0000932471-11-002848.txt : 20110527 0000932471-11-002848.hdr.sgml : 20110527 20110527125640 ACCESSION NUMBER: 0000932471-11-002848 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110527 DATE AS OF CHANGE: 20110527 EFFECTIVENESS DATE: 20110527 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD VALLEY FORGE FUNDS CENTRAL INDEX KEY: 0000889519 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-58431 FILM NUMBER: 11877128 BUSINESS ADDRESS: STREET 1: P O BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106696295 MAIL ADDRESS: STREET 1: P.O. BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD BALANCED INDEX FUNDS DATE OF NAME CHANGE: 20070223 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD BALANCED INDEX FUND DATE OF NAME CHANGE: 20011121 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD BALANCED INDEX FUND INC DATE OF NAME CHANGE: 19920715 0000889519 S000002560 VANGUARD BALANCED INDEX FUND C000007054 INVESTOR SHARES VBINX C000007055 ADMIRAL SHARES VBIAX C000007056 INSTITUTIONAL SHARES VBAIX C000035201 Signal Shares VBASX 0000889519 S000019760 Vanguard Managed Payout Growth Focus Fund C000055411 Investor Shares VPGFX 0000889519 S000019761 Vanguard Managed Payout Growth and Distribution Fund C000055412 Investor Shares VPGDX 0000889519 S000019762 Vanguard Managed Payout Distribution Focus Fund C000055413 Investor Shares VPDFX N-Q 1 valleyforge_final.htm VANGUARD VALLEY FORGE FUNDS valleyforge_final.htm - Generated by SEC Publisher for SEC Filing

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

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

Investment Company Act file number: 811-7023

Name of Registrant: Vanguard Valley Forge Funds

Address of Registrant:
P.O. Box 2600
Valley Forge, PA 19482

Name and address of agent for service:
Heidi Stam, Esquire
P.O. Box 876
Valley Forge, PA 19482

Date of fiscal year end: December 31

Date of reporting period: March 31, 2011

Item 1: Schedule of Investments

 

Vanguard Balanced Index Fund    
 
Schedule of Investments    
As of March 31, 2011    
      Market
      Value
    Shares ($000)
Common Stocks (60.1%)1    
Consumer Discretionary (6.8%)    
  McDonald's Corp. 464,927 35,376
  Walt Disney Co. 791,610 34,110
* Amazon.com Inc. 158,061 28,472
  Home Depot Inc. 732,802 27,158
  Comcast Corp. Class A 1,080,365 26,707
* Ford Motor Co. 1,347,273 20,088
  News Corp. Class A 996,596 17,500
  Time Warner Inc. 488,208 17,429
* DIRECTV Class A 366,956 17,174
  Lowe's Cos. Inc. 607,260 16,050
  Target Corp. 295,971 14,801
  Johnson Controls Inc. 297,246 12,356
  NIKE Inc. Class B 162,206 12,279
  Starbucks Corp. 326,709 12,072
  Viacom Inc. Class B 244,779 11,387
  Time Warner Cable Inc. 156,616 11,173
* priceline.com Inc. 21,613 10,946
  Yum! Brands Inc. 206,217 10,595
  TJX Cos. Inc. 174,262 8,666
  Carnival Corp. 200,423 7,688
* General Motors Co. 231,552 7,185
  CBS Corp. Class B 278,343 6,970
  Kohl's Corp. 129,116 6,848
  Coach Inc. 130,670 6,800
  Omnicom Group Inc. 132,955 6,523
* Las Vegas Sands Corp. 150,701 6,363
  Staples Inc. 319,055 6,196
* Bed Bath & Beyond Inc. 114,284 5,516
  McGraw-Hill Cos. Inc. 135,384 5,334
  Stanley Black & Decker Inc. 69,527 5,326
  Starwood Hotels & Resorts Worldwide Inc. 84,067 4,886
* Netflix Inc. 19,559 4,642
  Marriott International Inc. Class A 128,432 4,570
  Wynn Resorts Ltd. 35,555 4,524
  Macy's Inc. 186,351 4,521
  Harley-Davidson Inc. 103,807 4,411
  Gap Inc. 191,591 4,341
  Best Buy Co. Inc. 149,290 4,288
  Fortune Brands Inc. 67,242 4,162
* Liberty Media Corp. - Interactive 250,730 4,022
* BorgWarner Inc. 50,333 4,011
  Limited Brands Inc. 121,955 4,010
  Mattel Inc. 158,215 3,944
  Ross Stores Inc. 53,216 3,785
  Cablevision Systems Corp. Class A 108,901 3,769
  VF Corp. 38,185 3,762
  Virgin Media Inc. 135,086 3,754
  Genuine Parts Co. 69,574 3,732
* Chipotle Mexican Grill Inc. Class A 13,671 3,724

 

 

* O'Reilly Automotive Inc. 61,656 3,543
  Comcast Corp. Class A Special Shares 150,986 3,506
  Polo Ralph Lauren Corp. Class A 28,348 3,505
  Nordstrom Inc. 77,258 3,467
  Tiffany & Co. 55,844 3,431
  JC Penney Co. Inc. 94,028 3,377
* AutoZone Inc. 11,795 3,227
* CarMax Inc. 99,438 3,192
* Dollar Tree Inc. 55,340 3,072
  Autoliv Inc. 39,135 2,905
* Sirius XM Radio Inc. 1,733,429 2,877
  Whirlpool Corp. 33,631 2,871
  Darden Restaurants Inc. 58,225 2,861
  Interpublic Group of Cos. Inc. 216,567 2,722
  Family Dollar Stores Inc. 52,897 2,715
  Hasbro Inc. 54,753 2,565
* Royal Caribbean Cruises Ltd. 61,960 2,556
* TRW Automotive Holdings Corp. 45,917 2,529
  Wyndham Worldwide Corp. 77,887 2,478
  Newell Rubbermaid Inc. 128,625 2,461
  Advance Auto Parts Inc. 37,385 2,453
* Apollo Group Inc. Class A 58,603 2,444
* Discovery Communications Inc. Class A 60,896 2,430
* Liberty Media Corp. - Capital 31,361 2,310
  Abercrombie & Fitch Co. 39,163 2,299
  H&R Block Inc. 136,602 2,287
* DISH Network Corp. Class A 91,059 2,218
  Lear Corp. 45,152 2,207
* Discovery Communications Inc. 62,397 2,197
* Fossil Inc. 23,304 2,182
* Liberty Global Inc. Class A 52,402 2,170
  International Game Technology 132,298 2,147
  PetSmart Inc. 52,003 2,130
  Expedia Inc. 90,114 2,042
  Scripps Networks Interactive Inc. Class A 40,258 2,017
* MGM Resorts International 149,945 1,972
* Lululemon Athletica Inc. 21,967 1,956
* Liberty Global Inc. 48,395 1,935
  Phillips-Van Heusen Corp. 29,600 1,925
  Tractor Supply Co. 32,099 1,921
  Gentex Corp. 62,496 1,890
* NVR Inc. 2,438 1,843
* Signet Jewelers Ltd. 38,227 1,759
* Urban Outfitters Inc. 58,950 1,758
  Williams-Sonoma Inc. 43,017 1,742
*,^ Garmin Ltd. 51,200 1,734
* Liberty Media Corp. - Starz 21,612 1,677
  Tupperware Brands Corp. 27,840 1,662
* Panera Bread Co. Class A 13,000 1,651
* Dick's Sporting Goods Inc. 40,726 1,628
*,^ Sears Holdings Corp. 19,426 1,606
  Gannett Co. Inc. 105,244 1,603
  Leggett & Platt Inc. 65,158 1,596
* Mohawk Industries Inc. 25,768 1,576
  Sotheby's 29,624 1,558
  DeVry Inc. 28,018 1,543
* Big Lots Inc. 35,242 1,531
* Goodyear Tire & Rubber Co. 102,158 1,530

 

 

  DR Horton Inc. 126,898 1,478
* Deckers Outdoor Corp. 17,100 1,473
* LKQ Corp. 61,121 1,473
* Tempur-Pedic International Inc. 29,036 1,471
  Jarden Corp. 40,522 1,441
  Harman International Industries Inc. 30,726 1,439
* GameStop Corp. Class A 63,648 1,433
* Dollar General Corp. 45,700 1,433
  Foot Locker Inc. 69,332 1,367
  American Eagle Outfitters Inc. 82,115 1,305
  Polaris Industries Inc. 14,390 1,252
* Toll Brothers Inc. 62,126 1,228
  Service Corp. International 107,660 1,191
  Chico's FAS Inc. 79,001 1,177
* Hanesbrands Inc. 42,207 1,141
* Warnaco Group Inc. 19,900 1,138
* Pulte Group Inc. 152,936 1,132
* Tenneco Inc. 26,561 1,127
* Under Armour Inc. Class A 16,282 1,108
* Penn National Gaming Inc. 29,351 1,088
* Dana Holding Corp. 62,301 1,083
  Washington Post Co. Class B 2,414 1,056
* ITT Educational Services Inc. 14,624 1,055
  Brinker International Inc. 41,100 1,040
  Guess? Inc. 26,356 1,037
  Weight Watchers International Inc. 14,719 1,032
  John Wiley & Sons Inc. Class A 20,098 1,022
  Rent-A-Center Inc. 29,070 1,015
* Aeropostale Inc. 41,525 1,010
  Brunswick Corp. 39,208 997
* Lamar Advertising Co. Class A 25,524 943
  Lennar Corp. Class A 51,260 929
* Ascena Retail Group Inc. 28,026 908
* WMS Industries Inc. 25,675 908
* Bally Technologies Inc. 23,635 895
* DreamWorks Animation SKG Inc. Class A 31,365 876
  Aaron's Inc. 33,912 860
* Hyatt Hotels Corp. Class A 19,658 846
  RadioShack Corp. 55,537 834
  Dillard's Inc. Class A 20,595 826
* Career Education Corp. 36,233 823
  Wolverine World Wide Inc. 21,876 816
  Strayer Education Inc. 6,075 793
* Carter's Inc. 26,888 770
* ANN Inc. 25,928 755
  Wendy's/Arby's Group Inc. Class A 149,837 754
* Madison Square Garden Inc. Class A 27,876 752
* Timberland Co. Class A 18,069 746
* Cheesecake Factory Inc. 24,792 746
  Six Flags Entertainment Corp. 10,078 726
* Iconix Brand Group Inc. 32,768 704
*,^ AutoNation Inc. 19,812 701
* Ulta Salon Cosmetics & Fragrance Inc. 14,476 697
* CROCS Inc. 39,000 696
* Saks Inc. 60,587 685
  Cooper Tire & Rubber Co. 25,193 649
* Valassis Communications Inc. 22,259 649
* Vail Resorts Inc. 13,100 639

 

 

* Life Time Fitness Inc. 17,003 634
* Sally Beauty Holdings Inc. 45,155 633
* Collective Brands Inc. 29,150 629
* Coinstar Inc. 13,592 624
* JOS A Bank Clothiers Inc. 12,237 623
* Live Nation Entertainment Inc. 62,139 621
  Men's Wearhouse Inc. 22,492 609
  Hillenbrand Inc. 28,013 602
  Thor Industries Inc. 17,782 593
  CTC Media Inc. 25,124 592
* HSN Inc. 18,354 588
  Cinemark Holdings Inc. 30,200 584
  Morningstar Inc. 9,864 576
* Office Depot Inc. 123,847 573
* Shutterfly Inc. 10,900 571
  Meredith Corp. 16,672 565
* Childrens Place Retail Stores Inc. 11,300 563
* New York Times Co. Class A 59,008 559
* Orient-Express Hotels Ltd. Class A 44,800 554
* Jack in the Box Inc. 24,280 551
  Pool Corp. 22,678 547
  Jones Group Inc. 39,540 544
* Pier 1 Imports Inc. 52,084 529
  Choice Hotels International Inc. 13,500 524
  Buckle Inc. 12,925 522
* Gaylord Entertainment Co. 14,941 518
* Steven Madden Ltd. 11,030 518
  Matthews International Corp. Class A 13,314 513
  Regal Entertainment Group Class A 37,450 506
  Cracker Barrel Old Country Store Inc. 10,224 502
* OfficeMax Inc. 37,557 486
  PF Chang's China Bistro Inc. 10,400 480
* 99 Cents Only Stores 24,129 473
  Arbitron Inc. 11,679 467
  Regis Corp. 26,112 463
* Cabela's Inc. 18,400 460
  Finish Line Inc. Class A 22,894 454
* Hibbett Sports Inc. 12,618 452
  KB Home 36,318 452
  Bob Evans Farms Inc. 13,738 448
  National CineMedia Inc. 23,958 447
  American Greetings Corp. Class A 18,644 440
* Genesco Inc. 10,945 440
  Texas Roadhouse Inc. Class A 25,800 438
  MDC Holdings Inc. 17,250 437
* Exide Technologies 38,786 434
* Buffalo Wild Wings Inc. 7,900 430
* DineEquity Inc. 7,751 426
* BJ's Restaurants Inc. 10,556 415
*,^ Education Management Corp. 19,350 405
  Group 1 Automotive Inc. 9,451 404
  International Speedway Corp. Class A 13,555 404
  CEC Entertainment Inc. 10,694 403
*,^ Tesla Motors Inc. 14,500 402
* Pinnacle Entertainment Inc. 29,200 398
* Eastman Kodak Co. 122,271 395
* Penske Automotive Group Inc. 19,200 384
* Modine Manufacturing Co. 23,338 377

 

 

* Domino's Pizza Inc. 20,200 372
* Blue Nile Inc. 6,807 367
Monro Muffler Brake Inc. 10,980 362
Stewart Enterprises Inc. Class A 45,700 349
* Interval Leisure Group Inc. 21,201 347
* Papa John's International Inc. 10,900 345
* American Public Education Inc. 8,500 344
* Capella Education Co. 6,820 340
* Skechers U.S.A. Inc. Class A 16,500 339
* Helen of Troy Ltd. 11,400 335
Stage Stores Inc. 17,343 333
* DSW Inc. Class A 8,151 326
Scholastic Corp. 11,952 323
Ryland Group Inc. 20,249 322
* Shuffle Master Inc. 30,013 321
Columbia Sportswear Co. 5,384 320
Sinclair Broadcast Group Inc. Class A 25,500 320
* Belo Corp. Class A 35,150 310
* Quiksilver Inc. 68,040 301
* American Axle & Manufacturing Holdings Inc. 23,336 294
Ethan Allen Interiors Inc. 13,359 293
* Vitamin Shoppe Inc. 8,612 291
* Meritage Homes Corp. 12,000 290
* Biglari Holdings Inc. 679 288
* Ruby Tuesday Inc. 21,633 284
* Scientific Games Corp. Class A 32,444 284
* K12 Inc. 8,200 276
Sturm Ruger & Co. Inc. 11,976 275
Cato Corp. Class A 10,798 265
Superior Industries International Inc. 10,179 261
* Charming Shoppes Inc. 61,156 261
* Boyd Gaming Corp. 27,756 260
* Pre-Paid Legal Services Inc. 3,880 256
* Federal-Mogul Corp. 10,238 255
* Sonic Corp. 28,091 254
* Ascent Media Corp. Class A 5,200 254
* Steiner Leisure Ltd. 5,485 254
PEP Boys-Manny Moe & Jack 19,740 251
* True Religion Apparel Inc. 10,581 248
* Liz Claiborne Inc. 45,629 246
Lennar Corp. Class B 16,664 244
* Peet's Coffee & Tea Inc. 4,934 237
* Maidenform Brands Inc. 8,300 237
Fred's Inc. Class A 17,750 236
* RC2 Corp. 8,400 236
* iRobot Corp. 7,145 235
* Lions Gate Entertainment Corp. 37,583 235
Harte-Hanks Inc. 19,399 231
* Krispy Kreme Doughnuts Inc. 32,697 230
* Knology Inc. 17,807 230
* Select Comfort Corp. 18,937 228
Brown Shoe Co. Inc. 18,675 228
Churchill Downs Inc. 5,457 226
* California Pizza Kitchen Inc. 13,150 222
Universal Technical Institute Inc. 11,278 219
* Standard Pacific Corp. 58,701 219
* Amerigon Inc. 14,100 215
Callaway Golf Co. 30,604 209

 

 

  Oxford Industries Inc. 6,100 209
* Asbury Automotive Group Inc. 11,100 205
* G-III Apparel Group Ltd. 5,300 199
* Lumber Liquidators Holdings Inc. 7,900 197
  Express Inc. 10,000 195
* Clear Channel Outdoor Holdings Inc. Class A 13,394 195
  Ameristar Casinos Inc. 10,854 193
  Sonic Automotive Inc. Class A 13,599 191
* Warner Music Group Corp. 28,012 190
* Jakks Pacific Inc. 9,761 189
* Universal Electronics Inc. 6,389 189
* Rentrak Corp. 7,000 188
  Drew Industries Inc. 8,382 187
* Drugstore.Com Inc. 48,241 186
* Citi Trends Inc. 8,300 185
  Nutrisystem Inc. 12,590 182
* Zumiez Inc. 6,856 181
* Wet Seal Inc. Class A 42,175 180
* La-Z-Boy Inc. 18,747 179
  Destination Maternity Corp. 7,668 177
* Corinthian Colleges Inc. 39,791 176
  Volcom Inc. 9,414 174
  Barnes & Noble Inc. 18,693 172
* Unifi Inc. 10,023 170
* Red Robin Gourmet Burgers Inc. 6,300 169
* Winnebago Industries Inc. 12,342 165
* Fuel Systems Solutions Inc. 5,442 164
* Retail Ventures Inc. 9,500 164
  Stein Mart Inc. 16,189 164
* Dorman Products Inc. 3,854 162
* Entercom Communications Corp. Class A 14,494 160
  HOT Topic Inc. 26,969 154
* Perry Ellis International Inc. 5,491 151
* Pacific Sunwear of California Inc. 41,048 148
  Big 5 Sporting Goods Corp. 12,400 148
  Christopher & Banks Corp. 22,302 144
  PetMed Express Inc. 9,100 144
  World Wrestling Entertainment Inc. Class A 11,400 143
  Standard Motor Products Inc. 10,290 142
* Hovnanian Enterprises Inc. Class A 38,676 137
* Talbots Inc. 22,378 135
* K-Swiss Inc. Class A 11,600 131
* America's Car-Mart Inc. 5,000 129
* Rue21 Inc. 4,274 123
* Cavco Industries Inc. 2,610 118
* Movado Group Inc. 7,876 116
* AFC Enterprises Inc. 7,585 115
* Stoneridge Inc. 7,700 113
* Denny's Corp. 27,412 111
* EW Scripps Co. Class A 11,219 111
  Ambassadors Group Inc. 10,100 111
  Lincoln Educational Services Corp. 6,944 110
  Marcus Corp. 10,100 110
* Geeknet Inc. 4,040 107
  Haverty Furniture Cos. Inc. 7,948 105
* Journal Communications Inc. Class A 17,539 105
* Beazer Homes USA Inc. 22,822 104
*,^ Bridgepoint Education Inc. 6,069 104

 

 

* Grand Canyon Education Inc. 7,100 103
* West Marine Inc. 9,762 102
* Casual Male Retail Group Inc. 20,575 101
Speedway Motorsports Inc. 6,285 100
* Kirkland's Inc. 6,400 99
* McClatchy Co. Class A 28,497 97
Spartan Motors Inc. 13,989 96
* Core-Mark Holding Co. Inc. 2,800 93
* Coldwater Creek Inc. 35,018 92
* Fisher Communications Inc. 2,860 89
* hhgregg Inc. 6,600 88
* Systemax Inc. 6,500 88
* Arctic Cat Inc. 5,600 87
* Leapfrog Enterprises Inc. 19,980 86
Mac-Gray Corp. 5,300 85
Lithia Motors Inc. Class A 5,600 82
* Morgans Hotel Group Co. 8,300 81
CPI Corp. 3,600 81
* Libbey Inc. 4,900 81
Gaiam Inc. Class A 12,241 81
* Overstock.com Inc. 4,862 76
* Valuevision Media Inc. Class A 11,940 76
Blyth Inc. 2,331 76
* Furniture Brands International Inc. 16,573 75
* M/I Homes Inc. 5,000 75
* Daily Journal Corp. 1,028 74
* Midas Inc. 9,448 72
* Nexstar Broadcasting Group Inc. Class A 8,317 72
* Shoe Carnival Inc. 2,550 72
* Saga Communications Inc. Class A 2,050 71
* 1-800-Flowers.com Inc. Class A 21,537 71
Skyline Corp. 3,500 70
* Orbitz Worldwide Inc. 19,600 70
* Cost Plus Inc. 7,100 70
* CKX Inc. 16,273 69
Cherokee Inc. 3,938 68
* New York & Co. Inc. 9,500 67
* Cumulus Media Inc. Class A 15,330 67
* Audiovox Corp. Class A 7,998 64
* Famous Dave's Of America Inc. 6,350 62
* Lee Enterprises Inc. 22,798 62
* Tuesday Morning Corp. 12,473 61
* Morton's Restaurant Group Inc. 8,400 61
* Zale Corp. 14,898 59
* LIN TV Corp. Class A 9,878 59
* Kenneth Cole Productions Inc. Class A 4,462 58
* ChinaCast Education Corp. 9,200 58
Strattec Security Corp. 1,725 58
* MarineMax Inc. 5,700 56
* AH Belo Corp. Class A 6,710 56
* Isle of Capri Casinos Inc. 5,797 55
* Smith & Wesson Holding Corp. 15,460 55
* Reading International Inc. Class A 10,600 54
Learning Tree International Inc. 5,981 53
* Entravision Communications Corp. Class A 18,529 50
* Media General Inc. Class A 7,157 49
* Carriage Services Inc. Class A 8,900 49
* Steinway Musical Instruments Inc. 2,200 49

 

 

* Multimedia Games Inc. 8,500 49
* Lifetime Brands Inc. 3,200 48
  Weyco Group Inc. 1,942 47
  Bebe Stores Inc. 7,350 43
* O'Charleys Inc. 7,039 42
* Monarch Casino & Resort Inc. 4,000 42
* Stanley Furniture Co. Inc. 7,404 41
* Marine Products Corp. 5,136 41
* Kid Brands Inc. 5,538 41
  PRIMEDIA Inc. 8,292 40
* Luby's Inc. 7,600 40
* Cambium Learning Group Inc. 11,800 40
*,^ Conn's Inc. 8,894 40
  CSS Industries Inc. 2,010 38
* dELiA*s Inc. 20,058 36
* Bluegreen Corp. 8,500 35
* Ruth's Hospitality Group Inc. 6,635 34
* Bon-Ton Stores Inc. 2,200 34
* Bassett Furniture Industries Inc. 4,200 33
* Benihana Inc. Class A 3,860 33
* Dex One Corp. 6,700 32
* Sealy Corp. 12,647 32
* MTR Gaming Group Inc. 12,037 32
* Nautilus Inc. 10,993 32
* Radio One Inc. 16,291 32
  Koss Corp. 4,202 31
* Beasley Broadcasting Group Inc. Class A 4,235 31
* Radio One Inc. Class A 14,000 29
  Books-A-Million Inc. 6,500 27
* Harris Interactive Inc. 27,000 27
* American Apparel Inc. 26,992 26
* Cosi Inc. 21,135 26
* SuperMedia Inc. 3,986 25
* LodgeNet Interactive Corp. 6,600 24
  Dover Downs Gaming & Entertainment Inc. 6,583 24
* Build-A-Bear Workshop Inc. 3,900 24
* Emerson Radio Corp. 9,600 23
* Gray Television Inc. 11,200 23
* Martha Stewart Living Omnimedia Class A 6,130 23
* Brookfield Homes Corp. 2,400 23
* McCormick & Schmick's Seafood Restaurants Inc. 2,860 21
^ Deer Consumer Products Inc. 2,800 20
* Jamba Inc. 9,207 20
  Hooker Furniture Corp. 1,600 19
* Carmike Cinemas Inc. 2,600 19
* Cache Inc. 3,950 18
* Great Wolf Resorts Inc. 8,318 18
* Premier Exhibitions Inc. 8,900 17
* Benihana Inc. Class A 1,930 16
* Navarre Corp. 8,214 16
* Rocky Brands Inc. 1,000 15
* Century Casinos Inc. 5,100 15
  Salem Communications Corp. Class A 3,960 15
*,^ Quantum Fuel Systems Technologies Worldwide Inc. 3,165 14
* AC Moore Arts & Crafts Inc. 4,858 13
* Heelys Inc. 5,550 13
* Lakes Entertainment Inc. 4,613 12
* Trans World Entertainment Corp. 7,150 12

 

 

* Dover Motorsports Inc. 5,900 12
Flexsteel Industries 701 11
* Spanish Broadcasting System Inc. 11,100 11
Shiloh Industries Inc. 900 10
Escalade Inc. 1,686 9
* Vitacost.com Inc. 1,600 9
* Hollywood Media Corp. 5,004 9
* Wonder Auto Technology Inc. 1,621 9
Outdoor Channel Holdings Inc. 1,100 8
* Empire Resorts Inc. 12,697 8
* Carrols Restaurant Group Inc. 844 8
Collectors Universe 550 8
* Atrinsic Inc. 2,104 8
* Global Traffic Network Inc. 600 7
News Corp. Class B 400 7
* Jackson Hewitt Tax Service Inc. 12,400 7
* Nobel Learning Communities Inc. 609 6
* Town Sports International Holdings Inc. 1,000 5
* Dixie Group Inc. 1,011 5
* Joe's Jeans Inc. 4,000 4
* Red Lion Hotels Corp. 500 4
* Culp Inc. 400 4
* Princeton Review Inc. 4,500 2
* SPAR Group Inc. 300 1
* Krispy Kreme Doughnuts Inc. Warrants Exp. 03/02/2012 591 —
    745,462
Consumer Staples (5.3%)    
Procter & Gamble Co. 1,232,147 75,900
Coca-Cola Co. 919,635 61,018
Philip Morris International Inc. 798,441 52,402
PepsiCo Inc. 697,772 44,944
Wal-Mart Stores Inc. 862,093 44,872
Kraft Foods Inc. 768,657 24,105
Altria Group Inc. 918,750 23,915
CVS Caremark Corp. 597,995 20,523
Colgate-Palmolive Co. 212,444 17,157
Walgreen Co. 407,450 16,355
Costco Wholesale Corp. 190,307 13,953
Kimberly-Clark Corp. 179,603 11,723
General Mills Inc. 281,837 10,301
Archer-Daniels-Midland Co. 281,509 10,137
Sysco Corp. 257,724 7,139
HJ Heinz Co. 141,227 6,895
Kroger Co. 266,949 6,399
Lorillard Inc. 65,956 6,266
Kellogg Co. 113,435 6,123
Reynolds American Inc. 153,996 5,471
Mead Johnson Nutrition Co. 90,130 5,221
Avon Products Inc. 189,006 5,111
Estee Lauder Cos. Inc. Class A 50,066 4,824
Sara Lee Corp. 268,024 4,736
ConAgra Foods Inc. 193,922 4,606
Bunge Ltd. 60,835 4,400
Clorox Co. 61,418 4,304
Whole Foods Market Inc. 64,873 4,275
Coca-Cola Enterprises Inc. 149,350 4,077
Safeway Inc. 165,626 3,899

 

 

Hershey Co. 70,081 3,809
JM Smucker Co. 52,714 3,763
Dr Pepper Snapple Group Inc. 100,053 3,718
Molson Coors Brewing Co. Class B 71,734 3,364
* Green Mountain Coffee Roasters Inc. 49,665 3,209
Campbell Soup Co. 88,876 2,943
McCormick & Co. Inc. 53,317 2,550
Church & Dwight Co. Inc. 31,355 2,488
Tyson Foods Inc. Class A 129,205 2,479
Brown-Forman Corp. Class B 35,629 2,433
Herbalife Ltd. 26,109 2,124
* Energizer Holdings Inc. 29,632 2,109
* Hansen Natural Corp. 33,446 2,014
Hormel Foods Corp. 64,596 1,798
Corn Products International Inc. 33,650 1,744
* Constellation Brands Inc. Class A 82,741 1,678
* Ralcorp Holdings Inc. 24,257 1,660
* Smithfield Foods Inc. 66,059 1,589
Alberto-Culver Co. Class B 39,205 1,461
* BJ's Wholesale Club Inc. 24,366 1,190
Flowers Foods Inc. 36,984 1,007
* United Natural Foods Inc. 20,200 905
* TreeHouse Foods Inc. 15,611 888
SUPERVALU Inc. 95,738 855
* Dean Foods Co. 81,299 813
* Darling International Inc. 52,502 807
Nu Skin Enterprises Inc. Class A 25,002 719
Ruddick Corp. 18,309 707
Casey's General Stores Inc. 16,779 654
* Hain Celestial Group Inc. 18,935 611
Diamond Foods Inc. 10,095 563
Lancaster Colony Corp. 8,851 536
Fresh Del Monte Produce Inc. 18,660 487
Universal Corp. 10,953 477
Sanderson Farms Inc. 10,119 465
Andersons Inc. 9,000 438
B&G Foods Inc. Class A 22,400 420
^ Vector Group Ltd. 21,422 370
J&J Snack Foods Corp. 7,800 367
* Elizabeth Arden Inc. 12,138 364
* Boston Beer Co. Inc. Class A 3,600 333
* Central European Distribution Corp. 29,150 331
* Chiquita Brands International Inc. 21,536 330
Tootsie Roll Industries Inc. 11,328 321
* Rite Aid Corp. 275,738 292
WD-40 Co. 6,412 271
Snyders-Lance Inc. 13,200 262
Nash Finch Co. 6,656 253
* Heckmann Corp. 37,500 246
* Central Garden and Pet Co. Class A 25,150 232
Pricesmart Inc. 6,085 223
* Alliance One International Inc. 48,788 196
* Winn-Dixie Stores Inc. 26,566 190
Weis Markets Inc. 4,452 180
* Dole Food Co. Inc. 12,950 177
* Prestige Brands Holdings Inc. 14,746 170
* Smart Balance Inc. 34,100 157
* USANA Health Sciences Inc. 4,350 150

 

 

* Zhongpin Inc. 9,735 148
Spartan Stores Inc. 9,800 145
Cal-Maine Foods Inc. 4,600 136
* Pilgrim's Pride Corp. 17,253 133
* Medifast Inc. 6,400 126
* Pantry Inc. 8,400 125
Inter Parfums Inc. 6,225 115
Coca-Cola Bottling Co. Consolidated 1,700 114
* Nutraceutical International Corp. 7,300 109
* Omega Protein Corp. 7,900 107
* Revlon Inc. Class A 6,406 102
Ingles Markets Inc. Class A 5,000 99
* Star Scientific Inc. 20,762 94
National Beverage Corp. 5,760 79
Griffin Land & Nurseries Inc. 2,257 73
* Lifeway Foods Inc. 6,122 64
* Central Garden and Pet Co. 6,775 60
Limoneira Co. 2,400 57
* American Oriental Bioengineering Inc. 37,100 55
* Harbinger Group Inc. 10,300 54
Oil-Dri Corp. of America 2,500 53
Calavo Growers Inc. 2,287 50
* John B. Sanfilippo & Son Inc. 4,200 49
* Susser Holdings Corp. 3,592 47
Alico Inc. 1,667 45
* Seneca Foods Corp. Class A 1,400 42
Farmer Bros Co. 2,598 31
* Parlux Fragrances Inc. 9,354 29
Schiff Nutrition International Inc. 2,700 25
Village Super Market Inc. Class A 826 24
* Feihe International Inc. 2,753 24
MGP Ingredients Inc. 2,300 20
Imperial Sugar Co. 1,500 20
* Reddy Ice Holdings Inc. 6,613 20
Female Health Co. 2,700 13
* China-Biotics Inc. 1,400 11
* Mannatech Inc. 6,650 11
* Jones Soda Co. 6,300 8
* China Sky One Medical Inc. 1,774 6
* AgFeed Industries Inc. 2,361 5
* Physicians Formula Holdings Inc. 900 4
Orchids Paper Products Co. 100 1
* Crystal Rock Holdings Inc. 800 1
    578,475
Energy (7.5%)    
Exxon Mobil Corp. 2,219,161 186,698
Chevron Corp. 885,585 95,138
Schlumberger Ltd. 600,447 55,998
ConocoPhillips 614,231 49,052
Occidental Petroleum Corp. 357,606 37,366
Apache Corp. 168,106 22,008
Halliburton Co. 400,310 19,951
Anadarko Petroleum Corp. 218,121 17,868
Marathon Oil Corp. 312,419 16,655
Devon Energy Corp. 180,642 16,578
National Oilwell Varco Inc. 184,742 14,645
Baker Hughes Inc. 189,807 13,938

 

 

EOG Resources Inc. 111,851 13,255
Hess Corp. 133,522 11,377
Chesapeake Energy Corp. 288,014 9,654
Peabody Energy Corp. 118,717 8,543
Williams Cos. Inc. 257,588 8,032
Spectra Energy Corp. 285,641 7,764
Noble Energy Inc. 77,269 7,468
Valero Energy Corp. 249,878 7,451
* Weatherford International Ltd. 326,933 7,389
* Southwestern Energy Co. 152,793 6,566
* Cameron International Corp. 106,941 6,106
Murphy Oil Corp. 80,633 5,920
El Paso Corp. 310,642 5,592
Consol Energy Inc. 99,740 5,349
Pioneer Natural Resources Co. 51,110 5,209
Noble Corp. 111,577 5,090
* FMC Technologies Inc. 52,768 4,986
* Newfield Exploration Co. 59,153 4,496
* Concho Resources Inc. 41,893 4,495
Cimarex Energy Co. 37,358 4,305
Range Resources Corp. 70,549 4,124
* Denbury Resources Inc. 167,294 4,082
* Nabors Industries Ltd. 126,067 3,830
* Whiting Petroleum Corp. 51,648 3,794
* Ultra Petroleum Corp. 67,508 3,325
* Pride International Inc. 77,366 3,323
* Petrohawk Energy Corp. 133,813 3,284
Helmerich & Payne Inc. 46,871 3,220
* Alpha Natural Resources Inc. 53,235 3,161
QEP Resources Inc. 77,509 3,142
EQT Corp. 62,432 3,115
Massey Energy Co. 43,080 2,945
* McDermott International Inc. 103,080 2,617
Arch Coal Inc. 71,876 2,590
* Rowan Cos. Inc. 55,970 2,473
Sunoco Inc. 53,458 2,437
Cabot Oil & Gas Corp. 45,970 2,435
* Kinder Morgan Management LLC 36,675 2,406
Diamond Offshore Drilling Inc. 30,612 2,379
* Plains Exploration & Production Co. 61,725 2,236
* Oceaneering International Inc. 24,005 2,147
* SandRidge Energy Inc. 162,376 2,078
SM Energy Co. 28,007 2,078
Core Laboratories NV 19,901 2,033
Patterson-UTI Energy Inc. 68,018 1,999
* Brigham Exploration Co. 51,579 1,918
* Dresser-Rand Group Inc. 35,623 1,910
* Forest Oil Corp. 47,875 1,811
* Tesoro Corp. 63,700 1,709
* Oil States International Inc. 22,415 1,707
EXCO Resources Inc. 79,945 1,652
Southern Union Co. 52,797 1,511
Holly Corp. 23,486 1,427
* Continental Resources Inc. 19,965 1,427
* Superior Energy Services Inc. 34,795 1,427
Frontier Oil Corp. 46,764 1,371
Tidewater Inc. 22,711 1,359
* Kinder Morgan Inc. 42,305 1,254

 

 

  Lufkin Industries Inc. 13,400 1,252
  CARBO Ceramics Inc. 8,700 1,228
* Atwood Oceanics Inc. 25,664 1,192
  World Fuel Services Corp. 29,290 1,189
  Berry Petroleum Co. Class A 22,500 1,135
* Unit Corp. 18,050 1,118
* Dril-Quip Inc. 14,100 1,114
* Rosetta Resources Inc. 23,400 1,112
* Patriot Coal Corp. 40,619 1,049
* Energy XXI Bermuda Ltd. 29,824 1,017
* Key Energy Services Inc. 62,821 977
* Gran Tierra Energy Inc. 114,970 928
* International Coal Group Inc. 78,063 882
* Complete Production Services Inc. 27,707 881
  SEACOR Holdings Inc. 9,081 840
* CVR Energy Inc. 35,600 824
* Swift Energy Co. 18,500 790
* Helix Energy Solutions Group Inc. 45,172 777
* Quicksilver Resources Inc. 52,750 755
* Bristow Group Inc. 15,508 734
* McMoRan Exploration Co. 40,622 719
* Oasis Petroleum Inc. 22,483 711
* Bill Barrett Corp. 17,792 710
* Comstock Resources Inc. 21,710 672
* Cobalt International Energy Inc. 39,200 659
* ION Geophysical Corp. 51,225 650
* Northern Oil and Gas Inc. 24,172 645
* Stone Energy Corp. 19,266 643
* Exterran Holdings Inc. 27,050 642
* Carrizo Oil & Gas Inc. 16,195 598
* Gulfport Energy Corp. 16,283 589
  RPC Inc. 22,237 563
* Cloud Peak Energy Inc. 25,153 543
* Tetra Technologies Inc. 34,750 535
* Kodiak Oil & Gas Corp. 75,114 503
* Petroleum Development Corp. 10,091 484
* Global Industries Ltd. 48,274 473
* Gulfmark Offshore Inc. 10,500 467
  Overseas Shipholding Group Inc. 13,388 430
* Parker Drilling Co. 61,600 426
  Contango Oil & Gas Co. 6,102 386
*,^ ATP Oil & Gas Corp. 20,854 378
* Enbridge Energy Management LLC 5,847 368
* Newpark Resources Inc. 46,421 365
  Penn Virginia Corp. 20,950 355
* Hornbeck Offshore Services Inc. 11,200 346
* Western Refining Inc. 19,200 325
* Pioneer Drilling Co. 23,008 318
* Cal Dive International Inc. 42,955 300
* Clayton Williams Energy Inc. 2,788 295
* James River Coal Co. 12,188 295
* Harvest Natural Resources Inc. 19,100 291
* Cheniere Energy Inc. 30,895 288
  W&T Offshore Inc. 12,297 280
* Hercules Offshore Inc. 42,324 280
* Approach Resources Inc. 8,040 270
* Resolute Energy Corp. 14,275 259
*,^ Magnum Hunter Resources Corp. 29,700 255

 

 

* Goodrich Petroleum Corp. 11,414 254
*,^ Clean Energy Fuels Corp. 15,200 249
  Gulf Island Fabrication Inc. 7,714 248
* USEC Inc. 55,330 243
* Willbros Group Inc. 21,275 232
* Tesco Corp. 10,462 230
* Venoco Inc. 12,866 220
* Petroquest Energy Inc. 23,400 219
*,^ Hyperdynamics Corp. 45,463 210
* Energy Partners Ltd. 11,183 201
* Warren Resources Inc. 36,220 184
* OYO Geospace Corp. 1,824 180
* Vaalco Energy Inc. 22,800 177
* Basic Energy Services Inc. 6,881 176
* Matrix Service Co. 12,500 174
  Crosstex Energy Inc. 16,708 166
* BPZ Resources Inc. 31,293 166
* Endeavour International Corp. 12,814 163
* Georesources Inc. 5,100 159
* Uranium Resources Inc. 71,937 150
* Abraxas Petroleum Corp. 24,318 142
* PHI Inc. 6,324 140
* Rex Energy Corp. 10,636 124
* Toreador Resources Corp. 11,152 120
* Bronco Drilling Co. Inc. 10,270 116
* Rentech Inc. 91,400 114
* FX Energy Inc. 13,100 110
* Dawson Geophysical Co. 2,000 88
* Vantage Drilling Co. 42,700 77
* CAMAC Energy Inc. 47,950 72
* Natural Gas Services Group Inc. 4,000 71
* REX American Resources Corp. 4,300 69
  General Maritime Corp. 32,204 66
* CREDO Petroleum Corp. 5,050 65
* Callon Petroleum Co. 8,261 64
* GMX Resources Inc. 10,100 62
* Oilsands Quest Inc. 127,488 61
  Panhandle Oil and Gas Inc. Class A 1,900 60
* Double Eagle Petroleum Co. 6,523 59
* Syntroleum Corp. 26,257 59
* ENGlobal Corp. 12,800 58
* Uranium Energy Corp. 14,279 57
* Delta Petroleum Corp. 56,963 52
  Houston American Energy Corp. 3,300 51
* Gastar Exploration Ltd. 9,906 48
* Global Geophysical Services Inc. 3,200 46
* RAM Energy Resources Inc. 20,039 42
* Union Drilling Inc. 4,000 41
  Alon USA Energy Inc. 2,797 38
* Uranerz Energy Corp. 10,632 34
* Gasco Energy Inc. 71,046 33
  Delek US Holdings Inc. 2,400 33
* Green Plains Renewable Energy Inc. 2,300 28
* L&L Energy Inc. 3,900 27
* HKN Inc. 7,047 21
* Isramco Inc. 245 16
* Westmoreland Coal Co. 1,000 15
*,^ Pacific Ethanol Inc. 22,380 14

 

 

* GeoGlobal Resources Inc. 21,100 14
* Evergreen Energy Inc. 4,351 13
* Bolt Technology Corp. 900 12
* Barnwell Industries Inc. 1,000 7
* Tri-Valley Corp. 13,900 7
* Verenium Corp. 1,938 6
* Cano Petroleum Inc. 9,900 5
* Geokinetics Inc. 600 5
* HKN Inc. Rights Exp. 4/7/11 5,271 5
*,^ Sulphco Inc. 31,693 4
* Mitcham Industries Inc. 300 4
* Atlas Energy Inc. Escrow 34,573 3
* PostRock Energy Corp. 351 2
* NGAS Resources Inc. 2,400 2
* BMB Munai Inc. 1,500 1
      820,272
Financials (9.6%)    
  JPMorgan Chase & Co. 1,720,658 79,322
  Wells Fargo & Co. 2,194,853 69,577
  Bank of America Corp. 4,439,206 59,175
* Citigroup Inc. 12,787,413 56,520
  Goldman Sachs Group Inc. 213,779 33,878
  US Bancorp 844,171 22,311
  American Express Co. 476,785 21,551
* Berkshire Hathaway Inc. Class B 254,959 21,322
  MetLife Inc. 464,795 20,790
  Morgan Stanley 599,175 16,369
  Bank of New York Mellon Corp. 545,880 16,305
  PNC Financial Services Group Inc. 231,442 14,579
  Simon Property Group Inc. 128,992 13,823
  Prudential Financial Inc. 212,754 13,101
  Travelers Cos. Inc. 202,708 12,057
* Berkshire Hathaway Inc. Class A 89 11,152
  Aflac Inc. 207,411 10,947
  Capital One Financial Corp. 201,276 10,458
  State Street Corp. 221,260 9,943
  ACE Ltd. 149,466 9,670
  CME Group Inc. 29,529 8,904
  Franklin Resources Inc. 69,169 8,652
  BB&T Corp. 305,449 8,385
  Chubb Corp. 134,345 8,237
  Charles Schwab Corp. 446,942 8,058
  BlackRock Inc. 38,812 7,802
  T Rowe Price Group Inc. 113,236 7,521
  Allstate Corp. 225,556 7,168
  Marsh & McLennan Cos. Inc. 239,538 7,141
  Public Storage 63,885 7,085
  Equity Residential 125,170 7,061
  AON Corp. 131,014 6,939
  SunTrust Banks Inc. 236,157 6,811
  HCP Inc. 176,854 6,710
  Ameriprise Financial Inc. 109,287 6,675
  Vornado Realty Trust 72,470 6,341
  Loews Corp. 146,973 6,333
  Annaly Capital Management Inc. 349,800 6,104
  Progressive Corp. 277,946 5,873
  Boston Properties Inc. 61,682 5,851

 

 

Weyerhaeuser Co. 236,442 5,816
Discover Financial Services 240,208 5,794
Fifth Third Bancorp 404,863 5,619
Invesco Ltd. 203,380 5,198
Host Hotels & Resorts Inc. 293,845 5,175
Hartford Financial Services Group Inc. 186,431 5,021
Northern Trust Corp. 95,932 4,869
Principal Financial Group Inc. 141,114 4,531
AvalonBay Communities Inc. 37,592 4,514
Lincoln National Corp. 139,558 4,192
NYSE Euronext 115,032 4,046
ProLogis 251,549 4,020
Regions Financial Corp. 553,440 4,018
Health Care REIT Inc. 75,817 3,976
Ventas Inc. 69,296 3,763
Unum Group 141,812 3,723
KeyCorp 418,942 3,720
* CIT Group Inc. 83,913 3,570
XL Group plc Class A 142,502 3,506
* CB Richard Ellis Group Inc. Class A 127,982 3,417
* IntercontinentalExchange Inc. 27,495 3,397
Kimco Realty Corp. 179,368 3,290
* SLM Corp. 214,650 3,284
M&T Bank Corp. 36,904 3,265
Leucadia National Corp. 86,229 3,237
New York Community Bancorp Inc. 182,883 3,157
Plum Creek Timber Co. Inc. 71,369 3,112
Willis Group Holdings plc 75,197 3,035
Moody's Corp. 88,063 2,986
General Growth Properties Inc. 191,059 2,958
* Genworth Financial Inc. Class A 216,633 2,916
Comerica Inc. 78,060 2,866
Macerich Co. 57,551 2,850
AMB Property Corp. 74,346 2,674
SL Green Realty Corp. 34,545 2,598
Huntington Bancshares Inc. 380,620 2,527
PartnerRe Ltd. 31,476 2,494
* Affiliated Managers Group Inc. 22,764 2,490
Legg Mason Inc. 67,837 2,448
Nationwide Health Properties Inc. 56,007 2,382
Torchmark Corp. 35,463 2,358
^ Digital Realty Trust Inc. 39,850 2,317
Cincinnati Financial Corp. 68,053 2,232
Federal Realty Investment Trust 27,248 2,222
Rayonier Inc. 35,605 2,219
Everest Re Group Ltd. 24,400 2,152
* Arch Capital Group Ltd. 21,557 2,138
TD Ameritrade Holding Corp. 102,101 2,131
People's United Financial Inc. 163,831 2,061
Reinsurance Group of America Inc. Class A 32,312 2,029
Hudson City Bancorp Inc. 208,838 2,022
UDR Inc. 80,262 1,956
Realty Income Corp. 55,581 1,943
Alexandria Real Estate Equities Inc. 24,428 1,905
Jones Lang LaSalle Inc. 19,051 1,900
WR Berkley Corp. 58,554 1,886
* MSCI Inc. Class A 50,028 1,842
Assurant Inc. 47,033 1,811

