469,205 ) |
Total capital loss carryforward |
$ (3,715,602 ) |
|
|
4. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities and in-kind transactions, aggregated $5,381,700 and $5,378,954, respectively.
Securities received and delivered in-kind through subscriptions and redemptions totaled $12,425,455 and $12,702,057, respectively.
5. Fees and Other Transactions with Affiliates.
Management Fee. FMR and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee that is based on an annual rate of .24% of the Fund's average net assets.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by FMR for providing these services.
Distribution and Service Plan Fees. In accordance with Rule 12b-1 of the 1940 Act, the Fund has adopted a Distribution and Service Plan. The Fund pays Fidelity Distributors Corporation (FDC), an affiliate of FMR, a distribution fee based on .09% of the Fund's average net assets. FDC pays these fees to NASDAQ OMX Group for marketing services provided to the Fund. The Fund does not pay a service fee.
Accounting and Security Lending Fees. Fidelity Service Company, Inc. (FSC), an affiliate of FMR, maintains the Fund's accounting records. The accounting fee is based on the level of average net assets for each month. Under a separate contract, FSC
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
5. Fees and Other Transactions with Affiliates - continued
Accounting and Security Lending Fees - continued
administers the security lending program. The security lending fee is based on the number and duration of lending transactions.
Licensing Fees. Under the terms of a license agreement, FMR pays NASDAQ OMX Group an annual licensing fee for the use of the NASDAQ Composite Index. FMR has entered into a sub-license agreement with the Fund whereby the Fund pays FMR the amount of the license fee at the rate of up to .06% of the Fund's average net assets.
6. Security Lending.
The Fund lends portfolio securities through a lending agent from time to time in order to earn additional income. On the settlement date of the loan, the Fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of the Fund and any additional required collateral is delivered to the Fund on the next business day. If the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, the Fund may apply collateral received from the borrower against the obligation. The Fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. The value of loaned securities and cash collateral at period end are disclosed on the Fund's Statement of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. During the period, there were no securities loaned to FCM.
7. Expense Reductions.
FMR contractually agreed to waive expenses of the Fund to the extent annual operating expenses exceeded .30% of average net assets. This waiver will remain in place through January 31, 2004. Some expenses, for example interest expense, are excluded from this waiver. During the period this waiver reduced the Fund's expenses by $216,960.
In addition, through arrangements with the Fund's custodian, credits realized as a result of uninvested cash balances were used to reduce the Fund's expenses. During the period, these credits reduced the Fund's custody expenses by $25.
Semiannual Report
8. Share Transactions.
The Fund issues and redeems shares at Net Asset Value only with certain authorized participants in large increments known as Creation Units. Purchases of Creation Units are made by tendering a basket of designated stocks to the Fund and redemption proceeds are paid with a basket of securities from the Fund's portfolio with a balancing cash component to equate the market value of the basket of securities delivered or redeemed to the NAV per Creation Unit on the transaction date. Cash may be substituted equivalent to the value of certain securities generally when they are not available in sufficient quantity for delivery. The Fund's shares are available in smaller increments to investors in the secondary market at market prices and may be subject to commissions. Authorized participants pay a transaction fee to the shareholder servicing agent when purchasing and redeeming Creation Units of the Fund. The transaction fee is used to defray the costs associated with the issuance and redemption of Creation Units.
9. Other.
The Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the Fund. In the normal course of business, the Fund may also enter into contracts that provide general indemnifications. The Fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the Fund. The risk of material loss from such claims is considered remote.
Semiannual Report
Investment Adviser
Fidelity Management & Research Company
Boston, MA
Investment Sub-Advisers
FMR Co., Inc.
Geode Capital Management, LLC
General Distributor
Fidelity Distributors Corporation
Smithfield, RI
Transfer and Service Agents
JPMorgan Chase Bank
New York, NY
Fidelity Service Company, Inc.
Boston, MA
Custodian
JPMorgan Chase Bank
New York, NY
The Fidelity Telephone Connection
1-800-FIDELITY
(Fidelity Investment logo)(registered trademark)
Corporate Headquarters
245 Summer St., Boston, MA 02210
www.fidelity.com
ETF-USAN-0713 1.802769.109
Fidelity ®
Nasdaq Composite Index ®
Fund
Semiannual Report
May 31, 2013
(Fidelity Cover Art)
Shareholder Expense Example |
An example of shareholder expenses. |
|
Investment Changes |
A summary of major shifts in the fund's investments over the past six months. |
|
Investments |
A complete list of the fund's investments with their market values. |
|
Financial Statements |
Statements of assets and liabilities, operations, and changes in net assets, as well as financial highlights. |
|
Notes |
Notes to the financial statements. |
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov. You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.
Nasdaq®, OMX®, NASDAQ OMX®, Nasdaq Composite®, and The Nasdaq Stock Market®, Inc. are registered trademarks of The NASDAQ OMX Group, Inc. (which with its Affiliates are the Corporations) and are licensed for use by Fidelity. The product has not been passed on by the Corporations as to its legality or suitability. The product is not issued, endorsed or sold by the Corporations. The Corporations make no warranties and bear no liability with respect to shares of the product.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2013 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the fund. This report is not authorized for distribution to prospective investors in the fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Forms N-Q are available on the SEC's web site at http://www.sec.gov . A fund's Forms N-Q may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330. For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.advisor.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED • MAY LOSE VALUE • NO BANK GUARANTEE
Neither the fund nor Fidelity Distributors Corporation is a bank.
Semiannual Report
As a shareholder of the Fund, you incur two types of costs: (1) transaction costs, including redemption fees and (2) ongoing costs, including management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (December 1, 2012 to May 31, 2013).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. A small balance maintenance fee of $12.00 that is charged once a year may apply for certain accounts with a value of less than $2,000. This fee is not included in the table below. If it was, the estimate of expenses you paid during the period would be higher, and your ending account value lower, by this amount. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the Fund's actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund's actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. A small balance maintenance fee of $12.00 that is charged once a year may apply for certain accounts with a value of less than $2,000. This fee is not included in the table below. If it was, the estimate of expenses you paid during the period would be higher, and your ending account value lower, by this amount. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
Semiannual Report
Shareholder Expense Example - continued
|
Annualized
|
Beginning
|
Ending
|
Expenses Paid
|
Actual |
.35% |
$ 1,000.00 |
$ 1,154.00 |
$ 1.88 |
Hypothetical A |
|
$ 1,000.00 |
$ 1,023.19 |
$ 1.77 |
A 5% return per year before expenses
B Annualized expense ratio reflects expenses net of applicable fee waivers.
* Expenses are equal to the Fund's annualized expense ratio, multiplied by the average account value over the period, multiplied by 182/365 (to reflect the one-half year period).
Semiannual Report
Top Ten Stocks as of May 31, 2013 |
||
|
% of fund's
|
% of fund's net assets
|
Apple, Inc. |
7.8 |
11.7 |
Microsoft Corp. |
5.4 |
4.8 |
Google, Inc. Class A |
4.3 |
3.9 |
Oracle Corp. |
3.0 |
3.3 |
Cisco Systems, Inc. |
2.4 |
2.2 |
Amazon.com, Inc. |
2.3 |
2.4 |
Intel Corp. |
2.2 |
2.1 |
QUALCOMM, Inc. |
2.0 |
2.3 |
Comcast Corp. Class A |
1.7 |
1.7 |
Gilead Sciences, Inc. |
1.5 |
1.2 |
|
32.6 |
|
Market Sectors as of May 31, 2013 |
||
|
% of fund's
|
% of fund's net assets
|
Information Technology |
47.4 |
50.4 |
Consumer Discretionary |
18.1 |
17.2 |
Health Care |
13.9 |
12.7 |
Financials |
6.7 |
6.6 |
Industrials |
4.3 |
4.1 |
Consumer Staples |
3.9 |
4.0 |
Energy |
1.3 |
1.3 |
Telecommunication Services |
1.2 |
1.2 |
Materials |
0.8 |
1.0 |
Utilities |
0.1 |
0.1 |
Asset Allocation (% of fund's net assets) |
||
To match the Nasdaq Composite Index, Fidelity Nasdaq Composite Index Fund seeks 100% investment exposure to stocks at all times. |
Semiannual Report
Showing Percentage of Net Assets
Common Stocks - 97.7% |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - 18.1% |
|||
Auto Components - 0.2% |
|||
Ballard Power Systems, Inc. (a)(d) |
6,442 |
$ 10,874 |
|
China Automotive Systems, Inc. (a)(d) |
2,230 |
11,551 |
|
China XD Plastics Co. Ltd. (a) |
4,588 |
19,545 |
|
Dorman Products, Inc. (d) |
3,747 |
166,854 |
|
Exide Technologies (a) |
2,463 |
1,113 |
|
Federal-Mogul Corp. Class A (a)(d) |
9,337 |
91,036 |
|
Fuel Systems Solutions, Inc. (a)(d) |
2,518 |
39,256 |
|
Gentex Corp. |
14,463 |
330,769 |
|
Gentherm, Inc. (a) |
2,521 |
46,437 |
|
Motorcar Parts of America, Inc. (a) |
1,158 |
7,191 |
|
Quantum Fuel Systems Technologies Worldwide, Inc. (a) |
963 |
572 |
|
Remy International, Inc. |
1,058 |
19,033 |
|
Shiloh Industries, Inc. |
4,105 |
40,804 |
|
SORL Auto Parts, Inc. (a) |
1,464 |
3,821 |
|
Spartan Motors, Inc. |
2,787 |
16,861 |
|
Strattec Security Corp. |
415 |
15,791 |
|
The Goodyear Tire & Rubber Co. (a) |
24,026 |
363,754 |
|
|
1,185,262 |
||
Automobiles - 0.2% |
|||
Kandi Technolgies, Inc. (a)(d) |
3,592 |
13,470 |
|
Tesla Motors, Inc. (a) |
11,446 |
1,118,961 |
|
|
1,132,431 |
||
Distributors - 0.2% |
|||
Core-Mark Holding Co., Inc. |
1,067 |
63,156 |
|
LKQ Corp. (a)(d) |
29,922 |
732,491 |
|
Pool Corp. |
4,785 |
246,188 |
|
VOXX International Corp. (a) |
1,524 |
16,947 |
|
Weyco Group, Inc. |
1,086 |
26,118 |
|
|
1,084,900 |
||
Diversified Consumer Services - 0.3% |
|||
American Public Education, Inc. (a)(d) |
1,702 |
64,744 |
|
Apollo Group, Inc. Class A (non-vtg.) (a)(d) |
11,379 |
227,466 |
|
Ascent Capital Group, Inc. (a) |
1,360 |
98,614 |
|
Cambium Learning Group, Inc. (a) |
3,505 |
4,977 |
|
Capella Education Co. (a)(d) |
1,212 |
52,795 |
|
Career Education Corp. (a) |
5,375 |
16,018 |
|
ChinaEdu Corp. sponsored ADR (a) |
1,016 |
6,086 |
|
Coinstar, Inc. (a) |
2,977 |
173,380 |
|
Collectors Universe, Inc. |
712 |
9,284 |
|
Corinthian Colleges, Inc. (a) |
7,598 |
19,755 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Diversified Consumer Services - continued |
|||
Education Management Corp. (a)(d) |
12,940 |
$ 83,592 |
|
Grand Canyon Education, Inc. (a)(d) |
4,304 |
138,244 |
|
JTH Holding, Inc. Class A (a) |
3,685 |
59,697 |
|
Learning Tree International, Inc. (a) |
1,097 |
3,302 |
|
Lincoln Educational Services Corp. |
1,850 |
12,747 |
|
Matthews International Corp. Class A |
2,914 |
111,752 |
|
National American University Holdings, Inc. |
1,829 |
6,914 |
|
Steiner Leisure Ltd. (a) |
1,932 |
98,126 |
|
Stewart Enterprises, Inc. Class A |
7,912 |
102,856 |
|
Strayer Education, Inc. (d) |
1,129 |
60,390 |
|
|
1,350,739 |
||
Hotels, Restaurants & Leisure - 2.4% |
|||
AFC Enterprises, Inc. (a) |
2,049 |
74,707 |
|
Ambassadors Group, Inc. |
1,175 |
4,171 |
|
Ameristar Casinos, Inc. |
3,013 |
78,941 |
|
Asia Entertainment & Resources Ltd. (d) |
2,800 |
11,900 |
|
BJ's Restaurants, Inc. (a)(d) |
2,772 |
104,061 |
|
Bloomin' Brands, Inc. |
11,974 |
278,515 |
|
Bob Evans Farms, Inc. |
3,295 |
152,097 |
|
Bravo Brio Restaurant Group, Inc. (a) |
2,791 |
50,238 |
|
Buffalo Wild Wings, Inc. (a)(d) |
1,987 |
190,673 |
|
Caesars Entertainment Corp. (a)(d) |
12,071 |
174,909 |
|
Carrols Restaurant Group, Inc. (a) |
1,559 |
8,886 |
|
Century Casinos, Inc. (a) |
2,256 |
7,670 |
|
China Lodging Group Ltd. ADR (a)(d) |
2,181 |
34,820 |
|
Churchill Downs, Inc. |
1,815 |
152,351 |
|
Chuys Holdings, Inc. (d) |
1,871 |
65,204 |
|
Cosi, Inc. (a) |
499 |
1,018 |
|
Cracker Barrel Old Country Store, Inc. |
2,261 |
202,269 |
|
Del Frisco's Restaurant Group, Inc. (a) |
2,911 |
54,115 |
|
Denny's Corp. (a) |
7,593 |
45,786 |
|
Dunkin' Brands Group, Inc. |
10,223 |
404,831 |
|
Einstein Noah Restaurant Group, Inc. |
641 |
8,974 |
|
Famous Dave's of America, Inc. (a) |
1,074 |
12,899 |
|
Fiesta Restaurant Group, Inc. (a)(d) |
2,187 |
77,792 |
|
Gaming Partners International Corp. |
597 |
4,836 |
|
Home Inns & Hotels Management, Inc. sponsored ADR (a)(d) |
3,973 |
115,177 |
|
Icahn Enterprises LP |
10,649 |
825,617 |
|
Ignite Restaurant Group, Inc. (a) |
2,411 |
44,121 |
|
International Speedway Corp. Class A |
3,385 |
117,324 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Hotels, Restaurants & Leisure - continued |
|||
Interval Leisure Group, Inc. |
6,529 |
$ 141,092 |
|
Isle of Capri Casinos, Inc. (a) |
3,470 |
26,788 |
|
Jack in the Box, Inc. (a) |
4,029 |
147,018 |
|
Jamba, Inc. (a) |
5,661 |
16,926 |
|
Lakes Entertainment, Inc. (a) |
2,346 |
8,563 |
|
Melco PBL Entertainment (Macau) Ltd. sponsored ADR (a) |
17,970 |
427,327 |
|
Monarch Casino & Resort, Inc. (a) |
1,459 |
22,483 |
|
Morgans Hotel Group Co. (a) |
2,367 |
15,883 |
|
MTR Gaming Group, Inc. (a) |
1,922 |
7,284 |
|
Multimedia Games Holding Co., Inc. (a) |
2,225 |
56,938 |
|
Nathan's Famous, Inc. (a)(d) |
496 |
25,360 |
|
Norwegian Cruise Line Holdings Ltd. (d) |
20,178 |
620,474 |
|
Panera Bread Co. Class A (a) |
2,726 |
522,929 |
|
Papa John's International, Inc. (a) |
2,235 |
144,001 |
|
Penn National Gaming, Inc. (a)(d) |
7,861 |
432,669 |
|
PokerTek, Inc. (a) |
228 |
262 |
|
Premier Exhibitions, Inc. (a) |
3,637 |
7,274 |
|
Red Robin Gourmet Burgers, Inc. (a)(d) |
1,253 |
65,795 |
|
Rick's Cabaret International, Inc. (a) |
1,724 |
14,292 |
|
Ruth's Hospitality Group, Inc. |
3,483 |
39,010 |
|
Scientific Games Corp. Class A (a) |
9,867 |
107,452 |
|
SHFL Entertainment, Inc. (a) |
6,968 |
120,198 |
|
Sonic Corp. (a)(d) |
5,467 |
71,782 |
|
Starbucks Corp. |
73,461 |
4,633,185 |
|
Texas Roadhouse, Inc. Class A |
7,090 |
167,679 |
|
The Cheesecake Factory, Inc. |
5,266 |
210,219 |
|
Town Sports International Holdings, Inc. |
1,521 |
16,761 |
|
Wendy's Co. |
37,909 |
225,559 |
|
Wynn Resorts Ltd. (d) |
9,957 |
1,353,057 |
|
|
12,952,162 |
||
Household Durables - 0.2% |
|||
Bassett Furniture Industries, Inc. |
931 |
12,811 |
|
Cavco Industries, Inc. (a)(d) |
650 |
31,142 |
|
Dixie Group, Inc. (a) |
767 |
5,691 |
|
Flexsteel Industries, Inc. |
253 |
5,751 |
|
Garmin Ltd. |
19,176 |
669,818 |
|
Helen of Troy Ltd. (a) |
3,230 |
128,134 |
|
Hooker Furniture Corp. |
696 |
12,180 |
|
iRobot Corp. (a)(d) |
2,647 |
89,442 |
|
Lifetime Brands, Inc. |
658 |
8,857 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Household Durables - continued |
|||
SGOCO Technology Ltd. (a) |
1,000 |
$ 1,130 |
|
Skullcandy, Inc. (a) |
2,787 |
16,109 |
|
SodaStream International Ltd. (a)(d) |
2,259 |
144,124 |
|
Stanley Furniture Co., Inc. (a) |
825 |
3,374 |
|
Universal Electronics, Inc. (a) |
1,279 |
34,149 |
|
Zagg, Inc. (a)(d) |
3,197 |
16,145 |
|
|
1,178,857 |
||
Internet & Catalog Retail - 4.2% |
|||
1-800-FLOWERS.com, Inc. Class A (a) |
1,747 |
10,639 |
|
Amazon.com, Inc. (a) |
44,630 |
12,006,809 |
|
Blue Nile, Inc. (a) |
1,382 |
49,144 |
|
CafePress, Inc. (a)(d) |
1,330 |
8,658 |
|
Ctrip.com International Ltd. sponsored ADR (a) |
14,858 |
462,827 |
|
dELiA*s, Inc. (a) |
2,226 |
2,115 |
|
eLong, Inc. sponsored ADR (a) |
893 |
12,565 |
|
Expedia, Inc. |
12,262 |
704,575 |
|
Gaiam, Inc. Class A (a) |
1,930 |
7,817 |
|
Geeknet, Inc. (a) |
449 |
6,519 |
|
Groupon, Inc. Class A (a)(d) |
64,142 |
492,611 |
|
Hollywood Media Corp. (a) |
3,540 |
5,062 |
|
HomeAway, Inc. (a)(d) |
8,039 |
245,833 |
|
HSN, Inc. |
5,374 |
305,727 |
|
Liberty Media Corp.: |
|
|
|
Interactive Series A (a) |
52,702 |
1,183,160 |
|
Series A (a) |
3,561 |
290,471 |
|
MakeMyTrip Ltd. (a)(d) |
4,155 |
53,142 |
|
Mecox Lane Ltd. ADR (a) |
160 |
437 |
|
Netflix, Inc. (a)(d) |
5,479 |
1,239,624 |
|
NutriSystem, Inc. |
3,003 |
27,117 |
|
Overstock.com, Inc. (a)(d) |
2,066 |
53,551 |
|
PetMed Express, Inc. |
1,606 |
21,504 |
|
priceline.com, Inc. (a)(d) |
4,887 |
3,928,806 |
|
Shutterfly, Inc. (a)(d) |
3,440 |
167,666 |
|
TripAdvisor, Inc. (a)(d) |
12,796 |
825,214 |
|
U.S. Auto Parts Network, Inc. (a) |
2,459 |
3,049 |
|
ValueVision Media, Inc. Class A (a)(d) |
5,170 |
26,109 |
|
Vitacost.com, Inc. (a)(d) |
3,923 |
32,090 |
|
|
22,172,841 |
||
Leisure Equipment & Products - 0.4% |
|||
Arctic Cat, Inc. |
1,267 |
59,410 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Leisure Equipment & Products - continued |
|||
Black Diamond, Inc. (a)(d) |
4,678 |
$ 41,962 |
|
Escalade, Inc. |
749 |
4,614 |
|
Hasbro, Inc. |
12,598 |
560,359 |
|
JAKKS Pacific, Inc. |
3,085 |
31,159 |
|
Johnson Outdoors, Inc. Class A (a) |
771 |
19,082 |
|
Mattel, Inc. |
33,008 |
1,477,108 |
|
Smith & Wesson Holding Corp. (a)(d) |
6,189 |
56,382 |
|
Summer Infant, Inc. (a) |
1,750 |
5,723 |
|
|
2,255,799 |
||
Media - 7.1% |
|||
AirMedia Group, Inc. ADR (a) |
3,030 |
5,636 |
|
AMC Networks, Inc. Class A (a) |
5,945 |
380,599 |
|
Beasley Broadcast Group, Inc. Class A |
689 |
5,043 |
|
Bona Film Group Ltd. sponsored ADR (a) |
1,803 |
8,564 |
|
Carmike Cinemas, Inc. (a) |
1,268 |
22,469 |
|
Central European Media Enterprises Ltd. Class A (a)(d) |
9,690 |
32,365 |
|
Charter Communications, Inc. Class A (a)(d) |
9,958 |
1,114,499 |
|
China Yida Holding Co. (a)(d) |
388 |
1,564 |
|
ChinaNet Online Holdings, Inc. (a)(d) |
1,300 |
689 |
|
Comcast Corp.: |
|
|
|
Class A (d) |
218,478 |
8,771,892 |
|
Class A (special) (non-vtg.) |
40,668 |
1,577,918 |
|
Crown Media Holdings, Inc. Class A (a) |
32,822 |
67,285 |
|
CTC Media, Inc. |
16,757 |
200,079 |
|
Cumulus Media, Inc. Class A (a)(d) |
13,687 |
50,779 |
|
Daily Journal Corp. (a) |
220 |
24,794 |
|
Digital Generation, Inc. (a) |
2,630 |
18,384 |
|
DIRECTV (a) |
56,295 |
3,441,313 |
|
Discovery Communications, Inc. (a)(d) |
14,508 |
1,144,101 |
|
Discovery Communications, Inc.: |
|
|
|
Class B (a) |
715 |
56,285 |
|
Class C (non-vtg.) (a) |
8,490 |
594,045 |
|
DISH Network Corp. Class A |
21,180 |
816,277 |
|
DreamWorks Animation SKG, Inc. Class A (a) |
8,372 |
183,682 |
|
Emmis Communications Corp. Class A (a) |
2,486 |
4,127 |
|
Fisher Communications, Inc. |
802 |
32,970 |
|
Global Sources Ltd. (a) |
3,344 |
22,773 |
|
Harris Interactive, Inc. (a) |
4,199 |
7,768 |
|
Insignia Systems, Inc. (a) |
738 |
1,469 |
|
Lamar Advertising Co. Class A (a) |
7,912 |
369,728 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Media - continued |
|||
Liberty Global, Inc.: |
|
|
|
Class A (a)(d) |
14,138 |
$ 1,041,971 |
|
Class B (a) |
247 |
16,991 |
|
Class C (a) |
10,878 |
747,210 |
|
Liberty Media Corp. Class A (a) |
11,443 |
1,428,773 |
|
Loral Space & Communications Ltd. |
