-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, TFwaIsaheZb5qeqOQShXNY2H2/zsMZoXZWNJW1LdlJNFgX/8UL2aaq7scdWJgolz f1x93S+9acKhwIVTZJIaew== 0001104659-09-040621.txt : 20090629 0001104659-09-040621.hdr.sgml : 20090629 20090629131054 ACCESSION NUMBER: 0001104659-09-040621 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20090531 FILED AS OF DATE: 20090629 DATE AS OF CHANGE: 20090629 EFFECTIVENESS DATE: 20090629 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Allstate Financial Investment Trust CENTRAL INDEX KEY: 0001422509 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-22165 FILM NUMBER: 09915195 BUSINESS ADDRESS: STREET 1: 3100 SANDERS ROAD STREET 2: SUITE J5B CITY: NORTHBROOK STATE: IL ZIP: 60062-7154 BUSINESS PHONE: 847-402-2532 MAIL ADDRESS: STREET 1: 3100 SANDERS ROAD STREET 2: SUITE J5B CITY: NORTHBROOK STATE: IL ZIP: 60062-7154 0001422509 S000021416 Allstate ClearTarget 2005 Retirement Fund C000061228 Class A C000061229 Class C C000061230 Class GA C000061231 Class GC C000061232 Class GI C000061233 Class I 0001422509 S000021417 Allstate ClearTarget 2010 Retirement Fund C000061234 Class GC C000061235 Class GI C000061236 Class I C000061237 Class A C000061238 Class C C000061239 Class GA 0001422509 S000021418 Allstate ClearTarget 2015 Retirement Fund C000061240 Class A C000061241 Class C C000061242 Class GA C000061243 Class GC C000061244 Class GI C000061245 Class I 0001422509 S000021419 Allstate ClearTarget 2020 Retirement Fund C000061246 Class A C000061247 Class C C000061248 Class I 0001422509 S000021420 Allstate ClearTarget 2030 Retirement Fund C000061249 Class A C000061250 Class C C000061251 Class I 0001422509 S000021421 Allstate ClearTarget 2040 Retirement Fund C000061252 Class A C000061253 Class C C000061254 Class I 0001422509 S000021422 Allstate ClearTarget 2050 Retirement Fund C000061255 Class A C000061256 Class C C000061257 Class I 0001422509 S000021423 Allstate Large Cap Index Fund C000061260 Allstate Large Cap Index Fund N-Q 1 a09-16722_1nq.htm N-Q

 

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

 

FORM N-Q

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act file number

811-22165

 

 

Allstate Financial Investment Trust

(Exact name of registrant as specified in charter)

 

3100 Sanders Road

Suite J5B

Northbrook, IL

 

60062-7154

(Address of principal executive offices)

 

(Zip code)

 

Joseph P. Rath

Allstate Financial Investment Trust

3100 Sanders Road

Suite J5B

Northbrook, IL 60062-7154

(Name and address of agent for service)

 

Registrant’s telephone number, including area code:

(847) 402-2532

 

 

Date of fiscal year end:

August 31, 2009

 

 

 

 

Date of reporting period:

May 31, 2009

 

 


 

Item 1. Schedule of Investments

 


 

ALLSTATE CLEARTARGET 2005 RETIREMENT FUND

PORTFOLIO OF INVESTMENTS

May 31, 2009 (Unaudited)

 

 

 

Shares

 

Value

 

INVESTMENT COMPANIES – 102.3%

 

 

 

 

 

AllianceBernstein Global Real Estate Investment Portfolio

 

29,829

 

$

192,399

 

AllianceBernstein High Yield Portfolio

 

13,049

 

100,480

 

AllianceBernstein Inflation-Protected Securities Portfolio

 

27,771

 

272,989

 

AllianceBernstein Intermediate Duration Bond Portfolio

 

30,134

 

288,081

 

AllianceBernstein International Growth Portfolio

 

17,545

 

133,341

 

AllianceBernstein International Value Portfolio

 

20,015

 

133,302

 

AllianceBernstein Short Duration Bond Portfolio

 

14,955

 

135,942

 

AllianceBernstein Small-Mid Cap Growth Portfolio

 

6,281

 

56,463

 

AllianceBernstein Small-Mid Cap Value Portfolio

 

7,855

 

56,396

 

Allstate Large Cap Index Fund(a)

 

72,092

 

501,761

 

 

 

 

 

 

 

TOTAL INVESTMENTS – 102.3%
(cost $1,707,578)

 

 

 

1,871,154

 

OTHER ASSETS LESS LIABILITIES – (2.3)%

 

 

 

(42,618

)

 

 

 

 

 

 

NET ASSETS – 100%

 

 

 

$

1,828,536

 

 

(a) Affiliated security.

 

See notes to financial statements

 

1


 

ALLSTATE CLEARTARGET 2010 RETIREMENT FUND

PORTFOLIO OF INVESTMENTS

May 31, 2009 (Unaudited)

 

 

 

Shares

 

Value

 

INVESTMENT COMPANIES – 101.9%

 

 

 

 

 

AllianceBernstein Global Real Estate Investment Portfolio

 

29,435

 

$

189,856

 

AllianceBernstein High Yield Portfolio

 

16,611

 

127,900

 

AllianceBernstein Inflation-Protected Securities Portfolio

 

24,125

 

237,152

 

AllianceBernstein Intermediate Duration Bond Portfolio

 

25,489

 

243,673

 

AllianceBernstein International Growth Portfolio

 

20,416

 

155,161

 

AllianceBernstein International Value Portfolio

 

23,197

 

154,492

 

AllianceBernstein Small-Mid Cap Growth Portfolio

 

7,977

 

71,714

 

AllianceBernstein Small-Mid Cap Value Portfolio

 

9,913

 

71,176

 

Allstate Large Cap Index Fund(a)

 

82,079

 

571,272

 

 

 

 

 

 

 

TOTAL INVESTMENTS – 101.9%
(cost $1,701,743)

 

 

 

1,822,396

 

OTHER ASSETS LESS LIABILITIES – (1.9)%

 

 

 

(33,903

)

 

 

 

 

 

 

NET ASSETS – 100%

 

 

 

$

1,788,493

 

 

(a) Affiliated security.

 

See notes to financial statements

 

1


 

ALLSTATE CLEARTARGET 2015 RETIREMENT FUND

PORTFOLIO OF INVESTMENTS

May 31, 2009 (Unaudited)

 

 

 

Shares

 

Value

 

INVESTMENT COMPANIES – 107.4%

 

 

 

 

 

AllianceBernstein Global Real Estate Investment Portfolio

 

11,037

 

$

71,188

 

AllianceBernstein High Yield Portfolio

 

6,259

 

48,198

 

AllianceBernstein Inflation-Protected Securities Portfolio

 

5,749

 

56,513

 

AllianceBernstein Intermediate Duration Bond Portfolio

 

8,431

 

80,599

 

AllianceBernstein International Growth Portfolio

 

8,734

 

66,375

 

AllianceBernstein International Value Portfolio

 

9,949

 

66,260

 

AllianceBernstein Small-Mid Cap Growth Portfolio

 

3,776

 

33,951

 

AllianceBernstein Small-Mid Cap Value Portfolio

 

4,734

 

33,989

 

Allstate Large Cap Index Fund(a)

 

34,653

 

241,182

 

 

 

 

 

 

 

TOTAL INVESTMENTS – 107.4%
(cost $725,835)

 

 

 

698,255

 

OTHER ASSETS LESS LIABILITIES – (7.4)%

 

 

 

(47,866

)

 

 

 

 

 

 

NET ASSETS – 100%

 

 

 

$

650,389

 

 

(a) Affiliated security.

