|
Common Stocks - 98.9%
|
|
|
Shares
|
|
Value (000s)
|
|
CONSUMER DISCRETIONARY - 15.3%
|
|
Automobiles - 0.3%
|
|
Tesla Motors, Inc. (a)(d)
|
354,600
|
|
$ 53,325
|
|
Diversified Consumer Services - 0.7%
|
|
H&R Block, Inc.
|
3,124,200
|
|
90,727
|
|
Service Corp. International
|
816,100
|
|
14,796
|
|
|
|
105,523
|
|
Hotels, Restaurants & Leisure - 0.7%
|
|
Brinker International, Inc.
|
1,369,815
|
|
63,477
|
|
Dunkin' Brands Group, Inc.
|
664,698
|
|
32,038
|
|
Starbucks Corp.
|
241,400
|
|
18,923
|
|
|
|
114,438
|
|
Household Durables - 0.3%
|
|
Leggett & Platt, Inc.
|
1,775,200
|
|
54,925
|
|
Internet & Catalog Retail - 2.7%
|
|
Amazon.com, Inc. (a)
|
562,504
|
|
224,321
|
|
Netflix, Inc. (a)
|
168,900
|
|
62,184
|
|
priceline.com, Inc. (a)
|
125,500
|
|
145,881
|
|
|
|
432,386
|
|
Leisure Equipment & Products - 0.1%
|
|
Brunswick Corp.
|
330,400
|
|
15,218
|
|
Media - 2.1%
|
|
CBS Corp. Class B
|
1,641,300
|
|
104,616
|
|
Comcast Corp. Class A
|
4,202,900
|
|
218,404
|
|
Entravision Communication Corp. Class A
|
1,972,237
|
|
12,011
|
|
|
|
335,031
|
|
Multiline Retail - 0.7%
|
|
Dollar General Corp. (a)
|
833,600
|
|
50,283
|
|
Dollar Tree, Inc. (a)
|
1,213,700
|
|
68,477
|
|
|
|
118,760
|
|
Specialty Retail - 5.6%
|
|
Aarons, Inc. Class A
|
823,500
|
|
24,211
|
|
Best Buy Co., Inc.
|
3,193,900
|
|
127,373
|
|
Home Depot, Inc.
|
3,926,100
|
|
323,275
|
|
L Brands, Inc.
|
920,448
|
|
56,930
|
|
Ross Stores, Inc.
|
1,313,003
|
|
98,383
|
|
TJX Companies, Inc.
|
4,409,500
|
|
281,017
|
|
|
|
911,189
|
|
Textiles, Apparel & Luxury Goods - 2.1%
|
|
Hanesbrands, Inc.
|
245,000
|
|
17,216
|
|
Common Stocks - continued
|
|
|
Shares
|
|
Value (000s)
|
|
CONSUMER DISCRETIONARY - continued
|
|
Textiles, Apparel & Luxury Goods - continued
|
|
Michael Kors Holdings Ltd. (a)
|
366,400
|
|
$ 29,748
|
|
Ralph Lauren Corp.
|
505,900
|
|
89,327
|
|
VF Corp.
|
1,805,320
|
|
112,544
|
|
Wolverine World Wide, Inc.
|
2,419,388
|
|
82,162
|
|
|
|
330,997
|
|
TOTAL CONSUMER DISCRETIONARY
|
|
2,471,792
|
|
CONSUMER STAPLES - 9.2%
|
|
Beverages - 1.9%
|
|
Anheuser-Busch InBev SA NV
|
275,960
|
|
29,345
|
|
Beam, Inc.
|
631,500
|
|
42,980
|
|
The Coca-Cola Co.
|
5,812,402
|
|
240,110
|
|
|
|
312,435
|
|
Food & Staples Retailing - 3.1%
|
|
Costco Wholesale Corp.
|
836,700
|
|
99,576
|
|
CVS Caremark Corp.
|
2,372,172
|
|
169,776
|
|
Kroger Co.
|
4,064,400
|
|
160,666
|
|
Sprouts Farmers Market LLC
|
406,400
|
|
15,618
|
|
Whole Foods Market, Inc.
|
964,926
|
|
55,802
|
|
|
|
501,438
|
|
Food Products - 1.6%
|
|
Bunge Ltd.
|
484,200
|
|
39,758
|
|
Green Mountain Coffee Roasters, Inc.
|
1,044,400
|
|
78,936
|
|
Mead Johnson Nutrition Co. Class A
|
851,100
|
|
71,288
|
|
Mondelez International, Inc.
|
1,814,300
|
|
64,045
|
|
|
|
254,027
|
|
Household Products - 2.5%
|
|
Colgate-Palmolive Co.