2,333 |
140,493 |
|
MDC Partners, Inc. Class A (sub. vtg.) |
2,702 |
47,636 |
|
Morningstar, Inc. |
5,112 |
351,603 |
|
National CineMedia, Inc. |
3,661 |
60,809 |
|
Navarre Corp. (a) |
2,626 |
6,197 |
|
News Corp.: |
|
|
|
Class A |
139,617 |
4,483,102 |
|
Class B |
87,914 |
2,834,347 |
|
Nexstar Broadcasting Group, Inc. Class A |
1,166 |
32,648 |
|
Radio One, Inc. Class D (non-vtg.) (a) |
3,233 |
7,533 |
|
ReachLocal, Inc. (a)(d) |
2,733 |
37,989 |
|
Reading International, Inc. Class A (a) |
2,789 |
16,957 |
|
Rentrak Corp. (a) |
996 |
23,047 |
|
RLJ Entertainment, Inc. (a) |
120 |
449 |
|
RRSat Global Communications Network Ltd. |
1,296 |
10,860 |
|
Salem Communications Corp. Class A |
2,027 |
15,121 |
|
Scholastic Corp. (d) |
3,140 |
94,954 |
|
Sinclair Broadcast Group, Inc. Class A |
7,200 |
194,616 |
|
Sirius XM Radio, Inc. |
639,157 |
2,224,266 |
|
Spanish Broadcasting System, Inc. Class A (a) |
311 |
1,288 |
|
Starz - Liberty Capital Series A (a)(d) |
12,373 |
285,569 |
|
The Madison Square Garden Co. Class A (a) |
6,384 |
373,656 |
|
Value Line, Inc. |
658 |
5,975 |
|
Viacom, Inc.: |
|
|
|
Class A |
2,824 |
189,490 |
|
Class B (non-vtg.) |
45,721 |
3,012,557 |
|
Virgin Media, Inc. |
26,031 |
1,292,699 |
|
VisionChina Media, Inc. ADR (a) |
267 |
609 |
|
WPP PLC ADR |
1,128 |
95,959 |
|
|
38,032,471 |
||
Multiline Retail - 0.3% |
|||
Dollar Tree, Inc. (a) |
22,318 |
1,072,157 |
|
Fred's, Inc. Class A |
3,106 |
49,261 |
|
Gordmans Stores, Inc. (a) |
2,098 |
26,875 |
|
Sears Holdings Corp. (a)(d) |
10,388 |
507,246 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Multiline Retail - continued |
|||
The Bon-Ton Stores, Inc. |
1,410 |
$ 30,019 |
|
Tuesday Morning Corp. (a) |
4,055 |
36,130 |
|
|
1,721,688 |
||
Specialty Retail - 2.0% |
|||
America's Car Mart, Inc. (a) |
822 |
37,064 |
|
Ascena Retail Group, Inc. (a) |
16,070 |
326,703 |
|
bebe stores, Inc. |
8,147 |
44,483 |
|
Bed Bath & Beyond, Inc. (a)(d) |
22,106 |
1,508,735 |
|
Big 5 Sporting Goods Corp. |
1,981 |
39,640 |
|
Body Central Corp. (a) |
1,200 |
14,748 |
|
Books-A-Million, Inc. (a)(d) |
1,634 |
4,918 |
|
Cache, Inc. (a) |
659 |
2,774 |
|
Citi Trends, Inc. (a) |
1,148 |
15,200 |
|
Coldwater Creek, Inc. (a)(d) |
1,716 |
6,332 |
|
Conn's, Inc. (a)(d) |
3,311 |
163,001 |
|
Destination Maternity Corp. |
1,585 |
39,482 |
|
Destination XL Group, Inc. (a)(d) |
4,191 |
20,787 |
|
Finish Line, Inc. Class A |
5,933 |
124,949 |
|
Five Below, Inc. (d) |
5,654 |
216,209 |
|
Francescas Holdings Corp. (a) |
4,186 |
119,510 |
|
Hastings Entertainment, Inc. |
1,374 |
4,191 |
|
Hibbett Sports, Inc. (a)(d) |
2,734 |
155,920 |
|
Hot Topic, Inc. (d) |
3,405 |
47,636 |
|
Jos. A. Bank Clothiers, Inc. (a)(d) |
3,035 |
136,363 |
|
Kirkland's, Inc. (a) |
1,743 |
26,075 |
|
Mattress Firm Holding Corp. (a)(d) |
3,253 |
116,978 |
|
Monro Muffler Brake, Inc. |
3,614 |
169,930 |
|
O'Reilly Automotive, Inc. (a) |
10,755 |
1,171,327 |
|
Orchard Supply Hardware Stores Corp. Class A (a)(d) |
370 |
877 |
|
Pacific Sunwear of California, Inc. (a) |
6,909 |
22,731 |
|
Perfumania Holdings, Inc. (a) |
1,858 |
10,925 |
|
PetSmart, Inc. (d) |
10,666 |
719,955 |
|
Rent-A-Center, Inc. (d) |
5,975 |
218,566 |
|
Ross Stores, Inc. |
21,722 |
1,396,725 |
|
rue21, Inc. (a) |
2,293 |
96,283 |
|
Sears Hometown & Outlet Stores, Inc. (a) |
2,200 |
122,364 |
|
Select Comfort Corp. (a)(d) |
5,898 |
130,877 |
|
Shoe Carnival, Inc. |
1,800 |
43,704 |
|
Staples, Inc. (d) |
65,975 |
989,625 |
|
Stein Mart, Inc. |
3,807 |
49,225 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - continued |
|||
Specialty Retail - continued |
|||
The Children's Place Retail Stores, Inc. (a)(d) |
2,146 |
$ 114,446 |
|
Tile Shop Holdings, Inc. (a) |
4,954 |
126,822 |
|
Tractor Supply Co. |
6,838 |
765,719 |
|
Trans World Entertainment Corp. |
1,445 |
6,806 |
|
Ulta Salon, Cosmetics & Fragrance, Inc. (d) |
6,306 |
572,333 |
|
Urban Outfitters, Inc. (a) |
14,397 |
603,666 |
|
West Marine, Inc. (a) |
2,166 |
25,082 |
|
Wet Seal, Inc. Class A (a) |
7,436 |
36,883 |
|
Winmark Corp. |
446 |
26,657 |
|
Zumiez, Inc. (a)(d) |
3,571 |
113,629 |
|
|
10,706,855 |
||
Textiles, Apparel & Luxury Goods - 0.6% |
|||
Cherokee, Inc. |
881 |
11,911 |
|
Columbia Sportswear Co. |
3,598 |
216,672 |
|
Crocs, Inc. (a) |
9,159 |
161,565 |
|
Deckers Outdoor Corp. (a) |
3,656 |
196,254 |
|
Exceed Co. Ltd. (a) |
1,935 |
2,419 |
|
Fossil, Inc. (a) |
5,759 |
611,606 |
|
G-III Apparel Group Ltd. (a)(d) |
1,887 |
79,462 |
|
Iconix Brand Group, Inc. (a)(d) |
6,536 |
196,668 |
|
Joe's Jeans, Inc. (a) |
4,434 |
7,626 |
|
Kingold Jewelry, Inc. (a)(d) |
5,932 |
7,356 |
|
LJ International, Inc. (a) |
2,378 |
4,685 |
|
lululemon athletica, Inc. (a)(d) |
11,089 |
862,835 |
|
Perry Ellis International, Inc. |
1,343 |
28,351 |
|
R.G. Barry Corp. |
1,275 |
18,271 |
|
Rocky Brands, Inc. |
397 |
5,804 |
|
Steven Madden Ltd. (a) |
4,431 |
214,904 |
|
Superior Uniform Group, Inc. |
90 |
1,043 |
|
Tandy Brands Accessories, Inc. (a) |
905 |
543 |
|
True Religion Apparel, Inc. |
2,372 |
75,524 |
|
Vera Bradley, Inc. (a)(d) |
4,144 |
97,384 |
|
|
2,800,883 |
||
TOTAL CONSUMER DISCRETIONARY |
96,574,888 |
||
CONSUMER STAPLES - 3.9% |
|||
Beverages - 0.2% |
|||
Coca-Cola Bottling Co. CONSOLIDATED |
844 |
50,463 |
|
Craft Brew Alliance, Inc. (a) |
6,177 |
46,822 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER STAPLES - continued |
|||
Beverages - continued |
|||
MGP Ingredients, Inc. |
1,799 |
$ 9,625 |
|
Monster Beverage Corp. (a) |
16,317 |
890,745 |
|
National Beverage Corp. |
5,140 |
84,450 |
|
Primo Water Corp. (a) |
1,600 |
2,672 |
|
|
1,084,777 |
||
Food & Staples Retailing - 1.5% |
|||
Andersons, Inc. |
2,027 |
103,255 |
|
Arden Group, Inc. Class A |
231 |
24,615 |
|
Casey's General Stores, Inc. (d) |
4,025 |
244,559 |
|
Chefs' Warehouse Holdings (a)(d) |
2,181 |
41,177 |
|
China Jo-Jo Drugstores, Inc. (a) |
1,100 |
693 |
|
Costco Wholesale Corp. |
42,677 |
4,680,387 |
|
Fresh Market, Inc. (a)(d) |
5,000 |
247,700 |
|
G Willi-Food International Ltd. (a) |
177 |
1,209 |
|
Ingles Markets, Inc. Class A |
1,211 |
26,666 |
|
Nash-Finch Co. |
1,029 |
22,360 |
|
PriceSmart, Inc. (d) |
3,193 |
269,585 |
|
QKL Stores, Inc. (a) |
137 |
567 |
|
Spartan Stores, Inc. |
1,954 |
34,723 |
|
The Pantry, Inc. (a) |
2,076 |
25,971 |
|
United Natural Foods, Inc. (a) |
4,895 |
259,043 |
|
Village Super Market, Inc. Class A |
1,257 |
47,012 |
|
Whole Foods Market, Inc. (d) |
36,384 |
1,886,874 |
|
|
7,916,396 |
||
Food Products - 2.1% |
|||
Alico, Inc. |
753 |
34,751 |
|
Boulder Brands, Inc. (a)(d) |
5,745 |
60,265 |
|
Bridgford Foods Corp. |
433 |
3,377 |
|
Cal-Maine Foods, Inc. |
2,345 |
104,915 |
|
Calavo Growers, Inc. |
1,103 |
32,770 |
|
Diamond Foods, Inc. (a) |
2,254 |
34,960 |
|
Farmer Brothers Co. (a) |
1,539 |
21,623 |
|
Green Mountain Coffee Roasters, Inc. (a)(d) |
14,553 |
1,064,261 |
|
Griffin Land & Nurseries, Inc. |
515 |
15,337 |
|
Hain Celestial Group, Inc. (a)(d) |
4,643 |
309,317 |
|
Inventure Foods, Inc. (a) |
1,520 |
11,430 |
|
J&J Snack Foods Corp. |
1,993 |
151,269 |
|
John B. Sanfilippo & Son, Inc. |
641 |
12,416 |
|
Kraft Foods Group, Inc. |
57,934 |
3,193,901 |
|
Lancaster Colony Corp. |
3,007 |
247,987 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER STAPLES - continued |
|||
Food Products - continued |
|||
Le Gaga Holdings Ltd. ADR (a)(d) |
950 |
$ 3,553 |
|
Lifeway Foods, Inc. |
1,830 |
32,043 |
|
Limoneira Co. (d) |
1,164 |
22,617 |
|
Mondelez International, Inc. |
174,218 |
5,132,462 |
|
Origin Agritech Ltd. (a) |
2,765 |
4,258 |
|
Pilgrims Pride Corp. (a) |
27,321 |
326,759 |
|
Sanderson Farms, Inc. |
2,148 |
148,040 |
|
Seneca Foods Corp. Class A (a) |
1,052 |
33,611 |
|
SkyPeople Fruit Juice, Inc. (a) |
1,700 |
3,655 |
|
Snyders-Lance, Inc. |
7,344 |
190,356 |
|
SunOpta, Inc. (a) |
8,249 |
64,687 |
|
Zhongpin, Inc. (a)(d) |
3,594 |
47,692 |
|
|
11,308,312 |
||
Household Products - 0.0% |
|||
Central Garden & Pet Co. Class A (non-vtg.) (a) |
5,332 |
40,470 |
|
WD-40 Co. |
1,986 |
107,721 |
|
|
148,191 |
||
Personal Products - 0.1% |
|||
Elizabeth Arden, Inc. (a)(d) |
3,272 |
154,111 |
|
Inter Parfums, Inc. |
4,023 |
120,610 |
|
LifeVantage Corp. (a) |
10,300 |
22,660 |
|
Mannatech, Inc. (a) |
170 |
1,700 |
|
Nature's Sunshine Products, Inc. |
1,394 |
21,440 |
|
Neptune Technologies & Bioressources, Inc. (a) |
6,363 |
18,596 |
|
Neptune Technologies & Bioressources, Inc.: |
|
|
|
Class A (d) |
213 |
0 |
|
warrants (a)(d) |
427 |
0 |
|
Nutraceutical International Corp. |
889 |
17,567 |
|
Reliv International, Inc. |
923 |
1,228 |
|
Star Scientific, Inc. (a)(d) |
16,201 |
24,139 |
|
Synutra International, Inc. (a) |
5,975 |
28,083 |
|
The Female Health Co. (d) |
3,903 |
36,337 |
|
United-Guardian, Inc. |
81 |
2,102 |
|
|
448,573 |
||
TOTAL CONSUMER STAPLES |
20,906,249 |
||
ENERGY - 1.3% |
|||
Energy Equipment & Services - 0.2% |
|||
Bolt Technology Corp. |
1,828 |
29,796 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
ENERGY - continued |
|||
Energy Equipment & Services - continued |
|||
Dawson Geophysical Co. (a) |
534 |
$ 19,176 |
|
ENGlobal Corp. (a) |
1,250 |
800 |
|
Exterran Partners LP |
3,740 |
103,635 |
|
Forbes Energy Services Ltd. (a) |
1,723 |
5,807 |
|
Geospace Technologies Corp. (a) |
1,398 |
121,430 |
|
Gulf Island Fabrication, Inc. |
1,159 |
23,910 |
|
Hercules Offshore, Inc. (a) |
18,157 |
125,465 |
|
Lufkin Industries, Inc. |
3,296 |
290,905 |
|
Matrix Service Co. (a) |
1,981 |
32,667 |
|
Mitcham Industries, Inc. (a)(d) |
966 |
15,079 |
|
Ocean Rig UDW, Inc. (United States) (a) |
13,532 |
235,592 |
|
Patterson-UTI Energy, Inc. |
14,636 |
307,502 |
|
PHI, Inc. (non-vtg.) (a) |
1,185 |
41,499 |
|
RigNet, Inc. (a) |
1,200 |
29,928 |
|
Tesco Corp. (a) |
3,830 |
48,871 |
|
TGC Industries, Inc. |
1,383 |
11,659 |
|
|
1,443,721 |
||
Oil, Gas & Consumable Fuels - 1.1% |
|||
Abraxas Petroleum Corp. (a) |
3,109 |
7,244 |
|
Alliance Holdings GP, LP |
6,410 |
408,509 |
|
Alliance Resource Partners LP |
3,897 |
281,675 |
|
Amyris, Inc. (a)(d) |
5,997 |
17,931 |
|
APCO Oil and Gas International, Inc. (a) |
981 |
12,047 |
|
Approach Resources, Inc. (a)(d) |
4,111 |
103,556 |
|
BioFuel Energy Corp. (a)(d) |
1,164 |
4,772 |
|
BreitBurn Energy Partners LP |
8,339 |
154,522 |
|
Calumet Specialty Products Partners LP |
6,296 |
215,008 |
|
Capital Product Partners LP |
5,919 |
54,336 |
|
Carrizo Oil & Gas, Inc. (a)(d) |
3,936 |
100,998 |
|
Ceres, Inc. (a)(d) |
2,501 |
5,402 |
|
Clayton Williams Energy, Inc. (a) |
1,164 |
50,785 |
|
Clean Energy Fuels Corp. (a)(d) |
9,504 |
126,118 |
|
Crimson Exploration, Inc. (a) |
5,112 |
14,723 |
|
Crosstex Energy LP |
8,462 |
162,978 |
|
Crosstex Energy, Inc. |
4,072 |
77,572 |
|
Diamondback Energy, Inc. (d) |
3,400 |
114,818 |
|
Dorchester Minerals LP |
2,982 |
71,866 |
|
Double Eagle Petroleum Co. (a) |
564 |
2,324 |
|
Eagle Rock Energy Partners LP |
14,449 |
122,239 |
|
Energy XXI (Bermuda) Ltd. |
8,067 |
205,951 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
ENERGY - continued |
|||
Oil, Gas & Consumable Fuels - continued |
|||
EV Energy Partners LP |
4,514 |
$ 171,803 |
|
FX Energy, Inc. (a)(d) |
4,499 |
18,401 |
|
Gevo, Inc. (a)(d) |
4,703 |
8,418 |
|
Golar LNG Ltd. (NASDAQ) |
8,215 |
279,310 |
|
Golar LNG Partners LP |
3,659 |
121,918 |
|
Green Plains Renewable Energy, Inc. (a)(d) |
2,634 |
41,802 |
|
Gulfport Energy Corp. (a)(d) |
7,874 |
375,511 |
|
Hallador Energy Co. |
2,945 |
23,236 |
|
Isramco, Inc. (a) |
239 |
23,362 |
|
Ivanhoe Energy, Inc. (a)(d) |
10,891 |
13,446 |
|
James River Coal Co. (a) |
2,824 |
7,314 |
|
KiOR, Inc. Class A (a) |
4,185 |
19,377 |
|
Knightsbridge Tankers Ltd. (d) |
1,852 |
13,038 |
|
L&L Energy, Inc. (a) |
2,643 |
10,678 |
|
Legacy Reserves LP |
5,830 |
154,495 |
|
LINN Energy LLC/LINN Energy Finance Corp. |
23,094 |
759,793 |
|
LinnCo LLC (d) |
3,446 |
125,073 |
|
Magellan Petroleum Corp. (a) |
4,557 |
4,603 |
|
Marine Petroleum Trust |
339 |
5,753 |
|
Martin Midstream Partners LP |
3,139 |
128,887 |
|
Memorial Production Partners LP |
2,474 |
46,536 |
|
Mid-Con Energy Partners LP |
2,281 |
53,193 |
|
Pacific Ethanol, Inc. (a)(d) |
796 |
3,494 |
|
PDC Energy, Inc. (a)(d) |
3,209 |
164,269 |
|
PostRock Energy Corp. (a) |
1,147 |
1,560 |
|
PrimeEnergy Corp. (a) |
333 |
9,937 |
|
Renewable Energy Group, Inc. (a)(d) |
4,128 |
55,852 |
|
Rex Energy Corp. (a)(d) |
5,334 |
88,598 |
|
Rosetta Resources, Inc. (a) |
5,991 |
280,738 |
|
Sino Clean Energy, Inc. rights (a) |
623 |
0 |
|
Solazyme, Inc. (a)(d) |
6,225 |
76,692 |
|
StealthGas, Inc. (a) |
3,775 |
39,902 |
|
Syntroleum Corp. (a) |
705 |
4,808 |
|
Top Ships, Inc. (a) |
189 |
272 |
|
TORM A/S ADR (a) |
34 |
92 |
|
TransGlobe Energy Corp. (a) |
7,931 |
58,445 |
|
Uranium Resources, Inc. (a)(d) |
678 |
2,000 |
|
US Energy Corp. (a) |
3,179 |
5,754 |
|
Vanguard Natural Resources LLC |
6,500 |
182,975 |
|
Verenium Corp. (a) |
1,612 |
3,611 |
|
Warren Resources, Inc. (a) |
6,353 |
18,614 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
ENERGY - continued |
|||
Oil, Gas & Consumable Fuels - continued |
|||
Westmoreland Coal Co. (a) |
1,067 |
$ 12,804 |
|
ZaZa Energy Corp. (a)(d) |
10,467 |
14,654 |
|
Zion Oil & Gas, Inc. (a)(d) |
3,214 |
5,496 |
|
|
5,751,888 |
||
TOTAL ENERGY |
7,195,609 |
||
FINANCIALS - 6.7% |
|||
Capital Markets - 1.0% |
|||
BGC Partners, Inc. Class A |
10,962 |
60,401 |
|
Calamos Asset Management, Inc. Class A |
1,792 |
18,852 |
|
Capital Southwest Corp. |
449 |
61,913 |
|
Carlyle Group LP |
4,400 |
128,304 |
|
CIFI Corp. (a) |
1,822 |
14,011 |
|
Cowen Group, Inc. Class A (a) |
21,595 |
66,729 |
|
Diamond Hill Investment Group, Inc. |
278 |
22,738 |
|
E*TRADE Financial Corp. (a) |
28,963 |
336,840 |
|
FBR & Co. (a) |
1,363 |
32,985 |
|
Financial Engines, Inc. |
4,945 |
213,228 |
|
Gleacher & Co., Inc. (a) |
621 |
8,533 |
|
Harris & Harris Group, Inc. (a) |
3,415 |
11,953 |
|
Horizon Technology Finance Corp. |
560 |
7,851 |
|
ICG Group, Inc. (a)(d) |
3,834 |
42,596 |
|
INTL FCStone, Inc. (a)(d) |
3,647 |
64,734 |
|
LPL Financial |
10,676 |
395,866 |
|
Medallion Financial Corp. |
1,715 |
25,485 |
|
Northern Trust Corp. |
22,978 |
1,336,171 |
|
SEI Investments Co. |
16,877 |
516,605 |
|
Siebert Financial Corp. (a) |
2,067 |
3,101 |
|
T. Rowe Price Group, Inc. |
25,018 |
1,897,865 |
|
U.S. Global Investments, Inc. Class A |
870 |
2,358 |
|
Virtus Investment Partners, Inc. (a) |
760 |
176,214 |
|
WisdomTree Investments, Inc. (a) |
11,977 |
148,994 |
|
|
5,594,327 |
||
Commercial Banks - 2.8% |
|||
1st Source Corp. |
2,125 |
51,446 |
|
1st United Bancorp, Inc. |
2,920 |
18,688 |
|
Access National Corp. |
974 |
12,594 |
|
ACNB Corp. |
1,852 |
31,428 |
|
American National Bankshares, Inc. |
1,283 |
27,828 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Commercial Banks - continued |
|||
American River Bankshares (a) |
684 |
$ 5,684 |
|
Ameris Bancorp (a) |
2,404 |
39,714 |
|
Ames National Corp. |
710 |
14,576 |
|
Arrow Financial Corp. |
1,194 |
29,408 |
|
Associated Banc-Corp. |
15,849 |
244,233 |
|
Auburn National Bancorp., Inc. |
32 |
703 |
|
BancFirst Corp. |
1,957 |
83,877 |
|
Bancorp, Inc., Delaware (a) |
3,061 |
43,987 |
|
Bank of Commerce Holdings |
3,459 |
17,260 |
|
Bank of Kentucky Financial Corp. |
771 |
20,007 |
|
Bank of Marin Bancorp |
628 |
24,467 |
|
Bank of the Ozarks, Inc. (d) |
4,048 |
176,695 |
|
Banner Bank |
1,488 |
47,735 |
|
BBCN Bancorp, Inc. |
9,438 |
121,656 |
|
BCB Bancorp, Inc. |
1,563 |
15,958 |
|
Berkshire Bancorp, Inc. |
1,100 |
8,910 |
|
BNC Bancorp |
1,672 |
18,074 |
|
BOK Financial Corp. |
5,204 |
338,780 |
|
Boston Private Financial Holdings, Inc. |
8,549 |
84,208 |
|
Bridge Bancorp, Inc. |
828 |
17,727 |
|
Bridge Capital Holdings (a) |
1,197 |
18,182 |
|
Bryn Mawr Bank Corp. |
1,221 |
27,692 |
|
BSB Bancorp, Inc. (a) |
800 |
10,912 |
|
C & F Financial Corp. |
186 |
8,928 |
|
Camden National Corp. |
695 |
26,132 |
|
Capital Bank Financial Corp.: |
|
|
|
rights |
910 |
0 |
|
Series A |
3,533 |
63,241 |
|
Capital City Bank Group, Inc. (a)(d) |
1,669 |
19,010 |
|
Cardinal Financial Corp. |
3,902 |
59,076 |
|
Cascade Bancorp (a)(d) |
8,151 |
46,868 |
|
Cathay General Bancorp |
8,818 |
178,917 |
|
Center Bancorp, Inc. |
1,687 |
21,897 |
|
Centerstate Banks of Florida, Inc. |
2,198 |
18,859 |
|
Century Bancorp, Inc. Class A (non-vtg.) |
620 |
22,004 |
|
Chemical Financial Corp. |
3,660 |
95,489 |
|
Chemung Financial Corp. |
187 |
6,265 |
|
Citizens & Northern Corp. |
1,323 |
25,799 |
|
Citizens Holding Co. |
2,908 |
56,153 |
|
City Holding Co. |
1,241 |
49,168 |
|
CNB Financial Corp., Pennsylvania |
1,343 |
22,240 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Commercial Banks - continued |
|||
CoBiz, Inc. |
3,409 |
$ 29,488 |
|
Colony Bankcorp, Inc. (a) |
217 |
1,549 |
|
Columbia Banking Systems, Inc. |
5,117 |
111,755 |
|
Commerce Bancshares, Inc. |
8,620 |
375,142 |
|
Community Trust Bancorp, Inc. |
1,314 |
46,227 |
|
Crescent Financial Bancshares, Inc. (a) |
110 |
460 |
|
CU Bancorp (a) |
2,523 |
37,416 |
|
CVB Financial Corp. (d) |
10,632 |
121,949 |
|
Eagle Bancorp, Inc., Maryland |
2,059 |
46,348 |
|
East West Bancorp, Inc. (d) |
13,517 |
356,038 |
|
Eastern Virginia Bankshares, Inc. (a) |
469 |
2,486 |
|
Eastern Virginia Bankshares, Inc. rights (a) |
469 |
64 |
|
Enterprise Bancorp, Inc. |
972 |
16,087 |
|
Enterprise Financial Services Corp. |
1,516 |
23,149 |
|
Farmers Capital Bank Corp. (a) |
684 |
14,665 |
|
Farmers National Banc Corp. |
3,366 |
21,172 |
|
Fidelity Southern Corp. |
1,390 |
17,834 |
|
Fifth Third Bancorp |
84,875 |
1,544,725 |
|
Financial Institutions, Inc. |
990 |
19,315 |
|
First Bancorp, North Carolina |
1,220 |
17,385 |
|
First Busey Corp. |
7,187 |
31,479 |
|
First California Financial Group, Inc. (a) |
3,569 |
30,337 |
|
First Citizen Bancshares, Inc. |
994 |
196,086 |
|
First Community Bancshares, Inc. |
2,372 |
36,126 |
|
First Connecticut Bancorp, Inc. |
1,300 |
18,512 |
|
First Financial Bancorp, Ohio |
5,246 |
80,841 |
|
First Financial Bankshares, Inc. (d) |
3,550 |
195,250 |
|
First Financial Corp., Indiana |
1,005 |
30,904 |
|
First Financial Holdings, Inc. |
1,653 |
34,829 |
|
First Financial Service Corp. (a) |
413 |
1,433 |
|
First Interstate Bancsystem, Inc. |
1,287 |
25,470 |
|
First Merchants Corp. |
2,657 |
44,000 |
|
First Midwest Bancorp, Inc., Delaware |
7,182 |
94,515 |
|
First NBC Bank Holding Co. |
1,615 |
40,569 |
|
First Niagara Financial Group, Inc. |
34,984 |
341,794 |
|
First of Long Island Corp. |
928 |
29,167 |
|
First Security Group, Inc. (a) |
57 |
242 |
|
First Security Group, Inc. rights (a) |
57 |
314 |
|
First South Bancorp, Inc., Virginia (a) |
619 |
4,073 |
|
First United Corp. (a) |
493 |
3,668 |
|
Firstbank Corp., Michigan |
3,229 |
43,753 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Commercial Banks - continued |
|||
FirstMerit Corp. |
16,273 |
$ 307,072 |
|
FNB United Corp. (a)(d) |
2,207 |
18,804 |
|
Fulton Financial Corp. |
20,369 |
234,040 |
|
German American Bancorp, Inc. |
1,177 |
25,729 |
|
Glacier Bancorp, Inc. |
8,302 |
161,391 |
|
Great Southern Bancorp, Inc. |
2,013 |
54,170 |
|
Grupo Financiero Galicia SA sponsored ADR (a)(d) |
3,399 |
18,796 |
|
Guaranty Bancorp |
1,586 |
17,129 |
|
Hampton Roads Bankshares, Inc. (a)(d) |
14,778 |
19,211 |
|
Hancock Holding Co. |
8,935 |
255,094 |
|
Hanmi Financial Corp. (a) |
3,531 |
55,578 |
|
Hawthorn Bancshares, Inc. |
603 |
7,176 |
|
Heartland Financial USA, Inc. |
1,458 |
39,716 |
|
Heritage Commerce Corp. (a) |
2,406 |
16,241 |
|
Heritage Financial Corp., Washington |
1,562 |
21,571 |
|
Heritage Oaks Bancorp (a) |
5,290 |
31,317 |
|
Home Bancshares, Inc. |
3,451 |
145,287 |
|
HomeTrust Bancshares, Inc. |
1,926 |
31,298 |
|
Horizon Bancorp Industries |
771 |
15,096 |
|
Huntington Bancshares, Inc. |
79,765 |
618,179 |
|
IBERIABANK Corp. |
3,244 |
167,196 |
|
Independent Bank Corp. (a) |
135 |
857 |
|
Independent Bank Corp., Massachusetts (d) |
2,646 |
87,186 |
|
