-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, SawiTNutBTGNFLL88yZdIKVObPemmBKGYOLTHWtYa5ae5SxX5gKwgcvuca1OV6nw S/sVhjj3d6k7SumAKgnbZw== 0000932471-10-003444.txt : 20101130 0000932471-10-003444.hdr.sgml : 20101130 20101130090607 ACCESSION NUMBER: 0000932471-10-003444 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101130 DATE AS OF CHANGE: 20101130 EFFECTIVENESS DATE: 20101130 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD INDEX FUNDS CENTRAL INDEX KEY: 0000036405 IRS NUMBER: 231999755 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-02652 FILM NUMBER: 101220666 BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106696295 MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX FUNDS/ DATE OF NAME CHANGE: 20011121 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: FIRST INDEX INVESTMENT TRUST DATE OF NAME CHANGE: 19800904 0000036405 S000002839 Vanguard 500 Index Fund C000007773 Investor Shares VFINX C000007774 Admiral Shares VFIAX C000035202 Signal Shares VIFSX C000092055 ETF Shares VOO 0000036405 S000002840 Vanguard Value Index Fund C000007775 Investor Shares VIVAX C000007776 Admiral Shares VVIAX C000007777 Institutional Shares VIVIX C000007778 ETF Shares VTV C000035203 Signal Shares VVISX 0000036405 S000002841 Vanguard Extended Market Index Fund C000007779 Investor Shares VEXMX C000007780 Admiral Shares VEXAX C000007781 Institutional Shares VIEIX C000007782 ETF Shares VXF C000035204 Signal Shares VEMSX C000096110 Institutional Plus Shares 0000036405 S000002842 Vanguard Growth Index Fund C000007783 Investor Shares VIGRX C000007784 Admiral Shares VIGAX C000007785 Institutional Shares VIGIX C000007786 ETF Shares VUG C000035205 Signal Shares VIGSX 0000036405 S000002843 Vanguard Large-Cap Index Fund C000007787 Investor Shares VLACX C000007788 Admiral Shares VLCAX C000007789 Institutional Shares VLISX C000007790 ETF Shares VV C000035206 Signal Shares VLCSX 0000036405 S000002844 Vanguard Mid-Cap Index Fund C000007791 Investor Shares VIMSX C000007792 Admiral Shares VIMAX C000007793 Institutional Shares VMCIX C000007794 ETF Shares VO C000035207 Signal Shares VMISX C000096111 Institutional Plus Shares 0000036405 S000002845 Vanguard Small-Cap Index Fund C000007795 Investor Shares NAESX C000007796 Admiral Shares VSMAX C000007797 Institutional Shares VSCIX C000007798 ETF Shares VB C000035208 Signal Shares VSISX C000096112 Institutional Plus Shares 0000036405 S000002846 Vanguard Small-Cap Growth Index Fund C000007799 Investor Shares VISGX C000007800 Institutional Shares VSGIX C000007801 ETF Shares VBK 0000036405 S000002847 Vanguard Small-Cap Value Index Fund C000007802 Investor Shares VISVX C000007803 Institutional Shares VSIIX C000007804 ETF Shares VBR 0000036405 S000002848 Vanguard Total Stock Market Index Fund C000007805 Investor Shares VTSMX C000007806 Admiral Shares VTSAX C000007807 Institutional Shares VITSX C000007808 ETF Shares VTI C000035211 Signal Shares VTSSX 0000036405 S000012756 Vanguard Mid-Cap Growth Index Fund C000034427 Investor Shares VMGIX C000034428 ETF Shares VOT 0000036405 S000012757 Vanguard Mid-Cap Value Index Fund C000034429 Investor Shares VMVIX C000034430 ETF Shares VOE N-Q 1 indexfundsfinal.htm VANGUARD INDEX FUNDS indexfundsfinal.htm - Generated by SEC Publisher for SEC Filing

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

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

Investment Company Act file number: 811-2652

Name of Registrant: Vanguard Index Funds

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

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

Date of fiscal year end: December 31

Date of reporting period: September 30, 2010

Item 1: Schedule of Investments


Vanguard 500 Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (99.8%)1     
Consumer Discretionary (10.4%)     
  McDonald's Corp.  9,678,924  721,177 
  Walt Disney Co.  17,392,866  575,878 
*  Amazon.com Inc.  3,217,187  505,291 
  Home Depot Inc.  15,143,820  479,756 
  Comcast Corp. Class A  24,217,649  437,855 
*  Ford Motor Co.  31,276,294  382,822 
  Target Corp.  6,560,581  350,597 
*  DIRECTV Class A  7,882,317  328,141 
  Time Warner Inc.  10,225,934  313,425 
  Lowe's Cos. Inc.  12,760,869  284,440 
  NIKE Inc. Class B  3,513,860  281,601 
  News Corp. Class A  20,737,457  270,831 
  Viacom Inc. Class B  5,526,234  199,994 
  Yum! Brands Inc.  4,246,661  195,601 
  Johnson Controls Inc.  6,120,587  186,678 
  Time Warner Cable Inc.  3,230,872  174,435 
  Starbucks Corp.  6,730,026  172,154 
  TJX Cos. Inc.  3,643,296  162,600 
*  priceline.com Inc.  439,998  153,269 
  Carnival Corp.  3,952,654  151,031 
*  Kohl's Corp.  2,801,505  147,583 
  Staples Inc.  6,641,846  138,947 
  Best Buy Co. Inc.  3,147,594  128,516 
  Coach Inc.  2,704,379  116,180 
*  Discovery Communications Inc. Class A  2,587,938  112,705 
  Omnicom Group Inc.  2,740,289  108,187 
*  Bed Bath & Beyond Inc.  2,396,356  104,026 
  CBS Corp. Class B  6,189,565  98,167 
  Marriott International Inc. Class A  2,606,203  93,380 
  McGraw-Hill Cos. Inc.  2,810,640  92,920 
  Stanley Black & Decker Inc.  1,506,349  92,309 
  Starwood Hotels & Resorts Worldwide Inc.  1,724,906  90,644 
  Macy's Inc.  3,840,264  88,672 
  Mattel Inc.  3,278,001  76,902 
  Gap Inc.  4,004,166  74,638 
  Fortune Brands Inc.  1,385,797  68,223 
*  O'Reilly Automotive Inc.  1,256,913  66,868 
  Limited Brands Inc.  2,411,945  64,592 
  Genuine Parts Co.  1,434,711  63,974 
  VF Corp.  787,419  63,797 
  Harley-Davidson Inc.  2,142,529  60,934 
  Ross Stores Inc.  1,097,635  59,953 
*  AutoZone Inc.  261,323  59,819 
  Wynn Resorts Ltd.  686,642  59,580 
*  Apollo Group Inc. Class A  1,144,672  58,779 
  JC Penney Co. Inc.  2,151,367  58,474 
  Nordstrom Inc.  1,537,989  57,213 
  Hasbro Inc.  1,274,272  56,718 
*  CarMax Inc.  2,032,018  56,612 


  Whirlpool Corp.  683,345  55,324 
  Darden Restaurants Inc.  1,261,716  53,976 
  Tiffany & Co.  1,147,969  53,943 
  Family Dollar Stores Inc.  1,208,660  53,374 
  Polo Ralph Lauren Corp. Class A  593,316  53,315 
  Expedia Inc.  1,888,282  53,268 
  Newell Rubbermaid Inc.  2,532,023  45,095 
  Wyndham Worldwide Corp.  1,629,751  44,769 
*  Interpublic Group of Cos. Inc.  4,456,078  44,695 
  International Game Technology  2,714,691  39,227 
  Scripps Networks Interactive Inc. Class A  817,717  38,907 
*  Urban Outfitters Inc.  1,171,987  36,847 
  H&R Block Inc.  2,811,411  36,408 
  Abercrombie & Fitch Co.  803,159  31,580 
  Leggett & Platt Inc.  1,332,602  30,330 
*,^ Sears Holdings Corp.  403,415  29,102 
  DR Horton Inc.  2,521,738  28,042 
  DeVry Inc.  563,990  27,754 
*  GameStop Corp. Class A  1,368,361  26,970 
*  Pulte Group Inc.  3,069,063  26,885 
  Gannett Co. Inc.  2,167,509  26,509 
  RadioShack Corp.  1,140,915  24,336 
*  Goodyear Tire & Rubber Co.  2,210,546  23,763 
*  Big Lots Inc.  688,425  22,890 
  Lennar Corp. Class A  1,447,383  22,261 
  Comcast Corp. Class A Special Shares  1,304,720  22,193 
  Washington Post Co. Class B  54,212  21,653 
*  Harman International Industries Inc.  632,689  21,138 
*,^ AutoNation Inc.  573,534  13,335 
*  Office Depot Inc.  2,505,608  11,526 
  Meredith Corp.  334,463  11,141 
*  Eastman Kodak Co.  2,443,429  10,262 
*  New York Times Co. Class A  1,059,161  8,198 
      9,795,904 
Consumer Staples (11.3%)     
  Procter & Gamble Co.  25,812,809  1,547,994 
  Coca-Cola Co.  21,002,008  1,229,038 
  Wal-Mart Stores Inc.  18,188,653  973,457 
  PepsiCo Inc.  14,467,699  961,234 
  Philip Morris International Inc.  16,667,898  933,736 
  Kraft Foods Inc.  15,860,120  489,443 
  Altria Group Inc.  18,951,068  455,205 
  CVS Caremark Corp.  12,351,220  388,693 
  Colgate-Palmolive Co.  4,419,464  339,680 
  Walgreen Co.  8,849,777  296,468 
  Costco Wholesale Corp.  3,993,278  257,526 
  Kimberly-Clark Corp.  3,722,103  242,123 
  General Mills Inc.  5,839,965  213,392 
  Archer-Daniels-Midland Co.  5,813,672  185,572 
  Sysco Corp.  5,356,606  152,770 
  HJ Heinz Co.  2,894,639  137,119 
  Kroger Co.  5,845,355  126,610 
  Avon Products Inc.  3,897,690  125,155 
  Kellogg Co.  2,370,125  119,715 
  Lorillard Inc.  1,381,205  110,925 
  Mead Johnson Nutrition Co.  1,861,669  105,948 
  Coca-Cola Enterprises Inc.  3,016,278  93,505 


Reynolds American Inc.  1,538,680  91,382 
ConAgra Foods Inc.  3,997,834  87,712 
Clorox Co.  1,263,401  84,345 
Sara Lee Corp.  6,019,450  80,841 
Dr Pepper Snapple Group Inc.  2,176,613  77,313 
Safeway Inc.  3,477,389  73,582 
Molson Coors Brewing Co. Class B  1,435,365  67,778 
Hershey Co.  1,407,322  66,974 
Estee Lauder Cos. Inc. Class A  1,040,256  65,775 
JM Smucker Co.  1,083,715  65,597 
Campbell Soup Co.  1,763,716  63,053 
Brown-Forman Corp. Class B  945,662  58,291 
McCormick & Co. Inc.  1,205,884  50,695 
* Whole Foods Market Inc.  1,331,451  49,410 
Tyson Foods Inc. Class A  2,717,215  43,530 
* Constellation Brands Inc. Class A  1,614,618  28,563 
Hormel Foods Corp.  630,853  28,136 
SUPERVALU Inc.  1,934,927  22,310 
* Dean Foods Co.  1,651,567  16,862 
    10,607,457 
Energy (10.9%)     
Exxon Mobil Corp.  46,304,605  2,861,162 
Chevron Corp.  18,284,136  1,481,929 
ConocoPhillips  13,489,505  774,702 
Schlumberger Ltd.  12,425,427  765,531 
Occidental Petroleum Corp.  7,386,347  578,351 
Apache Corp.  3,312,645  323,844 
Halliburton Co.  8,283,001  273,919 
Anadarko Petroleum Corp.  4,501,391  256,804 
Devon Energy Corp.  3,955,674  256,090 
EOG Resources Inc.  2,303,437  214,151 
Marathon Oil Corp.  6,455,443  213,675 
National Oilwell Varco Inc.  3,812,374  169,536 
Baker Hughes Inc.  3,920,043  166,994 
Hess Corp.  2,658,726  157,184 
Chesapeake Energy Corp.  5,949,972  134,767 
Spectra Energy Corp.  5,896,284  132,961 
Peabody Energy Corp.  2,445,534  119,856 
Noble Energy Inc.  1,588,755  119,300 
Murphy Oil Corp.  1,743,017  107,928 
* Southwestern Energy Co.  3,150,187  105,342 
Williams Cos. Inc.  5,316,205  101,593 
* Cameron International Corp.  2,204,923  94,723 
Valero Energy Corp.  5,147,422  90,131 
El Paso Corp.  6,404,239  79,284 
Consol Energy Inc.  2,053,929  75,913 
* FMC Technologies Inc.  1,093,568  74,680 
Pioneer Natural Resources Co.  1,054,646  68,584 
* Denbury Resources Inc.  3,632,085  57,714 
Range Resources Corp.  1,450,240  55,298 
EQT Corp.  1,359,040  49,007 
QEP Resources Inc.  1,593,268  48,021 
* Nabors Industries Ltd.  2,597,345  46,908 
^ Diamond Offshore Drilling Inc.  633,025  42,900 
Sunoco Inc.  1,097,917  40,074 
Helmerich & Payne Inc.  962,845  38,957 
* Rowan Cos. Inc.  1,041,915  31,633 


Massey Energy Co.  928,176  28,792 
Cabot Oil & Gas Corp.  946,115  28,487 
Tesoro Corp.  1,284,980  17,167 
    10,283,892 
Financials (15.6%)     
JPMorgan Chase & Co.  36,058,838  1,372,760 
Bank of America Corp.  91,246,832  1,196,246 
Wells Fargo & Co.  47,592,229  1,195,993 
* Berkshire Hathaway Inc. Class B  14,202,740  1,174,283 
* Citigroup Inc.  216,055,015  842,615 
Goldman Sachs Group Inc.  4,688,898  677,921 
American Express Co.  9,519,237  400,094 
US Bancorp  17,434,151  376,926 
MetLife Inc.  8,245,080  317,023 
Morgan Stanley  12,703,533  313,523 
Bank of New York Mellon Corp.  11,037,479  288,409 
PNC Financial Services Group Inc.  4,777,725  248,012 
Simon Property Group Inc.  2,662,982  246,965 
Prudential Financial Inc.  4,246,673  230,085 
Travelers Cos. Inc.  4,276,456  222,803 
Aflac Inc.  4,281,389  221,391 
ACE Ltd.  3,081,521  179,499 
State Street Corp.  4,564,821  171,911 
Capital One Financial Corp.  4,153,697  164,279 
Chubb Corp.  2,860,292  163,008 
CME Group Inc.  611,236  159,196 
Allstate Corp.  4,894,655  154,426 
BB&T Corp.  6,298,093  151,658 
Franklin Resources Inc.  1,332,270  142,420 
* Berkshire Hathaway Inc. Class A  1,019  126,866 
Progressive Corp.  6,078,032  126,849 
Vornado Realty Trust  1,475,196  126,174 
Charles Schwab Corp.  9,010,543  125,247 
Public Storage  1,268,376  123,083 
Equity Residential  2,574,271  122,458 
Marsh & McLennan Cos. Inc.  4,924,621  118,782 
SunTrust Banks Inc.  4,548,048  117,476 
T Rowe Price Group Inc.  2,331,036  116,703 
Loews Corp.  2,890,431  109,547 
Ameriprise Financial Inc.  2,282,741  108,042 
Northern Trust Corp.  2,200,625  106,158 
Boston Properties Inc.  1,265,395  105,180 
HCP Inc.  2,820,995  101,499 
AON Corp.  2,452,431  95,915 
Hartford Financial Services Group Inc.  4,042,399  92,773 
Invesco Ltd.  4,250,829  90,245 
Fifth Third Bancorp  7,235,090  87,038 
Host Hotels & Resorts Inc.  5,991,527  86,757 
Regions Financial Corp.  11,432,504  83,114 
Discover Financial Services  4,948,926  82,548 
AvalonBay Communities Inc.  776,113  80,661 
Weyerhaeuser Co.  4,872,882  76,797 
Principal Financial Group Inc.  2,908,824  75,397 
Ventas Inc.  1,427,393  73,611 
* IntercontinentalExchange Inc.  672,641  70,439 
Lincoln National Corp.  2,886,435  69,044 
NYSE Euronext  2,374,499  67,839 


  XL Group PLC Class A  3,112,929  67,426 
  Unum Group  2,977,855  65,960 
  M&T Bank Corp.  781,664  63,948 
  KeyCorp  7,998,228  63,666 
  Comerica Inc.  1,604,544  59,609 
  Hudson City Bancorp Inc.  4,798,963  58,835 
  Kimco Realty Corp.  3,691,078  58,134 
  Health Care REIT Inc.  1,208,293  57,201 
*  Genworth Financial Inc. Class A  4,449,328  54,371 
  Plum Creek Timber Co. Inc.  1,471,117  51,930 
  ProLogis  4,335,660  51,074 
*  SLM Corp.  4,421,160  51,064 
*  CB Richard Ellis Group Inc. Class A  2,638,983  48,241 
*,^ American International Group Inc.  1,230,097  48,097 
  Moody's Corp.  1,857,651  46,404 
  People's United Financial Inc.  3,375,964  44,191 
  Cincinnati Financial Corp.  1,484,218  42,820 
  Legg Mason Inc.  1,407,470  42,660 
*  Leucadia National Corp.  1,796,034  42,422 
  Assurant Inc.  970,888  39,515 
  Torchmark Corp.  736,491  39,137 
  Huntington Bancshares Inc.  6,521,874  36,979 
  Marshall & Ilsley Corp.  4,798,591  33,782 
  Zions Bancorporation  1,573,296  33,606 
*  E*Trade Financial Corp.  1,802,019  26,201 
*  NASDAQ OMX Group Inc.  1,309,595  25,445 
*  First Horizon National Corp.  2,114,531  24,127 
  Apartment Investment & Management Co.  1,063,211  22,731 
^  Federated Investors Inc. Class B  807,754  18,384 
  Janus Capital Group Inc.  1,671,544  18,303 
      14,713,951 
Health Care (11.6%)     
  Johnson & Johnson  25,048,630  1,552,013 
  Pfizer Inc.  73,099,359  1,255,116 
  Merck & Co. Inc.  27,987,132  1,030,206 
  Abbott Laboratories  14,041,140  733,509 
*  Amgen Inc.  8,716,134  480,346 
  Bristol-Myers Squibb Co.  15,594,370  422,763 
  UnitedHealth Group Inc.  10,223,707  358,954 
  Eli Lilly & Co.  9,227,920  337,096 
  Medtronic Inc.  9,820,112  329,759 
*  Gilead Sciences Inc.  7,626,150  271,567 
  Baxter International Inc.  5,314,038  253,533 
*  Celgene Corp.  4,178,017  240,696 
*  Express Scripts Inc.  4,932,457  240,211 
*  WellPoint Inc.  3,637,296  206,016 
*  Medco Health Solutions Inc.  3,946,173  205,438 
  Allergan Inc.  2,797,874  186,143 
*  Thermo Fisher Scientific Inc.  3,704,951  177,393 
*  Genzyme Corp.  2,317,288  164,041 
  Becton Dickinson and Co.  2,113,378  156,601 
  Stryker Corp.  3,104,169  155,364 
  McKesson Corp.  2,377,428  146,878 
*  Biogen Idec Inc.  2,200,998  123,520 
  Aetna Inc.  3,795,433  119,974 
*  St. Jude Medical Inc.  2,974,147  117,003 
  Cardinal Health Inc.  3,193,159  105,502 


* Intuitive Surgical Inc.  356,330  101,105 
* Zimmer Holdings Inc.  1,827,334  95,624 
CIGNA Corp.  2,474,913  88,552 
* Hospira Inc.  1,521,294  86,729 
* Boston Scientific Corp.  13,798,669  84,586 
* Forest Laboratories Inc.  2,597,734  80,348 
AmerisourceBergen Corp. Class A  2,540,963  77,906 
* Life Technologies Corp.  1,661,610  77,581 
* Humana Inc.  1,541,701  77,455 
* Laboratory Corp. of America Holdings  935,814  73,396 
CR Bard Inc.  853,378  69,491 
Quest Diagnostics Inc.  1,340,292  67,645 
* Varian Medical Systems Inc.  1,108,350  67,055 
* DaVita Inc.  933,965  64,472 
* Waters Corp.  837,789  59,299 
* Cerner Corp.  646,456  54,296 
* Mylan Inc.  2,811,340  52,881 
* CareFusion Corp.  2,023,882  50,273 
* Cephalon Inc.  684,301  42,728 
DENTSPLY International Inc.  1,301,450  41,607 
* Watson Pharmaceuticals Inc.  975,594  41,277 
* Coventry Health Care Inc.  1,347,069  29,002 
Patterson Cos. Inc.  881,331  25,250 
PerkinElmer Inc.  1,072,042  24,807 
* King Pharmaceuticals Inc.  2,271,527  22,624 
* Tenet Healthcare Corp.  4,421,799  20,871 
    10,946,502 
Industrials (10.8%)     
General Electric Co.  97,225,083  1,579,908 
United Technologies Corp.  8,448,788  601,807 
United Parcel Service Inc. Class B  9,009,189  600,823 
3M Co.  6,485,064  562,320 
Caterpillar Inc.  5,733,324  451,098 
Boeing Co.  6,653,668  442,735 
Union Pacific Corp.  4,524,634  370,115 
Emerson Electric Co.  6,842,187  360,310 
Honeywell International Inc.  7,022,207  308,556 
Deere & Co.  3,854,467  268,965 
FedEx Corp.  2,860,303  244,556 
General Dynamics Corp.  3,458,963  217,257 
Illinois Tool Works Inc.  4,578,664  215,289 
Norfolk Southern Corp.  3,351,988  199,477 
Danaher Corp.  4,866,409  197,625 
Lockheed Martin Corp.  2,703,009  192,670 
CSX Corp.  3,452,284  190,980 
Tyco International Ltd.  4,525,687  166,228 
Precision Castparts Corp.  1,293,895  164,777 
Cummins Inc.  1,807,570  163,730 
Northrop Grumman Corp.  2,675,470  162,214 
PACCAR Inc.  3,314,780  159,607 
Waste Management Inc.  4,341,439  155,163 
Raytheon Co.  3,341,382  152,735 
Eaton Corp.  1,524,769  125,778 
CH Robinson Worldwide Inc.  1,509,200  105,523 
Parker Hannifin Corp.  1,465,869  102,699 
Expeditors International of Washington Inc.  1,932,698  89,349 
Dover Corp.  1,699,364  88,724 


  Southwest Airlines Co.  6,776,497  88,569 
  Republic Services Inc. Class A  2,785,990  84,945 
  Goodrich Corp.  1,139,411  84,009 
  Rockwell Collins Inc.  1,432,255  83,429 
  Fluor Corp.  1,626,111  80,541 
  Rockwell Automation Inc.  1,291,140  79,702 
  ITT Corp.  1,669,397  78,178 
  L-3 Communications Holdings Inc.  1,041,998  75,305 
  Fastenal Co.  1,343,586  71,465 
  WW Grainger Inc.  543,090  64,687 
  Roper Industries Inc.  854,971  55,727 
  Flowserve Corp.  508,521  55,642 
*  Stericycle Inc.  770,667  53,546 
  Textron Inc.  2,489,051  51,175 
  Pall Corp.  1,064,603  44,330 
*  Jacobs Engineering Group Inc.  1,138,479  44,059 
  Iron Mountain Inc.  1,836,363  41,024 
  Pitney Bowes Inc.  1,879,123  40,176 
  Avery Dennison Corp.  999,211  37,091 
*  Quanta Services Inc.  1,919,686  36,628 
  Masco Corp.  3,266,798  35,967 
  Equifax Inc.  1,137,913  35,503 
  Robert Half International Inc.  1,343,306  34,926 
  Dun & Bradstreet Corp.  456,949  33,878 
  Cintas Corp.  1,197,183  32,982 
  RR Donnelley & Sons Co.  1,878,526  31,860 
  Snap-On Inc.  526,040  24,466 
  Ryder System Inc.  479,449  20,506 
*,^ Raytheon Co. Warrants Exp. 06/16/2011  60,569  547 
      10,141,881 
Information Technology (18.8%)     
*  Apple Inc.  8,307,884  2,357,362 
  Microsoft Corp.  69,251,511  1,695,970 
  International Business Machines Corp.  11,469,942  1,538,578 
*  Google Inc. Class A  2,260,662  1,188,634 
*  Cisco Systems Inc.  51,936,606  1,137,412 
  Intel Corp.  50,634,735  973,706 
  Oracle Corp.  35,195,168  944,990 
  Hewlett-Packard Co.  20,622,579  867,592 
  QUALCOMM Inc.  14,597,321  658,631 
*  EMC Corp.  18,674,137  379,272 
  Visa Inc. Class A  4,519,190  335,595 
  Texas Instruments Inc.  10,868,653  294,975 
  Corning Inc.  14,200,692  259,589 
*  eBay Inc.  10,500,372  256,209 
*  Dell Inc.  15,385,333  199,394 
  Mastercard Inc. Class A  880,717  197,281 
  Automatic Data Processing Inc.  4,474,170  188,049 
*  Motorola Inc.  21,223,189  181,034 
*  Cognizant Technology Solutions Corp. Class A  2,736,115  176,397 
*  Yahoo! Inc.  12,260,483  173,731 
*  NetApp Inc.  3,247,081  161,672 
  Broadcom Corp. Class A  4,074,880  144,210 
*  Juniper Networks Inc.  4,727,721  143,486 
  Applied Materials Inc.  12,163,459  142,069 
  Xerox Corp.  12,548,540  129,877 
*  Adobe Systems Inc.  4,775,944  124,891 


*  Salesforce.com Inc.  1,063,031  118,847 
*  Citrix Systems Inc.  1,699,813  115,995 
*  Intuit Inc.  2,570,615  112,619 
*  Symantec Corp.  7,177,638  108,885 
  Western Union Co.  6,002,499  106,064 
*  Agilent Technologies Inc.  3,153,157  105,221 
  Analog Devices Inc.  2,712,457  85,117 
  Altera Corp.  2,793,541  84,253 
*  Akamai Technologies Inc.  1,652,167  82,906 
  Paychex Inc.  2,928,102  80,494 
*  SanDisk Corp.  2,123,947  77,843 
  Amphenol Corp. Class A  1,578,888  77,334 
  CA Inc.  3,522,926  74,404 
*  Fiserv Inc.  1,367,783  73,614 
*,^ First Solar Inc.  491,193  72,377 
*  Red Hat Inc.  1,716,509  70,377 
*  Autodesk Inc.  2,069,001  66,146 
*  BMC Software Inc.  1,627,676  65,888 
*  McAfee Inc.  1,385,826  65,494 
  Fidelity National Information Services Inc.  2,402,732  65,186 
  Computer Sciences Corp.  1,403,529  64,562 
  Linear Technology Corp.  2,039,036  62,660 
  Xilinx Inc.  2,354,721  62,659 
*  NVIDIA Corp.  5,206,953  60,817 
*  Western Digital Corp.  2,085,751  59,214 
*  Teradata Corp.  1,518,809  58,565 
*  Micron Technology Inc.  7,771,724  56,034 
  KLA-Tencor Corp.  1,527,699  53,821 
^  Microchip Technology Inc.  1,689,733  53,142 
  Harris Corp.  1,174,402  52,014 
*  VeriSign Inc.  1,586,765  50,364 
*  Electronic Arts Inc.  2,982,330  49,000 
*  SAIC Inc.  2,664,563  42,580 
*  FLIR Systems Inc.  1,440,941  37,032 
*  Advanced Micro Devices Inc.  5,147,863  36,601 
*  Lexmark International Inc. Class A  714,804  31,895 
  National Semiconductor Corp.  2,167,769  27,682 
*  LSI Corp.  5,841,526  26,637 
  Tellabs Inc.  3,469,773  25,850 
  Molex Inc.  1,231,145  25,768 
  Jabil Circuit Inc.  1,759,087  25,348 
*  JDS Uniphase Corp.  2,016,319  24,982 
*  MEMC Electronic Materials Inc.  2,064,157  24,605 
  Total System Services Inc.  1,511,124  23,030 
*  Novellus Systems Inc.  837,506  22,261 
*  Novell Inc.  3,189,779  19,043 
*  Teradyne Inc.  1,639,930  18,269 
*  QLogic Corp.  993,938  17,533 
*  Compuware Corp.  2,047,326  17,464 
*  Monster Worldwide Inc.  1,150,884  14,915 
  Molex Inc. Class A  4,051  71 
      17,704,088 
Materials (3.5%)     
  EI du Pont de Nemours & Co.  8,243,832  367,840 
  Freeport-McMoRan Copper & Gold Inc.  4,278,028  365,301 
  Dow Chemical Co.  10,547,294  289,629 
  Newmont Mining Corp.  4,477,448  281,228 


Praxair Inc.  2,783,914  251,276 
Monsanto Co.  4,914,622  235,558 
Air Products & Chemicals Inc.  1,931,986  160,007 
Alcoa Inc.  9,290,541  112,508 
Nucor Corp.  2,867,398  109,535 
PPG Industries Inc.  1,503,435  109,450 
Ecolab Inc.  2,123,197  107,731 
International Paper Co.  3,974,202  86,439 
Cliffs Natural Resources Inc.  1,232,147  78,759 
Sigma-Aldrich Corp.  1,104,361  66,681 
Sherwin-Williams Co.  822,842  61,828 
CF Industries Holdings Inc.  646,362  61,727 
United States Steel Corp.  1,304,873  57,206 
Ball Corp.  834,843  49,130 
Eastman Chemical Co.  658,895  48,758 
Airgas Inc.  678,490  46,103 
FMC Corp.  658,999  45,082 
Vulcan Materials Co.  1,162,896  42,934 
* Owens-Illinois Inc.  1,488,446  41,766 
Allegheny Technologies Inc.  896,811  41,657 
* Pactiv Corp.  1,241,225  40,936 
MeadWestvaco Corp.  1,555,726  37,929 
International Flavors & Fragrances Inc.  724,137  35,135 
Sealed Air Corp.  1,452,129  32,644 
Bemis Co. Inc.  992,558  31,514 
* Titanium Metals Corp.  821,037  16,388 
AK Steel Holding Corp.  1,002,972  13,851 
    3,326,530 
Telecommunication Services (3.2%)     
AT&T Inc.  53,735,937  1,536,848 
Verizon Communications Inc.  25,706,041  837,760 
* American Tower Corp. Class A  3,647,745  186,983 
* Sprint Nextel Corp.  27,122,144  125,575 
CenturyLink Inc.  2,733,097  107,848 
Qwest Communications International Inc.  15,815,275  99,162 
Frontier Communications Corp.  9,023,015  73,718 
Windstream Corp.  4,394,917  54,014 
* MetroPCS Communications Inc.  2,379,720  24,892 
    3,046,800 
Utilities (3.7%)     
Southern Co.  7,554,134  281,316 
Exelon Corp.  6,010,288  255,918 
Dominion Resources Inc.  5,357,270  233,898 
Duke Energy Corp.  11,991,662  212,372 
NextEra Energy Inc.  3,781,450  205,673 
PG&E Corp.  3,553,205  161,387 
American Electric Power Co. Inc.  4,356,940  157,852 
Public Service Enterprise Group Inc.  4,603,571  152,286 
Entergy Corp.  1,698,714  130,003 
Consolidated Edison Inc.  2,565,363  123,702 
Sempra Energy  2,252,440  121,181 
PPL Corp.  4,389,508  119,526 
Progress Energy Inc.  2,660,492  118,179 
FirstEnergy Corp.  2,773,673  106,897 
Edison International  2,964,630  101,954 
Xcel Energy Inc.  4,183,332  96,091 
DTE Energy Co.  1,532,930  70,408 


*  AES Corp.      6,064,525  68,832 
  Ameren Corp.      2,168,030  61,572 
  Wisconsin Energy Corp.      1,063,514  61,471 
  CenterPoint Energy Inc.      3,843,077  60,413 
  Constellation Energy Group Inc.      1,834,794  59,154 
*  NRG Energy Inc.      2,304,265  47,975 
  Northeast Utilities      1,602,814  47,395 
  NiSource Inc.      2,526,619  43,963 
  Oneok Inc.      967,993  43,598 
  SCANA Corp.      1,028,449  41,467 
  Pinnacle West Capital Corp.      987,551  40,756 
  Allegheny Energy Inc.      1,544,751  37,877 
  Pepco Holdings Inc.      2,032,770  37,810 
  CMS Energy Corp.      2,093,586  37,727 
  Integrys Energy Group Inc.      701,303  36,510 
  TECO Energy Inc.      1,946,917  33,721 
  Nicor Inc.      411,917  18,874 
          3,427,758 
Total Common Stocks (Cost $75,414,175)        93,994,763 
          Market 
          Value 
    Coupon    Shares  ($000) 
Temporary Cash Investments (0.4%)1         
Money Market Fund (0.4%)         
2,3 Vanguard Market Liquidity Fund  0.261%    366,817,829  366,818 
 
        Face  Market 
      Maturity  Amount  Value 
    Coupon  Date  ($000)  ($000) 
U.S. Government and Agency Obligations (0.0%)         
4,5 Freddie Mac Discount Notes  0.240%  3/14/11  15,000  14,983 
Total Temporary Cash Investments (Cost $381,802)        381,801 
Total Investments (100.2%) (Cost $75,795,977)        94,376,564 
Other Assets and Liabilities-Net (-0.2%)2        (223,671) 
Net Assets (100%)        94,152,893 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $189,354,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.0% and 0.2%, respectively, of net assets.
2 Includes $195,231,000 of collateral received for securities on loan.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
4 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.
5 Securities with a value of $14,983,000 have been segregated as initial margin for open futures contracts.
REIT—Real Estate Investment Trust.


500 Index Fund

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

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

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

The following table summarizes the fund's investments as of September 30, 2010, based on the inputs used to value them:

  Level 1  Level 2  Level 3 
Investments  ($000)  ($000)  ($000) 
Common Stocks  93,994,763  —  — 
Temporary Cash Investments  366,818  14,983  — 
Futures Contracts—Liabilities1  (624)  —  — 
Total  94,360,957  14,983  — 
1 Represents variation margin on the last day of the reporting period.       

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

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


500 Index Fund

At September 30, 2010, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000) 
    Number of  Aggregate  Unrealized 
    Long (Short)  Settlement Value  Appreciation 
Futures Contracts  Expiration  Contracts  Long (Short)  (Depreciation) 
S&P 500 Index  December 2010  594  168,800  3,094 

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

D. At September 30, 2010, the cost of investment securities for tax purposes was $75,795,977,000. Net unrealized appreciation of investment securities for tax purposes was $18,580,587,000, consisting of unrealized gains of $30,146,562,000 on securities that had risen in value since their purchase and $11,565,975,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Extended Market Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (99.8%)1     
Consumer Discretionary (14.4%)     
*  Las Vegas Sands Corp.  1,971,069  68,692 
*  NetFlix Inc.  270,280  43,829 
  Cablevision Systems Corp. Class A  1,519,005  39,783 
*  Dollar Tree Inc.  789,606  38,501 
*  Liberty Global Inc.  1,227,920  37,525 
*  BorgWarner Inc.  709,082  37,312 
  Activision Blizzard Inc.  3,326,190  35,989 
*  Chipotle Mexican Grill Inc. Class A  193,463  33,276 
  Advance Auto Parts Inc.  524,073  30,753 
*  Sirius XM Radio Inc.  24,025,630  28,831 
*  Royal Caribbean Cruises Ltd.  842,823  26,574 
  PetSmart Inc.  737,295  25,805 
  Phillips-Van Heusen Corp.  412,440  24,812 
*  Lear Corp.  307,222  24,249 
  DISH Network Corp. Class A  1,253,143  24,010 
*  NVR Inc.  36,386  23,561 
*  TRW Automotive Holdings Corp.  519,137  21,575 
  Williams-Sonoma Inc.  677,681  21,483 
*  LKQ Corp.  890,838  18,529 
*  Mohawk Industries Inc.  346,526  18,470 
  American Eagle Outfitters Inc.  1,205,643  18,036 
  Tupperware Brands Corp.  392,489  17,960 
  Jarden Corp.  573,458  17,852 
  Tractor Supply Co.  447,514  17,748 
*  Fossil Inc.  329,838  17,742 
  Gentex Corp.  879,774  17,164 
*  Panera Bread Co. Class A  193,505  17,146 
*  Signet Jewelers Ltd.  539,896  17,136 
*  Toll Brothers Inc.  892,374  16,973 
  Guess? Inc.  393,896  16,004 
*  Hyatt Hotels Corp. Class A  420,833  15,735 
*  Hanesbrands Inc.  602,939  15,592 
  Sotheby's  422,924  15,572 
*  Dick's Sporting Goods Inc.  547,760  15,359 
^  Strayer Education Inc.  87,860  15,332 
*,^ MGM Resorts International  1,317,294  14,859 
*  Warnaco Group Inc.  280,154  14,324 
*  DreamWorks Animation SKG Inc. Class A  445,505  14,216 
  Foot Locker Inc.  965,601  14,030 
  Burger King Holdings Inc.  581,930  13,897 
*  WMS Industries Inc.  361,374  13,758 
  Polaris Industries Inc.  209,025  13,608 
*  Tempur-Pedic International Inc.  430,491  13,345 
*  Aeropostale Inc.  573,840  13,342 
*  J Crew Group Inc.  393,239  13,221 
  Service Corp. International  1,510,268  13,019 
*  Dollar General Corp.  430,329  12,587 
*  Penn National Gaming Inc.  414,319  12,268 
  Brinker International Inc.  647,177  12,206 


*  Deckers Outdoor Corp.  244,196  12,200 
  Chico's FAS Inc.  1,127,625  11,863 
*  ITT Educational Services Inc.  168,418  11,835 
*  Bally Technologies Inc.  329,895  11,530 
  John Wiley & Sons Inc. Class A  280,628  11,466 
*  Lamar Advertising Co. Class A  350,527  11,154 
*  Dana Holding Corp.  883,566  10,886 
*  Tenneco Inc.  375,348  10,874 
  Jones Apparel Group Inc.  549,945  10,801 
*  Valassis Communications Inc.  311,904  10,570 
*  Life Time Fitness Inc.  263,609  10,405 
*  Cheesecake Factory Inc.  382,409  10,122 
*  Dress Barn Inc.  422,671  10,038 
*  Carter's Inc.  375,009  9,874 
*,^ Under Armour Inc. Class A  214,816  9,675 
  Rent-A-Center Inc.  415,429  9,297 
*  Gaylord Entertainment Co.  297,908  9,086 
  Wolverine World Wide Inc.  312,528  9,066 
*  Career Education Corp.  419,536  9,007 
*  Live Nation Entertainment Inc.  910,655  8,997 
  Wendy's/Arby's Group Inc. Class A  1,969,574  8,922 
*  Liberty Global Inc. Class A  287,435  8,856 
*  Saks Inc.  1,018,892  8,762 
*,^ Coinstar Inc.  200,219  8,607 
*  Childrens Place Retail Stores Inc.  175,541  8,561 
  Brunswick Corp.  558,947  8,507 
  Hillenbrand Inc.  392,478  8,442 
*  Vail Resorts Inc.  221,939  8,327 
  Thor Industries Inc.  247,739  8,275 
*  Madison Square Garden Inc. Class A  391,597  8,255 
  Aaron's Inc.  442,861  8,171 
*  Iconix Brand Group Inc.  457,145  8,000 
*,^ Capella Education Co.  102,394  7,948 
  Men's Wearhouse Inc.  332,050  7,899 
*  Jo-Ann Stores Inc.  173,239  7,718 
  Cooper Tire & Rubber Co.  388,025  7,617 
  Cracker Barrel Old Country Store Inc.  149,391  7,583 
*  AnnTaylor Stores Corp.  372,737  7,544 
*  Jack in the Box Inc.  347,680  7,454 
*  JOS A Bank Clothiers Inc.  174,357  7,429 
  Dillard's Inc. Class A  309,465  7,316 
*,^ Six Flags Entertainment Corp.  165,922  7,294 
*  CROCS Inc.  543,757  7,074 
*  HSN Inc.  235,759  7,049 
*  OfficeMax Inc.  537,442  7,035 
  Regis Corp.  363,638  6,956 
*  Gymboree Corp.  167,248  6,947 
  MDC Holdings Inc.  239,030  6,939 
  PF Chang's China Bistro Inc.  146,821  6,783 
  Matthews International Corp. Class A  190,479  6,735 
  Weight Watchers International Inc.  214,845  6,701 
  Regal Entertainment Group Class A  507,994  6,665 
*  Collective Brands Inc.  411,990  6,650 
*  Sally Beauty Holdings Inc.  590,950  6,619 
  Choice Hotels International Inc.  181,113  6,603 
  Pool Corp.  313,382  6,290 
*  Pier 1 Imports Inc.  742,707  6,083 
  National CineMedia Inc.  334,227  5,983 


*  Ulta Salon Cosmetics & Fragrance Inc.  204,297  5,965 
*  Morningstar Inc.  133,398  5,944 
*  Talbots Inc.  445,236  5,833 
  Monro Muffler Brake Inc.  125,874  5,804 
*  Steven Madden Ltd.  140,509  5,769 
*  K12 Inc.  191,054  5,546 
*  99 Cents Only Stores  291,473  5,503 
*  Buffalo Wild Wings Inc.  114,692  5,493 
  Bob Evans Farms Inc.  193,302  5,426 
*  Timberland Co. Class A  271,650  5,381 
  KB Home  468,445  5,307 
*  Orient-Express Hotels Ltd. Class A  471,679  5,259 
*  Skechers U.S.A. Inc. Class A  216,067  5,075 
  Cato Corp. Class A  187,605  5,020 
  Ryland Group Inc.  278,067  4,983 
*  Helen of Troy Ltd.  194,500  4,919 
*,^ Cabela's Inc.  258,625  4,909 
*  Texas Roadhouse Inc. Class A  347,069  4,880 
*  Ruby Tuesday Inc.  409,856  4,865 
  Finish Line Inc. Class A  344,951  4,798 
*  CEC Entertainment Inc.  139,228  4,780 
  International Speedway Corp. Class A  193,032  4,710 
  Arbitron Inc.  168,183  4,704 
  American Greetings Corp. Class A  251,178  4,669 
  Scholastic Corp.  167,422  4,658 
*  Group 1 Automotive Inc.  155,078  4,634 
*  Hibbett Sports Inc.  183,540  4,579 
*  Genesco Inc.  152,526  4,557 
*  DineEquity Inc.  97,706  4,395 
^  Buckle Inc.  162,642  4,317 
*  Pinnacle Entertainment Inc.  384,324  4,285 
  Columbia Sportswear Co.  72,523  4,238 
  Cinemark Holdings Inc.  260,770  4,198 
*,^ Blue Nile Inc.  92,618  4,121 
*  Domino's Pizza Inc.  311,379  4,116 
^  Barnes & Noble Inc.  253,425  4,108 
*  Maidenform Brands Inc.  141,390  4,079 
*  Shutterfly Inc.  156,737  4,074 
*  Scientific Games Corp. Class A  418,048  4,055 
*  Meritage Homes Corp.  203,380  3,990 
*  Grand Canyon Education Inc.  178,803  3,921 
*  Corinthian Colleges Inc.  557,976  3,917 
*  Modine Manufacturing Co.  296,392  3,844 
*  BJ's Restaurants Inc.  135,881  3,826 
*  American Public Education Inc.  116,368  3,824 
*,^ Liz Claiborne Inc.  598,284  3,638 
*  Belo Corp. Class A  580,754  3,601 
*  Steiner Leisure Ltd.  94,051  3,583 
*  Penske Automotive Group Inc.  271,127  3,579 
*  Papa John's International Inc.  134,546  3,549 
*,^ Pre-Paid Legal Services Inc.  55,838  3,489 
*,^ Fuel Systems Solutions Inc.  88,453  3,459 
*  True Religion Apparel Inc.  160,609  3,427 
*  Interval Leisure Group Inc.  254,103  3,423 
*  Lumber Liquidators Holdings Inc.  139,241  3,421 
*  American Axle & Manufacturing Holdings Inc.  375,371  3,386 
  NutriSystem Inc.  171,971  3,309 
  National Presto Industries Inc.  30,788  3,278 


  PEP Boys-Manny Moe & Jack  309,040  3,270 
  Stewart Enterprises Inc. Class A  596,148  3,213 
  Stage Stores Inc.  245,340  3,189 
*  Quiksilver Inc.  815,098  3,187 
  Brown Shoe Co. Inc.  275,698  3,162 
*  Sonic Corp.  391,075  3,160 
*  Jakks Pacific Inc.  176,604  3,115 
*  Federal-Mogul Corp.  158,924  3,005 
*  Vitamin Shoppe Inc.  109,044  2,993 
*  Asbury Automotive Group Inc.  212,716  2,993 
  Churchill Downs Inc.  83,506  2,983 
  Fred's Inc. Class A  251,180  2,964 
  Ethan Allen Interiors Inc.  167,163  2,919 
*  hhgregg Inc.  117,746  2,915 
  Ameristar Casinos Inc.  166,457  2,905 
*  Shuffle Master Inc.  343,479  2,889 
  Callaway Golf Co.  412,420  2,887 
*  Peet's Coffee & Tea Inc.  84,281  2,885 
*  Clear Channel Outdoor Holdings Inc. Class A  250,649  2,865 
  Harte-Hanks Inc.  244,644  2,855 
*  Biglari Holdings Inc.  8,624  2,834 
*  La-Z-Boy Inc.  331,066  2,794 
*  G-III Apparel Group Ltd.  87,344  2,741 
*  Dex One Corp.  219,052  2,690 
*,^ Education Management Corp.  182,209  2,675 
*  California Pizza Kitchen Inc.  155,755  2,657 
  Superior Industries International Inc.  152,140  2,629 
*  Charming Shoppes Inc.  740,880  2,608 
*  RC2 Corp.  123,027  2,577 
*  Drew Industries Inc.  123,483  2,576 
*  Boyd Gaming Corp.  353,162  2,560 
  PetMed Express Inc.  146,253  2,559 
*  Zumiez Inc.  120,468  2,549 
  Universal Technical Institute Inc.  130,166  2,545 
*  Standard Pacific Corp.  629,429  2,499 
*  Sonic Automotive Inc. Class A  251,052  2,468 
*  Exide Technologies  511,029  2,448 
*  Ascent Media Corp. Class A  91,045  2,432 
*  DSW Inc. Class A  83,320  2,391 
*  Select Comfort Corp.  348,151  2,360 
  World Wrestling Entertainment Inc. Class A  169,418  2,357 
*  Citi Trends Inc.  94,312  2,283 
*  iRobot Corp.  121,757  2,261 
*  Rentrak Corp.  88,283  2,231 
*  K-Swiss Inc. Class A  174,636  2,227 
*  Mediacom Communications Corp. Class A  334,089  2,208 
*  Krispy Kreme Doughnuts Inc.  472,857  2,166 
  Oxford Industries Inc.  90,839  2,160 
*  Pacific Sunwear of California Inc.  408,703  2,138 
*  Volcom Inc.  110,704  2,117 
*  Wet Seal Inc. Class A  616,365  2,089 
  Sturm Ruger & Co. Inc.  152,368  2,078 
*  Dorman Products Inc.  66,938  2,063 
*  Sinclair Broadcast Group Inc. Class A  288,035  2,022 
*  Knology Inc.  149,029  2,001 
*  Denny's Corp.  625,373  1,945 
*  Coldwater Creek Inc.  367,729  1,938 
*  AFC Enterprises Inc.  155,003  1,922 


*  Red Robin Gourmet Burgers Inc.  97,887  1,920 
*  Core-Mark Holding Co. Inc.  61,927  1,917 
*  Winnebago Industries Inc.  183,713  1,914 
*  Universal Electronics Inc.  91,332  1,904 
*  Amerigon Inc.  184,424  1,900 
  Big 5 Sporting Goods Corp.  140,584  1,887 
  Christopher & Banks Corp.  236,954  1,874 
*  EW Scripps Co. Class A  230,026  1,813 
*,^ Overstock.com Inc.  114,724  1,803 
  Blyth Inc.  43,671  1,801 
*  Rue21 Inc.  69,680  1,798 
  Ambassadors Group Inc.  157,400  1,785 
  Speedway Motorsports Inc.  111,244  1,744 
*  Stein Mart Inc.  197,469  1,744 
*  Destination Maternity Corp.  52,920  1,742 
*  Warner Music Group Corp.  384,830  1,732 
*  Beazer Homes USA Inc.  418,080  1,727 
*  CKX Inc.  348,183  1,706 
  HOT Topic Inc.  281,495  1,686 
*,^ Landry's Restaurants Inc.  66,753  1,635 
*  Retail Ventures Inc.  151,869  1,634 
*,^ Bridgepoint Education Inc.  97,681  1,510 
  Marcus Corp.  127,071  1,506 
  Bebe Stores Inc.  207,397  1,495 
*  Furniture Brands International Inc.  266,374  1,433 
  Haverty Furniture Cos. Inc.  130,984  1,429 
  CPI Corp.  54,957  1,422 
*  Unifi Inc.  313,504  1,414 
*  Cavco Industries Inc.  38,938  1,398 
*  Morgans Hotel Group Co.  188,209  1,378 
*  Kenneth Cole Productions Inc. Class A  82,539  1,376 
*  Smith & Wesson Holding Corp.  379,983  1,353 
*  Movado Group Inc.  124,071  1,350 
*,^ Tesla Motors Inc.  66,412  1,346 
*  Insignia Systems Inc.  189,378  1,312 
*  Kirkland's Inc.  91,424  1,267 
*  America's Car-Mart Inc.  49,976  1,258 
  Cherokee Inc.  67,862  1,238 
*  M/I Homes Inc.  119,323  1,237 
*  Steinway Musical Instruments Inc.  69,842  1,203 
*  Orbitz Worldwide Inc.  190,281  1,199 
*  Audiovox Corp. Class A  172,942  1,183 
  Lithia Motors Inc. Class A  121,216  1,162 
*  LIN TV Corp. Class A  250,739  1,113 
*  AH Belo Corp. Class A  155,625  1,100 
*  Kid Brands Inc.  127,501  1,097 
*  Tuesday Morning Corp.  229,823  1,096 
*  Perry Ellis International Inc.  50,145  1,096 
*  Shoe Carnival Inc.  53,872  1,089 
*  Journal Communications Inc. Class A  237,802  1,073 
*  Martha Stewart Living Omnimedia Class A  220,855  1,047 
*,^ McClatchy Co. Class A  263,860  1,037 
*,^ Hovnanian Enterprises Inc. Class A  262,842  1,033 
*  Entravision Communications Corp. Class A  504,409  1,004 
*  Lifetime Brands Inc.  66,313  1,001 
  Gaiam Inc. Class A  149,326  999 
*  MarineMax Inc.  141,581  997 
*  Libbey Inc.  74,030  975 


*  Lincoln Educational Services Corp.  67,648  975 
*,^ SuperMedia Inc.  92,140  974 
  Spartan Motors Inc.  209,106  970 
*  Midas Inc.  124,882  950 
  Weyco Group Inc.  39,230  950 
  Systemax Inc.  74,972  921 
  CSS Industries Inc.  53,131  919 
*  Red Lion Hotels Corp.  122,900  914 
*  Media General Inc. Class A  101,714  911 
  PRIMEDIA Inc.  239,157  909 
*  Entercom Communications Corp. Class A  115,246  906 
*  Marine Products Corp.  146,345  899 
*  Casual Male Retail Group Inc.  219,326  895 
  Learning Tree International Inc.  87,965  890 
*  Saga Communications Inc. Class A  42,324  859 
*  Leapfrog Enterprises Inc.  155,646  853 
  Standard Motor Products Inc.  80,117  844 
*  Express Inc.  54,122  823 
*,^ Joe's Jeans Inc.  389,951  823 
*  Caribou Coffee Co. Inc.  79,042  822 
*  Drugstore.Com Inc.  425,657  817 
*  Brookfield Homes Corp.  98,800  809 
*  Culp Inc.  82,428  808 
*  Famous Dave's Of America Inc.  83,695  796 
*  Isle of Capri Casinos Inc.  109,445  784 
*  West Marine Inc.  76,790  780 
  Tandy Leather Factory Inc.  166,905  753 
  Skyline Corp.  35,958  729 
*  O'Charleys Inc.  99,163  713 
*  Ruth's Hospitality Group Inc.  177,107  710 
*  Playboy Enterprises Inc. Class B  137,923  709 
*  LodgeNet Interactive Corp.  252,082  706 
*  Nexstar Broadcasting Group Inc. Class A  136,245  702 
*  Cumulus Media Inc. Class A  242,013  680 
*  Luby's Inc.  140,266  676 
*  Rocky Brands Inc.  88,584  675 
*  Sealy Corp.  269,167  657 
*  Stoneridge Inc.  60,929  640 
  RG Barry Corp.  61,883  637 
*  Crown Media Holdings Inc. Class A  264,868  633 
*  Geeknet Inc.  317,754  632 
*  Delta Apparel Inc.  41,746  626 
*  Forward Industries Inc.  164,828  615 
*  Alloy Inc.  62,106  603 
  Flexsteel Industries  38,109  585 
*  Jamba Inc.  266,451  584 
*  Monarch Casino & Resort Inc.  51,748  580 
*,^ Westwood One Inc.  66,392  564 
  Collectors Universe  41,451  558 
  Hooker Furniture Corp.  47,390  551 
*  Build-A-Bear Workshop Inc.  90,789  549 
*  Fisher Communications Inc.  30,955  540 
*  Bon-Ton Stores Inc.  53,006  539 
*  Arctic Cat Inc.  51,072  524 
*  Shiloh Industries Inc.  53,686  520 
  Books-A-Million Inc.  86,393  518 
*  Cache Inc.  99,997  510 
  Frisch's Restaurants Inc.  25,701  505 


*  Bassett Furniture Industries Inc.  102,010  503 
*  Borders Group Inc.  417,770  497 
*  Beasley Broadcasting Group Inc. Class A  90,988  481 
*  Navarre Corp.  185,021  481 
*  Multimedia Games Inc.  129,850  480 
*  Benihana Inc. Class A  63,045  479 
*  Escalade Inc.  98,010  471 
  Mac-Gray Corp.  37,698  457 
*  Nobel Learning Communities Inc.  65,708  454 
*  Carmike Cinemas Inc.  50,493  440 
*  Hollywood Media Corp.  350,321  431 
*  Dover Motorsports Inc.  226,334  414 
*  AC Moore Arts & Crafts Inc.  182,471  412 
*  Zale Corp.  194,536  409 
  Dover Downs Gaming & Entertainment Inc.  118,248  402 
*  Strattec Security Corp.  16,100  402 
*,^ Quantum Fuel Systems Technologies Worldwide Inc.  799,390  400 
*  Dixie Group Inc.  131,574  399 
*  1-800-Flowers.com Inc. Class A  210,271  397 
*  Charles & Colvard Ltd.  179,486  397 
*  Nobility Homes Inc.  40,311  392 
*  Carrols Restaurant Group Inc.  73,587  390 
  Emerson Radio Corp.  169,678  382 
*  Bluegreen Corp.  131,902  368 
*  Vitacost.com Inc.  58,824  354 
*  New York & Co. Inc.  137,250  353 
*  Valuevision Media Inc. Class A  183,346  345 
  Ark Restaurants Corp.  23,363  345 
*  Outdoor Channel Holdings Inc.  60,881  337 
*  McCormick & Schmick's Seafood Restaurants Inc.  42,763  333 
*  Trans World Entertainment Corp.  194,782  331 
*  MTR Gaming Group Inc.  177,769  318 
*  Nathan's Famous Inc.  19,811  317 
*  Nautilus Inc.  237,420  316 
*  Perfumania Holdings Inc.  39,291  314 
*  Bidz.com Inc.  189,541  313 
*  Heelys Inc.  126,864  304 
*  Princeton Review Inc.  148,055  302 
*  Lee Enterprises Inc.  111,861  300 
  Gaming Partners International Corp.  49,597  293 
*  Carriage Services Inc. Class A  57,955  290 
*  Global Traffic Network Inc.  52,639  265 
*  VCG Holding Corp.  134,291  247 
*  Stanley Furniture Co. Inc.  71,739  247 
*  Ballantyne Strong Inc.  25,808  223 
*  J Alexander's Corp.  52,208  218 
*  Empire Resorts Inc.  194,399  216 
*  Benihana Inc. Class A  27,540  213 
*  Radio One Inc. Class A  93,623  209 
*  American Apparel Inc.  168,038  207 
*  Century Casinos Inc.  96,100  199 
*,^ Conn's Inc.  41,737  194 
*  Gray Television Inc.  95,948  193 
*  Palm Harbor Homes Inc.  110,692  176 
*  Morton's Restaurant Group Inc.  35,710  175 
  Winmark Corp.  4,897  164 
*  Premier Exhibitions Inc.  93,605  162 
*  Summer Infant Inc.  20,700  162 


* Lakes Entertainment Inc.  92,413  159 
* Town Sports International Holdings Inc.  57,536  158 
* Harris Interactive Inc.  165,389  155 
* Rick's Cabaret International Inc.  20,335  148 
* Great Wolf Resorts Inc.  76,636  146 
* Jackson Hewitt Tax Service Inc.  157,830  145 
* Cambium Learning Group Inc.  45,316  145 
* Golfsmith International Holdings Inc.  44,379  129 
* Playboy Enterprises Inc. Class A  22,850  119 
* Infosonics Corp.  184,032  114 
* Silverleaf Resorts Inc.  107,300  112 
* Duckwall-ALCO Stores Inc.  8,417  110 
* Bluefly Inc.  46,063  108 
* NTN Buzztime Inc.  274,389  107 
* Cost Plus Inc.  23,132  96 
* Dreams Inc.  48,484  92 
* Johnson Outdoors Inc. Class A  7,174  92 
Williams Controls Inc.  9,524  87 
* Cosi Inc.  88,208  77 
* Emmis Communications Corp. Class A  95,521  75 
* Syms Corp.  9,144  70 
Lacrosse Footwear Inc.  4,741  65 
* US Auto Parts Network Inc.  7,628  63 
* Hallwood Group Inc.  1,737  60 
Aaron's Inc. Class A  3,037  56 
* Adams Golf Inc.  10,608  45 
* Atrinsic Inc.  69,436  33 
* Spanish Broadcasting System Inc.  29,652  26 
* Radio One Inc.  24,633  22 
* Full House Resorts Inc.  6,898  22 
* Ambassadors International Inc.  9,636  18 
* Meade Instruments Corp.  4,548  14 
* Kona Grill Inc.  3,675  13 
* Entertainment Gaming Asia Inc.  35,584  9 
* SPAR Group Inc.  7,650  8 
* Ediets.Com Inc.  3,293  3 
* Sport Chalet Inc. Class A  1,485  3 
* GameTech International Inc.  2,000  1 
* Krispy Kreme Doughnuts Inc. Warrants Exp. 03/02/2012  5,255  — 
* Here Media Inc.  12,670  — 
    2,113,101 
Consumer Staples (3.6%)     
Bunge Ltd.  896,460  53,035 
* Energizer Holdings Inc.  436,468  29,344 
Church & Dwight Co. Inc.  441,652  28,681 
Herbalife Ltd.  370,998  22,390 
* Green Mountain Coffee Roasters Inc.  713,895  22,266 
* NBTY Inc.  394,377  21,683 
Alberto-Culver Co. Class B  540,503  20,350 
* Ralcorp Holdings Inc.  341,500  19,971 
* Hansen Natural Corp.  427,654  19,937 
Corn Products International Inc.  468,062  17,552 
* Smithfield Foods Inc.  1,023,257  17,221 
Del Monte Foods Co.  1,209,973  15,863 
* BJ's Wholesale Club Inc.  339,589  14,093 
Flowers Foods Inc.  486,245  12,078 
* TreeHouse Foods Inc.  219,470  10,118 


  Casey's General Stores Inc.  242,063  10,106 
  Nu Skin Enterprises Inc. Class A  331,416  9,545 
*  United Natural Foods Inc.  272,637  9,035 
  Ruddick Corp.  258,303  8,958 
*  Central European Distribution Corp.  376,059  8,394 
^  Vector Group Ltd.  334,567  6,256 
*  Hain Celestial Group Inc.  259,339  6,219 
  Universal Corp.  153,238  6,143 
  Lancaster Colony Corp.  123,649  5,873 
  Diamond Foods Inc.  138,384  5,672 
*  Fresh Del Monte Produce Inc.  259,385  5,629 
  Sanderson Farms Inc.  123,732  5,356 
*  Darling International Inc.  525,352  4,476 
  Andersons Inc.  116,234  4,405 
  Lance Inc.  204,974  4,366 
*  Boston Beer Co. Inc. Class A  63,132  4,222 
*  Spectrum Brands Holdings Inc.  150,502  4,091 
  WD-40 Co.  105,188  3,999 
*  Rite Aid Corp.  4,054,902  3,824 
*  Central Garden and Pet Co. Class A  368,473  3,817 
  J&J Snack Foods Corp.  90,554  3,797 
  Tootsie Roll Industries Inc.  151,028  3,758 
*  Chiquita Brands International Inc.  283,590  3,755 
*  Pantry Inc.  144,694  3,489 
  Nash Finch Co.  80,581  3,428 
  B&G Foods Inc. Class A  303,100  3,310 
*  Elizabeth Arden Inc.  161,760  3,234 
  Pricesmart Inc.  106,229  3,094 
*  Pilgrim's Pride Corp.  495,089  2,782 
  Weis Markets Inc.  68,840  2,694 
*  Prestige Brands Holdings Inc.  264,789  2,619 
*  Winn-Dixie Stores Inc.  352,558  2,514 
*  Alliance One International Inc.  570,618  2,368 
  Cal-Maine Foods Inc.  80,726  2,339 
  Spartan Stores Inc.  159,882  2,318 
*,^ Medifast Inc.  85,340  2,315 
*,^ Dole Food Co. Inc.  222,961  2,040 
*  USANA Health Sciences Inc.  41,812  1,688 
*  Smart Balance Inc.  420,529  1,632 
  Ingles Markets Inc. Class A  93,979  1,561 
  National Beverage Corp.  106,259  1,488 
  Inter Parfums Inc.  81,125  1,427 
  Calavo Growers Inc.  59,196  1,283 
  Imperial Sugar Co.  91,078  1,191 
  Coca-Cola Bottling Co. Consolidated  22,119  1,171 
*  Revlon Inc. Class A  92,328  1,165 
  Oil-Dri Corp. of America  52,868  1,137 
  Village Super Market Inc. Class A  40,097  1,120 
*  Seneca Foods Corp. Class A  40,659  1,065 
*  Synutra International Inc.  86,334  997 
*  Nutraceutical International Corp.  63,282  993 
*,^ Star Scientific Inc.  468,367  984 
  Farmer Bros Co.  60,975  976 
*  John B. Sanfilippo & Son Inc.  66,187  874 
*  Susser Holdings Corp.  61,510  861 
*  Lifeway Foods Inc.  81,849  861 
  United-Guardian Inc.  55,216  794 
  Rocky Mountain Chocolate Factory Inc.  83,634  793 


*,^ Great Atlantic & Pacific Tea Co.  187,684  743 
*  Omega Protein Corp.  116,361  668 
*  Natural Alternatives International Inc.  77,137  610 
  Schiff Nutrition International Inc.  66,627  546 
  Alico Inc.  23,415  544 
  MGP Ingredients Inc.  68,659  539 
*  Cellu Tissue Holdings Inc.  45,000  537 
  Arden Group Inc.  6,188  511 
*  Harbinger Group Inc.  91,072  505 
  Female Health Co.  89,879  463 
*  Reddy Ice Holdings Inc.  151,539  346 
*  Orchids Paper Products Co.  23,573  341 
*,^ Nature's Sunshine Products Inc.  35,717  319 
*  Overhill Farms Inc.  62,081  283 
*  Physicians Formula Holdings Inc.  76,439  234 
*  Parlux Fragrances Inc.  89,346  201 
  Limoneira Co.  9,800  197 
*  HQ Sustainable Maritime Industries Inc.  53,891  162 
*  Mannatech Inc.  63,530  130 
*  IGI Laboratories Inc.  72,500  109 
  Reliv International Inc.  42,186  91 
*  Craft Brewers Alliance Inc.  700  5 
*  Crystal Rock Holdings Inc.  600  — 
      526,967 
Energy (6.8%)     
*  Newfield Exploration Co.  830,905  47,727 
*  Ultra Petroleum Corp.  948,267  39,808 
*  Concho Resources Inc.  569,403  37,677 
  Cimarex Energy Co.  522,977  34,611 
*  Pride International Inc.  1,092,344  32,148 
*  Alpha Natural Resources Inc.  752,521  30,966 
*  Petrohawk Energy Corp.  1,880,411  30,350 
*  Whiting Petroleum Corp.  317,250  30,301 
  Arch Coal Inc.  1,010,451  26,989 
  Core Laboratories NV  277,893  24,466 
*  Plains Exploration & Production Co.  867,684  23,141 
*  McDermott International Inc.  1,428,092  21,107 
*  Forest Oil Corp.  709,225  21,064 
*  Dresser-Rand Group Inc.  503,395  18,570 
  Southern Union Co.  771,457  18,561 
*  Oceaneering International Inc.  334,755  18,030 
  Patterson-UTI Energy Inc.  970,409  16,575 
*  Mariner Energy Inc.  651,050  15,775 
  EXCO Resources Inc.  1,031,747  15,342 
  SM Energy Co.  396,699  14,860 
*  Oil States International Inc.  316,171  14,718 
  Tidewater Inc.  317,488  14,227 
*  Atlas Energy Inc.  494,527  14,163 
*  Brigham Exploration Co.  717,239  13,448 
*  Superior Energy Services Inc.  495,808  13,233 
*  Continental Resources Inc.  281,684  13,059 
*  Dril-Quip Inc.  210,093  13,049 
*  SandRidge Energy Inc.  2,244,588  12,749 
*  SEACOR Holdings Inc.  131,818  11,226 
*  Atwood Oceanics Inc.  357,759  10,894 
  World Fuel Services Corp.  416,875  10,843 
*  Bill Barrett Corp.  281,157  10,122 


  CARBO Ceramics Inc.  121,203  9,817 
*  McMoRan Exploration Co.  564,933  9,722 
*  Quicksilver Resources Inc.  752,626  9,483 
*  Unit Corp.  248,074  9,251 
*  Exterran Holdings Inc.  398,616  9,053 
  Frontier Oil Corp.  667,772  8,948 
  Berry Petroleum Co. Class A  280,773  8,909 
*  Complete Production Services Inc.  423,259  8,656 
  Lufkin Industries Inc.  189,592  8,323 
*  Bristow Group Inc.  227,038  8,192 
  Holly Corp.  275,564  7,922 
*  Rosetta Resources Inc.  332,271  7,805 
*  Key Energy Services Inc.  794,546  7,556 
*  Helix Energy Solutions Group Inc.  643,963  7,174 
*  Swift Energy Co.  239,703  6,731 
*  Comstock Resources Inc.  298,639  6,716 
*  Cobalt International Energy Inc.  632,500  6,040 
  Overseas Shipholding Group Inc.  167,891  5,762 
*  International Coal Group Inc.  1,072,330  5,705 
*  Patriot Coal Corp.  487,896  5,567 
*  Carrizo Oil & Gas Inc.  219,797  5,262 
*  Oasis Petroleum Inc.  259,442  5,025 
*  Tetra Technologies Inc.  479,170  4,888 
*  ION Geophysical Corp.  931,729  4,789 
*  Newpark Resources Inc.  562,172  4,722 
  Penn Virginia Corp.  287,788  4,616 
*  Gulfmark Offshore Inc.  148,187  4,552 
*  Northern Oil and Gas Inc.  262,718  4,450 
*  Stone Energy Corp.  292,303  4,306 
*  Contango Oil & Gas Co.  79,239  3,975 
*,^ Clean Energy Fuels Corp.  269,782  3,834 
*  USEC Inc.  723,754  3,756 
*  Cloud Peak Energy Inc.  199,301  3,637 
  RPC Inc.  169,161  3,579 
*,^ ATP Oil & Gas Corp.  259,463  3,542 
*  Global Industries Ltd.  645,132  3,529 
*  Petroleum Development Corp.  122,970  3,394 
*  Parker Drilling Co.  743,190  3,233 
*  James River Coal Co.  177,036  3,103 
*  Venoco Inc.  156,471  3,072 
*  Cal Dive International Inc.  543,565  2,973 
*  Hornbeck Offshore Services Inc.  146,943  2,864 
*  Harvest Natural Resources Inc.  271,547  2,830 
*  Energy Partners Ltd.  230,838  2,772 
  General Maritime Corp.  561,477  2,757 
*  Gulfport Energy Corp.  197,141  2,728 
*  American Oil & Gas Inc.  321,642  2,605 
*  Crosstex Energy Inc.  312,306  2,467 
  W&T Offshore Inc.  230,844  2,447 
*  Goodrich Petroleum Corp.  167,434  2,440 
*,^ BPZ Resources Inc.  627,445  2,403 
*  Rex Energy Corp.  184,607  2,363 
*  Vaalco Energy Inc.  392,111  2,251 
*  Pioneer Drilling Co.  340,748  2,174 
*  Willbros Group Inc.  225,700  2,070 
*  Clayton Williams Energy Inc.  39,126  1,979 
*  T-3 Energy Services Inc.  74,833  1,957 
*  Petroquest Energy Inc.  313,850  1,911 


*  Warren Resources Inc.  467,609  1,856 
*  Hercules Offshore Inc.  675,901  1,791 
  Gulf Island Fabrication Inc.  93,343  1,699 
*  Matrix Service Co.  179,448  1,570 
*  OYO Geospace Corp.  27,011  1,563 
*,^ Hyperdynamics Corp.  639,157  1,508 
*,^ Western Refining Inc.  285,128  1,494 
*  Vantage Drilling Co.  854,200  1,367 
*  FX Energy Inc.  321,528  1,331 
*  Toreador Resources Corp.  118,426  1,324 
*  Callon Petroleum Co.  266,567  1,320 
*  Dawson Geophysical Co.  49,316  1,314 
*,^ Rentech Inc.  1,278,537  1,261 
*  Georesources Inc.  77,096  1,226 
*  PHI Inc.  78,066  1,225 
*  Allis-Chalmers Energy Inc.  288,079  1,201 
*  CVR Energy Inc.  142,864  1,179 
*  Abraxas Petroleum Corp.  405,303  1,151 
*  Basic Energy Services Inc.  131,398  1,120 
*  Syntroleum Corp.  591,939  1,107 
  Panhandle Oil and Gas Inc. Class A  40,806  1,008 
*  Endeavour International Corp.  775,239  1,000 
*  Natural Gas Services Group Inc.  66,224  978 
*,^ GMX Resources Inc.  195,556  950 
^  Houston American Energy Corp.  93,655  937 
*  Magnum Hunter Resources Corp.  201,145  833 
*  Cheniere Energy Inc.  319,309  805 
*  Green Plains Renewable Energy Inc.  66,334  803 
*  Delta Petroleum Corp.  1,006,486  792 
*  Mitcham Industries Inc.  105,716  782 
*  Westmoreland Coal Co.  78,740  776 
*  Approach Resources Inc.  64,883  725 
*  Omni Energy Services Corp.  263,558  720 
*  Bolt Technology Corp.  66,899  686 
*  Uranium Resources Inc.  541,269  677 
*  RAM Energy Resources Inc.  411,899  643 
  Delek US Holdings Inc.  87,903  629 
*  Seahawk Drilling Inc.  70,331  595 
*  Bronco Drilling Co. Inc.  148,200  591 
*  CREDO Petroleum Corp.  69,275  572 
*,^ Verenium Corp.  172,382  569 
*,^ Uranium Energy Corp.  172,501  566 
  Alon USA Energy Inc.  93,346  504 
*,^ Pacific Ethanol Inc.  419,873  375 
*  Union Drilling Inc.  83,061  372 
*,^ Zion Oil & Gas Inc.  67,035  347 
*  REX American Resources Corp.  23,108  335 
*  Double Eagle Petroleum Co.  74,648  328 
*  ENGlobal Corp.  127,031  320 
*,^ Isramco Inc.  4,857  292 
*,^ Geokinetics Inc.  43,492  270 
*,^ Royale Energy Inc.  107,820  223 
*  HKN Inc.  61,397  216 
*  Gasco Energy Inc.  673,691  201 
*  PHI Inc.  12,172  197 
*,^ Sulphco Inc.  504,279  182 
*,^ Tri-Valley Corp.  266,814  179 
*,^ NGAS Resources Inc.  181,432  157 


*  Evolution Petroleum Corp.  22,087  133 
*  Barnwell Industries Inc.  40,609  131 
*  TGC Industries Inc.  33,588  129 
*  Miller Petroleum Inc.  20,572  111 
*  GeoMet Inc.  127,962  110 
*  National Coal Corp.  105,390  102 
*  Crimson Exploration Inc.  29,563  84 
*  Tengasco Inc.  185,380  80 
*,^ Evergreen Energy Inc.  46,456  63 
*  Magellan Petroleum Corp.  32,410  62 
*  Cubic Energy Inc.  80,365  61 
*  PostRock Energy Corp.  16,811  56 
*  BioFuel Energy Corp.  18,540  37 
*  Zion Oil & Gas Inc., Rights exp. 11/15/2010  12,066  16 
*  New Generation Biofuels Holdings Inc.  105,656  14 
*  GeoPetro Resources Co.  18,800  9 
*  FieldPoint Petroleum Corp.  1,750  5 
*  GreenHunter Energy Inc.  2,252  2 
      1,002,333 
Financials (19.7%)     
  BlackRock Inc.  261,974  44,601 
  New York Community Bancorp Inc.  2,708,619  44,015 
  Macerich Co.  809,093  34,751 
  Digital Realty Trust Inc.  541,483  33,409 
  Federal Realty Investment Trust  382,014  31,195 
  SL Green Realty Corp.  486,465  30,808 
  Everest Re Group Ltd.  349,748  30,243 
  Nationwide Health Properties Inc.  769,633  29,762 
*  TD Ameritrade Holding Corp.  1,725,582  27,868 
  AMB Property Corp.  1,046,611  27,704 
  Lazard Ltd. Class A  787,886  27,639 
  Rayonier Inc.  499,148  25,017 
*  Affiliated Managers Group Inc.  317,774  24,790 
*  MSCI Inc. Class A  733,628  24,364 
  Alexandria Real Estate Equities Inc.  340,047  23,803 
  UDR Inc.  1,106,270  23,364 
  Jones Lang LaSalle Inc.  265,111  22,871 
^  Realty Income Corp.  670,754  22,618 
^  Liberty Property Trust  701,442  22,376 
  Fidelity National Financial Inc. Class A  1,416,650  22,256 
  Reinsurance Group of America Inc. Class A  455,013  21,973 
  Eaton Vance Corp.  734,680  21,335 
*  Markel Corp.  60,517  20,854 
  Essex Property Trust Inc.  189,992  20,793 
  Old Republic International Corp.  1,484,475  20,560 
  WR Berkley Corp.  756,884  20,489 
  RenaissanceRe Holdings Ltd.  341,247  20,461 
  Cullen/Frost Bankers Inc.  377,353  20,328 
  Transatlantic Holdings Inc.  396,462  20,148 
  Regency Centers Corp.  506,034  19,973 
  Camden Property Trust  415,411  19,927 
  Senior Housing Properties Trust  792,413  18,622 
  SEI Investments Co.  913,917  18,589 
  HCC Insurance Holdings Inc.  710,389  18,534 
*  Popular Inc.  6,359,542  18,443 
  Validus Holdings Ltd.  691,546  18,229 
  Duke Realty Corp.  1,559,788  18,078 


Allied World Assurance Co. Holdings Ltd.  313,918  17,765 
Jefferies Group Inc.  768,870  17,446 
Commerce Bancshares Inc.  463,311  17,416 
Arthur J Gallagher & Co.  653,449  17,231 
Hospitality Properties Trust  767,411  17,136 
BRE Properties Inc.  398,372  16,532 
Mack-Cali Realty Corp.  500,131  16,359 
Weingarten Realty Investors  748,714  16,337 
Raymond James Financial Inc.  627,240  15,888 
First Niagara Financial Group Inc.  1,318,318  15,358 
East West Bancorp Inc.  933,157  15,192 
Taubman Centers Inc.  340,099  15,172 
City National Corp.  285,515  15,152 
American Financial Group Inc.  492,226  15,052 
Highwoods Properties Inc.  451,723  14,667 
Brown & Brown Inc.  724,950  14,637 
Waddell & Reed Financial Inc. Class A  531,604  14,545 
* St. Joe Co.  584,626  14,540 
Aspen Insurance Holdings Ltd.  477,131  14,448 
White Mountains Insurance Group Ltd.  46,762  14,424 
Associated Banc-Corp  1,090,617  14,385 
BioMed Realty Trust Inc.  793,655  14,222 
Ares Capital Corp.  897,835  14,051 
Corporate Office Properties Trust  371,792  13,872 
Bank of Hawaii Corp.  303,123  13,616 
Douglas Emmett Inc.  770,970  13,500 
Developers Diversified Realty Corp.  1,194,419  13,401 
Hanover Insurance Group Inc.  282,969  13,300 
National Retail Properties Inc.  525,668  13,200 
Omega Healthcare Investors Inc.  586,793  13,173 
* Alleghany Corp.  43,338  13,133 
Valley National Bancorp  1,015,652  13,102 
Alterra Capital Holdings Ltd.  642,932  12,807 
Assured Guaranty Ltd.  745,224  12,751 
Entertainment Properties Trust  293,498  12,673 
TCF Financial Corp.  780,250  12,632 
American Campus Communities Inc.  414,106  12,605 
Apollo Investment Corp.  1,222,996  12,511 
FirstMerit Corp.  680,056  12,459 
* American Capital Ltd.  2,142,657  12,449 
Greenhill & Co. Inc.  156,160  12,387 
Washington Real Estate Investment Trust  383,316  12,163 
Synovus Financial Corp.  4,940,049  12,153 
Home Properties Inc.  229,312  12,131 
Mid-America Apartment Communities Inc.  206,995  12,064 
Tanger Factory Outlet Centers  255,397  12,039 
Protective Life Corp.  540,275  11,756 
CBL & Associates Properties Inc.  871,088  11,376 
StanCorp Financial Group Inc.  298,834  11,356 
Fulton Financial Corp.  1,251,725  11,341 
Platinum Underwriters Holdings Ltd.  259,329  11,286 
* ProAssurance Corp.  194,508  11,202 
* SVB Financial Group  263,347  11,145 
Kilroy Realty Corp.  329,949  10,935 
Washington Federal Inc.  709,854  10,832 
Endurance Specialty Holdings Ltd.  266,589  10,610 
CapitalSource Inc.  1,972,158  10,531 
Equity Lifestyle Properties Inc.  192,381  10,481 


* Stifel Financial Corp.  224,187  10,378 
LaSalle Hotel Properties  440,559  10,305 
CommonWealth REIT  400,499  10,253 
Brandywine Realty Trust  829,372  10,160 
Westamerica Bancorporation  185,124  10,087 
* Signature Bank  258,184  10,028 
* MBIA Inc.  983,536  9,885 
* MGIC Investment Corp.  1,065,125  9,831 
* Forest City Enterprises Inc. Class A  763,342  9,794 
First American Financial Corp.  653,117  9,758 
Prosperity Bancshares Inc.  294,392  9,559 
DiamondRock Hospitality Co.  973,964  9,243 
Healthcare Realty Trust Inc.  393,220  9,197 
Mercury General Corp.  224,439  9,173 
DuPont Fabros Technology Inc.  360,640  9,070 
Extra Space Storage Inc.  550,536  8,831 
* CNO Financial Group Inc.  1,585,063  8,781 
Potlatch Corp.  252,261  8,577 
Post Properties Inc.  306,887  8,568 
Erie Indemnity Co. Class A  152,783  8,565 
NewAlliance Bancshares Inc.  670,904  8,467 
Iberiabank Corp.  168,822  8,438 
Delphi Financial Group Inc.  331,902  8,294 
Umpqua Holdings Corp.  725,116  8,223 
Trustmark Corp.  360,073  7,828 
Montpelier Re Holdings Ltd.  449,126  7,779 
National Health Investors Inc.  175,465  7,731 
Unitrin Inc.  316,527  7,720 
Northwest Bancshares Inc.  686,381  7,681 
Webster Financial Corp.  422,507  7,419 
* Knight Capital Group Inc. Class A  596,915  7,396 
* PHH Corp.  350,936  7,391 
Colonial Properties Trust  443,993  7,188 
Medical Properties Trust Inc.  705,299  7,152 
Astoria Financial Corp.  521,121  7,103 
* Portfolio Recovery Associates Inc.  107,546  6,953 
Susquehanna Bancshares Inc.  819,077  6,913 
BOK Financial Corp.  152,228  6,870 
Argo Group International Holdings Ltd.  196,740  6,835 
UMB Financial Corp.  189,929  6,744 
Glacier Bancorp Inc.  455,530  6,651 
Tower Group Inc.  284,828  6,651 
Sovran Self Storage Inc.  174,840  6,626 
Primerica Inc.  324,918  6,609 
BancorpSouth Inc.  465,950  6,607 
Radian Group Inc.  843,635  6,597 
Cash America International Inc.  187,057  6,547 
PS Business Parks Inc.  114,747  6,491 
* MF Global Holdings Ltd.  896,754  6,457 
Wintrust Financial Corp.  196,963  6,384 
EastGroup Properties Inc.  170,730  6,382 
DCT Industrial Trust Inc.  1,320,838  6,327 
* Ezcorp Inc. Class A  311,879  6,250 
RLI Corp.  109,808  6,217 
First Financial Bankshares Inc.  132,084  6,207 
FNB Corp.  724,281  6,200 
First Citizens BancShares Inc. Class A  33,072  6,127 
^ United Bankshares Inc.  242,490  6,036 


Cathay General Bancorp  497,129  5,911 
First Financial Bancorp  351,405  5,861 
Old National Bancorp  553,143  5,808 
* Sunstone Hotel Investors Inc.  623,668  5,657 
International Bancshares Corp.  327,729  5,535 
Selective Insurance Group Inc.  337,382  5,496 
MB Financial Inc.  335,696  5,445 
Hancock Holding Co.  180,417  5,425 
First Midwest Bancorp Inc.  469,929  5,418 
Franklin Street Properties Corp.  428,911  5,327 
Wilmington Trust Corp.  578,012  5,191 
* First Cash Financial Services Inc.  186,612  5,178 
^ Lexington Realty Trust  711,880  5,097 
* Ocwen Financial Corp.  501,287  5,083 
Whitney Holding Corp.  612,148  5,001 
National Penn Bancshares Inc.  799,594  4,997 
Columbia Banking System Inc.  248,744  4,888 
TFS Financial Corp.  527,543  4,848 
Community Bank System Inc.  210,205  4,837 
Acadia Realty Trust  254,149  4,829 
NBT Bancorp Inc.  218,151  4,815 
* Greenlight Capital Re Ltd. Class A  191,304  4,786 
* CNA Financial Corp.  170,469  4,771 
Symetra Financial Corp.  455,066  4,760 
KBW Inc.  181,967  4,658 
Cousins Properties Inc.  648,857  4,633 
* Pebblebrook Hotel Trust  250,778  4,517 
* Interactive Brokers Group Inc.  261,094  4,493 
^ Park National Corp.  69,917  4,477 
Horace Mann Educators Corp.  249,166  4,430 
* World Acceptance Corp.  99,924  4,413 
* Pico Holdings Inc.  143,945  4,298 
Employers Holdings Inc.  270,913  4,272 
Prospect Capital Corp.  434,482  4,219 
PrivateBancorp Inc. Class A  370,272  4,217 
Provident Financial Services Inc.  338,212  4,180 
U-Store-It Trust  500,242  4,177 
Equity One Inc.  245,598  4,146 
* optionsXpress Holdings Inc.  269,177  4,135 
Alexander's Inc.  13,025  4,113 
Infinity Property & Casualty Corp.  83,883  4,091 
* Strategic Hotels & Resorts Inc.  957,430  4,059 
Safety Insurance Group Inc.  96,513  4,055 
CVB Financial Corp.  538,626  4,045 
Investors Real Estate Trust  475,744  3,987 
* Forestar Group Inc.  232,899  3,971 
LTC Properties Inc.  154,697  3,948 
* Investment Technology Group Inc.  275,987  3,925 
Pennsylvania Real Estate Investment Trust  329,143  3,904 
American Equity Investment Life Holding Co.  373,324  3,823 
Getty Realty Corp.  141,762  3,803 
MarketAxess Holdings Inc.  222,562  3,779 
* PMI Group Inc.  1,029,146  3,777 
Hersha Hospitality Trust Class A  728,809  3,775 
Inland Real Estate Corp.  453,929  3,772 
Brookline Bancorp Inc.  377,691  3,769 
PacWest Bancorp  197,611  3,766 
Fifth Street Finance Corp.  337,276  3,757 


* Credit Acceptance Corp.  61,611  3,731 
* Texas Capital Bancshares Inc.  213,769  3,692 
* Navigators Group Inc.  81,944  3,657 
Oritani Financial Corp.  366,175  3,654 
Chemical Financial Corp.  174,544  3,603 
American National Insurance Co.  47,093  3,578 
* Investors Bancorp Inc.  300,702  3,560 
First Potomac Realty Trust  235,206  3,528 
^ Capitol Federal Financial  140,471  3,470 
Sterling Bancshares Inc.  646,021  3,469 
* National Financial Partners Corp.  270,634  3,429 
Saul Centers Inc.  79,717  3,344 
Sun Communities Inc.  106,138  3,258 
Wesco Financial Corp.  9,097  3,258 
* Dollar Financial Corp.  155,628  3,248 
Glimcher Realty Trust  523,661  3,221 
* Piper Jaffray Cos.  109,526  3,190 
Nelnet Inc. Class A  136,531  3,124 
City Holding Co.  100,998  3,098 
Student Loan Corp.  104,274  3,097 
Bank of the Ozarks Inc.  83,317  3,090 
Meadowbrook Insurance Group Inc.  343,983  3,086 
Boston Private Financial Holdings Inc.  465,150  3,042 
Independent Bank Corp.  134,169  3,021 
United Fire & Casualty Co.  142,027  3,012 
MCG Capital Corp.  512,776  2,995 
First Commonwealth Financial Corp.  534,953  2,915 
* Western Alliance Bancorp  434,929  2,914 
* Ashford Hospitality Trust Inc.  321,923  2,913 
Simmons First National Corp. Class A  101,442  2,868 
Harleysville Group Inc.  86,567  2,839 
FBL Financial Group Inc. Class A  109,110  2,835 
Universal Health Realty Income Trust  81,512  2,805 
BlackRock Kelso Capital Corp.  243,671  2,802 
Home Bancshares Inc.  137,851  2,801 
Oriental Financial Group Inc.  210,486  2,799 
Dime Community Bancshares Inc.  200,638  2,779 
WesBanco Inc.  169,990  2,778 
Trustco Bank Corp. NY  491,727  2,734 
* FelCor Lodging Trust Inc.  591,640  2,722 
Associated Estates Realty Corp.  192,793  2,695 
S&T Bancorp Inc.  153,168  2,668 
Community Trust Bancorp Inc.  97,357  2,637 
Evercore Partners Inc. Class A  91,686  2,623 
* FPIC Insurance Group Inc.  73,125  2,566 
American Physicians Capital Inc.  61,562  2,552 
SCBT Financial Corp.  81,705  2,548 
* Hilltop Holdings Inc.  252,687  2,421 
Hercules Technology Growth Capital Inc.  237,462  2,401 
Cohen & Steers Inc.  110,427  2,396 
First Financial Corp.  80,753  2,382 
* Citizens Republic Bancorp Inc.  2,585,831  2,330 
* Beneficial Mutual Bancorp Inc.  257,789  2,312 
* AMERISAFE Inc.  122,479  2,300 
National Interstate Corp.  104,716  2,280 
Maiden Holdings Ltd.  293,400  2,233 
Urstadt Biddle Properties Inc. Class A  121,403  2,195 
Flushing Financial Corp.  187,537  2,168 


  SY Bancorp Inc.  87,170  2,164 
*  Cardtronics Inc.  139,467  2,152 
*  Safeguard Scientifics Inc.  171,296  2,146 
  OneBeacon Insurance Group Ltd. Class A  149,461  2,136 
^  TowneBank  142,430  2,131 
  Renasant Corp.  138,498  2,107 
*  eHealth Inc.  160,005  2,067 
  Tompkins Financial Corp.  51,769  2,053 
  Education Realty Trust Inc.  283,187  2,025 
  Danvers Bancorp Inc.  130,628  2,003 
  Parkway Properties Inc.  135,176  2,001 
  Cardinal Financial Corp.  207,751  1,996 
  BGC Partners Inc. Class A  334,234  1,995 
  Bancfirst Corp.  49,263  1,993 
  Ramco-Gershenson Properties Trust  185,715  1,989 
*  Nara Bancorp Inc.  280,957  1,984 
*  Pinnacle Financial Partners Inc.  213,938  1,966 
  GFI Group Inc.  419,219  1,945 
  MVC Capital Inc.  149,400  1,938 
  National Western Life Insurance Co. Class A  13,769  1,937 
  PennantPark Investment Corp.  182,493  1,936 
*  CNA Surety Corp.  107,446  1,925 
  Flagstone Reinsurance Holdings SA  179,369  1,903 
  Cedar Shopping Centers Inc.  307,902  1,872 
*  Encore Capital Group Inc.  103,721  1,869 
*  Tejon Ranch Co.  86,106  1,866 
  Provident New York Bancorp  222,114  1,864 
  Washington Trust Bancorp Inc.  97,459  1,863 
  Great Southern Bancorp Inc.  84,545  1,841 
  StellarOne Corp.  144,133  1,833 
  WSFS Financial Corp.  48,795  1,830 
  Sandy Spring Bancorp Inc.  117,084  1,815 
*,^ iStar Financial Inc.  590,951  1,808 
  Arrow Financial Corp.  71,586  1,795 
  Baldwin & Lyons Inc.  69,614  1,772 
*  First Industrial Realty Trust Inc.  347,110  1,760 
  TICC Capital Corp.  168,428  1,743 
*  Virtus Investment Partners Inc.  57,513  1,740 
^  German American Bancorp Inc.  100,710  1,728 
*  International Assets Holding Corp.  95,412  1,727 
  Bank Mutual Corp.  322,738  1,675 
*  Citizens Inc.  242,942  1,674 
  Amtrust Financial Services Inc.  114,765  1,666 
  Financial Institutions Inc.  94,328  1,666 
  Westfield Financial Inc.  211,978  1,653 
  Kite Realty Group Trust  369,164  1,639 
  Suffolk Bancorp  64,185  1,625 
*,^ West Coast Bancorp  712,369  1,624 
  1st Source Corp.  92,644  1,608 
  GAMCO Investors Inc.  41,691  1,606 
  Agree Realty Corp.  63,280  1,598 
  Republic Bancorp Inc. Class A  75,433  1,594 
  Duff & Phelps Corp. Class A  118,215  1,592 
  Berkshire Hills Bancorp Inc.  83,551  1,584 
  American Physicians Service Group Inc.  48,798  1,579 
  Calamos Asset Management Inc. Class A  136,632  1,571 
*  Financial Engines Inc.  118,161  1,569 
*  Hanmi Financial Corp.  1,224,323  1,567 


  Univest Corp. of Pennsylvania  88,861  1,552 
  Camden National Corp.  44,092  1,528 
*  TradeStation Group Inc.  230,923  1,519 
  Cogdell Spencer Inc.  239,515  1,514 
*  Phoenix Cos. Inc.  713,881  1,499 
  Advance America Cash Advance Centers Inc.  371,995  1,499 
*  Ameris Bancorp  158,241  1,480 
  National Bankshares Inc.  57,342  1,479 
  Capital Southwest Corp.  16,293  1,479 
  OceanFirst Financial Corp.  120,428  1,478 
  Hudson Pacific Properties Inc.  90,000  1,473 
  SeaBright Holdings Inc.  182,072  1,467 
  Abington Bancorp Inc.  137,677  1,451 
*  HFF Inc. Class A  156,360  1,451 
  Kearny Financial Corp.  164,293  1,451 
*  LaBranche & Co. Inc.  371,213  1,448 
*  Global Indemnity PLC  88,782  1,425 
*  Eagle Bancorp Inc.  124,005  1,424 
  Oppenheimer Holdings Inc. Class A  50,927  1,423 
  Gladstone Capital Corp.  125,460  1,414 
  Southside Bancshares Inc.  74,620  1,410 
  Sterling Bancorp  162,199  1,410 
  First Bancorp  102,442  1,395 
*,^ Ambac Financial Group Inc.  2,510,830  1,394 
  CapLease Inc.  248,086  1,387 
*  NewStar Financial Inc.  185,795  1,377 
  State Auto Financial Corp.  89,439  1,360 
  SWS Group Inc.  189,034  1,355 
  One Liberty Properties Inc.  84,920  1,351 
  Wainwright Bank & Trust Co.  71,109  1,345 
*  PMA Capital Corp. Class A  177,626  1,339 
  Presidential Life Corp.  135,569  1,329 
  Stewart Information Services Corp.  116,016  1,313 
  Lakeland Financial Corp.  69,645  1,300 
  Southwest Bancorp Inc.  99,587  1,292 
  Heartland Financial USA Inc.  83,836  1,290 
  Lakeland Bancorp Inc.  152,866  1,289 
  MainSource Financial Group Inc.  166,949  1,275 
  Westwood Holdings Group Inc.  37,454  1,267 
  ESSA Bancorp Inc.  106,926  1,266 
*  United Community Banks Inc.  562,296  1,260 
*  Guaranty Bancorp  785,277  1,249 
*  Bancorp Inc.  184,993  1,238 
  BankFinancial Corp.  133,089  1,220 
  Home Federal Bancorp Inc.  98,146  1,194 
  Monmouth Real Estate Investment Corp. Class A  149,675  1,170 
  United Financial Bancorp Inc.  86,150  1,164 
^  Kohlberg Capital Corp.  172,640  1,155 
  Northfield Bancorp Inc.  106,401  1,151 
  Winthrop Realty Trust  93,041  1,150 
  Donegal Group Inc. Class B  63,194  1,147 
  First Merchants Corp.  148,995  1,137 
*  West Bancorporation Inc.  179,833  1,133 
  Trico Bancshares  73,519  1,130 
  Union First Market Bankshares Corp.  85,998  1,123 
  Mission West Properties Inc.  162,993  1,105 
  Northrim BanCorp Inc.  65,629  1,089 
  Hudson Valley Holding Corp.  55,529  1,084 


