UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number:	811-08915
Exact name of registrant as specified in charter:	Target Asset Allocation Funds
Address of principal executive offices:	Gateway Center 3,
	100 Mulberry Street,
	Newark, New Jersey 07102
Name and address of agent for service:	Deborah A. Docs
	Gateway Center 3,
	100 Mulberry Street,
	Newark, New Jersey 07102
Registrant’s telephone number, including area code:	800-225-1852
Date of fiscal year end:	7/31/2011
Date of reporting period:	10/31/2010

Item 1. Schedule of Investments

Target Conservative Allocation Fund

Schedule of Investments

as of October 31, 2010 (Unaudited)

	Shares	Description	Value
LONG-TERM INVESTMENTS 99.5%
COMMON STOCKS 39.8%
Aerospace & Defense 1.3%
	337	AAR Corp.(a)	$7,427
	3,851	Boeing Co. (The)	272,035
	1,700	Embraer-Empresa Brasileira de Aeronautica SA, ADR (Brazil)	49,045
	5,674	General Dynamics Corp.	386,513
	1,250	Goodrich Corp.	102,588
	1,427	Hexcel Corp.(a)	25,358
	2,400	Lockheed Martin Corp.	171,096
	253	Moog, Inc. (Class A Stock)(a)	9,513
	4,000	Northrop Grumman Corp.	252,840
	179	Teledyne Technologies, Inc.(a)	7,441
	175	TransDigm Group, Inc.(a)	11,597
	276	Triumph Group, Inc.	23,071
	3,911	United Technologies Corp.	292,425
			1,610,949
Air Freight & Logistics 0.2%
	349	Atlas Air Worldwide Holdings, Inc.(a)	18,239
	2,548	FedEx Corp.	223,510
			241,749
Airlines
	2,981	JetBlue Airways Corp.(a)	20,807
Auto Components 0.2%
	5,350	Johnson Controls, Inc.	187,892
Auto Parts & Equipment 0.1%
	1,773	ArvinMeritor, Inc.(a)	29,396
	1,075	Tenneco, Inc.(a)	35,067
	863	WABCO Holdings, Inc.(a)	40,060
			104,523
Automobile Manufacturers 0.1%
	840	Bayerische Motoren Werke AG (Germany)	60,221
	960	Ford Motor Co.(a)	13,565
			73,786
Automobiles 0.1%
	2,300	Harley-Davidson, Inc.	70,564
Automotive Parts
	2,573	American Axle & Manufacturing Holdings, Inc.(a)	23,723
Beverages 0.5%
	2,000	Anheuser-Busch InBev NV, ADR (Belgium)	125,800
	3,490	Coca-Cola Co. (The)	214,007
	1,480	Heineken NV (Netherlands)	75,021
	1,300	Molson Coors Brewing Co. (Class B Stock)	61,399

	2,238	PepsiCo, Inc.	146,141
			622,368
Biotechnology 0.3%
	390	Alexion Pharmaceuticals, Inc.(a)	26,637
	2,699	Amgen, Inc.(a)	154,356
	330	Genzyme Corp.(a)	23,803
	3,640	Gilead Sciences, Inc.(a)	144,399
	747	Seattle Genetics, Inc.(a)	12,243
			361,438
Building Products
	500	A.O. Smith Corp.	28,015
Business Services 0.2%
	574	FTI Consulting, Inc.(a)	20,354
	830	ICON PLC, ADR (Ireland)(a)	16,060
	1,028	MasterCard, Inc. (Class A Stock)	246,782
			283,196
Capital Markets 0.8%
	3,200	Apollo Investment Corp.	35,168
	2,450	Ares Capital Corp.	41,013
	1,775	Fifth Street Finance Corp.	20,945
	4,634	Goldman Sachs Group, Inc. (The)	745,842
	450	KBW, Inc.	11,385
	2,325	MF Global Holdings Ltd.(a)	18,205
	2,500	Morgan Stanley	62,175
	1,200	State Street Corp.	50,112
	600	Waddell & Reed Financial, Inc. (Class A Stock)	17,442
			1,002,287
Chemicals 1.6%
	1,517	Air Products & Chemicals, Inc.	128,899
	3,000	Celanese Corp. (Class A Stock)	106,950
	19,595	Dow Chemical Co. (The)	604,114
	3,642	Huntsman Corp.	50,442
	965	Intrepid Potash, Inc.(a)	33,128
	650	Kraton Performance Polymers, Inc.(a)	21,099
	6,126	PPG Industries, Inc.	469,864
	5,773	Praxair, Inc.	527,306
	1,044	Scotts Miracle-Gro Co. (The) (Class A Stock)	55,750
	1,125	Sensient Technologies Corp.	36,349
	372	Valspar Corp. (The)	11,941
			2,045,842
Commercial Banks 1.5%
	2,275	Associated Banc-Corp.	28,824
	250	Danvers Bancorp, Inc.	3,758
	8,720	Fifth Third Bancorp	109,523
	1,005	FirstMerit Corp.	17,266
	1,275	ICICI Bank Ltd., ADR (India)	67,039
	1,307	Northern Trust Corp.	64,866
	12,449	PNC Financial Services Group, Inc.	671,001

	800	Prosperity Bancshares, Inc.	24,872
	6,400	Regions Financial Corp.	40,320
	100	Territorial Bancorp, Inc.	1,697
	343	Trustmark Corp.	7,577
	275	UMB Financial Corp.	10,191
	326	United Bankshares, Inc.	8,711
	125	United Financial Bancorp, Inc.	1,693
	32,700	Wells Fargo & Co.	852,816
			1,910,154
Commercial Services 0.3%
	375	Consolidated Graphics, Inc.(a)	17,456
	1,400	Corrections Corp. of America(a)	35,938
	1,725	GEO Group, Inc. (The)(a)	44,246
	2,960	Moody’s Corp.	80,098
	465	Pharmaceutical Product Development, Inc.	12,002
	756	Sotheby’s	33,143
	945	SuccessFactors, Inc.(a)	25,628
	890	Visa, Inc. (Class A Stock)	69,571
	1,520	Waste Connections, Inc.	61,925
			380,007
Computer Hardware 1.3%
	5,265	Apple, Inc.(a)	1,584,080
	1,105	Radiant Systems, Inc.(a)	21,559
			1,605,639
Computer Services & Software 1.3%
	5,057	Accenture PLC (Class A Stock) (Ireland)	226,099
	1,579	Allscripts Healthcare Solutions, Inc.(a)	30,143
	4,290	Autodesk, Inc.(a)	155,212
	10,920	EMC Corp.(a)	229,429
	323	Global Payments, Inc.	12,584
	580	Google, Inc. (Class A Stock)(a)	355,534
	1,333	Informatica Corp.(a)	54,240
	3,480	MSCI, Inc. (Class A Stock)(a)	124,758
	4,140	Nuance Communications, Inc.(a)	65,039
	777	Riverbed Technology, Inc.(a)	44,709
	2,232	salesforce.com, Inc.(a)	259,068
	1,970	VeriFone Systems, Inc.(a)	66,645
			1,623,460
Computers & Peripherals 0.4%
	1,490	Cognizant Technology Solutions Corp. (Class A Stock)(a)	97,133
	10,366	Hewlett-Packard Co.	435,994
	1,575	QLogic Corp.(a)	27,673
			560,800
Construction
	202	Meritage Homes Corp.(a)	3,699
	975	MYR Group, Inc.(a)	15,200
	581	Texas Industries, Inc.	19,853

	255	URS Corp.(a)	9,927
			48,679
Consumer Finance 0.1%
	2,400	Capital One Financial Corp.	89,448
	950	First Cash Financial Services, Inc.(a)	27,617
			117,065
Consumer Products & Services 0.2%
	740	Avon Products, Inc.	22,533
	2,073	Lauder, (Estee) Cos., Inc. (The) (Class A Stock)	147,536
	203	Snap-on, Inc.	10,353
	239	Toro Co. (The)	13,566
	1,609	Vitamin Shoppe, Inc.(a)	44,746
	680	Whirlpool Corp.	51,564
			290,298
Containers & Packaging 0.1%
	1,725	Packaging Corp. of America	42,142
	1,350	Silgan Holdings, Inc.	45,562
			87,704
Distribution/Wholesale
	139	Watsco, Inc.	7,780
Diversified Financial Services 1.3%
	6,695	American Express Co.	277,575
	30,759	Bank of America Corp.	351,883
	2,820	Charles Schwab Corp. (The)	43,428
	43,353	Citigroup, Inc.(a)	180,782
	200	CME Group, Inc.	57,930
	900	IntercontinentalExchange, Inc.(a)	103,383
	16,918	JPMorgan Chase & Co.	636,624
	575	optionsXpress Holdings, Inc.(a)	9,183
			1,660,788
Diversified Telecommunication Services 0.5%
	10,013	AT&T, Inc.	285,370
	2,600	CenturyLink, Inc.	107,588
	7,259	Verizon Communications, Inc.	235,700
			628,658
Electric Utilities 0.8%
	3,890	AES Corp. (The)(a)	46,446
	7,576	American Electric Power Co., Inc.	283,645
	1,125	Cleco Corp.	35,179
	6,500	Edison International	239,850
	1,500	El Paso Electric Co.(a)	36,900
	4,800	Exelon Corp.	195,936
	1,400	NextEra Energy, Inc.	77,056
	3,759	Public Service Enterprise Group, Inc.	121,604
			1,036,616

Electrical Equipment 0.1%
	1,690	Emerson Electric Co.	92,781
	640	Energizer Holdings, Inc.(a)	47,859
			140,640
Electronic Components 0.2%
	2,670	Agilent Technologies, Inc.(a)	92,916
	362	Checkpoint Systems, Inc.(a)	7,964
	1,053	Coherent, Inc.(a)	44,184
	928	DTS, Inc.(a)	36,934
	622	FLIR Systems, Inc.(a)	17,316
	3,931	GrafTech International Ltd.(a)	64,744
	1,226	Universal Electronics, Inc.(a)	25,820
			289,878
Electronic Equipment & Instruments 0.1%
	175	Itron, Inc.(a)	10,635
	3,375	Tyco Electronics Ltd. (Switzerland)	106,920
			117,555
Electronics
	968	Gentex Corp.	19,341
Energy Equipment & Services 0.2%
	700	Cameron International Corp.(a)	30,625
	1,500	Diamond Offshore Drilling, Inc.	99,240
	1,710	Halliburton Co.	54,480
	800	Oil States International, Inc.(a)	40,896
	1,025	Unit Corp.(a)	40,211
			265,452
Engineering/Construction
	800	Fluor Corp.	38,552
Entertainment & Leisure 0.4%
	1,045	Bally Technologies, Inc.(a)	37,704
	4,635	Carnival Corp. (Panama)	200,093
	2,100	Hasbro, Inc.	97,125
	328	Life Time Fitness, Inc.(a)	11,851
	1,593	Pinnacle Entertainment, Inc.(a)	20,390
	2,560	Royal Caribbean Cruises Ltd. (Liberia)(a)	101,222
	3,111	Shuffle Master, Inc.(a)	29,275
			497,660
Environmental Control 0.1%
	780	Stericycle, Inc.(a)	55,957
	2,305	Waste Management, Inc.	82,335
			138,292
Exchange Traded Fund 0.1%
	1,250	iShares Russell 2000 Value Index Fund	80,475
Farming & Agriculture 0.5%
	640	Bunge Ltd. (Bermuda)	38,445

	10,135	Monsanto Co.	602,222
			640,667
Financial - Bank & Trust 0.1%
	698	Astoria Financial Corp.	8,669
	425	Bank of Hawaii Corp.	18,356
	13,211	KeyCorp	108,198
			135,223
Financial Services 0.8%
	387	Eaton Vance Corp.	11,134
	1,320	Franklin Resources, Inc.	151,404
	11,200	Itau Unibanco Holding SA, ADR (Brazil)	275,072
	467	Jefferies Group, Inc.	11,175
	495	Raymond James Financial, Inc.	13,969
	25,413	U.S. Bancorp	614,487
			1,077,241
Food & Staples Retailing 0.7%
	9,659	CVS Caremark Corp.	290,929
	8,000	Safeway, Inc.	183,200
	5,976	Wal-Mart Stores, Inc.	323,720
	1,270	Whole Foods Market, Inc.(a)	50,482
			848,331
Food Products 0.1%
	5,000	ConAgra Foods, Inc.	112,450
Foods 0.4%
	2,558	Dean Foods Co.(a)	26,603
	1,961	Kellogg Co.	98,560
	4,852	Kraft Foods, Inc. (Class A Stock)	156,574
	4,249	Nestle SA (Switzerland)	232,733
			514,470
Healthcare Equipment & Supplies 0.2%
	2,370	Baxter International, Inc.	120,633
	209	Cantel Medical Corp.	3,871
	719	Cutera, Inc.(a)	5,199
	210	MEDNAX, Inc.(a)	12,434
	1,300	Medtronic, Inc.	45,773
	582	Sirona Dental Systems, Inc.(a)	21,912
	600	Teleflex, Inc.	33,450
	1,216	Thoratec Corp.(a)	39,690
			282,962
Healthcare Products 0.3%
	1,368	Bruker Corp.(a)	20,506
	4,325	Covidien PLC (Ireland)	172,438
	1,990	Hospira, Inc.(a)	118,365
	400	West Pharmaceutical Services, Inc.	14,276
			325,585

Healthcare Providers & Services 0.1%
	3,400	Cardinal Health, Inc.	117,946
	938	Centene Corp.(a)	20,936
	1,300	CIGNA Corp.	45,747
			184,629
Healthcare Services 0.1%
	249	Amedisys, Inc.(a)	6,340
	326	AMERIGROUP Corp.(a)	13,604
	190	Covance, Inc.(a)	8,928
	669	Genoptix, Inc.(a)	11,386
	383	Healthways, Inc.(a)	4,014
	2,288	UnitedHealth Group, Inc.	82,482
			126,754
Hotels & Motels 0.2%
	271	Choice Hotels International, Inc.	10,306
	1,370	Marriott International, Inc. (Class A Stock)	50,759
	1,929	Wynn Resorts Ltd.	206,731
			267,796
Hotels, Restaurants & Leisure 0.9%
	1,380	BJ’s Restaurants, Inc.(a)	45,747
	225	Buffalo Wild Wings, Inc.(a)	10,582
	2,620	Las Vegas Sands Corp.(a)	120,206
	13,177	McDonald’s Corp.	1,024,775
	72	Orient-Express Hotels Ltd. (Class A Stock) (Bermuda)(a)	911
			1,202,221
Household Durables
	400	Fortune Brands, Inc.	21,620
Household Products 0.2%
	3,461	Kimberly-Clark Corp.	219,220
Household/Personal Care
	190	Colgate-Palmolive Co.	14,653
Industrial Conglomerates 0.2%
	1,980	3M Co.	166,755
	3,663	Tyco International Ltd. (Switzerland)	140,220
			306,975
Insurance 1.3%
	3,007	Aflac, Inc.	168,061
	7,700	Allstate Corp. (The)	234,773
	650	Aspen Insurance Holdings Ltd. (Bermuda)	18,440
	5,775	CNO Financial Group, Inc.(a)	31,416
	334	Delphi Financial Group, Inc. (Class A Stock)	9,041
	6,800	Genworth Financial, Inc. (Class A Stock)(a)	77,112
	1,175	Hanover Insurance Group, Inc. (The)	53,169
	1,587	HCC Insurance Holdings, Inc.	42,024
	6,591	Lincoln National Corp.	161,348
	1,300	Loews Corp.	51,324

	1,900	Marsh & McLennan Cos., Inc.	47,462
	9,996	MetLife, Inc.	403,139
	1,340	MGIC Investment Corp.(a)	11,819
	490	Protective Life Corp.	11,745
	267	Reinsurance Group of America, Inc.	13,369
	268	State Auto Financial Corp.	4,197
	1,200	Tower Group, Inc.	29,136
	3,644	Travelers Cos., Inc. (The)	201,149
	250	United Fire & Casualty Co.	5,007
	1,100	Unum Group	24,662
	4,800	XL Group PLC (Ireland)	101,520
			1,699,913
Internet & Catalog Retail 0.8%
	4,161	Amazon.com, Inc.(a)	687,148
	825	priceline.com, Inc.(a)	310,868
			998,016
Internet Services 0.1%
	323	Digital River, Inc.(a)	12,035
	719	Monster Worldwide, Inc.(a)	12,985
	2,889	TIBCO Software, Inc.(a)	55,527
			80,547
Internet Software & Services 1.3%
	6,082	Baidu, Inc., ADR (Cayman Islands)(a)	669,081
	30,121	Oracle Corp.	885,557
	3,830	VeriSign, Inc.(a)	133,093
			1,687,731
IT Services 0.5%
	675	CACI International, Inc. (Class A Stock)(a)	33,831
	4,356	International Business Machines Corp.	625,522
	1,504	SRA International, Inc. (Class A Stock)(a)	30,095
			689,448
Life Science Tools & Services 0.2%
	3,887	Thermo Fisher Scientific, Inc.(a)	199,870
Machinery 0.5%
	1,775	Actuant Corp. (Class A Stock)	39,884
	1,451	Bucyrus International, Inc.	98,900
	981	Caterpillar, Inc.	77,107
	2,260	Cummins, Inc.	199,106
	375	Lincoln Electric Holdings, Inc.	22,410
	3,571	PACCAR, Inc.	183,049
	550	Regal-Beloit Corp.	31,741
	475	Valmont Industries, Inc.	37,454
			689,651
Manufacturing 0.8%
	14,789	Danaher Corp.	641,251
	1,553	Eaton Corp.	137,953

	12,191	General Electric Co.	195,300
	283	Harsco Corp.	6,560
	1,130	Honeywell International, Inc.	53,234
			1,034,298
Media 0.9%
	3,100	CBS Corp. (Class B Stock)	52,483
	6,700	Comcast Corp. (Special Class A Stock)	129,511
	8,473	DIRECTV (Class A Stock)(a)	368,237
	3,130	Discovery Communications, Inc. (Class A Stock)(a)	139,629
	1,307	Time Warner Cable, Inc.	75,636
	5,000	Time Warner, Inc.	162,550
	850	Valassis Communications, Inc.(a)	28,050
	5,148	Walt Disney Co. (The)	185,894
	725	Wiley, (John) & Sons, Inc. (Class A Stock)	31,291
			1,173,281
Medical Supplies & Equipment 0.1%
	580	Henry Schein, Inc.(a)	32,567
	303	Quality Systems, Inc.	19,471
	1,030	St. Jude Medical, Inc.(a)	39,449
	563	Vital Images, Inc.(a)	7,488
			98,975
Metals & Mining 1.2%
	1,798	BHP Billiton Ltd., ADR (Australia)	148,497
	6,288	BHP Billiton PLC, ADR (United Kingdom)	445,190
	3,761	Freeport-McMoRan Copper & Gold, Inc.	356,092
	795	Northwest Pipe Co.(a)	14,962
	3,628	Peabody Energy Corp.	191,921
	2,050	Precision Castparts Corp.	279,989
	2,525	Thompson Creek Metals Co., Inc. (Canada)(a)	30,401
	376	Timken Co.	15,574
	947	Titanium Metals Corp.(a)	18,618
	1,765	United States Steel Corp.	75,524
			1,576,768
Multi-Line Retail 0.1%
	4,400	JC Penney Co., Inc.	137,192
Multi-Utilities 0.2%
	1,100	Dominion Resources, Inc.	47,806
	775	NorthWestern Corp.	23,072
	2,451	Sempra Energy	131,079
			201,957
Office Electronics 0.1%
	9,300	Xerox Corp.	108,810
Oil, Gas & Consumable Fuels 3.1%
	7,247	Anadarko Petroleum Corp.	446,198
	3,968	Apache Corp.	400,847
	2,255	Brigham Exploration Co.(a)	47,558
	446	Cabot Oil & Gas Corp.	12,925

	4,800	Chesapeake Energy Corp.	104,160
	2,500	Chevron Corp.	206,525
	9,913	ConocoPhillips	588,832
	200	Core Laboratories NV (Netherlands)	15,554
	4,154	EOG Resources, Inc.	397,621
	3,121	Exxon Mobil Corp.	207,453
	3,089	Hess Corp.	194,700
	1,486	Lufkin Industries, Inc.	72,591
	4,200	Marathon Oil Corp.	149,394
	300	Noble Energy, Inc.	24,444
	2,960	Oasis Petroleum, Inc.(a)	62,959
	4,396	Occidental Petroleum Corp.	345,658
	225	ONEOK, Inc.	11,210
	1,625	Resolute Energy Corp.(a)	19,516
	3,400	Royal Dutch Shell PLC (Class B Stock), ADR (United Kingdom)	218,688
	4,590	Schlumberger Ltd. (Netherlands)	320,795
	259	South Jersey Industries, Inc.	13,043
	800	Southwestern Energy Co.(a)	27,072
	332	Swift Energy Co.(a)	10,574
	2,600	Valero Energy Corp.	46,670
	326	WGL Holdings, Inc.	12,567
			3,957,554
Paper & Forest Products
	1,125	Louisiana-Pacific Corp.(a)	8,708
Pharmaceuticals 2.2%
	7,929	Abbott Laboratories	406,916
	1,310	Allergan, Inc.	94,857
	1,416	American Medical Systems Holdings, Inc.(a)	28,603
	1,010	BioMarin Pharmaceutical, Inc.(a)	26,422
	2,330	Celgene Corp.(a)	144,623
	7,000	Eli Lilly & Co.	246,400
	310	Express Scripts, Inc.(a)	15,041
	365	Herbalife Ltd. (Cayman Islands)	23,309
	7,317	Johnson & Johnson	465,874
	2,908	Mead Johnson Nutrition Co.	171,049
	17,401	Merck & Co., Inc.	631,308
	31,263	Pfizer, Inc.	543,976
	442	Regeneron Pharmaceuticals, Inc.(a)	11,527
	299	Salix Pharmaceuticals Ltd.(a)	11,311
	710	Teva Pharmaceutical Industries Ltd., ADR (Israel)	36,849
			2,858,065
Professional Services
	923	Duff & Phelps Corp. (Class A Stock)	12,867
	850	Towers Watson & Co. (Class A Stock)	43,707
			56,574
Real Estate Investment Trusts 0.5%
	8,700	Annaly Capital Management, Inc.	154,077
	976	AvalonBay Communities, Inc.	103,759
	817	Boston Properties, Inc.	70,417
	2,045	DiamondRock Hospitality Co.(a)	21,636
	368	DuPont Fabros Technology, Inc.	9,237

	360	First Potomac Realty Trust	5,933
	1,100	Government Properties Income Trust	29,359
	550	Kilroy Realty Corp.	18,793
	875	LaSalle Hotel Properties	20,729
	1,043	Medical Properties Trust, Inc.	11,671
	275	Mid-America Apartment Communities, Inc.	16,783
	1,056	Redwood Trust, Inc.	14,974
	600	Simon Property Group, Inc.	57,612
	1,144	Vornado Realty Trust	99,974
			634,954
Retail & Merchandising 1.7%
	1,420	Abercrombie & Fitch Co. (Class A Stock)	60,861
	3,538	Best Buy Co., Inc.	152,063
	300	Brinker International, Inc.	5,562
	1,399	Cash America International, Inc.	49,287
	2,528	Chico’s FAS, Inc.	24,572
	1,170	Costco Wholesale Corp.	73,441
	1,871	Genesco, Inc.(a)	61,294
	2,690	Kohl’s Corp.(a)	137,728
	5,010	Nordstrom, Inc.	192,935
	900	PetSmart, Inc.	33,687
	381	Sonic Corp.(a)	3,383
	5,789	Staples, Inc.	118,501
	3,635	Target Corp.	188,802
	3,982	Tiffany & Co.	211,046
	8,302	TJX Cos., Inc. (The)	380,979
	3,090	Walgreen Co.	104,689
	6,750	Yum! Brands, Inc.	334,530
			2,133,360
Road & Rail
	710	Landstar System, Inc.	26,710
Savings & Loan
	2,262	Northwest Bancshares, Inc.	25,651
Semiconductors 0.6%
	7,933	Broadcom Corp. (Class A Stock)	323,190
	5,478	Intel Corp.	109,943
	300	International Rectifier Corp.(a)	6,969
	720	Netlogic Microsystems, Inc.(a)	21,643
	611	OYO Geospace Corp.(a)	37,033
	1,315	Rovi Corp.(a)	66,605
	698	Rubicon Technology, Inc.(a)	16,138
	700	Silicon Laboratories, Inc.(a)	27,930
	1,325	Skyworks Solutions, Inc.(a)	30,356
	1,503	Teradyne, Inc.(a)	16,894
	2,525	TriQuint Semiconductor, Inc.(a)	26,007
	770	Varian Semiconductor Equipment Associates, Inc.(a)	25,156
	626	Veeco Instruments, Inc.(a)	26,198
			734,062
Software 0.9%
	878	ANSYS, Inc.(a)	39,730

