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  811-43

DWS Investment Trust

(Exact name of registrant as specified in charter)

 

345 Park Avenue

New York, NY  10154-0004

(Address of principal executive offices)             (Zip code)

 

Paul Schubert

345 Park Avenue

New York, NY  10154-0004

(Name and address of agent for service)

Registrant's telephone number, including area code:  (212) 454-7190

Date of fiscal year end:  12/31

Date of reporting period: 03/31/08

 

ITEM 1.  SCHEDULE OF INVESTMENTS

 

| Investment Portfolio | **as of March 31, 2008  (Unaudited)** |
|----------------------|---------------------------------------|

 

**DWS S&P 500 Index Fund**

DWS S&P 500 Index Fund (the “Fund”) is a feeder fund that invests substantially all of its assets in a “master portfolio”, the DWS Equity 500 Index Portfolio (the “Portfolio”) and owns a pro rata interest in the Portfolio’s net assets.  At March 31, 2008, the Fund owned approximately 19% of the Portfolio’s outstanding interests. The Portfolio’s Schedule of Investments is set forth below.

 

|                            | **Shares**              |    | **Value ($)** |
|---------------------------------|-------------------------|---------|---------------|
|                                 |
|                            | **Common Stocks 96.0%** |
| **Consumer Discretionary 8.3%** |
| **Auto Components 0.2%**        |
| Goodyear Tire & Rubber Co.* |                    | 56,696  |          | 1,462,757 |
| Johnson Controls, Inc.          |                    | 155,192 |          | 5,245,489 |
|                                 |
|                            | **6,708,246**           |
| **Automobiles 0.3%**            |
| Ford Motor Co.*                 |                    | 590,885 |          | 3,379,862 |
| General Motors Corp.            |                    | 157,671 |          | 3,003,633 |
| Harley-Davidson, Inc.           |                    | 63,851  |          | 2,394,412 |
|                                 |
|                            | **8,777,907**           |
|                                 |                         |         |               |  |  |  |

 

 

 

| **Distributors 0.1%**                         |
|-----------------------------------------------|
| Genuine Parts Co.                             |   | 44,678 |   | **1,796,949** |
| **Diversified Consumer Services 0.1%**        |
| Apollo Group, Inc. "A"*                       |   | 36,183 |   | 1,563,106 |
| H&R Block, Inc.                           |   | 84,782 |   | 1,760,074 |
|                                               |
|                                          | **3,323,180** |
| **Hotels Restaurants & Leisure 1.3%**     |
| Carnival Corp. (Unit)                         |   | 116,397 |   | 4,711,751 |
| Darden Restaurants, Inc.                      |   | 35,380 |   | 1,151,619 |
| International Game Technology                 |   | 83,764 |   | 3,368,150 |
| Marriott International, Inc. "A"              |   | 83,964 |   | 2,885,003 |
| McDonald's Corp.                              |   | 308,256 |   | 17,191,437 |
| Starbucks Corp.*                              |   | 195,908 |   | 3,428,390 |
| Starwood Hotels & Resorts Worldwide, Inc. |   | 52,012 |   | 2,691,621 |
| Wendy's International, Inc.                   |   | 23,480 |   | 541,449 |
| Wyndham Worldwide Corp.                       |   | 47,714 |   | 986,726 |
| Yum! Brands, Inc.                             |   | 127,282 |   | 4,736,163 |
|                                               |
|                                          | **41,692,309** |
| **Household Durables 0.4%**                   |
| Black & Decker Corp.                      |   | 16,552 |   | 1,094,087 |
| Centex Corp.                                  |   | 32,104 |   | 777,238 |
| D.R. Horton, Inc.                             |   | 71,800 |   | 1,130,850 |
| Fortune Brands, Inc.                          |   | 40,354 |   | 2,804,603 |
| Harman International Industries, Inc.         |   | 16,100 |   | 700,994 |
| KB HOME                                       |   | 20,672 |   | 511,219 |
| Leggett & Platt, Inc.                     |   | 46,666 |   | 711,657 |
| Lennar Corp. "A"                              |   | 36,900 |   | 694,089 |
| Newell Rubbermaid, Inc.                       |   | 72,150 |   | 1,650,070 |
| Pulte Homes, Inc.                             |   | 57,356 |   | 834,530 |
| Snap-on, Inc.                                 |   | 15,532 |   | 789,802 |
| The Stanley Works                             |   | 19,653 |   | 935,876 |
| Whirlpool Corp.                               |   | 19,377 |   | 1,681,536 |
|                                               |
|                                          | **14,316,551** |
| **Internet & Catalog Retail 0.2%**        |
| Amazon.com, Inc.*                             |   | 81,612 |   | 5,818,936 |
| Expedia, Inc.*                                |   | 53,370 |   | 1,168,269 |
| IAC/InterActiveCorp.*                         |   | 50,900 |   | 1,056,684 |
|                                               |
|                                          | **8,043,889** |
| **Leisure Equipment & Products 0.1%**     |
| Brunswick Corp.                               |   | 24,730 |   | 394,938 |
| Eastman Kodak Co.                             |   | 74,931 |   | 1,324,031 |
| Hasbro, Inc.                                  |   | 39,202 |   | 1,093,736 |
| Mattel, Inc.                                  |   | 95,814 |   | 1,906,698 |
|                                               |
|                                          | **4,719,403** |
| **Media 2.8%**                                |
| CBS Corp. "B"                                 |   | 180,054 |   | 3,975,592 |
| Clear Channel Communications, Inc.            |   | 130,863 |   | 3,823,817 |
| Comcast Corp. "A"*                            |   | 808,990 |   | 15,645,867 |
| E.W. Scripps Co. "A"                          |   | 22,500 |   | 945,225 |
| Gannett Co., Inc.                             |   | 61,169 |   | 1,776,959 |
| Interpublic Group of Companies, Inc.*         |   | 118,495 |   | 996,543 |
| McGraw-Hill Companies, Inc.                   |   | 89,074 |   | 3,291,284 |
| Meredith Corp.                                |   | 10,638 |   | 406,904 |
| New York Times Co. "A"                        |   | 39,173 |   | 739,586 |

 

 