  NGP Capital Resources Co.  118,877  1,077 
  Thomas Properties Group Inc.  297,000  1,060 
*  Center Financial Corp.  206,822  1,053 
  Diamond Hill Investment Group Inc.  14,420  1,053 
  Merchants Bancshares Inc.  41,780  1,042 
  Asta Funding Inc.  136,294  1,040 
*  Heritage Financial Corp.  73,649  1,031 
  Peoples Bancorp Inc.  82,750  1,024 
*  Metro Bancorp Inc.  98,387  1,022 
  Capital City Bank Group Inc.  83,975  1,019 
  Century Bancorp Inc. Class A  41,622  994 
*  Harris & Harris Group Inc.  228,180  974 
  Triangle Capital Corp.  60,827  972 
  First Financial Holdings Inc.  86,850  968 
  Federal Agricultural Mortgage Corp.  88,720  960 
  Wilshire Bancorp Inc.  146,731  960 
  Gladstone Investment Corp.  143,147  959 
  American National Bankshares Inc.  43,665  958 
  First Community Bancshares Inc.  74,212  957 
  Sanders Morris Harris Group Inc.  168,669  955 
  Meta Financial Group Inc.  29,708  949 
  Rewards Network Inc.  65,952  946 
*,^ Taylor Capital Group Inc.  82,229  943 
*  Sun Bancorp Inc.  183,846  938 
  Consolidated-Tomoka Land Co.  32,746  934 
  First Busey Corp.  204,190  929 
  Territorial Bancorp Inc.  54,300  914 
  ViewPoint Financial Group  98,225  909 
*  Avatar Holdings Inc.  47,216  901 
  Gladstone Commercial Corp.  52,447  900 
*  Cape Bancorp Inc.  118,214  898 
^  Life Partners Holdings Inc.  47,018  895 
*  NewBridge Bancorp  248,983  894 
*  Meridian Interstate Bancorp Inc.  84,682  893 
  NYMAGIC Inc.  34,239  879 
*  Virginia Commerce Bancorp Inc.  180,047  875 
  CBOE Holdings Inc.  43,600  874 
  EMC Insurance Group Inc.  40,236  858 
*  Seacoast Banking Corp. of Florida  701,398  856 
  CoBiz Financial Inc.  151,496  842 
  Banner Corp.  385,468  833 
  First Mercury Financial Corp.  82,005  827 
  Clifton Savings Bancorp Inc.  95,987  825 
  First of Long Island Corp.  32,915  822 
*  Green Dot Corp. Class A  16,900  819 
  1st United Bancorp Inc.  127,382  819 
  Smithtown Bancorp Inc.  212,572  812 
  First Interstate Bancsystem Inc.  59,862  806 
  Centerstate Banks Inc.  93,407  801 
*,^ Green Bankshares Inc.  117,307  797 
  Bryn Mawr Bank Corp.  45,552  784 
  Washington Banking Co.  56,397  782 
  Citizens & Northern Corp.  59,318  771 
  Orrstown Financial Services Inc.  33,039  765 
  Center Bancorp Inc.  98,841  755 
*,^ Central Pacific Financial Corp.  512,116  732 
*  Tree.com Inc.  109,457  717 
*  Pacific Capital Bancorp NA Rights  12,350,609  717 


  ESB Financial Corp.  51,263  714 
*,^ United Security Bancshares  155,829  709 
*  Asset Acceptance Capital Corp.  130,534  701 
  Main Street Capital Corp.  43,385  689 
*  Bridge Capital Holdings  78,733  689 
*  Central Jersey Bancorp  92,458  687 
^  Bridge Bancorp Inc.  27,464  686 
  Enterprise Financial Services Corp.  72,633  675 
*  Home Bancorp Inc.  50,108  670 
  Penns Woods Bancorp Inc.  20,073  663 
*,^ Pacific Capital Bancorp NA  805,387  660 
  Kansas City Life Insurance Co.  21,034  656 
  Excel Trust Inc.  58,200  656 
  Pulaski Financial Corp.  94,703  653 
  First Financial Northwest Inc.  167,124  652 
*  Marlin Business Services Corp.  53,933  647 
  US Global Investors Inc. Class A  102,045  645 
*  First Marblehead Corp.  274,008  641 
  PMC Commercial Trust  73,253  637 
  First Bancorp Inc.  45,981  636 
  Epoch Holding Corp.  48,911  630 
  Pacific Continental Corp.  69,398  628 
  Bank of Marin Bancorp  19,392  625 
  MutualFirst Financial Inc.  80,909  622 
*  Pacific Mercantile Bancorp  197,260  612 
*  Gramercy Capital Corp.  439,636  611 
  Urstadt Biddle Properties Inc.  38,700  610 
  Pzena Investment Management Inc. Class A  88,034  605 
^  CompuCredit Holdings Corp.  124,229  599 
  MicroFinancial Inc.  149,615  588 
*  American Safety Insurance Holdings Ltd.  35,867  586 
  Bancorp Rhode Island Inc.  20,784  580 
  State Bancorp Inc.  64,447  579 
*  Gleacher & Co. Inc.  351,975  567 
  Universal Insurance Holdings Inc.  125,633  564 
*  Fidelity Southern Corp.  85,798  563 
*  MPG Office Trust Inc.  224,392  561 
  Mercer Insurance Group Inc.  31,464  560 
*  AmeriServ Financial Inc.  324,088  557 
  Eastern Insurance Holdings Inc.  53,403  557 
  Sierra Bancorp  45,032  556 
  Indiana Community Bancorp  42,907  548 
*  Waterstone Financial Inc.  136,825  546 
*  FBR Capital Markets Corp.  172,857  543 
  Arlington Asset Investment Corp. Class A  23,005  536 
  UMH Properties Inc.  49,053  527 
*  OmniAmerican Bancorp Inc.  45,963  518 
  First South Bancorp Inc.  51,641  512 
  Tower Bancorp Inc.  25,013  507 
*  Yadkin Valley Financial Corp.  191,299  501 
*  Terreno Realty Corp.  27,400  499 
  Medallion Financial Corp.  64,050  499 
*  Firstcity Financial Corp.  60,698  491 
*,^ Premierwest Bancorp  1,113,146  490 
*  Crawford & Co. Class B  199,775  485 
*  Penson Worldwide Inc.  96,741  481 
*,^ BankAtlantic Bancorp Inc. Class A  587,347  470 
  JMP Group Inc.  76,798  468 


  Ocean Shore Holding Co.  43,211  462 
*  Nicholas Financial Inc.  48,924  454 
  Alliance Financial Corp.  14,995  453 
  TF Financial Corp.  26,563  452 
  21st Century Holding Co.  129,012  450 
*  Community Capital Corp.  144,714  450 
^  K-Fed Bancorp  56,590  446 
  CNB Financial Corp.  31,957  439 
  Roma Financial Corp.  41,702  439 
*  Doral Financial Corp.  263,285  437 
*  First Place Financial Corp.  114,212  432 
*  Republic First Bancorp Inc.  212,107  431 
  Rockville Financial Inc.  37,392  430 
  Donegal Group Inc. Class A  32,296  422 
*  Chicopee Bancorp Inc.  37,039  418 
  Provident Financial Holdings Inc.  71,199  417 
  Peapack Gladstone Financial Corp.  35,150  414 
  Ames National Corp.  20,667  412 
  BCB Bancorp Inc.  45,011  408 
  CFS Bancorp Inc.  88,623  408 
  United Security Bancshares  48,030  404 
*  Louisiana Bancorp Inc.  28,068  403 
  Shore Bancshares Inc.  41,803  397 
*  Fox Chase Bancorp Inc.  41,049  388 
*,^ Sterling Financial Corp.  596,290  388 
*  United Community Financial Corp.  290,106  386 
*  MBT Financial Corp.  211,080  384 
  Citizens South Banking Corp.  76,315  382 
*  Maui Land & Pineapple Co. Inc.  80,623  373 
*  First BanCorp  1,326,412  371 
*  Southcoast Financial Corp.  91,720  371 
*  Ladenburg Thalmann Financial Services Inc.  363,017  370 
  Hawthorn Bancshares Inc.  35,505  358 
  First United Corp.  77,414  353 
  WSB Holdings Inc.  123,777  344 
*,^ Macatawa Bank Corp.  233,409  343 
  Middleburg Financial Corp.  24,377  343 
*  BofI Holding Inc.  28,743  341 
  Ohio Valley Banc Corp.  17,635  339 
  Timberland Bancorp Inc.  81,579  329 
*,^ BancTrust Financial Group Inc.  103,182  316 
*,^ Dearborn Bancorp Inc.  175,758  315 
  Legacy Bancorp Inc.  39,480  314 
  Peoples Bancorp of North Carolina Inc.  64,718  313 
  NASB Financial Inc.  18,897  313 
  Golub Capital BDC Inc.  20,146  308 
*  Flagstar Bancorp Inc.  167,363  305 
*  American River Bankshares  48,082  303 
  Prudential Bancorp Inc. of Pennsylvania  39,984  299 
  Citizens Holding Co.  15,486  295 
  Bar Harbor Bankshares  10,218  283 
*  Heritage Commerce Corp.  79,008  274 
  VIST Financial Corp.  37,845  268 
  QC Holdings Inc.  68,133  265 
*  Cowen Group Inc. Class A  80,336  264 
  Chesapeake Lodging Trust  16,100  263 
  First Defiance Financial Corp.  26,006  262 
*,^ Colony Bankcorp Inc.  56,123  262 


  BRT Realty Trust  39,682  254 
*,^ Cascade Bancorp  472,962  254 
*  MetroCorp Bancshares Inc.  89,829  252 
*  First Acceptance Corp.  146,908  248 
  Jefferson Bancshares Inc.  67,379  242 
*  Summit Financial Group Inc.  61,208  236 
*  ZipRealty Inc.  81,425  235 
  Independence Holding Co.  32,915  233 
  Parkvale Financial Corp.  36,069  230 
  Firstbank Corp.  46,094  218 
*  Encore Bancshares Inc.  30,128  217 
*  North Valley Bancorp  128,438  213 
*  Stratus Properties Inc.  24,795  208 
*  PVF Capital Corp.  107,657  203 
*  Supertel Hospitality Inc.  159,492  203 
  Mercantile Bank Corp.  43,627  198 
  Bank of Commerce Holdings  50,389  197 
*  Hallmark Financial Services  22,032  193 
^  Princeton National Bancorp Inc.  38,572  183 
*  Bank of Granite Corp.  259,864  183 
*  Southern Community Financial Corp.  103,218  181 
*  Intervest Bancshares Corp. Class A  85,121  179 
*  Camco Financial Corp.  90,601  178 
*  Superior Bancorp  179,991  176 
*  Preferred Bank  103,492  171 
*  Riverview Bancorp Inc.  84,429  170 
  Tortoise Capital Resources Corp.  29,456  165 
  Capital Bank Corp.  96,428  164 
  Farmers Capital Bank Corp.  32,071  159 
*,^ Integra Bank Corp.  214,786  157 
*,^ Hampton Roads Bankshares Inc.  163,300  156 
  First Security Group Inc.  139,438  156 
  Norwood Financial Corp.  5,535  156 
*  Atlantic Coast Federal Corp.  80,976  154 
*  Tower Financial Corp.  23,982  153 
^  MidWestOne Financial Group Inc.  10,170  149 
*  HMN Financial Inc.  45,747  149 
  Heritage Financial Group  17,671  149 
*  Guaranty Federal Bancshares Inc.  27,970  146 
*  Pacific Premier Bancorp Inc.  31,695  144 
  Old Point Financial Corp.  11,962  140 
  Hampden Bancorp Inc.  13,609  137 
*  Grubb & Ellis Co.  113,800  137 
  New Hampshire Thrift Bancshares Inc.  11,692  125 
  Midsouth Bancorp Inc.  8,523  121 
*  South Financial Group Inc.  419,918  119 
*,^ Capitol Bancorp Ltd.  105,387  119 
  Federal Agricultural Mortgage Corp. Class A  12,788  118 
*  Cadence Financial Corp.  58,584  118 
*,^ Anchor Bancorp Wisconsin Inc.  166,285  110 
*  Investors Capital Holdings Ltd.  26,400  110 
  First Financial Service Corp.  20,576  102 
  Brooklyn Federal Bancorp Inc.  52,994  97 
^  Old Second Bancorp Inc.  65,295  91 
  First Citizens Banc Corp.  22,054  89 
*  Presidential Realty Corp. Class B  46,000  86 
  Community Bankers Trust Corp.  86,210  85 
*  Consumer Portfolio Services Inc.  87,963  78 


*,^ TIB Financial Corp.  175,035  75 
*  Centrue Financial Corp.  44,199  73 
  Porter Bancorp Inc.  7,136  72 
  Peoples Financial Corp.  4,686  65 
*  Royal Bancshares of Pennsylvania Inc.  37,021  64 
  Investors Title Co.  1,876  64 
*  United Western Bancorp Inc.  152,519  63 
*  Tennessee Commerce Bancorp Inc.  15,000  61 
*  Rodman & Renshaw Capital Group Inc.  28,062  60 
*  Northern States Financial Corp.  36,253  56 
*  FNB United Corp.  68,477  48 
*,^ PAB Bankshares Inc.  59,645  48 
  First Savings Financial Group Inc.  3,447  46 
*  Unity Bancorp Inc.  8,680  46 
  Enterprise Bancorp Inc.  4,157  46 
*  Southern National Bancorp of Virginia Inc.  6,033  44 
*  Parke Bancorp Inc.  4,723  42 
*  First California Financial Group Inc.  16,532  41 
*  Mercantile Bancorp Inc.  15,601  37 
  United Bancshares Inc.  4,073  37 
  Monarch Financial Holdings Inc.  4,401  37 
*,^ Cascade Financial Corp.  93,296  35 
*  BCSB Bancorp Inc.  3,600  34 
*  Commonwealth Bankshares Inc.  13,840  33 
  Independent Bank Corp.  20,994  29 
*  AmeriCredit Corp.  1,173  29 
  Codorus Valley Bancorp Inc.  3,197  27 
*  Affirmative Insurance Holdings Inc.  7,091  26 
*  Xenith Bankshares Inc.  4,400  25 
*  TIB Financial Corp. Rights  1,750,350  23 
*  1st Century Bancshares Inc.  5,805  22 
  United Bancorp Inc.  2,222  19 
  First Bancshares Inc.  1,825  18 
*  First Capital Bancorp Inc.  5,724  17 
  Rurban Financial Corp.  5,340  17 
  Premier Financial Bancorp Inc.  2,697  17 
  Beacon Federal Bancorp Inc.  1,557  16 
  Wilber Corp.  2,531  15 
*  Southern First Bancshares Inc.  2,100  14 
  Horizon Bancorp  591  14 
  LSB Corp.  648  14 
  First Chester County Corp.  2,456  12 
*  Citizens Community Bancorp Inc.  2,653  12 
  Britton & Koontz Capital Corp.  1,035  11 
*  Heritage Oaks Bancorp  3,100  10 
*  FedFirst Financial Corp.  716  8 
*  First Mariner Bancorp Inc.  10,874  8 
*  Magyar Bancorp Inc.  2,200  8 
*  Rand Capital Corp.  1,900  6 
*  Gyrodyne Co. of America Inc.  76  6 
*  Village Bank and Trust Financial Corp.  2,400  3 
*  Siebert Financial Corp.  1,236  2 
*  Mid Penn Bancorp Inc.  284  2 
*  Berkshire Bancorp Inc.  427  2 
*  New Century Bancorp Inc.  400  2 
*  Community Financial Corp.  300  1 
*  Laporte Bancorp Inc.  100  1 
*  Ohio Legacy Corp.  100  — 


* Atlantic Southern Financial Group Inc.  100  — 
    2,887,826 
Health Care (12.0%)     
* Edwards Lifesciences Corp.  704,922  47,265 
* Vertex Pharmaceuticals Inc.  1,261,452  43,608 
* Illumina Inc.  769,528  37,861 
* Alexion Pharmaceuticals Inc.  557,129  35,857 
* Human Genome Sciences Inc.  1,170,200  34,860 
* Dendreon Corp.  841,120  34,637 
* Henry Schein Inc.  569,133  33,340 
Perrigo Co.  513,256  32,961 
* ResMed Inc.  937,979  30,775 
* Hologic Inc.  1,611,684  25,803 
* Mettler-Toledo International Inc.  206,399  25,684 
* Endo Pharmaceuticals Holdings Inc.  717,708  23,857 
Universal Health Services Inc. Class B  600,254  23,326 
* IDEXX Laboratories Inc.  356,040  21,975 
Beckman Coulter Inc.  430,737  21,016 
* Covance Inc.  407,984  19,090 
* Allscripts Healthcare Solutions Inc.  1,010,895  18,671 
* Amylin Pharmaceuticals Inc.  893,177  18,623 
Pharmaceutical Product Development Inc.  738,999  18,320 
* Community Health Systems Inc.  582,868  18,051 
Omnicare Inc.  736,481  17,587 
* United Therapeutics Corp.  310,057  17,366 
* Health Net Inc.  605,907  16,475 
* Alere Inc.  529,669  16,383 
* Mednax Inc.  297,136  15,837 
Lincare Holdings Inc.  610,199  15,310 
* Gen-Probe Inc.  302,828  14,675 
* Kinetic Concepts Inc.  393,520  14,395 
* BioMarin Pharmaceutical Inc.  641,069  14,328 
Teleflex Inc.  251,761  14,295 
Hill-Rom Holdings Inc.  398,155  14,290 
* Salix Pharmaceuticals Ltd.  359,184  14,267 
Techne Corp.  228,115  14,082 
* Charles River Laboratories International Inc.  417,741  13,848 
Cooper Cos. Inc.  293,860  13,582 
* AMERIGROUP Corp.  315,176  13,386 
* Thoratec Corp.  361,718  13,376 
STERIS Corp.  373,938  12,422 
* Incyte Corp. Ltd.  764,437  12,223 
* Psychiatric Solutions Inc.  360,807  12,105 
* Health Management Associates Inc. Class A  1,579,291  12,097 
* LifePoint Hospitals Inc.  331,626  11,627 
* VCA Antech Inc.  542,508  11,441 
* Healthsouth Corp.  590,908  11,345 
Owens & Minor Inc.  398,085  11,329 
* Regeneron Pharmaceuticals Inc.  412,387  11,299 
* Bio-Rad Laboratories Inc. Class A  121,666  11,012 
Medicis Pharmaceutical Corp. Class A  368,806  10,935 
* Onyx Pharmaceuticals Inc.  395,261  10,427 
* Myriad Genetics Inc.  617,284  10,130 
* HMS Holdings Corp.  171,448  10,105 
* Magellan Health Services Inc.  210,416  9,940 
* Emergency Medical Services Corp. Class A  185,738  9,891 
Masimo Corp.  359,725  9,824 


*  Savient Pharmaceuticals Inc.  427,749  9,783 
*  Dionex Corp.  111,194  9,612 
*  American Medical Systems Holdings Inc.  475,749  9,315 
*  Healthspring Inc.  349,891  9,041 
*  Sirona Dental Systems Inc.  249,974  9,009 
*  Haemonetics Corp.  150,869  8,830 
*  Nektar Therapeutics  595,434  8,795 
*  Immucor Inc.  442,419  8,773 
*  Alkermes Inc.  596,308  8,736 
*  NuVasive Inc.  247,233  8,688 
*  Catalyst Health Solutions Inc.  245,510  8,644 
*  Cubist Pharmaceuticals Inc.  368,652  8,623 
*  Talecris Biotherapeutics Holdings Corp.  376,512  8,615 
*  Brookdale Senior Living Inc.  525,557  8,572 
*  Parexel International Corp.  369,547  8,548 
*  Seattle Genetics Inc.  536,135  8,326 
  Chemed Corp.  144,612  8,239 
*  Volcano Corp.  315,045  8,185 
*  Align Technology Inc.  412,504  8,077 
*  Acorda Therapeutics Inc.  244,508  8,074 
  Quality Systems Inc.  120,800  8,010 
*  WellCare Health Plans Inc.  268,711  7,782 
*  PSS World Medical Inc.  361,943  7,738 
*  Impax Laboratories Inc.  387,940  7,681 
*,^ Auxilium Pharmaceuticals Inc.  299,523  7,422 
*  Viropharma Inc.  492,807  7,348 
*  Centene Corp.  310,812  7,332 
*  Theravance Inc.  357,945  7,195 
  West Pharmaceutical Services Inc.  209,689  7,194 
*  Cepheid Inc.  376,935  7,052 
*,^ athenahealth Inc.  209,318  6,912 
*  Par Pharmaceutical Cos. Inc.  222,386  6,467 
*  Bruker Corp.  439,408  6,165 
*  MedAssets Inc.  278,544  5,861 
  Meridian Bioscience Inc.  257,246  5,629 
*  Pharmasset Inc.  186,722  5,508 
  Invacare Corp.  206,081  5,463 
*  Isis Pharmaceuticals Inc.  627,877  5,274 
*  Integra LifeSciences Holdings Corp.  132,699  5,236 
*  Neogen Corp.  143,115  4,844 
*  DexCom Inc.  363,467  4,805 
*  Martek Biosciences Corp.  211,610  4,789 
*  Medicines Co.  336,554  4,779 
*  Arthrocare Corp.  171,322  4,657 
*  MWI Veterinary Supply Inc.  78,371  4,524 
  Universal American Corp.  302,014  4,455 
*  Zoll Medical Corp.  136,778  4,414 
*  Enzon Pharmaceuticals Inc.  384,308  4,323 
*  Amedisys Inc.  180,963  4,307 
*  CONMED Corp.  184,515  4,135 
*  Gentiva Health Services Inc.  188,398  4,116 
*  Cyberonics Inc.  151,331  4,038 
*  NxStage Medical Inc.  211,215  4,034 
*  InterMune Inc.  291,529  3,971 
*  Questcor Pharmaceuticals Inc.  392,875  3,897 
*  Momenta Pharmaceuticals Inc.  251,923  3,791 
  Landauer Inc.  60,036  3,760 
  Analogic Corp.  81,971  3,679 


*  Luminex Corp.  228,006  3,648 
*  Abraxis BioScience Inc.  46,149  3,569 
*  Wright Medical Group Inc.  246,214  3,548 
*  Celera Corp.  522,948  3,525 
*  Ironwood Pharmaceuticals Inc.  341,357  3,475 
*,^ Geron Corp.  624,803  3,455 
*  Amsurg Corp. Class A  197,661  3,455 
*  Halozyme Therapeutics Inc.  446,699  3,444 
*  Greatbatch Inc.  148,103  3,434 
*  Vivus Inc.  512,539  3,429 
*  Orthofix International NV  108,865  3,421 
*  Insulet Corp.  240,545  3,401 
*  Abaxis Inc.  141,662  3,272 
*  HeartWare International Inc.  47,587  3,272 
*  Kindred Healthcare Inc.  250,414  3,260 
*,^ Sequenom Inc.  462,873  3,245 
*  RehabCare Group Inc.  158,386  3,203 
*  Bio-Reference Labs Inc.  152,879  3,189 
*  Zymogenetics Inc.  321,378  3,133 
*  SonoSite Inc.  93,225  3,124 
*  ICU Medical Inc.  82,416  3,073 
*  Accelrys Inc.  438,009  3,049 
*  Targacept Inc.  135,909  3,036 
*,^ Emeritus Corp.  175,679  2,997 
*  Hanger Orthopedic Group Inc.  203,940  2,965 
*  Micromet Inc.  436,578  2,934 
*  Ariad Pharmaceuticals Inc.  758,467  2,897 
*  Omnicell Inc.  221,177  2,893 
*  Merit Medical Systems Inc.  180,082  2,861 
*  Alnylam Pharmaceuticals Inc.  232,875  2,860 
*  Air Methods Corp.  68,228  2,837 
*  Rigel Pharmaceuticals Inc.  328,224  2,760 
*  Inspire Pharmaceuticals Inc.  456,897  2,719 
*  Exelixis Inc.  690,756  2,708 
*  Conceptus Inc.  196,844  2,707 
*  Immunogen Inc.  428,194  2,685 
  Computer Programs & Systems Inc.  62,885  2,677 
*  Natus Medical Inc.  182,159  2,654 
*  Medivation Inc.  200,859  2,611 
*,^ MannKind Corp.  385,708  2,607 
*  Healthways Inc.  217,072  2,527 
*  Molina Healthcare Inc.  93,512  2,524 
*  Exact Sciences Corp.  345,748  2,503 
  National Healthcare Corp.  67,191  2,491 
*  Angiodynamics Inc.  158,521  2,416 
*  Corvel Corp.  56,753  2,409 
*  Sun Healthcare Group Inc.  284,062  2,406 
*  Pharmacyclics Inc.  294,180  2,371 
*  IPC The Hospitalist Co. Inc.  86,525  2,364 
*  AMAG Pharmaceuticals Inc.  132,992  2,289 
*  NPS Pharmaceuticals Inc.  332,164  2,272 
*  LHC Group Inc.  97,221  2,255 
*  eResearchTechnology Inc.  298,067  2,230 
*  Kensey Nash Corp.  77,129  2,228 
*  Symmetry Medical Inc.  230,186  2,219 
*  Allos Therapeutics Inc.  468,012  2,209 
*  Res-Care Inc.  164,453  2,182 
*  Assisted Living Concepts Inc. Class A  70,204  2,137 


*  ABIOMED Inc.  198,004  2,101 
*  Affymetrix Inc.  454,846  2,074 
*,^ SIGA Technologies Inc.  244,412  2,068 
*  Optimer Pharmaceuticals Inc.  216,616  1,986 
*  Neurocrine Biosciences Inc.  325,366  1,972 
*  Ardea Biosciences Inc.  85,582  1,968 
*,^ AVANIR Pharmaceuticals Inc.  611,183  1,950 
*  Emergent Biosolutions Inc.  111,731  1,928 
*  Health Grades Inc.  233,467  1,912 
*  Quidel Corp.  173,125  1,903 
*  PharMerica Corp.  196,070  1,869 
  Valeant Pharmaceuticals International Inc.  74,441  1,865 
*  Lexicon Pharmaceuticals Inc.  1,125,760  1,801 
*  Medidata Solutions Inc.  93,421  1,794 
*  Depomed Inc.  399,315  1,789 
*  Accuray Inc.  282,357  1,756 
*  Rural/Metro Corp.  204,906  1,744 
*  Triple-S Management Corp. Class B  102,700  1,730 
*  Five Star Quality Care Inc.  342,196  1,728 
*  Akorn Inc.  427,017  1,725 
*  US Physical Therapy Inc.  102,725  1,718 
*  Immunomedics Inc.  526,427  1,695 
*  Genoptix Inc.  118,671  1,685 
*  Chindex International Inc.  111,429  1,684 
*  Nabi Biopharmaceuticals  349,925  1,680 
*  Providence Service Corp.  100,308  1,644 
*  Emdeon Inc. Class A  134,977  1,644 
*  Array Biopharma Inc.  505,511  1,633 
*  Select Medical Holdings Corp.  211,400  1,628 
*  Opko Health Inc.  686,528  1,538 
*,^ Cadence Pharmaceuticals Inc.  181,667  1,517 
*  Hi-Tech Pharmacal Co. Inc.  74,682  1,512 
*  XenoPort Inc.  211,149  1,501 
*,^ Metabolix Inc.  118,979  1,497 
*  OraSure Technologies Inc.  369,536  1,497 
*  BioScrip Inc.  288,050  1,486 
*  Ligand Pharmaceuticals Inc. Class B  921,426  1,456 
*  Stereotaxis Inc.  350,079  1,449 
*,^ Delcath Systems Inc.  198,622  1,434 
*,^ Cell Therapeutics Inc.  3,695,616  1,430 
*  Durect Corp.  557,912  1,417 
*,^ Keryx Biopharmaceuticals Inc.  293,019  1,409 
*,^ Novavax Inc.  641,903  1,406 
*  Almost Family Inc.  47,297  1,401 
*  Vascular Solutions Inc.  121,737  1,398 
*  Vanda Pharmaceuticals Inc.  209,152  1,397 
*  Staar Surgical Co.  256,210  1,386 
*  Dyax Corp.  581,412  1,378 
*,^ AVI BioPharma Inc.  733,861  1,350 
*  Maxygen Inc.  230,241  1,333 
*,^ Cerus Corp.  345,730  1,328 
*  Cross Country Healthcare Inc.  184,447  1,326 
*  Spectrum Pharmaceuticals Inc.  317,234  1,323 
*  SurModics Inc.  110,816  1,321 
*  Palomar Medical Technologies Inc.  127,828  1,320 
*  Sunrise Senior Living Inc.  383,199  1,314 
*  Osteotech Inc.  202,339  1,307 
*  Spectranetics Corp.  241,103  1,307 


*,^ Clinical Data Inc.  76,901  1,297 
*  Jazz Pharmaceuticals Inc.  118,620  1,273 
*  Genomic Health Inc.  94,821  1,267 
*  CryoLife Inc.  204,315  1,240 
  Cantel Medical Corp.  75,277  1,219 
*  Arqule Inc.  235,690  1,214 
*  Pozen Inc.  165,888  1,174 
*,^ BioCryst Pharmaceuticals Inc.  236,450  1,168 
*  American Dental Partners Inc.  96,186  1,160 
*  IRIS International Inc.  120,007  1,152 
*  AMN Healthcare Services Inc.  223,239  1,147 
*,^ Arena Pharmaceuticals Inc.  710,207  1,115 
*  Vital Images Inc.  84,068  1,112 
*  Caliper Life Sciences Inc.  274,483  1,095 
*  MAP Pharmaceuticals Inc.  71,394  1,092 
  America Service Group Inc.  72,752  1,083 
*  Albany Molecular Research Inc.  166,956  1,065 
*  Orthovita Inc.  468,214  1,063 
*  Clarient Inc.  313,971  1,061 
  Atrion Corp.  6,728  1,060 
*  Medical Action Industries Inc.  115,204  1,043 
*  Endologix Inc.  227,683  1,038 
*  Cypress Bioscience Inc.  266,534  1,026 
*  TomoTherapy Inc.  290,885  1,024 
*  Pain Therapeutics Inc.  165,162  1,021 
*  Sciclone Pharmaceuticals Inc.  379,106  1,001 
*,^ Cytori Therapeutics Inc.  203,487  995 
*,^ Somaxon Pharmaceuticals Inc.  254,284  989 
*  Corcept Therapeutics Inc.  249,243  970 
*  Repligen Corp.  283,400  966 
*  Harvard Bioscience Inc.  253,511  963 
*  Nighthawk Radiology Holdings Inc.  149,315  953 
*,^ Cel-Sci Corp.  1,444,361  924 
*  Mediware Information Systems  87,803  924 
*  Merge Healthcare Inc.  316,917  919 
*  LeMaitre Vascular Inc.  130,255  918 
*,^ AGA Medical Holdings Inc.  65,050  908 
*  Medcath Corp.  89,562  902 
*,^ MELA Sciences Inc.  136,706  891 
*  BMP Sunstone Corp.  116,951  889 
*,^ Osiris Therapeutics Inc.  119,436  869 
*  Idenix Pharmaceuticals Inc.  277,025  859 
*  Synovis Life Technologies Inc.  57,373  858 
  Ensign Group Inc.  47,715  856 
*  RTI Biologics Inc.  322,466  848 
*  BioMimetic Therapeutics Inc.  74,169  846 
*  Alliance HealthCare Services Inc.  182,086  834 
*  Sangamo Biosciences Inc.  243,066  834 
*,^ Hemispherx Biopharma Inc.  1,477,064  827 
*  Team Health Holdings Inc.  63,301  817 
*  Curis Inc.  594,005  814 
*,^ MAKO Surgical Corp.  84,856  813 
*  Santarus Inc.  269,813  812 
*,^ GenVec Inc.  1,341,724  805 
*  Icad Inc.  456,882  804 
*  PDI Inc.  90,552  791 
*  StemCells Inc.  953,370  791 
*  Kendle International Inc.  84,833  791 


*,^ CytRx Corp.  1,034,737  776 
*  Capital Senior Living Corp.  144,921  772 
*  Medtox Scientific Inc.  65,819  765 
*  Anadys Pharmaceuticals Inc.  324,489  753 
*  Cytokinetics Inc.  284,669  752 
  Psychemedics Corp.  79,844  743 
*  Cambrex Corp.  171,853  730 
*  Insmed Inc.  1,011,693  728 
*,^ Celldex Therapeutics Inc.  180,671  723 
*  AtriCure Inc.  90,142  716 
*,^ Cyclacel Pharmaceuticals Inc.  412,382  709 
*  Enzo Biochem Inc.  186,367  708 
*  Progenics Pharmaceuticals Inc.  140,173  708 
*  Furiex Pharmaceuticals Inc.  62,587  706 
*  Obagi Medical Products Inc.  66,558  699 
*  LCA-Vision Inc.  124,332  693 
*  Columbia Laboratories Inc.  634,372  691 
*  Chelsea Therapeutics International Ltd.  135,013  691 
*  Dusa Pharmaceuticals Inc.  274,523  673 
*,^ Orexigen Therapeutics Inc.  111,064  659 
*  Cynosure Inc. Class A  63,675  650 
  Young Innovations Inc.  22,620  647 
*  Antares Pharma Inc.  441,029  639 
*  ZIOPHARM Oncology Inc.  168,122  630 
*,^ Inovio Pharmaceuticals Inc.  502,131  628 
*  Digirad Corp.  305,664  627 
*  Metropolitan Health Networks Inc.  163,290  620 
*,^ Rexahn Pharmaceuticals Inc.  530,213  620 
*  Dynavax Technologies Corp.  335,658  614 
*  Simulations Plus Inc.  215,233  613 
*  Adolor Corp.  564,194  609 
*  Allied Healthcare International Inc.  243,399  608 
*  ISTA Pharmaceuticals Inc.  148,379  608 
*  Inhibitex Inc.  336,488  606 
*  Arrowhead Research Corp.  576,455  605 
*  Synergetics USA Inc.  212,211  594 
*,^ NovaMed Inc.  60,375  585 
*  Transcend Services Inc.  38,084  581 
*  KV Pharmaceutical Co. Class A  247,461  579 
*  Infinity Pharmaceuticals Inc.  103,074  568 
*  Myrexis Inc.  141,491  546 
*  Antigenics Inc.  548,521  543 
*  Exactech Inc.  33,016  539 
*,^ Alexza Pharmaceuticals Inc.  169,390  537 
*,^ Neuralstem Inc.  212,191  535 
*  RadNet Inc.  219,534  527 
*  Anika Therapeutics Inc.  86,318  520 
*  Continucare Corp.  123,348  518 
*  Rochester Medical Corp.  47,355  517 
*,^ Biosante Pharmaceuticals Inc.  303,942  511 
*  Peregrine Pharmaceuticals Inc.  343,399  498 
*  SuperGen Inc.  236,316  494 
*  Idera Pharmaceuticals Inc.  145,210  478 
*  Cutera Inc.  58,077  470 
*  Affymax Inc.  77,084  459 
*  Skilled Healthcare Group Inc.  115,274  453 
*  Vical Inc.  201,315  449 
*  Synta Pharmaceuticals Corp.  111,273  444 


*  Matrixx Initiatives Inc.  86,896  443 
*  Caraco Pharmaceutical Laboratories Ltd.  81,631  439 
*,^ Opexa Therapeutics Inc.  280,973  430 
*,^ Zalicus Inc.  327,816  426 
*  OTIX Global Inc.  40,317  416 
*  CardioNet Inc.  90,169  407 
*,^ GTx Inc.  113,195  389 
*  ThermoGenesis Corp.  132,266  385 
*  Cleveland Biolabs Inc.  74,202  381 
*  Iridex Corp.  107,093  380 
*  Theragenics Corp.  293,457  373 
*  Capstone Therapeutics Corp.  401,388  365 
*  Nanosphere Inc.  71,314  359 
*  OncoGenex Pharmaceutical Inc.  23,720  352 
  National Research Corp.  13,482  352 
*  Arcadia Resources Inc.  869,871  346 
*  Biospecifics Technologies Corp.  12,401  334 
*,^ Rockwell Medical Technologies Inc.  46,716  331 
*  Trimeris Inc.  130,857  330 
*  Alphatec Holdings Inc.  149,762  319 
*  Telik Inc.  441,006  318 
*  Acadia Pharmaceuticals Inc.  330,965  302 
*  Animal Health International Inc.  108,944  300 
*  Orchid Cellmark Inc.  193,192  296 
*,^ Oncothyreon Inc.  81,523  285 
*  SRI/Surgical Express Inc.  95,414  277 
*  Pure Bioscience  119,215  275 
*,^ Neostem Inc.  134,764  274 
*  Bovie Medical Corp.  126,095  272 
*,^ XOMA Ltd.  88,903  272 
*  Hansen Medical Inc.  189,420  271 
  Utah Medical Products Inc.  9,148  268 
*,^ Discovery Laboratories Inc.  1,247,445  267 
*  Sucampo Pharmaceuticals Inc. Class A  69,812  262 
*,^ Biotime Inc.  53,160  252 
*  Entremed Inc.  66,036  252 
*  Biolase Technology Inc.  210,384  246 
*,^ Sunesis Pharmaceuticals Inc.  581,439  244 
*  DynaVox Inc. Class A  28,897  235 
*  Trubion Pharmaceuticals Inc.  49,686  226 
*,^ Molecular Insight Pharmaceuticals Inc.  276,181  224 
*  MediciNova Inc.  42,152  219 
*  Urologix Inc.  217,218  213 
*,^ ARCA Biopharma Inc.  54,940  210 
*  Heska Corp.  463,438  209 
*  CombiMatrix Corp.  89,252  201 
*,^ Biodel Inc.  37,133  197 
*  Cardiac Science Corp.  108,164  195 
*  Accretive Health Inc.  17,961  195 
*  IsoRay Inc.  154,342  191 
*  Hooper Holmes Inc.  269,939  189 
*,^ Bionovo Inc.  115,740  185 
*,^ Poniard Pharmaceuticals Inc.  285,191  171 
*  EnteroMedics Inc.  98,550  168 
*  RXi Pharmaceuticals Corp.  57,830  166 
*  Omeros Corp.  22,450  164 
*  Aastrom Biosciences Inc.  104,751  162 
*  Cardica Inc.  73,717  160 


*  Cardiovascular Systems Inc.  29,788  158 
*  American Caresource Holdings Inc.  102,548  151 
*  CPEX Pharmaceuticals Inc.  6,397  147 
*  Escalon Medical Corp.  91,117  145 
*,^ Encorium Group Inc.  75,004  133 
*  SunLink Health Systems Inc.  59,100  125 
*,^ Cardium Therapeutics Inc.  204,181  115 
*  TranS1 Inc.  45,282  112 
*  MedQuist Inc.  12,474  109 
*,^ EpiCept Corp.  170,443  109 
*  SCOLR Pharma Inc.  193,766  108 
*  Achillion Pharmaceuticals Inc.  34,720  105 
*  Oculus Innovative Sciences Inc.  65,108  102 
*,^ Apricus Biosciences Inc.  58,151  101 
*  PositiveID Corp.  145,145  100 
*,^ AspenBio Pharma Inc.  191,612  98 
*  Lannett Co. Inc.  21,303  98 
*,^ OXiGENE Inc.  368,500  97 
*  Repros Therapeutics Inc.  256,597  95 
*  Cornerstone Therapeutics Inc.  13,447  95 
*,^ Raptor Pharmaceutical Corp.  32,144  95 
*  PhotoMedex Inc.  16,693  92 
*  Retractable Technologies Inc.  58,006  91 
*  Integramed America Inc.  9,596  90 
*  pSivida Corp.  19,390  86 
*,^ Acura Pharmaceuticals Inc.  32,877  82 
*  Bioanalytical Systems Inc.  86,496  79 
*  BioDelivery Sciences International Inc.  26,436  77 
*  ProPhase Labs Inc.  51,986  64 
*  PharmAthene Inc.  41,674  62 
*  Transcept Pharmaceuticals Inc.  7,878  55 
*  Solta Medical Inc.  27,325  55 
*  Oxygen Biotherapeutics Inc.  20,250  51 
*  Cytomedix Inc.  100,139  50 
*  NMT Medical Inc.  112,290  49 
*  PHC Inc. Class A  37,316  48 
  American Medical Alert Corp.  7,497  46 
*,^ Marina Biotech Inc.  18,543  44 
*,^ Helicos BioSciences Corp.  89,898  43 
*  Uroplasty Inc.  8,900  42 
*,^ ADVENTRX Pharmaceuticals Inc.  20,481  42 
*  Neurometrix Inc.  63,058  37 
*  ReGeneRx Biopharmaceuticals Inc.  117,607  36 
*  Icagen Inc.  28,373  35 
^  Ligand Pharmaceuticals Inc. Roche Contingent Value Rights  395,811  32 
*  HearUSA Inc.  36,786  31 
*  AP Pharma Inc.  50,265  31 
  Emergent Group Inc.  4,924  29 
*  Vision-Sciences Inc.  23,650  28 
*  Threshold Pharmaceuticals Inc.  19,966  26 
*  AdvanSource Biomaterials Corp.  86,454  24 
*  Celsion Corp.  7,600  23 
*,^ BSD Medical Corp.  6,600  21 
*  Palatin Technologies Inc.  11,819  19 
*  Strategic Diagnostics Inc.  10,461  17 
*  IVAX Diagnostics Inc.  27,208  17 
*  Amicus Therapeutics Inc.  4,185  16 
*  ARYx Therapeutics Inc.  39,301  16 


*  Cumberland Pharmaceuticals Inc.  2,631  15 
*  CAS Medical Systems Inc.  5,898  14 
*,^ DARA Biosciences Inc.  5,069  12 
*  Adeona Pharmaceuticals Inc.  14,761  11 
*,^ Ligand Pharmaceuticals Inc. General Contingent Value Rights  395,811  10 
*,^ Ligand Pharmaceuticals Inc. TR Beta Contingent Value Rights  395,811  9 
*,^ Ligand Pharmaceuticals Inc. Glucagon Contingent Value Rights  395,811  9 
*  Catalyst Pharmaceutical Partners Inc.  3,090  3 
*  ULURU Inc.  28,716  3 
*  Nile Therapeutics Inc.  3,000  2 
*  Angeion Corp.  400  2 
*  Allied Healthcare Products  334  1 
*  Senesco Technologies Inc.  500  — 
      1,763,161 
Industrials (15.0%)     
*  Delta Air Lines Inc.  4,911,624  57,171 
  Joy Global Inc.  642,273  45,165 
  Bucyrus International Inc. Class A  503,865  34,943 
  AMETEK Inc.  662,543  31,650 
*  IHS Inc. Class A  396,255  26,945 
  Manpower Inc.  511,499  26,700 
*  Verisk Analytics Inc. Class A  939,690  26,321 
*  UAL Corp.  1,046,951  24,739 
  KBR Inc.  971,844  23,946 
*  Kansas City Southern  637,983  23,867 
*  AGCO Corp.  573,635  22,378 
  Donaldson Co. Inc.  471,192  22,207 
*  Continental Airlines Inc. Class B  866,139  21,515 
  Pentair Inc.  613,875  20,645 
*  URS Corp.  522,325  19,838 
  SPX Corp.  310,910  19,674 
*  BE Aerospace Inc.  636,296  19,286 
*  Foster Wheeler AG  787,100  19,252 
  JB Hunt Transport Services Inc.  554,167  19,230 
  Timken Co.  500,749  19,209 
*  Waste Connections Inc.  476,620  18,903 
  Hubbell Inc. Class B  369,412  18,748 
  IDEX Corp.  512,398  18,195 
*  Shaw Group Inc.  525,251  17,627 
*  Aecom Technology Corp.  723,464  17,551 
  Gardner Denver Inc.  325,325  17,463 
*  Hertz Global Holdings Inc.  1,602,198  16,967 
*  WABCO Holdings Inc.  404,255  16,954 
*  Corrections Corp. of America  686,113  16,933 
*  Navistar International Corp.  383,892  16,753 
  Kennametal Inc.  515,628  15,948 
*  Owens Corning  618,288  15,847 
*  Alliant Techsystems Inc.  208,480  15,719 
*  Terex Corp.  685,708  15,716 
*  Oshkosh Corp.  566,127  15,568 
  Lincoln Electric Holdings Inc.  268,281  15,512 
*  Babcock & Wilcox Co.  728,946  15,512 
  Nordson Corp.  208,152  15,339 
  MSC Industrial Direct Co. Class A  279,296  15,093 
  Covanta Holding Corp.  944,342  14,873 
  TransDigm Group Inc.  238,199  14,780 
*  Copart Inc.  445,978  14,704 


*  Chicago Bridge & Iron Co. NV  599,450  14,657 
*  Spirit Aerosystems Holdings Inc. Class A  734,651  14,642 
  Wabtec Corp.  302,646  14,463 
  Regal-Beloit Corp.  242,886  14,255 
*  Kirby Corp.  340,938  13,658 
  Towers Watson & Co. Class A  276,816  13,614 
*  Thomas & Betts Corp.  325,154  13,338 
*  AMR Corp.  2,098,655  13,159 
  Harsco Corp.  507,982  12,486 
  CLARCOR Inc.  317,794  12,276 
  Landstar System Inc.  316,487  12,223 
  Acuity Brands Inc.  274,538  12,146 
  Graco Inc.  382,418  12,134 
  Lennox International Inc.  281,277  11,726 
  Baldor Electric Co.  289,871  11,711 
  Woodward Governor Co.  358,157  11,611 
*  GrafTech International Ltd.  739,785  11,563 
*  Alaska Air Group Inc.  225,786  11,522 
  Carlisle Cos. Inc.  384,073  11,503 
*  Genesee & Wyoming Inc. Class A  260,371  11,297 
  Trinity Industries Inc.  500,346  11,143 
  Crane Co.  290,683  11,029 
*  Quad/Graphics Inc.  233,808  10,924 
*  Hexcel Corp.  612,240  10,892 
*  Esterline Technologies Corp.  189,408  10,840 
  Toro Co.  191,426  10,764 
*  WESCO International Inc.  267,979  10,529 
  Con-way Inc.  339,664  10,526 
  UTi Worldwide Inc.  640,119  10,293 
*  EMCOR Group Inc.  418,523  10,291 
*  FTI Consulting Inc.  296,456  10,284 
*  Moog Inc. Class A  285,851  10,151 
  Manitowoc Co. Inc.  829,119  10,041 
  Actuant Corp. Class A  428,707  9,843 
*  Clean Harbors Inc.  144,325  9,778 
  Brady Corp. Class A  332,321  9,694 
*  Geo Group Inc.  409,270  9,556 
  Watsco Inc.  170,347  9,485 
*  US Airways Group Inc.  1,017,812  9,415 
  Valmont Industries Inc.  129,908  9,405 
*  ArvinMeritor Inc.  595,076  9,247 
*  Teledyne Technologies Inc.  228,279  9,090 
*  Dollar Thrifty Automotive Group Inc.  180,869  9,069 
  Alexander & Baldwin Inc.  259,105  9,027 
*  General Cable Corp.  330,005  8,950 
*  JetBlue Airways Corp.  1,317,707  8,815 
  Curtiss-Wright Corp.  288,918  8,754 
  GATX Corp.  292,323  8,571 
*  DigitalGlobe Inc.  279,166  8,487 
  AO Smith Corp.  145,146  8,403 
  HNI Corp.  285,047  8,198 
*  Tetra Tech Inc.  389,824  8,175 
*  Atlas Air Worldwide Holdings Inc.  157,942  7,944 
  Belden Inc.  296,147  7,812 
  Triumph Group Inc.  103,933  7,752 
*  United Stationers Inc.  143,013  7,653 
*,^ American Superconductor Corp.  245,176  7,625 
*  Avis Budget Group Inc.  648,872  7,559 


*  EnerSys  300,096  7,493 
*  Middleby Corp.  117,623  7,456 
  Knight Transportation Inc.  384,769  7,438 
  Kaydon Corp.  211,726  7,326 
  Applied Industrial Technologies Inc.  235,937  7,220 
  Herman Miller Inc.  361,314  7,111 
  HEICO Corp.  155,426  7,094 
*  HUB Group Inc. Class A  240,573  7,039 
  Brink's Co.  303,725  6,986 
*  USG Corp.  523,173  6,901 
  Corporate Executive Board Co.  217,170  6,854 
*  Old Dominion Freight Line Inc.  265,869  6,758 
  Rollins Inc.  277,352  6,484 
  ABM Industries Inc.  296,741  6,407 
*  CoStar Group Inc.  131,301  6,396 
*  AirTran Holdings Inc.  863,468  6,346 
  Watts Water Technologies Inc. Class A  186,355  6,345 
  Mueller Industries Inc.  238,620  6,321 
  Healthcare Services Group Inc.  277,123  6,316 
  Simpson Manufacturing Co. Inc.  244,357  6,300 
  Deluxe Corp.  325,432  6,226 
*  II-VI Inc.  163,779  6,114 
  Briggs & Stratton Corp.  317,255  6,031 
*  Insituform Technologies Inc. Class A  248,349  6,005 
  Werner Enterprises Inc.  279,560  5,728 
*  United Rentals Inc.  381,540  5,662 
*  GeoEye Inc.  139,754  5,657 
  ESCO Technologies Inc.  168,581  5,607 
  Robbins & Myers Inc.  208,772  5,591 
*  Orbital Sciences Corp.  364,817  5,582 
*  Armstrong World Industries Inc.  130,931  5,435 
  Interface Inc. Class A  381,422  5,428 
  Mine Safety Appliances Co.  192,029  5,204 
  Heartland Express Inc.  333,359  4,957 
  Skywest Inc.  354,734  4,952 
  Granite Construction Inc.  213,799  4,862 
  Barnes Group Inc.  275,738  4,850 
*  Korn/Ferry International  293,052  4,847 
  Forward Air Corp.  183,644  4,775 
*  RBC Bearings Inc.  138,397  4,703 
*  AAR Corp.  248,915  4,645 
  Knoll Inc.  297,897  4,620 
*  Macquarie Infrastructure Co. LLC  288,954  4,479 
*  Polypore International Inc.  147,568  4,451 
*  Advisory Board Co.  98,910  4,367 
*,^ A123 Systems Inc.  486,262  4,362 
  Kaman Corp.  165,598  4,340 
  American Science & Engineering Inc.  57,382  4,226 
  Steelcase Inc. Class A  506,440  4,219 
*  Sensata Technologies Holding NV  213,077  4,210 
*  Beacon Roofing Supply Inc.  287,401  4,187 
  Quanex Building Products Corp.  240,092  4,146 
*  EnPro Industries Inc.  130,883  4,094 
  Allegiant Travel Co. Class A  95,590  4,045 
  Resources Connection Inc.  293,627  4,040 
  Unifirst Corp.  91,454  4,038 
  Cubic Corp.  98,022  3,999 
  Ameron International Corp.  58,752  3,993 


  Raven Industries Inc.  104,105  3,945 
  Arkansas Best Corp.  162,004  3,925 
  Administaff Inc.  144,286  3,886 
  Badger Meter Inc.  95,754  3,876 
*  TrueBlue Inc.  281,539  3,843 
  Franklin Electric Co. Inc.  115,218  3,821 
*  Ceradyne Inc.  162,559  3,796 
*  Interline Brands Inc.  209,318  3,776 
  Seaboard Corp.  2,124  3,762 
*  Navigant Consulting Inc.  320,947  3,733 
*  Chart Industries Inc.  182,220  3,710 
  Tennant Co.  119,783  3,701 
  McGrath Rentcorp  152,453  3,651 
*  Astec Industries Inc.  126,826  3,618 
  Universal Forest Products Inc.  123,364  3,608 
*  Blount International Inc.  283,297  3,606 
*  Mobile Mini Inc.  232,006  3,559 
*  MasTec Inc.  340,419  3,513 
*  SYKES Enterprises Inc.  255,185  3,465 
  Lindsay Corp.  79,844  3,459 
  CIRCOR International Inc.  108,906  3,441 
*  Griffon Corp.  280,171  3,415 
*,^ EnerNOC Inc.  108,435  3,406 
  AZZ Inc.  78,527  3,364 
*  Amerco Inc.  42,087  3,345 
  Albany International Corp.  176,170  3,333 
*  Tutor Perini Corp.  164,901  3,313 
*  Acacia Research - Acacia Technologies  184,918  3,255 
*  Layne Christensen Co.  124,807  3,231 
  NACCO Industries Inc. Class A  36,750  3,212 
*  ATC Technology Corp.  127,854  3,163 
*  Rush Enterprises Inc. Class A  206,184  3,163 
  Titan International Inc.  226,846  3,078 
*  Huron Consulting Group Inc.  139,353  3,064 
*  Ladish Co. Inc.  97,581  3,038 
  Mueller Water Products Inc. Class A  987,935  2,984 
  Ennis Inc.  165,529  2,961 
*  Consolidated Graphics Inc.  71,415  2,960 
*  Exponent Inc.  87,887  2,952 
  John Bean Technologies Corp.  180,760  2,912 
*  Wabash National Corp.  358,945  2,904 
*  Colfax Corp.  194,992  2,900 
  Bowne & Co. Inc.  254,102  2,879 
*  Kforce Inc.  207,899  2,852 
  TAL International Group Inc.  116,323  2,817 
  G&K Services Inc. Class A  118,698  2,713 
  Comfort Systems USA Inc.  250,126  2,684 
  Gorman-Rupp Co.  92,698  2,555 
  Viad Corp.  131,591  2,545 
*  ICF International Inc.  101,012  2,532 
*  Dycom Industries Inc.  248,564  2,483 
  Encore Wire Corp.  120,254  2,466 
  Applied Signal Technology Inc.  98,853  2,459 
  Sun Hydraulics Corp.  85,955  2,423 
*  Aerovironment Inc.  108,106  2,405 
  EnergySolutions Inc.  475,901  2,394 
  Tredegar Corp.  123,846  2,351 
  Vicor Corp.  160,139  2,340 


  FreightCar America Inc.  94,944  2,336 
  Aircastle Ltd.  273,940  2,323 
  Federal Signal Corp.  426,567  2,299 
  Marten Transport Ltd.  98,262  2,278 
*  Altra Holdings Inc.  153,815  2,266 
*  Satcon Technology Corp.  601,682  2,262 
  AAON Inc.  95,842  2,254 
*  Force Protection Inc.  431,227  2,173 
*  American Commercial Lines Inc.  77,877  2,171 
*  Hawk Corp. Class A  50,043  2,165 
  Heidrick & Struggles International Inc.  109,825  2,139 
*  Orion Marine Group Inc.  171,375  2,127 
*  Dolan Co.  185,841  2,113 
*  Columbus McKinnon Corp.  127,246  2,111 
*,^ Genco Shipping & Trading Ltd.  130,998  2,088 
*  Air Transport Services Group Inc.  342,015  2,083 
*  Kelly Services Inc. Class A  176,835  2,074 
*  RSC Holdings Inc.  276,347  2,062 
*  SFN Group Inc.  341,721  2,054 
*  Team Inc.  117,380  2,020 
*  MYR Group Inc.  123,245  2,020 
  Cascade Corp.  62,836  1,998 
*  ACCO Brands Corp.  346,766  1,994 
  Standex International Corp.  80,543  1,948 
*  KAR Auction Services Inc.  154,326  1,946 
*  M&F Worldwide Corp.  79,772  1,942 
*  Kadant Inc.  101,375  1,917 
*  LB Foster Co. Class A  66,094  1,913 
*  Trimas Corp.  125,314  1,861 
*  CBIZ Inc.  313,165  1,857 
*  Greenbrier Cos. Inc.  118,972  1,855 
*  American Reprographics Co.  234,443  1,840 
*  3D Systems Corp.  116,628  1,832 
  US Ecology Inc.  111,738  1,788 
*  Republic Airways Holdings Inc.  215,507  1,784 
*  Cenveo Inc.  353,381  1,778 
*  Hawaiian Holdings Inc.  296,073  1,773 
  HEICO Corp. Class A  51,800  1,765 
*  Sauer-Danfoss Inc.  82,814  1,763 
*  Herley Industries Inc.  106,215  1,753 
*  Michael Baker Corp.  52,778  1,740 
*  GenCorp Inc.  348,442  1,714 
*  Gibraltar Industries Inc.  189,903  1,705 
*  Powell Industries Inc.  54,187  1,686 
*,^ YRC Worldwide Inc.  6,721,199  1,680 
  Great Lakes Dredge & Dock Corp.  287,164  1,668 
  Schawk Inc. Class A  88,866  1,640 
*  Trex Co. Inc.  86,016  1,640 
  Apogee Enterprises Inc.  178,451  1,633 
*  Taser International Inc.  420,316  1,631 
*  Eagle Bulk Shipping Inc.  305,712  1,596 
  Ampco-Pittsburgh Corp.  63,941  1,587 
*  APAC Customer Services Inc.  279,952  1,585 
*  Celadon Group Inc.  114,013  1,575 
  Houston Wire & Cable Co.  149,601  1,501 
*  Generac Holdings Inc.  109,281  1,491 
  American Woodmark Corp.  84,008  1,489 
*  Innerworkings Inc.  225,628  1,482 


*  Pacer International Inc.  236,865  1,431 
*,^ Advanced Battery Technologies Inc.  397,869  1,428 
  Dynamic Materials Corp.  93,575  1,414 
*  NN Inc.  168,019  1,386 
*  Furmanite Corp.  279,235  1,363 
  Baltic Trading Ltd.  122,200  1,345 
*  School Specialty Inc.  103,026  1,340 
*  Commercial Vehicle Group Inc.  130,067  1,324 
  Aceto Corp.  193,734  1,315 
*  Sterling Construction Co. Inc.  104,705  1,296 
  Ducommun Inc.  58,908  1,283 
*  On Assignment Inc.  241,736  1,269 
  CDI Corp.  98,086  1,267 
*  Titan Machinery Inc.  77,372  1,261 
*  USA Truck Inc.  83,162  1,246 
*  CRA International Inc.  68,949  1,245 
*  Northwest Pipe Co.  67,976  1,190 
*  Standard Parking Corp.  69,424  1,187 
*  Odyssey Marine Exploration Inc.  638,761  1,175 
*  H&E Equipment Services Inc.  146,047  1,164 
*  Saia Inc.  77,379  1,155 
  Kimball International Inc. Class B  195,658  1,141 
  International Shipholding Corp.  40,363  1,140 
*  Park-Ohio Holdings Corp.  85,125  1,132 
  Graham Corp.  72,200  1,121 
*  PMFG Inc.  65,684  1,120 
*  LMI Aerospace Inc.  70,014  1,115 
*  Astronics Corp.  63,613  1,110 
  Horizon Lines Inc. Class A  259,667  1,091 
*  Lydall Inc.  145,597  1,072 
*  Tecumseh Products Co. Class A  92,993  1,067 
*  RailAmerica Inc.  100,200  965 
*  Pinnacle Airlines Corp.  176,047  956 
*  CAI International Inc.  62,984  955 
  Miller Industries Inc.  70,411  953 
  Insteel Industries Inc.  104,663  940 
*  DXP Enterprises Inc.  49,176  933 
  Twin Disc Inc.  66,335  925 
  Met-Pro Corp.  88,528  893 
*,^ Ener1 Inc.  239,160  880 
*,^ Capstone Turbine Corp.  1,139,749  880 
  Multi-Color Corp.  56,740  874 
*  CPI Aerostructures Inc.  87,365  874 
*  American Railcar Industries Inc.  55,445  869 
*  Dynamex Inc.  56,895  868 
*  Pike Electric Corp.  117,221  853 
*  Ceco Environmental Corp.  142,337  853 
*  Volt Information Sciences Inc.  116,319  837 
*  Universal Truckload Services Inc.  53,325  835 
*  Franklin Covey Co.  103,883  826 
*  AT Cross Co. Class A  134,687  822 
*  PAM Transportation Services Inc.  62,327  784 
  Alamo Group Inc.  34,609  773 
*,^ Valence Technology Inc.  666,521  767 
*  United Capital Corp.  31,463  765 
  VSE Corp.  21,206  748 
  LSI Industries Inc.  115,676  743 
*  PowerSecure International Inc.  80,000  741 


*,^ UQM Technologies Inc.  282,117  722 
*  GP Strategies Corp.  79,060  719 
*  NCI Building Systems Inc.  73,835  704 
*  Flow International Corp.  264,046  694 
*  Casella Waste Systems Inc. Class A  164,516  691 
  Barrett Business Services Inc.  45,459  691 
  Intersections Inc.  73,428  683 
*  LaBarge Inc.  53,308  666 
*  Kratos Defense & Security Solutions Inc.  62,348  664 
*  Willis Lease Finance Corp.  64,920  656 
  Courier Corp.  45,314  644 
*,^ Coleman Cable Inc.  107,172  642 
*  Hill International Inc.  140,715  630 
  Preformed Line Products Co.  17,033  594 
*  Fuel Tech Inc.  94,676  594 
*  Hurco Cos. Inc.  32,771  592 
*  Metalico Inc.  152,683  585 
*  Mistras Group Inc.  47,238  547 
  Todd Shipyards Corp.  36,241  546 
*  Spherix Inc.  348,444  540 
*  FuelCell Energy Inc.  435,576  536 
*  Builders FirstSource Inc.  233,433  532 
*  Patriot Transportation Holding Inc.  7,546  529 
  SIFCO Industries Inc.  44,385  527 
  Virco Manufacturing  188,287  525 
*  Magnetek Inc.  395,930  523 
*  Energy Recovery Inc.  144,386  518 
  Hardinge Inc.  67,663  518 
*  Innovative Solutions & Support Inc.  105,190  514 
*  Key Technology Inc.  39,076  505 
*,^ Ocean Power Technologies Inc.  95,876  494 
*  BlueLinx Holdings Inc.  120,152  479 
  Eastern Co.  28,337  463 
*  Perma-Fix Environmental Services  269,020  449 
*  Hudson Highland Group Inc.  123,734  426 
  Lawson Products Inc.  27,741  424 
*  Broadwind Energy Inc.  218,988  410 
*  Allied Motion Technologies Inc.  92,797  398 
*  Active Power Inc.  294,538  392 
  Standard Register Co.  133,935  391 
*,^ Applied Energetics Inc.  347,945  390 
*  Xerium Technologies Inc.  29,424  388 
  LS Starrett Co. Class A  36,454  381 
*  Higher One Holdings Inc.  22,848  377 
*  LGL Group Inc.  16,937  372 
*  Quality Distribution Inc.  58,332  372 
  Ecology and Environment Inc.  30,972  369 
*  Hudson Technologies Inc.  210,850  367 
*  Ultralife Corp.  83,233  365 
*  Integrated Electrical Services Inc.  93,324  352 
*  WCA Waste Corp.  71,665  344 
*  ExpressJet Holdings Inc.  49,492  330 
*  Argan Inc.  34,073  319 
*  Mfri Inc.  45,063  308 
  Omega Flex Inc.  20,908  299 
*  Thermadyne Holdings Corp.  20,084  284 
*,^ Hoku Corp.  103,932  284 
*  Supreme Industries Inc. Class A  120,885  270 


*  Gencor Industries Inc.  36,691  262 
*  US Home Systems Inc.  88,763  259 
*  Document Security Systems Inc.  74,940  253 
*  Baldwin Technology Co.  206,023  251 
*  Comforce Corp.  175,223  249 
  Providence and Worcester Railroad Co.  19,800  245 
*,^ Arotech Corp.  126,186  232 
*  Energy Focus Inc.  153,246  231 
*  Plug Power Inc.  570,809  218 
*  Orion Energy Systems Inc.  68,496  217 
*  Covenant Transportation Group Inc. Class A  28,276  211 
*,^ Beacon Power Corp.  700,639  203 
*  Roadrunner Transportation Systems Inc.  18,453  200 
*,^ Akeena Solar Inc.  287,418  173 
*  TRC Cos. Inc.  63,463  161 
  Superior Uniform Group Inc.  17,294  160 
*  Amrep Corp.  12,689  156 
  Douglas Dynamics Inc.  12,199  151 
*  LECG Corp.  131,605  145 
*  Tecumseh Products Co. Class B  11,900  133 
*  Ameresco Inc. Class A  10,250  122 
  Primoris Services Corp.  15,800  103 
*  Frozen Food Express Industries  36,816  102 
*  PGT Inc.  40,387  92 
*  Sypris Solutions Inc.  28,772  89 
*  American Electric Technologies Inc.  36,928  86 
*,^ C&D Technologies Inc.  285,125  85 
*  Rush Enterprises Inc. Class B  5,550  76 
*,^ Ascent Solar Technologies Inc.  23,117  73 
*  Rand Logistics Inc.  14,590  73 
*  Adept Technology Inc. Class A  11,592  68 
*  Innotrac Corp.  74,579  67 
*  Lime Energy Co.  11,100  40 
*  TBS International PLC Class A  6,400  36 
*  Lightbridge Corp.  5,098  30 
*,^ Innovaro Inc.  33,134  30 
*  Versar Inc.  8,630  26 
  Hubbell Inc. Class A  500  24 
*  Real Goods Solar Inc. Class A  2,512  9 
*  TeamStaff Inc.  17,157  9 
*  Breeze-Eastern Corp.  1,000  7 
  Servotronics Inc.  503  5 
*  Heritage-Crystal Clean Inc.  403  4 
*  Patrick Industries Inc.  1,547  3 
*  Kaiser Ventures LLC Class A  36,800  — 
      2,206,167 
Information Technology (15.8%)     
*  F5 Networks Inc.  500,438  51,950 
*  VMware Inc. Class A  486,624  41,334 
*  Cree Inc.  672,094  36,488 
  Maxim Integrated Products Inc.  1,880,341  34,805 
*  Rovi Corp.  641,500  32,338 
*  Lam Research Corp.  772,231  32,318 
*  Equinix Inc.  283,516  29,018 
*  Hewitt Associates Inc. Class A  571,870  28,839 
*  Trimble Navigation Ltd.  736,123  25,794 
*  Avnet Inc.  944,372  25,507 


*  ANSYS Inc.  565,239  23,881 
  Factset Research Systems Inc.  288,158  23,378 
*  Skyworks Solutions Inc.  1,115,059  23,059 
*  Synopsys Inc.  923,905  22,885 
*  Atmel Corp.  2,843,655  22,635 
*  Nuance Communications Inc.  1,443,863  22,582 
*  Informatica Corp.  579,188  22,247 
*  Alliance Data Systems Corp.  324,601  21,183 
*  MICROS Systems Inc.  498,209  21,089 
  Global Payments Inc.  491,259  21,070 
*  Riverbed Technology Inc.  442,117  20,152 
*  Arrow Electronics Inc.  732,774  19,587 
  Solera Holdings Inc.  435,764  19,243 
  Lender Processing Services Inc.  578,877  19,236 
*  Dolby Laboratories Inc. Class A  329,091  18,696 
*  TIBCO Software Inc.  1,019,461  18,085 
  Broadridge Financial Solutions Inc.  788,108  18,024 
*  AOL Inc.  673,129  16,660 
*  Ingram Micro Inc.  988,120  16,660 
*  VeriFone Systems Inc.  531,212  16,505 
*  Brocade Communications Systems Inc.  2,800,616  16,356 
*  ON Semiconductor Corp.  2,252,038  16,237 
*  Itron Inc.  254,195  15,564 
*,^ Rackspace Hosting Inc.  598,513  15,549 
*  Polycom Inc.  537,443  14,661 
*  WebMD Health Corp.  292,946  14,609 
*  IAC/InterActiveCorp  546,499  14,357 
*  Parametric Technology Corp.  732,480  14,313 
*  CommScope Inc.  595,958  14,148 
*  Concur Technologies Inc.  280,932  13,889 
*  NCR Corp.  1,011,183  13,782 
  ADTRAN Inc.  389,127  13,736 
  Jack Henry & Associates Inc.  538,226  13,725 
*  Varian Semiconductor Equipment Associates Inc.  470,587  13,543 
*  Gartner Inc.  442,937  13,040 
  Diebold Inc.  416,071  12,936 
*  Rambus Inc.  614,510  12,806 
  CoreLogic Inc.  656,632  12,581 
*  Cypress Semiconductor Corp.  992,684  12,488 
*  Cadence Design Systems Inc.  1,628,941  12,429 
  National Instruments Corp.  362,000  11,823 
*  NeuStar Inc. Class A  472,436  11,745 
*  Zebra Technologies Corp.  346,624  11,660 
*  Atheros Communications Inc.  441,208  11,626 
*  Tech Data Corp.  285,004  11,486 
*  Vishay Intertechnology Inc.  1,177,553  11,399 
*  SuccessFactors Inc.  442,782  11,118 
*  Acme Packet Inc.  289,587  10,987 
*  PMC - Sierra Inc.  1,447,392  10,653 
*  RF Micro Devices Inc.  1,717,452  10,545 
*  Viasat Inc.  251,875  10,355 
*  Netezza Corp.  378,141  10,191 
*  GSI Commerce Inc.  405,616  10,019 
*  Silicon Laboratories Inc.  272,990  10,005 
  DST Systems Inc.  220,148  9,871 
  Plantronics Inc.  291,562  9,849 
*  Anixter International Inc.  178,608  9,643 
*  Quest Software Inc.  390,818  9,610 


*  TriQuint Semiconductor Inc.  984,177  9,448 
*  International Rectifier Corp.  447,318  9,434 
  Intersil Corp. Class A  781,050  9,130 
*  Ciena Corp.  586,383  9,130 
*  Ariba Inc.  478,246  9,039 
*  Microsemi Corp.  524,301  8,992 
*,^ Veeco Instruments Inc.  256,606  8,948 
  Sapient Corp.  739,617  8,853 
*  Progress Software Corp.  267,153  8,843 
*  Wright Express Corp.  244,932  8,747 
*  Finisar Corp.  464,100  8,720 
*  CACI International Inc. Class A  191,426  8,664 
*  Digital River Inc.  251,314  8,555 
*  Netlogic Microsystems Inc.  307,943  8,493 
*  InterDigital Inc.  277,990  8,231 
*  Aruba Networks Inc.  385,327  8,223 
*  Convergys Corp.  782,930  8,182 
*  Acxiom Corp.  503,201  7,981 
*  Semtech Corp.  391,562  7,906 
*  Cavium Networks Inc.  273,467  7,865 
*  Arris Group Inc.  803,678  7,852 
*,^ Blackboard Inc.  216,136  7,790 
*  ADC Telecommunications Inc.  612,670  7,763 
*  Plexus Corp.  255,523  7,500 
*  Fairchild Semiconductor International Inc. Class A  796,146  7,484 
*  Cirrus Logic Inc.  413,549  7,378 
*  Mentor Graphics Corp.  676,949  7,155 
*  CommVault Systems Inc.  273,889  7,129 
*  Taleo Corp. Class A  245,761  7,125 
*  Cymer Inc.  190,792  7,075 
*  Hittite Microwave Corp.  148,448  7,074 
*  Lawson Software Inc.  808,796  6,851 
  Blackbaud Inc.  284,074  6,829 
  MAXIMUS Inc.  110,606  6,811 
*  j2 Global Communications Inc.  286,210  6,809 
  Cognex Corp.  251,558  6,747 
*  ValueClick Inc.  515,537  6,743 
*  L-1 Identity Solutions Inc.  569,478  6,680 
*  Benchmark Electronics Inc.  399,346  6,549 
*  ArcSight Inc.  149,584  6,516 
  Fair Isaac Corp.  264,223  6,516 
*  TiVo Inc.  718,256  6,507 
*  Blue Coat Systems Inc.  269,852  6,493 
*  JDA Software Group Inc.  254,459  6,453 
*  OpenTable Inc.  93,245  6,348 
*  Unisys Corp.  224,037  6,251 
  Earthlink Inc.  683,491  6,213 
*  Sonus Networks Inc.  1,744,626  6,159 
*  Ultimate Software Group Inc.  157,955  6,103 
*  Sanmina-SCI Corp.  504,867  6,099 
*,^ Power-One Inc.  670,127  6,091 
*  Littelfuse Inc.  138,889  6,069 
*,^ Synaptics Inc.  214,901  6,047 
*  Netgear Inc.  223,627  6,040 
*  Integrated Device Technology Inc.  1,029,818  6,024 
*  Coherent Inc.  149,825  5,995 
*,^ SunPower Corp. Class A  409,394  5,895 
*  Tessera Technologies Inc.  318,486  5,892 


*  Euronet Worldwide Inc.  322,267  5,798 
*  MKS Instruments Inc.  317,746  5,713 
  Power Integrations Inc.  177,769  5,651 
*  Mantech International Corp. Class A  142,349  5,637 
*  Omnivision Technologies Inc.  243,947  5,621 
*  Tekelec  432,861  5,610 
*  Amkor Technology Inc.  828,995  5,446 
*  Take-Two Interactive Software Inc.  536,235  5,437 
*  SRA International Inc. Class A  273,951  5,402 
*  Emulex Corp.  513,734  5,363 
*  SAVVIS Inc.  247,445  5,216 
*  Advent Software Inc.  99,236  5,179 
*  Checkpoint Systems Inc.  250,393  5,095 
*  Fortinet Inc.  202,146  5,054 
*,^ Ebix Inc.  215,377  5,051 
*  Oclaro Inc.  313,211  5,015 
*  MicroStrategy Inc. Class A  57,521  4,982 
*  Comtech Telecommunications Corp.  179,460  4,908 
*  Sourcefire Inc.  169,643  4,893 
*  Websense Inc.  273,506  4,852 
*  ACI Worldwide Inc.  215,638  4,828 
*  Cabot Microelectronics Corp.  149,622  4,815 
*  Universal Display Corp.  202,392  4,756 
*  FEI Co.  241,499  4,726 
*  Scansource Inc.  170,189  4,721 
*  Spansion Inc. Class A  315,316  4,720 
*  EchoStar Corp. Class A  242,991  4,636 
*  Insight Enterprises Inc.  294,693  4,609 
*  Netscout Systems Inc.  223,058  4,575 
*  Rofin-Sinar Technologies Inc.  178,715  4,536 
*  Isilon Systems Inc.  197,031  4,390 
*  DealerTrack Holdings Inc.  255,317  4,361 
  AVX Corp.  312,097  4,313 
*  Terremark Worldwide Inc.  411,364  4,254 
*  Harmonic Inc.  617,248  4,247 
*  Manhattan Associates Inc.  144,127  4,230 
*  DTS Inc.  110,179  4,206 
*  OSI Systems Inc.  115,730  4,203 
*  Art Technology Group Inc.  994,209  4,106 
*  Aspen Technology Inc.  391,799  4,063 
  Sycamore Networks Inc.  122,385  3,966 
*  CSG Systems International Inc.  215,778  3,934 
*  SYNNEX Corp.  138,764  3,905 
*  Entegris Inc.  831,520  3,883 
*  Intermec Inc.  315,997  3,874 
*  STEC Inc.  310,162  3,862 
*  Applied Micro Circuits Corp.  383,987  3,840 
*  Diodes Inc.  223,853  3,826 
*  IPG Photonics Corp.  158,225  3,820 
*  SolarWinds Inc.  220,227  3,801 
*  Monolithic Power Systems Inc.  228,135  3,725 
*  comScore Inc.  158,028  3,717 
*  Volterra Semiconductor Corp.  170,862  3,677 
  Heartland Payment Systems Inc.  240,241  3,656 
*  Cogent Inc.  342,546  3,645 
  Syntel Inc.  81,465  3,625 
*  Stratasys Inc.  129,879  3,600 
  Black Box Corp.  112,070  3,593 


*  Ixia  289,053  3,584 
*  Tyler Technologies Inc.  176,799  3,564 
*  Lattice Semiconductor Corp.  739,625  3,513 
*  Electronics for Imaging Inc.  287,432  3,484 
*  GT Solar International Inc.  413,936  3,465 
  Park Electrochemical Corp.  130,585  3,440 
*  Entropic Communications Inc.  357,179  3,429 
*  DG FastChannel Inc.  156,431  3,402 
  iGate Corp.  184,681  3,350 
*  Radiant Systems Inc.  195,807  3,348 
*  LogMeIn Inc.  92,664  3,334 
*  Constant Contact Inc.  154,196  3,304 
*  Standard Microsystems Corp.  143,378  3,270 
  MTS Systems Corp.  105,326  3,265 
*  Rogers Corp.  100,961  3,178 
  United Online Inc.  552,344  3,159 
*  Forrester Research Inc.  95,110  3,146 
*  Brightpoint Inc.  445,794  3,116 
  Pegasystems Inc.  99,048  3,075 
*  TeleTech Holdings Inc.  205,705  3,053 
*  Bottomline Technologies Inc.  197,257  3,030 
*  Loral Space & Communications Inc.  57,798  3,017 
*  Ultratech Inc.  176,242  3,014 
*  ATMI Inc.  202,134  3,004 
  EPIQ Systems Inc.  244,908  3,003 
*  MIPS Technologies Inc. Class A  304,869  2,966 
*  RightNow Technologies Inc.  149,500  2,945 
  Keithley Instruments Inc.  135,910  2,923 
*  Quantum Corp.  1,373,527  2,912 
*  Advanced Energy Industries Inc.  222,350  2,904 
  Micrel Inc.  292,883  2,888 
*  SunPower Corp. Class B  208,266  2,887 
*  TNS Inc.  165,204  2,800 
*  Infinera Corp.  239,217  2,792 
*  Brooks Automation Inc.  413,845  2,777 
*  Kulicke & Soffa Industries Inc.  447,571  2,770 
*  Silicon Image Inc.  579,411  2,770 
*  FormFactor Inc.  319,892  2,751 
*  TTM Technologies Inc.  277,177  2,714 
  NIC Inc.  321,643  2,666 
*  Newport Corp.  232,849  2,641 
*  Actel Corp.  165,454  2,639 
*  Kenexa Corp.  148,361  2,599 
*  Compellent Technologies Inc.  142,645  2,593 
*  Epicor Software Corp.  295,704  2,573 
*  Zoran Corp.  328,825  2,512 
*  Avid Technology Inc.  189,061  2,479 
*  Oplink Communications Inc.  123,658  2,453 
*  Internet Capital Group Inc.  222,112  2,450 
  CTS Corp.  254,142  2,445 
  Diamond Management & Technology Consultants Inc. Class A  195,460  2,443 
*  Maxwell Technologies Inc.  164,750  2,407 
*,^ Rubicon Technology Inc.  105,335  2,390 
  Daktronics Inc.  241,281  2,369 
*  FARO Technologies Inc.  106,878  2,331 
*  Synchronoss Technologies Inc.  128,655  2,291 
*  Vocus Inc.  123,308  2,279 
*  DivX Inc.  237,378  2,262 


*  Move Inc.  999,534  2,229 
*  LivePerson Inc.  264,354  2,221 
*  Anadigics Inc.  362,649  2,209 
  Methode Electronics Inc.  240,573  2,184 
*  ExlService Holdings Inc.  112,038  2,179 
^  VirnetX Holding Corp.  146,534  2,151 
  Opnet Technologies Inc.  117,288  2,129 
*  Electro Scientific Industries Inc.  188,489  2,094 
*  Lionbridge Technologies Inc.  485,312  2,087 
*  Echelon Corp.  239,822  2,050 
*,^ Sonic Solutions Inc.  176,728  2,011 
*  Sigma Designs Inc.  175,010  2,011 
*  UTStarcom Inc.  925,020  2,007 
*  Anaren Inc.  119,491  2,006 
*  LoopNet Inc.  167,329  1,981 
*  Smith Micro Software Inc.  198,580  1,974 
*  Infospace Inc.  225,252  1,951 
*  LTX-Credence Corp.  930,843  1,945 
*  AXT Inc.  293,479  1,943 
*  Mercury Computer Systems Inc.  160,206  1,927 
*  Extreme Networks  600,506  1,868 
*  Supertex Inc.  83,989  1,858 
*,^ QuinStreet Inc.  123,321  1,854 
*  ModusLink Global Solutions Inc.  288,788  1,834 
*  IXYS Corp.  191,503  1,829 
*  EMS Technologies Inc.  97,748  1,821 
*  RealNetworks Inc.  558,128  1,819 
  Cohu Inc.  144,305  1,817 
*  Photronics Inc.  342,801  1,813 
*  support.com Inc.  391,855  1,795 
*  Global Cash Access Holdings Inc.  435,371  1,776 
*  Internet Brands Inc. Class A  132,665  1,762 
*  NetSuite Inc.  74,554  1,757 
*  Imation Corp.  188,102  1,755 
*  Hypercom Corp.  269,962  1,755 
*  Aviat Networks Inc.  427,065  1,747 
*  Knot Inc.  190,292  1,737 
*  Perficient Inc.  188,856  1,726 
*  THQ Inc.  429,245  1,726 
*  Multi-Fineline Electronix Inc.  77,070  1,695 
*  Exar Corp.  276,228  1,655 
*  Limelight Networks Inc.  279,086  1,641 
  Cass Information Systems Inc.  47,526  1,631 
*  Super Micro Computer Inc.  154,762  1,608 
*  Rudolph Technologies Inc.  192,510  1,600 
*  Verint Systems Inc.  53,272  1,574 
*  S1 Corp.  301,823  1,572 
*  Novatel Wireless Inc.  199,525  1,572 
*  Interactive Intelligence Inc.  88,782  1,563 
*  NU Horizons Electronics Corp.  223,095  1,551 
*  Actuate Corp.  300,272  1,546 
*  Integrated Silicon Solution Inc.  179,500  1,545 
*  Stamps.com Inc.  118,298  1,538 
*  Silicon Graphics International Corp.  197,869  1,535 
*  Intevac Inc.  153,129  1,533 
*  Internap Network Services Corp.  308,555  1,515 
*  Ancestry.com Inc.  66,374  1,511 
*  Kopin Corp.  424,793  1,508 


*  Measurement Specialties Inc.  79,718  1,473 
*  SMART Modular Technologies WWH Inc.  243,482  1,468 
*,^ Energy Conversion Devices Inc.  286,315  1,437 
*  Zix Corp.  501,317  1,424 
  Keynote Systems Inc.  122,440  1,423 
*  NVE Corp.  32,988  1,419 
*  Nanometrics Inc.  94,230  1,418 
*  Seachange International Inc.  191,204  1,417 
*  Pericom Semiconductor Corp.  162,768  1,414 
  Electro Rent Corp.  105,160  1,397 
*  Amtech Systems Inc.  77,721  1,396 
*  MoSys Inc.  285,197  1,392 
*  KVH Industries Inc.  92,340  1,386 
*,^ Microvision Inc.  628,140  1,376 
  DDi Corp.  148,578  1,373 
*  Radisys Corp.  145,716  1,373 
*  Mindspeed Technologies Inc.  176,565  1,372 
*  Saba Software Inc.  243,408  1,324 
*  Digi International Inc.  138,854  1,318 
*  Vishay Precision Group Inc.  83,546  1,304 
*  Spectrum Control Inc.  87,445  1,287 
*  Cray Inc.  194,828  1,286 
*  Ceva Inc.  89,000  1,273 
*  DSP Group Inc.  180,689  1,265 
*  Symmetricom Inc.  219,625  1,256 
*  Hackett Group Inc.  302,746  1,250 
*  QLIK Technologies Inc.  54,900  1,211 
*  Unica Corp.  57,358  1,203 
*  Ciber Inc.  396,555  1,194 
*  RealD Inc.  63,700  1,178 
*  Mattson Technology Inc.  427,124  1,175 
*  PRGX Global Inc.  205,871  1,167 
*  Globecomm Systems Inc.  139,338  1,166 
*  DemandTec Inc.  120,719  1,136 
*,^ Calix Inc.  79,000  1,134 
  Marchex Inc. Class B  207,583  1,131 
*  Agilysys Inc.  173,509  1,128 
*  VASCO Data Security International Inc.  171,228  1,113 
*  Deltek Inc.  138,655  1,111 
*  Computer Task Group Inc.  144,944  1,107 
*  iGO Inc.  555,245  1,088 
*  Ultra Clean Holdings  125,697  1,084 
  Technitrol Inc.  244,896  1,080 
*  Integral Systems Inc.  146,208  1,079 
*  QuickLogic Corp.  209,360  1,074 
*  Liquidity Services Inc.  66,949  1,072 
*  Powerwave Technologies Inc.  582,761  1,061 
*  Trident Microsystems Inc.  619,499  1,059 
*  Zygo Corp.  107,878  1,057 
*  Hughes Communications Inc.  38,356  1,045 
*  Occam Networks Inc.  133,187  1,043 
*  Travelzoo Inc.  40,386  1,040 
*  Transact Technologies Inc.  128,501  1,028 
*  TeleCommunication Systems Inc. Class A  262,693  1,027 
*  MoneyGram International Inc.  419,857  1,024 
*,^ Evergreen Solar Inc.  1,390,365  1,021 
*  Microtune Inc.  351,472  1,019 
  American Software Inc. Class A  162,884  961 


*  Dynamics Research Corp.  92,742  953 
*,^ Rosetta Stone Inc.  44,600  947 
*  Ramtron International Corp.  255,996  947 
*  Callidus Software Inc.  220,098  940 
*  Comverge Inc.  118,919  935 
  Bel Fuse Inc. Class B  44,557  928 
*  Magma Design Automation Inc.  250,140  926 
*  Immersion Corp.  156,088  922 
*  PROS Holdings Inc.  98,553  915 
*  Monotype Imaging Holdings Inc.  98,794  904 
*  Gerber Scientific Inc.  144,311  890 
*  Peerless Systems Corp.  276,206  887 
*  Axcelis Technologies Inc.  457,124  882 
*  FalconStor Software Inc.  285,722  874 
*  Data I/O Corp.  170,876  871 
  Mocon Inc.  68,091  853 
*  Pervasive Software Inc.  170,783  844 
*  X-Rite Inc.  218,571  828 
*  PC Mall Inc.  128,872  822 
*,^ Research Frontiers Inc.  207,408  821 
  Renaissance Learning Inc.  79,772  813 
*  Tollgrade Communications Inc.  110,491  810 
*,^ Wave Systems Corp. Class A  359,155  805 
*  SS&C Technologies Holdings Inc.  50,600  799 
*  Rimage Corp.  47,954  788 
*  KEY Tronic Corp.  131,723  784 
*  Network Equipment Technologies Inc.  224,220  774 
*  Bitstream Inc. Class A  114,528  771 
*  BTU International Inc.  111,167  769 
  Evolving Systems Inc.  102,263  769 
*,^ Local.com Corp.  169,317  748 
*  Phoenix Technologies Ltd.  186,010  725 
*  SRS Labs Inc.  77,319  722 
*  Openwave Systems Inc.  424,533  722 
*  Kemet Corp.  212,762  711 
  Communications Systems Inc.  61,604  702 
*  Presstek Inc.  320,018  701 
*  Telular Corp.  229,089  699 
*,^ KIT Digital Inc.  57,700  692 
  Ipass Inc.  556,333  679 
*  ActivIdentity Corp.  309,436  675 
*  Advanced Analogic Technologies Inc.  187,621  659 
*  ORBCOMM Inc.  285,314  648 
*  Dice Holdings Inc.  76,344  647 
*  NCI Inc. Class A  33,884  641 
*  LaserCard Corp.  133,468  639 
*  BigBand Networks Inc.  221,376  629 
*  TechTeam Global Inc.  89,934  629 
*  Aware Inc.  229,403  610 
*  Bsquare Corp.  182,874  609 
*  Network Engines Inc.  411,278  600 
*  Web.com Group Inc.  108,544  597 
  QAD Inc.  140,911  586 
*  GSE Systems Inc.  173,767  586 
*  Online Resources Corp.  131,315  583 
*  XETA Technologies Inc.  174,192  580 
*  NAPCO Security Technologies Inc.  297,429  580 
*  Aetrium Inc.  209,921  567 


*  Conexant Systems Inc.  343,598  564 
*  LeCroy Corp.  71,089  562 
  Richardson Electronics Ltd.  51,768  544 
*  Westell Technologies Inc. Class A  235,983  543 
*  Innodata Isogen Inc.  196,497  542 
*  Hutchinson Technology Inc.  153,807  534 
*  Versant Corp.  43,849  507 
*  ShoreTel Inc.  102,127  507 
*  PDF Solutions Inc.  136,887  506 
*  Autobytel Inc.  568,116  494 
*,^ ICx Technologies Inc.  65,060  491 
*  PLX Technology Inc.  134,527  487 
*  Virtusa Corp.  49,927  484 
*  StarTek Inc.  115,340  482 
*  Datalink Corp.  156,985  479 
*  PC-Tel Inc.  76,762  471 
*  Digimarc Corp.  19,718  463 
*  PC Connection Inc.  66,806  456 
*  MaxLinear Inc.  40,173  451 
*  Performance Technologies Inc.  207,579  450 
*  Micronetics Inc.  86,414  449 
  Astro-Med Inc.  64,998  449 
*  CPI International Inc.  31,980  448 
*  Tier Technologies Inc. Class B  80,419  446 
*  RAE Systems Inc.  283,305  445 
*  LRAD Corp.  271,744  427 
  TheStreet.com Inc.  148,904  418 
  Mesa Laboratories Inc.  18,022  415 
*  Frequency Electronics Inc.  67,949  410 
*  Identive Group Inc.  218,328  395 
*  Information Services Group Inc.  219,952  394 
*  Cyberoptics Corp.  43,293  394 
*,^ Hauppauge Digital Inc.  153,081  393 
*  Market Leader Inc.  181,107  391 
*  Opnext Inc.  248,690  390 
*  Insweb Corp.  69,859  389 
*  LoJack Corp.  96,443  368 
*  Reis Inc.  56,574  364 
*  Salary.com Inc.  88,384  359 
  Imergent Inc.  71,969  356 
*  Transwitch Corp.  120,675  322 
*  Emcore Corp.  402,022  322 
*  GSI Technology Inc.  55,885  320 
*  Dot Hill Systems Corp.  226,620  317 
*  Looksmart Ltd.  148,126  299 
*  FSI International Inc.  111,287  296 
*  Onvia Inc.  96,908  296 
*  PAR Technology Corp.  48,052  296 
*  Zhone Technologies Inc.  142,009  295 
*  Spire Corp.  65,882  290 
*  Superconductor Technologies Inc.  166,126  282 
*  Echo Global Logistics Inc.  21,980  281 
*  Video Display Corp.  63,554  277 
*  EndWave Corp.  121,382  269 
*  Optical Cable Corp.  94,361  268 
*  CalAmp Corp.  103,189  265 
*  Digital Ally Inc.  137,859  265 
*  Comarco Inc.  112,532  250 


*  TechTarget Inc.  46,072  242 
*  Meru Networks Inc.  14,012  242 
*  Cinedigm Digital Cinema Corp. Class A  166,050  221 
*  Ditech Networks Inc.  165,261  218 
*  Management Network Group Inc.  72,395  214 
*  Archipelago Learning Inc.  17,259  207 
*  ePlus Inc.  9,331  200 
*  Intellicheck Mobilisa Inc.  184,780  198 
*  RF Monolithics Inc.  160,383  192 
*  Pixelworks Inc.  54,196  186 
*  ID Systems Inc.  91,248  182 
*  Lantronix Inc.  54,334  180 
*  EasyLink Services International Corp. Class A  68,608  178 
*  Lightpath Technologies Inc. Class A  59,757  171 
*  Sonic Foundry Inc.  16,362  166 
*  Cascade Microtech Inc.  43,648  165 
*  Planar Systems Inc.  65,314  149 
*  Guidance Software Inc.  25,223  147 
*  Tii Network Technologies Inc.  107,178  136 
  Newtek Business Services Inc.  96,214  135 
*  TigerLogic Corp.  27,477  133 
*,^ Parkervision Inc.  180,489  132 
*  Majesco Entertainment Co.  199,158  131 
*  Authentidate Holding Corp.  204,227  129 
*  AuthenTec Inc.  74,840  124 
  Bel Fuse Inc. Class A  5,719  120 
*  Selectica Inc.  24,332  119 
*  TSR Inc.  54,086  115 
*  EDGAR Online Inc.  81,912  102 
*  IEC Electronics Corp.  17,877  94 
*  Scientific Learning Corp.  19,431  91 
*  Ikanos Communications Inc.  66,275  79 
*  Procera Networks Inc.  142,970  76 
*  NetSol Technologies Inc.  44,930  71 
*  DRI Corp.  39,661  61 
*  Soundbite Communications Inc.  21,676  58 
*  MEMSIC Inc.  19,210  47 
*  Globalscape Inc.  16,728  44 
*  Convio Inc.  4,416  41 
*,^ DayStar Technologies Inc.  22,551  40 
*  Mastech Holdings Inc.  12,664  38 
*  Glu Mobile Inc.  26,900  38 
*  WebMediaBrands Inc.  37,961  34 
*  Vertro Inc.  12,558  33 
*  GTSI Corp.  4,450  31 
*  NaviSite Inc.  9,300  31 
*  Unify Corp.  9,209  31 
*  Relm Wireless Corp.  13,962  29 
*  MakeMusic Inc.  4,556  26 
*  NetList Inc.  8,500  25 
*  Acorn Energy Inc.  4,732  24 
*  Digital Angel Corp.  45,625  22 
*  Numerex Corp. Class A  3,300  19 
*  Inuvo Inc.  61,766  18 
*  ClearOne Communications Inc.  5,294  18 
*  Overland Storage Inc.  7,040  11 
*  Rainmaker Systems Inc.  6,316  8 
*  eLoyalty Corp.  1,000  7 


* Wireless Ronin Technologies Inc.  5,009  6 
* Veraz Networks Inc.  3,850  5 
* Wireless Telecom Group Inc.  4,907  4 
* Interphase Corp.  449  1 
* Conolog Corp.  25  — 
    2,325,383 
Materials (6.3%)     
Mosaic Co.  997,511  58,614 
Lubrizol Corp.  419,788  44,485 
Celanese Corp. Class A  970,746  31,161 
* Crown Holdings Inc.  1,008,058  28,891 
Walter Energy Inc.  333,745  27,130 
Albemarle Corp.  567,772  26,577 
Ashland Inc.  489,795  23,887 
Nalco Holding Co.  859,955  21,679 
^ Martin Marietta Materials Inc.  281,594  21,674 
Sonoco Products Co.  626,153  20,939 
Valspar Corp.  612,386  19,504 
Reliance Steel & Aluminum Co.  461,902  19,183 
Aptargroup Inc.  416,881  19,039 
Steel Dynamics Inc.  1,335,701  18,847 
Cytec Industries Inc.  308,900  17,416 
Domtar Corp.  260,779  16,841 
Royal Gold Inc.  332,987  16,596 
RPM International Inc.  817,807  16,291 
Compass Minerals International Inc.  206,417  15,816 
Packaging Corp. of America  650,734  15,077 
Scotts Miracle-Gro Co. Class A  286,837  14,838 
Cabot Corp.  412,367  13,431 
Temple-Inland Inc.  678,636  12,663 
* WR Grace & Co.  452,945  12,655 
* Allied Nevada Gold Corp.  471,675  12,499 
Huntsman Corp.  1,070,522  12,375 
* Solutia Inc.  765,444  12,262 
Rock-Tenn Co. Class A  245,796  12,243 
Greif Inc. Class A  190,272  11,196 
* Coeur d'Alene Mines Corp.  555,659  11,069 
Silgan Holdings Inc.  338,696  10,737 
Commercial Metals Co.  720,553  10,441 
* Rockwood Holdings Inc.  327,663  10,312 
* Smurfit-Stone Container Corp.  556,634  10,225 
* Hecla Mining Co.  1,592,590  10,065 
Olin Corp.  497,767  10,035 
Sensient Technologies Corp.  311,944  9,511 
Carpenter Technology Corp.  277,571  9,357 
* Intrepid Potash Inc.  275,565  7,184 
* PolyOne Corp.  588,714  7,118 
* Ferro Corp.  544,233  7,015 
Minerals Technologies Inc.  118,836  7,002 
NewMarket Corp.  60,719  6,903 
Schweitzer-Mauduit International Inc.  116,456  6,791 
Schnitzer Steel Industries Inc.  140,639  6,790 
Eagle Materials Inc.  278,095  6,591 
HB Fuller Co.  309,913  6,158 
* Louisiana-Pacific Corp.  804,013  6,086 
* OM Group Inc.  196,309  5,913 
* RTI International Metals Inc.  190,537  5,834 


  Arch Chemicals Inc.  159,364  5,592 
  Texas Industries Inc.  176,223  5,555 
*  Globe Specialty Metals Inc.  395,279  5,550 
*  Clearwater Paper Corp.  72,794  5,538 
  Balchem Corp.  179,226  5,531 
*,^ STR Holdings Inc.  251,077  5,408 
  Worthington Industries Inc.  350,601  5,270 
*  Calgon Carbon Corp.  353,873  5,131 
*  Kraton Performance Polymers Inc.  188,725  5,124 
*  Stillwater Mining Co.  292,275  4,922 
*  Molycorp Inc.  173,930  4,920 
*  Century Aluminum Co.  363,156  4,783 
  Innophos Holdings Inc.  130,943  4,334 
  AMCOL International Corp.  159,041  4,165 
  A Schulman Inc.  200,181  4,034 
  Kaiser Aluminum Corp.  92,345  3,951 
  Westlake Chemical Corp.  125,898  3,768 
*  Brush Engineered Materials Inc.  129,933  3,695 
  Buckeye Technologies Inc.  249,709  3,673 
  PH Glatfelter Co.  291,843  3,549 
  Koppers Holdings Inc.  131,112  3,523 
*  Georgia Gulf Corp.  214,144  3,499 
*  US Gold Corp.  621,109  3,087 
  Deltic Timber Corp.  68,558  3,071 
*  Boise Inc.  461,297  2,994 
  Stepan Co.  49,002  2,897 
*  Horsehead Holding Corp.  277,120  2,735 
*  Wausau Paper Corp.  329,630  2,733 
*  Omnova Solutions Inc.  345,184  2,482 
  Haynes International Inc.  69,655  2,432 
*  KapStone Paper and Packaging Corp.  199,176  2,418 
  Zep Inc.  136,896  2,387 
  Quaker Chemical Corp.  62,472  2,034 
  Myers Industries Inc.  222,047  1,907 
*  General Moly Inc.  520,374  1,905 
*  LSB Industries Inc.  101,135  1,878 
  Hawkins Inc.  52,282  1,852 
*  Spartech Corp.  197,937  1,625 
  Olympic Steel Inc.  69,929  1,608 
*  Zoltek Cos. Inc.  161,979  1,574 
  Neenah Paper Inc.  101,353  1,541 
*  Graphic Packaging Holding Co.  452,113  1,510 
*  AM Castle & Co.  102,713  1,361 
*  TPC Group Inc.  55,988  1,334 
*  Headwaters Inc.  368,145  1,325 
*  Senomyx Inc.  310,124  1,234 
^  Great Northern Iron Ore Properties  9,406  1,111 
*  AEP Industries Inc.  43,927  1,038 
*  Universal Stainless & Alloy  40,327  990 
*  Graham Packaging Co. Inc.  83,736  990 
  NL Industries Inc.  103,032  936 
  American Vanguard Corp.  130,940  809 
*  US Energy Corp.  175,794  798 
*  Landec Corp.  109,294  679 
*  Mercer International Inc.  138,349  677 
*  ADA-ES Inc.  122,603  595 
*  United States Lime & Minerals Inc.  14,815  573 
*  WHX Corp.  66,520  556 


*  Metals USA Holdings Corp.  35,800  465 
  Synalloy Corp.  50,636  433 
*  Rock of Ages Corp.  91,696  374 
  Chase Corp.  25,451  370 
*  Penford Corp.  79,053  364 
*,^ Flotek Industries Inc.  195,715  270 
*  Nanophase Technologies Corp.  236,823  242 
*  Mod-Pac Corp.  49,498  240 
*  American Pacific Corp.  44,024  195 
*  TOR Minerals International Inc.  32,018  193 
  KMG Chemicals Inc.  13,475  190 
*  Timberline Resources Corp.  137,256  161 
*  Solitario Exploration & Royalty Corp.  53,055  121 
*  Verso Paper Corp.  37,309  107 
*  Noranda Aluminum Holding Corp.  3,300  27 
*  Metalline Mining Co.  20,170  13 
*  Clean Diesel Technologies Inc.  4,027  3 
      929,905 
Telecommunication Services (1.9%)     
*  Crown Castle International Corp.  1,208,615  53,360 
*  NII Holdings Inc.  1,040,337  42,758 
*  SBA Communications Corp. Class A  727,697  29,326 
*,^ Clearwire Corp. Class A  2,322,886  18,792 
*  tw telecom inc Class A  932,632  17,319 
  Telephone & Data Systems Inc.  433,484  14,218 
*  Syniverse Holdings Inc.  440,058  9,976 
*  Level 3 Communications Inc.  10,453,903  9,798 
*  AboveNet Inc.  153,671  8,005 
*  United States Cellular Corp.  104,552  4,806 
  Telephone & Data Systems Inc. - Special Common Shares  147,351  4,177 
*  Leap Wireless International Inc.  328,604  4,058 
*  Cincinnati Bell Inc.  1,273,717  3,401 
*  PAETEC Holding Corp.  811,987  3,337 
  NTELOS Holdings Corp.  191,471  3,240 
  Atlantic Tele-Network Inc.  60,236  2,966 
  Shenandoah Telecommunications Co.  162,322  2,949 
*  Global Crossing Ltd.  225,294  2,897 
  Consolidated Communications Holdings Inc.  151,274  2,824 
  Alaska Communications Systems Group Inc.  278,173  2,823 
*  General Communication Inc. Class A  281,988  2,811 
  USA Mobility Inc.  170,997  2,741 
*  Premiere Global Services Inc.  384,670  2,723 
*  Neutral Tandem Inc.  224,334  2,681 
*  Cogent Communications Group Inc.  279,585  2,648 
*  Iridium Communications Inc.  266,250  2,274 
*  IDT Corp. Class B  125,162  2,227 
*  Cbeyond Inc.  164,109  2,106 
*  8x8 Inc.  676,742  1,455 
*  Vonage Holdings Corp.  543,740  1,387 
*  ICO Global Communications Holdings Ltd.  701,844  1,151 
  HickoryTech Corp.  98,365  839 
*,^ FiberTower Corp.  190,706  809 
  Warwick Valley Telephone Co.  48,561  692 
*  SureWest Communications  84,138  623 
*,^ Globalstar Inc.  257,377  448 
*  inContact Inc.  81,334  189 
*,^ TerreStar Corp.  431,616  150 


* Towerstream Corp.  67,110  144 
* Arbinet Corp.  19,279  141 
* Multiband Corp.  33,188  60 
* IDT Corp.  2,456  36 
    269,365 
Utilities (4.3%)     
* Calpine Corp.  2,185,383  27,208 
National Fuel Gas Co.  509,871  26,416 
American Water Works Co. Inc.  1,086,455  25,282 
NSTAR  639,967  25,183 
Alliant Energy Corp.  689,064  25,047 
OGE Energy Corp.  605,915  24,158 
MDU Resources Group Inc.  1,163,759  23,217 
Energen Corp.  444,911  20,341 
UGI Corp.  688,533  19,699 
ITC Holdings Corp.  311,839  19,412 
DPL Inc.  739,817  19,331 
NV Energy Inc.  1,462,254  19,229 
Questar Corp.  1,083,910  19,001 
AGL Resources Inc.  481,338  18,464 
Aqua America Inc.  863,664  17,619 
Westar Energy Inc.  689,100  16,697 
Atmos Energy Corp.  559,105  16,354 
Great Plains Energy Inc.  854,998  16,159 
Vectren Corp.  512,171  13,250 
Hawaiian Electric Industries Inc.  587,822  13,249 
Piedmont Natural Gas Co. Inc.  452,731  13,129 
WGL Holdings Inc.  319,531  12,072 
Cleco Corp.  382,960  11,343 
IDACORP Inc.  303,526  10,903 
New Jersey Resources Corp.  260,261  10,207 
Portland General Electric Co.  475,165  9,636 
Southwest Gas Corp.  285,906  9,604 
South Jersey Industries Inc.  188,200  9,310 
* Mirant Corp.  918,027  9,144 
UIL Holdings Corp.  294,932  8,305 
Northwest Natural Gas Co.  168,176  7,980 
* RRI Energy Inc.  2,238,064  7,945 
Black Hills Corp.  247,526  7,723 
Unisource Energy Corp.  228,455  7,637 
Avista Corp.  346,879  7,243 
Allete Inc.  189,895  6,918 
* El Paso Electric Co.  277,177  6,591 
NorthWestern Corp.  229,263  6,534 
PNM Resources Inc.  549,448  6,258 
MGE Energy Inc.  146,364  5,795 
Empire District Electric Co.  249,462  5,027 
California Water Service Group  131,956  4,876 
Laclede Group Inc.  141,061  4,855 
Otter Tail Corp.  227,748  4,644 
CH Energy Group Inc.  101,015  4,461 
American States Water Co.  118,542  4,241 
Ormat Technologies Inc.  126,339  3,685 
* Dynegy Inc. Class A  639,944  3,117 
Chesapeake Utilities Corp.  66,831  2,421 
SJW Corp.  83,893  2,066 
Middlesex Water Co.  98,582  1,660 


  Central Vermont Public Service Corp.      72,041  1,453 
  Connecticut Water Service Inc.      57,326  1,373 
  York Water Co.      74,208  1,190 
  Unitil Corp.      46,862  1,029 
  Maine & Maritimes Corp.      20,903  939 
*  Cadiz Inc.      85,487  877 
  Artesian Resources Corp. Class A      35,359  674 
  Delta Natural Gas Co. Inc.      19,168  589 
  Pennichuck Corp.      22,187  509 
*  Purecycle Corp.      77,256  218 
*,^ Raser Technologies Inc.      431,705  102 
*  US Geothermal Inc.      89,912  73 
*  Synthesis Energy Systems Inc.      2,100  2 
          629,674 
Total Common Stocks (Cost $13,283,629)        14,653,882 
          Market 
          Value 
    Coupon    Shares  ($000) 
Temporary Cash Investments (1.8%)1         
Money Market Fund (1.8%)         
2,3 Vanguard Market Liquidity Fund  0.261%    265,535,438  265,535 
 
        Face  Market 
      Maturity  Amount  Value 
    Coupon  Date  ($000)  ($000) 
U.S. Government and Agency Obligations (0.0%)         
4,5 Fannie Mae Discount Notes  0.341%  3/1/11  3,000  2,997 
4,5 Freddie Mac Discount Notes  0.230%  10/12/10  3,000  3,000 
          5,997 
Total Temporary Cash Investments (Cost $271,531)        271,532 
Total Investments (101.6%) (Cost $13,555,160)        14,925,414 
Other Assets and Liabilities-Net (-1.6%)2        (238,755) 
Net Assets (100%)        14,686,659 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $189,248,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.0% and 1.6%, respectively, of net assets.
2 Includes $213,259,000 of collateral received for securities on loan.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
4 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.
5 Securities with a value of $5,997,000 have been segregated as initial margin for open futures contracts.
REIT—Real Estate Investment Trust.

