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GEQ Guggenheim Equal Weight Enhanced Equity Income Fund
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Portfolio of Investments
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March 28, 2013 (unaudited)
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Number
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of Shares
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Description
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Value
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|
|
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Common Stocks - 108.4%
|
|
|
|
|
Basic Materials - 5.2%
|
|
|
4,219
|
|
Air Products & Chemicals, Inc.(a)
|
$ 367,559
|
|
3,678
|
|
Airgas, Inc.(a)
|
364,710
|
|
44,273
|
|
Alcoa, Inc.(a)
|
377,206
|
|
11,590
|
|
Allegheny Technologies, Inc.(a)
|
367,519
|
|
1,815
|
|
CF Industries Holdings, Inc.(a)
|
345,522
|
|
15,298
|
|
Cliffs Natural Resources, Inc.(a)
|
290,815
|
|
11,469
|
|
Dow Chemical Co.(a)
|
365,173
|
|
5,213
|
|
Eastman Chemical Co.(a)
|
364,232
|
|
4,811
|
|
Ecolab, Inc.(a)
|
385,746
|
|
7,647
|
|
EI du Pont de Nemours & Co.(a)
|
375,927
|
|
6,178
|
|
FMC Corp.(a)
|
352,331
|
|
11,294
|
|
Freeport-McMoRan Copper & Gold, Inc.(a)
|
373,831
|
|
5,087
|
|
International Flavors & Fragrances, Inc.(a)
|
390,020
|
|
8,103
|
|
International Paper Co.(a)
|
377,438
|
|
5,935
|
|
LyondellBasell Industries NV, Class A (Netherlands)
|
375,626
|
|
10,436
|
|
MeadWestvaco Corp.(a)
|
378,827
|
|
3,636
|
|
Monsanto Co.(a)
|
384,071
|
|
6,241
|
|
Mosaic Co.(a)
|
372,026
|
|
9,678
|
|
Newmont Mining Corp.(a)
|
405,412
|
|
7,887
|
|
Nucor Corp.(a)
|
363,985
|
|
2,736
|
|
PPG Industries, Inc.(a)
|
366,460
|
|
3,308
|
|
Praxair, Inc.(a)
|
368,974
|
|
2,266
|
|
Sherwin-Williams Co.(a)
|
382,705
|
|
4,768
|
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Sigma-Aldrich Corp.(a)
|
370,378
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|
17,958
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United States Steel Corp.(a)
|
350,181
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9,216,674
|
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Communications - 8.8%
|
|
|
1,370
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|
Amazon.com, Inc.(a) (b)
|
365,091
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|
10,248
|
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AT&T, Inc.(a)
|
375,999
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|
26,924
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Cablevision Systems Corp., Class A(a)
|
402,783
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|
8,171
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CBS Corp., Class B(a)
|
381,504
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10,930
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CenturyLink, Inc.(a)
|
383,971
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|
17,480
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Cisco Systems, Inc.(a)
|
365,507
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|
9,167
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Comcast Corp., Class A(a)
|
385,106
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29,572
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Corning, Inc.(a)
|
394,195
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5,346
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Crown Castle International Corp.(a) (b)
|
372,295
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|
7,506
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DIRECTTV(a) (b)
|
424,914
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|
4,824
|
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Discovery Communications, Inc., Class A(a) (b)
|
379,842
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|
7,074
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eBay, Inc.(a) (b)
|
383,552
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|
5,807
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|
Expedia, Inc.(a)
|
348,478
|
|
3,997
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|
F5 Networks, Inc.(a) (b)
|
356,053
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|
92,347
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Frontier Communications Corp.(a)
|
367,541
|
|
17,410
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Gannett Co., Inc.(a)
|
380,757
|
|
453
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|
Google, Inc., Class A(a) (b)
|
359,696
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|
8,274
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Harris Corp.(a)
|
383,417
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28,691
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Interpublic Group of Cos., Inc.(a)
|
373,844
|
|
24,280
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JDS Uniphase Corp.(a) (b)
|
324,624
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|
18,249
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Juniper Networks, Inc.(a) (b)
|
338,336
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|
7,902
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McGraw-Hill Cos., Inc.(a)
|
411,536
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34,768
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MetroPCS Communications, Inc.(a) (b)
|
378,971
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|
6,115
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Motorola Solutions, Inc.(a)
|
391,543
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|
2,035
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Netflix, Inc.(a) (b)
|
385,449
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12,294
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News Corp., Class A(a)
|
375,213
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6,424
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Omnicom Group, Inc.(a)
|
378,373
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|
521
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priceline.com, Inc.(a) (b)
|
358,412
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|
5,864
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Scripps Networks Interactive, Inc., Class A(a)
|
377,290
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|
63,922
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Sprint Nextel Corp.(a) (b)
|
396,956
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|
15,297
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Symantec Corp.(a) (b)
|
377,530
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|
4,187
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Time Warner Cable, Inc.(a)
|
402,203
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|
6,542
