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As Of Filer Filing For·On·As Docs:Size Issuer Agent 7/07/15 Shelton Funds N-Q 5/31/15 2:3.6M FilePoint/FA → European Growth & Income Fund ⇒ Direct Shares (EUGIX) — K Shares (EUGKX) → Green California Tax-Free Income Fund ⇒ Investor Shares (CFNTX) → Nasdaq-100 Index Fund ⇒ Investor Shares (NASDX) — K Shares (NDXKX) → S&P 500 Index Fund ⇒ Investor Shares (SPFIX) — K Shares (SPXKX) → S&P MidCap Index Fund ⇒ Investor Shares (SPMIX) — K Shares (MIDKX) → S&P SmallCap Index Fund ⇒ Investor Shares (SMCIX) — K Shares (SMLKX) → Shelton Equity Income Fund ⇒ Investor Shares (EQTIX) — K Shares (EQTKX) → Shelton Sustainable Equity Fund ⇒ Investor Shares (NEXTX) → Short-Term U.S Government Bond Fund ⇒ Direct Shares (STUSX) — K Shares (STUKX) → The United States Treasury Trust ⇒ Investor Shares (UTSXX) — K Shares (UTKXX) → U.S. Government Securities Fund ⇒ Investor Shares (CAUSX) — K Shares (CAUKX) |
Document/Exhibit Description Pages Size
1: N-Q Quarterly Schedule of Portfolio Holdings of a HTML 1.19M
Management Investment Company
2: EX-99.CERT Miscellaneous Exhibit HTML 19K
|
SECURITY DESCRIPTION
|
Par Value
|
Rate
|
Maturity
|
Value
|
|||||||||
|
Municipal Bonds (95.49%)
|
|||||||||||||
|
BAY AREA TOLL AUTHORITY
|
|||||||||||||
|
San Francisco Bay Area Toll Bridge Revenue Bonds; 2006 Series F
|
500,000
|
5.000
|
%
|
4/1/2031
|
519,455
|
||||||||
|
San Francisco Bay Area Toll Bridge Revenue Bonds; 2009 Series F-1
|
2,000,000
|
5.000
|
%
|
4/1/2034
|
2,279,440
|
||||||||
|
CALIFORNIA DEPARTMENT OF PUBLIC WORKS BOARD
|
|||||||||||||
|
Lease Revenue Bonds; 2009 Series I-1
|
3,000,000
|
6.125
|
%
|
11/1/2029
|
3,575,879
|
||||||||
|
CALIFORNIA DEPARTMENT OF WATER RESOURCES
|
|||||||||||||
|
Power Supply Revenue Bonds; Series 2010L
|
1,000,000
|
5.000
|
%
|
5/1/2019
|
1,141,870
|
||||||||
|
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY
|
|||||||||||||
|
Revenue Bonds (Occidental College); Series 2005A
|
165,000
|
5.000
|
%
|
10/1/2030
|
167,643
|
||||||||
|
Revenue Bonds (University of Southern California); Series 2009A
|
2,500,000
|
5.250
|
%
|
10/1/2038
|
2,805,750
|
||||||||
|
CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY
|
|||||||||||||
|
Revenue Bonds (St. Joseph Health System); Series 2013C
|
1,000,000
|
5.000
|
%
|
10/15/19
|
1,144,190
|
||||||||
|
CALIFORNIA STATE UNIVERSITY, TRUSTEES OF THE
|
|||||||||||||
|
Systemwide Revenue Bonds; Series 2012A
|
1,100,000
|
4.000
|
%
|
11/1/2030
|
1,156,144
|
||||||||
|
CALIFORNIA, STATE OF
|
|||||||||||||
|
Tax-Exempt Various Purpose General Obligation Bonds
|
3,000,000
|
5.000
|
%
|
4/1/2038
|
3,247,890
|
||||||||
|
Various Purpose General Obligation Bonds
|
2,000,000
|
5.000
|
%
|
6/1/2033
|
2,000,000
|
||||||||
|
CAMPBELL UNION HIGH SCHOOL DISTRICT
|
|||||||||||||
|
General Obligation Refunding Bonds; 2009
|
2,000,000
|
5.000
|
%
|
8/1/2030
|
2,275,240
|
||||||||
|
EAST BAY MUNICIPAL UTILITY DISTRICT
|
|||||||||||||
|
Water System Revenue Refunding Bonds; Series 2009A
|
2,000,000
|
0.300
|
%
|
12/1/2015
|
2,000,000
|
||||||||
|
EAST SIDE UNION HIGH SCHOOL DISTRICT
|
|||||||||||||
|
General Obligation Refunding Bonds (2012 Crossover); 2006
|
2,975,000
|
5.250
|
%
|
9/1/2023
|
3,645,595
|
||||||||
|
FOOTHILL-DE ANZA COMMUNITY COLLEGE DISTRICT
|
|||||||||||||
|
Election of 1999 General Obligation Bonds; Series C
|
2,000,000
|
0.000
|
%
|
8/1/2027
|
1,338,460
|
||||||||
|
LA MIRADA REDEVELOPMENT AGENCY, SUCCESSOR AGENCY TO THE
|
|||||||||||||
|
Subordinate Tax Allocation Refunding Bonds; 2014 Series A
|
1,000,000
|
5.000
|
%
|
8/15/2023
|
1,182,650
|
||||||||
|
LOS ANGELES COMMUNITY COLLEGE DISTRICT
|
|||||||||||||
|
General Obligation Bonds; 2008 Election, Series G
|
865,000
|
5.000
|
%
|
8/1/2028
|
1,023,944
|
||||||||
|
LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY
|
|||||||||||||
|
Proposition A First Tier Senior Sales Tax Revenue Refunding Bonds; Series 2012-A
|
1,000,000
|
5.000
|
%
|
7/1/2021
|
1,189,770
|
||||||||
|
Proposition C Sales Tax Revenue Refunding Bonds; Senior Bonds; Series 2013-A
|
1,500,000
|
5.000
|
%
|
7/1/2023
|
1,827,840
|
||||||||
|
LOS ANGELES DEPARTMENT OF WATER AND POWER
|
|||||||||||||
|
Power System Revenue Bonds; 2011 Series A
|
1,500,000
|
5.000
|
%
|
7/1/2018
|
1,676,055
|
||||||||
|
Power System Revenue Bonds; 2013 Series A
|
500,000
|
5.000
|
%
|
7/1/2017
|
544,160
|
||||||||
|
Water System Revenue Bonds; 2012 Series A
|
1,985,000
|
5.000
|
%
|
7/1/2037
|
2,233,721
|
||||||||
|
LOS ANGELES UNIFIED DISTRICT OF CALIFORNIA
|
|||||||||||||
|
General Obligation Refunding Bonds; 2005 Series A-1
|
2,000,000
|
5.000
|
%
|
7/1/2020
|
2,007,720
|
||||||||
|
LOS ANGELES, CITY OF
|
|||||||||||||
|
General Obligation Refunding Bonds; Series 2012-A
|
2,000,000
|
5.000
|
%
|
9/1/2021
|
2,384,160
|
||||||||
|
LOS ANGELES, HARBOR DEPARTMENT OF THE CITY OF
|
|||||||||||||
|
Revenue Bonds; 2014 Series C
|
290,000
|
4.000
|
%
|
8/1/2023
|
331,589
|
||||||||
|
LOS RIOS COMMUNITY COLLEGE DISTRICT
|
|||||||||||||
|
General Obligation Bonds; 2008 Election, Series B
|
2,500,000
|
5.000
|
%
|
8/1/2032
|
2,822,775
|
||||||||
|
METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA
|
|||||||||||||
|
Water Revenue Bonds; 2008 Authorization, Series C
|
1,000,000
|
5.000
|
%
|
7/1/2035
|
1,132,000
|
||||||||
|
MT. DIABLO UNIFIED SCHOOL DISTRICT
|
|||||||||||||
|
General Obligation Refunding Bonds; Election Of 2002, Series B
|
500,000
|
5.000
|
%
|
7/1/2020
|
580,465
|
||||||||
|
MT. SAN ANTONIO COMMUNITY COLLEGE DISTRICT
|
|||||||||||||
|
General Obligation Bonds; Election of 2008, Series 2013A
|
2,345,000
|
5.000
|
%
|
8/1/2034
|
2,673,066
|
||||||||
|
PASADENA ELECTRIC REVENUE
|
|||||||||||||
|
Electric Revenue Refunding Bonds; Series 2010A
|
1,205,000
|
4.000
|
%
|
6/1/2020
|
1,353,143
|
||||||||
|
PERALTA COMMUNITY COLLEGE DISTRICT
|
|||||||||||||
|
General Obligation Refunding Bonds; 2012
|
1,000,000
|
5.000
|
%
|
8/1/2018
|
1,119,500
|
||||||||
|
RANCHO SANTIAGO COMMUNITY COLLEGE DISTRICT
|
|||||||||||||
|
General Obligation Refunding Bonds; 2012
|
1,380,000
|
4.000
|
%
|
9/1/2020
|
1,551,120
|
||||||||
|
REGENTS OF THE UNIVERSITY OF CALIFORNIA
|
|||||||||||||
|
General Revenue Bonds; 2014 Series AM
|
925,000
|
5.000
|
%
|
5/15/2029
|
1,090,723
|
||||||||
|
RIVERSIDE COUNTY PALM DESERT FINANCING AUTHORITY
|
|||||||||||||
|
Lease Revenue Bonds; 2008 Series A
|
3,000,000
|
6.000
|
%
|
5/1/2022
|
3,408,870
|
||||||||
|
ROSEVILLE FINANCE AUTHORITY
|
|||||||||||||
|
Electric System Revenue Refunding Bonds; Series 2013
|
750,000
|
5.000
|
%
|
2/1/2025
|
888,840
|
||||||||
|
ROSEVILLE NATURAL GAS FINANCING AUTHORITY
|
|||||||||||||
|
Gas Revenue Bonds; Series 2007
|
1,000,000
|
5.000
|
%
|
2/15/2024
|
1,125,190
|
||||||||
|
ROSEVILLE WOODCREEK WEST
|
|||||||||||||
|
Special Tax Refunding Bonds; Series 2005
|
1,000,000
|
5.000
|
%
|
9/1/2030
|
1,002,200
|
||||||||
|
SACRAMENTO CITY FINANCING AUTHORITY
|
|||||||||||||
|
Capital Improvement Revenue Bonds; 2006 Series A
|
2,000,000
|
5.000
|
%
|
12/1/2036
|
2,109,480
|
||||||||
|
SACRAMENTO MUNICIPAL UTILITY DISTRICT
|
|||||||||||||
|
Electric Revenue Bonds; 1997 Series K
|
1,000,000
|
5.250
|
%
|
7/1/2024
|
1,214,140
|
||||||||
|
SADDLEBACK VALLEY UNIFIED SCHOOL DISTRICT PUBLIC FINANCING AUTHORITY
|
|||||||||||||
|
Special Tax Revenue Bonds; 1996 Series A
|
1,575,000
|
6.000
|
%
|
9/1/2016
|
1,684,573
|
||||||||
|
SAN FRANCISCO, CITY AND COUNTY
|
|||||||||||||
|
General Obligation Bonds (Clean and Safe Neighborhood Parks Bonds, 2012); Series 2013A
|
1,000,000
|
4.000
|
%
|
6/15/2033
|
1,058,200
|
||||||||
|
General Obligation Refunding Bonds; Series 2011-R1
|
1,550,000
|
5.000
|
%
|
6/15/2016
|
1,624,276
|
||||||||
|
Second Series Revenue Refunding Bonds; Series 2010C-E
|
500,000
|
5.000
|
%
|
5/1/2020
|
582,810
|
||||||||
|
SAN FRANCISCO, PUBLIC UTILITIES COMMISSION OF THE CITY AND COUNTY OF
|
|||||||||||||
|
Whitewater Revenue Bonds, 2013 Series A
|
700,000
|
4.000
|
%
|
10/1/2021
|
796,187
|
||||||||
|
SAN MARINO UNIFIED SCHOOL DISTRICT
|
|||||||||||||
|
General Obligation Bonds; 1998 Series B
|
1,440,000
|
5.250
|
%
|
7/1/2016
|
1,516,478
|
||||||||
|
SANTA ANA UNIFIED SCHOOL DISTRICT
|
|||||||||||||
|
Certificates of Participation; 2007
|
2,000,000
|
5.250
|
%
|
4/1/2037
|
2,125,700
|
||||||||
|
SANTA CLARA COUNTY FINANCING AUTHORITY
|
|||||||||||||
|
Lease Revenue Bonds; 2008 Series A
|
2,065,000
|
5.000
|
%
|
11/15/2016
|
2,194,721
|
||||||||
|
SANTA CLARA VALLEY TRANSPORTATION AUTHORITY
|
|||||||||||||
|
2000 Measure A Sales Tax Revenue Refunding Bonds; 2015 Series A
|
1,000,000
|
5.000
|
%
|
4/1/2034
|
1,159,860
|
||||||||
|
SANTA MARIA JOINT UNION HIGH SCHOOL DISTRICT
|
|||||||||||||
|
General Obligation Bonds; Election of 2004, Series 2005
|
2,500,000
|
0.000
|
%
|
8/1/2029
|
1,416,925
|
||||||||
|
SANTA MONICA - MALIBU UNIFIED SCHOOL DISTRICT
|
|||||||||||||
|
General Obligation Bonds; Election of 2006, Series A
|
2,000,000
|
5.000
|
%
|
8/1/2032
|
2,184,120
|
||||||||
|
SONOMA COUNTY JUNIOR COLLEGE DISTRICT
|
|||||||||||||
|
Prerefunded; Election 2002 Series
|
780,000
|
5.000
|
%
|
8/1/2027
|
786,139
|
||||||||
|
Unrefunded; Election 2002 Series B
|
220,000
|
5.000
|
%
|
8/1/2027
|
221,586
|
||||||||
|
SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY
|
|||||||||||||
|
Windy Point/Windy Flats Project Revenue Bonds; 2010-1
|
1,000,000
|
5.000
|
%
|
7/1/2023
|
1,162,520
|
||||||||
|
WEST VALLEY-MISSION COMMUNITY COLLEGE DISTRICT
|
|||||||||||||
|
General Obligation Bonds; Election of 2004, 2006 Series A (Refunded)
|
1,680,000
|
5.000
|
%
|
8/1/2030
|
1,772,669
|
||||||||
|
General Obligation Bonds; Election of 2004, 2006 Series A (Non-Refunded)
|
320,000
|
5.000
|
%
|
8/1/2030
|
334,774
|
||||||||
|
WILLIAM S. HART UNION HIGH SCHOOL DISTRICT
|
|||||||||||||
|
General Obligation Bonds; 2001 Election, Series B
|
3,595,000
|
0.000
|
%
|
9/1/2029
|
2,108,827
|
||||||||
|
YUBA COUNTY LEVEE FINANCING AUTHORITY
|
|||||||||||||
|
Revenue Bonds; 2008 Series A
|
1,305,000
|
5.000
|
%
|
9/1/2038
|
1,387,215
|
||||||||
|
Total Municipal Bonds (Cost $83,642,898)
|
87,888,257
|
||||||||||||
|
Variable Rate Demand Notes* (3.64%)
|
|||||||||||||
|
CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHORITY
|
|||||||||||||
|
Pollution Control Revenue Refunding Bonds; Series 2002
|
1,050,000
|
0.050
|
%
|
6/1/2015
|
1,050,000
|
||||||||
|
IRVINE, CITY OF
|
|||||||||||||
|
Assessment District No. 94-15 Limited Obligation Improvement Bonds
|
1,200,000
|
0.060
|
%
|
6/1/2015
|
1,200,000
|
||||||||
|
Assessment District No. 94-13 Limited Obligation Improvement Bonds; Adjustable Rate Series
|
1,100,000
|
0.060
|
%
|
6/1/2015
|
1,100,000
|
||||||||
|
Total Variable Rate Demand Notes (Cost $3,350,000)
|
3,350,000
|
||||||||||||
|
Total Investments (Cost $86,992,898) (a) (99.13%)
|
91,238,257
|
||||||||||||
|
Other Net Assets (0.87%)
|
797,085
|
||||||||||||
|
Net Assets (100.00%)
|
92,035,342
|
||||||||||||
|
Unrealized appreciation
|
4,617,313
|
|||
|
Unrealized depreciation
|
(371,954
|
)
|
||
|
Net unrealized appreciation
|
4,245,359
|
|
Security Description
|
Par Value
|
Rate
|
Maturity
|
Value
|
|||||||||
|
Government National Mortgage Association (9.54%)
|
|||||||||||||
|
7,574
|
6.000
|
%
|
5/15/2016
|
7,624
|
|||||||||
|
4,060
|
10.000
|
%
|
9/15/2018
|
4,156
|
|||||||||
|
128,029
|
5.000
|
%
|
7/15/2020
|
136,408
|
|||||||||
|
55,828
|
5.500
|
%
|
1/15/2025
|
63,271
|
|||||||||
|
186,481
|
6.000
|
%
|
1/15/2026
|
212,037
|
|||||||||
|
422,284
|
5.500
|
%
|
4/15/2036
|
482,154
|
|||||||||
|
302,916
|
5.000
|
%
|
3/15/2038
|
339,562
|
|||||||||
|
140,382
|
6.000
|
%
|
6/15/2038
|
160,933
|
|||||||||
|
940,405
|
3.500
|
%
|
11/20/2044
|
989,922
|
|||||||||
|
Total Government National Mortgage Association (Cost $2,228,820)
|
2,396,067
|
||||||||||||
|
United States Treasury Bonds (6.72%)
|
|||||||||||||
|
1,300,000
|
4.500
|
%
|
5/15/2038
|
1,687,258
|
|||||||||
|
Total United States Treasury Bonds (Cost $1,552,911)
|
1,687,258
|
||||||||||||
|
United States Treasury Notes (83.25%)
|
|||||||||||||
|
2,000,000
|
1.500
|
%
|
6/30/2016
|
2,025,000
|
|||||||||
|
3,100,000
|
2.500
|
%
|
6/30/2017
|
3,219,158
|
|||||||||
|
1,600,000
|
2.750
|
%
|
2/28/2018
|
1,681,750
|
|||||||||
|
3,000,000
|
3.750
|
%
|
11/15/2018
|
3,271,173
|
|||||||||
|
1,900,000
|
2.750
|
%
|
2/15/2019
|
2,008,657
|
|||||||||
|
1,900,000
|
2.625
|
%
|
8/15/2020
|
2,003,313
|
|||||||||
|
1,900,000
|
3.625
|
%
|
2/15/2021
|
2,105,882
|
|||||||||
|
2,800,000
|
2.000
|
%
|
2/15/2022
|
2,834,126
|
|||||||||
|
1,700,000
|
2.500
|
%
|
8/15/2023
|
1,770,125
|
|||||||||
|
Total United States Treasury Notes (Cost $20,396,440)
|
20,919,184
|
||||||||||||
|
Total Investments (Cost $24,178,171) (a) (99.51%)
|
25,002,509
|
||||||||||||
|
Other Net Assets (0.49%)
|
122,262
|
||||||||||||
|
Net Assets (100.00%)
|
25,124,771
|
||||||||||||
|
Unrealized appreciation
|
829,930
|
|||
|
Unrealized depreciation
|
(5,592
|
)
|
||
|
Net unrealized appreciation
|
824,338
|
|
Security Description
|
Par Value
|
Rate
|
Maturity
|
Value
|
|||||||||
|
Government National Mortgage Association (3.14%)
|
|||||||||||||
|
76,054
|
2.125
|
%
|
6/20/2034
|
78,996
|
|||||||||
|
127,303
|
1.625
|
%
|
11/20/2034
|
132,194
|
|||||||||
|
Total Government National Mortgage Association (Cost $204,443)
|
211,190
|
||||||||||||
|
United States Treasury Notes (96.22%)
|
|||||||||||||
|
1,000,000
|
0.375
|
%
|
6/15/2015
|
1,000,117
|
|||||||||
|
1,700,000
|
2.000
|
%
|
1/31/2016
|
1,720,720
|
|||||||||
|
800,000
|
1.500
|
%
|
6/30/2016
|
810,000
|
|||||||||
|
700,000
|
0.875
|
%
|
1/31/2017
|
704,101
|
|||||||||
|
1,000,000
|
2.375
|
%
|
7/31/2017
|
1,036,406
|
|||||||||
|
1,200,000
|
0.875
|
%
|
1/31/2018
|
1,201,126
|
|||||||||
|
Total United States Treasury Notes (Cost $6,461,557)
|
6,472,470
|
||||||||||||
|
Total Investments (Cost $6,666,000) (a) (99.36%)
|
6,683,660
|
||||||||||||
|
Other Net Assets (0.64%)
|
43,133
|
||||||||||||
|
Net Assets (100.00%)
|
6,726,793
|
||||||||||||
|
Unrealized appreciation
|
19,361
|
|||
|
Unrealized depreciation
|
(1,701
|
)
|
||
|
Net unrealized appreciation
|
17,660
|
|
Security Description
|
Par Value
|
Maturity
|
Value
|
||||||
|
United States Treasury Bills DN (b) (99.97%)
|
|||||||||
|
28,500,000
|
6/4/2015
|
28,499,984
|
|||||||
|
13,400,000
|
6/18/2015
|
13,399,905
|
|||||||
|
27,000,000
|
6/25/2015
|
26,999,527
|
|||||||
|
10,000,000
|
7/2/2015
|
9,999,096
|
|||||||
|
5,000,000
|
9/17/2015
|
4,998,260
|
|||||||
|
2,900,000
|
12/10/2015
|
2,897,947
|
|||||||
|
6,400,000
|
1/7/2016
|
6,394,256
|
|||||||
|
2,000,000
|
3/3/2016
|
1,997,409
|
|||||||
|
Total United States Treasury Bills DN (Cost $95,186,384)
|
95,186,384
|
||||||||
|
Total Investments (Cost $95,186,384) (a) (99.97%)
|
95,186,384
|
||||||||
|
Other Net Assets (0.03%)
|
23,831
|
||||||||
|
Net Assets (100.00%)
|
95,210,215
|
||||||||
|
Security Description
|
Shares
|
Value
|
||||||
|
Common Stock (99.02%)
|
||||||||
|
Basic Materials (2.94%)
|
||||||||
|
Air Products & Chemicals, Inc.
|
1,615
|
237,017
|
||||||
|
Airgas, Inc.
|
499
|
50,868
|
||||||
|
Alcoa, Inc.
|
7,435
|
92,938
|
||||||
|
Allegheny Technologies, Inc.
|
854
|
27,755
|
||||||
|
CF Industries Holdings, Inc.
|
359
|
113,401
|
||||||
|
Dow Chemical Co.
|
8,728
|
454,467
|
||||||
|
Eastman Chemical Co.
|
1,048
|
80,455
|
||||||
|
Ecolab, Inc.
|
1,937
|
222,077
|
||||||
|
EI Du Pont de Nemours & Co.
|
6,896
|
489,685
|
||||||
|
FMC Corp.
|
1,102
|
63,001
|
||||||
|
Freeport-McMoRan, Inc.
|
6,887
|
135,330
|
||||||
|
International Flavors & Fragrance, Inc.
