UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM N-Q
QUARTERLY SCHEDULE OF
PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file
number
811-21906
Claymore Exchange-Traded Fund Trust
(Exact name of registrant as specified in charter)
2455 Corporate West Drive, Lisle, IL 60532
(Address of principal executive offices) (Zip code)
Nicholas Dalmaso
2455 Corporate West Drive, Lisle, IL 60532
(Name and address of agent for service)
Registrant’s telephone number, including area code:
(630) 505-3700
Date of fiscal year end:
May 31
Date of reporting period:
August 31, 2007
Form N-Q is to be used by management investment companies, other than small business investment companies
registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of
1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in
Form N-Q unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the
burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
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Item 1.
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Schedule of Investments.
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Attached hereto.
Claymore/BBD High Income Index ETF
Portfolio of Investments
August 31, 2007 (unaudited)
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Number of Shares
|
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Description
|
|
Value
|
|
|
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Common Stocks - 75.9%
|
|
|
|
|
|
|
Consumer Discretionary - 4.5%
|
|
|
|
|
982
|
|
Cherokee, Inc.
|
|
$
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37,316
|
|
6,920
|
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Citadel Broadcasting Corp.
|
|
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28,164
|
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1,943
|
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GateHouse Media, Inc.
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|
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25,298
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1,357
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Regal Entertainment Group - Class A
|
|
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30,587
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1,952
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World Wrestling Entertainment, Inc. - Class A
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|
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29,573
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150,938
|
|
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Consumer Staples - 1.0%
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1,479
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Vector Group Ltd.
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33,987
|
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Energy - 1.2%
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1,122
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|
Nordic American Tanker Shipping (Bermuda)
|
|
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41,379
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|
|
|
|
|
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|
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Financials - 50.8%
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|
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|
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6,348
|
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Alesco Financial, Inc., REIT
|
|
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34,660
|
|
2,259
|
|
Annaly Capital Management, Inc., REIT
|
|
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31,829
|
|
3,410
|
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Anthracite Capital, Inc., REIT
|
|
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30,895
|
|
1,512
|
|
Arbor Realty Trust, Inc., REIT
|
|
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30,270
|
|
2,870
|
|
Ashford Hospitality Trust, Inc., REIT
|
|
|
31,312
|
|
1,665
|
|
Banco Santander Central Hispano SA, ADR (Spain)
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|
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30,419
|
|
543
|
|
Barclays PLC, ADR (United Kingdom)
|
|
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26,933
|
|
2,807
|
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CBRE Realty Finance, Inc., REIT
|
|
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16,842
|
|
1,105
|
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Capital Trust, Inc./NY, REIT - Class A
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|
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38,299
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|
3,189
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CapLease, Inc., REIT
|
|
|
30,774
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|
2,249
|
|
Cedar Shopping Centers, Inc., REIT
|
|
|
29,777
|
|
1,720
|
|
Citizens Republic Bancorp, Inc.
|
|
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30,324
|
|
1,896
|
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Corus Bankshares, Inc.
|
|
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25,330
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|
1,716
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|
Crystal River Capital, Inc., REIT
|
|
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27,387
|
|
2,911
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|
DCT Industrial Trust, Inc., REIT
|
|
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29,750
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|
2,987
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|
Deerfield Triarc Capital Corp., REIT
|
|
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26,136
|
|
556
|
|
Developers Diversified Realty Corp., REIT
|
|
|
29,735
|
|
1,520
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DiamondRock Hospitality Co., REIT
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27,284
|
|
833
|
|
Duke Realty Corp., REIT
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|
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28,147
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|
574
|
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Entertainment Properties Trust, REIT
|
|
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27,460
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|
1,810
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Extra Space Storage, Inc., REIT
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|
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27,820
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|
1,816
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FNB Corp./PA
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|
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30,836
|
|
870
|
|
First Industrial Realty Trust, Inc., REIT
|
|
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35,479
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|
2,089
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|
Franklin Street Properties Corp., REIT
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|
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36,035
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|
1,254
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Getty Realty Corp., REIT
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|
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34,197
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|
1,342
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Gramercy Capital Corp./New York, REIT
|
|
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33,751
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3,447
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HRPT Properties Trust, REIT
|
|
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33,712
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|
1,085
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Health Care Property Investors, Inc., REIT
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33,006
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|
817
|
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Health Care REIT, Inc., REIT
|
|
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32,598
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2,633
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Hersha Hospitality Trust, REIT
|
|
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28,779
|
|
820
|
|
Hospitality Properties Trust, REIT
|
|
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32,357
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|
1,103
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IndyMac Bancorp, Inc.
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|
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26,693
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|
784
|
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iStar Financial, Inc., REIT
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|
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28,694
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|
2,881
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JER Investors Trust, Inc., REIT
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|
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35,811
|
|
|
|
|
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|
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1,486
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KKR Financial Holdings L.L.C.
|
|
23,018
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|
1,435
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LTC Properties, Inc., REIT
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|
32,402
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|
701
|
|
Liberty Property Trust, REIT
|
|
27,381
|
|
807
|
|
Lloyds TSB Group PLC, ADR (United Kingdom)
|
|
35,734
|
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4,446
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Luminent Mortgage Capital, Inc., REIT
|
|
7,825
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|
703
|
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Mack-Cali Realty Corp., REIT
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29,357
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|
2,708
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Medical Properties Trust, Inc., REIT
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36,477
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|
974
|
|
National Health Investors, Inc., REIT
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|
29,454
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|
1,453
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National Retail Properties, Inc., REIT
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|
34,131
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|
1,164
|
|
Nationwide Health Properties, Inc., REIT
|
|
32,301
|
|
1,680
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|
Newcastle Investment Corp., REIT
|
|
27,955
|
|
3,545
|
|
NorthStar Realty Finance Corp., REIT
|
|
37,612
|
|
2,084
|
|
Omega Healthcare Investors, Inc., REIT
|
|
31,031
|
|
814
|
|
Ramco-Gershenson Properties, REIT
|
|
26,251
|
|
1,254
|
|
Realty Income Corp., REIT
|
|
33,858
|
|
3,066
|
|
Resource Capital Corp., REIT
|
|
36,792
|
|
1,612
|
|
Senior Housing Properties Trust, REIT
|
|
32,788
|
|
608
|
|
Sovran Self Storage, Inc., REIT
|
|
27,427
|
|
1,562
|
|
Thornburg Mortgage, Inc., REIT
|
|
18,400
|
|
1,011
|
|
Universal Health Realty Income Trust, REIT
|
|
33,889
|
|
1,757
|
|
Urstadt Biddle Properties, Inc., REIT - Class A
|
|
29,764
|
|
824
|
|
Ventas, Inc., REIT
|
|
31,378
|
|
687
|
|
Washington Mutual, Inc.
|
|
25,227
|
|
|
|
|
|
|
|
|
|
|
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1,713,783
|
|
|
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|
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Health Care - 0.6%
|
|
|
|
1,232
|
|
Biovail Corp. (Canada)
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|
21,585
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|
|
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|
|
|
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Industrials - 9.6%
|
|
|
|
786
|
|
Aircastle Ltd. (Bermuda)
|
|
27,109
|
|
965
|
|
Danaos Corp. (Marshall Islands)
|
|
33,630
|
|
1,733
|
|
Diana Shipping, Inc. (Marshall Islands)
|
|
46,011
|
|
1,716
|
|
Eagle Bulk Shipping, Inc. (Marshall Islands)
|
|
45,234
|
|
2,236
|
|
Euroseas Ltd. (Marshall Islands)
|
|
32,377
|
|
785
|
|
Genco Shipping & Trading Ltd. (Marshall Islands)
|
|
44,039
|
|
736
|
|
Macquarie Infrastructure Co. L.L.C.
|
|
29,771
|
|
1,982
|
|
Quintana Maritime Ltd. (Marshall Islands)
|
|
34,408
|
|
936
|
|
Seaspan Corp. (Marshall Islands)
|
|
30,055
|
|
|
|
|
|
|
|
|
|
|
|
322,634
|
|
|
|
|
|
|
|
|
|
Materials - 1.1%
|
|
|
|
337
|
|
Southern Copper Corp.
|
|
35,469
|
|
|
|
|
|
|
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|
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Telecommunications - 3.5%
|
|
|
|
475
|
|
BT Group PLC, ADR (United Kingdom)
|
|
30,286
|
|
2,103
|
|
Citizens Communications Co.
|
|
30,514
|
|
1,477
|
|
Consolidated Communications Holdings, Inc.
|
|
27,443
|
|
2,188
|
|
Windstream Corp.
|
|
31,245
|
|
|
|
|
|
|
|
|
|
|
|
119,488
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|
|
|
|
|
|
|
|
|
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Utilities - 3.6%
|
|
|
|
600
|
|
Ameren Corp.
|
|
30,468
|
|
648
|
|
Consolidated Edison, Inc.
|
|
29,769
|
|
1,373
|
|
Empire District Electric Co.
|
|
31,483
|
|
570
|
|
Integrys Energy Group, Inc.
|
|
28,597
|
|
|
|
|
|
|
|
|
|
|
|
120,317
|
|
|
|
|
|
|
|
|
|
Total Common Stocks - 75.9%
|
|
|
|
|
|
(Cost $2,869,531)
|
|
2,559,580
|
|
|
|
|
|
|
|
|
|
Rights - 0.0%
|
|
|
|
288
|
|
KKR Financial Holdings L.L.C.
|
|
81
|
|
|
|
|
|
|
|
|
|
Master Limited Partnerships - 13.7%
|
|
|
|
|
|
Consumer Discretionary - 0.9%
|
|
|
|
1,164
|
|
Cedar Fair L.P.
|
|
29,461
|
|
|
|
|
|
|
|
|
|
Energy - 9.9%
|
|
|
|
705
|
|
Alliance Resource Partners L.P.
|
|
23,625
|
|
627
|
|
Buckeye Partners L.P.
|
|
30,754
|
|
583
|
|
Enbridge Energy Partners L.P.
|
|
29,727
|
|
476
|
|
Energy Transfer Partners L.P.
|
|
24,771
|
|
991
|
|
Enterprise Products Partners L.P.
|
|
29,244
|
|
558
|
|
Kinder Morgan Energy Partners L.P.
|
|
28,062
|
|
1,166
|
|
Legacy Reserves L.P.
|
|
27,063
|
|
628
|
|
Magellan Midstream Partners L.P.
|
|
27,004
|
|
895
|
|
Markwest Energy Partners L.P.
|
|
28,533
|
|
445
|
|
ONEOK Partners L.P.
|
|
28,476
|
|
460
|
|
Plains All American Pipeline L.P.
|
|
26,473
|
|
708
|
|
TEPPCO Partners L.P.
|
|
28,426
|
|
|
|
|
|
|
|
|
|
|
|
332,158
|
|
|
|
|
|
|
|
|
|
Financials - 0.9%
|
|
|
|
1,001
|
|
WP Carey & Co. L.L.C.
|
|
31,251
|
|
|
|
|
|
|
|
|
|
Materials - 0.7%
|
|
|
|
226
|
|
Terra Nitrogen Co. L.P.
|
|
24,392
|
|
|
|
|
|
|
|
|
|
Utilities - 1.3%
|
|
|
|
1,283
|
|
Amerigas Partners L.P.
|
|
44,982
|
|
|
|
|
|
|
|
|
|
Total Master Limited Partnerships
|
|
|
|
|
|
(Cost $502,865)
|
|
462,244
|
|
|
|
|
|
|
|
|
|
Investment Companies - 10.4%
|
|
|
|
2,726
|
|
BlackRock Corporate High Yield Fund VI, Inc.
|
|
33,121
|
|
4,531
|
|
Liberty All Star Equity Fund
|
|
37,517
|
|
1,429
|
|
NFJ Dividend Interest & Premium Strategy Fund
|
|
34,124
|
|
2,445
|
|
Neuberger Berman Real Estate Securities Income Fund, Inc.
|
|
37,531
|
|
1,878
|
|
Neuberger Berman Realty Income Fund
|
|
37,616
|
|
2,815
|
|
Nuveen Multi-Strategy Income and Growth Fund
|
|
34,343
|
|
2,807
|
|
Nuveen Multi-Strategy Income and Growth Fund 2
|
|
34,891
|
|
1,860
|
|
Pioneer Floating Rate Trust
|
|
33,108
|
|
3,336
|
|
Western Asset High Income Fund II, Inc.
|
|
34,160
|
|
5,376
|
|
Western Asset High Income Opportunity Fund, Inc.
|
|
34,568
|
|
|
|
|
|
|
|
|
|
Total Investment Companies
|
|
|
|
|
|
(Cost $384,272)
|
|
350,979
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments - 100.0%
|
|
|
|
|
|
|
|
(Cost $3,756,668)
|
|
|
3,372,884
|
|
|
|
|
Liabilities in excess of Other Assets - (0.0%)
|
|
|
(332
|
)
|
|
|
|
|
|
|
|
|
|
|
|
Net Assets - 100.0%
|
|
$
|
3,372,552
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ADR -
|
|
American Depositary Receipt
|
|
L.P. -
|
|
Limited Partnership
|
|
L.L.C. -
|
|
Limited Liability Company
|
|
PLC -
|
|
Public Limited Company
|
|
REIT -
|
|
Real Estate Investment Trust
|
|
SA -
|
|
Corporation
|
Securities are classified by sectors that represent broad groupings of related industries.
|
|
|
|
|
|
Country
Allocation*
|
|
|
United States
|
|
85.8
|
%
|
|
Marshall Islands
|
|
7.9
|
%
|
|
United Kingdom
|
|
2.8
|
%
|
|
Bermuda
|
|
2.0
|
%
|
|
Spain
|
|
0.9
|
%
|
|
Canada
|
|
0.6
|
%
|
|
*
|
Subject to change daily. Based on total investments.
|
Equity securities
are valued at the last reported sale price on the principal exchange or on the principal over-the-counter market on which such securities are traded, as of the close of regular trading on the NYSE on the day the securities are being valued or, if
there are not sales, at the mean of the most recent bid and asked prices. Equity securities that are traded primarily on the NASDAQ Stock Market are valued at the NASDAQ Official Closing Price. Debt securities are valued at the mean between the last
available bid and asked prices for such securities or, if such prices are not available, at prices for securities of comparable maturity, quality and type. For those securities where quotations or prices are not available, valuations are determined
in accordance with procedures established in good faith by the Board of Trustees. Short-term securities with maturities of 60 days or less at time of purchase are valued at amortized cost, which approximates market value.
Claymore/KLD Sudan Free Large-Cap Core ETF
Portfolio of Investments
August 31, 2007 (unaudited)
|
|
|
|
|
|
|
|
Number of Shares
|
|
Description
|
|
Value
|
|
|
|
Common Stock - 100.0%
|
|
|
|
|
|
|
Consumer Discretionary - 12.6%
|
|
|
|
|
43
|
|
Advance Auto Parts, Inc.
|
|
$
|
1,529
|
|
123
|
|
Amazon.Com, Inc. (a)
|
|
|
9,829
|
|
75
|
|
American Eagle Outfitters, Inc.
|
|
|
1,937
|
|
28
|
|
AnnTaylor Stores Corp. (a)
|
|
|
878
|
|
58
|
|
Apollo Group, Inc. - Class A (a)
|
|
|
3,403
|
|
32
|
|
Autoliv, Inc.
|
|
|
1,836
|
|
19
|
|
Autozone, Inc. (a)
|
|
|
2,305
|
|
21
|
|
Barnes & Noble, Inc.
|
|
|
757
|
|
112
|
|
Bed Bath & Beyond, Inc. (a)
|
|
|
3,880
|
|
160
|
|
Best Buy Co., Inc.
|
|
|
7,032
|
|
27
|
|
Black & Decker Corp.
|
|
|
2,342
|
|
23
|
|
BorgWarner, Inc.
|
|
|
1,944
|
|
46
|
|
Brinker International, Inc.
|
|
|
1,327
|
|
26
|
|
Burger King Holdings, Inc.
|
|
|
616
|
|
89
|
|
Cablevision Systems Corp. - Class A (a)
|
|
|
2,986
|
|
87
|
|
Carmax, Inc. (a)
|
|
|
1,971
|
|
48
|
|
Centex Corp.
|
|
|
1,388
|
|
14
|
|
Central European Media Enterprises Ltd. - Class A (Bermuda) (a)
|
|
|
1,291
|
|
29
|
|
Cheesecake Factory (The) (a)
|
|
|
723
|
|
71
|
|
Chico’s FAS, Inc. (a)
|
|
|
1,135
|
|
15
|
|
Choice Hotels International, Inc.
|
|
|
562
|
|
69
|
|
Circuit City Stores, Inc.
|
|
|
751
|
|
150
|
|
Coach, Inc. (a)
|
|
|
6,680
|
|
25
|
|
Coldwater Creek, Inc. (a)
|
|
|
311
|
|
32
|
|
CROCS, Inc. (a)
|
|
|
1,889
|
|
21
|
|
CTC Media, Inc. (a)
|
|
|
483
|
|
57
|
|
Darden Restaurants, Inc.
|
|
|
2,371
|
|
16
|
|
Dick’s Sporting Goods, Inc. (a)
|
|
|
1,038
|
|
113
|
|
Discovery Holding Co. - Class A (a)
|
|
|
2,839
|
|
39
|
|
Dollar Tree Stores, Inc. (a)
|
|
|
1,695
|
|
24
|
|
Dow Jones & Co., Inc.
|
|
|
1,417
|
|
127
|
|
DR Horton, Inc.
|
|
|
1,919
|
|
27
|
|
DreamWorks Animation SKG, Inc. - Class A (a)
|
|
|
833
|
|
116
|
|
Eastman Kodak Co.
|
|
|
3,094
|
|
36
|
|
EW Scripps Co. - Class A
|
|
|
1,480
|
|
81
|
|
Expedia, Inc. (a)
|
|
|
2,418
|
|
61
|
|
Family Dollar Stores, Inc.
|
|
|
1,786
|
|
63
|
|
Foot Locker, Inc.
|
|
|
1,053
|
|
63
|
|
GameStop Corp. - Class A (a)
|
|
|
3,159
|
|
242
|
|
Gap, Inc. (The)
|
|
|
4,540
|
|
47
|
|
Garmin Ltd. (Cayman Islands)
|
|
|
4,786
|
|
58
|
|
Gentex Corp.
|
|
|
1,162
|
|
69
|
|
Genuine Parts Co.
|
|
|
3,428
|
|
20
|
|
Getty Images, Inc. (a)
|
|
|
624
|
|
22
|
|
Guess?, Inc.
|
|
|
1,166
|
|
|
|
|
|
|
|
104
|
|
Harley-Davidson, Inc.
|
|
5,594
|
|
26
|
|
Harman International Industries, Inc.
|
|
2,948
|
|
20
|
|
Harte-Hanks, Inc.
|
|
484
|
|
10
|
|
Hearst-Argyle Television, Inc.
|
|
256
|
|
157
|
|
Hilton Hotels Corp.
|
|
7,214
|
|
812
|
|
Home Depot, Inc.
|
|
31,108
|
|
70
|
|
InterActiveCorp. (a)
|
|
1,945
|
|
59
|
|
Idearc, Inc.
|
|
2,014
|
|
14
|
|
International Speedway Corp. - Class A
|
|
659
|
|
16
|
|
ITT Educational Services, Inc. (a)
|
|
1,757
|
|
91
|
|
J.C. Penney Co., Inc.
|
|
6,257
|
|
20
|
|
John Wiley & Sons, Inc. - Class A
|
|
829
|
|
80
|
|
Johnson Controls, Inc.
|
|
9,048
|
|
44
|
|
Jones Apparel Group, Inc.
|
|
844
|
|
129
|
|
Kohl’s Corp. (a)
|
|
7,650
|
|
33
|
|
Lamar Advertising Co. - Class A (a)
|
|
1,746
|
|
71
|
|
Leggett & Platt, Inc.
|
|
1,448
|
|
55
|
|
Lennar Corp. - Class A
|
|
1,555
|
|
155
|
|
Liberty Global, Inc. - Class A (a)
|
|
6,352
|
|
52
|
|
Liberty Media Corp. - Capital Series A (a) (Tracking Stock)
|
|
5,667
|
|
263
|
|
Liberty Media Corp. - Interactive Class A (a) (Tracking Stock)
|
|
4,989
|
|
142
|
|
Limited Brands, Inc.
|
|
3,289
|
|
42
|
|
Liz Claiborne, Inc.
|
|
1,435
|
|
607
|
|
Lowe’s Cos., Inc.
|
|
18,853
|
|
185
|
|
Macy’s, Inc.
|
|
5,868
|
|
133
|
|
Marriott International, Inc. - Class A
|
|
5,908
|
|
159
|
|
Mattel, Inc.
|
|
3,439
|
|
18
|
|
McClatchy Co. - Class A
|
|
406
|
|
491
|
|
McDonald’s Corp.
|
|
24,182
|
|
138
|
|
McGraw-Hill Cos., Inc. (The)
|
|
6,963
|
|
14
|
|
MDC Holdings, Inc.
|
|
623
|
|
19
|
|
Meredith Corp.
|
|
1,062
|
|
22
|
|
Mohawk Industries, Inc. (a)
|
|
1,921
|
|
58
|
|
New York Times Co. (The) - Class A
|
|
1,275
|
|
112
|
|
Newell Rubbermaid, Inc.
|
|
2,889
|
|
144
|
|
Nike, Inc. - Class B
|
|
8,113
|
|
104
|
|
Nordstrom, Inc.
|
|
5,002
|
|
14
|
|
NutriSystem, Inc. (a)
|
|
759
|
|
2
|
|
NVR, Inc. (a)
|
|
1,119
|
|
111
|
|
Office Depot, Inc. (a)
|
|
2,714
|
|
134
|
|
Omnicom Group, Inc.
|
|
6,825
|
|
46
|
|
O’Reilly Automotive, Inc. (a)
|
|
1,635
|
|
11
|
|
Panera Bread Co. - Class A (a)
|
|
481
|
|
23
|
|
Penske Auto Group, Inc.
|
|
453
|
|
55
|
|
PetSmart, Inc.
|
|
1,909
|
|
23
|
|
Phillips-Van Heusen
|
|
1,339
|
|
25
|
|
Polo Ralph Lauren Corp.
|
|
1,889
|
|
20
|
|
Pool Corp.
|
|
653
|
|
85
|
|
Pulte Homes, Inc.
|
|
1,414
|
|
55
|
|
RadioShack Corp.
|
|
1,307
|
|
32
|
|
Regal Entertainment Group - Class A
|
|
721
|
|
29
|
|
R.H. Donnelley Corp. (a)
|
|
1,706
|
|
56
|
|
Ross Stores, Inc.
|
|
1,558
|
|
|
|
|
|
|
|
17
|
|
Ryland Group, Inc.
|
|
487
|
|
589
|
|
Sirius Satellite Radio, Inc. (a)
|
|
1,749
|
|
23
|
|
Snap-On, Inc.
|
|
1,127
|
|
34
|
|
Stanley Works (The)
|
|
1,929
|
|
288
|
|
Staples, Inc.
|
|
6,840
|
|
299
|
|
Starbucks Corp. (a)
|
|
8,237
|
|
353
|
|
Target Corp.
|
|
23,273
|
|
14
|
|
Thor Industries, Inc.
|
|
616
|
|
55
|
|
Tiffany & Co.
|
|
2,823
|
|
76
|
|
Tim Hortons, Inc.
|
|
2,516
|
|
63
|
|
Time Warner Cable, Inc. - Class A (a)
|
|
2,312
|
|
1,551
|
|
Time Warner, Inc.
|
|
29,438
|
|
183
|
|
TJX Cos., Inc.
|
|
5,580
|
|
51
|
|
Toll Brothers, Inc. (a)
|
|
1,089
|
|
14
|
|
Tractor Supply Co. (a)
|
|
674
|
|
34
|
|
Tribune Co.
|
|
937
|
|
36
|
|
VF Corp.
|
|
2,875
|
|
246
|
|
Viacom, Inc. - Class B (a)
|
|
9,707
|
|
118
|
|
Virgin Media, Inc.
|
|
2,808
|
|
24
|
|
WABCO Holdings, Inc.
|
|
1,086
|
|
814
|
|
Walt Disney Co. (The)
|
|
27,350
|
|
14
|
|
Warner Music Group Corp.
|
|
161
|
|
2
|
|
Washington Post Co. (The) - Class B
|
|
1,531
|
|
14
|
|
Weight Watchers International, Inc.
|
|
727
|
|
35
|
|
Wendy’s International, Inc.
|
|
1,151
|
|
32
|
|
Whirlpool Corp.
|
|
3,085
|
|
37
|
|
Williams-Sonoma, Inc.
|
|
1,233
|
|
115
|
|
XM Satellite Radio Holdings, Inc. - Class A (a)
|
|
1,434
|
|
|
|
|
|
|
|
|
|
|
|
461,442
|
|
|
|
|
|
|
|
|
|
Consumer Staples - 6.7%
|
|
|
|
34
|
|
Alberto-Culver Co.
|
|
788
|
|
177
|
|
Avon Products, Inc.
|
|
6,080
|
|
16
|
|
Bare Escentuals, Inc. (a)
|
|
394
|
|
93
|
|
Campbell Soup Co.
|
|
3,511
|
|
27
|
|
Church & Dwight Co., Inc.
|
|
1,213
|
|
61
|
|
Clorox Co.
|
|
3,648
|
|
206
|
|
Colgate-Palmolive Co.
|
|
13,662
|
|
30
|
|
Corn Products International, Inc.
|
|
1,356
|
|
180
|
|
Costco Wholesale Corp.
|
|
11,115
|
|
52
|
|
Dean Foods Co. (a)
|
|
1,397
|
|
81
|
|
Del Monte Foods Co.
|
|
854
|
|
23
|
|
Energizer Holdings, Inc. (a)
|
|
2,436
|
|
44
|
|
Estee Lauder Cos., Inc. (The) - Class A
|
|
1,830
|
|
140
|
|
General Mills, Inc.
|
|
7,823
|
|
27
|
|
Hansen Natural Corp. (a)
|
|
1,213
|
|
20
|
|
Herbalife Ltd. (Cayman Islands)
|
|
849
|
|
68
|
|
Hershey Co. (The)
|
|
3,162
|
|
131
|
|
HJ Heinz Co.
|
|
5,907
|
|
30
|
|
Hormel Foods Corp.
|
|
1,069
|
|
23
|
|
JM Smucker Co. (The)
|
|
1,265
|
|
95
|
|
Kellogg Co.
|
|
5,218
|
|
184
|
|
Kimberly-Clark Corp.
|
|
12,639
|
|
660
|
|
Kraft Foods, Inc. - Class A
|
|
21,160
|
|
|
|
|
|
|
|
53
|
|
McCormick & Co., Inc.
|
|
1,900
|
|
57
|
|
Pepsi Bottling Group, Inc.
|
|
1,972
|
|
24
|
|
PepsiAmericas, Inc.
|
|
710
|
|
1,287
|
|
Procter & Gamble Co.
|
|
84,054
|
|
178
|
|
Safeway, Inc.
|
|
5,648
|
|
296
|
|
Sara Lee Corp.
|
|
4,920
|
|
85
|
|
SUPERVALU, Inc.
|
|
3,583
|
|
249
|
|
SYSCO Corp.
|
|
8,312
|
|
410
|
|
Walgreen Co.
|
|
18,479
|
|
57
|
|
Whole Foods Market, Inc.
|
|
2,523
|
|
97
|
|
WM Wrigley Jr. Co.
|
|
5,650
|
|
|
|
|
|
|
|
|
|
|
|
246,340
|
|
|
|
|
|
|
|
|
|
Energy - 5.3%
|
|
|
|
133
|
|
Apache Corp.
|
|
10,292
|
|
39
|
|
Cabot Oil & Gas Corp.
|
|
1,300
|
|
44
|
|
Cameron International Corp. (a)
|
|
3,598
|
|
20
|
|
Cheniere Energy, Inc. (a)
|
|
722
|
|
186
|
|
Chesapeake Energy Corp.
|
|
6,000
|
|
34
|
|
Cimarex Energy Co.
|
|
1,218
|
|
12
|
|
Continental Resources, Inc. (a)
|
|
178
|
|
49
|
|
Denbury Resources, Inc. (a)
|
|
1,949
|
|
184
|
|
Devon Energy Corp.
|
|
13,857
|
|
35
|
|
Dresser-Rand Group, Inc. (a)
|
|
1,290
|
|
282
|
|
El Paso Corp.
|
|
4,475
|
|
60
|
|
ENSCO International, Inc.
|
|
3,253
|
|
99
|
|
EOG Resources, Inc.
|
|
6,669
|
|
26
|
|
FMC Technologies, Inc. (a)
|
|
2,462
|
|
32
|
|
Forest Oil Corp. (a)
|
|
1,237
|
|
44
|
|
Frontier Oil Corp.
|
|
1,805
|
|
37
|
|
Global Industries Ltd. (a)
|
|
895
|
|
92
|
|
GlobalSantaFe Corp. (Cayman Islands)
|
|
6,494
|
|
51
|
|
Grant Prideco, Inc. (a)
|
|
2,820
|
|
37
|
|
Helix Energy Solutions Group, Inc. (a)
|
|
1,422
|
|
42
|
|
Helmerich & Payne, Inc.
|
|
1,323
|
|
112
|
|
Hess Corp.
|
|
6,873
|
|
18
|
|
Holly Corp.
|
|
1,200
|
|
76
|
|
Murphy Oil Corp.
|
|
4,631
|
|
113
|
|
Nabors Industries Ltd. (Bermuda) (a)
|
|
3,344
|
|
72
|
|
National Oilwell Varco, Inc. (a)
|
|
9,216
|
|
52
|
|
Newfield Exploration Co. (a)
|
|
2,261
|
|
108
|
|
Noble Corp. (Cayman Islands)
|
|
5,299
|
|
69
|
|
Noble Energy, Inc.
|
|
4,145
|
|
22
|
|
Oceaneering International, Inc. (a)
|
|
1,478
|
|
13
|
|
Overseas Shipholding Group, Inc.
|
|
928
|
|
50
|
|
Pioneer Natural Resources Co.
|
|
2,053
|
|
29
|
|
Plains Exploration & Production Co. (a)
|
|
1,088
|
|
24
|
|
Pogo Producing Co.
|
|
1,195
|
|
67
|
|
Pride International, Inc. (a)
|
|
2,356
|
|
20
|
|
Quicksilver Resources, Inc. (a)
|
|
799
|
|
60
|
|
Range Resources Corp.
|
|
2,179
|
|
45
|
|
Rowan Cos., Inc.
|
|
1,689
|
|
10
|
|
SEACOR Holdings, Inc. (a)
|
|
878
|
|
81
|
|
Smith International, Inc.
|
|
5,428
|
|
|
|
|
|
|
|
68
|
|
Southwestern Energy Co. (a)
|
|
2,529
|
|
255
|
|
Spectra Energy Corp.
|
|
5,929
|
|
25
|
|
St. Mary Land & Exploration Co.
|
|
834
|
|
49
|
|
Sunoco, Inc.
|
|
3,584
|
|
33
|
|
Superior Energy Services, Inc. (a)
|
|
1,281
|
|
16
|
|
Teekay Corp. (Marshall Islands)
|
|
927
|
|
29
|
|
Tetra Technologies, Inc. (a)
|
|
580
|
|
23
|
|
Tidewater, Inc.
|
|
1,505
|
|
116
|
|
Transocean, Inc. (Cayman Islands) (a)
|
|
12,190
|
|
19
|
|
Unit Corp. (a)
|
|
932
|
|
226
|
|
Valero Energy Corp.
|
|
15,483
|
|
11
|
|
W&T Offshore, Inc.
|
|
245
|
|
11
|
|
Western Refining, Inc.
|
|
570
|
|
241
|
|
Williams Cos., Inc.
|
|
7,471
|
|
148
|
|
XTO Energy, Inc.
|
|
8,045
|
|
|
|
|
|
|
|
|
|
|
|
192,404
|
|
|
|
|
|
|
|
|
|
Financials - 22.1%
|
|
|
|
12
|
|
Affiliated Managers Group, Inc. (a)
|
|
1,359
|
|
197
|
|
Aflac, Inc.
|
|
10,502
|
|
31
|
|
A.G. Edwards, Inc.