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Time Warner, Inc.(a)
|
376,950
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|
7,365
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TripAdvisor, Inc.(a) (b)
|
386,810
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|
8,034
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VeriSign, Inc.(a) (b)
|
379,848
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7,837
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Verizon Communications, Inc.(a)
|
385,189
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|
6,070
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Viacom, Inc., Class B(a)
|
373,730
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6,549
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Walt Disney Co.(a)
|
371,983
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|
925
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Washington Post Co., Class B(a)
|
413,475
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43,907
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Windstream Corp.(a)
|
349,061
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|
16,414
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Yahoo!, Inc.(a) (b)
|
386,221
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15,504,248
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Consumer, Cyclical - 14.5%
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|
7,852
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Abercrombie & Fitch Co., Class A(a)
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362,762
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|
8,587
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AutoNation, Inc.(a) (b)
|
375,681
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|
975
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AutoZone, Inc.(a) (b)
|
386,851
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|
6,365
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Bed Bath & Beyond, Inc.(a) (b)
|
410,033
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|
18,635
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Best Buy Co., Inc.(a)
|
412,765
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|
4,728
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BorgWarner, Inc.(a) (b)
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365,664
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|
9,168
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CarMax, Inc.(a) (b)
|
382,306
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|
10,559
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Carnival Corp. (Panama)(a)
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362,174
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|
1,167
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Chipotle Mexican Grill, Inc.(a) (b)
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380,290
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|
8,554
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Cintas Corp.(a)
|
377,488
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|
7,681
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Coach, Inc.(a)
|
383,973
|
|
3,648
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Costco Wholesale Corp.(a)
|
387,089
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|
7,190
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|
CVS Caremark Corp.(a)
|
395,378
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|
7,942
|
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Darden Restaurants, Inc.(a)
|
410,443
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|
8,740
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Delphi Automotive PLC (Jersey)
|
388,056
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|
7,865
|
|
Dollar General Corp.(b)
|
397,812
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|
8,346
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|
Dollar Tree, Inc.(a) (b)
|
404,197
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|
15,844
|
|
DR Horton, Inc.(a)
|
385,010
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|
6,395
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|
Family Dollar Stores, Inc.(a)
|
377,625
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|
7,345
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|
Fastenal Co.(a)
|
377,166
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|
29,366
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|
Ford Motor Co.(a)
|
386,163
|
|
3,635
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|
Fossil, Inc.(b)
|
351,141
|
|
15,235
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GameStop Corp., Class A(a)
|
426,123
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|
10,374
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Gap, Inc.(a)
|
367,240
|
|
5,083
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|
Genuine Parts Co.(a)
|
396,474
|
|
28,736
|
|
Goodyear Tire & Rubber Co.(a) (b)
|
362,361
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|
6,856
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|
Harley-Davidson, Inc.(a)
|
365,425
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|
8,631
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|
Harman International Industries, Inc.(a)
|
385,201
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|
9,021
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|
Hasbro, Inc.(a)
|
396,383
|
|
5,277
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|
Home Depot, Inc.(a)
|
368,229
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|
22,375
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|
International Game Technology(a)
|
369,188
|
|
25,098
|
|
JC Penney Co., Inc.(a)
|
379,231
|
|
11,142
|
|
Johnson Controls, Inc.(a)
|
390,749
|
|
8,055
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|
Kohl's Corp.(a)
|
371,577
|
|
9,009
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|
Lennar Corp., Class A(a)
|
373,693
|
|
8,299
|
|
L Brands, Inc.(a)
|
370,633
|
|
9,562
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|
Lowe's Cos., Inc.(a)
|
362,591
|
|
9,021
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|
Macy's, Inc.(a)
|
377,439
|
|
9,329
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|
Marriott International, Inc., Class A(a)
|
393,964
|
|
9,162
|
|
Mattel, Inc.(a)
|
401,204
|
|
3,807
|
|
McDonald's Corp.(a)
|
379,520
|
|
15,070
|
|
Newell Rubbermaid, Inc.(a)
|
393,327
|
|
6,872
|
|
NIKE, Inc., Class B(a)
|
405,516
|
|
6,913
|
|
Nordstrom, Inc.(a)
|
381,805
|
|
3,589
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|
O'Reilly Automotive, Inc.(a) (b)
|
368,052
|
|
7,449
|
|
PACCAR, Inc.(a)
|
376,621
|
|
5,952
|
|
PetSmart, Inc.
|
369,619
|
|
18,552
|
|
Pulte Group, Inc.(a) (b)
|
375,492
|
|
3,048
|
|
PVH Corp.
