catiUNITED 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

(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: 3/31/09

 

ITEM 1.  SCHEDULE OF INVESTMENTS

 

| Investment Portfolio | **as of March 31, 2009  (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, 2009, the Fund owned approximately 19% of the Portfolio’s outstanding interests. The Portfolio’s Schedule of Investments is set forth below.

 

|   | **Shares**              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | **Value ($)** |
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|        |
|   | **Common Stocks 98.4%** |  
**Consumer Discretionary 8.6%**

 
**Auto Components 0.1%**

 
Goodyear Tire & Rubber Co.*  

 

61,496 

 

384,965 

Johnson Controls, Inc.  

 

157,592 

 

1,891,104 

 

**2,276,069**

**Automobiles 0.2%**

 
Ford Motor Co.*  

 

645,976 

 

1,698,917 

General Motors Corp.  

 

154,471 

 

299,674 

Harley-Davidson, Inc.  

 

66,651 

 

892,457 

 

**2,891,048**

 

 

 

**Distributors 0.1%**

 
Genuine Parts Co.  

 

43,378 

 

**1,295,267**

**Diversified Consumer Services 0.2%**

 
Apollo Group, Inc. "A"*  

 

30,083 

 

2,356,401 

H&R Block, Inc.  

 

89,882 

 

1,634,954 

 

**3,991,355**

**Hotels Restaurants & Leisure 1.5%**

 
Carnival Corp. (Units)  

 

120,097 

 

2,594,095 

Darden Restaurants, Inc.  

 

37,680 

 

1,290,917 

International Game Technology  

 

78,464 

 

723,438 

Marriott International, Inc. "A"  

 

81,964 

 

1,340,931 

McDonald's Corp.  

 

306,856 

 

16,745,132 

Starbucks Corp.*  

 

196,808 

 

2,186,537 

Starwood Hotels & Resorts Worldwide, Inc.  

 

50,612 

 

642,772 

Wyndham Worldwide Corp.  

 

47,014 

 

197,459 

Wynn Resorts Ltd.*  

 

16,900 

 

337,493 

Yum! Brands, Inc.  

 

128,882 

 

3,541,677 

 

**29,600,451**

**Household Durables 0.3%**

 
Black & Decker Corp.  

 

16,252 

 

512,913 

Centex Corp.  

 

31,604 

 

237,030 

D.R. Horton, Inc.  

 

79,600 

 

772,120 

Fortune Brands, Inc.  

 

39,654 

 

973,506 

Harman International Industries, Inc.  

 

15,900 

 

215,127 

KB HOME  

 

23,072 

 

304,089 

Leggett & Platt, Inc.  

 

45,966 

 

597,098 

Lennar Corp. "A"  

 

41,400 

 

310,914 

Newell Rubbermaid, Inc.  

 

70,950 

 

452,661 

Pulte Homes, Inc.  

 

56,456 

 

617,064 

Snap-on, Inc.  

 

15,332 

 

384,833 

The Stanley Works  

 

19,353 

 

563,559 

Whirlpool Corp.  

 

20,177 

 

597,038 

 

**6,537,952**

**Internet & Catalog Retail 0.4%**

 
Amazon.com, Inc.*  

 

88,612 

 

6,507,665 

Expedia, Inc.*  

 

52,470 

 

476,428 

 

**6,984,093**

**Leisure Equipment & Products 0.1%**

 
Eastman Kodak Co.  

 

73,731 

 

280,178 

Hasbro, Inc.  

 

35,702 

 

895,049 

Mattel, Inc.  

 

94,214 

 

1,086,287 

 

**2,261,514**

**Media 2.4%**

 
CBS Corp. "B"  

 

177,154 

 

680,271 

Comcast Corp. "A"  

 

785,690 

 

10,716,812 

Gannett Co., Inc.  

 

60,169 

 

132,372 

Interpublic Group of Companies, Inc.*  

 

122,095 

 

503,031 

McGraw-Hill Companies, Inc.  

 

85,874 

 

1,963,938 

Meredith Corp.  

 

10,438 

 

173,688 

New York Times Co. "A"  

 

38,473 

 

173,898 

News Corp. "A"  

 

633,800 

 

4,195,756 

Omnicom Group, Inc.  

 

83,136 

 

1,945,383 

Scripps Networks Interactive "A"  

 

24,000 

 

540,240 

The DIRECTV Group, Inc.*  

 

146,900 

 

3,347,851 

 

 

 

Time Warner Cable, Inc.  

 

96,570 

 

2,394,936 

Time Warner, Inc.  

 

326,970 

 

6,310,521 

Viacom, Inc. "B"*  

 

166,354 

 

2,891,233 

Walt Disney Co.  

 

506,864 

 

9,204,650 

Washington Post Co. "B"  

 

1,500 

 

535,650 

 

**45,710,230**

**Multiline Retail 0.8%**

 
Big Lots, Inc.*  

 

23,896 

 

496,559 

Family Dollar Stores, Inc.  

 

36,472 

 

1,217,071 

J.C. Penney Co., Inc.  

 

57,375 

 

1,151,516 

Kohl's Corp.*  

 

84,938 

 

3,594,576 

Macy's, Inc.  

 

112,650 

 

1,002,585 

Nordstrom, Inc.  

 

42,932 

 

719,111 

Sears Holdings Corp.*  

 

14,838 

 

678,245 

Target Corp.  

 

208,291 

 

7,163,127 

 

**16,022,790**

**Specialty Retail 2.1%**

 
Abercrombie & Fitch Co. "A"  

 

22,200 

 

528,360 

AutoNation, Inc.*  

 

32,759 

 

454,695 

AutoZone, Inc.*  

 

10,708 

 

1,741,335 

Bed Bath & Beyond, Inc.*  

 

69,766 

 

1,726,709 

Best Buy Co., Inc.  