|
|
2,591
|
|
2
|
|
Alleghany Corp. (a)
|
|
824
|
|
61
|
|
Allied Capital Corp.
|
|
1,819
|
|
24
|
|
Allied World Assurance Holdings Ltd. (Bermuda)
|
|
1,152
|
|
40
|
|
AMB Property Corp. - REIT
|
|
2,199
|
|
41
|
|
AMBAC Financial Group, Inc.
|
|
2,576
|
|
65
|
|
American Capital Strategies Ltd.
|
|
2,684
|
|
427
|
|
American Express Co.
|
|
25,031
|
|
33
|
|
American Financial Group, Inc.
|
|
931
|
|
6
|
|
American National Insurance
|
|
756
|
|
48
|
|
AmeriCredit Corp. (a)
|
|
831
|
|
95
|
|
Ameriprise Financial, Inc.
|
|
5,796
|
|
164
|
|
Annaly Capital Management, Inc. - REIT
|
|
2,311
|
|
21
|
|
Arch Capital Group Ltd. (Bermuda) (a)
|
|
1,508
|
|
90
|
|
Archstone-Smith Trust - REIT
|
|
5,292
|
|
40
|
|
Arthur J. Gallagher & Co.
|
|
1,181
|
|
51
|
|
Associated Banc-Corp.
|
|
1,439
|
|
49
|
|
Assurant, Inc.
|
|
2,525
|
|
35
|
|
Astoria Financial Corp.
|
|
912
|
|
32
|
|
AvalonBay Communities, Inc. - REIT
|
|
3,660
|
|
62
|
|
Axis Capital Holdings Ltd. (Bermuda)
|
|
2,238
|
|
33
|
|
Bancorpsouth, Inc.
|
|
825
|
|
1,807
|
|
Bank of America Corp.
|
|
91,579
|
|
20
|
|
Bank of Hawaii Corp.
|
|
1,028
|
|
466
|
|
Bank of New York Mellon Corp. (The)
|
|
18,840
|
|
222
|
|
BB&T Corp.
|
|
8,820
|
|
26
|
|
BlackRock, Inc.
|
|
4,033
|
|
9
|
|
BOK Financial Corp.
|
|
458
|
|
41
|
|
Boston Properties, Inc. - REIT
|
|
4,103
|
|
35
|
|
Brandywine Realty Trust - REIT
|
|
902
|
|
20
|
|
BRE Properties, Inc. - REIT
|
|
1,111
|
|
45
|
|
Brown & Brown, Inc.
|
|
1,211
|
|
23
|
|
Camden Property Trust - REIT
|
|
1,414
|
|
168
|
|
Capital One Financial Corp.
|
|
10,863
|
|
|
|
|
|
|
|
51
|
|
CapitalSource, Inc. - REIT
|
|
909
|
|
9
|
|
Capitol Federal Financial
|
|
313
|
|
79
|
|
CB Richard Ellis Group, Inc. - Class A (a)
|
|
2,332
|
|
26
|
|
CBL & Associates Properties, Inc. - REIT
|
|
857
|
|
408
|
|
Charles Schwab Corp. (The)
|
|
8,078
|
|
162
|
|
Chubb Corp.
|
|
8,283
|
|
69
|
|
Cincinnati Financial Corp.
|
|
2,908
|
|
16
|
|
City National Corp.
|
|
1,142
|
|
24
|
|
CME Group, Inc.
|
|
13,315
|
|
64
|
|
Colonial BancGroup, Inc. (The)
|
|
1,358
|
|
19
|
|
Colonial Properties Trust - REIT
|
|
682
|
|
63
|
|
Comerica, Inc.
|
|
3,514
|
|
77
|
|
Commerce Bancorp, Inc.
|
|
2,828
|
|
28
|
|
Commerce Bancshares, Inc.
|
|
1,308
|
|
53
|
|
Compass Bancshares, Inc.
|
|
3,464
|
|
24
|
|
Cullen/Frost Bankers, Inc.
|
|
1,238
|
|
50
|
|
Developers Diversified Realty Corp. - REIT
|
|
2,674
|
|
42
|
|
Douglas Emmett, Inc. - REIT
|
|
1,027
|
|
55
|
|
Duke Realty Corp. - REIT
|
|
1,858
|
|
172
|
|
E*Trade Financial Corp. (a)
|
|
2,680
|
|
25
|
|
East West Bancorp., Inc.
|
|
895
|
|
44
|
|
Eaton Vance Corp.
|
|
1,689
|
|
24
|
|
Endurance Specialty Holdings Ltd. (Bermuda)
|
|
957
|
|
117
|
|
Equity Residential - REIT
|
|
4,708
|
|
20
|
|
Erie Indemnity Co. - Class A
|
|
1,118
|
|
10
|
|
Essex Property Trust, Inc. - REIT
|
|
1,178
|
|
25
|
|
Everest Re Group Ltd. (Bermuda)
|
|
2,547
|
|
23
|
|
Federal Realty Invs. Trust - REIT
|
|
1,934
|
|
35
|
|
Federated Investors, Inc. - Class B
|
|
1,229
|
|
222
|
|
Fifth Third Bancorp.
|
|
7,923
|
|
2
|
|
First Citizens BancShares, Inc. - Class A
|
|
355
|
|
51
|
|
First Horizon National Corp.
|
|
1,565
|
|
25
|
|
First Marblehead Corp. (The)
|
|
837
|
|
29
|
|
Forest City Enterprises, Inc. - Class A
|
|
1,611
|
|
67
|
|
Franklin Resources, Inc.
|
|
8,829
|
|
267
|
|
Freddie Mac
|
|
16,450
|
|
70
|
|
Fulton Financial Corp.
|
|
1,029
|
|
87
|
|
General Growth Properties, Inc. - REIT
|
|
4,325
|
|
175
|
|
Genworth Financial, Inc. - Class A
|
|
5,072
|
|
168
|
|
Goldman Sachs Group, Inc. (The)
|
|
29,570
|
|
21
|
|
Hanover Insurance Group, Inc. (The)
|
|
898
|
|
128
|
|
Hartford Financial Services Group, Inc.
|
|
11,381
|
|
45
|
|
HCC Insurance Holdings, Inc.
|
|
1,242
|
|
83
|
|
Health Care Property Investors, Inc. - REIT
|
|
2,525
|
|
32
|
|
Health Care REIT, Inc. - REIT
|
|
1,277
|
|
38
|
|
Hospitality Properties Trust - REIT
|
|
1,499
|
|
210
|
|
Host Hotels & Resorts, Inc. - REIT
|
|
4,681
|
|
85
|
|
HRPT Properties Trust - REIT
|
|
831
|
|
219
|
|
Hudson City Bancorp., Inc.
|
|
3,114
|
|
30
|
|
IndyMac Bancorp., Inc.
|
|
726
|
|
28
|
|
IntercontinentalExchange, Inc. (a)
|
|
4,084
|
|
18
|
|
Investment Technology Group, Inc. (a)
|
|
728
|
|
52
|
|
iStar Financial, Inc. - REIT
|
|
1,903
|
|
|
|
|
|
|
|
75
|
|
Janus Capital Group, Inc.
|
|
1,994
|
|
15
|
|
Jones Lang LaSalle, Inc.
|
|
1,675
|
|
158
|
|
Keycorp.
|
|
5,261
|
|
13
|
|
Kilroy Realty Corp. - REIT
|
|
795
|
|
87
|
|
Kimco Realty Corp. - REIT
|
|
3,725
|
|
21
|
|
Lazard Ltd. - Class A (Bermuda)
|
|
842
|
|
53
|
|
Legg Mason, Inc.
|
|
4,601
|
|
66
|
|
Leucadia National Corp.
|
|
2,929
|
|
37
|
|
Liberty Property Trust - REIT
|
|
1,445
|
|
109
|
|
Lincoln National Corp.
|
|
6,636
|
|
28
|
|
M&T Bank Corp.
|
|
2,965
|
|
29
|
|
Macerich Co. (The) - REIT
|
|
2,355
|
|
27
|
|
Mack-Cali Realty Corp. - REIT
|
|
1,128
|
|
4
|
|
Markel Corp. (a)
|
|
1,903
|
|
104
|
|
Marshall & Ilsley Corp.
|
|
4,546
|
|
53
|
|
MBIA, Inc.
|
|
3,180
|
|
11
|
|
Mercury General Corp.
|
|
580
|
|
358
|
|
Merrill Lynch & Co., Inc.
|
|
26,385
|
|
33
|
|
MGIC Investment Corp.
|
|
995
|
|
91
|
|
Moody’s Corp.
|
|
4,172
|
|
45
|
|
Nasdaq Stock Market, Inc. (The) (a)
|
|
1,470
|
|
206
|
|
National City Corp.
|
|
5,543
|
|
21
|
|
Nationwide Financial Services - Class A
|
|
1,124
|
|
126
|
|
New York Community Bancorp., Inc.
|
|
2,229
|
|
88
|
|
Northern Trust Corp.
|
|
5,408
|
|
32
|
|
Nuveen Investments, Inc. - Class A
|
|
1,990
|
|
37
|
|
Nymex Holdings, Inc.
|
|
4,774
|
|
106
|
|
NYSE Euronext
|
|
7,712
|
|
93
|
|
Old Republic International Corp.
|
|
1,692
|
|
11
|
|
OneBeacon Insurance Group Ltd. (Bermuda)
|
|
235
|
|
23
|
|
PartnerRe Ltd. (Bermuda)
|
|
1,672
|
|
87
|
|
People’s United Financial, Inc.
|
|
1,538
|
|
23
|
|
Philadelphia Consolidated Holdings Co. (a)
|
|
920
|
|
35
|
|
PMI Group, Inc. (The)
|
|
1,109
|
|
139
|
|
PNC Financial Services Group, Inc.
|
|
9,781
|
|
113
|
|
Popular, Inc. (Puerto Rico)
|
|
1,394
|
|
108
|
|
Principal Financial Group, Inc.
|
|
5,993
|
|
297
|
|
Progressive Corp. (The)
|
|
6,041
|
|
103
|
|
Prologis - REIT
|
|
6,196
|
|
28
|
|
Protective Life Corp.
|
|
1,170
|
|
50
|
|
Public Storage - REIT
|
|
3,789
|
|
32
|
|
Radian Group, Inc.
|
|
565
|
|
31
|
|
Rayonier, Inc. - REIT
|
|
1,325
|
|
28
|
|
Regency Centers Corp. - REIT
|
|
1,945
|
|
284
|
|
Regions Financial Corp.
|
|
8,889
|
|
29
|
|
RenaissanceRe Holdings Ltd. (Bermuda)
|
|
1,661
|
|
43
|
|
Safeco Corp.
|
|
2,495
|
|
52
|
|
SEI Investments Co.
|
|
1,319
|
|
89
|
|
Simon Property Group, Inc. - REIT
|
|
8,448
|
|
24
|
|
SL Green Realty Corp. - REIT
|
|
2,676
|
|
173
|
|
Sovereign Bancorp., Inc.
|
|
3,128
|
|
30
|
|
St. Joe Co. (The)
|
|
949
|
|
22
|
|
StanCorp Financial Group, Inc.
|
|
1,036
|
|
|
|
|
|
|
|
160
|
|
State Street Corp.
|
|
9,818
|
|
144
|
|
SunTrust Banks, Inc.
|
|
11,340
|
|
112
|
|
Synovus Financial Corp.
|
|
3,093
|
|
107
|
|
T. Rowe Price Group, Inc.
|
|
5,491
|
|
22
|
|
Taubman Centers, Inc. - REIT
|
|
1,135
|
|
52
|
|
TCF Financial Corp.
|
|
1,314
|
|
49
|
|
Thornburg Mortgage, Inc. - REIT
|
|
577
|
|
38
|
|
Torchmark Corp.
|
|
2,339
|
|
268
|
|
Travelers Cos., Inc. (The)
|
|
13,545
|
|
55
|
|
UDR, Inc. - REIT
|
|
1,381
|
|
19
|
|
UnionBanCal Corp.
|
|
1,117
|
|
18
|
|
Unitrin, Inc.
|
|
818
|
|
138
|
|
Unum Group
|
|
3,377
|
|
716
|
|
US Bancorp.
|
|
23,163
|
|
49
|
|
Valley National Bancorp.
|
|
1,112
|
|
54
|
|
Ventas, Inc. - REIT
|
|
2,056
|
|
54
|
|
Vornado Realty Trust - REIT
|
|
5,756
|
|
789
|
|
Wachovia Corp.
|
|
38,645
|
|
35
|
|
Washington Federal, Inc.
|
|
929
|
|
356
|
|
Washington Mutual, Inc.
|
|
13,072
|
|
23
|
|
Webster Financial Corp.
|
|
977
|
|
31
|
|
Weingarten Realty Investors - REIT
|
|
1,247
|
|
1,371
|
|
Wells Fargo & Co.
|
|
50,096
|
|
1
|
|
Wesco Financial Corp.
|
|
395
|
|
4
|
|
White Mountains Insurance Group Ltd. (Bermuda)
|
|
2,088
|
|
27
|
|
Whitney Holdings Corp.
|
|
748
|
|
28
|
|
Wilmington Trust Corp.
|
|
1,123
|
|
69
|
|
WR Berkley Corp.
|
|
2,062
|
|
75
|
|
XL Capital Ltd. - Class A (Cayman Islands)
|
|
5,715
|
|
44
|
|
Zions Bancorporation
|
|
3,106
|
|
|
|
|
|
|
|
|
|
|
|
806,745
|
|
|
|
|
|
|
|
|
|
Health Care - 13.2%
|
|
|
|
10
|
|
Abraxis BioScience, Inc. (a)
|
|
219
|
|
24
|
|
Advanced Medical Optics, Inc. (a)
|
|
690
|
|
206
|
|
Aetna, Inc.
|
|
10,487
|
|
477
|
|
Amgen, Inc. (a)
|
|
23,902
|
|
53
|
|
Amylin Pharmaceuticals, Inc. (a)
|
|
2,599
|
|
75
|
|
Applera Corp. - Applied Biosystems Group (Tracking Stock)
|
|
2,371
|
|
44
|
|
Barr Pharmaceuticals, Inc. (a)
|
|
2,239
|
|
263
|
|
Baxter International, Inc.
|
|
14,402
|
|
25
|
|
Beckman Coulter, Inc.
|
|
1,799
|
|
99
|
|
Becton, Dickinson & Co.
|
|
7,617
|
|
138
|
|
Biogen Idec, Inc. (a)
|
|
8,807
|
|
99
|
|
Biomet, Inc.
|
|
4,537
|
|
537
|
|
Boston Scientific Corp. (a)
|
|
6,890
|
|
811
|
|
Bristol-Myers Squibb Co.
|
|
23,641
|
|
15
|
|
Brookdale Senior Living, Inc.
|
|
549
|
|
153
|
|
Celgene Corp. (a)
|
|
9,824
|
|
27
|
|
Cephalon, Inc. (a)
|
|
2,026
|
|
27
|
|
Cerner Corp. (a)
|
|
1,540
|
|
39
|
|
Community Health Systems, Inc. (a)
|
|
1,354
|
|
18
|
|
Cooper Cos., Inc. (The)
|
|
878
|
|
199
|
|
Covidien Ltd. (Bermuda) (a)
|
|
7,926
|
|
|
|
|
|
|
|
42
|
|
C.R. Bard, Inc.
|
|
3,502
|
|
46
|
|
Cytyc Corp. (a)
|
|
1,966
|
|
33
|
|
Dade Behring Holdings, Inc.
|
|
2,492
|
|
42
|
|
DaVita, Inc. (a)
|
|
2,416
|
|
61
|
|
Dentsply International, Inc.
|
|
2,402
|
|
23
|
|
Edwards Lifesciences Corp. (a)
|
|
1,111
|
|
410
|
|
Eli Lilly & Co.
|
|
23,514
|
|
54
|
|
Endo Pharmaceuticals Holdings, Inc. (a)
|
|
1,722
|
|
94
|
|
Express Scripts, Inc. (a)
|
|
5,147
|
|
129
|
|
Forest Laboratories, Inc. (a)
|
|
4,854
|
|
188
|
|
Genentech, Inc. (a)
|
|
14,064
|
|
21
|
|
Gen-Probe, Inc. (a)
|
|
1,344
|
|
106
|
|
Genzyme Corp. (a)
|
|
6,615
|
|
376
|
|
Gilead Sciences, Inc. (a)
|
|
13,675
|
|
98
|
|
Health Management Associates, Inc. - Class A
|
|
667
|
|
36
|
|
Henry Schein, Inc. (a)
|
|
2,095
|
|
25
|
|
Hillenbrand Industries, Inc.
|
|
1,439
|
|
12
|
|
Idexx Laboratories, Inc. (a)
|
|
1,341
|
|
79
|
|
IMS Health, Inc.
|
|
2,365
|
|
15
|
|
Intuitive Surgical, Inc. (a)
|
|
3,319
|
|
19
|
|
Invitrogen Corp. (a)
|
|
1,480
|
|
1,181
|
|
Johnson & Johnson
|
|
72,974
|
|
21
|
|
Kinetic Concepts, Inc. (a)
|
|
1,262
|
|
98
|
|
King Pharmaceuticals, Inc. (a)
|
|
1,473
|
|
47
|
|
Laboratory Corp. of America Holdings (a)
|
|
3,650
|
|
23
|
|
LifePoint Hospitals, Inc. (a)
|
|
646
|
|
34
|
|
Lincare Holdings, Inc. (a)
|
|
1,224
|
|
473
|
|
Medtronic, Inc.
|
|
24,993
|
|
892
|
|
Merck & Co., Inc.
|
|
44,752
|
|
129
|
|
Millennium Pharmaceuticals, Inc. (a)
|
|
1,309
|
|
22
|
|
Millipore Corp. (a)
|
|
1,533
|
|
100
|
|
Mylan Laboratories, Inc.
|
|
1,510
|
|
49
|
|
Omnicare, Inc.
|
|
1,599
|
|
56
|
|
Patterson Cos., Inc. (a)
|
|
2,060
|
|
47
|
|
PDL BioPharma, Inc. (a)
|
|
917
|
|
20
|
|
Pediatrix Medical Group, Inc. (a)
|
|
1,193
|
|
63
|
|
Quest Diagnostics, Inc.
|
|
3,449
|
|
31
|
|
Resmed, Inc. (a)
|
|
1,260
|
|
30
|
|
Respironics, Inc. (a)
|
|
1,423
|
|
613
|
|
Schering-Plough Corp.
|
|
18,402
|
|
43
|
|
Sepracor, Inc. (a)
|
|
1,254
|
|
22
|
|
Sierra Health Services, Inc. (a)
|
|
924
|
|
136
|
|
St. Jude Medical, Inc. (a)
|
|
5,926
|
|
122
|
|
Stryker Corp.
|
|
8,150
|
|
16
|
|
Techne Corp. (a)
|
|
1,008
|
|
170
|
|
Thermo Fisher Scientific, Inc. (a)
|
|
9,219
|
|
51
|
|
Varian Medical Systems, Inc. (a)
|
|
2,060
|
|
34
|
|
VCA Antech, Inc. (a)
|
|
1,390
|
|
53
|
|
Vertex Pharmaceuticals, Inc. (a)
|
|
2,065
|
|
37
|
|
Warner Chilcott Ltd. - Class A (Bermuda) (a)
|
|
686
|
|
41
|
|
Waters Corp. (a)
|
|
2,524
|
|
41
|
|
Watson Pharmaceuticals, Inc. (a)
|
|
1,223
|
|
17
|
|
WellCare Health Plans, Inc. (a)
|
|
1,678
|
|
|
|
|
|
|
|
252
|
|
WellPoint, Inc. (a)
|
|
20,309
|
|
95
|
|
Zimmer Holdings, Inc. (a)
|
|
7,441
|
|
|
|
|
|
|
|
|
|
|
|
483,313
|
|
|
|
|
|
|
|
|
|
Industrials - 7.7%
|
|
|
|
298
|
|
3M Co.
|
|
27,115
|
|
37
|
|
AGCO Corp. (a)
|
|
1,598
|
|
10
|
|
Aircastle Ltd. (Bermuda)
|
|
345
|
|
17
|
|
Alexander & Baldwin, Inc.
|
|
882
|
|
73
|
|
American Standard Cos., Inc.
|
|
2,689
|
|
43
|
|
Ametek, Inc.
|
|
1,720
|
|
97
|
|
AMR Corp. (a)
|
|
2,377
|
|
8
|
|
Armstrong World Industries, Inc. (a)
|
|
336
|
|
43
|
|
Avery Dennison Corp.
|
|
2,571
|
|
37
|
|
BE Aerospace, Inc. (a)
|
|
1,442
|
|
18
|
|
Brink’s Co. (The)
|
|
1,033
|
|
68
|
|
C.H. Robinson Worldwide, Inc.
|
|
3,335
|
|
39
|
|
Continental Airlines, Inc. - Class B (a)
|
|
1,297
|
|
74
|
|
Cooper Industries Ltd. - Class A (Bermuda)
|
|
3,787
|
|
7
|
|
Copa Holdings SA - Class A (Panama)
|
|
339
|
|
28
|
|
Copart, Inc. (a)
|
|
822
|
|
15
|
|
Corporate Executive Board Co.
|
|
1,020
|
|
21
|
|
Crane Co.
|
|
941
|
|
176
|
|
CSX Corp.
|
|
7,216
|
|
42
|
|
Cummins, Inc.
|
|
4,974
|
|
99
|
|
Danaher Corp.
|
|
7,688
|
|
95
|
|
Deere & Co.
|
|
12,926
|
|
32
|
|
Donaldson Co., Inc.
|
|
1,222
|
|
82
|
|
Dover Corp.
|
|
4,051
|
|
24
|
|
Dun & Bradstreet Corp.
|
|
2,341
|
|
59
|
|
Eaton Corp.
|
|
5,559
|
|
321
|
|
Emerson Electric Co.
|
|
15,803
|
|
59
|
|
Equifax, Inc.
|
|
2,273
|
|
86
|
|
Expeditors International Washington, Inc.
|
|
3,799
|
|
51
|
|
Fastenal Co.
|
|
2,326
|
|
124
|
|
FedEx Corp.
|
|
13,600
|
|
14
|
|
First Solar, Inc. (a)
|
|
1,452
|
|
23
|
|
Flowserve Corp.
|
|
1,642
|
|
36
|
|
Fluor Corp.
|
|
4,577
|
|
21
|
|
Gardner Denver, Inc. (a)
|
|
838
|
|
21
|
|
General Cable Corp. (a)
|
|
1,222
|
|
27
|
|
Graco, Inc.
|
|
1,091
|
|
34
|
|
Harsco Corp.
|
|
1,892
|
|
129
|
|
Hertz Global Holdings, Inc. (a)
|
|
2,852
|
|
19
|
|
HNI Corp.
|
|
776
|
|
24
|
|
Hubbell, Inc. - Class B
|
|
1,300
|
|
33
|
|
IDEX Corp.
|
|
1,270
|
|
200
|
|
Illinois Tool Works, Inc.
|
|
11,634
|
|
39
|
|
JB Hunt Transport Services, Inc.
|
|
1,122
|
|
31
|
|
Kansas City Southern (a)
|
|
942
|
|
21
|
|
Kirby Corp. (a)
|
|
804
|
|
32
|
|
Laidlaw International, Inc.
|
|
1,109
|
|
22
|
|
Landstar System, Inc.
|
|
946
|
|
23
|
|
Lennox International, Inc.
|
|
827
|
|
|
|
|
|
|
|
17
|
|
Lincoln Electric Holdings, Inc.
|
|
1,223
|
|
25
|
|
Manitowoc Co., Inc. (The)
|
|
1,987
|
|
34
|
|
Manpower, Inc.
|
|
2,389
|
|
152
|
|
Masco Corp.
|
|
3,955
|
|
51
|
|
Monster Worldwide, Inc. (a)
|
|
1,744
|
|
19
|
|
MSC Industrial Direct Co. - Class A
|
|
984
|
|
158
|
|
Norfolk Southern Corp.
|
|
8,091
|
|
44
|
|
Owens Corning, Inc. (a)
|
|
1,098
|
|
100
|
|
Paccar, Inc.
|
|
8,555
|
|
50
|
|
Pall Corp.
|
|
1,907
|
|
40
|
|
Pentair, Inc.
|
|
1,485
|
|
89
|
|
Pitney Bowes, Inc.
|
|
3,976
|
|
67
|
|
Quanta Services, Inc. (a)
|
|
1,894
|
|
59
|
|
Robert Half International, Inc.
|
|
1,884
|
|
64
|
|
Rockwell Automation, Inc.
|
|
4,509
|
|
36
|
|
Roper Industries, Inc.
|
|
2,278
|
|
89
|
|
R.R. Donnelley & Sons Co.
|
|
3,188
|
|
25
|
|
Ryder System, Inc.
|
|
1,369
|
|
315
|
|
Southwest Airlines Co.
|
|
4,760
|
|
28
|
|
Spirit Aerosystems Holdings, Inc. - Class A (a)
|
|
1,001
|
|
23
|
|
SPX Corp.
|
|
2,071
|
|
33
|
|
Steelcase, Inc. - Class A
|
|
582
|
|
9
|
|
Sunpower Corp. - Class A (a)
|
|
615
|
|
16
|
|
Teleflex, Inc.
|
|
1,244
|
|
42
|
|
Terex Corp. (a)
|
|
3,355
|
|
23
|
|
Thomas & Betts Corp. (a)
|
|
1,274
|
|
38
|
|
Timken Co.
|
|
1,351
|
|
16
|
|
Toro Co.
|
|
946
|
|
199
|
|
Tyco International Ltd. (Bermuda)
|
|
8,788
|
|
47
|
|
UAL Corp. (a)
|
|
2,231
|
|
271
|
|
United Parcel Service, Inc. - Class B
|
|
20,558
|
|
33
|
|
United Rentals, Inc. (a)
|
|
1,076
|
|
21
|
|
URS Corp. (a)
|
|
1,122
|
|
40
|
|
UTi Worldwide, Inc. (British Virgin Islands)
|
|
890
|
|
18
|
|
WESCO International, Inc. (a)
|
|
857
|
|
29
|
|
WW Grainger, Inc.
|
|
2,657
|
|
23
|
|
YRC Worldwide, Inc. (a)
|
|
709
|
|
|
|
|
|
|
|
|
|
|
|
282,326
|
|
|
|
|
|
|
|
|
|
Information Technology - 21.6%
|
|
|
|
239
|
|
Accenture Ltd. - Class A (Bermuda)
|
|
9,849
|
|
114
|
|
Activision, Inc. (a)
|
|
2,222
|
|
47
|
|
ADC Telecommunications, Inc. (a)
|
|
860
|
|
237
|
|
Adobe Systems, Inc. (a)
|
|
10,132
|
|
223
|
|
Advanced Micro Devices, Inc. (a)
|
|
2,899
|
|
163
|
|
Agilent Technologies, Inc. (a)
|
|
5,933
|
|
32
|
|
Alliance Data Systems Corp. (a)
|
|
2,510
|
|
80
|
|
Amdocs Ltd. (Guernsey) (a)
|
|
2,824
|
|
353
|
|
Apple, Inc. (a)
|
|
48,883
|
|
557
|
|
Applied Materials, Inc.
|
|
11,898
|
|
93
|
|
Autodesk, Inc. (a)
|
|
4,308
|
|
223
|
|
Automatic Data Processing, Inc.
|
|
10,200
|
|
158
|
|
BEA Systems, Inc. (a)
|
|
1,928
|
|
81
|
|
BMC Software, Inc. (a)
|
|
2,480
|
|
|
|
|
|
|
|
24
|
|
CDW Corp.
|
|
2,066
|
|
32
|
|
Checkfree Corp. (a)
|
|
1,479
|
|
2,478
|
|
Cisco Systems, Inc. (a)
|
|
79,098
|
|
58
|
|
Cognizant Technology Solutions Corp. - Class A (a)
|
|
4,264
|
|
25
|
|
CommScope, Inc. (a)
|
|
1,415
|
|
121
|
|
Compuware Corp. (a)
|
|
981
|
|
55
|
|
Convergys Corp. (a)
|
|
921
|
|
634
|
|
Corning, Inc.
|
|
14,817
|
|
34
|
|
Cree, Inc. (a)
|
|
904
|
|
934
|
|
Dell, Inc. (a)
|
|
26,386
|
|
16
|
|
Dolby Laboratories, Inc. - Class A (a)
|
|
583
|
|
22
|
|
DST Systems, Inc. (a)
|
|
1,682
|
|
461
|
|
eBay, Inc. (a)
|
|
15,720
|
|
126
|
|
Electronic Arts, Inc. (a)
|
|
6,670
|
|
846
|
|
EMC Corp.
|
|
16,632
|
|
17
|
|
Factset Research Systems, Inc.
|
|
1,019
|
|
23
|
|
Fair Isaac Corp.
|
|
851
|
|
304
|
|
First Data Corp.
|
|
10,099
|
|
68
|
|
Fiserv, Inc. (a)
|
|
3,163
|
|
96
|
|
Google, Inc. - Class A (a)
|
|
49,464
|
|
38
|
|
Hewitt Associates, Inc. - Class A (a)
|
|
1,278
|
|
1,092
|
|
Hewlett-Packard Co.
|
|
53,890
|
|
2,369
|
|
Intel Corp.
|
|
61,002
|
|
553
|
|
International Business Machines Corp.
|
|
64,530
|
|
136
|
|
Intuit, Inc. (a)
|
|
3,714
|
|
71
|
|
Iron Mountain, Inc. (a)
|
|
2,006
|
|
77
|
|
Kla-Tencor Corp.
|
|
4,425
|
|
54
|
|
Lam Research Corp. (a)
|
|
2,896
|
|
38
|
|
Lexmark International, Inc. - Class A (a)
|
|
1,416
|
|
310
|
|
LSI Corp. (a)
|
|
2,136
|
|
32
|
|
Mastercard, Inc. - Class A
|
|
4,384
|
|
15
|
|
Mettler Toledo International, Inc. (a)
|
|
1,415
|
|
305
|
|
Micron Technology, Inc. (a)
|
|
3,492
|
|
3,344
|
|
Microsoft Corp.
|
|
96,073
|
|
55
|
|
Molex, Inc.
|
|
1,438
|
|
34
|
|
MoneyGram International, Inc.
|
|
723
|
|
933
|
|
Motorola, Inc.
|
|
15,814
|
|
150
|
|
Network Appliance, Inc. (a)
|
|
4,179
|
|
140
|
|
Novell, Inc. (a)
|
|
1,042
|
|
51
|
|
Novellus Systems, Inc. (a)
|
|
1,396
|
|
137
|
|
Paychex, Inc.
|
|
6,087
|
|
62
|
|
QLogic Corp. (a)
|
|
825
|
|
685
|
|
Qualcomm, Inc.
|
|
27,325
|
|
38
|
|
Salesforce.com, Inc. (a)
|
|
1,536
|
|
219
|
|
Seagate Technology (Cayman Islands)
|
|
5,655
|
|
359
|
|
Solectron Corp. (a)
|
|
1,393
|
|
1,439
|
|
Sun Microsystems, Inc. (a)
|
|
7,713
|
|
363
|
|
Symantec Corp. (a)
|
|
6,828
|
|
22
|
|
Tech Data Corp. (a)
|
|
858
|
|
32
|
|
Tektronix, Inc.
|
|
1,029
|
|
176
|
|
Tellabs, Inc. (a)
|
|
1,857
|
|
76
|
|
Teradyne, Inc. (a)
|
|
1,132
|
|
591
|
|
Texas Instruments, Inc.
|
|
20,236
|
|
|
|
|
|
|
|
15
|
|
Total System Services, Inc.
|
|
416
|
|
199
|
|
Tyco Electronics Ltd. (Bermuda) (a)
|
|
6,939
|
|
140
|
|
Unisys Corp. (a)
|
|
1,032
|
|
36
|
|
Varian Semiconductor Equipment Associates, Inc. (a)
|
|
2,003
|
|
98
|
|
VeriSign, Inc. (a)
|
|
3,156
|
|
3
|
|
WebMD Health Corp. - Class A (a)
|
|
164
|
|
378
|
|
Xerox Corp. (a)
|
|
6,475
|
|
120
|
|
Xilinx, Inc.
