|
Shares
|
|
Value ($)
|
|
|
|
|
Consumer Discretionary 13.0%
|
|
Auto Components 1.0%
|
|
BorgWarner, Inc.* (a)
|
|
339,047
|
|
29,208,900
|
|
Hotels, Restaurants & Leisure 1.5%
|
|
Starwood Hotels & Resorts Worldwide, Inc. (a)
|
|
429,190
|
|
27,120,516
|
|
Wynn Resorts Ltd.
|
|
120,515
|
|
15,425,920
|
|
|
|
42,546,436
|
|
Internet & Catalog Retail 0.7%
|
|
Amazon.com, Inc.*
|
|
74,897
|
|
20,798,148
|
|
Media 1.8%
|
|
Comcast Corp. "A"
|
|
553,894
|
|
23,197,081
|
|
News Corp. "A"*
|
|
877,546
|
|
28,607,999
|
|
|
|
51,805,080
|
|
Multiline Retail 0.8%
|
|
Macy's, Inc.
|
|
452,935
|
|
21,740,880
|
|
Specialty Retail 3.9%
|
|
Dick's Sporting Goods, Inc.
|
|
630,634
|
|
31,569,538
|
|
Home Depot, Inc.
|
|
506,744
|
|
39,257,458
|
|
L Brands, Inc.
|
|
754,717
|
|
37,169,812
|
|
|
|
107,996,808
|
|
Textiles, Apparel & Luxury Goods 3.3%
|
|
NIKE, Inc. "B"
|
|
1,087,715
|
|
69,265,691
|
|
VF Corp.
|
|
116,368
|
|
22,466,006
|
|
|
|
91,731,697
|
|
Consumer Staples 9.9%
|
|
Beverages 2.7%
|
|
Beam, Inc.
|
|
354,400
|
|
22,366,184
|
|
PepsiCo, Inc.
|
|
651,036
|
|
53,248,235
|
|
|
|
75,614,419
|
|
Food & Staples Retailing 2.8%
|
|
Costco Wholesale Corp.
|
|
337,334
|
|
37,299,020
|
|
Whole Foods Market, Inc.
|
|
797,279
|
|
41,043,923
|
|
|
|
78,342,943
|
|
Food Products 2.7%
|
|
Hillshire Brands Co.
|
|
998,099
|
|
33,017,115
|
|
Kraft Foods Group, Inc.
|
|
770,575
|
|
43,052,025
|
|
|
|
76,069,140
|
|
Household Products 1.7%
|
|
Procter & Gamble Co.
|
|
613,023
|
|
47,196,641
|
|
Energy 10.6%
|
|
Energy Equipment & Services 2.6%
|
|
Cameron International Corp.*
|
|
491,233
|
|
30,043,810
|
|
Schlumberger Ltd.
|
|
602,521
|
|
43,176,655
|
|
|
|
73,220,465
|
|
Oil, Gas & Consumable Fuels 8.0%
|
|
Anadarko Petroleum Corp.
|
|
508,298
|
|
43,678,047
|
|
Chevron Corp.
|
|
839,641
|
|
99,363,116
|
|
Concho Resources, Inc.*
|
|
221,676
|
|
18,558,715
|
|
EOG Resources, Inc.
|
|
235,831
|
|
31,054,226
|
|
Pioneer Natural Resources Co.
|
|
101,805
|
|
14,736,274
|
|
Valero Energy Corp.
|
|
461,777
|
|
16,055,986
|
|
|
|
223,446,364
|
|
Financials 17.7%
|
|
Capital Markets 4.8%
|
|
Affiliated Managers Group, Inc.*
|
|
354,928
|
|
58,186,896
|
|
Ameriprise Financial, Inc.
|
|
784,482
|
|
63,448,904
|
|
Charles Schwab Corp.
|
|
640,864
|
|
13,605,543
|
|
|
|
135,241,343
|
|
Consumer Finance 1.8%
|
|
Discover Financial Services
|
|
1,060,383
|
|
50,516,646
|
|
Diversified Financial Services 5.6%
|
|
Citigroup, Inc.
|
|
1,597,448
|
|
76,629,580
|
|
JPMorgan Chase & Co.
|
|
1,519,896
|
|
80,235,310
|
|
|
|
156,864,890
|
|
Insurance 3.1%
|
|
Prudential Financial, Inc.
|
|
788,015
|
|
57,548,736
|
|
The Travelers Companies, Inc.
|
|
352,010
|
|
28,132,639
|
|
|
|
85,681,375
|
|
Real Estate Investment Trusts 2.4%
|
|
American Tower Corp. (REIT)
|
|
731,322
|
|
53,510,831
|
|
Apartment Investment & Management Co. "A" (REIT)
|
|
464,611
|
|
13,956,914
|
|
|
|
67,467,745
|
|
Health Care 15.2%
|
|
Biotechnology 5.7%
|
|
Celgene Corp.*
|
|
533,856
|
|
62,413,105
|
|
Gilead Sciences, Inc.*
|
|
1,305,240
|
|
66,841,341
|
|
Medivation, Inc.*
|
|
599,301
|
|
29,485,609
|
|
|
|
158,740,055
|
|
Health Care Equipment & Supplies 2.7%
|
|
CareFusion Corp.*
|
|
1,111,400
|
|
40,955,090
|
|
The Cooper Companies, Inc.