 

| News Corp. "A"                                |           | 604,900 |   | 11,341,875 |
|-----------------------------------------------|----------------|---------|--------|------------|
| Omnicom Group, Inc.                           |           | 86,336  |   | 3,814,325  |
| The DIRECTV Group, Inc.*                      |           | 188,700 |   | 4,677,873  |
| Time Warner, Inc.                             |           | 957,312 |   | 13,421,514 |
| Viacom, Inc. "B"*                             |           | 172,354 |   | 6,828,666  |
| Walt Disney Co.                               |           | 504,064 |   | 15,817,528 |
| Washington Post Co. "B"                       |           | 1,500   |   | 992,250    |
|                                               |
|                                          | **88,495,808** |
| **Multiline Retail 0.8%**                     |
| Big Lots, Inc.*                               |           | 27,196  |   | 606,471    |
| Dillard's, Inc. "A"                           |           | 15,068  |   | 259,320    |
| Family Dollar Stores, Inc.                    |           | 37,072  |   | 722,904    |
| J.C. Penney Co., Inc.                         |           | 58,275  |   | 2,197,550  |
| Kohl's Corp.*                                 |           | 83,538  |   | 3,582,945  |
| Macy's, Inc.                                  |           | 114,450 |   | 2,639,217  |
| Nordstrom, Inc.                               |           | 48,432  |   | 1,578,883  |
| Sears Holdings Corp.*                         |           | 18,838  |   | 1,923,172  |
| Target Corp.                                  |           | 224,291 |   | 11,367,068 |
|                                               |
|                                          | **24,877,530** |
| **Specialty Retail 1.6%**                     |
| Abercrombie & Fitch Co. "A"               |           | 22,600  |   | 1,652,964  |
| AutoNation, Inc.*                             |           | 36,759  |   | 550,282    |
| AutoZone, Inc.*                               |           | 12,208  |   | 1,389,637  |
| Bed Bath & Beyond, Inc.*                  |           | 70,866  |   | 2,090,547  |
| Best Buy Co., Inc.                            |           | 92,272  |   | 3,825,597  |
| Circuit City Stores, Inc.                     |           | 3,309   |   | 13,170     |
| GameStop Corp. "A"*                           |           | 41,800  |   | 2,161,478  |
| Home Depot, Inc.                              |           | 459,947 |   | 12,864,718 |
| Limited Brands, Inc.                          |           | 83,311  |   | 1,424,618  |
| Lowe's Companies, Inc.                        |           | 384,274 |   | 8,815,246  |
| Office Depot, Inc.*                           |           | 72,859  |   | 805,092    |
| OfficeMax, Inc.                               |           | 19,878  |   | 380,465    |
| RadioShack Corp.                              |           | 37,695  |   | 612,544    |
| Staples, Inc.                                 |           | 187,673 |   | 4,149,450  |
| The Gap, Inc.                                 |           | 123,058 |   | 2,421,781  |
| The Sherwin-Williams Co.                      |           | 28,505  |   | 1,454,895  |
| Tiffany & Co.                             |           | 35,716  |   | 1,494,357  |
| TJX Companies, Inc.                           |           | 115,499 |   | 3,819,552  |
|                                               |
|                                          | **49,926,393** |
| **Textiles, Apparel & Luxury Goods 0.4%** |
| Coach, Inc.*                                  |           | 98,100  |   | 2,957,715  |
| Jones Apparel Group, Inc.                     |           | 22,660  |   | 304,097    |
| Liz Claiborne, Inc.                           |           | 27,706  |   | 502,864    |
| NIKE, Inc. "B"                                |           | 101,916 |   | 6,930,288  |
| Polo Ralph Lauren Corp.                       |           | 16,000  |   | 932,640    |
| VF Corp.                                      |           | 22,640  |   | 1,754,826  |
|                                               |
|                                          | **13,382,430** |
| **Consumer Staples 10.6%**                    |
| **Beverages 2.5%**                            |
| Anheuser-Busch Companies, Inc.                |           | 198,380 |   | 9,413,131  |
| Brown-Forman Corp. "B"                        |           | 21,578  |   | 1,428,895  |
| Coca-Cola Co.                                 |           | 541,935 |   | 32,987,584 |
| Coca-Cola Enterprises, Inc.                   |           | 74,924  |   | 1,813,161  |
| Constellation Brands, Inc. "A"*               |           | 52,200  |   | 922,374    |

 

 

 

| Molson Coors Brewing Co. "B"             |           | 32,404  |   | 1,703,478  |
|------------------------------------------|----------------|---------|--------|------------|
| Pepsi Bottling Group, Inc.               |           | 37,262  |   | 1,263,554  |
| PepsiCo, Inc.                            |           | 434,650 |   | 31,381,730 |
|                                          |
|                                     | **80,913,907** |
| **Food & Staples Retailing 2.6%**    |
| Costco Wholesale Corp.                   |           | 114,433 |   | 7,434,712  |
| CVS Caremark Corp.                       |           | 392,891 |   | 15,916,014 |
| Kroger Co.                               |           | 180,063 |   | 4,573,600  |
| Safeway, Inc.                            |           | 115,407 |   | 3,387,196  |
| SUPERVALU, Inc.                          |           | 54,991  |   | 1,648,630  |
| Sysco Corp.                              |           | 160,390 |   | 4,654,518  |
| Wal-Mart Stores, Inc.                    |           | 636,254 |   | 33,517,861 |
| Walgreen Co.                             |           | 259,678 |   | 9,891,135  |
| Whole Foods Market, Inc.                 |           | 37,100  |   | 1,223,187  |
|                                          |
|                                     | **82,246,853** |
| **Food Products 1.5%**                   |
| Archer-Daniels-Midland Co.               |           | 168,153 |   | 6,921,178  |
| Campbell Soup Co.                        |           | 53,409  |   | 1,813,236  |
| ConAgra Foods, Inc.                      |           | 128,752 |   | 3,083,610  |
| Dean Foods Co.                           |           | 34,700  |   | 697,123    |
| General Mills, Inc.                      |           | 86,750  |   | 5,194,590  |
| H.J. Heinz Co.                           |           | 83,854  |   | 3,938,622  |
| Kellogg Co.                              |           | 67,034  |   | 3,523,307  |
| Kraft Foods, Inc. "A"                    |           | 417,184 |   | 12,936,876 |
| McCormick & Co., Inc.                |           | 35,600  |   | 1,316,132  |
| Sara Lee Corp.                           |           | 190,439 |   | 2,662,337  |
| The Hershey Co.                          |           | 44,460  |   | 1,674,808  |
| Tyson Foods, Inc. "A"                    |           | 68,500  |   | 1,092,575  |
| Wm. Wrigley Jr. Co.                      |           | 59,302  |   | 3,726,538  |
|                                          |
|                                     | **48,580,932** |
| **Household Products 2.4%**              |
| Clorox Co.                               |           | 36,332  |   | 2,057,844  |
| Colgate-Palmolive Co.                    |           | 133,668 |   | 10,414,074 |
| Kimberly-Clark Corp.                     |           | 111,207 |   | 7,178,412  |
| Procter & Gamble Co.                 |           | 831,196 |   | 58,241,904 |
|                                          |
|                                     | **77,892,234** |
| **Personal Products 0.2%**               |
| Avon Products, Inc.                      |           | 113,770 |   | 4,498,466  |
| Estee Lauder Companies, Inc. "A"         |           | 30,500  |   | 1,398,425  |
|                                          |
|                                     | **5,896,891**  |
| **Tobacco 1.4%**                         |
| Altria Group, Inc.                       |           | 562,452 |   | 12,486,434 |
| Philip Morris International, Inc.*       |           | 562,452 |   | 28,448,822 |
| Reynolds American, Inc.                  |           | 44,990  |   | 2,655,760  |
| UST, Inc.                                |           | 41,851  |   | 2,281,716  |
|                                          |
|                                     | **45,872,732** |
| **Energy 12.7%**                         |
| **Energy Equipment & Services 2.6%** |
| Baker Hughes, Inc.                       |           | 83,473  |   | 5,717,901  |
| BJ Services Co.                          |           | 76,628  |   | 2,184,664  |
| Cameron International Corp.*             |           | 59,100  |   | 2,460,924  |
| ENSCO International, Inc.                |           | 38,700  |   | 2,423,394  |
| Halliburton Co.                          |           | 232,578 |   | 9,147,293  |