|
|
3,068
|
|
|
|
|
|
|
|
|
|
|
|
788,116
|
|
|
|
|
|
|
|
|
|
Materials - 3.2%
|
|
|
|
87
|
|
Air Products & Chemicals, Inc.
|
|
7,831
|
|
32
|
|
Airgas, Inc.
|
|
1,479
|
|
350
|
|
Alcoa, Inc.
|
|
12,786
|
|
41
|
|
Allegheny Technologies, Inc.
|
|
4,075
|
|
23
|
|
Ashland, Inc.
|
|
1,375
|
|
42
|
|
Bemis Co., Inc.
|
|
1,255
|
|
26
|
|
Cabot Corp.
|
|
1,049
|
|
11
|
|
Carpenter Technology Corp.
|
|
1,285
|
|
19
|
|
Chaparral Steel Co.
|
|
1,625
|
|
17
|
|
Cleveland-Cliffs, Inc.
|
|
1,297
|
|
48
|
|
Commercial Metals Co.
|
|
1,387
|
|
177
|
|
Domtor Corp. (a)
|
|
1,416
|
|
19
|
|
Eagle Materials, Inc.
|
|
721
|
|
70
|
|
Ecolab, Inc.
|
|
2,916
|
|
19
|
|
Florida Rock Industries, Inc.
|
|
1,188
|
|
36
|
|
International Flavors & Fragrances, Inc.
|
|
1,808
|
|
176
|
|
International Paper Co.
|
|
6,179
|
|
42
|
|
Louisiana-Pacific Corp.
|
|
787
|
|
28
|
|
Lubrizol Corp.
|
|
1,780
|
|
17
|
|
Martin Marietta Materials, Inc.
|
|
2,295
|
|
74
|
|
MeadWestvaco Corp.
|
|
2,338
|
|
58
|
|
Nalco Holding Co.
|
|
1,450
|
|
122
|
|
Nucor Corp.
|
|
6,454
|
|
62
|
|
Owens-Illinois, Inc. (a)
|
|
2,494
|
|
37
|
|
Packaging Corp. of America
|
|
964
|
|
53
|
|
Pactiv Corp. (a)
|
|
1,550
|
|
66
|
|
PPG Industries, Inc.
|
|
4,841
|
|
128
|
|
Praxair, Inc.
|
|
9,685
|
|
27
|
|
Reliance Steel & Aluminum Co.
|
|
1,430
|
|
61
|
|
Rohm & Haas Co.
|
|
3,449
|
|
49
|
|
RPM International, Inc.
|
|
1,109
|
|
65
|
|
Sealed Air Corp.
|
|
1,719
|
|
53
|
|
Sigma-Aldrich Corp.
|
|
2,374
|
|
103
|
|
Smurfit-Stone Container Corp. (a)
|
|
1,088
|
|
40
|
|
Sonoco Products Co.
|
|
1,441
|
|
38
|
|
Steel Dynamics, Inc.
|
|
1,648
|
|
43
|
|
Temple-Inland, Inc.
|
|
2,368
|
|
48
|
|
United States Steel Corp.
|
|
4,535
|
|
41
|
|
Valspar Corp.
|
|
1,106
|
|
38
|
|
Vulcan Materials Co.
|
|
3,420
|
|
8
|
|
Westlake Chemical Corp.
|
|
217
|
|
87
|
|
Weyerhaeuser Co.
|
|
5,931
|
|
|
|
|
|
|
|
|
|
|
|
116,145
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Telecommunication Services - 6.0%
|
|
|
|
139
|
|
Alltel Corp.
|
|
9,488
|
|
168
|
|
American Tower Corp. - Class A (a)
|
|
6,656
|
|
2,516
|
|
AT&T, Inc.
|
|
100,313
|
|
44
|
|
CenturyTel, Inc.
|
|
2,111
|
|
138
|
|
Citizens Communications Co.
|
|
2,002
|
|
93
|
|
Crown Castle International Corp. (a)
|
|
3,419
|
|
61
|
|
Embarq Corp.
|
|
3,808
|
|
21
|
|
Leap Wireless International, Inc. (a)
|
|
1,523
|
|
617
|
|
Level 3 Communications, Inc. (a)
|
|
3,227
|
|
23
|
|
MetroPCS Communications, Inc. (a)
|
|
628
|
|
31
|
|
NeuStar, Inc. - Class A (a)
|
|
980
|
|
66
|
|
NII Holdings, Inc. (a)
|
|
5,226
|
|
41
|
|
SBA Communications Corp. - Class A (a)
|
|
1,335
|
|
1,157
|
|
Sprint Nextel Corp.
|
|
21,890
|
|
41
|
|
Telephone & Data Systems, Inc.
|
|
2,655
|
|
7
|
|
US Cellular Corp. (a)
|
|
681
|
|
1,183
|
|
Verizon Communications, Inc.
|
|
49,544
|
|
192
|
|
Windstream Corp.
|
|
2,742
|
|
|
|
|
|
|
|
|
|
|
|
218,228
|
|
|
|
|
|
|
|
|
|
Utilities - 1.6%
|
|
|
|
269
|
|
AES Corp. (The) (a)
|
|
4,872
|
|
31
|
|
AGL Resources, Inc.
|
|
1,231
|
|
46
|
|
Alliant Energy Corp.
|
|
1,743
|
|
53
|
|
Aqua America, Inc.
|
|
1,270
|
|
36
|
|
Atmos Energy Corp.
|
|
1,012
|
|
129
|
|
Centerpoint Energy, Inc.
|
|
2,092
|
|
90
|
|
CMS Energy Corp.
|
|
1,469
|
|
109
|
|
Consolidated Edison, Inc.
|
|
5,007
|
|
46
|
|
DPL, Inc.
|
|
1,212
|
|
29
|
|
Energen Corp.
|
|
1,557
|
|
64
|
|
Energy East Corp.
|
|
1,708
|
|
49
|
|
Equitable Resources, Inc.
|
|
2,410
|
|
33
|
|
Hawaiian Electric Industries, Inc.
|
|
692
|
|
73
|
|
MDU Resources Group, Inc.
|
|
1,975
|
|
34
|
|
National Fuel Gas Co.
|
|
1,508
|
|
110
|
|
NiSource, Inc.
|
|
2,072
|
|
62
|
|
Northeast Utilities
|
|
1,714
|
|
43
|
|
NSTAR
|
|
1,409
|
|
37
|
|
OGE Energy Corp.
|
|
1,248
|
|
45
|
|
Oneok, Inc.
|
|
2,108
|
|
78
|
|
Pepco Holdings, Inc.
|
|
2,175
|
|
40
|
|
Pinnacle West Capital Corp.
|
|
1,594
|
|
47
|
|
Puget Energy, Inc.
|
|
1,097
|
|
70
|
|
Questar Corp.
|
|
3,498
|
|
106
|
|
Sempra Energy
|
|
5,833
|
|
89
|
|
Sierra Pacific Resources
|
|
1,364
|
|
43
|
|
Southern Union Co.
|
|
1,284
|
|
84
|
|
TECO Energy, Inc.
|
|
1,331
|
|
43
|
|
UGI Corp.
|
|
1,099
|
|
31
|
|
Vectren Corp.
|
|
846
|
|
|
|
|
|
|
|
|
|
|
|
58,430
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments - 100.0%
|
|
|
|
|
|
|
(Cost $3,770,738)
|
|
|
3,653,489
|
|
|
|
Other Assets in excess of Liabilities - 0.0%
|
|
|
800
|
|
|
|
|
|
|
|
|
|
|
Net Assets - 100.0%
|
|
$
|
3,654,289
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
REIT - Real Estate
Investment Trust
SA - Corporation
Ltd. - Limited
|
(a)
|
Non-income producing security.
|
|
|
|
|
|
|
Country
Allocation*
|
|
|
United States
|
|
97.2
|
%
|
|
Bermuda
|
|
1.6
|
%
|
|
Cayman Islands
|
|
1.1
|
%
|
|
Guernsey
|
|
0.1
|
%
|
|
Puerto Rico
|
|
0.0
|
%
|
|
Marshall Islands
|
|
0.0
|
%
|
|
British Virgin Islands
|
|
0.0
|
%
|
|
Panama
|
|
0.0
|
%
|
|
*
|
Subject to change daily. Based on total investments.
|
Equity securities
are valued at the last reported sale price on the principal exchange or on the principal over-the-counter market on which such securities are traded, as of the close of regular trading on the NYSE on the day the securities are being valued or, if
there are not sales, at the mean of the most recent bid and asked prices. Equity securities that are traded primarily on the NASDAQ Stock Market are valued at the NASDAQ Official Closing Price. Debt securities are valued at the mean between the last
available bid and asked prices for such securities or, if such prices are not available, at prices for securities of comparable maturity, quality and type. For those securities where quotations or prices are not available, valuations are determined
in accordance with procedures established in good faith by the Board of Trustees. Short-term securities with maturities of 60 days or less at time of purchase are valued at amortized cost, which approximates market value.
See previously submitted prospectus.
Claymore/Morningstar Information Super Sector Index ETF
Portfolio of Investments
August 31, 2007
(unaudited)
|
|
|
|
|
|
|
|
Number of Shares
|
|
Description
|
|
Value
|
|
|
|
Common Stocks - 99.6%
|
|
|
|
|
|
|
Consumer Discretionary - 14.8%
|
|
|
|
|
61
|
|
American Greetings Corp., Class A
|
|
$
|
1,509
|
|
105
|
|
Belo Corp., Class A
|
|
|
1,810
|
|
269
|
|
Cablevision Systems Corp., Class A (a)
|
|
|
9,025
|
|
21
|
|
CBS Corp., Class A
|
|
|
661
|
|
761
|
|
CBS Corp., Class B
|
|
|
23,979
|
|
458
|
|
Charter Communications, Inc., Class A (a)
|
|
|
1,273
|
|
221
|
|
Citadel Broadcasting Corp.
|
|
|
899
|
|
57
|
|
CKX, Inc. (a)
|
|
|
698
|
|
539
|
|
Clear Channel Communications, Inc.
|
|
|
20,083
|
|
2,298
|
|
Comcast Corp., Class A (a)
|
|
|
59,955
|
|
1,246
|
|
Comcast Corp., Special Class A (a)
|
|
|
32,222
|
|
41
|
|
Cox Radio, Inc., Class A (a)
|
|
|
565
|
|
968
|
|
DIRECTV Group, Inc. (a)
|
|
|
22,583
|
|
322
|
|
Discovery Holding Co., Class A (a)
|
|
|
8,089
|
|
63
|
|
Dow Jones & Co., Inc.
|
|
|
3,720
|
|
67
|
|
DreamWorks Animation SKG, Inc., Class A (a)
|
|
|
2,067
|
|
247
|
|
EchoStar Communications Corp., Class A (a)
|
|
|
10,453
|
|
39
|
|
Entercom Communications Corp., Class A
|
|
|
831
|
|
76
|
|
Entravision Communications Corp., Class A (a)
|
|
|
685
|
|
97
|
|
EW Scripps Co., Class A
|
|
|
3,987
|
|
281
|
|
Gannett Co., Inc.
|
|
|
13,207
|
|
139
|
|
Garmin Ltd. (Cayman Islands)
|
|
|
14,154
|
|
43
|
|
GateHouse Media, Inc.
|
|
|
560
|
|
60
|
|
Harte-Hanks, Inc.
|
|
|
1,451
|
|
32
|
|
Hearst-Argyle Television, Inc.
|
|
|
818
|
|
174
|
|
Idearc, Inc.
|
|
|
5,939
|
|
56
|
|
John Wiley & Sons, Inc., Class A
|
|
|
2,322
|
|
58
|
|
Journal Communications, Inc., Class A
|
|
|
601
|
|
48
|
|
Lee Enterprises, Inc.
|
|
|
834
|
|
221
|
|
Liberty Global, Inc., Series A (a)
|
|
|
9,057
|
|
231
|
|
Liberty Global, Inc., Series C (a)
|
|
|
9,113
|
|
33
|
|
Lin TV Corp., Class A (a)
|
|
|
440
|
|
30
|
|
Martha Stewart Living Omnimedia, Class A (a)
|
|
|
380
|
|
67
|
|
McClatchy Co., Class A
|
|
|
1,513
|
|
412
|
|
McGraw-Hill Cos., Inc.
|
|
|
20,790
|
|
25
|
|
Media General, Inc., Class A
|
|
|
698
|
|
66
|
|
Mediacom Communications Corp., Class A (a)
|
|
|
564
|
|
46
|
|
Meredith Corp.
|
|
|
2,571
|
|
13
|
|
Morningstar, Inc. (a)
|
|
|
839
|
|
172
|
|
New York Times Co., Class A
|
|
|
3,781
|
|
2,232
|
|
News Corp., Class A
|
|
|
45,153
|
|
522
|
|
News Corp., Class B
|
|
|
11,348
|
|
87
|
|
Radio One, Inc., Class D (a)
|
|
|
340
|
|
44
|
|
RCN Corp. (a)
|
|
|
633
|
|
41
|
|
Scholastic Corp. (a)
|
|
|
1,397
|
|
60
|
|
Sinclair Broadcast Group, Inc., Class A
|
|
|
748
|
|
1,590
|
|
Sirius Satellite Radio, Inc. (a)
|
|
|
4,722
|
|
187
|
|
Time Warner Cable, Inc., Class A (a)
|
|
|
6,863
|
|
4,548
|
|
Time Warner, Inc.
|
|
|
86,321
|
|
57
|
|
Tribune Co.
|
|
|
1,570
|
|
57
|
|
Valassis Communications, Inc. (a)
|
|
|
520
|
|
|
|
|
|
|
|
15
|
|
Viacom, Inc., Class A (a)
|
|
592
|
|
710
|
|
Viacom, Inc., Class B (a)
|
|
28,017
|
|
324
|
|
Virgin Media, Inc.
|
|
7,711
|
|
2,229
|
|
Walt Disney Co.
|
|
74,894
|
|
55
|
|
Warner Music Group Corp.
|
|
632
|
|
7
|
|
Washington Post Co., Class B
|
|
5,360
|
|
82
|
|
Westwood One, Inc. (a)
|
|
237
|
|
24
|
|
World Wrestling Entertainment, Inc., Class A
|
|
364
|
|
367
|
|
XM Satellite Radio Holdings, Inc., Class A (a)
|
|
4,576
|
|
|
|
|
|
|
|
|
|
|
|
576,724
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care - 0.2%
|
|
|
|
66
|
|
Allscripts Healthcare Solutions, Inc. (a)
|
|
1,492
|
|
76
|
|
Cerner Corp. (a)
|
|
4,335
|
|
57
|
|
Eclipsys Corp. (a)
|
|
1,316
|
|
54
|
|
Trizetto Group (a)
|
|
844
|
|
|
|
|
|
|
|
|
|
|
|
7,987
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrials - 0.8%
|
|
|
|
54
|
|
Belden, Inc.
|
|
2,625
|
|
31
|
|
ESCO Technologies, Inc. (a)
|
|
1,019
|
|
30
|
|
Esterline Technologies Corp. (a)
|
|
1,515
|
|
41
|
|
First Solar, Inc. (a)
|
|
4,253
|
|
150
|
|
L-3 Communications Holdings, Inc.
|
|
14,777
|
|
42
|
|
Sunpower Corp., Class A (a)
|
|
2,870
|
|
70
|
|
Thomas & Betts Corp. (a)
|
|
3,877
|
|
|
|
|
|
|
|
|
|
|
|
30,936
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology - 66.7%
|
|
|
|
473
|
|
3Com Corp. (a)
|
|
1,774
|
|
701
|
|
Accenture Ltd., Class A (Bermuda)
|
|
28,888
|
|
45
|
|
ACI Worldwide, Inc. (a)
|
|
1,169
|
|
29
|
|
Acme Packet, Inc. (a)
|
|
434
|
|
336
|
|
Activision, Inc. (a)
|
|
6,549
|
|
141
|
|
ADC Telecommunications, Inc. (a)
|
|
2,580
|
|
706
|
|
Adobe Systems, Inc. (a)
|
|
30,181
|
|
74
|
|
Adtran, Inc.
|
|
1,978
|
|
658
|
|
Advanced Micro Devices, Inc. (a)
|
|
8,554
|
|
22
|
|
Advent Software, Inc. (a)
|
|
882
|
|
111
|
|
Affiliated Computer Services, Inc., Class A (a)
|
|
5,553
|
|
490
|
|
Agilent Technologies, Inc. (a)
|
|
17,836
|
|
197
|
|
Akamai Technologies, Inc. (a)
|
|
6,347
|
|
428
|
|
Altera Corp.
|
|
10,191
|
|
231
|
|
Amdocs Ltd. (Guernsey) (a)
|
|
8,154
|
|
77
|
|
AMIS Holdings, Inc. (a)
|
|
798
|
|
124
|
|
Amkor Technology, Inc. (a)
|
|
1,428
|
|
214
|
|
Amphenol Corp., Class A
|
|
7,728
|
|
393
|
|
Analog Devices, Inc.
|
|
14,494
|
|
188
|
|
Andrew Corp. (a)
|
|
2,647
|
|
17
|
|
Ansoft Corp. (a)
|
|
508
|
|
83
|
|
Ansys, Inc. (a)
|
|
2,750
|
|
1,034
|
|
Apple, Inc. (a)
|
|
143,188
|
|
1,676
|
|
Applied Materials, Inc.
|
|
35,799
|
|
338
|
|
Applied Micro Circuits Corp. (a)
|
|
963
|
|
92
|
|
Ariba, Inc. (a)
|
|
810
|
|
129
|
|
Arris Group, Inc. (a)
|
|
1,958
|
|
68
|
|
Aspen Technology, Inc. (a)
|
|
892
|
|
66
|
|
Atheros Communications, Inc. (a)
|
|
1,974
|
|
545
|
|
Atmel Corp. (a)
|
|
2,889
|
|
|
|
|
|
|
|
42
|
|
ATMI, Inc. (a)
|
|
1,267
|
|
277
|
|
Autodesk, Inc. (a)
|
|
12,831
|
|
542
|
|
Avaya, Inc. (a)
|
|
9,122
|
|
49
|
|
Avid Technology, Inc. (a)
|
|
1,511
|
|
54
|
|
Avocent Corp. (a)
|
|
1,594
|
|
62
|
|
AVX Corp.
|
|
975
|
|
121
|
|
Axcelis Technologies, Inc. (a)
|
|
570
|
|
468
|
|
BEA Systems, Inc. (a)
|
|
5,710
|
|
242
|
|
BearingPoint, Inc. (a)
|
|
1,421
|
|
87
|
|
Benchmark Electronics, Inc. (a)
|
|
2,182
|
|
21
|
|
Black Box Corp.
|
|
860
|
|
245
|
|
BMC Software, Inc. (a)
|
|
7,502
|
|
60
|
|
Brightpoint, Inc. (a)
|
|
699
|
|
568
|
|
Broadcom Corp., Class A (a)
|
|
19,596
|
|
481
|
|
Brocade Communications Systems, Inc. (a)
|
|
3,367
|
|
85
|
|
Brooks Automation, Inc. (a)
|
|
1,203
|
|
505
|
|
CA, Inc.
|
|
12,721
|
|
29
|
|
Cabot Microelectronics Corp. (a)
|
|
1,210
|
|
333
|
|
Cadence Design Systems, Inc. (a)
|
|
7,233
|
|
196
|
|
Check Point Software Technologies (Israel) (a)
|
|
4,598
|
|
87
|
|
Checkfree Corp. (a)
|
|
4,022
|
|
102
|
|
Ciena Corp. (a)
|
|
3,864
|
|
94
|
|
Cirrus Logic, Inc. (a)
|
|
640
|
|
7,305
|
|
Cisco Systems, Inc. (a)
|
|
233,176
|
|
219
|
|
Citrix Systems, Inc. (a)
|
|
7,961
|
|
554
|
|
CMGI, Inc. (a)
|
|
864
|
|
165
|
|
CNET Networks, Inc. (a)
|
|
1,208
|
|
48
|
|
Cogent, Inc. (a)
|
|
689
|
|
49
|
|
Cognex Corp.
|
|
904
|
|
173
|
|
Cognizant Technology Solutions Corp., Class A (a)
|
|
12,717
|
|
38
|
|
Coherent, Inc. (a)
|
|
1,143
|
|
73
|
|
CommScope, Inc. (a)
|
|
4,132
|
|
39
|
|
Commvault Systems, Inc. (a)
|
|
743
|
|
206
|
|
Computer Sciences Corp. (a)
|
|
11,526
|
|
389
|
|
Compuware Corp. (a)
|
|
3,155
|
|
28
|
|
Comtech Telecommunications Corp. (a)
|
|
1,192
|
|
585
|
|
Conexant Systems, Inc. (a)
|
|
655
|
|
1,877
|
|
Corning, Inc.
|
|
43,865
|
|
101
|
|
Cree, Inc. (a)
|
|
2,687
|
|
53
|
|
CSG Systems International, Inc. (a)
|
|
1,225
|
|
43
|
|
Cymer, Inc. (a)
|
|
1,705
|
|
183
|
|
Cypress Semiconductor Corp. (a)
|
|
4,582
|
|
41
|
|
DealerTrack Holdings, Inc. (a)
|
|
1,566
|
|
2,410
|
|
Dell, Inc. (a)
|
|
68,082
|
|
79
|
|
Diebold, Inc.
|
|
3,466
|
|
36
|
|
Diodes, Inc. (a)
|
|
1,091
|
|
49
|
|
Dycom Industries, Inc. (a)
|
|
1,447
|
|
147
|
|
Earthlink, Inc. (a)
|
|
1,120
|
|
372
|
|
Electronic Arts, Inc. (a)
|
|
19,694
|
|
611
|
|
Electronic Data Systems Corp.
|
|
13,986
|
|
69
|
|
Electronics for Imaging (a)
|
|
1,800
|
|
2,519
|
|
EMC Corp./Massachusetts (a)
|
|
49,524
|
|
104
|
|
Emulex Corp. (a)
|
|
2,032
|
|
161
|
|
Entegris, Inc. (a)
|
|
1,520
|
|
63
|
|
Epicor Software Corp. (a)
|
|
838
|
|
99
|
|
F5 Networks, Inc. (a)
|
|
3,462
|
|
149
|
|
Fairchild Semiconductor International, Inc. (a)
|
|
2,795
|
|
42
|
|
FEI Co. (a)
|
|
1,177
|
|
298
|
|
Finisar Corp. (a)
|
|
1,126
|
|
|
|
|
|
|
|
53
|
|
Formfactor, Inc. (a)
|
|
2,404
|
|
152
|
|
Foundry Networks, Inc. (a)
|
|
2,810
|
|
304
|
|
Gateway, Inc. (a)
|
|
559
|
|
160
|
|
Harris Corp.
|
|
9,733
|
|
28
|
|
Harris Stratex Networks, Inc., Class A (a)
|
|
479
|
|
3,241
|
|
Hewlett-Packard Co.
|
|
159,943
|
|
16
|
|
Hittite Microwave Corp. (a)
|
|
678
|
|
42
|
|
Imation Corp.
|
|
1,222
|
|
104
|
|
Informatica Corp. (a)
|
|
1,452
|
|
40
|
|
Infospace, Inc.
|
|
560
|
|
236
|
|
Integrated Device Technology, Inc. (a)
|
|
3,691
|
|
6,981
|
|
Intel Corp.
|
|
179,761
|
|
56
|
|
InterDigital, Inc. (a)
|
|
1,294
|
|
1,639
|
|
International Business Machines Corp.
|
|
191,255
|
|
86
|
|
International Rectifier Corp. (a)
|
|
2,959
|
|
161
|
|
Intersil Corp., Class A
|
|
5,365
|
|
377
|
|
Intuit, Inc. (a)
|
|
10,296
|
|
23
|
|
IPG Photonics Corp. (a)
|
|
425
|
|
30
|
|
Isilon Systems, Inc. (a)
|
|
302
|
|
36
|
|
Itron, Inc. (a)
|
|
3,056
|
|
43
|
|
Ixia (a)
|
|
391
|
|
59
|
|
j2 Global Communications, Inc. (a)
|
|
2,006
|
|
216
|
|
Jabil Circuit, Inc.
|
|
4,795
|
|
253
|
|
JDS Uniphase Corp. (a)
|
|
3,684
|
|
677
|
|
Juniper Networks, Inc. (a)
|
|
22,287
|
|
100
|
|
Kemet Corp. (a)
|
|
690
|
|
230
|
|
Kla-Tencor Corp.
|
|
13,218
|
|
33
|
|
Knot, Inc. (a)
|
|
691
|
|
33
|
|
Komag, Inc. (a)
|
|
1,061
|
|
81
|
|
L-1 Identity Solutions, Inc. (a)
|
|
1,332
|
|
162
|
|
Lam Research Corp. (a)
|
|
8,688
|
|
138
|
|
Lattice Semiconductor Corp. (a)
|
|
689
|
|
172
|
|
Lawson Software, Inc. (a)
|
|
1,687
|
|
113
|
|
Lexmark International, Inc., Class A (a)
|
|
4,210
|
|
305
|
|
Linear Technology Corp.
|
|
10,367
|
|
27
|
|
Littelfuse, Inc. (a)
|
|
902
|
|
919
|
|
LSI Corp. (a)
|
|
6,332
|
|
63
|
|
Macrovision Corp. (a)
|
|
1,495
|
|
32
|
|
Manhattan Associates, Inc. (a)
|
|
924
|
|
23
|
|
Mantech International Corp., Class A (a)
|
|
822
|
|
553
|
|
Marvell Technology Group Ltd. (Bermuda) (a)
|
|
9,163
|
|
56
|
|
MasTec, Inc. (a)
|
|
828
|
|
385
|
|
Maxim Integrated Products, Inc.
|
|
11,554
|
|
191
|
|
McAfee, Inc. (a)
|
|
6,828
|
|
207
|
|
MEMC Electronic Materials, Inc. (a)
|
|
12,714
|
|
102
|
|
Mentor Graphics Corp. (a)
|
|
1,424
|
|
68
|
|
Micrel, Inc.
|
|
745
|
|
256
|
|
Microchip Technology, Inc.
|
|
9,861
|
|
905
|
|
Micron Technology, Inc. (a)
|
|
10,362
|
|
49
|
|
Micros Systems, Inc. (a)
|
|
2,957
|
|
81
|
|
Microsemi Corp. (a)
|
|
2,054
|
|
10,212
|
|
Microsoft Corp.
|
|
293,391
|
|
14
|
|
Midway Games, Inc. (a)
|
|
76
|
|
61
|
|
MKS Instruments, Inc. (a)
|
|
1,344
|
|
81
|
|
Molex, Inc.
|
|
2,118
|
|
92
|
|
Molex, Inc., Class A
|
|
2,291
|
|
2,778
|
|
Motorola, Inc.
|
|
47,087
|
|
70
|
|
National Instruments Corp.
|
|
2,210
|
|
376
|
|
National Semiconductor Corp.
|
|
9,896
|
|
|
|
|
|
|
|
214
|
|
NCR Corp. (a)
|
|
10,651
|
|
41
|
|
Netgear, Inc. (a)
|
|
1,150
|
|
449
|
|
Network Appliance, Inc. (a)
|
|
12,509
|
|
44
|
|
Newport Corp. (a)
|
|
608
|
|
407
|
|
Novell, Inc. (a)
|
|
3,028
|
|
151
|
|
Novellus Systems, Inc. (a)
|
|
4,133
|
|
172
|
|
Nuance Communications, Inc. (a)
|
|
3,234
|
|
436
|
|
Nvidia Corp. (a)
|
|
22,306
|
|
65
|
|
Omnivision Technologies, Inc. (a)
|
|
1,357
|
|
352
|
|
ON Semiconductor Corp. (a)
|
|
4,125
|
|
86
|
|
Openwave Systems, Inc. (a)
|
|
389
|
|
4,775
|
|
Oracle Corp. (a)
|
|
96,837
|
|
40
|
|
Orbotech Ltd. (Israel) (a)
|
|
866
|
|
114
|
|
Palm, Inc. (a)
|
|
1,711
|
|
137
|
|
Parametric Technology Corp. (a)
|
|
2,413
|
|
105
|
|
Perot Systems Corp., Class A (a)
|
|
1,641
|
|
47
|
|
Photronics, Inc. (a)
|
|
544
|
|
57
|
|
Plantronics, Inc.
|
|
1,619
|
|
55
|
|
Plexus Corp. (a)
|
|
1,307
|
|
255
|
|
PMC - Sierra, Inc. (a)
|
|
1,958
|
|
110
|
|
Polycom, Inc. (a)
|
|
3,334
|
|
135
|
|
Powerwave Technologies, Inc. (a)
|
|
925
|
|
49
|
|
Progress Software Corp. (a)
|
|
1,495
|
|
189
|
|
QLogic Corp. (a)
|
|
2,514
|
|
1,983
|
|
Qualcomm, Inc.
|
|
79,102
|
|
20
|
|
Quality Systems, Inc.
|
|
737
|
|
66
|
|
Quest Software, Inc. (a)
|
|
961
|
|
116
|
|
Rambus, Inc. (a)
|
|
1,749
|
|
232
|
|
Red Hat, Inc. (a)
|
|
4,512
|
|
230
|
|
RF Micro Devices, Inc. (a)
|
|
1,369
|
|
30
|
|
Riverbed Technology, Inc. (a)
|
|
1,332
|
|
110
|
|
Salesforce.com, Inc. (a)
|
|
4,447
|
|
274
|
|
SanDisk Corp. (a)
|
|
15,360
|
|
639
|
|
Sanmina-SCI Corp. (a)
|
|
1,463
|
|
98
|
|
Sapient Corp. (a)
|
|
631
|
|
34
|
|
SAVVIS, Inc. (a)
|
|
1,351
|
|
657
|
|
Seagate Technology (Cayman Islands)
|
|
16,964
|
|
87
|
|
Semtech Corp. (a)
|
|
1,552
|
|
105
|
|
Silicon Image, Inc. (a)
|
|
607
|
|
66
|
|
Silicon Laboratories, Inc. (a)
|
|
2,437
|
|
60
|
|
SiRF Technology Holdings, Inc. (a)
|
|
1,012
|
|
192
|
|
Skyworks Solutions, Inc. (a)
|
|
1,515
|
|
44
|
|
Smart Modular Technologies WWH, Inc. (Cayman Islands) (a)
|
|
482
|
|
1,084
|
|
Solectron Corp. (a)
|
|
4,206
|
|
303
|
|
Sonus Networks, Inc. (a)
|
|
1,751
|
|
100
|
|
Spansion, Inc., Class A (a)
|
|
910
|
|
22
|
|
SPSS, Inc. (a)
|
|
897
|
|
27
|
|
Standard Microsystems Corp. (a)
|
|
971
|
|
4,321
|
|
Sun Microsystems, Inc. (a)
|
|
23,161
|
|
109
|
|
Sybase, Inc. (a)
|
|
2,512
|
|
226
|
|
Sycamore Networks, Inc. (a)
|
|
893
|
|
31
|
|
SYKES Enterprises, Inc. (a)
|
|
511
|
|
1,110
|
|
Symantec Corp. (a)
|
|
20,879
|
|
31
|
|
Synaptics, Inc. (a)
|
|
1,342
|
|
173
|
|
Synopsys, Inc. (a)
|
|
4,726
|
|
87
|
|
Take-Two Interactive Software, Inc. (a)
|
|
1,390
|
|
72
|
|
Tekelec (a)
|
|
886
|
|
95
|
|
Tektronix, Inc.
|
|
3,054
|
|
481
|
|
Tellabs, Inc. (a)
|
|
5,075
|
|
|
|
|
|
|
|
228
|
|
Teradyne, Inc. (a)
|
|
3,395
|
|
56
|
|
Tessera Technologies, Inc. (a)
|
|
2,051
|
|
1,730
|
|
Texas Instruments, Inc.
|
|
59,235
|
|
79
|
|
THQ, Inc. (a)
|
|
2,274
|
|
249
|
|
TIBCO Software, Inc. (a)
|
|
1,970
|
|
69
|
|
Trident Microsystems, Inc. (a)
|
|
1,016
|
|
140
|
|
Trimble Navigation Ltd. (a)
|
|
4,943
|
|
165
|
|
TriQuint Semiconductor, Inc. (a)
|
|
728
|
|
30
|
|
Ultimate Software Group, Inc. (a)
|
|
934
|
|
416
|
|
Unisys Corp. (a)
|
|
3,066
|
|
80
|
|
United Online, Inc.
