Common Stocks 98.9% | ||||||||||
Security | Shares | Value | ||||||||
Aerospace & Defense 4.5% | ||||||||||
Boeing Co. (The)
|
969,567 | $ | 71,680,088 | |||||||
General Dynamics Corp.
|
473,021 | 35,249,525 | ||||||||
Honeywell International, Inc.
|
290,022 | 17,282,411 | ||||||||
Huntington Ingalls Industries,
Inc.(1)
|
7,222 | 249,159 | ||||||||
Lockheed Martin Corp.
|
19,800 | 1,603,206 | ||||||||
Northrop Grumman Corp.
|
43,336 | 3,005,352 | ||||||||
Precision Castparts Corp.
|
4,749 | 781,923 | ||||||||
Raytheon Co.
|
53,403 | 2,662,139 | ||||||||
Rockwell Collins, Inc.
|
166,153 | 10,249,979 | ||||||||
Textron, Inc.
|
33,277 | 785,670 | ||||||||
United Technologies Corp.
|
2,975,135 | 263,329,199 | ||||||||
$ | 406,878,651 | |||||||||
Air Freight & Logistics 1.1% | ||||||||||
C.H. Robinson Worldwide, Inc.
|
2,207 | $ | 174,000 | |||||||
FedEx Corp.
|
567,786 | 53,854,502 | ||||||||
United Parcel Service, Inc., Class B
|
582,775 | 42,501,781 | ||||||||
$ | 96,530,283 | |||||||||
Auto Components 0.3% | ||||||||||
Johnson Controls, Inc.
|
748,121 | $ | 31,166,721 | |||||||
$ | 31,166,721 | |||||||||
Automobiles 0.0%(2) | ||||||||||
Daimler AG
|
17,284 | $ | 1,302,522 | |||||||
Harley-Davidson, Inc.
|
800 | 32,776 | ||||||||
$ | 1,335,298 | |||||||||
Beverages 5.4% | ||||||||||
Brown-Forman Corp., Class A
|
193,116 | $ | 13,904,352 | |||||||
Brown-Forman Corp., Class B
|
131,607 | 9,829,727 | ||||||||
Coca-Cola
Co. (The)
|
2,700,790 | 181,736,159 | ||||||||
Coca-Cola
Enterprises, Inc.
|
31,501 | 919,199 | ||||||||
Molson Coors Brewing Co., Class B
|
186,000 | 8,321,640 | ||||||||
PepsiCo, Inc.
|
3,865,685 | 272,260,195 | ||||||||
$ | 486,971,272 | |||||||||
Biotechnology 1.9% | ||||||||||
Amgen,
Inc.(1)
|
2,824,659 | $ | 164,818,853 | |||||||
Biogen Idec,
Inc.(1)
|
3,543 | 378,817 | ||||||||
Gilead Sciences,
Inc.(1)
|
246,207 | 10,195,432 | ||||||||
$ | 175,393,102 | |||||||||
Capital Markets 4.1% | ||||||||||
Ameriprise Financial, Inc.
|
289,681 | $ | 16,708,800 | |||||||
Bank of New York Mellon Corp. (The)
|
860,956 | 22,057,693 | ||||||||
Charles Schwab Corp. (The)
|
718,360 | 11,817,022 | ||||||||
E*TRADE Financial
Corp.(1)
|
4,593 | 63,383 | ||||||||
Franklin Resources, Inc.
|
539,468 | 70,826,754 | ||||||||
Goldman Sachs Group, Inc. (The)
|
557,466 | 74,193,150 | ||||||||
Legg Mason, Inc.
|
96,941 | 3,175,787 | ||||||||
Morgan Stanley
|
2,564,015 | 58,997,985 | ||||||||
Northern Trust Corp.
|
709,098 | 32,590,144 | ||||||||
State Street Corp.
|
759,119 | 34,228,676 | ||||||||
T. Rowe Price Group, Inc.
|
492,243 | 29,701,943 | ||||||||
UBS AG(1)
|
29,488 | 538,451 | ||||||||
Waddell & Reed Financial, Inc., Class A
|
273,635 | 9,946,632 | ||||||||
$ | 364,846,420 | |||||||||
Chemicals 1.5% | ||||||||||
Air Products and Chemicals, Inc.
|
7,660 | $ | 732,143 | |||||||
Ashland, Inc.
|
30,391 | 1,963,866 | ||||||||
Dow Chemical Co. (The)
|
152,627 | 5,494,572 | ||||||||
E.I. Du Pont de Nemours & Co.
|
926,633 | 50,084,514 | ||||||||
Ecolab, Inc.
|
380,814 | 21,470,293 | ||||||||
Monsanto Co.
|
492,901 | 35,755,039 | ||||||||
PPG Industries, Inc.
|
109,400 | 9,932,426 | ||||||||
Sigma-Aldrich Corp.
|
106,716 | 7,830,820 | ||||||||
$ | 133,263,673 | |||||||||
Commercial Banks 2.8% | ||||||||||
Bank of Montreal
|
33,047 | $ | 2,100,137 | |||||||
BB&T Corp.
|
909,195 | 24,402,794 | ||||||||
Comerica, Inc.
|
209,267 | 7,234,360 | ||||||||
Fifth Third Bancorp
|
978,637 | 12,477,622 | ||||||||
HSBC Holdings PLC
|
220,592 | 2,193,762 | ||||||||
HSBC Holdings PLC ADR
|
35,973 | 1,784,980 | ||||||||
KeyCorp
|
111,426 | 928,179 | ||||||||
M&T Bank Corp.
|
17,293 | 1,520,919 | ||||||||
Marshall & Ilsley Corp.
|
157,890 | 1,258,383 | ||||||||
PNC Financial Services Group, Inc.
|
131,883 | 7,861,546 | ||||||||
Regions Financial Corp.
|
250,097 | 1,550,601 | ||||||||
Royal Bank of Canada
|
148,562 | 8,472,491 | ||||||||
Societe Generale
|
484,526 | 28,696,542 | ||||||||
SunTrust Banks, Inc.
|
269,585 | 6,955,293 | ||||||||
Synovus Financial Corp.
|
10,960 | 22,797 | ||||||||
Toronto-Dominion Bank
|
17,915 | 1,520,983 | ||||||||
Trustmark Corp.
|
102,713 | 2,404,511 | ||||||||
U.S. Bancorp
|
2,650,227 | 67,607,291 |
Security | Shares | Value | ||||||||
Commercial Banks (continued)
|
||||||||||
Wells Fargo & Co.