|
325,557
|
|
2,118
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|
Ralph Lauren Corp., Class A(a)
|
358,599
|
|
6,729
|
|
Ross Stores, Inc.(a)
|
407,912
|
|
30,657
|
|
Southwest Airlines Co.(a)
|
413,256
|
|
29,001
|
|
Staples, Inc.(a)
|
389,483
|
|
6,406
|
|
Starbucks Corp.(a)
|
364,886
|
|
6,008
|
|
Starwood Hotels & Resorts Worldwide, Inc.(a)
|
382,890
|
|
5,664
|
|
Target Corp.(a)
|
387,701
|
|
5,350
|
|
Tiffany & Co.(a)
|
372,039
|
|
8,368
|
|
TJX Cos., Inc.(a)
|
391,204
|
|
9,098
|
|
Urban Outfitters, Inc.(a) (b)
|
352,457
|
|
2,308
|
|
VF Corp.(a)
|
387,167
|
|
9,248
|
|
Walgreen Co.(a)
|
440,944
|
|
5,147
|
|
Wal-Mart Stores, Inc.(a)
|
385,150
|
|
3,193
|
|
Whirlpool Corp.(a)
|
378,243
|
|
1,627
|
|
WW Grainger, Inc.(a)
|
366,042
|
|
5,916
|
|
Wyndham Worldwide Corp.(a)
|
381,464
|
|
3,202
|
|
Wynn Resorts Ltd.(a)
|
400,762
|
|
5,549
|
|
Yum! Brands, Inc.(a)
|
399,195
|
|
|
|
|
25,652,675
|
|
|
|
|
|
|
|
|
Consumer, Non-cyclical - 22.4%
|
|
|
10,838
|
|
Abbott Laboratories(a)
|
382,798
|
|
10,065
|
|
AbbVie, Inc.(a)
|
410,450
|
|
4,292
|
|
Actavis, Inc.(a) (b)
|
395,336
|
|
7,850
|
|
ADT Corp.(a)
|
384,179
|
|
7,440
|
|
Aetna, Inc.(a)
|
380,333
|
|
4,127
|
|
Alexion Pharmaceuticals, Inc.(b)
|
380,262
|
|
3,433
|
|
Allergan, Inc.(a)
|
383,226
|
|
11,187
|
|
Altria Group, Inc.(a)
|
384,721
|
|
7,752
|
|
AmerisourceBergen Corp.(a)
|
398,840
|
|
4,042
|
|
Amgen, Inc.(a)
|
414,345
|
|
22,149
|
|
Apollo Group, Inc., Class A(a) (b)
|
385,171
|
|
11,693
|
|
Archer-Daniels-Midland Co.(a)
|
394,404
|
|
5,933
|
|
Automatic Data Processing, Inc.(a)
|
385,764
|
|
8,915
|
|
Avery Dennison Corp.(a)
|
383,969
|
|
19,020
|
|
Avon Products, Inc.(a)
|
394,285
|
|
5,378
|
|
Baxter International, Inc.(a)
|
390,658
|
|
6,211
|
|
Beam, Inc.(a)
|
394,647
|
|
4,230
|
|
Becton Dickinson and Co.(a)
|
404,430
|
|
2,180
|
|
Biogen Idec, Inc.(a) (b)
|
420,544
|
|
50,180
|
|
Boston Scientific Corp.(a) (b)
|
391,906
|
|
10,050
|
|
Bristol-Myers Squibb Co.(a)
|
413,959
|
|
5,687
|
|
Brown-Forman Corp., Class B(a)
|
406,051
|
|
9,083
|
|
Campbell Soup Co.(a)
|
412,005
|
|
8,122
|
|
Cardinal Health, Inc.(a)
|
338,038
|
|
11,232
|
|
CareFusion Corp.(a) (b)
|
393,008
|
|
3,375
|
|
Celgene Corp.(a) (b)
|
391,196
|
|
6,299
|
|
Cigna Corp.(a)
|
392,869
|
|
4,463
|
|
Clorox Co.(a)
|
395,110
|
|
9,582
|
|
Coca-Cola Co.(a)
|
387,496
|
|
10,481
|
|
Coca-Cola Enterprises, Inc.(a)
|
386,959
|
|
3,247
|
|
Colgate-Palmolive Co.(a)
|
383,243
|
|
10,810
|
|
ConAgra Foods, Inc.(a)
|
387,106
|
|
8,543
|
|
Constellation Brands, Inc., Class A(a) (b)
|
406,988
|
|
8,034
|
|
Coventry Health Care, Inc.(a)
|
377,839
|
|
5,767
|
|
Covidien PLC (Ireland)(a)
|
391,233
|
|
3,734
|
|
CR Bard, Inc.(a)
|
376,313
|
|
3,167
|
|
DaVita HealthCare Partners, Inc.(a) (b)
|
375,575
|
|
21,080
|
|
Dean Foods Co.(a) (b)
|
382,180
|
|
8,978
|
|
DENTSPLY International, Inc.(a)
|
380,847
|
|
8,621
|
|
Dr Pepper Snapple Group, Inc.(a)
|
404,756
|
|
4,163
|
|
Edwards Lifesciences Corp.(a) (b)
|
342,032
|
|
6,814
|
|
Eli Lilly & Co.(a)
|
386,967
|
|
6,654
|
|
Equifax, Inc.(a)
|
383,204
|
|
5,721
|
|
Estee Lauder Cos., Inc., Class A(a)
|
366,316
|
|
6,391
|
|
Express Scripts Holding Co.(a) (b)
|
368,441
|
|
10,126
|
|
Forest Laboratories, Inc.(a) (b)
|
385,193
|
|
8,184
|
|
General Mills, Inc.(a)
|
403,553
|
|
8,273
|
|
Gilead Sciences, Inc.(a) (b)
|
404,798
|
|
13,777
|
|
H&R Block, Inc.(a)
|
405,319
|
|
4,458
|
|
Hershey Co.(a)
|
390,209
|
|
5,183
|
|
HJ Heinz Co.(a)
|
374,575
|
|
9,750
|
|
Hormel Foods Corp.(a)
|
402,870
|
|
12,745
|
|
Hospira, Inc.(a) (b)
|
418,417
|
|
5,525
|
|
Humana, Inc.(a)
|
381,833
|
|
746
|
|
Intuitive Surgical, Inc.(a) (b)
|
366,428
|
|
10,776
|
|
Iron Mountain, Inc.(a)
|
391,277
|
|
3,866
|
|
JM Smucker Co.(a)
|
383,353
|
|
4,807
|
|
Johnson & Johnson(a)
|
391,915
|
|
6,138
|
|
Kellogg Co.(a)
|
395,471
|
|
3,990
|
|
Kimberly-Clark Corp.(a)
|
390,940
|
|
7,560
|
|
Kraft Foods Group, Inc.(a)
|
389,567
|
|
12,057
|
|
Kroger Co.(a)
|
399,569
|
|
4,202
|
|
Laboratory Corp. of America Holdings(a) (b)
|
379,020
|
|
6,225
|
|
Life Technologies Corp.(a) (b)
|
402,322
|
|
9,733
|
|
Lorillard, Inc.(a)
|
392,727
|
|
710
|
|
MasterCard, Inc., Class A(a)
|
384,202
|
|
5,367
|
|
McCormick & Co., Inc.(a)
|
394,743
|
|
3,437
|
|
McKesson Corp.(a)
|
371,059
|
|
5,016
|
|
Mead Johnson Nutrition Co.(a)
|
388,489
|
|
8,242
|
|
Medtronic, Inc.(a)
|
387,044
|
|
8,830
|
|
Merck & Co., Inc.(a)
|
390,551
|
|
7,934
|
|
Molson Coors Brewing Co., Class B(a)
|
388,211
|
|
13,151
|
|
Mondelez International, Inc., Class A(a)
|
402,552
|
|
7,940
|
|
Monster Beverage Corp.(b)
|
379,056
|
|
7,376
|
|
Moody's Corp.(a)
|
393,288
|
|
12,288
|
|
Mylan, Inc.(a) (b)
|
355,615
|
|
10,199
|
|
Patterson Cos., Inc.(a)
|
387,970
|
|
11,058
|
|
Paychex, Inc.(a)
|
387,804
|
|
4,869
|
|
PepsiCo, Inc.(a)
|
385,187
|
|
3,249
|
|
Perrigo Co.
