Common Stocks - 97.5%
|
|
Shares
|
|
Value
|
CONSUMER DISCRETIONARY - 20.1%
|
Auto Components - 0.2%
|
TRW Automotive Holdings Corp. (a)
|
120,200
|
|
$ 6,443,922
|
Automobiles - 0.8%
|
Bajaj Auto Ltd.
|
250,000
|
|
9,766,635
|
Kia Motors Corp.
|
135,000
|
|
7,225,241
|
Tesla Motors, Inc. (a)
|
119,400
|
|
4,044,078
|
|
|
21,035,954
|
Diversified Consumer Services - 0.4%
|
Anhanguera Educacional Participacoes SA
|
530,000
|
|
9,055,905
|
Collectors Universe, Inc. (d)
|
7,196
|
|
72,176
|
|
|
9,128,081
|
Hotels, Restaurants & Leisure - 1.9%
|
Bravo Brio Restaurant Group, Inc. (a)
|
41,500
|
|
557,345
|
Dunkin' Brands Group, Inc.
|
100,800
|
|
3,344,544
|
Interval Leisure Group, Inc.
|
200,000
|
|
3,878,000
|
Jubilant Foodworks Ltd. (a)
|
220,000
|
|
5,214,710
|
McDonald's Corp.
|
90,000
|
|
7,938,900
|
Sands China Ltd.
|
2,200,000
|
|
9,835,462
|
Starbucks Corp.
|
100,000
|
|
5,362,000
|
The Cheesecake Factory, Inc.
|
145,000
|
|
4,744,400
|
Tim Hortons, Inc. (Canada)
|
154,000
|
|
7,559,887
|
|
|
48,435,248
|
Internet & Catalog Retail - 1.6%
|
Amazon.com, Inc. (a)
|
146,100
|
|
36,691,554
|
priceline.com, Inc. (a)
|
9,600
|
|
5,963,520
|
|
|
42,655,074
|
Leisure Equipment & Products - 0.3%
|
Bauer Performance Sports Ltd. (a)(e)
|
817,600
|
|
8,704,518
|
Media - 2.4%
|
Comcast Corp. Class A
|
270,000
|
|
10,092,600
|
Pandora Media, Inc. (a)(d)
|
328,000
|
|
3,011,040
|
The Walt Disney Co.
|
890,200
|
|
44,323,058
|
Time Warner, Inc.
|
100,000
|
|
4,783,000
|
|
|
62,209,698
|
Multiline Retail - 2.2%
|
Dollar General Corp. (a)
|
216,400
|
|
9,541,076
|
Dollar Tree, Inc. (a)
|
120,000
|
|
4,867,200
|
Dollarama, Inc.
|
456,000
|
|
27,033,598
|
Target Corp.
|
256,000
|
|
15,147,520
|
|
|
56,589,394
|
Specialty Retail - 6.0%
|
Ascena Retail Group, Inc. (a)
|
400,000
|
|
7,396,000
|
AutoZone, Inc. (a)
|
44,700
|
|
15,843,021
|
Destination Maternity Corp.
|
313,736
|
|
6,764,148
|
Dick's Sporting Goods, Inc.
|
150,000
|
|
6,823,500
|
Gap, Inc.
|
150,000
|
|
4,656,000
|
Guess?, Inc.
|
221,000
|
|
5,423,340
|
Jos. A. Bank Clothiers, Inc. (a)
|
28,200
|
|
1,200,756
|
Limited Brands, Inc.
|
218,600
|
|
10,287,316
|
|
|
Shares
|
|
Value
|
New York & Co., Inc. (a)
|
1,449,187
|
|
$ 5,521,402
|
PT ACE Hardware Indonesia Tbk
|
89,990,000
|
|
7,697,217
|
Ross Stores, Inc.
|
631,070
|
|
34,172,441
|
Sally Beauty Holdings, Inc. (a)
|
291,000
|
|
6,858,870
|
Tilly's, Inc. (a)
|
398,800
|
|
5,379,812
|
TJX Companies, Inc.