 

 

 

| Nabors Industries Ltd.*                   |            | 73,438    |   | 2,480,001   |
|-------------------------------------------|-----------------|-----------|--------|-------------|
| National-Oilwell Varco, Inc.*             |            | 93,100    |   | 5,435,178   |
| Noble Corp.                               |            | 70,548    |   | 3,504,119   |
| Rowan Companies, Inc.                     |            | 29,039    |   | 1,195,826   |
| Schlumberger Ltd.                         |            | 324,744   |   | 28,252,728  |
| Smith International, Inc.                 |            | 52,700    |   | 3,384,921   |
| Transocean, Inc.*                         |            | 87,099    |   | 11,775,785  |
| Weatherford International Ltd.*           |            | 88,000    |   | 6,377,360   |
|                                           |
|                                      | **84,340,094**  |
| **Oil, Gas & Consumable Fuels 10.1%** |
| Anadarko Petroleum Corp.                  |            | 121,168   |   | 7,637,219   |
| Apache Corp.                              |            | 92,174    |   | 11,136,463  |
| Chesapeake Energy Corp.                   |            | 123,400   |   | 5,694,910   |
| Chevron Corp.                             |            | 556,956   |   | 47,541,764  |
| ConocoPhillips                            |            | 424,509   |   | 32,351,831  |
| CONSOL Energy, Inc.                       |            | 47,900    |   | 3,314,201   |
| Devon Energy Corp.                        |            | 119,504   |   | 12,467,852  |
| El Paso Corp.                             |            | 183,098   |   | 3,046,751   |
| EOG Resources, Inc.                       |            | 64,300    |   | 7,716,000   |
| ExxonMobil Corp.                          |            | 1,437,868 |   | 121,614,875 |
| Hess Corp.                                |            | 72,265    |   | 6,372,328   |
| Marathon Oil Corp.                        |            | 186,988   |   | 8,526,653   |
| Murphy Oil Corp.                          |            | 47,500    |   | 3,901,650   |
| Noble Energy                              |            | 44,700    |   | 3,254,160   |
| Occidental Petroleum Corp.                |            | 226,162   |   | 16,548,273  |
| Peabody Energy Corp.                      |            | 69,800    |   | 3,559,800   |
| Range Resources Corp.                     |            | 36,042    |   | 2,286,865   |
| Spectra Energy Corp.                      |            | 166,198   |   | 3,781,004   |
| Sunoco, Inc.                              |            | 30,872    |   | 1,619,854   |
| Tesoro Corp.                              |            | 36,400    |   | 1,092,000   |
| Valero Energy Corp.                       |            | 144,700   |   | 7,106,217   |
| Williams Companies, Inc.                  |            | 156,823   |   | 5,172,023   |
| XTO Energy, Inc.                          |            | 130,650   |   | 8,082,009   |
|                                           |
|                                      | **323,824,702** |
| **Financials 16.1%**                      |
| **Capital Markets 2.9%**                  |
| American Capital Strategies Ltd.          |            | 47,500    |   | 1,622,600   |
| Ameriprise Financial, Inc.                |            | 61,808    |   | 3,204,745   |
| Bank of New York Mellon Corp.             |            | 297,292   |   | 12,405,995  |
| Bear Stearns Companies, Inc.              |            | 30,508    |   | 320,029     |
| Charles Schwab Corp.                      |            | 248,833   |   | 4,685,526   |
| E*TRADE Financial Corp.*                  |            | 109,700   |   | 423,442     |
| Federated Investors, Inc. "B"             |            | 22,900    |   | 896,764     |
| Franklin Resources, Inc.                  |            | 42,071    |   | 4,080,466   |
| Janus Capital Group, Inc.                 |            | 41,479    |   | 965,216     |
| Legg Mason, Inc.                          |            | 34,900    |   | 1,953,702   |
| Lehman Brothers Holdings, Inc.            |            | 146,844   |   | 5,527,208   |
| Merrill Lynch & Co., Inc.             |            | 265,204   |   | 10,804,411  |
| Morgan Stanley                            |            | 295,764   |   | 13,516,415  |
| Northern Trust Corp.                      |            | 54,505    |   | 3,622,947   |
| State Street Corp.                        |            | 101,734   |   | 8,036,986   |
| T. Rowe Price Group, Inc.                 |            | 69,652    |   | 3,482,600   |
| The Goldman Sachs Group, Inc.             |            | 107,269   |   | 17,741,220  |
|                                           |
|                                      | **93,290,272**  |

 

 

 

| **Commercial Banks 2.8%**               |
|-----------------------------------------|
| BB&T Corp.                          |   | 145,118 |   | 4,652,483 |
| Comerica, Inc.                          |   | 40,757 |   | 1,429,755 |
| Fifth Third Bancorp.                    |   | 140,791 |   | 2,945,348 |
| First Horizon National Corp.            |   | 33,591 |   | 470,610 |
| Huntington Bancshares, Inc.             |   | 95,596 |   | 1,027,657 |
| KeyCorp.                                |   | 102,383 |   | 2,247,307 |
| M&T Bank Corp.                      |   | 19,700 |   | 1,585,456 |
| Marshall & Ilsley Corp.             |   | 62,253 |   | 1,444,270 |
| National City Corp.                     |   | 166,423 |   | 1,655,909 |
| PNC Financial Services Group, Inc.      |   | 89,861 |   | 5,892,186 |
| Regions Financial Corp.                 |   | 185,019 |   | 3,654,125 |
| SunTrust Banks, Inc.                    |   | 91,192 |   | 5,028,327 |
| Toronto-Dominion Bank                   |   | 1 |   | 61 |
| US Bancorp.                             |   | 451,115 |   | 14,598,081 |
| Wachovia Corp.                          |   | 535,051 |   | 14,446,377 |
| Wells Fargo & Co.                   |   | 898,656 |   | 26,150,889 |
| Zions Bancorp.                          |   | 24,856 |   | 1,132,191 |
|                                         |
|                                    | **88,361,032** |
| **Consumer Finance 0.7%**               |
| American Express Co.                    |   | 309,043 |   | 13,511,360 |
| Capital One Financial Corp.             |   | 102,743 |   | 5,057,010 |
| Discover Financial Services             |   | 124,732 |   | 2,041,863 |
| SLM Corp.*                              |   | 135,565 |   | 2,080,923 |
|                                         |
|                                    | **22,691,156** |
| **Diversified Financial Services 4.1%** |
| Bank of America Corp.                   |   | 1,199,595 |   | 45,476,647 |
| CIT Group, Inc.                         |   | 51,000 |   | 604,350 |
| Citigroup, Inc.                         |   | 1,404,560 |   | 30,085,675 |
| CME Group, Inc.                         |   | 14,000 |   | 6,567,400 |
| IntercontinentalExchange, Inc.*         |   | 18,100 |   | 2,362,050 |
| JPMorgan Chase & Co.                |   | 918,813 |   | 39,463,018 |
| Leucadia National Corp.                 |   | 43,300 |   | 1,958,026 |
| Moody's Corp.                           |   | 56,700 |   | 1,974,861 |
| NYSE Euronext                           |   | 69,000 |   | 4,257,990 |
|                                         |
|                                    | **132,750,017** |
| **Insurance 3.9%**                      |
| ACE Ltd.                                |   | 86,528 |   | 4,764,232 |
| Aflac, Inc.                             |   | 127,644 |   | 8,290,478 |
| Allstate Corp.                          |   | 149,970 |   | 7,207,558 |
| Ambac Financial Group, Inc.             |   | 76,234 |   | 438,346 |
| American International Group, Inc.      |   | 675,148 |   | 29,200,151 |
| Aon Corp.                               |   | 76,987 |   | 3,094,877 |
| Assurant, Inc.                          |   | 25,700 |   | 1,564,102 |
| Chubb Corp.                             |   | 99,058 |   | 4,901,390 |
| Cincinnati Financial Corp.              |   | 45,234 |   | 1,720,701 |
| Genworth Financial, Inc. "A"            |   | 113,100 |   | 2,560,584 |
| Hartford Financial Services Group, Inc. |   | 83,046 |   | 6,292,395 |
| Lincoln National Corp.                  |   | 71,174 |   | 3,701,048 |
| Loews Corp.                             |   | 114,786 |   | 4,616,693 |
| Marsh & McLennan Companies, Inc.    |   | 142,432 |   | 3,468,219 |
| MBIA, Inc.                              |   | 53,046 |   | 648,222 |
| MetLife, Inc.                           |   | 198,511 |   | 11,962,273 |
| Principal Financial Group, Inc.         |   | 69,419 |   | 3,868,027 |