 

See notes to financial statements

 

1


 

ALLSTATE CLEARTARGET 2020 RETIREMENT FUND

PORTFOLIO OF INVESTMENTS

May 31, 2009 (Unaudited)

 

 

 

Shares

 

Value

 

INVESTMENT COMPANIES – 106.7%

 

 

 

 

 

AllianceBernstein Global Real Estate Investment Portfolio

 

9,394

 

$

60,590

 

AllianceBernstein High Yield Portfolio

 

5,339

 

41,111

 

AllianceBernstein Inflation-Protected Securities Portfolio

 

2,007

 

19,733

 

AllianceBernstein Intermediate Duration Bond Portfolio

 

5,766

 

55,127

 

AllianceBernstein International Growth Portfolio

 

8,385

 

63,725

 

AllianceBernstein International Value Portfolio

 

9,535

 

63,501

 

AllianceBernstein Small-Mid Cap Growth Portfolio

 

3,702

 

33,282

 

AllianceBernstein Small-Mid Cap Value Portfolio

 

4,640

 

33,311

 

Allstate Large Cap Index Fund(a)

 

32,024

 

222,887

 

 

 

 

 

 

 

TOTAL INVESTMENTS – 106.7%
(cost $664,939)

 

 

 

593,267

 

OTHER ASSETS LESS LIABILITIES – (6.7)%

 

 

 

(37,339

)

 

 

 

 

 

 

NET ASSETS – 100%

 

 

 

$

555,928

 

 

(a) Affiliated security.

 

See notes to financial statements

 

1


 

ALLSTATE CLEARTARGET 2030 RETIREMENT FUND

PORTFOLIO OF INVESTMENTS

May 31, 2009 (Unaudited)

 

 

 

Shares

 

Value

 

INVESTMENT COMPANIES – 107.7%

 

 

 

 

 

AllianceBernstein Global Real Estate Investment Portfolio

 

7,450

 

$

48,051

 

AllianceBernstein High Yield Portfolio

 

3,863

 

29,743

 

AllianceBernstein Intermediate Duration Bond Portfolio

 

3,682

 

35,196

 

AllianceBernstein International Growth Portfolio

 

11,795

 

89,644

 

AllianceBernstein International Value Portfolio

 

13,457

 

89,622

 

AllianceBernstein Small-Mid Cap Growth Portfolio

 

5,402

 

48,568

 

AllianceBernstein Small-Mid Cap Value Portfolio

 

6,749

 

48,459

 

Allstate Large Cap Index Fund(a)

 

45,523

 

316,839

 

 

 

 

 

 

 

TOTAL INVESTMENTS – 107.7%
(cost $830,564)

 

 

 

706,122

 

OTHER ASSETS LESS LIABILITIES – (7.7)%

 

 

 

(50,330

)

 

 

 

 

 

 

NET ASSETS – 100%

 

 

 

$

655,792

 

 

(a) Affiliated security.

 

See notes to financial statements

 

1


 

ALLSTATE CLEARTARGET 2040 RETIREMENT FUND

PORTFOLIO OF INVESTMENTS

May 31, 2009 (Unaudited)

 

 

 

Shares

 

Value

 

INVESTMENT COMPANIES – 111.5%

 

 

 

 

 

AllianceBernstein Global Real Estate Investment Portfolio

 

3,259

 

$

21,024

 

AllianceBernstein Intermediate Duration Bond Portfolio

 

2,067

 

19,760

 

AllianceBernstein International Growth Portfolio

 

7,244

 

55,057

 

AllianceBernstein International Value Portfolio

 

8,232

 

54,823

 

AllianceBernstein Small-Mid Cap Growth Portfolio

 

3,367

 

30,266

 

AllianceBernstein Small-Mid Cap Value Portfolio

 

4,290

 

30,799

 

Allstate Large Cap Index Fund(a)

 

28,071

 

195,374

 

 

 

 

 

 

 

TOTAL INVESTMENTS – 111.5%
(cost $401,966)

 

 

 

407,103

 

OTHER ASSETS LESS LIABILITIES – (11.5)%

 

 

 

(42,074

)

 

 

 

 

 

 

NET ASSETS – 100%

 

 

 

$

365,029

 

 

(a) Affiliated security.

 

See notes to financial statements

 

1


 

ALLSTATE CLEARTARGET 2050 RETIREMENT FUND

PORTFOLIO OF INVESTMENTS

May 31, 2009 (Unaudited)

 

 

 

Shares

 

Value

 

INVESTMENT COMPANIES – 115.9%

 

 

 

 

 

AllianceBernstein Global Real Estate Investment Portfolio

 

1,741

 

$

11,231

 

AllianceBernstein Intermediate Duration Bond Portfolio

 

1,097

 

10,486

 

AllianceBernstein International Growth Portfolio

 

3,858

 

29,321

 

AllianceBernstein International Value Portfolio

 

4,384

 

29,198

 

AllianceBernstein Small-Mid Cap Growth Portfolio

 

1,829

 

16,444

 

AllianceBernstein Small-Mid Cap Value Portfolio

 

2,284

 

16,397

 

Allstate Large Cap Index Fund(a)

 

14,980

 

104,261

 

 

 

 

 

 

 

TOTAL INVESTMENTS – 115.9%
(cost $208,684)

 

 

 

217,338

 

OTHER ASSETS LESS LIABILITIES – (15.9)%

 

 

 

(29,849

)

 

 

 

 

 

 

NET ASSETS – 100%

 

 

 

$

187,489

 

 

(a) Affiliated security.

 

See notes to financial statements

 

1


 

ALLSTATE LARGE CAP INDEX FUND

PORTFOLIO OF INVESTMENTS

May 31, 2009 (Unaudited)

 

 

 

Shares

 

Value

 

COMMON STOCKS – 99.7%

 

 

 

 

 

Consumer Discretionary – 8.9%

 

 

 

 

 

Auto Components – 0.2%

 

 

 

 

 

Goodyear Tire & Rubber Co./The*

 

175

 

$

2,004

 

Johnson Controls, Inc.

 

424

 

8,450

 

 

 

 

 

10,454

 

Automobiles – 0.3%

 

 

 

 

 

Ford Motor Co.*

 

2,241

 

12,886

 

General Motors Corp.*

 

430

 

322

 

Harley-Davidson, Inc.

 

167

 

2,834

 

 

 

 

 

16,042

 

Distributors – 0.1%

 

 

 

 

 

Genuine Parts Co.

 

114

 

3,817

 

 

 

 

 

 

 

Diversified Consumer Services – 0.1%

 

 

 

 

 

Apollo Group, Inc.*

 

77

 

4,551

 

H&R Block, Inc.

 

240

 

3,504

 

 

 

 

 

8,055

 

Hotels Restaurants & Leisure – 1.6%

 

 

 

 

 

Carnival Corp.

 

311

 

7,912

 

Darden Restaurants, Inc.

 

96

 

3,472

 

International Game Technology

 

207

 

3,594

 

Marriott International, Inc.

 

209

 

4,882

 

McDonald’s Corp.

 

791

 

46,661

 

Starbucks Corp.*

 

523

 

7,526

 

Starwood Hotels & Resorts Worldwide, Inc.

 

129

 

3,157

 

Wyndham Worldwide Corp.

 

123

 

1,450

 

Wynn Resorts, Ltd.*

 

46

 

1,705

 

Yum! Brands, Inc.

 

327

 

11,324

 

 

 

 

 

91,683

 

Household Durables – 0.4%

 

 

 

 

 

Black & Decker Corp.

 

41

 

1,315

 

Centex Corp.

 

88

 

742

 

DR Horton, Inc.

 

194

 

1,787

 

Fortune Brands, Inc.