|
888,900
|
|
37,733,805
|
|
|
155,757,628
|
Textiles, Apparel & Luxury Goods - 4.3%
|
Brunello Cucinelli SpA
|
310,500
|
|
5,477,630
|
Fifth & Pacific Companies, Inc. (a)
|
612,800
|
|
7,629,360
|
Michael Kors Holdings Ltd.
|
36,000
|
|
1,837,080
|
NIKE, Inc. Class B
|
380,000
|
|
19,608,000
|
PVH Corp.
|
197,400
|
|
21,913,374
|
Ralph Lauren Corp.
|
82,500
|
|
12,368,400
|
Samsonite International SA
|
2,307,600
|
|
4,842,701
|
Steven Madden Ltd. (a)
|
237,903
|
|
10,056,160
|
Vera Bradley, Inc. (a)(d)
|
115,762
|
|
2,905,626
|
VF Corp.
|
84,653
|
|
12,780,063
|
Warnaco Group, Inc. (a)
|
167,692
|
|
12,001,716
|
|
|
111,420,110
|
TOTAL CONSUMER DISCRETIONARY
|
|
522,379,627
|
CONSUMER STAPLES - 9.1%
|
Beverages - 2.8%
|
Anheuser-Busch InBev SA NV
|
83,846
|
|
7,301,691
|
Anheuser-Busch InBev SA NV:
|
|
|
|
ADR
|
65,000
|
|
5,681,650
|
(strip VVPR)
|
160,000
|
|
213
|
Beam, Inc.
|
230,000
|
|
14,050,700
|
Diageo PLC
|
320,000
|
|
9,320,521
|
Dr. Pepper Snapple Group, Inc.
|
352,400
|
|
15,569,032
|
Monster Beverage Corp. (a)
|
180,200
|
|
9,528,976
|
The Coca-Cola Co.
|
300,000
|
|
10,875,000
|
|
|
72,327,783
|
Food & Staples Retailing - 2.6%
|
CVS Caremark Corp.
|
332,000
|
|
16,052,200
|
Drogasil SA
|
483,666
|
|
5,515,054
|
Fresh Market, Inc. (a)
|
137,800
|
|
6,626,802
|
PriceSmart, Inc.
|
107,300
|
|
8,267,465
|
Wal-Mart Stores, Inc.
|
201,300
|
|
13,734,699
|
Whole Foods Market, Inc.
|
190,000
|
|
17,352,700
|
|
|
67,548,920
|
Food Products - 0.7%
|
Kraft Foods Group, Inc.
|
90,000
|
|
4,092,300
|
Mondelez International, Inc.
|
270,000
|
|
6,876,900
|
TreeHouse Foods, Inc. (a)
|
131,500
|
|
6,855,095
|
|
|
17,824,295
|
Household Products - 0.8%
|
Colgate-Palmolive Co.
|
197,400
|
|
20,636,196
|
Tobacco - 2.2%
|
Altria Group, Inc.
|
50,000
|
|
1,571,000
|
Common Stocks - continued
|
|
Shares
|
|
Value
|
CONSUMER STAPLES - continued
|
Tobacco - continued
|
British American Tobacco PLC:
|
|
|
|
(United Kingdom)
|
200,000
|
|
$ 10,166,995
|
sponsored ADR
|
60,000
|
|
6,075,000
|
Imperial Tobacco Group PLC
|
100,000
|
|
3,877,157
|
Lorillard, Inc.
|
131,100
|
|
15,295,437
|
Philip Morris International, Inc.
|
257,900
|
|
21,570,756
|
|
|
58,556,345
|
TOTAL CONSUMER STAPLES
|
|
236,893,539
|
ENERGY - 11.3%
|
Energy Equipment & Services - 1.7%
|
Cameron International Corp. (a)
|
102,000
|
|
5,758,920
|
Ensco PLC Class A
|
46,800
|
|
2,774,304
|
Halliburton Co.
|
622,900
|
|
21,608,401
|
Rowan Companies PLC (a)
|
142,900
|
|
4,468,483
|
Schlumberger Ltd.
