UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number 811-21293
Nuveen Multi-Strategy Income and Growth Fund | ||||||||
(Exact name of registrant as specified in charter) | ||||||||
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333 West Wacker Drive, Chicago, Illinois 60606 |
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(Address of principal executive offices) (Zip code) |
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Kevin J. McCarthyVice President and Secretary |
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(Name and address of agent for service) |
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Registrants telephone number, including area code: |
312-917-7700 |
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Date of fiscal year end: |
12/31 |
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Date of reporting period: |
9/30/2011 |
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Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (OMB) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Schedule of Investments
|
|
Portfolio of Investments (Unaudited) |
|
|
|
|
|
Nuveen Multi-Strategy Income and Growth Fund (JPC) |
|
|
|
|
|
September 30, 2011 |
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|
|
Shares |
|
Description (1) |
|
Value |
|
|
|
Common Stocks 34.2% (25.0% of Total Investments) |
|
|
|
|
|
Aerospace & Defense 1.1% |
|
|
|
1,273 |
|
Alliant Techsystems Inc., (2) |
|
$ 69,391 |
|
29,962 |
|
Aveos Fleet Performance Inc., (2), (3) |
|
539,316 |
|
8,279 |
|
BE Aerospace Inc., (2) |
|
274,118 |
|
2,110 |
|
Esterline Technologies Corporation, (2) |
|
109,382 |
|
180,000 |
|
Finmeccanica SPA, (3) |
|
1,245,459 |
|
3,205 |
|
GeoEye, Inc., (2) |
|
90,862 |
|
2,970 |
|
Hexcel Corporation |
|
65,815 |
|
11,390 |
|
Honeywell International Inc. |
|
500,135 |
|
2,500 |
|
L-3 Communications Holdings, Inc. |
|
154,925 |
|
36,828 |
|
Lockheed Martin Corporation, (4) |
|
2,675,186 |
|
97,550 |
|
Thales S.A., (3) |
|
3,049,165 |
|
8,070 |
|
United Technologies Corporation |
|
567,805 |
|
|
|
Total Aerospace & Defense |
|
9,341,559 |
|
|
|
Air Freight & Logistics 0.0% |
|
|
|
1,380 |
|
Atlas Air Worldwide Holdings Inc. |
|
45,940 |
|
2,640 |
|
FedEx Corporation |
|
178,675 |
|
|
|
Total Air Freight & Logistics |
|
224,615 |
|
|
|
Auto Components 0.0% |
|
|
|
2,430 |
|
Tenneco Inc. |
|
62,232 |
|
5,320 |
|
TRW Automotive Holdings Corporation, (2) |
|
174,124 |
|
3,860 |
|
Visteon Corporation |
|
165,980 |
|
|
|
Total Auto Components |
|
402,336 |
|
|
|
Automobiles 0.4% |
|
|
|
11,520 |
|
Ford Motor Company |
|
111,398 |
|
63,589 |
|
Honda Motor Company Limited, (3) |
|
1,862,831 |
|
46,524 |
|
Toyota Motor Corporation, (3) |
|
1,594,804 |
|
|
|
Total Automobiles |
|
3,569,033 |
|
|
|
Beverages 0.7% |
|
|
|
164,330 |
|
Coca-Cola Amatil Limited, (3) |
|
1,882,538 |
|
21,881 |
|
Coca-Cola Femsa SAB de CV |
|
1,941,501 |
|
830 |
|
Coca-Cola Bottling Company Consolidated |
|
46,032 |
|
29,840 |
|
Coca-Cola Company, (4) |
|
2,015,990 |
|
4,085 |
|
Dr. Pepper Snapple Group |
|
158,416 |
|
|
|
Total Beverages |
|
6,044,477 |
|
|
|
Biotechnology 0.3% |
|
|
|
8,580 |
|
Amgen Inc., (2) |
|
471,471 |
|
4,490 |
|
Amylin Pharmaceuticals Inc. |
|
41,443 |
|
2,270 |
|
Aveo Pharmaceuticals Inc. |
|
34,935 |
|
5,770 |
|
Biogen Idec Inc., (2) |
|
537,476 |
|
6,320 |
|
BioMarin Pharmaceutical Inc., (2) |
|
201,418 |
|
2,410 |
|
Celgene Corporation, (2) |
|
149,227 |
|
13,390 |
|
Gilead Sciences, Inc., (2) |
|
519,532 |
|
4,220 |
|
Incyte Pharmaceuticals Inc., (2) |
|
58,953 |
|
14,891 |
|
Nabi Biopharmaceuticals, (2) |
|
25,017 |
|
11,530 |
|
Neurocrine Biosciences Inc. |
|
68,949 |
|
10,410 |
|
PDL Biopahrma Inc. |
|
57,776 |
|
2,680 |
|
Targacept, Inc. |
|
40,200 |
|
|
|
Total Biotechnology |
|
2,206,397 |
|
|
|
Building Products 0.1% |
|
|
|
36,123 |
|
Masonite Worldwide Holdings, (2), (3) |
|
975,321 |
|
|
|
Capital Markets 0.5% |
|
|
|
5,550 |
|
Affiliated Managers Group Inc., (2) |
|
433,178 |
|
3,340 |
|
Ameriprise Financial, Inc. |
|
131,462 |
|
5,420 |
|
Apollo Investment Corporation |
|
40,758 |
|
3,760 |
|
Artio Global Investors Inc. |
|
29,930 |
|
4,040 |
|
Calamos Asset Management, Inc. Class A |
|
40,440 |
|
2,100 |
|
Cohen & Steers Inc. |
|
60,375 |
|
333,000 |
|
Egyptian Financial Group - Hermes Holdings, (3) |
|
937,535 |
|
139,000 |
|
GP Investments |
|
332,669 |
|
16,160 |
|
Invesco LTD |
|
250,642 |
|
6,650 |
|
T. Rowe Price Group Inc. |
|
317,671 |
|
45,240 |
|
UBS AG, (3) |
|
517,481 |
|
88,000 |
|
Uranium Participation Corporation, (2) |
|
476,152 |
|
6,530 |
|
Waddell & Reed Financial, Inc., Class A |
|
163,315 |
|
3,760 |
|
Walter Investment Management Corporation |
|
86,217 |
|
|
|
Total Capital Markets |
|
3,817,825 |
|
|
|
Chemicals 1.0% |
|
|
|
3,850 |
|
Airgas, Inc. |
|
245,707 |
|
9,070 |
|
Celanese Corporation, Series A |
|
295,047 |
|
1,590 |
|
CF Industries Holdings, Inc. |
|
196,190 |
|
3,090 |
|
E.I. Du Pont de Nemours and Company |
|
123,507 |
|
1,520 |
|
FMC Corporation |
|
105,123 |
|
8,120 |
|
Interpid Potash Inc., (2) |
|
201,944 |
|
80,252 |
|
Kuraray Company Limited, (3) |
|
1,094,484 |
|
4,880 |
|
LyondellBasell Industries NV |
|
119,218 |
|
2,290 |
|
Minerals Technologies Inc. |
|
112,828 |
|
5,060 |
|
Monsanto Company |
|
303,802 |
|
15,800 |
|
Mosaic Company |
|
773,726 |
|
27,125 |
|
Nitto Denko Corporation, (3) |
|
1,067,548 |
|
1,580 |
|
OM Group Inc. |
|
41,033 |
|
24,360 |
|
Potash Corporation of Saskatchewan |
|
1,057,715 |
|
3,500 |
|
Scotts Miracle Gro Company |
|
156,100 |
|
49,607 |
|
Umicore, (3) |
|
1,798,383 |
|
4,900 |
|
Westlake Chemical Corporation |
|
167,972 |
|
|
|
Total Chemicals |
|
7,860,327 |
|
|
|
Commercial Banks 1.9% |
|
|
|
6,886 |