|
2,108,132
|
|
137,471
|
|
Procter & Gamble Co.
|
3,262,800
|
|
265,625
|
|
|
|
403,096
|
|
Personal Products - 0.1%
|
|
Herbalife Ltd.
|
210,600
|
|
16,574
|
|
TOTAL CONSUMER STAPLES
|
|
1,487,570
|
|
ENERGY - 7.8%
|
|
Energy Equipment & Services - 1.0%
|
|
Ensco PLC Class A
|
935,100
|
|
53,469
|
|
Common Stocks - continued
|
|
|
Shares
|
|
Value (000s)
|
|
ENERGY - continued
|
|
Energy Equipment & Services - continued
|
|
National Oilwell Varco, Inc.
|
832,800
|
|
$ 66,233
|
|
Oceaneering International, Inc.
|
516,400
|
|
40,734
|
|
|
|
160,436
|
|
Oil, Gas & Consumable Fuels - 6.8%
|
|
Anadarko Petroleum Corp.
|
2,025,100
|
|
160,631
|
|
Cabot Oil & Gas Corp.
|
1,289,336
|
|
49,975
|
|
Canadian Natural Resources Ltd.
|
1,218,000
|
|
41,210
|
|
Chevron Corp.
|
173,400
|
|
21,659
|
|
Concho Resources, Inc. (a)
|
172,700
|
|
18,652
|
|
ConocoPhillips Co.
|
3,514,300
|
|
248,285
|
|
EOG Resources, Inc.
|
507,200
|
|
85,128
|
|
Exxon Mobil Corp.
|
1,025,524
|
|
103,783
|
|
Marathon Oil Corp.
|
1,808,000
|
|
63,822
|
|
Marathon Petroleum Corp.
|
645,400
|
|
59,203
|
|
Occidental Petroleum Corp.
|
393,100
|
|
37,384
|
|
Suncor Energy, Inc.
|
4,474,300
|
|
156,858
|
|
The Williams Companies, Inc.
|
1,344,500
|
|
51,857
|
|
|
|
1,098,447
|
|
TOTAL ENERGY
|
|
1,258,883
|
|
FINANCIALS - 18.3%
|
|
Capital Markets - 2.8%
|
|
BlackRock, Inc. Class A
|
255,000
|
|
80,700
|
|
Charles Schwab Corp.
|
2,082,368
|
|
54,142
|
|
Goldman Sachs Group, Inc.
|
619,500
|
|
109,813
|
|
KKR & Co. LP
|
1,666,569
|
|
40,564
|
|
Morgan Stanley
|
2,819,168
|
|
88,409
|
|
TD Ameritrade Holding Corp.
|
559,476
|
|
17,142
|
|
The Blackstone Group LP
|
1,898,800
|
|
59,812
|
|
Virtus Investment Partners, Inc. (a)
|
22,900
|
|
4,581
|
|
|
|
455,163
|
|
Commercial Banks - 3.0%
|
|
Comerica, Inc.
|
697,200
|
|
33,145
|
|
U.S. Bancorp
|
3,783,859
|
|
152,868
|
|
Wells Fargo & Co.
|
6,605,755
|
|
299,901
|
|
|
|
485,914
|
|
Consumer Finance - 0.5%
|
|
Capital One Financial Corp.
|
955,600
|
|
73,209
|
|
Common Stocks - continued
|
|
|
Shares
|
|
Value (000s)
|
|
FINANCIALS - continued
|
|
Diversified Financial Services - 8.8%
|
|
Bank of America Corp.
|
21,408,000
|
|
$ 333,323
|
|
Berkshire Hathaway, Inc. Class B (a)
|
3,059,066
|
|
362,683
|
|
Citigroup, Inc.
|
6,227,016
|
|
324,490
|
|
JPMorgan Chase & Co.
|
6,795,498
|
|
397,401
|
|
|
|
1,417,897
|
|
Insurance - 1.6%
|
|
American International Group, Inc.
|
2,278,300
|
|
116,307
|
|
Genworth Financial, Inc. Class A (a)
|
1,682,800
|
|
26,134
|
|
MetLife, Inc.
|
2,201,721
|
|
118,717
|
|
|
|
261,158
|
|
Real Estate Investment Trusts - 1.2%
|
|
American Tower Corp.