 

 

  Axis Capital Holdings Ltd. 51,800 1,809
  Zions Bancorporation 78,407 1,808
  Chimera Investment Corp. 448,293 1,775
  Marshall & Ilsley Corp. 221,372 1,769
  Camden Property Trust 30,380 1,726
  Essex Property Trust Inc. 13,888 1,722
  Raymond James Financial Inc. 44,505 1,702
* Markel Corp. 4,080 1,691
  Liberty Property Trust 50,939 1,676
  Eaton Vance Corp. 51,903 1,673
  RenaissanceRe Holdings Ltd. 24,200 1,670
  American Capital Agency Corp. 55,041 1,604
  HCC Insurance Holdings Inc. 50,899 1,594
  Regency Centers Corp. 36,105 1,570
  Duke Realty Corp. 111,127 1,557
  Waddell & Reed Financial Inc. Class A 37,687 1,530
  Ares Capital Corp. 90,418 1,528
* E*Trade Financial Corp. 97,300 1,521
* NASDAQ OMX Group Inc. 57,801 1,494
* American Capital Ltd. 150,371 1,489
  Senior Housing Properties Trust 62,454 1,439
  Cullen/Frost Bankers Inc. 24,187 1,428
  Arthur J Gallagher & Co. 46,701 1,420
  SEI Investments Co. 58,409 1,395
  Old Republic International Corp. 108,890 1,382
  Brown & Brown Inc. 53,541 1,381
  Transatlantic Holdings Inc. 28,170 1,371
  East West Bancorp Inc. 62,149 1,365
  Developers Diversified Realty Corp. 96,936 1,357
  BRE Properties Inc. 28,615 1,350
  Fidelity National Financial Inc. Class A 95,517 1,350
  Commerce Bancshares Inc. 32,959 1,333
* Popular Inc. 452,343 1,316
  Apartment Investment & Management Co. 51,632 1,315
  First Horizon National Corp. 116,406 1,305
  Taubman Centers Inc. 24,100 1,291
  Mack-Cali Realty Corp. 37,989 1,288
  Weingarten Realty Investors 50,534 1,266
  Hospitality Properties Trust 54,668 1,266
  MFA Financial Inc. 153,900 1,262
  First Niagara Financial Group Inc. 92,626 1,258
  Jefferies Group Inc. 49,529 1,235
  White Mountains Insurance Group Ltd. 3,341 1,217
  City National Corp. 20,710 1,182
  American Financial Group Inc. 33,240 1,164
  Piedmont Office Realty Trust Inc. Class A 59,212 1,149
  Highwoods Properties Inc. 31,749 1,112
  BioMed Realty Trust Inc. 58,220 1,107
  Federated Investors Inc. Class B 41,174 1,101
  Associated Banc-Corp 73,039 1,085
  Corporate Office Properties Trust 29,292 1,059
  TCF Financial Corp. 66,618 1,057
* SVB Financial Group 18,534 1,055
  Apollo Investment Corp. 86,234 1,040
  Assured Guaranty Ltd. 69,486 1,035
*,^ St. Joe Co. 41,009 1,028
* Forest City Enterprises Inc. Class A 54,319 1,023
* Signature Bank 18,052 1,018

 

 

CBL & Associates Properties Inc. 58,405 1,017
Bank of Hawaii Corp. 21,273 1,017
Protective Life Corp. 38,115 1,012
Janus Capital Group Inc. 81,139 1,012
Allied World Assurance Co. Holdings Ltd. 16,075 1,008
* Stifel Financial Corp. 13,995 1,005
Endurance Specialty Holdings Ltd. 20,500 1,001
Home Properties Inc. 16,789 990
Mid-America Apartment Communities Inc. 15,368 987
American Campus Communities Inc. 29,786 983
Fulton Financial Corp. 88,347 982
Omega Healthcare Investors Inc. 43,866 980
Erie Indemnity Co. Class A 13,666 972
Entertainment Properties Trust 20,735 971
National Retail Properties Inc. 36,909 964
Valley National Bancorp 68,096 951
Tanger Factory Outlet Centers 35,958 944
Aspen Insurance Holdings Ltd. 34,093 940
* Alleghany Corp. 2,831 937
StanCorp Financial Group Inc. 20,299 936
Douglas Emmett Inc. 49,859 935
Alterra Capital Holdings Ltd. 41,401 925
Hatteras Financial Corp. 32,692 919
Validus Holdings Ltd. 27,297 910
Hanover Insurance Group Inc. 20,043 907
Kilroy Realty Corp. 23,100 897
LaSalle Hotel Properties 32,660 882
Washington Real Estate Investment Trust 28,353 881
Washington Federal Inc. 50,191 870
Prosperity Bancshares Inc. 19,970 854
Post Properties Inc. 21,727 853
Capitol Federal Financial Inc. 74,841 843
CommonWealth REIT 32,390 841
* ProAssurance Corp. 13,210 837
FirstMerit Corp. 48,922 835
DiamondRock Hospitality Co. 74,134 828
CapitalSource Inc. 114,302 805
* CNO Financial Group Inc. 106,767 802
Synovus Financial Corp. 328,433 788
Extra Space Storage Inc. 37,679 780
Equity Lifestyle Properties Inc. 13,150 758
Brandywine Realty Trust 60,637 736
Potlatch Corp. 18,188 731
Greenhill & Co. Inc. 11,027 725
* MBIA Inc. 71,957 722
* MGIC Investment Corp. 81,217 722
Iberiabank Corp. 12,000 722
Webster Financial Corp. 33,530 719
First American Financial Corp. 41,932 692
Unitrin Inc. 22,251 687
Platinum Underwriters Holdings Ltd. 18,000 686
Invesco Mortgage Capital Inc. 31,200 682
Delphi Financial Group Inc. 22,014 676
Starwood Property Trust Inc. 30,222 674
Westamerica Bancorporation 13,019 669
Healthcare Realty Trust Inc. 28,955 657
* Portfolio Recovery Associates Inc. 7,600 647
Colonial Properties Trust 33,411 643

 

 

Trustmark Corp. 27,375 641
DuPont Fabros Technology Inc. 26,287 637
NewAlliance Bancshares Inc. 42,181 626
Northwest Bancshares Inc. 49,804 625
BOK Financial Corp. 12,012 621
* Ezcorp Inc. Class A 19,638 616
Cash America International Inc. 13,187 607
DCT Industrial Trust Inc. 109,237 606
Whitney Holding Corp. 43,533 593
Umpqua Holdings Corp. 51,527 589
* MF Global Holdings Ltd. 69,955 579
Cathay General Bancorp 33,883 578
Wintrust Financial Corp. 15,702 577
FNB Corp. 54,687 576
Medical Properties Trust Inc. 49,716 575
Astoria Financial Corp. 39,895 573
Lexington Realty Trust 59,408 555
* Knight Capital Group Inc. Class A 41,168 552
National Health Investors Inc. 11,500 551
* PHH Corp. 25,247 550
Susquehanna Bancshares Inc. 58,518 547
UMB Financial Corp. 14,621 546
EastGroup Properties Inc. 12,300 541
Montpelier Re Holdings Ltd. 30,509 539
* Sunstone Hotel Investors Inc. 52,350 533
Hancock Holding Co. 16,155 531
BancorpSouth Inc. 33,921 524
Redwood Trust Inc. 33,576 522
PS Business Parks Inc. 8,902 516
Symetra Financial Corp. 37,618 512
United Bankshares Inc. 19,025 505
Glacier Bancorp Inc. 32,928 496
Sovran Self Storage Inc. 12,480 494
Mercury General Corp. 12,555 491
First Citizens BancShares Inc. Class A 2,375 476
Argo Group International Holdings Ltd. 14,417 476
MB Financial Inc. 22,562 473
* Texas Capital Bancshares Inc. 17,894 465
National Penn Bancshares Inc. 59,794 463
Franklin Street Properties Corp. 32,687 460
TFS Financial Corp. 43,304 460
International Bancshares Corp. 24,820 455
* World Acceptance Corp. 6,937 452
RLI Corp. 7,830 451
First Financial Bancorp 26,682 445
Old National Bancorp 40,824 438
* iStar Financial Inc. 47,582 437
Employers Holdings Inc. 20,939 433
Tower Group Inc. 17,901 430
Radian Group Inc. 61,053 416
Provident Financial Services Inc. 27,926 413
Selective Insurance Group Inc. 23,700 410
* First Cash Financial Services Inc. 10,600 409
Alexander's Inc. 989 402
Equity One Inc. 21,403 402
First Midwest Bancorp Inc. 33,254 392
optionsXpress Holdings Inc. 21,367 391
Infinity Property & Casualty Corp. 6,541 389

 

 

KBW Inc. 14,836 389
Community Bank System Inc. 16,000 388
Capstead Mortgage Corp. 29,992 383
* Piper Jaffray Cos. 9,220 382
First Financial Bankshares Inc. 7,410 381
NBT Bancorp Inc. 16,653 380
^ Prospect Capital Corp. 30,884 377
Cypress Sharpridge Investments Inc. 29,541 375
Anworth Mortgage Asset Corp. 52,546 373
CVB Financial Corp. 39,875 371
American Equity Investment Life Holding Co. 27,800 365
* Strategic Hotels & Resorts Inc. 56,227 363
* Navigators Group Inc. 6,993 360
* Ocwen Financial Corp. 32,350 356
Park National Corp. 5,324 356
* Investment Technology Group Inc. 19,537 355
PrivateBancorp Inc. Class A 23,241 355
* Investors Bancorp Inc. 23,646 352
Nelnet Inc. Class A 15,700 343
Hersha Hospitality Trust Class A 56,900 338
American National Insurance Co. 4,267 338
* National Financial Partners Corp. 22,725 335
Sterling Bancshares Inc. 38,850 334
Glimcher Realty Trust 35,634 330
U-Store-It Trust 31,295 329
Bank of the Ozarks Inc. 7,408 324
* Greenlight Capital Re Ltd. Class A 11,369 321
Horace Mann Educators Corp. 19,085 321
PacWest Bancorp 14,691 320
* First Industrial Realty Trust Inc. 26,764 318
Fifth Street Finance Corp. 23,611 315
Interactive Brokers Group Inc. 19,825 315
LTC Properties Inc. 10,800 306
Brookline Bancorp Inc. 28,689 302
* Pinnacle Financial Partners Inc. 18,168 300
Government Properties Income Trust 11,144 299
Pebblebrook Hotel Trust 13,447 298
* Forestar Group Inc. 15,641 297
* Internet Capital Group Inc. 20,848 296
Saul Centers Inc. 6,643 296
Acadia Realty Trust 15,578 295
Ashford Hospitality Trust Inc. 26,606 293
CreXus Investment Corp. 25,300 289
Amtrust Financial Services Inc. 15,045 287
Cousins Properties Inc. 34,166 285
BGC Partners Inc. Class A 30,530 284
Inland Real Estate Corp. 29,454 281
City Holding Co. 7,927 280
* Enstar Group Ltd. 2,793 279
First Potomac Realty Trust 17,695 279
Columbia Banking System Inc. 14,434 277
Pennsylvania Real Estate Investment Trust 19,349 276
Investors Real Estate Trust 29,024 276
Solar Capital Ltd. 11,492 274
MarketAxess Holdings Inc. 11,113 269
* Dollar Financial Corp. 12,900 268
* FelCor Lodging Trust Inc. 43,168 265
* Credit Acceptance Corp. 3,700 263

 

 

BlackRock Kelso Capital Corp. 25,841 262
Sun Communities Inc. 7,326 261
Primerica Inc. 10,233 261
* CNA Surety Corp. 10,310 260
S&T Bancorp Inc. 11,876 256
* Financial Engines Inc. 9,215 254
MCG Capital Corp. 38,915 253
First Commonwealth Financial Corp. 36,633 251
Oritani Financial Corp. 19,619 249
Safety Insurance Group Inc. 5,189 239
* AMERISAFE Inc. 10,800 239
Chemical Financial Corp. 11,969 239
Two Harbors Investment Corp. 22,700 238
* Pico Holdings Inc. 7,896 237
Getty Realty Corp. 10,327 236
Meadowbrook Insurance Group Inc. 22,801 236
WesBanco Inc. 11,385 236
* PMI Group Inc. 85,700 231
Boston Private Financial Holdings Inc. 32,663 231
* Hilltop Holdings Inc. 22,838 229
Trustco Bank Corp. NY 38,059 226
Provident New York Bancorp 21,730 224
Associated Estates Realty Corp. 13,894 221
* Altisource Portfolio Solutions SA 7,166 220
* Safeguard Scientifics Inc. 10,753 219
Evercore Partners Inc. Class A 6,300 216
Dime Community Bancshares Inc. 14,512 214
* West Coast Bancorp 61,543 214
* Nara Bancorp Inc. 22,002 212
Home Bancshares Inc. 9,197 209
* Encore Capital Group Inc. 8,723 207
United Fire & Casualty Co. 10,001 202
Cardinal Financial Corp. 17,314 202
Compass Diversified Holdings 13,170 194
GFI Group Inc. 38,668 194
* LPL Investment Holdings Inc. 5,400 193
NorthStar Realty Finance Corp. 35,998 193
* Citizens Inc. 26,169 191
Independent Bank Corp. 7,000 189
Hercules Technology Growth Capital Inc. 17,107 188
* FPIC Insurance Group Inc. 4,950 188
Cohen & Steers Inc. 6,300 187
* Western Alliance Bancorp 22,640 186
First Financial Corp. 5,581 186
Oriental Financial Group Inc. 14,777 185
Wilmington Trust Corp. 40,991 185
Education Realty Trust Inc. 22,821 183
Harleysville Group Inc. 5,517 183
Simmons First National Corp. Class A 6,737 183
FBL Financial Group Inc. Class A 5,883 181
Artio Global Investors Inc. Class A 11,130 180
* Tejon Ranch Co. 4,846 178
Northfield Bancorp Inc. 12,400 171
PennantPark Investment Corp. 14,100 168
Westfield Financial Inc. 18,333 166
^ TowneBank 10,600 166
Southside Bancshares Inc. 7,736 166
Chesapeake Lodging Trust 9,380 163

 

 

* Beneficial Mutual Bancorp Inc. 18,732 161
StellarOne Corp. 11,315 161
Flagstone Reinsurance Holdings SA 17,809 160
Danvers Bancorp Inc. 7,461 160
Walter Investment Management Corp. 9,756 157
Universal Health Realty Income Trust 3,852 156
Community Trust Bancorp Inc. 5,623 156
1st Source Corp. 7,693 154
^ RAIT Financial Trust 61,455 151
Sabra Healthcare REIT Inc. 8,543 150
Calamos Asset Management Inc. Class A 9,004 149
* Newcastle Investment Corp. 24,631 149
* Center Financial Corp. 20,115 148
* Virtus Investment Partners Inc. 2,481 146
* United Community Banks Inc. 61,561 146
PennyMac Mortgage Investment Trust 7,900 145
* FBR Capital Markets Corp. 40,332 144
Retail Opportunity Investments Corp. 13,175 144
ViewPoint Financial Group 10,985 143
Cedar Shopping Centers Inc. 23,600 142
* Global Indemnity plc 6,464 142
* Intl. FCStone Inc. 5,546 141
SCBT Financial Corp. 4,229 141
National Western Life Insurance Co. Class A 857 139
Lakeland Bancorp Inc. 13,307 138
Ramco-Gershenson Properties Trust 11,010 138
Flushing Financial Corp. 9,252 138
Colony Financial Inc. 7,264 137
* Sun Bancorp Inc. 39,052 136
Sandy Spring Bancorp Inc. 7,332 135
* Phoenix Cos. Inc. 49,630 135
* TradeStation Group Inc. 19,117 134
* HFF Inc. Class A 8,800 132
Advance America Cash Advance Centers Inc. 24,859 132
Trico Bancshares 8,078 132
SY Bancorp Inc. 5,189 131
Parkway Properties Inc. 7,669 130
First Bancorp 9,817 130
NGP Capital Resources Co. 13,425 129
Lakeland Financial Corp. 5,698 129
* Gramercy Capital Corp. 30,324 129
BankFinancial Corp. 13,840 127
WSFS Financial Corp. 2,700 127
* MPG Office Trust Inc. 34,100 127
Maiden Holdings Ltd. 16,630 125
* 1st United Bancorp Inc. 17,600 124
MVC Capital Inc. 9,000 123
MainSource Financial Group Inc. 12,281 123
* Hanmi Financial Corp. 98,338 122
Urstadt Biddle Properties Inc. Class A 6,391 122
* Bancorp Inc. 13,058 121
Renasant Corp. 7,089 120
Republic Bancorp Inc. Class A 6,160 120
* LaBranche & Co. Inc. 29,899 118
German American Bancorp Inc. 6,797 117
* eHealth Inc. 8,500 113
* First Marblehead Corp. 51,051 112
Duff & Phelps Corp. Class A 7,000 112

 

 

Bank Mutual Corp. 26,271 111
OneBeacon Insurance Group Ltd. Class A 8,107 110
Tompkins Financial Corp. 2,629 109
ESSA Bancorp Inc. 8,266 109
* Primus Guaranty Ltd. 21,467 109
* Citizens Republic Bancorp Inc. 122,457 109
* Seacoast Banking Corp. of Florida 68,964 109
Washington Trust Bancorp Inc. 4,493 107
Arrow Financial Corp. 4,266 106
Abington Bancorp Inc. 8,563 105
Univest Corp. of Pennsylvania 5,905 105
CBOE Holdings Inc. 3,600 104
* Virginia Commerce Bancorp Inc. 18,065 104
Banner Corp. 43,600 103
TICC Capital Corp. 9,386 102
* Ladenburg Thalmann Financial Services Inc. 88,300 102
* Ameris Bancorp 9,820 100
Main Street Capital Corp. 5,400 100
GAMCO Investors Inc. 2,093 97
EMC Insurance Group Inc. 3,895 97
Gladstone Commercial Corp. 5,300 97
Merchants Bancshares Inc. 3,611 96
Gladstone Capital Corp. 8,419 95
CapLease Inc. 17,100 94
Dynex Capital Inc. 9,300 94
Presidential Life Corp. 9,800 93
SeaBright Holdings Inc. 9,100 93
Resource Capital Corp. 14,100 93
Gladstone Investment Corp. 11,924 93
* Taylor Capital Group Inc. 8,700 91
Berkshire Hills Bancorp Inc. 4,378 91
* CompuCredit Holdings Corp. 13,788 91
Suffolk Bancorp 4,300 90
Bancfirst Corp. 2,100 90
First Merchants Corp. 10,627 88
Agree Realty Corp. 3,900 88
* First BanCorp 17,450 87
Arlington Asset Investment Corp. Class A 2,834 86
Kite Realty Group Trust 16,023 85
Westwood Holdings Group Inc. 2,100 85
State Auto Financial Corp. 4,617 84
Bryn Mawr Bank Corp. 4,070 84
Cogdell Spencer Inc. 13,900 83
Capital Southwest Corp. 901 82
Wilshire Bancorp Inc. 16,650 82
Triangle Capital Corp. 4,500 81
* Doral Financial Corp. 73,100 80
Winthrop Realty Trust 6,559 80
* Guaranty Bancorp 61,847 80
Oppenheimer Holdings Inc. Class A 2,377 80
Great Southern Bancorp Inc. 3,677 79
* Southwest Bancorp Inc. 5,544 79
CoBiz Financial Inc. 11,273 78
Penns Woods Bancorp Inc. 2,008 78
* First Financial Northwest Inc. 13,637 78
Sanders Morris Harris Group Inc. 9,701 78
First Busey Corp. 14,811 75
* NewStar Financial Inc. 6,812 74

 

 

CFS Bancorp Inc. 13,200 74
Center Bancorp Inc. 7,678 74
Hudson Valley Holding Corp. 3,300 73
Medallion Financial Corp. 8,180 72
Rockville Financial Inc. 6,810 71
One Liberty Properties Inc. 4,703 71
* Penson Worldwide Inc. 10,262 69
Northrim BanCorp Inc. 3,584 68
Camden National Corp. 1,992 68
Heartland Financial USA Inc. 3,955 67
Mission West Properties Inc. 10,188 67
Eastern Insurance Holdings Inc. 5,100 66
Donegal Group Inc. Class A 4,931 66
* Hampton Roads Bankshares Inc. 76,503 65
Financial Institutions Inc. 3,651 64
National Bankshares Inc. 2,192 63
Apollo Commercial Real Estate Finance Inc. 3,800 62
SWS Group Inc. 10,221 62
Roma Financial Corp. 5,600 62
UMH Properties Inc. 6,159 61
Stewart Information Services Corp. 5,820 61
Baldwin & Lyons Inc. 2,573 60
Sterling Bancorp 5,785 58
Peoples Bancorp Inc. 4,782 57
United Financial Bancorp Inc. 3,474 57
Peapack Gladstone Financial Corp. 4,266 57
State Bancorp Inc. 5,343 56
Consolidated-Tomoka Land Co. 1,700 55
First Community Bancshares Inc. 3,779 54
Union First Market Bankshares Corp. 4,750 53
Pulaski Financial Corp. 7,046 53
American National Bankshares Inc. 2,283 51
* Flagstar Bancorp Inc. 34,097 51
* Heritage Financial Corp. 3,576 51
Territorial Bancorp Inc. 2,528 50
Ames National Corp. 2,615 50
* American Safety Insurance Holdings Ltd. 2,300 49
Federal Agricultural Mortgage Corp. Class A 3,500 49
* Stratus Properties Inc. 3,604 49
Capital City Bank Group Inc. 3,850 49
Citizens & Northern Corp. 2,898 49
OceanFirst Financial Corp. 3,436 48
Hudson Pacific Properties Inc. 3,200 47
* Pacific Mercantile Bancorp 10,891 46
First Financial Holdings Inc. 4,035 46
Asta Funding Inc. 5,300 45
* Kennedy-Wilson Holdings Inc. 4,100 45
* AmeriServ Financial Inc. 18,587 44
* United Community Financial Corp. 32,272 43
Crawford & Co. Class B 9,050 43
* Waterstone Financial Inc. 13,579 42
* NewBridge Bancorp 8,369 42
* Eagle Bancorp Inc. 2,936 41
* Arbor Realty Trust Inc. 7,200 41
HF Financial Corp. 3,644 41
* Asset Acceptance Capital Corp. 7,559 41
Provident Financial Holdings Inc. 4,832 40
Washington Banking Co. 2,800 39

 

 

* Avatar Holdings Inc. 1,994 39
  Kaiser Federal Financial Group Inc. 3,191 39
  Centerstate Banks Inc. 5,542 39
  Century Bancorp Inc. Class A 1,440 39
  Kansas City Life Insurance Co. 1,200 38
^ Life Partners Holdings Inc. 4,687 38
  US Global Investors Inc. Class A 4,600 37
  PMC Commercial Trust 4,300 37
  Monmouth Real Estate Investment Corp. Class A 4,500 37
  West Bancorporation Inc. 4,621 37
* Gleacher & Co. Inc. 20,361 35
* Unity Bancorp Inc. 5,069 35
* Meridian Interstate Bancorp Inc. 2,492 35
  Home Federal Bancorp Inc. 2,952 35
  THL Credit Inc. 2,500 34
  Resource America Inc. Class A 5,286 34
* Harris & Harris Group Inc. 6,200 33
* Heritage Commerce Corp. 7,000 33
  First Interstate Bancsystem Inc. 2,400 33
  Chatham Lodging Trust 2,000 32
* Cascade Bancorp 4,878 32
  Tower Bancorp Inc. 1,400 31
  Pacific Continental Corp. 3,050 31
*,^ Green Bankshares Inc. 11,102 31
  Epoch Holding Corp. 1,800 28
  Orrstown Financial Services Inc. 1,000 28
* Republic First Bancorp Inc. 10,019 28
* Marlin Business Services Corp. 2,196 27
  MutualFirst Financial Inc. 2,926 27
* Encore Bancshares Inc. 2,207 27
*,^ Macatawa Bank Corp. 10,455 26
  Investors Title Co. 812 26
  TF Financial Corp. 1,219 25
* First Acceptance Corp. 13,145 25
* Mercantile Bank Corp. 2,546 25
  Kohlberg Capital Corp. 2,881 24
  Enterprise Financial Services Corp. 1,685 24
  Excel Trust Inc. 2,000 24
* United Security Bancshares 6,288 23
  First Bancorp Inc. 1,500 23
* First Defiance Financial Corp. 1,600 23
  Codorus Valley Bancorp Inc. 2,097 23
  Bank of Marin Bancorp 600 22
  First of Long Island Corp. 800 22
  First South Bancorp Inc. 4,352 22
* BCSB Bancorp Inc. 1,582 21
  Independence Holding Co. 2,602 21
* Cowen Group Inc. Class A 5,200 21
*,^ BankAtlantic Bancorp Inc. Class A 22,147 20
  Shore Bancshares Inc. 2,050 20
* Jefferson Bancshares Inc. 5,200 18
  Wayne Savings Bancshares Inc. 2,079 18
* Thomas Properties Group Inc. 5,320 18
* MBT Financial Corp. 11,530 18
* Tree.com Inc. 2,950 17
*,^ Central Pacific Financial Corp. 835 17
* BancTrust Financial Group Inc. 7,033 17
  Federal Agricultural Mortgage Corp. 900 17

 

 

  HopFed Bancorp Inc. 1,851 17
  JMP Group Inc. 1,900 16
  First M&F Corp. 3,952 16
*,^ Princeton National Bancorp Inc. 2,999 16
  Diamond Hill Investment Group Inc. 200 16
  Eastern Virginia Bankshares Inc. 4,460 16
  Bridge Bancorp Inc. 700 16
* Consumer Portfolio Services Inc. 14,200 15
  ESB Financial Corp. 1,000 15
  Hawthorn Bancshares Inc. 1,579 14
  Landmark Bancorp Inc. 866 14
  Fox Chase Bancorp Inc. 1,000 14
* Intervest Bancshares Corp. Class A 5,348 14
  Sierra Bancorp 1,200 13
* First Place Financial Corp. 5,836 13
  Institutional Financial Markets Inc. 2,883 13
  CNB Financial Corp. 900 13
* Colony Bankcorp Inc. 3,062 13
* Camco Financial Corp. 6,536 12
* Metro Bancorp Inc. 1,000 12
* Central Pacific Financial Corp. Rights 835 12
* Capital Trust Inc. Class A 5,099 12
* Deerfield Capital Corp. 1,764 11
  United Security Bancshares 1,292 11
* Farmers Capital Bank Corp. 1,430 11
  Citizens South Banking Corp. 2,348 10
* Premierwest Bancorp 4,710 10
* North Valley Bancorp 923 10
  Alliance Financial Corp. 300 10
* First Security Group Inc. 10,668 10
  Golub Capital BDC Inc. 599 9
  National Interstate Corp. 445 9
* Atlantic Coast Financial Corp. 930 9
* Bank of Granite Corp. 16,417 9
* American Independence Corp. 1,770 9
  Meta Financial Group Inc. 554 9
  Ameriana Bancorp 1,926 9
* Sterling Financial Corp. 527 9
  QC Holdings Inc. 2,008 9
* BRT Realty Trust 1,187 8
* Royal Bancshares of Pennsylvania Inc. 4,060 7
* HMN Financial Inc. 2,621 7
* Anchor Bancorp Wisconsin Inc. 6,479 6
  Old Second Bancorp Inc. 6,115 6
* Yadkin Valley Financial Corp. 2,100 5
* Independent Bank Corp. 1,341 4
* Student Loan Corp. Escrow 1,350 3
* NASB Financial Inc. 200 3
* Preferred Bank 2,123 3
* ZipRealty Inc. 900 3
* Fidelity Southern Corp. 310 2
* Integra Bank Corp. 7,550 2
* Vestin Realty Mortgage II Inc. 1,269 2
* Terreno Realty Corp. 100 2
* Valley National Bancorp Warrants Exp. 06/30/2015 570 1
* Superior Bancorp 4,089 1
* Affirmative Insurance Holdings Inc. 500 1
* Community Capital Corp. 299 1

 

 

* Hallmark Financial Services 100 1
First United Corp. 200 1
* Southern Community Financial Corp. 400 1
* Grubb & Ellis Co. 600 —
    1,058,199
Health Care (6.7%)    
Pfizer Inc. 3,525,713 71,607
Johnson & Johnson 1,208,502 71,604
Merck & Co. Inc. 1,355,753 44,753
Abbott Laboratories 680,280 33,368
* Amgen Inc. 416,157 22,244
UnitedHealth Group Inc. 484,076 21,880
Bristol-Myers Squibb Co. 753,214 19,907
Medtronic Inc. 475,217 18,700
Eli Lilly & Co. 456,709 16,062
* Gilead Sciences Inc. 357,304 15,164
Baxter International Inc. 256,427 13,788
* Express Scripts Inc. 220,003 12,234
WellPoint Inc. 173,278 12,093
* Celgene Corp. 207,151 11,917
* Covidien plc 217,947 11,320
* Medco Health Solutions Inc. 186,864 10,494
* Thermo Fisher Scientific Inc. 175,124 9,728
Allergan Inc. 135,502 9,623
McKesson Corp. 111,392 8,806
* Genzyme Corp. 114,225 8,698
Becton Dickinson and Co. 101,301 8,066
Stryker Corp. 131,416 7,990
St. Jude Medical Inc. 151,137 7,747
* Biogen Idec Inc. 104,949 7,702
* Agilent Technologies Inc. 152,813 6,843
Aetna Inc. 176,576 6,609
Cardinal Health Inc. 153,642 6,319
* Intuitive Surgical Inc. 17,304 5,770
* Zimmer Holdings Inc. 87,373 5,289
CIGNA Corp. 119,415 5,288
* Humana Inc. 74,343 5,200
AmerisourceBergen Corp. Class A 121,892 4,822
* Boston Scientific Corp. 670,019 4,817
* Edwards Lifesciences Corp. 50,387 4,384
* Mylan Inc. 192,328 4,360
* Life Technologies Corp. 82,475 4,323
* Vertex Pharmaceuticals Inc. 89,850 4,306
Quest Diagnostics Inc. 71,700 4,139
* Laboratory Corp. of America Holdings 44,877 4,135
* Forest Laboratories Inc. 125,936 4,068
CR Bard Inc. 40,947 4,066
* Hospira Inc. 73,533 4,059
* Alexion Pharmaceuticals Inc. 40,042 3,951
* Illumina Inc. 55,228 3,870
* DaVita Inc. 42,936 3,671
* Varian Medical Systems Inc. 52,790 3,571
* Waters Corp. 40,309 3,503
* Cerner Corp. 31,124 3,461
* Watson Pharmaceuticals Inc. 58,576 3,281
Perrigo Co. 36,555 2,907
* Henry Schein Inc. 40,853 2,867

 

 

* CareFusion Corp. 98,293 2,772
* Hologic Inc. 114,665 2,546
* Cephalon Inc. 33,427 2,533
Beckman Coulter Inc. 30,477 2,532
* Mettler-Toledo International Inc. 14,637 2,518
* Dendreon Corp. 64,134 2,401
* Human Genome Sciences Inc. 83,215 2,284
DENTSPLY International Inc. 59,557 2,203
* Coventry Health Care Inc. 65,374 2,085
* ResMed Inc. 67,208 2,016
* IDEXX Laboratories Inc. 25,570 1,974
Universal Health Services Inc. Class B 39,695 1,961
* Endo Pharmaceuticals Holdings Inc. 51,189 1,953
* HCA Holdings Inc. 48,697 1,649
* Allscripts Healthcare Solutions Inc. 78,260 1,643
* Community Health Systems Inc. 41,071 1,642
* United Therapeutics Corp. 24,080 1,614
* Tenet Healthcare Corp. 213,989 1,594
* Covance Inc. 28,539 1,562
* Kinetic Concepts Inc. 28,623 1,558
Omnicare Inc. 51,545 1,546
Warner Chilcott plc Class A 61,901 1,441
* AMERIGROUP Corp. 22,227 1,428
* Gen-Probe Inc. 21,320 1,415
Cooper Cos. Inc. 20,298 1,410
* Mednax Inc. 21,114 1,406
* Alere Inc. 35,877 1,404
* Health Net Inc. 42,425 1,387
Pharmaceutical Product Development Inc. 49,878 1,382
PerkinElmer Inc. 52,140 1,370
* Regeneron Pharmaceuticals Inc. 29,760 1,337
Patterson Cos. Inc. 41,456 1,334
Lincare Holdings Inc. 43,664 1,295
* Pharmasset Inc. 16,399 1,291
* Brookdale Senior Living Inc. Class A 45,486 1,274
* Health Management Associates Inc. Class A 111,205 1,212
* BioMarin Pharmaceutical Inc. 45,805 1,151
Techne Corp. 15,600 1,117
Hill-Rom Holdings Inc. 28,213 1,072
* InterMune Inc. 22,600 1,066
* Sirona Dental Systems Inc. 21,176 1,062
* Healthspring Inc. 27,900 1,043
* Healthsouth Corp. 41,649 1,040
* Bio-Rad Laboratories Inc. Class A 8,605 1,034
Teleflex Inc. 17,714 1,027
* HMS Holdings Corp. 12,390 1,014
* Onyx Pharmaceuticals Inc. 27,959 984
* Catalyst Health Solutions Inc. 17,250 965
* LifePoint Hospitals Inc. 23,572 947
* Dionex Corp. 7,800 921
STERIS Corp. 26,651 921
Owens & Minor Inc. 28,205 916
* VCA Antech Inc. 36,200 912
* Salix Pharmaceuticals Ltd. 25,746 902
* Emergency Medical Services Corp. Class A 13,711 872
Medicis Pharmaceutical Corp. Class A 27,192 871
* Incyte Corp. Ltd. 54,482 864
* Charles River Laboratories International Inc. 21,975 843

 

 

* Myriad Genetics Inc. 41,274 832
* WellCare Health Plans Inc. 19,259 808
Masimo Corp. 23,892 791
* Centene Corp. 23,500 775
Quality Systems Inc. 9,100 758
* Cepheid Inc. 26,922 754
* Talecris Biotherapeutics Holdings Corp. 28,120 754
* American Medical Systems Holdings Inc. 34,192 740
* Magellan Health Services Inc. 14,915 732
* Haemonetics Corp. 11,163 732
* Amylin Pharmaceuticals Inc. 63,890 726
* PSS World Medical Inc. 25,550 694
Chemed Corp. 10,400 693
* Viropharma Inc. 34,331 683
West Pharmaceutical Services Inc. 15,175 679
* Cubist Pharmaceuticals Inc. 26,706 674
* Seattle Genetics Inc. 42,786 666
* Parexel International Corp. 26,600 662
* Theravance Inc. 27,038 655
* athenahealth Inc. 14,500 654
* Exelixis Inc. 56,205 635
* Thoratec Corp. 24,462 634
* Impax Laboratories Inc. 24,333 619
* Immucor Inc. 31,280 619
* Bruker Corp. 29,664 618
* Alkermes Inc. 42,914 556
* Align Technology Inc. 25,561 523
* Volcano Corp. 20,309 520
* Par Pharmaceutical Cos. Inc. 15,527 483
* Integra LifeSciences Holdings Corp. 10,001 474
Invacare Corp. 15,107 470
* Nektar Therapeutics 49,476 469
* Auxilium Pharmaceuticals Inc. 21,700 466
* Amedisys Inc. 13,234 463
* Cyberonics Inc. 14,200 452
* NuVasive Inc. 17,550 444
Meridian Bioscience Inc. 18,208 437
* Medicines Co. 26,016 424
* Amsurg Corp. Class A 16,200 412
Universal American Corp. 17,857 409
* Acorda Therapeutics Inc. 17,540 407
* Isis Pharmaceuticals Inc. 43,725 395
* Hanger Orthopedic Group Inc. 15,135 394
* CONMED Corp. 14,640 385
* Gentiva Health Services Inc. 13,331 374
* Kindred Healthcare Inc. 15,232 364
* Zoll Medical Corp. 8,000 358
* Questcor Pharmaceuticals Inc. 24,622 355
Computer Programs & Systems Inc. 5,500 354
* Luminex Corp. 18,616 349
* DexCom Inc. 22,400 348
* Wright Medical Group Inc. 20,400 347
* MWI Veterinary Supply Inc. 4,300 347
* RehabCare Group Inc. 9,232 340
* NxStage Medical Inc. 15,300 336
* Air Methods Corp. 5,000 336
* Medivation Inc. 18,015 336
* Arthrocare Corp. 10,016 334

 

 

  Analogic Corp. 5,900 334
* Greatbatch Inc. 12,541 332
* Ariad Pharmaceuticals Inc. 43,812 329
  PDL BioPharma Inc. 56,495 328
* Neogen Corp. 7,803 323
* Celera Corp. 39,557 321
* Savient Pharmaceuticals Inc. 30,161 320
* Abaxis Inc. 10,700 309
* Depomed Inc. 30,706 308
* HeartWare International Inc. 3,600 308
* Insulet Corp. 14,900 307
* MedAssets Inc. 20,000 305
* Momenta Pharmaceuticals Inc. 19,200 304
  Landauer Inc. 4,900 301
* Halozyme Therapeutics Inc. 44,500 299
* Bio-Reference Labs Inc. 13,288 298
* NPS Pharmaceuticals Inc. 30,446 291
* Emeritus Corp. 11,336 289
* Clinical Data Inc. 9,500 288
* Healthways Inc. 18,313 281
* Enzon Pharmaceuticals Inc. 25,691 280
* ABIOMED Inc. 19,000 276
* Natus Medical Inc. 16,200 272
* Vivus Inc. 43,814 271
* Geron Corp. 53,280 269
* ICU Medical Inc. 6,000 263
* Omnicell Inc. 17,100 261
* Accretive Health Inc. 9,218 256
* Sunrise Senior Living Inc. 21,300 254
* Merit Medical Systems Inc. 12,839 252
* Neurocrine Biosciences Inc. 32,734 248
* IPC The Hospitalist Co. Inc. 5,450 247
  Pain Therapeutics Inc. 24,800 237
* Assisted Living Concepts Inc. Class A 6,044 237
* AVANIR Pharmaceuticals Inc. 57,700 235
* Accuray Inc. 25,957 234
* Corvel Corp. 4,356 232
* Rural/Metro Corp. 13,470 230
* Ardea Biosciences Inc. 7,870 226
* Conceptus Inc. 15,600 225
* OraSure Technologies Inc. 28,490 224
* SIGA Technologies Inc. 18,380 222
* Immunogen Inc. 24,400 221
* Ironwood Pharmaceuticals Inc. 15,703 220
* Endologix Inc. 31,293 212
* Arqule Inc. 29,301 210
* Akorn Inc. 36,344 210
* Jazz Pharmaceuticals Inc. 6,400 204
* Targacept Inc. 7,482 199
*,^ Sangamo Biosciences Inc. 23,683 197
* Sequenom Inc. 30,930 196
* Orthofix International NV 6,001 195
* Affymetrix Inc. 36,894 192
* MAKO Surgical Corp. 7,900 191
* Molina Healthcare Inc. 4,718 189
* PharMerica Corp. 16,254 186
* Lexicon Pharmaceuticals Inc. 108,609 182
* Quidel Corp. 15,000 179

 

 

* LHC Group Inc. 5,900 177
* AMN Healthcare Services Inc. 20,205 175
* Immunomedics Inc. 45,675 174
  America Service Group Inc. 6,643 170
  US Physical Therapy Inc. 7,600 170
* Opko Health Inc. 44,977 168
* Emdeon Inc. Class A 10,393 167
* Capital Senior Living Corp. 15,700 167
* SonoSite Inc. 4,808 160
* Alnylam Pharmaceuticals Inc. 16,500 158
* Optimer Pharmaceuticals Inc. 13,300 157
* Team Health Holdings Inc. 9,000 157
* AMAG Pharmaceuticals Inc. 9,333 156
* Curis Inc. 47,920 156
* Nabi Biopharmaceuticals 25,571 149
* Select Medical Holdings Corp. 18,410 148
* Symmetry Medical Inc. 15,100 148
* Emergent Biosolutions Inc. 6,100 147
* Metabolix Inc. 13,884 146
* Palomar Medical Technologies Inc. 9,700 144
* Five Star Quality Care Inc. 17,293 141
* American Dental Partners Inc. 10,709 140
* TomoTherapy Inc. 30,606 140
* Micromet Inc. 24,730 139
* Cross Country Healthcare Inc. 17,700 139
*,^ Biotime Inc. 18,600 139
* Triple-S Management Corp. Class B 6,635 137
* Medidata Solutions Inc. 5,300 136
* eResearchTechnology Inc. 19,350 131
* AVI BioPharma Inc. 70,000 131
* Continucare Corp. 23,735 127
* Cytokinetics Inc. 82,525 123
* Pharmacyclics Inc. 20,829 123
*,^ MannKind Corp. 33,595 123
* Sun Healthcare Group Inc. 8,543 120
* Rigel Pharmaceuticals Inc. 16,689 119
* Inspire Pharmaceuticals Inc. 29,885 118
* Caliper Life Sciences Inc. 17,380 117
* Novavax Inc. 45,222 117
* Angiodynamics Inc. 7,693 116
  Cantel Medical Corp. 4,500 116
* Dynavax Technologies Corp. 41,928 116
* Columbia Laboratories Inc. 30,465 115
* Durect Corp. 31,841 115
* Alphatec Holdings Inc. 41,900 113
* Corcept Therapeutics Inc. 26,427 112
  National Healthcare Corp. 2,400 112
* Spectrum Pharmaceuticals Inc. 12,300 109
* Spectranetics Corp. 22,996 108
* Progenics Pharmaceuticals Inc. 17,436 108
* Ligand Pharmaceuticals Inc. Class B 10,713 107
* Kensey Nash Corp. 4,291 107
* Genomic Health Inc. 4,300 106
* SuperGen Inc. 33,900 105
* ZIOPHARM Oncology Inc. 16,600 104
* Sciclone Pharmaceuticals Inc. 25,157 102
* Merge Healthcare Inc. 20,581 100
* KV Pharmaceutical Co. Class A 16,333 98

 

 

* BioMimetic Therapeutics Inc. 7,381 97
* IRIS International Inc. 10,700 96
* BioScrip Inc. 20,408 96
*,^ XOMA Ltd. 32,833 93
* Orthovita Inc. 43,416 92
* Array Biopharma Inc. 29,985 92
* Arena Pharmaceuticals Inc. 65,908 92
* Allos Therapeutics Inc. 28,177 89
* Chelsea Therapeutics International Ltd. 22,900 89
  Ensign Group Inc. 2,792 89
*,^ Delcath Systems Inc. 11,898 88
* Medical Action Industries Inc. 10,350 87
* Idenix Pharmaceuticals Inc. 26,134 87
* Skilled Healthcare Group Inc. 6,000 86
* CryoLife Inc. 14,000 85
*,^ Cytori Therapeutics Inc. 10,800 85
* Almost Family Inc. 2,200 83
* Medcath Corp. 5,899 82
* Rochester Medical Corp. 7,086 81
* Protalix BioTherapeutics Inc. 13,000 79
* Vital Images Inc. 5,700 77
* Acadia Pharmaceuticals Inc. 46,740 76
* Biolase Technology Inc. 15,467 75
* SurModics Inc. 5,945 74
* Cadence Pharmaceuticals Inc. 7,968 73
* Anika Therapeutics Inc. 8,000 72
* Furiex Pharmaceuticals Inc. 4,223 71
* Hi-Tech Pharmacal Co. Inc. 3,513 71
* Inhibitex Inc. 19,500 71
* XenoPort Inc. 11,900 71
  Atrion Corp. 400 70
  Maxygen Inc. 13,320 69
*,^ MELA Sciences Inc. 19,288 68
* MAP Pharmaceuticals Inc. 4,899 68
* Cell Therapeutics Inc. 179,910 67
* Pozen Inc. 12,462 67
  Young Innovations Inc. 2,100 66
* Keryx Biopharmaceuticals Inc. 13,000 65
*,^ Somaxon Pharmaceuticals Inc. 22,900 65
* RTI Biologics Inc. 21,863 63
* Cambrex Corp. 10,772 59
* Exact Sciences Corp. 7,966 59
* Synovis Life Technologies Inc. 2,995 57
* ISTA Pharmaceuticals Inc. 5,637 57
* Peregrine Pharmaceuticals Inc. 23,676 56
  Psychemedics Corp. 4,980 55
* LCA-Vision Inc. 8,112 55
* Unilife Corp. 9,648 55
* Stereotaxis Inc. 14,107 55
* Cerus Corp. 18,474 53
* Albany Molecular Research Inc. 11,811 50
* Alliance HealthCare Services Inc. 10,800 48
* Hooper Holmes Inc. 63,605 47
* NovaMed Inc. 3,533 47
* Providence Service Corp. 3,100 46
* CytRx Corp. 51,700 45
* BioCryst Pharmaceuticals Inc. 11,700 44
* Codexis Inc. 3,645 43

 

 

* Myrexis Inc. 11,168 43
* Kendle International Inc. 4,000 43
* StemCells Inc. 46,900 43
* Harvard Bioscience Inc. 7,434 42
* Adolor Corp. 29,428 41
* PDI Inc. 5,100 41
* Dyax Corp. 25,397 41
* PROLOR Biotech Inc. 6,863 41
* Apricus Biosciences Inc. 9,500 40
* Enzo Biochem Inc. 9,435 40
* Vanda Pharmaceuticals Inc. 5,400 39
* Chindex International Inc. 2,400 39
* Osiris Therapeutics Inc. 5,258 38
* Santarus Inc. 11,122 38
* Obagi Medical Products Inc. 3,000 38
* Inovio Pharmaceuticals Inc. 33,339 37
* Affymax Inc. 6,154 36
* Telik Inc. 39,883 36
* Vical Inc. 12,115 36
* Aastrom Biosciences Inc. 13,995 35
* Hansen Medical Inc. 15,321 34
* Allied Healthcare International Inc. 13,317 34
* Exactech Inc. 1,758 31
* Celldex Therapeutics Inc. 7,537 30
* Icad Inc. 21,400 29
* Transcend Services Inc. 1,200 29
* Caraco Pharmaceutical Laboratories Ltd. 5,444 28
* CPEX Pharmaceuticals Inc. 940 26
* Anadys Pharmaceuticals Inc. 21,879 25
* Theragenics Corp. 11,916 25
* Entremed Inc. 4,828 25
* Animal Health International Inc. 5,800 24
* Vascular Solutions Inc. 2,200 24
* Cutera Inc. 2,800 24
* Staar Surgical Co. 4,100 23
* GTx Inc. 8,800 23
* Strategic Diagnostics Inc. 9,612 22
* Insmed Inc. 3,005 20
* CardioNet Inc. 4,200 20
* Orexigen Therapeutics Inc. 7,000 20
* RadNet Inc. 5,579 20
* GenVec Inc. 47,497 19
* Cynosure Inc. Class A 1,300 18
* ThermoGenesis Corp. 8,484 18
* Hemispherx Biopharma Inc. 35,200 16
* Orchid Cellmark Inc. 7,589 15
* Synta Pharmaceuticals Corp. 2,800 15
* Cel-Sci Corp. 19,362 12
* Dusa Pharmaceuticals Inc. 2,300 12
* Idera Pharmaceuticals Inc. 4,300 11
* Biosante Pharmaceuticals Inc. 5,715 11
* Repligen Corp. 2,900 11
* Alexza Pharmaceuticals Inc. 5,996 10
* OncoGenex Pharmaceutical Inc. 636 10
* Infinity Pharmaceuticals Inc. 1,525 9
* Capstone Therapeutics Corp. 20,010 9
* Agenus Inc. 8,912 8
* Discovery Laboratories Inc. 3,736 7

