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As Of Filer Filing For·On·As Docs:Size Issuer Agent 2/26/14 Deutsche Investments Vit Funds N-CSR 12/31/13 4:4.9M Deutsche Int’l Fd, Inc. → DWS Small Cap Index VIP ⇒ Class A — Class B |
Document/Exhibit Description Pages Size 1: N-CSR Dws Small Cap Index Vip HTML 1.93M 4: EX-99.906 CERT 906 Certification HTML 11K 3: EX-99.CERT Miscellaneous Exhibit HTML 23K 2: EX-99.CODE ETH Miscellaneous Exhibit -- codeofethics HTML 80K
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Date of fiscal year end:
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12/31
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Date of reporting period:
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12/31/2013
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ITEM 1.
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REPORT TO STOCKHOLDERS
|
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3 Performance Summary
4 Management Summary
5 Portfolio Summary
6 Investment Portfolio
28 Statement of Assets and Liabilities
28 Statement of Operations
29 Statement of Changes in Net Assets
30 Financial Highlights
31 Notes to Financial Statements
36 Report of Independent Registered Public Accounting Firm
37 Information About Your Fund's Expenses
38 Tax Information
39 Proxy Voting
40 Advisory Agreement Board Considerations and Fee Evaluation
44 Board Members and Officers
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Growth of an Assumed $10,000 Investment
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||
 |
The Russell 2000® Index is an unmanaged, capitalization-weighted measure of approximately 2,000 of the smallest companies in the Russell 3000® Index.
Index returns do not reflect any fees or expenses and it is not possible to invest directly into an index.
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 |
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Yearly periods ended December 31
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||
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Comparative Results (as of December 31, 2013)
|
|||||||||||||||||
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DWS Small Cap Index VIP
|
1-Year
|
3-Year
|
5-Year
|
10-Year
|
|||||||||||||
|
Class A
|
Growth of $10,000
|
$ | 13,864 | $ | 15,405 | $ | 24,645 | $ | 22,975 | ||||||||
|
Average annual total return
|
38.64 | % | 15.49 | % | 19.77 | % | 8.67 | % | |||||||||
|
Russell 2000 Index
|
Growth of $10,000
|
$ | 13,882 | $ | 15,478 | $ | 24,969 | $ | 23,831 | ||||||||
|
Average annual total return
|
38.82 | % | 15.67 | % | 20.08 | % | 9.07 | % | |||||||||
|
DWS Small Cap Index VIP
|
1-Year
|
3-Year
|
5-Year
|
10-Year
|
|||||||||||||
|
Class B
|
Growth of $10,000
|
$ | 13,831 | $ | 15,293 | $ | 24,352 | $ | 22,403 | ||||||||
|
Average annual total return
|
38.31 | % | 15.21 | % | 19.48 | % | 8.40 | % | |||||||||
|
Russell 2000 Index
|
Growth of $10,000
|
$ | 13,882 | $ | 15,478 | $ | 24,969 | $ | 23,831 | ||||||||
|
Average annual total return
|
38.82 | % | 15.67 | % | 20.08 | % | 9.07 | % | |||||||||
|
Asset Allocation (As a % of Investment Portfolio excluding Securities Lending Collateral)
|
12/31/13
|
12/31/12
|
|
Common Stocks
|
98%
|
98%
|
|
Cash Equivalents
|
2%
|
2%
|
|
Government & Agency Obligations
|
0%
|
0%
|
|
100%
|
100%
|
|
Sector Diversification (As a % of Common Stocks, Warrants and Rights)
|
12/31/13
|
12/31/12
|
|
Financials
|
23%
|
23%
|
|
Information Technology
|
18%
|
17%
|
|
Industrials
|
14%
|
16%
|
|
Consumer Discretionary
|
14%
|
14%
|
|
Health Care
|
13%
|
12%
|
|
Energy
|
5%
|
6%
|
|
Materials
|
5%
|
5%
|
|
Consumer Staples
|
4%
|
3%
|
|
Utilities
|
3%
|
3%
|
|
Telecommunication Services
|
1%
|
1%
|
|
100%
|
100%
|
|
Ten Largest Equity Holdings (2.6% of Net Assets)
|
|
|
1. CoStar Group, Inc.
Provider of building plan information
|
0.3%
|
|
2. athenahealth, Inc.
Provides Internet-based business services for physician practices
|
0.3%
|
|
3. Acuity Brands, Inc.
Manufacturer and seller of lighting equipment and chemicals
|
0.3%
|
|
4. Middleby Corp.
Designs, manufactures, markets and services a broad line of equipment for use in cooking and preparing foods
|
0.3%
|
|
5. Isis Pharmaceuticals, Inc.
Developer of novel human therapeutic compounds
|
0.3%
|
|
6. Ultimate Software Group, Inc.
Designs, markets and supports Web-based and client/servers
|
0.3%
|
|
7. PTC, Inc.
Develops, markets and supports integrated products
|
0.2%
|
|
8. Align Technology, Inc.
Designs, manufactures and markets the Invisalign system, a method for treating the misalignment of teeth
|
0.2%
|
|
9. Brunswick Corp.
Manufacturer of pleasure and recreational boats and marine engines
|
0.2%
|
|
10. CNO Financial Group, Inc.
Provides insurance product and services
|
0.2%
|
|
Portfolio holdings and characteristics are subject to change.
For more complete details about the Fund's investment portfolio, see page 6.
|
|
|
Shares
|
Value ($)
|
|||||||
|
Common Stocks 97.1%
|
||||||||
|
Consumer Discretionary 13.3%
|
||||||||
|
Auto Components 1.0%
|
||||||||
|
American Axle & Manufacturing Holdings, Inc.* (a)
|
13,141 | 268,733 | ||||||
|
Cooper Tire & Rubber Co.
|
12,440 | 299,058 | ||||||
|
Dana Holding Corp.
|
28,702 | 563,133 | ||||||
|
Dorman Products, Inc.*
|
4,954 | 277,771 | ||||||
|
Drew Industries, Inc.
|
4,473 | 229,018 | ||||||
|
Federal-Mogul Corp.*
|
3,852 | 75,807 | ||||||
|
Fox Factory Holding Corp.*
|
1,916 | 33,760 | ||||||
|
Fuel Systems Solutions, Inc.*
|
2,684 | 37,227 | ||||||
|
Gentherm, Inc.*
|
6,462 | 173,246 | ||||||
|
Modine Manufacturing Co.*
|
9,222 | 118,226 | ||||||
|
Remy International, Inc.
|
2,784 | 64,923 | ||||||
|
Shiloh Industries, Inc.*
|
1,178 | 22,971 | ||||||
|
Spartan Motors, Inc.
|
6,654 | 44,582 | ||||||
|
Standard Motor Products, Inc.
|
3,947 | 145,250 | ||||||
|
Stoneridge, Inc.*
|
5,500 | 70,125 | ||||||
|
Superior Industries International, Inc.
|
4,450 | 91,803 | ||||||
|
Tenneco, Inc.*
|
11,877 | 671,882 | ||||||
|
Tower International, Inc.*
|
1,112 | 23,797 | ||||||
| 3,211,312 | ||||||||
|
Automobiles 0.1%
|
||||||||
|
Winnebago Industries, Inc.*
|
5,420 | 148,779 | ||||||
|
Distributors 0.2%
|
||||||||
|
Core-Mark Holding Co., Inc.
|
2,218 | 168,413 | ||||||
|
Pool Corp.
|
9,103 | 529,248 | ||||||
|
VOXX International Corp.*
|
3,528 | 58,918 | ||||||
|
Weyco Group, Inc.
|
1,254 | 36,905 | ||||||
| 793,484 | ||||||||
|
Diversified Consumer Services 1.1%
|
||||||||
|
American Public Education, Inc.*
|
3,501 | 152,189 | ||||||
|
Ascent Capital Group, Inc. "A"*
|
2,752 | 235,461 | ||||||
|
Bridgepoint Education, Inc.*
|
2,791 | 49,429 | ||||||
|
Bright Horizons Family Solutions, Inc.*
|
2,291 | 84,171 | ||||||
|
Capella Education Co. (a)
|
2,198 | 146,035 | ||||||
|
Career Education Corp.*
|
11,180 | 63,726 | ||||||
|
Carriage Services, Inc.
|
3,165 | 61,813 | ||||||
|
Corinthian Colleges, Inc.* (a)
|
16,739 | 29,795 | ||||||
|
Education Management Corp.* (a)
|
4,785 | 48,281 | ||||||
|
Grand Canyon Education, Inc.*
|
8,909 | 388,432 | ||||||
|
Hillenbrand, Inc.
|
10,716 | 315,265 | ||||||
|
Houghton Mifflin Harcourt Co.*
|
4,067 | 68,976 | ||||||
|
ITT Educational Services, Inc.* (a)
|
4,497 | 151,009 | ||||||
|
JTH Holding, Inc. "A"*
|
891 | 21,651 | ||||||
|
K12, Inc.* (a)
|
5,187 | 112,817 | ||||||
|
LifeLock, Inc.*
|
11,760 | 192,982 | ||||||
|
Lincoln Educational Services Corp.
|
4,778 | 23,795 | ||||||
|
Mac-Gray Corp.
|
2,465 | 52,332 | ||||||
|
Matthews International Corp. "A"
|
5,360 | 228,390 | ||||||
|
Regis Corp.
|
9,440 | 136,974 | ||||||
|
Sotheby's
|
13,336 | 709,475 | ||||||
|
Steiner Leisure Ltd.*
|
2,912 | 143,241 | ||||||
|
Strayer Education, Inc. (a)
|
2,149 | 74,076 | ||||||
|
Universal Technical Institute, Inc.
|
4,107 | 57,128 | ||||||
| 3,547,443 | ||||||||
|
Shares
|
Value ($)
|
|||||||
|
Hotels, Restaurants & Leisure 2.7%
|
||||||||
|
AFC Enterprises, Inc.*
|
4,623 | 177,986 | ||||||
|
Biglari Holdings, Inc.*
|
284 | 143,886 | ||||||
|
BJ's Restaurants, Inc.*
|
4,737 | 147,131 | ||||||
|
Bloomin' Brands, Inc.*
|
10,795 | 259,188 | ||||||
|
Bob Evans Farms, Inc.
|
5,446 | 275,513 | ||||||
|
Boyd Gaming Corp.* (a)
|
13,774 | 155,095 | ||||||
|
Bravo Brio Restaurant Group, Inc.*
|
3,683 | 59,922 | ||||||
|
Buffalo Wild Wings, Inc.* (a)
|
3,684 | 542,285 | ||||||
|
Caesars Entertainment Corp.*
|
7,878 | 169,692 | ||||||
|
Carrols Restaurant Group, Inc.*
|
4,684 | 30,961 | ||||||
|
CEC Entertainment, Inc.
|
3,419 | 151,393 | ||||||
|
Churchill Downs, Inc.
|
2,675 | 239,814 | ||||||
|
Chuy's Holdings, Inc.*
|
3,230 | 116,345 | ||||||
|
ClubCorp Holdings, Inc.
|
4,039 | 71,652 | ||||||
|
Cracker Barrel Old Country Store, Inc. (a)
|
3,862 | 425,090 | ||||||
|
Del Frisco's Restaurant Group, Inc.*
|
2,125 | 50,086 | ||||||
|
Denny's Corp.*
|
18,232 | 131,088 | ||||||
|
Diamond Resorts International, Inc.*
|
3,489 | 64,407 | ||||||
|
DineEquity, Inc.
|
3,228 | 269,699 | ||||||
|
Diversified Restaurant Holdings, Inc.*
|
2,119 | 10,108 | ||||||
|
Einstein Noah Restaurant Group, Inc.
|
1,190 | 17,255 | ||||||
|
Fiesta Restaurant Group, Inc.*
|
4,393 | 229,490 | ||||||
|
Ignite Restaurant Group, Inc.*
|
1,441 | 18,013 | ||||||
|
International Speedway Corp. "A"
|
5,517 | 195,798 | ||||||
|
Interval Leisure Group, Inc.
|
7,699 | 237,899 | ||||||
|
Isle of Capri Casinos, Inc.*
|
3,812 | 34,308 | ||||||
|
Jack in the Box, Inc.*
|
8,724 | 436,374 | ||||||
|
Jamba, Inc.*
|
3,239 | 40,261 | ||||||
|
Krispy Kreme Doughnuts, Inc.*
|
12,769 | 246,314 | ||||||
|
LIFE TIME FITNESS, Inc.* (a)
|
8,461 | 397,667 | ||||||
|
Luby's, Inc.*
|
4,061 | 31,351 | ||||||
|
Marcus Corp.
|
3,572 | 48,008 | ||||||
|
Marriott Vacations Worldwide Corp.*
|
5,695 | 300,468 | ||||||
|
Monarch Casino & Resort, Inc.*
|
1,582 | 31,767 | ||||||
|
Morgans Hotel Group Co.*
|
5,296 | 43,056 | ||||||
|
Multimedia Games Holding Co., Inc.*
|
5,569 | 174,644 | ||||||
|
Nathan's Famous, Inc.*
|
580 | 29,238 | ||||||
|
Noodles & Co.*
|
1,199 | 43,068 | ||||||
|
Orient-Express Hotels Ltd. "A"*
|
18,704 | 282,617 | ||||||
|
Papa John's International, Inc.
|
6,262 | 284,295 | ||||||
|
Pinnacle Entertainment, Inc.*
|
11,411 | 296,572 | ||||||
|
Potbelly Corp.*
|
1,679 | 40,766 | ||||||
|
Red Robin Gourmet Burgers, Inc.*
|
2,749 | 202,161 | ||||||
|
Ruby Tuesday, Inc.*
|
12,107 | 83,902 | ||||||
|
Ruth's Hospitality Group, Inc.
|
7,029 | 99,882 | ||||||
|
Scientific Games Corp. "A"*
|
9,492 | 160,700 | ||||||
|
Sonic Corp.*
|
10,935 | 220,778 | ||||||
|
Speedway Motorsports, Inc.
|
2,357 | 46,786 | ||||||
|
Texas Roadhouse, Inc.
|
12,232 | 340,050 | ||||||
|
The Cheesecake Factory, Inc.
|
10,436 | 503,746 | ||||||
|
Town Sports International Holdings, Inc.
|
4,671 | 68,944 | ||||||
|
Vail Resorts, Inc.
|
7,048 | 530,221 | ||||||
| 9,207,740 | ||||||||
|
Shares
|
Value ($)
|
|||||||
|
Household Durables 1.1%
|
||||||||
|
Bassett Furniture Industries, Inc.
|
2,143 | 32,745 | ||||||
|
Beazer Homes U.S.A., Inc.* (a)
|
4,836 | 118,095 | ||||||
|
Blyth, Inc. (a)
|
1,846 | 20,085 | ||||||
|
Cavco Industries, Inc.*
|
1,333 | 91,577 | ||||||
|
CSS Industries, Inc.
|
1,682 | 48,240 | ||||||
|
Ethan Allen Interiors, Inc.
|
4,774 | 145,225 | ||||||
|
EveryWare Global, Inc.*
|
1,967 | 16,287 | ||||||
|
Flexsteel Industries, Inc.
|
984 | 30,238 | ||||||
|
Helen of Troy Ltd.*
|
6,244 | 309,140 | ||||||
|
Hooker Furniture Corp.
|
2,084 | 34,761 | ||||||
|
Hovnanian Enterprises, Inc. "A"* (a)
|
21,746 | 143,959 | ||||||
|
iRobot Corp.*
|
5,595 | 194,538 | ||||||
|
KB HOME (a)
|
16,316 | 298,257 | ||||||
|
La-Z-Boy, Inc.
|
10,209 | 316,479 | ||||||
|
LGI Homes, Inc.*
|
1,780 | 31,666 | ||||||
|
Libbey, Inc.*
|
4,044 | 84,924 | ||||||
|
Lifetime Brands, Inc.
|
2,058 | 32,372 | ||||||
|
M.D.C. Holdings, Inc.
|
7,579 | 244,347 | ||||||
|
M/I Homes, Inc.*
|
4,749 | 120,862 | ||||||
|
Meritage Homes Corp.*
|
7,060 | 338,809 | ||||||
|
NACCO Industries, Inc. "A"
|
905 | 56,282 | ||||||
|
Ryland Group, Inc. (a)
|
9,055 | 393,078 | ||||||
|
Skullcandy, Inc.*
|
3,528 | 25,437 | ||||||
|
Standard Pacific Corp.*
|
28,880 | 261,364 | ||||||
|
TRI Pointe Homes, Inc.*
|
2,904 | 57,877 | ||||||
|
UCP, Inc. "A"*
|
1,450 | 21,228 | ||||||
|
Universal Electronics, Inc.*
|
2,873 | 109,490 | ||||||
|
WCI Communities, Inc.*
|
1,294 | 24,702 | ||||||
|
William Lyon Homes "A"*
|
2,738 | 60,619 | ||||||
|
Zagg, Inc.*
|
6,120 | 26,622 | ||||||
| 3,689,305 | ||||||||
|
Internet & Catalog Retail 0.4%
|
||||||||
|
1-800 FLOWERS.COM, Inc. "A"*
|
4,730 | 25,589 | ||||||
|
Blue Nile, Inc.* (a)
|
2,392 | 112,639 | ||||||
|
FTD Companies, Inc.*
|
3,656 | 119,113 | ||||||
|
HSN, Inc.
|
6,646 | 414,046 | ||||||
|
NutriSystem, Inc.
|
5,712 | 93,905 | ||||||
|
Orbitz Worldwide, Inc.*
|
4,966 | 35,656 | ||||||
|
Overstock.com, Inc.*
|
2,227 | 68,569 | ||||||
|
PetMed Express, Inc.
|
4,039 | 67,169 | ||||||
|
RetailMeNot, Inc.*
|
1,838 | 52,916 | ||||||
|
Shutterfly, Inc.*
|
7,371 | 375,405 | ||||||
|
Valuevision Media, Inc. "A"*
|
7,823 | 54,683 | ||||||
|
Vitacost.com, Inc.*
|
4,246 | 24,584 | ||||||
| 1,444,274 | ||||||||
|
Leisure Equipment & Products 0.5%
|
||||||||
|
Arctic Cat, Inc.
|
2,562 | 145,983 | ||||||
|
Black Diamond, Inc.* (a)
|
4,616 | 61,531 | ||||||
|
Brunswick Corp.
|
17,702 | 815,354 | ||||||
|
Callaway Golf Co. (a)
|
14,149 | 119,276 | ||||||
|
JAKKS Pacific, Inc. (a)
|
3,799 | 25,567 | ||||||
|
Johnson Outdoors, Inc. "A"
|
976 | 26,303 | ||||||
|
LeapFrog Enterprises, Inc.* (a)
|
12,677 | 100,655 | ||||||
|
Marine Products Corp.
|
1,817 | 18,261 | ||||||
|
Nautilus, Inc.*
|
6,176 | 52,064 | ||||||
|
Smith & Wesson Holding Corp.* (a)
|
10,999 | 148,377 | ||||||
|
Sturm, Ruger & Co., Inc. (a)
|
3,767 | 275,330 | ||||||
| 1,788,701 | ||||||||
|
Media 1.4%
|
||||||||
|
AH Belo Corp. "A"
|
3,740 | 27,938 | ||||||
|
Beasley Broadcast Group, Inc. "A"
|
962 | 8,398 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Carmike Cinemas, Inc.*
|
4,537 | 126,310 | ||||||
|
Central European Media Enterprises Ltd. "A"* (a)
|
15,207 | 58,395 | ||||||
|
Crown Media Holdings, Inc. "A"*
|
6,391 | 22,560 | ||||||
|
Cumulus Media, Inc. "A"* (a)
|
16,910 | 130,714 | ||||||
|
Daily Journal Corp.*
|
166 | 30,708 | ||||||
|
Dex Media, Inc.*
|
3,408 | 23,106 | ||||||
|
Digital Generation, Inc.*
|
4,799 | 61,187 | ||||||
|
Entercom Communications Corp. "A"*
|
4,722 | 49,628 | ||||||
|
Entravision Communications Corp. "A"
|
10,901 | 66,387 | ||||||
|
Global Sources Ltd.*
|
3,445 | 28,008 | ||||||
|
Gray Television, Inc.*
|
10,006 | 148,889 | ||||||
|
Harte-Hanks, Inc.
|
8,531 | 66,712 | ||||||
|
Hemisphere Media Group, Inc.*
|
1,706 | 20,250 | ||||||
|
Journal Communications, Inc. "A"*
|
8,465 | 78,809 | ||||||
|
Live Nation Entertainment, Inc.*
|
27,458 | 542,570 | ||||||
|
Loral Space & Communications, Inc.*
|
2,530 | 204,879 | ||||||
|
Martha Stewart Living Omnimedia, Inc. "A"*
|
4,700 | 19,740 | ||||||
|
McClatchy Co. "A"*
|
11,944 | 40,610 | ||||||
|
MDC Partners, Inc. "A"
|
7,414 | 189,131 | ||||||
|
Media General, Inc.* (a)
|
3,896 | 88,050 | ||||||
|
Meredith Corp. (a)
|
7,006 | 362,911 | ||||||
|
National CineMedia, Inc.
|
11,786 | 235,249 | ||||||
|
New York Times Co. "A"
|
25,242 | 400,591 | ||||||
|
Nexstar Broadcasting Group, Inc. "A"
|
5,744 | 320,113 | ||||||
|
ReachLocal, Inc.*
|
2,119 | 26,933 | ||||||
|
Reading International, Inc. "A"*
|
3,620 | 27,114 | ||||||
|
Rentrak Corp.*
|
2,102 | 79,645 | ||||||
|
Saga Communications, Inc. "A"
|
914 | 45,974 | ||||||
|
Salem Communications Corp. "A"
|
2,207 | 19,201 | ||||||
|
Scholastic Corp. (a)
|
5,157 | 175,390 | ||||||
|
SFX Entertainment, Inc.*
|
3,904 | 46,848 | ||||||
|
Sinclair Broadcast Group, Inc. "A"
|
13,319 | 475,888 | ||||||
|
The E.W. Scripps Co. "A"*
|
6,090 | 132,275 | ||||||
|
Valassis Communications, Inc. (a)
|
7,575 | 259,444 | ||||||
|
World Wrestling Entertainment, Inc. "A"
|
5,737 | 95,119 | ||||||
| 4,735,674 | ||||||||
|
Multiline Retail 0.1%
|
||||||||
|
Burlington Stores, Inc.*
|
2,997 | 95,904 | ||||||
|
Fred's, Inc. "A"
|
7,051 | 130,585 | ||||||
|
Gordmans Stores, Inc.
|
1,841 | 14,120 | ||||||
|
The Bon-Ton Stores, Inc.
|
2,641 | 42,996 | ||||||
|
Tuesday Morning Corp.*
|
8,466 | 135,117 | ||||||
| 418,722 | ||||||||
|
Specialty Retail 3.3%
|
||||||||
|
Aeropostale, Inc.* (a)
|
15,624 | 142,022 | ||||||
|
America's Car-Mart, Inc.*
|
1,547 | 65,330 | ||||||
|
ANN, Inc.*
|
9,247 | 338,070 | ||||||
|
Asbury Automotive Group, Inc.*
|
6,097 | 327,653 | ||||||
|
Barnes & Noble, Inc.*
|
8,040 | 120,198 | ||||||
|
bebe stores, inc.
|
6,566 | 34,931 | ||||||
|
Big 5 Sporting Goods Corp.
|
3,324 | 65,882 | ||||||
|
Body Central Corp.*
|
3,111 | 12,257 | ||||||
|
Brown Shoe Co., Inc.
|
8,365 | 235,391 | ||||||
|
Cato Corp. "A"
|
5,411 | 172,070 | ||||||
|
Children's Place Retail Stores, Inc.*
|
4,517 | 257,333 | ||||||
|
Christopher & Banks Corp.*
|
7,228 | 61,727 | ||||||
|
Citi Trends, Inc.*
|
2,901 | 49,317 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Conn's, Inc.* (a)
|
4,391 | 345,967 | ||||||
|
Destination Maternity Corp.
|
2,727 | 81,483 | ||||||
|
Destination XL Group, Inc.*
|
8,281 | 54,406 | ||||||
|
Express, Inc.*
|
16,782 | 313,320 | ||||||
|
Five Below, Inc.* (a)
|
6,412 | 276,998 | ||||||
|
Francesca's Holdings Corp.* (a)
|
8,487 | 156,246 | ||||||
|
Genesco, Inc.* (a)
|
4,700 | 343,382 | ||||||
|
Group 1 Automotive, Inc.
|
4,263 | 302,758 | ||||||
|
Haverty Furniture Companies, Inc.
|
3,853 | 120,599 | ||||||
|
hhgregg, Inc.* (a)
|
2,557 | 35,721 | ||||||
|
Hibbett Sports, Inc.* (a)
|
5,089 | 342,032 | ||||||
|
Jos. A. Bank Clothiers, Inc.* (a)
|
5,472 | 299,483 | ||||||
|
Kirkland's, Inc.*
|
2,635 | 62,370 | ||||||
|
Lithia Motors, Inc. "A"
|
4,360 | 302,671 | ||||||
|
Lumber Liquidators Holdings, Inc.* (a)
|
5,368 | 552,314 | ||||||
|
MarineMax, Inc.*
|
4,641 | 74,627 | ||||||
|
Mattress Firm Holding Corp.*
|
2,677 | 115,218 | ||||||
|
Monro Muffler Brake, Inc.
|
6,111 | 344,416 | ||||||
|
New York & Co., Inc.*
|
5,547 | 24,240 | ||||||
|
Office Depot, Inc.* (a)
|
93,908 | 496,771 | ||||||
|
Outerwall, Inc.* (a)
|
5,499 | 369,918 | ||||||
|
Pacific Sunwear of California, Inc.*
|
9,186 | 30,681 | ||||||
|
Penske Automotive Group, Inc.
|
8,254 | 389,259 | ||||||
|
Pier 1 Imports, Inc.
|
18,637 | 430,142 | ||||||
|
RadioShack Corp.* (a)
|
19,816 | 51,522 | ||||||
|
Rent-A-Center, Inc. (a)
|
10,435 | 347,903 | ||||||
|
Restoration Hardware Holdings, Inc.* (a)
|
3,443 | 231,714 | ||||||
|
Sears Hometown & Outlet Stores, Inc.*
|
1,723 | 43,937 | ||||||
|
Select Comfort Corp.*
|
10,842 | 228,658 | ||||||
|
Shoe Carnival, Inc.
|
2,907 | 84,332 | ||||||
|
Sonic Automotive, Inc. "A"
|
7,541 | 184,604 | ||||||
|
Stage Stores, Inc.