Independent Bank Group, Inc. |
1,120 |
31,808 |
|
International Bancshares Corp. |
6,421 |
139,849 |
|
Intervest Bancshares Corp. Class A (a) |
2,142 |
13,923 |
|
Investors Bancorp, Inc. |
11,593 |
229,310 |
|
Lakeland Bancorp, Inc. (d) |
4,347 |
43,079 |
|
Lakeland Financial Corp. |
1,444 |
39,826 |
|
LCNB Corp. |
72 |
1,343 |
|
LNB Bancorp, Inc. |
836 |
7,917 |
|
Macatawa Bank Corp. (a) |
1,576 |
8,668 |
|
MainSource Financial Group, Inc. |
1,798 |
24,992 |
|
MB Financial, Inc. |
5,568 |
142,040 |
|
MBT Financial Corp. (a) |
578 |
2,220 |
|
Mercantile Bank Corp. |
1,976 |
33,177 |
|
Merchants Bancshares, Inc. |
610 |
17,306 |
|
Metro Bancorp, Inc. (a) |
1,268 |
24,485 |
|
Metrocorp Bancshares, Inc. (a) |
1,279 |
12,509 |
|
Middleburg Financial Corp. |
1,778 |
33,871 |
|
MidWestOne Financial Group, Inc. |
1,033 |
24,482 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Commercial Banks - continued |
|||
National Bankshares, Inc. |
744 |
$ 24,842 |
|
National Penn Bancshares, Inc. |
17,248 |
170,410 |
|
NBT Bancorp, Inc. |
3,796 |
75,464 |
|
NewBridge Bancorp (a) |
1,464 |
8,696 |
|
North Valley Bancorp (a) |
616 |
11,008 |
|
Northeast Bancorp |
1,292 |
12,597 |
|
Northrim Bancorp, Inc. |
787 |
17,526 |
|
Norwood Financial Corp. |
895 |
27,969 |
|
OBA Financial Services, Inc. (a) |
155 |
2,838 |
|
Ohio Valley Banc Corp. |
2,509 |
51,309 |
|
Old Point Financial Corp. |
453 |
5,966 |
|
Old Second Bancorp, Inc. (a) |
929 |
5,305 |
|
OmniAmerican Bancorp, Inc. (a) |
1,053 |
23,450 |
|
Orrstown Financial Services, Inc. (a) |
901 |
14,236 |
|
Pacific Continental Corp. |
1,605 |
17,976 |
|
Pacific Mercantile Bancorp (a) |
1,383 |
7,662 |
|
Pacific Premier Bancorp, Inc. (a) |
1,446 |
17,077 |
|
PacWest Bancorp |
4,057 |
116,963 |
|
Park Sterling Corp. (a) |
4,301 |
25,161 |
|
Patriot National Bancorp, Inc. (a) |
2,549 |
3,441 |
|
Peapack-Gladstone Financial Corp. |
1,047 |
16,061 |
|
Penns Woods Bancorp, Inc. |
598 |
24,273 |
|
Peoples Bancorp, Inc. |
991 |
19,860 |
|
Pinnacle Financial Partners, Inc. (a)(d) |
3,472 |
87,147 |
|
Popular, Inc. (a) |
9,825 |
294,750 |
|
Porter Bancorp, Inc. (a) |
520 |
437 |
|
Preferred Bank, Los Angeles (a) |
1,901 |
30,739 |
|
PrivateBancorp, Inc. |
7,788 |
150,776 |
|
Renasant Corp. (d) |
3,552 |
84,644 |
|
Republic Bancorp, Inc., Kentucky Class A (d) |
1,696 |
40,382 |
|
Republic First Bancorp, Inc. (a) |
1,871 |
5,763 |
|
Royal Bancshares of Pennsylvania, Inc. Class A (a) |
504 |
756 |
|
S&T Bancorp, Inc. |
4,187 |
80,977 |
|
S.Y. Bancorp, Inc. |
1,269 |
30,583 |
|
Sandy Spring Bancorp, Inc. |
3,605 |
77,219 |
|
SB Financial Group, Inc. |
723 |
6,080 |
|
SCBT Financial Corp. |
1,755 |
87,838 |
|
Seacoast Banking Corp., Florida (a) |
10,180 |
21,480 |
|
Shore Bancshares, Inc. (a) |
765 |
5,585 |
|
Sierra Bancorp |
1,527 |
20,935 |
|
Signature Bank (a)(d) |
4,718 |
364,135 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Commercial Banks - continued |
|||
Simmons First National Corp. Class A |
1,418 |
$ 36,485 |
|
Southcoast Financial Corp. |
776 |
4,198 |
|
Southern National Bancorp of Virginia, Inc. |
6,418 |
65,785 |
|
Southside Bancshares, Inc. |
1,529 |
34,617 |
|
Southwest Bancorp, Inc., Oklahoma (a) |
1,648 |
22,017 |
|
State Bank Financial Corp. |
3,324 |
51,422 |
|
StellarOne Corp. |
1,819 |
28,467 |
|
Sterling Financial Corp. |
7,158 |
161,914 |
|
Suffolk Bancorp (a) |
1,100 |
16,566 |
|
Summit Financial Group, Inc. (a) |
583 |
4,676 |
|
Sun Bancorp, Inc., New Jersey (a) |
13,515 |
41,626 |
|
Susquehanna Bancshares, Inc. |
18,440 |
221,464 |
|
SVB Financial Group (a) |
4,473 |
346,165 |
|
Taylor Capital Group, Inc. (a)(d) |
2,397 |
39,814 |
|
Texas Capital Bancshares, Inc. (a)(d) |
3,893 |
171,915 |
|
The First Bancorp, Inc. |
846 |
13,485 |
|
TowneBank (d) |
2,694 |
39,171 |
|
Trico Bancshares |
1,437 |
28,683 |
|
Trustmark Corp. |
6,219 |
158,522 |
|
UMB Financial Corp. |
3,930 |
208,644 |
|
Umpqua Holdings Corp. |
12,607 |
170,447 |
|
Union Bankshares, Inc. |
244 |
5,244 |
|
Union First Market Bankshares Corp. |
3,797 |
76,016 |
|
United Bankshares, Inc., West Virginia |
4,749 |
123,521 |
|
United Community Banks, Inc., Georgia (a) |
4,318 |
51,168 |
|
United Security Bancshares, Inc. (a) |
450 |
3,879 |
|
United Security Bancshares, California |
1,063 |
4,550 |
|
Univest Corp. of Pennsylvania |
1,663 |
29,784 |
|
Virginia Commerce Bancorp, Inc. (a) |
3,098 |
42,133 |
|
Washington Banking Co., Oak Harbor |
1,292 |
17,623 |
|
Washington Trust Bancorp, Inc. |
1,289 |
35,937 |
|
WesBanco, Inc. |
2,535 |
63,502 |
|
West Bancorp., Inc. |
1,654 |
19,153 |
|
Westamerica Bancorp. |
2,278 |
102,578 |
|
Wilshire Bancorp, Inc. |
3,320 |
21,912 |
|
Wintrust Financial Corp. (d) |
3,578 |
135,034 |
|
Yadkin Financial Corp. (a) |
222 |
2,782 |
|
Zions Bancorporation |
17,509 |
491,127 |
|
|
14,720,372 |
||
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Consumer Finance - 0.4% |
|||
Asset Acceptance Capital Corp. (a) |
2,070 |
$ 14,055 |
|
Asta Funding, Inc. |
1,124 |
10,330 |
|
Atlanticus Holdings Corp. (a) |
2,291 |
8,958 |
|
Consumer Portfolio Services, Inc. (a) |
1,184 |
9,200 |
|
Credit Acceptance Corp. (a) |
2,385 |
271,556 |
|
DFC Global Corp. (a)(d) |
4,082 |
60,822 |
|
Encore Capital Group, Inc. (a)(d) |
2,247 |
80,150 |
|
EZCORP, Inc. (non-vtg.) Class A (a) |
4,598 |
87,960 |
|
First Cash Financial Services, Inc. (a)(d) |
3,005 |
161,699 |
|
Netspend Holdings, Inc. (a) |
6,992 |
111,942 |
|
Nicholas Financial, Inc. |
402 |
5,966 |
|
Portfolio Recovery Associates, Inc. (a) |
1,702 |
259,164 |
|
QC Holdings, Inc. |
1,821 |
5,481 |
|
SLM Corp. |
45,123 |
1,071,220 |
|
World Acceptance Corp. (a) |
1,274 |
117,667 |
|
|
2,276,170 |
||
Diversified Financial Services - 0.7% |
|||
BGS Acquisition Corp. (a) |
1,035 |
10,340 |
|
California First National Bancorp |
901 |
14,839 |
|
CBOE Holdings, Inc. |
7,578 |
304,181 |
|
CME Group, Inc. |
32,711 |
2,222,058 |
|
Interactive Brokers Group, Inc. |
4,321 |
68,142 |
|
Life Partners Holdings, Inc. |
1,553 |
5,653 |
|
MarketAxess Holdings, Inc. |
3,955 |
171,489 |
|
Marlin Business Services Corp. |
1,512 |
35,351 |
|
MicroFinancial, Inc. |
4,210 |
30,523 |
|
NewStar Financial, Inc. (a)(d) |
4,899 |
62,707 |
|
PICO Holdings, Inc. (a) |
2,275 |
51,392 |
|
Resource America, Inc. Class A |
1,085 |
10,427 |
|
The NASDAQ Stock Market, Inc. |
15,909 |
500,497 |
|
Universal Business Payment Solutions Acquisition Corp. (a) |
3,116 |
8,725 |
|
|
3,496,324 |
||
Insurance - 0.7% |
|||
American National Insurance Co. |
2,732 |
272,872 |
|
Amerisafe, Inc. |
1,905 |
64,637 |
|
Amtrust Financial Services, Inc. (d) |
6,435 |
212,548 |
|
Arch Capital Group Ltd. (a)(d) |
13,265 |
679,301 |
|
Argo Group International Holdings, Ltd. |
3,054 |
120,969 |
|
Baldwin & Lyons, Inc. Class B |
1,289 |
30,536 |
|
Cincinnati Financial Corp. |
15,030 |
711,520 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Insurance - continued |
|||
CNinsure, Inc. ADR (a) |
2,816 |
$ 17,375 |
|
Donegal Group, Inc. Class A |
2,616 |
38,717 |
|
Eastern Insurance Holdings, Inc. |
468 |
8,625 |
|
eHealth, Inc. (a)(d) |
1,626 |
40,032 |
|
EMC Insurance Group |
1,487 |
41,235 |
|
Enstar Group Ltd. (a) |
1,357 |
171,348 |
|
Erie Indemnity Co. Class A |
4,903 |
372,187 |
|
Federated National Holding Co. |
878 |
7,902 |
|
Global Indemnity PLC (a) |
1,582 |
35,848 |
|
Greenlight Capital Re, Ltd. (a) |
3,753 |
90,785 |
|
Hallmark Financial Services, Inc. (a) |
1,598 |
14,526 |
|
Infinity Property & Casualty Corp. |
1,255 |
72,476 |
|
Investors Title Co. |
130 |
9,313 |
|
Kansas City Life Insurance Co. |
1,480 |
56,062 |
|
Maiden Holdings Ltd. |
7,077 |
75,582 |
|
National Interstate Corp. |
1,751 |
50,797 |
|
National Western Life Insurance Co. Class A |
391 |
76,632 |
|
Navigators Group, Inc. (a) |
1,545 |
90,104 |
|
Safety Insurance Group, Inc. |
1,894 |
99,170 |
|
Selective Insurance Group, Inc. |
5,832 |
138,393 |
|
State Auto Financial Corp. |
4,148 |
75,742 |
|
Tower Group International Ltd. |
4,083 |
78,924 |
|
United Fire Group, Inc. |
2,926 |
78,563 |
|
|
3,832,721 |
||
Real Estate Investment Trusts - 0.3% |
|||
American Capital Agency Corp. |
38,329 |
988,888 |
|
American Capital Mortgage Investment Corp. |
5,608 |
118,161 |
|
American Realty Capital Properties, Inc. |
15,626 |
237,828 |
|
CyrusOne, Inc. |
1,950 |
42,276 |
|
Gladstone Commercial Corp. |
1,389 |
27,141 |
|
Gyrodyne Co. of America, Inc. |
286 |
20,921 |
|
New York Mortgage Trust, Inc. |
5,700 |
38,532 |
|
Potlatch Corp. |
3,907 |
177,495 |
|
Retail Opportunity Investments Corp. |
4,678 |
65,679 |
|
Sabra Health Care REIT, Inc. |
4,057 |
109,742 |
|
|
1,826,663 |
||
Real Estate Management & Development - 0.1% |
|||
Altisource Portfolio Solutions SA (d) |
2,481 |
233,884 |
|
AV Homes, Inc. (a) |
1,147 |
15,186 |
|
China HGS Real Estate, Inc. (a)(d) |
4,000 |
38,640 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Real Estate Management & Development - continued |
|||
China Housing & Land Development, Inc. (a)(d) |
4,266 |
$ 8,617 |
|
Cresud S.A.C.I.F. y A. sponsored ADR (a) |
4,719 |
38,177 |
|
Elbit Imaging Ltd. (a) |
2,178 |
4,770 |
|
FirstService Corp. (sub. vtg.) |
2,970 |
94,536 |
|
Stratus Properties, Inc. (a) |
1,162 |
17,941 |
|
ZipRealty, Inc. (a) |
624 |
1,778 |
|
|
453,529 |
||
Thrifts & Mortgage Finance - 0.7% |
|||
America First Tax Exempt Investors LP |
2,764 |
19,182 |
|
ASB Bancorp, Inc. (a) |
402 |
6,750 |
|
Atlantic Coast Financial Corp. (a) |
130 |
651 |
|
Bank Mutual Corp. |
4,433 |
25,268 |
|
BankFinancial Corp. |
781 |
6,232 |
|
Beneficial Mutual Bancorp, Inc. (a) |
9,312 |
79,618 |
|
BofI Holding, Inc. (a) |
1,341 |
62,786 |
|
Brookline Bancorp, Inc., Delaware |
6,005 |
50,922 |
|
Camco Financial Corp. (a) |
727 |
2,457 |
|
Cape Bancorp, Inc. |
2,034 |
19,059 |
|
Capitol Federal Financial, Inc. |
11,769 |
139,698 |
|
CFS Bancorp, Inc. |
2,034 |
21,255 |
|
Charter Financial Corp. |
1,995 |
19,950 |
|
Cheviot Financial Corp. |
3,308 |
37,810 |
|
Chicopee Bancorp, Inc. |
629 |
10,932 |
|
Clifton Savings Bancorp, Inc. |
1,864 |
22,107 |
|
Dime Community Bancshares, Inc. |
2,984 |
42,999 |
|
ESB Financial Corp. |
1,795 |
22,527 |
|
ESSA Bancorp, Inc. |
1,042 |
11,399 |
|
First Defiance Financial Corp. |
1,088 |
23,892 |
|
First Federal Bancshares of Arkansas, Inc. (a) |
1,752 |
17,082 |
|
First Financial Northwest, Inc. |
1,666 |
16,560 |
|
First PacTrust Bancorp, Inc. |
542 |
7,138 |
|
Flushing Financial Corp. |
4,303 |
67,256 |
|
Fox Chase Bancorp, Inc. |
3,841 |
63,645 |
|
Franklin Financial Corp./VA |
1,350 |
24,489 |
|
Greene County Bancorp, Inc. |
20 |
423 |
|
Heritage Financial Group, Inc. |
1,347 |
19,249 |
|
Hingham Institution for Savings |
1,006 |
64,112 |
|
HMN Financial, Inc. (a) |
448 |
3,293 |
|
Home Bancorp, Inc. (a) |
1,999 |
35,022 |
|
Home Federal Bancorp, Inc. |
1,430 |
17,432 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Thrifts & Mortgage Finance - continued |
|||
Home Loan Servicing Solutions Ltd. |
5,901 |
$ 134,779 |
|
HomeStreet, Inc. |
1,706 |
38,999 |
|
HopFed Bancorp, Inc. |
199 |
2,151 |
|
Hudson City Bancorp, Inc. |
49,291 |
418,974 |
|
Kearny Financial Corp. (a) |
9,382 |
92,882 |
|
LSB Financial Corp. |
136 |
3,078 |
|
Meridian Interstate Bancorp, Inc. (a) |
2,072 |
37,317 |
|
Meta Financial Group, Inc. |
1,629 |
43,820 |
|
MutualFirst Financial, Inc. |
1,656 |
25,569 |
|
NASB Financial, Inc. (a)(d) |
741 |
18,162 |
|
New Hampshire Thrift Bancshare |
70 |
919 |
|
Northeast Community Bancorp, Inc. |
696 |
4,315 |
|
Northfield Bancorp, Inc. |
4,884 |
55,971 |
|
Northwest Bancshares, Inc. |
10,985 |
136,214 |
|
Ocean Shore Holding Co. |
4,265 |
59,497 |
|
OceanFirst Financial Corp. |
1,772 |
24,542 |
|
Oconee Federal Financial Corp. |
27 |
416 |
|
Oneida Financial Corp. |
115 |
1,542 |
|
Oritani Financial Corp. |
4,328 |
66,348 |
|
People's United Financial, Inc. (d) |
30,151 |
414,878 |
|
Provident Financial Holdings, Inc. |
1,514 |
23,043 |
|
Prudential Bancorp, Inc. of Pennsylvania (a) |
1,172 |
10,196 |
|
Pulaski Financial Corp. |
1,793 |
18,432 |
|
PVF Capital Corp. (a) |
1,421 |
5,457 |
|
Riverview Bancorp, Inc. (a) |
4,177 |
9,941 |
|
Rockville Financial, Inc. |
3,776 |
49,239 |
|
Roma Financial Corp. |
2,638 |
44,978 |
|
Severn Bancorp, Inc. (a) |
677 |
3,283 |
|
SI Financial Group, Inc. |
395 |
4,140 |
|
Simplicity Bancorp, Inc. |
1,220 |
17,141 |
|
Southern Missouri Bancorp, Inc. |
2,465 |
63,745 |
|
Territorial Bancorp, Inc. |
974 |
22,538 |
|
TFS Financial Corp. (a) |
33,039 |
362,768 |
|
Tree.com, Inc. |
969 |
19,099 |
|
Trustco Bank Corp., New York |
11,125 |
62,189 |
|
United Community Financial Corp. (a) |
1,934 |
7,910 |
|
United Community Financial Corp. rights (a) |
1,934 |
143 |
|
United Financial Bancorp, Inc. |
1,560 |
23,821 |
|
ViewPoint Financial Group |
4,717 |
89,293 |
|
Washington Federal, Inc. |
10,675 |
186,706 |
|
Waterstone Financial, Inc. (a) |
3,109 |
24,685 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Thrifts & Mortgage Finance - continued |
|||
Westfield Financial, Inc. |
2,783 |
$ 20,928 |
|
WSFS Financial Corp. |
1,404 |
70,537 |
|
|
3,681,780 |
||
TOTAL FINANCIALS |
35,881,886 |
||
HEALTH CARE - 13.9% |
|||
Biotechnology - 8.2% |
|||
Aastrom Biosciences, Inc. (a) |
2,172 |
1,242 |
|
ACADIA Pharmaceuticals, Inc. (a) |
5,114 |
71,954 |
|
Achillion Pharmaceuticals, Inc. (a) |
8,670 |
72,308 |
|
Acorda Therapeutics, Inc. (a) |
3,714 |
124,233 |
|
Aegerion Pharmaceuticals, Inc. (a)(d) |
3,091 |
225,118 |
|
AEterna Zentaris, Inc. (sub. vtg.) (a)(d) |
1,514 |
3,134 |
|
Affymax, Inc. (a)(d) |
3,457 |
7,156 |
|
Agenus, Inc. (a)(d) |
1,609 |
6,484 |
|
Alexion Pharmaceuticals, Inc. (a)(d) |
19,258 |
1,878,425 |
|
Alkermes PLC (a)(d) |
13,267 |
414,594 |
|
Alnylam Pharmaceuticals, Inc. (a) |
6,298 |
192,908 |
|
AMAG Pharmaceuticals, Inc. (a) |
1,731 |
32,024 |
|
Amarin Corp. PLC ADR (a)(d) |
15,843 |
110,743 |
|
Amgen, Inc. |
73,668 |
7,405,844 |
|
Amicus Therapeutics, Inc. (a) |
4,812 |
16,024 |
|
Anacor Pharmaceuticals, Inc. (a)(d) |
2,805 |
15,343 |
|
Anthera Pharmaceuticals, Inc. (a) |
8,201 |
4,798 |
|
Arena Pharmaceuticals, Inc. (a) |
22,450 |
198,458 |
|
ARIAD Pharmaceuticals, Inc. (a) |
18,112 |
332,174 |
|
ArQule, Inc. (a) |
5,654 |
15,322 |
|
Array Biopharma, Inc. (a) |
14,003 |
81,778 |
|
Arrowhead Research Corp. (a)(d) |
535 |
1,177 |
|
Astex Pharmaceuticals, Inc. (a) |
7,419 |
35,982 |
|
Athersys, Inc. (a) |
2,708 |
4,712 |
|
AVEO Pharmaceuticals, Inc. (a) |
4,054 |
10,378 |
|
BioCryst Pharmaceuticals, Inc. (a)(d) |
4,571 |
7,816 |
|
Biogen Idec, Inc. (a) |
23,268 |
5,525,917 |
|
BioMarin Pharmaceutical, Inc. (a) |
13,665 |
856,796 |
|
Biospecifics Technologies Corp. (a) |
2,036 |
32,352 |
|
Biota Pharmaceuticals, Inc. |
4,051 |
14,665 |
|
Burcon NutraScience Corp. (a) |
2,165 |
5,743 |
|
Celgene Corp. (a) |
41,175 |
5,091,289 |
|
Cell Therapeutics, Inc. (a)(d) |
7,005 |
8,616 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Biotechnology - continued |
|||
Celldex Therapeutics, Inc. (a)(d) |
6,996 |
$ 89,479 |
|
Celsion Corp. (a)(d) |
3,390 |
5,729 |
|
Cepheid, Inc. (a)(d) |
7,025 |
244,189 |
|
Chelsea Therapeutics International Ltd. (a) |
4,899 |
9,455 |
|
ChemoCentryx, Inc. (a)(d) |
3,544 |
47,879 |
|
Chimerix, Inc. |
2,340 |
50,310 |
|
China Biologic Products, Inc. (a)(d) |
2,981 |
75,986 |
|
Cleveland Biolabs, Inc. (a)(d) |
3,204 |
5,014 |
|
Clovis Oncology, Inc. (a) |
2,341 |
85,634 |
|
Codexis, Inc. (a) |
3,083 |
7,091 |
|
Coronado Biosciences, Inc. (a) |
3,308 |
32,683 |
|
Cubist Pharmaceuticals, Inc. (a) |
6,922 |
380,364 |
|
Cubist Pharmaceuticals, Inc. rights (a) |
5,544 |
0 |
|
Curis, Inc. (a)(d) |
6,461 |
24,229 |
|
Cyclacel Pharmaceuticals, Inc. (a) |
968 |
3,272 |
|
Cytokinetics, Inc. (a) |
18,833 |
22,600 |
|
Cytori Therapeutics, Inc. (a)(d) |
4,179 |
10,280 |
|
CytRx Corp. (a) |
1,968 |
4,723 |
|
Dendreon Corp. (a)(d) |
14,699 |
58,796 |
|
Discovery Laboratories, Inc. (a) |
4,509 |
8,071 |
|
Durata Therapeutics, Inc. |
1,551 |
11,400 |
|
Dyax Corp. (a) |
8,481 |
26,630 |
|
Dynavax Technologies Corp. (a)(d) |
18,336 |
47,857 |
|
EntreMed, Inc. (a) |
899 |
1,618 |
|
Enzon Pharmaceuticals, Inc. |
3,917 |
11,986 |
|
Exact Sciences Corp. (a)(d) |
6,364 |
71,531 |
|
Exelixis, Inc. (a)(d) |
20,419 |
98,828 |
|
Galena Biopharma, Inc. (a)(d) |
6,891 |
16,194 |
|
Genomic Health, Inc. (a)(d) |
3,364 |
122,719 |
|
Gentium SpA sponsored ADR (a) |
532 |
4,463 |
|
GenVec, Inc. (a) |
764 |
317 |
|
Geron Corp. (a)(d) |
11,707 |
12,761 |
|
Gilead Sciences, Inc. (a)(d) |
149,626 |
8,151,624 |
|
Grifols SA ADR |
9,696 |
264,313 |
|
GTx, Inc. (a)(d) |
5,496 |
32,481 |
|
Halozyme Therapeutics, Inc. (a)(d) |
10,886 |
76,964 |
|
Hyperion Therapeutics, Inc. (d) |
1,387 |
27,837 |
|
Idenix Pharmaceuticals, Inc. (a)(d) |
12,186 |
57,762 |
|
Idera Pharmaceuticals, Inc. (a) |
1,411 |
1,030 |
|
ImmunoGen, Inc. (a) |
8,280 |
152,104 |
|
Immunomedics, Inc. (a) |
5,451 |
21,313 |
|
Common Stocks - continued |
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Shares |
Value |
||
HEALTH CARE - continued |
|||
Biotechnology - continued |
|||
Incyte Corp. (a)(d) |
13,612 |
$ 301,778 |
|
Infinity Pharmaceuticals, Inc. (a) |
4,782 |
128,875 |
|
Insmed, Inc. (a) |
2,201 |
29,537 |
|
Intercept Pharmaceuticals, Inc. |
1,450 |
48,488 |
|
InterMune, Inc. (a) |
6,273 |
61,977 |
|
Ironwood Pharmaceuticals, Inc. Class A (a)(d) |
7,744 |
103,382 |
|
Isis Pharmaceuticals, Inc. (a)(d) |
10,784 |
233,474 |
|
Keryx Biopharmaceuticals, Inc. (a)(d) |
7,584 |
60,748 |
|
KYTHERA Biopharmaceuticals, Inc. (d) |
1,645 |
35,187 |
|
Lexicon Pharmaceuticals, Inc. (a)(d) |
56,307 |
134,574 |
|
Ligand Pharmaceuticals, Inc.: |
|
|
|
Class B (a)(d) |
1,810 |
54,137 |
|
General CVR |
1,518 |
26 |
|
Glucagon CVR (a) |
1,518 |
46 |
|
MRK CVR rights (a) |
1,639 |
0 |
|
Roche CVR rights (a) |
1,518 |
21 |
|
TR Beta CVR (a) |
1,518 |
8 |
|
MannKind Corp. (a)(d) |
30,526 |
203,608 |
|
Maxygen, Inc. |
13,492 |
31,976 |
|
Medivation, Inc. (a) |
7,394 |
359,053 |
|
MEI Pharma, Inc. (a) |
103 |
865 |
|
Merrimack Pharmaceuticals, Inc. (a)(d) |
9,665 |
53,544 |
|
Metabolix, Inc. (a)(d) |
2,402 |
3,939 |
|
MiMedx Group, Inc. (a)(d) |
8,900 |
64,080 |
|
Momenta Pharmaceuticals, Inc. (a) |
5,798 |
76,302 |
|
Myriad Genetics, Inc. (a)(d) |
8,040 |
258,084 |
|
Nanosphere, Inc. (a)(d) |
6,121 |
25,647 |
|
Neurocrine Biosciences, Inc. (a) |
8,611 |
111,340 |
|
NewLink Genetics Corp. (a) |
2,123 |
34,626 |
|
Novavax, Inc. (a) |
12,491 |
23,858 |
|
NPS Pharmaceuticals, Inc. (a)(d) |
7,824 |
123,228 |
|
Nymox Pharmaceutical Corp. (a)(d) |
3,188 |
16,450 |
|
OncoGenex Pharmaceuticals, Inc. (a)(d) |
4,385 |
45,166 |
|
Oncolytics Biotech, Inc. (a)(d) |
8,292 |
21,675 |
|
Oncothyreon, Inc. (a)(d) |
4,953 |
9,163 |
|
Onyx Pharmaceuticals, Inc. (a)(d) |
6,879 |
656,601 |
|
Orexigen Therapeutics, Inc. (a) |
10,377 |
65,686 |
|
Osiris Therapeutics, Inc. (a)(d) |
3,059 |
34,383 |
|
OXiGENE, Inc. (a) |
7 |
23 |
|
Oxygen Biotherapeutics, Inc. (a) |
75 |
280 |
|
PDL BioPharma, Inc. (d) |
13,383 |
110,410 |
|
Common Stocks - continued |
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Shares |
Value |
||
HEALTH CARE - continued |
|||
Biotechnology - continued |
|||
Peregrine Pharmaceuticals, Inc. (a)(d) |
9,357 |
$ 15,439 |
|
Pharmacyclics, Inc. (a)(d) |
7,100 |
650,644 |
|
Pluristem Therapeutics, Inc. (a)(d) |
3,372 |
10,588 |
|
Progenics Pharmaceuticals, Inc. (a)(d) |
3,007 |
11,968 |
|
QLT, Inc. |
4,361 |
34,190 |
|
Raptor Pharmaceutical Corp. (a) |
3,878 |
29,434 |
|
Regeneron Pharmaceuticals, Inc. (a)(d) |
9,391 |
2,271,401 |
|
Regulus Therapeutics, Inc. |
5,769 |
51,690 |
|
Repligen Corp. (a)(d) |
3,646 |
30,189 |
|
Rigel Pharmaceuticals, Inc. (a) |
8,710 |
40,240 |
|
Sangamo Biosciences, Inc. (a)(d) |
4,425 |
35,400 |
|
Sarepta Therapeutics, Inc. (a)(d) |
3,369 |
119,094 |
|
Savient Pharmaceuticals, Inc. (a) |
5,462 |
3,004 |
|
Seattle Genetics, Inc. (a)(d) |
11,897 |
408,305 |
|
SIGA Technologies, Inc. (a)(d) |
3,606 |
13,450 |
|
