N-Q 1 indexnq_final.htm INDEX QUARTERLY REPORT

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

Registrant’s telephone number, including area code: (610) 669-1000


Date of fiscal year end: December 31

Date of reporting period: September 30, 2008

Item 1: Schedule of Investments




Vanguard 500 Index Fund

Schedule of Investments

As of September 30, 2008

 

 

 

 

 

Market

 

 

 

Value

 

 

Shares

($000)

Common Stocks (100.0%)

 

 

Consumer Discretionary (8.5%)

 

 

 

McDonald's Corp.

10,735,748

662,396

 

The Walt Disney Co.

17,911,696

549,710

 

Comcast Corp. Class A

27,705,168

543,852

 

Time Warner, Inc.

34,200,388

448,367

 

Home Depot, Inc.

16,212,929

419,753

 

Target Corp.

7,203,648

353,339

 

Lowe's Cos., Inc.

13,990,884

331,444

 

News Corp., Class A

21,923,632

262,864

 

NIKE, Inc. Class B

3,750,168

250,886

*

Amazon.com, Inc.

3,053,527

222,175

 

Johnson Controls, Inc.

5,667,890

171,907

 

Staples, Inc.

6,787,331

152,715

 

Carnival Corp.

4,170,929

147,442

 

Yum! Brands, Inc.

4,474,260

145,906

*

Viacom Inc. Class B

5,855,313

145,446

*

DIRECTV Group, Inc.

5,510,111

144,200

*

Kohl's Corp.

2,912,639

134,214

 

TJX Cos., Inc.

4,010,477

122,400

 

Best Buy Co., Inc.

3,224,331

120,912

 

Omnicom Group Inc.

3,043,152

117,344

*,^

Ford Motor Co.

21,658,383

112,624

*

Starbucks Corp.

6,940,739

103,209

 

The McGraw-Hill Cos., Inc.

3,036,901

95,996

 

CBS Corp.

6,410,316

93,462

 

Harley-Davidson, Inc.

2,253,649

84,061

 

Fortune Brands, Inc.

1,435,801

82,358

*

Coach, Inc.

3,221,421

80,664

 

The Gap, Inc.

4,497,108

79,959

*

Bed Bath & Beyond, Inc.

2,470,656

77,603

 

Marriott International, Inc. Class A

2,825,685

73,722

 

Macy's Inc.

4,009,387

72,089

 

H & R Block, Inc.

3,142,388

70,861

 

J.C. Penney Co., Inc. (Holding Co.)

2,110,121

70,351

 

VF Corp.

832,823

64,386

 

Mattel, Inc.

3,451,270

62,261

 

Genuine Parts Co.

1,547,188

62,212

*

Apollo Group, Inc. Class A

1,017,138

60,316

 

Whirlpool Corp.

712,615

56,503

 

Sherwin-Williams Co.

945,095

54,022

*

GameStop Corp. Class A

1,564,559

53,524

^

General Motors Corp.

5,393,355

50,967

*,^

Sears Holdings Corp.

544,763

50,935

 

International Game Technology

2,957,666

50,813

 

Starwood Hotels & Resorts Worldwide, Inc.

1,782,842

50,169

*

AutoZone Inc.

400,087

49,347

 

 


 

 

 

 

Limited Brands, Inc.

2,733,217

47,339

 

Newell Rubbermaid, Inc.

2,630,348

45,400

 

Nordstrom, Inc.

1,527,331

44,018

 

Tiffany & Co.

1,188,483

42,215

 

Eastman Kodak Co.

2,736,759

42,091

 

Hasbro, Inc.

1,202,534

41,752

 

Darden Restaurants Inc.

1,335,681

38,241

 

Gannett Co., Inc.

2,181,538

36,890

 

Polo Ralph Lauren Corp.

545,426

36,347

*

The Goodyear Tire & Rubber Co.

2,284,768

34,980

 

Black & Decker Corp.

575,337

34,952

*

Interpublic Group of Cos., Inc.

4,483,968

34,751

 

D. R. Horton, Inc.

2,607,728

33,953

 

Leggett & Platt, Inc.

1,539,474

33,545

 

Abercrombie & Fitch Co.

819,946

32,347

 

Washington Post Co. Class B

57,413

31,965

 

Family Dollar Stores, Inc.

1,335,469

31,651

 

Scripps Networks Interactive

857,502

31,136

 

The Stanley Works

744,493

31,075

*

Expedia, Inc.

1,984,196

29,981

 

Snap-On Inc.

549,339

28,928

 

Pulte Homes, Inc.

2,034,180

28,417

 

Wyndham Worldwide Corp.

1,689,571

26,543

*

Big Lots Inc.

775,130

21,572

 

RadioShack Corp.

1,243,881

21,494

^

Lennar Corp. Class A

1,319,367

20,041

 

Harman International Industries, Inc.

555,805

18,936

 

Centex Corp.

1,162,257

18,829

^

New York Times Co. Class A

1,115,413

15,939

*

Office Depot, Inc.

2,600,732

15,136

 

Liz Claiborne, Inc.

904,391

14,859

 

Jones Apparel Group, Inc.

796,375

14,741

^

KB Home

732,813

14,422

*,^

AutoNation, Inc.

1,032,005

11,600

^

Meredith Corp.

345,522

9,692

*

Wendy's/Arby's Group, Inc.

1,615,663

8,498

^

Dillard's Inc.

545,297

6,435

 

Comcast Corp. Special Class A

150,777

2,973

*

Viacom Inc. Class A

71,693

1,782

 

CBS Corp. Class A

71,693

1,049

 

News Corp., Class B

9,800

119

 

8,246,320

Consumer Staples (12.2%)

 

The Procter & Gamble Co.

28,964,509

2,018,537

 

Wal-Mart Stores, Inc.

21,404,848

1,281,936

 

PepsiCo, Inc.

14,943,921

1,065,053

 

The Coca-Cola Co.

18,975,717

1,003,436

 

Philip Morris International Inc.

19,675,618

946,397

 

Kraft Foods Inc.

14,491,361

474,592

 

CVS/Caremark Corp.

13,699,798

461,135

 

Anheuser-Busch Cos., Inc.

6,863,660

445,314

 

Altria Group, Inc.

19,661,435

390,083

 

 


 

 

 

 

Colgate-Palmolive Co.

4,827,552

363,756

 

Walgreen Co.

9,449,090

292,544

 

Costco Wholesale Corp.

4,150,178

269,471

 

Kimberly-Clark Corp.

3,963,513

256,994

 

General Mills, Inc.

3,214,442

220,896

 

Sysco Corp.

5,754,416

177,409

 

The Kroger Co.

6,262,421

172,091

 

Avon Products, Inc.

4,062,952

168,897

 

H.J. Heinz Co.

2,986,408

149,052

 

Archer-Daniels-Midland Co.

6,130,572

134,321

 

Kellogg Co.

2,390,216

134,091

 

Wm. Wrigley Jr. Co.

1,640,453

130,252

 

Lorillard, Inc.

1,655,069

117,758

 

Safeway, Inc.

4,156,186

98,585

 

UST, Inc.

1,410,637

93,864

 

Sara Lee Corp.

6,734,329

85,055

 

ConAgra Foods, Inc.

4,334,190

84,343

 

The Clorox Co.

1,317,150

82,572

 

Reynolds American Inc.

1,628,404

79,173

 

Campbell Soup Co.

2,024,918

78,162

 

Molson Coors Brewing Co. Class B

1,442,776

67,450

 

The Hershey Co.

1,584,698

62,659

 

The Estee Lauder Cos. Inc. Class A

1,086,152

54,210

 

Brown-Forman Corp. Class B

751,327

53,953

 

Coca-Cola Enterprises, Inc.

3,037,049

50,931

 

McCormick & Co., Inc.

1,215,671

46,743

 

SuperValu Inc.

2,011,993

43,660

*

Constellation Brands, Inc. Class A

1,846,978

39,636

 

The Pepsi Bottling Group, Inc.

1,293,848

37,742

 

Tyson Foods, Inc.

2,873,760

34,313

*

Dean Foods Co.

1,440,458

33,649

 

Wm. Wrigley Jr. Co. Class B

415,980

32,862

^

Whole Foods Market, Inc.

1,328,216

26,604

*

Dr. Pepper Snapple Group, Inc.

4,519

120

 

11,860,301

Energy (13.4%)

 

ExxonMobil Corp.

49,580,228

3,850,401

 

Chevron Corp.

19,611,264

1,617,537

 

ConocoPhillips Co.

14,507,548

1,062,678

 

Schlumberger Ltd.

11,450,940

894,204

 

Occidental Petroleum Corp.

7,799,564

549,479

 

Devon Energy Corp.

4,217,197

384,608

*

Transocean, Inc.

3,045,319

334,498

 

Apache Corp.

3,192,497

332,914

 

Halliburton Co.

8,370,311

271,114

 

Marathon Oil Corp.

6,742,795

268,835

 

XTO Energy, Inc.

5,250,791

244,267

 

Hess Corp.

2,705,571

222,073

 

Anadarko Petroleum Corp.

4,477,877

217,222

 

EOG Resources, Inc.

2,378,485

212,779

*

National Oilwell Varco Inc.

3,989,913

200,413

 

Chesapeake Energy Corp.

4,982,565

178,675

 

 


 

 

 

 

Baker Hughes, Inc.

2,946,220

178,364

*

Weatherford International Ltd.

6,497,193

163,339

 

Valero Energy Corp.

5,002,599

151,579

 

Spectra Energy Corp.

5,868,985

139,682

 

Williams Cos., Inc.

5,500,805

130,094

 

Smith International, Inc.

2,062,460

120,943

 

Murphy Oil Corp.

1,817,802

116,594

 

Peabody Energy Corp.

2,588,384

116,477

 

Noble Corp.

2,556,965

112,251

*

Southwestern Energy Co.

3,286,936

100,383

 

Noble Energy, Inc.

1,637,033

91,003

 

El Paso Corp.

6,668,931

85,096

 

CONSOL Energy, Inc.

1,741,218

79,904

*

Cameron International Corp.

2,064,091

79,550

 

ENSCO International, Inc.

1,370,344

78,973

*

Nabors Industries, Inc.

2,678,993

66,760

 

Range Resources Corp.

1,472,044

63,107

 

Pioneer Natural Resources Co.

1,081,949

56,564

 

BJ Services Co.

2,786,354

53,303

 

Sunoco, Inc.

1,119,278

39,824

 

Cabot Oil & Gas Corp.

984,622

35,584

 

Rowan Cos., Inc.

1,059,430

32,366

 

Massey Energy Co.

810,021

28,893

^

Tesoro Corp.

1,309,616

21,596

 

 

 

12,983,926

Financials (15.8%)

 

JPMorgan Chase & Co.

34,949,203

1,632,128

 

Bank of America Corp.

43,529,338

1,523,527

 

Wells Fargo & Co.

31,586,258

1,185,432

 

Citigroup, Inc.

51,979,960

1,066,109

 

U.S. Bancorp

16,628,984

598,976

 

The Goldman Sachs Group, Inc.

4,147,095

530,828

 

American Express Co.

11,066,998

392,104

 

Merrill Lynch & Co., Inc.

14,618,775

369,855

 

MetLife, Inc.

6,554,832

367,071

 

Bank of New York Mellon Corp.

10,939,951

356,424

 

Prudential Financial, Inc.

4,075,924

293,466

 

AFLAC Inc.

4,552,042

267,432

 

The Travelers Cos., Inc.

5,647,160

255,252

 

PNC Financial Services Group

3,311,986

247,405

 

Morgan Stanley

10,600,692

243,816

 

The Allstate Corp.

5,175,984

238,716

 

CME Group, Inc.

641,226

238,222

 

State Street Corp.

4,126,960

234,741

 

Charles Schwab Corp.

8,917,619

231,858

 

Simon Property Group, Inc. REIT

2,150,938

208,641

^

BB&T Corp.

5,252,359

198,539

 

The Chubb Corp.

3,441,690

188,949

 

Capital One Financial Corp.

3,586,562

182,915

 

Marsh & McLennan Cos., Inc.

4,895,932

155,495

 

Northern Trust Corp.

2,110,006

152,342

 

SunTrust Banks, Inc.

3,376,146

151,893

 

 


 

 

 

 

Loews Corp.

3,448,512

136,182

 

T. Rowe Price Group Inc.

2,473,945

132,876

 

Franklin Resources Corp.

1,453,470

128,094

 

Aon Corp.

2,650,521

119,167

 

Vornado Realty Trust REIT

1,307,301

118,899

 

Public Storage, Inc. REIT

1,195,374

118,354

 

The Hartford Financial Services Group Inc.

2,876,006

117,887

 

Equity Residential REIT

2,586,103

114,849

 

Progressive Corp. of Ohio

6,453,087

112,284

 

The Principal Financial Group, Inc.

2,471,439

107,483

 

Boston Properties, Inc. REIT

1,138,326

106,616

 

Lincoln National Corp.

2,455,837

105,134

 

ProLogis REIT

2,497,281

103,063

 

NYSE Euronext

2,547,714

99,819

 

HCP, Inc. REIT

2,410,141

96,719

 

Hudson City Bancorp, Inc.

4,935,164

91,054

 

American International Group, Inc.

25,607,153

85,272

 

Unum Group

3,300,216

82,835

 

Plum Creek Timber Co. Inc. REIT

1,629,659

81,255

 

Kimco Realty Corp. REIT

2,174,762

80,336

 

Ameriprise Financial, Inc.

2,077,692

79,368

 

Invesco, Ltd.

3,704,286

77,716

 

Leucadia National Corp.

1,685,258

76,578

 

Wachovia Corp.

20,636,181

72,227

 

Avalonbay Communities, Inc. REIT

730,910

71,936

 

Host Hotels & Resorts Inc. REIT

4,980,009

66,184

^

M & T Bank Corp.

732,447

65,371

 

Fifth Third Bancorp

5,475,927

65,163

^

Moody's Corp.

1,890,572

64,279

 

Regions Financial Corp.

6,600,910

63,369

 

Discover Financial Services

4,559,636

63,014

 

Assurant, Inc.

1,135,869

62,473

*

IntercontinentalExchange Inc.

716,927

57,842

 

KeyCorp

4,737,648

56,567

*

SLM Corp.

4,438,179

54,767

 

XL Capital Ltd. Class A

2,988,899

53,621

 

Legg Mason Inc.

1,349,474

51,361

*,^

American Capital Ltd.

1,982,695

50,579

 

Torchmark Corp.

835,409

49,957

 

Marshall & Ilsley Corp.

2,472,535

49,822

 

Comerica, Inc.

1,434,067

47,023

 

Cincinnati Financial Corp.

1,557,142

44,285

^

Zions Bancorp

1,092,030

42,262

 

Janus Capital Group Inc.

1,530,624

37,164

 

Developers Diversified Realty Corp. REIT

1,136,168

36,005

 

Genworth Financial Inc.

4,136,202

35,613

 

General Growth Properties Inc. REIT

2,179,268

32,907

 

Apartment Investment & Management Co. Class A REIT

819,965

28,715

 

Huntington Bancshares Inc.

3,485,550

27,849

 

Federated Investors, Inc.

820,544

23,656

^

MBIA, Inc.

1,872,503

22,283

 

 


 

 

 

*

CB Richard Ellis Group, Inc.

1,653,013

22,101

 

Sovereign Bancorp, Inc.

5,204,941

20,559

 

CIT Group Inc.

2,690,066

18,723

^

First Horizon National Corp.

1,932,270

18,357

*,^

E*TRADE Financial Corp.

5,114,901

14,322

^

National City Corp.

7,241,624

12,673

^

MGIC Investment Corp.

1,191,582

8,377

^

Washington Mutual, Inc.

8,003,941

654

 

 

 

15,396,036

Health Care (13.1%)

 

Johnson & Johnson

26,675,346

1,848,068

 

Pfizer Inc.

64,347,315

1,186,564

 

Abbott Laboratories

14,715,031

847,291

 

Merck & Co., Inc.

20,451,297

645,443

*

Amgen, Inc.

10,099,653

598,606

 

Medtronic, Inc.

10,770,292

539,592

 

Wyeth

12,728,469

470,190

 

Eli Lilly & Co.

9,550,591

420,513

*

Gilead Sciences, Inc.

8,781,211

400,248

 

Bristol-Myers Squibb Co.

18,896,686

393,996

 

Baxter International, Inc.

5,991,403

393,216

 

UnitedHealth Group Inc.

11,623,226

295,114

 

Schering-Plough Corp.

15,517,348

286,605

*

Celgene Corp.

4,342,115

274,769

 

Covidien Ltd.

4,796,444

257,857

*

WellPoint Inc.

4,887,550

228,591

*

Thermo Fisher Scientific, Inc.

4,004,996

220,275

*

Medco Health Solutions, Inc.

4,825,975

217,169

*

Genzyme Corp.

2,567,934

207,720

 

Becton, Dickinson & Co.

2,323,985

186,523

*

Boston Scientific Corp.

14,324,619

175,763

*

Express Scripts Inc.

2,354,196

173,787

 

Cardinal Health, Inc.

3,428,350

168,949

 

Aetna Inc.

4,501,653

162,555

 

Allergan, Inc.

2,929,316

150,860

 

Stryker Corp.

2,361,421

147,117

*

St. Jude Medical, Inc.

3,262,542

141,888

 

McKesson Corp.

2,633,713

141,720

*

Biogen Idec Inc.

2,775,418

139,576

*

Zimmer Holdings, Inc.

2,149,886

138,797

 

C.R. Bard, Inc.

945,814

89,729

*

Intuitive Surgical, Inc.

371,963

89,636

 

CIGNA Corp.

2,632,408

89,449

*

Forest Laboratories, Inc.

2,903,115

82,100

 

Quest Diagnostics, Inc.

1,496,661

77,332

*

Laboratory Corp. of America Holdings

1,065,098

74,024

*

Varian Medical Systems, Inc.

1,196,081

68,332

*

Barr Pharmaceuticals Inc.

1,042,347

68,065

*

Humana Inc.

1,612,315

66,427

*

Hospira, Inc.

1,509,411

57,660

 

AmerisourceBergen Corp.

1,515,250

57,049

*

DaVita, Inc.

997,500

56,867

 

 


 

 

 

 

Applied Biosystems Inc.

1,623,516

55,605

*

Waters Corp.

944,789

54,968

*

Coventry Health Care Inc.

1,416,275

46,100

*

Millipore Corp.

523,429

36,012

*,^

Mylan Inc.

2,896,693

33,080

 

IMS Health, Inc.

1,734,728

32,804

 

PerkinElmer, Inc.

1,127,966

28,165

*

Watson Pharmaceuticals, Inc.

986,556

28,117

*

Patterson Cos.

872,306

26,527

*

King Pharmaceuticals, Inc.

2,341,687

22,433

*

Tenet Healthcare Corp.

3,972,972

22,050

 

 

 

12,721,893

Industrials (11.1%)

 

General Electric Co.

94,960,666

2,421,497

 

United Parcel Service, Inc.

9,623,559

605,226

 

United Technologies Corp.

9,205,418

552,877

 

3M Co.

6,672,275

455,783

 

The Boeing Co.

7,066,123

405,242

 

Lockheed Martin Corp.

3,178,043

348,536

 

Caterpillar, Inc.

5,810,546

346,309

 

Union Pacific Corp.

4,860,334

345,861

 

Emerson Electric Co.

7,406,882

302,127

 

Honeywell International Inc.

7,106,135

295,260

 

General Dynamics Corp.

3,795,602

279,432

 

Burlington Northern Santa Fe Corp.

2,699,428

249,508

 

Norfolk Southern Corp.

3,586,170

237,440

 

FedEx Corp.

2,974,515

235,106

 

CSX Corp.

3,896,810

212,649

 

Raytheon Co.

3,924,674

210,009

 

Deere & Co.

4,075,983

201,761

 

Northrop Grumman Corp.

3,226,581

195,337

 

Illinois Tool Works, Inc.

3,817,386

169,683

 

Danaher Corp.

2,435,504

169,024

 

Tyco International, Ltd.

4,532,409

158,725

 

Waste Management, Inc.

4,673,945

147,183

 

PACCAR, Inc.

3,468,327

132,455

 

L-3 Communications Holdings, Inc.

1,161,663

114,215

 

Precision Castparts Corp.

1,323,806

104,289

 

Southwest Airlines Co.

6,970,359

101,140

 

ITT Industries, Inc.

1,727,047

96,041

 

Fluor Corp.

1,714,404

95,492

 

Ingersoll-Rand Co.

3,024,978

94,289

 

Eaton Corp.

1,591,878

89,432

 

Parker Hannifin Corp.

1,599,072

84,751

 

Cummins Inc.

1,930,751

84,412

 

C.H. Robinson Worldwide Inc.

1,630,037

83,067

 

Rockwell Collins, Inc.

1,525,476

73,360

 

Dover Corp.

1,793,091

72,710

 

Expeditors International of Washington, Inc.

2,027,442

70,636

 

Textron, Inc.

2,366,758

69,299

 

Cooper Industries, Inc. Class A

1,657,975

66,236

 

Pitney Bowes, Inc.

1,983,093

65,958

 

 


 

 

 

*

Jacobs Engineering Group Inc.

1,172,537

63,681

 

Masco Corp.

3,449,130

61,877

 

Fastenal Co.

1,229,990

60,749

 

W.W. Grainger, Inc.

621,757

54,074

 

Rockwell Automation, Inc.

1,389,682

51,891

 

Goodrich Corp.

1,189,721

49,492

 

R.R. Donnelley & Sons Co.

2,012,022

49,355

 

Avery Dennison Corp.

1,013,376

45,075

 

Equifax, Inc.

1,228,604

42,325

 

Pall Corp.

1,146,178

39,417

 

Robert Half International, Inc.

1,490,843

36,898

*

Allied Waste Industries, Inc.

3,255,741

36,171

 

Cintas Corp.

1,246,519

35,788

 

Ryder System, Inc.

541,449

33,570

*

Terex Corp.

929,375

28,365

 

The Manitowoc Co., Inc.

1,235,916

19,219

*

Monster Worldwide Inc.

1,188,891

17,726

 

Flowserve Corp.

11,866

1,053

*

Raytheon Co. Warrants Exp. 6/16/11

60,569

1,030

 

 

 

10,770,113

Information Technology (15.9%)

 

Microsoft Corp.

74,953,162

2,000,500

 

International Business Machines Corp.

12,932,838

1,512,625

*

Cisco Systems, Inc.

56,387,585

1,272,104

 

Hewlett-Packard Co.

23,378,300

1,081,013

 

Intel Corp.

53,665,800

1,005,160

*

Apple Inc.

8,456,206

961,132

*

Google Inc.

2,281,211

913,671

*

Oracle Corp.

37,404,146

759,678

 

QUALCOMM Inc.

15,664,012

673,083

*

Dell Inc.

16,637,512

274,186

 

Texas Instruments, Inc.

12,513,209

269,034

*

EMC Corp.

19,791,835

236,710

 

Corning, Inc.

15,083,350

235,904

*

eBay Inc.

10,442,884

233,712

*

Yahoo! Inc.

13,246,430

229,163

 

Automatic Data Processing, Inc.

4,863,900

207,932

*

Adobe Systems, Inc.

5,067,309

200,007

 

Applied Materials, Inc.

12,829,378

194,109

 

Western Union Co.

6,960,025

171,704

*

Symantec Corp.

8,010,235

156,840

 

Motorola, Inc.

21,624,602

154,400

 

Tyco Electronics Ltd.

4,516,387

124,923

 

MasterCard, Inc. Class A

690,467

122,441

*

Electronic Arts Inc.

3,033,201

112,198

*

Juniper Networks, Inc.

5,188,370

109,319

*

Agilent Technologies, Inc.

3,419,749

101,430

 

Paychex, Inc.

3,055,328

100,918

*

Intuit, Inc.

3,058,491

96,679

 

Xerox Corp.

8,353,854

96,320

*

Broadcom Corp.

4,220,291

78,624

 

CA, Inc.

3,772,360

75,296

 

 


 

 

 

*

Fiserv, Inc.

1,564,760

74,044

 

Analog Devices, Inc.

2,764,023

72,832

*

Autodesk, Inc.

2,133,627

71,583

 

Linear Technology Corp.

2,115,180

64,851

*

Cognizant Technology Solutions Corp.

2,793,090

63,766

 

Xilinx, Inc.

2,646,571

62,062

*

MEMC Electronic Materials, Inc.

2,169,365

61,306

 

Altera Corp.

2,866,415

59,277

 

Harris Corp.

1,277,427

59,017

*

Computer Sciences Corp.

1,439,897

57,783

*

NetApp, Inc.

3,135,613

57,162

 

Amphenol Corp.

1,421,822

57,072

*

NVIDIA Corp.

5,287,340

56,627

*

Sun Microsystems, Inc.

7,211,399

54,807

 

KLA-Tencor Corp.

1,659,152

52,512

*

BMC Software, Inc.

1,826,207

52,284

^

Microchip Technology, Inc.

1,764,788

51,938

*

VeriSign, Inc.

1,855,041

48,379

*

salesforce.com, inc.

990,610

47,946

*

Affiliated Computer Services, Inc. Class A

920,801

46,620

*

Citrix Systems, Inc.

1,740,863

43,974

*

SanDisk Corp.

2,144,494

41,925

 

Fidelity National Information Services, Inc.

1,817,140

33,544

*

Teradata Corp.

1,709,171

33,329

*

LSI Corp.

6,094,900

32,669

 

National Semiconductor Corp.

1,867,307

32,136

 

Total System Services, Inc.

1,892,485

31,037

*,^

Advanced Micro Devices, Inc.

5,769,663

30,291

 

Molex, Inc.

1,322,889

29,699

*

Micron Technology, Inc.

7,219,818

29,240

*

Akamai Technologies, Inc.

1,590,620

27,740

*

Lexmark International, Inc.

837,597

27,281

*

Compuware Corp.

2,437,377

23,618

*

QLogic Corp.

1,265,257

19,434

*

Novellus Systems, Inc.

962,643

18,906

 

Jabil Circuit, Inc.

1,980,928

18,898

*

JDS Uniphase Corp.

2,049,867

17,342

*

Novell, Inc.

3,351,076

17,225

*

Convergys Corp.

1,162,857

17,187

*

Tellabs, Inc.

3,799,913

15,428

*

Teradyne, Inc.

1,611,864

12,589

*

Unisys Corp.

3,349,571

9,211

*

Ciena Corp.

826,376

8,330

 

Molex, Inc. Class A

4,051

84

 

 

 

15,503,800

Materials (3.4%)

 

Monsanto Co.

5,250,119

519,657

 

E.I. du Pont de Nemours & Co.

8,611,699

347,051

 

Dow Chemical Co.

8,829,353

280,597

 

Praxair, Inc.

3,010,799

215,995

 

Freeport-McMoRan Copper & Gold, Inc. Class B

3,670,011

208,640

 

 


 

 

 

 

Alcoa Inc.

7,766,425

175,366

 

Newmont Mining Corp. (Holding Co.)

4,359,275

168,965

 

Air Products & Chemicals, Inc.

2,022,137

138,496

 

Weyerhaeuser Co.

2,012,561

121,921

 

Nucor Corp.

3,021,893

119,365

 

International Paper Co.

4,070,961

106,578

 

PPG Industries, Inc.

1,558,301

90,880

 

United States Steel Corp.

1,122,454

87,114

 

Rohm & Haas Co.

1,184,262

82,898

 

Ecolab, Inc.

1,669,508

81,005

^

Vulcan Materials Co.

1,046,504

77,965

 

Sigma-Aldrich Corp.

1,206,447

63,242

 

CF Industries Holdings, Inc.

537,144

49,127

 

Eastman Chemical Co.

728,848

40,130

 

MeadWestvaco Corp.

1,637,195

38,163

 

Ball Corp.

922,863

36,444

 

Sealed Air Corp.

1,515,808

33,333

*

Pactiv Corp.

1,241,070

30,816

 

International Flavors & Fragrances, Inc.

751,227

29,643

 

Allegheny Technologies Inc.

960,897

28,394

 

AK Steel Holding Corp.

1,069,800

27,729

 

Bemis Co., Inc.

954,483

24,931

 

Hercules, Inc.

1,086,415

21,500

 

Ashland, Inc.

532,817

15,580

^

Titanium Metals Corp.

814,926

9,241

 

 

 

3,270,766

Telecommunication Services (3.0%)

 

AT&T Inc.

56,252,608

1,570,573

 

Verizon Communications Inc.

27,183,508

872,319

 

Sprint Nextel Corp.

27,245,206

166,195

*

American Tower Corp. Class A

3,766,938

135,497

 

Embarq Corp.

1,364,833

55,344

 

Windstream Corp.

4,203,661

45,988

^

Qwest Communications International Inc.

14,216,060

45,918

 

CenturyTel, Inc.

980,229

35,925

 

Frontier Communications Corp.

3,021,216

34,744

 

 

 

2,962,503

Utilities (3.6%)

 

Exelon Corp.

6,274,632

392,917

 

Southern Co.

7,351,913

277,094

 

Dominion Resources, Inc.

5,543,309

237,143

 

Duke Energy Corp.

12,090,754

210,742

 

FPL Group, Inc.

3,904,919

196,417

 

FirstEnergy Corp.

2,913,625

195,184

 

Entergy Corp.

1,825,112

162,453

 

Public Service Enterprise Group, Inc.

4,841,394

158,749

 

American Electric Power Co., Inc.

3,828,283

141,953

 

PPL Corp.

3,574,728

132,336

 

PG&E Corp.

3,422,574

128,175

 

Edison International

3,102,326

123,783

 

Sempra Energy

2,351,785

118,695

 

Consolidated Edison Inc.

2,607,769

112,030

 

 


 

 

 

 

Progress Energy, Inc.

2,491,519

107,459

 

Xcel Energy, Inc.

4,271,669

85,391

 

Ameren Corp.

2,013,348

78,581

*

AES Corp.

6,400,157

74,818

 

Questar Corp.

1,644,523

67,294

 

DTE Energy Co.

1,554,097

62,350

 

Allegheny Energy, Inc.

1,590,469

58,482

 

CenterPoint Energy Inc.

3,273,946

47,701

 

Pepco Holdings, Inc.

1,910,834

43,777

 

Constellation Energy Group, Inc.

1,694,653

41,180

 

NiSource, Inc.

2,609,153

38,511

 

Integrys Energy Group, Inc.

727,361

36,324

 

Pinnacle West Capital Corp.

956,496

32,913

 

TECO Energy, Inc.

2,006,035

31,555

 

CMS Energy Corp.

2,142,994

26,723

 

Nicor Inc.

429,799

19,062

*

Dynegy, Inc.

4,707,214

16,852

 

3,456,644

Total Common Stocks (Cost $71,096,189)

97,172,302

 

 

 

 

 

 

 

 

Face

Market

 

 

Maturity

Amount

Value

 

Coupon

Date

($000)

($000)

Temporary Cash Investments (0.6%)

U.S. Agency Obligations (0.0%)

1,2

Federal Home Loan Bank

2.433%

11/6/08

25,000

24,919

Money Market Fund (0.6%)

3,4

Vanguard Market Liquidity Fund

2.296%

 

554,056,297

554,056

Total Temporary Cash Investments (Cost $578,996)

578,975

Total Investments (100.6%) (Cost $71,675,185)

97,751,277

4 Other Assets and Liabilities-Net (-0.6%)

(568,918)

Net Assets (100%)

97,182,359

 

* Non-income-producing security.

 

^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $476,216,000.

 

1 The issuer operates under a congressional charter; its securities are neither issued nor guaranteed by the U.S. government.

 

2 Securities with a value of $24,919,000 have been segregated as initial margin for open futures contracts.

 


 

 

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 Includes $508,892,000 of collateral received for securities on loan.

 

REIT—Real Estate Investment Trust.

 


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.

At September 30, 2008, the cost of investment securities for tax purposes was $71,675,185,000. Net unrealized appreciation of investment securities for tax purposes was $26,076,092,000, consisting of unrealized gains of $37,525,109,000 on securities that had risen in value since their purchase and $11,449,017,000 in unrealized losses on securities that had fallen in value since their purchase.

Futures Contracts: 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 100.1% and 0.5%, respectively, of net assets. Futures contracts are valued at their quoted daily settlement prices.

At September 30, 2008, the aggregate settlement value of open futures contracts expiring in December 2008 and the related unrealized appreciation (depreciation) were:

 

 

 

 

($000)

 

Number

Aggregate

Unrealized

 

of Long

Settlement

Appreciation

Futures Contracts

Contracts

Value

(Depreciation)

S&P 500 Index

200

58,450

(1,375)

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

 

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, based on the inputs used to value them:

 

 

 

Investments

Futures

 

in Securities

Contracts

Valuation Inputs

($000)

($000)

Level 1- Quoted prices

97,726,358

(1,375)

 

 

 

Level 2- Other significant observable inputs

24,919

-

Level 3- Significant unobservable inputs

-

-

Total

97,751,277

(1,375)

 

 

 




Vanguard Extended Market Index Fund

Schedule of Investments

As of September 30, 2008

 

 

 

Shares

Market
Value
($000)

Common Stocks (99.8%)

Consumer Discretionary (12.2%)

*

Liberty Global, Inc. Series C

1,092,425

 

30,686

 

Cablevision Systems NY Group Class A

1,174,958

 

29,562

 

Ross Stores, Inc.

663,394

 

24,420

^

Wynn Resorts Ltd.

275,994

 

22,532

*

DISH Network Corp.

1,061,301

 

22,287

 

BorgWarner, Inc.

583,688

 

19,127

 

Advance Auto Parts, Inc.

480,440

 

19,054

*

Time Warner Cable, Inc.

787,263

 

19,052

*,^

Mohawk Industries, Inc.

281,769

 

18,988

*,^

Las Vegas Sands Corp.

524,153

 

18,927

*

Urban Outfitters, Inc.

572,094

 

18,233

*

O'Reilly Automotive, Inc.

672,793

 

18,011

*,^

MGM Mirage, Inc.

623,434

 

17,768

*

Dollar Tree, Inc.

454,427

 

16,523

*

Toll Brothers, Inc.

653,586

 

16,490

 

American Eagle Outfitters, Inc.

1,036,092

 

15,800

 

PetSmart, Inc.

638,123

 

15,768

*

NVR, Inc.

27,151

 

15,530

*,^

CarMax, Inc.

1,106,745

 

15,494

 

DeVry, Inc.

304,673

 

15,094

 

Strayer Education, Inc.

72,122

 

14,443

*

Liberty Global, Inc. Class A

463,682

 

14,050

*

Priceline.com, Inc.

195,846

 

13,402

*

DreamWorks Animation SKG, Inc.

404,797

 

12,731

 

Foot Locker, Inc.

782,080

 

12,638

*

ITT Educational Services, Inc.

149,001

 

12,056

*,^

Lamar Advertising Co. Class A

387,077

 

11,957

 

Service Corp. International

1,303,409

 

10,897

*

Aeropostale, Inc.

339,053

 

10,887

*

LKQ Corp.

626,043

 

10,624

*

The Warnaco Group, Inc.

231,616

 

10,490

 

Royal Caribbean Cruises, Ltd.

499,484

 

10,364

*

Hanesbrands Inc.

473,458

 

10,298

 

Gentex Corp.

716,612

 

10,248

*

Discovery Communications Inc. Class A

713,894

 

10,173

*

Penn National Gaming, Inc.

375,159

 

9,968

*

Discovery Communications Inc. Class C

703,224

 

9,958

 

Phillips-Van Heusen Corp.

259,604

 

9,842

 

Guess ?, Inc.

280,466

 

9,757

 

Brinker International, Inc.

512,072

 

9,161

 

John Wiley & Sons Class A

223,995

 

9,061

 

Tupperware Brands Corp.

315,785

 

8,725

*,^

Sirius XM Radio Inc.

15,112,805

 

8,614

*

Marvel Entertainment, Inc.

248,368

 

8,479

*

Bally Technologies Inc.

278,422

 

8,431

*

Dick's Sporting Goods, Inc.

425,461

 

8,331

*

Jarden Corp.

354,047

 

8,302

 

Matthews International Corp.

157,192

 

7,976

 

 


 

 

 

*,^

Panera Bread Co.

154,325

 

7,855

*,^

Chipotle Mexican Grill, Inc.

140,315

 

7,786

*

Scientific Games Corp.

329,941

 

7,595

*

Rent-A-Center, Inc.

339,684

 

7,568

 

Polaris Industries, Inc.

165,784

 

7,542

 

Aaron Rents, Inc.

268,879

 

7,279

 

Williams-Sonoma, Inc.

441,897

 

7,150

*

Deckers Outdoor Corp.

66,354

 

6,906

*

Tractor Supply Co.

163,965

 

6,895

 

Sotheby's

342,940

 

6,879

*,^

Netflix.com, Inc.

221,124

 

6,828

*

WMS Industries, Inc.

222,496

 

6,802

*,^

Saks Inc.

723,444

 

6,692

 

Weight Watchers International, Inc.

181,186

 

6,631

 

Wolverine World Wide, Inc.

250,303

 

6,626

 

MDC Holdings, Inc.

179,401

 

6,564

*

Fossil, Inc.

231,944

 

6,548

*,^

J. Crew Group, Inc.

228,983

 

6,542

 

Burger King Holdings Inc.

265,640

 

6,524

*

Corinthian Colleges, Inc.

433,564

 

6,503

 

Hillenbrand Inc.

317,599

 

6,403

 

Regal Entertainment Group Class A

398,501

 

6,288

*

Live Nation, Inc.

385,759

 

6,276

*

Career Education Corp.

374,983

 

6,131

*

Jack in the Box Inc.

290,067

 

6,120

*

Gaylord Entertainment Co.

207,804

 

6,103

 

Arbitron Inc.

135,038

 

6,035

 

Regis Corp.

218,987

 

6,022

*

AnnTaylor Stores Corp.

290,002

 

5,986

*

Collective Brands, Inc.

325,806

 

5,966

*,^

Under Armour, Inc.

184,473

 

5,859

 

Ryland Group, Inc.

215,724

 

5,721

 

International Speedway Corp.

147,013

 

5,720

 

Brunswick Corp.

445,850

 

5,702

*

Carter's, Inc.

288,505

 

5,692

^

Pool Corp.

243,296

 

5,676

 

Men's Wearhouse, Inc.

261,785

 

5,560

*,^

Vail Resorts Inc.

158,442

 

5,538

*,^

Life Time Fitness, Inc.

173,241

 

5,417

 

Barnes & Noble, Inc.

201,845

 

5,264

*

The Gymboree Corp.

147,290

 

5,229

*

Wendy's/Arby's Group, Inc.

991,118

 

5,213

*

Chico's FAS, Inc.

898,089

 

4,913

 

ArvinMeritor, Inc.

375,423

 

4,896

*

The Cheesecake Factory Inc.

333,179

 

4,871

 

Interactive Data Corp.

186,796

 

4,711

 

Callaway Golf Co.

332,374

 

4,677

*

Coinstar, Inc.

142,301

 

4,554

*,^

Zale Corp.

180,683

 

4,517

^

Tempur-Pedic International Inc.

381,795

 

4,490

*,^

Sonic Corp.

306,714

 

4,469

 

The Buckle, Inc.

79,760

 

4,430

 

Choice Hotels International, Inc.

161,292

 

4,371

^

Thor Industries, Inc.

175,248

 

4,350

 

Bob Evans Farms, Inc.

157,843

 

4,308

 

 


 

 

 

*

Timberland Co.

241,038

 

4,187

*

Lear Corp.

393,902

 

4,136

 

Ethan Allen Interiors, Inc.

146,101

 

4,094

*

The Children's Place Retail Stores, Inc.

120,332

 

4,013

*

CEC Entertainment Inc.

118,109

 

3,921

*,^

Meritage Corp.

156,374

 

3,862

*

Iconix Brand Group Inc.

294,104

 

3,847

 

American Greetings Corp. Class A

248,535

 

3,800

*

Morningstar, Inc.

67,663

 

3,753

 

Stewart Enterprises, Inc. Class A

473,051

 

3,718

*

Quiksilver, Inc.

641,735

 

3,684

*

Sally Beauty Co. Inc.

416,847

 

3,585

 

Brown Shoe Co., Inc.

215,818

 

3,535

*

The Dress Barn, Inc.

230,699

 

3,527

*

TRW Automotive Holdings Corp.

221,147

 

3,518

*

JAKKS Pacific, Inc.

139,824

 

3,483

 

OfficeMax, Inc.

388,220

 

3,451

 

Scholastic Corp.

133,490

 

3,428

 

Genesco, Inc.

98,126

 

3,285

*,^

Blue Nile Inc.

74,943

 

3,213

*,^

Buffalo Wild Wings Inc.

79,450

 

3,197

 

UniFirst Corp.

73,264

 

3,157

*,^

Jos. A. Bank Clothiers, Inc.

92,804

 

3,118

*

Capella Education Co.

70,390

 

3,017

 

CBRL Group, Inc.

113,644

 

2,989

*

Hibbett Sports Inc.

145,713

 

2,917

*

Standard Pacific Corp.

593,107

 

2,912

 

Fred's, Inc.

204,315

 

2,905

 

Hearst-Argyle Television Inc.

129,885

 

2,900

*,^

P.F. Chang's China Bistro, Inc.

122,061

 

2,873

*

Papa John's International, Inc.

105,429

 

2,863

 

CKE Restaurants Inc.

267,654

 

2,837

*

Steven Madden, Ltd.

114,338

 

2,833

*

99 Cents Only Stores

258,182

 

2,832

*

Charming Shoppes, Inc.

578,360

 

2,828

*

Exide Technologies

383,158

 

2,828

*

Skechers U.S.A., Inc.

166,786

 

2,807

 

Churchill Downs, Inc.

56,546

 

2,770

 

Columbia Sportswear Co.

65,364

 

2,743

*

Clear Channel Outdoor Holdings, Inc. Class A

200,100

 

2,737

*

Jo-Ann Stores, Inc.

128,927

 

2,705

^

NutriSystem, Inc.

152,049

 

2,694

^

Boyd Gaming Corp.

286,588

 

2,682

 

Belo Corp. Class A

448,625

 

2,674

 

Stage Stores, Inc.

195,054

 

2,664

 

Cato Corp. Class A

150,769

 

2,646

*

Domino's Pizza, Inc.

216,782

 

2,632

 

Furniture Brands International Inc.

248,800

 

2,617

 

Cooper Tire & Rubber Co.

304,342

 

2,617

 

Group 1 Automotive, Inc.

118,670

 

2,579

 

K-Swiss, Inc.

146,026

 

2,541

*

ATC Technology Corp.

106,965

 

2,539

*

Tenneco Automotive, Inc.

237,611

 

2,526

 

Finish Line, Inc.

249,017

 

2,488

 

La-Z-Boy Inc.

266,124

 

2,480

 

 


 

 

 

*

Texas Roadhouse, Inc.

273,690

 

2,460

*,^

Cabela's Inc.

201,863

 

2,439

*

thinkorswim Group, Inc.

289,813

 

2,414

 

Penske Automotive Group Inc.

209,733

 

2,406

*

RCN Corp.

195,956

 

2,402

 

Modine Manufacturing Co.

165,815

 

2,401

 

Jackson Hewitt Tax Service Inc.

154,399

 

2,368

*

American Public Education, Inc.

48,975

 

2,365

 

National CineMedia Inc.

213,245

 

2,356

 

Movado Group, Inc.

104,672

 

2,339

*

Pacific Sunwear of California, Inc.

344,199

 

2,316

*

Red Robin Gourmet Burgers, Inc.

86,246

 

2,311

*

Pinnacle Entertainment, Inc.

305,593

 

2,310

 

Harte-Hanks, Inc.

219,863

 

2,280

^

Talbots Inc.

173,707

 

2,276

*

Pre-Paid Legal Services, Inc.

54,179

 

2,235

*

Universal Technical Institute Inc.

130,504

 

2,226

*

Peet's Coffee & Tea Inc.

79,096

 

2,208

 

Superior Industries International, Inc.

115,060

 

2,205

*

RC2 Corp.

109,768

 

2,195

*

Champion Enterprises, Inc.

391,239

 

2,171

*

K12 Inc.

81,814

 

2,168

*

HSN,Inc.

196,859

 

2,167

*,^

True Religion Apparel, Inc.

82,867

 

2,142

*

Valassis Communications, Inc.

244,977

 

2,122

 

World Wrestling Entertainment, Inc.

137,111

 

2,120

*

Fuel Systems Solutions, Inc.

60,671

 

2,090

 

Oxford Industries, Inc.

80,509

 

2,080

*

Ticketmaster

193,310

 

2,074

*,^

Blockbuster Inc. Class A

998,286

 

2,056

*

Interval Leisure Group, Inc.

195,133

 

2,029

*

Pier 1 Imports Inc.

485,998

 

2,007

 

Borders Group, Inc.

304,821

 

2,000

*

California Pizza Kitchen, Inc.

154,575

 

1,989

 

National Presto Industries, Inc.

26,315

 

1,960

 

Winnebago Industries, Inc.

148,240

 

1,915

 

Ameristar Casinos, Inc.

133,249

 

1,891

 

Speedway Motorsports, Inc.

95,050

 

1,852

*

Mediacom Communications Corp.

310,241

 

1,837

 

Ambassadors Group, Inc.

112,452

 

1,789

*

Tween Brands, Inc.

180,343

 

1,766

*,^

Raser Technologies, Inc.

206,297

 

1,754

*

Ascent Media Corporation

71,172

 

1,737

*

Dana Holding Corp.

358,200

 

1,734

 

Monro Muffler Brake, Inc.

74,645

 

1,721

*,^

Morgans Hotel Group

155,575

 

1,697

*

Cox Radio, Inc.

160,274

 

1,692

*

Universal Electronics, Inc.

67,391

 

1,683

^

Warner Music Group Corp.

219,295

 

1,667

 

CKX, Inc.

269,612

 

1,661

*,^

Hovnanian Enterprises Inc. Class A

206,934

 

1,653

*

Drew Industries, Inc.

93,852

 

1,606

*,^

Overstock.com, Inc.

80,465

 

1,594

*

Steinway Musical Instruments Inc.

55,882

 

1,583

*

Visteon Corp.

674,593

 

1,565

 

 


 

 

 

^

Sealy Corp.

240,805

 

1,556

*

Hot Topic, Inc.

234,135

 

1,548

*

The Wet Seal, Inc. Class A

424,250

 

1,540

 

Blyth, Inc.

134,783

 

1,528

*,^

Charter Communications, Inc.

2,081,324

 

1,519

*

Denny's Corp.

585,941

 

1,512

*

Zumiez Inc.

91,558

 

1,509

^

Media General, Inc. Class A

119,660

 

1,487

 

bebe stores, inc.

151,541

 

1,481

*

Hayes Lemmerz International, Inc.

541,634

 

1,479

*

Midas Inc.

106,468

 

1,465

*

Volcom, Inc.

84,676

 

1,463

 

Cinemark Holdings Inc.

106,889

 

1,454

^

Landry's Restaurants, Inc.

92,951

 

1,445

 

Christopher & Banks Corp.

187,318

 

1,437

 

M/I Homes, Inc.

61,814

 

1,408

*

Charlotte Russe Holding Inc.

137,088

 

1,405

 

The Marcus Corp.

86,043

 

1,384

*

Coldwater Creek Inc.

238,373

 

1,380

 

The Pep Boys (Manny, Moe & Jack)

221,637

 

1,370

*,^

Martha Stewart Living Omnimedia, Inc.

160,371

 

1,365

*

Leapfrog Enterprises, Inc.

128,491

 

1,357

 

Asbury Automotive Group, Inc.

117,564

 

1,354

*

Stamps.com Inc.

115,864

 

1,352

*

PetMed Express, Inc.

85,273

 

1,339

*

Maidenform Brands, Inc.

92,100

 

1,336

^

DineEquity, Inc.

77,686

 

1,310

*

Steak n Shake Co.

149,804

 

1,300

*

Unifi, Inc.

267,355

 

1,294

*

Entravision Communications Corp.

478,256

 

1,287

 

Sonic Automotive, Inc.

151,513

 

1,282

*

Audiovox Corp.

133,926

 

1,255

 

American Axle & Manufacturing Holdings, Inc.

230,445

 

1,235

*

Chipotle Mexican Grill, Inc. Class B

26,200

 

1,225

*

Rentrak Corp.

88,074

 

1,218

^

Brookfield Homes Corp.

84,657

 

1,216

*

Hawk Corp. Class A

57,843

 

1,164

*

Ruby Tuesday, Inc.

195,995

 

1,135

*

1-800-FLOWERS.COM, Inc.

188,071

 

1,132

*,^

The Princeton Review, Inc.

139,455

 

1,116

*

New York & Co., Inc.

115,992

 

1,107

 

Kenneth Cole Productions, Inc.

74,973

 

1,102

*

Gaiam, Inc.

102,103

 

1,082

 

Marine Products Corp.

130,389

 

1,082

*

AFC Enterprises, Inc.

148,633

 

1,079

*

Cavco Industries, Inc.

29,750

 

1,075

 

Sinclair Broadcast Group, Inc.

210,047

 

1,059

*,^

Crown Media Holdings, Inc.

206,256

 

1,037

*

Nautilus Inc.

223,978

 

1,024

*,^

iRobot Corp.

68,215

 

1,011

*

Nobel Learning Communities, Inc.

63,095

 

1,003

*

Shuffle Master, Inc.

193,084

 

983

 

CSS Industries, Inc.

38,148

 

982

 

Fisher Communications, Inc.

24,786

 

977

 

Dover Motorsports, Inc.

178,096

 

971

 

 


 

 

 

 

Journal Communications, Inc.

197,636

 

964

^

Stein Mart, Inc.

241,657

 

945

*

A.C. Moore Arts & Crafts, Inc.

149,996

 

940

 

Cherokee Inc.

42,701

 

939

*

Mothers Work, Inc.

67,520

 

937

^

The McClatchy Co. Class A

210,572

 

927

*,^

Palm Harbor Homes, Inc.

91,922

 

911

*

Learning Tree International, Inc.

73,013

 

909

*

Knology, Inc.

112,226

 

906

 

Systemax Inc.

64,019

 

900

*

Bluegreen Corp.

129,358

 

894

*

BJ's Restaurants Inc.

73,585

 

879

*

Saga Communications, Inc.

153,327

 

874

*

hhgregg, Inc.

88,568

 

864

*

Casual Male Retail Group, Inc.

219,326

 

862

*

Luby's, Inc.

106,175

 

854

*,^

Isle of Capri Casinos, Inc.

94,379

 

851

 

Big 5 Sporting Goods Corp.

82,378

 

850

*

America's Car-Mart, Inc.

42,864

 

797

 

Haverty Furniture Cos., Inc.

69,627

 

797

*

Citi Trends Inc.

48,819

 

795

 

Libbey, Inc.

92,395

 

786

 

Entercom Communications Corp.

154,577

 

776

*,^

Conn's, Inc.

41,416

 

775

 

Weyco Group, Inc.

22,786

 

763

*

Sturm, Ruger & Co., Inc.

108,812

 

755

*

Perry Ellis International Corp.

50,145

 

748

*,^

Krispy Kreme Doughnuts, Inc.

223,748

 

738

*

Amerigon Inc.

111,980

 

737

*

Dorman Products, Inc.

58,318

 

731

*

G-III Apparel Group, Ltd.

38,762

 

725

*

Lin TV Corp.

138,363

 

714

*,^

Quantum Fuel Systems Technologies Worldwide, Inc.

550,940

 

711

*

Shoe Carnival, Inc.

43,291

 

709

*

Hollywood Media Corp.

312,016

 

702

 

O'Charley's Inc.

79,789

 

698

*

Core-Mark Holding Co., Inc.

27,913

 

698

*

Tuesday Morning Corp.

168,491

 

696

*,^

Cumulus Media Inc.

162,818

 

694

 

AH Belo Corp.

133,409

 

688

*

Dolan Media Co.

67,900

 

685

*

Rubio's Restaurants, Inc.

118,426

 

683

*

Youbet.com, Inc.

467,035

 

682

*

Red Lion Hotels Corp.

83,500

 

670

*

Russ Berrie and Co., Inc.

86,349

 

662

 

E.W. Scripps Co. Class A

92,933

 

657

 

Bassett Furniture Industries, Inc.

76,100

 

651

*,^

Crocs, Inc.

179,737

 

643

*

MarineMax, Inc.

87,661

 

634

*

4Kids Entertainment Inc.

88,178

 

623

 

Spartan Motors, Inc.

194,413

 

618

*

Design Within Reach Inc.

188,952

 

614

 

Skyline Corp.

23,087

 

610

*

Build-A-Bear-Workshop, Inc.

83,639

 

609

*

Lodgian, Inc.

77,000

 

601

 

 


 

 

 

*

Citadel Broadcasting Corp.

729,362

 

598

 

Dover Downs Gaming & Entertainment, Inc.

76,182

 

593

*

Monarch Casino & Resort, Inc.

51,748

 

589

*

Orbitz Worldwide, Inc.

99,800

 

586

 

Stanley Furniture Co., Inc.

63,939

 

584

 

Frisch's Restaurants, Inc.

25,701

 

583

*,^

American Apparel, Inc.

70,300

 

576

*

Smith & Wesson Holding Corp.

153,395

 

574

*

DSW Inc. Class A

41,718

 

572

*

Stoneridge, Inc.

50,516

 

568

*

Franklin Covey Co.

77,983

 

565

*

Lumber Liquidators, Inc.

44,905

 

564

*

Eddie Bauer Holding, Inc.

99,988

 

535

 

Hooker Furniture Corp.

29,685

 

527

*

Lakes Entertainment, Inc.

79,676

 

524

*

MTR Gaming Group Inc.

156,248

 

519

 

CPI Corp.

46,672

 

502

*

Outdoor Channel Holdings Inc.

55,965

 

492

*

Culp, Inc.

82,428

 

488

*

Multimedia Games Inc.

112,530

 

487

*,^

Empire Resorts Inc.

192,357

 

485

*

Trans World Entertainment Corp.

169,582

 

482

 

Arctic Cat, Inc.

50,072

 

458

 

Shiloh Industries, Inc.

53,686

 

454

*

Retail Ventures, Inc.

114,664

 

447

*

Famous Dave's of America, Inc.

72,918

 

438

*,^

VCG Holding Corp

129,258

 

438

*

Shutterfly, Inc.

45,549

 

438

*

Joe's Jeans, Inc.

389,951

 

429

*

R.H. Donnelley Corp.

214,213

 

426

^

Idearc Inc.

339,905

 

425

*

Insignia Systems, Inc.

214,249

 

403

*

Cache, Inc.

58,041

 

399

*

Playboy Enterprises, Inc. Class B

100,466

 

396

*

drugstore.com, Inc.

166,681

 

392

*

McCormick & Schmick's Seafood Restaurants, Inc.

40,173

 

391

 

Strattec Security Corp.

14,793

 

391

*

Forward Industries, Inc.

188,728

 

385

 

Lifetime Brands, Inc.

39,254

 

383

*

Ruth's Hospitality Group Inc.

94,882

 

373

*

Interstate Hotels & Resorts, Inc.

157,481

 

370

 

Noble International, Ltd.

60,630

 

363

*

Coachmen Industries, Inc.

219,719

 

363

*

Cosi, Inc.

179,081

 

353

 

Lithia Motors, Inc.

81,660

 

352

*,^

WorldSpace, Inc. Class A

263,574

 

343

*

Delta Apparel, Inc.

40,646

 

339

 

Nobility Homes, Inc.

20,807

 

337

 

PRIMEDIA Inc.

138,376

 

336

*,^

Rocky Brands Inc

99,876

 

333

*

Town Sports International Holdings, Inc.

54,278

 

331

 

Collectors Universe, Inc.

35,293

 

328

 

Gray Television, Inc.

189,030

 

325

*

DEI Holdings, Inc.

322,343

 

322

*

ValueVision Media, Inc.

172,596

 

319

 

 


 

 

 

 

Flexsteel Industries, Inc.

30,581

 

316

*

West Marine, Inc.

48,185

 

287

*

Tandy Leather Factory, Inc.

101,405

 

286

*

Riviera Holdings Corp.

38,655

 

284

*

Nexstar Broadcasting Group, Inc.

124,875

 

277

 

Books-a-Million Inc.

54,504

 

273

*

REX Stores Corp.

23,108

 

267

*

Gaming Partners International

48,997

 

265

 

Escalade, Inc.

87,370

 

262

*

Harris Interactive Inc.

149,054

 

258

*,^

LodgeNet Interactive Corp.

126,570

 

257

 

J. Alexander's Corp.

45,600

 

255

*,^

Perfumania Holdings, Inc.

27,435

 

255

*

Benihana Inc. Class A

54,980

 

253

*

Pomeroy IT Solutions, Inc.

54,009

 

244

*

MKTG Inc.,

93,399

 

243

*

Mac-Gray Corp.

22,799

 

239

*

Hartmarx Corp.

127,709

 

239

*

The Dixie Group, Inc.

30,560

 

225

 

Standard Motor Products, Inc.

36,004

 

224

*

Regent Communications, Inc.

248,945

 

219

*,^

Beazer Homes USA, Inc.

36,150

 

216

 

Craftmade International, Inc.

57,419

 

214

*

Fairchild Corp.

79,335

 

206

*

New Motion, Inc.

58,245

 

204

^

Orleans Homebuilders, Inc.

50,004

 

203

*

Rockford Corp.

168,328

 

197

*

Century Casinos, Inc.

91,400

 

192

*,^

Source Interlink Cos., Inc.

180,748

 

188

*

Ashworth, Inc.

53,956

 

181

^

Circuit City Stores, Inc.

238,250

 

179

 

ARK Restaurants Corp.

11,003

 

176

*

Alloy, Inc.

22,775

 

176

*

Great Wolf Resorts, Inc.

46,870

 

172

*,^

Jamba Inc.

189,850

 

171

*

Emmis Communications, Inc.

169,788

 

165

*

Navarre Corp.

112,691

 

163

*,^

Rick's Cabaret International, Inc.

16,335

 

160

*,^

Radio One, Inc.

112,893

 

159

*

Franklin Electronic Publishers, Inc.

109,761

 

159

*,^

The Walking Co. Holdings, Inc.

29,163

 

157

*,^

Premier Exhibitions Inc.

86,968

 

157

*

E. Gottschalk & Co., Inc.

108,096

 

155

*,^

Ambassadors International, Inc.

77,088

 

153

*

Carrols Restaurant Group Inc.

49,616

 

149

 

Beasley Broadcast Group, Inc.

85,961

 

145

*

Lincoln Educational Services

10,635

 

141

*

Silverleaf Resorts, Inc.

107,300

 

133

*

Kirkland's, Inc.

58,233

 

132

*

Emerson Radio Corp.

146,755

 

132

*,^

InfoSonics Corp.

253,167

 

129

*

Benihana Inc.

27,540

 

126

*

Syms Corp.

9,144

 

124

*

Spanish Broadcasting System, Inc.

319,092

 

121

^

Bon-Ton Stores, Inc.

41,606

 

113

 

 


 

 

 

*

Carriage Services, Inc.

32,285

 

113

*

Radio One, Inc. Class D

147,500

 

111

*

Bakers Footwear Group Inc.

73,623

 

110

*

Heelys Inc.

24,387

 

109

^

GateHouse Media, Inc.

222,256

 

109

*

Golfsmith International Holdings, Inc.

40,650

 

109

*,^

Charles & Colvard Ltd.

179,486

 

108

*

Hallwood Group Inc.

1,600

 

105

*

Duckwall-ALCO Stores, Inc.

6,717

 

102

 

Lee Enterprises, Inc.

28,966

 

101

*,^

Amerityre Corp.

99,178

 

101

*

Proliance International Inc.

133,284

 

100

*

Ulta Salon, Cosmetics & Fragrance, Inc.

7,500

 

100

*,^

Playboy Enterprises, Inc. Class A

22,850

 

96

 

Sport Supply Group Inc.

8,578

 

94

*,^

Nitches Inc.

136,011

 

91

 

Johnson Outdoors Inc.

7,174

 

90

*

EDCI Holdings, Inc.

21,721

 

87

*,^

WPT Enterprises Inc.

150,745

 

86

*

Fleetwood Enterprises, Inc.

80,280

 

83

*,^

Caribou Coffee Co.

35,776

 

80

*

Concord Camera Corp.

32,844

 

79

*

Select Comfort Corp.

47,258

 

78

*

Morton's Restaurant Group Inc.

15,060

 

76

*

Six Flags, Inc.

112,186

 

75

*

Salem Communications Corp.

56,334

 

70

*

Gander Mountain Co.

21,005

 

69

*

Woodbridge Holdings Corp.