|
Associated Banc-Corp. |
|
64,040 |
|
77,919 |
|
Banco Itau Holdings Financeira, S.A., Sponsred ADR |
|
1,209,303 |
|
88,591 |
|
Banco Santander Central Hispano S.A., (3) |
|
724,310 |
|
12,100 |
|
BNP Paribas SA, (3) |
|
477,014 |
|
6,844 |
|
Commerce Bancshares Inc. |
|
237,829 |
|
6,265 |
|
Community Bank System Inc. |
|
142,153 |
|
199,562 |
|
DnB NOR ASA, (3) |
|
1,988,869 |
|
7,220 |
|
First Financial Bancorp. |
|
99,636 |
|
76,091 |
|
Hang Seng Bank, (3) |
|
891,869 |
|
156,530 |
|
HSBC Holdings PLC, (3) |
|
1,198,910 |
|
44,110 |
|
KeyCorp. |
|
261,572 |
|
6,220 |
|
M&T Bank Corporation |
|
434,778 |
|
91,571 |
|
Mitsubishi UFJ Financial Group, Inc., ADR |
|
420,279 |
|
298,117 |
|
Mizuho Financial Group, (3) |
|
436,558 |
|
14,800 |
|
Societe Generale, (3) |
|
387,431 |
|
83,163 |
|
Standard Chartered PLC, (3) |
|
1,659,183 |
|
437,000 |
|
Sumitomo Mitsui Financial Group, (3) |
|
1,446,424 |
|
14,845 |
|
Sumitomo Mitsui Financial Group, (3) |
|
418,266 |
|
26,000 |
|
Toronto-Dominion Bank |
|
1,850,692 |
|
15,280 |
|
U.S. Bancorp |
|
359,691 |
|
28,200 |
|
Wells Fargo & Company |
|
680,184 |
|
15,470 |
|
Zions Bancorporation |
|
217,663 |
|
|
|
Total Commercial Banks |
|
15,606,654 |
|
|
|
Commercial Services & Supplies 0.3% |
|
|
|
26,795 |
|
Aggreko PLC, (3) |
|
674,272 |
|
3,120 |
|
Clean Harbors, Inc., (2) |
|
160,056 |
|
23,625 |
|
Republic Services, Inc. |
|
662,918 |
|
3,967 |
|
Stericycle Inc., (2) |
|
320,216 |
|
8,430 |
|
Waste Management, Inc. |
|
274,481 |
|
|
|
Total Commercial Services & Supplies |
|
2,091,943 |
|
|
|
Communications Equipment 0.6% |
|
|
|
7,381 |
|
Cisco Systems, Inc., (2) |
|
114,332 |
|
1,830 |
|
Comtech Telecom Corporation, (2) |
|
51,405 |
|
1,225 |
|
Interdigital Inc., (2) |
|
57,061 |
|
20,230 |
|
Motorola Solutions Inc. |
|
847,637 |
|
372,000 |
|
Nokia Oyj, (4) |
|
2,105,520 |
|
2,430 |
|
Plantronics Inc. |
|
69,134 |
|
26,670 |
|
QUALCOMM, Inc. |
|
1,296,962 |
|
|
|
Total Communications Equipment |
|
4,542,051 |
|
|
|
Computers & Peripherals 0.5% |
|
|
|
8,801 |
|
Apple, Inc., (2) |
|
3,354,765 |
|
11,470 |
|
EMC Corporation, (2) |
|
240,755 |
|
3,620 |
|
Network Appliance Inc., (2) |
|
122,863 |
|
5,510 |
|
SanDisk Corporation, (2) |
|
222,329 |
|
6,910 |
|
Seagate Technology, (2) |
|
71,035 |
|
1,088 |
|
Western Digital Corporation, (2) |
|
27,983 |
|
|
|
Total Computers & Peripherals |
|
4,039,730 |
|
|
|
Construction & Engineering 0.2% |
|
|
|
6,250 |
|
Fluor Corporation |
|
290,938 |
|
3,670 |
|
MasTec Inc. |
|
64,629 |
|
27,130 |
|
Royal Boskalis Westminster NV, (3) |
|
834,472 |
|
3,199 |
|
Shaw Group Inc., (2) |
|
69,546 |
|
|
|
Total Construction & Engineering |
|
1,259,585 |
|
|
|
Construction Materials 0.2% |
|
|
|
955,000 |
|
India Cements Limited, 144A, Reg S, GDR, (3) |
|
1,399,032 |
|
1,750,000 |
|
Luks Group Vietnam Holdings Company Limited, (3) |
|
397,733 |
|
|
|
Total Construction Materials |
|
1,796,765 |
|
|
|
Consumer Finance 0.1% |
|
|
|
3,860 |
|
American Express Company |
|
173,314 |
|
2,690 |
|
Capital One Financial Corporation |
|
106,605 |
|
8,260 |
|
Discover Financial Services |
|
189,484 |
|
|
|
Total Consumer Finance |
|
469,403 |
|
|
|
Diversified Consumer Services 0.0% |
|
|
|
3,140 |
|
Sothebys Holdings Inc. |
|
86,570 |
|
|
|
Diversified Financial Services 0.1% |
|
|
|
23,179 |
|
Citigroup Inc. |
|
593,846 |
|
52,000 |
|
Guoco Group Ltd., ADR, (3) |
|
476,286 |
|
|
|
Total Diversified Financial Services |
|
1,070,132 |
|
|
|
Diversified Telecommunication Services 0.9% |
|
|
|
60,500 |
|
KT Corporation, Sponsored ADR |
|
894,190 |
|
86,800 |
|
Nippon Telegraph and Telephone Corporation, ADR |
|
2,078,860 |
|
56,440 |
|
PT Telekomunikasi Indonesia |
|
1,866,471 |
|
26,650 |
|
Telecom Egypt SAE, (3) |
|
65,388 |
|
1,455,000 |
|
Telecom Italia S.p.A., (3) |
|
1,415,029 |
|
29,410 |
|
Verizon Communications Inc. |
|
1,082,288 |
|
|
|
Total Diversified Telecommunication Services |
|
7,402,226 |
|
|
|
Electric Utilities 1.8% |
|
|
|
146,484 |
|
Centrais Electricas Brasileiras S.A., PFD B ADR |
|
1,712,398 |
|
17,950 |
|
Duke Energy Corporation |
|
358,821 |
|
2,280 |
|
Edison International |
|
87,210 |
|
19,064 |
|
Electricite de France S.A., ADR, (3) |
|
109,427 |
|
111,700 |
|
Electricite de France S.A., (3) |
|
3,234,937 |
|
94,175 |
|
Exelon Corporation, (4) |
|
4,012,797 |
|
152,632 |
|
Korea Electric Power Corporation, Sponsored ADR |
|
1,297,372 |
|
14,160 |
|
Northeast Utilities |
|
476,484 |
|
4,940 |
|
Portland General Electric Company |
|
117,029 |
|
11,920 |
|
Progress Energy, Inc. |
|
616,502 |
|
24,292 |
|
RusHydro, ADR, (2), (3) |
|
81,135 |
|
424,292 |
|
RusHydro, ADR, (2), (3) |
|
1,446,672 |
|
24,030 |
|
Southern Company |
|
1,018,151 |
|
4,500 |
|
UIL Holdings Corporation |
|
148,185 |
|
|
|
Total Electric Utilities |
|
14,717,120 |
|
|
|
Electrical Equipment 0.5% |
|
|
|
67,689 |
|
ABB Limited, (3) |
|
1,157,879 |
|
20,041 |
|
Areva CI |
|
637,015 |
|
3,900 |
|
Cooper Industries Inc. |
|
179,868 |
|
13,664 |
|
Nidec Corporation, (3) |
|
1,100,454 |
|
53,350 |
|
Sensata Techologies Holdings |
|
1,411,641 |
|
|
|
Total Electrical Equipment |
|
4,486,857 |
|
|
|
Electronic Equipment & Instruments 0.3% |
|
|
|
59,801 |
|
Hoya Corporation, (3) |
|
1,386,459 |
|
125,982 |
|
Nippon Electric Glass Company Limited, (3) |
|
1,144,797 |
|
|
|
Total Electronic Equipment & Instruments |
|
2,531,256 |
|
|
|
Energy Equipment & Services 0.3% |
|
|
|
1,980 |
|
FMC Technologies Inc., (2) |
|
74,448 |
|
5,300 |
|
Global Geophysical Services Inc. |
|
42,241 |
|
3,385 |
|
Halliburton Company |
|
103,310 |
|
3,690 |
|
Hornbeck Offshore Services Inc. |
|
91,918 |
|
6,880 |
|
National-Oilwell Varco Inc. |
|
352,394 |
|
6,580 |
|
Oil States International Inc., (2) |