|
6,283 | 139,608 | ||||||
|
Stein Mart, Inc.
|
5,357 | 72,052 | ||||||
|
Systemax, Inc.*
|
2,325 | 26,156 | ||||||
|
The Buckle, Inc. (a)
|
5,472 | 287,608 | ||||||
|
The Container Store Group, Inc.*
|
2,810 | 130,974 | ||||||
|
The Finish Line, Inc. "A"
|
9,615 | 270,855 | ||||||
|
The Men's Wearhouse, Inc.
|
9,283 | 474,176 | ||||||
|
The Pep Boys — Manny, Moe & Jack*
|
10,308 | 125,139 | ||||||
|
The Wet Seal, Inc. "A"*
|
17,739 | 48,427 | ||||||
|
Tile Shop Holdings, Inc.* (a)
|
3,680 | 66,498 | ||||||
|
Tilly's, Inc. "A"*
|
1,996 | 22,854 | ||||||
|
Trans World Entertainment Corp.*
|
2,103 | 9,295 | ||||||
|
Vitamin Shoppe, Inc.*
|
5,947 | 309,303 | ||||||
|
West Marine, Inc.*
|
3,230 | 45,963 | ||||||
|
Winmark Corp.
|
411 | 38,067 | ||||||
|
Zale Corp.*
|
6,465 | 101,953 | ||||||
|
Zumiez, Inc.*
|
4,199 | 109,174 | ||||||
| 11,197,975 | ||||||||
|
Textiles, Apparel & Luxury Goods 1.4%
|
||||||||
|
American Apparel, Inc.* (a)
|
11,510 | 14,157 | ||||||
|
Columbia Sportswear Co. (a)
|
2,515 | 198,056 | ||||||
|
Costa, Inc.*
|
1,749 | 38,006 | ||||||
|
Crocs, Inc.*
|
17,156 | 273,124 | ||||||
|
Culp, Inc.
|
1,606 | 32,843 | ||||||
|
Fifth & Pacific Companies, Inc.*
|
23,475 | 752,843 | ||||||
|
G-III Apparel Group Ltd.*
|
3,275 | 241,662 | ||||||
|
Iconix Brand Group, Inc.* (a)
|
10,118 | 401,685 | ||||||
|
Movado Group, Inc.
|
3,463 | 152,407 | ||||||
|
Oxford Industries, Inc.
|
2,616 | 211,033 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Perry Ellis International, Inc.*
|
2,380 | 37,580 | ||||||
|
Quiksilver, Inc.*
|
25,694 | 225,336 | ||||||
|
R.G. Barry Corp.
|
1,841 | 35,531 | ||||||
|
Skechers U.S.A., Inc. "A"*
|
7,599 | 251,755 | ||||||
|
Steven Madden Ltd.*
|
11,826 | 432,713 | ||||||
|
The Jones Group, Inc.
|
15,601 | 233,391 | ||||||
|
Tumi Holdings, Inc.*
|
9,310 | 209,940 | ||||||
|
Unifi, Inc.*
|
3,004 | 81,829 | ||||||
|
Vera Bradley, Inc.* (a)
|
4,220 | 101,449 | ||||||
|
Vince Holding Corp.*
|
2,256 | 69,192 | ||||||
|
Wolverine World Wide, Inc.
|
19,615 | 666,125 | ||||||
| 4,660,657 | ||||||||
|
Consumer Staples 3.7%
|
||||||||
|
Beverages 0.2%
|
||||||||
|
Boston Beer Co., Inc. "A"* (a)
|
1,620 | 391,700 | ||||||
|
Coca-Cola Bottling Co. Consolidated
|
887 | 64,920 | ||||||
|
Craft Brewers Alliance, Inc.*
|
2,005 | 32,922 | ||||||
|
National Beverage Corp.*
|
2,127 | 42,880 | ||||||
| 532,422 | ||||||||
|
Food & Staples Retailing 1.3%
|
||||||||
|
Arden Group, Inc. "A"
|
213 | 26,947 | ||||||
|
Casey's General Stores, Inc.
|
7,493 | 526,383 | ||||||
|
Fairway Group Holdings Corp.*
|
3,129 | 56,698 | ||||||
|
Harris Teeter Supermarkets, Inc.
|
9,745 | 480,916 | ||||||
|
Ingles Markets, Inc. "A"
|
2,318 | 62,818 | ||||||
|
Natural Grocers by Vitamin Cottage, Inc.*
|
1,765 | 74,924 | ||||||
|
Pantry, Inc.*
|
4,694 | 78,765 | ||||||
|
PriceSmart, Inc. (a)
|
3,687 | 425,996 | ||||||
|
Rite Aid Corp.*
|
142,836 | 722,750 | ||||||
|
Roundy's, Inc.
|
5,120 | 50,483 | ||||||
|
Spartan Stores, Inc.
|
7,068 | 171,611 | ||||||
|
SUPERVALU, Inc.* (a)
|
39,656 | 289,092 | ||||||
|
Susser Holdings Corp.* (a)
|
3,519 | 230,459 | ||||||
|
The Andersons, Inc.
|
3,647 | 325,203 | ||||||
|
The Chefs' Warehouse, Inc.*
|
3,251 | 94,799 | ||||||
|
United Natural Foods, Inc.*
|
9,641 | 726,835 | ||||||
|
Village Super Market, Inc. "A"
|
1,263 | 39,166 | ||||||
|
Weis Markets, Inc.
|
2,141 | 112,531 | ||||||
| 4,496,376 | ||||||||
|
Food Products 1.6%
|
||||||||
|
Alico, Inc.
|
546 | 21,223 | ||||||
|
Annie's, Inc.* (a)
|
2,729 | 117,456 | ||||||
|
B&G Foods, Inc.
|
10,381 | 352,020 | ||||||
|
Boulder Brands, Inc.* (a)
|
11,717 | 185,832 | ||||||
|
Cal-Maine Foods, Inc.
|
2,936 | 176,835 | ||||||
|
Calavo Growers, Inc.
|
2,388 | 72,261 | ||||||
|
Chiquita Brands International, Inc.*
|
9,129 | 106,809 | ||||||
|
Darling International, Inc.*
|
30,955 | 646,340 | ||||||
|
Diamond Foods, Inc.* (a)
|
4,359 | 112,636 | ||||||
|
Farmer Brothers Co.*
|
1,062 | 24,702 | ||||||
|
Fresh Del Monte Produce, Inc.
|
7,363 | 208,373 | ||||||
|
Griffin Land & Nurseries, Inc.
|
503 | 16,790 | ||||||
|
Hain Celestial Group, Inc.* (a)
|
7,509 | 681,667 | ||||||
|
Inventure Foods, Inc.*
|
2,841 | 37,672 | ||||||
|
J & J Snack Foods Corp.
|
2,919 | 258,594 | ||||||
|
John B. Sanfilippo & Son, Inc.
|
1,519 | 37,489 | ||||||
|
Lancaster Colony Corp.
|
3,619 | 319,015 | ||||||
|
Lifeway Foods, Inc.
|
911 | 14,558 | ||||||
|
Limoneira Co.
|
1,985 | 52,781 | ||||||
|
Omega Protein Corp.*
|
3,799 | 46,690 | ||||||
|
Pilgrim's Pride Corp.*
|
11,728 | 190,580 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Post Holdings, Inc.*
|
6,396 | 315,131 | ||||||
|
Sanderson Farms, Inc.
|
4,509 | 326,136 | ||||||
|
Seaboard Corp.
|
58 | 162,108 | ||||||
|
Seneca Foods Corp. "A"*
|
1,603 | 51,120 | ||||||
|
Snyder's-Lance, Inc.
|
9,282 | 266,579 | ||||||
|
Tootsie Roll Industries, Inc.
|
3,892 | 126,646 | ||||||
|
TreeHouse Foods, Inc.*
|
7,070 | 487,264 | ||||||
| 5,415,307 | ||||||||
|
Household Products 0.2%
|
||||||||
|
Central Garden & Pet Co. "A"*
|
8,009 | 54,061 | ||||||
|
Harbinger Group, Inc.*
|
6,486 | 76,859 | ||||||
|
Oil-Dri Corp. of America
|
888 | 33,602 | ||||||
|
Orchids Paper Products Co.
|
1,095 | 35,960 | ||||||
|
Spectrum Brands Holdings, Inc.
|
4,204 | 296,592 | ||||||
|
WD-40 Co.
|
3,004 | 224,339 | ||||||
| 721,413 | ||||||||
|
Personal Products 0.2%
|
||||||||
|
Elizabeth Arden, Inc.*
|
5,072 | 179,803 | ||||||
|
Female Health Co.
|
4,529 | 38,497 | ||||||
|
Inter Parfums, Inc.
|
3,259 | 116,705 | ||||||
|
Lifevantage Corp.*
|
19,431 | 32,061 | ||||||
|
Medifast, Inc.*
|
2,746 | 71,753 | ||||||
|
Nature's Sunshine Products, Inc.
|
2,076 | 35,956 | ||||||
|
Nutraceutical International Corp.*
|
1,749 | 46,838 | ||||||
|
Revlon, Inc. "A"*
|
2,165 | 54,038 | ||||||
|
Star Scientific, Inc.* (a)
|
31,941 | 37,052 | ||||||
|
Synutra International, Inc.*
|
3,372 | 29,943 | ||||||
|
USANA Health Sciences, Inc.* (a)
|
1,169 | 88,353 | ||||||
| 730,999 | ||||||||
|
Tobacco 0.2%
|
||||||||
|
Alliance One International, Inc.*
|
17,831 | 54,384 | ||||||
|
Universal Corp. (a)
|
4,553 | 248,594 | ||||||
|
Vector Group Ltd. (a)
|
12,300 | 201,351 | ||||||
| 504,329 | ||||||||
|
Energy 5.3%
|
||||||||
|
Energy Equipment & Services 1.7%
|
||||||||
|
Basic Energy Services, Inc.*
|
5,944 | 93,796 | ||||||
|
Bolt Technology Corp.
|
1,584 | 34,864 | ||||||
|
Bristow Group, Inc.
|
7,070 | 530,674 | ||||||
|
C&J Energy Services, Inc.*
|
8,913 | 205,890 | ||||||
|
Cal Dive International, Inc.*
|
18,189 | 36,560 | ||||||
|
CARBO Ceramics, Inc. (a)
|
3,888 | 453,069 | ||||||
|
Dawson Geophysical Co.*
|
1,561 | 52,793 | ||||||
|
Era Group, Inc.*
|
4,006 | 123,625 | ||||||
|
Exterran Holdings, Inc.*
|
11,313 | 386,905 | ||||||
|
Forum Energy Technologies, Inc.*
|
7,662 | 216,528 | ||||||
|
Geospace Technologies Corp.* (a)
|
2,498 | 236,885 | ||||||
|
Global Geophysical Services, Inc.*
|
4,453 | 7,169 | ||||||
|
Gulf Island Fabrication, Inc.
|
2,736 | 63,530 | ||||||
|
GulfMark Offshore, Inc. "A"
|
5,209 | 245,500 | ||||||
|
Helix Energy Solutions Group, Inc.*
|
20,639 | 478,412 | ||||||
|
Hercules Offshore, Inc.*
|
30,924 | 201,934 | ||||||
|
Hornbeck Offshore Services, Inc.*
|
7,020 | 345,595 | ||||||
|
ION Geophysical Corp.* (a)
|
26,337 | 86,912 | ||||||
|
Key Energy Services, Inc.* (a)
|
29,633 | 234,101 | ||||||
|
Matrix Service Co.*
|
5,030 | 123,084 | ||||||
|
Mitcham Industries, Inc.*
|
2,486 | 44,027 | ||||||
|
Natural Gas Services Group*
|
2,344 | 64,624 | ||||||
|
Newpark Resources, Inc.*
|
16,745 | 205,796 | ||||||
|
Nuverra Environmental Solutions, Inc.*
|
2,897 | 48,641 | ||||||
|
Parker Drilling Co.*
|
23,358 | 189,901 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
PHI, Inc. (Non Voting)*
|
2,503 | 108,630 | ||||||
|
Pioneer Energy Services Corp.*
|
12,098 | 96,905 | ||||||
|
RigNet, Inc.*
|
2,275 | 109,041 | ||||||
|
SEACOR Holdings, Inc.*
|
3,970 | 362,064 | ||||||
|
Tesco Corp.*
|
5,829 | 115,298 | ||||||
|
TETRA Technologies, Inc.*
|
15,167 | 187,464 | ||||||
|
TGC Industries, Inc.
|
3,317 | 24,214 | ||||||
|
Vantage Drilling Co.* (a)
|
39,316 | 72,341 | ||||||
|
Willbros Group, Inc.*
|
7,788 | 73,363 | ||||||
| 5,860,135 | ||||||||
|
Oil, Gas & Consumable Fuels 3.6%
|
||||||||
|
Abraxas Petroleum Corp.*
|
15,443 | 50,653 | ||||||
|
Adams Resources & Energy, Inc.
|
382 | 26,167 | ||||||
|
Alon U.S.A. Energy, Inc. (a)
|
4,637 | 76,696 | ||||||
|
Alpha Natural Resources, Inc.* (a)
|
43,145 | 308,055 | ||||||
|
Amyris, Inc.* (a)
|
4,698 | 24,852 | ||||||
|
Apco Oil & Gas International, Inc.*
|
1,923 | 29,980 | ||||||
|
Approach Resources, Inc.* (a)
|
6,857 | 132,272 | ||||||
|
Arch Coal, Inc. (a)
|
41,022 | 182,548 | ||||||
|
Athlon Energy, Inc.*
|
3,546 | 107,266 | ||||||
|
Bill Barrett Corp.* (a)
|
9,478 | 253,821 | ||||||
|
Bonanza Creek Energy, Inc.* (a)
|
5,749 | 249,909 | ||||||
|
BPZ Resources, Inc.* (a)
|
24,361 | 44,337 | ||||||
|
Callon Petroleum Co.*
|
7,410 | 48,387 | ||||||
|
Carrizo Oil & Gas, Inc.*
|
8,906 | 398,722 | ||||||
|
Clayton Williams Energy, Inc.*
|
1,122 | 91,948 | ||||||
|
Clean Energy Fuels Corp.* (a)
|
13,206 | 170,093 | ||||||
|
Cloud Peak Energy, Inc.*
|
11,827 | 212,886 | ||||||
|
Comstock Resources, Inc.
|
9,282 | 169,768 | ||||||
|
Contango Oil & Gas Co.*
|
2,900 | 137,054 | ||||||
|
Crosstex Energy, Inc.
|
9,340 | 337,734 | ||||||
|
Delek US Holdings, Inc.
|
7,238 | 249,060 | ||||||
|
Diamondback Energy, Inc.*
|
3,850 | 203,511 | ||||||
|
Emerald Oil, Inc.*
|
11,165 | 85,524 | ||||||
|
Endeavour International Corp.* (a)
|
9,476 | 49,749 | ||||||
|
Energy XXI (Bermuda) Ltd. (a)
|
15,442 | 417,860 | ||||||
|
EPL Oil & Gas, Inc.*
|
5,762 | 164,217 | ||||||
|
Equal Energy Ltd.
|
7,121 | 38,026 | ||||||
|
Evolution Petroleum Corp.
|
3,220 | 39,735 | ||||||
|
EXCO Resources, Inc. (a)
|
25,991 | 138,012 | ||||||
|
Forest Oil Corp.*
|
23,297 | 84,102 | ||||||
|
Frontline Ltd.* (a)
|
10,770 | 40,280 | ||||||
|
FX Energy, Inc.*
|
9,775 | 35,776 | ||||||
|
GasLog Ltd.
|
4,855 | 82,972 | ||||||
|
Gastar Exploration Ltd.*
|
10,835 | 74,978 | ||||||
|
Goodrich Petroleum Corp.*
|
6,177 | 105,133 | ||||||
|
Green Plains Renewable Energy, Inc.
|
4,925 | 95,496 | ||||||
|
Halcon Resources Corp.* (a)
|
44,608 | 172,187 | ||||||
|
Hallador Energy Co.
|
1,433 | 11,550 | ||||||
|
Isramco, Inc.*
|
166 | 21,090 | ||||||
|
Jones Energy, Inc. "A"*
|
2,134 | 30,900 | ||||||
|
KiOR, Inc. "A"* (a)
|
8,718 | 14,646 | ||||||
|
Knightsbridge Tankers Ltd.
|
5,995 | 55,094 | ||||||
|
Kodiak Oil & Gas Corp.*
|
51,894 | 581,732 | ||||||
|
L&L Energy, Inc.* (a)
|
5,975 | 10,038 | ||||||
|
Magnum Hunter Resources Corp.* (a)
|
33,434 | 244,403 | ||||||
|
Matador Resources Co.*
|
11,459 | 213,596 | ||||||
|
Midstates Petroleum Co., Inc.* (a)
|
6,593 | 43,646 | ||||||
|
Miller Energy Resources, Inc.* (a)
|
6,247 | 43,979 | ||||||
|
Nordic American Tankers Ltd. (a)
|
14,746 | 143,036 | ||||||
|
Northern Oil & Gas, Inc.*
|
12,360 | 186,265 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Panhandle Oil & Gas, Inc. "A"
|
1,330 | 44,435 | ||||||
|
PDC Energy, Inc.*
|
6,964 | 370,624 | ||||||
|
Penn Virginia Corp.* (a)
|
10,545 | 99,439 | ||||||
|
PetroQuest Energy, Inc.*
|
11,749 | 50,756 | ||||||
|
Quicksilver Resources, Inc.* (a)
|
24,365 | 74,801 | ||||||
|
Renewable Energy Group, Inc.*
|
4,215 | 48,304 | ||||||
|
Rentech, Inc.* (a)
|
43,950 | 76,912 | ||||||
|
Resolute Energy Corp.* (a)
|
12,902 | 116,505 | ||||||
|
REX American Resources Corp.*
|
1,077 | 48,153 | ||||||
|
Rex Energy Corp.*
|
8,776 | 172,975 | ||||||
|
Rosetta Resources, Inc.*
|
11,941 | 573,646 | ||||||
|
Sanchez Energy Corp.* (a)
|
7,483 | 183,408 | ||||||
|
Scorpio Tankers, Inc.
|
36,173 | 426,480 | ||||||
|
SemGroup Corp. "A"
|
8,210 | 535,538 | ||||||
|
Ship Finance International Ltd. (a)
|
11,110 | 181,982 | ||||||
|
Solazyme, Inc.* (a)
|
9,518 | 103,651 | ||||||
|
Stone Energy Corp.*
|
9,792 | 338,705 | ||||||
|
Swift Energy Co.* (a)
|
8,337 | 112,549 | ||||||
|
Synergy Resources Corp.*
|
10,075 | 93,294 | ||||||
|
Targa Resources Corp.
|
6,435 | 567,374 | ||||||
|
Teekay Tankers Ltd. "A" (a)
|
12,512 | 49,172 | ||||||
|
Triangle Petroleum Corp.*
|
13,365 | 111,197 | ||||||
|
Ur-Energy, Inc.* (a)
|
24,170 | 33,355 | ||||||
|
Uranium Energy Corp.*
|
16,917 | 33,834 | ||||||
|
VAALCO Energy, Inc.*
|
10,932 | 75,321 | ||||||
|
W&T Offshore, Inc. (a)
|
6,768 | 108,288 | ||||||
|
Warren Resources, Inc.*
|
14,321 | 44,968 | ||||||
|
Western Refining, Inc. (a)
|
10,614 | 450,140 | ||||||
|
Westmoreland Coal Co.*
|
2,402 | 46,335 | ||||||
|
ZaZa Energy Corp.*
|
9,110 | 8,706 | ||||||
| 11,910,588 | ||||||||
|
Financials 22.1%
|
||||||||
|
Capital Markets 2.7%
|
||||||||
|
Apollo Investment Corp. (a)
|
44,082 | 373,815 | ||||||
|
Arlington Asset Investment Corp. "A"
|
3,175 | 83,788 | ||||||
|
BGC Partners, Inc. "A"
|
24,416 | 147,961 | ||||||
|
BlackRock Kelso Capital Corp. (a)
|
14,544 | 135,696 | ||||||
|
Calamos Asset Management, Inc. "A"
|
4,091 | 48,437 | ||||||
|
Capital Southwest Corp.
|
2,676 | 93,312 | ||||||
|
Capitala Finance Corp.
|
769 | 15,303 | ||||||
|
CIFC Corp.
|
1,400 | 10,892 | ||||||
|
Cohen & Steers, Inc. (a)
|
3,617 | 144,897 | ||||||
|
Cowen Group, Inc. "A"*
|
19,372 | 75,745 | ||||||
|
Diamond Hill Investment Group
|
568 | 67,217 | ||||||
|
Evercore Partners, Inc. "A"
|
6,188 | 369,919 | ||||||
|
FBR & Co.*
|
1,798 | 47,431 | ||||||
|
Fidus Investment Corp.
|
2,564 | 55,741 | ||||||
|
Fifth Street Finance Corp.
|
26,740 | 247,345 | ||||||
|
Financial Engines, Inc. (a)
|
9,567 | 664,715 | ||||||
|
Firsthand Technology Value Fund, Inc.
|
1,823 | 42,239 | ||||||
|
FXCM, Inc. "A" (a)
|
7,289 | 130,036 | ||||||
|
GAMCO Investors, Inc. "A"
|
1,196 | 104,016 | ||||||
|
Garrison Capital, Inc.
|
1,199 | 16,642 | ||||||
|
GFI Group, Inc.
|
13,581 | 53,102 | ||||||
|
Gladstone Capital Corp.
|
4,213 | 40,445 | ||||||
|
Gladstone Investment Corp.
|
4,894 | 39,446 | ||||||
|
Golub Capital BDC LLC (a)
|
7,315 | 139,790 | ||||||
|
Greenhill & Co., Inc.
|
5,509 | 319,191 | ||||||
|
GSV Capital Corp.* (a)
|
3,752 | 45,362 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Hercules Technology Growth Capital, Inc. (a)
|
11,875 | 194,750 | ||||||
|
HFF, Inc. "A"*
|
6,515 | 174,928 | ||||||
|
Horizon Technology Finance Corp.
|
1,592 | 22,622 | ||||||
|
ICG Group, Inc.*
|
7,347 | 136,875 | ||||||
|
INTL FCStone, Inc.*
|
2,776 | 51,467 | ||||||
|
Investment Technology Group, Inc.*
|
7,161 | 147,230 | ||||||
|
Janus Capital Group, Inc. (a)
|
29,202 | 361,229 | ||||||
|
JMP Group, Inc.
|
3,295 | 24,383 | ||||||
|
KCAP Financial, Inc. (a)
|
5,696 | 45,967 | ||||||
|
KCG Holdings, Inc. "A"*
|
13,971 | 167,093 | ||||||
|
Ladenburg Thalmann Financial Services, Inc.*
|
20,715 | 64,838 | ||||||
|
Main Street Capital Corp. (a)
|
7,585 | 247,954 | ||||||
|
Manning & Napier, Inc.
|
2,652 | 46,808 | ||||||
|
Marcus & Millichap, Inc.*
|
1,333 | 19,862 | ||||||
|
MCG Capital Corp.
|
13,928 | 61,283 | ||||||
|
Medallion Financial Corp.
|
4,172 | 59,868 | ||||||
|
Medley Capital Corp.
|
7,719 | 106,908 | ||||||
|
MVC Capital, Inc.
|
4,474 | 60,399 | ||||||
|
New Mountain Finance Corp.
|
8,831 | 132,818 | ||||||
|
NGP Capital Resources Co.
|
3,877 | 28,961 | ||||||
|
Oppenheimer Holdings, Inc. "A"
|
1,891 | 46,859 | ||||||
|
PennantPark Floating Rate Capital Ltd.
|
2,809 | 38,568 | ||||||
|
PennantPark Investment Corp.
|
13,022 | 151,055 | ||||||
|
Piper Jaffray Companies, Inc.*
|
3,147 | 124,464 | ||||||
|
Prospect Capital Corp.
|
54,436 | 610,772 | ||||||
|
Pzena Investment Management, Inc. "A"
|
2,372 | 27,895 | ||||||
|
RCS Capital Corp. "A"
|
352 | 6,459 | ||||||
|
Safeguard Scientifics, Inc.*
|
4,143 | 83,233 | ||||||
|
Silvercrest Asset Management Group, Inc. "A"
|
1,029 | 17,544 | ||||||
|
Solar Capital Ltd.
|
8,738 | 197,042 | ||||||
|
Solar Senior Capital Ltd.
|
2,352 | 42,853 | ||||||
|
Stellus Capital Investment Corp.
|
2,390 | 35,730 | ||||||
|
Stifel Financial Corp.*
|
12,442 | 596,221 | ||||||
|
SWS Group, Inc.*
|
5,696 | 34,632 | ||||||
|
TCP Capital Corp.
|
6,968 | 116,923 | ||||||
|
THL Credit, Inc.
|
6,721 | 110,829 | ||||||
|
TICC Capital Corp. (a)
|
10,167 | 105,127 | ||||||
|
Triangle Capital Corp. (a)
|
5,380 | 148,757 | ||||||
|
Virtus Investment Partners, Inc.*
|
1,331 | 266,267 | ||||||
|
Walter Investment Management Corp.*
|
7,233 | 255,759 | ||||||
|
Westwood Holdings Group, Inc.
|
1,351 | 83,640 | ||||||
|
WhiteHorse Finance, Inc.
|
1,372 | 20,731 | ||||||
|
WisdomTree Investments, Inc.*
|
19,671 | 348,373 | ||||||
| 9,138,459 | ||||||||
|
Commercial Banks 7.1%
|
||||||||
|
1st Source Corp.
|
2,884 | 92,115 | ||||||
|
1st United Bancorp., Inc.
|
5,887 | 44,800 | ||||||
|
Access National Corp.
|
1,284 | 19,196 | ||||||
|
American National Bankshares, Inc.
|
1,484 | 38,955 | ||||||
|
Ameris Bancorp.*
|
4,706 | 99,344 | ||||||
|
Ames National Corp.
|
1,713 | 38,354 | ||||||
|
Arrow Financial Corp.
|
2,143 | 56,918 | ||||||
|
BancFirst Corp.
|
1,407 | 78,876 | ||||||
|
Banco Latinoamericano de Comercio Exterior SA "E"
|
5,754 | 161,227 | ||||||
|
BancorpSouth, Inc. (a)
|
18,702 | 475,405 | ||||||
|
Bank of Kentucky Financial Corp.
|
1,128 | 41,623 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Bank of Marin Bancorp.
|
1,185 | 51,417 | ||||||
|
Bank of the Ozarks, Inc.
|
6,095 | 344,916 | ||||||
|
Banner Corp.