24,094

 

68

*

Meade Instruments Corp.

249,555

 

62

*,^

Bluefly, Inc.

25,263

 

60

*

NTN Communications, Inc.

273,189

 

60

*

California Coastal Communities, Inc.

24,348

 

53

 

Aldila, Inc.

12,499

 

50

*

Nexcen Brands, Inc.

163,997

 

46

 

Aaron Rents, Inc. Class A

2,025

 

45

*

Cavalier Homes, Inc.

24,500

 

41

*

Acme Communications, Inc.

40,468

 

38

 

ILX Resorts Inc.

18,700

 

28

*,^

Medialink Worldwide, Inc.

113,009

 

21

*

Tarragon Corp.

71,044

 

19

 

Monaco Coach Corp.

8,053

 

16

*,^

Comstock Homebuilding Cos., Inc.

52,058

 

13

*

SPEEDUS Corp.

19,899

 

11

*

Westwood One, Inc.

17,744

 

9

*

SPAR Group, Inc.

7,650

 

6

*

Young Broadcasting Inc.

47,272

 

2

*

Singing Machine Co., Inc.

6,000

 

1

*,^

Cost Plus, Inc.

78

 

*,^

Gadzooks, Inc.

92,160

 

 

1,442,700

Consumer Staples (3.5%)

 

Bunge Ltd.

609,488

 

38,507

*

Dr. Pepper Snapple Group, Inc.

1,274,577

 

33,751

*

Energizer Holdings, Inc.

291,452

 

23,476

 

Church & Dwight, Inc.

335,589

 

20,837

 

 


 

 

 

*

Ralcorp Holdings, Inc.

283,330

 

19,099

 

J.M. Smucker Co.

277,035

 

14,043

 

Hormel Foods Corp.

356,384

 

12,930

 

Corn Products International, Inc.

375,538

 

12,122

 

Alberto-Culver Co.

433,602

 

11,811

*

BJ's Wholesale Club, Inc.

301,607

 

11,720

 

Flowers Foods, Inc.

398,559

 

11,702

 

Longs Drug Stores, Inc.

153,091

 

11,580

*,^

Hansen Natural Corp.

368,058

 

11,134

*

Smithfield Foods, Inc.

591,840

 

9,398

 

Del Monte Foods Co.

1,004,332

 

7,834

 

Casey's General Stores, Inc.

258,714

 

7,805

*

NBTY, Inc.

263,566

 

7,781

*,^

Chattem, Inc.

95,761

 

7,487

 

Universal Corp. (VA)

131,826

 

6,471

 

Ruddick Corp.

189,331

 

6,144

 

PepsiAmericas, Inc.

291,293

 

6,036

*

Hain Celestial Group, Inc.

204,821

 

5,639

*

United Natural Foods, Inc.

218,180

 

5,452

*

TreeHouse Foods Inc.

158,957

 

4,721

*

Darling International, Inc.

416,324

 

4,625

 

Nu Skin Enterprises, Inc.

252,614

 

4,097

 

Tootsie Roll Industries, Inc.

134,501

 

3,888

 

Lancaster Colony Corp.

102,822

 

3,872

*

Winn-Dixie Stores, Inc.

275,984

 

3,836

 

Vector Group Ltd.

210,207

 

3,712

 

Lance, Inc.

160,053

 

3,632

*

Chiquita Brands International, Inc.

221,575

 

3,503

*,^

Green Mountain Coffee Roasters, Inc.

88,214

 

3,470

 

The Andersons, Inc.

92,483

 

3,257

 

J & J Snack Foods Corp.

91,455

 

3,101

 

WD-40 Co.

84,490

 

3,036

*

Bare Escentuals, Inc.

277,979

 

3,022

 

Sanderson Farms, Inc.

78,678

 

2,891

 

Nash-Finch Co.

64,984

 

2,802

 

Spartan Stores, Inc.

111,610

 

2,777

*

Central Garden & Pet Co. Class A

459,651

 

2,735

*,^

Rite Aid Corp.

3,367,241

 

2,728

 

Weis Markets, Inc.

72,955

 

2,627

*

Boston Beer Co., Inc. Class A

54,347

 

2,581

*

Elizabeth Arden, Inc.

128,774

 

2,528

*

The Pantry, Inc.

114,007

 

2,416

*

Smart Balance Inc.

321,254

 

2,107

*

Prestige Brands Holdings Inc.

213,183

 

1,893

 

Diamond Foods, Inc.

63,223

 

1,772

*

Alliance One International, Inc.

450,746

 

1,713

^

Cal-Maine Foods, Inc.

58,805

 

1,614

 

Farmer Brothers, Inc.

58,820

 

1,463

 

PriceSmart, Inc.

81,918

 

1,371

*

Revlon, Inc.

89,419

 

1,328

*

The Great Atlantic & Pacific Tea Co., Inc.

119,898

 

1,297

 

Ingles Markets, Inc.

54,684

 

1,248

*

National Beverage Corp.

129,270

 

1,147

 

Coca-Cola Bottling Co.

25,186

 

1,100

*,^

Lifeway Foods, Inc.

83,869

 

981

 

 


 

 

 

 

Alico, Inc.

20,636

 

979

 

Arden Group Inc. Class A

6,188

 

901

 

B&G Foods Inc.

124,671

 

891

 

Inter Parfums, Inc.

61,325

 

832

*

Susser Holdings Corp.

54,950

 

828

*

Omega Protein Corp.

68,796

 

809

*

Star Scientific, Inc.

210,333

 

749

 

United Guardian, Inc.

59,589

 

629

*

Nutraceutical International Corp.

55,112

 

609

 

Pilgrim's Pride Corp.

230,577

 

574

 

Imperial Sugar Co.

41,909

 

567

*

John B. Sanfilippo & Son, Inc.

63,824

 

546

*

Monterey Pasta Co.

278,661

 

543

*

Natural Alternatives International, Inc.

75,737

 

534

*

Zapata Corp.

76,372

 

510

*

Medifast, Inc.

59,209

 

403

 

Calavo Growers, Inc.

28,974

 

361

 

Rocky Mountain Chocolate Factory, Inc.

37,289

 

340

*

Schiff Nutrition International, Inc.

41,907

 

286

*

Parlux Fragrances, Inc.

49,440

 

254

*

Cusine Solutions, Inc.

95,240

 

234

 

Village Super Market Inc. Class A

4,722

 

225

 

Reddy Ice Holdings, Inc.

54,800

 

200

^

Mannatech, Inc.

49,720

 

199

 

Reliv International, Inc.

38,664

 

195

 

MGP Ingredients, Inc.

59,959

 

170

*

Physicians Formula Holdings, Inc.

24,205

 

144

*

Overhill Farms Inc.

26,315

 

136

*,^

Jones Soda Co.

89,499

 

127

*

IGI, Inc.

72,500

 

102

*

iBioPharma Inc.

59,810

 

60

*

Integrated Biopharma, Inc.

59,810

 

42

*

Diedrich Coffee, Inc.

13,950

 

27

*

Spectrum Brands Inc.

8,975

 

13

*

Vermont Pure Holdings, Ltd.

600

 

1

 

411,670

Energy (7.8%)

*

Ultra Petroleum Corp.

765,214

 

42,347

 

Diamond Offshore Drilling, Inc.

346,243

 

35,684

*

FMC Technologies Inc.

639,350

 

29,762

*

Petrohawk Energy Corp.

1,197,121

 

25,894

*

Pride International, Inc.

852,938

 

25,255

 

Arch Coal, Inc.

723,533

 

23,797

*

Denbury Resources, Inc.

1,238,523

 

23,581

 

Helmerich & Payne, Inc.

527,325

 

22,775

*

Forest Oil Corp.

449,755

 

22,308

*

Newfield Exploration Co.

662,015

 

21,178

 

Cimarex Energy Co.

417,570

 

20,423

*

Plains Exploration & Production Co.

542,098

 

19,060

*

Alpha Natural Resources, Inc.

354,264

 

18,220

 

Patterson-UTI Energy, Inc.

785,595

 

15,728

*

Whiting Petroleum Corp.

213,096

 

15,185

*

Oceaneering International, Inc.

278,906

 

14,871

 

Tidewater Inc.

259,344

 

14,357

*

Dresser Rand Group, Inc.

424,700

 

13,365

 

 


 

 

 

 

Southern Union Co.

624,392

 

12,894

*

Superior Energy Services, Inc.

406,394

 

12,655

*

Unit Corp.

238,496

 

11,882

*

Comstock Resources, Inc.

231,868

 

11,605

*

SandRidge Energy, Inc.

577,629

 

11,322

 

Penn Virginia Corp.

210,649

 

11,257

*

Helix Energy Solutions Group, Inc.

462,833

 

11,238

*

Encore Acquisition Co.

268,343

 

11,211

 

St. Mary Land & Exploration Co.

312,992

 

11,158

*

Quicksilver Resources, Inc.

559,232

 

10,978

*

Exterran Holdings, Inc.

332,253

 

10,619

*

Atwood Oceanics, Inc.

282,740

 

10,292

*

IHS Inc. Class A

209,594

 

9,985

 

Frontier Oil Corp.

526,555

 

9,699

*

Patriot Coal Corp.

319,992

 

9,296

*

Mariner Energy Inc.

447,061

 

9,165

*

Oil States International, Inc.

252,021

 

8,909

 

Berry Petroleum Class A

224,750

 

8,705

*

SEACOR Holdings Inc.

106,262

 

8,389

 

Foundation Coal Holdings, Inc.

230,822

 

8,213

 

Overseas Shipholding Group Inc.

136,600

 

7,965

*

Stone Energy Corp.

173,834

 

7,358

*

Key Energy Services, Inc.

633,723

 

7,351

*

Grey Wolf, Inc.

910,829

 

7,086

*

Concho Resources, Inc.

250,381

 

6,913

*

EXCO Resources, Inc.

414,375

 

6,763

*

Arena Resources, Inc.

170,960

 

6,642

 

Atlas America, Inc.

184,812

 

6,304

*

Continental Resources, Inc.

154,903

 

6,077

*

Dril-Quip, Inc.

139,149

 

6,038

*

Hercules Offshore, Inc.

397,788

 

6,030

*

Swift Energy Co.

155,547

 

6,018

*

ION Geophysical Corp.

421,310

 

5,978

 

Lufkin Industries, Inc.

75,294

 

5,975

 

Holly Corp.

201,660

 

5,832

*,^

McMoRan Exploration Co.

243,073

 

5,746

*

Bill Barrett Corp.

171,780

 

5,516

 

CARBO Ceramics Inc.

103,927

 

5,364

*,^

BPZ Energy, Inc.

311,155

 

5,352

*

Gulfmark Offshore, Inc.

118,350

 

5,312

*

TETRA Technologies, Inc.

379,571

 

5,257

 

Crosstex Energy, Inc.

209,701

 

5,236

*

Complete Production Services, Inc.

248,420

 

5,001

*

Carrizo Oil & Gas, Inc.

135,842

 

4,927

*

Bristow Group, Inc.

143,043

 

4,841

*

Rosetta Resources, Inc.

262,174

 

4,813

*

Parker Drilling Co.

577,106

 

4,628

*

Goodrich Petroleum Corp.

104,545

 

4,557

*

Hornbeck Offshore Services, Inc.

117,955

 

4,555

*,^

Delta Petroleum Corp.

317,183

 

4,307

*

NATCO Group Inc.

101,913

 

4,095

*,^

International Coal Group, Inc.

648,049

 

4,044

 

W&T Offshore, Inc.

139,911

 

3,818

*

Contango Oil & Gas Co.

69,408

 

3,747

*

PetroQuest Energy, Inc.

222,431

 

3,414

 

 


 

 

 

*

Pioneer Drilling Co.

254,810

 

3,389

 

World Fuel Services Corp.

146,425

 

3,372

*

Petroleum Development Corp.

75,734

 

3,360

*

Newpark Resources, Inc.

458,481

 

3,347

*

Global Industries Ltd.

464,136

 

3,221

*

CNX Gas Corp.

141,170

 

3,161

 

General Maritime Corp.

159,717

 

3,111

*,^

USEC Inc.

567,399

 

3,070

*

Warren Resources Inc.

297,277

 

2,967

*

James River Coal Co.

129,147

 

2,840

*

GMX Resources Inc.

59,009

 

2,821

*

Matrix Service Co.

132,477

 

2,530

*

PHI Inc.

64,858

 

2,468

*

Basic Energy Services Inc.

114,993

 

2,449

 

RPC Inc.

166,335

 

2,339

*

ATP Oil & Gas Corp.

131,206

 

2,337

*

Clayton Williams Energy, Inc.

32,136

 

2,267

*

Brigham Exploration Co.

197,137

 

2,167

*

Harvest Natural Resources, Inc.

204,413

 

2,069

*

Superior Well Services, Inc.

80,615

 

2,040

*

Parallel Petroleum Corp.

210,467

 

1,983

*

Vaalco Energy, Inc.

287,538

 

1,967

 

Gulf Island Fabrication, Inc.

56,295

 

1,940

*

Callon Petroleum Co.

106,820

 

1,926

*,^

FX Energy, Inc.

249,451

 

1,856

*

Dawson Geophysical Co.

39,669

 

1,852

*,^

Allis-Chalmers Energy Inc.

135,238

 

1,711

*

ENGlobal Corp.

121,631

 

1,614

*

TXCO Resources Inc.

159,296

 

1,599

*

T-3 Energy Services, Inc.

42,161

 

1,565

*

Cal Dive International, Inc.

140,223

 

1,486

*

Energy Partners, Ltd.

168,607

 

1,462

^

Western Refining, Inc.

139,301

 

1,408

*

Trico Marine Services, Inc.

78,528

 

1,341

*,^

Rentech, Inc.

977,111

 

1,300

*

Gasco Energy Inc.

672,029

 

1,223

*,^

Northern Oil and Gas, Inc.

143,129

 

1,164

*

Bronco Drilling Co., Inc.

111,930

 

1,144

*,^

Tri-Valley Corp.

180,236

 

1,143

*

Westmoreland Coal Co.

71,654

 

1,132

*

Gulfport Energy Corp.

106,630

 

1,072

*

Crusader Energy Group Inc.

319,807

 

991

*

OYO Geospace Corp.

23,929

 

940

*

CVR Energy, Inc.

105,065

 

895

*

Bolt Technology Corp.

61,350

 

888

*

Natural Gas Services Group

50,000

 

873

 

Panhandle Royalty Co.

30,500

 

873

*

Double Eagle Petroleum Co.

59,436

 

849

*

Endeavor International Corp.

638,458

 

843

*,^

GeoResources Inc.

73,406

 

841

*

Abraxas Petroleum Corp.

313,139

 

817

*

American Oil & Gas Inc.

290,132

 

757

*

Ngas Resources Inc.

147,032

 

698

*

Syntroleum Corp.

633,059

 

690

*

Mitcham Industries, Inc.

67,711

 

683

 

 


 

 

 

*,^

Toreador Resources Corp.

75,180

 

676

*

Union Drilling, Inc.

63,467

 

672

*

Veneco Inc.

50,982

 

663

*

Geomet, Inc.

121,818

 

663

*

The Meridian Resource Corp.

343,302

 

632

*

Rex Energy Corp.

38,745

 

611

^

Alon USA Energy, Inc.

43,840

 

591

*,^

SulphCo, Inc.

292,387

 

588

*

Cano Petroleum Inc.

249,987

 

577

*

RAM Energy Resources, Inc.

194,660

 

563

*

Credo Pete Corp.

66,075

 

487

*

Uranium Resources Inc.

274,639

 

464

*

PHI Inc. Non-Voting Shares

12,172

 

449

*

OMNI Energy Services Corp.

137,006

 

441

*

Harken Energy Corp.

54,945

 

433

*

Approach Resources Inc.

29,200

 

422

*,^

Clean Energy Fuels Corp.

29,236

 

414

*

Quest Resource Corp.

146,949

 

391

*

National Coal Corp.

72,350

 

378

*

Geokinetics Inc.

19,900

 

378

*,^

Evergreen Energy, Inc.

402,020

 

378

*,^

Verenium Corp.

382,348

 

359

*,^

Hyperdynamics Corp.

291,794

 

350

*,^

Royale Energy, Inc.

74,848

 

313

*

Aventine Renewable Energy Holdings, Inc.

92,900

 

294

*

Edge Petroleum Corp.

156,390

 

280

*

Boots & Coots International Well Control, Inc.

129,001

 

249

*,^

Transmeridian Exploration Inc.

659,506

 

198

*,^

Dune Energy, Inc.

244,700

 

181

*,^

Pacific Ethanol, Inc.

117,601

 

163

*

Tengasco, Inc.

152,330

 

154

 

Barnwell Industries, Inc.

16,066

 

152

 

Houston American Energy Corp.

22,196

 

140

*,^

Nova Biosource Fuels, Inc.

650,419

 

98

*,^

Cheniere Energy, Inc.

37,008

 

83

*

Green Plains Renewable Energy, Inc.

11,300

 

56

*,^

Aurora Oil & Gas Corp.

416,254

 

54

*,^

VeraSun Energy Corp.

9,070

 

28

*

Teton Energy Corp.

1,729

 

5

 

919,001

Financials (19.9%)

 

Ventas, Inc. REIT

703,925

 

34,788

 

People's United Financial Inc.

1,738,772

 

33,471

 

New York Community Bancorp, Inc.

1,724,032

 

28,946

 

Everest Re Group, Ltd.

312,078

 

27,004

 

Health Care Inc. REIT

492,036

 

26,191

 

Federal Realty Investment Trust REIT

295,615

 

25,305

 

The Macerich Co. REIT

376,975

 

23,994

 

Regency Centers Corp. REIT

351,668

 

23,453

 

AMB Property Corp. REIT

493,185

 

22,341

*

Nasdaq Stock Market Inc.

695,244

 

21,254

 

BlackRock, Inc.

108,086

 

21,023

 

White Mountains Insurance Group Inc.

44,585

 

20,944

 

Eaton Vance Corp.

585,634

 

20,632

*

TD Ameritrade Holding Corp.

1,171,868

 

18,984

 

 


 

 

 

 

SL Green Realty Corp. REIT

292,817

 

18,975

 

Rayonier Inc. REIT

397,311

 

18,813

 

Alexandria Real Estate Equities, Inc. REIT

162,592

 

18,292

 

Duke Realty Corp. REIT

738,855

 

18,161

*,^

The St. Joe Co.

463,762

 

18,128

 

Cullen/Frost Bankers, Inc.

298,169

 

17,890

 

Liberty Property Trust REIT

468,929

 

17,655

 

Nationwide Health Properties, Inc. REIT

486,142

 

17,491

*

Markel Corp.

49,556

 

17,419

 

W.R. Berkley Corp.

729,414

 

17,178

*

Philadelphia Consolidated Holding Corp.

292,376

 

17,124

*

Affiliated Managers Group, Inc.

205,908

 

17,059

 

Digital Realty Trust, Inc. REIT

360,053

 

17,013

 

UDR, Inc. REIT

648,909

 

16,969

*

Reinsurance Group of America, Incorp. Class A

293,954

 

15,874

 

Raymond James Financial, Inc.

480,155

 

15,836

 

Fidelity National Financial, Inc. Class A

1,067,843

 

15,697

 

Synovus Financial Corp.

1,491,337

 

15,435

 

Essex Property Trust, Inc. REIT

129,013

 

15,266

 

HCC Insurance Holdings, Inc.

562,348

 

15,183

 

Old Republic International Corp.

1,161,160

 

14,805

 

Commerce Bancshares, Inc.

316,768

 

14,698

 

Valley National Bancorp

680,636

 

14,266

 

SEI Investments Co.

638,091

 

14,166

 

First American Corp.

467,542

 

13,792

 

Senior Housing Properties Trust REIT

569,058

 

13,561

 

Weingarten Realty Investors REIT

376,079

 

13,415

 

Taubman Co. REIT

266,432

 

13,322

 

Douglas Emmett, Inc. REIT

575,316

 

13,273

^

Jefferies Group, Inc.

604,710

 

13,231

^

Realty Income Corp. REIT

510,852

 

13,078

 

Bank of Hawaii Corp.

241,635

 

12,915

 

StanCorp Financial Group, Inc.

247,230

 

12,856

 

Associated Banc-Corp.

642,904

 

12,826

 

Nationwide Financial Services, Inc.

255,921

 

12,625

 

BRE Properties Inc. Class A REIT

257,021

 

12,594

 

Brown & Brown, Inc.

579,399

 

12,527

 

Camden Property Trust REIT

267,450

 

12,265

 

Apollo Investment Corp.

716,561

 

12,217

 

Arthur J. Gallagher & Co.

470,110

 

12,063

 

Popular, Inc.

1,421,112

 

11,781

 

The Hanover Insurance Group Inc.

258,655

 

11,774

 

Highwood Properties, Inc. REIT

319,203

 

11,351

 

Forest City Enterprise Class A

366,396

 

11,237

 

Mack-Cali Realty Corp. REIT

331,702

 

11,235

 

City National Corp.

202,786

 

11,011

 

Waddell & Reed Financial, Inc.

436,243

 

10,797

 

American Financial Group, Inc.

360,584

 

10,637

 

Corporate Office Properties Trust, Inc. REIT

253,917

 

10,246

 

BancorpSouth, Inc.

362,372

 

10,194

 

Protective Life Corp.

353,428

 

10,076

 

TCF Financial Corp.

553,593

 

9,965

 

Mercury General Corp.

180,285

 

9,871

 

Wilmington Trust Corp.

341,508

 

9,846

^

Allied Capital Corp.

902,871

 

9,751

 

 


 

 

 

 

Hospitality Properties Trust REIT

474,300

 

9,733

*

Alleghany Corp.

26,542

 

9,688

 

Fulton Financial Corp.

880,490

 

9,606

 

BioMed Realty Trust, Inc. REIT

362,401

 

9,586

*

SVB Financial Group

163,036

 

9,443

 

Home Properties, Inc. REIT

161,069

 

9,334

 

Potlatch Corp. REIT

200,325

 

9,293

 

Washington REIT

251,542

 

9,214

*

ProAssurance Corp.

162,938

 

9,125

 

Entertainment Properties Trust REIT

165,353

 

9,048

 

National Retail Properties REIT

373,840

 

8,953

 

Jones Lang LaSalle Inc.

202,718

 

8,814

 

First Niagara Financial Group, Inc.

558,165

 

8,791

 

Hilb, Rogal and Hamilton Co.

185,337

 

8,663

 

FirstMerit Corp.

409,596

 

8,602

 

Susquehanna Bancshares, Inc.

437,513

 

8,540

 

Astoria Financial Corp.

411,894

 

8,539

 

UMB Financial Corp.

162,136

 

8,515

^

Westamerica Bancorporation

147,087

 

8,462

 

Washington Federal Inc.

446,545

 

8,239

 

Fannie Mae

5,367,100

 

8,212

 

NewAlliance Bancshares, Inc.

545,086

 

8,193

 

Healthcare Realty Trust Inc. REIT

280,654

 

8,181

^

Colonial BancGroup, Inc.

1,026,729

 

8,070

 

Kilroy Realty Corp. REIT

166,467

 

7,955

 

HRPT Properties Trust REIT

1,146,651

 

7,900

 

Whitney Holdings Corp.

324,916

 

7,879

 

Transatlantic Holdings, Inc.

138,370

 

7,520

 

Omega Healthcare Investors, Inc. REIT

381,434

 

7,499

 

Erie Indemnity Co. Class A

172,513

 

7,292

 

American Campus Communities, Inc. REIT

214,683

 

7,273

 

Brandywine Realty Trust REIT

445,860

 

7,147

 

Tanger Factory Outlet Centers, Inc. REIT

160,721

 

7,038

 

F.N.B. Corp.

438,376

 

7,005

 

International Bancshares Corp.

258,631

 

6,983

*

Knight Capital Group, Inc. Class A

467,375

 

6,945

 

Zenith National Insurance Corp.

189,120

 

6,929

 

Glacier Bancorp, Inc.

274,925

 

6,810

 

CBL & Associates Properties, Inc. REIT

337,686

 

6,781

*

Investment Technology Group, Inc.

222,668

 

6,776

 

Old National Bancorp

337,303

 

6,753

 

Webster Financial Corp.

267,274

 

6,749

 

United Bankshares, Inc.

192,640

 

6,742

 

Prosperity Bancshares, Inc.

196,113

 

6,666

 

Equity Lifestyle Properties, Inc. REIT

125,069

 

6,632

^

Greenhill & Co., Inc.

89,218

 

6,580

 

Mid-America Apartment Communities, Inc. REIT

133,729

 

6,571

 

DCT Industrial Trust Inc. REIT

874,492

 

6,550

^

First Industrial Realty Trust REIT

225,677

 

6,472

 

Unitrin, Inc.

254,493

 

6,347

 

TFS Financial Corp.

502,484

 

6,291

 

Post Properties, Inc. REIT

224,688

 

6,285

 

Extra Space Storage Inc. REIT

404,391

 

6,211

 

Selective Insurance Group

269,866

 

6,185

 

EastGroup Properties, Inc. REIT

126,881

 

6,159

 

 


 

 

 

 

Hancock Holding Co.

120,639

 

6,153

*

Signature Bank

175,708

 

6,129

*

Stifel Financial Corp.

120,393

 

6,008

 

First Midwest Bancorp, Inc.

247,211

 

5,992

^

Cathay General Bancorp

251,776

 

5,992

*,^

AmeriCredit Corp.

586,522

 

5,941

 

Delphi Financial Group, Inc.

211,193

 

5,922

 

National Penn Bancshares Inc.

404,877

 

5,911

 

MB Financial, Inc.

176,896

 

5,850

^

PrivateBancorp, Inc.

139,621

 

5,817

 

Odyssey Re Holdings Corp.

129,874

 

5,688

 

R.L.I. Corp.

90,972

 

5,648

 

Lexington Realty Trust REIT

325,186

 

5,600

 

First Financial Bankshares, Inc.

105,886

 

5,493

 

BOK Financial Corp.

113,430

 

5,491

 

The Phoenix Cos., Inc.

582,166

 

5,379

 

Cash America International Inc.

148,240

 

5,343

 

Trustmark Corp.

249,753

 

5,180

 

Ares Capital Corp.

494,988

 

5,163

 

Capitol Federal Financial

113,208

 

5,019

 

Sovran Self Storage, Inc. REIT

111,344

 

4,976

*,^

KBW Inc.

150,119

 

4,945

 

NBT Bancorp, Inc.

163,362

 

4,888

 

Pacific Capital Bancorp

235,078

 

4,784

 

LaSalle Hotel Properties REIT

204,443

 

4,768

 

First Citizens BancShares Class A

26,584

 

4,759

^

Cousins Properties, Inc. REIT

188,285

 

4,756

 

Freddie Mac

2,771,500

 

4,739

 

CVB Financial Corp.

338,902

 

4,711

 

Inland Real Estate Corp. REIT

294,770

 

4,625

 

TrustCo Bank NY

385,870

 

4,519

*

Interactive Brokers Group, Inc.

203,765

 

4,517

 

Colonial Properties Trust REIT

241,412

 

4,512

^

Umpqua Holdings Corp.

305,813

 

4,499

 

PS Business Parks, Inc. REIT

77,188

 

4,446

 

East West Bancorp, Inc.

322,968

 

4,425

 

Provident Financial Services Inc.

267,926

 

4,423

 

Employers Holdings, Inc.

251,494

 

4,371

 

First Commonwealth Financial Corp.

324,344

 

4,369

 

DiamondRock Hospitality Co. REIT

474,780

 

4,320

 

S & T Bancorp, Inc.

117,204

 

4,317

 

First BanCorp Puerto Rico

387,686

 

4,288

 

optionsXpress Holdings Inc.

214,462

 

4,165

 

Acadia Realty Trust REIT

164,664

 

4,163

 

National Health Investors REIT

120,500

 

4,119

*

Alexander's, Inc. REIT

10,274

 

4,110

^

Park National Corp.

51,748

 

4,036

*

EZCORP, Inc.

211,369

 

3,974

 

Franklin Street Properties Corp. REIT

301,884

 

3,924

*

Navigators Group, Inc.

67,602

 

3,921

 

Sterling Bancshares, Inc.

372,895

 

3,897

 

Sterling Financial Corp.

268,061

 

3,887

 

Medical Properties Trust Inc. REIT

338,351

 

3,840

 

Community Bank System, Inc.

152,420

 

3,833

 

Brookline Bancorp, Inc.

296,453

 

3,792

 

 


 

 

 

 

Chemical Financial Corp.

121,445

 

3,782

*,^

Portfolio Recovery Associates, Inc.

77,355

 

3,762

 

CNA Financial Corp.

142,890

 

3,749

*

PHH Corp.

275,638

 

3,663

*

Investors Bancorp, Inc.

241,915

 

3,641

 

PacWest Bancorp

126,405

 

3,614

 

UCBH Holdings, Inc.

562,639

 

3,607

 

WesBanco, Inc.

135,318

 

3,602

*

Pinnacle Financial Partners, Inc.

115,254

 

3,550

 

Sunstone Hotel Investors, Inc. REIT

261,737

 

3,533

 

Wintrust Financial Corp.

120,119

 

3,525

 

City Holding Co.

82,124

 

3,470

 

Equity One, Inc. REIT

168,595

 

3,455

^

Ambac Financial Group, Inc.

1,459,561

 

3,401

*

Piper Jaffray Cos., Inc.

78,147

 

3,380

*

Conseco, Inc.

939,399

 

3,307

 

Infinity Property & Casualty Corp.

79,840

 

3,289

 

Investors Real Estate Trust REIT

292,507

 

3,273

 

United Fire & Casualty Co.

111,060

 

3,175

 

Safety Insurance Group, Inc.

82,912

 

3,145

 

IBERIABANK Corp.

59,047

 

3,121

*

Texas Capital Bancshares, Inc.

149,576

 

3,105

 

U-Store-It Trust REIT

247,810

 

3,041

 

LTC Properties, Inc. REIT

103,415

 

3,032

^

National Financial Partners Corp.

201,322

 

3,020

 

Cedar Shopping Centers, Inc. REIT

227,524

 

3,008

*

World Acceptance Corp.

83,532

 

3,007

 

Universal Health Realty Income REIT

76,933

 

2,993

 

Financial Federal Corp.

130,062

 

2,981

*

PICO Holdings, Inc.

82,676

 

2,969

 

Univest Corp. of Pennsylvania

79,688

 

2,948

 

Parkway Properties Inc. REIT

77,840

 

2,947

 

First Financial Corp. (IN)

62,336

 

2,929

 

Strategic Hotels and Resorts, Inc. REIT

379,173

 

2,863

 

Simmons First National Corp.

80,325

 

2,860

 

SWS Group, Inc.

141,708

 

2,857

 

OneBeacon Insurance Group Ltd.

135,039

 

2,856

^

Frontier Financial Corp.

211,604

 

2,842

 

Pennsylvania REIT

150,654

 

2,840

 

First Financial Bancorp

193,640

 

2,827

 

Saul Centers, Inc. REIT

55,909

 

2,826

 

Bank Mutual Corp.

247,861

 

2,813

 

National Western Life Insurance Co. Class A

11,463

 

2,775

*

Tejon Ranch Co.

74,343

 

2,762

 

DuPont Fabros Technology Inc.

180,962

 

2,760

^

United Community Banks, Inc.

207,719

 

2,754

 

Stewart Information Services Corp.

92,178

 

2,742

 

Provident New York Bancorp, Inc.

207,424

 

2,742

 

The South Financial Group, Inc.

370,565

 

2,716

 

Community Trust Bancorp Inc.

78,615

 

2,704

*

Forestar Real Estate Group, Inc.

181,562

 

2,678

 

Mainsource Financial Group, Inc.

135,926

 

2,664

 

Harleysville Group, Inc.

70,267

 

2,656

 

Northwest Bancorp, Inc.

96,009

 

2,644

 

Independent Bank Corp. (MA)

84,727

 

2,641

 

 


 

 

 

 

FBL Financial Group, Inc. Class A

93,033

 

2,595

 

Horace Mann Educators Corp.

200,887

 

2,585

 

WSFS Financial Corp.

43,045

 

2,583

 

State Auto Financial Corp.

88,361

 

2,569

 

Suffolk Bancorp

64,915

 

2,558

 

Harleysville National Corp.

149,896

 

2,545

 

Cohen & Steers, Inc.

89,730

 

2,542

*

FPIC Insurance Group, Inc.

49,189

 

2,528

*

Crawford & Co. Class B

160,725

 

2,515

 

S.Y. Bancorp, Inc.

80,908

 

2,477

 

Central Pacific Financial Co.

146,501

 

2,463

 

Tower Group, Inc.

103,762

 

2,445

 

Boston Private Financial Holdings, Inc.

271,573

 

2,374

^

First Busey Corp.

129,316

 

2,370

 

Getty Realty Holding Corp. REIT

104,710

 

2,329

 

Dime Community Bancshares

152,450

 

2,320

 

FelCor Lodging Trust, Inc. REIT

320,318

 

2,293

 

American Physicians Capital, Inc.

53,624

 

2,270

 

First Potomac REIT

130,391

 

2,241

 

Oriental Financial Group Inc.

125,321

 

2,238

 

Student Loan Corp.

23,939

 

2,226

*

Hilltop Holdings Inc.

215,237

 

2,221

*

Riskmetrics Group Inc.

112,819

 

2,208

*

Guaranty Bancorp

360,202

 

2,197

 

First Source Corp.

91,940

 

2,161

*

FCStone Group, Inc.

119,707

 

2,154

*

First Cash Financial Services, Inc.

142,406

 

2,136

 

Ashford Hospitality Trust REIT

526,133

 

2,131

*,^

Western Alliance Bancorp

137,500

 

2,126

 

First Merchants Corp.

91,831

 

2,094

 

Gamco Investors Inc. Class A

35,120

 

2,083

 

American Equity Investment Life Holding Co.

273,826

 

2,054

 

Republic Bancorp, Inc. Class A

67,689

 

2,052

 

Washington Trust Bancorp, Inc.

76,430

 

2,033

 

Ramco-Gershenson Properties Trust REIT

90,552

 

2,030

 

Glimcher Realty Trust REIT

194,016

 

2,026

*

CNA Surety Corp.

119,790

 

2,000

 

Flushing Financial Corp.

113,083

 

1,979

 

Calamos Asset Management, Inc.

109,170

 

1,956

*

MSCI, Inc.-Class A Shares

81,062

 

1,945

*,^

Doral Financial Corp.

177,380

 

1,937

 

Kearny Financial Corp.

157,927

 

1,933

 

BancFirst Corp.

39,931

 

1,930

 

LandAmerica Financial Group, Inc.

78,848

 

1,912

*

Ocwen Financial Corp.

233,786

 

1,882

 

First Financial Holdings, Inc.

71,546

 

1,873

^

Heartland Financial USA, Inc.

74,648

 

1,871

 

BankFinancial Corp.

124,573

 

1,829

 

Sun Communities, Inc. REIT

91,085

 

1,804

 

Meadowbrook Insurance Group, Inc.

253,446

 

1,789

 

Renasant Corp.

82,368

 

1,788

 

National Interstate Corp.

74,138

 

1,782

^

iStar Financial Inc. REIT

684,907

 

1,781

*

Beneficial Mutual Bancorp, Inc.

140,111

 

1,772

 

Hercules Technology Growth Capital, Inc.

180,890

 

1,755

 

 


 

 

 

 

StellarOne Corp.

84,403

 

1,745

 

Columbia Banking System, Inc.

96,523

 

1,711

 

Bank of the Ozarks, Inc.

63,285

 

1,709

 

Presidential Life Corp.

106,111

 

1,675

 

West Bancorporation

128,134

 

1,670

 

CapLease, Inc. REIT

209,161

 

1,659

 

Prospect Energy Corp.

128,919

 

1,651

^

Home Bancshares Inc.

63,070

 

1,632

*,^

Citizens, Inc.

197,684

 

1,625

 

Sterling Bancorp

112,368

 

1,625

 

Associated Estates Realty Corp. REIT

124,434

 

1,621

 

Capital Southwest Corp.

11,364

 

1,614

^

Capitol Bancorp Ltd.

82,722

 

1,612

*

Sun Bancorp, Inc. (NJ)

117,991

 

1,599

 

Arrow Financial Corp.

54,116

 

1,592

^

Provident Bankshares Corp.

162,455

 

1,577

 

Union Bankshares Corp.

65,394

 

1,569

 

GFI Group Inc.

330,076

 

1,555

 

Financial Institutions, Inc.

76,747

 

1,536

 

First Bancorp (NC)

89,784

 

1,535

 

MVC Capital, Inc.

100,200

 

1,528

 

Sandy Spring Bancorp, Inc.

68,679

 

1,518

 

Westwood Holdings Group, Inc.

31,926

 

1,513

 

Baldwin & Lyons, Inc. Class B

62,684

 

1,503

^

Capital City Bank Group, Inc.

47,267

 

1,482

*

LaBranche & Co. Inc.

328,501

 

1,478

*

TradeStation Group, Inc.

152,844

 

1,429

 

Mission West Properties Inc. REIT

144,951

 

1,412

 

Hersha Hospitality Trust REIT

189,567

 

1,410

*,^

Encore Capital Group, Inc.

102,040

 

1,398

^

Cascade Bancorp

156,696

 

1,393

 

Kite Realty Group Trust REIT

126,562

 

1,392

 

Nelnet, Inc.

95,744

 

1,360

 

TriCo Bancshares

63,139

 

1,359

 

Essa Bancorp Inc.

97,217

 

1,351

 

SCBT Financial Corp.

35,795

 

1,346

 

Gladstone Capital Corp.

88,269

 

1,345

 

Cardinal Financial Corp.

165,519

 

1,337

 

Peoples Bancorp, Inc.

60,816

 

1,324

 

MCG Capital Corp.

498,308

 

1,306

*

MarketAxess Holdings, Inc.

158,127

 

1,276

*

PMA Capital Corp. Class A

144,309

 

1,273

 

Tompkins Trustco, Inc.

25,069

 

1,266

 

BlackRock Kelso Capital Corp.

109,665

 

1,264

*

Diamond Hill Investment Group

14,004

 

1,259

 

OceanFirst Financial Corp.

69,392

 

1,257

*,^

Avatar Holding, Inc.

38,048

 

1,256

 

Amtrust Financial Services Inc.

92,046

 

1,251

*

eHealth, Inc.

77,927

 

1,247

 

First Community Bancshares, Inc.

33,061

 

1,240

 

Southwest Bancorp, Inc.

70,018

 

1,237

 

Hanmi Financial Corp.

243,513

 

1,230

*

Amerisafe Inc.

67,333

 

1,225

 

Education Realty Trust, Inc. REIT

110,516

 

1,225

*

Dollar Financial Corp.

79,503

 

1,224

 

 


 

 

 

*,^

Guaranty Financial Group, Inc.

307,923

 

1,216

 

Kohlberg Capital Corp.

141,231

 

1,213

 

Maguire Properties, Inc. REIT

202,942

 

1,210

 

Smithtown Bancorp, Inc.

53,713

 

1,209

 

Wilshire Bancorp Inc.

99,171

 

1,207

 

Southside Bancshares, Inc.

47,675

 

1,201

 

Amcore Financial, Inc.

128,532

 

1,189

 

Lakeland Bancorp, Inc.

101,482

 

1,186

*

Pennsylvania Commerce Bancorp, Inc.

39,532

 

1,178

*

Seabright Insurance Holdings, Inc.

90,318

 

1,174

^

Greene County Bancshares

49,648

 

1,167

 

Nara Bancorp, Inc.

103,100

 

1,155

 

Clifton Savings Bancorp, Inc.

94,702

 

1,135

 

Abington Community Bancorp Inc.

111,077

 

1,124

 

West Coast Bancorp

76,596

 

1,123

^

Old Second Bancorp, Inc.

60,595

 

1,122

 

Donegal Group Inc. Class B

63,194

 

1,122

 

City Bank Lynnwood (WA)

70,857

 

1,105

 

Berkshire Hills Bancorp, Inc.

34,510

 

1,104

 

NGP Capital Resources Co.

75,662

 

1,102

 

German American Bancorp

94,320

 

1,099

 

Center Financial Corp.

84,899

 

1,084

^

Columbia Bancorp (OR)

176,996

 

1,078

 

Radian Group, Inc.

212,984

 

1,073

*,^

Asset Acceptance Capital Corp.

101,728

 

1,072

 

Citizens Banking Corp.

348,032

 

1,072

*

Superior Bancorp

125,018

 

1,056

 

First Place Financial Corp.

81,554

 

1,048

*

Penson Worldwide, Inc.

75,367

 

1,045

*

Republic First Bancorp, Inc.

120,766

 

1,040

 

First United Corp.

51,914

 

1,033

*

NewStar Financial, Inc.

126,229

 

1,021

 

First State Bancorporation

189,161

 

1,010

^

Seacoast Banking Corp. of Florida

93,918

 

1,008

^

PremierWest Bancorp

124,717

 

1,006

 

Advance America, Cash Advance Centers, Inc.

335,998

 

1,005

 

MetroCorp Bancshares, Inc.

79,068

 

998

^

Enterprise Financial Services Corp.

44,104

 

995

 

ViewPoint Financial Group

56,704

 

992

*

Bank of Florida Corp.

120,099

 

990

 

Thomas Properties Group, Inc.

97,826

 

988

 

Great Southern Bancorp, Inc.

77,427

 

987

 

Heritage Commerce Corp.

64,576

 

983

*

Virginia Commerce Bancorp, Inc.

157,225

 

983

 

Westfield Financial, Inc.

95,139

 

980

^

Shore Bancshares, Inc.

37,933

 

975

 

Taylor Capital Group, Inc.

81,177

 

973

*

Thomas Weisel Partners Group, Inc.

115,068

 

970

*

Oritani Financial Corp.

57,536

 

969

 

United Community Financial Corp.

192,994

 

965

 

Lakeland Financial Corp.

43,639

 

958

 

Consolidated-Tomoka Land Co.

22,073

 

953

 

Citizens & Northern Corp.

43,521

 

938

 

Ameris Bancorp

62,969

 

935

 

Urstadt Biddle Properties Class A REIT

49,307

 

925

 

 


 

 

 

^

Sierra Bancorp

44,072

 

919

 

Danvers Bancorp, Inc.

71,489

 

911

 

Independent Bank Corp. (MI)

146,905

 

909

 

Sanders Morris Harris Group Inc.

104,751

 

906

 

Irwin Financial Corp.

227,132

 

897

 

Banner Corp.

74,283

 

892

 

Integra Bank Corp.

111,349

 

889

 

Yadkin Valley Bank and Trust Co.

52,308

 

887

*

Darwin Professional Underwriters, Inc.

28,500

 

887

 

Camden National Corp.

25,228

 

882

 

PennantPark Investment Corp.

117,919

 

874

*

AmCOMP, Inc.

75,103

 

871

 

Pacific Continental Corp.

59,113

 

865

 

United Financial Bancorp, Inc.

58,130

 

863

^

BancTrust Financial Group, Inc.

65,580

 

860

 

Kansas City Life Insurance Co.

18,429

 

848

 

Evercore Partners Inc.

47,000

 

845

 

Center Bancorp, Inc.

81,709

 

829

 

NYMAGIC, Inc.

32,639

 

824

 

United Western Bancorp. Inc.

65,761

 

822

 

MBT Financial Corp.

176,286

 

818

*

Rewards Network Inc.

162,699

 

817

 

Monmouth Real Estate Investment Corp. REIT

104,202

 

812

 

Peapack Gladstone Financial Corp.

24,119

 

808

^

One Liberty Properties, Inc. REIT

45,700

 

808

^

U.S. Global Investors, Inc. Class A

80,300

 

807

 

Home Federal Bancorp, Inc.

62,277

 

794

 

Camco Financial Corp.

80,664

 

783

 

EMC Insurance Group, Inc.

26,272

 

775

 

Merchants Bancshares, Inc.

31,813

 

771

 

Imperial Capital Bancorp Inc.

88,815

 

770

*,^

First Federal Financial Corp.

96,617

 

757

 

North Valley Bancorp

125,837

 

750

 

Gladstone Investment Corp.

108,613

 

747

^

Pzena Investment Management CL A

78,300

 

742

^

Flagstar Bancorp, Inc.

248,767

 

741

 

CoBiz Inc.

61,562

 

739

*

Waterstone Financial, Inc.

74,911

 

732

^

Temecula Valley Bancorp, Inc.

132,826

 

724

 

Pacific Mercantile Bancorp

112,659

 

723

*

Bridge Capital Holdings

66,759

 

720

 

Peoples Bancorp of North Carolina

63,618

 

718

*

First Mercury Financial Corp.

49,900

 

711

^

Brooklyn Federal Bancorp

48,000

 

710

^

Macatawa Bank Corp.

100,147

 

700

 

First Financial Northwest, Inc.

67,527

 

697

 

AmREIT, Inc. REIT

103,107

 

696

 

Farmers Capital Bank Corp.

24,978

 

675

 

Hawthorn Bancshares Inc.

27,608

 

673

 

State Bancorp, Inc.

45,068

 

672

 

Winthrop Realty Trust Inc. REIT

171,984

 

671

^

Life Partners Holdings

18,580

 

668

 

Willow Grove Bancorp, Inc.

72,968

 

667

*

Ameriserv Financial Inc.

280,915

 

663

 

Anchor Bancorp Wisconsin Inc.

88,837

 

653

 

 


 

 

 

 

Urstadt Biddle Properties REIT

38,700

 

653

 

Heritage Financial Corp.

52,119

 

650

 

Citizens First Bancorp, Inc.

121,096

 

648

 

United Security Bancshares, Inc.

39,227

 

647

 

Agree Realty Corp. REIT

22,621

 

647

 

Patriot Capital Funding Inc.

101,502

 

647

 

MutualFirst Financial Inc.

66,044

 

645

^

United Security Bancshares (CA)

39,170

 

641

*

Harris & Harris Group, Inc.

100,344

 

640

*

United PanAm Financial Corp.

173,913

 

640

 

Cogdell Spencer Inc. REIT

39,700

 

637

 

BGC Partners, Inc.

147,482

 

633

 

American Land Lease, Inc. REIT

32,411

 

630

 

Wainwright Bank & Trust Co.

72,338

 

615

*

Stratus Properties Inc.

22,271

 

613

^

First South Bancorp, Inc.

35,062

 

606

 

NewBridge Bancorp.

126,829

 

605

 

Northrim Bancorp Inc.

36,802

 

604

 

Advanta Corp. Class B

73,325

 

603

 

Provident Financial Holdings, Inc.

68,272

 

601

 

Century Bancorp, Inc. Class A

39,922

 

598

 

Jefferson Bancshares, Inc.

63,688

 

595

 

Indiana Community Bancorp

39,931

 

595

*

FBR Capital Markets Corp.

90,970

 

589

 

American National Bankshares Inc.

32,444

 

574

 

CFS Bancorp, Inc.

62,058

 

574

 

Horizon Financial Corp.

63,121

 

573

 

Advanta Corp. Class A

116,032

 

572

 

Medallion Financial Corp.

54,250

 

568

 

First Security Group Inc.

77,183

 

565

 

National Bankshares, Inc.

32,178

 

563

*,^

Community Bancorp

88,337

 

562

*

Dearborn Bancorp, Inc.

111,890

 

554

*,^

CompuCredit Corp.

139,794

 

548

 

American Bancorp of New Jersey, Inc.

53,982

 

538

*

First Regional Bancorp

86,064

 

538

 

TF Financial Corp.

23,289

 

536

 

TierOne Corp.

104,133

 

534

*,^

Maui Land & Pineapple Co., Inc.

19,374

 

533

 

Capital Bank Corp.

55,893

 

531

*,^

Broadpoint Securities Group

182,848

 

530

 

MicroFinancial Inc.

132,214

 

525

 

Bancorp Rhode Island Inc.

18,228

 

524

 

Gramercy Capital Corp. REIT

201,616

 

522

 

Friedman, Billings, Ramsey Group, Inc. REIT

259,518

 

519

 

Centrue Financial Corp.

36,873

 

515

 

Kayne Anderson Energy Development Co.

30,122

 

510

 

The PMI Group Inc.

172,518

 

509

 

Supertel Hospitality, Inc. REIT

122,883

 

498

 

Epoch Holding Corp.

46,684

 

493

*

The Bancorp Inc.

98,400

 

492

 

Bank of Marin Bancorp

15,494

 

488

 

NASB Financial Inc.

14,892

 

484

 

TIB Financial Corp.

85,810

 

483

 

Rockville Financial, Inc.

30,572

 

482

 

 


 

 

 

 

FNB Corp. (NC)

64,377

 

471

^

K-Fed Bancorp

51,019

 

467

 

WSB Holdings, Inc.

96,839

 

467

*

Northfield Bancorp, Inc.

38,343

 

464

*,^

EuroBancshares, Inc.

178,180

 

461

 

Bryn Mawr Bank Corp.

20,843

 

458

*

HouseValues, Inc.

172,707

 

458

 

Preferred Bank

40,712

 

456

*

Specialty Underwriters' Alliance, Inc.

92,294

 

455

 

HMN Financial, Inc.

36,082

 

447

 

Timberland Bancorp, Inc.

55,811

 

446

*

BankAtlantic Bancorp, Inc. Class A

54,161

 

444

*,^

Ladenburg Thalmann Financial Services, Inc.

245,311

 

442

 

Citizens South Banking Corp.

62,613

 

440

 

Cadence Financial Corp.

46,958

 

435

 

Meta Financial Group, Inc.

25,359

 

431

 

Community Capital Corp.

44,399

 

424

 

PMC Commercial Trust REIT

57,454

 

419

^

Centerstate Banks of Florida

23,308

 

417

 

Cooperative Bankshares, Inc.

77,601

 

416

^

ASTA Funding, Inc.

58,591

 

411

^

Colony Bankcorp, Inc.

39,477

 

411

 

Summit Financial Group, Inc.

34,810

 

409

 

TICC Capital Corp.

78,878

 

405

*

Meruelo Maddux Properties Inc.

322,732

 

394

*

Marlin Business Services Inc.

46,117

 

391

 

Penns Woods Bancorp, Inc.

13,466

 

391

^

Ames National Corp.

14,657

 

380

*

First Acceptance Corp.

111,666

 

380

 

Southern Community Financial Corp.

79,721

 

379

 

ESB Financial Corp.

40,212

 

377

 

QC Holdings Inc.

54,699

 

374

*,^

Credit Acceptance Corp.

21,647

 

368

*

Southcoast Financial Corp

51,525

 

365

 

Legacy Bancorp, Inc.

26,985

 

364

 

Cascade Financial Corp.

48,585

 

364

 

Atlantic Coast Federal Corp.

45,532

 

352

 

Pulaski Financial Corp.

42,398

 

351

 

Beverly Hills Bancorp Inc.

287,246

 

350

 

Ocean Shore Holding Co.

38,272

 

346

 

Mercantile Bank Corp.

42,927

 

343

 

Independence Holding Co.

29,549

 

341

 

American River Bankshares

33,491

 

335

*,^

International Assets Holding Corp.

13,702

 

330

*

Reis, Inc.

54,774

 

326

*

Wilshire Enterprises, Inc.

109,616

 

321

 

Mercer Insurance Group, Inc.

19,856

 

319

*

FirstCity Financial Corp.

58,777

 

313

 

Guaranty Federal Bancshares, Inc.

27,070

 

309

 

Grubb & Ellis Co.

113,800

 

307

*

ZipRealty, Inc.

75,182

 

307

 

Eastern Insurance Holdings, Inc.

21,646

 

290

^

Security Bank Corp.

69,634

 

289

^

Corus Bankshares Inc.

71,286

 

289

 

BRT Realty Trust REIT

33,405

 

287

 

 


 

 

 

 

Bank of Granite Corp.

122,913

 

286

*

HFF Inc. Class A

68,364

 

273

 

Gladstone Commercial Corp. REIT

17,953

 

272

*

Central Jersy Bancorp

38,720

 

271

 

21st Century Holding Co.

51,331

 

270

 

Midwest Banc Holdings, Inc.

65,404

 

262

 

Firstbank Corp.

25,522

 

260

 

The First Marblehead Corp.

103,076

 

257

 

PAB Bankshares, Inc.

37,118

 

253

 

Donegal Group Inc. Class A

13,755

 

249

 

Roma Financial Corp.

16,534

 

244

 

Intervest Bancshares Corp.

30,839

 

235

 

Northern States Financial Corp.

25,045

 

234

 

Eagle Bancorp, Inc.

27,703

 

233

*

Cowen Group, Inc.

26,574

 

227

*

Sun American Bancorp

91,047

 

226

 

Fidelity Southern Corp.

52,101

 

225

^

W Holding Co., Inc.

470,929

 

221

 

Alliance Financial Corp.

9,555

 

220

*

Millennium Bankshares Corp.

141,277

 

219

 

Presidential Realty Corp. REIT

46,000

 

219

 

Princeton National Bancorp, Inc.

8,484

 

216

 

Affirmative Insurance Holdings, Inc.

68,073

 

215

 

UMH Properties, Inc. REIT

30,906

 

215

 

Highland Distressed Opportunities, Inc.

72,169

 

214

 

Gateway Financial Holdings, Inc.

40,010

 

214

*

Nicholas Financial Inc.

41,500

 

210

*

Consumer Portfolio Services, Inc.

87,963

 

202

 

VIST Financial Corp.

16,812

 

202

^

Vineyard National Bancorp Co.

150,800

 

189

 

Federal Agricultural Mortgage Corp. Class C

44,730

 

183

 

Royal Bancshares of Pennsylvania, Inc.

31,321

 

174

 

Pamrapo Bancorp, Inc.

17,095

 

174

*,^

Triad Guaranty, Inc.

105,541

 

168

*

Tree.com, Inc.

34,615

 

167

 

Middleburg Financial Corp.

9,488

 

166

 

PFF Bancorp, Inc.

128,495

 

161

 

Rainier Pacific Financial Group Inc.

36,363

 

160

 

American Physicians Service Group, Inc.

7,384

 

156

 

Prudential Bancorp, Inc. of Pennsylvania

15,408

 

155

 

Universal Insurance Holdings, INC.

43,936

 

153

 

Riverview Bancorp Inc.

24,421

 

147

 

Heritage Financial Group

12,943

 

131

 

Washington Banking Co.

14,271

 

129

*

Penn Treaty American Corp.

81,500

 

129

*,^

FX Real Estate and Entertainment Inc.

111,517

 

116

 

First Defiance Financial Corp.

10,055

 

111

*,^

Franklin Bank Corp.

223,456

 

109

 

Investors Capital Holdings, Ltd.

25,100

 

101

^

Mercantile Bancorp, Inc

5,250

 

81

*

Encore Bancshares, Inc.

4,326

 

78

 

Hampton Roads Bankshares, Inc.

7,160

 

73

 

First Citizens Banc Corp.

6,700

 

66

 

Tortoise Capital Resources Corp.

6,775

 

60

 

Commonwealth Bankshares, Inc.

4,095

 

58

 

 


 

 

 

*

Thornburg Mortgage, Inc.

26,132

 

46

 

Federal Agricultural Mortgage Corp. Class A

12,788

 

45

*

Peoples Community Bancorp

28,820

 

43

 

Parkvale Financial Corp.

2,222

 

35

^

BankUnited Financial Corp.

29,861

 

23

^

Downey Financial Corp.

6,261

 

18

 

Brooke Corp.

58,923

 

11

*

AMV Liquidating Trust

94,702

 

11

*

Malan Realty Investors, Inc. REIT

49,200

 

1

 

2,338,441

Health Care (13.8%)

*

Genentech, Inc.

2,326,013

 

206,271

 

DENTSPLY International Inc.

747,385

 

28,057

*

Covance, Inc.

316,907

 

28,018

*

Cephalon, Inc.

340,284

 

26,369

*

Vertex Pharmaceuticals, Inc.

747,813

 

24,857

*

Hologic, Inc.

1,285,016

 

24,839

*

Henry Schein, Inc.

450,695

 

24,265

 

Pharmaceutical Product Development, Inc.

576,811

 

23,851

*

Illumina, Inc.

574,134

 

23,270

 

Beckman Coulter, Inc.

313,329

 

22,243

*

Charles River Laboratories, Inc.

342,285

 

19,007

*

ImClone Systems, Inc.

304,202

 

18,994

*

Invitrogen Corp.

455,196

 

17,206

*

ResMed Inc.

383,269

 

16,481

*

IDEXX Laboratories Corp.

300,237

 

16,453

*

Edwards Lifesciences Corp.

278,951

 

16,112

*

Alexion Pharmaceuticals, Inc.

390,588

 

15,350

 

Omnicare, Inc.

529,822

 

15,243

*

Cerner Corp.

340,170

 

15,185

 

Perrigo Co.

390,750

 

15,028

*

Myriad Genetics, Inc.

227,100

 

14,734

*

Gen-Probe Inc.

272,473

 

14,455

 

Universal Health Services Class B

256,322

 

14,362

*

OSI Pharmaceuticals, Inc.

289,594

 

14,274

*

Community Health Systems, Inc.

486,215

 

14,251

*

Techne Corp.

194,846

 

14,052

*

BioMarin Pharmaceutical Inc.

500,984

 

13,271

*

Health Net Inc.

542,231

 

12,797

 

Teleflex Inc.

200,307

 

12,717

*

Pediatrix Medical Group, Inc.

234,950

 

12,669

*

VCA Antech, Inc.

424,681

 

12,515

*

Endo Pharmaceuticals Holdings, Inc.

608,977

 

12,180

*

United Therapeutics Corp.

115,422

 

12,139

*

Amylin Pharmaceuticals, Inc.

590,205

 

11,934

*

Inverness Medical Innovations, Inc.

393,050

 

11,791

*

Immucor Inc.

354,839

 

11,341

 

STERIS Corp.

297,920

 

11,196

*

Lincare Holdings, Inc.

371,120

 

11,167

*

Psychiatric Solutions, Inc.

282,151

 

10,708

*

HLTH Corp.

928,691

 

10,615

*

Onyx Pharmaceuticals, Inc.

283,135

 

10,244

 

Owens & Minor, Inc. Holding Co.

209,388

 

10,155

*

Sepracor Inc.

548,732

 

10,047

 

Hill-Rom Holdings, Inc.

317,191

 

9,614

 

 


 

 

 

*

Bio-Rad Laboratories, Inc. Class A

94,875

 

9,404

*,^

Valeant Pharmaceuticals International

448,114

 

9,173

*

Nuvasive, Inc.

180,982

 

8,928

*

Masimo Corp.

235,193

 

8,749

*

LifePoint Hospitals, Inc.

269,921

 

8,675

*

Magellan Health Services, Inc.

206,336

 

8,472

*

HealthSouth Corp.

448,088

 

8,258

*,^

Isis Pharmaceuticals, Inc.

485,222

 

8,195

 

West Pharmaceutical Services, Inc.

164,506

 

8,031

*

PAREXEL International Corp.

279,806

 

8,019

*

Haemonetics Corp.

129,778

 

8,010

*

Alpharma, Inc. Class A

216,247

 

7,977

 

Cooper Cos., Inc.

229,105

 

7,964

*

Kinetic Concepts, Inc.

276,159

 

7,895

*

WellCare Health Plans Inc.

212,334

 

7,644

*

Thoratec Corp.

277,386

 

7,281

*

Regeneron Pharmaceuticals, Inc.

318,100

 

6,944

*

AMERIGROUP Corp.

271,674

 

6,860

*

American Medical Systems Holdings, Inc.

370,315

 

6,577

*,^

Amedisys Inc.

134,959

 

6,568

*

Alkermes, Inc.

486,971

 

6,477

*

Varian, Inc.

150,382

 

6,451

*

Cubist Pharmaceuticals, Inc.

287,093

 

6,382

*

PSS World Medical, Inc.

315,553

 

6,153

*

The Medicines Co.

264,865

 

6,150

*

Celera Corp.

395,771

 

6,115

*

Xenoport Inc.

125,569

 

6,089

 

Meridian Bioscience Inc.

204,375

 

5,935

*

Dionex Corp.

92,734

 

5,893

*

Auxilium Pharmaceuticals, Inc.

179,815

 

5,826

*

Eclipsys Corp.

277,297

 

5,809

*

Wright Medical Group, Inc.

189,277

 

5,762

 

PDL BioPharma Inc.

607,338

 

5,654

*

Healthspring, Inc.

254,832

 

5,392

 

Martek Biosciences Corp.

168,103

 

5,282

*

Sequenom, Inc.

198,128

 

5,274

*,^

Advanced Medical Optics, Inc.

292,029

 

5,192

*

Luminex Corp.

207,270

 

5,184

*

Health Management Associates Class A

1,238,211

 

5,151

 

Sciele Pharma, Inc.