|
|
1,150
|
|
127
|
|
Utstarcom, Inc. (a)
|
|
386
|
|
108
|
|
Varian Semiconductor Equipment Associates, Inc. (a)
|
|
6,008
|
|
32
|
|
Vasco Data Security International, Inc. (a)
|
|
1,002
|
|
79
|
|
VeriFone Holdings, Inc. (a)
|
|
2,920
|
|
294
|
|
VeriSign, Inc. (a)
|
|
9,467
|
|
33
|
|
Viasat, Inc. (a)
|
|
1,007
|
|
203
|
|
Vishay Intertechnology, Inc. (a)
|
|
2,686
|
|
54
|
|
Websense, Inc. (a)
|
|
1,111
|
|
265
|
|
Western Digital Corp. (a)
|
|
6,190
|
|
97
|
|
Wind River Systems, Inc. (a)
|
|
1,023
|
|
358
|
|
Xilinx, Inc.
|
|
9,154
|
|
1,531
|
|
Yahoo!, Inc. (a)
|
|
34,800
|
|
83
|
|
Zebra Technologies Corp., Class A (a)
|
|
3,013
|
|
59
|
|
Zoran Corp. (a)
|
|
1,019
|
|
|
|
|
|
|
|
|
|
|
|
2,606,816
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Telecommunication Services - 17.1%
|
|
|
|
51
|
|
Alaska Communications Systems Group, Inc.
|
|
697
|
|
418
|
|
Alltel Corp.
|
|
28,533
|
|
505
|
|
American Tower Corp., Class A (a)
|
|
20,008
|
|
7,400
|
|
AT&T, Inc.
|
|
295,038
|
|
21
|
|
Cbeyond, Inc. (a)
|
|
816
|
|
29
|
|
Centennial Communications Corp. (a)
|
|
273
|
|
125
|
|
CenturyTel, Inc.
|
|
5,997
|
|
294
|
|
Cincinnati Bell, Inc. (a)
|
|
1,435
|
|
412
|
|
Citizens Communications Co.
|
|
5,978
|
|
59
|
|
Cogent Communications Group, Inc. (a)
|
|
1,473
|
|
305
|
|
Crown Castle International Corp. (a)
|
|
11,212
|
|
182
|
|
Dobson Communications Corp., Class A (a)
|
|
2,299
|
|
181
|
|
Embarq Corp.
|
|
11,298
|
|
33
|
|
Fairpoint Communications, Inc.
|
|
552
|
|
55
|
|
General Communication, Inc., Class A (a)
|
|
696
|
|
27
|
|
Global Crossing Ltd. (Bermuda) (a)
|
|
514
|
|
28
|
|
Globalstar, Inc. (a)
|
|
260
|
|
60
|
|
IDT Corp., Class B
|
|
540
|
|
38
|
|
Iowa Telecommunications Services, Inc.
|
|
703
|
|
15
|
|
iPCS, Inc. (a)
|
|
508
|
|
59
|
|
Leap Wireless International, Inc. (a)
|
|
4,278
|
|
1,531
|
|
Level 3 Communications, Inc. (a)
|
|
8,007
|
|
89
|
|
NeuStar, Inc., Class A (a)
|
|
2,814
|
|
177
|
|
NII Holdings, Inc. (a)
|
|
14,015
|
|
18
|
|
NTELOS Holdings Corp.
|
|
482
|
|
1,832
|
|
Qwest Communications International, Inc. (a)
|
|
16,396
|
|
116
|
|
SBA Communications Corp., Class A (a)
|
|
3,778
|
|
3,333
|
|
Sprint Nextel Corp.
|
|
63,060
|
|
34
|
|
Syniverse Holdings, Inc. (a)
|
|
480
|
|
61
|
|
Telephone & Data Systems, Inc.
|
|
3,950
|
|
62
|
|
Telephone & Data Systems, Inc., Special Shares
|
|
3,813
|
|
|
|
|
|
|
|
|
|
170
|
|
Time Warner Telecom, Inc., Class A (a)
|
|
|
3,732
|
|
|
19
|
|
US Cellular Corp. (a)
|
|
|
1,848
|
|
|
30
|
|
USA Mobility, Inc. (a)
|
|
|
554
|
|
|
3,479
|
|
Verizon Communications, Inc.
|
|
|
145,701
|
|
|
573
|
|
Windstream Corp.
|
|
|
8,182
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
669,920
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks - 99.6%
|
|
|
|
|
|
|
|
(Cost $3,746,296)
|
|
|
3,892,383
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Tracking Stocks - 0.4%
|
|
|
|
|
|
|
|
Consumer Discretionary - 0.4%
|
|
|
|
|
|
161
|
|
Liberty Media Corp. - Capital Series A (a)
|
|
|
|
|
|
|
|
(Cost $17,557)
|
|
|
17,547
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments - 100.0%
|
|
|
|
|
|
|
|
(Cost $3,763,853)
|
|
|
3,909,930
|
|
|
|
|
Liabilities in excess of Other Assets - (0.0%)
|
|
|
(567
|
)
|
|
|
|
|
|
|
|
|
|
|
|
Net Assets - 100.0%
|
|
$
|
3,909,363
|
|
|
|
|
|
|
|
|
|
|
(a)
|
Non-income producing security.
|
Securities are classified by sectors that
represent broad groupings of related industries.
|
|
|
|
|
|
Country
Allocation*
|
|
|
United States
|
|
97.9
|
%
|
|
Bermuda
|
|
1.0
|
%
|
|
Cayman Islands
|
|
0.8
|
%
|
|
Guernsey
|
|
0.2
|
%
|
|
Israel
|
|
0.1
|
%
|
|
*
|
Subject to change daily. Based on total investments.
|
Equity securities
are valued at the last reported sale price on the principal exchange or on the principal over-the-counter market on which such securities are traded, as of the close of regular trading on the NYSE on the day the securities are being valued or, if
there are not sales, at the mean of the most recent bid and asked prices. Equity securities that are traded primarily on the NASDAQ Stock Market are valued at the NASDAQ Official Closing Price. Debt securities are valued at the mean between the last
available bid and asked prices for such securities or, if such prices are not available, at prices for securities of comparable maturity, quality and type. For those securities where quotations or prices are not available, valuations are determined
in accordance with procedures established in good faith by the Board of Trustees. Short-term securities with maturities of 60 days or less at time of purchase are valued at amortized cost, which approximates market value.
Claymore/Morningstar Manufacturing Super Sector Index ETF
Portfolio of Investments
August 31, 2007
(unaudited)
|
|
|
|
|
|
|
|
Number of Shares
|
|
Description
|
|
Value
|
|
|
|
Common Stocks - 99.9%
|
|
|
|
|
|
|
Consumer Discretionary - 5.9%
|
|
|
|
|
30
|
|
American Axle & Manufacturing Holdings, Inc.
|
|
$
|
700
|
|
48
|
|
ArvinMeritor, Inc.
|
|
|
838
|
|
45
|
|
Black & Decker Corp.
|
|
|
3,904
|
|
10
|
|
Blue Nile, Inc. (a)
|
|
|
844
|
|
20
|
|
Blyth, Inc.
|
|
|
447
|
|
40
|
|
BorgWarner, Inc.
|
|
|
3,380
|
|
30
|
|
Brown Shoe Co., Inc.
|
|
|
685
|
|
62
|
|
Brunswick Corp.
|
|
|
1,559
|
|
46
|
|
Callaway Golf Co.
|
|
|
751
|
|
289
|
|
Carnival Corp.
|
|
|
13,175
|
|
35
|
|
Carter’s, Inc. (a)
|
|
|
691
|
|
254
|
|
Coach, Inc. (a)
|
|
|
11,311
|
|
11
|
|
Columbia Sportswear Co.
|
|
|
659
|
|
42
|
|
Cooper Tire & Rubber Co.
|
|
|
1,026
|
|
52
|
|
CROCS, Inc. (a)
|
|
|
3,070
|
|
9
|
|
Deckers Outdoor Corp. (a)
|
|
|
848
|
|
13
|
|
Drew Industries, Inc. (a)
|
|
|
511
|
|
11
|
|
DSW, Inc. - Class A (a)
|
|
|
335
|
|
197
|
|
Eastman Kodak Co.
|
|
|
5,254
|
|
21
|
|
Ethan Allen Interiors, Inc.
|
|
|
706
|
|
1,381
|
|
Ford Motor Co. (a)
|
|
|
10,786
|
|
105
|
|
Fortune Brands, Inc.
|
|
|
8,724
|
|
33
|
|
Fossil, Inc. (a)
|
|
|
1,106
|
|
33
|
|
Furniture Brands International, Inc.
|
|
|
376
|
|
171
|
|
Gemstar-TV Guide International, Inc. (a)
|
|
|
1,043
|
|
337
|
|
General Motors Corp.
|
|
|
10,359
|
|
16
|
|
Genesco, Inc. (a)
|
|
|
734
|
|
98
|
|
Gentex Corp.
|
|
|
1,964
|
|
128
|
|
Goodyear Tire & Rubber Co. (The) (a)
|
|
|
3,540
|
|
37
|
|
Guess ?, Inc.
|
|
|
1,961
|
|
178
|
|
Harley-Davidson, Inc.
|
|
|
9,575
|
|
45
|
|
Harman International Industries, Inc.
|
|
|
5,103
|
|
98
|
|
Hasbro, Inc.
|
|
|
2,765
|
|
7
|
|
Heelys, Inc. (a)
|
|
|
65
|
|
39
|
|
Iconix Brand Group, Inc. (a)
|
|
|
808
|
|
21
|
|
International Speedway Corp. - Class A
|
|
|
989
|
|
19
|
|
Jakks Pacific, Inc. (a)
|
|
|
427
|
|
44
|
|
Jarden Corp. (a)
|
|
|
1,443
|
|
135
|
|
Johnson Controls, Inc.
|
|
|
15,268
|
|
75
|
|
Jones Apparel Group, Inc.
|
|
|
1,439
|
|
17
|
|
Kellwood Co.
|
|
|
335
|
|
18
|
|
Kimball International, Inc. - Class B
|
|
|
242
|
|
18
|
|
K-Swiss, Inc. - Class A
|
|
|
434
|
|
36
|
|
La-Z-Boy, Inc.
|
|
|
347
|
|
44
|
|
Lear Corp. (a)
|
|
|
1,286
|
|
123
|
|
Leggett & Platt, Inc.
|
|
|
2,509
|
|
22
|
|
Life Time Fitness, Inc. (a)
|
|
|
1,223
|
|
41
|
|
Live Nation, Inc. (a)
|
|
|
849
|
|
71
|
|
Liz Claiborne, Inc.
|
|
|
2,426
|
|
32
|
|
LKQ Corp. (a)
|
|
|
991
|
|
39
|
|
Marvel Entertainment, Inc. (a)
|
|
|
881
|
|
271
|
|
Mattel, Inc.
|
|
|
5,862
|
|
22
|
|
Matthews International Corp. - Class A
|
|
|
949
|
|
21
|
|
Modine Manufacturing Co.
|
|
|
589
|
|
37
|
|
Mohawk Industries, Inc. (a)
|
|
|
3,230
|
|
191
|
|
Newell Rubbermaid, Inc.
|
|
|
4,926
|
|
|
|
|
|
|
|
239
|
|
Nike, Inc. - Class B
|
|
13,465
|
|
22
|
|
NutriSystem, Inc. (a)
|
|
1,193
|
|
18
|
|
Oakley, Inc.
|
|
518
|
|
11
|
|
Oxford Industries, Inc.
|
|
398
|
|
50
|
|
Penn National Gaming, Inc. (a)
|
|
2,940
|
|
38
|
|
Phillips-Van Heusen
|
|
2,213
|
|
24
|
|
Polaris Industries, Inc.
|
|
1,146
|
|
42
|
|
Polo Ralph Lauren Corp.
|
|
3,173
|
|
34
|
|
Pool Corp.
|
|
1,110
|
|
85
|
|
Quiksilver, Inc. (a)
|
|
1,138
|
|
14
|
|
RC2 Corp. (a)
|
|
428
|
|
52
|
|
Regal Entertainment Group - Class A
|
|
1,172
|
|
92
|
|
Royal Caribbean Cruises Ltd.
|
|
3,499
|
|
8
|
|
Sauer-Danfoss, Inc.
|
|
215
|
|
34
|
|
Select Comfort Corp. (a)
|
|
583
|
|
76
|
|
Sherwin-Williams Co. (The)
|
|
5,245
|
|
22
|
|
Skechers U.S.A., Inc. - Class A (a)
|
|
436
|
|
40
|
|
Snap-On, Inc.
|
|
1,959
|
|
9
|
|
Speedway Motorsports, Inc.
|
|
346
|
|
57
|
|
Stanley Works (The)
|
|
3,234
|
|
11
|
|
Steiner Leisure Ltd. (a)
|
|
476
|
|
13
|
|
Steven Madden Ltd. (a)
|
|
320
|
|
31
|
|
Tenneco, Inc. (a)
|
|
984
|
|
26
|
|
Thor Industries, Inc.
|
|
1,144
|
|
93
|
|
Tiffany & Co.
|
|
4,774
|
|
35
|
|
Timberland Co. - Class A (a)
|
|
703
|
|
11
|
|
Triarc Cos., Inc. - Class A
|
|
163
|
|
25
|
|
Triarc Cos., Inc. - Class B
|
|
384
|
|
36
|
|
TRW Automotive Holdings Corp. (a)
|
|
1,100
|
|
42
|
|
Tupperware Brands Corp.
|
|
1,293
|
|
22
|
|
Under Armour, Inc. - Class A (a)
|
|
1,430
|
|
61
|
|
VF Corp.
|
|
4,871
|
|
88
|
|
Visteon Corp. (a)
|
|
473
|
|
32
|
|
Warnaco Group, Inc. (The) (a)
|
|
1,117
|
|
54
|
|
Whirlpool Corp.
|
|
5,206
|
|
20
|
|
Winnebago Industries
|
|
533
|
|
38
|
|
Wolverine World Wide, Inc.
|
|
999
|
|
33
|
|
Zale Corp. (a)
|
|
741
|
|
|
|
|
|
|
|
|
|
|
|
227,370
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Staples - 18.1%
|
|
|
|
58
|
|
Alberto-Culver Co.
|
|
1,344
|
|
62
|
|
Alliance One International, Inc. (a)
|
|
477
|
|
1,440
|
|
Altria Group, Inc.
|
|
99,950
|
|
12
|
|
Andersons, Inc. (The)
|
|
567
|
|
498
|
|
Anheuser-Busch Cos., Inc.
|
|
24,601
|
|
411
|
|
Archer-Daniels-Midland Co.
|
|
13,851
|
|
302
|
|
Avon Products, Inc.
|
|
10,374
|
|
26
|
|
Bare Escentuals, Inc. (a)
|
|
640
|
|
32
|
|
Brown-Forman Corp. - Class B
|
|
2,290
|
|
83
|
|
Bunge Ltd.
|
|
7,589
|
|
165
|
|
Campbell Soup Co.
|
|
6,229
|
|
23
|
|
Central European Distribution Corp. (a)
|
|
1,009
|
|
15
|
|
Central Garden and Pet Co. (a)
|
|
192
|
|
29
|
|
Chiquita Brands International, Inc.
|
|
452
|
|
45
|
|
Church & Dwight Co., Inc.
|
|
2,022
|
|
103
|
|
Clorox Co.
|
|
6,159
|
|
1,460
|
|
Coca-Cola Co. (The)
|
|
78,519
|
|
193
|
|
Coca-Cola Enterprises, Inc.
|
|
4,597
|
|
355
|
|
Colgate-Palmolive Co.
|
|
23,544
|
|
342
|
|
ConAgra Foods, Inc.
|
|
8,793
|
|
144
|
|
Constellation Brands, Inc. - Class A (a)
|
|
3,482
|
|
51
|
|
Corn Products International, Inc.
|
|
2,305
|
|
89
|
|
Dean Foods Co. (a)
|
|
2,391
|
|
|
|
|
|
|
|
137
|
|
Del Monte Foods Co.
|
|
1,444
|
|
39
|
|
Energizer Holdings, Inc. (a)
|
|
4,131
|
|
79
|
|
Estee Lauder Cos., Inc. (The) - Class A
|
|
3,286
|
|
58
|
|
Flowers Foods, Inc.
|
|
1,197
|
|
19
|
|
Fresh Del Monte Produce, Inc.
|
|
500
|
|
235
|
|
General Mills, Inc.
|
|
13,132
|
|
27
|
|
Hain Celestial Group, Inc. (a)
|
|
790
|
|
49
|
|
Hansen Natural Corp. (a)
|
|
2,201
|
|
109
|
|
Hershey Co. (The)
|
|
5,068
|
|
211
|
|
HJ Heinz Co.
|
|
9,514
|
|
51
|
|
Hormel Foods Corp.
|
|
1,817
|
|
10
|
|
J&J Snack Foods Corp.
|
|
375
|
|
39
|
|
JM Smucker Co. (The)
|
|
2,145
|
|
171
|
|
Kellogg Co.
|
|
9,393
|
|
313
|
|
Kimberly-Clark Corp.
|
|
21,500
|
|
1,100
|
|
Kraft Foods, Inc. - Class A
|
|
35,266
|
|
17
|
|
Lancaster Colony Corp.
|
|
691
|
|
21
|
|
Lance, Inc.
|
|
523
|
|
74
|
|
Loews Corp.
|
|
5,633
|
|
75
|
|
McCormick & Co., Inc.
|
|
2,688
|
|
52
|
|
Molson Coors Brewing Co. - Class B
|
|
4,652
|
|
87
|
|
Pepsi Bottling Group, Inc.
|
|
3,009
|
|
44
|
|
PepsiAmericas, Inc.
|
|
1,302
|
|
1,122
|
|
PepsiCo., Inc.
|
|
76,330
|
|
28
|
|
Pilgrim’s Pride Corp.
|
|
1,137
|
|
32
|
|
Playtex Products, Inc. (a)
|
|
582
|
|
2,178
|
|
Procter & Gamble Co.
|
|
142,245
|
|
18
|
|
Ralcorp. Holdings, Inc. (a)
|
|
1,112
|
|
117
|
|
Reynolds American, Inc.
|
|
7,736
|
|
12
|
|
Sanderson Farms, Inc.
|
|
503
|
|
503
|
|
Sara Lee Corp.
|
|
8,360
|
|
86
|
|
Smithfield Foods, Inc. (a)
|
|
2,815
|
|
16
|
|
Tootsie Roll Industries, Inc.
|
|
434
|
|
21
|
|
TreeHouse Foods, Inc. (a)
|
|
565
|
|
196
|
|
Tyson Foods, Inc. - Class A
|
|
4,224
|
|
18
|
|
Universal Corp.
|
|
884
|
|
6
|
|
USANA Health Sciences, Inc. (a)
|
|
228
|
|
111
|
|
UST, Inc.
|
|
5,470
|
|
21
|
|
Vector Group Ltd.
|
|
483
|
|
150
|
|
WM Wrigley Jr Co.
|
|
8,737
|
|
|
|
|
|
|
|
|
|
|
|
693,479
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy - 30.2%
|
|
|
|
9
|
|
Alon USA Energy, Inc.
|
|
345
|
|
45
|
|
Alpha Natural Resources, Inc. (a)
|
|
869
|
|
321
|
|
Anadarko Petroleum Corp.
|
|
15,723
|
|
225
|
|
Apache Corp.
|
|
17,411
|
|
98
|
|
Arch Coal, Inc.
|
|
2,890
|
|
9
|
|
Arena Resources, Inc. (a)
|
|
552
|
|
17
|
|
Atlas America, Inc.
|
|
865
|
|
16
|
|
ATP Oil & Gas Corp. (a)
|
|
689
|
|
18
|
|
Atwood Oceanics, Inc. (a)
|
|
1,368
|
|
21
|
|
Aventine Renewable Energy Holdings, Inc. (a)
|
|
301
|
|
220
|
|
Baker Hughes, Inc.
|
|
18,449
|
|
16
|
|
Basic Energy Services, Inc. (a)
|
|
331
|
|
24
|
|
Berry Petroleum Co. - Class A
|
|
818
|
|
19
|
|
Bill Barrett Corp. (a)
|
|
670
|
|
201
|
|
BJ Services Co.
|
|
4,987
|
|
13
|
|
Bois d’Arc Energy, Inc. (a)
|
|
233
|
|
15
|
|
Bristow Group, Inc. (a)
|
|
650
|
|
67
|
|
Cabot Oil & Gas Corp.
|
|
2,234
|
|
15
|
|
Cal Dive International, Inc. (a)
|
|
210
|
|
76
|
|
Cameron International Corp. (a)
|
|
6,214
|
|
14
|
|
CARBO Ceramics, Inc.
|
|
655
|
|
|
|
|
|
|
|
16
|
|
Carrizo Oil & Gas, Inc. (a)
|
|
628
|
|
36
|
|
Cheniere Energy, Inc. (a)
|
|
1,299
|
|
299
|
|
Chesapeake Energy Corp.
|
|
9,646
|
|
1,479
|
|
Chevron Corp.
|
|
129,797
|
|
57
|
|
Cimarex Energy Co.
|
|
2,041
|
|
19
|
|
CNX Gas Corp. (a)
|
|
506
|
|
29
|
|
Complete Production Services, Inc. (a)
|
|
644
|
|
30
|
|
Comstock Resources, Inc. (a)
|
|
826
|
|
1,044
|
|
ConocoPhillips
|
|
85,493
|
|
126
|
|
Consol Energy, Inc.
|
|
5,025
|
|
16
|
|
Core Laboratories N.V. (a)
|
|
1,794
|
|
32
|
|
Crosstex Energy, Inc.
|
|
1,051
|
|
45
|
|
Delta Petroleum Corp. (a)
|
|
666
|
|
83
|
|
Denbury Resources, Inc. (a)
|
|
3,302
|
|
288
|
|
Devon Energy Corp.
|
|
21,689
|
|
45
|
|
Diamond Offshore Drilling, Inc.
|
|
4,732
|
|
59
|
|
Dresser-Rand Group, Inc. (a)
|
|
2,175
|
|
19
|
|
Dril-Quip, Inc. (a)
|
|
894
|
|
484
|
|
El Paso Corp.
|
|
7,681
|
|
35
|
|
Encore Acquisition Co. (a)
|
|
973
|
|
19
|
|
Energy Partners Ltd. (a)
|
|
260
|
|
103
|
|
ENSCO International, Inc.
|
|
5,585
|
|
168
|
|
EOG Resources, Inc.
|
|
11,316
|
|
58
|
|
EXCO Resources, Inc. (a)
|
|
974
|
|
41
|
|
Exterran Holdings, Inc. (a)
|
|
3,178
|
|
3,906
|
|
Exxon Mobil Corp.
|
|
334,861
|
|
45
|
|
FMC Technologies, Inc. (a)
|
|
4,262
|
|
53
|
|
Forest Oil Corp. (a)
|
|
2,048
|
|
31
|
|
Foundation Coal Holdings, Inc.
|
|
1,051
|
|
76
|
|
Frontier Oil Corp.
|
|
3,118
|
|
60
|
|
Global Industries Ltd. (a)
|
|
1,451
|
|
156
|
|
Global Santa Fe Corp.
|
|
11,012
|
|
12
|
|
Goodrich Petroleum Corp. (a)
|
|
355
|
|
88
|
|
Grant Prideco., Inc. (a)
|
|
4,866
|
|
127
|
|
Grey Wolf, Inc. (a)
|
|
843
|
|
14
|
|
Gulfmark Offshore, Inc. (a)
|
|
642
|
|
627
|
|
Halliburton Co.
|
|
21,688
|
|
57
|
|
Helix Energy Solutions Group, Inc. (a)
|
|
2,191
|
|
66
|
|
Helmerich & Payne, Inc.
|
|
2,078
|
|
61
|
|
Hercules Offshore, Inc. (a)
|
|
1,552
|
|
196
|
|
Hess Corp.
|
|
12,028
|
|
32
|
|
Holly Corp.
|
|
2,133
|
|
48
|
|
Input/Output, Inc. (a)
|
|
681
|
|
83
|
|
International Coal Group, Inc. (a)
|
|
336
|
|
10
|
|
Lufkin Industries, Inc.
|
|
569
|
|
472
|
|
Marathon Oil Corp.
|
|
25,436
|
|
55
|
|
Mariner Energy, Inc. (a)
|
|
1,153
|
|
5
|
|
Markwest Hydrocarbon, Inc.
|
|
251
|
|
52
|
|
Massey Energy Co.
|
|
1,079
|
|
121
|
|
Murphy Oil Corp.
|
|
7,374
|
|
193
|
|
Nabors Industries Ltd. (a)
|
|
5,711
|
|
122
|
|
National Oilwell VarCo., Inc. (a)
|
|
15,616
|
|
88
|
|
Newfield Exploration Co. (a)
|
|
3,827
|
|
184
|
|
Noble Corp.
|
|
9,027
|
|
117
|
|
Noble Energy, Inc.
|
|
7,028
|
|
572
|
|
Occidental Petroleum Corp.
|
|
32,427
|
|
37
|
|
Oceaneering International, Inc. (a)
|
|
2,485
|
|
34
|
|
Oil States International, Inc. (a)
|
|
1,435
|
|
24
|
|
Pacific Ethanol, Inc. (a)
|
|
277
|
|
26
|
|
Parallel Petroleum Corp. (a)
|
|
460
|
|
75
|
|
Parker Drilling Co. (a)
|
|
584
|
|
108
|
|
Patterson-UTI Energy, Inc.
|
|
2,319
|
|
182
|
|
Peabody Energy Corp.
|
|
7,737
|
|
26
|
|
Penn Virginia Corp.
|
|
1,038
|
|
|
|
|
|
|
|
114
|
|
PetroHawk Energy Corp. (a)
|
|
1,726
|
|
10
|
|
Petroleum Development Corp. (a)
|
|
400
|
|
34
|
|
Pioneer Drilling Co. (a)
|
|
413
|
|
84
|
|
Pioneer Natural Resources Co.
|
|
3,448
|
|
50
|
|
Plains Exploration & Production Co. (a)
|
|
1,877
|
|
36
|
|
Pogo Producing Co.
|
|
1,793
|
|
114
|
|
Pride International, Inc. (a)
|
|
4,009
|
|
38
|
|
Quicksilver Resources, Inc. (a)
|
|
1,518
|
|
101
|
|
Range Resources Corp.
|
|
3,667
|
|
35
|
|
Rosetta Resources, Inc. (a)
|
|
587
|
|
76
|
|
Rowan Cos., Inc.
|
|
2,853
|
|
27
|
|
RPC, Inc.
|
|
372
|
|
809
|
|
Schlumberger Ltd.
|
|
78,068
|
|
17
|
|
SEACOR Holdings, Inc. (a)
|
|
1,493
|
|
137
|
|
Smith International, Inc.
|
|
9,180
|
|
116
|
|
Southwestern Energy Co. (a)
|
|
4,314
|
|
430
|
|
Spectra Energy Corp.
|
|
9,997
|
|
43
|
|
St Mary Land & Exploration Co.
|
|
1,434
|
|
18
|
|
Stone Energy Corp. (a)
|
|
593
|
|
83
|
|
Sunoco, Inc.
|
|
6,071
|
|
55
|
|
Superior Energy Services (a)
|
|
2,135
|
|
21
|
|
Swift Energy Co. (a)
|
|
782
|
|
94
|
|
Tesoro Corp.
|
|
4,637
|
|
50
|
|
Tetra Technologies, Inc. (a)
|
|
1,000
|
|
39
|
|
Tidewater, Inc.
|
|
2,553
|
|
197
|
|
Transocean, Inc. (a)
|
|
20,703
|
|
104
|
|
Ultra Petroleum Corp. (a)
|
|
5,554
|
|
32
|
|
Unit Corp. (a)
|
|
1,570
|
|
22
|
|
US BioEnergy Corp. (a)
|
|
229
|
|
60
|
|
USEC, Inc. (a)
|
|
803
|
|
377
|
|
Valero Energy Corp.
|
|
25,828
|
|
14
|
|
Venoco, Inc. (a)
|
|
225
|
|
26
|
|
VeraSun Energy Corp. (a)
|
|
337
|
|
19
|
|
W&T Offshore, Inc.
|
|
424
|
|
37
|
|
Warren Resources, Inc. (a)
|
|
437
|
|
233
|
|
Weatherford International Ltd. (a)
|
|
13,603
|
|
19
|
|
Western Refining, Inc.
|
|
985
|
|
21
|
|
W-H Energy Services, Inc. (a)
|
|
1,335
|
|
29
|
|
Whiting Petroleum Corp. (a)
|
|
1,078
|
|
408
|
|
Williams Cos., Inc.
|
|
12,648
|
|
19
|
|
World Fuel Services Corp.
|
|
732
|
|
253
|
|
XTO Energy, Inc.
|
|
13,753
|
|
|
|
|
|
|
|
|
|
|
|
1,156,832
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials - 0.4%
|
|
|
|
111
|
|
Leucadia National Corp.
|
|
4,926
|
|
121
|
|
Plum Creek Timber Co., Inc.
|
|
5,074
|
|
27
|
|
Potlatch Corp.
|
|
1,216
|
|
53
|
|
Rayonier, Inc.
|
|
2,265
|
|
8
|
|
Tejon Ranch Co. (a)
|
|
331
|
|
|
|
|
|
|
|
|
|
|
|
13,812
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care - 0.1%
|
|
|
|
19
|
|
Cambrex Corp.
|
|
237
|
|
83
|
|
PerkinElmer, Inc.
|
|
2,275
|
|
11
|
|
SurModics, Inc. (a)
|
|
531
|
|
23
|
|
West Pharmaceutical Services, Inc.
|
|
921
|
|
|
|
|
|
|
|
|
|
|
|
3,964
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrials - 24.0%
|
|
|
|
453
|
|
3M Co.
|
|
41,218
|
|
25
|
|
AAR Corp. (a)
|
|
785
|
|
37
|
|
ACCO Brands Corp. (a)
|
|
839
|
|
19
|
|
Actuant Corp. - Class A
|
|
1,159
|
|
|
|
|
|
|
|
30
|
|
Acuity Brands, Inc.
|
|
1,576
|
|
63
|
|
AGCO Corp. (a)
|
|
2,722
|
|
16
|
|
Aircastle Ltd.
|
|
552
|
|
18
|
|
Albany International Corp. - Class A
|
|
701
|
|
23
|
|
Alliant Techsystems, Inc. (a)
|
|
2,422
|
|
6
|
|
American Railcar Industries, Inc.
|
|
157
|
|
6
|
|
Ameron International Corp.
|
|
573
|
|
73
|
|
Ametek, Inc.
|
|
2,919
|
|
14
|
|
AO Smith Corp.
|
|
675
|
|
27
|
|
Applied Industrial Technologies, Inc.
|
|
863
|
|
12
|
|
Armstrong World Industries, Inc. (a)
|
|
504
|
|
11
|
|
Astec Industries, Inc. (a)
|
|
556
|
|
65
|
|
Avery Dennison Corp.
|
|
3,886
|
|
29
|
|
Baldor Electric Co.
|
|
1,208
|
|
29
|
|
Barnes Group, Inc.
|
|
912
|
|
63
|
|
BE Aerospace, Inc. (a)
|
|
2,455
|
|
487
|
|
Boeing Co.
|
|
47,093
|
|
34
|
|
Brady Corp. - Class A
|
|
1,324
|
|
34
|
|
Briggs & Stratton Corp.
|
|
992
|
|
25
|
|
Bucyrus International, Inc. - Class A
|
|
1,562
|
|
42
|
|
Carlisle Cos., Inc.
|
|
2,068
|
|
7
|
|
Cascade Corp.
|
|
515
|
|
443
|
|
Caterpillar, Inc.
|
|
33,566
|
|
34
|
|
Cenveo, Inc. (a)
|
|
667
|
|
17
|
|
Ceradyne, Inc. (a)
|
|
1,229
|
|
35
|
|
Clarcor, Inc.
|
|
1,355
|
|
144
|
|
Cooper Industries Ltd. - Class A
|
|
7,368
|
|
36
|
|
Crane Co.