 

105

 

3,676

 

Harman International Industries, Inc.

 

42

 

783

 

KB Home

 

54

 

810

 

Leggett & Platt, Inc.

 

110

 

1,615

 

Lennar Corp.

 

99

 

941

 

Newell Rubbermaid, Inc.

 

195

 

2,244

 

Pulte Homes, Inc.

 

151

 

1,329

 

Snap-On, Inc.

 

40

 

1,246

 

 

See notes to financial statements

 

1


 

 

 

Shares

 

Value

 

Stanley Works/The

 

56

 

$

1,999

 

Whirlpool Corp.

 

51

 

2,149

 

 

 

 

 

20,636

 

Internet & Catalog Retail – 0.4%

 

 

 

 

 

Amazon.Com, Inc.*

 

229

 

17,860

 

Expedia, Inc.*

 

147

 

2,544

 

 

 

 

 

20,404

 

Leisure Equipment & Products – 0.1%

 

 

 

 

 

Eastman Kodak Co.

 

189

 

493

 

Hasbro, Inc.

 

88

 

2,236

 

Mattel, Inc.

 

256

 

3,996

 

 

 

 

 

6,725

 

Media – 2.5%

 

 

 

 

 

CBS Corp.

 

479

 

3,535

 

Comcast Corp.

 

2,045

 

28,160

 

DIRECTV Group, Inc./The*

 

375

 

8,437

 

Gannett Co., Inc.

 

174

 

830

 

Interpublic Group of Cos., Inc.*

 

338

 

1,771

 

McGraw-Hill Cos., Inc./The

 

223

 

6,710

 

Meredith Corp.

 

27

 

728

 

New York Times Co./The

 

87

 

574

 

News Corp.

 

1,631

 

15,951

 

Omnicom Group, Inc.

 

221

 

6,741

 

Scripps Networks Interactive, Inc.

 

64

 

1,775

 

Time Warner Cable, Inc.

 

250

 

7,698

 

Time Warner, Inc.

 

848

 

19,860

 

Viacom, Inc.*

 

428

 

9,489

 

Walt Disney Co./The

 

1,317

 

31,898

 

Washington Post Co./The

 

5

 

1,800

 

 

 

 

 

145,957

 

Multiline Retail – 0.8%

 

 

 

 

 

Big Lots, Inc.*

 

58

 

1,335

 

Family Dollar Stores, Inc.

 

99

 

2,997

 

JC Penney Co., Inc.

 

157

 

4,096

 

Kohl’s Corp.*

 

216

 

9,173

 

Macy’s, Inc.

 

298

 

3,481

 

Nordstrom, Inc.

 

115

 

2,264

 

Sears Holdings Corp.*

 

39

 

2,217

 

Target Corp.

 

534

 

20,986

 

 

 

 

 

46,549

 

Specialty Retail – 1.9%

 

 

 

 

 

Abercrombie & Fitch Co.

 

63

 

1,897

 

AutoNation, Inc.*

 

77

 

1,223

 

Autozone, Inc.*

 

27

 

4,108

 

Bed Bath & Beyond, Inc.*

 

185

 

5,200

 

 

See notes to financial statements

 

2


 

 

 

Shares

 

Value

 

Best Buy Co., Inc.

 

241

 

$

8,459

 

GameStop Corp.*

 

116

 

2,894

 

Gap, Inc./The

 

331

 

5,908

 

Home Depot, Inc.

 

1,202

 

27,838

 

Lowe’s Cos., Inc.

 

1,040

 

19,770

 

Ltd. Brands, Inc.

 

192

 

2,402

 

O’Reilly Automotive, Inc.*

 

96

 

3,461

 

Office Depot, Inc.*

 

209

 

974

 

RadioShack Corp.

 

86

 

1,156

 

Sherwin-Williams Co./The

 

71

 

3,749

 

Staples, Inc.

 

506

 

10,348

 

Tiffany & Co.

 

87

 

2,468

 

TJX Cos., Inc.

 

295

 

8,706

 

 

 

 

 

110,561

 

Textiles, Apparel & Luxury Goods – 0.5%

 

 

 

 

 

Coach, Inc.*

 

228

 

5,989

 

Nike, Inc.

 

275

 

15,689

 

Polo Ralph Lauren Corp.

 

39

 

2,099

 

VF Corp.

 

63

 

3,580

 

 

 

 

 

27,357

 

 

 

 

 

508,240

 

Consumer Staples – 11.9%

 

 

 

 

 

Beverages – 2.6%

 

 

 

 

 

Brown-Forman Corp.

 

70

 

3,069

 

Coca-Cola Co./The

 

1,413

 

69,463

 

Coca-Cola Enterprises, Inc.

 

227

 

3,782

 

Constellation Brands, Inc.*

 

138

 

1,595

 

Dr Pepper Snapple Group, Inc.*

 

179

 

3,890

 

Molson Coors Brewing Co.

 

106

 

4,663

 

Pepsi Bottling Group, Inc.

 

96

 

3,155

 

PepsiCo, Inc.

 

1,105

 

57,515

 

 

 

 

 

147,132

 

Food & Staples Retailing – 3.1%

 

 

 

 

 

Costco Wholesale Corp.

 

307

 

14,896

 

CVS Caremark Corp.

 

1,032

 

30,754

 

Kroger Co./The

 

464

 

10,579

 

Safeway, Inc.

 

305

 

6,179

 

SUPERVALU, Inc.

 

149

 

2,474

 

SYSCO Corp.

 

418

 

10,015

 

Wal-Mart Stores, Inc.

 

1,587

 

78,937

 

Walgreen Co.

 

703

 

20,942

 

Whole Foods Market, Inc.

 

100

 

1,887

 

 

 

 

 

176,663

 

Food Products – 1.7%

 

 

 

 

 

Archer-Daniels-Midland Co.

 

456

 

12,549

 

 

See notes to financial statements

 

3


 

 

 

Shares

 

Value

 

Campbell Soup Co.

 

144

 

$

3,992

 

ConAgra Foods, Inc.

 

316

 

5,874

 

Dean Foods Co.*

 

126

 

2,369

 

General Mills, Inc.

 

235

 

12,027

 

Hershey Co./The

 

119

 

4,191

 

HJ Heinz Co.

 

224

 

8,194

 

Hormel Foods Corp.

 

49

 

1,702

 

JM Smucker Co./The

 

83

 

3,342

 

Kellogg Co.

 

180

 

7,785

 

Kraft Foods, Inc.

 

1,041

 

27,181

 

McCormick & Co., Inc.

 

91

 

2,777

 

Sara Lee Corp.

 

494

 

4,441

 

Tyson Foods, Inc.

 

216

 

2,877

 

 

 

 

 

99,301

 

Household Products – 2.6%

 

 

 

 

 

Clorox Co.

 

97

 

5,087

 

Colgate-Palmolive Co.

 

356

 

23,478

 

Kimberly-Clark Corp.

 

294

 

15,256

 

Procter & Gamble Co.

 

2,079

 

107,983

 

 

 

 

 

151,804

 

Personal Products – 0.2%

 

 

 

 

 

Avon Products, Inc.

 

302

 

8,021

 

Estee Lauder Cos., Inc./The

 

83

 

2,746

 

 

 

 

 

10,767

 

Tobacco – 1.7%

 

 

 

 

 

Altria Group, Inc.

 

1,465

 

25,037

 

Lorillard, Inc.

 

120

 

8,200

 

Philip Morris International, Inc.

 

1,421

 

60,591

 

Reynolds American, Inc.

 

121

 

4,836

 

 

 

 

 

98,664

 

 

 

 

 

684,331

 

Energy – 13.0%

 

 

 

 

 

Energy Equipment & Services – 1.9%

 

 

 

 

 

Baker Hughes, Inc.