 

94,372 

 

3,582,361 

GameStop Corp. "A"*  

 

43,100 

 

1,207,662 

Home Depot, Inc.  

 

468,047 

 

11,027,187 

Limited Brands, Inc.  

 

72,911 

 

634,326 

Lowe's Companies, Inc.  

 

405,274 

 

7,396,251 

O'Reilly Automotive, Inc.*  

 

37,000 

 

1,295,370 

Office Depot, Inc.*  

 

71,659 

 

93,873 

RadioShack Corp.  

 

37,095 

 

317,904 

Staples, Inc.  

 

191,773 

 

3,473,009 

The Gap, Inc.  

 

125,558 

 

1,630,998 

The Sherwin-Williams Co.  

 

26,105 

 

1,356,677 

Tiffany & Co.  

 

32,916 

 

709,669 

TJX Companies, Inc.  

 

116,299 

 

2,981,906 

 

**40,158,292**

**Textiles, Apparel & Luxury Goods 0.4%**

 
Coach, Inc.*  

 

89,400 

 

1,492,980 

NIKE, Inc. "B"  

 

107,716 

 

5,050,803 

Polo Ralph Lauren Corp.  

 

15,200 

 

642,200 

VF Corp.  

 

22,940 

 

1,310,104 

 

**8,496,087**

**Consumer Staples 12.6%**

 
**Beverages 2.7%**

 
Brown-Forman Corp. "B"  

 

26,523 

 

1,029,869 

Coca-Cola Co.  

 

547,835 

 

24,077,348 

Coca-Cola Enterprises, Inc.  

 

83,124 

 

1,096,405 

Constellation Brands, Inc. "A"*  

 

51,300 

 

610,470 

Dr. Pepper Snapple Group, Inc.*  

 

68,800 

 

1,163,408 

Molson Coors Brewing Co. "B"  

 

40,904 

 

1,402,189 

Pepsi Bottling Group, Inc.  

 

36,662 

 

811,697 

PepsiCo, Inc.  

 

428,450 

 

22,056,606 

 

**52,247,992**

 

 

 

**Food & Staples Retailing 3.5%**

 
Costco Wholesale Corp.  

 

119,333 

 

5,527,505 

CVS Caremark Corp.  

 

398,691 

 

10,960,016 

Kroger Co.  

 

181,163 

 

3,844,279 

Safeway, Inc.  

 

115,407 

 

2,330,067 

SUPERVALU, Inc.  

 

55,391 

 

790,983 

Sysco Corp.  

 

160,090 

 

3,650,052 

Wal-Mart Stores, Inc.  

 

614,854 

 

32,033,893 

Walgreen Co.  

 

268,278 

 

6,964,497 

Whole Foods Market, Inc.  

 

36,500 

 

613,200 

 

**66,714,492**

**Food Products 1.8%**

 
Archer-Daniels-Midland Co.  

 

177,653 

 

4,935,200 

Campbell Soup Co.  

 

53,809 

 

1,472,214 

ConAgra Foods, Inc.  

 

126,652 

 

2,136,619 

Dean Foods Co.*  

 

39,900 

 

721,392 

General Mills, Inc.  

 

92,150 

 

4,596,442 

H.J. Heinz Co.  

 

86,854 

 

2,871,393 

Hormel Foods Corp.  

 

18,600 

 

589,806 

Kellogg Co.  

 

66,834 

 

2,448,130 

Kraft Foods, Inc. "A"  

 

406,084 

 

9,051,613 

McCormick & Co., Inc.  

 

35,000 

 

1,034,950 

Sara Lee Corp.  

 

187,339 

 

1,513,699 

The Hershey Co.  

 

43,760 

 

1,520,660 

The J.M. Smucker Co.  

 

34,110 

 

1,271,280 

Tyson Foods, Inc. "A"  

 

78,200 

 

734,298 

 

**34,897,696**

**Household Products 2.8%**

 
Clorox Co.  

 

36,532 

 

1,880,667 

Colgate-Palmolive Co.  

 

138,868 

 

8,190,435 

Kimberly-Clark Corp.  

 

113,107 

 

5,215,364 

Procter & Gamble Co.  

 

805,948 

 

37,952,091 

 

**53,238,557**

**Personal Products 0.1%**

 
Avon Products, Inc.  

 

113,570 

 

2,183,951 

Estee Lauder Companies, Inc. "A"  

 

30,000 

 

739,500 

 

**2,923,451**

**Tobacco 1.7%**

 
Altria Group, Inc.  

 

564,452 

 

9,042,521 

Lorillard, Inc.  

 

46,854 

 

2,892,766 

Philip Morris International, Inc.  

 

552,252 

 

19,649,126 

Reynolds American, Inc.  

 

44,290 

 

1,587,354 

 

**33,171,767**

**Energy 12.8%**

 
**Energy Equipment & Services 1.5%**

 
Baker Hughes, Inc.  

 

83,173 

 

2,374,589 

BJ Services Co.  

 

75,428 

 

750,508 

Cameron International Corp.*  

 

58,200 

 

1,276,326 

Diamond Offshore Drilling, Inc.  

 

20,000 

 

1,257,200 

ENSCO International, Inc.  

 

38,000 

 

1,003,200 

Halliburton Co.  

 

248,878 

 

3,850,143 

Nabors Industries Ltd.*  

 

72,238 

 

721,658 

National-Oilwell Varco, Inc.*  

 

115,900 

 

3,327,489 

Rowan Companies, Inc.  