 

 

 

| Progressive Corp.                                    |            | 190,388 |   | 3,059,535     |
|------------------------------------------------------|-----------------|---------|--------|---------------|
| Prudential Financial, Inc.                           |            | 119,916 |   | 9,383,427     |
| Safeco Corp.                                         |            | 24,889  |   | 1,092,129     |
| The Travelers Companies, Inc.                        |            | 166,075 |   | 7,946,689     |
| Torchmark Corp.                                      |            | 25,010  |   | 1,503,351     |
| Unum Group                                           |            | 85,794  |   | 1,888,326     |
| XL Capital Ltd. "A"                                  |            | 47,732  |   | 1,410,481     |
|                                                      |
|                                                 | **124,583,234** |
| **Real Estate Investment Trusts 1.1%**               |
| Apartment Investment & Management Co. "A" (REIT) |            | 28,082  |   | 1,005,616     |
| AvalonBay Communities, Inc. (REIT)                   |            | 20,000  |   | 1,930,400     |
| Boston Properties, Inc. (REIT)                       |            | 30,500  |   | 2,808,135     |
| Developers Diversified Realty Corp. (REIT)           |            | 34,500  |   | 1,444,860     |
| Equity Residential (REIT)                            |            | 72,360  |   | 3,002,216     |
| General Growth Properties, Inc. (REIT)               |            | 64,200  |   | 2,450,514     |
| HCP, Inc. (REIT)                                     |            | 49,065  |   | 1,658,888     |
| Host Hotels & Resorts, Inc. (REIT)               |            | 136,500 |   | 2,173,080     |
| Kimco Realty Corp. (REIT)                            |            | 60,600  |   | 2,373,702     |
| Plum Creek Timber Co., Inc. (REIT)                   |            | 45,624  |   | 1,856,897     |
| ProLogis (REIT)                                      |            | 74,400  |   | 4,379,184     |
| Public Storage (REIT)                                |            | 29,230  |   | 2,590,363     |
| Simon Property Group, Inc. (REIT)                    |            | 64,034  |   | 5,949,399     |
| Vornado Realty Trust (REIT)                          |            | 35,000  |   | 3,017,350     |
|                                                      |
|                                                 | **36,640,604**  |
| **Real Estate Management & Development 0.0%**    |
| CB Richard Ellis Group, Inc. "A"*                    |            | 50,200  |   | **1,086,328** |
| **Thrifts & Mortgage Finance 0.6%**              |
| Countrywide Financial Corp.                          |            | 153,744 |   | 845,592       |
| Fannie Mae                                           |            | 258,228 |   | 6,796,561     |
| Freddie Mac                                          |            | 170,931 |   | 4,327,973     |
| Hudson City Bancorp., Inc.                           |            | 133,400 |   | 2,358,512     |
| MGIC Investment Corp.                                |            | 22,163  |   | 233,376       |
| Sovereign Bancorp., Inc.                             |            | 93,891  |   | 875,064       |
| Washington Mutual, Inc.                              |            | 234,059 |   | 2,410,808     |
|                                                      |
|                                                 | **17,847,886**  |
| **Health Care 11.3%**                                |
| **Biotechnology 1.3%**                               |
| Amgen, Inc.*                                         |            | 294,324 |   | 12,296,857    |
| Biogen Idec, Inc.*                                   |            | 75,671  |   | 4,668,144     |
| Celgene Corp.*                                       |            | 113,000 |   | 6,925,770     |
| Genzyme Corp.*                                       |            | 69,340  |   | 5,168,604     |
| Gilead Sciences, Inc.*                               |            | 251,820 |   | 12,976,284    |
|                                                      |
|                                                 | **42,035,659**  |
| **Health Care Equipment & Supplies 1.9%**        |
| Baxter International, Inc.                           |            | 175,398 |   | 10,141,512    |
| Becton, Dickinson & Co.                          |            | 63,992  |   | 5,493,713     |
| Boston Scientific Corp.*                             |            | 345,206 |   | 4,442,801     |
| C.R. Bard, Inc.                                      |            | 26,994  |   | 2,602,222     |
| Covidien Ltd.                                        |            | 129,857 |   | 5,746,172     |
| Hospira, Inc.*                                       |            | 41,622  |   | 1,780,173     |
| Medtronic, Inc.                                      |            | 307,499 |   | 14,873,727    |
| St. Jude Medical, Inc.*                              |            | 89,626  |   | 3,870,947     |
| Stryker Corp.                                        |            | 61,948  |   | 4,029,717     |

 

 