Sinovac Biotech Ltd. (a)(d) |
2,849 |
11,368 |
|
Spectrum Pharmaceuticals, Inc. |
5,774 |
47,405 |
|
StemCells, Inc. (a) |
1,913 |
3,367 |
|
Sunesis Pharmaceuticals, Inc. (a) |
4,329 |
23,333 |
|
Synageva BioPharma Corp. (a)(d) |
2,575 |
106,142 |
|
Synergy Pharmaceuticals, Inc. (a) |
6,125 |
31,238 |
|
Synta Pharmaceuticals Corp. (a)(d) |
8,372 |
61,785 |
|
Targacept, Inc. (a) |
2,644 |
14,886 |
|
Telik, Inc. (a) |
90 |
126 |
|
TESARO, Inc. |
2,876 |
98,388 |
|
Theravance, Inc. (a) |
9,617 |
336,980 |
|
Threshold Pharmaceuticals, Inc. (a) |
5,054 |
28,909 |
|
Trius Therapeutics, Inc. (a)(d) |
7,463 |
57,241 |
|
Trovagene, Inc. (a)(d) |
2,998 |
20,776 |
|
United Therapeutics Corp. (a)(d) |
5,047 |
335,474 |
|
Vanda Pharmaceuticals, Inc. (a) |
2,216 |
20,232 |
|
Venaxis, Inc. (a) |
51 |
68 |
|
Verastem, Inc. (a) |
1,981 |
18,938 |
|
Vertex Pharmaceuticals, Inc. (a)(d) |
21,368 |
1,716,064 |
|
Vical, Inc. (a)(d) |
13,452 |
47,082 |
|
XOMA Corp. (a) |
11,286 |
47,401 |
|
Zalicus, Inc. (a) |
9,513 |
5,969 |
|
ZIOPHARM Oncology, Inc. (a)(d) |
11,631 |
25,472 |
|
|
43,488,948 |
||
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Health Care Equipment & Supplies - 1.5% |
|||
Abaxis, Inc. (d) |
1,943 |
$ 85,511 |
|
Abiomed, Inc. (a)(d) |
4,438 |
95,728 |
|
Accuray, Inc. (a) |
6,327 |
33,976 |
|
Align Technology, Inc. (a)(d) |
7,886 |
281,925 |
|
Alphatec Holdings, Inc. (a) |
5,917 |
11,538 |
|
Analogic Corp. |
1,339 |
106,437 |
|
Angiodynamics, Inc. (a)(d) |
5,344 |
58,143 |
|
Anika Therapeutics, Inc. (a) |
1,002 |
14,790 |
|
Antares Pharma, Inc. (a)(d) |
14,208 |
57,684 |
|
ArthroCare Corp. (a) |
3,211 |
108,949 |
|
Atricure, Inc. (a) |
1,732 |
15,675 |
|
Atrion Corp. |
170 |
37,482 |
|
BioLase Technology, Inc. |
2,462 |
11,670 |
|
BSD Medical Corp. (a) |
812 |
1,023 |
|
Cardica, Inc. (a) |
1,278 |
1,649 |
|
Cardiovascular Systems, Inc. (a)(d) |
1,580 |
32,469 |
|
Cerus Corp. (a) |
5,389 |
27,699 |
|
Conceptus, Inc. (a) |
3,516 |
108,926 |
|
CONMED Corp. |
3,472 |
114,333 |
|
Cutera, Inc. (a) |
1,010 |
9,504 |
|
Cyberonics, Inc. (a)(d) |
3,024 |
144,275 |
|
Cynosure, Inc. Class A (a) |
1,961 |
48,849 |
|
Delcath Systems, Inc. (a) |
5,700 |
2,445 |
|
DENTSPLY International, Inc. (d) |
14,114 |
589,401 |
|
Derma Sciences, Inc. (a) |
2,812 |
37,512 |
|
DexCom, Inc. (a)(d) |
7,959 |
165,786 |
|
EDAP TMS SA sponsored ADR (a) |
1,813 |
6,998 |
|
Endologix, Inc. (a)(d) |
7,361 |
98,932 |
|
EnteroMedics, Inc. (a)(d) |
11,433 |
15,092 |
|
Exactech, Inc. (a) |
1,007 |
18,327 |
|
Genmark Diagnostics, Inc. (a) |
3,364 |
50,124 |
|
Given Imaging Ltd. (a) |
3,044 |
43,651 |
|
Hansen Medical, Inc. (a)(d) |
11,167 |
19,096 |
|
HeartWare International, Inc. (a)(d) |
1,511 |
137,909 |
|
Hologic, Inc. (a)(d) |
26,332 |
546,389 |
|
ICU Medical, Inc. (a) |
1,797 |
128,288 |
|
IDEXX Laboratories, Inc. (a)(d) |
5,309 |
437,674 |
|
Imris, Inc. (a) |
3,300 |
8,467 |
|
Insulet Corp. (a)(d) |
5,630 |
168,112 |
|
Integra LifeSciences Holdings Corp. (a)(d) |
2,438 |
92,376 |
|
Intuitive Surgical, Inc. (a) |
3,942 |
1,961,263 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Health Care Equipment & Supplies - continued |
|||
LeMaitre Vascular, Inc. |
1,743 |
$ 11,434 |
|
MAKO Surgical Corp. (a)(d) |
5,970 |
73,789 |
|
Masimo Corp. (d) |
5,644 |
122,193 |
|
Medical Action Industries, Inc. (a) |
1,561 |
13,112 |
|
MELA Sciences, Inc. (a)(d) |
3,083 |
3,391 |
|
Meridian Bioscience, Inc. (d) |
4,718 |
101,956 |
|
Merit Medical Systems, Inc. (a) |
4,873 |
48,097 |
|
Natus Medical, Inc. (a) |
2,216 |
31,223 |
|
Neogen Corp. (a) |
2,220 |
120,923 |
|
NeuroMetrix, Inc. (a) |
13 |
25 |
|
Novadaq Technologies, Inc. (a) |
3,721 |
50,457 |
|
NuVasive, Inc. (a)(d) |
4,400 |
95,568 |
|
NxStage Medical, Inc. (a) |
6,740 |
94,023 |
|
OraSure Technologies, Inc. (a) |
6,612 |
28,961 |
|
Orthofix International NV (a) |
2,537 |
70,123 |
|
Palomar Medical Technologies, Inc. (a) |
1,877 |
25,396 |
|
PhotoMedex, Inc. (a)(d) |
1,894 |
30,891 |
|
Quidel Corp. (a) |
3,010 |
71,969 |
|
Rochester Medical Corp. (a) |
1,184 |
16,848 |
|
Rockwell Medical Technologies, Inc. (a) |
1,656 |
6,839 |
|
RTI Biologics, Inc. (a) |
5,687 |
23,032 |
|
Sirona Dental Systems, Inc. (a) |
5,669 |
402,159 |
|
Solta Medical, Inc. (a) |
4,423 |
9,509 |
|
Staar Surgical Co. (a) |
2,835 |
25,232 |
|
Stereotaxis, Inc. (a) |
567 |
992 |
|
SurModics, Inc. (a) |
1,470 |
34,898 |
|
Synergetics USA, Inc. (a) |
1,143 |
3,715 |
|
Syneron Medical Ltd. (a) |
2,826 |
25,151 |
|
TearLab Corp. (a)(d) |
2,994 |
31,497 |
|
The Spectranetics Corp. (a) |
2,907 |
54,361 |
|
ThermoGenesis Corp. (a) |
1,101 |
1,288 |
|
Thoratec Corp. (a) |
5,787 |
180,381 |
|
Tornier NV (a)(d) |
4,822 |
76,236 |
|
TranS1, Inc. |
1,691 |
3,483 |
|
Trinity Biotech PLC sponsored ADR |
1,741 |
30,520 |
|
Unilife Corp. (a)(d) |
7,036 |
23,219 |
|
Uroplasty, Inc. (a) |
2,392 |
6,339 |
|
Utah Medical Products, Inc. |
362 |
16,750 |
|
Vascular Solutions, Inc. (a) |
1,180 |
17,901 |
|
Vision Sciences, Inc. (a) |
2,813 |
3,010 |
|
Volcano Corp. (a) |
5,692 |
108,717 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Health Care Equipment & Supplies - continued |
|||
Wright Medical Group, Inc. (a)(d) |
4,407 |
$ 110,307 |
|
Zeltiq Aesthetics, Inc. (a)(d) |
3,348 |
17,376 |
|
|
8,159,368 |
||
Health Care Providers & Services - 1.7% |
|||
Acadia Healthcare Co., Inc. (a)(d) |
4,044 |
135,029 |
|
Air Methods Corp. (d) |
3,912 |
146,465 |
|
Almost Family, Inc. |
863 |
17,062 |
|
Amedisys, Inc. (a)(d) |
2,885 |
35,543 |
|
American CareSource Holdings, Inc. (a) |
366 |
721 |
|
AmSurg Corp. (a) |
3,341 |
118,706 |
|
Bio-Reference Laboratories, Inc. (a)(d) |
2,512 |
77,495 |
|
BioScrip, Inc. (a)(d) |
5,766 |
80,609 |
|
CardioNet, Inc. (a) |
1,581 |
4,411 |
|
Catamaran Corp. (a) |
20,174 |
989,679 |
|
Chindex International, Inc. (a) |
1,481 |
23,992 |
|
Corvel Corp. (a) |
957 |
49,697 |
|
Cross Country Healthcare, Inc. (a) |
3,098 |
16,141 |
|
Express Scripts Holding Co. (a) |
80,294 |
4,987,863 |
|
Gentiva Health Services, Inc. (a) |
3,221 |
34,336 |
|
Healthways, Inc. (a) |
3,193 |
42,946 |
|
Henry Schein, Inc. (a)(d) |
8,474 |
815,961 |
|
IPC The Hospitalist Co., Inc. (a)(d) |
1,428 |
69,629 |
|
LCA-Vision, Inc. (a) |
1,176 |
3,798 |
|
LHC Group, Inc. (a) |
1,263 |
27,773 |
|
LifePoint Hospitals, Inc. (a) |
4,456 |
221,597 |
|
Magellan Health Services, Inc. (a) |
2,822 |
153,799 |
|
MWI Veterinary Supply, Inc. (a) |
1,301 |
158,085 |
|
National Research Corp.: |
|
|
|
Class A (a) |
2,214 |
36,199 |
|
Class B |
369 |
12,590 |
|
Patterson Companies, Inc. |
10,323 |
403,423 |
|
PDI, Inc. (a) |
1,717 |
7,469 |
|
Providence Service Corp. (a) |
350 |
9,226 |
|
RadNet, Inc. (a) |
2,333 |
6,066 |
|
Sharps Compliance Corp. (a)(d) |
2,640 |
7,920 |
|
The Ensign Group, Inc. |
3,081 |
111,132 |
|
USMD Holdings, Inc. (a) |
3,264 |
44,880 |
|
VCA Antech, Inc. (a)(d) |
8,378 |
214,142 |
|
|
9,064,384 |
||
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Health Care Technology - 0.6% |
|||
Allscripts Healthcare Solutions, Inc. (a) |
17,686 |
$ 244,951 |
|
athenahealth, Inc. (a) |
3,666 |
309,960 |
|
Authentidate Holding Corp. (a) |
1,782 |
2,014 |
|
Cerner Corp. (a)(d) |
16,806 |
1,651,694 |
|
Computer Programs & Systems, Inc. |
939 |
47,025 |
|
HealthStream, Inc. (a)(d) |
3,395 |
90,918 |
|
HMS Holdings Corp. (a)(d) |
8,951 |
222,880 |
|
iCAD, Inc. (a) |
949 |
5,685 |
|
MedAssets, Inc. (a) |
5,481 |
89,888 |
|
Medidata Solutions, Inc. (a) |
2,453 |
169,306 |
|
Merge Healthcare, Inc. (a) |
8,773 |
28,951 |
|
Omnicell, Inc. (a) |
2,959 |
53,647 |
|
Quality Systems, Inc. |
7,108 |
127,091 |
|
|
3,044,010 |
||
Life Sciences Tools & Services - 0.7% |
|||
Affymetrix, Inc. (a)(d) |
6,582 |
24,683 |
|
Albany Molecular Research, Inc. (a) |
3,021 |
33,231 |
|
Apricus Biosciences, Inc. (a)(d) |
2,588 |
7,117 |
|
BG Medicine, Inc. (a) |
1,419 |
2,554 |
|
Bruker BioSciences Corp. (a) |
17,101 |
282,680 |
|
CombiMatrix Corp. (a) |
14 |
44 |
|
Compugen Ltd. (a)(d) |
3,805 |
22,221 |
|
Fluidigm Corp. (a)(d) |
1,898 |
32,342 |
|
Furiex Pharmaceuticals, Inc. (a) |
973 |
35,972 |
|
Harvard Bioscience, Inc. (a) |
2,115 |
10,744 |
|
ICON PLC (a) |
5,700 |
195,738 |
|
Illumina, Inc. (a)(d) |
12,175 |
856,146 |
|
Life Technologies Corp. (a) |
16,658 |
1,234,358 |
|
Luminex Corp. (a) |
4,108 |
79,161 |
|
NeoGenomics, Inc. (a)(d) |
7,505 |
26,718 |
|
Pacific Biosciences of California, Inc. (a) |
4,115 |
10,905 |
|
PAREXEL International Corp. (a)(d) |
5,695 |
260,205 |
|
pSivida Corp. (a) |
1,100 |
3,575 |
|
QIAGEN NV (a) |
24,140 |
450,935 |
|
Sequenom, Inc. (a)(d) |
12,977 |
53,725 |
|
Techne Corp. |
3,676 |
244,491 |
|
|
3,867,545 |
||
Pharmaceuticals - 1.2% |
|||
AcelRx Pharmaceuticals, Inc. (a) |
6,090 |
54,262 |
|
Acura Pharmaceuticals, Inc. (a)(d) |
4,909 |
11,094 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Pharmaceuticals - continued |
|||
Akorn, Inc. (a)(d) |
9,857 |
$ 143,222 |
|
Alexza Pharmaceuticals, Inc. (a) |
428 |
1,930 |
|
Alimera Sciences, Inc. (a)(d) |
2,500 |
10,850 |
|
Ampio Pharmaceuticals, Inc. (a)(d) |
2,700 |
15,336 |
|
Auxilium Pharmaceuticals, Inc. (a) |
4,987 |
74,406 |
|
AVANIR Pharmaceuticals Class A (a) |
12,342 |
40,975 |
|
Biodel, Inc. (a) |
350 |
1,635 |
|
Biodelivery Sciences International, Inc. (a) |
2,742 |
12,065 |
|
BioSante Pharmaceuticals, Inc. (a)(d) |
1,389 |
1,695 |
|
Cadence Pharmaceuticals, Inc. (a) |
8,714 |
57,948 |
|
Cardiome Pharma Corp. (a) |
1,097 |
2,222 |
|
Cempra, Inc. (a) |
5,300 |
42,612 |
|
Columbia Laboratories, Inc. (a) |
6,149 |
3,881 |
|
Corcept Therapeutics, Inc. (a)(d) |
10,274 |
18,699 |
|
Cornerstone Therapeutics, Inc. (a) |
2,560 |
22,374 |
|
Cumberland Pharmaceuticals, Inc. (a)(d) |
1,718 |
8,332 |
|
DepoMed, Inc. (a)(d) |
9,288 |
53,499 |
|
Durect Corp. (a) |
8,664 |
7,276 |
|
Echo Therapeutics, Inc. (a) |
2,817 |
1,620 |
|
Endo Health Solutions, Inc. (a) |
10,725 |
389,318 |
|
Endocyte, Inc. (a)(d) |
3,058 |
41,864 |
|
Flamel Technologies SA sponsored ADR (a) |
2,626 |
12,657 |
|
Hi-Tech Pharmacal Co., Inc. (d) |
1,911 |
61,076 |
|
Horizon Pharma, Inc. |
3,476 |
8,238 |
|
Impax Laboratories, Inc. (a) |
7,145 |
135,398 |
|
Jazz Pharmaceuticals PLC (a) |
5,961 |
405,169 |
|
Mylan, Inc. (a) |
38,399 |
1,170,402 |
|
Nektar Therapeutics (a)(d) |
11,482 |
108,735 |
|
Novogen Ltd. sponsored ADR (a) |
19 |
69 |
|
NuPathe, Inc. (a) |
1,000 |
3,210 |
|
Omeros Corp. (a)(d) |
2,026 |
10,738 |
|
Optimer Pharmaceuticals, Inc. (a) |
4,314 |
64,192 |
|
Pacira Pharmaceuticals, Inc. (a) |
3,000 |
87,900 |
|
Pain Therapeutics, Inc. |
3,313 |
8,846 |
|
Pernix Therapeutics Holdings, Inc. (a)(d) |
175 |
632 |
|
Perrigo Co. |
9,261 |
1,073,443 |
|
Pozen, Inc. (a) |
3,117 |
16,520 |
|
ProPhase Labs, Inc. (a) |
1,566 |
2,490 |
|
Questcor Pharmaceuticals, Inc. (d) |
5,975 |
204,166 |
|
Repros Therapeutics, Inc. (a)(d) |
1,463 |
25,339 |
|
Sagent Pharmaceuticals, Inc. (a)(d) |
3,256 |
58,641 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Pharmaceuticals - continued |
|||
Salix Pharmaceuticals Ltd. (a) |
6,122 |
$ 371,422 |
|
Santarus, Inc. (a)(d) |
5,499 |
122,463 |
|
SciClone Pharmaceuticals, Inc. (a)(d) |
5,359 |
25,777 |
|
Shire PLC sponsored ADR |
3,987 |
392,600 |
|
Skystar Bio-Pharmaceutical Co. Ltd. (a) |
1,359 |
1,903 |
|
Sucampo Pharmaceuticals, Inc. Class A (a) |
6,917 |
58,587 |
|
Supernus Pharmaceuticals, Inc. (a)(d) |
4,590 |
31,717 |
|
The Medicines Company (a)(d) |
5,487 |
176,736 |
|
Transcept Pharmaceuticals, Inc. (a) |
1,571 |
4,650 |
|
Ventrus Biosciences, Inc. (a) |
879 |
2,268 |
|
ViroPharma, Inc. (a)(d) |
6,589 |
181,198 |
|
VIVUS, Inc. (a)(d) |
10,755 |
158,099 |
|
Warner Chilcott PLC |
26,102 |
501,158 |
|
XenoPort, Inc. (a) |
4,387 |
24,129 |
|
Zogenix, Inc. (a) |
8,170 |
12,173 |
|
|
6,539,856 |
||
TOTAL HEALTH CARE |
74,164,111 |
||
INDUSTRIALS - 4.3% |
|||
Aerospace & Defense - 0.2% |
|||
AeroVironment, Inc. (a)(d) |
2,770 |
55,594 |
|
American Science & Engineering, Inc. |
864 |
51,875 |
|
API Technologies Corp. (a) |
4,000 |
11,080 |
|
Ascent Solar Technologies, Inc. (a) |
1,977 |
1,538 |
|
Astronics Corp. (a) |
811 |
29,107 |
|
BE Aerospace, Inc. (a) |
10,233 |
649,182 |
|
Elbit Systems Ltd. |
4,303 |
185,373 |
|
Erickson Air-Crane, Inc. (a)(d) |
1,074 |
26,710 |
|
Innovative Solutions & Support, Inc. |
1,668 |
12,827 |
|
KEYW Holding Corp. (a) |
3,488 |
51,448 |
|
Kratos Defense & Security Solutions, Inc. (a)(d) |
5,337 |
31,008 |
|
LMI Aerospace, Inc. (a) |
964 |
18,297 |
|
Sypris Solutions, Inc. |
1,434 |
4,732 |
|
Taser International, Inc. (a) |
4,353 |
41,310 |
|
TAT Technologies Ltd. |
863 |
5,411 |
|
|
1,175,492 |
||
Air Freight & Logistics - 0.5% |
|||
Air Transport Services Group, Inc. (a) |
6,093 |
36,863 |
|
Atlas Air Worldwide Holdings, Inc. (a) |
2,883 |
133,829 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Air Freight & Logistics - continued |
|||
C.H. Robinson Worldwide, Inc. |
15,742 |
$ 892,414 |
|
Echo Global Logistics, Inc. (a) |
1,882 |
33,631 |
|
Expeditors International of Washington, Inc. |
19,915 |
777,282 |
|
Forward Air Corp. |
2,968 |
115,069 |
|
Hub Group, Inc. Class A (a) |
3,812 |
138,414 |
|
Pacer International, Inc. (a) |
4,028 |
24,611 |
|
Park-Ohio Holdings Corp. (a) |
1,224 |
45,521 |
|
UTI Worldwide, Inc. |
11,935 |
188,931 |
|
|
2,386,565 |
||
Airlines - 0.3% |
|||
Allegiant Travel Co. (d) |
1,980 |
183,170 |
|
Hawaiian Holdings, Inc. (a)(d) |
4,459 |
26,576 |
|
JetBlue Airways Corp. (a) |
29,878 |
185,542 |
|
Republic Airways Holdings, Inc. (a) |
4,760 |
51,075 |
|
Ryanair Holdings PLC sponsored ADR |
11,687 |
570,793 |
|
SkyWest, Inc. |
5,329 |
74,766 |
|
Spirit Airlines, Inc. (a) |
7,364 |
224,087 |
|
|
1,316,009 |
||
Building Products - 0.1% |
|||
AAON, Inc. |
3,587 |
119,232 |
|
American Woodmark Corp. (a) |
1,276 |
46,344 |
|
Apogee Enterprises, Inc. |
3,424 |
91,352 |
|
Builders FirstSource, Inc. (a)(d) |
9,440 |
63,626 |
|
China Ceramics Co. Ltd. (a) |
1,500 |
3,270 |
|
Gibraltar Industries, Inc. (a) |
2,751 |
44,649 |
|
Insteel Industries, Inc. |
1,187 |
21,259 |
|
Nortek, Inc. (a) |
1,362 |
96,225 |
|
Patrick Industries, Inc. (a) |
1,326 |
25,844 |
|
PGT, Inc. (a) |
4,454 |
36,746 |
|
Universal Forest Products, Inc. |
2,353 |
92,967 |
|
|
641,514 |
||
Commercial Services & Supplies - 0.7% |
|||
A.T. Cross Co. Class A (a) |
980 |
13,720 |
|
Acorn Energy, Inc. |
1,217 |
10,770 |
|
Casella Waste Systems, Inc. Class A (a) |
8,680 |
34,807 |
|
CECO Environmental Corp. (d) |
977 |
11,792 |
|
China Recycling Energy Corp. (a) |
2,900 |
2,697 |
|
Cintas Corp. (d) |
12,271 |
560,233 |
|
Copart, Inc. (a) |
12,784 |
439,642 |
|
Courier Corp. |
1,323 |
17,927 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Commercial Services & Supplies - continued |
|||
EnerNOC, Inc. (a)(d) |
3,061 |
$ 40,956 |
|
Fuel Tech, Inc. (a) |
2,055 |
8,015 |
|
G&K Services, Inc. Class A |
1,732 |
83,673 |
|
Guanwei Recycling Corp. (a) |
700 |
987 |
|
Healthcare Services Group, Inc. (d) |
6,516 |
147,848 |
|
Heritage-Crystal Clean, Inc. (a)(d) |
2,262 |
34,043 |
|
Herman Miller, Inc. |
5,712 |
160,564 |
|
Hudson Technologies, Inc. (a) |
2,825 |
10,283 |
|
Industrial Services of America, Inc. (a) |
694 |
2,256 |
|
InnerWorkings, Inc. (a)(d) |
4,624 |
50,124 |
|
Interface, Inc. |
6,043 |
101,522 |
|
Intersections, Inc. |
1,282 |
11,833 |
|
Kimball International, Inc. Class B |
2,252 |
22,047 |
|
McGrath RentCorp. |
2,396 |
79,140 |
|
Mobile Mini, Inc. (a) |
4,841 |
162,900 |
|
Multi-Color Corp. |
1,696 |
49,845 |
|
Performant Financial Corp. |
3,975 |
43,844 |
|
Perma-Fix Environmental Services, Inc. (a) |
4,865 |
3,260 |
|
R.R. Donnelley & Sons Co. (d) |
19,072 |
253,085 |
|
Standard Parking Corp. (a)(d) |
3,413 |
76,144 |
|
Stericycle, Inc. (a)(d) |
8,554 |
938,887 |
|
Swisher Hygiene, Inc. (Canada) (a) |
18,251 |
18,981 |
|
Tetra Tech, Inc. (a) |
6,156 |
169,721 |
|
United Stationers, Inc. |
4,733 |
163,336 |
|
US Ecology, Inc. |
1,521 |
41,645 |
|
Virco Manufacturing Co. (a) |
1,086 |
2,291 |
|
West Corp. |
8,075 |
184,918 |
|
|
3,953,736 |
||
Construction & Engineering - 0.1% |
|||
Aegion Corp. (a)(d) |
4,531 |
103,443 |
|
Foster Wheeler AG (a) |
10,394 |
239,270 |
|
Great Lakes Dredge & Dock Corp. (d) |
2,798 |
23,223 |
|
Integrated Electrical Services, Inc. (a) |
652 |
3,645 |
|
Layne Christensen Co. (a)(d) |
1,710 |
36,748 |
|
MYR Group, Inc. (a) |
2,014 |
40,763 |
|
Northwest Pipe Co. (a) |
758 |
20,837 |
|
Primoris Services Corp. |
4,572 |
97,429 |
|
Sterling Construction Co., Inc. (a) |
573 |
5,931 |
|
UniTek Global Services, Inc. (a) |
2,812 |
5,343 |
|
|
576,632 |
||
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Electrical Equipment - 0.2% |
|||
Active Power, Inc. (a) |
1,672 |
$ 7,190 |
|
Altair Nanotechnologies, Inc. (a) |
613 |
1,520 |
|
American Superconductor Corp. (a) |
2,136 |
5,682 |
|
Broadwind Energy, Inc. (a) |
819 |
3,907 |
|
Capstone Turbine Corp. (a)(d) |
52,473 |
60,869 |
|
China BAK Battery, Inc. (a) |
782 |
790 |
|
Coleman Cable, Inc. |
1,787 |
33,238 |
|
Deswell Industries, Inc. |
1,530 |
4,070 |
|
Ecotality, Inc. (a) |
654 |
988 |
|
Encore Wire Corp. |
1,808 |
62,575 |
|
Enphase Energy, Inc. (a)(d) |
4,012 |
30,973 |
|
Franklin Electric Co., Inc. |
4,474 |
151,266 |
|
FuelCell Energy, Inc. (a)(d) |
18,058 |
22,934 |
|
Global Power Equipment Group, Inc. (d) |
1,441 |
22,912 |
|
Highpower International, Inc. (a) |
815 |
848 |
|
Hydrogenics Corp. (a)(d) |
700 |
8,386 |
|
II-VI, Inc. (a) |
6,186 |
102,688 |
|
Jinpan International Ltd. |
1,698 |
8,473 |
|
Lihua International, Inc. (a)(d) |
1,279 |
7,188 |
|
Lime Energy Co. (a) |
1,937 |
1,453 |
|
LSI Industries, Inc. |
2,044 |
16,659 |
|
Ocean Power Technologies, Inc. (a) |
1,435 |
2,239 |
|
Plug Power, Inc. (a) |
631 |
240 |
|
Powell Industries, Inc. (a) |
1,530 |
72,338 |
|
PowerSecure International, Inc. (a) |
3,129 |
42,179 |
|
Preformed Line Products Co. |
492 |
34,204 |
|
Revolution Lighting Technologies, Inc. (a)(d) |
956 |
3,652 |
|
SolarCity Corp. (d) |
7,721 |
349,375 |
|
Ultralife Corp. (a) |
1,473 |
5,597 |
|
Vicor Corp. (a) |
2,510 |
13,529 |
|
|
1,077,962 |
||
Industrial Conglomerates - 0.0% |
|||
Raven Industries, Inc. |
3,540 |
107,227 |
|
Machinery - 0.9% |
|||
Altra Holdings, Inc. |
3,583 |
103,226 |
|
American Railcar Industries, Inc. |
1,959 |
66,606 |
|
Astec Industries, Inc. |
2,039 |
72,017 |
|
Chart Industries, Inc. (a)(d) |
2,983 |
290,186 |
|
Cleantech Solutions International, Inc. (a)(d) |
197 |
1,349 |
|
Columbus McKinnon Corp. (NY Shares) (a) |
1,499 |
31,704 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Machinery - continued |
|||
Commercial Vehicle Group, Inc. (a) |
2,120 |
$ 16,663 |
|
Dynamic Materials Corp. |
1,149 |
18,499 |
|
Eastern Co. |
613 |
9,060 |
|
Edwards Group Ltd. ADR (a) |
1,710 |
13,355 |
|
Energy Recovery, Inc. (a)(d) |
3,989 |
16,475 |
|
Flow International Corp. (a) |
3,549 |
14,090 |
|
FreightCar America, Inc. |
1,099 |
19,936 |
|
Gencor Industries, Inc. (a) |
519 |
3,659 |
|
Hardinge, Inc. |
417 |
5,317 |
|
Hurco Companies, Inc. (a) |
804 |
23,075 |
|
Key Technology, Inc. (a) |
313 |
4,767 |
|
L.B. Foster Co. Class A |
891 |
39,480 |
|
Lincoln Electric Holdings, Inc. |
7,875 |
470,925 |
|
Manitex International, Inc. (a) |
2,422 |
26,279 |
|
MFRI, Inc. (a) |
997 |
7,667 |
|
Middleby Corp. (a) |
1,918 |
313,574 |
|
NN, Inc. (a) |
1,502 |
13,909 |
|
Nordson Corp. |
6,502 |
463,072 |
|
Omega Flex, Inc. |
1,368 |
18,427 |
|
PACCAR, Inc. |
34,290 |
1,837,944 |
|
PMFG, Inc. (a) |
2,024 |
12,933 |
|
RBC Bearings, Inc. (a) |
2,436 |
119,267 |
|
Shengkai Innovations, Inc. (a) |
1,025 |
595 |
|
Sun Hydraulics Corp. |
3,435 |
111,466 |
|
Tecumseh Products Co.: |
|
|
|
Class A (non-vtg.) (a) |
1,265 |
11,613 |
|
Class B (a) |
262 |
2,332 |
|
TriMas Corp. (a) |
3,886 |
125,324 |
|
Twin Disc, Inc. |
1,109 |
27,647 |
|
Westport Innovations, Inc. (a)(d) |
5,993 |
181,648 |
|
Woodward, Inc. |
7,287 |
285,286 |
|
|
4,779,372 |
||
Marine - 0.0% |
|||
Diana Containerships, Inc. |
1,986 |
11,141 |
|