 

218

 

8,515

 

BJ Services Co.

 

206

 

3,222

 

Cameron International Corp.*

 

153

 

4,778

 

Diamond Offshore Drilling, Inc.

 

48

 

4,046

 

ENSCO International, Inc.

 

100

 

3,889

 

Halliburton Co.

 

637

 

14,606

 

Nabors Industries, Ltd.*

 

199

 

3,558

 

National Oilwell Varco, Inc.*

 

296

 

11,432

 

Rowan Cos., Inc.

 

81

 

1,657

 

Schlumberger, Ltd.

 

849

 

48,588

 

 

See notes to financial statements

 

4


 

 

 

Shares

 

Value

 

Smith International, Inc.

 

154

 

$

4,495

 

 

 

 

 

108,786

 

Oil, Gas & Consumable Fuels – 11.1%

 

 

 

 

 

Anadarko Petroleum Corp.

 

346

 

16,532

 

Apache Corp.

 

237

 

19,970

 

Cabot Oil & Gas Corp.

 

75

 

2,635

 

Chesapeake Energy Corp.

 

399

 

9,041

 

Chevron Corp.

 

1,422

 

94,805

 

ConocoPhillips

 

1,051

 

48,178

 

Consol Energy, Inc.

 

129

 

5,310

 

Denbury Resources, Inc.*

 

177

 

3,043

 

Devon Energy Corp.

 

315

 

19,920

 

El Paso Corp.

 

499

 

4,865

 

EOG Resources, Inc.

 

178

 

13,028

 

Exxon Mobil Corp.

 

3,506

 

243,141

 

Hess Corp.

 

201

 

13,384

 

Marathon Oil Corp.

 

503

 

16,036

 

Massey Energy Co.

 

62

 

1,419

 

Murphy Oil Corp.

 

135

 

7,966

 

Noble Energy, Inc.

 

123

 

7,316

 

Occidental Petroleum Corp.

 

575

 

38,588

 

Peabody Energy Corp.

 

191

 

6,490

 

Pioneer Natural Resources Co.

 

83

 

2,334

 

Range Resources Corp.

 

112

 

5,131

 

Southwestern Energy Co.*

 

244

 

10,607

 

Spectra Energy Corp.

 

465

 

7,463

 

Sunoco, Inc.

 

83

 

2,526

 

Tesoro Corp.

 

98

 

1,660

 

Valero Energy Corp.

 

365

 

8,165

 

Williams Cos., Inc.

 

410

 

6,880

 

XTO Energy, Inc.

 

413

 

17,664

 

 

 

 

 

634,097

 

 

 

 

 

742,883

 

Financials – 13.4%

 

 

 

 

 

Capital Markets – 2.9%

 

 

 

 

 

Ameriprise Financial, Inc.

 

154

 

4,651

 

Bank of New York Mellon Corp./The

 

817

 

22,696

 

Charles Schwab Corp./The

 

666

 

11,722

 

E*Trade Financial Corp.*

 

417

 

600

 

Federated Investors, Inc.

 

63

 

1,577

 

Franklin Resources, Inc.

 

108

 

7,220

 

Goldman Sachs Group, Inc./The

 

358

 

51,756

 

Invesco, Ltd.

 

288

 

4,507

 

Janus Capital Group, Inc.

 

112

 

1,136

 

Legg Mason, Inc.

 

99

 

1,909

 

Morgan Stanley

 

873

 

26,469

 

Northern Trust Corp.

 

166

 

9,570

 

 

See notes to financial statements

 

5


 

 

 

Shares

 

Value

 

State Street Corp.

 

336

 

$

15,607

 

T Rowe Price Group, Inc.

 

182

 

7,384

 

 

 

 

 

166,804

 

Commercial Banks – 2.7%

 

 

 

 

 

BB&T Corp.

 

410

 

9,192

 

Comerica, Inc.

 

106

 

2,298

 

Fifth Third Bancorp

 

419

 

2,891

 

First Horizon National Corp.

 

151

 

1,833

 

Huntington Bancshares, Inc.

 

293

 

1,149

 

Keycorp

 

352

 

1,760

 

M&T Bank Corp.

 

57

 

2,867

 

Marshall & Ilsley Corp.

 

188

 

1,237

 

PNC Financial Services Group, Inc.

 

304

 

13,847

 

Regions Financial Corp.

 

772

 

3,235

 

SunTrust Banks, Inc.

 

253

 

3,332

 

US Bancorp

 

1,337

 

25,670

 

Wells Fargo & Co.

 

3,279

 

83,615

 

Zions Bancorporation

 

81

 

1,108

 

 

 

 

 

154,034

 

Consumer Finance – 0.6%

 

 

 

 

 

American Express Co.

 

833

 

20,700

 

Capital One Financial Corp.

 

316

 

7,723

 

Discover Financial Services

 

339

 

3,241

 

SLM Corp.*

 

326

 

2,155

 

 

 

 

 

33,819

 

Diversified Financial Services – 3.7%

 

 

 

 

 

Bank of America Corp.

 

5,425

 

61,140

 

CIT Group, Inc.

 

285

 

1,092

 

Citigroup, Inc.

 

3,881

 

14,437

 

CME Group, Inc.

 

46

 

14,795

 

IntercontinentalExchange, Inc.*

 

51

 

5,497

 

JPMorgan Chase & Co.

 

2,671

 

98,560

 

Leucadia National Corp.*

 

131

 

2,735

 

Moody’s Corp.

 

136

 

3,725

 

NASDAQ OMX Group, Inc./The*

 

96

 

2,027

 

NYSE Euronext

 

183

 

5,490

 

 

 

 

 

209,498

 

Insurance – 2.4%

 

 

 

 

 

Aflac, Inc.

 

332

 

11,786

 

Allstate Corp./The(a)

 

379

 

9,752

 

American International Group, Inc.

 

1,922

 

3,248

 

AON Corp.

 

194

 

6,984

 

Assurant, Inc.

 

83

 

1,961

 

Chubb Corp.

 

250

 

9,912

 

Cincinnati Financial Corp.

 

117

 

2,645

 

Genworth Financial, Inc.

 

304

 

1,800

 

 

See notes to financial statements

 

6


 

 

 

Shares

 

Value

 

Hartford Financial Services Group, Inc.

 

233

 

$

3,341

 

Lincoln National Corp.

 

184

 

3,487

 

Loews Corp.

 

256

 

6,925

 

Marsh & McLennan Cos., Inc.

 

366

 

6,925

 

MBIA, Inc.*

 

126

 

813

 

MetLife, Inc.

 

581

 

18,301

 

Principal Financial Group, Inc.

 

221

 

4,906

 

Progressive Corp./The*

 

479

 

7,726

 

Prudential Financial, Inc.

 

301

 

12,013

 

Torchmark Corp.

 

60

 

2,410

 

Travelers Cos., Inc./The

 

415

 

16,874

 

Unum Group

 

235

 

4,021

 

XL Capital, Ltd.

 

249

 

2,520

 

 

 

 

 

138,350

 

Real Estate Investment Trusts (REITs) – 1.0%

 

 

 

 

 

Apartment Investment & Management Co.

 

80

 

756

 

AvalonBay Communities, Inc.

 

57

 

3,504

 

Boston Properties, Inc.

 

85

 

4,107

 

Equity Residential

 

193

 

4,697

 

HCP, Inc.

 

195

 

4,530

 

Health Care REIT, Inc.

 

79

 

2,706

 

Host Hotels & Resorts, Inc.

 

422

 

3,958

 

Kimco Realty Corp.

 

233

 

2,724

 

Plum Creek Timber Co., Inc.