 

| Varian Medical Systems, Inc.*                 |            | 33,000    |   | 1,545,720     |
|-----------------------------------------------|-----------------|-----------|--------|---------------|
| Zimmer Holdings, Inc.*                        |            | 62,108    |   | 4,835,729     |
|                                               |
|                                          | **59,362,433**  |
| **Health Care Providers & Services 1.8%** |
| Aetna, Inc.                                   |            | 131,396   |   | 5,530,458     |
| AmerisourceBergen Corp.                       |            | 43,848    |   | 1,796,891     |
| Cardinal Health, Inc.                         |            | 95,268    |   | 5,002,523     |
| CIGNA Corp.                                   |            | 74,375    |   | 3,017,394     |
| Coventry Health Care, Inc.*                   |            | 40,958    |   | 1,652,655     |
| Express Scripts, Inc.*                        |            | 66,600    |   | 4,283,712     |
| Humana, Inc.*                                 |            | 44,051    |   | 1,976,128     |
| Laboratory Corp. of America Holdings*         |            | 30,800    |   | 2,269,344     |
| McKesson Corp.                                |            | 77,815    |   | 4,075,171     |
| Medco Health Solutions, Inc.*                 |            | 140,576   |   | 6,155,823     |
| Patterson Companies, Inc.*                    |            | 36,600    |   | 1,328,580     |
| Quest Diagnostics, Inc.                       |            | 41,802    |   | 1,892,376     |
| Tenet Healthcare Corp.*                       |            | 123,848   |   | 700,980       |
| UnitedHealth Group, Inc.                      |            | 336,224   |   | 11,552,657    |
| WellPoint, Inc.*                              |            | 144,116   |   | 6,359,839     |
|                                               |
|                                          | **57,594,531**  |
| **Health Care Technology 0.0%**               |
| IMS Health, Inc.                              |            | 50,906    |   | **1,069,535** |
| **Life Sciences Tools & Services 0.4%**   |
| Applera Corp. - Applied Biosystems Group      |            | 48,235    |   | 1,585,002     |
| Millipore Corp.*                              |            | 13,981    |   | 942,459       |
| PerkinElmer, Inc.                             |            | 31,663    |   | 767,828       |
| Thermo Fisher Scientific, Inc.*               |            | 113,128   |   | 6,430,196     |
| Waters Corp.*                                 |            | 26,105    |   | 1,454,048     |
|                                               |
|                                          | **11,179,533**  |
| **Pharmaceuticals 5.9%**                      |
| Abbott Laboratories                           |            | 417,722   |   | 23,037,368    |
| Allergan, Inc.                                |            | 80,878    |   | 4,560,710     |
| Barr Pharmaceuticals, Inc.*                   |            | 28,800    |   | 1,391,328     |
| Bristol-Myers Squibb Co.                      |            | 526,436   |   | 11,213,087    |
| Eli Lilly & Co.                           |            | 257,847   |   | 13,302,327    |
| Forest Laboratories, Inc.*                    |            | 83,081    |   | 3,324,071     |
| Johnson & Johnson                         |            | 766,001   |   | 49,690,485    |
| King Pharmaceuticals, Inc.*                   |            | 64,975    |   | 565,283       |
| Merck & Co., Inc.                         |            | 584,406   |   | 22,178,208    |
| Mylan, Inc.                                   |            | 66,500    |   | 771,400       |
| Pfizer, Inc.                                  |            | 1,826,693 |   | 38,232,684    |
| Schering-Plough Corp.                         |            | 425,252   |   | 6,127,881     |
| Watson Pharmaceuticals, Inc.*                 |            | 27,407    |   | 803,573       |
| Wyeth                                         |            | 352,309   |   | 14,712,424    |
|                                               |
|                                          | **189,910,829** |
| **Industrials 11.7%**                         |
| **Aerospace & Defense 2.8%**              |
| Boeing Co.                                    |            | 205,820   |   | 15,306,833    |
| General Dynamics Corp.                        |            | 105,960   |   | 8,833,885     |
| Goodrich Corp.                                |            | 32,038    |   | 1,842,505     |
| Honeywell International, Inc.                 |            | 205,568   |   | 11,598,147    |
| L-3 Communications Holdings, Inc.             |            | 33,100    |   | 3,619,154     |
| Lockheed Martin Corp.                         |            | 92,326    |   | 9,167,972     |

 

 

 

| Northrop Grumman Corp.                       |            | 88,850    |   | 6,913,418     |
|----------------------------------------------|-----------------|-----------|--------|---------------|
| Precision Castparts Corp.                    |            | 36,200    |   | 3,695,296     |
| Raytheon Co.                                 |            | 112,723   |   | 7,283,033     |
| Rockwell Collins, Inc.                       |            | 42,344    |   | 2,419,960     |
| United Technologies Corp.                    |            | 267,840   |   | 18,432,749    |
|                                              |
|                                         | **89,112,952**  |
| **Air Freight & Logistics 1.0%**         |
| C.H. Robinson Worldwide, Inc.                |            | 45,400    |   | 2,469,760     |
| Expeditors International of Washington, Inc. |            | 56,000    |   | 2,530,080     |
| FedEx Corp.                                  |            | 80,701    |   | 7,478,562     |
| United Parcel Service, Inc. "B"              |            | 279,770   |   | 20,428,805    |
|                                              |
|                                         | **32,907,207**  |
| **Airlines 0.1%**                            |
| Southwest Airlines Co.                       |            | 196,491   |   | **2,436,489** |
| **Building Products 0.1%**                   |
| Masco Corp.                                  |            | 96,805    |   | 1,919,643     |
| Trane, Inc.                                  |            | 50,952    |   | 2,338,697     |
|                                              |
|                                         | **4,258,340**   |
| **Commercial Services & Supplies 0.5%**  |
| Allied Waste Industries, Inc.*               |            | 70,146    |   | 758,278       |
| Avery Dennison Corp.                         |            | 25,231    |   | 1,242,627     |
| Cintas Corp.                                 |            | 34,366    |   | 980,806       |
| Equifax, Inc.                                |            | 34,409    |   | 1,186,422     |
| Monster Worldwide, Inc.*                     |            | 33,189    |   | 803,506       |
| Pitney Bowes, Inc.                           |            | 57,485    |   | 2,013,125     |
| R.R. Donnelley & Sons Co.                |            | 58,621    |   | 1,776,803     |
| Robert Half International, Inc.              |            | 43,775    |   | 1,126,768     |
| Waste Management, Inc.                       |            | 143,940   |   | 4,830,626     |
|                                              |
|                                         | **14,718,961**  |
| **Construction & Engineering 0.2%**      |
| Fluor Corp.                                  |            | 25,104    |   | 3,543,681     |
| Jacobs Engineering Group, Inc.*              |            | 34,700    |   | 2,553,573     |
|                                              |
|                                         | **6,097,254**   |
| **Electrical Equipment 0.5%**                |
| Cooper Industries Ltd. "A"                   |            | 47,602    |   | 1,911,220     |
| Emerson Electric Co.                         |            | 208,740   |   | 10,741,760    |
| Rockwell Automation, Inc.                    |            | 39,456    |   | 2,265,564     |
|                                              |
|                                         | **14,918,544**  |
| **Industrial Conglomerates 3.8%**            |
| 3M Co.                                       |            | 187,066   |   | 14,806,274    |
| General Electric Co.                         |            | 2,672,965 |   | 98,926,434    |
| Textron, Inc.                                |            | 65,654    |   | 3,638,545     |
| Tyco International Ltd.                      |            | 130,657   |   | 5,755,441     |
|                                              |
|                                         | **123,126,694** |
| **Machinery 1.8%**                           |
| Caterpillar, Inc.                            |            | 166,968   |   | 13,071,925    |
| Cummins, Inc.                                |            | 53,892    |   | 2,523,223     |
| Danaher Corp.                                |            | 63,422    |   | 4,821,975     |
| Deere & Co.                              |            | 118,992   |   | 9,571,716     |
| Dover Corp.                                  |            | 52,559    |   | 2,195,915     |
| Eaton Corp.                                  |            | 38,254    |   | 3,047,696     |
| Illinois Tool Works, Inc.                    |            | 109,242   |   | 5,268,742     |
| Ingersoll-Rand Co., Ltd. "A"                 |            | 71,954    |   | 3,207,709     |