 

 

* Zalicus Inc. 2,700 7
* Mediware Information Systems 500 6
* IVAX Diagnostics Inc. 8,700 6
* AspenBio Pharma Inc. 6,000 5
* China Biologic Products Inc. 300 5
* Biospecifics Technologies Corp. 166 4
* Biodel Inc. 2,000 4
* Arrowhead Research Corp. 5,498 4
* RXi Pharmaceuticals Corp. 2,936 4
* Digirad Corp. 1,200 3
* ADVENTRX Pharmaceuticals Inc. 1,416 3
* Poniard Pharmaceuticals Inc. 4,773 2
* Metropolitan Health Networks Inc. 400 2
* Repros Therapeutics Inc. 175 1
* OXiGENE Inc. 337 1
* EpiCept Corp. 638 —
* Bovie Medical Corp. 100 —
* Palatin Technologies Inc. 160 —
    739,159
Industrials (7.1%)    
General Electric Co. 4,689,423 94,023
United Technologies Corp. 386,056 32,680
Caterpillar Inc. 279,326 31,103
3M Co. 298,870 27,944
United Parcel Service Inc. Class B 320,757 23,839
Boeing Co. 306,726 22,676
Union Pacific Corp. 217,033 21,341
Honeywell International Inc. 326,168 19,476
Emerson Electric Co. 331,256 19,355
Deere & Co. 186,529 18,073
CSX Corp. 164,662 12,942
Danaher Corp. 244,659 12,698
FedEx Corp. 131,831 12,333
Norfolk Southern Corp. 160,025 11,085
Lockheed Martin Corp. 134,898 10,846
General Dynamics Corp. 141,292 10,817
Illinois Tool Works Inc. 185,563 9,968
Tyco International Ltd. 215,654 9,655
Precision Castparts Corp. 62,778 9,240
Cummins Inc. 82,821 9,079
Raytheon Co. 159,623 8,120
Eaton Corp. 141,000 7,817
Northrop Grumman Corp. 122,314 7,670
PACCAR Inc. 144,556 7,568
Waste Management Inc. 199,217 7,439
Ingersoll-Rand plc 142,646 6,891
Parker Hannifin Corp. 71,284 6,749
Rockwell Automation Inc. 62,623 5,927
Fluor Corp. 78,890 5,811
CH Robinson Worldwide Inc. 73,268 5,431
Dover Corp. 82,322 5,412
Republic Services Inc. Class A 169,205 5,083
Goodrich Corp. 55,226 4,723
Expeditors International of Washington Inc. 93,762 4,701
Cooper Industries plc 71,658 4,651
ITT Corp. 76,783 4,611
Joy Global Inc. 45,576 4,503

 

 

Rockwell Collins Inc. 69,310 4,493
Southwest Airlines Co. 328,955 4,155
L-3 Communications Holdings Inc. 50,021 3,917
Fastenal Co. 58,647 3,802
Roper Industries Inc. 41,948 3,627
WW Grainger Inc. 26,143 3,599
* Delta Air Lines Inc. 348,868 3,419
Textron Inc. 121,688 3,333
* United Continental Holdings Inc. 139,691 3,212
Flowserve Corp. 24,721 3,184
* Stericycle Inc. 35,762 3,171
Bucyrus International Inc. Class A 34,050 3,114
AMETEK Inc. 70,634 3,099
Pall Corp. 51,200 2,950
* Jacobs Engineering Group Inc. 55,700 2,865
KBR Inc. 67,000 2,531
Iron Mountain Inc. 79,760 2,491
* Kansas City Southern 45,350 2,469
Pitney Bowes Inc. 90,142 2,316
* AGCO Corp. 41,304 2,270
Manpower Inc. 36,045 2,267
Masco Corp. 159,683 2,223
Equifax Inc. 54,887 2,132
* Quanta Services Inc. 93,703 2,102
* Foster Wheeler AG 55,302 2,080
* Navistar International Corp. 28,579 1,981
Donaldson Co. Inc. 32,058 1,965
Timken Co. 36,695 1,919
Robert Half International Inc. 61,535 1,883
JB Hunt Transport Services Inc. 41,090 1,866
Avery Dennison Corp. 43,399 1,821
Gardner Denver Inc. 23,292 1,817
Cintas Corp. 59,712 1,807
* Owens Corning 50,097 1,803
* Terex Corp. 48,001 1,778
* Verisk Analytics Inc. Class A 54,201 1,776
Dun & Bradstreet Corp. 22,127 1,775
SPX Corp. 22,344 1,774
* WABCO Holdings Inc. 28,670 1,767
* TransDigm Group Inc. 20,700 1,735
RR Donnelley & Sons Co. 91,206 1,726
* Babcock & Wilcox Co. 51,440 1,717
* Hertz Global Holdings Inc. 109,300 1,708
* URS Corp. 37,031 1,705
Hubbell Inc. Class B 23,349 1,658
Pentair Inc. 43,661 1,650
* IHS Inc. Class A 18,398 1,633
IDEX Corp. 36,453 1,591
Nordson Corp. 13,559 1,560
Snap-On Inc. 25,935 1,558
* BE Aerospace Inc. 42,957 1,526
Wabtec Corp. 21,214 1,439
* Oshkosh Corp. 40,508 1,433
Lincoln Electric Holdings Inc. 18,825 1,429
Kennametal Inc. 36,283 1,415
Waste Connections Inc. 48,475 1,396
* Thomas & Betts Corp. 22,932 1,364
MSC Industrial Direct Co. Class A 19,855 1,359

 

 

* Shaw Group Inc. 37,906 1,342
* Sensata Technologies Holding NV 38,500 1,337
Trinity Industries Inc. 35,788 1,312
* Kirby Corp. 22,700 1,300
Towers Watson & Co. Class A 23,190 1,286
Manitowoc Co. Inc. 58,148 1,272
Regal-Beloit Corp. 17,101 1,263
Harsco Corp. 35,646 1,258
* Spirit Aerosystems Holdings Inc. Class A 47,510 1,220
Graco Inc. 26,696 1,214
* Corrections Corp. of America 49,322 1,203
Carlisle Cos. Inc. 26,912 1,199
* WESCO International Inc. 18,925 1,183
* Aecom Technology Corp. 42,164 1,169
Ryder System Inc. 22,950 1,161
* Copart Inc. 26,365 1,142
Acuity Brands Inc. 19,313 1,130
* GrafTech International Ltd. 53,699 1,108
Crane Co. 22,197 1,075
* Nielsen Holdings NV 38,789 1,059
Lennox International Inc. 20,106 1,057
Alliant Techsystems Inc. 14,920 1,054
* Alaska Air Group Inc. 16,578 1,051
* Clean Harbors Inc. 10,465 1,032
* Genesee & Wyoming Inc. Class A 17,319 1,008
CLARCOR Inc. 22,271 1,001
* General Cable Corp. 23,050 998
Landstar System Inc. 21,671 990
Valmont Industries Inc. 9,457 987
Covanta Holding Corp. 57,553 983
Con-way Inc. 24,526 964
* Esterline Technologies Corp. 13,486 954
* AMR Corp. 147,076 950
Toro Co. 14,200 940
UTi Worldwide Inc. 44,928 909
* EMCOR Group Inc. 29,300 907
* United Rentals Inc. 27,180 905
Woodward Inc. 25,901 895
* EnerSys 22,380 890
Actuant Corp. Class A 30,361 880
* Polypore International Inc. 15,100 869
Alexander & Baldwin Inc. 18,629 850
* Hexcel Corp. 43,000 847
* Huntington Ingalls Industries Inc. 20,385 846
* Teledyne Technologies Inc. 16,121 834
Robbins & Myers Inc. 18,023 829
* Avis Budget Group Inc. 45,293 811
GATX Corp. 20,936 809
* Atlas Air Worldwide Holdings Inc. 11,600 809
* Moog Inc. Class A 17,501 803
* FTI Consulting Inc. 20,880 800
Belden Inc. 21,225 797
Watsco Inc. 11,300 788
Triumph Group Inc. 8,806 779
Brady Corp. Class A 21,762 777
* Dollar Thrifty Automotive Group Inc. 11,600 774
* Geo Group Inc. 30,180 774
AO Smith Corp. 17,317 768

 

 

Curtiss-Wright Corp. 20,768 730
United Stationers Inc. 10,219 726
* Middleby Corp. 7,753 723
* Chart Industries Inc. 12,917 711
* JetBlue Airways Corp. 110,211 691
* Tetra Tech Inc. 27,938 690
* Meritor Inc. 39,981 678
Brink's Co. 20,457 677
Herman Miller Inc. 24,587 676
* Old Dominion Freight Line Inc. 18,525 650
HNI Corp. 19,935 629
Corporate Executive Board Co. 15,546 628
Mueller Industries Inc. 17,029 624
* Acacia Research - Acacia Technologies 18,131 620
* US Airways Group Inc. 71,222 620
Deluxe Corp. 23,137 614
Rollins Inc. 30,076 611
* HUB Group Inc. Class A 16,707 605
Kaydon Corp. 15,189 595
* II-VI Inc. 11,700 582
Applied Industrial Technologies Inc. 17,489 582
Werner Enterprises Inc. 21,577 571
Mine Safety Appliances Co. 15,502 568
* CoStar Group Inc. 9,017 565
* Ceradyne Inc. 12,146 548
* USG Corp. 32,800 546
Knight Transportation Inc. 28,265 544
Simpson Manufacturing Co. Inc. 18,100 533
* American Superconductor Corp. 21,408 532
Watts Water Technologies Inc. Class A 13,755 525
Briggs & Stratton Corp. 22,996 521
ABM Industries Inc. 20,350 517
* AAR Corp. 18,100 502
* MasTec Inc. 23,875 497
* Orbital Sciences Corp. 26,000 492
Healthcare Services Group Inc. 27,963 492
* Insituform Technologies Inc. Class A 18,100 484
Heartland Express Inc. 27,418 481
Knoll Inc. 22,700 476
ESCO Technologies Inc. 12,280 468
Granite Construction Inc. 16,177 455
Cubic Corp. 7,900 454
* Mobile Mini Inc. 18,800 452
* Korn/Ferry International 20,201 450
* Macquarie Infrastructure Co. LLC 18,800 449
Forward Air Corp. 14,553 446
Skywest Inc. 25,900 438
Raven Industries Inc. 7,100 436
Barnes Group Inc. 20,864 436
* DigitalGlobe Inc. 15,460 433
* AirTran Holdings Inc. 57,740 430
* Beacon Roofing Supply Inc. 20,975 429
Seaboard Corp. 177 427
Steelcase Inc. Class A 37,426 426
American Science & Engineering Inc. 4,600 425
Armstrong World Industries Inc. 9,156 424
* GeoEye Inc. 10,068 419
Kaman Corp. 11,851 417

 

 

Franklin Electric Co. Inc. 8,900 411
* 3D Systems Corp. 8,104 393
* SFN Group Inc. 27,899 393
* EnPro Industries Inc. 10,619 386
Insperity Inc. 12,400 377
* Advisory Board Co. 7,291 376
* Griffon Corp. 28,390 373
Resources Connection Inc. 19,200 372
* SYKES Enterprises Inc. 18,316 362
Lindsay Corp. 4,550 360
* Blount International Inc. 22,037 352
HEICO Corp. 5,625 352
Titan International Inc. 13,125 349
Aircastle Ltd. 28,426 343
* Kforce Inc. 18,307 335
* Altra Holdings Inc. 14,100 333
* Amerco Inc. 3,428 333
* Dycom Industries Inc. 19,090 331
Interface Inc. Class A 17,743 328
* TrueBlue Inc. 19,304 324
CIRCOR International Inc. 6,700 315
Quanex Building Products Corp. 15,990 314
Tutor Perini Corp. 12,800 312
Mueller Water Products Inc. Class A 69,074 309
* Astec Industries Inc. 8,243 307
Arkansas Best Corp. 11,800 306
* Sauer-Danfoss Inc. 6,000 306
* RBC Bearings Inc. 7,977 305
Ameron International Corp. 4,300 300
Unifirst Corp. 5,500 292
Tennant Co. 6,900 290
* Ladish Co. Inc. 5,300 290
* Colfax Corp. 12,600 289
* Wabash National Corp. 24,350 282
* H&E Equipment Services Inc. 14,293 279
Allegiant Travel Co. Class A 6,346 278
HEICO Corp. Class A 6,066 273
Universal Forest Products Inc. 7,421 272
* RSC Holdings Inc. 18,900 272
* Interline Brands Inc. 13,304 271
Albany International Corp. 10,722 267
* Capstone Turbine Corp. 145,476 263
* Layne Christensen Co. 7,508 259
Comfort Systems USA Inc. 18,300 257
TAL International Group Inc. 7,090 257
Gorman-Rupp Co. 6,452 254
AAON Inc. 7,530 248
* Huron Consulting Group Inc. 8,890 246
* Exponent Inc. 5,516 246
* Navigant Consulting Inc. 24,078 241
G&K Services Inc. Class A 6,939 231
Badger Meter Inc. 5,482 226
Heidrick & Struggles International Inc. 8,100 225
* Consolidated Graphics Inc. 4,100 224
McGrath Rentcorp 8,200 224
* Greenbrier Cos. Inc. 7,720 219
Tredegar Corp. 10,055 217
* Celadon Group Inc. 13,325 216

 

 

  Apogee Enterprises Inc. 16,300 215
  Great Lakes Dredge & Dock Corp. 27,781 212
* FreightCar America Inc. 6,515 212
  AZZ Inc. 4,614 210
  EnergySolutions Inc. 35,200 210
  Cascade Corp. 4,700 210
  NACCO Industries Inc. Class A 1,891 209
* Titan Machinery Inc. 8,200 207
  National Presto Industries Inc. 1,820 205
* Kelly Services Inc. Class A 9,400 204
  Vicor Corp. 12,179 201
* Kadant Inc. 7,610 199
  Encore Wire Corp. 8,050 196
* Cenveo Inc. 30,001 196
  LB Foster Co. Class A 4,500 194
  John Bean Technologies Corp. 9,900 190
* Furmanite Corp. 23,697 190
* ACCO Brands Corp. 19,708 188
  Standex International Corp. 4,900 186
* Aerovironment Inc. 5,300 185
* FuelCell Energy Inc. 85,818 184
* Columbus McKinnon Corp. 9,837 182
* Force Protection Inc. 37,036 181
  Viad Corp. 7,547 181
* Team Inc. 6,636 174
* Rush Enterprises Inc. Class A 8,750 173
  Ennis Inc. 10,009 170
* CBIZ Inc. 23,323 168
  Sun Hydraulics Corp. 3,800 164
* GenCorp Inc. 27,100 162
* Generac Holdings Inc. 7,965 162
* Trimas Corp. 7,500 161
* Trex Co. Inc. 4,900 160
*,^ A123 Systems Inc. 24,939 158
* American Reprographics Co. 15,057 156
* MYR Group Inc. 6,400 153
* Genco Shipping & Trading Ltd. 13,908 150
* GP Strategies Corp. 10,600 144
  Alamo Group Inc. 5,242 144
* Flow International Corp. 32,500 143
  Ducommun Inc. 5,800 139
* Taser International Inc. 34,000 138
  Marten Transport Ltd. 6,150 137
* NN Inc. 7,480 137
  CDI Corp. 9,200 136
  Houston Wire & Cable Co. 9,300 136
  US Ecology Inc. 7,800 136
  Ampco-Pittsburgh Corp. 4,900 135
* Innerworkings Inc. 18,129 134
* Higher One Holdings Inc. 9,255 134
* Ener1 Inc. 43,326 128
* M&F Worldwide Corp. 5,100 128
* KAR Auction Services Inc. 8,315 128
* Harbin Electric Inc. 6,100 126
* Commercial Vehicle Group Inc. 7,012 125
  Graham Corp. 5,200 125
* EnerNOC Inc. 6,500 124
  Federal Signal Corp. 18,853 123

 

 

* Air Transport Services Group Inc. 14,274 121
* Metalico Inc. 18,800 117
* Sterling Construction Co. Inc. 6,900 116
* ICF International Inc. 5,500 113
  American Woodmark Corp. 5,385 112
* Powell Industries Inc. 2,832 112
* Fuel Tech Inc. 12,400 110
* Republic Airways Holdings Inc. 17,114 110
* PMFG Inc. 5,000 107
* CRA International Inc. 3,678 106
* Orion Marine Group Inc. 9,800 105
* Odyssey Marine Exploration Inc. 34,066 105
  Miller Industries Inc. 6,446 105
* Dolan Co. 8,600 104
* School Specialty Inc. 7,299 104
  Dynamic Materials Corp. 3,700 103
  Kimball International Inc. Class B 14,764 103
* RailAmerica Inc. 6,000 102
* Hawaiian Holdings Inc. 17,000 102
* Satcon Technology Corp. 26,400 102
* China BAK Battery Inc. 54,500 99
* Gibraltar Industries Inc. 8,200 98
  Intersections Inc. 7,870 98
* Active Power Inc. 31,013 92
* Park-Ohio Holdings Corp. 4,400 91
* On Assignment Inc. 9,600 91
  Aceto Corp. 11,107 89
* Lydall Inc. 9,942 88
  Met-Pro Corp. 7,266 86
* Eagle Bulk Shipping Inc. 22,733 85
* DXP Enterprises Inc. 3,600 83
* Saia Inc. 5,051 83
  Multi-Color Corp. 4,087 83
  Insteel Industries Inc. 5,800 82
* Builders FirstSource Inc. 28,380 81
* Hudson Highland Group Inc. 12,330 80
  Schawk Inc. Class A 4,100 80
* Willis Lease Finance Corp. 6,189 78
* Casella Waste Systems Inc. Class A 10,781 77
* Michael Baker Corp. 2,659 77
* Quality Distribution Inc. 6,326 75
* Northwest Pipe Co. 3,150 72
*,^ Valence Technology Inc. 46,165 72
* Kratos Defense & Security Solutions Inc. 5,043 72
* Astronics Corp. 2,800 70
* Pacer International Inc. 13,300 70
* Energy Recovery Inc. 21,262 68
* Perma-Fix Environmental Services 44,758 68
* PowerSecure International Inc. 7,800 67
* Pike Electric Corp. 6,910 66
* WCA Waste Corp. 9,763 59
* United Capital Corp. 2,064 58
  Twin Disc Inc. 1,800 58
  Preformed Line Products Co. 823 57
* Standard Parking Corp. 3,100 55
* American Railcar Industries Inc. 2,200 55
* Plug Power Inc. 70,838 54
* NCI Building Systems Inc. 4,160 53

 

 

* Tecumseh Products Co. Class A 4,923 49
  Lawson Products Inc. 2,138 49
* CAI International Inc. 1,900 49
* APAC Customer Services Inc. 8,134 49
* LMI Aerospace Inc. 2,400 49
* Xerium Technologies Inc. 2,000 48
* Fushi Copperweld Inc. 5,900 47
  Courier Corp. 3,348 47
* Ultralife Corp. 9,200 47
* Hill International Inc. 8,700 46
* PAM Transportation Services Inc. 3,663 45
* Covenant Transportation Group Inc. Class A 4,806 44
  LSI Industries Inc. 6,007 44
* TRC Cos. Inc. 8,800 43
* LaBarge Inc. 2,400 42
* Pinnacle Airlines Corp. 7,373 42
* BlueLinx Holdings Inc. 11,400 42
* Magnetek Inc. 19,000 42
  International Shipholding Corp. 1,442 36
* USA Truck Inc. 2,600 34
* Innovative Solutions & Support Inc. 5,724 34
* UQM Technologies Inc. 10,950 33
  LS Starrett Co. Class A 2,200 31
  Barrett Business Services Inc. 1,900 31
* Advanced Battery Technologies Inc. 14,700 29
  Hardinge Inc. 2,000 27
* Integrated Electrical Services Inc. 7,350 25
  Virco Manufacturing 7,736 25
  Baltic Trading Ltd. 2,700 25
  Superior Uniform Group Inc. 2,008 23
* Applied Energetics Inc. 34,281 23
* Hurco Cos. Inc. 700 21
* Patriot Transportation Holding Inc. 783 21
  VSE Corp. 700 21
* Rush Enterprises Inc. Class B 1,149 20
* Broadwind Energy Inc. 14,980 20
*,^ YRC Worldwide Inc. 10,992 19
  Standard Register Co. 5,676 19
* Frozen Food Express Industries 4,700 16
*,^ Hoku Corp. 7,900 16
* SL Industries Inc. 850 16
* Mistras Group Inc. 900 16
* China Valves Technology Inc. 3,300 15
  Douglas Dynamics Inc. 1,000 14
* Raytheon Co. Warrants Exp. 06/16/2011 1,046 14
* SmartHeat Inc. 4,900 14
* Altair Nanotechnologies Inc. 8,350 13
* Omega Flex Inc. 810 11
* Universal Truckload Services Inc. 600 10
* Tecumseh Products Co. Class B 1,000 9
* Sypris Solutions Inc. 2,100 9
* Roadrunner Transportation Systems Inc. 600 9
* Innotrac Corp. 5,748 9
* TBS International plc Class A 4,500 9
  Horizon Lines Inc. Class A 9,400 8
* Lihua International Inc. 900 8
* Arotech Corp. 4,507 6
* LECG Corp. 26,474 5

 

 

* Amrep Corp. 200 2
      775,579
Information Technology (11.0%)    
* Apple Inc. 403,640 140,648
  International Business Machines Corp. 546,756 89,159
  Microsoft Corp. 3,388,998 85,945
* Google Inc. Class A 109,347 64,100
  Oracle Corp. 1,770,107 59,068
  Intel Corp. 2,455,520 49,528
  Cisco Systems Inc. 2,440,225 41,850
  Hewlett-Packard Co. 998,400 40,904
  QUALCOMM Inc. 711,865 39,032
* EMC Corp. 907,133 24,084
  Texas Instruments Inc. 516,753 17,859
  Visa Inc. Class A 218,846 16,111
* eBay Inc. 516,358 16,028
  Accenture plc Class A 279,039 15,339
  Corning Inc. 687,808 14,189
  Mastercard Inc. Class A 48,529 12,216
* Dell Inc. 770,522 11,180
  Automatic Data Processing Inc. 217,080 11,138
* Cognizant Technology Solutions Corp. Class A 133,589 10,874
* Juniper Networks Inc. 230,246 9,689
  Applied Materials Inc. 588,313 9,189
* Yahoo! Inc. 545,453 9,082
  Broadcom Corp. Class A 201,288 7,927
* NetApp Inc. 157,364 7,582
* Adobe Systems Inc. 223,997 7,428
* Intuit Inc. 131,158 6,964
* Salesforce.com Inc. 52,079 6,957
  TE Connectivity Ltd. 195,813 6,818
  Xerox Corp. 612,190 6,520
* Symantec Corp. 341,609 6,333
* Motorola Solutions Inc. 140,586 6,283
* Citrix Systems Inc. 82,741 6,078
  Altera Corp. 137,585 6,056
  Western Union Co. 288,954 6,002
  Analog Devices Inc. 131,782 5,190
* SanDisk Corp. 103,658 4,778
* NVIDIA Corp. 252,618 4,663
* Micron Technology Inc. 396,248 4,541
  Paychex Inc. 143,315 4,494
* Autodesk Inc. 100,307 4,425
  CA Inc. 180,959 4,376
  Amphenol Corp. Class A 76,919 4,184
* Fiserv Inc. 65,529 4,110
*,^ First Solar Inc. 24,690 3,971
* BMC Software Inc. 78,371 3,898
* Red Hat Inc. 84,128 3,819
* Marvell Technology Group Ltd. 244,040 3,795
* Western Digital Corp. 101,306 3,778
  Xilinx Inc. 114,321 3,750
* Teradata Corp. 73,832 3,743
  Fidelity National Information Services Inc. 112,864 3,690
* F5 Networks Inc. 35,792 3,671
  KLA-Tencor Corp. 73,752 3,494
  Linear Technology Corp. 99,220 3,337

 

 

Maxim Integrated Products Inc. 130,300 3,336
Computer Sciences Corp. 68,289 3,328
Microchip Technology Inc. 82,607 3,140
* Lam Research Corp. 54,431 3,084
* Akamai Technologies Inc. 80,413 3,056
* Seagate Technology plc 208,990 3,009
* Motorola Mobility Holdings Inc. 122,512 2,989
* Electronic Arts Inc. 146,980 2,871
Harris Corp. 56,797 2,817
* Atmel Corp. 202,998 2,767
VeriSign Inc. 75,684 2,741
* Trimble Navigation Ltd. 53,238 2,691
* VMware Inc. Class A 32,735 2,669
Activision Blizzard Inc. 241,814 2,653
* Rovi Corp. 49,307 2,645
* Skyworks Solutions Inc. 81,082 2,629
* Flextronics International Ltd. 344,826 2,576
Avago Technologies Ltd. 81,461 2,533
FLIR Systems Inc. 70,181 2,429
* Riverbed Technology Inc. 61,934 2,332
* Avnet Inc. 67,477 2,300
* SAIC Inc. 131,919 2,232
* Advanced Micro Devices Inc. 257,131 2,211
* Informatica Corp. 41,662 2,176
* ANSYS Inc. 40,135 2,175
* Arrow Electronics Inc. 51,672 2,164
* VeriFone Systems Inc. 38,456 2,113
* Cree Inc. 45,766 2,113
* Nuance Communications Inc. 105,305 2,060
* JDS Uniphase Corp. 98,584 2,054
Factset Research Systems Inc. 19,424 2,034
* TIBCO Software Inc. 73,585 2,005
* Alliance Data Systems Corp. 22,897 1,967
* Polycom Inc. 37,639 1,952
* LSI Corp. 281,712 1,916
* ON Semiconductor Corp. 191,440 1,890
* Equinix Inc. 20,374 1,856
* Synopsys Inc. 65,496 1,811
* Rackspace Hosting Inc. 41,810 1,792
* MICROS Systems Inc. 35,700 1,765
Jabil Circuit Inc. 86,367 1,764
Global Payments Inc. 35,443 1,734
* Varian Semiconductor Equipment Associates Inc. 32,965 1,604
Solera Holdings Inc. 31,367 1,603
* Gartner Inc. 38,154 1,590
National Semiconductor Corp. 105,515 1,513
* Novellus Systems Inc. 40,322 1,497
* Ingram Micro Inc. 69,762 1,467
* Teradyne Inc. 80,819 1,439
* Ariba Inc. 41,634 1,421
* Atheros Communications Inc. 31,820 1,421
* Cypress Semiconductor Corp. 69,604 1,349
Total System Services Inc. 74,280 1,339
* NCR Corp. 71,042 1,338
Lender Processing Services Inc. 40,839 1,315
* MEMC Electronic Materials Inc. 100,883 1,307
* WebMD Health Corp. 24,464 1,307
* Lexmark International Inc. Class A 34,740 1,287

 

 

National Instruments Corp. 38,967 1,277
Broadridge Financial Solutions Inc. 55,573 1,261
* IAC/InterActiveCorp 40,554 1,253
* Brocade Communications Systems Inc. 200,712 1,234
Jack Henry & Associates Inc. 36,096 1,223
* Sohu.com Inc. 13,646 1,219
Molex Inc. 48,516 1,219
* Vishay Intertechnology Inc. 66,663 1,183
* Aruba Networks Inc. 34,752 1,176
* Parametric Technology Corp. 52,269 1,176
* Dolby Laboratories Inc. Class A 23,536 1,158
* Cadence Design Systems Inc. 118,234 1,153
* Compuware Corp. 97,316 1,124
* Tech Data Corp. 22,059 1,122
* Concur Technologies Inc. 19,800 1,098
* Netlogic Microsystems Inc. 25,500 1,071
* Ciena Corp. 41,244 1,071
ADTRAN Inc. 24,991 1,061
Diebold Inc. 29,253 1,037
* International Rectifier Corp. 31,314 1,035
* VistaPrint NV 19,649 1,020
* Fairchild Semiconductor International Inc. Class A 55,587 1,012
* Itron Inc. 17,903 1,010
* Acme Packet Inc. 14,200 1,008
* Rambus Inc. 50,203 994
* Zebra Technologies Corp. 25,226 990
* Universal Display Corp. 17,700 974
MercadoLibre Inc. 11,869 969
InterDigital Inc. 19,945 952
* Novell Inc. 157,187 932
* Veeco Instruments Inc. 18,200 925
* AOL Inc. 47,209 922
* TriQuint Semiconductor Inc. 70,189 906
Anixter International Inc. 12,942 905
* QLogic Corp. 47,661 884
DST Systems Inc. 16,708 883
* Monster Worldwide Inc. 55,403 881
* Omnivision Technologies Inc. 24,400 867
* SuccessFactors Inc. 21,946 858
* NeuStar Inc. Class A 33,230 850
* Wright Express Corp. 16,275 844
* Progress Software Corp. 28,800 838
Tellabs Inc. 158,070 828
* CACI International Inc. Class A 13,500 828
* Silicon Laboratories Inc. 18,592 803
* Fortinet Inc. 18,158 799
* GSI Commerce Inc. 27,227 797
Plantronics Inc. 21,572 790
* PMC - Sierra Inc. 104,000 780
* Microsemi Corp. 37,429 775
* Convergys Corp. 53,969 775
* Finisar Corp. 31,356 771
* Lawson Software Inc. 62,361 755
* RF Micro Devices Inc. 117,466 753
* CommVault Systems Inc. 18,400 734
* CoreLogic Inc. 39,632 733
* Cavium Networks Inc. 16,195 728
* Mentor Graphics Corp. 49,455 724

 

 

* Cymer Inc. 12,742 721
MKS Instruments Inc. 21,353 711
* Quest Software Inc. 27,668 702
* Coherent Inc. 12,084 702
* Hittite Microwave Corp. 11,007 702
Intersil Corp. Class A 55,878 696
* Semtech Corp. 27,778 695
* Arris Group Inc. 54,418 693
* IPG Photonics Corp. 11,600 669
* Digital River Inc. 17,808 667
* OpenTable Inc. 6,208 660
* Viasat Inc. 16,375 652
* Plexus Corp. 18,444 647
* Genpact Ltd. 44,419 643
* Ultimate Software Group Inc. 10,910 641
MAXIMUS Inc. 7,801 633
* EchoStar Corp. Class A 16,631 629
* Cirrus Logic Inc. 29,761 626
* j2 Global Communications Inc. 20,708 611
* SAVVIS Inc. 16,144 599
* FEI Co. 17,500 590
* Unisys Corp. 18,870 589
* Aspen Technology Inc. 39,079 586
* Take-Two Interactive Software Inc. 38,100 586
* Taleo Corp. Class A 16,353 583
Fair Isaac Corp. 18,247 577
* Cabot Microelectronics Corp. 10,907 570
* JDA Software Group Inc. 18,759 568
* SRA International Inc. Class A 20,000 567
* Sapient Corp. 49,413 566
Littelfuse Inc. 9,900 565
* Diodes Inc. 16,300 555
* Rofin-Sinar Technologies Inc. 14,028 554
* MicroStrategy Inc. Class A 4,101 551
Blackbaud Inc. 20,181 550
* ACI Worldwide Inc. 16,700 548
* Blue Coat Systems Inc. 19,234 542
* Integrated Device Technology Inc. 71,916 530
* Blackboard Inc. 14,598 529
* ValueClick Inc. 36,390 526
* Netgear Inc. 16,200 526
* Entegris Inc. 59,692 523
* Spansion Inc. Class A 27,800 519
* Benchmark Electronics Inc. 27,116 514
* AsiaInfo-Linkage Inc. 23,407 507
* Acxiom Corp. 34,467 495
* Scansource Inc. 12,900 490
Power Integrations Inc. 12,525 480
* Advent Software Inc. 16,738 480
Cognex Corp. 16,842 476
* Stratasys Inc. 10,000 470
* Websense Inc. 20,400 469
* Brooks Automation Inc. 33,538 460
* Checkpoint Systems Inc. 20,200 454
* BroadSoft Inc. 9,500 453
* Harmonic Inc. 47,272 443
Syntel Inc. 8,454 442
* TiVo Inc. 50,250 440

 

 

* Mantech International Corp. Class A 10,300 437
* L-1 Identity Solutions Inc. 36,986 436
* SunPower Corp. Class A 24,700 423
* Terremark Worldwide Inc. 22,260 423
* Ebix Inc. 17,700 419
* Synaptics Inc. 15,440 417
* Synchronoss Technologies Inc. 12,000 417
* DTS Inc. 8,900 415
* Sonus Networks Inc. 110,249 415
* Sanmina-SCI Corp. 36,437 408
* DealerTrack Holdings Inc. 17,726 407
* Avid Technology Inc. 18,206 406
* Tessera Technologies Inc. 22,181 405
* Emulex Corp. 37,759 403
* Euronet Worldwide Inc. 20,400 394
* Verigy Ltd. 27,812 392
  Earthlink Inc. 49,853 390
  AVX Corp. 26,114 389
* TTM Technologies Inc. 20,900 380
* DG FastChannel Inc. 11,767 379
* Amkor Technology Inc. 55,586 375
* Rogers Corp. 8,300 374
* Insight Enterprises Inc. 21,798 371
* Silicon Graphics International Corp. 17,300 370
*,^ Power-One Inc. 42,057 368
* Lattice Semiconductor Corp. 61,453 363
* CSG Systems International Inc. 18,149 362
* GT Solar International Inc. 33,600 358
  Comtech Telecommunications Corp. 13,150 357
* Tyler Technologies Inc. 15,000 356
* Applied Micro Circuits Corp. 34,165 355
* Manhattan Associates Inc. 10,800 353
* Infinera Corp. 42,040 353
* STEC Inc. 17,447 351
* Netscout Systems Inc. 12,800 350
* Constant Contact Inc. 9,831 343
* OSI Systems Inc. 9,008 338
* Loral Space & Communications Inc. 4,300 333
* Silicon Image Inc. 37,171 333
  Forrester Research Inc. 8,691 333
* Brightpoint Inc. 30,603 332
  Black Box Corp. 9,300 327
* Ancestry.com Inc. 9,152 324
* Hypercom Corp. 26,900 324
* ATMI Inc. 17,116 323
  Opnet Technologies Inc. 8,148 318
* FARO Technologies Inc. 7,900 316
* Electronics for Imaging Inc. 21,386 315
  iGate Corp. 16,693 313
  Micrel Inc. 23,235 313
* SunPower Corp. Class B 18,694 312
* Ixia 19,449 309
* TeleTech Holdings Inc. 15,847 307
* LivePerson Inc. 23,600 298
* Quantum Corp. 114,700 289
  MTS Systems Corp. 6,320 288
* Electro Scientific Industries Inc. 16,383 284
* Zoran Corp. 26,922 280

 

 

* Sourcefire Inc. 9,800 270
* SYNNEX Corp. 8,200 268
* Bottomline Technologies Inc. 10,400 261
* Newport Corp. 14,660 261
* Kenexa Corp. 9,473 261
* Mercury Computer Systems Inc. 12,300 260
* RightNow Technologies Inc. 8,200 257
* Epicor Software Corp. 23,082 256
* Accelrys Inc. 31,850 255
* Standard Microsystems Corp. 10,200 252
* SolarWinds Inc. 10,700 251
* Intermec Inc. 23,024 248
Molex Inc. Class A 12,000 248
* Oclaro Inc. 21,545 248
* LTX-Credence Corp. 26,512 242
* Advanced Energy Industries Inc. 14,600 239
* Powerwave Technologies Inc. 52,792 238
* FormFactor Inc. 23,000 237
* Volterra Semiconductor Corp. 9,500 236
Heartland Payment Systems Inc. 13,436 236
* Radiant Systems Inc. 13,250 235
* Cardtronics Inc. 11,381 232
Sycamore Networks Inc. 9,251 226
* Tekelec 27,811 226
* Verint Systems Inc. 6,275 225
Pegasystems Inc. 5,900 224
* Entropic Communications Inc. 26,100 221
* Ultratech Inc. 7,500 220
Park Electrochemical Corp. 6,832 220
CTS Corp. 20,400 220
* Kulicke & Soffa Industries Inc. 23,434 219
* Ceva Inc. 8,185 219
VirnetX Holding Corp. 10,900 217
* Limelight Networks Inc. 29,749 213
* comScore Inc. 7,200 212
EPIQ Systems Inc. 14,753 212
NIC Inc. 17,000 212
* Interactive Intelligence Inc. 5,461 211
* VASCO Data Security International Inc. 15,200 209
* Oplink Communications Inc. 10,683 208
* Move Inc. 86,901 208
United Online Inc. 32,438 205
* IXYS Corp. 14,993 201
Methode Electronics Inc. 16,549 200
Electro Rent Corp. 11,391 196
* Monolithic Power Systems Inc. 13,515 192
* LogMeIn Inc. 4,500 190
* Extreme Networks 53,959 189
* S1 Corp. 28,062 187
* Echelon Corp. 18,300 185
* NetSuite Inc. 6,300 183
* Infospace Inc. 21,148 183
* QuinStreet Inc. 8,026 182
* PROS Holdings Inc. 12,500 182
* RealNetworks Inc. 48,479 180
* Imation Corp. 15,978 178
Daktronics Inc. 16,518 178
* Gerber Scientific Inc. 18,800 176

 

 

* Dice Holdings Inc. 11,600 175
* MIPS Technologies Inc. Class A 16,646 175
* Rubicon Technology Inc. 6,300 174
* Magma Design Automation Inc. 25,500 174
* UTStarcom Inc. 71,921 169
* SS&C Technologies Holdings Inc. 8,200 167
* Perficient Inc. 13,822 166
* TNS Inc. 10,600 165
* Vocus Inc. 6,132 159
Cohu Inc. 10,313 158
* SMART Modular Technologies WWH Inc. 20,058 156
* Internap Network Services Corp. 23,192 152
* Smith Micro Software Inc. 16,018 150
* Aviat Networks Inc. 28,777 149
* Nanometrics Inc. 8,204 148
* Cogo Group Inc. 18,200 147
* Sigma Designs Inc. 11,200 145
* support.com Inc. 27,817 144
* Westell Technologies Inc. Class A 41,100 144
ModusLink Global Solutions Inc. 26,004 142
* Integrated Silicon Solution Inc. 15,300 142
* Anadigics Inc. 31,576 141
* THQ Inc. 30,882 141
* Measurement Specialties Inc. 4,100 140
Keynote Systems Inc. 7,516 139
* Exar Corp. 22,971 138
* Multi-Fineline Electronix Inc. 4,900 138
* Ciber Inc. 20,126 135
* Anaren Inc. 6,685 134
* Super Micro Computer Inc. 8,100 130
* Kemet Corp. 8,620 128
* Maxwell Technologies Inc. 7,400 128
DDi Corp. 12,046 127
* Saba Software Inc. 12,878 126
* Knot Inc. 10,481 126
* Calix Inc. 6,200 126
* Net 1 UEPS Technologies Inc. 14,420 124
* Photronics Inc. 13,800 124
* Lionbridge Technologies Inc. 35,784 123
* FalconStor Software Inc. 26,858 122
* Emcore Corp. 46,977 121
* Fabrinet 5,900 119
Rimage Corp. 7,300 118
* Kopin Corp. 25,500 117
* KVH Industries Inc. 7,735 117
* Globecomm Systems Inc. 9,266 114
* LoopNet Inc. 8,037 114
* Mindspeed Technologies Inc. 13,249 112
* Integral Systems Inc. 9,196 112
* Ultra Clean Holdings 10,800 112
* Seachange International Inc. 11,679 111
* MoneyGram International Inc. 32,290 111
* DemandTec Inc. 8,392 110
* Zygo Corp. 7,521 110
* ShoreTel Inc. 13,014 107
* EMS Technologies Inc. 5,331 105
* Hackett Group Inc. 26,903 103
* Symmetricom Inc. 16,836 103

 

 

* Novatel Wireless Inc. 18,427 101
* Immersion Corp. 13,159 101
* China Security & Surveillance Technology Inc. 21,044 97
* X-Rite Inc. 20,406 97
  Pulse Electronics Corp. 15,969 97
  Bel Fuse Inc. Class A 4,000 96
* Dynamics Research Corp. 5,857 96
* PDF Solutions Inc. 14,369 96
*,^ Wave Systems Corp. Class A 29,376 92
* Digi International Inc. 8,700 92
* Web.com Group Inc. 6,285 92
* PC-Tel Inc. 11,702 90
* Conexant Systems Inc. 37,447 89
* Mattson Technology Inc. 36,402 89
* Monotype Imaging Holdings Inc. 6,100 88
* Dot Hill Systems Corp. 31,231 88
* Intevac Inc. 7,100 88
* Vishay Precision Group Inc. 5,618 88
* Axcelis Technologies Inc. 32,683 87
* Computer Task Group Inc. 6,500 86
* Pericom Semiconductor Corp. 8,250 86
  Cass Information Systems Inc. 2,160 85
* Openwave Systems Inc. 39,175 84
* QuickLogic Corp. 17,008 83
* Global Cash Access Holdings Inc. 25,250 83
* PC Connection Inc. 9,314 83
* KIT Digital Inc. 6,800 82
* PC Mall Inc. 7,800 81
* Advanced Analogic Technologies Inc. 21,248 80
* Zix Corp. 21,700 80
* Cray Inc. 12,370 80
* Rudolph Technologies Inc. 7,292 80
  Stamps.com Inc. 5,950 79
* Supertex Inc. 3,456 77
  Marchex Inc. Class B 9,581 75
* Liquidity Services Inc. 4,200 75
* Travelzoo Inc. 1,100 73
* Online Resources Corp. 19,307 73
* ExlService Holdings Inc. 3,449 73
  Ipass Inc. 46,609 73
* DSP Group Inc. 9,200 71
* Radisys Corp. 8,178 71
* Network Equipment Technologies Inc. 18,500 70
* MoSys Inc. 11,414 69
* ORBCOMM Inc. 20,565 68
* NVE Corp. 1,200 68
* Ness Technologies Inc. 10,314 66
* Opnext Inc. 26,100 63
* Trident Microsystems Inc. 52,100 60
* Actuate Corp. 10,776 56
* LRAD Corp. 19,570 55
* TeleCommunication Systems Inc. Class A 13,167 54
* Transwitch Corp. 11,898 54
  Telular Corp. 7,232 52
  Renaissance Learning Inc. 4,366 51
  American Software Inc. Class A 6,941 51
* Energy Conversion Devices Inc. 22,606 51
* Agilysys Inc. 8,900 51

 

 

* Comverge Inc. 10,900 51
* Glu Mobile Inc. 11,200 48
* PLX Technology Inc. 12,809 47
* AXT Inc. 6,500 47
* Ramtron International Corp. 20,730 45
* iGO Inc. 15,927 45
* Tollgrade Communications Inc. 4,300 43
* Zhone Technologies Inc. 18,837 43
* Virtusa Corp. 2,300 43
* FSI International Inc. 9,808 43
* NCI Inc. Class A 1,700 41
* Superconductor Technologies Inc. 13,815 41
  Imergent Inc. 6,000 40
  QAD Inc. Class A 3,688 40
* StarTek Inc. 7,800 39
* Autobytel Inc. 27,010 39
* Rosetta Stone Inc. 2,900 38
* LoJack Corp. 7,969 37
* Newtek Business Services Inc. 22,635 37
* Transact Technologies Inc. 3,076 37
  TheStreet.com Inc. 10,767 36
* Aware Inc. 10,000 36
* Research Frontiers Inc. 4,700 32
* Microvision Inc. 23,195 31
* Viasystems Group Inc. 1,108 30
* CalAmp Corp. 8,700 29
* LeCroy Corp. 2,100 28
* ID Systems Inc. 5,700 26
*,^ Evergreen Solar Inc. 19,219 26
* Spectrum Control Inc. 1,300 26
  Bel Fuse Inc. Class B 1,156 25
* Edgewater Technology Inc. 7,915 25
* Amtech Systems Inc. 1,000 25
* Hutchinson Technology Inc. 8,600 24
* GTSI Corp. 5,149 24
* BigBand Networks Inc. 9,130 23
* Digimarc Corp. 800 23
* Presstek Inc. 10,531 22
* Planar Systems Inc. 7,423 20
* TeleNav Inc. 1,700 20
* Network Engines Inc. 9,800 20
* Reis Inc. 2,356 19
* Meru Networks Inc. 900 18
* Bsquare Corp. 2,425 17
  Richardson Electronics Ltd. 1,300 17
* Concurrent Computer Corp. 2,620 17
* Pixelworks Inc. 4,533 16
* Callidus Software Inc. 2,300 16
* Datalink Corp. 2,405 15
* RAE Systems Inc. 8,200 15
* Lantronix Inc. 3,500 13
* China Information Technology Inc. 4,900 13
* Identive Group Inc. 4,700 12
* Looksmart Ltd. 6,700 11
  Evolving Systems Inc. 1,477 11
* Echo Global Logistics Inc. 800 10
* PRGX Global Inc. 1,681 10
* AuthenTec Inc. 3,100 10

 

 