|
385,754
|
|
13,514
|
|
Pfizer, Inc.(a)
|
390,014
|
|
4,125
|
|
Philip Morris International, Inc.(a)
|
382,429
|
|
4,869
|
|
Procter & Gamble Co.(a)
|
375,205
|
|
12,814
|
|
Quanta Services, Inc.(a) (b)
|
366,224
|
|
6,718
|
|
Quest Diagnostics, Inc.(a)
|
379,231
|
|
8,800
|
|
Reynolds American, Inc.(a)
|
391,512
|
|
10,334
|
|
Robert Half International, Inc.(a)
|
387,835
|
|
15,927
|
|
Safeway, Inc.(a)
|
419,676
|
|
30,807
|
|
SAIC, Inc.(a)
|
417,435
|
|
8,984
|
|
St Jude Medical, Inc.(a)
|
363,313
|
|
5,719
|
|
Stryker Corp.(a)
|
373,108
|
|
11,296
|
|
Sysco Corp.(a)
|
397,280
|
|
8,701
|
|
Tenet Healthcare Corp.(a) (b)
|
413,994
|
|
15,498
|
|
Total System Services, Inc.(a)
|
384,040
|
|
15,660
|
|
Tyson Foods, Inc., Class A(a)
|
388,681
|
|
6,985
|
|
UnitedHealth Group, Inc.(a)
|
399,612
|
|
5,098
|
|
Varian Medical Systems, Inc.(a) (b)
|
367,056
|
|
5,963
|
|
WellPoint, Inc.(a)
|
394,929
|
|
25,692
|
|
Western Union Co.(a)
|
386,408
|
|
4,422
|
|
Whole Foods Market, Inc.(a)
|
383,609
|
|
4,986
|
|
Zimmer Holdings, Inc.(a)
|
375,047
|
|
|
|
|
39,257,518
|
|
|
|
|
|
|
|
|
Diversified - 0.2%
|
|
|
14,189
|
|
Leucadia National Corp.(a)
|
389,204
|
|
|
|
|
|
|
|
|
Energy - 9.5%
|
|
|
4,523
|
|
Anadarko Petroleum Corp.(a)
|
395,536
|
|
4,969
|
|
Apache Corp.(a)
|
383,408
|
|
8,156
|
|
Baker Hughes, Inc.(a)
|
378,520
|
|
5,818
|
|
Cabot Oil & Gas Corp., Class A(a)
|
393,355
|
|
5,764
|
|
Cameron International Corp.(a) (b)
|
375,813
|
|
17,620
|
|
Chesapeake Energy Corp.(a)
|
359,624
|
|
3,170
|
|
Chevron Corp.(a)
|
376,659
|
|
6,437
|
|
ConocoPhillips(a)
|
386,864
|
|
11,702
|
|
CONSOL Energy, Inc.(a)
|
393,772
|
|
20,428
|
|
Denbury Resources, Inc.(a) (b)
|
380,982
|
|
6,683
|
|
Devon Energy Corp.(a)
|
377,055
|
|
5,559
|
|
Diamond Offshore Drilling, Inc.(a)
|
386,684
|
|
6,514
|
|
Ensco PLC, Class A (United Kingdom)
|
390,840
|
|
2,920
|
|
EOG Resources, Inc.(a)
|
373,964
|
|
5,760
|
|
EQT Corp.(a)
|
390,240
|
|
4,225
|
|
Exxon Mobil Corp.(a)
|
380,715
|
|
7,345
|
|
FMC Technologies, Inc.(a) (b)
|
399,494
|
|
8,932
|
|
Halliburton Co.(a)
|
360,942
|
|
5,870
|
|
Helmerich & Payne, Inc.(a)
|
356,309
|
|
5,410
|
|
Hess Corp.(a)
|
387,410
|
|
10,058
|
|
Kinder Morgan, Inc.