 

118

 

4,089

 

Prologis

 

300

 

2,547

 

Public Storage

 

88

 

5,862

 

Simon Property Group, Inc.

 

193

 

10,320

 

Ventas, Inc.

 

112

 

3,400

 

Vornado Realty Trust

 

106

 

4,946

 

 

 

 

 

58,146

 

Real Estate Management & Development – 0.0%

 

 

 

 

 

CB Richard Ellis Group, Inc.*

 

152

 

1,110

 

 

 

 

 

 

 

Thrifts & Mortgage Finance – 0.1%

 

 

 

 

 

Hudson City Bancorp, Inc.

 

370

 

4,747

 

People’s United Financial, Inc.

 

248

 

3,918

 

 

 

 

 

8,665

 

 

 

 

 

770,426

 

Health Care – 13.9%

 

 

 

 

 

Biotechnology – 1.8%

 

 

 

 

 

Amgen, Inc.*

 

734

 

36,656

 

Biogen Idec, Inc.*

 

210

 

10,876

 

Celgene Corp.*

 

326

 

13,770

 

Cephalon, Inc.*

 

51

 

2,974

 

Genzyme Corp.*

 

193

 

11,414

 

 

See notes to financial statements

 

7


 

 

 

Shares

 

Value

 

Gilead Sciences, Inc.*

 

647

 

$

27,885

 

 

 

 

 

103,575

 

Health Care Equipment & Supplies – 2.2%

 

 

 

 

 

Baxter International, Inc.

 

435

 

22,268

 

Becton Dickinson & Co.

 

170

 

11,506

 

Boston Scientific Corp.*

 

1,068

 

10,039

 

Covidien, Ltd.

 

358

 

12,788

 

CR Bard, Inc.

 

71

 

5,076

 

Dentsply International, Inc.

 

105

 

3,072

 

Hospira, Inc.*

 

113

 

3,898

 

Intuitive Surgical, Inc.*

 

28

 

4,191

 

Medtronic, Inc.

 

794

 

27,274

 

St Jude Medical, Inc.*

 

246

 

9,599

 

Stryker Corp.

 

170

 

6,535

 

Varian Medical Systems, Inc.*

 

87

 

3,111

 

Zimmer Holdings, Inc.*

 

157

 

6,994

 

 

 

 

 

126,351

 

Health Care Providers & Services – 2.2%

 

 

 

 

 

Aetna, Inc.

 

322

 

8,623

 

AmerisourceBergen Corp.

 

108

 

4,007

 

Cardinal Health, Inc.

 

256

 

9,152

 

Cigna Corp.

 

193

 

4,279

 

Coventry Health Care, Inc.*

 

105

 

1,895

 

DaVita, Inc.*

 

75

 

3,383

 

Express Scripts, Inc.*

 

177

 

11,337

 

Humana, Inc.*

 

120

 

3,760

 

Laboratory Corp. of America Holdings*

 

78

 

4,755

 

McKesson Corp.

 

194

 

7,983

 

Medco Health Solutions, Inc.*

 

348

 

15,970

 

Patterson Cos., Inc.*

 

67

 

1,380

 

Quest Diagnostics, Inc.

 

110

 

5,744

 

Tenet Healthcare Corp.*

 

307

 

1,114

 

UnitedHealth Group, Inc.

 

864

 

22,982

 

WellPoint, Inc.*

 

354

 

16,486

 

 

 

 

 

122,850

 

Health Care Technology – 0.0%

 

 

 

 

 

IMS Health, Inc.

 

128

 

1,541

 

 

 

 

 

 

 

Life Sciences Tools & Services – 0.4%

 

 

 

 

 

Life Technologies Corp.*

 

124

 

4,809

 

Millipore Corp.*

 

38

 

2,390

 

PerkinElmer, Inc.

 

81

 

1,318

 

Thermo Fisher Scientific, Inc.*

 

297

 

11,556

 

Waters Corp.*

 

69

 

2,989

 

 

 

 

 

23,062

 

 

See notes to financial statements

 

8


 

 

 

Shares

 

Value

 

Pharmaceuticals – 7.3%

 

 

 

 

 

Abbott Laboratories

 

1,095

 

$

49,341

 

Allergan, Inc.

 

218

 

9,620

 

Bristol-Myers Squibb Co.

 

1,406

 

28,008

 

Eli Lilly & Co.

 

717

 

24,787

 

Forest Laboratories, Inc.*

 

213

 

5,046

 

Johnson & Johnson

 

1,962

 

108,224

 

King Pharmaceuticals, Inc.*

 

179

 

1,693

 

Merck & Co., Inc.

 

1,495

 

41,232

 

Mylan, Inc.*

 

216

 

2,853

 

Pfizer, Inc.

 

4,787

 

72,715

 

Schering-Plough Corp.

 

1,153

 

28,133

 

Watson Pharmaceuticals, Inc.*

 

74

 

2,238

 

Wyeth

 

945

 

42,393

 

 

 

 

 

416,283

 

 

 

 

 

793,662

 

Industrials – 10.0%

 

 

 

 

 

Aerospace & Defense – 2.8%

 

 

 

 

 

Boeing Co.

 

516

 

23,143

 

General Dynamics Corp.

 

274

 

15,591

 

Goodrich Corp.

 

87

 

4,223

 

Honeywell International, Inc.

 

527

 

17,475

 

L-3 Communications Holdings, Inc.

 

84

 

6,175

 

Lockheed Martin Corp.

 

237

 

19,820

 

Northrop Grumman Corp.

 

233

 

11,095

 

Precision Castparts Corp.

 

98

 

8,092

 

Raytheon Co.

 

287

 

12,815

 

Rockwell Collins, Inc.

 

113

 

4,793

 

United Technologies Corp.

 

669

 

35,196

 

 

 

 

 

158,418

 

Air Freight & Logistics – 1.0%

 

 

 

 

 

CH Robinson Worldwide, Inc.

 

122

 

6,200

 

Expeditors International of Washington, Inc.

 

150

 

4,921

 

FedEx Corp.

 

221

 

12,250

 

United Parcel Service, Inc.

 

706

 

36,105

 

 

 

 

 

59,476

 

Airlines – 0.1%

 

 

 

 

 

Southwest Airlines Co.

 

529

 

3,565

 

 

 

 

 

 

 

Building Products – 0.0%

 

 

 

 

 

Masco Corp.

 

255

 

2,642

 

 

 

 

 

 

 

Commercial Services & Supplies – 0.6%

 

 

 

 

 

Avery Dennison Corp.

 

79

 

2,177

 

Cintas Corp.

 

93

 

2,166

 

Equifax, Inc.

 

90

 

2,450

 

Iron Mountain, Inc.*

 

127

 

3,461

 

 

See notes to financial statements

 

9


 

 

 

Shares

 

Value

 

Monster Worldwide, Inc.*

 

91

 

$

1,063

 

Pitney Bowes, Inc.

 

147

 

3,363

 

Republic Services, Inc.

 

230

 

5,242

 

Robert Half International, Inc.

 

108

 

2,310

 

RR Donnelley & Sons Co.

 

141

 

1,900

 

Stericycle, Inc.*

 

62

 

3,099

 

Waste Management, Inc.

 

349

 

9,629

 

 

 

 

 

36,860

 

Construction & Engineering – 0.2%

 

 

 

 

 

Fluor Corp.

 

130

 

6,108

 

Jacobs Engineering Group, Inc.*

 

87

 

3,732

 

 

 

 

 

9,840

 

Electrical Equipment – 0.4%

 

 

 

 

 

Cooper Industries, Ltd.

 

120

 

3,939

 

Emerson Electric Co.