|
2,629,963 | $ | 73,796,762 | |||||||
Zions Bancorporation
|
63,405 | 1,522,354 | ||||||||
$ | 254,312,307 | |||||||||
Commercial Services & Supplies 0.1% | ||||||||||
Cintas Corp.
|
57,667 | $ | 1,904,741 | |||||||
Pitney Bowes, Inc.
|
15,870 | 364,851 | ||||||||
Waste Management, Inc.
|
108,828 | 4,056,020 | ||||||||
$ | 6,325,612 | |||||||||
Communications Equipment 3.2% | ||||||||||
Cisco Systems, Inc.
|
3,983,030 | $ | 62,175,098 | |||||||
Juniper Networks,
Inc.(1)
|
459,780 | 14,483,070 | ||||||||
Motorola Mobility Holdings,
Inc.(1)
|
56,878 | 1,253,591 | ||||||||
Motorola Solutions,
Inc.(1)
|
52,150 | 2,400,986 | ||||||||
Nokia Oyj ADR
|
192 | 1,233 | ||||||||
Qualcomm, Inc.
|
3,139,942 | 178,317,306 | ||||||||
Telefonaktiebolaget LM Ericsson, Class B ADR
|
1,750,000 | 25,165,000 | ||||||||
$ | 283,796,284 | |||||||||
Computers & Peripherals 3.6% | ||||||||||
Apple,
Inc.(1)
|
389,406 | $ | 130,711,912 | |||||||
Dell,
Inc.(1)
|
3,921,661 | 65,374,089 | ||||||||
EMC
Corp.(1)
|
2,586,992 | 71,271,630 | ||||||||
Hewlett-Packard Co.
|
938,911 | 34,176,360 | ||||||||
Lexmark International, Inc.,
Class A(1)
|
9,624 | 281,598 | ||||||||
NetApp,
Inc.(1)
|
417,589 | 22,040,348 | ||||||||
$ | 323,855,937 | |||||||||
Construction Materials 0.0%(2) | ||||||||||
Vulcan Materials Co.
|
22,102 | $ | 851,590 | |||||||
$ | 851,590 | |||||||||
Consumer Finance 0.8% | ||||||||||
American Express Co.
|
857,702 | $ | 44,343,193 | |||||||
Capital One Financial Corp.
|
80,225 | 4,145,226 | ||||||||
Discover Financial Services
|
830,375 | 22,212,531 | ||||||||
SLM Corp.
|
10,200 | 171,462 | ||||||||
$ | 70,872,412 | |||||||||
Distributors 0.1% | ||||||||||
Genuine Parts Co.
|
188,424 | $ | 10,250,266 | |||||||
$ | 10,250,266 | |||||||||
Diversified Consumer Services 0.0%(2) | ||||||||||
Apollo Group, Inc.,
Class A(1)
|
10,812 | $ | 472,268 | |||||||
Ascent Media Corp.,
Class A(1)
|
755 | 39,993 | ||||||||
H&R Block, Inc.
|
22,181 | 355,783 | ||||||||
$ | 868,044 | |||||||||
Diversified Financial Services 2.0% | ||||||||||
Bank of America Corp.
|
2,419,002 | $ | 26,512,262 | |||||||
CBOE Holdings, Inc.
|
40,000 | 984,000 | ||||||||
Citigroup, Inc.
|
4,842 | 201,621 | ||||||||
CME Group, Inc.
|
22,581 | 6,584,394 | ||||||||
ING Groep NV
ADR(1)
|
191,170 | 2,364,773 | ||||||||
IntercontinentalExchange,
Inc.(1)
|
13,162 | 1,641,433 | ||||||||
JPMorgan Chase & Co.
|
3,239,895 | 132,641,301 | ||||||||
Moodys Corp.
|
179,602 | 6,887,736 | ||||||||
$ | 177,817,520 | |||||||||
Diversified Telecommunication Services 0.4% | ||||||||||
AT&T, Inc.
|
396,050 | $ | 12,439,930 | |||||||
CenturyLink, Inc.
|
4,871 | 196,935 | ||||||||
Deutsche Telekom AG ADR
|
50,092 | 782,938 | ||||||||
Frontier Communications Corp.
|
33,312 | 268,828 | ||||||||
Telefonos de Mexico SA de CV ADR
|
283,026 | 4,669,929 | ||||||||
Verizon Communications, Inc.
|
380,097 | 14,151,011 | ||||||||
Windstream Corp.
|
70,866 | 918,423 | ||||||||
$ | 33,427,994 | |||||||||
Electric Utilities 0.0%(2) | ||||||||||
Duke Energy Corp.
|
47,340 | $ | 891,412 | |||||||
Exelon Corp.
|
9,202 | 394,214 | ||||||||
Southern Co.
|
68,451 | 2,764,051 | ||||||||
$ | 4,049,677 | |||||||||
Electrical Equipment 1.4% | ||||||||||
Emerson Electric Co.
|
2,036,237 | $ | 114,538,331 | |||||||
Rockwell Automation, Inc.
|
125,000 | 10,845,000 | ||||||||
$ | 125,383,331 | |||||||||
Electronic Equipment, Instruments & Components 0.6% | ||||||||||
Corning, Inc.
|
2,838,521 | $ | 51,519,156 | |||||||
Flextronics International,
Ltd.(1)
|
161,054 | 1,033,967 | ||||||||
TE Connectivity, Ltd.
|
9,230 | 339,295 | ||||||||
$ | 52,892,418 | |||||||||
Security | Shares | Value | ||||||||
Energy Equipment & Services 1.9% | ||||||||||
Baker Hughes, Inc.
|
136,681 | $ | 9,917,573 | |||||||
Halliburton Co.
|
1,036,351 | 52,853,901 | ||||||||
Schlumberger, Ltd.
|
1,162,209 | 100,414,858 | ||||||||
Transocean, Ltd.
|
75,667 | 4,885,061 | ||||||||
$ | 168,071,393 | |||||||||
Food & Staples Retailing 2.8% | ||||||||||
Costco Wholesale Corp.
|
873,262 | $ | 70,943,805 | |||||||
CVS Caremark Corp.
|
1,456,683 | 54,742,147 | ||||||||
Kroger Co. (The)
|
35,843 | 888,906 | ||||||||
Safeway, Inc.
|
114,827 | 2,683,507 | ||||||||
Sysco Corp.
|
441,438 | 13,764,037 | ||||||||
Wal-Mart Stores, Inc.
|
1,910,219 | 101,509,038 | ||||||||
Walgreen Co.