|
683
|
81,304
|
||||||
|
International Paper Co.
|
3,175
|
164,560
|
||||||
|
LyondellBasell Industries NV
|
2,971
|
300,368
|
||||||
|
MeadWestvaco Corp.
|
1,277
|
64,540
|
||||||
|
Monsanto Co.
|
3,626
|
424,171
|
||||||
|
Mosaic Co./The
|
2,068
|
94,818
|
||||||
|
Newmont Mining Corp.
|
3,766
|
102,586
|
||||||
|
Nucor Corp.
|
2,404
|
113,709
|
||||||
|
PPG Industries, Inc.
|
1,051
|
240,563
|
||||||
|
Praxair, Inc.
|
2,168
|
266,360
|
||||||
|
Sherwin Williams Co.
|
628
|
180,977
|
||||||
|
Sigma-Aldrich Corp.
|
928
|
129,270
|
||||||
|
United States Steel Corp.
|
1,093
|
26,669
|
||||||
|
Total Basic Materials
|
4,156,889
|
|||||||
|
Communications (11.77%)
|
||||||||
|
Amazon.Com, Inc.*
|
2,799
|
1,201,415
|
||||||
|
AT&T, Inc.
|
38,948
|
1,345,264
|
||||||
|
Cablevision Systems Corp.
|
1,680
|
41,177
|
||||||
|
CBS Corp.
|
3,433
|
211,885
|
||||||
|
CenturyLink, Inc.
|
4,581
|
152,272
|
||||||
|
Cisco Systems, Inc.
|
39,132
|
1,146,959
|
||||||
|
Comcast Corp.
|
19,068
|
1,114,715
|
||||||
|
Corning, Inc.
|
9,540
|
199,577
|
||||||
|
DIRECTV*
|
3,773
|
343,494
|
||||||
|
Discovery Communications, Inc.*
|
1,878
|
63,739
|
||||||
|
Discovery Communications, Inc. Class C*
|
1,878
|
59,054
|
||||||
|
EBay, Inc.*
|
8,321
|
510,577
|
||||||
|
Equinix, Inc.
|
423
|
113,394
|
||||||
|
Expedia, Inc.
|
689
|
73,902
|
||||||
|
F5 Networks, Inc.*
|
602
|
75,665
|
||||||
|
Facebook, Inc. Class A*
|
15,753
|
1,247,480
|
||||||
|
Frontier Communications
|
7,522
|
38,738
|
||||||
|
Gannett Co. Inc.
|
1,702
|
60,915
|
||||||
|
Google, Inc. Class A*
|
2,080
|
1,134,266
|
||||||
|
Google, Inc.*
|
2,085
|
1,109,449
|
||||||
|
Harris Corp.
|
833
|
65,990
|
||||||
|
Interpublic Group Co.'s, Inc.
|
3,241
|
66,181
|
||||||
|
Juniper Networks, Inc.
|
2,718
|
75,560
|
||||||
|
Level 3 Communications, Inc.*
|
2,152
|
119,393
|
||||||
|
Motorola Solutions, Inc.
|
1,430
|
84,370
|
||||||
|
Netflix, Inc.*
|
413
|
257,737
|
||||||
|
News Corp.*
|
3,745
|
56,737
|
||||||
|
Nielsen NV
|
1,879
|
84,536
|
||||||
|
Omnicom Group, Inc.
|
1,982
|
147,718
|
||||||
|
Priceline Group, Inc.*
|
361
|
423,106
|
||||||
|
Scripps Networks Interactive
|
635
|
42,551
|
||||||
|
Symantec Corp.
|
5,172
|
127,361
|
||||||
|
Time Warner Cable, Inc.
|
2,282
|
412,791
|
||||||
|
Time Warner, Inc.
|
6,232
|
526,479
|
||||||
|
TripAdvisor, Inc.*
|
850
|
64,821
|
||||||
|
Twenty-First Century Fox, Inc.
|
13,721
|
461,026
|
||||||
|
VeriSign, Inc.*
|
1,159
|
73,237
|
||||||
|
Verizon Communications, Inc.
|
31,159
|
1,540,502
|
||||||
|
Viacom, Inc.
|
2,740
|
183,251
|
||||||
|
Walt Disney Co.
|
11,733
|
1,294,971
|
||||||
|
Yahoo! Inc.*
|
6,533
|
280,494
|
||||||
|
Total Communications
|
16,632,749
|
|||||||
|
Consumer, Cyclical (10.06%)
|
||||||||
|
American Airlines Group, Inc.
|
5,382
|
228,035
|
||||||
|
AutoNation, Inc.*
|
284
|
17,724
|
||||||
|
AutoZone, Inc.*
|
275
|
185,246
|
||||||
|
Bed Bath & Beyond, Inc.*
|
1,720
|
122,670
|
||||||
|
Best Buy Co. Inc.
|
1,956
|
67,873
|
||||||
|
BorgWarner, Inc.
|
1,664
|
100,090
|
||||||
|
Carmax, Inc.*
|
1,689
|
119,987
|
||||||
|
Carnival Corp.
|
3,334
|
154,464
|
||||||
|
Chipotle Mexican Grill, Inc. Class A*
|
234
|
144,032
|
||||||
|
Coach, Inc.
|
2,156
|
76,258
|
||||||
|
Costco Wholesale Corp.
|
3,160
|
450,584
|
||||||
|
CVS Caremark Corp.
|
8,444
|
864,497
|
||||||
|
D R Horton, Inc.
|
2,495
|
65,169
|
||||||
|
Darden Resturants, Inc.
|
933
|
61,149
|
||||||
|
Delphi Automotive PLC
|
2,173
|
189,008
|
||||||
|
Delta Air Lines, Inc.
|
6,380
|
273,830
|
||||||
|
Dollar General Corp.
|
1,932
|
140,244
|
||||||
|
Dollar Tree, Inc.*
|
1,728
|
129,583
|
||||||
|
Family Dollar Stores, Inc.
|
721
|
55,892
|
||||||
|
Fastenal Co.
|
2,014
|
83,601
|
||||||
|
Ford Motor Co.
|
27,615
|
418,920
|
||||||
|
Fossil Group, Inc.*
|
377
|
26,771
|
||||||
|
GameStop Corp. Class A
|
908
|
39,416
|
||||||
|
Gap, Inc.
|
2,194
|
84,096
|
||||||
|
General Motors Co.
|
10,151
|
365,131
|
||||||
|
Genuine Parts Company
|
1,170
|
105,850
|
||||||
|
Goodyear Tire & Rubber Co.
|
1,847
|
58,818
|
||||||
|
Hanesbrands, Inc.
|
3,007
|
95,803
|
||||||
|
Harley Davidson, Inc.
|
1,765
|
94,410
|
||||||
|
Harman International Industries Inc.
|
529
|
63,755
|
||||||
|
Hasbro, Inc.
|
950
|
68,524
|
||||||
|
Home Depot, Inc.
|
9,889
|
1,101,827
|
||||||
|
Johnson Controls, Inc.
|
5,136
|
267,175
|
||||||
|
Kohls Corp.
|
1,587
|
103,933
|
||||||
|
L Brands, Inc.
|
1,787
|
154,611
|
||||||
|
Lennar Corp.
|
1,300
|
60,619
|
||||||
|
Lowe's Cos. Inc.
|
7,300
|
510,854
|
||||||
|
Macy's, Inc.
|
2,961
|
198,239
|
||||||
|
Marriott International, Inc./DE
|
1,935
|
150,911
|
||||||
|
Mattel, Inc.
|
2,508
|
64,731
|
||||||
|
McDonald's Corp.
|
7,400
|
709,882
|
||||||
|
Michael Kors Holdings Ltd.*
|
1,328
|
61,752
|
||||||
|
Mohawk Industries, Inc.*
|
459
|
85,668
|
||||||
|
Newell Rubbermaid, Inc.
|
2,365
|
93,488
|
||||||
|
NIKE, Inc.
|
5,334
|
542,308
|
||||||
|
Nordstrom, Inc.
|
1,123
|
81,575
|
||||||
|
O'Reilly Automotive, Inc.*
|
874
|
191,869
|
||||||
|
PACCAR, Inc.
|
2,601
|
165,320
|
||||||
|
PulteGroup, Inc.
|
2,804
|
53,781
|
||||||
|
PVH Corp.
|
574
|
60,063
|
||||||
|
Ralph Lauren Corp.
|
449
|
58,550
|
||||||
|
Ross Stores, Inc.
|
1,661
|
160,569
|
||||||
|
Royal Caribbean Cruises Ltd.
|
1,236
|
93,911
|
||||||
|
Southwest Airlines Co.
|
5,662
|
209,777
|
||||||
|
Staples, Inc.
|
5,524
|
90,953
|
||||||
|
Starbucks Corp.
|
10,948
|
568,858
|
||||||
|
Starwood Hotels/Resorts Worldwide
|
1,427
|
118,099
|
||||||
|
Target Corp.
|
4,818
|
382,164
|
||||||
|
Tiffany & Co.
|
950
|
89,044
|
||||||
|
TJX Cos. Inc.
|
5,416
|
348,682
|
||||||
|
Tractor Supply Co.
|
1,050
|
91,497
|
||||||
|
Under Armour, Inc. Class A*
|
1,210
|
94,876
|
||||||
|
Urban Outfitters, Inc.*
|
803
|
27,607
|
||||||
|
VF Corp.
|
2,588
|
182,273
|
||||||
|
Walgreens Boots Alliance, Inc.
|
6,346
|
544,741
|
||||||
|
Wal-Mart Stores, Inc.
|
11,851
|
880,174
|
||||||
|
Whirlpool Corp.
|
570
|
105,023
|
||||||
|
WW Grainger, Inc.
|
441
|
105,986
|
||||||
|
Wyndham Worldwide Corp.
|
1,139
|
96,712
|
||||||
|
Wynn Resorts, Ltd.
|
526
|
52,963
|
||||||
|
Yum! Brands, Inc.
|
3,354
|
302,229
|
||||||
|
Total Consumer, Cyclical
|
14,214,724
|
|||||||
|
Consumer, Non-Cyclical (23.44%)
|
||||||||
|
Abbott Laboratories
|
11,424
|
555,206
|
||||||
|
AbbVie, Inc.
|
11,424
|
760,724
|
||||||
|
Actavis PLC*
|
2,930
|
898,953
|
||||||
|
ADT Corp.
|
1,732
|
63,183
|
||||||
|
Aetna, Inc.
|
2,841
|
335,153
|
||||||
|
Alexion Pharmaceuticals, Inc.*
|
1,383
|
226,591
|
||||||
|
Alliance Data Systems Corp.*
|
400
|
119,212
|
||||||
|
Altria Group, Inc.
|
14,863
|
760,986
|
||||||
|
Amerisource Bergen Corp.
|
1,565
|
176,156
|
||||||
|
Amgen, Inc.
|
5,671
|
886,150
|
||||||
|
Anthem, Inc.
|
2,002
|
336,036
|
||||||
|
Archer-Daniels-Midland Co.
|
4,902
|
259,071
|
||||||
|
Automatic Data Processing, Inc.
|
3,564
|
304,758
|
||||||
|
Avery Dennison Corp.
|
891
|
55,162
|
||||||
|
Baxter International, Inc.
|
4,026
|
268,172
|
||||||
|
Becton Dickinson and Co.
|
1,588
|
223,130
|
||||||
|
Biogen Idec, Inc.*
|
1,739
|
690,366
|
||||||
|
Boston Scientific Corp.*
|
11,526
|
210,580
|
||||||
|
Bristol-Myers Squibb Co.
|
12,265
|
792,319
|
||||||
|
Brown-Forman Corp.
|
1,081
|
101,906
|
||||||
|
Campbell Soup Co.
|
1,449
|
70,045
|
||||||
|
Cardinal Health, Inc.
|
2,511
|
221,395
|
||||||
|
Celgene Corp.*
|
6,007
|
687,441
|
||||||
|
Cigna Corp.
|
2,081
|
293,067
|
||||||
|
Cintas Corp.
|
801
|
68,958
|
||||||
|
Clorox Co.
|
943
|
101,523
|
||||||
|
Coca-Cola Co.
|
28,487
|
1,166,828
|
||||||
|
Coca-Cola Enterprises, Inc.
|
2,036
|
90,052
|
||||||
|
Colgate-Palmolive Co.
|
6,558
|
438,009
|
||||||
|
Conagra Foods, Inc.
|
2,987
|
115,328
|
||||||
|
Constellation Brands, Inc.
|
1,083
|
127,675
|
||||||
|
CR Bard, Inc.
|
610
|
103,895
|
||||||
|
DaVita HealthCare Partners, Inc.*
|
1,224
|
102,547
|
||||||
|
DENTSPLY International, Inc.
|
1,160
|
60,361
|
||||||
|
Dr Pepper Snapple Group, Inc.
|
1,620
|
124,157
|
||||||
|
Edwards Lifesciences Corp.*
|
858
|
112,158
|
||||||
|
Eli Lilly & Co.
|
7,419
|
585,359
|
||||||
|
Endo International PLC*
|
1,332
|
111,568
|
||||||
|
Equifax, Inc.
|
870
|
87,287
|
||||||
|
Estee Lauder Cos. Inc.
|
1,800
|
157,374
|
||||||
|
Express Scripts Holding Co.*
|
5,454
|
475,262
|
||||||
|
General Mills, Inc.
|
4,683
|
262,950
|
||||||
|
Gilead Sciences, Inc.*
|
11,004
|
1,235,419
|
||||||
|
H&R Block, Inc.
|
1,994
|
63,270
|
||||||
|
HCA Holdings, Inc.*
|
2,209
|
180,762
|
||||||
|
Henry Schein, Inc.*
|
628
|
88,969
|
||||||
|
Hershey Co.
|
1,114
|
103,446
|
||||||
|
Hormel Foods Corp.
|
1,064
|
60,882
|
||||||
|
Hospira, Inc.*
|
1,350
|
119,367
|
||||||
|
Humana, Inc.
|
1,191
|
255,648
|
||||||
|
Intuitive Surgical, Inc.*
|
285
|
139,009
|
||||||
|
Iron Mountain, Inc.
|
1,369
|
49,927
|
||||||
|
JM Smucker Co.
|
823
|
97,567
|
||||||
|
Johnson & Johnson
|
20,958
|
2,098,727
|
||||||
|
Kellogg Co.
|
1,816
|
113,990
|
||||||
|
Keurig Green Mountain, Inc.
|
971
|
83,739
|
||||||
|
Kimberly-Clark Corp.
|
2,926
|
318,524
|
||||||
|
Kraft Foods Group, Inc.
|
4,282
|
361,615
|
||||||
|
Kroger Co.
|
4,007
|
291,710
|
||||||
|
Laboratory Corp of America Holdings*
|
705
|
83,155
|
||||||
|
Lorillard, Inc.
|
2,883
|
208,960
|
||||||
|
Mallinckrodt PLC*
|
874
|
113,131
|
||||||
|
Mastercard, Inc.
|
7,325
|
675,805
|
||||||
|
Mccormick & Co. Inc./MD
|
975
|
76,538
|
||||||
|
Mcgraw Hill Financial, Inc.
|
2,019
|
209,471
|
||||||
|
McKesson Corp.
|
1,736
|
411,831
|
||||||
|
Mead Johnson Nutrition Co. Class A
|
1,560
|
151,788
|
||||||
|
Medtronic PLC
|
10,936
|
834,636
|
||||||
|
Merck & Co. Inc.
|
21,298
|
1,296,835
|
||||||
|
Molson Coors Brewing Co.
|
1,200
|
88,056
|
||||||
|
Mondelez International, Inc. Class A
|
12,847
|
534,307
|
||||||
|
Monster Beverage Corp.*
|
1,129
|
143,699
|
||||||
|
Moody's Corp.
|
1,498
|
161,934
|
||||||
|
Mylan NV*
|
3,101
|
225,226
|
||||||
|
Patterson Cos, Inc.
|
758
|
36,263
|
||||||
|
PepsiCo, Inc.
|
11,411
|
1,100,363
|
||||||
|
Perrigo Co. PLC
|
677
|
128,833
|
||||||
|
Pfizer, Inc.
|
45,992
|
1,598,222
|
||||||
|
Philip Morris International, Inc.
|
11,608
|
964,277
|
||||||
|
Procter & Gamble Co.
|
20,266
|
1,588,652
|
||||||
|
Quanta Services, Inc.*
|
1,601
|
46,941
|
||||||
|
Quest Diagnostics, Inc.
|
1,168
|
87,869
|
||||||
|
Regeneron Pharmaceuticals, Inc.*
|
562
|
288,059
|
||||||
|
Reynolds American, Inc.
|
2,525
|
193,794
|
||||||
|
Robert Half International, Inc.
|
1,032
|
58,174
|
||||||
|
St. Jude Medical, Inc.
|
2,310
|
170,363
|
||||||
|
Stryker Corp.
|
2,155
|
207,160
|
||||||
|
Sysco Corp.
|
4,516
|
167,815
|
||||||
|
Tenet Healthcare Corp.*
|
766
|
40,744
|
||||||
|
Total System Services, Inc.
|
1,190
|
49,028
|
||||||
|
Tyson Foods, Inc.
|
2,328
|
98,824
|
||||||
|
United Rentals, Inc.*
|
724
|
64,371
|
||||||
|
UnitedHealth Group, Inc.
|
7,156
|
860,223
|
||||||
|
Universal Health Services, Inc.
|
683
|
88,503
|
||||||
|
Varian Medical Systems, Inc.*
|
875
|
75,775
|
||||||
|
Vertex Pharmaceuticals, Inc.*
|
1,731
|
222,070
|
||||||
|
Western Union Co.
|
4,688
|
102,902
|
||||||
|
Whole Foods Market, Inc.
|
2,358
|
97,244
|
||||||
|
Zimmer Holdings, Inc.
|
1,338
|
152,652
|
||||||
|
Zoetis, Inc. Class A
|
3,718
|
185,045
|
||||||
|
Total Consumer, Non-Cyclical
|
33,139,162
|
|||||||
|
Energy (7.84%)
|
||||||||
|
Anadarko Petroleum Corp.
|
3,750
|
313,538
|
||||||
|
Apache Corp.
|
2,792
|
167,073
|
||||||
|
Baker Hughes, Inc.
|
3,384
|
218,133
|
||||||
|
Cabot Oil & Gas Corp.
|
3,164
|
107,449
|
||||||
|
Cameron International Corp.*
|
1,865
|
95,730
|
||||||
|
Chesapeake Energy Corp.
|
3,818
|
53,872
|
||||||
|
Chevron Corp. (c)
|
14,364
|
1,479,492
|
||||||
|
Cimarex Energy
|
657
|
75,890
|
||||||
|
ConocoPhillips
|
8,936
|
569,044
|
||||||
|
Devon Energy Corp.
|
2,767
|
180,464
|
||||||
|
Diamond Offshore Drilling, Inc.
|
576
|
17,476
|
||||||
|
Ensco PLC
|
1,707
|
40,115
|
||||||
|
EOG Resources, Inc.
|
3,850
|
341,457
|
||||||
|
EQT Corp.
|
1,085
|
92,301
|
||||||
|
Exxon Mobil Corp. (c)
|
31,478
|
2,681,926
|
||||||
|
FMC Technologies, Inc.*
|
1,793
|
74,929
|
||||||
|
Halliburton Co.
|
6,883
|
312,488
|
||||||
|
Helmerich & Payne, Inc.
|
805
|
58,757
|
||||||
|
Hess Corp.
|
1,823
|
123,089
|
||||||
|
Kinder Morgan, Inc.
|
12,787
|
530,533
|
||||||
|
Marathon Oil Corp.
|
5,187
|
141,035
|
||||||
|
Marathon Petroleum Corp.
|
2,049
|
211,990
|
||||||
|
Murphy Oil Corp.
|
1,357
|
58,975
|
||||||
|
National Oilwell Varco, Inc.
|
3,192
|
157,014
|
||||||
|
Newfield Exploration Co.*
|
988
|
37,356
|
||||||
|
Noble Corp. PLC
|
1,885
|
31,574
|
||||||
|
Noble Energy, Inc.
|
2,616
|
114,528
|
||||||
|
Occidental Petroleum Corp.
|
5,892
|
460,695
|
||||||
|
ONEOK, Inc.
|
1,546
|
64,808
|
||||||
|
Phillips 66
|
4,078
|
322,651
|
||||||
|
Pioneer Natural Resources Co.
|
880
|
130,090
|
||||||
|
QEP Resources, Inc.
|
1,500
|
28,245
|
||||||
|
Range Resources Corp.
|
1,202
|
66,603
|
||||||
|
Schlumberger Ltd.
|
9,690
|
879,561
|
||||||
|
Southwestern Energy Co.*
|
2,561
|
65,997
|
||||||
|
Spectra Energy Corp.
|
4,856
|
170,786
|
||||||
|
Tesoro Corp.
|
1,028
|
90,978
|
||||||
|
Transocean Ltd.
|
2,519
|
47,483
|
||||||
|
Valero Energy Corp.
|
4,032
|
238,856
|
||||||
|
Williams Cos. Inc.
|
4,450
|
227,395
|
||||||
|
Total Energy
|
11,080,376
|
|||||||
|
Financial (16.19%)
|
||||||||
|
ACE Ltd.
|
2,500
|
266,200
|
||||||
|
Affiliated Managers Group*
|
409
|
91,477
|
||||||
|
Aflac, Inc.
|
3,445
|
214,348
|
||||||
|
Allstate Corp.
|
3,124
|
210,308
|
||||||
|
American Express Co.
|
6,577
|
524,318
|
||||||
|
American International Group, Inc.
|
10,299
|
603,624
|
||||||
|
American Tower Corp.
|
2,860
|
265,379
|
||||||
|
Ameriprise Financial, Inc.
|
1,369
|
170,564
|
||||||
|
Aon PLC
|
2,362
|
239,082
|
||||||
|
Apartment Investment & Management Co.
|
1,070
|
40,585
|
||||||
|
Assurant, Inc.
|
596
|
39,247
|
||||||
|
AvalonBay Communities, Inc.
|
686
|
114,219
|
||||||
|
Bank of America Corp.
|
77,978
|
1,286,637
|
||||||
|
Bank of New York Mellon Corp.
|
8,692
|
376,885
|
||||||
|
BB&T Corp.
|
5,247
|
207,099
|
||||||
|
Berkshire Hathaway, Inc.*
|
13,493
|
1,929,499
|
||||||
|
Blackrock, Inc. Class A
|
941
|
344,199
|
||||||
|
Boston Properties, Inc.
|
1,078
|
140,172
|
||||||
|
Capital One Financial Corp.
|
4,021
|
335,995
|
||||||
|
CBRE Group, Inc. Class A*
|
2,058
|
78,698
|
||||||
|
Charles Schwab Corp.
|
7,272
|
230,159
|
||||||
|
Chubb Corp.
|
1,969
|
191,978
|
||||||
|
Cincinnati Financial Corp.
|
1,179
|
59,634
|
||||||
|
Citigroup, Inc.
|
22,616
|
1,223,073
|
||||||
|
CME Group, Inc./IL Class A
|
2,250
|
211,950
|
||||||
|
Comerica, Inc.