 

 

 

| ITT Corp.                                       |            | 47,592    |   | 2,465,742     |
|-------------------------------------------------|-----------------|-----------|--------|---------------|
| Manitowoc Co., Inc.                             |            | 33,500    |   | 1,366,800     |
| PACCAR, Inc.                                    |            | 102,015   |   | 4,590,675     |
| Pall Corp.                                      |            | 32,710    |   | 1,147,140     |
| Parker Hannifin Corp.                           |            | 44,452    |   | 3,079,190     |
| Terex Corp.*                                    |            | 27,100    |   | 1,693,750     |
|                                                 |
|                                            | **58,052,198**  |
| **Road & Rail 0.9%**                        |
| Burlington Northern Santa Fe Corp.              |            | 78,486    |   | 7,237,979     |
| CSX Corp.                                       |            | 109,252   |   | 6,125,759     |
| Norfolk Southern Corp.                          |            | 101,544   |   | 5,515,870     |
| Ryder System, Inc.                              |            | 15,290    |   | 931,314       |
| Union Pacific Corp.                             |            | 69,765    |   | 8,747,136     |
|                                                 |
|                                            | **28,558,058**  |
| **Trading Companies & Distributors 0.0%**   |
| W.W. Grainger, Inc.                             |            | 17,962    |   | **1,372,117** |
| **Information Technology 15.1%**                |
| **Communications Equipment 2.4%**               |
| Ciena Corp.*                                    |            | 22,698    |   | 699,779       |
| Cisco Systems, Inc.*                            |            | 1,595,664 |   | 38,439,546    |
| Corning, Inc.                                   |            | 410,990   |   | 9,880,200     |
| JDS Uniphase Corp.*                             |            | 58,939    |   | 789,193       |
| Juniper Networks, Inc.*                         |            | 135,100   |   | 3,377,500     |
| Motorola, Inc.                                  |            | 626,996   |   | 5,831,063     |
| QUALCOMM, Inc.                                  |            | 434,954   |   | 17,833,114    |
| Tellabs, Inc.*                                  |            | 117,630   |   | 641,083       |
|                                                 |
|                                            | **77,491,478**  |
| **Computers & Peripherals 4.2%**            |
| Apple, Inc.*                                    |            | 234,078   |   | 33,590,193    |
| Dell, Inc.*                                     |            | 593,547   |   | 11,823,456    |
| EMC Corp.*                                      |            | 570,462   |   | 8,180,425     |
| Hewlett-Packard Co.                             |            | 666,936   |   | 30,452,298    |
| International Business Machines Corp.           |            | 374,020   |   | 43,064,663    |
| Lexmark International, Inc. "A"*                |            | 25,157    |   | 772,823       |
| NetApp, Inc.*                                   |            | 93,509    |   | 1,874,855     |
| QLogic Corp.*                                   |            | 36,500    |   | 560,275       |
| SanDisk Corp.*                                  |            | 59,500    |   | 1,342,915     |
| Sun Microsystems, Inc.*                         |            | 217,791   |   | 3,382,294     |
| Teradata Corp.*                                 |            | 47,698    |   | 1,052,218     |
|                                                 |
|                                            | **136,096,415** |
| **Electronic Equipment & Instruments 0.3%** |
| Agilent Technologies, Inc.*                     |            | 101,041   |   | 3,014,053     |
| Jabil Circuit, Inc.                             |            | 48,675    |   | 460,466       |
| Molex, Inc.                                     |            | 37,786    |   | 875,124       |
| Tyco Electronics Ltd.                           |            | 130,657   |   | 4,484,148     |
|                                                 |
|                                            | **8,833,791**   |
| **Internet Software & Services 1.6%**       |
| Akamai Technologies, Inc.*                      |            | 43,500    |   | 1,224,960     |
| eBay, Inc.*                                     |            | 298,132   |   | 8,896,259     |
| Google, Inc. "A"*                               |            | 62,500    |   | 27,529,375    |
| VeriSign, Inc.*                                 |            | 57,700    |   | 1,917,948     |
| Yahoo!, Inc.*                                   |            | 354,222   |   | 10,247,642    |
|                                                 |
|                                            | **49,816,184**  |

 

 

 

| **IT Services 0.8%**                                  |
|-------------------------------------------------------|
| Affiliated Computer Services, Inc. "A"*               |   | 26,600 |   | 1,332,926 |
| Automatic Data Processing, Inc.                       |   | 138,737 |   | 5,881,062 |
| Cognizant Technology Solutions Corp. "A"*             |   | 75,600 |   | 2,179,548 |
| Computer Sciences Corp.*                              |   | 45,432 |   | 1,853,171 |
| Convergys Corp.*                                      |   | 35,440 |   | 533,726 |
| Electronic Data Systems Corp.                         |   | 133,819 |   | 2,228,086 |
| Fidelity National Information Services, Inc.          |   | 43,200 |   | 1,647,648 |
| Fiserv, Inc.*                                         |   | 43,850 |   | 2,108,747 |
| Paychex, Inc.                                         |   | 89,367 |   | 3,061,713 |
| Total System Services, Inc.                           |   | 43,866 |   | 1,037,870 |
| Unisys Corp.*                                         |   | 94,084 |   | 416,792 |
| Western Union Co.                                     |   | 203,088 |   | 4,319,682 |
|                                                       |
|                                                  | **26,600,971** |
| **Office Electronics 0.1%**                           |
| Xerox Corp.                                           |   | 246,056 |   | **3,683,458** |
| **Semiconductors & Semiconductor Equipment 2.4%** |
| Advanced Micro Devices, Inc.*                         |   | 140,097 |   | 825,171 |
| Altera Corp.                                          |   | 82,243 |   | 1,515,739 |
| Analog Devices, Inc.                                  |   | 78,668 |   | 2,322,279 |
| Applied Materials, Inc.                               |   | 360,135 |   | 7,026,234 |
| Broadcom Corp. "A"*                                   |   | 122,870 |   | 2,367,705 |
| Intel Corp.                                           |   | 1,549,382 |   | 32,815,911 |
| KLA-Tencor Corp.                                      |   | 47,585 |   | 1,765,404 |
| Linear Technology Corp.                               |   | 58,306 |   | 1,789,411 |
| LSI Corp.*                                            |   | 191,155 |   | 946,217 |
| MEMC Electronic Materials, Inc.*                      |   | 58,800 |   | 4,168,920 |
| Microchip Technology, Inc.                            |   | 57,100 |   | 1,868,883 |
| Micron Technology, Inc.*                              |   | 188,649 |   | 1,126,235 |
| National Semiconductor Corp.                          |   | 63,166 |   | 1,157,201 |
| Novellus Systems, Inc.*                               |   | 30,482 |   | 641,646 |
| NVIDIA Corp.*                                         |   | 143,247 |   | 2,834,858 |
| Teradyne, Inc.*                                       |   | 45,658 |   | 567,072 |
| Texas Instruments, Inc.                               |   | 355,048 |   | 10,037,207 |
| Xilinx, Inc.                                          |   | 76,613 |   | 1,819,559 |
|                                                       |
|                                                  | **75,595,652** |
| **Software 3.3%**                                     |
| Adobe Systems, Inc.*                                  |   | 153,704 |   | 5,470,325 |
| Autodesk, Inc.*                                       |   | 60,448 |   | 1,902,903 |
| BMC Software, Inc.*                                   |   | 52,569 |   | 1,709,544 |
| CA, Inc.                                              |   | 101,515 |   | 2,284,087 |
| Citrix Systems, Inc.*                                 |   | 47,514 |   | 1,393,586 |
| Compuware Corp.*                                      |   | 80,921 |   | 593,960 |
| Electronic Arts, Inc.*                                |   | 81,706 |   | 4,078,764 |
| Intuit, Inc.*                                         |   | 88,566 |   | 2,392,168 |
| Microsoft Corp.                                       |   | 2,144,295 |   | 60,855,092 |
| Novell, Inc.*                                         |   | 92,382 |   | 581,083 |
| Oracle Corp.*                                         |   | 1,050,629 |   | 20,550,303 |
| Symantec Corp.*                                       |   | 236,406 |   | 3,929,068 |
|                                                       |
|                                                  | **105,740,883** |
| **Materials 3.4%**                                    |
| **Chemicals 1.9%**                                    |
| Air Products & Chemicals, Inc.                    |   | 56,790 |   | 5,224,680 |