	9,764	CA, Inc.	226,623
	680	Cerner Corp.(a)	59,724
	3,900	Intuit, Inc.(a)	187,200
	1,093	MedAssets, Inc.(a)	20,264
	17,856	Microsoft Corp.	475,684
	566	Progress Software Corp.(a)	21,151
	1,070	Red Hat, Inc.(a)	45,218
	850	Tyler Technologies, Inc.(a)	17,349
			1,092,943
Specialty Retail 0.3%
	1,446	Aaron’s, Inc.	27,271
	9,000	Gap, Inc. (The)	171,090
	2,852	Home Depot, Inc. (The)	88,070
	5,200	Limited Brands, Inc.	152,828
			439,259
Telecommunications 1.3%
	6,837	American Tower Corp. (Class A Stock)(a)	352,858
	926	Arris Group, Inc.(a)	8,621
	33,353	Cisco Systems, Inc.(a)	761,449
	1,972	Crown Castle International Corp.(a)	85,033
	1,390	EMS Technologies, Inc.(a)	24,798
	4,750	Ericsson, L.M. Telefonaktiebolaget, ADR (Sweden)	52,202
	1,460	Juniper Networks, Inc.(a)	47,289
	468	NICE Systems Ltd., ADR (Israel)(a)	15,673
	3,190	QUALCOMM, Inc.	143,965
	3,596	Rogers Communications, Inc. (Class B Stock) (Canada)	131,074
	251	SBA Communications Corp. (Class A Stock)(a)	9,854
			1,632,816
Textiles, Apparel & Luxury Goods 0.6%
	1,100	Jones Group, Inc. (The)	15,906
	6,967	NIKE, Inc. (Class B Stock)	567,392
	2,434	Phillips-Van Heusen Corp.	149,302
	572	Steven Madden Ltd.(a)	24,196
	1,000	Wolverine World Wide, Inc.	29,120
			785,916
Thrifts & Mortgage Finance
	1,975	Washington Federal, Inc.	29,684
Tobacco 0.3%
	4,200	Altria Group, Inc.	106,764
	5,220	Philip Morris International, Inc.	305,370
			412,134
Trading Companies & Distributors
	1,125	WESCO International, Inc.(a)	48,173
Transportation 0.7%
	100	Bristow Group, Inc.(a)	3,878
	9,440	Union Pacific Corp.	827,699

	1,080	United Parcel Service, Inc. (Class B Stock)	72,727
			904,304
Utilities 0.1%
	2,615	PG&E Corp.	125,049
Wireless Telecommunication Services 0.2%
	2,380	NII Holdings, Inc.(a)	99,508
	1,025	Syniverse Holdings, Inc.(a)	31,252
	6,000	Vodafone Group PLC, ADR (United Kingdom)	165,060
			295,820
		TOTAL COMMON STOCKS (cost $39,829,955)	51,081,622
PREFERRED STOCK 0.1%
Commercial Banks
	2,650	Wells Fargo & Co., Series J, 8.00%(a) (cost $50,782)	71,576
Moody’s Ratings†	Principal Amount (000)#
ASSET-BACKED SECURITIES 1.7%
Aaa	$305	Asset Backed Funding Certificates, Series 2004-OPT5, Class A1 0.606%(b), 06/25/34	246,137
AAA(c)	EUR 404	Magnolia Funding Ltd., Series 2010-1A, Class A1, 144A 3.00%, 04/20/17	561,056
C	90	Merrill Lynch Mortgage Investors, Inc., Series 2006-RM5, Class A2A 0.316%(b), 10/25/37	24,109
Aaa	1,261	SLM Student Loan Trust, Series 2008-9, Class A 1.788%(b), 04/25/23	1,304,534
Caa3	59	Soundview Home Equity Loan Trust, Series 2006-NLC1, Class A1, 144A 0.316%(b), 11/25/36	27,494
Aaa	24	Structured Asset Securities Corp., Series 2006-BC3, Class A2 0.306%(b), 10/25/36	23,491
		TOTAL ASSET-BACKED SECURITIES (cost $2,276,209)	2,186,821
BANK LOANS(b)(f) 0.8%
B2	1,261	TXU Corp., Term B3 3.756%, 10/10/14	988,662

B2	3	3.789%, 10/10/14	2,555
		TOTAL BANK LOANS (cost $1,208,916)	991,217
CORPORATE BONDS 25.0%
Airlines 0.2%
Ba2	300	Continental Airlines, Inc., Sr. Sec’d. Notes, 144A 6.75%, 09/15/15	312,375
Automobile Manufacturers 0.2%
A3	200	Daimler Finance North America LLC, Gtd. Notes, MTN 5.75%, 09/08/11	208,208
Building & Construction 0.5%
Ba3	600	Urbi Desarrollos Urbanos Sab de CV, Gtd. Notes, 144A (Mexico) 9.50%, 01/21/20	699,000
Capital Markets 1.1%
A1	AUD 1,500	Goldman Sachs Group, Inc. (The), Sr. Unsec’d. Notes 5.313%(b), 04/12/16	1,355,714
Diversified Financial Services 3.6%
Baa1	200	AK Transneft OJSC Via TransCapitalInvest Ltd., Sec’d. Notes (Ireland) 8.70%, 08/07/18	251,500
A3	1,500	Citigroup, Inc., Sr. Unsec’d. Notes 5.50%, 04/11/13	1,624,005
Ba2	200	Ford Motor Credit Co. LLC, Sr. Unsec’d. Notes 5.625%, 09/15/15	212,169
Ba2	500	7.00%, 10/01/13	545,386
Aa1	GBP 100	General Electric Capital Corp., Sub. Notes, 144A 6.50%(b), 09/15/67	149,019
Ba3	700	International Lease Finance Corp., Sr. Sec’d. Notes, 144A 7.125%, 09/01/18	770,000
Aa3	1,100	JPMorgan Chase & Co., Sr. Unsec’d. Notes 4.25%, 10/15/20	1,108,025
			4,660,104
Electric Utilities 0.9%
Baa1	1,000	Ameren Illinois Co., Sr. Sec’d. Notes 6.25%, 04/01/18	1,145,530
Financial - Bank & Trust 4.5%
Aa3	100	Abbey National Treasury Services PLC, Bank Gtd. Notes, 144A (United Kingdom) 3.875%, 11/10/14	103,167
Baa1	1,600	Barclays Bank PLC, Sub. Notes, 144A (United Kingdom) 6.05%, 12/04/17	1,751,091
Aa3	2,000	Deutsche Bank AG, Sr. Unsec’d. Notes, MTN (Germany) 4.875%, 05/20/13	2,174,804
Aaa	100	ING Bank NV, Gov’t. Liquid Gtd. Notes, 144A (Netherlands) 3.90%, 03/19/14	109,455
Aa3	700	Lloyds TSB Bank PLC, (United Kingdom) Bank Gtd. Notes, 144A, MTN 4.375%, 01/12/15	733,903
Ba1	800	Jr. Sub. Notes, 144A 12.00%(b), 12/29/49	953,283
			5,825,703

Financial Services 2.8%
B3	800	Ally Financial, Inc., Gtd. Notes, 144A 8.00%, 03/15/20	884,000
NR	500	Lehman Brothers Holdings, Inc.,(e) Sr. Unsec’d. Notes, MTN 5.625%, 01/24/13	111,875
NR	400	6.875%, 05/02/18	91,500
A2	1,000	Merrill Lynch & Co., Inc., Notes, MTN 6.875%, 04/25/18	1,122,354
Baa2	600	TNK-BP Finance SA, Gtd. Notes (Luxembourg) 6.625%, 03/20/17	638,250
Aa3	400	UBS AG, (Switzerland) Sr. Unsec’d. Notes 4.875%, 08/04/20	428,857
Aa3	300	Sr. Unsec’d. Notes, MTN 1.439%(b), 02/23/12	302,365
			3,579,201
Food Products 0.6%
Baa2	700	WM Wrigley Jr. Co., Sec’d. Notes, 144A 2.45%, 06/28/12	707,069
Healthcare Providers & Services 0.4%
Baa3	500	Cardinal Health, Inc., Sr. Unsec’d. Notes 6.00%, 06/15/17	568,054
Hotels & Motels 0.9%
Baa2	1,000	Marriott International, Inc., Sr. Unsec’d. Notes 6.375%, 06/15/17	1,135,687
Insurance 0.5%
A3	600	American International Group, Inc., Sr. Unsec’d. Notes, MTN 5.85%, 01/16/18	634,500
IT Services 0.4%
A2	500	Electronic Data Systems LLC, Sr. Unsec’d. Notes 6.00%, 08/01/13	567,774
Lodging 0.6%
Baa2	700	Hyatt Hotels Corp., Sr. Unsec’d. Notes, 144A 5.75%, 08/15/15	757,553
Medical Supplies & Equipment 0.4%
B2	500	HCA, Inc., Sec’d. Notes 9.25%, 11/15/16	541,250
Metals & Mining 1.4%
Ba1	600	CSN Resources SA, Gtd. Notes, 144A (Luxembourg) 6.50%, 07/21/20	648,750
Baa2	1,000	Spectra Energy Capital LLC, Gtd. Notes 6.20%, 04/15/18	1,154,579
			1,803,329
Oil, Gas & Consumable Fuels 2.0%
A2	400	BP Capital Markets PLC, Gtd. Notes (United Kingdom) 3.125%, 10/01/15	410,521

A2	300	4.50%, 10/01/20	310,748
Baa1	700	Gazprom Via Gaz Capital SA, Sr. Unsec’d. Notes (Luxembourg) 9.25%, 04/23/19	868,000
Ba1	135	Petroleum Export Ltd., Sr. Sec’d. Notes, 144A (Cayman Islands) 5.265%, 06/15/11	134,534
Ba1	700	Pride International, Inc., Sr. Unsec’d. Notes 7.875%, 08/15/40	798,000
			2,521,803
Telecommunications 1.7%
Baa3	900	Embarq Corp., Sr. Unsec’d. Notes 6.738%, 06/01/13	988,633
Baa3	1,000	Qwest Corp., Sr. Unsec’d. Notes 7.625%, 06/15/15	1,152,500
			2,141,133
Tobacco Products 0.6%
Baa1	700	Altria Group, Inc., Gtd. Notes 4.125%, 09/11/15	755,956
Transportation 1.7%
Baa3	2,000	Con-Way, Inc., Sr. Unsec’d. Notes 7.25%, 01/15/18	2,233,786
		TOTAL CORPORATE BONDS (cost $30,145,105)	32,153,729
FOREIGN GOVERNMENT BONDS 2.3%
Aaa	AUD 1,500	Australia Government, Sr. Unsec’d. Notes (Australia) 4.75%, 06/15/16	1,446,473
Aaa	AUD    400	6.00%, 02/15/17	410,242
Aaa	CAD    200	Canadian Government, Notes (Canada) 1.50%, 03/01/12	196,672
Ba2	BRL  1,300	Republic of Brazil, Sr. Unsec’d. Notes (Brazil) 12.50%, 01/05/22	923,602
		TOTAL FOREIGN GOVERNMENT BONDS (cost $2,661,460)	2,976,989
MUNICIPAL BONDS 2.9%
California 0.9%
Aa3	400	California State Public Works Board Lease Revenue, Revenue Bonds 7.804%, 03/01/35	413,920
Aa2	700	Los Angeles Unified School District, Series A-1, General Obligation Bonds 4.50%, 07/01/25	708,400
			1,122,320
Illinois 1.2%
Aa3	200	Chicago Transit Authority, Series A, Revenue Bonds 6.899%, 12/01/40	208,234
Aa3	300	Series B, Revenue Bonds 6.899%, 12/01/40	312,351

A1	1,000	State of Illinois, General Obligation Bonds 2.766%, 01/01/12	1,007,700
			1,528,285
Texas 0.8%
AAA(c)	300	Dallas County Hospital District, Series B, General Obligation Bonds 6.171%, 08/15/34	316,968
Aaa	700	Texas State Transportation Commission, Series B Revenue Bonds 5.178%, 04/01/30	722,442
			1,039,410
		TOTAL MUNICIPAL BONDS (cost $3,520,457)	3,690,015
RESIDENTIAL MORTGAGE-BACKED SECURITIES 2.4%
Ba2	322	American Home Mortgage Assets, Series 2006-1, Class 2A1 0.446%(b), 05/25/46	176,343
CCC(c)	158	Bear Stearns Adjustable Rate Mortgage Trust, Series 2007-3, Class 1A1 5.347%(b), 05/25/47	121,072
Caa1	167	Bear Stearns ALT-A Trust, Series 2005-4, Class 23A2 2.879%(b), 05/25/35	142,128
Caa3	346	Countrywide Alternative Loan Trust, Series 2006-OA9, Class 2A1A 0.466%(b), 07/20/46	157,788
Aaa	16	Fannie Mae, Series 1992-146, Class PZ 8.00%, 08/25/22	19,453
Aaa	58	FHLMC, Series 41, Class F 10.00%, 05/15/20	64,566
Aaa	481	FHLMC Structured Pass-Through Securities, Series T-61, Class 1A1 1.77%(b), 07/25/44	483,774
Aaa	223	GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 2.895%(b), 09/25/35	213,853
Caa1	780	Series 2006-OA1, Class 2A2 0.516%(b), 08/25/46	119,102
Caa1	633	Homebanc Mortgage Trust, Series 2006-1, Class 4A1 5.803%(b), 04/25/37	549,181
AAA(c)	115	Vendee Mortgage Trust, Series 2000-1, Class 1A 6.816%(b), 01/15/30	131,515
Aaa	561	Washington Mutual Mortgage Pass-Through Certificates, Series 2003-R1, Class A1 0.796%(b), 12/25/27	493,175
NR	574	Series 2003-R1, Class X, IO, 144A 12.017%(d), 12/25/27	31,588
A1	337	Series 2006-AR15, Class 2A 1.853%(b), 11/25/46	232,823
B3	332	Series 2007-OA2, Class 1A 1.053%(b), 03/25/47	204,816

		TOTAL RESIDENTIAL MORTGAGE-BACKED SECURITIES (cost $3,663,476)	3,141,177
U.S. GOVERNMENT MORTGAGE-BACKED OBLIGATIONS 19.3%
		Federal Home Loan Mortgage Corp.
	8	2.661%(b), 08/01/23	8,616
	299	2.752%(b), 03/01/36	313,355
	160	5.50%, 01/01/38	172,433
		Federal National Mortgage Assoc.
	491	3.058%(b), 06/01/35	516,675
	2,000	3.50%, TBA	2,013,438
	1,995	4.00%, 09/01/40	2,058,677
	3,000	4.00%, TBA	3,142,500
	9,000	4.00%, TBA	9,278,442
	51	4.111%(b), 05/01/36	51,455
	927	4.50%, 06/01/39	974,149
	1,000	4.50%, TBA	1,057,500
	4,000	4.50%, TBA	4,198,752
	51	5.00%, 06/01/23	54,414
	712	5.50%, 12/01/36-06/01/38	765,256
	77	7.50%, 01/01/32	88,321
		Government National Mortgage Assoc.
	5	3.625%(b), 09/20/22	5,433
	37	4.50%, 08/15/33-09/15/33	39,679
	43	8.50%, 02/20/30-06/15/30	52,456
		TOTAL U.S. GOVERNMENT MORTGAGE-BACKED OBLIGATIONS (cost $24,623,138)	24,791,551
U.S. TREASURY OBLIGATIONS 5.2%
		U.S. Treasury Bonds
	100	4.25%, 05/15/39	104,375
	600	4.375%, 02/15/38-11/15/39	639,469
	300	4.50%, 02/15/36	328,500
	500	4.625%, 02/15/40(g)	554,844
	400	7.125%, 02/15/23	570,375
	100	7.50%, 11/15/24	149,047
	36	8.125%, 05/15/21(g)	53,887
		U.S. Treasury Inflationary Indexed Bonds, TIPS(h)
	2,700	1.25%, 07/15/20	2,902,206
		U.S. Treasury Notes
	200	1.875%, 09/30/17	199,938
	700	2.75%, 05/31/17	742,055
	200	3.375%, 11/15/19	214,672

	200	3.75%, 11/15/18		223,062
		TOTAL U.S. TREASURY OBLIGATIONS (cost $6,462,679)		6,682,430
		TOTAL LONG-TERM INVESTMENTS (cost $114,442,177)		127,767,127
	Shares
SHORT-TERM INVESTMENTS 15.9%
AFFILIATED MONEY MARKET MUTUAL FUND 2.5%
	3,243,025	Prudential Investment Portfolios 2 - Prudential Core Taxable Money Market Fund(i) (cost $3,243,025)		3,243,025
	Principal Amount (000)#
REPURCHASE AGREEMENTS(j) 13.4%
	$7,400	Barclays Capital, Inc., 0.24%, dated 10/29/10, due 11/01/10 in the amount of $7,400,148.		7,400,000
	2,500	Credit Suisse Securities (USA) LLC, 0.23%, dated 10/29/10, due 11/01/10 in the amount of $2,500,048.		2,500,000
	7,400	JPMorgan Securities LLC, 0.23%, dated 10/29/10, due 11/01/10 in the amount of $7,400,142.		7,400,000
		TOTAL REPURCHASE AGREEMENTS (cost $17,300,000)		17,300,000
		TOTAL SHORT-TERM INVESTMENTS (cost $20,543,025)		20,543,025
		TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN(k)—115.4% (cost $134,985,202)(l)		148,310,152
	Notional Amount (000)#		Counterparty
OPTIONS WRITTEN(a)(m)
Call Options
	700	5 Year CDX North America IG 14, expiring 12/15/10, Strike Price $0.90	Credit Suisse First Boston Corp.	(2,025)
	1,400	expiring 12/15/10, Strike Price $0.90	Morgan Stanley	(4,819)
	EUR 1,100	5 Year iTraxx Europe Series 13, expiring 12/15/10, Strike Price $0.90	Morgan Stanley	(3,719)
	1,000	10 Year U.S. Treasury Note Futures, expiring 11/26/10, Strike Price $129.00		(1,562)
	1,600	Option on forward 2 year swap rate, expiring 11/14/11, Strike Price $1.90	Morgan Stanley	(16,779)
				(28,904)
Put Options
	700	5 Year CDX North America IG 14, expiring 12/15/10, Strike Price $1.50	Credit Suisse First Boston Corp.	(78)
	1,400	expiring 12/15/10, Strike Price $1.50	Morgan Stanley	(177)
	EUR 1,100	5 Year iTraxx Europe Series 13, expiring 12/15/10, Strike Price $1.60	Morgan Stanley	(431)

1,000	10 Year U.S. Treasury Note Futures, expiring 11/26/10, Strike Price $125.00		(5,000)
	Interest Rate Swap Options,
700	Receive a fixed rate of 2.75% and pay a floating rate based on 3-month LIBOR, expiring 06/18/12	Deutsche Bank	(2,978)
1,200	Receive a fixed rate of 3.00% and pay a floating rate based on 3-month LIBOR, expiring 06/18/12	Barclays Capital Group	(3,980)
500	Receive a fixed rate of 3.00% and pay a floating rate based on 3-month LIBOR, expiring 06/18/12	Bank of America	(1,658)
800	Receive a fixed rate of 3.00% and pay a floating rate based on 3-month LIBOR, expiring 06/18/12	Citigroup Global Markets	(2,654)
1,200	Receive a fixed rate of 10.00% and pay a floating rate based on 3-month LIBOR, expiring 07/10/12	Morgan Stanley	(266)
1,400	Receive a fixed rate of 2.25% and pay a floating rate based on 3-month LIBOR, expiring 09/24/12	Bank of America	(6,048)
1,300	Receive a fixed rate of 2.25% and pay a floating rate based on 3-month LIBOR, expiring 09/24/12	Citigroup Global Markets	(5,616)
500	Receive a fixed rate of 2.25% and pay a floating rate based on 3-month LIBOR, expiring 09/24/12	Morgan Stanley	(2,160)
500	Receive a fixed rate of 2.25% and pay a floating rate based on 3-month LIBOR, expiring 09/24/12	UBS Securities	(2,160)
			(33,206)
	TOTAL OPTIONS WRITTEN (premiums received $108,519)		(62,110)
	TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN — 115.4% (cost $134,876,683)		148,248,042
	Other liabilities in excess of other assets(n) — (15.4)%		(19,808,140)
	NET ASSETS — 100%		$128,439,902

The following abbreviations are used in the Portfolio descriptions:

144A Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. Unless otherwise noted, 144A securities are deemed to be liquid.

ADR American Depositary Receipt

FHLMC Federal Home Loan Mortgage Corporation

IO Interest Only Securitiy

MTN Medium Term Note

NR Not Rated by Moody’s or Standard & Poor’s

TBA To Be Announced

TIPS Treasury Inflation Protected Securities

AUD Australian Dollar

BRL Brazilian Real

CAD Canadian Dollar

CNY Chinese Yuan

EUR Euro

GBP British Pound

INR Indian Rupee

JPY Japanese Yen

KRW South Korean Won

SGD Singapore Dollar

TWD New Taiwanese Dollar

† The ratings reflected are as of October 31, 2010. Ratings of certain bonds may have changed subsequent to that date.

# Principal and notional amount is shown in U.S. dollars unless otherwise stated.

(a) Non-income producing security.

(b) Variable rate instrument. The interest rate shown reflects the rate in effect at October 31, 2010.

(c) Standard & Poor’s rating.

(d) Represents zero coupon bond or step coupon bond. Rate quoted represents effective yield at October 31, 2010.

(e) Represents issuer in default on interest payments. Non-income producing security.

(f) Indicates a security that has been deemed illiquid.

(g) Represents security, or a portion thereof, segregated as collateral for futures contracts.

(h) Represents security, or a portion thereof, segregated as collateral for swap agreements.

(i) Prudential Investments LLC, the manager of the Fund, also serves as manager of the Prudential Investment Portfolios 2—Prudential Core Taxable Money Market Fund.

(j) Repurchase agreement is collateralized by United States Treasuries or federal agency obligations.

(k) As of October 31, 2010, 1 security representing $31,588 and 0.0% of the total market value was fair valued in accordance with the policies adopted by the Board of Directors.

(l) The United States federal income tax basis of the Portfolio’s investments was $138,807,926; accordingly, net unrealized appreciation on investments for federal income tax purposes was $9,502,226 (gross unrealized appreciation $11,575,597; gross unrealized depreciation $2,073,371). The difference between book and tax basis is primarily attributable to deferred losses on wash sales and straddles as of the most recent fiscal year end.

(m) The amount represents fair value of derivative instruments subject to interest rate contracts risk exposure of $(50,861) and credit contracts risk exposure of $(11,249) as of October 31, 2010.

(n) Other liabilities in excess of other assets includes net unrealized appreciation (depreciation) on futures contracts, forward foreign currency exchange contracts, interest rate swap agreements and credit defalut swap agreements as follows:

Futures contracts open at October 31, 2010:

Number of Contracts	Type	Expiration Date	Value at Trade Date		Value at October 31, 2010		Unrealized Depreciation(1)
	Long Positions:
14	90 Day Euro EURIBOR	Jun. 2011	$	4,811,688	$	4,806,051	$	(5,637	)
6	10 Year Euro-Bund	Dec. 2010		1,100,391		1,079,180		(21,211	)
							$	(26,848	)

⁽¹⁾ The amount represents fair value of derivative instruments subject to interest rate contracts risk exposure as of October 31, 2010.