* Ditech Networks Inc. 6,780 10
QAD Inc. Class B 922 9
* GSE Systems Inc. 4,126 9
* Ikanos Communications Inc. 7,741 9
* Tier Technologies Inc. Class B 1,600 9
* Authentidate Holding Corp. 14,539 9
* WebMediaBrands Inc. 6,017 8
* Market Leader Inc. 3,100 8
* Management Network Group Inc. 3,023 7
* Wireless Telecom Group Inc. 5,909 6
* Performance Technologies Inc. 2,900 6
* Selectica Inc. 1,020 6
* Deltek Inc. 700 5
* EndWave Corp. 2,100 5
* GSI Technology Inc. 500 5
* Qualstar Corp. 2,400 4
* Vertro Inc. 1,080 4
* Parkervision Inc. 4,500 3
* Cinedigm Digital Cinema Corp. Class A 1,600 3
* Rainmaker Systems Inc. 2,180 3
* Intellicheck Mobilisa Inc. 1,297 1
    1,209,873
Materials (2.5%)    
Freeport-McMoRan Copper & Gold Inc. 414,416 23,021
EI du Pont de Nemours & Co. 401,770 22,085
Dow Chemical Co. 511,342 19,303
Monsanto Co. 236,057 17,057
Praxair Inc. 134,847 13,700
Newmont Mining Corp. 217,360 11,864
Air Products & Chemicals Inc. 94,497 8,522
Alcoa Inc. 450,176 7,946
PPG Industries Inc. 71,765 6,833
Nucor Corp. 139,146 6,404
Cliffs Natural Resources Inc. 59,639 5,861
International Paper Co. 183,525 5,539
Mosaic Co. 68,874 5,424
Ecolab Inc. 102,483 5,229
CF Industries Holdings Inc. 31,371 4,291
Lubrizol Corp. 28,943 3,877
United States Steel Corp. 63,350 3,417
Sigma-Aldrich Corp. 53,693 3,417
Sherwin-Williams Co. 40,379 3,391
Eastman Chemical Co. 31,934 3,172
Walter Energy Inc. 23,415 3,171
Celanese Corp. Class A 68,569 3,042
* Crown Holdings Inc. 70,673 2,727
Allegheny Technologies Inc. 39,328 2,663
Ball Corp. 74,254 2,662
FMC Corp. 30,619 2,600
Vulcan Materials Co. 56,789 2,590
Airgas Inc. 35,284 2,344
MeadWestvaco Corp. 74,473 2,259
International Flavors & Fragrances Inc. 35,558 2,215
Albemarle Corp. 36,591 2,187
* Owens-Illinois Inc. 72,040 2,175
Ashland Inc. 33,252 1,921
Sealed Air Corp. 70,792 1,887

 

 

Reliance Steel & Aluminum Co. 31,541 1,822
Martin Marietta Materials Inc. 20,135 1,806
Domtar Corp. 18,901 1,735
Steel Dynamics Inc. 90,869 1,706
Nalco Holding Co. 61,101 1,669
Sonoco Products Co. 45,618 1,653
Valspar Corp. 41,177 1,610
Bemis Co. Inc. 48,310 1,585
Aptargroup Inc. 29,841 1,496
Huntsman Corp. 84,440 1,468
* Rockwood Holdings Inc. 28,378 1,397
* Coeur d'Alene Mines Corp. 39,880 1,387
* Solutia Inc. 54,019 1,372
RPM International Inc. 57,402 1,362
Compass Minerals International Inc. 14,480 1,354
Packaging Corp. of America 45,700 1,320
Cabot Corp. 27,513 1,274
* Allied Nevada Gold Corp. 35,400 1,256
* WR Grace & Co. 32,200 1,233
Scotts Miracle-Gro Co. Class A 20,765 1,201
Cytec Industries Inc. 21,737 1,182
Royal Gold Inc. 22,539 1,181
Rock-Tenn Co. Class A 16,383 1,136
Temple-Inland Inc. 45,124 1,056
* Hecla Mining Co. 114,788 1,042
* Stillwater Mining Co. 41,195 945
Commercial Metals Co. 51,101 883
NewMarket Corp. 5,520 873
Silgan Holdings Inc. 22,158 845
Carpenter Technology Corp. 19,400 829
Olin Corp. 35,858 822
Sensient Technologies Corp. 22,417 803
AK Steel Holding Corp. 49,017 773
* Titanium Metals Corp. 40,301 749
Greif Inc. Class A 11,100 726
* Intrepid Potash Inc. 19,834 691
Schnitzer Steel Industries Inc. 10,300 670
Globe Specialty Metals Inc. 28,824 656
* Ferro Corp. 38,776 643
* Louisiana-Pacific Corp. 58,456 614
PolyOne Corp. 41,870 595
Eagle Materials Inc. 19,124 579
Minerals Technologies Inc. 8,421 577
* Georgia Gulf Corp. 15,304 566
Worthington Industries Inc. 26,800 561
Balchem Corp. 14,237 534
* OM Group Inc. 14,189 518
HB Fuller Co. 22,600 485
Arch Chemicals Inc. 11,550 480
Texas Industries Inc. 10,600 479
Buckeye Technologies Inc. 17,100 466
* Century Aluminum Co. 22,900 428
* Clearwater Paper Corp. 5,225 425
* RTI International Metals Inc. 13,639 425
Schweitzer-Mauduit International Inc. 8,353 423
AMCOL International Corp. 11,600 417
Westlake Chemical Corp. 7,242 407
* Calgon Carbon Corp. 25,074 398

 

 

* Horsehead Holding Corp. 23,157 395
* Materion Corp. 9,100 371
  Innophos Holdings Inc. 7,800 360
* US Gold Corp. 40,200 355
  A Schulman Inc. 13,990 346
  Koppers Holdings Inc. 7,900 337
  PH Glatfelter Co. 24,200 322
  Haynes International Inc. 5,495 305
  Deltic Timber Corp. 4,500 301
* Kraton Performance Polymers Inc. 7,800 298
* Innospec Inc. 8,800 281
  Kaiser Aluminum Corp. 5,628 277
* Graphic Packaging Holding Co. 49,359 268
*,^ Paramount Gold and Silver Corp. 61,200 237
* Zoltek Cos. Inc. 16,934 227
  Zep Inc. 11,856 206
* LSB Industries Inc. 5,178 205
  Stepan Co. 2,823 205
* AM Castle & Co. 10,173 192
* KapStone Paper and Packaging Corp. 11,146 191
  Wausau Paper Corp. 23,926 183
* Omnova Solutions Inc. 22,741 179
  Boise Inc. 18,977 174
* STR Holdings Inc. 8,855 170
* Mercer International Inc. 12,482 169
* General Moly Inc. 29,329 158
  Neenah Paper Inc. 7,004 154
* Spartech Corp. 18,106 131
  Olympic Steel Inc. 3,900 128
  Quaker Chemical Corp. 3,000 121
* Flotek Industries Inc. 12,600 106
* Headwaters Inc. 17,200 101
* Capital Gold Corp. 15,000 96
* Noranda Aluminum Holding Corp. 6,000 96
  Myers Industries Inc. 9,661 96
* US Energy Corp. Wyoming 14,923 93
* Senomyx Inc. 15,083 91
  Hawkins Inc. 2,200 90
* TPC Group Inc. 2,985 86
* Landec Corp. 12,600 82
* Graham Packaging Co. Inc. 4,400 77
  American Vanguard Corp. 7,166 62
* Puda Coal Inc. 4,700 58
* Golden Minerals Co. 2,600 57
*,^ Yongye International Inc. 9,059 56
* Ampal American Israel Class A 25,844 46
* Verso Paper Corp. 8,400 45
* Universal Stainless & Alloy 1,000 34
* Penford Corp. 5,215 32
* AEP Industries Inc. 1,000 30
* Metals USA Holdings Corp. 1,400 23
* Gulf Resources Inc. 3,300 20
* ShengdaTech Inc. 4,715 17
*,^ China Green Agriculture Inc. 2,053 14
* Nanophase Technologies Corp. 9,100 13
* United States Lime & Minerals Inc. 162 7
* China Agritech Inc. 600 4

 

 

* SinoCoking Coal and Coke Chemical Industries Inc. 100 1
    279,163
Telecommunication Services (1.6%)    
AT&T Inc. 2,601,338 79,601
Verizon Communications Inc. 1,243,942 47,942
* American Tower Corp. Class A 175,934 9,117
CenturyLink Inc. 148,928 6,188
* Sprint Nextel Corp. 1,300,208 6,033
* Crown Castle International Corp. 128,467 5,466
Qwest Communications International Inc. 692,009 4,726
Frontier Communications Corp. 437,564 3,597
* NII Holdings Inc. 75,018 3,126
Windstream Corp. 214,072 2,755
* SBA Communications Corp. Class A 48,300 1,917
* MetroPCS Communications Inc. 109,251 1,774
* tw telecom inc Class A 64,054 1,230
* Level 3 Communications Inc. 737,171 1,084
Telephone & Data Systems Inc. 16,163 545
Telephone & Data Systems Inc. 17,799 525
* United States Cellular Corp. 9,149 471
* Leap Wireless International Inc. 28,924 448
AboveNet Inc. 5,760 374
* Clearwire Corp. Class A 64,296 359
* Cincinnati Bell Inc. 107,540 288
NTELOS Holdings Corp. 15,531 286
* Vonage Holdings Corp. 57,100 260
* Cogent Communications Group Inc. 17,360 248
IDT Corp. Class B 7,866 212
* Premiere Global Services Inc. 27,209 207
Shenandoah Telecommunications Co. 11,140 201
Atlantic Tele-Network Inc. 5,185 193
* Hughes Communications Inc. 3,193 191
* General Communication Inc. Class A 17,046 186
Alaska Communications Systems Group Inc. 17,100 182
* PAETEC Holding Corp. 53,124 177
Consolidated Communications Holdings Inc. 9,436 177
* Neutral Tandem Inc. 10,900 161
* Global Crossing Ltd. 10,900 152
* ICO Global Communications Holdings Ltd. 55,650 149
USA Mobility Inc. 8,600 125
* Cbeyond Inc. 9,473 111
* SureWest Communications 6,700 96
HickoryTech Corp. 10,322 94
* Iridium Communications Inc. 11,600 92
* 8x8 Inc. 27,550 77
* Globalstar Inc. 24,500 31
* FiberTower Corp. 9,204 18
    181,192
Utilities (2.0%)    
Southern Co. 365,566 13,932
Exelon Corp. 291,073 12,004
Dominion Resources Inc. 255,946 11,441
Duke Energy Corp. 583,353 10,588
NextEra Energy Inc. 173,862 9,583
PG&E Corp. 172,857 7,637
American Electric Power Co. Inc. 211,651 7,437
Public Service Enterprise Group Inc. 223,210 7,033

 

 

FirstEnergy Corp. 184,287 6,835
Consolidated Edison Inc. 128,275 6,506
Progress Energy Inc. 129,115 5,957
PPL Corp. 213,464 5,401
Sempra Energy 100,495 5,376
Entergy Corp. 79,714 5,358
Edison International 136,410 4,991
Xcel Energy Inc. 202,652 4,841
* AES Corp. 296,117 3,849
DTE Energy Co. 74,642 3,654
Wisconsin Energy Corp. 103,276 3,150
CenterPoint Energy Inc. 176,974 3,108
Oneok Inc. 44,694 2,989
Ameren Corp. 105,671 2,966
Northeast Utilities 77,995 2,699
Constellation Energy Group Inc. 84,154 2,620
* Calpine Corp. 157,513 2,500
* NRG Energy Inc. 110,402 2,378
NiSource Inc. 123,079 2,361
National Fuel Gas Co. 30,843 2,282
American Water Works Co. Inc. 77,560 2,176
OGE Energy Corp. 42,981 2,173
CMS Energy Corp. 108,652 2,134
NSTAR 45,898 2,124
SCANA Corp. 53,199 2,094
Pinnacle West Capital Corp. 48,077 2,057
Alliant Energy Corp. 49,238 1,917
Energen Corp. 30,062 1,897
Pepco Holdings Inc. 98,864 1,844
MDU Resources Group Inc. 78,922 1,813
Integrys Energy Group Inc. 34,571 1,746
TECO Energy Inc. 90,074 1,690
UGI Corp. 49,000 1,612
ITC Holdings Corp. 22,463 1,570
NV Energy Inc. 103,869 1,547
DPL Inc. 52,627 1,442
Aqua America Inc. 60,699 1,389
Westar Energy Inc. 52,514 1,387
AGL Resources Inc. 34,479 1,374
Atmos Energy Corp. 40,136 1,369
Questar Corp. 77,408 1,351
* GenOn Energy Inc. 339,425 1,293
Great Plains Energy Inc. 60,165 1,204
Nicor Inc. 20,144 1,082
Hawaiian Electric Industries Inc. 41,569 1,031
Piedmont Natural Gas Co. Inc. 32,100 974
Vectren Corp. 34,184 930
Cleco Corp. 27,091 929
WGL Holdings Inc. 22,924 894
IDACORP Inc. 21,750 829
Southwest Gas Corp. 20,627 804
Portland General Electric Co. 33,300 792
New Jersey Resources Corp. 18,401 790
South Jersey Industries Inc. 13,200 739
UIL Holdings Corp. 22,833 697
Unisource Energy Corp. 16,500 596
PNM Resources Inc. 39,923 596
Avista Corp. 25,186 583

 

 

* El Paso Electric Co.     18,821 572
  Allete Inc.     14,575 568
  Black Hills Corp.     16,430 549
  Northwest Natural Gas Co.     11,850 547
  NorthWestern Corp.     16,783 508
  MGE Energy Inc.     10,795 437
  Laclede Group Inc.     10,100 385
  CH Energy Group Inc.     7,600 384
  Otter Tail Corp.     16,268 370
  Empire District Electric Co.     16,900 368
  California Water Service Group     9,613 357
  American States Water Co.     9,057 325
* Dynegy Inc. Class A     46,560 265
  Ormat Technologies Inc.     9,113 231
  SJW Corp.     6,500 150
  Middlesex Water Co.     7,966 145
  Connecticut Water Service Inc.     5,347 141
  Chesapeake Utilities Corp.     2,475 103
  Central Vermont Public Service Corp.     4,130 96
  York Water Co.     4,641 81
* Cadiz Inc.     5,495 67
  Unitil Corp.     2,700 64
  Consolidated Water Co. Ltd.     3,754 41
* Synthesis Energy Systems Inc.     4,797 14
  Artesian Resources Corp. Class A     500 10
  RGC Resources Inc.     99 3
* China Natural Gas Inc.     331 2
          217,728
Total Common Stocks (Cost $4,283,685)       6,605,102
        Face Market
      Maturity Amount Value
    Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (28.1%)        
U.S. Government Securities (14.3%)        
  United States Treasury Note/Bond 1.000% 9/30/11 750 753
  United States Treasury Note/Bond 4.500% 11/30/11 500 514
  United States Treasury Note/Bond 4.625% 12/31/11 225 232
  United States Treasury Note/Bond 0.875% 1/31/12 100 100
  United States Treasury Note/Bond 4.750% 1/31/12 825 856
  United States Treasury Note/Bond 0.875% 2/29/12 29,650 29,807
  United States Treasury Note/Bond 4.625% 2/29/12 500 520
  United States Treasury Note/Bond 1.000% 3/31/12 11,325 11,401
  United States Treasury Note/Bond 4.500% 3/31/12 800 833
  United States Treasury Note/Bond 1.375% 4/15/12 16,175 16,347
  United States Treasury Note/Bond 1.000% 4/30/12 1,350 1,359
  United States Treasury Note/Bond 4.500% 4/30/12 1,200 1,254
  United States Treasury Note/Bond 1.375% 5/15/12 18,075 18,273
  United States Treasury Note/Bond 0.750% 5/31/12 37,300 37,451
  United States Treasury Note/Bond 4.750% 5/31/12 100 105
  United States Treasury Note/Bond 1.875% 6/15/12 10,225 10,404
  United States Treasury Note/Bond 0.625% 6/30/12 350 351
  United States Treasury Note/Bond 4.875% 6/30/12 475 501
  United States Treasury Note/Bond 0.625% 7/31/12 34,450 34,520
  United States Treasury Note/Bond 1.750% 8/15/12 13,690 13,923
  United States Treasury Note/Bond 1.375% 9/15/12 11,300 11,433
  United States Treasury Note/Bond 0.375% 9/30/12 18,020 17,966
  United States Treasury Note/Bond 4.250% 9/30/12 10,650 11,232

 

 

United States Treasury Note/Bond 1.375% 10/15/12 25 25
United States Treasury Note/Bond 1.375% 11/15/12 19,140 19,364
United States Treasury Note/Bond 4.000% 11/15/12 725 764
United States Treasury Note/Bond 0.500% 11/30/12 75 75
United States Treasury Note/Bond 1.125% 12/15/12 14,600 14,705
United States Treasury Note/Bond 0.625% 12/31/12 1,470 1,468
United States Treasury Note/Bond 1.375% 1/15/13 54,000 54,599
United States Treasury Note/Bond 1.375% 2/15/13 8,100 8,191
United States Treasury Note/Bond 0.625% 2/28/13 125 125
United States Treasury Note/Bond 2.750% 2/28/13 1,200 1,245
United States Treasury Note/Bond 1.375% 3/15/13 8,875 8,971
United States Treasury Note/Bond 0.750% 3/31/13 1,100 1,098
United States Treasury Note/Bond 1.750% 4/15/13 26,575 27,053
United States Treasury Note/Bond 1.375% 5/15/13 47,675 48,159
United States Treasury Note/Bond 3.500% 5/31/13 1,250 1,320
United States Treasury Note/Bond 1.125% 6/15/13 9,100 9,137
United States Treasury Note/Bond 3.375% 6/30/13 475 501
United States Treasury Note/Bond 1.000% 7/15/13 250 250
United States Treasury Note/Bond 0.750% 8/15/13 43,250 43,000
United States Treasury Note/Bond 4.250% 8/15/13 8,050 8,665
United States Treasury Note/Bond 3.125% 8/31/13 300 315
United States Treasury Note/Bond 0.750% 9/15/13 780 774
United States Treasury Note/Bond 3.125% 9/30/13 2,735 2,875
United States Treasury Note/Bond 0.500% 10/15/13 15,975 15,743
United States Treasury Note/Bond 2.750% 10/31/13 8,183 8,528
United States Treasury Note/Bond 4.250% 11/15/13 1,735 1,878
United States Treasury Note/Bond 2.000% 11/30/13 5,075 5,188
United States Treasury Note/Bond 0.750% 12/15/13 26,790 26,497
United States Treasury Note/Bond 1.000% 1/15/14 10,100 10,042
United States Treasury Note/Bond 1.750% 1/31/14 6,000 6,089
United States Treasury Note/Bond 1.250% 2/15/14 61,500 61,490
United States Treasury Note/Bond 4.000% 2/15/14 5 5
United States Treasury Note/Bond 1.875% 2/28/14 2,750 2,799
United States Treasury Note/Bond 1.250% 3/15/14 5,400 5,393
United States Treasury Note/Bond 1.750% 3/31/14 11,375 11,528
United States Treasury Note/Bond 1.875% 4/30/14 8,200 8,335
United States Treasury Note/Bond 4.750% 5/15/14 850 940
United States Treasury Note/Bond 2.250% 5/31/14 400 411
United States Treasury Note/Bond 2.625% 6/30/14 7,425 7,709
United States Treasury Note/Bond 2.625% 7/31/14 1,850 1,920
United States Treasury Note/Bond 4.250% 8/15/14 15,900 17,368
United States Treasury Note/Bond 2.375% 8/31/14 25,150 25,869
United States Treasury Note/Bond 2.375% 9/30/14 7,200 7,401
United States Treasury Note/Bond 2.375% 10/31/14 5,500 5,649
United States Treasury Note/Bond 4.250% 11/15/14 1,960 2,145
United States Treasury Note/Bond 2.125% 11/30/14 25,800 26,235
United States Treasury Note/Bond 2.625% 12/31/14 1,835 1,898
United States Treasury Note/Bond 2.250% 1/31/15 3,500 3,569
United States Treasury Note/Bond 4.000% 2/15/15 150 163
United States Treasury Note/Bond 11.250% 2/15/15 3,175 4,313
United States Treasury Note/Bond 2.375% 2/28/15 250 256
United States Treasury Note/Bond 2.500% 3/31/15 25 26
United States Treasury Note/Bond 2.125% 5/31/15 300 303
United States Treasury Note/Bond 10.625% 8/15/15 1,215 1,660
United States Treasury Note/Bond 1.250% 9/30/15 10 10
United States Treasury Note/Bond 4.500% 11/15/15 300 332
United States Treasury Note/Bond 9.875% 11/15/15 400 539
United States Treasury Note/Bond 1.375% 11/30/15 150 145

 

 

United States Treasury Note/Bond 2.125% 12/31/15 755 754
United States Treasury Note/Bond 4.500% 2/15/16 750 831
United States Treasury Note/Bond 2.125% 2/29/16 5,125 5,102
United States Treasury Note/Bond 2.625% 2/29/16 6,150 6,266
United States Treasury Note/Bond 2.250% 3/31/16 50 50
United States Treasury Note/Bond 2.375% 3/31/16 6,500 6,537
United States Treasury Note/Bond 5.125% 5/15/16 14,675 16,700
United States Treasury Note/Bond 7.250% 5/15/16 9,065 11,253
United States Treasury Note/Bond 3.250% 5/31/16 18,550 19,402
United States Treasury Note/Bond 3.250% 6/30/16 2,750 2,873
United States Treasury Note/Bond 3.000% 8/31/16 36,475 37,558
United States Treasury Note/Bond 3.000% 9/30/16 10,850 11,162
United States Treasury Note/Bond 3.125% 10/31/16 6,600 6,823
United States Treasury Note/Bond 7.500% 11/15/16 4,725 5,979
United States Treasury Note/Bond 2.750% 11/30/16 37,000 37,468
United States Treasury Note/Bond 3.250% 12/31/16 18,900 19,618
United States Treasury Note/Bond 3.125% 1/31/17 27,720 28,565
United States Treasury Note/Bond 4.625% 2/15/17 200 223
United States Treasury Note/Bond 3.000% 2/28/17 6,525 6,667
United States Treasury Note/Bond 3.250% 3/31/17 31,900 33,016
United States Treasury Note/Bond 3.125% 4/30/17 42,100 43,218
United States Treasury Note/Bond 4.500% 5/15/17 27,750 30,681
United States Treasury Note/Bond 8.750% 5/15/17 16,050 21,660
United States Treasury Note/Bond 2.500% 6/30/17 20,100 19,861
United States Treasury Note/Bond 2.375% 7/31/17 16,600 16,250
United States Treasury Note/Bond 4.750% 8/15/17 1,900 2,127
United States Treasury Note/Bond 8.875% 8/15/17 7,000 9,553
United States Treasury Note/Bond 1.875% 9/30/17 50 47
United States Treasury Note/Bond 4.250% 11/15/17 575 626
United States Treasury Note/Bond 2.750% 12/31/17 16,000 15,905
United States Treasury Note/Bond 3.500% 2/15/18 750 780
United States Treasury Note/Bond 2.875% 3/31/18 5,000 4,987
United States Treasury Note/Bond 4.000% 8/15/18 11,500 12,289
United States Treasury Note/Bond 3.750% 11/15/18 805 845
United States Treasury Note/Bond 2.750% 2/15/19 100 98
United States Treasury Note/Bond 8.875% 2/15/19 4,350 6,151
United States Treasury Note/Bond 3.125% 5/15/19 2,375 2,371
United States Treasury Note/Bond 3.625% 8/15/19 41,050 42,378
United States Treasury Note/Bond 3.375% 11/15/19 37,447 37,810
United States Treasury Note/Bond 3.625% 2/15/20 5,770 5,919
United States Treasury Note/Bond 3.500% 5/15/20 4,510 4,564
United States Treasury Note/Bond 8.750% 8/15/20 8,150 11,728
United States Treasury Note/Bond 2.625% 11/15/20 723 674
United States Treasury Note/Bond 3.625% 2/15/21 29,890 30,278
United States Treasury Note/Bond 7.875% 2/15/21 19,400 26,693
United States Treasury Note/Bond 8.125% 5/15/21 490 686
United States Treasury Note/Bond 8.125% 8/15/21 4,200 5,896
United States Treasury Note/Bond 8.000% 11/15/21 770 1,074
United States Treasury Note/Bond 7.125% 2/15/23 5,600 7,419
United States Treasury Note/Bond 6.250% 8/15/23 24,000 29,775
United States Treasury Note/Bond 6.875% 8/15/25 5,325 7,003
United States Treasury Note/Bond 6.000% 2/15/26 550 669
United States Treasury Note/Bond 6.750% 8/15/26 320 418
United States Treasury Note/Bond 6.125% 11/15/27 550 679
United States Treasury Note/Bond 5.500% 8/15/28 21,085 24,396
United States Treasury Note/Bond 5.250% 11/15/28 75 84
United States Treasury Note/Bond 5.250% 2/15/29 550 619
United States Treasury Note/Bond 6.125% 8/15/29 3,495 4,334

 

 

United States Treasury Note/Bond 6.250% 5/15/30 6,530 8,225
United States Treasury Note/Bond 4.500% 2/15/36 2,720 2,744
United States Treasury Note/Bond 4.750% 2/15/37 3,275 3,424
United States Treasury Note/Bond 5.000% 5/15/37 7,325 7,951
United States Treasury Note/Bond 4.375% 2/15/38 13,110 12,887
United States Treasury Note/Bond 3.500% 2/15/39 3,025 2,534
United States Treasury Note/Bond 4.250% 5/15/39 8,350 8,003
United States Treasury Note/Bond 4.500% 8/15/39 25,549 25,525
United States Treasury Note/Bond 4.375% 11/15/39 24,486 23,935
United States Treasury Note/Bond 4.625% 2/15/40 17,760 18,096
United States Treasury Note/Bond 4.375% 5/15/40 1,200 1,172
United States Treasury Note/Bond 3.875% 8/15/40 7,870 7,036
United States Treasury Note/Bond 4.250% 11/15/40 17,305 16,532
United States Treasury Note/Bond 4.750% 2/15/41 2,900 3,012
        1,573,658
Agency Bonds and Notes (2.6%)        
2 Ally Financial Inc. 1.750% 10/30/12 700 711
2 Ally Financial Inc. 2.200% 12/19/12 850 870
2 Bank of America Corp. 2.100% 4/30/12 2,650 2,699
2 Bank of America Corp. 3.125% 6/15/12 1,375 1,418
2 Bank of America Corp. 2.375% 6/22/12 225 230
2 Citibank NA 1.875% 5/7/12 1,475 1,497
2 Citibank NA 1.750% 12/28/12 1,100 1,117
2 Citigroup Funding Inc. 2.125% 7/12/12 600 612
2 Citigroup Funding Inc. 1.875% 10/22/12 931 947
2 Citigroup Funding Inc. 2.250% 12/10/12 250 256
2 Citigroup Inc. 2.125% 4/30/12 2,400 2,442
Egypt Government AID Bonds 4.450% 9/15/15 1,400 1,521
3 Federal Agricultural Mortgage Corp. 1.250% 12/6/13 225 223
3 Federal Agricultural Mortgage Corp. 2.125% 9/15/15 125 124
3 Federal Farm Credit Bank 2.125% 6/18/12 750 765
3 Federal Farm Credit Bank 4.500% 10/17/12 700 741
3 Federal Farm Credit Bank 1.875% 12/7/12 475 484
3 Federal Farm Credit Bank 1.750% 2/21/13 450 457
3 Federal Farm Credit Bank 1.375% 6/25/13 390 393
3 Federal Farm Credit Bank 1.125% 2/27/14 700 695
3 Federal Farm Credit Bank 2.625% 4/17/14 1,000 1,034
3 Federal Farm Credit Bank 3.000% 9/22/14 600 626
3 Federal Farm Credit Bank 1.500% 11/16/15 350 338
3 Federal Farm Credit Bank 5.125% 8/25/16 925 1,040
3 Federal Farm Credit Bank 4.875% 1/17/17 850 944
3 Federal Home Loan Bank of Chicago 5.625% 6/13/16 300 326
3 Federal Home Loan Banks 2.250% 4/13/12 8,000 8,156
3 Federal Home Loan Banks 1.125% 5/18/12 5,900 5,948
3 Federal Home Loan Banks 1.375% 6/8/12 3,950 3,994
3 Federal Home Loan Banks 1.875% 6/20/12 800 814
3 Federal Home Loan Banks 0.875% 8/22/12 200 201
3 Federal Home Loan Banks 1.750% 8/22/12 325 330
3 Federal Home Loan Banks 1.625% 9/26/12 2,500 2,536
3 Federal Home Loan Banks 1.500% 1/16/13 600 607
3 Federal Home Loan Banks 3.375% 2/27/13 850 890
3 Federal Home Loan Banks 1.625% 3/20/13 200 203
3 Federal Home Loan Banks 1.000% 3/27/13 2,200 2,204
3 Federal Home Loan Banks 5.375% 6/14/13 250 273
3 Federal Home Loan Banks 1.875% 6/21/13 2,855 2,908
3 Federal Home Loan Banks 5.125% 8/14/13 1,115 1,220
3 Federal Home Loan Banks 4.000% 9/6/13 2,925 3,125

 

 

3 Federal Home Loan Banks 5.250% 9/13/13 1,800 1,975
3 Federal Home Loan Banks 4.500% 9/16/13 1,475 1,594
3 Federal Home Loan Banks 3.625% 10/18/13 4,200 4,452
3 Federal Home Loan Banks 3.125% 12/13/13 3,750 3,925
3 Federal Home Loan Banks 0.875% 12/27/13 8,000 7,908
3 Federal Home Loan Banks 2.500% 6/13/14 200 206
3 Federal Home Loan Banks 5.500% 8/13/14 400 451
3 Federal Home Loan Banks 4.500% 11/14/14 200 218
3 Federal Home Loan Banks 2.750% 12/12/14 125 129
3 Federal Home Loan Banks 5.125% 10/19/16 1,225 1,373
3 Federal Home Loan Banks 4.750% 12/16/16 875 968
3 Federal Home Loan Banks 4.875% 5/17/17 900 1,002
3 Federal Home Loan Banks 5.000% 11/17/17 2,350 2,632
3 Federal Home Loan Banks 5.375% 8/15/18 225 254
3 Federal Home Loan Banks 4.125% 3/13/20 450 463
3 Federal Home Loan Banks 5.250% 12/11/20 1,000 1,113
3 Federal Home Loan Banks 5.625% 6/11/21 1,100 1,253
3 Federal Home Loan Banks 5.500% 7/15/36 500 547
3 Federal Home Loan Mortgage Corp. 1.750% 6/15/12 1,700 1,727
3 Federal Home Loan Mortgage Corp. 5.125% 7/15/12 900 953
3 Federal Home Loan Mortgage Corp. 5.500% 8/20/12 8,000 8,539
3 Federal Home Loan Mortgage Corp. 1.000% 8/28/12 250 251
3 Federal Home Loan Mortgage Corp. 2.125% 9/21/12 500 511
3 Federal Home Loan Mortgage Corp. 4.625% 10/25/12 5,425 5,758
3 Federal Home Loan Mortgage Corp. 0.375% 11/30/12 900 895
3 Federal Home Loan Mortgage Corp. 4.125% 12/21/12 1,325 1,401
3 Federal Home Loan Mortgage Corp. 0.625% 12/28/12 7,025 7,009
3 Federal Home Loan Mortgage Corp. 0.750% 12/28/12 1,000 999
3 Federal Home Loan Mortgage Corp. 1.375% 1/9/13 2,825 2,855
3 Federal Home Loan Mortgage Corp. 0.750% 3/28/13 1,500 1,496
3 Federal Home Loan Mortgage Corp. 3.750% 6/28/13 760 805
3 Federal Home Loan Mortgage Corp. 4.500% 7/15/13 10,325 11,124
3 Federal Home Loan Mortgage Corp. 4.125% 9/27/13 3,525 3,782
3 Federal Home Loan Mortgage Corp. 4.500% 1/15/14 2,600 2,824
3 Federal Home Loan Mortgage Corp. 1.375% 2/25/14 7,500 7,494
3 Federal Home Loan Mortgage Corp. 2.500% 4/23/14 1,250 1,288
3 Federal Home Loan Mortgage Corp. 5.000% 7/15/14 1,600 1,773
3 Federal Home Loan Mortgage Corp. 3.000% 7/28/14 2,275 2,377
3 Federal Home Loan Mortgage Corp. 4.375% 7/17/15 4,000 4,369
3 Federal Home Loan Mortgage Corp. 1.750% 9/10/15 1,000 981
3 Federal Home Loan Mortgage Corp. 4.750% 1/19/16 650 720
3 Federal Home Loan Mortgage Corp. 5.250% 4/18/16 3,000 3,392
3 Federal Home Loan Mortgage Corp. 5.500% 7/18/16 1,100 1,258
3 Federal Home Loan Mortgage Corp. 5.125% 10/18/16 300 337
3 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 1,300 1,490
3 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 2,800 3,150
3 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 1,500 1,664
3 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 3,225 3,315
3 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 850 1,074
3 Federal National Mortgage Assn. 1.000% 4/4/12 1,500 1,510
3 Federal National Mortgage Assn. 1.875% 4/20/12 6,100 6,196
3 Federal National Mortgage Assn. 4.875% 5/18/12 2,225 2,337
3 Federal National Mortgage Assn. 1.250% 6/22/12 130 131
3 Federal National Mortgage Assn. 1.125% 7/30/12 300 302
3 Federal National Mortgage Assn. 1.750% 8/10/12 14,000 14,220
3 Federal National Mortgage Assn. 4.375% 9/15/12 1,750 1,844
3 Federal National Mortgage Assn. 0.375% 12/28/12 575 571
3 Federal National Mortgage Assn. 3.625% 2/12/13 3,550 3,730

 

 

3 Federal National Mortgage Assn. 4.750% 2/21/13 1,275 1,366
3 Federal National Mortgage Assn. 0.750% 2/26/13 1,650 1,647
3 Federal National Mortgage Assn. 4.625% 5/1/13 700 749
3 Federal National Mortgage Assn. 1.750% 5/7/13 650 661
3 Federal National Mortgage Assn. 1.250% 8/20/13 500 502
3 Federal National Mortgage Assn. 0.750% 12/18/13 1,400 1,379
3 Federal National Mortgage Assn. 5.125% 1/2/14 975 1,065
3 Federal National Mortgage Assn. 2.750% 2/5/14 1,100 1,142
3 Federal National Mortgage Assn. 1.250% 2/27/14 5,000 4,974
3 Federal National Mortgage Assn. 2.750% 3/13/14 1,125 1,168
3 Federal National Mortgage Assn. 4.125% 4/15/14 2,250 2,426
3 Federal National Mortgage Assn. 2.500% 5/15/14 3,575 3,682
3 Federal National Mortgage Assn. 3.000% 9/16/14 2,100 2,191
3 Federal National Mortgage Assn. 4.625% 10/15/14 2,925 3,213
3 Federal National Mortgage Assn. 2.625% 11/20/14 800 824
3 Federal National Mortgage Assn. 2.375% 7/28/15 1,000 1,011
3 Federal National Mortgage Assn. 1.625% 10/26/15 10,850 10,545
3 Federal National Mortgage Assn. 5.000% 3/15/16 2,150 2,406
3 Federal National Mortgage Assn. 2.375% 4/11/16 2,000 1,992
3 Federal National Mortgage Assn. 5.375% 7/15/16 3,000 3,412
3 Federal National Mortgage Assn. 5.250% 9/15/16 4,825 5,459
3 Federal National Mortgage Assn. 4.875% 12/15/16 1,125 1,251
3 Federal National Mortgage Assn. 5.000% 2/13/17 1,975 2,207
3 Federal National Mortgage Assn. 7.125% 1/15/30 1,000 1,316
3 Federal National Mortgage Assn. 7.250% 5/15/30 1,700 2,268
3 Federal National Mortgage Assn. 6.625% 11/15/30 915 1,150
3 Federal National Mortgage Assn. 5.625% 7/15/37 2,035 2,267
Financing Corp. Fico 9.800% 4/6/18 500 698
Financing Corp. Fico 9.650% 11/2/18 475 672
2 General Electric Capital Corp. 2.200% 6/8/12 1,775 1,810
2 General Electric Capital Corp. 2.125% 12/21/12 825 843
2 General Electric Capital Corp. 2.625% 12/28/12 675 696
2 Goldman Sachs Group Inc. 3.250% 6/15/12 1,350 1,394
Israel Government AID Bond 5.500% 9/18/23 500 562
Israel Government AID Bond 5.500% 12/4/23 375 422
Israel Government AID Bond 5.500% 4/26/24 925 1,041
2 JPMorgan Chase & Co. 2.200% 6/15/12 1,000 1,019
2 JPMorgan Chase & Co. 2.125% 6/22/12 700 714
2 JPMorgan Chase & Co. 2.125% 12/26/12 1,400 1,431
2 Morgan Stanley 1.950% 6/20/12 1,375 1,399
2 PNC Funding Corp. 2.300% 6/22/12 875 894
Private Export Funding Corp. 3.050% 10/15/14 150 155
Private Export Funding Corp. 2.250% 12/15/17 200 188
Private Export Funding Corp. 4.375% 3/15/19 350 372
Private Export Funding Corp. 4.300% 12/15/21 175 179
3 Tennessee Valley Authority 4.500% 4/1/18 450 486
3 Tennessee Valley Authority 3.875% 2/15/21 500 501
3 Tennessee Valley Authority 6.750% 11/1/25 100 125
3 Tennessee Valley Authority 7.125% 5/1/30 1,500 1,963
3 Tennessee Valley Authority 4.650% 6/15/35 500 485
3 Tennessee Valley Authority 5.500% 6/15/38 225 244
3 Tennessee Valley Authority 5.250% 9/15/39 425 445
3 Tennessee Valley Authority 5.375% 4/1/56 375 397
3 Tennessee Valley Authority 4.625% 9/15/60 175 161
4 US Central Federal Credit Union 1.900% 10/19/12 475 483
2 Wells Fargo & Co. 2.125% 6/15/12 425 433

 

 

4 Western Corporate Federal Credit Union 1.750% 11/2/12 250 253
          285,572
Conventional Mortgage-Backed Securities (10.8%)        
3,5 Fannie Mae Pool 3.500% 2/1/26–4/1/41 33,318 32,885
3,5 Fannie Mae Pool 4.000% 4/1/11–4/1/41 88,823 89,164
3,5 Fannie Mae Pool 4.500% 7/1/11–4/1/41 88,192 91,101
3,5 Fannie Mae Pool 5.000% 1/1/12–4/1/41 102,119 107,772
3,5 Fannie Mae Pool 5.500% 11/1/16–4/1/41 100,008 107,789
3,5 Fannie Mae Pool 6.000% 5/1/11–4/1/41 73,737 80,753
3,5 Fannie Mae Pool 6.500% 5/1/11–3/1/41 23,767 26,828
3,5 Fannie Mae Pool 7.000% 5/1/11–11/1/37 5,460 6,233
3,5 Fannie Mae Pool 7.500% 7/1/11–12/1/32 902 1,041
3,5 Fannie Mae Pool 8.000% 11/1/11–11/1/30 133 156
3,5 Fannie Mae Pool 8.500% 11/1/18–9/1/30 102 116
3,5 Fannie Mae Pool 9.000% 1/1/21–8/1/26 32 38
3,5 Fannie Mae Pool 9.500% 5/1/16–2/1/25 8 8
3,5 Fannie Mae Pool 10.000% 1/1/20–8/1/21 1 1
3,5 Fannie Mae Pool 10.500% 8/1/20 — 1
3,5 Freddie Mac Gold Pool 3.500% 4/1/26–1/1/41 16,625 16,555
3,5 Freddie Mac Gold Pool 4.000% 2/1/12–4/1/41 58,655 58,952
3,5 Freddie Mac Gold Pool 4.500% 5/1/11–4/1/41 64,950 66,950
3,5 Freddie Mac Gold Pool 5.000% 10/1/11–4/1/41 70,441 74,208
3,5 Freddie Mac Gold Pool 5.500% 1/1/14–4/1/41 72,427 77,866
3,5 Freddie Mac Gold Pool 6.000% 5/1/11–4/1/41 46,866 51,275
3,5 Freddie Mac Gold Pool 6.500% 5/1/11–1/1/39 13,398 15,080
3,5 Freddie Mac Gold Pool 7.000% 10/1/11–12/1/38 3,111 3,565
3,5 Freddie Mac Gold Pool 7.500% 5/1/11–1/1/32 397 460
3,5 Freddie Mac Gold Pool 8.000% 6/1/12–10/1/31 439 506
3,5 Freddie Mac Gold Pool 8.500% 4/1/20–5/1/30 60 71
3,5 Freddie Mac Gold Pool 9.000% 10/1/21–4/1/30 42 49
3,5 Freddie Mac Gold Pool 9.500% 4/1/16–4/1/25 6 8
3,5 Freddie Mac Gold Pool 10.000% 3/1/17–4/1/25 7 8
3,5 Freddie Mac Non Gold Pool 8.500% 12/1/16 1 1
3,5 Freddie Mac Non Gold Pool 9.500% 9/1/19 — —
5 Ginnie Mae I Pool 3.500% 1/15/41–4/1/41 2,075 1,980
5 Ginnie Mae I Pool 4.000% 8/15/39–4/1/41 19,779 19,799
5 Ginnie Mae I Pool 4.500% 8/15/18–5/1/41 42,387 43,837
5 Ginnie Mae I Pool 5.000% 1/15/18–8/15/40 38,734 41,286
5 Ginnie Mae I Pool 5.500% 3/15/15–8/1/40 23,588 25,728
5 Ginnie Mae I Pool 6.000% 12/15/13–4/1/41 14,426 15,990
5 Ginnie Mae I Pool 6.500% 6/15/11–8/15/34 2,925 3,348
5 Ginnie Mae I Pool 7.000% 11/15/11–8/15/32 1,871 2,165
5 Ginnie Mae I Pool 7.500% 12/15/11–3/15/32 503 584
5 Ginnie Mae I Pool 8.000% 3/15/22–3/15/32 345 401
5 Ginnie Mae I Pool 8.500% 3/15/17–7/15/30 39 46
5 Ginnie Mae I Pool 9.000% 6/15/16–2/15/30 63 73
5 Ginnie Mae I Pool 9.500% 10/15/19–1/15/25 4 4
5 Ginnie Mae I Pool 10.000% 3/15/19 1 1
5 Ginnie Mae II Pool 4.000% 12/20/40–4/1/41 14,532 14,561
5 Ginnie Mae II Pool 4.500% 11/20/35–4/1/41 39,063 40,228
5 Ginnie Mae II Pool 5.000% 1/20/35–4/1/41 34,373 36,514
5 Ginnie Mae II Pool 5.500% 4/20/36–4/1/41 13,487 14,639
5 Ginnie Mae II Pool 6.000% 3/20/33–10/20/38 10,359 11,435
5 Ginnie Mae II Pool 6.500% 12/20/35–12/20/37 3,665 4,154
5 Ginnie Mae II Pool 7.000% 4/20/38 86 99
          1,186,312

 

 

Nonconventional Mortgage-Backed Securities (0.4%)        
3,5 Fannie Mae Pool 2.085% 1/1/36 174 180
3,5 Fannie Mae Pool 2.323% 11/1/35 120 126
3,5 Fannie Mae Pool 2.447% 10/1/34 326 338
3,5 Fannie Mae Pool 2.458% 11/1/34 248 258
3,5 Fannie Mae Pool 2.478% 2/1/36 252 257
3,5 Fannie Mae Pool 2.559% 12/1/35 457 477
3,5 Fannie Mae Pool 2.562% 1/1/35 446 467
3,5 Fannie Mae Pool 2.575% 12/1/40 582 587
3,5 Fannie Mae Pool 2.582% 10/1/40 713 719
3,5 Fannie Mae Pool 2.640% 9/1/34 135 142
3,5 Fannie Mae Pool 2.685% 11/1/33 137 144
3,5 Fannie Mae Pool 2.875% 3/1/41 750 761
3,5 Fannie Mae Pool 2.962% 12/1/40 447 448
3,5 Fannie Mae Pool 3.070% 9/1/35 319 333
3,5 Fannie Mae Pool 3.100% 12/1/40 561 573
3,5 Fannie Mae Pool 3.153% 2/1/41 449 451
3,5 Fannie Mae Pool 3.197% 8/1/40 492 505
3,5 Fannie Mae Pool 3.202% 12/1/40 470 481
3,5 Fannie Mae Pool 3.223% 9/1/40 504 517
3,5 Fannie Mae Pool 3.258% 11/1/40 504 518
3,5 Fannie Mae Pool 3.259% 10/1/40 877 899
3,5 Fannie Mae Pool 3.292% 1/1/40 881 907
3,5 Fannie Mae Pool 3.391% 5/1/40 391 403
3,5 Fannie Mae Pool 3.530% 3/1/40 1,457 1,506
3,5 Fannie Mae Pool 3.542% 8/1/35 414 424
3,5 Fannie Mae Pool 4.269% 12/1/35 781 837
3,5 Fannie Mae Pool 4.541% 11/1/34 720 757
3,5 Fannie Mae Pool 4.614% 8/1/35 563 592
3,5 Fannie Mae Pool 4.627% 9/1/34 244 264
3,5 Fannie Mae Pool 4.797% 6/1/34 338 355
3,5 Fannie Mae Pool 4.845% 8/1/37 654 692
3,5 Fannie Mae Pool 5.032% 12/1/33 204 216
3,5 Fannie Mae Pool 5.072% 3/1/37 532 559
3,5 Fannie Mae Pool 5.123% 3/1/38 302 322
3,5 Fannie Mae Pool 5.381% 7/1/36 137 147
3,5 Fannie Mae Pool 5.438% 1/1/37 427 452
3,5 Fannie Mae Pool 5.632% 3/1/37 416 437
3,5 Fannie Mae Pool 5.668% 3/1/37 373 396
3,5 Fannie Mae Pool 5.677% 2/1/37 375 403
3,5 Fannie Mae Pool 5.706% 12/1/37 851 911
3,5 Fannie Mae Pool 5.721% 4/1/37 621 664
3,5 Fannie Mae Pool 5.725% 4/1/37 140 148
3,5 Fannie Mae Pool 5.828% 9/1/36 471 490
3,5 Fannie Mae Pool 5.887% 8/1/37 393 419
3,5 Fannie Mae Pool 5.918% 6/1/36 90 96
3,5 Fannie Mae Pool 5.933% 11/1/36 1,047 1,119
3,5 Fannie Mae Pool 6.320% 9/1/37 369 394
3,5 Freddie Mac Non Gold Pool 2.477% 1/1/35 32 33
3,5 Freddie Mac Non Gold Pool 2.489% 12/1/34 497 516
3,5 Freddie Mac Non Gold Pool 2.583% 12/1/34 211 217
3,5 Freddie Mac Non Gold Pool 2.652% 9/1/34 294 307
3,5 Freddie Mac Non Gold Pool 2.658% 12/1/40 868 877
3,5 Freddie Mac Non Gold Pool 2.699% 12/1/40 1,283 1,298
3,5 Freddie Mac Non Gold Pool 2.770% 3/1/36 469 490
3,5 Freddie Mac Non Gold Pool 2.789% 11/1/40 707 717
3,5 Freddie Mac Non Gold Pool 2.819% 1/1/41 598 596
3,5 Freddie Mac Non Gold Pool 2.990% 2/1/41 925 942