|
2,452,961
|
|
195,795
|
|
Real Estate Management & Development - 0.3%
|
|
Rialto Real Estate Fund LP (a)(e)(g)(h)
|
500,000
|
|
25,344
|
|
RREF CMBS AIV, LP (e)(h)(i)
|
500,000
|
|
16,528
|
|
RREF Midtown Colony REIT, Inc. (e)(h)(j)
|
500,000
|
|
1,450
|
|
|
|
|
43,322
|
|
Thrifts & Mortgage Finance - 0.1%
|
|
MGIC Investment Corp. (a)
|
1,987,400
|
|
16,774
|
|
TOTAL FINANCIALS
|
|
2,949,232
|
|
HEALTH CARE - 13.8%
|
|
Biotechnology - 5.2%
|
|
Acorda Therapeutics, Inc. (a)
|
1,214,654
|
|
35,468
|
|
Aegerion Pharmaceuticals, Inc. (a)
|
228,200
|
|
16,193
|
|
Alexion Pharmaceuticals, Inc. (a)
|
806,560
|
|
107,321
|
|
Alkermes PLC (a)
|
599,700
|
|
24,384
|
|
Alnylam Pharmaceuticals, Inc. (a)
|
340,171
|
|
21,883
|
|
Amgen, Inc.
|
1,462,577
|
|
166,968
|
|
Amicus Therapeutics, Inc. (a)
|
562,204
|
|
1,321
|
|
Biogen Idec, Inc. (a)
|
558,904
|
|
156,353
|
|
Bluebird Bio, Inc.
|
208,773
|
|
4,380
|
|
Clinical Data, Inc. rights 4/4/18 (a)
|
988,714
|
|
0
|
|
Enzymotec Ltd.
|
391,150
|
|
10,565
|
|
Exelixis, Inc. (a)
|
1,225,184
|
|
7,510
|
|
Gilead Sciences, Inc. (a)
|
2,588,900
|
|
194,556
|
|
KaloBios Pharmaceuticals, Inc.
|
366,900
|
|
1,622
|
|
KaloBios Pharmaceuticals, Inc. (f)
|
762,146
|
|
3,369
|
|
Medivation, Inc. (a)
|
248,600
|
|
15,866
|
|
Neurocrine Biosciences, Inc. (a)
|
975,093
|
|
9,107
|
|
Pharmacyclics, Inc. (a)
|
129,200
|
|
13,667
|
|
Common Stocks - continued
|
|
|
Shares
|
|
Value (000s)
|
|
HEALTH CARE - continued
|
|
Biotechnology - continued
|
|
Regeneron Pharmaceuticals, Inc. (a)
|
154,700
|
|
$ 42,580
|
|
Threshold Pharmaceuticals, Inc. (a)
|
827,562
|
|
3,865
|
|
|
|
836,978
|
|
Health Care Equipment & Supplies - 2.0%
|
|
Boston Scientific Corp. (a)
|
15,033,400
|
|
180,701
|
|
Edwards Lifesciences Corp. (a)
|
737,100
|
|
48,472
|
|
Intuitive Surgical, Inc. (a)
|
256,900
|
|
98,670
|
|
|
|
327,843
|
|
Health Care Providers & Services - 1.0%
|
|
DaVita HealthCare Partners, Inc. (a)
|
578,700
|
|
36,672
|
|
McKesson Corp.
|
726,700
|
|
117,289
|
|
|
|
153,961
|
|
Health Care Technology - 0.8%
|
|
athenahealth, Inc. (a)(d)
|
192,000
|
|
25,824
|
|
Cerner Corp. (a)
|
1,670,000
|
|
93,086
|
|
Veeva Systems, Inc. Class A
|
14,400
|
|
462
|
|
|
|
119,372
|
|
Life Sciences Tools & Services - 0.5%
|
|
Illumina, Inc. (a)
|
770,700
|
|
85,255
|
|
Pharmaceuticals - 4.3%
|
|
AbbVie, Inc.
|
1,012,200
|
|
53,454
|
|
Actavis PLC (a)
|
1,136,440
|
|
190,922
|
|
Bristol-Myers Squibb Co.
|
1,224,700
|
|
65,093
|
|
Eli Lilly & Co.
|
283,879
|
|
14,478
|
|
Merck & Co., Inc.
|
4,529,600
|
|
226,706
|
|
Pfizer, Inc.
|
4,054,800
|
|
124,199
|
|
Salix Pharmaceuticals Ltd. (a)
|
278,100
|
|
25,012
|
|
|
|
699,864
|
|
TOTAL HEALTH CARE
|
|
2,223,273
|
|
INDUSTRIALS - 9.6%
|
|
Aerospace & Defense - 0.2%
|
|
Esterline Technologies Corp. (a)
|
348,760
|
|
35,560
|
|
Airlines - 1.3%
|
|
Delta Air Lines, Inc.