Forward foreign currency exchange contracts outstanding at October 31, 2010:

Purchase Contracts	Counterparty	Notional Amount (000)			Value at Settlement Date Payable		Current Value		Unrealized Appreciation (Depreciation)(1)
Brazilian Real,
Expiring 12/02/10	Citigroup Global Markets		BRL	1,297	$	774,993	$	757,427	$	(17,566	)
Canadian Dollar,
Expiring 11/18/10	Barclays Capital Group		CAD	204		198,357		199,928		1,571
Expiring 11/18/10	UBS Securities		CAD	63		61,201		61,743		542
Chinese Yuan,
Expiring 11/17/10	Deutsche Bank		CNY	4,180		629,846		626,872		(2,974	)
Expiring 11/17/10	Goldman Sachs & Co.		CNY	1,937		292,000		290,402		(1,598	)
Expiring 11/23/10	Bank of America		CNY	4,562		686,075		684,145		(1,930	)
Expiring 11/23/10	Barclays Capital Group		CNY	305		46,000		45,736		(264	)

Expiring 04/07/11	JPMorgan Chase	CNY	27	4,000	4,011	11
Expiring 04/28/11	Citigroup Global Markets	CNY	132	20,000	20,030	30
Expiring 04/28/11	JPMorgan Chase	CNY	159	24,000	24,040	40
Expiring 06/15/11	Hong Kong & Shanghai Bank	CNY	718	108,000	109,060	1,060
Expiring 09/14/11	Citigroup Global Markets	CNY	239	36,000	36,504	504
Expiring 09/14/11	Royal Bank of Scotland	CNY	146	22,000	22,274	274
Expiring 09/14/11	UBS Securities	CNY	358	54,000	54,673	673
Expiring 11/04/11	Deutsche Bank	CNY	383	60,000	58,707	(1,293	)
Expiring 11/15/11	Deutsche Bank	CNY	497	75,000	76,186	1,186
Expiring 02/13/12	Barclays Capital Group	CNY	2,524	392,329	390,443	(1,886	)
Expiring 02/13/12	Barclays Capital Group	CNY	701	108,709	108,439	(270	)
Expiring 02/13/12	Citigroup Global Markets	CNY	2,072	322,420	320,521	(1,899	)
Expiring 02/13/12	Citigroup Global Markets	CNY	1,458	226,525	225,594	(931	)
Expiring 02/13/12	Citigroup Global Markets	CNY	668	103,591	103,318	(273	)
Expiring 02/13/12	Deutsche Bank	CNY	664	103,102	102,766	(336	)
Expiring 02/13/12	Deutsche Bank	CNY	639	99,178	98,862	(316	)
Expiring 02/13/12	JPMorgan Chase	CNY	810	126,000	125,355	(645	)
Expiring 02/13/12	JPMorgan Chase	CNY	676	104,910	104,576	(334	)
Expiring 02/13/12	UBS Securities	CNY	534	82,867	82,552	(315	)
Euro,
Expiring 11/23/10	Barclays Capital Group	EUR	117	154,933	162,794	7,861
Indian Rupee,
Expiring 01/12/11	Barclays Capital Group	INR	1,315	28,000	29,175	1,175
Expiring 01/12/11	Hong Kong & Shanghai Bank	INR	6,299	134,000	139,710	5,710
Expiring 01/12/11	Morgan Stanley	INR	2,302	49,000	51,055	2,055
New Taiwanese Dollar,
Expiring 01/14/11	Deutsche Bank	TWD	1,476	47,713	48,268	555
Expiring 01/14/11	Deutsche Bank	TWD	449	14,278	14,699	421
Expiring 01/14/11	JPMorgan Chase	TWD	1,179	37,334	38,555	1,221

Expiring 01/14/11	Morgan Stanley	TWD	1,815	57,757	59,354	1,597
Expiring 01/14/11	UBS Securities	TWD	983	31,014	32,146	1,132
Singapore Dollar,
Expiring 11/12/10	Citigroup Global Markets	SGD	132	100,000	101,786	1,786
Expiring 11/12/10	Credit Suisse First Boston Corp.	SGD	79	60,000	60,983	983
Expiring 11/12/10	Credit Suisse First Boston Corp.	SGD	8	6,000	6,106	106
Expiring 11/12/10	Hong Kong & Shanghai Bank	SGD	132	100,000	101,678	1,678
Expiring 11/12/10	Royal Bank of Scotland	SGD	119	90,000	91,607	1,607
Expiring 06/09/11	Deutsche Bank	SGD	300	229,952	231,802	1,850
Expiring 06/09/11	Deutsche Bank	SGD	169	129,689	130,380	691
South Korean Won,
Expiring 11/12/10	Barclays Capital Group	KRW	93,292	75,675	82,856	7,181
Expiring 11/12/10	Barclays Capital Group	KRW	80,990	68,214	71,930	3,716
Expiring 11/12/10	Citigroup Global Markets	KRW	171,710	142,711	152,502	9,791
Expiring 11/12/10	Citigroup Global Markets	KRW	46,770	40,000	41,538	1,538
Expiring 11/12/10	Citigroup Global Markets	KRW	35,028	30,000	31,110	1,110
Expiring 11/12/10	Citigroup Global Markets	KRW	34,857	30,000	30,958	958
Expiring 11/12/10	Citigroup Global Markets	KRW	34,641	30,000	30,766	766
Expiring 11/12/10	Citigroup Global Markets	KRW	23,356	20,000	20,743	743
Expiring 11/12/10	Citigroup Global Markets	KRW	23,180	20,000	20,587	587
Expiring 11/12/10	Deutsche Bank	KRW	34,878	30,000	30,977	977
Expiring 11/12/10	Goldman Sachs & Co.	KRW	23,460	20,000	20,836	836
Expiring 11/12/10	JPMorgan Chase	KRW	89,918	76,092	79,860	3,768
Expiring 11/12/10	JPMorgan Chase	KRW	80,203	70,000	71,231	1,231
Expiring 11/12/10	JPMorgan Chase	KRW	35,096	30,000	31,170	1,170
Expiring 11/12/10	Morgan Stanley	KRW	80,577	70,000	71,564	1,564
Expiring 11/12/10	Royal Bank of Scotland	KRW	78,200	64,222	69,452	5,230
Expiring 11/12/10	UBS Securities	KRW	224,690	198,000	199,556	1,556
Expiring 01/19/11	Hong Kong & Shanghai Bank	KRW	206,830	185,000	183,193	(1,807	)

Expiring 01/19/11	Morgan Stanley		KRW	246,004		220,000		217,890		(2,110	)
Expiring 01/19/11	Morgan Stanley		KRW	32,431		29,000		28,724		(276	)
Expiring 05/09/11	Barclays Capital Group		KRW	39,300		34,986		34,750		(236	)
Expiring 05/09/11	Citigroup Global Markets		KRW	152,400		134,927		134,756		(171	)
Expiring 05/09/11	Citigroup Global Markets		KRW	137,000		122,125		121,139		(986	)
Expiring 05/09/11	Citigroup Global Markets		KRW	94,000		83,929		83,117		(812	)
Expiring 05/09/11	Goldman Sachs & Co.		KRW	31,654		27,894		27,989		95
Expiring 05/09/11	Hong Kong & Shanghai Bank		KRW	74,000		65,918		65,432		(486	)
Expiring 05/09/11	JPMorgan Chase		KRW	171,200		150,966		151,379		413
Expiring 05/09/11	Royal Bank of Scotland		KRW	149,000		131,701		131,749		48
					$	8,232,133	$	8,272,016	$	39,883
Sale Contracts	Counterparty	Notional Amount (000)			Value at Settlement Date Receivable		Current Value		Unrealized Appreciation (Depreciation)(1)
Australian Dollar,
Expiring 12/03/10	Deutsche Bank		AUD	3,283	$	3,219,139	$	3,202,236	$	16,903
Brazilian Real,
Expiring 12/02/10	Hong Kong & Shanghai Bank		BRL	1,297		722,696		757,427		(34,731	)
Expiring 03/02/11	Citigroup Global Markets		BRL	1,297		760,496		743,970		16,526
British Pound,
Expiring 12/20/10	UBS Securities		GBP	418		651,167		669,501		(18,334	)
Canadian Dollar
Expiring 11/18/10	Royal Bank of Scotland		CAD	198		193,410		194,048		(638	)
Chinese Yuan,
Expiring 11/17/10	Barclays Capital Group		CNY	2,524		376,581		378,474		(1,893	)
Expiring 11/17/10	Barclays Capital Group		CNY	1,521		226,525		228,105		(1,580	)
Expiring 11/17/10	Citigroup Global Markets		CNY	2,072		309,419		310,696		(1,277	)
Expiring 11/23/10	Barclays Capital Group		CNY	730		108,709		109,494		(785	)
Expiring 11/23/10	Citigroup Global Markets		CNY	696		103,591		104,325		(734	)
Expiring 11/23/10	Deutsche Bank		CNY	692		103,102		103,832		(730	)
Expiring 11/23/10	Deutsche Bank		CNY	666		99,178		99,925		(747	)

Expiring 11/23/10	JPMorgan Chase	CNY	844		126,000		126,590		(590	)
Expiring 11/23/10	JPMorgan Chase	CNY	705		104,910		105,685		(775	)
Expiring 11/23/10	UBS Securities	CNY	534		79,355		80,030		(675	)
Euro,
Expiring 11/23/10	Credit Suisse First Boston Corp.	EUR	31		42,719		43,134		(415	)
Expiring 11/23/10	Deutsche Bank	EUR	886		1,134,638		1,232,786		(98,148	)
Indian Rupee,
Expiring 03/09/11	UBS Securities	INR	447		9,639		9,818		(179	)
Japanese Yen,
Expiring 12/06/10	Royal Bank of Scotland	JPY	20,371		243,743		253,236		(9,493	)
Singapore Dollar,
Expiring 11/12/10	Deutsche Bank	SGD	169		129,669		130,372		(703	)
Expiring 11/12/10	Deutsche Bank	SGD	300		229,920		231,788		(1,868	)
South Korean Won,
Expiring 11/12/10	Barclays Capital Group	KRW	77,587		65,530		68,908		(3,378	)
Expiring 11/12/10	Barclays Capital Group	KRW	39,300		35,099		34,904		195
Expiring 11/12/10	Citigroup Global Markets	KRW	152,400		135,274		135,352		(78	)
Expiring 11/12/10	Citigroup Global Markets	KRW	137,000		122,705		121,675		1,030
Expiring 11/12/10	Citigroup Global Markets	KRW	94,000		84,154		83,485		669
Expiring 11/12/10	Citigroup Global Markets	KRW	75,727		63,999		67,256		(3,257	)
Expiring 11/12/10	Goldman Sachs & Co.	KRW	31,654		27,997		28,113		(116	)
Expiring 11/12/10	Hong Kong & Shanghai Bank	KRW	74,000		66,219		65,722		497
Expiring 11/12/10	JPMorgan Chase	KRW	171,200		151,237		152,049		(812	)
Expiring 11/12/10	Royal Bank of Scotland	KRW	149,000		132,186		132,333		(147	)
Expiring 11/12/10	Royal Bank of Scotland	KRW	75,832		64,139		67,349		(3,210	)
Expiring 11/12/10	Royal Bank of Scotland	KRW	56,578		48,000		50,249		(2,249	)
Expiring 11/12/10	Royal Bank of Scotland	KRW	56,568		48,000		50,240		(2,240	)
				$	10,019,145	$	10,173,107	$	(153,962	)

⁽¹⁾ The amount represents fair value of derivative instruments subject to foreign exchange contracts risk exposure as of October 31, 2010.

Interest rate swap agreements outstanding at October 31, 2010:

Counterparty	Termination Date	Notional Amount (000)#		Fixed Rate		Floating Rate	Fair Value			Upfront Premiums Paid (Received)			Unrealized Appreciation (Depreciation)(3)
Citigroup, Inc.(2)	11/02/15	$	5,600		1.60%	3 Month LIBOR	$	(48,299	)	$	(14,560	)	$	(33,739	)
Barclays Bank PLC(1)	12/15/17	AUD	400		5.50%	6 month Australian Bank Bill rate		(2,805	)		(1,979	)		(826	)
Deutsche Bank(1)	12/15/17	AUD	200		5.50%	6 month Australian Bank Bill rate		(1,403	)		(884	)		(519	)
Barclays Capital, Inc.(1)	01/02/14	BRL	2,100		11.99%	Brazilian interbank lending rate		18,016			572			17,444
Goldman Sachs & Co. (1)	01/02/14	BRL	4,400		11.96%	Brazilian interbank lending rate		36,138			(5,436	)		41,574
Merrill Lynch & Co. (1)	01/02/14	BRL	2,900		11.86%	Brazilian interbank lending rate		9,684			4,375			5,309
Morgan Stanley & Co.(1)	01/02/13	BRL	2,700		11.98%	Brazilian interbank lending rate		23,728			20,220			3,508
							$	35,059		$	2,308		$	32,751

(1) Fund pays the floating rate and receives the fixed rate.

(2) Porfolio pays the fixed rate and receives the floating rate.

(3) The amount represents the fair value of derivative instruments subject to interest rate contracts risk exposure as of October 31, 2010.

# Notional Amount is shown in U.S. dollars unless otherwise stated.

Credit default swap agreements outstanding at October 31, 2010:

Counterparty	Termination Date	Notional Amount (000)(4)#		Fixed Rate		Reference Entity/Obligation	Fair Value(3)			Upfront Premiums Paid (Received)			Unrealized Appreciation (Depreciation)(6)
Credit default swaps on credit indices - Sell Protection (1):
Bank of America Securities LLC	12/20/19	$	1,200		1.00%	Dow Jones CDX IG3 10Y Index	$	(4,825	)	$	(13,315	)	$	8,490
Morgan Stanley & Co.	12/20/15		470		0.46%	Dow Jones CDX IG5 10Y Index		(49,832	)		—			(49,832	)
Morgan Stanley & Co.	12/20/15		1,500		0.46%	Dow Jones CDX IG5 10Y Index		(158,666	)		—			(158,666	)
							$	(213,323	)	$	(13,315	)	$	(200,008	)

Counterparty	Termination Date	Notional Amount (000)(4)#		Fixed Rate		Reference Entity/Obligation	Implied Credit Spread at October 31, 2010(5)		Fair Value		Upfront Premiums Paid (Received)			Unrealized Appreciation(6)
Credit default swaps on corporate and/or sovereign issues - Sell Protection (1):
Goldman Sachs & Co.	12/20/10	$	300		1.00%	Sprint Nextel Corp., 6.00%, due 12/01/16		0.684%	$	489	$	(386	)	$	875

The Fund entered into credit default swap agreements on corporate issues, sovereign issues, asset-backed securities and credit indices as the protection seller to provide a measure of protection against the current portfolio of investments’ exposure to market conditions, or to take an active position with respect to the likelihood of a particular issuer’s default or the referenced entity’s credit soundness.

Counterparty	Termination Date	Notional Amount (000)(4)#		Fixed Rate		Reference Entity/Obligation	Fair Value			Upfront Premiums Paid (Received)			Unrealized Appreciation (Depreciation)(6)
Credit default swaps - Buy Protection (2):
UBS AG	06/20/17	$	500		0.56%	Cardinal Health Inc., 6.00%, due 06/15/17	$	12,539		$	—		$	12,539
Bank of America Securities LLC	03/20/18		2,000		1.83%	Con-way, Inc., 7.25%, due 01/15/18		108,883			—			108,883
Merrill Lynch & Co.	12/20/11		272		0.00%	Dow Jones CDX HY7 Index		44,674			22,910			21,764
Deutsche Bank	06/20/18		1,646		1.50%	Dow Jones CDX IG10 10Y Index		(26,881	)		(20,614	)		(6,267	)
Goldman Sachs & Co.	06/20/18		4,453		1.50%	Dow Jones CDX IG10 10Y Index		(72,737	)		(111,159	)		38,422
Morgan Stanley & Co.	06/20/18		4,356		1.50%	Dow Jones CDX IG10 10Y Index		(71,157	)		(89,505	)		18,348
Deutsche Bank	06/20/13		1,258		1.55%	Dow Jones CDX IG10 5Y Index		(22,814	)		(2,831	)		(19,983	)
Goldman Sachs	06/20/13		4,937		1.55%	Dow Jones CDX IG10 5Y Index		(89,499	)		36,863			(126,362	)
Morgan Stanley & Co.	12/20/12		700		0.14%	Dow Jones CDX IG5 Index		8,316			—			8,316
Morgan Stanley & Co.	12/20/12		2,100		0.14%	Dow Jones CDX IG5 Index		24,947			—			24,947
Barclays Bank PLC	12/20/17		1,065		0.80%	Dow Jones CDX IG9 10Y Index		32,229			9,642			22,587
Goldman Sachs	12/20/17		1,646		0.80%	Dow Jones CDX IG9 10Y Index		49,809			20,542			29,267
Merrill Lynch & Co.	12/20/17		194		0.80%	Dow Jones CDX IG9 10Y Index		5,860			1,637			4,223
Morgan Stanley & Co.	12/20/17		1,549		0.80%	Dow Jones CDX IG9 10Y Index		46,879			27,506			19,373
Barclays Bank PLC	06/20/13		200		1.00%	Embarq Corp., 7.08%, due 06/01/16		(1,679	)		(2,537	)		858
Deutsche Bank	03/20/14		400		1.25%	Embarq Corp., 7.08%, due 06/01/16		(4,848	)		—			(4,848	)
Deutsche Bank	03/20/14		200		1.27%	Embarq Corp., 7.08%, due 06/01/16		(2,562	)		—			(2,562	)
Deutsche Bank	03/20/14		100		1.43%	Embarq Corp., 7.08%, due 06/01/16		(1,817	)		—			(1,817	)
Bank of America Securities LLC	06/20/17		1,000		1.73%	Marriott International, 6.375%, due 06/15/17		(43,004	)		—			(43,004	)
Deutsche Bank	06/20/18		1,000		0.84%	Spectra Energy Capital, 6.20%, due 04/15/18		5,570			—			5,570
Citigroup, Inc.	02/09/46		600		2.20%	Vertical CDO, Ltd., 7.01%, due 02/09/46		580,768			—			580,768
							$	583,476		$	(107,546	)	$	691,022

(1) If the Fund is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(2) If the Fund is a buyer of protection, it pays the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(3) The fair value of credit default swap agreements on asset-backed securities and credit indices serves as an indicator of the current status of the payment/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the reporting date. Increasing fair value in absolute terms, represents a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.

(4) Notional amount represents the maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

(5) Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements on corporate issues or sovereign issues of an emerging country as of reporting date serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.

(6) The amount represents the fair value of derivative instruments subject to credit contracts risk exposure as of October 31, 2010.

# Notional Amount is shown in U.S. dollars unless otherwise stated.

Various inputs are used in determining the value of the Fund’s investments. These inputs are summarized in the three broad levels listed below.

Level 1—quoted prices in active markets for identical securities, generally for stocks and mutual funds with daily NAVs

Level 2—other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc., and amortized cost), generally for foreign stocks priced through vendor modeling tools and debt securities

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

The following is a summary of the inputs used as of October 31, 2010 in valuing the Fund’s assets carried at fair value:

	Level 1			Level 2			Level 3
Investments in Securities
Common Stocks	$	51,081,622		$	—		$	—
Preferred Stock		71,576			—			—
Asset-Backed Securities		—			2,186,821			—
Bank Loans		—			991,217			—
Corporate Bonds		—			32,153,729			—
Foreign Government Bonds		—			2,976,989			—
Municipal Bonds		—			3,690,015			—
Residential Mortgage-Backed Securities		—			3,109,589			31,588
U.S. Government Mortgage-Backed Obligations		—			24,791,551			—
U.S. Treasury Obligations		—			6,682,430			—
Affiliated Money Market Mutual Fund		3,243,025			—			—
Repurchase Agreements		—			17,300,000			—
Options Written		(6,562	)		(27,520	)		(28,028	)
Other Financial Instruments*
Futures		(26,848	)		—			—
Forward foreign currency exchange contracts		—			(114,079	)		—
Interest rate swap agreements		—			32,751			—
Credit default swap agreements		—			491,889			—
Total	$	54,362,813		$	94,265,382		$	3,560

* Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures, forwards and swap contracts, which are valued at the unrealized appreciation/depreciation on the instrument.

Target Growth Allocation Fund

Schedule of Investments

as of October 31, 2010 (Unaudited)

	Shares	Description	Value
LONG-TERM INVESTMENTS 97.2%
COMMON STOCKS 97.1%
Aerospace & Defense — 3.1%
	1,600	AAR Corp.*	$35,264
	28,800	BAE Systems PLC (United Kingdom)	159,072
	10,658	Boeing Co. (The)	752,881
	1,700	Elbit Systems Ltd. (Israel)	90,857
	10,310	Embraer-Empresa Brasileira de Aeronautica SA, ADR (Brazil)	297,443
	6,200	Finmeccanica SpA (Italy)	86,551
	21,224	General Dynamics Corp.	1,445,779
	3,450	Goodrich Corp.	283,141
	4,400	Hexcel Corp.*	78,188
	3,010	Honeywell International, Inc.	141,801
	7,600	Lockheed Martin Corp.	541,804
	1,225	Moog, Inc. (Class A Stock)*	46,060
	13,200	Northrop Grumman Corp.	834,372
	900	Teledyne Technologies, Inc.*	37,413
	250	TransDigm Group, Inc.*	16,568
	866	Triumph Group, Inc.	72,389
	11,331	United Technologies Corp.	847,219
			5,766,802
Air Freight & Logistics — 0.4%
	1,107	Atlas Air Worldwide Holdings, Inc.*	57,852
	7,755	FedEx Corp.	680,268
			738,120
Airlines — 0.1%
	119,300	Air New Zealand Ltd. (New Zealand)	122,780
	8,660	JetBlue Airways Corp.*	60,447
			183,227
Apparel & Textile — 0.1%
	1,425	Wolverine World Wide, Inc.	41,496
	27,000	Yue Yuen Industrial Holdings Ltd. (Bermuda)	96,836
			138,332
Auto Components — 0.3%
	15,830	Johnson Controls, Inc.	555,950
Auto Parts & Equipment — 0.2%
	7,827	American Axle & Manufacturing Holdings, Inc.*	72,165
	5,274	ArvinMeritor, Inc.*	87,443
	4,400	Keihin Corp. (Japan)	93,774
	2,549	WABCO Holdings, Inc.*	118,324
			371,706
Auto Related
	1,525	Tenneco, Inc.*	49,745

Automobile Manufacturers — 0.7%
	2,315	Bayerische Motoren Werke AG (Germany)	165,967
	2,580	Ford Motor Co.*	36,456
	1,600	Hyundai Motor Co. (South Korea)	241,724
	12,000	Nissan Shatai Co. Ltd. (Japan)	93,352
	8,282	Toyota Motor Corp. (Japan)	294,249
	2,656	Volkswagen AG (PRFC Shares) (Germany)	399,237
			1,230,985
Automobiles — 0.1%
	7,300	Harley-Davidson, Inc.	223,964
Automotive Parts — 0.1%
	200	Georg Fischer AG (Switzerland)*	85,768
	17,500	Yokohama Rubber Co. Ltd. (The) (Japan)	87,641
			173,409
Banks — 1.0%
	7,100	Banco Espanol de Credito SA (Spain)	71,199
	1,434	FirstMerit Corp.	24,636
	27,000	Fukuoka Financial Group, Inc. (Japan)	105,020
	15,600	Itau Unibanco Holding SA, (PRFC Shares) ADR (Brazil)	383,136
	4,166	Julius Baer Group Ltd. (Switzerland)	175,861
	54,400	Mitsubishi UFJ Financial Group, Inc. (Japan)	253,511
	43,000	Nishi-Nippon City Bank Ltd. (The) (Japan)	117,559
	4,054	Northern Trust Corp.	201,200
	12,987	Standard Chartered PLC (United Kingdom)	375,721
	28,300	Turkiye Garanti Bankasi AS (Turkey)	173,626
	559	UMB Financial Corp.	20,717
	1,500	United Bankshares, Inc.	40,080
			1,942,266
Beverages — 1.1%
	5,560	Anheuser-Busch InBev NV, ADR (Belgium)	349,724
	9,240	Coca-Cola Co. (The)	566,597
	8,200	Greene King PLC (United Kingdom)	54,948
	4,080	Heineken NV (Netherlands)	206,814
	3,600	Molson Coors Brewing Co. (Class B Stock)	170,028
	6,653	PepsiCo, Inc.	434,441
	7,328	SABMiller PLC (United Kingdom)	237,601
			2,020,153
Biotechnology — 0.8%
	1,040	Alexion Pharmaceuticals, Inc.*	71,032
	8,540	Amgen, Inc.*	488,403
	6,370	Celgene Corp.*	395,386
	930	Genzyme Corp.*	67,081
	9,920	Gilead Sciences, Inc.*	393,526
	1,396	Regeneron Pharmaceuticals, Inc.*	36,408
	2,365	Seattle Genetics, Inc.*	38,762
			1,490,598

Broadcasting — 0.1%
	13,026	British Sky Broadcasting Group PLC (United Kingdom)	147,463
Building Materials & Construction — 0.1%
	4,000	Lafarge SA (France)	228,590
Building Products
	700	A.O. Smith Corp.	39,221
Business Services — 0.4%
	2,700	ICON PLC, ADR (Ireland)*	52,245
	2,995	MasterCard, Inc. (Class A Stock)	718,980
	1,200	URS Corp.*	46,716
			817,941
Capital Markets — 1.5%
	4,550	Apollo Investment Corp.	50,005
	3,475	Ares Capital Corp.	58,171
	2,500	Fifth Street Finance Corp.	29,500
	13,839	Goldman Sachs Group, Inc. (The)	2,227,387
	450	KBW, Inc.	11,385
	3,300	MF Global Holdings Ltd.*	25,839
	6,000	Morgan Stanley	149,220
	4,200	State Street Corp.	175,392
	750	Waddell & Reed Financial, Inc. (Class A Stock)	21,803
			2,748,702
Chemicals — 4.4%
	4,460	Air Products & Chemicals, Inc.	378,966
	2,300	BASF SE (Germany)	167,357
	9,800	Celanese Corp. (Class A Stock)	349,370
	5,300	Clariant AG (Switzerland)*	89,621
	52,723	Dow Chemical Co. (The)	1,625,450
	10,554	Huntsman Corp.	146,173
	2,570	Intrepid Potash, Inc.*	88,228
	20,500	Kingboard Chemical Holdings Ltd. (Cayman Islands)	99,706
	2,600	Koninklijke DSM NV (Netherlands)	139,030
	925	Kraton Performance Polymers, Inc.*	30,026
	27,579	Monsanto Co.	1,638,744
	9,000	Nippon Shokubai Co. Ltd. (Japan)	85,001
	930	Potash Corp. of Saskatchewan, Inc. (Canada)	134,934
	17,524	PPG Industries, Inc.	1,344,091
	16,900	Praxair, Inc.	1,543,646
	2,350	Scotts Miracle-Gro Co. (The) (Class A Stock)	125,490
	1,600	Sensient Technologies Corp.	51,696
	19,000	Toagosei Co. Ltd. (Japan)	83,348
	1,800	Valspar Corp. (The)	57,780
			8,178,657
Clothing & Apparel — 0.9%
	19,568	NIKE, Inc. (Class B Stock)	1,593,618
Commercial Banks — 3.3%
	22,600	Bank Hapoalim BM (Israel)*	102,510
	14,600	Bank of Ireland (Ireland)*	10,831
	325	Danvers Bancorp, Inc.	4,885