 

536

 

17,200

 

Rockwell Automation, Inc.

 

100

 

3,069

 

 

 

 

 

24,208

 

Industrial Conglomerates – 2.3%

 

 

 

 

 

3M Co.

 

492

 

28,093

 

General Electric Co.

 

7,491

 

100,979

 

Textron, Inc.

 

187

 

2,150

 

 

 

 

 

131,222

 

Machinery – 1.6%

 

 

 

 

 

Caterpillar, Inc.

 

427

 

15,141

 

Cummins, Inc.

 

142

 

4,605

 

Danaher Corp.

 

182

 

10,984

 

Deere & Co.

 

300

 

13,041

 

Dover Corp.

 

131

 

4,119

 

Eaton Corp.

 

118

 

5,133

 

Flowserve Corp.

 

39

 

2,869

 

Illinois Tool Works, Inc.

 

275

 

8,880

 

Ingersoll-Rand Co., Ltd.

 

227

 

4,592

 

ITT Corp.

 

130

 

5,353

 

Manitowoc Co., Inc./The

 

87

 

567

 

PACCAR, Inc.

 

256

 

7,642

 

Pall Corp.

 

83

 

2,131

 

Parker Hannifin Corp.

 

114

 

4,818

 

 

 

 

 

89,875

 

Road & Rail – 0.9%

 

 

 

 

 

Burlington Northern Santa Fe Corp.

 

196

 

14,198

 

CSX Corp.

 

285

 

9,052

 

Norfolk Southern Corp.

 

260

 

9,672

 

Ryder System, Inc.

 

39

 

1,099

 

 

See notes to financial statements

 

10


 

 

 

Shares

 

Value

 

Union Pacific Corp.

 

359

 

$

17,688

 

 

 

 

 

51,709

 

Trading Companies & Distributors – 0.1%

 

 

 

 

 

Fastenal Co.

 

91

 

3,023

 

WW Grainger, Inc.

 

44

 

3,469

 

 

 

 

 

6,492

 

 

 

 

 

574,307

 

Information Technology – 17.8%

 

 

 

 

 

Communications Equipment – 3.0%

 

 

 

 

 

Ciena Corp.*

 

62

 

682

 

Cisco Systems, Inc.*

 

4,142

 

76,627

 

Corning, Inc.

 

1,103

 

16,214

 

Harris Corp.

 

95

 

2,953

 

JDS Uniphase Corp.*

 

152

 

819

 

Juniper Networks, Inc.*

 

369

 

9,126

 

Motorola, Inc.

 

1,620

 

9,817

 

QUALCOMM, Inc.

 

1,170

 

51,000

 

Tellabs, Inc.*

 

283

 

1,571

 

 

 

 

 

168,809

 

Computers & Peripherals – 5.1%

 

 

 

 

 

Apple, Inc.*

 

633

 

85,968

 

Dell, Inc.*

 

1,226

 

14,197

 

EMC Corp.*

 

1,428

 

16,779

 

Hewlett-Packard Co.

 

1,704

 

58,532

 

International Business Machines Corp.

 

952

 

101,178

 

Lexmark International, Inc.*

 

56

 

915

 

NetApp, Inc.*

 

234

 

4,563

 

QLogic Corp.*

 

84

 

1,147

 

SanDisk Corp.*

 

160

 

2,506

 

Sun Microsystems, Inc.*

 

529

 

4,761

 

Teradata Corp.*

 

123

 

2,657

 

 

 

 

 

293,203

 

Electronic Equipment & Instruments – 0.3%

 

 

 

 

 

Agilent Technologies, Inc.*

 

248

 

4,521

 

Amphenol Corp.

 

122

 

4,074

 

FLIR Systems, Inc.*

 

107

 

2,403

 

Jabil Circuit, Inc.

 

157

 

1,229

 

Molex, Inc.

 

98

 

1,497

 

Tyco Electronics, Ltd.

 

324

 

5,628

 

 

 

 

 

19,352

 

Internet Software & Services – 1.9%

 

 

 

 

 

Akamai Technologies, Inc.*

 

123

 

2,738

 

eBay, Inc.*

 

762

 

13,426

 

Google, Inc.*

 

171

 

71,346

 

 

See notes to financial statements

 

11


 

 

 

Shares

 

Value

 

VeriSign, Inc.*

 

136

 

$

3,184

 

Yahoo!, Inc.*

 

988

 

15,650

 

 

 

 

 

106,344

 

IT Services – 1.1%

 

 

 

 

 

Affiliated Computer Services, Inc.*

 

70

 

3,146

 

Automatic Data Processing, Inc.

 

359

 

13,646

 

Cognizant Technology Solutions Corp.*

 

206

 

5,189

 

Computer Sciences Corp.*

 

107

 

4,543

 

Convergys Corp.*

 

84

 

777

 

Dun & Bradstreet Corp.

 

37

 

3,026

 

Fidelity National Information Services, Inc.

 

134

 

2,581

 

Fiserv, Inc.*

 

110

 

4,660

 

Mastercard, Inc.

 

51

 

8,993

 

Paychex, Inc.

 

228

 

6,240

 

Total System Services, Inc.

 

138

 

1,884

 

Western Union Co./The

 

504

 

8,885

 

 

 

 

 

63,570

 

Office Electronics – 0.1%

 

 

 

 

 

Xerox Corp.

 

612

 

4,162

 

 

 

 

 

 

 

Semiconductors & Semiconductor Equipment – 2.4%

 

 

 

 

 

Advanced Micro Devices, Inc.*

 

393

 

1,784

 

Altera Corp.

 

207

 

3,523

 

Analog Devices, Inc.

 

206

 

5,028

 

Applied Materials, Inc.

 

943

 

10,618

 

Broadcom Corp.*

 

302

 

7,695

 

Intel Corp.

 

3,947

 

62,047

 

Kla-Tencor Corp.

 

122

 

3,294

 

Linear Technology Corp.

 

157

 

3,675

 

LSI Corp.*

 

468

 

2,092

 

MEMC Electronic Materials, Inc.*

 

157

 

3,029

 

Microchip Technology, Inc.

 

129

 

2,783

 

Micron Technology, Inc.*

 

583

 

2,950

 

National Semiconductor Corp.

 

139

 

1,929

 

Novellus Systems, Inc.*

 

69

 

1,237

 

Nvidia Corp.*

 

380

 

3,963

 

Teradyne, Inc.*

 

124

 

887

 

Texas Instruments, Inc.

 

908

 

17,615

 

Xilinx, Inc.

 

194

 

4,024

 

 

 

 

 

138,173

 

Software – 3.9%

 

 

 

 

 

Adobe Systems, Inc.*

 

372

 

10,483

 

Autodesk, Inc.*

 

160

 

3,434

 

BMC Software, Inc.*

 

131

 

4,467

 

CA, Inc.

 

279

 

4,869

 

Citrix Systems, Inc.*

 

129

 

4,052

 

Compuware Corp.*

 

178

 

1,358

 

 

See notes to financial statements

 

12


 

 

 

Shares

 

Value

 

Electronic Arts, Inc.*

 

229

 

$

5,265

 

Intuit, Inc.*

 

229

 

6,233

 

McAfee, Inc.*

 

109

 

4,276

 

Microsoft Corp.

 

5,425

 

113,328

 

Novell, Inc.*

 

244

 

1,015

 

Oracle Corp.

 

2,720

 

53,285

 

Salesforce.com, Inc.*

 

76

 

2,884

 

Symantec Corp.*

 

583

 

9,089

 

 

 

 

 

224,038

 

 

 

 

 

1,017,651

 

Materials – 3.4%

 

 

 

 

 

Chemicals – 1.9%

 

 

 

 

 

Air Products & Chemicals, Inc.