|
222,463 | 9,445,779 | ||||||||
$ | 253,977,219 | |||||||||
Food Products 3.1% | ||||||||||
Archer-Daniels-Midland Co.
|
1,490,873 | $ | 44,949,821 | |||||||
Campbell Soup Co.
|
54,780 | 1,892,649 | ||||||||
ConAgra Foods, Inc.
|
1,631 | 42,096 | ||||||||
General Mills, Inc.
|
40,967 | 1,524,792 | ||||||||
H.J. Heinz Co.
|
7,500 | 399,600 | ||||||||
Hershey Co. (The)
|
504,765 | 28,695,890 | ||||||||
Kraft Foods, Inc., Class A
|
198,757 | 7,002,209 | ||||||||
McCormick & Co., Inc.
|
10,600 | 525,442 | ||||||||
Nestle SA
|
2,750,000 | 171,128,351 | ||||||||
Sara Lee Corp.
|
1,288,899 | 24,476,192 | ||||||||
Unilever NV
|
4,636 | 152,293 | ||||||||
$ | 280,789,335 | |||||||||
Health Care Equipment & Supplies 1.0% | ||||||||||
Bard (C.R.), Inc.
|
25,000 | $ | 2,746,500 | |||||||
Baxter International, Inc.
|
218,222 | 13,025,671 | ||||||||
Becton, Dickinson and Co.
|
63,708 | 5,489,718 | ||||||||
Boston Scientific
Corp.(1)
|
36,529 | 252,415 | ||||||||
CareFusion
Corp.(1)
|
108,138 | 2,938,109 | ||||||||
Covidien PLC
|
191,537 | 10,195,515 | ||||||||
Medtronic, Inc.
|
699,450 | 26,949,809 | ||||||||
St. Jude Medical, Inc.
|
66,365 | 3,164,283 | ||||||||
Stryker Corp.
|
131,368 | 7,709,988 | ||||||||
Zimmer Holdings,
Inc.(1)
|
225,425 | 14,246,860 | ||||||||
$ | 86,718,868 | |||||||||
Health Care Providers & Services 0.9% | ||||||||||
AmerisourceBergen Corp.
|
473,884 | $ | 19,618,798 | |||||||
Cardinal Health, Inc.
|
186,462 | 8,469,104 | ||||||||
CIGNA Corp.
|
58,467 | 3,006,958 | ||||||||
Express Scripts,
Inc.(1)
|
281,972 | 15,220,848 | ||||||||
Henry Schein,
Inc.(1)
|
299,980 | 21,475,568 | ||||||||
McKesson Corp.
|
3,166 | 264,836 | ||||||||
Medco Health Solutions,
Inc.(1)
|
133,872 | 7,566,445 | ||||||||
PharMerica
Corp.(1)
|
10,313 | 131,594 | ||||||||
UnitedHealth Group, Inc.
|
83,696 | 4,317,040 | ||||||||
WellPoint, Inc.
|
53,673 | 4,227,822 | ||||||||
$ | 84,299,013 | |||||||||
Hotels, Restaurants & Leisure 2.4% | ||||||||||
Carnival Corp.
|
533,768 | $ | 20,085,690 | |||||||
International Game Technology
|
459,500 | 8,078,010 | ||||||||
Interval Leisure Group,
Inc.(1)
|
5,349 | 73,228 | ||||||||
Marriott International, Inc., Class A
|
401,544 | 14,250,797 | ||||||||
McDonalds Corp.
|
860,566 | 72,562,925 | ||||||||
Starbucks Corp.
|
2,360,488 | 93,215,671 | ||||||||
Yum! Brands, Inc.
|
210,518 | 11,629,014 | ||||||||
$ | 219,895,335 | |||||||||
Household Durables 0.2% | ||||||||||
D.R. Horton, Inc.
|
417,028 | $ | 4,804,162 | |||||||
Fortune Brands, Inc.
|
117,078 | 7,466,064 | ||||||||
Leggett & Platt, Inc.
|
263,428 | 6,422,375 | ||||||||
Newell Rubbermaid, Inc.
|
37,838 | 597,084 | ||||||||
$ | 19,289,685 | |||||||||
Household Products 1.6% | ||||||||||
Clorox Co. (The)
|
27,272 | $ | 1,839,224 | |||||||
Colgate-Palmolive Co.
|
587,754 | 51,375,577 | ||||||||
Kimberly-Clark Corp.
|
520,234 | 34,626,775 | ||||||||
Procter & Gamble Co.
|
872,555 | 55,468,321 | ||||||||
$ | 143,309,897 | |||||||||
Independent Power Producers & Energy Traders 0.0%(2) | ||||||||||
AES Corp.
(The)(1)
|
93,180 | $ | 1,187,113 | |||||||
$ | 1,187,113 | |||||||||
Security | Shares | Value | ||||||||
Industrial Conglomerates 2.1% | ||||||||||
3M Co.
|
842,439 | $ | 79,905,339 | |||||||
General Electric Co.
|
5,620,681 | 106,006,044 | ||||||||
Tyco International, Ltd.
|
22,764 | 1,125,224 | ||||||||
$ | 187,036,607 | |||||||||
Insurance 2.7% | ||||||||||
Aegon NV
ADR(1)
|
5,088,862 | $ | 34,604,262 | |||||||
Aflac, Inc.
|
116,818 | 5,453,064 | ||||||||
Allstate Corp. (The)
|
60,964 | 1,861,231 | ||||||||
AON Corp.
|
25,900 | 1,328,670 | ||||||||
Berkshire Hathaway, Inc.,
Class A(1)
|
623 | 72,333,415 | ||||||||
Berkshire Hathaway, Inc.,
Class B(1)
|
939,968 | 72,744,123 | ||||||||
Chubb Corp.
|
24,930 | 1,560,867 | ||||||||
Cincinnati Financial Corp.
|
135,528 | 3,954,707 | ||||||||
Hartford Financial Services Group, Inc.
|
10,762 | 283,794 | ||||||||
Manulife Financial Corp.
|
65,344 | 1,153,975 | ||||||||
Marsh & McLennan Cos., Inc.
|
24,256 | 756,545 | ||||||||
Old Republic International Corp.
|
1 | 12 | ||||||||
Progressive Corp.
|
1,151,822 | 24,625,954 | ||||||||
Torchmark Corp.