DryShips, Inc. (a)(d) |
42,597 |
78,804 |
|
Eagle Bulk Shipping, Inc. (a)(d) |
1,118 |
4,886 |
|
Euroseas Ltd. |
2,727 |
3,027 |
|
FreeSeas, Inc. (a) |
35 |
21 |
|
Newlead Holdings Ltd. (a) |
1,300 |
247 |
|
Rand Logistics, Inc. (a) |
1,744 |
9,766 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Marine - continued |
|||
Seanergy Martime Holdings Corp. (a) |
799 |
$ 1,262 |
|
Star Bulk Carriers Corp. |
408 |
2,403 |
|
Ultrapetrol (Bahamas) Ltd. (a) |
2,469 |
7,209 |
|
|
118,766 |
||
Professional Services - 0.4% |
|||
51job, Inc. sponsored ADR (a) |
1,360 |
81,600 |
|
Acacia Research Corp. |
5,559 |
138,975 |
|
Advisory Board Co. (a)(d) |
3,439 |
181,614 |
|
Barrett Business Services, Inc. |
849 |
49,522 |
|
CRA International, Inc. (a) |
945 |
16,925 |
|
Exponent, Inc. |
1,445 |
80,920 |
|
Heidrick & Struggles International, Inc. |
1,475 |
21,255 |
|
Hudson Global, Inc. (a) |
2,817 |
6,507 |
|
Huron Consulting Group, Inc. (a) |
2,114 |
94,517 |
|
ICF International, Inc. (a) |
2,881 |
86,862 |
|
Kelly Services, Inc. Class A (non-vtg.) |
4,389 |
77,729 |
|
Kforce, Inc. |
3,428 |
51,043 |
|
Lightbridge Corp. (a)(d) |
2,205 |
3,726 |
|
National Technical Systems, Inc. (a) |
2,738 |
35,265 |
|
Odyssey Marine Exploration, Inc. (a)(d) |
6,577 |
21,573 |
|
Pendrell Corp. (a) |
19,022 |
46,984 |
|
RCM Technologies, Inc. |
2,327 |
12,961 |
|
Resources Connection, Inc. |
3,700 |
40,552 |
|
RPX Corp. (a) |
2,966 |
45,498 |
|
Verisk Analytics, Inc. (a) |
16,395 |
964,354 |
|
VSE Corp. |
427 |
14,484 |
|
|
2,072,866 |
||
Road & Rail - 0.5% |
|||
AMERCO |
1,955 |
337,042 |
|
Arkansas Best Corp. (d) |
2,434 |
46,465 |
|
Avis Budget Group, Inc. (a)(d) |
10,856 |
359,985 |
|
Covenant Transport Group, Inc. Class A (a) |
1,650 |
9,306 |
|
Frozen Food Express Industries, Inc. (a) |
1,931 |
2,993 |
|
Heartland Express, Inc. |
8,247 |
118,344 |
|
J.B. Hunt Transport Services, Inc. (d) |
11,224 |
826,760 |
|
Landstar System, Inc. |
4,873 |
257,246 |
|
Marten Transport Ltd. |
2,011 |
48,244 |
|
Old Dominion Freight Lines, Inc. (a) |
8,665 |
373,115 |
|
P.A.M. Transportation Services, Inc. |
668 |
7,234 |
|
Patriot Transportation Holding, Inc. (a)(d) |
1,246 |
36,109 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INDUSTRIALS - continued |
|||
Road & Rail - continued |
|||
Quality Distribution, Inc. (a) |
2,343 |
$ 21,345 |
|
Saia, Inc. (a) |
1,454 |
69,479 |
|
Student Transportation, Inc. |
9,179 |
58,080 |
|
Universal Truckload Services, Inc. (a) |
3,284 |
83,906 |
|
USA Truck, Inc. (a) |
1,050 |
6,794 |
|
Vitran Corp., Inc. (a) |
1,634 |
7,754 |
|
Werner Enterprises, Inc. (d) |
7,174 |
179,565 |
|
YRC Worldwide, Inc. (a) |
547 |
10,880 |
|
|
2,860,646 |
||
Trading Companies & Distributors - 0.4% |
|||
Aceto Corp. |
1,016 |
12,934 |
|
Beacon Roofing Supply, Inc. (a)(d) |
5,127 |
211,335 |
|
DXP Enterprises, Inc. (a) |
1,259 |
74,369 |
|
Essex Rental Corp. (a) |
2,219 |
9,852 |
|
Fastenal Co. (d) |
29,061 |
1,516,403 |
|
General Finance Corp. (a) |
1,165 |
5,196 |
|
H&E Equipment Services, Inc. |
4,201 |
94,018 |
|
Houston Wire & Cable Co. |
1,495 |
20,945 |
|
Lawson Products, Inc. |
645 |
9,611 |
|
Rush Enterprises, Inc.: |
|
|
|
Class A (a)(d) |
2,683 |
68,953 |
|
Class B (a) |
1,009 |
22,359 |
|
Titan Machinery, Inc. (a)(d) |
1,925 |
39,482 |
|
Willis Lease Finance Corp. (a) |
1,056 |
13,992 |
|
|
2,099,449 |
||
Transportation Infrastructure - 0.0% |
|||
Grupo Aeroportuario Norte S.A.B. de CV ADR |
550 |
15,345 |
|
TOTAL INDUSTRIALS |
23,181,581 |
||
INFORMATION TECHNOLOGY - 47.4% |
|||
Communications Equipment - 5.4% |
|||
ADTRAN, Inc. |
6,053 |
139,945 |
|
Alliance Fiber Optic Products, Inc. |
180 |
3,771 |
|
Alvarion Ltd. (a) |
543 |
983 |
|
Ambient Corp. (a)(d) |
1,100 |
1,892 |
|
Anaren, Inc. (a) |
1,155 |
27,743 |
|
Arris Group, Inc. (a)(d) |
10,951 |
165,689 |
|
Aruba Networks, Inc. (a) |
11,541 |
172,423 |
|
AudioCodes Ltd. (a) |
2,694 |
11,153 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Communications Equipment - continued |
|||
Aviat Networks, Inc. (a) |
4,784 |
$ 12,678 |
|
Aware, Inc. |
5,644 |
30,760 |
|
Bel Fuse, Inc.: |
|
|
|
Class A |
300 |
4,290 |
|
Class B (non-vtg.) |
558 |
8,883 |
|
Black Box Corp. |
1,429 |
38,454 |
|
Brocade Communications Systems, Inc. (a) |
46,620 |
253,147 |
|
CalAmp Corp. (a)(d) |
2,414 |
31,792 |
|
Ceragon Networks Ltd. (a) |
1,796 |
6,968 |
|
China TechFaith Wireless Communication Technology Ltd. sponsored ADR (a) |
1,783 |
1,926 |
|
Ciena Corp. (a)(d) |
10,345 |
173,175 |
|
Cisco Systems, Inc. |
522,354 |
12,578,284 |
|
Cogo Group, Inc. (a)(d) |
3,330 |
6,560 |
|
Communications Systems, Inc. |
3,274 |
33,297 |
|
Comtech Telecommunications Corp. |
1,521 |
40,154 |
|
Digi International, Inc. (a) |
2,136 |
20,484 |
|
DragonWave, Inc. (a)(d) |
2,480 |
6,646 |
|
EchoStar Holding Corp. Class A (a) |
4,590 |
182,269 |
|
EMCORE Corp. (a)(d) |
1,475 |
5,045 |
|
EXFO, Inc. (sub. vtg.) (a) |
2,252 |
10,101 |
|
Extreme Networks, Inc. (a)(d) |
7,442 |
26,494 |
|
F5 Networks, Inc. (a)(d) |
7,571 |
629,983 |
|
Finisar Corp. (a)(d) |
10,307 |
135,022 |
|
Gilat Satellite Networks Ltd. (a) |
5,055 |
27,752 |
|
Globecomm Systems, Inc. (a) |
1,887 |
24,172 |
|
Harmonic, Inc. (a) |
11,702 |
71,382 |
|
Infinera Corp. (a) |
13,841 |
145,746 |
|
InterDigital, Inc. |
4,223 |
194,216 |
|
Ituran Location & Control Ltd. |
2,549 |
43,155 |
|
Ixia (a)(d) |
7,772 |
122,176 |
|
JDS Uniphase Corp. (a) |
23,538 |
320,588 |
|
KVH Industries, Inc. (a) |
1,563 |
20,616 |
|
Meru Networks, Inc. (a) |
1,641 |
6,728 |
|
Mitel Networks, Inc. (a) |
3,745 |
13,445 |
|
NETGEAR, Inc. (a)(d) |
4,275 |
142,272 |
|
NumereX Corp. Class A (a) |
2,247 |
24,717 |
|
Oclaro, Inc. (a)(d) |
6,326 |
6,516 |
|
Oplink Communications, Inc. (a) |
1,737 |
29,564 |
|
Parkervision, Inc. (a)(d) |
7,644 |
33,328 |
|
PC-Tel, Inc. |
2,538 |
18,604 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Communications Equipment - continued |
|||
Performance Technologies, Inc. (a) |
470 |
$ 606 |
|
Polycom, Inc. (a)(d) |
18,421 |
208,710 |
|
Procera Networks, Inc. (a)(d) |
2,618 |
38,642 |
|
QUALCOMM, Inc. |
168,355 |
10,687,175 |
|
Radware Ltd. (a)(d) |
3,823 |
57,498 |
|
Research In Motion Ltd. (a)(d) |
50,096 |
698,839 |
|
Riverbed Technology, Inc. (a)(d) |
15,745 |
243,418 |
|
ShoreTel, Inc. (a) |
4,564 |
18,439 |
|
Sierra Wireless, Inc. (a)(d) |
2,705 |
30,788 |
|
Silicom Ltd. |
1,049 |
35,299 |
|
Sonus Networks, Inc. (a) |
31,557 |
101,298 |
|
Symmetricom, Inc. (a) |
3,327 |
16,435 |
|
Telefonaktiebolaget LM Ericsson (B Shares) sponsored ADR (d) |
18,490 |
215,778 |
|
Telestone Technologies Corp. (a)(d) |
578 |
480 |
|
Tellabs, Inc. (d) |
36,061 |
74,646 |
|
Telular Corp. |
2,245 |
28,152 |
|
Tessco Technologies, Inc. |
550 |
12,573 |
|
Ubiquiti Networks, Inc. (d) |
8,870 |
167,732 |
|
UTStarcom Holdings Corp. (a) |
4,655 |
13,220 |
|
ViaSat, Inc. (a) |
4,740 |
332,084 |
|
Westell Technologies, Inc. Class A (a) |
3,694 |
8,090 |
|
Wi-Lan, Inc. |
14,813 |
63,010 |
|
Zhone Technologies, Inc. (a) |
2,208 |
1,943 |
|
|
29,059,843 |
||
Computers & Peripherals - 9.5% |
|||
Apple, Inc. |
92,276 |
41,494,630 |
|
Avid Technology, Inc. (a)(d) |
3,536 |
22,560 |
|
Concurrent Computer Corp. |
867 |
6,537 |
|
Cray, Inc. (a)(d) |
3,431 |
62,479 |
|
Datalink Corp. (a) |
818 |
9,374 |
|
Dell, Inc. |
170,648 |
2,278,151 |
|
Dot Hill Systems Corp. (a) |
4,517 |
8,808 |
|
Electronics for Imaging, Inc. (a) |
4,305 |
120,066 |
|
Hutchinson Technology, Inc. (a)(d) |
1,552 |
8,908 |
|
iGO, Inc. (a) |
172 |
401 |
|
Immersion Corp. (a) |
2,166 |
33,270 |
|
Intevac, Inc. (a) |
1,753 |
8,432 |
|
Logitech International SA |
16,274 |
112,453 |
|
NetApp, Inc. (d) |
35,563 |
1,334,679 |
|
Novatel Wireless, Inc. (a) |
2,420 |
8,276 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Computers & Peripherals - continued |
|||
OCZ Technology Group, Inc. (a) |
6,689 |
$ 9,766 |
|
Overland Storage, Inc. (a) |
3,560 |
4,130 |
|
QLogic Corp. (a) |
9,664 |
94,127 |
|
Rimage Corp. |
799 |
6,464 |
|
SanDisk Corp. (a) |
23,468 |
1,385,081 |
|
Seagate Technology |
35,256 |
1,518,828 |
|
Silicon Graphics International Corp. (a) |
2,986 |
45,089 |
|
Smart Technologies, Inc. Class A (a)(d) |
3,897 |
5,074 |
|
STEC, Inc. (a)(d) |
3,803 |
13,463 |
|
Stratasys Ltd. (a)(d) |
3,994 |
335,696 |
|
Super Micro Computer, Inc. (a)(d) |
4,382 |
45,178 |
|
Synaptics, Inc. (a)(d) |
3,033 |
125,142 |
|
Transact Technologies, Inc. |
1,837 |
14,769 |
|
Western Digital Corp. |
23,694 |
1,500,304 |
|
Xyratex Ltd. |
3,114 |
32,946 |
|
|
50,645,081 |
||
Electronic Equipment & Components - 1.1% |
|||
Agilysys, Inc. (a) |
2,256 |
25,854 |
|
Audience, Inc. |
2,217 |
31,038 |
|
Cognex Corp. |
4,795 |
215,439 |
|
Coherent, Inc. |
2,382 |
136,727 |
|
CUI Global, Inc. (a)(d) |
1,439 |
8,389 |
|
Daktronics, Inc. |
3,527 |
36,222 |
|
Digital Ally, Inc. (a) |
179 |
1,119 |
|
DTS, Inc. (a) |
1,687 |
33,335 |
|
Echelon Corp. (a) |
3,399 |
7,988 |
|
Electro Rent Corp. |
3,981 |
67,717 |
|
Electro Scientific Industries, Inc. |
4,034 |
45,786 |
|
FARO Technologies, Inc. (a) |
1,765 |
66,046 |
|
FEI Co. (d) |
3,752 |
270,182 |
|
Flextronics International Ltd. (a)(d) |
65,854 |
491,271 |
|
FLIR Systems, Inc. |
14,321 |
348,860 |
|
Frequency Electronics, Inc. |
801 |
8,186 |
|
GSI Group, Inc. (a) |
3,002 |
24,436 |
|
HLS Systems International Ltd. (a)(d) |
6,494 |
76,240 |
|
I. D. Systems Inc. (a) |
730 |
3,730 |
|
Identive Group, Inc. (a) |
4,784 |
4,253 |
|
Insight Enterprises, Inc. (a) |
4,185 |
80,561 |
|
IPG Photonics Corp. (d) |
4,981 |
295,373 |
|
Itron, Inc. (a)(d) |
4,275 |
179,550 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Electronic Equipment & Components - continued |
|||
KEY Tronic Corp. (a)(d) |
2,433 |
$ 27,639 |
|
Littelfuse, Inc. |
2,475 |
181,888 |
|
LoJack Corp. (a) |
1,208 |
4,083 |
|
LRAD Corp. (a) |
2,260 |
2,170 |
|
Magal Security Systems Ltd. (a) |
1,252 |
4,657 |
|
Maxwell Technologies, Inc. (a)(d) |
2,392 |
17,294 |
|
Measurement Specialties, Inc. (a) |
1,277 |
56,763 |
|
Mercury Systems, Inc. (a) |
2,848 |
24,892 |
|
Mesa Laboratories, Inc. |
635 |
33,617 |
|
MicroVision, Inc. (a)(d) |
1,233 |
3,687 |
|
MOCON, Inc. |
1,486 |
20,269 |
|
Molex, Inc. (d) |
9,596 |
281,547 |
|
Molex, Inc. Class A (non-vtg.) (d) |
7,145 |
175,481 |
|
MTS Systems Corp. |
1,471 |
88,790 |
|
Multi-Fineline Electronix, Inc. (a) |
2,217 |
35,250 |
|
National Instruments Corp. (d) |
12,218 |
346,991 |
|
Neonode, Inc. (a)(d) |
3,560 |
19,331 |
|
NetList, Inc. (a) |
1,689 |
1,047 |
|
Newport Corp. (a) |
3,551 |
46,731 |
|
Orbotech Ltd. (a) |
5,875 |
68,679 |
|
OSI Systems, Inc. (a) |
1,986 |
114,870 |
|
Parametric Sound Corp. (a)(d) |
937 |
15,657 |
|
PC Connection, Inc. |
2,121 |
35,612 |
|
PC Mall, Inc. (a) |
1,383 |
10,594 |
|
Perceptron, Inc. |
784 |
5,543 |
|
Planar Systems, Inc. (a) |
480 |
835 |
|
Plexus Corp. (a) |
4,007 |
116,924 |
|
Power-One, Inc. (a) |
11,703 |
74,080 |
|
RadiSys Corp. (a) |
1,899 |
9,495 |
|
Research Frontiers, Inc. (a) |
1,108 |
4,066 |
|
Richardson Electronics Ltd. |
1,588 |
18,992 |
|
Rofin-Sinar Technologies, Inc. (a) |
3,325 |
88,977 |
|
Sanmina Corp. (a) |
8,739 |
118,676 |
|
ScanSource, Inc. (a) |
2,885 |
92,118 |
|
Tech Data Corp. (a) |
3,687 |
184,792 |
|
Trimble Navigation Ltd. (a) |
24,886 |
694,319 |
|
TTM Technologies, Inc. (a) |
7,898 |
63,816 |
|
Uni-Pixel, Inc. (a)(d) |
1,194 |
18,161 |
|
Universal Display Corp. (a) |
4,968 |
147,947 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Electronic Equipment & Components - continued |
|||
Viasystems Group, Inc. (a) |
2,351 |
$ 29,670 |
|
Zygo Corp. (a)(d) |
1,484 |
23,610 |
|
|
5,767,862 |
||
Internet Software & Services - 9.1% |
|||
21Vianet Group, Inc. ADR (a) |
3,322 |
30,363 |
|
Akamai Technologies, Inc. (a)(d) |
17,709 |
816,739 |
|
Angie's List, Inc. (a) |
5,766 |
135,270 |
|
Autobytel, Inc. (a) |
631 |
3,111 |
|
Baidu.com, Inc. sponsored ADR (a)(d) |
26,997 |
2,608,990 |
|
Bazaarvoice, Inc. (a)(d) |
6,688 |
50,093 |
|
Blucora, Inc. (a)(d) |
3,969 |
72,434 |
|
Brightcove, Inc. (a)(d) |
2,608 |
19,508 |
|
BroadVision, Inc. (a) |
599 |
5,307 |
|
Carbonite, Inc. (a) |
2,600 |
27,482 |
|
China Finance Online Co. Ltd. ADR (a) |
2,033 |
3,090 |
|
ChinaCache International Holdings Ltd. sponsored ADR (a) |
2,750 |
12,568 |
|
Commtouch Software Ltd. (a) |
7,845 |
22,358 |
|
comScore, Inc. (a) |
3,739 |
73,957 |
|
Constant Contact, Inc. (a) |
3,257 |
48,594 |
|
Cornerstone OnDemand, Inc. (a)(d) |
5,702 |
231,729 |
|
CoStar Group, Inc. (a)(d) |
2,977 |
332,858 |
|
DealerTrack Holdings, Inc. (a)(d) |
4,200 |
135,408 |
|
Digital River, Inc. (a) |
3,351 |
58,542 |
|
E2open, Inc. (d) |
2,190 |
31,996 |
|
EarthLink, Inc. |
10,002 |
59,312 |
|
eBay, Inc. (a) |
127,272 |
6,885,415 |
|
eGain Communications Corp. (a) |
3,510 |
28,185 |
|
Equinix, Inc. (a)(d) |
4,762 |
964,972 |
|
Facebook, Inc. Class A |
165,576 |
4,031,776 |
|
FriendFinder Networks, Inc. (a)(d) |
2,000 |
660 |
|
GigaMedia Ltd. (a) |
5,039 |
4,989 |
|
Global Eagle Entertainment, Inc. (a)(d) |
2,886 |
28,283 |
|
Google, Inc. Class A (a) |
26,255 |
22,852,615 |
|
IAC/InterActiveCorp (d) |
8,211 |
398,069 |
|
Internap Network Services Corp. (a)(d) |
4,621 |
36,876 |
|
iPass, Inc. (a)(d) |
4,991 |
8,485 |
|
j2 Global, Inc. |
4,473 |
182,901 |
|
Keynote Systems, Inc. |
1,401 |
17,653 |
|
Ku6 Media Co. Ltd. sponsored ADR (a) |
2,051 |
2,646 |
|
Limelight Networks, Inc. (a) |
7,958 |
18,860 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Internet Software & Services - continued |
|||
Liquidity Services, Inc. (a)(d) |
3,383 |
$ 135,354 |
|
LivePerson, Inc. (a)(d) |
6,112 |
56,475 |
|
Local Corp. (a)(d) |
545 |
883 |
|
LogMeIn, Inc. (a) |
2,380 |
60,571 |
|
Marchex, Inc. Class B |
2,468 |
14,314 |
|
Market Leader, Inc. (a) |
3,144 |
33,641 |
|
MercadoLibre, Inc. |
4,348 |
498,368 |
|
Move, Inc. (a) |
3,598 |
40,981 |
|
NetEase.com, Inc. sponsored ADR |
7,222 |
461,702 |
|
NIC, Inc. |
7,609 |
127,222 |
|
Open Text Corp. |
6,064 |
412,650 |
|
OpenTable, Inc. (a)(d) |
2,233 |
148,941 |
|
Perficient, Inc. (a) |
4,731 |
59,611 |
|
Perion Network Ltd. (a)(d) |
2,392 |
33,632 |
|
Points International Ltd. (a) |
1,800 |
30,456 |
|
QuinStreet, Inc. (a) |
3,529 |
27,314 |
|
RealNetworks, Inc. (a) |
2,721 |
19,754 |
|
Rediff.com India Ltd. sponsored ADR (a)(d) |
371 |
1,024 |
|
Reis, Inc. (a) |
2,925 |
54,376 |
|
Remark Media, Inc. (a) |
212 |
676 |
|
Responsys, Inc. (a) |
5,878 |
57,487 |
|
SciQuest, Inc. (a) |
2,059 |
47,254 |
|
Selectica, Inc. (a) |
245 |
2,107 |
|
Sify Technologies Ltd. sponsored ADR (a)(d) |
1,965 |
3,871 |
|
SINA Corp. (a)(d) |
6,819 |
393,456 |
|
Sohu.com, Inc. (a)(d) |
3,908 |
250,815 |
|
SPS Commerce, Inc. (a) |
1,840 |
99,305 |
|
Stamps.com, Inc. (a) |
1,389 |
52,949 |
|
Support.com, Inc. (a) |
3,686 |
17,619 |
|
Synacor, Inc. (a)(d) |
2,654 |
10,006 |
|
TechTarget, Inc. (a) |
3,566 |
15,833 |
|
TheStreet.com, Inc. |
1,783 |
3,530 |
|
Travelzoo, Inc. (a)(d) |
1,494 |
42,938 |
|
United Online, Inc. |
8,242 |
56,128 |
|
Unwired Planet, Inc. (a) |
8,604 |
17,724 |
|
ValueClick, Inc. (a)(d) |
7,372 |
194,178 |
|
Velti PLC (a)(d) |
6,123 |
10,776 |
|
VeriSign, Inc. (a)(d) |
14,771 |
694,828 |
|
VistaPrint Ltd. (a)(d) |
3,485 |
160,136 |
|
Vocus, Inc. (a) |
2,078 |
18,162 |
|
Web.com Group, Inc. (a)(d) |
4,909 |
103,040 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Internet Software & Services - continued |
|||
WebMD Health Corp. (a) |
5,245 |
$ 154,832 |
|
WebMediaBrands, Inc. (a) |
208 |
277 |
|
Xoom Corp. (d) |
3,245 |
60,389 |
|
Yahoo!, Inc. (a) |
115,861 |
3,047,144 |
|
Yandex NV (a) |
23,630 |
641,791 |
|
Zillow, Inc. (a)(d) |
2,702 |
151,690 |
|
Zix Corp. (a) |
5,859 |
23,377 |
|
|
48,791,681 |
||
IT Services - 1.9% |
|||
Acxiom Corp. (a) |
7,793 |
171,368 |
|
Automatic Data Processing, Inc. |
47,094 |
3,236,300 |
|
Cardtronics, Inc. (a) |
4,436 |
126,559 |
|
Cass Information Systems, Inc. |
1,664 |
74,680 |
|
China Information Technology, Inc. (a) |
1,650 |
4,274 |
|
Cognizant Technology Solutions Corp. Class A (a) |
29,466 |
1,904,977 |
|
Computer Task Group, Inc. |
2,070 |
46,202 |
|
CSG Systems International, Inc. (a) |
3,230 |
69,865 |
|
Dynamics Research Corp. (a) |
900 |
4,500 |
|
Edgewater Technology, Inc. (a) |
1,090 |
4,262 |
|
Euronet Worldwide, Inc. (a) |
5,005 |
152,653 |
|
ExlService Holdings, Inc. (a) |
3,384 |
99,253 |
|
Fiserv, Inc. (a)(d) |
13,033 |
1,135,956 |
|
Forrester Research, Inc. |
2,212 |
80,141 |
|
Hackett Group, Inc. |
3,105 |
15,649 |
|
iGate Corp. (a) |
6,608 |
95,882 |
|
Information Services Group, Inc. (a) |
2,794 |
5,476 |
|
Innodata, Inc. (a) |
1,720 |
5,435 |
|
Jack Henry & Associates, Inc. |
8,620 |
404,537 |
|
Lionbridge Technologies, Inc. (a) |
5,275 |
15,614 |
|
ManTech International Corp. Class A |
2,289 |
62,009 |
|
Mattersight Corp. (a)(d) |
1,970 |
6,146 |
|
ModusLink Global Solutions, Inc. (a) |
3,600 |
10,332 |
|
MoneyGram International, Inc. (a) |
5,400 |
106,272 |
|
NCI, Inc. Class A (a) |
868 |
4,106 |
|
Newtek Business Services, Inc. (a) |
2,552 |
5,385 |
|
Official Payments Holdings, Inc. (a) |
2,301 |
14,841 |
|
Pactera Technology International Ltd. ADR |
3,293 |
21,997 |
|
Paychex, Inc. (d) |
34,716 |
1,292,477 |
|
PFSweb, Inc. (a) |
1,898 |
8,142 |
|
PRG-Schultz International, Inc. (a) |
2,112 |
11,574 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
IT Services - continued |
|||
Rainmaker Systems, Inc. (a) |
1,909 |
$ 830 |
|
Sapient Corp. (a) |
15,168 |
195,364 |
|
ServiceSource International, Inc. (a) |
7,209 |
58,753 |
|
Sykes Enterprises, Inc. (a) |
3,992 |
63,114 |
|
Syntel, Inc. |
4,408 |
281,715 |
|
Teletech Holdings, Inc. (a) |
7,252 |
163,097 |
|
Virtusa Corp. (a) |
2,378 |
55,788 |
|
|
10,015,525 |
||
Office Electronics - 0.1% |
|||
Zebra Technologies Corp. Class A (a) |
5,706 |
260,536 |
|
Semiconductors & Semiconductor Equipment - 7.6% |
|||
Actions Semiconductor Co. Ltd. ADR (a) |
5,005 |
14,815 |
|
Advanced Energy Industries, Inc. (a) |
3,336 |
61,382 |
|
Aixtron AG sponsored ADR (d) |
770 |
13,760 |
|
Alpha & Omega Semiconductor Ltd. (a) |
2,548 |
20,104 |
|
Altera Corp. |
31,330 |
1,039,843 |
|
Ambarella, Inc. (a)(d) |
3,374 |
54,558 |
|
Amkor Technology, Inc. (a)(d) |
16,037 |
72,808 |
|
Amtech Systems, Inc. (a) |
792 |
4,158 |
|
ANADIGICS, Inc. (a) |
5,180 |
10,671 |
|
Analog Devices, Inc. |
29,281 |
1,344,876 |
|
Applied Materials, Inc. |
116,580 |
1,772,016 |
|
Applied Micro Circuits Corp. (a) |
8,815 |
67,964 |
|
ARM Holdings PLC sponsored ADR (d) |
10,730 |
470,832 |
|
ASM International NV (depositary receipt) |
565 |
20,103 |
|
ASML Holding NV (d) |
7,182 |
583,681 |
|
Atmel Corp. (a) |
43,991 |
346,209 |
|
ATMI, Inc. (a) |
2,939 |
70,154 |
|
Avago Technologies Ltd. |
24,015 |
905,606 |
|
Axcelis Technologies, Inc. (a) |
7,148 |
11,437 |
|
AXT, Inc. (a) |
2,879 |
8,176 |
|
Broadcom Corp. Class A |
50,590 |
1,816,687 |
|
Brooks Automation, Inc. |
7,616 |
81,110 |
|
BTU International, Inc. (a) |
667 |
1,647 |
|
Cabot Microelectronics Corp. (a)(d) |
2,125 |
75,969 |
|
Camtek Ltd. (a) |
1,772 |
3,420 |
|
Canadian Solar, Inc. (a)(d) |
3,257 |
27,717 |
|
Cascade Microtech, Inc. (a) |
1,205 |
7,941 |
|
Cavium, Inc. (a)(d) |
5,383 |
176,347 |
|
Ceva, Inc. (a) |
2,062 |
34,580 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Semiconductors & Semiconductor Equipment - continued |
|||
China Sunergy Co. Ltd. ADR (a) |
811 |
$ 1,500 |
|
ChipMOS TECHNOLOGIES (Bermuda) Ltd. |
3,194 |
58,259 |
|
Cirrus Logic, Inc. (a)(d) |
6,650 |
121,363 |
|
Cohu, Inc. |
2,800 |
30,968 |
|
Cree, Inc. (a)(d) |
11,659 |
726,939 |
|
CVD Equipment Corp. (a)(d) |
958 |
9,235 |
|
Cypress Semiconductor Corp. |
14,149 |
159,035 |
|
Diodes, Inc. (a) |
6,177 |
145,777 |
|
DSP Group, Inc. (a) |
1,709 |
13,569 |
|
Entegris, Inc. (a) |
13,615 |
141,868 |
|
Entropic Communications, Inc. (a)(d) |
8,091 |
34,629 |
|
Exar Corp. (a)(d) |
3,484 |
39,300 |
|
EZchip Semiconductor Ltd. (a) |
3,149 |
85,149 |
|
First Solar, Inc. (a)(d) |
8,524 |
463,535 |
|
FormFactor, Inc. (a) |