 

148

 

9,587

 

CF Industries Holdings, Inc.

 

33

 

2,562

 

Dow Chemical Co./The

 

749

 

13,242

 

Eastman Chemical Co.

 

51

 

2,113

 

Ecolab, Inc.

 

120

 

4,482

 

EI Du Pont de Nemours & Co.

 

641

 

18,249

 

International Flavors & Fragrances, Inc.

 

55

 

1,755

 

Monsanto Co.

 

390

 

32,039

 

PPG Industries, Inc.

 

118

 

5,247

 

Praxair, Inc.

 

218

 

15,958

 

Sigma-Aldrich Corp.

 

86

 

4,168

 

 

 

 

 

109,402

 

Construction Materials – 0.1%

 

 

 

 

 

Vulcan Materials Co.

 

79

 

3,499

 

 

 

 

 

 

 

Containers & Packaging – 0.2%

 

 

 

 

 

Ball Corp.

 

68

 

2,707

 

Bemis Co., Inc.

 

71

 

1,781

 

Owens-Illinois, Inc.*

 

117

 

3,350

 

Pactiv Corp.*

 

93

 

2,083

 

Sealed Air Corp.

 

112

 

2,241

 

 

 

 

 

12,162

 

Metals & Mining – 1.0%

 

 

 

 

 

AK Steel Holding Corp.

 

81

 

1,158

 

Alcoa, Inc.

 

672

 

6,196

 

Allegheny Technologies, Inc.

 

69

 

2,443

 

Freeport-McMoRan Copper & Gold, Inc.

 

291

 

15,839

 

Newmont Mining Corp.

 

347

 

16,958

 

Nucor Corp.

 

224

 

9,836

 

Titanium Metals Corp.

 

61

 

565

 

United States Steel Corp.

 

100

 

3,408

 

 

 

 

 

56,403

 

Paper & Forest Products – 0.2%

 

 

 

 

 

International Paper Co.

 

314

 

4,512

 

 

See notes to financial statements

 

13


 

 

 

Shares

 

Value

 

MeadWestvaco Corp.

 

124

 

$

1,981

 

Weyerhaeuser Co.

 

150

 

5,037

 

 

 

 

 

11,530

 

 

 

 

 

192,996

 

Telecommunication Services – 3.5%

 

 

 

 

 

Diversified Telecommunication Services – 3.1%

 

 

 

 

 

AT&T, Inc.

 

4,180

 

103,622

 

CenturyTel, Inc.

 

72

 

2,221

 

Embarq Corp.

 

102

 

4,286

 

Frontier Communications Corp.

 

224

 

1,631

 

Qwest Communications International, Inc.

 

1,040

 

4,534

 

Verizon Communications, Inc.

 

2,045

 

59,837

 

Windstream Corp.

 

310

 

2,607

 

 

 

 

 

178,738

 

Wireless Telecommunication Services – 0.4%

 

 

 

 

 

American Tower Corp.*

 

283

 

9,019

 

Sprint Nextel Corp.*

 

2,035

 

10,481

 

 

 

 

 

19,500

 

 

 

 

 

198,238

 

Utilities – 3.9%

 

 

 

 

 

Electric Utilities – 2.2%

 

 

 

 

 

Allegheny Energy, Inc.

 

121

 

3,025

 

American Electric Power Co., Inc.

 

331

 

8,719

 

Duke Energy Corp.

 

923

 

13,060

 

Edison International

 

231

 

6,754

 

Entergy Corp.

 

135

 

10,074

 

Exelon Corp.

 

472

 

22,661

 

FirstEnergy Corp.

 

216

 

8,163

 

FPL Group, Inc.

 

293

 

16,563

 

Northeast Utilities

 

123

 

2,557

 

Pepco Holdings, Inc.

 

153

 

1,986

 

Pinnacle West Capital Corp.

 

71

 

1,963

 

PPL Corp.

 

269

 

8,734

 

Progress Energy, Inc.

 

197

 

6,996

 

Southern Co.

 

551

 

15,654

 

 

 

 

 

126,909

 

Gas Utilities – 0.1%

 

 

 

 

 

EQT Corp.

 

92

 

3,427

 

Nicor, Inc.

 

32

 

1,007

 

Questar Corp.

 

124

 

4,202

 

 

 

 

 

8,636

 

Independent Power Producers & Energy Traders – 0.2%

 

 

 

 

 

AES Corp./The*

 

470

 

4,695

 

 

See notes to financial statements

 

14


 

 

 

Shares

 

Value

 

Constellation Energy Group, Inc.

 

139

 

$

3,792

 

Dynegy, Inc.*

 

367

 

738

 

 

 

 

 

9,225

 

Multi-Utilities – 1.4%

 

 

 

 

 

Ameren Corp.

 

150

 

3,489

 

Centerpoint Energy, Inc.

 

251

 

2,540

 

CMS Energy Corp.

 

161

 

1,826

 

Consolidated Edison, Inc.

 

196

 

6,950

 

Dominion Resources, Inc.

 

419

 

13,320

 

DTE Energy Co.

 

116

 

3,509

 

Integrys Energy Group, Inc.

 

54

 

1,463

 

NiSource, Inc.

 

194

 

2,074

 

PG&E Corp.

 

260

 

9,544

 

Public Service Enterprise Group, Inc.

 

363

 

11,569

 

SCANA Corp.

 

85

 

2,552

 

Sempra Energy

 

173

 

7,903

 

TECO Energy, Inc.

 

151

 

1,694

 

Wisconsin Energy Corp.

 

83

 

3,275

 

Xcel Energy, Inc.

 

327

 

5,608

 

 

 

 

 

77,316

 

 

 

 

 

222,086

 

Total Common Stocks
(cost $7,125,345)

 

 

 

5,704,820

 

 

 

 

 

 

 

SHORT-TERM INVESTMENTS – 1.2%

 

 

 

 

 

INVESTMENT COMPANIES – 1.2%

 

 

 

 

 

State Street Institutional Treasury Money Market Fund
(cost $67,792)

 

67,792

 

67,792

 

 

 

 

 

 

 

TOTAL INVESTMENTS – 100.9%
(cost $7,193,137)

 

 

 

5,772,612

 

OTHER ASSETS LESS LIABILITIES – (0.9)%

 

 

 

(50,296

)

 

 

 

 

 

 

NET ASSETS – 100%

 

 

 

$

5,722,316

 

 

*

Non-income producing security.

 

 

(a)

Affiliated security.

 

See notes to financial statements

 

15


 

Note 1. Security Valuation

 

For securities traded on an exchange, the market value of domestic equity securities is determined by valuing securities traded on national securities markets or in the over-the-counter markets at the last sale price or, if applicable, the official closing price or, in the absence of a recent sale on the date of determination, at the latest bid price. Foreign equity securities that trade in the U.S. are valued as of the close of trading on the primary U.S. exchange or market on which they trade; otherwise, foreign equity securities are valued as of the close of trading on the primary exchange or market on which they trade. Securities for which a market price is not available or the value of which is materially affected by a valuation event which occurred prior to the time when the Fund’s net asset value (“NAV”) is computed are valued at fair value as determined in good faith under the supervision of the Board of Trustees and in accordance with the Allstate Funds’ valuation procedures. The value of fair-valued securities may be different from the last sale price (or the latest bid price), and there is no guarantee that a fair-valued security will be sold at the price at which the Fund is carrying the security.