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


based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.

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

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the fund's investments as of September 30, 2010, based on the inputs used to value them:

  Level 1  Level 2  Level 3 
Investments  ($000)  ($000)  ($000) 
Common Stocks  14,653,816  —  — 
Temporary Cash Investments  265,535  5,997  — 
Futures Contracts—Assets1  25  —  — 
Futures Contracts—Liabilities1  (12)  —  — 
Total  14,919,364  5,997  — 
1 Represents variation margin on the last day of the reporting period.     

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

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

At September 30, 2010, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000) 
    Number of  Aggregate  Unrealized 
    Long (Short)  Settlement Value  Appreciation 
Futures Contracts  Expiration  Contracts  Long (Short)  (Depreciation) 
S&P MidCap 400 Index  December 2010  38  15,202  498 


E-mini S&P MidCap 400 Index  December 2010  90  7,201  188 
E-mini Russell 2000 Index  December 2010  95  6,408  26 

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

D. At September 30, 2010, the cost of investment securities for tax purposes was $13,555,095,000. Net unrealized appreciation of investment securities for tax purposes was $1,370,253,000, consisting of unrealized gains of $3,159,498,000 on securities that had risen in value since their purchase and $1,789,245,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Total Stock Market Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (99.7%)1     
Consumer Discretionary (11.2%)     
  McDonald's Corp.  11,603,468  864,574 
  Walt Disney Co.  20,068,528  664,469 
*  Amazon.com Inc.  3,845,645  603,997 
  Home Depot Inc.  18,264,155  578,608 
  Comcast Corp. Class A  27,685,784  500,559 
  Target Corp.  7,546,341  403,276 
*  DIRECTV Class A  9,567,059  398,277 
*  Ford Motor Co.  32,008,990  391,790 
  Time Warner Inc.  12,292,981  376,780 
  Lowe's Cos. Inc.  15,575,064  347,168 
  NIKE Inc. Class B  4,057,683  325,183 
  News Corp. Class A  24,167,959  315,634 
  Yum! Brands Inc.  5,045,567  232,399 
  Johnson Controls Inc.  7,257,003  221,339 
  Viacom Inc. Class B  5,987,665  216,694 
  Time Warner Cable Inc.  3,824,326  206,475 
  Starbucks Corp.  8,038,298  205,620 
  TJX Cos. Inc.  4,401,559  196,442 
  Carnival Corp.  5,004,143  191,208 
*  priceline.com Inc.  491,780  171,307 
*  Kohl's Corp.  3,146,551  165,760 
  Staples Inc.  7,887,188  165,000 
  Best Buy Co. Inc.  3,875,687  158,244 
  Coach Inc.  3,297,189  141,647 
  Omnicom Group Inc.  3,317,718  130,984 
*  Las Vegas Sands Corp.  3,569,570  124,400 
*  Bed Bath & Beyond Inc.  2,853,424  123,867 
  McGraw-Hill Cos. Inc.  3,411,135  112,772 
  Marriott International Inc. Class A  3,124,450  111,949 
  CBS Corp. Class B  6,794,837  107,766 
  Starwood Hotels & Resorts Worldwide Inc.  2,048,764  107,663 
  Macy's Inc.  4,563,083  105,362 
  Stanley Black & Decker Inc.  1,647,113  100,935 
  Gap Inc.  5,046,744  94,071 
  Mattel Inc.  3,943,267  92,509 
*  Liberty Media Corp. - Interactive  6,137,839  84,150 
  Fortune Brands Inc.  1,647,073  81,085 
  Limited Brands, Inc.  2,972,152  79,594 
*  O'Reilly Automotive Inc.  1,493,550  79,457 
  Virgin Media Inc.  3,397,633  78,214 
*  NetFlix Inc.  480,477  77,914 
  VF Corp.  953,965  77,290 
  Genuine Parts Co.  1,715,712  76,504 
*  Apollo Group Inc. Class A  1,470,446  75,507 
  Wynn Resorts Ltd.  866,114  75,153 
  Harley-Davidson Inc.  2,546,518  72,423 
  Ross Stores Inc.  1,321,553  72,183 
  Cablevision Systems Corp. Class A  2,718,675  71,202 


*  AutoZone Inc.  308,995  70,732 
  Nordstrom Inc.  1,886,197  70,167 
*  Dollar Tree Inc.  1,429,842  69,719 
*  CarMax Inc.  2,418,655  67,384 
*  BorgWarner Inc.  1,273,516  67,012 
  Whirlpool Corp.  812,443  65,775 
  Tiffany & Co.  1,375,345  64,627 
*  Discovery Communications Inc. Class A  1,470,936  64,059 
  Expedia Inc.  2,236,221  63,084 
  Hasbro Inc.  1,415,470  63,003 
  JC Penney Co. Inc.  2,299,005  62,487 
  Polo Ralph Lauren Corp. Class A  687,836  61,809 
  Darden Restaurants Inc.  1,444,454  61,794 
  Family Dollar Stores Inc.  1,387,345  61,265 
  Autoliv Inc.  922,826  60,288 
*  Chipotle Mexican Grill Inc. Class A  340,472  58,561 
*  Discovery Communications Inc.  1,533,054  58,547 
  Advance Auto Parts Inc.  945,682  55,493 
  Newell Rubbermaid Inc.  3,006,521  53,546 
  Wyndham Worldwide Corp.  1,947,642  53,502 
*  Interpublic Group of Cos. Inc.  5,295,595  53,115 
*,^ Sirius XM Radio Inc.  42,045,318  50,454 
  Comcast Corp. Special Class A  2,852,819  48,526 
*  Royal Caribbean Cruises Ltd.  1,512,823  47,699 
*  Liberty Media Corp. - Capital  912,843  47,523 
  Scripps Networks Interactive Inc. Class A  983,462  46,793 
  PetSmart Inc.  1,336,758  46,787 
  International Game Technology  3,220,195  46,532 
  H&R Block Inc.  3,572,338  46,262 
*  Urban Outfitters Inc.  1,463,649  46,017 
*  Liberty Global Inc. Class A  1,414,842  43,591 
  DISH Network Corp. Class A  2,264,636  43,390 
*  TRW Automotive Holdings Corp.  1,035,337  43,029 
*  NVR Inc.  62,818  40,677 
*  Lear Corp.  504,524  39,822 
^  Garmin Ltd.  1,298,656  39,414 
*  Liberty Global Inc.  1,247,365  38,119 
  Phillips-Van Heusen Corp.  626,268  37,676 
  Abercrombie & Fitch Co.  952,740  37,462 
  Leggett & Platt Inc.  1,607,208  36,580 
*,^ Sears Holdings Corp.  497,254  35,872 
  DR Horton Inc.  3,094,747  34,414 
*  Liberty Media Corp. - Starz  528,826  34,310 
  DeVry Inc.  694,245  34,164 
*  Mohawk Industries Inc.  631,371  33,652 
  Williams-Sonoma Inc.  1,050,028  33,286 
*  Pulte Group Inc.  3,725,007  32,631 
*,^ MGM Resorts International  2,868,393  32,355 
  American Eagle Outfitters Inc.  2,151,422  32,185 
  Gannett Co. Inc.  2,574,228  31,483 
*  Fossil Inc.  582,745  31,346 
  Tupperware Brands Corp.  682,699  31,240 
  Tractor Supply Co.  787,148  31,218 
  Jarden Corp.  999,087  31,102 
*  GameStop Corp. Class A  1,569,712  30,939 


*  LKQ Corp.  1,469,471  30,565 
  Gentex Corp.  1,510,558  29,471 
*  Signet Jewelers Ltd.  927,230  29,430 
*  Panera Bread Co. Class A  331,100  29,339 
*  Big Lots Inc.  882,098  29,330 
  RadioShack Corp.  1,358,260  28,972 
*  Toll Brothers Inc.  1,522,560  28,959 
*  Dick's Sporting Goods Inc.  981,515  27,522 
*  Dollar General Corp.  924,042  27,028 
*  Goodyear Tire & Rubber Co.  2,495,943  26,831 
*  Hanesbrands Inc.  1,035,743  26,784 
  Sotheby's  727,302  26,779 
  Guess? Inc.  656,702  26,682 
*,^ ITT Educational Services Inc.  377,357  26,517 
^  Strayer Education Inc.  150,914  26,335 
^  Washington Post Co. Class B  64,568  25,789 
*  Harman International Industries Inc.  754,017  25,192 
*  DreamWorks Animation SKG Inc. Class A  786,359  25,093 
*  Warnaco Group Inc.  484,552  24,775 
  Burger King Holdings Inc.  1,030,317  24,604 
  Foot Locker Inc.  1,692,538  24,593 
*  WMS Industries Inc.  631,117  24,027 
  Service Corp. International  2,755,976  23,757 
*  Aeropostale Inc.  1,010,516  23,495 
*  Tempur-Pedic International Inc.  750,733  23,273 
  Polaris Industries Inc.  341,047  22,202 
*  J Crew Group Inc.  657,488  22,105 
*,^ Lululemon Athletica Inc.  493,506  22,070 
*  Penn National Gaming Inc.  731,876  21,671 
  Lennar Corp. Class A  1,387,476  21,339 
  Brinker International Inc.  1,109,949  20,934 
*  Deckers Outdoor Corp.  418,278  20,897 
*  Bally Technologies Inc.  597,323  20,876 
  Chico's FAS Inc.  1,940,792  20,417 
*  Lamar Advertising Co. Class A  626,946  19,949 
  John Wiley & Sons Inc. Class A  479,672  19,599 
*  Career Education Corp.  896,648  19,251 
*  Tenneco Inc.  646,852  18,739 
*  Dana Holding Corp.  1,512,846  18,638 
  Jones Apparel Group Inc.  946,379  18,587 
*  Valassis Communications Inc.  538,461  18,248 
*  Hyatt Hotels Corp. Class A  474,167  17,729 
*,^ Under Armour Inc. Class A  391,938  17,653 
*  Carter's Inc.  644,036  16,957 
  Wendy's/Arby's Group Inc. Class A  3,728,483  16,890 
*  Cheesecake Factory Inc.  623,409  16,502 
*,^ AutoNation Inc.  708,670  16,477 
*  Dress Barn Inc.  690,387  16,397 
*  Life Time Fitness Inc.  406,647  16,050 
  Rent-A-Center Inc.  714,460  15,990 
  Wolverine World Wide Inc.  536,611  15,567 
*  Live Nation Entertainment Inc.  1,499,995  14,820 
  Brunswick Corp.  961,917  14,640 
  Hillenbrand Inc.  673,101  14,478 
*  Madison Square Garden Inc. Class A  676,880  14,269 


*,^ Coinstar Inc.  326,556  14,039 
  Aaron's Inc.  743,956  13,726 
*  Iconix Brand Group Inc.  784,027  13,720 
*  Office Depot Inc.  2,980,972  13,712 
*  Gymboree Corp.  324,253  13,469 
  Thor Industries Inc.  398,519  13,311 
*  Childrens Place Retail Stores Inc.  270,325  13,184 
  Cracker Barrel Old Country Store Inc.  259,016  13,148 
*  HSN Inc.  437,255  13,074 
  Meredith Corp.  392,183  13,064 
  Dillard's Inc. Class A  550,669  13,018 
  CTC Media Inc.  590,137  12,948 
*  AnnTaylor Stores Corp.  636,911  12,891 
  Men's Wearhouse Inc.  540,071  12,848 
*  Saks Inc.  1,488,840  12,804 
*  Jack in the Box Inc.  596,404  12,787 
*  JOS A Bank Clothiers Inc.  299,735  12,772 
*  Capella Education Co.  163,151  12,664 
*  Jo-Ann Stores Inc.  282,772  12,597 
  Monro Muffler Brake Inc.  270,644  12,479 
*  Eastman Kodak Co.  2,902,101  12,189 
*  Sally Beauty Holdings Inc.  1,086,739  12,171 
*  CROCS Inc.  933,844  12,149 
  Regal Entertainment Group Class A  922,726  12,106 
*  OfficeMax Inc.  924,056  12,096 
  MDC Holdings Inc.  411,000  11,931 
  Regis Corp.  620,662  11,873 
*  Vail Resorts Inc.  313,119  11,748 
  Choice Hotels International Inc.  321,602  11,726 
  Cooper Tire & Rubber Co.  596,751  11,714 
  Weight Watchers International Inc.  374,368  11,677 
  PF Chang's China Bistro Inc.  251,410  11,615 
  Matthews International Corp. Class A  328,280  11,608 
*  Collective Brands Inc.  705,460  11,386 
*  Steven Madden Ltd.  269,570  11,069 
*  Orient-Express Hotels Ltd. Class A  987,772  11,014 
*  New York Times Co. Class A  1,419,729  10,989 
*  Gaylord Entertainment Co.  359,189  10,955 
  Pool Corp.  538,509  10,808 
*  Morningstar Inc.  238,634  10,634 
*  Pier 1 Imports Inc.  1,271,430  10,413 
  National CineMedia Inc.  573,610  10,268 
*  Ulta Salon Cosmetics & Fragrance Inc.  348,291  10,170 
*  99 Cents Only Stores  530,069  10,008 
  Cinemark Holdings Inc.  604,650  9,735 
  KB Home  857,587  9,716 
  Cato Corp. Class A  361,066  9,662 
  Scholastic Corp.  332,859  9,260 
*  Lions Gate Entertainment Corp.  1,246,039  9,158 
*  Pinnacle Entertainment Inc.  819,110  9,133 
*  Skechers U.S.A. Inc. Class A  387,845  9,110 
  Bob Evans Farms Inc.  322,882  9,063 
*  Timberland Co. Class A  447,658  8,868 
  Finish Line Inc. Class A  635,271  8,837 
*  Talbots Inc.  660,357  8,651 


*  Domino's Pizza Inc.  653,114  8,634 
  Columbia Sportswear Co.  147,604  8,626 
  Arbitron Inc.  304,969  8,530 
*  CEC Entertainment Inc.  241,693  8,297 
*  Hibbett Sports Inc.  327,001  8,159 
  Ryland Group Inc.  449,608  8,057 
*  Buffalo Wild Wings Inc.  168,016  8,046 
*  Liz Claiborne Inc.  1,309,015  7,959 
^  Buckle Inc.  298,876  7,932 
*  DSW Inc. Class A  276,246  7,928 
*  Helen of Troy Ltd.  310,011  7,840 
^  NutriSystem Inc.  407,300  7,836 
^  Barnes & Noble Inc.  481,275  7,801 
*  Cabela's Inc.  400,938  7,610 
*  Charming Shoppes Inc.  2,079,397  7,319 
*  Modine Manufacturing Co.  560,124  7,265 
*  Ruby Tuesday Inc.  611,431  7,258 
*  Scientific Games Corp. Class A  744,347  7,220 
*  Biglari Holdings Inc.  21,967  7,219 
*,^ Blue Nile Inc.  160,920  7,159 
*  Standard Pacific Corp.  1,798,583  7,140 
  American Greetings Corp. Class A  379,811  7,061 
  Ameristar Casinos Inc.  401,181  7,001 
*  Texas Roadhouse Inc. Class A  492,848  6,929 
*,^ Corinthian Colleges Inc.  977,945  6,865 
*  True Religion Apparel Inc.  321,692  6,865 
*,^ Pre-Paid Legal Services Inc.  108,891  6,805 
  International Speedway Corp. Class A  278,836  6,804 
*,^ Education Management Corp.  444,577  6,526 
*  Quiksilver Inc.  1,669,000  6,526 
*  Group 1 Automotive Inc.  215,776  6,447 
*  Genesco Inc.  209,016  6,245 
*  Papa John's International Inc.  236,577  6,241 
*  DineEquity Inc.  138,371  6,224 
*  BJ's Restaurants Inc.  219,269  6,175 
*  K12 Inc.  208,815  6,062 
*  Meritage Homes Corp.  303,759  5,960 
  Stage Stores Inc.  446,713  5,807 
*  Exide Technologies  1,204,976  5,772 
*  American Public Education Inc.  173,132  5,689 
*  Maidenform Brands Inc.  196,851  5,679 
*  Belo Corp. Class A  883,294  5,476 
*  Penske Automotive Group Inc.  409,670  5,408 
^  PetMed Express Inc.  305,935  5,354 
  Fred's Inc. Class A  446,932  5,274 
*  Shutterfly Inc.  202,232  5,256 
*  American Axle & Manufacturing Holdings Inc.  580,738  5,238 
*  California Pizza Kitchen Inc.  305,005  5,203 
*  Zumiez Inc.  245,432  5,193 
*  Interval Leisure Group Inc.  382,361  5,150 
^  Sturm Ruger & Co. Inc.  374,444  5,107 
*,^ Fuel Systems Solutions Inc.  129,577  5,068 
  PEP Boys-Manny Moe & Jack  478,750  5,065 
  Superior Industries International Inc.  287,794  4,973 
  CPI Corp.  190,253  4,924 


  Brown Shoe Co. Inc.  424,313  4,867 
  National Presto Industries Inc.  45,581  4,853 
  Harte-Hanks Inc.  415,684  4,851 
*  Clear Channel Outdoor Holdings Inc. Class A  422,556  4,830 
*  La-Z-Boy Inc.  567,990  4,794 
*  Coldwater Creek Inc.  906,680  4,778 
  Universal Technical Institute Inc.  244,325  4,777 
  Callaway Golf Co.  676,503  4,736 
  Ethan Allen Interiors Inc.  265,848  4,642 
*  Sonic Automotive Inc. Class A  472,169  4,641 
*  Grand Canyon Education Inc.  208,745  4,578 
*  Federal-Mogul Corp.  241,037  4,558 
*  Lumber Liquidators Holdings Inc.  182,562  4,486 
*  Steiner Leisure Ltd.  117,543  4,478 
*  EW Scripps Co. Class A  557,912  4,396 
*  Mediacom Communications Corp. Class A  664,595  4,393 
*  Jakks Pacific Inc.  245,935  4,338 
*  Sonic Corp.  533,931  4,314 
*  Vitamin Shoppe Inc.  156,162  4,287 
  Stewart Enterprises Inc. Class A  792,091  4,269 
*  Rentrak Corp.  168,229  4,251 
*  Wet Seal Inc. Class A  1,243,739  4,216 
*  Boyd Gaming Corp.  577,446  4,186 
*  G-III Apparel Group Ltd.  132,331  4,153 
*,^ Landry's Restaurants Inc.  168,660  4,130 
*  hhgregg Inc.  160,698  3,979 
*  Knology Inc.  289,495  3,888 
*  Asbury Automotive Group Inc.  274,030  3,856 
  Churchill Downs Inc.  107,514  3,840 
*  Denny's Corp.  1,225,734  3,812 
  HOT Topic Inc.  628,387  3,764 
*  Shuffle Master Inc.  447,114  3,760 
*  iRobot Corp.  200,090  3,716 
*  Peet's Coffee & Tea Inc.  108,451  3,712 
*  Dorman Products Inc.  120,018  3,699 
  News Corp. Class B  240,626  3,624 
*  Sinclair Broadcast Group Inc. Class A  509,071  3,574 
*  K-Swiss Inc. Class A  268,014  3,417 
*  Drew Industries Inc.  163,431  3,409 
  Lennar Corp. Class B  273,234  3,366 
*  RC2 Corp.  160,392  3,360 
*  Red Robin Gourmet Burgers Inc.  168,035  3,295 
*  Furniture Brands International Inc.  610,041  3,282 
*  Select Comfort Corp.  469,727  3,185 
*,^ Hovnanian Enterprises Inc. Class A  808,874  3,179 
  Christopher & Banks Corp.  398,613  3,153 
*  America's Car-Mart Inc.  124,140  3,126 
*  Unifi Inc.  669,193  3,018 
*  Perry Ellis International Inc.  136,206  2,976 
*  Rue21 Inc.  113,527  2,930 
*  Citi Trends Inc.  120,825  2,925 
  World Wrestling Entertainment Inc. Class A  209,781  2,918 
*  CKX Inc.  592,093  2,901 
  Standard Motor Products Inc.  275,218  2,898 
*  Journal Communications Inc. Class A  640,662  2,889 


*  Pacific Sunwear of California Inc.  550,735  2,880 
*  Core-Mark Holding Co. Inc.  92,767  2,872 
  Blyth Inc.  69,551  2,868 
*  Carmike Cinemas Inc.  322,803  2,815 
  Systemax Inc.  225,457  2,769 
*  Winnebago Industries Inc.  261,171  2,721 
*  Alloy Inc.  276,401  2,684 
  Big 5 Sporting Goods Corp.  198,138  2,659 
*  Retail Ventures Inc.  245,574  2,642 
  Oxford Industries Inc.  110,894  2,637 
*  Beazer Homes USA Inc.  638,512  2,637 
*  Ascent Media Corp. Class A  97,059  2,592 
*  Universal Electronics Inc.  122,597  2,556 
*  Kid Brands Inc.  291,592  2,508 
*,^ Bridgepoint Education Inc.  160,867  2,487 
*  Stein Mart Inc.  275,292  2,431 
*  Amerigon Inc.  235,029  2,421 
  Hooker Furniture Corp.  203,545  2,367 
*  Famous Dave's Of America Inc.  247,871  2,357 
*  Krispy Kreme Doughnuts Inc.  498,638  2,284 
*  Volcom Inc.  118,457  2,265 
*  Geeknet Inc.  1,116,134  2,221 
*  Movado Group Inc.  203,207  2,211 
*  Lincoln Educational Services Corp.  149,987  2,161 
*  Steinway Musical Instruments Inc.  124,607  2,146 
  Cherokee Inc.  115,870  2,113 
*,^ Overstock.com Inc.  134,120  2,108 
*  ChinaCast Education Corp.  297,506  2,106 
*  Kirkland's Inc.  145,713  2,020 
*  Stoneridge Inc.  189,578  1,992 
*  Cavco Industries Inc.  55,249  1,984 
*  AFC Enterprises Inc.  159,071  1,972 
*  Smith & Wesson Holding Corp.  551,351  1,963 
*  AH Belo Corp. Class A  277,542  1,962 
  Marcus Corp.  161,507  1,914 
*  O'Charleys Inc.  262,815  1,890 
*  Leapfrog Enterprises Inc.  341,837  1,873 
*  Drugstore.Com Inc.  968,106  1,859 
  Speedway Motorsports Inc.  115,332  1,808 
  Gaiam Inc. Class A  263,126  1,760 
*  Kenneth Cole Productions Inc. Class A  103,120  1,719 
*  Carriage Services Inc. Class A  340,712  1,707 
*  Warner Music Group Corp.  377,980  1,701 
*  Monarch Casino & Resort Inc.  150,360  1,686 
*  Playboy Enterprises Inc. Class B  323,841  1,665 
*  Strattec Security Corp.  66,615  1,661 
*,^ McClatchy Co. Class A  422,626  1,661 
*  Midas Inc.  217,861  1,658 
*  Destination Maternity Corp.  49,107  1,617 
*  Arctic Cat Inc.  156,375  1,603 
  Learning Tree International Inc.  158,115  1,600 
  Weyco Group Inc.  64,728  1,568 
  Haverty Furniture Cos. Inc.  143,064  1,561 
  Bebe Stores Inc.  213,332  1,538 
*  LIN TV Corp. Class A  340,625  1,512 


  Spartan Motors Inc.  313,829  1,456 
*  Jamba Inc.  663,292  1,453 
  Mac-Gray Corp.  117,942  1,431 
*  Isle of Capri Casinos Inc.  196,818  1,409 
*,^ Bon-Ton Stores Inc.  135,855  1,382 
*  Orbitz Worldwide Inc.  217,510  1,370 
*,^ SuperMedia Inc.  129,252  1,366 
*,^ Joe's Jeans Inc.  642,945  1,357 
*  Martha Stewart Living Omnimedia Class A  281,087  1,332 
  Ambassadors Group Inc.  116,150  1,317 
*,^ Wonder Auto Technology Inc.  151,514  1,289 
*  Morgans Hotel Group Co.  176,057  1,289 
*  Audiovox Corp. Class A  185,139  1,266 
*  Daily Journal Corp.  17,529  1,262 
*  Shoe Carnival Inc.  62,413  1,262 
  CSS Industries Inc.  70,193  1,214 
*  Lifetime Brands Inc.  78,780  1,190 
  Dover Downs Gaming & Entertainment Inc.  334,711  1,138 
*  Entercom Communications Corp. Class A  138,629  1,090 
  Lithia Motors Inc. Class A  111,514  1,069 
*  Brookfield Homes Corp.  128,917  1,056 
*  Navarre Corp.  403,891  1,050 
*  M/I Homes Inc.  101,098  1,048 
*  Shiloh Industries Inc.  108,272  1,048 
*  Red Lion Hotels Corp.  139,613  1,039 
*  Tuesday Morning Corp.  214,937  1,025 
*  Multimedia Games Inc.  270,164  1,000 
*  Carrols Restaurant Group Inc.  185,830  985 
*  Cumulus Media Inc. Class A  338,403  951 
*  West Marine Inc.  91,940  934 
*  Cache Inc.  180,188  919 
*,^ Fuqi International Inc.  139,200  905 
*  Saga Communications Inc. Class A  44,480  903 
  Skyline Corp.  44,352  899 
*  Sealy Corp.  344,861  841 
*  Marine Products Corp.  136,760  840 
*  Cost Plus Inc.  201,688  837 
*  Zale Corp.  398,010  836 
  PRIMEDIA Inc.  219,355  834 
*  Hastings Entertainment Inc./United States  119,957  815 
*  McCormick & Schmick's Seafood Restaurants Inc.  98,677  768 
*  Heelys Inc.  318,703  765 
*  Media General Inc. Class A  83,292  746 
*,^ Jackson Hewitt Tax Service Inc.  803,171  739 
*  Fisher Communications Inc.  41,340  721 
*  MarineMax Inc.  101,965  718 
*  Bassett Furniture Industries Inc.  144,772  714 
*  Benihana Inc. Class A  92,072  699 
*  Build-A-Bear Workshop Inc.  110,838  671 
*  Casual Male Retail Group Inc.  163,087  665 
*  Lee Enterprises Inc.  248,140  665 
*  Morton's Restaurant Group Inc.  135,539  663 
*  American Apparel Inc.  530,580  653 
*  New York & Co. Inc.  245,053  630 
*  Johnson Outdoors Inc. Class A  48,063  616 


*  Town Sports International Holdings Inc.  223,848  613 
*  Luby's Inc.  126,231  608 
*  Outdoor Channel Holdings Inc.  108,452  600 
*  Premier Exhibitions Inc.  345,348  597 
*  Stanley Furniture Co. Inc.  168,353  579 
*,^ Quantum Fuel Systems Technologies Worldwide Inc.  1,101,650  551 
*  dELiA*s Inc.  289,908  548 
  Books-A-Million Inc.  90,659  544 
*  Great Wolf Resorts Inc.  248,722  473 
*  Princeton Review Inc.  226,428  462 
*  Escalade Inc.  94,011  452 
*  Beasley Broadcasting Group Inc. Class A  84,034  445 
*  Radio One Inc.  495,080  436 
*  Hallwood Group Inc.  12,468  429 
*  Rick's Cabaret International Inc.  57,967  422 
*  Gray Television Inc.  201,962  406 
*  Century Casinos Inc.  194,486  403 
*  Borders Group Inc.  337,189  401 
*  1-800-Flowers.com Inc. Class A  211,103  399 
*  Vitacost.com Inc.  63,500  382 
*  Dover Motorsports Inc.  204,307  374 
*  Harris Interactive Inc.  396,566  373 
*  MTR Gaming Group Inc.  208,151  373 
*  Reading International Inc. Class A  80,304  364 
*  Empire Resorts Inc.  321,371  357 
*  Ruth's Hospitality Group Inc.  87,294  350 
*  Bluegreen Corp.  125,143  349 
*  Entravision Communications Corp. Class A  174,920  348 
*  Nautilus Inc.  256,705  341 
*,^ Deer Consumer Products Inc.  35,200  338 
  Emerson Radio Corp.  146,371  329 
*  Duckwall-ALCO Stores Inc.  24,488  320 
*  Nexstar Broadcasting Group Inc. Class A  61,091  315 
*  Dixie Group Inc.  99,319  301 
*  Spanish Broadcasting System Inc.  343,893  299 
*  Benihana Inc. Class A  37,839  293 
  Aaron's Inc. Class A  15,187  279 
*,^ Conn's Inc.  58,948  274 
*  Trans World Entertainment Corp.  160,982  274 
*,^ China Automotive Systems Inc.  16,928  259 
*  Delta Apparel Inc.  16,500  248 
  Gaming Partners International Corp.  40,754  241 
*  Hollywood Media Corp.  189,659  233 
*  Private Media Group Inc.  125,862  230 
*  Salem Communications Corp. Class A  75,777  222 
  Collectors Universe  14,905  201 
*  Canterbury Park Holding Corp.  24,400  190 
*  SORL Auto Parts Inc.  21,223  184 
*  Valuevision Media Inc. Class A  97,214  183 
*  Lakes Entertainment Inc.  92,056  158 
  Frisch's Restaurants Inc.  7,499  147 
*  Culp Inc.  14,120  138 
*  Sport Chalet Inc. Class A  63,821  126 
*  LodgeNet Interactive Corp.  43,500  122 
*  Palm Harbor Homes Inc.  73,575  117 


* AC Moore Arts & Crafts Inc.  46,171  104 
* VCG Holding Corp.  54,516  100 
* Hovnanian Enterprises Inc. Class B  19,300  76 
* Atrinsic Inc.  144,106  69 
* Universal Travel Group  14,800  66 
* Nobel Learning Communities Inc.  8,340  58 
* Tandy Brands Accessories Inc.  17,502  57 
* Forward Industries Inc.  11,867  44 
Flexsteel Industries  2,200  34 
* SPAR Group Inc.  16,174  17 
* Global Traffic Network Inc.  2,600  13 
* Crown Media Holdings Inc. Class A  4,100  10 
* Emmis Communications Corp. Class A  6,535  5 
* Sport Chalet Inc. Class B  1,825  4 
* US Auto Parts Network Inc.  400  3 
Educational Development Corp.  303  2 
    15,499,005 
Consumer Staples (9.7%)     
Procter & Gamble Co.  31,062,305  1,862,806 
Coca-Cola Co.  22,395,209  1,310,568 
Wal-Mart Stores Inc.  22,006,563  1,177,791 
PepsiCo Inc.  17,394,589  1,155,696 
Philip Morris International Inc.  19,974,116  1,118,950 
Kraft Foods Inc.  18,805,606  580,341 
Altria Group Inc.  22,462,282  539,544 
CVS Caremark Corp.  14,678,354  461,928 
Colgate-Palmolive Co.  5,290,006  406,590 
Walgreen Co.  10,560,828  353,788 
Costco Wholesale Corp.  4,754,710  306,631 
Kimberly-Clark Corp.  4,468,322  290,664 
General Mills Inc.  7,158,020  261,554 
Archer-Daniels-Midland Co.  6,937,343  221,440 
Sysco Corp.  6,382,460  182,028 
HJ Heinz Co.  3,411,978  161,625 
Avon Products Inc.  4,629,544  148,655 
Kellogg Co.  2,879,664  145,452 
Kroger Co.  6,619,940  143,388 
Lorillard Inc.  1,651,923  132,666 
Mead Johnson Nutrition Co.  2,210,621  125,806 
Reynolds American Inc.  1,890,110  112,254 
ConAgra Foods Inc.  4,815,807  105,659 
Clorox Co.  1,522,416  101,636 
Coca-Cola Enterprises Inc.  3,246,991  100,657 
Dr Pepper Snapple Group Inc.  2,656,298  94,352 
Sara Lee Corp.  6,790,934  91,202 
Safeway Inc.  4,201,715  88,908 
Bunge Ltd.  1,480,734  87,600 
Molson Coors Brewing Co. Class B  1,749,635  82,618 
Hershey Co.  1,707,847  81,276 
Estee Lauder Cos. Inc. Class A  1,246,171  78,795 
Campbell Soup Co.  2,203,951  78,791 
JM Smucker Co.  1,286,638  77,880 
* Whole Foods Market Inc.  1,576,773  58,514 
McCormick & Co. Inc.  1,299,040  54,612 
Brown-Forman Corp. Class B  878,905  54,176 


  Tyson Foods Inc. Class A  3,151,615  50,489 
  Church & Dwight Co. Inc.  766,661  49,787 
*  Energizer Holdings Inc.  719,754  48,389 
  Herbalife Ltd.  650,784  39,275 
*  Hansen Natural Corp.  815,506  38,019 
*,^ Green Mountain Coffee Roasters Inc.  1,206,863  37,642 
*  Constellation Brands Inc. Class A  2,046,099  36,195 
  Alberto-Culver Co. Class B  958,100  36,072 
  Hormel Foods Corp.  795,952  35,499 
*  Ralcorp Holdings Inc.  594,091  34,742 
  Corn Products International Inc.  814,214  30,533 
  Del Monte Foods Co.  2,146,646  28,143 
*  Smithfield Foods Inc.  1,612,617  27,140 
  SUPERVALU Inc.  2,299,970  26,519 
*  NBTY Inc.  480,389  26,412 
*  BJ's Wholesale Club Inc.  586,868  24,355 
  Flowers Foods Inc.  893,622  22,198 
*  Dean Foods Co.  1,960,655  20,018 
  Nu Skin Enterprises Inc. Class A  614,012  17,684 
*  TreeHouse Foods Inc.  377,638  17,409 
  Casey's General Stores Inc.  407,935  17,031 
*  Central European Distribution Corp.  723,912  16,158 
  Ruddick Corp.  448,110  15,540 
*  United Natural Foods Inc.  443,554  14,699 
*  Hain Celestial Group Inc.  449,856  10,788 
  Universal Corp.  265,681  10,651 
^  Vector Group Ltd.  568,086  10,623 
*  Fresh Del Monte Produce Inc.  481,424  10,447 
  Sanderson Farms Inc.  236,209  10,225 
  Lancaster Colony Corp.  213,623  10,147 
  Diamond Foods Inc.  232,839  9,544 
*  Chiquita Brands International Inc.  644,607  8,535 
*  Darling International Inc.  937,574  7,988 
  Nash Finch Co.  176,218  7,496 
  Andersons Inc.  186,033  7,051 
*  Boston Beer Co. Inc. Class A  102,947  6,884 
  WD-40 Co.  163,466  6,215 
*,^ Zhongpin Inc.  379,087  6,175 
*  Rite Aid Corp.  6,353,366  5,991 
  Lance Inc.  279,094  5,945 
  J&J Snack Foods Corp.  133,750  5,608 
  Tootsie Roll Industries Inc.  216,559  5,388 
*  Pantry Inc.  214,490  5,171 
  B&G Foods Inc. Class A  448,668  4,899 
  Weis Markets Inc.  120,260  4,706 
  Cal-Maine Foods Inc.  155,751  4,514 
  Pricesmart Inc.  152,582  4,445 
*  Central Garden and Pet Co. Class A  392,206  4,063 
*,^ Medifast Inc.  146,148  3,965 
*  Winn-Dixie Stores Inc.  552,283  3,938 
*  Elizabeth Arden Inc.  195,175  3,902 
*  USANA Health Sciences Inc.  93,897  3,790 
  Coca-Cola Bottling Co. Consolidated  69,691  3,689 
*  Prestige Brands Holdings Inc.  372,702  3,686 
  Spartan Stores Inc.  254,001  3,683 


*  Heckmann Corp.  898,896  3,506 
*  Alliance One International Inc.  781,949  3,245 
*,^ Dole Food Co. Inc.  302,013  2,763 
  Imperial Sugar Co.  205,614  2,689 
  Inter Parfums Inc.  149,409  2,628 
*  Smart Balance Inc.  671,839  2,607 
*  Revlon Inc. Class A  192,769  2,433 
*  Central Garden and Pet Co.  230,992  2,386 
  Village Super Market Inc. Class A  81,837  2,287 
  Oil-Dri Corp. of America  105,636  2,272 
*  John B. Sanfilippo & Son Inc.  172,114  2,272 
*  Pilgrim's Pride Corp.  398,098  2,237 
  Calavo Growers Inc.  101,480  2,200 
*,^ American Dairy Inc.  206,215  2,155 
*  Nutraceutical International Corp.  132,059  2,072 
*  Physicians Formula Holdings Inc.  582,821  1,783 
  Ingles Markets Inc. Class A  102,909  1,709 
*,^ Great Atlantic & Pacific Tea Co.  415,326  1,645 
  Tasty Baking Co.  226,608  1,548 
  Schiff Nutrition International Inc.  187,025  1,534 
  National Beverage Corp.  105,131  1,472 
*,^ American Oriental Bioengineering Inc.  557,445  1,343 
*,^ Lifeway Foods Inc.  112,377  1,182 
*  Seneca Foods Corp. Class A  39,593  1,037 
  Alico Inc.  39,784  925 
  Arden Group Inc.  10,799  891 
*,^ Star Scientific Inc.  423,326  889 
*  Inventure Foods Inc.  229,074  864 
  Female Health Co.  152,998  788 
*  Reddy Ice Holdings Inc.  306,453  699 
*,^ China Sky One Medical Inc.  91,025  692 
*  Susser Holdings Corp.  46,875  656 
*  Omega Protein Corp.  112,817  648 
  Farmer Bros Co.  38,062  609 
  Griffin Land & Nurseries Inc.  21,972  581 
*  Mannatech Inc.  218,491  448 
*,^ China-Biotics Inc.  40,193  442 
  MGP Ingredients Inc.  55,744  438 
  Reliv International Inc.  146,363  315 
*  Parlux Fragrances Inc.  133,178  300 
*  HQ Sustainable Maritime Industries Inc.  83,929  253 
*  Harbinger Group Inc.  41,705  231 
*,^ AgFeed Industries Inc.  77,563  200 
*  Jones Soda Co.  122,306  174 
*  Orchids Paper Products Co.  4,200  61 
*  Crystal Rock Holdings Inc.  33,000  23 
      13,409,073 
Energy (10.4%)     
  Exxon Mobil Corp.  54,971,112  3,396,665 
  Chevron Corp.  21,665,037  1,755,951 
  Schlumberger Ltd.  14,737,832  907,998 
  ConocoPhillips  15,250,247  875,822 
  Occidental Petroleum Corp.  8,760,021  685,910 
  Apache Corp.  3,891,752  380,458 
  Halliburton Co.  9,840,686  325,432 


Anadarko Petroleum Corp.  5,336,719  304,460 
Devon Energy Corp.  4,579,563  296,481 
EOG Resources Inc.  2,730,853  253,887 
Marathon Oil Corp.  7,653,769  253,340 
* Transocean Ltd.  3,453,771  222,043 
National Oilwell Varco Inc.  4,520,609  201,031 
Baker Hughes Inc.  4,628,818  197,188 
Hess Corp.  3,188,293  188,492 
Chesapeake Energy Corp.  7,034,033  159,321 
Spectra Energy Corp.  6,991,946  157,668 
Peabody Energy Corp.  2,904,974  142,373 
Noble Energy Inc.  1,887,155  141,706 
* Weatherford International Ltd.  8,000,116  136,802 
* Southwestern Energy Co.  3,741,634  125,120 
Murphy Oil Corp.  1,966,385  121,759 
Williams Cos. Inc.  6,314,912  120,678 
* Cameron International Corp.  2,638,602  113,354 
Valero Energy Corp.  6,112,534  107,030 
El Paso Corp.  7,607,782  94,184 
Noble Corp.  2,761,539  93,312 
Consol Energy Inc.  2,439,233  90,154 
* FMC Technologies Inc.  1,312,814  89,652 
* Newfield Exploration Co.  1,442,605  82,863 
Pioneer Natural Resources Co.  1,253,627  81,523 
* Ultra Petroleum Corp.  1,645,504  69,078 
Range Resources Corp.  1,723,801  65,729 
* Denbury Resources Inc.  4,102,662  65,191 
Cimarex Energy Co.  906,352  59,982 
QEP Resources Inc.  1,887,760  56,897 
* Pride International Inc.  1,897,997  55,858 
* Nabors Industries Ltd.  3,082,721  55,674 
* Concho Resources Inc.  840,827  55,638 
* Alpha Natural Resources Inc.  1,310,101  53,911 
EQT Corp.  1,477,961  53,295 
* Whiting Petroleum Corp.  556,592  53,160 
* Petrohawk Energy Corp.  3,267,449  52,737 
* Kinder Morgan Management LLC  863,407  52,020 
^ Diamond Offshore Drilling Inc.  752,292  50,983 
Sunoco Inc.  1,304,920  47,630 
Arch Coal Inc.  1,756,873  46,926 
Helmerich & Payne Inc.  1,143,481  46,265 
Core Laboratories NV  482,983  42,522 
* Plains Exploration & Production Co.  1,515,541  40,419 
* Rowan Cos. Inc.  1,238,033  37,587 
* McDermott International Inc.  2,497,139  36,908 
* Forest Oil Corp.  1,156,168  34,338 
Cabot Oil & Gas Corp.  1,123,768  33,837 
* Dresser-Rand Group Inc.  893,558  32,963 
Massey Energy Co.  1,059,647  32,870 
* Oceaneering International Inc.  596,572  32,131 
Southern Union Co.  1,213,294  29,192 
EXCO Resources Inc.  1,954,776  29,068 
Patterson-UTI Energy Inc.  1,665,764  28,451 
* Mariner Energy Inc.  1,115,895  27,038 
SM Energy Co.  680,113  25,477 


*  Oil States International Inc.  542,790  25,267 
  Tidewater Inc.  561,254  25,150 
*  Atlas Energy Inc.  849,111  24,319 
*  Brigham Exploration Co.  1,259,919  23,623 
*  Superior Energy Services Inc.  849,753  22,680 
*  SandRidge Energy Inc.  3,855,845  21,901 
*  Dril-Quip Inc.  344,162  21,376 
*  Gran Tierra Energy Inc.  2,744,562  21,188 
  Tesoro Corp.  1,528,504  20,421 
*  SEACOR Holdings Inc.  232,285  19,781 
*  Atwood Oceanics Inc.  629,113  19,157 
  World Fuel Services Corp.  692,468  18,011 
  CARBO Ceramics Inc.  212,439  17,208 
*  Continental Resources Inc.  368,963  17,105 
  Berry Petroleum Co. Class A  524,839  16,653 
  Holly Corp.  576,006  16,560 
*  Unit Corp.  441,935  16,480 
*  Quicksilver Resources Inc.  1,289,829  16,252 
  Frontier Oil Corp.  1,145,055  15,344 
*  Bill Barrett Corp.  421,874  15,187 
*  McMoRan Exploration Co.  855,042  14,715 
*  Exterran Holdings Inc.  647,612  14,707 
  Lufkin Industries Inc.  321,994  14,136 
*  Complete Production Services Inc.  677,347  13,852 
*  Bristow Group Inc.  371,508  13,404 
*  Rosetta Resources Inc.  570,590  13,403 
*  Key Energy Services Inc.  1,355,432  12,890 
*  Helix Energy Solutions Group Inc.  1,075,228  11,978 
*  Comstock Resources Inc.  512,902  11,535 
*  Swift Energy Co.  408,707  11,477 
*,^ Energy XXI Bermuda Ltd.  468,899  10,836 
  Overseas Shipholding Group Inc.  312,301  10,718 
*  Stone Energy Corp.  668,616  9,849 
*  Patriot Coal Corp.  831,136  9,483 
*  Northern Oil and Gas Inc.  550,935  9,333 
*  International Coal Group Inc.  1,732,504  9,217 
*  Carrizo Oil & Gas Inc.  355,612  8,513 
*  ION Geophysical Corp.  1,638,951  8,424 
*  USEC Inc.  1,601,586  8,312 
*  Tetra Technologies Inc.  812,828  8,291 
*  Newpark Resources Inc.  957,925  8,047 
  Penn Virginia Corp.  487,781  7,824 
*  Cobalt International Energy Inc.  806,849  7,705 
*  Enbridge Energy Management LLC  134,205  7,404 
*  Contango Oil & Gas Co.  145,130  7,280 
*  Rex Energy Corp.  565,389  7,237 
*,^ ATP Oil & Gas Corp.  499,691  6,821 
*  James River Coal Co.  381,997  6,696 
*  Gulfmark Offshore Inc.  210,068  6,453 
*  Cal Dive International Inc.  1,135,610  6,212 
*  Hornbeck Offshore Services Inc.  312,046  6,082 
*  Venoco Inc.  303,329  5,954 
*  Global Industries Ltd.  1,029,566  5,632 
  RPC Inc.  262,812  5,561 
*  Cloud Peak Energy Inc.  295,106  5,386 


*  Parker Drilling Co.  1,228,924  5,346 
*,^ Clean Energy Fuels Corp.  367,458  5,222 
*  Willbros Group Inc.  563,881  5,171 
*  Petroleum Development Corp.  170,448  4,704 
*  Hercules Offshore Inc.  1,685,024  4,465 
*  Tesco Corp.  360,915  4,342 
*  Kodiak Oil & Gas Corp.  1,270,764  4,308 
*  Petroquest Energy Inc.  703,472  4,284 
*  Gulfport Energy Corp.  282,259  3,906 
*,^ Goodrich Petroleum Corp.  264,078  3,848 
*,^ Western Refining Inc.  718,802  3,767 
  Gulf Island Fabrication Inc.  204,761  3,727 
  General Maritime Corp.  758,862  3,726 
*  Harvest Natural Resources Inc.  355,919  3,709 
*  Resolute Energy Corp.  331,151  3,663 
*  Warren Resources Inc.  915,942  3,636 
*,^ Rentech Inc.  3,595,898  3,546 
*  Pioneer Drilling Co.  554,217  3,536 
*  CVR Energy Inc.  420,941  3,473 
  W&T Offshore Inc.  309,918  3,285 
*  Clayton Williams Energy Inc.  62,911  3,183 
*  Energy Partners Ltd.  259,916  3,122 
*  Endeavour International Corp.  2,375,043  3,064 
*  Callon Petroleum Co.  618,040  3,059 
*  American Oil & Gas Inc.  355,980  2,883 
*,^ BPZ Resources Inc.  734,139  2,812 
*  Vaalco Energy Inc.  483,153  2,773 
*,^ CAMAC Energy Inc.  846,320  2,700 
*  T-3 Energy Services Inc.  101,417  2,652 
*,^ Delta Petroleum Corp.  3,234,013  2,544 
*  Matrix Service Co.  270,302  2,365 
*  Crosstex Energy Inc.  296,917  2,346 
*  Syntroleum Corp.  1,104,888  2,066 
*  Abraxas Petroleum Corp.  707,809  2,010 
*  Dawson Geophysical Co.  74,813  1,994 
*  Oilsands Quest Inc.  3,836,751  1,987 
*  Basic Energy Services Inc.  227,391  1,937 
*  Allis-Chalmers Energy Inc.  458,174  1,911 
*  Gastar Exploration Ltd.  440,632  1,771 
*  Georesources Inc.  108,983  1,733 
*  OYO Geospace Corp.  29,319  1,697 
*  Vantage Drilling Co.  1,060,108  1,696 
*  Bolt Technology Corp.  164,717  1,688 
  Panhandle Oil and Gas Inc. Class A  64,726  1,598 
*  REX American Resources Corp.  107,659  1,560 
*  Toreador Resources Corp.  137,328  1,535 
*  FX Energy Inc.  369,700  1,531 
*,^ GMX Resources Inc.  278,923  1,356 
*  Natural Gas Services Group Inc.  88,753  1,311 
*  Double Eagle Petroleum Co.  286,367  1,260 
*  PHI Inc.  74,329  1,203 
*,^ Uranium Energy Corp.  347,369  1,139 
*  Green Plains Renewable Energy Inc.  86,068  1,042 
*  Westmoreland Coal Co.  103,371  1,019 
^  Houston American Energy Corp.  98,616  986 


*  Seahawk Drilling Inc.  109,047  923 
*,^ Cheniere Energy Inc.  365,247  920 
*  CREDO Petroleum Corp.  105,620  872 
*  Magnum Hunter Resources Corp.  203,868  844 
*  Bronco Drilling Co. Inc.  203,834  813 
*,^ Pacific Ethanol Inc.  907,372  809 
  Alon USA Energy Inc.  143,225  773 
  Delek US Holdings Inc.  103,300  740 
*  RAM Energy Resources Inc.  355,970  555 
*  Union Drilling Inc.  123,487  553 
*  ENGlobal Corp.  215,928  544 
*,^ GeoGlobal Resources Inc.  610,152  530 
*,^ Verenium Corp.  160,267  529 
*  Approach Resources Inc.  43,207  483 
*  Mitcham Industries Inc.  62,054  459 
*,^ Hyperdynamics Corp.  162,240  383 
*,^ Isramco Inc.  5,663  341 
*  TGC Industries Inc.  78,346  301 
*  Gasco Energy Inc.  943,505  282 
*,^ Sulphco Inc.  705,765  254 
*  Barnwell Industries Inc.  63,095  204 
*,^ NGAS Resources Inc.  186,251  162 
*  Uranium Resources Inc.  114,096  143 
*,^ Tri-Valley Corp.  197,225  132 
*  HKN Inc.  37,514  132 
*,^ BMB Munai Inc.  186,214  106 
*,^ Cano Petroleum Inc.  227,791  92 
*  Evolution Petroleum Corp.  15,000  90 
*  GeoMet Inc.  103,369  89 
*  Geokinetics Inc.  13,371  83 
*  National Coal Corp.  64,646  63 
*,^ Evergreen Energy Inc.  41,402  56 
*  Cubic Energy Inc.  26,928  20 
*  Adams Resources & Energy Inc.  320  6 
      14,389,945 
Financials (15.8%)     
  JPMorgan Chase & Co.  42,913,754  1,633,727 
  Bank of America Corp.  108,214,185  1,418,688 
  Wells Fargo & Co.  53,386,294  1,341,598 
*  Citigroup Inc.  265,687,367  1,036,181 
  Goldman Sachs Group Inc.  5,274,899  762,645 
*  Berkshire Hathaway Inc. Class B  7,609,473  629,151 
  American Express Co.  11,660,996  490,112 
  US Bancorp  20,675,381  447,002 
  MetLife Inc.  9,657,895  371,346 
  Bank of New York Mellon Corp.  13,092,466  342,106 
  Morgan Stanley  13,569,726  334,901 
  PNC Financial Services Group Inc.  5,677,823  294,736 
  Simon Property Group Inc.  3,157,438  292,821 
  Travelers Cos. Inc.  5,346,447  278,550 
  Prudential Financial Inc.  5,005,091  271,176 
  Aflac Inc.  5,065,447  261,934 
  ACE Ltd.  3,653,628  212,824 
  State Street Corp.  5,412,752  203,844 
  Chubb Corp.  3,525,369  200,911 


Capital One Financial Corp.  4,925,339  194,797 
CME Group Inc.  708,678  184,575 
Franklin Resources Inc.  1,716,932  183,540 
BB&T Corp.  7,467,239  179,811 
Allstate Corp.  5,513,568  173,953 
Charles Schwab Corp.  10,963,364  152,391 
Public Storage  1,557,677  151,157 
Vornado Realty Trust  1,766,568  151,095 
Equity Residential  3,057,498  145,445 
Progressive Corp.  6,872,540  143,430 
Marsh & McLennan Cos. Inc.  5,843,587  140,947 
T Rowe Price Group Inc.  2,805,340  140,449 
SunTrust Banks Inc.  5,402,704  139,552 
Loews Corp.  3,618,173  137,129 
Ameriprise Financial Inc.  2,783,319  131,734 
Boston Properties Inc.  1,502,599  124,896 
Annaly Capital Management Inc.  6,698,918  117,901 
HCP Inc.  3,177,372  114,322 
Northern Trust Corp.  2,353,156  113,516 
* Berkshire Hathaway Inc. Class A  848  105,576 
Hartford Financial Services Group Inc.  4,556,049  104,561 
Fifth Third Bancorp  8,591,398  103,355 
AON Corp.  2,621,233  102,516 
Invesco Ltd.  4,717,179  100,146 
Host Hotels & Resorts Inc.  6,822,693  98,793 
Discover Financial Services  5,879,551  98,071 
Regions Financial Corp.  12,892,779  93,730 
AvalonBay Communities Inc.  896,441  93,167 
Principal Financial Group Inc.  3,456,745  89,599 
Ventas Inc.  1,695,788  87,452 
* CIT Group Inc.  2,055,027  83,886 
NYSE Euronext  2,822,094  80,627 
XL Group PLC Class A  3,696,002  80,055 
Unum Group  3,596,136  79,654 
Lincoln National Corp.  3,267,235  78,152 
KeyCorp  9,499,699  75,618 
M&T Bank Corp.  899,832  73,615 
New York Community Bancorp Inc.  4,472,531  72,679 
* IntercontinentalExchange Inc.  679,827  71,191 
Comerica Inc.  1,907,030  70,846 
Kimco Realty Corp.  4,382,719  69,028 
Health Care REIT Inc.  1,430,063  67,699 
BlackRock Inc.  382,830  65,177 
* Genworth Financial Inc. Class A  5,287,258  64,610 
PartnerRe Ltd.  803,795  64,448 
Hudson City Bancorp Inc.  5,124,632  62,828 
Plum Creek Timber Co. Inc.  1,760,729  62,154 
ProLogis  5,155,921  60,737 
* SLM Corp.  5,247,020  60,603 
Macerich Co.  1,403,500  60,280 
* CB Richard Ellis Group Inc. Class A  3,132,325  57,259 
Digital Realty Trust Inc.  917,504  56,610 
Willis Group Holdings PLC  1,831,763  56,455 
Everest Re Group Ltd.  637,461  55,121 
Moody's Corp.  2,177,330  54,390 


  Federal Realty Investment Trust  662,894  54,132 
  Legg Mason Inc.  1,769,779  53,642 
  SL Green Realty Corp.  842,271  53,341 
  People's United Financial Inc.  4,050,653  53,023 
*,^ American International Group Inc.  1,313,279  51,349 
  Assurant Inc.  1,260,475  51,301 
*  Leucadia National Corp.  2,105,098  49,722 
  Nationwide Health Properties Inc.  1,269,856  49,105 
  Cincinnati Financial Corp.  1,674,137  48,299 
  AMB Property Corp.  1,820,164  48,180 
*  Arch Capital Group Ltd.  568,205  47,616 
  Torchmark Corp.  894,541  47,536 
  Huntington Bancshares Inc.  7,748,130  43,932 
  Rayonier Inc.  866,205  43,414 
  Axis Capital Holdings Ltd.  1,300,230  42,830 
*  TD Ameritrade Holding Corp.  2,554,430  41,254 
  UDR Inc.  1,937,000  40,909 
  Alexandria Real Estate Equities Inc.  584,227  40,896 
  WR Berkley Corp.  1,486,592  40,242 
*  MSCI Inc. Class A  1,208,740  40,142 
^  Realty Income Corp.  1,175,055  39,623 
  Jones Lang LaSalle Inc.  454,556  39,215 
^  Liberty Property Trust  1,224,869  39,073 
  RenaissanceRe Holdings Ltd.  650,257  38,989 
  Reinsurance Group of America Inc. Class A  791,159  38,205 
  Marshall & Ilsley Corp.  5,416,282  38,131 
  Fidelity National Financial Inc. Class A  2,363,679  37,133 
  Eaton Vance Corp.  1,275,816  37,050 
  Zions Bancorporation  1,731,859  36,993 
*  Affiliated Managers Group Inc.  457,964  35,726 
  Essex Property Trust Inc.  325,291  35,600 
  Transatlantic Holdings Inc.  695,745  35,358 
  Chimera Investment Corp.  8,926,739  35,261 
  Regency Centers Corp.  884,517  34,912 
*  Markel Corp.  100,893  34,767 
*  E*Trade Financial Corp.  2,378,140  34,578 
  Old Republic International Corp.  2,476,532  34,300 
  Camden Property Trust  713,358  34,220 
  Ares Capital Corp.  2,074,089  32,459 
  Senior Housing Properties Trust  1,379,296  32,413 
  HCC Insurance Holdings Inc.  1,240,426  32,363 
  Cullen/Frost Bankers Inc.  589,180  31,739 
  Duke Realty Corp.  2,685,478  31,125 
  Hospitality Properties Trust  1,333,462  29,776 
  Arthur J Gallagher & Co.  1,121,964  29,586 
  SEI Investments Co.  1,435,921  29,207 
  Assured Guaranty Ltd.  1,697,252  29,040 
  Commerce Bancshares Inc.  767,782  28,861 
  BRE Properties Inc.  689,395  28,610 
*  NASDAQ OMX Group Inc.  1,472,410  28,609 
*  First Horizon National Corp.  2,502,545  28,554 
  Mack-Cali Realty Corp.  858,253  28,073 
  Jefferies Group Inc.  1,209,295  27,439 
  Raymond James Financial Inc.  1,074,123  27,208 
  Apartment Investment & Management Co.  1,264,600  27,037 


Weingarten Realty Investors  1,236,223  26,974 
City National Corp.  506,135  26,861 
Brown & Brown Inc.  1,309,421  26,437 
White Mountains Insurance Group Ltd.  85,547  26,388 
Taubman Centers Inc.  589,641  26,304 
First Niagara Financial Group Inc.  2,257,599  26,301 
Allied World Assurance Co. Holdings Ltd.  464,168  26,267 
American Financial Group Inc.  848,260  25,940 
Developers Diversified Realty Corp.  2,304,519  25,857 
Waddell & Reed Financial Inc. Class A  936,586  25,625 
Aspen Insurance Holdings Ltd.  836,372  25,325 
Highwoods Properties Inc.  775,171  25,170 
* St. Joe Co.  1,004,583  24,984 
BioMed Realty Trust Inc.  1,387,552  24,865 
East West Bancorp Inc.  1,520,673  24,757 
Corporate Office Properties Trust  638,463  23,821 
Associated Banc-Corp  1,780,542  23,485 
Bank of Hawaii Corp.  520,839  23,396 
MFA Financial Inc.  3,035,253  23,159 
^ Federated Investors Inc. Class B  1,006,933  22,918 
Hanover Insurance Group Inc.  485,030  22,796 
National Retail Properties Inc.  902,258  22,656 
Omega Healthcare Investors Inc.  1,008,656  22,644 
TCF Financial Corp.  1,385,825  22,437 
Entertainment Properties Trust  504,068  21,766 
Janus Capital Group Inc.  1,986,164  21,748 
Greenhill & Co. Inc.  271,543  21,539 
Apollo Investment Corp.  2,098,148  21,464 
FirstMerit Corp.  1,169,412  21,424 
Valley National Bancorp  1,659,333  21,405 
* American Capital Ltd.  3,678,028  21,369 
American Campus Communities Inc.  701,579  21,356 
Platinum Underwriters Holdings Ltd.  487,045  21,196 
Endurance Specialty Holdings Ltd.  530,614  21,118 
Douglas Emmett Inc.  1,193,056  20,890 
Home Properties Inc.  394,337  20,860 
Washington Real Estate Investment Trust  657,099  20,850 
Validus Holdings Ltd.  784,622  20,683 
Tanger Factory Outlet Centers  438,671  20,679 
* Alleghany Corp.  68,196  20,665 
Protective Life Corp.  924,959  20,127 
* Popular Inc.  6,922,240  20,074 
CommonWealth REIT  778,137  19,920 
StanCorp Financial Group Inc.  513,790  19,524 
Alterra Capital Holdings Ltd.  976,794  19,458 
Fulton Financial Corp.  2,145,269  19,436 
* ProAssurance Corp.  334,937  19,289 
* SVB Financial Group  453,350  19,186 
Mid-America Apartment Communities Inc.  326,778  19,045 
Synovus Financial Corp.  7,655,142  18,832 
Kilroy Realty Corp.  566,292  18,767 
Washington Federal Inc.  1,220,053  18,618 
CBL & Associates Properties Inc.  1,423,419  18,590 
Erie Indemnity Co. Class A  331,290  18,572 
* MGIC Investment Corp.  1,957,932  18,072 


*  MBIA Inc.  1,771,269  17,801 
  LaSalle Hotel Properties  757,968  17,729 
  Brandywine Realty Trust  1,423,711  17,440 
  Westamerica Bancorporation  316,621  17,253 
  Equity Lifestyle Properties Inc.  314,146  17,115 
*  Signature Bank  438,474  17,030 
*  Forest City Enterprises Inc. Class A  1,324,913  16,999 
*  Stifel Financial Corp.  346,184  16,025 
  Healthcare Realty Trust Inc.  675,082  15,790 
  DuPont Fabros Technology Inc.  620,380  15,603 
  Prosperity Bancshares Inc.  479,792  15,579 
  DiamondRock Hospitality Co.  1,636,298  15,528 
  First American Financial Corp.  1,009,465  15,081 
  CapitalSource Inc.  2,796,659  14,934 
  Potlatch Corp.  431,663  14,677 
  Post Properties Inc.  524,988  14,658 
^  American Capital Agency Corp.  547,933  14,559 
  Iberiabank Corp.  288,641  14,426 
  Extra Space Storage Inc.  895,652  14,366 
  Trustmark Corp.  656,348  14,269 
*  CNO Financial Group Inc.  2,574,515  14,263 
  Webster Financial Corp.  805,184  14,139 
  Umpqua Holdings Corp.  1,241,297  14,076 
  Hatteras Financial Corp.  489,813  13,945 
  Northwest Bancshares Inc.  1,195,141  13,374 
  Montpelier Re Holdings Ltd.  768,757  13,315 
  BOK Financial Corp.  293,900  13,264 
  Unitrin Inc.  541,799  13,214 
  NewAlliance Bancshares Inc.  1,038,037  13,100 
  Delphi Financial Group Inc.  523,247  13,076 
  Astoria Financial Corp.  953,968  13,003 
*  Texas Capital Bancshares Inc.  735,855  12,708 
*  PHH Corp.  598,677  12,608 
  UMB Financial Corp.  352,274  12,509 
*  Western Alliance Bancorp  1,835,908  12,301 
*  Ashford Hospitality Trust Inc.  1,351,341  12,230 
  Medical Properties Trust Inc.  1,205,355  12,222 
*  Knight Capital Group Inc. Class A  976,187  12,095 
  Mercury General Corp.  295,905  12,094 
  PS Business Parks Inc.  213,042  12,052 
*  Portfolio Recovery Associates Inc.  183,564  11,867 
  National Health Investors Inc.  269,065  11,855 
  Susquehanna Bancshares Inc.  1,398,402  11,803 
  Colonial Properties Trust  720,661  11,667 
  Redwood Trust Inc.  805,577  11,649 
  Argo Group International Holdings Ltd.  334,468  11,619 
  BancorpSouth Inc.  814,441  11,549 
  Glacier Bancorp Inc.  776,514  11,337 
  Sovran Self Storage Inc.  298,558  11,315 
  Radian Group Inc.  1,442,160  11,278 
*,^ PMI Group Inc.  3,069,447  11,265 
  Cash America International Inc.  320,609  11,221 
^  United Bankshares Inc.  444,788  11,071 
  Wintrust Financial Corp.  338,346  10,966 
  EastGroup Properties Inc.  292,477  10,933 


DCT Industrial Trust Inc.  2,272,753  10,886 
Tower Group Inc.  465,058  10,859 
* MF Global Holdings Ltd.  1,484,126  10,686 
FNB Corp.  1,240,889  10,622 
First Financial Bancorp  630,964  10,524 
First Citizens BancShares Inc. Class A  56,799  10,523 
RLI Corp.  182,429  10,329 
Starwood Property Trust Inc.  515,292  10,239 
* Strategic Hotels & Resorts Inc.  2,350,368  9,966 
International Bancshares Corp.  588,288  9,936 
Old National Bancorp  945,348  9,926 
* Pinnacle Financial Partners Inc.  1,065,853  9,795 
* Sunstone Hotel Investors Inc.  1,070,187  9,707 
Hancock Holding Co.  319,963  9,621 
Franklin Street Properties Corp.  771,143  9,578 
TFS Financial Corp.  1,000,295  9,193 
* Ezcorp Inc. Class A  454,298  9,104 
Selective Insurance Group Inc.  555,279  9,045 
Cathay General Bancorp  756,334  8,993 
Anworth Mortgage Asset Corp.  1,257,122  8,963 
First Midwest Bancorp Inc.  764,698  8,817 
Community Bank System Inc.  382,333  8,797 
Capstead Mortgage Corp.  798,307  8,678 
Wilmington Trust Corp.  952,662  8,555 
Whitney Holding Corp.  1,039,246  8,491 
KBW Inc.  329,078  8,424 
NBT Bancorp Inc.  380,877  8,406 
MB Financial Inc.  513,934  8,336 
Ramco-Gershenson Properties Trust  742,552  7,953 
First Financial Bankshares Inc.  168,859  7,935 
Acadia Realty Trust  415,919  7,902 
Getty Realty Corp.  293,550  7,876 
LTC Properties Inc.  302,220  7,713 
National Penn Bancshares Inc.  1,227,546  7,672 
Investors Real Estate Trust  915,239  7,670 
* First Cash Financial Services Inc.  275,846  7,655 
* Ocwen Financial Corp.  752,147  7,627 
Cousins Properties Inc.  1,057,283  7,549 
* Altisource Portfolio Solutions SA  241,287  7,514 
BlackRock Kelso Capital Corp.  650,888  7,485 
U-Store-It Trust  895,543  7,478 
Employers Holdings Inc.  473,888  7,473 
* Interactive Brokers Group Inc.  434,034  7,470 
American National Insurance Co.  97,961  7,442 
Horace Mann Educators Corp.  411,600  7,318 
Columbia Banking System Inc.  372,200  7,314 
^ Lexington Realty Trust  1,020,197  7,305 
Equity One Inc.  431,034  7,276 
* optionsXpress Holdings Inc.  469,742  7,215 
Prospect Capital Corp.  738,778  7,174 
Infinity Property & Casualty Corp.  146,383  7,139 
Government Properties Income Trust  266,621  7,119 
* World Acceptance Corp.  159,559  7,046 
* Greenlight Capital Re Ltd. Class A  276,484  6,918 
^ Park National Corp.  107,859  6,907 


*  Hilltop Holdings Inc.  719,790  6,896 
*  Investment Technology Group Inc.  474,979  6,754 
  PacWest Bancorp  353,678  6,741 
  CVB Financial Corp.  893,426  6,710 
  Fifth Street Finance Corp.  599,842  6,682 
  Nelnet Inc. Class A  288,313  6,597 
  City Holding Co.  214,159  6,568 
*  Navigators Group Inc.  146,564  6,541 
  Provident Financial Services Inc.  525,999  6,501 
  Alexander's Inc.  20,497  6,473 
  Invesco Mortgage Capital Inc.  299,360  6,442 
  Inland Real Estate Corp.  766,596  6,370 
  PrivateBancorp Inc. Class A  554,592  6,317 
*  FBR Capital Markets Corp.  1,921,093  6,032 
*  Nara Bancorp Inc.  851,496  6,012 
*  Piper Jaffray Cos.  203,861  5,938 
*  Dollar Financial Corp.  282,355  5,893 
  Safety Insurance Group Inc.  139,934  5,880 
  Hersha Hospitality Trust  1,124,551  5,825 
  Chemical Financial Corp.  281,175  5,803 
  S&T Bancorp Inc.  332,130  5,786 
  American Physicians Capital Inc.  139,192  5,771 
  Bank of the Ozarks Inc.  151,242  5,610 
  Pennsylvania Real Estate Investment Trust  470,306  5,578 
*  Pebblebrook Hotel Trust  308,028  5,548 
  Brookline Bancorp Inc.  551,951  5,508 
*,^ GLG Partners Inc.  1,205,127  5,423 
  Saul Centers Inc.  129,008  5,412 
*  Credit Acceptance Corp.  88,579  5,364 
*  Forestar Group Inc.  314,595  5,364 
*  Investors Bancorp Inc.  452,656  5,359 
*,^ iStar Financial Inc.  1,729,942  5,294 
*  Pico Holdings Inc.  177,176  5,290 
^  Capitol Federal Financial  212,426  5,247 
  Sun Communities Inc.  168,742  5,180 
  Oriental Financial Group Inc.  387,223  5,150 
  First Potomac Realty Trust  340,602  5,109 
*  AMERISAFE Inc.  271,589  5,100 
  MarketAxess Holdings Inc.  298,416  5,067 
*  United Community Banks Inc.  2,217,152  4,966 
  Sterling Bancshares Inc.  922,416  4,953 
  American Equity Investment Life Holding Co.  483,453  4,951 
*,^ Hanmi Financial Corp.  3,848,704  4,926 
  Harleysville Group Inc.  148,925  4,883 
  Dime Community Bancshares Inc.  352,290  4,879 
  Trustco Bank Corp.  876,660  4,874 
  Cypress Sharpridge Investments Inc.  362,288  4,837 
  Hercules Technology Growth Capital Inc.  477,965  4,832 
  Compass Diversified Holdings  298,114  4,818 
*  Enstar Group Ltd.  66,285  4,812 
  Associated Estates Realty Corp.  331,379  4,633 
  First Commonwealth Financial Corp.  839,226  4,574 
  Meadowbrook Insurance Group Inc.  509,115  4,567 
  TICC Capital Corp.  422,393  4,372 
^  Life Partners Holdings Inc.  229,650  4,370 


  Flagstone Reinsurance Holdings SA  411,612  4,367 
*  National Financial Partners Corp.  344,588  4,366 
  Home Bancshares Inc.  213,668  4,342 
  SCBT Financial Corp.  137,905  4,301 
  Glimcher Realty Trust  699,135  4,300 
  Evercore Partners Inc. Class A  147,822  4,229 
*  Cardtronics Inc.  269,140  4,153 
*  CNA Surety Corp.  224,011  4,014 
  Artio Global Investors Inc. Class A  261,127  3,995 
*  Safeguard Scientifics Inc.  318,008  3,985 
  United Fire & Casualty Co.  185,413  3,933 
*  FPIC Insurance Group Inc.  110,448  3,876 
  Boston Private Financial Holdings Inc.  590,124  3,859 
  Retail Opportunity Investments Corp.  401,255  3,840 
  Flushing Financial Corp.  331,671  3,834 
*  Citizens Inc.  555,033  3,824 
  BGC Partners Inc. Class A  633,773  3,784 
  Universal Health Realty Income Trust  109,365  3,763 
  Simmons First National Corp. Class A  131,374  3,714 
  Community Trust Bancorp Inc.  136,803  3,706 
  PennantPark Investment Corp.  347,176  3,684 
*,^ Ambac Financial Group Inc.  6,489,745  3,602 
*  MPG Office Trust Inc.  1,434,961  3,587 
  Independent Bank Corp.  158,327  3,566 
  WesBanco Inc.  217,354  3,552 
*  Beneficial Mutual Bancorp Inc.  394,891  3,542 
*  Citizens Republic Bancorp Inc.  3,926,715  3,538 
*  TradeStation Group Inc.  531,353  3,496 
  Provident New York Bancorp  416,151  3,492 
*  FelCor Lodging Trust Inc.  758,777  3,490 
  Amtrust Financial Services Inc.  237,579  3,450 
  Duff & Phelps Corp. Class A  255,530  3,442 
  FBL Financial Group Inc. Class A  132,374  3,439 
  Walter Investment Management Corp.  195,475  3,419 
  MCG Capital Corp.  579,845  3,386 
  Southwest Bancorp Inc.  260,019  3,372 
  GFI Group Inc.  714,688  3,316 
  National Western Life Insurance Co. Class A  22,918  3,224 
  Resource Capital Corp.  507,125  3,220 
  SY Bancorp Inc.  128,868  3,198 
  GAMCO Investors Inc.  82,639  3,184 
^  TowneBank  212,368  3,177 
  Cohen & Steers Inc.  146,319  3,175 
  1st Source Corp.  179,662  3,119 
*  Ameris Bancorp  329,431  3,080 
*  eHealth Inc.  237,556  3,069 
  Bank Mutual Corp.  586,613  3,045 
  First Financial Corp.  102,870  3,035 
  Arrow Financial Corp.  120,532  3,023 
  Education Realty Trust Inc.  420,662  3,008 
*  LaBranche & Co. Inc.  763,608  2,978 
  Maiden Holdings Ltd.  385,732  2,935 
  CapLease Inc.  523,635  2,927 
*  Eagle Bancorp Inc.  254,908  2,926 
  ViewPoint Financial Group  315,819  2,921 


OneBeacon Insurance Group Ltd. Class A  203,912  2,914 
Suffolk Bancorp  113,670  2,878 
OceanFirst Financial Corp.  232,502  2,853 
Agree Realty Corp.  112,757  2,847 
Camden National Corp.  81,823  2,835 
Great Southern Bancorp Inc.  128,416  2,796 
Sterling Bancorp  320,957  2,789 
Wilshire Bancorp Inc.  425,248  2,781 
ESSA Bancorp Inc.  234,582  2,777 
Danvers Bancorp Inc.  178,973  2,744 
* Tejon Ranch Co.  126,075  2,732 
Union First Market Bankshares Corp.  209,055  2,730 
Urstadt Biddle Properties Inc. Class A  149,422  2,702 
Cardinal Financial Corp.  280,747  2,698 
MVC Capital Inc.  207,981  2,698 
Cedar Shopping Centers Inc.  439,815  2,674 
Washington Trust Bancorp Inc.  138,807  2,654 
StellarOne Corp.  206,723  2,630 
Sandy Spring Bancorp Inc.  169,306  2,624 
Tompkins Financial Corp.  66,137  2,623 
Renasant Corp.  172,057  2,617 
NYMAGIC Inc.  100,818  2,588 
Parkway Properties Inc.  172,528  2,553 
State Auto Financial Corp.  165,521  2,518 
Abington Bancorp Inc.  238,645  2,515 
Republic Bancorp Inc. Class A  115,763  2,446 
Calamos Asset Management Inc. Class A  210,888  2,425 
NorthStar Realty Finance Corp.  637,971  2,386 
WSFS Financial Corp.  63,478  2,381 
^ CBOE Holdings Inc.  117,500  2,355 
Mission West Properties Inc.  347,064  2,353 
Westfield Financial Inc.  298,738  2,330 
LSB Corp.  110,983  2,320 
Trico Bancshares  148,802  2,287 
Rewards Network Inc.  159,301  2,286 
SWS Group Inc.  318,617  2,284 
One Liberty Properties Inc.  143,333  2,280 
* First Marblehead Corp.  966,074  2,261 
* First Industrial Realty Trust Inc.  444,831  2,255 
SeaBright Holdings Inc.  279,446  2,252 
Consolidated-Tomoka Land Co.  78,845  2,248 
* Global Indemnity PLC  139,754  2,243 
Cogdell Spencer Inc.  354,053  2,238 
* Phoenix Cos. Inc.  1,064,052  2,235 
* International Assets Holding Corp.  123,296  2,232 
Lakeland Financial Corp.  119,476  2,229 
* Virtus Investment Partners Inc.  73,453  2,223 
Baldwin & Lyons Inc.  85,051  2,165 
* Newcastle Investment Corp.  698,214  2,164 
Bancfirst Corp.  52,620  2,129 
First Bancorp  155,463  2,117 
Student Loan Corp.  71,114  2,112 
* Primus Guaranty Ltd.  460,898  2,102 
Diamond Hill Investment Group Inc.  28,663  2,092 
* Tree.com Inc.  318,615  2,087 


  Capital Southwest Corp.  22,938  2,083 
  Territorial Bancorp Inc.  123,196  2,073 
  Southside Bancshares Inc.  109,557  2,070 
  American Physicians Service Group Inc.  63,162  2,043 
  Federal Agricultural Mortgage Corp.  187,756  2,032 
  Donegal Group Inc. Class A  155,013  2,026 
  Medallion Financial Corp.  256,243  1,996 
  Oppenheimer Holdings Inc. Class A  71,063  1,986 
  National Interstate Corp.  90,526  1,971 
  Univest Corp. of Pennsylvania  112,250  1,960 
  National Bankshares Inc.  75,949  1,959 
  Gladstone Capital Corp.  173,509  1,955 
  Winthrop Realty Trust  156,007  1,928 
  Lakeland Bancorp Inc.  228,591  1,927 
*,^ Taylor Capital Group Inc.  166,939  1,915 
  First Merchants Corp.  246,420  1,880 
  Northfield Bancorp Inc.  172,807  1,870 
  First of Long Island Corp.  74,603  1,864 
  Bryn Mawr Bank Corp.  107,992  1,860 
  Kite Realty Group Trust  417,026  1,852 
*  Gleacher & Co. Inc.  1,148,439  1,849 
  Presidential Life Corp.  188,005  1,842 
*  Bancorp Inc.  274,830  1,839 
  Pennymac Mortgage Investment Trust  102,033  1,825 
*  Harris & Harris Group Inc.  424,340  1,812 
*  Encore Capital Group Inc.  100,121  1,804 
^  Kohlberg Capital Corp.  269,491  1,803 
  Berkshire Hills Bancorp Inc.  93,126  1,766 
*  Metro Bancorp Inc.  169,575  1,762 
*  Virginia Commerce Bancorp Inc.  352,380  1,713 
*  PMA Capital Corp. Class A  226,266  1,706 
^  German American Bancorp Inc.  99,070  1,700 
*  West Bancorporation Inc.  264,803  1,668 
  Monmouth Real Estate Investment Corp. Class A  212,825  1,664 
  BankFinancial Corp.  181,333  1,663 
  Advance America Cash Advance Centers Inc.  412,050  1,661 
*,^ Seacoast Banking Corp. of Florida  1,360,665  1,660 
  First Busey Corp.  357,738  1,628 
*  Guaranty Bancorp  1,017,448  1,618 
  Gladstone Commercial Corp.  93,345  1,602 
  NGP Capital Resources Co.  176,738  1,601 
  Stewart Information Services Corp.  138,648  1,569 
  Westwood Holdings Group Inc.  46,376  1,569 
  Apollo Commercial Real Estate Finance Inc.  97,620  1,569 
  Colony Financial Inc.  84,639  1,564 
*  Sun Bancorp Inc.  304,683  1,554 
  EMC Insurance Group Inc.  72,700  1,550 
  First Mercury Financial Corp.  153,481  1,547 
  MainSource Financial Group Inc.  201,401  1,539 
  Merchants Bancshares Inc.  60,983  1,521 
*  Arbor Realty Trust Inc.  296,640  1,495 
  Orrstown Financial Services Inc.  62,770  1,454 
  Peoples Bancorp Inc.  117,356  1,452 
  Capital City Bank Group Inc.  119,314  1,448 
  Heartland Financial USA Inc.  93,060  1,432 


  Ames National Corp.  71,805  1,432 
  Sanders Morris Harris Group Inc.  252,399  1,429 
*  RAIT Financial Trust  855,957  1,412 
*  Penson Worldwide Inc.  278,310  1,383 
*  Center Financial Corp.  268,616  1,367 
  Mercer Insurance Group Inc.  76,584  1,363 
  First Financial Holdings Inc.  121,784  1,357 
*  Meridian Interstate Bancorp Inc.  128,051  1,350 
*  NewStar Financial Inc.  181,654  1,346 
  Bancorp Rhode Island Inc.  47,973  1,340 
  Financial Institutions Inc.  75,512  1,334 
  First Community Bancshares Inc.  102,975  1,328 
  First Bancorp Inc.  94,798  1,311 
^  Penns Woods Bancorp Inc.  38,818  1,283 
  United Financial Bancorp Inc.  93,824  1,268 
  Center Bancorp Inc.  165,082  1,261 
^  Main Street Capital Corp.  79,316  1,260 
  Smithtown Bancorp Inc.  326,677  1,248 
  US Global Investors Inc. Class A  193,533  1,223 
  Centerstate Banks Inc.  140,983  1,210 
  American National Bankshares Inc.  54,777  1,202 
*  Marlin Business Services Corp.  93,312  1,120 
  Thomas Properties Group Inc.  313,390  1,119 
*,^ West Coast Bancorp  485,549  1,107 
*,^ BankAtlantic Bancorp Inc. Class A  1,378,293  1,103 
*,^ Green Bankshares Inc.  159,890  1,086 
  Gladstone Investment Corp.  160,753  1,077 
*,^ Ladenburg Thalmann Financial Services Inc.  1,055,042  1,076 
  Banner Corp.  494,081  1,067 
  ESB Financial Corp.  75,238  1,047 
*  Fox Chase Bancorp Inc.  108,549  1,027 
  Wainwright Bank & Trust Co.  52,967  1,002 
  BRT Realty Trust  155,364  993 
  Meta Financial Group Inc.  30,830  985 
*  Pacific Capital Bancorp NA Rights  16,882,209  980 
  Arlington Asset Investment Corp. Class A  41,870  976 
^  CompuCredit Holdings Corp.  200,013  964 
  First South Bancorp Inc.  96,506  957 
*  HFF Inc. Class A  100,892  936 
  Asta Funding Inc.  121,304  926 
  Kansas City Life Insurance Co.  29,653  925 
  Home Federal Bancorp Inc.  75,826  923 
*  Maui Land & Pineapple Co. Inc.  197,874  916 
  Washington Banking Co.  66,062  916 
*,^ Pacific Capital Bancorp NA  1,100,894  903 
  Eastern Insurance Holdings Inc.  86,093  898 
*  Heritage Financial Corp.  63,846  894 
  State Bancorp Inc.  99,525  894 
*  American Safety Insurance Holdings Ltd.  54,238  886 
  UMH Properties Inc.  82,254  883 
  CoBiz Financial Inc.  155,651  865 
*  Flagstar Bancorp Inc.  471,849  859 
  Peapack Gladstone Financial Corp.  72,058  849 
  Rome Bancorp Inc.  87,903  821 
*,^ Sterling Financial Corp.  1,238,606  805 


  PMC Commercial Trust  87,483  761 
  Resource America Inc. Class A  131,671  748 
  Citizens & Northern Corp.  56,860  739 
*,^ Pacific Mercantile Bancorp  237,891  737 
  Norwood Financial Corp.  25,774  727 
  Shore Bancshares Inc.  75,528  718 
  Sierra Bancorp  56,652  700 
^  Bridge Bancorp Inc.  27,906  697 
  Alliance Financial Corp.  22,845  691 
*  Asset Acceptance Capital Corp.  127,683  686 
*  Waterstone Financial Inc.  168,185  671 
  Comm Bancorp Inc.  17,023  669 
^  K-Fed Bancorp  84,142  664 
  TF Financial Corp.  38,622  657 
  Dynex Capital Inc.  60,748  655 
  Enterprise Financial Services Corp.  70,392  655 
  Bank of Marin Bancorp  20,223  652 
  Indiana Community Bancorp  50,894  650 
  Century Bancorp Inc. Class A  26,909  643 
*,^ BancTrust Financial Group Inc.  204,728  626 
*  First Acceptance Corp.  367,252  621 
  Horizon Bancorp/  26,892  618 
*  Republic First Bancorp Inc.  303,521  616 
  ECB Bancorp Inc.  44,995  613 
  First Financial Northwest Inc.  157,223  613 
*  Cowen Group Inc. Class A  184,314  606 
*  Cape Bancorp Inc.  79,407  603 
  Urstadt Biddle Properties Inc.  37,652  593 
*,^ Central Pacific Financial Corp.  410,881  588 
  Pacific Continental Corp.  64,502  584 
  Triangle Capital Corp.  35,819  572 
*  Hallmark Financial Services  65,212  570 
  Rockville Financial Inc.  49,191  565 
*  Grubb & Ellis Co.  467,551  561 
  Cheviot Financial Corp.  62,623  557 
  1st United Bancorp Inc.  85,046  547 
*  NewBridge Bancorp  150,777  541 
*  Avatar Holdings Inc.  28,340  541 
*  First Place Financial Corp.  135,084  511 
  CFS Bancorp Inc.  110,858  510 
^  First United Corp.  111,759  510 
  Alliance Bancorp Inc. of Pennsylvania  70,073  509 
  CreXus Investment Corp.  40,921  492 
*  Crawford & Co. Class B  201,230  489 
*  Stratus Properties Inc.  57,891  486 
  Cohen & Co. Inc.  109,292  485 
  Mercantile Bank Corp.  106,988  485 
*  AmeriServ Financial Inc.  276,057  475 
  United Security Bancshares  56,001  471 
  Eastern Virginia Bankshares Inc.  126,376  463 
  Codorus Valley Bancorp Inc.  53,907  450 
*  South Financial Group Inc.  1,560,823  443 
  Middleburg Financial Corp.  31,501  443 
  Provident Financial Holdings Inc.  74,985  439 
  Epoch Holding Corp.  33,933  437 