4,723 |
27,818 |
|
GSI Technology, Inc. (a) |
893 |
5,001 |
|
GT Advanced Technologies, Inc. (a)(d) |
11,116 |
49,466 |
|
Hanwha Solarone Co. Ltd. ADR (a)(d) |
4,357 |
6,971 |
|
Himax Technologies, Inc. sponsored ADR (d) |
6,926 |
49,936 |
|
Hittite Microwave Corp. (a)(d) |
3,194 |
173,370 |
|
Ikanos Communications, Inc. (a) |
7,650 |
10,328 |
|
Integrated Device Technology, Inc. (a)(d) |
16,817 |
143,281 |
|
Integrated Silicon Solution, Inc. (a) |
2,319 |
25,092 |
|
Intel Corp. |
485,709 |
11,793,015 |
|
Intermolecular, Inc. (a) |
4,427 |
37,807 |
|
Intersil Corp. Class A |
14,332 |
117,522 |
|
IXYS Corp. |
2,709 |
30,883 |
|
JA Solar Holdings Co. Ltd. ADR (a) |
1,901 |
13,953 |
|
KLA-Tencor Corp. |
16,255 |
914,994 |
|
Kopin Corp. (a) |
6,229 |
22,113 |
|
Kulicke & Soffa Industries, Inc. (a) |
7,932 |
98,357 |
|
Lam Research Corp. (a) |
15,712 |
735,007 |
|
Lattice Semiconductor Corp. (a)(d) |
13,458 |
69,309 |
|
Linear Technology Corp. |
20,329 |
762,338 |
|
LSI Corp. (a) |
55,726 |
412,372 |
|
LTX-Credence Corp. (a) |
3,814 |
21,625 |
|
M/A-COM Technology Solutions, Inc. (a) |
4,539 |
63,228 |
|
Marvell Technology Group Ltd. |
53,941 |
584,720 |
|
Mattson Technology, Inc. (a) |
3,129 |
6,164 |
|
Maxim Integrated Products, Inc. |
28,775 |
848,575 |
|
Mellanox Technologies Ltd. (a)(d) |
4,449 |
230,770 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Semiconductors & Semiconductor Equipment - continued |
|||
MEMSIC, Inc. (a) |
1,776 |
$ 7,246 |
|
Micrel, Inc. |
6,146 |
61,153 |
|
Microchip Technology, Inc. |
19,021 |
693,886 |
|
Micron Technology, Inc. (a) |
99,863 |
1,166,400 |
|
Microsemi Corp. (a) |
10,171 |
223,050 |
|
Mindspeed Technologies, Inc. (a)(d) |
3,673 |
11,937 |
|
MKS Instruments, Inc. |
5,243 |
147,590 |
|
Monolithic Power Systems, Inc. (d) |
3,194 |
78,477 |
|
MoSys, Inc. (a) |
2,523 |
11,480 |
|
Nanometrics, Inc. (a) |
2,245 |
32,440 |
|
Nova Measuring Instruments Ltd. (a) |
2,306 |
21,723 |
|
NVE Corp. (a) |
453 |
23,434 |
|
NVIDIA Corp. |
60,667 |
879,065 |
|
NXP Semiconductors NV (a) |
24,600 |
758,910 |
|
O2Micro International Ltd. sponsored ADR (a)(d) |
3,450 |
11,903 |
|
Omnivision Technologies, Inc. (a)(d) |
5,064 |
93,532 |
|
ON Semiconductor Corp. (a) |
44,060 |
377,154 |
|
PDF Solutions, Inc. (a) |
2,505 |
45,917 |
|
Peregrine Semiconductor Corp. |
3,014 |
32,642 |
|
Pericom Semiconductor Corp. (a) |
2,086 |
14,623 |
|
Photronics, Inc. (a)(d) |
8,213 |
62,665 |
|
Pixelworks, Inc. (a) |
3,092 |
9,307 |
|
PLX Technology, Inc. (a) |
5,702 |
25,773 |
|
PMC-Sierra, Inc. (a) |
22,033 |
132,418 |
|
Power Integrations, Inc. |
3,028 |
129,265 |
|
QuickLogic Corp. (a)(d) |
4,310 |
10,172 |
|
Rambus, Inc. (a)(d) |
10,601 |
83,536 |
|
RDA Microelectronics, Inc. sponsored ADR |
1,650 |
17,672 |
|
RF Micro Devices, Inc. (a) |
26,801 |
147,942 |
|
Rubicon Technology, Inc. (a)(d) |
2,238 |
18,956 |
|
Rudolph Technologies, Inc. (a)(d) |
2,800 |
34,328 |
|
SemiLEDs Corp. (a) |
2,000 |
3,220 |
|
Semtech Corp. (a)(d) |
6,904 |
252,272 |
|
Sigma Designs, Inc. (a) |
2,862 |
13,137 |
|
Silicon Image, Inc. (a) |
8,358 |
50,900 |
|
Silicon Laboratories, Inc. (a)(d) |
4,673 |
200,752 |
|
Silicon Motion Technology Corp. sponsored ADR (d) |
3,200 |
35,968 |
|
Siliconware Precision Industries Co. Ltd. sponsored ADR (d) |
9,531 |
54,803 |
|
Skyworks Solutions, Inc. (a) |
19,520 |
465,747 |
|
Spreadtrum Communications, Inc. ADR (d) |
3,944 |
76,750 |
|
SunPower Corp. (a)(d) |
11,780 |
227,354 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Semiconductors & Semiconductor Equipment - continued |
|||
Supertex, Inc. |
1,164 |
$ 25,783 |
|
Tessera Technologies, Inc. |
4,845 |
100,534 |
|
Texas Instruments, Inc. |
107,952 |
3,874,397 |
|
Tower Semiconductor Ltd. (a) |
1,741 |
10,777 |
|
TranSwitch Corp. (a) |
1,874 |
956 |
|
TriQuint Semiconductor, Inc. (a)(d) |
19,496 |
137,252 |
|
Ultra Clean Holdings, Inc. (a) |
1,865 |
10,836 |
|
Ultratech, Inc. (a) |
2,491 |
90,822 |
|
Veeco Instruments, Inc. (a) |
3,733 |
158,242 |
|
Vimicro International Corp. sponsored ADR (a) |
1,883 |
2,712 |
|
Volterra Semiconductor Corp. (a) |
2,284 |
32,113 |
|
Xilinx, Inc. |
25,285 |
1,027,835 |
|
|
40,621,470 |
||
Software - 12.7% |
|||
Accelrys, Inc. (a) |
8,192 |
68,321 |
|
ACI Worldwide, Inc. (a)(d) |
4,259 |
198,086 |
|
Activision Blizzard, Inc. |
109,467 |
1,579,609 |
|
Actuate Corp. (a) |
4,500 |
30,375 |
|
Adobe Systems, Inc. (a)(d) |
48,708 |
2,090,060 |
|
Advent Software, Inc. (a) |
5,185 |
172,038 |
|
Allot Communications Ltd. (a)(d) |
3,016 |
37,248 |
|
American Software, Inc. Class A |
2,162 |
18,377 |
|
ANSYS, Inc. (a) |
9,301 |
692,925 |
|
AsiaInfo-Linkage, Inc. (a)(d) |
7,921 |
91,804 |
|
Aspen Technology, Inc. (a) |
9,217 |
282,225 |
|
Attunity Ltd. (a) |
1,304 |
7,420 |
|
Autodesk, Inc. (a) |
21,481 |
810,478 |
|
AutoNavi Holdings Ltd. ADR (a) |
1,797 |
21,528 |
|
Blackbaud, Inc. |
5,447 |
165,262 |
|
BluePhoenix Solutions Ltd. (a) |
285 |
1,140 |
|
BMC Software, Inc. (a) |
13,605 |
616,238 |
|
Bottomline Technologies, Inc. (a)(d) |
3,622 |
100,076 |
|
BroadSoft, Inc. (a)(d) |
2,902 |
80,443 |
|
CA Technologies, Inc. |
44,167 |
1,206,201 |
|
Cadence Design Systems, Inc. (a)(d) |
28,362 |
429,117 |
|
Callidus Software, Inc. (a) |
2,708 |
16,275 |
|
Changyou.com Ltd. (A Shares) ADR (d) |
1,356 |
41,697 |
|
Check Point Software Technologies Ltd. (a)(d) |
20,036 |
1,003,403 |
|
Cinedigm Digital Cinema Corp. (a) |
4,170 |
6,422 |
|
Citrix Systems, Inc. (a) |
18,295 |
1,177,283 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Software - continued |
|||
ClickSoftware Technologies Ltd. |
2,678 |
$ 20,728 |
|
CommVault Systems, Inc. (a) |
4,723 |
330,610 |
|
Compuware Corp. |
21,608 |
242,658 |
|
Comverse, Inc. |
2,187 |
65,304 |
|
Concur Technologies, Inc. (a)(d) |
5,659 |
456,851 |
|
CounterPath Corp. (a) |
305 |
519 |
|
Datawatch Corp. (a) |
596 |
8,767 |
|
Descartes Systems Group, Inc. (a) |
6,375 |
70,714 |
|
Digimarc Corp. |
697 |
16,038 |
|
Ebix, Inc. |
3,374 |
66,940 |
|
Electronic Arts, Inc. (a) |
30,356 |
697,884 |
|
Envivio, Inc. (a) |
4,709 |
7,817 |
|
EPIQ Systems, Inc. |
3,174 |
38,501 |
|
ePlus, Inc. |
1,018 |
50,625 |
|
Evolving Systems, Inc. |
1,208 |
7,888 |
|
FalconStor Software, Inc. (a) |
4,107 |
5,503 |
|
Fortinet, Inc. (a) |
16,539 |
318,541 |
|
Glu Mobile, Inc. (a)(d) |
5,808 |
15,740 |
|
Guidance Software, Inc. (a) |
2,847 |
26,249 |
|
Informatica Corp. (a)(d) |
10,900 |
396,324 |
|
Interactive Intelligence Group, Inc. (a)(d) |
1,647 |
82,679 |
|
Intuit, Inc. |
28,572 |
1,669,748 |
|
Jive Software, Inc. (a) |
7,320 |
123,708 |
|
KongZhong Corp. sponsored ADR (a) |
2,588 |
17,081 |
|
Magic Software Enterprises Ltd. (d) |
8,370 |
45,114 |
|
Majesco Entertainment Co. (a) |
3,390 |
2,228 |
|
Manhattan Associates, Inc. (a)(d) |
1,860 |
139,556 |
|
Mentor Graphics Corp. |
11,212 |
212,916 |
|
MICROS Systems, Inc. (a)(d) |
8,079 |
340,934 |
|
Microsoft Corp. (d) |
822,564 |
28,691,032 |
|
MicroStrategy, Inc. Class A (a) |
912 |
83,430 |
|
Mitek Systems, Inc. (a) |
2,622 |
16,597 |
|
Monotype Imaging Holdings, Inc. |
3,416 |
77,748 |
|
Net 1 UEPS Technologies, Inc. (a) |
4,905 |
35,414 |
|
NetScout Systems, Inc. (a) |
4,930 |
120,046 |
|
NetSol Technologies, Inc. (a) |
525 |
5,402 |
|
NICE Systems Ltd. sponsored ADR |
3,822 |
141,032 |
|
Nuance Communications, Inc. (a)(d) |
30,816 |
585,504 |
|
Oracle Corp. (d) |
464,939 |
15,696,341 |
|
Parametric Technology Corp. (a)(d) |
12,516 |
314,277 |
|
Pegasystems, Inc. |
3,459 |
111,829 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - continued |
|||
Software - continued |
|||
Perfect World Co. Ltd. sponsored ADR Class B (d) |
4,134 |
$ 63,788 |
|
Progress Software Corp. (a) |
6,324 |
148,677 |
|
Proofpoint, Inc. (a)(d) |
2,950 |
59,590 |
|
QAD, Inc. Class A |
1,432 |
17,943 |
|
QLIK Technologies, Inc. (a)(d) |
9,043 |
278,163 |
|
Qualys, Inc. |
3,340 |
46,760 |
|
RealPage, Inc. (a)(d) |
7,345 |
139,849 |
|
Rovi Corp. (a) |
10,542 |
271,984 |
|
Sapiens International Corp. NV (d) |
5,316 |
27,537 |
|
SeaChange International, Inc. (a) |
2,919 |
31,408 |
|
Shanda Games Ltd. sponsored ADR (a) |
6,211 |
25,589 |
|
Smith Micro Software, Inc. (a) |
2,943 |
3,796 |
|
Sonic Foundry, Inc. (a) |
478 |
3,948 |
|
Sourcefire, Inc. (a)(d) |
3,175 |
177,673 |
|
Splunk, Inc. (a) |
9,953 |
465,402 |
|
SS&C Technologies Holdings, Inc. (a) |
8,277 |
261,802 |
|
Symantec Corp. |
66,700 |
1,493,413 |
|
Synchronoss Technologies, Inc. (a)(d) |
3,905 |
122,422 |
|
Synopsys, Inc. (a) |
14,469 |
527,395 |
|
Take-Two Interactive Software, Inc. (a)(d) |
8,758 |
145,733 |
|
Tangoe, Inc. (a)(d) |
3,946 |
58,835 |
|
TeleCommunication Systems, Inc. Class A (a) |
4,258 |
10,006 |
|
TeleNav, Inc. (a) |
3,300 |
16,797 |
|
The9 Ltd. sponsored ADR (a) |
1,168 |
3,703 |
|
TIBCO Software, Inc. (a) |
16,533 |
352,649 |
|
TigerLogic Corp. (a) |
4,013 |
7,544 |
|
TiVo, Inc. (a) |
12,092 |
156,470 |
|
Trunkbow International Holdings Ltd. (a)(d) |
2,500 |
2,140 |
|
Ultimate Software Group, Inc. (a)(d) |
2,715 |
302,180 |
|
Vasco Data Security International, Inc. (a) |
3,654 |
30,621 |
|
Verint Systems, Inc. (a) |
5,147 |
172,785 |
|
Voltari Corp. (a)(d) |
320 |
1,392 |
|
Wave Systems Corp. Class A (a)(d) |
5,662 |
2,152 |
|
Websense, Inc. (a) |
3,468 |
86,180 |
|
Zynga, Inc. (a)(d) |
59,423 |
202,038 |
|
|
68,019,232 |
||
TOTAL INFORMATION TECHNOLOGY |
253,181,230 |
||
Common Stocks - continued |
|||
Shares |
Value |
||
MATERIALS - 0.8% |
|||
Chemicals - 0.4% |
|||
A. Schulman, Inc. |
2,693 |
$ 77,828 |
|
ADA-ES, Inc. (a) |
913 |
34,101 |
|
American Pacific Corp. (a) |
617 |
17,153 |
|
Balchem Corp. |
3,520 |
168,995 |
|
Fuwei Films Holdings Co. Ltd. (a) |
926 |
907 |
|
Gulf Resources, Inc. (a)(d) |
3,255 |
3,971 |
|
Hawkins, Inc. |
1,179 |
47,019 |
|
Innophos Holdings, Inc. |
2,523 |
127,613 |
|
Innospec, Inc. |
2,724 |
111,766 |
|
Landec Corp. (a) |
2,417 |
33,935 |
|
Material Sciences Corp. (a) |
1,000 |
9,800 |
|
Methanex Corp. |
9,404 |
416,071 |
|
Penford Corp. (a) |
697 |
8,273 |
|
Senomyx, Inc. (a) |
3,104 |
6,425 |
|
Sigma Aldrich Corp. |
10,360 |
866,718 |
|
Yongye International, Inc. (a)(d) |
4,112 |
21,876 |
|
Zoltek Companies, Inc. (a) |
2,884 |
36,858 |
|
|
1,989,309 |
||
Construction Materials - 0.0% |
|||
CaesarStone Sdot-Yam Ltd. (a) |
3,434 |
98,762 |
|
China Advanced Construction Materials Group, Inc. (a) |
1,617 |
501 |
|
U.S. Concrete, Inc. (a) |
2,219 |
35,615 |
|
United States Lime & Minerals, Inc. (a) |
477 |
23,788 |
|
|
158,666 |
||
Containers & Packaging - 0.1% |
|||
AEP Industries, Inc. (a) |
553 |
46,164 |
|
Silgan Holdings, Inc. |
6,488 |
303,444 |
|
UFP Technologies, Inc. (a) |
1,423 |
27,307 |
|
|
376,915 |
||
Metals & Mining - 0.3% |
|||
Century Aluminum Co. (a)(d) |
10,170 |
100,785 |
|
China Gerui Adv Mat Group Ltd. (a)(d) |
5,824 |
10,949 |
|
China Natural Resources, Inc. (a) |
1,718 |
6,958 |
|
China Precision Steel, Inc. (a)(d) |
271 |
339 |
|
Globe Specialty Metals, Inc. |
7,665 |
94,050 |
|
Handy & Harman Ltd. (a) |
2,127 |
34,309 |
|
Haynes International, Inc. |
1,358 |
66,461 |
|
Horsehead Holding Corp. (a)(d) |
3,155 |
36,314 |
|
Kaiser Aluminum Corp. |
1,921 |
121,868 |
|
Olympic Steel, Inc. |
1,959 |
49,621 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
MATERIALS - continued |
|||
Metals & Mining - continued |
|||
Pan American Silver Corp. |
16,085 |
$ 196,398 |
|
Prospect Global Resources, Inc. (a) |
16,479 |
3,667 |
|
Prospect Global Resources, Inc. rights 6/4/13 (a) |
12,375 |
31 |
|
Randgold Resources Ltd. sponsored ADR (d) |
5,093 |
399,189 |
|
Royal Gold, Inc. (d) |
6,258 |
342,688 |
|
Schnitzer Steel Industries, Inc. Class A |
2,367 |
58,465 |
|
Silver Standard Resources, Inc. (a) |
7,860 |
61,780 |
|
SinoCoking Coal and Coke Chemical Industries, Inc. (a)(d) |
1,300 |
2,054 |
|
Steel Dynamics, Inc. (d) |
20,726 |
317,937 |
|
Sutor Technology Group Ltd. (a) |
5,943 |
11,767 |
|
Synalloy Corp. |
766 |
11,253 |
|
Universal Stainless & Alloy Products, Inc. (a) |
559 |
17,715 |
|
|
1,944,598 |
||
Paper & Forest Products - 0.0% |
|||
Mercer International, Inc. (SBI) (a)(d) |
8,448 |
58,122 |
|
Pope Resources, Inc. LP |
396 |
26,817 |
|
|
84,939 |
||
TOTAL MATERIALS |
4,554,427 |
||
TELECOMMUNICATION SERVICES - 1.2% |
|||
Diversified Telecommunication Services - 0.4% |
|||
8x8, Inc. (a)(d) |
6,659 |
55,070 |
|
Alaska Communication Systems Group, Inc. |
3,895 |
6,388 |
|
Atlantic Tele-Network, Inc. |
1,469 |
73,112 |
|
B Communications Ltd. (a) |
2,234 |
17,202 |
|
Cbeyond, Inc. (a) |
2,879 |
24,731 |
|
Cogent Communications Group, Inc. |
5,494 |
151,030 |
|
Consolidated Communications Holdings, Inc. |
3,932 |
66,923 |
|
FairPoint Communications, Inc. (a)(d) |
2,654 |
22,559 |
|
Frontier Communications Corp. (d) |
103,769 |
429,604 |
|
General Communications, Inc. Class A (a) |
3,238 |
28,138 |
|
Hawaiian Telcom Holdco, Inc. (a) |
740 |
19,070 |
|
HickoryTech Corp. |
5,938 |
62,230 |
|
Hong Kong Television Network Ltd. sponsored ADR (d) |
1,671 |
11,279 |
|
inContact, Inc. (a) |
7,718 |
56,033 |
|
Internet Gold Golden Lines Ltd. (a) |
1,546 |
4,715 |
|
Iridium Communications, Inc. (a)(d) |
7,393 |
52,712 |
|
Lumos Networks Corp. |
1,653 |
22,712 |
|
Neutral Tandem, Inc. |
2,667 |
15,522 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
TELECOMMUNICATION SERVICES - continued |
|||
Diversified Telecommunication Services - continued |
|||
ORBCOMM, Inc. (a) |
2,897 |
$ 11,356 |
|
Towerstream Corp. (a) |
5,027 |
12,919 |
|
TW telecom, Inc. (a)(d) |
15,255 |
435,225 |
|
VocalTec Communications Ltd. (a)(d) |
1,700 |
25,381 |
|
Windstream Corp. (d) |
58,389 |
468,864 |
|
|
2,072,775 |
||
Wireless Telecommunication Services - 0.8% |
|||
America Movil S.A.B. de CV Series A sponsored ADR |
968 |
19,331 |
|
Boingo Wireless, Inc. (a)(d) |
3,209 |
23,265 |
|
Clearwire Corp. Class A (a) |
70,189 |
314,447 |
|
Leap Wireless International, Inc. (a)(d) |
7,668 |
43,324 |
|
Linktone Ltd. sponsored ADR (a) |
452 |
1,690 |
|
NII Holdings, Inc. (a)(d) |
17,070 |
131,610 |
|
NTELOS Holdings Corp. |
2,909 |
47,620 |
|
Partner Communications Co. Ltd. ADR |
1,446 |
8,777 |
|
SBA Communications Corp. Class A (a)(d) |
12,004 |
903,541 |
|
Shenandoah Telecommunications Co. |
1,983 |
32,997 |
|
USA Mobility, Inc. |
1,749 |
23,577 |
|
Vodafone Group PLC sponsored ADR |
96,831 |
2,803,257 |
|
|
4,353,436 |
||
TOTAL TELECOMMUNICATION SERVICES |
6,426,211 |
||
UTILITIES - 0.1% |
|||
Electric Utilities - 0.1% |
|||
MGE Energy, Inc. |
2,169 |
115,760 |
|
Otter Tail Corp. |
3,441 |
94,008 |
|
|
209,768 |
||
Gas Utilities - 0.0% |
|||
Delta Natural Gas Co., Inc. |
1,210 |
26,293 |
|
RGC Resources, Inc. |
94 |
1,916 |
|
|
28,209 |
||
Independent Power Producers & Energy Traders - 0.0% |
|||
Synthesis Energy Systems, Inc. (a) |
3,632 |
3,087 |
|
Water Utilities - 0.0% |
|||
Artesian Resources Corp. Class A |
575 |
12,713 |
|
Cadiz, Inc. (a)(d) |
1,425 |
8,379 |
|
Connecticut Water Service, Inc. |
871 |
24,710 |
|
Consolidated Water Co., Inc. |
1,157 |
12,484 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
UTILITIES - continued |
|||
Water Utilities - continued |
|||
Middlesex Water Co. |
1,342 |
$ 25,834 |
|
Pure Cycle Corp. (a) |
3,377 |
22,356 |
|
Tri-Tech Holding, Inc. (a) |
664 |
1,082 |
|
York Water Co. |
1,176 |
22,438 |
|
|
129,996 |
||
TOTAL UTILITIES |
371,060 |
||
TOTAL COMMON STOCKS (Cost $341,782,240) |
|
U.S. Treasury Obligations - 0.1% |
||||
|
Principal
|
|
||
U.S. Treasury Bills, yield at date of purchase 0.08% 9/19/13 (e)
|
|
$ 500,000 |
|
Money Market Funds - 19.1% |
|||
Shares |
|
||
Fidelity Cash Central Fund, 0.12% (b) |
10,473,109 |
10,473,109 |
|
Fidelity Securities Lending Cash Central Fund, 0.12% (b)(c) |
91,501,794 |
91,501,794 |
|
TOTAL MONEY MARKET FUNDS (Cost $101,974,903) |
|
||
TOTAL INVESTMENT PORTFOLIO - 116.9% (Cost $444,257,024) |
624,912,084 |
||
NET OTHER ASSETS (LIABILITIES) - (16.9)% |
(90,513,256 ) |
||
NET ASSETS - 100% |
$ 534,398,828 |
Futures Contracts |
|||||
|
Expiration
|
Underlying Face
|
Unrealized
|
||
Purchased |
|||||
Equity Index Contracts |
|||||
200 CME E-mini NASDAQ 100 Index Contracts |
June 2013 |
$ 11,921,000 |
$ 445,716 |
|
The face value of futures purchased as a percentage of net assets is 2.2% |
Legend |
(a) Non-income producing |
(b) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request. |
(c) Investment made with cash collateral received from securities on loan. |
(d) Security or a portion of the security is on loan at period end. |
(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $446,937. |
Affiliated Central Funds |
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows: |
Fund |
Income earned |
Fidelity Cash Central Fund |
$ 4,939 |
Fidelity Securities Lending Cash Central Fund |
318,008 |
Total |
$ 322,947 |
Other Information |
The following is a summary of the inputs used, as of May 31, 2013, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements. |
Valuation Inputs at Reporting Date: |
||||
Description |
Total |
Level 1 |
Level 2 |
Level 3 |
Investments in Securities: |
||||
Equities: |
||||
Consumer Discretionary |
$ 96,574,888 |
$ 96,574,888 |
$ - |
$ - |
Consumer Staples |
20,906,249 |
20,906,249 |
- |
- |
Energy |
7,195,609 |
7,195,609 |
- |
- |
Financials |
35,881,886 |
35,881,365 |
521 |
- |
Health Care |
74,164,111 |
74,164,111 |
- |
- |
Industrials |
23,181,581 |
23,181,581 |
- |
- |
Information Technology |
253,181,230 |
253,180,750 |
- |
480 |
Materials |
4,554,427 |
4,532,520 |
31 |
21,876 |
Telecommunication Services |
6,426,211 |
6,426,211 |
- |
- |
Utilities |
371,060 |
371,060 |
- |
- |
U.S. Government and Government Agency Obligations |
499,929 |
- |
499,929 |
- |
Money Market Funds |
101,974,903 |
101,974,903 |
- |
- |
Total Investments in Securities: |
$ 624,912,084 |
$ 624,389,247 |
$ 500,481 |
$ 22,356 |
Derivative Instruments: |
||||
Assets |
||||
Futures Contracts |
$ 445,716 |
$ 445,716 |
$ - |
$ - |
Value of Derivative Instruments |
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of May 31, 2013. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements. |
Primary Risk Exposure /
|
Value |
|
|
Asset |
Liability |
Equity Risk |
||
Futures Contracts (a) |
$ 445,716 |
$ - |
Total Value of Derivatives |
$ 445,716 |
$ - |
(a) Reflects cumulative appreciation/depreciation on futures contracts as disclosed in the Schedule of Investments. Only the period end variation margin is separately disclosed in the Statement of Assets and Liabilities and is included in the receivable/payable for daily variation margin on derivative instruments line-items. |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
|
May 31, 2013 (Unaudited) |
|
|
|
|
Assets |
|
|
Investment in securities, at value (including securities loaned of $88,201,425) - See accompanying schedule: Unaffiliated issuers (cost $342,282,121) |
$ 522,937,181 |
|
Fidelity Central Funds (cost $101,974,903) |
101,974,903 |
|
Total Investments (cost $444,257,024) |
|
$ 624,912,084 |
Cash |
|
64,024 |
Receivable for investments sold |
|
329,296 |
Receivable for fund shares sold |
|
593,173 |
Dividends receivable |
|
525,890 |
Distributions receivable from Fidelity Central Funds |
|
60,183 |
Prepaid expenses |
|
237 |
Receivable from investment adviser for expense reductions |
|
89,724 |
Other receivables |
|
956 |
Total assets |
|
626,575,567 |
|
|
|
Liabilities |
|
|
Payable for fund shares redeemed |
$ 196,576 |
|
Accrued management fee |
106,091 |
|
Distribution and service plan fees payable |
77,406 |
|
Payable for daily variation margin on futures contracts |
113,348 |
|
Other affiliated payables |
75,654 |
|
Other payables and accrued expenses |
105,870 |
|
Collateral on securities loaned, at value |
91,501,794 |
|
Total liabilities |
|
92,176,739 |
|
|
|
Net Assets |
|
$ 534,398,828 |
Net Assets consist of: |
|
|
Paid in capital |
|
$ 355,311,120 |
Undistributed net investment income |
|
1,715,063 |
Accumulated undistributed net realized gain (loss) on investments and foreign currency transactions |