|
3,809 | 170,719 | ||||||
|
Bar Harbor Bankshares
|
714 | 28,553 | ||||||
|
BBCN Bancorp., Inc.
|
15,574 | 258,373 | ||||||
|
BNC Bancorp.
|
3,624 | 62,115 | ||||||
|
Boston Private Financial Holdings, Inc.
|
15,586 | 196,695 | ||||||
|
Bridge Bancorp., Inc.
|
2,141 | 55,666 | ||||||
|
Bridge Capital Holdings*
|
1,832 | 37,629 | ||||||
|
Bryn Mawr Bank Corp.
|
2,662 | 80,339 | ||||||
|
C&F Financial Corp.
|
598 | 27,311 | ||||||
|
Camden National Corp.
|
1,544 | 65,188 | ||||||
|
Capital Bank Financial Corp. "A"*
|
4,582 | 104,241 | ||||||
|
Capital City Bank Group, Inc.*
|
2,537 | 29,860 | ||||||
|
Cardinal Financial Corp.
|
5,819 | 104,742 | ||||||
|
Cascade Bancorp.*
|
1,380 | 7,217 | ||||||
|
Cathay General Bancorp.
|
15,418 | 412,123 | ||||||
|
Center Bancorp., Inc.
|
2,247 | 42,154 | ||||||
|
Centerstate Banks, Inc.
|
6,052 | 61,428 | ||||||
|
Central Pacific Financial Corp.
|
4,183 | 83,995 | ||||||
|
Century Bancorp., Inc. "A"
|
692 | 23,009 | ||||||
|
Chemical Financial Corp.
|
5,769 | 182,704 | ||||||
|
Chemung Financial Corp.
|
714 | 24,397 | ||||||
|
Citizens & Northern Corp.
|
2,417 | 49,863 | ||||||
|
City Holding Co. (a)
|
3,046 | 141,121 | ||||||
|
CNB Financial Corp.
|
2,807 | 53,333 | ||||||
|
CoBiz Financial, Inc.
|
7,083 | 84,713 | ||||||
|
Columbia Banking System, Inc.
|
9,989 | 274,797 | ||||||
|
Community Bank System, Inc.
|
7,810 | 309,901 | ||||||
|
Community Trust Bancorp., Inc.
|
2,727 | 123,151 | ||||||
|
CommunityOne Bancorp.*
|
2,174 | 27,719 | ||||||
|
ConnectOne Bancorp., Inc.*
|
358 | 14,188 | ||||||
|
CU Bancorp.*
|
1,877 | 32,810 | ||||||
|
Customers Bancorp., Inc.*
|
3,970 | 81,226 | ||||||
|
CVB Financial Corp.
|
17,966 | 306,680 | ||||||
|
Eagle Bancorp., Inc.*
|
4,282 | 131,158 | ||||||
|
Enterprise Bancorp., Inc.
|
1,414 | 29,934 | ||||||
|
Enterprise Financial Services Corp.
|
3,837 | 78,352 | ||||||
|
Farmers Capital Bank Corp.*
|
1,493 | 32,473 | ||||||
|
Fidelity Southern Corp.
|
2,867 | 47,621 | ||||||
|
Financial Institutions, Inc.
|
2,690 | 66,470 | ||||||
|
First BanCorp.*
|
14,366 | 88,926 | ||||||
|
First BanCorp. — North Carolina
|
3,893 | 64,702 | ||||||
|
First Bancorp., Inc.
|
1,889 | 32,906 | ||||||
|
First Busey Corp.
|
13,900 | 80,620 | ||||||
|
First Commonwealth Financial Corp.
|
18,858 | 166,328 | ||||||
|
First Community Bancshares, Inc.
|
3,408 | 56,914 | ||||||
|
First Connecticut Bancorp, Inc.
|
3,208 | 51,713 | ||||||
|
First Financial Bancorp.
|
11,194 | 195,111 | ||||||
|
First Financial Bankshares, Inc. (a)
|
6,189 | 410,454 | ||||||
|
First Financial Corp. — Indiana
|
2,200 | 80,432 | ||||||
|
First Financial Holdings, Inc.
|
4,669 | 310,535 | ||||||
|
First Interstate BancSystem, Inc.
|
3,440 | 97,593 | ||||||
|
First Merchants Corp.
|
6,899 | 157,021 | ||||||
|
First Midwest Bancorp., Inc.
|
14,634 | 256,534 | ||||||
|
First NBC Bank Holding Co.*
|
829 | 26,777 | ||||||
|
First of Long Island Corp.
|
1,537 | 65,891 | ||||||
|
First Security Group, Inc.*
|
12,404 | 28,529 | ||||||
|
FirstMerit Corp.
|
32,456 | 721,497 | ||||||
|
Flushing Financial Corp.
|
6,026 | 124,738 | ||||||
|
FNB Corp.
|
29,362 | 370,548 | ||||||
|
German American Bancorp., Inc.
|
2,510 | 71,535 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Glacier Bancorp., Inc.
|
14,143 | 421,320 | ||||||
|
Great Southern Bancorp., Inc.
|
2,027 | 61,641 | ||||||
|
Guaranty Bancorp.
|
2,848 | 40,014 | ||||||
|
Hampton Roads Bankshares, Inc.*
|
6,596 | 11,543 | ||||||
|
Hancock Holding Co.
|
16,594 | 608,668 | ||||||
|
Hanmi Financial Corp.
|
6,194 | 135,587 | ||||||
|
Heartland Financial U.S.A., Inc.
|
2,843 | 81,850 | ||||||
|
Heritage Commerce Corp.
|
4,110 | 33,866 | ||||||
|
Heritage Financial Corp.
|
2,890 | 49,448 | ||||||
|
Heritage Oaks Bancorp.*
|
4,274 | 32,055 | ||||||
|
Home Bancshares, Inc.
|
8,901 | 332,452 | ||||||
|
Home Federal Bancorp., Inc.
|
2,949 | 43,940 | ||||||
|
HomeTrust Bancshares, Inc.*
|
4,211 | 67,334 | ||||||
|
Horizon Bancorp.
|
1,706 | 43,213 | ||||||
|
Hudson Valley Holding Corp.
|
3,140 | 63,899 | ||||||
|
IBERIABANK Corp.
|
5,818 | 365,661 | ||||||
|
Independent Bank Corp. (a)
|
4,665 | 182,821 | ||||||
|
Independent Bank Group, Inc.
|
752 | 37,344 | ||||||
|
International Bancshares Corp.
|
10,404 | 274,562 | ||||||
|
Intervest Bancshares Corp.*
|
3,561 | 26,743 | ||||||
|
Investors Bancorp., Inc.
|
9,822 | 251,253 | ||||||
|
Lakeland Bancorp., Inc.
|
7,015 | 86,776 | ||||||
|
Lakeland Financial Corp.
|
3,174 | 123,786 | ||||||
|
LCNB Corp.
|
1,485 | 26,537 | ||||||
|
Macatawa Bank Corp.*
|
4,707 | 23,535 | ||||||
|
MainSource Financial Group, Inc.
|
3,885 | 70,047 | ||||||
|
MB Financial, Inc.
|
10,739 | 344,615 | ||||||
|
Mercantile Bank Corp.
|
1,634 | 35,262 | ||||||
|
Merchants Bancshares, Inc.
|
1,042 | 34,907 | ||||||
|
Metro Bancorp., Inc.*
|
2,807 | 60,463 | ||||||
|
MetroCorp Bancshares, Inc.
|
3,063 | 46,159 | ||||||
|
Middleburg Financial Corp.
|
1,162 | 20,962 | ||||||
|
MidSouth Bancorp., Inc.
|
1,480 | 26,433 | ||||||
|
MidWestOne Financial Group, Inc.
|
1,268 | 34,490 | ||||||
|
National Bank Holdings Corp. "A"
|
8,850 | 189,390 | ||||||
|
National Bankshares, Inc.
|
1,314 | 48,473 | ||||||
|
National Penn Bancshares, Inc.
|
22,828 | 258,641 | ||||||
|
NBT Bancorp., Inc.
|
8,454 | 218,959 | ||||||
|
NewBridge Bancorp.*
|
5,013 | 37,598 | ||||||
|
Northrim BanCorp., Inc.
|
1,190 | 31,226 | ||||||
|
OFG Bancorp.
|
9,031 | 156,598 | ||||||
|
Old National Bancorp.
|
19,828 | 304,756 | ||||||
|
OmniAmerican Bancorp., Inc.*
|
2,177 | 46,544 | ||||||
|
Pacific Continental Corp.
|
3,374 | 53,782 | ||||||
|
Pacific Premier Bancorp., Inc.*
|
3,115 | 49,030 | ||||||
|
PacWest Bancorp. (a)
|
7,397 | 312,301 | ||||||
|
Palmetto Bancshares, Inc.*
|
879 | 11,392 | ||||||
|
Park National Corp. (a)
|
2,253 | 191,663 | ||||||
|
Park Sterling Corp.
|
8,760 | 62,546 | ||||||
|
Peapack-Gladstone Financial Corp.
|
1,714 | 32,737 | ||||||
|
Penns Woods Bancorp., Inc.
|
946 | 48,246 | ||||||
|
Peoples Bancorp., Inc.
|
2,155 | 48,509 | ||||||
|
Pinnacle Financial Partners, Inc. (a)
|
6,878 | 223,741 | ||||||
|
Preferred Bank*
|
2,280 | 45,714 | ||||||
|
PrivateBancorp., Inc.
|
12,712 | 367,758 | ||||||
|
Prosperity Bancshares, Inc.
|
11,825 | 749,587 | ||||||
|
Renasant Corp.
|
5,915 | 186,086 | ||||||
|
Republic Bancorp., Inc. "A"
|
1,969 | 48,319 | ||||||
|
S&T Bancorp., Inc.
|
5,853 | 148,139 | ||||||
|
S.Y. Bancorp., Inc.
|
2,736 | 87,333 | ||||||
|
Sandy Spring Bancorp., Inc.
|
4,923 | 138,779 | ||||||
|
Seacoast Banking Corp. of Florida*
|
3,524 | 42,993 | ||||||
|
Sierra Bancorp.
|
2,278 | 36,653 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Simmons First National Corp. "A"
|
3,253 | 120,849 | ||||||
|
Southside Bancshares, Inc.
|
3,506 | 95,854 | ||||||
|
Southwest Bancorp., Inc.*
|
3,734 | 59,445 | ||||||
|
State Bank Financial Corp.
|
6,257 | 113,815 | ||||||
|
StellarOne Corp.
|
4,373 | 105,258 | ||||||
|
Sterling Bancorp.
|
16,236 | 217,075 | ||||||
|
Sterling Financial Corp.
|
6,606 | 225,132 | ||||||
|
Suffolk Bancorp.*
|
2,366 | 49,213 | ||||||
|
Sun Bancorp., Inc.*
|
7,787 | 27,410 | ||||||
|
Susquehanna Bancshares, Inc.
|
36,596 | 469,893 | ||||||
|
Taylor Capital Group, Inc.*
|
3,314 | 88,086 | ||||||
|
Texas Capital Bancshares, Inc.*
|
8,003 | 497,787 | ||||||
|
The Bancorp., Inc.*
|
6,384 | 114,337 | ||||||
|
Tompkins Financial Corp.
|
2,869 | 147,438 | ||||||
|
TowneBank (a)
|
5,125 | 78,874 | ||||||
|
TriCo Bancshares
|
3,057 | 86,727 | ||||||
|
Tristate Capital Holdings, Inc.*
|
1,299 | 15,406 | ||||||
|
Trustmark Corp.
|
13,142 | 352,731 | ||||||
|
UMB Financial Corp.
|
6,949 | 446,682 | ||||||
|
Umpqua Holdings Corp. (a)
|
21,964 | 420,391 | ||||||
|
Union First Market Bankshares Corp.
|
3,860 | 95,767 | ||||||
|
United Bankshares, Inc. (a)
|
9,842 | 309,531 | ||||||
|
United Community Banks, Inc.*
|
8,317 | 147,627 | ||||||
|
Univest Corp. of Pennsylvania
|
3,252 | 67,251 | ||||||
|
VantageSouth Bancshares, Inc.*
|
2,382 | 12,553 | ||||||
|
ViewPoint Financial Group
|
7,770 | 213,287 | ||||||
|
Virginia Commerce Bancorp., Inc.*
|
5,386 | 91,508 | ||||||
|
Washington Banking Co.
|
2,906 | 51,523 | ||||||
|
Washington Trust Bancorp., Inc.
|
2,838 | 105,630 | ||||||
|
Webster Financial Corp.
|
17,706 | 552,073 | ||||||
|
WesBanco, Inc.
|
5,020 | 160,640 | ||||||
|
West Bancorp.
|
2,793 | 44,185 | ||||||
|
Westamerica Bancorp. (a)
|
5,280 | 298,109 | ||||||
|
Western Alliance Bancorp.*
|
14,589 | 348,094 | ||||||
|
Wilshire Bancorp., Inc.
|
13,247 | 144,790 | ||||||
|
Wintrust Financial Corp.
|
7,266 | 335,108 | ||||||
|
Yadkin Financial Corp.*
|
2,856 | 48,666 | ||||||
| 23,981,842 | ||||||||
|
Consumer Finance 0.7%
|
||||||||
|
Cash America International, Inc. (a)
|
5,547 | 212,450 | ||||||
|
Consumer Portfolio Services, Inc.*
|
3,366 | 31,607 | ||||||
|
Credit Acceptance Corp.*
|
1,375 | 178,736 | ||||||
|
DFC Global Corp.*
|
8,050 | 92,172 | ||||||
|
Encore Capital Group, Inc.* (a)
|
4,925 | 247,530 | ||||||
|
EZCORP, Inc. "A"*
|
10,149 | 118,642 | ||||||
|
First Cash Financial Services, Inc.*
|
5,711 | 353,168 | ||||||
|
Green Dot Corp. "A"* (a)
|
4,974 | 125,096 | ||||||
|
Imperial Holdings, Inc.*
|
3,419 | 22,360 | ||||||
|
JGWPT Holdings, Inc. "A"*
|
1,925 | 33,476 | ||||||
|
Nelnet, Inc. "A"
|
4,428 | 186,596 | ||||||
|
Nicholas Financial, Inc.
|
2,139 | 33,668 | ||||||
|
Portfolio Recovery Associates, Inc.* (a)
|
9,909 | 523,591 | ||||||
|
Regional Management Corp.*
|
1,048 | 35,559 | ||||||
|
Springleaf Holdings, Inc.*
|
4,738 | 119,777 | ||||||
|
The First Marblehead Corp.*
|
1,812 | 13,391 | ||||||
|
World Acceptance Corp.* (a)
|
1,694 | 148,276 | ||||||
| 2,476,095 | ||||||||
|
Diversified Financial Services 0.3%
|
||||||||
|
California First National Bancorp.
|
537 | 8,109 | ||||||
|
Gain Capital Holdings, Inc.
|
2,188 | 16,432 | ||||||
|
MarketAxess Holdings, Inc.
|
7,329 | 490,090 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Marlin Business Services Corp.
|
1,665 | 41,958 | ||||||
|
NewStar Financial, Inc.*
|
5,013 | 89,081 | ||||||
|
PHH Corp.* (a)
|
11,152 | 271,551 | ||||||
|
PICO Holdings, Inc.*
|
4,485 | 103,648 | ||||||
|
Resource America, Inc. "A"
|
2,632 | 24,636 | ||||||
| 1,045,505 | ||||||||
|
Insurance 2.4%
|
||||||||
|
Ambac Financial Group, Inc.*
|
8,707 | 213,844 | ||||||
|
American Equity Investment Life Holding Co. (a)
|
12,516 | 330,172 | ||||||
|
AMERISAFE, Inc.
|
3,619 | 152,867 | ||||||
|
AmTrust Financial Services, Inc. (a)
|
6,114 | 199,867 | ||||||
|
Argo Group International Holdings Ltd.
|
5,304 | 246,583 | ||||||
|
Baldwin & Lyons, Inc. "B"
|
1,830 | 49,996 | ||||||
|
Blue Capital Reinsurance Holdings Ltd.*
|
1,225 | 22,503 | ||||||
|
Citizens, Inc.*
|
8,258 | 72,257 | ||||||
|
CNO Financial Group, Inc.
|
43,424 | 768,171 | ||||||
|
Crawford & Co. "B"
|
5,225 | 48,279 | ||||||
|
Donegal Group, Inc. "A"
|
1,326 | 21,083 | ||||||
|
Eastern Insurance Holdings, Inc.
|
1,172 | 28,702 | ||||||
|
eHealth, Inc.*
|
3,627 | 168,619 | ||||||
|
EMC Insurance Group, Inc.
|
841 | 25,751 | ||||||
|
Employers Holdings, Inc.
|
5,994 | 189,710 | ||||||
|
Enstar Group Ltd.*
|
1,859 | 258,234 | ||||||
|
FBL Financial Group, Inc. "A"
|
1,775 | 79,502 | ||||||
|
First American Financial Corp.
|
21,139 | 596,120 | ||||||
|
Fortegra Financial Corp.*
|
1,228 | 10,156 | ||||||
|
Global Indemnity PLC*
|
1,617 | 40,910 | ||||||
|
Greenlight Capital Re Ltd. "A"*
|
5,533 | 186,517 | ||||||
|
Hallmark Financial Services, Inc.*
|
2,912 | 25,873 | ||||||
|
HCI Group, Inc. (a)
|
1,916 | 102,506 | ||||||
|
Health Insurance Innovations, Inc. "A"*
|
912 | 9,220 | ||||||
|
Hilltop Holdings, Inc.*
|
12,133 | 280,636 | ||||||
|
Horace Mann Educators Corp.
|
7,729 | 243,773 | ||||||
|
Independence Holding Co.
|
1,712 | 23,095 | ||||||
|
Infinity Property & Casualty Corp.
|
2,215 | 158,926 | ||||||
|
Investors Title Co.
|
270 | 21,865 | ||||||
|
Kansas City Life Insurance Co.
|
739 | 35,280 | ||||||
|
Maiden Holdings Ltd.
|
9,864 | 107,814 | ||||||
|
Meadowbrook Insurance Group, Inc.
|
9,639 | 67,087 | ||||||
|
Montpelier Re Holdings Ltd.
|
8,627 | 251,046 | ||||||
|
National Interstate Corp.
|
1,337 | 30,751 | ||||||
|
National Western Life Insurance Co. "A"
|
420 | 93,891 | ||||||
|
Navigators Group, Inc.*
|
2,044 | 129,099 | ||||||
|
OneBeacon Insurance Group Ltd. "A"
|
4,337 | 68,611 | ||||||
|
Phoenix Companies, Inc.*
|
1,140 | 69,996 | ||||||
|
Platinum Underwriters Holdings Ltd.
|
5,730 | 351,134 | ||||||
|
Primerica, Inc.
|
11,110 | 476,730 | ||||||
|
RLI Corp.
|
4,184 | 407,438 | ||||||
|
Safety Insurance Group, Inc.
|
2,473 | 139,230 | ||||||
|
Selective Insurance Group, Inc.
|
10,856 | 293,763 | ||||||
|
State Auto Financial Corp.
|
2,862 | 60,789 | ||||||
|
Stewart Information Services Corp. (a)
|
4,240 | 136,825 | ||||||
|
Symetra Financial Corp.
|
15,984 | 303,057 | ||||||
|
Third Point Reinsurance Ltd.*
|
5,001 | 92,669 | ||||||
|
Tower Group International Ltd.
|
11,432 | 38,640 | ||||||
|
United Fire Group, Inc.
|
4,031 | 115,528 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Universal Insurance Holdings, Inc.
|
5,056 | 73,211 | ||||||
| 7,918,326 | ||||||||
|
Real Estate Investment Trusts 6.9%
|
||||||||
|
Acadia Realty Trust (REIT)
|
10,779 | 267,643 | ||||||
|
AG Mortgage Investment Trust, Inc. (REIT)
|
5,534 | 86,552 | ||||||
|
Agree Realty Corp. (REIT)
|
2,932 | 85,087 | ||||||
|
Alexander's, Inc. (REIT)
|
411 | 135,630 | ||||||
|
American Assets Trust, Inc. (REIT)
|
6,610 | 207,752 | ||||||
|
American Capital Mortgage Investment Corp. (REIT)
|
10,348 | 180,676 | ||||||
|
American Realty Capital Properties, Inc. (REIT) (a)
|
30,217 | 388,591 | ||||||
|
American Residential Properties, Inc. (REIT)*
|
2,671 | 45,834 | ||||||
|
AmREIT, Inc. (REIT)
|
3,855 | 64,764 | ||||||
|
Anworth Mortgage Asset Corp. (REIT)
|
28,053 | 118,103 | ||||||
|
Apollo Commercial Real Estate Finance, Inc. (REIT)
|
7,325 | 119,031 | ||||||
|
Apollo Residential Mortgage, Inc. (REIT)
|
6,380 | 94,296 | ||||||
|
Ares Commercial Real Estate Corp. (REIT)
|
4,249 | 55,662 | ||||||
|
Armada Hoffler Properties, Inc. (REIT)
|
3,782 | 35,097 | ||||||
|
ARMOUR Residential REIT, Inc. (REIT)
|
73,039 | 292,886 | ||||||
|
Ashford Hospitality Prime, Inc. (REIT)
|
2,440 | 44,408 | ||||||
|
Ashford Hospitality Trust (REIT)
|
12,202 | 101,033 | ||||||
|
Associated Estates Realty Corp. (REIT) (a)
|
11,111 | 178,332 | ||||||
|
Aviv REIT, Inc. (REIT)
|
2,286 | 54,178 | ||||||
|
Campus Crest Communities, Inc. (REIT) (a)
|
12,806 | 120,504 | ||||||
|
Capstead Mortgage Corp. (REIT)
|
18,589 | 224,555 | ||||||
|
Cedar Realty Trust, Inc. (REIT)
|
14,279 | 89,387 | ||||||
|
Chambers Street Properties (REIT) (a)
|
46,236 | 353,705 | ||||||
|
Chatham Lodging Trust (REIT)
|
5,137 | 105,052 | ||||||
|
Chesapeake Lodging Trust (REIT)
|
9,443 | 238,813 | ||||||
|
Colony Financial, Inc. (REIT) (a)
|
15,040 | 305,162 | ||||||
|
Coresite Realty Corp. (REIT) (a)
|
4,029 | 129,694 | ||||||
|
Cousins Properties, Inc. (REIT)
|
32,857 | 338,427 | ||||||
|
CubeSmart (REIT)
|
25,905 | 412,926 | ||||||
|
CyrusOne, Inc. (REIT)
|
3,675 | 82,063 | ||||||
|
CYS Investments, Inc. (REIT)
|
34,036 | 252,207 | ||||||
|
DCT Industrial Trust, Inc. (REIT)
|
57,143 | 407,430 | ||||||
|
DiamondRock Hospitality Co. (REIT) (a)
|
38,277 | 442,099 | ||||||
|
DuPont Fabros Technology, Inc. (REIT) (a)
|
12,207 | 301,635 | ||||||
|
Dynex Capital, Inc. (REIT)
|
10,838 | 86,704 | ||||||
|
EastGroup Properties, Inc. (REIT)
|
5,922 | 343,061 | ||||||
|
Education Realty Trust, Inc. (REIT)
|
22,088 | 194,816 | ||||||
|
Ellington Residential Mortgage REIT (REIT)
|
1,285 | 19,763 | ||||||
|
Empire State Realty Trust, Inc. "A", (REIT)
|
16,132 | 246,820 | ||||||
|
EPR Properties (REIT)
|
10,083 | 495,680 | ||||||
|
Equity One, Inc. (REIT) (a)
|
11,707 | 262,705 | ||||||
|
Excel Trust, Inc. (REIT)
|
9,139 | 104,093 | ||||||
|
FelCor Lodging Trust, Inc. (REIT)*
|
23,987 | 195,734 | ||||||
|
First Industrial Realty Trust, Inc. (REIT) (a)
|
21,022 | 366,834 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
First Potomac Realty Trust (REIT)
|
11,461 | 133,291 | ||||||
|
Franklin Street Properties Corp. (REIT)
|
17,549 | 209,711 | ||||||
|
Getty Realty Corp. (REIT)
|
5,069 | 93,118 | ||||||
|
Gladstone Commercial Corp. (REIT)
|
3,086 | 55,455 | ||||||
|
Glimcher Realty Trust (REIT)
|
28,211 | 264,055 | ||||||
|
Government Properties Income Trust (REIT)
|
10,681 | 265,423 | ||||||
|
Gramercy Property Trust, Inc. (REIT)*
|
11,798 | 67,838 | ||||||
|
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
|
2,923 | 40,805 | ||||||
|
Healthcare Realty Trust, Inc. (REIT)
|
18,823 | 401,118 | ||||||
|
Hersha Hospitality Trust (REIT) (a)
|
39,363 | 219,252 | ||||||
|
Highwoods Properties, Inc. (REIT) (a)
|
17,663 | 638,871 | ||||||
|
Hudson Pacific Properties, Inc. (REIT)
|
8,358 | 182,789 | ||||||
|
Inland Real Estate Corp. (REIT)
|
16,478 | 173,349 | ||||||
|
Invesco Mortgage Capital (REIT)
|
26,552 | 389,783 | ||||||
|
Investors Real Estate Trust (REIT)
|
19,548 | 167,722 | ||||||
|
iStar Financial, Inc. (REIT)*
|
16,651 | 237,610 | ||||||
|
JAVELIN Mortgage Investment Corp. (REIT)
|
2,677 | 37,291 | ||||||
|
Kite Realty Group Trust (REIT)
|
25,543 | 167,817 | ||||||
|
LaSalle Hotel Properties (REIT)
|
20,338 | 627,631 | ||||||
|
Lexington Realty Trust (REIT) (a)
|
34,942 | 356,758 | ||||||
|
LTC Properties, Inc. (REIT)
|
6,760 | 239,236 | ||||||
|
Medical Properties Trust, Inc. (REIT)
|
31,634 | 386,567 | ||||||
|
Monmouth Real Estate Investment Corp. "A", (REIT)
|
8,787 | 79,874 | ||||||
|
National Health Investors, Inc. (REIT)
|
5,726 | 321,229 | ||||||
|
New Residential Investment Corp. (REIT)
|
49,517 | 330,774 | ||||||
|
New York Mortgage Trust, Inc. (REIT) (a)
|
12,347 | 86,306 | ||||||
|
NorthStar Realty Finance Corp. (REIT)
|
56,727 | 762,978 | ||||||
|
One Liberty Properties, Inc. (REIT)
|
2,318 | 46,661 | ||||||
|
Parkway Properties, Inc. (REIT) (a)
|
10,785 | 208,047 | ||||||
|
Pebblebrook Hotel Trust (REIT)
|
12,035 | 370,197 | ||||||
|
Pennsylvania Real Estate Investment Trust (REIT)
|
13,265 | 251,770 | ||||||
|
PennyMac Mortgage Investment Trust (REIT)
|
13,748 | 315,654 | ||||||
|
Physicians Realty Trust (REIT)
|
3,957 | 50,412 | ||||||
|
Potlatch Corp. (REIT)
|
7,926 | 330,831 | ||||||
|
PS Business Parks, Inc. (REIT)
|
3,802 | 290,549 | ||||||
|
QTS Realty Trust, Inc. "A", (REIT)
|
2,749 | 68,120 | ||||||
|
RAIT Financial Trust (REIT)
|
13,664 | 122,566 | ||||||
|
Ramco-Gershenson Properties Trust (REIT)
|
13,084 | 205,942 | ||||||
|
Redwood Trust, Inc. (REIT) (a)
|
16,050 | 310,888 | ||||||
|
Resource Capital Corp. (REIT)
|
24,751 | 146,773 | ||||||
|
Retail Opportunity Investments Corp. (REIT) (a)
|
14,073 | 207,155 | ||||||
|
Rexford Industrial Realty, Inc. (REIT)
|
3,323 | 43,864 | ||||||
|
RLJ Lodging Trust (REIT)
|
24,197 | 588,471 | ||||||
|
Rouse Properties, Inc. (REIT) (a)
|
4,317 | 95,794 | ||||||
|
Ryman Hospitality Properties, Inc. (REIT) (a)
|
8,640 | 360,979 | ||||||
|
Sabra Health Care REIT, Inc. (REIT) (a)
|
7,228 | 188,940 | ||||||
|
Saul Centers, Inc. (REIT)
|
1,566 | 74,745 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Select Income REIT (REIT)
|
4,347 | 116,239 | ||||||
|
Silver Bay Realty Trust Corp. (REIT)
|
3,031 | 48,466 | ||||||
|
Sovran Self Storage, Inc. (REIT)
|
6,119 | 398,775 | ||||||
|
STAG Industrial, Inc. (REIT)
|
8,067 | 164,486 | ||||||
|
Strategic Hotels & Resorts, Inc. (REIT)*
|
35,513 | 335,598 | ||||||
|
Summit Hotel Properties, Inc. (REIT)
|
15,655 | 140,895 | ||||||
|
Sun Communities, Inc. (REIT) (a)
|
7,013 | 299,034 | ||||||
|
Sunstone Hotel Investors, Inc. (REIT) (a)
|
35,840 | 480,256 | ||||||
|
Terreno Realty Corp. (REIT)
|
4,962 | 87,827 | ||||||
|
The Geo Group, Inc. (REIT)
|
13,959 | 449,759 | ||||||
|
UMH Properties, Inc. (REIT)
|
3,418 | 32,198 | ||||||
|
Universal Health Realty Income Trust (REIT)
|
2,314 | 92,699 | ||||||
|
Urstadt Biddle Properties "A", (REIT)
|
4,812 | 88,781 | ||||||
|
Washington Real Estate Investment Trust (REIT)
|
13,000 | 303,680 | ||||||
|
Western Asset Mortgage Capital Corp. (REIT) (a)
|
4,827 | 71,826 | ||||||
|
Whitestone REIT (REIT)
|
4,132 | 55,245 | ||||||
|
Winthrop Realty Trust (REIT)
|
6,273 | 69,317 | ||||||
|
ZAIS Financial Corp. (REIT)
|
1,162 | 18,627 | ||||||
| 23,144,141 | ||||||||
|
Real Estate Management & Development 0.4%
|
||||||||
|
Alexander & Baldwin, Inc.