|
389,043
|
|
11,352
|
|
Marathon Oil Corp.(a)
|
382,789
|
|
4,223
|
|
Marathon Petroleum Corp.(a)
|
378,381
|
|
6,034
|
|
Murphy Oil Corp.(a)
|
384,547
|
|
22,655
|
|
Nabors Industries Ltd. (Bermuda)(a)
|
367,464
|
|
5,528
|
|
National Oilwell Varco, Inc.(a)
|
391,106
|
|
15,846
|
|
Newfield Exploration Co.(a) (b)
|
355,267
|
|
10,484
|
|
Noble Corp. (Switzerland)(a)
|
399,966
|
|
3,341
|
|
Noble Energy, Inc.(a)
|
386,420
|
|
4,561
|
|
Occidental Petroleum Corp.(a)
|
357,446
|
|
8,383
|
|
ONEOK, Inc.(a)
|
399,618
|
|
17,084
|
|
Peabody Energy Corp.(a)
|
361,327
|
|
5,692
|
|
Phillips 66(a)
|
398,269
|
|
2,945
|
|
Pioneer Natural Resources Co.(a)
|
365,916
|
|
12,031
|
|
QEP Resources, Inc.(a)
|
383,067
|
|
4,768
|
|
Range Resources Corp.(a)
|
386,399
|
|
11,101
|
|
Rowan Companies PLC, Class A (United Kingdom)(a) (b)
|
392,531
|
|
4,820
|
|
Schlumberger Ltd. (Curacao)(a)
|
360,970
|
|
9,996
|
|
Southwestern Energy Co.(a) (b)
|
372,451
|
|
12,864
|
|
Spectra Energy Corp.(a)
|
395,568
|
|
6,437
|
|
Tesoro Corp.(a)
|
376,886
|
|
8,261
|
|
Valero Energy Corp.(a)
|
375,793
|
|
10,828
|
|
Williams Cos., Inc.(a)
|
405,617
|
|
23,130
|
|
WPX Energy, Inc.(a) (b)
|
370,543
|
|
|
|
|
16,765,570
|
|
|
|
|
|
|
|
|
Financial - 17.1%
|
|
|
4,320
|
|
ACE Ltd. (Switzerland)(a)
|
384,350
|
|
7,554
|
|
Aflac, Inc.(a)
|
392,959
|
|
7,927
|
|
Allstate Corp.(a)
|
388,978
|
|
5,809
|
|
American Express Co.(a)
|
391,875
|
|
9,496
|
|
American International Group, Inc.(a) (b)
|
368,635
|
|
4,873
|
|
American Tower Corp., REIT(a)
|
374,831
|
|
5,213
|
|
Ameriprise Financial, Inc.(a)
|
383,937
|
|
6,243
|
|
AON PLC (United Kingdom)(a)
|
383,945
|
|
12,360
|
|
Apartment Investment & Management Co., Class A, REIT(a)
|
378,958
|
|
8,774
|
|
Assurant, Inc.(a)
|
394,918
|
|
3,029
|
|
AvalonBay Communities, Inc., REIT(a)
|
383,683
|
|
31,140
|
|
Bank of America Corp.(a)
|
379,285
|
|
13,179
|
|
Bank of New York Mellon Corp.(a)
|
368,880
|
|
11,969
|
|
BB&T Corp.(a)
|
375,707
|
|
3,627
|
|
Berkshire Hathaway, Inc., Class B(a) (b)
|
377,933
|
|
1,515
|
|
BlackRock, Inc.(a)
|
389,173
|
|
3,653
|
|
Boston Properties, Inc., REIT(a)
|
369,172
|
|
6,935
|
|
Capital One Financial Corp.(a)
|
381,078
|
|
15,254
|
|
CBRE Group, Inc., Class A(a) (b)
|
385,164
|
|
21,283
|
|
Charles Schwab Corp.(a)
|
376,496
|
|
4,384
|
|
Chubb Corp.(a)
|
383,732
|
|
8,113
|
|
Cincinnati Financial Corp.(a)
|
382,852
|
|
8,051
|
|
Citigroup, Inc.(a)
|
356,176
|
|
6,029
|
|
CME Group, Inc.(a)
|
370,120
|
|
10,357
|
|
Comerica, Inc.(a)
|
372,334
|
|
9,084
|
|
Discover Financial Services(a)
|
407,328
|
|
33,261
|
|
E*TRADE Financial Corp.(a) (b)
|
356,225
|
|
6,842
|
|
Equity Residential, REIT(a)
|
376,721
|
|
23,287
|
|
Fifth Third Bancorp(a)
|
379,811
|
|
33,739
|
|
First Horizon National Corp.(a)
|
360,333
|
|
2,560
|
|
Franklin Resources, Inc.(a)
|
386,074
|
|
38,196
|
|
Genworth Financial, Inc., Class A(a) (b)
|
381,960
|
|
2,456
|
|
Goldman Sachs Group, Inc.(a)
|
361,400
|
|
14,980
|
|
Hartford Financial Services Group, Inc.(a)
|
386,484
|
|
7,744
|
|
HCP, Inc., REIT(a)
|
386,116
|
|
5,752
|
|
Health Care REIT, Inc., REIT(a)
|
390,618
|
|
22,200
|
|
Host Hotels & Resorts, Inc., REIT(a)
|
388,278
|
|
43,203
|
|
Hudson City Bancorp, Inc.(a)
|
373,274