 

 

3,5 Freddie Mac Non Gold Pool 3.084% 3/1/41 500 510
3,5 Freddie Mac Non Gold Pool 3.154% 11/1/40 532 544
3,5 Freddie Mac Non Gold Pool 3.294% 6/1/40 607 623
3,5 Freddie Mac Non Gold Pool 3.333% 4/1/40 504 519
3,5 Freddie Mac Non Gold Pool 3.373% 5/1/40 377 388
3,5 Freddie Mac Non Gold Pool 3.433% 5/1/40 334 344
3,5 Freddie Mac Non Gold Pool 3.561% 6/1/40 384 397
3,5 Freddie Mac Non Gold Pool 3.598% 6/1/40 655 672
3,5 Freddie Mac Non Gold Pool 3.631% 1/1/40 501 519
3,5 Freddie Mac Non Gold Pool 4.158% 1/1/37 340 357
3,5 Freddie Mac Non Gold Pool 4.594% 7/1/35 403 430
3,5 Freddie Mac Non Gold Pool 4.610% 11/1/34 199 211
3,5 Freddie Mac Non Gold Pool 5.025% 5/1/35 641 691
3,5 Freddie Mac Non Gold Pool 5.331% 12/1/35 385 407
3,5 Freddie Mac Non Gold Pool 5.414% 4/1/37 904 954
3,5 Freddie Mac Non Gold Pool 5.422% 3/1/37 530 560
3,5 Freddie Mac Non Gold Pool 5.513% 2/1/36 525 565
3,5 Freddie Mac Non Gold Pool 5.542% 4/1/37 667 720
3,5 Freddie Mac Non Gold Pool 5.571% 4/1/37 363 383
3,5 Freddie Mac Non Gold Pool 5.639% 12/1/36 209 218
3,5 Freddie Mac Non Gold Pool 5.710% 9/1/36 558 596
3,5 Freddie Mac Non Gold Pool 5.713% 6/1/37 631 669
3,5 Freddie Mac Non Gold Pool 5.771% 5/1/36 291 315
3,5 Freddie Mac Non Gold Pool 5.824% 10/1/37 297 315
3,5 Freddie Mac Non Gold Pool 5.849% 8/1/37 434 461
3,5 Freddie Mac Non Gold Pool 5.857% 5/1/37 1,030 1,101
3,5 Freddie Mac Non Gold Pool 5.870% 12/1/36 258 275
3,5 Freddie Mac Non Gold Pool 5.997% 10/1/37 111 119
3,5 Freddie Mac Non Gold Pool 6.405% 2/1/37 242 261
5 Ginnie Mae II Pool 2.500% 1/20/41 547 543
5 Ginnie Mae II Pool 2.500% 2/20/41 1,514 1,503
5 Ginnie Mae II Pool 3.500% 1/20/41 498 514
5 Ginnie Mae II Pool 4.500% 10/20/39 120 126
5 Ginnie Mae II Pool 5.000% 10/20/38 120 129
          46,023
Total U.S. Government and Agency Obligations (Cost $3,034,248)     3,091,565
Asset-Backed/Commercial Mortgage-Backed Securities (1.3%)      
5 Banc of America Commercial Mortgage Inc. 4.050% 11/10/38 52 52
5 Banc of America Commercial Mortgage Inc. 4.153% 11/10/38 150 157
5 Banc of America Commercial Mortgage Inc. 4.877% 7/10/42 900 956
5,6 Banc of America Commercial Mortgage Inc. 5.071% 11/10/42 125 131
5 Banc of America Commercial Mortgage Inc. 4.727% 7/10/43 235 239
5 Banc of America Commercial Mortgage Inc. 5.118% 7/11/43 1,560 1,594
5,6 Banc of America Commercial Mortgage Inc. 5.776% 5/10/45 160 160
5 Banc of America Commercial Mortgage Inc. 5.372% 9/10/45 1,200 1,288
5,6 Banc of America Commercial Mortgage Inc. 5.421% 9/10/45 10 10
5 Banc of America Commercial Mortgage Inc. 5.115% 10/10/45 1,150 1,233
5,6 Banc of America Commercial Mortgage Inc. 5.176% 10/10/45 20 21
5 Banc of America Commercial Mortgage Inc. 5.634% 7/10/46 1,075 1,157
5,6 Banc of America Commercial Mortgage Inc. 5.196% 9/10/47 170 169
5,6 Banc of America Commercial Mortgage Inc. 5.196% 9/10/47 100 105
5 Banc of America Commercial Mortgage Inc. 5.414% 9/10/47 825 874
5 Banc of America Commercial Mortgage Inc. 5.448% 9/10/47 125 123
5,6 Banc of America Commercial Mortgage Inc. 5.523% 1/15/49 125 105
5,6 Banc of America Commercial Mortgage Inc. 6.202% 2/10/51 1,400 1,534

 

7 Bank of Scotland plc 5.250% 2/21/17 1,350 1,391

 

 

5 Bear Stearns Commercial Mortgage        
  Securities 5.610% 11/15/33 1,559 1,576
5 Bear Stearns Commercial Mortgage        
  Securities 5.519% 4/12/38 250 269
5,6 Bear Stearns Commercial Mortgage        
  Securities 5.520% 4/12/38 250 258
5 Bear Stearns Commercial Mortgage        
  Securities 4.830% 8/15/38 575 594
5,6 Bear Stearns Commercial Mortgage        
  Securities 5.762% 9/11/38 275 277
5,6 Bear Stearns Commercial Mortgage        
  Securities 5.762% 9/11/38 125 123
5 Bear Stearns Commercial Mortgage        
  Securities 5.454% 3/11/39 175 188
5 Bear Stearns Commercial Mortgage        
  Securities 4.680% 8/13/39 750 786
5 Bear Stearns Commercial Mortgage        
  Securities 4.740% 3/13/40 300 313
5 Bear Stearns Commercial Mortgage        
  Securities 5.665% 6/11/40 1,499 1,537
5,6 Bear Stearns Commercial Mortgage        
  Securities 5.718% 6/11/40 125 103
5 Bear Stearns Commercial Mortgage        
  Securities 4.750% 6/11/41 200 196
5 Bear Stearns Commercial Mortgage        
  Securities 5.582% 9/11/41 160 159
5,6 Bear Stearns Commercial Mortgage        
  Securities 5.568% 10/12/41 397 398
5 Bear Stearns Commercial Mortgage        
  Securities 4.521% 11/11/41 335 341
5 Bear Stearns Commercial Mortgage        
  Securities 4.868% 11/11/41 100 100
5 Bear Stearns Commercial Mortgage        
  Securities 5.742% 9/11/42 1,575 1,696
5 Bear Stearns Commercial Mortgage        
  Securities 5.127% 10/12/42 422 426
5,6 Bear Stearns Commercial Mortgage        
  Securities 5.513% 1/12/45 335 343
5,6 Bear Stearns Commercial Mortgage        
  Securities 5.566% 1/12/45 200 190
5 Bear Stearns Commercial Mortgage        
  Securities 5.694% 6/11/50 300 321
5,6 Bear Stearns Commercial Mortgage        
  Securities 5.915% 6/11/50 400 401
5 Bear Stearns Commercial Mortgage        
  Securities 5.613% 6/13/50 850 882
5 Bear Stearns Commercial Mortgage        
  Securities 5.700% 6/13/50 500 529
5 Capital Auto Receivables Asset Trust 4.680% 10/15/12 451 459
5 Capital One Multi-Asset Execution Trust 5.050% 12/17/18 3,500 3,853
5 Capital One Multi-Asset Execution Trust 5.750% 7/15/20 400 455
5 CDC Commercial Mortgage Trust 5.676% 11/15/30 665 672
5 Chase Issuance Trust 5.400% 7/15/15 400 436
7 Cie de Financement Foncier 2.125% 4/22/13 375 377
5 Citibank Credit Card Issuance Trust 5.450% 5/10/13 195 196
5 Citibank Credit Card Issuance Trust 4.900% 6/23/16 1,075 1,178
5 Citibank Credit Card Issuance Trust 4.150% 7/7/17 250 266
5 Citibank Credit Card Issuance Trust 5.650% 9/20/19 175 198

 

 

5 Citigroup Commercial Mortgage Trust 4.623% 10/15/41 198 202
5 Citigroup Commercial Mortgage Trust 4.830% 5/15/43 50 51
5,6 Citigroup Commercial Mortgage Trust 5.733% 3/15/49 550 596
5 Citigroup Commercial Mortgage Trust 5.462% 10/15/49 150 147
5 Citigroup Commercial Mortgage Trust 5.482% 10/15/49 100 97
5,6 Citigroup Commercial Mortgage Trust 5.698% 12/10/49 850 902
5,6 Citigroup Commercial Mortgage Trust 5.698% 12/10/49 275 274
5,6 Citigroup Commercial Mortgage Trust 5.822% 12/10/49 650 710
5,6 Citigroup Commercial Mortgage Trust 5.822% 12/10/49 350 351
5,6 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.222% 7/15/44 300 313
5 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.222% 7/15/44 600 645
5 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.886% 11/15/44 1,650 1,757
5 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.648% 10/15/48 425 417
5 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.688% 10/15/48 150 137
5 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.205% 12/11/49 1,400 1,427
5 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 5.322% 12/11/49 675 696
5,7 Commercial Mortgage Lease-Backed        
  Certificates 6.746% 6/20/31 721 794
5 Commercial Mortgage Pass Through        
  Certificates 4.084% 6/10/38 875 903
5 Commercial Mortgage Pass Through        
  Certificates 4.715% 3/10/39 800 841
5 Commercial Mortgage Pass Through        
  Certificates 5.116% 6/10/44 475 507
5 Commercial Mortgage Pass Through        
  Certificates 5.768% 6/10/46 1,055 1,149
5,6 Commercial Mortgage Pass Through        
  Certificates 5.794% 6/10/46 200 201
5 Commercial Mortgage Pass Through        
  Certificates 5.248% 12/10/46 195 199
5,6 Commercial Mortgage Pass Through        
  Certificates 5.815% 12/10/49 900 978
5,6 Countrywide Home Loan Mortgage Pass        
  Through Trust 2.915% 5/25/33 271 218
5,6 Credit Suisse First Boston Mortgage        
  Securities Corp. 4.750% 1/15/37 1,500 1,570
5 Credit Suisse First Boston Mortgage        
  Securities Corp. 4.877% 4/15/37 50 50
5,6 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.014% 2/15/38 1,000 1,060
5,6 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.075% 2/15/38 140 140
5 Credit Suisse First Boston Mortgage        
  Securities Corp. 3.936% 5/15/38 770 795
5,6 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.100% 8/15/38 80 82
5,6 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.190% 8/15/38 150 148
5,6 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.230% 12/15/40 160 156
5 Credit Suisse Mortgage Capital Certificates 5.825% 6/15/38 1,325 1,433

 

 

5 Credit Suisse Mortgage Capital Certificates 5.825% 6/15/38 52 52
5,6 Credit Suisse Mortgage Capital Certificates 5.441% 2/15/39 175 164
5 Credit Suisse Mortgage Capital Certificates 5.441% 2/15/39 575 615
5,6 Credit Suisse Mortgage Capital Certificates 5.441% 2/15/39 400 403
5,6 Credit Suisse Mortgage Capital Certificates 5.525% 6/15/39 250 260
5 Credit Suisse Mortgage Capital Certificates 5.509% 9/15/39 75 73
5 Credit Suisse Mortgage Capital Certificates 5.311% 12/15/39 200 209
5 Credit Suisse Mortgage Capital Certificates 5.383% 2/15/40 525 534
5,6 CW Capital Cobalt Ltd. 5.816% 5/15/46 1,000 1,052
5 Discover Card Master Trust 5.650% 12/15/15 1,650 1,806
5 Discover Card Master Trust 5.650% 3/16/20 375 423
5,6 First Union Commercial Mortgage Trust 6.626% 10/15/35 338 352
5 First Union National Bank Commercial        
  Mortgage 6.223% 12/12/33 463 470
5 Ford Credit Auto Owner Trust 2.420% 11/15/14 225 230
5 Ford Credit Auto Owner Trust 2.150% 6/15/15 825 839
5 GE Capital Commercial Mortgage Corp. 4.996% 12/10/37 1,000 1,043
5,6 GE Capital Commercial Mortgage Corp. 5.174% 3/10/44 950 1,022
5,6 GE Capital Commercial Mortgage Corp. 5.174% 3/10/44 325 335
5 GMAC Commercial Mortgage Securities Inc. 6.700% 4/15/34 202 203
5 GMAC Commercial Mortgage Securities Inc. 4.079% 5/10/36 150 155
5 GMAC Commercial Mortgage Securities Inc. 4.908% 3/10/38 75 79
5 GMAC Commercial Mortgage Securities Inc. 4.646% 4/10/40 118 121
5 GMAC Commercial Mortgage Securities Inc. 4.864% 12/10/41 950 995
5 GMAC Commercial Mortgage Securities Inc. 4.754% 5/10/43 75 77
5 Greenwich Capital Commercial Funding Corp. 4.948% 1/11/35 500 521
5 Greenwich Capital Commercial Funding Corp. 5.317% 6/10/36 1,200 1,275
5 Greenwich Capital Commercial Funding Corp. 5.117% 4/10/37 153 154
5 Greenwich Capital Commercial Funding Corp. 5.224% 4/10/37 1,000 1,062
5,6 Greenwich Capital Commercial Funding Corp. 5.277% 4/10/37 275 275
5,6 Greenwich Capital Commercial Funding Corp. 5.890% 7/10/38 225 232
5 Greenwich Capital Commercial Funding Corp. 5.475% 3/10/39 75 73
5 Greenwich Capital Commercial Funding Corp. 4.799% 8/10/42 1,950 2,047
5,6 Greenwich Capital Commercial Funding Corp. 4.859% 8/10/42 100 99
5 GS Mortgage Securities Corp. II 5.506% 4/10/38 597 601
5,6 GS Mortgage Securities Corp. II 5.553% 4/10/38 700 750
5,6 GS Mortgage Securities Corp. II 5.622% 4/10/38 250 247
5 Honda Auto Receivables Owner Trust 4.880% 9/18/14 535 544
5 Honda Auto Receivables Owner Trust 1.800% 4/17/17 150 150
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.050% 12/12/34 350 365
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 4.654% 1/12/37 150 155
5,6 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.350% 8/12/37 100 102
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 4.824% 9/12/37 600 606
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 4.404% 1/12/39 110 115
5,6 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.365% 6/12/41 600 646
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 4.780% 7/15/42 135 138
5,6 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.321% 1/12/43 10 10
5,6 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.475% 4/15/43 350 373

 

 

5,6 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.441% 12/12/44 150 150
5,6 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.490% 12/12/44 75 64
5,6 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.244% 12/15/44 175 183
5,6 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.323% 12/15/44 70 70
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.863% 4/15/45 775 848
5,6 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.863% 4/15/45 80 83
5,6 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.863% 4/15/45 155 144
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.593% 5/12/45 375 377
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.623% 5/12/45 75 69
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.440% 5/15/45 225 224
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.447% 5/15/45 250 261
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.440% 6/12/47 500 525
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.802% 6/15/49 700 724
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.817% 6/15/49 210 223
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.794% 2/12/51 1,105 1,172
5 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.855% 2/12/51 618 634
5,6 JP Morgan Chase Commercial Mortgage        
  Securities Corp. 5.882% 2/15/51 1,355 1,422
5 LB-UBS Commercial Mortgage Trust 4.786% 10/15/29 1,299 1,371
5 LB-UBS Commercial Mortgage Trust 4.742% 2/15/30 575 605
5 LB-UBS Commercial Mortgage Trust 4.553% 7/15/30 42 42
5 LB-UBS Commercial Mortgage Trust 5.197% 11/15/30 1,250 1,341
5 LB-UBS Commercial Mortgage Trust 5.217% 2/15/31 125 125
5 LB-UBS Commercial Mortgage Trust 4.853% 9/15/31 1,300 1,351
5 LB-UBS Commercial Mortgage Trust 4.960% 12/15/31 250 262
5 LB-UBS Commercial Mortgage Trust 4.166% 5/15/32 825 858
5,6 LB-UBS Commercial Mortgage Trust 5.124% 11/15/32 400 425
5 LB-UBS Commercial Mortgage Trust 4.931% 9/15/35 1,500 1,578
5,6 LB-UBS Commercial Mortgage Trust 5.661% 3/15/39 1,000 1,079
5 LB-UBS Commercial Mortgage Trust 5.413% 9/15/39 100 99
5 LB-UBS Commercial Mortgage Trust 5.424% 2/15/40 179 190
5 LB-UBS Commercial Mortgage Trust 5.430% 2/15/40 300 316
5 LB-UBS Commercial Mortgage Trust 5.455% 2/15/40 250 247
5,6 LB-UBS Commercial Mortgage Trust 5.057% 9/15/40 75 75
5,6 LB-UBS Commercial Mortgage Trust 5.276% 2/15/41 150 150
5,6 LB-UBS Commercial Mortgage Trust 6.092% 4/15/41 260 260
5 LB-UBS Commercial Mortgage Trust 5.866% 9/15/45 675 722
5 Merrill Lynch Mortgage Trust 5.236% 11/12/35 750 787
5 Merrill Lynch Mortgage Trust 5.107% 7/12/38 40 41
5 Merrill Lynch Mortgage Trust 5.669% 5/12/39 350 380
5,6 Merrill Lynch Mortgage Trust 5.669% 5/12/39 100 102
5 Merrill Lynch Mortgage Trust 5.782% 8/12/43 245 246

 

 

5,6 Merrill Lynch Mortgage Trust 5.802% 8/12/43 150 144
5,6 Merrill Lynch Mortgage Trust 5.291% 1/12/44 1,650 1,780
5,6 Merrill Lynch Mortgage Trust 5.828% 6/12/50 1,150 1,227
5,6 Merrill Lynch Mortgage Trust 5.828% 6/12/50 165 158
5 Merrill Lynch Mortgage Trust 5.425% 2/12/51 250 258
5 Merrill Lynch Mortgage Trust 5.690% 2/12/51 750 794
5,6 Merrill Lynch/Countrywide Commercial        
  Mortgage Trust 5.531% 2/12/39 25 25
5 Merrill Lynch/Countrywide Commercial        
  Mortgage Trust 5.908% 6/12/46 900 977
5 Merrill Lynch/Countrywide Commercial        
  Mortgage Trust 5.456% 7/12/46 160 157
5 Merrill Lynch/Countrywide Commercial        
  Mortgage Trust 5.378% 8/12/48 1,575 1,624
5 Merrill Lynch/Countrywide Commercial        
  Mortgage Trust 5.590% 9/12/49 684 701
5 Merrill Lynch/Countrywide Commercial        
  Mortgage Trust 5.700% 9/12/49 150 156
5 Morgan Stanley Capital I 4.970% 4/14/40 450 473
5,6 Morgan Stanley Capital I 5.110% 6/15/40 950 1,015
5 Morgan Stanley Capital I 5.270% 6/13/41 400 427
5,6 Morgan Stanley Capital I 5.806% 8/12/41 110 113
5 Morgan Stanley Capital I 5.328% 11/12/41 250 263
5 Morgan Stanley Capital I 5.360% 11/12/41 375 372
5,6 Morgan Stanley Capital I 4.840% 12/13/41 65 65
5 Morgan Stanley Capital I 4.970% 12/15/41 675 712
5 Morgan Stanley Capital I 5.168% 1/14/42 425 452
5,6 Morgan Stanley Capital I 5.646% 6/11/42 850 927
5,6 Morgan Stanley Capital I 5.646% 6/11/42 75 73
5 Morgan Stanley Capital I 4.989% 8/13/42 1,350 1,431
5,6 Morgan Stanley Capital I 5.073% 8/13/42 180 175
5 Morgan Stanley Capital I 5.230% 9/15/42 1,200 1,289
5 Morgan Stanley Capital I 5.726% 10/15/42 550 600
5,6 Morgan Stanley Capital I 5.730% 10/15/42 30 31
5,6 Morgan Stanley Capital I 5.730% 10/15/42 200 198
5,6 Morgan Stanley Capital I 5.203% 11/14/42 900 969
5 Morgan Stanley Capital I 5.332% 12/15/43 350 368
5,6 Morgan Stanley Capital I 5.402% 3/12/44 575 619
5,6 Morgan Stanley Capital I 5.773% 7/12/44 250 256
5,6 Morgan Stanley Capital I 5.793% 7/12/44 225 224
5 Morgan Stanley Capital I 4.660% 9/13/45 250 265
5,6 Morgan Stanley Capital I 5.684% 4/15/49 250 231
5,6 Morgan Stanley Capital I 5.692% 4/15/49 550 576
5,6 Morgan Stanley Capital I 5.544% 11/12/49 275 270
5 Morgan Stanley Capital I 5.809% 12/12/49 590 635
5,6 Morgan Stanley Capital I 6.110% 12/12/49 225 228
5 Morgan Stanley Capital I 5.090% 10/12/52 202 202
5,6 Morgan Stanley Capital I 5.204% 10/12/52 260 262
5 Morgan Stanley Capital I 4.770% 7/15/56 170 168
5 Morgan Stanley Dean Witter Capital I 4.920% 3/12/35 1,375 1,437
5 Morgan Stanley Dean Witter Capital I 6.390% 10/15/35 393 400
5 Morgan Stanley Dean Witter Capital I 4.740% 11/13/36 850 886
7 Nationwide Building Society 5.500% 7/18/12 2,000 2,101
5 Nissan Auto Receivables Owner Trust 5.050% 11/17/14 475 492
7 Northern Rock Asset Management plc 5.625% 6/22/17 2,500 2,521
5 PSE&G Transition Funding LLC 6.890% 12/15/17 2,000 2,355
7 Royal Bank of Canada 3.125% 4/14/15 425 436
5,6 TIAA Seasoned Commercial Mortgage Trust 5.983% 8/15/39 160 163

 

 

5 USAA Auto Owner Trust 4.710% 2/18/14 925 945
5,6 Wachovia Bank Commercial Mortgage Trust 5.125% 8/15/35 150 158
5,6 Wachovia Bank Commercial Mortgage Trust 4.964% 11/15/35 550 581
5 Wachovia Bank Commercial Mortgage Trust 4.719% 1/15/41 67 67
5 Wachovia Bank Commercial Mortgage Trust 4.748% 2/15/41 500 529
5 Wachovia Bank Commercial Mortgage Trust 5.001% 7/15/41 175 176
5,6 Wachovia Bank Commercial Mortgage Trust 5.307% 7/15/41 850 910
5 Wachovia Bank Commercial Mortgage Trust 4.803% 10/15/41 1,150 1,207
5,6 Wachovia Bank Commercial Mortgage Trust 5.083% 3/15/42 400 427
5,6 Wachovia Bank Commercial Mortgage Trust 5.224% 3/15/42 75 76
5 Wachovia Bank Commercial Mortgage Trust 5.118% 7/15/42 350 376
5,6 Wachovia Bank Commercial Mortgage Trust 5.739% 5/15/43 900 983
5 Wachovia Bank Commercial Mortgage Trust 4.699% 5/15/44 1,050 1,118
5 Wachovia Bank Commercial Mortgage Trust 4.750% 5/15/44 65 66
5 Wachovia Bank Commercial Mortgage Trust 4.793% 5/15/44 150 147
5,6 Wachovia Bank Commercial Mortgage Trust 5.209% 10/15/44 60 60
5,6 Wachovia Bank Commercial Mortgage Trust 5.209% 10/15/44 850 911
5,6 Wachovia Bank Commercial Mortgage Trust 5.270% 12/15/44 1,100 1,161
5,6 Wachovia Bank Commercial Mortgage Trust 5.320% 12/15/44 50 52
5,6 Wachovia Bank Commercial Mortgage Trust 5.957% 6/15/45 67 69
5,6 Wachovia Bank Commercial Mortgage Trust 5.765% 7/15/45 950 1,022
5 Wachovia Bank Commercial Mortgage Trust 5.313% 11/15/48 1,500 1,567
5 Wachovia Bank Commercial Mortgage Trust 5.339% 11/15/48 375 377
5 World Omni Auto Receivables Trust 3.940% 10/15/12 85 85
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $125,444)   138,969
Corporate Bonds (8.0%)        
Finance (2.9%)        
  Banking (1.9%)        
  American Express Bank FSB 5.550% 10/17/12 375 397
  American Express Bank FSB 6.000% 9/13/17 225 249
  American Express Centurion Bank 5.550% 10/17/12 250 265
  American Express Centurion Bank 5.950% 6/12/17 75 82
  American Express Centurion Bank 6.000% 9/13/17 1,750 1,942
  American Express Co. 7.250% 5/20/14 425 483
  American Express Co. 5.500% 9/12/16 350 381
  American Express Co. 6.150% 8/28/17 225 251
  American Express Co. 7.000% 3/19/18 1,000 1,169
5 American Express Co. 6.800% 9/1/66 450 457
  American Express Credit Corp. 7.300% 8/20/13 1,200 1,342
  American Express Credit Corp. 5.125% 8/25/14 275 297
  Banco Santander Chile 2.875% 11/13/12 250 249
7 BanColombia SA 4.250% 1/12/16 125 124
  Bank of America Corp. 5.375% 9/11/12 1,025 1,080
  Bank of America Corp. 4.875% 9/15/12 75 79
  Bank of America Corp. 4.875% 1/15/13 750 788
  Bank of America Corp. 7.375% 5/15/14 1,025 1,156
  Bank of America Corp. 5.375% 6/15/14 175 187
  Bank of America Corp. 5.125% 11/15/14 950 1,012
  Bank of America Corp. 4.500% 4/1/15 1,250 1,297
  Bank of America Corp. 5.250% 12/1/15 275 286
  Bank of America Corp. 3.625% 3/17/16 2,275 2,235
  Bank of America Corp. 6.500% 8/1/16 750 828
  Bank of America Corp. 5.750% 8/15/16 275 289
  Bank of America Corp. 5.625% 10/14/16 75 80
  Bank of America Corp. 5.420% 3/15/17 775 789
  Bank of America Corp. 6.000% 9/1/17 250 266
  Bank of America Corp. 5.650% 5/1/18 4,550 4,758

 

 

Bank of America Corp. 7.625% 6/1/19 400 461
Bank of America NA 5.300% 3/15/17 325 334
Bank of America NA 6.100% 6/15/17 350 371
Bank of America NA 6.000% 10/15/36 600 579
Bank of Montreal 2.125% 6/28/13 275 280
Bank of New York Mellon Corp. 4.950% 11/1/12 425 451
Bank of New York Mellon Corp. 4.300% 5/15/14 250 267
Bank of New York Mellon Corp. 4.950% 3/15/15 1,150 1,237
Bank of New York Mellon Corp. 2.500% 1/15/16 450 446
Bank of New York Mellon Corp. 5.450% 5/15/19 350 383
Bank of New York Mellon Corp. 4.600% 1/15/20 400 414
Bank of Nova Scotia 2.250% 1/22/13 375 383
Bank of Nova Scotia 2.375% 12/17/13 375 382
Bank of Nova Scotia 2.050% 10/7/15 125 122
Bank One Corp. 5.250% 1/30/13 925 981
Bank One Corp. 4.900% 4/30/15 475 498
Barclays Bank plc 2.500% 1/23/13 425 432
Barclays Bank plc 5.200% 7/10/14 1,150 1,242
Barclays Bank plc 5.000% 9/22/16 200 212
Barclays Bank plc 6.750% 5/22/19 1,200 1,354
Barclays Bank plc 5.125% 1/8/20 1,300 1,314
BB&T Corp. 3.850% 7/27/12 225 233
BB&T Corp. 5.700% 4/30/14 275 303
BB&T Corp. 3.950% 4/29/16 1,250 1,283
BB&T Corp. 6.850% 4/30/19 275 319
Bear Stearns Cos. LLC 5.700% 11/15/14 2,525 2,777
Bear Stearns Cos. LLC 5.300% 10/30/15 985 1,060
Bear Stearns Cos. LLC 6.400% 10/2/17 925 1,031
Bear Stearns Cos. LLC 7.250% 2/1/18 375 437
BNP Paribas 3.250% 3/11/15 75 76
BNP Paribas 3.600% 2/23/16 650 650
BNP Paribas 5.000% 1/15/21 850 857
BNP Paribas / BNP Paribas US Medium-Term        
Note Program LLC 2.125% 12/21/12 800 810
Branch Banking & Trust Co. 5.625% 9/15/16 100 109
Canadian Imperial Bank of Commerce 1.450% 9/13/13 125 124
Canadian Imperial Bank of Commerce 2.350% 12/11/15 25 24
Capital One Bank USA NA 8.800% 7/15/19 1,275 1,592
Capital One Capital III 7.686% 8/15/36 525 539
Capital One Capital IV 6.745% 2/17/37 300 301
Capital One Financial Corp. 5.500% 6/1/15 225 245
Capital One Financial Corp. 6.150% 9/1/16 50 54
Capital One Financial Corp. 5.250% 2/21/17 50 53
Capital One Financial Corp. 6.750% 9/15/17 100 115
5,7 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 1,700 1,946
Citigroup Inc. 5.100% 9/29/11 325 332
Citigroup Inc. 5.300% 10/17/12 1,825 1,925
Citigroup Inc. 5.500% 4/11/13 1,325 1,415
Citigroup Inc. 6.500% 8/19/13 500 546
Citigroup Inc. 6.000% 12/13/13 775 842
Citigroup Inc. 5.125% 5/5/14 100 106
Citigroup Inc. 6.375% 8/12/14 1,500 1,656
Citigroup Inc. 5.000% 9/15/14 3,325 3,452
Citigroup Inc. 5.500% 10/15/14 875 943
Citigroup Inc. 4.587% 12/15/15 825 849
Citigroup Inc. 5.300% 1/7/16 275 293
Citigroup Inc. 5.500% 2/15/17 100 104
Citigroup Inc. 6.125% 11/21/17 1,075 1,170

 

 

Citigroup Inc. 6.125% 5/15/18 1,250 1,361
Citigroup Inc. 6.000% 10/31/33 525 495
Citigroup Inc. 5.850% 12/11/34 50 49
Citigroup Inc. 6.125% 8/25/36 450 426
Citigroup Inc. 5.875% 5/29/37 225 220
Citigroup Inc. 6.875% 3/5/38 1,375 1,499
Citigroup Inc. 8.125% 7/15/39 1,000 1,256
Comerica Bank 5.200% 8/22/17 300 317
Comerica Inc. 3.000% 9/16/15 375 372
Compass Bank 6.400% 10/1/17 150 157
Compass Bank 5.900% 4/1/26 225 216
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.125% 10/13/15 175 169
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.500% 1/11/21 1,425 1,440
7 Corestates Capital I 8.000% 12/15/26 1,200 1,228
Countrywide Financial Corp. 5.800% 6/7/12 50 53
Credit Suisse 5.000% 5/15/13 425 453
Credit Suisse 2.200% 1/14/14 1,175 1,178
Credit Suisse 5.500% 5/1/14 700 766
Credit Suisse 3.500% 3/23/15 2,000 2,036
Credit Suisse 6.000% 2/15/18 1,025 1,088
Credit Suisse 5.300% 8/13/19 475 497
Credit Suisse 4.375% 8/5/20 300 292
Credit Suisse AG 5.400% 1/14/20 200 202
5 Credit Suisse AG 5.860% 5/15/49 450 434
Credit Suisse USA Inc. 5.125% 1/15/14 50 54
Credit Suisse USA Inc. 4.875% 1/15/15 235 252
Credit Suisse USA Inc. 5.125% 8/15/15 315 340
Credit Suisse USA Inc. 5.850% 8/16/16 750 837
Credit Suisse USA Inc. 7.125% 7/15/32 575 683
Deutsche Bank AG 5.375% 10/12/12 1,400 1,485
Deutsche Bank AG 4.875% 5/20/13 875 929
Deutsche Bank AG 3.450% 3/30/15 375 383
Deutsche Bank AG 3.250% 1/11/16 150 150
Deutsche Bank AG 6.000% 9/1/17 1,075 1,193
Deutsche Bank Financial LLC 5.375% 3/2/15 900 949
Discover Bank 7.000% 4/15/20 250 275
FIA Card Services NA 6.625% 6/15/12 350 367
Fifth Third Bancorp 6.250% 5/1/13 675 731
Fifth Third Bancorp 3.625% 1/25/16 50 50
Fifth Third Bancorp 8.250% 3/1/38 600 711
Fifth Third Bank 4.750% 2/1/15 325 340
First Horizon National Corp. 5.375% 12/15/15 125 130
First Niagara Financial Group Inc. 6.750% 3/19/20 75 81
First Tennessee Bank NA 5.050% 1/15/15 325 330
FleetBoston Financial Corp. 6.875% 1/15/28 600 629
Golden West Financial Corp. 4.750% 10/1/12 375 394
Goldman Sachs Capital I 6.345% 2/15/34 1,125 1,088
5 Goldman Sachs Capital II 5.793% 12/29/49 550 473
Goldman Sachs Group Inc. 3.625% 8/1/12 300 309
Goldman Sachs Group Inc. 5.700% 9/1/12 25 26
Goldman Sachs Group Inc. 5.450% 11/1/12 900 956
Goldman Sachs Group Inc. 4.750% 7/15/13 1,400 1,481
Goldman Sachs Group Inc. 5.250% 10/15/13 125 134
Goldman Sachs Group Inc. 5.150% 1/15/14 700 751
Goldman Sachs Group Inc. 6.000% 5/1/14 1,000 1,095
Goldman Sachs Group Inc. 5.000% 10/1/14 2,475 2,646

 

 

Goldman Sachs Group Inc. 5.125% 1/15/15 400 427
Goldman Sachs Group Inc. 5.350% 1/15/16 875 934
Goldman Sachs Group Inc. 3.625% 2/7/16 875 865
Goldman Sachs Group Inc. 5.750% 10/1/16 500 541
Goldman Sachs Group Inc. 5.625% 1/15/17 625 656
Goldman Sachs Group Inc. 6.250% 9/1/17 400 437
Goldman Sachs Group Inc. 5.950% 1/18/18 1,175 1,255
Goldman Sachs Group Inc. 6.150% 4/1/18 100 108
Goldman Sachs Group Inc. 7.500% 2/15/19 125 145
Goldman Sachs Group Inc. 5.375% 3/15/20 1,450 1,473
Goldman Sachs Group Inc. 5.950% 1/15/27 1,375 1,347
Goldman Sachs Group Inc. 6.125% 2/15/33 1,500 1,514
Goldman Sachs Group Inc. 6.450% 5/1/36 450 436
Goldman Sachs Group Inc. 6.750% 10/1/37 1,475 1,488
Goldman Sachs Group Inc. 6.250% 2/1/41 950 944
7 HBOS plc 6.750% 5/21/18 425 409
HSBC Bank USA NA 4.625% 4/1/14 1,000 1,060
HSBC Bank USA NA 4.875% 8/24/20 275 266
HSBC Bank USA NA 5.875% 11/1/34 300 294
HSBC Bank USA NA 5.625% 8/15/35 625 593
HSBC Holdings plc 5.100% 4/5/21 250 251
HSBC Holdings plc 7.625% 5/17/32 400 427
HSBC Holdings plc 7.350% 11/27/32 400 421
HSBC Holdings plc 6.500% 5/2/36 100 102
HSBC Holdings plc 6.500% 9/15/37 1,000 1,007
HSBC Holdings plc 6.800% 6/1/38 75 79
Huntington BancShares Inc. 7.000% 12/15/20 450 494
7 ICICI Bank Ltd. 6.625% 10/3/12 25 26
JP Morgan Chase Capital XVIII 6.950% 8/17/36 600 609
JP Morgan Chase Capital XX 6.550% 9/29/36 600 606
5 JP Morgan Chase Capital XXII 6.450% 1/15/87 650 648
JP Morgan Chase Capital XXV 6.800% 10/1/37 725 728
JPMorgan Chase & Co. 5.375% 10/1/12 650 689
JPMorgan Chase & Co. 5.750% 1/2/13 350 374
JPMorgan Chase & Co. 4.750% 5/1/13 1,025 1,089
JPMorgan Chase & Co. 1.650% 9/30/13 525 522
JPMorgan Chase & Co. 5.125% 9/15/14 1,375 1,470
JPMorgan Chase & Co. 3.700% 1/20/15 325 333
JPMorgan Chase & Co. 3.400% 6/24/15 2,325 2,347
JPMorgan Chase & Co. 5.150% 10/1/15 1,025 1,096
JPMorgan Chase & Co. 2.600% 1/15/16 450 432
JPMorgan Chase & Co. 6.000% 1/15/18 150 164
JPMorgan Chase & Co. 6.300% 4/23/19 875 964
JPMorgan Chase & Co. 4.400% 7/22/20 300 289
JPMorgan Chase & Co. 4.250% 10/15/20 175 166
JPMorgan Chase & Co. 6.400% 5/15/38 1,600 1,769
JPMorgan Chase & Co. 5.500% 10/15/40 1,100 1,073
JPMorgan Chase Bank NA 5.875% 6/13/16 725 794
KeyBank NA 5.800% 7/1/14 150 163
KeyBank NA 4.950% 9/15/15 25 26
KeyBank NA 5.450% 3/3/16 300 319
KeyCorp 6.500% 5/14/13 50 54
KeyCorp 5.100% 3/24/21 900 894
Lloyds TSB Bank plc 4.875% 1/21/16 350 359
Lloyds TSB Bank plc 6.375% 1/21/21 1,275 1,322
M&I Marshall & Ilsley Bank 4.850% 6/16/15 375 388
Manufacturers & Traders Trust Co. 6.625% 12/4/17 600 676
MBNA Corp. 6.125% 3/1/13 500 535

 

 

  MBNA Corp. 5.000% 6/15/15 400 414
  Mellon Funding Corp. 5.000% 12/1/14 250 272
  Merrill Lynch & Co. Inc. 6.050% 8/15/12 175 185
  Merrill Lynch & Co. Inc. 5.450% 2/5/13 475 502
  Merrill Lynch & Co. Inc. 6.150% 4/25/13 950 1,023
  Merrill Lynch & Co. Inc. 5.000% 2/3/14 1,075 1,144
  Merrill Lynch & Co. Inc. 5.450% 7/15/14 125 134
  Merrill Lynch & Co. Inc. 5.000% 1/15/15 1,250 1,314
  Merrill Lynch & Co. Inc. 6.050% 5/16/16 600 632
  Merrill Lynch & Co. Inc. 5.700% 5/2/17 125 129
  Merrill Lynch & Co. Inc. 6.400% 8/28/17 1,000 1,089
  Merrill Lynch & Co. Inc. 6.875% 4/25/18 1,250 1,390
  Merrill Lynch & Co. Inc. 6.220% 9/15/26 750 744
  Merrill Lynch & Co. Inc. 6.110% 1/29/37 225 210
  Merrill Lynch & Co. Inc. 7.750% 5/14/38 1,275 1,446
  Morgan Stanley 5.750% 8/31/12 100 106
  Morgan Stanley 4.750% 4/1/14 1,200 1,244
  Morgan Stanley 6.000% 5/13/14 1,050 1,140
  Morgan Stanley 4.200% 11/20/14 600 616
  Morgan Stanley 4.100% 1/26/15 975 997
  Morgan Stanley 6.000% 4/28/15 1,025 1,111
  Morgan Stanley 5.375% 10/15/15 650 690
  Morgan Stanley 3.450% 11/2/15 2,500 2,449
  Morgan Stanley 5.750% 10/18/16 425 453
  Morgan Stanley 5.450% 1/9/17 975 1,022
  Morgan Stanley 5.550% 4/27/17 250 263
  Morgan Stanley 5.950% 12/28/17 700 747
  Morgan Stanley 6.625% 4/1/18 1,325 1,457
  Morgan Stanley 7.300% 5/13/19 1,125 1,260
  Morgan Stanley 5.625% 9/23/19 1,725 1,749
  Morgan Stanley 5.500% 1/26/20 525 526
  Morgan Stanley 5.500% 7/24/20 300 298
  Morgan Stanley 5.750% 1/25/21 1,375 1,374
  Morgan Stanley 6.250% 8/9/26 300 317
  National City Corp. 4.900% 1/15/15 500 535
5 National City Preferred Capital Trust I 12.000% 12/31/49 500 566
  Northern Trust Co. 6.500% 8/15/18 75 86
  Northern Trust Corp. 5.500% 8/15/13 100 109
  Northern Trust Corp. 4.625% 5/1/14 125 135
  PNC Bank NA 4.875% 9/21/17 525 549
  PNC Bank NA 6.000% 12/7/17 350 383
  PNC Funding Corp. 3.625% 2/8/15 500 514
  PNC Funding Corp. 5.250% 11/15/15 250 267
  PNC Funding Corp. 6.700% 6/10/19 50 58
  PNC Funding Corp. 5.125% 2/8/20 825 866
  Royal Bank of Canada 2.100% 7/29/13 750 764
  Royal Bank of Canada 2.625% 12/15/15 600 596
  Royal Bank of Scotland Group plc 6.400% 10/21/19 450 461
  Royal Bank of Scotland plc 3.250% 1/11/14 650 657
7 Royal Bank of Scotland plc 4.875% 8/25/14 700 726
  Royal Bank of Scotland plc 4.875% 3/16/15 1,075 1,114
  Royal Bank of Scotland plc 5.625% 8/24/20 725 723
  Royal Bank of Scotland plc 6.125% 1/11/21 675 692
  Santander UK plc 7.950% 10/26/29 400 427
  SouthTrust Corp. 5.800% 6/15/14 300 322
  Sovereign Bank 5.125% 3/15/13 250 257
5,7 Standard Chartered plc 6.409% 12/31/49 300 284
  State Street Bank and Trust Co. 5.300% 1/15/16 300 326

 

 

State Street Corp. 2.875% 3/7/16 1,150 1,137
State Street Corp. 4.956% 3/15/18 200 205
Sumitomo Mitsui Banking Corp. 8.000% 6/15/12 600 643
SunTrust Bank 7.250% 3/15/18 75 85
SunTrust Banks Inc. 3.600% 4/15/16 675 670
5 SunTrust Capital VIII 6.100% 12/1/66 115 112
UBS AG 2.250% 8/12/13 850 856
UBS AG 2.250% 1/28/14 300 300
UBS AG 7.000% 10/15/15 750 837
UBS AG 5.875% 12/20/17 1,225 1,335
UBS AG 5.750% 4/25/18 50 54
UBS AG 4.875% 8/4/20 1,275 1,280
UFJ Finance Aruba AEC 6.750% 7/15/13 500 551
Union Bank NA 5.950% 5/11/16 450 480
UnionBanCal Corp. 5.250% 12/16/13 150 160
US Bancorp 1.125% 10/30/13 250 246
US Bancorp 4.200% 5/15/14 600 639
US Bancorp 3.150% 3/4/15 100 102
US Bancorp 3.442% 2/1/16 1,575 1,564
US Bank NA 6.300% 2/4/14 250 278
US Bank NA 4.950% 10/30/14 175 189
USB Capital XIII Trust 6.625% 12/15/39 125 130
Wachovia Bank NA 4.800% 11/1/14 500 531
Wachovia Bank NA 4.875% 2/1/15 1,030 1,093
Wachovia Bank NA 5.850% 2/1/37 425 434
Wachovia Bank NA 6.600% 1/15/38 700 786
Wachovia Corp. 5.500% 5/1/13 600 646
Wachovia Corp. 4.875% 2/15/14 345 366
Wachovia Corp. 5.250% 8/1/14 100 107
Wachovia Corp. 5.625% 10/15/16 500 540
Wachovia Corp. 5.750% 6/15/17 300 330
Wachovia Corp. 5.750% 2/1/18 100 110
Wachovia Corp. 7.500% 4/15/35 150 176
Wachovia Corp. 5.500% 8/1/35 200 192
Wachovia Corp. 6.550% 10/15/35 100 105
Wells Fargo & Co. 5.250% 10/23/12 1,100 1,167
Wells Fargo & Co. 4.375% 1/31/13 275 289
Wells Fargo & Co. 4.950% 10/16/13 375 400
Wells Fargo & Co. 3.750% 10/1/14 700 732
Wells Fargo & Co. 3.625% 4/15/15 400 412
Wells Fargo & Co. 3.676% 6/15/16 250 252
Wells Fargo & Co. 5.625% 12/11/17 550 597
Wells Fargo & Co. 4.600% 4/1/21 1,125 1,109
Wells Fargo Bank NA 4.750% 2/9/15 2,175 2,305
Wells Fargo Bank NA 5.750% 5/16/16 250 273
Wells Fargo Bank NA 5.950% 8/26/36 550 566
Wells Fargo Capital X 5.950% 12/15/36 425 418
5 Wells Fargo Capital XIII 7.700% 12/29/49 450 464
5 Wells Fargo Capital XV 9.750% 12/29/49 500 546
Westpac Banking Corp. 2.250% 11/19/12 475 483
Westpac Banking Corp. 1.850% 12/9/13 400 400
Westpac Banking Corp. 4.200% 2/27/15 1,425 1,486
Westpac Banking Corp. 3.000% 8/4/15 375 373
Westpac Banking Corp. 4.875% 11/19/19 1,625 1,671
 
Brokerage (0.1%)        
Ameriprise Financial Inc. 5.650% 11/15/15 525 588
BlackRock Inc. 2.250% 12/10/12 200 203

 

 