|
|
1,612
|
|
65
|
|
Cummins, Inc.
|
|
7,697
|
|
30
|
|
Curtiss-Wright Corp.
|
|
1,368
|
|
165
|
|
Danaher Corp.
|
|
12,814
|
|
155
|
|
Deere & Co.
|
|
21,089
|
|
140
|
|
Dover Corp.
|
|
6,916
|
|
27
|
|
DRS Technologies, Inc.
|
|
1,417
|
|
17
|
|
DynCorp. International, Inc. - Class A (a)
|
|
366
|
|
100
|
|
Eaton Corp.
|
|
9,422
|
|
550
|
|
Emerson Electric Co.
|
|
27,076
|
|
11
|
|
Encore Wire Corp.
|
|
286
|
|
27
|
|
Energy Conversion Devices, Inc. (a)
|
|
700
|
|
22
|
|
EnerSys (a)
|
|
397
|
|
15
|
|
EnPro Industries, Inc. (a)
|
|
627
|
|
58
|
|
Evergreen Solar, Inc. (a)
|
|
520
|
|
33
|
|
Federal Signal Corp.
|
|
505
|
|
39
|
|
Flowserve Corp.
|
|
2,785
|
|
46
|
|
Force Protection, Inc. (a)
|
|
793
|
|
11
|
|
Franklin Electric Co., Inc.
|
|
454
|
|
8
|
|
FreightCar America, Inc.
|
|
362
|
|
36
|
|
Gardner Denver, Inc. (a)
|
|
1,437
|
|
36
|
|
GenCorp., Inc. (a)
|
|
412
|
|
36
|
|
General Cable Corp. (a)
|
|
2,094
|
|
231
|
|
General Dynamics Corp.
|
|
18,147
|
|
7,054
|
|
General Electric Co.
|
|
274,189
|
|
17
|
|
Genlyte Group, Inc. (a)
|
|
1,234
|
|
19
|
|
Gibraltar Industries, Inc.
|
|
380
|
|
22
|
|
Goodman Global, Inc. (a)
|
|
515
|
|
86
|
|
Goodrich Corp.
|
|
5,432
|
|
46
|
|
Graco., Inc.
|
|
1,859
|
|
68
|
|
GrafTech International Ltd. (a)
|
|
1,142
|
|
19
|
|
Griffon Corp. (a)
|
|
298
|
|
58
|
|
Harsco Corp.
|
|
3,228
|
|
5
|
|
Heico Corp.
|
|
228
|
|
10
|
|
Heico Corp. - Class A
|
|
365
|
|
44
|
|
Herman Miller, Inc.
|
|
1,277
|
|
65
|
|
Hexcel Corp. (a)
|
|
1,416
|
|
|
|
|
|
|
|
27
|
|
HNI Corp.
|
|
1,103
|
|
489
|
|
Honeywell International, Inc.
|
|
27,457
|
|
35
|
|
Hubbell, Inc. - Class B
|
|
1,896
|
|
55
|
|
IDEX Corp.
|
|
2,116
|
|
17
|
|
II-VI, Inc. (a)
|
|
530
|
|
75
|
|
IKON Office Solutions, Inc.
|
|
1,053
|
|
329
|
|
Illinois Tool Works, Inc.
|
|
19,138
|
|
210
|
|
Ingersoll-Rand Co. Ltd. - Class A
|
|
10,905
|
|
37
|
|
Interface, Inc. - Class A
|
|
667
|
|
124
|
|
ITT Corp.
|
|
8,431
|
|
75
|
|
Joy Global, Inc.
|
|
3,254
|
|
19
|
|
Kaydon Corp.
|
|
1,003
|
|
27
|
|
Kennametal, Inc.
|
|
2,178
|
|
34
|
|
Knoll, Inc.
|
|
646
|
|
54
|
|
Laidlaw International, Inc.
|
|
1,872
|
|
28
|
|
Lincoln Electric Holdings, Inc.
|
|
2,014
|
|
231
|
|
Lockheed Martin Corp.
|
|
22,901
|
|
9
|
|
M&F Worldwide Corp. (a)
|
|
508
|
|
259
|
|
Masco Corp.
|
|
6,739
|
|
76
|
|
McDermott International, Inc. (a)
|
|
7,295
|
|
11
|
|
Middleby Corp. (a)
|
|
809
|
|
15
|
|
Mine Safety Appliances Co.
|
|
719
|
|
24
|
|
Mobile Mini, Inc. (a)
|
|
581
|
|
26
|
|
Moog, Inc. - Class A (a)
|
|
1,107
|
|
25
|
|
Mueller Industries, Inc.
|
|
866
|
|
4
|
|
NACCO Industries, Inc. - Class A
|
|
474
|
|
14
|
|
NCI Building Systems, Inc. (a)
|
|
649
|
|
21
|
|
Nordson Corp.
|
|
1,054
|
|
219
|
|
Northrop Grumman Corp.
|
|
17,266
|
|
41
|
|
Orbital Sciences Corp. (a)
|
|
900
|
|
50
|
|
Oshkosh Truck Corp.
|
|
2,894
|
|
61
|
|
Owens Corning, Inc. (a)
|
|
1,523
|
|
172
|
|
Paccar, Inc.
|
|
14,715
|
|
79
|
|
Parker Hannifin Corp.
|
|
8,490
|
|
12
|
|
Pike Electric Corp. (a)
|
|
227
|
|
152
|
|
Pitney Bowes, Inc.
|
|
6,790
|
|
94
|
|
Precision Castparts Corp.
|
|
12,249
|
|
103
|
|
Quanta Services, Inc. (a)
|
|
2,912
|
|
306
|
|
Raytheon Co.
|
|
18,770
|
|
14
|
|
RBC Bearings, Inc. (a)
|
|
497
|
|
22
|
|
Regal-Beloit Corp.
|
|
1,111
|
|
97
|
|
Rockwell Automation, Inc.
|
|
6,835
|
|
115
|
|
Rockwell Collins, Inc.
|
|
7,920
|
|
61
|
|
Roper Industries, Inc.
|
|
3,861
|
|
13
|
|
School Specialty, Inc. (a)
|
|
474
|
|
4
|
|
Sequa Corp. - Class A (a)
|
|
657
|
|
52
|
|
Shaw Group, Inc. (The) (a)
|
|
2,603
|
|
26
|
|
Simpson Manufacturing Co., Inc.
|
|
858
|
|
68
|
|
Spirit Aerosystems Holdings, Inc. - Class A (a)
|
|
2,431
|
|
39
|
|
SPX Corp.
|
|
3,512
|
|
46
|
|
Steelcase, Inc. - Class A
|
|
811
|
|
14
|
|
Superior Essex, Inc. (a)
|
|
494
|
|
22
|
|
Teledyne Technologies, Inc. (a)
|
|
1,098
|
|
27
|
|
Teleflex, Inc.
|
|
2,100
|
|
71
|
|
Terex Corp. (a)
|
|
5,671
|
|
144
|
|
Textron, Inc.
|
|
8,401
|
|
52
|
|
Timken Co.
|
|
1,849
|
|
18
|
|
Titan International, Inc.
|
|
522
|
|
28
|
|
Toro Co.
|
|
1,656
|
|
17
|
|
TransDigm Group, Inc. (a)
|
|
691
|
|
19
|
|
Tredegar Corp.
|
|
332
|
|
55
|
|
Trinity Industries, Inc.
|
|
2,066
|
|
11
|
|
Triumph Group, Inc.
|
|
805
|
|
339
|
|
Tyco International Ltd.
|
|
14,970
|
|
|
|
|
|
|
|
27
|
|
UAP Holding Corp.
|
|
808
|
|
19
|
|
United Stationers, Inc. (a)
|
|
1,121
|
|
630
|
|
United Technologies Corp.
|
|
47,017
|
|
13
|
|
Universal Forest Products, Inc.
|
|
485
|
|
57
|
|
USG Corp. (a)
|
|
2,201
|
|
13
|
|
Valmont Industries, Inc.
|
|
1,159
|
|
33
|
|
Wabtec Corp.
|
|
1,237
|
|
36
|
|
Walter Industries, Inc.
|
|
910
|
|
17
|
|
Watsco, Inc.
|
|
818
|
|
22
|
|
Watts Water Technologies, Inc. - Class A
|
|
779
|
|
31
|
|
WESCO International, Inc. (a)
|
|
1,475
|
|
20
|
|
Woodward Governor Co.
|
|
1,175
|
|
|
|
|
|
|
|
|
|
|
|
921,391
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology - 0.6%
|
|
|
|
24
|
|
Advanced Energy Industries, Inc. (a)
|
|
390
|
|
22
|
|
Anixter International, Inc. (a)
|
|
1,689
|
|
25
|
|
Daktronics, Inc.
|
|
688
|
|
30
|
|
Dolby Laboratories, Inc. - Class A (a)
|
|
1,093
|
|
45
|
|
Flir Systems, Inc. (a)
|
|
2,216
|
|
32
|
|
Intermec, Inc. (a)
|
|
786
|
|
9
|
|
Loral Space & Communications, Inc. (a)
|
|
361
|
|
12
|
|
MTS Systems Corp.
|
|
505
|
|
11
|
|
Rofin-Sinar Technologies, Inc. (a)
|
|
766
|
|
12
|
|
Rogers Corp. (a)
|
|
494
|
|
67
|
|
SAIC, Inc. (a)
|
|
1,227
|
|
18
|
|
Scansource, Inc. (a)
|
|
499
|
|
28
|
|
Technitrol, Inc.
|
|
770
|
|
643
|
|
Xerox Corp. (a)
|
|
11,015
|
|
|
|
|
|
|
|
|
|
|
|
22,499
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Materials - 10.1%
|
|
|
|
139
|
|
Air Products & Chemicals, Inc.
|
|
12,511
|
|
46
|
|
Airgas, Inc.
|
|
2,126
|
|
76
|
|
AK Steel Holding Corp. (a)
|
|
3,040
|
|
53
|
|
Albemarle Corp.
|
|
2,145
|
|
598
|
|
Alcoa, Inc.
|
|
21,845
|
|
66
|
|
Allegheny Technologies, Inc.
|
|
6,560
|
|
17
|
|
AMCOL International Corp.
|
|
548
|
|
44
|
|
Aptargroup, Inc.
|
|
1,599
|
|
17
|
|
Arch Chemicals, Inc.
|
|
736
|
|
38
|
|
Ashland, Inc.
|
|
2,272
|
|
70
|
|
Ball Corp.
|
|
3,667
|
|
72
|
|
Bemis Co., Inc.
|
|
2,151
|
|
39
|
|
Bowater, Inc.
|
|
657
|
|
14
|
|
Brush Engineered Materials, Inc. (a)
|
|
676
|
|
40
|
|
Cabot Corp.
|
|
1,614
|
|
17
|
|
Carpenter Technology Corp.
|
|
1,986
|
|
109
|
|
Celanese Corp. - Class A
|
|
3,915
|
|
22
|
|
Century Aluminum Co. (a)
|
|
1,082
|
|
34
|
|
CF Industries Holdings, Inc.
|
|
2,153
|
|
29
|
|
Chaparral Steel Co.
|
|
2,480
|
|
165
|
|
Chemtura Corp.
|
|
1,520
|
|
28
|
|
Cleveland-Cliffs, Inc.
|
|
2,136
|
|
191
|
|
Coeur d’Alene Mines Corp. (a)
|
|
653
|
|
81
|
|
Commercial Metals Co.
|
|
2,340
|
|
22
|
|
Compass Minerals International, Inc.
|
|
750
|
|
112
|
|
Crown Holdings, Inc. (a)
|
|
2,690
|
|
29
|
|
Cytec Industries, Inc.
|
|
1,926
|
|
8
|
|
Deltic Timber Corp.
|
|
458
|
|
662
|
|
Dow Chemical Co. (The)
|
|
28,221
|
|
33
|
|
Eagle Materials, Inc.
|
|
1,253
|
|
58
|
|
Eastman Chemical Co.
|
|
3,872
|
|
123
|
|
Ecolab, Inc.
|
|
5,124
|
|
631
|
|
EI Du Pont de Nemours & Co.
|
|
30,761
|
|
|
|
|
|
|
|
30
|
|
Ferro Corp.
|
|
587
|
|
38
|
|
Florida Rock Industries, Inc.
|
|
2,375
|
|
25
|
|
FMC Corp.
|
|
2,250
|
|
261
|
|
Freeport-McMoRan Copper & Gold, Inc.
|
|
22,817
|
|
31
|
|
Glatfelter
|
|
458
|
|
69
|
|
Graphic Packaging Corp. (a)
|
|
328
|
|
16
|
|
Greif, Inc. - Class A
|
|
932
|
|
7
|
|
Haynes International, Inc. (a)
|
|
585
|
|
42
|
|
HB Fuller Co.
|
|
1,130
|
|
29
|
|
Headwaters, Inc. (a)
|
|
479
|
|
82
|
|
Hecla Mining Co. (a)
|
|
615
|
|
80
|
|
Hercules, Inc.
|
|
1,666
|
|
62
|
|
Huntsman Corp.
|
|
1,609
|
|
57
|
|
International Flavors & Fragrances, Inc.
|
|
2,863
|
|
299
|
|
International Paper Co.
|
|
10,498
|
|
10
|
|
Kaiser Aluminum Corp.
|
|
679
|
|
71
|
|
Louisiana-Pacific Corp.
|
|
1,330
|
|
48
|
|
Lubrizol Corp.
|
|
3,052
|
|
157
|
|
Lyondell Chemical Co.
|
|
7,279
|
|
29
|
|
Martin Marietta Materials, Inc.
|
|
3,915
|
|
126
|
|
MeadWestvaco Corp.
|
|
3,980
|
|
13
|
|
Minerals Technologies, Inc.
|
|
857
|
|
371
|
|
Monsanto Co.
|
|
25,874
|
|
101
|
|
Mosaic Co. (The) (a)
|
|
4,244
|
|
18
|
|
Myers Industries, Inc.
|
|
383
|
|
99
|
|
Nalco Holding Co.
|
|
2,475
|
|
10
|
|
NewMarket Corp.
|
|
467
|
|
291
|
|
Newmont Mining Corp.
|
|
12,298
|
|
188
|
|
Nucor Corp.
|
|
9,945
|
|
45
|
|
Olin Corp.
|
|
965
|
|
20
|
|
OM Group, Inc. (a)
|
|
988
|
|
99
|
|
Owens-Illinois, Inc. (a)
|
|
3,982
|
|
64
|
|
Packaging Corp. of America
|
|
1,667
|
|
89
|
|
Pactiv Corp. (a)
|
|
2,603
|
|
59
|
|
PolyOne Corp. (a)
|
|
474
|
|
113
|
|
PPG Industries, Inc.
|
|
8,289
|
|
220
|
|
Praxair, Inc.
|
|
16,645
|
|
25
|
|
Quanex Corp.
|
|
1,083
|
|
42
|
|
Reliance Steel & Aluminum Co.
|
|
2,225
|
|
25
|
|
Rock-Tenn Co. - Class A
|
|
725
|
|
25
|
|
Rockwood Holdings, Inc. (a)
|
|
801
|
|
97
|
|
Rohm & Haas Co.
|
|
5,484
|
|
18
|
|
Royal Gold, Inc.
|
|
500
|
|
81
|
|
RPM International, Inc.
|
|
1,834
|
|
16
|
|
RTI International Metals, Inc. (a)
|
|
1,115
|
|
16
|
|
Ryerson, Inc.
|
|
533
|
|
15
|
|
Schnitzer Steel Industries, Inc. - Class A
|
|
876
|
|
16
|
|
Schulman A, Inc.
|
|
345
|
|
29
|
|
Scotts Miracle-Gro Co. (The) - Class A
|
|
1,313
|
|
111
|
|
Sealed Air Corp.
|
|
2,936
|
|
32
|
|
Sensient Technologies Corp.
|
|
867
|
|
78
|
|
Sigma-Aldrich Corp.
|
|
3,494
|
|
16
|
|
Silgan Holdings, Inc.
|
|
817
|
|
174
|
|
Smurfit-Stone Container Corp. (a)
|
|
1,837
|
|
68
|
|
Sonoco Products Co.
|
|
2,449
|
|
22
|
|
Spartech Corp.
|
|
477
|
|
65
|
|
Steel Dynamics, Inc.
|
|
2,820
|
|
30
|
|
Stillwater Mining Co. (a)
|
|
282
|
|
72
|
|
Temple-Inland, Inc.
|
|
3,966
|
|
64
|
|
Terra Industries, Inc. (a)
|
|
1,662
|
|
19
|
|
Texas Industries, Inc.
|
|
1,401
|
|
93
|
|
Titanium Metals Corp. (a)
|
|
2,916
|
|
81
|
|
United States Steel Corp.
|
|
7,653
|
|
8
|
|
Valhi, Inc.
|
|
188
|
|
|
|
|
|
|
|
65
|
|
Valspar Corp.
|
|
1,753
|
|
58
|
|
Vulcan Materials Co.
|
|
5,221
|
|
35
|
|
Wausau Paper Corp.
|
|
393
|
|
13
|
|
Westlake Chemical Corp.
|
|
352
|
|
148
|
|
Weyerhaeuser Co.
|
|
10,089
|
|
47
|
|
Worthington Industries, Inc.
|
|
995
|
|
39
|
|
WR Grace & Co. (a)
|
|
871
|
|
15
|
|
Zoltek Cos., Inc. (a)
|
|
619
|
|
|
|
|
|
|
|
|
|
|
|
387,942
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utilities - 10.5%
|
|
|
|
458
|
|
AES Corp. (The) (a)
|
|
8,294
|
|
53
|
|
AGL Resources, Inc.
|
|
2,105
|
|
113
|
|
Allegheny Energy, Inc. (a)
|
|
5,832
|
|
17
|
|
Allete, Inc.
|
|
716
|
|
78
|
|
Alliant Energy Corp.
|
|
2,955
|
|
142
|
|
Ameren Corp.
|
|
7,211
|
|
270
|
|
American Electric Power Co., Inc.
|
|
12,010
|
|
12
|
|
American States Water Co.
|
|
469
|
|
90
|
|
Aqua America, Inc.
|
|
2,156
|
|
256
|
|
Aquila, Inc. (a)
|
|
1,019
|
|
61
|
|
Atmos Energy Corp.
|
|
1,715
|
|
36
|
|
Avista Corp.
|
|
705
|
|
26
|
|
Black Hills Corp.
|
|
1,071
|
|
13
|
|
California Water Service Group
|
|
503
|
|
194
|
|
Centerpoint Energy, Inc.
|
|
3,147
|
|
11
|
|
CH Energy Group, Inc.
|
|
520
|
|
41
|
|
Cleco Corp.
|
|
945
|
|
154
|
|
CMS Energy Corp.
|
|
2,513
|
|
186
|
|
Consolidated Edison, Inc.
|
|
8,545
|
|
125
|
|
Constellation Energy Group, Inc.
|
|
10,367
|
|
202
|
|
Dominion Resources, Inc.
|
|
17,206
|
|
78
|
|
DPL, Inc.
|
|
2,055
|
|
122
|
|
DTE Energy Co.
|
|
5,833
|
|
860
|
|
Duke Energy Corp.
|
|
15,772
|
|
275
|
|
Dynegy, Inc. - Class A (a)
|
|
2,225
|
|
205
|
|
Edison International
|
|
10,806
|
|
32
|
|
El Paso Electric Co. (a)
|
|
714
|
|
21
|
|
Empire District Electric Co. (The)
|
|
482
|
|
45
|
|
Energen Corp.
|
|
2,417
|
|
108
|
|
Energy East Corp.
|
|
2,883
|
|
136
|
|
Entergy Corp.
|
|
14,092
|
|
79
|
|
Equitable Resources, Inc.
|
|
3,886
|
|
460
|
|
Exelon Corp.
|
|
32,508
|
|
209
|
|
FirstEnergy Corp.
|
|
12,841
|
|
255
|
|
FPL Group, Inc.
|
|
15,004
|
|
59
|
|
Great Plains Energy, Inc.
|
|
1,672
|
|
56
|
|
Hawaiian Electric Industries, Inc.
|
|
1,174
|
|
30
|
|
Idacorp, Inc.
|
|
974
|
|
52
|
|
Integrys Energy Group, Inc.
|
|
2,609
|
|
29
|
|
ITC Holdings Corp.
|
|
1,290
|
|
14
|
|
Laclede Group, Inc. (The)
|
|
457
|
|
115
|
|
MDU Resources Group, Inc.
|
|
3,111
|
|
14
|
|
MGE Energy, Inc.
|
|
461
|
|
176
|
|
Mirant Corp. (a)
|
|
6,859
|
|
48
|
|
National Fuel Gas Co.
|
|
2,128
|
|
19
|
|
New Jersey Resources Corp.
|
|
931
|
|
31
|
|
NiCor, Inc.
|
|
1,288
|
|
188
|
|
NiSource, Inc.
|
|
3,542
|
|
105
|
|
Northeast Utilities
|
|
2,903
|
|
19
|
|
Northwest Natural Gas Co.
|
|
883
|
|
24
|
|
NorthWestern Corp.
|
|
644
|
|
168
|
|
NRG Energy, Inc. (a)
|
|
6,399
|
|
73
|
|
NSTAR
|
|
2,392
|
|
|
|
|
|
|
|
|
63
|
|
OGE Energy Corp.
|
|
|
2,124
|
|
71
|
|
Oneok, Inc.
|
|
|
3,326
|
|
9
|
|
Ormat Technologies, Inc.
|
|
|
387
|
|
18
|
|
Otter Tail Corp.
|
|
|
657
|
|
132
|
|
Pepco Holdings, Inc.
|
|
|
3,680
|
|
241
|
|
PG&E Corp.
|
|
|
10,725
|
|
48
|
|
Piedmont Natural Gas Co.
|
|
|
1,267
|
|
68
|
|
Pinnacle West Capital Corp.
|
|
|
2,709
|
|
47
|
|
PNM Resources, Inc.
|
|
|
1,087
|
|
35
|
|
Portland General Electric Co.
|
|
|
931
|
|
264
|
|
PPL Corp.
|
|
|
12,741
|
|
177
|
|
Progress Energy, Inc.
|
|
|
8,121
|
|
172
|
|
Public Service Enterprise Group, Inc.
|
|
|
14,618
|
|
80
|
|
Puget Energy, Inc.
|
|
|
1,866
|
|
118
|
|
Questar Corp.
|
|
|
5,896
|
|
233
|
|
Reliant Energy, Inc. (a)
|
|
|
5,944
|
|
72
|
|
SCANA Corp.
|
|
|
2,763
|
|
160
|
|
Sempra Energy
|
|
|
8,805
|
|
152
|
|
Sierra Pacific Resources
|
|
|
2,329
|
|
9
|
|
SJW Corp.
|
|
|
309
|
|
20
|
|
South Jersey Industries, Inc.
|
|
|
678
|
|
516
|
|
Southern Co.
|
|
|
18,313
|
|
69
|
|
Southern Union Co.
|
|
|
2,060
|
|
29
|
|
Southwest Gas Corp.
|
|
|
841
|
|
143
|
|
TECO Energy, Inc.
|
|
|
2,265
|
|
317
|
|
TXU Corp.
|
|
|
21,366
|
|
72
|
|
UGI Corp.
|
|
|
1,840
|
|
16
|
|
UIL Holdings Corp.
|
|
|
496
|
|
24
|
|
Unisource Energy Corp.
|
|
|
711
|
|
52
|
|
Vectren Corp.
|
|
|
1,420
|
|
60
|
|
Westar Energy, Inc.
|
|
|
1,457
|
|
34
|
|
WGL Holdings, Inc.
|
|
|
1,118
|
|
80
|
|
Wisconsin Energy Corp.
|
|
|
3,545
|
|
280
|
|
Xcel Energy, Inc.
|
|
|
5,771
|
|
|
|
|
|
|
|
|
|
|
|
|
|
403,405
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments - 99.9%
|
|
|
|
|
|
|
(Cost $3,730,815)
|
|
|
3,830,694
|
|
|
|
Other Assets in Excess of Liabilities - 0.1%
|
|
|
4,442
|
|
|
|
|
|
|
|
|
|
|
Net Assets - 100.0%
|
|
$
|
3,835,136
|
|
|
|
|
|
|
|
|
|
|
|
|
LP -
|
|
Limited Partnership
|
|
REIT -
|
|
Real Estate Investment Trust
|
|
|
|
|
(a)
|
|
Non-income producing security.
|
Securities are classified by sectors that represent broad groupings of related industries.
|
|
|
|
|
|
Country
Allocation*
|
|
|
United States
|
|
94.4
|
%
|
|
Netherlands
|
|
2.1
|
%
|
|
Bermuda
|
|
1.6
|
%
|
|
Cayman Islands
|
|
1.1
|
%
|
|
Panama
|
|
0.5
|
%
|
|
Canada
|
|
0.1
|
%
|
|
Liberia
|
|
0.1
|
%
|
|
Bahamas
|
|
0.1
|
%
|
|
*
|
Subject to change daily. Based on total investments.
|
Equity securities are valued at the last reported sale price on the principal exchange or on the principal
over-the-counter market on which such securities are traded, as of the close of regular trading on the NYSE on the day the securities are being valued or, if there are not sales, at the mean of the most recent bid and asked prices. Equity securities
that are traded primarily on the NASDAQ Stock Market are valued at the NASDAQ Official Closing Price. Debt securities are valued at the mean between the last available bid and asked prices for such securities or, if such prices are not available, at
prices for securities of comparable maturity, quality and type. For those securities where quotations or prices are not available, valuations are determined in accordance with procedures established in good faith by the Board of Trustees. Short-term
securities with maturities of 60 days or less at time of purchase are valued at amortized cost, which approximates market value.
Please see previously
submitted prospectus.
Claymore/Morningstar Services Super Index ETF
Portfolio of Investments
August 31, 2007 (unaudited)
|
|
|
|
|
|
|
|
Number of Shares
|
|
Description
|
|
Value
|
|
|
|
Common Stocks - 99.9%
|
|
|
|
|
|
|
Consumer Discretionary - 12.8%
|
|
|
|
|
29
|
|
99 Cents Only Stores (a)
|
|
$
|
358
|
|
25
|
|
Aaron Rents, Inc.
|
|
|
640
|
|
47
|
|
Abercrombie & Fitch Co. - Class A
|
|
|
3,699
|
|
58
|
|
Advance Auto Parts, Inc.
|
|
|
2,062
|
|
42
|
|
Aeropostale, Inc. (a)
|
|
|
869
|
|
162
|
|
Amazon.Com, Inc. (a)
|
|
|
12,945
|
|
10
|
|
Ambassadors Group, Inc.
|
|
|
388
|
|
102
|
|
American Eagle Outfitters, Inc.
|
|
|
2,635
|
|
13
|
|
Ameristar Casinos, Inc.
|
|
|
376
|
|
38
|
|
AnnTaylor Stores Corp. (a)
|
|
|
1,191
|
|
77
|
|
Apollo Group, Inc. - Class A (a)
|
|
|
4,518
|
|
40
|
|
Applebees International, Inc.
|
|
|
992
|
|
16
|
|
Arbitron, Inc.
|
|
|
797
|
|
18
|
|
Asbury Automotive Group, Inc.
|
|
|
389
|
|
83
|
|
AutoNation, Inc. (a)
|
|
|
1,575
|
|
27
|
|
Autozone, Inc. (a)
|
|
|
3,275
|
|
26
|
|
Bally Technologies, Inc. (a)
|
|
|
862
|
|
29
|
|
Barnes & Noble, Inc.
|
|
|
1,046
|
|
21
|
|
Beazer Homes USA, Inc.
|
|
|
222
|
|
13
|
|
Bebe Stores, Inc.
|
|
|
181
|
|
150
|
|
Bed Bath & Beyond, Inc. (a)
|
|
|
5,196
|
|
212
|
|
Best Buy Co., Inc.
|
|
|
9,317
|
|
61
|
|
Big Lots, Inc. (a)
|
|
|
1,816
|
|
59
|
|
Blockbuster, Inc. - Class A (a)
|
|
|
293
|
|
33
|
|
Blockbuster, Inc. - Class B (a)
|
|
|
160
|
|
20
|
|
Bob Evans Farms, Inc.
|
|
|
667
|
|
6
|
|
Bon-Ton Stores, Inc. (The)
|
|
|
173
|
|
32
|
|
Borders Group, Inc.
|
|
|
480
|
|
31
|
|
Boyd Gaming Corp.
|
|
|
1,266
|
|
14
|
|
Bright Horizons Family Solutions, Inc. (a)
|
|
|
555
|
|
62
|
|
Brinker International, Inc.
|
|
|
1,788
|
|
6
|
|
Brookfield Homes, Corp.
|
|
|
119
|
|
8
|
|
Buckle, Inc. (The)
|
|
|
299
|
|
29
|
|
Burger King Holdings, Inc.
|
|
|
688
|
|
24
|
|
Cabela’s, Inc. (a)
|
|
|
567
|
|
16
|
|
California Pizza Kitchen, Inc. (a)
|
|
|
327
|
|
51
|
|
Career Education Corp. (a)
|
|
|
1,515
|
|
117
|
|
Carmax, Inc. (a)
|
|
|
2,651
|
|
20
|
|
Catalina Marketing Corp.
|
|
|
624
|
|
17
|
|
Cato Corp. (The) - Class A
|
|
|
375
|
|
14
|
|
CBRL Group, Inc.
|
|
|
524
|
|
18
|
|
CEC Entertainment, Inc. (a)
|
|
|
553
|
|
65
|
|
Centex Corp.
|
|
|
1,879
|
|
41
|
|
Champion Enterprises, Inc. (a)
|
|
|
474
|
|
12
|
|
Charlotte Russe Holding, Inc. (a)
|
|
|
210
|
|
67
|
|
Charming Shoppes, Inc. (a)
|
|
|
606
|
|
37
|
|
Cheesecake Factory (The) (a)
|
|
|
922
|
|
95
|
|
Chico’s FAS, Inc. (a)
|
|
|
1,518
|
|
13
|
|
Childrens Place Retail Stores, Inc. (The) (a)
|
|
|
374
|
|
8
|
|
Chipotle Mexican Grill, Inc. - Class A (a)
|
|
|
832
|
|
9
|
|
Chipotle Mexican Grill, Inc. - Class B (a)
|
|
|
845
|
|
20
|
|
Choice Hotels International, Inc.
|
|
|
750
|
|
20
|
|
Christopher & Banks Corp.
|
|
|
242
|
|
93
|
|
Circuit City Stores, Inc.
|
|
|
1,012
|
|
32
|
|
CKE Restaurants, Inc.
|
|
|
542
|
|
19
|
|
Clear Channel Outdoor Holdings, Inc. - Class A (a)
|
|
|
482
|
|
14
|
|
Coinstar, Inc. (a)
|
|
|
457
|
|
|
|
|
|
|
|
33
|
|
Coldwater Creek, Inc. (a)
|
|
410
|
|
36
|
|
Collective Brands, Inc. (a)
|
|
851
|
|
7
|
|
Conn’s, Inc. (a)
|
|
154
|
|
47
|
|
Corinthian Colleges, Inc. (a)
|
|
661
|
|
24
|
|
CSK Auto Corp. (a)
|
|
317
|
|
70
|
|
Darden Restaurants, Inc.
|
|
2,912
|
|
33
|
|
DeVry, Inc.
|
|
1,139
|
|
20
|
|
Dick’s Sporting Goods, Inc. (a)
|
|
1,298
|
|
36
|
|
Dillard’s, Inc. - Class A
|
|
855
|
|
53
|
|
Dollar Tree Stores, Inc. (a)
|
|
2,303
|
|
25
|
|
Domino’s Pizza, Inc.
|
|
440
|
|
148
|
|
DR Horton, Inc.
|
|
2,236
|
|
25
|
|
Dress Barn, Inc. (a)
|
|
438
|
|
121
|
|
Expedia, Inc. (a)
|
|
3,612
|
|
78
|
|
Family Dollar Stores, Inc.
|
|
2,284
|
|
23
|
|
Finish Line - Class A
|
|
130
|
|
85
|
|
Foot Locker, Inc.
|
|
1,420
|
|
80
|
|
GameStop Corp. - Class A (a)
|
|
4,011
|
|
321
|
|
Gap, Inc. (The)
|
|
6,022
|
|
22
|
|
Gaylord Entertainment Co. (a)
|
|
1,130
|
|
93
|
|
Genuine Parts Co.