	27,251	Fifth Third Bancorp	342,272
	3,470	ICICI Bank Ltd., ADR (India)	182,453
	33,000	Industrial & Commercial Bank of China Asia Ltd. (Hong Kong)	122,187
	50,461	Intesa Sanpaolo SpA (Italy)	177,511
	41,285	KeyCorp	338,124
	37,203	PNC Financial Services Group, Inc.	2,005,242
	1,125	Prosperity Bancshares, Inc.	34,976
	19,300	Regions Financial Corp.	121,590
	2,000	Societe Generale (France)	119,765
	100	Territorial Bancorp, Inc.	1,697
	1,699	Trustmark Corp.	37,531
	175	United Financial Bancorp, Inc.	2,369
	300	Verwaltungs-und Privat-Bank AG (Liechtenstein)	32,590
	98,235	Wells Fargo & Co.	2,561,969
			6,198,502
Commercial Services — 0.5%
	525	Consolidated Graphics, Inc.*	24,439
	2,000	Corrections Corp. of America*	51,340
	12,900	Davis Service Group PLC (United Kingdom)	85,948
	1,118	FTI Consulting, Inc.*	39,644
	4,795	GEO Group, Inc. (The)*	122,992
	8,130	Moody's Corp.	219,998
	2,165	Sotheby's	94,913
	2,594	SuccessFactors, Inc.*	70,349
	3,495	Waste Connections, Inc.	142,386
			852,009
Commercial Services & Supplies — 0.2%
	2,085	Monster Worldwide, Inc.*	37,655
	7,202	Waste Management, Inc.	257,256
			294,911
Communication Equipment — 0.1%
	3,850	Juniper Networks, Inc.*	124,701
Computer Hardware — 2.5%
	14,507	Apple, Inc.*	4,364,721
	6,671	Logitech International SA (Switzerland)*	126,498
	3,464	Radiant Systems, Inc.*	67,583
			4,558,802
Computer Services & Software — 2.3%
	14,440	Accenture PLC (Class A Stock) (Ireland)	645,612
	4,698	Allscripts Healthcare Solutions, Inc.*	89,685
	11,390	Autodesk, Inc.*	412,090
	3,900	Cognizant Technology Solutions Corp. (Class A Stock)*	254,241
	29,180	EMC Corp.*	613,072
	1,600	Global Payments, Inc.	62,336
	3,705	Informatica Corp.*	150,756
	3,100	Itochu Techno-Solutions Corp. (Japan)	105,748
	9,390	MSCI, Inc. (Class A Stock)*	336,632
	11,050	Nuance Communications, Inc.*	173,596
	2,334	Riverbed Technology, Inc.*	134,298

	5,461	salesforce.com, Inc.*	633,858
	6,708	SAP AG (Germany)	349,829
	4,400	Tieto Oyj (Finland)	84,143
	5,530	VeriFone Systems, Inc.*	187,080
			4,232,976
Computer Software — 0.1%
	2,840	Red Hat, Inc.*	120,018
Computers & Peripherals — 0.7%
	32,177	Hewlett-Packard Co.	1,353,365
	2,200	QLogic Corp.*	38,654
			1,392,019
Construction — 0.2%
	1,200	Ciments Francais SA (France)	110,281
	10,700	COMSYS Holdings Corp. (Japan)	95,073
	21,300	Downer EDI Ltd. (Australia)	105,782
	1,000	Meritage Homes Corp.*	18,310
	1,690	Texas Industries, Inc.	57,748
			387,194
Construction & Engineering — 0.1%
	1,375	MYR Group, Inc.*	21,436
	42,000	SembCorp Industries Ltd. (Singapore)	148,621
			170,057
Consumer Finance — 0.6%
	19,136	American Express Co.	793,378
	7,400	Capital One Financial Corp.	275,798
	1,325	First Cash Financial Services, Inc.*	38,518
			1,107,694
Consumer Products & Services — 0.6%
	2,440	Avon Products, Inc.	74,298
	490	Colgate-Palmolive Co.	37,789
	5,294	Lauder, (Estee) Cos., Inc. (The)(Class A Stock)	376,774
	59,700	Pacific Brands Ltd. (Australia)*	63,450
	4,762	Reckitt Benckiser Group PLC (United Kingdom)	266,378
	1,000	Snap-on, Inc.	51,000
	1,100	Toro Co. (The)	62,436
	4,469	Vitamin Shoppe, Inc.*	124,283
	1,877	Whirlpool Corp.	142,333
			1,198,741
Containers & Packaging — 0.1%
	2,450	Packaging Corp. of America	59,854
	23,200	Rexam PLC (United Kingdom)	118,104
	1,900	Silgan Holdings, Inc.	64,125
			242,083
Cosmetics & Toiletries — 0.1%
	8,000	Natura Cosmeticos SA (Brazil)	228,666

Distribution/Wholesale — 0.3%
	35,000	Marubeni Corp. (Japan)	220,082
	16,000	Sumitomo Corp. (Japan)	202,808
	2,800	Toyota Tsusho Corp. (Japan)	43,460
	700	Watsco, Inc.	39,179
			505,529
Diversified Financial Services — 2.3%
	97,369	Bank of America Corp.	1,113,901
	30,820	BM&FBOVESPA SA (Brazil)	257,030
	34,100	Challenger Financial Services Group Ltd. (Australia)	153,652
	119,607	Citigroup, Inc.*	498,761
	2,601	Duff & Phelps Corp. (Class A Stock)	36,258
	3,500	Fuyo General Lease Co. Ltd. (Japan)	99,428
	52,338	JPMorgan Chase & Co.	1,969,479
	1,747	optionsXpress Holdings, Inc.*	27,899
	15,100	Tullett Prebon PLC (United Kingdom)	95,815
			4,252,223
Diversified Manufacturing Operations — 0.2%
	4,227	Eaton Corp.	375,484
Diversified Operations — 0.2%
	2,454	LVMH Moet Hennessy Louis Vuitton SA (France)	384,585
Diversified Telecommunication Services — 1.0%
	29,892	AT&T, Inc.	851,922
	9,000	CenturyLink, Inc.	372,420
	21,964	Verizon Communications, Inc.	713,171
			1,937,513
Electric — 0.4%
	10,770	AES Corp. (The)*	128,594
	1,575	Cleco Corp.	49,250
	7,200	E.ON AG (Germany)	225,473
	3,800	RWE AG (Germany)	272,377
			675,694
Electric Utilities — 1.5%
	23,016	American Electric Power Co., Inc.	861,719
	22,200	Edison International	819,180
	51,100	Enel SpA (Italy)	291,775
	15,500	Exelon Corp.	632,710
	4,500	NextEra Energy, Inc.	247,680
			2,853,064
Electrical Equipment — 0.3%
	5,500	Emerson Electric Co.	301,950
	1,660	Energizer Holdings, Inc.*	124,135
	400	EnerSys*	10,544
	9,071	GrafTech International Ltd.*	149,399
			586,028

Electronic Components & Equipment — 1.0%
	7,240	Agilent Technologies, Inc.*	251,952
	21,257	Broadcom Corp. (Class A Stock)	866,010
	1,700	Checkpoint Systems, Inc.*	37,400
	2,253	Coherent, Inc.*	94,536
	2,837	DTS, Inc.*	112,913
	1,504	Fanuc Ltd. (Japan)	217,741
	3,000	FLIR Systems, Inc.*	83,520
	3,542	Universal Electronics, Inc.*	74,594
	3,187	Vestas Wind Systems A/S (Denmark)*	101,711
			1,840,377
Electronic Equipment & Instruments — 0.2%
	860	Itron, Inc.*	52,262
	10,675	Tyco Electronics Ltd. (Switzerland)	338,184
			390,446
Electronics
	3,072	Gentex Corp.	61,379
Energy Equipment & Services — 0.3%
	5,200	Diamond Offshore Drilling, Inc.	344,032
	4,700	Halliburton Co.	149,742
	1,150	Oil States International, Inc.*	58,788
	1,425	Unit Corp.*	55,903
			608,465
Engineering/Construction — 0.1%
	2,160	Fluor Corp.	104,090
Entertainment & Leisure — 1.3%
	2,940	Bally Technologies, Inc.*	106,075
	13,031	Carnival Corp. (Panama)	562,548
	8,506	Carnival PLC (United Kingdom)	366,638
	5,780	Hasbro, Inc.	267,325
	6,840	Las Vegas Sands Corp.*	313,819
	1,600	Life Time Fitness, Inc.*	57,808
	5,090	Pinnacle Entertainment, Inc.*	65,152
	7,120	Royal Caribbean Cruises Ltd. (Liberia)*	281,525
	10,524	Shuffle Master, Inc.*	99,031
	25,000	Tabcorp Holdings Ltd. (Australia)	180,727
	14,700	Tatts Group Ltd. (Australia)	35,998
	24,000	Thomas Cook Group PLC (United Kingdom)	69,568
			2,406,214
Environmental Control — 0.1%
	1,980	Stericycle, Inc.*	142,045
Equipment Services
	3,600	Kyoei Steel Ltd. (Japan)	43,977
Exchange Traded Fund — 0.1%
	1,775	iShares Russell 2000 Value Index Fund	114,274
Farming & Agriculture — 0.1%
	33,100	AWB Ltd. (Australia)*	48,148

	1,770	Bunge Ltd.	106,324
	116,366	Chaoda Modern Agriculture Holdings Ltd. (Cayman Islands)	94,879
			249,351
Financial - Bank & Trust — 1.7%
	3,350	Astoria Financial Corp.	41,607
	12,300	Banco Bilbao Vizcaya Argentaria SA (Spain)	161,777
	28,500	Banco Santander SA (Spain)	366,162
	600	Bank of Hawaii Corp.	25,914
	31,300	Barclays PLC (United Kingdom)	137,722
	6,871	BNP Paribas (France)	502,541
	7,520	Charles Schwab Corp. (The)	115,808
	98,888	China Merchants Bank Co. Ltd. (Class H Stock) (China)	280,669
	7,600	Credit Agricole SA (France)	124,553
	4,700	Credit Suisse Group AG (Switzerland)	194,152
	2,200	Danske Bank A/S (Denmark)*	58,510
	4,500	Deutsche Bank AG (Germany)	259,419
	3,561	Dexia NV/SA (Belgium)*	15,855
	2,480	IntercontinentalExchange, Inc.*	284,878
	110,000	Mizuho Financial Group, Inc. (Japan)	159,935
	6,200	National Australia Bank Ltd. (Australia)	154,623
	3,206	Northwest Bancshares, Inc.	36,356
	6,400	Sumitomo Mitsui Financial Group, Inc. (Japan)	191,833
	10,000	Sumitomo Trust & Banking Co. Ltd. (The) (Japan)	54,803
			3,167,117
Financial Services — 2.0%
	3,300	Associated Banc-Corp.	41,811
	600	CME Group, Inc.	173,790
	5,600	DnB NOR ASA (Norway)	76,877
	1,900	Eaton Vance Corp.	54,663
	3,710	Franklin Resources, Inc.	425,537
	6,500	Hitachi Capital Corp. (Japan)	86,591
	16,910	Hong Kong Exchanges and Clearing Ltd. (Hong Kong)	372,178
	375,600	Industrial & Commercial Bank of China Ltd. (Class H Stock) (China)	302,370
	10,900	Irish Life & Permanent Group Holdings PLC (Ireland)*	23,060
	2,200	Jefferies Group, Inc.	52,646
	1,100	Muenchener Rueckversicherungs-Gesellschaft AG (Germany)	172,007
	2,350	Raymond James Financial, Inc.	66,317
	71,251	U.S. Bancorp	1,722,849
	2,460	Visa, Inc. (Class A Stock)	192,298
			3,762,994
Food — 1.6%
	3,500	Axfood AB (Sweden)	122,768
	1,600	Casino Guichard Perrachon SA (France)	150,315
	11,800	Dairy Crest Group PLC (United Kingdom)	70,035
	2,500	Delhaize Group (Belgium)	174,637
	88,500	Goodman Fielder Ltd. (Australia)	128,735
	6,092	Kellogg Co.	306,184
	8,100	Koninklijke Ahold NV (Netherlands)	111,947
	14,044	Kraft Foods, Inc. (Class A Stock)	453,200
	34,870	Marston's PLC (United Kingdom)	56,265
	18,727	Nestle SA (Switzerland)	1,025,746

	26,000	Nichirei Corp. (Japan)	113,409
	46,600	Northern Foods PLC (United Kingdom)	35,282
	1,400	Nutreco NV (Netherlands)	101,869
	9,700	Tate & Lyle PLC (United Kingdom)	78,025
	3,420	Whole Foods Market, Inc.*	135,945
			3,064,362
Food & Staples Retailing — 1.4%
	3,815	BJ's Restaurants, Inc.*	126,467
	27,235	CVS Caremark Corp.	820,318
	7,158	Dean Foods Co.*	74,443
	22,700	Safeway, Inc.	519,830
	19,108	Wal-Mart Stores, Inc.	1,035,081
			2,576,139
Food Products — 0.2%
	12,500	ConAgra Foods, Inc.	281,125
Gas Utilities — 0.2%
	7,525	Sempra Energy	402,437
Hand/Machine Tools
	1,533	Regal-Beloit Corp.	88,469
Healthcare Equipment & Supplies — 0.2%
	2,110	Cutera, Inc.*	15,255
	4,700	Medtronic, Inc.	165,487
	850	Teleflex, Inc.	47,387
	3,379	Thoratec Corp.*	110,291
	550	West Pharmaceutical Services, Inc.	19,630
			358,050
Healthcare Products — 0.8%
	6,310	Baxter International, Inc.	321,179
	4,348	Bruker Corp.*	65,177
	1,000	Cantel Medical Corp.	18,520
	16,435	Covidien PLC (Ireland)	655,263
	1,540	Henry Schein, Inc.*	86,471
	5,390	Hospira, Inc.*	320,597
			1,467,207
Healthcare Providers & Services — 0.5%
	1,200	Amedisys, Inc.*	30,552
	8,700	Cardinal Health, Inc.	301,803
	4,800	CIGNA Corp.	168,912
	770	Express Scripts, Inc.*	37,360
	1,000	MEDNAX, Inc.*	59,210
	7,033	UnitedHealth Group, Inc.	253,540
			851,377
Healthcare Services — 0.2%
	1,600	AMERIGROUP Corp.*	66,768
	1,900	Astellas Pharma, Inc. (Japan)	70,692
	2,493	Centene Corp.*	55,644
	900	Covance, Inc.*	42,291

	2,178	Genoptix, Inc.*	37,069
	1,800	Healthways, Inc.*	18,864
			291,328
Holding Companies — 0.1%
	94,000	Dah Chong Hong Holdings Ltd. (Hong Kong)	110,599
Hotels, Restaurants & Leisure — 2.5%
	655	Buffalo Wild Wings, Inc.*	30,805
	785	Choice Hotels International, Inc.	29,853
	3,840	Marriott International, Inc. (Class A Stock)	142,272
	36,775	McDonald's Corp.	2,859,992
	210	Orient-Express Hotels Ltd. (Class A Stock) (Bermuda)*	2,659
	6,195	Wynn Resorts Ltd.	663,918
	18,168	Yum! Brands, Inc.	900,406
			4,629,905
Household Durables
	1,500	Fortune Brands, Inc.	81,075
Household Products — 0.3%
	10,108	Kimberly-Clark Corp.	640,241
Independent Power Producers & Energy Traders — 0.1%
	19,600	Drax Group PLC (United Kingdom)	119,563
Industrial Conglomerates — 0.9%
	6,020	3M Co.	507,004
	38,098	General Electric Co.	610,330
	12,274	Tyco International Ltd. (Switzerland)	469,849
			1,587,183
Industrial Products — 0.5%
	1,400	Harsco Corp.	32,452
	21,200	Kurabo Industries Ltd. (Japan)	32,668
	5,697	Precision Castparts Corp.	778,096
			843,216
Insurance — 3.8%
	10,072	Aflac, Inc.	562,924
	2,200	Allianz SE (Germany)	275,700
	25,300	Allstate Corp. (The)	771,397
	900	Aspen Insurance Holdings Ltd. (Bermuda)	25,533
	18,200	Aviva PLC (United Kingdom)	116,098
	1,400	Baloise Holding AG (Switzerland)	129,394
	45,100	Beazley PLC (United Kingdom)	87,225
	6,325	Brit Insurance Holdings NV (United Kingdom)*	105,910
	6,878	China Life Insurance Co. Ltd. (Class H Stock) (China)	30,125
	8,325	CNO Financial Group, Inc.*	45,288
	107	Dai-ichi Life Insurance Co. Ltd. (The) (Japan)	129,778
	1,575	Delphi Financial Group, Inc. (Class A Stock)	42,635
	21,500	Genworth Financial, Inc. (Class A Stock)*	243,810
	1,675	Hanover Insurance Group, Inc. (The)	75,794
	2,262	HCC Insurance Holdings, Inc.	59,898
	26,300	ING Groep NV, CVA (Netherlands)*	280,757
	96,100	Legal & General Group PLC (United Kingdom)	154,603

	20,599	Lincoln National Corp.	504,264
	4,900	Loews Corp.	193,452
	7,000	Marsh & McLennan Cos., Inc.	174,860
	29,280	MetLife, Inc.	1,180,862
	4,243	MGIC Investment Corp.*	37,423
	44,900	Old Mutual PLC (United Kingdom)	93,458
	2,400	Protective Life Corp.	57,528
	1,300	Reinsurance Group of America, Inc.	65,091
	4,100	SCOR SE (France)	100,832
	1,300	State Auto Financial Corp.	20,358
	3,200	Swiss Reinsurance Co. Ltd. (Switzerland)	153,813
	1,700	Tower Group, Inc.	41,276
	11,073	Travelers Cos., Inc. (The)	611,230
	1,200	United Fire & Casualty Co.	24,036
	3,400	Unum Group	76,228
	15,900	XL Group PLC (Ireland)	336,285
	1,100	Zurich Financial Services AG (Switzerland)	269,285
			7,077,150
Internet Services — 2.1%
	11,828	Amazon.com, Inc.*	1,953,276
	1,600	Digital River, Inc.*	59,616
	1,570	Google, Inc. (Class A Stock)*	962,394
	2,296	priceline.com, Inc.*	865,156
	7,883	TIBCO Software, Inc.*	151,511
			3,991,953
Internet Software & Services — 2.5%
	16,224	Baidu, Inc., ADR (Cayman Islands)*	1,784,802
	82,718	Oracle Corp.	2,431,909
	10,700	VeriSign, Inc.*	371,825
			4,588,536
IT Services — 1.1%
	975	CACI International, Inc. (Class A Stock)*	48,867
	12,933	International Business Machines Corp.	1,857,179
	50,600	Logica PLC (United Kingdom)	104,998
	3,400	SRA International, Inc. (Class A Stock)*	68,034
			2,079,078
Life Science Tools & Services — 0.3%
	11,020	Thermo Fisher Scientific, Inc.*	566,648
Machinery — 0.9%
	2,500	Actuant Corp. (Class A Stock)	56,175
	4,770	Bucyrus International, Inc.	325,123
	6,531	Cummins, Inc.	575,381
	525	Lincoln Electric Holdings, Inc.	31,374
	11,244	PACCAR, Inc.	576,367
	675	Valmont Industries, Inc.	53,224
			1,617,644
Machinery & Equipment — 0.2%
	3,002	Caterpillar, Inc.	235,957

	8,700	Kyowa Exeo Corp. (Japan)	76,654
	1,100	Rheinmetall AG (Germany)	79,244
			391,855
Machinery — Construction & Mining — 0.2%
	14,963	Komatsu Ltd. (Japan)	366,684
Manufacturing — 1.0%
	40,896	Danaher Corp.	1,773,251
Media — 2.0%
	10,500	CBS Corp. (Class B Stock)	177,765
	21,600	Comcast Corp. (Special Class A Stock)	417,528
	23,340	DIRECTV (Class A Stock)*	1,014,356
	8,380	Discovery Communications, Inc. (Class A Stock)*	373,832
	1,900	Lagardere SCA (France)	81,039
	9,298	Pearson PLC (United Kingdom)	142,208
	2,950	Publicis Groupe SA (France)	146,948
	2,700	Thomson Reuters Corp. (Canada)	103,113
	3,998	Time Warner Cable, Inc.	231,364
	15,000	Time Warner, Inc.	487,650
	1,175	Valassis Communications, Inc.*	38,775
	14,727	Walt Disney Co. (The)	531,792
	1,025	Wiley, (John) & Sons, Inc. (Class A Stock)	44,239
			3,790,609
Medical Supplies & Equipment — 0.4%
	4,600	Fresenius Medical Care AG & Co. KGaA (Germany)	293,034
	895	Quality Systems, Inc.	57,513
	1,861	Sirona Dental Systems, Inc.*	70,067
	15,200	Smith & Nephew PLC (United Kingdom)	133,713
	2,890	St. Jude Medical, Inc.*	110,687
	1,439	Vital Images, Inc.*	19,139
			684,153
Metals & Mining — 2.3%
	6,800	ArcelorMittal (Luxembourg)	218,578
	6,744	BHP Billiton Ltd. (Australia)	276,926
	5,518	BHP Billiton Ltd., ADR (Australia)	455,732
	18,019	BHP Billiton PLC, ADR (United Kingdom)	1,275,745
	23,600	BlueScope Steel Ltd. (Australia)	46,119
	11,400	Boliden AB (Sweden)	193,537
	10,519	Freeport-McMoRan Copper & Gold, Inc.	995,939
	2,280	Northwest Pipe Co.*	42,910
	58,200	OneSteel Ltd. (Australia)	153,926
	3,990	Southern Copper Corp.	170,772
	3,575	Thompson Creek Metals Co., Inc. (Canada)*	43,043
	2,500	ThyssenKrupp AG (Germany)	91,999
	1,800	Timken Co.	74,556
	3,250	Titanium Metals Corp.*	63,895
	5,512	United States Steel Corp.	235,858
			4,339,535
Miscellaneous Manufacturing
	14,700	AGFA-Gevaert NV (Belgium)*	85,726

Multi-Line Insurance
	4,300	AXA SA (France)	78,281
Multi-Line Retail — 0.2%
	13,900	JC Penney Co., Inc.	433,402
Multi-Utilities — 0.3%
	4,000	Dominion Resources, Inc.	173,840
	1,100	NorthWestern Corp.	32,747
	11,840	Public Service Enterprise Group, Inc.	383,024
			589,611
Office Electronics — 0.3%
	5,202	Canon, Inc. (Japan)	240,480
	34,500	Xerox Corp.	403,650
			644,130
Oil & Gas — 1.6%
	19,873	Anadarko Petroleum Corp.	1,223,581
	10,702	BG Group PLC (United Kingdom)	208,439
	4,874	Brigham Exploration Co.*	102,793
	14,260	Cairn Energy PLC (United Kingdom)*	88,177
	4,200	Caltex Australia Ltd. (Australia)	47,806
	10,396	Hess Corp.	655,260
	6,263	Oasis Petroleum, Inc.*	133,214
	4,000	Statoil ASA (Norway)	87,354
	7,100	Total SA (France)	385,836
			2,932,460
Oil, Gas & Consumable Fuels — 6.7%
	1,904	Air Liquide SA (France)	246,291
	12,215	Apache Corp.	1,233,959
	28,300	BP PLC (United Kingdom)	193,087
	2,100	Cabot Oil & Gas Corp.	60,858
	2,000	Cameron International Corp.*	87,500
	6,120	Canadian Natural Resources Ltd. (Canada)	222,802
	13,000	Chesapeake Energy Corp.	282,100
	8,600	Chevron Corp.	710,446
	164,725	CNOOC Ltd. (Hong Kong)	341,298
	32,745	ConocoPhillips	1,945,053
	1,000	Core Laboratories NV (Netherlands)	77,770
	8,700	ENI SpA (Italy)	196,040
	11,179	EOG Resources, Inc.	1,070,054
	9,882	Exxon Mobil Corp.	656,857
	12,800	JX Holdings, Inc. (Japan)	75,238
	4,755	Lufkin Industries, Inc.	232,282
	14,400	Marathon Oil Corp.	512,208
	950	Noble Energy, Inc.	77,406
	13,162	Occidental Petroleum Corp.	1,034,928
	1,700	OMV AG (Austria)	63,517
	1,100	ONEOK, Inc.	54,802
	6,800	Repsol YPF SA (Spain)	188,576
	2,300	Resolute Energy Corp.*	27,623
	16,200	Royal Dutch Shell PLC (Class B Stock) (United Kingdom)	518,775
	11,000	Royal Dutch Shell PLC (Class B Stock), ADR (United Kingdom)	707,520

	15,963	Schlumberger Ltd. (Netherlands)	1,115,654
	4,547	Seadrill Ltd. (Bermuda)	137,731
	1,200	South Jersey Industries, Inc.	60,432
	2,100	Southwestern Energy Co.*	71,064
	1,600	Swift Energy Co.*	50,960
	9,100	Valero Energy Corp.	163,345
	1,600	WGL Holdings, Inc.	61,680
			12,477,856
Paper & Forest Products — 0.1%
	42,200	DS Smith PLC (United Kingdom)	113,668
	1,575	Louisiana-Pacific Corp.*	12,191
	7,700	Svenska Cellulosa AB SCA (Class B Stock) (Sweden)	119,425
			245,284
Pharmaceuticals — 6.2%
	23,938	Abbott Laboratories	1,228,498
	3,700	Allergan, Inc.	267,917
	4,051	American Medical Systems Holdings, Inc.*	81,830
	6,700	AstraZeneca PLC (United Kingdom)	335,977
	2,699	BioMarin Pharmaceutical, Inc.*	70,606
	22,300	Eli Lilly & Co.	784,960
	11,500	GlaxoSmithKline PLC (United Kingdom)	224,995
	5,500	H. Lundbeck A/S (Denmark)	109,834
	1,109	Herbalife Ltd. (Cayman Islands)	70,821
	24,818	Johnson & Johnson	1,580,162
	8,000	Kyorin Holdings, Inc. (Japan)	124,866
	8,045	Mead Johnson Nutrition Co.	473,207
	51,205	Merck & Co., Inc.	1,857,718
	1,500	Miraca Holdings, Inc. (Japan)	53,983
	12,167	Novartis AG (Switzerland)	705,378
	3,788	Novo Nordisk A/S (Class B Stock) (Denmark)	398,729
	101,943	Pfizer, Inc.	1,773,808
	2,200	Pharmaceutical Product Development, Inc.	56,782
	918	Salix Pharmaceuticals Ltd.*	34,728
	5,000	Sanofi-Aventis SA (France)	349,205
	46,799	Sinopharm Group Co. (Class H Stock) (China)	183,845
	3,600	Takeda Pharmaceutical Co. Ltd. (Japan)	168,659
	9,812	Teva Pharmaceutical Industries Ltd., ADR (Israel)	509,243
			11,445,751
Professional Services
	1,225	Towers Watson & Co. (Class A Stock)	62,989
Real Estate Investment Trusts — 1.0%
	26,100	Annaly Capital Management, Inc.	462,231
	3,182	AvalonBay Communities, Inc.	338,278
	2,613	Boston Properties, Inc.	225,215
	2,895	DiamondRock Hospitality Co.*	30,629
	1,094	DuPont Fabros Technology, Inc.	27,459
	1,700	First Potomac Realty Trust	28,016
	1,575	Government Properties Income Trust	42,037
	775	Kilroy Realty Corp.	26,482
	1,225	LaSalle Hotel Properties	29,020
	5,000	Medical Properties Trust, Inc.	55,950