|
4,495,500
|
|
123,491
|
|
Spirit Airlines, Inc. (a)
|
788,700
|
|
35,815
|
|
United Continental Holdings, Inc. (a)
|
1,116,200
|
|
42,226
|
|
|
|
201,532
|
|
Common Stocks - continued
|
|
|
Shares
|
|
Value (000s)
|
|
INDUSTRIALS - continued
|
|
Construction & Engineering - 0.1%
|
|
EMCOR Group, Inc.
|
396,800
|
|
$ 16,840
|
|
Electrical Equipment - 0.6%
|
|
AMETEK, Inc.
|
659,778
|
|
34,751
|
|
EnerSys
|
461,800
|
|
32,368
|
|
Hubbell, Inc. Class B
|
281,700
|
|
30,677
|
|
|
|
97,796
|
|
Industrial Conglomerates - 3.0%
|
|
Danaher Corp.
|
2,152,800
|
|
166,196
|
|
General Electric Co.
|
11,597,778
|
|
325,086
|
|
|
|
491,282
|
|
Machinery - 2.5%
|
|
Caterpillar, Inc.
|
727,600
|
|
66,073
|
|
Cummins, Inc.
|
524,970
|
|
74,005
|
|
Illinois Tool Works, Inc.
|
1,415,400
|
|
119,007
|
|
Manitowoc Co., Inc.
|
3,663,700
|
|
85,437
|
|
Mueller Industries, Inc.
|
134,200
|
|
8,456
|
|
Valmont Industries, Inc.
|
280,800
|
|
41,873
|
|
|
|
394,851
|
|
Professional Services - 1.0%
|
|
Manpower, Inc.
|
199,120
|
|
17,096
|
|
Nielsen Holdings B.V.
|
813,600
|
|
37,336
|
|
Towers Watson & Co.
|
583,204
|
|
74,423
|
|
Verisk Analytics, Inc. (a)
|
377,100
|
|
24,783
|
|
|
|
153,638
|
|
Road & Rail - 0.7%
|
|
CSX Corp.
|
2,432,900
|
|
69,995
|
|
J.B. Hunt Transport Services, Inc.
|
627,099
|
|
48,475
|
|
|
|
118,470
|
|
Trading Companies & Distributors - 0.2%
|
|
MRC Global, Inc. (a)
|
1,175,400
|
|
37,918
|
|
TOTAL INDUSTRIALS
|
|
1,547,887
|
|
INFORMATION TECHNOLOGY - 20.2%
|
|
Communications Equipment - 1.3%
|
|
Cisco Systems, Inc.
|
5,304,600
|
|
119,088
|
|
QUALCOMM, Inc.
|
1,168,900
|
|
86,791
|
|
|
|
205,879
|
|
Common Stocks - continued
|
|
|
Shares
|
|
Value (000s)
|
|
INFORMATION TECHNOLOGY - continued
|
|
Computers & Peripherals - 3.7%
|
|
Apple, Inc.
|
1,039,259
|
|
$ 583,139
|
|
EMC Corp.
|
623,200
|
|
15,673
|
|
|
|
598,812
|
|
Internet Software & Services - 7.6%
|
|
Cornerstone OnDemand, Inc. (a)
|
313,500
|
|
16,722
|
|
CoStar Group, Inc. (a)
|
92,000
|
|
16,981
|
|
Facebook, Inc. Class A (a)
|
4,916,400
|
|
268,730
|
|
Google, Inc. Class A (a)
|
567,900
|
|
636,451
|
|
Marketo, Inc. (d)
|
356,867
|
|
13,229
|
|
Rackspace Hosting, Inc. (a)(d)
|
3,249,500
|
|
127,153
|
|
Rocket Fuel, Inc. (d)
|
12,000
|
|
738
|
|
Sohu.com, Inc. (a)(d)
|
233,600
|
|
17,036
|
|
Tencent Holdings Ltd.
|
277,300
|
|
17,687
|
|
Yahoo!, Inc. (a)
|
2,935,200
|
|
118,699
|
|
|
|
1,233,426
|
|
IT Services - 3.6%
|
|
Cognizant Technology Solutions Corp. Class A (a)
|
1,929,559
|
|
194,847
|
|
Computer Sciences Corp.
|
444,100
|
|
24,816
|
|
Total System Services, Inc.
|
2,225,940
|
|
74,079
|
|
Visa, Inc. Class A
|
1,270,300
|
|
282,870
|
|
|
|
576,612
|
|
Semiconductors & Semiconductor Equipment - 0.4%
|
|
Analog Devices, Inc.