|
8,434 | 351,951 | ||||||
|
Altisource Residential Corp.
|
8,335 | 250,967 | ||||||
|
AV Homes, Inc.*
|
1,871 | 33,996 | ||||||
|
Consolidated-Tomoka Land Co.
|
1,162 | 42,169 | ||||||
|
Forestar Group, Inc.*
|
6,634 | 141,105 | ||||||
|
Kennedy-Wilson Holdings, Inc.
|
11,108 | 247,153 | ||||||
|
RE/MAX Holdings, Inc. "A"*
|
2,264 | 72,607 | ||||||
|
Tejon Ranch Co.*
|
2,733 | 100,465 | ||||||
| 1,240,413 | ||||||||
|
Thrifts & Mortgage Finance 1.6%
|
||||||||
|
Astoria Financial Corp.
|
17,417 | 240,877 | ||||||
|
Banc of California, Inc.
|
3,241 | 43,462 | ||||||
|
Bank Mutual Corp.
|
9,229 | 64,695 | ||||||
|
BankFinancial Corp.
|
4,312 | 39,498 | ||||||
|
BBX Capital Corp. "A"*
|
1,425 | 22,230 | ||||||
|
Beneficial Mutual Bancorp., Inc.*
|
6,067 | 66,252 | ||||||
|
Berkshire Hills Bancorp., Inc.
|
4,864 | 132,641 | ||||||
|
BofI Holding, Inc.*
|
2,357 | 184,860 | ||||||
|
Brookline Bancorp., Inc.
|
13,897 | 132,994 | ||||||
|
Capitol Federal Financial, Inc.
|
28,911 | 350,112 | ||||||
|
Charter Financial Corp.
|
4,570 | 49,219 | ||||||
|
Clifton Savings Bancorp., Inc.
|
1,503 | 19,238 | ||||||
|
Dime Community Bancshares
|
6,157 | 104,176 | ||||||
|
Doral Financial Corp.*
|
1,191 | 18,651 | ||||||
|
ESB Financial Corp.
|
2,342 | 33,256 | ||||||
|
ESSA Bancorp., Inc.
|
1,870 | 21,617 | ||||||
|
Essent Group Ltd.*
|
4,429 | 106,562 | ||||||
|
EverBank Financial Corp.
|
15,736 | 288,598 | ||||||
|
Federal Agricultural Mortgage Corp. "C"
|
2,041 | 69,904 | ||||||
|
First Defiance Financial Corp.
|
1,910 | 49,603 | ||||||
|
First Federal Bancshares of Arkansas, Inc.*
|
766 | 6,664 | ||||||
|
First Financial Northwest, Inc.
|
3,012 | 31,234 | ||||||
|
Flagstar Bancorp., Inc.*
|
3,943 | 77,362 | ||||||
|
Fox Chase Bancorp.
|
2,343 | 40,721 | ||||||
|
Franklin Financial Corp.*
|
2,081 | 41,162 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Hingham Institution for Savings
|
278 | 21,820 | ||||||
|
Home Bancorp., Inc.*
|
1,218 | 22,959 | ||||||
|
Home Loan Servicing Solutions Ltd.
|
13,898 | 319,237 | ||||||
|
HomeStreet, Inc.
|
2,571 | 51,420 | ||||||
|
Kearny Financial Corp.*
|
2,975 | 34,599 | ||||||
|
Meridian Interstate Bancorp., Inc.*
|
1,644 | 37,122 | ||||||
|
Meta Financial Group, Inc.
|
1,220 | 49,203 | ||||||
|
MGIC Investment Corp.* (a)
|
63,316 | 534,387 | ||||||
|
NASB Financial, Inc.
|
736 | 22,227 | ||||||
|
Northfield Bancorp., Inc.
|
11,219 | 148,091 | ||||||
|
Northwest Bancshares, Inc.
|
18,352 | 271,243 | ||||||
|
OceanFirst Financial Corp.
|
2,591 | 44,384 | ||||||
|
Oritani Financial Corp.
|
8,948 | 143,615 | ||||||
|
PennyMac Financial Services, Inc. "A"*
|
2,540 | 44,577 | ||||||
|
Provident Financial Holdings, Inc.
|
1,890 | 28,350 | ||||||
|
Provident Financial Services, Inc.
|
11,546 | 223,069 | ||||||
|
Radian Group, Inc. (a)
|
33,696 | 475,788 | ||||||
|
Rockville Financial, Inc. (a)
|
5,028 | 71,448 | ||||||
|
Stonegate Mortgage Corp.*
|
1,588 | 26,250 | ||||||
|
Territorial Bancorp., Inc.
|
2,088 | 48,442 | ||||||
|
Tree.com, Inc.*
|
1,316 | 43,217 | ||||||
|
TrustCo Bank Corp.
|
18,598 | 133,534 | ||||||
|
United Community Financial Corp.*
|
9,557 | 34,119 | ||||||
|
United Financial Bancorp., Inc.
|
3,855 | 72,821 | ||||||
|
Walker & Dunlop, Inc.*
|
3,264 | 52,779 | ||||||
|
Waterstone Financial, Inc.*
|
1,592 | 17,671 | ||||||
|
Westfield Financial, Inc.
|
3,698 | 27,587 | ||||||
|
WSFS Financial Corp.
|
1,561 | 121,024 | ||||||
| 5,356,571 | ||||||||
|
Health Care 12.9%
|
||||||||
|
Biotechnology 4.0%
|
||||||||
|
ACADIA Pharmaceuticals, Inc.* (a)
|
13,689 | 342,088 | ||||||
|
Acceleron Pharma, Inc.*
|
1,246 | 49,342 | ||||||
|
Achillion Pharmaceuticals, Inc.* (a)
|
19,192 | 63,717 | ||||||
|
Acorda Therapeutics, Inc.*
|
7,896 | 230,563 | ||||||
|
Aegerion Pharmaceuticals, Inc.*
|
5,624 | 399,079 | ||||||
|
Agios Pharmaceuticals, Inc.*
|
1,319 | 31,590 | ||||||
|
Alnylam Pharmaceuticals, Inc.*
|
11,362 | 730,917 | ||||||
|
AMAG Pharmaceuticals, Inc.*
|
4,138 | 100,429 | ||||||
|
Amicus Therapeutics, Inc.*
|
6,576 | 15,454 | ||||||
|
Anacor Pharmaceuticals, Inc.* (a)
|
5,025 | 84,319 | ||||||
|
Arena Pharmaceuticals, Inc.* (a)
|
42,419 | 248,151 | ||||||
|
ArQule, Inc.*
|
12,510 | 26,897 | ||||||
|
Array BioPharma, Inc.*
|
24,431 | 122,399 | ||||||
|
Aveo Pharmaceuticals, Inc.*
|
9,445 | 17,379 | ||||||
|
BIND Therapeutics, Inc.*
|
1,023 | 15,437 | ||||||
|
BioTime, Inc.*
|
6,637 | 23,893 | ||||||
|
Bluebird Bio, Inc.*
|
1,313 | 27,547 | ||||||
|
Cell Therapeutics, Inc.*
|
25,192 | 48,369 | ||||||
|
Celldex Therapeutics, Inc.* (a)
|
17,430 | 421,980 | ||||||
|
Cellular Dynamics International, Inc.*
|
744 | 12,283 | ||||||
|
Cepheid, Inc.* (a)
|
13,188 | 616,143 | ||||||
|
Chelsea Therapeutics International Ltd.* (a)
|
15,251 | 67,562 | ||||||
|
ChemoCentryx, Inc.*
|
4,874 | 28,220 | ||||||
|
Chimerix, Inc.*
|
1,674 | 25,294 | ||||||
|
Clovis Oncology, Inc.*
|
3,504 | 211,186 | ||||||
|
Conatus Pharmaceuticals, Inc.*
|
1,091 | 7,037 | ||||||
|
Coronado Biosciences, Inc.* (a)
|
5,126 | 13,481 | ||||||
|
Curis, Inc.* (a)
|
16,257 | 45,845 | ||||||
|
Cytokinetics, Inc.*
|
4,923 | 31,999 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Cytori Therapeutics, Inc.* (a)
|
12,909 | 33,176 | ||||||
|
Dendreon Corp.* (a)
|
30,227 | 90,379 | ||||||
|
Durata Therapeutics, Inc.*
|
2,568 | 32,845 | ||||||
|
Dyax Corp.*
|
23,846 | 179,560 | ||||||
|
Dynavax Technologies Corp.* (a)
|
51,208 | 100,368 | ||||||
|
Emergent Biosolutions, Inc.*
|
5,384 | 123,778 | ||||||
|
Enanta Pharmaceuticals, Inc.*
|
710 | 19,369 | ||||||
|
Enzon Pharmaceuticals, Inc.
|
8,130 | 9,431 | ||||||
|
Epizyme, Inc.* (a)
|
1,166 | 24,253 | ||||||
|
Esperion Therapeutics, Inc.*
|
847 | 11,638 | ||||||
|
Exact Sciences Corp.*
|
13,567 | 158,598 | ||||||
|
Exelixis, Inc.* (a)
|
35,556 | 217,958 | ||||||
|
Fibrocell Science, Inc.*
|
4,597 | 18,664 | ||||||
|
Five Prime Therapeutics, Inc.*
|
1,088 | 18,268 | ||||||
|
Foundation Medicine, Inc.*
|
1,335 | 31,800 | ||||||
|
Galena Biopharma, Inc.* (a)
|
19,836 | 98,387 | ||||||
|
Genomic Health, Inc.*
|
3,190 | 93,371 | ||||||
|
Geron Corp.* (a)
|
25,618 | 121,429 | ||||||
|
GTx, Inc.* (a)
|
5,284 | 8,719 | ||||||
|
Halozyme Therapeutics, Inc.* (a)
|
17,444 | 261,486 | ||||||
|
Harvard Apparatus Regenerative Technology, Inc.*
|
1,211 | 5,752 | ||||||
|
Hyperion Therapeutics, Inc.*
|
1,665 | 33,666 | ||||||
|
Idenix Pharmaceuticals, Inc.* (a)
|
19,829 | 118,577 | ||||||
|
ImmunoGen, Inc.* (a)
|
16,460 | 241,468 | ||||||
|
Immunomedics, Inc.* (a)
|
14,559 | 66,971 | ||||||
|
Infinity Pharmaceuticals, Inc.*
|
9,523 | 131,513 | ||||||
|
Insmed, Inc.*
|
6,799 | 115,651 | ||||||
|
Insys Therapeutics, Inc.*
|
1,002 | 38,787 | ||||||
|
Intercept Pharmaceuticals, Inc.*
|
1,408 | 96,138 | ||||||
|
InterMune, Inc.*
|
17,460 | 257,186 | ||||||
|
Intrexon Corp.*
|
2,187 | 52,051 | ||||||
|
Ironwood Pharmaceuticals, Inc.* (a)
|
18,022 | 209,235 | ||||||
|
Isis Pharmaceuticals, Inc.* (a)
|
21,959 | 874,847 | ||||||
|
KaloBios Pharmaceuticals, Inc.*
|
1,800 | 7,956 | ||||||
|
Karyopharm Therapeutics, Inc.*
|
1,523 | 34,907 | ||||||
|
Keryx Biopharmaceuticals, Inc.*
|
16,063 | 208,016 | ||||||
|
KYTHERA Biopharmaceuticals, Inc.*
|
2,298 | 85,600 | ||||||
|
Lexicon Pharmaceuticals, Inc.*
|
43,946 | 79,103 | ||||||
|
Ligand Pharmaceuticals, Inc. "B"*
|
3,484 | 183,258 | ||||||
|
MacroGenics, Inc.*
|
1,111 | 30,475 | ||||||
|
MannKind Corp.* (a)
|
29,593 | 154,180 | ||||||
|
MEI Pharma, Inc.*
|
2,486 | 19,913 | ||||||
|
Merrimack Pharmaceuticals, Inc.* (a)
|
19,337 | 103,260 | ||||||
|
MiMedx Group, Inc.*
|
17,733 | 154,986 | ||||||
|
Momenta Pharmaceuticals, Inc.*
|
9,362 | 165,520 | ||||||
|
Nanosphere, Inc.*
|
10,674 | 24,443 | ||||||
|
Navidea Biopharmaceuticals, Inc.* (a)
|
23,767 | 49,198 | ||||||
|
Neurocrine Biosciences, Inc.*
|
13,023 | 121,635 | ||||||
|
NewLink Genetics Corp.* (a)
|
3,221 | 70,894 | ||||||
|
Novavax, Inc.* (a)
|
36,673 | 187,766 | ||||||
|
NPS Pharmaceuticals, Inc.*
|
19,610 | 595,360 | ||||||
|
OncoGenex Pharmaceutical, Inc.*
|
3,086 | 25,737 | ||||||
|
OncoMed Pharmaceuticals, Inc.*
|
878 | 25,919 | ||||||
|
Onconova Therapeutics, Inc.*
|
1,140 | 13,087 | ||||||
|
Ophthotech Corp.*
|
1,723 | 55,739 | ||||||
|
Opko Health, Inc.* (a)
|
36,861 | 311,107 | ||||||
|
Orexigen Therapeutics, Inc.* (a)
|
19,735 | 111,108 | ||||||
|
Osiris Therapeutics, Inc.* (a)
|
3,392 | 54,543 | ||||||
|
OvaScience, Inc.*
|
1,767 | 16,150 | ||||||
|
PDL BioPharma, Inc. (a)
|
27,152 | 229,163 | ||||||
|
Peregrine Pharmaceuticals, Inc.*
|
30,864 | 42,901 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Portola Pharmaceuticals, Inc.*
|
2,129 | 54,822 | ||||||
|
Progenics Pharmaceuticals, Inc.*
|
11,562 | 61,625 | ||||||
|
Prothena Corp. PLC*
|
2,776 | 73,620 | ||||||
|
PTC Therapeutics, Inc.*
|
1,867 | 31,683 | ||||||
|
Puma Biotechnology, Inc.*
|
4,331 | 448,388 | ||||||
|
Raptor Pharmaceuticals Corp.* (a)
|
11,744 | 152,907 | ||||||
|
Receptos, Inc.*
|
1,142 | 33,107 | ||||||
|
Regulus Therapeutics, Inc.*
|
1,770 | 13,080 | ||||||
|
Repligen Corp.*
|
6,138 | 83,722 | ||||||
|
Rigel Pharmaceuticals, Inc.*
|
17,434 | 49,687 | ||||||
|
Sangamo BioSciences, Inc.*
|
11,911 | 165,444 | ||||||
|
Sarepta Therapeutics, Inc.* (a)
|
7,346 | 149,638 | ||||||
|
SIGA Technologies, Inc.*
|
7,593 | 24,829 | ||||||
|
Spectrum Pharmaceuticals, Inc.* (a)
|
12,170 | 107,704 | ||||||
|
Stemline Therapeutics, Inc.*
|
1,818 | 35,633 | ||||||
|
Sunesis Pharmaceuticals, Inc.*
|
6,019 | 28,530 | ||||||
|
Synageva BioPharma Corp.*
|
3,787 | 245,095 | ||||||
|
Synergy Pharmaceuticals, Inc.* (a)
|
15,993 | 90,041 | ||||||
|
Synta Pharmaceuticals Corp.*
|
9,725 | 50,959 | ||||||
|
Targacept, Inc.*
|
5,911 | 24,531 | ||||||
|
TESARO, Inc.*
|
2,660 | 75,118 | ||||||
|
Tetraphase Pharmaceuticals, Inc.*
|
2,728 | 36,883 | ||||||
|
TG Therapeutics, Inc.*
|
3,352 | 13,073 | ||||||
|
Threshold Pharmaceuticals, Inc.* (a)
|
8,771 | 40,961 | ||||||
|
Vanda Pharmaceuticals, Inc.*
|
6,497 | 80,628 | ||||||
|
Verastem, Inc.*
|
3,339 | 38,065 | ||||||
|
Vical, Inc.*
|
15,287 | 18,039 | ||||||
|
XOMA Corp.* (a)
|
15,077 | 101,468 | ||||||
|
ZIOPHARM Oncology, Inc.* (a)
|
15,684 | 68,069 | ||||||
| 13,513,192 | ||||||||
|
Health Care Equipment & Supplies 3.4%
|
||||||||
|
Abaxis, Inc.*
|
4,360 | 174,487 | ||||||
|
ABIOMED, Inc.* (a)
|
7,523 | 201,165 | ||||||
|
Accuray, Inc.* (a)
|
14,345 | 124,945 | ||||||
|
Align Technology, Inc.* (a)
|
14,305 | 817,531 | ||||||
|
Alphatec Holdings, Inc.*
|
11,428 | 22,970 | ||||||
|
Analogic Corp.
|
2,377 | 210,507 | ||||||
|
AngioDynamics, Inc.*
|
4,765 | 81,910 | ||||||
|
Anika Therapeutics, Inc.*
|
2,411 | 92,004 | ||||||
|
Antares Pharma, Inc.* (a)
|
22,505 | 100,822 | ||||||
|
ArthroCare Corp.*
|
5,560 | 223,734 | ||||||
|
AtriCure, Inc.*
|
4,149 | 77,503 | ||||||
|
Atrion Corp.
|
299 | 88,579 | ||||||
|
Biolase, Inc.* (a)
|
6,359 | 17,995 | ||||||
|
Cantel Medical Corp.
|
6,481 | 219,771 | ||||||
|
Cardiovascular Systems, Inc.*
|
4,799 | 164,558 | ||||||
|
Cerus Corp.* (a)
|
13,851 | 89,339 | ||||||
|
CONMED Corp.
|
5,383 | 228,778 | ||||||
|
CryoLife, Inc.
|
5,214 | 57,823 | ||||||
|
Cutera, Inc.*
|
2,914 | 29,665 | ||||||
|
Cyberonics, Inc.*
|
5,403 | 353,951 | ||||||
|
Cynosure, Inc. "A"*
|
3,760 | 100,317 | ||||||
|
Derma Sciences, Inc.*
|
2,806 | 30,361 | ||||||
|
Dexcom, Inc.*
|
13,801 | 488,693 | ||||||
|
Endologix, Inc.*
|
12,178 | 212,384 | ||||||
|
Exactech, Inc.*
|
1,915 | 45,500 | ||||||
|
Genmark Diagnostics, Inc.*
|
7,105 | 94,568 | ||||||
|
Globus Medical, Inc. "A"* (a)
|
10,613 | 214,170 | ||||||
|
Greatbatch, Inc.*
|
4,630 | 204,831 | ||||||
|
Haemonetics Corp.*
|
10,039 | 422,943 | ||||||
|
HeartWare International, Inc.*
|
3,185 | 299,263 | ||||||
|
ICU Medical, Inc.*
|
2,502 | 159,402 | ||||||
|
Insulet Corp.*
|
10,426 | 386,805 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Integra LifeSciences Holdings*
|
4,474 | 213,455 | ||||||
|
Invacare Corp.
|
6,216 | 144,273 | ||||||
|
LDR Holding Corp.*
|
1,116 | 26,338 | ||||||
|
Masimo Corp.*
|
9,502 | 277,744 | ||||||
|
Medical Action Industries, Inc.*
|
2,888 | 24,721 | ||||||
|
Meridian Bioscience, Inc. (a)
|
8,044 | 213,407 | ||||||
|
Merit Medical Systems, Inc.*
|
8,309 | 130,784 | ||||||
|
Natus Medical, Inc.*
|
5,844 | 131,490 | ||||||
|
Neogen Corp.*
|
7,018 | 320,723 | ||||||
|
NuVasive, Inc.*
|
8,665 | 280,139 | ||||||
|
NxStage Medical, Inc.*
|
11,877 | 118,770 | ||||||
|
OraSure Technologies, Inc.*
|
10,444 | 65,693 | ||||||
|
Orthofix International NV*
|
3,848 | 87,811 | ||||||
|
Oxford Immunotec Global PLC*
|
1,204 | 23,334 | ||||||
|
PhotoMedex, Inc.* (a)
|
2,495 | 32,310 | ||||||
|
Quidel Corp.* (a)
|
5,588 | 172,613 | ||||||
|
Rockwell Medical, Inc.* (a)
|
7,790 | 81,328 | ||||||
|
RTI Surgical, Inc.*
|
11,253 | 39,836 | ||||||
|
Solta Medical, Inc.*
|
13,413 | 39,568 | ||||||
|
Spectranetics Corp.*
|
7,820 | 195,500 | ||||||
|
STAAR Surgical Co.*
|
7,320 | 118,511 | ||||||
|
STERIS Corp.
|
11,502 | 552,671 | ||||||
|
SurModics, Inc.*
|
2,670 | 65,121 | ||||||
|
Symmetry Medical, Inc.*
|
7,449 | 75,086 | ||||||
|
Tandem Diabetes Care, Inc.*
|
1,798 | 46,334 | ||||||
|
TearLab Corp.* (a)
|
5,698 | 53,219 | ||||||
|
Thoratec Corp.*
|
11,270 | 412,482 | ||||||
|
Tornier NV*
|
5,159 | 96,938 | ||||||
|
Unilife Corp.* (a)
|
18,825 | 82,830 | ||||||
|
Utah Medical Products, Inc.
|
613 | 35,039 | ||||||
|
Vascular Solutions, Inc.*
|
3,329 | 77,066 | ||||||
|
Veracyte, Inc.*
|
974 | 14,123 | ||||||
|
Volcano Corp.* (a)
|
10,727 | 234,385 | ||||||
|
West Pharmaceutical Services, Inc.
|
13,533 | 663,929 | ||||||
|
Wright Medical Group, Inc.*
|
7,872 | 241,749 | ||||||
|
Zeltiq Aesthetics, Inc.*
|
3,401 | 64,313 | ||||||
| 11,490,907 | ||||||||
|
Health Care Providers & Services 2.5%
|
||||||||
|
Acadia Healthcare Co., Inc.* (a)
|
6,932 | 328,091 | ||||||
|
Accretive Health, Inc.* (a)
|
11,541 | 105,716 | ||||||
|
Addus HomeCare Corp.*
|
1,093 | 24,538 | ||||||
|
Air Methods Corp.* (a)
|
7,604 | 443,541 | ||||||
|
Alliance HealthCare Services, Inc.*
|
990 | 24,493 | ||||||
|
Almost Family, Inc.*
|
1,622 | 52,439 | ||||||
|
Amedisys, Inc.* (a)
|
5,974 | 87,400 | ||||||
|
AMN Healthcare Services, Inc.*
|
9,020 | 132,594 | ||||||
|
AmSurg Corp.*
|
6,249 | 286,954 | ||||||
|
Bio-Reference Laboratories, Inc.* (a)
|
4,863 | 124,201 | ||||||
|
BioScrip, Inc.*
|
11,617 | 85,966 | ||||||
|
Capital Senior Living Corp.*
|
5,662 | 135,831 | ||||||
|
Centene Corp.*
|
10,642 | 627,346 | ||||||
|
Chemed Corp. (a)
|
3,448 | 264,186 | ||||||
|
Chindex International, Inc.*
|
2,458 | 42,843 | ||||||
|
CorVel Corp.*
|
2,286 | 106,756 | ||||||
|
Cross Country Healthcare, Inc.*
|
5,564 | 55,529 | ||||||
|
Emeritus Corp.*
|
7,779 | 168,260 | ||||||
|
ExamWorks Group, Inc.*
|
5,881 | 175,665 | ||||||
|
Five Star Quality Care, Inc.*
|
8,714 | 47,840 | ||||||
|
Gentiva Health Services, Inc.*
|
6,267 | 77,773 | ||||||
|
Hanger, Inc.*
|
6,743 | 265,270 | ||||||
|
HealthSouth Corp. (a)
|
17,068 | 568,706 | ||||||
|
Healthways, Inc.*
|
6,686 | 102,630 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
IPC The Hospitalist Co., Inc.*
|
3,309 | 196,521 | ||||||
|
Kindred Healthcare, Inc.