|
1,331
|
65,152
|
||||||
|
Crown Castle International Corp.
|
2,156
|
175,822
|
||||||
|
Discover Financial Services
|
3,788
|
220,727
|
||||||
|
E*Trade Financial Corp.*
|
1,181
|
34,792
|
||||||
|
Equity Residential
|
2,164
|
160,828
|
||||||
|
Essex Property Trust, Inc.
|
463
|
103,073
|
||||||
|
Fifth Third Bancorp
|
6,069
|
122,837
|
||||||
|
Franklin Resources, Inc.
|
3,105
|
158,076
|
||||||
|
General Growth Properties, Inc.
|
4,119
|
116,691
|
||||||
|
Genworth Financial, Inc.-Class A*
|
3,728
|
29,600
|
||||||
|
Goldman Sachs Group, Inc.
|
3,040
|
626,818
|
||||||
|
Hartford Financial Services Group, Inc.
|
2,922
|
120,123
|
||||||
|
HCP, Inc.
|
3,020
|
116,934
|
||||||
|
Health Care REIT, Inc.
|
1,873
|
131,597
|
||||||
|
Host Hotels & Resorts, Inc.
|
5,173
|
103,046
|
||||||
|
Hudson City Bancorp, Inc.
|
3,497
|
33,274
|
||||||
|
Huntington Bancshares, Inc./OH
|
5,456
|
60,725
|
||||||
|
Intercontinental Exchange, Inc.
|
849
|
201,026
|
||||||
|
Invesco Ltd.
|
3,410
|
135,820
|
||||||
|
JPMorgan Chase & Co.
|
27,735
|
1,824,408
|
||||||
|
KeyCorp
|
6,704
|
97,744
|
||||||
|
Kimco Realty Corp.
|
2,994
|
71,736
|
||||||
|
Legg Mason, Inc.
|
743
|
39,646
|
||||||
|
Leucadia National Corp.
|
1,447
|
35,640
|
||||||
|
Lincoln National Corp.
|
2,305
|
131,408
|
||||||
|
Loews Corp.
|
2,394
|
96,047
|
||||||
|
M&T Bank Corp.
|
918
|
110,968
|
||||||
|
Macerich Co.
|
1,011
|
83,013
|
||||||
|
Marsh & McLennan Co.'s, Inc.
|
4,025
|
234,376
|
||||||
|
MetLife, Inc.
|
7,704
|
402,611
|
||||||
|
Morgan Stanley
|
10,374
|
396,287
|
||||||
|
Nasdaq OMX Group, Inc.
|
1,127
|
58,322
|
||||||
|
Navient Corp.
|
3,621
|
69,777
|
||||||
|
Northern Trust Corp.
|
1,610
|
120,026
|
||||||
|
People's United Financial, Inc.
|
2,887
|
44,922
|
||||||
|
Plum Creek Timber Co. Inc.
|
1,188
|
49,017
|
||||||
|
PNC Financial Services Group, Inc.
|
3,945
|
377,497
|
||||||
|
Principal Financial Group, Inc.
|
2,041
|
105,499
|
||||||
|
Progressive Corp.
|
4,123
|
112,723
|
||||||
|
Prologis, Inc.
|
3,315
|
131,241
|
||||||
|
Prudential Financial, Inc.
|
3,541
|
299,604
|
||||||
|
Public Storage
|
1,035
|
200,314
|
||||||
|
Realty Income Corp
|
1,688
|
76,922
|
||||||
|
Regions Financial Corp.
|
9,066
|
91,476
|
||||||
|
Simon Property Group, Inc.
|
2,175
|
394,545
|
||||||
|
SL Green Realty Corp.
|
740
|
87,808
|
||||||
|
State Street Corp.
|
3,093
|
241,037
|
||||||
|
SunTrust Banks, Inc.
|
3,809
|
162,568
|
||||||
|
T. Rowe Price Group, Inc.
|
1,965
|
158,556
|
||||||
|
Torchmark Corp.
|
1,176
|
67,114
|
||||||
|
Travelers Cos, Inc.
|
2,411
|
243,800
|
||||||
|
Unum Group
|
2,266
|
79,219
|
||||||
|
US Bancorp/MN
|
13,884
|
598,539
|
||||||
|
Ventas, Inc.
|
2,081
|
138,428
|
||||||
|
Visa, Inc. Class A
|
14,557
|
999,775
|
||||||
|
Vornado Realty Trust
|
1,244
|
124,263
|
||||||
|
Wells Fargo & Co. (c)
|
35,184
|
1,968,900
|
||||||
|
Weyerhaeuser Co.
|
3,870
|
126,007
|
||||||
|
XL Group PLC
|
2,249
|
84,742
|
||||||
|
Zions Bancorporation
|
1,054
|
30,440
|
||||||
|
Total Financial
|
22,879,255
|
|||||||
|
Industrial (10.08%)
|
||||||||
|
3M Co.
|
4,679
|
744,335
|
||||||
|
Agilent Technologies, Inc.
|
2,633
|
108,453
|
||||||
|
Allegion PLC
|
703
|
43,895
|
||||||
|
AMETEK, Inc.
|
1,816
|
97,628
|
||||||
|
Amphenol Corp.
|
2,372
|
135,323
|
||||||
|
Ball Corp.
|
1,134
|
80,503
|
||||||
|
Boeing Co.
|
4,978
|
699,509
|
||||||
|
C H Robinson Worldwide, Inc.
|
1,280
|
79,014
|
||||||
|
Caterpillar, Inc.
|
4,752
|
405,441
|
||||||
|
CSX Corp.
|
7,645
|
260,542
|
||||||
|
Cummins, Inc.
|
1,302
|
176,486
|
||||||
|
Danaher Corp.
|
4,166
|
359,609
|
||||||
|
Deere & Co.
|
2,547
|
238,603
|
||||||
|
Dover Corp.
|
1,334
|
100,584
|
||||||
|
Eaton Corp. PLC
|
3,484
|
249,420
|
||||||
|
Emerson Electric Co.
|
5,336
|
321,814
|
||||||
|
Expeditors International of Washington
|
1,549
|
71,006
|
||||||
|
FedEx Corp.
|
2,148
|
372,077
|
||||||
|
FLIR Systems, Inc.
|
1,158
|
35,377
|
||||||
|
Flowserve Corp.
|
1,128
|
62,040
|
||||||
|
Fluor Corp.
|
1,298
|
72,974
|
||||||
|
Garmin Ltd.
|
806
|
36,657
|
||||||
|
General Dynamics Corp.
|
2,440
|
341,990
|
||||||
|
General Electric Co.
|
75,529
|
2,059,672
|
||||||
|
Honeywell International, Inc.
|
5,633
|
586,959
|
||||||
|
Illinois Tool Works, Inc.
|
2,619
|
245,741
|
||||||
|
Ingersoll-Rand PLC
|
2,109
|
145,057
|
||||||
|
Jacobson Engineering Group, Inc.*
|
962
|
41,616
|
||||||
|
Joy Global, Inc.
|
784
|
30,529
|
||||||
|
Kansas Cty Southern
|
811
|
73,396
|
||||||
|
L3 Communications Holdings, Inc.
|
719
|
84,705
|
||||||
|
Leggett & Platt, Inc.
|
1,017
|
48,084
|
||||||
|
Lockheed Martin Corp.
|
1,981
|
372,824
|
||||||
|
Martin Marietta Materials, Inc.
|
463
|
68,992
|
||||||
|
Masco Corp.
|
2,627
|
71,113
|
||||||
|
Norfolk Southern Corp.
|
2,398
|
220,616
|
||||||
|
Northrop Grumman Corp.
|
1,488
|
236,860
|
||||||
|
Owens-Illinois, Inc.*
|
1,395
|
33,341
|
||||||
|
Pall Corp.
|
838
|
104,281
|
||||||
|
Parker Hannifin Corp.
|
1,096
|
131,991
|
||||||
|
Pentair PLC
|
1,542
|
98,734
|
||||||
|
PerkinElmer, Inc.
|
1,021
|
53,837
|
||||||
|
Precision Castparts Corp.
|
1,073
|
227,079
|
||||||
|
Raytheon Co.
|
2,443
|
252,264
|
||||||
|
Republic Services, Inc.
|
2,203
|
88,759
|
||||||
|
Rockwell Automation, Inc.
|
1,085
|
133,336
|
||||||
|
Rockwell Collins, Inc.
|
1,079
|
102,710
|
||||||
|
Roper Industies, Inc.
|
694
|
121,422
|
||||||
|
Ryder System, Inc.
|
477
|
43,717
|
||||||
|
Sealed Air Corp.
|
1,582
|
77,043
|
||||||
|
Snap-On, Inc.
|
424
|
65,890
|
||||||
|
Stanley Black & Decker, Inc.
|
1,237
|
126,718
|
||||||
|
Stericycle, Inc.*
|
642
|
88,147
|
||||||
|
TE Connectivity Ltd.
|
3,236
|
223,284
|
||||||
|
Textron, Inc.
|
2,069
|
93,560
|
||||||
|
Thermo Fisher Scientific, Inc.
|
2,658
|
344,557
|
||||||
|
Tyco International PLC
|
3,464
|
139,807
|
||||||
|
Union Pacific Corp.
|
6,613
|
667,318
|
||||||
|
United Parcel Service, Inc. Class B
|
5,289
|
524,775
|
||||||
|
United Technologies Corp.
|
6,172
|
723,173
|
||||||
|
Vulcan Materials Co.
|
956
|
85,973
|
||||||
|
Waste Management, Inc.
|
3,352
|
166,427
|
||||||
|
Waters Corp.*
|
682
|
91,129
|
||||||
|
Xylem, Inc.
|
1,498
|
54,782
|
||||||
|
Total Industrial
|
14,243,498
|
|||||||
|
Technology (13.89%)
|
||||||||
|
Accenture PLC Class A
|
4,670
|
448,507
|
||||||
|
Adobe Systems, Inc.*
|
3,587
|
283,696
|
||||||
|
Akamai Technologies, Inc.*
|
1,400
|
106,778
|
||||||
|
Altera Corp.
|
2,432
|
118,803
|
||||||
|
Analog Devices, Inc.
|
2,227
|
151,347
|
||||||
|
Apple, Inc. (c)
|
43,710
|
5,694,538
|
||||||
|
Applied Materials, Inc.
|
9,105
|
183,284
|
||||||
|
Autodesk, Inc.*
|
1,669
|
90,376
|
||||||
|
Avago Technologies Ltd.
|
1,878
|
278,075
|
||||||
|
Broadcom Corp.
|
3,543
|
201,420
|
||||||
|
CA, Inc.
|
2,646
|
80,571
|
||||||
|
Cerner Corp.*
|
2,120
|
142,655
|
||||||
|
Citrix Systems, Inc.*
|
1,348
|
87,633
|
||||||
|
Cognizant Technology Solutions Class A*
|
4,408
|
285,286
|
||||||
|
Computer Sciences Corp.
|
1,256
|
86,162
|
||||||
|
Dun & Bradstreet Corp.
|
396
|
50,660
|
||||||
|
Electronic Arts, Inc.*
|
2,629
|
164,983
|
||||||
|
EMC Corp./MA
|
14,917
|
392,914
|
||||||
|
Fidelity National Information
|
1,851
|
116,058
|
||||||
|
First Solar, Inc.*
|
370
|
18,393
|
||||||
|
Fiserv, Inc.*
|
2,114
|
169,437
|
||||||
|
Hewlett Packard Co.
|
14,359
|
479,591
|
||||||
|
Intel Corp.
|
36,299
|
1,250,864
|
||||||
|
International Business Machines Corp.
|
6,898
|
1,170,246
|
||||||
|
Intuit, Inc.
|
2,031
|
211,529
|
||||||
|
KLA-Tencor Corp.
|
1,304
|
77,797
|
||||||
|
Lam Research Corp.
|
1,341
|
110,297
|
||||||
|
Linear Technology Corp.
|
1,694
|
81,058
|
||||||
|
Microchip Technology, Inc.
|
1,401
|
68,831
|
||||||
|
Micron Technology, Inc.*
|
6,485
|
181,126
|
||||||
|
Microsoft Corp.
|
61,563
|
2,884,842
|
||||||
|
NetApp, Inc.
|
2,586
|
86,372
|
||||||
|
NVIDIA Corp.
|
4,572
|
101,178
|
||||||
|
Oracle Corp.
|
24,056
|
1,046,195
|
||||||
|
Paychex Inc.
|
2,454
|
121,252
|
||||||
|
Pitney Bowes, Inc.
|
1,820
|
39,767
|
||||||
|
QUALCOMM, Inc.
|
12,533
|
873,299
|
||||||
|
Red Hat, Inc.*
|
1,433
|
110,728
|
||||||
|
Salesforce.com, Inc.*
|
3,760
|
273,540
|
||||||
|
Sandisk Corp.
|
1,741
|
119,050
|
||||||
|
Seagate Technology PLC
|
2,601
|
144,720
|
||||||
|
Skyworks Soulutions, Inc.
|
1,431
|
156,494
|
||||||
|
Teradata Corp.*
|
1,256
|
48,909
|
||||||
|
Texas Instruments, Inc.
|
8,319
|
465,198
|
||||||
|
Western Digital Corp.
|
1,637
|
159,378
|
||||||
|
Xerox Corp.
|
10,310
|
117,740
|
||||||
|
Xilinx, Inc.
|
2,112
|
100,151
|
||||||
|
Total Technology
|
19,631,728
|
|||||||
|
Utilities (2.81%)
|
||||||||
|
AES Corp./VA
|
4,674
|
63,566
|
||||||
|
AGL Resources, Inc.
|
850
|
42,815
|
||||||
|
Ameren Corp.
|
1,808
|
72,736
|
||||||
|
American Electric Power, Inc.
|
3,645
|
205,177
|
||||||
|
Centerpoint Energy, Inc.
|
2,979
|
60,682
|
||||||
|
CMS Energy Corp.
|
2,062
|
70,397
|
||||||
|
CONSOL Energy, Inc.
|
1,500
|
41,760
|
||||||
|
Consolidated Edison, Inc.
|
2,227
|
137,718
|
||||||
|
Dominion Resources, Inc./VA
|
4,251
|
299,781
|
||||||
|
DTE Energy Co.
|
1,258
|
99,671
|
||||||
|
Duke Energy Corp.
|
5,180
|
392,281
|
||||||
|
Edison International
|
2,433
|
147,951
|
||||||
|
Entergy Corp.
|
1,304
|
99,717
|
||||||
|
Eversource Energy
|
2,274
|
111,995
|
||||||
|
Exelon Corp.
|
6,183
|
209,171
|
||||||
|
FirstEnergy Corp.
|
3,123
|
111,429
|
||||||
|
Integrys Energy Group, Inc.
|
615
|
44,225
|
||||||
|
NextEra Energy, Inc.
|
3,154
|
322,780
|
||||||
|
NiSource, Inc.
|
2,050
|
96,719
|
||||||
|
NRG Energy Inc.
|
1,956
|
49,291
|
||||||
|
Pepco Holdings, Inc.
|
1,700
|
46,325
|
||||||
|
PG&E Corp.
|
2,830
|
151,320
|
||||||
|
Pinnacle West Capital Corp.
|
806
|
49,102
|
||||||
|
PPL Corp.
|
4,208
|
146,060
|
||||||
|
Public Service Enterprise, Inc.
|
3,861
|
164,594
|
||||||
|
SCANA Corp.
|
845
|
44,920
|
||||||
|
Sempra Energy
|
1,653
|
177,648
|
||||||
|
Southern Co.
|
6,412
|
280,140
|
||||||
|
TECO Energy, Inc.
|
1,498
|
28,237
|
||||||
|
Wisconsin Energy Corp.
|
1,695
|
81,835
|
||||||
|
Xcel Energy, Inc.
|
3,728
|
126,938
|
||||||
|
Total Utilities
|
3,976,981
|
|||||||
|
Total Common Stock (Cost $63,283,417)
|
139,955,362
|
|||||||
|
Right/Warrant (0%)
|
||||||||
|
Safeway, Inc. CVR-Non Tradable (Casa Ley)
|
1,746
|
829
|
||||||
|
Safeway, Inc. CVR-Non Tradable (PDC)
|
1,746
|
87
|
||||||
|
Total Right/Warrant (Cost $2,009)
|
916
|
|||||||
|
Total Investments (Cost $63,285,426) (a) (99.02%)
|
139,956,278
|
|||||||
|
Other Net Assets (0.98%)
|
1,380,507
|
|||||||
|
Net Assets (100.00%)
|
141,336,785
|
|||||||
|
Unrealized appreciation
|
79,245,688
|
|||
|
Unrealized depreciation
|
(3,040,790
|
)
|
||
|
Net unrealized appreciation
|
76,204,898
|
|
S&P 500 E-MINI
|
Notional
Value
|
Unrealized Appreciation
|
||||||
|
13 / JUN 2015 / Long / CME
|
1,368,900
|
13,268
|
||||||
| (c) | A portion of these shares have been pledged in connection with obligations for futures contracts. |
|
Security Description
|
Shares
|
Value
|
||||||
|
Common Stock (99.38%)
|
||||||||
|
Basic Materials (4.88%)
|
||||||||
|
Albemarle Corp.
|
10,773
|
647,995
|
||||||
|
Ashland, Inc.
|
6,113
|
778,796
|
||||||
|
Cabot Corp.
|
6,690
|
277,434
|
||||||
|
Carpenter Technology Corp.
|
4,953
|
202,281
|
||||||
|
Commercial Metals Co.
|
12,146
|
195,186
|
||||||
|
Compass Minerals International
|
3,460
|
298,114
|
||||||
|
Cytec Industries, Inc.
|
6,904
|
417,623
|
||||||
|
Domtar Corp.
|
6,701
|
289,617
|
||||||
|
Minerals Technologies, Inc.
|
3,557
|
239,422
|
||||||
|
NewMarket Corp.
|
1,020
|
469,618
|
||||||
|
Olin Corp.
|
8,099
|
236,815
|
||||||
|
PolyOne Corp.
|
8,709
|
338,693
|
||||||
|
Reliance Steel & Aluminum Co.
|
7,479
|
477,160
|
||||||
|
Royal Gold, Inc.
|
6,245
|
404,489
|
||||||
|
RPM International, Inc.
|
12,787
|
639,734
|
||||||
|
Sensient Technologies Corp.
|
4,970
|
336,469
|
||||||
|
Steel Dynamics, Inc.
|
23,032
|
502,328
|
||||||
|
United States Steel Corp.
|
13,937
|
340,063
|
||||||
|
Valspar Corp.
|
7,303
|
609,508
|
||||||
|
Total Basic Materials
|
7,701,345
|
|||||||
|
Communications (4.49%)
|
||||||||
|
AMC Networks, Inc.*
|
5,664
|
445,134
|
||||||
|
AOL, Inc.*
|
8,110
|
405,581
|
||||||
|
ARRIS Group, Inc.*
|
12,621
|
416,619
|
||||||
|
Ciena Corp.*
|
11,260
|
271,591
|
||||||
|
FactSet Research Systems, Inc.
|
3,719
|
614,267
|
||||||
|
Fortinet, Inc.*
|
13,266
|
531,436
|
||||||
|
Graham Holdings Co.
|
421
|
450,891
|
||||||
|
Harris Corp.
|
1,834
|
145,276
|
||||||
|
InterDigital, Inc.
|
3,831
|
224,612
|
||||||
|
JDS Uniphase Corp.*
|
23,714
|
304,013
|
||||||
|
John Wiley & Sons, Inc.
|
4,836
|
280,585
|
||||||
|
Keysight Technologies, Inc.*
|
16,046
|
527,272
|
||||||
|
Lamar Advertising Co.
|
7,679
|
465,501
|
||||||
|
Meredith Corp.
|
3,759
|
198,475
|
||||||
|
Neustar, Inc. - Class A*
|
5,782
|
157,964
|
||||||
|
New York Times Co.
|
14,132
|
196,435
|
||||||
|
Plantronics, Inc.
|
4,417
|
243,686
|
||||||
|
Polycom, Inc.*
|
14,123
|
190,237
|
||||||
|
Rackspace Hosting, Inc.*
|
11,802
|
473,142
|
||||||
|
Telephone & Date Systems, Inc.
|
10,202
|
302,897
|
||||||
|
Time, Inc.
|
11,230
|
252,787
|
||||||
|
Total Communications
|
7,098,401
|
|||||||
|
Consumer, Cyclical (13.83%)
|
||||||||
|
Advanced Auto Parts, Inc. (c)
|
6,993
|
1,071,467
|
||||||
|
Alaska Air Group, Inc.
|
12,604
|
814,723
|
||||||
|
American Eagle Outfitters, Inc.
|
18,564
|
303,893
|
||||||
|
ANN, Inc.*
|
4,715
|
220,426
|
||||||
|
Arrow Electronics, Inc.*
|
9,599
|
583,523
|
||||||
|
Ascena Retail Group, Inc.*
|
13,851
|
204,718
|
||||||
|
Big Lots, Inc.
|
5,120
|
224,768
|
||||||
|
Brinker International, Inc.
|
6,088
|
335,936
|
||||||
|
Brunswick Corp.
|
8,905
|
454,511
|
||||||
|
Cabela's, Inc.- Class A*
|
4,908
|
250,308
|
||||||
|
Carter's, Inc.
|
5,068
|
523,119
|
||||||
|
Cheesecake Factory, Inc.
|
4,749
|
244,906
|
||||||
|
Chico's FAS, Inc.
|
15,751
|
261,624
|
||||||
|
Church & Dwight Co. Inc. (c)
|
12,816
|
1,076,160
|
||||||
|
Cinemark Holdings, Inc.
|
9,976
|
404,327
|
||||||
|
Copart, Inc.*
|
10,892
|
376,863
|
||||||
|
CST Brands, Inc.
|
6,833
|
271,748
|
||||||
|
Dana Holding Corp.
|
16,229
|
353,305
|
||||||
|
Deckers Outdoor Corp.*
|
3,569
|
243,227
|
||||||
|
Dick's Sporting Goods, Inc.
|
9,398
|
504,861
|
||||||
|
Domino's Pizza, Inc.
|
5,269
|
572,530
|
||||||
|
Dreamworks Animation SKG, Inc. Class A*
|
7,419
|
199,942
|
||||||
|
Dunkin' Brands Group, Inc.
|
9,507
|
507,294
|
||||||
|
Foot Locker, Inc.
|
14,074
|
889,477
|
||||||
|
Guess? Inc.
|
6,504
|
114,080
|
||||||
|
Herman Miller, Inc.
|
6,124
|
169,635
|
||||||
|
HNI Corp.
|
4,649
|
225,430
|
||||||
|
HSN, Inc.
|
3,343
|
224,349
|
||||||
|
Ingram Micro, Inc.*
|
14,938
|
400,488
|
||||||
|
International Speedway Corp. Class A
|
2,678
|
99,702
|
||||||
|
JC Penney Co. Inc.*
|
31,426
|
269,949
|
||||||
|
JetBlue Airways Corp.*
|
23,748
|
478,760
|
||||||
|
Kate Spade & Co.*
|
12,177
|
301,746
|
||||||
|
KB Home
|
8,723
|
128,926
|
||||||
|
Life Time Fitness, Inc.*
|
3,708
|
266,605
|
||||||
|
LKQ Corp.*
|
29,031
|
829,416
|
||||||
|
MDC Holdings, Inc.