|
|
51,067
|
|
Huntington Bancshares, Inc.(a)
|
377,385
|
|
2,370
|
|
IntercontinentalExchange, Inc.(a) (b)
|
386,476
|
|
13,371
|
|
Invesco Ltd. (Bermuda)(a)
|
387,224
|
|
7,487
|
|
JPMorgan Chase & Co.(a)
|
355,333
|
|
38,119
|
|
KeyCorp(a)
|
379,665
|
|
17,030
|
|
Kimco Realty Corp., REIT(a)
|
381,472
|
|
12,624
|
|
Legg Mason, Inc.(a)
|
405,862
|
|
11,390
|
|
Lincoln National Corp.(a)
|
371,428
|
|
8,706
|
|
Loews Corp.(a)
|
383,673
|
|
3,692
|
|
M&T Bank Corp.(a)
|
380,867
|
|
10,163
|
|
Marsh & McLennan Cos., Inc.(a)
|
385,889
|
|
9,629
|
|
MetLife, Inc.(a)
|
366,095
|
|
16,563
|
|
Morgan Stanley(a)
|
364,055
|
|
11,738
|
|
NASDAQ OMX Group, Inc.(a)
|
379,137
|
|
6,842
|
|
Northern Trust Corp.(a)
|
373,300
|
|
10,007
|
|
NYSE Euronext(a)
|
386,670
|
|
28,281
|
|
People's United Financial, Inc.(a)
|
380,097
|
|
7,704
|
|
Plum Creek Timber Co., Inc., REIT(a)
|
402,149
|
|
5,781
|
|
PNC Financial Services Group, Inc.(a)
|
384,437
|
|
11,382
|
|
Principal Financial Group, Inc.(a)
|
387,329
|
|
15,132
|
|
Progressive Corp.(a)
|
382,386
|
|
9,686
|
|
ProLogis, Inc., REIT(a)
|
387,246
|
|
6,307
|
|
Prudential Financial, Inc.(a)
|
372,050
|
|
2,498
|
|
Public Storage, REIT(a)
|
380,495
|
|
46,117
|
|
Regions Financial Corp.(a)
|
377,698
|
|
2,349
|
|
Simon Property Group, Inc., REIT(a)
|
372,457
|
|
19,825
|
|
SLM Corp.(a)
|
406,016
|
|
6,348
|
|
State Street Corp.(a)
|
375,103
|
|
12,805
|
|
SunTrust Banks, Inc.(a)
|
368,912
|
|
4,999
|
|
T Rowe Price Group, Inc.(a)
|
374,275
|
|
6,442
|
|
Torchmark Corp.(a)
|
385,232
|
|
4,602
|
|
Travelers Cos., Inc.(a)
|
387,442
|
|
14,376
|
|
Unum Group(a)
|
406,121
|
|
11,112
|
|
US Bancorp(a)
|
377,030
|
|
5,343
|
|
Ventas, Inc., REIT(a)
|
391,108
|
|
2,340
|
|
Visa, Inc., Class A(a)
|
397,426
|
|
4,461
|
|
Vornado Realty Trust, REIT(a)
|
373,118
|
|
10,413
|
|
Wells Fargo & Co.(a)
|
385,178
|
|
12,591
|
|
Weyerhaeuser Co., REIT(a)
|
395,106
|
|
12,839
|
|
XL Group PLC (Ireland)(a)
|
389,022
|
|
14,856
|
|
Zions Bancorporation(a)
|
371,251
|
|
|
|
|
30,103,008
|
|
|
|
|
|
|
|
|
Industrial - 13.5%
|
|
|
3,556
|
|
3M Co.(a)
|
378,038
|
|
8,735
|
|
Agilent Technologies, Inc.(a)
|
366,608
|
|
5,132
|
|
Amphenol Corp., Class A(a)
|
383,104
|
|
8,480
|
|
Ball Corp.(a)
|
403,478
|
|
9,785
|
|
Bemis Co., Inc.(a)
|
394,923
|
|
4,627
|
|
Boeing Co.(a)
|
397,228
|
|
4,153
|
|
Caterpillar, Inc.(a)
|
361,186
|
|
6,594
|
|
CH Robinson Worldwide, Inc.(a)
|
392,079
|
|
16,348
|
|
CSX Corp.(a)
|
402,652
|
|
3,142
|
|
Cummins, Inc.(a)
|
363,875
|
|
6,068
|
|
Danaher Corp.(a)
|
377,126
|
|
4,136
|
|
Deere & Co.(a)
|
355,613
|
|
5,097
|
|
Dover Corp.(a)
|
371,469
|
|
5,933
|
|
Eaton Corp. PLC (Ireland)(a)
|
363,396
|
|
6,561
|
|
Emerson Electric Co.(a)
|
366,563
|
|
9,818
|
|
Expeditors International of Washington, Inc.(a)
|
350,601
|
|
3,486
|
|
FedEx Corp.(a)
|
342,325
|
|
14,155
|
|
FLIR Systems, Inc.(a)
|
368,172
|
|
2,281
|
|
Flowserve Corp.(a)
|
382,547
|
|
5,845
|
|
Fluor Corp.(a)
|
387,699
|
|
10,554
|
|
Garmin Ltd. (Switzerland)
|
348,704
|
|
5,470
|
|
General Dynamics Corp.(a)
|
385,690
|
|
15,812
|
|
General Electric Co.(a)
|
365,573
|
|
5,100
|
|
Honeywell International, Inc.(a)
|
384,284
|
|
6,019
|
|
Illinois Tool Works, Inc.(a)
|
366,798
|
|
6,921
|
|