 

28,539 

 

341,612 

 

 

 

Schlumberger Ltd.  

 

329,544 

 

13,386,077 

Smith International, Inc.  

 

58,600 

 

1,258,728 

 

**29,547,530**

**Oil, Gas & Consumable Fuels 11.3%**

 
Anadarko Petroleum Corp.  

 

127,668 

 

4,965,009 

Apache Corp.  

 

92,774 

 

5,945,886 

Cabot Oil & Gas Corp.  

 

26,700 

 

629,319 

Chesapeake Energy Corp.  

 

151,700 

 

2,588,002 

Chevron Corp.  

 

551,256 

 

37,066,453 

ConocoPhillips  

 

407,609 

 

15,961,968 

CONSOL Energy, Inc.  

 

49,400 

 

1,246,856 

Devon Energy Corp.  

 

122,904 

 

5,492,580 

El Paso Corp.  

 

183,998 

 

1,149,987 

EOG Resources, Inc.  

 

67,700 

 

3,707,252 

ExxonMobil Corp.  

 

1,356,968 

 

92,409,521 

Hess Corp.  

 

78,765 

 

4,269,063 

Marathon Oil Corp.  

 

194,388 

 

5,110,460 

Massey Energy Co.  

 

20,400 

 

206,448 

Murphy Oil Corp.  

 

51,100 

 

2,287,747 

Noble Energy, Inc.  

 

46,400 

 

2,500,032 

Occidental Petroleum Corp.  

 

223,462 

 

12,435,660 

Peabody Energy Corp.  

 

74,600 

 

1,867,984 

Pioneer Natural Resources Co.  

 

32,500 

 

535,275 

Range Resources Corp.  

 

41,742 

 

1,718,101 

Southwestern Energy Co.*  

 

94,800 

 

2,814,612 

Spectra Energy Corp.  

 

172,698 

 

2,441,950 

Sunoco, Inc.  

 

30,372 

 

804,251 

Tesoro Corp.  

 

35,800 

 

482,226 

Valero Energy Corp.  

 

143,800 

 

2,574,020 

Williams Companies, Inc.  

 

154,323 

 

1,756,196 

XTO Energy, Inc.  

 

159,350 

 

4,879,297 

 

**217,846,155**

**Financials 10.6%**

 
**Capital Markets 2.5%**

 
Ameriprise Financial, Inc.  

 

60,808 

 

1,245,956 

Bank of New York Mellon Corp.  

 

317,092 

 

8,957,849 

Charles Schwab Corp.  

 

255,733 

 

3,963,861 

E*TRADE Financial Corp.*  

 

137,700 

 

176,256 

Federated Investors, Inc. "B"  

 

22,500 

 

500,850 

Franklin Resources, Inc.  

 

41,371 

 

2,228,656 

Invesco Ltd.  

 

104,900 

 

1,453,914 

Janus Capital Group, Inc.  

 

40,779 

 

271,180 

Legg Mason, Inc.  

 

36,600 

 

581,940 

Morgan Stanley  

 

296,164 

 

6,743,654 

Northern Trust Corp.  

 

60,605 

 

3,625,391 

State Street Corp.  

 

119,234 

 

3,670,023 

T. Rowe Price Group, Inc.  

 

68,552 

 

1,978,411 

The Goldman Sachs Group, Inc.  

 

127,069 

 

13,471,855 

 

**48,869,796**

**Commercial Banks 1.9%**

 
BB&T Corp.  

 

155,218 

 

2,626,289 

Comerica, Inc.  

 

40,057 

 

733,444 

Fifth Third Bancorp.  

 

142,391 

 

415,782 

First Horizon National Corp.  

 

52,823 

 

567,321 

 

 

 

Huntington Bancshares, Inc.  

 

93,996 

 

156,033 

KeyCorp  

 

132,083 

 

1,039,493 

M&T Bank Corp.  

 

20,000 

 

904,800 

Marshall & Ilsley Corp.  

 

67,153 

 

378,071 

PNC Financial Services Group, Inc.  

 

118,923 

 

3,483,255 

Regions Financial Corp.  

 

182,019 

 

775,401 

SunTrust Banks, Inc.  

 

101,092 

 

1,186,820 

US Bancorp.  

 

485,215 

 

7,088,991 

Wells Fargo & Co.  

 

1,165,221 

 

16,592,747 

Zions Bancorp.  

 

28,956 

 

284,638 

 

**36,233,085**

**Consumer Finance 0.4%**

 
American Express Co.  

 

324,243 

 

4,419,432 

Capital One Financial Corp.  

 

109,643 

 

1,342,030 

Discover Financial Services  

 

127,632 

 

805,358 

SLM Corp.*  

 

126,165 

 

624,517 

 

**7,191,337**

**Diversified Financial Services 2.7%**

 
Bank of America Corp.  

 

1,760,534 

 

12,006,842 

CIT Group, Inc.  

 

95,300 

 

271,605 

Citigroup, Inc.  

 

1,510,760 

 

3,822,223 

CME Group, Inc.  

 

18,400 

 

4,533,576 

IntercontinentalExchange, Inc.*  

 

19,500 

 

1,452,165 

JPMorgan Chase & Co.  

 

1,032,643 

 

27,447,651 

Leucadia National Corp.*  

 

46,900 

 

698,341 

Moody's Corp.  

 

51,700 

 

1,184,964 

NYSE Euronext  

 

69,100 

 

1,236,890 

The NASDAQ OMX Group, Inc.*  

 

36,800 

 

720,544 

 

**53,374,801**

**Insurance 2.1%**

 
Aflac, Inc.  

 

129,244 

 

2,502,164 

Allstate Corp.  

 

149,470 

 

2,862,351 

American International Group, Inc.  