|
943,400
|
|
48,047
|
|
Skyworks Solutions, Inc. (a)
|
905,800
|
|
25,870
|
|
|
|
73,917
|
|
Software - 3.6%
|
|
DocuSign, Inc. (a)(h)
|
16,185
|
|
90
|
|
FireEye, Inc.
|
31
|
|
1
|
|
Guidewire Software, Inc. (a)
|
480,078
|
|
23,557
|
|
Microsoft Corp.
|
6,702,600
|
|
250,878
|
|
NetSuite, Inc. (a)
|
500,100
|
|
51,520
|
|
Oracle Corp.
|
1,254,300
|
|
47,990
|
|
Progress Software Corp. (a)
|
634,847
|
|
16,398
|
|
salesforce.com, Inc. (a)
|
1,592,281
|
|
87,878
|
|
SS&C Technologies Holdings, Inc. (a)
|
392,900
|
|
17,390
|
|
Common Stocks - continued
|
|
|
Shares
|
|
Value (000s)
|
|
INFORMATION TECHNOLOGY - continued
|
|
Software - continued
|
|
Ultimate Software Group, Inc. (a)
|
155,100
|
|
$ 23,764
|
|
Workday, Inc. Class A (a)
|
685,000
|
|
56,965
|
|
|
|
576,431
|
|
TOTAL INFORMATION TECHNOLOGY
|
|
3,265,077
|
|
MATERIALS - 4.3%
|
|
Chemicals - 3.5%
|
|
CF Industries Holdings, Inc.
|
404,900
|
|
94,358
|
|
LyondellBasell Industries NV Class A
|
943,719
|
|
75,762
|
|
Monsanto Co.
|
2,286,984
|
|
266,548
|
|
Potash Corp. of Saskatchewan, Inc.
|
465,100
|
|
15,333
|
|
Praxair, Inc.
|
917,632
|
|
119,320
|
|
|
|
571,321
|
|
Construction Materials - 0.6%
|
|
Vulcan Materials Co.
|
1,489,200
|
|
88,488
|
|
Metals & Mining - 0.1%
|
|
Goldcorp, Inc.
|
905,401
|
|
19,638
|
|
Paper & Forest Products - 0.1%
|
|
Boise Cascade Co.
|
675,800
|
|
19,923
|
|
TOTAL MATERIALS
|
|
699,370
|
|
TELECOMMUNICATION SERVICES - 0.4%
|
|
Wireless Telecommunication Services - 0.4%
|
|
SBA Communications Corp. Class A (a)
|
637,463
|
|
57,270
|
|
SoftBank Corp.
|
190,400
|
|
16,708
|
|
|
|
73,978
|
|
TOTAL COMMON STOCKS
(Cost $11,847,383)
|
15,977,062
|
|
Convertible Preferred Stocks - 0.3%
|
|
|
|
|
|
|
CONSUMER DISCRETIONARY - 0.1%
|
|
Household Durables - 0.1%
|
|
Roku, Inc. 8.00% (h)
|
12,145,838
|
|
11,000
|
|
Convertible Preferred Stocks - continued
|
|
|
Shares
|
|
Value (000s)
|
|
INFORMATION TECHNOLOGY - 0.2%
|
|
Computers & Peripherals - 0.0%
|
|
Pure Storage, Inc. Series E (h)
|
306,060
|
|
$ 2,121
|
|
Internet Software & Services - 0.1%
|
|
HubSpot, Inc. (a)(h)
|
2,670,845
|
|
15,000
|
|
Software - 0.1%
|
|
DocuSign, Inc. Series D (a)(h)
|
2,371,047
|
|
13,207
|
|
Mobileye NV Series F (h)
|
254,387
|
|
8,878
|
|
|
|
22,085
|
|
TOTAL INFORMATION TECHNOLOGY
|
|
39,206
|
|
TOTAL CONVERTIBLE PREFERRED STOCKS
(Cost $47,999)
|
50,206
|
|
Money Market Funds - 1.8%
|
|
|
|
|
|
|
Fidelity Cash Central Fund, 0.11% (b)
|
205,642,794
|
|
205,643
|
|
Fidelity Securities Lending Cash Central Fund, 0.11% (b)(c)
|
76,390,418
|
|
76,390
|
|
TOTAL MONEY MARKET FUNDS
(Cost $282,033)
|
282,033
|
|
TOTAL INVESTMENT PORTFOLIO - 101.0%
(Cost $12,177,415)
|
|
16,309,301
|
|
NET OTHER ASSETS (LIABILITIES) - (1.0)%
|
|
(161,555
)
|
|
NET ASSETS - 100%
|
$ 16,147,746
|