163,442

 

5,032

*

HealthExtras, Inc.

190,690

 

4,981

 

Chemed Corp.

118,480

 

4,865

*,^

Alnylam Pharmaceuticals Inc.

166,776

 

4,828

*

ViroPharma Inc.

356,382

 

4,676

*

CONMED Corp.

145,829

 

4,667

*

Phase Forward Inc.

218,395

 

4,567

*

Centene Corp.

221,735

 

4,548

*

K-V Pharmaceutical Co. Class A

193,351

 

4,391

*

Human Genome Sciences, Inc.

689,588

 

4,379

*

Rigel Pharmaceuticals, Inc.

185,875

 

4,340

*

Integra LifeSciences Holdings

97,368

 

4,287

 

Medicis Pharmaceutical Corp.

287,477

 

4,286

*

Kindred Healthcare, Inc.

152,936

 

4,216

*

Medarex, Inc.

650,434

 

4,208

*

Bruker BioSciences Corp.

311,658

 

4,154

 

 


 

 

 

 

Brookdale Senior Living Inc.

188,204

 

4,139

 

Mentor Corp.

172,145

 

4,107

*

AmSurg Corp.

160,422

 

4,086

*

Apria Healthcare Group Inc.

223,988

 

4,086

*

Cepheid, Inc.

289,882

 

4,009

 

Invacare Corp.

163,453

 

3,946

*

Gentiva Health Services, Inc.

145,356

 

3,916

*

Acorda Therapeutics Inc.

162,395

 

3,873

*,^

ArthroCare Corp.

135,899

 

3,767

*

Align Technology, Inc.

347,219

 

3,760

*

Incyte Corp.

486,598

 

3,722

*

Allscripts Healthcare Solutions, Inc.

291,238

 

3,623

*,^

Medivation Inc.

134,830

 

3,568

*

Zoll Medical Corp.

107,155

 

3,506

*

PharMerica Corp.

154,902

 

3,484

 

Datascope Corp.

67,214

 

3,470

 

Landauer, Inc.

47,289

 

3,440

 

Analogic Corp.

68,320

 

3,400

*

Savient Pharmaceuticals Inc.

227,212

 

3,388

*

Symmetry Medical Inc.

181,217

 

3,363

*

CV Therapeutics, Inc.

309,777

 

3,346

*

Theravance, Inc.

266,375

 

3,319

*

Exelixis, Inc.

536,998

 

3,265

*

Natus Medical Inc.

140,145

 

3,176

*

Sunrise Senior Living, Inc.

229,062

 

3,159

*

Seattle Genetics, Inc.

291,334

 

3,117

 

Vital Signs, Inc.

41,472

 

3,065

*

Halozyme Therapeutics Inc.

406,067

 

2,981

*

inVentiv Health, Inc.

168,611

 

2,978

*

AMAG Pharmaceuticals, Inc.

76,405

 

2,959

*

Kendle International Inc.

65,994

 

2,951

*

Emeritus Corp.

116,969

 

2,913

*

Universal American Corp.

238,600

 

2,909

*

Greatbatch, Inc.

116,509

 

2,859

*

Vivus, Inc.

356,954

 

2,834

*

Healthways, Inc.

173,643

 

2,801

*,^

ABIOMED, Inc.

157,750

 

2,800

*

ev3 Inc.

275,839

 

2,769

*

HMS Holdings Corp.

114,195

 

2,736

*,^

AthenaHealth Inc.

82,012

 

2,729

*,^

Dendreon Corp.

476,627

 

2,722

*

Merit Medical Systems, Inc.

144,152

 

2,706

*

AMN Healthcare Services, Inc.

153,668

 

2,700

*

SonoSite, Inc.

85,937

 

2,698

*

Cougar Biotechnology Inc.

79,888

 

2,667

*,^

InterMune Inc.

155,182

 

2,655

*

Durect Corp.

468,322

 

2,623

*

Conceptus, Inc.

155,529

 

2,579

*

RTI Biologics, Inc.

274,125

 

2,563

*

eResearch Technology, Inc.

214,087

 

2,550

*

Cross Country Healthcare, Inc.

156,219

 

2,545

*

Volcano Corp.

146,704

 

2,537

*

Sun Healthcare Group Inc.

170,129

 

2,494

*

Albany Molecular Research, Inc.

136,804

 

2,475

*,^

SurModics, Inc.

78,581

 

2,475

 

 


 

 

 

*

Molina Healthcare Inc.

78,811

 

2,443

*

Quidel Corp.

148,545

 

2,438

*,^

Abraxis BioScience

34,711

 

2,394

*

ICU Medical, Inc.

78,642

 

2,392

*

Res-Care, Inc.

130,957

 

2,376

*

Kensey Nash Corp.

75,503

 

2,375

*

Omnicell, Inc.

176,104

 

2,316

*

CryoLife Inc.

171,225

 

2,246

*

Hanger Orthopedic Group, Inc.

128,658

 

2,245

*

Abaxis, Inc.

110,638

 

2,180

*

Par Pharmaceutical Cos. Inc.

176,119

 

2,165

*

IRIS International, Inc.

114,107

 

2,043

*,^

Assisted Living Concepts Inc.

319,013

 

2,032

*

Odyssey Healthcare, Inc.

194,020

 

1,969

*

LHC Group Inc.

68,835

 

1,960

*,^

Cyberonics, Inc.

114,233

 

1,942

*

Arena Pharmaceuticals, Inc.

388,087

 

1,940

*

NPS Pharmaceuticals Inc.

270,430

 

1,931

*

RehabCare Group, Inc.

104,313

 

1,888

*

Allos Therapeutics Inc.

251,080

 

1,861

*

VNUS Medical Technologies, Inc.

88,093

 

1,844

*

XOMA Ltd.

871,179

 

1,829

*

Affymetrix, Inc.

234,754

 

1,817

*

Noven Pharmaceuticals, Inc.

154,420

 

1,804

*

Almost Family Inc.

44,894

 

1,776

*

Momenta Pharmaceuticals, Inc.

134,974

 

1,770

*,^

GTx, Inc.

91,620

 

1,743

*

Skilled Healthcare Group Inc.

109,574

 

1,741

*

Accuray Inc.

212,092

 

1,712

*

Array BioPharma Inc.

222,720

 

1,710

*,^

Enzon Pharmaceuticals, Inc.

229,862

 

1,696

*

CorVel Corp.

57,811

 

1,654

*

Salix Pharmaceuticals, Ltd.

256,860

 

1,646

*

Bio-Reference Laboratories, Inc.

56,555

 

1,634

*,^

Questcor Pharmaceuticals, Inc.

222,066

 

1,632

*

US Physical Therapy, Inc.

92,440

 

1,605

*,^

Pozen Inc.

152,438

 

1,602

*

Ligand Pharmaceuticals Inc. Class B

539,392

 

1,591

*

OraSure Technologies, Inc.

319,968

 

1,574

 

National Healthcare Corp.

33,274

 

1,568

*

Dyax Corp.

353,484

 

1,555

*

Cypress Bioscience, Inc.

205,260

 

1,509

*

Air Methods Corp.

53,070

 

1,502

*

Neogen Corp.

52,390

 

1,476

*

Nabi Biopharmaceuticals

313,710

 

1,462

*

Progenics Pharmaceuticals, Inc.

109,122

 

1,452

*

Idenix Pharmaceuticals Inc.

199,099

 

1,439

*

Enzo Biochem, Inc.

129,174

 

1,420

*

Medical Action Industries Inc.

108,076

 

1,419

*

MWI Veterinary Supply Inc.

35,225

 

1,384

*,^

Sangamo BioSciences, Inc.

177,756

 

1,369

*,^

Geron Corp.

338,737

 

1,338

 

Computer Programs and Systems, Inc.

45,825

 

1,327

*,^

Pain Therapeutics, Inc.

135,662

 

1,325

*

Inspire Pharmaceuticals, Inc.

366,434

 

1,308

*

ImmunoGen, Inc.

261,924

 

1,286

*

Palomar Medical Technologies, Inc.

95,103

 

1,280

*

Akorn, Inc.

243,795

 

1,251

*

Zymogenetics, Inc.

184,429

 

1,228

*,^

Discovery Laboratories, Inc.

655,838

 

1,226

*

AngioDynamics, Inc.

77,612

 

1,226

*

Life Sciences Research, Inc.

34,894

 

1,221

*

Omrix Biopharmaceuticals, Inc.

67,152

 

1,205

*

ARIAD Pharmaceuticals, Inc.

483,212

 

1,194

*,^

CombiMatrix Corp.

78,624

 

1,170

*

Vital Images, Inc.

77,468

 

1,162

*

Adolor Corp.

332,624

 

1,148

*,^

MannKind Corp.

297,107

 

1,147

*,^

Somanetics Corp.

52,042

 

1,138

*

Indevus Pharmaceuticals, Inc.

338,965

 

1,136

*

Accelrys Inc.

206,798

 

1,135

*,^

Molecular Insight Pharmaceuticals, Inc.

146,468

 

1,125

*

Nektar Therapeutics

303,927

 

1,091

*,^

Columbia Laboratories Inc.

416,130

 

1,090

*

Dexcom Inc.

175,914

 

1,089

*,^

SIGA Technologies, Inc.

288,857

 

1,083

*

STAAR Surgical Co.

241,010

 

1,082

*,^

Osiris Therapeutics, Inc.

56,042

 

1,081

*

Repligen Corp.

226,701

 

1,068

*,^

Idera Pharmaceuticals, Inc.

75,391

 

1,061

*

Avigen, Inc.

263,049

 

1,052

*

Orthovita, Inc.

404,240

 

1,051

*,^

Genomic Health, Inc.

45,935

 

1,040

*

Matrixx Initiatives, Inc.

57,058

 

1,026

*

Alliance Imaging, Inc.

99,471

 

1,022

*

Cerus Corp.

245,536

 

1,014

*

Amicas, Inc.

413,446

 

992

*

Icad Inc.

305,341

 

974

*

Micrus Endovascular Corp.

69,523

 

970

*

Emergency Medical Services LP Class A

32,410

 

968

*,^

Stereotaxis Inc.

159,906

 

967

*,^

Hansen Medical Inc.

70,500

 

948

*

Harvard Bioscience, Inc.

201,976

 

939

*

Cardiac Science Corp.

90,574

 

938

*

I-Flow Corp.

98,878

 

921

*

Poniard Pharmaceuticals, Inc.

213,363

 

911

*

Synovis Life Technologies, Inc.

48,300

 

909

*

Chindex International, Inc.

83,451

 

906

*,^

Optimer Pharmaceuticals Inc.

113,964

 

906

*

Immunomedics Inc.

508,947

 

906

*

Cambrex Corp.

146,228

 

899

*

Spectranetics Corp.

187,253

 

867

*

AspenBio Pharma, Inc.

138,637

 

865

*,^

ATS Medical, Inc.

294,520

 

851

*

DepoMed, Inc.

232,522

 

849

*

MedCath Corp.

46,448

 

832

*,^

GenVec, Inc.

686,203

 

830

*

Cytokinetics, Inc.

172,363

 

817

*

Tercica, Inc.

89,520

 

800

*

Maxygen Inc.

187,834

 

795

*

Curis, Inc.

683,767

 

793

*

Allion Healthcare Inc.

132,942

 

791

*,^

Javelin Pharmaceuticals, Inc.

303,275

 

789

*

Genoptix, Inc.

23,746

 

776

 

Psychemedics Corp.

52,505

 

772

*

CardioNet, Inc.

30,359

 

758

*

Monogram Biosciences, Inc.

970,832

 

738

*

Aspect Medical Systems, Inc.

141,825

 

737

*

Rural/Metro Corp.

287,885

 

731

*

Pharmanet Development Group, Inc.

99,473

 

718

*

Biomimetic Therapeutics, Inc.

64,418

 

712

*

Medtox Scientific, Inc.

57,254

 

707

*

Caraco Pharmaceutical Laboratories, Ltd.

56,300

 

704

*

Theragenics Corp.

225,027

 

702

*

Novavax, Inc.

240,916

 

699

*

Novamed, Inc.

147,212

 

698

*

Five Star Quality Care, Inc.

185,194

 

694

*

BioScrip Inc.

232,428

 

693

*,^

Metabolix Inc.

63,475

 

691

*,^

Repros Therapeutics, Inc.

96,499

 

686

*,^

Clarient, Inc.

392,032

 

686

*

MedAssets, Inc.

38,840

 

668

*

Insulet Corp.

47,984

 

668

*

Osteotech, Inc.

155,219

 

661

*

America Service Group Inc.

68,352

 

651

*

Vascular Solutions, Inc.

86,337

 

647

*

RadNet, Inc.

160,705

 

644

 

 

 

 

*

AtriCure, Inc.

64,202

 

643

*

ArQule, Inc.

197,912

 

637

*,^

BioCryst Pharmaceuticals, Inc.

199,343

 

626

*

Nighthawk Radiology Holdings, Inc.

83,839

 

605

*

ThermoGenesis Corp.

481,455

 

602

*

PDI, Inc.

75,218

 

597

*

Exactech, Inc.

26,624

 

592

*

Anika Resh Inc.

81,043

 

586

*

Alexza Pharmaceuticals, Inc.

118,551

 

586

*

Acadia Pharmaceuticals Inc.

217,085

 

582

*

Clinical Data, Inc.

36,149

 

581

*

TomoTherapy, Inc.

126,500

 

579

*

Caliper Life Sciences, Inc.

204,907

 

574

*

Hi-Tech Pharmacal Co., Inc.

58,045

 

570

*

Anadys Pharmaceuticals Inc.

214,189

 

568

*

Rochester Medical Corp.

42,755

 

567

*

Senomyx, Inc.

124,334

 

563

*

Capital Senior Living Corp.

73,813

 

561

*

American Dental Partners, Inc.

47,339

 

554

*

Providence Service Corp.

55,806

 

547

*

Neurocrine Biosciences, Inc.

116,458

 

546

*,^

Opko Health, Inc.

306,590

 

537

*

Dialysis Corp. of America

66,002

 

518

*

Pharmacyclics, Inc.

253,074

 

511

*

Cutera, Inc.

45,941

 

487

*

Cantel Medical Corp.

50,650

 

487

*

Penwest Pharmaceuticals Co.

233,656

 

481

 

LCA-Vision Inc.

103,594

 

481

*

StemCells, Inc.

466,378

 

480

*,^

Insmed Inc.

940,341

 

470

*

Mediware Information Systems, Inc.

81,582

 

450

*

NMT Medical, Inc.

141,599

 

442

*

Orexigen Therapeutics Inc.

40,914

 

441

*,^

Peregrine Pharmaceuticals, Inc.

1,308,631

 

433

 

Young Innovations, Inc.

21,351

 

431

*

SciClone Pharmaceuticals, Inc.

377,706

 

427

*

BioSphere Medical Inc.

120,616

 

422

*

Bioanalytical Systems, Inc.

86,496

 

417

*

Bovie Medical Corp.

58,260

 

399

*,^

Oscient Pharmaceuticals Corp.

362,089

 

398

*

Endologix, Inc.

195,978

 

398

*

Metabasis Therapeutics, Inc.

348,111

 

393

^

Cytrx Corp.

767,613

 

391

*,^

Arrowhead Research Corp.

376,041

 

391

*

Health Grades, Inc

135,627

 

385

*

Cynosure Inc.

21,100

 

379

*

Lexicon Pharmaceuticals Inc.

211,768

 

377

*

Obagi Medical Products, Inc.

37,655

 

376

*

Emisphere Technologies, Inc.

189,650

 

376

*,^

Introgen Therapeutics, Inc.

548,588

 

373

*,^

AVANT Immunotherapeutics, Inc.

31,753

 

369

*

Orchid Cellmark, Inc.

124,435

 

367

*

Animal Health International, Inc.

44,495

 

367

*

Iridex Corp.

105,868

 

362

*,^

Hythiam Inc.

279,581

 

361

 

 


 

 

 

*

HealthTronics Surgical Services, Inc.

123,464

 

361

*

Sonic Innovations, Inc.

141,841

 

360

*

Exact Sciences Corp.

395,218

 

360

*

National Dentex Corp.

57,327

 

350

*

NxStage Medical, Inc.

82,567

 

348

*,^

BioLase Technology, Inc.

182,802

 

345

*,^

Antigenics, Inc.

214,043

 

338

*,^

Minrad International, Inc.

304,107

 

335

 

National Research Corp.

10,904

 

334

*

Allied Healthcare International Inc.

175,832

 

334

*

Cadence Pharmaceuticals, Inc.

36,700

 

326

*

Oxigene, Inc.

290,403

 

322

*

Emageon Inc.

146,746

 

318

*

Santarus Inc.

155,996

 

317

*,^

Micromet, Inc.

69,611

 

308

*

CuraGen Corp.

385,203

 

308

*

AVI BioPharma, Inc.

251,647

 

304

*

Orthologic Corp.

342,753

 

302

*

Corcept Therapeutics Inc.

232,993

 

301

*,^

Synergetics USA, Inc.

147,524

 

297

*

SRI/Surgical Express, Inc.

91,061

 

296

 

Atrion Corp.

2,860

 

295

*

Heska Corp.

447,038

 

291

*,^

Epicept Corp.

314,767

 

290

*

Home Diagnostics Inc.

29,900

 

289

*

RXi Pharmaceuticals Corp.

35,461

 

289

*

LeMaitre Vascular Inc.

95,442

 

286

*,^

Alfacell Corp.

420,076

 

286

*

Avanir Pharmaceuticals Class A

490,723

 

285

*

PhotoMedex, Inc.

668,212

 

281

*

Digirad Corp.

231,278

 

268

*

SenoRx, Inc.

53,041

 

262

*,^

Synta Pharmaceuticals Corp.

34,239

 

261

*

Pharmacopeia Drug Discovery Inc.

174,392

 

260

*

Urologix, Inc.

212,418

 

259

*,^

Ardea Biosciences, Inc.

18,445

 

255

*,^

Hollis-Eden Pharmaceuticals, Inc.

206,128

 

249

*,^

Bionovo Inc.

284,855

 

248

*,^

Cell Genesys, Inc.

413,584

 

244

*

IPC The Hospitalist Co.

8,900

 

229

*

Spectrum Pharmaceuticals Inc.

160,860

 

227

*

The Quigley Corp.

43,997

 

225

*

Ista Pharmaceuticals Inc.

140,179

 

223

*

La Jolla Pharmaceutical Co.

193,468

 

217

*,^

Aastrom Biosciences, Inc.

838,008

 

209

*,^

MiddleBrook Pharmaceuticals Inc.

133,316

 

200

*

Chelsea Therapeutics International, Ltd.

59,419

 

193

*

Combinatorx, Inc.

59,722

 

193

*

Candela Corp.

78,168

 

192

*

Cytori Therapeutics, Inc.

36,216

 

191

*

Vical, Inc.

86,572

 

190

*

Transcend Services, Inc.

18,030

 

189

*

Escalon Medical Corp.

91,117

 

183

 

 


 

 

 

*

Continucare Corp.

68,148

 

182

*

Dynavax Technologies Corp.

123,192

 

179

*

Alphatec Holdings, Inc.

38,024

 

175

 

Trimeris, Inc.

44,500

 

174

*

DUSA Pharmaceuticals, Inc.

149,400

 

172

*,^

Genelabs Technologies, Inc.

395,506

 

170

*

Medical Staffing Network Holdings, Inc.

99,988

 

165

*,^

GTC Biotherapeutics, Inc.

455,051

 

160

*

Cortex Pharmaceuticals, Inc.

202,102

 

160

*

Affymax Inc.

8,000

 

159

*

AP Pharma, Inc.

209,307

 

157

*

Sunlink Health Systems, Inc.

59,100

 

156

*,^

Jazz Pharmaceuticals Inc.

30,406

 

150

*

Trans1, Inc.

15,037

 

149

*

Sucampo Pharmaceuticals Inc.

17,127

 

146

 

Merge Healthcare Inc.

143,252

 

145

*

Icagen, Inc.

130,110

 

129

*,^

BioSante Pharmaceuticals, Inc.

25,632

 

125

*

Nuvelo, Inc.

279,886

 

123

*

EntreMed, Inc.

330,654

 

122

*

Memory Pharmaceuticals Corp.

607,078

 

121

*

Inhibitex Inc.

326,688

 

121

*

CPEX Pharmaceuticals, Inc.

6,397

 

120

*

Cyclacel Pharmaceuticals Inc.

105,191

 

116

*,^

Insite Vision, Inc.

240,685

 

113

*

CardioDynamics International Corp.

77,676

 

113

*

SCOLR Pharma Inc.

127,266

 

102

*,^

Vanda Parmaceuticals, Inc.

103,075

 

101

*,^

Accentia Biopharmaceuticals Inc.

181,792

 

100

*

Titan Pharmaceuticals, Inc.

451,110

 

97

*

Encorium Group, Inc.

300,015

 

96

*,^

Nanogen, Inc.

349,227

 

94

*,^

Nutrition 21 Inc.

360,490

 

94

*,^

AtheroGenics, Inc.

257,560

 

90

*

NexMed, Inc.

749,203

 

90

*

Pharmasset, Inc.

4,500

 

90

*

Infinity Pharmaceuticals, Inc.

11,533

 

89

*

Panacos Pharmaceuticals Inc.

295,367

 

89

*

SuperGen, Inc.

62,099

 

88

*

Acusphere, Inc.

235,221

 

82

*,^

Targeted Genetics Corp.

195,595

 

82

*,^

Pure Bioscience

24,990

 

78

*

Hemispherx Biopharma, Inc.

212,892

 

77

*

Northstar Neuroscience, Inc.

40,520

 

63

*

United American Healthcare Corp.

30,666

 

60

 

Utah Medical Products, Inc.

2,100

 

58

*

Electro-Optical Sciences, Inc.

10,934

 

57

*,^

Northfield Laboratories, Inc.

199,956

 

56

*

Retractable Technologies, Inc.

39,406

 

55

*

Immtech Pharmaceuticals Inc.

91,399

 

55

*

ADVENTRX Pharmaceuticals, Inc.

287,844

 

55

*

Lipid Sciences, Inc.

389,300

 

55

*,^

Hana Biosciences, Inc.

86,495

 

52

 

 


 

 

 

*

Metropolitan Health Networks Inc.

27,158

 

52

*,^

Fonar Corp.

43,715

 

52

*

Trubion Pharmaceuticals, Inc.

15,378

 

51

*,^

Arcadia Resources, Inc.

229,920

 

51

*

Interleukin Genetics, Inc.

56,701

 

50

*

TorreyPines Therapeutics Inc.

102,353

 

50

*

Threshold Pharmaceuticals, Inc.

38,209

 

50

*

NeoPharm, Inc.

212,114

 

47

*,^

Neurometrix Inc.

46,728

 

44

*

EPIX Pharmaceuticals Inc.

42,030

 

43

*

Targacept, Inc.

7,322

 

43

*

Neurobiological Technolgoies, Inc.

61,965

 

38

*

Hooper Holmes, Inc.

29,388

 

38

*

CardioTech International, Inc.

86,454

 

38

*,^

MDRNA Inc.

87,001

 

34

*

Genaera Corp.

66,870

 

33

*

OncoGenex Pharmaceutical Inc.

9,163

 

33

*

ULURU Inc.

28,716

 

29

*

Zila Inc.

21,075

 

26

*

Somaxon Pharmaceuticals, Inc.

7,409

 

23

*

Critical Therapeutics, Inc.

117,479

 

22

*,^

Neurogen Corp.

85,177

 

20

*

Neose Technologies, Inc.

51,814

 

17

*

Palatin Technologies, Inc.

118,190

 

17

*

Inovio Biomedical Corp.

26,355

 

16

*

Cytomedix, Inc.

21,700

 

15

*

Sunesis Pharmaceuticals, Inc.

15,915

 

15

*

IVAX Diagnostics, Inc.

27,208

 

14

*

Ore Pharmaceuticals, Inc.

11,059

 

9

*

Telik, Inc.

11,894

 

8

*,^

Cell Therapeutics, Inc.

10,725

 

8

*

Biodel Inc.

1,800

 

6

*

North American Scientific, Inc.

15,873

 

5

*

Biopure Corp.

15,104

 

3

*

Synvista Therapuetics Inc.

522

 

1

*

NitroMed, Inc.

1,040

 

 

1,628,300

Industrials (15.6%)

*

First Solar, Inc.

203,859

 

38,511

*

McDermott International, Inc.

1,139,226

 

29,107

*

Foster Wheeler Ltd.

725,529

 

26,199

 

The Dun & Bradstreet Corp.

276,988

 

26,137

 

Roper Industries Inc.

449,639

 

25,611

 

Flowserve Corp.

288,366

 

25,598

*

Stericycle, Inc.

430,560

 

25,364

 

Joy Global Inc.

541,471

 

24,442

*

Quanta Services, Inc.

876,546

 

23,676

 

Republic Services, Inc. Class A

778,345

 

23,335

*

Iron Mountain, Inc.

900,226

 

21,975

 

Ametek, Inc.

536,174

 

21,860

 

SPX Corp.

270,917

 

20,861

*

Kansas City Southern

456,356

 

20,244

*

AGCO Corp.

460,756

 

19,633

 

 


 

 

 

*

FTI Consulting, Inc.

254,585

 

18,391

 

Manpower Inc.

400,396

 

17,281

 

Pentair, Inc.

497,787

 

17,208

*

Navistar International Corp.

313,660

 

16,994

 

Bucyrus International, Inc.

376,758

 

16,834

 

DRS Technologies, Inc.

209,234

 

16,059

 

Harsco Corp.

424,051

 

15,770

 

Donaldson Co., Inc.

375,982

 

15,757

*

Corrections Corp. of America

630,456

 

15,667

*

Alliant Techsystems, Inc.

166,002

 

15,594

*

URS Corp.

424,788

 

15,577

*,^

SunPower Corp. Class A

204,468

 

14,503

*

Covanta Holding Corp.

605,607

 

14,498

 

J.B. Hunt Transport Services, Inc.

422,468

 

14,098

 

Lincoln Electric Holdings, Inc.

215,646

 

13,868

 

The Brink's Co.

225,008

 

13,730

*

Energy Conversion Devices, Inc.

229,342

 

13,359

 

KBR Inc.

854,586

 

13,050

 

IDEX Corp.

416,490

 

12,920

*

Shaw Group, Inc.

419,282

 

12,885

*

Copart, Inc.

336,579

 

12,790

 

The Timken Co.

442,352

 

12,541

 

Wabtec Corp.

243,745

 

12,487

*

Waste Connections, Inc.

348,961

 

11,969

 

Landstar System, Inc.

267,118

 

11,769

*

AMR Corp.

1,169,765

 

11,487

*

Owens Corning Inc.

476,344

 

11,389

 

Graco, Inc.

304,719

 

10,851

 

Watson Wyatt & Co. Holdings

217,169

 

10,800

*

Northwest Airlines Corp.

1,190,140

 

10,747

*

Delta Air Lines Inc.

1,429,199

 

10,648

 

Trinity Industries, Inc.

411,856

 

10,597

 

MSC Industrial Direct Co., Inc. Class A

229,772

 

10,586

 

Kennametal, Inc.

386,658

 

10,486

*,^

USG Corp.

408,306

 

10,453

*

Thomas & Betts Corp.

267,050

 

10,434

*

Kirby Corp.

272,595

 

10,342

*

Teledyne Technologies, Inc.

180,367

 

10,310

 

Curtiss-Wright Corp.

226,060

 

10,274

 

Con-way, Inc.

230,328

 

10,160

 

Woodward Governor Co.

283,745

 

10,008

 

Hubbell Inc. Class B

283,480

 

9,936

 

GATX Corp.

246,966

 

9,772

 

CLARCOR Inc.

256,782

 

9,745

 

Brady Corp. Class A

272,243

 

9,605

*

General Cable Corp.

266,382

 

9,491

*

Gardner Denver Inc.

267,029

 

9,271

 

Carlisle Co., Inc.

308,898

 

9,258

*

Moog Inc.

215,878

 

9,257

*

Continental Airlines, Inc. Class B

554,775

 

9,254

 

Alexander & Baldwin, Inc.

209,278

 

9,215

*

GrafTech International Ltd.

603,769

 

9,123

*

EMCOR Group, Inc.

332,020

 

8,739

 

 


 

 

 

 

Acuity Brands, Inc.

206,864

 

8,639

 

Lennox International Inc.

258,808

 

8,611

 

Nordson Corp.

171,589

 

8,427

 

IKON Office Solutions, Inc.

478,423

 

8,138

*

Aecom Technology Corp.

327,331

 

8,000

*

BE Aerospace, Inc.

504,032

 

7,979

 

The Toro Co.

183,102

 

7,562

*

Spirit Aerosystems Holdings Inc.

468,518

 

7,529

 

Crane Co.

248,307

 

7,377

 

Valmont Industries, Inc.

89,027

 

7,362

*

Hub Group, Inc.

191,531

 

7,211

*

Tetra Tech, Inc.

299,524

 

7,207

 

Actuant Corp.

284,328

 

7,176

*

Orbital Sciences Corp.

297,786

 

7,138

 

Belden Inc.

220,560

 

7,016

 

Regal-Beloit Corp.

163,778

 

6,964

 

Herman Miller, Inc.

284,185

 

6,954

*

WESCO International, Inc.

214,672

 

6,908

 

Baldor Electric Co.

235,928

 

6,797

*

Clean Harbors Inc.

99,728

 

6,737

*

Hexcel Corp.

487,366

 

6,672

*

Genesee & Wyoming Inc. Class A

171,009

 

6,416

*

ESCO Technologies Inc.

132,224

 

6,369

 

Watsco, Inc.

126,520

 

6,361

 

Kaydon Corp.

140,692

 

6,340

*

Esterline Technologies Corp.

150,381

 

5,954

 

Granite Construction Co.

163,699

 

5,864

^

HNI Corp.

226,525

 

5,740

*

United Stationers, Inc.

119,640

 

5,722

 

Mine Safety Appliances Co.

149,369

 

5,694

*

Huron Consulting Group Inc.

97,927

 

5,580

*

Hertz Global Holdings Inc.

735,606

 

5,569

 

Robbins & Myers, Inc.

175,933

 

5,442

 

The Corporate Executive Board Co.

173,641

 

5,426

*

TransDigm Group, Inc.

157,474

 

5,390

*

Geo Group Inc.

259,529

 

5,245

*

Resources Connection, Inc.

231,610

 

5,218

 

Simpson Manufacturing Co.

190,420

 

5,158

*,^

American Superconductor Corp.

214,026

 

5,045

 

Oshkosh Truck Corp.

379,358

 

4,992

 

Knight Transportation, Inc.

292,023

 

4,956

 

ABM Industries Inc.

226,660

 

4,950

 

Applied Industrial Technology, Inc.

183,423

 

4,940

*

Ceradyne, Inc.

134,122

 

4,917

*

MPS Group, Inc.

480,455

 

4,843

*

II-VI, Inc.

124,090

 

4,797

 

Werner Enterprises, Inc.

217,925

 

4,731

 

Otter Tail Corp.

152,957

 

4,700

*,^

The Middleby Corp.

86,546

 

4,700

 

Skywest, Inc.

293,247

 

4,686

*

Navigant Consulting, Inc.

232,465

 

4,624

*,^

JetBlue Airways Corp.

931,014

 

4,609

 

Barnes Group, Inc.

224,720

 

4,544

 

 


 

 

 

 

UAL Corp.

515,856

 

4,534

*,^

CoStar Group, Inc.

99,412

 

4,512

 

Heartland Express, Inc.

288,729

 

4,481

^

Lindsay Manufacturing Co.

60,871

 

4,428

 

Mueller Industries Inc.

189,185

 

4,353

 

Arkansas Best Corp.

128,507

 

4,329

 

A.O. Smith Corp.

110,359

 

4,325

 

Franklin Electric, Inc.

96,692

 

4,308

*

Korn/Ferry International

236,591

 

4,216

 

Briggs & Stratton Corp.

254,552

 

4,119

*

United Rentals, Inc.

267,338

 

4,074

 

Watts Water Technologies, Inc.

148,789

 

4,069

 

Rollins, Inc.

213,922

 

4,060

*

Old Dominion Freight Line, Inc.

142,613

 

4,042

*

Chart Industries, Inc.

141,212

 

4,033

 

Healthcare Services Group, Inc.

219,512

 

4,015

 

Forward Air Corp.

146,874

 

3,999

 

Genco Shipping and Trading Ltd.

119,152

 

3,961

 

Triumph Group, Inc.

84,201

 

3,849

*

EnPro Industries, Inc.

103,393

 

3,842

*

Alaska Air Group, Inc.

185,571

 

3,784

 

Deluxe Corp.

262,551

 

3,778

*

RBC Bearings Inc.

111,294

 

3,749

 

CIRCOR International, Inc.

85,907

 

3,731

 

Knoll, Inc.

245,284

 

3,709

*

Sykes Enterprises, Inc.

168,401

 

3,698

 

Kaman Corp. Class A

129,546

 

3,689

 

Albany International Corp.

134,791

 

3,684

*

TrueBlue, Inc.

223,168

 

3,606

*

Perini Corp.

138,469

 

3,571

 

Steelcase Inc.

330,585

 

3,554

*

Beacon Roofing Supply, Inc.

225,841

 

3,528

*

EnerSys

178,669

 

3,522

 

Badger Meter, Inc.

74,311

 

3,489

*,^

YRC Worldwide, Inc.

290,972

 

3,480

 

McGrath RentCorp

120,693

 

3,478

*,^

Evergreen Solar, Inc.

619,184

 

3,418

*

Mobile Mini, Inc.

176,711

 

3,416

 

Ameron International Corp.

47,255

 

3,386

 

Federal Signal Corp.

245,018

 

3,357

 

Eagle Bulk Shipping Inc.

238,472

 

3,324

 

Titan International, Inc.

155,748

 

3,321

*

AAR Corp.

197,355

 

3,274

 

Mueller Water Products, Inc.

503,005

 

3,270

 

Interface, Inc.

286,614

 

3,259

 

G & K Services, Inc. Class A

97,889

 

3,235

 

Tennant Co.

94,254

 

3,229

 

Raven Industries, Inc.

80,983

 

3,187

 

Administaff, Inc.

117,065

 

3,187

*

NCI Building Systems, Inc.

100,225

 

3,182

*

American Reprographics Co.

183,569

 

3,167

 

Universal Forest Products, Inc.

90,343

 

3,154

*

Layne Christensen Co.

87,391

 

3,096

 

 


 

 

 

*

Astec Industries, Inc.

100,055

 

3,085

*

Mastec Inc.

228,860

 

3,042

 

Viad Corp.

105,552

 

3,039

*

US Airways Group Inc.

503,571

 

3,037

*

Team, Inc.

83,916

 

3,031

 

Macquarie Infrastructure Co. LLC

228,962

 

3,025

*

Avis Budget Group, Inc.

515,493

 

2,959

 

Pacer International, Inc.

176,674

 

2,910

 

Quanex Building Products Corp.

190,307

 

2,900

 

Armstrong Worldwide Industries, Inc.

99,020

 

2,862

 

NACCO Industries, Inc. Class A

29,780

 

2,815

 

Gorman-Rupp Co.

73,641

 

2,778

*

Atlas Air Worldwide Holdings, Inc.

68,665

 

2,768

 

Comfort Systems USA, Inc.

205,259

 

2,742

*

American Commercial Lines Inc.

257,300

 

2,738

 

American Science & Engineering, Inc.

45,303

 

2,706

 

Gibraltar Industries Inc.

144,308

 

2,700

*

School Specialty, Inc.

85,987

 

2,682

*

Axsys Technologies, Inc.

45,491

 

2,681

*

The Advisory Board Co.

88,278

 

2,662

*

CBIZ Inc.

314,004

 

2,656

*

Rush Enterprises, Inc. Class A

205,746

 

2,634

*

Dycom Industries, Inc.

201,116

 

2,619

 

Heidrick & Struggles International, Inc.

86,646

 

2,612

*

M&F Worldwide Corp.

64,482

 

2,579

*

AZZ Inc.

60,568

 

2,506

*,^

Taser International Inc.

348,200

 

2,490

*

Exponent, Inc.

74,018

 

2,449

*

Interline Brands, Inc.

148,737

 

2,411

 

Seaboard Corp.

1,912

 

2,403

 

Cascade Corp.

54,490

 

2,387

 

Tredegar Corp.

133,118

 

2,368

^

HEICO Corp.

70,874

 

2,326

*

Columbus McKinnon Corp.

97,385

 

2,295

 

American Ecology Corp.

82,743

 

2,289

 

Kelly Services, Inc. Class A

119,101

 

2,269

 

Apogee Enterprises, Inc.

146,844

 

2,207

*

Blount International, Inc.

197,478

 

2,198

*

Hawaiian Holdings, Inc.

233,900

 

2,171

*

Insituform Technologies Inc. Class A

144,754

 

2,166

 

Freightcar America Inc.

73,303

 

2,146

*

DynCorp International Inc. Class A

126,236

 

2,116

*

Cenveo Inc.

274,614

 

2,112

*,^

FuelCell Energy, Inc.

349,480

 

2,107

*

Acco Brands Corp.

274,749

 

2,072

*

Northwest Pipe Co.

46,807

 

2,042

 

Cubic Corp.

82,645

 

2,032

*

GeoEye Inc.

91,331

 

2,021

*

Michael Baker Corp.

57,998

 

2,018

*

Innerworkings, Inc.

181,488

 

2,013

*

Griffon Corp.

221,490

 

1,998

*

Kadant Inc.

87,169

 

1,985

*

GenCorp, Inc.

291,207

 

1,963

 

 


 

 

 

*

Kforce Inc.

190,928

 

1,949

 

Bowne & Co., Inc.

167,434

 

1,934

 

Standex International Corp.

68,585

 

1,903

 

Kimball International, Inc. Class B

171,850

 

1,856

 

Ennis, Inc.

117,641

 

1,819

*

Tecumseh Products Co. Class A

72,535

 

1,816

*

Republic Airways Holdings Inc.

174,659

 

1,780

 

Sun Hydraulics Corp.

68,091

 

1,773

 

Sauer-Danfoss, Inc.

70,848

 

1,749

*

Furmanite Corp.

167,994

 

1,749

*

Amerco, Inc.

41,661

 

1,747

*

Gehl Co.

59,155

 

1,741

*

John Bean Technologies Corp.

136,530

 

1,728

*

Consolidated Graphics, Inc.

56,808

 

1,723

 

CDI Corp.

75,873

 

1,694

*

Argon ST, Inc.

71,407

 

1,677

 

Encore Wire Corp.

92,449

 

1,674

*,^

3D Systems Corp.

116,628

 

1,662

*

On Assignment, Inc.

209,352

 

1,650

*

CRA International Inc.

59,227

 

1,628

*

Casella Waste Systems, Inc.

136,438

 

1,602

 

AAON, Inc.

87,970

 

1,600

 

Wabash National Corp.

169,320

 

1,600

*

Herley Industries Inc.

93,009

 

1,590

 

Horizon Lines Inc.

159,965

 

1,579

*

Aerovironment Inc.

48,526

 

1,550

*

Dynamex Inc.

53,840

 

1,532

 

EnergySolutions

152,828

 

1,528

*

Ladish Co., Inc.

74,276

 

1,504

^

American Woodmark Corp.

66,381

 

1,490

*

Duff & Phelps Corp.

70,500

 

1,483

*

L.B. Foster Co. Class A

48,331

 

1,470

 

Dynamic Materials Corp.

62,969

 

1,462

*

Spherion Corp.

298,954

 

1,456

*

Standard Parking Corp.

64,688

 

1,437

*

PRG-Schultz International, Inc.

156,830

 

1,405

*

Cornell Cos., Inc.

51,263

 

1,393

*

Polypore International Inc.

64,098

 

1,379

 

TAL International Group, Inc.

66,143

 

1,377

*,^

Trex Co., Inc.

75,525

 

1,368

*

Orion Marine Group, Inc.

129,079

 

1,354

*,^

AirTran Holdings, Inc.

548,361

 

1,333

 

The Greenbrier Cos., Inc.

67,809

 

1,323

 

Xerium Technologies Inc.

205,275

 

1,322

*,^

Odyssey Marine Exploration, Inc.

291,112

 

1,322

*,^

Valence Technology Inc.

381,663

 

1,317

 

Vicor Corp.

145,651

 

1,293

 

Graham Corp.

23,880

 

1,292

*,^

Fuel-Tech N.V.

70,507

 

1,275

*

Integrated Electrical Services, Inc.

71,604

 

1,257

 

Ampco-Pittsburgh Corp.

47,813

 

1,238

*

Pike Electric Corp.

83,585

 

1,231

*

Celadon Group Inc.

106,577

 

1,222

 

 


 

 

 

 

Ducommun, Inc.

50,704

 

1,211

*

Lydall, Inc.

125,137

 

1,205

*

Powell Industries, Inc.

29,316

 

1,196

*

USA Truck, Inc.

75,002

 

1,196

 

Met-Pro Corp.

80,626

 

1,176

*

Universal Truckload Services, Inc.

47,823

 

1,165

 

HEICO Corp. Class A

41,440

 

1,163

 

The Standard Register Co.

116,775

 

1,150

*

Astronics Corp.

49,301

 

1,112

*,^

C & D Technologies, Inc.

195,025

 

1,108

 

Multi-Color Corp.

45,796

 

1,094

*

Magnatek, Inc.

269,696

 

1,092

*

K-Tron International, Inc

8,412

 

1,084

*,^

Ener1, Inc.

136,050

 

1,063

*

Marten Transport, Ltd.

52,200

 

1,018

*,^

Beacon Power Corp.

700,639

 

1,016

*

Park-Ohio Holdings Corp.

55,047

 

985

*

Allegiant Travel Co.

27,616

 

975

*,^

Capstone Turbine Corp.

739,980

 

955

*

LMI Aerospace, Inc.

47,061

 

946

*,^

Hurco Cos., Inc.

31,971

 

945

 

Houston Wire & Cable Co.

54,769

 

940

*

Volt Information Sciences Inc.

102,699

 

922

*

PMFG Inc.

63,184

 

916

*

LECG Corp.

111,735

 

902

 

Aceto Corp.

91,789

 

880

 

NN, Inc.

67,926

 

873

*

Sterling Construction Co., Inc.

53,597

 

868

*

Hudson Highland Group, Inc.

122,933

 

854

*

United Capital Corp.

31,865

 

844

*

COMSYS IT Partners Inc.

85,870

 

835

*

PeopleSupport Inc.

70,725

 

827

*,^

Microvision, Inc.

418,607

 

812

*

UQM Technologies, Inc.

284,918

 

812

 

Insteel Industries, Inc.

57,018

 

775

*,^

Power-One, Inc.

531,426

 

771

*

Hill International Inc.

55,530

 

769

*

Altra Holdings Inc.

51,323

 

758

 

LSI Industries Inc.

91,445

 

756

*

Saia, Inc.

56,798

 

754

*

A.T. Cross Co. Class A

111,645

 

751

*,^

Flanders Corp.

118,593

 

747

^

Mueller Water Products, Inc. Class A

82,600

 

742

*,^

SatCon Technology Corp.

413,131

 

740

*

APAC Teleservices, Inc.

341,432

 

734

*

Commercial Vehicle Group Inc.

102,428

 

728

 

Schawk, Inc.

48,096

 

727

*

DXP Enterprises Inc

13,280

 

708

*

Willis Lease Finance Corp.

63,320

 

707

*

Flow International Corp.

137,701

 

700

 

Preformed Line Products Co.

11,933

 

696

*

CPI Aerostructures, Inc.

88,065

 

687

 

Lawson Products, Inc.

24,841

 

687

 

 


 

 

 

 

Courier Corp.

33,101

 

674

*

P.A.M. Transportation Services, Inc.

60,565

 

663

*

Energy Recovery Inc.

67,200

 

644

*

RSC Holdings Inc.

56,300

 

640

 

L.S. Starrett Co. Class A

34,332

 

633

 

Applied Signal Technology, Inc.

35,393

 

615

*

La Barge, Inc.

40,841

 

615

*

H&E Equipment Services, Inc.

63,508

 

613

*

GP Strategies Corp.

78,560

 

597

*

Intersections Inc.

73,428

 

597

^

Bluelinx Holdings Inc.

112,164

 

593

 

Hardinge, Inc.

46,463

 

590

*

Kratos Defense & Security Inc.

298,683

 

588

*

Stanley Inc.

15,439

 

570

 

Innovative Solutions and Support, Inc.

103,249

 

564

*,^

Ocean Power Technologies, Inc.

67,376

 

563

 

Virco Manufacturing Corp.

163,962

 

562

*

Ultralife Corp.

71,698

 

556

*

BTU International, Inc.

62,148

 

547

*,^

AMREP Corp.

12,689

 

538

*,^

Coleman Cable Inc.

53,472

 

536

*,^

The Allied Defense Group, Inc.

84,035

 

516

 

Great Lakes Dredge & Dock Co.

80,675

 

509

 

American Railcar Industries, Inc.

31,629

 

507

*,^

Builders FirstSource, Inc.

84,318

 

505

*

Patriot Transportation Holding, Inc.

6,178

 

488

*,^

EnerNOC Inc.

46,920

 

485

 

Diamond Management and Technology Consultants,Inc.

102,915

 

483

*

Ceco Environmental Corp.

119,158

 

472

*

CAI International Inc.

42,650

 

472

 

Omega Flex Inc.

20,504

 

462

*

GT Solar International Inc.

42,200

 

458

*

Miller Industries, Inc.

61,300

 

454

 

Barrett Business Services, Inc.

34,900

 

453

*

PowerSecure International, Inc.

74,700

 

453

*

Baldwin Technology Class A

172,153

 

441

*,^

Metalico, Inc.

73,883

 

436

*

TriMas Corp.

65,607

 

430

 

Todd Shipyards Corp.

31,317

 

423

*

Perma-Fix Environmental Services, Inc.

193,197

 

402

*

Plug Power, Inc.

405,335

 

401

*,^

Advanced Battery Technologies Inc.

121,736

 

393

*

ICF International, Inc.

19,400

 

383

*

Allied Motion Technologies, Inc.

71,614

 

373

 

Quixote Corp.

45,354

 

372

 

Twin Disc, Inc.

26,592

 

366

*

Pinnacle Airlines Corp.

91,700

 

365

*

Titan Machinery, Inc.

16,825

 

350

 

Supreme Industries, Inc. Class A

113,760

 

347

*

Nashua Corp.

42,021

 

337

*

Force Protection, Inc.

125,664

 

337

*

WCA Waste Corp.

70,553

 

331

 

Alamo Group, Inc.

17,937

 

306

 

 


 

 

 

*

ICT Group, Inc.

36,852

 

297

*,^

Hoku Scientific, Inc.

50,500

 

296

*

Sifco Industries, Inc.

36,750

 

294

*

U.S. Home Systems, Inc.

88,063

 

291

*,^

Energy Focus Inc.

120,068

 

276

*,^

Spire Corp.

19,221

 

273

*,^

Daystar Technologies, Inc.

95,687

 

268

*

Tecumseh Products Co. Class B

11,900

 

267

 

VSE Corp.

7,900

 

266

 

Ecology and Environment, Inc.

27,106

 

266

*

Innotrac Corp.

67,627

 

262

*

Hudson Technology, Inc.

173,621

 

260

*,^

Applied Energetics, Inc.

302,745

 

257

*

Key Technology, Inc.

10,286

 

244

 

Providence and Worcester Railroad Co.

14,300

 

243

*

Accuride Corp.

150,210

 

240

*,^

Basin Water, Inc.

130,483

 

240

*

Quality Distribution Inc.

56,369

 

240

*

Air Transport Services Group Inc.

304,209

 

225

*

Dollar Thrifty Automotive Group, Inc.

112,617

 

217

*,^

Akeena Solar, Inc.

57,203

 

217

*

Peco II, Inc.

50,920

 

216

*

COMFORCE Corp.

129,816

 

214

*

Huttig Building Products, Inc.

97,839

 

204

*

International Shipholding Corp.

9,263

 

203

 

Frozen Food Express Industries, Inc.

36,616

 

198

*

First Advantage Corp. Class A

13,867

 

195

*

Thermadyne Holdings Corp.

10,604

 

177

*

TRC Cos., Inc.

56,211

 

175

*

Arotech Corp.

151,623

 

167

*

Gencor Industries, Inc.

18,785

 

152

*,^

Medis Technology Ltd.

79,450

 

143

 

Empire Resources Inc.

48,806

 

142

*

Competitive Technologies, Inc.

71,692

 

136

*

Spherix Inc.

197,035

 

134

 

Superior Uniform Group, Inc.

12,486

 

130

*

Active Power, Inc.

211,541

 

125

*

MFRI, Inc.

10,844

 

122

*

American Electric Technologies Inc.

36,928

 

119

*,^

Document Security Systems, Inc.

25,900

 

114

*

TVI Corp.

494,807

 

89

*

LGL Group

16,300

 

81

*

Argan Inc.

5,186

 

80

*

PGT, Inc.

25,701

 

78

*

Covenant Transport, Inc.

26,676

 

77

*

Rush Enterprises, Inc. Class B

5,550

 

70

 

The Eastern Co.

5,000

 

68

*

TurboChef Technologies, Inc.

9,989

 

61

 

Chase Corp.

4,700

 

59

*,^

Mesa Air Group Inc.

149,965

 

49

*

ExpressJet Holdings, Inc.

248,158

 

47

 

Sypris Solutions, Inc.

28,286

 

46

*

TeamStaff, Inc.

17,157

 

42

 

 


 

 

 

*,^

Ascent Solar Technologies, Inc.

6,155

 

37

 

Hubbell Inc. Class A

500

 

20

 

Building Materials Holding Corp.

11,458

 

5

*

BMC Industries, Inc.

126,104

 

*

Kaiser Ventures LLC Class A

36,800

 

 

1,840,534

Information Technology (14.5%)

 

Visa Inc.

2,271,393

 

139,441

*

Activision Blizzard, Inc.

2,983,348

 

46,033

*

FLIR Systems, Inc.

697,650

 

26,804

*

McAfee Inc.

759,220

 

25,783

*

Western Digital Corp.

1,110,912

 

23,685

*

Alliance Data Systems Corp.

338,630

 

21,462

*

LAM Research Corp.

630,139

 

19,843

*

SAIC, Inc.

935,115

 

18,917

*

Avnet, Inc.

757,993

 

18,669

*

NCR Corp.

833,707

 

18,383

 

Global Payments Inc.

401,186

 

17,997

*

Hewitt Associates, Inc.

491,424

 

17,907

*

ANSYS, Inc.

447,368

 

16,942

*

Mettler-Toledo International Inc.

172,559

 

16,911

*

Arrow Electronics, Inc.

611,642

 

16,037

*

Trimble Navigation Ltd.

606,983

 

15,697

*

Itron, Inc.

172,795

 

15,298

*

Synopsys, Inc.

726,099

 

14,486

*

Red Hat, Inc.

961,173

 

14,485

 

SunPower Corp. Class B

208,266

 

14,381

*

Foundry Networks, Inc.

742,074

 

13,513

 

Lender Processing Services, Inc.

427,100

 

13,035

*

Equinix, Inc.

187,007

 

12,989

*

ON Semiconductor Corp.

1,873,212

 

12,663

*

Ingram Micro, Inc. Class A

783,803

 

12,596

*,^

DST Systems, Inc.

223,153

 

12,494

*

Sybase, Inc.

403,533

 

12,356

*

CommScope, Inc.

353,190

 

12,234

 

FactSet Research Systems Inc.

214,165

 

11,190

 

Diebold, Inc.

333,491

 

11,042

 

Broadridge Financial Solutions LLC

710,192

 

10,930

*

Brocade Communications Systems, Inc.

1,877,112

 

10,925

*

MICROS Systems, Inc.

409,673

 

10,922

*

Parametric Technology Corp.

582,304

 

10,714

*

Nuance Communications, Inc.

872,099

 

10,631

 

Intersil Corp.

624,965

 

10,362

*

Microsemi Corp.

400,177

 

10,196

*,^

Cree, Inc.

446,506

 

10,171

*

Polycom, Inc.

434,202

 

10,043

*

F5 Networks, Inc.

407,808

 

9,535

*

Varian Semiconductor Equipment Associates, Inc.

368,947

 

9,268

*

Zebra Technologies Corp. Class A

331,058

 

9,220

*

Anixter International Inc.

151,462

 

9,013

*

Cadence Design Systems, Inc.

1,313,052

 

8,876

*

Metavante Technologies

453,686

 

8,738

 

National Instruments Corp.

287,548

 

8,641

 

 


 

 

 

*

Dolby Laboratories Inc.

240,496

 

8,463

*

Concur Technologies, Inc.

217,364

 

8,316

*

PMC Sierra Inc.

1,113,476

 

8,262

*

IAC/InterActiveCorp

460,687

 

7,970

 

Jack Henry & Associates Inc.

391,688

 

7,963

*

NeuStar, Inc. Class A

394,902

 

7,855

*

Atmel Corp.

2,269,954

 

7,695

*

CACI International, Inc.

153,290

 

7,680

*

Tech Data Corp.

256,161

 

7,646

*

Perot Systems Corp.

436,873

 

7,580

*

Silicon Laboratories Inc.

243,914

 

7,488

*

Atheros Communications, Inc.

301,972

 

7,120

*

International Rectifier Corp.

368,985

 

7,018

*

Gartner, Inc. Class A

308,283

 

6,992

*

Skyworks Solutions, Inc.

829,754

 

6,937

*

TIBCO Software Inc.

931,278

 

6,817

*

Integrated Device Technology Inc.

866,358

 

6,740

*

Solera Holdings, Inc.

231,437

 

6,647

*

Macrovision Solutions Corp.

423,247

 

6,510

 

Take-Two Interactive Software, Inc.

393,187

 

6,448

*

Blackboard Inc.

157,555

 

6,348

*

Vishay Intertechnology, Inc.

945,569

 

6,260

*

Ariba, Inc.

435,504

 

6,154

*

VMware Inc.

230,896

 

6,151

*

Digital River, Inc.

189,175

 

6,129

*

Comtech Telecommunications Corp.

123,509

 

6,082

*

ManTech International Corp.

101,204

 

6,000

*

Rambus Inc.

466,013

 

5,988

*

Informatica Corp.

450,158

 

5,848

*

Wright Express Corp.

197,526

 

5,839

 

Fair Isaac, Inc.

247,894

 

5,716

*

CyberSource Corp.

351,580

 

5,664

*

Fairchild Semiconductor International, Inc.

634,595

 

5,642

 

Plantronics, Inc.

249,168

 

5,611

 

ADTRAN Inc.

284,314

 

5,541

*,^

InterDigital, Inc.

229,209

 

5,512

*

Progress Software Corp.

211,666

 

5,501

*

Mentor Graphics Corp.

463,036

 

5,255

*

Synaptics Inc.

173,180

 

5,233

*

j2 Global Communications, Inc.

223,921

 

5,229

*

EchoStar Corp.

215,073

 

5,183

*

VeriFone Holdings, Inc.

312,990

 

5,177

*

Websense, Inc.

229,893

 

5,138

*

ADC Telecommunications, Inc.

599,364

 

5,065

*

Omniture, Inc.

275,112

 

5,051

*

SRA International, Inc.

216,771

 

4,906

*

L-1 Identity Solutions Inc.

320,056

 

4,890

*

Intermec, Inc.

247,646

 

4,864

*

Benchmark Electronics, Inc.

343,653

 

4,839

*

Arris Group Inc.

625,002

 

4,831

*

3Com Corp.

2,053,709

 

4,785

*

EarthLink, Inc.

559,635

 

4,757

*

ValueClick, Inc.

463,805

 

4,745

 

 


 

 

 

*

Avocent Corp.

228,253

 

4,670

*

Tekelec

332,223

 

4,648

*

Emulex Corp.

429,787

 

4,586

*

Rofin-Sinar Technologies Inc.

148,254

 

4,538

*

Quest Software, Inc.

354,774

 

4,502

*

Infinera Corp.

469,319

 

4,487

*

MKS Instruments, Inc.

223,581

 

4,451

*

FEI Co.

185,718

 

4,422

*

Semtech Corp.

315,202

 

4,400

 

Acxiom Corp.

346,931

 

4,351

*

FormFactor Inc.

248,715

 

4,333

 

Cognex Corp.

214,395

 

4,322

*

Lawson Software, Inc.

612,030

 

4,284

*

Plexus Corp.

206,331

 

4,271

*

Euronet Worldwide, Inc.

249,823

 

4,180

 

Blackbaud, Inc.

225,464

 

4,160

*

THQ Inc.

339,511

 

4,088

*

Harmonic, Inc.

479,370

 

4,051

*

Tessera Technologies, Inc.

246,555

 

4,029

*,^

Sonus Networks, Inc.

1,382,191

 

3,981

*

Cypress Semiconductor Corp.

761,663

 

3,976

*

Sapient Corp.

530,054

 

3,938

*

ScanSource, Inc.

134,254

 

3,865

*

Cymer, Inc.

151,859

 

3,847

 

United Online, Inc.

408,539

 

3,844

*

Cabot Microelectronics Corp.

119,670

 

3,839

*

TiVo Inc.

519,924

 

3,806

 

Quality Systems, Inc.

89,584

 

3,786

*,^

Avid Technology, Inc.

155,956

 

3,752

*

Checkpoint Systems, Inc.

199,287

 

3,751

 

MTS Systems Corp.

87,666

 

3,691

*

Amkor Technology, Inc.

567,362

 

3,614

*

Riverbed Technology, Inc.

287,403

 

3,598

*

DealerTrack Holdings Inc.

209,505

 

3,528

 

MAXIMUS, Inc.

95,270

 

3,510

 

Imation Corp.

154,943

 

3,505

*

TriQuint Semiconductor, Inc.

730,489

 

3,499

*

Electronics for Imaging, Inc.

248,597

 

3,463

*

Wind River Systems Inc.

345,290

 

3,453

*

RF Micro Devices, Inc.

1,177,773

 

3,439

*

The Ultimate Software Group, Inc.

125,478

 

3,388

*

Rogers Corp.

91,505

 

3,384

*

Interwoven Inc.

232,776

 

3,287

*

Littelfuse, Inc.

110,522

 

3,286

*

Power Integrations, Inc.

136,299

 

3,285

*,^

Palm, Inc.

545,930

 

3,259

*

ViaSat, Inc.

135,533

 

3,196

*

Advent Software, Inc.

89,811

 

3,164

*

CSG Systems International, Inc.

178,829

 

3,135

*

Insight Enterprises, Inc.

233,078

 

3,126

*

Sycamore Networks, Inc.

955,931

 

3,088

 

Technitrol, Inc.

208,687

 

3,086

 

Black Box Corp.

89,299

 

3,083

 

 


 

 

 

*

ACI Worldwide, Inc.

175,375

 

3,073

*

Diodes Inc.

161,259

 

2,975

*

OmniVision Technologies, Inc.

260,392

 

2,971

*

Sanmina-SCI Corp.

2,102,035

 

2,943

*,^

Data Domain, Inc.

129,486

 

2,884

*

Standard Microsystem Corp.

115,030

 

2,873

 

Daktronics, Inc.

172,219

 

2,869

*

ATMI, Inc.

159,299

 

2,864

*

Hittite Microwave Corp.

84,166

 

2,828

*

Entegris Inc.

582,750

 

2,820

*

Manhattan Associates, Inc.

125,647

 

2,807

*

Blue Coat Systems, Inc.

194,678

 

2,762

*

MicroStrategy Inc.

46,255

 

2,754

*

Brooks Automation, Inc.

324,030

 

2,709

*

NETGEAR, Inc.

179,924

 

2,699

*

SPSS, Inc.

91,393

 

2,683

*

Tyler Technologies, Inc.

175,382

 

2,661

*

Powerwave Technologies, Inc.

671,106

 

2,658

*

Commvault Systems, Inc.

218,226

 

2,630

*,^

Netlogic Microsystems Inc.

86,201

 

2,607

*,^

Bankrate, Inc.

66,986

 

2,606

 

AVX Corp.

253,166

 

2,580

 

CTS Corp.

198,242

 

2,534

*

DTS Inc.

90,835

 

2,528

 

Park Electrochemical Corp.

103,689

 

2,513

*

TeleTech Holdings, Inc.

200,370

 

2,493

*

Advanced Energy Industries, Inc.

180,253

 

2,466

*

MSC Software Corp.

230,311

 

2,464

*

Vocus, Inc.

72,374

 

2,458

*

Ixia

330,945

 

2,439

*

TNS Inc.

124,926

 

2,420

*

ModusLink Global Solutions, Inc.