 

725,748 

 

725,748 

Aon Corp.  

 

76,587 

 

3,126,281 

Assurant, Inc.  

 

30,000 

 

653,400 

Chubb Corp.  

 

98,258 

 

4,158,279 

Cincinnati Financial Corp.  

 

44,534 

 

1,018,493 

Genworth Financial, Inc. "A"  

 

111,300 

 

211,470 

Hartford Financial Services Group, Inc.  

 

91,746 

 

720,206 

Lincoln National Corp.  

 

68,374 

 

457,422 

Loews Corp.  

 

96,023 

 

2,122,108 

Marsh & McLennan Companies, Inc.  

 

143,932 

 

2,914,623 

MBIA, Inc.*  

 

52,146 

 

238,829 

MetLife, Inc.  

 

226,011 

 

5,146,270 

Principal Financial Group, Inc.  

 

68,319 

 

558,849 

Progressive Corp.*  

 

183,688 

 

2,468,767 

Prudential Financial, Inc.  

 

117,516 

 

2,235,154 

The Travelers Companies, Inc.  

 

162,375 

 

6,598,920 

Torchmark Corp.  

 

23,110 

 

606,175 

Unum Group  

 

87,694 

 

1,096,175 

XL Capital Ltd. "A"  

 

88,932 

 

485,569 

 

**40,907,253**

**Real Estate Investment Trusts 0.8%**

 
Apartment Investment & Management Co. "A" (REIT)  

 

38,316 

 

209,972 

 

 

 

AvalonBay Communities, Inc. (REIT)  

 

23,029 

 

1,083,745 

Boston Properties, Inc. (REIT)  

 

34,500 

 

1,208,535 

Equity Residential (REIT)  

 

73,560 

 

1,349,826 

HCP, Inc. (REIT)  

 

67,455 

 

1,204,072 

Health Care REIT, Inc. (REIT)  

 

28,600 

 

874,874 

Host Hotels & Resorts, Inc. (REIT)  

 

134,200 

 

526,064 

Kimco Realty Corp. (REIT)  

 

59,600 

 

454,152 

Plum Creek Timber Co., Inc. (REIT)  

 

44,924 

 

1,305,941 

ProLogis (REIT)  

 

78,200 

 

508,300 

Public Storage (REIT)  

 

35,130 

 

1,940,932 

Simon Property Group, Inc. (REIT)  

 

68,468 

 

2,371,731 

Ventas, Inc. (REIT)  

 

38,100 

 

861,441 

Vornado Realty Trust (REIT)  

 

40,165 

 

1,335,084 

 

**15,234,669**

**Real Estate Management & Development 0.0%**

 
CB Richard Ellis Group, Inc. "A"*  

 

49,300 

 

**198,679**

**Thrifts & Mortgage Finance 0.2%**

 
Hudson City Bancorp., Inc.  

 

138,300 

 

1,616,727 

People's United Financial, Inc.  

 

96,000 

 

1,725,120 

 

**3,341,847**

**Health Care 15.1%**

 
**Biotechnology 2.2%**

 
Amgen, Inc.*  

 

285,424 

 

14,134,196 

Biogen Idec, Inc.*  

 

80,471 

 

4,218,290 

Celgene Corp.*  

 

127,100 

 

5,643,240 

Cephalon, Inc.*  

 

18,300 

 

1,246,230 

Genzyme Corp.*  

 

74,040 

 

4,397,236 

Gilead Sciences, Inc.*  

 

251,320 

 

11,641,142 

 

**41,280,334**

**Health Care Equipment & Supplies 2.3%**

 
Baxter International, Inc.  

 

169,798 

 

8,697,053 

Becton, Dickinson & Co.  

 

65,492 

 

4,403,682 

Boston Scientific Corp.*  

 

407,406 

 

3,238,878 

C.R. Bard, Inc.  

 

26,594 

 

2,120,074 

Covidien Ltd.  

 

136,557 

 

4,539,155 

DENTSPLY International, Inc.  

 

40,100 

 

1,076,685 

Hospira, Inc.*  

 

41,922 

 

1,293,713 

Intuitive Surgical, Inc.*  

 

11,100 

 

1,058,496 

Medtronic, Inc.  

 

308,999 

 

9,106,200 

St. Jude Medical, Inc.*  

 

96,426 

 

3,503,157 

Stryker Corp.  

 

64,548 

 

2,197,214 

Varian Medical Systems, Inc.*  

 

32,500 

 

989,300 

Zimmer Holdings, Inc.*  

 

62,208 

 

2,270,592 

 

**44,494,199**

**Health Care Providers & Services 2.1%**

 
Aetna, Inc.  

 

127,096 

 

3,092,246 

AmerisourceBergen Corp.  

 

43,148 

 

1,409,214 

Cardinal Health, Inc.  

 

97,168 

 

3,058,849 

CIGNA Corp.  

 

73,175 

 

1,287,148 

Coventry Health Care, Inc.*  

 

40,258 

 

520,938 

DaVita, Inc.*  

 

27,600 

 

1,213,020 

Express Scripts, Inc.*  

 

66,900 

 

3,088,773 

Humana, Inc.*  

 

44,951 

 

1,172,322 

 

 

 

Laboratory Corp. of America Holdings*  

 

28,700 

 

1,678,663 

McKesson Corp.  

 

76,515 

 

2,681,086 

Medco Health Solutions, Inc.*  

 

136,776 

 

5,654,320 

Patterson Companies, Inc.*  

 

28,600 

 

539,396 

Quest Diagnostics, Inc.  

 

41,902 

 

1,989,507 

Tenet Healthcare Corp.*  

 

121,848 

 

141,344 

UnitedHealth Group, Inc.  