	375	Mid-America Apartment Communities, Inc.	22,886
	3,648	Redwood Trust, Inc.	51,729
	1,500	Simon Property Group, Inc.	144,030
	3,644	Vornado Realty Trust	318,449
			1,802,411
Restaurants
	1,450	Brinker International, Inc.	26,883
Retail — 0.4%
	6,400	Aoyama Trading Co. Ltd. (Japan)	104,108
	5,034	Genesco, Inc.*	164,914
	32,100	Home Retail Group PLC (United Kingdom)	112,644
	63,264	Kingfisher PLC (United Kingdom)	241,062
	2,900	Tsuruha Holdings, Inc. (Japan)	124,873
			747,601
Retail & Merchandising — 2.4%
	3,970	Abercrombie & Fitch Co. (Class A Stock)	170,154
	4,346	Cash America International, Inc.	153,110
	7,554	Chico’s FAS, Inc.	73,425
	4,400	Circle K Sunkus Co. Ltd. (Japan)	62,443
	3,190	Costco Wholesale Corp.	200,236
	7,130	Kohl’s Corp.*	365,056
	2,700	NEXT PLC (United Kingdom)	98,858
	12,116	Nordstrom, Inc.	466,587
	2,400	PetSmart, Inc.	89,832
	2,700	Rallye SA (France)	105,315
	4,300	Shimachu Co. Ltd. (Japan)	88,330
	1,800	Sonic Corp.*	15,984
	17,330	Staples, Inc.	354,745
	10,743	Target Corp.	557,991
	24,259	TJX Cos., Inc. (The)	1,113,245
	103,500	Wal-Mart de Mexico SAB de CV (Class V Stock) (Mexico)	283,309
	8,260	Walgreen Co.	279,849
			4,478,469
Retail Apparel — 0.2%
	9,119	Hennes & Mauritz AB (Class B Stock) (Sweden)	321,366
Retailers — Food & Drug — 0.2%
	51,895	Tesco PLC (United Kingdom)	354,945
Semiconductor Components — 0.1%
	22,700	ARM Holdings PLC (United Kingdom)	132,145
Semiconductors — 0.6%
	18,038	Intel Corp.	362,023
	2,137	Netlogic Microsystems, Inc.*	64,238
	1,615	OYO Geospace Corp.*	97,885
	3,500	Rovi Corp.*	177,275
	2,550	Rubicon Technology, Inc.*	58,956
	1,000	Silicon Laboratories, Inc.*	39,900
	1,850	Skyworks Solutions, Inc.*	42,384
	4,758	Teradyne, Inc.*	53,480
	3,600	TriQuint Semiconductor, Inc.*	37,080

	1,975	Varian Semiconductor Equipment Associates, Inc.*	64,523
	1,659	Veeco Instruments, Inc.*	69,429
			1,067,173
Software — 1.7%
	2,307	ANSYS, Inc.*	104,392
	32,105	CA, Inc.	745,157
	1,800	Cerner Corp.*	158,094
	10,610	Intuit, Inc.*	509,280
	4,500	Konami Corp. (Japan)	79,296
	2,981	MedAssets, Inc.*	55,268
	52,658	Microsoft Corp.	1,402,809
	1,675	Progress Software Corp.*	62,595
	1,200	Tyler Technologies, Inc.*	24,492
			3,141,383
Specialty Retail — 1.3%
	3,495	Aaron’s, Inc.	65,916
	10,504	Best Buy Co., Inc.	451,462
	27,500	Gap, Inc. (The)	522,775
	8,730	Home Depot, Inc. (The)	269,582
	14,700	Limited Brands, Inc.	432,033
	11,474	Tiffany & Co.	608,122
			2,349,890
Steel Producers/Products
	1,900	Voestalpine AG (Austria)	75,327
Telecommunications — 3.0%
	3,450	Amdocs Ltd. (Guernsey)*	105,846
	4,060	America Movil SAB de CV (Class L Stock), ADR (Mexico)	232,476
	4,500	Arris Group, Inc.*	41,895
	61,900	BT Group PLC (United Kingdom)	152,449
	87,918	Cisco Systems, Inc.*	2,007,168
	5,707	Crown Castle International Corp.*	246,086
	3,593	EMS Technologies, Inc.*	64,099
	14,980	Ericsson, L.M. Telefonaktiebolaget, ADR (Sweden)	164,630
	3,800	France Telecom SA (France)	91,312
	24	KDDI Corp. (Japan)	129,290
	1,358	NICE Systems Ltd., ADR (Israel)*	45,479
	4,000	Nippon Telegraph & Telephone Corp. (Japan)	181,683
	10,600	Nokia Oyj (Finland)	114,485
	120	NTT DoCoMo, Inc. (Japan)	202,063
	8,870	QUALCOMM, Inc.	400,303
	10,929	Rogers Communications, Inc. (Class B Stock) (Canada)	398,362
	1,200	SBA Communications Corp. (Class A Stock)*	47,112
	150	Swisscom AG (Switzerland)	62,665
	102,700	Telecom Italia SpA (Italy)	157,518
	16,175	Telefonica SA (Spain)	436,742
	48,500	Telstra Corp. Ltd. (Australia)	126,846
	7,800	Vivendi (France)	222,496
			5,631,005

Textiles, Apparel & Luxury Goods — 0.3%
	3,800	Jones Group, Inc. (The)	54,948
	6,120	Phillips-Van Heusen Corp.	375,401
	1,761	Steven Madden Ltd.*	74,490
			504,839
Thrifts & Mortgage Finance
	2,825	Washington Federal, Inc.	42,460
Tobacco — 0.9%
	15,400	Altria Group, Inc.	391,468
	9,094	British American Tobacco PLC (United Kingdom)	346,810
	15,090	Philip Morris International, Inc.	882,765
			1,621,043
Trading Companies & Distributors
	1,600	WESCO International, Inc.*	68,512
Transportation — 1.7%
	800	Bristow Group, Inc.*	31,024
	4,460	Canadian National Railway Co. (Canada)	288,879
	2,085	Landstar System, Inc.	78,438
	23,000	Sankyu, Inc. (Japan)	96,607
	15,000	Seino Holding Co. Ltd. (Japan)	91,525
	26,384	Union Pacific Corp.	2,313,349
	2,860	United Parcel Service, Inc. (Class B Stock)	192,592
			3,092,414
Utilities — 0.6%
	2,125	El Paso Electric Co.*	52,275
	11,325	Peabody Energy Corp.	599,093
	8,137	PG&E Corp.	389,111
			1,040,479
Wireless Telecommunication Services — 1.1%
	18,663	American Tower Corp. (Class A Stock)*	963,197
	6,660	NII Holdings, Inc.*	278,455
	1,450	Syniverse Holdings, Inc.*	44,211
	82,800	Vodafone Group PLC (United Kingdom)	225,349
	18,600	Vodafone Group PLC, ADR (United Kingdom)	511,686
			2,022,898
		TOTAL COMMON STOCKS (cost $145,590,395)	180,384,776
PREFERRED STOCK 0.1%
Financial — Bank & Trust
	7,325	Wells Fargo & Co., Series J, 8.00%, CVT (cost $139,923)	197,848

	Units
RIGHTS(a)*
Banks
	1,623	Standard Chartered PLC, NPR, expiring 11/05/10 (United Kingdom)	13,666
Miscellaneous Manufacturing
	1,600	AGFA-Gevaert NV, expiring 11/04/10 (Belgium)	537
		TOTAL RIGHTS (cost $0)	14,203
		TOTAL LONG-TERM INVESTMENTS (cost $145,730,318)	180,596,827
	Shares
SHORT-TERM INVESTMENT 2.5%
AFFILIATED MONEY MARKET MUTUAL FUND
	4,736,833	Prudential Investment Portfolios 2 — Prudential Core Taxable Money Market Fund (cost $4,736,833)(b)	4,736,833
		TOTAL INVESTMENTS — 99.7% (cost $150,467,151)(c)	185,333,660
		Other assets in excess of liabilities(d) — 0.3%	484,849
		NET ASSETS — 100%	$185,818,509

The following abbreviations are used in the Portfolio descriptions:

ADR	American Depositary Receipt
CVA	Certificate Van Aandelen
CVT	Convertible Security
NPR	Nil Paid Rights
PRFC	Preference Shares
EUR	Euro
GBP	British Pound
MXN	Mexican Peso

* Non-income producing security.

(a) The amount represents fair value of derivative instruments subject to equity contracts risk exposure as of October 31, 2010.

(b) Prudential Investments LLC, the manager of the Portfolio, also serves as manager of the Prudential Investment Portfolios 2 — Prudential Core Taxable Money Market Fund.

(c) The United States federal income tax basis of the Schedule of Investments was $162,836,863; accordingly, net unrealized appreciation on investments for federal income tax purposes was $22,496,797 (gross unrealized appreciation $26,615,377; gross unrealized depreciation $4,118,580). The difference between book and tax basis is primarily attributable to deferred losses on wash sales and investments in passive foreign investment companies as of the most recent fiscal year end.

(d) Other assets in excess of liabilities includes net unrealized appreciation (depreciation) on forward foreign currency exchange contracts as follows:

Forward foreign currency exchange contracts outstanding at October 31, 2010:

Purchase Contracts	Counterparty	Notional Amount (000)			Value at Settlement Date Payable		Current Value		Unrealized Appreciation(1)
British Pound,
Expiring 11/18/10	Morgan Stanley		GBP	336	$	517,999	$	538,312	$	20,313
Euro,
Expiring 01/25/11	State Street Bank		EUR	608		826,892		845,196		18,304
					$	1,344,891	$	1,383,508	$	38,617

Sale Contracts	Counterparty	Notional Amount (000)			Value at Settlement Date Receivable		Current Value		Unrealized Depreciation(1)
British Pound, Expiring 11/18/10	Morgan Stanley		GBP	179	$	260,215	$	286,779	$	(26,564	)
Expiring 11/18/10	Morgan Stanley		GBP	157		226,686		251,533		(24,847	)
Euro,
Expiring 01/25/11	State Street Bank		EUR	608		781,915		845,196		(63,281	)
Mexican Peso,
Expiring 11/30/10	State Street Bank		MXN	5,000		377,313		404,062		(26,749	)
					$	1,646,129	$	1,787,570	$	(141,441	)

⁽¹⁾ The amount represents fair market value of derivative instruments subject to foreign exchange contracts risk exposure as of October 31, 2010.

Various inputs are used in determining the value of the Fund’s investments. These inputs are summarized in the three broad levels listed below.

Level 1—quoted prices in active markets for identical securities, generally for stocks and mutual funds with daily NAVs

Level 2—other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc., and amortized cost), generally for foreign stocks priced through vendor modeling tools and debt securities

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

The following is a summary of the inputs used as of October 31, 2010 in valuing the Fund’s assets carried at fair value:

	Level 1		Level 2			Level 3
Investments in Securities
Common Stocks	$	180,384,776	$	—		$	—
Preferred Stock		197,848		—			—
Rights		14,203		—			—
Affiliated Money Market Mutual Fund		4,736,833		—			—
Other Financial Instruments*
Forward foreign currency exchange contracts		—		(102,824	)		—
Total	$	185,333,660	$	(102,824	)	$	—

* Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures, forwards and swap contracts, which are valued at the unrealized appreciation/depreciation on the instrument.

Target Moderate Allocation Fund

Schedule of Investments

as of October 31, 2010 (Unaudited)

	Shares	Description	Value
LONG-TERM INVESTMENTS 96.4%
COMMON STOCKS 64.3%
Advertising 0.1%
	3,525	Publicis Groupe SA (France)	$175,590
Aerospace & Defense 2.0%
	1,600	AAR Corp.*	35,264
	43,500	BAE Systems PLC (United Kingdom)	240,265
	11,697	Boeing Co. (The)	826,276
	1,900	Elbit Systems Ltd. (Israel)	101,546
	11,400	Embraer-Empresa Brasileira de Aeronautica SA, ADR (Brazil)	328,890
	5,400	Finmeccanica SpA (Italy)	75,383
	21,822	General Dynamics Corp.	1,486,515
	3,880	Goodrich Corp.	318,431
	4,400	Hexcel Corp.*	78,188
	3,410	Honeywell International, Inc.	160,645
	7,600	Lockheed Martin Corp.	541,804
	1,275	Moog, Inc. (Class A Stock)*	47,940
	12,700	Northrop Grumman Corp.	802,767
	900	Teledyne Technologies, Inc.*	37,413
	250	TransDigm Group, Inc.*	16,567
	781	Triumph Group, Inc.	65,284
	12,053	United Technologies Corp.	901,203
			6,064,381
Air Freight & Couriers 0.1%
	3,230	United Parcel Service, Inc. (Class B Stock)	217,508
Air Freight & Logistics 0.3%
	1,106	Atlas Air Worldwide Holdings, Inc.*	57,800
	7,934	FedEx Corp.	695,970
			753,770
Airlines
	75,500	Air New Zealand Ltd. (New Zealand)	77,703
	9,055	JetBlue Airways Corp.*	63,204
			140,907
Apparel & Textile
	1,450	Wolverine World Wide, Inc.	42,224
Auto Components 0.2%
	17,640	Johnson Controls, Inc.	619,517
	1,550	Tenneco, Inc.*	50,561
			670,078
Auto Parts & Equipment 0.1%
	7,455	American Axle & Manufacturing Holdings, Inc.*	68,735
	5,250	ArvinMeritor, Inc.*	87,045
	6,200	Keihin Corp. (Japan)	132,136
	2,869	WABCO Holdings, Inc.*	133,179
			421,095

Automobile Manufacturers 0.3%
	2,860	Ford Motor Co.*	40,412
	14,000	Nissan Shatai Co. Ltd. (Japan)	108,910
	9,763	Toyota Motor Corp. (Japan)	346,867
	3,054	Volkswagen AG (PRFC Shares) (Germany)	459,063
			955,252
Automobiles 0.1%
	2,558	Bayerische Motoren Werke AG (Germany)	183,388
	7,200	Harley-Davidson, Inc.	220,896
			404,284
Automotive Parts
	200	Georg Fischer AG (Switzerland)*	85,768
Banks 0.5%
	7,600	Banco Espanol de Credito SA (Spain)	76,212
	23,000	Fukuoka Financial Group, Inc. (Japan)	89,462
	4,851	Julius Baer Group Ltd. (Switzerland)	204,777
	105,900	Mizuho Financial Group, Inc. (Japan)	153,974
	36,000	Nishi-Nippon City Bank Ltd. (The) (Japan)	98,422
	30,500	Sapporo Hokuyo Holdings, Inc. (Japan)	125,836
	14,528	Standard Chartered PLC (United Kingdom)	420,303
	7,700	Sumitomo Mitsui Financial Group, Inc. (Japan)	230,799
			1,399,785
Beverages 0.5%
	6,170	Anheuser-Busch InBev NV, ADR (Belgium)	388,093
	4,508	Heineken NV (Netherlands)	228,509
	3,000	Molson Coors Brewing Co. (Class B Stock)	141,690
	6,802	PepsiCo, Inc.	444,170
	8,628	SABMiller PLC (United Kingdom)	279,752
			1,482,214
Biotechnology 0.4%
	1,140	Alexion Pharmaceuticals, Inc.*	77,862
	2,574	BioMarin Pharmaceutical, Inc.*	67,336
	7,120	Celgene Corp.*	441,938
	1,000	Genzyme Corp.*	72,130
	10,970	Gilead Sciences, Inc.*	435,180
	1,260	Regeneron Pharmaceuticals, Inc.*	32,861
	2,368	Seattle Genetics, Inc.*	38,811
			1,166,118
Broadcasting 0.1%
	20,244	British Sky Broadcasting Group PLC (United Kingdom)	229,176
Building Materials 0.2%
	500	Ciments Francais SA (France)	45,951
	72,603	Kingfisher PLC (United Kingdom)	276,647
	11,000	Kurabo Industries Ltd. (Japan)	16,950
	4,734	Lafarge SA (France)	270,537
	4,000	Sanwa Holdings Corp. (Japan)	11,433
			621,518

Building Products
	700	A.O. Smith Corp.	39,221
Business Services
	1,072	FTI Consulting, Inc.*	38,013
Capital Goods
	1,400	Harsco Corp.	32,452
Capital Markets 1.1%
	4,650	Apollo Investment Corp.	51,103
	3,550	Ares Capital Corp.	59,427
	2,575	Fifth Street Finance Corp.	30,385
	16,227	Goldman Sachs Group, Inc. (The)	2,611,736
	7,400	Morgan Stanley	184,038
	1,150	Prosperity Bancshares, Inc.	35,753
	2,400	Raymond James Financial, Inc.	67,728
	3,900	State Street Corp.	162,864
	850	Waddell & Reed Financial, Inc. (Class A Stock)	24,710
			3,227,744
Chemicals 3.0%
	4,516	Air Products & Chemicals, Inc.	383,725
	2,000	BASF SE (Germany)	145,527
	9,400	Celanese Corp. (Class A Stock)	335,110
	5,100	Clariant AG (Switzerland)*	86,240
	67,748	Dow Chemical Co. (The)	2,088,671
	11,094	Huntsman Corp.	153,652
	2,845	Intrepid Potash, Inc.*	97,669
	28,000	Kingboard Chemical Holdings Ltd. (Cayman Islands)	136,184
	3,800	Koninklijke DSM NV (Netherlands)	203,198
	950	Kraton Performance Polymers, Inc.*	30,837
	29,820	Monsanto Co.	1,771,904
	10,000	Nippon Shokubai Co. Ltd. (Japan)	94,445
	1,245	Potash Corp. of Saskatchewan, Inc. (Canada)	180,637
	18,345	PPG Industries, Inc.	1,407,062
	18,494	Praxair, Inc.	1,689,242
	2,375	Scotts Miracle-Gro Co. (The) (Class A Stock)	126,825
	1,625	Sensient Technologies Corp.	52,504
	26,000	Toagosei Co. Ltd. (Japan)	114,055
	1,800	Valspar Corp. (The)	57,780
			9,155,267
Clothing & Apparel 0.6%
	21,104	NIKE, Inc. (Class B Stock)	1,718,710
	1,986	Steven Madden Ltd.*	84,008
			1,802,718

Commercial Banks 2.2%
	4,500	Allied Irish Banks PLC (Ireland)*	2,111
	4,800	Alpha Bank A.E. (Greece)*	31,800
	3,325	Associated Banc-Corp.	42,128
	8,300	Banco Espirito Santo SA (Portugal)	41,241
	15,000	Bank of Ireland (Ireland)*	11,127
	18,300	Barclays PLC (United Kingdom)	80,521
	5,000	Chiba Bank Ltd. (The) (Japan)	30,881
	350	Danvers Bancorp, Inc.	5,260
	27,278	Fifth Third Bancorp	342,612
	1,461	FirstMerit Corp.	25,100
	3,728	ICICI Bank Ltd., ADR (India)	196,018
	14,000	Industrial & Commercial Bank of China Asia Ltd. (Hong Kong)	51,837
	41,326	KeyCorp	338,460
	4,089	Northern Trust Corp.	202,937
	38,318	PNC Financial Services Group, Inc.	2,065,340
	19,800	Regions Financial Corp.	124,740
	100	Territorial Bancorp, Inc.	1,697
	1,700	Trustmark Corp.	37,553
	33,900	Turkiye Garanti Bankasi A/S (Turkey)	207,983
	805	UMB Financial Corp.	29,833
	1,500	United Bankshares, Inc.	40,080
	175	United Financial Bancorp, Inc.	2,370
	100,393	Wells Fargo & Co.	2,618,249
			6,529,878
Commercial Services & Supplies 0.4%
	550	Consolidated Graphics, Inc.*	25,603
	2,050	Corrections Corp. of America*	52,624
	4,790	GEO Group, Inc. (The)*	122,864
	8,750	Moody’s Corp.	236,775
	2,301	Sotheby’s	100,876
	2,662	SuccessFactors, Inc.*	72,193
	2,750	Visa, Inc. (Class A Stock)	214,967
	3,927	Waste Connections, Inc.	159,986
	7,209	Waste Management, Inc.	257,505
			1,243,393
Communication Equipment 0.1%
	4,500	Arris Group, Inc.*	41,895
	3,835	EMS Technologies, Inc.*	68,416
	4,430	Juniper Networks, Inc.*	143,488
			253,799
Computer Hardware 1.7%
	16,153	Apple, Inc.*	4,859,953
	8,689	Logitech International SA (Switzerland)*	164,765
			5,024,718
Computer Services & Software 1.7%
	15,409	Accenture PLC (Class A Stock) (Ireland)	688,936
	5,005	Allscripts Healthcare Solutions, Inc.*	95,546
	12,900	Autodesk, Inc.*	466,722
	32,940	EMC Corp.*	692,069
	1,600	Global Payments, Inc.	62,336
	3,686	Informatica Corp.*	149,983
	11,750	Intuit, Inc.*	564,000

	3,100	Itochu Techno-Solutions Corp. (Japan)	105,748
	10,610	MSCI, Inc. (Class A Stock)*	380,369
	12,440	Nuance Communications, Inc.*	195,432
	2,977	Radiant Systems, Inc.*	58,081
	2,761	Riverbed Technology, Inc.*	158,868
	5,864	salesforce.com, Inc.*	680,635
	7,806	SAP AG (Germany)	407,091
	6,700	Tieto Oyj (Finland)	128,127
	6,130	VeriFone Systems, Inc.*	207,378
			5,041,321
Computers & Peripherals 0.6%
	4,400	Cognizant Technology Solutions Corp. (Class A Stock)*	286,836
	32,562	Hewlett-Packard Co.	1,369,557
	2,275	QLogic Corp.*	39,972
			1,696,365
Conglomerates 0.1%
	37,300	Marubeni Corp. (Japan)	234,545
Construction
	1,768	Texas Industries, Inc.	60,413
Construction & Engineering 0.2%
	8,800	COMSYS Holdings Corp. (Japan)	78,191
	2,410	Fluor Corp.	116,138
	14,000	Kyowa Exeo Corp. (Japan)	123,350
	1,400	MYR Group, Inc.*	21,826
	4,300	NCC AB (Class B Stock) (Sweden)	91,734
	2,250	Northwest Pipe Co.*	42,345
	1,100	URS Corp.*	42,823
			516,407
Consumer Finance 0.4%
	20,408	American Express Co.	846,116
	7,500	Capital One Financial Corp.	279,525
	4,298	Cash America International, Inc.	151,418
	1,375	First Cash Financial Services, Inc.*	39,971
			1,317,030
Consumer Products & Services 0.4%
	2,490	Avon Products, Inc.	75,821
	510	Colgate-Palmolive Co.	39,331
	5,687	Lauder, (Estee) Cos., Inc. (The) (Class A Stock)	404,744
	55,000	Pacific Brands Ltd. (Australia)*	58,454
	5,548	Reckitt Benckiser Group PLC (United Kingdom)	310,346
	1,200	Toro Co. (The)	68,112
	4,589	Vitamin Shoppe, Inc.*	127,620
	2,006	Whirlpool Corp.	152,115
			1,236,543
Containers & Packaging 0.1%
	2,525	Packaging Corp. of America	61,686
	26,000	Rexam PLC (United Kingdom)	132,358
	1,950	Silgan Holdings, Inc.	65,812
			259,856

Cosmetics & Toiletries 0.1%
	8,900	Natura Cosmeticos SA (Brazil)	254,390
Distribution/Wholesale 0.1%
	20,200	Sumitomo Corp. (Japan)	256,046
	3,500	Toyota Tsusho Corp. (Japan)	54,324
			310,370
Diversified Financial Services 1.4%
	97,071	Bank of America Corp.	1,110,492
	35,450	BM&FBOVESPA SA (Brazil)	295,643
	45,900	Challenger Financial Services Group Ltd. (Australia)	206,822
	125,661	Citigroup, Inc.*	524,006
	4,200	Fuyo General Lease Co. Ltd. (Japan)	119,314
	52,180	JPMorgan Chase & Co.	1,963,533
	550	KBW, Inc.	13,915
	16,100	Tullett Prebon PLC (United Kingdom)	102,160
			4,335,885
Diversified Manufacturing
	9,300	AGFA-Gevaert NV (Belgium)*	54,235
Diversified Manufacturing Operations 0.1%
	4,540	Eaton Corp.	403,288
Diversified Operations 0.2%
	10,800	Davis Service Group PLC (United Kingdom)	71,956
	2,928	LVMH Moet Hennessy Louis Vuitton SA (France)	458,869
			530,825
Diversified Telecommunication Services 0.7%
	31,300	AT&T, Inc.	892,050
	8,800	CenturyLink, Inc.	364,144
	22,555	Verizon Communications, Inc.	732,361
			1,988,555
Electric 0.1%
	11,930	AES Corp. (The)*	142,444
Electric Utilities 1.1%
	23,011	American Electric Power Co., Inc.	861,532
	1,625	Cleco Corp.	50,814
	21,900	Edison International	808,110
	2,175	El Paso Electric Co.*	53,505
	48,500	Enel SpA (Italy)	276,930
	15,100	Exelon Corp.	616,382
	4,300	NextEra Energy, Inc.	236,672
	11,755	Public Service Enterprise Group, Inc.	380,274
			3,284,219
Electrical Equipment 0.2%
	5,500	Emerson Electric Co.	301,950
	9,032	GrafTech International Ltd.*	148,757
			450,707