  Citizens South Banking Corp.  87,282  436 
  Roma Financial Corp.  40,836  430 
  Investors Title Co.  11,424  388 
  Ohio Valley Banc Corp.  20,030  386 
*,^ Intervest Bancshares Corp. Class A  182,941  384 
  Firstbank Corp.  80,562  380 
  Pulaski Financial Corp.  54,368  375 
  First Defiance Financial Corp.  36,223  365 
  Federal Agricultural Mortgage Corp. Class A  38,986  361 
  Commercial National Financial Corp./PA  21,501  360 
*  First BanCorp  1,274,840  357 
  MutualFirst Financial Inc.  46,339  356 
  LNB Bancorp Inc.  75,881  355 
  Bar Harbor Bankshares  12,475  346 
  Hingham Institution for Savings  8,900  345 
*  Heritage Commerce Corp.  98,860  343 
*,^ Macatawa Bank Corp.  232,734  342 
  JMP Group Inc.  55,007  336 
*,^ Cascade Bancorp  615,629  330 
  First Pactrust Bancorp Inc.  30,559  327 
*  Gramercy Capital Corp.  220,566  307 
  Hawthorn Bancshares Inc.  29,970  302 
  Independence Holding Co.  42,503  301 
  Universal Insurance Holdings Inc.  66,861  300 
  HopFed Bancorp Inc.  32,602  298 
*  Yadkin Valley Financial Corp.  111,161  291 
  Ameriana Bancorp  68,107  269 
*  United Community Financial Corp.  198,347  264 
*,^ Premierwest Bancorp  582,314  256 
  Parkvale Financial Corp.  40,124  256 
  New Hampshire Thrift Bancshares Inc.  23,990  256 
*  Unity Bancorp Inc.  48,711  256 
*  Home Bancorp Inc.  18,634  249 
  QC Holdings Inc.  61,137  238 
^  Old Second Bancorp Inc.  166,567  233 
  CNB Financial Corp.  16,657  229 
  VIST Financial Corp.  31,839  225 
*  Capital Trust Inc. Class A  127,937  207 
*  Preferred Bank  119,772  198 
*  American Independence Corp.  41,159  197 
  Farmers Capital Bank Corp.  39,599  196 
  C&F Financial Corp.  10,433  193 
  Jefferson Bancshares Inc.  53,134  190 
*  MBT Financial Corp.  103,204  188 
  Wayne Savings Bancshares Inc.  24,070  188 
  Peoples Financial Corp.  13,488  187 
*  Cadence Financial Corp.  91,911  185 
*,^ Superior Bancorp  186,938  183 
  Old Point Financial Corp.  15,377  180 
*,^ United Security Bancshares  39,056  178 
*,^ Integra Bank Corp.  241,277  176 
  First M&F Corp.  48,652  168 
*  Encore Bancshares Inc.  22,901  165 
  Tower Bancorp Inc.  8,113  164 
  Porter Bancorp Inc.  16,054  161 


*  Camco Financial Corp.  81,410  160 
*  HMN Financial Inc.  49,017  160 
*  Southern Community Financial Corp.  89,410  156 
*,^ Capitol Bancorp Ltd.  138,217  156 
  WSB Holdings Inc.  54,400  151 
*,^ Colony Bankcorp Inc.  32,134  150 
  Capital Bank Corp.  83,253  142 
*  BCSB Bancorp Inc.  14,710  140 
*  Consumer Portfolio Services Inc.  150,551  134 
*  AmeriCredit Corp.  5,397  132 
*  United Western Bancorp Inc.  315,602  129 
*  North Valley Bancorp  73,241  122 
  Citizens Holding Co.  6,279  120 
  Legacy Bancorp Inc.  14,990  119 
*,^ Anchor Bancorp Wisconsin Inc.  178,717  118 
*  ZipRealty Inc.  39,545  114 
*  Royal Bancshares of Pennsylvania Inc.  64,132  112 
*  Vestin Realty Mortgage II Inc.  74,163  108 
  Midsouth Bancorp Inc.  7,232  102 
*  Bank of Granite Corp.  135,483  96 
*  Transcontinental Realty Investors Inc.  10,500  94 
  Northeast Bancorp  7,100  91 
*,^ Hampton Roads Bankshares Inc.  91,000  87 
*  Crawford & Co. Class A  39,287  80 
*  Atlantic Coast Federal Corp.  35,884  68 
  First Security Group Inc.  57,742  65 
*  First Federal Bancshares of Arkansas Inc.  31,337  60 
*,^ FNB United Corp.  71,605  50 
  Prudential Bancorp Inc. of Pennsylvania  6,547  49 
  HF Financial Corp.  4,500  47 
  California First National Bancorp  3,636  46 
*,^ TIB Financial Corp.  103,293  44 
*  Community Capital Corp.  13,140  41 
  Oneida Financial Corp.  5,284  40 
  Independent Bank Corp.  27,518  38 
*  Nicholas Financial Inc.  3,859  36 
  Landmark Bancorp Inc./Manhattan KS  2,179  35 
^  Auburn National Bancorporation Inc.  1,490  31 
  United Bancshares Inc.  2,838  26 
*  Firstcity Financial Corp.  2,602  21 
  National Security Group Inc.  1,759  20 
  Community Bankers Trust Corp.  19,600  19 
*  Valley National Bancorp Warrants Exp. 06/30/2015  6,511  17 
*  Northern States Financial Corp.  11,261  17 
*  Summit Financial Group Inc.  4,051  16 
*,^ Cascade Financial Corp.  37,178  14 
*  TIB Financial Corp. Rights  1,032,930  13 
  Wilber Corp.  1,774  11 
*,^ PAB Bankshares Inc.  11,599  9 
  SI Financial Group Inc.  1,122  8 
*  Rodman & Renshaw Capital Group Inc.  2,994  6 
*  Central Jersey Bancorp  600  4 
*  GAINSCO Inc.  322  3 
      21,789,535 


Health Care (11.8%)     
Johnson & Johnson  29,748,201  1,843,199 
Pfizer Inc.  87,000,272  1,493,795 
Merck & Co. Inc.  33,633,091  1,238,034 
Abbott Laboratories  16,648,740  869,730 
* Amgen Inc.  10,332,268  569,411 
Bristol-Myers Squibb Co.  18,548,218  502,842 
UnitedHealth Group Inc.  12,260,089  430,452 
Eli Lilly & Co.  11,194,013  408,917 
Medtronic Inc.  11,881,097  398,967 
* Gilead Sciences Inc.  9,598,799  341,813 
Baxter International Inc.  6,470,123  308,690 
* Celgene Corp.  4,971,364  286,400 
* Express Scripts Inc.  5,637,571  274,550 
* WellPoint Inc.  4,788,701  271,232 
* Medco Health Solutions Inc.  4,928,241  256,564 
Allergan Inc.  3,317,413  220,707 
Covidien PLC  5,407,727  217,337 
* Thermo Fisher Scientific Inc.  4,427,524  211,990 
* Genzyme Corp.  2,878,967  203,802 
Becton Dickinson and Co.  2,517,369  186,537 
McKesson Corp.  2,928,149  180,901 
* Biogen Idec Inc.  2,880,869  161,674 
Stryker Corp.  3,214,748  160,898 
Aetna Inc.  4,591,861  145,149 
* St. Jude Medical Inc.  3,612,497  142,116 
Cardinal Health Inc.  3,913,317  129,296 
* Intuitive Surgical Inc.  423,288  120,104 
* Zimmer Holdings Inc.  2,192,387  114,728 
CIGNA Corp.  2,990,649  107,005 
* Hospira Inc.  1,792,079  102,166 
* Forest Laboratories Inc.  3,268,785  101,104 
* Boston Scientific Corp.  16,395,004  100,501 
AmerisourceBergen Corp. Class A  3,055,033  93,667 
* Humana Inc.  1,839,689  92,426 
* Life Technologies Corp.  1,974,418  92,186 
* Laboratory Corp. of America Holdings  1,129,118  88,557 
CR Bard Inc.  1,028,719  83,769 
Quest Diagnostics Inc.  1,653,679  83,461 
* Edwards Lifesciences Corp.  1,221,884  81,927 
* Varian Medical Systems Inc.  1,336,363  80,850 
* DaVita Inc.  1,123,660  77,566 
* Vertex Pharmaceuticals Inc.  2,168,553  74,967 
* Waters Corp.  1,006,204  71,219 
* Illumina Inc.  1,317,573  64,825 
* Cerner Corp.  754,944  63,408 
* Mylan Inc.  3,340,254  62,830 
* Alexion Pharmaceuticals Inc.  968,975  62,363 
* Human Genome Sciences Inc.  2,025,804  60,349 
* Dendreon Corp.  1,463,055  60,249 
* CareFusion Corp.  2,400,081  59,618 
* Henry Schein Inc.  988,662  57,916 
Perrigo Co.  888,685  57,071 
* ResMed Inc.  1,640,736  53,833 
* Watson Pharmaceuticals Inc.  1,212,545  51,303 


* Cephalon Inc.  813,375  50,787 
DENTSPLY International Inc.  1,502,260  48,027 
* Mettler-Toledo International Inc.  364,737  45,388 
* Hologic Inc.  2,802,098  44,862 
* Endo Pharmaceuticals Holdings Inc.  1,256,251  41,758 
* IDEXX Laboratories Inc.  626,301  38,655 
Universal Health Services Inc. Class B  972,170  37,779 
Beckman Coulter Inc.  758,375  37,001 
* Coventry Health Care Inc.  1,602,748  34,507 
* Allscripts Healthcare Solutions Inc.  1,810,022  33,431 
* Covance Inc.  699,588  32,734 
* Amylin Pharmaceuticals Inc.  1,555,586  32,434 
* United Therapeutics Corp.  575,160  32,215 
* Community Health Systems Inc.  1,025,592  31,763 
Omnicare Inc.  1,302,820  31,111 
Pharmaceutical Product Development Inc.  1,219,597  30,234 
PerkinElmer Inc.  1,274,699  29,497 
* Health Net Inc.  1,082,835  29,442 
Patterson Cos. Inc.  996,393  28,547 
Warner Chilcott PLC Class A  1,228,612  27,570 
* Mednax Inc.  509,996  27,183 
* King Pharmaceuticals Inc.  2,703,103  26,923 
Lincare Holdings Inc.  1,065,680  26,738 
* Alere Inc.  856,396  26,488 
* Gen-Probe Inc.  537,687  26,056 
* Kinetic Concepts Inc.  697,851  25,527 
* Tenet Healthcare Corp.  5,231,923  24,695 
Hill-Rom Holdings Inc.  684,806  24,578 
* BioMarin Pharmaceutical Inc.  1,099,101  24,565 
* Salix Pharmaceuticals Ltd.  617,595  24,531 
Teleflex Inc.  431,507  24,501 
* Charles River Laboratories International Inc.  718,195  23,808 
* AMERIGROUP Corp.  560,183  23,791 
Techne Corp.  382,760  23,628 
Cooper Cos. Inc.  494,350  22,849 
* Thoratec Corp.  588,395  21,759 
STERIS Corp.  642,500  21,344 
* LifePoint Hospitals Inc.  597,630  20,953 
* Health Management Associates Inc. Class A  2,717,525  20,816 
* Incyte Corp. Ltd.  1,282,020  20,500 
* Psychiatric Solutions Inc.  588,109  19,731 
* Healthsouth Corp.  1,014,726  19,483 
Owens & Minor Inc.  684,115  19,470 
Medicis Pharmaceutical Corp. Class A  653,221  19,368 
* Bio-Rad Laboratories Inc. Class A  207,626  18,792 
* VCA Antech Inc.  885,693  18,679 
* Onyx Pharmaceuticals Inc.  679,797  17,933 
* Regeneron Pharmaceuticals Inc.  649,049  17,784 
* Myriad Genetics Inc.  1,060,207  17,398 
* Emergency Medical Services Corp. Class A  326,574  17,390 
* HMS Holdings Corp.  294,959  17,385 
* Magellan Health Services Inc.  366,182  17,298 
* Savient Pharmaceuticals Inc.  732,808  16,759 
* Dionex Corp.  190,781  16,491 
* Haemonetics Corp.  277,444  16,239 


*  Sirona Dental Systems Inc.  447,731  16,136 
*  American Medical Systems Holdings Inc.  819,078  16,038 
  Masimo Corp.  571,834  15,617 
*  Talecris Biotherapeutics Holdings Corp.  666,432  15,248 
*  Alkermes Inc.  1,031,048  15,105 
*  Immucor Inc.  759,455  15,060 
*  Nektar Therapeutics  1,017,717  15,032 
*,^ NuVasive Inc.  425,995  14,969 
*  Cubist Pharmaceuticals Inc.  635,180  14,857 
*  Brookdale Senior Living Inc.  908,963  14,825 
*  Parexel International Corp.  634,864  14,684 
  Quality Systems Inc.  219,179  14,534 
*  Catalyst Health Solutions Inc.  411,491  14,489 
*  Seattle Genetics Inc.  926,043  14,381 
  Chemed Corp.  246,509  14,044 
*  Acorda Therapeutics Inc.  420,991  13,901 
*  Healthspring Inc.  532,595  13,762 
*  Theravance Inc.  671,044  13,488 
*  PSS World Medical Inc.  626,653  13,398 
*  WellCare Health Plans Inc.  458,908  13,290 
*  Centene Corp.  556,475  13,127 
*  Volcano Corp.  488,692  12,696 
*,^ Auxilium Pharmaceuticals Inc.  512,291  12,695 
*  Viropharma Inc.  840,899  12,538 
  West Pharmaceutical Services Inc.  361,890  12,416 
*  Align Technology Inc.  615,652  12,054 
*  Cepheid Inc.  642,692  12,025 
*,^ athenahealth Inc.  347,204  11,465 
*  Impax Laboratories Inc.  576,479  11,414 
*  Par Pharmaceutical Cos. Inc.  381,791  11,102 
*  Pharmasset Inc.  343,113  10,122 
*  Bruker Corp.  719,809  10,099 
*  MedAssets Inc.  463,917  9,761 
  Meridian Bioscience Inc.  426,900  9,341 
  Invacare Corp.  342,792  9,087 
*  Momenta Pharmaceuticals Inc.  600,825  9,042 
*  Integra LifeSciences Holdings Corp.  222,854  8,794 
*  Cyberonics Inc.  318,871  8,507 
*  Isis Pharmaceuticals Inc.  999,235  8,394 
  Computer Programs & Systems Inc.  190,658  8,116 
*  Halozyme Therapeutics Inc.  1,048,291  8,082 
*  Martek Biosciences Corp.  352,939  7,987 
*,^ Geron Corp.  1,433,612  7,928 
*  NxStage Medical Inc.  411,450  7,859 
*  Medicines Co.  551,826  7,836 
*  Ariad Pharmaceuticals Inc.  1,972,348  7,534 
*,^ MannKind Corp.  1,108,248  7,492 
*,^ Amedisys Inc.  313,331  7,457 
*  Neogen Corp.  219,101  7,417 
*,^ Protalix BioTherapeutics Inc.  850,257  7,389 
*  Medivation Inc.  562,990  7,319 
*  DexCom Inc.  546,997  7,231 
*  InterMune Inc.  507,328  6,910 
*  Gentiva Health Services Inc.  311,527  6,807 
*  Targacept Inc.  304,531  6,803 


*  Celera Corp.  995,543  6,710 
  Universal American Corp.  446,516  6,586 
*  Corvel Corp.  154,186  6,545 
  Landauer Inc.  103,732  6,497 
*,^ Vivus Inc.  964,129  6,450 
  PDL BioPharma Inc.  1,209,550  6,362 
*  Luminex Corp.  394,482  6,312 
*  Natus Medical Inc.  429,340  6,255 
*  Amsurg Corp. Class A  357,431  6,248 
*  CONMED Corp.  278,739  6,247 
*  Zoll Medical Corp.  192,312  6,206 
*  Wright Medical Group Inc.  409,065  5,895 
*  Questcor Pharmaceuticals Inc.  593,040  5,883 
*,^ Emeritus Corp.  344,219  5,872 
*  MWI Veterinary Supply Inc.  101,421  5,854 
*  Conceptus Inc.  419,744  5,771 
*  Enzon Pharmaceuticals Inc.  503,124  5,660 
*  Zymogenetics Inc.  577,988  5,635 
  Analogic Corp.  123,752  5,554 
*  Abraxis BioScience Inc.  71,339  5,517 
*  Sun Healthcare Group Inc.  633,350  5,364 
*  Accelrys Inc.  769,448  5,355 
*  Molina Healthcare Inc.  190,315  5,137 
*  Bio-Reference Labs Inc.  239,574  4,998 
*  Air Methods Corp.  119,634  4,974 
*  Abaxis Inc.  214,301  4,950 
*  Merit Medical Systems Inc.  303,979  4,830 
*  Greatbatch Inc.  207,830  4,820 
*  Emergent Biosolutions Inc.  275,054  4,747 
*  ICU Medical Inc.  126,026  4,700 
*  Alnylam Pharmaceuticals Inc.  381,053  4,679 
*  Exelixis Inc.  1,163,553  4,561 
*,^ Sequenom Inc.  649,645  4,554 
*  Hi-Tech Pharmacal Co. Inc.  224,260  4,539 
*  Orthofix International NV  143,486  4,508 
*  Healthways Inc.  380,525  4,429 
*  Insulet Corp.  311,396  4,403 
*  RehabCare Group Inc.  217,496  4,398 
*,^ Immunomedics Inc.  1,336,476  4,303 
*  Kindred Healthcare Inc.  328,932  4,283 
*  Lexicon Pharmaceuticals Inc.  2,587,415  4,140 
*  Allos Therapeutics Inc.  871,914  4,115 
*  Rigel Pharmaceuticals Inc.  487,004  4,096 
*  SonoSite Inc.  122,146  4,093 
*  Immunogen Inc.  640,672  4,017 
*  Omnicell Inc.  304,709  3,986 
*  eResearchTechnology Inc.  531,351  3,975 
*  Affymetrix Inc.  866,130  3,950 
*  Nabi Biopharmaceuticals  812,211  3,899 
*  AMAG Pharmaceuticals Inc.  226,469  3,898 
*  Hanger Orthopedic Group Inc.  264,946  3,852 
*  Chindex International Inc.  250,666  3,788 
  Cantel Medical Corp.  229,532  3,718 
*  Assisted Living Concepts Inc. Class A  120,209  3,659 
*  Neurocrine Biosciences Inc.  593,621  3,597 


*  Pain Therapeutics Inc.  577,536  3,569 
*  IPC The Hospitalist Co. Inc.  128,426  3,509 
*  Quidel Corp.  318,904  3,505 
*  NPS Pharmaceuticals Inc.  506,948  3,468 
*  LHC Group Inc.  148,440  3,442 
*  PharMerica Corp.  359,555  3,427 
*,^ Novavax Inc.  1,556,994  3,410 
  Valeant Pharmaceuticals International Inc.  134,449  3,368 
*  Inspire Pharmaceuticals Inc.  564,356  3,358 
*  Ardea Biosciences Inc.  145,680  3,351 
*  Micromet Inc.  497,309  3,342 
*  Accuray Inc.  533,738  3,320 
*  Select Medical Holdings Corp.  423,828  3,263 
*  Ligand Pharmaceuticals Inc. Class B  1,961,571  3,099 
*  Endologix Inc.  679,576  3,099 
*  Res-Care Inc.  231,419  3,071 
*  Angiodynamics Inc.  199,652  3,043 
*  Five Star Quality Care Inc.  598,581  3,023 
*  Emdeon Inc. Class A  238,623  2,906 
*  Obagi Medical Products Inc.  269,770  2,833 
*,^ Delcath Systems Inc.  388,540  2,805 
*  Sunrise Senior Living Inc.  807,429  2,769 
*  Kensey Nash Corp.  94,190  2,721 
*  US Physical Therapy Inc.  161,307  2,697 
*  Spectranetics Corp.  492,408  2,669 
*  ABIOMED Inc.  248,481  2,636 
*,2 Matrixx Initiatives Inc.  514,243  2,623 
*  Symmetry Medical Inc.  271,675  2,619 
  America Service Group Inc.  174,607  2,598 
*  Triple-S Management Corp. Class B  154,035  2,595 
*  TomoTherapy Inc.  733,434  2,582 
*,^ Cadence Pharmaceuticals Inc.  304,715  2,544 
*  BioScrip Inc.  491,070  2,534 
*  CryoLife Inc.  410,834  2,494 
*  Medidata Solutions Inc.  126,064  2,420 
*  Cytokinetics Inc.  915,377  2,417 
*,^ Metabolix Inc.  189,913  2,389 
*  Synovis Life Technologies Inc.  158,382  2,368 
*  Vanda Pharmaceuticals Inc.  350,395  2,341 
*  BMP Sunstone Corp.  307,412  2,336 
*,^ Cerus Corp.  601,494  2,310 
*  Vascular Solutions Inc.  197,396  2,266 
*  Palomar Medical Technologies Inc.  219,196  2,264 
*,^ Cell Therapeutics Inc.  5,789,038  2,240 
*  Optimer Pharmaceuticals Inc.  244,272  2,240 
*  Genoptix Inc.  157,161  2,232 
*  AMN Healthcare Services Inc.  431,084  2,216 
*  Cross Country Healthcare Inc.  301,012  2,164 
*  Pozen Inc.  302,632  2,143 
*  Albany Molecular Research Inc.  333,447  2,127 
*  OraSure Technologies Inc.  518,785  2,101 
  Ensign Group Inc.  116,394  2,089 
*,^ Clinical Data Inc.  123,617  2,085 
*,^ BioCryst Pharmaceuticals Inc.  417,183  2,061 
*  Orthovita Inc.  907,068  2,059 


*  CardioNet Inc.  453,260  2,044 
*  Almost Family Inc.  68,525  2,030 
*  Rural/Metro Corp.  234,344  1,994 
*  Depomed Inc.  442,941  1,984 
*  Nighthawk Radiology Holdings Inc.  309,350  1,974 
*  Chelsea Therapeutics International Ltd.  381,814  1,955 
*,^ SIGA Technologies Inc.  227,924  1,928 
*  Vital Images Inc.  144,592  1,913 
*,^ Stereotaxis Inc.  461,948  1,912 
*  AVANIR Pharmaceuticals Inc.  597,739  1,907 
*,^ StemCells Inc.  2,279,611  1,892 
*  Staar Surgical Co.  348,417  1,885 
*  IRIS International Inc.  196,180  1,883 
  Young Innovations Inc.  65,559  1,876 
  National Healthcare Corp.  50,403  1,868 
*  CPEX Pharmaceuticals Inc.  80,351  1,850 
*  Arqule Inc.  356,527  1,836 
  Atrion Corp.  11,559  1,821 
*  American Dental Partners Inc.  147,378  1,777 
*  Akorn Inc.  438,025  1,770 
*  Sciclone Pharmaceuticals Inc.  669,642  1,768 
*  SurModics Inc.  147,787  1,762 
*,^ AVI BioPharma Inc.  954,111  1,756 
*  Rochester Medical Corp.  160,782  1,754 
*  Spectrum Pharmaceuticals Inc.  417,790  1,742 
*  XenoPort Inc.  241,702  1,719 
*  Clarient Inc.  506,407  1,712 
*  Durect Corp.  673,537  1,711 
*  Maxygen Inc.  292,410  1,693 
*,^ Arena Pharmaceuticals Inc.  1,070,705  1,681 
*  Pharmacyclics Inc.  206,774  1,667 
*,^ Cel-Sci Corp.  2,584,552  1,654 
*  Exactech Inc.  100,489  1,640 
*  MAP Pharmaceuticals Inc.  105,532  1,615 
*  Repligen Corp.  464,738  1,585 
*,^ Keryx Biopharmaceuticals Inc.  328,390  1,580 
*  Icad Inc.  895,903  1,577 
*  Progenics Pharmaceuticals Inc.  305,484  1,543 
*  Capital Senior Living Corp.  288,723  1,539 
*  Opko Health Inc.  684,308  1,533 
*  PDI Inc.  174,652  1,526 
*  Santarus Inc.  506,995  1,526 
*  Cynosure Inc. Class A  147,731  1,508 
*  Sangamo Biosciences Inc.  433,634  1,487 
*  Allied Healthcare International Inc.  580,017  1,450 
*  SuperGen Inc.  688,974  1,440 
*  Dyax Corp.  603,620  1,431 
*  Cypress Bioscience Inc.  369,982  1,424 
*  Alliance HealthCare Services Inc.  309,136  1,416 
*  Kendle International Inc.  150,798  1,405 
*  Medical Action Industries Inc.  150,862  1,365 
*  Medcath Corp.  135,569  1,365 
*  Enzo Biochem Inc.  357,299  1,358 
*  Synta Pharmaceuticals Corp.  340,256  1,358 
*,^ AGA Medical Holdings Inc.  96,599  1,349 


*,^ Orexigen Therapeutics Inc.  220,637  1,308 
*  Osteotech Inc.  201,347  1,301 
*  Genomic Health Inc.  96,629  1,291 
*  Cambrex Corp.  300,586  1,277 
*  Alphatec Holdings Inc.  597,600  1,273 
*  RTI Biologics Inc.  465,941  1,225 
*  Insmed Inc.  1,663,302  1,198 
  Utah Medical Products Inc.  39,590  1,160 
*  Anika Therapeutics Inc.  189,005  1,140 
  Psychemedics Corp.  122,281  1,137 
*,^ MELA Sciences Inc.  169,143  1,103 
*  Furiex Pharmaceuticals Inc.  97,519  1,100 
*  BioMimetic Therapeutics Inc.  95,944  1,094 
*,^ MAKO Surgical Corp.  111,863  1,072 
*  Idenix Pharmaceuticals Inc.  343,456  1,065 
*,^ GenVec Inc.  1,762,220  1,057 
*,^ Osiris Therapeutics Inc.  144,976  1,055 
*  Providence Service Corp.  63,605  1,042 
*  LCA-Vision Inc.  186,654  1,040 
*  Harvard Bioscience Inc.  257,953  980 
*,^ ZIOPHARM Oncology Inc.  261,301  980 
*  Transcend Services Inc.  63,697  971 
*  Cutera Inc.  119,710  970 
*  Metropolitan Health Networks Inc.  238,949  908 
*,^ Alexza Pharmaceuticals Inc.  285,876  906 
*  Health Grades Inc.  108,474  888 
*  KV Pharmaceutical Co. Class A  372,252  871 
*,^ Cytori Therapeutics Inc.  175,581  859 
*  Myrexis Inc.  217,996  841 
*  Continucare Corp.  198,363  833 
*  Hansen Medical Inc.  579,707  829 
*  Affymax Inc.  137,540  818 
*  Array Biopharma Inc.  251,569  813 
*  Dynavax Technologies Corp.  430,473  788 
*  Vical Inc.  351,501  784 
*  Celldex Therapeutics Inc.  195,954  784 
*  Corcept Therapeutics Inc.  199,574  776 
*  Skilled Healthcare Group Inc.  197,035  774 
*  Jazz Pharmaceuticals Inc.  71,129  763 
*,^ Hemispherx Biopharma Inc.  1,359,726  761 
*  Digirad Corp.  365,346  749 
*  Curis Inc.  536,275  735 
*  ISTA Pharmaceuticals Inc.  172,495  707 
*  Theragenics Corp.  549,063  697 
*,^ Biodel Inc.  125,832  667 
*  Exact Sciences Corp.  90,160  653 
*  Caliper Life Sciences Inc.  160,324  640 
*  Adolor Corp.  585,909  633 
*,^ Peregrine Pharmaceuticals Inc.  427,730  620 
*  RadNet Inc.  255,990  614 
*,^ Poniard Pharmaceuticals Inc.  995,598  597 
*  Strategic Diagnostics Inc.  356,463  585 
*,^ Biosante Pharmaceuticals Inc.  342,555  575 
*  Nanosphere Inc.  114,081  574 
*  Anadys Pharmaceuticals Inc.  244,666  568 


*  Caraco Pharmaceutical Laboratories Ltd.  102,011  549 
*,^ Oncothyreon Inc.  156,700  547 
*  OTIX Global Inc.  51,850  536 
*  Columbia Laboratories Inc.  482,490  526 
*,^ Inovio Pharmaceuticals Inc.  418,104  523 
*  Mediware Information Systems  48,575  511 
*  Arrowhead Research Corp.  483,786  508 
*  Acadia Pharmaceuticals Inc.  525,237  479 
*  Dusa Pharmaceuticals Inc.  185,943  456 
*  OncoGenex Pharmaceutical Inc.  29,954  445 
*  Antigenics Inc.  442,458  438 
*  Amicus Therapeutics Inc.  111,771  437 
*  Infinity Pharmaceuticals Inc.  77,827  429 
*  Merge Healthcare Inc.  145,928  423 
*  CombiMatrix Corp.  183,468  413 
*  Biolase Technology Inc.  347,425  406 
*  Lannett Co. Inc.  83,392  382 
*  American Caresource Holdings Inc.  255,502  376 
*,^ Generex Biotechnology Corp.  750,520  368 
*,^ GTx Inc.  106,070  365 
*  Orchid Cellmark Inc.  237,951  364 
  Daxor Corp.  39,049  358 
*  Sucampo Pharmaceuticals Inc. Class A  88,093  330 
*,^ Idera Pharmaceuticals Inc.  99,374  327 
*  AtriCure Inc.  40,340  320 
*  Zalicus Inc.  239,438  311 
*  XOMA Ltd.  100,478  307 
*  Telik Inc.  409,528  295 
*  Prospect Medical Holdings Inc.  32,900  280 
*,^ Aastrom Biosciences Inc.  178,276  276 
*  ARCA Biopharma Inc.  70,971  271 
*  Inhibitex Inc.  144,120  259 
*  Entremed Inc.  67,773  258 
*  Solta Medical Inc.  126,576  253 
*,^ Discovery Laboratories Inc.  1,150,142  246 
*  Medtox Scientific Inc.  20,342  237 
*  Hooper Holmes Inc.  334,611  234 
*  CytRx Corp.  296,478  222 
*  MedQuist Inc.  24,300  213 
*  Animal Health International Inc.  70,006  193 
*  Cumberland Pharmaceuticals Inc.  32,007  186 
  National Research Corp.  6,852  179 
*  Capstone Therapeutics Corp.  195,946  178 
*  Cardiac Science Corp.  89,896  162 
*  ThermoGenesis Corp.  49,098  143 
*,^ Apricus Biosciences Inc.  79,356  137 
*  Bovie Medical Corp.  58,156  126 
*  Synergetics USA Inc.  42,380  119 
*  TranS1 Inc.  47,108  116 
*,^ BSD Medical Corp.  35,024  112 
*  Heska Corp.  244,014  110 
*  Retractable Technologies Inc.  67,934  107 
*,^ AspenBio Pharma Inc.  201,356  103 
*  NMT Medical Inc.  233,297  103 
*  Cardiovascular Systems Inc.  18,200  96 


*  RXi Pharmaceuticals Corp.  29,017  83 
*  Transcept Pharmaceuticals Inc.  11,106  77 
*  Celsion Corp.  23,602  72 
*  Biospecifics Technologies Corp.  2,500  67 
*,^ OXiGENE Inc.  234,490  62 
*  Repros Therapeutics Inc.  150,333  56 
*,^ Molecular Insight Pharmaceuticals Inc.  66,316  54 
*  SCOLR Pharma Inc.  82,225  46 
*  Vision-Sciences Inc.  36,185  43 
*  IVAX Diagnostics Inc.  61,215  37 
*  ProPhase Labs Inc.  29,374  36 
*  BioClinica Inc.  9,931  35 
*  ARYx Therapeutics Inc.  32,996  13 
*  Sharps Compliance Corp.  1,600  8 
*  Biotime Inc.  1,500  7 
*,^ Helicos BioSciences Corp.  14,000  7 
*  NovaMed Inc.  595  6 
*  KV Pharmaceutical Co. Class B  500  1 
*  Trubion Pharmaceuticals Inc.  104  — 
*  Palatin Technologies Inc.  1  — 
      16,345,929 
Industrials (11.3%)     
  General Electric Co.  115,155,689  1,871,280 
  United Technologies Corp.  9,560,877  681,021 
  3M Co.  7,306,590  633,554 
  Caterpillar Inc.  6,775,583  533,103 
  United Parcel Service Inc. Class B  7,769,549  518,151 
  Boeing Co.  7,368,257  490,284 
  Union Pacific Corp.  5,456,657  446,355 
  Emerson Electric Co.  8,123,636  427,791 
  Honeywell International Inc.  7,851,210  344,982 
  Deere & Co.  4,585,496  319,976 
  FedEx Corp.  3,209,499  274,412 
  Lockheed Martin Corp.  3,427,171  244,289 
  Danaher Corp.  5,953,684  241,779 
  Norfolk Southern Corp.  3,991,920  237,559 
  CSX Corp.  4,198,743  232,274 
  General Dynamics Corp.  3,537,018  222,160 
  Illinois Tool Works Inc.  4,607,796  216,659 
  Tyco International Ltd.  5,550,261  203,861 
  Precision Castparts Corp.  1,534,049  195,361 
  Northrop Grumman Corp.  3,103,151  188,144 
  Raytheon Co.  4,091,287  187,013 
  Cummins Inc.  2,055,723  186,207 
  Waste Management Inc.  4,950,879  176,944 
  PACCAR Inc.  3,543,252  170,608 
  Eaton Corp.  1,720,861  141,954 
  CH Robinson Worldwide Inc.  1,881,017  131,521 
  Republic Services Inc. Class A  4,126,859  125,828 
  Ingersoll-Rand PLC  3,478,965  124,234 
  Parker Hannifin Corp.  1,740,718  121,955 
  Expeditors International of Washington Inc.  2,301,461  106,397 
  Dover Corp.  2,018,647  105,394 
  Southwest Airlines Co.  8,048,300  105,191 
  Goodrich Corp.  1,353,237  99,774 


* Delta Air Lines Inc.  8,537,791  99,380 
Rockwell Collins Inc.  1,701,581  99,117 
Fluor Corp.  1,932,126  95,698 
Rockwell Automation Inc.  1,541,187  95,137 
L-3 Communications Holdings Inc.  1,251,542  90,449 
Cooper Industries PLC  1,811,237  88,624 
ITT Corp.  1,884,720  88,261 
WW Grainger Inc.  670,112  79,817 
Joy Global Inc.  1,112,934  78,262 
Fastenal Co.  1,433,522  76,249 
Flowserve Corp.  606,572  66,371 
Roper Industries Inc.  1,015,541  66,193 
Textron Inc.  2,955,660  60,768 
* Stericycle Inc.  868,767  60,362 
Bucyrus International Inc. Class A  831,905  57,693 
AMETEK Inc.  1,153,799  55,117 
Pall Corp.  1,267,044  52,760 
* Jacobs Engineering Group Inc.  1,351,117  52,288 
Pitney Bowes Inc.  2,244,042  47,978 
Manpower Inc.  884,361  46,164 
Iron Mountain Inc.  1,979,307  44,218 
* Quanta Services Inc.  2,273,725  43,383 
* UAL Corp.  1,820,366  43,015 
Masco Corp.  3,895,840  42,893 
KBR Inc.  1,736,428  42,786 
Equifax Inc.  1,370,638  42,764 
* Kansas City Southern  1,101,075  41,191 
Cintas Corp.  1,489,225  41,028 
Dun & Bradstreet Corp.  547,099  40,562 
Avery Dennison Corp.  1,080,029  40,091 
Robert Half International Inc.  1,539,966  40,039 
* AGCO Corp.  1,005,942  39,242 
RR Donnelley & Sons Co.  2,232,627  37,865 
* Continental Airlines Inc. Class B  1,513,396  37,593 
Donaldson Co. Inc.  793,264  37,387 
Pentair Inc.  1,068,058  35,919 
JB Hunt Transport Services Inc.  1,033,038  35,846 
* Verisk Analytics Inc. Class A  1,226,481  34,354 
Timken Co.  891,411  34,195 
* URS Corp.  899,097  34,148 
SPX Corp.  539,227  34,122 
* Foster Wheeler AG  1,380,096  33,757 
* Owens Corning  1,249,866  32,034 
* BE Aerospace Inc.  1,049,293  31,804 
* Waste Connections Inc.  795,910  31,566 
TransDigm Group Inc.  506,171  31,408 
IDEX Corp.  877,613  31,164 
* Corrections Corp. of America  1,253,123  30,927 
* Shaw Group Inc.  911,913  30,604 
* IHS Inc. Class A  449,205  30,546 
Gardner Denver Inc.  566,914  30,432 
* Navistar International Corp.  692,612  30,226 
* WABCO Holdings Inc.  697,102  29,236 
Snap-On Inc.  625,917  29,111 
Hubbell Inc. Class B  563,619  28,604 


Kennametal Inc.  885,548  27,390 
Towers Watson & Co. Class A  556,052  27,347 
* Alliant Techsystems Inc.  358,424  27,025 
* Terex Corp.  1,179,074  27,024 
* Oshkosh Corp.  972,109  26,733 
Lincoln Electric Holdings Inc.  460,040  26,600 
* Babcock & Wilcox Co.  1,246,535  26,526 
MSC Industrial Direct Co. Class A  486,696  26,301 
* Hertz Global Holdings Inc.  2,453,860  25,986 
* Copart Inc.  774,322  25,529 
Wabtec Corp.  520,148  24,858 
Ryder System Inc.  579,122  24,769 
Nordson Corp.  331,646  24,439 
Regal-Beloit Corp.  415,299  24,374 
* Aecom Technology Corp.  992,036  24,067 
* Thomas & Betts Corp.  572,327  23,477 
* Spirit Aerosystems Holdings Inc. Class A  1,136,453  22,650 
* AMR Corp.  3,609,867  22,634 
Covanta Holding Corp.  1,434,994  22,601 
* Kirby Corp.  557,025  22,314 
Lennox International Inc.  517,039  21,555 
Harsco Corp.  870,517  21,397 
CLARCOR Inc.  545,253  21,063 
* GrafTech International Ltd.  1,342,603  20,985 
Landstar System Inc.  543,331  20,983 
Acuity Brands Inc.  472,239  20,892 
Graco Inc.  654,977  20,782 
Toro Co.  367,940  20,689 
Crane Co.  542,507  20,583 
Woodward Governor Co.  628,451  20,374 
* Alaska Air Group Inc.  387,541  19,776 
Carlisle Cos. Inc.  660,262  19,775 
Baldor Electric Co.  480,686  19,420 
Trinity Industries Inc.  859,013  19,130 
* Hexcel Corp.  1,048,364  18,650 
* Esterline Technologies Corp.  323,535  18,516 
* Genesee & Wyoming Inc. Class A  419,300  18,193 
Con-way Inc.  584,331  18,108 
* WESCO International Inc.  460,680  18,100 
* JetBlue Airways Corp.  2,698,039  18,050 
* EMCOR Group Inc.  719,587  17,695 
* FTI Consulting Inc.  509,912  17,689 
UTi Worldwide Inc.  1,097,183  17,643 
* Clean Harbors Inc.  256,994  17,411 
* Geo Group Inc.  741,034  17,303 
Manitowoc Co. Inc.  1,426,913  17,280 
Actuant Corp. Class A  734,289  16,859 
Valmont Industries Inc.  227,607  16,479 
* US Airways Group Inc.  1,743,158  16,124 
AO Smith Corp.  275,245  15,934 
* Teledyne Technologies Inc.  392,998  15,649 
Alexander & Baldwin Inc.  445,344  15,516 
Brady Corp. Class A  531,099  15,492 
* General Cable Corp.  566,367  15,360 
Watsco Inc.  273,128  15,208 


*  Moog Inc. Class A  426,157  15,133 
  Curtiss-Wright Corp.  498,232  15,096 
*  ArvinMeritor Inc.  968,782  15,055 
  GATX Corp.  499,867  14,656 
*,^ American Superconductor Corp.  462,876  14,395 
*  United Stationers Inc.  263,451  14,097 
*  Tetra Tech Inc.  671,327  14,078 
  HNI Corp.  489,373  14,074 
*  Atlas Air Worldwide Holdings Inc.  278,848  14,026 
*  Dollar Thrifty Automotive Group Inc.  279,657  14,022 
  Triumph Group Inc.  181,410  13,531 
  Belden Inc.  508,920  13,425 
  Knight Transportation Inc.  677,030  13,087 
*  Avis Budget Group Inc.  1,109,664  12,928 
  Applied Industrial Technologies Inc.  412,399  12,619 
*  EnerSys  503,840  12,581 
  Kaydon Corp.  361,958  12,524 
*  Middleby Corp.  190,644  12,085 
  Brink's Co.  517,208  11,896 
*  HUB Group Inc. Class A  405,184  11,856 
  Corporate Executive Board Co.  373,446  11,786 
*  Old Dominion Freight Line Inc.  453,271  11,522 
  Herman Miller Inc.  584,789  11,509 
  Rollins Inc.  485,022  11,340 
*  DigitalGlobe Inc.  371,005  11,279 
  Simpson Manufacturing Co. Inc.  427,192  11,013 
  Watts Water Technologies Inc. Class A  319,886  10,892 
  Mueller Industries Inc.  410,497  10,874 
  Deluxe Corp.  559,443  10,702 
  Werner Enterprises Inc.  512,424  10,500 
*  II-VI Inc.  280,759  10,481 
*  CoStar Group Inc.  212,065  10,330 
  ABM Industries Inc.  478,013  10,320 
  Briggs & Stratton Corp.  540,781  10,280 
*  Insituform Technologies Inc. Class A  419,580  10,145 
  Healthcare Services Group Inc.  441,560  10,063 
*  TrueBlue Inc.  728,386  9,942 
*  USG Corp.  752,461  9,925 
  Mine Safety Appliances Co.  366,004  9,919 
  ESCO Technologies Inc.  293,660  9,767 
*  Orbital Sciences Corp.  614,059  9,395 
  Heartland Express Inc.  620,169  9,222 
*  Navigant Consulting Inc.  762,247  8,865 
  Forward Air Corp.  337,674  8,780 
  Granite Construction Inc.  382,700  8,703 
  Barnes Group Inc.  487,584  8,577 
*  Armstrong World Industries Inc.  202,152  8,391 
*  AirTran Holdings Inc.  1,138,504  8,368 
  Robbins & Myers Inc.  308,925  8,273 
  Skywest Inc.  590,069  8,237 
  Resources Connection Inc.  595,103  8,189 
*  United Rentals Inc.  544,367  8,078 
*  GeoEye Inc.  194,423  7,870 
  American Science & Engineering Inc.  105,231  7,750 
  Knoll Inc.  497,627  7,718 


  Allegiant Travel Co. Class A  178,995  7,575 
*  AAR Corp.  405,762  7,572 
  Interface Inc. Class A  531,306  7,560 
  Arkansas Best Corp.  303,083  7,344 
*  Blount International Inc.  574,431  7,313 
*  Korn/Ferry International  441,911  7,309 
  Raven Industries Inc.  191,841  7,269 
  Cubic Corp.  177,354  7,236 
*,^ EnerNOC Inc.  227,271  7,139 
*,^ Harbin Electric Inc.  393,350  7,037 
*  Beacon Roofing Supply Inc.  481,203  7,011 
*  EnPro Industries Inc.  222,302  6,954 
*  Griffon Corp.  570,258  6,951 
  Administaff Inc.  255,836  6,890 
  Ameron International Corp.  101,098  6,871 
*  SYKES Enterprises Inc.  499,690  6,786 
*  RBC Bearings Inc.  193,784  6,585 
*  Polypore International Inc.  217,272  6,553 
*  Macquarie Infrastructure Co. LLC  418,354  6,484 
*  MasTec Inc.  625,910  6,459 
  HEICO Corp. Class A  188,527  6,423 
  Kaman Corp.  242,731  6,362 
  Franklin Electric Co. Inc.  188,034  6,235 
*  Ceradyne Inc.  264,586  6,178 
  Quanex Building Products Corp.  356,757  6,161 
*  Advisory Board Co.  139,045  6,139 
*  Acacia Research - Acacia Technologies  340,165  5,987 
*  Sensata Technologies Holding NV  301,930  5,966 
  CIRCOR International Inc.  187,167  5,914 
  Universal Forest Products Inc.  201,963  5,907 
  Applied Signal Technology Inc.  236,968  5,896 
*  Chart Industries Inc.  287,681  5,857 
*  Mobile Mini Inc.  378,911  5,812 
  Badger Meter Inc.  140,261  5,678 
  Seaboard Corp.  3,196  5,660 
*  Altra Holdings Inc.  382,351  5,632 
*  Interline Brands Inc.  311,993  5,628 
*  Sauer-Danfoss Inc.  262,319  5,585 
  Albany International Corp.  294,053  5,563 
  Unifirst Corp.  125,194  5,527 
*,^ A123 Systems Inc.  609,016  5,463 
  Lindsay Corp.  124,713  5,403 
  Steelcase Inc. Class A  646,417  5,385 
  McGrath Rentcorp  220,474  5,280 
*  Tutor Perini Corp.  262,547  5,275 
  Tennant Co.  170,670  5,274 
  Mueller Water Products Inc. Class A  1,719,754  5,194 
  Tredegar Corp.  269,603  5,117 
*  Kforce Inc.  368,077  5,050 
*  Colfax Corp.  337,036  5,012 
  Aircastle Ltd.  590,897  5,011 
*  Dycom Industries Inc.  500,207  4,997 
*  ATC Technology Corp.  200,367  4,957 
  Sun Hydraulics Corp.  175,322  4,942 
  US Ecology Inc.  306,515  4,904 


*  Huron Consulting Group Inc.  222,875  4,901 
*  SFN Group Inc.  809,225  4,863 
*  Celadon Group Inc.  349,761  4,830 
*  Astec Industries Inc.  169,090  4,824 
  Comfort Systems USA Inc.  447,376  4,800 
*,^ Advanced Battery Technologies Inc.  1,330,315  4,776 
  TAL International Group Inc.  194,417  4,709 
  FreightCar America Inc.  190,565  4,688 
*  Consolidated Graphics Inc.  112,675  4,670 
*  Force Protection Inc.  919,415  4,634 
*  Amerco Inc.  57,402  4,562 
  Ennis Inc.  251,413  4,498 
*  Layne Christensen Co.  173,249  4,485 
  Encore Wire Corp.  216,114  4,432 
  AZZ Inc.  102,447  4,389 
*,^ Genco Shipping & Trading Ltd.  273,133  4,354 
^  Titan International Inc.  306,102  4,154 
  AAON Inc.  172,447  4,056 
*  M&F Worldwide Corp.  166,179  4,046 
*  Rush Enterprises Inc. Class A  256,136  3,929 
  NACCO Industries Inc. Class A  44,726  3,909 
*  GenCorp Inc.  781,850  3,847 
  G&K Services Inc. Class A  167,513  3,829 
  Heidrick & Struggles International Inc.  193,374  3,767 
  Gorman-Rupp Co.  134,569  3,709 
*,^ Ener1 Inc.  1,007,355  3,707 
*  Aerovironment Inc.  166,575  3,706 
  EnergySolutions Inc.  731,332  3,679 
*  Hawk Corp. Class A  84,655  3,663 
*  Kelly Services Inc. Class A  310,790  3,646 
  Bowne & Co. Inc.  319,527  3,620 
*,^ American Commercial Lines Inc.  128,966  3,596 
*  Ladish Co. Inc.  115,135  3,584 
*  Exponent Inc.  106,581  3,580 
*  Astronics Corp.  204,862  3,575 
  John Bean Technologies Corp.  220,423  3,551 
*  American Reprographics Co.  448,345  3,520 
  Marten Transport Ltd.  150,386  3,486 
  Viad Corp.  178,176  3,446 
*  Wabash National Corp.  424,591  3,435 
*  Cenveo Inc.  666,598  3,353 
*  Team Inc.  194,362  3,345 
*  Michael Baker Corp.  100,839  3,324 
*  Orion Marine Group Inc.  267,478  3,319 
*  ICF International Inc.  131,748  3,303 
*  NN Inc.  391,030  3,226 
*  RSC Holdings Inc.  432,392  3,226 
  Standex International Corp.  130,026  3,145 
*  Columbus McKinnon Corp.  189,374  3,142 
  Aceto Corp.  455,323  3,092 
*  LB Foster Co. Class A  105,338  3,048 
  Apogee Enterprises Inc.  330,587  3,025 
  Cascade Corp.  94,758  3,013 
*  CBIZ Inc.  506,905  3,006 
*  Flow International Corp.  1,140,739  3,000 


  HEICO Corp.  65,392  2,984 
*  MYR Group Inc.  178,944  2,933 
*  Builders FirstSource Inc.  1,276,736  2,911 
*  APAC Customer Services Inc.  511,769  2,897 
  Miller Industries Inc.  211,310  2,859 
*,^ Capstone Turbine Corp.  3,654,524  2,822 
  Ducommun Inc.  129,521  2,821 
*  Kadant Inc.  146,602  2,772 
*  Taser International Inc.  707,163  2,744 
*  School Specialty Inc.  205,444  2,673 
*  Powell Industries Inc.  84,749  2,637 
*  Hawaiian Holdings Inc.  427,711  2,562 
*  Republic Airways Holdings Inc.  306,126  2,535 
  Great Lakes Dredge & Dock Corp.  432,510  2,513 
*  Titan Machinery Inc.  151,279  2,466 
*,^ Eagle Bulk Shipping Inc.  464,089  2,423 
*  KAR Auction Services Inc.  191,892  2,420 
*  On Assignment Inc.  458,835  2,409 
*  H&E Equipment Services Inc.  299,436  2,386 
  Federal Signal Corp.  441,424  2,379 
*  Innerworkings Inc.  359,001  2,359 
*  ACCO Brands Corp.  409,647  2,355 
*  Dolan Co.  201,361  2,289 
*,^ China BAK Battery Inc.  1,253,773  2,282 
  Dynamic Materials Corp.  150,551  2,275 
  Vicor Corp.  152,297  2,225 
  Schawk Inc. Class A  120,119  2,217 
  Houston Wire & Cable Co.  220,451  2,211 
*  Furmanite Corp.  450,749  2,200 
*  Air Transport Services Group Inc.  356,311  2,170 
  Met-Pro Corp.  214,692  2,166 
  Insteel Industries Inc.  241,082  2,165 
*  Greenbrier Cos. Inc.  137,143  2,138 
*  Fushi Copperweld Inc.  245,637  2,135 
*  3D Systems Corp.  134,176  2,108 
*  Metalico Inc.  545,415  2,089 
  CDI Corp.  160,527  2,074 
*  Trimas Corp.  139,181  2,067 
*  Pacer International Inc.  341,001  2,060 
  Ampco-Pittsburgh Corp.  82,113  2,038 
  International Shipholding Corp.  70,689  1,996 
*  Sterling Construction Co. Inc.  158,832  1,966 
*  Quality Distribution Inc.  308,499  1,965 
  Graham Corp.  124,805  1,937 
*  Tecumseh Products Co. Class A  166,009  1,904 
*  Gibraltar Industries Inc.  210,543  1,891 
*  Trex Co. Inc.  96,515  1,841 
  Barrett Business Services Inc.  120,666  1,833 
  American Woodmark Corp.  103,356  1,832 
*,^ YRC Worldwide Inc.  7,151,888  1,788 
  Alamo Group Inc.  79,967  1,786 
*  Herley Industries Inc.  106,225  1,753 
*  Lydall Inc.  236,637  1,742 
*  GP Strategies Corp.  188,753  1,716 
  Twin Disc Inc.  122,421  1,708 


*  Dynamex Inc.  110,564  1,686 
  LSI Industries Inc.  256,751  1,648 
*  Saia Inc.  108,523  1,620 
*  RailAmerica Inc.  165,800  1,597 
*  FuelCell Energy Inc.  1,293,176  1,591 
  Horizon Lines Inc. Class A  373,406  1,568 
  Courier Corp.  109,665  1,559 
*,^ Valence Technology Inc.  1,351,511  1,554 
*  Satcon Technology Corp.  408,834  1,537 
*  WCA Waste Corp.  310,093  1,488 
*  American Railcar Industries Inc.  93,516  1,466 
*,^ Broadwind Energy Inc.  775,433  1,450 
*  Commercial Vehicle Group Inc.  142,114  1,447 
*,^ Orion Energy Systems Inc.  437,565  1,387 
*  Standard Parking Corp.  81,043  1,386 
*  Pike Electric Corp.  189,437  1,379 
*  Pinnacle Airlines Corp.  252,951  1,374 
*  DXP Enterprises Inc.  72,203  1,370 
*,^ Energy Recovery Inc.  374,747  1,345 
*  Park-Ohio Holdings Corp.  100,993  1,343 
*  PMFG Inc.  78,227  1,334 
*  CAI International Inc.  86,691  1,315 
*  CRA International Inc.  71,056  1,283 
  Multi-Color Corp.  82,972  1,278 
*  LMI Aerospace Inc.  80,168  1,276 
*  Casella Waste Systems Inc. Class A  303,752  1,276 
*  Fuel Tech Inc.  203,287  1,275 
*  USA Truck Inc.  84,757  1,270 
  Kimball International Inc. Class B  213,946  1,247 
*  Hurco Cos. Inc.  67,649  1,222 
*  Rush Enterprises Inc. Class B  88,165  1,212 
  Intersections Inc.  130,005  1,209 
  VSE Corp.  33,502  1,182 
*  Northwest Pipe Co.  67,096  1,174 
*,^ SmartHeat Inc.  187,979  1,173 
*  Innovative Solutions & Support Inc.  238,621  1,167 
  Todd Shipyards Corp.  76,157  1,148 
*  PowerSecure International Inc.  119,506  1,107 
*  LaBarge Inc.  88,160  1,101 
*  Volt Information Sciences Inc.  151,652  1,092 
*  Odyssey Marine Exploration Inc.  593,226  1,092 
  Lawson Products Inc.  70,624  1,078 
*  Willis Lease Finance Corp.  104,268  1,054 
*  SL Industries Inc.  72,930  1,028 
*,^ UQM Technologies Inc.  393,962  1,009 
  Superior Uniform Group Inc.  107,189  991 
*  Kratos Defense & Security Solutions Inc.  89,288  951 
*  NCI Building Systems Inc.  98,628  940 
*  Hudson Highland Group Inc.  270,499  931 
*  TBS International PLC Class A  166,778  926 
*  Ultralife Corp.  195,524  856 
*  Universal Truckload Services Inc.  52,831  827 
*,^ BlueLinx Holdings Inc.  205,632  820 
*  Perma-Fix Environmental Services  475,607  794 
*  PAM Transportation Services Inc.  61,408  773 


*  Hill International Inc.  155,213  695 
*  Magnetek Inc.  513,888  678 
*  United Capital Corp.  27,641  672 
  Hardinge Inc.  83,341  638 
  Omega Flex Inc.  43,275  618 
  LS Starrett Co. Class A  57,983  606 
*  US Home Systems Inc.  193,029  564 
*  Active Power Inc.  422,158  561 
*  Plug Power Inc.  1,306,085  499 
*  Frozen Food Express Industries  179,698  498 
*  Patriot Transportation Holding Inc.  6,907  484 
  Virco Manufacturing  159,489  445 
*  Integrated Electrical Services Inc.  111,572  421 
  Standard Register Co.  142,097  415 
*,^ Hoku Corp.  141,634  387 
*  TRC Cos. Inc.  151,355  384 
*,^ Lime Energy Co.  104,000  373 
  Hubbell Inc. Class A  7,600  368 
  Preformed Line Products Co.  10,064  351 
*  Covenant Transportation Group Inc. Class A  45,366  339 
*,^ Applied Energetics Inc.  287,190  322 
*  Ceco Environmental Corp.  52,769  316 
*  Sypris Solutions Inc.  91,591  284 
*  Thermadyne Holdings Corp.  19,732  279 
^  Portec Rail Products Inc.  21,700  252 
*  Document Security Systems Inc.  72,991  246 
*,^ Ascent Solar Technologies Inc.  72,914  230 
*  Mistras Group Inc.  19,720  228 
*  LECG Corp.  183,446  202 
*,^ China Fire & Security Group Inc.  23,208  188 
*  Raytheon Co. Warrants Exp. 06/16/2011  19,938  180 
*  China Architectural Engineering Inc.  262,086  173 
*,^ Akeena Solar Inc.  277,092  167 
*  Argan Inc.  16,641  156 
*  Lihua International Inc.  15,300  132 
*  Amrep Corp.  10,412  128 
*  Ocean Power Technologies Inc.  23,762  122 
*  Franklin Covey Co.  15,203  121 
*,^ RINO International Corp.  7,400  103 
*  AT Cross Co. Class A  16,061  98 
*  Tix Corp.  134,205  87 
*,^ C&D Technologies Inc.  287,236  85 
*  ExpressJet Holdings Inc.  10,069  67 
*  Innotrac Corp.  73,881  67 
*  Key Technology Inc.  5,013  65 
*  PGT Inc.  24,814  57 
  Eastern Co.  3,300  54 
*  Arotech Corp.  12,320  23 
*  Tecumseh Products Co. Class B  1,421  16 
*  Innovaro Inc.  3,900  4 
      15,528,614 
Information Technology (18.8%)     
*  Apple Inc.  9,814,484  2,784,860 
  Microsoft Corp.  85,073,190  2,083,442 
  International Business Machines Corp.  13,831,331  1,855,335 


*  Google Inc. Class A  2,649,013  1,392,825 
*  Cisco Systems Inc.  61,599,741  1,349,034 
  Oracle Corp.  43,308,246  1,162,826 
  Intel Corp.  60,012,650  1,154,043 
  Hewlett-Packard Co.  25,293,958  1,064,117 
  QUALCOMM Inc.  17,692,906  798,304 
*  EMC Corp.  22,171,613  450,305 
  Visa Inc. Class A  5,339,101  396,482 
  Texas Instruments Inc.  13,192,198  358,036 
*  eBay Inc.  12,688,301  309,595 
  Corning Inc.  16,835,554  307,754 
  Accenture PLC Class A  6,871,484  291,969 
*  Dell Inc.  19,010,887  246,381 
  Mastercard Inc. Class A  1,076,721  241,186 
  Automatic Data Processing Inc.  5,429,260  228,192 
*  Cognizant Technology Solutions Corp. Class A  3,230,112  208,245 
*  Motorola Inc.  23,819,213  203,178 
*  Yahoo! Inc.  14,195,397  201,149 
*  NetApp Inc.  3,718,403  185,139 
*  Juniper Networks Inc.  5,676,670  172,287 
  Applied Materials Inc.  14,493,232  169,281 
  Broadcom Corp. Class A  4,755,015  168,280 
  Xerox Corp.  14,900,892  154,224 
*  Adobe Systems Inc.  5,688,401  148,752 
  Tyco Electronics Ltd.  4,901,392  143,219 
*  Intuit Inc.  3,220,072  141,071 
*  Salesforce.com Inc.  1,251,668  139,936 
*  Citrix Systems Inc.  2,007,269  136,976 
*  Symantec Corp.  8,633,342  130,968 
  Western Union Co.  7,264,227  128,359 
*  Agilent Technologies Inc.  3,761,513  125,522 
*  Marvell Technology Group Ltd.  5,923,071  103,713 
  Analog Devices Inc.  3,221,733  101,098 
  Altera Corp.  3,259,056  98,293 
  Paychex Inc.  3,516,656  96,673 
  CA Inc.  4,445,840  93,896 
*  Akamai Technologies Inc.  1,860,635  93,367 
  Amphenol Corp. Class A  1,876,362  91,904 
*  SanDisk Corp.  2,486,243  91,121 
*  F5 Networks Inc.  866,605  89,962 
*  Fiserv Inc.  1,649,823  88,793 
*,^ First Solar Inc.  598,929  88,252 
*  Red Hat Inc.  2,038,639  83,584 
*  McAfee Inc.  1,685,537  79,658 
*  BMC Software Inc.  1,964,218  79,512 
*  Autodesk Inc.  2,481,276  79,326 
  Xilinx Inc.  2,956,893  78,683 
  Computer Sciences Corp.  1,668,249  76,739 
  Linear Technology Corp.  2,423,887  74,486 
  Fidelity National Information Services Inc.  2,692,925  73,059 
*  NVIDIA Corp.  6,188,343  72,280 
*  Western Digital Corp.  2,477,089  70,325 
*  Micron Technology Inc.  9,669,711  69,719 
*  Teradata Corp.  1,802,364  69,499 
*  SAIC Inc.  4,180,667  66,807 


  Activision Blizzard Inc.  6,049,881  65,460 
  KLA-Tencor Corp.  1,835,807  64,675 
*  VMware Inc. Class A  761,098  64,648 
*  VeriSign Inc.  1,983,721  62,963 
^  Microchip Technology Inc.  1,991,545  62,634 
  Harris Corp.  1,406,244  62,283 
*  Seagate Technology PLC  5,271,742  62,101 
  Maxim Integrated Products Inc.  3,276,502  60,648 
*  Cree Inc.  1,104,693  59,974 
*  Electronic Arts Inc.  3,566,511  58,598 
*  Lam Research Corp.  1,366,483  57,187 
*  Rovi Corp.  1,104,115  55,658 
*  Flextronics International Ltd.  8,808,656  53,204 
*  Equinix Inc.  472,957  48,407 
*  Hewitt Associates Inc. Class A  958,696  48,347 
*  Trimble Navigation Ltd.  1,312,206  45,980 
*  Avnet Inc.  1,643,214  44,383 
*  Advanced Micro Devices Inc.  6,197,903  44,067 
*  FLIR Systems Inc.  1,656,572  42,574 
*  ANSYS Inc.  978,017  41,321 
*  Synopsys Inc.  1,621,346  40,161 
*  Atmel Corp.  4,980,121  39,642 
*  Skyworks Solutions Inc.  1,911,479  39,529 
*  Nuance Communications Inc.  2,522,787  39,456 
  Factset Research Systems Inc.  480,278  38,965 
*  Informatica Corp.  994,738  38,208 
  Global Payments Inc.  883,017  37,873 
*  Lexmark International Inc. Class A  847,914  37,834 
*  Alliance Data Systems Corp.  577,905  37,714 
*  MICROS Systems Inc.  868,085  36,746 
*  Arrow Electronics Inc.  1,312,326  35,078 
  Lender Processing Services Inc.  1,029,891  34,223 
  Broadridge Financial Solutions Inc.  1,471,368  33,650 
*  ON Semiconductor Corp.  4,656,056  33,570 
  Solera Holdings Inc.  757,246  33,440 
  National Semiconductor Corp.  2,578,572  32,928 
*  Dolby Laboratories Inc. Class A  574,550  32,640 
*  LSI Corp.  7,083,403  32,300 
*  TIBCO Software Inc.  1,800,417  31,939 
  Jabil Circuit Inc.  2,124,246  30,610 
*  Ingram Micro Inc.  1,788,070  30,147 
*  Riverbed Technology Inc.  653,816  29,801 
*  WebMD Health Corp.  595,522  29,699 
*  JDS Uniphase Corp.  2,381,364  29,505 
  Tellabs Inc.  3,958,402  29,490 
*  MEMC Electronic Materials Inc.  2,458,049  29,300 
*  AOL Inc.  1,155,900  28,609 
*  VeriFone Systems Inc.  918,250  28,530 
*  IAC/InterActiveCorp  1,078,194  28,324 
*  Brocade Communications Systems Inc.  4,797,339  28,016 
  Total System Services Inc.  1,816,959  27,690 
*  Novellus Systems Inc.  1,040,126  27,647 
*  Itron Inc.  436,869  26,749 
*,^ Rackspace Hosting Inc.  1,012,377  26,302 
*  Avago Technologies Ltd.  1,164,449  26,212 


*  Rambus Inc.  1,250,230  26,055 
*  Polycom Inc.  921,050  25,126 
*  Parametric Technology Corp.  1,264,878  24,716 
*  Gartner Inc.  833,483  24,538 
*  CommScope Inc.  1,024,588  24,324 
*  NCR Corp.  1,737,787  23,686 
*  Varian Semiconductor Equipment Associates Inc.  808,180  23,259 
*  Concur Technologies Inc.  459,886  22,737 
*  Tech Data Corp.  558,247  22,497 
*  Novell Inc.  3,767,081  22,489 
  Jack Henry & Associates Inc.  879,151  22,418 
*  Cadence Design Systems Inc.  2,920,296  22,282 
  Diebold Inc.  716,619  22,280 
*  Teradyne Inc.  1,949,592  21,718 
*  QLogic Corp.  1,217,859  21,483 
  ADTRAN Inc.  606,430  21,407 
*  Cypress Semiconductor Corp.  1,684,312  21,189 
*  Zebra Technologies Corp.  626,160  21,064 
*  Compuware Corp.  2,459,459  20,979 
  National Instruments Corp.  634,962  20,738 
*,^ MercadoLibre Inc.  286,492  20,679 
*  NeuStar Inc. Class A  812,757  20,205 
*  Atheros Communications Inc.  756,812  19,942 
  CoreLogic Inc.  1,008,366  19,320 
*  Sohu.com Inc.  327,665  18,880 
*  Genpact Ltd.  1,063,700  18,859 
*  Ariba Inc.  976,978  18,465 
*  VistaPrint NV  474,978  18,358 
  DST Systems Inc.  409,374  18,356 
*  PMC - Sierra Inc.  2,483,006  18,275 
*  Vishay Intertechnology Inc.  1,874,090  18,141 
  Plantronics Inc.  527,788  17,829 
*  Silicon Laboratories Inc.  472,093  17,302 
*  Aruba Networks Inc.  798,815  17,047 
*  RF Micro Devices Inc.  2,753,839  16,909 
*  Quest Software Inc.  687,202  16,898 
*  Monster Worldwide Inc.  1,302,618  16,882 
*  Netlogic Microsystems Inc.  611,208  16,857 
*  Anixter International Inc.  309,392  16,704 
*  International Rectifier Corp.  767,153  16,179 
*  TriQuint Semiconductor Inc.  1,678,439  16,113 
*  Viasat Inc.  390,355  16,047 
  Intersil Corp. Class A  1,337,744  15,638 
*  Ciena Corp.  1,000,244  15,574 
*  Microsemi Corp.  902,361  15,475 
*,^ Veeco Instruments Inc.  434,931  15,166 
*  Progress Software Corp.  454,973  15,060 
*  GSI Commerce Inc.  605,920  14,966 
  Molex Inc.  713,765  14,939 
*  CACI International Inc. Class A  328,571  14,871 
*  Digital River Inc.  430,951  14,670 
*  Netezza Corp.  534,603  14,408 
*  Wright Express Corp.  400,588  14,305 
*  InterDigital Inc.  476,015  14,095 
*  Convergys Corp.  1,343,799  14,043 


  Sapient Corp.  1,164,653  13,941 
*  Semtech Corp.  676,124  13,651 
*,^ Power-One Inc.  1,501,744  13,651 
*  Finisar Corp.  722,236  13,571 
*  Arris Group Inc.  1,374,981  13,434 
*  ADC Telecommunications Inc.  1,054,822  13,365 
  Molex Inc. Class A  757,606  13,243 
*  Omnivision Technologies Inc.  567,061  13,065 
*  Acxiom Corp.  819,322  12,994 
*  Fairchild Semiconductor International Inc. Class A  1,368,491  12,864 
*  SuccessFactors Inc.  511,193  12,836 
*  Plexus Corp.  436,093  12,799 
*  Unisys Corp.  457,565  12,766 
*,^ Blackboard Inc.  352,216  12,694 
*  Hittite Microwave Corp.  265,163  12,635 
*  Lawson Software Inc.  1,487,720  12,601 
*  Acme Packet Inc.  329,486  12,501 
  Fair Isaac Corp.  502,047  12,380 
*,^ Cirrus Logic Inc.  693,296  12,368 
*  Mentor Graphics Corp.  1,150,782  12,164 
*  ArcSight Inc.  277,406  12,084 
  Syntel Inc.  269,462  11,991 
  MAXIMUS Inc.  190,056  11,704 
*  CommVault Systems Inc.  446,317  11,618 
*  j2 Global Communications Inc.  488,231  11,615 
  Blackbaud Inc.  481,445  11,574 
*  ValueClick Inc.  882,244  11,540 
*  Cymer Inc.  309,348  11,471 
*  Benchmark Electronics Inc.  697,734  11,443 
*  TiVo Inc.  1,245,490  11,284 
*  Taleo Corp. Class A  386,333  11,200 
*  Cavium Networks Inc.  387,875  11,155 
*  Sonus Networks Inc.  3,152,690  11,129 
*  AsiaInfo-Linkage Inc.  562,212  11,092 
*  Coherent Inc.  273,840  10,956 
*,^ Ebix Inc.  466,691  10,944 
  Cognex Corp.  406,505  10,902 
*  Blue Coat Systems Inc.  453,134  10,902 
*  JDA Software Group Inc.  428,732  10,873 
*  L-1 Identity Solutions Inc.  920,685  10,800 
  Earthlink Inc.  1,175,392  10,684 
*  Take-Two Interactive Software Inc.  1,051,702  10,664 
*  Integrated Device Technology Inc.  1,813,441  10,609 
*  Sanmina-SCI Corp.  857,679  10,361 
*,^ Synaptics Inc.  367,859  10,352 
*  Ultimate Software Group Inc.  267,602  10,340 
*  Netgear Inc.  379,861  10,260 
*  Infinera Corp.  871,780  10,174 
*  Tessera Technologies Inc.  527,208  9,753 
*  Fortinet Inc.  389,623  9,741 
*  Littelfuse Inc.  221,733  9,690 
*  Mantech International Corp. Class A  241,298  9,555 
*  Advent Software Inc.  181,857  9,491 
  Power Integrations Inc.  297,136  9,446 
*  SRA International Inc. Class A  475,989  9,387 


*  MKS Instruments Inc.  515,817  9,274 
*  Rofin-Sinar Technologies Inc.  346,633  8,798 
*  Emulex Corp.  842,493  8,796 
*,^ SunPower Corp. Class A  606,398  8,732 
*  Tekelec  667,232  8,647 
*  MicroStrategy Inc. Class A  99,645  8,630 
*,^ OpenTable Inc.  126,762  8,630 
*  Euronet Worldwide Inc.  471,910  8,490 
*  Websense Inc.  470,018  8,338 
*  Comtech Telecommunications Corp.  302,472  8,273 
*  Amkor Technology Inc.  1,248,584  8,203 
*  Loral Space & Communications Inc.  155,321  8,108 
*  ACI Worldwide Inc.  361,480  8,094 
*  Universal Display Corp.  342,808  8,056 
*  Cabot Microelectronics Corp.  249,132  8,017 
*  Checkpoint Systems Inc.  389,391  7,924 
*,^ GT Solar International Inc.  928,920  7,775 
*  FEI Co.  389,605  7,625 
*  Manhattan Associates Inc.  258,699  7,593 
*  EchoStar Corp. Class A  397,708  7,588 
*  Insight Enterprises Inc.  472,600  7,391 
*  TeleTech Holdings Inc.  497,192  7,378 
*  Applied Micro Circuits Corp.  731,616  7,316 
*  Scansource Inc.  260,557  7,228 
*  DealerTrack Holdings Inc.  422,696  7,220 
*,^ Constant Contact Inc.  329,422  7,060 
*  DTS Inc.  180,996  6,909 
*  OSI Systems Inc.  187,767  6,820 
*  SAVVIS Inc.  323,178  6,813 
*,^ STEC Inc.  544,766  6,782 
*  Intermec Inc.  552,189  6,770 
*  Oclaro Inc.  422,539  6,765 
*  Lattice Semiconductor Corp.  1,420,291  6,746 
*  Sourcefire Inc.  233,623  6,738 
  Black Box Corp.  203,288  6,517 
*  Tyler Technologies Inc.  315,030  6,351 
*  Stratasys Inc.  228,533  6,335 
*  Entegris Inc.  1,351,877  6,313 
  AVX Corp.  448,032  6,192 
*  Harmonic Inc.  893,036  6,144 
  Sycamore Networks Inc.  189,563  6,144 
  Diamond Management & Technology Consultants Inc. Class A  483,515  6,044 
*  Volterra Semiconductor Corp.  279,586  6,017 
*  TTM Technologies Inc.  611,580  5,987 
*  RightNow Technologies Inc.  303,392  5,977 
  iGate Corp.  327,336  5,938 
*  SunPower Corp. Class B  426,394  5,910 
*  CSG Systems International Inc.  324,144  5,909 
*  Rogers Corp.  187,173  5,892 
*  DG FastChannel Inc.  270,083  5,874 
  Micrel Inc.  586,547  5,783 
*  Ultratech Inc.  334,303  5,717 
*  Ixia  458,819  5,689 
*  Diodes Inc.  332,903  5,689 
*  MIPS Technologies Inc. Class A  576,264  5,607 


*  Net 1 UEPS Technologies Inc.  483,105  5,585 
*  RealNetworks Inc.  1,712,005  5,581 
*  Silicon Image Inc.  1,167,052  5,579 
*  Art Technology Group Inc.  1,341,426  5,540 
*  Radiant Systems Inc.  317,849  5,435 
  United Online Inc.  943,428  5,396 
*  SYNNEX Corp.  190,102  5,349 
*  Forrester Research Inc.  160,497  5,309 
  Heartland Payment Systems Inc.  347,093  5,283 
*  Internet Capital Group Inc.  475,745  5,247 
*  Monolithic Power Systems Inc.  321,075  5,243 
*  Verigy Ltd.  640,370  5,206 
*  comScore Inc.  220,799  5,193 
*  IPG Photonics Corp.  211,641  5,109 
*  THQ Inc.  1,268,597  5,100 
*  Netscout Systems Inc.  247,191  5,070 
*  Brightpoint Inc.  722,866  5,053 
*  Compellent Technologies Inc.  276,372  5,024 
*  Terremark Worldwide Inc.  484,464  5,009 
*  Electronics for Imaging Inc.  412,934  5,005 
*  Cogent Inc.  459,792  4,892 
*  Brooks Automation Inc.  728,171  4,886 
*  Isilon Systems Inc.  218,983  4,879 
*  Epicor Software Corp.  556,315  4,840 
*  ExlService Holdings Inc.  245,643  4,778 
*  LTX-Credence Corp.  2,285,077  4,776 
*  Zoran Corp.  624,209  4,769 
*,^ Sonic Solutions Inc.  416,627  4,741 
*  Hypercom Corp.  726,295  4,721 
  MTS Systems Corp.  151,176  4,686 
*  Internet Brands Inc. Class A  350,372  4,653 
*  Avid Technology Inc.  354,906  4,653 
*  ATMI Inc.  310,429  4,613 
*  SMART Modular Technologies WWH Inc.  757,570  4,568 
*  Advanced Energy Industries Inc.  348,681  4,554 
*  Synchronoss Technologies Inc.  253,131  4,508 
  Park Electrochemical Corp.  168,971  4,451 
*  Smith Micro Software Inc.  445,256  4,426 
*  FormFactor Inc.  510,919  4,394 
*  Newport Corp.  383,085  4,344 
*  Maxwell Technologies Inc.  294,314  4,300 
*  SolarWinds Inc.  248,200  4,284 
  Pegasystems Inc.  137,381  4,266 
*  Standard Microsystems Corp.  186,417  4,252 
*  Oplink Communications Inc.  211,763  4,201 
*  Entropic Communications Inc.  436,609  4,191 
*  Measurement Specialties Inc.  226,519  4,186 
  EPIQ Systems Inc.  339,796  4,166 
*  Move Inc.  1,859,806  4,147 
*  Kulicke & Soffa Industries Inc.  657,281  4,069 
*  Knot Inc.  443,138  4,046 
*  LogMeIn Inc.  110,900  3,990 
*  Bottomline Technologies Inc.  253,532  3,894 
*  KVH Industries Inc.  259,403  3,894 
*  LoopNet Inc.  324,347  3,840 


*  Quantum Corp.  1,806,936  3,831 
*  Sigma Designs Inc.  330,832  3,801 
*  NetSuite Inc.  159,398  3,757 
*  Limelight Networks Inc.  628,840  3,698 
*  Kenexa Corp.  210,656  3,691 
*  support.com Inc.  789,787  3,617 
*  Magma Design Automation Inc.  976,995  3,615 
*  TNS Inc.  211,249  3,581 
*  Lionbridge Technologies Inc.  830,970  3,573 
*  Actel Corp.  221,260  3,529 
*  Echelon Corp.  411,343  3,517 
*,^ Rubicon Technology Inc.  153,182  3,476 
  Keithley Instruments Inc.  160,382  3,450 
*  Mercury Computer Systems Inc.  286,275  3,444 
  NIC Inc.  408,652  3,388 
*  DivX Inc.  355,397  3,387 
*  Anadigics Inc.  553,735  3,372 
*  Integrated Silicon Solution Inc.  390,016  3,358 
*  Electro Scientific Industries Inc.  300,320  3,337 
*  S1 Corp.  638,021  3,324 
*  NVE Corp.  77,180  3,321 
  Opnet Technologies Inc.  177,642  3,224 
*  Infospace Inc.  372,249  3,224 
*  ModusLink Global Solutions Inc.  506,842  3,218 
*,^ Evergreen Solar Inc.  4,373,555  3,210 
*  Imation Corp.  343,735  3,207 
*  Travelzoo Inc.  123,120  3,172 
*  FARO Technologies Inc.  145,323  3,169 
*  Hackett Group Inc.  750,974  3,102 
*  Global Cash Access Holdings Inc.  758,476  3,095 
*  Symmetricom Inc.  532,064  3,043 
*  LivePerson Inc.  361,868  3,040 
*  UTStarcom Inc.  1,389,207  3,015 
*,^ Energy Conversion Devices Inc.  585,892  2,941 
*  Extreme Networks  941,365  2,928 
*  Supertex Inc.  131,982  2,919 
*  Novatel Wireless Inc.  361,238  2,847 
  Methode Electronics Inc.  308,280  2,799 
  CTS Corp.  288,971  2,780 
*  LeCroy Corp.  351,280  2,775 
*,^ China Security & Surveillance Technology Inc.  495,754  2,756 
  Daktronics Inc.  279,172  2,741 
*  IXYS Corp.  284,735  2,719 
*  Globecomm Systems Inc.  321,594  2,692 
*  Mindspeed Technologies Inc.  343,706  2,671 
*  Ceva Inc.  184,350  2,636 
*  EMS Technologies Inc.  141,216  2,631 
*  Kopin Corp.  737,444  2,618 
*  Aviat Networks Inc.  618,996  2,532 
*  Monotype Imaging Holdings Inc.  272,050  2,489 
*  Stamps.com Inc.  189,857  2,468 
*  Vocus Inc.  133,012  2,458 
*  Perficient Inc.  259,691  2,374 
*  PROS Holdings Inc.  250,908  2,328 
  Keynote Systems Inc.  198,061  2,301 


*  Anaren Inc.  136,822  2,297 
  Electro Rent Corp.  171,286  2,275 
*  Agilysys Inc.  348,919  2,268 
*  Online Resources Corp.  501,455  2,226 
*  Interactive Intelligence Inc.  126,380  2,224 
*  Rimage Corp.  133,559  2,196 
  Cohu Inc.  174,165  2,193 
*  Pericom Semiconductor Corp.  251,827  2,188 
*,^ Zix Corp.  753,669  2,140 
*  Intevac Inc.  213,141  2,134 
*  Spectrum Control Inc.  144,537  2,128 
  Cass Information Systems Inc.  61,920  2,124 
*  Hughes Communications Inc.  76,279  2,079 
*  Digi International Inc.  217,878  2,068 
  American Software Inc. Class A  350,157  2,066 
*  Vishay Precision Group Inc.  131,621  2,055 
*  Seachange International Inc.  274,045  2,031 
  Bel Fuse Inc. Class B  97,443  2,029 
*  Silicon Graphics International Corp.  257,534  1,998 
*  Advanced Analogic Technologies Inc.  567,810  1,993 
*  Super Micro Computer Inc.  191,683  1,992 
  DDi Corp.  215,477  1,991 
*  Saba Software Inc.  360,517  1,961 
*  VASCO Data Security International Inc.  300,390  1,953 
*  Exar Corp.  324,717  1,945 
*  NU Horizons Electronics Corp.  277,427  1,928 
*  Gerber Scientific Inc.  305,370  1,884 
*  Radisys Corp.  199,776  1,882 
*  Comverge Inc.  235,817  1,854 
*  Multi-Fineline Electronix Inc.  84,053  1,848 
*  TeleCommunication Systems Inc. Class A  457,023  1,787 
*  Liquidity Services Inc.  109,517  1,753 
*  Photronics Inc.  324,071  1,714 
*  Cogo Group Inc.  274,814  1,698 
*  Rudolph Technologies Inc.  202,447  1,682 
*,^ Rosetta Stone Inc.  78,808  1,674 
*  Ultra Clean Holdings  194,140  1,673 
^  VirnetX Holding Corp.  113,397  1,665 
  Richardson Electronics Ltd.  156,536  1,644 
*  DSP Group Inc.  234,691  1,643 
*  Openwave Systems Inc.  955,616  1,625 
*  Unica Corp.  75,710  1,588 
*,^ Microvision Inc.  713,277  1,562 
*  SRS Labs Inc.  166,042  1,551 
  Renaissance Learning Inc.  150,519  1,534 
*  Dynamics Research Corp.  146,279  1,504 
*  MoSys Inc.  305,390  1,490 
*,^ QuickLogic Corp.  289,381  1,485 
*  DemandTec Inc.  157,262  1,480 
*  Transact Technologies Inc.  183,295  1,466 
*  PRGX Global Inc.  256,761  1,456 
*  ShoreTel Inc.  292,491  1,451 
*  X-Rite Inc.  382,312  1,449 
  Technitrol Inc.  328,247  1,448 
*  MoneyGram International Inc.  590,206  1,440 


*  Internap Network Services Corp.  288,735  1,418 
*  Integral Systems Inc.  188,094  1,388 
  Marchex Inc. Class B  254,362  1,386 
*  Concurrent Computer Corp.  207,402  1,377 
*  Zygo Corp.  139,531  1,367 
*  Cray Inc.  206,083  1,360 
*,^ Wave Systems Corp. Class A  605,655  1,357 
*  Nanometrics Inc.  89,885  1,353 
*  Web.com Group Inc.  245,686  1,351 
*  Powerwave Technologies Inc.  737,328  1,342 
*  Ciber Inc.  439,934  1,324 
*  GSE Systems Inc.  392,563  1,323 
*  Mattson Technology Inc.  481,016  1,323 
*  FalconStor Software Inc.  425,981  1,303 
*,^ China Information Technology Inc.  267,363  1,302 
*  Ramtron International Corp.  350,700  1,298 
*  PC Mall Inc.  202,721  1,293 
*  Pervasive Software Inc.  259,933  1,284 
*  Axcelis Technologies Inc.  660,879  1,275 
*  Actuate Corp.  243,100  1,252 
*  Microtune Inc.  426,559  1,237 
*  Trident Microsystems Inc.  702,405  1,201 
*  RAE Systems Inc.  754,476  1,185 
*  Telular Corp.  382,231  1,166 
*  Computer Task Group Inc.  151,377  1,157 
*  Conexant Systems Inc.  691,354  1,134 
*  BigBand Networks Inc.  395,172  1,122 
*  Immersion Corp.  186,531  1,102 
*  PC-Tel Inc.  178,115  1,094 
  TheStreet.com Inc.  384,051  1,079 
*  Ness Technologies Inc.  233,859  1,052 
*  Tollgrade Communications Inc.  141,098  1,034 
*  Phoenix Technologies Ltd.  255,005  995 
  Imergent Inc.  200,573  991 
*  Westell Technologies Inc. Class A  417,567  960 
*  LaserCard Corp.  197,967  948 
  Ipass Inc.  762,909  931 
*  Cyberoptics Corp.  98,662  897 
*  NCI Inc. Class A  46,496  880 
*  PLX Technology Inc.  236,468  856 
*  PAR Technology Corp.  139,040  855 
*  ORBCOMM Inc.  375,812  853 
*,^ Emcore Corp.  1,046,387  838 
*  PC Connection Inc.  118,684  811 
*  LoJack Corp.  210,416  804 
*  Dice Holdings Inc.  94,006  797 
  Evolving Systems Inc.  105,542  794 
*,^ KIT Digital Inc.  66,100  793 
*  Innodata Isogen Inc.  278,369  768 
*  StarTek Inc.  179,488  750 
*  Reis Inc.  112,482  724 
*  Callidus Software Inc.  164,683  703 
*  Bsquare Corp.  208,344  694 
*  AXT Inc.  102,918  681 
  QAD Inc.  160,214  666 


*  TechTeam Global Inc.  91,665  641 
*  TechTarget Inc.  119,872  629 
*  Network Equipment Technologies Inc.  182,244  629 
*  CPI International Inc.  44,729  626 
*,^ Research Frontiers Inc.  154,646  612 
*  Hutchinson Technology Inc.  174,519  606 
*  Aware Inc.  223,397  594 
*  Virtusa Corp.  59,819  580 
*  Edgewater Technology Inc.  198,970  541 
*  Datalink Corp.  170,425  520 
*  Opnext Inc.  321,034  504 
*  Pixelworks Inc.  144,374  495 
*  PDF Solutions Inc.  129,133  478 
*  Presstek Inc.  210,832  462 
*  Looksmart Ltd.  228,118  461 
*  CalAmp Corp.  178,061  458 
*  Transwitch Corp.  167,116  446 
*  ICx Technologies Inc.  57,598  435 
*  iGO Inc.  217,191  426 
*  Rainmaker Systems Inc.  322,862  420 
*  Market Leader Inc.  187,502  405 
*  Frequency Electronics Inc.  63,789  385 
*  Network Engines Inc.  257,147  375 
*  FSI International Inc.  140,582  374 
*  Spire Corp.  83,300  367 
*  Echo Global Logistics Inc.  28,652  366 
*  ID Systems Inc.  179,765  358 
*  Performance Technologies Inc.  163,889  356 
*  MEMSIC Inc.  142,163  348 
*  GTSI Corp.  48,354  341 
*  Planar Systems Inc.  148,536  339 
*  Tier Technologies Inc. Class B  59,360  329 
*  Ditech Networks Inc.  246,702  326 
  Newtek Business Services Inc.  209,107  293 
*  LRAD Corp.  183,497  288 
*  ActivIdentity Corp.  117,195  255 
  Bel Fuse Inc. Class A  10,580  221 
*  Comarco Inc.  95,910  213 
*  Video Display Corp.  48,565  212 
*,^ Parkervision Inc.  280,755  205 
*  NaviSite Inc.  58,297  195 
*  WebMediaBrands Inc.  217,997  194 
*  Cinedigm Digital Cinema Corp. Class A  141,079  188 
*  AuthenTec Inc.  101,061  168 
*  Deltek Inc.  20,155  161 
*  Zhone Technologies Inc.  72,849  152 
*  Autobytel Inc.  170,599  148 
*  Viasystems Group Inc.  9,566  145 
*  Identive Group Inc.  75,132  136 
*  Guidance Software Inc.  21,860  128 
*  Ikanos Communications Inc.  87,319  104 
*  Lantronix Inc.  30,640  102 
*  EndWave Corp.  43,107  96 
*  Authentidate Holding Corp.  140,957  89 
*  Selectica Inc.  16,789  82 


* Intellicheck Mobilisa Inc.  73,822  79 
* Wireless Telecom Group Inc.  98,580  75 
* Management Network Group Inc.  25,353  75 
* Vertro Inc.  27,927  73 
* Analysts International Corp.  29,652  68 
* Dot Hill Systems Corp.  42,636  60 
* Henry Bros Electronics Inc.  10,200  44 
* Superconductor Technologies Inc.  24,192  41 
* Digital Angel Corp.  31,230  15 
* Numerex Corp. Class A  1,500  9 
* Occam Networks Inc.  700  5 
* Veraz Networks Inc.  3,828  5 
* Information Services Group Inc.  788  1 
    25,968,525 
Materials (4.0%)     
EI du Pont de Nemours & Co.  9,772,499  436,049 
Freeport-McMoRan Copper & Gold Inc.  4,666,576  398,479 
Dow Chemical Co.  12,457,281  342,077 
Newmont Mining Corp.  5,299,388  332,855 
Praxair Inc.  3,302,243  298,060 
Monsanto Co.  5,888,591  282,240 
Air Products & Chemicals Inc.  2,290,968  189,738 
Alcoa Inc.  11,035,119  133,635 
PPG Industries Inc.  1,797,720  130,874 
Nucor Corp.  3,405,473  130,089 
Ecolab Inc.  2,522,171  127,975 
Mosaic Co.  1,685,180  99,021 
International Paper Co.  4,482,685  97,498 
Cliffs Natural Resources Inc.  1,463,994  93,578 
Weyerhaeuser Co.  5,791,091  91,268 
Sigma-Aldrich Corp.  1,313,058  79,282 
Lubrizol Corp.  737,600  78,163 
Sherwin-Williams Co.  1,008,057  75,745 
CF Industries Holdings Inc.  769,391  73,477 
United States Steel Corp.  1,550,683  67,982 
Airgas Inc.  858,003  58,301 
Eastman Chemical Co.  781,533  57,833 
Ball Corp.  948,824  55,838 
Celanese Corp. Class A  1,694,883  54,406 
FMC Corp.  747,326  51,125 
Vulcan Materials Co.  1,381,649  51,010 
* Crown Holdings Inc.  1,750,896  50,181 
* Owens-Illinois Inc.  1,784,676  50,078 
* Pactiv Corp.  1,435,798  47,353 
Walter Energy Inc.  580,826  47,215 
MeadWestvaco Corp.  1,849,566  45,092 
Allegheny Technologies Inc.  960,039  44,594 
International Flavors & Fragrances Inc.  860,609  41,757 
Albemarle Corp.  890,318  41,676 
Ashland Inc.  802,842  39,155 
Sealed Air Corp.  1,726,335  38,808 
Nalco Holding Co.  1,497,688  37,757 
^ Martin Marietta Materials Inc.  490,310  37,739 
Bemis Co. Inc.  1,178,813  37,427 
Sonoco Products Co.  1,085,485  36,299 


Aptargroup Inc.  734,948  33,565 
Valspar Corp.  1,019,141  32,460 
Reliance Steel & Aluminum Co.  761,574  31,628 
Steel Dynamics Inc.  2,225,483  31,402 
Domtar Corp.  467,409  30,185 
Cytec Industries Inc.  530,369  29,902 
RPM International Inc.  1,404,402  27,976 
Compass Minerals International Inc.  353,774  27,106 
Royal Gold Inc.  542,790  27,053 
Scotts Miracle-Gro Co. Class A  507,026  26,228 
Packaging Corp. of America  1,117,430  25,891 
Huntsman Corp.  2,069,275  23,921 
* Allied Nevada Gold Corp.  851,032  22,552 
* WR Grace & Co.  788,575  22,033 
Cabot Corp.  672,949  21,918 
* Solutia Inc.  1,312,964  21,034 
Temple-Inland Inc.  1,104,764  20,615 
Rock-Tenn Co. Class A  399,768  19,912 
* Titanium Metals Corp.  973,191  19,425 
Silgan Holdings Inc.  579,036  18,355 
Commercial Metals Co.  1,240,083  17,969 
* Rockwood Holdings Inc.  565,031  17,782 
* Coeur d'Alene Mines Corp.  883,760  17,604 
Olin Corp.  854,163  17,220 
* Hecla Mining Co.  2,617,346  16,542 
AK Steel Holding Corp.  1,189,597  16,428 
Sensient Technologies Corp.  534,331  16,292 
Carpenter Technology Corp.  477,779  16,106 
NewMarket Corp.  139,526  15,861 
Greif Inc. Class A  267,463  15,738 
* Intrepid Potash Inc.  487,642  12,713 
* PolyOne Corp.  1,013,042  12,248 
* Ferro Corp.  937,475  12,084 
Minerals Technologies Inc.  203,276  11,977 
Schnitzer Steel Industries Inc.  247,390  11,944 
Schweitzer-Mauduit International Inc.  195,268  11,386 
* Stillwater Mining Co.  648,263  10,917 
Eagle Materials Inc.  450,604  10,679 
HB Fuller Co.  528,069  10,493 
Worthington Industries Inc.  692,183  10,404 
* Louisiana-Pacific Corp.  1,350,798  10,226 
* OM Group Inc.  338,452  10,194 
* RTI International Metals Inc.  326,559  9,999 
Arch Chemicals Inc.  265,108  9,303 
Balchem Corp.  288,787  8,912 
* Calgon Carbon Corp.  610,322  8,850 
^ Texas Industries Inc.  267,558  8,433 
* Globe Specialty Metals Inc.  584,627  8,208 
* Century Aluminum Co.  612,960  8,073 
* Clearwater Paper Corp.  104,890  7,980 
* Georgia Gulf Corp.  459,953  7,516 
Kaiser Aluminum Corp.  174,843  7,482 
PH Glatfelter Co.  583,016  7,089 
AMCOL International Corp.  266,976  6,992 
Buckeye Technologies Inc.  466,788  6,866 


  A Schulman Inc.  318,747  6,423 
*  Omnova Solutions Inc.  868,010  6,241 
  Innophos Holdings Inc.  185,662  6,145 
*  Brush Engineered Materials Inc.  215,569  6,131 
  Deltic Timber Corp.  133,616  5,986 
*  Horsehead Holding Corp.  566,418  5,591 
*  US Gold Corp.  1,094,744  5,441 
  Koppers Holdings Inc.  200,659  5,392 
  Stepan Co.  88,922  5,256 
*  Kraton Performance Polymers Inc.  186,769  5,071 
  Westlake Chemical Corp.  165,857  4,964 
  Haynes International Inc.  132,042  4,611 
*,^ STR Holdings Inc.  213,562  4,600 
  Zep Inc.  248,646  4,336 
  Hawkins Inc.  120,462  4,267 
*  Wausau Paper Corp.  483,877  4,011 
*  Graphic Packaging Holding Co.  1,158,803  3,870 
  Quaker Chemical Corp.  118,362  3,854 
*  Innospec Inc.  251,871  3,836 
*  KapStone Paper and Packaging Corp.  277,220  3,365 
  Olympic Steel Inc.  144,088  3,313 
*  Boise Inc.  503,746  3,269 
*  Spartech Corp.  398,106  3,268 
*  Zoltek Cos. Inc.  302,561  2,941 
  Neenah Paper Inc.  183,872  2,795 
  Myers Industries Inc.  272,821  2,344 
*  LSB Industries Inc.  119,273  2,215 
*  AEP Industries Inc.  78,834  1,862 
*  AM Castle & Co.  133,714  1,772 
*,^ Yongye International Inc.  244,712  1,728 
*  ShengdaTech Inc.  305,838  1,615 
*  Headwaters Inc.  441,607  1,590 
*,^ China Direct Industries Inc.  1,280,643  1,550 
*  General Moly Inc.  420,852  1,540 
*,^ Mercer International Inc.  314,283  1,537 
*  US Energy Corp.  303,731  1,379 
*  Universal Stainless & Alloy  52,656  1,293 
*  Landec Corp.  207,442  1,288 
  American Vanguard Corp.  195,033  1,205 
*  United States Lime & Minerals Inc.  26,740  1,034 
  Chase Corp.  67,418  981 
*,^ China Green Agriculture Inc.  108,540  953 
*  Senomyx Inc.  223,613  890 
*,^ General Steel Holdings Inc.  307,453  833 
*,^ Gulf Resources Inc.  89,322  687 
*,^ Altair Nanotechnologies Inc.  1,024,234  635 
*  American Pacific Corp.  125,838  556 
*  Ampal American Israel Class A  328,363  553 
*  Penford Corp.  107,902  497 
*  Nanophase Technologies Corp.  344,153  351 
*,^ Flotek Industries Inc.  178,310  246 
*  Verso Paper Corp.  75,831  218 
*,^ Paramount Gold and Silver Corp.  134,400  206 
*,^ China Agritech Inc.  13,700  158 
*,^ China Precision Steel Inc.  64,432  105 


*  Rock of Ages Corp.  17,900  73 
*  Continental Materials Corp.  3,500  62 
*  Solitario Exploration & Royalty Corp.  23,700  54 
      5,550,387 
Telecommunication Services (3.0%)     
  AT&T Inc.  63,733,770  1,822,786 
  Verizon Communications Inc.  30,488,746  993,628 
*  American Tower Corp. Class A  4,352,159  223,092 
*  Sprint Nextel Corp.  31,838,593  147,413 
*  Crown Castle International Corp.  3,138,181  138,551 
  CenturyLink Inc.  3,246,307  128,099 
  Qwest Communications International Inc.  16,892,702  105,917 
  Frontier Communications Corp.  10,554,530  86,231 
*  NII Holdings Inc.  1,809,278  74,361 
  Windstream Corp.  5,221,746  64,175 
*  SBA Communications Corp. Class A  1,201,412  48,417 
*  tw telecom inc Class A  1,558,734  28,946 
*  MetroPCS Communications Inc.  2,679,630  28,029 
  Telephone & Data Systems Inc.  743,154  24,375 
*  Syniverse Holdings Inc.  755,703  17,132 
*  Level 3 Communications Inc.  17,955,302  16,830 
*  United States Cellular Corp.  190,255  8,746 
*  Leap Wireless International Inc.  657,424  8,119 
  Telephone & Data Systems Inc. - Special Common Shares  279,393  7,921 
*  AboveNet Inc.  147,454  7,681 
*  Clearwire Corp. Class A  908,445  7,349 
*  Cincinnati Bell Inc.  2,478,798  6,618 
  NTELOS Holdings Corp.  353,489  5,981 
  Consolidated Communications Holdings Inc.  285,793  5,336 
*  PAETEC Holding Corp.  1,298,084  5,335 
*  Neutral Tandem Inc.  403,135  4,817 
  Shenandoah Telecommunications Co.  256,268  4,656 
  Alaska Communications Systems Group Inc.  435,776  4,423 
  Atlantic Tele-Network Inc.  88,763  4,371 
*  Premiere Global Services Inc.  571,010  4,043 
*  General Communication Inc. Class A  370,992  3,699 
*  Cogent Communications Group Inc.  342,863  3,247 
*  Global Crossing Ltd.  251,510  3,234 
  USA Mobility Inc.  199,797  3,203 
*  Vonage Holdings Corp.  1,238,007  3,157 
*  Cbeyond Inc.  235,806  3,025 
*  ICO Global Communications Holdings Ltd.  1,577,078  2,586 
*  Iridium Communications Inc.  294,515  2,515 
  HickoryTech Corp.  284,673  2,428 
*  8x8 Inc.  982,746  2,113 
*,^ Globalstar Inc.  1,135,059  1,975 
*  IDT Corp. Class B  75,185  1,338 
  Warwick Valley Telephone Co.  88,457  1,260 
*  SureWest Communications  115,235  853 
*,^ FiberTower Corp.  189,789  805 
*  Arbinet Corp.  84,231  618 
*  IDT Corp.  21,611  317 
*,^ TerreStar Corp.  889,716  309 
      4,070,060 


Utilities (3.7%)     
Southern Co.  8,899,647  331,423 
Exelon Corp.  7,130,010  303,596 
Dominion Resources Inc.  6,429,637  280,718 
Duke Energy Corp.  14,165,595  250,873 
NextEra Energy Inc.  4,249,739  231,143 
American Electric Power Co. Inc.  5,166,626  187,187 
PG&E Corp.  4,017,198  182,461 
Public Service Enterprise Group Inc.  5,458,921  180,581 
Entergy Corp.  2,042,482  156,311 
Consolidated Edison Inc.  3,047,327  146,942 
PPL Corp.  5,064,045  137,894 
Progress Energy Inc.  3,102,953  137,833 
Sempra Energy  2,541,379  136,726 
FirstEnergy Corp.  3,294,548  126,972 
Edison International  3,345,610  115,056 
Xcel Energy Inc.  4,967,577  114,105 
DTE Energy Co.  1,819,533  83,571 
* AES Corp.  7,310,423  82,973 
Ameren Corp.  2,577,133  73,191 
Wisconsin Energy Corp.  1,264,340  73,079 
CenterPoint Energy Inc.  4,283,292  67,333 
Constellation Energy Group Inc.  2,072,514  66,818 
* NRG Energy Inc.  2,761,231  57,489 
Northeast Utilities  1,901,537  56,228 
NiSource Inc.  2,996,547  52,140 
SCANA Corp.  1,275,215  51,417 
Oneok Inc.  1,092,291  49,197 
Pinnacle West Capital Corp.  1,173,624  48,435 
* Calpine Corp.  3,841,377  47,825 
NSTAR  1,155,195  45,457 
Allegheny Energy Inc.  1,835,454  45,005 
Pepco Holdings Inc.  2,413,984  44,900 
CMS Energy Corp.  2,485,318  44,785 
American Water Works Co. Inc.  1,889,431  43,967 
Alliant Energy Corp.  1,197,698  43,536 
Integrys Energy Group Inc.  831,920  43,310 
OGE Energy Corp.  1,052,641  41,969 
National Fuel Gas Co.  752,544  38,989 
MDU Resources Group Inc.  1,932,231  38,548 
TECO Energy Inc.  2,199,590  38,097 
Energen Corp.  739,822  33,825 
ITC Holdings Corp.  542,649  33,780 
UGI Corp.  1,179,693  33,751 
DPL Inc.  1,286,233  33,609 
NV Energy Inc.  2,540,754  33,411 
Questar Corp.  1,895,212  33,223 
AGL Resources Inc.  840,654  32,248 
Aqua America Inc.  1,479,463  30,181 
Atmos Energy Corp.  1,008,760  29,506 
Westar Energy Inc.  1,198,460  29,039 
Great Plains Energy Inc.  1,464,716  27,683 
Piedmont Natural Gas Co. Inc.  783,011  22,707 
Hawaiian Electric Industries Inc.  1,007,287  22,704 
Nicor Inc.  490,975  22,496 


  Vectren Corp.  836,775  21,647 
  WGL Holdings Inc.  547,728  20,693 
  Cleco Corp.  657,669  19,480 
  IDACORP Inc.  521,663  18,738 
  New Jersey Resources Corp.  447,128  17,536 
  Southwest Gas Corp.  492,795  16,553 
  Portland General Electric Co.  813,115  16,490 
  South Jersey Industries Inc.  322,864  15,972 
*  Mirant Corp.  1,573,304  15,670 
  UIL Holdings Corp.  515,708  14,522 
  Northwest Natural Gas Co.  288,736  13,701 
*  RRI Energy Inc.  3,839,889  13,632 
  Unisource Energy Corp.  389,383  13,017 
  Allete Inc.  344,997  12,568 
  Black Hills Corp.  401,432  12,525 
  Avista Corp.  596,801  12,461 
*  El Paso Electric Co.  476,222  11,325 
  NorthWestern Corp.  389,257  11,094 
  PNM Resources Inc.  935,284  10,653 
  MGE Energy Inc.  250,147  9,903 
  Laclede Group Inc.  253,187  8,715 
  California Water Service Group  218,038  8,057 
  Otter Tail Corp.  394,287  8,040 
  Empire District Electric Co.  360,725  7,269 
  CH Energy Group Inc.  154,629  6,828 
^  Ormat Technologies Inc.  230,220  6,716 
  American States Water Co.  183,600  6,569 
*  Dynegy Inc. Class A  1,028,533  5,009 
  Chesapeake Utilities Corp.  125,303  4,538 
  Middlesex Water Co.  241,692  4,070 
  SJW Corp.  155,597  3,832 
  Connecticut Water Service Inc.  135,814  3,253 
  Central Vermont Public Service Corp.  113,942  2,298 
  Unitil Corp.  96,573  2,120 
  York Water Co.  124,449  1,995 
  Maine & Maritimes Corp.  32,084  1,441 
  Consolidated Water Co. Ltd.  147,969  1,403 
^  Artesian Resources Corp. Class A  37,055  707 
*  Cadiz Inc.  53,522  549 
  Pennichuck Corp.  21,392  491 
*,^ China Natural Gas Inc.  33,754  200 
*,^ Raser Technologies Inc.  582,141  137 
*  Purecycle Corp.  26,848  76 
  RGC Resources Inc.  1,055  33 
*  Synthesis Energy Systems Inc.  33,393  30 
      5,098,799 
Total Common Stocks (Cost $135,172,046)    137,649,872 


          Market 
          Value 
    Coupon    Shares  ($000) 
Temporary Cash Investments (0.8%)1         
Money Market Fund (0.8%)         
3,4 Vanguard Market Liquidity Fund  0.261%    1,030,424,047  1,030,424 
 
        Face  Market 
      Maturity  Amount  Value 
    Coupon  Date  ($000)  ($000) 
U.S. Government and Agency Obligations (0.0%)         
5,6  Fannie Mae Discount Notes  0.200%  10/20/10  21,500  21,497 
5,6  Freddie Mac Discount Notes  0.230%  10/12/10  5,000  5,000 
5,6  Freddie Mac Discount Notes  0.296%  3/31/11  15,000  14,982 
          41,479 
Total Temporary Cash Investments (Cost $1,071,899)        1,071,903 
Total Investments (100.5%) (Cost $136,243,945)        138,721,775 
Other Assets and Liabilities-Net (-0.5%)3        (728,055) 
Net Assets (100%)        137,993,720 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $669,862,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 99.9% and 0.6%, respectively, of net assets.
2 Considered an affiliated company of the fund as the fund owns more than 5% of the outstanding voting securities of such company.
3 Includes $721,848,000 of collateral received for securities on loan.
4 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
5 Securities with a value of $41,479,000 have been segregated as initial margin for open futures contracts.
6 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.
REIT—Real Estate Investment Trust.