 

331,724 

 

6,942,983 

WellPoint, Inc.*  

 

138,316 

 

5,251,858 

 

**39,721,667**

**Health Care Technology 0.0%**

 
IMS Health, Inc.  

 

50,006 

 

**623,575**

**Life Sciences Tools & Services 0.4%**

 
Life Technologies Corp.*  

 

45,503 

 

1,477,937 

Millipore Corp.*  

 

14,181 

 

814,131 

PerkinElmer, Inc.  

 

31,163 

 

397,952 

Thermo Fisher Scientific, Inc.*  

 

116,328 

 

4,149,420 

Waters Corp.*  

 

25,705 

 

949,800 

 

**7,789,240**

**Pharmaceuticals 8.1%**

 
Abbott Laboratories  

 

425,422 

 

20,292,629 

Allergan, Inc.  

 

83,178 

 

3,972,581 

Bristol-Myers Squibb Co.  

 

545,936 

 

11,966,917 

Eli Lilly & Co.  

 

275,747 

 

9,212,707 

Forest Laboratories, Inc.*  

 

81,681 

 

1,793,715 

Johnson & Johnson  

 

760,201 

 

39,986,573 

King Pharmaceuticals, Inc.*  

 

63,875 

 

451,596 

Merck & Co., Inc.  

 

576,806 

 

15,429,560 

Mylan, Inc.*  

 

80,200 

 

1,075,482 

Pfizer, Inc.  

 

1,854,593 

 

25,259,557 

Schering-Plough Corp.  

 

448,052 

 

10,551,625 

Watson Pharmaceuticals, Inc.*  

 

26,907 

 

837,077 

Wyeth  

 

366,609 

 

15,778,851 

 

**156,608,870**

**Industrials 9.6%**

 
**Aerospace & Defense 2.7%**

 
Boeing Co.  

 

200,820 

 

7,145,176 

General Dynamics Corp.  

 

107,660 

 

4,477,579 

Goodrich Corp.  

 

32,438 

 

1,229,076 

Honeywell International, Inc.  

 

203,768 

 

5,676,976 

ITT Corp.  

 

47,792 

 

1,838,558 

L-3 Communications Holdings, Inc.  

 

31,700 

 

2,149,260 

Lockheed Martin Corp.  

 

92,126 

 

6,359,458 

Northrop Grumman Corp.  

 

90,850 

 

3,964,694 

Precision Castparts Corp.  

 

37,600 

 

2,252,240 

Raytheon Co.  

 

112,423 

 

4,377,752 

Rockwell Collins, Inc.  

 

41,644 

 

1,359,260 

United Technologies Corp.  

 

260,240 

 

11,185,115 

 

**52,015,144**

**Air Freight & Logistics 1.1%**

 
C.H. Robinson Worldwide, Inc.  

 

47,300 

 

2,157,353 

Expeditors International of Washington, Inc.  

 

56,200 

 

1,589,898 

FedEx Corp.  

 

86,801 

 

3,861,777 

 

 

 

United Parcel Service, Inc. "B"  

 

274,670 

 

13,519,257 

 

**21,128,285**

**Airlines 0.1%**

 
Southwest Airlines Co.  

 

197,891 

 

**1,252,650**

**Building Products 0.0%**

 
Masco Corp.  

 

95,205 

 

**664,531**

**Commercial Services & Supplies 0.5%**

 
Avery Dennison Corp.  

 

28,531 

 

637,383 

Cintas Corp.  

 

33,866 

 

837,167 

Iron Mountain, Inc.*  

 

48,100 

 

1,066,377 

Pitney Bowes, Inc.  

 

54,685 

 

1,276,895 

R.R. Donnelley & Sons Co.  

 

57,721 

 

423,095 

Republic Services, Inc.  

 

86,099 

 

1,476,598 

Stericycle, Inc.*  

 

22,900 

 

1,093,017 

Waste Management, Inc.  

 

137,640 

 

3,523,584 

 

**10,334,116**

**Construction & Engineering 0.2%**

 
Fluor Corp.  

 

50,808 

 

1,755,416 

Jacobs Engineering Group, Inc.*  

 

34,700 

 

1,341,502 

 

**3,096,918**

**Electrical Equipment 0.4%**

 
Cooper Industries Ltd. "A"  

 

46,002 

 

1,189,612 

Emerson Electric Co.  

 

209,340 

 

5,982,937 

Rockwell Automation, Inc.  

 

38,756 

 

846,431 

 

**8,018,980**

**Industrial Conglomerates 2.0%**

 
3M Co.  

 

191,766 

 

9,534,606 

General Electric Co.  

 

2,891,765 

 

29,235,744 

Textron, Inc.  

 

64,554 

 

370,540 

 

**39,140,890**

**Machinery 1.4%**

 
Caterpillar, Inc.  

 

165,668 

 

4,632,077 

Cummins, Inc.  

 

52,992 

 

1,348,646 

Danaher Corp.  

 

71,322 

 

3,867,079 

Deere & Co.  

 

116,492 

 

3,829,092 

Dover Corp.  

 

51,659 

 

1,362,764 

Eaton Corp.  

 

44,154 

 

1,627,517 

Flowserve Corp.  

 

15,100 

 

847,412 

Illinois Tool Works, Inc.  

 

107,842 

 

3,326,926 

Ingersoll-Rand Co., Ltd. "A"  

 

83,872 

 

1,157,434 

Manitowoc Co., Inc.  

 

33,000 

 

107,910 

PACCAR, Inc.  

 

101,715 

 

2,620,178 

Pall Corp.  

 

32,210 

 

658,050 

Parker Hannifin Corp.  