Electronic Components 0.3%
	7,960	Agilent Technologies, Inc.*	277,008
	5,800	Alpine Electronics, Inc. (Japan)	72,653
	2,991	DTS, Inc.*	119,042
	1,604	Fanuc Ltd. (Japan)	232,218
	3,000	FLIR Systems, Inc.*	83,520
	863	Itron, Inc.*	52,445
			836,886
Electronic Components & Equipment 0.1%
	1,850	Energizer Holdings, Inc.*	138,343
	400	EnerSys*	10,544
	3,076	Gentex Corp.	61,458
			210,345
Electronic Equipment & Instruments 0.1%
	2,382	Coherent, Inc.*	99,949
	10,650	Tyco Electronics Ltd. (Switzerland)	337,392
			437,341
Energy Equipment & Services 0.4%
	2,200	Cameron International Corp.*	96,250
	1,000	Core Laboratories NV (Netherlands)	77,770
	5,100	Diamond Offshore Drilling, Inc.	337,416
	5,150	Halliburton Co.	164,079
	4,839	Lufkin Industries, Inc.	236,385
	1,150	Oil States International, Inc.*	58,788
	1,891	OYO Geospace Corp.*	114,614
	1,475	Unit Corp.*	57,864
	3,995	Vestas Wind Systems A/S (Denmark)*	127,498
			1,270,664
Entertainment & Leisure 0.9%
	14,124	Carnival Corp. (Panama)	609,733
	9,848	Carnival PLC (United Kingdom)	424,483
	6,200	Hasbro, Inc.	286,750
	9,904	Hennes & Mauritz AB (Class B Stock) (Sweden)	349,031
	1,600	Life Time Fitness, Inc.*	57,808
	6,274	Pinnacle Entertainment, Inc.*	80,307
	7,920	Royal Caribbean Cruises Ltd. (Liberia)*	313,157
	2,300	Sankyo Co. Ltd. (Japan)	122,617
	29,667	Tabcorp Holdings Ltd. (Australia)	214,464
	36,200	Thomas Cook Group PLC (United Kingdom)	104,932
			2,563,282
Environmental Control 0.1%
	2,300	Stericycle, Inc.*	165,002
Equipment Services 0.1%
	23,600	Downer EDI Ltd. (Australia)	117,205
	5,900	Kyoei Steel Ltd. (Japan)	72,073
			189,278

Exchange Traded Fund
	1,825	iShares Russell 2000 Value Index Fund	117,493
Farming & Agriculture 0.1%
	49,200	AWB Ltd. (Australia)*	71,568
	1,960	Bunge Ltd. (Bermuda)	117,737
	118,000	Chaoda Modern Agriculture Holdings Ltd. (Cayman Islands)	96,211
			285,516
Financial — Bank & Trust 1.3%
	3,350	Astoria Financial Corp.	41,607
	12,396	Banco Bilbao Vizcaya Argentaria SA (Spain)	163,039
	31,100	Banco Santander SA (Spain)	399,566
	600	Bank of Hawaii Corp.	25,914
	7,848	BNP Paribas (France)	573,999
	8,540	Charles Schwab Corp. (The)	131,516
	115,845	China Merchants Bank Co. Ltd. (Class H Stock) (China)	328,797
	15,200	Credit Agricole SA (France)	249,106
	5,400	Credit Suisse Group AG (Switzerland)	223,068
	3,100	Danske Bank A/S (Denmark)*	82,445
	5,400	Deutsche Bank AG (Germany)	311,303
	5,552	Dexia NV/SA (Belgium)*	24,720
	2,750	IntercontinentalExchange, Inc.*	315,892
	57,181	Intesa Sanpaolo SpA (Italy)	201,151
	61,700	Mitsubishi UFJ Financial Group, Inc. (Japan)	287,530
	10,500	National Australia Bank Ltd. (Australia)	261,862
	3,275	Northwest Bancshares, Inc.	37,139
	1,600	Societe Generale (France)	95,812
	11,000	Sumitomo Trust & Banking Co. Ltd. (The) (Japan)	60,283
	400	Verwaltungs-und Privat-Bank AG (Liechtenstein)	43,453
			3,858,202
Financial Services 1.4%
	600	CME Group, Inc.	173,790
	1,900	Eaton Vance Corp.	54,663
	4,110	Franklin Resources, Inc.	471,417
	19,595	Hong Kong Exchanges and Clearing Ltd. (Hong Kong)	431,273
	441,084	Industrial & Commercial Bank of China Ltd. (Class H Stock) (China)	355,087
	7,400	Irish Life & Permanent Group Holdings PLC (Ireland)*	15,655
	33,600	Itau Unibanco Holding SA, ADR (Brazil)	825,216
	2,300	Jefferies Group, Inc.	55,039
	3,375	MF Global Holdings Ltd.*	26,426
	1,598	optionsXpress Holdings, Inc.*	25,520
	77,347	U.S. Bancorp	1,870,251
			4,304,337
Food & Beverage 0.3%
	10,470	Coca-Cola Co. (The)	642,020
	12,400	Dairy Crest Group PLC (United Kingdom)	73,596
	48,600	Northern Foods PLC (United Kingdom)	36,796
	10,500	Tate & Lyle PLC (United Kingdom)	84,460
			836,872

Food & Staples Retailing 0.9%
	27,455	CVS Caremark Corp.	826,945
	24,800	Safeway, Inc.	567,920
	18,911	Wal-Mart Stores, Inc.	1,024,409
	3,930	Whole Foods Market, Inc.*	156,217
			2,575,491
Food Products 0.1%
	11,900	ConAgra Foods, Inc.	267,631
Foods 1.3%
	2,200	Casino Guichard Perrachon SA (France)	206,684
	6,180	CSM NV (Netherlands)	195,681
	8,098	Dean Foods Co.*	84,219
	3,100	Delhaize Group (Belgium)	216,550
	100,700	Goodman Fielder Ltd. (Australia)	146,481
	6,133	Kellogg Co.	308,245
	8,300	Koninklijke Ahold NV (Netherlands)	114,711
	14,840	Kraft Foods, Inc. (Class A Stock)	478,887
	30,600	Metcash Ltd. (Australia)	130,987
	20,029	Nestle SA (Switzerland)	1,097,061
	30,000	Nichirei Corp. (Japan)	130,856
	22,000	Nisshin Oillio Group Ltd. (The) (Japan)	96,781
	1,600	Nutreco NV (Netherlands)	116,422
	1,400	Suedzucker AG (Germany)	33,125
	59,814	Tesco PLC (United Kingdom)	409,108
			3,765,798
Healthcare Equipment & Supplies 0.3%
	4,485	American Medical Systems Holdings, Inc.*	90,597
	7,100	Baxter International, Inc.	361,390
	2,570	Cutera, Inc.*	18,581
	4,400	Medtronic, Inc.	154,924
	1,803	Sirona Dental Systems, Inc.*	67,883
	850	Teleflex, Inc.	47,387
	3,300	Thoratec Corp.*	107,712
	575	West Pharmaceutical Services, Inc.	20,522
			868,996
Healthcare Products 0.4%
	4,355	Bruker Corp.*	65,281
	1,000	Cantel Medical Corp.	18,520
	17,958	Covidien PLC (Ireland)	715,986
	6,090	Hospira, Inc.*	362,233
			1,162,020
Healthcare Providers & Services 0.3%
	1,200	Amedisys, Inc.*	30,552
	8,300	Cardinal Health, Inc.	287,927
	2,999	Centene Corp.*	66,937
	5,100	CIGNA Corp.	179,469
	7,156	UnitedHealth Group, Inc.	257,974
			822,859

Healthcare Services 0.1%
	1,600	AMERIGROUP Corp.*	66,768
	2,700	Astellas Pharma, Inc. (Japan)	100,457
	900	Covance, Inc.*	42,291
	2,468	Genoptix, Inc.*	42,006
	1,900	Healthways, Inc.*	19,912
	1,000	MEDNAX, Inc.*	59,210
			330,644
Healthcare Technology
	1,574	Vital Images, Inc.*	20,934
Hotels, Restaurants & Leisure 1.5%
	2,884	Bally Technologies, Inc.*	104,055
	3,775	BJ’s Restaurants, Inc.*	125,141
	825	Choice Hotels International, Inc.	31,375
	7,720	Las Vegas Sands Corp.*	354,194
	4,110	Marriott International, Inc. (Class A Stock)	152,275
	39,269	McDonald’s Corp.	3,053,950
	221	Orient-Express Hotels Ltd. (Class A Stock) (Bermuda)*	2,798
	10,411	Shuffle Master, Inc.*	97,967
	1,825	Sonic Corp.*	16,206
	6,148	Wynn Resorts Ltd.	658,881
			4,596,842
Household Durables 0.1%
	1,300	Fortune Brands, Inc.	70,265
	3,672	Universal Electronics, Inc.*	77,332
			147,597
Household Products 0.2%
	11,233	Kimberly-Clark Corp.	711,498
Independent Power Producers & Energy Traders 0.1%
	24,800	Drax Group PLC (United Kingdom)	151,284
Industrial Conglomerates 0.5%
	6,860	3M Co.	577,749
	38,136	General Electric Co.	610,939
	11,685	Tyco International Ltd. (Switzerland)	447,302
			1,635,990
Insurance 2.6%
	7,600	Aegon NV (Netherlands)*	48,171
	9,708	AFLAC, Inc.	542,580
	2,900	Allianz SE (Germany)	363,423
	24,500	Allstate Corp. (The)	747,005
	925	Aspen Insurance Holdings Ltd. (Bermuda)	26,242
	29,500	Aviva PLC (United Kingdom)	188,180
	4,600	AXA SA (France)	83,742
	2,100	Baloise Holding AG (Switzerland)	194,091
	47,647	Beazley PLC (United Kingdom)	92,152

	6,425	Brit Insurance Holdings NV (Netherlands)*	107,584
	7,954	China Life Insurance Co. Ltd. (Class H Stock) (China)	34,838
	8,375	CNO Financial Group, Inc.*	45,560
	130	Dai-ichi Life Insurance Co. Ltd. (The) (Japan)	157,674
	1,600	Delphi Financial Group, Inc. (Class A Stock)	43,312
	65,000	Fuji Fire & Marine Insurance Co. Ltd. (The) (Japan)*	80,775
	21,500	Genworth Financial, Inc. (Class A Stock)*	243,810
	1,700	Hanover Insurance Group, Inc. (The)	76,925
	2,312	HCC Insurance Holdings, Inc.	61,222
	30,400	ING Groep NV, CVA (Netherlands)*	324,525
	121,100	Legal & General Group PLC (United Kingdom)	194,822
	20,924	Lincoln National Corp.	512,220
	4,200	Loews Corp.	165,816
	6,600	Marsh & McLennan Cos., Inc.	164,868
	30,468	MetLife, Inc.	1,228,775
	4,493	MGIC Investment Corp.*	39,628
	1,500	Muenchener Rueckversicherungs-Gesellschaft AG (Germany)	234,554
	50,900	Old Mutual PLC (United Kingdom)	105,947
	2,400	Protective Life Corp.	57,528
	1,300	Reinsurance Group of America, Inc.	65,091
	4,400	SCOR SE (France)	108,210
	1,300	State Auto Financial Corp.	20,358
	3,600	Swiss Reinsurance Co. Ltd. (Switzerland)	173,040
	1,750	Tower Group, Inc.	42,490
	11,978	Travelers Cos., Inc. (The)	661,186
	1,200	United Fire & Casualty Co.	24,036
	3,500	Unum Group	78,470
	15,300	XL Group PLC (Ireland)	323,595
	1,100	Zurich Financial Services AG (Switzerland)	269,285
			7,931,730
Internet Services 1.4%
	12,721	Amazon.com, Inc.*	2,100,746
	1,600	Digital River, Inc.*	59,616
	1,780	Google, Inc. (Class A Stock)*	1,091,122
	2,462	priceline.com, Inc.*	927,706
			4,179,190
Internet Software & Services 1.7%
	18,253	Baidu, Inc., ADR (Cayman Islands)*	2,008,013
	91,433	Oracle Corp.	2,688,130
	11,750	VeriSign, Inc.*	408,312
			5,104,455
IT Services 0.7%
	1,000	CACI International, Inc. (Class A Stock)*	50,120
	13,481	International Business Machines Corp.	1,935,872
	67,600	Logica PLC (United Kingdom)	140,274
	3,450	SRA International, Inc. (Class A Stock)*	69,034
			2,195,300
Life Science Tools & Services 0.2%
	2,819	ICON PLC, ADR (Ireland)*	54,548
	11,879	Thermo Fisher Scientific, Inc.*	610,818
			665,366

Machinery 0.8%
	2,550	Actuant Corp. (Class A Stock)	57,299
	28,000	BlueScope Steel Ltd. (Australia)	54,717
	5,160	Bucyrus International, Inc.	351,706
	3,067	Caterpillar, Inc.	241,066
	6,889	Cummins, Inc.	606,921
	550	Lincoln Electric Holdings, Inc.	32,868
	44,000	Mitsui Engineering & Shipbuilding Co. Ltd. (Japan)	99,515
	11,100	PACCAR, Inc.	568,986
	1,837	Regal-Beloit Corp.	106,013
	1,100	Rheinmetall AG (Germany)	79,244
	1,000	Snap-on, Inc.	51,000
	675	Valmont Industries, Inc.	53,224
			2,302,559
Machinery — Construction & Mining 0.1%
	17,163	Komatsu Ltd. (Japan)	420,597
Manufacturing 0.6%
	44,560	Danaher Corp.	1,932,122
Media 1.4%
	9,900	CBS Corp. (Class B Stock)	167,607
	21,200	Comcast Corp. (Special Class A Stock)	409,796
	25,161	DIRECTV (Class A Stock)*	1,093,497
	9,470	Discovery Communications, Inc. (Class A Stock)*	422,457
	2,200	Lagardere SCA (France)	93,834
	13,896	Pearson PLC (United Kingdom)	212,533
	3,300	Thomson Reuters Corp. (Canada)	126,027
	4,089	Time Warner Cable, Inc.	236,630
	15,700	Time Warner, Inc.	510,407
	1,200	Valassis Communications, Inc.*	39,600
	11,500	Vivendi (France)	328,039
	15,836	Walt Disney Co. (The)	571,838
	1,050	Wiley, (John) & Sons, Inc. (Class A Stock)	45,318
			4,257,583
Medical Supplies & Equipment 0.2%
	5,300	Fresenius Medical Care AG & Co. KGaA (Germany)	337,626
	1,680	Henry Schein, Inc.*	94,332
	19,600	Smith & Nephew PLC (United Kingdom)	172,420
	3,240	St. Jude Medical, Inc.*	124,092
			728,470
Metals & Mining 2.0%
	7,900	ArcelorMittal (Luxembourg)	253,936
	7,742	BHP Billiton Ltd. (Australia)	317,907
	5,622	BHP Billiton Ltd., ADR (Australia)	464,321
	19,124	BHP Billiton PLC, ADR (United Kingdom)	1,353,979
	14,900	Boliden AB (Sweden)	252,956
	10,521	Freeport-McMoRan Copper & Gold, Inc.	996,128
	33,800	Mincor Resources NL (Australia)	58,934

	50,900	OneSteel Ltd. (Australia)	134,619
	11,347	Peabody Energy Corp.	600,256
	6,800	Precision Castparts Corp.	928,744
	5,290	Southern Copper Corp.	226,412
	3,650	Thompson Creek Metals Co., Inc. (Canada)*	43,946
	4,000	ThyssenKrupp AG (Germany)	147,198
	1,800	Timken Co.	74,556
	3,565	Titanium Metals Corp.*	70,088
	5,520	United States Steel Corp.	236,201
			6,160,181
Multi-Line Retail 0.1%
	13,900	J.C. Penney Co., Inc.	433,402
Multi-Utilities 0.2%
	4,700	Dominion Resources, Inc.	204,262
	1,125	NorthWestern Corp.	33,491
	3,000	RWE AG (Germany)	215,035
			452,788
Office Electronics 0.2%
	5,941	Canon, Inc. (Japan)	274,643
	33,100	Xerox Corp.	387,270
			661,913
Oil & Gas 0.1%
	5,236	Seadrill Ltd. (Bermuda)	158,602
Oil, Gas & Consumable Fuels 5.3%
	2,179	Air Liquide SA (France)	281,864
	21,357	Anadarko Petroleum Corp.	1,314,950
	12,566	Apache Corp.	1,269,417
	12,453	BG Group PLC (United Kingdom)	242,543
	32,900	BP PLC (United Kingdom)	224,472
	4,520	Brigham Exploration Co.*	95,327
	2,200	Cabot Oil & Gas Corp.	63,756
	16,360	Cairn Energy PLC (United Kingdom)*	101,162
	7,060	Canadian Natural Resources Ltd. (Canada)	257,023
	14,000	Chesapeake Energy Corp.	303,800
	7,800	Chevron Corp.	644,358
	193,654	CNOOC Ltd. (Hong Kong)	401,236
	31,100	ConocoPhillips	1,847,340
	11,700	ENI SpA (Italy)	263,640
	12,256	EOG Resources, Inc.	1,173,144
	9,838	Exxon Mobil Corp.	653,932
	9,736	Hess Corp.	613,660
	12,980	JX Holdings, Inc. (Japan)	76,296
	14,000	Marathon Oil Corp.	497,980
	970	Noble Energy, Inc.	79,036
	6,072	Oasis Petroleum, Inc.*	129,151
	13,611	Occidental Petroleum Corp.	1,070,233
	4,300	OMV AG (Austria)	160,661
	1,100	ONEOK, Inc.	54,802
	9,400	Repsol YPF SA (Spain)	260,679
	2,350	Resolute Energy Corp.*	28,223

	20,400	Royal Dutch Shell PLC (Class B Stock) (United Kingdom)	653,272
	10,800	Royal Dutch Shell PLC (Class B Stock), ADR (United Kingdom)	694,656
	18,093	Schlumberger Ltd. (Netherlands)	1,264,520
	7,667	Sempra Energy	410,031
	1,300	South Jersey Industries, Inc.	65,468
	2,300	Southwestern Energy Co.*	77,832
	3,900	Statoil ASA (Norway)	85,171
	1,600	Swift Energy Co.*	50,960
	6,900	Total SA (France)	374,968
	8,700	Valero Energy Corp.	156,165
	1,600	WGL Holdings, Inc.	61,680
			16,003,408
Paper & Forest Products
	1,625	Louisiana-Pacific Corp.*	12,578
Pharmaceuticals 4.1%
	24,406	Abbott Laboratories	1,252,516
	4,240	Allergan, Inc.	307,018
	8,689	Amgen, Inc.*	496,924
	7,800	AstraZeneca PLC (United Kingdom)	391,137
	21,600	Eli Lilly & Co.	760,320
	830	Express Scripts, Inc.*	40,272
	16,700	GlaxoSmithKline PLC (United Kingdom)	326,732
	6,600	H. Lundbeck A/S (Denmark)	131,801
	1,001	Herbalife Ltd. (Cayman Islands)	63,924
	23,187	Johnson & Johnson	1,476,316
	8,000	Kyorin Holdings, Inc. (Japan)	124,866
	8,689	Mead Johnson Nutrition Co.	511,087
	2,300	Meda AB (Sweden)	18,904
	53,428	Merck & Co., Inc.	1,938,368
	12,909	Novartis AG (Switzerland)	748,395
	4,342	Novo Nordisk A/S (Class B Stock) (Denmark)	457,044
	97,744	Pfizer, Inc.	1,700,746
	2,300	Pharmaceutical Product Development, Inc.	59,363
	1,047	Salix Pharmaceuticals Ltd.*	39,608
	5,800	Sanofi-Aventis SA (France)	405,077
	52,399	Sinopharm Group Co. (Class H Stock) (China)	205,844
	5,400	Takeda Pharmaceutical Co. Ltd. (Japan)	252,989
	11,213	Teva Pharmaceutical Industries Ltd., ADR (Israel)	581,955
			12,291,206
Professional Services 0.1%
	2,786	Duff & Phelps Corp. (Class A Stock)	38,837
	2,191	Monster Worldwide, Inc.*	39,569
	1,225	Towers Watson & Co. (Class A Stock)	62,990
			141,396
Real Estate
	1,000	Meritage Homes Corp.*	18,310
Real Estate Investment Trusts 0.6%
	25,000	Annaly Capital Management, Inc.	442,750
	3,075	AvalonBay Communities, Inc.	326,903
	2,556	Boston Properties, Inc.	220,302

	2,976	DiamondRock Hospitality Co.*	31,486
	1,164	DuPont Fabros Technology, Inc.	29,216
	1,700	First Potomac Realty Trust	28,016
	1,600	Government Properties Income Trust	42,704
	775	Kilroy Realty Corp.	26,482
	1,250	LaSalle Hotel Properties	29,613
	5,100	Medical Properties Trust, Inc.	57,069
	375	Mid-America Apartment Communities, Inc.	22,886
	3,690	Redwood Trust, Inc.	52,324
	2,000	Simon Property Group, Inc.	192,040
	3,578	Vornado Realty Trust	312,681
			1,814,472
Restaurants
	685	Buffalo Wild Wings, Inc.*	32,216
Retail 0.3%
	35,200	Home Retail Group PLC (United Kingdom)	123,523
	3,400	NEXT PLC (United Kingdom)	124,487
	3,300	Rallye SA (France)	128,718
	4,600	Shimachu Co. Ltd. (Japan)	94,492
	110,700	Wal-Mart de Mexico SAB de CV (Class V Stock) (Mexico)	303,018
			774,238
Retail & Merchandising 2.0%
	4,450	Abercrombie & Fitch Co. (Class A Stock)	190,727
	6,100	Aoyama Trading Co. Ltd. (Japan)	99,228
	10,906	Best Buy Co., Inc.	468,740
	1,500	Brinker International, Inc.	27,810
	7,151	Chico’s FAS, Inc.	69,508
	5,300	Circle K Sunkus Co. Ltd. (Japan)	75,216
	3,600	Costco Wholesale Corp.	225,972
	8,130	Kohl’s Corp.*	416,256
	12,943	Nordstrom, Inc.	498,435
	17,722	Staples, Inc.	362,769
	11,194	Target Corp.	581,416
	12,007	Tiffany & Co.	636,371
	24,829	TJX Cos., Inc. (The)	1,139,403
	9,430	Walgreen Co.	319,488
	19,819	Yum! Brands, Inc.	982,230
			6,093,569
Road & Rail
	2,488	Landstar System, Inc.	93,599
Semiconductor Components 0.1%
	31,200	ARM Holdings PLC (United Kingdom)	181,627
Semiconductors 0.4%
	23,922	Broadcom Corp. (Class A Stock)	974,582
	1,800	Checkpoint Systems, Inc.*	39,600
	3,970	Rovi Corp.*	201,080
	2,624	Rubicon Technology, Inc.*	60,667
	4,328	Teradyne, Inc.*	48,647
			1,324,576

Semiconductors & Semiconductor Equipment 0.2%
	17,189	Intel Corp.	344,983
	2,277	Netlogic Microsystems, Inc.*	68,447
	1,025	Silicon Laboratories, Inc.*	40,897
	1,900	Skyworks Solutions, Inc.*	43,529
	3,675	TriQuint Semiconductor, Inc.*	37,852
	2,283	Varian Semiconductor Equipment Associates, Inc.*	74,586
	1,767	Veeco Instruments, Inc.*	73,949
			684,243
Software 1.3%
	2,447	ANSYS, Inc.*	110,727
	900	Blackboard, Inc.*	37,566
	30,905	CA, Inc.	717,305
	2,030	Cerner Corp.*	178,295
	600	Konami Corp. (Japan)	10,573
	3,251	MasterCard, Inc. (Class A Stock)	780,435
	2,930	MedAssets, Inc.*	54,322
	53,221	Microsoft Corp.	1,417,807
	1,782	Progress Software Corp.*	66,593
	938	Quality Systems, Inc.	60,276
	3,200	Red Hat, Inc.*	135,232
	8,875	TIBCO Software, Inc.*	170,578
	1,225	Tyler Technologies, Inc.*	25,002
			3,764,711
Specialty Retail 0.5%
	3,570	Aaron’s, Inc.	67,330
	28,000	Gap, Inc. (The)	532,280
	5,510	Genesco, Inc.*	180,508
	8,794	Home Depot, Inc. (The)	271,559
	15,840	Limited Brands, Inc.	465,537
	2,700	PetSmart, Inc.	101,061
			1,618,275
Steel Producers/Products
	2,200	Voestalpine AG (Austria)	87,220
Telecommunications 2.2%
	3,980	Amdocs Ltd. (Guernsey)*	122,106
	4,910	America Movil SAB de CV (Class L Stock), ADR (Mexico)	281,147
	89,700	BT Group PLC (United Kingdom)	220,915
	96,161	Cisco Systems, Inc.*	2,195,356
	6,079	Crown Castle International Corp.*	262,127
	14,981	Ericsson, L.M. Telefonaktiebolaget, ADR (Sweden)	164,641
	6,000	France Telecom SA (France)	144,177
	40	KDDI Corp. (Japan)	215,484
	46,070	M1 Ltd. (Singapore)	79,020
	1,419	NICE Systems Ltd., ADR (Israel)*	47,522
	7,370	NII Holdings, Inc.*	308,140
	5,000	Nippon Telegraph & Telephone Corp. (Japan)	227,103
	10,600	Nokia Oyj (Finland)	114,485
	130	NTT DoCoMo, Inc. (Japan)	218,902
	9,810	QUALCOMM, Inc.	442,725