|
3,741
|
104,598
|
||||||
|
MSC Industrial Direct Co. Inc.
|
4,839
|
335,681
|
||||||
|
NVR, Inc.*
|
385
|
523,831
|
||||||
|
Office Depot, Inc.*
|
46,441
|
430,508
|
||||||
|
Oshkosh Corp.
|
7,645
|
383,473
|
||||||
|
Owens & Minor, Inc.
|
6,501
|
216,613
|
||||||
|
Panera Bread Co.*
|
2,454
|
446,628
|
||||||
|
Polaris Industries, Inc.
|
5,852
|
837,129
|
||||||
|
Signet Jewelers Ltd. (c)
|
7,681
|
993,384
|
||||||
|
Tempur Sealy International, Inc.*
|
6,278
|
374,106
|
||||||
|
Thor Industries, Inc.
|
4,449
|
271,789
|
||||||
|
Toll Brothers, Inc.*
|
15,510
|
560,997
|
||||||
|
Vista Outdoor, Inc.*
|
6,584
|
303,457
|
||||||
|
Watsco, Inc.
|
2,811
|
353,961
|
||||||
|
Wendy's Co.
|
28,361
|
318,778
|
||||||
|
Williams Sonoma, Inc.
|
8,204
|
644,916
|
||||||
|
World Fuel Services Corp.
|
6,903
|
345,357
|
||||||
|
Total Consumer, Cyclical
|
21,847,948
|
|||||||
|
Consumer, Non-Cyclical (18.09%)
|
||||||||
|
Aaron's, Inc.
|
6,634
|
232,389
|
||||||
|
Akorn, Inc.*
|
7,128
|
327,175
|
||||||
|
Align Technology, Inc.*
|
6,922
|
419,958
|
||||||
|
Apollo Education Group, Inc. Class A*
|
10,066
|
166,894
|
||||||
|
Aqua America, Inc.
|
16,922
|
445,387
|
||||||
|
Avon Products, Inc.
|
42,350
|
284,592
|
||||||
|
Bio-Rad Laboratories, Inc.*
|
2,113
|
305,054
|
||||||
|
Boston Beer Co. Inc.*
|
851
|
224,477
|
||||||
|
CDK Global, Inc.
|
15,388
|
820,027
|
||||||
|
CEB, Inc.
|
3,477
|
294,119
|
||||||
|
Centene Corp.*
|
11,241
|
846,897
|
||||||
|
Charles River Laboratories*
|
4,812
|
348,100
|
||||||
|
Community Health Systems, Inc.*
|
11,140
|
616,153
|
||||||
|
Convergys Corp.
|
10,423
|
258,803
|
||||||
|
Cooper Cos. Inc.
|
4,782
|
869,224
|
||||||
|
CoreLogic, Inc.*
|
8,597
|
335,111
|
||||||
|
Dean Foods Co.
|
9,667
|
178,066
|
||||||
|
Deluxe Corp.
|
5,133
|
327,639
|
||||||
|
DeVry Education Group, Inc.
|
5,910
|
187,997
|
||||||
|
Flowers Foods, Inc.
|
17,698
|
397,497
|
||||||
|
FTI Consulting, Inc.*
|
4,461
|
175,317
|
||||||
|
Gartner, Inc.*
|
8,719
|
762,738
|
||||||
|
Global Payments, Inc.
|
6,479
|
676,278
|
||||||
|
Hain Celestial Group, Inc.*
|
9,668
|
611,694
|
||||||
|
Halyard Health, Inc.*
|
4,818
|
199,562
|
||||||
|
Health Net, Inc.*
|
7,718
|
480,368
|
||||||
|
Hill-Rom Holdings, Inc.
|
5,915
|
304,977
|
||||||
|
HMS Holdings Corp.*
|
9,043
|
154,093
|
||||||
|
Hologic, Inc.*
|
24,014
|
858,981
|
||||||
|
IDEXX Laboratories, Inc.*
|
4,568
|
619,421
|
||||||
|
Ingredion, Inc.
|
6,884
|
564,281
|
||||||
|
Jarden Corp.*
|
17,140
|
909,448
|
||||||
|
Lancaster Colony Corp.
|
2,001
|
178,569
|
||||||
|
Leidos Holdings, Inc.
|
6,411
|
272,468
|
||||||
|
Lifepoint Hospitals, Inc.*
|
4,653
|
350,324
|
||||||
|
Live Nation Entertainment, Inc.*
|
13,841
|
395,853
|
||||||
|
Manpowergroup, Inc.
|
7,581
|
641,732
|
||||||
|
MAXIMUS, Inc.
|
6,415
|
419,349
|
||||||
|
MEDNAX, Inc.*
|
9,620
|
684,752
|
||||||
|
Omnicare, Inc.
|
9,377
|
893,534
|
||||||
|
Post Holdings, Inc.*
|
4,823
|
208,643
|
||||||
|
Rent-A-Center, Inc.
|
5,448
|
164,802
|
||||||
|
ResMed, Inc.
|
13,359
|
785,776
|
||||||
|
Rollins, Inc.
|
9,916
|
246,115
|
||||||
|
RR Donnelley & Sons Co.
|
20,054
|
384,636
|
||||||
|
Scotts Miracle-Gro Co.
|
4,332
|
265,378
|
||||||
|
SEI Investments Co.
|
12,496
|
597,809
|
||||||
|
Services Corp International
|
19,892
|
578,062
|
||||||
|
Sirona Dental Systems, Inc.*
|
5,304
|
523,611
|
||||||
|
Sotheby's
|
6,329
|
283,729
|
||||||
|
STERIS Corp.
|
5,692
|
380,396
|
||||||
|
SUPERVALU, Inc.*
|
22,173
|
195,788
|
||||||
|
Techne Corp.
|
3,629
|
367,436
|
||||||
|
Teleflex, Inc.
|
3,967
|
510,712
|
||||||
|
Thoratec Corp.*
|
5,804
|
263,444
|
||||||
|
Tootsie Roll Industries, Inc.
|
1,968
|
60,496
|
||||||
|
Towers Watson & Co.
|
6,700
|
924,265
|
||||||
|
Treehouse Foods, Inc.*
|
4,336
|
309,287
|
||||||
|
Tupperware Brands Corp.
|
4,825
|
317,196
|
||||||
|
United Natural Foods, Inc.*
|
4,779
|
320,528
|
||||||
|
United Therapeutics Corp.*
|
4,551
|
836,110
|
||||||
|
VCA, Inc.*
|
8,059
|
422,775
|
||||||
|
WellCare Health Plans, Inc.*
|
4,206
|
360,328
|
||||||
|
WEX, Inc.*
|
3,714
|
421,130
|
||||||
|
WhiteWave Foods Co.*
|
16,703
|
802,245
|
||||||
|
Total Consumer, Non-Cyclical
|
28,569,995
|
|||||||
|
Energy (3.95%)
|
||||||||
|
Dresser-Rand Group, Inc.*
|
7,343
|
621,218
|
||||||
|
Dril-Quip, Inc.*
|
4,000
|
302,320
|
||||||
|
Energen Corp.
|
7,013
|
485,300
|
||||||
|
Gulfport Energy Corp.*
|
9,272
|
400,180
|
||||||
|
Helix Energy Solutions Group*
|
10,118
|
158,549
|
||||||
|
HollyFrontier Corp. (c)
|
18,752
|
781,021
|
||||||
|
Murphy USA, Inc.*
|
4,431
|
258,017
|
||||||
|
Nabors Industries Ltd.
|
28,191
|
415,817
|
||||||
|
NOW, Inc.*
|
11,036
|
255,152
|
||||||
|
Oceaneering International, Inc.
|
10,060
|
511,048
|
||||||
|
Oil States International, Inc.*
|
5,094
|
208,243
|
||||||
|
Patterson-UTI Energy, Inc.
|
15,065
|
304,313
|
||||||
|
Rosetta Resources, Inc.*
|
5,890
|
137,590
|
||||||
|
SM Energy Co.
|
6,571
|
343,795
|
||||||
|
Superior Energy Services, Inc.
|
14,823
|
342,263
|
||||||
|
Unit Corp.*
|
4,812
|
151,722
|
||||||
|
Western Refining, Inc.
|
6,991
|
307,464
|
||||||
|
WPX Energy, Inc.*
|
19,483
|
251,136
|
||||||
|
Total Energy
|
6,235,148
|
|||||||
|
Financial (21.66%)
|
||||||||
|
Alexander & Baldwin, Inc.
|
4,846
|
199,025
|
||||||
|
Alexandria Real Estate Equities
|
6,898
|
639,652
|
||||||
|
Alleghany Corp.*
|
1,595
|
758,183
|
||||||
|
American Campus Communities
|
10,070
|
392,831
|
||||||
|
American Financial Group, Inc.
|
7,071
|
449,009
|
||||||
|
Arthur J Gallagher & Co. (c)
|
15,460
|
749,037
|
||||||
|
Aspen Insurance Holdings Ltd.
|
5,962
|
276,398
|
||||||
|
Associated Banc-Corp.
|
15,965
|
302,856
|
||||||
|
BancorpSouth, Inc.
|
8,709
|
210,671
|
||||||
|
Bank of Hawaii Corp.
|
4,563
|
286,420
|
||||||
|
BioMed Realty Trust, Inc.
|
18,915
|
385,677
|
||||||
|
Brown & Brown, Inc.
|
11,293
|
365,780
|
||||||
|
Camden Property Trust
|
8,277
|
620,609
|
||||||
|
Cathay General Bancorp
|
7,638
|
230,820
|
||||||
|
CBOE Holdings, Inc.
|
8,085
|
473,134
|
||||||
|
City National Corp.
|
4,593
|
423,383
|
||||||
|
Commerce Bancshares, Inc.
|
8,427
|
375,928
|
||||||
|
Corporate Office Properties
|
8,366
|
214,755
|
||||||
|
Corrections Corp. Of America
|
11,158
|
392,315
|
||||||
|
Cullen/Frost Bankers, Inc.
|
5,255
|
385,770
|
||||||
|
Douglas Emmett, Inc.
|
13,261
|
389,608
|
||||||
|
Duke Realty Corp.
|
32,737
|
640,336
|
||||||
|
East West Bancorp, Inc.
|
13,752
|
589,961
|
||||||
|
Eaton Vance Corp.
|
11,329
|
459,957
|
||||||
|
Equity One, Inc.
|
6,724
|
166,621
|
||||||
|
Everest Re Group Ltd.
|
4,481
|
813,346
|
||||||
|
Extra Space Storage, Inc.
|
10,587
|
741,408
|
||||||
|
Federal Realty Invstment Trust
|
6,527
|
877,683
|
||||||
|
Federated Investors, Inc. Class B
|
9,840
|
342,432
|
||||||
|
First American Financial Corp.
|
10,276
|
366,956
|
||||||
|
First Horizon National Corp.
|
22,537
|
332,646
|
||||||
|
First Niagara Financial Group
|
36,488
|
325,108
|
||||||
|
FirstMerit Corp.
|
17,046
|
334,783
|
||||||
|
Fulton Financial Corp.
|
19,359
|
245,085
|
||||||
|
Hancock Holding Co.
|
8,439
|
245,828
|
||||||
|
Hanover Insurance Group, Inc.
|
4,542
|
323,300
|
||||||
|
HCC Insurance Holdings, Inc.
|
9,273
|
530,230
|
||||||
|
Highwoods Properties, Inc.
|
8,743
|
366,769
|
||||||
|
Home Properties, Inc.
|
5,450
|
405,044
|
||||||
|
Hospitality Properties Trust
|
14,360
|
433,528
|
||||||
|
International Bancshares Corp.
|
5,988
|
156,287
|
||||||
|
Janus Capital Group, Inc.
|
15,310
|
277,877
|
||||||
|
Jones Lang LaSalle, Inc.
|
4,294
|
743,850
|
||||||
|
Kemper Corp.
|
5,158
|
184,605
|
||||||
|
Kilroy Realty Corp.
|
8,334
|
575,629
|
||||||
|
LaSalle Hotel Properties
|
10,698
|
390,049
|
||||||
|
Liberty Property Trust
|
14,231
|
497,231
|
||||||
|
Mack-Cali Realty Corp.
|
8,623
|
145,729
|
||||||
|
Mercury General Corp.
|
3,740
|
208,243
|
||||||
|
Mid-America Apartment Communities, Inc.
|
7,209
|
550,696
|
||||||
|
National Retail Properties, Inc.
|
12,882
|
483,204
|
||||||
|
New York Community Bancorp, Inc.
|
42,406
|
752,282
|
||||||
|
Old Republic International Corp.
|
23,244
|
359,352
|
||||||
|
Omega Healthcare Investors, Inc.
|
12,220
|
440,287
|
||||||
|
PacWest Bancorp
|
9,275
|
416,355
|
||||||
|
Potlatch Corp.
|
4,184
|
151,796
|
||||||
|
Primerica, Inc.
|
5,087
|
224,998
|
||||||
|
Prosperity Bancshares, Inc.
|
6,183
|
331,223
|
||||||
|
Raymond James Financial, Inc.
|
12,069
|
701,450
|
||||||
|
Rayonier, Inc.
|
13,045
|
336,822
|
||||||
|
Regency Centers Corp.
|
8,933
|
564,030
|
||||||
|
Reinsurance Group of America
|
6,581
|
615,653
|
||||||
|
RenaissanceRE Holdings Ltd.
|
3,920
|
400,271
|
||||||
|
Senior Housing Prop Trust
|
4,406
|
88,164
|
||||||
|
Signature Bank*
|
4,820
|
673,113
|
||||||
|
SLM Corp.*
|
40,540
|
415,940
|
||||||
|
StanCorp Financial Group, Inc.
|
4,027
|
298,884
|
||||||
|
Stifel Financial Corp.*
|
6,324
|
336,816
|
||||||
|
SVB Financial Group*
|
4,916
|
663,218
|
||||||
|
Synovus Financial Corp.
|
12,752
|
370,063
|
||||||
|
Tanger Factory Outlet Center, Inc.
|
9,884
|
332,399
|
||||||
|
Taubman Centers, Inc.
|
6,066
|
449,066
|
||||||
|
TCF Financial Corp.
|
16,020
|
252,155
|
||||||
|
Trustmark Corp.
|
6,874
|
163,945
|
||||||
|
UDR, Inc.
|
24,450
|
796,092
|
||||||
|
Umpqua Holdings Corp.
|
22,396
|
393,946
|
||||||
|
Urban Edge Properties
|
8,363
|
180,641
|
||||||
|
Valley National Bancorp
|
22,192
|
217,038
|
||||||
|
Waddell & Reed Financial, Inc. Class A
|
8,010
|
382,718
|
||||||
|
Washington Federal, Inc.
|
10,259
|
226,724
|
||||||
|
Washington Prime Group, Inc.
|
15,996
|
225,064
|
||||||
|
Webster Financial Corp.
|
9,305
|
352,566
|
||||||
|
Weingarten Realty Investors
|
10,777
|
363,508
|
||||||
|
WR Berkley Corp.
|
9,726
|
476,574
|
||||||
|
Total Financial
|
34,229,435
|
|||||||
|
Industrial (18.69%)
|
||||||||
|
Acuity Brands, Inc
|
4,154
|
733,139
|
||||||
|
AECOM Technology Corp.*
|
14,194
|
468,828
|
||||||
|
AGCO Corp.
|
8,018
|
407,154
|
||||||
|
AO Smith Corp.
|
7,206
|
514,364
|
||||||
|
AptarGroup, Inc.
|
6,201
|
395,438
|
||||||
|
Avnet, Inc.
|
13,129
|
577,807
|
||||||
|
B/E Aerospace, Inc.
|
10,088
|
578,446
|
||||||
|
Belden, Inc.
|
4,101
|
346,206
|
||||||
|
Bemis Co. Inc.
|
9,568
|
439,554
|
||||||
|
Carlisle Cos, Inc.
|
6,147
|
609,475
|
||||||
|
CLARCOR, Inc.
|
4,802
|
295,851
|
||||||
|
Clean Harbors, Inc.*
|
5,336
|
300,630
|
||||||
|
Cognex Corp.*
|
8,942
|
451,303
|
||||||
|
Con-way, Inc.
|
5,929
|
239,947
|
||||||
|
Crane Co.
|
5,107
|
309,127
|
||||||
|
Donaldson Co. Inc.
|
12,233
|
436,229
|
||||||
|
Eagle Materials, Inc.
|
4,815
|
401,956
|
||||||
|
Energizer Holdings, Inc.
|
5,949
|
842,914
|
||||||
|
Esterline Technologies Corp.*
|
3,059
|
330,892
|
||||||
|
FEI Co.
|
3,980
|
324,768
|
||||||
|
Fortune Brands Home & Security, Inc.
|
15,627
|
716,654
|
||||||
|
GATX Corp.
|
4,618
|
257,269
|
||||||
|
Genesee & Wyoming, Inc.*
|
4,903
|
403,713
|
||||||
|
Gentex Corp.
|
28,049
|
481,882
|
||||||
|
Graco, Inc.
|
5,697
|
413,545
|
||||||
|
Granite Construction, Inc.
|
3,874
|
138,883
|
||||||
|
Greif, Inc. Class A
|
3,373
|
128,815
|
||||||
|
Harsco Corp.
|
8,829
|
142,235
|
||||||
|
Hubbell, Inc.
|
5,204
|
562,188
|
||||||
|
Huntington Ingalls Industries
|
4,626
|
573,578
|
||||||
|
IDEX Corp.
|
7,606
|
587,640
|
||||||
|
Itron, Inc.*
|
4,045
|
145,175
|
||||||
|
ITT Corp.
|
8,775
|
374,517
|
||||||
|
Jabil Circuit, Inc.
|
19,156
|
470,663
|
||||||
|
JB Hunt Transport Services, Inc.
|
8,866
|
744,921
|
||||||
|
KBR, Inc.
|
14,971
|
286,695
|
||||||
|
Kennametal, Inc.
|
8,111
|
292,483
|
||||||
|
Kirby Corp.*
|
5,466
|
419,297
|
||||||
|
KLX, Inc.*
|
5,391
|
236,341
|
||||||
|
Knowles Corp.*
|
8,766
|
169,622
|
||||||
|
Landstar Systems, Inc.
|
4,607
|
301,298
|
||||||
|
Lennox International, Inc.
|
4,234
|
476,748
|
||||||
|
Lincoln Electric Holdings, Inc.
|
7,694
|
517,114
|
||||||
|
Louisiana-Pacific Corp.*
|
14,578
|
263,716
|
||||||
|
Mettler Toledo International*
|
2,734
|
887,675
|
||||||
|
MSA Safety, Inc.
|
3,239
|
144,783
|
||||||
|
National Instruments Corp.
|
10,469
|
313,128
|
||||||
|
Nordson Corp.
|
5,621
|
454,795
|
||||||
|
OLD Dominion Freight Line, Inc.*
|
6,521
|
443,493
|
||||||
|
Orbital ATK, Inc.
|
5,677
|
434,291
|
||||||
|
Packaging Corp of America
|
9,425
|
652,022
|
||||||
|
Regal-Beloit Corp.
|
4,281
|
334,731
|
||||||
|
Rock-Tenn Co.
|
13,417
|
873,983
|
||||||
|
Silgan Holdings, Inc.
|
4,510
|
245,073
|
||||||
|
Sonoco Products Co.
|
9,701
|
436,739
|
||||||
|
SPX Corp.
|
3,934
|
292,336
|
||||||
|
Tech Data Corp.*
|
3,943
|
248,882
|
||||||
|
Teledyne Technologies, Inc.*
|
3,502
|
354,858
|
||||||
|
Terex Corp.
|
11,360
|
280,933
|
||||||
|
Tidewater, Inc.
|
5,125
|
125,768
|
||||||
|
Timken Co.
|
7,137
|
279,057
|
||||||
|
TimkenSteel Corp.
|
3,672
|
109,242
|
||||||
|
Trimble Nagivation Ltd.* (c)
|
25,655
|
601,353
|
||||||
|
Trinity Industries, Inc.
|
14,910
|
447,151
|
||||||
|
Triumph Group, Inc.
|
5,301
|
353,524
|
||||||
|
Valmont Industries, Inc.
|
2,476
|
308,138
|
||||||
|
Vishay Intertechnology, Inc.
|
13,984
|
182,072
|
||||||
|
Wabtec Corp.
|
9,221
|
924,865
|
||||||
|
Waste Connections, Inc.
|
11,891
|
577,070
|
||||||
|
Werner Enterprises, Inc.
|
4,592
|
126,372
|
||||||
|
Woodward, Inc.
|
6,008
|
306,048
|
||||||
|
Worthington Industries, Inc.
|
5,239
|
142,553
|
||||||
|
Zebra Technologies Corp. Class A*
|
4,878
|
534,824
|
||||||
|
Total Industrial
|
29,524,779
|
|||||||
|
Technology (9.29%)
|
||||||||
|
3D Systems Corp.*
|
8,515
|
186,223
|
||||||
|
ACI Worldwide, Inc.*
|
11,760
|
280,006
|
||||||
|
Acxiom Corp.*
|
8,198
|
135,841
|
||||||
|
Advanced Micro Devices, Inc.*
|
67,000
|
152,760
|
||||||
|
Advent Software, Inc.
|
4,259
|
186,374
|
||||||
|
ANSYS, Inc.* (c)
|
9,103
|
810,167
|
||||||
|
Atmel Corp.
|
43,147
|
382,714
|
||||||
|
Broadridge Financial Solutions, Inc.
|
11,497
|
622,907
|
||||||
|
Cadence Design System, Inc.*
|
28,043
|
554,971
|
||||||
|
CommVault Systems, Inc.*
|
4,391
|
195,092
|
||||||
|
Cree, Inc.*
|
11,057
|
334,806
|
||||||
|
Cypress Semiconductor Corp.
|
15,104
|
207,378
|
||||||
|
Diebold, Inc.
|
6,660
|
227,639
|
||||||
|
DST Systems, Inc.
|
2,807
|
332,349
|
||||||
|
Fair Isaac Corp.
|
3,314
|
290,704
|
||||||
|
Informatica Corp.*
|
10,411
|
503,892
|
||||||
|
Integrated Device Technology*
|
15,339
|
362,844
|
||||||
|
Intersil Corp.
|
13,351
|
180,239
|
||||||
|
IPG Photonics Corp.*
|
3,654
|
346,545
|
||||||
|
Jack Henry & Associates, Inc.
|
7,834
|
509,837
|
||||||
|
Lexmark International, Inc.
|
6,419
|
295,146
|
||||||
|
Mentor Graphics Corp.
|
9,961
|
260,082
|
||||||
|
MSCI, Inc. A
|
10,732
|
665,921
|
||||||
|
NCR Corp.*
|
16,133
|
484,797
|
||||||
|
PTC, Inc.*
|
11,112
|
458,592
|
||||||
|
Qorvo, Inc.* (c)
|
13,977
|
1,148,210
|
||||||
|
Rovi Corp.*
|
9,765
|
163,661
|
||||||
|
Science Applications International Corp.