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

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

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

The following table summarizes the fund's investments as of September 30, 2010, based on the inputs used to value them:

  Level 1  Level 2  Level 3 
Investments  ($000)  ($000)  ($000) 
Common Stocks  137,649,796  76  — 
Temporary Cash Investments  1,030,424  41,479  — 
Futures Contracts—Assets1  264  —  — 
Futures Contracts—Liabilities1  (1,306)  —  — 
Total  138,679,178  41,555  — 
1 Represents variation margin on the last day of the reporting period.       

The following table summarizes changes in investments valued based on Level 3 inputs during the period ended September 30, 2010:

  Investments in 
  Common Stock 
Amount valued based on Level 3 Inputs  ($000) 
Balance as of December 31, 2009  105 
Change in Unrealized Appreciation (Depreciation)  700 
Net Realized Gain (Loss)  (737) 
Net Purchases (Sales)  (68) 
Balance as of September 30, 2010  — 


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

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

At September 30, 2010, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000) 
      Aggregate   
    Number of  Settlement  Unrealized 
    Long (Short)  Value  Appreciation 
Futures Contracts  Expiration  Contracts  Long (Short)  (Depreciation) 
E-mini S&P 500 Index  December 2010  1980  112,533  (322) 
S&P 500 Index  December 2010  313  88,947  1,610 
Russell 2000 Mini Index  December 2010  620  41,819  1,664 
S&P MidCap 400 Index  December 2010  52  20,803  681 
E-mini S&P MidCap Index  December 2010  20  1,600  42 

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

D. The fund has invested in a company that is considered to be an affiliated company of the fund because the fund owns more than 5% of the outstanding voting securities of the company. Transactions during the period in securities of this company were as follows:

      Current Period Transactions   
      Proceeds    Sept. 30, 
  Dec. 31, 2009    from    2010 
  Market  Purchases  Securities  Dividend  Market 
  Value  at Cost  Sold  Income  Value 
  ($000)  ($000)  ($000)  ($000)  ($000) 
Matrixx Initiatives Inc.  N/A1  472  —  —  2,623 

1 Not applicable — At December 31, 2009, the issuer was not an affiliated company of the fund.


E. At September 30, 2010, the cost of investment securities for tax purposes was $136,200,427,000. Net unrealized appreciation of investment securities for tax purposes was $2,521,347,000, consisting of unrealized gains of $19,702,602,000 on securities that had risen in value since their purchase and $17,181,255,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Value Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (100.0%)     
Consumer Discretionary (7.0%)     
  Walt Disney Co.  2,741,277  90,764 
  Time Warner Inc.  2,583,299  79,178 
  Home Depot Inc.  2,494,719  79,033 
  Comcast Corp. Class A  3,496,864  63,223 
  News Corp. Class A  3,795,398  49,568 
  Time Warner Cable Inc.  803,431  43,377 
  Carnival Corp.  1,051,317  40,171 
  Comcast Corp. Special Class A Shares  2,313,792  39,358 
  Viacom Inc. Class B  817,698  29,592 
  CBS Corp. Class B  1,425,664  22,611 
  Macy's Inc.  956,676  22,090 
  Stanley Black & Decker Inc.  345,326  21,162 
  Mattel Inc.  826,638  19,393 
*  Liberty Media Corp. - Interactive  1,287,332  17,649 
  Fortune Brands Inc.  345,399  17,004 
  Limited Brands Inc.  623,068  16,686 
  VF Corp.  199,631  16,174 
  Genuine Parts Co.  359,878  16,047 
  Hasbro Inc.  296,713  13,207 
  Darden Restaurants Inc.  302,665  12,948 
  Starwood Hotels & Resorts Worldwide Inc.  214,649  11,280 
  Newell Rubbermaid Inc.  630,334  11,226 
  Wyndham Worldwide Corp.  407,713  11,200 
  Gap Inc.  529,041  9,861 
  H&R Block Inc.  745,580  9,655 
  Whirlpool Corp.  110,498  8,946 
  Leggett & Platt Inc.  336,045  7,648 
  DR Horton Inc.  650,245  7,231 
*  Mohawk Industries Inc.  132,355  7,055 
  Gannett Co. Inc.  540,780  6,614 
  JC Penney Co. Inc.  241,526  6,565 
*  Royal Caribbean Cruises Ltd.  206,194  6,501 
*  NVR Inc.  8,575  5,553 
  Lennar Corp. Class A  348,911  5,366 
  Foot Locker Inc.  355,602  5,167 
  News Corp. Class B  334,806  5,042 
*  Liberty Media Corp. - Capital  94,903  4,941 
*  Penn National Gaming Inc.  153,175  4,535 
*  Pulte Group Inc.  508,219  4,452 
  Brinker International Inc.  233,046  4,395 
*  Toll Brothers Inc.  207,612  3,949 
*  Hyatt Hotels Corp. Class A  99,787  3,731 
*,^ AutoNation Inc.  146,722  3,411 
*  MGM Resorts International  300,942  3,395 
  American Eagle Outfitters Inc.  225,825  3,378 
  DISH Network Corp. Class A  166,430  3,189 
*  TRW Automotive Holdings Corp.  76,271  3,170 
*,^ Sears Holdings Corp.  36,529  2,635 


*  GameStop Corp. Class A  115,743  2,281 
*  Lamar Advertising Co. Class A  65,571  2,086 
*  Goodyear Tire & Rubber Co.  183,146  1,969 
  Wendy's/Arby's Group Inc. Class A  270,892  1,227 
  Weight Watchers International Inc.  38,807  1,210 
*,^ Education Management Corp.  47,928  704 
*  Clear Channel Outdoor Holdings Inc. Class A  45,594  521 
      889,324 
Consumer Staples (8.8%)     
  Procter & Gamble Co.  6,527,682  391,465 
  Kraft Foods Inc.  3,951,744  121,951 
  Altria Group Inc.  4,720,359  113,383 
  Kimberly-Clark Corp.  938,307  61,037 
  CVS Caremark Corp.  1,542,224  48,534 
  Archer-Daniels-Midland Co.  1,457,556  46,525 
  Sysco Corp.  1,340,904  38,243 
  Lorillard Inc.  346,392  27,819 
  Reynolds American Inc.  396,131  23,526 
  ConAgra Foods Inc.  1,010,506  22,170 
  Sara Lee Corp.  1,423,868  19,123 
  Safeway Inc.  880,724  18,636 
  Bunge Ltd.  310,313  18,358 
  Molson Coors Brewing Co. Class B  367,096  17,334 
  HJ Heinz Co.  358,363  16,976 
  JM Smucker Co.  270,000  16,343 
  McCormick & Co. Inc.  271,991  11,434 
  Tyson Foods Inc. Class A  660,382  10,579 
  Church & Dwight Co. Inc.  160,622  10,431 
  Dr Pepper Snapple Group Inc.  278,203  9,882 
  Mead Johnson Nutrition Co.  162,067  9,223 
*  Constellation Brands Inc. Class A  428,580  7,582 
  Alberto-Culver Co. Class B  200,679  7,556 
*  Ralcorp Holdings Inc.  124,648  7,289 
  Hershey Co.  125,764  5,985 
  Campbell Soup Co.  162,261  5,801 
*  Smithfield Foods Inc.  338,854  5,703 
  SUPERVALU Inc.  481,912  5,556 
  Hormel Foods Corp.  108,504  4,839 
*  Dean Foods Co.  412,138  4,208 
  Brown-Forman Corp. Class B  64,602  3,982 
      1,111,473 
Energy (13.9%)     
  Exxon Mobil Corp.  7,508,774  463,967 
  Chevron Corp.  4,552,794  369,004 
  ConocoPhillips  3,204,696  184,046 
  Occidental Petroleum Corp.  1,840,833  144,137 
  Apache Corp.  817,731  79,941 
  Devon Energy Corp.  962,237  62,295 
  Marathon Oil Corp.  1,608,156  53,230 
  Hess Corp.  669,783  39,598 
  Chesapeake Energy Corp.  1,475,343  33,416 
  Spectra Energy Corp.  1,468,692  33,119 
  Murphy Oil Corp.  412,316  25,531 
  Williams Cos. Inc.  1,324,268  25,307 


Halliburton Co.  723,462  23,925 
* Transocean Ltd.  362,551  23,308 
Valero Energy Corp.  1,281,634  22,441 
National Oilwell Varco Inc.  475,128  21,129 
Noble Energy Inc.  257,390  19,327 
* Newfield Exploration Co.  302,283  17,363 
Cimarex Energy Co.  190,113  12,582 
QEP Resources Inc.  395,682  11,926 
* Pride International Inc.  397,901  11,710 
* Nabors Industries Ltd.  646,199  11,670 
Sunoco Inc.  273,099  9,968 
Arch Coal Inc.  367,902  9,827 
Noble Corp.  289,700  9,789 
* Denbury Resources Inc.  558,195  8,870 
* Plains Exploration & Production Co.  317,125  8,458 
* Forest Oil Corp.  242,521  7,203 
Patterson-UTI Energy Inc.  349,407  5,968 
* Kinder Morgan Management LLC  90,719  5,466 
Tidewater Inc.  117,892  5,283 
* Rowan Cos. Inc.  168,886  5,127 
Cabot Oil & Gas Corp.  82,235  2,476 
Tesoro Corp.  159,478  2,131 
    1,769,538 
Financials (25.5%)     
JPMorgan Chase & Co.  9,018,196  343,323 
Bank of America Corp.  22,740,916  298,133 
Wells Fargo & Co.  11,219,021  281,934 
* Citigroup Inc.  55,833,619  217,751 
Goldman Sachs Group Inc.  1,108,442  160,259 
* Berkshire Hathaway Inc. Class B  1,866,391  154,313 
US Bancorp  4,344,839  93,935 
MetLife Inc.  2,029,440  78,032 
Bank of New York Mellon Corp.  2,749,290  71,839 
Morgan Stanley  2,851,462  70,374 
PNC Financial Services Group Inc.  1,192,321  61,893 
Travelers Cos. Inc.  1,122,667  58,491 
Prudential Financial Inc.  1,051,697  56,981 
ACE Ltd.  767,555  44,710 
Chubb Corp.  740,617  42,208 
BB&T Corp.  1,568,684  37,774 
Allstate Corp.  1,158,239  36,542 
Vornado Realty Trust  371,000  31,732 
Simon Property Group Inc.  331,704  30,762 
Equity Residential  641,307  30,507 
Marsh & McLennan Cos. Inc.  1,225,785  29,566 
Loews Corp.  758,808  28,759 
Ameriprise Financial Inc.  583,669  27,625 
Annaly Capital Management Inc.  1,404,390  24,717 
HCP Inc.  666,223  23,971 
Hartford Financial Services Group Inc.  955,925  21,938 
Fifth Third Bancorp  1,801,518  21,672 
AON Corp.  549,567  21,494 
Invesco Ltd.  989,439  21,006 
Regions Financial Corp.  2,702,801  19,649 
Progressive Corp.  938,331  19,583 


AvalonBay Communities Inc.  188,077  19,547 
Aflac Inc.  372,690  19,272 
SunTrust Banks Inc.  736,427  19,022 
Principal Financial Group Inc.  724,699  18,784 
Ventas Inc.  355,456  18,331 
Boston Properties Inc.  204,907  17,032 
NYSE Euronext  591,537  16,900 
XL Group PLC Class A  775,312  16,793 
Unum Group  754,296  16,708 
Lincoln National Corp.  685,524  16,398 
KeyCorp  1,992,713  15,862 
M&T Bank Corp.  188,697  15,437 
New York Community Bancorp Inc.  937,610  15,236 
Kimco Realty Corp.  919,386  14,480 
Health Care REIT Inc.  300,277  14,215 
BlackRock Inc.  80,194  13,653 
* Genworth Financial Inc. Class A  1,108,408  13,545 
PartnerRe Ltd.  168,473  13,508 
Host Hotels & Resorts Inc.  929,635  13,461 
Plum Creek Timber Co. Inc.  369,301  13,036 
ProLogis  1,079,862  12,721 
* SLM Corp.  1,100,700  12,713 
Macerich Co.  294,056  12,630 
Willis Group Holdings PLC  384,002  11,835 
Everest Re Group Ltd.  133,488  11,543 
Federal Realty Investment Trust  138,983  11,349 
Legg Mason Inc.  370,468  11,229 
SL Green Realty Corp.  176,615  11,185 
People's United Financial Inc.  848,859  11,112 
* American International Group Inc.  275,052  10,755 
Assurant Inc.  263,810  10,737 
* Leucadia National Corp.  440,927  10,415 
Nationwide Health Properties Inc.  265,975  10,285 
Cincinnati Financial Corp.  350,584  10,114 
AMB Property Corp.  380,882  10,082 
Torchmark Corp.  186,918  9,933 
* Arch Capital Group Ltd.  118,457  9,927 
Comerica Inc.  259,525  9,641 
Huntington Bancshares Inc.  1,622,438  9,199 
Rayonier Inc.  181,532  9,098 
Axis Capital Holdings Ltd.  272,602  8,980 
UDR Inc.  406,111  8,577 
Hudson City Bancorp Inc.  697,396  8,550 
WR Berkley Corp.  311,526  8,433 
^ Realty Income Corp.  246,344  8,307 
Liberty Property Trust  256,390  8,179 
RenaissanceRe Holdings Ltd.  135,943  8,151 
Marshall & Ilsley Corp.  1,137,226  8,006 
Reinsurance Group of America Inc. Class A  165,539  7,994 
Fidelity National Financial Inc. Class A  495,406  7,783 
Digital Realty Trust Inc.  124,807  7,701 
Transatlantic Holdings Inc.  146,018  7,421 
Regency Centers Corp.  185,747  7,331 
* Markel Corp.  21,079  7,264 
Old Republic International Corp.  519,954  7,201 


HCC Insurance Holdings Inc.  261,105  6,812 
Cullen/Frost Bankers Inc.  123,716  6,665 
Duke Realty Corp.  563,084  6,526 
Hospitality Properties Trust  280,217  6,257 
Assured Guaranty Ltd.  355,883  6,089 
Commerce Bancshares Inc.  161,149  6,058 
* NASDAQ OMX Group Inc.  307,362  5,972 
Jefferies Group Inc.  253,424  5,750 
Raymond James Financial Inc.  225,346  5,708 
Weingarten Realty Investors  259,358  5,659 
White Mountains Insurance Group Ltd.  17,841  5,503 
American Financial Group Inc.  176,831  5,408 
Zions Bancorporation  236,610  5,054 
Associated Banc-Corp  373,005  4,920 
Federated Investors Inc. Class B  211,011  4,803 
TCF Financial Corp.  290,559  4,704 
Validus Holdings Ltd.  164,913  4,347 
* First Horizon National Corp.  339,027  3,868 
City National Corp.  69,007  3,662 
BOK Financial Corp.  61,577  2,779 
Mercury General Corp.  62,226  2,543 
^ Capitol Federal Financial  49,964  1,234 
TFS Financial Corp.  72,562  667 
    3,230,062 
Health Care (13.5%)     
Johnson & Johnson  6,251,526  387,345 
Pfizer Inc.  18,282,879  313,917 
Merck & Co. Inc.  7,067,846  260,167 
Abbott Laboratories  2,274,093  118,799 
Bristol-Myers Squibb Co.  3,897,779  105,669 
UnitedHealth Group Inc.  2,576,416  90,458 
Eli Lilly & Co.  2,352,332  85,931 
* WellPoint Inc.  1,006,221  56,992 
Covidien PLC  1,136,165  45,662 
* Thermo Fisher Scientific Inc.  930,160  44,536 
Aetna Inc.  963,038  30,442 
CIGNA Corp.  627,505  22,452 
* Forest Laboratories Inc.  685,851  21,213 
* Boston Scientific Corp.  3,436,878  21,068 
* Humana Inc.  386,018  19,394 
* Hologic Inc.  586,713  9,393 
Universal Health Services Inc. Class B  203,134  7,894 
* Coventry Health Care Inc.  335,978  7,234 
Omnicare Inc.  272,935  6,518 
Pharmaceutical Product Development Inc.  255,566  6,335 
* CareFusion Corp.  252,506  6,272 
* Health Net Inc.  225,718  6,137 
* Endo Pharmaceuticals Holdings Inc.  171,631  5,705 
* King Pharmaceuticals Inc.  566,734  5,645 
* Alere Inc.  179,509  5,552 
* Kinetic Concepts Inc.  146,573  5,362 
* Charles River Laboratories International Inc.  150,299  4,982 
* Dendreon Corp.  107,525  4,428 


* Cephalon Inc.  59,758  3,731 
    1,709,233 
Industrials (11.0%)     
General Electric Co.  24,199,639  393,244 
United Technologies Corp.  2,009,133  143,110 
3M Co.  1,535,354  133,130 
CSX Corp.  882,227  48,805 
Honeywell International Inc.  1,072,322  47,118 
General Dynamics Corp.  743,108  46,675 
Illinois Tool Works Inc.  968,087  45,519 
Tyco International Ltd.  1,166,053  42,829 
Northrop Grumman Corp.  651,935  39,527 
Raytheon Co.  863,679  39,479 
Waste Management Inc.  1,040,071  37,172 
Lockheed Martin Corp.  468,065  33,364 
Eaton Corp.  360,845  29,766 
Republic Services Inc. Class A  865,197  26,380 
Ingersoll-Rand PLC  729,612  26,054 
Dover Corp.  423,564  22,114 
Goodrich Corp.  283,677  20,915 
L-3 Communications Holdings Inc.  262,295  18,956 
Cooper Industries PLC  379,632  18,575 
* UAL Corp.  548,863  12,970 
Parker Hannifin Corp.  182,470  12,784 
Pitney Bowes Inc.  469,980  10,048 
Rockwell Automation Inc.  161,440  9,966 
Masco Corp.  814,856  8,972 
KBR Inc.  363,592  8,959 
Equifax Inc.  286,570  8,941 
Cintas Corp.  311,449  8,580 
Avery Dennison Corp.  225,051  8,354 
* AGCO Corp.  210,526  8,213 
RR Donnelley & Sons Co.  468,402  7,944 
Southwest Airlines Co.  591,593  7,732 
Pentair Inc.  223,996  7,533 
* URS Corp.  188,057  7,142 
* Owens Corning  262,314  6,723 
Pall Corp.  132,793  5,529 
Ryder System Inc.  121,345  5,190 
* Aecom Technology Corp.  208,356  5,055 
Manpower Inc.  92,968  4,853 
* Spirit Aerosystems Holdings Inc. Class A  238,922  4,762 
Harsco Corp.  182,868  4,495 
* Continental Airlines Inc. Class B  159,362  3,959 
SPX Corp.  56,346  3,566 
* Terex Corp.  122,757  2,814 
* Hertz Global Holdings Inc.  255,839  2,709 
* AMR Corp.  264,870  1,661 
    1,392,186 
Information Technology (4.4%)     
Intel Corp.  8,197,415  157,636 
Applied Materials Inc.  3,044,667  35,562 
Xerox Corp.  3,125,696  32,351 
Corning Inc.  1,768,766  32,333 


* Motorola Inc.  2,503,595  21,356 
Tyco Electronics Ltd.  668,193  19,525 
Xilinx Inc.  620,657  16,516 
Computer Sciences Corp.  349,544  16,079 
Fidelity National Information Services Inc.  564,281  15,309 
* Micron Technology Inc.  2,027,354  14,617 
* SAIC Inc.  876,407  14,005 
KLA-Tencor Corp.  385,193  13,570 
^ Microchip Technology Inc.  417,572  13,133 
* Seagate Technology PLC  1,104,605  13,012 
Maxim Integrated Products Inc.  685,120  12,682 
* Avnet Inc.  343,725  9,284 
* Synopsys Inc.  339,038  8,398 
* Lexmark International Inc. Class A  177,693  7,929 
* Lam Research Corp.  186,754  7,816 
Analog Devices Inc.  236,042  7,407 
* Flextronics International Ltd.  1,202,224  7,261 
National Semiconductor Corp.  540,591  6,903 
* LSI Corp.  1,484,065  6,767 
Jabil Circuit Inc.  444,917  6,411 
* Ingram Micro Inc.  375,555  6,332 
Tellabs Inc.  831,077  6,192 
* AOL Inc.  242,362  5,998 
* IAC/InterActiveCorp  226,458  5,949 
Total System Services Inc.  381,038  5,807 
* Western Digital Corp.  182,155  5,171 
* Advanced Micro Devices Inc.  649,805  4,620 
Harris Corp.  103,198  4,571 
* Electronic Arts Inc.  262,069  4,306 
* Arrow Electronics Inc.  137,908  3,686 
Molex Inc.  141,114  2,953 
Molex Inc. Class A  168,171  2,940 
DST Systems Inc.  42,601  1,910 
    556,297 
Materials (3.1%)     
EI du Pont de Nemours & Co.  2,053,661  91,634 
Dow Chemical Co.  2,617,721  71,883 
PPG Industries Inc.  376,935  27,441 
Nucor Corp.  714,161  27,281 
Airgas Inc.  179,723  12,212 
Eastman Chemical Co.  163,921  12,130 
Ball Corp.  198,680  11,692 
Vulcan Materials Co.  289,237  10,679 
* Owens-Illinois Inc.  373,701  10,486 
* Pactiv Corp.  300,978  9,926 
MeadWestvaco Corp.  386,873  9,432 
United States Steel Corp.  211,085  9,254 
International Flavors & Fragrances Inc.  180,052  8,736 
Albemarle Corp.  186,200  8,716 
Ashland Inc.  167,793  8,183 
Sealed Air Corp.  362,076  8,140 
Bemis Co. Inc.  246,854  7,838 
Sonoco Products Co.  227,181  7,597 
FMC Corp.  101,605  6,951 
Valspar Corp.  214,141  6,820 


Weyerhaeuser Co.  425,789  6,710 
Reliance Steel & Aluminum Co.  160,056  6,647 
Martin Marietta Materials Inc.  66,574  5,124 
Steel Dynamics Inc.  303,436  4,282 
Greif Inc. Class A  55,674  3,276 
    393,070 
Telecommunication Services (5.6%)     
AT&T Inc.  13,393,527  383,055 
Verizon Communications Inc.  6,407,068  208,806 
* Sprint Nextel Corp.  6,677,493  30,917 
CenturyLink Inc.  680,901  26,868 
Qwest Communications International Inc.  3,541,806  22,207 
Frontier Communications Corp.  2,212,352  18,075 
Windstream Corp.  1,095,312  13,462 
Telephone & Data Systems Inc.  112,922  3,704 
Telephone & Data Systems Inc. - Special Common Shares  101,539  2,879 
* MetroPCS Communications Inc.  196,388  2,054 
* United States Cellular Corp.  42,272  1,943 
* Level 3 Communications Inc.  1,869,993  1,753 
* Clearwire Corp. Class A  78,505  635 
    716,358 
Utilities (7.2%)     
Southern Co.  1,868,905  69,598 
Exelon Corp.  1,497,242  63,753 
Dominion Resources Inc.  1,350,985  58,984 
Duke Energy Corp.  2,976,306  52,710 
NextEra Energy Inc.  892,907  48,565 
American Electric Power Co. Inc.  1,085,397  39,324 
PG&E Corp.  843,963  38,333 
Public Service Enterprise Group Inc.  1,146,778  37,935 
Entergy Corp.  429,035  32,834 
Consolidated Edison Inc.  639,056  30,815 
PPL Corp.  1,062,068  28,920 
Progress Energy Inc.  650,850  28,911 
Sempra Energy  533,017  28,676 
FirstEnergy Corp.  690,757  26,622 
Edison International  701,484  24,124 
Xcel Energy Inc.  1,041,297  23,919 
DTE Energy Co.  381,625  17,528 
Ameren Corp.  540,043  15,337 
Wisconsin Energy Corp.  264,909  15,312 
CenterPoint Energy Inc.  898,720  14,128 
Constellation Energy Group Inc.  434,232  14,000 
* NRG Energy Inc.  578,447  12,043 
Northeast Utilities  398,730  11,790 
NiSource Inc.  627,753  10,923 
SCANA Corp.  266,917  10,762 
Oneok Inc.  228,733  10,302 
Pinnacle West Capital Corp.  245,566  10,135 
NSTAR  241,878  9,518 
Allegheny Energy Inc.  383,951  9,415 
Pepco Holdings Inc.  505,439  9,401 
CMS Energy Corp.  520,638  9,382 
American Water Works Co. Inc.  395,584  9,205 


Alliant Energy Corp.  250,866  9,119 
Integrys Energy Group Inc.  174,459  9,082 
OGE Energy Corp.  220,022  8,772 
National Fuel Gas Co.  157,672  8,169 
MDU Resources Group Inc.  405,812  8,096 
TECO Energy Inc.  459,993  7,967 
UGI Corp.  247,893  7,092 
Energen Corp.  155,091  7,091 
DPL Inc.  270,062  7,057 
NV Energy Inc.  533,488  7,015 
AGL Resources Inc.  176,788  6,782 
Aqua America Inc.  311,027  6,345 
* Mirant Corp.  330,330  3,290 
    919,081 
Total Common Stocks (Cost $12,922,381)    12,686,622 


Value Index Fund       
 
 
      Market 
      Value 
  Coupon  Shares  ($000) 
Temporary Cash Investment (0.1%)       
Money Market Fund (0.1%)       
1,2 Vanguard Market Liquidity Fund (Cost       
$20,123)  0.261%  20,123,219  20,123 
 
Total Investments (100.1%) (Cost $12,942,504)      12,706,745 
Other Assets and Liabilities-Net (-0.1%)1      (18,856) 
Net Assets (100%)      12,687,889 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $10,988,000.
1 Includes $11,269,000 of collateral received for securities on loan.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
REIT—Real Estate Investment Trust.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

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

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

At September 30, 2010, 100% of the fund's investments were valued based on Level 1 inputs.

C. At September 30, 2010, the cost of investment securities for tax purposes was $12,942,504,000. Net unrealized depreciation of investment securities for tax purposes was $235,759,000, consisting of unrealized gains of $1,196,281,000 on securities that had risen in value since their purchase and $1,432,040,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Growth Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (100.0%)     
Consumer Discretionary (14.6%)     
  McDonald's Corp.  3,220,057  239,926 
*  Amazon.com Inc.  1,067,175  167,611 
  Target Corp.  2,094,120  111,910 
*  DIRECTV Class A  2,654,875  110,522 
*  Ford Motor Co.  8,882,719  108,724 
  Lowe's Cos. Inc.  4,319,059  96,272 
  NIKE Inc. Class B  1,125,122  90,167 
  Walt Disney Co.  1,949,162  64,537 
  Yum! Brands Inc.  1,399,026  64,439 
  Johnson Controls Inc.  2,013,442  61,410 
  Starbucks Corp.  2,230,170  57,048 
  Home Depot Inc.  1,773,861  56,196 
  TJX Cos. Inc.  1,221,125  54,499 
*  priceline.com Inc.  136,419  47,520 
*  Kohl's Corp.  872,845  45,981 
  Staples Inc.  2,184,626  45,702 
  Best Buy Co. Inc.  1,073,466  43,830 
  Coach Inc.  913,197  39,231 
  Omnicom Group Inc.  918,677  36,269 
*  Las Vegas Sands Corp.  988,173  34,438 
*  Bed Bath & Beyond Inc.  790,113  34,299 
  McGraw-Hill Cos. Inc.  944,253  31,217 
  Marriott International Inc. Class A  865,166  30,999 
*  O'Reilly Automotive Inc.  413,522  21,999 
  Virgin Media Inc.  940,767  21,656 
*  NetFlix Inc.  132,884  21,548 
  Viacom Inc. Class B  581,347  21,039 
*  Apollo Group Inc. Class A  406,975  20,898 
  Wynn Resorts Ltd.  239,984  20,823 
  Harley-Davidson Inc.  704,685  20,041 
  Ross Stores Inc.  366,246  20,004 
  News Corp. Class B  1,314,831  19,801 
  Cablevision Systems Corp. Class A  752,671  19,712 
*  AutoZone Inc.  85,595  19,594 
  Nordstrom Inc.  521,944  19,416 
*  Dollar Tree Inc.  396,402  19,329 
*  CarMax Inc.  669,558  18,654 
*  BorgWarner Inc.  352,308  18,538 
  Tiffany & Co.  380,468  17,878 
*  Discovery Communications Inc. Class A  407,102  17,729 
  Expedia Inc.  618,994  17,462 
  Polo Ralph Lauren Corp. Class A  190,342  17,104 
  Family Dollar Stores Inc.  384,195  16,966 
  Autoliv Inc.  255,713  16,706 
*  Discovery Communications Inc.  424,286  16,203 
*  Chipotle Mexican Grill Inc. Class A  94,148  16,193 
  Advance Auto Parts Inc.  261,750  15,360 
  Starwood Hotels & Resorts Worldwide Inc.  283,688  14,908 


*  Interpublic Group of Cos. Inc.  1,464,961  14,694 
*  Sirius XM Radio Inc.  11,633,170  13,960 
  Comcast Corp. Special Class A Shares  801,748  13,638 
*  Liberty Global Inc.  433,783  13,256 
  Gap Inc.  699,398  13,037 
  Scripps Networks Interactive Inc. Class A  272,415  12,962 
  PetSmart Inc.  370,003  12,950 
  International Game Technology  892,568  12,898 
*  Urban Outfitters Inc.  405,713  12,756 
*  Lear Corp.  139,676  11,025 
^  Garmin Ltd.  357,790  10,859 
  Abercrombie & Fitch Co.  263,861  10,375 
*  Liberty Media Corp. - Starz  146,421  9,500 
  DeVry Inc.  191,845  9,441 
*  Liberty Global Inc. Class A  303,693  9,357 
  JC Penney Co. Inc.  318,387  8,654 
*  LKQ Corp.  406,354  8,452 
  DISH Network Corp. Class A  407,574  7,809 
*  TRW Automotive Holdings Corp.  186,671  7,758 
*  Dollar General Corp.  255,182  7,464 
  Guess? Inc.  181,635  7,380 
^  Strayer Education Inc.  41,627  7,264 
*  ITT Educational Services Inc.  103,275  7,257 
  Washington Post Co. Class B  17,762  7,094 
*  Harman International Industries Inc.  208,257  6,958 
  Burger King Holdings Inc.  284,490  6,794 
*  Liberty Media Corp. - Capital  125,128  6,514 
*,^ Sears Holdings Corp.  89,287  6,441 
  Whirlpool Corp.  78,668  6,369 
*  GameStop Corp. Class A  282,778  5,574 
*  Goodyear Tire & Rubber Co.  448,049  4,817 
*  Royal Caribbean Cruises Ltd.  146,471  4,618 
*  MGM Resorts International  396,620  4,474 
  American Eagle Outfitters Inc.  297,877  4,456 
*  NVR Inc.  6,075  3,934 
*  Pulte Group Inc.  361,132  3,164 
  Wendy's/Arby's Group Inc. Class A  670,182  3,036 
*  Toll Brothers Inc.  147,357  2,803 
*  Lamar Advertising Co. Class A  86,596  2,756 
  Weight Watchers International Inc.  51,781  1,615 
*,^ Education Management Corp.  63,375  930 
*  Clear Channel Outdoor Holdings Inc. Class A  61,445  702 
      2,468,103 
Consumer Staples (12.5%)     
  Coca-Cola Co.  6,214,870  363,694 
  Wal-Mart Stores Inc.  6,106,982  326,846 
  PepsiCo Inc.  4,827,141  320,715 
  Philip Morris International Inc.  5,542,931  310,515 
  Colgate-Palmolive Co.  1,467,991  112,830 
  Walgreen Co.  2,928,572  98,107 
  Costco Wholesale Corp.  1,318,473  85,028 
  General Mills Inc.  1,986,104  72,572 
  CVS Caremark Corp.  2,036,562  64,091 
  Avon Products Inc.  1,282,202  41,171 
  Kellogg Co.  797,533  40,283 


Kroger Co.  1,833,573  39,715 
Clorox Co.  421,500  28,139 
Coca-Cola Enterprises Inc.  898,912  27,866 
Mead Johnson Nutrition Co.  397,994  22,650 
HJ Heinz Co.  473,399  22,425 
Estee Lauder Cos. Inc. Class A  345,039  21,817 
* Whole Foods Market Inc.  436,305  16,191 
Hershey Co.  307,879  14,652 
Campbell Soup Co.  397,334  14,205 
* Energizer Holdings Inc.  199,072  13,384 
Dr Pepper Snapple Group Inc.  367,859  13,066 
* Hansen Natural Corp.  225,947  10,534 
* Green Mountain Coffee Roasters Inc.  333,795  10,411 
Brown-Forman Corp. Class B  158,137  9,748 
Flowers Foods Inc.  247,249  6,142 
Hormel Foods Corp.  76,954  3,432 
    2,110,229 
Energy (8.3%)     
Exxon Mobil Corp.  5,339,227  329,911 
Schlumberger Ltd.  4,089,884  251,978 
Anadarko Petroleum Corp.  1,480,799  84,480 
EOG Resources Inc.  757,674  70,441 
Halliburton Co.  1,775,014  58,700 
Baker Hughes Inc.  1,284,109  54,703 
Peabody Energy Corp.  804,465  39,427 
* Weatherford International Ltd.  2,215,668  37,888 
* Southwestern Energy Co.  1,036,174  34,650 
* Cameron International Corp.  731,072  31,407 
* Transocean Ltd.  478,720  30,777 
National Oilwell Varco Inc.  626,989  27,882 
El Paso Corp.  2,106,801  26,082 
Consol Energy Inc.  675,505  24,967 
* FMC Technologies Inc.  363,882  24,849 
Pioneer Natural Resources Co.  346,917  22,560 
* Ultra Petroleum Corp.  455,652  19,128 
Range Resources Corp.  477,328  18,200 
* Concho Resources Inc.  232,834  15,407 
* Alpha Natural Resources Inc.  362,251  14,907 
EQT Corp.  408,991  14,748 
* Whiting Petroleum Corp.  153,897  14,699 
* Petrohawk Energy Corp.  904,630  14,601 
^ Diamond Offshore Drilling Inc.  207,994  14,096 
Noble Energy Inc.  182,826  13,728 
Noble Corp.  383,011  12,942 
Helmerich & Payne Inc.  316,597  12,809 
* McDermott International Inc.  691,988  10,228 
* Dresser-Rand Group Inc.  247,118  9,116 
Massey Energy Co.  292,907  9,086 
* Oceaneering International Inc.  165,159  8,895 
EXCO Resources Inc.  540,773  8,041 
* Kinder Morgan Management LLC  119,406  7,194 
* Denbury Resources Inc.  397,645  6,319 
Cabot Oil & Gas Corp.  202,344  6,093 
* Continental Resources Inc.  101,699  4,715 
* Quicksilver Resources Inc.  357,108  4,499 


* Rowan Cos. Inc.  119,972  3,642 
Tesoro Corp.  211,584  2,827 
* Cobalt International Energy Inc.  267,169  2,551 
    1,399,173 
Financials (4.9%)     
American Express Co.  3,235,964  136,008 
State Street Corp.  1,501,693  56,554 
Capital One Financial Corp.  1,366,407  54,041 
CME Group Inc.  196,597  51,204 
Franklin Resources Inc.  476,260  50,912 
Aflac Inc.  913,503  47,237 
Charles Schwab Corp.  3,036,422  42,206 
Public Storage  432,006  41,922 
Simon Property Group Inc.  437,984  40,619 
T Rowe Price Group Inc.  776,811  38,891 
Northern Trust Corp.  651,404  31,424 
Discover Financial Services  1,628,079  27,156 
* CIT Group Inc.  568,713  23,215 
* IntercontinentalExchange Inc.  188,150  19,703 
* CB Richard Ellis Group Inc. Class A  867,083  15,850 
Moody's Corp.  603,163  15,067 
Progressive Corp.  667,405  13,929 
SunTrust Banks Inc.  523,843  13,531 
Boston Properties Inc.  145,711  12,111 
* TD Ameritrade Holding Corp.  707,149  11,420 
Eaton Vance Corp.  353,446  10,264 
* Affiliated Managers Group Inc.  126,558  9,873 
Host Hotels & Resorts Inc.  661,445  9,578 
SEI Investments Co.  397,976  8,095 
Brown & Brown Inc.  361,841  7,306 
* St. Joe Co.  277,575  6,903 
Comerica Inc.  184,797  6,865 
Hudson City Bancorp Inc.  496,880  6,092 
Janus Capital Group Inc.  550,352  6,026 
Greenhill & Co. Inc.  74,921  5,943 
Digital Realty Trust Inc.  88,839  5,481 
Zions Bancorporation  168,060  3,590 
* First Horizon National Corp.  240,947  2,749 
City National Corp.  49,020  2,601 
TFS Financial Corp.  180,257  1,657 
CBOE Holdings Inc.  35,093  703 
    836,726 
Health Care (10.4%)     
* Amgen Inc.  2,867,238  158,013 
Medtronic Inc.  3,297,055  110,715 
* Gilead Sciences Inc.  2,663,620  94,851 
Baxter International Inc.  1,794,169  85,600 
Abbott Laboratories  1,616,972  84,471 
* Celgene Corp.  1,379,389  79,467 
* Express Scripts Inc.  1,563,230  76,129 
* Medco Health Solutions Inc.  1,367,385  71,186 
Allergan Inc.  920,324  61,229 
* Genzyme Corp.  798,723  56,542 
Becton Dickinson and Co.  698,353  51,748 


McKesson Corp.  812,252  50,181 
* Biogen Idec Inc.  799,146  44,848 
Stryker Corp.  890,434  44,566 
* St. Jude Medical Inc.  1,000,428  39,357 
Cardinal Health Inc.  1,083,662  35,804 
* Intuitive Surgical Inc.  117,249  33,268 
* Zimmer Holdings Inc.  606,987  31,764 
* Hospira Inc.  496,451  28,303 
AmerisourceBergen Corp. Class A  845,818  25,933 
* Life Technologies Corp.  546,695  25,525 
* Laboratory Corp. of America Holdings  312,266  24,491 
CR Bard Inc.  284,548  23,171 
Quest Diagnostics Inc.  457,727  23,101 
* Edwards Lifesciences Corp.  338,505  22,697 
* Varian Medical Systems Inc.  369,716  22,368 
* DaVita Inc.  310,947  21,465 
* Vertex Pharmaceuticals Inc.  600,527  20,760 
* Waters Corp.  278,142  19,687 
* Illumina Inc.  364,506  17,934 
* Cerner Corp.  209,165  17,568 
* Mylan Inc.  924,688  17,393 
* Alexion Pharmaceuticals Inc.  268,098  17,255 
* Human Genome Sciences Inc.  560,909  16,709 
* Henry Schein Inc.  273,593  16,027 
Perrigo Co.  246,227  15,813 
* ResMed Inc.  454,046  14,897 
* Watson Pharmaceuticals Inc.  335,664  14,202 
DENTSPLY International Inc.  416,299  13,309 
* Mettler-Toledo International Inc.  100,705  12,532 
* Dendreon Corp.  263,272  10,841 
* IDEXX Laboratories Inc.  172,665  10,657 
Beckman Coulter Inc.  209,909  10,241 
* Cephalon Inc.  146,335  9,137 
* Covance Inc.  193,700  9,063 
* Amylin Pharmaceuticals Inc.  430,023  8,966 
* Community Health Systems Inc.  284,174  8,801 
* CareFusion Corp.  332,920  8,270 
Patterson Cos. Inc.  275,684  7,898 
Warner Chilcott PLC Class A  339,834  7,626 
Lincare Holdings Inc.  295,193  7,406 
* Gen-Probe Inc.  148,434  7,193 
Techne Corp.  105,926  6,539 
* Bio-Rad Laboratories Inc. Class A  57,116  5,170 
* Myriad Genetics Inc.  292,924  4,807 
* Endo Pharmaceuticals Holdings Inc.  121,923  4,053 
* Abraxis BioScience Inc.  24,036  1,859 
Valeant Pharmaceuticals International Inc.  37,284  934 
    1,770,340 
Industrials (10.5%)     
Caterpillar Inc.  1,880,232  147,937 
United Parcel Service Inc. Class B  2,156,073  143,789 
Boeing Co.  2,044,685  136,053 
Union Pacific Corp.  1,514,216  123,863 
Emerson Electric Co.  2,254,322  118,713 
Deere & Co.  1,271,518  88,727 


FedEx Corp.  890,518  76,139 
Danaher Corp.  1,651,870  67,082 
Norfolk Southern Corp.  1,107,620  65,914 
Precision Castparts Corp.  425,575  54,197 
Cummins Inc.  570,306  51,658 
PACCAR Inc.  982,934  47,328 
CH Robinson Worldwide Inc.  520,929  36,423 
Honeywell International Inc.  762,420  33,501 
Expeditors International of Washington Inc.  637,181  29,457 
* Delta Air Lines Inc.  2,364,505  27,523 
Rockwell Collins Inc.  471,063  27,439 
Fluor Corp.  535,094  26,503 
ITT Corp.  521,659  24,429 
Lockheed Martin Corp.  332,765  23,720 
WW Grainger Inc.  185,488  22,093 
Joy Global Inc.  308,183  21,671 
Fastenal Co.  397,118  21,123 
Southwest Airlines Co.  1,448,727  18,935 
Flowserve Corp.  167,850  18,366 
Roper Industries Inc.  281,320  18,336 
Parker Hannifin Corp.  240,952  16,881 
Textron Inc.  818,341  16,825 
* Stericycle Inc.  240,728  16,726 
Bucyrus International Inc. Class A  230,222  15,966 
AMETEK Inc.  318,295  15,205 
* Jacobs Engineering Group Inc.  374,335  14,487 
Rockwell Automation Inc.  213,460  13,177 
Iron Mountain Inc.  547,804  12,238 
* Quanta Services Inc.  630,288  12,026 
* Kansas City Southern  304,367  11,386 
Dun & Bradstreet Corp.  150,887  11,187 
Robert Half International Inc.  426,731  11,095 
Donaldson Co. Inc.  219,354  10,338 
JB Hunt Transport Services Inc.  285,951  9,923 
* Verisk Analytics Inc. Class A  338,518  9,482 
* Foster Wheeler AG  381,831  9,340 
* Shaw Group Inc.  252,531  8,475 
* IHS Inc. Class A  124,256  8,449 
* Navistar International Corp.  191,744  8,368 
* Alliant Techsystems Inc.  98,840  7,453 
* Babcock & Wilcox Co.  344,646  7,334 
Pall Corp.  175,051  7,289 
MSC Industrial Direct Co. Class A  134,224  7,253 
* Copart Inc.  214,522  7,073 
Manpower Inc.  122,650  6,402 
Covanta Holding Corp.  396,342  6,242 
* FTI Consulting Inc.  140,747  4,883 
SPX Corp.  74,746  4,730 
* AMR Corp.  647,803  4,062 
* Terex Corp.  162,819  3,732 
* Hertz Global Holdings Inc.  339,206  3,592 
* Sensata Technologies Holding NV  102,585  2,027 
    1,774,565 
Information Technology (33.3%)     
* Apple Inc.  2,723,632  772,831 


  Microsoft Corp.  23,608,702  578,177 
  International Business Machines Corp.  3,838,297  514,869 
*  Google Inc. Class A  735,123  386,520 
*  Cisco Systems Inc.  17,094,555  374,371 
  Oracle Corp.  12,018,502  322,697 
  Hewlett-Packard Co.  7,019,288  295,301 
  QUALCOMM Inc.  4,909,932  221,536 
*  EMC Corp.  6,152,729  124,962 
  Intel Corp.  5,828,823  112,088 
  Visa Inc. Class A  1,481,545  110,019 
  Texas Instruments Inc.  3,658,244  99,285 
*  eBay Inc.  3,520,707  85,905 
  Accenture PLC Class A  1,906,597  81,011 
*  Dell Inc.  5,274,801  68,361 
  Mastercard Inc. Class A  298,553  66,876 
  Automatic Data Processing Inc.  1,505,422  63,273 
*  Cognizant Technology Solutions Corp. Class A  896,146  57,774 
*  Yahoo! Inc.  3,938,292  55,806 
*  NetApp Inc.  1,031,509  51,359 
*  Juniper Networks Inc.  1,574,779  47,795 
  Broadcom Corp. Class A  1,319,043  46,681 
  Corning Inc.  2,335,729  42,697 
*  Adobe Systems Inc.  1,575,587  41,202 
*  Intuit Inc.  893,160  39,129 
*  Salesforce.com Inc.  346,593  38,749 
*  Citrix Systems Inc.  556,064  37,946 
*  Symantec Corp.  2,391,612  36,281 
  Western Union Co.  2,011,752  35,548 
*  Agilent Technologies Inc.  1,042,010  34,772 
*  Marvell Technology Group Ltd.  1,640,073  28,718 
*  Motorola Inc.  3,304,875  28,191 
  Altera Corp.  903,076  27,237 
  Paychex Inc.  973,481  26,761 
  CA Inc.  1,232,576  26,032 
*  Akamai Technologies Inc.  515,060  25,846 
  Amphenol Corp. Class A  519,579  25,449 
*  SanDisk Corp.  688,500  25,233 
*  F5 Networks Inc.  239,790  24,893 
*  Fiserv Inc.  456,902  24,590 
*,^ First Solar Inc.  165,898  24,445 
*  Red Hat Inc.  564,776  23,156 
*  McAfee Inc.  467,119  22,076 
*  BMC Software Inc.  543,197  21,989 
*  Autodesk Inc.  686,522  21,948 
  Linear Technology Corp.  671,086  20,622 
*  NVIDIA Corp.  1,713,082  20,009 
*  Teradata Corp.  499,449  19,259 
  Analog Devices Inc.  579,913  18,198 
  Activision Blizzard Inc.  1,675,811  18,132 
*  VMware Inc. Class A  210,703  17,897 
*  VeriSign Inc.  549,284  17,434 
*  Cree Inc.  305,573  16,590 
*  Rovi Corp.  305,566  15,404 
  Tyco Electronics Ltd.  475,307  13,888 
*  Equinix Inc.  130,790  13,386 


*  Hewitt Associates Inc. Class A  264,763  13,352 
*  Trimble Navigation Ltd.  363,217  12,727 
*  Western Digital Corp.  446,013  12,662 
*  FLIR Systems Inc.  459,143  11,800 
*  ANSYS Inc.  271,046  11,452 
  Harris Corp.  252,739  11,194 
*  Nuance Communications Inc.  697,578  10,910 
  Factset Research Systems Inc.  132,522  10,751 
*  Electronic Arts Inc.  641,677  10,543 
  Global Payments Inc.  244,349  10,480 
*,^ Alliance Data Systems Corp.  159,756  10,426 
  Lender Processing Services Inc.  283,973  9,436 
  Broadridge Financial Solutions Inc.  407,810  9,327 
*  ON Semiconductor Corp.  1,286,620  9,276 
*  Dolby Laboratories Inc. Class A  159,221  9,045 
*  MEMC Electronic Materials Inc.  680,965  8,117 
*  Brocade Communications Systems Inc.  1,329,503  7,764 
*  Novellus Systems Inc.  287,688  7,647 
*  Avago Technologies Ltd.  322,510  7,260 
*  NCR Corp.  480,049  6,543 
*  Advanced Micro Devices Inc.  857,218  6,095 
*  Lam Research Corp.  132,531  5,546 
*  Flextronics International Ltd.  853,985  5,158 
*  Arrow Electronics Inc.  181,891  4,862 
  DST Systems Inc.  56,018  2,512 
      5,636,089 
Materials (4.5%)     
  Freeport-McMoRan Copper & Gold Inc.  1,294,916  110,573 
  Newmont Mining Corp.  1,470,474  92,360 
  Praxair Inc.  915,748  82,655 
  Monsanto Co.  1,632,852  78,263 
  Air Products & Chemicals Inc.  635,569  52,638 
  Alcoa Inc.  3,056,633  37,016 
  Ecolab Inc.  698,418  35,438 
  Mosaic Co.  466,679  27,422 
  International Paper Co.  1,241,326  26,999 
  Cliffs Natural Resources Inc.  405,286  25,906 
  Sigma-Aldrich Corp.  363,406  21,942 
  Lubrizol Corp.  204,229  21,642 
  Sherwin-Williams Co.  279,247  20,983 
  CF Industries Holdings Inc.  212,646  20,308 
  Weyerhaeuser Co.  1,042,506  16,430 
  Celanese Corp. Class A  468,776  15,048 
*  Crown Holdings Inc.  485,078  13,902 
  Walter Energy Inc.  160,610  13,056 
  Allegheny Technologies Inc.  265,407  12,328 
  Nalco Holding Co.  414,101  10,439 
  Scotts Miracle-Gro Co. Class A  140,047  7,245 
  United States Steel Corp.  150,162  6,583 
*  Titanium Metals Corp.  268,958  5,368 
  FMC Corp.  72,343  4,949 
  Martin Marietta Materials Inc.  47,540  3,659 
  Steel Dynamics Inc.  215,628  3,043 
      766,195 


Telecommunication Services (0.8%)     
* American Tower Corp. Class A  1,207,506  61,897 
* Crown Castle International Corp.  869,291  38,379 
* NII Holdings Inc.  500,588  20,574 
* SBA Communications Corp. Class A  332,857  13,414 
* MetroPCS Communications Inc.  481,428  5,036 
* Level 3 Communications Inc.  2,481,618  2,326 
* Clearwire Corp. Class A  195,328  1,580 
    143,206 
Utilities (0.2%)     
* AES Corp.  2,024,052  22,973 
* Calpine Corp.  1,064,066  13,248 
    36,221 
Total Common Stocks (Cost $14,543,600)    16,940,847 


      Market 
      Value 
  Coupon  Shares  ($000) 
Temporary Cash Investment (0.4%)       
Money Market Fund (0.4%)       
1,2 Vanguard Market Liquidity Fund (Cost       
$75,120)  0.261%  75,119,646  75,120 
 
Total Investments (100.4%) (Cost $14,618,720)      17,015,967 
Other Assets and Liabilities-Net (-0.4%)2      (74,254) 
Net Assets (100%)      16,941,713 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $55,979,000.
1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed Vanguard. Rate shown is the 7-day yield.
2 Includes $58,084,000 of collateral received for securities on loan.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

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

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

At September 30, 2010, 100% of the fund's investments were valued based on Level 1 inputs.

C. At September 30, 2010, the cost of investment securities for tax purposes was $14,618,720,000. Net unrealized appreciation of investment securities for tax purposes was $2,397,247,000, consisting of unrealized gains of $3,117,190,000 on securities that had risen in value since their purchase and $719,943,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Small-Cap Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (99.8%)1     
Consumer Discretionary (14.6%)     
  Phillips-Van Heusen Corp.  814,766  49,016 
  Williams-Sonoma Inc.  1,365,946  43,300 
*  Fossil Inc.  757,665  40,755 
  Tupperware Brands Corp.  888,307  40,649 
  Tractor Supply Co.  1,021,518  40,513 
  Jarden Corp.  1,295,983  40,344 
  Gentex Corp.  1,960,904  38,257 
*  Panera Bread Co. Class A  430,502  38,147 
*  Signet Jewelers Ltd.  1,201,657  38,141 
*  Big Lots Inc.  1,139,733  37,896 
  RadioShack Corp.  1,762,447  37,593 
*  Dick's Sporting Goods Inc.  1,275,936  35,777 
*  Hanesbrands Inc.  1,343,680  34,748 
  Sotheby's  942,668  34,709 
*  DreamWorks Animation SKG Inc. Class A  1,021,739  32,604 
*  Warnaco Group Inc.  624,491  31,930 
*  WMS Industries Inc.  815,003  31,027 
  Service Corp. International  3,579,090  30,852 
*  Aeropostale Inc.  1,314,488  30,562 
*  Tempur-Pedic International Inc.  966,598  29,965 
  Polaris Industries Inc.  442,307  28,794 
*,^ Lululemon Athletica Inc.  641,511  28,688 
*  J Crew Group Inc.  852,505  28,661 
*  Deckers Outdoor Corp.  543,939  27,175 
*  Bally Technologies Inc.  776,504  27,139 
  Chico's FAS Inc.  2,512,605  26,433 
  John Wiley & Sons Inc. Class A  629,182  25,708 
*  Career Education Corp.  1,150,750  24,707 
*  Tenneco Inc.  840,065  24,337 
*  Dana Holding Corp.  1,967,685  24,242 
  Jones Apparel Group Inc.  1,225,473  24,068 
*  Valassis Communications Inc.  700,549  23,742 
*,^ Under Armour Inc. Class A  510,148  22,977 
*  Carter's Inc.  835,333  21,994 
*  Cheesecake Factory Inc.  806,519  21,349 
*  Dress Barn Inc.  895,406  21,266 
*  Life Time Fitness Inc.  528,631  20,865 
  Rent-A-Center Inc.  925,300  20,708 
  Wolverine World Wide Inc.  697,635  20,238 
*  Live Nation Entertainment Inc.  1,944,037  19,207 
  Brunswick Corp.  1,244,870  18,947 
  Hillenbrand Inc.  874,456  18,810 
*  Madison Square Garden Inc. Class A  874,248  18,429 
*,^ Coinstar Inc.  423,533  18,208 
  Aaron's Inc.  981,881  18,116 
*  Office Depot Inc.  3,871,458  17,809 
*  Iconix Brand Group Inc.  1,015,079  17,764 
*  Gymboree Corp.  416,658  17,308 
*  Childrens Place Retail Stores Inc.  351,169  17,127 


  Cracker Barrel Old Country Store Inc.  334,998  17,005 
  Meredith Corp.  510,150  16,993 
  Thor Industries Inc.  506,609  16,921 
*  HSN Inc.  564,565  16,880 
  CTC Media Inc.  767,069  16,829 
*  AnnTaylor Stores Corp.  826,977  16,738 
  Men's Wearhouse Inc.  703,337  16,732 
  Dillard's Inc. Class A  704,314  16,650 
*  Jack in the Box Inc.  773,983  16,594 
*,^ Saks Inc.  1,923,284  16,540 
*  JOS A Bank Clothiers Inc.  387,224  16,500 
*  Capella Education Co.  212,242  16,474 
*  Jo-Ann Stores Inc.  365,716  16,293 
*  Eastman Kodak Co.  3,773,824  15,850 
*  Sally Beauty Holdings Inc.  1,409,474  15,786 
*  CROCS Inc.  1,206,506  15,697 
  Regal Entertainment Group Class A  1,192,878  15,651 
*  OfficeMax Inc.  1,192,147  15,605 
  Regis Corp.  807,853  15,454 
  MDC Holdings Inc.  530,358  15,396 
*  Vail Resorts Inc.  407,652  15,295 
  Choice Hotels International Inc.  418,385  15,254 
  Cooper Tire & Rubber Co.  774,885  15,211 
  PF Chang's China Bistro Inc.  325,487  15,038 
  Matthews International Corp. Class A  424,570  15,013 
*  Collective Brands Inc.  910,523  14,696 
*  Steven Madden Ltd.  349,146  14,336 
*  Orient-Express Hotels Ltd. Class A  1,276,812  14,236 
*  New York Times Co. Class A  1,831,281  14,174 
*  Gaylord Entertainment Co.  463,735  14,144 
  Pool Corp.  696,725  13,983 
*  Morningstar Inc.  311,181  13,866 
*  Pier 1 Imports Inc.  1,643,640  13,461 
  National CineMedia Inc.  745,249  13,340 
*  Ulta Salon Cosmetics & Fragrance Inc.  452,926  13,225 
  Scholastic Corp.  466,721  12,984 
*  99 Cents Only Stores  685,698  12,946 
  Cinemark Holdings Inc.  789,421  12,710 
  KB Home  1,113,917  12,621 
  Monro Muffler Brake Inc.  265,356  12,236 
  Bob Evans Farms Inc.  428,307  12,023 
*  Timberland Co. Class A  600,116  11,888 
*  Skechers U.S.A. Inc. Class A  502,873  11,812 
*  Buffalo Wild Wings Inc.  242,775  11,627 
  Ryland Group Inc.  619,310  11,098 
*,^ Cabela's Inc.  570,966  10,837 
*  CEC Entertainment Inc.  309,118  10,612 
*  Texas Roadhouse Inc. Class A  751,912  10,572 
  Cato Corp. Class A  391,290  10,471 
  Arbitron Inc.  374,251  10,468 
^  Buckle Inc.  394,183  10,462 
*  Helen of Troy Ltd.  409,325  10,352 
*  Group 1 Automotive Inc.  345,040  10,310 
  Finish Line Inc. Class A  733,821  10,207 
*  Hibbett Sports Inc.  405,575  10,119 
*  Genesco Inc.  337,847  10,095 
  Columbia Sportswear Co.  166,151  9,710 
*  Ruby Tuesday Inc.  816,409  9,691 


*  DineEquity Inc.  214,171  9,633 
*  Scientific Games Corp. Class A  992,631  9,629 
  International Speedway Corp. Class A  391,061  9,542 
*  Pinnacle Entertainment Inc.  851,554  9,495 
  American Greetings Corp. Class A  509,830  9,478 
*  K12 Inc.  321,029  9,319 
*  Maidenform Brands Inc.  322,361  9,300 
*,^ Blue Nile Inc.  203,932  9,073 
*  Shutterfly Inc.  339,965  8,836 
*,^ Corinthian Colleges Inc.  1,238,221  8,692 
*  BJ's Restaurants Inc.  303,742  8,553 
*  Penske Automotive Group Inc.  647,981  8,553 
^  Barnes & Noble Inc.  526,144  8,529 
*  American Public Education Inc.  258,727  8,502 
*,^ Fuel Systems Solutions Inc.  210,515  8,233 
*  American Axle & Manufacturing Holdings Inc.  903,592  8,150 
*,^ Liz Claiborne Inc.  1,328,698  8,078 
*  Papa John's International Inc.  303,954  8,018 
*  Modine Manufacturing Co.  617,571  8,010 
*  Meritage Homes Corp.  405,876  7,963 
*  Belo Corp. Class A  1,284,082  7,961 
*  Federal-Mogul Corp.  416,969  7,885 
  PEP Boys-Manny Moe & Jack  737,481  7,803 
*  Lions Gate Entertainment Corp.  1,047,385  7,698 
*  Domino's Pizza Inc.  581,161  7,683 
  NutriSystem Inc.  396,919  7,637 
*  Lumber Liquidators Holdings Inc.  307,694  7,560 
*  Interval Leisure Group Inc.  560,056  7,544 
*  Steiner Leisure Ltd.  197,848  7,538 
*  True Religion Apparel Inc.  339,514  7,245 
  National Presto Industries Inc.  67,485  7,185 
*  G-III Apparel Group Ltd.  228,137  7,159 
*  Quiksilver Inc.  1,822,561  7,126 
*  Talbots Inc.  543,000  7,113 
  Stage Stores Inc.  539,584  7,015 
  Brown Shoe Co. Inc.  609,613  6,992 
*  Jakks Pacific Inc.  392,181  6,918 
*  Vitamin Shoppe Inc.  246,922  6,778 
*  hhgregg Inc.  271,092  6,712 
*  Sonic Corp.  816,306  6,596 
  Stewart Enterprises Inc. Class A  1,196,646  6,450 
  Ethan Allen Interiors Inc.  368,227  6,429 
*  Peet's Coffee & Tea Inc.  187,225  6,409 
  Ameristar Casinos Inc.  366,194  6,390 
*  Zumiez Inc.  301,020  6,370 
*  Grand Canyon Education Inc.  289,617  6,351 
  Callaway Golf Co.  904,973  6,335 
*  Shuffle Master Inc.  752,675  6,330 
*  RC2 Corp.  302,055  6,328 
  Harte-Hanks Inc.  536,016  6,255 
  Fred's Inc. Class A  524,644  6,191 
*,^ Pre-Paid Legal Services Inc.  98,690  6,167 
*  La-Z-Boy Inc.  724,871  6,118 
  Churchill Downs Inc.  169,432  6,052 
*  Standard Pacific Corp.  1,502,524  5,965 
*  DSW Inc. Class A  207,296  5,949 
*  Knology Inc.  440,080  5,910 
*  Asbury Automotive Group Inc.  414,646  5,834 


*  Drew Industries Inc.  278,149  5,802 
*  Dorman Products Inc.  187,599  5,782 
*  Charming Shoppes Inc.  1,628,903  5,734 
*  Boyd Gaming Corp.  787,290  5,708 
^  PetMed Express Inc.  324,138  5,672 
  Universal Technical Institute Inc.  287,646  5,623 
*  Biglari Holdings Inc.  17,110  5,623 
*  California Pizza Kitchen Inc.  328,127  5,598 
*  iRobot Corp.  301,341  5,596 
  Superior Industries International Inc.  318,951  5,511 
*  Select Comfort Corp.  768,570  5,211 
*  Exide Technologies  1,063,947  5,096 
*  Ascent Media Corp. Class A  190,267  5,082 
*  Citi Trends Inc.  208,620  5,051 
*  Sonic Automotive Inc. Class A  513,789  5,051 
*  Pacific Sunwear of California Inc.  935,747  4,894 
*  K-Swiss Inc. Class A  381,723  4,867 
*  Rue21 Inc.  188,016  4,853 
*  Wet Seal Inc. Class A  1,429,175  4,845 
*  Coldwater Creek Inc.  909,280  4,792 
  Oxford Industries Inc.  197,421  4,695 
*  Volcom Inc.  240,455  4,598 
*  Sinclair Broadcast Group Inc. Class A  653,166  4,585 
  World Wrestling Entertainment Inc. Class A  326,772  4,545 
*  AFC Enterprises Inc.  359,987  4,464 
*  Beazer Homes USA Inc.  1,051,695  4,344 
*  Denny's Corp.  1,395,418  4,340 
*  Winnebago Industries Inc.  409,684  4,269 
*  Core-Mark Holding Co. Inc.  134,845  4,175 
*,^ Bridgepoint Education Inc.  267,569  4,137 
*  Red Robin Gourmet Burgers Inc.  208,851  4,096 
*  Universal Electronics Inc.  191,799  3,999 
  Christopher & Banks Corp.  504,488  3,991 
*  Krispy Kreme Doughnuts Inc.  855,886  3,920 
  Big 5 Sporting Goods Corp.  290,455  3,898 
*  Mediacom Communications Corp. Class A  576,967  3,814 
  HOT Topic Inc.  628,341  3,764 
*  Retail Ventures Inc.  343,228  3,693 
*  Lincoln Educational Services Corp.  256,161  3,691 
*  America's Car-Mart Inc.  145,719  3,669 
^  Sturm Ruger & Co. Inc.  267,548  3,649 
*,^ Overstock.com Inc.  225,885  3,551 
  Marcus Corp.  294,129  3,485 
*  EW Scripps Co. Class A  441,049  3,475 
*  Warner Music Group Corp.  758,161  3,412 
  Blyth Inc.  80,006  3,299 
  Speedway Motorsports Inc.  206,030  3,231 
*  Stein Mart Inc.  365,577  3,228 
*  CKX Inc.  651,481  3,192 
  Bebe Stores Inc.  424,276  3,059 
*  Smith & Wesson Holding Corp.  842,288  2,999 
*,^ Hovnanian Enterprises Inc. Class A  755,743  2,970 
  Ambassadors Group Inc.  254,015  2,881 
*  Furniture Brands International Inc.  534,521  2,876 
*  Unifi Inc.  634,462  2,861 
*  Movado Group Inc.  253,426  2,757 
*  Leapfrog Enterprises Inc.  493,327  2,703 
*  M/I Homes Inc.  260,481  2,701 


*  Journal Communications Inc. Class A  597,964  2,697 
*,^ Deer Consumer Products Inc.  274,207  2,635 
*,^ Landry's Restaurants Inc.  102,665  2,514 
  Weyco Group Inc.  103,493  2,507 
  Haverty Furniture Cos. Inc.  224,230  2,446 
*,^ Wonder Auto Technology Inc.  264,531  2,251 
*  Kenneth Cole Productions Inc. Class A  134,054  2,235 
  Spartan Motors Inc.  438,032  2,032 
*,^ SuperMedia Inc.  184,633  1,952 
  Systemax Inc.  153,317  1,883 
  CSS Industries Inc.  108,384  1,874 
*  LIN TV Corp. Class A  411,781  1,828 
*  Martha Stewart Living Omnimedia Class A  376,625  1,785 
*  Orbitz Worldwide Inc.  283,099  1,784 
*  Isle of Capri Casinos Inc.  228,104  1,633 
*  Sealy Corp.  667,806  1,629 
*  Monarch Casino & Resort Inc.  135,650  1,521 
*,^ Fuqi International Inc.  232,390  1,511 
*,^ China Automotive Systems Inc.  94,940  1,451 
*,^ China MediaExpress Holdings Inc.  140,811  1,436 
  Gaiam Inc. Class A  210,927  1,411 
*  Vitacost.com Inc.  233,118  1,401 
*  Build-A-Bear Workshop Inc.  228,129  1,380 
*  Brookfield Homes Corp.  160,043  1,311 
*,^ Borders Group Inc.  842,719  1,003 
*  Outdoor Channel Holdings Inc.  179,781  994 
*  New York & Co. Inc.  372,381  957 
*  Marine Products Corp.  153,690  944 
*  1-800-Flowers.com Inc. Class A  355,099  671 
*  American Apparel Inc.  498,264  613 
*,^ Conn's Inc.  125,897  585 
*  Krispy Kreme Doughnuts Inc. Warrants Exp. 03/02/2012  7,748  — 
      2,909,160 
Consumer Staples (3.2%)     
  Herbalife Ltd.  842,160  50,824 
  Corn Products International Inc.  1,057,056  39,640 
  Del Monte Foods Co.  2,790,851  36,588 
*  BJ's Wholesale Club Inc.  756,777  31,406 
*  NBTY Inc.  563,156  30,962 
  Nu Skin Enterprises Inc. Class A  797,267  22,961 
*  TreeHouse Foods Inc.  488,972  22,542 
  Casey's General Stores Inc.  529,929  22,125 
*  Central European Distribution Corp.  944,147  21,073 
  Ruddick Corp.  582,969  20,217 
*  United Natural Foods Inc.  577,169  19,127 
*  Hain Celestial Group Inc.  575,742  13,806 
  Universal Corp.  339,467  13,609 
*  Fresh Del Monte Produce Inc.  610,978  13,258 
  Lancaster Colony Corp.  277,955  13,203 
  Sanderson Farms Inc.  303,670  13,146 
^  Diamond Foods Inc.  306,700  12,572 
^  Vector Group Ltd.  578,549  10,819 
*  Darling International Inc.  1,158,572  9,871 
  Andersons Inc.  245,945  9,321 
*  Boston Beer Co. Inc. Class A  138,971  9,293 
*  Rite Aid Corp.  9,351,099  8,818 
  J&J Snack Foods Corp.  206,923  8,676 
  WD-40 Co.  221,025  8,403 


*  Chiquita Brands International Inc.  630,945  8,354 
  Lance Inc.  361,863  7,708 
*  Pantry Inc.  318,962  7,690 
  Nash Finch Co.  176,756  7,519 
  Pricesmart Inc.  250,924  7,309 
  B&G Foods Inc. Class A  665,411  7,266 
  Tootsie Roll Industries Inc.  284,583  7,081 
*  Elizabeth Arden Inc.  344,153  6,880 
  Weis Markets Inc.  169,905  6,648 
*  Prestige Brands Holdings Inc.  668,284  6,609 
*,^ Zhongpin Inc.  390,630  6,363 
*  Central Garden and Pet Co. Class A  611,308  6,333 
*  Heckmann Corp.  1,452,322  5,664 
^  Cal-Maine Foods Inc.  195,388  5,662 
*  Winn-Dixie Stores Inc.  775,001  5,526 
*,^ Dole Food Co. Inc.  558,155  5,107 
*  Alliance One International Inc.  1,190,268  4,940 
  Spartan Stores Inc.  317,284  4,601 
*  USANA Health Sciences Inc.  107,697  4,347 
*  Pilgrim's Pride Corp.  753,820  4,237 
  Inter Parfums Inc.  212,978  3,746 
*  Smart Balance Inc.  876,865  3,402 
  Calavo Growers Inc.  152,270  3,301 
  Coca-Cola Bottling Co. Consolidated  60,464  3,200 
  Ingles Markets Inc. Class A  181,319  3,012 
*  Central Garden and Pet Co.  227,206  2,347 
  National Beverage Corp.  161,253  2,258 
  Village Super Market Inc. Class A  78,357  2,189 
*  Revlon Inc. Class A  171,623  2,166 
*,^ American Oriental Bioengineering Inc.  878,598  2,118 
*,^ China-Biotics Inc.  157,145  1,729 
*  Susser Holdings Corp.  121,275  1,698 
*,^ American Dairy Inc.  155,992  1,630 
  Farmer Bros Co.  101,807  1,629 
*,^ Great Atlantic & Pacific Tea Co.  391,304  1,550 
  Arden Group Inc.  17,671  1,458 
  Alico Inc.  51,529  1,198 
*,^ China Sky One Medical Inc.  151,732  1,153 
*,^ AgFeed Industries Inc.  441,593  1,139 
      629,027 
Energy (5.7%)     
  Core Laboratories NV  627,364  55,233 
  Southern Union Co.  1,574,481  37,882 
*  Mariner Energy Inc.  1,450,687  35,150 
  SM Energy Co.  884,254  33,124 
*  Oil States International Inc.  704,144  32,778 
*  Atlas Energy Inc.  1,101,046  31,534 
*  Brigham Exploration Co.  1,636,818  30,690 
*  Superior Energy Services Inc.  1,104,915  29,490 
*  SandRidge Energy Inc.  5,004,167  28,424 
*  Dril-Quip Inc.  447,774  27,811 
*  Gran Tierra Energy Inc.  3,561,814  27,497 
*  SEACOR Holdings Inc.  300,884  25,623 
*  Atwood Oceanics Inc.  814,956  24,815 
  World Fuel Services Corp.  902,162  23,465 
  CARBO Ceramics Inc.  276,072  22,362 
  Berry Petroleum Co. Class A  682,764  21,664 
  Holly Corp.  747,521  21,491 


*  Unit Corp.  571,530  21,312 
  Frontier Oil Corp.  1,487,187  19,928 
*  Bill Barrett Corp.  548,964  19,763 
*  Exterran Holdings Inc.  843,155  19,148 
*  McMoRan Exploration Co.  1,104,201  19,003 
  Lufkin Industries Inc.  418,022  18,351 
*  Complete Production Services Inc.  874,696  17,888 
*  Rosetta Resources Inc.  737,850  17,332 
*  Bristow Group Inc.  479,742  17,309 
*  Key Energy Services Inc.  1,763,726  16,773 
*  Helix Energy Solutions Group Inc.  1,396,095  15,553 
*  Comstock Resources Inc.  664,456  14,944 
*  Swift Energy Co.  531,869  14,935 
*  Energy XXI Bermuda Ltd.  604,450  13,969 
  Overseas Shipholding Group Inc.  405,339  13,911 
*  Patriot Coal Corp.  1,086,097  12,392 
*  Enbridge Energy Management LLC  206,981  11,419 
*  Carrizo Oil & Gas Inc.  462,275  11,067 
*  Northern Oil and Gas Inc.  641,147  10,861 
*  Tetra Technologies Inc.  1,063,709  10,850 
*  Newpark Resources Inc.  1,250,651  10,505 
  Penn Virginia Corp.  638,840  10,247 
*  Gulfmark Offshore Inc.  331,512  10,184 
*  International Coal Group Inc.  1,859,604  9,893 
*  Stone Energy Corp.  612,914  9,028 
*  Contango Oil & Gas Co.  177,330  8,895 
  RPC Inc.  417,829  8,841 
*,^ ATP Oil & Gas Corp.  611,613  8,349 
*  USEC Inc.  1,604,711  8,328 
*  ION Geophysical Corp.  1,604,284  8,246 
*  Cloud Peak Energy Inc.  442,974  8,084 
*  Global Industries Ltd.  1,452,462  7,945 
*,^ Clean Energy Fuels Corp.  555,303  7,891 
*  Petroleum Development Corp.  270,517  7,466 
*  Cal Dive International Inc.  1,323,136  7,238 
*  Parker Drilling Co.  1,630,195  7,091 
*  James River Coal Co.  390,526  6,846 
*  Hornbeck Offshore Services Inc.  333,837  6,506 
*  Resolute Energy Corp.  577,564  6,388 
  General Maritime Corp.  1,247,582  6,126 
*  Venoco Inc.  306,198  6,011 
*  Rex Energy Corp.  464,116  5,941 
*  Energy Partners Ltd.  477,996  5,741 
*  Clayton Williams Energy Inc.  110,746  5,603 
*  Gulfport Energy Corp.  404,336  5,596 
*  Willbros Group Inc.  558,321  5,120 
*  Tesco Corp.  424,908  5,112 
  W&T Offshore Inc.  472,918  5,013 
*,^ Goodrich Petroleum Corp.  343,451  5,004 
*  Petroquest Energy Inc.  799,215  4,867 
*  Pioneer Drilling Co.  760,937  4,855 
*  T-3 Energy Services Inc.  184,267  4,819 
*  Crosstex Energy Inc.  589,649  4,658 
*  Harvest Natural Resources Inc.  444,362  4,630 
*  Vaalco Energy Inc.  793,146  4,553 
*  CVR Energy Inc.  547,172  4,514 
*,^ BPZ Resources Inc.  1,135,412  4,349 
*  Hercules Offshore Inc.  1,612,876  4,274 


*,^ Western Refining Inc.  753,393  3,948 
*  OYO Geospace Corp.  67,832  3,926 
*  Warren Resources Inc.  946,028  3,756 
  Gulf Island Fabrication Inc.  190,330  3,464 
*  Matrix Service Co.  390,526  3,417 
*  Dawson Geophysical Co.  110,499  2,945 
*  Magnum Hunter Resources Corp.  686,443  2,842 
*  PHI Inc.  175,222  2,835 
*  Basic Energy Services Inc.  319,205  2,720 
*,^ Uranium Energy Corp.  805,787  2,643 
*  Endeavour International Corp.  1,935,683  2,497 
*  Gastar Exploration Ltd.  600,794  2,415 
*  Allis-Chalmers Energy Inc.  557,526  2,325 
*,^ Oilsands Quest Inc.  4,087,467  2,117 
*,^ Delta Petroleum Corp.  2,573,884  2,025 
*,^ GMX Resources Inc.  415,827  2,021 
*  Approach Resources Inc.  175,721  1,965 
*,^ Cheniere Energy Inc.  764,445  1,926 
  Delek US Holdings Inc.  190,205  1,362 
*  Bronco Drilling Co. Inc.  338,462  1,350 
*  Seahawk Drilling Inc.  149,177  1,262 
*,^ China Integrated Energy Inc.  163,321  1,094 
^  Alon USA Energy Inc.  152,014  821 
      1,136,174 
Financials (20.8%)     
  Alexandria Real Estate Equities Inc.  760,776  53,254 
*  MSCI Inc. Class A  1,569,392  52,120 
  Jones Lang LaSalle Inc.  591,115  50,996 
  Essex Property Trust Inc.  422,886  46,281 
  Chimera Investment Corp.  11,572,695  45,712 
*  E*Trade Financial Corp.  3,094,187  44,990 
  Camden Property Trust  925,676  44,405 
  Ares Capital Corp.  2,692,829  42,143 
  Senior Housing Properties Trust  1,790,800  42,084 
  Arthur J Gallagher & Co.  1,459,262  38,481 
  BRE Properties Inc.  896,644  37,211 
  Mack-Cali Realty Corp.  1,113,874  36,435 
  Apartment Investment & Management Co.  1,642,201  35,110 
  First Niagara Financial Group Inc.  2,939,197  34,242 
  Taubman Centers Inc.  767,342  34,231 
  Allied World Assurance Co. Holdings Ltd.  603,261  34,139 
  Developers Diversified Realty Corp.  2,987,471  33,519 
  Waddell & Reed Financial Inc. Class A  1,215,311  33,251 
  Aspen Insurance Holdings Ltd.  1,087,164  32,919 
  Highwoods Properties Inc.  1,005,834  32,659 
  BioMed Realty Trust Inc.  1,807,182  32,385 
  East West Bancorp Inc.  1,976,456  32,177 
  Corporate Office Properties Trust  827,801  30,885 
  Bank of Hawaii Corp.  675,766  30,355 
  MFA Financial Inc.  3,936,330  30,034 
  Hanover Insurance Group Inc.  630,636  29,640 
  National Retail Properties Inc.  1,170,255  29,385 
  Omega Healthcare Investors Inc.  1,306,913  29,340 
  Entertainment Properties Trust  653,229  28,206 
  Apollo Investment Corp.  2,725,889  27,886 
  American Campus Communities Inc.  912,776  27,785 
  FirstMerit Corp.  1,515,455  27,763 
*  American Capital Ltd.  4,776,043  27,749 


Valley National Bancorp  2,149,385  27,727 
Platinum Underwriters Holdings Ltd.  633,519  27,571 
Endurance Specialty Holdings Ltd.  682,900  27,179 
Washington Real Estate Investment Trust  853,858  27,093 
Douglas Emmett Inc.  1,545,403  27,060 
Home Properties Inc.  510,869  27,025 
* Alleghany Corp.  88,610  26,852 
Tanger Factory Outlet Centers  568,691  26,808 
Protective Life Corp.  1,203,807  26,195 
* Popular Inc.  8,983,901  26,053 
CommonWealth REIT  1,012,791  25,927 
StanCorp Financial Group Inc.  665,848  25,302 
Alterra Capital Holdings Ltd.  1,268,638  25,271 
Fulton Financial Corp.  2,787,808  25,258 
* ProAssurance Corp.  433,730  24,979 
* SVB Financial Group  587,062  24,844 
Mid-America Apartment Communities Inc.  423,107  24,659 
Synovus Financial Corp.  9,941,934  24,457 
Kilroy Realty Corp.  735,056  24,360 
Erie Indemnity Co. Class A  430,697  24,145 
Washington Federal Inc.  1,581,452  24,133 
CBL & Associates Properties Inc.  1,842,672  24,065 
* MGIC Investment Corp.  2,536,959  23,416 
* MBIA Inc.  2,306,547  23,181 
LaSalle Hotel Properties  980,861  22,942 
Brandywine Realty Trust  1,846,125  22,615 
Westamerica Bancorporation  412,294  22,466 
Equity Lifestyle Properties Inc.  407,203  22,184 
* Signature Bank  570,322  22,151 
* Forest City Enterprises Inc. Class A  1,715,697  22,012 
* Stifel Financial Corp.  449,322  20,799 
Healthcare Realty Trust Inc.  875,901  20,487 
Prosperity Bancshares Inc.  622,841  20,224 
DuPont Fabros Technology Inc.  803,542  20,209 
DiamondRock Hospitality Co.  2,127,789  20,193 
First American Financial Corp.  1,306,052  19,512 
CapitalSource Inc.  3,626,464  19,365 
Potlatch Corp.  561,738  19,099 
Post Properties Inc.  683,476  19,083 
^ American Capital Agency Corp.  708,977  18,838 
Iberiabank Corp.  376,101  18,798 
Extra Space Storage Inc.  1,163,789  18,667 
* CNO Financial Group Inc.  3,348,867  18,553 
Trustmark Corp.  853,120  18,547 
Webster Financial Corp.  1,040,799  18,276 
Umpqua Holdings Corp.  1,609,476  18,251 
Hatteras Financial Corp.  634,245  18,057 
Northwest Bancshares Inc.  1,554,655  17,397 
Montpelier Re Holdings Ltd.  999,838  17,317 
Unitrin Inc.  702,876  17,143 
Delphi Financial Group Inc.  680,437  17,004 
NewAlliance Bancshares Inc.  1,340,884  16,922 
Astoria Financial Corp.  1,239,181  16,890 
* PHH Corp.  778,939  16,404 
UMB Financial Corp.  454,896  16,153 
Medical Properties Trust Inc.  1,562,172  15,840 
* Knight Capital Group Inc. Class A  1,262,600  15,644 
PS Business Parks Inc.  275,245  15,571 


National Health Investors Inc.  349,957  15,419 
* Portfolio Recovery Associates Inc.  238,305  15,406 
Susquehanna Bancshares Inc.  1,822,942  15,386 
Argo Group International Holdings Ltd.  436,248  15,155 
Colonial Properties Trust  935,747  15,150 
Redwood Trust Inc.  1,040,126  15,040 
BancorpSouth Inc.  1,056,542  14,982 
Glacier Bancorp Inc.  1,011,107  14,762 
Sovran Self Storage Inc.  387,227  14,676 
Radian Group Inc.  1,869,605  14,620 
Cash America International Inc.  415,344  14,537 
^ United Bankshares Inc.  580,448  14,447 
Wintrust Financial Corp.  436,905  14,160 
EastGroup Properties Inc.  378,505  14,149 
DCT Industrial Trust Inc.  2,932,198  14,045 
Tower Group Inc.  600,463  14,021 
* MF Global Holdings Ltd.  1,927,431  13,878 
FNB Corp.  1,608,818  13,772 
First Citizens BancShares Inc. Class A  73,857  13,684 
First Financial Bancorp  813,146  13,563 
RLI Corp.  237,026  13,420 
Starwood Property Trust Inc.  668,726  13,288 
International Bancshares Corp.  766,058  12,939 
Old National Bancorp  1,225,714  12,870 
* Sunstone Hotel Investors Inc.  1,384,738  12,560 
Franklin Street Properties Corp.  1,007,726  12,516 
Cathay General Bancorp  1,048,938  12,472 
Hancock Holding Co.  414,526  12,465 
* Ezcorp Inc. Class A  616,581  12,356 
Selective Insurance Group Inc.  748,367  12,191 
KBW Inc.  473,738  12,128 
First Midwest Bancorp Inc.  1,040,748  12,000 
Anworth Mortgage Asset Corp.  1,667,859  11,892 
Wilmington Trust Corp.  1,282,533  11,517 
^ Lexington Realty Trust  1,596,146  11,428 
Whitney Holding Corp.  1,355,013  11,070 
National Penn Bancshares Inc.  1,770,304  11,064 
Government Properties Income Trust  413,567  11,042 
First Financial Bankshares Inc.  233,982  10,995 
MB Financial Inc.  675,533  10,957 
Community Bank System Inc.  465,529  10,712 
Acadia Realty Trust  563,724  10,711 
Capstead Mortgage Corp.  984,790  10,705 
* Ocwen Financial Corp.  1,055,253  10,700 
NBT Bancorp Inc.  483,735  10,676 
* Greenlight Capital Re Ltd. Class A  423,740  10,602 
Columbia Banking System Inc.  532,165  10,457 
Alexander's Inc.  32,268  10,190 
* World Acceptance Corp.  230,719  10,189 
^ Park National Corp.  156,831  10,043 
American National Insurance Co.  131,654  10,002 
* First Cash Financial Services Inc.  359,652  9,980 
Nelnet Inc. Class A  434,522  9,942 
Equity One Inc.  585,231  9,879 
U-Store-It Trust  1,181,871  9,869 
BlackRock Kelso Capital Corp.  857,507  9,861 
Horace Mann Educators Corp.  551,154  9,800 
PrivateBancorp Inc. Class A  854,018  9,727 