Ingersoll-Rand PLC (Ireland)(a)
|
380,725
|
|
20,117
|
|
Jabil Circuit, Inc.(a)
|
371,762
|
|
7,254
|
|
Jacobs Engineering Group, Inc.(a) (b)
|
407,965
|
|
5,979
|
|
Joy Global, Inc.(a)
|
355,870
|
|
4,872
|
|
L-3 Communications Holdings, Inc.(a)
|
394,242
|
|
11,787
|
|
Leggett & Platt, Inc.(a)
|
398,166
|
|
4,176
|
|
Lockheed Martin Corp.(a)
|
403,067
|
|
18,849
|
|
Masco Corp.(a)
|
381,692
|
|
13,315
|
|
Molex, Inc.(a)
|
389,863
|
|
5,027
|
|
Norfolk Southern Corp.(a)
|
387,481
|
|
5,698
|
|
Northrop Grumman Corp.(a)
|
399,715
|
|
14,387
|
|
Owens-Illinois, Inc.(a) (b)
|
383,414
|
|
5,463
|
|
Pall Corp.(a)
|
373,505
|
|
3,837
|
|
Parker Hannifin Corp.(a)
|
351,392
|
|
7,271
|
|
Pentair Ltd. (Switzerland)(a)
|
383,546
|
|
10,569
|
|
PerkinElmer, Inc.(a)
|
355,541
|
|
1,971
|
|
Precision Castparts Corp.(a)
|
373,741
|
|
6,709
|
|
Raytheon Co.(a)
|
394,422
|
|
12,009
|
|
Republic Services, Inc.(a)
|
396,297
|
|
4,149
|
|
Rockwell Automation, Inc.(a)
|
358,266
|
|
6,166
|
|
Rockwell Collins, Inc.(a)
|
389,198
|
|
3,049
|
|
Roper Industries, Inc.(a)
|
388,168
|
|
6,520
|
|
Ryder System, Inc.(a)
|
389,570
|
|
16,705
|
|
Sealed Air Corp.(a)
|
402,758
|
|
4,682
|
|
Snap-On, Inc.(a)
|
387,202
|
|
4,760
|
|
Stanley Black & Decker, Inc.(a)
|
385,417
|
|
3,817
|
|
Stericycle, Inc.(a) (b)
|
405,288
|
|
8,990
|
|
TE Connectivity Ltd. (Switzerland)(a)
|
376,951
|
|
12,364
|
|
Textron, Inc.(a)
|
368,571
|
|
4,879
|
|
Thermo Fisher Scientific, Inc.(a)
|
373,195
|
|
11,715
|
|
Tyco International Ltd. (Switzerland)(a)
|
374,880
|
|
2,710
|
|
Union Pacific Corp.(a)
|
385,931
|
|
4,452
|
|
United Parcel Service, Inc., Class B(a)
|
382,427
|
|
4,082
|
|
United Technologies Corp.(a)
|
381,381
|
|
7,013
|
|
Vulcan Materials Co.(a)
|
362,572
|
|
10,180
|
|
Waste Management, Inc.(a)
|
399,158
|
|
3,978
|
|
Waters Corp.(a) (b)
|
373,574
|
|
13,221
|
|
Xylem, Inc.
|
364,371
|
|
|
|
|
23,891,015
|
|
|
|
|
|
|
|
|
Technology - 10.6%
|
|
|
4,798
|
|
Accenture PLC, Class A (Ireland)(a)
|
364,504
|
|
9,056
|
|
Adobe Systems, Inc.(a) (b)
|
394,027
|
|
149,910
|
|
Advanced Micro Devices, Inc.(a) (b)
|
382,271
|
|
10,094
|
|
Akamai Technologies, Inc.(a) (b)
|
356,217
|
|
10,663
|
|
Altera Corp.(a)
|
378,217
|
|
8,162
|
|
Analog Devices, Inc.(a)
|
379,451
|
|
870
|
|
Apple, Inc.(a)
|
385,088
|
|
27,759
|
|
Applied Materials, Inc.(a)
|
374,191
|
|
9,454
|
|
Autodesk, Inc.(a) (b)
|
389,883
|
|
8,759
|
|
BMC Software, Inc.(a) (b)
|
405,804
|
|
11,219
|
|
Broadcom Corp., Class A(a)
|
388,963
|
|
14,985
|
|
CA, Inc.(a)
|
377,172
|
|
4,072
|
|
Cerner Corp.(a) (b)
|
385,822
|
|
5,056
|
|
Citrix Systems, Inc.(a) (b)
|
364,841
|
|
4,668
|
|
Cognizant Technology Solutions Corp., Class A(a) (b)
|
357,615
|
|
7,612
|
|
Computer Sciences Corp.(a)
|
374,739
|
|
27,102
|
|
Dell, Inc.(a)
|
388,372
|
|
4,700
|
|
Dun & Bradstreet Corp.(a)
|
393,155
|
|
20,228
|
|
Electronic Arts, Inc.(a) (b)
|
358,036
|
|
15,692
|
|
EMC Corp.(a) (b)
|
374,882
|
|
9,915
|
|
Fidelity National Information Services, Inc.(a)
|
392,832
|
|
14,497
|
|
First Solar, Inc.(a) (b)
|
390,838
|
|
4,530
|
|
Fiserv, Inc.(a) (b)
|
397,870
|
|
18,175
|
|
Hewlett-Packard Co.(a)
|
433,292
|
|
17,654
|
|
Intel Corp.(a)
|
385,740
|
|
1,787
|
|
International Business Machines Corp.(a)