BlackRock Inc. 3.500% 12/10/14 175 183
BlackRock Inc. 6.250% 9/15/17 300 342
Charles Schwab Corp. 4.950% 6/1/14 625 681
Franklin Resources Inc. 2.000% 5/20/13 325 329
Franklin Resources Inc. 3.125% 5/20/15 200 205
Franklin Resources Inc. 4.625% 5/20/20 100 103
Jefferies Group Inc. 8.500% 7/15/19 550 645
Jefferies Group Inc. 6.875% 4/15/21 200 213
Jefferies Group Inc. 6.450% 6/8/27 475 470
Lazard Group LLC 6.850% 6/15/17 450 479
Nomura Holdings Inc. 5.000% 3/4/15 375 382
Nomura Holdings Inc. 4.125% 1/19/16 1,000 986
Nomura Holdings Inc. 6.700% 3/4/20 100 107
TD Ameritrade Holding Corp. 2.950% 12/1/12 100 102
TD Ameritrade Holding Corp. 4.150% 12/1/14 150 156
TD Ameritrade Holding Corp. 5.600% 12/1/19 100 106
 
Finance Companies (0.3%)        
Block Financial LLC 7.875% 1/15/13 125 135
GATX Corp. 4.750% 10/1/12 150 157
General Electric Capital Corp. 5.000% 4/10/12 250 261
General Electric Capital Corp. 6.000% 6/15/12 675 715
General Electric Capital Corp. 3.500% 8/13/12 400 413
General Electric Capital Corp. 5.250% 10/19/12 3,850 4,080
General Electric Capital Corp. 2.800% 1/8/13 2,525 2,583
General Electric Capital Corp. 5.450% 1/15/13 325 347
General Electric Capital Corp. 4.800% 5/1/13 925 982
General Electric Capital Corp. 2.100% 1/7/14 125 125
General Electric Capital Corp. 5.900% 5/13/14 425 469
General Electric Capital Corp. 5.500% 6/4/14 1,450 1,581
General Electric Capital Corp. 5.650% 6/9/14 150 163
General Electric Capital Corp. 3.750% 11/14/14 1,725 1,796
General Electric Capital Corp. 2.250% 11/9/15 800 770
General Electric Capital Corp. 5.375% 10/20/16 750 817
General Electric Capital Corp. 5.625% 5/1/18 1,000 1,083
General Electric Capital Corp. 6.000% 8/7/19 625 683
General Electric Capital Corp. 5.500% 1/8/20 125 132
General Electric Capital Corp. 5.550% 5/4/20 50 52
General Electric Capital Corp. 4.375% 9/16/20 175 169
General Electric Capital Corp. 5.300% 2/11/21 275 279
General Electric Capital Corp. 6.750% 3/15/32 3,075 3,357
General Electric Capital Corp. 6.150% 8/7/37 400 406
General Electric Capital Corp. 5.875% 1/14/38 975 963
General Electric Capital Corp. 6.875% 1/10/39 2,775 3,091
5 General Electric Capital Corp. 6.375% 11/15/67 800 820
5 HSBC Finance Capital Trust IX 5.911% 11/30/35 200 191
HSBC Finance Corp. 5.900% 6/19/12 275 289
HSBC Finance Corp. 4.750% 7/15/13 800 854
HSBC Finance Corp. 5.250% 1/15/14 650 695
HSBC Finance Corp. 5.000% 6/30/15 625 671
HSBC Finance Corp. 5.500% 1/19/16 475 522
7 HSBC Finance Corp. 6.676% 1/15/21 2,346 2,432
SLM Corp. 5.375% 1/15/13 350 364
SLM Corp. 5.000% 10/1/13 300 309
SLM Corp. 6.250% 1/25/16 700 732
SLM Corp. 8.450% 6/15/18 800 898
SLM Corp. 8.000% 3/25/20 525 570

 

 

SLM Corp. 5.625% 8/1/33 700 591
 
Insurance (0.5%)        
ACE Capital Trust II 9.700% 4/1/30 75 93
ACE INA Holdings Inc. 5.600% 5/15/15 125 137
ACE INA Holdings Inc. 2.600% 11/23/15 125 122
ACE INA Holdings Inc. 5.900% 6/15/19 550 605
AEGON Funding Co. LLC 5.750% 12/15/20 50 52
Aegon NV 4.750% 6/1/13 75 79
Aetna Inc. 6.000% 6/15/16 400 450
Aetna Inc. 6.500% 9/15/18 175 200
Aetna Inc. 3.950% 9/1/20 75 72
Aetna Inc. 6.625% 6/15/36 200 222
Aetna Inc. 6.750% 12/15/37 150 169
Aflac Inc. 6.900% 12/17/39 75 79
Alleghany Corp. 5.625% 9/15/20 100 100
Allied World Assurance Co. Holdings Ltd. 7.500% 8/1/16 875 970
Allstate Corp. 5.000% 8/15/14 350 381
Allstate Corp. 6.125% 12/15/32 250 261
Allstate Corp. 5.550% 5/9/35 100 97
5 Allstate Corp. 6.125% 5/15/37 200 202
5 Allstate Corp. 6.500% 5/15/57 200 202
Alterra Finance LLC 6.250% 9/30/20 95 96
American Financial Group Inc. 9.875% 6/15/19 100 122
American International Group Inc. 4.250% 5/15/13 1,775 1,833
American International Group Inc. 5.600% 10/18/16 125 130
American International Group Inc. 5.450% 5/18/17 500 511
American International Group Inc. 6.400% 12/15/20 985 1,049
American International Group Inc. 6.250% 5/1/36 700 692
American International Group Inc. 6.250% 3/15/37 250 228
5 American International Group Inc. 8.175% 5/15/58 1,125 1,209
AON Corp. 3.500% 9/30/15 150 151
AON Corp. 5.000% 9/30/20 150 151
AON Corp. 8.205% 1/1/27 100 111
AON Corp. 6.250% 9/30/40 150 155
Arch Capital Group Ltd. 7.350% 5/1/34 375 388
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 450 451
Assurant Inc. 5.625% 2/15/14 200 211
Assurant Inc. 6.750% 2/15/34 400 392
AXA SA 8.600% 12/15/30 425 498
Axis Capital Holdings Ltd. 5.750% 12/1/14 275 295
Axis Specialty Finance LLC 5.875% 6/1/20 840 843
Berkshire Hathaway Finance Corp. 4.000% 4/15/12 350 362
Berkshire Hathaway Finance Corp. 4.600% 5/15/13 275 294
Berkshire Hathaway Finance Corp. 5.000% 8/15/13 125 135
Berkshire Hathaway Finance Corp. 1.500% 1/10/14 225 224
Berkshire Hathaway Finance Corp. 2.450% 12/15/15 700 695
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 500 550
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 375 374
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 475 497
Berkshire Hathaway Inc. 2.125% 2/11/13 225 230
Berkshire Hathaway Inc. 3.200% 2/11/15 1,375 1,412
Chubb Corp. 5.750% 5/15/18 175 194
Chubb Corp. 6.000% 5/11/37 375 394
Chubb Corp. 6.500% 5/15/38 125 139
5 Chubb Corp. 6.375% 3/29/67 250 263
CIGNA Corp. 4.375% 12/15/20 100 97
CIGNA Corp. 4.500% 3/15/21 75 74

 

 

CIGNA Corp. 6.150% 11/15/36 500 508
CIGNA Corp. 5.875% 3/15/41 100 98
Cincinnati Financial Corp. 6.125% 11/1/34 325 313
CNA Financial Corp. 6.500% 8/15/16 475 518
CNA Financial Corp. 7.350% 11/15/19 325 367
Coventry Health Care Inc. 6.300% 8/15/14 575 610
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 150 147
Genworth Financial Inc. 4.950% 10/1/15 125 125
Genworth Financial Inc. 8.625% 12/15/16 400 445
Genworth Financial Inc. 7.200% 2/15/21 25 25
Genworth Financial Inc. 7.625% 9/24/21 150 151
Genworth Financial Inc. 6.500% 6/15/34 425 380
Hartford Financial Services Group Inc. 5.500% 10/15/16 475 497
Hartford Financial Services Group Inc. 5.375% 3/15/17 150 156
Hartford Financial Services Group Inc. 6.000% 1/15/19 100 105
Hartford Financial Services Group Inc. 5.950% 10/15/36 25 23
HCC Insurance Holdings Inc. 6.300% 11/15/19 225 242
Humana Inc. 8.150% 6/15/38 325 372
Lincoln National Corp. 8.750% 7/1/19 175 221
Lincoln National Corp. 6.150% 4/7/36 350 360
Lincoln National Corp. 7.000% 6/15/40 150 170
5 Lincoln National Corp. 7.000% 5/17/66 500 495
Loews Corp. 6.000% 2/1/35 200 201
Manulife Financial Corp. 3.400% 9/17/15 400 401
Manulife Financial Corp. 4.900% 9/17/20 475 464
Markel Corp. 7.125% 9/30/19 125 139
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 100 94
MetLife Inc. 2.375% 2/6/14 225 225
MetLife Inc. 5.000% 6/15/15 1,000 1,073
MetLife Inc. 4.750% 2/8/21 275 274
MetLife Inc. 6.500% 12/15/32 75 82
MetLife Inc. 6.375% 6/15/34 375 406
MetLife Inc. 5.700% 6/15/35 125 124
MetLife Inc. 5.875% 2/6/41 1,250 1,259
5 MetLife Inc. 6.400% 12/15/66 400 381
7 Metropolitan Life Global Funding I 2.875% 9/17/12 75 77
7 Metropolitan Life Global Funding I 5.125% 6/10/14 450 487
OneBeacon US Holdings Inc. 5.875% 5/15/13 125 134
PartnerRe Finance B LLC 5.500% 6/1/20 200 199
Principal Financial Group Inc. 7.875% 5/15/14 225 259
Principal Financial Group Inc. 6.050% 10/15/36 250 257
Principal Life Income Funding Trusts 5.300% 12/14/12 100 106
Principal Life Income Funding Trusts 5.100% 4/15/14 475 504
Progressive Corp. 6.625% 3/1/29 150 165
5 Progressive Corp. 6.700% 6/15/37 425 448
Protective Life Corp. 7.375% 10/15/19 100 111
Protective Life Corp. 8.450% 10/15/39 175 195
Prudential Financial Inc. 3.625% 9/17/12 500 517
Prudential Financial Inc. 5.150% 1/15/13 75 79
Prudential Financial Inc. 4.750% 4/1/14 425 452
Prudential Financial Inc. 5.100% 9/20/14 1,050 1,131
Prudential Financial Inc. 6.200% 1/15/15 100 110
Prudential Financial Inc. 5.500% 3/15/16 50 54
Prudential Financial Inc. 6.100% 6/15/17 100 110
Prudential Financial Inc. 7.375% 6/15/19 250 292
Prudential Financial Inc. 5.375% 6/21/20 225 233
Prudential Financial Inc. 5.750% 7/15/33 200 196
Prudential Financial Inc. 5.400% 6/13/35 150 140

 

 

Prudential Financial Inc. 5.900% 3/17/36 325 324
Prudential Financial Inc. 5.700% 12/14/36 550 534
Prudential Financial Inc. 6.625% 6/21/40 125 136
Prudential Financial Inc. 6.200% 11/15/40 125 129
5 Reinsurance Group of America Inc. 6.750% 12/15/65 325 317
Swiss Re Solutions Holding Corp. 6.450% 3/1/19 500 536
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 175 186
Swiss Re Solutions Holding Corp. 7.750% 6/15/30 300 342
Torchmark Corp. 6.375% 6/15/16 425 456
Transatlantic Holdings Inc. 8.000% 11/30/39 625 652
Travelers Cos. Inc. 5.500% 12/1/15 600 664
Travelers Cos. Inc. 6.250% 6/20/16 100 113
Travelers Cos. Inc. 5.800% 5/15/18 775 850
Travelers Cos. Inc. 5.350% 11/1/40 25 24
UnitedHealth Group Inc. 5.000% 8/15/14 650 704
UnitedHealth Group Inc. 4.875% 3/15/15 250 269
UnitedHealth Group Inc. 6.000% 6/15/17 875 978
UnitedHealth Group Inc. 6.000% 2/15/18 425 474
UnitedHealth Group Inc. 6.500% 6/15/37 200 215
UnitedHealth Group Inc. 6.625% 11/15/37 325 353
UnitedHealth Group Inc. 6.875% 2/15/38 250 280
Unum Group 7.125% 9/30/16 175 196
Unum Group 5.625% 9/15/20 50 51
Validus Holdings Ltd. 8.875% 1/26/40 150 158
WellPoint Inc. 6.800% 8/1/12 550 589
WellPoint Inc. 6.000% 2/15/14 525 580
WellPoint Inc. 5.250% 1/15/16 125 137
WellPoint Inc. 5.850% 1/15/36 150 150
WellPoint Inc. 6.375% 6/15/37 425 456
WellPoint Inc. 5.800% 8/15/40 100 98
Willis North America Inc. 6.200% 3/28/17 300 318
Willis North America Inc. 7.000% 9/29/19 700 762
WR Berkley Corp. 5.375% 9/15/20 50 50
XL Group plc 6.375% 11/15/24 100 104
 
Other Finance (0.0%)        
CME Group Inc. 5.400% 8/1/13 550 599
CME Group Inc. 5.750% 2/15/14 200 221
NASDAQ OMX Group Inc. 4.000% 1/15/15 150 149
NASDAQ OMX Group Inc. 5.550% 1/15/20 175 170
XTRA Finance Corp. 5.150% 4/1/17 575 621
 
Real Estate Investment Trusts (0.1%)        
AMB Property LP 4.500% 8/15/17 75 74
AMB Property LP 6.625% 12/1/19 100 111
AvalonBay Communities Inc. 5.750% 9/15/16 100 111
Boston Properties LP 5.625% 11/15/20 325 347
Boston Properties LP 4.125% 5/15/21 50 47
Brandywine Operating Partnership LP 5.400% 11/1/14 225 237
Brandywine Operating Partnership LP 7.500% 5/15/15 125 141
Camden Property Trust 5.700% 5/15/17 25 27
CommonWealth REIT 6.250% 8/15/16 700 752
Digital Realty Trust LP 4.500% 7/15/15 75 77
Digital Realty Trust LP 5.250% 3/15/21 155 152
Duke Realty LP 6.250% 5/15/13 350 378
Duke Realty LP 5.950% 2/15/17 200 216
Duke Realty LP 8.250% 8/15/19 125 150
Duke Realty LP 6.750% 3/15/20 250 278

 

 

ERP Operating LP 5.250% 9/15/14 350 380
ERP Operating LP 5.375% 8/1/16 275 299
HCP Inc. 6.450% 6/25/12 25 26
HCP Inc. 2.700% 2/1/14 350 351
HCP Inc. 3.750% 2/1/16 1,300 1,304
HCP Inc. 6.300% 9/15/16 300 330
HCP Inc. 5.625% 5/1/17 25 26
HCP Inc. 6.700% 1/30/18 200 223
HCP Inc. 5.375% 2/1/21 75 76
HCP Inc. 6.750% 2/1/41 175 181
Health Care REIT Inc. 3.625% 3/15/16 100 99
Health Care REIT Inc. 6.200% 6/1/16 325 356
Health Care REIT Inc. 6.125% 4/15/20 100 106
Health Care REIT Inc. 4.950% 1/15/21 175 168
Health Care REIT Inc. 5.250% 1/15/22 300 293
Health Care REIT Inc. 6.500% 3/15/41 75 73
Healthcare Realty Trust Inc. 6.500% 1/17/17 225 247
Hospitality Properties Trust 5.125% 2/15/15 500 518
Kilroy Realty LP 5.000% 11/3/15 150 151
Kimco Realty Corp. 5.783% 3/15/16 125 137
Kimco Realty Corp. 6.875% 10/1/19 50 57
Liberty Property LP 5.125% 3/2/15 375 400
Liberty Property LP 5.500% 12/15/16 100 107
Mack-Cali Realty LP 7.750% 8/15/19 100 119
National Retail Properties Inc. 6.875% 10/15/17 25 27
Nationwide Health Properties Inc. 6.250% 2/1/13 375 400
ProLogis 7.375% 10/30/19 50 57
ProLogis 6.875% 3/15/20 300 328
Realty Income Corp. 6.750% 8/15/19 525 596
Regency Centers LP 5.250% 8/1/15 75 80
Senior Housing Properties Trust 4.300% 1/15/16 75 74
Simon Property Group LP 6.750% 5/15/14 425 477
Simon Property Group LP 5.750% 12/1/15 325 361
Simon Property Group LP 5.250% 12/1/16 200 217
Simon Property Group LP 5.875% 3/1/17 650 722
Simon Property Group LP 6.125% 5/30/18 325 363
Simon Property Group LP 5.650% 2/1/20 125 134
Simon Property Group LP 6.750% 2/1/40 1,050 1,194
Tanger Properties LP 6.150% 11/15/15 400 441
Ventas Realty LP / Ventas Capital Corp. 3.125% 11/30/15 25 24
        318,003
Industrial (4.2%)        
Basic Industry (0.4%)        
Agrium Inc. 6.125% 1/15/41 450 465
Airgas Inc. 4.500% 9/15/14 100 104
Airgas Inc. 3.250% 10/1/15 225 224
Albemarle Corp. 4.500% 12/15/20 50 49
Alcoa Inc. 6.150% 8/15/20 2,000 2,112
Alcoa Inc. 5.900% 2/1/27 275 269
Alcoa Inc. 6.750% 1/15/28 500 522
Allegheny Technologies Inc. 9.375% 6/1/19 450 566
AngloGold Ashanti Holdings plc 5.375% 4/15/20 75 76
AngloGold Ashanti Holdings plc 6.500% 4/15/40 100 100
ArcelorMittal 5.375% 6/1/13 925 982
ArcelorMittal 9.000% 2/15/15 50 60
ArcelorMittal 3.750% 8/5/15 125 126
ArcelorMittal 3.750% 3/1/16 125 125

 

 

ArcelorMittal 6.125% 6/1/18 425 455
ArcelorMittal 9.850% 6/1/19 25 32
ArcelorMittal 5.250% 8/5/20 150 146
ArcelorMittal 5.500% 3/1/21 350 344
ArcelorMittal 7.000% 10/15/39 1,400 1,396
ArcelorMittal 6.750% 3/1/41 225 219
Barrick Gold Corp. 6.950% 4/1/19 350 418
Barrick Gold Finance Co. 4.875% 11/15/14 825 895
Barrick North America Finance LLC 6.800% 9/15/18 25 30
Barrick North America Finance LLC 7.500% 9/15/38 25 31
BHP Billiton Finance USA Ltd. 8.500% 12/1/12 500 558
BHP Billiton Finance USA Ltd. 5.500% 4/1/14 275 305
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 350 391
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 550 650
Celulosa Arauco y Constitucion SA 5.625% 4/20/15 775 820
Cliffs Natural Resources Inc. 5.900% 3/15/20 50 53
Cliffs Natural Resources Inc. 4.875% 4/1/21 100 98
Cliffs Natural Resources Inc. 6.250% 10/1/40 375 371
Commercial Metals Co. 6.500% 7/15/17 175 179
Cytec Industries Inc. 8.950% 7/1/17 75 91
Dow Chemical Co. 4.850% 8/15/12 425 445
Dow Chemical Co. 6.000% 10/1/12 50 53
Dow Chemical Co. 7.600% 5/15/14 650 751
Dow Chemical Co. 5.900% 2/15/15 750 830
Dow Chemical Co. 2.500% 2/15/16 250 240
Dow Chemical Co. 5.700% 5/15/18 100 108
Dow Chemical Co. 4.250% 11/15/20 2,010 1,921
Dow Chemical Co. 7.375% 11/1/29 100 120
Dow Chemical Co. 9.400% 5/15/39 350 521
Eastman Chemical Co. 3.000% 12/15/15 400 396
EI du Pont de Nemours & Co. 4.750% 11/15/12 125 132
EI du Pont de Nemours & Co. 1.750% 3/25/14 375 372
EI du Pont de Nemours & Co. 2.750% 4/1/16 375 371
EI du Pont de Nemours & Co. 6.000% 7/15/18 275 312
EI du Pont de Nemours & Co. 4.625% 1/15/20 300 310
EI du Pont de Nemours & Co. 3.625% 1/15/21 50 47
EI du Pont de Nemours & Co. 4.250% 4/1/21 250 247
EI du Pont de Nemours & Co. 6.500% 1/15/28 500 571
EI du Pont de Nemours & Co. 4.900% 1/15/41 300 277
Freeport-McMoRan Copper & Gold Inc. 8.250% 4/1/15 700 729
Freeport-McMoRan Copper & Gold Inc. 8.375% 4/1/17 575 632
International Paper Co. 5.300% 4/1/15 525 566
International Paper Co. 9.375% 5/15/19 1,100 1,415
International Paper Co. 7.300% 11/15/39 600 668
Lubrizol Corp. 5.500% 10/1/14 525 584
Monsanto Co. 7.375% 8/15/12 350 380
Newmont Mining Corp. 5.875% 4/1/35 325 328
Newmont Mining Corp. 6.250% 10/1/39 1,100 1,160
Nucor Corp. 5.750% 12/1/17 100 113
Nucor Corp. 6.400% 12/1/37 250 283
Placer Dome Inc. 6.450% 10/15/35 375 400
Plum Creek Timberlands LP 5.875% 11/15/15 400 426
Potash Corp. of Saskatchewan Inc. 3.750% 9/30/15 300 311
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 50 49
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 625 648
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 50 50
PPG Industries Inc. 6.650% 3/15/18 600 697
Praxair Inc. 1.750% 11/15/12 100 101

 

 

Praxair Inc. 4.375% 3/31/14 450 481
Praxair Inc. 5.250% 11/15/14 150 166
Praxair Inc. 5.200% 3/15/17 25 28
Praxair Inc. 4.500% 8/15/19 175 182
Rio Tinto Alcan Inc. 4.875% 9/15/12 325 342
Rio Tinto Alcan Inc. 4.500% 5/15/13 125 133
Rio Tinto Alcan Inc. 5.000% 6/1/15 250 270
Rio Tinto Alcan Inc. 6.125% 12/15/33 325 343
Rio Tinto Alcan Inc. 5.750% 6/1/35 250 249
Rio Tinto Finance USA Ltd. 8.950% 5/1/14 750 901
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 400 460
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 1,075 1,409
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 225 270
Sherwin-Williams Co. 3.125% 12/15/14 175 181
Sigma-Aldrich Corp. 3.375% 11/1/20 75 70
Southern Copper Corp. 5.375% 4/16/20 200 204
Southern Copper Corp. 7.500% 7/27/35 250 269
Southern Copper Corp. 6.750% 4/16/40 250 253
Teck Resources Ltd. 9.750% 5/15/14 343 416
Teck Resources Ltd. 10.250% 5/15/16 500 601
Teck Resources Ltd. 10.750% 5/15/19 500 641
Vale Canada Ltd. 5.700% 10/15/15 450 493
Vale Canada Ltd. 7.200% 9/15/32 100 108
Vale Overseas Ltd. 6.250% 1/11/16 100 111
Vale Overseas Ltd. 6.250% 1/23/17 200 224
Vale Overseas Ltd. 5.625% 9/15/19 500 523
Vale Overseas Ltd. 4.625% 9/15/20 475 462
Vale Overseas Ltd. 8.250% 1/17/34 375 454
Vale Overseas Ltd. 6.875% 11/21/36 375 399
Vale Overseas Ltd. 6.875% 11/10/39 575 613
Valspar Corp. 7.250% 6/15/19 50 57
WMC Finance USA Ltd. 5.125% 5/15/13 400 432
Xstrata Canada Corp. 7.350% 6/5/12 375 399
Xstrata Canada Corp. 7.250% 7/15/12 250 267
Xstrata Canada Corp. 5.500% 6/15/17 250 266
 
Capital Goods (0.4%)        
3M Co. 6.375% 2/15/28 350 398
Acuity Brands Lighting Inc. 6.000% 12/15/19 100 104
Allied Waste North America Inc. 7.125% 5/15/16 1,050 1,097
Bemis Co. Inc. 4.875% 4/1/12 700 722
Black & Decker Corp. 5.750% 11/15/16 75 83
Boeing Capital Corp. 5.800% 1/15/13 925 1,000
Boeing Co. 1.875% 11/20/12 50 51
Boeing Co. 3.500% 2/15/15 450 469
Boeing Co. 6.000% 3/15/19 150 172
Boeing Co. 4.875% 2/15/20 150 160
Boeing Co. 6.875% 3/15/39 100 121
Boeing Co. 5.875% 2/15/40 150 160
Browning-Ferris Industries Inc. 7.400% 9/15/35 500 587
Caterpillar Financial Services Corp. 2.000% 4/5/13 175 178
Caterpillar Financial Services Corp. 1.550% 12/20/13 275 275
Caterpillar Financial Services Corp. 6.125% 2/17/14 325 365
Caterpillar Financial Services Corp. 4.750% 2/17/15 175 190
Caterpillar Financial Services Corp. 4.625% 6/1/15 1,600 1,719
Caterpillar Financial Services Corp. 7.150% 2/15/19 925 1,125
Caterpillar Inc. 6.050% 8/15/36 750 840
Caterpillar Inc. 7.375% 3/1/97 400 467

 

 

Cooper US Inc. 5.250% 11/15/12 425 452
CRH America Inc. 5.300% 10/15/13 100 106
CRH America Inc. 4.125% 1/15/16 500 501
CRH America Inc. 6.000% 9/30/16 750 809
CRH America Inc. 5.750% 1/15/21 475 487
Deere & Co. 6.950% 4/25/14 825 951
Deere & Co. 5.375% 10/16/29 350 369
Deere & Co. 7.125% 3/3/31 900 1,123
Eaton Corp. 5.600% 5/15/18 125 138
Embraer Overseas Ltd. 6.375% 1/24/17 100 108
Embraer Overseas Ltd. 6.375% 1/15/20 175 187
Emerson Electric Co. 4.625% 10/15/12 1,075 1,135
Emerson Electric Co. 4.875% 10/15/19 125 133
Emerson Electric Co. 4.250% 11/15/20 25 25
Emerson Electric Co. 5.250% 11/15/39 425 425
General Dynamics Corp. 4.250% 5/15/13 650 693
General Electric Co. 5.000% 2/1/13 1,400 1,490
General Electric Co. 5.250% 12/6/17 1,850 2,010
Goodrich Corp. 6.125% 3/1/19 525 585
Goodrich Corp. 4.875% 3/1/20 625 649
Harsco Corp. 2.700% 10/15/15 300 295
Harsco Corp. 5.750% 5/15/18 350 381
Honeywell International Inc. 4.250% 3/1/13 175 185
Honeywell International Inc. 5.300% 3/15/17 275 306
Honeywell International Inc. 5.300% 3/1/18 150 166
Honeywell International Inc. 5.375% 3/1/41 250 252
Illinois Tool Works Inc. 5.150% 4/1/14 325 358
Illinois Tool Works Inc. 6.250% 4/1/19 450 522
Ingersoll-Rand Global Holding Co. Ltd. 6.000% 8/15/13 225 248
Ingersoll-Rand Global Holding Co. Ltd. 9.500% 4/15/14 650 778
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 225 260
John Deere Capital Corp. 5.250% 10/1/12 375 398
John Deere Capital Corp. 4.950% 12/17/12 50 53
John Deere Capital Corp. 4.900% 9/9/13 525 569
John Deere Capital Corp. 2.950% 3/9/15 125 128
John Deere Capital Corp. 2.800% 9/18/17 550 537
Joy Global Inc. 6.000% 11/15/16 250 272
L-3 Communications Corp. 5.200% 10/15/19 200 208
L-3 Communications Corp. 4.750% 7/15/20 650 647
Lafarge SA 7.125% 7/15/36 525 510
Lockheed Martin Corp. 7.650% 5/1/16 250 303
Lockheed Martin Corp. 6.150% 9/1/36 450 488
Lockheed Martin Corp. 5.500% 11/15/39 25 25
7 Lockheed Martin Corp. 5.720% 6/1/40 316 323
Martin Marietta Materials Inc. 6.600% 4/15/18 400 437
Northrop Grumman Corp. 5.050% 11/15/40 850 790
Owens Corning 6.500% 12/1/16 600 651
Parker Hannifin Corp. 5.500% 5/15/18 125 139
Parker Hannifin Corp. 3.500% 9/15/22 75 69
Parker Hannifin Corp. 6.250% 5/15/38 75 85
Raytheon Co. 3.125% 10/15/20 200 182
Raytheon Co. 7.200% 8/15/27 75 93
Raytheon Co. 4.875% 10/15/40 100 91
Republic Services Inc. 5.250% 11/15/21 425 444
Republic Services Inc. 6.200% 3/1/40 75 79
Rockwell Automation Inc. 5.650% 12/1/17 25 28
Rockwell Automation Inc. 6.700% 1/15/28 200 228
Rockwell Automation Inc. 6.250% 12/1/37 325 354

 

 

  Rockwell Collins Inc. 5.250% 7/15/19 50 54
  Roper Industries Inc. 6.250% 9/1/19 650 715
  Sonoco Products Co. 5.750% 11/1/40 175 172
  Stanley Black & Decker Inc. 5.200% 9/1/40 150 143
5,7 Systems 2001 AT LLC 7.156% 12/15/11 54 55
  Tyco International Finance SA 3.750% 1/15/18 100 100
  Tyco International Finance SA 8.500% 1/15/19 175 224
  Tyco International Finance SA 4.625% 1/15/23 125 125
  Tyco International Ltd. / Tyco International        
  Finance SA 7.000% 12/15/19 400 481
  United Technologies Corp. 6.125% 2/1/19 925 1,073
  United Technologies Corp. 4.500% 4/15/20 325 338
  United Technologies Corp. 7.500% 9/15/29 100 129
  United Technologies Corp. 5.400% 5/1/35 400 409
  United Technologies Corp. 6.125% 7/15/38 500 561
  United Technologies Corp. 5.700% 4/15/40 350 371
  Waste Management Inc. 5.000% 3/15/14 675 726
  Waste Management Inc. 4.600% 3/1/21 150 149
  Waste Management Inc. 7.100% 8/1/26 325 381
  Waste Management Inc. 6.125% 11/30/39 400 414
 
  Communication (0.9%)        
7 America Movil SAB de CV 5.750% 1/15/15 833 916
  America Movil SAB de CV 5.000% 10/16/19 750 775
  America Movil SAB de CV 5.000% 3/30/20 400 414
  America Movil SAB de CV 6.375% 3/1/35 200 215
  America Movil SAB de CV 6.125% 11/15/37 300 315
  America Movil SAB de CV 6.125% 3/30/40 600 635
  American Tower Corp. 4.625% 4/1/15 75 78
  American Tower Corp. 4.500% 1/15/18 1,400 1,370
  AT&T Corp. 8.000% 11/15/31 1,251 1,565
  AT&T Inc. 5.875% 8/15/12 155 165
  AT&T Inc. 6.700% 11/15/13 300 337
  AT&T Inc. 4.850% 2/15/14 450 486
  AT&T Inc. 5.100% 9/15/14 1,575 1,724
  AT&T Inc. 2.500% 8/15/15 1,875 1,856
  AT&T Inc. 5.625% 6/15/16 600 668
  AT&T Inc. 5.500% 2/1/18 300 328
  AT&T Inc. 5.800% 2/15/19 75 83
  AT&T Inc. 6.450% 6/15/34 1,000 1,039
  AT&T Inc. 6.500% 9/1/37 425 439
  AT&T Inc. 6.300% 1/15/38 175 176
  AT&T Inc. 6.400% 5/15/38 675 689
7 AT&T Inc. 5.350% 9/1/40 170 152
  AT&T Mobility LLC 7.125% 12/15/31 1,000 1,161
  Bellsouth Capital Funding Corp. 7.875% 2/15/30 150 179
  BellSouth Corp. 5.200% 12/15/16 250 274
  BellSouth Corp. 6.875% 10/15/31 325 354
  BellSouth Corp. 6.550% 6/15/34 700 730
  BellSouth Corp. 6.000% 11/15/34 290 283
  BellSouth Telecommunications Inc. 6.375% 6/1/28 1,565 1,647
  British Telecommunications plc 9.875% 12/15/30 1,125 1,557
  CBS Corp. 5.625% 8/15/12 32 34
  CBS Corp. 5.750% 4/15/20 75 79
  CBS Corp. 4.300% 2/15/21 550 518
  CBS Corp. 7.875% 7/30/30 400 464
  CBS Corp. 5.500% 5/15/33 200 182

 

 

Cellco Partnership / Verizon Wireless Capital        
LLC 7.375% 11/15/13 1,375 1,568
Cellco Partnership / Verizon Wireless Capital        
LLC 5.550% 2/1/14 525 576
Cellco Partnership / Verizon Wireless Capital        
LLC 8.500% 11/15/18 525 673
CenturyLink Inc. 5.000% 2/15/15 150 158
CenturyLink Inc. 6.875% 1/15/28 150 152
CenturyLink Inc. 7.600% 9/15/39 250 266
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 1,108 1,498
Comcast Cable Communications LLC 8.875% 5/1/17 850 1,062
Comcast Corp. 6.500% 1/15/15 700 791
Comcast Corp. 5.900% 3/15/16 650 721
Comcast Corp. 5.700% 7/1/19 750 813
Comcast Corp. 5.150% 3/1/20 1,325 1,376
Comcast Corp. 6.500% 11/15/35 1,075 1,105
Comcast Corp. 6.450% 3/15/37 50 51
Comcast Corp. 6.950% 8/15/37 250 272
Comcast Corp. 6.400% 5/15/38 600 609
Comcast Corp. 6.400% 3/1/40 150 152
COX Communications Inc. 4.625% 6/1/13 200 212
COX Communications Inc. 5.450% 12/15/14 150 165
COX Communications Inc. 5.500% 10/1/15 600 657
7 COX Communications Inc. 8.375% 3/1/39 500 630
Deutsche Telekom International Finance BV 5.875% 8/20/13 325 356
Deutsche Telekom International Finance BV 4.875% 7/8/14 25 27
Deutsche Telekom International Finance BV 5.750% 3/23/16 425 476
Deutsche Telekom International Finance BV 6.000% 7/8/19 1,025 1,159
Deutsche Telekom International Finance BV 8.750% 6/15/30 650 848
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.750% 10/1/14 325 349
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.550% 3/15/15 375 383
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 7.625% 5/15/16 100 110
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.875% 10/1/19 1,450 1,568
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.000% 3/1/21 1,200 1,201
Discovery Communications LLC 5.050% 6/1/20 500 519
Embarq Corp. 7.082% 6/1/16 875 994
Embarq Corp. 7.995% 6/1/36 200 225
France Telecom SA 4.375% 7/8/14 525 563
France Telecom SA 5.375% 7/8/19 1,025 1,129
France Telecom SA 8.500% 3/1/31 475 639
Grupo Televisa SA 6.625% 3/18/25 450 496
GTE Corp. 6.940% 4/15/28 325 360
McGraw-Hill Cos. Inc. 6.550% 11/15/37 350 365
7 NBCUniversal Media LLC 2.100% 4/1/14 550 547
7 NBCUniversal Media LLC 3.650% 4/30/15 425 434
7 NBCUniversal Media LLC 2.875% 4/1/16 1,300 1,259
7 NBCUniversal Media LLC 5.150% 4/30/20 175 180
7 NBCUniversal Media LLC 4.375% 4/1/21 300 289
7 NBCUniversal Media LLC 6.400% 4/30/40 350 361
7 NBCUniversal Media LLC 5.950% 4/1/41 225 219
New Cingular Wireless Services Inc. 8.125% 5/1/12 600 646
News America Inc. 6.900% 3/1/19 750 876

 

 

7 News America Inc. 4.500% 2/15/21 1,250 1,229
News America Inc. 6.550% 3/15/33 600 627
News America Inc. 6.200% 12/15/34 725 724
News America Inc. 6.400% 12/15/35 450 460
News America Inc. 8.150% 10/17/36 385 468
News America Inc. 6.900% 8/15/39 50 54
7 News America Inc. 6.150% 2/15/41 475 470
Omnicom Group Inc. 5.900% 4/15/16 50 56
Omnicom Group Inc. 4.450% 8/15/20 500 490
Pacific Bell Telephone Co. 7.125% 3/15/26 200 229
Qwest Corp. 8.375% 5/1/16 325 387
Qwest Corp. 6.500% 6/1/17 275 303
Qwest Corp. 7.500% 6/15/23 350 350
Qwest Corp. 7.250% 9/15/25 175 184
Qwest Corp. 6.875% 9/15/33 375 374
Qwest Corp. 7.125% 11/15/43 550 540
Reed Elsevier Capital Inc. 4.625% 6/15/12 100 103
Reed Elsevier Capital Inc. 7.750% 1/15/14 175 200
Reed Elsevier Capital Inc. 8.625% 1/15/19 1,200 1,515
Rogers Communications Inc. 6.375% 3/1/14 50 56
Rogers Communications Inc. 5.500% 3/15/14 250 274
Rogers Communications Inc. 6.800% 8/15/18 950 1,105
RR Donnelley & Sons Co. 8.600% 8/15/16 400 457
RR Donnelley & Sons Co. 7.625% 6/15/20 250 263
Telecom Italia Capital SA 5.250% 11/15/13 325 343
Telecom Italia Capital SA 4.950% 9/30/14 1,000 1,039
Telecom Italia Capital SA 5.250% 10/1/15 1,300 1,341
Telecom Italia Capital SA 7.175% 6/18/19 550 600
Telecom Italia Capital SA 6.375% 11/15/33 205 191
Telefonica Emisiones SAU 2.582% 4/26/13 275 277
Telefonica Emisiones SAU 4.949% 1/15/15 625 658
Telefonica Emisiones SAU 3.729% 4/27/15 300 302
Telefonica Emisiones SAU 3.992% 2/16/16 400 401
Telefonica Emisiones SAU 6.421% 6/20/16 475 526
Telefonica Emisiones SAU 5.877% 7/15/19 300 315
Telefonica Emisiones SAU 5.134% 4/27/20 500 496
Telefonica Emisiones SAU 5.462% 2/16/21 2,100 2,123
Telefonica Europe BV 8.250% 9/15/30 750 910
Thomson Reuters Corp. 5.950% 7/15/13 75 82
Thomson Reuters Corp. 5.700% 10/1/14 850 946
Thomson Reuters Corp. 6.500% 7/15/18 50 58
Thomson Reuters Corp. 4.700% 10/15/19 125 130
Thomson Reuters Corp. 5.500% 8/15/35 50 49
Thomson Reuters Corp. 5.850% 4/15/40 275 283
Time Warner Cable Inc. 5.400% 7/2/12 400 420
Time Warner Cable Inc. 6.200% 7/1/13 300 330
Time Warner Cable Inc. 7.500% 4/1/14 650 746
Time Warner Cable Inc. 3.500% 2/1/15 300 307
Time Warner Cable Inc. 5.850% 5/1/17 825 901
Time Warner Cable Inc. 8.250% 4/1/19 700 853
Time Warner Cable Inc. 5.000% 2/1/20 825 833
Time Warner Cable Inc. 6.550% 5/1/37 550 557
Time Warner Cable Inc. 6.750% 6/15/39 675 702
Time Warner Cable Inc. 5.875% 11/15/40 1,190 1,111
Time Warner Entertainment Co. LP 10.150% 5/1/12 200 219
Time Warner Entertainment Co. LP 8.375% 3/15/23 800 986
Time Warner Entertainment Co. LP 8.375% 7/15/33 100 122
United States Cellular Corp. 6.700% 12/15/33 350 334

 

 

Verizon Communications Inc. 5.250% 4/15/13 650 700
Verizon Communications Inc. 5.550% 2/15/16 500 554
Verizon Communications Inc. 3.000% 4/1/16 175 174
Verizon Communications Inc. 5.500% 2/15/18 500 545
Verizon Communications Inc. 6.100% 4/15/18 100 112
Verizon Communications Inc. 8.750% 11/1/18 275 352
Verizon Communications Inc. 6.350% 4/1/19 525 597
Verizon Communications Inc. 4.600% 4/1/21 175 174
Verizon Communications Inc. 5.850% 9/15/35 500 493
Verizon Communications Inc. 6.250% 4/1/37 150 154
Verizon Communications Inc. 6.900% 4/15/38 350 387
Verizon Communications Inc. 8.950% 3/1/39 1,250 1,711
Verizon Communications Inc. 7.350% 4/1/39 550 643
Verizon Communications Inc. 6.000% 4/1/41 200 199
Verizon Global Funding Corp. 6.875% 6/15/12 2,000 2,136
Verizon Global Funding Corp. 7.750% 12/1/30 725 876
Verizon New England Inc. 7.875% 11/15/29 250 286
Verizon New York Inc. 6.875% 4/1/12 300 317
Verizon Virginia Inc. 4.625% 3/15/13 450 474
Vodafone Group plc 5.000% 12/16/13 600 651
Vodafone Group plc 5.750% 3/15/16 300 335
Vodafone Group plc 5.625% 2/27/17 1,650 1,823
Vodafone Group plc 4.625% 7/15/18 125 130
Vodafone Group plc 5.450% 6/10/19 275 300
Vodafone Group plc 7.875% 2/15/30 425 537
Vodafone Group plc 6.250% 11/30/32 350 374
Vodafone Group plc 6.150% 2/27/37 75 80
Washington Post Co. 7.250% 2/1/19 150 170
WPP Finance UK 5.875% 6/15/14 425 467
 
Consumer Cyclical (0.4%)        
AutoZone Inc. 6.500% 1/15/14 300 335
AutoZone Inc. 5.750% 1/15/15 325 357
Best Buy Co. Inc. 6.750% 7/15/13 125 137
BorgWarner Inc. 4.625% 9/15/20 50 50
Costco Wholesale Corp. 5.500% 3/15/17 475 541
CVS Caremark Corp. 4.875% 9/15/14 175 189
CVS Caremark Corp. 3.250% 5/18/15 100 101
CVS Caremark Corp. 5.750% 6/1/17 175 192
CVS Caremark Corp. 6.600% 3/15/19 1,575 1,800
CVS Caremark Corp. 6.250% 6/1/27 125 137
5 CVS Caremark Corp. 6.302% 6/1/37 825 808
Daimler Finance North America LLC 6.500% 11/15/13 375 417
Daimler Finance North America LLC 8.500% 1/18/31 450 603
Darden Restaurants Inc. 5.625% 10/15/12 225 239
Darden Restaurants Inc. 6.200% 10/15/17 150 166
Darden Restaurants Inc. 6.800% 10/15/37 275 299
eBay Inc. 0.875% 10/15/13 125 124
eBay Inc. 1.625% 10/15/15 125 119
eBay Inc. 3.250% 10/15/20 125 113
Expedia Inc. 5.950% 8/15/20 1,150 1,161
Family Dollar Stores Inc. 5.000% 2/1/21 125 122
Historic TW Inc. 9.150% 2/1/23 975 1,284
Historic TW Inc. 6.625% 5/15/29 200 214
Home Depot Inc. 5.250% 12/16/13 775 845
Home Depot Inc. 5.400% 3/1/16 1,100 1,214
Home Depot Inc. 5.875% 12/16/36 1,250 1,240
International Game Technology 7.500% 6/15/19 125 142

 

 

International Game Technology 5.500% 6/15/20 125 128
Johnson Controls Inc. 5.000% 3/30/20 200 209
Johnson Controls Inc. 4.250% 3/1/21 500 492
Johnson Controls Inc. 6.000% 1/15/36 125 131
Kohl's Corp. 6.250% 12/15/17 200 229
Kohl's Corp. 6.000% 1/15/33 225 231
Kohl's Corp. 6.875% 12/15/37 100 114
Lowe's Cos. Inc. 5.000% 10/15/15 75 83
Lowe's Cos. Inc. 6.100% 9/15/17 200 228
Lowe's Cos. Inc. 4.625% 4/15/20 200 209
Lowe's Cos. Inc. 3.750% 4/15/21 500 482
Lowe's Cos. Inc. 6.875% 2/15/28 367 433
Lowe's Cos. Inc. 5.800% 4/15/40 100 104
Marriott International Inc. 4.625% 6/15/12 400 415
Marriott International Inc. 5.625% 2/15/13 200 214
Marriott International Inc. 6.200% 6/15/16 150 167
Marriott International Inc. 6.375% 6/15/17 50 56
McDonald's Corp. 5.300% 3/15/17 400 446
McDonald's Corp. 5.800% 10/15/17 300 343
McDonald's Corp. 5.350% 3/1/18 350 390
McDonald's Corp. 6.300% 3/1/38 300 346
McDonald's Corp. 5.700% 2/1/39 25 27
Nordstrom Inc. 4.750% 5/1/20 600 618
Nordstrom Inc. 6.950% 3/15/28 200 229
Nordstrom Inc. 7.000% 1/15/38 150 177
O'Reilly Automotive Inc. 4.875% 1/14/21 50 49
PACCAR Financial Corp. 1.950% 12/17/12 225 228
PACCAR Inc. 6.875% 2/15/14 200 228
Staples Inc. 9.750% 1/15/14 1,025 1,230
Target Corp. 5.125% 1/15/13 675 723
Target Corp. 4.000% 6/15/13 525 556
Target Corp. 5.375% 5/1/17 200 223
Target Corp. 3.875% 7/15/20 350 342
Target Corp. 7.000% 7/15/31 175 207
Target Corp. 6.350% 11/1/32 450 496
Target Corp. 7.000% 1/15/38 700 830
Time Warner Inc. 3.150% 7/15/15 450 455
Time Warner Inc. 4.875% 3/15/20 625 635
Time Warner Inc. 4.700% 1/15/21 700 694
Time Warner Inc. 4.750% 3/29/21 600 593
Time Warner Inc. 7.625% 4/15/31 835 957
Time Warner Inc. 7.700% 5/1/32 590 686
Time Warner Inc. 6.200% 3/15/40 150 148
Time Warner Inc. 6.100% 7/15/40 250 244
Time Warner Inc. 6.250% 3/29/41 325 321
TJX Cos. Inc. 6.950% 4/15/19 175 209
Toll Brothers Finance Corp. 5.150% 5/15/15 400 408
Toyota Motor Credit Corp. 3.200% 6/17/15 700 709
Toyota Motor Credit Corp. 2.800% 1/11/16 125 125
Toyota Motor Credit Corp. 4.250% 1/11/21 300 297
VF Corp. 5.950% 11/1/17 250 285
VF Corp. 6.450% 11/1/37 150 170
Viacom Inc. 4.375% 9/15/14 350 373
Viacom Inc. 3.500% 4/1/17 450 442
Viacom Inc. 5.625% 9/15/19 650 710
Viacom Inc. 6.875% 4/30/36 400 434
Wal-Mart Stores Inc. 4.550% 5/1/13 2,275 2,438
Wal-Mart Stores Inc. 7.250% 6/1/13 150 169