|
252,479 | 16,194,003 | ||||||||
Travelers Companies, Inc. (The)
|
76,466 | 4,464,085 | ||||||||
$ | 241,318,707 | |||||||||
Internet & Catalog Retail 0.1% | ||||||||||
Amazon.com,
Inc.(1)
|
41,282 | $ | 8,441,756 | |||||||
HSN,
Inc.(1)
|
1 | 33 | ||||||||
$ | 8,441,789 | |||||||||
Internet Software & Services 1.7% | ||||||||||
Akamai Technologies,
Inc.(1)
|
200,000 | $ | 6,294,000 | |||||||
AOL,
Inc.(1)
|
27,060 | 537,412 | ||||||||
eBay,
Inc.(1)
|
1,260,217 | 40,667,203 | ||||||||
Google, Inc.,
Class A(1)(3)
|
3,500 | 1,771,591 | ||||||||
Google, Inc.,
Class A(1)
|
203,296 | 102,945,028 | ||||||||
IAC/InterActiveCorp(1)
|
13,368 | 510,256 | ||||||||
VeriSign, Inc.
|
14,758 | 493,803 | ||||||||
$ | 153,219,293 | |||||||||
IT Services 5.9% | ||||||||||
Accenture PLC, Class A
|
2,738,000 | $ | 165,429,960 | |||||||
Automatic Data Processing, Inc.
|
1,314,993 | 69,273,831 | ||||||||
Broadridge Financial Solutions, Inc.
|
10,202 | 245,562 | ||||||||
Fidelity National Information Services, Inc.
|
63,590 | 1,957,936 | ||||||||
Fiserv,
Inc.(1)
|
41,411 | 2,593,571 | ||||||||
International Business Machines Corp.
|
1,567,550 | 268,913,203 | ||||||||
Paychex, Inc.
|
756,046 | 23,225,733 | ||||||||
Total System Services, Inc.
|
32,405 | 602,085 | ||||||||
Western Union Co.
|
54,638 | 1,094,399 | ||||||||
$ | 533,336,280 | |||||||||
Leisure Equipment & Products 0.0%(2) | ||||||||||
Mattel, Inc.
|
22,565 | $ | 620,312 | |||||||
$ | 620,312 | |||||||||
Life Sciences Tools & Services 0.3% | ||||||||||
Agilent Technologies,
Inc.(1)
|
453,887 | $ | 23,198,165 | |||||||
Thermo Fisher Scientific,
Inc.(1)
|
18,700 | 1,204,093 | ||||||||
$ | 24,402,258 | |||||||||
Machinery 3.6% | ||||||||||
Caterpillar, Inc.
|
121,835 | $ | 12,970,554 | |||||||
Danaher Corp.
|
43,144 | 2,286,201 | ||||||||
Deere & Co.
|
2,623,301 | 216,291,168 | ||||||||
Dover Corp.
|
383,990 | 26,034,522 | ||||||||
Illinois Tool Works, Inc.
|
1,203,805 | 68,002,944 | ||||||||
Parker Hannifin Corp.
|
30,763 | 2,760,672 | ||||||||
WABCO Holdings,
Inc.(1)
|
1,156 | 79,833 | ||||||||
$ | 328,425,894 | |||||||||
Media 3.1% | ||||||||||
CBS Corp., Class B
|
68,701 | $ | 1,957,291 | |||||||
Comcast Corp., Class A
|
201,884 | 5,115,741 | ||||||||
Comcast Corp., Special Class A
|
1,732,498 | 41,978,427 | ||||||||
DIRECTV,
Class A(1)
|
20,703 | 1,052,126 | ||||||||
Discovery Communications, Inc.,
Class A(1)
|
7,555 | 309,453 | ||||||||
Discovery Communications, Inc.,
Class C(1)
|
7,555 | 276,135 | ||||||||
Gannett Co., Inc.
|
5,643 | 80,808 | ||||||||
Liberty Media Corp. - Capital,
Class A(1)
|
5,175 | 443,756 | ||||||||
Liberty Media Corp. - Starz,
Series A(1)
|
3,022 | 227,375 | ||||||||
McGraw-Hill Cos., Inc. (The)
|
86,290 | 3,616,414 | ||||||||
News Corp., Class A
|
97 | 1,717 | ||||||||
Omnicom Group, Inc.
|
112,077 | 5,397,628 | ||||||||
Time Warner Cable, Inc.
|
94,401 | 7,367,054 | ||||||||
Time Warner, Inc.
|
367,299 | 13,358,665 | ||||||||
Viacom, Inc., Class B
|
77,467 | 3,950,817 | ||||||||
Walt Disney Co. (The)
|
4,876,592 | 190,382,152 |
Security | Shares | Value | ||||||||
Media (continued)
|
||||||||||
Washington Post Co., Class B
|
1,500 | $ | 628,425 | |||||||
WPP PLC ADR
|
18,396 | 1,154,349 | ||||||||
$ | 277,298,333 | |||||||||
Metals & Mining 0.4% | ||||||||||
Alcoa, Inc.
|
52,760 | $ | 836,774 | |||||||
Freeport-McMoRan Copper & Gold, Inc.
|
450,000 | 23,805,000 | ||||||||
Nucor Corp.
|
230,000 | 9,480,600 | ||||||||
$ | 34,122,374 | |||||||||
Multiline Retail 0.9% | ||||||||||
Macys, Inc.
|
26,301 | $ | 769,041 | |||||||
Sears Holdings
Corp.(1)
|
410 | 29,290 | ||||||||
Target Corp.
|
1,766,758 | 82,878,618 | ||||||||
$ | 83,676,949 | |||||||||
Oil, Gas & Consumable Fuels 8.3% | ||||||||||
Anadarko Petroleum Corp.
|
1,468,869 | $ | 112,750,385 | |||||||
Apache Corp.
|
2,144,112 | 264,561,980 | ||||||||
BP PLC ADR
|
198,683 | 8,799,670 | ||||||||
Chevron Corp.
|
614,229 | 63,167,310 | ||||||||
ConocoPhillips
|
346,879 | 26,081,832 | ||||||||
Devon Energy Corp.
|
568,727 | 44,821,375 | ||||||||
Exxon Mobil Corp.
|
2,277,592 | 185,350,437 | ||||||||
Hess Corp.
|
224,579 | 16,789,526 | ||||||||
Marathon Oil Corp.
|
175,831 | 9,262,777 | ||||||||
Murphy Oil Corp.
|
78,679 | 5,166,063 | ||||||||
Royal Dutch Shell PLC ADR, Class A
|
76,110 | 5,413,704 | ||||||||
Royal Dutch Shell PLC ADR, Class B
|
9,594 | 688,370 | ||||||||
Spectra Energy Corp.