|
4,168
|
220,904
|
||||||
|
Semtech Corp.*
|
6,943
|
148,302
|
||||||
|
Silicon Laboratories, Inc.*
|
3,776
|
209,341
|
||||||
|
SolarWinds, Inc.*
|
6,762
|
320,857
|
||||||
|
Solera Holdings, Inc.
|
6,536
|
322,421
|
||||||
|
SunEdison, Inc.*
|
24,142
|
723,536
|
||||||
|
Synopsys, Inc.*
|
14,928
|
744,758
|
||||||
|
Teradyne, Inc.
|
20,500
|
433,575
|
||||||
|
Tyler Technologies, Inc.*
|
3,386
|
411,331
|
||||||
|
Ultimate Software Group, Inc.*
|
2,718
|
439,745
|
||||||
|
VeriFone Systems, Inc.*
|
10,831
|
413,419
|
||||||
|
Total Technology
|
14,667,886
|
|||||||
|
Utilities (4.50%)
|
||||||||
|
Alliant Energy Corp.
|
10,627
|
651,435
|
||||||
|
Atmos Energy Corp.
|
9,617
|
519,510
|
||||||
|
Black Hills Corp.
|
4,587
|
219,167
|
||||||
|
California Resources Corp.
|
32,149
|
252,370
|
||||||
|
Cleco Corp.
|
6,224
|
337,652
|
||||||
|
Great Plains Energy, Inc.
|
14,740
|
384,272
|
||||||
|
Hawaiian Electric Industries
|
9,825
|
300,056
|
||||||
|
IDACORP, Inc.
|
5,182
|
308,174
|
||||||
|
MDU Resources Group, Inc.
|
18,596
|
389,400
|
||||||
|
National Fuel Gas Co.
|
8,065
|
518,176
|
||||||
|
OGE Energy Corp.
|
19,095
|
601,493
|
||||||
|
ONE Gas, Inc.
|
5,500
|
243,815
|
||||||
|
Peabody Energy Corp.
|
27,985
|
94,589
|
||||||
|
PNM Resources, Inc.
|
8,211
|
218,330
|
||||||
|
Questar Corp.
|
16,790
|
381,133
|
||||||
|
UGI Corp.
|
16,518
|
617,773
|
||||||
|
Vectren Corp.
|
7,907
|
336,601
|
||||||
|
Westar Energy, Inc.
|
12,525
|
459,292
|
||||||
|
WGL Holdings, Inc.
|
4,762
|
274,005
|
||||||
|
Total Utilities
|
7,107,243
|
|||||||
|
Total Common Stock (Cost $88,694,347)
|
156,982,180
|
|||||||
|
Total Investments (Cost $88,694,347) (a) (99.38%)
|
156,982,180
|
|||||||
|
Other Net Assets (0.62%)
|
979,334
|
|||||||
|
Net Assets (100.00%)
|
$
|
157,961,514
|
||||||
|
Unrealized appreciation
|
70,088,073
|
|||
|
Unrealized depreciation
|
(2,030,623
|
)
|
||
|
Net unrealized appreciation
|
68,057,450
|
|
S&P MidCap E-MINI
|
Notional
Value
|
Unrealized Appreciation
|
||||||
|
6 / JUN 2015 / Long / CME
|
913,920
|
$
|
8,115
|
|||||
| (c) | A portion of these shares have been pledged in connection with obligations for futures contracts. |
|
Security Description
|
Shares
|
Value
|
||||||
|
Common Stock (98.94%)
|
||||||||
|
Basic Materials (4.20%)
|
||||||||
|
AK Steel Holding Corp.*
|
10,905
|
57,360
|
||||||
|
A Schulman, Inc.
|
2,273
|
97,216
|
||||||
|
Aceto Corp.
|
2,128
|
50,157
|
||||||
|
American Vanguard Corp.
|
1,690
|
23,288
|
||||||
|
Balchem Corp.
|
2,418
|
136,520
|
||||||
|
Century Aluminum Co.*
|
4,083
|
45,648
|
||||||
|
Clearwater Paper Corp.*
|
1,452
|
87,135
|
||||||
|
Deltic Timber Corp.
|
890
|
57,441
|
||||||
|
Globe Specialty Metals, Inc.
|
5,105
|
98,680
|
||||||
|
Hawkins, Inc.
|
618
|
25,190
|
||||||
|
HB Fuller Co.
|
3,993
|
168,144
|
||||||
|
Innophos Holdings, Inc.
|
1,783
|
92,912
|
||||||
|
Kaiser Aluminum Corp.
|
1,409
|
114,312
|
||||||
|
KapStone Paper and Packaging Corp.
|
6,415
|
172,884
|
||||||
|
Kraton Performance Polymers, Inc.*
|
2,597
|
61,679
|
||||||
|
Materion Corp.
|
1,549
|
57,607
|
||||||
|
Neenah Paper, Inc.
|
1,306
|
78,739
|
||||||
|
OM Group, Inc.
|
2,552
|
67,730
|
||||||
|
PH Glatfelter Co.
|
3,442
|
80,853
|
||||||
|
Quaker Chemical Corp.
|
1,053
|
89,905
|
||||||
|
Rayonier Advanced Materials
|
3,333
|
54,961
|
||||||
|
Schweitzer-Mauduit Internation, Inc.
|
2,492
|
100,577
|
||||||
|
Stepan Co.
|
1,428
|
73,485
|
||||||
|
Stillwater Mining Co.*
|
9,544
|
138,293
|
||||||
|
US Silica Holdings, Inc.
|
4,272
|
131,791
|
||||||
|
Wausau Paper Corp.
|
3,969
|
38,817
|
||||||
|
Zep, Inc.
|
1,706
|
34,052
|
||||||
|
Total Basic Materials
|
2,235,376
|
|||||||
|
Communications (3.90%)
|
||||||||
|
8X8, Inc.*
|
6,124
|
51,074
|
||||||
|
ADTRAN, Inc.
|
4,158
|
71,601
|
||||||
|
Anixter International, Inc.*
|
2,129
|
144,772
|
||||||
|
Atlantic Tele-Network, Inc.
|
792
|
53,104
|
||||||
|
Black Box Corp.
|
1,103
|
22,126
|
||||||
|
Blucora, Inc.*
|
3,365
|
53,369
|
||||||
|
CalAmp Corp.*
|
2,670
|
52,706
|
||||||
|
Cincinnati Bell, Inc.*
|
16,654
|
60,954
|
||||||
|
ComScore, Inc.*
|
2,564
|
145,071
|
||||||
|
Comtech Telecommunications Corp.
|
1,234
|
37,069
|
||||||
|
Consolidated Communications
|
3,645
|
75,524
|
||||||
|
DHI Group, Inc.*
|
3,715
|
31,466
|
||||||
|
EW Scripps Co./The
|
3,970
|
93,017
|
||||||
|
FTD Cos, Inc.*
|
1,338
|
36,835
|
||||||
|
General Communication, Inc.*
|
2,942
|
47,278
|
||||||
|
Harmonic, Inc.*
|
6,732
|
45,845
|
||||||
|
Harte-Hanks, Inc.
|
3,096
|
19,381
|
||||||
|
HealthStream, Inc.*
|
1,640
|
46,527
|
||||||
|
Iridium Communications, Inc.*
|
6,143
|
63,580
|
||||||
|
Ixia*
|
4,496
|
56,560
|
||||||
|
Liquidity Services, Inc.*
|
1,721
|
17,072
|
||||||
|
LogMeIn, Inc.*
|
1,815
|
115,198
|
||||||
|
Lumos Networks Corp.
|
1,433
|
20,449
|
||||||
|
NETGEAR, Inc.*
|
2,909
|
90,150
|
||||||
|
NIC, Inc.
|
4,493
|
75,707
|
||||||
|
Perficient, Inc.*
|
2,489
|
47,092
|
||||||
|
QuinStreet, Inc.*
|
1,826
|
10,828
|
||||||
|
Scholastic Corp.
|
1,985
|
88,233
|
||||||
|
Sizmek, Inc.*
|
1,808
|
12,638
|
||||||
|
Spok Holdings, Inc.
|
1,400
|
24,290
|
||||||
|
Stamps.com, Inc.*
|
1,100
|
74,019
|
||||||
|
Vasco Data Security International, Inc.*
|
2,046
|
54,505
|
||||||
|
ViaSat, Inc.* (c)
|
3,352
|
211,143
|
||||||
|
XO Group, Inc.*
|
1,600
|
25,984
|
||||||
|
Total Communications
|
2,075,167
|
|||||||
|
Consumer, Cyclical (15.93%)
|
||||||||
|
Allegiant Travel Co.
|
1,031
|
162,352
|
||||||
|
American Woodmark Corp.*
|
923
|
47,387
|
||||||
|
Arctic Cat, Inc.
|
1,013
|
33,510
|
||||||
|
Barnes & Noble, Inc.*
|
2,792
|
65,668
|
||||||
|
Big 5 Sporting Goods Corp.
|
1,300
|
18,889
|
||||||
|
Biglari Holdings, Inc.*
|
103
|
36,389
|
||||||
|
BJ's Restaurants, Inc.*
|
1,655
|
75,766
|
||||||
|
Blue Nile, Inc.*
|
1,051
|
29,018
|
||||||
|
Bob Evans Farms, Inc.
|
1,840
|
84,511
|
||||||
|
Boyd Gaming Corp.*
|
6,021
|
86,161
|
||||||
|
Buckle, Inc./The
|
2,109
|
89,801
|
||||||
|
Caleres, Inc.
|
3,087
|
95,481
|
||||||
|
Callaway Golf Co.
|
6,171
|
58,254
|
||||||
|
Casey's General Stores, Inc. (c)
|
3,031
|
264,273
|
||||||
|
Cash America International, Inc.
|
2,136
|
57,416
|
||||||
|
Cato Corp.
|
2,147
|
80,062
|
||||||
|
Children's Place, Inc.
|
1,609
|
105,229
|
||||||
|
Christopher & Banks Corp.*
|
2,906
|
16,680
|
||||||
|
Cracker Barrel Old Country Store, Inc.
|
1,817
|
256,342
|
||||||
|
Crocs, Inc.*
|
6,057
|
91,097
|
||||||
|
Daktronics, Inc.
|
2,848
|
30,701
|
||||||
|
DineEquity, Inc.
|
1,291
|
126,002
|
||||||
|
Dorman Products, Inc.*
|
2,417
|
112,777
|
||||||
|
DTS, Inc.*
|
1,151
|
36,521
|
||||||
|
Ethan Allen Interiors, Inc.
|
1,913
|
48,016
|
||||||
|
Finish Line, Inc./The
|
3,854
|
100,859
|
||||||
|
First Cash Financial Services, Inc.*
|
2,306
|
107,437
|
||||||
|
Francesca's Holdings Corp.*
|
3,184
|
49,893
|
||||||
|
Fred's, Inc.
|
2,610
|
45,727
|
||||||
|
G & K Services, Inc.
|
1,592
|
110,931
|
||||||
|
Genesco, Inc.*
|
1,901
|
125,827
|
||||||
|
G-III Apparel Group Ltd.*
|
2,540
|
144,424
|
||||||
|
Group 1 Automotive, Inc.
|
1,718
|
141,409
|
||||||
|
Haverty Furniture Cos, Inc.
|
1,506
|
31,641
|
||||||
|
Hibbett Sports, Inc.*
|
2,017
|
93,891
|
||||||
|
Iconix Brand Group, Inc.*
|
3,635
|
93,856
|
||||||
|
Interface, Inc.
|
4,469
|
96,218
|
||||||
|
Interval Leisure Group, Inc.
|
2,925
|
76,109
|
||||||
|
iRobot Corp.*
|
2,156
|
68,884
|
||||||
|
Jack In The Box, Inc.
|
2,891
|
250,968
|
||||||
|
Kirkland's, Inc.*
|
1,134
|
29,790
|
||||||
|
La-Z-Boy, Inc.
|
4,175
|
110,763
|
||||||
|
Lithia Motors, Inc.
|
1,798
|
191,397
|
||||||
|
Lumber Liquidators Holdings, Inc.*
|
2,055
|
41,922
|
||||||
|
M/I Homes, Inc.*
|
1,832
|
42,631
|
||||||
|
Marcus Corp.
|
1,435
|
28,126
|
||||||
|
MarineMax, Inc.*
|
1,746
|
41,764
|
||||||
|
Marriott Vacations Worldwide Corp.
|
2,123
|
187,418
|
||||||
|
Mens Wearhouse, Inc.
|
3,470
|
201,295
|
||||||
|
Meritage Homes Corp.*
|
2,930
|
128,510
|
||||||
|
Monarch Casino & Resort, Inc.*
|
600
|
11,628
|
||||||
|
Movado Group, Inc.
|
1,360
|
35,578
|
||||||
|
Oxford Industries, Inc.
|
1,152
|
87,402
|
||||||
|
Papa John's International, Inc.
|
2,235
|
153,567
|
||||||
|
Pep Boys-Manny Moe & Jack*
|
3,995
|
40,469
|
||||||
|
Perry Ellis International, Inc.*
|
700
|
17,192
|
||||||
|
PetMed Express, Inc.
|
1,300
|
21,697
|
||||||
|
Pinnacle Entertainment, Inc.*
|
4,723
|
174,609
|
||||||
|
Pool Corp.
|
3,313
|
219,586
|
||||||
|
Popeyes Louisiana Kitchen*
|
1,798
|
99,987
|
||||||
|
Red Robin Gourmet Burgers, Inc.*
|
1,127
|
93,981
|
||||||
|
Regis Corp.*
|
3,353
|
54,184
|
||||||
|
Republic Airways Holdings, Inc.*
|
3,901
|
40,804
|
||||||
|
Ruby Tuesday, Inc.*
|
4,509
|
28,136
|
||||||
|
Ruth's Hospitality Group, Inc.
|
2,518
|
37,090
|
||||||
|
Ryland Group, Inc.
|
3,717
|
156,374
|
||||||
|
ScanSource, Inc.*
|
2,274
|
88,459
|
||||||
|
Scientific Games Corp.*
|
3,874
|
58,962
|
||||||
|
Select Comfort Corp.*
|
4,000
|
124,600
|
||||||
|
Sketchers USA, Inc. - Class A*
|
3,163
|
334,867
|
||||||
|
SkyWest, Inc.
|
4,099
|
60,665
|
||||||
|
Sonic Automotive, Inc.
|
2,552
|
59,334
|
||||||
|
Sonic Corp.
|
4,191
|
126,317
|
||||||
|
Stage Stores, Inc.
|
2,706
|
43,810
|
||||||
|
Standard Motor Products, Inc.
|
1,648
|
57,960
|
||||||
|
Standard Pacific Corp.*
|
11,967
|
98,608
|
||||||
|
Stein Mart, Inc.
|
2,099
|
22,291
|
||||||
|
Steven Madden Ltd.*
|
4,255
|
160,754
|
||||||
|
Superior Industries International, Inc.
|
1,678
|
32,369
|
||||||
|
Texas Roadhouse, Inc. - Class A
|
4,745
|
166,170
|
||||||
|
Toro Co. (c)
|
4,228
|
289,153
|
||||||
|
Tuesday Morning Corp.*
|
2,971
|
38,088
|
||||||
|
Unifi, Inc.*
|
1,118
|
36,357
|
||||||
|
UniFirst Corp./MA
|
1,214
|
138,772
|
||||||
|
United Stationers, Inc.
|
2,929
|
113,762
|
||||||
|
Universal Electronics, Inc.*
|
1,149
|
59,541
|
||||||
|
Vitamin Shoppe, Inc.*
|
2,435
|
96,670
|
||||||
|
VOXX International Corp.*
|
1,050
|
8,978
|
||||||
|
Winnebago Industries, Inc.
|
2,101
|
45,655
|
||||||
|
Wolverine World Wide, Inc.
|
8,043
|
236,303
|
||||||
|
Zumiez, Inc.*
|
1,661
|
49,597
|
||||||
|
Total Consumer, Cyclical
|
8,470,319
|
|||||||
|
Consumer, Non-Cyclical (18.58%)
|
||||||||
|
Abaxis, Inc.
|
1,625
|
86,304
|
||||||
|
ABIOMED, Inc.*
|
2,827
|
168,828
|
||||||
|
ABM Industries, Inc.
|
4,145
|
134,464
|
||||||
|
Acorda Therapeutics, Inc.*
|
3,296
|
100,462
|
||||||
|
Affymetrix, Inc.*
|
5,782
|
67,823
|
||||||
|
Air Methods Corp.*
|
2,808
|
118,385
|
||||||
|
Albany Molecular Research, Inc.*
|
1,488
|
29,983
|
||||||
|
Almost Family, Inc.*
|
422
|
16,205
|
||||||
|
Amedisys, Inc.*
|
2,589
|
80,311
|
||||||
|
American Public Education, Inc.*
|
1,343
|
32,460
|
||||||
|
American States Water Co.
|
3,091
|
118,787
|
||||||
|
AMN Healthcare Services, Inc.*
|
3,698
|
98,330
|
||||||
|
Amsurg Corp.*
|
3,603
|
242,626
|
||||||
|
Analogic Corp.
|
900
|
76,149
|
||||||
|
Andersons, Inc.
|
2,002
|
88,769
|
||||||
|
Ani Pharmaceuticals, Inc.*
|
638
|
32,142
|
||||||
|
Anika Therapeutics, Inc.*
|
871
|
29,379
|
||||||
|
B&G Foods, Inc.
|
4,280
|
132,423
|
||||||
|
Bio-Reference Laboratories, Inc.*
|
1,853
|
61,557
|
||||||
|
Calavo Growers, Inc.
|
973
|
49,088
|
||||||
|
Cal-Maine Foods, Inc.
|
2,248
|
127,439
|
||||||
|
Cambrex Corp.*
|
2,432
|
97,329
|
||||||
|
Cantel Medical Corp.
|
2,500
|
116,400
|
||||||
|
Capella Education Co.
|
825
|
43,948
|
||||||
|
Cardtronics Inc.*
|
3,379
|
123,334
|
||||||
|
Career Education Corp.*
|
3,636
|
13,708
|
||||||
|
CDI Corp.
|
1,083
|
13,397
|
||||||
|
Central Garden and Pet Co.*
|
3,900
|
38,064
|
||||||
|
Chemed Corp.
|
1,291
|
160,329
|
||||||
|
CONMED Corp.
|
2,170
|
120,522
|
||||||
|
CorVel Corp.*
|
665
|
23,874
|
||||||
|
Cross Country Healthcare, Inc.*
|
1,840
|
19,541
|
||||||
|
Cryolife, Inc.
|
1,813
|
19,417
|
||||||
|
Cyberonics, Inc.*
|
1,926
|
123,283
|
||||||
|
Cynosure, Inc. Class A*
|
1,336
|
47,695
|
||||||
|
DepoMed, Inc.*
|
4,634
|
96,665
|
||||||
|
Diamond Foods, Inc.*
|
1,842
|
52,423
|
||||||
|
Emergent Biosolutions, Inc.*
|
2,156
|
68,690
|
||||||
|
Ensign Group, Inc.
|
1,469
|
68,118
|
||||||
|
Examworks Group, Inc.*
|
2,695
|
110,172
|
||||||
|
ExlService Holdings, Inc.*
|
2,315
|
83,109
|
||||||
|
Forrester Research, Inc.
|
996
|
33,874
|
||||||
|
Greatbatch, Inc.*
|
1,966
|
102,193
|
||||||
|
Green Dot Corp. Class A*
|
2,470
|
36,186
|
||||||
|
Haemonetics Corp.*
|
4,139
|
171,023
|
||||||
|
Hanger, Inc.*
|
2,615
|
60,119
|
||||||
|
Healthcare Services Group, Inc.
|
5,593
|
168,965
|
||||||
|
Healthways, Inc.*
|
2,801
|
42,463
|
||||||
|
Heartland Payment Systems, Inc.
|
2,928
|
156,502
|
||||||
|
Heidrick & Struggles International, Inc.
|
972
|
24,436
|
||||||
|
Helen of Troy Ltd.*
|
2,029
|
177,517
|
||||||
|
ICU Medical, Inc.*
|
981
|
95,157
|
||||||
|
Impax Laboratories, Inc.*
|
5,175
|
243,277
|
||||||
|
Insperity, Inc.
|
1,811
|
95,295
|
||||||
|
Integra LifeSciences Holdings Corp.*
|
1,887
|
126,750
|
||||||
|
Inter Parfums, Inc.
|
1,357
|
45,365
|
||||||
|
Intrepid Potash, Inc.*
|
4,376
|
50,849
|
||||||
|
Invacare Corp.
|
2,104
|
45,720
|
||||||
|
IPC The Hospitalist Co. Inc.*
|
1,267
|
62,552
|
||||||
|
J & J Snack Foods Corp.
|
1,163
|
125,371
|
||||||
|
Kelly Services, Inc.
|
2,051
|
31,832
|
||||||
|
Kindred Healthcare, Inc.
|
6,343
|
145,318
|
||||||
|
Korn/Ferry International
|
3,967
|
127,301
|
||||||
|
Landauer, Inc.
|
760
|
25,901
|
||||||
|
Lannett Co. Inc.*
|
2,208
|
122,831
|
||||||
|
LHC Group, Inc.*
|
1,000
|
36,760
|
||||||
|
Ligand Pharmaceuticals, Inc. Class B*
|
1,353
|
119,213
|
||||||
|
Luminex Corp.*
|
2,720
|
45,614
|
||||||
|
Magellan Health, Inc.*
|
2,025
|
136,951
|
||||||
|
Masimo Corporation*
|
3,725
|
130,748
|
||||||
|
Matthews International Corp.
|
2,180
|
108,237
|
||||||
|
Medicines Co.*
|
5,160
|
146,338
|
||||||
|
Medifast, Inc.*
|
932
|
30,001
|
||||||
|
Meridian Bioscience, Inc.
|
3,315
|
60,333
|
||||||
|
Merit Medical Systems, Inc.*
|
3,045
|
62,605
|
||||||
|
Molina Healthcare, Inc.*
|
2,131
|
155,009
|
||||||
|
Momenta Pharmaceuticals, Inc.*
|
3,238
|
64,274
|
||||||
|
Monro Muffler Brake, Inc.
|
2,383
|
140,621
|
||||||
|
Monster Worldwide, Inc.*
|
8,505
|
51,625
|
||||||
|
Natus Medical, Inc.*
|
2,086
|
81,479
|
||||||
|
Navigant Consulting, Inc.*
|
3,915
|
53,283
|
||||||
|
Neogen Corp.*
|
2,920
|
136,481
|
||||||
|
Nutrisystem, Inc.
|
2,287
|
52,052
|
||||||
|
NuVasive, Inc.*
|
3,664
|
185,215
|
||||||
|
On Assignment, Inc.*
|
3,705
|
138,900
|
||||||
|
Outerwall, Inc.