 

 

Wal-Mart Stores Inc. 3.200% 5/15/14 550 576
Wal-Mart Stores Inc. 4.500% 7/1/15 450 486
Wal-Mart Stores Inc. 5.375% 4/5/17 200 224
Wal-Mart Stores Inc. 5.800% 2/15/18 200 227
Wal-Mart Stores Inc. 3.250% 10/25/20 1,725 1,608
Wal-Mart Stores Inc. 5.875% 4/5/27 2,365 2,587
Wal-Mart Stores Inc. 5.250% 9/1/35 175 171
Wal-Mart Stores Inc. 6.500% 8/15/37 550 621
Wal-Mart Stores Inc. 5.000% 10/25/40 465 426
Walgreen Co. 5.250% 1/15/19 875 959
Walt Disney Co. 4.500% 12/15/13 125 135
Walt Disney Co. 5.625% 9/15/16 500 569
Walt Disney Co. 7.000% 3/1/32 400 485
Western Union Co. 6.500% 2/26/14 300 333
Western Union Co. 5.930% 10/1/16 400 442
Western Union Co. 6.200% 11/17/36 325 317
Yum! Brands Inc. 7.700% 7/1/12 250 269
Yum! Brands Inc. 6.875% 11/15/37 750 839
 
Consumer Noncyclical (1.0%)        
Abbott Laboratories 4.350% 3/15/14 250 268
Abbott Laboratories 5.875% 5/15/16 1,350 1,539
Abbott Laboratories 5.600% 11/30/17 475 535
Abbott Laboratories 4.125% 5/27/20 500 500
Abbott Laboratories 6.150% 11/30/37 325 356
Abbott Laboratories 6.000% 4/1/39 325 351
Allergan Inc. 5.750% 4/1/16 125 141
Altria Group Inc. 8.500% 11/10/13 1,325 1,543
Altria Group Inc. 9.700% 11/10/18 1,200 1,572
Altria Group Inc. 9.950% 11/10/38 275 383
Altria Group Inc. 10.200% 2/6/39 1,175 1,666
AmerisourceBergen Corp. 5.875% 9/15/15 1,175 1,303
Amgen Inc. 4.850% 11/18/14 500 547
Amgen Inc. 5.850% 6/1/17 125 142
Amgen Inc. 5.700% 2/1/19 575 639
Amgen Inc. 3.450% 10/1/20 275 257
Amgen Inc. 6.375% 6/1/37 400 441
Amgen Inc. 6.400% 2/1/39 700 770
Amgen Inc. 4.950% 10/1/41 100 90
Anheuser-Busch Cos. Inc. 5.500% 1/15/18 250 273
Anheuser-Busch Cos. Inc. 6.800% 8/20/32 900 1,029
Anheuser-Busch InBev Worldwide Inc. 3.000% 10/15/12 450 462
Anheuser-Busch InBev Worldwide Inc. 2.500% 3/26/13 350 357
Anheuser-Busch InBev Worldwide Inc. 7.200% 1/15/14 375 426
Anheuser-Busch InBev Worldwide Inc. 5.375% 11/15/14 400 439
Anheuser-Busch InBev Worldwide Inc. 4.125% 1/15/15 525 553
Anheuser-Busch InBev Worldwide Inc. 2.875% 2/15/16 300 297
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 350 428
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 375 441
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 975 1,041
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 675 702
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 150 149
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 325 439
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 250 278
Archer-Daniels-Midland Co. 4.700% 3/1/21 50 50
Archer-Daniels-Midland Co. 5.935% 10/1/32 350 375
Archer-Daniels-Midland Co. 5.375% 9/15/35 600 604
Archer-Daniels-Midland Co. 4.700% 3/1/41 125 128

 

 

AstraZeneca plc 5.400% 9/15/12 750 798
AstraZeneca plc 5.400% 6/1/14 875 972
AstraZeneca plc 6.450% 9/15/37 1,175 1,329
Baxter International Inc. 4.625% 3/15/15 250 271
Baxter International Inc. 5.900% 9/1/16 150 172
Baxter International Inc. 6.250% 12/1/37 100 113
Becton Dickinson and Co. 5.000% 5/15/19 50 54
Becton Dickinson and Co. 3.250% 11/12/20 550 510
Biogen Idec Inc. 6.000% 3/1/13 600 640
Bottling Group LLC 5.000% 11/15/13 100 109
Bottling Group LLC 6.950% 3/15/14 500 576
Bottling Group LLC 5.500% 4/1/16 1,275 1,433
Bristol-Myers Squibb Co. 5.450% 5/1/18 300 333
Bristol-Myers Squibb Co. 5.875% 11/15/36 642 696
Bunge Ltd. Finance Corp. 5.350% 4/15/14 350 372
Bunge Ltd. Finance Corp. 4.100% 3/15/16 300 300
Bunge Ltd. Finance Corp. 8.500% 6/15/19 775 923
Campbell Soup Co. 3.050% 7/15/17 50 50
Campbell Soup Co. 4.250% 4/15/21 250 249
Cardinal Health Inc. 4.000% 6/15/15 100 104
Cardinal Health Inc. 4.625% 12/15/20 350 347
CareFusion Corp. 4.125% 8/1/12 50 52
CareFusion Corp. 5.125% 8/1/14 1,100 1,184
CareFusion Corp. 6.375% 8/1/19 75 84
Celgene Corp. 2.450% 10/15/15 75 73
Celgene Corp. 3.950% 10/15/20 50 47
Celgene Corp. 5.700% 10/15/40 75 72
Church & Dwight Co. Inc. 3.350% 12/15/15 100 100
Cia de Bebidas das Americas 8.750% 9/15/13 25 29
Clorox Co. 5.000% 3/1/13 375 397
Clorox Co. 3.550% 11/1/15 325 332
Coca-Cola Co. 0.750% 11/15/13 50 49
Coca-Cola Co. 1.500% 11/15/15 100 95
Coca-Cola Co. 5.350% 11/15/17 175 197
Coca-Cola Co. 4.875% 3/15/19 725 780
Coca-Cola Co. 3.150% 11/15/20 525 487
Coca-Cola Enterprises Inc. 3.500% 9/15/20 600 564
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 100 102
Coca-Cola Refreshments USA Inc. 7.375% 3/3/14 600 695
Coca-Cola Refreshments USA Inc. 4.250% 3/1/15 300 322
ConAgra Foods Inc. 5.875% 4/15/14 275 299
ConAgra Foods Inc. 7.125% 10/1/26 50 55
ConAgra Foods Inc. 7.000% 10/1/28 100 107
Corn Products International Inc. 3.200% 11/1/15 25 25
Corn Products International Inc. 4.625% 11/1/20 50 49
Corn Products International Inc. 6.625% 4/15/37 75 78
Covidien International Finance SA 1.875% 6/15/13 525 530
Covidien International Finance SA 6.550% 10/15/37 525 594
CR Bard Inc. 6.700% 12/1/26 450 531
Delhaize Group SA 5.875% 2/1/14 250 272
Delhaize Group SA 5.700% 10/1/40 300 275
Diageo Capital plc 5.200% 1/30/13 75 80
Diageo Capital plc 5.750% 10/23/17 75 84
Diageo Finance BV 5.300% 10/28/15 625 693
Dr Pepper Snapple Group Inc. 2.350% 12/21/12 150 153
Dr Pepper Snapple Group Inc. 6.120% 5/1/13 375 409
Dr Pepper Snapple Group Inc. 2.900% 1/15/16 1,000 988
Eli Lilly & Co. 5.500% 3/15/27 625 666

 

 

Express Scripts Inc. 5.250% 6/15/12 225 236
Express Scripts Inc. 6.250% 6/15/14 250 277
Express Scripts Inc. 7.250% 6/15/19 1,325 1,580
Fortune Brands Inc. 3.000% 6/1/12 350 356
Fortune Brands Inc. 6.375% 6/15/14 475 521
Fortune Brands Inc. 5.375% 1/15/16 25 27
Fortune Brands Inc. 5.875% 1/15/36 250 220
Genentech Inc. 4.750% 7/15/15 150 163
Genentech Inc. 5.250% 7/15/35 325 317
General Mills Inc. 5.650% 9/10/12 250 266
General Mills Inc. 5.200% 3/17/15 875 960
General Mills Inc. 5.700% 2/15/17 575 645
General Mills Inc. 5.650% 2/15/19 875 966
Gilead Sciences Inc. 4.500% 4/1/21 300 295
GlaxoSmithKline Capital Inc. 4.850% 5/15/13 700 752
GlaxoSmithKline Capital Inc. 4.375% 4/15/14 1,025 1,104
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 300 304
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 1,050 1,178
Hasbro Inc. 6.300% 9/15/17 550 603
Hershey Co. 5.450% 9/1/16 150 167
Hershey Co. 4.125% 12/1/20 25 25
Hospira Inc. 5.900% 6/15/14 200 220
Johnson & Johnson 5.150% 8/15/12 400 424
Johnson & Johnson 5.150% 7/15/18 125 140
Johnson & Johnson 2.950% 9/1/20 500 469
Johnson & Johnson 6.950% 9/1/29 100 126
Johnson & Johnson 4.950% 5/15/33 550 552
Johnson & Johnson 5.850% 7/15/38 325 360
Kellogg Co. 5.125% 12/3/12 225 239
Kellogg Co. 4.250% 3/6/13 125 132
Kellogg Co. 4.150% 11/15/19 250 251
Kellogg Co. 4.000% 12/15/20 1,025 1,001
Kellogg Co. 7.450% 4/1/31 150 187
Kimberly-Clark Corp. 4.875% 8/15/15 650 710
Kimberly-Clark Corp. 6.125% 8/1/17 200 232
Kimberly-Clark Corp. 3.625% 8/1/20 250 246
Kimberly-Clark Corp. 3.875% 3/1/21 150 148
Kimberly-Clark Corp. 5.300% 3/1/41 375 376
Koninklijke Philips Electronics NV 4.625% 3/11/13 150 158
Koninklijke Philips Electronics NV 5.750% 3/11/18 250 279
Koninklijke Philips Electronics NV 6.875% 3/11/38 200 236
Kraft Foods Inc. 2.625% 5/8/13 800 818
Kraft Foods Inc. 6.750% 2/19/14 125 141
Kraft Foods Inc. 4.125% 2/9/16 1,425 1,473
Kraft Foods Inc. 6.500% 8/11/17 525 598
Kraft Foods Inc. 6.125% 8/23/18 750 836
Kraft Foods Inc. 5.375% 2/10/20 150 158
Kraft Foods Inc. 6.500% 11/1/31 875 962
Kraft Foods Inc. 7.000% 8/11/37 725 815
Kraft Foods Inc. 6.875% 2/1/38 700 776
Kraft Foods Inc. 6.875% 1/26/39 250 277
Kraft Foods Inc. 6.500% 2/9/40 450 477
Kroger Co. 6.200% 6/15/12 25 26
Kroger Co. 4.950% 1/15/15 500 537
Kroger Co. 3.900% 10/1/15 350 362
Kroger Co. 8.000% 9/15/29 750 928
Laboratory Corp. of America Holdings 5.625% 12/15/15 325 354
Laboratory Corp. of America Holdings 4.625% 11/15/20 600 598

 

 

Life Technologies Corp. 4.400% 3/1/15 225 235
Life Technologies Corp. 3.500% 1/15/16 50 50
Life Technologies Corp. 6.000% 3/1/20 200 215
Life Technologies Corp. 5.000% 1/15/21 1,100 1,100
Lorillard Tobacco Co. 8.125% 6/23/19 400 464
Lorillard Tobacco Co. 6.875% 5/1/20 250 269
McKesson Corp. 5.250% 3/1/13 75 80
McKesson Corp. 3.250% 3/1/16 1,175 1,184
McKesson Corp. 4.750% 3/1/21 75 76
McKesson Corp. 6.000% 3/1/41 125 129
Mead Johnson Nutrition Co. 3.500% 11/1/14 75 77
Mead Johnson Nutrition Co. 4.900% 11/1/19 150 155
Mead Johnson Nutrition Co. 5.900% 11/1/39 125 128
Medco Health Solutions Inc. 7.250% 8/15/13 675 756
Medco Health Solutions Inc. 7.125% 3/15/18 600 700
Medtronic Inc. 3.000% 3/15/15 425 436
Medtronic Inc. 4.750% 9/15/15 550 599
Medtronic Inc. 4.450% 3/15/20 175 179
Medtronic Inc. 5.550% 3/15/40 75 77
Merck & Co. Inc. 4.750% 3/1/15 275 300
Merck & Co. Inc. 4.000% 6/30/15 350 372
Merck & Co. Inc. 2.250% 1/15/16 125 123
Merck & Co. Inc. 6.000% 9/15/17 500 577
Merck & Co. Inc. 5.000% 6/30/19 375 406
Merck & Co. Inc. 3.875% 1/15/21 350 340
Merck & Co. Inc. 6.400% 3/1/28 225 262
Merck & Co. Inc. 5.950% 12/1/28 250 282
Merck & Co. Inc. 6.550% 9/15/37 850 1,001
Merck & Co. Inc. 5.850% 6/30/39 100 108
Novant Health Inc. 5.850% 11/1/19 300 320
Novartis Capital Corp. 1.900% 4/24/13 250 254
Novartis Capital Corp. 4.125% 2/10/14 1,000 1,067
Novartis Capital Corp. 2.900% 4/24/15 450 459
Novartis Securities Investment Ltd. 5.125% 2/10/19 1,250 1,347
PepsiAmericas Inc. 5.750% 7/31/12 225 239
PepsiAmericas Inc. 5.000% 5/15/17 450 491
PepsiCo Inc. 5.150% 5/15/12 125 131
PepsiCo Inc. 4.650% 2/15/13 250 267
PepsiCo Inc. 3.750% 3/1/14 175 186
PepsiCo Inc. 5.000% 6/1/18 775 843
PepsiCo Inc. 7.900% 11/1/18 2,250 2,844
Pfizer Inc. 5.350% 3/15/15 825 918
Pfizer Inc. 6.200% 3/15/19 1,125 1,290
Pfizer Inc. 7.200% 3/15/39 800 984
Philip Morris International Inc. 4.875% 5/16/13 625 670
Philip Morris International Inc. 6.875% 3/17/14 475 545
Philip Morris International Inc. 5.650% 5/16/18 275 306
Philip Morris International Inc. 6.375% 5/16/38 825 927
5 Procter & Gamble - Esop 9.360% 1/1/21 929 1,184
Procter & Gamble Co. 4.950% 8/15/14 100 111
Procter & Gamble Co. 3.500% 2/15/15 525 551
Procter & Gamble Co. 4.700% 2/15/19 175 189
Procter & Gamble Co. 6.450% 1/15/26 600 694
Quest Diagnostics Inc. 5.450% 11/1/15 250 272
Quest Diagnostics Inc. 4.700% 4/1/21 300 295
Reynolds American Inc. 7.250% 6/1/12 200 213
Reynolds American Inc. 6.750% 6/15/17 100 114
Reynolds American Inc. 7.250% 6/15/37 375 395

 

 

Safeway Inc. 6.250% 3/15/14 300 329
Safeway Inc. 3.950% 8/15/20 925 874
Safeway Inc. 7.250% 2/1/31 50 55
Sanofi-Aventis SA 1.625% 3/28/14 125 124
Sanofi-Aventis SA 2.625% 3/29/16 400 395
Sanofi-Aventis SA 4.000% 3/29/21 200 196
St. Jude Medical Inc. 2.200% 9/15/13 300 304
St. Jude Medical Inc. 3.750% 7/15/14 425 446
St. Jude Medical Inc. 4.875% 7/15/19 75 78
Stryker Corp. 3.000% 1/15/15 100 102
Stryker Corp. 4.375% 1/15/20 100 102
Sysco Corp. 5.250% 2/12/18 300 328
Sysco Corp. 5.375% 9/21/35 500 517
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 150 164
Teva Pharmaceutical Finance II BV / Teva        
Pharmaceutical Finance III LLC 3.000% 6/15/15 225 226
Teva Pharmaceutical Finance III LLC 1.500% 6/15/12 600 603
Thermo Fisher Scientific Inc. 2.150% 12/28/12 125 127
Thermo Fisher Scientific Inc. 3.250% 11/20/14 100 104
Thermo Fisher Scientific Inc. 3.200% 5/1/15 400 408
Unilever Capital Corp. 3.650% 2/15/14 275 290
Unilever Capital Corp. 4.800% 2/15/19 150 159
Unilever Capital Corp. 4.250% 2/10/21 500 506
UST LLC 5.750% 3/1/18 250 266
Whirlpool Corp. 5.500% 3/1/13 250 266
Wyeth 5.500% 2/15/16 400 448
Wyeth 6.450% 2/1/24 400 465
Wyeth 6.500% 2/1/34 200 229
Wyeth 6.000% 2/15/36 1,225 1,312
Wyeth 5.950% 4/1/37 150 160
Zimmer Holdings Inc. 5.750% 11/30/39 400 406
 
Energy (0.6%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 750 883
Anadarko Petroleum Corp. 7.625% 3/15/14 300 342
Anadarko Petroleum Corp. 5.750% 6/15/14 125 137
Anadarko Petroleum Corp. 5.950% 9/15/16 1,000 1,086
Anadarko Petroleum Corp. 6.950% 6/15/19 50 56
Anadarko Petroleum Corp. 6.450% 9/15/36 650 646
Anadarko Petroleum Corp. 7.950% 6/15/39 125 145
Apache Corp. 6.000% 9/15/13 300 332
Apache Corp. 5.625% 1/15/17 75 84
Apache Corp. 6.900% 9/15/18 500 597
Apache Corp. 3.625% 2/1/21 750 709
Apache Corp. 5.100% 9/1/40 100 93
Apache Corp. 5.250% 2/1/42 500 474
Apache Finance Canada Corp. 7.750% 12/15/29 225 278
Baker Hughes Inc. 6.875% 1/15/29 400 467
Baker Hughes Inc. 5.125% 9/15/40 50 47
BJ Services Co. 6.000% 6/1/18 100 114
BP Capital Markets plc 5.250% 11/7/13 750 810
BP Capital Markets plc 3.625% 5/8/14 300 311
BP Capital Markets plc 3.875% 3/10/15 250 260
BP Capital Markets plc 3.125% 10/1/15 800 804
BP Capital Markets plc 3.200% 3/11/16 600 596
BP Capital Markets plc 4.750% 3/10/19 750 777
BP Capital Markets plc 4.500% 10/1/20 950 940
BP Capital Markets plc 4.742% 3/11/21 725 726

 

 

Burlington Resources Finance Co. 7.400% 12/1/31 600 736
Canadian Natural Resources Ltd. 5.450% 10/1/12 250 265
Canadian Natural Resources Ltd. 4.900% 12/1/14 175 189
Canadian Natural Resources Ltd. 7.200% 1/15/32 500 587
Canadian Natural Resources Ltd. 6.450% 6/30/33 400 432
Canadian Natural Resources Ltd. 6.500% 2/15/37 425 473
Cenovus Energy Inc. 4.500% 9/15/14 950 1,017
Cenovus Energy Inc. 5.700% 10/15/19 475 525
Cenovus Energy Inc. 6.750% 11/15/39 375 419
Chevron Corp. 3.950% 3/3/14 500 535
Chevron Corp. 4.950% 3/3/19 750 825
ConocoPhillips 4.750% 2/1/14 250 271
ConocoPhillips 4.600% 1/15/15 200 218
ConocoPhillips 5.750% 2/1/19 1,575 1,777
ConocoPhillips 5.900% 10/15/32 150 159
ConocoPhillips 5.900% 5/15/38 175 185
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 250 264
ConocoPhillips Holding Co. 6.950% 4/15/29 275 326
Devon Energy Corp. 5.625% 1/15/14 525 580
Devon Energy Corp. 7.950% 4/15/32 25 32
Devon Financing Corp. ULC 7.875% 9/30/31 425 544
Diamond Offshore Drilling Inc. 4.875% 7/1/15 100 107
Diamond Offshore Drilling Inc. 5.875% 5/1/19 75 82
Diamond Offshore Drilling Inc. 5.700% 10/15/39 225 222
Encana Corp. 4.750% 10/15/13 25 27
Encana Corp. 7.200% 11/1/31 625 714
EnCana Holdings Finance Corp. 5.800% 5/1/14 50 55
Ensco plc 3.250% 3/15/16 250 248
Ensco plc 4.700% 3/15/21 750 742
EOG Resources Inc. 6.125% 10/1/13 575 637
EOG Resources Inc. 5.625% 6/1/19 275 302
EOG Resources Inc. 4.100% 2/1/21 150 145
Halliburton Co. 6.700% 9/15/38 250 287
Halliburton Co. 7.450% 9/15/39 450 566
Hess Corp. 8.125% 2/15/19 600 750
Hess Corp. 7.875% 10/1/29 150 185
Hess Corp. 7.125% 3/15/33 375 430
Hess Corp. 5.600% 2/15/41 400 380
Husky Energy Inc. 6.250% 6/15/12 350 370
Husky Energy Inc. 7.250% 12/15/19 300 355
Husky Energy Inc. 6.800% 9/15/37 100 110
Kerr-McGee Corp. 6.950% 7/1/24 1,000 1,101
Kerr-McGee Corp. 7.875% 9/15/31 150 170
7 Marathon Petroleum Corp. 3.500% 3/1/16 400 401
7 Marathon Petroleum Corp. 5.125% 3/1/21 1,450 1,460
7 Marathon Petroleum Corp. 6.500% 3/1/41 175 176
Nabors Industries Inc. 9.250% 1/15/19 600 754
Nabors Industries Inc. 5.000% 9/15/20 100 99
Nexen Inc. 5.050% 11/20/13 400 442
Nexen Inc. 7.875% 3/15/32 100 115
Nexen Inc. 7.500% 7/30/39 625 703
Noble Energy Inc. 8.250% 3/1/19 300 376
Noble Energy Inc. 6.000% 3/1/41 75 75
Noble Holding International Ltd. 3.450% 8/1/15 75 76
Noble Holding International Ltd. 4.900% 8/1/20 100 102
Noble Holding International Ltd. 4.625% 3/1/21 100 99
Noble Holding International Ltd. 6.200% 8/1/40 200 203
Noble Holding International Ltd. 6.050% 3/1/41 300 301

 

 

Occidental Petroleum Corp. 2.500% 2/1/16 725 715
Occidental Petroleum Corp. 4.100% 2/1/21 600 593
PC Financial Partnership 5.000% 11/15/14 25 27
Petro-Canada 4.000% 7/15/13 75 79
Petro-Canada 6.050% 5/15/18 125 141
Petro-Canada 7.875% 6/15/26 100 123
Petro-Canada 5.350% 7/15/33 450 419
Petro-Canada 5.950% 5/15/35 500 503
Rowan Cos. Inc. 7.875% 8/1/19 125 148
Shell International Finance BV 1.875% 3/25/13 450 458
Shell International Finance BV 4.000% 3/21/14 600 639
Shell International Finance BV 3.100% 6/28/15 1,075 1,100
Shell International Finance BV 3.250% 9/22/15 200 206
Shell International Finance BV 5.200% 3/22/17 300 333
Shell International Finance BV 4.300% 9/22/19 800 822
Shell International Finance BV 4.375% 3/25/20 475 489
Shell International Finance BV 6.375% 12/15/38 500 563
Shell International Finance BV 5.500% 3/25/40 175 177
Statoil ASA 3.875% 4/15/14 300 318
Statoil ASA 2.900% 10/15/14 75 77
Statoil ASA 3.125% 8/17/17 175 173
Statoil ASA 5.250% 4/15/19 650 706
Statoil ASA 7.150% 1/15/29 250 302
Statoil ASA 5.100% 8/17/40 300 286
Suncor Energy Inc. 6.100% 6/1/18 100 113
Suncor Energy Inc. 6.500% 6/15/38 1,075 1,153
Suncor Energy Inc. 6.850% 6/1/39 700 785
Sunoco Inc. 4.875% 10/15/14 175 185
Sunoco Inc. 5.750% 1/15/17 200 212
Talisman Energy Inc. 5.125% 5/15/15 100 108
Talisman Energy Inc. 3.750% 2/1/21 350 324
Talisman Energy Inc. 5.850% 2/1/37 650 648
Tosco Corp. 8.125% 2/15/30 1,150 1,469
Total Capital Canada Ltd. 1.625% 1/28/14 575 575
Total Capital SA 3.000% 6/24/15 575 586
Total Capital SA 3.125% 10/2/15 25 25
Total Capital SA 2.300% 3/15/16 500 486
Total Capital SA 4.450% 6/24/20 325 331
Total Capital SA 4.125% 1/28/21 250 248
Transocean Inc. 5.250% 3/15/13 100 106
Transocean Inc. 4.950% 11/15/15 450 475
Transocean Inc. 6.000% 3/15/18 425 457
Transocean Inc. 6.500% 11/15/20 200 220
Transocean Inc. 7.500% 4/15/31 300 335
Valero Energy Corp. 6.875% 4/15/12 700 741
Valero Energy Corp. 4.500% 2/1/15 75 79
Valero Energy Corp. 6.125% 6/15/17 1,000 1,100
Valero Energy Corp. 6.125% 2/1/20 150 162
Valero Energy Corp. 7.500% 4/15/32 750 824
Valero Energy Corp. 6.625% 6/15/37 300 301
Weatherford International Inc. 6.800% 6/15/37 150 156
Weatherford International Ltd. 9.625% 3/1/19 775 985
Weatherford International Ltd. 5.125% 9/15/20 300 297
Weatherford International Ltd. 6.500% 8/1/36 800 795
Weatherford International Ltd. 6.750% 9/15/40 250 257
Williams Cos. Inc. 7.500% 1/15/31 519 611
Williams Cos. Inc. 7.750% 6/15/31 149 176
XTO Energy Inc. 5.750% 12/15/13 900 1,006

 

 

XTO Energy Inc. 6.250% 8/1/17 400 473
XTO Energy Inc. 6.750% 8/1/37 300 371
 
Other Industrial (0.0%)        
Cintas Corp. No 2 6.125% 12/1/17 225 256
Massachusetts Development Finance Agency        
Revenue (Harvard University) 4.875% 10/15/40 200 192
 
Technology (0.4%)        
Adobe Systems Inc. 3.250% 2/1/15 200 204
Adobe Systems Inc. 4.750% 2/1/20 325 328
Agilent Technologies Inc. 4.450% 9/14/12 25 26
Agilent Technologies Inc. 2.500% 7/15/13 200 202
Agilent Technologies Inc. 5.500% 9/14/15 550 597
Agilent Technologies Inc. 6.500% 11/1/17 350 390
Amphenol Corp. 4.750% 11/15/14 200 214
Analog Devices Inc. 5.000% 7/1/14 175 190
Analog Devices Inc. 3.000% 4/15/16 50 50
Arrow Electronics Inc. 3.375% 11/1/15 100 99
BMC Software Inc. 7.250% 6/1/18 175 199
7 Broadcom Corp. 1.500% 11/1/13 100 98
CA Inc. 5.375% 12/1/19 175 180
Cisco Systems Inc. 1.625% 3/14/14 925 921
Cisco Systems Inc. 5.500% 2/22/16 500 560
Cisco Systems Inc. 3.150% 3/14/17 500 496
Cisco Systems Inc. 4.950% 2/15/19 125 133
Cisco Systems Inc. 4.450% 1/15/20 2,450 2,504
Cisco Systems Inc. 5.900% 2/15/39 425 439
Cisco Systems Inc. 5.500% 1/15/40 575 559
Computer Sciences Corp. 6.500% 3/15/18 125 135
Corning Inc. 6.625% 5/15/19 50 57
Corning Inc. 5.750% 8/15/40 175 174
Dell Inc. 3.375% 6/15/12 625 643
Dell Inc. 1.400% 9/10/13 200 199
Dell Inc. 2.100% 4/1/14 400 400
Dell Inc. 2.300% 9/10/15 275 268
Dell Inc. 5.875% 6/15/19 175 192
Dun & Bradstreet Corp. 2.875% 11/15/15 150 147
Equifax Inc. 6.300% 7/1/17 125 135
Fiserv Inc. 3.125% 10/1/15 150 149
Fiserv Inc. 6.800% 11/20/17 475 529
Harris Corp. 5.000% 10/1/15 425 447
Harris Corp. 6.150% 12/15/40 25 26
Hewlett-Packard Co. 4.500% 3/1/13 625 663
Hewlett-Packard Co. 1.250% 9/13/13 300 298
Hewlett-Packard Co. 6.125% 3/1/14 1,800 2,013
Hewlett-Packard Co. 2.125% 9/13/15 550 538
Hewlett-Packard Co. 5.400% 3/1/17 225 250
Hewlett-Packard Co. 5.500% 3/1/18 1,025 1,139
Hewlett-Packard Co. 3.750% 12/1/20 200 192
HP Enterprise Services LLC 6.000% 8/1/13 225 247
IBM International Group Capital LLC 5.050% 10/22/12 1,100 1,170
International Business Machines Corp. 7.500% 6/15/13 550 622
International Business Machines Corp. 1.000% 8/5/13 1,000 992
International Business Machines Corp. 2.000% 1/5/16 275 267
International Business Machines Corp. 5.700% 9/14/17 1,000 1,131
International Business Machines Corp. 5.600% 11/30/39 1,720 1,792
Juniper Networks Inc. 3.100% 3/15/16 75 75

 

 

Juniper Networks Inc. 4.600% 3/15/21 50 50
Juniper Networks Inc. 5.950% 3/15/41 150 148
Lexmark International Inc. 5.900% 6/1/13 150 160
Lexmark International Inc. 6.650% 6/1/18 375 405
Maxim Integrated Products Inc. 3.450% 6/14/13 100 103
Microsoft Corp. 0.875% 9/27/13 150 149
Microsoft Corp. 2.950% 6/1/14 675 699
Microsoft Corp. 1.625% 9/25/15 200 194
Microsoft Corp. 4.200% 6/1/19 50 52
Microsoft Corp. 3.000% 10/1/20 250 232
Microsoft Corp. 5.200% 6/1/39 350 348
Microsoft Corp. 4.500% 10/1/40 125 111
Microsoft Corp. 5.300% 2/8/41 600 603
Motorola Solutions Inc. 5.375% 11/15/12 275 290
Motorola Solutions Inc. 7.500% 5/15/25 75 85
Motorola Solutions Inc. 6.500% 11/15/28 19 19
Motorola Solutions Inc. 6.625% 11/15/37 26 28
Nokia Oyj 5.375% 5/15/19 1,625 1,652
Nokia Oyj 6.625% 5/15/39 100 101
Oracle Corp. 3.750% 7/8/14 200 212
Oracle Corp. 5.250% 1/15/16 1,900 2,108
Oracle Corp. 5.750% 4/15/18 300 336
Oracle Corp. 5.000% 7/8/19 1,175 1,254
Oracle Corp. 6.125% 7/8/39 275 295
7 Oracle Corp. 5.375% 7/15/40 920 893
Pitney Bowes Inc. 3.875% 6/15/13 225 233
Pitney Bowes Inc. 4.875% 8/15/14 25 26
Pitney Bowes Inc. 4.750% 1/15/16 1,300 1,349
7 SAIC Inc. 4.450% 12/1/20 75 75
7 SAIC Inc. 5.950% 12/1/40 75 77
Science Applications International Corp. 6.250% 7/1/12 100 106
Science Applications International Corp. 5.500% 7/1/33 100 98
Symantec Corp. 2.750% 9/15/15 50 49
Symantec Corp. 4.200% 9/15/20 75 70
Tyco Electronics Group SA 7.125% 10/1/37 600 691
Xerox Corp. 5.500% 5/15/12 150 157
Xerox Corp. 8.250% 5/15/14 300 350
Xerox Corp. 6.400% 3/15/16 375 423
Xerox Corp. 6.750% 2/1/17 350 401
Xerox Corp. 6.350% 5/15/18 350 394
Xerox Corp. 5.625% 12/15/19 650 697
 
Transportation (0.1%)        
5 American Airlines Pass Through Trust 2009-        
1A 10.375% 7/2/19 122 144
Burlington Northern Santa Fe LLC 5.900% 7/1/12 350 371
Burlington Northern Santa Fe LLC 5.650% 5/1/17 75 84
Burlington Northern Santa Fe LLC 3.600% 9/1/20 275 260
Burlington Northern Santa Fe LLC 7.000% 12/15/25 200 241
Burlington Northern Santa Fe LLC 6.200% 8/15/36 125 133
Burlington Northern Santa Fe LLC 5.050% 3/1/41 375 342
Canadian National Railway Co. 6.250% 8/1/34 350 390
Canadian National Railway Co. 6.200% 6/1/36 350 387
Canadian Pacific Railway Co. 7.125% 10/15/31 450 505
Canadian Pacific Railway Co. 5.950% 5/15/37 250 256
Con-way Inc. 6.700% 5/1/34 350 321
5 Continental Airlines 1998-1 Class A Pass        
Through Trust 6.648% 9/15/17 462 482

 

 

5 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 11/10/19 146 159
CSX Corp. 5.600% 5/1/17 25 27
CSX Corp. 7.900% 5/1/17 126 153
CSX Corp. 6.250% 3/15/18 725 824
CSX Corp. 7.375% 2/1/19 1,050 1,261
CSX Corp. 6.220% 4/30/40 174 185
5 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 8/10/22 235 245
5 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 12/17/19 708 777
5 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 5/23/19 100 100
JB Hunt Transport Services Inc. 3.375% 9/15/15 450 444
Norfolk Southern Corp. 5.750% 1/15/16 175 196
Norfolk Southern Corp. 7.700% 5/15/17 400 488
Norfolk Southern Corp. 5.750% 4/1/18 100 112
Norfolk Southern Corp. 5.900% 6/15/19 425 481
Norfolk Southern Corp. 5.590% 5/17/25 72 77
Norfolk Southern Corp. 7.800% 5/15/27 100 126
Norfolk Southern Corp. 5.640% 5/17/29 100 105
Norfolk Southern Corp. 7.050% 5/1/37 200 240
Norfolk Southern Corp. 7.900% 5/15/97 100 126
Norfolk Southern Railway Co. 9.750% 6/15/20 116 159
Ryder System Inc. 5.850% 3/1/14 250 274
Ryder System Inc. 3.150% 3/2/15 375 376
Ryder System Inc. 3.600% 3/1/16 400 402
Ryder System Inc. 5.850% 11/1/16 75 82
Southwest Airlines Co. 5.750% 12/15/16 200 216
Southwest Airlines Co. 5.125% 3/1/17 400 414
5 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 8/1/22 130 142
Union Pacific Corp. 6.500% 4/15/12 38 40
Union Pacific Corp. 5.450% 1/31/13 650 698
Union Pacific Corp. 7.125% 2/1/28 500 605
Union Pacific Corp. 6.625% 2/1/29 200 230
Union Pacific Corp. 5.780% 7/15/40 775 795
United Parcel Service Inc. 3.875% 4/1/14 50 53
United Parcel Service Inc. 5.125% 4/1/19 175 194
United Parcel Service Inc. 3.125% 1/15/21 350 324
United Parcel Service Inc. 6.200% 1/15/38 595 665
        457,080
Utilities (0.9%)        
Electric (0.6%)        
AEP Texas Central Co. 6.650% 2/15/33 400 436
Alabama Power Co. 4.850% 12/15/12 200 213
Alabama Power Co. 5.500% 10/15/17 550 615
Ameren Energy Generating Co. 7.000% 4/15/18 1,025 1,045
Ameren Illinois Co. 6.125% 11/15/17 25 28
American Water Capital Corp. 6.593% 10/15/37 500 527
Appalachian Power Co. 3.400% 5/24/15 300 304
Arizona Public Service Co. 5.800% 6/30/14 50 55
Arizona Public Service Co. 4.650% 5/15/15 275 288
Carolina Power & Light Co. 6.500% 7/15/12 350 374
Carolina Power & Light Co. 5.125% 9/15/13 325 352
CenterPoint Energy Houston Electric LLC 5.700% 3/15/13 500 539
CenterPoint Energy Houston Electric LLC 7.000% 3/1/14 175 198

 

 

Cleco Power LLC 6.000% 12/1/40 175 167
Cleveland Electric Illuminating Co. 5.650% 12/15/13 325 353
Cleveland Electric Illuminating Co. 5.700% 4/1/17 500 532
Cleveland Electric Illuminating Co. 7.880% 11/1/17 200 239
Cleveland Electric Illuminating Co. 5.500% 8/15/24 750 770
Commonwealth Edison Co. 1.625% 1/15/14 125 124
Commonwealth Edison Co. 5.950% 8/15/16 900 1,019
Commonwealth Edison Co. 6.150% 9/15/17 600 670
Commonwealth Edison Co. 5.800% 3/15/18 150 166
Commonwealth Edison Co. 5.900% 3/15/36 100 102
Connecticut Light & Power Co. 6.350% 6/1/36 250 277
Consolidated Edison Co. of New York Inc. 5.375% 12/15/15 625 697
Consolidated Edison Co. of New York Inc. 5.500% 9/15/16 350 392
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 225 265
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 300 296
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 400 439
Consolidated Edison Co. of New York Inc. 6.300% 8/15/37 450 508
Constellation Energy Group Inc. 4.550% 6/15/15 175 182
Constellation Energy Group Inc. 7.600% 4/1/32 100 113
Consumers Energy Co. 5.375% 4/15/13 175 188
Detroit Edison Co. 5.700% 10/1/37 125 129
Dominion Resources Inc. 1.800% 3/15/14 100 100
Dominion Resources Inc. 2.250% 9/1/15 750 728
Dominion Resources Inc. 6.000% 11/30/17 550 615
Dominion Resources Inc. 4.450% 3/15/21 125 123
Dominion Resources Inc. 5.250% 8/1/33 200 215
5 Dominion Resources Inc. 7.500% 6/30/66 175 183
Duke Energy Carolinas LLC 4.300% 6/15/20 500 507
Duke Energy Carolinas LLC 6.000% 12/1/28 300 318
Duke Energy Carolinas LLC 6.100% 6/1/37 1,100 1,171
Duke Energy Carolinas LLC 6.050% 4/15/38 50 54
Duke Energy Carolinas LLC 5.300% 2/15/40 375 371
Duke Energy Corp. 3.350% 4/1/15 375 382
Duke Energy Corp. 5.050% 9/15/19 175 182
Duke Energy Indiana Inc. 5.000% 9/15/13 250 270
Duke Energy Indiana Inc. 3.750% 7/15/20 185 178
Duke Energy Ohio Inc. 5.700% 9/15/12 675 719
Duke Energy Ohio Inc. 2.100% 6/15/13 325 330
El Paso Electric Co. 6.000% 5/15/35 175 178
Entergy Arkansas Inc. 3.750% 2/15/21 650 605
Entergy Louisiana LLC 6.500% 9/1/18 100 114
Exelon Corp. 4.900% 6/15/15 500 524
Exelon Generation Co. LLC 4.000% 10/1/20 1,375 1,259
Exelon Generation Co. LLC 6.250% 10/1/39 425 418
Exelon Generation Co. LLC 5.750% 10/1/41 75 68
Florida Power & Light Co. 5.950% 10/1/33 100 107
Florida Power & Light Co. 5.625% 4/1/34 225 231
Florida Power & Light Co. 4.950% 6/1/35 50 47
Florida Power & Light Co. 6.200% 6/1/36 50 55
Florida Power & Light Co. 5.850% 5/1/37 150 160
Florida Power & Light Co. 5.950% 2/1/38 175 190
Florida Power & Light Co. 5.960% 4/1/39 1,175 1,267
Florida Power Corp. 4.800% 3/1/13 50 53
Florida Power Corp. 5.650% 6/15/18 50 56
Florida Power Corp. 4.550% 4/1/20 1,375 1,412
Georgia Power Co. 5.950% 2/1/39 275 290
Great Plains Energy Inc. 2.750% 8/15/13 100 101
Iberdrola International BV 6.750% 6/15/12 500 527

 

 

Iberdrola International BV 6.750% 7/15/36 400 420
5 Integrys Energy Group Inc. 6.110% 12/1/66 300 294
Interstate Power & Light Co. 6.250% 7/15/39 100 109
Jersey Central Power & Light Co. 5.625% 5/1/16 350 386
Jersey Central Power & Light Co. 5.650% 6/1/17 350 382
Kansas City Power & Light Co. 6.050% 11/15/35 200 201
7 Kentucky Utilities Co. 1.625% 11/1/15 200 191
7 Kentucky Utilities Co. 3.250% 11/1/20 200 185
7 Kentucky Utilities Co. 5.125% 11/1/40 800 766
7 LG&E and KU Energy LLC 2.125% 11/15/15 125 118
7 LG&E and KU Energy LLC 3.750% 11/15/20 150 138
7 Louisville Gas & Electric Co. 1.625% 11/15/15 300 287
7 Louisville Gas & Electric Co. 5.125% 11/15/40 100 96
MidAmerican Energy Co. 5.650% 7/15/12 75 79
MidAmerican Energy Co. 5.950% 7/15/17 150 170
MidAmerican Energy Co. 6.750% 12/30/31 725 843
Midamerican Energy Holdings Co. 5.875% 10/1/12 750 800
Midamerican Energy Holdings Co. 5.000% 2/15/14 300 320
Midamerican Energy Holdings Co. 6.125% 4/1/36 400 424
Midamerican Energy Holdings Co. 5.950% 5/15/37 525 541
National Rural Utilities Cooperative Finance        
Corp. 2.625% 9/16/12 750 767
National Rural Utilities Cooperative Finance        
Corp. 5.500% 7/1/13 275 299
National Rural Utilities Cooperative Finance        
Corp. 4.750% 3/1/14 700 756
National Rural Utilities Cooperative Finance        
Corp. 3.050% 3/1/16 125 126
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 150 165
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 600 769
Nevada Power Co. 7.125% 3/15/19 450 529
NextEra Energy Capital Holdings Inc. 2.550% 11/15/13 1,025 1,042
5 NextEra Energy Capital Holdings Inc. 6.350% 10/1/66 225 223
5 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 275 276
7 Niagara Mohawk Power Corp. 4.881% 8/15/19 400 419
Northern States Power Co. 6.200% 7/1/37 250 281
Northern States Power Co. 5.350% 11/1/39 175 177
NSTAR 4.500% 11/15/19 750 766
NSTAR Electric Co. 4.875% 10/15/12 75 79
NSTAR Electric Co. 4.875% 4/15/14 225 243
NSTAR Electric Co. 5.625% 11/15/17 325 366
Oglethorpe Power Corp. 5.950% 11/1/39 100 102
Oglethorpe Power Corp. 5.375% 11/1/40 175 166
Ohio Edison Co. 6.400% 7/15/16 550 616
Ohio Power Co. 5.750% 9/1/13 475 515
Ohio Power Co. 6.000% 6/1/16 150 168
Oklahoma Gas & Electric Co. 5.850% 6/1/40 150 153
Oncor Electric Delivery Co. LLC 5.950% 9/1/13 325 354
Oncor Electric Delivery Co. LLC 6.375% 1/15/15 175 196
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 200 231
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 600 698
Pacific Gas & Electric Co. 4.800% 3/1/14 650 700
Pacific Gas & Electric Co. 5.625% 11/30/17 250 277
Pacific Gas & Electric Co. 8.250% 10/15/18 275 351
Pacific Gas & Electric Co. 3.500% 10/1/20 425 392
Pacific Gas & Electric Co. 6.050% 3/1/34 825 861

 

 

Pacific Gas & Electric Co. 5.800% 3/1/37 1,025 1,035
PacifiCorp 5.250% 6/15/35 475 461
PacifiCorp 6.250% 10/15/37 1,150 1,277
Peco Energy Co. 5.350% 3/1/18 125 137
Pennsylvania Electric Co. 6.050% 9/1/17 75 81
Pepco Holdings Inc. 2.700% 10/1/15 475 468
PPL Electric Utilities Corp. 6.250% 5/15/39 100 110
PPL Energy Supply LLC 6.200% 5/15/16 68 75
Progress Energy Carolina 5.300% 1/15/19 675 738
Progress Energy Inc. 6.050% 3/15/14 100 111
Progress Energy Inc. 7.750% 3/1/31 625 774
Progress Energy Inc. 6.000% 12/1/39 25 26
PSEG Power LLC 2.500% 4/15/13 250 254
PSEG Power LLC 5.000% 4/1/14 650 693
PSEG Power LLC 5.500% 12/1/15 450 488
PSEG Power LLC 5.125% 4/15/20 200 203
Public Service Co. of Colorado 5.800% 8/1/18 100 113
Public Service Co. of Colorado 5.125% 6/1/19 175 189
Public Service Co. of Colorado 3.200% 11/15/20 500 463
Public Service Co. of Colorado 6.250% 9/1/37 300 340
Public Service Co. of Oklahoma 5.150% 12/1/19 600 632
Public Service Co. of Oklahoma 4.400% 2/1/21 500 495
Public Service Co. of Oklahoma 6.625% 11/15/37 275 304
Public Service Electric & Gas Co. 2.700% 5/1/15 225 225
Public Service Electric & Gas Co. 5.500% 3/1/40 300 301
Puget Sound Energy Inc. 5.483% 6/1/35 100 98
Puget Sound Energy Inc. 6.274% 3/15/37 500 538
Puget Sound Energy Inc. 5.638% 4/15/41 150 148
San Diego Gas & Electric Co. 5.300% 11/15/15 100 112
San Diego Gas & Electric Co. 5.350% 5/15/35 100 101
San Diego Gas & Electric Co. 4.500% 8/15/40 50 44
Sierra Pacific Power Co. 6.000% 5/15/16 525 588
Sierra Pacific Power Co. 6.750% 7/1/37 400 458
South Carolina Electric & Gas Co. 6.625% 2/1/32 450 515
South Carolina Electric & Gas Co. 6.050% 1/15/38 150 162
Southern California Edison Co. 4.650% 4/1/15 775 838
Southern California Edison Co. 5.000% 1/15/16 275 300
Southern California Edison Co. 6.650% 4/1/29 225 254
Southern California Edison Co. 5.750% 4/1/35 508 530
Southern California Edison Co. 5.350% 7/15/35 350 346
Southern Power Co. 6.250% 7/15/12 425 450
Southern Power Co. 4.875% 7/15/15 1,325 1,419
Southwestern Electric Power Co. 6.450% 1/15/19 250 279
Southwestern Electric Power Co. 6.200% 3/15/40 75 75
Tampa Electric Co. 6.550% 5/15/36 375 421
Teco Finance Inc. 4.000% 3/15/16 100 101
Teco Finance Inc. 5.150% 3/15/20 125 130
TransAlta Corp. 6.650% 5/15/18 100 112
UIL Holdings Corp. 4.625% 10/1/20 100 95
United Utilities plc 5.375% 2/1/19 325 330
Virginia Electric and Power Co. 5.100% 11/30/12 225 238
Virginia Electric and Power Co. 5.400% 1/15/16 700 776
Virginia Electric and Power Co. 6.000% 5/15/37 550 591
Virginia Electric and Power Co. 6.350% 11/30/37 250 280
Virginia Electric and Power Co. 8.875% 11/15/38 100 145
Wisconsin Electric Power Co. 6.000% 4/1/14 550 616
Wisconsin Electric Power Co. 4.250% 12/15/19 175 180
Wisconsin Electric Power Co. 5.625% 5/15/33 200 205