|
8,313 | 227,859 | ||||||||
Williams Cos., Inc.
|
2,000 | 60,500 | ||||||||
$ | 743,141,788 | |||||||||
Paper & Forest Products 0.0%(2) | ||||||||||
Neenah Paper, Inc.
|
975 | $ | 20,748 | |||||||
$ | 20,748 | |||||||||
Personal Products 0.0%(2) | ||||||||||
Estee Lauder Cos., Inc. (The), Class A
|
13,035 | $ | 1,371,152 | |||||||
$ | 1,371,152 | |||||||||
Pharmaceuticals 8.3% | ||||||||||
Abbott Laboratories
|
3,104,923 | $ | 163,381,048 | |||||||
Allergan, Inc.
|
81,962 | 6,823,337 | ||||||||
Bristol-Myers Squibb Co.
|
1,500,706 | 43,460,446 | ||||||||
Eli Lilly & Co.
|
1,480,633 | 55,568,157 | ||||||||
GlaxoSmithKline PLC ADR
|
459,388 | 19,707,745 | ||||||||
Hospira,
Inc.(1)
|
18,399 | 1,042,487 | ||||||||
Johnson & Johnson
|
2,578,829 | 171,543,705 | ||||||||
Merck & Co., Inc.
|
1,496,585 | 52,814,485 | ||||||||
Novo Nordisk A/S ADR
|
249,848 | 31,300,957 | ||||||||
Pfizer, Inc.
|
6,024,802 | 124,110,921 | ||||||||
Teva Pharmaceutical Industries, Ltd. ADR
|
1,671,886 | 80,618,343 | ||||||||
$ | 750,371,631 | |||||||||
Real Estate Investment Trusts (REITs) 0.0% | ||||||||||
Weyerhaeuser Co.
|
11,615 | $ | 253,904 | |||||||
$ | 253,904 | |||||||||
Road & Rail 0.2% | ||||||||||
Norfolk Southern Corp.
|
24,192 | $ | 1,812,706 | |||||||
Union Pacific Corp.
|
132,257 | 13,807,631 | ||||||||
$ | 15,620,337 | |||||||||
Semiconductors & Semiconductor Equipment 3.9% | ||||||||||
Analog Devices, Inc.
|
560,289 | $ | 21,929,711 | |||||||
Applied Materials, Inc.
|
1,065,614 | 13,863,638 | ||||||||
Broadcom Corp.,
Class A(1)
|
897,422 | 30,189,276 | ||||||||
Cypress Semiconductor
Corp.(1)
|
52,742 | 1,114,966 | ||||||||
Intel Corp.
|
10,405,112 | 230,577,282 | ||||||||
KLA-Tencor Corp.
|
141,604 | 5,732,130 | ||||||||
Linear Technology Corp.
|
123,388 | 4,074,272 | ||||||||
Maxim Integrated Products, Inc.
|
223,099 | 5,702,410 | ||||||||
NVIDIA
Corp.(1)
|
284,500 | 4,533,508 | ||||||||
Texas Instruments, Inc.
|
897,287 | 29,457,932 | ||||||||
Verigy,
Ltd.(1)
|
284 | 4,252 | ||||||||
Xilinx, Inc.
|
23,107 | 842,712 | ||||||||
$ | 348,022,089 | |||||||||
Software 3.8% | ||||||||||
Activision Blizzard, Inc.
|
846,350 | $ | 9,885,368 | |||||||
Adobe Systems,
Inc.(1)
|
409,776 | 12,887,455 | ||||||||
CA, Inc.
|
45,408 | 1,037,119 | ||||||||
Citrix Systems,
Inc.(1)
|
10,439 | 835,120 | ||||||||
Microsoft Corp.
|
3,224,770 | 83,844,020 | ||||||||
Oracle Corp.
|
6,883,206 | 226,526,310 | ||||||||
Symantec
Corp.(1)
|
163,117 | 3,216,667 | ||||||||
$ | 338,232,059 | |||||||||
Security | Shares | Value | ||||||||
Specialty Retail 2.5% | ||||||||||
Best Buy Co., Inc.
|
148,536 | $ | 4,665,516 | |||||||
Gap, Inc. (The)
|
89,138 | 1,613,398 | ||||||||
Home Depot, Inc.
|
2,985,981 | 108,152,232 | ||||||||
Limited Brands, Inc.
|
41,877 | 1,610,171 | ||||||||
Lowes Companies, Inc.
|
663,831 | 15,473,900 | ||||||||
Staples, Inc.
|
192,930 | 3,048,294 | ||||||||
TJX Companies, Inc. (The)
|
1,701,405 | 89,374,804 | ||||||||
$ | 223,938,315 | |||||||||
Textiles, Apparel & Luxury Goods 3.1% | ||||||||||
Coach, Inc.
|
10,800 | $ | 690,444 | |||||||
Hanesbrands,
Inc.(1)
|
198,503 | 5,667,261 | ||||||||
NIKE, Inc., Class B
|
3,058,444 | 275,198,791 | ||||||||
VF Corp.
|
12,000 | 1,302,720 | ||||||||
$ | 282,859,216 | |||||||||
Thrifts & Mortgage Finance 0.0%(2) | ||||||||||
Tree.com,
Inc.(1)
|
13,436 | $ | 68,792 | |||||||
$ | 68,792 | |||||||||
Tobacco 0.2% | ||||||||||
Altria Group, Inc.
|
209,275 | $ | 5,526,953 | |||||||
Philip Morris International, Inc.
|
255,585 | 17,065,410 | ||||||||
$ | 22,592,363 | |||||||||
Wireless Telecommunication Services 0.1% | ||||||||||
America Movil SAB de CV ADR, Series L
|
30,500 | $ | 1,643,340 | |||||||
Sprint Nextel
Corp.(1)
|
135,160 | 728,513 | ||||||||
Vodafone Group PLC ADR
|
182,074 | 4,865,017 | ||||||||
$ | 7,236,870 | |||||||||
Total Common Stocks
|
||||||||||
(identified
cost $6,128,518,374)
|
$ | 8,904,254,730 | ||||||||
Preferred Stocks 0.0%(2) | ||||||||||
Security | Shares | Value | ||||||||
Commercial Banks 0.0%(2) | ||||||||||
Wells Fargo & Co.
|
166 | $ | 33 | |||||||
Total Preferred Stocks
|
||||||||||
(identified cost $4,929)
|
$ | 33 | ||||||||
Rights 0.0%(2) | ||||||||||
Security | Shares | Value | ||||||||
Pharmaceuticals 0.0%(2) | ||||||||||
Sanofi SA, Exp.