251,094

 

2,413

*

Veeco Instruments, Inc.

162,714

 

2,410

*

Epicor Software Corp.

303,048

 

2,391

*

Integral Systems, Inc.

114,732

 

2,383

*

Forrester Research, Inc.

81,202

 

2,381

*

RealNetworks, Inc.

464,687

 

2,361

 

Micrel, Inc.

260,219

 

2,360

*

Art Technology Group, Inc.

667,158

 

2,348

*,^

Terremark Worldwide, Inc.

340,343

 

2,338

*

Cirrus Logic, Inc.

419,300

 

2,285

*,^

Stratasys, Inc.

129,808

 

2,268

^

Heartland Payment Systems, Inc.

88,582

 

2,264

*

Monolithic Power Systems

128,357

 

2,230

*

Electro Scientific Industries, Inc.

153,580

 

2,184

*

TTM Technologies, Inc.

216,995

 

2,153

*

Zoran Corp.

261,981

 

2,138

*

GSI Commerce, Inc.

137,599

 

2,130

*

Cogent Inc.

208,055

 

2,126

*

JDA Software Group, Inc.

137,654

 

2,094

*

Newport Corp.

193,247

 

2,083

*

Ciber, Inc.

296,442

 

2,072

*

EPIQ Systems, Inc.

150,907

 

2,052

 

 


 

 

 

*

Finisar Corp.

2,025,788

 

2,046

*

Adaptec, Inc.

612,762

 

2,010

*

Silicon Image, Inc.

374,113

 

1,998

*

Kenexa Corp.

126,435

 

1,996

*,^

Sigma Designs, Inc.

139,866

 

1,989

*,^

SAVVIS, Inc.

147,651

 

1,984

*

Brightpoint, Inc.

275,148

 

1,981

*

Applied Micro Circuits Corp.

330,356

 

1,976

*

EMS Technologies, Inc.

86,189

 

1,923

*

Taleo Corp. Class A

96,041

 

1,910

*,^

UTStarcom, Inc.

559,827

 

1,887

 

Cohu, Inc.

113,913

 

1,802

 

Methode Electronics, Inc. Class A

197,360

 

1,764

*

Vignette Corp.

163,940

 

1,761

*

FARO Technologies, Inc.

85,101

 

1,733

*

Symyx Technologies, Inc.

174,156

 

1,726

 

Marchex, Inc.

166,917

 

1,718

*

Photon Dynamics, Inc.

111,654

 

1,714

*,^

WebMD Health Corp. Class A

57,419

 

1,708

*

Radiant Systems, Inc.

194,348

 

1,689

*

SonicWALL, Inc.

318,576

 

1,669

*

Actel Corp.

132,576

 

1,655

*

Exar Corp.

215,071

 

1,647

 

Agilysys, Inc.

162,437

 

1,639

*,^

ParkerVision, Inc.

162,609

 

1,626

*,^

Echelon Corp.

163,480

 

1,615

 

InfoSpace, Inc.

148,292

 

1,609

*

iGATE Corp.

185,217

 

1,606

*

S1 Corp.

258,389

 

1,581

*

Hutchinson Technology, Inc.

136,233

 

1,578

*

Silicon Storage Technology, Inc.

483,450

 

1,576

*

Kulicke & Soffa Industries, Inc.

346,454

 

1,562

*

IXYS Corp.

169,837

 

1,544

 

Pegasystems Inc.

117,144

 

1,512

*

Supertex, Inc.

53,599

 

1,509

*

SI International Inc.

50,039

 

1,504

*

Keynote Systems Inc.

113,226

 

1,500

*

Secure Computing Corp.

272,830

 

1,495

*

Digimarc Corp.

94,408

 

1,471

*

VASCO Data Security International, Inc.

141,766

 

1,469

*

Extreme Networks, Inc.

435,656

 

1,468

*

Ultratech, Inc.

121,259

 

1,467

*

SYNNEX Corp.

65,399

 

1,461

*

Greenfield Online, Inc.

83,815

 

1,458

*

Pericom Semiconductor Corp.

138,642

 

1,456

*

Mattson Technology, Inc.

306,475

 

1,450

*

Internet Capital Group Inc.

175,356

 

1,422

*

Spansion Inc. Class A

910,097

 

1,411

*

Actuate Software Corp.

402,935

 

1,410

 

NIC Inc.

203,563

 

1,405

*

OPNET Technologies, Inc.

112,760

 

1,373

*,^

Universal Display Corp.

125,111

 

1,371

*

The Knot, Inc.

162,281

 

1,355

 

 


 

 

 

*

OSI Systems Inc.

57,425

 

1,350

*

MRV Communications Inc.

1,153,056

 

1,349

*

RightNow Technologies Inc.

105,165

 

1,322

*

Gerber Scientific, Inc.

144,311

 

1,319

*,^

EMCORE Corp.

265,487

 

1,311

*

Presstek, Inc.

230,349

 

1,299

*

Rudolph Technologies, Inc.

152,908

 

1,281

 

Syntel, Inc.

52,180

 

1,278

*

Volterra Semiconductor Corp.

99,928

 

1,272

*

Oplink Communications, Inc.

105,360

 

1,272

*

Move, Inc.

582,765

 

1,235

*

DG FastChannel Inc.

56,145

 

1,231

*

DSP Group Inc.

159,857

 

1,223

*

Telecommunication Systems, Inc.

175,567

 

1,213

*

Anaren, Inc.

118,955

 

1,207

*

SeaChange International, Inc.

124,376

 

1,201

*

Lattice Semiconductor Corp.

576,083

 

1,187

*

FalconStor Software, Inc.

218,110

 

1,169

*

Computer Task Group, Inc.

179,848

 

1,169

*

Kopin Corp.

371,209

 

1,158

 

Gevity HR, Inc.

158,985

 

1,157

*

Semitool, Inc.

141,011

 

1,153

*

infoGROUP, Inc.

169,076

 

1,118

*

IPG Photonics Corp.

56,042

 

1,093

 

Cass Information Systems, Inc.

29,937

 

1,073

*

Intevac, Inc.

100,041

 

1,064

*

Hypercom Corp.

264,962

 

1,060

*

Mercury Computer Systems, Inc.

118,976

 

1,059

*

Perficient, Inc.

158,967

 

1,056

*

Phoenix Technologies Ltd.

131,859

 

1,054

*,^

Synchronoss Technologies, Inc.

111,822

 

1,052

 

Renaissance Learning, Inc.

80,529

 

1,046

*

Novatel Wireless, Inc.

171,058

 

1,037

*,^

Maxwell Technologies, Inc.

77,640

 

1,036

*

iPass Inc.

476,221

 

1,029

*

NetScout Systems, Inc.

96,090

 

1,022

*

LTX-Credence Corp.

586,109

 

1,020

*,^

Zix Corp.

449,784

 

1,016

*

i2 Technologies, Inc.

75,291

 

1,016

*

Switch and Data Inc.

81,243

 

1,011

 

Bel Fuse, Inc. Class B

35,185

 

1,002

*

Digi International, Inc.

95,367

 

973

*,^

LoopNet, Inc.

97,700

 

960

*,^

Orbcomm, Inc.

194,710

 

960

*

Online Resources Corp.

123,276

 

958

 

Electro Rent Corp.

71,301

 

958

*,^

Bidz.com, Inc.

110,191

 

954

*

Information Services Group, Inc.

192,939

 

945

*

Safeguard Scientifics, Inc.

749,558

 

937

*

Hughes Communications Inc.

25,204

 

925

*

GSE Systems, Inc.

131,680

 

922

*

Conexant Systems, Inc.

224,980

 

902

*

ANADIGICS, Inc.

320,601

 

901

 

 


 

 

 

*,^

STEC Inc.

115,508

 

889

*

Trident Microsystems, Inc.

369,427

 

887

*

Axcelis Technologies, Inc.

521,099

 

886

*

RadiSys Corp.

100,672

 

866

*

Ebix, Inc.

9,168

 

861

*,^

Constant Contact, Inc.

49,317

 

842

*

Global Cash Access, Inc.

166,363

 

842

*

KVH Industries, Inc.

90,987

 

836

*

Rackable Systems Inc.

84,734

 

831

*,^

NVE Corp.

29,191

 

826

*

Bottomline Technologies, Inc.

79,160

 

823

*

MIPS Technologies, Inc.

233,865

 

821

*

SupportSoft, Inc.

273,362

 

820

*

Microtune, Inc.

302,196

 

810

*

ComScore Inc.

45,883

 

809

*

Interactive Intelligence Inc.

88,792

 

801

*

Quantum Corp.

734,288

 

793

^

Imergent, Inc.

69,800

 

782

*

DivX, Inc.

120,529

 

780

*

Cray, Inc.

150,508

 

780

*

Symmetricom Inc.

156,451

 

778

*

Globecomm Systems, Inc.

88,952

 

777

*

Measurement Specialties, Inc.

44,491

 

776

*

Pervasive Software Inc.

186,283

 

764

*

Zygo Corp.

60,408

 

760

*

Multi-Fineline Electronix, Inc.

51,257

 

758

 

Keithley Instruments Inc.

90,267

 

756

*

Lionbridge Technologies, Inc.

307,275

 

750

*

Harris Stratex Networks, Inc. Class A

95,229

 

744

*

Smith Micro Software, Inc.

103,287

 

733

*

MoSys, Inc.

171,770

 

728

*

Versant Corp.

37,447

 

725

*

PROS Holdings, Inc.

77,100

 

724

*

Datalink Corp.

165,917

 

723

*

Chordiant Software, Inc.

139,528

 

716

*

Asyst Technologies, Inc.

294,864

 

708

*

Bitstream Inc.

128,803

 

705

*

The Hackett Group Inc.

129,446

 

704

*

Callidus Software Inc.

177,316

 

702

*

Neutral Tandem, Inc.

37,530

 

696

*

Captaris Inc.

150,348

 

693

*

Immersion Corp.

119,079

 

693

 

PC-Tel, Inc.

74,262

 

692

*

Performance Technologies, Inc.

157,275

 

689

*

ActivIdentity Corp.

299,636

 

680

*

Ramtron International Corp.

247,156

 

680

*

Zones, Inc.

81,787

 

675

*

I.D. Systems, Inc.

76,192

 

674

*,^

Research Frontiers, Inc.

162,985

 

671

*

Magma Design Automation, Inc.

163,814

 

659

 

MOCON, Inc.

60,543

 

657

*

Spectrum Control, Inc.

87,445

 

653

 

TheStreet.com, Inc.

108,887

 

652

 

 


 

 

 

*

ZiLOG, Inc.

202,394

 

650

*

Transmeta Corp.

39,995

 

648

*

Virage Logic Corp.

108,388

 

639

*

Aware, Inc.

202,927

 

629

*

Advanced Analogic Technologies, Inc.

132,334

 

615

*

PC Mall, Inc.

89,893

 

614

*

Cherokee International Corp.

214,993

 

613

*

Kemet Corp.

436,757

 

611

 

Astro-Med, Inc.

64,839

 

609

*

Loral Space and Communications Ltd.

40,971

 

605

*

Rimage Corp.

43,154

 

602

*

LoJack Corp.

89,713

 

600

*

Startek, Inc.

93,458

 

600

*

Aetrium, Inc.

198,919

 

595

*

iGo, Inc.

558,045

 

592

*

Data I/O Corp.

140,966

 

591

 

Communications Systems, Inc.

55,204

 

587

 

American Software, Inc. Class A

107,257

 

585

*

DDi Corp.

112,175

 

583

 

QAD Inc.

83,858

 

580

*

White Electronic Designs Corp.

115,241

 

576

*,^

X-Rite Inc.

162,588

 

572

*

TechTeam Global, Inc.

76,528

 

568

*

Sumtotal Systems Inc.

138,366

 

566

*

Monotype Imaging Holdings Inc.

50,622

 

563

*

Limelight Networks Inc.

224,700

 

562

*

Catapult Communications Corp.

115,095

 

554

*

Dynamics Research Corp.

71,531

 

549

*

Nu Horizons Electronics Corp.

136,590

 

546

*

Bookham, Inc.

483,420

 

546

*

OpenTV Corp.

383,290

 

540

*

BigBand Networks Inc.

143,066

 

528

*,^

Network Equipment Technologies, Inc.

153,817

 

526

*

Sonic Solutions, Inc.

119,020

 

524

*

Internet Brands Inc.

74,704

 

521

*

Innodata Isogen, Inc.

199,897

 

520

*

InFocus Corp.

352,303

 

518

*

AXT, Inc.

272,803

 

513

*

Saba Software, Inc.

157,901

 

512

*

Dot Hill Systems Corp.

226,620

 

510

*

Telular Corp.

207,804

 

501

*

Double-Take Software Inc.

50,188

 

499

*

TransAct Technologies Inc.

61,616

 

490

*

Liquidity Services, Inc.

45,149

 

490

*

BSQUARE Corp.

136,643

 

489

*,^

TranSwitch Corp.

904,875

 

489

*,^

Convera Corp.

453,594

 

485

*

Lasercard Corp.

120,868

 

482

*

Catalyst Semiconductor, Inc.

106,713

 

479

*

OpNext, Inc.

104,339

 

479

*

LivePerson, Inc.

162,559

 

473

*

Napco Security Systems, Inc.

155,260

 

455

*

Website Pros, Inc.

84,176

 

455

 

 


 

 

 

*

Napster, Inc.

173,389

 

453

*

Ultra Clean Holdings, Inc.

88,853

 

448

*

PC Connection, Inc.

66,806

 

447

*

Video Display Corp.

52,289

 

445

*

NCI, Inc.

15,441

 

440

*

ShoreTel, Inc.

76,199

 

437

*

SM&A Corp.

141,687

 

432

*

Internap Network Services Corp.

123,385

 

429

*

Endwave Corp.

85,227

 

428

*

Micronetics Inc.

86,414

 

428

*

SRS Labs, Inc.

77,319

 

426

*

SCM Microsystems, Inc.

178,328

 

423

*,^

Nextwave Wireless Inc.

699,884

 

420

*

Photronics, Inc.

222,357

 

418

*

PDF Solutions, Inc.

79,887

 

415

*

Acme Packet, Inc.

72,466

 

415

*

Peerless Systems Corp.

228,453

 

411

*

PLX Technology, Inc.

79,227

 

406

*

Enliven Marketing Technologies Corp.

625,688

 

401

*

Netezza Corp.

37,738

 

400

*

Tier Technologies, Inc.

53,411

 

397

*

LeCroy Corp.

50,938

 

392

*

Starent Networks Corp.

29,900

 

387

*,^

Local.com Corp

169,877

 

386

*

Avanex Corp.

81,581

 

382

*

ExlService Holdings, Inc.

43,373

 

381

*

Optical Cable Corp.

91,761

 

381

*

Entrust, Inc.

174,429

 

375

*

Techwell, Inc.

39,500

 

372

*

Aruba Networks, Inc.

70,800

 

363

*

Electroglas, Inc.

310,851

 

354

*

Tollgrade Communications, Inc.

83,771

 

352

*,^

Mindspeed Technologies Inc.

147,439

 

351

*,^

Midway Games Inc.

147,860

 

350

*,^

On2 Technologies, Inc.

1,026,995

 

349

*

NYFIX, Inc.

109,700

 

346

*

I-many, Inc.

512,950

 

344

*,^

BearingPoint, Inc.

672,973

 

336

*

CyberOptics Corp.

35,395

 

334

*

CallWave, Inc.

176,508

 

334

*

Onvia.com, Inc.

74,878

 

332

*

InsWeb Corp.

61,961

 

330

*

Openwave Systems Inc.

264,656

 

328

*

CPI International, Inc.

22,586

 

327

*

Integrated Silicon Solution, Inc.

140,385

 

324

*

NMS Communications Corp.

651,331

 

319

*

Management Network Group Inc.

347,479

 

313

*

Key Tronic Corp.

131,723

 

300

*

Digital Angel Corp.

797,926

 

295

*

EFJ, Inc.

233,964

 

292

*

Dice Holdings Inc.

40,404

 

287

*

Autobytel Inc.

266,374

 

285

*

LookSmart, Ltd.

108,842

 

278

 

 


 

 

 

*

Rainmaker Systems, Inc.

121,230

 

273

*

Network Engines, Inc.

474,826

 

266

 

Mesa Laboratories, Inc.

12,500

 

266

*

RAE Systems, Inc.

153,133

 

259

*

SourceForge Inc.

186,341

 

253

*

Intelli-Check Inc.

152,380

 

251

*,^

Comverge Inc.

53,219

 

245

*

Pfsweb Inc.

101,573

 

245

*

PAR Technology Corp.

33,869

 

242

*

Westell Technologies, Inc.

339,883

 

241

*

California Micro Devices Corp.

79,885

 

239

*

Silicon Graphics Inc.

27,042

 

235

*

hi/fn, Inc.

73,079

 

234

*

Calamp Corp.

170,744

 

225

*

Simulations Plus, Inc.

156,710

 

223

*

Rubicon Technology, Inc.

30,800

 

222

*,^

Superconductor Technologies Inc.

166,026

 

221

*

Evolving Systems, Inc.

141,478

 

219

*

Selectica, Inc.

215,225

 

217

*

Goldleaf Financial Solutions, Inc.

143,032

 

212

*

QuickLogic Corp.

202,760

 

211

*

Salary.com, Inc.

51,744

 

210

*

Amtech Systems, Inc.

22,149

 

206

*

Eagle Test Systems, Inc.

13,198

 

202

*

SuccessFactors Inc.

18,304

 

200

*

En Pointe Technologies, Inc.

122,089

 

198

*

Cavium Networks, Inc.

13,615

 

192

*,^

Telkonet, Inc.

584,582

 

187

*

Soapstone Networks Inc.

54,797

 

184

*

Entropic Communications Inc.

130,121

 

183

*

SteelCloud Inc.

234,983

 

183

*

Unica Corp.

23,233

 

182

*

Hauppage Digital, Inc.

153,081

 

178

*

Digital Ally, Inc.

25,476

 

175

*

Occam Networks, Inc.

42,481

 

170

*

PLATO Learning, Inc.

59,707

 

170

*

Deltek, Inc.

27,519

 

167

 

Bel Fuse, Inc. Class A

5,719

 

157

*

Majesco Entertainment Co.

176,715

 

157

*

COMARCO, Inc.

112,532

 

149

*,^

American Technology Corp.

268,929

 

148

*

Ditech Networks Inc.

120,061

 

143

*

Lantronix, Inc.

306,807

 

138

*

Cascade Microtech, Inc.

32,100

 

136

*

Smart Modular Technologies Inc.

45,055

 

135

 

Amphenol Corp.

3,348

 

134

*

FSI International, Inc.

180,721

 

134

 

Frequency Electronics, Inc.

31,968

 

133

*

Borland Software Corp.

85,697

 

131

 

TSR, Inc.

54,086

 

129

*

Centillium Communications, Inc.

218,251

 

129

*

Evans & Sutherland Computer Corp.

107,101

 

129

*

Isilon Systems Inc.

28,804

 

127

 

 


 

 

 

*

RF Monolithics, Inc.

160,383

 

127

*

Nanometrics Inc.

57,838

 

122

*

AuthentiDate Holding Corp.

264,399

 

122

*

Lumera Corp.

299,265

 

120

*

TII Network Technologies, Inc.

107,178

 

114

*

NetSuite Inc.

5,900

 

106

*

SiRF Technology Holdings, Inc.

70,158

 

105

*

Newtek Business Services, Inc.

200,989

 

101

*

Mastech Holdings, Inc.

12,665

 

96

*

Planar Systems, Inc.

37,685

 

96

*,^

Elixir Gaming Technologies, Inc.

288,581

 

95

*

Zhone Technologies

497,775

 

95

*

LogicVision, Inc.

94,461

 

94

*

Sonic Foundry, Inc.

161,520

 

92

*,^

Access Intergrated Technologies Inc.

61,852

 

88

*,^

Wave Systems Corp. Class A

195,358

 

86

*

Think Partnership Inc.

416,166

 

83

*,^

LightPath Technologies, Inc. Class A

55,757

 

83

*

Ikanos Communications, Inc.

40,764

 

81

*

Entorian Technologies Inc.

129,651

 

80

*

Miva Inc.

127,525

 

79

 

Richardson Electronics, Ltd.

11,890

 

74

*

Airspan Networks Inc.

205,124

 

70

*

TechTarget

9,818

 

69

*

Pixelworks, Inc.

48,796

 

66

*

Intraware, Inc.

17,473

 

62

*

AuthenTec, Inc.

28,700

 

62

*

Merix Corp.

40,537

 

52

*

Travelzoo, Inc.

6,372

 

50

*

Sourcefire Inc.

5,400

 

39

*

Leadis Technology Inc.

50,620

 

37

*

Atari, Inc.

21,962

 

37

*

Technology Solutions Co.

9,671

 

34

*

PlanetOut, Inc.

12,670

 

33

*,^

Procera Networks, Inc.

37,570

 

32

*

MakeMusic! Inc.

3,956

 

26

*

Glu Mobile Inc.

13,100

 

26

*

DataTRAK International Inc.

85,096

 

24

*

Overland Storage, Inc.

21,120

 

9

*

NeoMagic Corp.

123,502

 

3

*

ISCO International, Inc.

18,000

 

1

*

Conolog Corp.

119

 

*

US Dataworks Inc.

100

 

 

1,712,675

Materials (5.6%)

 

The Mosaic Co.

789,859

 

53,742

 

Cleveland-Cliffs Inc.

533,448

 

28,241

*

Owens-Illinois, Inc.

836,214

 

24,585

 

Martin Marietta Materials, Inc.

207,580

 

23,245

 

Airgas, Inc.

414,319

 

20,571

 

Celanese Corp. Series A

724,347

 

20,217

 

FMC Corp.

375,327

 

19,288

*

Crown Holdings, Inc.

810,650

 

18,005

 

 


 

 

 

 

Steel Dynamics, Inc.

904,834

 

15,464

 

Sonoco Products Co.

503,397

 

14,941

 

Lubrizol Corp.

340,477

 

14,688

 

Terra Industries, Inc.

460,886

 

13,550

 

Albemarle Corp.

435,118

 

13,419

 

AptarGroup Inc.

343,093

 

13,418

 

Nalco Holding Co.

711,787

 

13,197

 

RPM International, Inc.

656,678

 

12,700

*

Domtar Corp.

2,709,809

 

12,465

 

Reliance Steel & Aluminum Co.

320,705

 

12,177

 

Greif Inc. Class A

171,824

 

11,275

 

Packaging Corp. of America

485,418

 

11,252

 

Valspar Corp.

502,913

 

11,210

 

Cabot Corp.

324,333

 

10,307

 

Huntsman Corp.

816,003

 

10,282

 

Commercial Metals Co.

576,699

 

9,740

 

Compass Minerals International, Inc.

163,905

 

8,587

 

Cytec Industries, Inc.

220,308

 

8,572

 

Temple-Inland Inc.

540,755

 

8,252

 

Olin Corp.

380,750

 

7,387

 

Sensient Technologies Corp.

244,661

 

6,882

 

Rock-Tenn Co.

170,918

 

6,833

 

Silgan Holdings, Inc.

126,852

 

6,481

*

Solutia Inc.

430,544

 

6,028

 

Carpenter Technology Corp.

228,853

 

5,870

 

Minerals Technologies, Inc.

96,320

 

5,718

 

Texas Industries, Inc.

139,863

 

5,715

 

Chemtura Corp.

1,231,496

 

5,616

 

Royal Gold, Inc.

146,756

 

5,277

 

H.B. Fuller Co.

252,486

 

5,269

 

Scotts Miracle-Gro Co.

222,382

 

5,257

*

Smurfit-Stone Container Corp.

1,117,150

 

5,251

 

Eagle Materials, Inc.

221,495

 

4,955

*

Century Aluminum Co.

172,208

 

4,768

 

Worthington Industries, Inc.

312,822

 

4,674

*

W.R. Grace & Co.

308,417

 

4,663

 

Louisiana-Pacific Corp.

495,690

 

4,610

*

Intrepid Potash, Inc.

152,488

 

4,532

 

Arch Chemicals, Inc.

126,920

 

4,480

 

Ferro Corp.

222,513

 

4,472

*,^

Coeur d'Alene Mines Corp.

2,810,578

 

4,300

*

Calgon Carbon Corp.

209,024

 

4,256

 

Schnitzer Steel Industries, Inc. Class A

106,060

 

4,162

 

AMCOL International Corp.

113,905

 

3,561

*

OM Group, Inc.

155,591

 

3,501

 

Deltic Timber Corp.

54,014

 

3,443

 

NewMarket Corp.

65,244

 

3,429

*

Rockwood Holdings, Inc.

132,986

 

3,412

 

Koppers Holdings, Inc.

90,257

 

3,377

 

Kaiser Aluminum Corp.

76,699

 

3,294

 

Glatfelter

230,714

 

3,124

*

PolyOne Corp.

475,560

 

3,067

 

Wausau Paper Corp.

298,447

 

3,023

 

 


 

 

 

*

Headwaters Inc.

214,087

 

2,858

*,^

Hecla Mining Co.

582,062

 

2,724

 

A. Schulman Inc.

136,803

 

2,706

 

Westlake Chemical Corp.

117,902

 

2,479

*

RTI International Metals, Inc.

117,071

 

2,290

 

Balchem Corp.

82,018

 

2,187

*,^

Zoltek Cos., Inc.

126,600

 

2,166

*

Haynes International, Inc.

45,653

 

2,138

*

Brush Engineered Materials Inc.

104,850

 

1,947

 

Myers Industries, Inc.

149,858

 

1,890

 

Zep, Inc.

106,824

 

1,884

*

Buckeye Technology, Inc.

205,597

 

1,684

 

Spartech Corp.

168,058

 

1,664

 

Schweitzer-Mauduit International, Inc.

84,877

 

1,612

*,^

General Moly, Inc.

363,260

 

1,580

 

A.M. Castle & Co.

84,692

 

1,463

 

Stepan Co.

26,730

 

1,459

*,^

Stillwater Mining Co.

243,942

 

1,417

 

Neenah Paper Inc.

71,422

 

1,414

 

Olympic Steel, Inc.

45,412

 

1,339

 

American Vanguard Corp.

86,378

 

1,303

*

GenTek, Inc.

48,504

 

1,247

*

Graphic Packaging Holding Co.

482,413

 

1,206

*

Flotek Industries, Inc.

105,530

 

1,161

*

LSB Industries, Inc.

82,237

 

1,139

 

Quaker Chemical Corp.

37,122

 

1,056

*

Universal Stainless & Alloy Products, Inc.

39,287

 

1,004

 

Innophos Holdings Inc.

39,217

 

956

 

NL Industries, Inc.

91,452

 

939

 

Nevada Chemicals, Inc.

70,857

 

934

*

U.S. Concrete, Inc.

207,278

 

927

*

Horsehead Holding Corp.

156,207

 

922

 

Penford Corp.

50,427

 

892

*

AEP Industries, Inc.

39,913

 

798

*

ICO, Inc.

128,380

 

720

*

Allied Nevada Gold Corp.

122,030

 

698

*

Omnova Solutions Inc.

347,257

 

691

*

Landec Corp.

82,482

 

676

*,^

AbitibiBowater, Inc.

171,386

 

663

*

ADA-ES Inc.

74,640

 

605

*

Material Sciences Corp.

78,240

 

450

 

Georgia Gulf Corp.

178,489

 

446

*

U.S. Gold Corp.

331,602

 

438

*

U.S. Energy Corp.

167,994

 

435

 

Great Northern Iron Ore Properties

6,184

 

427

*

Mercer International Inc.

113,088

 

414

*

Kapstone Paper and Packaging Corp.

63,289

 

402

 

Hawkins, Inc.

21,355

 

374

*,^

Nonophase Technologies Corp.

213,753

 

278

*,^

Boise, Inc.

158,945

 

248

*

United States Lime & Mineral

6,351

 

245

*

American Pacific Corp.

17,545

 

229

*

Rock of Ages Corp.

91,696

 

175

 

 


 

 

 

*

TOR Minerals International, Inc.

160,090

 

168

*

Mod-Pac Corp.

49,498

 

166

 

Synalloy Corp.

12,138

 

164

*

Solitario Exploration & Royalty Corp.

49,600

 

162

*

Caraustar Industries, Inc.

31,483

 

47

*

Eden Bioscience Corp.

26,908

 

32

*

Clean Diesel Technologies, Inc.

3,825

 

14

*

Chesapeake Corp. of Virginia

15,278

 

10

 

656,839

Telecommunication Services (1.8%)

*

Crown Castle International Corp.

1,205,149

 

34,913

*

NII Holdings Inc.

835,851

 

31,695

*,^

Level 3 Communications, Inc.

7,831,510

 

21,145

*

MetroPCS Communications Inc.

1,250,267

 

17,491

 

Telephone & Data Systems, Inc.

390,227

 

13,951

*

SBA Communications Corp.

536,596

 

13,882

*

Leap Wireless International, Inc.

266,683

 

10,161

*

TW telecom, Inc.

748,857

 

7,781

 

Telephone & Data Systems, Inc. - Special Common Shares

147,351

 

5,290

*

Premiere Global Services, Inc.

315,208

 

4,432

*

U.S. Cellular Corp.

84,870

 

3,982

 

FairPoint Communications, Inc.

454,202

 

3,938

*

Cincinnati Bell Inc.

1,215,680

 

3,756

*

Syniverse Holdings Inc.

208,998

 

3,471

*

Clearwire Corp.

285,609

 

3,393

 

NTELOS Holdings Corp.

119,189

 

3,205

 

Iowa Telecommunications Services Inc.

163,252

 

3,050

 

Alaska Communications Systems Holdings, Inc.

222,893

 

2,726

 

Shenandoah Telecommunications Co.

114,029

 

2,517

*

General Communication, Inc.

266,460

 

2,467

*

Centennial Communications Corp. Class A

345,882

 

2,158

*

Cogent Communications Group, Inc.

239,486

 

1,849

 

USA Mobility, Inc.

156,005

 

1,716

*

iPCS, Inc.

70,386

 

1,568

 

Consolidated Communications Holdings, Inc.

90,248

 

1,361

*

Cbeyond Inc.

87,073

 

1,253

*

PAETEC Holding Corp.

533,173

 

1,146

*

Fibertower Corp.

677,138

 

934

 

Atlantic Tele-Network, Inc.

32,104

 

899

*

FiberNet Telecom Group, Inc.

99,166

 

892

*

Virgin Mobile USA, Inc.-A

287,750

 

846

 

SureWest Communications

72,788

 

742

*,^

8X8 Inc.

697,676

 

593

 

Hickory Tech Corp.

97,265

 

565

*

XETA Technologies Inc.

174,075

 

547

*,^

Vonage Holdings Corp.

477,040

 

477

*

iBasis, Inc.

136,114

 

475

*

ICO Global Communications (Holdings) Ltd.

426,801

 

465

 

Warwick Valley Telephone Co.

29,511

 

331

 

D&E Communications, Inc.

38,692

 

292

*

IDT Corp. Class B

288,847

 

214

 

Arbinet Holdings, Inc.

75,960

 

207

*

Globalstar, Inc.

103,235

 

176

 

 


 

 

 

*

TerreStar Corp.

73,700

 

74

*

GoAmerica, Inc.

10,186

 

54

*

Multiband Corp.

33,188

 

51

*

UCN Inc.

21,050

 

28

*

LCC International, Inc. Class A

414,830

 

20

*

Fusion Telecommunications International, Inc.

36,100

 

8

*

IDT Corp.

7,368

 

4

 

213,191

Utilities (5.1%)

*

NRG Energy, Inc.

1,182,291

 

29,262

 

MDU Resources Group, Inc.

918,581

 

26,639

 

Wisconsin Energy Corp.

586,755

 

26,345

 

Equitable Resources, Inc.

656,436

 

24,085

 

SCANA Corp.

586,656

 

22,838

 

Northeast Utilities

782,588

 

20,073

 

ONEOK, Inc.

526,355

 

18,107

 

NSTAR

537,571

 

18,009

 

Alliant Energy Corp.

555,984

 

17,908

 

Puget Energy, Inc.

654,489

 

17,475

 

National Fuel Gas Co.

409,478

 

17,272

*

Mirant Corp.

932,172

 

17,049

 

Energen Corp.

361,672

 

16,376

 

OGE Energy Corp.

464,794

 

14,353

 

DPL Inc.

573,389

 

14,220

 

UGI Corp. Holding Co.

542,258

 

13,979

 

Great Plains Energy, Inc.

598,784

 

13,263

 

ITC Holdings Corp.

249,394

 

12,911

*

Reliant Energy, Inc.

1,749,158

 

12,856

 

Hawaiian Electric Industries Inc.

427,507

 

12,402

 

Westar Energy, Inc.

533,566

 

12,293

 

Atmos Energy Corp.

456,199

 

12,144

 

AGL Resources Inc.

386,809

 

12,138

 

Aqua America, Inc.

680,119

 

12,092

 

Piedmont Natural Gas, Inc.

369,133

 

11,797

 

Vectren Corp.

409,649

 

11,409

 

Sierra Pacific Resources

1,184,239

 

11,345

 

WGL Holdings Inc.

251,729

 

8,169

 

Cleco Corp.

304,655

 

7,693

 

New Jersey Resources Corp.

213,711

 

7,670

 

Portland General Electric Co.

312,272

 

7,388

 

American Water Works Co., Inc.

326,800

 

7,026

 

Northwest Natural Gas Co.

134,480

 

6,993

 

IDACORP, Inc.

230,215

 

6,697

 

Southwest Gas Corp.

220,144

 

6,662

 

Black Hills Corp.

195,447

 

6,073

 

ALLETE, Inc.

132,057

 

5,877

 

Avista Corp.

270,417

 

5,871

 

South Jersey Industries, Inc.

151,334

 

5,403

 

The Laclede Group, Inc.

111,330

 

5,398

 

UniSource Energy Corp.

175,308

 

5,117

 

NorthWestern Corp.

196,316

 

4,933

*

El Paso Electric Co.

228,272

 

4,794

 

PNM Resources Inc.

439,730

 

4,503

 

 


 

 

 

 

UIL Holdings Corp.

128,419

 

4,409

 

California Water Service Group

106,209

 

4,089

 

MGE Energy, Inc.

112,489

 

3,999

 

Empire District Electric Co.

172,141

 

3,675

 

American States Water Co.

88,338

 

3,401

 

Ormat Technologies Inc.

83,497

 

3,033

 

CH Energy Group, Inc.

69,076

 

3,010

 

EnergySouth, Inc.

39,725

 

2,440

 

SJW Corp.

71,313

 

2,137

 

Southwest Water Co.

133,646

 

1,704

*,^

Cadiz Inc.

83,178

 

1,586

 

Connecticut Water Services, Inc.

53,269

 

1,542

 

Chesapeake Utilities Corp.

34,382

 

1,142

 

Central Vermont Public Service Corp.

37,217

 

872

 

Middlesex Water Co.

46,904

 

819


 

 

 

*

Maine & Maritimes Corp.

20,903

 

689

 

Unitil Corp.

23,826

 

622

*

Synthesis Energy Systems, Inc.

94,974

 

461

*

Pure Cycle Corp.

50,876

 

293

 

Artesian Resources Corp Class A

15,981

 

271

 

The York Water Co.

21,822

 

270

*

Renegy Holdings, Inc.

26,965

 

57

 

 

 

 

595,428

Total Common Stocks (Cost $11,731,382)

 

 

11,758,779

 

 


 

 

 

 

Face

Market

 

 

Maturity

Amount

Value

 

Coupon

Date

($000)

($000)

Temporary Cash Investments (4.0%)

U.S. Agency Obligations (0.0%)

1,2

Federal Home Loan Bank

2.576%

11/24/08

3,000

2,986

Money Market Fund (4.0%)

 

 

 

 

Shares

 

3,4

Vanguard Market Liquidity Fund

2.296%

 

462,438,243

462,438

Total Temporary Cash Investments (Cost $465,427)

465,424

Total Investments (103.8%) (Cost $12,196,809)

12,224,203

3 Other Assets and Liabilities-Net (-3.8%)

(443,563)

Net Assets (100%)

11,780,640

 

 

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $409,508,000.

1

The issuer operates under a congressional charter; its securities are neither issued nor guaranteed by the U.S. government.

2

Securities with a value of $2,986,000 have been segregated as initial margin for open futures contracts.

3

Includes $436,774,000 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.

 

REIT—Real Estate Investment Trust.

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.

At September 30, 2008, the cost of investment securities for tax purposes was $12,196,809,000. Net unrealized appreciation of investment securities for tax purposes was $27,394,000, consisting of unrealized gains of $2,208,155,000 on securities that had risen in value since their purchase and $2,180,761,000 in unrealized losses on securities that had fallen in value since their purchase.

Futures Contracts: 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 100.1% and 3.7%, respectively, of net assets. Futures contracts are valued at their quoted daily settlement prices.

At September 30, 2008, the aggregate settlement value of open futures contracts expiring in December 2008 and the related unrealized appreciation (depreciation) were:

 

 

($000)

Futures Contracts

Number of
Long (Short)
Contracts

Aggregate
Settlement
Value

Unrealized
Appreciation
(Depreciation)

E-mini Russell 2000 Index

285

19,334

(1,012)

S&P MidCap 400 Index

26

9,494

(347)

 

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

 

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, based on the inputs used to value them:

Valuation Inputs

Investments in Securities ($000)

Futures

Contracts

($000)

Level 1- Quoted prices

12,221,217

(1,359)

Level 2- Other significant observable inputs

2,986

Level 3- Significant unobservable inputs

Total

12,224,203

(1,359)

 

 

 




 

Vanguard Total Stock Market Index Fund

Schedule of Investments

As of September 30, 2008

 

 

Shares

Market
Value
($000)

Common Stocks (99.6%)

Consumer Discretionary (9.3%)

 

McDonald's Corp.

8,797,510

 

542,806

 

The Walt Disney Co.

14,047,063

 

431,104

 

Comcast Corp. Class A

20,599,271

 

404,364

 

Time Warner, Inc.

27,771,899

 

364,090

 

Home Depot, Inc.

13,116,603

 

339,589

 

Target Corp.

5,814,532

 

285,203

 

Lowe's Cos., Inc.

11,346,798

 

268,806

 

News Corp., Class A

17,234,870

 

206,646

 

NIKE, Inc. Class B

2,858,613

 

191,241

*

Amazon.com, Inc.

2,431,262

 

176,899

 

Johnson Controls, Inc.

4,605,630

 

139,689

*

DIRECTV Group, Inc.

5,335,921

 

139,641

 

Staples, Inc.

5,448,752

 

122,597

 

Yum! Brands, Inc.

3,676,775

 

119,900

 

Carnival Corp.

3,389,844

 

119,831

*

Kohl's Corp.

2,277,794

 

104,961

 

Best Buy Co., Inc.

2,716,730

 

101,877

*

Viacom Inc. Class B

4,055,372

 

100,735

 

TJX Cos., Inc.

3,296,318

 

100,604

 

Omnicom Group Inc.

2,486,065

 

95,863

*

Liberty Media Corp.

3,825,959

 

95,534

*

Starbucks Corp.

5,652,935

 

84,059

 

The McGraw-Hill Cos., Inc.

2,493,791

 

78,829

 

The Gap, Inc.

3,990,736

 

70,955

*,^

Ford Motor Co.

13,482,342

 

70,108

 

Harley-Davidson, Inc.

1,836,748

 

68,511

 

Fortune Brands, Inc.

1,193,842

 

68,479

*

Coach, Inc.

2,649,983

 

66,356

*

Apollo Group, Inc. Class A

1,107,440

 

65,671

 

CBS Corp.

4,404,244

 

64,214

*

Bed Bath & Beyond, Inc.

2,011,921

 

63,194

 

Macy's Inc.

3,272,818

 

58,845

 

Marriott International, Inc. Class A

2,197,972

 

57,345

 

H & R Block, Inc.

2,526,028

 

56,962

*

Liberty Media Corp.-Interactive Series A

4,381,639

 

56,567

 

J.C. Penney Co., Inc. (Holding Co.)

1,637,003

 

54,578

*,^

Sears Holdings Corp.

563,671

 

52,703

 

VF Corp.

678,551

 

52,459

 

Genuine Parts Co.

1,273,346

 

51,201

 

Mattel, Inc.

2,812,032

 

50,729

 

Whirlpool Corp.

583,580

 

46,272

 

Cablevision Systems NY Group Class A

1,814,198

 

45,645

 

Sherwin-Williams Co.

786,794

 

44,973

 

Tim Hortons, Inc.

1,435,898

 

42,546

 

 

 

 

*

AutoZone Inc.

344,262

 

42,461

 

International Game Technology

2,405,375

 

41,324

 

Limited Brands, Inc.

2,381,994

 

41,256

*

GameStop Corp. Class A

1,204,324

 

41,200

 

Starwood Hotels & Resorts Worldwide, Inc.

1,451,074

 

40,833

^

Wynn Resorts Ltd.

477,822

 

39,009

*

Liberty Global, Inc. Class A

1,260,136

 

38,182

 

Ross Stores, Inc.

1,034,968

 

38,097

 

Newell Rubbermaid, Inc.

2,153,248

 

37,165

 

Nordstrom, Inc.

1,275,519

 

36,760

 

Tiffany & Co.

979,958

 

34,808

*

Liberty Global, Inc. Series C

1,238,193

 

34,781

 

Eastman Kodak Co.

2,242,788

 

34,494

*

DISH Network Corp.

1,639,062

 

34,420

*

Time Warner Cable, Inc.

1,402,216

 

33,934

 

Hasbro, Inc.

970,091

 

33,682

^

General Motors Corp.

3,518,615

 

33,251

*,^

Garmin Ltd.

922,369

 

31,305

*,^

Mohawk Industries, Inc.

452,202

 

30,474

 

Gannett Co., Inc.

1,776,285

 

30,037

*,^

Las Vegas Sands Corp.

829,722

 

29,961

 

Comcast Corp. Special Class A

1,517,629

 

29,928

 

BorgWarner, Inc.

903,027

 

29,592

 

Darden Restaurants Inc.

1,030,862

 

29,514

 

Advance Auto Parts, Inc.

740,114

 

29,353

 

Polo Ralph Lauren Corp.

436,255

 

29,072

*

Urban Outfitters, Inc.

909,524

 

28,987

 

Black & Decker Corp.

474,896

 

28,850

 

D. R. Horton, Inc.

2,212,806

 

28,811

*

Interpublic Group of Cos., Inc.

3,673,179

 

28,467

 

Leggett & Platt, Inc.

1,293,279

 

28,181

*

The Goodyear Tire & Rubber Co.

1,778,088

 

27,223

 

Washington Post Co. Class B

48,013

 

26,732

*

O'Reilly Automotive, Inc.

995,325

 

26,645

 

Abercrombie & Fitch Co.

672,766

 

26,541

*

Toll Brothers, Inc.

1,047,303

 

26,423

*

Dollar Tree, Inc.

698,717

 

25,405

 

Scripps Networks Interactive

688,357

 

24,994

 

DeVry, Inc.

498,735

 

24,707

 

PetSmart, Inc.

989,150

 

24,442

 

Family Dollar Stores, Inc.

1,031,147

 

24,438

*

ITT Educational Services, Inc.

301,787

 

24,418

*,^

CarMax, Inc.

1,698,294

 

23,776

 

Pulte Homes, Inc.

1,701,273

 

23,767

 

Snap-On Inc.

448,274

 

23,606

*

Expedia, Inc.

1,519,087

 

22,953

 

The Stanley Works

548,274

 

22,885

^

Royal Caribbean Cruises, Ltd.

1,079,527

 

22,400

 

Strayer Education, Inc.

110,680

 

22,165

 

American Eagle Outfitters, Inc.

1,439,015

 

21,945

*,^

MGM Mirage, Inc.

758,603

 

21,620

 

Wyndham Worldwide Corp.

1,374,126

 

21,588

*,^

Priceline.com, Inc.

284,552

 

19,472

 

Foot Locker, Inc.

1,202,056

 

19,425

 

Autoliv, Inc.

564,922

 

19,066

 

 

 

 

 

Burger King Holdings Inc.

735,481

 

18,063

*

NVR, Inc.

30,910

 

17,681

*

Big Lots Inc.

632,663

 

17,607

*,^

Lamar Advertising Co. Class A

568,823

 

17,571

*

Wendy's/Arby's Group, Inc.

3,335,935

 

17,547

 

Service Corp. International

2,057,419

 

17,200

 

RadioShack Corp.

970,647

 

16,773

*

Aeropostale, Inc.

520,039

 

16,698

*

DreamWorks Animation SKG, Inc.

527,039

 

16,575

 

WABCO Holdings Inc.

458,602

 

16,299

*

LKQ Corp.

949,846

 

16,119

*

The Warnaco Group, Inc.

354,168

 

16,040

*

Hanesbrands Inc.

732,396

 

15,930

 

Gentex Corp.

1,110,802

 

15,884

*

Discovery Communications Inc. Class C

1,096,450

 

15,526

 

Guess ?, Inc.

444,084

 

15,450

*

Penn National Gaming, Inc.

575,430

 

15,289

 

Centex Corp.

941,837

 

15,258

 

Phillips-Van Heusen Corp.

399,252

 

15,136

^

New York Times Co. Class A

1,054,478

 

15,069

 

Virgin Media Inc.

1,885,164

 

14,893

*

Discovery Communications Inc. Class A

1,041,250

 

14,838

 

Harman International Industries, Inc.

429,803

 

14,643

 

Lennar Corp. Class A

964,007

 

14,643

 

Brinker International, Inc.

786,247

 

14,066

 

John Wiley & Sons Class A

338,939

 

13,710

*

Marvel Entertainment, Inc.

398,377

 

13,601

 

Tupperware Brands Corp.

483,549

 

13,360

*

Dick's Sporting Goods, Inc.

664,481

 

13,011

*

Liberty Media Corp.-Capital Series A

959,776

 

12,842

*

Jarden Corp.

538,341

 

12,624

 

Jones Apparel Group, Inc.

673,582

 

12,468

*

Scientific Games Corp.

539,698

 

12,424

 

Matthews International Corp.

243,229

 

12,341

*

Office Depot, Inc.

2,106,190

 

12,258

 

Liz Claiborne, Inc.

738,145

 

12,128

*

WMS Industries, Inc.

395,491

 

12,090

*,^

Netflix.com, Inc.

384,744

 

11,881

*,^

Sirius XM Radio Inc.

20,799,673

 

11,856

*,^

AutoNation, Inc.

1,041,654

 

11,708

^

Polaris Industries, Inc.

256,704

 

11,677

 

KB Home

593,328

 

11,677

*

Bally Technologies Inc.

382,965

 

11,596

*

Rent-A-Center, Inc.

519,378

 

11,572

*,^

Panera Bread Co.

225,028

 

11,454

*

Career Education Corp.

696,147

 

11,382

 

Williams-Sonoma, Inc.

697,914

 

11,292

*

Tractor Supply Co.

261,046

 

10,977

*

Fossil, Inc.

377,620

 

10,660

 

Sotheby's

524,043

 

10,512

 

Wolverine World Wide, Inc.

389,002

 

10,297

 

Weight Watchers International, Inc.

276,898

 

10,134

*

Deckers Outdoor Corp.

96,178

 

10,010

*,^

Corinthian Colleges, Inc.

664,366

 

9,966

*

Collective Brands, Inc.

541,397

 

9,913

 

 

 

 

*,^

Saks Inc.

1,067,430

 

9,874

 

Hillenbrand Inc.

485,468

 

9,787

 

MDC Holdings, Inc.

264,700

 

9,685

*

Jack in the Box Inc.

458,320

 

9,671

 

Regal Entertainment Group Class A

607,926

 

9,593

 

Arbitron Inc.

213,307

 

9,533

*

AnnTaylor Stores Corp.

460,204

 

9,499

*

Gaylord Entertainment Co.

318,600

 

9,357

*

Live Nation, Inc.

562,134

 

9,146

*,^

J. Crew Group, Inc.

314,535

 

8,986

 

International Speedway Corp.

226,795

 

8,825

 

Barnes & Noble, Inc.

337,589

 

8,804

 

Ryland Group, Inc.

331,454

 

8,790

 

Regis Corp.

319,092

 

8,775

*

Carter's, Inc.

442,845

 

8,737

 

Brunswick Corp.

682,783

 

8,733

 

Aaron Rents, Inc.

322,500

 

8,730

^

Pool Corp.

371,547

 

8,668

*

Lions Gate Entertainment Corp.

926,235

 

8,355

*,^

Life Time Fitness, Inc.

262,399

 

8,205

*,^

Under Armour, Inc.

257,774

 

8,187

 

Men's Wearhouse, Inc.

383,922

 

8,155

^

Meredith Corp.

289,653

 

8,125

 

Orient-Express Hotel Ltd.

330,053

 

7,964

*

The Gymboree Corp.

222,417

 

7,896

*,^

Zale Corp.

309,408

 

7,735

 

The Buckle, Inc.

137,389

 

7,631

*

The Cheesecake Factory Inc.

520,004

 

7,602

*

Chico's FAS, Inc.

1,373,158

 

7,511

 

Interactive Data Corp.

294,563

 

7,429

*,^

Vail Resorts Inc.

211,327

 

7,386

 

Callaway Golf Co.

521,901

 

7,343

^

Thor Industries, Inc.

295,771

 

7,341

 

Choice Hotels International, Inc.

268,345

 

7,272

*

CEC Entertainment Inc.

216,768

 

7,197

 

ArvinMeritor, Inc.

545,293

 

7,111

 

Bob Evans Farms, Inc.

259,121

 

7,071

*

Coinstar, Inc.

218,088

 

6,979

*

Morningstar, Inc.

125,497

 

6,961

*

TRW Automotive Holdings Corp.

433,568

 

6,898

 

Scholastic Corp.

263,485

 

6,766

*

The Children's Place Retail Stores, Inc.

194,582

 

6,489

*

Sonic Corp.

441,641

 

6,435

*

Chipotle Mexican Grill, Inc. Class B

137,215

 

6,415

*

Standard Pacific Corp.

1,297,098

 

6,369

*,^

Meritage Corp.

256,687

 

6,340

*

The Dress Barn, Inc.

411,333

 

6,289

*,^

Chipotle Mexican Grill, Inc.

112,701

 

6,254

^

Ethan Allen Interiors, Inc.

222,693

 

6,240

*,^

Iconix Brand Group Inc.

474,647

 

6,208

*

Helen of Troy Ltd.

266,206

 

6,062

*

Timberland Co.

330,990

 

5,749

^

Tempur-Pedic International Inc.

487,208

 

5,730

 

American Greetings Corp. Class A

373,018

 

5,703

 

CBRL Group, Inc.

215,535

 

5,669

 

 

 

 

*

Quiksilver, Inc.

980,214

 

5,626

^

Columbia Sportswear Co.

133,319

 

5,594

 

Brown Shoe Co., Inc.

340,656

 

5,580

*,^

Jos. A. Bank Clothiers, Inc.

165,589

 

5,564

 

Stewart Enterprises, Inc. Class A

678,424

 

5,332

^

Dillard's Inc.

450,221

 

5,313

*

Papa John's International, Inc.

195,242

 

5,303

 

OfficeMax, Inc.

593,018

 

5,272

*

Hibbett Sports Inc.

262,876

 

5,263

*

Charming Shoppes, Inc.

1,067,174

 

5,218

*

CTC Media, Inc.

346,285

 

5,194

*,^

P.F. Chang's China Bistro, Inc.

217,522

 

5,120

*

Domino's Pizza, Inc.

420,822

 

5,109

^

Genesco, Inc.

149,706

 

5,012

*

Sally Beauty Co. Inc.

577,973

 

4,971

^

NutriSystem, Inc.

276,757

 

4,904

*

JAKKS Pacific, Inc.

195,635

 

4,873

 

Fred's, Inc.

334,885

 

4,762

*

Viacom Inc. Class A

187,325

 

4,657

*,^

Buffalo Wild Wings Inc.

115,502

 

4,648

 

CKE Restaurants Inc.

429,822

 

4,556

*,^

Blue Nile Inc.

105,767

 

4,534

*,^

Hovnanian Enterprises Inc. Class A

548,328

 

4,381

*,^

Lululemon Athletica, Inc.

184,192

 

4,242

*

Exide Technologies

572,163

 

4,223

 

Cato Corp. Class A

240,489

 

4,221

*

Champion Enterprises, Inc.

756,104

 

4,196

*

Pinnacle Entertainment, Inc.

546,197

 

4,129

*

Skechers U.S.A., Inc.

242,443

 

4,080

 

K-Swiss, Inc.

234,440

 

4,079

 

Harte-Hanks, Inc.

386,482

 

4,008

 

Cooper Tire & Rubber Co.

464,975

 

3,999

*

Fuel Systems Solutions, Inc.

115,901

 

3,993

 

Jackson Hewitt Tax Service Inc.

259,985

 

3,988

*

99 Cents Only Stores

362,506

 

3,977

 

Borders Group, Inc.

599,995

 

3,936

 

Stage Stores, Inc.

287,615

 

3,929

*,^

True Religion Apparel, Inc.

150,566

 

3,892

*

Lear Corp.

366,752

 

3,851

 

Finish Line, Inc.

378,334

 

3,780

*

Tenneco Automotive, Inc.

354,357

 

3,767

 

Belo Corp. Class A

631,389

 

3,763

^

Group 1 Automotive, Inc.

171,075

 

3,717

*

Valassis Communications, Inc.

428,142

 

3,708

*

Pier 1 Imports Inc.

893,123

 

3,689

^

Boyd Gaming Corp.

391,887

 

3,668

*,^

Cabela's Inc.

301,580

 

3,643

*

ATC Technology Corp.

152,283

 

3,615

 

National CineMedia Inc.

326,497

 

3,608

^

Hearst-Argyle Television Inc.

161,306

 

3,602

*

Steven Madden, Ltd.

144,192

 

3,573

*

Pre-Paid Legal Services, Inc.

86,309

 

3,561

 

UniFirst Corp.

81,978

 

3,532

*,^

Blockbuster Inc. Class A

1,713,536

 

3,530

 

Modine Manufacturing Co.

243,123

 

3,520

 

 

 

 

*

Clear Channel Outdoor Holdings, Inc. Class A

255,544

 

3,496

 

News Corp., Class B

287,465

 

3,493

 

Movado Group, Inc.

156,214

 

3,491

*

Capella Education Co.

80,700

 

3,459

*

Texas Roadhouse, Inc.

378,787

 

3,405

*

Coldwater Creek Inc.

584,002

 

3,381

 

Furniture Brands International Inc.

320,049

 

3,367

*

Pacific Sunwear of California, Inc.

499,554

 

3,362

*

Steiner Leisure Ltd.

96,106

 

3,304

 

Superior Industries International, Inc.

172,157

 

3,299

^

Winnebago Industries, Inc.

251,619

 

3,251

*

Ticketmaster Entertainment Inc.

296,720

 

3,184

*

Unifi, Inc.

652,559

 

3,158

*

HSN,Inc.

286,320

 

3,152

*

Cox Radio, Inc.

297,603

 

3,143

*

Visteon Corp.

1,350,638

 

3,133

 

Churchill Downs, Inc.

63,626

 

3,116

*

American Public Education, Inc.

63,999

 

3,090

*

Jo-Ann Stores, Inc.

145,188

 

3,046

*

thinkorswim Group, Inc.

364,253

 

3,034

^

La-Z-Boy Inc.

321,087

 

2,993

 

Penske Automotive Group Inc.

259,832

 

2,980

*

Interval Leisure Group, Inc.

286,320

 

2,978

*

Ruby Tuesday, Inc.

503,914

 

2,918

*

Leapfrog Enterprises, Inc.

270,895

 

2,861

*,^

Charter Communications, Inc.

3,806,864

 

2,779

 

CKX, Inc.

444,972

 

2,741

 

CBS Corp. Class A

187,325

 

2,741

*,^

Beazer Homes USA, Inc.

453,129

 

2,710

*

Drew Industries, Inc.

158,131

 

2,706

 

Cinemark Holdings Inc.

198,040

 

2,693

*

Red Robin Gourmet Burgers, Inc.

99,706

 

2,672

*

Universal Technical Institute Inc.

156,604

 

2,672

 

Blyth, Inc.

230,329

 

2,612

 

Oxford Industries, Inc.

100,794

 

2,604

*

PetMed Express, Inc.

165,574

 

2,600

*

K12 Inc.

97,712

 

2,589

*

Hayes Lemmerz International, Inc.

937,676

 

2,560

*

RCN Corp.

207,657

 

2,546

^

Ameristar Casinos, Inc.

174,931

 

2,482

*

Denny's Corp.

956,500

 

2,468

 

Journal Communications, Inc.

497,859

 

2,430

*

Mediacom Communications Corp.

408,673

 

2,419

*

Peet's Coffee & Tea Inc.

86,409

 

2,413

*

The Wet Seal, Inc. Class A

653,518

 

2,372

*,^

Overstock.com, Inc.

119,661

 

2,371

 

Asbury Automotive Group, Inc.

205,633

 

2,369

 

E.W. Scripps Co. Class A

332,072

 

2,348

*,^

Martha Stewart Living Omnimedia, Inc.

271,787

 

2,313

^

Landry's Restaurants, Inc.

148,052

 

2,302

 

World Wrestling Entertainment, Inc.

148,399

 

2,294

*

Hot Topic, Inc.

345,818

 

2,286

 

Monro Muffler Brake, Inc.

98,477

 

2,271

*,^

America's Car-Mart, Inc.

121,756

 

2,263

*,^

California Pizza Kitchen, Inc.

174,869

 

2,251

 

 

 

 

*

Universal Electronics, Inc.

89,157

 

2,227

*

R.H. Donnelley Corp.

1,117,618

 

2,224

*

drugstore.com, Inc.

940,106

 

2,209

^

Talbots Inc.

167,374

 

2,193

 

The Marcus Corp.

136,323

 

2,192

 

Christopher & Banks Corp.

285,729

 

2,192

^

DineEquity, Inc.

128,871

 

2,173

*

Rentrak Corp.

155,678

 

2,153

 

National Presto Industries, Inc.

28,835

 

2,148

*

RC2 Corp.

105,565

 

2,111

 

The Pep Boys (Manny, Moe & Jack)

335,812

 

2,075

*

Midas Inc.

148,720

 

2,046

*

Steak n Shake Co.

233,322

 

2,025

*

Steinway Musical Instruments Inc.

71,453

 

2,024

*

Russ Berrie and Co., Inc.

262,535

 

2,014

*,^

American Apparel, Inc.

245,016

 

2,009

*

Cavco Industries, Inc.

55,249

 

1,997

^

Sealy Corp.

309,085

 

1,997

*

Perry Ellis International Corp.

133,406

 

1,989

*,^

Raser Technologies, Inc.

232,781

 

1,979

 

Weyco Group, Inc.

57,665

 

1,930

*,^

Morgans Hotel Group

176,057

 

1,921

^

Systemax Inc.

134,546

 

1,892

*

Tween Brands, Inc.

192,987

 

1,889

*

Charlotte Russe Holding Inc.

181,641

 

1,862

 

Sinclair Broadcast Group, Inc.

367,686

 

1,853

*

Lumber Liquidators, Inc.

146,800

 

1,844

*,^

Zumiez Inc.

111,392

 

1,836

 

Speedway Motorsports, Inc.

92,800

 

1,808

 

O'Charley's Inc.

203,105

 

1,777

*

Core-Mark Holding Co., Inc.

70,393

 

1,759

 

Warner Music Group Corp.

229,096

 

1,741

 

Big 5 Sporting Goods Corp.

167,487

 

1,728

*

Volcom, Inc.

99,221

 

1,715

*

Audiovox Corp.

181,439

 

1,700

 

bebe stores, inc.

172,701

 

1,687

^

Cherokee Inc.

75,661

 

1,663

*,^

DSW Inc. Class A

120,529

 

1,651

*

Alloy, Inc.

213,036

 

1,647

*

Stoneridge, Inc.

145,817

 

1,640

*

Knology, Inc.

200,193

 

1,616

^

Lee Enterprises, Inc.

451,036

 

1,579

*

Ulta Salon, Cosmetics & Fragrance, Inc.

118,510

 

1,574

 

CSS Industries, Inc.

61,065

 

1,572

*

New York & Co., Inc.

164,381

 

1,568

 

Fisher Communications, Inc.

39,577

 

1,559

*

Maidenform Brands, Inc.

107,282

 

1,557

*

Gaiam, Inc.

143,140

 

1,517

 

Stanley Furniture Co., Inc.

165,753

 

1,513

^

Brookfield Homes Corp.

105,217

 

1,511

^

Ambassadors Group, Inc.

93,413

 

1,486

 

Sonic Automotive, Inc.