 

42,852 

 

1,456,111 

 

**26,841,196**

**Professional Services 0.2%**

 
Dun & Bradstreet Corp.  

 

14,500 

 

1,116,500 

Equifax, Inc.  

 

33,909 

 

829,075 

Monster Worldwide, Inc.*  

 

32,689 

 

266,416 

Robert Half International, Inc.  

 

41,775 

 

744,848 

 

**2,956,839**

**Road & Rail 0.9%**

 
Burlington Northern Santa Fe Corp.  

 

77,486 

 

4,660,783 

CSX Corp.  

 

107,252 

 

2,772,464 

Norfolk Southern Corp.  

 

99,944 

 

3,373,110 

 

 

 

Ryder System, Inc.  

 

15,090 

 

427,198 

Union Pacific Corp.  

 

139,330 

 

5,727,856 

 

**16,961,411**

**Trading Companies & Distributors 0.1%**

 
Fastenal Co.  

 

34,300 

 

1,102,917 

W.W. Grainger, Inc.  

 

17,762 

 

1,246,537 

 

**2,349,454**

**Information Technology 17.7%**

 
**Communications Equipment 2.9%**

 
Ciena Corp.*  

 

22,298 

 

173,479 

Cisco Systems, Inc.*  

 

1,605,164 

 

26,918,600 

Corning, Inc.  

 

429,790 

 

5,703,313 

Harris Corp.  

 

35,200 

 

1,018,688 

JDS Uniphase Corp.*  

 

58,039 

 

188,627 

Juniper Networks, Inc.*  

 

140,800 

 

2,120,448 

Motorola, Inc.  

 

635,896 

 

2,689,840 

QUALCOMM, Inc.  

 

454,454 

 

17,682,805 

Tellabs, Inc.*  

 

115,730 

 

530,043 

 

**57,025,843**

**Computers & Peripherals 5.1%**

 
Apple, Inc.*  

 

244,678 

 

25,720,551 

Dell, Inc.*  

 

475,947 

 

4,511,977 

EMC Corp.*  

 

557,462 

 

6,355,067 

Hewlett-Packard Co.  

 

660,136 

 

21,163,960 

International Business Machines Corp.  

 

368,920 

 

35,744,659 

Lexmark International, Inc. "A"*  

 

21,057 

 

355,232 

NetApp, Inc.*  

 

87,809 

 

1,303,085 

QLogic Corp.*  

 

32,200 

 

358,064 

SanDisk Corp.*  

 

58,600 

 

741,290 

Sun Microsystems, Inc.*  

 

200,591 

 

1,468,326 

Teradata Corp.*  

 

46,998 

 

762,308 

 

**98,484,519**

**Electronic Equipment, Instruments & Components 0.3%**

 
Agilent Technologies, Inc.*  

 

93,141 

 

1,431,577 

Amphenol Corp. "A"  

 

46,700 

 

1,330,483 

FLIR Systems, Inc.*  

 

39,300 

 

804,864 

Jabil Circuit, Inc.  

 

47,975 

 

266,741 

Molex, Inc.  

 

37,186 

 

510,936 

Tyco Electronics Ltd.  

 

126,757 

 

1,399,397 

 

**5,743,998**

**Internet Software & Services 1.7%**

 
Akamai Technologies, Inc.*  

 

44,500 

 

863,300 

eBay, Inc.*  

 

292,832 

 

3,677,970 

Google, Inc. "A"*  

 

65,900 

 

22,937,154 

VeriSign, Inc.*  

 

51,900 

 

979,353 

Yahoo!, Inc.*  

 

384,022 

 

4,919,322 

 

**33,377,099**

**IT Services 1.1%**

 
Affiliated Computer Services, Inc. "A"*  

 

26,200 

 

1,254,718 

Automatic Data Processing, Inc.  

 

140,537 

 

4,941,281 

Cognizant Technology Solutions Corp. "A"*  

 

78,900 

 

1,640,331 

Computer Sciences Corp.*  

 

43,132 

 

1,588,983 

Convergys Corp.*  

 

34,840 

 

281,507 

 

 

 

Fidelity National Information Services, Inc.  

 

49,300 

 

897,260 

Fiserv, Inc.*  

 

43,150 

 

1,573,249 

MasterCard, Inc. "A"  

 

20,100 

 

3,366,348 

Paychex, Inc.  

 

85,867 

 

2,204,206 

Total System Services, Inc.  

 

49,666 

 

685,888 

Western Union Co.  

 

192,588 

 

2,420,831 

 

**20,854,602**

**Office Electronics 0.1%**

 
Xerox Corp.  

 

230,456 

 

**1,048,575**

**Semiconductors & Semiconductor Equipment 2.5%**

 
Advanced Micro Devices, Inc.*  

 

147,397 

 

449,561 

Altera Corp.  

 

79,643 

 

1,397,735 

Analog Devices, Inc.  

 

77,368 

 

1,490,881 

Applied Materials, Inc.  

 

371,435 

 

3,992,926 

Broadcom Corp. "A"*  

 

119,470 

 

2,387,011 

Intel Corp.  

 

1,530,182 

 

23,029,239 

KLA-Tencor Corp.  

 

45,485 

 

909,700 

Linear Technology Corp.  

 

59,106 

 

1,358,256 

LSI Corp.*  

 

171,255 

 

520,615 

MEMC Electronic Materials, Inc.*  

 

59,800 

 

986,102 

Microchip Technology, Inc.  

 

48,300 

 

1,023,477 

Micron Technology, Inc.*  

 

199,049 

 

808,139 

National Semiconductor Corp.  