 

 

 

| Ashland, Inc.                                   |           | 14,604    |   | 690,769       |
|-------------------------------------------------|----------------|-----------|--------|---------------|
| Dow Chemical Co.                                |           | 249,491   |   | 9,193,743     |
| E.I. du Pont de Nemours & Co.               |           | 238,752   |   | 11,164,044    |
| Eastman Chemical Co.                            |           | 22,386    |   | 1,398,006     |
| Ecolab, Inc.                                    |           | 45,542    |   | 1,977,889     |
| Hercules, Inc.                                  |           | 31,330    |   | 573,026       |
| International Flavors & Fragrances, Inc.    |           | 21,116    |   | 930,160       |
| Monsanto Co.                                    |           | 148,584   |   | 16,567,116    |
| PPG Industries, Inc.                            |           | 43,162    |   | 2,611,733     |
| Praxair, Inc.                                   |           | 83,028    |   | 6,993,448     |
| Rohm & Haas Co.                             |           | 33,089    |   | 1,789,453     |
| Sigma-Aldrich Corp.                             |           | 34,268    |   | 2,044,086     |
|                                                 |
|                                            | **61,158,153** |
| **Construction Materials 0.1%**                 |
| Vulcan Materials Co.                            |           | 26,131    |   | **1,735,098** |
| **Containers & Packaging 0.1%**             |
| Ball Corp.                                      |           | 27,424    |   | 1,259,859     |
| Bemis Co., Inc.                                 |           | 27,430    |   | 697,545       |
| Pactiv Corp.*                                   |           | 34,849    |   | 913,392       |
| Sealed Air Corp.                                |           | 43,072    |   | 1,087,568     |
|                                                 |
|                                            | **3,958,364**  |
| **Metals & Mining 1.1%**                    |
| Alcoa, Inc.                                     |           | 227,351   |   | 8,198,277     |
| Allegheny Technologies, Inc.                    |           | 25,679    |   | 1,832,453     |
| Freeport-McMoRan Copper & Gold, Inc.        |           | 100,399   |   | 9,660,392     |
| Newmont Mining Corp.                            |           | 120,500   |   | 5,458,650     |
| Nucor Corp.                                     |           | 75,736    |   | 5,130,357     |
| Titanium Metals Corp.                           |           | 23,400    |   | 352,170       |
| United States Steel Corp.                       |           | 31,792    |   | 4,033,451     |
|                                                 |
|                                            | **34,665,750** |
| **Paper & Forest Products 0.2%**            |
| International Paper Co.                         |           | 112,904   |   | 3,070,989     |
| MeadWestvaco Corp.                              |           | 48,244    |   | 1,313,201     |
| Weyerhaeuser Co.                                |           | 56,329    |   | 3,663,638     |
|                                                 |
|                                            | **8,047,828**  |
| **Telecommunication Services 3.3%**             |
| **Diversified Telecommunication Services 3.0%** |
| AT&T, Inc.                                  |           | 1,624,030 |   | 62,200,349    |
| CenturyTel, Inc.                                |           | 29,755    |   | 989,056       |
| Citizens Communications Co.                     |           | 86,005    |   | 902,193       |
| Embarq Corp.                                    |           | 39,981    |   | 1,603,238     |
| Qwest Communications International, Inc.        |           | 421,981   |   | 1,911,574     |
| Verizon Communications, Inc.                    |           | 764,512   |   | 27,866,463    |
| Windstream Corp.                                |           | 125,474   |   | 1,499,414     |
|                                                 |
|                                            | **96,972,287** |
| **Wireless Telecommunication Services 0.3%**    |
| American Tower Corp. "A"*                       |           | 104,400   |   | 4,093,524     |
| Sprint Nextel Corp.                             |           | 743,828   |   | 4,976,209     |
|                                                 |
|                                            | **9,069,733**  |
| **Utilities 3.5%**                              |
| **Electric Utilities 2.1%**                     |
| Allegheny Energy, Inc.                          |           | 43,418    |   | 2,192,609     |

 

 

 

| American Electric Power Co., Inc.                         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 104,915           |          | 4,367,611  |
|-----------------------------------------------------------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-------------------|---------------|------------|
| Duke Energy Corp.                                         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 331,096           |          | 5,910,064  |
| Edison International                                      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            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| Entergy Corp.                                             |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            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| Exelon Corp.                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 182,038           |          | 14,794,228 |
| FirstEnergy Corp.                                         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 80,095            |          | 5,496,119  |
| FPL Group, Inc.                                           |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 106,294           |          | 6,668,885  |
| Pepco Holdings, Inc.                                      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            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| Pinnacle West Capital Corp.                               |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            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| PPL Corp.                                                 |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 100,048           |          | 4,594,204  |
| Progress Energy, Inc.                                     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            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| Southern Co.                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 207,888           |          | 7,402,892  |
|                                                           |
|                                                      | **66,648,815**                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |
| **Gas Utilities 0.1%**                                    |
| Nicor, Inc.                                               |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 12,337            |          | 413,413    |
| Questar Corp.                                             |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 45,100            |          | 2,550,856  |
|                                                           |
|                                                      | **2,964,269**                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |
| **Independent Power Producers & Energy Traders 0.3%** |
| AES Corp.*                                                |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 175,750           |          | 2,929,753  |
| Constellation Energy Group, Inc.                          |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            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| Dynegy, Inc. "A"*                                         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 113,261           |          | 893,629    |
|                                                           |
|                                                      | **8,006,232**                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |
| **Multi-Utilities 1.0%**                                  |
| Ameren Corp.                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            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| CenterPoint Energy, Inc.                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 83,568            |          | 1,192,515  |
| CMS Energy Corp.                                          |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 59,049            |          | 799,523    |
| Consolidated Edison, Inc.                                 |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 66,816            |          | 2,652,595  |
| Dominion Resources, Inc.                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 152,080           |          | 6,210,947  |
| DTE Energy Co.                                            |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 44,603            |          | 1,734,611  |
| Integrys Energy Group, Inc.                               |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 20,100            |          | 937,464    |
| NiSource, Inc.                                            |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 72,066            |          | 1,242,418  |
| PG&E Corp.                                            |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 92,347            |          | 3,400,217  |
| Public Service Enterprise Group, Inc.                     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 145,446           |          | 5,845,475  |
| Sempra Energy                                             |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 76,990            |          | 4,102,027  |
| TECO Energy, Inc.                                         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 55,888            |          | 891,414    |
| Xcel Energy, Inc.                                         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 108,737           |          | 2,169,303  |
|                                                           |
|                                                      | **33,658,798**                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |
|                                                           |
| **Total Common Stocks** (Cost $2,349,133,804)             |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | **3,080,334,962** |
|                                                      | **Principal**