|
335,054 |
|
25,920 |
|
Parker Drilling Company, (2) |
|
113,789 |
|
9,090 |
|
RPC Inc. |
|
148,349 |
|
3,620 |
|
Schlumberger Limited |
|
216,223 |
|
48,010 |
|
Subsea 7 SA, (3) |
|
911,995 |
|
|
|
Total Energy Equipment & Services |
|
2,389,721 |
|
|
|
Food & Staples Retailing 1.4% |
|
|
|
8,010 |
|
Costco Wholesale Corporation |
|
657,781 |
|
15,180 |
|
CVS Caremark Corporation |
|
509,744 |
|
130,811 |
|
Jeronimo Martins SGPS, (3) |
|
2,042,796 |
|
83,645 |
|
Koninklijke Ahold N.V., (3) |
|
983,680 |
|
114,724 |
|
Kroger Co., (4) |
|
2,519,339 |
|
90,716 |
|
Wal-Mart Stores, Inc., (4) |
|
4,708,160 |
|
|
|
Total Food & Staples Retailing |
|
11,421,500 |
|
|
|
Food Products 1.2% |
|
|
|
2,696 |
|
Archer-Daniels-Midland Company |
|
66,888 |
|
1,010 |
|
Diamond Foods Inc. |
|
80,588 |
|
8,460 |
|
General Mills, Inc. |
|
325,456 |
|
14,500 |
|
H.J. Heinz Company |
|
731,960 |
|
1,730 |
|
Hain Celestial Group Inc. |
|
52,852 |
|
18,775 |
|
Hershey Foods Corporation |
|
1,112,231 |
|
14,140 |
|
Kraft Foods Inc. |
|
474,821 |
|
1,890 |
|
McCormick & Company, Incorporated |
|
87,242 |
|
18,350 |
|
Mead Johnson Nutrition Company, Class A Shares |
|
1,263,031 |
|
31,966 |
|
Nestle S.A., (3) |
|
1,759,814 |
|
2,680 |
|
Tootsie Roll Industries Inc. |
|
64,642 |
|
70,600 |
|
Tyson Foods, Inc., Class A, (4) |
|
1,225,616 |
|
76,130 |
|
Unilever PLC, ADR, (3) |
|
2,384,706 |
|
|
|
Total Food Products |
|
9,629,847 |
|
|
|
Gas Utilities 0.1% |
|
|
|
2,300 |
|
National Fuel Gas Company |
|
111,964 |
|
16,940 |
|
Questar Corporation |
|
300,007 |
|
|
|
Total Gas Utilities |
|
411,971 |
|
|
|
Health Care Equipment & Supplies 0.3% |
|
|
|
5,560 |
|
Align Technology, Inc., (2) |
|
84,345 |
|
11,960 |
|
Baxter International, Inc. |
|
671,434 |
|
8,890 |
|
Becton, Dickinson and Company |
|
651,815 |
|
3,280 |
|
C. R. Bard, Inc. |
|
287,131 |
|
20,400 |
|
CareFusion Corporation, (2) |
|
488,580 |
|
1,390 |
|
Cooper Companies, Inc. |
|
110,019 |
|
5,760 |
|
Hologic Inc., (2) |
|
87,610 |
|
4,930 |
|
Masimo Corporation |
|
106,735 |
|
5,030 |
|
Saint Jude Medical Inc. |
|
182,036 |
|
2,220 |
|
Steris Corporation |
|
64,979 |
|
|
|
Total Health Care Equipment & Supplies |
|
2,734,684 |
|
|
|
Health Care Providers & Services 0.9% |
|
|
|
81,109 |
|
Aetna Inc., (4) |
|
2,948,312 |
|
1,490 |
|
Air Methods Corporation, (2) |
|
94,868 |
|
2,200 |
|
Centene Corporation, (2) |
|
63,074 |
|
3,930 |
|
Davita Inc. |
|
246,293 |
|
26,233 |
|
Fresenius Medical Care, ADR, (3) |
|
1,779,624 |
|
2,480 |
|
HealthSouth Corporation, (2) |
|
37,026 |
|
950 |
|
HealthSpring, Inc. |
|
34,637 |
|
4,920 |
|
Humana Inc., (2) |
|
357,832 |
|
1,790 |
|
Laboratory Corporation of America Holdings |
|
141,500 |
|
3,247 |
|
Lincare Holdings |
|
73,058 |
|
13,440 |
|
McKesson HBOC Inc. |
|
977,088 |
|
2,860 |
|
Molina Healthcare Inc. |
|
44,158 |
|
3,530 |
|
Owens and Minor Inc. |
|
100,534 |
|
68,000 |
|
Profarma Distribuidora de Produtos Farmaceuticos SA |
|
361,654 |
|
|
|
Total Health Care Providers & Services |
|
7,259,658 |
|
|
|
Hotels, Restaurants & Leisure 0.3% |
|
|
|
7,280 |
|
Ameristar Casinos, Inc. |
|
116,844 |
|
25,130 |
|
International Game Technology |
|
365,139 |
|
12,130 |
|
Las Vegas Sands |
|
465,064 |
|
4,540 |
|
McDonalds Corporation |
|
398,703 |
|
24,800 |
|
Orascom Development Holding AG, (3) |
|
469,981 |
|
2,340 |
|
Penn National Gaming, Inc. |
|
77,899 |
|
2,130 |
|
Red Robin Gourmet Burgers, Inc., (2) |
|
51,312 |
|
4,590 |
|
Royal Caribbean Cruises Limited |
|
99,328 |
|
15,750 |
|
Scientific Games Corporation |
|
112,140 |
|
10,330 |
|
Starbucks Corporation |
|
385,206 |
|
4,280 |
|
Vail Resorts, Inc. |
|
161,741 |
|
580 |
|
Wynn Resorts Ltd |
|
66,746 |
|
|
|
Total Hotels, Restaurants & Leisure |
|
2,770,103 |
|
|
|
Household Durables 0.2% |
|
|
|
57,999 |
|
Brookfield Residential Properties Inc. |
|
385,693 |
|
6,877 |
|
Brookfield Residential Properties Inc. |
|
45,742 |
|
278,917 |
|
Oriental Weavers Company, (3) |
|
1,444,748 |
|
880 |
|
Tempur Pedic International Inc., (2) |
|
46,297 |
|
|
|
Total Household Durables |
|
1,922,480 |
|
|
|
Household Products 0.2% |
|
|
|
1,960 |
|
Colgate-Palmolive Company |
|
173,813 |
|
9,570 |
|
Kimberly-Clark Corporation |
|
679,566 |
|
9,580 |
|
Procter & Gamble Company |
|
605,264 |
|
1,760 |
|
Spectrum Brands Inc. |
|
41,571 |
|
|
|
Total Household Products |
|
1,500,214 |
|
|
|
Independent Power Producers & Energy Traders 0.0% |
|
|
|
7,440 |
|
AES Corporation, (2) |
|
72,614 |
|
|
|
Industrial Conglomerates 0.5% |
|
|
|
233,172 |
|
Fraser and Neave Limited, (3) |
|
1,023,530 |
|
57,420 |
|
General Electric Company |
|
875,081 |
|
14,980 |
|
Rheinmetall AG, (3) |
|
702,650 |
|
7,950 |
|
Siemens AG, Sponsored ADR, (3) |
|
715,264 |
|
6,450 |
|
Tyco International Ltd. |
|
262,838 |
|
|
|
Total Industrial Conglomerates |
|
3,579,363 |
|
|
|
Insurance 1.2% |
|
|
|
3,990 |
|
AFLAC Incorporated |
|
139,451 |
|
6,120 |
|
Alterra Capital Holdings Limited |
|
116,096 |
|
4,374 |
|
American International Group |
|
96,009 |
|
16,530 |
|
Aon Corporation |
|
693,929 |
|
2,493 |
|
Axis Capital Holdings Limited |
|
64,668 |
|
3,390 |
|
Chubb Corporation |
|
203,366 |
|
1,127 |
|
Endurance Specialty Holdings Limited |
|
38,487 |
|
4,020 |
|
Everest Reinsurance Group Ltd. |
|
319,108 |
|
42,354 |
|
Hannover Rueckversicherung AG, (3) |
|
1,914,890 |
|
13,200 |
|
Hartford Financial Services Group, Inc. |
|
213,048 |
|
19,040 |
|
Marsh & McLennan Companies, Inc. |
|
505,322 |
|
8,500 |
|
Meadowbrook Insurance Group, Inc. |
|
75,735 |
|
49,000 |
|
Mitsui Sumitomo Insurance Company Limited, (3) |
|
1,066,126 |
|
4,511 |
|
MS&AD Insurance Group Holdings Inc., (3) |
|
48,629 |
|
9,030 |
|
National Financial Partners Corp., (2) |