|
40,000
|
|
2,771,600
|
Transocean Ltd. (United States)
|
150,000
|
|
6,697,500
|
Tuscany International Drilling, Inc. (a)(e)
|
5,371,200
|
|
1,241,958
|
|
|
45,321,166
|
Oil, Gas & Consumable Fuels - 9.6%
|
Anadarko Petroleum Corp.
|
170,500
|
|
12,669,855
|
Apache Corp.
|
214,100
|
|
16,806,850
|
Chevron Corp.
|
600,900
|
|
64,981,326
|
ConocoPhillips
|
175,700
|
|
10,188,843
|
Crestwood Midstream Partners LP
|
95,330
|
|
2,052,455
|
Crown Point Energy, Inc. (e)
|
69,300
|
|
30,306
|
Enterprise Products Partners LP
|
113,200
|
|
5,669,056
|
EPL Oil & Gas, Inc. (a)
|
801,100
|
|
18,064,805
|
Exxon Mobil Corp.
|
498,000
|
|
43,101,900
|
Hess Corp.
|
95,300
|
|
5,047,088
|
HollyFrontier Corp.
|
336,770
|
|
15,676,644
|
Marathon Petroleum Corp.
|
86,900
|
|
5,474,700
|
Noble Energy, Inc.
|
38,100
|
|
3,876,294
|
Occidental Petroleum Corp.
|
126,800
|
|
9,714,148
|
Phillips 66
|
137,850
|
|
7,319,835
|
Tesoro Logistics LP
|
194,200
|
|
8,505,960
|
The Williams Companies, Inc.
|
415,558
|
|
13,605,369
|
Western Gas Equity Partners LP
|
197,300
|
|
5,909,135
|
|
|
248,694,569
|
TOTAL ENERGY
|
|
294,015,735
|
FINANCIALS - 9.2%
|
Capital Markets - 0.4%
|
Virtus Investment Partners, Inc. (a)
|
75,000
|
|
9,070,500
|
Commercial Banks - 2.9%
|
BSB Bancorp, Inc. (a)
|
100,000
|
|
1,223,000
|
CIT Group, Inc. (a)
|
100,000
|
|
3,864,000
|
HDFC Bank Ltd.
|
573,925
|
|
7,145,297
|
|
|
Shares
|
|
Value
|
HDFC Bank Ltd. sponsored ADR
|
100,000
|
|
$ 4,072,000
|
Wells Fargo & Co.
|
1,752,650
|
|
59,905,577
|
|
|
76,209,874
|
Consumer Finance - 1.3%
|
Capital One Financial Corp.
|
212,100
|
|
12,286,953
|
Discover Financial Services
|
405,400
|
|
15,628,170
|
Element Financial Corp. warrants (a)(e)
|
1,000,000
|
|
6,424,047
|
|
|
34,339,170
|
Diversified Financial Services - 1.7%
|
Citigroup, Inc.
|
847,900
|
|
33,542,924
|
JPMorgan Chase & Co.
|
247,800
|
|
10,895,766
|
|
|
44,438,690
|
Insurance - 1.9%
|
ACE Ltd.
|
40,000
|
|
3,192,000
|
American International Group, Inc. (a)
|
190,200
|
|
6,714,060
|
Berkshire Hathaway, Inc. Class A (a)
|
136
|
|
18,232,160
|
Intact Financial Corp. (a)(e)
|
120,000
|
|
7,813,813
|
Lincoln National Corp.
|
303,400
|
|
7,858,060
|
Platinum Underwriters Holdings Ltd.
|
98,167
|
|
4,515,682
|
|
|
48,325,775
|
Real Estate Investment Trusts - 0.6%
|
American Residential Properties, Inc. (e)
|
150,000
|
|
3,075,000
|
Dundee (REIT) (a)(e)
|
500,000
|
|
5,494,119
|
Simon Property Group, Inc.