|
381,167
|
|
5,548
|
|
Intuit, Inc.(a)
|
364,226
|
|
6,858
|
|
KLA-Tencor Corp.(a)
|
361,691
|
|
8,765
|
|
Lam Research Corp.(a) (b)
|
363,397
|
|
9,783
|
|
Linear Technology Corp.(a)
|
375,374
|
|
54,315
|
|
LSI Corp.(a) (b)
|
368,256
|
|
10,199
|
|
Microchip Technology, Inc.(a)
|
374,915
|
|
41,414
|
|
Micron Technology, Inc.(a) (b)
|
413,311
|
|
13,424
|
|
Microsoft Corp.(a)
|
384,061
|
|
10,986
|
|
NetApp, Inc.(a) (b)
|
375,282
|
|
29,319
|
|
NVIDIA Corp.(a)
|
375,870
|
|
10,547
|
|
Oracle Corp.(a)
|
341,090
|
|
26,924
|
|
Pitney Bowes, Inc.(a)
|
400,091
|
|
5,640
|
|
QUALCOMM, Inc.(a)
|
377,598
|
|
7,092
|
|
Red Hat, Inc.(a) (b)
|
358,572
|
|
2,022
|
|
Salesforce.com, Inc.(a) (b)
|
361,594
|
|
7,248
|
|
SanDisk Corp.(a) (b)
|
398,640
|
|
11,709
|
|
Seagate Technology PLC (Ireland)
|
428,081
|
|
6,367
|
|
Teradata Corp.(a) (b)
|
372,533
|
|
22,031
|
|
Teradyne, Inc.(a) (b)
|
357,343
|
|
10,650
|
|
Texas Instruments, Inc.(a)
|
377,862
|
|
7,885
|
|
Western Digital Corp.(a)
|
396,458
|
|
43,152
|
|
Xerox Corp.(a)
|
371,107
|
|
9,795
|
|
Xilinx, Inc.(a)
|
373,875
|
|
|
|
|
18,626,216
|
|
|
|
|
|
|
|
|
Utilities - 6.6%
|
|
|
30,926
|
|
AES Corp.(a)
|
388,740
|
|
9,220
|
|
AGL Resources, Inc.(a)
|
386,779
|
|
11,090
|
|
Ameren Corp.(a)
|
388,372
|
|
7,980
|
|
American Electric Power Co., Inc.(a)
|
388,067
|
|
17,488
|
|
CenterPoint Energy, Inc.(a)
|
419,013
|
|
14,073
|
|
CMS Energy Corp.(a)
|
393,200
|
|
6,376
|
|
Consolidated Edison, Inc.(a)
|
389,127
|
|
6,728
|
|
Dominion Resources, Inc.(a)
|
391,435
|
|
5,640
|
|
DTE Energy Co.(a)
|
385,438
|
|
5,397
|
|
Duke Energy Corp.(a)
|
391,768
|
|
7,410
|
|
Edison International(a)
|
372,871
|
|
5,925
|
|
Entergy Corp.(a)
|
374,697
|
|
11,798
|
|
Exelon Corp.(a)
|
406,795
|
|
9,190
|
|
FirstEnergy Corp.(a)
|
387,818
|
|
6,829
|
|
Integrys Energy Group, Inc.(a)
|
397,175
|
|
5,068
|
|
NextEra Energy, Inc.(a)
|
393,682
|
|
13,286
|
|
NiSource, Inc.(a)
|
389,811
|
|
8,904
|
|
Northeast Utilities(a)
|
386,968
|
|
15,107
|
|
NRG Energy, Inc.(a)
|
400,184
|
|
18,666
|
|
Pepco Holdings, Inc.(a)
|
399,452
|
|
8,786
|
|
PG&E Corp.(a)
|
391,241
|
|
6,589
|
|
Pinnacle West Capital Corp.(a)
|
381,437
|
|
12,266
|
|
PPL Corp.(a)
|
384,048
|
|
11,497
|
|
Public Service Enterprise Group, Inc.(a)
|
394,807
|
|
7,723
|
|
SCANA Corp.(a)
|
395,109
|
|
4,879
|
|
Sempra Energy(a)
|
390,027
|
|
8,293
|
|
Southern Co.(a)
|
389,108
|
|
21,700
|
|
TECO Energy, Inc.(a)
|
386,694
|
|
9,081
|
|
Wisconsin Energy Corp.(a)
|
389,484
|
|
12,974
|
|
Xcel Energy, Inc.(a)
|
385,328
|
|
|
|
|
11,718,675
|
|
|
|
|
|
|
|
|
Total Common Stocks - 108.4%
|
|
|
|
|
(Cost $158,989,225)
|
191,124,803
|
|
|
|
|
|
|
|
|
Short-Term Investments - 1.1%
|
|
|
|
|
Money Market Fund - 1.1%
|
|
|
1,963,809
|
|
Dreyfus Treasury Prime Cash Management Institutional Shares
|
1,963,809
|
|
|
|
(Cost $1,963,809)
|
|
|
|
|
|
|
|
|
|
Total Investments - 109.5%
|
|
|
|
|
(Cost $160,953,034)
|
193,088,612
|
|
|
|
Other Assets in excess of Liabilities - 1.9%
|
3,393,030
|
|
|
|
Total Value of Options Written - (1.2%) (Premiums received $2,326,705)
|
(2,116,004)
|
|
|
|
|
|
|
|
|
Borrowings - (10.2% of Net Assets or 9.3% of Total Investments)
|
(18,000,000)
|
|
|
|
Net Assets - 100.0%
|
$ 176,365,638
|