|
98,788 |
|
1,530 |
|
Navigators Group, Inc. |
|
66,096 |
|
7,945 |
|
Old Republic International Corporation |
|
70,869 |
|
1,910 |
|
PartnerRe Limited |
|
99,836 |
|
6,140 |
|
Primerica Inc. |
|
132,378 |
|
105,446 |
|
Prudential Corporation PLC, (3) |
|
905,574 |
|
42,790 |
|
SCOR SE, ADR, (3) |
|
923,026 |
|
12,790 |
|
Torchmark Corporation |
|
445,859 |
|
2,000 |
|
Tower Group Inc. |
|
45,720 |
|
33,560 |
|
Willis Group Holdings PLC |
|
1,153,457 |
|
5,810 |
|
WR Berkley Corporation |
|
172,499 |
|
25,020 |
|
XL Capital Ltd, Class A |
|
470,376 |
|
|
|
Total Insurance |
|
10,079,342 |
|
|
|
Internet & Catalog Retail 0.0% |
|
|
|
1,170 |
|
Amazon.com, Inc., (2) |
|
252,989 |
|
|
|
Internet Software & Services 0.2% |
|
|
|
1,148 |
|
Google Inc., Class A, (2) |
|
590,508 |
|
3,850 |
|
IAC/InterActiveCorp., (2) |
|
152,268 |
|
3,156 |
|
Rackspace Hosting Inc., (2) |
|
107,746 |
|
25,145 |
|
Tencent Holdings Limited, (3) |
|
520,289 |
|
18,400 |
|
Yahoo! Inc. |
|
242,144 |
|
|
|
Total Internet Software & Services |
|
1,612,955 |
|
|
|
IT Services 0.6% |
|
|
|
12,530 |
|
Accenture Limited |
|
660,080 |
|
5,250 |
|
CSG Systems International Inc., (2) |
|
66,360 |
|
13,935 |
|
International Business Machines Corporation (IBM) |
|
2,439,043 |
|
1,165 |
|
MasterCard, Inc. |
|
369,491 |
|
3,650 |
|
Maximus Inc. |
|
127,385 |
|
5,210 |
|
Paychex, Inc. |
|
137,388 |
|
3,850 |
|
Teradata Corporation, (2) |
|
206,091 |
|
12,160 |
|
VeriFone Holdings Inc., (2) |
|
425,843 |
|
2,850 |
|
Visa Inc. |
|
244,302 |
|
3,015 |
|
Wright Express Corporation, (2) |
|
114,691 |
|
|
|
Total IT Services |
|
4,790,674 |
|
|
|
Leisure Equipment & Products 0.1% |
|
|
|
3,942 |
|
Polaris Industries Inc. |
|
196,982 |
|
16,000 |
|
Sankyo Company Ltd, (3) |
|
865,763 |
|
|
|
Total Leisure Equipment & Products |
|
1,062,745 |
|
|
|
Life Sciences Tools & Services 0.1% |
|
|
|
2,730 |
|
Agilent Technologies, Inc., (2) |
|
85,313 |
|
890 |
|
Bio-Rad Laboratories Inc., (2) |
|
80,785 |
|
7,620 |
|
Life Technologies Corporation, (2) |
|
292,837 |
|
7,020 |
|
Waters Corporation, (2) |
|
529,940 |
|
|
|
Total Life Sciences Tools & Services |
|
988,875 |
|
|
|
Machinery 0.8% |
|
|
|
4,204 |
|
AGCO Corporation, (2) |
|
145,332 |
|
2,870 |
|
Astecx Industries Inc. |
|
84,034 |
|
13,570 |
|
Caterpillar Inc. |
|
1,002,009 |
|
13,660 |
|
Cummins Inc. |
|
1,115,476 |
|
1,910 |
|
Dover Corporation |
|
89,006 |
|
6,350 |
|
Eaton Corporation |
|
225,425 |
|
839 |
|
Japan Steel Works Limited, (3) |
|
50,941 |
|
1,600 |
|
Joy Global Inc. |
|
99,808 |
|
35,991 |
|
Kone OYJ, (3) |
|
1,711,843 |
|
48,560 |
|
Nabtesco Corporation, (3) |
|
917,813 |
|
1,700 |
|
Nordson Corporation |
|
67,558 |
|
2,987 |
|
Twin Disc, Inc. |
|
79,663 |
|
11,080 |
|
Vallourec SA, (3) |
|
634,516 |
|
1,920 |
|
Wabtec Corporation |
|
101,510 |
|
|
|
Total Machinery |
|
6,324,934 |
|
|
|
Marine 0.1% |
|
|
|
39,600 |
|
Stolt-Nielsen S.A., (3) |
|
731,828 |
|
|
|
Media 0.4% |
|
|
|
23,985 |
|
Comcast Corporation, Class A |
|
501,287 |
|
48,713 |
|
Cumulus Media, Inc. |
|
138,345 |
|
6,796 |
|
DIRECTV Group, Inc., (2) |
|
287,131 |
|
2,510 |
|
Liberty Media Starz, (2) |
|
159,536 |
|
3,635 |
|
Madison Square Garden Inc., (2) |
|
82,878 |
|
14,297 |
|
Metro-Goldwyn-Mayer, (3) |
|
251,985 |
|
6,180 |
|
Scripps Networks Interactive, Class A Shares |
|
229,711 |
|
1,104 |
|
Time Warner Cable, Class A |
|
69,188 |
|
15,370 |
|
Viacom Inc., Class B |
|
595,434 |
|
78,450 |
|
WPP Group PLC, (3) |
|
726,644 |
|
|
|
Total Media |
|
3,042,139 |
|
|
|
Metals & Mining 3.8% |
|
|
|
89,335 |
|
AngloGold Ashanti Limited, Sponsored ADR, (4) |
|
3,694,896 |
|
122,250 |
|
Barrick Gold Corporation, (4) |
|
5,702,963 |
|
44,513 |
|
BHP Billiton PLC, ADR, (3) |
|
1,473,845 |
|
14,780 |
|
Freeport-McMoRan Copper & Gold, Inc. |
|
450,051 |
|
285,649 |
|
Gold Fields Limited, Sponsored ADR, (4) |
|
4,376,143 |
|
360,000 |
|
Gran Colombia Gold Corporation |
|
202,691 |
|
81,160 |
|
Iluka Resources Limited, (3) |
|
949,950 |
|
18,770 |
|
Kinross Gold Corporation |
|
277,421 |
|
3,636 |
|
Newcrest Mining Limited, Sponsored ADR, (3) |
|
119,479 |
|
95,300 |
|
Newcrest Mining Limited, (3) |
|
3,141,197 |
|
91,906 |
|
Newmont Mining Corporation, (4) |
|
5,780,887 |
|
11,201 |
|
NovaGold Resources Inc., (2) |
|
72,246 |
|
595,957 |
|
Polyus Gold Limited, GDR, (3) |
|
1,847,467 |
|
31,660 |
|
Rio Tinto Limited, (3) |
|
1,854,436 |
|
1,700 |
|
RTI International Metals, Inc., (2) |
|
39,644 |
|
5,200 |
|
Steel Dynamics Inc. |
|
51,584 |
|
43,080 |
|
Titanium Metals Corporation, (2) |
|
645,338 |
|
2,179,909 |
|
Village Main Reef Limited |
|
453,557 |
|
7,910 |
|
Walter Industries Inc. |
|
474,679 |
|
|
|
Total Metals & Mining |
|
31,608,474 |
|
|
|
Multiline Retail 0.4% |
|
|
|
3,185 |
|
Dillards, Inc., Class A |
|
138,484 |
|
24,100 |
|
Macys, Inc. |
|
634,312 |
|
46,951 |
|
Next PLC, (3) |
|
1,840,704 |
|
6,520 |
|
Target Corporation |
|
319,741 |
|
|
|
Total Multiline Retail |
|
2,933,241 |
|
|
|
Multi-Utilities 0.2% |
|
|
|
3,590 |
|
Alliant Energy Corporation |
|
138,861 |
|
7,480 |
|
Consolidated Edison, Inc. |
|
426,510 |
|
14,350 |
|
Dominion Resources, Inc. |
|
728,550 |
|
2,440 |
|
OGE Energy Corp. |
|
116,608 |
|
2,950 |
|
Sempra Energy |
|
151,925 |
|
|
|
Total Multi-Utilities |
|
1,562,454 |
|
|
|
Office Electronics 0.1% |
|
|
|
23,343 |
|
Canon Inc., (3) |
|
1,059,913 |
|
|
|
Oil, Gas & Consumable Fuels 3.0% |
|
|
|
2,480 |
|
Apache Corporation |
|
198,995 |
|
23,203 |
|
Arch Coal Inc. |
|
338,300 |
|
97,730 |
|
BG Group PLC, (3) |
|
1,870,417 |
|
154,130 |
|
Cameco Corporation, (4) |
|
2,823,662 |
|
65,058 |
|
Chesapeake Energy Corporation, (4) |
|
1,662,232 |
|
5,340 |
|
Cimarex Energy Company |
|
297,438 |
|
7,700 |
|