	11,244	Rogers Communications, Inc. (Class B Stock) (Canada)	409,844
	1,200	SBA Communications Corp. (Class A Stock)*	47,112
	240	Swisscom AG (Switzerland)	100,263
	127,800	Telecom Italia SpA (Italy)	196,016
	20,400	Telefonica SA (Spain)	550,822
	42,000	Telstra Corp. Ltd. (Australia)	109,846
	108,800	Vodafone Group PLC (United Kingdom)	296,111
			6,753,864
Textiles, Apparel & Luxury Goods 0.2%
	3,500	Jones Group, Inc. (The)	50,610
	6,650	Phillips-Van Heusen Corp.	407,911
	41,000	Yue Yuen Industrial Holdings Ltd. (Bermuda)	147,047
			605,568
Thrifts & Mortgage Finance
	2,875	Washington Federal, Inc.	43,211
Tobacco 0.6%
	15,400	Altria Group, Inc.	391,468
	10,708	British American Tobacco PLC (United Kingdom)	408,362
	16,060	Philip Morris International, Inc.	939,510
			1,739,340
Trading Companies & Distributors
	600	Watsco, Inc.	33,582
	1,625	WESCO International, Inc.*	69,582
			103,164
Transportation 1.0%
	800	Bristow Group, Inc.*	31,024
	4,970	Canadian National Railway Co. (Canada)	321,912
	3,600	Go-Ahead Group PLC (United Kingdom)	78,682
	74	Orient Overseas International Ltd. (Bermuda)	649
	26,000	Sankyu, Inc. (Japan)	109,209
	28,940	Union Pacific Corp.	2,537,459
			3,078,935
Utilities 0.2%
	6,800	E.ON AG (Germany)	212,947
	8,178	PG&E Corp.	391,072
			604,019
Wireless Telecommunication Services 0.5%
	20,090	American Tower Corp. (Class A Stock)*	1,036,845
	1,500	Syniverse Holdings, Inc.*	45,735
	19,300	Vodafone Group PLC, ADR (United Kingdom)	530,943
			1,613,523
		TOTAL COMMON STOCKS (cost $156,106,274)	193,488,597

PREFERRED STOCK 0.1%
Financial — Bank & Trust
	7,950	Wells Fargo & Co., Series J, 8.00%, CVT (cost $151,656)*	214,730
	Units
RIGHTS*(f)
Banks
	1,816	Standard Chartered PLC, expiring 11/05/10 (United Kingdom)	15,292
Miscellaneous Manufacturing
	1,000	AGFA-Gevaert NV, expiring 11/04/10 (Belgium)	335
		TOTAL RIGHTS (cost $0)	15,627
Moody’s Ratings†	Principal Amount (000)#
ASSET-BACKED SECURITIES 0.8%
AAA(b)	EUR 565	Magnolia Funding Ltd., Series 2010-1A, Class A1, 144A 3.00%, 04/20/17	785,479
Aaa	$1,681	SLM Student Loan Trust, Series 2008-9, Class A 1.788%(a), 04/25/23	1,739,378
		TOTAL ASSET-BACKED SECURITIES (cost $2,432,565)	2,524,857
BANK LOANS(a)(c) 0.5%
		Ford Motor Corp., Term B1
Baa3	91	3.01%, 12/15/13	89,559
Baa3	22	3.01%, 12/15/13	22,123
Baa3	106	3.04%, 12/15/13	105,346
Baa3	228	3.05%, 12/15/13	225,245
Ba2	500	International Lease Finance Corp., Term B1 6.75%, 03/17/15	511,518
		TXU Corp., Term B3
B2	679	3.76%, 10/10/14	532,356
B2	2	3.79%, 10/10/14	1,376
		TOTAL BANK LOANS (cost $1,587,908)	1,487,523
COMMERCIAL MORTGAGE-BACKED SECURITIES 0.2%
Aaa	336	Bear Stearns Commercial Mortgage Securities, Series 2006-BBA7, Class A1, 144A 0.366%(a), 03/15/19	323,075
Aaa	242	Federal National Mortgage Assoc., Series 1998-73, Class MZ 6.30%, 10/17/38	276,107
		TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (cost $575,237)	599,182

CONVERTIBLE BOND 0.2%
Oil & Gas 0.2%
Baa3	700	Transocean, Inc., Sr. Unsec’d. Notes (Switzerland) (cost $696,233) 1.625%, 12/15/37	697,375
CORPORATE BONDS 11.1%
Automobile Manufacturers
A3	100	Daimler Finance North America LLC, Gtd. Notes, MTN 5.75%, 09/08/11	104,104
Capital Markets 0.5%
A2	200	Goldman Sachs Group, Inc. (The), Sub. Notes 6.75%, 10/01/37	209,709
A2	1,300	Morgan Stanley, Sr. Unsec’d. Notes, MTN 5.75%, 10/18/16	1,420,093
			1,629,802
Commercial Banks 0.5%
Baa1	1,120	Barclays Bank PLC, Sub. Notes, 144A (United Kingdom) 10.179%, 06/12/21	1,492,736
Consumer Finance 0.2%
A3	600	American Express Co., Sr. Unsec’d. Notes 7.00%, 03/19/18	720,690
Diversified Financial Services 2.2%
A2	1,000	Bank of America Corp., Sr. Unsec’d. Notes 6.00%, 09/01/17	1,075,934
Aa3	900	Bear Stearns Cos. LLC (The), Sr. Unsec’d. Notes 6.40%, 10/02/17	1,049,576
A3	2,100	Citigroup, Inc., Sr. Unsec’d. Notes 5.50%, 04/11/13	2,273,607
Ba3	500	International Lease Finance Corp., Sr. Sec’d. Notes, 144A 7.125%, 09/01/18	550,000
Aa3	700	JPMorgan Chase & Co., Sr. Unsec’d. Notes 4.25%, 10/15/20	705,107
Aa2	900	JPMorgan Chase Bank NA, Sub. Notes 6.00%, 10/01/17	1,024,254
			6,678,478
Financial — Bank & Trust 1.6%
B3	1,000	Ally Financial, Inc., Gtd. Notes, 144A 8.00%, 03/15/20	1,105,000
B3	100	Sr. Unsec’d. Notes 8.00%, 11/01/31	108,823
A2	400	American Express Bank FSB, Sr. Unsec’d. Notes 5.50%, 04/16/13	436,230
A3	1,100	American International Group, Inc., Sr. Unsec’d. Notes 8.25%, 08/15/18	1,313,125

Aa3	600	Lloyds TSB Bank PLC, (United Kingdom) Bank Gtd. Notes, 144A, MTN 4.375%, 01/12/15	629,060
Ba1	1,000	Jr. Sub. Notes, 144A 12.00%(a), 12/29/49	1,191,603
			4,783,841
Financial Services 2.0%
Ba2	500	Ford Motor Credit Co. LLC, Sr. Unsec’d. Notes 5.625%, 09/15/15	530,423
NR	500	Lehman Brothers Holdings, Inc., Sr. Unsec’d. Notes, MTN(d) 6.875%, 05/02/18	114,375
A2	2,800	Merrill Lynch & Co., Inc., Notes, MTN 6.875%, 04/25/18	3,142,591
Baa2	1,000	TNK-BP Finance SA, Gtd. Notes (Luxembourg) 7.50%, 03/13/13	1,083,750
Aa3	500	UBS AG, (Switzerland) Sr. Unsec’d. Notes 4.875%, 08/04/20	536,071
Aa3	500	Sr. Unsec’d. Notes, MTN 1.439%(a), 02/23/12	503,942
			5,911,152
Food Products 0.3%
Baa2	900	WM Wrigley Jr. Co., Sec’d. Notes, 144A 2.45%, 06/28/12	909,089
Industrial Conglomerates 1.0%
Aa2	2,200	General Electric Capital Corp., Notes, MTN 5.625%, 09/15/17	2,466,739
Aa2	400	Sr. Unsec’d. Notes, MTN 5.875%, 01/14/38	406,795
Aa3	GBP 100	Sub. Notes, 144A 6.50%(a), 09/15/67	149,019
			3,022,553
Lodging 0.3%
Baa2	900	Hyatt Hotels Corp., Sr. Unsec’d. Notes, 144A 5.75%, 08/15/15	973,997
Medical Supplies & Equipment 0.2%
B2	600	HCA, Inc., Sec’d. Notes 9.25%, 11/15/16	649,500
Oil, Gas & Consumable Fuels 1.0%
A2	600	BP Capital Markets PLC, Gtd. Notes (United Kingdom) 3.125%, 10/01/15	615,782
A2	400	4.50%, 10/01/20	414,330
Baa1	800	Gaz Capital SA, Sr. Unsec’d. Notes (Luxembourg) 9.25%, 04/23/19	992,000
Ba1	800	Pride International, Inc., Sr. Unsec’d. Notes 6.875%, 08/15/20	906,000
			2,928,112

Paper & Forest Products 0.2%
		Georgia-Pacific LLC, Gtd. Notes, 144A
Ba2	300	7.00%, 01/15/15	313,125
Ba2	400	7.125%, 01/15/17	430,000
			743,125
Real Estate Investment Trusts 0.1%
Baa2	200	Nationwide Health Properties, Inc., Sr. Unsec’d. Notes 6.50%, 07/15/11	207,031
Telecommunications 0.4%
Baa3	1,000	Embarq Corp., Sr. Unsec’d. Notes 7.082%, 06/01/16	1,141,837
Tobacco 0.4%
Baa1	800	Altria Group, Inc., Gtd. Notes 9.25%, 08/06/19	1,098,379
Utilities 0.2%
A1	500	Korea Electric Power Corp., Sr. Unsec’d. Notes, 144A (South Korea) 3.00%, 10/05/15	504,911
		TOTAL CORPORATE BONDS (cost $31,192,940)	33,499,337
FOREIGN GOVERNMENT BONDS 1.6%
		Australia Government Bond, Sr. Unsec’d. Notes (Australia)
Aaa	AUD 1,900	4.75%, 06/15/16	1,832,199
Aaa	AUD    600	6.00%, 02/15/17	615,363
Aaa	CAD    200	Canadian Government, Bonds (Canada) 1.50%, 03/01/12	196,672
Aa1	900	Province of Ontario Canada, Sr. Unsec’d. Notes (Canada) 2.70%, 06/16/15	946,503
Baa3	BRL  1,800	Republic of Brazil, Sr. Unsec’d. Notes (Brazil) 12.50%, 01/05/22	1,278,833
		TOTAL FOREIGN GOVERNMENT BONDS (cost $4,403,818)	4,869,570
MUNICIPAL BONDS 1.3%
California 0.6%
Aa3	500	California State Public Works Board Lease Revenue, Revenue Bonds 7.804%, 03/01/35	517,400
		State of California, General Obligation Unlimited
A1	400	5.00%, 06/01/37	400,872
A1	800	5.00%, 11/01/37	801,872
A1	200	5.00%, 12/01/37	200,464
			1,920,608
Illinois 0.7%
Aa3	1,100	Chicago Transit Authority, Series A, Revenue Bonds 6.899%, 12/01/40	1,145,287
Aa3	800	Chicago Transit Authority, Series B, Revenue Bonds 6.899%, 12/01/40	832,936
			1,978,223

Texas
Aaa	100	Texas State Transportation Commission, Revenue Bonds 5.178%, 04/01/30	103,206
		TOTAL MUNICIPAL BONDS (cost $3,898,009)	4,002,037
RESIDENTIAL MORTGAGE-BACKED SECURITIES 1.5%
AAA(b)	39	Bank Trust Mortgage Trust, Series 1, Class G 5.70%, 12/01/23	39,392
Caa1	167	Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-4, Class 23A2 2.879%(a), 05/25/35	142,128
CCC(b)	486	Countrywide Alternative Loan Trust, Series 2006-HY13, Class 4A1 5.748%(a), 02/25/37	351,970
Caa2	490	Series 2006-OA11, Class A1B 0.446%(a), 09/25/46	296,920
Aaa	103	Federal Home Loan Mortgage Corp. Structured Pass-Through Securities, Series T-61, Class 1A1 1.753%(a), 07/25/44	103,666
Aaa	23	Series 119, Class H 7.50%, 01/15/21	26,433
Aaa	7	Federal National Mortgage Assoc., Series 2000-32, Class FM 0.706%(a), 10/18/30	7,405
Aaa	523	Series 2006-5, Class 3A2 2.686%(a), 05/25/35	561,452
Aaa	4	Series 2266, Class F 0.706%(a), 11/15/30	3,657
Aaa	21	Government National Mortgage Assoc., Series 2000-9, Class FH 0.756%(a), 02/16/30	21,322
AAA(b)	267	GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 2.895%(a), 09/25/35	256,624
CCC(b)	564	Series 2005-AR7, Class 4A1 5.317%(a), 11/25/35	477,972
Caa1	529	Harborview Mortgage Loan Trust, Series 2006-5, Class 2A1A 0.436%(a), 07/19/46	310,861
Ca	437	Series 2006-12, Class 2A2B 0.506%(a), 01/19/38	118,978
Caa3	466	Indymac Index Mortgage Loan Trust, Series 2007-FLX2, Class A2 0.446%(a), 04/25/37	107,927
Aaa	583	Washington Mutual Mortgage Pass-Through Certificates, Series 2003-R1, Class A1 0.796%(a), 12/25/27	512,902
NR	600	Series 2003-R1, Class X, IO, 144A 12.017%(e), 12/25/27	33,005
CCC(b)	461	Series 2007-HY1, Class 2A3 5.743%(a), 02/25/37	340,127
CCC(b)	485	Series 2007-HY2, Class 1A1 5.33%(a), 12/25/36	376,355
B3	495	Series 2007-OA3, Class 2A1A 1.113%(a), 04/25/47	314,367
		TOTAL RESIDENTIAL MORTGAGE-BACKED SECURITIES (cost $4,824,191)	4,403,463

U.S. GOVERNMENT MORTGAGE-BACKED OBLIGATIONS 11.4%
		Federal Home Loan Mortgage Corp.
	132	3.465%(a), 09/01/35	138,909
	112	5.50%, 12/01/36	120,449
	111	6.00%, 04/01/16-07/01/17	121,472
		Federal National Mortgage Assoc.
	164	1.57%(a), 06/01/43	164,708
	148	2.653%(a), 12/01/34	152,304
	5,987	4.00%, 01/01/40-09/01/40	6,178,737
	6,000	4.00%, TBA	6,285,000
	5,000	4.00%, TBA	5,154,690
	51	4.111%(a), 05/01/36	51,455
	1,524	4.50%, 02/01/23-09/01/24	1,615,513
	1,000	4.50%, TBA	1,057,500
	10,000	4.50%, TBA	10,496,880
	69	4.858%(a), 09/01/34	71,966
	552	5.50%, 07/01/14-06/01/36	594,848
	1,890	6.00%, 09/01/37	2,053,233
		Government National Mortgage Assoc.
	15	3.125%, 10/20/27-11/20/29	14,981
	5	3.625%(a), 09/20/22	4,936
	37	4.50%, 08/15/33	39,430
	6	8.50%, 05/20/30-04/20/31	7,181
		TOTAL U.S. GOVERNMENT MORTGAGE-BACKED OBLIGATIONS (cost $34,116,160)	34,324,192
U.S. TREASURY OBLIGATIONS 3.4%
		U.S. Treasury Bonds
	1,700	3.875%, 08/15/40	1,663,875
	400	4.375%, 11/15/39	425,938
	500	6.25%, 08/15/23	668,438
	100	7.50%, 11/15/24	149,047
	100	7.625%, 02/15/25	150,813
	1,400	8.125%, 05/15/21	2,095,625
	100	8.50%, 02/15/20	150,031
		U.S. Treasury Inflationary Indexed Bonds, TIPS
	1,100	1.25%, 07/15/20(g)	1,182,380
	1,100	2.125%, 02/15/40	1,301,098
		U.S. Treasury Notes
	1,800	1.875%, 09/30/17(g)	1,799,438
	100	2.375%, 08/31/14	105,977
	200	2.50%, 04/30/15	213,078
	400	2.75%, 05/31/17	424,031
		TOTAL U.S. TREASURY OBLIGATIONS (cost $9,940,446)	10,329,769
		TOTAL LONG-TERM INVESTMENTS (cost $249,925,437)	290,456,259

SHORT-TERM INVESTMENTS 10.8%
REPURCHASE AGREEMENTS(i) 8.0%
	9,900	Barclays Capital, Inc., 0.24%, dated 10/29/10, due 11/01/10 in the amount of $9,900,198		9,900,000
	4,200	Credit Suisse Securities (USA) LLC, 0.23%, dated 10/29/10, due 11/01/10 in the amount of $4,200,081		4,200,000
	9,900	JPMorgan Securities LLC, 0.23%, dated 10/29/10, due 11/01/10 in the amount of $9,900,190		9,900,000
		TOTAL REPURCHASE AGREEMENTS (cost $24,000,000)		24,000,000
	Shares
AFFILIATED MONEY MARKET MUTUAL FUND 2.8%
	8,389,516	Prudential Investment Portfolios 2 - Prudential Core Taxable Money Market Fund (cost $8,389,516)(h)		8,389,516
		TOTAL SHORT-TERM INVESTMENTS (cost $32,389,516)		32,389,516
		TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN(l) — 107.2% (cost $282,314,953)(k)		322,845,775
	Notional Amount (000)#		Counterparty
OPTIONS WRITTEN(j)*
Call Options
	1,000	90 Day Euro Dollar, expiring 12/13/10, Strike Price $99.50		(475)
	2,700	5 Year CDX North American IG 14, expiring 12/15/10, Strike Price $0.90	Morgan Stanley	(9,293)
	1,300	expiring 12/15/10, Strike Price $0.90	Morgan Stanley	(3,760)
	2,800	10 Year U.S. Treasury Note Futures, expiring 11/26/10, Strike Price $129.00		(4,375)
	2,400	Option on forward 2 year swap rate, expiring 11/14/11, Strike Price $1.09	Morgan Stanley	(25,169)
				(43,072)
Put Options
	1,000	90 Day Euro Dollar, expiring 12/13/10, Strike Price $99.50		(37)
	2,700	5 Year CDX North American IG 14, expiring 12/15/10, Strike Price $1.50	Credit Suisse First Boston Corp.	(341)
	1,300	expiring 12/15/10, Strike Price $1.50	Credit Suisse First Boston Corp.	(146)
	2,800	10 Year U.S. Treasury Note Futures, expiring 12/26/10, Strike Price $125.00		(14,000)

	Interest Rate Swap Options,
900	Receive a fixed rate of 2.75% and Pay a floating rate based on 3-month LIBOR, expiring 06/18/12	Deutshe Bank	(3,829)
600	Receive a fixed rate of 3.00% and Pay a floating rate based on 3-month LIBOR, expiring 06/18/12	Bank of America	(1,990)
1,500	Receive a fixed rate of 3.00% and Pay a floating rate based on 3-month LIBOR, expiring 06/18/12	Barclays Capital Group	(4,976)
1,100	Receive a fixed rate of 3.00% and Pay a floating rate based on 3-month LIBOR, expiring 06/18/12	Citigroup Global Markets	(3,649)
1,600	Receive a fixed rate of 10.00% and Pay a floating rate based on 3-month LIBOR, expiring 07/10/12	Morgan Stanley	(354)
2,000	Receive a fixed rate of 2.25% and Pay a floating rate based on 3-month LIBOR, expiring 09/24/12	Bank of America	(8,640)
1,800	Receive a fixed rate of 2.25% and Pay a floating rate based on 3-month LIBOR, expiring 09/24/12	Citigroup Global Markets	(7,776)
500	Receive a fixed rate of 2.25% and Pay a floating rate based on 3-month LIBOR, expiring 09/24/12	Morgan Stanley	(2,160)
700	Receive a fixed rate of 2.25% and Pay a floating rate based on 3-month LIBOR, expiring 09/24/12	UBS Securities	(3,024)
			(50,922)
	TOTAL OPTIONS WRITTEN (premiums received $153,318)		(93,994)
	TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN — 107.2% (cost $282,161,635)		322,751,781
	Other liabilities in excess of other assets(m) — (7.2)%		(21,725,271)
	NET ASSETS — 100%		$301,026,510

The following abbreviations are used in the Portfolio descriptions:

144A	Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. Unless otherwise noted, 144A securities are deemed to be liquid.
ADR	American Depositary Receipt
CVA	Certificate Van Aandelen
CVT	Convertible Security
FSB	Federal Savings Bank
IO	Interest Only Security
MTN	Medium Term Note
NR	Not Rated by Moody’s or Standard & Poor’s
PRFC	Preference Shares
TBA	To Be Announced
TIPS	Treasury Inflation Protected Securities
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
CNY	Chinese Yuan
EUR	Euro
GBP	British Pound
INR	Indian Rupee
JPY	Japanese Yen
KRW	South Korean Won
MXN	Mexican Peso
MYR	Malaysian Ringgit
SGD	Singapore Dollar
TWD	New Taiwanese Dollar
#	Principal and notional amount is shown in U.S. dollars unless otherwise stated.
*	Non-income producing security.

† The ratings reflected are as of October 31, 2010. Ratings of certain bonds may have changed subsequent to that date.

(a) Variable rate instrument. The interest rate shown reflects the rate in effect at October 31, 2010.

(b) Standard & Poor’s rating.

(c) Indicates a security or securities that have been deemed illiquid.

(d) Represents issuer in default on interest payments. Non-income producing security.

(e) Represents zero coupon bond or step coupon bond. Rate quoted represents effective yield at October 31, 2010.

(f) The amount represents fair value of derivative instruments subject to equity contracts risk exposure as of October 31, 2010.

(g) Represents security, or a portion thereof, segregated as collateral for futures contracts.

(h) Prudential Investments LLC, the manager of the Fund, also serves as manager of the Prudential Investment Portfolios 2 — Prudential Core Taxable Money Market Fund.

(i) Repurchase agreements are collateralized by United States Treasuries or federal agency obligations.

(j) The amount represent fair value of derivative instruments subject to interest rate contract risk exposure of $(80,454) and credit contracts risk exposure of $(13,540) as of October 31, 2010.

(k) The United States federal income tax basis of the Portfolio’s investments was $295,600,496; accordingly, net unrealized appreciation on investments for federal income tax purposes was $27,245,279 (gross unrealized appreciation $32,959,125; gross unrealized depreciation $5,713,846). The difference between book and tax basis is primarily attributable to deferred losses on wash sales, straddles and investments in passive foreign investment companies as of the most recent fiscal year end.

(l) As of October 31, 2010, 2 securities representing $72,397 and 0.0% of net assets were fair valued in accordance with the policies adopted by the Board of Trustees.

(m) Other liabilities in excess of other assets includes net unrealized appreciation (depreciation) on futures contracts, forward foreign currency exchange contracts and interest rate and credit default swap agreements as follows:

Futures contracts open at October 31, 2010:

Number of Contracts	Type	Expiration Date	Value at Trade Date		Value at October 31, 2010		Unrealized Depreciation(1)(2)
	Long Positions:
19	90 Day Euro EURIBOR	Jun. 2011	$	6,530,780	$	6,522,499	$	(8,281	)
6	10 Year Euro-Bund	Dec. 2010		1,100,391		1,079,180		(21,211	)
							$	(29,492	)

⁽¹⁾ Cash of $32,000 and U.S. Treasury Securities with a market value of $62,065 has been segregated to cover requirements for open futures contracts as of October 31, 2010

⁽²⁾ The amount represents fair value of derivative instruments subject to interest rate contracts risk exposure as of October 31, 2010.