|
42,200
|
|
6,671,398
|
|
|
15,240,517
|
Real Estate Management & Development - 0.4%
|
Iguatemi Empresa de Shopping Centers SA
|
590,000
|
|
7,943,570
|
Realogy Holdings Corp.
|
77,000
|
|
3,230,920
|
|
|
11,174,490
|
TOTAL FINANCIALS
|
|
238,799,016
|
HEALTH CARE - 9.5%
|
Biotechnology - 2.5%
|
ADVENTRX Pharmaceuticals, Inc. (a)(d)
|
842,837
|
|
480,417
|
Alexion Pharmaceuticals, Inc. (a)
|
145,112
|
|
13,612,957
|
Amgen, Inc.
|
356,315
|
|
30,757,111
|
AVEO Pharmaceuticals, Inc. (a)
|
405,900
|
|
3,267,495
|
Dynavax Technologies Corp. (a)
|
2,844,511
|
|
8,135,301
|
ImmunoGen, Inc. (a)
|
124,623
|
|
1,588,943
|
Merrimack Pharmaceuticals, Inc.
|
611,538
|
|
3,724,266
|
Theravance, Inc. (a)
|
125,000
|
|
2,783,750
|
|
|
64,350,240
|
Health Care Equipment & Supplies - 0.7%
|
Boston Scientific Corp. (a)
|
819,800
|
|
4,697,454
|
Insulet Corp. (a)
|
100,000
|
|
2,122,000
|
Sirona Dental Systems, Inc. (a)
|
180,000
|
|
11,602,800
|
|
|
18,422,254
|
Common Stocks - continued
|
|
Shares
|
|
Value
|
HEALTH CARE - continued
|
Health Care Providers & Services - 1.8%
|
Accretive Health, Inc. (a)
|
50,000
|
|
$ 578,000
|
Brookdale Senior Living, Inc. (a)
|
350,000
|
|
8,862,000
|
CIGNA Corp.
|
160,000
|
|
8,553,600
|
Express Scripts Holding Co. (a)
|
70,000
|
|
3,780,000
|
Hanger, Inc. (a)
|
521,338
|
|
14,263,808
|
MEDNAX, Inc. (a)
|
40,000
|
|
3,180,800
|
Qualicorp SA (a)
|
804,000
|
|
8,428,559
|
|
|
47,646,767
|
Pharmaceuticals - 4.5%
|
Allergan, Inc.
|
272,400
|
|
24,987,252
|
Eli Lilly & Co.
|
200,000
|
|
9,864,000
|
GlaxoSmithKline PLC sponsored ADR
|
205,000
|
|
8,911,350
|
Johnson & Johnson
|
190,000
|
|
13,319,000
|
Meda AB (A Shares)
|
500,000
|
|
5,154,317
|
Merck & Co., Inc.
|
845,000
|
|
34,594,300
|
PT Kalbe Farma Tbk
|
50,000,000
|
|
5,510,148
|
Shire PLC
|
400,000
|
|
12,304,448
|
ViroPharma, Inc. (a)
|
100,000
|
|
2,276,000
|
|
|
116,920,815
|
TOTAL HEALTH CARE
|
|
247,340,076
|
INDUSTRIALS - 8.8%
|
Aerospace & Defense - 3.1%
|
Honeywell International, Inc.
|
449,367
|
|
28,521,323
|
Precision Castparts Corp.
|
16,000
|
|
3,030,720
|
Textron, Inc.
|
365,200
|
|
9,053,308
|
TransDigm Group, Inc.
|
10,000
|
|
1,363,600
|
United Technologies Corp.
|
481,500
|
|
39,487,815
|
|
|
81,456,766
|
Air Freight & Logistics - 0.5%
|
United Parcel Service, Inc. Class B
|
180,800
|
|
13,330,384
|
Building Products - 0.3%
|
Fortune Brands Home & Security, Inc. (a)
|
265,000
|
|
7,743,300
|
Commercial Services & Supplies - 0.4%
|
United Stationers, Inc.
|
361,400
|
|
11,199,786
|
Construction & Engineering - 0.9%
|
EMCOR Group, Inc.