Cloud Peak Energy Inc. |
|
130,515 |
|
16,020 |
|
ConocoPhillips |
|
1,014,386 |
|
11,740 |
|
Continental Resources Inc., (2) |
|
567,864 |
|
3,040 |
|
CVTR Energy Inc. |
|
64,266 |
|
4,760 |
|
Devon Energy Corporation |
|
263,894 |
|
24,850 |
|
El Paso Corporation |
|
434,378 |
|
2,180 |
|
EOG Resources, Inc. |
|
154,802 |
|
2,810 |
|
Exxon Mobil Corporation |
|
204,090 |
|
116,000 |
|
Gazprom OAO, ADR, (3) |
|
1,110,439 |
|
1,714 |
|
Hess Corporation |
|
89,916 |
|
8,720 |
|
HollyFrontier Company |
|
228,638 |
|
11,470 |
|
Marathon Oil Corporation |
|
247,523 |
|
11,450 |
|
Marathon Petroleum Corporation |
|
309,837 |
|
4,240 |
|
Murphy Oil Corporation |
|
187,238 |
|
2,990 |
|
Newfield Exploration Company, (2) |
|
118,673 |
|
157,600 |
|
Nexen Inc. |
|
2,441,224 |
|
7,200 |
|
Niko Resources Limited |
|
296,616 |
|
4,495 |
|
Occidental Petroleum Corporation |
|
321,393 |
|
1,930 |
|
Peabody Energy Corporation |
|
65,388 |
|
2,900 |
|
Petrobras Energia S.A., ADR |
|
39,875 |
|
10,200 |
|
Petroquest Energy Inc., (2) |
|
56,100 |
|
3,500,000 |
|
PT Medco Energi Internasional TBK, (3) |
|
845,903 |
|
6,550 |
|
QEP Resources Inc. |
|
177,309 |
|
6,010 |
|
Range Resources Corporation |
|
351,345 |
|
34,290 |
|
Repsol YPF S.A., (3) |
|
905,214 |
|
65,490 |
|
Royal Dutch Shell PLC, Class B, Sponsored ADR, (3) |
|
2,037,704 |
|
2,830 |
|
SM Energy Company |
|
171,640 |
|
44,170 |
|
StatoilHydro ASA, Sponsored ADR, (3) |
|
947,794 |
|
6,080 |
|
Stone Energy Corporation, (2) |
|
98,557 |
|
45,900 |
|
Suncor Energy, Inc., (4) |
|
1,167,696 |
|
15,590 |
|
Sunoco, Inc. |
|
483,446 |
|
8,500 |
|
Teekay Shipping Corporation |
|
192,185 |
|
2,460 |
|
Tesoro Corporation |
|
47,896 |
|
28,675 |
|
Total S.A., (3) |
|
1,265,123 |
|
1,100 |
|
Whiting Petroleum Corporation, (2) |
|
38,588 |
|
|
|
Total Oil, Gas & Consumable Fuels |
|
24,268,499 |
|
|
|
Paper & Forest Products 0.0% |
|
|
|
2,320 |
|
Clearwater Paper Corporation |
|
78,834 |
|
9,448 |
|
Stora Enso Oyj, (3) |
|
55,932 |
|
|
|
Total Paper & Forest Products |
|
134,766 |
|
|
|
Personal Products 0.0% |
|
|
|
10,680 |
|
Prestige Brands Holdings Inc. |
|
96,654 |
|
|
|
Pharmaceuticals 1.9% |
|
|
|
9,010 |
|
Abbott Laboratories |
|
460,771 |
|
24,800 |
|
AstraZeneca Group, Sponsored ADR, (4) |
|
1,100,128 |
|
27,280 |
|
AstraZeneca Group, (3) |
|
1,210,672 |
|
22,248 |
|
Bristol-Myers Squibb Company |
|
698,142 |
|
80,928 |
|
Eli Lilly and Company, (4) |
|
2,991,908 |
|
26,140 |
|
Johnson & Johnson, (4) |
|
1,665,379 |
|
16,455 |
|
Merck & Company Inc. |
|
538,243 |
|
21,236 |
|
Novartis AG, Sponsored ADR, (3) |
|
1,186,278 |
|
12,720 |
|
Novo Nordisk A/S, (3) |
|
1,268,618 |
|
29,670 |
|
Pfizer Inc., (4) |
|
524,566 |
|
20,817 |
|
Sanofi-Aventis, S.A., (3) |
|
1,369,275 |
|
24,490 |
|
Teva Pharmaceutical Industries Limited, Sponsored ADR |
|
911,518 |
|
5,670 |
|
Warner Chilcott Limited, (2) |
|
81,081 |
|
21,220 |
|
Watson Pharmaceuticals Inc., (2) |
|
1,448,265 |
|
|
|
Total Pharmaceuticals |
|
15,454,844 |
|
|
|
Professional Services 0.0% |
|
|
|
1,140 |
|
Acacia Research, (2) |
|
41,029 |
|
1,820 |
|
Towers Watson & Company, Class A Shares |
|
108,800 |
|
|
|
Total Professional Services |
|
149,829 |
|
|
|
Real Estate 0.5% |
|
|
|
2,820 |
|
American Campus Communities Inc. |
|
104,932 |
|
2,480 |
|
Annaly Capital Management Inc. |
|
41,242 |
|
5,240 |
|
Camden Property Trust |
|
289,562 |
|
3,740 |
|
Chesapeake Lodging Trust |
|
45,142 |
|
11,030 |
|
Digital Realty Trust Inc. |
|
608,415 |
|
10,950 |
|
Duke Realty Corporation |
|
114,975 |
|
2,620 |
|
Equity Lifestyles Properties Inc. |
|
164,274 |
|
1,400 |
|
Essex Property Trust Inc. |
|
168,056 |
|
2,040 |
|
Home Properties New York, Inc. |
|
115,790 |
|
2,192 |
|
PS Business Parks Inc. |
|
108,592 |
|
5,340 |
|
Ramco-Gershenson Properties Trust |
|
43,788 |
|
8,415 |
|
Rayonier Inc. |
|
309,588 |
|
5,939 |
|
Simon Property Group, Inc. |
|
653,171 |
|
4,170 |
|
Tanger Factory Outlet Centers |
|
108,462 |
|
2,400 |
|
Taubman Centers Inc. |
|
120,744 |
|
111,300 |
|
Westfield Group, (3) |
|
825,368 |
|
111,300 |
|
Westfield Realty Trust, (3) |
|
259,025 |
|
|
|
Total Real Estate |
|
4,081,126 |
|
|
|
Real Estate Management & Development 0.3% |
|
|
|
67,160 |
|
Brookfield Properties Corporation |
|
928,665 |
|
246,918 |
|
Hysan Development Company, (3) |
|
738,656 |
|
32,549 |
|
Solidere, 144A, GDR, (3) |
|
494,109 |
|
|
|
Total Real Estate Management & Development |
|
2,161,430 |
|
|
|
Road & Rail 0.6% |
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
19,530 |
|
CSX Corporation |
|
364,625 |
| |||||||||||||||||||||||||||||||||||||||||||||
27,300 |
|
East Japan Railway Company, (3) |
|
1,655,106 |
| |||||||||||||||||||||||||||||||||||||||||||||
3,510 |
|
Genesee & Wyoming Inc. |
|
163,285 |
| |||||||||||||||||||||||||||||||||||||||||||||
7,150 |
|
Hertz Global Holdings Inc., (2) |
|
63,635 |
| |||||||||||||||||||||||||||||||||||||||||||||
1,940 |
|
J.B. Hunt Transports Serives Inc. |
|
70,073 |
| |||||||||||||||||||||||||||||||||||||||||||||
15,290 |
|
Kansas City Southern Industries, (2) |
|
763,888 |
| |||||||||||||||||||||||||||||||||||||||||||||
2,470 |
|
Norfolk Southern Corporation |
|
150,719 |
| |||||||||||||||||||||||||||||||||||||||||||||
9,540 |
|
Ryder System, Inc. |
|
357,845 |
| |||||||||||||||||||||||||||||||||||||||||||||
1,560 |
|
Union Pacific Corporation |
|
127,405 |
| |||||||||||||||||||||||||||||||||||||||||||||
30,500 |
|
West Japan Railway Company, (3) |
|
1,307,413 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Total Road & Rail |
|
5,023,994 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Semiconductors & Equipment 0.3% |
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
46,880 |
|