174,512

 

1,476

*

G-III Apparel Group, Ltd.

78,883

 

1,476

*

Sturm, Ruger & Co., Inc.

207,396

 

1,439

 

Hooker Furniture Corp.

79,747

 

1,416

 

 

 

 

^

Media General, Inc. Class A

113,095

 

1,406

 

AH Belo Corp.

267,242

 

1,379

*,^

Learning Tree International, Inc.

110,573

 

1,377

^

CPI Corp.

127,480

 

1,370

*

Shutterfly, Inc.

142,417

 

1,369

*

The Princeton Review, Inc.

169,728

 

1,358

*

Monarch Casino & Resort, Inc.

116,178

 

1,323

*

BJ's Restaurants Inc.

106,405

 

1,270

*

1-800-FLOWERS.COM, Inc.

210,260

 

1,266

*

Heelys Inc.

282,118

 

1,264

 

Standard Motor Products, Inc.

201,389

 

1,253

 

Bassett Furniture Industries, Inc.

144,672

 

1,237

 

M/I Homes, Inc.

53,898

 

1,228

*

Playboy Enterprises, Inc. Class B

309,725

 

1,220

 

Arctic Cat, Inc.

133,319

 

1,220

 

Carmike Cinemas, Inc.

321,698

 

1,184

 

Strattec Security Corp.

44,442

 

1,174

*

Orbitz Worldwide, Inc.

198,340

 

1,164

*

Casual Male Retail Group, Inc.

296,047

 

1,163

*

Amerigon Inc.

175,687

 

1,156

*

REX Stores Corp.

99,759

 

1,152

 

Dover Downs Gaming & Entertainment, Inc.

147,727

 

1,149

 

Kenneth Cole Productions, Inc.

78,179

 

1,149

 

American Axle & Manufacturing Holdings, Inc.

211,605

 

1,134

*

Stamps.com Inc.

97,175

 

1,134

*

Eddie Bauer Holding, Inc.

211,948

 

1,134

*

Cache, Inc.

163,302

 

1,122

^

Idearc Inc.

893,481

 

1,117

*

AFC Enterprises, Inc.

153,471

 

1,114

*,^

Quantum Fuel Systems Technologies Worldwide, Inc.

855,130

 

1,103

 

Haverty Furniture Cos., Inc.

94,958

 

1,086

*

Red Lion Hotels Corp.

134,313

 

1,077

*

Shuffle Master, Inc.

210,202

 

1,070

*

Dorman Products, Inc.

84,758

 

1,062

*,^

Conn's, Inc.

56,748

 

1,062

*

A.C. Moore Arts & Crafts, Inc.

167,863

 

1,053

*

Entravision Communications Corp.

384,536

 

1,034

 

Marine Products Corp.

123,504

 

1,025

 

Dover Motorsports, Inc.

187,304

 

1,021

*

Famous Dave's of America, Inc.

165,611

 

995

*

Great Wolf Resorts, Inc.

266,522

 

975

*

Luby's, Inc.

120,681

 

970

 

Skyline Corp.

35,529

 

939

*

Isle of Capri Casinos, Inc.

102,891

 

928

*

Crocs, Inc.

249,348

 

893

*

Retail Ventures, Inc.

225,780

 

881

 

Libbey, Inc.

102,496

 

872

*

Bluegreen Corp.

125,143

 

865

*

Outdoor Channel Holdings Inc.

97,130

 

855

*,^

iRobot Corp.

57,484

 

852

 

Noble International, Ltd.

140,454

 

841

*

Multimedia Games Inc.

193,582

 

838

*

McCormick & Schmick's Seafood Restaurants, Inc.

83,802

 

816

*,^

Smith & Wesson Holding Corp.

215,760

 

807

*

Carriage Services, Inc.

230,507

 

807

 

 

 

 

*,^

Krispy Kreme Doughnuts, Inc.

237,438

 

784

*

dELiA*S, Inc.

272,013

 

783

*

Citi Trends Inc.

47,468

 

773

*

Lin TV Corp.

149,137

 

770

*

Nautilus Inc.

165,451

 

756

*

Dolan Media Co.

74,382

 

751

*

Build-A-Bear-Workshop, Inc.

102,930

 

749

*

Shoe Carnival, Inc.

44,471

 

728

*

4Kids Entertainment Inc.

100,603

 

710

 

Stein Mart, Inc.

179,900

 

703

*

Rubio's Restaurants, Inc.

121,717

 

702

*,^

Empire Resorts Inc.

276,955

 

698

*

Mac-Gray Corp.

66,133

 

694

*

Daily Journal Corp.

16,429

 

688

*

hhgregg, Inc.

70,366

 

686

*

Mothers Work, Inc.

49,107

 

682

*

Morton's Restaurant Group Inc.

133,881

 

679

*

Harris Interactive Inc.

388,366

 

672

*

Saga Communications, Inc.

117,862

 

672

*,^

MarineMax, Inc.

91,527

 

662

*

MTR Gaming Group Inc.

197,509

 

656

*

Hastings Entertainment, Inc.

110,957

 

642

 

Entercom Communications Corp.

127,316

 

639

*

Town Sports International Holdings, Inc.

104,570

 

638

*

Ruth's Hospitality Group Inc.

157,408

 

619

*

Design Within Reach Inc.

189,802

 

617

*

Ashworth, Inc.

181,941

 

611

*

The Dixie Group, Inc.

80,217

 

590

*

Westwood One, Inc.

1,133,112

 

567

*

Maxxam Inc.

40,462

 

562

*

Youbet.com, Inc.

373,015

 

545

 

Lifetime Brands, Inc.

55,386

 

540

*

Nexstar Broadcasting Group, Inc.

242,586

 

539

*

Cosi, Inc.

268,559

 

529

 

Spartan Motors, Inc.

164,594

 

523

*,^

Citadel Broadcasting Corp.

632,221

 

518

*

West Marine, Inc.

86,840

 

518

*

Reading International Inc. Class A

74,141

 

510

*

Lakes Entertainment, Inc.

73,901

 

486

*

Navarre Corp.

335,197

 

486

 

Gray Television, Inc.

281,969

 

485

*

Hallwood Group Inc.

7,400

 

485

 

Johnson Outdoors Inc.

38,263

 

482

*

Hartmarx Corp.

254,476

 

476

*,^

New Motion, Inc.

135,281

 

473

^

The McClatchy Co. Class A

107,526

 

473

 

Circuit City Stores, Inc.

629,813

 

472

*

Hawk Corp. Class A

22,970

 

462

*

Lodgian, Inc.

59,256

 

462

*

Trans World Entertainment Corp.

158,191

 

449

*,^

Jamba Inc.

494,963

 

445

*,^

Cumulus Media Inc.

101,974

 

434

*

Ascent Media Corp.

16,530

 

404

 

PRIMEDIA Inc.

163,968

 

398

*

Fleetwood Enterprises, Inc.

357,891

 

369

 

 

 

 

*

Hollywood Media Corp.

159,336

 

359

*

Duckwall-ALCO Stores, Inc.

23,108

 

351

*

FGX International Holdings Ltd.

31,359

 

347

*,^

Six Flags, Inc.

516,965

 

346

*

Riviera Holdings Corp.

47,000

 

345

*,^

Premier Exhibitions Inc.

185,540

 

334

*,^

Trump Entertainment Resorts, Inc.

273,377

 

334

*,^

Cost Plus, Inc.

170,645

 

333

*

Interstate Hotels & Resorts, Inc.

140,111

 

329

*

Kirkland's, Inc.

141,488

 

321

*

Private Media Group, Inc.

217,289

 

315

*

Radio One, Inc. Class D

413,901

 

310

 

Lithia Motors, Inc.

69,247

 

298

*

Pomeroy IT Solutions, Inc.

65,916

 

297

*

Benihana Inc. Class A

64,278

 

296

 

Shiloh Industries, Inc.

32,722

 

277

 

Books-a-Million Inc.

54,238

 

271

*

Century Casinos, Inc.

121,886

 

256

 

Escalade, Inc.

85,042

 

255

*

California Coastal Communities, Inc.

116,309

 

254

*,^

Gander Mountain Co.

68,721

 

225

 

Aaron Rents, Inc. Class A

10,125

 

223

^

Bon-Ton Stores, Inc.

81,373

 

221

 

Lennar Corp. Class B

18,034

 

220

*

Select Comfort Corp.

131,313

 

217

 

Canterbury Park Holding Corp.

23,700

 

207

*

Carrols Restaurant Group Inc.

65,558

 

197

*

Regent Communications, Inc.

223,301

 

197

 

Craftmade International, Inc.

49,016

 

183

*

Benihana Inc.

37,839

 

174

*

Joe's Jeans, Inc.

157,620

 

173

*

Woodbridge Holdings Corp.

58,196

 

164

*

Hovnanian Enterprises

19,300

 

154

^

Orleans Homebuilders, Inc.

37,570

 

152

*

Salem Communications Corp.

115,577

 

144

*

EDCI Holdings, Inc.

35,683

 

143

*

Blockbuster Inc. Class B

104,887

 

138

*

S&K Famous Brands Inc.

41,491

 

129

 

Beasley Broadcast Group, Inc.

74,414

 

126

*

Emerson Radio Corp.

135,771

 

122

*

Spanish Broadcasting System, Inc.

320,397

 

122

*

Sport Chalet, Inc. Class A

48,300

 

119

*

Lazare Kaplan International, Inc.

15,258

 

118

*

Tuesday Morning Corp.

27,817

 

115

*

Fairchild Corp.

42,344

 

110

*

NTN Communications, Inc.

497,306

 

109

*

Progressive Gaming International Corp.

74,684

 

107

 

Cobra Electronics Corp.

43,655

 

103

*

Nevada Gold & Casinos, Inc.

101,103

 

85

*

Proliance International Inc.

106,628

 

80

 

Tandy Brands Accessories, Inc.

16,602

 

79

*

DEI Holdings, Inc.

76,252

 

76

*

Concord Camera Corp.

26,112

 

63

*

Acme Communications, Inc.

63,501

 

60

*

Tarrant Apparel Group, Inc.

89,701

 

55

 

 

 

 

*

Rockford Corp.

24,690

 

29

 

Monaco Coach Corp.

14,768

 

29

*

Palm Harbor Homes, Inc.

2,433

 

24

*

Meade Instruments Corp.

60,549

 

15

*

Tarragon Corp.

45,291

 

12

*

SPAR Group, Inc.

16,174

 

12

*

Magna Entertainment Corp.

5,927

 

10

*,^

Source Interlink Cos., Inc.

8,923

 

9

*

Sport Chalet, Inc.

1,825

 

6

*

Nexcen Brands, Inc.

20,725

 

6

*,^

Comstock Homebuilding Cos., Inc.

22,494

 

5

*

ValueVision Media, Inc.

1,166

 

2

*

Emmis Communications, Inc.

2,111

 

2

*,^

Gadzooks, Inc.

257,226

 

 

 

9,213,703

Consumer Staples (10.5%)

 

The Procter & Gamble Co.

23,694,738

 

1,651,286

 

Wal-Mart Stores, Inc.

18,404,427

 

1,102,241

 

PepsiCo, Inc.

12,309,948

 

877,330

 

The Coca-Cola Co.

16,224,940

 

857,975

 

Philip Morris International Inc.

16,370,686

 

787,430

 

CVS/Caremark Corp.

11,093,691

 

373,414

 

Kraft Foods Inc.

11,294,536

 

369,896

 

Anheuser-Busch Cos., Inc.

5,534,356

 

359,069

 

Altria Group, Inc.

16,254,450

 

322,488

 

Colgate-Palmolive Co.

3,941,215

 

296,971

 

Walgreen Co.

7,687,067

 

237,992

 

Costco Wholesale Corp.

3,362,663

 

218,338

 

Kimberly-Clark Corp.

3,247,553

 

210,571

 

General Mills, Inc.

2,600,319

 

178,694

 

Sysco Corp.

4,661,694

 

143,720

 

Avon Products, Inc.

3,312,277

 

137,691

 

The Kroger Co.

4,870,061

 

133,829

 

H.J. Heinz Co.

2,446,055

 

122,083

 

Kellogg Co.

2,058,147

 

115,462

 

Wm. Wrigley Jr. Co.

1,420,976

 

112,826

 

Archer-Daniels-Midland Co.

4,497,940

 

98,550

 

Lorillard, Inc.

1,349,943

 

96,048

 

Safeway, Inc.

3,399,748

 

80,642

 

UST, Inc.

1,147,816

 

76,376

 

ConAgra Foods, Inc.

3,785,881

 

73,673

 

Sara Lee Corp.

5,484,017

 

69,263

 

Campbell Soup Co.

1,769,002

 

68,283

 

The Clorox Co.

1,070,536

 

67,112

 

Reynolds American Inc.

1,376,083

 

66,905

 

Bunge Ltd.

944,053

 

59,645

*

Dr. Pepper Snapple Group, Inc.

1,965,517

 

52,047

 

The Hershey Co.

1,227,638

 

48,541

 

Molson Coors Brewing Co. Class B

955,116

 

44,652

 

The Estee Lauder Cos. Inc. Class A

806,879

 

40,271

 

Coca-Cola Enterprises, Inc.

2,272,364

 

38,108

 

SuperValu Inc.

1,651,224

 

35,832

 

McCormick & Co., Inc.

897,173

 

34,496

*

Energizer Holdings, Inc.

424,560

 

34,198

*

Constellation Brands, Inc. Class A

1,504,174

 

32,280

 

 

 

 

 

The Pepsi Bottling Group, Inc.

1,104,058

 

32,205

 

Church & Dwight, Inc.

516,265

 

32,055

 

Brown-Forman Corp. Class B

422,646

 

30,350

*

Ralcorp Holdings, Inc.

436,745

 

29,441

*

Dean Foods Co.

1,182,698

 

27,628

 

Tyson Foods, Inc.

2,252,762

 

26,898

^

Whole Foods Market, Inc.

1,089,339

 

21,819

 

Hormel Foods Corp.

579,897

 

21,039

 

J.M. Smucker Co.

410,319

 

20,799

 

Alberto-Culver Co.

704,384

 

19,187

 

Flowers Foods, Inc.

644,274

 

18,916

 

Corn Products International, Inc.

576,880

 

18,622

*

BJ's Wholesale Club, Inc.

464,875

 

18,065

 

Longs Drug Stores, Inc.

236,387

 

17,880

*,^

Hansen Natural Corp.

582,690

 

17,626

 

Herbalife Ltd.

380,222

 

15,026

*

Smithfield Foods, Inc.

941,051

 

14,944

*

Central European Distribution Corp.

320,359

 

14,548

 

Wm. Wrigley Jr. Co. Class B

171,685

 

13,563

*

NBTY, Inc.

434,815

 

12,836

 

Del Monte Foods Co.

1,534,368

 

11,968

 

Casey's General Stores, Inc.

376,368

 

11,355

 

PepsiAmericas, Inc.

498,608

 

10,331

 

Universal Corp. (VA)

210,188

 

10,318

*,^

Chattem, Inc.

127,726

 

9,986

 

Ruddick Corp.

301,193

 

9,774

*

Hain Celestial Group, Inc.

315,267

 

8,679

*

United Natural Foods, Inc.

318,913

 

7,970

*

Darling International, Inc.

638,922

 

7,098

 

Lancaster Colony Corp.

180,601

 

6,801

 

Nu Skin Enterprises, Inc.

417,758

 

6,776

*

TreeHouse Foods Inc.

220,472

 

6,548

^

Vector Group Ltd.

350,937

 

6,198

^

Tootsie Roll Industries, Inc.

202,528

 

5,855

 

Sanderson Farms, Inc.

151,974

 

5,584

*

Winn-Dixie Stores, Inc.

376,005

 

5,226

 

Nash-Finch Co.

121,157

 

5,224

*

Chiquita Brands International, Inc.

326,506

 

5,162

 

The Andersons, Inc.

137,739

 

4,851

 

WD-40 Co.

129,541

 

4,654

 

Lance, Inc.

203,390

 

4,615

*,^

Green Mountain Coffee Roasters, Inc.

110,952

 

4,365

*

Elizabeth Arden, Inc.

195,175

 

3,831

 

J & J Snack Foods Corp.

112,235

 

3,806

 

Diamond Foods, Inc.

132,443

 

3,712

*

The Pantry, Inc.

174,980

 

3,708

*,^

USANA Health Sciences, Inc.

82,835

 

3,395

 

Spartan Stores, Inc.

134,282

 

3,341

*

Boston Beer Co., Inc. Class A

65,288

 

3,101

*

Bare Escentuals, Inc.

274,325

 

2,982

 

Weis Markets, Inc.

82,273

 

2,963

*,^

Rite Aid Corp.

3,598,554

 

2,915

*

The Great Atlantic & Pacific Tea Co., Inc.

254,479

 

2,753

*

American Oriental Bioengineering, Inc.

419,245

 

2,721

*

Alliance One International, Inc.

650,849

 

2,473

 

 

 

 

*

Prestige Brands Holdings Inc.

276,462

 

2,455

^

Cal-Maine Foods, Inc.

74,958

 

2,057

*,^

Smart Balance Inc.

294,435

 

1,931

 

PriceSmart, Inc.

111,893

 

1,873

 

Ingles Markets, Inc.

73,804

 

1,685

*

Revlon, Inc.

112,539

 

1,671

*

Central Garden & Pet Co. Class A

278,018

 

1,654

 

Alico, Inc.

32,069

 

1,521

 

Imperial Sugar Co.

103,812

 

1,406

*

Physicians Formula Holdings, Inc.

235,100

 

1,399

*

Central Garden and Pet Co.

230,992

 

1,358

*

Nutraceutical International Corp.

122,891

 

1,358

*,^

John B. Sanfilippo & Son, Inc.

158,467

 

1,355

*,^

Lifeway Foods, Inc.

106,472

 

1,246

 

B&G Foods Inc.

170,515

 

1,219

 

Coca-Cola Bottling Co.

27,693

 

1,209

 

Arden Group Inc. Class A

8,101

 

1,180

*

Omega Protein Corp.

95,295

 

1,121

*,^

Medifast, Inc.

136,948

 

933

^

Pilgrim's Pride Corp.

356,954

 

889

 

Farmer Brothers, Inc.

35,298

 

878

 

Tasty Baking Co. Class A

212,205

 

876

 

Oil-Dri Corp. of America

51,667

 

874

 

Inter Parfums, Inc.

63,699

 

864

*,^

Star Scientific, Inc.

237,255

 

845

 

Village Super Market Inc. Class A

17,718

 

845

^

Reliv International, Inc.

143,244

 

723

^

Mannatech, Inc.

175,060

 

700

*

National Beverage Corp.

76,231

 

676

*

Schiff Nutrition International, Inc.

89,111

 

609

*

Parlux Fragrances, Inc.

118,160

 

607

 

Calavo Growers, Inc.

47,369

 

590

*,^

Susser Holdings Corp.

32,374

 

488

 

Reddy Ice Holdings, Inc.

133,294

 

487

 

Griffin Land & Nurseries, Inc.

12,715

 

471

*

Seneca Foods Corp.

16,890

 

321

*

Zapata Corp.

40,800

 

273

*

Inventure Group, Inc.

134,275

 

228

 

MGP Ingredients, Inc.

77,474

 

220

*,^

Jones Soda Co.

134,327

 

191

*

Spectrum Brands Inc.

69,211

 

96

*

Vermont Pure Holdings, Ltd.

29,700

 

37

*

Integrated Biopharma, Inc.

32,100

 

22

*

iBioPharma Inc.

19,300

 

19

 

 

10,392,174

Energy (12.2%)

 

ExxonMobil Corp.

41,007,377

 

3,184,633

 

Chevron Corp.

16,053,088

 

1,324,059

 

ConocoPhillips Co.

11,372,667

 

833,048

 

Schlumberger Ltd.

9,259,763

 

723,095

 

Occidental Petroleum Corp.

6,369,799

 

448,752

 

Devon Energy Corp.

3,289,602

 

300,012

*

Transocean, Inc.

2,474,823

 

271,835

 

Apache Corp.

2,589,097

 

269,991

 

 

 

 

 

Halliburton Co.

6,770,656

 

219,302

 

Marathon Oil Corp.

5,496,681

 

219,153

 

XTO Energy, Inc.

4,263,304

 

198,329

 

Hess Corp.

2,256,082

 

185,179

 

Anadarko Petroleum Corp.

3,633,197

 

176,246

 

EOG Resources, Inc.

1,927,221

 

172,409

*

National Oilwell Varco Inc.

3,222,252

 

161,854

 

Baker Hughes, Inc.

2,390,620

 

144,728

 

Chesapeake Energy Corp.

3,984,402

 

142,881

*

Weatherford International Ltd.

5,265,601

 

132,377

 

Valero Energy Corp.

4,101,871

 

124,287

 

Spectra Energy Corp.

4,915,795

 

116,996

 

Williams Cos., Inc.

4,535,722

 

107,270

 

Smith International, Inc.

1,698,280

 

99,587

 

Peabody Energy Corp.

2,107,268

 

94,827

 

Noble Corp.

2,086,014

 

91,576

 

Murphy Oil Corp.

1,400,816

 

89,848

*

Southwestern Energy Co.

2,654,296

 

81,062

 

Noble Energy, Inc.

1,336,986

 

74,323

 

El Paso Corp.

5,452,696

 

69,576

*

Ultra Petroleum Corp.

1,187,114

 

65,695

 

CONSOL Energy, Inc.

1,418,771

 

65,107

*

Cameron International Corp.

1,682,866

 

64,858

 

ENSCO International, Inc.

1,122,085

 

64,666

 

Diamond Offshore Drilling, Inc.

539,909

 

55,643

*

Nabors Industries, Inc.

2,188,340

 

54,533

 

Range Resources Corp.

1,198,310

 

51,372

 

Pioneer Natural Resources Co.

928,437

 

48,539

*

FMC Technologies Inc.

994,884

 

46,312

 

BJ Services Co.

2,284,872

 

43,710

*

Petrohawk Energy Corp.

1,919,603

 

41,521

*

Pride International, Inc.

1,304,129

 

38,615

 

Arch Coal, Inc.

1,120,361

 

36,849

*

Denbury Resources, Inc.

1,910,045

 

36,367

 

Helmerich & Payne, Inc.

810,424

 

35,002

*

Newfield Exploration Co.

1,024,051

 

32,759

*

Forest Oil Corp.

656,061

 

32,541

 

Sunoco, Inc.

907,790

 

32,299

 

Cimarex Energy Co.

643,790

 

31,488

*

Plains Exploration & Production Co.

834,821

 

29,352

*

Alpha Natural Resources, Inc.

546,214

 

28,092

 

Cabot Oil & Gas Corp.

760,407

 

27,481

 

Rowan Cos., Inc.

876,382

 

26,773

*

Kinder Morgan Management, LLC

524,293

 

25,795

 

Patterson-UTI Energy, Inc.

1,202,506

 

24,074

*

Whiting Petroleum Corp.

328,704

 

23,423

*

Oceaneering International, Inc.

428,730

 

22,860

 

Massey Energy Co.

626,333

 

22,341

 

Tidewater Inc.

385,917

 

21,364

*

Dresser Rand Group, Inc.

668,770

 

21,046

 

Walter Industries, Inc.

429,678

 

20,388

*

Superior Energy Services, Inc.

628,243

 

19,564

*

Unit Corp.

366,503

 

18,259

 

Southern Union Co.

867,843

 

17,921

*

Comstock Resources, Inc.

353,917

 

17,714

 

 

 

 

^

Tesoro Corp.

1,070,774

 

17,657

 

Penn Virginia Corp.

323,921

 

17,310

^

Core Laboratories N.V.

169,903

 

17,215

 

St. Mary Land & Exploration Co.

478,221

 

17,049

*

Encore Acquisition Co.

393,693

 

16,449

*

Helix Energy Solutions Group, Inc.

676,692

 

16,430

*

Atwood Oceanics, Inc.

448,660

 

16,331

*

Quicksilver Resources, Inc.

803,614

 

15,775

*

Exterran Holdings, Inc.

485,358

 

15,512

*

Continental Resources, Inc.

395,035

 

15,497

 

Frontier Oil Corp.

808,582

 

14,894

*

Oil States International, Inc.

385,502

 

13,628

*

IHS Inc. Class A

284,526

 

13,555

 

Overseas Shipholding Group Inc.

228,259

 

13,310

*

SEACOR Holdings Inc.

162,095

 

12,797

*

Mariner Energy Inc.

615,719

 

12,622

 

Foundation Coal Holdings, Inc.

353,114

 

12,564

*

Patriot Coal Corp.

416,314

 

12,094

*

EXCO Resources, Inc.

696,821

 

11,372

*

SandRidge Energy, Inc.

569,568

 

11,164

 

Berry Petroleum Class A

282,998

 

10,961

*

Grey Wolf, Inc.

1,393,218

 

10,839

*

Arena Resources, Inc.

276,293

 

10,734

*

Concho Resources, Inc.

383,708

 

10,594

*

Hercules Offshore, Inc.

693,670

 

10,516

*

Dril-Quip, Inc.

238,424

 

10,345

*

Stone Energy Corp.

232,585

 

9,845

 

Atlas America, Inc.

283,489

 

9,670

 

Holly Corp.

332,767

 

9,624

*

ION Geophysical Corp.

661,590

 

9,388

*

Swift Energy Co.

238,765

 

9,238

 

Lufkin Industries, Inc.

115,578

 

9,171

*

Goodrich Petroleum Corp.

203,949

 

8,890

 

CARBO Ceramics Inc.

163,077

 

8,416

*,^

McMoRan Exploration Co.

347,485

 

8,215

*

TETRA Technologies, Inc.

581,359

 

8,052

*

Willbros Group, Inc.

303,032

 

8,030

*

Bill Barrett Corp.

246,382

 

7,911

*

Carrizo Oil & Gas, Inc.

215,387

 

7,812

 

Crosstex Energy, Inc.

305,505

 

7,628

*

Complete Production Services, Inc.

375,771

 

7,564

*

Rosetta Resources, Inc.

401,791

 

7,377

*,^

BPZ Energy, Inc.

425,360

 

7,316

*

Parker Drilling Co.

899,420

 

7,213

*,^

Delta Petroleum Corp.

521,270

 

7,079

*

Bristow Group, Inc.

208,764

 

7,065

*

Hornbeck Offshore Services, Inc.

182,066

 

7,031

 

W&T Offshore, Inc.

240,222

 

6,556

*,^

International Coal Group, Inc.

1,007,425

 

6,286

*

Gulfmark Offshore, Inc.

139,224

 

6,248

*

Contango Oil & Gas Co.

109,585

 

5,915

*

Global Industries Ltd.

832,924

 

5,781

*,^

USEC Inc.

1,046,706

 

5,663

*

Pioneer Drilling Co.

421,200

 

5,602

*,^

Oilsands Quest, Inc.

1,867,257

 

5,583

 

 

 

 

*

PetroQuest Energy, Inc.

354,850

 

5,447

*

NATCO Group Inc.

132,607

 

5,328

*

Newpark Resources, Inc.

711,481

 

5,194

*

GMX Resources Inc.

107,980

 

5,161

*

CNX Gas Corp.

229,038

 

5,128

 

World Fuel Services Corp.

218,201

 

5,025

*

Warren Resources Inc.

502,396

 

5,014

*

Petroleum Development Corp.

112,927

 

5,011

*

James River Coal Co.

223,742

 

4,920

*

Matrix Service Co.

238,702

 

4,559

 

Gulf Island Fabrication, Inc.

126,325

 

4,354

 

General Maritime Corp.

216,718

 

4,222

*

ATP Oil & Gas Corp.

215,965

 

3,846

*

Enbridge Energy Management LLC

88,720

 

3,715

*

Brigham Exploration Co.

329,679

 

3,623

*

Harvest Natural Resources, Inc.

333,313

 

3,373

 

RPC Inc.

235,608

 

3,313

*

Clayton Williams Energy, Inc.

46,312

 

3,266

*,^

TXCO Resources Inc.

317,910

 

3,192

*

Dawson Geophysical Co.

68,309

 

3,189

*

Cal Dive International, Inc.

286,484

 

3,037

*

Basic Energy Services Inc.

137,491

 

2,929

*

Parallel Petroleum Corp.

303,350

 

2,858

*

T-3 Energy Services, Inc.

76,428

 

2,837

*

PHI Inc. Non-Voting Shares

73,329

 

2,708

*,^

Clean Energy Fuels Corp.

183,628

 

2,598

*

Callon Petroleum Co.

143,642

 

2,590

*

Superior Well Services, Inc.

101,431

 

2,567

*,^

Allis-Chalmers Energy Inc.

200,650

 

2,538

*

ENGlobal Corp.

190,026

 

2,522

*,^

Rentech, Inc.

1,661,217

 

2,209

*

Vaalco Energy, Inc.

313,446

 

2,144

*,^

FX Energy, Inc.

268,600

 

1,998

*,^

Trico Marine Services, Inc.

116,225

 

1,985

 

Arlington Tankers Ltd.

129,047

 

1,985

*

Energy Partners, Ltd.

225,937

 

1,959

*

Veneco Inc.

150,634

 

1,958

^

Western Refining, Inc.

189,099

 

1,912

*

Bronco Drilling Co., Inc.

177,645

 

1,816

*

Double Eagle Petroleum Co.

120,329

 

1,718

*

Gasco Energy Inc.

943,505

 

1,717

*

Endeavor International Corp.

1,295,046

 

1,709

*

Gulfport Energy Corp.

169,851

 

1,707

^

Alon USA Energy, Inc.

125,079

 

1,686

*

Natural Gas Services Group

81,853

 

1,430

*

VeraSun Energy Corp.

439,156

 

1,375

*

Westmoreland Coal Co.

86,652

 

1,369

*

CVR Energy, Inc.

159,215

 

1,357

*

Kodiak Oil & Gas Corp.

900,216

 

1,350

^

APCO Argentina Inc.

45,533

 

1,289

*

Boots & Coots International Well Control, Inc.

634,165

 

1,224

*

The Meridian Resource Corp.

633,127

 

1,165

 

Panhandle Royalty Co.

40,655

 

1,164

*

Abraxas Petroleum Corp.

443,342

 

1,157

*,^

Toreador Resources Corp.

121,222

 

1,090

 

 

 

 

*,^

SulphCo, Inc.

515,932

 

1,037

*,^

Tri-Valley Corp.

157,282

 

997

*

Union Drilling, Inc.

90,414

 

957

 

Delek US Holdings, Inc.

101,000

 

936

*

Bolt Technology Corp.

64,611

 

935

*

Syntroleum Corp.

842,927

 

919

*

OYO Geospace Corp.

22,622

 

889

*,^

Pacific Ethanol, Inc.

637,372

 

886

*,^

GeoGlobal Resources Inc.

338,871

 

854

*

RAM Energy Resources, Inc.

261,952

 

757

*,^

BMB Munai Inc.

154,127

 

640

*

Credo Pete Corp.

78,315

 

577

*

Edge Petroleum Corp.

299,496

 

536

 

Barnwell Industries, Inc.

53,295

 

504

*

Cano Petroleum Inc.

195,491

 

452

*

American Oil & Gas Inc.

154,760

 

404

*

Ngas Resources Inc.

84,091

 

399

*

Aventine Renewable Energy Holdings, Inc.

117,303

 

371

*

Uranium Resources Inc.

214,495

 

363

*

Mitcham Industries, Inc.

32,811

 

331

*,^

Verenium Corp.

337,139

 

317

*

Approach Resources Inc.

20,514

 

297

*

Geomet, Inc.

52,296

 

285

*

Quest Resource Corp.

103,370

 

275

*

Harken Energy Corp.

34,314

 

270

*

Geokinetics Inc.

13,371

 

254

*,^

Cheniere Energy, Inc.

77,230

 

174

*,^

CanArgo Energy Corp.

1,128,079

 

158

 

Houston American Energy Corp.

24,600

 

155

*,^

Evergreen Energy, Inc.

111,824

 

105

 

CanArgo Energy Corp Rights Exp. 10/24/08

1,128,079

 

45

*,^

Aurora Oil & Gas Corp.

104,070

 

14

*

Transmeridian Exploration Inc.

22,541

 

7

 

 

12,049,578

Financials (16.8%)

 

JPMorgan Chase & Co.

28,430,859

 

1,327,721

 

Bank of America Corp.

35,383,626

 

1,238,427

 

Wells Fargo & Co.

24,350,614

 

913,879

 

Citigroup, Inc.

40,744,715

 

835,674

 

U.S. Bancorp

13,508,807

 

486,587

 

The Goldman Sachs Group, Inc.

3,034,611

 

388,430

 

Merrill Lynch & Co., Inc.

12,090,327

 

305,885

 

MetLife, Inc.

5,329,313

 

298,442

 

Bank of New York Mellon Corp.

8,877,408

 

289,226

 

American Express Co.

8,091,564

 

286,684

 

Prudential Financial, Inc.

3,369,515

 

242,605

*

Berkshire Hathaway Inc. Class B

50,955

 

223,947

 

AFLAC Inc.

3,689,242

 

216,743

 

The Travelers Cos., Inc.

4,693,351

 

212,139

 

PNC Financial Services Group

2,684,229

 

200,512

 

Charles Schwab Corp.

7,563,291

 

196,646

 

State Street Corp.

3,310,873

 

188,322

 

The Allstate Corp.

4,061,016

 

187,294

 

Morgan Stanley

7,733,506

 

177,871

 

 

 

 

 

CME Group, Inc.

470,137

 

174,661

 

Simon Property Group, Inc. REIT

1,744,327

 

169,200

^

BB&T Corp.

4,244,134

 

160,428

 

The Chubb Corp.

2,836,725

 

155,736

 

Capital One Financial Corp.

2,912,061

 

148,515

 

Ace Ltd.

2,584,369

 

139,892

 

Marsh & McLennan Cos., Inc.

3,970,657

 

126,108

 

SunTrust Banks, Inc.

2,588,691

 

116,465

 

Franklin Resources Corp.

1,284,198

 

113,176

 

Northern Trust Corp.

1,537,721

 

111,023

*

Berkshire Hathaway Inc. Class A

848

 

110,749

 

T. Rowe Price Group Inc.

1,914,864

 

102,847

 

Loews Corp.

2,539,272

 

100,276

 

The Hartford Financial Services Group Inc.

2,442,517

 

100,119

 

Vornado Realty Trust REIT

1,072,941

 

97,584

 

Public Storage, Inc. REIT

984,672

 

97,492

 

Aon Corp.

2,086,798

 

93,822

 

Equity Residential REIT

2,099,863

 

93,255

 

The Principal Financial Group, Inc.

2,009,571

 

87,396

 

Boston Properties, Inc. REIT

929,160

 

87,025

 

Progressive Corp. of Ohio

4,996,446

 

86,938

 

Lincoln National Corp.

2,012,573

 

86,158

 

ProLogis REIT

2,034,763

 

83,975

 

HCP, Inc. REIT

1,939,837

 

77,846

 

Unum Group

2,690,072

 

67,521

 

Hudson City Bancorp, Inc.

3,629,164

 

66,958

 

Plum Creek Timber Co. Inc. REIT

1,329,699

 

66,299

 

Ameriprise Financial, Inc.

1,725,057

 

65,897

 

Leucadia National Corp.

1,445,271

 

65,673

 

Kimco Realty Corp. REIT

1,773,670

 

65,519

 

Invesco, Ltd.

3,010,634

 

63,163

 

American International Group, Inc.

18,618,750

 

62,000

 

Avalonbay Communities, Inc. REIT

597,834

 

58,839

 

Wachovia Corp.

16,761,138

 

58,664

 

Annaly Mortgage Management Inc. REIT

4,108,497

 

55,259

 

Moody's Corp.

1,616,647

 

54,966

 

Ventas, Inc. REIT

1,076,134

 

53,183

 

Regions Financial Corp.

5,394,631

 

51,788

 

People's United Financial Inc.

2,687,945

 

51,743

 

Host Hotels & Resorts Inc. REIT

3,853,474

 

51,213

^

M & T Bank Corp.

555,915

 

49,615

 

Fifth Third Bancorp

4,021,218

 

47,852

 

Discover Financial Services

3,351,621

 

46,319

 

KeyCorp

3,769,742

 

45,011

*

SLM Corp.

3,627,027

 

44,758

 

Assurant, Inc.

781,250

 

42,969

 

New York Community Bancorp, Inc.

2,534,753

 

42,559

 

XL Capital Ltd. Class A

2,364,508

 

42,419

 

Torchmark Corp.

697,289

 

41,698

 

Everest Re Group, Ltd.

481,376

 

41,653

 

Legg Mason Inc.

1,082,073

 

41,184

 

NYSE Euronext

1,029,503

 

40,336

*,^

American Capital Ltd.

1,578,943

 

40,279

 

Health Care Inc. REIT

754,538

 

40,164

 

Federal Realty Investment Trust REIT

456,697

 

39,093

 

 

 

 

 

Comerica, Inc.

1,168,512

 

38,316

 

Marshall & Ilsley Corp.

1,811,340

 

36,499

 

Regency Centers Corp. REIT

543,048

 

36,216

 

The Macerich Co. REIT

564,293

 

35,917

*

IntercontinentalExchange Inc.

438,882

 

35,409

 

Willis Group Holdings Ltd.

1,096,453

 

35,372

 

Axis Capital Holdings Ltd.

1,098,209

 

34,824

 

AMB Property Corp. REIT

761,273

 

34,486

 

Cincinnati Financial Corp.

1,205,189

 

34,276

*

Nasdaq Stock Market Inc.

1,087,411

 

33,242

^

Zions Bancorp

833,468

 

32,255

 

Janus Capital Group Inc.

1,264,652

 

30,706

 

Eaton Vance Corp.

851,261

 

29,990

*

TD Ameritrade Holding Corp.

1,845,203

 

29,892

 

White Mountains Insurance Group Inc.

63,093

 

29,638

 

Developers Diversified Realty Corp. REIT

932,282

 

29,544

 

SL Green Realty Corp. REIT

454,217

 

29,433

 

Genworth Financial Inc.

3,367,941

 

28,998

 

Rayonier Inc. REIT

609,109

 

28,841

 

PartnerRe Ltd.

422,085

 

28,740

 

General Growth Properties Inc. REIT

1,871,061

 

28,253

*,^

The St. Joe Co.

718,342

 

28,080

 

Alexandria Real Estate Equities, Inc. REIT

249,484

 

28,067

 

Duke Realty Corp. REIT

1,141,474

 

28,057

 

W.R. Berkley Corp.

1,177,540

 

27,731

*

Philadelphia Consolidated Holding Corp.

472,639

 

27,682

 

Liberty Property Trust REIT

720,017

 

27,109

 

Nationwide Health Properties, Inc. REIT

749,035

 

26,950

*,^

Affiliated Managers Group, Inc.

318,637

 

26,399

 

UDR, Inc. REIT

1,006,093

 

26,309

*

Markel Corp.

73,302

 

25,766

*

Arch Capital Group Ltd.

348,983

 

25,486

 

Digital Realty Trust, Inc. REIT

525,015

 

24,807

 

RenaissanceRe Holdings Ltd.

476,212

 

24,763

 

Cullen/Frost Bankers, Inc.

411,167

 

24,670

 

Raymond James Financial, Inc.

741,382

 

24,451

 

Apartment Investment & Management Co. Class A REIT

697,301

 

24,419

 

HCC Insurance Holdings, Inc.

895,228

 

24,171

 

Essex Property Trust, Inc. REIT

198,445

 

23,482

 

SEI Investments Co.

1,048,836

 

23,284

 

Fidelity National Financial, Inc. Class A

1,582,544

 

23,263

 

Synovus Financial Corp.

2,180,626

 

22,569

 

Commerce Bancshares, Inc.

475,239

 

22,051

 

Old Republic International Corp.

1,701,046

 

21,688

 

Huntington Bancshares Inc.

2,703,370

 

21,600

 

Weingarten Realty Investors REIT

587,401

 

20,953

 

Senior Housing Properties Trust REIT

871,458

 

20,767

 

Valley National Bancorp

988,642

 

20,722

 

Federated Investors, Inc.

713,872

 

20,581

 

Taubman Co. REIT

410,403

 

20,520

^

Realty Income Corp. REIT

787,836

 

20,169

 

Brown & Brown, Inc.

931,012

 

20,128

 

Bank of Hawaii Corp.

372,806

 

19,926

 

StanCorp Financial Group, Inc.

381,215

 

19,823

 

BRE Properties Inc. Class A REIT

397,129

 

19,459

 

 

 

 

^

Jefferies Group, Inc.

883,597

 

19,333

 

Camden Property Trust REIT

413,005

 

18,940

*

CB Richard Ellis Group, Inc.

1,416,468

 

18,938

^

Apollo Investment Corp.

1,102,341

 

18,795

 

Associated Banc-Corp.

941,092

 

18,775

^

MBIA, Inc.

1,566,767

 

18,645

 

Arthur J. Gallagher & Co.

721,250

 

18,507

 

The Hanover Insurance Group Inc.

399,481

 

18,184

 

First American Corp.

610,670

 

18,015

 

Aspen Insurance Holdings Ltd.

651,449

 

17,915

^

CapitalSource Inc. REIT

1,446,530

 

17,792

 

Nationwide Financial Services, Inc.

357,858

 

17,653

 

Highwood Properties, Inc. REIT

494,131

 

17,571

 

Douglas Emmett, Inc. REIT

755,403

 

17,427

 

Mack-Cali Realty Corp. REIT

510,808

 

17,301

 

City National Corp.

316,460

 

17,184

^

Popular, Inc.

2,072,239

 

17,179

 

American Financial Group, Inc.

569,372

 

16,796

 

Sovereign Bancorp, Inc.

4,218,348

 

16,662

 

BancorpSouth, Inc.

576,887

 

16,228

 

Corporate Office Properties Trust, Inc. REIT

397,617

 

16,044

^

TCF Financial Corp.

885,420

 

15,938

 

Waddell & Reed Financial, Inc.

641,241

 

15,871

*

Alleghany Corp.

42,215

 

15,408

 

CIT Group Inc.

2,194,205

 

15,272

^

Wilmington Trust Corp.

523,465

 

15,091

 

Forest City Enterprise Class A

490,502

 

15,044

 

Hospitality Properties Trust REIT

732,855

 

15,038

^

Allied Capital Corp.

1,389,501

 

15,007

 

Fulton Financial Corp.

1,353,862

 

14,771

 

BioMed Realty Trust, Inc. REIT

558,010

 

14,759

 

Protective Life Corp.

516,587

 

14,728

*

SVB Financial Group

248,749

 

14,408

 

Home Properties, Inc. REIT

245,882

 

14,249

 

Potlatch Corp. REIT

305,955

 

14,193

^

First Horizon National Corp.

1,493,734

 

14,190

 

Washington REIT

385,792

 

14,132

 

Entertainment Properties Trust REIT

255,287

 

13,969

 

First Niagara Financial Group, Inc.

870,774

 

13,715

 

National Retail Properties REIT

571,211

 

13,681

 

Platinum Underwriters Holdings, Ltd.

381,249

 

13,527

*,^

Reinsurance Group of America, Inc. Class A

245,820

 

13,274

*

ProAssurance Corp.

236,939

 

13,269

 

FirstMerit Corp.

628,804

 

13,205

 

Astoria Financial Corp.

635,051

 

13,165

*

MSCI, Inc.-Class A Shares

546,034

 

13,105

 

Susquehanna Bancshares, Inc.

670,785

 

13,094

^

Westamerica Bancorporation

225,584

 

12,978

 

Fannie Mae

8,399,169

 

12,851

 

Healthcare Realty Trust Inc. REIT

440,783

 

12,849

 

Washington Federal Inc.

682,538

 

12,593

 

Hilb, Rogal and Hamilton Co.

269,281

 

12,586

 

Omega Healthcare Investors, Inc. REIT

640,021

 

12,583

 

IPC Holdings Ltd.

416,444

 

12,581

 

Endurance Specialty Holdings Ltd.

397,352

 

12,286

 

 

 

 

 

Kilroy Realty Corp. REIT

255,254

 

12,199

^

Whitney Holdings Corp.

500,591

 

12,139

 

HRPT Properties Trust REIT

1,752,496

 

12,075

^

Colonial BancGroup, Inc.

1,493,982

 

11,743

 

UMB Financial Corp.

223,249

 

11,725

 

Mercury General Corp.

213,836

 

11,708

 

Montpelier Re Holdings Ltd.

699,752

 

11,553

 

International Bancshares Corp.

426,853

 

11,525

 

NewAlliance Bancshares, Inc.

759,925

 

11,422

 

TFS Financial Corp.

904,172

 

11,320

*,^

E*TRADE Financial Corp.

4,042,856

 

11,320

 

Transatlantic Holdings, Inc.

207,193

 

11,261

 

United Bankshares, Inc.

320,968

 

11,234

 

Erie Indemnity Co. Class A

261,479

 

11,053

 

Brandywine Realty Trust REIT

683,162

 

10,951

 

Allied World Assurance Holdings, Ltd.

304,432

 

10,813

 

Jones Lang LaSalle Inc.

247,622

 

10,767

 

Tanger Factory Outlet Centers, Inc. REIT

245,562

 

10,753

 

F.N.B. Corp.

671,306

 

10,727

 

Zenith National Insurance Corp.

289,355

 

10,602

 

Prosperity Bancshares, Inc.

311,015

 

10,571

 

American Campus Communities, Inc. REIT

311,112

 

10,540

*

Investment Technology Group, Inc.

340,962

 

10,375

 

Webster Financial Corp.

409,217

 

10,333

*

Knight Capital Group, Inc. Class A

695,292

 

10,332

 

Old National Bancorp

515,159

 

10,313

 

Odyssey Re Holdings Corp.

232,920

 

10,202

 

Mid-America Apartment Communities, Inc. REIT

205,378

 

10,092

 

DCT Industrial Trust Inc. REIT

1,339,062

 

10,030

 

CBL & Associates Properties, Inc. REIT

491,616

 

9,872

 

First Industrial Realty Trust REIT

344,125

 

9,870

 

Glacier Bancorp, Inc.

398,288

 

9,866

^

National City Corp.

5,608,027

 

9,814

 

Equity Lifestyle Properties, Inc. REIT

182,296

 

9,667

 

Post Properties, Inc. REIT

344,839

 

9,645

^

PrivateBancorp, Inc.

230,612

 

9,607

 

Selective Insurance Group

414,801

 

9,507

 

EastGroup Properties, Inc. REIT

194,335

 

9,433

*

Signature Bank

269,233

 

9,391

 

Hancock Holding Co.

183,279

 

9,347

^

Greenhill & Co., Inc.

124,880

 

9,210

 

First Midwest Bancorp, Inc.

378,730

 

9,180

 

Unitrin, Inc.

367,292

 

9,160

 

Delphi Financial Group, Inc.

324,978

 

9,112

*,^

AmeriCredit Corp.

894,503

 

9,061

 

Extra Space Storage Inc. REIT

586,748

 

9,012

 

R.L.I. Corp.

143,903

 

8,935

 

BOK Financial Corp.

184,470

 

8,930

*

Argo Group International Holdings

239,127

 

8,812

^

Cousins Properties, Inc. REIT

343,405

 

8,674

^

Assured Guaranty Ltd.

532,428

 

8,657

^

Freddie Mac

5,055,574

 

8,645

 

Lexington Realty Trust REIT

501,986

 

8,644

 

MFA Mortgage Investments, Inc. REIT

1,322,432

 

8,596

*

Stifel Financial Corp.

169,321

 

8,449

 

 

 

 

 

Pacific Capital Bancorp

410,705

 

8,358

 

NBT Bancorp, Inc.

276,826

 

8,283

*

Reinsurance Group of America, Inc. Group-B

173,445

 

8,225

 

Max Re Capital Ltd.

353,372

 

8,209

 

Cash America International Inc.

226,901

 

8,178

 

National Penn Bancshares Inc.

559,839

 

8,174

 

Ares Capital Corp.

757,121

 

7,897

^

Cathay General Bancorp

331,490

 

7,889

^

Trustmark Corp.

379,952

 

7,880

 

The Phoenix Cos., Inc.

847,816

 

7,834

 

Capitol Federal Financial

174,295

 

7,727

 

Sovran Self Storage, Inc. REIT

171,831

 

7,679

 

TrustCo Bank NY

653,037

 

7,647

 

DiamondRock Hospitality Co. REIT

829,395

 

7,547

 

LaSalle Hotel Properties REIT

312,840

 

7,295

 

Inland Real Estate Corp. REIT

464,803

 

7,293

 

Provident Financial Services Inc.

437,832

 

7,229

^

First Commonwealth Financial Corp.

531,869

 

7,164

 

MB Financial, Inc.

216,406

 

7,157

^

Umpqua Holdings Corp.

481,331

 

7,080

*

Interactive Brokers Group, Inc.

316,667

 

7,021

 

First Citizens BancShares Class A

38,381

 

6,870

 

optionsXpress Holdings Inc.

351,866

 

6,833

^

East West Bancorp, Inc.

498,589

 

6,831

 

Colonial Properties Trust REIT

365,003

 

6,822

 

CVB Financial Corp.

485,565

 

6,749

^

First BanCorp Puerto Rico

597,067

 

6,604

 

S & T Bancorp, Inc.

177,706

 

6,545

*,^

KBW Inc.

193,619

 

6,378

 

Pennsylvania REIT

337,238

 

6,357

*

Navigators Group, Inc.

109,462

 

6,349

 

Employers Holdings, Inc.

364,926

 

6,342

 

National Health Investors REIT

184,063

 

6,291

 

Community Bank System, Inc.

248,237

 

6,243

 

MGIC Investment Corp.

884,085

 

6,215

 

PS Business Parks, Inc. REIT

105,842

 

6,097

^

Park National Corp.

77,941

 

6,079

 

Franklin Street Properties Corp. REIT

466,925

 

6,070

 

Equity One, Inc. REIT

296,126

 

6,068

 

PacWest Bancorp

209,967

 

6,003

*

Investors Bancorp, Inc.

398,648

 

6,000

 

First Financial Bankshares, Inc.

114,820

 

5,957

*

Piper Jaffray Cos., Inc.

137,699

 

5,955

^

UCBH Holdings, Inc.

900,950

 

5,775

 

Brookline Bancorp, Inc.

449,578

 

5,750

 

Sterling Bancshares, Inc.

532,520

 

5,565

 

Sunstone Hotel Investors, Inc. REIT

407,011

 

5,495

 

Acadia Realty Trust REIT

215,807

 

5,456

 

WesBanco, Inc.

204,385

 

5,441

 

City Holding Co.

127,089

 

5,370

*

PHH Corp.

399,501

 

5,309

 

Cedar Shopping Centers, Inc. REIT

394,314

 

5,213

 

Infinity Property & Casualty Corp.

126,151

 

5,197

 

U-Store-It Trust REIT

420,995

 

5,166

^

Ambac Financial Group, Inc.

2,189,588

 

5,102

 

 

 

 

*

Alexander's, Inc. REIT

12,738

 

5,095

 

Financial Federal Corp.

221,717

 

5,082

*

Conseco, Inc.

1,436,444

 

5,056

*,^

Portfolio Recovery Associates, Inc.

103,728

 

5,044

^

Frontier Financial Corp.

374,528

 

5,030

*

Texas Capital Bancshares, Inc.

242,143

 

5,027

*

Enstar Group Ltd.

51,183

 

4,983

 

Sterling Financial Corp.

342,111

 

4,961

 

Chemical Financial Corp.

158,405

 

4,933

*

EZCORP, Inc.

259,040

 

4,870

 

Medical Properties Trust Inc. REIT

418,480

 

4,750

 

Wintrust Financial Corp.

161,601

 

4,743

^

The South Financial Group, Inc.

640,552

 

4,695

*

FCStone Group, Inc.

259,013

 

4,660

 

Investors Real Estate Trust REIT

414,944

 

4,643

*

Greenlight Capital Re. Ltd.

200,040

 

4,599

^

Redwood Trust, Inc. REIT

210,143

 

4,566

 

IBERIABANK Corp.

86,023

 

4,546

 

Saul Centers, Inc. REIT

89,711

 

4,534

 

Harleysville Group, Inc.

118,831

 

4,492

 

Strategic Hotels and Resorts, Inc. REIT

593,687

 

4,482

 

Provident New York Bancorp, Inc.

338,582

 

4,476

 

Bank Mutual Corp.

386,050

 

4,382

*

Beneficial Mutual Bancorp, Inc.

342,745

 

4,336

 

Parkway Properties Inc. REIT

113,986

 

4,316

*

Hilltop Holdings Inc.

411,158

 

4,243

 

National Western Life Insurance Co. Class A

17,350

 

4,200

 

LTC Properties, Inc. REIT

142,187

 

4,169

*,^

MF Global Ltd.

955,751

 

4,148

 

Stewart Information Services Corp.

138,648

 

4,125

^

Boston Private Financial Holdings, Inc.

469,815

 

4,106

 

Harleysville National Corp.

239,250

 

4,062

^

National Financial Partners Corp.

269,849

 

4,048

^

NorthStar Realty Finance Corp. REIT

519,775

 

4,028

*

World Acceptance Corp.

110,468

 

3,977

 

OneBeacon Insurance Group Ltd.

187,692

 

3,970

 

Ashford Hospitality Trust REIT

978,035

 

3,961

 

Oriental Financial Group Inc.

220,665

 

3,941

 

Meadowbrook Insurance Group, Inc.

555,523

 

3,922

*

PICO Holdings, Inc.

109,060

 

3,916

 

S.Y. Bancorp, Inc.

126,501

 

3,873

 

First Financial Corp. (IN)

81,846

 

3,845

 

SWS Group, Inc.

190,117

 

3,833

 

Central Pacific Financial Co.

225,229

 

3,786

 

Getty Realty Holding Corp. REIT

170,067

 

3,782

 

United Fire & Casualty Co.

131,360

 

3,756

^

Northwest Bancorp, Inc.

136,293

 

3,754

 

FelCor Lodging Trust, Inc. REIT

523,503

 

3,748

 

Horace Mann Educators Corp.

289,774

 

3,729

^

United Community Banks, Inc.

280,654

 

3,721

*

Guaranty Bancorp

606,583

 

3,700

 

Dime Community Bancshares

242,505

 

3,691

*,^

Western Alliance Bancorp

237,276

 

3,668

*

Forestar Real Estate Group, Inc.

245,848

 

3,626

 

Capstead Mortgage Corp. REIT

327,784

 

3,589

 

 

 

 

*

Ocwen Financial Corp.

439,680

 

3,539

*

Pinnacle Financial Partners, Inc.

114,877

 

3,538

^

Glimcher Realty Trust REIT

337,314

 

3,522

 

American Physicians Capital, Inc.

83,106

 

3,518

 

Suffolk Bancorp

88,831

 

3,501

*

Amerisafe Inc.

192,000

 

3,494

^

Gamco Investors Inc. Class A

58,886

 

3,492

 

First Merchants Corp.

152,464

 

3,476

^

First Busey Corp.

188,389

 

3,453

 

WSFS Financial Corp.

56,943

 

3,417

 

Calamos Asset Management, Inc.

189,869

 

3,402

 

Community Trust Bancorp Inc.

97,992

 

3,371

*

Tejon Ranch Co.

90,652

 

3,368

 

State Auto Financial Corp.

115,750

 

3,365

^

RAIT Financial Trust REIT

608,621

 

3,341

 

Columbia Banking System, Inc.

188,266

 

3,338

 

Mainsource Financial Group, Inc.

167,900

 

3,291

 

Sun Communities, Inc. REIT

165,636

 

3,281

*,^

Citizens, Inc.

397,240

 

3,265

 

Friedman, Billings, Ramsey Group, Inc. REIT

1,626,795

 

3,254

^

Citizens Banking Corp.

1,052,858

 

3,243

 

Arrow Financial Corp.

108,882

 

3,202

 

DuPont Fabros Technology Inc.

209,746

 

3,199

 

TriCo Bancshares

148,320

 

3,193

*

CNA Surety Corp.

191,192

 

3,193

 

First Financial Bancorp

218,270

 

3,187

 

Safety Insurance Group, Inc.

83,584

 

3,170

 

Renasant Corp.

145,825

 

3,166

^

Sandy Spring Bancorp, Inc.

142,384

 

3,147

 

First Source Corp.

133,357

 

3,134

 

Kite Realty Group Trust REIT

284,847

 

3,133

 

Tower Group, Inc.

132,459

 

3,121

 

Simmons First National Corp.

85,481

 

3,043

^

Anthracite Capital Inc. REIT

567,131

 

3,040

*

FPIC Insurance Group, Inc.

59,103

 

3,037

 

Castlepoint Holdings Ltd.

272,366

 

3,031

 

FBL Financial Group, Inc. Class A

108,061

 

3,014

 

Capital Southwest Corp.

20,875

 

2,965

*

Sun Bancorp, Inc. (NJ)

218,393

 

2,959

*

TradeStation Group, Inc.

312,483

 

2,922

 

Anworth Mortgage Asset Corp. REIT

493,174

 

2,920

 

Universal Health Realty Income REIT

74,659

 

2,904

*

LaBranche & Co. Inc.

642,791

 

2,893

*,^

Oritani Financial Corp.

171,432

 

2,889

 

StellarOne Corp.

136,646

 

2,824

 

First Community Bancshares, Inc.

75,045

 

2,816

*

First Cash Financial Services, Inc.

186,950

 

2,804

 

Union Bankshares Corp.

116,591

 

2,798

 

Sterling Bancorp

193,444

 

2,797

*

FBR Capital Markets Corp.

429,832

 

2,785

^

Cohen & Steers, Inc.

96,819

 

2,743

 

American Equity Investment Life Holding Co.

365,518

 

2,741

 

Student Loan Corp.

29,337

 

2,728

 

Nelnet, Inc.

190,123

 

2,700

^

Capitol Bancorp Ltd.

138,217

 

2,694

 

 

 

 

 

Republic Bancorp, Inc. Class A

87,301

 

2,647

^

Univest Corp. of Pennsylvania

71,346

 

2,640

 

CapLease, Inc. REIT

332,392

 

2,636

 

Flushing Financial Corp.

149,346

 

2,614

 

First Potomac REIT

152,025

 

2,613

*

Crawford & Co. Class B

166,838

 

2,611

^

LandAmerica Financial Group, Inc.

106,901

 

2,592

 

Independent Bank Corp. (MA)

83,055

 

2,589

 

Washington Trust Bancorp, Inc.

96,322

 

2,562

 

Hercules Technology Growth Capital, Inc.

262,676

 

2,548

 

First Financial Holdings, Inc.

96,782

 

2,534

 

Bank of the Ozarks, Inc.

92,655

 

2,502

 

Presidential Life Corp.

157,853

 

2,493

 

BankFinancial Corp.

168,193

 

2,469

*

Dollar Financial Corp.

158,372

 

2,437

 

Mission West Properties Inc. REIT

248,691

 

2,422

^

TowneBank

109,513

 

2,409

 

MVC Capital, Inc.

157,337

 

2,399

 

Nara Bancorp, Inc.

213,678

 

2,393

 

BancFirst Corp.

49,354

 

2,385

*

Seabright Insurance Holdings, Inc.

183,257

 

2,382

 

Flagstone Reinsurance Holdings Ltd.

230,429

 

2,367

 

Peoples Bancorp, Inc.

108,359

 

2,359

*

Penson Worldwide, Inc.

168,960

 

2,343

 

Donegal Group Inc. Class A

128,387

 

2,328

 

Amtrust Financial Services Inc.

170,868

 

2,322

 

Westfield Financial, Inc.

217,822

 

2,244

 

West Bancorporation

171,910

 

2,240

 

Ramco-Gershenson Properties Trust REIT

98,981

 

2,219

 

West Coast Bancorp

151,355

 

2,219

 

Kearny Financial Corp.

180,627

 

2,211

^

Maguire Properties, Inc. REIT

367,887

 

2,193

^

Old Second Bancorp, Inc.

117,912

 

2,184

 

Medallion Financial Corp.

207,388

 

2,171

^

Radian Group, Inc.

429,100

 

2,163

^

Corus Bankshares Inc.

533,963

 

2,163

 

BGC Partners, Inc.

503,508

 

2,160

 

Compass Diversified Trust

154,456

 

2,153

^

Arbor Realty Trust, Inc. REIT

212,380

 

2,124

 

Tompkins Trustco, Inc.

41,975

 

2,120

^

Lakeland Bancorp, Inc.

181,014

 

2,116

 

BlackRock Kelso Capital Corp.

183,041

 

2,110

 

Clifton Savings Bancorp, Inc.

175,561

 

2,105

 

Cardinal Financial Corp.

257,303

 

2,079

*

First Mercury Financial Corp.