12/31/20(1)
|
6,984 | $ | 16,832 | |||||||
Total Rights
|
||||||||||
(identified cost $16,440)
|
$ | 16,832 | ||||||||
Short-Term Investments 0.8% | ||||||||||
Interest |
||||||||||
Description | (000s omitted) | Value | ||||||||
Eaton Vance Cash Reserves Fund, LLC,
0.11%(4)
|
$ | 75,917 | $ | 75,917,265 | ||||||
Total Short-Term Investments
|
||||||||||
(identified cost $75,917,265)
|
$ | 75,917,265 | ||||||||
Total Investments 99.7%
|
||||||||||
(identified
cost $6,204,457,008)
|
$ | 8,980,188,860 | ||||||||
Other Assets, Less
Liabilities 0.3%
|
$ | 25,292,186 | ||||||||
Net Assets 100.0%
|
$ | 9,005,481,046 | ||||||||
ADR
|
- American Depositary Receipt
|
(1) | Non-income producing security. | |
(2) | Amount is less than 0.05%. | |
(3) | Security subject to restrictions on resale (see Note 5). | |
(4) | Affiliated investment company available to Eaton Vance portfolios and funds which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of June 30, 2011. Net income allocated from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended June 30, 2011 was $61,506. |
Assets | June 30, 2011 | |||||
Unaffiliated investments, at value (identified cost,
$6,128,539,743)
|
$ | 8,904,271,595 | ||||
Affiliated investments, at value (identified cost, $75,917,265)
|
75,917,265 | |||||
Dividends receivable
|
10,386,015 | |||||
Interest receivable from affiliated investment
|
6,928 | |||||
Receivable for investments sold
|
43,791,077 | |||||
Tax reclaims receivable
|
1,850,518 | |||||
Total assets
|
$ | 9,036,223,398 | ||||
Liabilities | ||||||
Payable for investments purchased
|
$ | 27,017,090 | ||||
Payable to affiliates:
|
||||||
Investment adviser fee
|
3,343,097 | |||||
Trustees fees
|
12,625 | |||||
Accrued expenses
|
369,540 | |||||
Total liabilities
|
$ | 30,742,352 | ||||
Net Assets applicable to investors interest in
Portfolio
|
$ | 9,005,481,046 | ||||
Sources of Net Assets | ||||||
Net proceeds from capital contributions and withdrawals
|
$ | 6,229,446,164 | ||||
Net unrealized appreciation
|
2,776,034,882 | |||||
Total
|
$ | 9,005,481,046 | ||||
Six Months Ended |
||||||
Investment Income | June 30, 2011 | |||||
Dividends (net of foreign taxes, $2,536,070)
|
$ | 88,010,042 | ||||
Interest allocated from affiliated investment
|
66,619 | |||||
Expenses allocated from affiliated investment
|
(5,113 | ) | ||||
Total investment income
|
$ | 88,071,548 | ||||
Expenses | ||||||
Investment adviser fee
|
$ | 20,846,306 | ||||
Trustees fees and expenses
|
25,250 | |||||
Custodian fee
|
613,404 | |||||
Audit and tax services
|
49,233 | |||||
Miscellaneous
|
101,948 | |||||
Total expenses
|
$ | 21,636,131 | ||||
Deduct
|
||||||
Reduction of custodian fee
|
$ | 48 | ||||
Total expense reductions
|
$ | 48 | ||||
Net expenses
|
$ | 21,636,083 | ||||
Net investment income
|
$ | 66,435,465 | ||||
Realized and Unrealized Gain (Loss) | ||||||
Net realized gain (loss)
|
||||||
Investment
transactions(1)
|
$ | 123,239,764 | ||||
Investment transactions allocated from affiliated investment
|
2,291 | |||||
Foreign currency transactions
|
56,099 | |||||
Net realized gain
|
$ | 123,298,154 | ||||
Change in unrealized appreciation (depreciation)
|
||||||
Investments
|
$ | 251,408,712 | ||||
Foreign currency
|
141,670 | |||||
Net change in unrealized appreciation (depreciation)
|
$ | 251,550,382 | ||||
Net realized and unrealized gain
|
$ | 374,848,536 | ||||
Net increase in net assets from operations
|
$ | 441,284,001 | ||||
(1) | Includes $129,920,672 of net realized gains from redemptions in-kind. |
Six Months Ended |
||||||||||
June 30, 2011 |
Year Ended |
|||||||||
Increase (Decrease) in Net Assets | (Unaudited) | December 31, 2010 | ||||||||
From operations
|
||||||||||
Net investment income
|
$ | 66,435,465 | $ | 127,596,430 | ||||||
Net realized gain from investment transactions and foreign
currency transactions
|
123,298,154 | 232,540,068 | ||||||||
Net change in unrealized appreciation (depreciation) from
investments and foreign currency
|
251,550,382 | 705,390,449 | ||||||||
Net increase in net assets from operations
|
$ | 441,284,001 | $ | 1,065,526,947 | ||||||
Capital transactions
|
||||||||||
Contributions
|
$ | 60,796,923 | $ | 175,936,921 | ||||||
Withdrawals
|
(541,817,095 | ) | (1,675,725,915 | ) | ||||||
Net decrease in net assets from capital transactions
|
$ | (481,020,172 | ) | $ | (1,499,788,994 | ) | ||||
Net decrease in net assets
|
$ | (39,736,171 | ) | $ | (434,262,047 | ) | ||||
Net Assets | ||||||||||
At beginning of period
|
$ | 9,045,217,217 | $ | 9,479,479,264 | ||||||
At end of period
|
$ | 9,005,481,046 | $ | 9,045,217,217 | ||||||
Six Months Ended |
Year Ended December 31, | |||||||||||||||||||||||||
June 30, 2011 |
||||||||||||||||||||||||||
Ratios/Supplemental Data | (Unaudited) | 2010 | 2009 | 2008 | 2007 | 2006 | ||||||||||||||||||||
Ratios (as a percentage of average daily net assets):
|
||||||||||||||||||||||||||
Expenses(1)
|
0.48 | %(2) | 0.48 | % | 0.47 | % | 0.45 | % | 0.44 | % | 0.45 | % | ||||||||||||||
Net investment income
|
1.46 | %(2) | 1.43 | % | 1.86 | % | 1.84 | % | 1.52 | % | 1.39 | % | ||||||||||||||
Portfolio Turnover
|
2 | %(3) | 2 | % | 3 | % | 3 | % | 6 | % | 7 | % | ||||||||||||||
Total Return
|
4.94 | %(3) | 12.86 | % | 23.32 | % | (32.76 | )% | 4.72 | % | 13.69 | % | ||||||||||||||
Net assets, end of period (000s omitted)
|
$ | 9,005,481 | $ | 9,045,217 | $ | 9,479,479 | $ | 10,602,743 | $ | 19,864,161 | $ | 20,387,292 | ||||||||||||||
(1) | Excludes the effect of custody fee credits, if any, of less than 0.005%. | |
(2) | Annualized. | |
(3) | Not annualized. |
Annual Fee Rate |
||||||
Average Daily Net Assets For the Month | (for each level) | |||||
$500 million but less than $1 billion
|
0.5625 | % | ||||
$1 billion but less than $1.5 billion
|
0.5000 | % | ||||
$1.5 billion but less than $7 billion
|
0.4375 | % | ||||
$7 billion but less than $10 billion
|
0.4250 | % | ||||
$10 billion but less than $15 billion
|
0.4125 | % | ||||
$15 billion but less than $20 billion
|
0.4000 | % | ||||
$20 billion but less than $25 billion
|
0.3900 | % | ||||
$25 billion and over
|
0.3800 | % | ||||
Aggregate cost
|
$ | 2,022,040,707 | ||||
Gross unrealized appreciation
|
$ | 6,958,167,861 | ||||
Gross unrealized depreciation
|
(19,708 | ) | ||||
Net unrealized appreciation
|
$ | 6,958,148,153 | ||||
Date of |
Eligible |
|||||||||||||||||||||