Forward foreign currency exchange contracts outstanding at October 31, 2010:

Purchase Contracts	Counterparty	Notional Amount (000)		Value at Settlement Date Payable	Current Value	Unrealized Appreciation (Depreciation)(1)
Brazilian Real,
Expiring 12/02/10	Citigroup Global Markets	BRL	1,816	$1,085,007	$1,060,415	$(24,592)
British Pound,
Expiring 11/18/10	Morgan Stanley	GBP	424	652,894	678,497	25,603
Canadian Dollar,
Expiring 11/18/10	Barclays Capital Group	CAD	270	262,532	264,611	2,079
Expiring 11/18/10	UBS Securities	CAD	84	81,601	82,323	722

Chinese Yuan,
Expiring 11/17/10	Deutsche Bank	CNY	5,504	829,338	825,422	(3,916)
Expiring 11/17/10	Goldman Sachs & Co.	CNY	2,480	374,000	371,954	(2,046)
Expiring 11/23/10	Bank of America	CNY	5,811	873,946	871,487	(2,459)
Expiring 11/23/10	Barclays Capital Group	CNY	404	61,000	60,650	(350)
Expiring 01/10/11	JPMorgan Chase	CNY	347	52,000	52,218	218
Expiring 04/07/11	JPMorgan Chase	CNY	40	6,000	6,017	17
Expiring 04/28/11	Citigroup Global Markets	CNY	205	31,000	31,046	46
Expiring 04/28/11	JPMorgan Chase	CNY	251	38,000	38,062	62
Expiring 06/15/11	Hong Kong & Shanghai Bank	CNY	1,064	160,000	161,570	1,570
Expiring 09/14/11	Citigroup Global Markets	CNY	332	50,000	50,700	700
Expiring 09/14/11	Royal Bank of Scotland	CNY	206	31,000	31,386	386
Expiring 09/14/11	UBS Securities	CNY	497	75,000	75,935	935
Expiring 11/04/11	Deutsche Bank	CNY	441	69,000	67,513	(1,487)
Expiring 11/15/11	Deutsche Bank	CNY	689	104,000	105,645	1,645
Expiring 02/13/12	Barclays Capital Group	CNY	3,295	512,131	509,669	(2,462)
Expiring 02/13/12	Barclays Capital Group	CNY	895	138,833	138,488	(345)
Expiring 02/13/12	Citigroup Global Markets	CNY	2,705	420,875	418,396	(2,479)
Expiring 02/13/12	Citigroup Global Markets	CNY	1,904	295,697	294,482	(1,215)
Expiring 02/13/12	Citigroup Global Markets	CNY	853	132,296	131,947	(349)
Expiring 02/13/12	Deutsche Bank	CNY	848	131,673	131,244	(429)
Expiring 02/13/12	Deutsche Bank	CNY	816	126,631	126,228	(403)
Expiring 02/13/12	JPMorgan Chase	CNY	1,035	161,000	160,176	(824)
Expiring 02/13/12	JPMorgan Chase	CNY	863	133,950	133,524	(426)
Expiring 02/13/12	UBS Securities	CNY	681	105,805	105,403	(402)
Euro,
Expiring 11/03/10	UBS Securities	EUR	5	7,493	7,487	(6)
Expiring 11/23/10	Barclays Capital Group	EUR	192	254,249	267,150	12,901
Expiring 11/23/10	Royal Bank of Scotland	EUR	327	416,341	454,990	38,649
Expiring 01/25/11	State Street Bank	EUR	712	968,878	990,325	21,447

Indian Rupee,
Expiring 01/12/11	Barclays Capital Group	INR	1,691	36,000	37,510	1,510
Expiring 01/12/11	Hong Kong & Shanghai Bank	INR	9,261	197,000	205,394	8,394
Expiring 01/12/11	Morgan Stanley	INR	3,007	64,000	66,684	2,684
Malaysian Ringgit,
Expiring 02/07/11	Deutsche Bank	MYR	9	2,898	2,871	(27)
Mexican Peso,
Expiring 02/22/11	Barclays Capital Group	MXN	415	32,305	33,293	988
New Taiwanese Dollar,
Expiring 01/14/11	Deutsche Bank	TWD	2,788	90,125	91,173	1,048
Expiring 01/14/11	Deutsche Bank	TWD	849	26,973	27,767	794
Expiring 01/14/11	JPMorgan Chase	TWD	2,227	70,519	72,827	2,308
Expiring 01/14/11	Morgan Stanley	TWD	3,428	109,085	112,102	3,017
Expiring 01/14/11	UBS Securities	TWD	1,857	58,589	60,727	2,138
Singapore Dollar,
Expiring 11/12/10	Citigroup Global Markets	SGD	171	130,000	132,322	2,322
Expiring 11/12/10	Credit Suisse First Boston Corp.	SGD	118	90,000	91,475	1,475
Expiring 11/12/10	Credit Suisse First Boston Corp.	SGD	12	9,000	9,159	159
Expiring 11/12/10	Hong Kong & Shanghai Bank	SGD	171	130,000	132,181	2,181
Expiring 11/12/10	Royal Bank of Scotland	SGD	158	120,000	122,143	2,143
Expiring 06/09/11	Deutsche Bank	SGD	410	314,268	316,796	2,528
Expiring 06/09/11	Deutsche Bank	SGD	221	169,610	170,513	903
South Korean Won,
Expiring 11/12/10	Citigroup Global Markets	KRW	58,095	50,000	51,596	1,596
Expiring 11/12/10	Citigroup Global Markets	KRW	57,735	50,000	51,277	1,277
Expiring 11/12/10	Citigroup Global Markets	KRW	23,356	20,000	20,743	743
Expiring 11/12/10	Citigroup Global Markets	KRW	23,180	20,000	20,587	587
Expiring 11/12/10	Deutsche Bank	KRW	46,504	40,000	41,302	1,302
Expiring 11/12/10	Goldman Sachs & Co.	KRW	23,460	20,000	20,836	836
Expiring 11/12/10	JPMorgan Chase	KRW	116,545	98,625	103,508	4,883

Expiring 11/12/10	JPMorgan Chase	KRW	103,118	90,000	91,583	1,583
Expiring 11/12/10	JPMorgan Chase	KRW	58,493	50,000	51,949	1,949
Expiring 11/12/10	Morgan Stanley	KRW	103,599	90,000	92,010	2,010
Expiring 11/12/10	Royal Bank of Scotland	KRW	98,900	81,222	87,837	6,615
Expiring 11/12/10	UBS Securities	KRW	301,857	266,000	268,091	2,091
Expiring 11/12/10	Barclays Capital Group	KRW	117,994	95,712	104,795	9,083
Expiring 11/12/10	Barclays Capital Group	KRW	102,430	86,271	90,972	4,701
Expiring 11/12/10	Citigroup Global Markets	KRW	217,170	180,494	192,877	12,383
Expiring 11/12/10	Citigroup Global Markets	KRW	58,463	50,000	51,923	1,923
Expiring 11/12/10	Citigroup Global Markets	KRW	58,380	50,000	51,850	1,850
Expiring 01/19/11	Hong Kong & Shanghai Bank	KRW	278,382	249,000	246,567	(2,433)
Expiring 01/19/11	Morgan Stanley	KRW	324,278	290,000	287,218	(2,782)
Expiring 01/19/11	Morgan Stanley	KRW	50,324	45,000	44,572	(428)
Expiring 05/09/11	Barclays Capital Group	KRW	51,300	45,669	45,361	(308)
Expiring 05/09/11	Citigroup Global Markets	KRW	199,100	176,273	176,049	(224)
Expiring 05/09/11	Citigroup Global Markets	KRW	179,000	159,565	158,276	(1,289)
Expiring 05/09/11	Citigroup Global Markets	KRW	123,000	109,821	108,759	(1,062)
Expiring 05/09/11	Goldman Sachs & Co.	KRW	41,383	36,467	36,592	125
Expiring 05/09/11	Hong Kong & Shanghai Bank	KRW	97,000	86,407	85,770	(637)
Expiring 05/09/11	JPMorgan Chase	KRW	223,800	197,349	197,889	540
Expiring 05/09/11	Royal Bank of Scotland	KRW	194,000	171,476	171,539	63
				$13,197,893	$13,342,225	$144,332
Sale Contracts	Counterparty	Notional Amount (000)		Value at Settlement Date Receivable	Current Value	Unrealized Appreciation (Depreciation)(1)
Australian Dollar,
Expiring 12/03/10	Deutsche Bank	AUD	2,575	$2,524,911	$2,511,653	$13,258
Brazilian Real,
Expiring 12/02/10	Hong Kong & Shanghai Bank	BRL	1,816	1,011,790	1,060,415	(48,625)
Expiring 03/02/11	Citigroup Global Markets	BRL	1,816	1,064,711	1,041,575	23,136

British Pound,
Expiring 11/18/10	Morgan Stanley	GBP	225	327,086	360,477	(33,391)
Expiring 11/18/10	Morgan Stanley	GBP	199	286,606	318,020	(31,414)
Expiring 12/20/10	UBS Securities	GBP	524	816,295	839,279	(22,984)
Canadian Dollar,
Expiring 11/18/10	Royal Bank of Scotland	CAD	201	196,341	196,988	(647)
Chinese Yuan,
Expiring 11/17/10	Barclays Capital Group	CNY	3,295	491,575	494,046	(2,471)
Expiring 11/17/10	Barclays Capital Group	CNY	1,986	295,697	297,759	(2,062)
Expiring 11/17/10	Citigroup Global Markets	CNY	2,705	403,904	405,570	(1,666)
Expiring 11/23/10	Barclays Capital Group	CNY	932	138,833	139,835	(1,002)
Expiring 11/23/10	Citigroup Global Markets	CNY	888	132,296	133,233	(937)
Expiring 11/23/10	Deutsche Bank	CNY	884	131,673	132,606	(933)
Expiring 11/23/10	Deutsche Bank	CNY	851	126,631	127,585	(954)
Expiring 11/23/10	JPMorgan Chase	CNY	1,079	161,000	161,754	(754)
Expiring 11/23/10	JPMorgan Chase	CNY	900	133,950	134,939	(989)
Expiring 11/23/10	UBS Securities	CNY	681	101,321	102,184	(863)
Euro,
Expiring 11/23/10	Credit Suisse First Boston Corp.	EUR	5	6,356	6,957	(601)
Expiring 11/23/10	Deutsche Bank	EUR	1,591	2,037,483	2,213,727	(176,244)
Expiring 11/23/10	Royal Bank of Scotland	EUR	47	65,736	65,396	340
Expiring 01/25/11	State Street Bank	EUR	712	916,178	990,325	(74,147)
Indian Rupee,
Expiring 03/09/11	Barclays Capital Group	INR	139	3,000	3,056	(56)
Expiring 03/09/11	UBS Securities	INR	473	10,216	10,406	(190)
Japanese Yen,
Expiring 12/06/10	Royal Bank of Scotland	JPY	25,157	308,533	312,731	(4,198)
Expiring 12/06/10	Royal Bank of Scotland	JPY	2,301	27,532	28,604	(1,072)
Mexican Peso,
Expiring 11/30/10	State Street Bank	MXN	6,050	456,548	488,915	(32,367)
Singapore Dollar,
Expiring 11/12/10	Deutsche Bank	SGD	410	314,224	316,777	(2,553)
Expiring 11/12/10	Deutsche Bank	SGD	221	169,583	170,502	(919)

South Korean Won,
Expiring 11/12/10	Barclays Capital Group	KRW	104,109	87,930	92,463	(4,533)
Expiring 11/12/10	Barclays Capital Group	KRW	51,300	45,816	45,562	254
Expiring 11/12/10	Citigroup Global Markets	KRW	199,100	176,726	176,828	(102)
Expiring 11/12/10	Citigroup Global Markets	KRW	179,000	160,322	158,977	1,345
Expiring 11/12/10	Citigroup Global Markets	KRW	123,000	110,116	109,241	875
Expiring 11/12/10	Citigroup Global Markets	KRW	101,613	85,876	90,246	(4,370)
Expiring 11/12/10	Goldman Sachs & Co.	KRW	41,383	36,603	36,754	(151)
Expiring 11/12/10	Hong Kong & Shanghai Bank	KRW	97,000	86,801	86,150	651
Expiring 11/12/10	JPMorgan Chase	KRW	223,800	197,703	198,765	(1,062)
Expiring 11/12/10	Royal Bank of Scotland	KRW	194,000	172,108	172,299	(191)
Expiring 11/12/10	Royal Bank of Scotland	KRW	101,754	86,065	90,372	(4,307)
Expiring 11/12/10	Royal Bank of Scotland	KRW	76,616	65,000	68,045	(3,045)
Expiring 11/12/10	Royal Bank of Scotland	KRW	76,603	65,000	68,034	(3,034)
Swiss Franc,
Expiring 11/03/10	UBS Securities	CHF	7	7,493	7,488	5
				$14,043,568	$14,466,538	$(422,970)

⁽¹⁾ The amount represents fair value of derivative instruments subject to foreign exchange contracts risk exposure of October 31, 2010.

Interest rate swap agreements outstanding at October 31, 2010:

Counterparty	Termination Date	Notional Amount (000)#			Fixed Rate	Floating Rate	Fair Value			Upfront Premiums Paid (Received)			Unrealized Appreciation (Depreciation)(3)
Citigroup, Inc.(2)	11/02/15	$		4,200	1.60%	3 Month LIBOR	$	—		$	—		$	—
Barclays Bank PLC(1)	12/15/17		AUD	500	5.50%	6 month Australian Bank Bill rate		(3,507	)		(2,470	)		(1,037	)
Deutsche Bank(1)	12/15/17		AUD	300	5.50%	6 month Australian Bank Bill rate		(2,104	)		(1,324	)		(780	)
Barclays Capital, Inc.(1)	01/02/14		BRL	2,800	11.99%	Brazilian interbank lending rate		24,022			762			23,260
Goldman Sachs & Co.(1)	01/02/14		BRL	5,900	11.96%	Brazilian interbank lending rate		48,457			(7,624	)		56,081
Merrill Lynch & Co.(1)	01/02/14		BRL	4,000	11.86%	Brazilian interbank lending rate		13,358			5,990			7,368
Morgan Stanley & Co.(1)	01/02/13		BRL	3,600	11.98%	Brazilian interbank lending rate		31,636			26,959			4,677
							$	111,862		$	22,293		$	89,569

(1) Fund pays the floating rate and receives the fixed rate.

(2) Fund pays the fixed rate and receives the floating rate.

(3) The amount represents the fair value of derivative instruments subject to interest rate contracts risk exposure as of October 31, 2010.

# Notional Amount is shown in U.S. dollars unless otherwise stated.

Credit default swap agreements outstanding at October 31, 2010:

Counterparty	Termination Date		Notional Amount (000)(4)#		Fixed Rate		Reference Entity/Obligation	Fair Value(3)			Upfront Premiums Paid (Received)		Unrealized Depreciation(6)
Credit default swaps on credit indices - Sell Protection (1):
Morgan Stanley & Co.		12/20/15	$	530		0.46%	Dow Jones CDX IG5 10Y Index	$	(56,197	)	$	—	$	(56,197	)
Morgan Stanley & Co.		12/20/15		1,900		0.46%	Dow Jones CDX IG5 10Y Index		(200,976	)		—		(200,976	)
								$	(257,173	)	$	—	$	(257,173	)

Counterparty	Termination Date		Notional Amount (000)(4)#		Fixed Rate		Reference Entity/Obligation	Implied Credit Spread at October 31, 2010(5)		Fair Value		Upfront Premiums Paid  (Received)			Unrealized Appreciation(6)
Credit default swaps on corporate and/or sovereign issues - Sell Protection (1):
Goldman Sachs & Co.		12/20/10	$	400		1.00%	Sprint Nextel Corp., 6.00%, due 12/01/16		0.684%	$	652	$	(515	)	$	1,167

The Fund entered into credit default swap agreements on corporate issues, sovereign issues, asset-backed securities and credit indices as the protection seller to provide a measure of protection against the current portfolio of investments’ exposure to market conditions, or to take an active position with respect to the likelihood of a particular issuer’s default or the referenced entity’s credit soundness.

Counterparty	Termination Date	Notional Amount (000)(4)#		Fixed Rate		Reference Entity/Obligation	Fair Value			Upfront Premiums Paid (Received)			Unrealized Appreciation (Depreciation)(6)
Credit default swaps - Buy Protection (2):
Citigroup, Inc.	06/20/15	$	200		5.00%	Dow Jones CDX HY14 Index	$	(5,002	)	$	14,921		$	(19,923	)
Deutsche Bank	06/20/15		100		5.00%	Dow Jones CDX HY14 Index		(2,501	)		7,003			(9,504	)
Merrill Lynch & Co.	12/20/11		272		0.00%	Dow Jones CDX HY7 Index		44,674			22,910			21,764
Deutsche Bank	06/20/18		1,839		1.50%	Dow Jones CDX IG10 10Y Index		(30,044	)		(23,039	)		(7,005	)
Goldman Sachs & Co.	06/20/18		2,226		1.50%	Dow Jones CDX IG10 10Y Index		(36,369	)		(61,464	)		25,095
Morgan Stanley & Co.	06/20/18		5,227		1.50%	Dow Jones CDX IG10 10Y Index		(85,388	)		(116,542	)		31,154
Deutsche Bank	06/20/13		2,226		1.55%	Dow Jones CDX IG10 5Y Index		(40,362	)		(5,028	)		(35,334	)
Morgan Stanley & Co.	12/20/12		700		0.14%	Dow Jones CDX IG5 Index		8,316			—			8,316
Morgan Stanley & Co.	12/20/12		2,700		0.14%	Dow Jones CDX IG5 Index		32,075			—			32,075
Barclays Capital, Inc.	12/20/17		968		0.80%	Dow Jones CDX IG9 10Y Index		29,301			9,379			19,922
Goldman Sachs & Co.	12/20/17		3,872		0.80%	Dow Jones CDX IG9 10Y Index		117,199			24,314			92,885
Merrill Lynch & Co.	12/20/17		1,936		0.80%	Dow Jones CDX IG9 10Y Index		58,600			29,496			29,104
Morgan Stanley & Co.	12/20/17		4,066		0.80%	Dow Jones CDX IG9 10Y Index		123,060			73,797			49,263
Deutsche Bank	03/20/14		300		1.25%	Embarq Corp., 7.08%, due 06/01/16		(3,637	)		—			(3,637	)
Deutsche Bank	03/20/14		200		1.27%	Embarq Corp., 7.08%, due 06/01/16		(2,562	)		—			(2,562	)
Deutsche Bank	03/20/14		200		1.43%	Embarq Corp., 7.08%, due 06/01/16		(3,636	)		21			(3,657	)
Morgan Stanley & Co.	03/20/14		100		1.30%	Embarq Corp., 7.08%, due 06/01/16		(1,385	)		10			(1,395	)
Citigroup, Inc.	06/20/18		900		1.00%	Merrill Lynch & Co., 5.00%, due 01/15/15		54,740			35,420			19,320
Deutsche Bank	09/20/11		200		0.62%	Nationwide Health, 6.50%, due 07/15/11		(295	)		—			(295	)
Barclays Capital, Inc.	06/20/11		100		1.00%	Transocean, Inc., 7.375%, due 04/15/18		(414	)		388			(802	)
Goldman Sachs & Co.	03/20/11		600		1.00%	Transocean, Inc., 7.375%, due 04/15/18		(1,783	)		5,589			(7,372	)
							$	254,587		$	17,175		$	237,412

(1) If the Fund is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(2) If the Fund is a buyer of protection, it pays the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(3) The fair value of credit default swap agreements on asset-backed securities and credit indices serves as an indicator of the current status of the payment/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the reporting date. Increasing fair value in absolute terms, represents a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.

(4) Notional amount represents the maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

(5) Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements on corporate issues or sovereign issues of an emerging country as of reporting date serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.

(6) The amount represents the fair value of derivative instruments subject to credit contracts risk exposure as of October 31, 2010.

# Notional Amount is shown in U.S. dollars unless otherwise stated.

Various inputs are used in determining the value of the Fund’s investments. These inputs are summarized in the three broad levels listed below.

Level 1—quoted prices in active markets for identical securities, generally for stocks and mutual funds with daily NAVs

Level 2—other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc., and amortized cost), generally for foreign stocks priced through vendor modeling tools and debt securities

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

The following is a summary of the inputs used as of October 31, 2010 in valuing the Fund’s assets carried at fair value:

	Level 1			Level 2			Level 3
Investments in Securities
Common Stocks	$	193,488,597		$	—		$	—
Preferred Stocks		214,730			—			—
Rights		15,627			—			—
Asset-Backed Securities		—			2,524,857			—
Bank Loans		—			1,487,523			—
Commercial Mortgage-Backed Securities		—			599,182			—
Convertible Bond		—			697,375			—
Corporate Bonds		—			33,499,337			—
Foreign Government Bonds		—			4,869,570			—
Municipal Bonds		—			4,002,037			—
Residential Mortgage-Backed Securities		—			4,331,066			72,397
U.S. Government Mortgage-Backed Obligations		—			34,324,192			—
U.S. Treasury Obligations		—			10,329,769			—
Repurchase Agreement		—			24,000,000			—
Options Written		(18,887	)		(36,398	)		(38,709	)
Affiliated Money Market Mutual Fund		8,389,516			—			—
Other Financial Instruments*
Futures		(29,492	)		—			—
Forward foreign currency exchange contracts		—			(278,638	)		—
Interest rate swap agreements		—			89,569			—
Credit default swap agreements		—			(18,594	)		—
Total	$	202,060,091		$	120,420,847		$	33,688

* Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures, forwards and swap contracts, which are valued at the unrealized appreciation/depreciation on the instrument.

Notes to Schedules of Investments (Unaudited)

Securities Valuation: Securities listed on a securities exchange (other than options on securities and indices) are valued at the last sale price on such exchange on the day of valuation or, if there was no sale on such day, at the mean between the last reported bid and asked prices, or at the last bid price on such day in the absence of an asked price. Securities traded via NASDAQ are valued at the NASDAQ official closing price (“NOCP”) on the day of valuation, or if there was no NOCP, at the last sale price. Securities that are actively traded in the over-the-counter market, including listed securities for which the primary market is believed by the subadvisers, in consultation with Prudential Investments LLC (“PI” or “Manager”), to be over-the-counter, are valued at market value using prices provided by an independent pricing agent or principal market maker.

Corporate bonds (other than convertible debt securities) and U.S. government securities that are actively traded in the over-the-counter market, including listed securities for which the primary market is believed by an Adviser in consultation with the Manager to be over-the-counter, are valued by an independent pricing agent or more than one principal market maker (if available, otherwise by a principal market maker or a primary market dealer). Convertible debt securities that are actively traded in the over-the-counter market, including listed securities for which the primary market is believed by an Adviser in consultation with the Manager to be over-the-counter, are valued by an independent pricing agent or at the mean between the last reported bid and asked prices (or at the last bid price in the absence of an asked price) provided by more than one principal market maker (if available, otherwise by a principal market maker or a primary market dealer).

Municipal securities (including commitments to purchase such securities on a “when-issued” basis) are valued as of the close of trading on the New York Stock Exchange, on the basis of prices provided by a pricing service which uses information with respect to transactions in comparable securities and various relationships between securities in determining values.

Options on securities and indices traded on an exchange are valued on their last sales price as of the close of trading on the applicable exchange or, if there was no sale, at the mean between the most recently quoted bid and asked prices on such exchange or at the last bid price in the absence of an asked price.

Futures contracts and options thereon traded on a commodities exchange or board of trade are valued at the last sale price at the close of trading on such exchange or board of trade or, if there was no sale on the applicable commodities exchange or board of trade on such day, at the mean between the most recently quoted bid and asked prices on such exchange or board of trade or at the last bid price in the absence of an asked price.

Repurchase Agreements: In connection with transactions in repurchase agreements with the United States financial institutions, it is each Fund’s policy that its custodian or designated subcustodians under triparty repurchase agreements, as the case may be, take possession of the underlying collateral securities, the value of which exceeds the principal amount of the repurchase transactions, including accrued interest. To the extent that any repurchase transactions exceeds one business day, the value of the collateral is marked-to market on a daily basis to ensure the adequacy of the collateral. If the seller defaults and the value of the collateral declines or, if bankruptcy proceedings are commenced with respect to the seller of the security, realization of the collateral by the Fund may be delayed or limited.

Securities for which market quotations are not readily available, or whose values have been affected by events occurring after the close of the security’s foreign market and before the Fund’s normal pricing time, are valued at fair value in accordance with the Board of Trustees’ approved fair valuation procedures. When determining the fair valuation of securities some of the factors influencing the valuation include, the nature of any restrictions on disposition of the securities; assessment of the general liquidity of the securities; the issuer’s financial condition and the markets in which it does business; the cost of the investment; the size of the holding and the capitalization of issuer; the prices of any recent transactions or bids/offers for such securities or any comparable securities; any available analyst media or other reports or information deemed reliable by the investment adviser regarding the issuer or the markets or industry in which it operates. Using fair value to price securities may result in a value that is different from a security’s most recent closing price and from the price used by other mutual funds to calculate their net asset values.

Market values of investments traded in a foreign currency are translated into U.S. dollars at the current rates of exchange.

Forward currency contracts are valued daily at current exchange rates.

Swaps are valued by “marking-to-market” the unrealized gains or losses daily.

Investments in open end, non exchange-traded mutual funds are valued at the net asset value as of the close of the New York Stock Exchange on the date of valuation.

Short-term debt securities of sufficient credit quality, which mature in sixty days or less, are valued at amortized cost, which approximates fair value. The amortized cost method involves valuing a security at its cost on the date of purchase and thereafter assuming a constant amortization to maturity of the difference between the principal amount due at maturity and cost. Short-term debt securities which mature in more than sixty days are valued at fair value.

The Funds invest in the Prudential Core Taxable Money Market Fund, a portfolio of Prudential Investment Portfolios 2. The Prudential Core Taxable Money Market Fund is a money market mutual fund registered under the Investment Company Act of 1940, as amended, and managed by PI.

Other information regarding the Funds is available in the Funds’ most recent Report to Shareholders. This information is available on The Securities and Exchange Commission’s website (www.sec.gov).

Item 2. Controls and Procedures

(a) It is the conclusion of the registrant’s principal executive officer and principal financial officer that the effectiveness of the registrant’s current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant has been recorded, processed, summarized and reported within the time period specified in the Commission’s rules and forms and that the information required to be disclosed by the registrant has been accumulated and communicated to the registrant’s principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.

(b) There have been no significant changes in the registrant’s internal controls or in other factors that could significantly affect these controls subsequent to the date of their evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.

Item 3. Exhibits

Certifications pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 – Attached hereto.

SIGNATURES

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

(Registrant) Target Asset Allocation Funds

By (Signature and Title)*	/S/    DEBORAH A. DOCS
	Deborah A. Docs
	Secretary of the Fund

Date December 21, 2010

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

By (Signature and Title)*	/S/    JUDY A. RICE
	Judy A. Rice
	President and Principal Executive Officer

Date December 21, 2010

By (Signature and Title)*	/S/    GRACE C. TORRES
	Grace C. Torres
	Treasurer and Principal Financial Officer

Date December 21, 2010

* Print the name and title of each signing officer under his or her signature.