ASM Lithography Holding NV, (3) |
|
1,621,036 |
| |||||||||||||||||||||||||||||||||||||||||||||
23,040 |
|
Cypress Semiconductor Corporation, (2) |
|
344,909 |
| |||||||||||||||||||||||||||||||||||||||||||||
19,665 |
|
Intel Corporation |
|
419,454 |
| |||||||||||||||||||||||||||||||||||||||||||||
2,740 |
|
KLA-Tencor Corporation |
|
104,887 |
| |||||||||||||||||||||||||||||||||||||||||||||
11,260 |
|
Kulicke & Soffa Industries Inc. |
|
84,000 |
| |||||||||||||||||||||||||||||||||||||||||||||
11,890 |
|
Micron Technology, Inc., (2) |
|
59,926 |
| |||||||||||||||||||||||||||||||||||||||||||||
10,270 |
|
ON Semiconductor Corporation, (2) |
|
73,636 |
| |||||||||||||||||||||||||||||||||||||||||||||
14,240 |
|
Silicon Image, Inc., (2) |
|
83,589 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Total Semiconductors & Equipment |
|
2,791,437 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Software 0.5% |
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
3,120 |
|
Advent Software Inc., (2) |
|
65,052 |
| |||||||||||||||||||||||||||||||||||||||||||||
2,110 |
|
Ansys Inc., (2) |
|
103,474 |
| |||||||||||||||||||||||||||||||||||||||||||||
2,350 |
|
BMC Software, Inc., (2) |
|
90,616 |
| |||||||||||||||||||||||||||||||||||||||||||||
3,070 |
|
CommVault Systems, Inc., (2) |
|
113,774 |
| |||||||||||||||||||||||||||||||||||||||||||||
1,760 |
|
Intuit, Inc. |
|
83,494 |
| |||||||||||||||||||||||||||||||||||||||||||||
2,640 |
|
Manhattan Associates Inc., (2) |
|
87,331 |
| |||||||||||||||||||||||||||||||||||||||||||||
1,270 |
|
Micros Systems, Inc., (2) |
|
55,766 |
| |||||||||||||||||||||||||||||||||||||||||||||
118,180 |
|
Microsoft Corporation, (4) |
|
2,941,500 |
| |||||||||||||||||||||||||||||||||||||||||||||
21,380 |
|
Oracle Corporation |
|
614,461 |
| |||||||||||||||||||||||||||||||||||||||||||||
1,050 |
|
Salesforce.com, Inc., (2) |
|
119,994 |
| |||||||||||||||||||||||||||||||||||||||||||||
5,360 |
|
TeleNav Inc. |
|
47,543 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Total Software |
|
4,323,005 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Specialty Retail 0.3% |
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
2,710 |
|
Advance Auto Parts, Inc. |
|
157,451 |
| |||||||||||||||||||||||||||||||||||||||||||||
2,230 |
|
Body Central Corporation |
|
40,497 |
| |||||||||||||||||||||||||||||||||||||||||||||
5,020 |
|
Express Inc. |
|
101,856 |
| |||||||||||||||||||||||||||||||||||||||||||||
11,730 |
|
Gap, Inc. |
|
190,495 |
| |||||||||||||||||||||||||||||||||||||||||||||
7,120 |
|
Home Depot, Inc. |
|
234,034 |
| |||||||||||||||||||||||||||||||||||||||||||||
13,670 |
|
Limited Brands, Inc. |
|
526,432 |
| |||||||||||||||||||||||||||||||||||||||||||||
1,830 |
|
Ross Stores, Inc. |
|
144,003 |
| |||||||||||||||||||||||||||||||||||||||||||||
6,500 |
|
Tiffany & Co. |
|
395,330 |
| |||||||||||||||||||||||||||||||||||||||||||||
1,090 |
|
Vitamin Shoppe Inc. |
|
40,810 |
| |||||||||||||||||||||||||||||||||||||||||||||
9,260 |
|
Williams-Sonoma Inc. |
|
285,115 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Total Specialty Retail |
|
2,116,023 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Textiles, Apparel & Luxury Goods 0.5% |
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
70,570 |
|
Burberry Group PLC, (3) |
|
1,281,501 |
| |||||||||||||||||||||||||||||||||||||||||||||
9,710 |
|
LVMH Moet Hennessy, (3) |
|
1,281,724 |
| |||||||||||||||||||||||||||||||||||||||||||||
1,360 |
|
Oxford Industries Inc. |
|
46,648 |
| |||||||||||||||||||||||||||||||||||||||||||||
960 |
|
PVH Corporation |
|
55,910 |
| |||||||||||||||||||||||||||||||||||||||||||||
455,455 |
|
Yue Yuen Industrial Holdings Limited, (3) |
|
1,183,752 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Total Textiles, Apparel & Luxury Goods |
|
3,849,535 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Thrifts & Mortgage Finance 0.0% |
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
8,030 |
|
Ocwen Financial Corporation |
|
106,076 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Tobacco 0.5% |
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
17,420 |
|
Alliance One International, Inc., (2) |
|
42,505 |
| |||||||||||||||||||||||||||||||||||||||||||||
11,020 |
|
Altria Group, Inc. |
|
295,446 |
| |||||||||||||||||||||||||||||||||||||||||||||
33,910 |
|
British American Tobacco PLC, (3) |
|
1,431,860 |
| |||||||||||||||||||||||||||||||||||||||||||||
29,500 |
|
Eastern Tobacco, (3) |
|
432,432 |
| |||||||||||||||||||||||||||||||||||||||||||||
2,790 |
|
Lorillard Inc. |
|
308,852 |
| |||||||||||||||||||||||||||||||||||||||||||||
19,075 |
|
Philip Morris International |
|
1,189,898 |
| |||||||||||||||||||||||||||||||||||||||||||||
13,850 |
|
Reynolds American Inc. |
|
519,097 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Total Tobacco |
|
4,220,090 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Trading Companies & Distributors 0.3% |
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
4,517 |
|
CAI International Inc. |
|
52,938 |
| |||||||||||||||||||||||||||||||||||||||||||||
146,464 |
|
Mitsui & Company Limited, (3) |
|
2,121,569 |
| |||||||||||||||||||||||||||||||||||||||||||||
5,210 |
|
United Rentals Inc. |
|
87,735 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Total Trading Companies & Distributors |
|
2,262,242 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Water Utilities 0.0% |
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
2,230 |
|
American Water Works Company |
|
67,302 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Wireless Telecommunication Services 0.6% |
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
3,200 |
|
Crown Castle International Corporation |
|
130,144 |