  Hersha Hospitality Trust  1,845,989  9,562 
  Employers Holdings Inc.  600,583  9,471 
  Provident Financial Services Inc.  758,298  9,373 
*  optionsXpress Holdings Inc.  605,204  9,296 
  Cousins Properties Inc.  1,294,133  9,240 
  Prospect Capital Corp.  945,783  9,184 
  Infinity Property & Casualty Corp.  185,610  9,052 
^  CVB Financial Corp.  1,195,985  8,982 
  Inland Real Estate Corp.  1,080,607  8,980 
*  Pebblebrook Hotel Trust  498,350  8,975 
*  Interactive Brokers Group Inc.  520,952  8,966 
  Investors Real Estate Trust  1,053,860  8,831 
*,^ GLG Partners Inc.  1,940,806  8,734 
*  Navigators Group Inc.  195,401  8,721 
*  Investment Technology Group Inc.  612,665  8,712 
*  Investors Bancorp Inc.  727,060  8,608 
  Pennsylvania Real Estate Investment Trust  720,777  8,548 
*  Pico Holdings Inc.  285,498  8,525 
*  Piper Jaffray Cos.  291,943  8,504 
*  Texas Capital Bancshares Inc.  487,728  8,423 
*  Strategic Hotels & Resorts Inc.  1,986,147  8,421 
  Fifth Street Finance Corp.  747,997  8,333 
  LTC Properties Inc.  326,035  8,320 
*  Forestar Group Inc.  486,320  8,292 
  Brookline Bancorp Inc.  830,282  8,286 
  Getty Realty Corp.  308,577  8,279 
  Compass Diversified Holdings  499,961  8,079 
  Saul Centers Inc.  192,035  8,056 
*  Credit Acceptance Corp.  132,856  8,046 
  PacWest Bancorp  421,876  8,041 
  Cypress Sharpridge Investments Inc.  599,921  8,009 
  American Equity Investment Life Holding Co.  781,001  7,997 
  Chemical Financial Corp.  385,288  7,952 
*  PMI Group Inc.  2,144,551  7,871 
  First Commonwealth Financial Corp.  1,439,537  7,846 
  First Potomac Realty Trust  520,374  7,806 
*  Enstar Group Ltd.  106,918  7,762 
*  Altisource Portfolio Solutions SA  247,905  7,720 
  Safety Insurance Group Inc.  181,056  7,608 
*  National Financial Partners Corp.  599,814  7,600 
  Sun Communities Inc.  240,170  7,373 
  Sterling Bancshares Inc.  1,359,987  7,303 
*  Cardtronics Inc.  472,290  7,287 
  Evercore Partners Inc. Class A  253,167  7,243 
  Glimcher Realty Trust  1,165,529  7,168 
  Flagstone Reinsurance Holdings SA  674,725  7,159 
*  Dollar Financial Corp.  341,587  7,129 
  Bank of the Ozarks Inc.  190,371  7,061 
  Artio Global Investors Inc. Class A  445,120  6,810 
  City Holding Co.  221,702  6,800 
  United Fire & Casualty Co.  314,635  6,673 
  MarketAxess Holdings Inc.  387,392  6,578 
  Meadowbrook Insurance Group Inc.  723,419  6,489 
  Home Bancshares Inc.  317,931  6,460 
*  Western Alliance Bancorp  961,132  6,440 
  S&T Bancorp Inc.  369,240  6,432 
  Independent Bank Corp.  282,019  6,351 
  Walter Investment Management Corp.  361,577  6,324 


  Oriental Financial Group Inc.  464,648  6,180 
  Boston Private Financial Holdings Inc.  938,722  6,139 
*  FelCor Lodging Trust Inc.  1,307,330  6,014 
  Trustco Bank Corp. NY  1,081,028  6,011 
  Cohen & Steers Inc.  269,688  5,852 
  American Physicians Capital Inc.  140,191  5,812 
  Simmons First National Corp. Class A  205,023  5,796 
  Education Realty Trust Inc.  800,245  5,722 
  Dime Community Bancshares Inc.  412,850  5,718 
  Harleysville Group Inc.  174,004  5,706 
*  Hilltop Holdings Inc.  594,849  5,699 
*  Ashford Hospitality Trust Inc.  629,596  5,698 
  Maiden Holdings Ltd.  739,939  5,631 
  Retail Opportunity Investments Corp.  587,168  5,619 
  SCBT Financial Corp.  179,248  5,591 
  Universal Health Realty Income Trust  161,243  5,548 
  WesBanco Inc.  335,777  5,487 
  Amtrust Financial Services Inc.  375,775  5,456 
  FBL Financial Group Inc. Class A  208,222  5,410 
  Ramco-Gershenson Properties Trust  494,487  5,296 
  Sandy Spring Bancorp Inc.  337,165  5,226 
  Hercules Technology Growth Capital Inc.  510,490  5,161 
^  TowneBank  337,215  5,045 
*  Citizens Republic Bancorp Inc.  5,550,315  5,001 
  Cedar Shopping Centers Inc.  819,919  4,985 
*  AMERISAFE Inc.  264,723  4,972 
  Community Trust Bancorp Inc.  182,248  4,937 
  Tompkins Financial Corp.  121,503  4,819 
*  FPIC Insurance Group Inc.  137,231  4,815 
  Flushing Financial Corp.  415,953  4,808 
  National Western Life Insurance Co. Class A  33,660  4,735 
  OneBeacon Insurance Group Ltd. Class A  328,202  4,690 
  GFI Group Inc.  1,007,137  4,673 
  SY Bancorp Inc.  182,849  4,538 
  Parkway Properties Inc.  303,223  4,488 
*  CNA Surety Corp.  249,235  4,466 
  Danvers Bancorp Inc.  287,963  4,414 
  Bancfirst Corp.  107,974  4,369 
  First Financial Corp.  147,315  4,346 
  BGC Partners Inc. Class A  724,684  4,326 
  ViewPoint Financial Group  467,260  4,322 
  Renasant Corp.  281,386  4,280 
*  Citizens Inc.  615,944  4,244 
  Urstadt Biddle Properties Inc. Class A  234,724  4,244 
  Pennymac Mortgage Investment Trust  235,494  4,213 
  MVC Capital Inc.  324,815  4,213 
*  Beneficial Mutual Bancorp Inc.  460,721  4,133 
  Provident New York Bancorp  491,827  4,126 
  Winthrop Realty Trust  332,491  4,110 
*  Pinnacle Financial Partners Inc.  446,714  4,105 
*  Tejon Ranch Co.  188,878  4,093 
  StellarOne Corp.  320,350  4,075 
  CapLease Inc.  727,096  4,064 
*  eHealth Inc.  314,317  4,061 
  Duff & Phelps Corp. Class A  300,621  4,049 
*,^ iStar Financial Inc.  1,316,269  4,028 
  Lakeland Financial Corp.  214,869  4,009 
^  NorthStar Realty Finance Corp.  1,063,688  3,978 


Kite Realty Group Trust  891,902  3,960 
* First Industrial Realty Trust Inc.  776,212  3,935 
Oppenheimer Holdings Inc. Class A  139,477  3,898 
Univest Corp. of Pennsylvania  221,556  3,868 
Capital Southwest Corp.  42,134  3,826 
Colony Financial Inc.  205,918  3,805 
First Busey Corp.  836,183  3,805 
Arrow Financial Corp.  151,232  3,793 
Southside Bancshares Inc.  199,883  3,776 
Berkshire Hills Bancorp Inc.  196,955  3,734 
Washington Trust Bancorp Inc.  193,084  3,692 
Cardinal Financial Corp.  382,027  3,671 
* Nara Bancorp Inc.  508,746  3,592 
Camden National Corp.  102,364  3,547 
1st Source Corp.  203,934  3,540 
WSFS Financial Corp.  93,764  3,517 
Suffolk Bancorp  136,162  3,448 
State Auto Financial Corp.  225,530  3,430 
* Phoenix Cos. Inc.  1,630,160  3,423 
* TradeStation Group Inc.  514,694  3,387 
Southwest Bancorp Inc.  257,837  3,344 
* International Assets Holding Corp.  184,452  3,339 
Union First Market Bankshares Corp.  255,257  3,334 
* Global Indemnity PLC  205,873  3,304 
Calamos Asset Management Inc. Class A  278,427  3,202 
Bank Mutual Corp.  604,819  3,139 
* NewStar Financial Inc.  418,241  3,099 
Republic Bancorp Inc. Class A  142,426  3,009 
Northfield Bancorp Inc.  275,375  2,980 
SWS Group Inc.  413,042  2,962 
Sterling Bancorp  340,635  2,960 
Trico Bancshares  189,620  2,914 
Westfield Financial Inc.  372,734  2,907 
First Bancorp  212,751  2,898 
First Community Bancshares Inc.  224,056  2,890 
Territorial Bancorp Inc.  171,258  2,882 
Presidential Life Corp.  292,766  2,869 
United Financial Bancorp Inc.  210,750  2,847 
* United Community Banks Inc.  1,264,791  2,833 
Baldwin & Lyons Inc.  110,679  2,817 
Westwood Holdings Group Inc.  81,725  2,765 
NGP Capital Resources Co.  304,180  2,756 
Stewart Information Services Corp.  242,021  2,740 
First Merchants Corp.  357,331  2,726 
Abington Bancorp Inc.  248,067  2,615 
Home Federal Bancorp Inc.  212,385  2,585 
CoBiz Financial Inc.  464,473  2,582 
First Financial Holdings Inc.  231,375  2,578 
Lakeland Bancorp Inc.  301,665  2,543 
GAMCO Investors Inc.  64,541  2,487 
SeaBright Holdings Inc.  307,840  2,481 
Great Southern Bancorp Inc.  113,148  2,463 
* FBR Capital Markets Corp.  783,850  2,461 
Advance America Cash Advance Centers Inc.  610,382  2,460 
Heartland Financial USA Inc.  159,573  2,456 
BankFinancial Corp.  255,965  2,347 
CreXus Investment Corp.  190,880  2,296 
* Avatar Holdings Inc.  119,346  2,277 


*,^ Ambac Financial Group Inc.  4,055,994  2,251 
  Citizens & Northern Corp.  170,148  2,212 
  Consolidated-Tomoka Land Co.  76,429  2,179 
*  First Marblehead Corp.  912,809  2,136 
  First Mercury Financial Corp.  210,935  2,126 
  National Interstate Corp.  95,875  2,087 
*  LaBranche & Co. Inc.  533,481  2,081 
  MainSource Financial Group Inc.  268,161  2,049 
  Kansas City Life Insurance Co.  65,249  2,035 
^  Life Partners Holdings Inc.  104,087  1,981 
  ESSA Bancorp Inc.  158,882  1,881 
  Ames National Corp.  92,674  1,848 
  Donegal Group Inc. Class A  139,514  1,823 
  Wilshire Bancorp Inc.  268,055  1,753 
*  Gleacher & Co. Inc.  1,081,040  1,741 
  Capital City Bank Group Inc.  143,299  1,740 
  Student Loan Corp.  55,983  1,663 
*  RAIT Financial Trust  991,709  1,636 
  EMC Insurance Group Inc.  73,408  1,565 
*  Meridian Interstate Bancorp Inc.  141,900  1,496 
  Rockville Financial Inc.  123,354  1,417 
*  Penson Worldwide Inc.  250,022  1,243 
*  Flagstar Bancorp Inc.  650,887  1,185 
*  Asset Acceptance Capital Corp.  213,028  1,144 
  Roma Financial Corp.  108,269  1,140 
  Universal Insurance Holdings Inc.  245,521  1,102 
  First Financial Northwest Inc.  238,227  929 
  Urstadt Biddle Properties Inc.  57,942  913 
*  South Financial Group Inc.  2,983,115  847 
^  NASB Financial Inc.  43,663  723 
^  CompuCredit Holdings Corp.  148,584  716 
*  Crawford & Co. Class B  190,220  462 
*  Crawford & Co. Class A  210,666  430 
*  First BanCorp  1,102,519  309 
*  Doral Financial Corp.  178,389  296 
*  AmeriCredit Corp.  8,804  215 
*  CSF Holdings Inc. Contingent Litigation Rights  29,125  — 
      4,137,797 
Health Care (10.8%)     
*  Allscripts Healthcare Solutions Inc.  2,357,897  43,550 
*  United Therapeutics Corp.  746,256  41,798 
  PerkinElmer Inc.  1,655,898  38,317 
*  Mednax Inc.  662,061  35,288 
*  Tenet Healthcare Corp.  6,801,715  32,104 
*  BioMarin Pharmaceutical Inc.  1,429,053  31,939 
  Teleflex Inc.  561,347  31,873 
  Hill-Rom Holdings Inc.  887,284  31,845 
*  Salix Pharmaceuticals Ltd.  801,421  31,832 
*  AMERIGROUP Corp.  726,866  30,870 
  Cooper Cos. Inc.  638,757  29,523 
*  Thoratec Corp.  765,694  28,315 
  STERIS Corp.  833,228  27,680 
*  LifePoint Hospitals Inc.  777,538  27,261 
*  Health Management Associates Inc. Class A  3,520,443  26,967 
*  Incyte Corp. Ltd.  1,667,007  26,655 
*  Psychiatric Solutions Inc.  762,613  25,586 
*  Healthsouth Corp.  1,315,919  25,266 
  Owens & Minor Inc.  887,166  25,249 


  Medicis Pharmaceutical Corp. Class A  847,777  25,137 
*  VCA Antech Inc.  1,148,607  24,224 
*  Onyx Pharmaceuticals Inc.  879,996  23,214 
*  Regeneron Pharmaceuticals Inc.  840,429  23,028 
*  Emergency Medical Services Corp. Class A  423,313  22,541 
*  HMS Holdings Corp.  381,924  22,511 
*  Magellan Health Services Inc.  468,616  22,137 
*  Savient Pharmaceuticals Inc.  949,145  21,707 
*  Dionex Corp.  247,343  21,380 
*  Haemonetics Corp.  358,743  20,997 
*  Sirona Dental Systems Inc.  582,354  20,988 
*  American Medical Systems Holdings Inc.  1,059,105  20,737 
  Masimo Corp.  743,527  20,306 
*  Talecris Biotherapeutics Holdings Corp.  861,231  19,705 
*  Alkermes Inc.  1,334,378  19,549 
*  Nektar Therapeutics  1,322,578  19,534 
*  Immucor Inc.  982,809  19,489 
*,^ NuVasive Inc.  550,472  19,344 
*  Cubist Pharmaceuticals Inc.  821,214  19,208 
*  Brookdale Senior Living Inc.  1,175,382  19,171 
*  Parexel International Corp.  820,684  18,982 
  Quality Systems Inc.  284,159  18,843 
*  Catalyst Health Solutions Inc.  534,668  18,826 
*  Seattle Genetics Inc.  1,205,468  18,721 
  Chemed Corp.  321,153  18,296 
*  Acorda Therapeutics Inc.  544,298  17,973 
*  Healthspring Inc.  692,935  17,905 
*  WellCare Health Plans Inc.  595,753  17,253 
*  PSS World Medical Inc.  804,065  17,191 
*  Theravance Inc.  851,702  17,119 
*  Centene Corp.  723,966  17,078 
*,^ Auxilium Pharmaceuticals Inc.  667,099  16,531 
*  Volcano Corp.  635,842  16,519 
*  Viropharma Inc.  1,094,407  16,318 
  West Pharmaceutical Services Inc.  467,326  16,034 
*  Cepheid Inc.  835,341  15,629 
*  Align Technology Inc.  798,185  15,628 
*  Impax Laboratories Inc.  748,287  14,816 
*,^ athenahealth Inc.  442,374  14,607 
*  Par Pharmaceutical Cos. Inc.  493,089  14,339 
*  Pharmasset Inc.  446,724  13,178 
*  Bruker Corp.  926,096  12,993 
*  MedAssets Inc.  602,748  12,682 
  Meridian Bioscience Inc.  571,173  12,497 
*  Integra LifeSciences Holdings Corp.  306,005  12,075 
*  Isis Pharmaceuticals Inc.  1,321,952  11,104 
  Invacare Corp.  417,678  11,073 
*  Medicines Co.  748,899  10,634 
*  Martek Biosciences Corp.  468,561  10,604 
*  Cyberonics Inc.  390,405  10,416 
*  Neogen Corp.  301,307  10,199 
*  DexCom Inc.  756,391  10,000 
*  Zoll Medical Corp.  301,191  9,719 
*,^ Amedisys Inc.  401,047  9,545 
*  InterMune Inc.  700,411  9,540 
*  MWI Veterinary Supply Inc.  164,279  9,482 
*  CONMED Corp.  410,007  9,188 
  PDL BioPharma Inc.  1,681,180  8,843 


*  Halozyme Therapeutics Inc.  1,127,221  8,691 
*  Gentiva Health Services Inc.  393,620  8,601 
*  Luminex Corp.  529,804  8,477 
*  Sun Healthcare Group Inc.  994,008  8,419 
  Landauer Inc.  131,809  8,255 
*  Questcor Pharmaceuticals Inc.  828,431  8,218 
  Analogic Corp.  180,821  8,115 
*  Momenta Pharmaceuticals Inc.  536,728  8,078 
*  Wright Medical Group Inc.  545,749  7,864 
*  Orthofix International NV  247,421  7,774 
*  Celera Corp.  1,151,145  7,759 
*  Enzon Pharmaceuticals Inc.  682,510  7,678 
*  Zymogenetics Inc.  782,907  7,633 
*,^ Geron Corp.  1,379,165  7,627 
*  Amsurg Corp. Class A  434,710  7,599 
*,^ MannKind Corp.  1,121,176  7,579 
*,^ Vivus Inc.  1,132,592  7,577 
*  Greatbatch Inc.  326,698  7,576 
*,^ Sequenom Inc.  1,048,724  7,352 
*  Bio-Reference Labs Inc.  350,832  7,318 
*  Kindred Healthcare Inc.  554,641  7,221 
*  Abaxis Inc.  309,963  7,160 
*  NxStage Medical Inc.  373,081  7,126 
*  RehabCare Group Inc.  348,961  7,056 
  Universal American Corp.  477,217  7,039 
*  SonoSite Inc.  204,729  6,860 
*  Insulet Corp.  479,751  6,784 
*  Air Methods Corp.  157,434  6,546 
*  ICU Medical Inc.  170,444  6,356 
*  NPS Pharmaceuticals Inc.  926,319  6,336 
*  Targacept Inc.  280,225  6,260 
*  Ardea Biosciences Inc.  271,920  6,254 
*  IPC The Hospitalist Co. Inc.  228,025  6,230 
*  Alnylam Pharmaceuticals Inc.  501,751  6,162 
*  Rigel Pharmaceuticals Inc.  728,018  6,123 
*  Select Medical Holdings Corp.  786,845  6,059 
*  Omnicell Inc.  458,040  5,991 
*  Exelixis Inc.  1,525,861  5,981 
*  Merit Medical Systems Inc.  376,242  5,979 
  Computer Programs & Systems Inc.  138,940  5,915 
*  Medivation Inc.  453,691  5,898 
*  Immunogen Inc.  934,462  5,859 
*  Natus Medical Inc.  400,559  5,836 
*  Micromet Inc.  852,493  5,729 
*  Conceptus Inc.  414,289  5,696 
*  Molina Healthcare Inc.  209,834  5,663 
*,^ Emeritus Corp.  331,411  5,654 
*  Healthways Inc.  479,443  5,581 
*  Hanger Orthopedic Group Inc.  382,713  5,565 
*,^ Protalix BioTherapeutics Inc.  625,537  5,436 
*  Emdeon Inc. Class A  445,806  5,430 
*  Accelrys Inc.  772,898  5,379 
*  Angiodynamics Inc.  346,792  5,285 
*  Allos Therapeutics Inc.  1,108,091  5,230 
*  LHC Group Inc.  225,001  5,218 
*  Inspire Pharmaceuticals Inc.  872,273  5,190 
*  eResearchTechnology Inc.  684,228  5,118 
*  AMAG Pharmaceuticals Inc.  295,629  5,088 


*  Res-Care Inc.  372,654  4,945 
*  Lexicon Pharmaceuticals Inc.  3,085,171  4,936 
*  Emergent Biosolutions Inc.  284,378  4,908 
*  Symmetry Medical Inc.  505,492  4,873 
*  Triple-S Management Corp. Class B  286,326  4,825 
*  ABIOMED Inc.  447,675  4,750 
*  Medidata Solutions Inc.  243,684  4,679 
*  Affymetrix Inc.  998,690  4,554 
*,^ Clinical Data Inc.  268,567  4,531 
*,^ Metabolix Inc.  355,685  4,475 
*  Corvel Corp.  102,086  4,334 
*  Accuray Inc.  693,762  4,315 
*,^ SIGA Technologies Inc.  489,316  4,140 
*  PharMerica Corp.  431,893  4,116 
*  Assisted Living Concepts Inc. Class A  134,271  4,087 
  National Healthcare Corp.  106,681  3,955 
*  MAP Pharmaceuticals Inc.  254,353  3,892 
*  Quidel Corp.  343,679  3,777 
  Atrion Corp.  22,712  3,577 
*  Kensey Nash Corp.  123,161  3,558 
*  Genoptix Inc.  245,515  3,486 
*  Almost Family Inc.  115,377  3,419 
*,^ Cell Therapeutics Inc.  8,677,430  3,358 
*,^ Cadence Pharmaceuticals Inc.  391,900  3,272 
  Cantel Medical Corp.  201,810  3,269 
*,^ Opko Health Inc.  1,436,952  3,219 
*  Pain Therapeutics Inc.  508,217  3,141 
*  Akorn Inc.  775,351  3,132 
*  Dyax Corp.  1,299,344  3,079 
*  Arqule Inc.  596,782  3,073 
*  Nabi Biopharmaceuticals  626,647  3,008 
*  AGA Medical Holdings Inc.  211,594  2,954 
*,^ Orexigen Therapeutics Inc.  494,973  2,935 
  Ensign Group Inc.  160,778  2,886 
*  Cross Country Healthcare Inc.  393,182  2,827 
*  Durect Corp.  1,101,642  2,798 
*  XenoPort Inc.  385,193  2,739 
*  Genomic Health Inc.  201,991  2,699 
*  SurModics Inc.  220,793  2,632 
*  Clarient Inc.  778,371  2,631 
*  Vital Images Inc.  192,740  2,550 
*  Palomar Medical Technologies Inc.  246,351  2,545 
*  OraSure Technologies Inc.  616,680  2,498 
*,^ MAKO Surgical Corp.  260,205  2,493 
*  IRIS International Inc.  256,340  2,461 
*  Sunrise Senior Living Inc.  703,838  2,414 
*  Pozen Inc.  335,576  2,376 
*  Synovis Life Technologies Inc.  158,750  2,373 
*  AMN Healthcare Services Inc.  457,241  2,350 
*  Ligand Pharmaceuticals Inc. Class B  1,479,384  2,337 
*,^ Stereotaxis Inc.  563,794  2,334 
*  CryoLife Inc.  382,986  2,325 
*  Medcath Corp.  229,802  2,314 
*  Progenics Pharmaceuticals Inc.  453,695  2,291 
*  Obagi Medical Products Inc.  215,446  2,262 
*,^ Arena Pharmaceuticals Inc.  1,417,293  2,225 
*  Orthovita Inc.  967,777  2,197 
*,^ MELA Sciences Inc.  336,397  2,193 


*  TomoTherapy Inc.  608,360  2,141 
*  Maxygen Inc.  369,672  2,140 
*  Cypress Bioscience Inc.  536,966  2,067 
*  RTI Biologics Inc.  764,963  2,012 
*  Albany Molecular Research Inc.  310,540  1,981 
*  Sangamo Biosciences Inc.  566,642  1,944 
*  Exactech Inc.  116,889  1,908 
*  Alliance HealthCare Services Inc.  405,054  1,855 
*  Kendle International Inc.  198,157  1,847 
*  Enzo Biochem Inc.  479,403  1,822 
*,^ Osiris Therapeutics Inc.  229,484  1,671 
*  Biospecifics Technologies Corp.  61,759  1,663 
*  Affymax Inc.  269,421  1,603 
*  Idenix Pharmaceuticals Inc.  514,622  1,595 
*  CardioNet Inc.  319,434  1,441 
*  Cynosure Inc. Class A  136,807  1,397 
*,^ China Biologic Products Inc.  131,991  1,304 
*,^ Biotime Inc.  259,817  1,234 
*  Skilled Healthcare Group Inc.  288,610  1,134 
*  Caraco Pharmaceutical Laboratories Ltd.  136,945  737 
*  Sucampo Pharmaceuticals Inc. Class A  111,234  417 
      2,159,923 
Industrials (15.8%)     
  Timken Co.  1,157,151  44,388 
*  BE Aerospace Inc.  1,365,586  41,391 
*  Waste Connections Inc.  1,036,507  41,108 
  TransDigm Group Inc.  657,787  40,816 
  IDEX Corp.  1,141,826  40,546 
*  Corrections Corp. of America  1,621,434  40,017 
  Gardner Denver Inc.  736,825  39,553 
*  WABCO Holdings Inc.  904,888  37,951 
  Snap-On Inc.  812,665  37,797 
  Hubbell Inc. Class B  742,748  37,694 
  Towers Watson & Co. Class A  723,826  35,598 
  Kennametal Inc.  1,148,960  35,537 
*  Oshkosh Corp.  1,261,037  34,679 
  Lincoln Electric Holdings Inc.  598,762  34,620 
  Wabtec Corp.  674,418  32,230 
  Nordson Corp.  431,703  31,812 
  Regal-Beloit Corp.  541,264  31,767 
*  Thomas & Betts Corp.  742,258  30,447 
*  Kirby Corp.  721,625  28,908 
  Lennox International Inc.  666,484  27,786 
  CLARCOR Inc.  709,000  27,389 
*  GrafTech International Ltd.  1,750,364  27,358 
  Landstar System Inc.  705,106  27,231 
  Acuity Brands Inc.  611,679  27,061 
  Graco Inc.  852,315  27,044 
  Crane Co.  705,349  26,761 
  Toro Co.  472,755  26,583 
  Woodward Governor Co.  818,045  26,521 
  Carlisle Cos. Inc.  855,558  25,624 
*  Alaska Air Group Inc.  502,047  25,619 
  Baldor Electric Co.  625,350  25,264 
  Trinity Industries Inc.  1,114,552  24,821 
*  Hexcel Corp.  1,364,541  24,275 
*  Esterline Technologies Corp.  418,820  23,969 
*  Genesee & Wyoming Inc. Class A  544,728  23,636 


  Con-way Inc.  756,954  23,458 
*  WESCO International Inc.  596,644  23,442 
*  JetBlue Airways Corp.  3,492,163  23,363 
  UTi Worldwide Inc.  1,427,863  22,960 
*  EMCOR Group Inc.  932,337  22,926 
*  Clean Harbors Inc.  332,427  22,522 
*  Geo Group Inc.  960,594  22,430 
  Manitowoc Co. Inc.  1,845,483  22,349 
  Actuant Corp. Class A  954,901  21,925 
  Valmont Industries Inc.  295,984  21,429 
*  US Airways Group Inc.  2,266,145  20,962 
  AO Smith Corp.  356,214  20,621 
*  Teledyne Technologies Inc.  509,409  20,285 
  Alexander & Baldwin Inc.  578,169  20,143 
  Brady Corp. Class A  687,376  20,051 
*  General Cable Corp.  732,889  19,876 
  Watsco Inc.  355,367  19,787 
*  Moog Inc. Class A  550,350  19,543 
  Curtiss-Wright Corp.  644,593  19,531 
*  ArvinMeritor Inc.  1,256,222  19,522 
  GATX Corp.  651,009  19,088 
*,^ American Superconductor Corp.  598,999  18,629 
  HNI Corp.  635,823  18,286 
*  Atlas Air Worldwide Holdings Inc.  363,228  18,270 
*  United Stationers Inc.  340,182  18,203 
*  Tetra Tech Inc.  867,236  18,186 
*  Dollar Thrifty Automotive Group Inc.  362,635  18,183 
  Triumph Group Inc.  234,534  17,494 
  Belden Inc.  657,503  17,345 
*  UAL Corp.  724,947  17,130 
  Knight Transportation Inc.  880,697  17,024 
*  Avis Budget Group Inc.  1,443,790  16,820 
  Applied Industrial Technologies Inc.  536,057  16,403 
*  EnerSys  654,989  16,355 
  Kaydon Corp.  470,584  16,282 
*  Middleby Corp.  247,870  15,712 
  Brink's Co.  673,804  15,497 
*  HUB Group Inc. Class A  524,997  15,361 
  Corporate Executive Board Co.  481,909  15,209 
*  Old Dominion Freight Line Inc.  590,078  15,000 
  Herman Miller Inc.  760,888  14,974 
  Rollins Inc.  628,378  14,691 
*  DigitalGlobe Inc.  482,962  14,682 
  Simpson Manufacturing Co. Inc.  555,186  14,313 
  Watts Water Technologies Inc. Class A  416,097  14,168 
  Mueller Industries Inc.  529,632  14,030 
  Deluxe Corp.  721,563  13,803 
*  II-VI Inc.  367,779  13,729 
  Werner Enterprises Inc.  661,321  13,550 
*  CoStar Group Inc.  276,230  13,455 
  ABM Industries Inc.  620,413  13,395 
  Briggs & Stratton Corp.  704,041  13,384 
*  Insituform Technologies Inc. Class A  551,260  13,329 
  Healthcare Services Group Inc.  584,157  13,313 
*  AirTran Holdings Inc.  1,803,373  13,255 
  Mine Safety Appliances Co.  482,439  13,074 
*  USG Corp.  979,088  12,914 
*  United Rentals Inc.  849,616  12,608 


*  GeoEye Inc.  310,403  12,565 
*  Orbital Sciences Corp.  809,707  12,389 
  ESCO Technologies Inc.  371,617  12,360 
*  Armstrong World Industries Inc.  283,138  11,753 
  Barnes Group Inc.  657,769  11,570 
  Heartland Express Inc.  764,296  11,365 
  Granite Construction Inc.  491,218  11,170 
  Skywest Inc.  785,992  10,972 
*  Korn/Ferry International  647,017  10,702 
  Forward Air Corp.  407,335  10,591 
  Robbins & Myers Inc.  393,594  10,540 
*  Polypore International Inc.  344,218  10,382 
*  RBC Bearings Inc.  304,925  10,361 
  Knoll Inc.  660,659  10,247 
*  AAR Corp.  548,629  10,237 
  HEICO Corp.  223,214  10,187 
*  Griffon Corp.  796,437  9,709 
  Interface Inc. Class A  677,446  9,640 
*  Advisory Board Co.  217,993  9,624 
  Kaman Corp.  364,479  9,553 
*  Macquarie Infrastructure Co. LLC  606,165  9,396 
*  Beacon Roofing Supply Inc.  640,675  9,335 
  Steelcase Inc. Class A  1,119,707  9,327 
  American Science & Engineering Inc.  126,429  9,311 
  Franklin Electric Co. Inc.  277,946  9,217 
  Cubic Corp.  225,351  9,194 
  Quanex Building Products Corp.  532,003  9,188 
  Seaboard Corp.  5,185  9,183 
*  EnPro Industries Inc.  289,284  9,049 
  Unifirst Corp.  203,754  8,996 
  Resources Connection Inc.  651,219  8,961 
  Administaff Inc.  331,163  8,918 
  Raven Industries Inc.  227,763  8,630 
*,^ A123 Systems Inc.  953,406  8,552 
*  TrueBlue Inc.  619,396  8,455 
  Ameron International Corp.  123,071  8,364 
*  Interline Brands Inc.  463,175  8,356 
  Allegiant Travel Co. Class A  196,035  8,296 
*  Navigant Consulting Inc.  711,170  8,271 
*  Chart Industries Inc.  403,299  8,211 
  Arkansas Best Corp.  338,119  8,193 
  Badger Meter Inc.  199,909  8,092 
*  Ceradyne Inc.  339,867  7,936 
*  Mobile Mini Inc.  511,313  7,844 
*  Astec Industries Inc.  270,343  7,713 
*  SYKES Enterprises Inc.  566,142  7,688 
*  Amerco Inc.  96,368  7,659 
  McGrath Rentcorp  319,570  7,654 
*  Tutor Perini Corp.  379,017  7,614 
*,^ EnerNOC Inc.  242,165  7,606 
  Lindsay Corp.  175,411  7,599 
  CIRCOR International Inc.  239,700  7,575 
  AZZ Inc.  174,838  7,490 
  Albany International Corp.  390,774  7,393 
  Tennant Co.  238,604  7,373 
*  Blount International Inc.  571,565  7,276 
*,^ Genco Shipping & Trading Ltd.  450,694  7,184 
  Universal Forest Products Inc.  244,939  7,164 


*  Layne Christensen Co.  274,845  7,116 
*  ATC Technology Corp.  282,173  6,981 
  Aircastle Ltd.  782,140  6,633 
  Tredegar Corp.  346,886  6,584 
*  MasTec Inc.  636,843  6,572 
  Mueller Water Products Inc. Class A  2,169,765  6,553 
*  Exponent Inc.  194,641  6,538 
*  Ladish Co. Inc.  209,534  6,523 
  Ennis Inc.  364,089  6,514 
*  Kforce Inc.  471,918  6,475 
*  Huron Consulting Group Inc.  294,095  6,467 
^  Titan International Inc.  471,382  6,397 
  Bowne & Co. Inc.  563,355  6,383 
  John Bean Technologies Corp.  395,418  6,370 
*  Consolidated Graphics Inc.  149,862  6,212 
  NACCO Industries Inc. Class A  70,975  6,202 
*  ICF International Inc.  244,794  6,137 
  G&K Services Inc. Class A  260,455  5,954 
  Gorman-Rupp Co.  211,013  5,816 
  Comfort Systems USA Inc.  534,178  5,732 
  Viad Corp.  288,728  5,584 
*  Rush Enterprises Inc. Class A  354,706  5,441 
*  Dycom Industries Inc.  544,027  5,435 
*  RSC Holdings Inc.  727,708  5,429 
  Marten Transport Ltd.  231,189  5,359 
  Encore Wire Corp.  260,129  5,335 
  EnergySolutions Inc.  1,059,521  5,329 
  TAL International Group Inc.  215,815  5,227 
*,^ Harbin Electric Inc.  284,167  5,084 
  Sun Hydraulics Corp.  178,734  5,038 
*  Force Protection Inc.  988,897  4,984 
*  Colfax Corp.  334,595  4,975 
  HEICO Corp. Class A  144,639  4,928 
  Heidrick & Struggles International Inc.  246,050  4,793 
*  KAR Auction Services Inc.  378,554  4,774 
*  Aerovironment Inc.  212,887  4,737 
*  Orion Marine Group Inc.  378,243  4,694 
*  Dolan Co.  404,917  4,604 
*  MYR Group Inc.  279,941  4,588 
  Federal Signal Corp.  849,635  4,580 
*,^ Eagle Bulk Shipping Inc.  875,270  4,569 
  Great Lakes Dredge & Dock Corp.  782,261  4,545 
*  ACCO Brands Corp.  771,227  4,435 
  Applied Signal Technology Inc.  177,885  4,426 
*  Kelly Services Inc. Class A  376,592  4,417 
*  SFN Group Inc.  728,451  4,378 
*  Hawaiian Holdings Inc.  728,360  4,363 
*  Team Inc.  253,465  4,362 
*  3D Systems Corp.  274,833  4,318 
  Vicor Corp.  295,395  4,316 
  AAON Inc.  180,742  4,251 
  Standex International Corp.  175,594  4,248 
*  Columbus McKinnon Corp.  255,844  4,244 
*  Greenbrier Cos. Inc.  270,759  4,221 
*  LB Foster Co. Class A  143,666  4,158 
  Cascade Corp.  130,215  4,141 
  FreightCar America Inc.  167,799  4,128 
*  Celadon Group Inc.  297,628  4,110 


*  American Reprographics Co.  515,258  4,045 
*  M&F Worldwide Corp.  163,346  3,977 
*  Cenveo Inc.  788,357  3,965 
  Schawk Inc. Class A  212,706  3,927 
*  CBIZ Inc.  659,127  3,909 
  US Ecology Inc.  243,484  3,896 
*  Republic Airways Holdings Inc.  455,778  3,774 
*,^ American Commercial Lines Inc.  135,191  3,769 
*  Michael Baker Corp.  112,637  3,712 
*,^ YRC Worldwide Inc.  14,846,897  3,712 
*  Sauer-Danfoss Inc.  170,988  3,640 
  Apogee Enterprises Inc.  395,487  3,619 
*  Powell Industries Inc.  114,389  3,560 
*  Trex Co. Inc.  185,351  3,535 
*  School Specialty Inc.  265,670  3,456 
*  GenCorp Inc.  696,093  3,425 
*  Gibraltar Industries Inc.  381,266  3,424 
*  Standard Parking Corp.  195,965  3,351 
*  RailAmerica Inc.  346,664  3,338 
*  Saia Inc.  223,194  3,332 
*  Kadant Inc.  173,913  3,289 
*  Taser International Inc.  834,303  3,237 
*  Fushi Copperweld Inc.  365,141  3,173 
*  H&E Equipment Services Inc.  393,962  3,140 
*  Titan Machinery Inc.  188,358  3,070 
  Ampco-Pittsburgh Corp.  122,873  3,050 
  Ducommun Inc.  139,322  3,034 
*  Pacer International Inc.  493,694  2,982 
*  CRA International Inc.  155,495  2,807 
  Dynamic Materials Corp.  182,214  2,753 
*  Sterling Construction Co. Inc.  214,111  2,651 
*,^ Ener1 Inc.  703,902  2,590 
*,^ Capstone Turbine Corp.  3,328,196  2,570 
*  Innerworkings Inc.  383,733  2,521 
  Aceto Corp.  358,490  2,434 
  CDI Corp.  188,091  2,430 
*  Furmanite Corp.  488,552  2,384 
  Houston Wire & Cable Co.  235,841  2,365 
  American Woodmark Corp.  128,892  2,285 
*  Northwest Pipe Co.  129,507  2,266 
*  Tecumseh Products Co. Class A  195,633  2,244 
*  Metalico Inc.  553,583  2,120 
*  American Railcar Industries Inc.  134,424  2,108 
  Kimball International Inc. Class B  357,958  2,087 
*  APAC Customer Services Inc.  366,757  2,076 
  Courier Corp.  142,764  2,030 
*  Continental Airlines Inc. Class B  79,561  1,976 
*,^ Mistras Group Inc.  168,550  1,952 
*,^ Lihua International Inc.  224,494  1,944 
*  FuelCell Energy Inc.  1,530,663  1,883 
*  Pike Electric Corp.  258,359  1,881 
*  Patriot Transportation Holding Inc.  25,797  1,809 
*,^ SmartHeat Inc.  275,496  1,719 
  Horizon Lines Inc. Class A  404,441  1,699 
*,^ RINO International Corp.  119,527  1,667 
*  Hill International Inc.  367,446  1,646 
*  Rush Enterprises Inc. Class B  116,142  1,597 
*,^ Energy Recovery Inc.  440,352  1,581 


*  Fuel Tech Inc.  237,292  1,488 
*  Volt Information Sciences Inc.  204,673  1,474 
*  Universal Truckload Services Inc.  89,498  1,402 
*,^ Broadwind Energy Inc.  748,041  1,399 
  Preformed Line Products Co.  33,024  1,152 
*,^ Valence Technology Inc.  908,220  1,044 
*  Argan Inc.  104,870  981 
*,^ China Fire & Security Group Inc.  117,907  956 
*  TBS International PLC Class A  169,699  942 
  Standard Register Co.  152,383  445 
*  Tecumseh Products Co. Class B  34,663  388 
*,^ Duoyuan Printing Inc.  107,286  305 
      3,139,349 
Information Technology (18.4%)     
*  Atmel Corp.  6,472,136  51,518 
*  Skyworks Solutions Inc.  2,486,035  51,411 
*  Informatica Corp.  1,291,343  49,600 
*  MICROS Systems Inc.  1,129,130  47,796 
  Solera Holdings Inc.  984,143  43,460 
*  TIBCO Software Inc.  2,336,475  41,449 
*  Riverbed Technology Inc.  849,336  38,713 
*  WebMD Health Corp.  769,397  38,370 
*  JDS Uniphase Corp.  3,096,578  38,367 
*  VeriFone Systems Inc.  1,192,762  37,059 
*  Itron Inc.  566,427  34,682 
*,^ Rackspace Hosting Inc.  1,311,761  34,080 
*  Rambus Inc.  1,609,855  33,549 
*  Polycom Inc.  1,198,087  32,684 
*  Parametric Technology Corp.  1,632,385  31,897 
*  Gartner Inc.  1,081,580  31,842 
*  CommScope Inc.  1,328,008  31,527 
*  Varian Semiconductor Equipment Associates Inc.  1,048,951  30,189 
*  Concur Technologies Inc.  596,231  29,478 
*  Novell Inc.  4,894,070  29,218 
*  Tech Data Corp.  724,639  29,203 
  Jack Henry & Associates Inc.  1,140,159  29,074 
*  Cadence Design Systems Inc.  3,799,221  28,988 
  Diebold Inc.  927,439  28,834 
*  Teradyne Inc.  2,533,592  28,224 
  ADTRAN Inc.  786,321  27,757 
*  QLogic Corp.  1,567,718  27,654 
*  Cypress Semiconductor Corp.  2,188,843  27,536 
*  Zebra Technologies Corp.  811,494  27,299 
*  Compuware Corp.  3,162,039  26,972 
*  MercadoLibre Inc.  372,462  26,884 
  National Instruments Corp.  817,287  26,693 
*  NeuStar Inc. Class A  1,054,574  26,217 
*  Atheros Communications Inc.  983,498  25,915 
  CoreLogic Inc.  1,306,238  25,027 
*  Genpact Ltd.  1,384,664  24,550 
*  Sohu.com Inc.  425,348  24,509 
*  Ariba Inc.  1,263,608  23,882 
*  VistaPrint NV  614,942  23,767 
*  PMC - Sierra Inc.  3,222,317  23,716 
*  Vishay Intertechnology Inc.  2,422,915  23,454 
  Plantronics Inc.  687,140  23,212 
*  Silicon Laboratories Inc.  614,658  22,527 
*  Aruba Networks Inc.  1,039,158  22,176 


*  RF Micro Devices Inc.  3,584,619  22,010 
*  Netlogic Microsystems Inc.  792,817  21,866 
*  Monster Worldwide Inc.  1,684,994  21,837 
*  Anixter International Inc.  402,540  21,733 
*  Quest Software Inc.  880,251  21,645 
*  International Rectifier Corp.  993,939  20,962 
*  TriQuint Semiconductor Inc.  2,181,638  20,944 
*  Viasat Inc.  504,824  20,753 
  Intersil Corp. Class A  1,739,646  20,336 
*,^ Ciena Corp.  1,301,873  20,270 
*  Microsemi Corp.  1,167,558  20,024 
*,^ Veeco Instruments Inc.  566,123  19,741 
*  Progress Software Corp.  592,967  19,627 
*  GSI Commerce Inc.  785,919  19,412 
*  CACI International Inc. Class A  425,262  19,247 
*  Digital River Inc.  557,181  18,966 
*  Netezza Corp.  690,637  18,613 
*  Wright Express Corp.  518,151  18,503 
*  InterDigital Inc.  617,505  18,284 
*  Convergys Corp.  1,737,287  18,155 
  Sapient Corp.  1,509,586  18,070 
*  Semtech Corp.  873,398  17,634 
*,^ Finisar Corp.  938,131  17,627 
*  Arris Group Inc.  1,782,802  17,418 
*,^ ADC Telecommunications Inc.  1,362,750  17,266 
*  Acxiom Corp.  1,064,684  16,886 
*  Omnivision Technologies Inc.  732,324  16,873 
*  Plexus Corp.  567,196  16,647 
*  SuccessFactors Inc.  661,874  16,620 
*  Fairchild Semiconductor International Inc. Class A  1,766,473  16,605 
*  Unisys Corp.  594,941  16,599 
*,^ Blackboard Inc.  455,764  16,426 
*  Lawson Software Inc.  1,931,858  16,363 
*  Hittite Microwave Corp.  342,681  16,329 
*  Acme Packet Inc.  426,841  16,194 
*,^ Cirrus Logic Inc.  897,325  16,008 
*  Mentor Graphics Corp.  1,500,166  15,857 
  Fair Isaac Corp.  642,230  15,837 
*  ArcSight Inc.  358,139  15,600 
  Syntel Inc.  350,217  15,585 
  Blackbaud Inc.  630,320  15,153 
  MAXIMUS Inc.  245,298  15,105 
*  j2 Global Communications Inc.  634,219  15,088 
*  CommVault Systems Inc.  576,622  15,009 
*  ValueClick Inc.  1,142,875  14,949 
*  Cymer Inc.  401,885  14,902 
*  TiVo Inc.  1,623,777  14,711 
*  Taleo Corp. Class A  503,360  14,592 
*  Benchmark Electronics Inc.  886,553  14,539 
*  Infinera Corp.  1,236,989  14,436 
*  AsiaInfo-Linkage Inc.  729,967  14,402 
*  Cavium Networks Inc.  499,253  14,358 
*  Coherent Inc.  355,152  14,210 
  Cognex Corp.  529,727  14,207 
*  JDA Software Group Inc.  556,849  14,122 
*  Blue Coat Systems Inc.  585,059  14,076 
  Earthlink Inc.  1,516,892  13,789 
*  L-1 Identity Solutions Inc.  1,174,789  13,780 


*  Sanmina-SCI Corp.  1,118,113  13,507 
*  Littelfuse Inc.  307,945  13,457 
*,^ Synaptics Inc.  476,494  13,408 
*  Netgear Inc.  494,872  13,366 
*  Integrated Device Technology Inc.  2,283,136  13,356 
*,^ OpenTable Inc.  191,944  13,068 
*  Tessera Technologies Inc.  705,741  13,056 
*  Fortinet Inc.  521,752  13,044 
*  Ultimate Software Group Inc.  332,627  12,853 
*  Mantech International Corp. Class A  322,206  12,759 
  Power Integrations Inc.  393,483  12,509 
*  Advent Software Inc.  235,420  12,287 
*  SRA International Inc. Class A  616,151  12,150 
*  Take-Two Interactive Software Inc.  1,189,145  12,058 
*  MKS Instruments Inc.  669,234  12,033 
*  Emulex Corp.  1,139,295  11,894 
*  Euronet Worldwide Inc.  643,605  11,578 
*,^ Ebix Inc.  492,381  11,546 
*  Rofin-Sinar Technologies Inc.  449,200  11,401 
*  Checkpoint Systems Inc.  555,024  11,295 
*,^ SunPower Corp. Class A  779,232  11,221 
*  Tekelec  864,257  11,201 
*  MicroStrategy Inc. Class A  127,592  11,051 
*  Comtech Telecommunications Corp.  401,083  10,970 
*  Oclaro Inc.  681,579  10,912 
*  Websense Inc.  607,055  10,769 
*  ACI Worldwide Inc.  477,788  10,698 
*  Cabot Microelectronics Corp.  332,242  10,692 
*  Sourcefire Inc.  367,117  10,588 
*  GT Solar International Inc.  1,264,904  10,587 
*,^ Universal Display Corp.  449,651  10,567 
*  SAVVIS Inc.  500,947  10,560 
*  Scansource Inc.  377,115  10,461 
*  FEI Co.  534,232  10,455 
*  Sonus Networks Inc.  2,899,802  10,236 
*  Amkor Technology Inc.  1,549,983  10,183 
*  Insight Enterprises Inc.  649,971  10,166 
  AVX Corp.  717,121  9,911 
*  Manhattan Associates Inc.  319,667  9,382 
*  Harmonic Inc.  1,361,825  9,369 
*  DTS Inc.  244,767  9,343 
*  DealerTrack Holdings Inc.  539,013  9,206 
*  Applied Micro Circuits Corp.  920,388  9,204 
*  Art Technology Group Inc.  2,203,772  9,102 
  Sycamore Networks Inc.  279,800  9,068 
*,^ Power-One Inc.  993,831  9,034 
*  EchoStar Corp. Class A  473,034  9,025 
*  SYNNEX Corp.  317,384  8,931 
*  Radiant Systems Inc.  514,317  8,795 
*  CSG Systems International Inc.  478,991  8,732 
*  IPG Photonics Corp.  357,438  8,629 
*  Entegris Inc.  1,838,263  8,585 
*  Intermec Inc.  694,177  8,511 
*  Netscout Systems Inc.  411,715  8,444 
*  Tyler Technologies Inc.  418,385  8,435 
*  Diodes Inc.  493,162  8,428 
*  OSI Systems Inc.  230,773  8,382 
*  Loral Space & Communications Inc.  157,657  8,230 


*  SunPower Corp. Class B  590,990  8,191 
*  Isilon Systems Inc.  366,678  8,170 
*,^ Constant Contact Inc.  381,153  8,168 
*  Volterra Semiconductor Corp.  377,852  8,131 
  Heartland Payment Systems Inc.  531,926  8,096 
  Black Box Corp.  246,386  7,899 
*  Monolithic Power Systems Inc.  481,238  7,859 
*  DG FastChannel Inc.  359,565  7,820 
  iGate Corp.  427,270  7,751 
*  Lattice Semiconductor Corp.  1,630,347  7,744 
*  Electronics for Imaging Inc.  636,606  7,716 
*  TTM Technologies Inc.  787,363  7,708 
*  Stratasys Inc.  273,686  7,587 
*  SolarWinds Inc.  430,630  7,433 
*  Cogent Inc.  692,986  7,373 
*  Forrester Research Inc.  221,601  7,331 
  Pegasystems Inc.  234,320  7,276 
  Park Electrochemical Corp.  274,271  7,224 
*  Standard Microsystems Corp.  314,768  7,180 
*  comScore Inc.  304,929  7,172 
  MTS Systems Corp.  229,549  7,116 
*  Avid Technology Inc.  534,665  7,009 
  United Online Inc.  1,224,033  7,001 
*  Rogers Corp.  221,730  6,980 
*  LogMeIn Inc.  193,830  6,974 
*  Epicor Software Corp.  798,522  6,947 
*  Verigy Ltd.  834,941  6,788 
*  Advanced Energy Industries Inc.  516,137  6,741 
*  RightNow Technologies Inc.  336,967  6,638 
*  ATMI Inc.  442,995  6,583 
*  Bottomline Technologies Inc.  420,360  6,457 
*  TeleTech Holdings Inc.  432,477  6,418 
*  NetSuite Inc.  266,826  6,289 
  NIC Inc.  758,378  6,287 
*  Net 1 UEPS Technologies Inc.  542,069  6,266 
*  Brightpoint Inc.  889,907  6,220 
*  TNS Inc.  366,199  6,207 
*  Ixia  496,304  6,154 
*  Terremark Worldwide Inc.  593,811  6,140 
*  Brooks Automation Inc.  913,281  6,128 
  Micrel Inc.  615,207  6,066 
*  Quantum Corp.  2,859,662  6,062 
*  Actel Corp.  368,659  5,880 
*  Oplink Communications Inc.  295,243  5,858 
*  Newport Corp.  515,063  5,841 
*  Kulicke & Soffa Industries Inc.  934,349  5,784 
*,^ STEC Inc.  463,386  5,769 
*  FormFactor Inc.  668,632  5,750 
*  Compellent Technologies Inc.  312,719  5,685 
*,^ Rubicon Technology Inc.  249,489  5,661 
*  Internet Capital Group Inc.  512,383  5,652 
*  Anadigics Inc.  917,378  5,587 
*  Zoran Corp.  720,692  5,506 
*  Ultratech Inc.  319,387  5,461 
  EPIQ Systems Inc.  436,511  5,352 
*,^ China Security & Surveillance Technology Inc.  946,055  5,260 
*  Silicon Image Inc.  1,075,415  5,140 
*  Synchronoss Technologies Inc.  285,271  5,081 


*  Maxwell Technologies Inc.  334,921  4,893 
*  Move Inc.  2,192,715  4,890 
*  LoopNet Inc.  411,456  4,872 
*  Internet Brands Inc. Class A  363,458  4,827 
  Daktronics Inc.  491,356  4,825 
*  Vocus Inc.  259,097  4,788 
  Methode Electronics Inc.  523,599  4,754 
*  Kenexa Corp.  270,128  4,733 
*  FARO Technologies Inc.  215,405  4,698 
  CTS Corp.  478,570  4,604 
*  Infospace Inc.  503,593  4,361 
*  Electro Scientific Industries Inc.  389,365  4,326 
*  Smith Micro Software Inc.  434,722  4,321 
*  Sigma Designs Inc.  372,261  4,277 
*  DivX Inc.  440,320  4,196 
*  RealNetworks Inc.  1,239,487  4,041 
*  EMS Technologies Inc.  215,757  4,020 
*  Imation Corp.  429,798  4,010 
*  ExlService Holdings Inc.  204,915  3,986 
*  SMART Modular Technologies WWH Inc.  659,922  3,979 
  Cohu Inc.  315,352  3,970 
*  ModusLink Global Solutions Inc.  623,084  3,957 
*  DemandTec Inc.  419,419  3,947 
*  THQ Inc.  946,030  3,803 
*  S1 Corp.  724,902  3,777 
*  Extreme Networks  1,205,280  3,748 
*  Super Micro Computer Inc.  358,960  3,730 
*  Echelon Corp.  435,571  3,724 
*  Perficient Inc.  407,406  3,724 
*  Hughes Communications Inc.  136,279  3,714 
*  Knot Inc.  401,704  3,668 
*  Limelight Networks Inc.  617,822  3,633 
  Cass Information Systems Inc.  105,549  3,621 
*  Symmetricom Inc.  614,576  3,515 
  Opnet Technologies Inc.  191,056  3,468 
*  Rudolph Technologies Inc.  416,744  3,463 
*  Novatel Wireless Inc.  439,029  3,460 
*  Aviat Networks Inc.  842,584  3,446 
*,^ Powerwave Technologies Inc.  1,872,586  3,408 
*  Supertex Inc.  153,927  3,405 
*  UTStarcom Inc.  1,567,804  3,402 
*  Kopin Corp.  938,564  3,332 
*  Liquidity Services Inc.  207,864  3,328 
*,^ Rosetta Stone Inc.  156,462  3,323 
*  Anaren Inc.  195,459  3,282 
*,^ Energy Conversion Devices Inc.  644,932  3,238 
*  Interactive Intelligence Inc.  183,060  3,222 
*  Internap Network Services Corp.  653,907  3,211 
*  Silicon Graphics International Corp.  409,902  3,181 
*  IXYS Corp.  331,774  3,168 
*  Multi-Fineline Electronix Inc.  143,844  3,163 
*  Intevac Inc.  314,772  3,151 
*  ShoreTel Inc.  635,052  3,150 
*  Digi International Inc.  331,410  3,145 
  Electro Rent Corp.  235,962  3,134 
*  Exar Corp.  521,720  3,125 
*  Pericom Semiconductor Corp.  354,852  3,084 
*  Global Cash Access Holdings Inc.  737,252  3,008 


*  Monotype Imaging Holdings Inc.  319,108  2,920 
*  Seachange International Inc.  391,508  2,901 
*  Ciber Inc.  920,382  2,770 
*  VASCO Data Security International Inc.  420,482  2,733 
  Bel Fuse Inc. Class B  127,093  2,646 
*  Comverge Inc.  334,452  2,629 
*  TeleCommunication Systems Inc. Class A  654,498  2,559 
*  PROS Holdings Inc.  272,966  2,533 
*  Ness Technologies Inc.  540,860  2,434 
  Technitrol Inc.  549,365  2,423 
*  DSP Group Inc.  324,068  2,268 
*  Dice Holdings Inc.  262,962  2,230 
*  Cogo Group Inc.  355,796  2,199 
*,^ China Information Technology Inc.  435,203  2,119 
*  Agilysys Inc.  323,876  2,105 
*,^ Evergreen Solar Inc.  2,764,831  2,029 
*  Advanced Analogic Technologies Inc.  572,377  2,009 
*  NCI Inc. Class A  105,956  2,005 
*,^ Echo Global Logistics Inc.  152,912  1,953 
*  Stamps.com Inc.  149,965  1,949 
*  Mattson Technology Inc.  701,420  1,929 
*  Deltek Inc.  237,461  1,902 
*  Conexant Systems Inc.  1,136,705  1,864 
*  Integral Systems Inc.  247,408  1,826 
*  BigBand Networks Inc.  611,325  1,736 
*  Trident Microsystems Inc.  1,000,924  1,712 
*  FalconStor Software Inc.  479,830  1,468 
*  CPI International Inc.  104,761  1,467 
  Renaissance Learning Inc.  143,871  1,466 
  Marchex Inc. Class B  255,928  1,395 
*  ICx Technologies Inc.  171,415  1,294 
*  TechTarget Inc.  206,462  1,084 
*  Opnext Inc.  686,762  1,078 
*  Archipelago Learning Inc.  88,201  1,056 
*,^ China TransInfo Technology Corp.  141,434  901 
  Bel Fuse Inc. Class A  16,456  344 
      3,673,179 
Materials (5.8%)     
  Aptargroup Inc.  953,556  43,549 
  Domtar Corp.  606,594  39,174 
  Cytec Industries Inc.  688,451  38,815 
  RPM International Inc.  1,822,877  36,312 
  Compass Minerals International Inc.  459,830  35,232 
  Royal Gold Inc.  704,090  35,092 
  Packaging Corp. of America  1,449,873  33,594 
  Huntsman Corp.  2,687,408  31,066 
*  Allied Nevada Gold Corp.  1,105,443  29,294 
*  WR Grace & Co.  1,021,720  28,547 
  Cabot Corp.  873,048  28,435 
*  Solutia Inc.  1,706,473  27,338 
  Temple-Inland Inc.  1,436,473  26,805 
  Rock-Tenn Co. Class A  520,393  25,921 
  Silgan Holdings Inc.  752,826  23,865 
  Commercial Metals Co.  1,605,763  23,267 
*  Rockwood Holdings Inc.  734,661  23,120 
*  Coeur d'Alene Mines Corp.  1,143,988  22,788 
  Olin Corp.  1,109,078  22,359 
*,^ Hecla Mining Co.  3,400,264  21,490 


  AK Steel Holding Corp.  1,545,392  21,342 
  Sensient Technologies Corp.  696,294  21,230 
  Carpenter Technology Corp.  618,420  20,847 
  NewMarket Corp.  179,689  20,427 
*  Intrepid Potash Inc.  633,736  16,521 
*  PolyOne Corp.  1,303,417  15,758 
*  Ferro Corp.  1,211,358  15,614 
  Minerals Technologies Inc.  264,391  15,578 
  Schnitzer Steel Industries Inc.  318,808  15,392 
  Schweitzer-Mauduit International Inc.  257,802  15,032 
  Eagle Materials Inc.  585,764  13,883 
  HB Fuller Co.  687,110  13,653 
  Worthington Industries Inc.  891,659  13,402 
*  Louisiana-Pacific Corp.  1,749,605  13,244 
*  OM Group Inc.  434,142  13,076 
*  RTI International Metals Inc.  422,801  12,946 
*  Globe Specialty Metals Inc.  887,415  12,459 
  Arch Chemicals Inc.  352,752  12,378 
*  Clearwater Paper Corp.  161,133  12,259 
  Balchem Corp.  395,820  12,215 
*  Stillwater Mining Co.  687,592  11,579 
*  Calgon Carbon Corp.  789,738  11,451 
*  Century Aluminum Co.  847,086  11,156 
^  Texas Industries Inc.  332,011  10,465 
  Innophos Holdings Inc.  301,154  9,968 
  A Schulman Inc.  442,430  8,915 
  Kaiser Aluminum Corp.  202,337  8,658 
  Westlake Chemical Corp.  279,050  8,352 
*  Kraton Performance Polymers Inc.  306,858  8,331 
*  Brush Engineered Materials Inc.  290,402  8,259 
  Buckeye Technologies Inc.  551,438  8,112 
  AMCOL International Corp.  304,090  7,964 
  PH Glatfelter Co.  643,320  7,823 
  Koppers Holdings Inc.  288,541  7,753 
*  Georgia Gulf Corp.  473,919  7,744 
*,^ STR Holdings Inc.  348,403  7,505 
  Deltic Timber Corp.  158,102  7,083 
  Stepan Co.  112,446  6,647 
*  Horsehead Holding Corp.  609,021  6,011 
  Haynes International Inc.  170,407  5,951 
*  KapStone Paper and Packaging Corp.  483,300  5,867 
*  Wausau Paper Corp.  654,787  5,428 
*  Boise Inc.  834,713  5,417 
  Zep Inc.  304,840  5,316 
*  Innospec Inc.  335,036  5,103 
*  LSB Industries Inc.  239,033  4,439 
^  Hawkins Inc.  122,769  4,348 
*  Graphic Packaging Holding Co.  1,209,978  4,041 
*  Zoltek Cos. Inc.  412,213  4,007 
  Myers Industries Inc.  420,132  3,609 
*  Spartech Corp.  434,420  3,567 
*,^ Yongye International Inc.  500,644  3,535 
*  AM Castle & Co.  240,846  3,191 
*  General Moly Inc.  865,717  3,169 
  Neenah Paper Inc.  205,926  3,130 
*  Headwaters Inc.  846,199  3,046 
  Olympic Steel Inc.  129,463  2,976 
*,^ Gulf Resources Inc.  291,186  2,239 


*,^ ShengdaTech Inc.  418,020  2,207 
*  Landec Corp.  354,235  2,200 
  American Vanguard Corp.  304,722  1,883 
*,^ China Green Agriculture Inc.  207,413  1,821 
*,^ China Agritech Inc.  118,321  1,368 
*  United States Lime & Minerals Inc.  31,119  1,203 
      1,156,156 
Telecommunication Services (0.9%)     
*  tw telecom inc Class A  2,025,527  37,614 
*  Syniverse Holdings Inc.  979,627  22,208 
*  AboveNet Inc.  211,928  11,039 
*  Leap Wireless International Inc.  879,515  10,862 
*  PAETEC Holding Corp.  1,848,722  7,598 
*  Cincinnati Bell Inc.  2,822,790  7,537 
  NTELOS Holdings Corp.  438,319  7,416 
  Atlantic Tele-Network Inc.  139,673  6,877 
  Alaska Communications Systems Group Inc.  626,310  6,357 
  Consolidated Communications Holdings Inc.  335,837  6,270 
*  Global Crossing Ltd.  466,463  5,999 
*  Cogent Communications Group Inc.  630,388  5,970 
  Shenandoah Telecommunications Co.  316,806  5,756 
*  Premiere Global Services Inc.  801,501  5,675 
*  Neutral Tandem Inc.  441,800  5,280 
  USA Mobility Inc.  311,520  4,994 
*  Iridium Communications Inc.  542,898  4,636 
*  Cbeyond Inc.  344,067  4,414 
*  General Communication Inc. Class A  438,268  4,370 
*  Vonage Holdings Corp.  1,631,110  4,159 
*  ICO Global Communications Holdings Ltd.  2,238,158  3,671 
      178,702 
Utilities (3.8%)     
  ITC Holdings Corp.  704,573  43,860 
  Questar Corp.  2,461,004  43,141 
  Atmos Energy Corp.  1,309,932  38,315 
  Westar Energy Inc.  1,555,414  37,688 
  Great Plains Energy Inc.  1,905,212  36,008 
  Hawaiian Electric Industries Inc.  1,309,727  29,521 
  Piedmont Natural Gas Co. Inc.  1,007,816  29,227 
  Nicor Inc.  636,315  29,156 
  Vectren Corp.  1,084,634  28,059 
  WGL Holdings Inc.  712,401  26,914 
  Cleco Corp.  852,847  25,261 
  IDACORP Inc.  676,272  24,292 
  New Jersey Resources Corp.  580,409  22,764 
  Portland General Electric Co.  1,058,037  21,457 
  Southwest Gas Corp.  637,294  21,407 
  South Jersey Industries Inc.  419,824  20,769 
  UIL Holdings Corp.  671,507  18,910 
  Northwest Natural Gas Co.  373,517  17,723 
*  RRI Energy Inc.  4,962,600  17,617 
  Unisource Energy Corp.  507,077  16,951 
  Allete Inc.  448,616  16,343 
  Black Hills Corp.  523,261  16,326 
  Avista Corp.  771,303  16,105 
*  El Paso Electric Co.  614,916  14,623 
  NorthWestern Corp.  506,109  14,424 
  PNM Resources Inc.  1,218,149  13,875 


  MGE Energy Inc.      324,471  12,846 
  Empire District Electric Co.      537,997  10,841 
  Otter Tail Corp.      505,143  10,300 
  California Water Service Group      277,856  10,267 
  Laclede Group Inc.      297,379  10,236 
  CH Energy Group Inc.      222,016  9,804 
  American States Water Co.      260,944  9,336 
^  Ormat Technologies Inc.      287,311  8,381 
*  Dynegy Inc. Class A      1,434,905  6,988 
  SJW Corp.      195,245  4,809 
  Chesapeake Utilities Corp.      126,163  4,570 
  Middlesex Water Co.      214,034  3,604 
  Central Vermont Public Service Corp.      159,337  3,214 
  Connecticut Water Service Inc.      120,863  2,895 
  Consolidated Water Co. Ltd.      193,702  1,836 
*,^ China Natural Gas Inc.      193,738  1,147 
          751,810 
Total Common Stocks (Cost $18,365,559)        19,871,277 
          Market 
          Value 
    Coupon    Shares  ($000) 
Temporary Cash Investments (2.5%)1         
Money Market Fund (2.4%)         
2,3 Vanguard Market Liquidity Fund  0.261%    480,467,049  480,467 
 
        Face  Market 
      Maturity  Amount  Value 
    Coupon  Date  ($000)  ($000) 
U.S. Government and Agency Obligations (0.1%)         
4,5 Fannie Mae Discount Notes  0.341%  10/20/10  3,000  3,000 
4,5 Fannie Mae Discount Notes  0.321%  10/25/10  1,500  1,500 
4,5 Federal Home Loan Bank Discount Notes  0.260%  3/23/11  600  599 
4,5 Freddie Mac Discount Notes  0.250%  3/21/11  1,000  999 
          6,098 
Total Temporary Cash Investments (Cost $486,564)        486,565 
Total Investments (102.3%) (Cost $18,852,123)        20,357,842 
Other Assets and Liabilities-Net (-2.3%)3        (450,601) 
Net Assets (100%)        19,907,241 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $376,327,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.2% and 2.1%, respectively, of net assets.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
3 Includes $411,763,000 of collateral received for securities on loan.
4 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.
5 Securities with a value of $6,098,000 have been segregated as initial margin for open futures contracts.
REIT—Real Estate Investment Trust.


Small-Cap Index Fund

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

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

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

The following table summarizes the fund's investments as of September 30, 2010, based on the inputs used to value them:

  Level 1  Level 2  Level 3 
Investments  ($000)  ($000)  ($000) 
Common Stocks  19,871,277  —  — 
Temporary Cash Investments  480,467  6,098  — 
Futures Contracts—Liabilities1  (133)  —  — 
Total  20,351,611  6,098  — 
1 Represents variation margin on the last day of the reporting period.     

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

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


Small-Cap Index Fund

At September 30, 2010, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000) 
      Aggregate   
    Number of  Settlement  Unrealized 
    Long (Short  Value  Appreciation 
Futures Contracts  Expiration  Contracts)  Long (Short)  (Depreciation) 
E-mini Russell 2000 Index  December 2010  1206  81,345  2,338 

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

D. At September 30, 2010, the cost of investment securities for tax purposes was $18,852,123,000. Net unrealized appreciation of investment securities for tax purposes was $1,505,719,000, consisting of unrealized gains of $3,599,021,000 on securities that had risen in value since their purchase and $2,093,302,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Small-Cap Value Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (99.9%)1     
Consumer Discretionary (11.9%)     
  Williams-Sonoma Inc.  842,348  26,702 
  Tupperware Brands Corp.  547,882  25,071 
  Jarden Corp.  799,520  24,889 
*  Signet Jewelers Ltd.  741,576  23,538 
  RadioShack Corp.  1,087,188  23,190 
  Service Corp. International  2,209,562  19,046 
*  Dana Holding Corp.  1,213,753  14,953 
  Jones Apparel Group Inc.  755,592  14,840 
  Rent-A-Center Inc.  570,575  12,769 
  Wolverine World Wide Inc.  430,010  12,475 
  Hillenbrand Inc.  539,950  11,614 
*  Iconix Brand Group Inc.  625,991  10,955 
  Phillips-Van Heusen Corp.  175,910  10,583 
  Cracker Barrel Old Country Store Inc.  206,692  10,492 
  Men's Wearhouse Inc.  433,520  10,313 
  Dillard's Inc. Class A  434,234  10,265 
*  Jack in the Box Inc.  477,222  10,232 
*  Saks Inc.  1,186,116  10,201 
*  Jo-Ann Stores Inc.  225,532  10,047 
  Regal Entertainment Group Class A  735,890  9,655 
  Regis Corp.  498,020  9,527 
  MDC Holdings Inc.  326,996  9,493 
  Cooper Tire & Rubber Co.  477,872  9,381 
*  Collective Brands Inc.  561,776  9,067 
*  Orient-Express Hotels Ltd. Class A  787,371  8,779 
*  Dress Barn Inc.  358,917  8,524 
  Scholastic Corp.  287,705  8,004 
  Cinemark Holdings Inc.  486,757  7,837 
  KB Home  687,005  7,784 
*  Hanesbrands Inc.  290,119  7,502 
  Bob Evans Farms Inc.  264,357  7,421 
*  Timberland Co. Class A  370,356  7,337 
*  Valassis Communications Inc.  216,068  7,323 
  Ryland Group Inc.  381,988  6,845 
  Meredith Corp.  204,520  6,813 
*  Carter's Inc.  257,640  6,784 
*  HSN Inc.  226,296  6,766 
*,^ Cabela's Inc.  352,364  6,688 
  Cato Corp. Class A  241,442  6,461 
*  Helen of Troy Ltd.  252,497  6,386 
*  Group 1 Automotive Inc.  212,764  6,357 
  Finish Line Inc. Class A  452,734  6,298 
*  Genesco Inc.  208,568  6,232 
  Choice Hotels International Inc.  168,017  6,126 
  Columbia Sportswear Co.  102,583  5,995 
*  Ruby Tuesday Inc.  503,371  5,975 
  International Speedway Corp. Class A  241,181  5,885 
  American Greetings Corp. Class A  314,529  5,847 
*  New York Times Co. Class A  734,381  5,684 


* Office Depot Inc.  1,195,721  5,500 
* Career Education Corp.  248,345  5,332 
^ Barnes & Noble Inc.  324,658  5,263 
* 99 Cents Only Stores  274,820  5,189 
* AnnTaylor Stores Corp.  254,345  5,148 
* Meritage Homes Corp.  250,391  4,913 
* Belo Corp. Class A  792,203  4,912 
PEP Boys-Manny Moe & Jack  455,554  4,820 
* OfficeMax Inc.  366,881  4,802 
* Skechers U.S.A. Inc. Class A  201,832  4,741 
* Vail Resorts Inc.  125,403  4,705 
* Quiksilver Inc.  1,124,533  4,397 
Brown Shoe Co. Inc.  377,122  4,326 
Stage Stores Inc.  332,533  4,323 
* Jakks Pacific Inc.  242,216  4,273 
Brunswick Corp.  268,888  4,092 
Ethan Allen Interiors Inc.  227,314  3,969 
Stewart Enterprises Inc. Class A  736,024  3,967 
Ameristar Casinos Inc.  225,872  3,941 
* RC2 Corp.  185,998  3,897 
Callaway Golf Co.  556,639  3,896 
Harte-Hanks Inc.  331,365  3,867 
Fred's Inc. Class A  324,143  3,825 
* Pinnacle Entertainment Inc.  340,403  3,795 
* La-Z-Boy Inc.  447,513  3,777 
Churchill Downs Inc.  104,897  3,747 
* Asbury Automotive Group Inc.  254,810  3,585 
* Dorman Products Inc.  115,555  3,561 
* Boyd Gaming Corp.  483,781  3,507 
Superior Industries International Inc.  196,639  3,398 
Buckle Inc.  121,286  3,219 
* Federal-Mogul Corp.  166,855  3,155 
* Ascent Media Corp. Class A  117,840  3,148 
* Sonic Automotive Inc. Class A  316,680  3,113 
Oxford Industries Inc.  122,173  2,905 
World Wrestling Entertainment Inc. Class A  201,239  2,799 
* Beazer Homes USA Inc.  648,792  2,680 
* Core-Mark Holding Co. Inc.  83,127  2,574 
* Red Robin Gourmet Burgers Inc.  128,768  2,525 
Christopher & Banks Corp.  308,912  2,443 
Big 5 Sporting Goods Corp.  178,643  2,397 
* Standard Pacific Corp.  599,543  2,380 
* DSW Inc. Class A  82,698  2,373 
NutriSystem Inc.  122,480  2,357 
* America's Car-Mart Inc.  90,230  2,272 
* Biglari Holdings Inc.  6,851  2,252 
Marcus Corp.  182,094  2,158 
* EW Scripps Co. Class A  273,221  2,153 
Speedway Motorsports Inc.  126,855  1,989 
* Stein Mart Inc.  225,255  1,989 
* Drew Industries Inc.  85,845  1,791 
* Charming Shoppes Inc.  502,114  1,767 
* American Axle & Manufacturing Holdings Inc.  195,816  1,766 
* Unifi Inc.  388,708  1,753 
* Liz Claiborne Inc.  287,638  1,749 
* Modine Manufacturing Co.  133,536  1,732 
* Winnebago Industries Inc.  164,194  1,711 
* Movado Group Inc.  155,502  1,692 


*  Lions Gate Entertainment Corp.  228,270  1,678 
*  Journal Communications Inc. Class A  370,354  1,670 
*  M/I Homes Inc.  160,206  1,661 
*  Domino's Pizza Inc.  125,362  1,657 
*  Landry's Restaurants Inc.  63,676  1,559 
  Weyco Group Inc.  63,651  1,542 
  Haverty Furniture Cos. Inc.  139,084  1,517 
*  Pacific Sunwear of California Inc.  289,394  1,514 
*  Kenneth Cole Productions Inc. Class A  83,478  1,392 
  Spartan Motors Inc.  270,652  1,256 
  CSS Industries Inc.  67,461  1,166 
*  Furniture Brands International Inc.  215,201  1,158 
*  LIN TV Corp. Class A  253,059  1,124 
*  Select Comfort Corp.  164,202  1,113 
  Ambassadors Group Inc.  78,567  891 
*  Build-A-Bear Workshop Inc.  142,969  865 
*  Leapfrog Enterprises Inc.  153,846  843 
*  Brookfield Homes Corp.  99,339  814 
*  Hovnanian Enterprises Inc. Class A  164,376  646 
*  Smith & Wesson Holding Corp.  178,117  634 
*  Borders Group Inc.  527,194  627 
*,^ Conn's Inc.  78,867  367 
*  Sealy Corp.  145,234  354 
*  Fuqi International Inc.  50,980  331 
*  Monarch Casino & Resort Inc.  29,077  326 
*  Outdoor Channel Holdings Inc.  56,287  311 
*  New York & Co. Inc.  82,224  211 
*  Marine Products Corp.  32,836  202 
*  American Apparel Inc.  109,231  134 
      732,824 
Consumer Staples (3.7%)     
  Corn Products International Inc.  652,436  24,466 
  Del Monte Foods Co.  1,721,761  22,572 
  Nu Skin Enterprises Inc. Class A  491,776  14,163 
*  Central European Distribution Corp.  582,036  12,991 
  Ruddick Corp.  359,619  12,472 
*  TreeHouse Foods Inc.  196,003  9,036 
*  Hain Celestial Group Inc.  355,084  8,515 
  Universal Corp.  209,580  8,402 
*  Fresh Del Monte Produce Inc.  376,916  8,179 
  Lancaster Colony Corp.  171,504  8,146 
*  BJ's Wholesale Club Inc.  163,383  6,780 
^  Vector Group Ltd.  357,030  6,676 
  Andersons Inc.  151,591  5,745 
  Sanderson Farms Inc.  121,379  5,255 
  WD-40 Co.  136,307  5,182 
*  Chiquita Brands International Inc.  389,712  5,160 
  Lance Inc.  223,410  4,759 
*  Pantry Inc.  196,995  4,750 
  Nash Finch Co.  109,208  4,646 
  Pricesmart Inc.  155,016  4,516 
  B&G Foods Inc. Class A  409,883  4,476 
*  Elizabeth Arden Inc.  211,894  4,236 
  Weis Markets Inc.  104,751  4,099 
*  Prestige Brands Holdings Inc.  412,471  4,079 
*  Central Garden and Pet Co. Class A  377,195  3,908 
*  Winn-Dixie Stores Inc.  477,764  3,406 


*,^ Dole Food Co. Inc.  343,151  3,140 
  Spartan Stores Inc.  195,648  2,837 
  Inter Parfums Inc.  130,895  2,302 
  Ingles Markets Inc. Class A  111,166  1,846 
  Cal-Maine Foods Inc.  60,003  1,739 
  Tootsie Roll Industries Inc.  61,661  1,534 
*  Central Garden and Pet Co.  140,724  1,454 
  Village Super Market Inc. Class A  48,697  1,361 
  Calavo Growers Inc.  61,339  1,330 
*,^ American Oriental Bioengineering Inc.  545,756  1,315 
  Farmer Bros Co.  62,445  999 
  Alico Inc.  32,287  750 
  National Beverage Corp.  50,487  707 
  Coca-Cola Bottling Co. Consolidated  13,122  695 
*  Susser Holdings Corp.  37,511  525 
*,^ China-Biotics Inc.  33,756  371 
*,^ AgFeed Industries Inc.  98,372  254 
      229,774 
Energy (4.5%)     
  Southern Union Co.  971,426  23,373 
*  SandRidge Energy Inc.  3,090,282  17,553 
*  SEACOR Holdings Inc.  185,802  15,823 
  Berry Petroleum Co. Class A  421,228  13,366 
*  Oil States International Inc.  282,495  13,150 
*  Bill Barrett Corp.  338,583  12,189 
*  Bristow Group Inc.  296,067  10,682 
*  Swift Energy Co.  327,821  9,205 
*  Energy XXI Bermuda Ltd.  373,184  8,624 
  Overseas Shipholding Group Inc.  250,528  8,598 
*  Unit Corp.  229,226  8,548 
*  Atwood Oceanics Inc.  251,426  7,656 
  Lufkin Industries Inc.  167,709  7,362 
  World Fuel Services Corp.  278,138  7,234 
*  Enbridge Energy Management LLC  127,802  7,051 
*  Newpark Resources Inc.  771,628  6,482 
  Penn Virginia Corp.  394,073  6,321 
*  Gulfmark Offshore Inc.  204,356  6,278 
*  Stone Energy Corp.  378,579  5,576 
*  USEC Inc.  989,695  5,137 
*  Cloud Peak Energy Inc.  272,648  4,976 
*  Global Industries Ltd.  897,018  4,907 
*  Parker Drilling Co.  1,003,870  4,367 
  Frontier Oil Corp.  321,163  4,304 
*  James River Coal Co.  241,351  4,231 
*  Hornbeck Offshore Services Inc.  206,187  4,019 
*  International Coal Group Inc.  747,393  3,976 
  General Maritime Corp.  771,894  3,790 
*  Energy Partners Ltd.  295,267  3,546 
*  Helix Energy Solutions Group Inc.  300,867  3,352 
  W&T Offshore Inc.  290,424  3,078 
*  Petroquest Energy Inc.  491,164  2,991 
*  Cal Dive International Inc.  532,059  2,910 
*  Crosstex Energy Inc.  362,081  2,860 
*  Harvest Natural Resources Inc.  273,841  2,853 
*  Vaalco Energy Inc.  487,839  2,800 
*  CVR Energy Inc.  335,337  2,767 
*  Petroleum Development Corp.  83,829  2,314 


  Gulf Island Fabrication Inc.  118,357  2,154 
*  ION Geophysical Corp.  346,780  1,782 
*  PHI Inc.  107,823  1,745 
*  T-3 Energy Services Inc.  56,491  1,477 
*  Oilsands Quest Inc.  2,528,525  1,310 
*,^ Delta Petroleum Corp.  1,581,595  1,244 
*  Willbros Group Inc.  119,513  1,096 
*  Pioneer Drilling Co.  163,649  1,044 
*  Basic Energy Services Inc.  98,416  838 
*  Approach Resources Inc.  71,064  794 
  Delek US Holdings Inc.  76,485  548 
      278,281 
Financials (35.6%)     
  Alexandria Real Estate Equities Inc.  469,428  32,860 
  Essex Property Trust Inc.  261,043  28,569 
  Chimera Investment Corp.  7,151,067  28,247 
*  E*Trade Financial Corp.  1,907,852  27,740 
  Camden Property Trust  571,019  27,392 
  Ares Capital Corp.  1,662,151  26,013 
  Senior Housing Properties Trust  1,104,729  25,961 
  Arthur J Gallagher & Co.  899,836  23,729 
  BRE Properties Inc.  553,159  22,956 
  Mack-Cali Realty Corp.  687,536  22,489 
  First Niagara Financial Group Inc.  1,812,427  21,115 
  Allied World Assurance Co. Holdings Ltd.  371,965  21,050 
  Developers Diversified Realty Corp.  1,842,866  20,677 
  Waddell & Reed Financial Inc. Class A  749,339  20,502 
  Aspen Insurance Holdings Ltd.  670,474  20,302 
  Highwoods Properties Inc.  620,824  20,158 
  BioMed Realty Trust Inc.  1,114,919  19,979 
  East West Bancorp Inc.  1,218,751  19,841 
  Corporate Office Properties Trust  510,969  19,064 
  Bank of Hawaii Corp.  416,650  18,716 
  MFA Financial Inc.  2,429,279  18,535 
  Hanover Insurance Group Inc.  388,881  18,277 
  National Retail Properties Inc.  722,390  18,139 
  Omega Healthcare Investors Inc.  806,331  18,102 
  Entertainment Properties Trust  403,142  17,408 
  Apollo Investment Corp.  1,680,832  17,195 
  American Campus Communities Inc.  563,134  17,142 
  FirstMerit Corp.  934,389  17,118 
*  American Capital Ltd.  2,944,895  17,110 
  Valley National Bancorp  1,325,967  17,105 
  Platinum Underwriters Holdings Ltd.  390,689  17,003 
  Endurance Specialty Holdings Ltd.  421,163  16,762 
  Washington Real Estate Investment Trust  526,784  16,715 
  Douglas Emmett Inc.  953,866  16,702 
  Home Properties Inc.  315,071  16,667 
*  Alleghany Corp.  54,758  16,593 
  Tanger Factory Outlet Centers  351,002  16,546 
  Protective Life Corp.  742,318  16,153 
  CommonWealth REIT  625,137  16,004 
  StanCorp Financial Group Inc.  410,687  15,606 
  Alterra Capital Holdings Ltd.  782,542  15,588 
  Fulton Financial Corp.  1,719,478  15,578 
*  ProAssurance Corp.  267,770  15,421 
  Mid-America Apartment Communities Inc.  261,116  15,218 


Synovus Financial Corp.  6,135,450  15,093 
Kilroy Realty Corp.  453,417  15,026 
Erie Indemnity Co. Class A  266,010  14,913 
Washington Federal Inc.  975,260  14,882 
CBL & Associates Properties Inc.  1,137,288  14,853 
* MGIC Investment Corp.  1,564,258  14,438 
Apartment Investment & Management Co.  658,563  14,080 
Brandywine Realty Trust  1,139,282  13,956 
Westamerica Bancorporation  254,304  13,857 
Healthcare Realty Trust Inc.  540,225  12,636 
Prosperity Bancshares Inc.  384,067  12,471 
DiamondRock Hospitality Co.  1,311,975  12,451 
First American Financial Corp.  806,063  12,043 
CapitalSource Inc.  2,237,819  11,950 
Potlatch Corp.  346,486  11,781 
Post Properties Inc.  421,533  11,769 
^ American Capital Agency Corp.  437,633  11,628 
Iberiabank Corp.  232,045  11,598 
* CNO Financial Group Inc.  2,065,854  11,445 
Trustmark Corp.  526,178  11,439 
Webster Financial Corp.  641,695  11,268 
Umpqua Holdings Corp.  992,903  11,260 
Hatteras Financial Corp.  391,187  11,137 
Northwest Bancshares Inc.  959,955  10,742 
Montpelier Re Holdings Ltd.  616,427  10,677 
Unitrin Inc.  433,375  10,570 
Delphi Financial Group Inc.  419,508  10,484 
* Popular Inc.  3,604,496  10,453 
NewAlliance Bancshares Inc.  827,013  10,437 
Astoria Financial Corp.  764,023  10,414 
* PHH Corp.  480,600  10,121 
UMB Financial Corp.  280,782  9,971 
Medical Properties Trust Inc.  964,378  9,779 
* Knight Capital Group Inc. Class A  778,514  9,646 
National Health Investors Inc.  215,910  9,513 
Susquehanna Bancshares Inc.  1,124,126  9,488 
Argo Group International Holdings Ltd.  269,293  9,355 
Colonial Properties Trust  577,345  9,347 
* MBIA Inc.  924,446  9,291 
Redwood Trust Inc.  641,745  9,280 
BancorpSouth Inc.  651,429  9,237 
LaSalle Hotel Properties  393,447  9,203 
Glacier Bancorp Inc.  623,589  9,104 
Sovran Self Storage Inc.  239,175  9,065 
Radian Group Inc.  1,153,156  9,018 
^ United Bankshares Inc.  358,544  8,924 
Wintrust Financial Corp.  269,491  8,734 
EastGroup Properties Inc.  233,642  8,734 
DCT Industrial Trust Inc.  1,810,516  8,672 
Tower Group Inc.  370,304  8,647 
FNB Corp.  992,064  8,492 
First Citizens BancShares Inc. Class A  45,621  8,452 
First Financial Bancorp  501,506  8,365 
RLI Corp.  146,398  8,289 
Starwood Property Trust Inc.  412,632  8,199 
International Bancshares Corp.  472,407  7,979 
Old National Bancorp  755,768  7,936 
Franklin Street Properties Corp.  621,805  7,723 


Hancock Holding Co.  255,837  7,693 
Cathay General Bancorp  646,796  7,690 
Selective Insurance Group Inc.  461,754  7,522 
Extra Space Storage Inc.  466,944  7,490 
First Midwest Bancorp Inc.  642,149  7,404 
Anworth Mortgage Asset Corp.  1,030,080  7,344 
Wilmington Trust Corp.  790,826  7,102 
^ Lexington Realty Trust  985,798  7,058 
Whitney Holding Corp.  836,412  6,833 
National Penn Bancshares Inc.  1,092,718  6,830 
Government Properties Income Trust  255,369  6,818 
First Financial Bankshares Inc.  144,683  6,799 
MB Financial Inc.  416,839  6,761 
Community Bank System Inc.  287,309  6,611 
Capstead Mortgage Corp.  608,163  6,611 
Acadia Realty Trust  347,876  6,610 
* Ocwen Financial Corp.  651,406  6,605 
NBT Bancorp Inc.  298,857  6,596 
Columbia Banking System Inc.  328,200  6,449 
PS Business Parks Inc.  110,440  6,248 
^ Park National Corp.  96,937  6,208 
American National Insurance Co.  81,398  6,184 
Nelnet Inc. Class A  267,760  6,126 
Equity One Inc.  360,986  6,093 
U-Store-It Trust  729,520  6,092 
BlackRock Kelso Capital Corp.  529,266  6,087 
Horace Mann Educators Corp.  340,152  6,048 
Hersha Hospitality Trust  1,139,914  5,905 
Employers Holdings Inc.  370,864  5,849 
Cash America International Inc.  166,598  5,831 
Provident Financial Services Inc.  467,715  5,781 
Prospect Capital Corp.  583,704  5,668 
Infinity Property & Casualty Corp.  114,725  5,595 
Inland Real Estate Corp.  667,043  5,543 
CVB Financial Corp.  737,410  5,538 
Investors Real Estate Trust  650,862  5,454 
* Navigators Group Inc.  120,704  5,387 
* Investment Technology Group Inc.  377,917  5,374 
Pennsylvania Real Estate Investment Trust  444,633  5,273 
* Piper Jaffray Cos.  180,166  5,248 
* Strategic Hotels & Resorts Inc.  1,225,856  5,198 
Fifth Street Finance Corp.  462,026  5,147 
LTC Properties Inc.  201,399  5,140 
Brookline Bancorp Inc.  511,987  5,110 
Getty Realty Corp.  189,904  5,095 
Compass Diversified Holdings  308,731  4,989 
PacWest Bancorp  260,390  4,963 
American Equity Investment Life Holding Co.  481,813  4,934 
Cypress Sharpridge Investments Inc.  369,545  4,933 
Chemical Financial Corp.  237,379  4,900 
* PMI Group Inc.  1,321,806  4,851 
First Commonwealth Financial Corp.  885,905  4,828 
First Potomac Realty Trust  321,477  4,822 
* Enstar Group Ltd.  66,071  4,797 
* Forest City Enterprises Inc. Class A  370,487  4,753 
Safety Insurance Group Inc.  111,977  4,705 
* National Financial Partners Corp.  370,197  4,690 
Sterling Bancshares Inc.  839,444  4,508 


Flagstone Reinsurance Holdings SA  416,334  4,417 
Glimcher Realty Trust  717,790  4,414 
Bank of the Ozarks Inc.  117,576  4,361 
City Holding Co.  136,907  4,199 
Artio Global Investors Inc. Class A  273,798  4,189 
United Fire & Casualty Co.  193,887  4,112 
* World Acceptance Corp.  92,220  4,072 
MarketAxess Holdings Inc.  239,199  4,062 
Meadowbrook Insurance Group Inc.  446,672  4,007 
Home Bancshares Inc.  196,365  3,990 
* Western Alliance Bancorp  591,167  3,961 
Independent Bank Corp.  174,551  3,931 
Walter Investment Management Corp.  222,900  3,899 
PrivateBancorp Inc. Class A  341,424  3,889 
Oriental Financial Group Inc.  286,726  3,813 
Boston Private Financial Holdings Inc.  577,449  3,777 
* FelCor Lodging Trust Inc.  807,024  3,712 
Trustco Bank Corp. NY  666,574  3,706 
American Physicians Capital Inc.  86,758  3,597 
* Pebblebrook Hotel Trust  199,444  3,592 
Simmons First National Corp. Class A  126,761  3,584 
Education Realty Trust Inc.  494,549  3,536 
Harleysville Group Inc.  107,760  3,533 
Dime Community Bancshares Inc.  254,822  3,529 
* Ashford Hospitality Trust Inc.  386,987  3,502 
Maiden Holdings Ltd.  457,959  3,485 
SCBT Financial Corp.  110,368  3,442 
Universal Health Realty Income Trust  99,745  3,432 
WesBanco Inc.  207,735  3,394 
Amtrust Financial Services Inc.  230,744  3,350 
FBL Financial Group Inc. Class A  128,570  3,340 
Ramco-Gershenson Properties Trust  304,382  3,260 
Sandy Spring Bancorp Inc.  208,116  3,226 
Saul Centers Inc.  76,830  3,223 
Hercules Technology Growth Capital Inc.  314,577  3,180 
^ TowneBank  208,272  3,116 
* Citizens Republic Bancorp Inc.  3,411,408  3,074 
Cedar Shopping Centers Inc.  504,224  3,066 
* AMERISAFE Inc.  162,839  3,058 
Community Trust Bancorp Inc.  112,489  3,047 
Tompkins Financial Corp.  75,070  2,977 
* FPIC Insurance Group Inc.  84,692  2,972 
Flushing Financial Corp.  256,774  2,968 
National Western Life Insurance Co. Class A  20,832  2,931 
OneBeacon Insurance Group Ltd. Class A  202,508  2,894 
GFI Group Inc.  620,667  2,880 
Cousins Properties Inc.  399,033  2,849 
SY Bancorp Inc.  112,902  2,802 
* CNA Surety Corp.  154,078  2,761 
* Sunstone Hotel Investors Inc.  299,822  2,719 
Bancfirst Corp.  66,641  2,696 
First Financial Corp.  91,001  2,685 
BGC Partners Inc. Class A  445,982  2,663 
Renasant Corp.  173,207  2,634 
KBW Inc.  101,904  2,609 
MVC Capital Inc.  200,261  2,597 
Pennymac Mortgage Investment Trust  145,023  2,594 
* Forestar Group Inc.  149,971  2,557 


  Provident New York Bancorp  301,755  2,532 
  Winthrop Realty Trust  204,316  2,525 
  StellarOne Corp.  197,841  2,517 
  Urstadt Biddle Properties Inc. Class A  139,153  2,516 
  CapLease Inc.  448,377  2,506 
*,^ iStar Financial Inc.  810,393  2,480 
  Lakeland Financial Corp.  132,514  2,473 
  Kite Realty Group Trust  545,385  2,422 
  Oppenheimer Holdings Inc. Class A  86,405  2,415 
  Univest Corp. of Pennsylvania  136,440  2,382 
  Capital Southwest Corp.  26,107  2,371 
  First Busey Corp.  519,513  2,364 
  Arrow Financial Corp.  93,146  2,336 
  Colony Financial Inc.  126,237  2,333 
  Southside Bancshares Inc.  123,141  2,326 
  Berkshire Hills Bancorp Inc.  121,640  2,306 
*  Hilltop Holdings Inc.  239,028  2,290 
  Washington Trust Bancorp Inc.  118,202  2,260 
  Camden National Corp.  63,168  2,189 
  1st Source Corp.  125,621  2,181 
  WSFS Financial Corp.  57,720  2,165 
  Suffolk Bancorp  83,892  2,124 
  State Auto Financial Corp.  138,872  2,112 
*  Phoenix Cos. Inc.  1,000,209  2,100 
  Southwest Bancorp Inc.  159,707  2,071 
  Union First Market Bankshares Corp.  157,066  2,051 
*  Global Indemnity PLC  127,165  2,041 
  S&T Bancorp Inc.  113,337  1,974 
  Bank Mutual Corp.  373,426  1,938 
  Republic Bancorp Inc. Class A  88,596  1,872 
  Northfield Bancorp Inc.  170,620  1,846 
  Sterling Bancorp  209,915  1,824 
  SWS Group Inc.  252,329  1,809 
  Westfield Financial Inc.  230,923  1,801 
  First Community Bancshares Inc.  139,327  1,797 
  Trico Bancshares  116,758  1,795 
  Territorial Bancorp Inc.  106,496  1,792 
  Parkway Properties Inc.  120,831  1,788 
  First Bancorp  130,143  1,773 
  United Financial Bancorp Inc.  130,640  1,765 
  Presidential Life Corp.  178,906  1,753 
  Baldwin & Lyons Inc.  68,845  1,752 
  Retail Opportunity Investments Corp.  181,912  1,741 
*  United Community Banks Inc.  772,886  1,731 
  NGP Capital Resources Co.  187,884  1,702 
  Stewart Information Services Corp.  149,941  1,697 
*  Citizens Inc.  245,486  1,691 
  First Merchants Corp.  221,468  1,690 
  Abington Bancorp Inc.  152,678  1,609 
  First Financial Holdings Inc.  143,593  1,600 
  Sun Communities Inc.  51,971  1,596 
  CoBiz Financial Inc.  286,549  1,593 
  Home Federal Bancorp Inc.  130,638  1,590 
  Lakeland Bancorp Inc.  186,849  1,575 
*  First Industrial Realty Trust Inc.  310,494  1,574 
*  Cardtronics Inc.  101,912  1,573 
  Evercore Partners Inc. Class A  54,600  1,562 
  GAMCO Investors Inc.  39,949  1,539 