|
|
4,620
|
|
26
|
|
Getty Images, Inc. (a)
|
|
811
|
|
13
|
|
Group 1 Automotive, Inc.
|
|
456
|
|
10
|
|
GSI Commerce, Inc. (a)
|
|
230
|
|
15
|
|
Guitar Center, Inc. (a)
|
|
849
|
|
18
|
|
Gymboree Corp. (a)
|
|
722
|
|
162
|
|
H&R Block, Inc.
|
|
3,214
|
|
52
|
|
Hanesbrands, Inc. (a)
|
|
1,558
|
|
101
|
|
Harrah’s Entertainment, Inc.
|
|
8,663
|
|
15
|
|
Helen of Troy, Ltd. (Bermuda) (a)
|
|
340
|
|
17
|
|
Hibbett Sports, Inc. (a)
|
|
424
|
|
199
|
|
Hilton Hotels Corp.
|
|
9,144
|
|
1,069
|
|
Home Depot, Inc.
|
|
40,953
|
|
24
|
|
Hovnanian Enterprises, Inc. - Class A (a)
|
|
285
|
|
108
|
|
IAC/InterActive Corp. (a)
|
|
3,001
|
|
9
|
|
Ihop Corp.
|
|
566
|
|
19
|
|
Interactive Data Corp.
|
|
519
|
|
180
|
|
International Game Technology
|
|
6,871
|
|
254
|
|
Interpublic Group of Cos., Inc. (a)
|
|
2,781
|
|
24
|
|
INVESTools, Inc. (a)
|
|
290
|
|
11
|
|
Isle of Capri Casinos, Inc. (a)
|
|
204
|
|
22
|
|
ITT Educational Services, Inc. (a)
|
|
2,416
|
|
23
|
|
J Crew Group, Inc. (a)
|
|
1,146
|
|
17
|
|
Jack in the Box, Inc. (a)
|
|
1,058
|
|
16
|
|
Jackson Hewitt Tax Service, Inc.
|
|
462
|
|
107
|
|
JC Penney Co., Inc.
|
|
7,357
|
|
14
|
|
Jo-Ann Stores, Inc. (a)
|
|
315
|
|
10
|
|
JOS A Bank Clothiers, Inc. (a)
|
|
301
|
|
42
|
|
KB Home
|
|
1,274
|
|
155
|
|
Kohl’s Corp. (a)
|
|
9,192
|
|
33
|
|
Krispy Kreme Doughnuts, Inc. (a)
|
|
219
|
|
38
|
|
Lamar Advertising Co. - Class A (a)
|
|
2,011
|
|
9
|
|
Landry’s Restaurants, Inc.
|
|
258
|
|
57
|
|
Las Vegas Sands Corp. (a)
|
|
5,683
|
|
17
|
|
Leapfrog Enterprises, Inc. (a)
|
|
122
|
|
68
|
|
Lennar Corp. - Class A
|
|
1,922
|
|
6
|
|
Lennar Corp. - Class B
|
|
161
|
|
341
|
|
Liberty Media Corp - Interactive (Tracking Stock) (a)
|
|
6,469
|
|
817
|
|
Lowe’s Cos., Inc.
|
|
25,376
|
|
185
|
|
Limited Brands, Inc.
|
|
4,285
|
|
250
|
|
Macy’s, Inc.
|
|
7,930
|
|
12
|
|
Marcus, Corp.
|
|
253
|
|
183
|
|
Marriott International, Inc. - Class A
|
|
8,129
|
|
653
|
|
McDonald’s Corp.
|
|
32,160
|
|
|
|
|
|
|
|
19
|
|
MDC Holdings, Inc.
|
|
845
|
|
27
|
|
Men’s Wearhouse, Inc.
|
|
1,368
|
|
13
|
|
Meritage Homes, Corp. (a)
|
|
236
|
|
65
|
|
MGM Mirage (a)
|
|
5,458
|
|
19
|
|
Morgans Hotel Group Co. (a)
|
|
366
|
|
23
|
|
National CineMedia, Inc.
|
|
566
|
|
29
|
|
NetFlix, Inc. (a)
|
|
508
|
|
14
|
|
New York & Co, Inc. (a)
|
|
92
|
|
118
|
|
Nordstrom, Inc.
|
|
5,676
|
|
3
|
|
NVR, Inc. (a)
|
|
1,679
|
|
151
|
|
Office Depot, Inc. (a)
|
|
3,692
|
|
40
|
|
OfficeMax, Inc.
|
|
1,421
|
|
181
|
|
Omnicom Group, Inc.
|
|
9,218
|
|
62
|
|
O’Reilly Automotive, Inc. (a)
|
|
2,203
|
|
38
|
|
Pacific Sunwear Of California, Inc. (a)
|
|
532
|
|
17
|
|
Panera Bread Co. - Class A (a)
|
|
744
|
|
12
|
|
Papa John’s International, Inc. (a)
|
|
304
|
|
22
|
|
Penske Auto Group, Inc.
|
|
434
|
|
22
|
|
PEP Boys-Manny Moe & Jack
|
|
361
|
|
74
|
|
PetSmart, Inc.
|
|
2,568
|
|
14
|
|
PF Chang’s China Bistro, Inc. (a)
|
|
472
|
|
43
|
|
Pier 1 Imports, Inc. (a)
|
|
266
|
|
32
|
|
Pinnacle Entertainment, Inc. (a)
|
|
890
|
|
5
|
|
Pre-Paid Legal Services, Inc. (a)
|
|
276
|
|
19
|
|
priceline.com, Inc. (a)
|
|
1,577
|
|
114
|
|
Pulte Homes, Inc.
|
|
1,897
|
|
74
|
|
RadioShack Corp.
|
|
1,759
|
|
17
|
|
Rare Hospitality International, Inc. (a)
|
|
642
|
|
8
|
|
Red Robin Gourmet Burgers, Inc. (a)
|
|
308
|
|
25
|
|
Regis Corp.
|
|
825
|
|
38
|
|
Rent-A-Center, Inc. (a)
|
|
730
|
|
15
|
|
Retail Ventures, Inc. (a)
|
|
174
|
|
38
|
|
RH Donnelley Corp. (a)
|
|
2,235
|
|
75
|
|
Ross Stores, Inc.
|
|
2,087
|
|
29
|
|
Ruby Tuesday, Inc.
|
|
642
|
|
23
|
|
Ryland Group, Inc.
|
|
659
|
|
66
|
|
Saks, Inc. (a)
|
|
1,067
|
|
46
|
|
Sally Beauty Holdings, Inc. (a)
|
|
392
|
|
38
|
|
Scientific Games Corp. - Class A (a)
|
|
1,326
|
|
24
|
|
Sealy Corp.
|
|
366
|
|
52
|
|
Sears Holdings Corp. (a)
|
|
7,465
|
|
160
|
|
Service Corp. International
|
|
1,955
|
|
19
|
|
Shuffle Master, Inc. (a)
|
|
282
|
|
17
|
|
Sonic Automotive, Inc. - Class A
|
|
452
|
|
36
|
|
Sonic Corp. (a)
|
|
786
|
|
36
|
|
Sotheby’s
|
|
1,558
|
|
24
|
|
Stage Stores, Inc.
|
|
416
|
|
35
|
|
Standard-Pacific Corp.
|
|
351
|
|
388
|
|
Staples, Inc.
|
|
9,215
|
|
402
|
|
Starbucks Corp. (a)
|
|
11,075
|
|
117
|
|
Starwood Hotels & Resorts Worldwide, Inc.
|
|
7,151
|
|
23
|
|
Station Casinos, Inc.
|
|
2,020
|
|
15
|
|
Stein Mart, Inc.
|
|
132
|
|
51
|
|
Stewart Enterprises, Inc. - Class A
|
|
366
|
|
8
|
|
Strayer Education, Inc.
|
|
1,277
|
|
12
|
|
Talbots, Inc.
|
|
255
|
|
422
|
|
Target Corp.
|
|
27,822
|
|
43
|
|
Tempur-Pedic International, Inc.
|
|
1,243
|
|
30
|
|
Texas Roadhouse, Inc. - Class A (a)
|
|
384
|
|
247
|
|
TJX Cos., Inc.
|
|
7,531
|
|
73
|
|
Toll Brothers, Inc. (a)
|
|
1,559
|
|
19
|
|
Tractor Supply Co. (a)
|
|
915
|
|
16
|
|
Trump Entertainment Resorts, Inc. (a)
|
|
107
|
|
17
|
|
Tween Brands, Inc. (a)
|
|
501
|
|
|
|
|
|
|
|
8
|
|
Unifirst Corp.
|
|
331
|
|
13
|
|
Universal Technical Institute, Inc. (a)
|
|
234
|
|
64
|
|
Urban Outfitters, Inc. (a)
|
|
1,466
|
|
17
|
|
Vail Resorts, Inc. (a)
|
|
972
|
|
8
|
|
Volcom, Inc. (a)
|
|
312
|
|
18
|
|
WCI Communities, Inc. (a)
|
|
168
|
|
20
|
|
Weight Watchers International, Inc.
|
|
1,039
|
|
47
|
|
Wendy’s International, Inc.
|
|
1,546
|
|
48
|
|
Williams-Sonoma, Inc.
|
|
1,600
|
|
24
|
|
WMS Industries, Inc. (a)
|
|
707
|
|
99
|
|
Wyndham Worldwide Corp.
|
|
3,158
|
|
42
|
|
Wynn Resorts, Ltd. (a)
|
|
5,197
|
|
288
|
|
Yum! Brands, Inc.
|
|
9,423
|
|
9
|
|
Zumiez, Inc. (a)
|
|
437
|
|
|
|
|
|
|
|
|
|
|
|
486,010
|
|
|
|
|
|
|
|
|
|
Consumer Staples - 4.7%
|
|
|
|
35
|
|
BJ’s Wholesale Club, Inc. (a)
|
|
1,225
|
|
27
|
|
Casey’s General Stores, Inc.
|
|
766
|
|
8
|
|
Chattem, Inc. (a)
|
|
494
|
|
242
|
|
Costco Wholesale Corp.
|
|
14,943
|
|
849
|
|
CVS Caremark Corp.
|
|
32,109
|
|
10
|
|
Great Atlantic & Pacific Tea Co. (a)
|
|
314
|
|
7
|
|
Ingles Markets, Inc. - Class A
|
|
211
|
|
358
|
|
Kroger Co. (The)
|
|
9,516
|
|
18
|
|
Longs Drug Stores Corp.
|
|
949
|
|
33
|
|
NBTY, Inc. (a)
|
|
1,211
|
|
28
|
|
Nu Skin Enterprises, Inc. - Class A
|
|
436
|
|
12
|
|
Pantry, Inc. (The) (a)
|
|
400
|
|
18
|
|
Performance Food Group Co. (a)
|
|
512
|
|
19
|
|
Prestige Brands Holdings, Inc. (a)
|
|
208
|
|
421
|
|
Rite Aid Corp. (a)
|
|
2,134
|
|
19
|
|
Ruddick Corp.
|
|
619
|
|
239
|
|
Safeway, Inc.
|
|
7,583
|
|
114
|
|
SUPERVALU, Inc.
|
|
4,805
|
|
337
|
|
SYSCO, Corp.
|
|
11,249
|
|
21
|
|
United Natural Foods, Inc. (a)
|
|
564
|
|
549
|
|
Walgreen Co.
|
|
24,743
|
|
1,382
|
|
Wal-Mart Stores, Inc.
|
|
60,297
|
|
6
|
|
Weis Markets, Inc.
|
|
258
|
|
76
|
|
Whole Foods Market, Inc.
|
|
3,364
|
|
29
|
|
Winn-Dixie Stores, Inc. (a)
|
|
607
|
|
|
|
|
|
|
|
|
|
|
|
179,517
|
|
|
|
|
|
|
|
|
|
Energy - 0.1%
|
|
|
|
6
|
|
Delek US Holdings, Inc.
|
|
165
|
|
15
|
|
General Maritime Corp. (Marshall Island)
|
|
388
|
|
13
|
|
Hornbeck Offshore Services, Inc. (a)
|
|
496
|
|
49
|
|
Newpark Resources (a)
|
|
274
|
|
16
|
|
Overseas Shipholding Group, Inc.
|
|
1,142
|
|
26
|
|
Ship Finance International, Ltd. (Bermuda)
|
|
748
|
|
|
|
|
|
|
|
|
|
|
|
3,213
|
|
|
|
|
|
|
|
|
|
Financials - 43.9%
|
|
|
|
14
|
|
21st Century Insurance Group
|
|
308
|
|
16
|
|
Acadia Realty Trust - REIT
|
|
400
|
|
177
|
|
ACE, Ltd. (Cayman Islands)
|
|
10,223
|
|
35
|
|
Advance America Cash Advance Centers, Inc.
|
|
439
|
|
14
|
|
Advanta Corp. - Class B
|
|
366
|
|
16
|
|
Affiliated Managers Group, Inc. (a)
|
|
1,812
|
|
266
|
|
Aflac, Inc.
|
|
14,180
|
|
41
|
|
AG Edwards, Inc.
|
|
3,427
|
|
10
|
|
Alabama National Bancorporation
|
|
528
|
|
1
|
|
Alexander’s, Inc. - REIT (a)
|
|
400
|
|
16
|
|
Alexandria Real Estate Equities, Inc. - REIT
|
|
1,493
|
|
20
|
|
Alfa Corp.
|
|
356
|
|
3
|
|
Alleghany Corp. (a)
|
|
1,236
|
|
|
|
|
|
|
|
333
|
|
Allstate Corp. (The)
|
|
18,232
|
|
54
|
|
AMB Property Corp. - REIT
|
|
2,969
|
|
55
|
|
AMBAC Financial Group, Inc.
|
|
3,455
|
|
12
|
|
Amcore Financial, Inc.
|
|
321
|
|
12
|
|
American Campus Communities, Inc. - REIT
|
|
340
|
|
29
|
|
American Equity Investment Life Holding Co.
|
|
296
|
|
576
|
|
American Express Co.
|
|
33,765
|
|
38
|
|
American Financial Group, Inc.
|
|
1,072
|
|
70
|
|
American Financial Realty Trust - REIT
|
|
580
|
|
1,237
|
|
American International Group, Inc.
|
|
81,642
|
|
64
|
|
AmeriCredit Corp. (a)
|
|
1,108
|
|
114
|
|
Ameriprise Financial, Inc.
|
|
6,955
|
|
14
|
|
Amtrust Financial Services, Inc.
|
|
229
|
|
11
|
|
Anchor Bancorp Wisconsin, Inc.
|
|
290
|
|
168
|
|
Annaly Capital Management, Inc. - REIT
|
|
2,367
|
|
31
|
|
Anthracite Capital, Inc. - REIT
|
|
281
|
|
141
|
|
AON Corp.
|
|
6,108
|
|
53
|
|
Apartment Investment & Management Co. - Class A - REIT
|
|
2,369
|
|
23
|
|
Arch Capital Group, Ltd. (Bermuda) (a)
|
|
1,652
|
|
121
|
|
Archstone-Smith Trust - REIT
|
|
7,115
|
|
54
|
|
Arthur J Gallagher & Co.
|
|
1,595
|
|
67
|
|
Ashford Hospitality Trust, Inc. - REIT
|
|
731
|
|
41
|
|
Aspen Insurance Holdings, Ltd. (Bermuda)
|
|
1,029
|
|
8
|
|
Asset Acceptance Capital Corp. (a)
|
|
90
|
|
65
|
|
Associated Banc-Corp.
|
|
1,833
|
|
55
|
|
Assurant, Inc.
|
|
2,835
|
|
26
|
|
Assured Guaranty, Ltd. (Bermuda)
|
|
678
|
|
48
|
|
Astoria Financial Corp.
|
|
1,251
|
|
43
|
|
AvalonBay Communities, Inc. - REIT
|
|
4,918
|
|
77
|
|
Axis Capital Holdings, Ltd. (Bermuda)
|
|
2,780
|
|
4
|
|
Bancfirst Corp.
|
|
180
|
|
42
|
|
Bancorpsouth, Inc.
|
|
1,049
|
|
30
|
|
Bank Mutual Corp.
|
|
356
|
|
2,442
|
|
Bank of America Corp.
|
|
123,761
|
|
27
|
|
Bank of Hawaii Corp.
|
|
1,388
|
|
610
|
|
Bank of New York Mellon Corp. (The)
|
|
24,662
|
|
25
|
|
BankAtlantic Bancorp, Inc. - Class A
|
|
207
|
|
20
|
|
BankUnited Financial Corp. - Class A
|
|
342
|
|
295
|
|
BB&T Corp.
|
|
11,720
|
|
65
|
|
Bear Stearns Cos., Inc. (The)
|
|
7,063
|
|
36
|
|
BioMed Realty Trust, Inc. - REIT
|
|
878
|
|
11
|
|
BlackRock, Inc.
|
|
1,706
|
|
12
|
|
BOK Financial Corp.
|
|
611
|
|
20
|
|
Boston Private Financial Holdings, Inc.
|
|
543
|
|
65
|
|
Boston Properties, Inc. - REIT
|
|
6,505
|
|
47
|
|
Brandywine Realty Trust - REIT
|
|
1,212
|
|
28
|
|
BRE Properties, Inc. - REIT
|
|
1,555
|
|
33
|
|
Brookline Bancorp, Inc.
|
|
413
|
|
62
|
|
Brown & Brown, Inc.
|
|
1,669
|
|
31
|
|
Camden Property Trust - REIT
|
|
1,906
|
|
226
|
|
Capital One Financial Corp.
|
|
14,613
|
|
9
|
|
Capital Trust, Inc. - Class A - REIT
|
|
312
|
|
75
|
|
CapitalSource, Inc. - REIT
|
|
1,337
|
|
12
|
|
Capitol Federal Financial
|
|
418
|
|
12
|
|
Cascade Bancorp
|
|
281
|
|
16
|
|
Cash America International, Inc.
|
|
577
|
|
24
|
|
Cathay General Bancorp
|
|
780
|
|
110
|
|
CB Richard Ellis Group, Inc. - Class A (a)
|
|
3,247
|
|
35
|
|
CBL & Associates Properties, Inc. - REIT
|
|
1,154
|
|
23
|
|
Cedar Shopping Centers, Inc. - REIT
|
|
305
|
|
17
|
|
Central Pacific Financial Corp.
|
|
541
|
|
558
|
|
Charles Schwab Corp. (The)
|
|
11,048
|
|
12
|
|
Chemical Financial Corp.
|
|
304
|
|
25
|
|
Chittenden Corp.
|
|
869
|
|
|
|
|
|
|
|
218
|
|
Chubb Corp.
|
|
11,146
|
|
83
|
|
Cincinnati Financial Corp.
|
|
3,498
|
|
104
|
|
CIT Group, Inc.
|
|
3,907
|
|
2,699
|
|
Citigroup, Inc.
|
|
126,529
|
|
41
|
|
Citizens Republic Bancorp, Inc.
|
|
723
|
|
9
|
|
City Holding Co.
|
|
333
|
|
22
|
|
City National Corp.
|
|
1,570
|
|
25
|
|
CME Group, Inc.
|
|
13,870
|
|
16
|
|
CNA Financial Corp.
|
|
671
|
|
9
|
|
CNA Surety Corp. (a)
|
|
162
|
|
9
|
|
Cohen & Steers, Inc.
|
|
299
|
|
84
|
|
Colonial BancGroup, Inc. (The)
|
|
1,782
|
|
25
|
|
Colonial Properties Trust - REIT
|
|
898
|
|
85
|
|
Comerica, Inc.
|
|
4,741
|
|
104
|
|
Commerce Bancorp, Inc.
|
|
3,820
|
|
38
|
|
Commerce Bancshares, Inc.
|
|
1,775
|
|
32
|
|
Commerce Group, Inc.
|
|
1,020
|
|
16
|
|
Community Bank System, Inc.
|
|
322
|
|
71
|
|
Compass Bancshares, Inc.
|
|
4,640
|
|
18
|
|
CompuCredit Corp. (a)
|
|
382
|
|
82
|
|
Conseco, Inc. (a)
|
|
1,153
|
|
25
|
|
Corporate Office Properties Trust - REIT
|
|
1,077
|
|
18
|
|
Corus Bankshares, Inc.
|
|
240
|
|
320
|
|
Countrywide Financial Corp.
|
|
6,352
|
|
22
|
|
Cousins Properties, Inc. - REIT
|
|
604
|
|
32
|
|
Cullen/Frost Bankers, Inc.
|
|
1,650
|
|
36
|
|
CVB Financial Corp.
|
|
429
|
|
91
|
|
DCT Industrial Trust, Inc. - REIT
|
|
930
|
|
22
|
|
Deerfield Triarc Capital Corp. - REIT
|
|
193
|
|
24
|
|
Delphi Financial Group, Inc. - Class A
|
|
967
|
|
68
|
|
Developers Diversified Realty Corp. - REIT
|
|
3,637
|
|
52
|
|
DiamondRock Hospitality Co. - REIT
|
|
933
|
|
30
|
|
Digital Realty Trust, Inc. - REIT
|
|
1,170
|
|
12
|
|
Dollar Financial Corp. (a)
|
|
288
|
|
56
|
|
Douglas Emmett, Inc. - REIT
|
|
1,369
|
|
11
|
|
Downey Financial Corp.
|
|
622
|
|
74
|
|
Duke Realty Corp. - REIT
|
|
2,500
|
|
232
|
|
E*Trade Financial Corp. (a)
|
|
3,614
|
|
31
|
|
East West Bancorp, Inc.
|
|
1,110
|
|
13
|
|
EastGroup Properties, Inc. - REIT
|
|
552
|
|
68
|
|
Eaton Vance Corp.
|
|
2,610
|
|
29
|
|
Employers Holdings, Inc.
|
|
543
|
|
32
|
|
Endurance Specialty Holdings, Ltd. (Bermuda)
|
|
1,276
|
|
14
|
|
Entertainment Properties Trust - REIT
|
|
670
|
|
30
|
|
Equity Inns, Inc. - REIT
|
|
676
|
|
12
|
|
Equity Lifestyle Properties, Inc. - REIT
|
|
584
|
|
20
|
|
Equity One, Inc. - REIT
|
|
523
|
|
158
|
|
Equity Residential - REIT
|
|
6,358
|
|
28
|
|
Erie Indemnity Co. - Class A
|
|
1,565
|
|
14
|
|
Essex Property Trust, Inc. - REIT
|
|
1,649
|
|
34
|
|
Everest Re Group, Ltd. (Bermuda)
|
|
3,464
|
|
35
|
|
Extra Space Storage, Inc. - REIT
|
|
538
|
|
7
|
|
FBL Financial Group, Inc. - Class A
|
|
274
|
|
525
|
|
Federal National Mortgage Association
|
|
34,445
|
|
31
|
|
Federal Realty Invs. Trust - REIT
|
|
2,606
|
|
54
|
|
Federated Investors, Inc. - Class B
|
|
1,896
|
|
34
|
|
FelCor Lodging Trust, Inc. - REIT
|
|
746
|
|
119
|
|
Fidelity National Financial, Inc. - Class A
|
|
2,165
|
|
255
|
|
Fifth Third Bancorp
|
|
9,101
|
|
15
|
|
Financial Federal Corp.
|
|
458
|
|
46
|
|
First American Corp.
|
|
1,924
|
|
42
|
|
First Bancorp (Puerto Rico)
|
|
422
|
|
16
|
|
First Cash Financial Services, Inc. (a)
|
|
343
|
|
19
|
|
First Charter Corp.
|
|
568
|
|
|
|
|
|
|
|
36
|
|
First Commonwealth Financial Corp.
|
|
396
|
|
15
|
|
First Community Bancorp, Inc.
|
|
814
|
|
21
|
|
First Financial Bancorp
|
|
283
|
|
10
|
|
First Financial Bankshares, Inc.
|
|
423
|
|
68
|
|
First Horizon National Corp.
|
|
2,086
|
|
25
|
|
First Industrial Realty Trust, Inc. - REIT
|
|
1,020
|
|
33
|
|
First Marblehead Corp. (The)
|
|
1,105
|
|
27
|
|
First Midwest Bancorp, Inc.
|
|
926
|
|
58
|
|
First Niagara Financial Group, Inc.
|
|
820
|
|
13
|
|
First Potomac Realty Trust - REIT
|
|
275
|
|
17
|
|
First Republic Bank
|
|
927
|
|
9
|
|
FirstFed Financial Corp. (a)
|
|
452
|
|
41
|
|
FirstMerit Corp.
|
|
792
|
|
20
|
|
Flagstar Bancorp, Inc.
|
|
246
|
|
33
|
|
FNB Corp.
|
|
560
|
|
32
|
|
Forest City Enterprises, Inc. - Class A
|
|
1,778
|
|
92
|
|
Franklin Resources, Inc.
|
|
12,123
|
|
35
|
|
Franklin Street Properties Corp. - REIT
|
|
604
|
|
359
|
|
Freddie Mac
|
|
22,118
|
|
37
|
|
Fremont General Corp.
|
|
166
|
|
82
|
|
Friedman Billings Ramsey Group, Inc. - Class A - REIT
|
|
385
|
|
25
|
|
Frontier Financial Corp.
|
|
614
|
|
94
|
|
Fulton Financial Corp.
|
|
1,382
|
|
3
|
|
GAMCO Investors, Inc. - Class A
|
|
161
|
|
125
|
|
General Growth Properties, Inc.
|
|
6,214
|
|
238
|
|
Genworth Financial, Inc. - Class A
|
|
6,897
|
|
9
|
|
Getty Realty Corp. - REIT
|
|
245
|
|
9
|
|
GFI Group, Inc. (a)
|
|
666
|
|
28
|
|
Glacier Bancorp, Inc.
|
|
615
|
|
20
|
|
Glimcher Realty Trust -REIT
|
|
447
|
|
201
|
|
Goldman Sachs Group, Inc. (The)
|
|
35,378
|
|
11
|
|
Gramercy Capital Corp. - REIT
|
|
277
|
|
28
|
|
Greater Bay Bancorp
|
|
788
|
|
6
|
|
Greenhill & Co, Inc.
|
|
347
|
|
15
|
|
Hancock Holding Co.
|
|
600
|
|
27
|
|
Hanmi Financial Corp.
|
|
418
|
|
28
|
|
Hanover Insurance Group, Inc. (The)
|
|
1,198
|
|
8
|
|
Harleysville Group, Inc.
|
|
258
|
|
172
|
|
Hartford Financial Services Group, Inc.
|
|
15,292
|
|
61
|
|
HCC Insurance Holdings, Inc.
|
|
1,684
|
|
112
|
|
Health Care Property Investors, Inc. - REIT
|
|
3,407
|
|
43
|
|
Health Care REIT, Inc. - REIT
|
|
1,716
|
|
26
|
|
Healthcare Realty Trust, Inc. - REIT
|
|
649
|
|
31
|
|
Highwoods Properties, Inc. - REIT
|
|
1,106
|
|
20
|
|
Hilb Rogal & Hobbs Co.
|
|
934
|
|
18
|
|
Home Properties, Inc. - REIT
|
|
915
|
|
23
|
|
Horace Mann Educators Corp.
|
|
445
|
|
51
|
|
Hospitality Properties Trust - REIT
|
|
2,012
|
|
283
|
|
Host Hotels & Resorts, Inc. - REIT
|
|
6,308
|
|
114
|
|
HRPT Properties Trust - REIT
|
|
1,115
|
|
275
|
|
Hudson City Bancorp, Inc.
|
|
3,910
|
|
189
|
|
Huntington Bancshares, Inc.
|
|
3,253
|
|
6
|
|
IBERIABANK Corp.
|
|
301
|
|
40
|
|
IndyMac Bancorp, Inc.
|
|
968
|
|
11
|
|
Infinity Property & Casualty Corp.
|
|
456
|
|
32
|
|
Inland Real Estate Corp. - REIT
|
|
495
|
|
32
|
|
IntercontinentalExchange, Inc. (a)
|
|
4,668
|
|
29
|
|
International Bancshares Corp.
|
|
668
|
|
20
|
|
International Securities Exchange Holdings, Inc.
|
|
1,328
|
|
24
|
|
Investment Technology Group, Inc. (a)
|
|
971
|
|
35
|
|
IPC Holdings, Ltd. (Bermuda)
|
|
890
|
|
70
|
|
iStar Financial, Inc. - REIT
|
|
2,562
|
|
102
|
|
Janus Capital Group, Inc.
|
|
2,712
|
|
59
|
|
Jefferies Group, Inc.
|
|
1,523
|
|
|
|
|
|
|
|
20
|
|
Jones Lang LaSalle, Inc.
|
|
2,234
|
|
1,861
|
|
JPMorgan Chase & Co.
|
|
82,852
|
|
16
|
|
KBW, Inc. (a)
|
|
442
|
|
12
|
|
Kearny Financial Corp.
|
|
159
|
|
213
|
|
Keycorp
|
|
7,093
|
|
18
|
|
Kilroy Realty Corp. - REIT
|
|
1,100
|
|
119
|
|
Kimco Realty Corp. - REIT
|
|
5,096
|
|
44
|
|
KKR Financial Holdings LLC
|
|
682
|
|
57
|
|
Knight Capital Group, Inc. - Class A (a)
|
|
783
|
|
9
|
|
LandAmerica Financial Group, Inc.
|
|
498
|
|
22
|
|
LaSalle Hotel Properties - REIT
|
|
916
|
|
71
|
|
Legg Mason, Inc.
|
|
6,164
|
|
289
|
|
Lehman Brothers Holdings, Inc.
|
|
15,846
|
|
34
|
|
Lexington Realty Trust - REIT
|
|
703
|
|
50
|
|
Liberty Property Trust - REIT
|
|
1,953
|
|
151
|
|
Lincoln National Corp.
|
|
9,193
|
|
247
|
|
Loews Corp.
|
|
11,611
|
|
12
|
|
LTC Properties, Inc. - REIT
|
|
271
|
|
42
|
|
M&T Bank Corp.
|
|
4,447
|
|
39
|
|
Macerich Co. (The) - REIT
|
|
3,168
|
|
37
|
|
Mack-Cali Realty Corp. - REIT
|
|
1,545
|
|
17
|
|
MAF Bancorp, Inc.
|
|
913
|
|
20
|
|
Maguire Properties, Inc. - REIT
|
|
520
|
|
5
|
|
Markel Corp. (a)
|
|
2,378
|
|
298
|
|
Marsh & McLennan Cos., Inc.
|
|
7,942
|
|
130
|
|
Marshall & Ilsley Corp.
|
|
5,682
|
|
28
|
|
Max Capital Group, Ltd. (Bermuda)
|
|
769
|
|
20
|
|
MB Financial, Inc.
|
|
704
|
|
71
|
|
MBIA, Inc.
|
|
4,260
|
|
27
|
|
Medical Properties Trust, Inc. - REIT
|
|
364
|
|
14
|
|
Mercury General Corp.
|
|
738
|
|
444
|
|
Merrill Lynch & Co, Inc.
|
|
32,723
|
|
22
|
|
Meruelo Maddux Properties, Inc. (a)
|
|
132
|
|
246
|
|
MetLife, Inc.
|
|
15,756
|
|
44
|
|
MFA Mortgage Investments, Inc. - REIT
|
|
341
|
|
45
|
|
MGIC Investment Corp.
|
|
1,357
|
|
14
|
|
Mid-America Apartment Communities, Inc. - REIT
|
|
694
|
|
6
|
|
Midland Co. (The)
|
|
329
|
|
126
|
|
Moody’s Corp.
|
|
5,777
|
|
524
|
|
Morgan Stanley
|
|
32,682
|
|
84
|
|
Move, Inc. (a)
|
|
252
|
|
53
|
|
Nasdaq Stock Market, Inc. (The) (a)
|
|
1,731
|
|
292
|
|
National City Corp.
|
|
7,858
|
|
20
|
|
National Financial Partners Corp.
|
|
978
|
|
14
|
|
National Health Investors, Inc. - REIT
|
|
423
|
|
24
|
|
National Penn Bancshares, Inc.