|
1,497
|
114,760
|
||||||
|
PAREXEL International Corp.* (c)
|
4,161
|
276,582
|
||||||
|
PharMerica Corp.*
|
2,371
|
78,859
|
||||||
|
Prestige Brands Holdings, Inc.*
|
4,132
|
181,477
|
||||||
|
Providence Service Corp.*
|
925
|
44,456
|
||||||
|
Repligen, Inc.*
|
2,393
|
97,539
|
||||||
|
Resources Connection, Inc.
|
2,990
|
46,913
|
||||||
|
Sagent Pharmaceuticals, Inc.*
|
1,763
|
39,368
|
||||||
|
Sanderson Farms, Inc.
|
1,620
|
132,079
|
||||||
|
Select Medical Holdings Corp.
|
7,557
|
123,557
|
||||||
|
Seneca Foods Corp.*
|
660
|
18,612
|
||||||
|
Snyder's - Lance, Inc.
|
3,905
|
116,642
|
||||||
|
SpartanNash Co.
|
3,009
|
94,061
|
||||||
|
Spectrum Pharmaceuticals, Inc.*
|
3,664
|
22,973
|
||||||
|
Strayer Education, Inc.*
|
818
|
37,489
|
||||||
|
SurModics, Inc.*
|
809
|
19,966
|
||||||
|
TeleTech Holdings, Inc.
|
1,320
|
33,554
|
||||||
|
Thermage, Inc.*
|
2,778
|
142,400
|
||||||
|
TrueBlue, Inc.*
|
3,279
|
93,386
|
||||||
|
Universal Corp./VA
|
1,760
|
90,622
|
||||||
|
Universal Technical Institute, Inc.
|
1,300
|
10,920
|
||||||
|
Vascular Solutions, Inc.*
|
1,188
|
38,764
|
||||||
|
Viad Corp.
|
1,409
|
37,818
|
||||||
|
WD-40 Co.
|
1,126
|
95,001
|
||||||
|
West Pharmaceutical Services, Inc. (c)
|
5,612
|
303,831
|
||||||
|
Total Consumer, Non-Cyclical
|
9,876,097
|
|||||||
|
Energy (2.41%)
|
||||||||
|
Approach Resources, Inc.*
|
2,642
|
18,520
|
||||||
|
Basic Energy Services, Inc.*
|
2,136
|
18,605
|
||||||
|
Bill Barrett Corp.*
|
3,854
|
34,031
|
||||||
|
Bonanza Creek Energy, Inc.*
|
2,994
|
62,215
|
||||||
|
CARBO Ceramics, Inc.
|
1,539
|
65,638
|
||||||
|
Carrizo Oil & Gas, Inc.*
|
3,301
|
165,578
|
||||||
|
Comstock Resources, Inc.
|
3,549
|
12,563
|
||||||
|
Contango Oil & Gas Co.*
|
1,147
|
15,806
|
||||||
|
Exterran Holdings, Inc.
|
4,618
|
152,671
|
||||||
|
Flotek Industries, Inc.*
|
3,643
|
41,858
|
||||||
|
Geospace Technologies Corp.*
|
1,047
|
21,547
|
||||||
|
Gulf Island Fabrication, Inc.
|
900
|
10,134
|
||||||
|
Hornbeck Offshore Services, Inc.*
|
2,592
|
57,672
|
||||||
|
ION Geophysical Corp.*
|
10,598
|
15,049
|
||||||
|
Matrix Service Co.*
|
1,964
|
33,133
|
||||||
|
Newpark Resources, Inc.*
|
6,584
|
55,832
|
||||||
|
Northern Oil and Gas, Inc.*
|
4,291
|
29,308
|
||||||
|
PDC Energy, Inc.*
|
2,845
|
169,677
|
||||||
|
Penn Virginia Corp.*
|
3,836
|
17,837
|
||||||
|
PetroQuest Energy, Inc.*
|
4,015
|
6,946
|
||||||
|
Pioneer Energy Services Corp.*
|
4,989
|
35,023
|
||||||
|
SEACOR Holdings, Inc.*
|
1,309
|
91,787
|
||||||
|
Synergy Resources Corp.*
|
7,037
|
80,996
|
||||||
|
Tesco Corp.
|
2,282
|
27,430
|
||||||
|
TETRA Technologies, Inc.*
|
6,294
|
39,589
|
||||||
|
Total Energy
|
1,279,445
|
|||||||
|
Financial (22.44%)
|
||||||||
|
Acadia Reality Trust
|
4,460
|
138,349
|
||||||
|
Agree Realty Corp.
|
1,193
|
36,160
|
||||||
|
American Assets Trust, Inc. (c)
|
2,586
|
101,759
|
||||||
|
American Equity Investment Life Holding
|
5,982
|
152,003
|
||||||
|
AMERISAFE, Inc.
|
1,485
|
63,469
|
||||||
|
Associated Estates Realty Corp.
|
4,593
|
131,314
|
||||||
|
Astoria Financial Corp.
|
6,844
|
89,725
|
||||||
|
Bank Mutual Corp.
|
3,500
|
24,850
|
||||||
|
Bank of the Ozarks, Inc.
|
5,146
|
226,270
|
||||||
|
Banner Corp.
|
1,468
|
66,089
|
||||||
|
BBCN Bancorp, Inc.
|
6,338
|
91,267
|
||||||
|
BofI Holding, Inc.*
|
979
|
92,183
|
||||||
|
Boston Private Financial Holdings, Inc.
|
6,381
|
80,018
|
||||||
|
Brookline Bancorp, Inc.
|
4,990
|
54,591
|
||||||
|
Calamos Asset Management, Inc. Class A
|
1,436
|
17,591
|
||||||
|
Capstead Mortgage Corp.
|
7,205
|
85,235
|
||||||
|
Cardinal Financial Corp.
|
2,277
|
46,997
|
||||||
|
CareTrust REIT, Inc.
|
2,252
|
29,366
|
||||||
|
Cedar Realty Trust, Inc.
|
5,432
|
36,666
|
||||||
|
Central Pacific Financial Co.
|
2,063
|
48,315
|
||||||
|
Chesapeake Lodging Trust
|
4,505
|
139,970
|
||||||
|
City Holding Co.
|
1,180
|
53,289
|
||||||
|
Columbia Banking System, Inc.
|
4,091
|
123,589
|
||||||
|
Community Bank System, Inc.
|
3,233
|
114,157
|
||||||
|
CoreSite Realty Corp.
|
1,546
|
72,971
|
||||||
|
Cousins Properties, Inc.
|
14,724
|
142,087
|
||||||
|
CVB Financial Corp.
|
7,507
|
123,115
|
||||||
|
DiamondRock Hospitality Co.
|
15,595
|
205,386
|
||||||
|
Dime Community Bancshares, Inc.
|
2,343
|
38,402
|
||||||
|
EastGroup Properties, Inc.
|
2,466
|
137,184
|
||||||
|
Education Realty Trust, Inc.
|
3,739
|
123,163
|
||||||
|
Ehealth, Inc.*
|
1,639
|
21,373
|
||||||
|
Employers Holdings, Inc.
|
2,392
|
54,107
|
||||||
|
Encore Capital Group, Inc.*
|
1,870
|
74,258
|
||||||
|
Enova International, Inc.*
|
1,954
|
38,103
|
||||||
|
EPR Properties
|
4,222
|
243,483
|
||||||
|
Evercore Partners, Inc. Class A
|
2,768
|
141,085
|
||||||
|
Financial Engines, Inc.
|
4,069
|
174,560
|
||||||
|
First Commonwealth Financial Corp.
|
7,457
|
67,859
|
||||||
|
First Financial Bancorp
|
4,588
|
79,694
|
||||||
|
First Financial Bankshares, Inc.
|
4,850
|
146,131
|
||||||
|
First Midwest Bancorp, Inc./IL
|
6,005
|
106,649
|
||||||
|
FNB Corp./PA
|
13,218
|
178,311
|
||||||
|
Forestar Group, Inc.*
|
2,556
|
34,123
|
||||||
|
Franklin Street Properties Corp.
|
6,954
|
80,736
|
||||||
|
Geo Group, Inc./The
|
5,752
|
218,173
|
||||||
|
Getty Realty Corp.
|
2,131
|
35,865
|
||||||
|
Glacier Bancorp, Inc.
|
5,938
|
167,095
|
||||||
|
Government Properties Income Trust
|
4,366
|
85,224
|
||||||
|
Greenhill & Co. Inc.
|
2,083
|
81,112
|
||||||
|
Hanmi Financial Corporation
|
2,533
|
56,043
|
||||||
|
HCI Group, Inc.
|
756
|
32,682
|
||||||
|
Healthcare Realty Trust, Inc.
|
7,658
|
182,414
|
||||||
|
HFF, Inc. Class A
|
2,644
|
106,395
|
||||||
|
Home Bancshares, Inc.
|
3,793
|
129,379
|
||||||
|
Horace Mann Educators Corp.
|
3,236
|
111,383
|
||||||
|
Independent Bank Corp.
|
1,897
|
85,574
|
||||||
|
Infinity Property & Casualty Corp.
|
917
|
66,345
|
||||||
|
Inland Real Estate Corp.
|
6,298
|
63,862
|
||||||
|
Interactive Brokers Group, Inc. Class A
|
3,759
|
134,196
|
||||||
|
Investment Technology Group, Inc.
|
2,751
|
73,892
|
||||||
|
Kite Realty Group Trust
|
6,342
|
171,551
|
||||||
|
Legacy Texas Financial Group
|
2,868
|
74,396
|
||||||
|
LTC Properties, Inc.
|
2,776
|
116,842
|
||||||
|
MarketAxess Holdings, Inc.
|
2,835
|
250,750
|
||||||
|
MB Financial, Inc.
|
5,061
|
163,065
|
||||||
|
Meadowbrook Insurance Group, Inc.
|
3,842
|
32,734
|
||||||
|
Medical Properties Trust, Inc.
|
13,583
|
184,185
|
||||||
|
Montpelier Re Holdings
|
2,885
|
109,832
|
||||||
|
National Penn Bancshares, Inc.
|
8,667
|
92,737
|
||||||
|
Navigators Group, Inc.*
|
800
|
62,096
|
||||||
|
NBT Bancorp, Inc.
|
3,500
|
86,170
|
||||||
|
Northwest Bancshares, Inc.
|
7,350
|
88,935
|
||||||
|
OFG Bancorp
|
3,471
|
45,609
|
||||||
|
Old National Bancorp
|
8,421
|
114,610
|
||||||
|
Oritani Financial Corp.
|
2,767
|
40,730
|
||||||
|
Parkway Properties, Inc.
|
5,767
|
99,135
|
||||||
|
Pennsylvania Real Estate Investment Trust
|
5,127
|
114,435
|
||||||
|
Pinnacle Financial Partners, Inc.
|
2,491
|
123,329
|
||||||
|
Piper Jaffray Cos*
|
1,290
|
61,172
|
||||||
|
Portfolio Recovery Associates, Inc.*
|
3,681
|
208,934
|
||||||
|
Post Properties, Inc. (c)
|
4,146
|
235,534
|
||||||
|
PrivateBancorp, Inc.
|
5,208
|
198,581
|
||||||
|
ProAssurance Corp.
|
4,239
|
191,518
|
||||||
|
Provident Financial Services, Inc.
|
4,009
|
72,884
|
||||||
|
PS Business Parks, Inc.
|
1,606
|
117,399
|
||||||
|
Retail Opportunity Investments Corp.
|
5,046
|
82,401
|
||||||
|
RLI Corp.
|
2,743
|
133,502
|
||||||
|
S&T Bancorp, Inc.
|
2,372
|
64,257
|
||||||
|
Sabra Health Care REIT, Inc.
|
3,664
|
97,096
|
||||||
|
Safety Insurance Group, Inc.
|
1,100
|
61,380
|
||||||
|
Saul Centers, Inc.
|
1,009
|
50,823
|
||||||
|
Selective Insurance Group, Inc.
|
4,480
|
121,453
|
||||||
|
Simmons First National Corp.
|
1,247
|
53,671
|
||||||
|
Southside Bancshares, Inc.
|
1,811
|
48,625
|
||||||
|
Sovran Self Storage, Inc. (c)
|
2,595
|
236,690
|
||||||
|
Sterling Bancorp
|
6,060
|
81,871
|
||||||
|
Stewart Information Services Corp.
|
1,570
|
58,985
|
||||||
|
Summit Hotel Properties
|
6,699
|
89,499
|
||||||
|
Susquehanna Bancshares, Inc.
|
13,833
|
192,140
|
||||||
|
Talmer Bancorp, Inc.
|
4,500
|
71,505
|
||||||
|
Texas Capital Bancshares, Inc.*
|
3,411
|
185,558
|
||||||
|
Tompkins Financial Corp.
|
814
|
41,514
|
||||||
|
TrustCo Bank Corp.
|
6,679
|
45,150
|
||||||
|
UMB Financial Corp.
|
2,995
|
155,111
|
||||||
|
United Bankshares, Inc.
|
4,806
|
181,955
|
||||||
|
United Community Banks, Inc.
|
3,286
|
62,927
|
||||||
|
United Fire Group, Inc.
|
1,500
|
45,765
|
||||||
|
Universal Health Realty Income Trust
|
1,025
|
49,098
|
||||||
|
Universal Insurance Holdings, Inc.
|
2,216
|
56,574
|
||||||
|
Urstadt Biddle Properties, Inc.
|
1,911
|
38,449
|
||||||
|
Virtus Investment Partners, Inc.
|
559
|
69,545
|
||||||
|
WageWorks, Inc.*
|
2,388
|
102,397
|
||||||
|
Walker & Dunlop, Inc.*
|
2,126
|
52,342
|
||||||
|
Westamerica Bancorporation
|
1,993
|
91,200
|
||||||
|
Wilshire Bancorp, Inc.
|
5,418
|
59,815
|
||||||
|
Wintrust Financial Corp.
|
3,686
|
184,669
|
||||||
|
World Acceptance Corp.*
|
687
|
56,039
|
||||||
|
Total Financial
|
11,934,805
|
|||||||
|
Industrial (16.85%)
|
||||||||
|
AAON, Inc.
|
3,150
|
74,561
|
||||||
|
AAR Corp.
|
2,949
|
87,113
|
||||||
|
Actuant Corp.
|
4,684
|
110,074
|
||||||
|
Advanced Energy Industries, Inc.*
|
2,791
|
79,599
|
||||||
|
Aegion Corp.*
|
2,910
|
51,856
|
||||||
|
Aerojet Rocketdyne Holdings*
|
4,651
|
96,508
|
||||||
|
Aerovironment, Inc.*
|
1,484
|
38,361
|
||||||
|
Albany International Corp.
|
2,105
|
83,316
|
||||||
|
AM Castle & Co.*
|
1,282
|
7,692
|
||||||
|
American Science & Engineering, Inc.
|
603
|
23,595
|
||||||
|
Apogee Enterprises, Inc.
|
2,162
|
116,164
|
||||||
|
Applied Industrial Technologie, Inc.
|
3,348
|
141,855
|
||||||
|
ArcBest Corp.
|
1,834
|
62,704
|
||||||
|
Astec Industries, Inc.
|
1,495
|
61,818
|
||||||
|
Atlas Air Worldwide Holdings, Inc.*
|
1,868
|
101,769
|
||||||
|
AZZ, Inc.
|
1,917
|
91,882
|
||||||
|
Badger Meter, Inc.
|
1,149
|
74,133
|
||||||
|
Barnes Group, Inc.
|
3,766
|
151,619
|
||||||
|
Bel Fuse, Inc. Class B
|
579
|
12,970
|
||||||
|
Benchmark Electronics, Inc.*
|
4,413
|
102,558
|
||||||
|
Boise Cascade Co.*
|
2,420
|
85,765
|
||||||
|
Brady Corp.
|
3,802
|
96,191
|
||||||
|
Briggs & Stratton Corp.
|
3,633
|
69,354
|
||||||
|
Brink's Co.
|
3,780
|
120,809
|
||||||
|
Bristow Group, Inc.
|
2,639
|
153,062
|
||||||
|
Calgon Carbon Corp.
|
4,071
|
84,514
|
||||||
|
Celadon Group, Inc.
|
1,713
|
39,947
|
||||||
|
Checkpoint Systems, Inc.
|
2,878
|
28,118
|
||||||
|
CIRCOR International, Inc.
|
1,405
|
74,915
|
||||||
|
Coherent, Inc.*
|
1,981
|
123,297
|
||||||
|
Comfort Systems USA, Inc.
|
2,808
|
63,040
|
||||||
|
CTS Corp.
|
2,535
|
47,785
|
||||||
|
Cubic Corp.
|
1,666
|
79,635
|
||||||
|
Curtiss-Wright Corp.
|
3,629
|
261,611
|
||||||
|
Darling Ingredients, Inc.*
|
13,108
|
205,796
|
||||||
|
Drew Industries, Inc.
|
1,638
|
100,573
|
||||||
|
DXP Enterprises, Inc.*
|
844
|
34,612
|
||||||
|
Dycom Industries, Inc.*
|
2,696
|
155,236
|
||||||
|
Echo Global Logistics, Inc.*
|
1,817
|
58,471
|
||||||
|
Emcor Group, Inc.
|
4,783
|
217,005
|
||||||
|
Encore Wire Corp.
|
1,400
|
61,152
|
||||||
|
EnerSys (c)
|
3,355
|
223,577
|
||||||
|
EnPro Industries, Inc.
|
1,812
|
109,590
|
||||||
|
Era Group, Inc.*
|
1,546
|
32,466
|
||||||
|
ESCO Technologies, Inc.
|
1,989
|
74,190
|
||||||
|
Exponent, Inc.
|
1,013
|
86,227
|
||||||
|
Fabrinet*
|
2,098
|
38,142
|
||||||
|
FARO Technologies, Inc.*
|
1,287
|
56,152
|
||||||
|
Federal Signal Corp.
|
5,009
|
74,534
|
||||||
|
Forward Air Corp.
|
2,451
|
127,133
|
||||||
|
Franklin Electric Co. Inc.
|
3,119
|
109,758
|
||||||
|
General Cable Corp.
|
3,928
|
74,200
|
||||||
|
Gibraltar Industries Co.*
|
2,171
|
38,904
|
||||||
|
Griffon Corp.
|
3,366
|
53,755
|
||||||
|
Haynes International, Inc.
|
988
|
46,584
|
||||||
|
Headwaters, Inc.*
|
5,502
|
104,428
|
||||||
|
Heartland Express, Inc.
|
3,988
|
84,745
|
||||||
|
Hillenbrand, Inc.
|
5,030
|
154,522
|
||||||
|
Hub Group, Inc.*
|
2,780
|
117,928
|
||||||
|
II-VI, Inc.*
|
4,346
|
81,140
|
||||||
|
John Bean Technologies Corp
|
2,067
|
77,657
|
||||||
|
Kaman Corp. Class A
|
2,142
|
90,735
|
||||||
|
Knight Transportation, Inc.
|
4,825
|
137,995
|
||||||
|
Koppers Holdings, Inc.
|
1,485
|
38,343
|
||||||
|
Lindsay Corp.
|
1,030
|
82,956
|
||||||
|
Littelfuse, Inc.
|
1,791
|
173,190
|
||||||
|
LSB Industries, Inc.*
|
1,435
|
61,031
|
||||||
|
Lydall, Inc.*
|
1,260
|
34,537
|
||||||
|
Matson, Inc.
|
3,425
|
137,959
|
||||||
|
Methode Electronics, Inc.
|
2,833
|
132,953
|
||||||
|
Mobile Mini, Inc.
|
3,247
|
128,841
|
||||||
|
Moog, Inc. Class A*
|
3,026
|
207,674
|
||||||
|
Mueller Industries, Inc.
|
4,323
|
150,700
|
||||||
|
Myers Industries, Inc.
|
1,890
|
32,678
|
||||||
|
National Presto Industries, Inc.
|
327
|
22,727
|
||||||
|
Newport Corp.*
|
3,123
|
58,993
|
||||||
|
Olympic Steel, Inc.
|
500
|
8,770
|
||||||
|
Orion Marine Group, Inc.*
|
1,870
|
14,044
|
||||||
|
OSI Systems, Inc.*
|
1,494
|
107,927
|
||||||
|
Park Electrochemical Corp.
|
1,665
|
35,764
|
||||||
|
PGT, Inc.*
|
2,502
|
29,924
|
||||||
|
Plexus Corp.*
|
2,707
|
123,114
|
||||||
|
Powell Industries, Inc.
|
737
|
26,738
|
||||||
|
Quanex Building Products Corp.
|
2,706
|
48,140
|
||||||
|
Roadrunner Transportation Systems, Inc.*
|
1,931
|
48,024
|
||||||
|
Rofin-Sinar Technologies, Inc.*
|
2,059
|
58,579
|
||||||
|
Rogers Corp.*
|
1,426
|
103,029
|
||||||
|
RTI International Metals, Inc.*
|
2,437
|
85,953
|
||||||
|
Saia, Inc.*
|
1,827
|
74,797
|
||||||
|
Sanmina Corp.*
|
6,474
|
140,227
|
||||||
|
Simpson Manufacturing Co. Inc.
|
3,278
|
111,190
|
||||||
|
Standex International Corp.
|
1,018
|
81,450
|
||||||
|
Sturm Ruger & Co, Inc.
|
1,455
|
78,192
|
||||||
|
Taser International, Inc.*
|
3,987
|
125,909
|
||||||
|
Tennant Co.
|
1,475
|
94,046
|
||||||
|
Tetra Tech, Inc.
|
4,683
|
122,507
|
||||||
|
Tredegar Corp.
|
1,893
|
37,576
|
||||||
|
TTM Technologies, Inc.*
|
4,103
|
40,538
|
||||||
|
Universal Forest Products, Inc.
|
1,591
|
88,078
|
||||||
|
US Ecology, Inc.
|
1,683
|
77,603
|
||||||
|
UTi Worldwide, Inc.*
|
7,271
|
69,947
|
||||||
|
Vicor Corp.*
|
1,051
|
14,325
|
||||||
|
Watts Water Technologies, Inc.
|
2,282
|
121,243
|
||||||
|
Total Industrial
|
8,955,613
|
|||||||
|
Technology (10.78%)
|
||||||||
|
Agilysys, Inc.*
|
1,491
|
13,464
|
||||||
|
Blackbaud, Inc.
|
3,679
|
188,586
|
||||||
|
Bottomline Technologies de, Inc.*
|
2,973
|
78,279
|
||||||
|
Cabot Microelectronics Corp.*
|
1,949
|
90,005
|
||||||
|
CACI International, Inc.*
|
1,835
|
157,113
|
||||||
|
CEVA, Inc.*
|
1,529
|
31,406
|
||||||
|
Ciber, Inc.*
|
5,122
|
17,210
|
||||||
|
Cirrus Logic, Inc.*
|
4,885
|
184,409
|
||||||
|
Cohu, Inc.
|
1,484
|
19,900
|
||||||
|
Computer Programs & Systems, Inc.
|
791
|
41,393
|
||||||
|
CSG Systems International, Inc.
|
2,543
|
79,316
|
||||||
|
Dealertrack Technologies, Inc.*
|
3,459
|
144,240
|
||||||
|
Digi International, Inc.*
|
1,689
|
16,822
|
||||||
|
Diodes, Inc.*
|
2,906
|
76,951
|
||||||
|
DSP Group, Inc.*
|
1,496
|
16,725
|
||||||
|
Ebix, Inc.