|
10,501 | 207,290 | ||||||
|
Landauer, Inc.
|
1,864 | 98,065 | ||||||
|
LHC Group, Inc.*
|
2,392 | 57,504 | ||||||
|
Magellan Health Services, Inc.*
|
5,308 | 318,002 | ||||||
|
Molina Healthcare, Inc.*
|
5,489 | 190,743 | ||||||
|
MWI Veterinary Supply, Inc.*
|
2,515 | 429,034 | ||||||
|
National Healthcare Corp.
|
2,069 | 111,540 | ||||||
|
National Research Corp. "A"*
|
1,954 | 36,774 | ||||||
|
Owens & Minor, Inc. (a)
|
12,319 | 450,383 | ||||||
|
PharMerica Corp.*
|
5,768 | 124,012 | ||||||
|
Providence Service Corp.*
|
2,113 | 54,346 | ||||||
|
Select Medical Holdings Corp.
|
9,674 | 112,315 | ||||||
|
Skilled Healthcare Group, Inc. "A"*
|
3,587 | 17,253 | ||||||
|
Surgical Care Affiliates, Inc.*
|
2,199 | 76,613 | ||||||
|
Team Health Holdings, Inc.*
|
13,432 | 611,828 | ||||||
|
The Ensign Group, Inc.
|
3,758 | 166,367 | ||||||
|
Triple-S Management Corp. "B"*
|
4,714 | 91,640 | ||||||
|
U.S. Physical Therapy, Inc.
|
2,363 | 83,319 | ||||||
|
Universal American Corp.
|
7,698 | 56,195 | ||||||
|
USMD Holdings, Inc.*
|
215 | 4,324 | ||||||
|
WellCare Health Plans, Inc.*
|
8,498 | 598,429 | ||||||
| 8,427,065 | ||||||||
|
Health Care Technology 0.9%
|
||||||||
|
athenahealth, Inc.*
|
7,184 | 966,248 | ||||||
|
Computer Programs & Systems, Inc.
|
2,164 | 133,757 | ||||||
|
HealthStream, Inc.*
|
3,940 | 129,114 | ||||||
|
HMS Holdings Corp.*
|
17,241 | 391,888 | ||||||
|
MedAssets, Inc.*
|
11,774 | 233,478 | ||||||
|
Medidata Solutions, Inc.*
|
10,397 | 629,746 | ||||||
|
Merge Healthcare, Inc.*
|
13,434 | 31,167 | ||||||
|
Omnicell, Inc.*
|
6,712 | 171,357 | ||||||
|
Quality Systems, Inc.
|
7,842 | 165,153 | ||||||
|
Vocera Communications, Inc.*
|
4,197 | 65,515 | ||||||
| 2,917,423 | ||||||||
|
Life Sciences Tools & Services 0.4%
|
||||||||
|
Accelerate Diagnostics, Inc.* (a)
|
2,195 | 26,779 | ||||||
|
Affymetrix, Inc.* (a)
|
13,708 | 117,478 | ||||||
|
Albany Molecular Research, Inc.*
|
4,630 | 46,670 | ||||||
|
Cambrex Corp.*
|
5,773 | 102,933 | ||||||
|
Fluidigm Corp.*
|
4,931 | 188,956 | ||||||
|
Furiex Pharmaceuticals, Inc.*
|
1,319 | 55,411 | ||||||
|
Harvard Bioscience, Inc.*
|
4,845 | 22,772 | ||||||
|
Luminex Corp.*
|
7,156 | 138,826 | ||||||
|
NeoGenomics, Inc.*
|
6,525 | 23,620 | ||||||
|
Pacific Biosciences of California, Inc.*
|
9,359 | 48,948 | ||||||
|
PAREXEL International Corp.*
|
11,097 | 501,362 | ||||||
|
Sequenom, Inc.* (a)
|
22,778 | 53,301 | ||||||
| 1,327,056 | ||||||||
|
Pharmaceuticals 1.7%
|
||||||||
|
AcelRx Pharmaceuticals, Inc.* (a)
|
4,620 | 52,252 | ||||||
|
Aerie Pharmaceuticals, Inc.*
|
1,503 | 26,994 | ||||||
|
Akorn, Inc.* (a)
|
11,398 | 280,733 | ||||||
|
Alimera Sciences, Inc.*
|
3,361 | 15,830 | ||||||
|
Ampio Pharmaceuticals, Inc.* (a)
|
6,148 | 43,835 | ||||||
|
Aratana Therapeutics, Inc.*
|
1,289 | 24,620 | ||||||
|
Auxilium Pharmaceuticals, Inc.* (a)
|
9,673 | 200,618 | ||||||
|
AVANIR Pharmaceuticals, Inc. "A"* (a)
|
28,299 | 95,085 | ||||||
|
BioDelivery Sciences International, Inc.*
|
5,642 | 33,231 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Cadence Pharmaceuticals, Inc.*
|
12,264 | 110,989 | ||||||
|
Cempra, Inc.*
|
3,848 | 47,677 | ||||||
|
Corcept Therapeutics, Inc.*
|
9,525 | 30,671 | ||||||
|
Cornerstone Therapeutics, Inc.*
|
1,644 | 15,602 | ||||||
|
DepoMed, Inc.*
|
10,940 | 115,745 | ||||||
|
Endocyte, Inc.* (a)
|
6,029 | 64,450 | ||||||
|
Hi-Tech Pharmacal Co., Inc.*
|
2,126 | 92,247 | ||||||
|
Horizon Pharma, Inc.* (a)
|
10,194 | 77,678 | ||||||
|
Impax Laboratories, Inc.*
|
13,325 | 334,990 | ||||||
|
Lannett Co., Inc.* (a)
|
3,652 | 120,881 | ||||||
|
Medicines Co.*
|
12,365 | 477,536 | ||||||
|
Nektar Therapeutics*
|
22,518 | 255,579 | ||||||
|
Omeros Corp.* (a)
|
6,014 | 67,898 | ||||||
|
Omthera Pharmaceutical, Inc.
|
1,167 | 0 | ||||||
|
Pacira Pharmaceuticals, Inc.*
|
5,381 | 309,354 | ||||||
|
Pernix Therapeutics Holdings, Inc.*
|
3,431 | 8,646 | ||||||
|
POZEN, Inc.
|
5,530 | 44,461 | ||||||
|
Prestige Brands Holdings, Inc.*
|
9,997 | 357,893 | ||||||
|
Questcor Pharmaceuticals, Inc. (a)
|
10,146 | 552,450 | ||||||
|
Relypsa, Inc.*
|
1,184 | 29,600 | ||||||
|
Repros Therapeutics, Inc.*
|
4,558 | 83,411 | ||||||
|
Sagent Pharmaceuticals, Inc.*
|
3,667 | 93,068 | ||||||
|
Santarus, Inc.*
|
10,909 | 348,652 | ||||||
|
Sciclone Pharmaceuticals, Inc.*
|
10,496 | 52,900 | ||||||
|
Sucampo Pharmaceuticals, Inc. "A"*
|
2,387 | 22,438 | ||||||
|
Supernus Pharmaceuticals, Inc.*
|
2,943 | 22,190 | ||||||
|
TherapeuticsMD, Inc.*
|
16,841 | 87,742 | ||||||
|
ViroPharma, Inc.*
|
12,767 | 636,435 | ||||||
|
VIVUS, Inc.* (a)
|
19,485 | 176,924 | ||||||
|
XenoPort, Inc.*
|
8,865 | 50,974 | ||||||
|
Zogenix, Inc.*
|
19,202 | 66,055 | ||||||
| 5,528,334 | ||||||||
|
Industrials 14.1%
|
||||||||
|
Aerospace & Defense 1.7%
|
||||||||
|
AAR Corp.
|
7,729 | 216,489 | ||||||
|
Aerovironment, Inc.*
|
3,595 | 104,722 | ||||||
|
American Science & Engineering, Inc.
|
1,617 | 116,279 | ||||||
|
API Technologies Corp.*
|
5,593 | 19,072 | ||||||
|
Astronics Corp.*
|
2,928 | 149,328 | ||||||
|
Cubic Corp.
|
3,843 | 202,372 | ||||||
|
Curtiss-Wright Corp.
|
9,167 | 570,462 | ||||||
|
DigitalGlobe, Inc.*
|
14,549 | 598,691 | ||||||
|
Ducommun, Inc.*
|
2,110 | 62,899 | ||||||
|
Engility Holdings, Inc.*
|
3,415 | 114,061 | ||||||
|
Erickson Air-Crane, Inc.*
|
748 | 15,551 | ||||||
|
Esterline Technologies Corp.*
|
6,143 | 626,340 | ||||||
|
GenCorp, Inc.* (a)
|
11,833 | 213,231 | ||||||
|
HEICO Corp.
|
12,973 | 751,785 | ||||||
|
Innovative Solutions & Support, Inc.*
|
2,493 | 18,174 | ||||||
|
Kratos Defense & Security Solutions, Inc.*
|
8,744 | 67,154 | ||||||
|
LMI Aerospace, Inc.*
|
2,178 | 32,104 | ||||||
|
Moog, Inc. "A"*
|
8,843 | 600,794 | ||||||
|
National Presto Industries, Inc. (a)
|
917 | 73,819 | ||||||
|
Orbital Sciences Corp.*
|
11,630 | 270,979 | ||||||
|
Sparton Corp.*
|
2,028 | 56,683 | ||||||
|
Taser International, Inc.*
|
10,047 | 159,546 | ||||||
|
Teledyne Technologies, Inc.*
|
7,311 | 671,589 | ||||||
|
The Keyw Holding Corp.* (a)
|
6,335 | 85,142 | ||||||
| 5,797,266 | ||||||||
|
Shares
|
Value ($)
|
|||||||
|
Air Freight & Logistics 0.4%
|
||||||||
|
Air Transport Services Group, Inc.*
|
9,996 | 80,868 | ||||||
|
Atlas Air Worldwide Holdings, Inc.*
|
5,003 | 205,873 | ||||||
|
Echo Global Logistics, Inc.*
|
3,540 | 76,039 | ||||||
|
Forward Air Corp.
|
5,877 | 258,059 | ||||||
|
Hub Group, Inc. "A"*
|
7,223 | 288,053 | ||||||
|
Pacer International, Inc.*
|
6,800 | 56,168 | ||||||
|
Park-Ohio Holdings Corp.*
|
1,660 | 86,984 | ||||||
|
UTi Worldwide, Inc.
|
17,735 | 311,427 | ||||||
|
XPO Logistics, Inc.* (a)
|
5,821 | 153,034 | ||||||
| 1,516,505 | ||||||||
|
Airlines 0.5%
|
||||||||
|
Allegiant Travel Co.
|
2,931 | 309,045 | ||||||
|
Hawaiian Holdings, Inc.* (a)
|
9,892 | 95,260 | ||||||
|
JetBlue Airways Corp.* (a)
|
45,477 | 388,828 | ||||||
|
Republic Airways Holdings, Inc.*
|
9,527 | 101,844 | ||||||
|
SkyWest, Inc.
|
10,091 | 149,649 | ||||||
|
Spirit Airlines, Inc.*
|
11,845 | 537,881 | ||||||
| 1,582,507 | ||||||||
|
Building Products 0.8%
|
||||||||
|
AAON, Inc.
|
5,574 | 178,089 | ||||||
|
American Woodmark Corp.*
|
1,925 | 76,095 | ||||||
|
Apogee Enterprises, Inc.
|
5,614 | 201,599 | ||||||
|
Builders FirstSource, Inc.*
|
8,626 | 61,590 | ||||||
|
Gibraltar Industries, Inc.*
|
5,928 | 110,202 | ||||||
|
Griffon Corp.
|
8,858 | 117,014 | ||||||
|
Insteel Industries, Inc.
|
3,512 | 79,828 | ||||||
|
NCI Building Systems, Inc.*
|
4,113 | 72,142 | ||||||
|
Norcraft Companies, Inc.*
|
1,447 | 28,390 | ||||||
|
Nortek, Inc.*
|
1,785 | 133,161 | ||||||
|
Patrick Industries, Inc.*
|
1,324 | 38,303 | ||||||
|
PGT, Inc.*
|
6,604 | 66,833 | ||||||
|
Ply Gem Holdings, Inc.*
|
3,138 | 56,578 | ||||||
|
Quanex Building Products Corp.
|
7,246 | 144,340 | ||||||
|
Simpson Manufacturing Co., Inc.
|
7,921 | 290,938 | ||||||
|
Trex Co., Inc.* (a)
|
3,356 | 266,903 | ||||||
|
Universal Forest Products, Inc.
|
3,936 | 205,223 | ||||||
|
USG Corp.* (a)
|
15,056 | 427,289 | ||||||
| 2,554,517 | ||||||||
|
Commercial Services & Supplies 2.0%
|
||||||||
|
ABM Industries, Inc.
|
10,665 | 304,912 | ||||||
|
Acco Brands Corp.*
|
22,453 | 150,884 | ||||||
|
Acorn Energy, Inc.
|
4,724 | 19,227 | ||||||
|
ARC Document Solutions, Inc.*
|
7,208 | 59,250 | ||||||
|
Casella Waste Systems, Inc. "A"*
|
7,903 | 45,837 | ||||||
|
CECO Environmental Corp.
|
3,523 | 56,967 | ||||||
|
Cenveo, Inc.*
|
10,795 | 37,135 | ||||||
|
CompX International, Inc.
|
367 | 5,167 | ||||||
|
Consolidated Graphics, Inc.*
|
1,439 | 97,046 | ||||||
|
Courier Corp.
|
2,119 | 38,333 | ||||||
|
Deluxe Corp.
|
9,900 | 516,681 | ||||||
|
EnerNOC, Inc.*
|
5,160 | 88,804 | ||||||
|
Ennis, Inc.
|
5,114 | 90,518 | ||||||
|
G & K Services, Inc. "A"
|
3,823 | 237,905 | ||||||
|
Gerber Scientific, Inc.
|
6,939 | 0 | ||||||
|
Healthcare Services Group, Inc.
|
13,359 | 378,995 | ||||||
|
Heritage-Crystal Clean, Inc.*
|
1,672 | 34,259 | ||||||
|
Herman Miller, Inc.
|
11,483 | 338,978 | ||||||
|
HNI Corp.
|
8,891 | 345,238 | ||||||
|
Innerworkings, Inc.*
|
8,819 | 68,700 | ||||||
|
Interface, Inc.
|
11,524 | 253,067 | ||||||
|
Intersections, Inc.
|
1,913 | 14,902 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Kimball International, Inc. "B"
|
6,304 | 94,749 | ||||||
|
Knoll, Inc.
|
9,444 | 172,920 | ||||||
|
McGrath RentCorp.
|
4,932 | 196,294 | ||||||
|
Mine Safety Appliances Co.
|
5,488 | 281,040 | ||||||
|
Mobile Mini, Inc.*
|
7,502 | 308,932 | ||||||
|
Multi-Color Corp.
|
2,432 | 91,784 | ||||||
|
NL Industries, Inc.
|
1,487 | 16,625 | ||||||
|
Performant Financial Corp.*
|
4,445 | 45,783 | ||||||
|
Quad Graphics, Inc. (a)
|
4,971 | 135,360 | ||||||
|
Schawk, Inc.
|
2,502 | 37,205 | ||||||
|
SP Plus Corp.*
|
2,996 | 78,016 | ||||||
|
Steelcase, Inc. "A"
|
16,467 | 261,167 | ||||||
|
Swisher Hygiene, Inc.*
|
22,340 | 11,485 | ||||||
|
Team, Inc.*
|
4,038 | 170,969 | ||||||
|
Tetra Tech, Inc.* (a)
|
12,657 | 354,143 | ||||||
|
The Brink's Co.
|
9,371 | 319,926 | ||||||
|
TRC Companies, Inc.*
|
3,118 | 22,262 | ||||||
|
U.S. Ecology, Inc.
|
4,215 | 156,756 | ||||||
|
UniFirst Corp.
|
2,869 | 306,983 | ||||||
|
United Stationers, Inc.
|
7,959 | 365,238 | ||||||
|
Viad Corp.
|
3,971 | 110,314 | ||||||
|
West Corp.
|
4,235 | 108,882 | ||||||
| 6,829,638 | ||||||||
|
Construction & Engineering 0.8%
|
||||||||
|
Aegion Corp.*
|
7,528 | 164,788 | ||||||
|
Ameresco, Inc. "A"*
|
4,004 | 38,679 | ||||||
|
Argan, Inc.
|
2,776 | 76,506 | ||||||
|
Comfort Systems U.S.A., Inc.
|
7,323 | 141,993 | ||||||
|
Dycom Industries, Inc.*
|
6,391 | 177,606 | ||||||
|
EMCOR Group, Inc.
|
13,091 | 555,582 | ||||||
|
Furmanite Corp.*
|
7,156 | 75,997 | ||||||
|
Granite Construction, Inc.
|
7,568 | 264,729 | ||||||
|
Great Lakes Dredge & Dock Co.*
|
11,549 | 106,251 | ||||||
|
Layne Christensen Co.*
|
3,824 | 65,314 | ||||||
|
MasTec, Inc.* (a)
|
11,667 | 381,744 | ||||||
|
MYR Group, Inc.*
|
4,077 | 102,251 | ||||||
|
Northwest Pipe Co.*
|
1,811 | 68,383 | ||||||
|
Orion Marine Group, Inc.*
|
5,155 | 62,015 | ||||||
|
Pike Corp.*
|
5,160 | 54,541 | ||||||
|
Primoris Services Corp.
|
6,846 | 213,116 | ||||||
|
Sterling Construction Co., Inc.*
|
3,044 | 35,706 | ||||||
|
Tutor Perini Corp.*
|
7,266 | 191,096 | ||||||
| 2,776,297 | ||||||||
|
Electrical Equipment 1.5%
|
||||||||
|
Acuity Brands, Inc. (a)
|
8,388 | 916,976 | ||||||
|
American Superconductor Corp.* (a)
|
10,583 | 17,356 | ||||||
|
AZZ, Inc.
|
4,965 | 242,590 | ||||||
|
Brady Corp. "A"
|
9,026 | 279,174 | ||||||
|
Capstone Turbine Corp.* (a)
|
60,560 | 78,122 | ||||||
|
Coleman Cable, Inc.
|
1,821 | 47,747 | ||||||
|
Encore Wire Corp.
|
4,010 | 217,342 | ||||||
|
EnerSys (a)
|
9,406 | 659,267 | ||||||
|
Enphase Energy, Inc.* (a)
|
3,166 | 20,072 | ||||||
|
Franklin Electric Co., Inc.
|
9,306 | 415,420 | ||||||
|
FuelCell Energy, Inc.* (a)
|
30,446 | 42,929 | ||||||
|
Generac Holdings, Inc.
|
10,058 | 569,685 | ||||||
|
General Cable Corp. (a)
|
9,722 | 285,924 | ||||||
|
Global Power Equipment Group, Inc.
|
3,263 | 63,857 | ||||||
|
GrafTech International Ltd.* (a)
|
22,784 | 255,864 | ||||||
|
II-VI, Inc.*
|
9,860 | 173,536 | ||||||
|
LSI Industries, Inc.
|
4,009 | 34,758 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Polypore International, Inc.* (a)
|
9,159 | 356,285 | ||||||
|
Powell Industries, Inc.
|
1,828 | 122,458 | ||||||
|
Power Solutions International, Inc.*
|
397 | 29,815 | ||||||
|
PowerSecure International, Inc.*
|
4,222 | 72,492 | ||||||
|
Preformed Line Products Co.
|
538 | 39,360 | ||||||
|
Revolution Lighting Technologies, Inc.*
|
5,894 | 20,187 | ||||||
|
Thermon Group Holdings, Inc.* (a)
|
5,213 | 142,471 | ||||||
|
Vicor Corp.*
|
3,660 | 49,117 | ||||||
| 5,152,804 | ||||||||
|
Industrial Conglomerates 0.1%
|
||||||||
|
Raven Industries, Inc.
|
7,104 | 292,259 | ||||||
|
Machinery 3.2%
|
||||||||
|
Accuride Corp.*
|
7,953 | 29,665 | ||||||
|
Actuant Corp. "A"
|
14,357 | 526,040 | ||||||
|
Alamo Group, Inc.
|
1,352 | 82,053 | ||||||
|
Albany International Corp. "A"
|
5,478 | 196,825 | ||||||
|
Altra Industrial Motion Corp.
|
5,217 | 178,526 | ||||||
|
American Railcar Industries, Inc. (a)
|
1,823 | 83,402 | ||||||
|
Ampco-Pittsburgh Corp.
|
1,668 | 32,443 | ||||||
|
Astec Industries, Inc.
|
3,951 | 152,627 | ||||||
|
Barnes Group, Inc.
|
10,541 | 403,826 | ||||||
|
Blount International, Inc.*
|
9,628 | 139,317 | ||||||
|
Briggs & Stratton Corp. (a)
|
9,342 | 203,282 | ||||||
|
Chart Industries, Inc.*
|
5,929 | 567,050 | ||||||
|
CIRCOR International, Inc.
|
3,464 | 279,822 | ||||||
|
CLARCOR, Inc.
|
9,767 | 628,506 | ||||||
|
Columbus McKinnon Corp.*
|
3,774 | 102,426 | ||||||
|
Commercial Vehicle Group, Inc.*
|
4,850 | 35,259 | ||||||
|
Douglas Dynamics, Inc.
|
4,227 | 71,098 | ||||||
|
Dynamic Materials Corp.
|
2,615 | 56,850 | ||||||
|
Energy Recovery, Inc.*
|
8,921 | 49,601 | ||||||
|
EnPro Industries, Inc.*
|
4,042 | 233,021 | ||||||
|
ESCO Technologies, Inc.
|
5,106 | 174,932 | ||||||
|
Federal Signal Corp.*
|
12,186 | 178,525 | ||||||
|
Flow International Corp.*
|
9,448 | 38,170 | ||||||
|
FreightCar America, Inc.
|
2,289 | 60,933 | ||||||
|
Global Brass & Copper Holdings, Inc.
|
1,590 | 26,314 | ||||||
|
Gorman-Rupp Co.
|
3,723 | 124,443 | ||||||
|
Graham Corp.
|
1,988 | 72,145 | ||||||
|
Greenbrier Companies, Inc.*
|
4,778 | 156,910 | ||||||
|
Hardinge, Inc.
|
2,192 | 31,718 | ||||||
|
Hurco Companies, Inc.
|
1,321 | 33,038 | ||||||
|
Hyster-Yale Materials Handling, Inc.
|
2,038 | 189,860 | ||||||
|
John Bean Technologies Corp.
|
5,747 | 168,559 | ||||||
|
Kadant, Inc.
|
2,227 | 90,238 | ||||||
|
L.B. Foster Co. "A"
|
2,020 | 95,526 | ||||||
|
Lindsay Corp. (a)
|
2,491 | 206,130 | ||||||
|
Lydall, Inc.*
|
3,455 | 60,877 | ||||||
|
Manitex International, Inc.*
|
2,802 | 44,496 | ||||||
|
Meritor, Inc.*
|
18,764 | 195,709 | ||||||
|
Middleby Corp.*
|
3,679 | 882,850 | ||||||
|
Miller Industries, Inc.
|
2,280 | 42,476 | ||||||
|
Mueller Industries, Inc.
|
5,508 | 347,059 | ||||||
|
Mueller Water Products, Inc. "A"
|
30,846 | 289,027 | ||||||
|
NN, Inc.
|
3,286 | 66,344 | ||||||
|
Omega Flex, Inc.
|
649 | 13,279 | ||||||
|
PMFG, Inc.*
|
3,772 | 34,137 | ||||||
|
Proto Labs, Inc.* (a)
|
3,321 | 236,389 | ||||||
|
RBC Bearings, Inc.*
|
4,498 | 318,233 | ||||||
|
Rexnord Corp.*
|
5,927 | 160,088 | ||||||
|
Standex International Corp.
|
2,443 | 153,616 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Sun Hydraulics Corp.
|
4,181 | 170,710 | ||||||
|
Tecumseh Products Co. "A"*
|
3,678 | 33,286 | ||||||
|
Tennant Co.
|
3,578 | 242,624 | ||||||
|
The ExOne Co.* (a)
|
1,254 | 75,817 | ||||||
|
Titan International, Inc. (a)
|
10,355 | 186,183 | ||||||
|
TriMas Corp.*
|
8,828 | 352,149 | ||||||
|
Twin Disc, Inc.
|
1,581 | 40,932 | ||||||
|
Wabash National Corp.*
|
13,429 | 165,848 | ||||||
|
Watts Water Technologies, Inc. "A"
|
5,593 | 346,039 | ||||||
|
Woodward, Inc.
|
13,403 | 611,311 | ||||||
|
Xerium Technologies, Inc.*
|
2,169 | 35,767 | ||||||
| 10,804,326 | ||||||||
|
Marine 0.1%
|
||||||||
|
International Shipholding Corp.
|
1,157 | 34,132 | ||||||
|
Matson, Inc.
|
8,293 | 216,530 | ||||||
|
Ultrapetrol Bahamas Ltd.*
|
4,216 | 15,768 | ||||||
| 266,430 | ||||||||
|
Professional Services 1.4%
|
||||||||
|
Acacia Research Corp. (a)
|
9,783 | 142,245 | ||||||
|
Barrett Business Services, Inc.
|
1,370 | 127,054 | ||||||
|
CBIZ, Inc.* (a)
|
6,931 | 63,211 | ||||||
|
CDI Corp.
|
2,751 | 50,976 | ||||||
|
Corporate Executive Board Co.
|
6,605 | 511,425 | ||||||
|
CRA International, Inc.*
|
2,038 | 40,352 | ||||||
|
Exponent, Inc.
|
2,554 | 197,782 | ||||||
|
Franklin Covey Co.*
|
1,769 | 35,168 | ||||||
|
FTI Consulting, Inc.*
|
7,877 | 324,060 | ||||||
|
GP Strategies Corp.*
|
2,836 | 84,484 | ||||||
|
Heidrick & Struggles International, Inc.