|
|
426
|
|
36
|
|
National Retail Properties, Inc. - REIT
|
|
846
|
|
29
|
|
Nationwide Financial Services - Class A - REIT
|
|
1,552
|
|
48
|
|
Nationwide Health Properties, Inc. - REIT
|
|
1,332
|
|
7
|
|
Navigators Group, Inc. (a)
|
|
379
|
|
19
|
|
NBT Bancorp, Inc.
|
|
417
|
|
11
|
|
Nelnet, Inc. - Class A
|
|
194
|
|
154
|
|
New York Community Bancorp, Inc.
|
|
2,724
|
|
57
|
|
NewAlliance Bancshares, Inc.
|
|
850
|
|
29
|
|
Newcastle Investment Corp. - REIT
|
|
483
|
|
106
|
|
Northern Trust Corp.
|
|
6,515
|
|
33
|
|
NorthStar Realty Finance Corp. - REIT
|
|
350
|
|
11
|
|
Northwest Bancorp, Inc.
|
|
321
|
|
43
|
|
Nuveen Investments, Inc. - Class A
|
|
2,674
|
|
19
|
|
Nymex Holdings, Inc.
|
|
2,451
|
|
104
|
|
NYSE Euronext
|
|
7,566
|
|
20
|
|
Ocwen Financial Corp. (a)
|
|
188
|
|
15
|
|
Odyssey Re Holdings Corp.
|
|
543
|
|
36
|
|
Old National Bancorp
|
|
572
|
|
|
|
|
|
|
|
118
|
|
Old Republic International Corp.
|
|
2,146
|
|
36
|
|
Omega Healthcare Investors, Inc. - REIT
|
|
536
|
|
15
|
|
OneBeacon Insurance Group, Ltd. (Bermuda)
|
|
320
|
|
25
|
|
optionsXpress Holdings, Inc.
|
|
588
|
|
25
|
|
Pacific Capital Bancorp NA
|
|
630
|
|
6
|
|
Park National Corp.
|
|
546
|
|
9
|
|
Parkway Properties, Inc. - REIT
|
|
417
|
|
31
|
|
PartnerRe, Ltd. (Bermuda)
|
|
2,254
|
|
20
|
|
Pennsylvania Real Estate Investment Trust - REIT
|
|
757
|
|
10
|
|
Penson Worldwide, Inc. (a)
|
|
157
|
|
68
|
|
People’s United Financial, Inc.
|
|
1,202
|
|
12
|
|
PFF Bancorp, Inc.
|
|
210
|
|
33
|
|
Philadelphia Consolidated Holding Co. (a)
|
|
1,321
|
|
59
|
|
Phoenix Cos, Inc. (The)
|
|
817
|
|
7
|
|
Pico Holdings, Inc. (a)
|
|
308
|
|
10
|
|
Piper Jaffray Cos. (a)
|
|
514
|
|
32
|
|
Platinum Underwriters Holdings, Ltd. (Bermuda)
|
|
1,110
|
|
47
|
|
PMI Group, Inc. (The)
|
|
1,489
|
|
189
|
|
PNC Financial Services Group, Inc.
|
|
13,300
|
|
138
|
|
Popular, Inc. (Puerto Rico)
|
|
1,703
|
|
9
|
|
Portfolio Recovery Associates, Inc. (a)
|
|
462
|
|
23
|
|
Post Properties, Inc. - REIT
|
|
918
|
|
146
|
|
Principal Financial Group, Inc.
|
|
8,101
|
|
12
|
|
PrivateBancorp, Inc.
|
|
402
|
|
17
|
|
ProAssurance Corp. (a)
|
|
894
|
|
374
|
|
Progressive Corp. (The)
|
|
7,607
|
|
139
|
|
Prologis - REIT
|
|
8,362
|
|
24
|
|
Prosperity Bancshares, Inc.
|
|
810
|
|
35
|
|
Protective Life Corp.
|
|
1,463
|
|
17
|
|
Provident Bankshares Corp.
|
|
525
|
|
34
|
|
Provident Financial Services, Inc.
|
|
571
|
|
22
|
|
Provident New York Bancorp
|
|
304
|
|
259
|
|
Prudential Financial, Inc.
|
|
23,253
|
|
9
|
|
PS Business Parks, Inc. - REIT
|
|
509
|
|
70
|
|
Public Storage - REIT
|
|
5,305
|
|
43
|
|
Radian Group, Inc.
|
|
759
|
|
35
|
|
RAIT Financial Trust - REIT
|
|
310
|
|
52
|
|
Raymond James Financial, Inc.
|
|
1,705
|
|
55
|
|
Realty Income Corp. - REIT
|
|
1,485
|
|
14
|
|
Redwood Trust, Inc. - REIT
|
|
523
|
|
38
|
|
Regency Centers Corp. - REIT
|
|
2,640
|
|
383
|
|
Regions Financial Corp.
|
|
11,988
|
|
16
|
|
Reinsurance Group of America, Inc.
|
|
869
|
|
36
|
|
RenaissanceRe Holdings, Ltd. (Bermuda)
|
|
2,062
|
|
12
|
|
RLI Corp.
|
|
722
|
|
14
|
|
S&T Bancorp, Inc.
|
|
493
|
|
57
|
|
Safeco Corp.
|
|
3,307
|
|
9
|
|
Safety Insurance Group, Inc.
|
|
307
|
|
6
|
|
Saul Centers, Inc. - REIT
|
|
300
|
|
78
|
|
SEI Investments Co.
|
|
1,979
|
|
30
|
|
Selective Insurance Group
|
|
633
|
|
45
|
|
Senior Housing Properties Trust - REIT
|
|
915
|
|
16
|
|
Signature Bank (a)
|
|
553
|
|
121
|
|
Simon Property Group, Inc. - REIT
|
|
11,485
|
|
32
|
|
SL Green Realty Corp. - REIT
|
|
3,568
|
|
224
|
|
SLM Corp.
|
|
11,263
|
|
40
|
|
South Financial Group, Inc. (The)
|
|
918
|
|
180
|
|
Sovereign Bancorp, Inc.
|
|
3,254
|
|
11
|
|
Sovran Self Storage, Inc. - REIT
|
|
496
|
|
40
|
|
St. Joe Co. (The)
|
|
1,265
|
|
29
|
|
StanCorp Financial Group, Inc.
|
|
1,366
|
|
8
|
|
State Auto Financial Corp.
|
|
239
|
|
213
|
|
State Street Corp.
|
|
13,070
|
|
40
|
|
Sterling Bancshares, Inc.
|
|
457
|
|
|
|
|
|
|
|
28
|
|
Sterling Financial Corp.
|
|
713
|
|
9
|
|
Stewart Information Services Corp.
|
|
334
|
|
7
|
|
Stifel Financial Corp. (a)
|
|
379
|
|
40
|
|
Strategic Hotels & Resorts, Inc. - REIT
|
|
823
|
|
2
|
|
Student Loan Corp. (The)
|
|
395
|
|
34
|
|
Sunstone Hotel Investors, Inc. - REIT
|
|
917
|
|
192
|
|
SunTrust Banks, Inc.
|
|
15,120
|
|
28
|
|
Susquehanna Bancshares, Inc.
|
|
550
|
|
19
|
|
SVB Financial Group (a)
|
|
945
|
|
15
|
|
SWS Group, Inc.
|
|
266
|
|
146
|
|
Synovus Financial Corp.
|
|
4,032
|
|
143
|
|
T Rowe Price Group, Inc.
|
|
7,339
|
|
17
|
|
Tanger Factory Outlet Centers - REIT
|
|
647
|
|
29
|
|
Taubman Centers, Inc. - REIT
|
|
1,496
|
|
67
|
|
TCF Financial Corp.
|
|
1,693
|
|
131
|
|
TD Ameritrade Holding Corp. (a)
|
|
2,378
|
|
65
|
|
Thornburg Mortgage, Inc. - REIT
|
|
766
|
|
52
|
|
Torchmark Corp.
|
|
3,201
|
|
11
|
|
Tower Group, Inc.
|
|
276
|
|
14
|
|
Transatlantic Holdings, Inc.
|
|
992
|
|
360
|
|
Travelers Cos., Inc. (The)
|
|
18,194
|
|
7
|
|
Triad Guaranty, Inc. (a)
|
|
117
|
|
40
|
|
Trustco Bank Corp.
|
|
447
|
|
28
|
|
Trustmark Corp.
|
|
791
|
|
54
|
|
UCBH Holdings, Inc.
|
|
897
|
|
74
|
|
UDR, Inc. - REIT
|
|
1,858
|
|
17
|
|
UMB Financial Corp.
|
|
753
|
|
34
|
|
Umpqua Holdings Corp.
|
|
738
|
|
29
|
|
UnionBanCal Corp.
|
|
1,705
|
|
11
|
|
United America Indemnity, Ltd. - Class A (Cayman Islands) (a)
|
|
238
|
|
21
|
|
United Bankshares, Inc.
|
|
657
|
|
26
|
|
United Community Banks, Inc.
|
|
631
|
|
12
|
|
United Fire & Casualty Co.
|
|
456
|
|
23
|
|
Unitrin, Inc.
|
|
1,046
|
|
21
|
|
Universal American Financial Corp. (a)
|
|
436
|
|
186
|
|
Unum Group
|
|
4,551
|
|
954
|
|
US Bancorp
|
|
30,862
|
|
26
|
|
U-Store-It Trust - REIT
|
|
353
|
|
66
|
|
Valley National Bancorp
|
|
1,498
|
|
70
|
|
Ventas, Inc. - REIT
|
|
2,666
|
|
77
|
|
Vornado Realty Trust - REIT
|
|
8,207
|
|
72
|
|
W Holding Co., Inc. (Puerto Rico)
|
|
168
|
|
1,038
|
|
Wachovia Corp.
|
|
50,841
|
|
46
|
|
Waddell & Reed Financial, Inc. - Class A
|
|
1,143
|
|
47
|
|
Washington Federal, Inc.
|
|
1,247
|
|
479
|
|
Washington Mutual, Inc.
|
|
17,589
|
|
25
|
|
Washington Real Estate Investment Trust - REIT
|
|
819
|
|
30
|
|
Webster Financial Corp.
|
|
1,274
|
|
44
|
|
Weingarten Realty Investors - REIT
|
|
1,769
|
|
1,713
|
|
Wells Fargo & Co.
|
|
62,593
|
|
10
|
|
WesBanco, Inc.
|
|
267
|
|
16
|
|
Westamerica Bancorporation
|
|
777
|
|
13
|
|
Western Alliance Bancorp (a)
|
|
349
|
|
4
|
|
White Mountains Insurance Group, Ltd. (Bermuda)
|
|
2,088
|
|
36
|
|
Whitney Holding Corp.
|
|
997
|
|
37
|
|
Wilmington Trust Corp.
|
|
1,484
|
|
13
|
|
Wintrust Financial Corp.
|
|
561
|
|
8
|
|
World Acceptance Corp. (a)
|
|
248
|
|
98
|
|
WR Berkley Corp.
|
|
2,929
|
|
95
|
|
XL Capital, Ltd. - Class A (Cayman Island)
|
|
7,239
|
|
20
|
|
Zenith National Insurance Corp.
|
|
862
|
|
59
|
|
Zions Bancorporation
|
|
4,165
|
|
|
|
|
|
|
|
|
|
|
|
1,660,496
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care - 26.2%
|
|
|
|
835
|
|
Abbott Laboratories
|
|
43,345
|
|
13
|
|
Abraxis BioScience, Inc. (a)
|
|
285
|
|
21
|
|
Accuray, Inc. (a)
|
|
290
|
|
17
|
|
Adams Respiratory Therapeutics, Inc. (a)
|
|
656
|
|
32
|
|
Advanced Medical Optics, Inc. (a)
|
|
920
|
|
280
|
|
Aetna, Inc.
|
|
14,255
|
|
37
|
|
Affymetrix, Inc. (a)
|
|
838
|
|
41
|
|
Alcon, Inc. (Switzerland)
|
|
5,546
|
|
19
|
|
Alexion Pharmaceuticals, Inc. (a)
|
|
1,149
|
|
32
|
|
Align Technology, Inc. (a)
|
|
727
|
|
55
|
|
Alkermes, Inc. (a)
|
|
927
|
|
164
|
|
Allergan, Inc.
|
|
9,842
|
|
16
|
|
Alnylam Pharmaceuticals, Inc. (a)
|
|
374
|
|
24
|
|
Alpharma, Inc. - Class A (a)
|
|
550
|
|
9
|
|
AMAG Pharmaceuticals, Inc. (a)
|
|
492
|
|
14
|
|
Amedisys, Inc. (a)
|
|
529
|
|
39
|
|
American Medical Systems Holdings, Inc. (a)
|
|
718
|
|
28
|
|
AMERIGROUP Corp. (a)
|
|
887
|
|
103
|
|
AmerisourceBergen Corp.
|
|
4,929
|
|
633
|
|
Amgen, Inc. (a)
|
|
31,720
|
|
19
|
|
AMN Healthcare Services, Inc. (a)
|
|
339
|
|
16
|
|
Amsurg Corp. (a)
|
|
377
|
|
65
|
|
Amylin Pharmaceuticals, Inc. (a)
|
|
3,187
|
|
8
|
|
Analogic Corp.
|
|
552
|
|
99
|
|
Applera Corp. - Applied Biosystems Group - Tracking Stock
|
|
3,129
|
|
42
|
|
Applera Corp. - Celera Group - Tracking Stock (a)
|
|
553
|
|
24
|
|
Apria Healthcare Group, Inc. (a)
|
|
639
|
|
33
|
|
Arena Pharmaceuticals, Inc. (a)
|
|
442
|
|
12
|
|
Arrow International, Inc.
|
|
542
|
|
15
|
|
Arthrocare Corp. (a)
|
|
840
|
|
60
|
|
Barr Pharmaceuticals, Inc. (a)
|
|
3,053
|
|
29
|
|
Bausch & Lomb, Inc.
|
|
1,833
|
|
353
|
|
Baxter International, Inc.
|
|
19,330
|
|
34
|
|
Beckman Coulter, Inc.
|
|
2,446
|
|
125
|
|
Becton Dickinson & Co.
|
|
9,618
|
|
155
|
|
Biogen Idec, Inc. (a)
|
|
9,892
|
|
52
|
|
BioMarin Pharmaceuticals, Inc. (a)
|
|
1,117
|
|
10
|
|
Bio-Rad Laboratories, Inc. - Class A (a)
|
|
843
|
|
747
|
|
Boston Scientific Corp. (a)
|
|
9,584
|
|
1,068
|
|
Bristol-Myers Squibb Co.
|
|
31,132
|
|
28
|
|
Brookdale Senior Living, Inc.
|
|
1,026
|
|
28
|
|
Bruker BioSciences Corp. (a)
|
|
200
|
|
209
|
|
Cardinal Health, Inc.
|
|
14,291
|
|
206
|
|
Celgene Corp. (a)
|
|
13,227
|
|
24
|
|
Centene Corp. (a)
|
|
485
|
|
36
|
|
Cephalon, Inc. (a)
|
|
2,702
|
|
36
|
|
Charles River Laboratories International, Inc. (a)
|
|
1,889
|
|
14
|
|
Chemed Corp.
|
|
869
|
|
156
|
|
Cigna Corp.
|
|
8,062
|
|
52
|
|
Community Health Systems, Inc. (a)
|
|
1,806
|
|
15
|
|
Conmed Corp. (a)
|
|
436
|
|
24
|
|
Cooper Cos., Inc. (The)
|
|
1,170
|
|
35
|
|
Covance, Inc. (a)
|
|
2,566
|
|
85
|
|
Coventry Health Care, Inc. (a)
|
|
4,876
|
|
57
|
|
CR Bard, Inc.
|
|
4,753
|
|
16
|
|
Cross Country Healthcare, Inc. (a)
|
|
273
|
|
30
|
|
Cubist Pharmaceuticals, Inc. (a)
|
|
686
|
|
63
|
|
Cytyc Corp. (a)
|
|
2,693
|
|
45
|
|
Dade Behring Holdings, Inc.
|
|
3,398
|
|
57
|
|
DaVita, Inc. (a)
|
|
3,279
|
|
44
|
|
Dendreon Corp. (a)
|
|
350
|
|
77
|
|
Dentsply International, Inc.
|
|
3,032
|
|
10
|
|
Dionex Corp. (a)
|
|
724
|
|
13
|
|
DJO, Inc. (a)
|
|
633
|
|
|
|
|
|
|
|
32
|
|
Edwards Lifesciences Corp. (a)
|
|
1,546
|
|
525
|
|
Eli Lilly & Co.
|
|
30,109
|
|
5
|
|
Emergency Medical Services Corp. - Class A (a)
|
|
140
|
|
72
|
|
Endo Pharmaceuticals Holdings, Inc. (a)
|
|
2,296
|
|
16
|
|
ev3, Inc. (a)
|
|
245
|
|
52
|
|
Exelixis, Inc. (a)
|
|
585
|
|
124
|
|
Express Scripts, Inc. (a)
|
|
6,789
|
|
172
|
|
Forest Laboratories, Inc. (a)
|
|
6,472
|
|
11
|
|
FoxHollow Technologies, Inc. (a)
|
|
270
|
|
252
|
|
Genentech, Inc. (a)
|
|
18,852
|
|
28
|
|
Gen-Probe, Inc. (a)
|
|
1,793
|
|
142
|
|
Genzyme Corp. (a)
|
|
8,862
|
|
505
|
|
Gilead Sciences, Inc. (a)
|
|
18,367
|
|
6
|
|
GTx, Inc. (a)
|
|
96
|
|
14
|
|
Haemonetics Corp. (a)
|
|
695
|
|
34
|
|
Halozyme Therapeutics, Inc. (a)
|
|
300
|
|
131
|
|
Health Management Associates, Inc. - Class A
|
|
892
|
|
61
|
|
Health Net, Inc. (a)
|
|
3,342
|
|
18
|
|
HealthExtras, Inc. (a)
|
|
506
|
|
43
|
|
Healthsouth Corp. (a)
|
|
785
|
|
24
|
|
Healthspring, Inc. (a)
|
|
449
|
|
19
|
|
Healthways, Inc. (a)
|
|
946
|
|
48
|
|
Henry Schein, Inc. (a)
|
|
2,793
|
|
32
|
|
Hillenbrand Industries, Inc.
|
|
1,842
|
|
92
|
|
HLTH Corp. (a)
|
|
1,360
|
|
29
|
|
Hologic, Inc. (a)
|
|
1,541
|
|
85
|
|
Hospira, Inc. (a)
|
|
3,285
|
|
73
|
|
Human Genome Sciences, Inc. (a)
|
|
672
|
|
90
|
|
Humana, Inc. (a)
|
|
5,768
|
|
7
|
|
ICU Medical, Inc. (a)
|
|
265
|
|
17
|
|
Idexx Laboratories, Inc. (a)
|
|
1,900
|
|
29
|
|
Illumina, Inc. (a)
|
|
1,400
|
|
32
|
|
ImClone Systems, Inc. (a)
|
|
1,090
|
|
37
|
|
Immucor, Inc. (a)
|
|
1,234
|
|
106
|
|
IMS Health, Inc.
|
|
3,174
|
|
10
|
|
Integra LifeSciences Holdings Corp. (a)
|
|
486
|
|
14
|
|
InterMune, Inc. (a)
|
|
277
|
|
20
|
|
Intuitive Surgical, Inc. (a)
|
|
4,426
|
|
17
|
|
Invacare Corp.
|
|
394
|
|
17
|
|
inVentiv Health, Inc. (a)
|
|
674
|
|
23
|
|
Inverness Medical Innovations, Inc. (a)
|
|
1,107
|
|
26
|
|
Invitrogen Corp. (a)
|
|
2,025
|
|
45
|
|
Isis Pharmaceuticals, Inc. (a)
|
|
555
|
|
1,574
|
|
Johnson & Johnson
|
|
97,257
|
|
18
|
|
Kindred Healthcare, Inc. (a)
|
|
357
|
|
29
|
|
Kinetic Concepts, Inc. (a)
|
|
1,743
|
|
131
|
|
King Pharmaceuticals, Inc. (a)
|
|
1,969
|
|
20
|
|
KV Pharmaceutical Co. - Class A (a)
|
|
547
|
|
25
|
|
Kyphon, Inc. (a)
|
|
1,672
|
|
64
|
|
Laboratory Corp. of America Holdings (a)
|
|
4,970
|
|
11
|
|
LCA-Vision, Inc.
|
|
378
|
|
18
|
|
Lifecell Corp. (a)
|
|
596
|
|
31
|
|
LifePoint Hospitals, Inc. (a)
|
|
871
|
|
41
|
|
Ligand Pharmaceuticals, Inc. - Class B
|
|
257
|
|
46
|
|
Lincare Holdings, Inc. (a)
|
|
1,656
|
|
21
|
|
Magellan Health Services, Inc. (a)
|
|
853
|
|
23
|
|
MannKind Corp. (a)
|
|
204
|
|
40
|
|
Manor Care, Inc.
|
|
2,556
|
|
17
|
|
Martek Biosciences Corp. (a)
|
|
459
|
|
12
|
|
Matria Healthcare, Inc. (a)
|
|
306
|
|
161
|
|
McKesson Corp.
|
|
9,211
|
|
68
|
|
Medarex, Inc. (a)
|
|
1,166
|
|
152
|
|
Medco Health Solutions, Inc. (a)
|
|
12,988
|
|
28
|
|
Medicines Co. (The) (a)
|
|
468
|
|
|
|
|
|
|
|
30
|
|
Medicis Pharmaceutical Corp. - Class A
|
|
916
|
|
627
|
|
Medtronic, Inc.
|
|
33,131
|
|
23
|
|
Mentor Corp.
|
|
1,026
|
|
1,181
|
|
Merck & Co., Inc.
|
|
59,251
|
|
20
|
|
Meridian Bioscience, Inc.
|
|
516
|
|
43
|
|
MGI Pharma, Inc. (a)
|
|
1,014
|
|
174
|
|
Millennium Pharmaceuticals, Inc. (a)
|
|
1,766
|
|
29
|
|
Millipore Corp. (a)
|
|
2,021
|
|
8
|
|
Molina Healthcare, Inc. (a)
|
|
272
|
|
133
|
|
Mylan Laboratories, Inc.
|
|
2,008
|
|
23
|
|
Myriad Genetics, Inc. (a)
|
|
1,011
|
|
50
|
|
Nektar Therapeutics (a)
|
|
413
|
|
10
|
|
Nighthawk Radiology Holdings, Inc. (a)
|
|
220
|
|
19
|
|
NuVasive, Inc. (a)
|
|
606
|
|
66
|
|
Omnicare, Inc.
|
|
2,154
|
|
30
|
|
Onyx Pharmaceuticals, Inc. (a)
|
|
1,189
|
|
8
|
|
Orthofix International NV (Netherlands Antilles) (a)
|
|
383
|
|
31
|
|
OSI Pharmaceuticals, Inc. (a)
|
|
1,057
|
|
22
|
|
Owens & Minor, Inc.
|
|
878
|
|
9
|
|
Palomar Medical Technologies, Inc. (a)
|
|
284
|
|
20
|
|
Par Pharmaceutical Cos., Inc. (a)
|
|
448
|
|
15
|
|
Parexel International Corp. (a)
|
|
645
|
|
70
|
|
Patterson Cos., Inc. (a)
|
|
2,575
|
|
63
|
|
PDL BioPharma, Inc. (a)
|
|
1,229
|
|
26
|
|
Pediatrix Medical Group, Inc. (a)
|
|
1,551
|
|
42
|
|
Perrigo Co.
|
|
870
|
|
3,847
|
|
Pfizer, Inc.
|
|
95,559
|
|
57
|
|
Pharmaceutical Product Development, Inc.
|
|
1,997
|
|
16
|
|
Pharmion Corp. (a)
|
|
656
|
|
12
|
|
PolyMedica Corp.
|
|
621
|
|
12
|
|
Progenics Pharmaceuticals, Inc. (a)
|
|
277
|
|
37
|
|
PSS World Medical, Inc. (a)
|
|
706
|
|
29
|
|
Psychiatric Solutions, Inc. (a)
|
|
1,069
|
|
82
|
|
Quest Diagnostics, Inc.
|
|
4,490
|
|
7
|
|
Radiation Therapy Services, Inc. (a)
|
|
158
|
|
34
|
|
Regeneron Pharmaceuticals, Inc. (a)
|
|
662
|
|
41
|
|
Resmed, Inc. (a)
|
|
1,667
|
|
40
|
|
Respironics, Inc. (a)
|
|
1,897
|
|
26
|
|
Salix Pharmaceuticals, Ltd. (a)
|
|
300
|
|
801
|
|
Schering-Plough Corp.
|
|
24,046
|
|
18
|
|
Sciele Pharma, Inc. (a)
|
|
415
|
|
58
|
|
Sepracor, Inc. (a)
|
|
1,692
|
|
28
|
|
Sierra Health Services, Inc. (a)
|
|
1,176
|
|
10
|
|
Sirona Dental Systems, Inc. (a)
|
|
292
|
|
185
|
|
St Jude Medical, Inc. (a)
|
|
8,060
|
|
35
|
|
STERIS Corp.
|
|
982
|
|
154
|
|
Stryker Corp.
|
|
10,287
|
|
24
|
|
Sunrise Senior Living, Inc. (a)
|
|
859
|
|
20
|
|
Techne Corp. (a)
|
|
1,260
|
|
257
|
|
Tenet Healthcare Corp. (a)
|
|
871
|
|
26
|
|
Theravance, Inc. (a)
|
|
817
|
|
229
|
|
Thermo Fisher Scientific, Inc. (a)
|
|
12,419
|
|
26
|
|
Thoratec Corp. (a)
|
|
537
|
|
10
|
|
United Therapeutics Corp. (a)
|
|
685
|
|
731
|
|
UnitedHealth Group, Inc.
|
|
36,557
|
|
27
|
|
Universal Health Services, Inc. - Class B
|
|
1,426
|
|
51
|
|
Valeant Pharmaceuticals International (a)
|
|
804
|
|
17
|
|
Varian, Inc. (a)
|
|
1,020
|
|
69
|
|
Varian Medical Systems, Inc. (a)
|
|
2,787
|
|
45
|
|
VCA Antech, Inc. (a)
|
|
1,840
|
|
19
|
|
Ventana Medical Systems, Inc. (a)
|
|
1,554
|
|
71
|
|
Vertex Pharmaceuticals, Inc. (a)
|
|
2,766
|
|
38
|
|
Viropharma, Inc. (a)
|
|
377
|
|
4
|
|
Vital Signs, Inc.
|
|
201
|
|
|
|
|
|
|
|
13
|
|
Volcano Corp. (a)
|
|
193
|
|
55
|
|
Waters Corp. (a)
|
|
3,386
|
|
55
|
|
Watson Pharmaceuticals, Inc. (a)
|
|
1,640
|
|
19
|
|
WellCare Health Plans, Inc. (a)
|
|
1,875
|
|
336
|
|
WellPoint, Inc. (a)
|
|
27,078
|
|
19
|
|
Wright Medical Group, Inc. (a)
|
|
498
|
|
724
|
|
Wyeth
|
|
33,521
|
|
12
|
|
XenoPort, Inc. (a)
|
|
498
|
|
130
|
|
Zimmer Holdings, Inc. (a)
|
|
10,183
|
|
21
|
|
Zymogenetics, Inc. (a)
|
|
254
|
|
|
|
|
|
|
|
|
|
|
|
993,291
|
|
|
|
|
|
|
|
|
|
Industrials - 7.0%
|
|
|
|
24
|
|
ABM Industries, Inc.
|
|
561
|
|
14
|
|
Administaff, Inc.
|
|
483
|
|
10
|
|
Advisory Board Co. (The) (a)
|
|
575
|
|
49
|
|
Airtran Holdings, Inc. (a)
|
|
515
|
|
23
|
|
Alaska Air Group, Inc. (a)
|
|
571
|
|
23
|
|
Alexander & Baldwin, Inc.
|
|
1,194
|
|
155
|
|
Allied Waste Industries, Inc. (a)
|
|
1,979
|
|
4
|
|
Amerco, Inc. (a)
|
|
252
|
|
26
|
|
American Commercial Lines, Inc. (a)
|
|
671
|
|
21
|
|
American Reprographics Co. (a)
|
|
513
|
|
91
|
|
American Standard Cos., Inc.
|
|
3,352
|
|
121
|
|
AMR Corp. (a)
|
|
2,966
|
|
16
|
|
Apogee Enterprises, Inc.
|
|
403
|
|
12
|
|
Arkansas Best Corp.
|
|
431
|
|
9
|
|
Atlas Air Worldwide Holdings, Inc. (a)
|
|
457
|
|
55
|
|
Avis Budget Group, Inc. (a)
|
|
1,277
|
|
24
|
|
Beacon Roofing Supply, Inc. (a)
|
|
280
|
|
22
|
|
Brink’s Co. (The)
|
|
1,262
|
|
195
|
|
Burlington Northern Santa Fe Corp.
|
|
15,824
|
|
94
|
|
CH Robinson Worldwide, Inc.
|
|
4,610
|
|
42
|
|
ChoicePoint, Inc. (a)
|
|
1,652
|
|
74
|
|
Cintas Corp.
|
|
2,712
|
|
9
|
|
Clean Harbors, Inc. (a)
|
|
425
|
|
6
|
|
Consolidated Graphics, Inc. (a)
|
|
398
|
|
52
|
|
Continental Airlines, Inc. - Class B (a)
|
|
1,730
|
|
25
|
|
Con-way, Inc.
|
|
1,212
|
|
36
|
|
Copart, Inc. (a)
|
|
1,056
|
|
20
|
|
Corporate Executive Board Co.
|
|
1,361
|
|
66
|
|
Corrections Corp. of America (a)
|
|
1,694
|
|
10
|
|
CoStar Group, Inc. (a)
|
|
550
|
|
58
|
|
Covanta Holding Corp. (a)
|
|
1,310
|
|
6
|
|
CRA International, Inc. (a)
|
|
298
|
|
236
|
|
CSX Corp.
|
|
9,676
|
|
28
|
|
Deluxe Corp.
|
|
1,065
|
|
12
|
|
Dollar Thrifty Automotive Group (a)
|
|
354
|
|
38
|
|
Donaldson Co., Inc.
|
|
1,451
|
|
32
|
|
Dun & Bradstreet Corp.
|
|
3,122
|
|
23
|
|
Eagle Bulk Shipping, Inc. (Marshall Island)
|
|
606
|
|
34
|
|
EMCOR Group, Inc. (a)
|
|
1,066
|
|
83
|
|
Equifax, Inc.
|
|
3,197
|
|
116
|
|
Expeditors International Washington, Inc.
|
|
5,124
|
|
76
|
|
Fastenal Co.
|
|
3,466
|
|
155
|
|
FedEx Corp.
|
|
17,000
|
|
5
|
|
First Advantage Corp. - Class A (a)
|
|
97
|
|
48
|
|
Fluor Corp.
|
|
6,103
|
|
17
|
|
Forward Air Corp.
|
|
596
|
|
38
|
|
Foster Wheeler, Ltd. (Bermuda) (a)
|
|
4,501
|
|
23
|
|
FTI Consulting, Inc. (a)
|
|
1,208
|
|
12
|
|
G&K Services, Inc.
|
|
500
|
|
25
|
|
GATX Corp.
|
|
1,090
|
|
11
|
|
Genco Shipping & Trading, Ltd. (Marshall Island)
|
|
617
|
|
20
|
|
Genesee & Wyoming, Inc. (a)
|
|
548
|
|
|
|
|
|
|
|
27
|
|
Geo Group, Inc. (The) (a)
|
|
804
|
|
19
|
|
Granite Construction, Inc.
|
|
1,034
|
|
9
|
|
H&E Equipment Services, Inc. (a)
|
|
185
|
|
20
|
|
Healthcare Services Group
|
|
428
|
|
33
|
|
Heartland Express, Inc.
|
|
514
|
|
10
|
|
Heidrick & Struggles International, Inc. (a)
|
|
468
|
|
72
|
|
Hertz Global Holdings, Inc. (a)
|
|
1,592
|
|
13
|
|
Horizon Lines, Inc.
|
|
367
|
|
21
|
|
HUB Group, Inc. (a)
|
|
701
|
|
10
|
|
Huron Consulting Group, Inc. (a)
|
|
660
|
|
16
|
|
IHS, Inc. - Class A (a)
|
|
808
|
|
16
|
|
Interline Brands, Inc. (a)
|
|
388
|
|
64
|
|
Jacobs Engineering Group, Inc. (a)
|
|
4,230
|
|
56
|
|
JB Hunt Transport Services, Inc.