 

Investments in the ClearTarget Retirement Funds’ are valued at their NAV each day on which the New York Stock Exchange is open for business, generally at 4:00 pm Eastern Time. The ClearTarget Retirement Funds invest in the Allstate Large Cap Index Fund and The Alliance Bernstein Pooling Portfolios (AllianceBernstein Global Real Estate Investment Portfolio, AllianceBernstein International Value Portfolio, AllianceBernstein International Growth Portfolio, AllianceBernstein Short Duration Bond Portfolio, AllianceBernstein Intermediate Duration Bond Portfolio, AllianceBernstein Inflation-Protected Securities Portfolio, AllianceBernstein High-Yield Portfolio, AllianceBernstein Small-Mid Cap Value Portfolio and AllianceBernstein Small-Mid Cap Growth Portfolio).

 

In September, 2006, the Financial Accounting Standards Board (“FASB”) issued Statement of Financial Accounting Standards No. 157, “Fair Value Measurements” (“SFAS 157”), which is effective during the first required financial reporting period for fiscal years beginning after November 15, 2007. SFAS 157 defines fair value, establishes a framework for measuring fair value and expands disclosures about fair value measurements.  The hierarchy of inputs is summarized below.

 

·                  Level 1 —  quoted prices in active markets for identical investments

·                  Level 2 — significant other observable inputs (including quoted prices for similar investments, 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)

 

The following is a summary of the inputs used in valuing the Funds’ assets carried at fair value:

 

 

 

 

 

Significant Other

 

Significant

 

Total

 

 

 

Quoted Prices

 

Observable Inputs

 

Unobservable

 

May 31,

 

Fund

 

(Level 1)

 

(Level 2)

 

Inputs (Level 3)

 

2009

 

 

 

 

 

 

 

 

 

 

 

Allstate ClearTarget 2005 Retirement Fund

 

$

1,871,154

 

$

—

 

$

—

 

$

1,871,154

 

Total

 

$

1,871,154

 

$

—

 

$

—

 

$

1,871,154

 

 

 

 

 

 

 

 

 

 

 

Allstate ClearTarget 2010 Retirement Fund

 

$

1,822,396

 

$

—

 

$

—

 

$

1,822,396

 

Total

 

$

1,822,396

 

$

—

 

$

—

 

$

1,822,396

 

 

 

 

 

 

 

 

 

 

 

Allstate ClearTarget 2015 Retirement Fund

 

$

698,255

 

$

—

 

$

—

 

$

698,255

 

Total

 

$

698,255

 

$

—

 

$

—

 

$

698,255

 

 

 

 

 

 

 

 

 

 

 

Allstate ClearTarget 2020 Retirement Fund

 

$

593,267

 

$

—

 

$

—

 

$

593,267

 

Total

 

$

593,267

 

$

—

 

$

—

 

$

593,267

 

 

1


 

Allstate ClearTarget 2030 Retirement Fund

 

$

706,122

 

$

—

 

$

—

 

$

706,122

 

Total

 

$

706,122

 

$

—

 

$

—

 

$

706,122

 

 

 

 

 

 

 

 

 

 

 

Allstate ClearTarget 2040 Retirement Fund

 

$

407,103

 

$

—

 

$

—

 

$

407,103

 

Total

 

$

407,103

 

$

—

 

$

—

 

$

407,103

 

 

 

 

 

 

 

 

 

 

 

Allstate ClearTarget 2050 Retirement Fund

 

$

217,338

 

$

—

 

$

—

 

$

217,338

 

Total

 

$

217,338

 

$

—

 

$

—

 

$

217,338

 

 

 

 

 

 

 

 

 

 

 

Allstate Large Cap Index Fund

 

$

5,772,612

 

$

—

 

$

—

 

$

5,772,612

 

Total

 

$

5,772,612

 

$

—

 

$

—

 

$

5,772,612

 

 

In March 2008, FASB issued Statement of Financial Accounting Standards No. 161, “Disclosures about Derivative Instruments and Hedging Activities” (“SFAS 161”). SFAS 161 is effective for fiscal years and interim periods beginning after November 15, 2008. SFAS 161 requires enhanced disclosures about Funds’ derivative and hedging activities. Management is currently evaluating the impact, if any, the adoption of SFAS 161 will have on the Funds’ financial statement disclosures.

 

Note 2. Income Tax Information

 

As of May 31, 2009, the federal tax cost and net unrealized appreciation (depreciation) were as follows:

 

 

 

 

 

 

 

 

 

Net Unrealized

 

 

 

 

 

Gross Unrealized

 

Gross Unrealized

 

Appreciation/

 

Fund

 

Tax Cost

 

Appreciation

 

Depreciation

 

(Depreciation)

 

 

 

 

 

 

 

 

 

 

 

Allstate ClearTarget 2005 Retirement Fund

 

$

1,707,578

 

$

163,576

 

$

0

 

$

163,576

 

Allstate ClearTarget 2010 Retirement Fund

 

1,701,743

 

120,653

 

0

 

120,653

 

Allstate ClearTarget 2015 Retirement Fund

 

725,835

 

12,514

 

(40,094

)

(27,580

)

Allstate ClearTarget 2020 Retirement Fund

 

664,939

 

4,430

 

(76,102

)

(71,672

)

Allstate ClearTarget 2030 Retirement Fund

 

830,564

 

1,126

 

(125,568

)

(124,442

)

Allstate ClearTarget 2040 Retirement Fund

 

401,966

 

8,348

 

(3,211

)

5,137

 

Allstate ClearTarget 2050 Retirement Fund

 

208,684

 

8,690

 

(36

)

8,654

 

Allstate Large Cap Index Fund

 

7,193,137

 

46,788

 

(1,467,313

)

(1,420,525

)

 

2


 

Item 2. Controls and Procedures

 

(a)     The registrant’s principal executive officer and principal financial officer have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) are effective based on their evaluation of these disclosure controls and procedures required by Rule 30a-3(b) under the Investment Company Act of 1940 and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act as of a date within 90 days of the filing of this report.

 

(b)      During the last fiscal quarter, there were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

 

Item 3. Exhibits.

 

(a)     Certifications of principal executive officer and principal financial officer as required by Rule 30a-2(a) under the Investment Company Act of 1940.

 

2


 

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.

 

Allstate Financial Investment Trust

 

 

By:

/s/ Frederick F. Cripe

 

 

Name: Frederick F. Cripe

 

 

Title:President

 

 

 

 

 

Date: June 26, 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.

 

 

By:

/s/ Frederick F. Cripe

 

By:

/s/ Darryl Baltimore

 

Name: Frederick F. Cripe

 

 

Name: Darryl Baltimore

 

Title:   President

 

 

Title:   Treasurer

 

 

 

 

 

 

 

Date: June 26, 2009

 

 

 

 

 

3

 EX-99.CERT 2 a09-16722_1ex99dcert.htm EX-99.CERT

Exhibit 99.CERT

 

CERTIFICATIONS

 

I, Frederick F. Cripe, certify that:

 

1.               I have reviewed this report on Form N-Q of Allstate Financial Investment Trust;

 

2.               Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3.               Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;

 

4.               The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

 

(a)          Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

(b)         Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

(c)          Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and

 

(d)         Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

 

5.               The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

 

(a)          All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

 

(b)         Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

Date: June 26, 2009

 

 

 

 

/s/ Frederick F. Cripe

 

 

 

Frederick F. Cripe

 

President

 

1


 

I, Darryl Baltimore, certify that:

 

1.               I have reviewed this report on Form N-Q of Allstate Financial Investment Trust;

 

2.               Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3.               Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;

 

4.               The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

 

(c)          Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

(d)         Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

(e)          Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and

 

(f)            Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

 

5.               The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

 

(g)         All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

 

(h)         Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

Date: June 26, 2009

 

 

 

 

/s/ Darryl Baltimore

 

Darryl Baltimore

 

Treasurer

 

2

 -----END PRIVACY-ENHANCED MESSAGE-----