| |||||||||||||||||||||||||||||||||||||||||||||
23,556 |
|
Millicom International Cellular S.A., (3) |
|
2,347,394 |
| |||||||||||||||||||||||||||||||||||||||||||||
129,778 |
|
Turkcell Iletisim Hizmetleri A.S., ADR, (4) |
|
1,463,896 |
| |||||||||||||||||||||||||||||||||||||||||||||
460,240 |
|
Vodafone Group PLC, (3) |
|
1,186,167 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Total Wireless Telecommunication Services |
|
5,127,601 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
Total Common Stocks (cost $295,814,941) |
|
280,519,353 |
| |||||||||||||||||||||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||||
Shares |
|
Description (1) |
|
Coupon |
|
|
|
Ratings (5) |
|
Value |
| |||||||||||||||||||||||||||||||||||||||
|
|
Convertible Preferred Securities 1.1% (0.8% of Total Investments) |
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||
|
|
Capital Markets 0.0% |
|
|
|
|
|
| ||||||||||||||||||||||||||||||||||||||||||
5,800 |
|
AMG Capital Trust II, Convertible Bond |
|
5.150% |
|
|
|
BB |
|
$ 216,775 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Commercial Banks 0.5% |
|
|
|
|
|
| ||||||||||||||||||||||||||||||||||||||||||
3,500 |
|
Credit Suisse AG |
|
7.875% |
|
|
|
BBB+ |
|
3,377,500 |
| |||||||||||||||||||||||||||||||||||||||
1,961 |
|
KeyCorp Convertible Preferred Stock |
|
7.750% |
|
|
|
Ba1 |
|
199,042 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Total Commercial Banks |
|
|
|
|
|
|
|
3,576,542 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Food Products 0.1% |
|
|
|
|
|
| ||||||||||||||||||||||||||||||||||||||||||
5,300 |
|
Bunge Limited, Convertible Bonds |
|
4.875% |
|
|
|
Ba1 |
|
480,975 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Gas Utilities 0.0% |
|
|
|
|
|
|
|
| ||||||||||||||||||||||||||||||||||||||||
3,915 |
|
El Paso Energy Capital Trust I, Convertible Preferred |
|
4.750% |
|
|
|
B |
|
175,079 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Health Care Providers & Services 0.0% |
|
|
|
|
|
| ||||||||||||||||||||||||||||||||||||||||||
8,350 |
|
Omnicare Capital Trust II, Series B |
|
4.000% |
|
|
|
B |
|
317,300 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Independent Power Producers & Energy Traders 0.1% |
|
|
|
| ||||||||||||||||||||||||||||||||||||||||||||
10,000 |
|
AES Trust III, Convertible Preferred |
|
6.750% |
|
|
|
B |
|
487,200 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Insurance 0.0% |
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||
5,150 |
|
Aspen Insurance Holdings Limited |
|
5.625% |
|
|
|
BBB- |
|
257,500 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Machinery 0.1% |
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||
9,300 |
|
Stanley, Black, and Decker Inc. |
|
4.750% |
|
|
|
BBB+ |
|
960,132 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Media 0.0% |
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||
100 |
|
Interpublic Group Companies Inc., Convertible Notes |
|
0.000% |
|
|
|
B+ |
|
102,500 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Oil, Gas & Consumable Fuels 0.1% |
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||
1,000 |
|
Chesapeake Energy Corporation, Convertible |
|
5.750% |
|
|
|
B+ |
|
1,096,250 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Real Estate 0.2% |
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||
32,096 |
|
CommonWealth REIT, Convertible Debt |
|
6.500% |
|
|
|
Baa3 |
|
655,079 |
| |||||||||||||||||||||||||||||||||||||||
19,650 |
|
Health Care REIT, Inc., Convertible Bonds |
|
6.500% |
|
|
|
Baa3 |
|
909,795 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Total Real Estate |
|
|
|
|
|
|
|
1,564,874 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Thrifts & Mortgage Finance 0.0% |
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||
1,400 |
|
New York Community Capital Trust V |
|
6.000% |
|
|
|
Baa2 |
|
62,300 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Total Convertible Preferred Securities (cost $9,976,881) |
|
|
|
|
9,297,427 |
| ||||||||||||||||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||
Shares |
|
Description (1) |
|
Coupon |
|
|
|
Ratings (5) |
|
Value |
| |||||||||||||||||||||||||||||||||||||||
|
|
$25 Par (or similar) Preferred Securities 35.3% (25.8% of Total Investments) |
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||
|
|
Capital Markets 3.1% |
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||
88,000 |
|
Ameriprise Financial, Inc. |
|
7.750% |
|
|
|
A |
|
$ 2,390,960 |
| |||||||||||||||||||||||||||||||||||||||
95,044 |
|
Credit Suisse |
|
7.900% |
|
|
|
A3 |
|
2,411,266 |
| |||||||||||||||||||||||||||||||||||||||
887,130 |
|
Deutsche Bank Capital Funding Trust II |
|
6.550% |
|
|
|
BBB |
|
18,319,235 |
| |||||||||||||||||||||||||||||||||||||||
7,800 |
|
Deutsche Bank Capital Funding Trust IX |
|
6.625% |
|
|
|
BBB |
|
165,438 |
| |||||||||||||||||||||||||||||||||||||||
20,300 |
|
Goldman Sachs Group Inc., Series 2004-4 (CORTS) |
|
6.000% |
|
|
|
A3 |
|
423,255 |
| |||||||||||||||||||||||||||||||||||||||
8,000 |
|
Goldman Sachs Group Inc., Series GSC-3 (PPLUS) |
|
6.000% |
|
|
|
A3 |
|
167,200 |
| |||||||||||||||||||||||||||||||||||||||
1,500,000 |
|
Macquarie PMI LLC |
|
8.375% |
|
|
|
BBB |
|
1,373,325 |
| |||||||||||||||||||||||||||||||||||||||
600 |
|
Morgan Stanley Capital Trust III |
|
6.250% |
|
|
|
Baa2 |
|
12,420 |
| |||||||||||||||||||||||||||||||||||||||
2,700 |
|
Morgan Stanley Capital Trust IV |
|
6.250% |
|
|
|
Baa2 |
|
55,728 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Total Capital Markets |
|
|
|
|
|
|
|
25,318,827 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Commercial Banks 3.9% |
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||
1,000 |
|