|
3,432 | 69,120 | ||||||
|
Huron Consulting Group, Inc.*
|
4,512 | 282,993 | ||||||
|
ICF International, Inc.*
|
3,917 | 135,959 | ||||||
|
Insperity, Inc.
|
4,460 | 161,140 | ||||||
|
Kelly Services, Inc. "A"
|
5,284 | 131,783 | ||||||
|
Kforce, Inc.
|
5,372 | 109,911 | ||||||
|
Korn/Ferry International*
|
9,531 | 248,950 | ||||||
|
Mistras Group, Inc.*
|
3,217 | 67,171 | ||||||
|
Navigant Consulting, Inc.*
|
9,994 | 191,885 | ||||||
|
Odyssey Marine Exploration, Inc.*
|
16,006 | 32,332 | ||||||
|
On Assignment, Inc.*
|
8,940 | 312,185 | ||||||
|
Pendrell Corp.*
|
32,569 | 65,464 | ||||||
|
Resources Connection, Inc.
|
8,071 | 115,657 | ||||||
|
RPX Corp.*
|
6,442 | 108,870 | ||||||
|
The Advisory Board Co.* (a)
|
6,908 | 439,832 | ||||||
|
TrueBlue, Inc.*
|
7,876 | 203,043 | ||||||
|
VSE Corp.
|
790 | 37,928 | ||||||
|
WageWorks, Inc.*
|
4,881 | 290,126 | ||||||
| 4,581,106 | ||||||||
|
Road & Rail 0.5%
|
||||||||
|
Arkansas Best Corp.
|
4,965 | 167,221 | ||||||
|
Celadon Group, Inc.
|
3,901 | 75,991 | ||||||
|
Heartland Express, Inc.
|
8,899 | 174,598 | ||||||
|
Knight Transportation, Inc.
|
11,593 | 212,616 | ||||||
|
Marten Transport Ltd.
|
4,453 | 89,906 | ||||||
|
Patriot Transportation Holding, Inc.*
|
1,282 | 53,216 | ||||||
|
Quality Distribution, Inc.*
|
4,104 | 52,654 | ||||||
|
Roadrunner Transportation Systems, Inc.*
|
3,690 | 99,446 | ||||||
|
Saia, Inc.*
|
4,753 | 152,334 | ||||||
|
Swift Transportation Co.* (a)
|
16,462 | 365,621 | ||||||
|
Universal Truckload Services, Inc.
|
996 | 30,388 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Werner Enterprises, Inc. (a)
|
8,907 | 220,270 | ||||||
|
YRC Worldwide, Inc.* (a)
|
2,160 | 37,519 | ||||||
| 1,731,780 | ||||||||
|
Trading Companies & Distributors 1.0%
|
||||||||
|
Aceto Corp.
|
5,416 | 135,454 | ||||||
|
Aircastle Ltd.
|
13,341 | 255,614 | ||||||
|
Applied Industrial Technologies, Inc.
|
8,287 | 406,809 | ||||||
|
Beacon Roofing Supply, Inc.*
|
9,534 | 384,030 | ||||||
|
BlueLinx Holdings, Inc.*
|
7,130 | 13,904 | ||||||
|
CAI International, Inc.*
|
3,405 | 80,256 | ||||||
|
DXP Enterprises, Inc.*
|
1,839 | 211,853 | ||||||
|
H&E Equipment Services, Inc.*
|
5,797 | 171,765 | ||||||
|
Houston Wire & Cable Co.
|
3,672 | 49,131 | ||||||
|
Kaman Corp.
|
5,298 | 210,490 | ||||||
|
Rush Enterprises, Inc. "A"*
|
6,790 | 201,323 | ||||||
|
Stock Building Supply Holdings, Inc.*
|
1,525 | 27,785 | ||||||
|
TAL International Group, Inc. (a)
|
6,635 | 380,517 | ||||||
|
Textainer Group Holdings Ltd. (a)
|
4,105 | 165,103 | ||||||
|
Titan Machinery, Inc.* (a)
|
3,190 | 56,846 | ||||||
|
Watsco, Inc.
|
5,039 | 484,046 | ||||||
| 3,234,926 | ||||||||
|
Transportation Infrastructure 0.1%
|
||||||||
|
Wesco Aircraft Holdings, Inc.*
|
7,953 | 174,330 | ||||||
|
Information Technology 17.3%
|
||||||||
|
Communications Equipment 1.7%
|
||||||||
|
ADTRAN, Inc. (a)
|
11,598 | 313,262 | ||||||
|
Alliance Fiber Optic Products, Inc.
|
2,288 | 34,434 | ||||||
|
Anaren, Inc.*
|
2,303 | 64,461 | ||||||
|
Applied Optoelectronics, Inc.*
|
804 | 12,068 | ||||||
|
Arris Group, Inc.*
|
22,679 | 552,574 | ||||||
|
Aruba Networks, Inc.*
|
22,376 | 400,530 | ||||||
|
Aviat Networks, Inc.*
|
12,901 | 29,156 | ||||||
|
Bel Fuse, Inc. "B"
|
1,836 | 39,125 | ||||||
|
Black Box Corp.
|
3,116 | 92,857 | ||||||
|
CalAmp Corp.*
|
6,834 | 191,147 | ||||||
|
Calix, Inc.*
|
7,725 | 74,469 | ||||||
|
Ciena Corp.* (a)
|
19,744 | 472,474 | ||||||
|
Comtech Telecommunications Corp.
|
3,330 | 104,962 | ||||||
|
Digi International, Inc.*
|
5,104 | 61,861 | ||||||
|
Emulex Corp.*
|
15,721 | 112,562 | ||||||
|
Extreme Networks, Inc.*
|
18,137 | 126,959 | ||||||
|
Finisar Corp.* (a)
|
18,277 | 437,186 | ||||||
|
Harmonic, Inc.*
|
20,119 | 148,478 | ||||||
|
Infinera Corp.* (a)
|
22,858 | 223,551 | ||||||
|
InterDigital, Inc. (a)
|
8,032 | 236,864 | ||||||
|
Ixia*
|
10,845 | 144,347 | ||||||
|
KVH Industries, Inc.*
|
2,910 | 37,917 | ||||||
|
NETGEAR, Inc.*
|
7,503 | 247,149 | ||||||
|
NumereX Corp. "A"*
|
2,771 | 35,884 | ||||||
|
Oplink Communications, Inc.*
|
3,840 | 71,424 | ||||||
|
ParkerVision, Inc.* (a)
|
17,729 | 80,667 | ||||||
|
PC-Tel, Inc.
|
3,371 | 32,261 | ||||||
|
Plantronics, Inc.
|
8,500 | 394,825 | ||||||
|
Procera Networks, Inc.* (a)
|
4,029 | 60,516 | ||||||
|
Ruckus Wireless, Inc.*
|
9,031 | 128,240 | ||||||
|
ShoreTel, Inc.*
|
11,685 | 108,437 | ||||||
|
Sonus Networks, Inc.*
|
42,174 | 132,848 | ||||||
|
TESSCO Technologies, Inc.
|
1,023 | 41,247 | ||||||
|
Ubiquiti Networks, Inc.* (a)
|
2,430 | 111,683 | ||||||
|
ViaSat, Inc.*
|
7,712 | 483,157 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Westell Technologies, Inc. "A"*
|
9,080 | 36,774 | ||||||
| 5,876,356 | ||||||||
|
Computers & Peripherals 0.4%
|
||||||||
|
Avid Technology, Inc.*
|
5,974 | 48,688 | ||||||
|
Cray, Inc.*
|
7,647 | 209,987 | ||||||
|
Datalink Corp.*
|
3,701 | 40,341 | ||||||
|
Electronics for Imaging, Inc.*
|
9,108 | 352,753 | ||||||
|
Fusion-io, Inc.* (a)
|
15,951 | 142,123 | ||||||
|
Hutchinson Technology, Inc.*
|
4,651 | 14,883 | ||||||
|
Imation Corp.*
|
6,407 | 29,985 | ||||||
|
Immersion Corp.*
|
5,369 | 55,730 | ||||||
|
QLogic Corp.*
|
17,272 | 204,328 | ||||||
|
Quantum Corp.*
|
42,116 | 50,539 | ||||||
|
Silicon Graphics International Corp.* (a)
|
6,646 | 89,123 | ||||||
|
Super Micro Computer, Inc.*
|
6,104 | 104,745 | ||||||
|
Violin Memory, Inc.*
|
3,639 | 14,410 | ||||||
| 1,357,635 | ||||||||
|
Electronic Equipment, Instruments & Components 2.7%
|
||||||||
|
Aeroflex Holding Corp.*
|
4,188 | 27,222 | ||||||
|
Agilysys, Inc.*
|
2,773 | 38,600 | ||||||
|
Anixter International, Inc.
|
5,310 | 477,050 | ||||||
|
Audience, Inc.*
|
1,911 | 22,244 | ||||||
|
Badger Meter, Inc.
|
2,843 | 154,943 | ||||||
|
Belden, Inc.
|
8,628 | 607,843 | ||||||
|
Benchmark Electronics, Inc.*
|
10,605 | 244,763 | ||||||
|
Checkpoint Systems, Inc.*
|
8,143 | 128,415 | ||||||
|
Cognex Corp.
|
16,981 | 648,335 | ||||||
|
Coherent, Inc.*
|
4,774 | 355,138 | ||||||
|
Control4 Corp.*
|
864 | 15,293 | ||||||
|
CTS Corp.
|
6,667 | 132,740 | ||||||
|
Daktronics, Inc.
|
7,031 | 110,246 | ||||||
|
DTS, Inc.*
|
3,554 | 85,225 | ||||||
|
Electro Rent Corp.
|
3,728 | 69,042 | ||||||
|
Electro Scientific Industries, Inc.
|
4,754 | 49,727 | ||||||
|
Fabrinet*
|
5,635 | 115,856 | ||||||
|
FARO Technologies, Inc.*
|
3,330 | 194,139 | ||||||
|
FEI Co.
|
8,191 | 731,948 | ||||||
|
GSI Group, Inc.*
|
5,874 | 66,024 | ||||||
|
Insight Enterprises, Inc.*
|
8,423 | 191,286 | ||||||
|
InvenSense, Inc.* (a)
|
10,999 | 228,559 | ||||||
|
Itron, Inc.* (a)
|
7,740 | 320,668 | ||||||
|
KEMET Corp.*
|
8,423 | 47,506 | ||||||
|
Littelfuse, Inc.
|
4,332 | 402,573 | ||||||
|
Maxwell Technologies, Inc.*
|
5,928 | 46,061 | ||||||
|
Measurement Specialties, Inc.*
|
3,045 | 184,801 | ||||||
|
Mercury Systems, Inc.*
|
6,388 | 69,949 | ||||||
|
Mesa Laboratories, Inc.
|
490 | 38,504 | ||||||
|
Methode Electronics, Inc.
|
7,305 | 249,758 | ||||||
|
MTS Systems Corp. (a)
|
3,071 | 218,809 | ||||||
|
Multi-Fineline Electronix, Inc.*
|
1,576 | 21,891 | ||||||
|
Neonode, Inc.* (a)
|
5,636 | 35,619 | ||||||
|
Newport Corp.*
|
7,731 | 139,699 | ||||||
|
OSI Systems, Inc.*
|
3,870 | 205,536 | ||||||
|
Park Electrochemical Corp.
|
4,107 | 117,953 | ||||||
|
PC Connection, Inc.
|
1,749 | 43,463 | ||||||
|
Plexus Corp.*
|
6,662 | 288,398 | ||||||
|
RadiSys Corp.*
|
4,981 | 11,406 | ||||||
|
RealD, Inc.*
|
7,996 | 68,286 | ||||||
|
Richardson Electronics Ltd.
|
2,102 | 23,879 | ||||||
|
Rofin-Sinar Technologies, Inc.*
|
5,602 | 151,366 | ||||||
|
Rogers Corp.*
|
3,336 | 205,164 | ||||||
|
Sanmina Corp.* (a)
|
16,115 | 269,120 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
ScanSource, Inc.*
|
5,397 | 228,995 | ||||||
|
Speed Commerce, Inc.*
|
9,156 | 42,758 | ||||||
|
SYNNEX Corp.*
|
5,170 | 348,458 | ||||||
|
TTM Technologies, Inc.*
|
10,487 | 89,978 | ||||||
|
Uni-pixel, Inc.* (a)
|
2,010 | 20,120 | ||||||
|
Universal Display Corp.*
|
7,852 | 269,795 | ||||||
|
Viasystems Group, Inc.*
|
653 | 8,933 | ||||||
|
Vishay Precision Group, Inc.*
|
2,302 | 34,277 | ||||||
|
Zygo Corp.*
|
3,334 | 49,276 | ||||||
| 8,947,637 | ||||||||
|
Internet Software & Services 3.0%
|
||||||||
|
Angie's List, Inc.* (a)
|
8,406 | 127,351 | ||||||
|
Bankrate, Inc.* (a)
|
9,059 | 162,519 | ||||||
|
Bazaarvoice, Inc.* (a)
|
9,558 | 75,699 | ||||||
|
Benefitfocus, Inc.*
|
992 | 57,278 | ||||||
|
Blucora, Inc.*
|
8,008 | 233,513 | ||||||
|
Brightcove, Inc.*
|
5,590 | 79,043 | ||||||
|
Carbonite, Inc.*
|
2,457 | 29,066 | ||||||
|
ChannelAdvisor Corp.*
|
1,180 | 49,218 | ||||||
|
Chegg, Inc.*
|
2,926 | 24,900 | ||||||
|
comScore, Inc.*
|
6,917 | 197,895 | ||||||
|
Constant Contact, Inc.*
|
6,060 | 188,284 | ||||||
|
Cornerstone OnDemand, Inc.*
|
7,844 | 418,399 | ||||||
|
CoStar Group, Inc.*
|
5,583 | 1,030,510 | ||||||
|
Cvent, Inc.*
|
1,250 | 45,488 | ||||||
|
Dealertrack Technologies, Inc.*
|
8,495 | 408,440 | ||||||
|
Demand Media, Inc.*
|
7,184 | 41,452 | ||||||
|
Demandware, Inc.*
|
3,610 | 231,473 | ||||||
|
Dice Holdings, Inc.*
|
7,341 | 53,222 | ||||||
|
Digital River, Inc.*
|
6,504 | 120,324 | ||||||
|
E2open, Inc.* (a)
|
2,934 | 70,152 | ||||||
|
EarthLink, Inc.
|
20,485 | 103,859 | ||||||
|
eGain Corp.*
|
2,595 | 26,573 | ||||||
|
Endurance International Group Holdings, Inc.*
|
4,255 | 60,336 | ||||||
|
Envestnet, Inc.*
|
4,361 | 175,748 | ||||||
|
Global Eagle Entertainment, Inc.*
|
4,270 | 63,495 | ||||||
|
Gogo, Inc.* (a)
|
2,144 | 53,193 | ||||||
|
Internap Network Services Corp.* (a)
|
10,199 | 76,697 | ||||||
|
Intralinks Holdings, Inc.*
|
7,345 | 88,948 | ||||||
|
j2 Global, Inc. (a)
|
8,935 | 446,839 | ||||||
|
Limelight Networks, Inc.*
|
10,548 | 20,885 | ||||||
|
Liquidity Services, Inc.* (a)
|
4,860 | 110,128 | ||||||
|
LivePerson, Inc.*
|
10,720 | 158,870 | ||||||
|
LogMeIn, Inc.*
|
4,681 | 157,048 | ||||||
|
Marchex, Inc. "B"
|
4,505 | 38,968 | ||||||
|
Marin Software, Inc.*
|
1,818 | 18,616 | ||||||
|
Marketo, Inc.*
|
1,385 | 51,342 | ||||||
|
Millennial Media, Inc.* (a)
|
7,014 | 50,992 | ||||||
|
Monster Worldwide, Inc.*
|
20,498 | 146,151 | ||||||
|
Move, Inc.*
|
7,926 | 126,737 | ||||||
|
Net Element International*
|
450 | 1,967 | ||||||
|
NIC, Inc.
|
12,672 | 315,153 | ||||||
|
OpenTable, Inc.* (a)
|
4,456 | 353,673 | ||||||
|
Perficient, Inc.*
|
6,598 | 154,525 | ||||||
|
QuinStreet, Inc.*
|
5,980 | 51,966 | ||||||
|
RealNetworks, Inc.*
|
4,458 | 33,658 | ||||||
|
Reis, Inc.*
|
1,657 | 31,864 | ||||||
|
Responsys, Inc.*
|
7,163 | 196,338 | ||||||
|
Rocket Fuel, Inc.*
|
962 | 59,153 | ||||||
|
SciQuest, Inc.*
|
4,521 | 128,758 | ||||||
|
Shutterstock, Inc.*
|
1,475 | 123,354 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Spark Networks, Inc.*
|
3,483 | 21,455 | ||||||
|
SPS Commerce, Inc.*
|
3,131 | 204,454 | ||||||
|
Stamps.com, Inc.*
|
2,598 | 109,376 | ||||||
|
Support.com, Inc.*
|
10,086 | 38,226 | ||||||
|
TechTarget, Inc.*
|
2,200 | 15,092 | ||||||
|
Textura Corp.*
|
1,029 | 30,808 | ||||||
|
Travelzoo, Inc.*
|
1,549 | 33,025 | ||||||
|
Tremor Video, Inc.*
|
1,420 | 8,236 | ||||||
|
Trulia, Inc.* (a)
|
5,352 | 188,765 | ||||||
|
United Online, Inc.
|
2,611 | 35,927 | ||||||
|
Unwired Planet, Inc.*
|
20,021 | 27,629 | ||||||
|
ValueClick, Inc.* (a)
|
13,056 | 305,119 | ||||||
|
VistaPrint NV* (a)
|
6,386 | 363,044 | ||||||
|
Vocus, Inc.*
|
3,743 | 42,633 | ||||||
|
Web.com Group, Inc.* (a)
|
8,165 | 259,565 | ||||||
|
WebMD Health Corp.*
|
5,560 | 219,620 | ||||||
|
Wix.com Ltd.*
|
1,624 | 43,604 | ||||||
|
XO Group, Inc.*
|
5,319 | 79,040 | ||||||
|
Xoom Corp.*
|
1,655 | 45,297 | ||||||
|
Yelp, Inc.*
|
6,351 | 437,902 | ||||||
|
YuMe, Inc.*
|
996 | 7,420 | ||||||
|
Zillow, Inc. "A"* (a)
|
4,556 | 372,362 | ||||||
|
Zix Corp.*
|
11,797 | 53,794 | ||||||
| 10,012,453 | ||||||||
|
IT Services 2.2%
|
||||||||
|
Acxiom Corp.*
|
14,392 | 532,216 | ||||||
|
Blackhawk Network Holdings, Inc.*
|
2,282 | 57,643 | ||||||
|
CACI International, Inc. "A"*
|
4,518 | 330,808 | ||||||
|
Cardtronics, Inc.*
|
8,782 | 381,578 | ||||||
|
Cass Information Systems, Inc.
|
1,995 | 134,363 | ||||||
|
CIBER, Inc.*
|
14,666 | 60,717 | ||||||
|
Computer Task Group, Inc. (a)
|
3,145 | 59,440 | ||||||
|
Convergys Corp.
|
20,575 | 433,104 | ||||||
|
CSG Systems International, Inc.
|
6,709 | 197,245 | ||||||
|
EPAM Systems, Inc.*
|
4,208 | 147,028 | ||||||
|
Euronet Worldwide, Inc.*
|
9,751 | 466,585 | ||||||
|
EVERTEC, Inc.
|
5,868 | 144,705 | ||||||
|
Exlservice Holdings, Inc.*
|
6,302 | 174,061 | ||||||
|
Forrester Research, Inc.
|
2,499 | 95,612 | ||||||
|
Global Cash Access Holdings, Inc.*
|
12,956 | 129,430 | ||||||
|
Heartland Payment Systems, Inc. (a)
|
7,109 | 354,313 | ||||||
|
Higher One Holdings Inc.*
|
6,225 | 60,756 | ||||||
|
iGATE Corp.*
|
6,850 | 275,096 | ||||||
|
Lionbridge Technologies, Inc.*
|
11,505 | 68,570 | ||||||
|
Luxoft Holding, Inc.*
|
901 | 34,220 | ||||||
|
ManTech International Corp. "A" (a)
|
4,686 | 140,252 | ||||||
|
MAXIMUS, Inc.
|
13,360 | 587,706 | ||||||
|
ModusLink Global Solutions, Inc.*
|
7,578 | 43,422 | ||||||
|
MoneyGram International, Inc.*
|
4,106 | 85,323 | ||||||
|
Planet Payment, Inc.*
|
8,412 | 23,385 | ||||||
|
PRGX Global, Inc.*
|
5,691 | 38,244 | ||||||
|
Sapient Corp.*
|
21,580 | 374,629 | ||||||
|
ServiceSource International, Inc.*
|
12,147 | 101,792 | ||||||
|
Sykes Enterprises, Inc.*
|
7,639 | 166,607 | ||||||
|
Syntel, Inc.
|
3,012 | 273,941 | ||||||
|
TeleTech Holdings, Inc.*
|
3,957 | 94,731 | ||||||
|
The Hackett Group, Inc.
|
5,345 | 33,192 | ||||||
|
Unisys Corp.*
|
8,617 | 289,273 | ||||||
|
Virtusa Corp.*
|
4,061 | 154,683 | ||||||
|
WEX, Inc.*
|
7,589 | 751,539 | ||||||
| 7,296,209 | ||||||||
|
Shares
|
Value ($)
|
|||||||
|
Semiconductors & Semiconductor Equipment 3.2%
|
||||||||
|
Advanced Energy Industries, Inc.*
|
7,572 | 173,096 | ||||||
|
Alpha & Omega Semiconductor Ltd.*
|
3,166 | 24,410 | ||||||
|
Ambarella, Inc.*
|
3,682 | 124,930 | ||||||
|
Amkor Technology, Inc.* (a)
|
13,796 | 84,570 | ||||||
|
ANADIGICS, Inc.*
|
16,413 | 30,200 | ||||||
|
Applied Micro Circuits Corp.*
|
14,366 | 192,217 | ||||||
|
ATMI, Inc.*
|
6,317 | 190,837 | ||||||
|
Axcelis Technologies, Inc.*
|
20,589 | 50,237 | ||||||
|
Brooks Automation, Inc.
|
13,127 | 137,702 | ||||||
|
Cabot Microelectronics Corp.*
|
4,503 | 205,787 | ||||||
|
Cavium, Inc.* (a)
|
10,085 | 348,033 | ||||||
|
CEVA, Inc.*
|
4,407 | 67,075 | ||||||
|
Cirrus Logic, Inc.* (a)
|
12,354 | 252,392 | ||||||
|
Cohu, Inc.
|
5,017 | 52,679 | ||||||
|
Cypress Semiconductor Corp. (a)
|
28,750 | 301,875 | ||||||
|
Diodes, Inc.*
|
6,918 | 162,988 | ||||||
|
DSP Group, Inc.*
|
3,673 | 35,665 | ||||||
|
Entegris, Inc.*
|
27,223 | 315,787 | ||||||
|
Entropic Communications, Inc.*
|
17,017 | 80,150 | ||||||
|
Exar Corp.*
|
7,632 | 89,981 | ||||||
|
FormFactor, Inc.*
|
10,732 | 64,607 | ||||||
|
GSI Technology, Inc.*
|
3,712 | 24,648 | ||||||
|
GT Advanced Technologies, Inc.* (a)
|
26,246 | 228,865 | ||||||
|
Hittite Microwave Corp.*
|
6,175 | 381,183 | ||||||
|
Inphi Corp.*
|
5,182 | 66,848 | ||||||
|
Integrated Device Technology, Inc.*
|
25,701 | 261,893 | ||||||
|
Integrated Silicon Solution, Inc.*
|
5,357 | 64,766 | ||||||
|
Intermolecular, Inc.*
|
3,707 | 18,238 | ||||||
|
International Rectifier Corp.*
|
13,581 | 354,057 | ||||||
|
Intersil Corp. "A"
|
24,820 | 284,685 | ||||||
|
IXYS Corp.
|
4,929 | 63,929 | ||||||
|
Kopin Corp.*
|
13,539 | 57,135 | ||||||
|
Lattice Semiconductor Corp.*
|
22,973 | 126,581 | ||||||
|
LTX-Credence Corp.*
|
9,103 | 72,733 | ||||||
|
MA-COM Technology Solutions Holdings, Inc.*
|
2,080 | 35,339 | ||||||
|
MaxLinear, Inc. "A"*
|
4,830 | 50,377 | ||||||
|
Micrel, Inc.
|
9,198 | 90,784 | ||||||
|
Microsemi Corp.*
|
18,219 | 454,564 | ||||||
|
MKS Instruments, Inc.
|
10,358 | 310,119 | ||||||
|
Monolithic Power Systems, Inc.*
|
7,159 | 248,131 | ||||||
|
MoSys, Inc.*
|
9,319 | 51,441 | ||||||
|
Nanometrics, Inc.*
|
4,501 | 85,744 | ||||||
|
NeoPhotonics Corp.*
|
4,260 | 30,076 | ||||||
|
NVE Corp.*
|
983 | 57,289 | ||||||
|
OmniVision Technologies, Inc.*
|
10,467 | 180,032 | ||||||
|
PDF Solutions, Inc.*
|
4,870 | 124,769 | ||||||
|
Peregrine Semiconductor Corp.* (a)
|
5,252 | 38,917 | ||||||
|
Pericom Semiconductor Corp.*
|
4,300 | 38,098 | ||||||
|
Photronics, Inc.*
|
11,819 | 106,726 | ||||||
|
PLX Technology, Inc.*
|
8,705 | 57,279 | ||||||
|
PMC-Sierra, Inc.*
|
39,801 | 255,920 | ||||||
|
Power Integrations, Inc.
|
5,627 | 314,099 | ||||||
|
Rambus, Inc.*
|
21,789 | 206,342 | ||||||
|
RF Micro Devices, Inc.*
|
55,090 | 284,264 | ||||||
|
Rubicon Technology, Inc.* (a)
|
3,431 | 34,139 | ||||||
|
Rudolph Technologies, Inc.*
|
6,572 | 77,155 | ||||||
|
Semtech Corp.*
|
13,172 | 332,988 | ||||||
|
Sigma Designs, Inc.*
|
6,431 | 30,354 | ||||||
|
Silicon Image, Inc.*
|
15,312 | 94,169 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Spansion, Inc. "A"*
|
9,389 | 130,413 | ||||||
|
SunEdison, Inc.*
|
52,118 | 680,140 | ||||||
|
SunPower Corp.* (a)
|
8,021 | 239,106 | ||||||
|
Supertex, Inc.*
|
1,869 | 46,819 | ||||||
|
Synaptics, Inc.* (a)
|
6,357 | 329,356 | ||||||
|
Tessera Technologies, Inc.