|
(3,728,136) |
Net unrealized appreciation (depreciation) on investments and assets and liabilities in foreign currencies |
|
181,100,781 |
Net Assets , for 11,597,700 shares outstanding |
|
$ 534,398,828 |
Net Asset Value , offering price and redemption price per share ($534,398,828 ÷ 11,597,700 shares) |
|
$ 46.08 |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
Financial Statements - continued
|
Six months ended May 31, 2013 (Unaudited) |
|
|
|
|
Investment Income |
|
|
Dividends |
|
$ 3,908,810 |
Interest |
|
218 |
Income from Fidelity Central Funds (including $318,008 from security lending) |
|
322,947 |
Total income |
|
4,231,975 |
|
|
|
Expenses |
|
|
Management fee |
$ 609,660 |
|
Transfer agent fees |
351,659 |
|
Distribution and service plan fees |
152,427 |
|
Licensing fees |
152,427 |
|
Accounting and security lending fees |
102,901 |
|
Custodian fees and expenses |
7,366 |
|
Independent trustees' compensation |
1,536 |
|
Registration fees |
21,093 |
|
Audit |
28,352 |
|
Legal |
567 |
|
Miscellaneous |
2,185 |
|
Total expenses before reductions |
1,430,173 |
|
Expense reductions |
(541,055 ) |
889,118 |
Net investment income (loss) |
|
3,342,857 |
Realized and Unrealized Gain (Loss) Net realized gain (loss) on: |
|
|
Investment securities: |
|
|
Unaffiliated issuers |
716,170 |
|
Foreign currency transactions |
(172) |
|
Futures contracts |
452,090 |
|
Total net realized gain (loss) |
|
1,168,088 |
Change in net unrealized appreciation (depreciation) on: Investment securities |
67,886,640 |
|
Assets and liabilities in foreign currencies |
83 |
|
Futures contracts |
359,600 |
|
Total change in net unrealized appreciation (depreciation) |
|
68,246,323 |
Net gain (loss) |
|
69,414,411 |
Net increase (decrease) in net assets resulting from operations |
|
$ 72,757,268 |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
|
Six months ended May 31, 2013
|
Year ended
|
Increase (Decrease) in Net Assets |
|
|
Operations |
|
|
Net investment income (loss) |
$ 3,342,857 |
$ 4,614,889 |
Net realized gain (loss) |
1,168,088 |
4,159,483 |
Change in net unrealized appreciation (depreciation) |
68,246,323 |
41,786,809 |
Net
increase (decrease) in net assets resulting
|
72,757,268 |
50,561,181 |
Distributions to shareholders from net investment income |
(5,666,240 ) |
(2,376,699 ) |
Share transactions
|
81,692,393 |
231,778,282 |
Reinvestment of distributions |
5,480,594 |
2,275,159 |
Cost of shares redeemed |
(101,218,073 ) |
(112,190,691 ) |
Net increase (decrease) in net assets resulting from share transactions |
(14,045,086 ) |
121,862,750 |
Redemption fees |
33,175 |
144,852 |
Total increase (decrease) in net assets |
53,079,117 |
170,192,084 |
|
|
|
Net Assets |
|
|
Beginning of period |
481,319,711 |
311,127,627 |
End of period (including undistributed net investment income of $1,715,063 and undistributed net investment income of $4,038,446, respectively) |
$ 534,398,828 |
$ 481,319,711 |
Ot her Information Shares |
|
|
Sold |
1,935,949 |
5,831,849 |
Issued in reinvestment of distributions |
138,877 |
67,074 |
Redeemed |
(2,388,237 ) |
(2,865,865 ) |
Net increase (decrease) |
(313,411 ) |
3,033,058 |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
|
Six months ended May 31, 2013 |
Years ended November 30, |
||||
|
(Unaudited) |
2012 |
2011 |
2010 |
2009 |
2008 |
Selected Per-Share Data |
|
|
|
|
|
|
Net asset value, beginning of period |
$ 40.41 |
$ 35.04 |
$ 33.35 |
$ 28.54 |
$ 20.48 |
$ 35.88 |
Income from Investment Operations |
|
|
|
|
|
|
Net investment income (loss) D |
.28 |
.44 |
.28 |
.22 |
.18 |
.22 |
Net realized and unrealized gain (loss) |
5.87 |
5.19 |
1.63 |
4.73 |
8.07 |
(14.96 ) |
Total from investment operations |
6.15 |
5.63 |
1.91 |
4.95 |
8.25 |
(14.74 ) |
Distributions from net investment income |
(.48) |
(.27) |
(.23) |
(.15) |
(.20) |
(.18) |
Distributions from net realized gain |
- |
- |
- |
- |
- |
(.50 ) |
Total distributions |
(.48 ) |
(.27 ) |
(.23 ) |
(.15 ) |
(.20 ) |
(.68 ) |
Redemption fees added to paid in capital D |
- H |
.01 |
.01 |
.01 |
.01 |
.02 |
Net asset value, end of period |
$ 46.08 |
$ 40.41 |
$ 35.04 |
$ 33.35 |
$ 28.54 |
$ 20.48 |
Total Return B, C |
15.40% |
16.24% |
5.74% |
17.45% |
40.70% |
(41.83)% |
Ratios to Average Net Assets E, G |
|
|
|
|
|
|
Expenses before reductions |
.56% A |
.58% |
.58% |
.58% |
.62% |
.61% |
Expenses net of fee waivers, if any |
.35% A |
.35% |
.35% |
.35% |
.35% |
.35% |
Expenses net of all reductions |
.35% A |
.35% |
.35% |
.35% |
.35% |
.35% |
Net investment income (loss) |
1.32% A |
1.13% |
.80% |
.73% |
.75% |
.72% |
Supplemental Data |
|
|
|
|
|
|
Net assets, end of period (000 omitted) |
$ 534,399 |
$ 481,320 |
$ 311,128 |
$ 280,150 |
$ 220,902 |
$ 118,655 |
Portfolio turnover rate F |
9% A |
10% |
12% |
8% |
3% |
13% |
A Annualized
B Total returns for periods of less than one year are not annualized.
C Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
D Calculated based on average shares outstanding during the period.
E Fees and expenses of any underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.
F Amount does not include the portfolio activity of any underlying Fidelity Central Funds.
G Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.
H Amount represents less than $.01 per share.
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
For the period ended May 31, 2013 (Unaudited)
1. Organization.
Fidelity® Nasdaq Composite Index® Fund (the Fund) is a fund of Fidelity Commonwealth Trust (the Trust) and is authorized to issue an unlimited number of shares. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
2. Investments in Fidelity Central Funds.
The Fund invests in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by Fidelity Management & Research Company (FMR) and its affiliates. The Fund's Schedule of Investments lists each of the Fidelity Central Funds held as of period end, if any, as an investment of the Fund, but does not include the underlying holdings of each Fidelity Central Fund. As an Investing Fund, the Fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
The Money Market Central Funds seek preservation of capital and current income and are managed by Fidelity Investments Money Management, Inc. (FIMM), an affiliate of FMR.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission (the SEC) website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds are available on the SEC website or upon request.
3. Significant Accounting Policies.
The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. In accordance with valuation policies and procedures approved by the Board of Trustees (the Board), the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by FMR Fair Value Committee (the
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
3. Significant Accounting Policies - continued
Investment Valuation - continued
Committee), in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and is responsible for approving and reporting to the Board all fair value determinations.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
Level 1 - quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value the Fund's investments by major category are as follows:
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. Utilizing these techniques may result in transfers between Level 1 and Level 2.
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. For U.S. government and government agency obligations, pricing vendors utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type as well as broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
Semiannual Report
3. Significant Accounting Policies - continued
Investment Valuation - continued
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level, as of May 31, 2013 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. The Fund may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds received from litigation. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments and/or as a realized gain. Subsequent to ex-dividend date the Fund determines the components of these distributions, based upon receipt of tax filings or other correspondence relating to the underlying investment. Interest income and
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
3. Significant Accounting Policies - continued
Investment Transactions and Income - continued
distributions from the Fidelity Central Funds are accrued as earned. Interest income includes coupon interest and amortization of premium and accretion of discount on debt securities. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. A fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Temporary book-tax differences will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, Passive Foreign Investment Companies (PFIC), partnerships, capital loss carryforwards and losses deferred due to wash sales and excise tax regulations.
The federal tax cost of investment securities and unrealized appreciation (depreciation) as of period end were as follows:
Gross unrealized appreciation |
$ 207,057,872 |
Gross unrealized depreciation |
(27,908,687 ) |
Net unrealized appreciation (depreciation) on securities and other investments |
$ 179,149,185 |
|
|
Tax cost |
$ 445,762,899 |
Semiannual Report
3. Significant Accounting Policies - continued
Income Tax Information and Distributions to Shareholders - continued
Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. Under the Regulated Investment Company Modernization Act of 2010 (the Act), the Fund is permitted to carry forward capital losses incurred in taxable years beginning after December 22, 2010 for an unlimited period and such capital losses are required to be used prior to any losses that expire. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of fiscal period end and is subject to adjustment.
Fiscal year of expiration |
|
2017 |
$ (170,108) |
2018 |
(2,223,511) |
2019 |
(70,840 ) |
Total capital loss carryforward |
$ (2,464,459 ) |
Short-Term Trading (Redemption) Fees. Shares held by investors in the Fund less than 90 days may have been subject to a redemption fee equal to .75% of the net asset value of shares redeemed. All redemption fees, which reduce the proceeds of the shareholder redemption, are retained by the Fund and accounted for as an addition to paid in capital.
New Accounting Pronouncement. The Financial Accounting Standards Board issued in December 2011, Accounting Standard Update No. 2011-11, Disclosures about Offsetting Assets and Liabilities , and in January 2013, Accounting Standards Update No. 2013-1 Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities . These updates create new disclosure requirements requiring entities to disclose both gross and net information for derivatives and other financial instruments that are either offset in the Statement of Assets and Liabilities or subject to an enforceable master netting arrangement or similar agreement. The disclosure requirements are effective for annual reporting periods beginning on or after January 1, 2013, and interim periods within those annual periods. Management is currently evaluating the impact of the update's adoption on the Fund's financial statement disclosures.
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
The Fund used derivatives to increase returns, to facilitate transactions in foreign-denominated securities and to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.
The Fund's use of derivatives increased or decreased its exposure to the following risk:
Equity Risk |
Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts is mitigated by the protection provided by the exchange on which they trade.
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received and amounts recognized in the Statement of Assets and Liabilities. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.
Futures Contracts. A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Semiannual Report
4. Derivative Instruments - continued
Futures Contracts - continued
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts." The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of activity for the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments.
During the period the Fund recognized net realized gain (loss) of $452,090 and a change in net unrealized appreciation (depreciation) of $359,600 related to its investment in futures contracts. These amounts are included in the Statement of Operations.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, aggregated $21,852,495 and $42,560,495, respectively.
6. Fees and Other Transactions with Affiliates.
Management Fee. FMR and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee that is based on an annual rate of .24% of the Fund's average net assets.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by FMR for providing these services.
Distribution and Service Plan Fees. In accordance with Rule 12b-1 of the 1940 Act, the Fund has adopted a Distribution and Service Plan. The Fund pays Fidelity Distributors Corporation (FDC), an affiliate of FMR, a distribution fee based on .06% of the Fund's average net assets. FDC pays these fees to NASDAQ OMX Group for marketing services provided to the Fund. The Fund does not pay a service fee.
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
6. Fees and Other Transactions with Affiliates - continued
Transfer Agent Fees. Fidelity Investments Institutional Operations Company, Inc. (FIIOC), an affiliate of FMR, is the Fund's transfer, dividend disbursing and shareholder servicing agent. FIIOC receives account fees and asset-based fees that vary according to account size and type of account. FIIOC pays for typesetting, printing and mailing of shareholder reports, except proxy statements. For the period, the transfer agent fees were equivalent to an annualized rate of .14% of average net assets.
Accounting and Security Lending Fees. Fidelity Service Company, Inc. (FSC), an affiliate of FMR, maintains the Fund's accounting records. The accounting fee is based on the level of average net assets for each month. Under a separate contract, FSC administers the security lending program. The security lending fee is based on the number and duration of lending transactions.
Licensing Fees. Under the terms of a license agreement, FMR pays NASDAQ OMX Group an annual licensing fee for the use of the NASDAQ Composite Index. FMR has entered into a sub-license agreement with the Fund whereby the Fund pays FMR the amount of the license fee at the rate of up to .06% of the Fund's average net assets.
7. Committed Line of Credit.
The Fund participates with other funds managed by FMR or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The Fund has agreed to pay commitment fees on its pro-rata portion of the line of credit, which amounted to $644 and is reflected in Miscellaneous expenses on the Statement of Operations. During the period, there were no borrowings on this line of credit.
8. Security Lending.
The Fund lends portfolio securities through a lending agent from time to time in order to earn additional income. On the settlement date of the loan, the Fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of the Fund and any additional required collateral is delivered to the Fund on the next business day. If the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, the Fund may apply collateral received from the borrower against the obligation. The Fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. The value of loaned securities and cash collateral at period end are disclosed on the Fund's Statement
Semiannual Report
8. Security Lending - continued
of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. During the period, there were no securities loaned to FCM.
9. Expense Reductions.
FMR contractually agreed to waive expenses of the Fund to the extent annual operating expenses exceeded .35% of average net assets. This waiver will remain in place through January 31, 2014. Some expenses, for example interest expense, including commitment fees, are excluded from this waiver. During the period this waiver reduced the Fund's expenses by $540,430.
In addition, FMR reimbursed a portion of the Fund's operating expenses during the period in the amount of $599.
Through arrangements with the Fund's custodian, credits realized as a result of uninvested cash balances were used to reduce the Fund's expenses. During the period, these credits reduced the Fund's custody expenses by $26.
10. Other.
The Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the Fund. In the normal course of business, the Fund may also enter into contracts that provide general indemnifications. The Fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the Fund. The risk of material loss from such claims is considered remote.
Semiannual Report
Investment Adviser
Fidelity Management & Research Company
Boston, MA
Investment Sub-Advisers
FMR Co., Inc.
Geode Capital Management, LLC
General Distributor
Fidelity Distributors Corporation
Smithfield, RI
Transfer and Service Agents
Fidelity Investments Institutional Operations Company, Inc.
Boston, MA
Fidelity Service Company, Inc.
Boston, MA
Custodian
JPMorgan Chase Bank
New York, NY
The Fidelity Telephone Connection
Mutual Fund 24-Hour Service
Exchanges/Redemptions
and Account Assistance 1-800-544-6666
Product Information 1-800-544-6666
Retirement Accounts 1-800-544-4774
(8 a.m. - 9 p.m.)
TDD Service 1-800-544-0118
for the deaf and hearing impaired
(9 a.m. - 9 p.m. Eastern time)
Fidelity Automated Service
Telephone (FAST®)
1-800-544-5555
Automated line for quickest service
(Fidelity Investment logo)(registered trademark)
Corporate Headquarters
245 Summer St., Boston, MA 02210
www.fidelity.com
EIF-USAN-0713 1.802767.109
Fidelity ® Series
100 Index
Fund
Semiannual Report
May 31, 2013
(Fidelity Cover Art)
Shareholder Expense Example |
An example of shareholder expenses. |
|
Investment Changes |
A summary of major shifts in the fund's investments over the past six months. |
|
Investments |
A complete list of the fund's investments with their market values. |
|
Financial Statements |
Statements of assets and liabilities, operations, and changes in net assets, as well as financial highlights. |
|
Notes |
Notes to the financial statements. |
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov. You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2013 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the fund. This report is not authorized for distribution to prospective investors in the fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Forms N-Q are available on the SEC's web site at http://www.sec.gov . A fund's Forms N-Q may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330. For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.advisor.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED • MAY LOSE VALUE • NO BANK GUARANTEE
Neither the fund nor Fidelity Distributors Corporation is a bank.
Semiannual Report
As a shareholder of the Fund, you incur two types of costs: (1) transaction costs, and (2) ongoing costs, including management fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (December 1, 2012 to May 31, 2013).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the Fund's actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund's actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Semiannual Report
Shareholder Expense Example - continued
|
Annualized
|
Beginning
|
Ending
|
Expenses Paid
|
Actual |
.20% |
$ 1,000.00 |
$ 1,147.70 |
$ 1.07 |
Hypothetical A |
|
$ 1,000.00 |
$ 1,023.93 |
$ 1.01 |
A 5% return per year before expenses
B Annualized expense ratio reflects expenses net of applicable fee waivers.
* Expenses are equal to the Fund's annualized expense ratio, multiplied by the average account value over the period, multiplied by 182/365 (to reflect the one-half year period).