ABN AMRO North America Capital Funding, 144A |
|
6.968% |
|
|
|
BB+ |
|
557,188 |
| |||||||||||||||||||||||||||||||||||||||
307,718 |
|
Banco Santander Finance |
|
10.500% |
|
|
|
A- |
|
8,154,527 |
| |||||||||||||||||||||||||||||||||||||||
14,600 |
|
Barclays Bank PLC |
|
7.750% |
|
|
|
A- |
|
322,076 |
| |||||||||||||||||||||||||||||||||||||||
36,900 |
|
Barclays Bank PLC |
|
7.100% |
|
|
|
A+ |
|
780,066 |
| |||||||||||||||||||||||||||||||||||||||
59,300 |
|
BB&T Capital Trust VI |
|
9.600% |
|
|
|
Baa1 |
|
1,574,415 |
| |||||||||||||||||||||||||||||||||||||||
73,300 |
|
BB&T Capital Trust VII |
|
8.100% |
|
|
|
Baa1 |
|
1,898,470 |
| |||||||||||||||||||||||||||||||||||||||
3,450 |
|
Fifth Third Bancorp, Convertible Bond |
|
8.500% |
|
|
|
Ba1 |
|
441,290 |
| |||||||||||||||||||||||||||||||||||||||
2,000,000 |
|
HSBC Bank PLC |
|
1.000% |
|
|
|
A |
|
1,040,000 |
| |||||||||||||||||||||||||||||||||||||||
16,300 |
|
HSBC Holdings PLC, (2) |
|
8.000% |
|
|
|
A- |
|
414,509 |
| |||||||||||||||||||||||||||||||||||||||
22,700 |
|
HSBC Holdings PLC |
|
6.200% |
|
|
|
A- |
|
516,879 |
| |||||||||||||||||||||||||||||||||||||||
14,500 |
|
HSBC USA Inc., Series F |
|
2.858% |
|
|
|
A- |
|
636,260 |
| |||||||||||||||||||||||||||||||||||||||
2,600 |
|
KeyCorp Capital Trust IX |
|
6.750% |
|
|
|
Baa3 |
|
65,260 |
| |||||||||||||||||||||||||||||||||||||||
79,592 |
|
Merrill Lynch Preferred Capital Trust V |
|
7.280% |
|
|
|
BB+ |
|
1,606,962 |
| |||||||||||||||||||||||||||||||||||||||
500,000 |
|
National Australia Bank |
|
8.000% |
|
|
|
A+ |
|
504,325 |
| |||||||||||||||||||||||||||||||||||||||
10,000 |
|
PNC Financial Services Inc. |
|
6.750% |
|
|
|
BBB |
|
9,577,300 |
| |||||||||||||||||||||||||||||||||||||||
3,600 |
|
Wells Fargo & Company, Convertible Bond |
|
7.500% |
|
|
|
A- |
|
3,719,016 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Total Commercial Banks |
|
|
|
|
|
|
|
31,808,543 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Diversified Financial Services 3.0% |
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||
2,310 |
|
Bank of America Corporation |
|
7.250% |
|
|
|
BB+ |
|
1,769,437 |
| |||||||||||||||||||||||||||||||||||||||
33,000 |
|
Citigroup Capital Trust XI |
|
6.000% |
|
|
|
Baa3 |
|
711,480 |
| |||||||||||||||||||||||||||||||||||||||
5,400 |
|
Citigroup Capital Trust XII |
|
8.500% |
|
|
|
Baa3 |
|
135,540 |
| |||||||||||||||||||||||||||||||||||||||
125,768 |
|
Citigroup Capital XIII |
|
7.875% |
|
|
|
BB+ |
|
3,321,533 |
| |||||||||||||||||||||||||||||||||||||||
40,000 |
|
Citigroup Capital XVI |
|
6.450% |
|
|
|
Baa3 |
|
882,000 |
| |||||||||||||||||||||||||||||||||||||||
16,300 |
|
Citigroup Capital XVII |
|
6.350% |
|
|
|
Baa3 |
|
361,860 |
| |||||||||||||||||||||||||||||||||||||||
32,600 |
|
Countrywide Capital Trust IV |
|
6.750% |
|
|
|
BB+ |
|
625,594 |
| |||||||||||||||||||||||||||||||||||||||
644,975 |
|
ING Groep N.V. |
|
7.050% |
|
|
|
BBB- |
|
12,093,281 |
| |||||||||||||||||||||||||||||||||||||||
114,469 |
|
JPMorgan Chase Capital Trust XI |
|
5.875% |
|
|
|
A2 |
|
2,849,133 |
| |||||||||||||||||||||||||||||||||||||||
38,700 |
|
JPMorgan Chase Capital Trust XXIX |
|
6.700% |
|
|
|
A2 |
|
969,822 |
| |||||||||||||||||||||||||||||||||||||||
2,200 |
|
MBNA Corporation, Capital Trust |
|
8.125% |
|
|
|
BB+ |
|
51,370 |
| |||||||||||||||||||||||||||||||||||||||
43,650 |
|
Merrill Lynch Capital Trust II |
|
6.450% |
|
|
|
BB+ |
|
811,454 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Total Diversified Financial Services |
|
|
|
|
|
|
|
24,582,504 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Diversified Telecommunication Services 0.6% |
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||
20,800 |
|
Qwest Corporation |
|
7.500% |
|
|
|
BBB- |
|
517,504 |
| |||||||||||||||||||||||||||||||||||||||
164,547 |
|
Telephone and Data Systems Inc. |
|
6.875% |
|
|
|
Baa2 |
|
4,187,721 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Total Diversified Telecommunication Services |
|
|
|
|
|
|
|
4,705,225 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Electric Utilities 0.2% |
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||
58,151 |
|
Entergy Texas Inc. |
|
7.875% |
|
|
|
BBB+ |
|
1,699,754 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Food Products 0.3% |
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||||||
25,000 |
|
Dairy Farmers of America Inc., 144A |
|
7.875% |
|
|
|
BBB- |
|
2,255,470 |
| |||||||||||||||||||||||||||||||||||||||
|
|
Insurance 5.6% |
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||||||||||||||
624,430 |
|
Aegon N.V. |
|
6.375% |
|
|
|
Baa1 |
|
12,120,186 |
| |||||||||||||||||||||||||||||||||||||||
24,200 |
|
Allianz SE |
|
8.375% |
|
|
|
A+ |
|
627,688 |
| |||||||||||||||||||||||||||||||||||||||
1,313 |
|
Arch Capital Group Limited, Series B |
|
7.875% |
|
|
|
BBB |
|
33,219 |
| |||||||||||||||||||||||||||||||||||||||
325,342 |
|
Arch Capital Group Limited |
|
8.000% |
|
|
|
BBB |
|
8,214,886 |
| |||||||||||||||||||||||||||||||||||||||
2,750,000 |
|
Dai-Ichi Mutual Life, 144A |
|
7.250% |
|
|
|
A3 |
|
2,704,515 |
| |||||||||||||||||||||||||||||||||||||||
275,756 |
|
EverestRe Capital Trust II |
|
6.200% |
|
|
|
Baa1 |
|
6,838,749 |
| |||||||||||||||||||||||||||||||||||||||
546,037 |
|
PartnerRe Limited |
|
6.750% |
|
|
|
BBB+ |
|
13,421,589 |
| |||||||||||||||||||||||||||||||||||||||
62,960 |
|
PLC Capital Trust III |
|
7.500% |
|
|
|
BBB |
|
1,577,148 |
| |||||||||||||||||||||||||||||||||||||||
5,800 |
|
PLC Capital Trust IV |
|
7.250% |
|
|
|
BBB |
|
144,362 |
| |||||||||||||||||||||||||||||||||||||||
2,000 |
|
RenaissanceRe Holdings Limited, Series C |
|
6.080% |
|
|
|
BBB+ |
|
47,600 |
| |||||||||||||||||||||||||||||||||||||||
27,197 |