|
308,400
|
|
10,673,724
|
Foster Wheeler AG (a)
|
330,000
|
|
8,025,600
|
Jacobs Engineering Group, Inc. (a)
|
98,600
|
|
4,197,402
|
|
|
22,896,726
|
Industrial Conglomerates - 0.6%
|
General Electric Co.
|
600,000
|
|
12,594,000
|
Max India Ltd.
|
800,000
|
|
3,557,941
|
|
|
16,151,941
|
Machinery - 0.5%
|
Cummins, Inc.
|
14,100
|
|
1,527,735
|
|
|
Shares
|
|
Value
|
Pall Corp.
|
154,000
|
|
$ 9,280,040
|
Westport Innovations, Inc. (a)(d)
|
90,000
|
|
2,403,900
|
|
|
13,211,675
|
Professional Services - 0.3%
|
Nielsen Holdings B.V. (a)
|
276,400
|
|
8,455,076
|
Road & Rail - 2.0%
|
CSX Corp.
|
590,000
|
|
11,640,700
|
Norfolk Southern Corp.
|
205,000
|
|
12,677,200
|
Union Pacific Corp.
|
213,500
|
|
26,841,220
|
|
|
51,159,120
|
Trading Companies & Distributors - 0.2%
|
Superior Plus Corp. (d)
|
350,000
|
|
3,603,096
|
TOTAL INDUSTRIALS
|
|
229,207,870
|
INFORMATION TECHNOLOGY - 22.6%
|
Communications Equipment - 0.9%
|
Motorola Solutions, Inc.
|
229,000
|
|
12,750,720
|
Palo Alto Networks, Inc.
|
15,900
|
|
850,968
|
QUALCOMM, Inc.
|
165,800
|
|
10,282,916
|
|
|
23,884,604
|
Computers & Peripherals - 5.2%
|
Apple, Inc.
|
240,200
|
|
128,033,811
|
EMC Corp. (a)
|
300,000
|
|
7,590,000
|
|
|
135,623,811
|
Electronic Equipment & Components - 0.3%
|
SYNNEX Corp. (a)
|
212,900
|
|
7,319,502
|
Internet Software & Services - 5.4%
|
Angie's List, Inc. (a)(d)
|
483,900
|
|
5,801,961
|
Cornerstone OnDemand, Inc. (a)
|
215,902
|
|
6,375,586
|
Demandware, Inc.
|
139,172
|
|
3,802,179
|
Facebook, Inc. Class A
|
517,300
|
|
13,775,699
|
Google, Inc. Class A (a)
|
118,400
|
|
83,989,408
|
Mail.ru Group Ltd. GDR (e)
|
241,200
|
|
8,321,400
|
Open Text Corp. (a)(d)
|
147,500
|
|
8,249,145
|
Rackspace Hosting, Inc. (a)
|
113,800
|
|
8,451,926
|
|
|
138,767,304
|
IT Services - 3.8%
|
Accenture PLC Class A
|
365,000
|
|
24,272,500
|
Cardtronics, Inc. (a)
|
219,100
|
|
5,201,434
|
IBM Corp.
|
59,400
|
|
11,378,070
|
MasterCard, Inc. Class A
|
46,900
|
|
23,041,032
|
Visa, Inc. Class A
|
222,500
|
|
33,726,550
|
|
|
97,619,586
|
Semiconductors & Semiconductor Equipment - 3.4%
|
ARM Holdings PLC
|
1,803,500
|
|
22,775,938
|
ARM Holdings PLC sponsored ADR
|
1,232,900
|
|
46,640,607
|
Cymer, Inc. (a)
|
60,000
|
|
5,425,800
|
Samsung Electronics Co. Ltd.
|
10,000
|
|
14,461,683
|
|
|
89,304,028
|
Common Stocks - continued
|
|
Shares
|
|
Value
|
INFORMATION TECHNOLOGY - continued
|
Software - 3.6%
|
Citrix Systems, Inc. (a)
|
243,600
|
|
$ 16,016,700
|
MICROS Systems, Inc. (a)
|
280,400
|
|
11,900,176
|
Oracle Corp.