|
|
1,611
|
|
90
|
|
JetBlue Airways Corp. (a)
|
|
857
|
|
42
|
|
Kansas City Southern (a)
|
|
1,276
|
|
91
|
|
KBR, Inc. (a)
|
|
2,988
|
|
13
|
|
Kelly Services, Inc.
|
|
295
|
|
13
|
|
Kenexa Corp. (a)
|
|
361
|
|
29
|
|
Kirby Corp. (a)
|
|
1,110
|
|
30
|
|
Knight Transportation, Inc.
|
|
552
|
|
23
|
|
Korn/Ferry International (a)
|
|
511
|
|
26
|
|
Labor Ready, Inc. (a)
|
|
543
|
|
30
|
|
Landstar System, Inc.
|
|
1,290
|
|
35
|
|
Lennox International, Inc.
|
|
1,259
|
|
33
|
|
Manitowoc Co., Inc. (The)
|
|
2,623
|
|
46
|
|
Manpower, Inc.
|
|
3,232
|
|
12
|
|
Mcgrath Rentcorp
|
|
384
|
|
63
|
|
Monster Worldwide, Inc. (a)
|
|
2,155
|
|
26
|
|
MSC Industrial Direct Co.
|
|
1,347
|
|
23
|
|
Navigant Consulting, Inc. (a)
|
|
406
|
|
225
|
|
Norfolk Southern Corp.
|
|
11,522
|
|
18
|
|
Old Dominion Freight Line, Inc. (a)
|
|
518
|
|
20
|
|
Pacer International, Inc.
|
|
432
|
|
66
|
|
Pall Corp.
|
|
2,517
|
|
54
|
|
Pentair, Inc.
|
|
2,005
|
|
11
|
|
Perini Corp. (a)
|
|
623
|
|
29
|
|
PHH Corp. (a)
|
|
781
|
|
20
|
|
Republic Airways Holdings, Inc. (a)
|
|
381
|
|
93
|
|
Republic Services, Inc.
|
|
2,891
|
|
25
|
|
Resources Connection, Inc. (a)
|
|
750
|
|
91
|
|
Robert Half International, Inc.
|
|
2,907
|
|
19
|
|
Rollins, Inc.
|
|
505
|
|
119
|
|
RR Donnelley & Sons Co.
|
|
4,263
|
|
33
|
|
Ryder System, Inc.
|
|
1,807
|
|
35
|
|
Skywest, Inc.
|
|
880
|
|
427
|
|
Southwest Airlines Co.
|
|
6,452
|
|
48
|
|
Stericycle, Inc. (a)
|
|
2,395
|
|
9
|
|
TAL International Group, Inc.
|
|
226
|
|
22
|
|
TeleTech Holdings, Inc. (a)
|
|
644
|
|
31
|
|
Tetra Tech, Inc. (a)
|
|
608
|
|
56
|
|
UAL Corp. (a)
|
|
2,658
|
|
145
|
|
Union Pacific Corp.
|
|
16,178
|
|
366
|
|
United Parcel Service, Inc.
|
|
27,765
|
|
40
|
|
United Rentals, Inc. (a)
|
|
1,304
|
|
29
|
|
URS Corp. (a)
|
|
1,550
|
|
36
|
|
US Airways Group, Inc. (a)
|
|
1,114
|
|
11
|
|
Viad Corp.
|
|
393
|
|
8
|
|
Volt Information Sciences, Inc. (a)
|
|
120
|
|
16
|
|
Washington Group International, Inc. (a)
|
|
1,355
|
|
37
|
|
Waste Connections, Inc. (a)
|
|
1,126
|
|
281
|
|
Waste Management, Inc.
|
|
10,585
|
|
23
|
|
Watson Wyatt Worldwide, Inc.
|
|
1,088
|
|
29
|
|
Werner Enterprises, Inc.
|
|
540
|
|
|
|
|
|
|
|
16
|
|
Williams Scotsman International, Inc. (a)
|
|
437
|
|
41
|
|
WW Grainger, Inc.
|
|
3,756
|
|
31
|
|
YRC Worldwide, Inc. (a)
|
|
955
|
|
|
|
|
|
|
|
|
|
|
|
262,971
|
|
|
|
|
|
|
|
|
|
Information Technology - 5.2%
|
|
|
|
37
|
|
Acxiom Corp.
|
|
907
|
|
36
|
|
Alliance Data Systems Corp. (a)
|
|
2,824
|
|
67
|
|
Arrow Electronics, Inc. (a)
|
|
2,811
|
|
300
|
|
Automatic Data Processing, Inc.
|
|
13,722
|
|
81
|
|
Avnet, Inc. (a)
|
|
3,184
|
|
7
|
|
Bankrate, Inc. (a)
|
|
274
|
|
24
|
|
Blackbaud, Inc.
|
|
606
|
|
14
|
|
Blackboard, Inc. (a)
|
|
585
|
|
17
|
|
CACI International, Inc. - Class A (a)
|
|
867
|
|
33
|
|
CDW Corp.
|
|
2,840
|
|
78
|
|
Ceridian Corp. (a)
|
|
2,672
|
|
21
|
|
Checkpoint Systems, Inc. (a)
|
|
585
|
|
75
|
|
Convergys Corp. (a)
|
|
1,256
|
|
22
|
|
Digital River, Inc. (a)
|
|
1,020
|
|
28
|
|
DST Systems, Inc. (a)
|
|
2,141
|
|
554
|
|
eBay, Inc. (a)
|
|
18,891
|
|
26
|
|
eFunds Corp. (a)
|
|
943
|
|
15
|
|
Equinix, Inc. (a)
|
|
1,328
|
|
25
|
|
Euronet Worldwide, Inc. (a)
|
|
677
|
|
24
|
|
Factset Research Systems, Inc.
|
|
1,438
|
|
31
|
|
Fair Isaac Corp.
|
|
1,147
|
|
105
|
|
Fidelity National Information Services, Inc.
|
|
4,977
|
|
409
|
|
First Data Corp.
|
|
13,587
|
|
91
|
|
Fiserv, Inc. (a)
|
|
4,233
|
|
8
|
|
Forrester Research, Inc. (a)
|
|
203
|
|
38
|
|
Gartner, Inc. (a)
|
|
840
|
|
25
|
|
Global Cash Access Holdings, Inc. (a)
|
|
278
|
|
43
|
|
Global Payments, Inc.
|
|
1,698
|
|
125
|
|
Google, Inc. (a)
|
|
64,406
|
|
9
|
|
Heartland Payment Systems, Inc.
|
|
268
|
|
55
|
|
Hewitt Associates, Inc. (a)
|
|
1,850
|
|
80
|
|
Ingram Micro, Inc. (a)
|
|
1,571
|
|
26
|
|
Insight Enterprises, Inc. (a)
|
|
617
|
|
99
|
|
Iron Mountain, Inc. (a)
|
|
2,798
|
|
46
|
|
Jack Henry & Associates, Inc.
|
|
1,207
|
|
11
|
|
LoopNet, Inc. (a)
|
|
210
|
|
35
|
|
Mastercard, Inc. - Class A
|
|
4,795
|
|
12
|
|
MAXIMUS, Inc.
|
|
513
|
|
21
|
|
Mettler Toledo International, Inc. (a)
|
|
1,981
|
|
5
|
|
MicroStrategy, Inc. (a)
|
|
346
|
|
45
|
|
MoneyGram International, Inc.
|
|
957
|
|
56
|
|
MPS Group, Inc. (a)
|
|
771
|
|
53
|
|
NAVTEQ Corp. (a)
|
|
3,339
|
|
20
|
|
Omniture, Inc. (a)
|
|
496
|
|
52
|
|
Opsware, Inc. (a)
|
|
736
|
|
183
|
|
Paychex, Inc.
|
|
8,131
|
|
56
|
|
RealNetworks, Inc. (a)
|
|
349
|
|
23
|
|
SRA International, Inc. (a)
|
|
649
|
|
11
|
|
Synchronoss Technologies, Inc. (a)
|
|
382
|
|
9
|
|
SYNNEX Corp. (a)
|
|
179
|
|
7
|
|
Syntel, Inc.
|
|
242
|
|
30
|
|
Tech Data Corp. (a)
|
|
1,170
|
|
20
|
|
Total System Services, Inc.
|
|
555
|
|
54
|
|
Valueclick, Inc. (a)
|
|
1,082
|
|
22
|
|
VistaPrint Ltd. (Bermuda) (a)
|
|
723
|
|
5
|
|
WebMD Health Corp. (a)
|
|
273
|
|
415
|
|
Western Union Co. (The)
|
|
7,814
|
|
22
|
|
Wright Express Corp. (a)
|
|
812
|
|
|
|
|
|
|
|
|
|
|
|
195,756
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Materials - 0.0%
|
|
|
|
|
14
|
|
Metal Management, Inc.
|
|
|
657
|
|
|
|
|
|
|
|
|
|
|
Telecommunication Services - 0.0%
|
|
|
|
|
31
|
|
Premiere Global Services, Inc. (a)
|
|
|
405
|
|
|
|
|
|
|
|
|
|
|
Total Common Stock - 99.9%
|
|
|
|
|
|
|
(Cost $3,766,155)
|
|
|
3,782,316
|
|
|
|
|
|
|
|
|
|
|
Rights - 0.0%
|
|
|
|
|
8
|
|
KKR Financial Holdings (b)
|
|
|
2
|
|
|
|
|
|
|
|
|
|
|
(Cost $0)
|
|
|
|
|
|
|
Total Investments - 99.9%
|
|
|
|
|
|
|
(Cost $3,766,155)
|
|
|
3,782,318
|
|
|
|
Other Assets in excess of Liabilities - 0.1%
|
|
|
4,051
|
|
|
|
|
|
|
|
|
|
|
Net Assets - 100.0%
|
|
$
|
3,786,369
|
|
|
|
|
|
|
|
REIT - Real Estate Investment Trust
|
(a)
|
Non-income producing security.
|
|
(b)
|
Security is valued in accordance with Fair Valuation procedures established in good faith by the Board of Trustees. The Total market value of such securities is $2 which represents
less than 0.1% of net assets.
|
|
|
|
|
|
|
Country
Allocation*
|
|
|
United States
|
|
98.6
|
%
|
|
Bermuda
|
|
0.7
|
%
|
|
Cayman Islands
|
|
0.5
|
%
|
|
Puerto Rico
|
|
0.1
|
%
|
|
Switzerland
|
|
0.1
|
%
|
|
Marshall Island
|
|
0.0
|
%
|
|
Netherlands Antilles
|
|
0.0
|
%
|
|
*
|
Subject to change daily. Based on total investments.
|
Equity securities
are valued at the last reported sale price on the principal exchange or on the principal OTC market on which such securities are traded, as of the close of regular trading on the NYSE Arca on the day the securities are being valued or, if there are
no sales, at the mean of the most recent bid and asked prices. Equity securities that are traded primarily on the NASDAQ Stock Market are valued at the NASDAQ Official Closing Price. Debt securities are valued at the mean between the last available
bid and asked prices for such securities or, if such prices are not available, at prices for securities of comparable maturity, quality, and type. Securities for which market quotations are not readily available, including restricted securities, are
valued by a method that the Trustees believe accurately reflects fair value. Securities will be valued at fair value when market quotations are not readily available or are deemed unreliable, such as when a security’s value or meaningful
portion of a Fund’s portfolio is believed to have been materially affected by a significant event. Such events may include a natural disaster, an economic event like a bankruptcy filing, a trading halt in a security, an unscheduled early market
close or a substantial fluctuation in domestic and foreign markets that has occurred between the close of the principal exchange and the NYSE Arca. In such a case, the value for a security is likely to be different from the last quoted market price.
In addition, due to the subjective and variable nature of fair market value pricing, it is possible that the value determined for a particular asset may be materially different from the value realized upon such asset’s sale.
Please see previously submitted prospectus.
Claymore/Robeco Boston Partners Large-Cap Value ETF
Portfolio of Investments
August 31, 2007
(unaudited)
|
|
|
|
|
|
|
|
Number of Shares
|
|
Description
|
|
Value
|
|
|
|
Total Investments - 99.9%
|
|
|
|
|
|
|
Common Stocks - 98.5%
|
|
|
|
|
|
|
Consumer Discretionary - 8.5%
|
|
|
|
|
236
|
|
American Eagle Outfitters, Inc.
|
|
$
|
6,096
|
|
286
|
|
Best Buy Co., Inc.
|
|
|
12,570
|
|
224
|
|
Comcast Corp. - Class A (a)
|
|
|
5,844
|
|
266
|
|
DIRECTV Group, Inc. (The) (a)
|
|
|
6,206
|
|
149
|
|
Dollar Tree Stores, Inc. (a)
|
|
|
6,474
|
|
202
|
|
General Motors Corp.
|
|
|
6,209
|
|
359
|
|
Hasbro, Inc.
|
|
|
10,127
|
|
174
|
|
JC Penney Co., Inc.
|
|
|
11,964
|
|
80
|
|
Liberty Media Corp. - Capital Series A (a)
|
|
|
8,719
|
|
300
|
|
Macy’s, Inc.
|
|
|
9,516
|
|
264
|
|
Mattel, Inc.
|
|
|
5,710
|
|
433
|
|
McDonald’s Corp.
|
|
|
21,325
|
|
9
|
|
NVR, Inc. (a)
|
|
|
5,036
|
|
88
|
|
Omnicom Group, Inc.
|
|
|
4,482
|
|
244
|
|
Publicis Group, ADR (France)
|
|
|
10,621
|
|
97
|
|
Sears Holdings Corp. (a)
|
|
|
13,925
|
|
930
|
|
Time Warner, Inc.
|
|
|
17,651
|
|
826
|
|
Walt Disney Co. (The)
|
|
|
27,754
|
|
174
|
|
WPP Group PLC, ADR (United Kingdom)
|
|
|
12,396
|
|
|
|
|
|
|
|
|
|
|
|
|
|
202,625
|
|
|
|
|
|
|
|
|
|
|
Consumer Staples - 4.4%
|
|
|
|
|
470
|
|
Altria Group, Inc.
|
|
|
32,623
|
|
344
|
|
ConAgra Foods, Inc.
|
|
|
8,844
|
|
156
|
|
Fomento Economico Mexicano SAB de CV, ADR (Mexico)
|
|
|
5,435
|
|
107
|
|
General Mills, Inc.
|
|
|
5,979
|
|
137
|
|
HJ Heinz Co.
|
|
|
6,177
|
|
71
|
|
Imperial Tobacco Group PLC, ADR (United Kingdom)
|
|
|
6,425
|
|
100
|
|
Kimberly-Clark Corp.
|
|
|
6,869
|
|
117
|
|
Loews Corp. (Tracking Stock)
|
|
|
8,906
|
|
69
|
|
Molson Coors Brewing Co.
|
|
|
6,173
|
|
396
|
|
Unilever NV (Netherlands)
|
|
|
12,098
|
|
207
|
|
Unilever PLC, ADR (United Kingdom)
|
|
|
6,516
|
|
|
|
|
|
|
|
|
|
|
|
|
|
106,045
|
|
|
|
|
|
|
|
|
|
|
Energy - 18.3%
|
|
|
|
|
178
|
|
BP PLC, ADR (United Kingdom)
|
|
|
11,990
|
|
913
|
|
Chevron Corp.
|
|
|
80,125
|
|
634
|
|
ConocoPhillips
|
|
|
51,918
|
|
178
|
|
ENI SpA, ADR (Italy)
|
|
|
12,278
|
|
1,828
|
|
Exxon Mobil Corp.
|
|
|
156,714
|
|
263
|
|
Frontier Oil Corp.
|
|
|
10,791
|
|
313
|
|
Marathon Oil Corp.
|
|
|
16,867
|
|
171
|
|
Norsk Hydro ASA, ADR (Norway)
|
|
|
6,288
|
|
246
|
|
Petroleo Brasileiro SA, ADR (Brazil)
|
|
|
15,213
|
|
161
|
|
Royal Dutch Shell PLC, Class A ADR (United Kingdom)
|
|
|
12,453
|
|
157
|
|
Royal Dutch Shell PLC, Class B ADR (United Kingdom)
|
|
|
12,216
|
|
140
|
|
Tesoro Corp.
|
|
|
6,906
|
|
104
|
|
Tidewater, Inc.
|
|
|
6,807
|
|
161
|
|
Total SA, ADR (France)
|
|
|
12,089
|
|
360
|
|
Valero Energy Corp.
|
|
|
24,664
|
|
|
|
|
|
|
|
|
|
|
|
|
|
437,319
|
|
|
|
|
|
|
|
|
|
|
Financials - 35.9%
|
|
|
|
|
313
|
|
Aegon NV (Netherlands)
|
|
|
5,703
|
|
356
|
|
Allianz SE, ADR (Germany)
|
|
|
7,647
|
|
425
|
|
Allstate Corp. (The)
|
|
|
23,269
|
|
182
|
|
AMBAC Financial Group, Inc.
|
|
|
11,433
|
|
830
|
|
American International Group, Inc.
|
|
|
54,780
|
|
513
|
|
AmerCredit Corp. (a)
|
|
|
8,880
|
|
442
|
|
Annaly Capital Management, Inc., REIT
|
|
|
6,228
|
|
405
|
|
AON Corp.
|
|
|
17,545
|
|
266
|
|
Assurant, Inc.
|
|
|
13,710
|
|
316
|
|
Axis Capital Holdings Ltd. (Bermuda)
|
|
|
11,408
|
|
1,812
|
|
Bank of America Corp.
|
|
|
91,832
|
|
115
|
|
Bear Stearns Cos., Inc. (The)
|
|
|
12,496
|
|
3
|
|
Berkshire Hathaway, Inc. - Class B (a)
|
|
|
11,670
|
|
85
|
|
Boston Properties, Inc., REIT
|
|
|
8,506
|
|
498
|
|
CapitalSource, Inc., REIT
|
|
|
8,879
|
|
380
|
|
Chubb Corp.
|
|
|
19,429
|
|
1,902
|
|
Citigroup, Inc.
|
|
|
89,166
|
|
73
|
|
Deutsche Bank AG (Germany)
|
|
|
9,052
|
|
118
|
|
Developers Diversified Realty Corp., REIT
|
|
|
6,311
|
|
|
|
|
|
|
|
225
|
|
Discover Financial Services (a)
|
|
5,206
|
|
119
|
|
Everest Re Group Ltd. (Bermuda)
|
|
12,124
|
|
288
|
|
Federal National Mortgage Association
|
|
18,896
|
|
175
|
|
First Marblehead Corp. (The)
|
|
5,861
|
|
149
|
|
General Growth Properties, Inc., REIT
|
|
7,407
|
|
520
|
|
Genworth Financial, Inc.
|
|
15,070
|
|
87
|
|
Goldman Sachs Group, Inc.
|
|
15,313
|
|
223
|
|
HCP, Inc., REIT
|
|
6,784
|
|
82
|
|
HSBC Holdings PLC, ADR (United Kingdom)
|
|
7,405
|
|
301
|
|
iStar Financial, Inc., REIT
|
|
11,017
|
|
1,444
|
|
JPMorgan Chase & Co.
|
|
64,287
|
|
319
|
|
Lehman Brothers Holdings, Inc.
|
|
17,491
|
|
280
|
|
Lloyds TSB Group PLC, ADR (United Kingdom)
|
|
12,398
|
|
346
|
|
Loews Corp.
|
|
16,265
|
|
388
|
|
Merrill Lynch & Co., Inc.
|
|
28,596
|
|
116
|
|
MetLife, Inc.
|
|
7,430
|
|
200
|
|
Moody’s Corp.
|
|
9,170
|
|
451
|
|
Morgan Stanley
|
|
28,129
|
|
164
|
|
PartnerRe Ltd. (Bermuda)
|
|
11,924
|
|
108
|
|
Principal Financial Group, Inc.
|
|
5,993
|
|
183
|
|
Prudential Financial, Inc.
|
|
16,430
|
|
247
|
|
Safeco Corp.
|
|
14,331
|
|
56
|
|
SL Green Realty Corp., REIT
|
|
6,244
|
|
460
|
|
Thornburg Mortgage, Inc., REIT
|
|
5,419
|
|
132
|
|
Torchmark Corp.
|
|
8,126
|
|
480
|
|
Travelers Cos., Inc. (The)
|
|
24,259
|
|
200
|
|
UBS AG (Switzerland)
|
|
10,448
|
|
844
|
|
US Bancorp
|
|
27,303
|
|
118
|
|
Wachovia Corp.
|
|
5,780
|
|
151
|
|
Weingarten Realty Investors, REIT
|
|
6,072
|
|
274
|
|
Wells Fargo & Co.
|
|
10,012
|
|
|
|
|
|
|
|
|
|
|
|
859,134
|
|
|
|
|
|
|
|
|
|
Health Care - 9.2%
|
|
|
|
246
|
|
Aetna, Inc.
|
|
12,524
|
|
196
|
|
AmerisourceBergen Corp.
|
|
9,379
|
|
154
|
|
AstraZeneca PLC, ADR (United Kingdom)
|
|
7,577
|
|
154
|
|
Cigna Corp.
|
|
7,959
|
|
173
|
|
Health Net, Inc. (a)
|
|
9,479
|
|
210
|
|
Humana, Inc. (a)
|
|
13,459
|
|
699
|
|
King Pharmaceuticals, Inc. (a)
|
|
10,506
|
|
210
|
|
McKesson Corp.
|
|
12,014
|
|
88
|
|
Medco Health Solutions, Inc. (a)
|
|
7,520
|
|
284
|
|
Merck & Co., Inc
|
|
14,248
|
|
2,796
|
|
Pfizer, Inc.
|
|
69,453
|
|
16
|
|
PharMerica Corp. (a)
|
|
284
|
|
309
|
|
Sanofi-Aventis, ADR (France)
|
|
12,653
|
|
245
|
|
UnitedHealth Group, Inc.
|
|
12,252
|
|
276
|
|
WellPoint, Inc. (a)
|
|
22,243
|
|
|
|
|
|
|
|
|
|
|
|
221,550
|
|
|
|
|
|
|
|
|
|
Industrials - 5.6%
|
|
|
|
374
|
|
AMR Corp. (a)
|
|
9,167
|
|
68
|
|
Boeing Co.
|
|
6,576
|
|
167
|
|
Chicago Bridge & Iron Co. NV (Netherlands)
|
|
6,237
|
|
83
|
|
Deere & Co.
|
|
11,293
|
|
665
|
|
Delta Air Lines, Inc. (a)
|
|
11,225
|
|
62
|
|
Dun & Bradstreet Corp.
|
|
6,048
|
|
79
|
|
General Dynamics Corp.
|
|
6,206
|
|
119
|
|
Honeywell International, Inc.
|
|
6,682
|
|
135
|
|
Lockheed Martin Corp.
|
|
13,384
|
|
267
|
|
Northrop Grumman Corp.
|
|
21,050
|
|
206
|
|
Raytheon Co.
|
|
12,636
|
|
44
|
|
Siemens AG, ADR (Germany)
|
|
5,513
|
|
163
|
|
UAL Corp. (a)
|
|
7,738
|
|
88
|
|
Union Pacific Corp.
|
|
9,818
|
|
|
|
|
|
|
|
|
|
|
|
133,573
|
|
|
|
|
|
|
|
|
|
Information Technology - 3.9%
|
|
|
|
154
|
|
Accenture Ltd. (Bermuda)
|
|
6,346
|
|
470
|
|
ASML Holding NC (Netherlands) (a)
|
|
13,945
|
|
116
|
|
Computer Sciences Corp. (a)
|
|
6,490
|
|
203
|
|
eBay, Inc. (a)
|
|
6,922
|
|
541
|
|
Electronic Data Systems Corp.
|
|
12,383
|
|
534
|
|
Hewlett-Packard Co.
|
|
26,353
|
|
68
|
|
International Business Machines Corp.
|
|
7,935
|
|
212
|
|
Microsoft Corp.
|
|
6,091
|
|
237
|
|
Synopsys, Inc. (a)
|
|
6,475
|
|
|
|
|
|
|
|
|
|
|
|
92,940
|
|
|
|
|
|
|
|
|
|
Materials - 2.8%
|
|
|
|
226
|
|
Ashland, Inc.
|
|
13,512
|
|
|
|
|
|
|
|
78
|
|
Freeport-McMoRan Copper & Gold, Inc.
|
|
6,819
|
|
493
|
|
International Paper Co.
|
|
17,309
|
|
204
|
|
Nucor Corp.
|
|
10,792
|
|
256
|
|
Ternium SA, ADR (Luxembourg)
|
|
7,808
|
|
106
|
|
United States Steel Corp.
|
|
10,015
|
|
|
|
|
|
|
|
|
|
|
|
66,255
|
|
|
|
|
|
|
|
|
|
Telecommunications - 5.7%
|
|
|
|
1,881
|
|
AT&T, Inc.
|
|
74,995
|
|
224
|
|
France Telecom SA, ADR (France)
|
|
6,792
|
|
530
|
|
KT Corp., ADR (South Korea)
|
|
12,625
|
|
1,874
|
|
Qwest Communications International, Inc. (a)
|
|
16,772
|
|
555
|
|
Telecom Italia SpA, ADR (Italy)
|
|
12,454
|
|
399
|
|
Vodafone Group PLC, ADR (United Kingdom)
|
|
12,928
|
|
|
|
|
|
|
|
|
|
|
|
136,566
|
|
|
|
|
|
|
|
|
|
Utilities - 4.2%
|
|
|
|
298
|
|
AES Corp. (The) (a)
|
|
5,397
|
|
364
|
|
Centerpoint Energy, Inc.
|
|
5,904
|
|
73
|
|
Constellation Energy Group, Inc.
|
|
6,055
|
|
118
|
|
E.ON AG, ADR (Germany)
|
|
6,606
|
|
214
|
|
Edison International
|
|
11,280
|
|
134
|
|
FirstEnergy Corp.
|
|
8,233
|
|
230
|
|
Mirant Corp. (a)
|
|
8,963
|
|
175
|
|
National Grid PLC, ADR (United Kingdom)
|
|
13,151
|
|
196
|
|
Oneok, Inc.
|
|
9,183
|
|
278
|
|
PG&E Corp.
|
|
12,371
|
|
108
|
|
Sempra Energy
|
|
5,943
|
|
116
|
|
SUEZ SA, ADR (France)
|
|
6,644
|
|
|
|
|
|
|
|
|
|
|
|
99,730
|
|
|
|
|
|
|
|
|
|
Total Common Stocks - 98.5%
|
|
2,355,737
|
|
|
|
|
|
|
|
|
|
(Cost $2,451,219)
|
|
|
|
|
|
|
|
|
|
Preferred Stock - 1.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy - 0.5%
|
|
|
|
|
240
|
|
Petroleo Brasileiro SA, Class A - ADR (Brazil)
|
|
|
12,775
|
|
|
|
|
|
|
|
|
|
|
Industrials - 0.3%
|
|
|
|
|
285
|
|
Tam SA, ADR (Brazil)
|
|
|
6,601
|
|
|
|
|
|
|
|
|
|
|
Telecommunications - 0.3%
|
|
|
|
|
334
|
|
Tele Norte Leste Participacoes SA, ADR (Brazil)
|
|
|
7,378
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock - 1.1%
|
|
|
26,754
|
|
|
|
|
|
|
|
|
|
|
(cost $28,138)
|
|
|
|
|
|
|
Income Trusts - 0.3%
|
|
|
|
|
|
|
Energy - 0.3%
|
|
|
|
|
157
|
|
Enerplus Resources Fund (Canada)
|
|
|
6,611
|
|
|
|
|
|
|
|
|
|
|
Total Income Trusts - 0.3%
|
|
|
6,611
|
|
|
|
|
|
|
|
|
|
|
(Cost $7,047)
|
|
|
|
|
|
|
Total Investments - 99.9%
|
|
|
|
|
|
|
(Cost $2,486,404)
|
|
|
2,389,102
|
|
|
|
Other Assets in excess of Liabilities - 0.1%
|
|
|
2,321
|
|
|
|
|
|
|
|
|
|
|
Net Assets - 100.0%
|
|
$
|
2,391,423
|
|
|
|
|
|
|
|
|
|
|
|
|
ADR -
|
|
American Depositary Receipt
|
|
REIT -
|
|
Real Estate Investment Trust
|
|
PLC -
|
|
Public Limited Company
|
|
NV -
|
|
Legal Entity
|
|
SA -
|
|
Corporation
|
|
SpA -
|
|
Joint Stock Company
|
|
|
|
|
(a)
|
|
Non-income producing security.
|
Securities are classified by sectors that represent broad groupings of related industries.
|
|
|
|
|
|
Country
Allocation*
|
|
|
United States
|
|
83.7
|
%
|
|
United Kingdom
|
|
4.8
|
%
|
|
France
|
|
2.0
|
%
|
|
Brazil
|
|
1.8
|
%
|
|
Bermuda
|
|
1.8
|
%
|
|
Netherlands
|
|
1.6
|
%
|
|
Germany
|
|
1.2
|
%
|
|
Italy
|
|
1.0
|
%
|
|
South Korea
|
|
0.5
|
%
|
|
Switzerland
|
|
0.5
|
%
|
|
Luxembourg
|
|
0.3
|
%
|
|
Canada
|
|
0.3
|
%
|
|
Norway
|
|
0.3
|
%
|
|
Mexico
|
|
0.2
|
%
|
|
*
|
Subject to change daily. Based on long-term investments.
|
Equity
securities are valued at the last reported sale price on the principal exchange or on the principal OTC market on which such securities are traded, as of the close of regular trading on the NYSE on the day the securities are being valued or, if
there are no sales, at the mean of the most recent bid and asked prices. Equity securities that are traded primarily on the NASDAQ Stock Market are valued at the NASDAQ Official Closing Price. Debt securities are valued at the mean between the last
available bid and asked prices for such securities or, if such prices are not available, at prices for securities of comparable maturity, quality, and type. Securities for which market quotations are not readily available, including restricted
securities, are valued by a method that the Trustees believe accurately reflects fair value. Securities will be valued at fair value when market quotations are not readily available or are deemed unreliable, such as when a security’s value or
meaningful portion of the Fund’s portfolio is believed to have been materially affected by a significant event. Such events may include a natural disaster, an economic event like a bankruptcy filing, a trading halt in a security, an unscheduled
early market close or a substantial fluctuation in domestic and foreign markets that has occurred between the close of the principal exchange and the NYSE. In such a case, the value for a security is likely to be different from the last quoted
market price. In addition, due to the subjective and variable nature of fair market value pricing, it is possible that the value determined for a particular asset may be materially different from the value realized upon such asset’s sale.
Please see previously submitted prospectus.
|
Item 2.
|
Controls and Procedures.
|
|
|
(a)
|
The registrant’s principal executive officer and principal financial officer have evaluated the registrant’s disclosure controls and procedures (as defined in Rule
30a-3(c) under the Investment Company Act of 1940, as amended) as of a date within 90 days of the filing date of this report and have concluded, based on such evaluation, that the registrant’s disclosure controls and procedures were effective,
as of that date, in ensuring that information required to be disclosed by the registrant in this Form N-Q was recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission’s rules and
forms.
|
|
|
(b)
|
There was no change in the registrant’s internal controls over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) that
occurred during the registrant’s last fiscal quarter that may have materially affected or is reasonably likely to materially affect the registrant’s internal control over financial reporting.
|
A separate certification for each
principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended (17 CFR 270.30a-2(a)), is attached hereto.
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.
|
|
|
|
|
Claymore Exchange-Traded Fund Trust
|
|
|
|
|
By:
|
|
/s/ Nicholas Dalmaso
|
|
|
|
Nicholas Dalmaso
|
|
|
|
Chief Legal and Executive Officer
|
Date: October 26, 2007
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/ Nicholas Dalmaso
|
|
|
|
Nicholas Dalmaso
|
|
|
|
Chief Legal and Executive Officer
|
Date: October 26, 2007
|
|
|
|
|
By:
|
|
/s/ Steven M. Hill
|
|
|
|
Steven M. Hill
|
|
|
|
Treasurer and Chief Financial Officer
|
Date: October 26, 2007
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