Common Stocks | Acquisition | for Resale | Shares | Cost | Value | |||||||||||||||||
Google, Inc., Class A
|
11/23/10 | 7/16/11 | 3,500 | $ | 4,235 | $ | 1,771,591 | |||||||||||||||
Total Restricted Securities
|
$ | 4,235 | $ | 1,771,591 | ||||||||||||||||||
| Level 1 quoted prices in active markets for identical investments |
| Level 2 other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
| Level 3 significant unobservable inputs (including a funds own assumptions in determining the fair value of investments) |
Asset Description | Level 1 | Level 2 | Level 3 | Total | ||||||||||||||
Common Stocks
|
||||||||||||||||||
Consumer Discretionary
|
$ | 1,159,640,262 | $ | | $ | | $ | 1,159,640,262 | ||||||||||
Consumer Staples
|
1,017,882,886 | 171,128,351 | | 1,189,011,237 | ||||||||||||||
Energy
|
911,213,181 | | | 911,213,181 | ||||||||||||||
Financials
|
1,078,599,760 | 30,890,304 | | 1,109,490,064 | ||||||||||||||
Health Care
|
1,121,184,872 | | | 1,121,184,872 | ||||||||||||||
Industrials
|
1,166,200,715 | | | 1,166,200,715 | ||||||||||||||
Information Technology
|
2,031,582,768 | 1,771,592 | | 2,033,354,360 | ||||||||||||||
Materials
|
168,258,385 | | | 168,258,385 | ||||||||||||||
Telecommunication Services
|
40,664,864 | | | 40,664,864 | ||||||||||||||
Utilities
|
5,236,790 | | | 5,236,790 | ||||||||||||||
Total Common Stocks
|
$ | 8,700,464,483 | $ | 203,790,247 | * | $ | | $ | 8,904,254,730 | |||||||||
Preferred Stocks
|
33 | | | 33 | ||||||||||||||
Rights
|
16,832 | | | 16,832 | ||||||||||||||
Short-Term Investments
|
| 75,917,265 | | 75,917,265 | ||||||||||||||
Total Investments
|
$ | 8,700,481,348 | $ | 279,707,512 | $ | | $ | 8,980,188,860 | ||||||||||
* | Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets. |
| An independent report comparing the advisory and related fees paid by each fund with fees paid by comparable funds; | |
| An independent report comparing each funds total expense ratio and its components to comparable funds; | |
| An independent report comparing the investment performance of each fund (including yield data and Sharpe and information ratios where relevant) to the investment performance of comparable funds over various time periods; | |
| Data regarding investment performance in comparison to relevant peer groups of similarly managed funds and appropriate indices; | |
| For each fund, comparative information concerning the fees charged and the services provided by each adviser in managing other mutual funds and institutional accounts using investment strategies and techniques similar to those used in managing such fund; | |
| Profitability analyses for each adviser with respect to each fund; |
| Descriptions of the investment management services provided to each fund, including the investment strategies and processes employed, and any changes in portfolio management processes and personnel; | |
| Information about the allocation of brokerage and the benefits received by each adviser as a result of brokerage allocation, including information concerning the acquisition of research through client commission arrangements and/or the funds policies with respect to soft dollar arrangements; | |
| Data relating to portfolio turnover rates of each fund; | |
| The procedures and processes used to determine the fair value of fund assets and actions taken to monitor and test the effectiveness of such procedures and processes; |
| Reports detailing the financial results and condition of each adviser; | |
| Descriptions of the qualifications, education and experience of the individual investment professionals whose responsibilities include portfolio management and investment research for the funds, and information relating to their compensation and responsibilities with respect to managing other mutual funds and investment accounts; | |
| Copies of the Codes of Ethics of each adviser and its affiliates, together with information relating to compliance with and the administration of such codes; | |
| Copies of or descriptions of each advisers policies and procedures relating to proxy voting, the handling of corporate actions and class actions; | |
| Information concerning the resources devoted to compliance efforts undertaken by each adviser and its affiliates on behalf of the funds (including descriptions of various compliance programs) and their record of compliance with investment policies and restrictions, including policies with respect to market-timing, late trading and selective portfolio disclosure, and with policies on personal securities transactions; | |
| Descriptions of the business continuity and disaster recovery plans of each adviser and its affiliates; | |
| A description of Eaton Vance Managements procedures for overseeing third party advisers and sub-advisers; |
| Information concerning the nature, cost and character of the administrative and other non-investment management services provided by Eaton Vance Management and its affiliates; | |
| Information concerning management of the relationship with the custodian, subcustodians and fund accountants by each adviser or the funds administrator; and | |
| The terms of each advisory agreement. |
| An independent report comparing the advisory and related fees paid by each fund with fees paid by comparable funds; | |
| An independent report comparing each funds total expense ratio and its components to comparable funds; | |
| An independent report comparing the investment performance of each fund (including yield data and Sharpe and information ratios where relevant) to the investment performance of comparable funds over various time periods; | |
| Data regarding investment performance in comparison to relevant peer groups of similarly managed funds and appropriate indices; | |
| For each fund, comparative information concerning the fees charged and the services provided by each adviser in managing other mutual funds and institutional accounts using investment strategies and techniques similar to those used in managing such fund; | |
| Profitability analyses for each adviser with respect to each fund; |
| Descriptions of the investment management services provided to each fund, including the investment strategies and processes employed, and any changes in portfolio management processes and personnel; | |