145,681

 

2,076

 

City Bank Lynnwood (WA)

132,549

 

2,068

 

First Bancorp (NC)

119,785

 

2,048

*

United America Indemnity, Ltd.

143,485

 

2,042

 

Peapack Gladstone Financial Corp.

60,823

 

2,038

*

MarketAxess Holdings, Inc.

250,856

 

2,024

^

Southside Bancshares, Inc.

80,017

 

2,016

^

Newcastle Investment Corp. REIT

314,328

 

1,996

*,^

Guaranty Financial Group, Inc.

504,542

 

1,993

 

Urstadt Biddle Properties Class A REIT

105,140

 

1,971

 

Associated Estates Realty Corp. REIT

149,964

 

1,954

 

 

 

 

 

Hersha Hospitality Trust REIT

261,641

 

1,947

^

iStar Financial Inc. REIT

739,368

 

1,922

 

Abington Community Bancorp Inc.

188,330

 

1,906

 

Thomas Properties Group, Inc.

188,310

 

1,902

^

Home Bancshares Inc.

73,362

 

1,898

 

OceanFirst Financial Corp.

104,549

 

1,894

 

Southwest Bancorp, Inc.

107,131

 

1,893

 

Kohlberg Capital Corp.

220,354

 

1,893

 

Evercore Partners Inc.

104,000

 

1,870

 

Prospect Energy Corp.

145,373

 

1,862

 

Smithtown Bancorp, Inc.

82,545

 

1,857

 

The PMI Group Inc.

625,652

 

1,846

^

NGP Capital Resources Co.

126,060

 

1,837

^

Cascade Bancorp

206,234

 

1,833

 

Consolidated-Tomoka Land Co.

42,350

 

1,829

^

The First Marblehead Corp.

733,402

 

1,826

*

PMA Capital Corp. Class A

205,384

 

1,811

 

Lakeland Financial Corp.

82,137

 

1,804

 

Agree Realty Corp. REIT

62,629

 

1,791

*

Virginia Commerce Bancorp, Inc.

285,562

 

1,785

 

SCBT Financial Corp.

47,289

 

1,778

^

Wilshire Bancorp Inc.

144,985

 

1,764

 

Quanta Capital Holdings Ltd.

634,419

 

1,751

 

Education Realty Trust, Inc. REIT

156,362

 

1,732

^

Gladstone Capital Corp.

112,989

 

1,722

 

EMC Insurance Group, Inc.

57,969

 

1,709

 

One Liberty Properties, Inc. REIT

96,633

 

1,708

*

Republic First Bancorp, Inc.

197,607

 

1,701

^

Capital City Bank Group, Inc.

54,259

 

1,701

*,^

Bank of Florida Corp.

204,570

 

1,686

*

First Regional Bancorp

268,575

 

1,679

*,^

Community Bancorp

263,871

 

1,678

^

Ames National Corp.

64,271

 

1,668

*,^

First Federal Financial Corp.

211,337

 

1,657

*

Thomas Weisel Partners Group, Inc.

195,179

 

1,645

 

Monmouth Real Estate Investment Corp. REIT

210,332

 

1,638

 

Advanta Corp. Class B

198,818

 

1,636

^

Hanmi Financial Corp.

322,697

 

1,630

 

Center Financial Corp.

126,902

 

1,621

^

Flagstar Bancorp, Inc.

540,743

 

1,611

^

Provident Bankshares Corp.

164,103

 

1,593

^

Centerstate Banks of Florida

85,350

 

1,525

 

TICC Capital Corp.

295,717

 

1,520

^

Independent Bank Corp. (MI)

244,587

 

1,514

 

Resource Capital Corp. REIT

249,417

 

1,511

 

Berkshire Hills Bancorp, Inc.

47,224

 

1,511

 

First Place Financial Corp.

117,282

 

1,507

 

American Land Lease, Inc. REIT

77,161

 

1,499

 

NYMAGIC, Inc.

59,242

 

1,496

^

Greene County Bancshares

63,187

 

1,486

^

Great Southern Bancorp, Inc.

115,668

 

1,475

*,^

Ladenburg Thalmann Financial Services, Inc.

815,093

 

1,467

 

Gramercy Capital Corp. REIT

563,568

 

1,460

 

Patriot Capital Funding Inc.

225,236

 

1,435

 

Amcore Financial, Inc.

154,967

 

1,433

 

 

 

 

 

Ameris Bancorp

95,449

 

1,417

 

Heritage Commerce Corp.

92,460

 

1,407

 

MCG Capital Corp.

534,539

 

1,400

 

Willow Grove Bancorp, Inc.

150,445

 

1,375

^

Enterprise Financial Services Corp.

60,817

 

1,372

*

Stratus Properties Inc.

49,372

 

1,359

 

Banner Corp.

113,036

 

1,358

 

First of Long Island Corp.

55,366

 

1,343

^

Seacoast Banking Corp. of Florida

124,245

 

1,333

*

Encore Capital Group, Inc.

97,261

 

1,332

 

U.S. Global Investors, Inc. Class A

132,293

 

1,330

*

Rewards Network Inc.

258,370

 

1,297

^

Capital Trust Class A REIT

83,399

 

1,293

*

NewStar Financial, Inc.

159,460

 

1,290

^

JER Investors Trust Inc. REIT

260,738

 

1,278

*,^

Asset Acceptance Capital Corp.

119,355

 

1,258

 

Bryn Mawr Bank Corp.

56,582

 

1,244

 

Intervest Bancshares Corp.

161,352

 

1,231

 

Bancorp Rhode Island Inc.

42,768

 

1,230

^

Macatawa Bank Corp.

175,544

 

1,227

*

First Acceptance Corp.

359,413

 

1,222

*

Harris & Harris Group, Inc.

189,902

 

1,212

 

Winthrop Realty Trust Inc. REIT

304,151

 

1,186

 

Anchor Bancorp Wisconsin Inc.

160,130

 

1,177

 

National Bankshares, Inc.

67,117

 

1,174

 

Essa Bancorp Inc.

84,213

 

1,171

 

National Interstate Corp.

48,384

 

1,163

 

Financial Institutions, Inc.

58,099

 

1,163

^

Heartland Financial USA, Inc.

45,755

 

1,147

*

Meruelo Maddux Properties Inc.

930,944

 

1,136

*

The Bancorp Inc.

226,648

 

1,133

^

Life Partners Holdings

31,384

 

1,129

 

Irwin Financial Corp.

285,553

 

1,128

 

German American Bancorp

96,595

 

1,125

*,^

Waterstone Financial, Inc.

114,978

 

1,123

 

Baldwin & Lyons, Inc. Class B

46,639

 

1,118

^

Capital Corp. of the West

280,471

 

1,111

 

Gladstone Investment Corp.

160,067

 

1,101

 

First United Corp.

54,947

 

1,093

 

Cogdell Spencer Inc. REIT

68,049

 

1,092

 

Merchants Bancshares, Inc.

44,936

 

1,090

^

BancTrust Financial Group, Inc.

82,423

 

1,081

 

Sanders Morris Harris Group Inc.

124,885

 

1,080

*

eHealth, Inc.

66,129

 

1,058

^

BRT Realty Trust REIT

122,856

 

1,055

 

Gladstone Commercial Corp. REIT

69,243

 

1,048

 

Integra Bank Corp.

130,184

 

1,039

 

Taylor Capital Group, Inc.

86,539

 

1,038

^

CoBiz Inc.

86,347

 

1,037

 

Camden National Corp.

29,612

 

1,035

 

Kayne Anderson Energy Development Co.

61,000

 

1,033

 

Eastern Virginia Bankshares, Inc.

80,381

 

1,013

 

LSB Corp.

95,020

 

1,012

 

Chimera Investment Corp.

162,518

 

1,009

^

State Bancorp, Inc.

66,767

 

995

 

 

 

 

^

Preferred Bank

88,424

 

991

 

GFI Group Inc.

210,420

 

991

^

Midwest Banc Holdings, Inc.

242,158

 

969

 

CFS Bancorp, Inc.

104,513

 

967

^

Shore Bancshares, Inc.

37,589

 

966

 

United Community Financial Corp.

192,944

 

965

^

PremierWest Bancorp

118,936

 

960

*,^

Superior Bancorp

111,538

 

943

 

Resource America, Inc.

98,256

 

933

 

Rome Bancorp, Inc.

86,343

 

907

*

BankAtlantic Bancorp, Inc. Class A

110,106

 

903

^

Horizon Financial Corp.

98,115

 

891

*,^

Northfield Bancorp, Inc.

73,535

 

891

*,^

Credit Acceptance Corp.

52,291

 

889

*,^

Avatar Holding, Inc.

26,732

 

882

 

Westwood Holdings Group, Inc.

18,414

 

873

*,^

Maui Land & Pineapple Co., Inc.

31,383

 

863

 

Mercantile Bank Corp.

106,988

 

854

*,^

Ampal-American Israel Corp.

275,923

 

853

 

Cadence Financial Corp.

91,911

 

852

^

Farmers Capital Bank Corp.

31,199

 

843

 

TF Financial Corp.

36,316

 

835

 

ViewPoint Financial Group

47,618

 

833

^

First South Bancorp, Inc.

46,602

 

805

^

ASTA Funding, Inc.

113,904

 

798

 

Camco Financial Corp.

78,676

 

764

 

Kansas City Life Insurance Co.

16,244

 

747

*,^

Syncora Holdings, Ltd.

565,758

 

741

 

Pacific Mercantile Bancorp

114,178

 

733

*,^

CompuCredit Corp.

186,870

 

733

 

Advanta Corp. Class A

148,321

 

731

^

Yadkin Valley Bank and Trust Co.

42,196

 

716

^

United Security Bancshares, Inc.

42,556

 

702

 

PennantPark Investment Corp.

94,303

 

699

^

First Financial Northwest, Inc.

66,450

 

686

 

Capital Bank Corp.

71,479

 

679

 

Advance America, Cash Advance Centers, Inc.

226,164

 

676

 

Indiana Community Bancorp

44,914

 

669

*

Pennsylvania Commerce Bancorp, Inc.

22,426

 

669

 

American National Bankshares Inc.

37,040

 

655

^

Alesco Financial, Inc. REIT

725,794

 

653

 

ESB Financial Corp.

69,236

 

649

 

Firstbank Corp.

63,287

 

646

*

Marlin Business Services Inc.

75,930

 

644

 

Federal Agricultural Mortgage Corp. Class C

156,256

 

641

 

NewBridge Bancorp.

134,272

 

640

*

Reis, Inc.

107,478

 

639

 

K-Fed Bancorp

69,721

 

639

*

Darwin Professional Underwriters, Inc.

20,500

 

638

 

Hawthorn Bancshares Inc.

26,069

 

635

 

Urstadt Biddle Properties REIT

37,652

 

635

*

Ameriserv Financial Inc.

267,532

 

631

^

Security Bank Corp.

150,735

 

626

 

PMC Commercial Trust REIT

85,625

 

625

 

Provident Financial Holdings, Inc.

70,834

 

623

 

 

 

 

 

Eastern Insurance Holdings, Inc.

45,500

 

611

 

Center Bancorp, Inc.

59,802

 

606

 

HMN Financial, Inc.

48,817

 

604

 

Codorus Valley Bancorp, Inc.

47,147

 

600

^

Citizens & Northern Corp.

27,762

 

598

*

American Safety Insurance Holdings, Ltd.

38,948

 

589

 

Ameriana Bancorp

68,107

 

587

 

Alliance Bancorp, Inc. of Pennsylvania

68,209

 

580

^

TIB Financial Corp.

98,837

 

556

 

Citizens South Banking Corp.

78,500

 

552

 

First M&F Corp.

48,052

 

549

 

Parkvale Financial Corp.

34,073

 

537

 

Comm Bancorp, Inc.

12,723

 

534

 

Heritage Financial Corp.

41,779

 

521

 

FNB Corp. (NC)

70,905

 

518

 

LNB Bancorp, Inc.

74,555

 

508

 

Penns Woods Bancorp, Inc.

17,390

 

504

 

Middleburg Financial Corp.

28,801

 

504

 

UMH Properties, Inc. REIT

71,751

 

499

 

Grubb & Ellis Co.

183,867

 

496

^

Sierra Bancorp

23,539

 

491

 

Independence Holding Co.

42,503

 

491

*

HouseValues, Inc.

180,197

 

478

 

MBT Financial Corp.

102,605

 

476

*,^

Consumer Portfolio Services, Inc.

200,272

 

461

 

Jefferson Bancshares, Inc.

48,534

 

454

 

Investors Title Co.

10,524

 

445

 

Meta Financial Group, Inc.

24,707

 

420

*

Cowen Group, Inc.

49,091

 

420

*

Penn Treaty American Corp.

253,186

 

400

*

Tree.com, Inc.

81,149

 

391

 

CBRE Realty Finance Inc. REIT

285,329

 

385

 

Pulaski Financial Corp.

46,306

 

384

 

First Defiance Financial Corp.

34,848

 

384

 

Pamrapo Bancorp, Inc.

36,708

 

374

^

PFF Bancorp, Inc.

292,292

 

365

*,^

RAM Holdings Ltd.

216,132

 

363

 

First Pactrust Bancorp

29,258

 

363

^

United Security Bancshares (CA)

22,174

 

363

 

First State Bancorporation

67,158

 

359

^

W Holding Co., Inc.

760,172

 

357

 

Royal Bancshares of Pennsylvania, Inc.

64,132

 

357

 

ECB Bancorp, Inc.

14,714

 

353

 

Rainier Pacific Financial Group Inc.

80,209

 

353

 

Horizon Bancorp Indiana

15,935

 

351

 

First Bancorp, Inc.

17,540

 

344

 

MutualFirst Financial Inc.

35,157

 

343

*

Thornburg Mortgage, Inc.

193,655

 

339

 

Cheviot Financial Corp.

44,479

 

336

 

Wainwright Bank & Trust Co.

39,484

 

336

 

HopFed Bancorp, Inc.

29,361

 

330

 

Southern Community Financial Corp.

69,233

 

329

^

Washington Mutual, Inc.

3,930,029

 

321

^

Temecula Valley Bancorp, Inc.

58,906

 

321

*

First Keystone Financial, Inc.

35,644

 

321

 

 

 

 

 

Commercial National Financial Corp.

21,300

 

318

 

Century Bancorp, Inc. Class A

20,873

 

312

 

VIST Financial Corp.

26,028

 

312

*

Broadpoint Securities Group

105,832

 

307

*,^

Primus Guaranty, Ltd.

114,394

 

300

 

North Valley Bancorp

48,341

 

288

 

First Federal Bancshares of Arkansas, Inc.

29,037

 

287

 

Bank of Granite Corp.

120,301

 

280

 

Beverly Hills Bancorp Inc.

223,265

 

272

 

AmericanWest Bancorporation

203,047

 

268

 

WSB Holdings, Inc.

54,300

 

262

 

Origen Financial, Inc. REIT

205,332

 

253

 

First Security Group Inc.

34,271

 

251

 

Atlantic Coast Federal Corp.

32,338

 

250

 

Vestin Realty Mortgage II, Inc.

63,593

 

247

 

Cascade Financial Corp.

32,916

 

247

*,^

Merriman Curhan Ford Group, Inc.

241,425

 

241

*

International Assets Holding Corp.

9,783

 

236

*

American Independence Corp.

35,213

 

235

 

Hingham Institution for Savings

7,900

 

213

 

Care Investment Trust Inc.

16,900

 

194

^

Habersham Bancorp

34,919

 

193

 

Wayne Savings Bancshares, Inc.

21,551

 

189

 

Unity Bancorp, Inc.

45,911

 

184

 

Abigail Adams National Bancorp., Inc.

26,967

 

182

*

AmCOMP, Inc.

15,690

 

182

 

Pacific Continental Corp.

12,292

 

180

 

Norwood Financial Corp.

6,091

 

177

 

Colony Bankcorp, Inc.

16,852

 

175

 

Team Financial, Inc.

77,250

 

170

*

Diamond Hill Investment Group

1,884

 

169

*,^

First Mariner Bancorp, Inc.

108,962

 

169

*,^

FX Real Estate and Entertainment Inc.

157,392

 

164

^

BankUnited Financial Corp.

202,552

 

154

 

Federal Agricultural Mortgage Corp. Class A

38,986

 

136

*

Transcontinental Realty Investors, Inc. REIT

10,500

 

113

^

Crescent Banking Co.

18,035

 

107

 

Northern States Financial Corp.

11,261

 

105

*

BCSB Bancorp, Inc.

9,610

 

97

 

Roma Financial Corp.

6,500

 

96

 

First Fed Bankshares Inc

20,250

 

92

 

Bank of Marin Bancorp

2,400

 

76

 

American Physicians Service Group, Inc.

2,850

 

60

*

BFC Financial Corp.

108,307

 

60

 

PAB Bankshares, Inc.

7,294

 

50

^

Vineyard National Bancorp Co.

37,069

 

46

*,^

Impac Mortgage Holdings, Inc. REIT

163,836

 

39

 

American Mortgage Acceptance Co. REIT

61,003

 

37

*

Valley National Bankcorp Warrants Exp. 6/30/15

6,511

 

35

*

AMV Liquidating Trust

289,511

 

32

 

Downey Financial Corp.

10,946

 

31

*,^

Franklin Bank Corp.

44,692

 

22

 

Citizens First Bancorp, Inc.

3,854

 

21

 

California National Bancorp

1,132

 

11

 

UnionBanCal Corp.

92

 

7

 

 

 

 

 

Brooke Corp.

22,806

 

4

 

 

16,569,193

Health Care (13.1%)

 

Johnson & Johnson

21,872,396

 

1,515,320

 

Pfizer Inc.

52,507,011

 

968,229

 

Abbott Laboratories

11,977,750

 

689,679

 

Merck & Co., Inc.

16,659,604

 

525,777

*

Amgen, Inc.

8,449,580

 

500,807

 

Medtronic, Inc.

8,715,915

 

436,667

 

Wyeth

10,348,227

 

382,264

 

Eli Lilly & Co.

7,941,801

 

349,678

*

Gilead Sciences, Inc.

7,159,402

 

326,326

*

Genentech, Inc.

3,670,288

 

325,481

 

Bristol-Myers Squibb Co.

15,363,885

 

320,337

 

Baxter International, Inc.

4,869,245

 

319,569

 

UnitedHealth Group Inc.

9,536,311

 

242,127

 

Schering-Plough Corp.

12,584,015

 

232,427

*

Celgene Corp.

3,382,846

 

214,066

 

Covidien Ltd.

3,846,546

 

206,790

*

WellPoint Inc.

4,083,774

 

190,998

*

Thermo Fisher Scientific, Inc.

3,245,787

 

178,518

*

Medco Health Solutions, Inc.

3,932,355

 

176,956

*

Genzyme Corp.

2,074,704

 

167,823

 

Becton, Dickinson & Co.

1,894,269

 

152,034

 

Stryker Corp.

2,237,202

 

139,378

 

Cardinal Health, Inc.

2,769,731

 

136,492

 

Aetna Inc.

3,763,166

 

135,888

*

Boston Scientific Corp.

10,451,534

 

128,240

*

Express Scripts Inc.

1,656,922

 

122,314

 

Allergan, Inc.

2,367,240

 

121,913

*

Zimmer Holdings, Inc.

1,796,713

 

115,996

 

McKesson Corp.

2,152,084

 

115,804

*

St. Jude Medical, Inc.

2,630,021

 

114,380

*

Biogen Idec Inc.

2,253,182

 

113,313

 

CIGNA Corp.

2,179,966

 

74,075

 

C.R. Bard, Inc.

770,897

 

73,135

*

Intuitive Surgical, Inc.

300,397

 

72,390

*

Forest Laboratories, Inc.

2,365,823

 

66,905

 

Quest Diagnostics, Inc.

1,286,138

 

66,455

*

Laboratory Corp. of America Holdings

864,898

 

60,110

*

Varian Medical Systems, Inc.

976,430

 

55,783

*

Humana Inc.

1,313,850

 

54,131

*

Barr Pharmaceuticals Inc.

797,870

 

52,101

*

Hospira, Inc.

1,235,415

 

47,193

 

AmerisourceBergen Corp.

1,250,695

 

47,089

*

DaVita, Inc.

813,820

 

46,396

*

Waters Corp.

777,726

 

45,248

 

Applied Biosystems Inc.

1,311,110

 

44,906

*

Covance, Inc.

488,696

 

43,206

 

DENTSPLY International Inc.

1,099,434

 

41,273

*

Cephalon, Inc.

526,346

 

40,787

*

Hologic, Inc.

1,988,282

 

38,433

*

Vertex Pharmaceuticals, Inc.

1,155,057

 

38,394

*

Coventry Health Care Inc.

1,178,069

 

38,346

 

 

 

 

*

Illumina, Inc.

942,840

 

38,213

*

Henry Schein, Inc.

701,006

 

37,742

 

Beckman Coulter, Inc.

488,898

 

34,707

 

Pharmaceutical Product Development, Inc.

837,321

 

34,623

*

Millipore Corp.

428,461

 

29,478

*

ImClone Systems, Inc.

471,523

 

29,442

*

Charles River Laboratories, Inc.

530,138

 

29,439

*

Invitrogen Corp.

727,802

 

27,511

 

Omnicare, Inc.

946,572

 

27,233

*,^

Mylan Inc.

2,366,468

 

27,025

 

IMS Health, Inc.

1,408,809

 

26,641

*

ResMed Inc.

599,712

 

25,788

*

IDEXX Laboratories Corp.

468,512

 

25,674

*

Edwards Lifesciences Corp.

426,650

 

24,643

*

Patterson Cos.

809,584

 

24,619

*

Cerner Corp.

532,259

 

23,760

 

Perrigo Co.

617,530

 

23,750

 

PerkinElmer, Inc.

920,480

 

22,984

*

Myriad Genetics, Inc.

346,903

 

22,507

*

Alexion Pharmaceuticals, Inc.

567,994

 

22,322

*

Gen-Probe Inc.

419,963

 

22,279

*

Watson Pharmaceuticals, Inc.

770,511

 

21,960

*

Community Health Systems, Inc.

747,869

 

21,920

*

OSI Pharmaceuticals, Inc.

444,523

 

21,911

*,^

Amylin Pharmaceuticals, Inc.

1,064,896

 

21,532

 

Universal Health Services Class B

370,835

 

20,778

*

Techne Corp.

285,578

 

20,596

*

BioMarin Pharmaceutical Inc.

766,233

 

20,298

*

Pediatrix Medical Group, Inc.

367,051

 

19,791

*

Health Net Inc.

833,545

 

19,672

 

Teleflex Inc.

307,934

 

19,551

*

VCA Antech, Inc.

655,301

 

19,312

*

Tenet Healthcare Corp.

3,431,978

 

19,047

*

Endo Pharmaceuticals Holdings, Inc.

935,586

 

18,712

*

United Therapeutics Corp.

175,208

 

18,427

*

King Pharmaceuticals, Inc.

1,917,500

 

18,370

*

Immucor Inc.

543,857

 

17,382

 

STERIS Corp.

460,894

 

17,320

*

Inverness Medical Innovations, Inc.

573,040

 

17,191

*

Lincare Holdings, Inc.

570,010

 

17,152

*

Psychiatric Solutions, Inc.

432,299

 

16,406

*

Onyx Pharmaceuticals, Inc.

433,008

 

15,666

 

Owens & Minor, Inc. Holding Co.

319,713

 

15,506

*

Sepracor Inc.

836,967

 

15,325

*

Bio-Rad Laboratories, Inc. Class A

144,773

 

14,350

*,^

Valeant Pharmaceuticals International

694,548

 

14,217

 

Hill-Rom Holdings, Inc.

462,410

 

14,016

*

Masimo Corp.

369,408

 

13,742

*

Nuvasive, Inc.

276,464

 

13,638

*

Magellan Health Services, Inc.

314,575

 

12,916

*

LifePoint Hospitals, Inc.

400,237

 

12,864

*

Alpharma, Inc. Class A

344,637

 

12,714

*

PAREXEL International Corp.

440,176

 

12,615

*

HealthSouth Corp.

684,122

 

12,608

*,^

Isis Pharmaceuticals, Inc.

742,069

 

12,534

*

Haemonetics Corp.

200,321

 

12,364

 

West Pharmaceutical Services, Inc.

251,341

 

12,270

 

Cooper Cos., Inc.

350,138

 

12,171

*

Kinetic Concepts, Inc.

423,780

 

12,116

*

Warner Chilcott Ltd.

781,512

 

11,816

*

WellCare Health Plans Inc.

325,002

 

11,700

*

Thoratec Corp.

424,580

 

11,145

*

Sequenom, Inc.

413,564

 

11,009

*

AMERIGROUP Corp.

417,071

 

10,531

*

Regeneron Pharmaceuticals, Inc.

479,575

 

10,469

*

American Medical Systems Holdings, Inc.

566,757

 

10,066

*,^

Amedisys Inc.

206,603

 

10,055

*

Varian, Inc.

230,324

 

9,881

*

Auxilium Pharmaceuticals, Inc.

304,617

 

9,870

*

Alkermes, Inc.

741,797

 

9,866

*

Cubist Pharmaceuticals, Inc.

439,202

 

9,763

*

Celera Corp.

624,445

 

9,648

*

PSS World Medical, Inc.

483,529

 

9,429

*

The Medicines Co.

405,389

 

9,413

 

Meridian Bioscience Inc.

314,878

 

9,144

*

Dionex Corp.

143,121

 

9,095

*

Wright Medical Group, Inc.

290,101

 

8,831

 

Sciele Pharma, Inc.

285,441

 

8,789

 

PDL BioPharma Inc.

930,830

 

8,666

*

Xenoport Inc.

176,569

 

8,562

*,^

Advanced Medical Optics, Inc.

473,186

 

8,413

*

Healthspring, Inc.

392,230

 

8,300

^

Martek Biosciences Corp.

255,499

 

8,028

*

Eclipsys Corp.

380,219

 

7,966

*

Rigel Pharmaceuticals, Inc.

328,143

 

7,662

 

Chemed Corp.

185,889

 

7,633

*

Luminex Corp.

302,097

 

7,555

*

CONMED Corp.

232,154

 

7,429

*,^

Alnylam Pharmaceuticals Inc.

256,304

 

7,420

*

ViroPharma Inc.

547,391

 

7,182

*

Apria Healthcare Group Inc.

393,722

 

7,181

*

HealthExtras, Inc.

268,583

 

7,015

*,^

Integra LifeSciences Holdings

159,302

 

7,014

*

K-V Pharmaceutical Co. Class A

306,131

 

6,952

*

Centene Corp.

338,329

 

6,939

*

Kindred Healthcare, Inc.

242,708

 

6,691

 

Medicis Pharmaceutical Corp.

439,166

 

6,548

*

Acorda Therapeutics Inc.

274,440

 

6,545

^

Mentor Corp.

269,036

 

6,419

*,^

Savient Pharmaceuticals Inc.

423,459

 

6,314

*

Allscripts Healthcare Solutions, Inc.

506,780

 

6,304

 

Invacare Corp.

260,442

 

6,287

*

Seattle Genetics, Inc.

583,557

 

6,244

*

Health Management Associates Class A

1,486,104

 

6,182

*

Bruker BioSciences Corp.

463,474

 

6,178

*

Exelixis, Inc.

1,012,064

 

6,153

*

Cepheid, Inc.

441,966

 

6,112

*

CV Therapeutics, Inc.

558,672

 

6,034

*

Medarex, Inc.

922,183

 

5,967

*

PharMerica Corp.

260,075

 

5,849

*,^

ArthroCare Corp.

210,061

 

5,823

*

AmSurg Corp.

226,877

 

5,779

*,^

AMAG Pharmaceuticals, Inc.

147,077

 

5,696

^

Brookdale Senior Living Inc.

256,351

 

5,637

*

Kendle International Inc.

124,998

 

5,589

*

Phase Forward Inc.

264,105

 

5,522

 

Vital Signs, Inc.

74,592

 

5,512

*

Incyte Corp.

702,224

 

5,372

*

Human Genome Sciences, Inc.

838,126

 

5,322

*,^

Emeritus Corp.

212,643

 

5,295

*

AthenaHealth Inc.

158,283

 

5,266

 

Analogic Corp.

102,772

 

5,114

*,^

InterMune Inc.

296,766

 

5,078

 

Landauer, Inc.

69,160

 

5,031

*,^

Theravance, Inc.

400,377

 

4,989

*,^

ev3 Inc.

492,624

 

4,946

*

Sun Healthcare Group Inc.

333,839

 

4,894

*

Sunrise Senior Living, Inc.

351,279

 

4,844

*,^

Dendreon Corp.

844,550

 

4,822

*

SonoSite, Inc.

152,572

 

4,791

*

Gentiva Health Services, Inc.

175,807

 

4,736

*

Merit Medical Systems, Inc.

247,537

 

4,646

*,^

Align Technology, Inc.

423,045

 

4,582

*,^

Halozyme Therapeutics Inc.

624,089

 

4,581

*

Volcano Corp.

264,393

 

4,571

*

AMN Healthcare Services, Inc.

259,857

 

4,566

*

Zoll Medical Corp.

136,751

 

4,474

*

eResearch Technology, Inc.

374,467

 

4,460

*

Healthways, Inc.

272,116

 

4,389

*

Albany Molecular Research, Inc.

241,292

 

4,365

*

Cyberonics, Inc.

255,677

 

4,347

 

Datascope Corp.

83,666

 

4,320

*

inVentiv Health, Inc.

244,435

 

4,317

*,^

Medivation Inc.

162,462

 

4,299

*

Cross Country Healthcare, Inc.

253,869

 

4,136

*

Symmetry Medical Inc.

219,935

 

4,082

*

Universal American Corp.

333,214

 

4,062

 

 

 

*

Allos Therapeutics Inc.

545,096

 

4,039

*

Quidel Corp.

242,720

 

3,983

*

Res-Care, Inc.

214,319

 

3,888

*,^

Arena Pharmaceuticals, Inc.

775,090

 

3,875

*

Progenics Pharmaceuticals, Inc.

289,281

 

3,850

*

Greatbatch, Inc.

150,385

 

3,690

*

Conceptus, Inc.

221,196

 

3,667

*,^

ABIOMED, Inc.

203,379

 

3,610

*,^

SurModics, Inc.

114,389

 

3,602

*

HMS Holdings Corp.

147,466

 

3,533

*

Par Pharmaceutical Cos. Inc.

280,676

 

3,450

*

Natus Medical Inc.

151,851

 

3,441

*

Momenta Pharmaceuticals, Inc.

258,173

 

3,385

*

MedAssets, Inc.

193,405

 

3,327

*

Abraxis BioScience

47,571

 

3,280

 

Computer Programs and Systems, Inc.

112,657

 

3,261

*

Cougar Biotechnology Inc.

96,848

 

3,234

*

Affymetrix, Inc.

415,458

 

3,216

*

AndioDynamics, Inc.

201,413

 

3,182

*

XOMA Ltd.

1,507,184

 

3,165

*

IRIS International, Inc.

174,050

 

3,115

*

Skilled Healthcare Group Inc.

195,635

 

3,109

*

Bio-Reference Laboratories, Inc.

106,213

 

3,070

*

Questcor Pharmaceuticals, Inc.

417,023

 

3,065

*

Assisted Living Concepts Inc.

474,477

 

3,022

*

Durect Corp.

536,984

 

3,007

*

NPS Pharmaceuticals Inc.

420,686

 

3,004

*

Molina Healthcare Inc.

96,383

 

2,988

*,^

Enzon Pharmaceuticals, Inc.

397,085

 

2,930

*

Abaxis, Inc.

147,793

 

2,912

*

Omnicell, Inc.

221,381

 

2,911

*

Nabi Biopharmaceuticals

622,215

 

2,900

*

Salix Pharmaceuticals, Ltd.

444,120

 

2,847

*,^

Sangamo BioSciences, Inc.

365,365

 

2,813

*

RehabCare Group, Inc.

154,153

 

2,790

*,^

MannKind Corp.

719,380

 

2,777

*

ICU Medical, Inc.

91,235

 

2,774

*

Hanger Orthopedic Group, Inc.

158,986

 

2,774

*

CorVel Corp.

96,544

 

2,762

*,^

Accuray Inc.

340,715

 

2,750

*

Air Methods Corp.

96,340

 

2,727

*

Somanetics Corp.

124,690

 

2,727

*

Pain Therapeutics, Inc.

278,418

 

2,720

*

CryoLife Inc.

207,028

 

2,716

*

Vivus, Inc.

335,688

 

2,665

*

RTI Biologics, Inc.

284,315

 

2,658

*

Neogen Corp.

91,891

 

2,589

*

MWI Veterinary Supply Inc.

65,900

 

2,589

*

Insulet Corp.

184,491

 

2,568

*,^

Geron Corp.

644,651

 

2,546

*

Cypress Bioscience, Inc.

346,432

 

2,546

 

 

 

 

*

Odyssey Healthcare, Inc.

249,856

 

2,536

*,^

Pozen Inc.

240,882

 

2,532

*

Indevus Pharmaceuticals, Inc.

755,263

 

2,530

*

Sirona Dental Systems Inc.

108,096

 

2,516

*

US Physical Therapy, Inc.

140,072

 

2,432

*

MedCath Corp.

135,569

 

2,429

*

Matrixx Initiatives, Inc.

132,720

 

2,388

*

LHC Group Inc.

83,226

 

2,370

*

Pharmasset, Inc.

118,344

 

2,361

*

Neurocrine Biosciences, Inc.

493,831

 

2,316

*

Alliance Imaging, Inc.

222,355

 

2,284

*,^

Stereotaxis Inc.

377,227

 

2,282

*

Novavax, Inc.

785,103

 

2,277

*

I-Flow Corp.

243,886

 

2,271

*

Nektar Therapeutics

630,579

 

2,264

*,^

Idenix Pharmaceuticals Inc.

301,030

 

2,176

*

Noven Pharmaceuticals, Inc.

179,900

 

2,101

*

Kensey Nash Corp.

65,482

 

2,060

*

Nighthawk Radiology Holdings, Inc.

284,050

 

2,051

 

National Healthcare Corp.

42,809

 

2,017

*

Enzo Biochem, Inc.

182,575

 

2,007

*

Accelrys Inc.

364,048

 

1,999

*

Orthofix International N.V.

105,744

 

1,970

*,^

Zymogenetics, Inc.

294,473

 

1,961

*

Dexcom Inc.

315,703

 

1,954

*,^

Discovery Laboratories, Inc.

1,044,742

 

1,954

*

Repligen Corp.

411,926

 

1,940

*,^

Poniard Pharmaceuticals, Inc.

454,320

 

1,940

*

Exactech, Inc.

86,821

 

1,931

*

Palomar Medical Technologies, Inc.

143,055

 

1,926

*

Lexicon Pharmaceuticals Inc.

1,047,942

 

1,865

*

Cytokinetics, Inc.

388,895

 

1,843

*,^

BMP Sunstone Corp.

263,040

 

1,826

*,^

GTx, Inc.

94,941

 

1,806

*

OraSure Technologies, Inc.

366,525

 

1,803

*

Array BioPharma Inc.

229,293

 

1,761

*

Life Sciences Research, Inc.

50,155

 

1,755

*

Rochester Medical Corp.

132,214

 

1,753

*

Omrix Biopharmaceuticals, Inc.

97,625

 

1,751

*

Tercica, Inc.

194,120

 

1,735

*

Synovis Life Technologies, Inc.

91,575

 

1,723

*,^

Akorn, Inc.

330,427

 

1,695

*

Adolor Corp.

487,466

 

1,682

*,^

Synta Pharmaceuticals Corp.

219,979

 

1,676

*

America Service Group Inc.

174,572

 

1,662

*,^

Hi-Tech Pharmacal Co., Inc.

168,968

 

1,659

*

Orthovita, Inc.

637,714

 

1,658

*

ATS Medical, Inc.

555,775

 

1,606

*,^

NxStage Medical, Inc.

380,376

 

1,605

*,^

Aspect Medical Systems, Inc.

308,378

 

1,604

*

ARIAD Pharmaceuticals, Inc.

648,760

 

1,602

*

Capital Senior Living Corp.

210,791

 

1,602

*

Inspire Pharmaceuticals, Inc.

446,506

 

1,594

 

 

 

 

*

Theragenics Corp.

507,866

 

1,585

*,^

Affymax Inc.

78,003

 

1,548

*

Genomic Health, Inc.

67,769

 

1,535

*

Ligand Pharmaceuticals Inc. Class B

512,834

 

1,513

*

ImmunoGen, Inc.

304,353

 

1,494

*

Cerus Corp.

353,432

 

1,460

*

Vital Images, Inc.

94,581

 

1,419

*

Cambrex Corp.

230,023

 

1,415

*

Dyax Corp.

319,872

 

1,407

*,^

Osiris Therapeutics, Inc.

72,287

 

1,394

*

American Dental Partners, Inc.

116,748

 

1,366

*

Five Star Quality Care, Inc.

363,350

 

1,363

 

Psychemedics Corp.

92,327

 

1,357

*

Genoptix, Inc.

39,400

 

1,287

*

Obagi Medical Products, Inc.

128,478

 

1,282

*

BioScrip Inc.

428,774

 

1,278

*

STAAR Surgical Co.

276,576

 

1,242

*,^

Triple-S Management Corp.

74,942

 

1,221

*

Medical Action Industries Inc.

92,462

 

1,214

*

Spectranetics Corp.

261,471

 

1,211

*,^

Idera Pharmaceuticals, Inc.

85,544

 

1,204

*

Chindex International, Inc.

110,200

 

1,197

*

Alexza Pharmaceuticals, Inc.

241,276

 

1,192

*

VNUS Medical Technologies, Inc.

56,640

 

1,185

*

Cantel Medical Corp.

122,148

 

1,175

*,^

AVANT Immunotherapeutics, Inc.

100,634

 

1,170

*

Endologix, Inc.

553,883

 

1,124

*,^

Monogram Biosciences, Inc.

1,468,196

 

1,116

*

Allion Healthcare Inc.

186,878

 

1,112

 

Young Innovations, Inc.

54,669

 

1,103

*

Caraco Pharmaceutical Laboratories, Ltd.

86,628

 

1,084

*

Emergency Medical Services LP Class A

35,560

 

1,063

*

Pharmanet Development Group, Inc.

146,894

 

1,061

*,^

Columbia Laboratories Inc.

401,673

 

1,052

*

Orexigen Therapeutics Inc.

97,014

 

1,047

*

Santarus Inc.

506,995

 

1,029

*

Immunomedics Inc.

560,439

 

998

*

Cutera, Inc.

92,440

 

981

*

Vascular Solutions, Inc.

128,522

 

963

*

Providence Service Corp.

97,298

 

954

*

TomoTherapy, Inc.

206,572

 

946

*

Senomyx, Inc.

198,113

 

897

*

Cynosure Inc.

49,500

 

888

*

CPEX Pharmaceuticals, Inc.

47,290

 

887

*

StemCells, Inc.

856,184

 

882

*

HealthTronics Surgical Services, Inc.

294,229

 

859

*

PDI, Inc.

107,404

 

853

*

Harvard Bioscience, Inc.

182,870

 

850

*

DepoMed, Inc.

231,330

 

844

*,^

Minrad International, Inc.

751,116

 

826

*

Amicas, Inc.

343,233

 

824

*

Anika Resh Inc.

110,450

 

799

*

Osteotech, Inc.

184,160

 

785

 

 

 

 

*

Candela Corp.

319,489

 

783

*,^

RadNet, Inc.

193,022

 

774

*

Avigen, Inc.

192,822

 

771

*

SciClone Pharmaceuticals, Inc.

658,199

 

744

*,^

AVI BioPharma, Inc.

605,084

 

732

*,^

EPIX Pharmaceuticals Inc.

707,930

 

729

*

ArQule, Inc.

224,047

 

721

*

Cardiac Science Corp.

69,331

 

718

*

SuperGen, Inc.

503,546

 

715

*

Icad Inc.

222,674

 

710

*,^

MiddleBrook Pharmaceuticals Inc.

473,043

 

710

*,^

BioCryst Pharmaceuticals, Inc.

225,631

 

708

*

Maxygen Inc.

166,569

 

705

*,^

Metabolix Inc.

62,644

 

682

*

Clinical Data, Inc.

39,408

 

634

*

National Dentex Corp.

102,976

 

628

*

Micrus Endovascular Corp.

44,826

 

625

*

Emageon Inc.

280,649

 

609

*

BioLase Technology, Inc.

319,742

 

604

*

Allied Healthcare International Inc.

313,979

 

597

*

Vical, Inc.

264,045

 

578

*,^

Peregrine Pharmaceuticals, Inc.

1,747,004

 

578

 

Utah Medical Products, Inc.

20,958

 

577

^

Trimeris, Inc.

142,935

 

560

*

Combinatorx, Inc.

172,845

 

558

*,^

CombiMatrix Corp.

36,330

 

541

*

Strategic Diagnostics Inc.

328,955

 

533

*,^

BioSante Pharmaceuticals, Inc.

108,792

 

532

*,^

Micromet, Inc.

119,786

 

531

*,^

GenVec, Inc.

435,711

 

527

*

ThermoGenesis Corp.

418,270

 

523

*,^

Introgen Therapeutics, Inc.

767,691

 

522

*

BioSphere Medical Inc.

149,120

 

522

*,^

Hansen Medical Inc.

38,184

 

513

*

Infinity Pharmaceuticals, Inc.

63,823

 

495

*

Altus Pharmaceuticals, Inc.

445,489

 

494

*

Continucare Corp.

184,921

 

494

*

Orchid Cellmark, Inc.

164,663

 

486

*

Penwest Pharmaceuticals Co.

230,707

 

475

*

Cadence Pharmaceuticals, Inc.

51,654

 

459

*,^

Hythiam Inc.

348,637

 

450

^

LCA-Vision Inc.

95,651

 

444

*

Acadia Pharmaceuticals Inc.

163,777

 

439

*

Curis, Inc.

374,734

 

435

 

Atrion Corp.

4,218

 

435

*

Caliper Life Sciences, Inc.

152,126

 

426

*

AspenBio Pharma, Inc.

68,154

 

425

*,^

Biodel Inc.

125,832

 

422

*

NMT Medical, Inc.

133,618

 

417

*

Sonic Innovations, Inc.

161,037

 

409

*

Medical Staffing Network Holdings, Inc.

246,870

 

407

*,^

Javelin Pharmaceuticals, Inc.

146,934

 

382

*

Hooper Holmes, Inc.

292,344

 

380

 

 

 

 

*,^

Rural/Metro Corp.

149,481

 

380

*

La Jolla Pharmaceutical Co.

335,454

 

376

*,^

Arrowhead Research Corp.

358,422

 

373

*,^

Opko Health, Inc.

204,106

 

357

*

Anadys Pharmaceuticals Inc.

132,765

 

352

*,^

Generex Biotechnology Corp.

750,520

 

345

*

Animal Health International, Inc.

40,906

 

337

*

Optimer Pharmaceuticals Inc.

40,673

 

323

*

CuraGen Corp.

372,618

 

298

 

Daxor Corp.

15,600

 

253

*

Clarient, Inc.

142,100

 

249

*

Corcept Therapeutics Inc.

189,853

 

245

*,^

Telik, Inc.

361,828

 

239

*

Mediware Information Systems, Inc.

43,156

 

238

*

Spectrum Pharmaceuticals Inc.

163,470

 

230

*

Biomimetic Therapeutics, Inc.

20,636

 

228

*

Avanir Pharmaceuticals Class A

378,068

 

219

^

Cytrx Corp.

420,920

 

215

*,^

Vanda Parmaceuticals, Inc.

213,661

 

209

*

Ista Pharmaceuticals Inc.

131,112

 

208

*

Pharmacopeia Drug Discovery Inc.

139,499

 

208

*

Emisphere Technologies, Inc.

103,751

 

205

*

Northstar Neuroscience, Inc.

129,821

 

201

*,^

deCODE genetics, Inc.

505,497

 

197

*,^

Insmed Inc.

393,333

 

197

*,^

Cell Genesys, Inc.

322,742

 

190

*

PhotoMedex, Inc.

435,051

 

183

*,^

Antigenics, Inc.

115,635

 

183

*

Orthologic Corp.

195,946

 

172

*

RXi Pharmaceuticals Corp.

20,997

 

171

*

Heska Corp.

244,014

 

159

*,^

Hollis-Eden Pharmaceuticals, Inc.

128,424

 

155

*

Alphatec Holdings, Inc.

33,505

 

154

*

SRI/Surgical Express, Inc.

45,760

 

149

*

EntreMed, Inc.

395,759

 

146

*

Dynavax Technologies Corp.

98,455

 

143

*

The Quigley Corp.

27,574

 

141

*,^

Aastrom Biosciences, Inc.

546,506

 

137

*,^

Nanogen, Inc.

490,758

 

133

*

DUSA Pharmaceuticals, Inc.

101,263

 

116

*

Hemispherx Biopharma, Inc.

315,885

 

114

*

Nuvelo, Inc.

249,103

 

110

*

Insite Vision, Inc.

232,018

 

109

*

MDRNA Inc.

259,940

 

101

*

Molecular Insight Pharmaceuticals, Inc.

12,300

 

94

*

Retractable Technologies, Inc.

63,009

 

88

*

NitroMed, Inc.

186,482

 

86

*,^

Lannett Co., Inc.

34,400

 

79

*

Genelabs Technologies, Inc.

176,821

 

76

*

Titan Pharmaceuticals, Inc.

333,972

 

72

*

Targacept, Inc.

11,950

 

69

*

SCOLR Pharma Inc.

82,225

 

66

*

GTC Biotherapeutics, Inc.

185,768

 

65

 

 

 

 

*

Threshold Pharmaceuticals, Inc.

46,870

 

61

*

Pharmacyclics, Inc.

27,890

 

56

*

Digirad Corp.

35,183

 

41

*

Critical Therapeutics, Inc.

200,490

 

38

*

NexMed, Inc.

316,001

 

38

*

Acusphere, Inc.

103,950

 

36

*,^

Northfield Laboratories, Inc.

127,324

 

36

*

Memory Pharmaceuticals Corp.

172,672

 

35

*

Celsion Corp.

11,000

 

34

*

Neose Technologies, Inc.

105,260

 

34

*

IVAX Diagnostics, Inc.

61,215

 

32

*

Zila Inc.

24,151

 

30

*,^

Fonar Corp.

22,896

 

27

*

Genaera Corp.

53,469

 

27

*,^

Hana Biosciences, Inc.

41,300

 

25

*

NeoPharm, Inc.

90,198

 

20

*

Panacos Pharmaceuticals Inc.

56,876

 

17

*

North American Scientific, Inc.

54,337

 

17

*

Neurometrix Inc.

15,221

 

14

*

K-V Pharmaceutical Co. Class B

500

 

11

*,^

AtheroGenics, Inc.

31,247

 

11

*

TorreyPines Therapeutics Inc.

20,930

 

10

*

Lipid Sciences, Inc.

70,789

 

10

*

Inhibitex Inc.

24,180

 

9

*

Neurobiological Technolgoies, Inc.

14,300

 

9

*

Access Plans USA, Inc.

18,941

 

6

*

OncoGenex Pharmaceutical Inc.

1,644

 

6

*

Oscient Pharmaceuticals Corp.

4,268

 

5

*

Pharmos Corp.

12,460

 

2

*

Neurogen Corp.

2,800

 

1

*

Palatin Technologies, Inc.

6

 

 

 

12,880,146

Industrials (11.5%)

 

General Electric Co.

77,360,971

 

1,972,705

 

United Technologies Corp.

7,175,572

 

430,965

 

3M Co.

5,192,860

 

354,724

 

United Parcel Service, Inc.

5,323,017

 

334,765

 

The Boeing Co.

5,540,796

 

317,765

 

Lockheed Martin Corp.

2,671,695

 

293,005

 

Caterpillar, Inc.

4,774,205

 

284,543

 

Union Pacific Corp.

3,844,919

 

273,604

 

Burlington Northern Santa Fe Corp.

2,677,095

 

247,444

 

Emerson Electric Co.

6,059,734

 

247,177

 

Honeywell International Inc.

5,467,340

 

227,168

 

General Dynamics Corp.

2,628,897

 

193,539

 

Norfolk Southern Corp.

2,916,324

 

193,090

 

FedEx Corp.

2,286,187

 

180,700

 

Raytheon Co.

3,263,102

 

174,609

 

CSX Corp.

3,141,008

 

171,405

 

Deere & Co.

3,344,741

 

165,565

 

Northrop Grumman Corp.

2,522,126

 

152,689

 

Illinois Tool Works, Inc.

3,246,065

 

144,288

 

Danaher Corp.

1,977,180

 

137,216

 

 

 

 

 

Tyco International, Ltd.

3,846,559

 

134,706

 

Waste Management, Inc.

3,808,343

 

119,925

 

PACCAR, Inc.

2,692,360

 

102,821

 

L-3 Communications Holdings, Inc.

952,333

 

93,633

 

Precision Castparts Corp.

1,081,204

 

85,177

 

Southwest Airlines Co.

5,679,639

 

82,412

 

Ingersoll-Rand Co.

2,469,519

 

76,975

 

Fluor Corp.

1,377,114

 

76,705

 

ITT Industries, Inc.

1,339,878

 

74,511

 

Parker Hannifin Corp.

1,302,443

 

69,029

 

Eaton Corp.

1,213,805

 

68,192

 

C.H. Robinson Worldwide Inc.

1,323,842

 

67,463

 

Cummins Inc.

1,497,907

 

65,488

 

Rockwell Collins, Inc.

1,249,112

 

60,070

 

Dover Corp.

1,470,561

 

59,631

*

First Solar, Inc.

309,576

 

58,482

 

Expeditors International of Washington, Inc.

1,656,112

 

57,699

 

Textron, Inc.

1,935,955

 

56,685

 

Cooper Industries, Inc. Class A

1,352,778

 

54,043

 

Pitney Bowes, Inc.

1,612,278

 

53,624

 

Masco Corp.

2,865,264

 

51,403

*

Jacobs Engineering Group Inc.

945,807

 

51,367

 

Fastenal Co.

984,376

 

48,618

*

McDermott International, Inc.

1,758,131

 

44,920

 

W.W. Grainger, Inc.

505,472

 

43,961

 

Republic Services, Inc. Class A

1,414,687

 

42,412

 

The Dun & Bradstreet Corp.

433,740

 

40,928

 

R.R. Donnelley & Sons Co.

1,650,499

 

40,487

 

Rockwell Automation, Inc.

1,083,380

 

40,453

*

Foster Wheeler Ltd.

1,120,245

 

40,452

 

Goodrich Corp.

971,847

 

40,429

 

Flowserve Corp.

447,542

 

39,728

 

Roper Industries Inc.

694,431

 

39,555

*

Stericycle, Inc.

669,814

 

39,459

 

Joy Global Inc.

839,327

 

37,887

*

Iron Mountain, Inc.

1,483,299

 

36,207

*

Quanta Services, Inc.

1,333,830

 

36,027

 

Equifax, Inc.

1,007,013

 

34,692

 

Ametek, Inc.

829,997

 

33,839

*

Allied Waste Industries, Inc.

3,024,248

 

33,599

 

Avery Dennison Corp.

745,430

 

33,157

 

Pall Corp.

953,525

 

32,792

 

SPX Corp.

415,361

 

31,983

 

Cintas Corp.

1,076,156

 

30,896

*

AGCO Corp.

713,496

 

30,402

 

Robert Half International, Inc.

1,174,217

 

29,062

*

FTI Consulting, Inc.

389,558

 

28,142

 

Ryder System, Inc.

447,382

 

27,738

*

Kansas City Southern

605,567

 

26,863

 

Manpower Inc.

616,900

 

26,625

 

Bucyrus International, Inc.

581,646

 

25,988

 

Pentair, Inc.

731,676

 

25,294

 

DRS Technologies, Inc.

321,935

 

24,708

 

 

 

 

 

Harsco Corp.

654,708

 

24,349

*

Corrections Corp. of America

971,676

 

24,146

*

URS Corp.

655,627

 

24,042

*

Alliant Techsystems, Inc.

255,810

 

24,031

*

Terex Corp.

783,364

 

23,908

*

Covanta Holding Corp.

958,898

 

22,956

 

Donaldson Co., Inc.

546,027

 

22,884

 

SunPower Corp. Class B

321,309

 

22,186

*

Copart, Inc.

582,584

 

22,138

 

The Brink's Co.

350,303

 

21,375

 

Lincoln Electric Holdings, Inc.

332,374

 

21,375

*,^

SunPower Corp. Class A

296,568

 

21,036

 

J.B. Hunt Transport Services, Inc.

629,675

 

21,012

 

KBR Inc.

1,318,912

 

20,140

 

IDEX Corp.

639,504

 

19,837

*

Shaw Group, Inc.

644,286

 

19,799

*

Waste Connections, Inc.

569,114

 

19,521

*

AMR Corp.

1,943,601

 

19,086

 

Wabtec Corp.

358,021

 

18,341

*

Energy Conversion Devices, Inc.

314,638

 

18,328

 

Landstar System, Inc.

409,728

 

18,053

 

The Timken Co.

634,647

 

17,992

*

Thomas & Betts Corp.

451,868

 

17,654

*,^

Delta Air Lines Inc.

2,278,094

 

16,972

 

Graco, Inc.

471,635

 

16,795

 

Woodward Governor Co.

469,369

 

16,555

 

Watson Wyatt & Co. Holdings

331,766

 

16,499

 

Kennametal, Inc.

596,887

 

16,188

 

Trinity Industries, Inc.

628,732

 

16,177

 

MSC Industrial Direct Co., Inc. Class A

349,129

 

16,084

 

Curtiss-Wright Corp.

348,451

 

15,837

 

The Manitowoc Co., Inc.

1,013,345

 

15,757

 

Con-way, Inc.

355,139

 

15,665

*

Kirby Corp.

399,022

 

15,139

*

Teledyne Technologies, Inc.

261,721

 

14,960

*

USG Corp.

578,197

 

14,802

*

Owens Corning Inc.

614,766

 

14,699

*

General Cable Corp.

410,525

 

14,627

*

Continental Airlines, Inc. Class B

853,086

 

14,229

 

Carlisle Co., Inc.

474,095

 

14,209

*

Gardner Denver Inc.

408,674

 

14,189

 

CLARCOR Inc.

372,492

 

14,136

 

Alexander & Baldwin, Inc.

320,963

 

14,132

 

GATX Corp.

356,645

 

14,112

*

EMCOR Group, Inc.

528,716

 

13,916

 

Brady Corp. Class A

390,132

 

13,764

*

Monster Worldwide Inc.

883,973

 

13,180

 

Acuity Brands, Inc.

315,549

 

13,177

 

Hubbell Inc. Class B

372,278

 

13,048

*

Moog Inc.

299,711

 

12,852

*

Spirit Aerosystems Holdings Inc.

798,379

 

12,830

*

Aecom Technology Corp.

511,664

 

12,505

 

Lennox International Inc.

374,428

 

12,457

 

 

 

 

 

IKON Office Solutions, Inc.

730,172

 

12,420

*

GrafTech International Ltd.

801,766

 

12,115

 

The Toro Co.

291,803

 

12,051

 

UTI Worldwide, Inc.

696,003

 

11,846

 

Valmont Industries, Inc.

141,988

 

11,741

 

Nordson Corp.

236,075

 

11,594

*

BE Aerospace, Inc.

724,283

 

11,465

*

Clean Harbors Inc.

163,529

 

11,046

*

Tetra Tech, Inc.

458,864

 

11,040

 

Crane Co.

371,126

 

11,026

 

Actuant Corp.

434,463

 

10,966

*

Orbital Sciences Corp.

455,982

 

10,930

 

Belden Inc.

340,589

 

10,834

*

Hub Group, Inc.

287,695

 

10,832

 

Herman Miller, Inc.

436,689

 

10,686

 

Regal-Beloit Corp.

250,958

 

10,671

*

WESCO International, Inc.

327,817

 

10,549

*

Hexcel Corp.

748,237

 

10,243

*

ESCO Technologies Inc.

202,252

 

9,742

 

Kaydon Corp.

215,653

 

9,717

 

Watsco, Inc.

190,680

 

9,587

 

Baldor Electric Co.

323,784

 

9,328

*

Genesee & Wyoming Inc. Class A

247,556

 

9,288

 

Granite Construction Co.

253,846

 

9,093

*

Esterline Technologies Corp.

229,615

 

9,090

 

Mine Safety Appliances Co.

235,787

 

8,988

*

United Stationers, Inc.

182,641

 

8,736

 

The Corporate Executive Board Co.

265,982

 

8,312

^

HNI Corp.

326,967

 

8,285

^

Simpson Manufacturing Co.

303,281

 

8,216

*

Huron Consulting Group Inc.

142,552

 

8,123

*

Geo Group Inc.

398,351

 

8,051

 

UAL Corp.

912,693

 

8,023

 

Applied Industrial Technology, Inc.

297,032

 

7,999

 

Knight Transportation, Inc.

467,951

 

7,941

 

Otter Tail Corp.

258,338

 

7,939

*

Resources Connection, Inc.

345,442

 

7,783

 

Werner Enterprises, Inc.

358,028

 

7,773

 

ABM Industries Inc.

352,820

 

7,706

*

II-VI, Inc.

196,249

 

7,587

*

Navigant Consulting, Inc.

379,540

 

7,549

 

Heartland Express, Inc.

485,839

 

7,540

*

MPS Group, Inc.

736,436

 

7,423

 

Arkansas Best Corp.

219,770

 

7,404

 

Barnes Group, Inc.

359,827

 

7,276

 

Skywest, Inc.

453,356

 

7,245

*,^

American Superconductor Corp.

306,748

 

7,230

*

Ceradyne, Inc.

196,657

 

7,209

 

Robbins & Myers, Inc.

229,812

 

7,108

^

Genco Shipping and Trading Ltd.

210,904

 

7,010

*

TransDigm Group, Inc.

204,500

 

7,000

 

Watts Water Technologies, Inc.

250,356

 

6,847

*

Hertz Global Holdings Inc.

896,155

 

6,784

 

 

 

 

^

Briggs & Stratton Corp.

415,272

 

6,719

*,^

The Middleby Corp.

123,096

 

6,685

*

Alaska Air Group, Inc.

327,626

 

6,680

*,^

JetBlue Airways Corp.

1,345,340

 

6,659

 

Mueller Industries Inc.

288,979

 

6,649

*

Old Dominion Freight Line, Inc.

232,529

 

6,590

*

CoStar Group, Inc.

144,863

 

6,575

*

Chart Industries, Inc.

222,244

 

6,347

 

Triumph Group, Inc.

137,904

 

6,304

^

Lindsay Manufacturing Co.

85,752

 

6,238

 

A.O. Smith Corp.

158,658

 

6,218

*

United Rentals, Inc.

405,105

 

6,174

 

Healthcare Services Group, Inc.

334,442

 

6,117

 

Forward Air Corp.

224,040

 

6,101

 

Franklin Electric, Inc.

133,218

 

5,935

 

Albany International Corp.

216,176

 

5,908

 

Knoll, Inc.

389,785

 

5,894

*

TrueBlue, Inc.

363,817

 

5,879

 

Deluxe Corp.

399,812

 

5,753

 

Rollins, Inc.

298,359

 

5,663

*

EnerSys

286,547

 

5,648

*

Korn/Ferry International

312,268

 

5,565

 

EnergySolutions

551,432

 

5,514

*

US Airways Group Inc.

907,292

 

5,471

*

EnPro Industries, Inc.

146,015

 

5,426

 

CIRCOR International, Inc.

124,222

 

5,395

*

Team, Inc.

148,250

 

5,355

*,^

YRC Worldwide, Inc.

444,792

 

5,320

*

American Reprographics Co.

307,131

 

5,298

^

Titan International, Inc.

248,143

 

5,290

*

Perini Corp.

205,003

 

5,287

*

Layne Christensen Co.

148,867

 

5,274

*

School Specialty, Inc.

168,933

 

5,269

 

Administaff, Inc.

193,274

 

5,261

*

Beacon Roofing Supply, Inc.

336,585

 

5,257

 

Kaman Corp. Class A

182,540

 

5,199

 

Eagle Bulk Shipping Inc.

365,826

 

5,100

 

Armstrong Worldwide Industries, Inc.

175,572

 

5,074

*

AAR Corp.

302,043

 

5,011

*

Mastec Inc.

369,074

 

4,905

 

Ameron International Corp.

68,278

 

4,892

*

RBC Bearings Inc.

144,303

 

4,862

 

Steelcase Inc.

448,352

 

4,820

*

Astec Industries, Inc.

155,361

 

4,790

*

Interline Brands, Inc.