**Amount ($)**                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |              | **Value ($)** |
|                                                           |
|                                                      | **Government & Agency Obligation 0.1%**                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  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| **US Treasury Obligation**                                |  
US Treasury Bill, 3.094%**, 6/26/2008 (a) (Cost $2,783,552)

 

2,820,000 

 

**2,811,410**

 

**Shares**

 

**Value ($)**

 

**Cash Equivalents 1.1%**

Cash Management QP Trust, 2.84%  (b)(Cost $35,461,172)

 

 

35,461,172

 

**35,461,172**

 

 

 

 

**% of**

**Net Assets**

 

**Value ($)**

**Total Investment Portfolio** (Cost $2,387,378,528) †

97.2

 

**3,118,607,544**

**Other Assets and Liabilities, Net**

2.8

 

**88,806,086**

**Net Assets**

100.0

 

**3,207,413,630**

 

*For information on the Fund's policies regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual or annual financial statements.*

***

*Non-income producing security.*

****

*Annualized yield at time of purchase; not a coupon rate.*

*†*

*The cost for federal income tax purposes was $2,573,625,580.  At March 31, 2008, net unrealized appreciation for all securities based on tax cost was $544,981,964.  This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $1,030,610,179 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $485,628,215.*

*(a)*

*At March 31, 2008, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures contracts.*

*(b)*

*Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end.*

*REIT: Real Estate Investment Trust*

*At March 31, 2008, open futures contracts purchased were as follows:*

**Futures**

 

**Expiration****Date**

 

**Contracts**

 

**Aggregated****Face****Value ($)**

 

**Value ($)**

 

**Unrealized****Appreciation ($)**

 

 

S&P 500 Index 

 

6/19/2008 

 

129 

 

42,377,036 

 

42,699,000

 

**321,964**

 

 

*The following is a summary of the inputs used as of March 31, 2008 in valuing the Fund’s assets carried at fair value:*

 

***Valuation Inputs*****

***Investments in  Securities at***

***Value*****

***Net Unrealized Appreciation on  Other Financial Instruments******

*Level 1 - Quoted Prices***

*$ 3,115,796,134***

*$321,964***

*Level 2 - Other Significant***

 

*2,811,410***

*-***

*Observable Inputs***

*Level 3 - Significant***

*-***

*-***

*Unobservable Inputs***

***Total*****

***$3,118,607,544*****

***$321,964*****

 

** Other financial instruments are derivative instruments not reflected in the Portfolio of Investments, such as future contracts, which are valued at the unrealized appreciation/depreciation on the instrument.*

 

*The Fund adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, Fair Value Measurements (“FAS 157"), effective January 1, 2008, which governs the application of generally accepted accounting principles that require fair value measurements of the Fund’s assets and liabilities.  Fair value is an estimate of  the price the Fund would receive upon selling a security in a timely transaction to an independent buyer in the principal or most advantageous market of the security. FAS 157 established a three-tier hierarchy to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk, for example, the risk inherentin a particular valuation technique used to measure fair value including such a pricing model and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances.*

 

*Various inputs are used in determining the value of the Fund’s investments. These inputs are summarized in the three broad levels as follows:*

 

 

**•**

*Level 1 – quoted prices in active markets for identical securities*

 

**•**

*Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)*

 

**•**

*Level 3 – significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)*

 

*For Level 1 inputs, the Fund uses unadjusted quoted prices in active markets for assets or liabilities with sufficient frequency and volume to provide pricing information as the most reliable evidence of fair value.  The Fund’s Level 2 valuation techniques include inputs other than quoted prices within Level 1 that are observable for an asset or liability, either directly or indirectly.  Level 2 observable inputs may include quoted prices for similar assets and liabilities in active markets or quoted prices for identical or similar assets or liabilities in markets that are not active in which there are few transactions, the prices are not current, or price quotations vary substantially over time or among market participants.  Inputs that are observable for the asset or liability in Level 2 include such factors as interest rates, yield curves, prepayment speeds, credit risk, and default rates forsimilar liabilities.  For Level 3 valuation techniques, the Fund uses unobservable inputs that reflect assumptions market participants would be expected to use in pricing the asset or liability. Unobservable inputs are used to measure fair value to the extent that observable inputs are not available and are developed based on the best information available under the circumstances.  In developing unobservable inputs, market participant assumptions are used if they are reasonably available without undue cost and effort.*

 

*The Fund may record changes to valuations based on the amount that might reasonably be expected to receive for a security upon its current sale consistent with the fair value measurement objective.  Each determination is based on a consideration of all relevant factors, which are likely to vary from one pricing context to another.  Examples of such factors may include, but are not limited to the type of the security, the existence of any contractual restrictions on the security’s disposition, the price and extent of public trading in similar securities of the issue or of comparable companies, quotations or evaluated prices from broker-dealers and/or pricing services, information obtained from the issuer, analysts, and/or the appropriate stock exchange (for exchange-traded securities), an analysis of the company’s financial statements, an evaluation of the forces that influence the issuer and themarket(s) in which the security is purchased and sold, and with respect to debt securities, the maturity, coupon, creditworthiness, currency denomination, and the movement of the market in which the security is normally traded.   Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value determined upon sale of those investments.*

 

**ITEM 2.**

**CONTROLS AND PROCEDURES**

 

 

 

(a)          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.

 

 

 

(b)          There have been no changes in the registrant’s internal control over financial reporting that occurred during the registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal controls over financial reporting.

 

 

**ITEM 3.**

**EXHIBITS**

 

 

 

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.

 

**SIGNATURES**

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

Registrant: 

DWS S&P 500 Index Fund, a series of DWS Investment Trust

 

By:

/s/Michael G. Clark

 

Michael G. Clark

President

 

Date:

May 14, 2008

 

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

Registrant: 

DWS S&P 500 Index Fund, a series of DWS Investment Trust

 

By:

/s/Michael G. Clark

 

Michael G. Clark

President

 

Date:

May 14, 2008

 

 

By:

/s/Paul Schubert

 

Paul Schubert

Chief Financial Officer and Treasurer

 

Date:

May 14, 2008

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