 

52,266 

 

536,772 

Novellus Systems, Inc.*  

 

25,982 

 

432,081 

NVIDIA Corp.*  

 

150,347 

 

1,482,421 

Teradyne, Inc.*  

 

44,958 

 

196,916 

Texas Instruments, Inc.  

 

355,248 

 

5,865,144 

Xilinx, Inc.  

 

77,713 

 

1,488,981 

 

**48,355,957**

**Software 4.0%**

 
Adobe Systems, Inc.*  

 

145,804 

 

3,118,748 

Autodesk, Inc.*  

 

59,448 

 

999,321 

BMC Software, Inc.*  

 

49,869 

 

1,645,677 

CA, Inc.  

 

103,915 

 

1,829,943 

Citrix Systems, Inc.*  

 

47,614 

 

1,077,981 

Compuware Corp.*  

 

79,621 

 

524,702 

Electronic Arts, Inc.*  

 

87,406 

 

1,589,915 

Intuit, Inc.*  

 

85,666 

 

2,312,982 

McAfee, Inc.*  

 

41,100 

 

1,376,850 

Microsoft Corp.  

 

2,101,895 

 

38,611,811 

Novell, Inc.*  

 

90,882 

 

387,157 

Oracle Corp.*  

 

1,057,129 

 

19,102,321 

Salesforce.com, Inc.*  

 

28,100 

 

919,713 

Symantec Corp.*  

 

228,806 

 

3,418,362 

 

**76,915,483**

**Materials 3.3%**

 
**Chemicals 2.0%**

 
Air Products & Chemicals, Inc.  

 

56,390 

 

3,171,938 

CF Industries Holdings, Inc.  

 

13,800 

 

981,594 

Dow Chemical Co.  

 

258,091 

 

2,175,707 

E.I. du Pont de Nemours & Co.  

 

245,052 

 

5,472,011 

Eastman Chemical Co.  

 

21,986 

 

589,225 

Ecolab, Inc.  

 

44,842 

 

1,557,363 

International Flavors & Fragrances, Inc.  

 

20,716 

 

631,009 

 

 

 

Monsanto Co.  

 

150,984 

 

12,546,770 

PPG Industries, Inc.  

 

43,262 

 

1,596,368 

Praxair, Inc.  

 

85,328 

 

5,741,721 

Rohm & Haas Co.  

 

34,789 

 

2,742,765 

Sigma-Aldrich Corp.  

 

33,768 

 

1,276,093 

 

**38,482,564**

**Construction Materials 0.1%**

 
Vulcan Materials Co.  

 

28,931 

 

**1,281,354**

**Containers & Packaging 0.2%**

 
Ball Corp.  

 

25,124 

 

1,090,381 

Bemis Co., Inc.  

 

26,930 

 

564,722 

Owens-Illinois, Inc.*  

 

45,000 

 

649,800 

Pactiv Corp.*  

 

34,349 

 

501,152 

Sealed Air Corp.  

 

42,372 

 

584,734 

 

**3,390,789**

**Metals & Mining 0.9%**

 
AK Steel Holding Corp.  

 

30,700 

 

218,584 

Alcoa, Inc.  

 

267,351 

 

1,962,356 

Allegheny Technologies, Inc.  

 

25,279 

 

554,369 

Freeport-McMoRan Copper & Gold, Inc.  

 

113,899 

 

4,340,691 

Newmont Mining Corp.  

 

132,800 

 

5,944,128 

Nucor Corp.  

 

87,336 

 

3,333,615 

Titanium Metals Corp.  

 

23,000 

 

125,810 

United States Steel Corp.  

 

33,392 

 

705,573 

 

**17,185,126**

**Paper & Forest Products 0.1%**

 
International Paper Co.  

 

114,704 

 

807,516 

MeadWestvaco Corp.  

 

47,544 

 

570,053 

Weyerhaeuser Co.  

 

58,729 

 

1,619,158 

 

**2,996,727**

**Telecommunication Services 3.9%**

 
**Diversified Telecommunication Services 3.6%**

 
AT&T, Inc.  

 

1,619,530 

 

40,812,156 

CenturyTel, Inc.  

 

26,655 

 

749,539 

Embarq Corp.  

 

37,781 

 

1,430,011 

Frontier Communications Corp.  

 

84,605 

 

607,464 

Qwest Communications International, Inc.  

 

390,081 

 

1,334,077 

Verizon Communications, Inc.  

 

776,812 

 

23,459,722 

Windstream Corp.  

 

120,274 

 

969,408 

 

**69,362,377**

**Wireless Telecommunication Services 0.3%**

 
American Tower Corp. "A"*  

 

106,900 

 

3,252,967 

Sprint Nextel Corp.*  

 

785,128 

 

2,802,907 

 

**6,055,874**

**Utilities 4.2%**

 
**Electric Utilities 2.4%**

 
Allegheny Energy, Inc.  

 

44,018 

 

1,019,897 

American Electric Power Co., Inc.  

 

112,715 

 

2,847,181 

Duke Energy Corp.  

 

356,996 

 

5,112,183 

Edison International  

 

92,190 

 

2,655,994 

Entergy Corp.  

 

53,409 

 

3,636,619 

Exelon Corp.  

 

182,238 

 

8,271,783 

 

 

 

FirstEnergy Corp.  

 

86,195 

 

3,327,127 

FPL Group, Inc.  

 

113,794 

 

5,772,769 

Northeast Utilities  

 

43,600 

 

941,324 

Pepco Holdings, Inc.  

 

52,500 

 

655,200 

Pinnacle West Capital Corp.  

 

25,796 

 

685,142 

PPL Corp.  

 

100,148 

 

2,875,249 

Progress Energy, Inc.  

 

74,250 

 

2,692,305 

Southern Co.  