|
10,189 | 200,825 | ||||||
|
TriQuint Semiconductor, Inc.*
|
31,875 | 265,838 | ||||||
|
Ultra Clean Holdings*
|
4,711 | 47,251 | ||||||
|
Ultratech, Inc.* (a)
|
5,364 | 155,556 | ||||||
|
Veeco Instruments, Inc.* (a)
|
7,629 | 251,070 | ||||||
| 10,926,268 | ||||||||
|
Software 4.1%
|
||||||||
|
Accelrys, Inc.*
|
10,665 | 101,744 | ||||||
|
ACI Worldwide, Inc.*
|
7,757 | 504,205 | ||||||
|
Actuate Corp.*
|
9,194 | 70,886 | ||||||
|
Advent Software, Inc.
|
6,341 | 221,872 | ||||||
|
American Software, Inc. "A"
|
4,570 | 45,106 | ||||||
|
Aspen Technology, Inc.*
|
18,343 | 766,737 | ||||||
|
AVG Technologies NV* (a)
|
4,763 | 81,971 | ||||||
|
Barracuda Networks, Inc.* (a)
|
811 | 32,180 | ||||||
|
Blackbaud, Inc.
|
8,942 | 336,666 | ||||||
|
Bottomline Technologies de, Inc.* (a)
|
7,367 | 266,391 | ||||||
|
BroadSoft, Inc.*
|
5,510 | 150,643 | ||||||
|
Callidus Software*
|
7,900 | 108,467 | ||||||
|
CommVault Systems, Inc.*
|
9,093 | 680,884 | ||||||
|
Comverse, Inc.*
|
4,330 | 168,004 | ||||||
|
Covisint Corp.*
|
1,420 | 17,821 | ||||||
|
Cyan, Inc.*
|
1,569 | 8,300 | ||||||
|
Digimarc Corp.
|
1,234 | 23,767 | ||||||
|
Ebix, Inc. (a)
|
5,936 | 87,378 | ||||||
|
Ellie Mae, Inc.*
|
5,133 | 137,924 | ||||||
|
EPIQ Systems, Inc.
|
6,092 | 98,751 | ||||||
|
ePlus, Inc.*
|
770 | 43,767 | ||||||
|
Fair Isaac Corp.
|
6,980 | 438,623 | ||||||
|
FleetMatics Group PLC* (a)
|
3,399 | 147,007 | ||||||
|
Gigamon, Inc.*
|
1,519 | 42,654 | ||||||
|
Glu Mobile, Inc.* (a)
|
13,116 | 51,021 | ||||||
|
Guidance Software, Inc.*
|
3,374 | 34,077 | ||||||
|
Guidewire Software, Inc.*
|
9,509 | 466,607 | ||||||
|
Imperva, Inc.*
|
3,907 | 188,044 | ||||||
|
Infoblox, Inc.*
|
10,360 | 342,087 | ||||||
|
Interactive Intelligence Group*
|
3,037 | 204,572 | ||||||
|
Jive Software, Inc.*
|
7,876 | 88,605 | ||||||
|
Manhattan Associates, Inc.*
|
3,823 | 449,126 | ||||||
|
Mavenir Systems, Inc.*
|
1,098 | 12,254 | ||||||
|
Mentor Graphics Corp.
|
18,691 | 449,892 | ||||||
|
MicroStrategy, Inc. "A"*
|
1,765 | 219,284 | ||||||
|
Mitek Systems, Inc.* (a)
|
4,453 | 26,451 | ||||||
|
Model N, Inc.*
|
1,613 | 19,017 | ||||||
|
Monotype Imaging Holdings, Inc.
|
7,473 | 238,090 | ||||||
|
NetScout Systems, Inc.*
|
7,022 | 207,781 | ||||||
|
Pegasystems, Inc.
|
3,409 | 167,655 | ||||||
|
Progress Software Corp.*
|
10,171 | 262,717 | ||||||
|
Proofpoint, Inc.*
|
4,516 | 149,796 | ||||||
|
PROS Holdings, Inc.*
|
4,390 | 175,161 | ||||||
|
PTC, Inc.*
|
23,397 | 828,020 | ||||||
|
QAD, Inc. "A"
|
1,000 | 17,660 | ||||||
|
Qlik Technologies, Inc.*
|
16,954 | 451,485 | ||||||
|
Qualys, Inc.*
|
2,961 | 68,429 | ||||||
|
Rally Software Development Corp.*
|
1,371 | 26,666 | ||||||
|
RealPage, Inc.*
|
9,031 | 211,145 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Rosetta Stone, Inc.*
|
2,371 | 28,974 | ||||||
|
Sapiens International Corp.
|
3,817 | 29,429 | ||||||
|
SeaChange International, Inc.*
|
6,507 | 79,125 | ||||||
|
Silver Spring Networks, Inc.*
|
1,174 | 24,654 | ||||||
|
SS&C Technologies Holdings, Inc.*
|
11,340 | 501,908 | ||||||
|
Synchronoss Technologies, Inc.* (a)
|
5,623 | 174,707 | ||||||
|
Take-Two Interactive Software, Inc.*
|
15,816 | 274,724 | ||||||
|
Tangoe, Inc.* (a)
|
6,043 | 108,834 | ||||||
|
TeleCommunication Systems, Inc. "A"*
|
9,403 | 21,815 | ||||||
|
TeleNav, Inc.*
|
3,448 | 22,722 | ||||||
|
TiVo, Inc.*
|
24,811 | 325,520 | ||||||
|
Tyler Technologies, Inc.*
|
6,172 | 630,346 | ||||||
|
Ultimate Software Group, Inc.*
|
5,414 | 829,533 | ||||||
|
VASCO Data Security International, Inc.*
|
5,926 | 45,808 | ||||||
|
Verint Systems, Inc.*
|
10,333 | 443,699 | ||||||
|
Virnetx Holding Corp.* (a)
|
8,118 | 157,570 | ||||||
|
Vringo, Inc.*
|
13,300 | 39,368 | ||||||
| 13,676,126 | ||||||||
|
Materials 4.8%
|
||||||||
|
Chemicals 2.3%
|
||||||||
|
A. Schulman, Inc.
|
5,706 | 201,194 | ||||||
|
Advanced Emissions Solutions, Inc.*
|
2,107 | 114,263 | ||||||
|
American Pacific Corp.*
|
1,177 | 43,855 | ||||||
|
American Vanguard Corp.
|
5,522 | 134,129 | ||||||
|
Arabian American Development Co.*
|
3,844 | 48,242 | ||||||
|
Axiall Corp.
|
13,651 | 647,603 | ||||||
|
Balchem Corp.
|
5,814 | 341,282 | ||||||
|
Calgon Carbon Corp.*
|
10,517 | 216,335 | ||||||
|
Chase Corp.
|
1,183 | 41,760 | ||||||
|
Chemtura Corp.*
|
19,155 | 534,808 | ||||||
|
Ferro Corp.*
|
14,024 | 179,928 | ||||||
|
Flotek Industries, Inc.*
|
9,233 | 185,306 | ||||||
|
FutureFuel Corp.
|
4,315 | 68,177 | ||||||
|
GSE Holding, Inc.*
|
1,707 | 3,534 | ||||||
|
H.B. Fuller Co.
|
9,891 | 514,728 | ||||||
|
Hawkins, Inc.
|
1,894 | 70,438 | ||||||
|
Innophos Holdings, Inc.
|
4,262 | 207,133 | ||||||
|
Innospec, Inc.
|
4,631 | 214,045 | ||||||
|
Intrepid Potash, Inc.* (a)
|
10,547 | 167,064 | ||||||
|
KMG Chemicals, Inc.
|
1,605 | 27,108 | ||||||
|
Koppers Holdings, Inc.
|
4,103 | 187,712 | ||||||
|
Kraton Performance Polymers, Inc.*
|
6,394 | 147,382 | ||||||
|
Landec Corp.*
|
5,169 | 62,648 | ||||||
|
LSB Industries, Inc.*
|
3,701 | 151,815 | ||||||
|
Marrone Bio Innovations, Inc.*
|
1,052 | 18,705 | ||||||
|
Minerals Technologies, Inc.
|
6,840 | 410,879 | ||||||
|
Olin Corp. (a)
|
15,734 | 453,926 | ||||||
|
OM Group, Inc.*
|
6,215 | 226,288 | ||||||
|
Omnova Solutions, Inc.*
|
9,068 | 82,609 | ||||||
|
Penford Corp.*
|
1,912 | 24,569 | ||||||
|
PolyOne Corp.
|
19,440 | 687,204 | ||||||
|
Quaker Chemical Corp.
|
2,574 | 198,378 | ||||||
|
Sensient Technologies Corp.
|
9,839 | 477,388 | ||||||
|
Stepan Co.
|
3,684 | 241,781 | ||||||
|
Taminco Corp.*
|
3,139 | 63,439 | ||||||
|
Tredegar Corp.
|
4,895 | 141,025 | ||||||
|
Zep, Inc.
|
4,537 | 82,392 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Zoltek Companies, Inc.*
|
5,266 | 88,206 | ||||||
| 7,707,278 | ||||||||
|
Construction Materials 0.2%
|
||||||||
|
Headwaters, Inc.*
|
14,406 | 141,035 | ||||||
|
Texas Industries, Inc.* (a)
|
4,255 | 292,659 | ||||||
|
U.S. Concrete, Inc.*
|
2,684 | 60,739 | ||||||
|
United States Lime & Minerals, Inc.*
|
377 | 23,061 | ||||||
| 517,494 | ||||||||
|
Containers & Packaging 0.2%
|
||||||||
|
AEP Industries, Inc.*
|
840 | 44,377 | ||||||
|
Berry Plastics Group, Inc.*
|
10,787 | 256,623 | ||||||
|
Graphic Packaging Holding Co.*
|
38,649 | 371,030 | ||||||
|
Myers Industries, Inc.
|
5,593 | 118,124 | ||||||
|
UFP Technologies, Inc.*
|
991 | 24,993 | ||||||
| 815,147 | ||||||||
|
Metals & Mining 1.4%
|
||||||||
|
A.M. Castle & Co.*
|
3,320 | 49,036 | ||||||
|
AK Steel Holding Corp.* (a)
|
26,453 | 216,915 | ||||||
|
Allied Nevada Gold Corp.* (a)
|
20,655 | 73,325 | ||||||
|
AMCOL International Corp.
|
5,379 | 182,778 | ||||||
|
Century Aluminum Co.*
|
10,173 | 106,410 | ||||||
|
Coeur Mining, Inc.*
|
19,683 | 213,561 | ||||||
|
Commercial Metals Co.
|
22,920 | 465,964 | ||||||
|
General Moly, Inc.*
|
10,920 | 14,633 | ||||||
|
Globe Specialty Metals, Inc.
|
12,634 | 227,538 | ||||||
|
Gold Resource Corp.
|
6,820 | 30,895 | ||||||
|
Handy & Harman Ltd.*
|
1,068 | 25,856 | ||||||
|
Haynes International, Inc.
|
2,451 | 135,393 | ||||||
|
Hecla Mining Co. (a)
|
64,307 | 198,066 | ||||||
|
Horsehead Holding Corp.*
|
9,911 | 160,657 | ||||||
|
Kaiser Aluminum Corp.
|
3,697 | 259,677 | ||||||
|
Materion Corp.
|
4,054 | 125,066 | ||||||
|
Midway Gold Corp.*
|
25,064 | 20,302 | ||||||
|
Molycorp, Inc.* (a)
|
29,334 | 164,857 | ||||||
|
Noranda Aluminum Holding Corp.
|
6,656 | 21,898 | ||||||
|
Olympic Steel, Inc.
|
1,750 | 50,715 | ||||||
|
Paramount Gold and Silver Corp.* (a)
|
26,585 | 24,772 | ||||||
|
RTI International Metals, Inc.*
|
6,085 | 208,168 | ||||||
|
Schnitzer Steel Industries, Inc. "A" (a)
|
4,982 | 162,762 | ||||||
|
Stillwater Mining Co.* (a)
|
22,930 | 282,956 | ||||||
|
SunCoke Energy, Inc.*
|
13,694 | 312,360 | ||||||
|
U.S. Silica Holdings, Inc. (a)
|
4,111 | 140,226 | ||||||
|
Universal Stainless & Alloy Products, Inc.*
|
1,376 | 49,619 | ||||||
|
Walter Energy, Inc. (a)
|
12,103 | 201,273 | ||||||
|
Worthington Industries, Inc.
|
10,363 | 436,075 | ||||||
| 4,561,753 | ||||||||
|
Paper & Forest Products 0.7%
|
||||||||
|
Boise Cascade Co.*
|
2,418 | 71,283 | ||||||
|
Clearwater Paper Corp.*
|
4,111 | 215,827 | ||||||
|
Deltic Timber Corp.
|
2,188 | 148,653 | ||||||
|
KapStone Paper & Packaging Corp.*
|
8,013 | 447,606 | ||||||
|
Louisiana-Pacific Corp.*
|
27,169 | 502,898 | ||||||
|
Neenah Paper, Inc.
|
3,127 | 133,742 | ||||||
|
P.H. Glatfelter Co.
|
8,359 | 231,043 | ||||||
|
Resolute Forest Products* (a)
|
13,547 | 217,023 | ||||||
|
Schweitzer-Mauduit International, Inc.
|
6,167 | 317,415 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Wausau Paper Corp.
|
9,821 | 124,530 | ||||||
| 2,410,020 | ||||||||
|
Telecommunication Services 0.7%
|
||||||||
|
Diversified Telecommunication Services 0.5%
|
||||||||
|
8x8, Inc.*
|
17,072 | 173,452 | ||||||
|
Atlantic Tele-Network, Inc.
|
1,820 | 102,957 | ||||||
|
Cbeyond, Inc.*
|
5,556 | 38,336 | ||||||
|
Cincinnati Bell, Inc.*
|
40,631 | 144,646 | ||||||
|
Cogent Communications Group, Inc.
|
9,259 | 374,156 | ||||||
|
Consolidated Communications Holdings, Inc. (a)
|
7,851 | 154,115 | ||||||
|
FairPoint Communications, Inc.* (a)
|
4,037 | 45,659 | ||||||
|
General Communication, Inc. "A"*
|
6,242 | 69,598 | ||||||
|
Hawaiian Telcom Holdco, Inc.*
|
2,028 | 59,562 | ||||||
|
HickoryTech Corp.
|
2,747 | 35,244 | ||||||
|
IDT Corp. "B"
|
3,078 | 55,004 | ||||||
|
inContact, Inc.*
|
10,622 | 82,958 | ||||||
|
Inteliquent, Inc.
|
6,191 | 70,701 | ||||||
|
Iridium Communications, Inc.* (a)
|
12,772 | 79,953 | ||||||
|
Lumos Networks Corp.
|
2,959 | 62,139 | ||||||
|
magicJack VocalTec Ltd.*
|
3,691 | 43,997 | ||||||
|
Orbcomm, Inc.*
|
7,300 | 46,282 | ||||||
|
Premiere Global Services, Inc.*
|
9,571 | 110,928 | ||||||
|
Straight Path Communications, Inc. "B"*
|
1,539 | 12,604 | ||||||
|
Towerstream Corp.*
|
13,159 | 38,951 | ||||||
|
Vonage Holdings Corp.*
|
30,943 | 103,040 | ||||||
| 1,904,282 | ||||||||
|
Wireless Telecommunication Services 0.2%
|
||||||||
|
Boingo Wireless, Inc.*
|
3,433 | 22,005 | ||||||
|
Leap Wireless International, Inc.*
|
10,664 | 185,554 | ||||||
|
NII Holdings, Inc.* (a)
|
34,213 | 94,086 | ||||||
|
NTELOS Holdings Corp.
|
2,914 | 58,950 | ||||||
|
RingCentral, Inc. "A"*
|
1,686 | 30,972 | ||||||
|
Shenandoah Telecommunications Co.
|
4,657 | 119,545 | ||||||
|
U.S.A. Mobility, Inc.
|
4,177 | 59,648 | ||||||
| 570,760 | ||||||||
|
Utilities 2.9%
|
||||||||
|
Electric Utilities 1.3%
|
||||||||
|
ALLETE, Inc.
|
7,776 | 387,867 | ||||||
|
Cleco Corp.
|
11,797 | 549,976 | ||||||
|
El Paso Electric Co.
|
7,845 | 275,438 | ||||||
|
Empire District Electric Co.
|
8,418 | 191,004 | ||||||
|
IDACORP, Inc.
|
9,793 | 507,669 | ||||||
|
MGE Energy, Inc.
|
4,491 | 260,029 | ||||||
|
NRG Yield, Inc. "A"
|
4,464 | 178,605 | ||||||
|
Otter Tail Corp.
|
7,019 | 205,446 | ||||||
|
PNM Resources, Inc.
|
15,623 | 376,827 | ||||||
|
Portland General Electric Co. (a)
|
14,734 | 444,967 | ||||||
|
UIL Holdings Corp.
|
10,999 | 426,211 | ||||||
|
Unitil Corp.
|
2,761 | 84,183 | ||||||
|
UNS Energy Corp.
|
8,114 | 485,623 | ||||||
| 4,373,845 | ||||||||
|
Gas Utilities 0.8%
|
||||||||
|
Chesapeake Utilities Corp.
|
1,847 | 110,857 | ||||||
|
Delta Natural Gas Co., Inc.
|
1,247 | 27,908 | ||||||
|
New Jersey Resources Corp.
|
8,198 | 379,076 | ||||||
|
Northwest Natural Gas Co. (a)
|
5,249 | 224,762 | ||||||
|
Piedmont Natural Gas Co., Inc. (a)
|
14,741 | 488,812 | ||||||
|
South Jersey Industries, Inc.
|
6,274 | 351,093 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Southwest Gas Corp.
|
9,121 | 509,955 | ||||||
|
The Laclede Group, Inc.
|
6,430 | 292,822 | ||||||
|
WGL Holdings, Inc.
|
10,058 | 402,923 | ||||||
| 2,788,208 | ||||||||
|
Independent Power Producers & Energy Traders 0.2%
|
||||||||
|
Atlantic Power Corp. (a)
|
23,408 | 81,460 | ||||||
|
Dynegy, Inc.* (a)
|
19,663 | 423,148 | ||||||
|
Genie Energy Ltd. "B"*
|
2,528 | 25,811 | ||||||
|
Ormat Technologies, Inc.
|
3,465 | 94,282 | ||||||
|
Pattern Energy Group, Inc.
|
3,612 | 109,480 | ||||||
| 734,181 | ||||||||
|
Multi-Utilities 0.3%
|
||||||||
|
Avista Corp.
|
11,737 | 330,866 | ||||||
|
Black Hills Corp.
|
8,744 | 459,148 | ||||||
|
NorthWestern Corp.
|
7,382 | 319,788 | ||||||
| 1,109,802 | ||||||||
|
Water Utilities 0.3%
|
||||||||
|
American States Water Co.
|
7,575 | 217,630 | ||||||
|
Artesian Resources Corp. "A"
|
1,483 | 34,035 | ||||||
|
California Water Service Group
|
9,393 | 216,696 | ||||||
|
Connecticut Water Service, Inc.
|
2,090 | 74,216 | ||||||
|
Consolidated Water Co., Ltd.
|
2,749 | 38,761 | ||||||
|
Middlesex Water Co.
|
3,152 | 66,003 | ||||||
|
Pure Cycle Corp.*
|
3,428 | 21,699 | ||||||
|
SJW Corp.
|
2,955 | 88,029 | ||||||
|
York Water Co.
|
2,597 | 54,355 | ||||||
| 811,424 | ||||||||
|
Total Common Stocks (Cost $227,053,007)
|
326,212,533 | |||||||
|
Rights 0.0%
|
||||||||
|
Energy 0.0%
|
||||||||
|
EXCO Resources, Inc., Expiration Date 1/9/2014* (a)
|
25,991 | 4,159 | ||||||
|
Health Care 0.0%
|
||||||||
|
Cubist Pharmaceuticals, Inc., Expiration Date 12/31/2016*
|
9,453 | 12,761 | ||||||
|
Total Rights (Cost $21,009)
|
16,920 | |||||||
|
Shares
|
Value ($)
|
|||||||
|
Warrants 0.0%
|
||||||||
|
Energy 0.0%
|
||||||||
|
Magnum Hunter Resources Corp., Expiration Date 4/15/2016*
|
3,420 | 5,785 | ||||||
|
Financials 0.0%
|
||||||||
|
Tejon Ranch Co., Expiration Date 8/31/2016*
|
403 | 2,156 | ||||||
|
Total Warrants (Cost $2,752)
|
7,941 | |||||||
|
Principal Amount ($)
|
Value ($)
|
|||||||
|
Government & Agency Obligation 0.4%
|
||||||||
|
U.S. Treasury Obligation
|
||||||||
|
U.S. Treasury Bill, 0.05%**, 4/10/2014 (b) (Cost $1,334,816)
|
1,335,000 | 1,334,828 | ||||||
|
Shares
|
Value ($)
|
|||||||
|
Securities Lending Collateral 18.7%
|
||||||||
|
Daily Assets Fund Institutional, 0.08% (c) (d) (Cost $62,770,694)
|
62,770,694 | 62,770,694 | ||||||
|
Cash Equivalents 1.6%
|
||||||||
|
Central Cash Management Fund, 0.05% (c) (Cost $5,475,071)
|
5,475,071 | 5,475,071 | ||||||
|
% of Net Assets
|
Value ($)
|
|||||||
|
Total Investment Portfolio (Cost $296,657,349)†
|
117.8 | 395,817,987 | ||||||
|
Other Assets and Liabilities, Net
|
(17.8 | ) | (59,847,508 | ) | ||||
|
Net Assets
|
100.0 | 335,970,479 | ||||||
|
Futures
|
Currency
|
Expiration Date
|
Notional Value ($)
|
Unrealized Appreciation ($)
|
||||||||||
|
Russell E Mini 2000 Index
|
USD
|
3/21/2014
|
62 | 7,200,680 | 291,739 | |||||||||
|
Currency Abbreviation
|
|
USD United States Dollar
|
|
Assets
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
|
Common Stocks (e)
|
$ | 326,202,495 | $ | 10,038 | $ | — | $ | 326,212,533 | ||||||||
|
Rights (e)
|
16,920 | — | — | 16,920 | ||||||||||||
|
Warrants
|
2,156 | — | 5,785 | 7,941 | ||||||||||||
|
Government & Agency Obligations
|
— | 1,334,828 | — | 1,334,828 | ||||||||||||
|
Short-Term Investments (e)
|
68,245,765 | — | — | 68,245,765 | ||||||||||||
|
Derivatives (f)
Futures Contracts
|
291,739 | — | — | 291,739 | ||||||||||||
|
Total
|
$ | 394,759,075 | $ | 1,344,866 | $ | 5,785 | $ | 396,109,726 | ||||||||
|
as of December 31, 2013
|
||||
|
Assets
|
||||
|
Investments:
Investments in non-affiliated securities, at value (cost $228,411,584) — including $61,220,885 of securities loaned
|
$ | 327,572,222 | ||
|
Investment in Daily Assets Fund Institutional (cost $62,770,694)*
|
62,770,694 | |||
|
Investment in Central Cash Management Fund (cost $5,475,071)
|
5,475,071 | |||
|
Total investments in securities, at value (cost $296,657,349)
|
395,817,987 | |||
|
Cash
|
31,888 | |||
|
Receivable for investments sold
|
44,450 | |||
|
Receivable for Fund shares sold
|
2,944,983 | |||
|
Dividends receivable
|
393,014 | |||
|
Interest receivable
|
61,239 | |||
|
Receivable for variation margin on futures contracts
|
20,604 | |||
|
Due from Advisor
|
143 | |||
|
Other assets
|
6,086 | |||
|
Total assets
|
399,320,394 | |||
|
Liabilities
|
||||
|
Payable upon return of securities loaned
|
62,770,694 | |||
|
Payable for investments purchased
|
56,755 | |||
|
Payable for Fund shares redeemed
|
261,830 | |||
|
Accrued management fee
|
79,267 | |||
|
Accrued Trustees' fees
|
4,470 | |||
|
Other accrued expenses and payables
|
176,899 | |||
|
Total liabilities
|
63,349,915 | |||
|
Net assets, at value
|
$ | 335,970,479 | ||
|
Net Assets Consist of
|
||||
|
Undistributed net investment income
|
3,147,164 | |||
|
Net unrealized appreciation (depreciation) on:
Investments
|
99,160,638 | |||
|
Futures
|
291,739 | |||
|
Accumulated net realized gain (loss)
|
14,489,844 | |||
|
Paid-in capital
|
218,881,094 | |||
|
Net assets, at value
|
$ | 335,970,479 | ||
|
Class A
Net Asset Value, offering and redemption price per share ($309,965,466 ÷ 17,517,574 outstanding shares of beneficial interest, $.001 par value, unlimited number of shares authorized)
|
$ | 17.69 | ||
|
Class B
Net Asset Value, offering and redemption price per share ($26,005,013 ÷ 1,470,660 outstanding shares of beneficial interest, $.001 par value, unlimited number of shares authorized)
|
$ | 17.68 | ||
|
for the year ended December 31, 2013
|
||||
|
Investment Income
|
||||
|
Income:
Dividends (net of foreign taxes withheld of $3,111)
|
$ | 4,274,433 | ||
|
Interest
|
1,263 | |||
|
Income distributions — Central Cash Management Fund
|
4,531 | |||
|
Securities lending income, including income from Daily Assets Fund Institutional, net of borrower rebates
|
792,496 | |||
|
Total income
|
5,072,723 | |||
|
Expenses:
Management fee
|
1,118,152 | |||
|
Administration fee
|
319,472 | |||
|
Services to shareholders
|
7,860 | |||
|
Distribution service fee (Class B)
|
81,330 | |||
|
Record keeping fee (Class B)
|
117 | |||
|
Custodian fee
|
39,193 | |||
|
Professional fees
|
75,985 | |||
|
Reports to shareholders
|
68,987 | |||
|
Trustees' fees and expenses
|
14,661 | |||
|
Other
|
68,310 | |||
|
Total expenses before expense reductions
|
1,794,067 | |||
|
Expense reductions
|
(258,990 | ) | ||
|
Total expenses after expense reductions
|
1,535,077 | |||
|
Net investment income (loss)
|
3,537,646 | |||
|
Realized and Unrealized Gain (Loss)
|
||||
|
Net realized gain (loss) from:
Investments
|
16,166,646 | |||
|
Futures
|
2,338,867 | |||
|
Foreign currency
|
(67 | ) | ||
|
In-kind redemptions
|
15,226,983 | |||
| 33,732,429 | ||||
|
Change in net unrealized appreciation (depreciation) on:
Investments
|
68,891,577 | |||
|
Futures
|
111,403 | |||
|
Foreign currency
|
16 | |||
| 69,002,996 | ||||
|
Net gain (loss)
|
102,735,425 | |||
|
Net increase (decrease) in net assets resulting from operations
|
$ | 106,273,071 | ||
|
Years Ended December 31,
|
||||||||
|
Increase (Decrease) in Net Assets
|
2013
|
2012
|
||||||
|
Operations:
Net investment income (loss)
|
$ | 3,537,646 | $ | 5,605,278 | ||||
|
Net realized gain (loss)
|
33,732,429 | 13,065,379 | ||||||
|
Change in net unrealized appreciation (depreciation)
|
69,002,996 | 27,581,442 | ||||||
|
Net increase (decrease) in net assets resulting from operations
|
106,273,071 | 46,252,099 | ||||||
|
Distributions to shareholders from:
Net investment income:
Class A
|
(5,181,767 | ) | (2,471,403 | ) | ||||
|
Class B
|
(649,644 | ) | (283,947 | ) | ||||
|
Net realized gains:
Class A
|
(12,456,476 | ) | (65,554 | ) | ||||
|
Class B
|
(1,826,741 | ) | (10,491 | ) | ||||
|
Total distributions
|
(20,114,628 | ) | (2,831,395 | ) | ||||
|
Fund share transactions:
Class A
Proceeds from shares sold
|
46,365,415 | 50,353,431 | ||||||
|
Reinvestment of distributions
|
17,638,243 | 2,536,957 | ||||||
|
Cost of shares redeemed
|
(64,690,808 | ) | (66,922,809 | ) | ||||
|
In-kind redemptions
|
(46,676,566 | ) | — | |||||
|
Net increase (decrease) in net assets from Class A share transactions
|
(47,363,716 | ) | (14,032,421 | ) | ||||
|
Class B
Proceeds from shares sold
|
2,558,345 | 4,411,564 | ||||||
|
Reinvestment of distributions
|
2,476,385 | 294,438 | ||||||
|
Payments for shares redeemed
|
(8,601,439 | ) | (10,455,590 | ) | ||||
|
In-kind redemptions
|
(20,534,236 | ) | — | |||||
|
Net increase (decrease) in net assets from Class B share transactions
|
(24,100,945 | ) | (5,749,588 | ) | ||||
|
Increase (decrease) in net assets
|
14,693,782 | 23,638,695 | ||||||
|
Net assets at beginning of period
|
321,276,697 | 297,638,002 | ||||||
|
Net assets at end of period (including undistributed net investment income of $3,147,164 and $5,735,971, respectively)
|
$ | 335,970,479 | $ | 321,276,697 | ||||
|
Other Information
|
||||||||
|
Class A
Shares outstanding at beginning of period
|
20,638,404 | 21,776,446 | ||||||
|
Shares sold
|
2,970,719 | 3,881,846 | ||||||
|
Shares issued to shareholders in reinvestment of distributions
|
1,243,882 | 197,737 | ||||||
|
Shares redeemed
|
(4,231,936 | ) | (5,217,625 | ) | ||||
|
In-kind redemptions
|
(3,103,495 | ) | — | |||||
|
Net increase (decrease) in Class A shares
|
(3,120,830 | ) | (1,138,042 | ) | ||||
|
Shares outstanding at end of period
|
17,517,574 | 20,638,404 | ||||||
|
Class B
Shares outstanding at beginning of period
|
3,049,367 | 3,504,335 | ||||||
|
Shares sold
|
166,190 | 341,336 | ||||||
|
Shares issued to shareholders in reinvestment of distributions
|
174,516 | 22,930 | ||||||
|
Shares redeemed
|
(555,012 | ) | (819,234 | ) | ||||
|
In-kind redemptions
|
(1,364,401 | ) | — | |||||
|
Net increase (decrease) in Class B shares
|
(1,578,707 | ) | (454,968 | ) | ||||
|
Shares outstanding at end of period
|
1,470,660 | 3,049,367 | ||||||
|
Years Ended December 31,
|
|||||||||||||||||||||
|
Class A
|
2013
|
2012
|
2011
|
2010
|
2009
|
||||||||||||||||
|
Selected Per Share Data
|
|||||||||||||||||||||
|
Net asset value, beginning of period
|
$ | 13.56 | $ | 11.77 | $ | 12.41 | $ | 9.90 | $ | 8.63 | |||||||||||
|
Income (loss) from investment operations:
Net investment income (loss)a
|
.18 | .23 | .12 | .10 | .10 | ||||||||||||||||
|
Net realized and unrealized gain (loss)
|
4.84 | 1.67 | (.65 | ) | 2.51 | 1.93 | |||||||||||||||
|
Total from investment operations
|
5.02 | 1.90 | (.53 | ) | 2.61 | 2.03 | |||||||||||||||
|
Less distributions from:
Net investment income
|
(.26 | ) | (.11 | ) | (.11 | ) | (.10 | ) | (.16 | ) | |||||||||||
|
Net realized gains
|
(.63 | ) | (.00 | )* | — | — | (.60 | ) | |||||||||||||
|
Total distributions
|
(.89 | ) | (.11 | ) | (.11 | ) | (.10 | ) | (.76 | ) | |||||||||||
|
Net asset value, end of period
|
$ | 17.69 | $ | 13.56 | $ | 11.77 | $ | 12.41 | $ | 9.90 | |||||||||||
|
Total Return (%)b
|
38.64 | 16.25 | (4.41 | ) | 26.39 | 26.57 | |||||||||||||||
|
Ratios to Average Net Assets and Supplemental Data
|
|||||||||||||||||||||
|
Net assets, end of period ($ millions)
|
310 | 280 | 256 | 285 | 258 | ||||||||||||||||
|
Ratio of expenses before expense reductions (%)
|
.54 | .55 | .52 | .52 | .56 | ||||||||||||||||
|
Ratio of expenses after expense reductions (%)
|
.46 | .49 | .50 | .52 | .50 | ||||||||||||||||
|
Ratio of net investment income (loss) (%)
|
1.14 | 1.81 | .94 | .96 | 1.19 | ||||||||||||||||
|
Portfolio turnover rate (%)
|
13 | c | 20 | 15 | 16 | 26 | |||||||||||||||
|
a Based on average shares outstanding during the period.