|
2,228
|
79,317
|
||||||
|
Electronics For Imaging, Inc.*
|
3,746
|
161,940
|
||||||
|
Engility Holdings, Inc.
|
1,374
|
38,362
|
||||||
|
Epiq Systems, Inc.
|
2,381
|
39,929
|
||||||
|
Exar Corp.*
|
3,573
|
38,803
|
||||||
|
iGATE Corp.*
|
2,343
|
111,316
|
||||||
|
Insight Enterprises, Inc.*
|
3,311
|
97,112
|
||||||
|
Interactive Intelligence Group, Inc.*
|
1,258
|
54,383
|
||||||
|
J2 Global, Inc.
|
3,547
|
235,556
|
||||||
|
Kopin Corp.*
|
3,225
|
11,223
|
||||||
|
Kulicke & Soffa Industries, Inc.*
|
6,095
|
80,820
|
||||||
|
LivePerson, Inc.*
|
3,930
|
37,610
|
||||||
|
Manhattan Associates, Inc.*
|
5,638
|
309,243
|
||||||
|
ManTech International Corp. Class A
|
1,891
|
53,856
|
||||||
|
MaxLinear, Inc.*
|
1
|
8
|
||||||
|
MedAssets, Inc.*
|
4,686
|
97,797
|
||||||
|
Medidata Solutions, Inc.* (c)
|
4,062
|
235,637
|
||||||
|
Mercury Systems, Inc.*
|
2,653
|
36,213
|
||||||
|
Micrel, Inc.
|
3,300
|
45,936
|
||||||
|
Microsemi Corp.*
|
7,223
|
262,845
|
||||||
|
MicroStrategy, Inc. Class A*
|
680
|
119,666
|
||||||
|
MKS Instruments, Inc.
|
4,259
|
160,607
|
||||||
|
Monolithic Power Systems, Inc.
|
2,808
|
153,317
|
||||||
|
Monotype Imaging Holdings, Inc.
|
2,918
|
75,693
|
||||||
|
MTS Systems Corp.
|
1,174
|
79,879
|
||||||
|
Nanometrics, Inc.*
|
1,800
|
27,972
|
||||||
|
NetScout Systems, Inc.*
|
2,967
|
118,917
|
||||||
|
Omnicell, Inc.*
|
2,621
|
96,925
|
||||||
|
Pericom Semiconductor Corp.
|
1,192
|
15,603
|
||||||
|
Power Integrations, Inc.
|
2,413
|
122,484
|
||||||
|
Progress Software Corp.*
|
3,848
|
101,318
|
||||||
|
QLogic Corp.*
|
6,441
|
99,964
|
||||||
|
Quality Systems, Inc.
|
3,273
|
51,844
|
||||||
|
Rudolph Technologies, Inc.*
|
2,269
|
28,907
|
||||||
|
Super Micro Computer, Inc.*
|
2,442
|
81,709
|
||||||
|
Sykes Enterprises, Inc.*
|
2,956
|
71,624
|
||||||
|
Synaptics, Inc.*
|
2,838
|
282,778
|
||||||
|
Synchronoss Technologies, Inc.*
|
2,264
|
99,707
|
||||||
|
SYNNEX Corp.
|
2,107
|
174,186
|
||||||
|
Take-Two Interactive Software, Inc.*
|
6,408
|
175,387
|
||||||
|
Tangoe, Inc.*
|
2,294
|
29,157
|
||||||
|
Tessera Technologies, Inc.
|
3,684
|
142,018
|
||||||
|
Ultratech, Inc.*
|
2,234
|
44,546
|
||||||
|
Veeco Instruments, Inc.*
|
3,179
|
96,260
|
||||||
|
Virtusa Corp.*
|
2,071
|
94,231
|
||||||
|
Total Technology
|
5,728,424
|
|||||||
|
Utilities (3.85%)
|
||||||||
|
ALLETE, Inc.
|
3,036
|
152,863
|
||||||
|
Arch Coal, Inc.*
|
16,319
|
7,996
|
||||||
|
Avista Corp.
|
4,356
|
139,392
|
||||||
|
El Paso Electric Co.
|
3,223
|
117,221
|
||||||
|
FutureFuel Corp.
|
1,732
|
20,784
|
||||||
|
Green Plains, Inc.
|
2,507
|
82,380
|
||||||
|
Laclede Group, Inc./The
|
3,288
|
175,941
|
||||||
|
New Jersey Resources Corp.
|
6,722
|
202,131
|
||||||
|
Northwest Natural Gas Co.
|
2,162
|
96,641
|
||||||
|
NorthWestern Corp.
|
3,093
|
160,898
|
||||||
|
Piedmont Natural Gas Co. Inc. (c)
|
6,218
|
231,869
|
||||||
|
South Jersey Industries, Inc.
|
5,224
|
137,861
|
||||||
|
Southwest Gas Corp. (c)
|
3,709
|
201,992
|
||||||
|
SunCoke Energy, Inc.
|
5,562
|
90,438
|
||||||
|
UIL Holdings Corp. (c)
|
4,504
|
228,308
|
||||||
|
Total Utilities
|
2,046,715
|
|||||||
|
Total Common Stock (Cost $35,798,914)
|
52,601,961
|
|||||||
|
Total Investments (Cost $35,798,914) (a) (98.94%)
|
52,601,961
|
|||||||
|
Other Net Assets (1.06%)
|
561,017
|
|||||||
|
Net Assets (100.00%)
|
53,162,978
|
|||||||
|
Unrealized appreciation
|
19,520,224
|
|||
|
Unrealized depreciation
|
(2,717,177
|
)
|
||
|
Net unrealized appreciation
|
16,803,047
|
|
Russell 2000 MINI
|
Notional
Value
|
Unrealized Depreciation
|
||||||
|
4 / JUN 2015 / Long / ICE
|
497,720
|
(3,530
|
)
|
|||||
| (c) | A portion of these shares have been pledged in connection with obligations for futures contracts. |
|
Security Description
|
Shares
|
Value
|
||||||
|
Common Stock (97.39%)
|
||||||||
|
Basic Materials (4.25%)
|
||||||||
|
Chemicals (4.25%)
|
||||||||
|
EI Du Pont de Nemours & Co.
|
19,286
|
1,369,499
|
||||||
|
PPG Industries, Inc.
|
18,800
|
4,303,132
|
||||||
|
Praxair, Inc.
|
15,167
|
1,863,418
|
||||||
|
Sensient Technologies Corp.
|
17,000
|
1,150,900
|
||||||
|
Total Basic Materials
|
8,686,949
|
|||||||
|
Communications (3.76%)
|
||||||||
|
Media (0.23%)
|
||||||||
|
Walt Disney Co.
|
4,203
|
463,885
|
||||||
|
Telecommunications (3.53%)
|
||||||||
|
AT&T, Inc.
|
86,469
|
2,986,639
|
||||||
|
Keysight Technologies, Inc.*
|
4,935
|
162,164
|
||||||
|
Rogers Communications - Class B
|
20,140
|
691,205
|
||||||
|
Verizon Communications, Inc.
|
68,242
|
3,373,885
|
||||||
|
7,213,893
|
||||||||
|
Total Communications
|
7,677,778
|
|||||||
|
Consumer, Cyclical (6.59%)
|
||||||||
|
Auto Manufacturers (1.18%)
|
||||||||
|
Ford Motor Co.
|
158,000
|
2,396,860
|
||||||
|
Remy International, Inc.
|
291
|
6,431
|
||||||
|
2,403,291
|
||||||||
|
Retail (5.41%)
|
||||||||
|
Home Depot, Inc.
|
46,150
|
5,142,034
|
||||||
|
McDonald's Corp.
|
25,868
|
2,481,517
|
||||||
|
Target Corp.
|
43,339
|
3,437,649
|
||||||
|
11,061,200
|
||||||||
|
Total Consumer, Cyclical
|
13,464,491
|
|||||||
|
Consumer, Non-Cyclical (22.85%)
|
||||||||
|
Agriculture (2.66%)
|
||||||||
|
Altria Group, Inc.
|
52,900
|
2,708,480
|
||||||
|
Reynolds American, Inc.
|
35,584
|
2,731,072
|
||||||
|
5,439,552
|
||||||||
|
Biotechnology (4.07%)
|
||||||||
|
Celgene Corp.*
|
35,214
|
4,029,890
|
||||||
|
Gilead Sciences, Inc.*
|
38,000
|
4,266,260
|
||||||
|
8,296,150
|
||||||||
|
Commercial Services (0.78%)
|
||||||||
|
Halyard Health, Inc.*
|
2,100
|
86,982
|
||||||
|
Moody's Corp.
|
13,992
|
1,512,535
|
||||||
|
1,599,517
|
||||||||
|
Cosmetics / Personal Care (2.49%)
|
||||||||
|
Colgate-Palmolive Co.
|
20,400
|
1,362,516
|
||||||
|
Procter & Gamble Co.
|
47,580
|
3,729,796
|
||||||
|
5,092,312
|
||||||||
|
Food (0.80%)
|
||||||||
|
Conagra Foods, Inc.
|
42,450
|
1,638,995
|
||||||
|
Healthcare - Products (1.50%)
|
||||||||
|
Baxter International, Inc.
|
45,886
|
3,056,466
|
||||||
|
Healthcare - Services (3.87%)
|
||||||||
|
Aetna, Inc.
|
20,984
|
2,475,482
|
||||||
|
Anthem, Inc.
|
32,300
|
5,421,555
|
||||||
|
7,897,037
|
||||||||
|
Household Products / Wares (0.90%)
|
||||||||
|
Kimberly-Clark Corp.
|
16,800
|
1,828,848
|
||||||
|
Pharmaceuticals (5.78%)
|
||||||||
|
Abbott Laboratories
|
41,610
|
2,022,246
|
||||||
|
AbbVie, Inc.
|
41,610
|
2,770,810
|
||||||
|
Amerisource Bergen Corp.
|
45,612
|
5,134,087
|
||||||
|
Merck & Co. Inc.
|
30,900
|
1,881,501
|
||||||
|
11,808,644
|
||||||||
|
Total Consumer, Non-Cyclical
|
46,657,521
|
|||||||
|
Energy (12.35%)
|
||||||||
|
Oil & Gas Producers (9.60%)
|
||||||||
|
Anadarko Petroleum Corp.
|
21,340
|
1,784,237
|
||||||
|
BP PLC ADR
|
72,443
|
3,003,487
|
||||||
|
Chevron Corp.
|
56,524
|
5,821,972
|
||||||
|
ConocoPhillips
|
19,648
|
1,251,185
|
||||||
|
Devon Energy Corp.
|
15,952
|
1,040,389
|
||||||
|
Exxon Mobil Corp.
|
43,236
|
3,683,707
|
||||||
|
Royal Dutch Shell PLC-ADR A
|
50,500
|
3,015,860
|
||||||
|
19,600,837
|
||||||||
|
Oil & Gas Services (2.44%)
|
||||||||
|
Baker Hughes, Inc.
|
27,455
|
1,769,749
|
||||||
|
Schlumberger Ltd.
|
35,500
|
3,222,335
|
||||||
|
4,992,084
|
||||||||
|
Pipelines (0.31%)
|
||||||||
|
Spectra Energy Corp.
|
18,000
|
633,060
|
||||||
|
Total Energy
|
25,225,981
|
|||||||
|
Financial (20.54%)
|
||||||||
|
Banks (15.52%)
|
||||||||
|
Bank of America Corp.
|
180,000
|
2,970,000
|
||||||
|
Bank of New York Mellon Corp.
|
21,450
|
930,072
|
||||||
|
Citigroup, Inc.
|
60,000
|
3,244,800
|
||||||
|
Goldman Sachs Group, Inc.
|
28,950
|
5,969,201
|
||||||
|
JPMorgan Chase & Co.
|
110,198
|
7,248,824
|
||||||
|
Morgan Stanley
|
70,450
|
2,691,190
|
||||||
|
State Street Corp.
|
14,400
|
1,122,192
|
||||||
|
US Bancorp/MN
|
60,600
|
2,612,466
|
||||||
|
Wells Fargo & Co.
|
87,889
|
4,918,268
|
||||||
|
31,707,013
|
||||||||
|
Diversified Financial Services (2.15%)
|
||||||||
|
Blackrock, Inc. Class A
|
9,000
|
3,292,021
|
||||||
|
FNFV Group*
|
1,629
|
25,021
|
||||||
|
Intercontinental Exchange, Inc.
|
4,504
|
1,066,457
|
||||||
|
4,383,499
|
||||||||
|
Insurance (2.87%)
|
||||||||
|
Arthur J Gallagher & Co.
|
32,400
|
1,569,780
|
||||||
|
Aspen Insurance Holdings Ltd.
|
26,315
|
1,219,963
|
||||||
|
Marsh & McLennan Co.'s, Inc.
|
13,600
|
791,928
|
||||||
|
Principal Financial Group, Inc.
|
28,150
|
1,455,074
|
||||||
|
StanCorp Financial Group, Inc.
|
11,150
|
827,553
|
||||||
|
5,864,298
|
||||||||
|
Total Financial
|
41,954,810
|
|||||||
|
Industrial (10.93%)
|
||||||||
|
Aerospace/Defense (3.95%)
|
||||||||
|
Boeing Co.
|
17,000
|
2,388,840
|
||||||
|
Northrop Grumman Corp.
|
8,600
|
1,368,948
|
||||||
|
Rockwell Collins, Inc.
|
12,400
|
1,180,356
|
||||||
|
United Technologies Corp.
|
26,500
|
3,105,005
|
||||||
|
8,043,149
|
||||||||
|
Electronics (0.20%)
|
||||||||
|
Agilent Technologies, Inc.
|
9,870
|
406,545
|
||||||
|
Machinery - Construction & Mining (1.18%)
|
||||||||
|
Caterpillar, Inc.
|
28,342
|
2,418,139
|
||||||
|
Miscellaneous Manufacturing (3.47%)
|
||||||||
|
3M Co.
|
23,812
|
3,788,013
|
||||||
|
Danaher Corp.
|
38,300
|
3,306,056
|
||||||
|
7,094,069
|
||||||||
|
Transportation (2.13)%
|
||||||||
|
FedEx Corp.
|
4,830
|
836,653
|
||||||
|
Seaspan Corp.
|
25,000
|
499,000
|
||||||
|
Union Pacific Corp.
|
10,950
|
1,104,965
|
||||||
|
United Parcel Service, Inc. Class B
|
19,260
|
1,910,977
|
||||||
|
4,351,595
|
||||||||
|
Total Industrial
|
22,313,497
|
|||||||
|
Technology (11.17%)
|
||||||||
|
Computers (2.02%)
|
||||||||
|
EMC Corp./MA
|
29,720
|
782,825
|
||||||
|
Hewlett Packard Co.
|
50,000
|
1,670,000
|
||||||
|
International Business Machines Corp.
|
9,860
|
1,672,749
|
||||||
|
4,125,574
|
||||||||
|
Semiconductors (5.18%)
|
||||||||
|
Analog Devices, Inc.
|
14,040
|
954,158
|
||||||
|
Intel Corp.
|
122,563
|
4,223,522
|
||||||
|
KLA-Tencor Corp.
|
10,440
|
622,850
|
||||||
|
Linear Technology Corp.
|
26,180
|
1,252,713
|
||||||
|
QUALCOMM, Inc.
|
26,775
|
1,865,682
|
||||||
|
Taiwan Semiconductor Manufacturing Co. Ltd. Sponsored ADR
|
30,000
|
728,400
|
||||||
|
Texas Instruments, Inc.
|
16,500
|
922,680
|
||||||
|
10,570,005
|
||||||||
|
Software (3.97%)
|
||||||||
|
Microsoft Corp.
|
77,733
|
3,642,568
|
||||||
|
Oracle Corp.
|
64,130
|
2,789,014
|
||||||
|
Paychex, Inc.
|
34,000
|
1,679,940
|
||||||
|
8,111,522
|
||||||||
|
Total Technology
|
22,807,101
|
|||||||
|
Utilities (4.95%)
|
||||||||
|
Electric (4.53%)
|
||||||||
|
Ameren Corp.
|
1,990
|
80,058
|
||||||
|
Consolidated Edison, Inc.
|
31,700
|
1,960,328
|
||||||
|
DTE Energy Co.
|
7,000
|
554,610
|
||||||
|
Duke Energy Corp.
|
26,999
|
2,044,634
|
||||||
|
Exelon Corp.
|
18,746
|
634,177
|
||||||
|
FirstEnergy Corp.
|
23,574
|
841,120
|
||||||
|
NextEra Energy, Inc.
|
11,200
|
1,146,208
|
||||||
|
PG&E Corp.
|
15,000
|
802,050
|
||||||
|
Pinnacle West Capital Corp.
|
11,000
|
670,120
|
||||||
|
Southern Co.
|
11,500
|
502,435
|
||||||
|
9,235,740
|
||||||||
|
Gas (0.42%)
|
||||||||
|
Sempra Energy
|
8,050
|
865,134
|
||||||
|
Total Utilities
|
10,100,874
|
|||||||
|
Total Common Stock (Cost $102,358,525)
|
198,889,002
|
|||||||
|
Preferred Stock (0.93%)
|
||||||||
|
Amerityre Corp Preferred Conv.
|
2,000,000
|
1,900,000
|
||||||
|
Total Preferred Stock (Cost $2,000,000)
|
1,900,000
|
|||||||
|
Total Investments (Cost $104,358,525) (a) (98.32%)
|
200,789,002
|
|||||||
|
Other Net Assets (1.68%)
|
3,436,856
|
|||||||
|
Net Assets (100.00%)
|
204,225,858
|
|||||||
|
Unrealized appreciation
|
97,172,204
|
|||
|
Unrealized depreciation
|
(966,805
|
)
|
||
|
Net unrealized appreciation
|
96,205,399
|
|
Security Description
|
Shares
|
Value
|
||||||
|
Common Stock (98.92%)
|
||||||||
|
Basic Materials (5.19%)
|
||||||||
|
Chemicals (2.94%)
|
||||||||
|
BASF SE ADR
|
3,488
|
323,652
|
||||||
|
Mining (2.25%)
|
||||||||
|
BHP Billiton Ltd.
|
1,900
|
84,797
|
||||||
|
Rio Tinto PLC
|
3,600
|
157,572
|
||||||
|
South32 Ltd.*
|
760
|
6,285
|
||||||
|
248,654
|
||||||||
|
Total Basic Materials
|
572,306
|
|||||||
|
Communications (4.86%)
|
||||||||
|
Telecommunications (4.86%)
|
||||||||
|
Deutsche Telekom AG ADR
|
11,525
|
198,461
|
||||||
|
Telefonica SA ADR
|
23,857
|
337,815
|
||||||
|
Total Communications
|
536,276
|
|||||||
|
Consumer, Cyclical (6.29%)
|
||||||||
|
Apparel (3.01%)
|
||||||||
|
LVMH Moet Hennessy Louis Vuitton SA ADR
|
9,300
|
332,475
|
||||||
|
Auto Manufacturers (3.28%)
|
||||||||
|
Daimler AG
|
3,835
|
361,104
|
||||||
|
Total Consumer, Cyclical
|
693,579
|
|||||||
|
Consumer, Non-Cyclical (46.83%)
|
||||||||
|
Agriculture (4.11%)
|
||||||||
|
British America Tobacco PLC ADR
|
4,100
|
453,952
|
||||||
|
Beverages (7.34%)
|
||||||||
|
Anheuser-Busch InBev
|
4,200
|
506,352
|
||||||
|
Diageo PLC Sponsored ADR
|
2,735
|
303,476
|
||||||
|
809,828
|
||||||||
|
Food (8.77%)
|
||||||||
|
Nestle SA Sponsored ADR
|
8,912
|
690,145
|
||||||
|
Unilever NV
|
6,508
|
277,892
|
||||||
|
968,037
|
||||||||
|
Pharmaceuticals (26.61%)
|
||||||||
|
AstraZeneca PLC Sponsored ADR
|
4,100
|
276,955
|
||||||
|
Bayer AG
|
4,115
|
587,663
|
||||||
|
Glaxosmithkline PLC ADR
|
8,050
|
357,179
|
||||||
|
Novartis AG Sponsored ADR
|
7,157
|
735,239
|
||||||
|
Roche Holding AG
|
15,564
|
598,591
|
||||||
|
Sanofi ADR
|
7,700
|
380,457
|
||||||
|
2,936,084
|
||||||||
|
Total Consumer, Non-Cyclical
|
5,167,901
|
|||||||
|
Energy (9.35%)
|
||||||||
|
Oil & Gas (9.35%)
|
||||||||
|
Eni SpA ADR
|
7,482
|
268,978
|
||||||
|
Royal Dutch Shell PLC ADR A
|
7,220
|
431,178
|
||||||
|
Total SA ADR
|
6,558
|
331,113
|
||||||
|
Total Energy
|
1,031,269
|
|||||||
|
Financial (20.38%)
|
||||||||
|
Banks (8.13%)
|
||||||||
|
Banco Bilbao Vizcaya Argentari SA ADR
|
15,221
|
150,536
|
||||||
|
Banco Santander SA ADR
|
51,078
|
362,652
|
||||||
|
BNP Paribas SA ADR
|
5,452
|
165,359
|
||||||
|
Deutsche Bank AG
|
3,484
|
105,252
|
||||||
|
HSBC Holdings PLC ADR
|
2,381
|
113,098
|
||||||
|
896,897
|
||||||||
|
Diversified Financial Services (2.31%)
|
||||||||
|
UBS Group AG
|
11,792
|
254,471
|
||||||
|
Insurance (9.94%)
|
||||||||
|
Allianz SE ADR
|
18,157
|
286,517
|
||||||
|
AXA SA ADR
|
18,984
|
480,865
|
||||||
|
ING Groep NV ADR
|
20,000
|
329,600
|
||||||
|
1,096,982
|
||||||||
|
Total Financial
|
2,248,350
|
|||||||
|
Industrial (3.56%)
|
||||||||
|
Miscellaneous Manufacturing (3.56%)
|
||||||||
|
Siemens AG ADR
|
3,735
|
393,296
|
||||||
|
Total Industrial
|
393,296
|
|||||||
|
Technology (2.46%)
|
||||||||
|
Software (2.46%)
|
||||||||
|
SAP SE ADR
|
3,667
|
270,991
|
||||||
|
Total Technology
|
270,991
|
|||||||
|
Total Common Stock (Cost $8,586,588)
|
10,913,968
|
|||||||
|
Total Investments (Cost $8,586,588) (a) (98.92%)
|
10,913,968
|
|||||||
|
Other Net Assets (1.08%)
|
118,690
|
|||||||
|
Net Assets (100.00%)
|
11,032,658
|
|||||||
|
Unrealized appreciation
|
3,245,711
|
|||
|
Unrealized depreciation
|
(918,331
|
)
|
||
|
Net unrealized appreciation
|
2,327,380
|
|
Security Description
|
Shares
|
Value
|
||||||
|
Common Stock (98.66%)
|
||||||||
|
Basic Materials (0.30%)
|
||||||||
|
Chemicals (0.30%)
|
||||||||
|
Sigma-Aldrich Corp.