SeaBright Holdings Inc.  190,511  1,536 
* FBR Capital Markets Corp.  485,695  1,525 
Heartland Financial USA Inc.  98,991  1,523 
Advance America Cash Advance Centers Inc.  376,684  1,518 
Great Southern Bancorp Inc.  69,613  1,515 
BankFinancial Corp.  158,126  1,450 
* Nara Bancorp Inc.  203,744  1,438 
* Avatar Holdings Inc.  74,200  1,416 
* TradeStation Group Inc.  208,119  1,369 
First Mercury Financial Corp.  130,632  1,317 
National Interstate Corp.  58,905  1,282 
* Pinnacle Financial Partners Inc.  137,933  1,268 
MainSource Financial Group Inc.  164,646  1,258 
Kansas City Life Insurance Co.  39,548  1,234 
ESSA Bancorp Inc.  97,679  1,157 
Ames National Corp.  57,237  1,141 
Donegal Group Inc. Class A  86,522  1,131 
Wilshire Bancorp Inc.  167,789  1,097 
Capital City Bank Group Inc.  87,911  1,067 
Student Loan Corp.  34,379  1,021 
* RAIT Financial Trust  607,464  1,002 
EMC Insurance Group Inc.  45,015  960 
* Meridian Interstate Bancorp Inc.  88,013  928 
CreXus Investment Corp.  76,439  920 
Citizens & Northern Corp.  68,096  885 
Rockville Financial Inc.  75,631  869 
NorthStar Realty Finance Corp.  230,572  862 
* LaBranche & Co. Inc.  214,948  838 
^ Life Partners Holdings Inc.  41,809  796 
* Penson Worldwide Inc.  156,466  778 
* Flagstar Bancorp Inc.  400,957  730 
* First Marblehead Corp.  283,042  662 
Urstadt Biddle Properties Inc.  41,528  654 
First Financial Northwest Inc.  148,406  579 
* South Financial Group Inc.  1,891,068  537 
* Gleacher & Co. Inc.  328,189  528 
Consolidated-Tomoka Land Co.  16,645  475 
NASB Financial Inc.  27,542  456 
Roma Financial Corp.  33,926  357 
* Asset Acceptance Capital Corp.  45,949  247 
Universal Insurance Holdings Inc.  52,722  237 
* Doral Financial Corp.  121,032  201 
* First BanCorp  682,986  191 
* AmeriCredit Corp.  6,742  165 
CompuCredit Holdings Corp.  30,701  148 
* Crawford & Co. Class A  66,104  135 
    2,186,081 
Health Care (5.6%)     
PerkinElmer Inc.  1,021,541  23,638 
* Mednax Inc.  408,439  21,770 
Teleflex Inc.  346,079  19,650 
Hill-Rom Holdings Inc.  547,341  19,644 
Cooper Cos. Inc.  393,913  18,207 
STERIS Corp.  513,931  17,073 
* LifePoint Hospitals Inc.  479,401  16,808 
* Health Management Associates Inc. Class A  2,170,664  16,627 
Owens & Minor Inc.  547,142  15,572 


*  Magellan Health Services Inc.  289,123  13,658 
*  Healthspring Inc.  427,120  11,037 
*  AMERIGROUP Corp.  224,249  9,524 
*  Emergency Medical Services Corp. Class A  169,901  9,047 
*  Centene Corp.  290,321  6,849 
  Invacare Corp.  257,761  6,833 
*  CONMED Corp.  252,467  5,658 
*  Sun Healthcare Group Inc.  613,706  5,198 
  Analogic Corp.  111,855  5,020 
  Meridian Bioscience Inc.  228,516  5,000 
*  Amsurg Corp. Class A  268,435  4,692 
*  Savient Pharmaceuticals Inc.  204,925  4,687 
*  Kindred Healthcare Inc.  341,558  4,447 
  Universal American Corp.  294,389  4,342 
*  RehabCare Group Inc.  214,702  4,341 
*  Brookdale Senior Living Inc.  254,013  4,143 
*  Select Medical Holdings Corp.  486,476  3,746 
*  WellCare Health Plans Inc.  128,701  3,727 
  Computer Programs & Systems Inc.  85,403  3,636 
*  Molina Healthcare Inc.  128,928  3,480 
  Landauer Inc.  53,089  3,325 
*  Angiodynamics Inc.  214,447  3,268 
*  Greatbatch Inc.  131,131  3,041 
*  Res-Care Inc.  228,795  3,036 
*  Triple-S Management Corp. Class B  176,946  2,981 
  PDL BioPharma Inc.  517,161  2,720 
*  Assisted Living Concepts Inc. Class A  82,511  2,512 
  National Healthcare Corp.  65,776  2,438 
*  InterMune Inc.  151,375  2,062 
*  Gentiva Health Services Inc.  84,509  1,846 
*  Affymetrix Inc.  399,286  1,821 
  Ensign Group Inc.  98,898  1,775 
*  Momenta Pharmaceuticals Inc.  115,985  1,746 
*  Cross Country Healthcare Inc.  242,262  1,742 
*,^ Geron Corp.  298,842  1,653 
*  Medcath Corp.  142,369  1,434 
*  Rigel Pharmaceuticals Inc.  157,319  1,323 
*  Immunogen Inc.  201,529  1,264 
*  RTI Biologics Inc.  472,788  1,243 
*  Emeritus Corp.  71,637  1,222 
*,^ Protalix BioTherapeutics Inc.  134,689  1,170 
*  AMAG Pharmaceuticals Inc.  63,939  1,100 
*  Lexicon Pharmaceuticals Inc.  665,604  1,065 
*  Clinical Data Inc.  57,271  966 
*,^ Metabolix Inc.  76,095  957 
*  AMN Healthcare Services Inc.  184,758  950 
*  OraSure Technologies Inc.  191,390  775 
*,^ Cadence Pharmaceuticals Inc.  84,734  707 
*  Skilled Healthcare Group Inc.  178,511  702 
*  Opko Health Inc.  310,126  695 
*  Akorn Inc.  166,785  674 
*  Arqule Inc.  130,253  671 
*,^ Orexigen Therapeutics Inc.  108,501  643 
*  XenoPort Inc.  84,249  599 
*  Ligand Pharmaceuticals Inc. Class B  324,460  513 
*  Albany Molecular Research Inc.  66,191  422 
*  Kendle International Inc.  43,329  404 


* Idenix Pharmaceuticals Inc.  111,999  347 
    343,866 
Industrials (14.7%)     
Timken Co.  713,639  27,375 
* BE Aerospace Inc.  841,988  25,521 
Snap-On Inc.  501,291  23,315 
Hubbell Inc. Class B  458,274  23,257 
Kennametal Inc.  708,783  21,923 
Lincoln Electric Holdings Inc.  369,341  21,355 
Nordson Corp.  266,366  19,629 
Regal-Beloit Corp.  333,882  19,596 
Lennox International Inc.  411,209  17,143 
Crane Co.  435,482  16,522 
Carlisle Cos. Inc.  527,698  15,805 
* Alaska Air Group Inc.  309,608  15,799 
Trinity Industries Inc.  687,350  15,307 
Con-way Inc.  466,718  14,464 
* WESCO International Inc.  368,020  14,459 
* JetBlue Airways Corp.  2,156,116  14,424 
AO Smith Corp.  219,748  12,721 
Alexander & Baldwin Inc.  356,488  12,420 
Brady Corp. Class A  423,734  12,360 
* General Cable Corp.  451,722  12,251 
Watsco Inc.  219,068  12,198 
* Moog Inc. Class A  339,784  12,066 
Curtiss-Wright Corp.  397,725  12,051 
GATX Corp.  401,527  11,773 
HNI Corp.  392,112  11,277 
* Atlas Air Worldwide Holdings Inc.  223,988  11,267 
* GrafTech International Ltd.  701,605  10,966 
Triumph Group Inc.  144,683  10,792 
Belden Inc.  405,484  10,697 
Baldor Electric Co.  250,764  10,131 
Applied Industrial Technologies Inc.  330,442  10,112 
* EnerSys  404,082  10,090 
Kaydon Corp.  290,020  10,035 
* Esterline Technologies Corp.  168,139  9,623 
Brink's Co.  415,390  9,554 
Watts Water Technologies Inc. Class A  256,671  8,740 
Deluxe Corp.  445,220  8,517 
Werner Enterprises Inc.  407,720  8,354 
ABM Industries Inc.  382,672  8,262 
Briggs & Stratton Corp.  434,120  8,253 
* AirTran Holdings Inc.  1,114,332  8,190 
Mine Safety Appliances Co.  297,481  8,062 
* Armstrong World Industries Inc.  174,613  7,248 
* EMCOR Group Inc.  287,587  7,072 
Manitowoc Co. Inc.  569,266  6,894 
Granite Construction Inc.  302,840  6,887 
Skywest Inc.  485,053  6,771 
* Teledyne Technologies Inc.  157,232  6,261 
* Griffon Corp.  491,287  5,989 
* Macquarie Infrastructure Co. LLC  374,521  5,805 
Simpson Manufacturing Co. Inc.  222,769  5,743 
Franklin Electric Co. Inc.  171,480  5,686 
Seaboard Corp.  3,207  5,680 
Quanex Building Products Corp.  328,254  5,669 


*  EnPro Industries Inc.  178,385  5,580 
  Unifirst Corp.  125,983  5,562 
  Ameron International Corp.  75,983  5,164 
*  Interline Brands Inc.  285,992  5,159 
*  Chart Industries Inc.  249,016  5,070 
*  Ceradyne Inc.  208,972  4,879 
  McGrath Rentcorp  197,293  4,725 
*  Amerco Inc.  59,449  4,725 
*  Tutor Perini Corp.  233,991  4,701 
  CIRCOR International Inc.  147,619  4,665 
  Albany International Corp.  240,938  4,559 
  Universal Forest Products Inc.  151,127  4,420 
*  Layne Christensen Co.  169,630  4,392 
  Mueller Industries Inc.  163,499  4,331 
*  MasTec Inc.  396,235  4,089 
  Aircastle Ltd.  481,362  4,082 
  Mueller Water Products Inc. Class A  1,341,150  4,050 
*  Ladish Co. Inc.  129,388  4,028 
  Ennis Inc.  223,863  4,005 
*  USG Corp.  302,333  3,988 
  Titan International Inc.  289,753  3,932 
*  Dollar Thrifty Automotive Group Inc.  78,243  3,923 
*  Consolidated Graphics Inc.  92,563  3,837 
  Kaman Corp.  146,326  3,835 
  G&K Services Inc. Class A  160,534  3,670 
*  Avis Budget Group Inc.  311,908  3,634 
  Comfort Systems USA Inc.  329,759  3,538 
*  Dycom Industries Inc.  335,207  3,349 
*  Korn/Ferry International  199,711  3,303 
  Encore Wire Corp.  160,876  3,300 
  Arkansas Best Corp.  135,857  3,292 
  EnergySolutions Inc.  650,588  3,272 
  TAL International Group Inc.  133,417  3,231 
*  Polypore International Inc.  106,373  3,208 
*  Rush Enterprises Inc. Class A  208,915  3,205 
*  Colfax Corp.  205,423  3,055 
*,^ Genco Shipping & Trading Ltd.  179,941  2,868 
*  MYR Group Inc.  172,850  2,833 
*  Dolan Co.  249,075  2,832 
  Federal Signal Corp.  522,085  2,814 
*,^ Eagle Bulk Shipping Inc.  536,313  2,800 
*  ATC Technology Corp.  113,158  2,800 
  Applied Signal Technology Inc.  109,797  2,732 
*  Kelly Services Inc. Class A  231,362  2,714 
  Tredegar Corp.  138,834  2,635 
  Bowne & Co. Inc.  226,762  2,569 
  Cascade Corp.  80,379  2,556 
  FreightCar America Inc.  102,954  2,533 
  Barnes Group Inc.  141,343  2,486 
*  American Reprographics Co.  315,517  2,477 
  Schawk Inc. Class A  131,042  2,419 
  US Ecology Inc.  151,105  2,418 
*  Republic Airways Holdings Inc.  283,090  2,344 
*  Blount International Inc.  175,569  2,235 
*  RBC Bearings Inc.  65,549  2,227 
  Apogee Enterprises Inc.  242,817  2,222 
*  AAR Corp.  118,541  2,212 
*  School Specialty Inc.  164,070  2,135 


  Ampco-Pittsburgh Corp.  75,420  1,872 
  Ducommun Inc.  85,743  1,867 
*  ACCO Brands Corp.  308,621  1,775 
*  CRA International Inc.  95,733  1,728 
  Viad Corp.  89,215  1,725 
*  Columbus McKinnon Corp.  102,368  1,698 
*  Sterling Construction Co. Inc.  132,653  1,642 
  CDI Corp.  115,591  1,493 
  Aceto Corp.  218,895  1,486 
*  Gibraltar Industries Inc.  153,283  1,376 
*  Tecumseh Products Co. Class A  118,172  1,355 
  NACCO Industries Inc. Class A  15,326  1,339 
*  Greenbrier Cos. Inc.  83,852  1,307 
*  American Railcar Industries Inc.  82,526  1,294 
  Kimball International Inc. Class B  219,654  1,281 
  Courier Corp.  88,712  1,261 
*  M&F Worldwide Corp.  50,462  1,229 
*  Continental Airlines Inc. Class B  48,195  1,197 
*,^ Lihua International Inc.  138,159  1,196 
*  Pike Electric Corp.  160,865  1,171 
*  American Commercial Lines Inc.  41,667  1,162 
*  Rush Enterprises Inc. Class B  81,165  1,116 
*,^ SmartHeat Inc.  169,557  1,058 
  Horizon Lines Inc. Class A  248,379  1,043 
  Great Lakes Dredge & Dock Corp.  167,018  970 
*  Hawaiian Holdings Inc.  155,650  932 
  American Woodmark Corp.  52,281  927 
*  Volt Information Sciences Inc.  126,717  912 
*  Northwest Pipe Co.  51,397  899 
*  CBIZ Inc.  140,544  833 
*  Sauer-Danfoss Inc.  37,059  789 
*  Patriot Transportation Holding Inc.  10,467  734 
  Preformed Line Products Co.  20,669  721 
*  Fushi Copperweld Inc.  77,875  677 
*  Titan Machinery Inc.  40,872  666 
*  TBS International PLC Class A  105,154  584 
*  Universal Truckload Services Inc.  36,408  570 
*,^ RINO International Corp.  26,391  368 
*  Hill International Inc.  77,495  347 
  Standard Register Co.  95,425  279 
*  Tecumseh Products Co. Class B  23,947  268 
*  Duoyuan Printing Inc.  33,570  95 
      901,222 
Information Technology (8.5%)     
*  Skyworks Solutions Inc.  1,532,945  31,701 
*  Novell Inc.  3,020,468  18,032 
*  Tech Data Corp.  446,824  18,007 
  Diebold Inc.  571,859  17,779 
  CoreLogic Inc.  806,059  15,444 
*  RF Micro Devices Inc.  2,211,034  13,576 
  Intersil Corp. Class A  1,072,554  12,538 
*  CACI International Inc. Class A  262,247  11,869 
*  Convergys Corp.  1,072,326  11,206 
*  Compuware Corp.  1,268,278  10,818 
*  ADC Telecommunications Inc.  840,973  10,655 
*  Omnivision Technologies Inc.  451,603  10,405 
*  Rambus Inc.  496,558  10,348 


*  Fairchild Semiconductor International Inc. Class A  1,089,181  10,238 
*  Lawson Software Inc.  1,191,888  10,095 
*  Mentor Graphics Corp.  925,082  9,778 
  Fair Isaac Corp.  395,982  9,765 
*  Benchmark Electronics Inc.  546,638  8,965 
*  JDA Software Group Inc.  343,329  8,707 
  Earthlink Inc.  935,815  8,507 
*  International Rectifier Corp.  398,366  8,402 
*  Littelfuse Inc.  190,134  8,309 
*  Emulex Corp.  703,347  7,343 
*  PMC - Sierra Inc.  994,257  7,318 
*  Tekelec  533,164  6,910 
*  Insight Enterprises Inc.  400,838  6,269 
*  Cadence Design Systems Inc.  820,269  6,259 
  AVX Corp.  442,545  6,116 
*  Teradyne Inc.  547,007  6,094 
*  Progress Software Corp.  182,899  6,054 
  Sycamore Networks Inc.  172,840  5,602 
*  EchoStar Corp. Class A  292,068  5,573 
*  SYNNEX Corp.  195,106  5,490 
*  Sanmina-SCI Corp.  448,151  5,414 
*  Arris Group Inc.  548,565  5,359 
*  Integrated Device Technology Inc.  915,621  5,356 
*  Loral Space & Communications Inc.  97,245  5,076 
*  Vishay Intertechnology Inc.  521,667  5,050 
  Black Box Corp.  151,795  4,867 
*  Take-Two Interactive Software Inc.  475,587  4,822 
*  Electronics for Imaging Inc.  392,637  4,759 
  Park Electrochemical Corp.  169,528  4,465 
  MTS Systems Corp.  141,782  4,395 
*  Avid Technology Inc.  329,830  4,324 
  United Online Inc.  755,623  4,322 
*  Epicor Software Corp.  493,017  4,289 
*  Brightpoint Inc.  550,726  3,850 
*  Semtech Corp.  188,206  3,800 
*  Brooks Automation Inc.  564,132  3,785 
*  Newport Corp.  317,771  3,604 
*  Sonus Networks Inc.  890,991  3,145 
*  Lattice Semiconductor Corp.  653,743  3,105 
*  Netgear Inc.  106,859  2,886 
  CTS Corp.  294,699  2,835 
*  Rogers Corp.  89,038  2,803 
*  Imation Corp.  263,460  2,458 
*  SMART Modular Technologies WWH Inc.  406,631  2,452 
*  ModusLink Global Solutions Inc.  384,688  2,443 
  Cohu Inc.  193,100  2,431 
*,^ SunPower Corp. Class A  168,331  2,424 
  Micrel Inc.  245,179  2,417 
*  Actel Corp.  148,311  2,366 
*  THQ Inc.  586,771  2,359 
*  Kulicke & Soffa Industries Inc.  375,893  2,327 
*  ACI Worldwide Inc.  103,575  2,319 
*  Zoran Corp.  288,894  2,207 
*  Symmetricom Inc.  378,648  2,166 
*  Aviat Networks Inc.  519,204  2,124 
*  UTStarcom Inc.  963,969  2,092 
*  Advanced Energy Industries Inc.  159,198  2,079 
*  Silicon Image Inc.  430,239  2,057 


*  Bottomline Technologies Inc.  129,707  1,992 
  Electro Rent Corp.  144,537  1,919 
*  Entegris Inc.  394,511  1,842 
*  SunPower Corp. Class B  127,750  1,771 
*  FormFactor Inc.  205,829  1,770 
*  Infospace Inc.  201,360  1,744 
*  Electro Scientific Industries Inc.  156,047  1,734 
*  Ciber Inc.  565,952  1,704 
*  TTM Technologies Inc.  170,140  1,666 
  Technitrol Inc.  340,212  1,500 
*  Extreme Networks  478,415  1,488 
*  Ness Technologies Inc.  328,959  1,480 
  Methode Electronics Inc.  160,088  1,454 
*  ATMI Inc.  95,708  1,422 
*  DSP Group Inc.  201,034  1,407 
*,^ Rosetta Stone Inc.  63,230  1,343 
*  TNS Inc.  79,007  1,339 
*  Cogo Group Inc.  215,818  1,334 
*  Agilysys Inc.  198,640  1,291 
*  Silicon Graphics International Corp.  164,838  1,279 
*  Exar Corp.  210,366  1,260 
*  EMS Technologies Inc.  66,696  1,243 
*  Perficient Inc.  126,205  1,153 
*,^ China Security & Surveillance Technology Inc.  204,337  1,136 
*  Integral Systems Inc.  151,623  1,119 
*  Anaren Inc.  60,144  1,010 
*  CPI International Inc.  65,632  919 
  Marchex Inc. Class B  157,143  856 
*  Rudolph Technologies Inc.  90,358  751 
  Opnet Technologies Inc.  40,965  744 
  Bel Fuse Inc. Class B  34,786  724 
*  TechTarget Inc.  129,282  679 
*  ShoreTel Inc.  134,241  666 
*,^ Evergreen Solar Inc.  869,622  638 
*  Trident Microsystems Inc.  304,094  520 
  Renaissance Learning Inc.  44,985  458 
*  Advanced Analogic Technologies Inc.  125,350  440 
*  Mattson Technology Inc.  153,547  422 
*  China TransInfo Technology Corp.  57,927  369 
  Bel Fuse Inc. Class A  11,891  249 
*  Opnext Inc.  150,534  236 
      520,275 
Materials (7.8%)     
  Aptargroup Inc.  588,661  26,884 
  Domtar Corp.  374,208  24,166 
  Cytec Industries Inc.  424,551  23,936 
  RPM International Inc.  1,124,128  22,393 
  Compass Minerals International Inc.  283,766  21,742 
  Packaging Corp. of America  894,558  20,727 
  Huntsman Corp.  1,658,347  19,171 
  Temple-Inland Inc.  886,164  16,536 
  Commercial Metals Co.  990,198  14,348 
*  Rockwood Holdings Inc.  453,156  14,261 
*  Coeur d'Alene Mines Corp.  706,096  14,065 
  Olin Corp.  683,928  13,788 
  AK Steel Holding Corp.  953,053  13,162 
  Sensient Technologies Corp.  429,324  13,090 


  Carpenter Technology Corp.  381,331  12,855 
  Cabot Corp.  350,021  11,400 
  Royal Gold Inc.  217,474  10,839 
  Rock-Tenn Co. Class A  208,557  10,388 
*  Ferro Corp.  746,889  9,627 
  Minerals Technologies Inc.  163,068  9,608 
  HB Fuller Co.  424,093  8,427 
  Worthington Industries Inc.  549,793  8,263 
*  Louisiana-Pacific Corp.  1,079,983  8,176 
*  OM Group Inc.  267,686  8,063 
  Arch Chemicals Inc.  217,777  7,642 
*  Clearwater Paper Corp.  99,536  7,573 
  Silgan Holdings Inc.  232,118  7,358 
*  Century Aluminum Co.  522,279  6,878 
*  Hecla Mining Co.  1,049,216  6,631 
  Texas Industries Inc.  204,705  6,452 
  Innophos Holdings Inc.  185,857  6,152 
  Eagle Materials Inc.  234,974  5,569 
  A Schulman Inc.  272,372  5,488 
  Kaiser Aluminum Corp.  124,955  5,347 
  Westlake Chemical Corp.  172,350  5,158 
  Buckeye Technologies Inc.  340,271  5,005 
  PH Glatfelter Co.  396,228  4,818 
  Koppers Holdings Inc.  178,158  4,787 
  Schweitzer-Mauduit International Inc.  79,742  4,650 
*  PolyOne Corp.  281,971  3,409 
*  Wausau Paper Corp.  402,376  3,336 
*  Innospec Inc.  206,026  3,138 
*  Kraton Performance Polymers Inc.  94,493  2,566 
  Myers Industries Inc.  258,835  2,223 
*  AM Castle & Co.  148,461  1,967 
  Neenah Paper Inc.  127,868  1,944 
  Olympic Steel Inc.  80,295  1,846 
  Hawkins Inc.  49,281  1,746 
  Deltic Timber Corp.  34,057  1,526 
*  ShengdaTech Inc.  258,481  1,365 
  Haynes International Inc.  36,946  1,290 
*  Graphic Packaging Holding Co.  371,910  1,242 
  American Vanguard Corp.  189,371  1,170 
*  Boise Inc.  178,250  1,157 
*,^ Yongye International Inc.  154,587  1,091 
*  Headwaters Inc.  185,905  669 
      477,108 
Telecommunication Services (0.6%)     
*  Syniverse Holdings Inc.  604,550  13,705 
*  Cincinnati Bell Inc.  1,739,492  4,644 
  NTELOS Holdings Corp.  270,538  4,578 
  Consolidated Communications Holdings Inc.  206,943  3,864 
*  Iridium Communications Inc.  335,420  2,865 
*  PAETEC Holding Corp.  572,223  2,352 
  Atlantic Tele-Network Inc.  43,103  2,122 
*  Premiere Global Services Inc.  173,304  1,227 
      35,357 
Utilities (7.0%)     
  Questar Corp.  1,518,262  26,615 
  Atmos Energy Corp.  807,727  23,626 
  Westar Energy Inc.  959,250  23,243 


  Great Plains Energy Inc.      1,175,286  22,213 
  Hawaiian Electric Industries Inc.      807,896  18,210 
  Piedmont Natural Gas Co. Inc.      622,047  18,039 
  Nicor Inc.      392,619  17,990 
  Vectren Corp.      668,850  17,303 
  WGL Holdings Inc.      439,202  16,593 
  Cleco Corp.      526,269  15,588 
  IDACORP Inc.      417,113  14,983 
  New Jersey Resources Corp.      358,132  14,046 
  Portland General Electric Co.      652,735  13,237 
  Southwest Gas Corp.      393,462  13,216 
  South Jersey Industries Inc.      259,112  12,818 
  UIL Holdings Corp.      414,326  11,667 
  Northwest Natural Gas Co.      230,410  10,933 
*  RRI Energy Inc.      3,064,335  10,878 
  Unisource Energy Corp.      312,835  10,458 
  Allete Inc.      276,738  10,082 
  Black Hills Corp.      322,731  10,069 
  Avista Corp.      476,067  9,940 
*  El Paso Electric Co.      379,531  9,025 
  NorthWestern Corp.      312,246  8,899 
  PNM Resources Inc.      751,527  8,560 
  MGE Energy Inc.      200,513  7,938 
  Empire District Electric Co.      332,104  6,692 
  Otter Tail Corp.      311,587  6,353 
  California Water Service Group      171,548  6,339 
  Laclede Group Inc.      183,578  6,319 
  CH Energy Group Inc.      137,156  6,057 
  American States Water Co.      161,091  5,764 
  SJW Corp.      120,499  2,968 
  Chesapeake Utilities Corp.      77,886  2,821 
*  Dynegy Inc. Class A      576,724  2,809 
  Middlesex Water Co.      132,027  2,223 
  Central Vermont Public Service Corp.      98,753  1,992 
  Connecticut Water Service Inc.      74,681  1,789 
  Consolidated Water Co. Ltd.      120,096  1,139 
*,^ China Natural Gas Inc.      60,318  357 
          429,791 
Total Common Stocks (Cost $5,716,401)        6,134,579 
          Market 
          Value 
    Coupon    Shares  ($000) 
Temporary Cash Investments (0.8%)1         
Money Market Fund (0.8%)         
2,3 Vanguard Market Liquidity Fund  0.261%    49,640,445  49,640 
 
        Face  Market 
      Maturity  Amount  Value 
    Coupon  Date  ($000)  ($000) 
U.S. Government and Agency Obligations (0.0%)         
4,5 Freddie Mac Discount Notes  0.361%  12/16/10  150  150 
4,5 Freddie Mac Discount Notes  0.240%  3/14/11  400  400 
          550 
Total Temporary Cash Investments (Cost $50,190)        50,190 


Total Investments (100.7%) (Cost $5,766,591)  6,184,769 
Other Assets and Liabilities-Net (-0.7%)3  (40,386) 
Net Assets (100%)  6,144,383 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $37,907,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 99.9% and 0.8%, respectively, of net assets.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
3 Includes $40,445,000 of collateral received for securities on loan.
4 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.
5 Securities with a value of $550,000 have been segregated as initial margin for open futures contracts.
REIT—Real Estate Investment Trust.

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

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

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

The following table summarizes the fund's investments as of September 30, 2010, based on the inputs used to value them:

  Level 1  Level 2  Level 3 
Investments  ($000)  ($000)  ($000) 
Common Stocks  6,134,579  —  — 
Temporary Cash Investments  49,640  550  — 
Futures Contracts—Liabilities1  (3)  —  — 
Total  6,184,216  550  — 
1 Represents variation margin on the last day of the reporting period.     


Small-Cap Value Index Fund

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

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

At September 30, 2010, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000) 
      Aggregate   
    Number of  Settlement  Unrealized 
    Long (Short  Value  Appreciation 
Futures Contracts  Expiration  Contracts)  Long (Short)  (Depreciation) 
E-mini Russell 2000 Index  December 2010  30  2,024  7 

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

D. At September 30, 2010, the cost of investment securities for tax purposes was $5,766,591,000. Net unrealized appreciation of investment securities for tax purposes was $418,178,000, consisting of unrealized gains of $907,608,000 on securities that had risen in value since their purchase and $489,430,000 in unrealized losses on securities that had fallen in value since their purchase.


Small-Cap Value Index Fund


Vanguard Small-Cap Growth Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (100.1%)1     
Consumer Discretionary (17.4%)     
*  Fossil Inc.  455,959  24,526 
  Tractor Supply Co.  614,818  24,384 
  Gentex Corp.  1,179,681  23,016 
*  Panera Bread Co. Class A  259,085  22,958 
*  Big Lots Inc.  685,876  22,805 
*  Dick's Sporting Goods Inc.  767,420  21,518 
  Sotheby's  567,056  20,879 
*  DreamWorks Animation SKG Inc. Class A  614,697  19,615 
*  Warnaco Group Inc.  375,632  19,206 
  Phillips-Van Heusen Corp.  318,631  19,169 
*  WMS Industries Inc.  490,315  18,666 
*  Aeropostale Inc.  790,665  18,383 
*  Tempur-Pedic International Inc.  581,793  18,036 
  Polaris Industries Inc.  266,194  17,329 
*,^ Lululemon Athletica Inc.  386,078  17,265 
*  J Crew Group Inc.  512,973  17,246 
*  Deckers Outdoor Corp.  327,344  16,354 
*  Bally Technologies Inc.  467,172  16,328 
  Chico's FAS Inc.  1,511,733  15,903 
  John Wiley & Sons Inc. Class A  378,751  15,476 
*  Tenneco Inc.  505,388  14,641 
*,^ Under Armour Inc. Class A  306,996  13,827 
*  Hanesbrands Inc.  525,675  13,594 
*  Cheesecake Factory Inc.  485,493  12,851 
*  Life Time Fitness Inc.  317,989  12,551 
*  Live Nation Entertainment Inc.  1,169,908  11,559 
*  Madison Square Garden Inc. Class A  526,251  11,093 
*,^ Coinstar Inc.  254,983  10,962 
  Aaron's Inc.  591,039  10,905 
*  Gymboree Corp.  250,671  10,413 
*  Childrens Place Retail Stores Inc.  211,330  10,307 
  Thor Industries Inc.  304,858  10,182 
  CTC Media Inc.  461,682  10,129 
*  JOS A Bank Clothiers Inc.  232,947  9,926 
*  Capella Education Co.  127,796  9,920 
*  Career Education Corp.  450,053  9,663 
*  Eastman Kodak Co.  2,273,315  9,548 
*  Sally Beauty Holdings Inc.  848,502  9,503 
*  CROCS Inc.  725,959  9,445 
  PF Chang's China Bistro Inc.  196,027  9,056 
  Matthews International Corp. Class A  255,685  9,041 
*  Steven Madden Ltd.  210,123  8,628 
*  Gaylord Entertainment Co.  279,040  8,511 
  Pool Corp.  419,273  8,415 
*  Morningstar Inc.  187,220  8,343 
*  Pier 1 Imports Inc.  989,647  8,105 
  National CineMedia Inc.  448,535  8,029 
*  Ulta Salon Cosmetics & Fragrance Inc.  272,617  7,960 
  Brunswick Corp.  486,999  7,412 


  Monro Muffler Brake Inc.  159,575  7,358 
*  Valassis Communications Inc.  210,870  7,146 
*  Buffalo Wild Wings Inc.  146,048  6,994 
*  Carter's Inc.  251,397  6,619 
*  CEC Entertainment Inc.  186,060  6,387 
*  Texas Roadhouse Inc. Class A  453,379  6,375 
  Arbitron Inc.  225,350  6,303 
*  Hibbett Sports Inc.  243,909  6,086 
*  DineEquity Inc.  128,951  5,800 
*  Scientific Games Corp. Class A  597,504  5,796 
*  K12 Inc.  193,383  5,614 
*  Maidenform Brands Inc.  194,002  5,597 
*,^ Blue Nile Inc.  122,788  5,463 
*  Office Depot Inc.  1,166,192  5,364 
*  Shutterfly Inc.  204,656  5,319 
*,^ Corinthian Colleges Inc.  746,177  5,238 
*  BJ's Restaurants Inc.  182,962  5,152 
*  Penske Automotive Group Inc.  390,096  5,149 
*  American Public Education Inc.  155,603  5,113 
*  AnnTaylor Stores Corp.  248,956  5,039 
*,^ Fuel Systems Solutions Inc.  126,836  4,961 
*  Papa John's International Inc.  183,290  4,835 
*  OfficeMax Inc.  359,169  4,702 
*  Vail Resorts Inc.  122,824  4,608 
*  Lumber Liquidators Holdings Inc.  185,317  4,553 
*  Steiner Leisure Ltd.  119,383  4,548 
*  Interval Leisure Group Inc.  337,190  4,542 
*  Dress Barn Inc.  188,732  4,482 
*  True Religion Apparel Inc.  204,467  4,363 
  National Presto Industries Inc.  40,714  4,335 
*  G-III Apparel Group Ltd.  136,637  4,288 
*  Talbots Inc.  327,059  4,284 
*  Vitamin Shoppe Inc.  147,935  4,061 
*  hhgregg Inc.  163,471  4,048 
*  Sonic Corp.  488,888  3,950 
*  Zumiez Inc.  181,307  3,836 
*  Peet's Coffee & Tea Inc.  112,002  3,834 
*  Grand Canyon Education Inc.  173,038  3,795 
*  Shuffle Master Inc.  450,853  3,792 
*,^ Pre-Paid Legal Services Inc.  58,955  3,684 
  Meredith Corp.  107,647  3,586 
*  Knology Inc.  263,530  3,539 
*  HSN Inc.  118,265  3,536 
^  PetMed Express Inc.  193,750  3,391 
  Universal Technical Institute Inc.  172,520  3,373 
*  iRobot Corp.  181,351  3,368 
*  California Pizza Kitchen Inc.  196,431  3,351 
  Choice Hotels International Inc.  88,324  3,220 
*  American Axle & Manufacturing Holdings Inc.  351,804  3,173 
^  Buckle Inc.  118,810  3,153 
*,^ Liz Claiborne Inc.  517,197  3,145 
*  Modine Manufacturing Co.  242,076  3,140 
*  Exide Technologies  636,424  3,048 
*  Citi Trends Inc.  125,695  3,043 
*  Domino's Pizza Inc.  227,860  3,012 
*  New York Times Co. Class A  386,404  2,991 
*  Lions Gate Entertainment Corp.  406,846  2,990 
*  Wet Seal Inc. Class A  861,550  2,921 


*  K-Swiss Inc. Class A  228,384  2,912 
*  Rue21 Inc.  112,389  2,901 
*  Coldwater Creek Inc.  547,030  2,883 
*  Volcom Inc.  144,647  2,766 
*  Sinclair Broadcast Group Inc. Class A  392,972  2,759 
*  99 Cents Only Stores  144,617  2,730 
*  AFC Enterprises Inc.  216,673  2,687 
*  Denny's Corp.  841,092  2,616 
*,^ Bridgepoint Education Inc.  162,011  2,505 
*  Skechers U.S.A. Inc. Class A  106,179  2,494 
*  Universal Electronics Inc.  114,534  2,388 
*  Krispy Kreme Doughnuts Inc.  508,758  2,330 
*  Mediacom Communications Corp. Class A  348,588  2,304 
  NutriSystem Inc.  118,411  2,278 
  HOT Topic Inc.  377,329  2,260 
*  Retail Ventures Inc.  205,559  2,212 
*  Lincoln Educational Services Corp.  152,953  2,204 
  Sturm Ruger & Co. Inc.  160,276  2,186 
*,^ Overstock.com Inc.  134,809  2,119 
*  Warner Music Group Corp.  459,300  2,067 
*  Select Comfort Corp.  297,862  2,019 
  Blyth Inc.  48,592  2,004 
*  Pinnacle Entertainment Inc.  177,722  1,982 
*  CKX Inc.  394,749  1,934 
  Bebe Stores Inc.  252,872  1,823 
*  Drew Industries Inc.  82,887  1,729 
*  Charming Shoppes Inc.  486,291  1,712 
*  Federal-Mogul Corp.  87,204  1,649 
*,^ Deer Consumer Products Inc.  163,637  1,573 
*  Pacific Sunwear of California Inc.  280,234  1,466 
*,^ Wonder Auto Technology Inc.  156,404  1,331 
*  Standard Pacific Corp.  314,214  1,247 
*  DSW Inc. Class A  43,458  1,247 
*  Biglari Holdings Inc.  3,587  1,179 
*,^ SuperMedia Inc.  110,156  1,164 
*  Smith & Wesson Holding Corp.  326,458  1,162 
*,^ Hovnanian Enterprises Inc. Class A  288,890  1,135 
  Systemax Inc.  91,898  1,128 
*  Orbitz Worldwide Inc.  167,895  1,058 
*  Martha Stewart Living Omnimedia Class A  223,139  1,058 
*  Isle of Capri Casinos Inc.  136,431  977 
*  Winnebago Industries Inc.  85,489  891 
*,^ China Automotive Systems Inc.  56,808  868 
  Ambassadors Group Inc.  75,949  861 
*,^ China MediaExpress Holdings Inc.  83,845  855 
*  Vitacost.com Inc.  140,972  847 
  Gaiam Inc. Class A  126,082  843 
*  Leapfrog Enterprises Inc.  147,150  806 
*  Sealy Corp.  258,588  631 
*  Furniture Brands International Inc.  111,684  601 
*,^ Fuqi International Inc.  90,128  586 
*  Monarch Casino & Resort Inc.  51,916  582 
*  1-800-Flowers.com Inc. Class A  212,176  401 
*  New York & Co. Inc.  145,470  374 
*  Marine Products Corp.  59,707  367 
*  Outdoor Channel Holdings Inc.  53,678  297 
*  American Apparel Inc.  193,308  238 


*  Krispy Kreme Doughnuts Inc. Warrants Exp. 03/02/2012  2,546  — 
      1,035,200 
Consumer Staples (2.6%)     
  Herbalife Ltd.  507,077  30,602 
*  NBTY Inc.  336,907  18,523 
  Casey's General Stores Inc.  319,338  13,332 
*  BJ's Wholesale Club Inc.  296,115  12,289 
*  United Natural Foods Inc.  347,186  11,506 
  Diamond Foods Inc.  184,637  7,568 
*  Darling International Inc.  697,907  5,946 
*  Boston Beer Co. Inc. Class A  83,826  5,605 
*  Rite Aid Corp.  5,635,808  5,315 
  J&J Snack Foods Corp.  124,715  5,229 
*  TreeHouse Foods Inc.  102,457  4,723 
*,^ Zhongpin Inc.  233,740  3,808 
*  Heckmann Corp.  869,605  3,391 
*  Alliance One International Inc.  717,185  2,976 
  Tootsie Roll Industries Inc.  111,684  2,779 
  Sanderson Farms Inc.  63,675  2,757 
*  USANA Health Sciences Inc.  64,975  2,622 
*  Pilgrim's Pride Corp.  454,076  2,552 
*  Smart Balance Inc.  525,576  2,039 
  Cal-Maine Foods Inc.  58,373  1,692 
*  Revlon Inc. Class A  102,018  1,288 
  Coca-Cola Bottling Co. Consolidated  23,466  1,242 
*,^ American Dairy Inc.  93,143  973 
*,^ Great Atlantic & Pacific Tea Co.  234,270  928 
  Arden Group Inc.  10,608  875 
*,^ China Sky One Medical Inc.  91,861  698 
  Calavo Growers Inc.  32,148  697 
  National Beverage Corp.  48,400  678 
*,^ China-Biotics Inc.  61,035  671 
*  Susser Holdings Corp.  35,969  504 
*,^ AgFeed Industries Inc.  171,328  442 
      154,250 
Energy (6.9%)     
  Core Laboratories NV  377,724  33,255 
*  Mariner Energy Inc.  873,096  21,155 
  SM Energy Co.  532,006  19,929 
*  Atlas Energy Inc.  662,607  18,977 
*  Brigham Exploration Co.  984,612  18,461 
*  Superior Energy Services Inc.  664,535  17,736 
*  Dril-Quip Inc.  269,426  16,734 
*  Gran Tierra Energy Inc.  2,145,444  16,563 
  CARBO Ceramics Inc.  166,354  13,475 
  Holly Corp.  450,053  12,939 
*  Exterran Holdings Inc.  507,506  11,525 
*  McMoRan Exploration Co.  664,294  11,433 
*  Complete Production Services Inc.  526,235  10,762 
*  Rosetta Resources Inc.  443,776  10,424 
*  Key Energy Services Inc.  1,061,290  10,093 
*  Comstock Resources Inc.  399,789  8,991 
  Frontier Oil Corp.  582,032  7,799 
*  Atwood Oceanics Inc.  245,408  7,473 
*  Patriot Coal Corp.  653,701  7,459 
  World Fuel Services Corp.  271,409  7,059 
*  Oil States International Inc.  148,458  6,911 


*  Carrizo Oil & Gas Inc.  278,292  6,662 
*  Northern Oil and Gas Inc.  386,087  6,540 
*  Tetra Technologies Inc.  640,536  6,533 
*  Helix Energy Solutions Group Inc.  546,545  6,089 
*  Contango Oil & Gas Co.  106,847  5,359 
  RPC Inc.  251,049  5,312 
*,^ ATP Oil & Gas Corp.  368,365  5,028 
*,^ Clean Energy Fuels Corp.  334,327  4,751 
*  Unit Corp.  119,840  4,469 
  Lufkin Industries Inc.  87,675  3,849 
*  Resolute Energy Corp.  345,810  3,825 
*  Venoco Inc.  183,313  3,598 
*  Rex Energy Corp.  277,856  3,557 
*  Clayton Williams Energy Inc.  66,937  3,386 
*  Gulfport Energy Corp.  241,856  3,347 
*  ION Geophysical Corp.  625,091  3,213 
*  Tesco Corp.  256,127  3,081 
*,^ Goodrich Petroleum Corp.  205,575  2,995 
*,^ BPZ Resources Inc.  683,682  2,619 
*  Hercules Offshore Inc.  971,697  2,575 
*  OYO Geospace Corp.  40,522  2,345 
*  Western Refining Inc.  447,161  2,343 
*  Warren Resources Inc.  564,317  2,240 
*  Petroleum Development Corp.  80,723  2,228 
*  Matrix Service Co.  236,515  2,070 
*  International Coal Group Inc.  388,671  2,068 
*  Willbros Group Inc.  218,783  2,006 
*  Pioneer Drilling Co.  298,370  1,904 
*  Dawson Geophysical Co.  65,572  1,748 
*  Magnum Hunter Resources Corp.  409,787  1,697 
*,^ Uranium Energy Corp.  480,905  1,577 
*  Cal Dive International Inc.  276,901  1,515 
*  Endeavour International Corp.  1,155,422  1,491 
*  Gastar Exploration Ltd.  359,665  1,446 
*  T-3 Energy Services Inc.  54,796  1,433 
*  Allis-Chalmers Energy Inc.  334,348  1,394 
*,^ GMX Resources Inc.  248,619  1,208 
*,^ Cheniere Energy Inc.  457,187  1,152 
*  Bronco Drilling Co. Inc.  202,017  806 
*  Basic Energy Services Inc.  94,049  801 
*  Seahawk Drilling Inc.  88,999  753 
*,^ China Integrated Energy Inc.  97,486  653 
  Alon USA Energy Inc.  91,604  495 
*  Approach Resources Inc.  36,344  406 
  Delek US Holdings Inc.  39,480  283 
      412,003 
Financials (6.0%)     
*  MSCI Inc. Class A  943,972  31,349 
  Jones Lang LaSalle Inc.  355,536  30,672 
  Taubman Centers Inc.  461,752  20,599 
*  SVB Financial Group  353,183  14,947 
  Equity Lifestyle Properties Inc.  245,011  13,348 
*  Signature Bank  343,493  13,341 
*  Stifel Financial Corp.  270,425  12,518 
  DuPont Fabros Technology Inc.  483,420  12,158 
*  Portfolio Recovery Associates Inc.  143,674  9,289 
*  Forest City Enterprises Inc. Class A  671,353  8,613 


*  MF Global Holdings Ltd.  1,160,475  8,355 
*  Ezcorp Inc. Class A  371,449  7,444 
  Apartment Investment & Management Co.  346,149  7,401 
*  Greenlight Capital Re Ltd. Class A  255,366  6,389 
  Alexander's Inc.  19,458  6,144 
*  First Cash Financial Services Inc.  216,770  6,015 
*  optionsXpress Holdings Inc.  364,428  5,598 
*  Popular Inc.  1,894,923  5,495 
*  Interactive Brokers Group Inc.  314,101  5,406 
*,^ GLG Partners Inc.  1,169,811  5,264 
*  Investors Bancorp Inc.  437,783  5,183 
*  Pico Holdings Inc.  172,258  5,144 
*  Texas Capital Bancshares Inc.  293,919  5,076 
*  Sunstone Hotel Investors Inc.  542,256  4,918 
*  MBIA Inc.  486,004  4,884 
*  Credit Acceptance Corp.  80,139  4,853 
  LaSalle Hotel Properties  206,863  4,839 
  KBW Inc.  185,526  4,749 
*  Altisource Portfolio Solutions SA  149,547  4,657 
*  Dollar Financial Corp.  204,825  4,275 
  Extra Space Storage Inc.  245,549  3,939 
  Cohen & Steers Inc.  161,221  3,499 
  PS Business Parks Inc.  58,187  3,292 
  Cash America International Inc.  87,644  3,068 
  Sun Communities Inc.  93,576  2,873 
*  Cardtronics Inc.  185,278  2,859 
  Evercore Partners Inc. Class A  99,359  2,843 
  Cousins Properties Inc.  387,742  2,768 
  Danvers Bancorp Inc.  173,595  2,661 
  ViewPoint Financial Group  281,068  2,600 
*  Forestar Group Inc.  146,656  2,501 
*  Beneficial Mutual Bancorp Inc.  277,527  2,489 
*  Tejon Ranch Co.  113,854  2,467 
  Duff & Phelps Corp. Class A  182,064  2,452 
*  eHealth Inc.  189,446  2,448 
  Cardinal Financial Corp.  231,444  2,224 
*  World Acceptance Corp.  48,160  2,127 
  PrivateBancorp Inc. Class A  178,242  2,030 
*  International Assets Holding Corp.  110,565  2,001 
  S&T Bancorp Inc.  111,459  1,942 
  Calamos Asset Management Inc. Class A  166,868  1,919 
*  Pebblebrook Hotel Trust  104,157  1,876 
*  NewStar Financial Inc.  250,978  1,860 
  Saul Centers Inc.  40,160  1,685 
  Retail Opportunity Investments Corp.  175,417  1,679 
  Westwood Holdings Group Inc.  48,946  1,656 
  NorthStar Realty Finance Corp.  411,788  1,540 
*,^ Ambac Financial Group Inc.  2,449,210  1,359 
*  Pinnacle Financial Partners Inc.  134,703  1,238 
*  Hilltop Holdings Inc.  123,305  1,181 
  Parkway Properties Inc.  62,652  927 
*  Citizens Inc.  129,242  890 
  Consolidated-Tomoka Land Co.  29,728  848 
*  First Industrial Realty Trust Inc.  162,620  824 
*  Nara Bancorp Inc.  106,014  748 
*  TradeStation Group Inc.  106,563  701 
*  First Marblehead Corp.  270,886  634 
*  Gleacher & Co. Inc.  326,006  525 


  CreXus Investment Corp.  40,046  482 
  Citizens & Northern Corp.  35,643  463 
*  Asset Acceptance Capital Corp.  82,110  441 
*  LaBranche & Co. Inc.  111,525  435 
  Universal Insurance Holdings Inc.  94,589  425 
^  Life Partners Holdings Inc.  21,348  406 
  Roma Financial Corp.  31,656  333 
  CompuCredit Holdings Corp.  59,937  289 
*  Crawford & Co. Class B  116,201  282 
*  Crawford & Co. Class A  63,490  130 
      357,782 
Health Care (16.2%)     
*  Allscripts Healthcare Solutions Inc.  1,418,960  26,208 
*  United Therapeutics Corp.  448,854  25,140 
*  Tenet Healthcare Corp.  4,095,655  19,332 
*  BioMarin Pharmaceutical Inc.  859,696  19,214 
*  Salix Pharmaceuticals Ltd.  482,096  19,149 
*  Thoratec Corp.  460,729  17,038 
*  Incyte Corp. Ltd.  1,002,756  16,034 
*  Psychiatric Solutions Inc.  459,508  15,417 
*  Healthsouth Corp.  791,715  15,201 
  Medicis Pharmaceutical Corp. Class A  510,030  15,122 
*  VCA Antech Inc.  690,897  14,571 
*  Onyx Pharmaceuticals Inc.  529,902  13,979 
*  Regeneron Pharmaceuticals Inc.  505,947  13,863 
*  HMS Holdings Corp.  229,735  13,541 
*  Dionex Corp.  149,163  12,894 
*  Haemonetics Corp.  216,028  12,644 
*  Sirona Dental Systems Inc.  350,594  12,635 
*  American Medical Systems Holdings Inc.  637,762  12,487 
  Masimo Corp.  447,472  12,221 
*  Talecris Biotherapeutics Holdings Corp.  518,715  11,868 
*  Alkermes Inc.  802,747  11,760 
*  Nektar Therapeutics  795,815  11,754 
*  Immucor Inc.  591,242  11,724 
*  NuVasive Inc.  331,222  11,639 
*  Cubist Pharmaceuticals Inc.  494,114  11,557 
*  Parexel International Corp.  493,857  11,423 
  Quality Systems Inc.  171,142  11,348 
*  Catalyst Health Solutions Inc.  321,646  11,325 
*  Seattle Genetics Inc.  725,166  11,262 
  Chemed Corp.  193,260  11,010 
*  Acorda Therapeutics Inc.  327,640  10,819 
*  PSS World Medical Inc.  483,766  10,343 
*  Theravance Inc.  512,551  10,302 
*  Auxilium Pharmaceuticals Inc.  401,479  9,949 
*  Volcano Corp.  382,829  9,946 
*  Viropharma Inc.  658,445  9,817 
  West Pharmaceutical Services Inc.  281,451  9,657 
*  Cepheid Inc.  502,739  9,406 
*  Align Technology Inc.  480,328  9,405 
*  AMERIGROUP Corp.  218,805  9,293 
*  Impax Laboratories Inc.  450,407  8,918 
*,^ athenahealth Inc.  266,132  8,788 
*  Par Pharmaceutical Cos. Inc.  296,713  8,628 
*  Savient Pharmaceuticals Inc.  371,349  8,493 
*  Pharmasset Inc.  268,964  7,934 


*  Bruker Corp.  557,538  7,822 
*  MedAssets Inc.  362,877  7,635 
*  Brookdale Senior Living Inc.  459,695  7,498 
*  Integra LifeSciences Holdings Corp.  184,137  7,266 
*  WellCare Health Plans Inc.  233,217  6,754 
*  Isis Pharmaceuticals Inc.  796,780  6,693 
*  Medicines Co.  450,681  6,400 
*  Martek Biosciences Corp.  281,972  6,381 
*  Cyberonics Inc.  235,247  6,276 
*  Neogen Corp.  181,439  6,142 
*  DexCom Inc.  455,705  6,024 
*  Zoll Medical Corp.  181,510  5,857 
*,^ Amedisys Inc.  241,506  5,748 
*  MWI Veterinary Supply Inc.  98,786  5,702 
*  Halozyme Therapeutics Inc.  679,436  5,239 
*  Luminex Corp.  319,139  5,106 
*  Questcor Pharmaceuticals Inc.  499,047  4,951 
*  Wright Medical Group Inc.  328,643  4,736 
*  Emergency Medical Services Corp. Class A  88,786  4,728 
*  Orthofix International NV  149,192  4,688 
*  Celera Corp.  694,210  4,679 
*  Enzon Pharmaceuticals Inc.  411,164  4,626 
*  Zymogenetics Inc.  471,887  4,601 
*,^ MannKind Corp.  675,193  4,564 
*,^ Vivus Inc.  682,068  4,563 
*,^ Sequenom Inc.  631,810  4,429 
*  Bio-Reference Labs Inc.  211,410  4,410 
*  Abaxis Inc.  187,003  4,320 
*  NxStage Medical Inc.  225,083  4,299 
*  SonoSite Inc.  123,481  4,138 
*  Insulet Corp.  287,357  4,063 
*  Air Methods Corp.  95,047  3,952 
*  ICU Medical Inc.  102,168  3,810 
*  NPS Pharmaceuticals Inc.  554,385  3,792 
*  Targacept Inc.  167,814  3,749 
*  Ardea Biosciences Inc.  162,940  3,748 
*  InterMune Inc.  274,321  3,736 
*  IPC The Hospitalist Co. Inc.  136,595  3,732 
*  Alnylam Pharmaceuticals Inc.  300,050  3,685 
*  Exelixis Inc.  919,718  3,605 
*  Merit Medical Systems Inc.  226,863  3,605 
*  Centene Corp.  152,765  3,604 
*  Omnicell Inc.  273,791  3,581 
*  Medivation Inc.  273,710  3,558 
*  Natus Medical Inc.  239,747  3,493 
*  Conceptus Inc.  249,755  3,434 
*  Micromet Inc.  510,279  3,429 
*  Hanger Orthopedic Group Inc.  230,316  3,349 
*  Gentiva Health Services Inc.  153,181  3,347 
*  Healthways Inc.  286,996  3,341 
*  Emdeon Inc. Class A  267,062  3,253 
*  Accelrys Inc.  462,947  3,222 
*  Momenta Pharmaceuticals Inc.  210,288  3,165 
*  Allos Therapeutics Inc.  668,678  3,156 
*  Inspire Pharmaceuticals Inc.  524,925  3,123 
*  LHC Group Inc.  134,515  3,119 
*  eResearchTechnology Inc.  413,516  3,093 
*,^ Geron Corp.  540,811  2,991 


*  Emergent Biosolutions Inc.  170,979  2,951 
*  Symmetry Medical Inc.  304,724  2,938 
*  ABIOMED Inc.  269,668  2,861 
*  Medidata Solutions Inc.  147,171  2,826 
  PDL BioPharma Inc.  507,157  2,668 
  Meridian Bioscience Inc.  119,305  2,610 
*  Accuray Inc.  418,050  2,600 
*  Corvel Corp.  61,094  2,594 
*,^ SIGA Technologies Inc.  295,665  2,501 
*  PharMerica Corp.  259,811  2,476 
*  Rigel Pharmaceuticals Inc.  282,423  2,375 
*  MAP Pharmaceuticals Inc.  152,587  2,335 
*  Quidel Corp.  208,223  2,288 
*  Immunogen Inc.  362,054  2,270 
*  Emeritus Corp.  128,489  2,192 
*  Kensey Nash Corp.  74,290  2,146 
  Atrion Corp.  13,551  2,134 
*,^ Protalix BioTherapeutics Inc.  242,446  2,107 
*  Genoptix Inc.  146,721  2,084 
*  Almost Family Inc.  69,171  2,050 
*,^ Cell Therapeutics Inc.  5,225,588  2,022 
*  AMAG Pharmaceuticals Inc.  115,872  1,994 
  Cantel Medical Corp.  121,330  1,966 
*  Lexicon Pharmaceuticals Inc.  1,209,400  1,935 
*  Pain Therapeutics Inc.  307,286  1,899 
*  Dyax Corp.  787,314  1,866 
*  Nabi Biopharmaceuticals  379,759  1,823 
*,^ AGA Medical Holdings Inc.  126,202  1,762 
*,^ Clinical Data Inc.  104,290  1,759 
*,^ Metabolix Inc.  138,033  1,737 
  Landauer Inc.  27,631  1,731 
*  Durect Corp.  655,534  1,665 
*  Genomic Health Inc.  120,725  1,613 
*  Greatbatch Inc.  68,224  1,582 
*  Clarient Inc.  464,659  1,571 
*  SurModics Inc.  130,932  1,561 
*  Vital Images Inc.  116,601  1,543 
*  Palomar Medical Technologies Inc.  147,113  1,520 
*,^ MAKO Surgical Corp.  155,856  1,493 
*  IRIS International Inc.  153,352  1,472 
*  Sunrise Senior Living Inc.  421,640  1,446 
*  Pozen Inc.  203,066  1,438 
*  Synovis Life Technologies Inc.  95,947  1,434 
*  Stereotaxis Inc.  338,461  1,401 
*  CryoLife Inc.  228,619  1,388 
*  Progenics Pharmaceuticals Inc.  272,139  1,374 
*  Obagi Medical Products Inc.  128,994  1,354 
*,^ Arena Pharmaceuticals Inc.  845,968  1,328 
*,^ MELA Sciences Inc.  203,547  1,327 
*  Orthovita Inc.  577,679  1,311 
*  TomoTherapy Inc.  367,738  1,294 
*  Maxygen Inc.  220,613  1,277 
*,^ Cadence Pharmaceuticals Inc.  151,641  1,266 
*  Cypress Bioscience Inc.  326,148  1,256 
*  Opko Health Inc.  555,472  1,244 
*  Akorn Inc.  302,494  1,222 
*  Arqule Inc.  229,931  1,184 
*  Sangamo Biosciences Inc.  341,757  1,172 


*  Exactech Inc.  70,452  1,150 
*,^ Orexigen Therapeutics Inc.  192,391  1,141 
*  Alliance HealthCare Services Inc.  243,747  1,116 
*  Enzo Biochem Inc.  283,936  1,079 
*  XenoPort Inc.  149,275  1,061 
*,^ Osiris Therapeutics Inc.  137,551  1,001 
*  Biospecifics Technologies Corp.  36,952  995 
*  Affymax Inc.  160,814  957 
*  Affymetrix Inc.  205,851  939 
*  Ligand Pharmaceuticals Inc. Class B  570,734  902 
*  CardioNet Inc.  193,073  871 
*  Cynosure Inc. Class A  82,110  838 
*,^ China Biologic Products Inc.  78,969  780 
*  Albany Molecular Research Inc.  120,582  769 
*,^ Biotime Inc.  157,306  747 
*  OraSure Technologies Inc.  182,748  740 
*  Kendle International Inc.  77,156  719 
*  Idenix Pharmaceuticals Inc.  200,370  621 
*  AMN Healthcare Services Inc.  95,517  491 
*  Caraco Pharmaceutical Laboratories Ltd.  81,822  440 
*  Sucampo Pharmaceuticals Inc. Class A  67,523  253 
      963,914 
Industrials (16.8%)     
*  Waste Connections Inc.  623,799  24,740 
  TransDigm Group Inc.  395,738  24,556 
  IDEX Corp.  687,039  24,397 
*  Corrections Corp. of America  975,494  24,075 
  Gardner Denver Inc.  443,351  23,799 
*  WABCO Holdings Inc.  544,467  22,835 
  Towers Watson & Co. Class A  435,535  21,420 
*  Oshkosh Corp.  759,298  20,881 
  Wabtec Corp.  405,858  19,396 
*  Thomas & Betts Corp.  446,622  18,320 
*  Kirby Corp.  434,241  17,396 
  CLARCOR Inc.  426,690  16,483 
  Landstar System Inc.  424,307  16,387 
  Acuity Brands Inc.  367,985  16,280 
  Graco Inc.  512,749  16,270 
  Toro Co.  284,531  15,999 
  Woodward Governor Co.  492,357  15,962 
*  Hexcel Corp.  820,845  14,603 
*  Genesee & Wyoming Inc. Class A  327,798  14,223 
  UTi Worldwide Inc.  859,279  13,817 
*  Clean Harbors Inc.  200,119  13,558 
*  Geo Group Inc.  577,896  13,494 
  Actuant Corp. Class A  574,614  13,193 
  Valmont Industries Inc.  178,212  12,903 
*  US Airways Group Inc.  1,364,461  12,621 
*  ArvinMeritor Inc.  756,160  11,751 
*,^ American Superconductor Corp.  360,507  11,212 
*  United Stationers Inc.  204,795  10,959 
*  Tetra Tech Inc.  522,227  10,951 
  Knight Transportation Inc.  529,881  10,243 
*  Middleby Corp.  149,294  9,464 
*  HUB Group Inc. Class A  315,937  9,244 
  Corporate Executive Board Co.  289,904  9,149 
*  Old Dominion Freight Line Inc.  354,983  9,024 


  Herman Miller Inc.  457,887  9,011 
  Rollins Inc.  378,252  8,844 
*  DigitalGlobe Inc.  290,869  8,842 
*  II-VI Inc.  221,475  8,268 
*  CoStar Group Inc.  166,403  8,105 
*  Insituform Technologies Inc. Class A  332,059  8,029 
  Healthcare Services Group Inc.  351,969  8,021 
*  United Rentals Inc.  511,540  7,591 
*  GeoEye Inc.  186,806  7,562 
*  Orbital Sciences Corp.  487,609  7,460 
  ESCO Technologies Inc.  223,830  7,445 
*  Dollar Thrifty Automotive Group Inc.  141,886  7,114 
*  EMCOR Group Inc.  280,663  6,901 
  Heartland Express Inc.  460,591  6,849 
  Manitowoc Co. Inc.  555,749  6,730 
*  Avis Budget Group Inc.  564,845  6,580 
  HEICO Corp.  141,224  6,445 
  Forward Air Corp.  245,299  6,378 
  Robbins & Myers Inc.  236,996  6,347 
  Knoll Inc.  397,857  6,171 
*  Teledyne Technologies Inc.  153,382  6,108 
  Interface Inc. Class A  407,997  5,806 
*  Advisory Board Co.  131,467  5,804 
*  GrafTech International Ltd.  368,793  5,764 
  Steelcase Inc. Class A  674,792  5,621 
*  Beacon Roofing Supply Inc.  385,573  5,618 
  American Science & Engineering Inc.  76,263  5,617 
  Cubic Corp.  135,860  5,543 
  Resources Connection Inc.  392,191  5,397 
  Administaff Inc.  199,358  5,369 
  Baldor Electric Co.  131,845  5,327 
  Raven Industries Inc.  137,375  5,205 
*,^ A123 Systems Inc.  574,138  5,150 
*  TrueBlue Inc.  373,204  5,094 
*  Esterline Technologies Corp.  88,462  5,063 
  Allegiant Travel Co. Class A  118,117  4,999 
*  Navigant Consulting Inc.  428,419  4,983 
  Badger Meter Inc.  120,557  4,880 
*  Mobile Mini Inc.  308,076  4,726 
*  Astec Industries Inc.  162,707  4,642 
*  SYKES Enterprises Inc.  341,105  4,632 
*,^ EnerNOC Inc.  146,012  4,586 
  Lindsay Corp.  105,747  4,581 
  Barnes Group Inc.  257,456  4,529 
  AZZ Inc.  105,212  4,507 
  Tennant Co.  143,883  4,446 
  Mueller Industries Inc.  159,620  4,228 
*  RBC Bearings Inc.  118,775  4,036 
*  AAR Corp.  214,861  4,009 
*  Exponent Inc.  117,371  3,942 
*  Kforce Inc.  282,541  3,876 
*  Huron Consulting Group Inc.  176,044  3,871 
*  USG Corp.  292,917  3,864 
  John Bean Technologies Corp.  236,929  3,817 
*  ICF International Inc.  146,460  3,672 
  Gorman-Rupp Co.  126,553  3,488 
*  RSC Holdings Inc.  435,329  3,248 
  Marten Transport Ltd.  139,366  3,230 


*  Korn/Ferry International  194,959  3,225 
*  Polypore International Inc.  103,754  3,129 
*,^ Harbin Electric Inc.  171,137  3,062 
  Sun Hydraulics Corp.  107,111  3,019 
  Simpson Manufacturing Co. Inc.  116,508  3,004 
*  Force Protection Inc.  595,452  3,001 
  Heidrick & Struggles International Inc.  148,082  2,885 
*  Aerovironment Inc.  128,497  2,859 
*  KAR Auction Services Inc.  226,676  2,858 
*  Orion Marine Group Inc.  227,759  2,826 
  HEICO Corp. Class A  80,299  2,736 
*  SFN Group Inc.  440,007  2,644 
*  Team Inc.  152,662  2,627 
  Vicor Corp.  177,584  2,594 
*  3D Systems Corp.  164,765  2,588 
  Standex International Corp.  105,808  2,559 
  AAON Inc.  108,238  2,546 
*  Celadon Group Inc.  179,283  2,476 
*  LB Foster Co. Class A  85,431  2,472 
  NACCO Industries Inc. Class A  27,890  2,437 
*  Cenveo Inc.  474,325  2,386 
*,^ YRC Worldwide Inc.  8,939,511  2,235 
*  Michael Baker Corp.  67,224  2,216 
*  Blount International Inc.  170,476  2,170 
*  Powell Industries Inc.  68,098  2,119 
*  Trex Co. Inc.  110,081  2,099 
*  GenCorp Inc.  421,781  2,075 
  Kaman Corp.  77,014  2,019 
*  RailAmerica Inc.  209,484  2,017 
*  Saia Inc.  134,582  2,009 
*  Kadant Inc.  105,430  1,994 
*  Standard Parking Corp.  116,362  1,990 
*  Taser International Inc.  504,272  1,957 
*  H&E Equipment Services Inc.  236,813  1,887 
  Great Lakes Dredge & Dock Corp.  304,975  1,772 
*  Pacer International Inc.  293,283  1,771 
  Arkansas Best Corp.  70,671  1,712 
*  Hawaiian Holdings Inc.  281,534  1,686 
  Viad Corp.  86,387  1,671 
  Dynamic Materials Corp.  108,346  1,637 
*,^ Ener1 Inc.  420,191  1,546 
*  CBIZ Inc.  255,501  1,515 
*  Innerworkings Inc.  230,021  1,511 
*,^ Capstone Turbine Corp.  1,957,213  1,511 
*  Genco Shipping & Trading Ltd.  94,152  1,501 
*  ATC Technology Corp.  59,686  1,477 
*  Furmanite Corp.  296,344  1,446 
  Houston Wire & Cable Co.  140,987  1,414 
*  Sauer-Danfoss Inc.  65,990  1,405 
  Tredegar Corp.  72,225  1,371 
  Bowne & Co. Inc.  119,290  1,352 
*  Metalico Inc.  335,284  1,284 
*  Greenbrier Cos. Inc.  80,791  1,260 
*  APAC Customer Services Inc.  222,331  1,258 
*  Fushi Copperweld Inc.  141,750  1,232 
*  M&F Worldwide Corp.  49,295  1,200 
*  Titan Machinery Inc.  72,767  1,186 
*  Mistras Group Inc.  100,836  1,168 


*  American Commercial Lines Inc.  40,237  1,122 
*  FuelCell Energy Inc.  908,192  1,117 
*,^ Energy Recovery Inc.  262,873  944 
*  ACCO Brands Corp.  160,096  921 
*  Columbus McKinnon Corp.  53,390  886 
*  Fuel Tech Inc.  140,589  881 
*  Broadwind Energy Inc.  448,195  838 
*  Gibraltar Industries Inc.  80,021  719 
*,^ RINO International Corp.  46,238  645 
*  Hill International Inc.  142,571  639 
*,^ Valence Technology Inc.  525,810  605 
*  Argan Inc.  62,693  586 
*,^ China Fire & Security Group Inc.  68,302  554 
  American Woodmark Corp.  27,041  479 
*  Northwest Pipe Co.  26,625  466 
*  Patriot Transportation Holding Inc.  5,358  376 
*  Universal Truckload Services Inc.  18,234  286 
*  Duoyuan Printing Inc.  32,098  91 
      999,337 
Information Technology (28.6%)     
*  Atmel Corp.  3,896,449  31,016 
*  Informatica Corp.  776,794  29,837 
*  MICROS Systems Inc.  679,192  28,750 
  Solera Holdings Inc.  592,018  26,144 
*  TIBCO Software Inc.  1,405,240  24,929 
*  Riverbed Technology Inc.  511,174  23,299 
*  JDS Uniphase Corp.  1,862,534  23,077 
*  WebMD Health Corp.  457,378  22,809 
*  VeriFone Systems Inc.  718,178  22,314 
*  Itron Inc.  340,925  20,875 
*,^ Rackspace Hosting Inc.  788,925  20,496 
*  Polycom Inc.  720,739  19,662 
*  Parametric Technology Corp.  981,918  19,187 
*  Gartner Inc.  650,986  19,165 
*  CommScope Inc.  799,034  18,969 
*  Varian Semiconductor Equipment Associates Inc.  631,028  18,161 
*  Concur Technologies Inc.  358,615  17,730 
  Jack Henry & Associates Inc.  685,762  17,487 
  ADTRAN Inc.  473,286  16,707 
*  QLogic Corp.  943,489  16,643 
*  Cypress Semiconductor Corp.  1,317,518  16,574 
*  Zebra Technologies Corp.  488,428  16,431 
*  MercadoLibre Inc.  224,012  16,169 
  National Instruments Corp.  491,907  16,066 
*  NeuStar Inc. Class A  634,298  15,769 
*  Atheros Communications Inc.  591,534  15,587 
*  Genpact Ltd.  833,069  14,770 
*  Sohu.com Inc.  255,983  14,750 
*  Ariba Inc.  760,401  14,372 
*  VistaPrint NV  370,026  14,301 
  Plantronics Inc.  413,426  13,966 
*  Silicon Laboratories Inc.  369,810  13,554 
*  Aruba Networks Inc.  625,140  13,340 
*  Netlogic Microsystems Inc.  476,848  13,151 
*  Monster Worldwide Inc.  1,013,602  13,136 
*  Anixter International Inc.  242,184  13,076 
*  Quest Software Inc.  529,881  13,030 


*  TriQuint Semiconductor Inc.  1,313,124  12,606 
*  Viasat Inc.  303,743  12,487 
*  Ciena Corp.  783,193  12,194 
*  Microsemi Corp.  702,324  12,045 
*,^ Veeco Instruments Inc.  340,659  11,879 
*  GSI Commerce Inc.  473,040  11,684 
*  Digital River Inc.  335,255  11,412 
*  Cadence Design Systems Inc.  1,486,442  11,342 
*  Netezza Corp.  416,045  11,212 
*  Wright Express Corp.  311,837  11,136 
*  Teradyne Inc.  991,271  11,043 
*  InterDigital Inc.  371,603  11,003 
  Sapient Corp.  908,331  10,873 
*,^ Finisar Corp.  564,604  10,609 
*  Acxiom Corp.  640,532  10,159 
*  Rambus Inc.  484,482  10,097 
*  Plexus Corp.  341,500  10,023 
*  SuccessFactors Inc.  398,231  10,000 
*  Unisys Corp.  357,864  9,984 
*,^ Blackboard Inc.  274,469  9,892 
*  Hittite Microwave Corp.  206,228  9,827 
*  Acme Packet Inc.  256,947  9,749 
*  Cirrus Logic Inc.  539,956  9,633 
*  ArcSight Inc.  215,654  9,394 
  Syntel Inc.  210,894  9,385 
*  Vishay Intertechnology Inc.  947,610  9,173 
  Blackbaud Inc.  379,187  9,116 
  MAXIMUS Inc.  147,782  9,100 
*  j2 Global Communications Inc.  382,266  9,094 
*  CommVault Systems Inc.  346,992  9,032 
*  ValueClick Inc.  688,127  9,001 
*  Cymer Inc.  241,864  8,968 
*  TiVo Inc.  977,145  8,853 
*  Taleo Corp. Class A  302,809  8,778 
*  Infinera Corp.  744,779  8,692 
*  AsiaInfo-Linkage Inc.  439,312  8,668 
*  Cavium Networks Inc.  300,375  8,639 
*  Coherent Inc.  213,877  8,557 
  Cognex Corp.  318,936  8,554 
*  Blue Coat Systems Inc.  352,205  8,474 
*  L-1 Identity Solutions Inc.  707,277  8,296 
*,^ Synaptics Inc.  286,677  8,067 
*,^ OpenTable Inc.  115,581  7,869 
*  Tessera Technologies Inc.  424,974  7,862 
*  Fortinet Inc.  313,947  7,849 
*  Ultimate Software Group Inc.  200,396  7,743 
*  Mantech International Corp. Class A  193,884  7,678 
  Power Integrations Inc.  236,901  7,531 
*  Advent Software Inc.  141,850  7,403 
*  SRA International Inc. Class A  371,138  7,319 
*  MKS Instruments Inc.  402,791  7,242 
*  PMC - Sierra Inc.  970,467  7,143 
*  Euronet Worldwide Inc.  387,816  6,977 
*,^ Ebix Inc.  296,553  6,954 
*  Semtech Corp.  341,641  6,898 
*  Rofin-Sinar Technologies Inc.  270,490  6,865 
*  Checkpoint Systems Inc.  334,191  6,801 
*  MicroStrategy Inc. Class A  76,966  6,666 


*  Comtech Telecommunications Corp.  241,367  6,601 
*  Oclaro Inc.  410,284  6,569 
*  Websense Inc.  365,663  6,487 
*  Cabot Microelectronics Corp.  200,089  6,439 
*,^ GT Solar International Inc.  761,539  6,374 
*  Sourcefire Inc.  220,929  6,372 
*  SAVVIS Inc.  302,046  6,367 
*  Universal Display Corp.  270,835  6,365 
*  Scansource Inc.  227,285  6,305 
*  FEI Co.  321,580  6,293 
*  Amkor Technology Inc.  933,086  6,130 
*  Progress Software Corp.  178,578  5,911 
*  Compuware Corp.  666,736  5,687 
*  Harmonic Inc.  820,467  5,645 
*  Manhattan Associates Inc.  192,213  5,641 
*  DTS Inc.  147,208  5,619 
*  Applied Micro Circuits Corp.  554,134  5,541 
*  DealerTrack Holdings Inc.  324,166  5,537 
*  Art Technology Group Inc.  1,329,281  5,490 
*,^ Power-One Inc.  598,670  5,442 
*  Radiant Systems Inc.  309,623  5,295 
*  CSG Systems International Inc.  288,356  5,257 
*  Arris Group Inc.  536,782  5,244 
*  Netgear Inc.  193,743  5,233 
*  IPG Photonics Corp.  215,190  5,195 
*  Intermec Inc.  418,484  5,131 
*  Netscout Systems Inc.  247,929  5,085 
*  Tyler Technologies Inc.  251,976  5,080 
*  Diodes Inc.  297,123  5,078 
*  OSI Systems Inc.  139,109  5,052 
*  Isilon Systems Inc.  220,813  4,920 
*,^ Constant Contact Inc.  229,357  4,915 
*  Volterra Semiconductor Corp.  227,545  4,897 
  Heartland Payment Systems Inc.  320,294  4,875 
*  Monolithic Power Systems Inc.  289,683  4,731 
*  DG FastChannel Inc.  216,439  4,708 
  iGate Corp.  257,494  4,671 
*  Stratasys Inc.  163,998  4,546 
*  SolarWinds Inc.  259,038  4,471 
*  Cogent Inc.  417,320  4,440 
*  International Rectifier Corp.  209,476  4,418 
*  Forrester Research Inc.  132,859  4,395 
*,^ SunPower Corp. Class A  305,039  4,393 
  Pegasystems Inc.  141,166  4,383 
*  Standard Microsystems Corp.  189,833  4,330 
*  comScore Inc.  183,806  4,323 
*  LogMeIn Inc.  116,097  4,177 
*  ACI Worldwide Inc.  186,014  4,165 
*  Verigy Ltd.  499,499  4,061 
*  RightNow Technologies Inc.  203,243  4,004 
*  TeleTech Holdings Inc.  258,756  3,840 
  NIC Inc.  456,757  3,787 
*  NetSuite Inc.  159,919  3,769 
*  Net 1 UEPS Technologies Inc.  324,525  3,751 
*  Ixia  297,162  3,685 
*  Terremark Worldwide Inc.  355,507  3,676 
*  Quantum Corp.  1,713,869  3,633 
*  Oplink Communications Inc.  177,810  3,528 


*  STEC Inc.  279,340  3,478 
*,^ Rubicon Technology Inc.  150,243  3,409 
*  Compellent Technologies Inc.  187,088  3,401 
*  Internet Capital Group Inc.  306,839  3,384 
*  Anadigics Inc.  548,974  3,343 
*  Entegris Inc.  714,938  3,339 
*  Ultratech Inc.  192,670  3,295 
  EPIQ Systems Inc.  263,728  3,233 
*  SunPower Corp. Class B  230,121  3,189 
*  Sonus Networks Inc.  873,762  3,084 
*  Synchronoss Technologies Inc.  172,393  3,070 
*  TTM Technologies Inc.  306,621  3,002 
*  Move Inc.  1,321,384  2,947 
*  Maxwell Technologies Inc.  201,508  2,944 
*  LoopNet Inc.  246,360  2,917 
*  Internet Brands Inc. Class A  219,203  2,911 
  Daktronics Inc.  293,897  2,886 
*  Vocus Inc.  155,077  2,866 
*  Kenexa Corp.  162,811  2,852 
*  Sanmina-SCI Corp.  235,812  2,849 
*  Integrated Device Technology Inc.  481,769  2,818 
*  FARO Technologies Inc.  129,128  2,816 
*  Smith Micro Software Inc.  261,482  2,599 
*  ATMI Inc.  173,477  2,578 
*  Sigma Designs Inc.  224,137  2,575 
*  Take-Two Interactive Software Inc.  250,880  2,544 
*  DivX Inc.  262,073  2,498 
*  TNS Inc.  143,427  2,431 
*  RealNetworks Inc.  737,180  2,403 
*  DemandTec Inc.  253,982  2,390 
*  ExlService Holdings Inc.  122,318  2,379 
*  S1 Corp.  439,030  2,287 
*  Super Micro Computer Inc.  217,346  2,258 
*  Hughes Communications Inc.  82,591  2,251 
*  Echelon Corp.  262,566  2,245 
*  Knot Inc.  243,391  2,222 
*  Limelight Networks Inc.  374,259  2,201 
  Cass Information Systems Inc.  63,015  2,162 
*  Novatel Wireless Inc.  262,218  2,066 
*  Supertex Inc.  92,231  2,040 
*,^ China Security & Surveillance Technology Inc.  366,624  2,038 
*  Advanced Energy Industries Inc.  155,698  2,033 
*  Powerwave Technologies Inc.  1,112,888  2,025 
*  Liquidity Services Inc.  124,661  1,996 
*  Kopin Corp.  558,877  1,984 
*  Interactive Intelligence Inc.  111,012  1,954 
*  Bottomline Technologies Inc.  125,526  1,928 
*,^ Energy Conversion Devices Inc.  383,961  1,927 
*  Internap Network Services Corp.  391,103  1,920 
*  Multi-Fineline Electronix Inc.  86,682  1,906 
*  IXYS Corp.  199,348  1,904 
*  Digi International Inc.  198,518  1,884 
*  Intevac Inc.  186,974  1,872 
*  Pericom Semiconductor Corp.  215,108  1,869 
*  Global Cash Access Holdings Inc.  446,860  1,823 
*  Seachange International Inc.  235,825  1,747 
*  Monotype Imaging Holdings Inc.  190,841  1,746 
*  FormFactor Inc.  199,371  1,715 


*  VASCO Data Security International Inc.  252,631  1,642 
*  Lattice Semiconductor Corp.  344,390  1,636 
*  Comverge Inc.  200,423  1,575 
*  PROS Holdings Inc.  165,697  1,538 
*  TeleCommunication Systems Inc. Class A  390,730  1,528 
*  Rogers Corp.  46,416  1,461 
  Methode Electronics Inc.  155,517  1,412 
  Opnet Technologies Inc.  73,876  1,341 
*  Dice Holdings Inc.  157,792  1,338 
*  Rudolph Technologies Inc.  160,924  1,337 
  Micrel Inc.  130,058  1,282 
*,^ China Information Technology Inc.  259,835  1,265 
*  Actel Corp.  77,232  1,232 
*  ShoreTel Inc.  245,714  1,219 
*  Kulicke & Soffa Industries Inc.  195,072  1,207 
*  EMS Technologies Inc.  64,380  1,199 
*  NCI Inc. Class A  63,129  1,194 
*,^ Echo Global Logistics Inc.  91,442  1,168 
*  Stamps.com Inc.  89,547  1,164 
*  Zoran Corp.  149,852  1,145 
*  Deltek Inc.  141,316  1,132 
*  Conexant Systems Inc.  678,489  1,113 
*  Perficient Inc.  120,907  1,105 
*  Silicon Image Inc.  225,437  1,078 
*  BigBand Networks Inc.  369,379  1,049 
*  Anaren Inc.  58,309  979 
*  Infospace Inc.  105,713  915 
*  Electro Scientific Industries Inc.  81,271  903 
*  FalconStor Software Inc.  286,736  877 
  Bel Fuse Inc. Class B  37,763  786 
*  Extreme Networks  250,165  778 
*  ICx Technologies Inc.  102,651  775 
*  Advanced Analogic Technologies Inc.  220,130  773 
*  Mattson Technology Inc.  272,729  750 
*,^ Rosetta Stone Inc.  33,064  702 
*  Silicon Graphics International Corp.  84,538  656 
*  Exar Corp.  109,201  654 
*  Archipelago Learning Inc.  52,798  632 
*,^ Evergreen Solar Inc.  817,363  600 
*  Trident Microsystems Inc.  290,916  497 
  Renaissance Learning Inc.  43,022  438 
*  Opnext Inc.  266,871  419 
*  China TransInfo Technology Corp.  28,318  180 
  Bel Fuse Inc. Class A  3,166  66 
*  Equinix Inc.  1  — 
      1,701,959 
Materials (3.9%)     
*  Allied Nevada Gold Corp.  665,338  17,631 
*  WR Grace & Co.  614,912  17,181 
*  Solutia Inc.  1,026,606  16,446 
  NewMarket Corp.  108,203  12,300 
  Royal Gold Inc.  212,222  10,577 
*  Intrepid Potash Inc.  381,267  9,940 
  Schnitzer Steel Industries Inc.  192,202  9,279 
*  RTI International Metals Inc.  254,586  7,795 
*  Globe Specialty Metals Inc.  534,658  7,507 
  Balchem Corp.  238,612  7,364 


  Silgan Holdings Inc.  226,519  7,181 
*  Stillwater Mining Co.  413,565  6,964 
*  Calgon Carbon Corp.  475,444  6,894 
*  Hecla Mining Co.  1,024,108  6,472 
*  PolyOne Corp.  510,279  6,169 
  Cabot Corp.  184,016  5,993 
  Rock-Tenn Co. Class A  109,630  5,461 
*  Brush Engineered Materials Inc.  174,742  4,970 
  AMCOL International Corp.  183,459  4,805 
*  Georgia Gulf Corp.  285,540  4,666 
*,^ STR Holdings Inc.  210,144  4,526 
  Schweitzer-Mauduit International Inc.  77,308  4,508 
  Stepan Co.  67,833  4,010 
*  Horsehead Holding Corp.  364,699  3,600 
*  KapStone Paper and Packaging Corp.  291,419  3,538 
  Zep Inc.  183,817  3,206 
  Eagle Materials Inc.  123,678  2,931 
  Deltic Timber Corp.  62,000  2,778 
*  LSB Industries Inc.  144,007  2,674 
*  Kraton Performance Polymers Inc.  91,784  2,492 
*  Zoltek Cos. Inc.  247,992  2,410 
  Haynes International Inc.  66,199  2,312 
*  Spartech Corp.  258,837  2,125 
*  Boise Inc.  323,401  2,099 
*  General Moly Inc.  517,876  1,895 
*,^ Gulf Resources Inc.  172,559  1,327 
*  Landec Corp.  213,198  1,324 
*  Graphic Packaging Holding Co.  364,687  1,218 
*  Headwaters Inc.  326,320  1,175 
*,^ China Green Agriculture Inc.  123,211  1,082 
*,^ Yongye International Inc.  148,018  1,045 
  Hawkins Inc.  25,353  898 
*,^ China Agritech Inc.  70,780  818 
*  United States Lime & Minerals Inc.  18,827  728 
      230,314 
Telecommunication Services (1.2%)     
*  tw telecom inc Class A  1,219,074  22,638 
*  AboveNet Inc.  127,650  6,649 
*  Leap Wireless International Inc.  529,637  6,541 
  Alaska Communications Systems Group Inc.  377,458  3,831 
*  Global Crossing Ltd.  281,613  3,621 
*  Cogent Communications Group Inc.  377,469  3,575 
  Shenandoah Telecommunications Co.  191,065  3,472 
*  Neutral Tandem Inc.  264,148  3,157 
  USA Mobility Inc.  186,444  2,989 
*  Cbeyond Inc.  207,080  2,657 
*  General Communication Inc. Class A  263,994  2,632 
*  Vonage Holdings Corp.  983,161  2,507 
*  PAETEC Holding Corp.  557,901  2,293 
*  ICO Global Communications Holdings Ltd.  1,355,526  2,223 
*  Premiere Global Services Inc.  310,558  2,199 
  Atlantic Tele-Network Inc.  41,598  2,048 
      73,032 
Utilities (0.5%)     
  ITC Holdings Corp.  424,115  26,401 
  Ormat Technologies Inc.  173,147  5,051 
*  Dynegy Inc. Class A  303,742  1,479 


*,^ China Natural Gas Inc.      57,835  343 
        33,274 
Total Common Stocks (Cost $5,077,420)        5,961,065 
        Market 
        Value 
  Coupon    Shares  ($000) 
Temporary Cash Investments (2.7%)1         
Money Market Fund (2.7%)         
2,3 Vanguard Market Liquidity Fund  0.261%    159,384,910  159,385 
 
      Face  Market 
    Maturity  Amount  Value 
  Coupon  Date  ($000)  ($000) 
U.S. Government and Agency Obligations (0.0%)         
4,5 Fannie Mae Discount Notes  0.200%  10/20/10  1,500  1,500 
4,5 Fannie Mae Discount Notes  0.341%  3/1/11  200  199 
        1,699 
Total Temporary Cash Investments (Cost $161,084)        161,084 
Total Investments (102.8%) (Cost $5,238,504)        6,122,149 
Other Assets and Liabilities-Net (-2.8%)3        (164,215) 
Net Assets (100%)        5,957,934 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $142,449,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.3% and 2.5%, respectively, of net assets.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
3 Includes $157,111,000 of collateral received for securities on loan.
4 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.
5 Securities with a value of $1,699,000 have been segregated as initial margin for open futures contracts.

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

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

Level 1—Quoted prices in active markets for identical securities.


Small-Cap Growth Index Fund

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

The following table summarizes the fund's investments as of September 30, 2010, based on the inputs used to value them:

  Level 1  Level 2  Level 3 
Investments  ($000)  ($000)  ($000) 
Common Stocks  5,961,065  —  — 
Temporary Cash Investments  159,385  1,699  — 
Futures Contracts—Liabilities1  (21)  —  — 
Total  6,120,429  1,699  — 
1 Represents variation margin on the last day of the reporting period.     

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

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

At September 30, 2010, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000) 
      Aggregate   
    Number of  Settlement  Unrealized 
    Long (Short  Value  Appreciation 
Futures Contracts  Expiration  Contracts)  Long (Short)  (Depreciation) 
E-mini Russell 2000 Index  December 2010  190  12,816  267 

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

D. At September 30, 2010, the cost of investment securities for tax purposes was $5,238,504,000. Net unrealized appreciation of investment securities for tax purposes was $883,645,000, consisting of unrealized gains of $1,235,955,000 on securities that had risen in value since their purchase and $352,310,000 in unrealized losses on securities that had fallen in value since their purchase.