| Information about the allocation of brokerage and the benefits received by each adviser as a result of brokerage allocation, including information concerning the acquisition of research through client commission arrangements and/or the funds policies with respect to soft dollar arrangements; | |
| Data relating to portfolio turnover rates of each fund; | |
| The procedures and processes used to determine the fair value of fund assets and actions taken to monitor and test the effectiveness of such procedures and processes; |
| Reports detailing the financial results and condition of each adviser; | |
| Descriptions of the qualifications, education and experience of the individual investment professionals whose responsibilities include portfolio management and investment research for the funds, and information relating to their compensation and responsibilities with respect to managing other mutual funds and investment accounts; | |
| Copies of the Codes of Ethics of each adviser and its affiliates, together with information relating to compliance with and the administration of such codes; | |
| Copies of or descriptions of each advisers policies and procedures relating to proxy voting, the handling of corporate actions and class actions; | |
| Information concerning the resources devoted to compliance efforts undertaken by each adviser and its affiliates on behalf of the funds (including descriptions of various compliance programs) and their record of compliance with investment policies and restrictions, including policies with respect to market-timing, late trading and selective portfolio disclosure, and with policies on personal securities transactions; | |
| Descriptions of the business continuity and disaster recovery plans of each adviser and its affiliates; | |
| A description of Eaton Vance Managements procedures for overseeing third party advisers and sub-advisers; |
| Information concerning the nature, cost and character of the administrative and other non-investment management services provided by Eaton Vance Management and its affiliates; | |
| Information concerning management of the relationship with the custodian, subcustodians and fund accountants by each adviser or the funds administrator; and | |
| The terms of each advisory agreement. |
Officers of Eaton Vance Tax-Managed Growth Fund 1.1 | ||
Duncan W. Richardson
President Payson F. Swaffield Vice President Barbara E. Campbell Treasurer |
Maureen A. Gemma
Vice President, Secretary and Chief Legal Officer Paul M. ONeil Chief Compliance Officer |
Officers of Tax-Managed Growth Portfolio | ||
Duncan W. Richardson
President Barbara E. Campbell Treasurer |
Maureen A. Gemma
Vice President, Secretary and Chief Legal Officer Paul M. ONeil Chief Compliance Officer |
Trustees of Eaton Vance Tax-Managed Growth Fund 1.1 and Tax-Managed Growth Portfolio | ||
Ralph F. Verni
Chairman Benjamin C. Esty Thomas E. Faust Jr.* Allen R. Freedman |
William H. Park
Ronald A. Pearlman Helen Frame Peters Lynn A. Stout |
* | Interested Trustee |
Officers of Eaton Vance Tax-Managed Growth Fund 1.2 | ||
Duncan W. Richardson
President Payson F. Swaffield Vice President Barbara E. Campbell Treasurer |
Maureen A. Gemma
Vice President, Secretary and Chief Legal Officer Paul M. ONeil Chief Compliance Officer |
Officers of Tax-Managed Growth Portfolio | ||
Duncan W. Richardson
President Barbara E. Campbell Treasurer |
Maureen A. Gemma
Vice President, Secretary and Chief Legal Officer Paul M. ONeil Chief Compliance Officer |
Trustees of Eaton Vance Tax-Managed Growth Fund 1.2 and Tax-Managed Growth Portfolio | ||
Ralph F. Verni
Chairman Benjamin C. Esty Thomas E. Faust Jr.* Allen R. Freedman |
William H. Park
Ronald A. Pearlman Helen Frame Peters Lynn A. Stout |
* | Interested Trustee |
| Only such information received from you, through application forms or otherwise, and information about your Eaton Vance fund transactions will be collected. This may include information such as name, address, social security number, tax status, account balances and transactions. |
| None of such information about you (or former customers) will be disclosed to anyone, except as permitted by law (which includes disclosure to employees necessary to service your account). In the normal course of servicing a customers account, Eaton Vance may share information with unaffiliated third parties that perform various required services such as transfer agents, custodians and broker/dealers. |
| Policies and procedures (including physical, electronic and procedural safeguards) are in place that are designed to protect the confidentiality of such information. |
| We reserve the right to change our Privacy Policy at any time upon proper notification to you. Customers may want to review our Privacy Policy periodically for changes by accessing the link on our homepage: www.eatonvance.com. |
* | FINRA BrokerCheck. Investors may check the background of their Investment Professional by contacting the Financial Industry Regulatory Authority (FINRA). FINRA BrokerCheck is a free tool to help investors check the professional background of current and former FINRA-registered securities firms and brokers. FINRA BrokerCheck is available by calling 1-800-289-9999 and at www.FINRA.org. The FINRA BrokerCheck brochure describing this program is available to investors at www.FINRA.org. |
4966-8/11 | TGSRC1.1&2 |
(a)(1)
|
Registrants Code of Ethics Not applicable (please see Item 2). | |
(a)(2)(i)
|
Treasurers Section 302 certification. | |
(a)(2)(ii)
|
Presidents Section 302 certification. | |
(b)
|
Combined Section 906 certification. |
By:
|
/s/ Duncan W. Richardson
|
|||
President |
By:
|
/s/ Barbara E. Campbell
|
|||
Treasurer | ||||
Date: August 11, 2011 | ||||
By:
|
/s/ Duncan W. Richardson | |||
Duncan W. Richardson | ||||
President | ||||
Date: August 11, 2011 |
/s/ Barbara E. Campbell | ||||
Barbara E. Campbell | ||||
Treasurer | ||||
/s/ Duncan W. Richardson | ||||
Duncan W. Richardson | ||||
President |
(a) | The Semi-Annual Report of the Portfolio on Form N-CSR for the period ended June 30, 2011 (the Report) fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended; and | |
(b) | The information contained in the Report fairly presents, in all material respects, the financial condition and the results of operations of the Portfolio for such period. |
/s/ Barbara E. Campbell
|
||
Treasurer |
/s/ Duncan W. Richardson
|
||
President |