|
5,104
|
710,987
|
||||||
|
Total Basic Materials
|
710,987
|
|||||||
|
Communications (30.98%)
|
||||||||
|
Internet (18.64%)
|
||||||||
|
Amazon.Com, Inc.* (c)
|
21,194
|
9,097,100
|
||||||
|
Baidu, Inc. ADR*
|
13,471
|
2,659,175
|
||||||
|
EBay, Inc.*
|
57,121
|
3,504,945
|
||||||
|
Facebook, Inc. Class A*
|
102,365
|
8,106,284
|
||||||
|
Google, Inc.*
|
11,702
|
6,226,751
|
||||||
|
Google, Inc. Class A*
|
9,356
|
5,102,014
|
||||||
|
Liberty Interactive Corp.*
|
19,162
|
535,961
|
||||||
|
Liberty Interactive Corp. Ventures A*
|
8,022
|
332,913
|
||||||
|
Netflix, Inc.*
|
3,050
|
1,903,383
|
||||||
|
Priceline Group, Inc.*
|
2,447
|
2,867,982
|
||||||
|
Symantec Corp.
|
31,080
|
765,345
|
||||||
|
TripAdvisor, Inc.*
|
5,576
|
425,226
|
||||||
|
Yahoo! Inc.*
|
47,116
|
2,022,926
|
||||||
|
43,550,005
|
||||||||
|
Media (8.54%)
|
||||||||
|
Charter Communications, Inc. Class A*
|
4,879
|
873,439
|
||||||
|
Comcast Corp.
|
98,734
|
5,771,990
|
||||||
|
Comcast Corp. Class A-Spl
|
21,579
|
1,251,582
|
||||||
|
DIRECTV*
|
23,923
|
2,177,950
|
||||||
|
Discovery Communications, Inc.*
|
6,364
|
215,994
|
||||||
|
Discovery Communications, Inc. Class C*
|
12,313
|
387,182
|
||||||
|
DISH Network Corp.*
|
10,045
|
711,086
|
||||||
|
Liberty Global PLC A*
|
10,761
|
619,080
|
||||||
|
Liberty Global PLC C*
|
31,976
|
1,718,710
|
||||||
|
Liberty Media Corp.*
|
4,477
|
171,536
|
||||||
|
Liberty Media Corp. Class C*
|
9,801
|
372,046
|
||||||
|
Sirius XM Holdings, Inc.*
|
235,483
|
908,964
|
||||||
|
Twenty-First Century Fox, Inc. Class A
|
64,600
|
2,170,560
|
||||||
|
Twenty-First Century Fox, Inc. Class B
|
40,844
|
1,365,823
|
||||||
|
Viacom, Inc.
|
18,587
|
1,243,099
|
||||||
|
19,959,041
|
||||||||
|
Telecommunications (3.80%)
|
||||||||
|
Cisco Systems, Inc.
|
234,935
|
6,885,944
|
||||||
|
SBA Communications Corp. Class A*
|
5,654
|
632,174
|
||||||
|
VimpelCom Ltd. ADR
|
80,357
|
499,017
|
||||||
|
Vodafone Group PLC (New)
|
22,287
|
869,862
|
||||||
|
8,886,997
|
||||||||
|
Total Communications
|
72,396,043
|
|||||||
|
Consumer, Cyclical (9.46%)
|
||||||||
|
Airlines (0.64%)
|
||||||||
|
American Airlines Group, Inc.
|
35,051
|
1,485,111
|
||||||
|
Auto Manufacturers (1.22%)
|
||||||||
|
PACCAR, Inc.
|
18,556
|
1,179,419
|
||||||
|
Tesla Motors, Inc.*
|
6,625
|
1,661,550
|
||||||
|
2,840,969
|
||||||||
|
Distribution / Wholesale (0.23%)
|
||||||||
|
Fastenal Co.
|
12,705
|
527,385
|
||||||
|
Lodging (0.69%)
|
||||||||
|
Marriott International, Inc./DE
|
14,924
|
1,163,923
|
||||||
|
Wynn Resorts Ltd.
|
4,544
|
457,535
|
||||||
|
1,621,458
|
||||||||
|
Retail (6.52%)
|
||||||||
|
Bed Bath & Beyond, Inc.*
|
7,939
|
566,209
|
||||||
|
Costco Wholesale Corp.
|
21,189
|
3,021,340
|
||||||
|
Dollar Tree, Inc.*
|
8,929
|
669,586
|
||||||
|
O'Reilly Automotive, Inc.*
|
4,592
|
1,008,082
|
||||||
|
Ross Stores, Inc.
|
9,507
|
919,042
|
||||||
|
Staples, Inc.
|
27,420
|
451,470
|
||||||
|
Starbucks Corp.
|
71,310
|
3,705,266
|
||||||
|
Tractor Supply Co.
|
5,826
|
507,678
|
||||||
|
Walgreens Boots Alliance, Inc.
|
51,252
|
4,399,472
|
||||||
|
15,248,145
|
||||||||
|
Toys / Games / Hobbies (0.16%)
|
||||||||
|
Mattel, Inc.
|
14,521
|
374,787
|
||||||
|
Total Consumer, Cyclical
|
22,097,855
|
|||||||
|
Consumer, Non-Cyclical (19.95%)
|
||||||||
|
Beverages (0.75%)
|
||||||||
|
Keurig Green Mountain, Inc.
|
6,943
|
598,764
|
||||||
|
Monster Beverage Corp.*
|
9,113
|
1,159,903
|
||||||
|
1,758,667
|
||||||||
|
Biotechnology (12.53%)
|
||||||||
|
Alexion Pharmaceuticals, Inc.*
|
10,342
|
1,694,433
|
||||||
|
Amgen, Inc.
|
35,190
|
5,498,789
|
||||||
|
Biogen Idec, Inc.*
|
11,034
|
4,380,388
|
||||||
|
Celgene Corp.*
|
37,702
|
4,314,617
|
||||||
|
Gilead Sciences, Inc.*
|
68,431
|
7,682,749
|
||||||
|
Illumina, Inc.*
|
7,615
|
1,569,299
|
||||||
|
Regeneron Pharmaceuticals, Inc.*
|
4,970
|
2,547,423
|
||||||
|
Vertex Pharmaceuticals, Inc.*
|
12,194
|
1,564,368
|
||||||
|
29,252,066
|
||||||||
|
Commercial Services (1.09%)
|
||||||||
|
Automatic Data Processing, Inc.
|
23,840
|
2,038,559
|
||||||
|
Verisk Analytics, Inc.*
|
7,068
|
512,995
|
||||||
|
2,551,554
|
||||||||
|
Food (2.72%)
|
||||||||
|
Kraft Foods Group, Inc.
|
28,379
|
2,396,607
|
||||||
|
Mondelez International, Inc. Class A
|
79,373
|
3,301,122
|
||||||
|
Whole Foods Market, Inc.
|
16,224
|
669,078
|
||||||
|
6,366,807
|
||||||||
|
Healthcare - Products (0.55%)
|
||||||||
|
Henry Schein, Inc.*
|
3,609
|
511,287
|
||||||
|
Intuitive Surgical, Inc.*
|
1,594
|
777,474
|
||||||
|
1,288,761
|
||||||||
|
Pharmaceuticals (2.31%)
|
||||||||
|
Catamaran Corp.*
|
8,892
|
532,186
|
||||||
|
Express Scripts Holding Co.*
|
35,015
|
3,051,208
|
||||||
|
Mylan NV*
|
24,921
|
1,810,012
|
||||||
|
5,393,406
|
||||||||
|
Total Consumer, Non-Cyclical
|
46,611,261
|
|||||||
|
Industrial (0.70%)
|
||||||||
|
Electronics (0.16%)
|
||||||||
|
Garmin Ltd.
|
8,195
|
372,709
|
||||||
|
Environmental Control (0.21%)
|
||||||||
|
Stericycle, Inc.*
|
3,639
|
499,635
|
||||||
|
Transportation (0.33%)
|
||||||||
|
C H Robinson Worldwide, Inc.
|
6,269
|
386,985
|
||||||
|
Expeditors International of Washington
|
8,272
|
379,188
|
||||||
|
766,173
|
||||||||
|
Total Industrial
|
1,638,517
|
|||||||
|
Technology (37.27%)
|
||||||||
|
Computers (15.01%)
|
||||||||
|
Apple, Inc. (c)
|
229,857
|
29,945,770
|
||||||
|
Cognizant Technology Solutions Class A*
|
31,054
|
2,009,815
|
||||||
|
NetApp, Inc.
|
13,358
|
446,157
|
||||||
|
Sandisk Corp.
|
9,618
|
657,679
|
||||||
|
Seagate Technology PLC
|
14,148
|
787,195
|
||||||
|
Western Digital Corp.
|
12,625
|
1,229,170
|
||||||
|
35,075,786
|
||||||||
|
Semiconductors (11.83%)
|
||||||||
|
Altera Corp.
|
13,063
|
638,128
|
||||||
|
Analog Devices, Inc.
|
13,466
|
915,149
|
||||||
|
Applied Materials, Inc.
|
66,330
|
1,335,223
|
||||||
|
Avago Technologies Ltd.
|
12,820
|
1,898,257
|
||||||
|
Broadcom Corp.
|
29,644
|
1,685,261
|
||||||
|
Intel Corp.
|
217,513
|
7,495,498
|
||||||
|
KLA-Tencor Corp.
|
7,049
|
420,543
|
||||||
|
Lam Research Corp.
|
6,812
|
560,287
|
||||||
|
Linear Technology Corp.
|
10,223
|
489,171
|
||||||
|
Micron Technology, Inc.*
|
55,960
|
1,562,963
|
||||||
|
NVIDIA Corp.
|
23,295
|
515,518
|
||||||
|
NXP Semiconductor NV*
|
12,574
|
1,411,432
|
||||||
|
QUALCOMM, Inc.
|
76,742
|
5,347,383
|
||||||
|
Texas Instruments, Inc.
|
50,776
|
2,839,394
|
||||||
|
Xilinx, Inc.
|
11,334
|
537,458
|
||||||
|
27,651,665
|
||||||||
|
Software (10.43%)
|
||||||||
|
Activision Blizzard, Inc.
|
31,620
|
798,721
|
||||||
|
Adobe Systems, Inc.*
|
25,328
|
2,003,192
|
||||||
|
Akamai Technologies, Inc.*
|
7,628
|
581,788
|
||||||
|
Autodesk, Inc.*
|
9,738
|
527,313
|
||||||
|
CA, Inc.
|
19,067
|
580,590
|
||||||
|
Cerner Corp.*
|
17,775
|
1,196,080
|
||||||
|
Check Point Software Technologies Ltd.*
|
8,312
|
704,193
|
||||||
|
Citrix Systems, Inc.*
|
6,898
|
448,439
|
||||||
|
Electronic Arts, Inc.*
|
13,326
|
836,273
|
||||||
|
Fiserv Inc.*
|
11,127
|
891,829
|
||||||
|
Intuit, Inc.
|
14,531
|
1,513,404
|
||||||
|
Microsoft Corp. (c)
|
287,669
|
13,480,168
|
||||||
|
Paychex, Inc.
|
16,369
|
808,792
|
||||||
|
24,370,782
|
||||||||
|
Total Technology
|
87,098,233
|
|||||||
|
Total Common Stock (Cost $170,235,899)
|
230,552,896
|
|||||||
|
Total Investments (Cost $170,235,899) (a) (98.66%)
|
230,552,896
|
|||||||
|
Other Net Assets (1.34%)
|
3,129,018
|
|||||||
|
Net Assets (100.00%)
|
233,681,914
|
|||||||
|
Unrealized appreciation
|
63,248,598
|
|||
|
Unrealized depreciation
|
(3,000,789
|
)
|
||
|
Net unrealized appreciation
|
60,247,809
|
|
Nasdaq 100 E-MINI
|
Notional
Value
|
Unrealized Appreciation
|
||||||
|
96 / JUN 2015 / Long / CME
|
8,661,120
|
25,435
|
||||||
| (c) | A portion of these shares have been pledged in connection with obligations for futures contracts. |
|
Security Description
|
Shares
|
Value
|
||||||
|
Common Stock (89.29%)
|
||||||||
|
Basic Materials (1.25%)
|
||||||||
|
Iron/Steel (1.25%)
|
||||||||
|
Schnitzer Steel Industries, Inc.
|
22,000
|
394,020
|
||||||
|
Total Basic Materials
|
394,020
|
|||||||
|
Communications (4.38%)
|
||||||||
|
Internet (2.54%)
|
||||||||
|
Google, Inc.*
|
1,032
|
549,138
|
||||||
|
Google, Inc. Class A*
|
460
|
250,847
|
||||||
|
799,985
|
||||||||
|
Telecommunications (1.84%)
|
||||||||
|
Sierra Wireless, Inc.*
|
18,900
|
577,584
|
||||||
|
Total Communications
|
1,377,569
|
|||||||
|
Consumer, Cyclical (8.95%)
|
||||||||
|
Auto Manufacturers (4.16%)
|
||||||||
|
Kandi Technologies Group, Inc.*
|
43,000
|
407,210
|
||||||
|
Tesla Motors, Inc.*
|
3,600
|
902,880
|
||||||
|
1,310,090
|
||||||||
|
Distribution & Wholesale (1.70%)
|
||||||||
|
Arrow Electronics, Inc.*
|
8,800
|
534,952
|
||||||
|
Office Furnishings (3.09%)
|
||||||||
|
Herman Miller, Inc.
|
14,000
|
387,800
|
||||||
|
Interface, Inc.
|
13,500
|
290,655
|
||||||
|
Steelcase, Inc. Class A
|
17,000
|
292,400
|
||||||
|
970,855
|
||||||||
|
Total Consumer, Cyclical
|
2,815,897
|
|||||||
|
Consumer, Non-Cyclical (12.47%)
|
||||||||
|
Biotechnology (0.60%)
|
||||||||
|
EXACT Sciences Corp.*
|
7,000
|
189,070
|
||||||
|
Food (8.11%)
|
||||||||
|
Hain Celestial Group, Inc.*
|
10,800
|
683,316
|
||||||
|
SunOpta, Inc.*
|
40,500
|
410,670
|
||||||
|
United Natural Foods, Inc.*
|
12,000
|
804,840
|
||||||
|
WhiteWave Foods Co.*
|
13,600
|
653,208
|
||||||
|
2,552,034
|
||||||||
|
Water (3.76%)
|
||||||||
|
California Water Service Group
|
22,900
|
547,081
|
||||||
|
Consolidated Water Co. Ltd.
|
53,000
|
635,470
|
||||||
|
1,182,551
|
||||||||
|
Total Consumer, Non-Cyclical
|
3,923,655
|
|||||||
|
Financial (3.51%)
|
||||||||
|
Diversified Financial Services (0.73%)
|
||||||||
|
Muenchener Rueck ADR
|
12,500
|
230,625
|
||||||
|
REITS (2.78%)
|
||||||||
|
Alexandria Real Estate Equities
|
4,900
|
454,377
|
||||||
|
Liberty Property Trust
|
12,000
|
419,280
|
||||||
|
873,657
|
||||||||
|
Total Financial
|
1,104,282
|
|||||||
|
Industrial (24.74%)
|
||||||||
|
Building Materials (1.48%)
|
||||||||
|
Trex Co. Inc.*
|
9,200
|
465,520
|
||||||
|
Electrical Components & Equipment (13.78%)
|
||||||||
|
Acuity Brands, Inc.
|
2,500
|
441,225
|
||||||
|
Advanced Energy Industries, Inc.*
|
24,000
|
684,480
|
||||||
|
Canadian Solar, Inc.*
|
33,000
|
1,077,780
|
||||||
|
China Ming Yang Wind Power*
|
130,000
|
401,700
|
||||||
|
SunPower Corp.*
|
21,400
|
650,346
|
||||||
|
Universal Display Corp.*
|
20,200
|
1,084,942
|
||||||
|
4,340,473
|
||||||||
|
Electronics (5.83%)
|
||||||||
|
Badger Meter, Inc.
|
5,000
|
322,600
|
||||||
|
Garmin Ltd.
|
4,300
|
195,564
|
||||||
|
Itron, Inc.*
|
10,900
|
391,201
|
||||||
|
Kyocera Corp. ADR
|
12,300
|
672,441
|
||||||
|
Waters Corp.*
|
1,900
|
253,878
|
||||||
|
1,835,684
|
||||||||
|
Engineering & Construction (2.43%)
|
||||||||
|
ABB Ltd. ADR
|
35,000
|
764,400
|
||||||
|
Machinery-Diversified (1.22%)
|
||||||||
|
Lindsay Corp.
|
2,300
|
185,242
|
||||||
|
Xylem, Inc.
|
5,400
|
197,478
|
||||||
|
382,720
|
||||||||
|
Total Industrial
|
7,788,797
|
|||||||
|
Technology (20.81%)
|
||||||||
|
Computers (4.55%)
|
||||||||
|
Apple, Inc.
|
2,900
|
377,812
|
||||||
|
International Business Machines Corp.
|
5,100
|
865,215
|
||||||
|
Maxwell Technologies, Inc.*
|
37,000
|
188,700
|
||||||
|
1,431,727
|
||||||||
|
Semiconductors (12.99%)
|
||||||||
|
Applied Materials, Inc.
|
41,500
|
835,395
|
||||||
|
Brooks Automation, Inc.
|
27,000
|
303,480
|
||||||
|
Cree, Inc.*
|
12,600
|
381,528
|
||||||
|
First Solar, Inc.*
|
22,300
|
1,108,533
|
||||||
|
Intersil Corp.
|
20,000
|
270,000
|
||||||
|
QUALCOMM, Inc.
|
12,500
|
871,000
|
||||||
|
Skyworks Soulutions, Inc.
|
2,900
|
317,144
|
||||||
|
4,087,080
|
||||||||
|
Software (3.27%)
|
||||||||
|
ANSYS, Inc.* (c)
|
5,800
|
516,200
|
||||||
|
Autodesk, Inc.*
|
7,000
|
379,050
|
||||||
|
Splunk, Inc.*
|
2,000
|
135,240
|
||||||
|
1,030,490
|
||||||||
|
Total Technology
|
6,549,297
|
|||||||
|
Utilities (13.18%)
|
||||||||
|
Energy-Alternate Sources (13.18%)
|
||||||||
|
JinkoSolar Holding Co. Ltd. ADR*
|
21,400
|
615,250
|
||||||
|
Pattern Energy Group, Inc. Class A
|
25,000
|
711,000
|
||||||
|
SolarCity Corp.*
|
13,200
|
793,584
|
||||||
|
Trina Solar Ltd. Sponsored ADR*
|
78,000
|
964,860
|
||||||
|
Vestas Wind Systems A/S
|
62,500
|
1,062,500
|
||||||
|
Total Utilities
|
4,147,194
|
|||||||
|
Total Common Stock (Cost $24,949,333)
|
28,100,711
|
|||||||
|
Total Investments (Cost $24,949,333) (a) (89.29%)
|
28,100,711
|
|||||||
|
Other Net Assets (10.71%)
|
3,369,073
|
|||||||
|
Net Assets (100.00%)
|
31,469,784
|
|||||||
|
Unrealized appreciation
|
4,270,643
|
|||
|
Unrealized depreciation
|
(1,119,512
|
)
|
||
|
Net unrealized appreciation
|
3,151,131
|
|
Level 1(a)
|
Level 2(a)
|
Level 3(a)
|
Level 1(a)
|
|||||||||||||||||
|
Fund
|
Investments in Securities (b)
|
Investments in Securities (c)
|
Investments in Securities
|
Total
|
Futures
Assets or
Liabilities (d)
|
|||||||||||||||
|
California Tax-Free Income Fund
|
-
|
91,238,257
|
-
|
91,238,257
|
-
|
|||||||||||||||
|
U.S. Government Securities Fund
|
-
|
25,002,509
|
-
|
25,002,509
|
-
|
|||||||||||||||
|
Short-Term U.S. Government Bond Fund
|
-
|
6,683,660
|
-
|
6,683,660
|
-
|
|||||||||||||||
|
The United States Treasury Trust Fund
|
-
|
95,186,384
|
-
|
95,186,384
|
-
|
|||||||||||||||
|
S&P 500 Index Fund
|
139,955,362
|
-
|
916
|
139,956,278
|
(9,903
|
)
|
||||||||||||||
|
S&P MidCap Index Fund
|
156,982,180
|
-
|
-
|
156,982,180
|
(5,828
|
)
|
||||||||||||||
|
S&P SmallCap Index Fund
|
52,601,961
|
-
|
-
|
52,601,961
|
(3,783
|
)
|
||||||||||||||
|
Shelton Core Value Fund
|
198,889,002
|
-
|
1,900,000
|
200,789,002
|
-
|
|||||||||||||||
|
European Growth & Income Fund
|
10,913,968
|
-
|
-
|
10,913,968
|
-
|
|||||||||||||||
|
Nasdaq-100 Index Fund
|
230,552,896
|
-
|
-
|
230,552,896
|
(19,955
|
)
|
||||||||||||||
|
Shelton Green Alpha Fund
|
28,100,711
|
-
|
-
|
28,100,711
|
-
|
|||||||||||||||
|
Total
|
$
|
817,996,080
|
$
|
218,110,810
|
$
|
1,900,916
|
$
|
1,038,007,806
|
$
|
(39,469
|
)
|
|||||||||
| (a) | It is the Fund's policy to recognize transfers between levels on the last day of the fiscal reporting period. There were no transfers in or out of Level 1, Level 2, and Level 3 as of May 31, 2015. |
| (b) | All publicly traded common stocks and preferred stocks held in the Funds are Level 1 securities. For a detailed break-out of equity securities by major industry classification, please refer to the Portfolio of Investments. |
| (c) | All fixed income securities held in the Funds are Level 2 securities. For a detailed break-out of fixed income securities by type, please refer to the Portfolio of Investments. |
|
Shelton Core Value Fund
|
||||
|
Level 3 Securities
|
Preferred Stock
|
|||
|
Beginning Balance
|
$
|
1,900,000
|
||
|
Net Purchases
|
-
|
|||
|
Net Sales
|
-
|
|||
|
Total Realized Gain (Loss)
|
-
|
|||
|
Change in Unrealized Appreciation (Depreciation)
|
-
|
|||
|
Accrued Interest
|
-
|
|||
|
Transfers into Level 3
|
-
|
|||
|
Transfers out of Level 3
|
-
|
|||
|
Ending Balance
|
$
|
1,900,000
|
||
|
By
|
||
|
Chairman (as Principal Executive Officer)
|
||
|
Date
|
||
|
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
|
||
|
Chairman (as Principal Executive Officer)
|
||
|
Date
|
||
|
By
|
/s/ William P. Mock
|
|
|
Treasurer (as Principal Financial Officer)
|
||
|
Date
|
||
| This ‘N-Q’ Filing | Date | Other Filings | ||
|---|---|---|---|---|
 | ||||
| Filed on / Effective on: | 7/7/15 | None on these Dates | ||
| For Period End: | 5/31/15 | |||
| List all Filings | ||||