|
|
289,988
|
|
34,523,071
|
|
|
|
75,478,161
|
|
Health Care Providers & Services 3.7%
|
|
Express Scripts Holding Co.*
|
|
968,818
|
|
59,766,382
|
|
McKesson Corp.
|
|
391,118
|
|
44,783,011
|
|
|
|
104,549,393
|
|
Life Sciences Tools & Services 1.6%
|
|
Thermo Fisher Scientific, Inc. (a)
|
|
542,061
|
|
45,874,622
|
|
Pharmaceuticals 1.5%
|
|
Merck & Co., Inc. (a)
|
|
875,488
|
|
40,666,418
|
|
Industrials 11.6%
|
|
Aerospace & Defense 2.0%
|
|
Boeing Co.
|
|
280,570
|
|
28,741,591
|
|
TransDigm Group, Inc.
|
|
171,806
|
|
26,934,027
|
|
|
|
55,675,618
|
|
Electrical Equipment 3.7%
|
|
AMETEK, Inc.
|
|
1,029,818
|
|
43,561,302
|
|
Regal-Beloit Corp.
|
|
263,160
|
|
17,063,294
|
|
Roper Industries, Inc.
|
|
339,946
|
|
42,228,092
|
|
|
|
102,852,688
|
|
Industrial Conglomerates 2.5%
|
|
General Electric Co.
|
|
3,011,707
|
|
69,841,485
|
|
Machinery 2.1%
|
|
Parker Hannifin Corp. (a)
|
|
338,925
|
|
32,333,445
|
|
SPX Corp.
|
|
370,890
|
|
26,696,662
|
|
|
|
59,030,107
|
|
Road & Rail 1.3%
|
|
Norfolk Southern Corp. (a)
|
|
505,094
|
|
36,695,079
|
|
Information Technology 15.9%
|
|
Communications Equipment 1.7%
|
|
QUALCOMM, Inc.
|
|
782,400
|
|
47,788,992
|
|
Computers & Peripherals 4.8%
|
|
Apple, Inc.
|
|
219,084
|
|
86,774,791
|
|
EMC Corp.
|
|
1,946,501
|
|
45,976,353
|
|
Stratasys Ltd.*
|
|
26,650
|
|
2,231,671
|
|
|
|
134,982,815
|
|
Internet Software & Services 3.4%
|
|
eBay, Inc.*
|
|
728,551
|
|
37,680,658
|
|
Google, Inc. "A"*
|
|
64,001
|
|
56,344,560
|
|
|
|
94,025,218
|
|
IT Services 1.6%
|
|
Accenture PLC "A"
|
|
158,343
|
|
11,394,362
|
|
Visa, Inc. "A" (a)
|
|
180,030
|
|
32,900,483
|
|
|
|
44,294,845
|
|
Semiconductors & Semiconductor Equipment 0.5%
|
|
Broadcom Corp. "A"
|
|
379,144
|
|
12,799,902
|
|
Software 3.9%
|
|
Check Point Software Technologies Ltd.* (a)
|
|
402,383
|
|
19,990,387
|
|
Citrix Systems, Inc.*
|
|
262,919
|
|
15,861,903
|
|
Oracle Corp.
|
|
1,737,783
|
|
53,384,694
|
|
Solera Holdings, Inc.
|
|
381,221
|
|
21,214,949
|
|
|
|
110,451,933
|
|
Materials 3.4%
|
|
Chemicals 3.0%
|
|
Ecolab, Inc.
|
|
468,253
|
|
39,890,473
|
|
LyondellBasell Industries NV "A"
|
|
286,106
|
|
18,957,384
|
|
Monsanto Co.
|
|
258,378
|
|
25,527,746
|
|
|
|
84,375,603
|
|
Metals & Mining 0.4%
|
|
Freeport-McMoRan Copper & Gold, Inc.
|
|
421,188
|
|
11,629,001
|
|
Telecommunication Services 0.5%
|
|
Wireless Telecommunication Services
|
|
Crown Castle International Corp.*
|
|
203,723
|
|
14,747,508
|
|
Utilities 1.5%
|
|
Electric Utilities 1.0%
|
|
NextEra Energy, Inc.
|
|
360,573
|
|
29,379,488
|
|
Water Utilities 0.5%
|
|
American Water Works Co., Inc.
|
|
342,146
|
|
14,106,680
|
|
|
Total Common Stocks
(Cost $2,761,743,434)
|
|
2,783,475,531
|
|
|
|
|
Financials
|
|
|
Real Estate Investment Trusts
|
|
Weyerhaeuser Co. Series A (Cost $2,500,000)
|
|
50,000
|
|
2,550,500
|
|
|
Securities Lending Collateral 7.8%
|
|
Daily Assets Fund Institutional, 0.10% (b) (c)
(Cost $217,220,080)
|
|
|
217,220,080
|
|
217,220,080
|
|
|
|
|
Central Cash Management Fund, 0.07% (b)
(Cost $50,674,204)
|
|
|
50,674,204
|
|
50,674,204
|
|
|
|
|
|
|
|
% of
Net Assets
|
|
Value ($)
|
|
|
Total Investment Portfolio
(Cost $3,032,137,718) †
|
109.0
|
|
3,053,920,315
|
|
Other Assets and Liabilities, Net
|
(9.0)
|
|
(251,268,992)
|
|
|
Net Assets
|
100.0
|
|
2,802,651,323
|
|