Small-Cap Growth Index Fund


Vanguard Mid-Cap Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (99.9%)1     
Consumer Discretionary (16.9%)     
*  priceline.com Inc.  506,624  176,477 
  Starwood Hotels & Resorts Worldwide Inc.  2,106,200  110,681 
  Mattel Inc.  4,054,001  95,107 
*  Liberty Media Corp. - Interactive  6,312,965  86,551 
  Limited Brands, Inc.  3,055,474  81,826 
*  O'Reilly Automotive Inc.  1,535,115  81,668 
  Virgin Media Inc.  3,492,459  80,396 
*  NetFlix Inc.  493,708  80,060 
  Genuine Parts Co.  1,764,858  78,695 
  Wynn Resorts Ltd.  890,868  77,301 
  Harley-Davidson Inc.  2,616,947  74,426 
  Ross Stores Inc.  1,360,137  74,291 
  Cablevision Systems Corp. Class A  2,794,099  73,177 
  Nordstrom Inc.  1,938,596  72,116 
*  Dollar Tree Inc.  1,471,514  71,751 
*  CarMax Inc.  2,485,711  69,252 
*  BorgWarner Inc.  1,308,397  68,848 
  Whirlpool Corp.  834,785  67,584 
  Tiffany & Co.  1,413,197  66,406 
*  Discovery Communications Inc. Class A  1,511,182  65,812 
  Expedia Inc.  2,297,988  64,826 
  Hasbro Inc.  1,454,926  64,759 
  Darden Restaurants Inc.  1,484,432  63,504 
  Polo Ralph Lauren Corp. Class A  706,675  63,502 
  Family Dollar Stores Inc.  1,426,162  62,979 
  Autoliv Inc.  949,146  62,008 
*  Discovery Communications Inc.  1,575,033  60,150 
*  Chipotle Mexican Grill Inc. Class A  349,678  60,145 
  Advance Auto Parts Inc.  971,580  57,012 
  Newell Rubbermaid Inc.  3,092,109  55,070 
  Wyndham Worldwide Corp.  2,000,345  54,949 
*  Interpublic Group of Cos. Inc.  5,438,556  54,549 
*  Sirius XM Radio Inc.  43,187,465  51,825 
*  Royal Caribbean Cruises Ltd.  1,552,867  48,962 
*  Liberty Media Corp. - Capital  928,746  48,351 
  Scripps Networks Interactive Inc. Class A  1,011,038  48,105 
  PetSmart Inc.  1,373,373  48,068 
  International Game Technology  3,313,239  47,876 
  H&R Block Inc.  3,659,203  47,387 
*  Urban Outfitters Inc.  1,506,002  47,349 
*  Liberty Global Inc. Class A  1,455,691  44,850 
*  TRW Automotive Holdings Corp.  1,065,851  44,297 
*  NVR Inc.  64,565  41,808 
*  Lear Corp.  518,925  40,959 
*  Liberty Global Inc.  1,282,980  39,208 
  Abercrombie & Fitch Co.  980,249  38,543 
  Leggett & Platt Inc.  1,649,936  37,553 
  DR Horton Inc.  3,182,867  35,393 
*  Liberty Media Corp. - Starz  543,453  35,259 


  DeVry Inc.  712,483  35,061 
*  Mohawk Industries Inc.  647,771  34,526 
*  Pulte Group Inc.  3,826,952  33,524 
*,^ MGM Resorts International  2,942,668  33,193 
  American Eagle Outfitters Inc.  2,210,402  33,068 
  Gannett Co. Inc.  2,647,139  32,374 
*  GameStop Corp. Class A  1,613,910  31,810 
*  LKQ Corp.  1,508,130  31,369 
*  Toll Brothers Inc.  1,561,736  29,704 
*  Goodyear Tire & Rubber Co.  2,557,448  27,493 
  Guess? Inc.  674,661  27,411 
*  ITT Educational Services Inc.  384,351  27,008 
^  Strayer Education Inc.  154,640  26,985 
^  Washington Post Co. Class B  65,917  26,328 
*  Harman International Industries Inc.  772,712  25,816 
  Foot Locker Inc.  1,740,479  25,289 
  Lennar Corp. Class A  1,643,990  25,285 
  Burger King Holdings Inc.  1,056,859  25,238 
*  Penn National Gaming Inc.  750,680  22,228 
  Brinker International Inc.  1,141,422  21,527 
*  Lamar Advertising Co. Class A  642,788  20,454 
*  Hyatt Hotels Corp. Class A  488,232  18,255 
  Wendy's/Arby's Group Inc. Class A  3,829,004  17,345 
*,^ AutoNation Inc.  719,031  16,717 
  Weight Watchers International Inc.  386,051  12,041 
*,^ Education Management Corp.  479,202  7,035 
*  Clear Channel Outdoor Holdings Inc. Class A  455,102  5,202 
  Lennar Corp. Class B  63,528  783 
      3,794,740 
Consumer Staples (4.4%)     
  Mead Johnson Nutrition Co.  2,273,100  129,362 
  Dr Pepper Snapple Group Inc.  2,730,749  96,996 
  Bunge Ltd.  1,522,047  90,044 
  JM Smucker Co.  1,324,024  80,143 
*  Whole Foods Market Inc.  1,619,773  60,110 
  McCormick & Co. Inc.  1,334,782  56,114 
  Tyson Foods Inc. Class A  3,240,929  51,920 
  Church & Dwight Co. Inc.  787,779  51,158 
*  Energizer Holdings Inc.  739,459  49,714 
*  Hansen Natural Corp.  838,609  39,096 
*  Green Mountain Coffee Roasters Inc.  1,238,924  38,642 
*  Constellation Brands Inc. Class A  2,104,905  37,236 
  Alberto-Culver Co. Class B  985,309  37,097 
  Hormel Foods Corp.  816,911  36,434 
*  Ralcorp Holdings Inc.  610,078  35,677 
*  Smithfield Foods Inc.  1,658,740  27,917 
  SUPERVALU Inc.  2,358,916  27,198 
  Flowers Foods Inc.  918,658  22,820 
*  Dean Foods Co.  2,019,844  20,623 
      988,301 
Energy (8.2%)     
*  Cameron International Corp.  2,714,214  116,603 
  El Paso Corp.  7,821,882  96,835 
  Consol Energy Inc.  2,508,654  92,720 
*  FMC Technologies Inc.  1,351,359  92,284 
*  Newfield Exploration Co.  1,482,699  85,166 
  Pioneer Natural Resources Co.  1,288,459  83,788 


Range Resources Corp.  1,771,831  67,560 
* Denbury Resources Inc.  4,215,619  66,986 
Cimarex Energy Co.  932,287  61,699 
QEP Resources Inc.  1,941,100  58,505 
* Pride International Inc.  1,951,847  57,443 
* Nabors Industries Ltd.  3,170,034  57,251 
* Concho Resources Inc.  864,877  57,229 
* Alpha Natural Resources Inc.  1,345,548  55,369 
EQT Corp.  1,519,133  54,780 
* Whiting Petroleum Corp.  571,663  54,600 
* Petrohawk Energy Corp.  3,358,184  54,201 
* Kinder Morgan Management LLC  887,403  53,466 
Sunoco Inc.  1,339,905  48,906 
Arch Coal Inc.  1,805,784  48,232 
Helmerich & Payne Inc.  1,175,154  47,547 
* Plains Exploration & Production Co.  1,557,127  41,529 
* Rowan Cos. Inc.  1,271,777  38,611 
* McDermott International Inc.  2,568,821  37,967 
* Forest Oil Corp.  1,187,147  35,258 
Cabot Oil & Gas Corp.  1,154,852  34,773 
* Dresser-Rand Group Inc.  917,198  33,835 
Massey Energy Co.  1,087,101  33,722 
* Oceaneering International Inc.  612,844  33,008 
EXCO Resources Inc.  2,007,009  29,844 
Patterson-UTI Energy Inc.  1,709,989  29,207 
Tidewater Inc.  576,705  25,842 
Tesoro Corp.  1,571,524  20,996 
* Continental Resources Inc.  378,298  17,538 
* Quicksilver Resources Inc.  1,326,363  16,712 
* Cobalt International Energy Inc.  992,254  9,476 
    1,849,488 
Financials (17.7%)     
HCP Inc.  3,267,298  117,557 
Host Hotels & Resorts Inc.  7,014,986  101,577 
Discover Financial Services  6,044,321  100,819 
Regions Financial Corp.  13,254,036  96,357 
AvalonBay Communities Inc.  922,370  95,862 
Ventas Inc.  1,743,389  89,907 
* CIT Group Inc.  2,112,159  86,218 
XL Group PLC Class A  3,802,161  82,355 
Unum Group  3,699,194  81,937 
Lincoln National Corp.  3,361,974  80,418 
KeyCorp  9,771,524  77,781 
New York Community Bancorp Inc.  4,597,796  74,714 
* IntercontinentalExchange Inc.  698,557  73,153 
Comerica Inc.  1,959,719  72,804 
Kimco Realty Corp.  4,508,347  71,007 
Health Care REIT Inc.  1,472,622  69,714 
* Genworth Financial Inc. Class A  5,435,962  66,428 
PartnerRe Ltd.  826,207  66,245 
Plum Creek Timber Co. Inc.  1,811,219  63,936 
ProLogis  5,297,033  62,399 
* SLM Corp.  5,399,032  62,359 
Macerich Co.  1,441,961  61,932 
* CB Richard Ellis Group Inc. Class A  3,218,618  58,836 
Digital Realty Trust Inc.  942,984  58,182 
Willis Group Holdings PLC  1,883,989  58,065 


  Everest Re Group Ltd.  654,864  56,626 
  Federal Realty Investment Trust  681,926  55,686 
  Legg Mason Inc.  1,817,622  55,092 
  SL Green Realty Corp.  866,480  54,874 
  People's United Financial Inc.  4,165,195  54,522 
*,^ American International Group Inc.  1,349,819  52,778 
  Assurant Inc.  1,294,704  52,695 
*  Leucadia National Corp.  2,163,463  51,101 
  Nationwide Health Properties Inc.  1,305,096  50,468 
  Cincinnati Financial Corp.  1,720,330  49,632 
  AMB Property Corp.  1,869,139  49,476 
  Torchmark Corp.  917,080  48,734 
*  Arch Capital Group Ltd.  581,365  48,718 
  Huntington Bancshares Inc.  7,964,399  45,158 
  Rayonier Inc.  891,137  44,664 
  Axis Capital Holdings Ltd.  1,338,173  44,079 
  UDR Inc.  1,993,717  42,107 
  WR Berkley Corp.  1,529,815  41,412 
^  Realty Income Corp.  1,209,484  40,784 
^  Liberty Property Trust  1,258,644  40,151 
  RenaissanceRe Holdings Ltd.  667,516  40,024 
  Reinsurance Group of America Inc. Class A  812,910  39,256 
  Marshall & Ilsley Corp.  5,567,099  39,192 
  Fidelity National Financial Inc. Class A  2,425,061  38,098 
  Eaton Vance Corp.  1,311,787  38,094 
  Zions Bancorporation  1,781,149  38,045 
*  Affiliated Managers Group Inc.  470,307  36,689 
  Transatlantic Holdings Inc.  714,783  36,325 
  Regency Centers Corp.  909,071  35,881 
*  Markel Corp.  103,540  35,679 
  Old Republic International Corp.  2,544,958  35,248 
  HCC Insurance Holdings Inc.  1,278,173  33,348 
  Cullen/Frost Bankers Inc.  605,610  32,624 
  Duke Realty Corp.  2,756,075  31,943 
  Hospitality Properties Trust  1,371,336  30,622 
  SEI Investments Co.  1,477,142  30,045 
  Assured Guaranty Ltd.  1,741,706  29,801 
  Commerce Bancshares Inc.  788,506  29,640 
*  NASDAQ OMX Group Inc.  1,504,435  29,231 
*  First Horizon National Corp.  2,553,087  29,131 
  Jefferies Group Inc.  1,240,351  28,144 
  Raymond James Financial Inc.  1,102,884  27,936 
  Weingarten Realty Investors  1,269,124  27,692 
  City National Corp.  519,313  27,560 
  Brown & Brown Inc.  1,342,856  27,112 
  White Mountains Insurance Group Ltd.  87,306  26,930 
  American Financial Group Inc.  865,154  26,456 
*,^ St. Joe Co.  1,031,396  25,651 
  Associated Banc-Corp  1,825,741  24,082 
^  Federated Investors Inc. Class B  1,033,556  23,524 
  TCF Financial Corp.  1,423,664  23,049 
  Janus Capital Group Inc.  2,044,397  22,386 
  Greenhill & Co. Inc.  278,656  22,103 
  Validus Holdings Ltd.  807,620  21,289 
  BOK Financial Corp.  302,883  13,669 
  Mercury General Corp.  304,847  12,459 
  TFS Financial Corp.  1,029,411  9,460 
^  Capitol Federal Financial  246,725  6,094 


  CBOE Holdings Inc.  132,554  2,656 
      3,996,487 
Health Care (10.3%)     
*  Hospira Inc.  1,843,758  105,113 
  AmerisourceBergen Corp. Class A  3,140,146  96,277 
*  Humana Inc.  1,891,613  95,035 
*  Life Technologies Corp.  2,029,530  94,759 
*  Edwards Lifesciences Corp.  1,257,191  84,295 
*  Varian Medical Systems Inc.  1,373,094  83,072 
*  DaVita Inc.  1,154,729  79,711 
*  Vertex Pharmaceuticals Inc.  2,229,266  77,066 
*  Waters Corp.  1,033,004  73,116 
*  Illumina Inc.  1,353,662  66,600 
*  Cerner Corp.  776,662  65,232 
*  Mylan Inc.  3,432,672  64,569 
*  Alexion Pharmaceuticals Inc.  995,650  64,080 
*  Human Genome Sciences Inc.  2,082,221  62,029 
*  Dendreon Corp.  1,503,180  61,901 
*  CareFusion Corp.  2,471,358  61,388 
*  Henry Schein Inc.  1,015,599  59,494 
  Perrigo Co.  914,060  58,701 
*  ResMed Inc.  1,685,460  55,300 
*  Watson Pharmaceuticals Inc.  1,246,005  52,718 
*  Cephalon Inc.  835,670  52,179 
  DENTSPLY International Inc.  1,545,292  49,403 
*  Mettler-Toledo International Inc.  373,877  46,525 
*  Hologic Inc.  2,879,620  46,103 
*  Endo Pharmaceuticals Holdings Inc.  1,292,223  42,953 
*,^ IDEXX Laboratories Inc.  640,773  39,548 
  Universal Health Services Inc. Class B  997,605  38,767 
  Beckman Coulter Inc.  779,081  38,011 
*  Coventry Health Care Inc.  1,644,200  35,400 
*  Covance Inc.  718,721  33,629 
*  Amylin Pharmaceuticals Inc.  1,596,229  33,281 
*  Community Health Systems Inc.  1,054,457  32,656 
  Omnicare Inc.  1,335,911  31,902 
  Pharmaceutical Product Development Inc.  1,250,915  31,010 
*  Health Net Inc.  1,104,569  30,033 
  Patterson Cos. Inc.  1,023,244  29,316 
  Warner Chilcott PLC Class A  1,261,141  28,300 
*  King Pharmaceuticals Inc.  2,774,156  27,631 
  Lincare Holdings Inc.  1,095,522  27,487 
*  Alere Inc.  878,569  27,174 
*  Gen-Probe Inc.  551,352  26,718 
*  Kinetic Concepts Inc.  717,077  26,231 
*  Charles River Laboratories International Inc.  736,537  24,416 
  Techne Corp.  394,145  24,331 
*  Bio-Rad Laboratories Inc. Class A  212,730  19,254 
*  Myriad Genetics Inc.  1,088,063  17,855 
*  Abraxis BioScience Inc.  89,802  6,945 
  Valeant Pharmaceuticals International Inc.  138,511  3,470 
      2,330,984 
Industrials (12.1%)     
  Dover Corp.  2,075,802  108,378 
  Goodrich Corp.  1,391,246  102,577 
*  Delta Air Lines Inc.  8,778,353  102,180 
  Rockwell Collins Inc.  1,749,432  101,904 


Rockwell Automation Inc.  1,584,849  97,833 
Cooper Industries PLC  1,861,940  91,105 
WW Grainger Inc.  688,665  82,027 
Joy Global Inc.  1,144,082  80,452 
Fastenal Co.  1,474,743  78,442 
Flowserve Corp.  623,143  68,184 
Roper Industries Inc.  1,044,367  68,072 
* UAL Corp.  2,690,834  63,584 
Textron Inc.  3,037,747  62,456 
* Stericycle Inc.  893,562  62,085 
Bucyrus International Inc. Class A  854,616  59,268 
AMETEK Inc.  1,182,039  56,466 
Pall Corp.  1,299,407  54,107 
* Jacobs Engineering Group Inc.  1,389,481  53,773 
Pitney Bowes Inc.  2,306,562  49,314 
Manpower Inc.  909,941  47,499 
Iron Mountain Inc.  2,033,589  45,430 
* Quanta Services Inc.  2,339,519  44,638 
Masco Corp.  3,999,990  44,040 
KBR Inc.  1,784,864  43,979 
Equifax Inc.  1,407,220  43,905 
* Kansas City Southern  1,130,617  42,296 
Cintas Corp.  1,529,100  42,127 
Dun & Bradstreet Corp.  560,042  41,521 
Robert Half International Inc.  1,584,062  41,186 
Avery Dennison Corp.  1,104,758  41,009 
* AGCO Corp.  1,033,913  40,333 
RR Donnelley & Sons Co.  2,292,937  38,888 
Donaldson Co. Inc.  814,081  38,368 
Pentair Inc.  1,096,426  36,873 
JB Hunt Transport Services Inc.  1,061,365  36,829 
* Verisk Analytics Inc. Class A  1,256,591  35,197 
SPX Corp.  554,532  35,091 
* URS Corp.  920,411  34,957 
* Foster Wheeler AG  1,417,271  34,666 
* Owens Corning  1,283,585  32,898 
* Shaw Group Inc.  937,193  31,452 
* IHS Inc. Class A  461,603  31,389 
* Navistar International Corp.  711,458  31,048 
* Terex Corp.  1,208,111  27,690 
* Alliant Techsystems Inc.  367,240  27,690 
* Babcock & Wilcox Co.  1,279,032  27,218 
MSC Industrial Direct Co. Class A  498,681  26,949 
* Hertz Global Holdings Inc.  2,516,758  26,652 
* Copart Inc.  796,264  26,253 
Ryder System Inc.  593,668  25,391 
* Aecom Technology Corp.  1,019,753  24,739 
* Spirit Aerosystems Holdings Inc. Class A  1,170,795  23,334 
Covanta Holding Corp.  1,472,162  23,187 
* AMR Corp.  3,697,820  23,185 
Harsco Corp.  895,921  22,022 
* Continental Airlines Inc. Class B  781,283  19,407 
* FTI Consulting Inc.  522,686  18,132 
* Sensata Technologies Holding NV  380,909  7,527 
    2,727,202 
Information Technology (15.8%)     
* Salesforce.com Inc.  1,287,401  143,931 


* Citrix Systems Inc.  2,064,551  140,885 
Altera Corp.  3,352,804  101,121 
* Akamai Technologies Inc.  1,913,020  95,995 
Amphenol Corp. Class A  1,928,985  94,482 
* SanDisk Corp.  2,556,069  93,680 
* F5 Networks Inc.  890,761  92,470 
* Fiserv Inc.  1,696,158  91,287 
* Red Hat Inc.  2,096,604  85,961 
* McAfee Inc.  1,734,079  81,953 
* BMC Software Inc.  2,017,576  81,672 
* Autodesk Inc.  2,549,555  81,509 
Xilinx Inc.  3,043,836  80,997 
Computer Sciences Corp.  1,714,215  78,854 
Linear Technology Corp.  2,491,188  76,554 
* Western Digital Corp.  2,547,124  72,313 
* Micron Technology Inc.  9,941,231  71,676 
* Teradata Corp.  1,854,983  71,528 
* SAIC Inc.  4,297,655  68,677 
KLA-Tencor Corp.  1,889,381  66,563 
* VeriSign Inc.  2,038,918  64,715 
^ Microchip Technology Inc.  2,047,670  64,399 
Harris Corp.  1,443,016  63,911 
* Seagate Technology PLC  5,417,572  63,819 
Maxim Integrated Products Inc.  3,360,399  62,201 
* Cree Inc.  1,134,906  61,614 
* Electronic Arts Inc.  3,664,187  60,203 
* Lam Research Corp.  1,406,358  58,856 
* Rovi Corp.  1,134,285  57,179 
* Flextronics International Ltd.  9,054,265  54,688 
* Equinix Inc.  485,924  49,734 
* Hewitt Associates Inc. Class A  985,981  49,723 
* Trimble Navigation Ltd.  1,348,169  47,240 
* Avnet Inc.  1,687,434  45,578 
* Advanced Micro Devices Inc.  6,361,510  45,230 
* FLIR Systems Inc.  1,704,291  43,800 
* ANSYS Inc.  1,005,890  42,499 
* Synopsys Inc.  1,664,872  41,239 
* Nuance Communications Inc.  2,589,396  40,498 
Factset Research Systems Inc.  492,459  39,953 
* Lexmark International Inc. Class A  872,438  38,928 
Global Payments Inc.  906,970  38,900 
* Alliance Data Systems Corp.  592,902  38,693 
* Arrow Electronics Inc.  1,349,491  36,072 
Lender Processing Services Inc.  1,053,813  35,018 
Broadridge Financial Solutions Inc.  1,513,638  34,617 
* ON Semiconductor Corp.  4,775,809  34,434 
National Semiconductor Corp.  2,645,881  33,788 
* Dolby Laboratories Inc. Class A  590,856  33,567 
* LSI Corp.  7,264,529  33,126 
Jabil Circuit Inc.  2,177,545  31,378 
* Ingram Micro Inc.  1,838,209  30,992 
Tellabs Inc.  4,067,971  30,306 
* MEMC Electronic Materials Inc.  2,527,553  30,128 
* AOL Inc.  1,186,052  29,355 
* IAC/InterActiveCorp  1,108,295  29,115 
* Brocade Communications Systems Inc.  4,934,867  28,820 
Total System Services Inc.  1,864,814  28,420 
* Novellus Systems Inc.  1,067,472  28,373 


* Avago Technologies Ltd.  1,198,232  26,972 
* NCR Corp.  1,781,613  24,283 
DST Systems Inc.  415,860  18,647 
Molex Inc.  834,804  17,473 
Molex Inc. Class A  683,018  11,939 
    3,552,531 
Materials (6.7%)     
Cliffs Natural Resources Inc.  1,505,291  96,218 
Sigma-Aldrich Corp.  1,349,181  81,464 
Lubrizol Corp.  758,102  80,336 
CF Industries Holdings Inc.  789,694  75,416 
United States Steel Corp.  1,593,573  69,862 
Airgas Inc.  881,349  59,888 
Eastman Chemical Co.  804,076  59,502 
Ball Corp.  974,874  57,371 
Celanese Corp. Class A  1,740,285  55,863 
FMC Corp.  767,625  52,513 
Vulcan Materials Co.  1,419,263  52,399 
* Crown Holdings Inc.  1,800,552  51,604 
* Owens-Illinois Inc.  1,833,426  51,446 
* Pactiv Corp.  1,476,993  48,711 
Walter Energy Inc.  596,455  48,486 
MeadWestvaco Corp.  1,898,809  46,293 
Allegheny Technologies Inc.  985,679  45,785 
International Flavors & Fragrances Inc.  883,867  42,885 
Albemarle Corp.  914,178  42,793 
Ashland Inc.  824,221  40,197 
Sealed Air Corp.  1,772,390  39,843 
^ Martin Marietta Materials Inc.  503,745  38,773 
Nalco Holding Co.  1,536,912  38,746 
Bemis Co. Inc.  1,212,140  38,485 
Sonoco Products Co.  1,115,766  37,311 
Valspar Corp.  1,048,097  33,382 
Reliance Steel & Aluminum Co.  783,415  32,535 
Steel Dynamics Inc.  2,285,060  32,242 
Scotts Miracle-Gro Co. Class A  520,252  26,913 
* Titanium Metals Corp.  999,046  19,941 
Greif Inc. Class A  274,078  16,127 
    1,513,330 
Telecommunication Services (1.7%)     
Frontier Communications Corp.  10,848,795  88,635 
* NII Holdings Inc.  1,859,258  76,415 
Windstream Corp.  5,371,542  66,016 
* SBA Communications Corp. Class A  1,235,406  49,787 
* MetroPCS Communications Inc.  2,747,766  28,742 
* Level 3 Communications Inc.  18,431,226  17,276 
Telephone & Data Systems Inc.  507,342  16,641 
Telephone & Data Systems Inc. - Special Common Shares  542,558  15,381 
* United States Cellular Corp.  208,139  9,568 
* Clearwire Corp. Class A  1,124,223  9,095 
    377,556 
Utilities (6.1%)     
DTE Energy Co.  1,871,758  85,970 
Wisconsin Energy Corp.  1,299,317  75,100 
CenterPoint Energy Inc.  4,407,112  69,280 
Constellation Energy Group Inc.  2,129,457  68,654 
* NRG Energy Inc.  2,837,695  59,081 


  Northeast Utilities      1,956,133  57,843 
  NiSource Inc.      3,080,162  53,595 
  SCANA Corp.      1,309,620  52,804 
  Oneok Inc.      1,122,338  50,550 
  Pinnacle West Capital Corp.      1,205,319  49,743 
*  Calpine Corp.      3,949,872  49,176 
  NSTAR      1,187,030  46,710 
  Allegheny Energy Inc.      1,884,797  46,215 
  Pepco Holdings Inc.      2,480,869  46,144 
  CMS Energy Corp.      2,555,221  46,045 
  American Water Works Co. Inc.      1,941,716  45,184 
  Alliant Energy Corp.      1,231,112  44,751 
  Integrys Energy Group Inc.      855,985  44,563 
  OGE Energy Corp.      1,080,356  43,074 
  National Fuel Gas Co.      773,910  40,096 
  MDU Resources Group Inc.      1,986,443  39,630 
  TECO Energy Inc.      2,258,691  39,120 
  UGI Corp.      1,213,400  34,715 
  Energen Corp.      758,918  34,698 
  DPL Inc.      1,321,902  34,541 
  NV Energy Inc.      2,611,203  34,337 
  AGL Resources Inc.      865,242  33,191 
  Aqua America Inc.      1,522,128  31,051 
*  Mirant Corp.      1,618,657  16,122 
          1,371,983 
Total Common Stocks (Cost $19,914,394)        22,502,602 
          Market 
          Value 
    Coupon    Shares  ($000) 
Temporary Cash Investments (0.8%)1         
Money Market Fund (0.8%)         
2,3 Vanguard Market Liquidity Fund  0.261%    179,550,530  179,551 
 
        Face  Market 
      Maturity  Amount  Value 
    Coupon  Date  ($000)  ($000) 
U.S. Government and Agency Obligations (0.0%)         
4,5 Fannie Mae Discount Notes  0.240%  12/30/10  1,000  999 
Total Temporary Cash Investments (Cost $180,550)        180,550 
Total Investments (100.7%) (Cost $20,094,944)        22,683,152 
Other Assets and Liabilities-Net (-0.7%)2        (167,347) 
Net Assets (100%)        22,515,805 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $134,563,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.0% and 0.7%, respectively, of net assets.
2 Includes $137,287,000 of collateral received for securities on loan.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
4 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.
5 Securities with a value of $999,000 have been segregated as initial margin for open futures contracts.
REIT—Real Estate Investment Trust.


Mid-Cap Index Fund

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

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

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the fund's investments as of September 30, 2010, based on the inputs used to value them:

  Level 1  Level 2  Level 3 
Investments  ($000)  ($000)  ($000) 
Common Stocks  22,502,602  —  — 
Temporary Cash Investments  179,551  999  — 
Futures Contracts—Assets1  3  —  — 
Total  22,682,156  999  — 
1 Represents variation margin on the last day of the reporting period.       

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


Mid-Cap Index Fund

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

At September 30, 2010, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000) 
      Aggregate   
    Number of  Settlement  Unrealized 
    Long (Short)  Value  Appreciation 
Futures Contracts  Expiration  Contracts  Long (Short)  (Depreciation) 
E-mini S&P MidCap 400 Index  December 2010  122  9,761  253 
S&P MidCap 400 Index  December 2010  2  800  26 

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

D. At September 30, 2010, the cost of investment securities for tax purposes was $20,094,944,000. Net unrealized appreciation of investment securities for tax purposes was $2,588,208,000, consisting of unrealized gains of $4,440,848,000 on securities that had risen in value since their purchase and $1,852,640,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Mid-Cap Value Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (100.1%)     
Consumer Discretionary (11.1%)     
  Mattel Inc.  475,327  11,151 
*  Liberty Media Corp. - Interactive  740,426  10,151 
  Limited Brands, Inc.  358,255  9,594 
  Genuine Parts Co.  206,936  9,227 
  Hasbro Inc.  170,597  7,593 
  Darden Restaurants Inc.  174,114  7,449 
  Starwood Hotels & Resorts Worldwide Inc.  123,514  6,491 
  Newell Rubbermaid Inc.  362,545  6,457 
  Wyndham Worldwide Corp.  234,548  6,443 
  H&R Block Inc.  429,179  5,558 
  Whirlpool Corp.  63,626  5,151 
  Leggett & Platt Inc.  193,518  4,405 
  DR Horton Inc.  373,191  4,150 
*  Mohawk Industries Inc.  75,978  4,050 
  Gannett Co. Inc.  310,386  3,796 
*  Royal Caribbean Cruises Ltd.  118,392  3,733 
*  NVR Inc.  4,921  3,187 
  Lennar Corp. Class A  200,216  3,079 
  Foot Locker Inc.  204,080  2,965 
*  Liberty Media Corp. - Capital  54,453  2,835 
*  Penn National Gaming Inc.  87,940  2,604 
*  Pulte Group Inc.  291,672  2,555 
  Brinker International Inc.  133,679  2,521 
*  Toll Brothers Inc.  119,028  2,264 
*  Hyatt Hotels Corp. Class A  57,175  2,138 
*,^ AutoNation Inc.  84,227  1,958 
*  MGM Resorts International  172,515  1,946 
  American Eagle Outfitters Inc.  129,584  1,939 
*  TRW Automotive Holdings Corp.  43,755  1,819 
*  GameStop Corp. Class A  66,229  1,305 
*  Lamar Advertising Co. Class A  37,632  1,197 
*  Goodyear Tire & Rubber Co.  104,943  1,128 
  Wendy's/Arby's Group Inc. Class A  157,918  715 
  Weight Watchers International Inc.  22,612  705 
*,^ Education Management Corp.  28,351  416 
*  Clear Channel Outdoor Holdings Inc. Class A  26,754  306 
      142,981 
Consumer Staples (5.8%)     
  Bunge Ltd.  178,524  10,561 
  JM Smucker Co.  155,240  9,397 
  McCormick & Co. Inc.  156,564  6,582 
  Tyson Foods Inc. Class A  380,123  6,090 
  Church & Dwight Co. Inc.  92,400  6,000 
  Dr Pepper Snapple Group Inc.  160,090  5,686 
  Mead Johnson Nutrition Co.  93,311  5,310 
*  Constellation Brands Inc. Class A  246,803  4,366 
  Alberto-Culver Co. Class B  115,528  4,350 


* Ralcorp Holdings Inc.  71,556  4,185 
* Smithfield Foods Inc.  194,572  3,275 
SUPERVALU Inc.  276,702  3,190 
Hormel Foods Corp.  62,265  2,777 
* Dean Foods Co.  236,547  2,415 
    74,184 
Energy (6.1%)     
* Newfield Exploration Co.  173,845  9,986 
Cimarex Energy Co.  109,350  7,237 
QEP Resources Inc.  227,595  6,860 
* Pride International Inc.  228,932  6,737 
* Nabors Industries Ltd.  371,682  6,713 
Sunoco Inc.  157,159  5,736 
Arch Coal Inc.  211,734  5,655 
* Denbury Resources Inc.  321,275  5,105 
* Plains Exploration & Production Co.  182,572  4,869 
* Forest Oil Corp.  139,195  4,134 
Patterson-UTI Energy Inc.  200,504  3,425 
* Kinder Morgan Management LLC  52,041  3,136 
Tidewater Inc.  67,659  3,032 
* Rowan Cos. Inc.  96,960  2,944 
Cabot Oil & Gas Corp.  47,407  1,427 
Tesoro Corp.  92,021  1,229 
    78,225 
Financials (30.5%)     
HCP Inc.  383,089  13,784 
Regions Financial Corp.  1,554,021  11,298 
AvalonBay Communities Inc.  108,146  11,240 
Ventas Inc.  204,409  10,541 
XL Group PLC Class A  445,801  9,656 
Unum Group  433,732  9,607 
Lincoln National Corp.  394,194  9,429 
KeyCorp  1,145,706  9,120 
New York Community Bancorp Inc.  539,271  8,763 
Kimco Realty Corp.  528,600  8,325 
Health Care REIT Inc.  172,671  8,174 
* Genworth Financial Inc. Class A  637,363  7,789 
PartnerRe Ltd.  96,906  7,770 
Host Hotels & Resorts Inc.  534,620  7,741 
Plum Creek Timber Co. Inc.  212,375  7,497 
ProLogis  621,077  7,316 
* SLM Corp.  633,028  7,312 
Macerich Co.  169,126  7,264 
Willis Group Holdings PLC  220,903  6,808 
Everest Re Group Ltd.  76,810  6,642 
Federal Realty Investment Trust  79,954  6,529 
Legg Mason Inc.  213,119  6,460 
SL Green Realty Corp.  101,599  6,434 
People's United Financial Inc.  488,368  6,393 
* American International Group Inc.  158,320  6,190 
Assurant Inc.  151,802  6,178 
* Leucadia National Corp.  253,663  5,992 
Nationwide Health Properties Inc.  153,022  5,917 
Cincinnati Financial Corp.  201,707  5,819 


AMB Property Corp.  219,155  5,801 
Torchmark Corp.  107,534  5,714 
* Arch Capital Group Ltd.  68,188  5,714 
Comerica Inc.  149,401  5,550 
Huntington Bancshares Inc.  933,817  5,295 
Rayonier Inc.  104,492  5,237 
Axis Capital Holdings Ltd.  156,901  5,168 
UDR Inc.  233,840  4,939 
WR Berkley Corp.  179,426  4,857 
Realty Income Corp.  141,779  4,781 
Liberty Property Trust  147,580  4,708 
RenaissanceRe Holdings Ltd.  78,265  4,693 
Reinsurance Group of America Inc. Class A  95,348  4,604 
Marshall & Ilsley Corp.  652,729  4,595 
Fidelity National Financial Inc. Class A  284,342  4,467 
Digital Realty Trust Inc.  71,870  4,434 
Transatlantic Holdings Inc.  83,807  4,259 
Regency Centers Corp.  106,590  4,207 
* Markel Corp.  12,141  4,184 
Old Republic International Corp.  298,392  4,133 
HCC Insurance Holdings Inc.  149,861  3,910 
Cullen/Frost Bankers Inc.  71,011  3,825 
Duke Realty Corp.  323,281  3,747 
Hospitality Properties Trust  160,802  3,591 
Assured Guaranty Ltd.  204,220  3,494 
Commerce Bancshares Inc.  92,455  3,475 
* NASDAQ OMX Group Inc.  176,400  3,427 
Jefferies Group Inc.  145,436  3,300 
Raymond James Financial Inc.  129,329  3,276 
Weingarten Realty Investors  148,814  3,247 
White Mountains Insurance Group Ltd.  10,241  3,159 
American Financial Group Inc.  101,449  3,102 
Zions Bancorporation  135,753  2,900 
Associated Banc-Corp  214,077  2,824 
Federated Investors Inc. Class B  121,066  2,755 
TCF Financial Corp.  166,738  2,700 
Validus Holdings Ltd.  94,585  2,493 
* First Horizon National Corp.  194,580  2,220 
City National Corp.  39,581  2,101 
BOK Financial Corp.  35,468  1,601 
Mercury General Corp.  35,697  1,459 
^ Capitol Federal Financial  28,939  715 
TFS Financial Corp.  42,443  390 
    393,039 
Health Care (4.7%)     
* Humana Inc.  221,869  11,147 
* Hologic Inc.  337,635  5,406 
Universal Health Services Inc. Class B  116,967  4,545 
* Coventry Health Care Inc.  192,843  4,152 
Omnicare Inc.  156,697  3,742 
Pharmaceutical Product Development Inc.  146,730  3,637 
* CareFusion Corp.  144,937  3,600 
* Health Net Inc.  129,566  3,523 
* Endo Pharmaceuticals Holdings Inc.  98,520  3,275 
* King Pharmaceuticals Inc.  325,281  3,240 


* Alere Inc.  103,020  3,186 
* Kinetic Concepts Inc.  84,116  3,077 
* Charles River Laboratories International Inc.  86,292  2,861 
* Dendreon Corp.  61,686  2,540 
* Cephalon Inc.  34,295  2,141 
    60,072 
Industrials (9.9%)     
Dover Corp.  243,460  12,711 
Goodrich Corp.  163,185  12,032 
Cooper Industries PLC  218,387  10,686 
* UAL Corp.  315,868  7,464 
Pitney Bowes Inc.  270,445  5,782 
Rockwell Automation Inc.  92,914  5,735 
Masco Corp.  469,159  5,165 
KBR Inc.  209,278  5,157 
Equifax Inc.  164,997  5,148 
Cintas Corp.  179,293  4,939 
Avery Dennison Corp.  129,530  4,808 
* AGCO Corp.  121,267  4,731 
RR Donnelley & Sons Co.  268,842  4,559 
Pentair Inc.  128,557  4,323 
* URS Corp.  107,920  4,099 
* Owens Corning  150,561  3,859 
Pall Corp.  76,180  3,172 
Ryder System Inc.  69,610  2,977 
* Aecom Technology Corp.  119,573  2,901 
Manpower Inc.  53,368  2,786 
* Spirit Aerosystems Holdings Inc. Class A  137,162  2,734 
Harsco Corp.  104,923  2,579 
* Continental Airlines Inc. Class B  91,712  2,278 
SPX Corp.  32,521  2,058 
* Terex Corp.  70,846  1,624 
* Hertz Global Holdings Inc.  147,597  1,563 
* AMR Corp.  152,789  958 
    126,828 
Information Technology (10.5%)     
Xilinx Inc.  356,890  9,497 
Computer Sciences Corp.  201,067  9,249 
* Micron Technology Inc.  1,165,621  8,404 
* SAIC Inc.  504,072  8,055 
KLA-Tencor Corp.  221,534  7,805 
Microchip Technology Inc.  240,093  7,551 
* Seagate Technology PLC  635,427  7,485 
Maxim Integrated Products Inc.  394,020  7,293 
* Avnet Inc.  197,854  5,344 
* Synopsys Inc.  195,275  4,837 
* Lexmark International Inc. Class A  102,331  4,566 
* Lam Research Corp.  107,213  4,487 
* Flextronics International Ltd.  690,022  4,168 
National Semiconductor Corp.  310,229  3,962 
* LSI Corp.  851,791  3,884 
Jabil Circuit Inc.  255,330  3,679 
* Ingram Micro Inc.  215,616  3,635 
Tellabs Inc.  476,980  3,553 


* AOL Inc.  139,126  3,443 
* IAC/InterActiveCorp  129,952  3,414 
Total System Services Inc.  218,663  3,332 
* Western Digital Corp.  104,566  2,969 
* Advanced Micro Devices Inc.  372,945  2,652 
Harris Corp.  59,239  2,624 
* Electronic Arts Inc.  150,370  2,470 
* Arrow Electronics Inc.  79,118  2,115 
Molex Inc. Class A  97,059  1,697 
Molex Inc.  80,971  1,695 
DST Systems Inc.  24,350  1,092 
    134,957 
Materials (7.5%)     
Airgas Inc.  103,371  7,024 
Eastman Chemical Co.  94,285  6,977 
Ball Corp.  114,344  6,729 
Vulcan Materials Co.  166,458  6,146 
* Owens-Illinois Inc.  214,976  6,032 
* Pactiv Corp.  173,231  5,713 
MeadWestvaco Corp.  222,710  5,430 
United States Steel Corp.  121,492  5,326 
International Flavors & Fragrances Inc.  103,639  5,029 
Albemarle Corp.  107,226  5,019 
Ashland Inc.  96,669  4,715 
Sealed Air Corp.  207,817  4,672 
Bemis Co. Inc.  142,128  4,513 
Sonoco Products Co.  130,825  4,375 
FMC Corp.  58,501  4,002 
Valspar Corp.  122,891  3,914 
Reliance Steel & Aluminum Co.  91,861  3,815 
Martin Marietta Materials Inc.  38,410  2,956 
Steel Dynamics Inc.  174,153  2,457 
Greif Inc. Class A  32,096  1,888 
    96,732 
Telecommunication Services (2.0%)     
Frontier Communications Corp.  1,272,012  10,393 
Windstream Corp.  629,807  7,740 
Telephone & Data Systems Inc.  64,930  2,130 
Telephone & Data Systems Inc. - Special Common Shares  58,170  1,649 
* MetroPCS Communications Inc.  112,787  1,180 
* United States Cellular Corp.  24,370  1,120 
* Level 3 Communications Inc.  1,087,209  1,019 
* Clearwire Corp. Class A  46,369  375 
    25,606 
Utilities (12.0%)     
DTE Energy Co.  219,540  10,083 
Wisconsin Energy Corp.  152,344  8,805 
CenterPoint Energy Inc.  516,730  8,123 
Constellation Energy Group Inc.  249,765  8,052 
* NRG Energy Inc.  332,720  6,927 
Northeast Utilities  229,355  6,782 
NiSource Inc.  361,146  6,284 
SCANA Corp.  153,560  6,192 
Oneok Inc.  131,595  5,927 


Pinnacle West Capital Corp.      141,326  5,833 
NSTAR      139,231  5,479 
Allegheny Energy Inc.      220,990  5,419 
Pepco Holdings Inc.      290,881  5,410 
CMS Energy Corp.      299,595  5,399 
American Water Works Co. Inc.      227,667  5,298 
Alliant Energy Corp.      144,353  5,247 
Integrys Energy Group Inc.      100,366  5,225 
OGE Energy Corp.      126,675  5,051 
National Fuel Gas Co.      90,743  4,701 
MDU Resources Group Inc.      232,975  4,648 
TECO Energy Inc.      264,830  4,587 
UGI Corp.      142,276  4,070 
Energen Corp.      88,989  4,069 
DPL Inc.      154,999  4,050 
NV Energy Inc.      306,159  4,026 
AGL Resources Inc.      101,449  3,892 
Aqua America Inc.      178,480  3,641 
* Mirant Corp.      189,555  1,888 
        155,108 
Total Common Stocks (Cost $1,170,555)        1,287,732 
        Market 
        Value 
  Coupon    Shares  ($000) 
Temporary Cash Investments (0.2%)         
Money Market Fund (0.2%)         
1,2 Vanguard Market Liquidity Fund  0.261%    2,732,201  2,732 
 
      Face  Market 
    Maturity  Amount  Value 
  Coupon  Date  ($000)  ($000) 
U.S. Government and Agency Obligations (0.0%)         
3 Freddie Mac Discount Notes  0.281%  6/21/11  100  100 
Total Temporary Cash Investments (Cost $2,832)        2,832 
Total Investments (100.3%) (Cost $1,173,387)        1,290,564 
Other Assets and Liabilities-Net (-0.3%)1        (3,327) 
Net Assets (100%)        1,287,237 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $2,717,000.
1 Includes $2,732,000 of collateral received for securities on loan.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
3 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.
REIT—Real Estate Investment Trust.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or


Mid-Cap Value Index Fund

whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.

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

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the fund's investments as of September 30, 2010, based on the inputs used to value them:

  Level 1  Level 2  Level 3 
Investments  ($000)  ($000)  ($000) 
Common Stocks  1,287,732  —  — 
Temporary Cash Investments  2,732  100  — 
Total  1,290,464  100  — 

C. At September 30, 2010, the cost of investment securities for tax purposes was $1,173,387,000. Net unrealized appreciation of investment securities for tax purposes was $117,177,000, consisting of unrealized gains of $154,433,000 on securities that had risen in value since their purchase and $37,256,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Mid-Cap Growth Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (100.0%)     
Consumer Discretionary (22.3%)     
*  priceline.com Inc.  64,389  22,429 
*  O'Reilly Automotive Inc.  195,115  10,380 
  Virgin Media Inc.  443,776  10,216 
*  NetFlix Inc.  62,740  10,174 
  Wynn Resorts Ltd.  113,256  9,827 
  Harley-Davidson Inc.  332,498  9,456 
  Ross Stores Inc.  172,871  9,442 
  Cablevision Systems Corp. Class A  354,974  9,297 
  Nordstrom Inc.  246,325  9,163 
*  Dollar Tree Inc.  186,970  9,117 
*  CarMax Inc.  315,862  8,800 
*  BorgWarner Inc.  166,246  8,748 
  Tiffany & Co.  179,587  8,439 
*  Discovery Communications Inc. Class A  191,998  8,362 
  Expedia Inc.  291,988  8,237 
  Polo Ralph Lauren Corp. Class A  89,899  8,078 
  Family Dollar Stores Inc.  181,256  8,004 
  Autoliv Inc.  120,600  7,879 
*  Chipotle Mexican Grill Inc. Class A  44,499  7,654 
*  Discovery Communications Inc.  200,142  7,643 
  Advance Auto Parts Inc.  123,529  7,249 
  Starwood Hotels & Resorts Worldwide Inc.  133,826  7,033 
*  Interpublic Group of Cos. Inc.  691,052  6,931 
*  Sirius XM Radio Inc.  5,487,027  6,584 
  Scripps Networks Interactive Inc. Class A  128,474  6,113 
  PetSmart Inc.  174,540  6,109 
  International Game Technology  420,979  6,083 
*  Urban Outfitters Inc.  191,352  6,016 
*  Liberty Global Inc. Class A  185,042  5,701 
*  Lear Corp.  66,031  5,212 
*  Liberty Global Inc.  163,207  4,988 
  Abercrombie & Fitch Co.  124,624  4,900 
*  Liberty Media Corp. - Starz  69,170  4,488 
  DeVry Inc.  90,637  4,460 
*  LKQ Corp.  191,807  3,990 
*  TRW Automotive Holdings Corp.  88,108  3,662 
  Guess? Inc.  85,619  3,479 
^  Strayer Education Inc.  19,672  3,433 
*  ITT Educational Services Inc.  48,705  3,423 
  Washington Post Co. Class B  8,383  3,348 
*  Harman International Industries Inc.  98,333  3,285 
  Burger King Holdings Inc.  134,188  3,204 
*  Liberty Media Corp. - Capital  58,976  3,070 
  Whirlpool Corp.  37,150  3,008 
*  GameStop Corp. Class A  133,266  2,627 
*  Goodyear Tire & Rubber Co.  211,096  2,269 
*  Royal Caribbean Cruises Ltd.  69,019  2,176 
*  MGM Resorts International  186,808  2,107 
  American Eagle Outfitters Inc.  140,386  2,100 


*  NVR Inc.  2,875  1,862 
*  Pulte Group Inc.  170,122  1,490 
  Wendy's/Arby's Group Inc. Class A  315,741  1,430 
*  Toll Brothers Inc.  69,515  1,322 
*  Lamar Advertising Co. Class A  40,866  1,300 
  Weight Watchers International Inc.  24,395  761 
*,^ Education Management Corp.  30,409  446 
*  Clear Channel Outdoor Holdings Inc. Class A  29,088  333 
      327,337 
Consumer Staples (3.1%)     
  Mead Johnson Nutrition Co.  187,795  10,687 
*  Whole Foods Market Inc.  205,870  7,640 
*  Energizer Holdings Inc.  94,047  6,323 
  Dr Pepper Snapple Group Inc.  173,640  6,168 
*  Hansen Natural Corp.  106,681  4,973 
*  Green Mountain Coffee Roasters Inc.  157,528  4,913 
  Flowers Foods Inc.  116,491  2,894 
  Hormel Foods Corp.  36,349  1,621 
      45,219 
Energy (10.3%)     
*  Cameron International Corp.  344,829  14,814 
  El Paso Corp.  993,685  12,302 
  Consol Energy Inc.  318,777  11,782 
*  FMC Technologies Inc.  171,758  11,729 
  Pioneer Natural Resources Co.  163,711  10,646 
  Range Resources Corp.  225,186  8,586 
*  Concho Resources Inc.  109,938  7,275 
*  Alpha Natural Resources Inc.  171,032  7,038 
  EQT Corp.  193,101  6,963 
*  Whiting Petroleum Corp.  72,694  6,943 
*  Petrohawk Energy Corp.  426,694  6,887 
  Helmerich & Payne Inc.  149,356  6,043 
*  McDermott International Inc.  326,575  4,827 
*  Dresser-Rand Group Inc.  116,703  4,305 
  Massey Energy Co.  138,249  4,288 
*  Oceaneering International Inc.  77,825  4,192 
  EXCO Resources Inc.  254,793  3,789 
*  Kinder Morgan Management LLC  56,399  3,398 
*  Denbury Resources Inc.  187,308  2,976 
  Cabot Oil & Gas Corp.  95,304  2,870 
*  Continental Resources Inc.  47,973  2,224 
*  Quicksilver Resources Inc.  168,276  2,120 
*  Rowan Cos. Inc.  56,583  1,718 
  Tesoro Corp.  99,747  1,333 
*  Cobalt International Energy Inc.  126,050  1,204 
      150,252 
Financials (5.6%)     
  Discover Financial Services  767,873  12,808 
*  CIT Group Inc.  268,396  10,956 
*  IntercontinentalExchange Inc.  88,869  9,306 
*  CB Richard Ellis Group Inc. Class A  409,002  7,477 
  Eaton Vance Corp.  166,843  4,845 
*  Affiliated Managers Group Inc.  59,894  4,672 
  Host Hotels & Resorts Inc.  312,186  4,521 
  SEI Investments Co.  187,513  3,814 
  Brown & Brown Inc.  170,449  3,441 
*  St. Joe Co.  130,786  3,253 


Comerica Inc.  87,064  3,235 
Janus Capital Group Inc.  259,301  2,839 
Greenhill & Co. Inc.  35,429  2,810 
Digital Realty Trust Inc.  41,979  2,590 
Zions Bancorporation  79,175  1,691 
* First Horizon National Corp.  113,678  1,297 
City National Corp.  23,145  1,228 
TFS Financial Corp.  84,612  778 
CBOE Holdings Inc.  16,614  333 
    81,894 
Health Care (15.8%)     
* Hospira Inc.  234,239  13,354 
AmerisourceBergen Corp. Class A  398,992  12,233 
* Life Technologies Corp.  257,888  12,041 
* Edwards Lifesciences Corp.  159,792  10,714 
* Varian Medical Systems Inc.  174,516  10,558 
* DaVita Inc.  146,763  10,131 
* Vertex Pharmaceuticals Inc.  283,254  9,792 
* Waters Corp.  131,304  9,294 
* Illumina Inc.  172,033  8,464 
* Cerner Corp.  98,695  8,290 
* Mylan Inc.  436,194  8,205 
* Alexion Pharmaceuticals Inc.  126,570  8,146 
* Human Genome Sciences Inc.  264,590  7,882 
* Henry Schein Inc.  129,094  7,562 
Perrigo Co.  116,194  7,462 
* ResMed Inc.  214,211  7,028 
* Watson Pharmaceuticals Inc.  158,334  6,699 
DENTSPLY International Inc.  196,343  6,277 
* Mettler-Toledo International Inc.  47,486  5,909 
* Dendreon Corp.  124,211  5,115 
* IDEXX Laboratories Inc.  81,517  5,031 
Beckman Coulter Inc.  99,145  4,837 
* Cephalon Inc.  68,958  4,306 
* Covance Inc.  91,259  4,270 
* Amylin Pharmaceuticals Inc.  203,027  4,233 
* Community Health Systems Inc.  134,126  4,154 
* CareFusion Corp.  157,181  3,904 
Patterson Cos. Inc.  130,118  3,728 
Warner Chilcott PLC Class A  160,094  3,593 
Lincare Holdings Inc.  139,146  3,491 
* Gen-Probe Inc.  70,063  3,395 
Techne Corp.  50,040  3,089 
* Bio-Rad Laboratories Inc. Class A  27,017  2,445 
* Myriad Genetics Inc.  138,014  2,265 
* Endo Pharmaceuticals Holdings Inc.  57,550  1,913 
* Abraxis BioScience Inc.  11,437  885 
Valeant Pharmaceuticals International Inc.  17,191  431 
    231,126 
Industrials (14.3%)     
* Delta Air Lines Inc.  1,115,295  12,982 
Rockwell Collins Inc.  222,288  12,948 
WW Grainger Inc.  87,560  10,429 
Joy Global Inc.  145,360  10,222 
Fastenal Co.  187,363  9,966 
Flowserve Corp.  79,166  8,662 
Roper Industries Inc.  132,725  8,651 


Textron Inc.  385,976  7,936 
* Stericycle Inc.  113,626  7,895 
Bucyrus International Inc. Class A  108,656  7,535 
AMETEK Inc.  150,269  7,178 
* Jacobs Engineering Group Inc.  176,598  6,834 
Rockwell Automation Inc.  100,738  6,219 
Iron Mountain Inc.  258,457  5,774 
* Quanta Services Inc.  297,271  5,672 
* Kansas City Southern  143,796  5,379 
Dun & Bradstreet Corp.  71,269  5,284 
Robert Half International Inc.  201,392  5,236 
Donaldson Co. Inc.  103,572  4,881 
JB Hunt Transport Services Inc.  134,987  4,684 
* Verisk Analytics Inc. Class A  159,716  4,474 
* Foster Wheeler AG  180,255  4,409 
* Shaw Group Inc.  119,219  4,001 
* IHS Inc. Class A  58,596  3,985 
* Navistar International Corp.  90,333  3,942 
* Alliant Techsystems Inc.  46,796  3,529 
* Babcock & Wilcox Co.  162,374  3,455 
Pall Corp.  82,446  3,433 
MSC Industrial Direct Co. Class A  63,339  3,423 
* Copart Inc.  101,161  3,335 
Manpower Inc.  57,770  3,016 
Covanta Holding Corp.  186,554  2,938 
* FTI Consulting Inc.  66,288  2,300 
SPX Corp.  35,277  2,232 
* AMR Corp.  305,200  1,914 
* Terex Corp.  76,782  1,760 
* Hertz Global Holdings Inc.  159,808  1,692 
* Sensata Technologies Holding NV  48,387  956 
    209,161 
Information Technology (20.8%)     
* Salesforce.com Inc.  163,651  18,296 
* Citrix Systems Inc.  262,484  17,912 
Altera Corp.  425,998  12,848 
* Akamai Technologies Inc.  243,101  12,199 
Amphenol Corp. Class A  245,111  12,006 
* SanDisk Corp.  324,816  11,905 
* F5 Networks Inc.  113,265  11,758 
* Fiserv Inc.  215,544  11,601 
* Red Hat Inc.  266,446  10,924 
* McAfee Inc.  220,393  10,416 
* BMC Software Inc.  256,312  10,376 
* Autodesk Inc.  323,916  10,356 
Linear Technology Corp.  316,565  9,728 
* Teradata Corp.  235,690  9,088 
* VeriSign Inc.  259,058  8,222 
* Cree Inc.  144,290  7,834 
* Rovi Corp.  144,183  7,268 
* Equinix Inc.  61,802  6,325 
* Hewitt Associates Inc. Class A  123,323  6,219 
* Trimble Navigation Ltd.  171,388  6,005 
* Western Digital Corp.  210,476  5,975 
* FLIR Systems Inc.  216,578  5,566 
* ANSYS Inc.  127,897  5,404 
Harris Corp.  119,251  5,282 


* Nuance Communications Inc.  329,177  5,148 
Factset Research Systems Inc.  62,545  5,074 
* Electronic Arts Inc.  302,816  4,975 
Global Payments Inc.  115,323  4,946 
* Alliance Data Systems Corp.  75,422  4,922 
Lender Processing Services Inc.  134,058  4,455 
Broadridge Financial Solutions Inc.  192,506  4,403 
* ON Semiconductor Corp.  607,199  4,378 
* Dolby Laboratories Inc. Class A  75,193  4,272 
* MEMC Electronic Materials Inc.  321,405  3,831 
* Brocade Communications Systems Inc.  627,502  3,665 
* Novellus Systems Inc.  135,547  3,603 
* Avago Technologies Ltd.  151,885  3,419 
* NCR Corp.  226,236  3,084 
* Advanced Micro Devices Inc.  403,793  2,871 
* Lam Research Corp.  62,540  2,617 
* Flextronics International Ltd.  402,385  2,430 
* Arrow Electronics Inc.  85,760  2,292 
DST Systems Inc.  26,483  1,187 
    305,085 
Materials (6.0%)     
Cliffs Natural Resources Inc.  191,265  12,226 
Sigma-Aldrich Corp.  171,464  10,353 
Lubrizol Corp.  96,364  10,212 
CF Industries Holdings Inc.  100,337  9,582 
Celanese Corp. Class A  221,120  7,098 
* Crown Holdings Inc.  228,861  6,559 
Walter Energy Inc.  75,855  6,166 
Allegheny Technologies Inc.  125,376  5,824 
Nalco Holding Co.  195,463  4,927 
Scotts Miracle-Gro Co. Class A  66,090  3,419 
United States Steel Corp.  70,821  3,105 
* Titanium Metals Corp.  126,707  2,529 
FMC Corp.  34,131  2,335 
Martin Marietta Materials Inc.  22,356  1,721 
Steel Dynamics Inc.  101,656  1,434 
    87,490 
Telecommunication Services (1.4%)     
* NII Holdings Inc.  236,235  9,709 
* SBA Communications Corp. Class A  157,071  6,330 
* MetroPCS Communications Inc.  226,828  2,373 
* Level 3 Communications Inc.  1,169,387  1,096 
* Clearwire Corp. Class A  93,016  752 
    20,260 
Utilities (0.4%)     
* Calpine Corp.  501,887  6,249 
 
Total Common Stocks (Cost $1,236,137)    1,464,073 


      Market 
      Value 
  Coupon  Shares  ($000) 
Temporary Cash Investment (0.4%)       
Money Market Fund (0.4%)       
1,2 Vanguard Market Liquidity Fund (Cost       
$5,899)  0.261%  5,898,925  5,899 
 
Total Investments (100.4%) (Cost $1,242,036)      1,469,972 
Other Assets and Liabilities-Net (-0.4%)2      (5,796) 
Net Assets (100%)      1,464,176 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $1,737,000.
1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed Vanguard. Rate shown is the 7-day yield.
2 Includes $1,773,000 of collateral received for securities on loan.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

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

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

At September 30, 2010, 100% of the fund's investments were valued based on Level 1 inputs.

C. At September 30, 2010, the cost of investment securities for tax purposes was $1,242,036,000. Net unrealized appreciation of investment securities for tax purposes was $227,936,000, consisting of unrealized gains of $282,398,000 on securities that had risen in value since their purchase and $54,462,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Large-Cap Index Fund     
 
 
 
Schedule of Investments     
As of September 30, 2010     
 
      Market 
      Value 
    Shares  ($000) 
Common Stocks (99.8%)1     
Consumer Discretionary (10.9%)     
  McDonald's Corp.  386,704  28,813 
  Walt Disney Co.  668,884  22,147 
*  Amazon.com Inc.  128,180  20,132 
  Home Depot Inc.  608,795  19,287 
  Target Corp.  251,488  13,440 
*  DIRECTV Class A  318,765  13,270 
*  Ford Motor Co.  1,066,838  13,058 
  Comcast Corp. Class A  700,125  12,658 
  Time Warner Inc.  409,643  12,556 
  Lowe's Cos. Inc.  518,674  11,561 
  NIKE Inc. Class B  135,094  10,826 
  News Corp. Class A  776,352  10,139 
  Yum! Brands Inc.  168,137  7,744 
  Johnson Controls Inc.  241,947  7,379 
  Viacom Inc. Class B  199,687  7,227 
  Time Warner Cable Inc.  127,470  6,882 
  Starbucks Corp.  268,080  6,858 
  TJX Cos. Inc.  146,701  6,547 
  Carnival Corp.  166,821  6,374 
*  priceline.com Inc.  16,393  5,710 
*  Kohl's Corp.  104,866  5,524 
  Staples Inc.  262,614  5,494 
  Comcast Corp. Class A Special Shares  317,826  5,406 
  Best Buy Co. Inc.  129,003  5,267 
  Coach Inc.  109,733  4,714 
  Omnicom Group Inc.  110,433  4,360 
*  Las Vegas Sands Corp.  118,773  4,139 
*  Bed Bath & Beyond Inc.  94,887  4,119 
  McGraw-Hill Cos. Inc.  113,408  3,749 
  Marriott International Inc. Class A  103,931  3,724 
  CBS Corp. Class B  226,110  3,586 
  Starwood Hotels & Resorts Worldwide Inc.  68,147  3,581 
  Macy's Inc.  151,774  3,504 
  Stanley Black & Decker Inc.  54,794  3,358 
  Gap Inc.  167,987  3,131 
  Mattel Inc.  131,093  3,075 
*  Liberty Media Corp. - Interactive  204,253  2,800 
  Fortune Brands Inc.  54,773  2,696 
  Limited Brands Inc.  98,806  2,646 
*  O'Reilly Automotive Inc.  49,622  2,640 
  Virgin Media Inc.  113,197  2,606 
*  NetFlix Inc.  15,971  2,590 
  VF Corp.  31,659  2,565 
  Genuine Parts Co.  56,987  2,541 
*  Apollo Group Inc. Class A  48,914  2,512 
  Wynn Resorts Ltd.  28,691  2,490 
  Harley-Davidson Inc.  84,618  2,407 
  Ross Stores Inc.  43,978  2,402 
  Cablevision Systems Corp. Class A  90,226  2,363 


*  AutoZone Inc.  10,280  2,353 
  Nordstrom Inc.  62,666  2,331 
*  Dollar Tree Inc.  47,499  2,316 
*  CarMax Inc.  80,435  2,241 
*  BorgWarner Inc.  42,240  2,223 
  Whirlpool Corp.  26,986  2,185 
  Activision Blizzard Inc.  201,153  2,177 
  Tiffany & Co.  45,606  2,143 
*  Discovery Communications Inc. Class A  49,015  2,135 
  Hasbro Inc.  47,176  2,100 
  Expedia Inc.  74,369  2,098 
  JC Penney Co. Inc.  76,330  2,075 
  Polo Ralph Lauren Corp. Class A  22,913  2,059 
  Darden Restaurants Inc.  47,948  2,051 
  Family Dollar Stores Inc.  46,086  2,035 
  Autoliv Inc.  30,675  2,004 
*  Discovery Communications Inc.  50,910  1,944 
*  Chipotle Mexican Grill Inc. Class A  11,270  1,938 
  Advance Auto Parts Inc.  31,434  1,845 
  Newell Rubbermaid Inc.  100,173  1,784 
  Wyndham Worldwide Corp.  64,655  1,776 
*  Interpublic Group of Cos. Inc.  176,315  1,768 
*  Sirius XM Radio Inc.  1,401,649  1,682 
*  Royal Caribbean Cruises Ltd.  50,246  1,584 
*  Liberty Media Corp. - Capital  30,034  1,564 
  Scripps Networks Interactive Inc. Class A  32,747  1,558 
  PetSmart Inc.  44,355  1,552 
  International Game Technology  107,049  1,547 
*  Urban Outfitters Inc.  48,898  1,537 
  H&R Block Inc.  118,342  1,533 
*  Liberty Global Inc. Class A  47,088  1,451 
  DISH Network Corp. Class A  75,145  1,440 
*  TRW Automotive Holdings Corp.  34,618  1,439 
*  NVR Inc.  2,089  1,353 
*  Lear Corp.  16,815  1,327 
^  Garmin Ltd.  42,970  1,304 
*  Liberty Global Inc.  41,494  1,268 
  Abercrombie & Fitch Co.  31,667  1,245 
  Leggett & Platt Inc.  53,283  1,213 
*,^ Sears Holdings Corp.  16,601  1,198 
  DR Horton Inc.  103,486  1,151 
*  Liberty Media Corp. - Starz  17,558  1,139 
  DeVry Inc.  22,953  1,130 
*  Mohawk Industries Inc.  21,057  1,122 
*  Pulte Group Inc.  124,486  1,091 
*  MGM Resorts International  95,053  1,072 
  American Eagle Outfitters Inc.  71,419  1,068 
  Gannett Co. Inc.  85,737  1,049 
*  GameStop Corp. Class A  52,170  1,028 
*  LKQ Corp.  48,993  1,019 
*  Toll Brothers Inc.  50,825  967 
*  Dollar General Corp.  30,569  894 
*  Goodyear Tire & Rubber Co.  82,546  887 
  Guess? Inc.  21,780  885 
^  Strayer Education Inc.  4,996  872 
*  ITT Educational Services Inc.  12,370  869 
  Washington Post Co. Class B  2,147  858 
  Lennar Corp. Class A  55,097  847 


*  Harman International Industries Inc.  25,145  840 
  Foot Locker Inc.  56,485  821 
  Burger King Holdings Inc.  34,010  812 
*  Penn National Gaming Inc.  24,277  719 
  Brinker International Inc.  36,947  697 
*  Lamar Advertising Co. Class A  20,857  664 
*  Hyatt Hotels Corp. Class A  15,908  595 
  Wendy's/Arby's Group Inc. Class A  123,669  560 
  News Corp. Class B  36,452  549 
*,^ AutoNation Inc.  23,191  539 
  Weight Watchers International Inc.  12,593  393 
*,^ Education Management Corp.  15,235  224 
*  Clear Channel Outdoor Holdings Inc. Class A  14,640  167 
      439,501 
Consumer Staples (10.6%)     
  Procter & Gamble Co.  1,035,417  62,094 
  Coca-Cola Co.  746,542  43,688 
  Wal-Mart Stores Inc.  733,581  39,261 
  PepsiCo Inc.  579,761  38,519 
  Philip Morris International Inc.  665,751  37,295 
  Kraft Foods Inc.  626,778  19,342 
  Altria Group Inc.  748,774  17,986 
  CVS Caremark Corp.  489,225  15,396 
  Colgate-Palmolive Co.  176,230  13,545 
  Walgreen Co.  351,967  11,791 
  Costco Wholesale Corp.  158,295  10,208 
  Kimberly-Clark Corp.  148,745  9,676 
  General Mills Inc.  238,650  8,720 
  Archer-Daniels-Midland Co.  231,270  7,382 
  Sysco Corp.  212,780  6,069 
  HJ Heinz Co.  113,713  5,387 
  Avon Products Inc.  154,067  4,947 
  Kellogg Co.  95,861  4,842 
  Kroger Co.  220,397  4,774 
  Lorillard Inc.  54,976  4,415 
  Mead Johnson Nutrition Co.  73,528  4,185 
  Reynolds American Inc.  62,854  3,733 
  ConAgra Foods Inc.  160,232  3,516 
  Clorox Co.  50,640  3,381 
  Coca-Cola Enterprises Inc.  107,914  3,345 
  Dr Pepper Snapple Group Inc.  88,355  3,138 
  Sara Lee Corp.  225,930  3,034 
  Safeway Inc.  139,781  2,958 
  Bunge Ltd.  49,188  2,910 
  Molson Coors Brewing Co. Class B  58,250  2,751 
  Hershey Co.  56,818  2,704 
  Campbell Soup Co.  73,369  2,623 
  Estee Lauder Cos. Inc. Class A  41,417  2,619 
  JM Smucker Co.  42,784  2,590 
*  Whole Foods Market Inc.  52,337  1,942 
  McCormick & Co. Inc.  43,128  1,813 
  Brown-Forman Corp. Class B  29,227  1,802 
  Tyson Foods Inc. Class A  104,752  1,678 
  Church & Dwight Co. Inc.  25,554  1,659 
*  Energizer Holdings Inc.  23,847  1,603 
*  Hansen Natural Corp.  26,958  1,257 
*  Green Mountain Coffee Roasters Inc.  40,117  1,251 


* Constellation Brands Inc. Class A  68,114  1,205 
Alberto-Culver Co. Class B  31,771  1,196 
Hormel Foods Corp.  26,498  1,182 
* Ralcorp Holdings Inc.  19,823  1,159 
* Smithfield Foods Inc.  53,497  900 
SUPERVALU Inc.  76,176  878 
Flowers Foods Inc.  29,640  736 
* Dean Foods Co.  65,056  664 
    429,749 
Energy (11.1%)     
Exxon Mobil Corp.  1,832,444  113,227 
Chevron Corp.  722,143  58,530 
Schlumberger Ltd.  491,283  30,268 
ConocoPhillips  508,309  29,192 
Occidental Petroleum Corp.  292,000  22,864 
Apache Corp.  129,597  12,669 
Halliburton Co.  328,173  10,853 
Anadarko Petroleum Corp.  177,791  10,143 
Devon Energy Corp.  152,697  9,886 
EOG Resources Inc.  91,043  8,464 
Marathon Oil Corp.  255,255  8,449 
* Transocean Ltd.  115,102  7,400 
National Oilwell Varco Inc.  150,676  6,701 
Baker Hughes Inc.  154,310  6,574 
Hess Corp.  106,256  6,282 
Chesapeake Energy Corp.  234,154  5,304 
Spectra Energy Corp.  233,077  5,256 
Peabody Energy Corp.  96,700  4,739 
Noble Energy Inc.  62,825  4,717 
* Weatherford International Ltd.  266,320  4,554 
* Southwestern Energy Co.  124,420  4,161 
Murphy Oil Corp.  65,390  4,049 
Williams Cos. Inc.  210,186  4,017 
* Cameron International Corp.  87,812  3,772 
Valero Energy Corp.  203,432  3,562 
El Paso Corp.  252,985  3,132 
Noble Corp.  91,977  3,108 
Consol Energy Inc.  81,118  2,998 
* FMC Technologies Inc.  43,706  2,985 
* Newfield Exploration Co.  47,954  2,754 
Pioneer Natural Resources Co.  41,663  2,709 
* Ultra Petroleum Corp.  54,844  2,302 
Range Resources Corp.  57,256  2,183 
* Denbury Resources Inc.  136,642  2,171 
Cimarex Energy Co.  30,112  1,993 
QEP Resources Inc.  62,862  1,895 
* Concho Resources Inc.  28,020  1,854 
* Pride International Inc.  62,960  1,853 
* Nabors Industries Ltd.  102,438  1,850 
* Alpha Natural Resources Inc.  43,427  1,787 
EQT Corp.  49,306  1,778 
* Whiting Petroleum Corp.  18,404  1,758 
* Petrohawk Energy Corp.  108,674  1,754 
* Kinder Morgan Management LLC  28,662  1,727 
^ Diamond Offshore Drilling Inc.  24,945  1,690 
Sunoco Inc.  43,489  1,587 
Arch Coal Inc.  58,535  1,563 


Helmerich & Payne Inc.  37,920  1,534 
* Plains Exploration & Production Co.  50,430  1,345 
* Rowan Cos. Inc.  41,301  1,254 
* McDermott International Inc.  83,412  1,233 
* Forest Oil Corp.  38,283  1,137 
Cabot Oil & Gas Corp.  37,348  1,125 
* Dresser-Rand Group Inc.  29,782  1,099 
Massey Energy Co.  35,295  1,095 
* Oceaneering International Inc.  19,925  1,073 
EXCO Resources Inc.  65,323  971 
Patterson-UTI Energy Inc.  55,181  942 
Tidewater Inc.  18,692  838 
Tesoro Corp.  50,673  677 
* Continental Resources Inc.  12,170  564 
* Quicksilver Resources Inc.  43,159  544 
* Cobalt International Energy Inc.  32,203  307 
    448,802 
Financials (15.2%)     
JPMorgan Chase & Co.  1,430,446  54,457 
Bank of America Corp.  3,607,316  47,292 
Wells Fargo & Co.  1,779,615  44,722 
* Citigroup Inc.  8,856,675  34,541 
Goldman Sachs Group Inc.  175,777  25,414 
* Berkshire Hathaway Inc. Class B  295,965  24,470 
American Express Co.  388,623  16,334 
US Bancorp  689,147  14,899 
MetLife Inc.  321,832  12,374 
Bank of New York Mellon Corp.  435,956  11,392 
Morgan Stanley  452,088  11,158 
PNC Financial Services Group Inc.  189,234  9,823 
Simon Property Group Inc.  105,286  9,764 
Travelers Cos. Inc.  178,184  9,283 
Prudential Financial Inc.  166,893  9,042 
Aflac Inc.  168,909  8,734 
ACE Ltd.  121,824  7,096 
State Street Corp.  180,510  6,798 
Chubb Corp.  117,559  6,700 
Capital One Financial Corp.  164,242  6,496 
CME Group Inc.  23,633  6,155 
Franklin Resources Inc.  57,190  6,114 
BB&T Corp.  249,012  5,996 
Allstate Corp.  183,846  5,800 
Charles Schwab Corp.  364,951  5,073 
Public Storage  51,893  5,036 
Vornado Realty Trust  58,846  5,033 
Equity Residential  101,798  4,843 
Progressive Corp.  229,076  4,781 
Marsh & McLennan Cos. Inc.  194,515  4,692 
T Rowe Price Group Inc.  93,375  4,675 
SunTrust Banks Inc.  179,792  4,644 
Loews Corp.  120,414  4,564 
Ameriprise Financial Inc.  92,639  4,385 
Boston Properties Inc.  49,950  4,152 
Annaly Capital Management Inc.  222,937  3,924 
HCP Inc.  105,707  3,803 
Northern Trust Corp.  78,261  3,775 
Hartford Financial Services Group Inc.  151,555  3,478 


Fifth Third Bancorp  285,891  3,439 
AON Corp.  87,169  3,409 
Invesco Ltd.  156,907  3,331 
Host Hotels & Resorts Inc.  226,984  3,287 
Discover Financial Services  195,622  3,263 
Regions Financial Corp.  428,939  3,118 
AvalonBay Communities Inc.  29,870  3,104 
Weyerhaeuser Co.  192,670  3,036 
Principal Financial Group Inc.  114,953  2,980 
Ventas Inc.  56,344  2,906 
* CIT Group Inc.  68,325  2,789 
NYSE Euronext  93,810  2,680 
XL Group PLC Class A  123,262  2,670 
Unum Group  119,655  2,650 
Lincoln National Corp.  108,682  2,600 
KeyCorp  316,003  2,515 
M&T Bank Corp.  29,820  2,440 
New York Community Bancorp Inc.  149,084  2,423 
* IntercontinentalExchange Inc.  22,562  2,363 
Comerica Inc.  63,267  2,350 
Kimco Realty Corp.  145,865  2,297 
Health Care REIT Inc.  47,627  2,255 
BlackRock Inc.  12,674  2,158 
* Genworth Financial Inc. Class A  175,631  2,146 
PartnerRe Ltd.  26,607  2,133 
Hudson City Bancorp Inc.  170,160  2,086 
Plum Creek Timber Co. Inc.  58,734  2,073 
* SLM Corp.  175,088  2,022 
ProLogis  171,271  2,018 
Macerich Co.  46,747  2,008 
* CB Richard Ellis Group Inc. Class A  104,255  1,906 
Digital Realty Trust Inc.  30,596  1,888 
Willis Group Holdings plc  61,054  1,882 
Everest Re Group Ltd.  21,191  1,832 
Moody's Corp.  72,592  1,813 
Federal Realty Investment Trust  22,011  1,797 
Legg Mason Inc.  58,938  1,786 
SL Green Realty Corp.  28,048  1,776 
People's United Financial Inc.  134,417  1,760 
* American International Group Inc.  43,779  1,712 
Assurant Inc.  42,031  1,711 
* Leucadia National Corp.  69,856  1,650 
Nationwide Health Properties Inc.  42,315  1,636 
AMB Property Corp.  60,626  1,605 
Cincinnati Financial Corp.  55,546  1,602 
Torchmark Corp.  29,780  1,582 
* Arch Capital Group Ltd.  18,815  1,577 
Huntington Bancshares Inc.  258,321  1,465 
Rayonier Inc.  28,912  1,449 
Axis Capital Holdings Ltd.  43,262  1,425 
* TD Ameritrade Holding Corp.  85,253  1,377 
UDR Inc.  64,289  1,358 
WR Berkley Corp.  49,394  1,337 
Realty Income Corp.  39,105  1,319 
Liberty Property Trust  40,841  1,303 
RenaissanceRe Holdings Ltd.  21,629  1,297 
Marshall & Ilsley Corp.  180,311  1,269 
Reinsurance Group of America Inc. Class A  26,237  1,267 


Zions Bancorporation  57,751  1,234 
Fidelity National Financial Inc. Class A  78,518  1,234 
Eaton Vance Corp.  42,338  1,229 
* Affiliated Managers Group Inc.  15,159  1,183 
Transatlantic Holdings Inc.  23,174  1,178 
Regency Centers Corp.  29,488  1,164 
* Markel Corp.  3,349  1,154 
Old Republic International Corp.  82,760  1,146 
HCC Insurance Holdings Inc.  41,481  1,082 
Cullen/Frost Bankers Inc.  19,698  1,061 
Duke Realty Corp.  89,231  1,034 
Hospitality Properties Trust  44,252  988 
SEI Investments Co.  47,895  974 
Commerce Bancshares Inc.  25,646  964 
Assured Guaranty Ltd.  56,329  964 
* NASDAQ OMX Group Inc.  48,587  944 
* First Horizon National Corp.  82,368  940 
Jefferies Group Inc.  40,087  910 
Raymond James Financial Inc.  35,724  905 
Weingarten Realty Investors  41,309  901 
City National Corp.  16,910  897 
Brown & Brown Inc.  43,282  874 
White Mountains Insurance Group Ltd.  2,814  868 
American Financial Group Inc.  27,972  855 
* St. Joe Co.  33,444  832 
Associated Banc-Corp  58,891  777 
Federated Investors Inc. Class B  33,407  760 
TCF Financial Corp.  46,360  751 
Janus Capital Group Inc.  66,060  723 
Greenhill & Co. Inc.  8,914  707 
Validus Holdings Ltd.  26,260  692 
BOK Financial Corp.  9,763  441 
Mercury General Corp.  9,863  403 
TFS Financial Corp.  33,030  304 
Capitol Federal Financial  7,990  197 
CBOE Holdings Inc.  4,200  84 
    615,996 
Health Care (11.9%)     
Johnson & Johnson  991,624  61,441 
Pfizer Inc.  2,900,150  49,796 
Merck & Co. Inc.  1,121,140  41,269 
Abbott Laboratories  554,919  28,989 
* Amgen Inc.  344,360  18,978 
Bristol-Myers Squibb Co.  618,282  16,762 
UnitedHealth Group Inc.  408,609  14,346 
Eli Lilly & Co.  373,101  13,629 
Medtronic Inc.  395,900  13,294 
* Gilead Sciences Inc.  320,132  11,400 
Baxter International Inc.  215,594  10,286 
* Celgene Corp.  165,756  9,549 
* Express Scripts Inc.  187,868  9,149 
* WellPoint Inc.  159,680  9,044 
* Medco Health Solutions Inc.  164,288  8,553 
Allergan Inc.  110,605  7,359 
Covidien plc  180,327  7,247 
* Thermo Fisher Scientific Inc.  147,563  7,065 
* Genzyme Corp.  95,973  6,794 


Becton Dickinson and Co.  83,899  6,217 
McKesson Corp.  97,566  6,028 
* Biogen Idec Inc.  95,975  5,386 
Stryker Corp.  106,992  5,355 
Aetna Inc.  152,786  4,830 
* St. Jude Medical Inc.  120,215  4,729 
Cardinal Health Inc.  130,250  4,304 
* Intuitive Surgical Inc.  14,083  3,996 
* Zimmer Holdings Inc.  72,897  3,815 
CIGNA Corp.  99,479  3,559 
* Hospira Inc.  59,643  3,400 
* Forest Laboratories Inc.  108,740  3,363 
* Boston Scientific Corp.  545,174  3,342 
AmerisourceBergen Corp. Class A  101,629  3,116 
* Humana Inc.  61,132  3,071 
* Life Technologies Corp.  65,567  3,061 
* Laboratory Corp. of America Holdings  37,406  2,934 
CR Bard Inc.  34,133  2,779 
Quest Diagnostics Inc.  54,959  2,774 
* Edwards Lifesciences Corp.  40,627  2,724 
* Varian Medical Systems Inc.  44,397  2,686 
* DaVita Inc.  37,296  2,575 
* Vertex Pharmaceuticals Inc.  71,990  2,489 
* Waters Corp.  33,425  2,366 
* Illumina Inc.  43,873  2,159 
* Cerner Corp.  25,099  2,108 
* Mylan Inc.  111,339  2,094 
* Alexion Pharmaceuticals Inc.  32,210  2,073 
* Dendreon Corp.  48,730  2,007 
* Human Genome Sciences Inc.  67,324  2,006 
* CareFusion Corp.  79,843  1,983 
* Henry Schein Inc.  32,826  1,923 
Perrigo Co.  29,578  1,900 
* ResMed Inc.  54,314  1,782 
* Watson Pharmaceuticals Inc.  40,441  1,711 
* Cephalon Inc.  27,072  1,690 
DENTSPLY International Inc.  49,798  1,592 
* Mettler-Toledo International Inc.  12,144  1,511 
* Hologic Inc.  93,109  1,491 
* Endo Pharmaceuticals Holdings Inc.  41,769  1,388 
* IDEXX Laboratories Inc.  20,699  1,278 
Universal Health Services Inc. Class B  32,363  1,258 
Beckman Coulter Inc.  25,082  1,224 
* Coventry Health Care Inc.  53,474  1,151 
* Covance Inc.  23,377  1,094 
* Amylin Pharmaceuticals Inc.  51,853  1,081 
* Community Health Systems Inc.  34,283  1,062 
Omnicare Inc.  43,176  1,031 
Pharmaceutical Product Development Inc.  40,373  1,001 
* Health Net Inc.  35,655  969 
Patterson Cos. Inc.  33,296  954 
Warner Chilcott PLC Class A  40,966  919 
* King Pharmaceuticals Inc.  89,579  892 
Lincare Holdings Inc.  35,312  886 
* Alere Inc.  28,398  878 
* Gen-Probe Inc.  17,812  863 
* Kinetic Concepts Inc.  23,156  847 
* Charles River Laboratories International Inc.  23,689  785 


Techne Corp.  12,710  785 
* Bio-Rad Laboratories Inc. Class A  6,851  620 
* Myriad Genetics Inc.  34,916  573 
* Abraxis BioScience Inc.  2,831  219 
Valeant Pharmaceuticals International Inc.  4,480  112 
    483,749 
Industrials (10.7%)     
General Electric Co.  3,838,732  62,379 
United Technologies Corp.  318,628  22,696 
3M Co.  243,541  21,117 
Caterpillar Inc.  225,853  17,770 
United Parcel Service Inc. Class B  258,895  17,266 
Boeing Co.  245,615  16,343 
Union Pacific Corp.  181,837  14,874 
Emerson Electric Co.  270,705  14,255 
Honeywell International Inc.  261,578  11,494 
Deere & Co.  152,819  10,664 
FedEx Corp.  107,021  9,150 
Lockheed Martin Corp.  114,277  8,146 
Danaher Corp.  198,568  8,064 
Norfolk Southern Corp.  133,135  7,923 
CSX Corp.  140,027  7,746 
General Dynamics Corp.  117,932  7,407 
Illinois Tool Works Inc.  153,632  7,224 
Tyco International Ltd.  185,085  6,798 
Precision Castparts Corp.  51,095  6,507 
Northrop Grumman Corp.  103,396  6,269 
Raytheon Co.  137,088  6,266 
Cummins Inc.  68,487  6,204 
Waste Management Inc.  165,044  5,899 
PACCAR Inc.  118,153  5,689 
Eaton Corp.  57,206  4,719 
CH Robinson Worldwide Inc.  62,563  4,374 
Republic Services Inc. Class A  137,287  4,186 
Ingersoll-Rand plc  115,805  4,135 
Parker Hannifin Corp.  57,911  4,057 
Expeditors International of Washington Inc.  76,517  3,537 
Dover Corp.  67,179  3,507 
Southwest Airlines Co.  267,675  3,499 
Goodrich Corp.  44,981  3,316 
* Delta Air Lines Inc.  284,085  3,307 
Rockwell Collins Inc.  56,567  3,295 
Fluor Corp.  64,102  3,175 
Rockwell Automation Inc.  51,250  3,164 
L-3 Communications Holdings Inc.  41,548  3,003 
Cooper Industries plc  60,213  2,946 
ITT Corp.  62,617  2,932 
WW Grainger Inc.  22,270  2,653 
Joy Global Inc.  36,979  2,600 
Fastenal Co.  47,710  2,538 
Flowserve Corp.  20,159  2,206 
Roper Industries Inc.  33,837  2,205 
* UAL Corp.  87,091  2,058 
Textron Inc.  98,250  2,020 
* Stericycle Inc.  28,858  2,005 
Bucyrus International Inc. Class A  27,541  1,910 
AMETEK Inc.  38,258  1,828 


Pall Corp.  41,974  1,748 
* Jacobs Engineering Group Inc.  44,916  1,738 
Pitney Bowes Inc.  74,868  1,601 
Manpower Inc.  29,420  1,536 
Iron Mountain Inc.  65,704  1,468 
* Quanta Services Inc.  75,571  1,442 
Masco Corp.  129,641  1,427 
Equifax Inc.  45,665  1,425 
KBR Inc.  57,608  1,419 
* Kansas City Southern  36,697  1,373 
Cintas Corp.  49,370  1,360 
Dun & Bradstreet Corp.  18,117  1,343 
Robert Half International Inc.  51,101  1,329 
Avery Dennison Corp.  35,713  1,326 
* AGCO Corp.  33,358  1,301 
RR Donnelley & Sons Co.  74,219  1,259 
Donaldson Co. Inc.  26,288  1,239 
JB Hunt Transport Services Inc.  34,496  1,197 
Pentair Inc.  35,353  1,189 
* Verisk Analytics Inc. Class A  40,730  1,141 
SPX Corp.  17,899  1,133 
* URS Corp.  29,713  1,128 
* Foster Wheeler AG  45,709  1,118 
* Owens Corning  41,725  1,069 
* IHS Inc. Class A  14,968  1,018 
* Shaw Group Inc.  30,210  1,014 
* Navistar International Corp.  22,912  1,000 
* Alliant Techsystems Inc.  11,931  900 
* Terex Corp.  38,977  893 
* Babcock & Wilcox Co.  41,255  878 
MSC Industrial Direct Co. Class A  16,150  873 
* Hertz Global Holdings Inc.  81,932  868 
* Copart Inc.  25,780  850 
Ryder System Inc.  19,192  821 
* Aecom Technology Corp.  32,892  798 
* Spirit Aerosystems Holdings Inc. Class A  37,996  757 
* AMR Corp.  120,446  755 
Covanta Holding Corp.  47,486  748 
Harsco Corp.  29,033  714 
* Continental Airlines Inc. Class B  25,287  628 
* FTI Consulting Inc.  17,051  591 
* Sensata Technologies Holding NV  12,121  240 
    433,980 
Information Technology (18.8%)     
* Apple Inc.  327,162  92,832 
Microsoft Corp.  2,835,898  69,451 
International Business Machines Corp.  461,037  61,844 
* Google Inc. Class A  88,300  46,427 
* Cisco Systems Inc.  2,053,415  44,970 
Oracle Corp.  1,443,683  38,763 
Intel Corp.  2,000,439  38,468 
Hewlett-Packard Co.  843,113  35,470 
QUALCOMM Inc.  589,735  26,609 
* EMC Corp.  739,063  15,010 
Visa Inc. Class A  177,914  13,212 
Texas Instruments Inc.  439,335  11,924 
* eBay Inc.  422,720  10,314 


Corning Inc.  560,962  10,254 
Accenture PLC Class A  229,154  9,737 
* Dell Inc.  633,989  8,217 
Mastercard Inc. Class A  35,885  8,038 
Automatic Data Processing Inc.  180,915  7,604 
* Cognizant Technology Solutions Corp. Class A  107,684  6,942 
* Motorola Inc.  794,310  6,775 
* Yahoo! Inc.  473,389  6,708 
* NetApp Inc.  123,954  6,172 
* Juniper Networks Inc.  189,259  5,744 
Applied Materials Inc.  483,246  5,644 
Broadcom Corp. Class A  158,460  5,608 
Xerox Corp.  496,134  5,135 
* Adobe Systems Inc.  189,303  4,950 
Tyco Electronics Ltd.  163,153  4,767 
* Intuit Inc.  107,289  4,700 
* Salesforce.com Inc.  41,658  4,657 
* Citrix Systems Inc.  66,757  4,556 
* Symantec Corp.  287,352  4,359 
Western Union Co.  241,795  4,273 
* Agilent Technologies Inc.  125,114  4,175 
* Marvell Technology Group Ltd.  196,474  3,440 
Analog Devices Inc.  107,154  3,363 
Altera Corp.  108,300  3,266 
Paychex Inc.  116,962  3,215 
CA Inc.  148,111  3,128 
* Akamai Technologies Inc.  61,919  3,107 
Amphenol Corp. Class A  62,382  3,055 
* SanDisk Corp.  82,635  3,029 
* F5 Networks Inc.  28,813  2,991 
* Fiserv Inc.  54,857  2,952 
* First Solar Inc.  19,910  2,934 
* Red Hat Inc.  67,819  2,781 
* McAfee Inc.  56,093  2,651 
* BMC Software Inc.  65,290  2,643 
* Autodesk Inc.  82,446  2,636 
Xilinx Inc.  98,516  2,622 
Computer Sciences Corp.  55,400  2,548 
Linear Technology Corp.  80,576  2,476 
Fidelity National Information Services Inc.  89,713  2,434 
* NVIDIA Corp.  206,189  2,408 
* Western Digital Corp.  82,561  2,344 
* Micron Technology Inc.  321,705  2,320 
* Teradata Corp.  60,038  2,315 
* SAIC Inc.  138,976  2,221 
KLA-Tencor Corp.  61,101  2,153 
* VMware Inc. Class A  25,218  2,142 
* VeriSign Inc.  65,941  2,093 
Microchip Technology Inc.  66,391  2,088 
Harris Corp.  46,658  2,066 
* Seagate Technology plc  175,237  2,064 
Maxim Integrated Products Inc.  108,747  2,013 
* Cree Inc.  36,693  1,992 
* Electronic Arts Inc.  118,800  1,952 
* Lam Research Corp.  45,456  1,902 
* Rovi Corp.  36,685  1,849 
* Flextronics International Ltd.  292,214  1,765 
* Equinix Inc.  15,686  1,605 


* Hewitt Associates Inc. Class A  31,791  1,603 
* Trimble Navigation Ltd.  43,787  1,534 
* Avnet Inc.  54,487  1,472 
* Advanced Micro Devices Inc.  205,462  1,461 
* FLIR Systems Inc.  55,263  1,420 
* ANSYS Inc.  32,462  1,372 
* Synopsys Inc.  54,063  1,339 
* Nuance Communications Inc.  84,001  1,314 
Factset Research Systems Inc.  15,916  1,291 
* Lexmark International Inc. Class A  28,297  1,263 
Global Payments Inc.  29,252  1,255 
* Alliance Data Systems Corp.  19,122  1,248 
* Arrow Electronics Inc.  43,748  1,169 
Lender Processing Services Inc.  34,266  1,139 
* ON Semiconductor Corp.  155,092  1,118 
Broadridge Financial Solutions Inc.  48,816  1,116 
National Semiconductor Corp.  86,006  1,098 
* Dolby Laboratories Inc. Class A  19,037  1,082 
* LSI Corp.  235,497  1,074 
Jabil Circuit Inc.  70,243  1,012 
* Ingram Micro Inc.  59,648  1,006 
Tellabs Inc.  131,614  981 
* MEMC Electronic Materials Inc.  81,952  977 
* AOL Inc.  38,543  954 
* IAC/InterActiveCorp  35,846  942 
* Brocade Communications Systems Inc.  159,606  932 
Total System Services Inc.  60,405  921 
* Novellus Systems Inc.  34,437  915 
* Avago Technologies Ltd.  38,746  872 
* NCR Corp.  57,576  785 
DST Systems Inc.  13,419  602 
Molex Inc. Class A  26,827  469 
Molex Inc.  22,130  463 
    763,071 
Materials (3.7%)     
EI du Pont de Nemours & Co.  325,656  14,531 
Freeport-McMoRan Copper & Gold Inc.  155,474  13,276 
Dow Chemical Co.  415,099  11,399 
Newmont Mining Corp.  176,567  11,090 
Praxair Inc.  109,874  9,917 
Monsanto Co.  196,245  9,406 
Air Products & Chemicals Inc.  76,312  6,320 
Alcoa Inc.  367,339  4,449 
PPG Industries Inc.  59,797  4,353 
Nucor Corp.  113,302  4,328 
Ecolab Inc.  83,946  4,259 
Mosaic Co.  56,007  3,291 
International Paper Co.  149,116  3,243 
Cliffs Natural Resources Inc.  48,716  3,114 
Sigma-Aldrich Corp.  43,637  2,635 
Lubrizol Corp.  24,519  2,598 
Sherwin-Williams Co.  33,542  2,520 
CF Industries Holdings Inc.  25,439  2,429 
United States Steel Corp.  51,399  2,253 
Airgas Inc.  28,597  1,943 
Eastman Chemical Co.  25,982  1,923 
Ball Corp.  31,553  1,857 


Celanese Corp. Class A  56,412  1,811 
FMC Corp.  24,859  1,701 
Vulcan Materials Co.  45,793  1,691 
* Crown Holdings Inc.  58,193  1,668 
* Owens-Illinois Inc.  59,264  1,663 
* Pactiv Corp.  47,849  1,578 
Walter Energy Inc.  19,229  1,563 
MeadWestvaco Corp.  61,602  1,502 
Allegheny Technologies Inc.  31,995  1,486 
International Flavors & Fragrances Inc.  28,714  1,393 
Albemarle Corp.  29,479  1,380 
Ashland Inc.  26,657  1,300 
Sealed Air Corp.  57,377  1,290 
Nalco Holding Co.  49,687  1,253 
Martin Marietta Materials Inc.  16,246  1,250 
Bemis Co. Inc.  39,295  1,248 
Sonoco Products Co.  36,073  1,206 
Valspar Corp.  33,860  1,078 
Reliance Steel & Aluminum Co.  25,249  1,049 
Steel Dynamics Inc.  73,767  1,041 
Scotts Miracle-Gro Co. Class A  16,888  874 
* Titanium Metals Corp.  32,355  646 
Greif Inc. Class A  8,944  526 
    151,331 
Telecommunication Services (3.2%)     
AT&T Inc.  2,124,480  60,760 
Verizon Communications Inc.  1,016,329  33,122 
* American Tower Corp. Class A  145,148  7,440 
* Sprint Nextel Corp.  1,059,939  4,908 
* Crown Castle International Corp.  104,470  4,612 
CenturyLink Inc.  107,989  4,261 
Qwest Communications International Inc.  562,044  3,524 
Frontier Communications Corp.  351,128  2,869 
* NII Holdings Inc.  60,104  2,470 
Windstream Corp.  174,203  2,141 
* SBA Communications Corp. Class A  40,010  1,613 
* MetroPCS Communications Inc.  88,707  928 
Telephone & Data Systems Inc.  18,095  594 
* Level 3 Communications Inc.  593,444  556 
Telephone & Data Systems Inc. - Special Common Shares  15,939  452 
* United States Cellular Corp.  6,684  307 
* Clearwire Corp. Class A  36,613  296 
    130,853 
Utilities (3.7%)     
Southern Co.  296,343  11,036 
Exelon Corp.  237,631  10,118 
Dominion Resources Inc.  214,409  9,361 
Duke Energy Corp.  472,398  8,366 
NextEra Energy Inc.  141,702  7,707 
American Electric Power Co. Inc.  172,246  6,240 
PG&E Corp.  133,881  6,081 
Public Service Enterprise Group Inc.  181,955  6,019 
Entergy Corp.  68,080  5,210 
Consolidated Edison Inc.  101,368  4,888 
PPL Corp.  168,499  4,588 
Progress Energy Inc.  103,222  4,585 
Sempra Energy  84,509  4,547 


  FirstEnergy Corp.      109,592  4,224 
  Edison International      111,308  3,828 
  Xcel Energy Inc.      165,253  3,796 
  DTE Energy Co.      60,387  2,774 
*  AES Corp.      243,222  2,761 
  Wisconsin Energy Corp.      42,129  2,435 
  Ameren Corp.      85,669  2,433 
  CenterPoint Energy Inc.      142,794  2,245 
  Constellation Energy Group Inc.      68,983  2,224 
*  NRG Energy Inc.      91,754  1,910 
  Northeast Utilities      63,390  1,874 
  NiSource Inc.      99,395  1,729 
  SCANA Corp.      42,455  1,712 
  Oneok Inc.      36,439  1,641 
  Pinnacle West Capital Corp.      38,920  1,606 
*  Calpine Corp.      128,203  1,596 
  NSTAR      38,307  1,507 
  Pepco Holdings Inc.      80,504  1,497 
  Allegheny Energy Inc.      60,829  1,492 
  CMS Energy Corp.      82,394  1,485 
  American Water Works Co. Inc.      62,576  1,456 
  Alliant Energy Corp.      39,958  1,453 
  Integrys Energy Group Inc.      27,757  1,445 
  OGE Energy Corp.      35,073  1,398 
  National Fuel Gas Co.      24,956  1,293 
  MDU Resources Group Inc.      64,521  1,287 
  TECO Energy Inc.      72,842  1,262 
  UGI Corp.      39,393  1,127 
  Energen Corp.      24,538  1,122 
  DPL Inc.      42,925  1,122 
  NV Energy Inc.      84,760  1,115 
  AGL Resources Inc.      28,054  1,076 
  Aqua America Inc.      49,516  1,010 
*  Mirant Corp.      52,727  525 
          150,206 
Total Common Stocks (Cost $3,994,671)        4,047,238 
          Market 
          Value 
    Coupon    Shares  ($000) 
Temporary Cash Investments (0.3%)1         
Money Market Fund (0.3%)         
2,3 Vanguard Market Liquidity Fund  0.261%    11,672,353  11,672 
 
        Face  Market 
      Maturity  Amount  Value 
    Coupon  Date  ($000)  ($000) 
U.S. Government and Agency Obligations (0.0%)         
4  Fannie Mae Discount Notes  0.280%  2/14/11  100  100 
4,5 Freddie Mac Discount Notes  0.250%  3/21/11  100  100 
4,5 Freddie Mac Discount Notes  0.281%  6/21/11  350  349 
          549 
Total Temporary Cash Investments (Cost $12,222)        12,221 
Total Investments (100.1%) (Cost $4,006,893)        4,059,459 
Other Assets and Liabilities-Net (-0.1%)2        (5,281) 
Net Assets (100%)        4,054,178 


* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $4,994,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.0% and 0.1%, respectively, of net assets.
2 Includes $5,156,000 of collateral received for securities on loan.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
4 The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.
5 Securities with a value of $449,000 have been segregated as initial margin for open futures contracts.
REIT—Real Estate Investment Trust.

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

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

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

The following table summarizes the fund's investments as of September 30, 2010, based on the inputs used to value them:

  Level 1  Level 2  Level 3 
Investments  ($000)  ($000)  ($000) 
Common Stocks  4,047,238  —  — 
Temporary Cash Investments  11,672  549  — 
Futures Contracts—Liabilities1  (23)  —  — 
Total  4,058,887  549  — 
1 Represents variation margin on the last day of the reporting period.       


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

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

At September 30, 2010, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000) 
    Number of  Aggregate  Unrealized 
    Long (Short)  Settlement Value  Appreciation 
Futures Contracts  Expiration  Contracts  Long (Short)  (Depreciation) 
S&P 500 Index  December 2010  13  3,694  68 
E-mini S&P 500 Index  December 2010  45  2,558  (3) 

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

D. At September 30, 2010, the cost of investment securities for tax purposes was $4,006,893,000. Net unrealized appreciation of investment securities for tax purposes was $52,566,000, consisting of unrealized gains of $438,673,000 on securities that had risen in value since their purchase and $386,107,000 in unrealized losses on securities that had fallen in value since their purchase.


Item 2: Controls and Procedures

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

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

Item 3: Exhibits

(a) Certifications

  VANGUARD INDEX FUNDS 
By:  /s/ F. WILLIAM MCNABB III* 
  F. WILLIAM MCNABB III 
  CHIEF EXECUTIVE OFFICER 
 
Date: November 18, 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.

  VANGUARD INDEX FUNDS 
By:  /s/ F. WILLIAM MCNABB III* 
  F. WILLIAM MCNABB III 
  CHIEF EXECUTIVE OFFICER 
Date: November 18, 2010
  VANGUARD INDEX FUNDS 
By:  /s/ THOMAS J. HIGGINS* 
  THOMAS J. HIGGINS 
  CHIEF FINANCIAL OFFICER 
Date: November 18, 2010

* By:/s/ Heidi Stam

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

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

 

CERTIFICATIONS

 

I, F. William McNabb III, certify that:

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

Date: November 18, 2010

/s/ F. William McNabb III

 

F. William McNabb III

 

Chief Executive Officer

 

 

CERTIFICATIONS

 

I, Thomas J. Higgins, certify that:

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

Date: November 18, 2010

/s/ Thomas J Higgins

 

Thomas J. Higgins

 

Chief Financial Officer

 

 

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