 

 

5 Wisconsin Energy Corp. 6.250% 5/15/67 525 528
Wisconsin Power & Light Co. 5.000% 7/15/19 25 27
Wisconsin Power & Light Co. 6.375% 8/15/37 300 342
Xcel Energy Inc. 5.613% 4/1/17 631 677
Xcel Energy Inc. 4.700% 5/15/20 100 103
Xcel Energy Inc. 6.500% 7/1/36 225 249
 
Natural Gas (0.3%)        
Atmos Energy Corp. 8.500% 3/15/19 250 312
Boardwalk Pipelines LP 5.500% 2/1/17 200 213
Buckeye Partners LP 4.875% 2/1/21 650 643
CenterPoint Energy Resources Corp. 6.150% 5/1/16 300 333
7 CenterPoint Energy Resources Corp. 4.500% 1/15/21 265 260
7 CenterPoint Energy Resources Corp. 5.850% 1/15/41 75 74
DCP Midstream Operating LP 3.250% 10/1/15 175 171
El Paso Natural Gas Co. 5.950% 4/15/17 225 246
Enbridge Energy Partners LP 9.875% 3/1/19 550 720
Enbridge Energy Partners LP 7.500% 4/15/38 930 1,105
Energy Transfer Partners LP 5.650% 8/1/12 275 289
Energy Transfer Partners LP 6.000% 7/1/13 700 759
Energy Transfer Partners LP 5.950% 2/1/15 300 328
Energy Transfer Partners LP 6.125% 2/15/17 300 333
Energy Transfer Partners LP 9.000% 4/15/19 275 346
Energy Transfer Partners LP 6.625% 10/15/36 150 158
8 Enron Corp. 9.125% 4/1/03 700 1
8 Enron Corp. 7.125% 5/15/07 300 —
8 Enron Corp. 6.875% 10/15/07 1,000 1
Enterprise Products Operating LLC 4.600% 8/1/12 225 234
Enterprise Products Operating LLC 5.600% 10/15/14 775 852
Enterprise Products Operating LLC 6.300% 9/15/17 275 309
Enterprise Products Operating LLC 6.875% 3/1/33 1,400 1,520
Enterprise Products Operating LLC 7.550% 4/15/38 450 525
Enterprise Products Operating LLC 6.125% 10/15/39 500 495
Enterprise Products Operating LLC 5.950% 2/1/41 300 292
EQT Corp. 8.125% 6/1/19 400 475
KeySpan Corp. 8.000% 11/15/30 200 245
KeySpan Corp. 5.803% 4/1/35 250 248
Kinder Morgan Energy Partners LP 5.850% 9/15/12 175 186
Kinder Morgan Energy Partners LP 5.000% 12/15/13 350 378
Kinder Morgan Energy Partners LP 5.125% 11/15/14 475 515
Kinder Morgan Energy Partners LP 5.625% 2/15/15 75 83
Kinder Morgan Energy Partners LP 3.500% 3/1/16 300 302
Kinder Morgan Energy Partners LP 6.850% 2/15/20 225 257
Kinder Morgan Energy Partners LP 5.800% 3/15/35 300 286
Kinder Morgan Energy Partners LP 6.500% 9/1/39 375 383
Magellan Midstream Partners LP 5.650% 10/15/16 150 164
Magellan Midstream Partners LP 6.550% 7/15/19 125 142
National Grid plc 6.300% 8/1/16 275 312
Nisource Finance Corp. 5.400% 7/15/14 300 328
Nisource Finance Corp. 6.125% 3/1/22 450 487
Nisource Finance Corp. 6.250% 12/15/40 400 408
NuStar Logistics LP 7.650% 4/15/18 350 408
Oneok Inc. 5.200% 6/15/15 300 321
Oneok Inc. 6.000% 6/15/35 275 268
ONEOK Partners LP 5.900% 4/1/12 350 367
ONEOK Partners LP 3.250% 2/1/16 50 50
ONEOK Partners LP 6.150% 10/1/16 600 675
ONEOK Partners LP 8.625% 3/1/19 400 503

 

 

ONEOK Partners LP 6.650% 10/1/36 525 555
ONEOK Partners LP 6.125% 2/1/41 325 324
Panhandle Eastern Pipeline Co. LP 6.200% 11/1/17 800 887
Plains All American Pipeline LP / PAA        
Finance Corp. 6.500% 5/1/18 50 56
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 125 156
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 625 624
Questar Corp. 2.750% 2/1/16 25 25
Sempra Energy 6.000% 2/1/13 200 214
Sempra Energy 2.000% 3/15/14 475 472
Southern California Gas Co. 5.750% 11/15/35 25 27
7 Southern Natural Gas Co. 5.900% 4/1/17 225 248
Southern Union Co. 7.600% 2/1/24 250 279
Spectra Energy Capital LLC 5.668% 8/15/14 400 439
Texas Gas Transmission LLC 4.600% 6/1/15 250 261
TransCanada PipeLines Ltd. 4.000% 6/15/13 750 789
TransCanada PipeLines Ltd. 6.500% 8/15/18 300 349
TransCanada PipeLines Ltd. 3.800% 10/1/20 1,000 960
TransCanada PipeLines Ltd. 5.600% 3/31/34 800 787
TransCanada PipeLines Ltd. 5.850% 3/15/36 125 127
TransCanada PipeLines Ltd. 6.200% 10/15/37 475 502
5 TransCanada PipeLines Ltd. 6.350% 5/15/67 400 401
Williams Partners LP 3.800% 2/15/15 125 129
Williams Partners LP 5.250% 3/15/20 1,400 1,461
Williams Partners LP 4.125% 11/15/20 550 523
Williams Partners LP 6.300% 4/15/40 225 233
Williams Partners LP / Williams Partners        
Finance Corp. 7.250% 2/1/17 500 586
 
Other Utility (0.0%)        
Veolia Environnement SA 6.000% 6/1/18 600 667
 
        100,308
Total Corporate Bonds (Cost $834,694)       875,391
Sovereign Bonds (U.S. Dollar-Denominated) (1.7%)        
African Development Bank 1.000% 11/23/11 275 275
African Development Bank 1.750% 10/1/12 225 228
African Development Bank 1.625% 2/11/13 325 329
African Development Bank 3.000% 5/27/14 875 916
Asian Development Bank 4.500% 9/4/12 500 524
Asian Development Bank 1.625% 7/15/13 750 760
Asian Development Bank 3.625% 9/5/13 900 955
Asian Development Bank 2.750% 5/21/14 1,175 1,215
Asian Development Bank 4.250% 10/20/14 300 326
Asian Development Bank 2.625% 2/9/15 875 899
Asian Development Bank 2.500% 3/15/16 775 781
Asian Development Bank 5.500% 6/27/16 100 114
Asian Development Bank 5.593% 7/16/18 500 562
Brazilian Government International Bond 10.250% 6/17/13 150 179
Brazilian Government International Bond 7.875% 3/7/15 475 565
Brazilian Government International Bond 6.000% 1/17/17 2,400 2,690
5 Brazilian Government International Bond 8.000% 1/15/18 78 91
Brazilian Government International Bond 5.875% 1/15/19 1,225 1,354
Brazilian Government International Bond 8.875% 10/14/19 175 230
Brazilian Government International Bond 4.875% 1/22/21 450 460

 

 

Brazilian Government International Bond 8.875% 4/15/24 325 442
Brazilian Government International Bond 8.750% 2/4/25 800 1,078
Brazilian Government International Bond 10.125% 5/15/27 875 1,317
Brazilian Government International Bond 8.250% 1/20/34 1,075 1,419
Brazilian Government International Bond 7.125% 1/20/37 650 771
Brazilian Government International Bond 11.000% 8/17/40 1,350 1,814
Brazilian Government International Bond 5.625% 1/7/41 650 639
Chile Government International Bond 5.500% 1/15/13 150 160
Chile Government International Bond 3.875% 8/5/20 300 292
China Development Bank Corp. 4.750% 10/8/14 450 477
China Development Bank Corp. 5.000% 10/15/15 175 187
China Government International Bond 4.750% 10/29/13 200 215
Corp Andina de Fomento 3.750% 1/15/16 975 966
Corp. Andina de Fomento 5.200% 5/21/13 225 239
Corp. Andina de Fomento 5.125% 5/5/15 625 658
Corp. Andina de Fomento 5.750% 1/12/17 375 401
Council Of Europe Development Bank 2.750% 2/10/15 275 282
Council Of Europe Development Bank 2.625% 2/16/16 325 327
9 Development Bank of Japan 4.250% 6/9/15 500 538
Eksportfinans ASA 2.000% 9/15/15 450 439
Eksportfinans ASA 5.500% 5/25/16 1,025 1,148
Eksportfinans ASA 5.500% 6/26/17 450 499
European Bank for Reconstruction &        
Development 2.750% 4/20/15 1,000 1,019
European Bank for Reconstruction &        
Development 1.625% 9/3/15 100 97
European Bank for Reconstruction &        
Development 2.500% 3/15/16 500 501
7 European Investment Bank 1.125% 4/16/12 950 956
European Investment Bank 1.750% 9/14/12 650 660
European Investment Bank 1.625% 3/15/13 600 608
European Investment Bank 2.875% 3/15/13 650 671
European Investment Bank 1.875% 6/17/13 700 711
European Investment Bank 4.250% 7/15/13 2,400 2,569
European Investment Bank 1.250% 9/17/13 875 874
European Investment Bank 1.250% 2/14/14 2,550 2,532
European Investment Bank 2.375% 3/14/14 375 384
European Investment Bank 3.000% 4/8/14 1,000 1,043
European Investment Bank 4.625% 5/15/14 2,000 2,181
European Investment Bank 3.125% 6/4/14 1,125 1,176
European Investment Bank 2.875% 1/15/15 450 464
European Investment Bank 2.750% 3/23/15 900 924
European Investment Bank 1.625% 9/1/15 2,850 2,797
European Investment Bank 1.375% 10/20/15 800 767
European Investment Bank 4.875% 2/16/16 550 607
European Investment Bank 2.250% 3/15/16 550 543
European Investment Bank 2.500% 5/16/16 525 524
European Investment Bank 5.125% 9/13/16 300 336
European Investment Bank 4.875% 1/17/17 1,225 1,354
European Investment Bank 5.125% 5/30/17 800 893
European Investment Bank 2.875% 9/15/20 1,650 1,529
European Investment Bank 4.000% 2/16/21 800 809
Export Development Canada 1.750% 9/24/12 975 990
Export Development Canada 3.500% 5/16/13 475 497
Export Development Canada 2.250% 5/28/15 150 151
Export-Import Bank of Korea 5.500% 10/17/12 1,100 1,157
Export-Import Bank of Korea 8.125% 1/21/14 875 996
Export-Import Bank of Korea 5.875% 1/14/15 800 866

 

 

  Export-Import Bank of Korea 5.125% 3/16/15 150 158
  Financement-Quebec 5.000% 10/25/12 500 528
  Hungary Government International Bond 6.375% 3/29/21 250 250
  Hungary Government International Bond 7.625% 3/29/41 75 75
  Hydro Quebec 6.300% 5/11/11 775 780
  Hydro Quebec 8.400% 1/15/22 825 1,108
  Inter-American Development Bank 1.625% 7/15/13 50 50
  Inter-American Development Bank 3.000% 4/22/14 1,325 1,383
  Inter-American Development Bank 2.250% 7/15/15 3,975 3,976
  Inter-American Development Bank 2.375% 8/15/17 250 242
  Inter-American Development Bank 3.875% 9/17/19 100 103
  Inter-American Development Bank 3.875% 2/14/20 500 513
  Inter-American Development Bank 7.000% 6/15/25 250 311
  International Bank for Reconstruction &        
  Development 2.000% 4/2/12 2,175 2,207
  International Bank for Reconstruction &        
  Development 0.800% 7/13/12 1,075 1,076
  International Bank for Reconstruction &        
  Development 1.750% 7/15/13 1,100 1,113
  International Bank for Reconstruction &        
  Development 3.500% 10/8/13 450 475
  International Bank for Reconstruction &        
  Development 1.125% 8/25/14 1,725 1,707
  International Bank for Reconstruction &        
  Development 2.375% 5/26/15 1,950 1,970
  International Bank for Reconstruction &        
  Development 2.125% 3/15/16 2,600 2,563
  International Finance Corp. 3.500% 5/15/13 375 393
  International Finance Corp. 3.000% 4/22/14 875 909
  International Finance Corp. 2.750% 4/20/15 900 919
  International Finance Corp. 2.125% 11/17/17 700 658
  Israel Government International Bond 4.625% 6/15/13 200 211
  Israel Government International Bond 5.500% 11/9/16 850 928
  Israel Government International Bond 5.125% 3/26/19 300 313
  Japan Bank for International Cooperation 4.250% 6/18/13 75 79
9 Japan Finance Corp. 1.500% 7/6/12 700 704
9 Japan Finance Corp. 2.125% 11/5/12 1,400 1,423
9 Japan Finance Corp. 2.875% 2/2/15 625 633
9 Japan Finance Corp. 2.500% 1/21/16 700 688
9 Japan Finance Organization for Municipalities 4.625% 4/21/15 500 540
  Japan Finance Organization for Municipalities 5.000% 5/16/17 500 546
  Korea Development Bank 8.000% 1/23/14 800 909
  Korea Development Bank 4.375% 8/10/15 700 717
  Korea Development Bank 3.250% 3/9/16 150 147
  Korea Development Bank 4.000% 9/9/16 750 758
  Korea Electric Power Corp. 7.750% 4/1/13 750 826
10 Kreditanstalt fuer Wiederaufbau 2.250% 4/16/12 1,125 1,144
10 Kreditanstalt fuer Wiederaufbau 4.750% 5/15/12 775 809
10 Kreditanstalt fuer Wiederaufbau 1.250% 6/15/12 1,625 1,636
10 Kreditanstalt fuer Wiederaufbau 1.875% 1/14/13 1,250 1,268
10 Kreditanstalt fuer Wiederaufbau 3.500% 5/16/13 1,200 1,260
10 Kreditanstalt fuer Wiederaufbau 1.375% 7/15/13 225 226
10 Kreditanstalt fuer Wiederaufbau 4.000% 10/15/13 1,325 1,409
10 Kreditanstalt fuer Wiederaufbau 1.375% 1/13/14 1,850 1,840
10 Kreditanstalt fuer Wiederaufbau 1.500% 4/4/14 225 225
10 Kreditanstalt fuer Wiederaufbau 4.125% 10/15/14 25 27
10 Kreditanstalt fuer Wiederaufbau 2.750% 10/21/14 1,225 1,260
10 Kreditanstalt fuer Wiederaufbau 2.625% 3/3/15 1,275 1,300

 

 

10 Kreditanstalt fuer Wiederaufbau 1.250% 10/26/15 550 524
10 Kreditanstalt fuer Wiederaufbau 5.125% 3/14/16 775 862
10 Kreditanstalt fuer Wiederaufbau 4.375% 3/15/18 2,200 2,363
10 Kreditanstalt fuer Wiederaufbau 4.500% 7/16/18 350 377
10 Kreditanstalt fuer Wiederaufbau 4.875% 6/17/19 4,775 5,226
10 Kreditanstalt fuer Wiederaufbau 4.000% 1/27/20 150 154
10 Kreditanstalt fuer Wiederaufbau 2.750% 9/8/20 4,325 3,962
10 Landwirtschaftliche Rentenbank 5.250% 7/2/12 1,075 1,132
Landwirtschaftliche Rentenbank 1.875% 9/24/12 1,500 1,512
10 Landwirtschaftliche Rentenbank 3.125% 7/15/15 325 335
Landwirtschaftliche Rentenbank 4.875% 11/16/15 1,025 1,127
10 Landwirtschaftliche Rentenbank 2.500% 2/15/16 125 124
Mexico Government International Bond 6.375% 1/16/13 917 998
Mexico Government International Bond 5.875% 2/17/14 1,325 1,454
Mexico Government International Bond 6.625% 3/3/15 493 563
Mexico Government International Bond 11.375% 9/15/16 100 140
Mexico Government International Bond 5.625% 1/15/17 2,250 2,476
Mexico Government International Bond 5.950% 3/19/19 1,725 1,915
Mexico Government International Bond 5.125% 1/15/20 375 391
Mexico Government International Bond 6.750% 9/27/34 1,757 1,985
Mexico Government International Bond 6.050% 1/11/40 650 666
Mexico Government International Bond 5.750% 10/12/10 150 135
Nordic Investment Bank 1.625% 1/28/13 550 556
Nordic Investment Bank 2.625% 10/6/14 475 486
Nordic Investment Bank 2.500% 7/15/15 400 404
Nordic Investment Bank 2.250% 3/15/16 450 444
North American Development Bank 4.375% 2/11/20 125 127
11 Oesterreichische Kontrollbank AG 4.750% 10/16/12 275 291
11 Oesterreichische Kontrollbank AG 1.750% 3/11/13 700 709
11 Oesterreichische Kontrollbank AG 1.375% 1/21/14 125 124
11 Oesterreichische Kontrollbank AG 5.000% 4/25/17 300 331
Ontario Electricity Financial Corp. 7.450% 3/31/13 600 670
Panama Government International Bond 7.250% 3/15/15 400 465
Panama Government International Bond 5.200% 1/30/20 1,225 1,299
Panama Government International Bond 7.125% 1/29/26 900 1,062
5 Panama Government International Bond 6.700% 1/26/36 200 223
Pemex Project Funding Master Trust 5.750% 3/1/18 950 1,004
Pemex Project Funding Master Trust 6.625% 6/15/38 375 376
Peruvian Government International Bond 7.125% 3/30/19 500 589
Peruvian Government International Bond 7.350% 7/21/25 1,700 2,015
Peruvian Government International Bond 8.750% 11/21/33 560 752
Peruvian Government International Bond 5.625% 11/18/50 700 633
Petrobras International Finance Co. - Pifco 7.750% 9/15/14 300 345
Petrobras International Finance Co. - Pifco 3.875% 1/27/16 475 476
Petrobras International Finance Co. - Pifco 6.125% 10/6/16 1,225 1,361
Petrobras International Finance Co. - Pifco 5.875% 3/1/18 600 635
Petrobras International Finance Co. - Pifco 7.875% 3/15/19 1,050 1,232
Petrobras International Finance Co. - Pifco 5.750% 1/20/20 325 336
Petrobras International Finance Co. - Pifco 5.375% 1/27/21 675 677
Petrobras International Finance Co. - Pifco 6.875% 1/20/40 275 284
Petrobras International Finance Co. - Pifco 6.750% 1/27/41 175 180
Petroleos Mexicanos 4.875% 3/15/15 425 451
Petroleos Mexicanos 8.000% 5/3/19 700 839
Petroleos Mexicanos 6.000% 3/5/20 425 453
Petroleos Mexicanos 5.500% 1/21/21 875 886
Poland Government International Bond 6.250% 7/3/12 350 373
Poland Government International Bond 3.875% 7/16/15 550 556
Poland Government International Bond 5.000% 10/19/15 375 395

 

 

Poland Government International Bond 6.375% 7/15/19 1,850 2,061
Province of British Columbia Canada 2.850% 6/15/15 750 769
Province of Manitoba Canada 4.900% 12/6/16 825 906
Province of Nova Scotia Canada 2.375% 7/21/15 150 149
Province of Ontario Canada 1.875% 11/19/12 2,700 2,742
Province of Ontario Canada 1.375% 1/27/14 1,450 1,438
Province of Ontario Canada 4.100% 6/16/14 1,625 1,738
Province of Ontario Canada 2.950% 2/5/15 250 257
Province of Ontario Canada 2.700% 6/16/15 875 884
Province of Ontario Canada 4.750% 1/19/16 75 82
Province of Ontario Canada 3.150% 12/15/17 100 98
Province of Ontario Canada 4.000% 10/7/19 1,850 1,868
Province of Ontario Canada 4.400% 4/14/20 475 489
Province of Quebec Canada 4.875% 5/5/14 250 273
Province of Quebec Canada 4.600% 5/26/15 350 380
Province of Quebec Canada 5.125% 11/14/16 525 582
Province of Quebec Canada 4.625% 5/14/18 450 482
Province of Quebec Canada 3.500% 7/29/20 300 288
Province of Quebec Canada 7.125% 2/9/24 400 500
Province of Quebec Canada 7.500% 9/15/29 475 633
Region of Lombardy Italy 5.804% 10/25/32 500 467
Republic of Italy 5.625% 6/15/12 875 920
Republic of Italy 2.125% 10/5/12 2,100 2,121
Republic of Italy 4.375% 6/15/13 525 553
Republic of Italy 3.125% 1/26/15 750 754
Republic of Italy 4.750% 1/25/16 575 604
Republic of Italy 5.250% 9/20/16 1,825 1,925
Republic of Italy 6.875% 9/27/23 125 141
Republic of Italy 5.375% 6/15/33 1,400 1,381
Republic of Korea 4.250% 6/1/13 625 652
Republic of Korea 5.750% 4/16/14 875 952
Republic of Korea 7.125% 4/16/19 425 499
South Africa Government International Bond 7.375% 4/25/12 575 613
South Africa Government International Bond 6.875% 5/27/19 875 1,013
South Africa Government International Bond 5.500% 3/9/20 425 449
South Africa Government International Bond 5.875% 5/30/22 100 107
South Africa Government International Bond 6.250% 3/8/41 100 103
Svensk Exportkredit AB 3.250% 9/16/14 1,025 1,069
Total Sovereign Bonds (Cost $180,961)       186,642
Taxable Municipal Bonds (0.3%)        
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 100 112
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 50 45
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 175 153
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 75 78
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 175 200
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 100 101
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 175 178
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 325 327

 

 

Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 300 304
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 5.262% 7/1/39 100 95
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 6.276% 8/15/41 75 77
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 5.134% 8/15/42 150 144
Board of Regents of the University of Texas        
System Revenue Financing System        
Revenue 4.794% 8/15/46 100 90
California Educational Facilities Authority        
Revenue (Stanford University) 3.625% 5/1/14 400 422
California Educational Facilities Authority        
Revenue (Stanford University) 4.250% 5/1/16 100 107
California GO 5.250% 4/1/14 150 158
California GO 5.750% 3/1/17 150 158
California GO 6.200% 10/1/19 600 638
California GO 5.700% 11/1/21 250 252
California GO 7.500% 4/1/34 1,200 1,296
California GO 5.650% 4/1/39 200 210
California GO 7.300% 10/1/39 150 159
California GO 7.350% 11/1/39 1,125 1,201
California GO 7.625% 3/1/40 450 494
California GO 7.600% 11/1/40 350 384
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 100 97
Chicago IL Board of Education GO 6.319% 11/1/29 50 48
Chicago IL Board of Education GO 6.138% 12/1/39 100 91
Chicago IL GO 7.781% 1/1/35 100 107
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 650 645
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 50 49
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 75 72
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 200 178
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 325 320
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 75 77
Chicago IL Water Revenue 6.742% 11/1/40 75 77
Clark County NV Airport Revenue 6.881% 7/1/42 75 75
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 325 321
Connecticut GO 5.090% 10/1/30 75 72
Connecticut GO 5.850% 3/15/32 300 311
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 150 146
Cook County IL GO 6.229% 11/15/34 100 96
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 50 52
Dallas County TX Hospital District Revenue 5.621% 8/15/44 100 100
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 50 45

 

 

Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 200 206
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 75 66
Dallas TX Independent School District GO 6.450% 2/15/35 150 160
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 75 75
District of Columbia Income Tax Revenue 5.591% 12/1/34 50 50
District of Columbia Income Tax Revenue 5.582% 12/1/35 75 75
Georgia GO 4.503% 11/1/25 325 325
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 400 380
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 300 282
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 150 140
Illinois GO 2.766% 1/1/12 300 301
Illinois GO 4.071% 1/1/14 300 302
Illinois GO 4.511% 3/1/15 375 376
Illinois GO 5.365% 3/1/17 375 373
Illinois GO 4.950% 6/1/23 1,450 1,283
Illinois GO 5.100% 6/1/33 1,600 1,294
Illinois GO 6.630% 2/1/35 100 96
Illinois GO 6.725% 4/1/35 275 263
Illinois Toll Highway Authority Revenue 5.851% 12/1/34 75 70
Indianapolis IN Local Public Improvement        
Revenue 6.116% 1/15/40 475 485
12 Kansas Development Finance Authority        
Revenue (Public Employees Retirement        
System) 5.501% 5/1/34 650 621
Kentucky Asset/Liability Commission General        
Fund Revenue 3.165% 4/1/18 50 48
Las Vegas Valley Water District Nevada GO 7.013% 6/1/39 75 79
Los Angeles CA Community College District        
GO 6.600% 8/1/42 250 261
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 100 93
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 325 317
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 100 97
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 125 129
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 500 523
Los Angeles CA Unified School District GO 5.750% 7/1/34 650 614
Los Angeles CA Unified School District GO 6.758% 7/1/34 100 105
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 125 118
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.488% 8/1/33 200 207
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 50 49
Loudoun County VA Industrial Development        
Authority Revenue (Howard Hughes        
Medical Institute) 3.450% 9/1/14 200 210
Maryland Health & Higher Educational        
Facilities Authority Revenue (Johns        
Hopkins University) 5.250% 7/1/19 375 411

 

 

Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 100 104
Massachusetts GO 4.200% 12/1/21 225 223
Massachusetts GO 5.456% 12/1/39 250 251
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 125 128
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 50 51
Massachusetts Water Pollution Abatement        
Trust 5.192% 8/1/40 150 144
Metropolitan Government of Nashville &        
Davidson County TN GO 5.707% 7/1/34 125 125
Metropolitan New York Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 525 595
Metropolitan New York Transportation        
Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 50 49
Metropolitan New York Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 100 93
Metropolitan New York Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 175 177
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 75 73
Mississippi GO 5.245% 11/1/34 50 48
Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 100 99
New Hampshire Health & Educational        
Facilities Authority Revenue (Dartmouth        
College) 4.750% 6/1/19 25 27
13 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 425 440
New Jersey Educational Facilities Authority        
Revenue (Princeton University) 5.700% 3/1/39 300 323
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 100 97
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.104% 12/15/28 150 148
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 50 50
14 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 15 16
14 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 335 345
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 375 420
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 300 325
New York City NY GO 6.246% 6/1/35 100 101
New York City NY GO 5.968% 3/1/36 150 150
New York City NY GO 5.985% 12/1/36 75 76
New York City NY GO 5.517% 10/1/37 50 47
New York City NY GO 6.271% 12/1/37 600 627
New York City NY GO 5.846% 6/1/40 100 98
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 100 100
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 100 102
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 75 77
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 100 95
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 300 301

 

 

New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 250 266
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 100 100
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 150 145
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 625 613
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 325 336
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 95 93
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 100 95
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 300 302
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 75 75
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 200 199
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 175 161
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 100 96
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 75 84
Oregon Department Transportation Highway        
Usertax Revenue 5.834% 11/15/34 75 75
Oregon GO 5.762% 6/1/23 250 267
Oregon GO 5.892% 6/1/27 375 389
14 Oregon School Boards Association GO 4.759% 6/30/28 300 262
12 Oregon School Boards Association GO 5.528% 6/30/28 125 120
Pennsylvania GO 4.650% 2/15/26 125 121
Pennsylvania GO 5.350% 5/1/30 400 384
Pennsylvania Public School Building Authority        
Lease Revenue (School District of        
Philadelphia) 5.000% 9/15/27 100 93
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 75 66
Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 75 68
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 125 128
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 450 433
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 150 146
Rutgers State University NJ Revenue 5.665% 5/1/40 75 75
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 75 68
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 225 234
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 100 99
San Diego County CA Water Authority        
Revenue 6.947% 7/1/40 75 79
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 100 100
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 400 387

 

 

Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 500 466
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 75 80
Texas Transportation Commission Revenue 5.028% 4/1/26 100 99
Texas Transportation Commission Revenue 5.178% 4/1/30 75 74
Texas Transportation Commission Revenue 4.631% 4/1/33 300 271
Texas Transportation Commission Revenue 4.681% 4/1/40 100 89
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 150 148
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 125 124
University of California Revenue 6.270% 5/15/31 1,000 1,011
University of California Revenue 5.946% 5/15/45 275 249
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 75 70
Utah GO 4.554% 7/1/24 125 127
Utah GO 3.539% 7/1/25 50 46
Virginia Commonwealth Transportation Board        
Federal Highway Revenue 5.350% 5/15/35 500 486
Washington GO 5.090% 8/1/33 475 455
Washington GO 5.481% 8/1/39 50 50
Washington GO 5.140% 8/1/40 275 260
12 Wisconsin GO 4.800% 5/1/13 275 292
12 Wisconsin GO 5.700% 5/1/26 325 324
Total Taxable Municipal Bonds (Cost $38,055)       37,851
Tax-Exempt Municipal Bonds (0.0%)        
San Francisco CA City & County Public Utility        
Commission Water Revenue 6.000% 11/1/40 75 71
 
Total Tax-Exempt Municipal Bonds (Cost $75)       71
      Shares  
Temporary Cash Investments (2.5%)1        
Money Market Fund (2.4%)        
15,16Vanguard Market Liquidity Fund 0.208%   264,040,152 264,040
 
      Face  
      Amount  
      ($000)  
U.S. Government and Agency Obligations (0.1%)        
3,17Federal Home Loan Bank Discount Notes 0.210% 6/3/11 3,000 2,999
Total Temporary Cash Investments (Cost $267,039)       267,039
Total Investments (102.0%) (Cost $8,764,201)       11,202,630
Other Assets and Liabilities-Net (-2.0%)16       (214,520)
Net Assets (100%)       10,988,110

 

 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $10,108,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 60.4% and 2.2%, respectively, of net assets.
2 Guaranteed by the Federal Deposit Insurance Corporation (FDIC) as part of the Temporary Liquidity Guarantee Program.
3 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.
4 Guaranteed by the National Credit Union Administration.
5 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
6 Adjustable-rate security.
7 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2011, the aggregate value of these securities was $29,341,000, representing 0.3% of net assets.
8 Non-income-producing security--security in default.
9 Guaranteed by the Government of Japan.
10Guaranteed by the Federal Republic of Germany.
11Guaranteed by the Republic of Austria.
12Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
13Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
14Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
15Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
16Includes $10,489,000 of collateral received for securities on loan.
17Securities with a value of $2,499,000 have been segregated as initial margin for open futures contracts.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. The primary risks associated with the use of futures contracts are

 

Balanced Index Fund

imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market.

Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded in the Schedule of Investments as an asset (liability).

At March 31, 2011, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000)
      Aggregate  
    Number of Settlement Unrealized
    Long (Short) Value  Appreciation
Futures Contracts Expiration Contracts Long (Short)  (Depreciation)
S&P 500 Index June 2011 44 14,531 191
E-mini Russell 2000 Index June 2011 55 4,629 231
S&P MidCap 400 Index June 2011 7 3,455 193
E-mini S&P MidCap 400 Index June 2011 10 987 48

 

Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.

C. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

 

Balanced Index Fund

The following table summarizes the fund's investments as of March 31, 2011, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 6,605,102 — —
U.S. Government and Agency Obligations — 3,091,565 —
Asset-Backed/Commercial Mortgage-Backed Securities — 138,969 —
Corporate Bonds — 875,389 2
Sovereign Bonds — 186,642 —
Taxable Municipal Bonds — 37,851 —
Tax-Exempt Municipal Bonds — 71 —
Temporary Cash Investments 264,040 2,999 —
Futures Contracts—Assets1 38 — —
Futures Contracts—Liabilities1 (33) — —
Total 6,869 ,147 4,333,486 2
1 Represents variation margin on the last day of the reporting period.    

 

There were no changes in investments valued based on Level 3 inputs during the three months ended March 31, 2011.

D. At March 31, 2011, the cost of investment securities for tax purposes was $8,764,201,000. Net unrealized appreciation of investment securities for tax purposes was $2,438,429,000, consisting of unrealized gains of $2,750,146,000 on securities that had risen in value since their purchase and $311,717,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Managed Payout Growth Focus Fund

Schedule of Investments
As of March 31, 2011

      Market
      Value
    Shares ($000)
Investment Companies (89.2%)    
U.S. Stock Funds (55.3%)    
  Vanguard Total Stock Market Index Fund Investor Shares 916,088 30,625
  Vanguard REIT Index Fund Investor Shares 352,090 6,844
      37,469
International Stock Fund (19.4%)    
  Vanguard Total International Stock Index Fund Investor Shares 809,722 13,142
 
Bond Fund (4.8%)    
  Vanguard Intermediate-Term Investment Grade Fund Investor Shares 335,666 3,293
 
Market Neutral Fund (9.7%)    
* Vanguard Market Neutral Fund Investor Shares 655,986 6,566
 
Total Investment Companies (Cost $57,964)   60,470
Temporary Cash Investments (11.1%)1    
Money Market Fund (10.2%)    
2 Vanguard Market Liquidity Fund, 0.208% 6,907,723 6,908
 
    Face  
    Amount  
    ($000)  
U.S. Government and Agency Obligations (0.9%)    
3 Fannie Mae Discount Notes, 0.150%, 6/1/11 100 100
3 Federal Home Loan Bank Discount Notes, 0.140%, 6/15/11 500 500
      600
Total Temporary Cash Investments (Cost $7,508)   7,508
Total Investments (100.3%) (Cost $65,472)   67,978
Other Assets and Liabilities-Net (-0.3%)   (209)
Net Assets (100%)   67,769

* Non-income-producing security. Fund did not pay a dividend in the twelve months ending March 31, 2011.
1 The fund invests a portion of its assets in commodities through the use of swap contracts. After giving effect to swap investments, the fund's effective commodity and temporary cash investment positions represent 9.9% and 1.2%, respectively, of net assets.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
3 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

A. Security Valuation: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.

 

Managed Payout Growth Focus Fund

B. Swap Contracts: The fund enters into swap transactions to earn the total return on a specified commodity index. Under the terms of the swaps, the fund receives the total return (either receiving the increase or paying the decrease) on a reference index, applied to a notional principal amount. In return, the fund agrees to pay the counterparty a floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. At the same time, the fund invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.

The notional amounts of swap contracts are not recorded in the Schedule of Investments. Swaps are valued daily and the change in value is recorded as unrealized appreciation (depreciation) until periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The primary risk associated with the swaps is that a counterparty will default on its obligation to pay net amounts due to the fund. The fund's maximum risk of loss from counterparty credit risk is the amount of unrealized appreciation on the swap contract. This risk is mitigated by entering into swaps only with highly rated counterparties, by a master netting arrangement between the fund and the counterparty, and by the posting of collateral by the counterparty. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has posted. Any securities posted as collateral for open contracts are noted in the Schedule of Investments.

At March 31, 2011, the fund had the following open total return swap contracts:

        Floating Unrealized
      Notional Interest Rate Appreciation
  Termination   Amount Received (Depreciation)
Reference Entity Date  Counterparty1 ($000) (Paid)2 ($000)
MLCX-Enhanced Benchmark A 01 Total          
Return Index 4/30/11 ML 6,726 (0.50%) —

MLCX—Merrill Lynch Commodity index extra.
1 ML —Merrill Lynch Capital Services, Inc.
2 Based on three-month U.S. Treasury bill rate plus a fixed fee of 0.40%.

C. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

 

Managed Payout Growth Focus Fund

The following table summarizes the fund's investments as of March 31, 2011, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Investment Companies 60,470 — —
Temporary Cash Investments 6,908 600 —
Total 67,378 600 —

 

D. At March 31, 2011, the cost of investment securities for tax purposes was $65,472,000. Net unrealized appreciation of investment securities for tax purposes was $2,506,000, consisting of unrealized gains of $2,956,000 on securities that had risen in value since their purchase and $450,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Managed Payout Growth and Distribution Fund

Schedule of Investments
As of March 31, 2011

      Market
      Value
    Shares ($000)
Investment Companies (89.9%)    
U.S. Stock Funds (45.1%)    
  Vanguard Total Stock Market Index Fund Investor Shares 3,100,287 103,643
  Vanguard REIT Index Fund Investor Shares 1,523,139 29,610
      133,253
International Stock Fund (15.1%)    
  Vanguard Total International Stock Index Fund Investor Shares 2,749,678 44,627
 
Bond Funds (14.8%)    
  Vanguard Intermediate-Term Investment-Grade Fund Investor Shares 2,984,543 29,278
1 Vanguard Total Bond Market II Index Fund Investor Shares 1,397,473 14,604
      43,882
Market Neutral Fund (14.9%)    
* Vanguard Market Neutral Fund Investor Shares 4,394,670 43,991
 
Total Investment Companies (Cost $249,457)   265,753
Temporary Cash Investments (9.8%)2    
Money Market Fund (9.3%)    
1 Vanguard Market Liquidity Fund, 0.208% 27,313,798 27,314
 
    Face  
    Amount  
    ($000)  
U.S. Government and Agency Obligations (0.5%)    
3 Freddie Mac Discount Notes, 0.160%, 6/20/11 500 500
3 Federal Home Loan Bank Discount Notes, 0.140%, 6/15/11 1,100 1,099
      1,599
Total Temporary Cash Investments (Cost $28,913)   28,913
Total Investments (99.7%) (Cost $278,370)   294,666
Other Assets and Liabilities-Net (0.3%)   751
Net Assets (100%)   295,417

* Non-income-producing security. Fund did not pay a dividend in the twelve months ending March 31, 2011.
1 Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown for Vanguard Market Liquidity Fund is the 7-day yield.
2 The fund invests a portion of its assets in commodities through the use of swap contracts. After giving effect to swap investments, the fund's effective commodity and temporary cash investment positions represent 10.1% and -0.3%, respectively, of net assets.
3 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

A. Security Valuation: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.

 

Managed Payout Growth and Distribution Fund

B. Swap Contracts: The fund enters into swap transactions to earn the total return on a specified commodity index. Under the terms of the swaps, the fund receives the total return (either receiving the increase or paying the decrease) on a reference index, applied to a notional principal amount. In return, the fund agrees to pay the counterparty a floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. At the same time, the fund invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.

The notional amounts of swap contracts are not recorded in the Schedule of Investments. Swaps are valued daily and the change in value is recorded as unrealized appreciation (depreciation) until periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The primary risk associated with the swaps is that a counterparty will default on its obligation to pay net amounts due to the fund. The fund's maximum risk of loss from counterparty credit risk is the amount of unrealized appreciation on the swap contract. This risk is mitigated by entering into swaps only with highly rated counterparties, by a master netting arrangement between the fund and the counterparty, and by the posting of collateral by the counterparty. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has posted. Any securities posted as collateral for open contracts are noted in the Schedule of Investments.

At March 31, 2011, the fund had the following open total return swap contracts:

        Floating Unrealized
      Notional Interest Rate Appreciation
  Termination   Amount Received (Depreciation)
Reference Entity Date  Counterparty1 ($000) (Paid)2 ($000)
MCLX-Enhanced Benchmark A 01 Total          
Return Index 4/30/11 ML 29,794 (0.50%) —

MLCX—Merrill Lynch Commodity index eXtra.
1 ML —Merrill Lynch Capital Services, Inc.
2 Based on three-month U.S. Treasury bill rate plus a fixed fee of 0.40%.

C. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the fund's investments as of March 31, 2011, based on the inputs used to value them:

 

Managed Payout Growth and Distribution Fund

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Investment Companies 265,753 — —
Temporary Cash Investments 27,314 1,599 —
Total 293,067 1,599 —

 

D. At March 31, 2011, the cost of investment securities for tax purposes was $278,370,000. Net unrealized appreciation of investment securities for tax purposes was $16,296,000, consisting of unrealized gains of $17,284,000 on securities that had risen in value since their purchase and $988,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Managed Payout Distribution Focus Fund

Schedule of Investments
As of March 31, 2011

      Market
      Value
    Shares ($000)
Investment Companies (90.2%)    
U.S. Stock Funds (38.4%)    
  Vanguard Total Stock Market Index Fund Investor Shares 3,465,428 115,849
  Vanguard REIT Index Fund Investor Shares 2,173,033 42,244
      158,093
International Stock Fund (12.2%)    
  Vanguard Total International Stock Index Fund Investor Shares 3,079,674 49,983
 
Bond Funds (24.9%)    
  Vanguard Intermediate-Term Investment-Grade Fund Investor Shares 6,285,329 61,659
1 Vanguard Total Bond Market II Index Fund Investor Shares 3,881,649 40,563
      102,222
Market Neutral Fund (14.7%)    
* Vanguard Market Neutral Fund Investor Shares 6,058,098 60,642
 
Total Investment Companies (Cost $346,907)   370,940
Temporary Cash Investments (9.6%)2    
Money Market Fund (9.0%)    
1 Vanguard Market Liquidity Fund, 0.208% 36,793,005 36,793
 
    Face  
    Amount  
    ($000)  
U.S. Government and Agency Obligations (0.6%)    
3 Freddie Mac Discount Notes, 0.160%, 7/18/11 400 400
3 Federal Home Loan Bank Discount Notes, 0.140%, 6/15/11 1,500 1,499
3 Freddie Mac Discount Notes, 0.160%, 6/20/11 600 600
      2,499
Total Temporary Cash Investments (Cost $39,292)   39,292
Total Investments (99.8%) (Cost $386,199)   410,232
Other Assets and Liabilities-Net (0.2%)   908
Net Assets (100%)   411,140

* Non-income-producing security. Fund did not pay a dividend in the twelve months ending March 31, 2011.
1 Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown for Vanguard Market Liquidity Fund is the 7-day yield.
2 The fund invests a portion of its assets in commodities through the use of swap contracts. After giving effect to swap investments, the fund's effective commodity and temporary cash investment positions represent 10.0% and -0.4%, respectively, of net assets.
3 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

A. Security Valuation: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as

 

Managed Payout Distribution Focus Fund

security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.

B. Swap Contracts: The fund enters into swap transactions to earn the total return on a specified commodity index. Under the terms of the swaps, the fund receives the total return (either receiving the increase or paying the decrease) on a reference index, applied to a notional principal amount. In return, the fund agrees to pay the counterparty a floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. At the same time, the fund invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.

The notional amounts of swap contracts are not recorded in the Schedule of Investments. Swaps are valued daily and the change in value is recorded as unrealized appreciation (depreciation) until periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The primary risk associated with the swaps is that a counterparty will default on its obligation to pay net amounts due to the fund. The fund's maximum risk of loss from counterparty credit risk is the amount of unrealized appreciation on the swap contract. This risk is mitigated by entering into swaps only with highly rated counterparties, by a master netting arrangement between the fund and the counterparty, and by the posting of collateral by the counterparty. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has posted. Any securities posted as collateral for open contracts are noted in the Schedule of Investments.

At March 31, 2011, the fund had the following open total return swap contract:

        Floating Unrealized
      Notional Interest Rate Appreciation
  Termination   Amount Received (Depreciation)
Reference Entity Date  Counterparty1 ($000) (Paid)2 ($000)
MLCX-Enhanced Benchmark A 01 Total          
Return Index 4/30/11 ML 41,100 (0.50%) —

MLCX—Merrill Lynch Commodity index eXtra.
1 ML —Merrill Lynch Capital Services, Inc.
2 Based on three-month U.S. Treasury bill rate plus a fixed fee of 0.40%.

C. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the fund's investments as of March 31, 2011, based on the inputs used to value them:

 

Managed Payout Distribution Focus Fund

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Investment Companies 370,940 — —
Temporary Cash Investments 36,793 2,499 —
Total 407,733 2,499 —

 

D. At March 31, 2011, the cost of investment securities for tax purposes was $386,199,000. Net unrealized appreciation of investment securities for tax purposes was $24,033,000, consisting of unrealized gains of $24,169,000 on securities that had risen in value since their purchase and $136,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Item 2: Controls and Procedures

(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.

(b) Internal Control Over Financial Reporting. During the last fiscal quarter, there was no significant change in the Registrant’s internal control over financial reporting that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3: Exhibits

(a) Certifications

  VANGUARD VALLEY FORGE FUNDS
 
By:  /s/ F. WILLIAM MCNABB III* 
  F. WILLIAM MCNABB III 
  CHIEF EXECUTIVE OFFICER 
 
Date: May 19, 2011

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.

  VANGUARD VALLEY FORGE FUNDS
 
By:  /s/ F. WILLIAM MCNABB III* 
  F. WILLIAM MCNABB III 
  CHIEF EXECUTIVE OFFICER 
 
Date: May 19, 2011

  VANGUARD VALLEY FORGE FUNDS
 
By:  /s/ THOMAS J. HIGGINS* 
  THOMAS J. HIGGINS 
  CHIEF FINANCIAL OFFICER 
 
Date: May 19, 2011

* By:/s/ Heidi Stam

Heidi Stam, pursuant to a Power of Attorney filed on April 26, 2010, see file Number 33-53683, Incorporated by Reference.

 EX-99.CERT 2 valleyforgecerts.htm CERTIFICATIONS valleyforgecerts.htm - Generated by SEC Publisher for SEC Filing

 

 

 

CERTIFICATIONS

 

I, F. William McNabb III, certify that:

 

1. I have reviewed this report on Form N-Q of Vanguard Valley Forge Funds;

 

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: May 19, 2011

/s/ F. William McNabb III

 

F. William McNabb III

 

Chief Executive Officer

 

 

 

 

 

 

 

CERTIFICATIONS

 

I, Thomas J. Higgins, certify that:

 

1. I have reviewed this report on Form N-Q of Vanguard Valley Forge Funds;

 

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: May 19, 2011

/s/ Thomas J Higgins

 

Thomas J. Higgins

 

Chief Financial Officer