291,993

 

4,733

 

Pacer International, Inc.

287,054

 

4,728

*

Atlas Air Worldwide Holdings, Inc.

116,725

 

4,705

*

Mobile Mini, Inc.

242,866

 

4,695

^

Macquarie Infrastructure Co. LLC

354,697

 

4,686

 

Quanex Building Products Corp.

306,957

 

4,678

^

American Science & Engineering, Inc.

78,121

 

4,666

 

Raven Industries, Inc.

117,050

 

4,606

*,^

RSC Holdings Inc.

401,392

 

4,560

 

 

 

 

*

Sykes Enterprises, Inc.

206,798

 

4,541

 

Comfort Systems USA, Inc.

338,023

 

4,516

*

NCI Building Systems, Inc.

140,247

 

4,453

 

McGrath RentCorp

153,601

 

4,427

*,^

Evergreen Solar, Inc.

794,840

 

4,387

 

Oshkosh Truck Corp.

330,526

 

4,350

*

M&F Worldwide Corp.

108,453

 

4,338

 

Universal Forest Products, Inc.

120,948

 

4,222

 

Gorman-Rupp Co.

111,921

 

4,222

 

Badger Meter, Inc.

89,235

 

4,190

 

Viad Corp.

144,866

 

4,171

 

Federal Signal Corp.

304,254

 

4,168

 

G & K Services, Inc. Class A

124,468

 

4,114

*

Dycom Industries, Inc.

309,942

 

4,035

*

American Commercial Lines Inc.

376,694

 

4,008

*

The Advisory Board Co.

132,785

 

4,005

*,^

FuelCell Energy, Inc.

631,472

 

3,808

*

Avis Budget Group, Inc.

656,603

 

3,769

 

Tennant Co.

109,474

 

3,751

*

CBIZ Inc.

441,615

 

3,736

 

Gibraltar Industries Inc.

198,536

 

3,715

*

Altra Holdings Inc.

249,356

 

3,680

 

Heidrick & Struggles International, Inc.

121,588

 

3,666

 

NACCO Industries, Inc. Class A

38,726

 

3,660

 

Mueller Water Products, Inc.

554,499

 

3,604

*

Allegiant Travel Co.

101,804

 

3,596

*

Axsys Technologies, Inc.

60,588

 

3,571

*

Furmanite Corp.

342,841

 

3,569

 

Freightcar America Inc.

121,899

 

3,568

*

Columbus McKinnon Corp.

150,227

 

3,541

 

Interface, Inc.

311,049

 

3,537

*,^

Griffon Corp.

390,489

 

3,522

*

Republic Airways Holdings Inc.

337,226

 

3,436

*,^

Innerworkings, Inc.

309,784

 

3,435

*

Acco Brands Corp.

455,113

 

3,432

*

Polypore International Inc.

156,728

 

3,371

 

Cascade Corp.

76,138

 

3,336

 

Apogee Enterprises, Inc.

221,752

 

3,333

*

AZZ Inc.

80,396

 

3,326

 

Seaboard Corp.

2,631

 

3,307

 

Tredegar Corp.

185,532

 

3,301

*

AirTran Holdings, Inc.

1,342,753

 

3,263

 

Kelly Services, Inc. Class A

170,928

 

3,256

*

Tecumseh Products Co. Class A

129,933

 

3,254

 

Cubic Corp.

130,583

 

3,211

*

GenCorp, Inc.

474,633

 

3,199

*,^

Fuel-Tech N.V.

171,661

 

3,105

*,^

Taser International Inc.

429,251

 

3,069

 

American Ecology Corp.

110,436

 

3,056

*

L.B. Foster Co. Class A

100,202

 

3,048

*

Blount International, Inc.

273,811

 

3,047

*

On Assignment, Inc.

383,435

 

3,021

*

Gehl Co.

102,221

 

3,008

 

 

 

 

*

John Bean Technologies Corp.

234,401

 

2,967

*

Kforce Inc.

284,892

 

2,909

*

Exponent, Inc.

87,189

 

2,885

 

CDI Corp.

128,366

 

2,866

*

Hawaiian Holdings, Inc.

308,311

 

2,861

*

Casella Waste Systems, Inc.

240,942

 

2,829

 

Applied Signal Technology, Inc.

160,937

 

2,797

*

Cenveo Inc.

363,529

 

2,796

 

Encore Wire Corp.

154,353

 

2,795

*

DynCorp International Inc. Class A

166,108

 

2,784

^

Aircastle Ltd.

279,578

 

2,771

*

Kadant Inc.

119,827

 

2,728

 

Standex International Corp.

98,106

 

2,722

*

Rush Enterprises, Inc. Class A

211,536

 

2,708

*

Insituform Technologies Inc. Class A

178,203

 

2,666

*

Waste Services, Inc.

351,437

 

2,604

*

Spherion Corp.

533,010

 

2,596

 

Dynamic Materials Corp.

111,540

 

2,589

*

GeoEye Inc.

116,133

 

2,570

^

Houston Wire & Cable Co.

149,029

 

2,559

*

Cornell Cos., Inc.

94,136

 

2,559

*

Celadon Group Inc.

219,321

 

2,516

 

Bowne & Co., Inc.

213,346

 

2,464

 

TAL International Group, Inc.

117,483

 

2,446

 

Met-Pro Corp.

165,006

 

2,407

*

Northwest Pipe Co.

53,994

 

2,355

*

Consolidated Graphics, Inc.

76,153

 

2,310

*

Michael Baker Corp.

66,090

 

2,300

*

Titan Machinery, Inc.

109,835

 

2,286

^

Horizon Lines Inc.

231,424

 

2,284

*,^

Force Protection, Inc.

846,530

 

2,269

 

Ennis, Inc.

144,183

 

2,229

*

Amerco, Inc.

52,902

 

2,218

 

The Greenbrier Cos., Inc.

113,000

 

2,205

*

Flow International Corp.

430,545

 

2,187

 

Insteel Industries, Inc.

159,393

 

2,166

*,^

Odyssey Marine Exploration, Inc.

477,001

 

2,166

*

Aerovironment Inc.

65,411

 

2,090

*

Argon ST, Inc.

88,651

 

2,082

 

Sun Hydraulics Corp.

79,602

 

2,073

*,^

Capstone Turbine Corp.

1,578,126

 

2,036

*

Pike Electric Corp.

136,620

 

2,012

*

Ladish Co., Inc.

98,714

 

1,999

 

Ducommun, Inc.

83,160

 

1,986

*

Stanley Inc.

53,660

 

1,981

*

PRG-Schultz International, Inc.

219,288

 

1,965

*

Marten Transport, Ltd.

100,082

 

1,953

 

Kimball International, Inc. Class B

179,978

 

1,944

*,^

Valence Technology Inc.

557,035

 

1,922

 

Xerium Technologies Inc.

297,617

 

1,917

 

NN, Inc.

147,507

 

1,895

*

Lydall, Inc.

195,957

 

1,887

*

Sterling Construction Co., Inc.

114,989

 

1,863

 

 

 

 

 

Aceto Corp.

189,631

 

1,819

*

Hill International Inc.

130,678

 

1,810

 

Wabash National Corp.

191,460

 

1,809

 

Great Lakes Dredge & Dock Co.

285,389

 

1,801

*

CRA International Inc.

65,455

 

1,799

 

LSI Industries Inc.

216,757

 

1,793

*

H&E Equipment Services, Inc.

179,898

 

1,738

^

HEICO Corp.

52,314

 

1,717

^

American Woodmark Corp.

74,624

 

1,675

*

Powell Industries, Inc.

40,712

 

1,661

 

Courier Corp.

81,559

 

1,661

 

Sauer-Danfoss, Inc.

67,171

 

1,658

*

Dynamex Inc.

57,866

 

1,647

*

Miller Industries, Inc.

214,613

 

1,590

*

PeopleSupport Inc.

134,726

 

1,575

*

Standard Parking Corp.

70,448

 

1,565

 

HEICO Corp. Class A

55,520

 

1,558

 

Diamond Management and Technology Consultants,Inc.

327,679

 

1,537

*

Hudson Highland Group, Inc.

220,840

 

1,535

*

Herley Industries Inc.

89,203

 

1,525

 

Lawson Products, Inc.

55,080

 

1,523

 

Graham Corp.

28,100

 

1,520

*,^

Metalico, Inc.

256,102

 

1,511

*,^

3D Systems Corp.

104,488

 

1,489

 

AAON, Inc.

81,826

 

1,488

 

Ampco-Pittsburgh Corp.

57,360

 

1,486

*

LECG Corp.

183,446

 

1,480

*,^

Power-One, Inc.

1,007,467

 

1,461

*

WCA Waste Corp.

309,970

 

1,454

*,^

EnerNOC Inc.

140,275

 

1,450

 

Textainer Group Holdings Ltd.

95,396

 

1,449

*,^

Builders FirstSource, Inc.

235,308

 

1,409

*

Ultralife Corp.

180,084

 

1,396

*,^

Microvision, Inc.

704,277

 

1,366

*

K-Tron International, Inc

10,432

 

1,344

*

GP Strategies Corp.

176,813

 

1,344

*

Park-Ohio Holdings Corp.

74,609

 

1,335

*

Volt Information Sciences Inc.

148,452

 

1,333

*

Saia, Inc.

98,611

 

1,310

*,^

Flanders Corp.

207,322

 

1,306

*

Kratos Defense & Security Inc.

661,948

 

1,304

*

LMI Aerospace, Inc.

64,829

 

1,304

 

The Standard Register Co.

131,169

 

1,292

*

La Barge, Inc.

85,424

 

1,286

*

Commercial Vehicle Group Inc.

173,214

 

1,232

 

Multi-Color Corp.

51,019

 

1,219

*

TurboChef Technologies, Inc.

193,757

 

1,192

*

COMSYS IT Partners Inc.

121,928

 

1,185

*

TBS International Ltd.

87,201

 

1,174

^

Mueller Water Products, Inc. Class A

125,170

 

1,124

*

Rush Enterprises, Inc. Class B

88,165

 

1,107

*

Magnatek, Inc.

270,527

 

1,096

*

China BAK Battery, Inc.

295,257

 

1,063

 

 

 

 

*,^

Trex Co., Inc.

58,299

 

1,056

 

Superior Uniform Group, Inc.

98,789

 

1,029

^

Bluelinx Holdings Inc.

193,232

 

1,022

 

Quixote Corp.

124,444

 

1,020

*

UQM Technologies, Inc.

355,462

 

1,013

*

Hurco Cos., Inc.

33,989

 

1,005

*,^

Plug Power, Inc.

1,004,843

 

995

*

International Shipholding Corp.

44,494

 

974

 

Vicor Corp.

106,943

 

950

*

Integrated Electrical Services, Inc.

53,463

 

939

 

Paragon Shipping, Inc.

110,178

 

939

*

DXP Enterprises Inc

17,500

 

933

 

Frozen Food Express Industries, Inc.

168,130

 

910

 

Innovative Solutions and Support, Inc.

165,548

 

904

*

Pinnacle Airlines Corp.

223,506

 

890

*

Willis Lease Finance Corp.

77,966

 

871

*

PMFG Inc.

59,980

 

869

 

Alamo Group, Inc.

50,382

 

859

*

Acacia Research - Acacia Technologies

283,670

 

857

 

Barrett Business Services, Inc.

65,405

 

849

*,^

Medis Technology Ltd.

463,112

 

834

 

L.S. Starrett Co. Class A

45,083

 

831

*

USA Truck, Inc.

51,983

 

829

*,^

C & D Technologies, Inc.

143,782

 

817

 

American Railcar Industries, Inc.

50,700

 

813

*

Astronics Corp.

36,036

 

813

 

Hardinge, Inc.

63,489

 

806

 

Twin Disc, Inc.

56,816

 

782

*

TriMas Corp.

115,190

 

756

*,^

Basin Water, Inc.

409,788

 

754

 

Todd Shipyards Corp.

53,942

 

728

*

Duff & Phelps Corp.

33,894

 

713

 

Schawk, Inc.

46,992

 

710

 

Omega Flex Inc.

31,471

 

710

 

Chase Corp.

55,898

 

699

*,^

Orion Energy Systems Inc.

120,830

 

678

*

P.A.M. Transportation Services, Inc.

61,408

 

672

*

U.S. Home Systems, Inc.

191,499

 

634

*,^

The Allied Defense Group, Inc.

95,859

 

589

*,^

PowerSecure International, Inc.

94,442

 

572

*

United Capital Corp.

21,238

 

563

*

ICT Group, Inc.

66,560

 

536

*

Quality Distribution Inc.

124,898

 

531

 

Virco Manufacturing Corp.

149,340

 

512

*

Perma-Fix Environmental Services, Inc.

245,442

 

510

*

APAC Teleservices, Inc.

236,289

 

508

*,^

Fushi Copperweld, Inc.

50,086

 

485

*,^

China Architectural Engineering Inc.

68,040

 

482

*

Intersections Inc.

58,743

 

478

*

TRC Cos., Inc.

151,355

 

471

*,^

Protection One, Inc.

52,830

 

465

*,^

Advanced Battery Technologies Inc.

133,110

 

430

*,^

AMREP Corp.

9,512

 

403

 

 

 

 

*

Dollar Thrifty Automotive Group, Inc.

192,276

 

371

*

Universal Truckload Services, Inc.

15,231

 

371

*

Nashua Corp.

43,876

 

352

*

Raytheon Co. Warrants Exp. 6/16/11

19,938

 

339

 

Hubbell Inc. Class A

7,600

 

305

*

Covenant Transport, Inc.

102,012

 

294

*

Innotrac Corp.

73,631

 

286

*

SL Industries, Inc.

20,500

 

272

*

Active Power, Inc.

442,351

 

261

*

First Advantage Corp. Class A

17,800

 

250

*,^

Applied Energetics, Inc.

287,190

 

244

*

Paragon Technologies, Inc.

46,135

 

219

*

Huttig Building Products, Inc.

99,946

 

209

*,^

Ascent Solar Technologies, Inc.

21,400

 

130

^

Building Materials Holding Corp.

276,738

 

130

 

Sypris Solutions, Inc.

80,282

 

129

*

ICF International, Inc.

6,500

 

128

*

Accuride Corp.

75,800

 

121

*

Air Transport Services Group Inc.

142,059

 

105

*

Aerosonic Corp.

32,574

 

73

*

CAI International Inc.

6,200

 

69

*

Alabama Aircraft Industries, Inc.

20,714

 

40

*

Spherix Inc.

59,160

 

40

*

Environmental Tectonics Corp.

19,900

 

38

*

Advanced Environmental Recycling Technologies, Inc.

78,953

 

28

*

Arotech Corp.

4,845

 

5

*

ExpressJet Holdings, Inc.

2,398

 

*

BMC Industries, Inc.

211,416

 

 

 

11,345,946

Information Technology (16.0%)

 

Microsoft Corp.

65,055,214

 

1,736,324

 

International Business Machines Corp.

10,659,825

 

1,246,773

*

Cisco Systems, Inc.

45,845,752

 

1,034,280

 

Hewlett-Packard Co.

19,135,417

 

884,822

 

Intel Corp.

44,455,838

 

832,658

*

Apple Inc.

6,842,493

 

777,718

*

Google Inc.

1,851,866

 

741,709

*

Oracle Corp.

31,985,379

 

649,623

 

QUALCOMM Inc.

12,562,952

 

539,830

*

Dell Inc.

14,121,466

 

232,722

 

Texas Instruments, Inc.

10,265,948

 

220,718

 

Visa Inc.

3,476,164

 

213,402

*

eBay Inc.

8,683,714

 

194,342

*

EMC Corp.

16,044,195

 

191,889

 

Corning, Inc.

12,223,052

 

191,169

*

Yahoo! Inc.

10,160,786

 

175,782

 

Accenture Ltd.

4,591,301

 

174,469

 

Automatic Data Processing, Inc.

4,023,620

 

172,010

*

Adobe Systems, Inc.

4,127,680

 

162,920

 

Applied Materials, Inc.

10,505,631

 

158,950

 

Western Union Co.

5,743,123

 

141,683

*

Symantec Corp.

6,520,371

 

127,669

 

Motorola, Inc.

17,503,285

 

124,973

 

 

 

 

 

Tyco Electronics Ltd.

3,860,617

 

106,785

 

MasterCard, Inc. Class A

567,746

 

100,678

*

Electronic Arts Inc.

2,471,330

 

91,415

*

Juniper Networks, Inc.

4,074,303

 

85,846

*

Agilent Technologies, Inc.

2,833,379

 

84,038

 

Paychex, Inc.

2,518,284

 

83,179

 

Xerox Corp.

6,978,587

 

80,463

*

Intuit, Inc.

2,368,343

 

74,863

*

Activision Blizzard, Inc.

4,580,048

 

70,670

*

Broadcom Corp.

3,467,652

 

64,602

 

CA, Inc.

3,192,145

 

63,715

*

Fiserv, Inc.

1,273,503

 

60,262

 

Analog Devices, Inc.

2,252,658

 

59,358

*

Autodesk, Inc.

1,734,919

 

58,207

 

Amphenol Corp.

1,361,400

 

54,647

 

Linear Technology Corp.

1,722,573

 

52,814

*

Cognizant Technology Solutions Corp.

2,245,543

 

51,266

 

Xilinx, Inc.

2,168,533

 

50,852

*

MEMC Electronic Materials, Inc.

1,768,325

 

49,973

*

NetApp, Inc.

2,669,449

 

48,664

 

Harris Corp.

1,046,067

 

48,328

 

Altera Corp.

2,328,547

 

48,154

*

Computer Sciences Corp.

1,173,549

 

47,095

*

Sun Microsystems, Inc.

6,082,306

 

46,226

*

Flextronics International Ltd.

6,497,993

 

46,006

 

Seagate Technology

3,766,767

 

45,653

*

NVIDIA Corp.

4,095,373

 

43,861

*

McAfee Inc.

1,251,038

 

42,485

*

BMC Software, Inc.

1,483,790

 

42,481

 

Microchip Technology, Inc.

1,438,573

 

42,337

 

KLA-Tencor Corp.

1,322,004

 

41,841

*

VeriSign, Inc.

1,522,421

 

39,705

*

Alliance Data Systems Corp.

616,116

 

39,049

*

FLIR Systems, Inc.

1,014,491

 

38,977

*

salesforce.com, inc.

794,015

 

38,430

*

Marvell Technology Group Ltd.

3,968,070

 

36,903

*

Western Digital Corp.

1,719,080

 

36,651

*

Citrix Systems, Inc.

1,425,243

 

36,002

*

Affiliated Computer Services, Inc. Class A

697,366

 

35,308

*

SanDisk Corp.

1,746,236

 

34,139

 

National Semiconductor Corp.

1,883,070

 

32,408

*

LAM Research Corp.

970,844

 

30,572

*

SAIC, Inc.

1,434,570

 

29,021

*

Avnet, Inc.

1,168,362

 

28,777

*

NCR Corp.

1,301,061

 

28,688

 

Fidelity National Information Services, Inc.

1,515,433

 

27,975

 

Global Payments Inc.

618,907

 

27,764

*

Teradata Corp.

1,398,113

 

27,263

*

LSI Corp.

4,951,064

 

26,538

*

Mettler-Toledo International Inc.

270,465

 

26,506

*

Arrow Electronics, Inc.

954,395

 

25,024

*

Hewitt Associates, Inc.

680,902

 

24,812

*

ANSYS, Inc.

654,665

 

24,792

 

 

 

 

*

Trimble Navigation Ltd.

942,882

 

24,383

*

Lexmark International, Inc.

739,925

 

24,099

*

Micron Technology, Inc.

5,912,195

 

23,944

*

Itron, Inc.

265,779

 

23,529

 

Lender Processing Services, Inc.

753,838

 

23,007

*

Akamai Technologies, Inc.

1,307,300

 

22,799

*

Red Hat, Inc.

1,483,801

 

22,361

*,^

Advanced Micro Devices, Inc.

4,184,073

 

21,966

*

Synopsys, Inc.

1,100,705

 

21,959

 

Total System Services, Inc.

1,309,377

 

21,474

*

ON Semiconductor Corp.

2,930,421

 

19,810

*

Compuware Corp.

2,032,838

 

19,698

*

Foundry Networks, Inc.

1,078,330

 

19,636

*

Ingram Micro, Inc. Class A

1,176,691

 

18,909

*

Sybase, Inc.

617,158

 

18,897

*

CommScope, Inc.

543,232

 

18,818

 

FactSet Research Systems Inc.

353,712

 

18,481

*

Equinix, Inc.

257,827

 

17,909

*,^

DST Systems, Inc.

317,980

 

17,804

*

Brocade Communications Systems, Inc.

2,925,151

 

17,024

 

Diebold, Inc.

512,061

 

16,954

*

MICROS Systems, Inc.

634,057

 

16,904

 

Broadridge Financial Solutions LLC

1,089,896

 

16,774

*

Parametric Technology Corp.

896,281

 

16,492

*

Nuance Communications, Inc.

1,314,642

 

16,025

 

Intersil Corp.

963,767

 

15,979

*

QLogic Corp.

1,030,625

 

15,830

*

Polycom, Inc.

680,929

 

15,750

*

Microsemi Corp.

613,183

 

15,624

*

HLTH Corp.

1,359,529

 

15,539

 

Molex, Inc.

683,713

 

15,349

*

Novellus Systems, Inc.

777,779

 

15,276

*

F5 Networks, Inc.

637,253

 

14,899

*

JDS Uniphase Corp.

1,748,945

 

14,796

*

Varian Semiconductor Equipment Associates, Inc.

576,983

 

14,494

*,^

Cree, Inc.

627,060

 

14,284

*

Convergys Corp.

964,136

 

14,250

*

SINA.com

403,678

 

14,209

*

Zebra Technologies Corp. Class A

504,835

 

14,060

*

Novell, Inc.

2,734,587

 

14,056

*

Anixter International Inc.

235,567

 

14,019

*

Dolby Laboratories Inc.

395,275

 

13,910

*

Solera Holdings, Inc.

478,679

 

13,748

 

National Instruments Corp.

457,018

 

13,733

*

Cadence Design Systems, Inc.

2,011,336

 

13,597

*

Metavante Technologies

699,489

 

13,472

 

Jabil Circuit, Inc.

1,383,980

 

13,203

*

IAC/InterActiveCorp

744,423

 

12,879

*

PMC Sierra Inc.

1,702,303

 

12,631

*

Concur Technologies, Inc.

327,440

 

12,528

 

Jack Henry & Associates Inc.

612,709

 

12,456

*

Macrovision Solutions Corp.

799,478

 

12,296

*

Tech Data Corp.

411,505

 

12,283

 

 

 

 

*

Perot Systems Corp.

695,023

 

12,059

*

NeuStar, Inc. Class A

602,729

 

11,988

*

Tellabs, Inc.

2,933,782

 

11,911

*

CACI International, Inc.

234,268

 

11,737

*

Gartner, Inc. Class A

515,107

 

11,683

*

Sohu.com Inc.

206,303

 

11,501

*

Atmel Corp.

3,285,319

 

11,137

*

Silicon Laboratories Inc.

360,389

 

11,064

*

Atheros Communications, Inc.

461,151

 

10,874

*

International Rectifier Corp.

564,444

 

10,736

*,^

VistaPrint Ltd.

326,681

 

10,728

*

TIBCO Software Inc.

1,454,032

 

10,644

*

Skyworks Solutions, Inc.

1,270,209

 

10,619

*

Teradyne, Inc.

1,335,549

 

10,431

*

Integrated Device Technology Inc.

1,332,040

 

10,363

 

Take-Two Interactive Software, Inc.

597,774

 

9,803

*

ManTech International Corp.

160,676

 

9,526

*

Ariba, Inc.

666,093

 

9,412

*

Rambus Inc.

731,418

 

9,399

*

Digital River, Inc.

288,701

 

9,354

*

Comtech Telecommunications Corp.

188,966

 

9,305

*

Blackboard Inc.

229,261

 

9,237

*

Informatica Corp.

690,299

 

8,967

*

Wright Express Corp.

302,906

 

8,954

*

Vishay Intertechnology, Inc.

1,340,334

 

8,873

 

ADTRAN Inc.

452,318

 

8,816

 

Fair Isaac, Inc.

379,593

 

8,753

*,^

VMware Inc.

327,431

 

8,723

*

Fairchild Semiconductor International, Inc.

968,771

 

8,612

*

VeriFone Holdings, Inc.

520,590

 

8,611

 

Plantronics, Inc.

381,899

 

8,600

*,^

InterDigital, Inc.

354,351

 

8,522

*

Progress Software Corp.

324,140

 

8,424

 

Molex, Inc. Class A

403,488

 

8,397

*

CyberSource Corp.

511,508

 

8,240

*

EarthLink, Inc.

956,105

 

8,127

*

j2 Global Communications, Inc.

347,065

 

8,104

*

Mentor Graphics Corp.

709,143

 

8,049

*

Websense, Inc.

353,801

 

7,907

*

EchoStar Corp.

327,735

 

7,898

*

3Com Corp.

3,385,443

 

7,888

*,^

L-1 Identity Solutions Inc.

515,321

 

7,874

*

ADC Telecommunications, Inc.

918,011

 

7,757

*

Omniture, Inc.

420,656

 

7,723

*

SRA International, Inc.

338,990

 

7,671

*

Unisys Corp.

2,778,699

 

7,641

*

Synaptics Inc.

252,759

 

7,638

*

ValueClick, Inc.

742,969

 

7,601

*

Verigy Ltd.

466,246

 

7,590

*

Intermec, Inc.

385,460

 

7,570

*

Avid Technology, Inc.

313,923

 

7,553

*

Benchmark Electronics, Inc.

527,395

 

7,426

*

Arris Group Inc.

956,663

 

7,395

 

 

 

 

*

MKS Instruments, Inc.

367,724

 

7,321

 

Acxiom Corp.

573,840

 

7,196

*

Avocent Corp.

350,093

 

7,163

*

Rofin-Sinar Technologies Inc.

231,586

 

7,089

*

Lawson Software, Inc.

1,012,635

 

7,088

*

Emulex Corp.

659,067

 

7,032

*

Tekelec

496,085

 

6,940

*

Quest Software, Inc.

545,717

 

6,925

*

Plexus Corp.

331,514

 

6,862

*

Semtech Corp.

491,249

 

6,858

*

FEI Co.

284,557

 

6,775

^

Quality Systems, Inc.

158,798

 

6,711

 

Imation Corp.

296,059

 

6,697

*

Cabot Microelectronics Corp.

208,668

 

6,694

*

RF Micro Devices, Inc.

2,290,637

 

6,689

*

Sonus Networks, Inc.

2,306,533

 

6,643

*

TiVo Inc.

900,794

 

6,594

*

THQ Inc.

542,748

 

6,535

*

Wind River Systems Inc.

644,635

 

6,446

*

Net 1 UEPS Technologies, Inc.

288,307

 

6,438

*

Ciena Corp.

625,643

 

6,306

 

Blackbaud, Inc.

340,426

 

6,281

 

Cognex Corp.

311,327

 

6,276

*

Rogers Corp.

167,437

 

6,192

*

Harmonic, Inc.

730,308

 

6,171

*

Amkor Technology, Inc.

966,855

 

6,159

*

Tessera Technologies, Inc.

376,396

 

6,150

*

Cypress Semiconductor Corp.

1,171,843

 

6,117

 

MAXIMUS, Inc.

164,536

 

6,062

*

FormFactor Inc.

345,974

 

6,027

*

Genpact, Ltd.

576,887

 

5,994

*

Sapient Corp.

785,152

 

5,834

*

Electronics for Imaging, Inc.

414,006

 

5,767

*

CSG Systems International, Inc.

325,972

 

5,714

 

United Online, Inc.

600,376

 

5,650

*

Checkpoint Systems, Inc.

298,476

 

5,617

*

OmniVision Technologies, Inc.

491,523

 

5,608

*

Cymer, Inc.

221,073

 

5,600

*

Advent Software, Inc.

156,793

 

5,524

*

Sanmina-SCI Corp.

3,878,142

 

5,429

*

ACI Worldwide, Inc.

307,784

 

5,392

*

ScanSource, Inc.

182,515

 

5,255

 

MTS Systems Corp.

123,408

 

5,195

*

Euronet Worldwide, Inc.

309,789

 

5,183

*

TriQuint Semiconductor, Inc.

1,080,731

 

5,177

*

Insight Enterprises, Inc.

367,072

 

4,922

*

Littelfuse, Inc.

165,485

 

4,920

*

Powerwave Technologies, Inc.

1,242,390

 

4,920

^

Heartland Payment Systems, Inc.

191,043

 

4,883

*

Interwoven Inc.

343,412

 

4,849

*

Cogent Inc.

446,344

 

4,562

*

ATMI, Inc.

251,529

 

4,522

*

Mercadolibre Inc.

218,109

 

4,439

 

 

 

 

 

Technitrol, Inc.

293,214

 

4,337

 

Black Box Corp.

125,412

 

4,330

*

ViaSat, Inc.

181,957

 

4,291

*,^

Sigma Designs, Inc.

299,533

 

4,259

*

The Ultimate Software Group, Inc.

155,635

 

4,202

*,^

Netlogic Microsystems Inc.

138,256

 

4,181

 

Micrel, Inc.

458,705

 

4,160

 

Syntel, Inc.

169,298

 

4,148

*

Blue Coat Systems, Inc.

290,275

 

4,119

*,^

Palm, Inc.

682,752

 

4,076

*

Manhattan Associates, Inc.

180,820

 

4,040

*

Silicon Image, Inc.

756,286

 

4,039

*

Sycamore Networks, Inc.

1,250,156

 

4,038

*

NETGEAR, Inc.

268,477

 

4,027

*

Diodes Inc.

218,130

 

4,025

*

MicroStrategy Inc.

66,717

 

3,972

*

TeleTech Holdings, Inc.

314,311

 

3,910

*,^

Bankrate, Inc.

99,446

 

3,869

*

Forrester Research, Inc.

131,613

 

3,859

*

RealNetworks, Inc.

758,733

 

3,854

 

InfoSpace, Inc.

354,048

 

3,841

*

Advanced Energy Industries, Inc.

277,444

 

3,795

*

Commvault Systems, Inc.

312,924

 

3,771

*,^

UTStarcom, Inc.

1,113,957

 

3,754

*

Zoran Corp.

452,828

 

3,695

*

Entegris Inc.

760,480

 

3,681

 

AVX Corp.

351,997

 

3,587

*

Vocus, Inc.

104,463

 

3,548

*,^

Data Domain, Inc.

157,790

 

3,514

*

Standard Microsystem Corp.

139,722

 

3,490

*,^

SAVVIS, Inc.

259,526

 

3,488

*

Greenfield Online, Inc.

199,387

 

3,469

*

Veeco Instruments, Inc.

233,055

 

3,452

 

Daktronics, Inc.

206,788

 

3,445

*

Hittite Microwave Corp.

102,237

 

3,435

*

TTM Technologies, Inc.

342,878

 

3,401

*

Tyler Technologies, Inc.

223,706

 

3,394

*

Cirrus Logic, Inc.

619,610

 

3,377

*,^

Stratasys, Inc.

191,540

 

3,346

*

S1 Corp.

538,813

 

3,298

*

JDA Software Group, Inc.

215,674

 

3,280

*

Electro Scientific Industries, Inc.

229,755

 

3,267

*

Internet Capital Group Inc.

401,997

 

3,260

*

SPSS, Inc.

110,740

 

3,251

*,^

Terremark Worldwide, Inc.

465,472

 

3,198

*

Brooks Automation, Inc.

375,594

 

3,140

*

Riverbed Technology, Inc.

249,999

 

3,130

*

DTS Inc.

112,126

 

3,120

*

Ultratech, Inc.

254,603

 

3,081

*

DealerTrack Holdings Inc.

181,100

 

3,050

*

ComScore Inc.

171,745

 

3,028

*,^

Echelon Corp.

303,390

 

2,997

*

Newport Corp.

277,618

 

2,993

 

 

 

 

*

EPIQ Systems, Inc.

218,919

 

2,977

*

Brightpoint, Inc.

410,509

 

2,956

*

LTX-Credence Corp.

1,692,510

 

2,945

*

Art Technology Group, Inc.

826,681

 

2,910

*

MSC Software Corp.

271,323

 

2,903

 

CTS Corp.

226,998

 

2,901

*,^

EMCORE Corp.

585,285

 

2,891

*

GSI Commerce, Inc.

185,199

 

2,867

*,^

Infinera Corp.

298,163

 

2,850

*

Symyx Technologies, Inc.

286,570

 

2,840

*

SYNNEX Corp.

126,907

 

2,835

*

Silicon Storage Technology, Inc.

868,902

 

2,833

*

Telecommunication Systems, Inc.

407,864

 

2,818

*,^

Maxwell Technologies, Inc.

209,868

 

2,800

*

Applied Micro Circuits Corp.

466,655

 

2,791

 

Park Electrochemical Corp.

114,834

 

2,784

*,^

Cavium Networks, Inc.

197,520

 

2,781

*

OSI Systems Inc.

117,065

 

2,752

*

RightNow Technologies Inc.

218,929

 

2,752

*

Netezza Corp.

258,618

 

2,744

*

ModusLink Global Solutions, Inc.

282,676

 

2,717

*

Epicor Software Corp.

342,880

 

2,705

*

Integral Systems, Inc.

128,930

 

2,678

*,^

Volterra Semiconductor Corp.

210,019

 

2,674

*

DG FastChannel Inc.

121,040

 

2,653

*

Supertex, Inc.

94,184

 

2,652

*

Monolithic Power Systems

150,840

 

2,620

*

Starent Networks Corp.

202,330

 

2,618

*,^

ParkerVision, Inc.

261,541

 

2,615

*

SI International Inc.

86,814

 

2,609

*

Photon Dynamics, Inc.

169,817

 

2,607

*

Global Cash Access, Inc.

513,404

 

2,598

*

The Knot, Inc.

308,596

 

2,577

*

Bottomline Technologies, Inc.

246,237

 

2,561

*

Ixia

343,408

 

2,531

*

Secure Computing Corp.

459,960

 

2,521

*,^

LoopNet, Inc.

254,024

 

2,497

*

Taleo Corp. Class A

125,423

 

2,495

*

IPG Photonics Corp.

127,233

 

2,482

*

Ciber, Inc.

354,519

 

2,478

*

Symmetricom Inc.

493,157

 

2,451

*

VASCO Data Security International, Inc.

235,793

 

2,443

*

SonicWALL, Inc.

463,973

 

2,431

*

MRV Communications Inc.

2,055,732

 

2,405

*

Actel Corp.

189,550

 

2,366

*

Adaptec, Inc.

719,547

 

2,360

*

iGATE Corp.

271,588

 

2,355

*

TNS Inc.

120,945

 

2,343

*,^

Finisar Corp.

2,315,310

 

2,338

*

FARO Technologies, Inc.

113,023

 

2,302

*

Loral Space and Communications Ltd.

154,121

 

2,276

 

Agilysys, Inc.

225,393

 

2,274

*

Rackable Systems Inc.

225,617

 

2,213

 

 

 

 

*

Extreme Networks, Inc.

655,813

 

2,210

*

Novatel Wireless, Inc.

361,238

 

2,189

*

Vignette Corp.

203,563

 

2,186

*

Ness Technologies Inc.

187,695

 

2,153

*,^

SeaChange International, Inc.

222,638

 

2,151

*

Exar Corp.

280,246

 

2,147

*

Monotype Imaging Holdings Inc.

191,521

 

2,132

*

Hypercom Corp.

529,995

 

2,120

*

Mattson Technology, Inc.

447,071

 

2,115

*

Oplink Communications, Inc.

173,663

 

2,096

*,^

Universal Display Corp.

190,624

 

2,089

*

KVH Industries, Inc.

226,676

 

2,083

*

Entrust, Inc.

962,319

 

2,069

*

Magma Design Automation, Inc.

513,865

 

2,066

*

Gerber Scientific, Inc.

224,796

 

2,055

*

Digimarc Corp.

131,157

 

2,043

*

Pericom Semiconductor Corp.

193,529

 

2,032

 

Bel Fuse, Inc. Class B

71,167

 

2,026

*

IXYS Corp.

221,657

 

2,015

*

Intevac, Inc.

188,898

 

2,010

*,^

Synchronoss Technologies, Inc.

213,116

 

2,005

*

Switch and Data Inc.

161,006

 

2,005

 

Methode Electronics, Inc. Class A

216,558

 

1,936

*

Move, Inc.

891,513

 

1,890

*

Hutchinson Technology, Inc.

163,081

 

1,888

*

STEC Inc.

243,859

 

1,878

*

Safeguard Scientifics, Inc.

1,501,293

 

1,877

*

Harris Stratex Networks, Inc. Class A

240,212

 

1,876

*

Kulicke & Soffa Industries, Inc.

415,319

 

1,873

 

NIC Inc.

271,081

 

1,870

*,^

Orbcomm, Inc.

375,812

 

1,853

 

Cohu, Inc.

116,825

 

1,848

*

PROS Holdings, Inc.

196,075

 

1,841

*,^

NVE Corp.

64,801

 

1,835

*

Hughes Communications Inc.

49,925

 

1,832

*

Smith Micro Software, Inc.

257,596

 

1,829

*

Chordiant Software, Inc.

356,259

 

1,828

*

SupportSoft, Inc.

608,358

 

1,825

*

Digi International, Inc.

178,578

 

1,822

*

Kenexa Corp.

115,107

 

1,818

 

Electro Rent Corp.

134,213

 

1,802

*

EMS Technologies, Inc.

80,706

 

1,801

*

Advanced Analogic Technologies, Inc.

383,610

 

1,784

*,^

LeCroy Corp.

231,916

 

1,783

^

Imergent, Inc.

158,477

 

1,775

*

NetScout Systems, Inc.

166,373

 

1,770

*

infoGROUP, Inc.

265,095

 

1,752

*,^

SuccessFactors Inc.

158,529

 

1,728

*

DivX, Inc.

265,473

 

1,718

*

3PAR, Inc.

264,695

 

1,707

*

Rudolph Technologies, Inc.

202,447

 

1,697

*

Mercury Computer Systems, Inc.

187,977

 

1,673

*

DSP Group Inc.

216,774

 

1,658

 

 

 

 

*

FalconStor Software, Inc.

305,084

 

1,635

*

RadiSys Corp.

189,508

 

1,630

*

Kopin Corp.

521,538

 

1,627

*

Globecomm Systems, Inc.

186,095

 

1,626

*

Smart Modular Technologies Inc.

530,380

 

1,591

*

Lionbridge Technologies, Inc.

650,427

 

1,587

*

ANADIGICS, Inc.

561,106

 

1,577

*

Keynote Systems Inc.

118,294

 

1,567

*,^

Constant Contact, Inc.

90,901

 

1,552

*

Zygo Corp.

123,198

 

1,550

 

PC-Tel, Inc.

164,587

 

1,534

*

i2 Technologies, Inc.

112,803

 

1,522

*

Rimage Corp.

107,621

 

1,502

^

Marchex, Inc.

145,976

 

1,502

*

Neutral Tandem, Inc.

80,978

 

1,501

*

Quantum Corp.

1,367,005

 

1,476

 

Gevity HR, Inc.

202,688

 

1,476

*,^

Limelight Networks Inc.

577,754

 

1,444

*,^

Aruba Networks, Inc.

273,233

 

1,402

*

OpenTV Corp.

991,444

 

1,398

*

Phoenix Technologies Ltd.

174,711

 

1,396

*

AsiaInfo Holdings, Inc.

150,800

 

1,384

*

OpNext, Inc.

301,439

 

1,384

*

The Hackett Group Inc.

252,779

 

1,375

*

SourceForge Inc.

1,007,386

 

1,370

*

Actuate Software Corp.

389,970

 

1,365

*,^

Zix Corp.

603,905

 

1,365

 

Pegasystems Inc.

105,669

 

1,364

*

Captaris Inc.

293,124

 

1,351

*

Anaren, Inc.

132,216

 

1,342

*

OPNET Technologies, Inc.

110,003

 

1,340

*

Radiant Systems, Inc.

150,288

 

1,306

*

LoJack Corp.

191,996

 

1,284

*

Online Resources Corp.

164,455

 

1,278

*,^

Bookham, Inc.

1,130,731

 

1,278

*

Kemet Corp.

905,212

 

1,267

*

Virage Logic Corp.

202,863

 

1,197

*

BigBand Networks Inc.

323,772

 

1,195

 

Cass Information Systems, Inc.

33,030

 

1,184

*

RAE Systems, Inc.

696,498

 

1,177

*

Spansion Inc. Class A

759,396

 

1,177

*

Website Pros, Inc.

214,299

 

1,157

*,^

NetSuite Inc.

63,366

 

1,142

*

Presstek, Inc.

200,422

 

1,130

*

Liquidity Services, Inc.

104,174

 

1,130

*

Techwell, Inc.

119,611

 

1,128

*

Axcelis Technologies, Inc.

653,679

 

1,111

*

ExlService Holdings, Inc.

126,129

 

1,107

*

DDi Corp.

208,774

 

1,086

*

Eagle Test Systems, Inc.

70,511

 

1,080

*

Sonic Solutions, Inc.

244,477

 

1,076

*

Multi-Fineline Electronix, Inc.

72,627

 

1,074

*

Dynamics Research Corp.

139,611

 

1,072

 

 

 

 

*

Ceva, Inc.

126,237

 

1,048

*

PLX Technology, Inc.

203,668

 

1,043

*,^

WebMD Health Corp. Class A

34,880

 

1,037

*

Microtune, Inc.

378,848

 

1,015

 

American Software, Inc. Class A

184,731

 

1,007

*

LivePerson, Inc.

344,062

 

1,001

*

MoSys, Inc.

235,920

 

1,000

*

Catapult Communications Corp.

207,858

 

1,000

*

Nu Horizons Electronics Corp.

249,742

 

999

*

iPass Inc.

448,367

 

968

*

Cogo Group, Inc.

182,919

 

964

*

Trident Microsystems, Inc.

400,850

 

962

*

Measurement Specialties, Inc.

54,611

 

952

*

TransAct Technologies Inc.

119,309

 

950

 

Renaissance Learning, Inc.

72,164

 

937

*

Perficient, Inc.

139,977

 

929

*

I.D. Systems, Inc.

104,902

 

928

 

Keithley Instruments Inc.

110,902

 

928

*

White Electronic Designs Corp.

182,417

 

912

*

Semitool, Inc.

110,471

 

904

*

SiRF Technology Holdings, Inc.

601,284

 

896

 

TheStreet.com, Inc.

149,172

 

894

*

ShoreTel, Inc.

155,624

 

893

*

Startek, Inc.

136,191

 

874

*

X-Rite Inc.

248,065

 

873

*

Asyst Technologies, Inc.

362,663

 

870

*

Soapstone Networks Inc.

259,382

 

869

*

Computer Task Group, Inc.

133,387

 

867

*

Telular Corp.

359,584

 

867

 

Richardson Electronics, Ltd.

139,185

 

863

*

Concurrent Computer Corp.

148,580

 

862

*,^

Isilon Systems Inc.

193,428

 

853

 

QAD Inc.

121,007

 

837

*

SRS Labs, Inc.

151,754

 

836

*

Sumtotal Systems Inc.

203,425

 

832

*

PC Mall, Inc.

121,277

 

828

*

MIPS Technologies, Inc.

235,747

 

827

*

Catalyst Semiconductor, Inc.

180,531

 

811

*

California Micro Devices Corp.

267,337

 

799

*,^

Internap Network Services Corp.

228,335

 

795

*

Edgewater Technology, Inc.

163,133

 

793

*

PAR Technology Corp.

109,438

 

784

*

Ramtron International Corp.

284,801

 

783

*

Integrated Silicon Solution, Inc.

339,016

 

783

*

PC Connection, Inc.

116,682

 

781

*

Saba Software, Inc.

238,530

 

773

*

CyberOptics Corp.

81,416

 

768

*

Double-Take Software Inc.

77,107

 

767

*

Performance Technologies, Inc.

163,352

 

715

*

Immersion Corp.

121,086

 

705

*

Napster, Inc.

265,129

 

692

*

Aware, Inc.

223,097

 

692

*

TechTeam Global, Inc.

90,812

 

674

 

 

 

 

*

Lattice Semiconductor Corp.

317,571

 

654

*

GSI Group, Inc.

184,978

 

653

*

PDF Solutions, Inc.

125,033

 

650

*

Datalink Corp.

149,069

 

650

*

Lasercard Corp.

162,850

 

650

*,^

TranSwitch Corp.

1,188,770

 

642

*

Super Micro Computer Inc.

70,147

 

632

*

Openwave Systems Inc.

505,027

 

626

*

DemandTec, Inc.

69,000

 

622

*

Cray, Inc.

118,024

 

611

*

Rainmaker Systems, Inc.

271,462

 

611

*

Callidus Software Inc.

152,580

 

604

*

SM&A Corp.

197,473

 

602

*

Interactive Intelligence Inc.

66,756

 

602

*

Dot Hill Systems Corp.

263,425

 

593

*

Planar Systems, Inc.

232,638

 

591

*

Tollgrade Communications, Inc.

138,798

 

583

*

Network Equipment Technologies, Inc.

167,744

 

574

*,^

Research Frontiers, Inc.

136,637

 

563

*

Photronics, Inc.

297,190

 

559

*,^

Mindspeed Technologies Inc.

234,720

 

559

*

Ebix, Inc.

5,800

 

545

*

Avanex Corp.

115,184

 

539

*

Ultra Clean Holdings, Inc.

103,930

 

524

*

Autobytel Inc.

486,089

 

520

*

NCI, Inc.

17,294

 

493

*

InFocus Corp.

333,702

 

491

*,^

Comverge Inc.

104,173

 

479

*

Internet Brands Inc.

68,575

 

478

*

Spectrum Control, Inc.

63,787

 

476

*

Pervasive Software Inc.

110,723

 

454

*,^

Travelzoo, Inc.

56,670

 

449

*

BSQUARE Corp.

121,429

 

435

*

LookSmart, Ltd.

168,661

 

430

*

Cherokee International Corp.

149,753

 

427

*

Endwave Corp.

84,919

 

426

*,^

Access Intergrated Technologies Inc.

295,566

 

423

*

hi/fn, Inc.

131,867

 

422

*

Conexant Systems, Inc.

105,141

 

422

*

Video Display Corp.

47,865

 

408

*

Digital Angel Corp.

1,060,810

 

393

*,^

On2 Technologies, Inc.

1,106,806

 

376

*

BearingPoint, Inc.

709,723

 

355

*

Dice Holdings Inc.

47,727

 

339

*

Ikanos Communications, Inc.

170,347

 

337

*

EFJ, Inc.

268,122

 

335

*,^

Convera Corp.

309,351

 

331

*

GSE Systems, Inc.

45,811

 

321

*

Acme Packet, Inc.

55,300

 

317

*

Enliven Marketing Technologies Corp.

471,337

 

302

*

PLATO Learning, Inc.

105,851

 

301

 

Bel Fuse, Inc. Class A

10,580

 

291

*

Ditech Networks Inc.

236,902

 

282

 

 

 

 

*

Transmeta Corp.

17,229

 

279

*

SCM Microsystems, Inc.

111,648

 

265

*

NMS Communications Corp.

535,215

 

262

 

Frequency Electronics, Inc.

62,812

 

262

*

Jupitermedia Corp.

217,997

 

253

*

QuickLogic Corp.

238,891

 

248

*

AuthenTec, Inc.

114,989

 

247

*

Silicon Graphics Inc.

28,283

 

246

*

ActivIdentity Corp.

106,597

 

242

*

Calamp Corp.

178,061

 

235

*

Entropic Communications Inc.

149,326

 

211

*

iGo, Inc.

185,915

 

197

*

Evolving Systems, Inc.

125,507

 

195

*

GTSI Corp.

30,241

 

190

*

Selectica, Inc.

167,894

 

170

*

Analysts International Corp.

148,261

 

166

*

Zhone Technologies

823,806

 

157

*

Rubicon Technology, Inc.

19,682

 

142

*

Leadis Technology Inc.

191,644

 

140

*

FSI International, Inc.

187,569

 

139

*

Miva Inc.

216,049

 

134

 

Mastech Holdings, Inc.

17,373

 

132

*

COMARCO, Inc.

94,810

 

125

*,^

Nextwave Wireless Inc.

204,948

 

123

*

Network Engines, Inc.

217,714

 

122

*

Allen Organ Co. Escrow Shares

11,462

 

118

*

Management Network Group Inc.

126,767

 

114

*,^

Telkonet, Inc.

345,138

 

110

*

Merix Corp.

85,384

 

109

*

Wireless Telecom Group, Inc.

98,330

 

108

*

Newtek Business Services, Inc.

201,851

 

102

*,^

American Technology Corp.

178,297

 

98

*

Airspan Networks Inc.

272,557

 

93

*

Lantronix, Inc.

182,643

 

82

*

Intelli-Check Inc.

49,751

 

82

*

Nanometrics Inc.

38,796

 

82

*,^

Wave Systems Corp. Class A

183,885

 

81

*

Henry Bros. Electronics, Inc.

9,700

 

57

*

Centillium Communications, Inc.

91,743

 

54

 

MoneyGram International, Inc.

37,100

 

53

*

Overland Storage, Inc.

105,681

 

48

*

Pixelworks, Inc.

30,519

 

41

*

AuthentiDate Holding Corp.

88,943

 

41

*

Intraware, Inc.

11,237

 

40

*

Atari, Inc.

21,814

 

36

*

Westell Technologies, Inc.

39,031

 

28

*

Tier Technologies, Inc.

3,200

 

24

*

Borland Software Corp.

9,427

 

14

*

Channell Commercial Corp.

21,061

 

8

*

NeoMagic Corp.

63,281

 

2

*

ISCO International, Inc.

10,333

 

*

IAC InterActiveCorp Warrants Exp. 2/4/09

38

 

 

 

15,792,938

 

 

 

 

Materials (3.7%)

 

Monsanto Co.

4,259,093

 

421,565

 

E.I. du Pont de Nemours & Co.

6,990,556

 

281,719

 

Dow Chemical Co.

7,221,252

 

229,491

 

Praxair, Inc.

2,430,171

 

174,340

 

Freeport-McMoRan Copper & Gold, Inc. Class B

2,974,265

 

169,087

 

Alcoa Inc.

6,325,983

 

142,841

 

Newmont Mining Corp. (Holding Co.)

3,388,426

 

131,335

 

Air Products & Chemicals, Inc.

1,636,433

 

112,079

 

Weyerhaeuser Co.

1,639,810

 

99,340

 

Nucor Corp.

2,433,671

 

96,130

 

International Paper Co.

3,153,156

 

82,550

 

The Mosaic Co.

1,205,154

 

81,999

 

PPG Industries, Inc.

1,273,781

 

74,287

 

United States Steel Corp.

913,714

 

70,913

 

Ecolab, Inc.

1,440,497

 

69,893

 

Rohm & Haas Co.

989,358

 

69,255

^

Vulcan Materials Co.

850,407

 

63,355

 

Sigma-Aldrich Corp.

1,001,848

 

52,517

*

Owens-Illinois, Inc.

1,295,936

 

38,101

 

CF Industries Holdings, Inc.

416,365

 

38,081

 

Cleveland-Cliffs Inc.

701,874

 

37,157

^

Martin Marietta Materials, Inc.

321,006

 

35,946

 

Celanese Corp. Series A

1,172,372

 

32,721

 

Eastman Chemical Co.

593,053

 

32,654

 

MeadWestvaco Corp.

1,350,668

 

31,484

 

Airgas, Inc.

578,963

 

28,746

 

Ball Corp.

721,725

 

28,501

 

FMC Corp.

553,011

 

28,419

*

Crown Holdings, Inc.

1,247,660

 

27,711

 

Sealed Air Corp.

1,245,737

 

27,394

*

Pactiv Corp.

1,015,636

 

25,218

 

Sonoco Products Co.

772,807

 

22,937

 

Lubrizol Corp.

529,372

 

22,837

 

AK Steel Holding Corp.

869,752

 

22,544

 

International Flavors & Fragrances, Inc.

563,013

 

22,217

 

Steel Dynamics, Inc.

1,246,876

 

21,309

 

Allegheny Technologies Inc.

707,222

 

20,898

 

Terra Industries, Inc.

710,370

 

20,885

 

AptarGroup Inc.

529,856

 

20,723

 

Nalco Holding Co.

1,098,264

 

20,362

 

Bemis Co., Inc.

773,991

 

20,217

 

Reliance Steel & Aluminum Co.

510,043

 

19,366

*

Domtar Corp.

4,164,539

 

19,157

 

Packaging Corp. of America

807,298

 

18,713

 

RPM International, Inc.

947,427

 

18,323

 

Albemarle Corp.

568,847

 

17,543

 

Hercules, Inc.

836,155

 

16,548

 

Valspar Corp.

740,813

 

16,513

 

Cabot Corp.

500,575

 

15,908

 

Commercial Metals Co.

887,558

 

14,991

 

Huntsman Corp.

1,090,812

 

13,744

 

Cytec Industries, Inc.

351,482

 

13,676

 

 

 

 

 

Compass Minerals International, Inc.

252,061

 

13,205

 

Ashland, Inc.

439,915

 

12,863

 

Temple-Inland Inc.

826,487

 

12,612

 

Greif Inc. Class A

185,463

 

12,170

 

Olin Corp.

581,977

 

11,290

 

Rock-Tenn Co.

282,072

 

11,277

 

Silgan Holdings, Inc.

205,903

 

10,520

^

Titanium Metals Corp.

916,088

 

10,388

 

Sensient Technologies Corp.

355,707

 

10,006

 

Carpenter Technology Corp.

353,448

 

9,066

*

Rockwood Holdings, Inc.

344,792

 

8,847

 

Royal Gold, Inc.

244,343

 

8,787

 

Minerals Technologies, Inc.

147,333

 

8,746

 

H.B. Fuller Co.

413,035

 

8,620

 

Chemtura Corp.

1,881,750

 

8,581

*

W.R. Grace & Co.

560,803

 

8,479

 

Scotts Miracle-Gro Co.

352,152

 

8,325

*

Century Aluminum Co.

296,528

 

8,211

 

Worthington Industries, Inc.

527,059

 

7,874

*

Smurfit-Stone Container Corp.

1,617,354

 

7,602

 

Eagle Materials, Inc.

339,463

 

7,594

 

Louisiana-Pacific Corp.

805,209

 

7,488

 

Texas Industries, Inc.

182,013

 

7,437

 

Arch Chemicals, Inc.

195,714

 

6,909

 

Ferro Corp.

340,807

 

6,850

 

Schnitzer Steel Industries, Inc. Class A

169,463

 

6,650

*,^

Coeur d'Alene Mines Corp.

4,284,644

 

6,556

*

OM Group, Inc.

265,297

 

5,969

 

Kaiser Aluminum Corp.

135,266

 

5,810

 

NewMarket Corp.

109,301

 

5,745

 

Deltic Timber Corp.

89,301

 

5,693

*,^

Calgon Carbon Corp.

279,064

 

5,682

*,^

Hecla Mining Co.

1,196,340

 

5,599

 

AMCOL International Corp.

177,154

 

5,538

*

PolyOne Corp.

753,403

 

4,859

 

Glatfelter

355,230

 

4,810

 

Koppers Holdings, Inc.

128,289

 

4,799

*,^

Headwaters Inc.

355,264

 

4,743

*,^

Zoltek Cos., Inc.

260,260

 

4,453

 

Wausau Paper Corp.

406,498

 

4,118

*

RTI International Metals, Inc.

201,559

 

3,943

*

Haynes International, Inc.

77,052

 

3,608

 

Zep, Inc.

202,553

 

3,573

 

Balchem Corp.

128,793

 

3,435

 

A. Schulman Inc.

159,940

 

3,164

 

Quaker Chemical Corp.

110,507

 

3,145

*,^

Stillwater Mining Co.

519,665

 

3,019

 

Neenah Paper Inc.

145,089

 

2,873

*

Brush Engineered Materials Inc.

146,372

 

2,718

 

Myers Industries, Inc.

201,423

 

2,540

 

Spartech Corp.

253,203

 

2,507

*

Buckeye Technology, Inc.

297,596

 

2,437

^

Westlake Chemical Corp.

113,559

 

2,388

 

 

 

 

 

Stepan Co.

42,853

 

2,338

 

Schweitzer-Mauduit International, Inc.

116,603

 

2,214

 

Olympic Steel, Inc.

72,638

 

2,142

 

Innospec, Inc.

176,858

 

2,133

*,^

Altair Nanotechnology Inc.

883,693

 

2,121

 

Innophos Holdings Inc.

83,009

 

2,024

*

Graphic Packaging Holding Co.

771,563

 

1,929

 

Penford Corp.

107,302

 

1,898

 

A.M. Castle & Co.

109,600

 

1,894

*,^

General Moly, Inc.

414,965

 

1,805

*

Horsehead Holding Corp.

281,625

 

1,662

 

NL Industries, Inc.

161,497

 

1,659

^

American Vanguard Corp.

105,396

 

1,589

*

American Pacific Corp.

113,251

 

1,479

*,^

Flotek Industries, Inc.

132,134

 

1,453

*,^

GenTek, Inc.

50,484

 

1,298

*

Landec Corp.

149,874

 

1,227

*

U.S. Concrete, Inc.

262,709

 

1,174

*

Universal Stainless & Alloy Products, Inc.

44,082

 

1,126

*

LSB Industries, Inc.

80,691

 

1,118

 

Great Northern Iron Ore Properties

16,193

 

1,117

*

Omnova Solutions Inc.

511,021

 

1,017

*

Allied Nevada Gold Corp.

177,659

 

1,016

*,^

AbitibiBowater, Inc.

257,456

 

996

*

ICO, Inc.

177,405

 

995

*

AEP Industries, Inc.

47,803

 

956

 

Hawkins, Inc.

53,520

 

938

*

Mercer International Inc.

198,310

 

726

*

U.S. Gold Corp.

469,625

 

620

*

U.S. Energy Corp.

218,544

 

566

*

Material Sciences Corp.

89,953

 

517

*

Nonophase Technologies Corp.

316,118

 

411

*,^

General Steel Holdings, Inc.

40,800

 

291

 

Georgia Gulf Corp.

106,240

 

266

*

Caraustar Industries, Inc.

142,992

 

214

*

Apex Silver Mines Ltd.

113,200

 

195

*

Constar International Inc.

305,040

 

189

*

Continental Materials Corp.

3,500

 

71

*

Chesapeake Corp. of Virginia

96,273

 

65

*

Rock of Ages Corp.

17,900

 

34

*

General Chemical Group Inc.

1

 

 

 

3,633,844

Telecommunication Services (2.8%)

 

AT&T Inc.

46,111,284

 

1,287,427

 

Verizon Communications Inc.

22,124,158

 

709,964

 

Sprint Nextel Corp.

21,546,199

 

131,432

*

American Tower Corp. Class A

3,077,970

 

110,715

*

Crown Castle International Corp.

2,083,733

 

60,366

*

NII Holdings Inc.

1,302,337

 

49,385

 

Embarq Corp.

1,147,275

 

46,522

 

Qwest Communications International Inc.

12,234,859

 

39,519

 

Windstream Corp.

3,479,228

 

38,063

*,^

Level 3 Communications, Inc.

12,057,820

 

32,556

 

 

 

 

 

Frontier Communications Corp.

2,519,858

 

28,978

 

CenturyTel, Inc.

778,514

 

28,533

*

MetroPCS Communications Inc.

1,627,658

 

22,771

 

Telephone & Data Systems, Inc.

557,175

 

19,919

*

SBA Communications Corp.

760,388

 

19,671

*

Leap Wireless International, Inc.

428,923

 

16,342

*

TW telecom, Inc.

1,086,794

 

11,292

 

Telephone & Data Systems, Inc. - Special Common Shares

257,888

 

9,258

 

FairPoint Communications, Inc.

818,343

 

7,095

*

U.S. Cellular Corp.

149,276

 

7,004

*

Premiere Global Services, Inc.

462,688

 

6,505

*

Cincinnati Bell Inc.

1,985,798

 

6,136

*

Syniverse Holdings Inc.

313,512

 

5,207

*

Centennial Communications Corp. Class A

766,471

 

4,783

*

Clearwire Corp.

385,090

 

4,575

 

Alaska Communications Systems Holdings, Inc.

347,495

 

4,250

 

Iowa Telecommunications Services Inc.

221,171

 

4,131

 

NTELOS Holdings Corp.

147,203

 

3,958

*

General Communication, Inc.

343,179

 

3,178

 

Shenandoah Telecommunications Co.

140,752

 

3,106

 

Consolidated Communications Holdings, Inc.