 

215,888 

 

6,610,490 

 

**47,103,263**

**Gas Utilities 0.2%**

 
EQT Corp.  

 

35,100 

 

1,099,683 

Nicor, Inc.  

 

12,137 

 

403,313 

Questar Corp.  

 

45,300 

 

1,333,179 

 

**2,836,175**

**Independent Power Producers & Energy Traders 0.1%**

 
AES Corp.*  

 

172,850 

 

1,004,259 

Constellation Energy Group, Inc.  

 

51,487 

 

1,063,721 

Dynegy, Inc. "A"*  

 

111,461 

 

157,160 

 

**2,225,140**

**Multi-Utilities 1.5%**

 
Ameren Corp.  

 

55,419 

 

1,285,167 

CenterPoint Energy, Inc.  

 

87,668 

 

914,377 

CMS Energy Corp.  

 

58,149 

 

688,484 

Consolidated Edison, Inc.  

 

73,016 

 

2,892,164 

Dominion Resources, Inc.  

 

162,580 

 

5,038,354 

DTE Energy Co.  

 

43,903 

 

1,216,113 

Integrys Energy Group, Inc.  

 

19,800 

 

515,592 

NiSource, Inc.  

 

70,866 

 

694,487 

PG&E Corp.  

 

102,347 

 

3,911,702 

Public Service Enterprise Group, Inc.  

 

142,346 

 

4,194,937 

SCANA Corp.  

 

31,700 

 

979,213 

Sempra Energy  

 

69,090 

 

3,194,722 

TECO Energy, Inc.  

 

54,988 

 

613,116 

Wisconsin Energy Corp.  

 

31,600 

 

1,300,972 

Xcel Energy, Inc.  

 

120,137 

 

2,238,152 

 

**29,677,552**

**Total Common Stocks** (Cost $2,297,514,733)

 

**1,899,845,571**

 

**Principal**

**Amount ($)**

 

**Value ($)**

 

**Government & Agency Obligation 0.3%**

 
**US Treasury Obligation**

 
US Treasury Bill, 0.718% **, 5/14/2009 (a) Cost $5,058,148)

 

 

5,060,000 

 

**5,059,003**

 

**Shares**

 

**Value ($)**

 

**Cash Equivalents 1.1%**

 
Cash Management QP Trust, 0.53% (b)(Cost $21,236,535)

 

 

21,236,535

 

**21,236,535**

 

 

 

 

**% of**

**Net Assets**

 

**Value ($)**

**Total Investment Portfolio** (Cost $2,323,809,416) †

99.8

 

**1,926,141,109**

**Other Assets and Liabilities, Net**

0.2

 

**4,395,700**

**Net Assets**

100.0

 

**1,930,536,809**

*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 $2,505,349,218.  At March 31, 2009, net unrealized depreciation for all securities based on tax cost was $579,208,109.  This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $367,604,601 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $946,812,710.*

*(a)*

*At March 31, 2009, 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, 2009, open futures contracts purchased were as follows:*

**Futures**

 

**Expiration****Date**

 

**Contracts**

 

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

 

**Value ($)**

 

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

 

S&P 500 Index 

 

6/18/2009 

 

152 

 

28,858,446 

 

30,202,400 

 

**1,343,954**

 
 

***Fair Value Measurements***

 

*Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, “Fair Value Measurements,” establishes a three-tier hierarchy for measuring fair value and requires additional disclosure about the classification of fair value measurements.*

*Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, and credit risk). Level 3 includes significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.*

*The following is a summary of the inputs used as of March 31, 2009 in valuing the Fund's investments.*

 

**Valuation Inputs**

**Investments in  Securities**

**Other Financial Instruments***††*

Level 1 

$            1,899,845,571   

$               1,343,954   

Level 2 

26,295,538   

-   

Level 3 

-   

-   

**Total**

**$           1,926,141,109**

**$               1,343,954**

 

*†† Other financial instruments are derivative instruments not reflected in the Investment Portfolio, such as futures contracts, which are valued at the unrealized appreciation (depreciation) on the instrument.*

 

***Derivative Instruments and Hedging Activities***

 

*Financial Accounting Standards Board Statement of Financial Accounting Standards No. 161, “Disclosures about Derivative Instruments and Hedging Activities,” requires enhanced disclosure about an entity’s derivative and hedging activities.*

 

*The following is a summary of the unrealized appreciation (depreciation) of the Fund's derivative instruments categorized by risk exposure as of March 31, 2009. Please see below for information on the Fund’s policy regarding the objectives and strategies for using futures.*

 

 

 

 

 

**Primary Underlying Risk Disclosure**

 

 

**Futures**

Interest Rate Contracts

$                 -

Foreign Exchange Contracts

$                 -

Credit Contracts

$                 -

Equity Contracts

$  1,343,954

Commodity Contracts

$                 -

Other Contracts

$                 -

 

*Futures.  The Fund is subject to equity risk.  The Fund invests in futures to keep cash on hand to meet shareholder redemptions or other needs while maintaining exposure to the stock market.  Upon entering into a futures contract, the Fund is required to deposit with a financial intermediary an initial margin equal to a certain percentage of the face value indicated in the futures contract.  Subsequent payments (“variation margin”) are made or received by the fund dependent upon the daily fluctuations in the value of the underlying security.   Since all futures contracts are exchange traded, counterparty risk is minimized as the exchange's clearinghouse acts as the counterparty, and guarantees the futures against default.*

 

**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 20, 2009

 

 

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 20, 2009

 

 

By:

/s/Paul Schubert

 

Paul Schubert

Chief Financial Officer and Treasurer

 

Date:                                        May 20, 2009

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