b Total return would have been lower had certain expenses not been reduced.
c Excludes portfolio securities delivered as a result of processing redemption in-kind transactions.
* Amount is less than $.005.
|
|||||||||||||||||||||
|
Years Ended December 31,
|
|||||||||||||||||||||
|
Class B
|
2013
|
2012
|
2011
|
2010
|
2009
|
||||||||||||||||
|
Selected Per Share Data
|
|||||||||||||||||||||
|
Net asset value, beginning of period
|
$ | 13.55 | $ | 11.77 | $ | 12.40 | $ | 9.89 | $ | 8.62 | |||||||||||
|
Income (loss) from investment operations:
Net investment income (loss)a
|
.12 | .20 | .08 | .08 | .08 | ||||||||||||||||
|
Net realized and unrealized gain (loss)
|
4.86 | 1.66 | (.64 | ) | 2.50 | 1.93 | |||||||||||||||
|
Total from investment operations
|
4.98 | 1.86 | (.56 | ) | 2.58 | 2.01 | |||||||||||||||
|
Less distributions from:
Net investment income
|
(.22 | ) | (.08 | ) | (.07 | ) | (.07 | ) | (.14 | ) | |||||||||||
|
Net realized gains
|
(.63 | ) | (.00 | )* | — | — | (.60 | ) | |||||||||||||
|
Total distributions
|
(.85 | ) | (.08 | ) | (.07 | ) | (.07 | ) | (.74 | ) | |||||||||||
|
Net asset value, end of period
|
$ | 17.68 | $ | 13.55 | $ | 11.77 | $ | 12.40 | $ | 9.89 | |||||||||||
|
Total Return (%)b
|
38.31 | 15.88 | (4.58 | ) | 26.11 | 26.27 | |||||||||||||||
|
Ratios to Average Net Assets and Supplemental Data
|
|||||||||||||||||||||
|
Net assets, end of period ($ millions)
|
26 | 41 | 41 | 50 | 45 | ||||||||||||||||
|
Ratio of expenses before expense reductions (%)
|
.79 | .80 | .77 | .77 | .81 | ||||||||||||||||
|
Ratio of expenses after expense reductions (%)
|
.70 | .74 | .75 | .77 | .75 | ||||||||||||||||
|
Ratio of net investment income (loss) (%)
|
.82 | 1.54 | .69 | .71 | .93 | ||||||||||||||||
|
Portfolio turnover rate (%)
|
13 | c | 20 | 15 | 16 | 26 | |||||||||||||||
|
a Based on average shares outstanding during the period.
b Total return would have been lower had certain expenses not been reduced.
c Excludes portfolio securities delivered as a result of processing redemption in-kind transactions.
* Amount is less than $.005.
|
|||||||||||||||||||||
|
Undistributed ordinary income*
|
$ | 5,114,417 | ||
|
Undistributed long-term capital gains
|
$ | 16,716,144 | ||
|
Unrealized appreciation (depreciation) on investments
|
$ | 95,194,288 |
|
Years Ended December 31,
|
||||||||
|
2012
|
||||||||
|
Distributions from ordinary income*
|
$ | 6,229,494 | $ | 2,755,350 | ||||
|
Distributions from long-term capital gains
|
$ | 13,885,134 | $ | 76,045 | ||||
|
Asset Derivative
|
Futures Contracts
|
|||
|
Equity Contracts (a)
|
$ | 291,739 | ||
|
The above derivative is located in the following Statement of Assets and Liabilities account:
(a) Includes cumulative appreciation of futures contracts as disclosed in the Investment Portfolio. Unsettled variation margin is disclosed separately within the Statement of Assets and Liabilities.
|
||||
|
Realized Gain (Loss)
|
Futures Contracts
|
|||
|
Equity Contracts (a)
|
$ | 2,338,867 | ||
|
The above derivative is located in the following Statement of Operations account:
(a) Net realized gain (loss) from futures
|
||||
|
Change in Net Unrealized Appreciation (Depreciation)
|
Futures Contracts
|
|||
|
Equity Contracts (a)
|
$ | 111,403 | ||
|
The above derivative is located in the following Statement of Operations account:
(a) Change in net unrealized appreciation (depreciation) on futures
|
||||
|
Class A
|
.45%
|
|
Class B
|
.70%
|
|
Class A
|
.47%
|
|
Class B
|
.72%
|
|
Distribution Service Fee
|
Total Aggregated
|
Waived
|
Unpaid at December 31, 2013
|
|||||||||
|
Class B
|
$ | 81,330 | $ | 105 | $ | 5,500 | ||||||
|
Services to Shareholders
|
Total Aggregated
|
Waived
|
||||||
|
Class A
|
$ | 1,062 | $ | 1,062 | ||||
|
Class B
|
320 | 320 | ||||||
| $ | 1,382 | $ | 1,382 | |||||
|
Boston, Massachusetts
|
PricewaterhouseCoopers LLP
|
|
Expenses and Value of a $1,000 Investment for the six months ended December 31, 2013 (Unaudited)
|
||||||||
|
Actual Fund Return
|
Class A
|
Class B
|
||||||
|
Beginning Account Value 7/1/13
|
$ | 1,000.00 | $ | 1,000.00 | ||||
|
Ending Account Value 12/31/13
|
$ | 1,196.90 | $ | 1,195.40 | ||||
|
Expenses Paid per $1,000*
|
$ | 2.55 | $ | 3.93 | ||||
|
Hypothetical 5% Fund Return
|
Class A
|
Class B
|
||||||
|
Beginning Account Value 7/1/13
|
$ | 1,000.00 | $ | 1,000.00 | ||||
|
Ending Account Value 12/31/13
|
$ | 1,022.89 | $ | 1,021.63 | ||||
|
Expenses Paid per $1,000*
|
$ | 2.35 | $ | 3.62 | ||||
|
Annualized Expense Ratios
|
Class A
|
Class B
|
|||
|
DWS Small Cap Index VIP
|
.46%
|
.71%
|
|
Independent Board Members
|
||||
|
Name, Year of Birth, Position with the Fund and Length of Time Served1
|
Business Experience and Directorships During the Past Five Years
|
Number of Funds in DWS Fund Complex Overseen
|
Other Directorships Held by Board Member
|
|
|
Kenneth C. Froewiss (1945)
Chairperson since 2013, and Board Member since 2001
|
Adjunct Professor of Finance, NYU Stern School of Business (September 2009-present; Clinical Professor from 1997-September 2009); Member, Finance Committee, Association for Asian Studies (2002-present); Director, Mitsui Sumitomo Insurance Group (US) (2004-present); prior thereto, Managing Director, J.P. Morgan (investment banking firm) (until 1996)
|
103
|
—
|
|
|
William McClayton (1944)
Vice Chairperson since 2013, and Board Member since 2004
|
Private equity investor (since October 2009); previously, Managing Director, Diamond Management & Technology Consultants, Inc. (global consulting firm) (2001-2009); Directorship: Board of Managers, YMCA of Metropolitan Chicago; formerly: Senior Partner, Arthur Andersen LLP (accounting) (1966-2001); Trustee, Ravinia Festival
|
103
|
—
|
|
|
John W. Ballantine (1946)
Board Member since 1999
|
Retired; formerly, Executive Vice President and Chief Risk Management Officer, First Chicago NBD Corporation/The First National Bank of Chicago (1996-1998); Executive Vice President and Head of International Banking (1995-1996); former Directorships: Stockwell Capital Investments PLC (private equity); First Oak Brook Bancshares, Inc. and Oak Brook Bank; Prisma Energy International
|
103
|
Chairman of the Board, Healthways, Inc.2 (provider of disease and care management services) (2003- present); Portland General Electric2 (utility company) (2003- present)
|
|
|
Henry P. Becton, Jr. (1943)
Board Member since 1990
|
Vice Chair and former President, WGBH Educational Foundation. Directorships: Public Radio International; Public Radio Exchange (PRX); North Bennett Street School (Boston); former Directorships: The PBS Foundation; Association of Public Television Stations; Boston Museum of Science; American Public Television; Concord Academy; New England Aquarium; Mass. Corporation for Educational Telecommunications; Committee for Economic Development; Public Broadcasting Service; Connecticut College
|
103
|
Lead Director, Becton Dickinson and Company2 (medical technology company); Lead Director, Belo Corporation2 (media company)
|
|
|
Dawn-Marie Driscoll (1946)
Board Member since 1987
|
President, Driscoll Associates (consulting firm); Emeritus Executive Fellow, Center for Business Ethics, Bentley University; formerly, Partner, Palmer & Dodge (1988-1990); Vice President of Corporate Affairs and General Counsel, Filene's (1978-1988). Directorships: Director of ICI Mutual Insurance Company (since 2007); Advisory Board, Center for Business Ethics, Bentley University; Chairman of the Board of Trustees, Southwest Florida Community Foundation (charitable organization); former Directorships: Sun Capital Advisers Trust (mutual funds) (2007-2012), Investment Company Institute (audit, executive, nominating committees) and Independent Directors Council (governance, executive committees)
|
103
|
—
|
|
|
Keith R. Fox, CFA (1954)
Board Member since 1996
|
Managing General Partner, Exeter Capital Partners (a series of private investment funds) (since 1986). Directorships: Progressive International Corporation (kitchen goods importer and distributor); The Kennel Shop (retailer); former Chairman, National Association of Small Business Investment Companies; former Directorships: BoxTop Media Inc. (advertising); Sun Capital Advisers Trust (mutual funds) (2011-2012)
|
103
|
—
|
|
|
Paul K. Freeman (1950)
Board Member since 1993
|
Consultant, World Bank/Inter-American Development Bank; Executive and Governing Council of the Independent Directors Council (Chairman of Education Committee); formerly: Project Leader, International Institute for Applied Systems Analysis (1998-2001); Chief Executive Officer, The Eric Group, Inc. (environmental insurance) (1986-1998); Directorships: Denver Zoo Foundation (December 2012-present); former Directorships: Prisma Energy International
|
103
|
—
|
|
|
Richard J. Herring (1946)
Board Member since 1990
|
Jacob Safra Professor of International Banking and Professor, Finance Department, The Wharton School, University of Pennsylvania (since July 1972); Co-Director, Wharton Financial Institutions Center (since July 2000); Co-Chair, U.S. Shadow Financial Regulatory Committee; Executive Director, Financial Economists Roundtable; formerly: Vice Dean and Director, Wharton Undergraduate Division (July 1995-June 2000); Director, Lauder Institute of International Management Studies (July 2000-June 2006)
|
103
|
Director, Japan Equity Fund, Inc. (since September 2007), Thai Capital Fund, Inc. (since 2007), Singapore Fund, Inc. (since September 2007), Independent Director of Barclays Bank Delaware (since September 2010)
|
|
|
Rebecca W. Rimel (1951)
Board Member since 1995
|
President and Chief Executive Officer, The Pew Charitable Trusts (charitable organization) (1994 to present); formerly: Executive Vice President, The Glenmede Trust Company (investment trust and wealth management) (1983-2004); Board Member, Investor Education (charitable organization) (2004-2005); Trustee, Executive Committee, Philadelphia Chamber of Commerce (2001-2007); Director, Viasys Health Care2 (January 2007-June 2007); Trustee, Thomas Jefferson Foundation (charitable organization) (1994-2012)
|
103
|
Director, Becton Dickinson and Company2 (medical technology company) (2012- present); Director, CardioNet, Inc.2 (health care) (2009- present)
|
|
|
William N. Searcy, Jr. (1946)
Board Member since 1993
|
Private investor since October 2003; formerly: Pension & Savings Trust Officer, Sprint Corporation2 (telecommunications) (November 1989-September 2003); Trustee, Sun Capital Advisers Trust (mutual funds) (1998-2012)
|
103
|
—
|
|
|
Jean Gleason Stromberg (1943)
Board Member since 1997
|
Retired. Formerly, Consultant (1997-2001); Director, Financial Markets U.S. Government Accountability Office (1996-1997); Partner, Fulbright & Jaworski, L.L.P. (law firm) (1978-1996). Directorships: The William and Flora Hewlett Foundation; former Directorships: Service Source, Inc., Mutual Fund Directors Forum (2002-2004), American Bar Retirement Association (funding vehicle for retirement plans) (1987-1990 and 1994-1996)
|
103
|
—
|
|
|
Robert H. Wadsworth
(1940)
Board Member since 1999
|
President, Robert H. Wadsworth & Associates, Inc. (consulting firm) (1983 to present); Director, National Horizon, Inc. (non-profit organization); Director and Treasurer, The Phoenix Boys Choir Association
|
106
|
—
|
|
|
Officers4
|
||
|
Name, Year of Birth, Position with the Fund and Length of Time Served5
|
Business Experience and Directorships During the Past Five Years
|
|
|
Brian E. Binder8,9 (1972)
President and Chief Executive Officer, 2013-present
|
Managing Director3 and Head of Fund Administration, Deutsche Asset & Wealth Management (2013-present); formerly: Head of Business Management and Consulting at Invesco, Ltd. (2010-2012); Chief Administrative Officer, Van Kampen Funds Inc. (2008-2010); and Chief Administrative Officer, Morgan Stanley Investment Management Americas Distribution (2003-2008)
|
|
|
John Millette7 (1962)
Vice President and Secretary, 1999-present
|
Director,3 Deutsche Asset & Wealth Management
|
|
|
Paul H. Schubert6 (1963)
Chief Financial Officer, 2004-present
Treasurer, 2005-present
|
Managing Director,3 Deutsche Asset & Wealth Management (since July 2004); formerly: Executive Director, Head of Mutual Fund Services and Treasurer for UBS Family of Funds (1998-2004); Vice President and Director of Mutual Fund Finance at UBS Global Asset Management (1994-1998)
|
|
|
Caroline Pearson7 (1962)
Chief Legal Officer,
2010-present
|
Managing Director,3 Deutsche Asset & Wealth Management; formerly: Assistant Secretary for DWS family of funds (1997-2010)
|
|
|
Melinda Morrow6 (1970)
Vice President,
2012-present
|
Director,3 Deutsche Asset & Wealth Management
|
|
|
Hepsen Uzcan7 (1974)
Assistant Secretary, 2013-present
|
Vice President, Deutsche Asset & Wealth Management
|
|
|
Paul Antosca7 (1957)
Assistant Treasurer, 2007-present
|
Director,3 Deutsche Asset & Wealth Management
|
|
|
Jack Clark7 (1967)
Assistant Treasurer, 2007-present
|
Director,3 Deutsche Asset & Wealth Management
|
|
|
Diane Kenneally7 (1966)
Assistant Treasurer, 2007-present
|
Director,3 Deutsche Asset & Wealth Management
|
|
|
John Caruso6 (1965)
Anti-Money Laundering Compliance Officer, 2010-present
|
Managing Director,3 Deutsche Asset & Wealth Management
|
|
|
Robert Kloby6 (1962)
Chief Compliance Officer, 2006-present
|
Managing Director,3 Deutsche Asset & Wealth Management
|
|
|
ITEM 2.
|
CODE OF ETHICS
|
|
As of the end of the period covered by this report, the registrant has adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to its Principal Executive Officer and Principal Financial Officer.
There have been no amendments to, or waivers from, a provision of the code of ethics during the period covered by this report that would require disclosure under Item 2.
A copy of the code of ethics is filed as an exhibit to this Form N-CSR.
|
|
|
ITEM 3.
|
AUDIT COMMITTEE FINANCIAL EXPERT
|
|
The fund’s audit committee is comprised solely of trustees who are "independent" (as such term has been defined by the Securities and Exchange Commission ("SEC") in regulations implementing Section 407 of the Sarbanes-Oxley Act (the "Regulations")). The fund’s Board of Trustees has determined that there are several "audit committee financial experts" (as such term has been defined by the Regulations) serving on the fund’s audit committee including Mr. Paul K. Freeman, the chair of the fund’s audit committee. An “audit committee financial expert” is not an “expert” for any purpose, including for purposes of Section 11 of the Securities Act of 1933 and the designation or identification of a person as an “audit committee financial expert” does not impose on such person any duties, obligations or liability that are greater than the duties, obligations and liability imposed on such
person as a member of the audit committee and board of directors in the absence of such designation or identification.
|
|
|
ITEM 4.
|
PRINCIPAL ACCOUNTANT FEES AND SERVICES
|
|
Fiscal Year Ended December 31,
|
Audit Fees Billed to Fund
|
Audit-Related
Fees Billed to Fund
|
Tax Fees Billed to Fund
|
All
Other Fees Billed to Fund
|
||||||||||||
|
2013
|
$ | 47,347 | $ | 0 | $ | 0 | $ | 0 | ||||||||
|
2012
|
$ | 43,315 | $ | 0 | $ | 0 | $ | 0 | ||||||||
|
Fiscal Year Ended December 31,
|
Audit-Related
Fees Billed to Adviser and Affiliated Fund Service Providers
|
Tax Fees Billed to Adviser and Affiliated Fund Service Providers
|
All
Other Fees Billed to Adviser and Affiliated Fund Service Providers
|
|||||||||
|
2013
|
$ | 0 | $ | 66,535 | $ | 0 | ||||||
|
2012
|
$ | 0 | $ | 56,300 | $ | 0 | ||||||
|
Fiscal Year Ended December 31,
|
Total
Non-Audit Fees Billed to Fund
(A)
|
Total Non-Audit Fees billed to Adviser and Affiliated Fund Service Providers (engagements related directly to the operations and financial reporting of the Fund)
(B)
|
Total Non-Audit Fees billed to Adviser and Affiliated Fund Service Providers (all other engagements)
(C)
|
Total of (A), (B)
and (C)
|
||||||||||||
|
2013
|
$ | 0 | $ | 66,535 | $ | 0 | $ | 66,535 | ||||||||
|
2012
|
$ | 0 | $ | 56,300 | $ | 0 | $ | 56,300 | ||||||||
|
ITEM 5.
|
AUDIT COMMITTEE OF LISTED REGISTRANTS
|
|
|
Not applicable
|
||
|
ITEM 6.
|
SCHEDULE OF INVESTMENTS
|
|
|
Not applicable
|
||
|
ITEM 7.
|
DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES
|
|
|
Not applicable
|
||
|
ITEM 8.
|
PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES
|
|
|
Not applicable
|
||
|
ITEM 9.
|
PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS
|
|
|
Not applicable
|
||
|
ITEM 10.
|
SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS
|
|
|
There were no material changes to the procedures by which shareholders may recommend nominees to the Fund’s Board. The primary function of the Nominating and Governance Committee is to identify and recommend individuals for membership on the Board and oversee the administration of the Board Governance Guidelines. Shareholders may recommend candidates for Board positions by forwarding their correspondence by U.S. mail or courier service to Kenneth C. Froewiss, Independent Chairman, DWS Mutual Funds, P.O. Box 78, Short Hills, NJ 07078.
|
||
|
ITEM 11.
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CONTROLS AND PROCEDURES
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(a)
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The Chief Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on the evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
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(b)
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There have been no changes in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal controls over financial reporting.
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ITEM 12.
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EXHIBITS
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(a)(1)
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Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH.
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(a)(2)
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Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT.
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(b)
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Certification pursuant to Rule 30a-2(b) under the Investment Company Act of 1940 (17 CFR 270.30a-2(b)) is furnished and attached hereto as Exhibit 99.906CERT.
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Registrant:
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DWS Small Cap Index VIP, a series of DWS Investments VIT Funds
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By:
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President
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Date:
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By:
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President
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Date:
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By:
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Chief Financial Officer and Treasurer
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Date:
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| This ‘N-CSR’ Filing | Date | Other Filings | ||
|---|---|---|---|---|
 | ||||
| 9/30/14 | ||||
| Filed on / Effective on: | 2/26/14 | N-CSR | ||
| 2/20/14 | ||||
| 2/14/14 | ||||
| For Period End: | 12/31/13 | 24F-2NT, N-CSR, NSAR-B | ||
| 12/18/13 | ||||
| 12/1/13 | ||||
| 10/1/13 | ||||
| 9/30/13 | N-Q | |||
| 7/1/13 | ||||
| 5/1/13 | 485BPOS, 497, 497K | |||
| 1/24/13 | 497 | |||
| 1/1/13 | ||||
| 12/31/12 | 24F-2NT, N-CSR, NSAR-B | |||
| List all Filings | ||||