|
540,500
|
|
18,009,460
|
QLIK Technologies, Inc. (a)
|
300,000
|
|
6,516,000
|
salesforce.com, Inc. (a)
|
90,100
|
|
15,145,810
|
SAP AG
|
100,000
|
|
8,041,262
|
Solera Holdings, Inc.
|
271,900
|
|
14,538,493
|
VMware, Inc. Class A (a)
|
20,000
|
|
1,882,800
|
Workday, Inc.
|
35,700
|
|
1,945,650
|
|
|
93,996,351
|
TOTAL INFORMATION TECHNOLOGY
|
|
586,515,186
|
MATERIALS - 5.7%
|
Chemicals - 1.6%
|
Albemarle Corp.
|
160,000
|
|
9,939,200
|
Ashland, Inc.
|
65,900
|
|
5,299,019
|
Monsanto Co.
|
209,000
|
|
19,781,850
|
Rockwood Holdings, Inc.
|
100,000
|
|
4,946,000
|
Sigma Aldrich Corp.
|
35,000
|
|
2,575,300
|
|
|
42,541,369
|
Metals & Mining - 4.1%
|
Agnico-Eagle Mines Ltd. (Canada)
|
486,000
|
|
25,470,172
|
Alamos Gold, Inc.
|
420,000
|
|
7,368,051
|
Allied Nevada Gold Corp. (a)
|
120,000
|
|
3,615,600
|
Carpenter Technology Corp.
|
160,300
|
|
8,276,289
|
Eldorado Gold Corp.
|
520,000
|
|
6,691,465
|
Franco-Nevada Corp.
|
201,000
|
|
11,473,590
|
Goldcorp, Inc.
|
605,700
|
|
22,268,472
|
Newcrest Mining Ltd.
|
255,091
|
|
5,967,265
|
Newmont Mining Corp.
|
158,300
|
|
7,351,452
|
Royal Gold, Inc.
|
36,800
|
|
2,992,208
|
Sabina Gold & Silver Corp. (a)
|
2,130,000
|
|
5,674,575
|
|
|
107,149,139
|
TOTAL MATERIALS
|
|
149,690,508
|
TELECOMMUNICATION SERVICES - 0.5%
|
Diversified Telecommunication Services - 0.2%
|
AT&T, Inc.
|
120,900
|
|
4,075,539
|
Wireless Telecommunication Services - 0.3%
|
SBA Communications Corp. Class A (a)
|
119,400
|
|
8,479,788
|
TOTAL TELECOMMUNICATION SERVICES
|
|
12,555,327
|
|
|
Shares
|
|
Value
|
UTILITIES - 0.7%
|
Electric Utilities - 0.2%
|
Duke Energy Corp.
|
53,333
|
|
$ 3,402,645
|
ITC Holdings Corp.
|
35,000
|
|
2,691,850
|
|
|
6,094,495
|
Gas Utilities - 0.2%
|
ONEOK, Inc.
|
100,000
|
|
4,275,000
|
Multi-Utilities - 0.3%
|
Sempra Energy
|
100,000
|
|
7,094,000
|
TOTAL UTILITIES
|
|
17,463,495
|
TOTAL COMMON STOCKS
(Cost $2,162,477,196)
|
2,534,860,379
|
Money Market Funds - 3.1%
|
|
|
|
|
Fidelity Cash Central Fund, 0.18% (b)
|
66,158,072
|
|
66,158,072
|
Fidelity Securities Lending Cash Central Fund, 0.18% (b)(c)
|
15,683,578
|
|
15,683,578
|
TOTAL MONEY MARKET FUNDS
(Cost $81,841,650)
|
81,841,650
|
TOTAL INVESTMENT PORTFOLIO - 100.6%
(Cost $2,244,318,846)
|
|
2,616,702,029
|
NET OTHER ASSETS (LIABILITIES) - (0.6)%
|
|
(16,738,766
)
|
NET ASSETS - 100%
|
$ 2,599,963,263
|