Semiannual Report
Top Ten Stocks as of May 31, 2013 |
||
|
% of fund's
|
% of fund's net assets
|
Apple, Inc. |
4.6 |
6.7 |
Exxon Mobil Corp. |
4.4 |
5.0 |
Microsoft Corp. |
2.9 |
2.5 |
General Electric Co. |
2.6 |
2.7 |
Chevron Corp. |
2.6 |
2.5 |
Johnson & Johnson |
2.6 |
2.4 |
Google, Inc. Class A |
2.5 |
2.3 |
IBM Corp. |
2.4 |
2.5 |
Procter & Gamble Co. |
2.3 |
2.4 |
JPMorgan Chase & Co. |
2.3 |
1.9 |
|
29.2 |
|
Market Sectors as of May 31, 2013 |
||
|
% of fund's
|
% of fund's net assets
|
Information Technology |
22.1 |
23.6 |
Financials |
14.8 |
12.7 |
Health Care |
12.4 |
12.0 |
Consumer Staples |
12.2 |
12.7 |
Energy |
12.0 |
12.5 |
Consumer Discretionary |
9.8 |
9.3 |
Industrials |
9.6 |
9.3 |
Telecommunication Services |
3.6 |
3.9 |
Materials |
2.0 |
2.0 |
Utilities |
0.9 |
1.0 |
Semiannual Report
Showing Percentage of Net Assets
Common Stocks - 99.4% |
|||
Shares |
Value |
||
CONSUMER DISCRETIONARY - 9.8% |
|||
Automobiles - 0.7% |
|||
Ford Motor Co. |
998,960 |
$ 15,663,693 |
|
Hotels, Restaurants & Leisure - 1.6% |
|||
McDonald's Corp. |
255,402 |
24,664,171 |
|
Starbucks Corp. |
190,840 |
12,036,279 |
|
|
36,700,450 |
||
Internet & Catalog Retail - 1.0% |
|||
Amazon.com, Inc. (a) |
92,616 |
24,916,482 |
|
Media - 3.7% |
|||
Comcast Corp. Class A |
672,254 |
26,990,998 |
|
News Corp. Class A |
509,310 |
16,353,944 |
|
The Walt Disney Co. (d) |
459,828 |
29,005,950 |
|
Time Warner, Inc. |
238,082 |
13,896,846 |
|
|
86,247,738 |
||
Multiline Retail - 0.5% |
|||
Target Corp. |
165,751 |
11,519,695 |
|
Specialty Retail - 1.8% |
|||
Home Depot, Inc. |
380,808 |
29,954,357 |
|
Lowe's Companies, Inc. |
282,707 |
11,904,792 |
|
|
41,859,149 |
||
Textiles, Apparel & Luxury Goods - 0.5% |
|||
NIKE, Inc. Class B |
184,785 |
11,393,843 |
|
TOTAL CONSUMER DISCRETIONARY |
228,301,050 |
||
CONSUMER STAPLES - 12.2% |
|||
Beverages - 3.0% |
|||
PepsiCo, Inc. |
392,932 |
31,737,118 |
|
The Coca-Cola Co. |
976,173 |
39,037,158 |
|
|
70,774,276 |
||
Food & Staples Retailing - 3.1% |
|||
Costco Wholesale Corp. |
110,952 |
12,168,106 |
|
CVS Caremark Corp. |
313,574 |
18,055,591 |
|
Wal-Mart Stores, Inc. |
426,000 |
31,881,840 |
|
Walgreen Co. |
219,046 |
10,461,637 |
|
|
72,567,174 |
||
Common Stocks - continued |
|||
Shares |
Value |
||
CONSUMER STAPLES - continued |
|||
Food Products - 0.8% |
|||
H.J. Heinz Co. |
81,667 |
$ 5,909,424 |
|
Mondelez International, Inc. |
452,913 |
13,342,817 |
|
|
19,252,241 |
||
Household Products - 2.9% |
|||
Colgate-Palmolive Co. |
223,942 |
12,952,805 |
|
Procter & Gamble Co. |
695,726 |
53,403,928 |
|
|
66,356,733 |
||
Tobacco - 2.4% |
|||
Altria Group, Inc. |
511,891 |
18,479,265 |
|
Philip Morris International, Inc. |
419,676 |
38,152,745 |
|
|
56,632,010 |
||
TOTAL CONSUMER STAPLES |
285,582,434 |
||
ENERGY - 12.0% |
|||
Energy Equipment & Services - 2.0% |
|||
Baker Hughes, Inc. |
112,524 |
5,117,592 |
|
Halliburton Co. |
237,324 |
9,932,009 |
|
National Oilwell Varco, Inc. |
108,661 |
7,638,868 |
|
Schlumberger Ltd. |
338,294 |
24,705,611 |
|
|
47,394,080 |
||
Oil, Gas & Consumable Fuels - 10.0% |
|||
Anadarko Petroleum Corp. |
127,489 |
11,151,463 |
|
Apache Corp. |
99,777 |
8,194,685 |
|
Chevron Corp. |
494,787 |
60,735,104 |
|
ConocoPhillips |
310,975 |
19,075,207 |
|
Devon Energy Corp. |
96,166 |
5,467,037 |
|
Exxon Mobil Corp. |
1,141,129 |
103,237,941 |
|
Occidental Petroleum Corp. |
205,157 |
18,888,805 |
|
The Williams Companies, Inc. |
173,580 |
6,106,544 |
|
|
232,856,786 |
||
TOTAL ENERGY |
280,250,866 |
||
FINANCIALS - 14.8% |
|||
Capital Markets - 1.5% |
|||
Bank of New York Mellon Corp. |
296,330 |
8,907,680 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
FINANCIALS - continued |
|||
Capital Markets - continued |
|||
Goldman Sachs Group, Inc. |
111,446 |
$ 18,063,168 |
|
Morgan Stanley |
349,660 |
9,056,194 |
|
|
36,027,042 |
||
Commercial Banks - 2.9% |
|||
U.S. Bancorp |
474,587 |
16,639,020 |
|
Wells Fargo & Co. |
1,248,473 |
50,625,580 |
|
|
67,264,600 |
||
Consumer Finance - 1.2% |
|||
American Express Co. |
244,770 |
18,531,537 |
|
Capital One Financial Corp. |
148,293 |
9,035,492 |
|
|
27,567,029 |
||
Diversified Financial Services - 5.6% |
|||
Bank of America Corp. |
2,755,823 |
37,644,542 |
|
Citigroup, Inc. |
773,943 |
40,237,297 |
|
JPMorgan Chase & Co. |
974,820 |
53,215,424 |
|
|
131,097,263 |
||
Insurance - 3.0% |
|||
Allstate Corp. |
121,601 |
5,866,032 |
|
Berkshire Hathaway, Inc. Class B (a) |
464,540 |
52,990,078 |
|
MetLife, Inc. |
278,527 |
12,313,679 |
|
|
71,169,789 |
||
Real Estate Investment Trusts - 0.6% |
|||
Simon Property Group, Inc. |
79,890 |
13,296,892 |
|
TOTAL FINANCIALS |
346,422,615 |
||
HEALTH CARE - 12.4% |
|||
Biotechnology - 1.7% |
|||
Amgen, Inc. |
190,618 |
19,162,828 |
|
Gilead Sciences, Inc. (a)(d) |
387,739 |
21,124,021 |
|
|
40,286,849 |
||
Health Care Equipment & Supplies - 1.6% |
|||
Abbott Laboratories |
400,037 |
14,669,357 |
|
Baxter International, Inc. |
139,043 |
9,778,894 |
|
Medtronic, Inc. |
257,583 |
13,139,309 |
|
|
37,587,560 |
||
Health Care Providers & Services - 0.7% |
|||
UnitedHealth Group, Inc. |
261,039 |
16,348,873 |
|
Common Stocks - continued |
|||
Shares |
Value |
||
HEALTH CARE - continued |
|||
Pharmaceuticals - 8.4% |
|||
AbbVie, Inc. |
402,581 |
$ 17,186,183 |
|
Bristol-Myers Squibb Co. |
417,019 |
19,187,044 |
|
Eli Lilly & Co. |
254,253 |
13,516,089 |
|
Johnson & Johnson |
711,942 |
59,931,278 |
|
Merck & Co., Inc. |
769,769 |
35,948,212 |
|
Pfizer, Inc. |
1,830,987 |
49,857,776 |
|
|
195,626,582 |
||
TOTAL HEALTH CARE |
289,849,864 |
||
INDUSTRIALS - 9.6% |
|||
Aerospace & Defense - 3.1% |
|||
General Dynamics Corp. |
84,618 |
6,524,048 |
|
Honeywell International, Inc. |
199,623 |
15,662,421 |
|
Lockheed Martin Corp. |
68,192 |
7,216,759 |
|
Raytheon Co. |
82,865 |
5,522,124 |
|
The Boeing Co. |
173,330 |
17,163,137 |
|
United Technologies Corp. |
214,783 |
20,382,907 |
|
|
72,471,396 |
||
Air Freight & Logistics - 1.0% |
|||
FedEx Corp. |
74,484 |
7,175,789 |
|
United Parcel Service, Inc. Class B |
182,126 |
15,644,623 |
|
|
22,820,412 |
||
Electrical Equipment - 0.4% |
|||
Emerson Electric Co. |
183,905 |
10,567,181 |
|
Industrial Conglomerates - 3.4% |
|||
3M Co. |
161,675 |
17,827,902 |
|
General Electric Co. |
2,648,342 |
61,759,335 |
|
|
79,587,237 |
||
Machinery - 0.6% |
|||
Caterpillar, Inc. |
166,835 |
14,314,443 |
|
Road & Rail - 1.1% |
|||
Norfolk Southern Corp. |
80,104 |
6,135,165 |
|
Union Pacific Corp. |
119,526 |
18,481,110 |
|
|
24,616,275 |
||
TOTAL INDUSTRIALS |
224,376,944 |
||
Common Stocks - continued |
|||
Shares |
Value |
||
INFORMATION TECHNOLOGY - 22.1% |
|||
Communications Equipment - 2.6% |
|||
Cisco Systems, Inc. |
1,358,004 |
$ 32,700,736 |
|
QUALCOMM, Inc. |
437,592 |
27,778,340 |
|
|
60,479,076 |
||
Computers & Peripherals - 5.7% |
|||
Apple, Inc. |
239,169 |
107,549,516 |
|
EMC Corp. |
535,979 |
13,270,840 |
|
Hewlett-Packard Co. |
497,340 |
12,145,043 |
|
|
132,965,399 |
||
Internet Software & Services - 3.2% |
|||
eBay, Inc. (a) |
297,189 |
16,077,925 |
|
Google, Inc. Class A (a) |
68,009 |
59,195,714 |
|
|
75,273,639 |
||
IT Services - 4.6% |
|||
Accenture PLC Class A |
164,106 |
13,474,744 |
|
IBM Corp. |
266,824 |
55,504,728 |
|
MasterCard, Inc. Class A |
26,891 |
15,334,593 |
|
Visa, Inc. Class A |
131,345 |
23,397,798 |
|
|
107,711,863 |
||
Semiconductors & Semiconductor Equipment - 1.8% |
|||
Intel Corp. |
1,259,700 |
30,585,516 |
|
Texas Instruments, Inc. |
281,379 |
10,098,692 |
|
|
40,684,208 |
||
Software - 4.2% |
|||
Microsoft Corp. |
1,920,016 |
66,970,158 |
|
Oracle Corp. |
940,509 |
31,751,584 |
|
|
98,721,742 |
||
TOTAL INFORMATION TECHNOLOGY |
515,835,927 |
||
MATERIALS - 2.0% |
|||
Chemicals - 1.6% |
|||
E.I. du Pont de Nemours & Co. |
237,954 |
13,275,454 |
|
Monsanto Co. |
136,467 |
13,734,039 |
|
The Dow Chemical Co. |
306,740 |
10,570,260 |
|
|
37,579,753 |
||
Common Stocks - continued |
|||
Shares |
Value |
||
MATERIALS - continued |
|||
Metals & Mining - 0.4% |
|||
Freeport-McMoRan Copper & Gold, Inc. |
264,368 |
$ 8,208,626 |
|
TOTAL MATERIALS |
45,788,379 |
||
TELECOMMUNICATION SERVICES - 3.6% |
|||
Diversified Telecommunication Services - 3.6% |
|||
AT&T, Inc. |
1,398,661 |
48,939,148 |
|
Verizon Communications, Inc. |
727,976 |
35,292,276 |
|
|
84,231,424 |
||
UTILITIES - 0.9% |
|||
Electric Utilities - 0.9% |
|||
American Electric Power Co., Inc. |
123,695 |
5,667,705 |
|
Exelon Corp. |
217,765 |
6,824,755 |
|
Southern Co. |
221,319 |
9,715,904 |
|
|
22,208,364 |
||
TOTAL COMMON STOCKS (Cost $2,417,361,611) |
|
U.S. Treasury Obligations - 0.0% |
||||
|
Principal Amount |
|
||
U.S. Treasury Bills, yield at date of purchase 0.1% 6/27/13 (e)
|
|
$ 1,000,000 |
|
Money Market Funds - 1.3% |
|||
Shares |
|
||
Fidelity Cash Central Fund, 0.12% (b) |
8,114,341 |
8,114,341 |
|
Fidelity Securities Lending Cash Central Fund, 0.12% (b)(c) |
22,725,000 |
22,725,000 |
|
TOTAL MONEY MARKET FUNDS (Cost $30,839,341) |
|
||
TOTAL INVESTMENT PORTFOLIO - 100.7% (Cost $2,449,200,881) |
2,354,687,195 |
||
NET OTHER ASSETS (LIABILITIES) - (0.7)% |
(17,008,814 ) |
||
NET ASSETS - 100% |
$ 2,337,678,381 |
Futures Contracts |
|||||
|
Expiration
|
Underlying
|
Unrealized
|
||
Purchased |
|||||
Equity Index Contracts |
|||||
94 CME E-mini S&P 500 Index Contracts |
June 2013 |
$ 7,656,300 |
$ 157,004 |
||
19 CME S&P 500 Index Contracts |
June 2013 |
7,737,750 |
(66,754 ) |
||
TOTAL EQUITY INDEX CONTRACTS |
$ 15,394,050 |
$ 90,250 |
|
The face value of futures purchased as a percentage of net assets is 0.7% |
Legend |
(a) Non-income producing |
(b) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request. |
(c) Investment made with cash collateral received from securities on loan. |
(d) Security or a portion of the security is on loan at period end. |
(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $679,991. |
Affiliated Central Funds |
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows: |
Fund |
Income earned |
Fidelity Cash Central Fund |
$ 12,179 |
Fidelity Securities Lending Cash Central Fund |
24,123 |
Total |
$ 36,302 |
Other Information |
The following is a summary of the inputs used, as of May 31, 2013, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements. |
Valuation Inputs at Reporting Date: |
||||
Description |
Total |
Level 1 |
Level 2 |
Level 3 |
Investments in Securities: |
||||
Equities: |
||||
Consumer Discretionary |
$ 228,301,050 |
$ 228,301,050 |
$ - |
$ - |
Consumer Staples |
285,582,434 |
285,582,434 |
- |
- |
Energy |
280,250,866 |
280,250,866 |
- |
- |
Financials |
346,422,615 |
346,422,615 |
- |
- |
Health Care |
289,849,864 |
289,849,864 |
- |
- |
Industrials |
224,376,944 |
224,376,944 |
- |
- |
Information Technology |
515,835,927 |
515,835,927 |
- |
- |
Materials |
45,788,379 |
45,788,379 |
- |
- |
Telecommunication Services |
84,231,424 |
84,231,424 |
- |
- |
Utilities |
22,208,364 |
22,208,364 |
- |
- |
U.S. Government and Government Agency Obligations |
999,987 |
- |
999,987 |
- |
Money Market Funds |
30,839,341 |
30,839,341 |
- |
- |
Total Investments in Securities: |
$ 2,354,687,195 |
$ 2,353,687,208 |
$ 999,987 |
$ - |
Derivative Instruments: |
||||
Assets |
||||
Futures Contracts |
$ 157,004 |
$ 157,004 |
$ - |
$ - |
Liabilities |
||||
Futures Contracts |
$ (66,754 ) |
$ (66,754 ) |
$ - |
$ - |
Total Derivative Instruments: |
$ 90,250 |
$ 90,250 |
$ - |
$ - |
Value of Derivative Instruments |
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of May 31, 2013. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements. |
Primary Risk Exposure /
|
Value |
|
|
Asset |
Liability |
Equity Risk |
||
Futures Contracts (a) |
$ 157,004 |
$ (66,754 ) |
Total Value of Derivatives |
$ 157,004 |
$ (66,754 ) |
(a) Reflects cumulative appreciation/depreciation on futures contracts as disclosed in the Schedule of Investments. Only the period end variation margin is separately disclosed in the Statement of Assets and Liabilities and is included in the receivable/payable for daily variation margin on derivative instruments line-items. |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
|
May 31, 2013 (Unaudited) |
|
|
|
|
Assets |
|
|
Investment in securities, at value (including securities loaned of $21,719,940) - See accompanying schedule: Unaffiliated issuers (cost $2,418,361,540) |
$ 2,323,847,854 |
|
Fidelity Central Funds (cost $30,839,341) |
30,839,341 |
|
Total Investments (cost $2,449,200,881) |
|
$ 2,354,687,195 |
Segregated cash with broker for futures contracts |
|
19,600 |
Receivable for fund shares sold |
|
2,034,893 |
Dividends receivable |
|
5,818,348 |
Distributions receivable from Fidelity Central Funds |
|
4,369 |
Total assets |
|
2,362,564,405 |
|
|
|
Liabilities |
|
|
Payable for investments purchased |
$ 717,274 |
|
Payable for fund shares redeemed |
847,619 |
|
Accrued management fee |
390,651 |
|
Payable for daily variation margin on futures contracts |
205,480 |
|
Collateral on securities loaned, at value |
22,725,000 |
|
Total liabilities |
|
24,886,024 |
|
|
|
Net Assets |
|
$ 2,337,678,381 |
Net Assets consist of: |
|
|
Paid in capital |
|
$ 2,559,118,889 |
Undistributed net investment income |
|
20,277,805 |
Accumulated undistributed net realized gain (loss) on investments |
|
(147,294,877) |
Net unrealized appreciation (depreciation) on investments |
|
(94,423,436 ) |
Net Assets , for 216,673,597 shares outstanding |
|
$ 2,337,678,381 |
Net Asset Value , offering price and redemption price per share ($2,337,678,381 ÷ 216,673,597 shares) |
|
$ 10.79 |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
Six months ended May 31, 2013 (Unaudited) |
||
|
|
|
Investment Income |
|
|
Dividends |
|
$ 32,513,604 |
Interest |
|
878 |
Income from Fidelity Central Funds |
|
36,302 |
Total income |
|
32,550,784 |
|
|
|
Expenses |
|
|
Management fee |
$ 2,429,016 |
|
Independent trustees' compensation |
10,594 |
|
Miscellaneous |
5,743 |
|
Total expenses before reductions |
2,445,353 |
|
Expense reductions |
(64 ) |
2,445,289 |
Net investment income (loss) |
|
30,105,495 |
Realized and Unrealized Gain (Loss) Net realized gain (loss) on: |
|
|
Investment securities: |
|
|
Unaffiliated issuers |
4,931,248 |
|
Redemption in-kind with affiliated entities |
572,292,493 |
|
Futures contracts |
2,394,375 |
|
Total net realized gain (loss) |
|
579,618,116 |
Change in net unrealized appreciation (depreciation) on: Investment securities |
(310,740,467) |
|
Futures contracts |
389,900 |
|
Total change in net unrealized appreciation (depreciation) |
|
(310,350,567 ) |
Net gain (loss) |
|
269,267,549 |
Net increase (decrease) in net assets resulting from operations |
|
$ 299,373,044 |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
Financial Statements - continued
|
Six months ended
|
Year ended
|
Increase (Decrease) in Net Assets |
|
|
Operations |
|
|
Net investment income (loss) |
$ 30,105,495 |
$ 159,288,044 |
Net realized gain (loss) |
579,618,116 |
71,075,255 |
Change in net unrealized appreciation (depreciation) |
(310,350,567 ) |
929,655,891 |
Net
increase (decrease) in net assets resulting
|
299,373,044 |
1,160,019,190 |
Distributions to shareholders from net investment income |
(159,727,139 ) |
(129,639,109 ) |
Share transactions
|
183,459,655 |
2,133,947,895 |
Reinvestment of distributions |
159,727,139 |
129,639,109 |
Cost of shares redeemed |
(6,164,683,440 ) |
(1,687,805,507 ) |
Net increase (decrease) in net assets resulting from share transactions |
(5,821,496,646 ) |
575,781,497 |
Total increase (decrease) in net assets |
(5,681,850,741) |
1,606,161,578 |
|
|
|
Net Assets |
|
|
Beginning of period |
8,019,529,122 |
6,413,367,544 |
End of period (including undistributed net investment income of $20,277,805 and undistributed net investment income of $149,899,449, respectively) |
$ 2,337,678,381 |
$ 8,019,529,122 |
Ot her Information Shares |
|
|
Sold |
18,157,696 |
222,489,890 |
Issued in reinvestment of distributions |
16,902,343 |
14,782,110 |
Redeemed |
(605,434,292 ) |
(175,218,824 ) |
Net increase (decrease) |
(570,374,253 ) |
62,053,176 |
See accompanying notes which are an integral part of the financial statements.
Semiannual Report
|
Six months ended
|
Years ended November 30, |
||||
|
(Unaudited) |
2012 |
2011 |
2010 |
2009 |
2008 |
Selected Per-Share Data |
|
|
|
|
|
|
Net asset value, beginning of period |
$ 10.19 |
$ 8.85 |
$ 8.33 |
$ 8.05 |
$ 6.84 |
$ 10.79 |
Income from Investment Operations |
|
|
|
|
|
|
Net investment income (loss) D |
.13 |
.21 |
.18 |
.17 |
.18 |
.22 |
Net realized and unrealized gain (loss) |
1.26 |
1.31 |
.51 |
.29 |
1.23 |
(4.06 ) |
Total from investment operations |
1.39 |
1.52 |
.69 |
.46 |
1.41 |
(3.84 ) |
Distributions from net investment income |
(.79 ) |
(.18 ) |
(.17 ) |
(.18 ) |
(.20 ) |
(.11 ) |
Net asset value, end of period |
$ 10.79 |
$ 10.19 |
$ 8.85 |
$ 8.33 |
$ 8.05 |
$ 6.84 |
Total Return B, C |
14.77% |
17.49% |
8.34% |
5.83% |
21.29% |
(35.95)% |
Ratios to Average Net Assets E, G |
|
|
|
|
|
|
Expenses before reductions |
.20% A |
.20% |
.20% |
.20% |
.20% |
.20% |
Expenses net of fee waivers, if any |
.20% A |
.20% |
.20% |
.20% |
.20% |
.20% |
Expenses net of all reductions |
.20% A |
.20% |
.20% |
.20% |
.20% |
.19% |
Net investment income (loss) |
2.47% A |
2.17% |
2.05% |
2.06% |
2.64% |
2.38% |
Supplemental Data |
|
|
|
|
|
|
Net assets, end of period (000 omitted) |
$ 2,337,678 |
$ 8,019,529 |
$ 6,413,368 |
$ 5,796,424 |
$ 5,838,679 |
$ 5,217,501 |
Portfolio turnover rate F |
8% A |
10% |
6% |
6% |
18% |
6% |
A Annualized
B Total returns for periods of less than one year are not annualized.
C Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
D Calculated based on average shares outstanding during the period.
E Fees and expenses of any underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.
F Amount does not include the portfolio activity of any underlying Fidelity Central Funds.
G Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.
Semiannual Report
See accompanying notes which are an integral part of the financial statements.
For the period ended May 31, 2013 (Unaudited)
1. Organization.
Fidelity® Series 100 Index Fund (the Fund) is a fund of Fidelity Commonwealth Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares of the Fund are only available for purchase by mutual funds for which Fidelity Management & Research Company (FMR) or an affiliate serves as an investment manager. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
2. Investments in Fidelity Central Funds.
The Fund invests in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by FMR and its affiliates. The Fund's Schedule of Investments lists each of the Fidelity Central Funds held as of period end, if any, as an investment of the Fund, but does not include the underlying holdings of each Fidelity Central Fund. As an Investing Fund, the Fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
The Money Market Central Funds seek preservation of capital and current income and are managed by Fidelity Investments Money Management, Inc. (FIMM), an affiliate of FMR.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission (the SEC) website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds are available on the SEC website or upon request.
3. Significant Accounting Policies.
The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. In accordance with valuation policies and procedures approved by the Board of Trustees (the Board), the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or
Semiannual Report
3. Significant Accounting Policies - continued
Investment Valuation - continued
reliable, investments will be fair valued in good faith by the FMR Fair Value Committee (the Committee), in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and is responsible for approving and reporting to the Board all fair value determinations.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
Level 1 - quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value the Fund's investments by major category are as follows:
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. Utilizing these techniques may result in transfers between Level 1 and Level 2.
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. For U.S. government and government agency obligations, pricing vendors utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type as well as broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors.
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
3. Significant Accounting Policies - continued
Investment Valuation - continued
Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level, as of May 31, 2013, is included at the end of the Fund's Schedule of Investments.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds received from litigation. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments and/or as a realized gain. Subsequent to ex-dividend date the Fund determines the components of these distributions, based upon receipt of tax filings or other correspondence relating to the underlying investment. Interest income and distributions from the Fidelity Central Funds are accrued as earned. Interest income includes coupon interest and amortization of premium and accretion of discount on debt securities.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for income taxes is required. The Fund files a U.S.
Semiannual Report
3. Significant Accounting Policies - continued
Income Tax Information and Distributions to Shareholders - continued
federal tax return, in addition to state and local tax returns as required. A fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Temporary book-tax differences will reverse in a subsequent period.
Book-tax differences are primarily due to futures transactions, contributions in-kind, market discount, capital loss carryforwards, and losses deferred due to wash sales.
The federal tax cost of investment securities and unrealized appreciation (depreciation) as of period end were as follows:
Gross unrealized appreciation |
$ 311,418,943 |
Gross unrealized depreciation |
(420,651,178 ) |
Net unrealized appreciation (depreciation) on securities and other investments |
$ (109,232,235 ) |
|
|
Tax cost |
$ 2,463,919,430 |
Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. Under the Regulated Investment Company Modernization Act of 2010 (the Act), the Fund is permitted to carry forward capital losses incurred in taxable years beginning after December 22, 2010 for an unlimited period and such capital losses are required to be used prior to any losses that expire. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of fiscal period end and is subject to adjustment.
Fiscal year of expiration |
|
2017 |
$ (393,833,481) |
2018 |
(297,318,580 ) |
Total capital loss carryforward |
$ (691,152,061 ) |
New Accounting Pronouncement. The Financial Accounting Standards Board issued in December 2011, Accounting Standard Update No. 2011-11, Disclosures about Offsetting Assets and Liabilities , and in January 2013, Accounting Standards Update No. 2013-1
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
3. Significant Accounting Policies - continued
New Accounting Pronouncement - continued
Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities . These updates create new disclosure requirements requiring entities to disclose both gross and net information for derivatives and other financial instruments that are either offset in the Statement of Assets and Liabilities or subject to an enforceable master netting arrangement or similar agreement. The disclosure requirements are effective for annual reporting periods beginning on or after January 1, 2013, and interim periods within those annual periods. Management is currently evaluating the impact of the update's adoption on the Fund's financial statement disclosures.
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
The Fund used derivatives to increase returns and to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.
The Fund's use of derivatives increased or decreased its exposure to the following risk:
Equity Risk |
Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts is mitigated by the protection provided by the exchange on which they trade.
Semiannual Report
4. Derivative Instruments - continued
Risk Exposures and the Use of Derivative Instruments - continued
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received and amounts recognized in the Statement of Assets and Liabilities. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.
Futures Contracts. A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts." The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of activity for the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Cash deposited to meet initial margin requirements is presented as segregated cash in the Statement of Assets and Liabilities.
During the period the Fund recognized net realized gain (loss) of $2,394,375 and a change in net unrealized appreciation (depreciation) of $389,900 related to its investment in futures contracts. These amounts are included in the Statement of Operations.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, aggregated $113,814,685 and $5,997,074,108, respectively.
6. Fees and Other Transactions with Affiliates.
Management Fee. FMR and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee that is based on an annual rate of .20% of the Fund's average net assets. Under the management
Semiannual Report
Notes to Financial Statements (Unaudited) - continued
6. Fees and Other Transactions with Affiliates - continued
Management Fee - continued
contract, FMR pays all other expenses, except the compensation of the independent Trustees and certain other expenses such as interest expense, including commitment fees. The management fee paid to FMR by the Fund is reduced by an amount equal to the fees and expenses paid by the Fund to the independent Trustees.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by FMR for providing these services.
Redemptions In-Kind. During the period, 587,282,406 shares of the Fund held by affiliated entities were redeemed for cash and securities with a value of $5,982,058,589. The net realized gain of $572,292,493 on securities delivered through in-kind redemptions is included in the accompanying Statement of Operations. The amount of in-kind redemptions is included in share transactions in the accompanying Statement of Changes in Net Assets. The Fund recognized no gain or loss for federal income tax purposes.
7. Committed Line of Credit.
The Fund participates with other funds managed by FMR or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The Fund has agreed to pay commitment fees on its pro-rata portion of the line of credit, which amounted to $5,743 and is reflected in Miscellaneous expenses on the Statement of Operations. During the period, there were no borrowings on this line of credit.
8. Security Lending.
The Fund lends portfolio securities through a lending agent from time to time in order to earn additional income. On the settlement date of the loan, the Fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of the Fund and any additional required collateral is delivered to the Fund on the next business day. If the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, the Fund may apply collateral received from the borrower against the obligation. The Fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. The value of loaned securities and cash collateral at period end are disclosed on the Fund's Statement
Semiannual Report
8. Security Lending - continued
of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Total security lending income during the period amounted to $24,123.
9. Expense Reductions.
Through arrangements with the Fund's custodian, credits realized as a result of uninvested cash balances were used to reduce the Fund's management fee. During the period, these credits reduced the Fund's management fee by $64.
10. Other.
The Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the Fund. In the normal course of business, the Fund may also enter into contracts that provide general indemnifications. The Fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the Fund. The risk of material loss from such claims is considered remote.
At the end of the period, mutual funds managed by FMR or an FMR affiliate were the owners of record of all of the outstanding shares of the Fund.
Semiannual Report
Investment Adviser
Fidelity Management & Research Company
Boston, MA
Investment Sub-Advisers
FMR Co., Inc.
Geode Capital Management, LLC
General Distributor
Fidelity Distributors Corporation
Smithfield, RI
Transfer and Service Agents
Fidelity Investments Institutional Operations Company, Inc.
Boston, MA
Fidelity Service Company, Inc.
Boston, MA
Custodian
JPMorgan Chase Bank
New York, NY
(Fidelity Investment logo)(registered trademark)
Corporate Headquarters
245 Summer St., Boston, MA 02210
www.fidelity.com
HUN-SANN-0713 1.842446.106
Item 2. Code of Ethics
Not applicable.
Item 3. Audit Committee Financial Expert
Not applicable.
Item 4. Principal Accountant Fees and Services
Not applicable.
Item 5. Audit Committee of Listed Registrants
Not applicable.
Item 6. Investments
(a) Not applicable.
(b) Not applicable
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. Purchase 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
There were no material changes to the procedures by which shareholders may recommend nominees to the Fidelity Commonwealth Trust's Board of Trustees.
Item 11. Controls and Procedures
(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Commonwealth Trust's (the "Trust") disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.
(a)(ii) There was no change in the Trust's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Trust's internal control over financial reporting.
Item 12. Exhibits
(a) |
(1) |
Not applicable. |
(a) |
(2) |
Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT. |
(a) |
(3) |
Not applicable. |
(b) |
|
Certification pursuant to Rule 30a-2(b) under the Investment Company Act of 1940 (17 CFR 270.30a-2(b)) is furnished and attached hereto as Exhibit 99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Fidelity Commonwealth Trust
By: |
/s/Kenneth B. Robins |
|
Kenneth B. Robins |
|
President and Treasurer |
|
|
Date: |
July 24, 2013 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: |
/s/Kenneth B. Robins |
|
Kenneth B. Robins |
|
President and Treasurer |
|
|
Date: |
July 24, 2013 |
By: |
/s/Christine Reynolds |
|
Christine Reynolds |
|
Chief Financial Officer |
|
|
Date: |
July 24, 2013 |
1 Year Telephone and Data Systems Chart |
1 Month Telephone and Data Systems Chart |
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