203,161

 

3,064

*

Cbeyond Inc.

187,578

 

2,699

*

Cogent Communications Group, Inc.

331,363

 

2,558

*

Global Crossing Ltd.

144,473

 

2,190

*

iPCS, Inc.

89,614

 

1,996

 

Atlantic Tele-Network, Inc.

66,289

 

1,856

 

USA Mobility, Inc.

154,737

 

1,702

*,^

Fibertower Corp.

1,156,695

 

1,596

*

PAETEC Holding Corp.

693,130

 

1,490

*,^

Vonage Holdings Corp.

1,205,000

 

1,205

 

Hickory Tech Corp.

202,790

 

1,178

*

ICO Global Communications (Holdings) Ltd.

1,004,861

 

1,095

 

SureWest Communications

103,536

 

1,056

*

iBasis, Inc.

289,950

 

1,012

*,^

TerreStar Corp.

889,716

 

890

 

Warwick Valley Telephone Co.

74,807

 

839

*,^

Globalstar, Inc.

410,571

 

698

 

Arbinet Holdings, Inc.

251,630

 

687

*,^

8X8 Inc.

725,752

 

617

 

D&E Communications, Inc.

62,105

 

469

*

IDT Corp. Class B

211,753

 

157

*

IDT Corp.

64,834

 

34

*

LCC International, Inc. Class A

98,215

 

5

 

 

2,751,734

Utilities (3.7%)

 

Exelon Corp.

5,091,414

 

318,824

 

Southern Co.

5,954,514

 

224,426

 

Dominion Resources, Inc.

4,485,956

 

191,909

 

Duke Energy Corp.

9,814,836

 

171,073

 

FirstEnergy Corp.

2,365,973

 

158,497

 

FPL Group, Inc.

3,009,136

 

151,360

 

Entergy Corp.

1,487,307

 

132,385

 

Public Service Enterprise Group, Inc.

3,946,582

 

129,408

 

 

 

 

 

American Electric Power Co., Inc.

3,116,855

 

115,573

 

PPL Corp.

2,895,257

 

107,182

 

PG&E Corp.

2,815,981

 

105,459

 

Edison International

2,402,503

 

95,860

 

Sempra Energy

1,845,887

 

93,162

 

Consolidated Edison Inc.

2,116,044

 

90,905

 

Progress Energy, Inc.

1,926,888

 

83,107

 

Xcel Energy, Inc.

3,345,160

 

66,870

 

Ameren Corp.

1,627,501

 

63,521

*

AES Corp.

5,218,783

 

61,008

 

Questar Corp.

1,345,338

 

55,051

 

DTE Energy Co.

1,268,239

 

50,882

 

Allegheny Energy, Inc.

1,305,950

 

48,020

*

NRG Energy, Inc.

1,742,284

 

43,122

 

Wisconsin Energy Corp.

908,161

 

40,776

 

MDU Resources Group, Inc.

1,349,010

 

39,121

 

Pepco Holdings, Inc.

1,565,479

 

35,865

 

CenterPoint Energy Inc.

2,423,914

 

35,316

 

Equitable Resources, Inc.

957,319

 

35,124

 

Constellation Energy Group, Inc.

1,386,403

 

33,690

 

SCANA Corp.

862,297

 

33,569

 

NiSource, Inc.

2,132,528

 

31,476

 

Northeast Utilities

1,207,877

 

30,982

 

Integrys Energy Group, Inc.

594,597

 

29,694

*

Mirant Corp.

1,608,027

 

29,411

 

NSTAR

829,377

 

27,784

 

Alliant Energy Corp.

859,248

 

27,676

 

Pinnacle West Capital Corp.

781,410

 

26,888

 

Puget Energy, Inc.

1,006,864

 

26,883

 

ONEOK, Inc.

769,789

 

26,481

 

TECO Energy, Inc.

1,636,482

 

25,742

 

National Fuel Gas Co.

568,208

 

23,967

 

Energen Corp.

528,863

 

23,947

 

OGE Energy Corp.

716,057

 

22,112

 

DPL Inc.

883,653

 

21,915

 

CMS Energy Corp.

1,754,691

 

21,881

 

UGI Corp. Holding Co.

830,544

 

21,411

 

Great Plains Energy, Inc.

922,325

 

20,430

 

ITC Holdings Corp.

384,031

 

19,881

*

Reliant Energy, Inc.

2,687,230

 

19,751

 

Hawaiian Electric Industries Inc.

654,768

 

18,995

 

Westar Energy, Inc.

816,229

 

18,806

 

AGL Resources Inc.

595,570

 

18,689

 

Atmos Energy Corp.

701,209

 

18,666

^

Aqua America, Inc.

1,039,505

 

18,482

^

Piedmont Natural Gas, Inc.

570,284

 

18,226

 

Sierra Pacific Resources

1,821,150

 

17,447

 

Vectren Corp.

594,681

 

16,562

 

Nicor Inc.

351,134

 

15,573

*

Dynegy, Inc.

3,903,625

 

13,975

 

WGL Holdings Inc.

385,723

 

12,517

 

Cleco Corp.

470,072

 

11,869

 

New Jersey Resources Corp.

326,705

 

11,725

 

 

 

 

 

Portland General Electric Co.

487,766

 

11,541

 

Northwest Natural Gas Co.

205,744

 

10,699

 

IDACORP, Inc.

351,434

 

10,223

 

Southwest Gas Corp.

337,137

 

10,202

 

Black Hills Corp.

299,879

 

9,317

 

ALLETE, Inc.

204,100

 

9,082

 

Avista Corp.

411,988

 

8,944

 

South Jersey Industries, Inc.

232,152

 

8,288

 

UniSource Energy Corp.

269,051

 

7,854

 

The Laclede Group, Inc.

161,589

 

7,835

 

 

NorthWestern Corp.

303,827

 

7,635

*

El Paso Electric Co.

350,027

 

7,351

 

UIL Holdings Corp.

187,399

 

6,433

 

PNM Resources Inc.

619,436

 

6,343

 

Ormat Technologies Inc.

162,392

 

5,900

 

American States Water Co.

145,392

 

5,598

 

California Water Service Group

142,945

 

5,503

 

MGE Energy, Inc.

141,648

 

5,036

 

Empire District Electric Co.

220,210

 

4,701

 

CH Energy Group, Inc.

104,895

 

4,570

 

EnergySouth, Inc.

69,405

 

4,264

 

SJW Corp.

124,029

 

3,717

^

Southwest Water Co.

215,406

 

2,746

 

Connecticut Water Services, Inc.

93,065

 

2,694

^

Consolidated Water Co., Ltd.

132,857

 

2,261

 

Central Vermont Public Service Corp.

96,413

 

2,260

 

Chesapeake Utilities Corp.

63,044

 

2,094

 

Middlesex Water Co.

106,728

 

1,865

*

Cadiz Inc.

48,922

 

933

 

The York Water Co.

73,479

 

910

*

Maine & Maritimes Corp.

27,084

 

892

*,^

Synthesis Energy Systems, Inc.

159,375

 

773

 

Unitil Corp.

15,307

 

399

*

Renegy Holdings, Inc.

10,943

 

23

 

 

3,679,795

Total Common Stocks (Cost $98,843,016)

98,309,051

 

Coupon

Maturity
Date

Face
Amount ($000)

Market Value
($000)

Temporary Cash Investments (1.8%)

U.S. Agency Obligations (0.0%)

1,2

Federal Home Loan Bank

2.432%

10/15/08

20,000

19,975

1,2

Federal Home Loan Bank

2.576%

11/24/08

12,000

11,941

 

U.S. Treasury Bill

1.787%

12/18/08

100

100

 

32,016

Money Market Fund (1.8%)

3,4

Vanguard Market Liquidity Fund

2.296%

 

1,720,697,907

1,720,698

 

 

 

 

Total Temporary Cash Investments (Cost $1,752,733)

1,752,714

Total Investments (101.4%) (Cost $100,595,749)

100,061,765

4 Other Assets and Liabilities-Net (-1.4%)

(1,425,010)

Net Assets (100%)

98,636,755

 

 

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $1,284,378,000.

1

The issuer operates under a congressional charter; its securities are neither issued nor guaranteed by the U.S.

 

government.

2

Securities with a value of $31,916,000 have been segregated as initial margin for open futures contracts.

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

Includes $1,310,570,000 of collateral received for securities on loan.

 

REIT—Real Estate Investment Trust.

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.

At September 30, 2008, the cost of investment securities for tax purposes was $100,595,749,000. Net unrealized depreciation of investment securities for tax purposes was $533,984,000, consisting of unrealized gains of $14,901,340,000 on securities that had risen in value since their purchase and $15,435,324,000 in unrealized losses on securities that had fallen in value since their purchase.

Futures Contracts: 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 1.4%, respectively, of net assets. Futures contracts are valued at their quoted daily settlement prices.

At September 30, 2008, the aggregate settlement value of open futures contracts expiring in December 2008 and the related unrealized appreciation (depreciation) were:

 

 

 

($000)

Futures Contracts

Number of
Long (Short)
Contracts

Aggregate
Settlement
Value

 

Unrealized
Appreciation
(Depreciation)

 

S&P 500 Index

937

273,838

(21,556)

E-mini S&P 500 Index

1050

61,373

(149)

S&P MidCap 400 Index

82

29,942

(1,120)

Russell 2000 Index

120

8,141

(389)

 

Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized

gain (loss) for tax purposes.

 

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

 

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, based on the inputs used to value them:

 

Investments in

Futures

 

Securities

Contracts

Valuation Inputs

($000)

($000)

Level 1- Quoted prices

100,029,595

(23,214)

Level 2- Other significant observable inputs

32,170

-

Level 3- Significant unobservable inputs

-

-

Total

100,061,765

(23,214)

 

 

 




Vanguard Value Index Fund

Schedule of Investments

As of September 30, 2008

 

 

 

 

 

Market

 

 

 

Value

 

 

Shares

($000

Common Stocks (100.1%)

 

 

Consumer Discretionary (7.5%)

 

 

 

The Walt Disney Co.

3,352,274

102,881

 

Time Warner, Inc.

6,627,739

86,890

 

Home Depot, Inc.

3,130,159

81,040

 

McDonald's Corp.

1,049,652

64,764

 

Carnival Corp.

809,135

28,603

 

The Gap, Inc.

951,620

16,920

 

Harley-Davidson, Inc.

437,864

16,332

 

Fortune Brands, Inc.

284,460

16,317

 

CBS Corp.

1,094,739

15,961

 

Macy's Inc.

779,991

14,024

 

H & R Block, Inc.

602,249

13,581

 

J.C. Penney Co., Inc. (Holding Co.)

390,675

13,025

 

VF Corp.

161,474

12,484

 

Genuine Parts Co.

303,733

12,213

 

Mattel, Inc.

669,685

12,081

 

Whirlpool Corp.

139,228

11,039

 

Sherwin-Williams Co.

187,687

10,728

 

Limited Brands, Inc.

568,622

9,849

 

Ross Stores, Inc.

247,060

9,094

 

Newell Rubbermaid, Inc.

513,436

8,862

*,^

Ford Motor Co.

1,608,750

8,366

 

Eastman Kodak Co.

534,366

8,219

 

Hasbro, Inc.

231,319

8,031

*,^

Mohawk Industries, Inc.

107,643

7,254

 

Gannett Co., Inc.

424,039

7,170

 

BorgWarner, Inc.

214,865

7,041

 

Darden Restaurants Inc.

245,633

7,032

 

Advance Auto Parts, Inc.

176,682

7,007

 

Black & Decker Corp.

113,110

6,871

 

D. R. Horton, Inc.

527,088

6,863

 

Leggett & Platt, Inc.

308,381

6,720

 

Washington Post Co. Class B

11,424

6,360

*

O'Reilly Automotive, Inc.

236,675

6,336

*,^

Sears Holdings Corp.

67,243

6,287

*

Dollar Tree, Inc.

166,840

6,066

 

Scripps Networks Interactive

163,593

5,940

 

PetSmart, Inc.

236,039

5,833

 

Family Dollar Stores, Inc.

246,073

5,832

 

The Stanley Works

130,488

5,447

^

Royal Caribbean Cruises, Ltd.

256,497

5,322

 

Wyndham Worldwide Corp.

327,610

5,147

 

Foot Locker, Inc.

286,117

4,624

 

Autoliv, Inc.

134,885

4,552

*

Interpublic Group of Cos., Inc.

569,540

4,414

 

Tiffany & Co.

116,784

4,148

 

 


 

 

 

 

Virgin Media Inc.

517,060

4,085

 

RadioShack Corp.

231,462

4,000

^

General Motors Corp.

418,819

3,958

 

WABCO Holdings Inc.

109,011

3,874

 

Centex Corp.

229,192

3,713

 

Lennar Corp. Class A

240,067

3,647

^

New York Times Co. Class A

252,421

3,607

 

American Eagle Outfitters, Inc.

223,637

3,410

 

Brinker International, Inc.

188,169

3,366

*

Toll Brothers, Inc.

124,653

3,145

*

Office Depot, Inc.

507,400

2,953

*,^

AutoNation, Inc.

248,136

2,789

 

KB Home

141,527

2,785

*

Expedia, Inc.

181,689

2,745

 

Williams-Sonoma, Inc.

165,643

2,680

 

Pulte Homes, Inc.

141,140

1,972

*

Wendy's/Arby's Group, Inc.

317,866

1,672

 

 

 

767,971

Consumer Staples (9.4%)

 

Philip Morris International Inc.

3,906,814

187,918

 

The Procter & Gamble Co.

1,979,118

137,925

 

Kraft Foods Inc.

2,695,371

88,273

 

Altria Group, Inc.

3,879,069

76,961

 

The Coca-Cola Co.

1,355,123

71,659

 

Kimberly-Clark Corp.

774,933

50,247

 

General Mills, Inc.

620,742

42,657

 

Anheuser-Busch Cos., Inc.

462,350

29,997

 

H.J. Heinz Co.

583,876

29,141

 

Safeway, Inc.

811,054

19,238

 

UST, Inc.

273,704

18,212

 

ConAgra Foods, Inc.

902,890

17,570

 

Sara Lee Corp.

1,307,831

16,518

 

The Kroger Co.

580,873

15,962

 

Reynolds American Inc.

328,023

15,948

 

Bunge Ltd.

224,926

14,211

 

Lorillard, Inc.

161,163

11,467

 

Molson Coors Brewing Co. Class B

227,805

10,650

 

Campbell Soup Co.

274,436

10,593

 

Kellogg Co.

172,048

9,652

 

Coca-Cola Enterprises, Inc.

542,412

9,096

 

SuperValu Inc.

393,943

8,549

 

McCormick & Co., Inc.

213,720

8,218

 

The Clorox Co.

127,796

8,012

*

Constellation Brands, Inc. Class A

358,470

7,693

 

The Pepsi Bottling Group, Inc.

263,143

7,676

 

The Hershey Co.

190,027

7,514

*

Ralcorp Holdings, Inc.

104,100

7,017

 

Tyson Foods, Inc.

536,247

6,403

 

Hormel Foods Corp.

138,506

5,025

 

Brown-Forman Corp. Class B

65,413

4,697

*

Smithfield Foods, Inc.

224,633

3,567

 

 


 

 

 

 

PepsiAmericas, Inc.

117,903

2,443

 

 

 

960,709

Energy (16.2%)

 

 

ExxonMobil Corp.

9,786,310

760,005

 

Chevron Corp.

3,830,948

315,977

 

ConocoPhillips Co.

2,714,018

198,802

 

Devon Energy Corp.

785,025

71,594

 

Apache Corp.

617,805

64,425

 

Marathon Oil Corp.

1,311,090

52,273

 

Anadarko Petroleum Corp.

866,939

42,055

 

Spectra Energy Corp.

1,172,661

27,909

 

Valero Energy Corp.

636,137

19,275

 

Noble Energy, Inc.

318,827

17,724

 

El Paso Corp.

1,300,371

16,593

 

Pioneer Natural Resources Co.

221,611

11,586

 

BJ Services Co.

544,920

10,424

*

Newfield Exploration Co.

244,295

7,815

*

Forest Oil Corp.

156,233

7,749

 

Sunoco, Inc.

216,653

7,708

 

Cimarex Energy Co.

153,567

7,511

*

Nabors Industries, Inc.

260,992

6,504

*

Kinder Morgan Management, LLC

124,994

6,150

^

Tesoro Corp.

254,659

4,199

 

Patterson-UTI Energy, Inc.

186,328

3,730

*

Plains Exploration & Production Co.

99,735

3,507

 

Cabot Oil & Gas Corp.

63,177

2,283

 

Rowan Cos., Inc.

73,267

2,238

 

 

 

1,668,036

Financials (26.7%)

 

JPMorgan Chase & Co.

6,780,737

316,660

 

Bank of America Corp.

8,444,197

295,547

 

Wells Fargo & Co.

5,811,134

218,092

 

Citigroup, Inc.

9,723,590

199,431

 

U.S. Bancorp

3,223,761

116,120

 

The Goldman Sachs Group, Inc.

724,138

92,690

 

Merrill Lynch & Co., Inc.

2,885,233

72,996

 

MetLife, Inc.

1,271,674

71,214

 

Prudential Financial, Inc.

803,807

57,874

 

The Travelers Cos., Inc.

1,119,912

50,620

 

PNC Financial Services Group

640,445

47,841

 

The Allstate Corp.

968,916

44,686

 

Morgan Stanley

1,845,358

42,443

^

BB&T Corp.

1,012,576

38,275

 

The Chubb Corp.

676,718

37,152

 

Capital One Financial Corp.

695,144

35,452

 

Ace Ltd.

616,881

33,392

 

Marsh & McLennan Cos., Inc.

947,779

30,101

 

SunTrust Banks, Inc.

617,819

27,796

 

Loews Corp.

606,062

23,933

 

The Hartford Financial Services Group Inc.

583,005

23,897

 

Vornado Realty Trust REIT

256,041

23,287

 

Aon Corp.

497,923

22,387

 

 


 

 

 

 

Equity Residential REIT

500,944

22,247

 

The Principal Financial Group, Inc.

479,392

20,849

 

Progressive Corp. of Ohio

1,191,990

20,741

 

Lincoln National Corp.

480,240

20,559

 

HCP, Inc. REIT

462,307

18,552

 

Unum Group

641,197

16,094

 

Hudson City Bancorp, Inc.

864,934

15,958

 

Plum Creek Timber Co. Inc. REIT

316,756

15,793

 

State Street Corp.

276,356

15,719

 

Ameriprise Financial, Inc.

411,191

15,707

 

Leucadia National Corp.

344,558

15,657

 

Kimco Realty Corp. REIT

422,640

15,612

 

Invesco, Ltd.

717,922

15,062

 

American International Group, Inc.

4,436,488

14,773

 

Simon Property Group, Inc. REIT

145,781

14,141

 

Avalonbay Communities, Inc. REIT

142,670

14,042

 

Wachovia Corp.

3,999,359

13,998

 

Annaly Mortgage Management Inc. REIT

978,637

13,163

 

Ventas, Inc. REIT

256,682

12,685

 

Regions Financial Corp.

1,286,527

12,351

 

People's United Financial Inc.

641,505

12,349

 

Host Hotels & Resorts Inc. REIT

918,086

12,201

^

M & T Bank Corp.

132,682

11,842

 

Fifth Third Bancorp

957,761

11,397

 

Discover Financial Services

799,912

11,055

 

KeyCorp

898,450

10,727

*

SLM Corp.

865,594

10,681

 

Assurant, Inc.

186,319

10,248

 

New York Community Bancorp, Inc.

604,524

10,150

 

XL Capital Ltd. Class A

563,803

10,115

 

Torchmark Corp.

166,435

9,953

 

Everest Re Group, Ltd.

114,821

9,935

 

Legg Mason Inc.

257,983

9,819

*,^

American Capital Ltd.

376,099

9,594

 

Health Care Inc. REIT

180,010

9,582

 

Federal Realty Investment Trust REIT

108,876

9,320

 

Northern Trust Corp.

128,488

9,277

 

Comerica, Inc.

278,989

9,148

 

Marshall & Ilsley Corp.

432,243

8,710

 

Regency Centers Corp. REIT

129,527

8,638

 

The Macerich Co. REIT

134,461

8,558

 

Willis Group Holdings Ltd.

261,873

8,448

 

Axis Capital Holdings Ltd.

261,989

8,308

 

AMB Property Corp. REIT

181,665

8,229

 

Cincinnati Financial Corp.

287,415

8,174

^

Zions Bancorp

199,322

7,714

 

Boston Properties, Inc. REIT

77,539

7,262

 

White Mountains Insurance Group Inc.

15,036

7,063

 

Developers Diversified Realty Corp. REIT

222,072

7,037

 

SL Green Realty Corp. REIT

108,219

7,013

 

Genworth Financial Inc.

802,617

6,911

 

PartnerRe Ltd.

100,566

6,848

 

 


 

 

 

 

General Growth Properties Inc. REIT

446,148

6,737

 

Duke Realty Corp. REIT

271,505

6,674

 

W.R. Berkley Corp.

280,648

6,609

 

Liberty Property Trust REIT

171,542

6,459

 

UDR, Inc. REIT

237,303

6,205

*

Markel Corp.

17,470

6,141

*

Arch Capital Group Ltd.

83,154

6,073

 

RenaissanceRe Holdings Ltd.

113,626

5,909

 

Raymond James Financial, Inc.

176,368

5,817

 

Apartment Investment & Management Co. Class A REIT

165,911

5,810

 

HCC Insurance Holdings, Inc.

213,102

5,754

 

Fidelity National Financial, Inc. Class A

375,736

5,523

 

Synovus Financial Corp.

519,168

5,373

 

Commerce Bancshares, Inc.

113,097

5,248

 

Old Republic International Corp.

405,546

5,171

^

Huntington Bancshares Inc.

643,494

5,141

 

Weingarten Realty Investors REIT

140,120

4,998

 

Federated Investors, Inc.

169,707

4,893

 

Camden Property Trust REIT

98,262

4,506

 

Associated Banc-Corp.

223,785

4,464

^

MBIA, Inc.

372,401

4,432

*,^

The St. Joe Co.

111,568

4,361

 

First American Corp.

145,320

4,287

 

CapitalSource Inc. REIT

344,960

4,243

 

Nationwide Financial Services, Inc.

85,278

4,207

^

Popular, Inc.

494,112

4,096

 

City National Corp.

75,259

4,087

 

American Financial Group, Inc.

135,682

4,003

 

Sovereign Bancorp, Inc.

1,006,817

3,977

 

TCF Financial Corp.

210,661

3,792

 

CIT Group Inc.

524,694

3,652

 

Hospitality Properties Trust REIT

174,573

3,582

^

Allied Capital Corp.

330,600

3,570

 

Protective Life Corp.

122,727

3,499

 

First Horizon National Corp.

356,458

3,386

*,^

Reinsurance Group of America, Incorp. Class A

57,900

3,127

 

Fannie Mae

1,989,863

3,044

 

TFS Financial Corp.

214,420

2,685

 

Transatlantic Holdings, Inc.

49,320

2,681

^

National City Corp.

1,338,404

2,342

 

Forest City Enterprise Class A

76,330

2,341

 

BOK Financial Corp.

43,655

2,113

 

Freddie Mac

1,200,336

2,053

*

Reinsurance Group of America, Inc. Group-B

41,159

1,952

 

Student Loan Corp.

7,403

688

^

Washington Mutual, Inc.

938,436

77

 

 

 

2,737,677

Health Care (13.2%)

 

Johnson & Johnson

5,219,729

361,623

 

Pfizer Inc.

12,530,389

231,060

 

Merck & Co., Inc.

3,975,718

125,474

 

 


 

 

 

 

Abbott Laboratories

1,857,923

106,979

 

Wyeth

2,469,556

91,225

 

Eli Lilly & Co.

1,895,283

83,449

 

Bristol-Myers Squibb Co.

3,666,552

76,448

 

Covidien Ltd.

917,871

49,345

 

Cardinal Health, Inc.

661,137

32,581

*

Boston Scientific Corp.

2,495,088

30,615

*

WellPoint Inc.

633,555

29,631

 

CIGNA Corp.

519,980

17,669

 

Quest Diagnostics, Inc.

306,509

15,837

 

AmerisourceBergen Corp.

298,542

11,240

*

Humana Inc.

203,893

8,400

*

Forest Laboratories, Inc.

282,479

7,989

*

Invitrogen Corp.

173,082

6,542

 

Omnicare, Inc.

225,491

6,487

*

Mylan Inc.

563,620

6,437

*

Cephalon, Inc.

81,462

6,312

*

Barr Pharmaceuticals Inc.

95,017

6,205

*

Hospira, Inc.

147,064

5,618

 

Beckman Coulter, Inc.

75,511

5,361

*

Community Health Systems, Inc.

178,683

5,237

*

Health Net Inc.

198,911

4,694

*

King Pharmaceuticals, Inc.

457,887

4,387

*

Lincare Holdings, Inc.

135,245

4,070

 

Applied Biosystems Inc.

109,659

3,756

*

Charles River Laboratories, Inc.

62,995

3,498

^

Brookdale Senior Living Inc.

66,312

1,458

*

WellCare Health Plans Inc.

27,303

983

 

 

 

1,350,610

Industrials (9.4%)

 

General Electric Co.

18,461,443

470,767

 

Union Pacific Corp.

917,351

65,279

 

United Parcel Service, Inc.

825,676

51,927

 

Norfolk Southern Corp.

695,822

46,070

 

Northrop Grumman Corp.

602,084

36,450

 

Illinois Tool Works, Inc.

774,897

34,444

 

Waste Management, Inc.

909,016

28,625

 

Ingersoll-Rand Co.

589,060

18,361

 

Parker Hannifin Corp.

310,478

16,455

 

Eaton Corp.

289,459

16,262

 

Dover Corp.

350,524

14,214

 

Cooper Industries, Inc. Class A

322,624

12,889

 

Pitney Bowes, Inc.

384,111

12,776

 

Masco Corp.

682,436

12,243

 

W.W. Grainger, Inc.

120,513

10,481

 

Republic Services, Inc. Class A

337,337

10,113

 

R.R. Donnelley & Sons Co.

393,649

9,656

 

Rockwell Automation, Inc.

258,502

9,652

 

Goodrich Corp.

231,932

9,648

*

Allied Waste Industries, Inc.

721,090

8,011

 

Avery Dennison Corp.

177,511

7,896

 

Pall Corp.

227,415

7,821

 

 


 

 

 

 

SPX Corp.

99,007

7,624

 

Cintas Corp.

256,423

7,362

 

Ryder System, Inc.

106,578

6,608

 

Manpower Inc.

147,156

6,351

 

Pentair, Inc.

174,472

6,032

 

Equifax, Inc.

119,620

4,121

*

Owens Corning Inc.

145,885

3,488

*

Delta Air Lines Inc.

354,055

2,638

*

USG Corp.

89,112

2,281

*

Hertz Global Holdings Inc.

269,812

2,042

 

Oshkosh Truck Corp.

139,204

1,832

 

 

 

960,419

Information Technology (2.1%)

 

Motorola, Inc.

4,178,735

29,836

 

Tyco Electronics Ltd.

921,420

25,487

 

Xerox Corp.

1,665,182

19,200

 

Xilinx, Inc.

516,734

12,117

*

Computer Sciences Corp.

279,662

11,223

*

Flextronics International Ltd.

1,550,841

10,980

 

Seagate Technology

898,704

10,892

 

Microchip Technology, Inc.

342,955

10,093

 

KLA-Tencor Corp.

315,325

9,980

 

Fidelity National Information Services, Inc.

361,748

6,678

*

LSI Corp.

1,182,044

6,336

*

Arrow Electronics, Inc.

227,086

5,954

*

Lexmark International, Inc.

176,093

5,735

*

Western Digital Corp.

266,096

5,673

 

Lender Processing Services, Inc.

179,268

5,471

*

Synopsys, Inc.

263,175

5,250

*

Ingram Micro, Inc. Class A

280,997

4,516

*

NCR Corp.

202,176

4,458

*

Avnet, Inc.

180,811

4,453

 

Intersil Corp.

229,823

3,811

*

Novellus Systems, Inc.

185,376

3,641

*

McAfee Inc.

104,118

3,536

*

Cadence Design Systems, Inc.

478,613

3,235

 

Jabil Circuit, Inc.

330,265

3,151

 

Molex, Inc. Class A

140,766

2,929

*

Tellabs, Inc.

701,109

2,847

*

Advanced Micro Devices, Inc.

394,858

2,073

 

Seagate Technology Inc. - Escrow

68,126

 

 

 

219,555

Materials (3.7%)

 

E.I. du Pont de Nemours & Co.

1,668,224

67,229

 

Dow Chemical Co.

1,723,232

54,764

 

Freeport-McMoRan Copper & Gold, Inc. Class B

709,728

40,348

 

Alcoa Inc.

1,509,165

34,077

 

Weyerhaeuser Co.

391,298

23,705

 

International Paper Co.

752,407

19,698

 

PPG Industries, Inc.

303,751

17,715

 

Rohm & Haas Co.

235,795

16,506

^

Vulcan Materials Co.

202,863

15,113

 

 


 

 

 

 

Eastman Chemical Co.

141,272

7,778

 

MeadWestvaco Corp.

322,114

7,508

 

Airgas, Inc.

137,958

6,850

 

Ball Corp.

171,880

6,788

 

Sealed Air Corp.

296,944

6,530

 

Sonoco Products Co.

184,120

5,465

 

Lubrizol Corp.

126,295

5,448

 

International Flavors & Fragrances, Inc.

133,978

5,287

 

Steel Dynamics, Inc.

296,931

5,075

 

Celanese Corp. Series A

181,343

5,061

 

Bemis Co., Inc.

184,775

4,826

*

Domtar Corp.

991,108

4,559

 

FMC Corp.

85,597

4,399

 

Commercial Metals Co.

211,899

3,579

 

Ashland, Inc.

104,581

3,058

*

Pactiv Corp.

121,607

3,019

 

Reliance Steel & Aluminum Co.

60,879

2,312

 

Huntsman Corp.

152,129

1,917

 

 

 

378,614

Telecommunication Services (5.5%)

 

AT&T Inc.

11,003,822

307,227

 

Verizon Communications Inc.

5,279,811

169,429

 

Sprint Nextel Corp.

5,140,557

31,357

 

Embarq Corp.

273,564

11,093

 

Qwest Communications International Inc.

2,918,752

9,428

 

Windstream Corp.

829,362

9,073

 

Frontier Communications Corp.

601,236

6,914

 

CenturyTel, Inc.

185,729

6,807

*,^

Level 3 Communications, Inc.

1,441,005

3,891

 

Telephone & Data Systems, Inc.

98,711

3,529

 

Telephone & Data Systems, Inc. - Special Common Shares

96,134

3,451

*

U.S. Cellular Corp.

35,155

1,649

 

 

 

563,848

Utilities (6.4%)

 

Southern Co.

1,420,902

53,554

 

Dominion Resources, Inc.

1,070,430

45,793

 

Duke Energy Corp.

2,341,961

40,820

 

Exelon Corp.

607,345

38,032

 

FirstEnergy Corp.

564,472

37,814

 

FPL Group, Inc.

717,919

36,111

 

Entergy Corp.

354,760

31,577

 

Public Service Enterprise Group, Inc.

942,084

30,891

 

American Electric Power Co., Inc.

743,907

27,584

 

PPL Corp.

690,949

25,579

 

PG&E Corp.

672,112

25,171

 

Edison International

573,235

22,872

 

Sempra Energy

440,488

22,231

 

Consolidated Edison Inc.

504,963

21,693

 

Progress Energy, Inc.

459,673

19,826

 

Xcel Energy, Inc.

797,639

15,945

 

Ameren Corp.

387,692

15,132

 

 


 

 

 

 

DTE Energy Co.

302,507

12,137

 

Wisconsin Energy Corp.

216,732

9,731

 

MDU Resources Group, Inc.

322,072

9,340

 

Pepco Holdings, Inc.

373,451

8,556

 

CenterPoint Energy Inc.

578,211

8,424

 

SCANA Corp.

205,299

7,992

 

NiSource, Inc.

508,466

7,505

 

Northeast Utilities

288,169

7,392

 

Integrys Energy Group, Inc.

141,467

7,065

*

Mirant Corp.

383,904

7,022

 

NSTAR

197,667

6,622

 

Alliant Energy Corp.

204,403

6,584

 

Pinnacle West Capital Corp.

186,221

6,408

 

ONEOK, Inc.

183,322

6,306

 

TECO Energy, Inc.

389,969

6,134

 

National Fuel Gas Co.

135,527

5,716

 

DPL Inc.

210,151

5,212

 

CMS Energy Corp.

416,695

5,196

 

Questar Corp.

112,089

4,587

 

Sierra Pacific Resources

434,438

4,162

 

Energen Corp.

62,772

2,842

*

Dynegy, Inc.

606,404

2,171

 

657,729

Total Common Stocks (Cost $11,336,049)

10,265,168

 

 

 

 

Face

 

Market

 

 

Maturity

Amount

Value

 

Coupon

Date

($000)

($000)

Temporary Cash Investment (0.7%)

1,2

Vanguard Market Liquidity Fund (Cost $76,089)

2.296%

 

76,088,587

76,089

 

Total Investments (100.8%) (Cost $11,412,138)

10,341,257

2 Other Assets and Liabilities-Net (-0.8%)

(81,992)

Net Assets (100%)

10,259,265

 

 

 

* Non-income-producing security.

 

^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $66,186,000.

 

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

 

2 Includes $69,803,000 of collateral received for securities on loan.

 

REIT—Real Estate Investment Trust.

 


 

 

 

 

 

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.

At September 30, 2008, the cost of investment securities for tax purposes was $11,412,138,000. Net unrealized depreciation of investment securities for tax purposes was $1,070,881,000, consisting of unrealized gains of $1,131,764,000 on securities that had risen in value since their purchase and $2,202,645,000 in unrealized losses on securities that had fallen in value since their purchase.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

 

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, 100% of the fund's investments were valued based on Level 1 inputs.

 

 

 


Vanguard Growth Index Fund

Schedule of Investments

As of September 30, 2008

 

 

 

 

 

Market

 

 

 

Value

 

 

Shares

($000

Common Stocks (100.0%)

 

 

Consumer Discretionary (10.3%)

 

 

 

Target Corp.

1,963,895

96,329

 

McDonald's Corp.

1,485,694

91,667

 

Lowe's Cos., Inc.

3,832,544

90,793

 

Comcast Corp. Special Class A

3,771,120

74,366

 

Comcast Corp. Class A

3,699,090

72,613

 

NIKE, Inc. Class B

965,485

64,591

*

Amazon.com, Inc.

821,152

59,747

 

News Corp., Class A

4,767,053

57,157

 

Johnson Controls, Inc.

1,555,554

47,180

*

DIRECTV Group, Inc.

1,802,262

47,165

 

Staples, Inc.

1,840,508

41,411

 

Yum! Brands, Inc.

1,241,790

40,495

*

Viacom Inc. Class B

1,432,917

35,594

*

Kohl's Corp.

769,269

35,448

 

Best Buy Co., Inc.

917,586

34,409

 

TJX Cos., Inc.

1,113,328

33,979

 

Omnicom Group Inc.

839,635

32,376

*

Liberty Media Corp.

1,292,144

32,265

*

Starbucks Corp.

1,908,397

28,378

 

The McGraw-Hill Cos., Inc.

842,269

26,624

*

Coach, Inc.

894,628

22,401

*

Apollo Group, Inc. Class A

373,866

22,170

*

Bed Bath & Beyond, Inc.

678,701

21,318

 

Marriott International, Inc. Class A

741,376

19,343

*

Liberty Media Corp.-Interactive Series A

1,479,392

19,099

*

Liberty Global, Inc. Series C

558,835

15,698

 

Cablevision Systems NY Group Class A

612,017

15,398

 

Tim Hortons, Inc.

484,118

14,344

*

AutoZone Inc.

116,050

14,314

 

News Corp., Class B

1,151,308

13,988

 

International Game Technology

811,591

13,943

*

GameStop Corp. Class A

406,547

13,908

 

Starwood Hotels & Resorts Worldwide, Inc.

489,404

13,772

^

Wynn Resorts Ltd.

161,189

13,159

 

Nordstrom, Inc.

430,514

12,407

*,^

Ford Motor Co.

2,276,573

11,838

*

DISH Network Corp.

552,652

11,606

*

Time Warner Cable, Inc.

472,868

11,443

*,^

Garmin Ltd.

310,908

10,552

*,^

Las Vegas Sands Corp.

279,448

10,091

 

Polo Ralph Lauren Corp.

147,163

9,807

*

Urban Outfitters, Inc.

306,308

9,762

*

The Goodyear Tire & Rubber Co.

599,010

9,171

 

Abercrombie & Fitch Co.

226,520

8,936

*,^

Sears Holdings Corp.

95,054

8,888

 

 


 

 

 

*

Liberty Global, Inc. Class A

283,889

8,602

*

ITT Educational Services, Inc.

101,753

8,233

*,^

CarMax, Inc.

573,167

8,024

*,^

MGM Mirage, Inc.

256,171

7,301

*

Priceline.com, Inc.

95,905

6,563

 

Burger King Holdings Inc.

247,709

6,084

*

NVR, Inc.

10,406

5,952

*,^

Lamar Advertising Co. Class A

192,045

5,932

 

Tiffany & Co.

165,335

5,873

^

General Motors Corp.

594,795

5,621

 

Pulte Homes, Inc.

373,346

5,216

 

Guess ?, Inc.

149,632

5,206

*

Penn National Gaming, Inc.

194,035

5,156

*

Discovery Communications Inc. Class C

362,711

5,136

*

Discovery Communications Inc. Class A

351,717

5,012

 

Harman International Industries, Inc.

145,057

4,942

*

Toll Brothers, Inc.

176,834

4,462

*

Sirius XM Radio Inc.

7,021,241

4,002

*

Expedia, Inc.

256,577

3,877

 

Weight Watchers International, Inc.

93,192

3,411

*

Interpublic Group of Cos., Inc.

433,697

3,361

 

American Eagle Outfitters, Inc.

170,206

2,596

*

CTC Media, Inc.

119,933

1,799

*

Clear Channel Outdoor Holdings, Inc. Class A

106,768

1,461

 

 

 

1,513,765

Consumer Staples (13.8%)

 

Wal-Mart Stores, Inc.

6,216,370

372,298

 

The Procter & Gamble Co.

5,202,094

362,534

 

PepsiCo, Inc.

4,157,788

296,326

 

The Coca-Cola Co.

3,562,107

188,364

 

CVS/Caremark Corp.

3,746,981

126,123

 

Colgate-Palmolive Co.

1,331,188

100,305

 

Walgreen Co.

2,596,381

80,384

 

Anheuser-Busch Cos., Inc.

1,214,958

78,827

 

Costco Wholesale Corp.

1,135,667

73,739

 

Sysco Corp.

1,574,534

48,543

 

Avon Products, Inc.

1,118,703

46,505

 

Wm. Wrigley Jr. Co.

475,194

37,730

 

Archer-Daniels-Midland Co.

1,519,186

33,285

 

Kellogg Co.

451,787

25,345

 

The Kroger Co.

822,368

22,599

*

Dr. Pepper Snapple Group, Inc.

663,151

17,560

 

Lorillard, Inc.

228,065

16,227

 

The Estee Lauder Cos. Inc. Class A

272,158

13,583

*

Energizer Holdings, Inc.

143,163

11,532

 

The Clorox Co.

180,605

11,322

 

Church & Dwight, Inc.

174,311

10,823

*

Dean Foods Co.

398,607

9,311

 

Campbell Soup Co.

208,866

8,062

^

Whole Foods Market, Inc.

368,072

7,373

*,^

Hansen Natural Corp.

196,931

5,957

 

The Hershey Co.

145,113

5,738

 

 


 

 

 

 

Wm. Wrigley Jr. Co. Class B

62,668

4,951

 

Brown-Forman Corp. Class B

49,884

3,582

*,^

Bare Escentuals, Inc.

144,001

1,565

 

 

 

2,020,493

Energy (9.8%)

 

Schlumberger Ltd.

3,127,536

244,229

 

Occidental Petroleum Corp.

2,151,498

151,573

*

Transocean, Inc.

835,895

91,815

 

Halliburton Co.

2,286,808

74,070

 

XTO Energy, Inc.

1,439,979

66,988

 

Hess Corp.

761,888

62,536

 

EOG Resources, Inc.

650,871

58,227

*

National Oilwell Varco Inc.

1,088,282

54,664

 

Baker Hughes, Inc.

807,384

48,879

 

Chesapeake Energy Corp.

1,345,692

48,256

*

Weatherford International Ltd.

1,778,485

44,711

 

Williams Cos., Inc.

1,531,974

36,231

 

Smith International, Inc.

573,536

33,632

 

Peabody Energy Corp.

711,718

32,027

 

Noble Corp.

704,480

30,927

 

Murphy Oil Corp.

473,104

30,345

*

Southwestern Energy Co.

896,398

27,376

*

Ultra Petroleum Corp.

400,805

22,181

 

CONSOL Energy, Inc.

479,073

21,985

*

Cameron International Corp.

567,970

21,890

 

ENSCO International, Inc.

378,381

21,806

 

Diamond Offshore Drilling, Inc.

182,114

18,769

 

Range Resources Corp.

404,473

17,340

*

FMC Technologies Inc.

335,614

15,623

 

Valero Energy Corp.

485,256

14,703

*

Petrohawk Energy Corp.

648,082

14,018

*

Pride International, Inc.

440,060

13,030

 

Arch Coal, Inc.

377,969

12,431

*

Denbury Resources, Inc.

644,804

12,277

 

Helmerich & Payne, Inc.

273,476

11,811

*

Alpha Natural Resources, Inc.

184,201

9,473

*

Nabors Industries, Inc.

368,990

9,195

 

Massey Energy Co.

211,178

7,533

 

Walter Industries, Inc.

145,160

6,888

 

Cabot Oil & Gas Corp.

167,168

6,041

 

Rowan Cos., Inc.

192,165

5,871

*

Quicksilver Resources, Inc.

270,605

5,312

*

Exterran Holdings, Inc.

163,722

5,233

*

Continental Resources, Inc.

133,149

5,223

 

Frontier Oil Corp.

272,883

5,026

*

Plains Exploration & Production Co.

141,044

4,959

*

IHS Inc. Class A

95,777

4,563

*

SandRidge Energy, Inc.

191,869

3,761

 

Patterson-UTI Energy, Inc.

141,899

2,841

 

 


 

 

 

*

CNX Gas Corp.

79,363

1,777

 

 

 

1,438,046

Financials (6.0%)

*

Berkshire Hathaway Inc. Class B

25,797

113,378

 

Bank of New York Mellon Corp.

2,998,392

97,688

 

American Express Co.

2,732,998

96,830

 

AFLAC Inc.

1,245,981

73,201

 

Charles Schwab Corp.

2,554,487

66,417

 

CME Group, Inc.

158,709

58,962

 

State Street Corp.

726,867

41,344

 

Franklin Resources Corp.

433,653

38,218

 

Simon Property Group, Inc. REIT

382,862

37,138

 

T. Rowe Price Group Inc.

646,669

34,733

 

Public Storage, Inc. REIT

332,534

32,924

 

ProLogis REIT

687,193

28,360

 

Northern Trust Corp.

337,494

24,367

 

Boston Properties, Inc. REIT

203,946

19,101

^

Moody's Corp.

545,235

18,538

 

NYSE Euronext

347,543

13,617

*

IntercontinentalExchange Inc.

147,988

11,940

*

Nasdaq Stock Market Inc.

366,371

11,200

 

Janus Capital Group Inc.

427,108

10,370

 

Eaton Vance Corp.

287,081

10,114

*

TD Ameritrade Holding Corp.

621,672

10,071

 

SEI Investments Co.

353,982

7,858

 

Brown & Brown, Inc.

313,511

6,778

*

CB Richard Ellis Group, Inc.

477,681

6,387

*,^

The St. Joe Co.

84,826

3,316

 

Forest City Enterprise Class A

58,148

1,783

 

 

 

874,633

Health Care (13.0%)

*

Amgen, Inc.

2,853,922

169,152

 

Medtronic, Inc.

2,943,889

147,489

*

Gilead Sciences, Inc.

2,418,150

110,219

*

Genentech, Inc.

1,239,627

109,930

 

Baxter International, Inc.

1,644,621

107,937

 

UnitedHealth Group Inc.

3,220,951

81,780

 

Abbott Laboratories

1,415,962

81,531

 

Schering-Plough Corp.

4,250,402

78,505

*

Celgene Corp.

1,142,569

72,302

*

Thermo Fisher Scientific, Inc.

1,096,296

60,296

*

Medco Health Solutions, Inc.

1,328,119

59,765

*

Genzyme Corp.

700,745

56,683

 

Becton, Dickinson & Co.

639,740

51,346

 

Stryker Corp.

755,614

47,075

 

Aetna Inc.

1,270,862

45,891

*

Express Scripts Inc.

559,519

41,304

 

Allergan, Inc.

799,477

41,173

*

Zimmer Holdings, Inc.

606,769

39,173

 

McKesson Corp.

726,806

39,109

*

St. Jude Medical, Inc.

888,291

38,632

*

Biogen Idec Inc.

760,951

38,268

 

C.R. Bard, Inc.

260,360

24,700

*

Intuitive Surgical, Inc.

101,453

24,448

*

WellPoint Inc.

482,697

22,576

 

 


 

 

 

*

Laboratory Corp. of America Holdings

291,765

20,278

*

Varian Medical Systems, Inc.

329,309

18,813

*

DaVita, Inc.

274,600

15,655

*

Waters Corp.

262,394

15,266

*

Covance, Inc.

164,700

14,561

 

DENTSPLY International Inc.

370,898

13,924

*

Hologic, Inc.

670,616

12,963

*

Vertex Pharmaceuticals, Inc.

389,538

12,948

*

Coventry Health Care Inc.

397,533

12,940

*

Illumina, Inc.

317,944

12,886

*

Henry Schein, Inc.

236,568

12,737

 

Pharmaceutical Product Development, Inc.

282,447

11,679

*

Forest Laboratories, Inc.

399,385

11,295

*

Millipore Corp.

144,380

9,933

*

ImClone Systems, Inc.

158,754

9,913

 

Applied Biosystems Inc.

287,329

9,841

 

IMS Health, Inc.

475,335

8,989

*

Barr Pharmaceuticals Inc.

134,508

8,783

*

Patterson Cos.

271,179

8,247

*

Cerner Corp.

179,429

8,010

 

Perrigo Co.

208,051

8,002

*

Hospira, Inc.

208,466

7,963

*,^

Amylin Pharmaceuticals, Inc.

359,308

7,265

*

Humana Inc.

155,483

6,406

*

Endo Pharmaceuticals Holdings, Inc.

315,664

6,313

*

Sepracor Inc.

282,989

5,182

*

Charles River Laboratories, Inc.

89,397

4,964

*

Cephalon, Inc.

62,238

4,823

 

Beckman Coulter, Inc.

57,517

4,083

*

Kinetic Concepts, Inc.

142,233

4,066

*

Warner Chilcott Ltd.

263,390

3,982

*

WellCare Health Plans Inc.

71,261

2,565

 

 

 

1,904,559

Industrials (12.4%)

 

United Technologies Corp.

2,423,585

145,560

 

3M Co.

1,753,868

119,807

 

The Boeing Co.

1,871,392

107,324

 

Lockheed Martin Corp.

902,306

98,956

 

Caterpillar, Inc.

1,612,467

96,103

 

Burlington Northern Santa Fe Corp.

904,143

83,570

 

Emerson Electric Co.

2,046,703

83,485

 

Honeywell International Inc.

1,846,621

76,727

 

General Dynamics Corp.

887,853

65,364

 

FedEx Corp.

772,149

61,031

 

Raytheon Co.

1,108,795

59,332

 

CSX Corp.

1,060,862

57,891

 

Deere & Co.

1,129,689

55,920

 

Danaher Corp.

667,710

46,339

 

Tyco International, Ltd.

1,299,134

45,496

 

United Parcel Service, Inc.

629,244

39,573

 

PACCAR, Inc.

909,314

34,727

 

L-3 Communications Holdings, Inc.

321,511

31,611

 

 


 

 

 

 

Precision Castparts Corp.

365,129

28,765

 

Southwest Airlines Co.

1,918,238

27,834

 

Fluor Corp.

465,026

25,902

 

ITT Industries, Inc.

452,401

25,158

 

C.H. Robinson Worldwide Inc.

447,047

22,781

 

Cummins Inc.

505,764

22,112

 

Rockwell Collins, Inc.

421,347

20,263

*

First Solar, Inc.

104,439

19,729

 

Expeditors International of Washington, Inc.

559,124

19,480

 

Textron, Inc.

653,333

19,130

*

Jacobs Engineering Group Inc.

319,467

17,350

 

Fastenal Co.

332,452

16,420

*

McDermott International, Inc.

593,571

15,166

 

The Dun & Bradstreet Corp.

146,343

13,809

*

Foster Wheeler Ltd.

377,782

13,642

 

Flowserve Corp.

150,968

13,401

 

Roper Industries Inc.

234,462

13,355

*

Stericycle, Inc.

226,093

13,319

 

Joy Global Inc.

282,853

12,768

*

Iron Mountain, Inc.

500,568

12,219

*

Quanta Services, Inc.

449,815

12,149

 

Ametek, Inc.

279,689

11,403

*

AGCO Corp.

240,399

10,243

 

Robert Half International, Inc.

395,419

9,787

 

Bucyrus International, Inc.

196,102

8,762

 

Harsco Corp.

220,806

8,212

*

Terex Corp.

264,467

8,071

*

Covanta Holding Corp.

323,431

7,743

*

Copart, Inc.

196,441

7,465

 

J.B. Hunt Transport Services, Inc.

212,500

7,091

*,^

SunPower Corp. Class A

99,842

7,082

 

KBR Inc.

445,039

6,796

*

Shaw Group, Inc.

217,668

6,689

*

AMR Corp.

653,872

6,421

 

Equifax, Inc.

170,076

5,859

 

The Manitowoc Co., Inc.

341,419

5,309

*

Monster Worldwide Inc.

298,080

4,444

*

Spirit Aerosystems Holdings Inc.

269,873

4,337

*

Delta Air Lines Inc.

269,580

2,008

*

USG Corp.

68,342

1,749

 

 

 

1,823,039

Information Technology (29.6%)

 

Microsoft Corp.

21,972,925

586,457

 

International Business Machines Corp.

3,600,502

421,115

*

Cisco Systems, Inc.

15,485,183

349,346

 

Hewlett-Packard Co.

6,462,592

298,830

 

Intel Corp.

15,015,658

281,243

*

Apple Inc.

2,311,038

262,673

*

Google Inc.

625,421

250,494

*

Oracle Corp.

10,803,490

219,419

 

QUALCOMM Inc.

4,243,274

182,333

*

Dell Inc.

4,767,950

78,576

 

 


 

 

 

 

Texas Instruments, Inc.

3,467,473

74,551

 

Visa Inc.

1,174,078

72,077

*

eBay Inc.

2,932,977

65,640

*

EMC Corp.

5,419,128

64,813

 

Corning, Inc.

4,128,494

64,570

*

Yahoo! Inc.

3,431,910

59,372

 

Accenture Ltd.

1,550,733

58,928

 

Automatic Data Processing, Inc.

1,358,912

58,093

*

Adobe Systems, Inc.

1,394,092

55,025

 

Applied Materials, Inc.

3,548,404

53,687

 

Western Union Co.

1,939,723

47,853

*

Symantec Corp.

2,202,323

43,121

 

MasterCard, Inc. Class A

191,824

34,016

*

Electronic Arts Inc.

834,635

30,873

*

Juniper Networks, Inc.

1,376,063

28,994

*

Agilent Technologies, Inc.

956,928

28,382

 

Paychex, Inc.

850,182

28,081

*

Intuit, Inc.

799,405

25,269

*,^

Activision Blizzard, Inc.

1,545,848

23,852

*

Broadcom Corp.

1,170,139

21,800

 

CA, Inc.

1,077,296

21,503

*

Fiserv, Inc.

429,980

20,347

 

Analog Devices, Inc.

760,488

20,039

*

Autodesk, Inc.

585,621

19,648

 

Amphenol Corp.

459,659

18,451

 

Linear Technology Corp.

581,518

17,829

*

Cognizant Technology Solutions Corp.

757,196

17,287

*

MEMC Electronic Materials, Inc.

596,936

16,869

*

NetApp, Inc.

900,516

16,416

 

Harris Corp.

353,308

16,323

 

Altera Corp.

785,817

16,251

*

Sun Microsystems, Inc.

2,049,372

15,575

*

NVIDIA Corp.

1,381,464

14,795

*

BMC Software, Inc.

500,703

14,335

*

VeriSign, Inc.

510,338

13,310

*

Alliance Data Systems Corp.

207,946

13,180

*

FLIR Systems, Inc.

341,870

13,135

*

salesforce.com, inc.

267,730

12,958

*

Marvell Technology Group Ltd.

1,339,251

12,455

*

Citrix Systems, Inc.

481,468

12,162

*

Affiliated Computer Services, Inc. Class A

235,297

11,913

*

SanDisk Corp.

589,081

11,516

 

National Semiconductor Corp.

635,657

10,940

*

LAM Research Corp.

327,570

10,315

*

McAfee Inc.

274,283

9,315

*

Teradata Corp.

471,007

9,185

*

Hewitt Associates, Inc.

229,751

8,372

*

Trimble Navigation Ltd.

318,042

8,224

*

Micron Technology, Inc.

1,994,450

8,077

*

Akamai Technologies, Inc.

440,938

7,690

*

Red Hat, Inc.

499,645

7,530

 

SunPower Corp. Class B

108,456

7,489

 

 


 

 

 

 

Total System Services, Inc.

441,510

7,241

*,^

DST Systems, Inc.

107,306

6,008

*,^

Advanced Micro Devices, Inc.

1,035,206

5,435

*

Nuance Communications, Inc.

444,182

5,415

*

JDS Uniphase Corp.

589,821

4,990

*

Dolby Laboratories Inc.

133,555

4,700

*

Western Digital Corp.

203,407

4,337

*

Avnet, Inc.

138,426

3,409

*

NCR Corp.

154,158

3,399

*,^

VMware Inc.

110,268

2,937

 

Molex, Inc. Class A

102,501

2,133

 

Molex, Inc.

65,450

1,469

 

 

 

4,354,390

Materials (3.5%)

 

Monsanto Co.

1,438,491

142,382

 

Praxair, Inc.

820,808

58,885

 

Newmont Mining Corp. (Holding Co.)

1,144,394

44,357

 

Air Products & Chemicals, Inc.

552,210

37,821

 

Nucor Corp.

821,917

32,466

 

The Mosaic Co.

406,969

27,690

 

United States Steel Corp.

308,669

23,956

 

Ecolab, Inc.

485,912

23,576

 

Sigma-Aldrich Corp.

338,093

17,723

*

Owens-Illinois, Inc.

437,062

12,850

 

CF Industries Holdings, Inc.

140,387

12,840

 

Cleveland-Cliffs Inc.

236,927

12,543

^

Martin Marietta Materials, Inc.

108,393

12,138

*

Crown Holdings, Inc.

420,752

9,345

 

AK Steel Holding Corp.

294,019

7,621

 

Allegheny Technologies Inc.

238,885

7,059

 

Terra Industries, Inc.

239,464

7,040

 

Albemarle Corp.

192,158

5,926

*

Pactiv Corp.

171,625

4,261

 

Celanese Corp. Series A

138,658

3,870

^

Titanium Metals Corp.

308,924

3,503

 

FMC Corp.

65,426

3,362

 

Reliance Steel & Aluminum Co.

86,293

3,276

 

Huntsman Corp.

215,397

2,714

 

 

 

517,204

Telecommunication Services (0.6%)

*

American Tower Corp. Class A

1,039,554

37,393

*

Crown Castle International Corp.

703,260

20,373

*

NII Holdings Inc.

439,522

16,667

*

MetroPCS Communications Inc.

548,085

7,668

*,^

Leap Wireless International, Inc.

144,869

5,519

*,^

Level 3 Communications, Inc.

2,037,378

5,501

 

 

 

93,121

Utilities (1.0%)

 

Exelon Corp.

859,784

53,840

*

AES Corp.

1,761,075

20,587

 

Allegheny Energy, Inc.

440,758

16,207

*

NRG Energy, Inc.

587,488

14,540

 

 


 

 

 

 

Questar Corp.

295,243

12,081

 

Equitable Resources, Inc.

323,350

11,864

 

Constellation Energy Group, Inc.

467,550

11,362

*

Reliant Energy, Inc.

907,127

6,667

 

Energen Corp.

89,519

4,053

*

Dynegy, Inc.

462,902

1,657

 

 

 

152,858

Total Common Stocks (Cost $13,691,843)

 

14,692,108

 

 

 

 

 


 

 

 

Coupon

 

Shares

 

Temporary Cash Investment (1.0%)

1,2

Vanguard Market Liquidity Fund (Cost $148,835)

2.296%

 

148,834,596

148,835

Total Investments (101.0%) (Cost $13,840,678)

 

 

 

14,840,943

2 Other Assets and Liabilities-Net (-1.0%)

 

 

 

(146,992)

Net Assets (100%)

 

 

 

14,693,951

 

* Non-income-producing security.

 

^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $127,248,000.

 

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

 

2 Includes $133,117,000 of collateral received for securities on loan.

 

REIT—Real Estate Investment Trust.

 

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.

At September 30, 2008, the cost of investment securities for tax purposes was $13,840,678,000. Net unrealized appreciation of investment securities for tax purposes was $1,000,265,000, consisting of unrealized gains of $2,502,300,000 on securities that had risen in value since their purchase and $1,502,035,000 in unrealized losses on securities that had fallen in value since their purchase.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

 

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, 100% of the fund's investments were valued based on Level 1 inputs.

 

 

 




Vanguard Small-Cap Index Fund

Schedule of Investments

As of September 30, 2008

 

 

 

 

Market

 

 

Value

 

Shares

($000)

Common Stocks (99.8%)

Consumer Discretionary (12.9%)

 

DeVry, Inc.

636,419

 

31,528

 

Snap-On Inc.

571,717

 

30,107

 

Strayer Education, Inc.

140,766

 

28,190

*

Big Lots Inc.

806,805

 

22,453

 

Service Corp. International

2,589,389

 

21,647

*

Aeropostale, Inc.

663,003

 

21,289

*

DreamWorks Animation SKG, Inc.

670,804

 

21,097

*

LKQ Corp.

1,209,311

 

20,522

*

The Warnaco Group, Inc.

451,098

 

20,430

*

Hanesbrands Inc.

932,556

 

20,283

 

Gentex Corp.

1,415,836

 

20,246

 

Phillips-Van Heusen Corp.

509,700

 

19,323

 

John Wiley & Sons Class A

433,072

 

17,518

*

Marvel Entertainment, Inc.

507,724

 

17,334

 

Tupperware Brands Corp.

614,640

 

16,983

*

Dick's Sporting Goods, Inc.

844,995

 

16,545

*

Liberty Media Corp.-Capital Series A

1,221,663

 

16,346

*

Jarden Corp.

686,808

 

16,106

 

Jones Apparel Group, Inc.

858,627

 

15,893

*

Scientific Games Corp.

688,552

 

15,850

 

Matthews International Corp.

309,203

 

15,689

 

Liz Claiborne, Inc.

939,839

 

15,442

*

WMS Industries, Inc.

504,066

 

15,409

*,^

Netflix.com, Inc.

489,312

 

15,110

^

Polaris Industries, Inc.

326,851

 

14,868

*

Bally Technologies Inc.

488,271

 

14,785

*

Rent-A-Center, Inc.

661,789

 

14,745

*,^

Panera Bread Co.

286,805

 

14,598

*

Career Education Corp.

888,241

 

14,523

*

Tractor Supply Co.

333,416

 

14,020

*

Fossil, Inc.

480,637

 

13,568

 

Sotheby's

667,555

 

13,391

 

Wolverine World Wide, Inc.

493,281

 

13,057

*

Deckers Outdoor Corp.

122,718

 

12,772

*,^

Corinthian Colleges, Inc.

844,306

 

12,665

*,^

Saks Inc.

1,359,418

 

12,575

 

Hillenbrand Inc.

619,257

 

12,484

*

Jack in the Box Inc.

582,827

 

12,298

 

MDC Holdings, Inc.

335,958

 

12,293

 

Regal Entertainment Group Class A

772,346

 

12,188

 

Arbitron Inc.

270,477

 

12,088

*

AnnTaylor Stores Corp.

585,590

 

12,087

*,^

Gaylord Entertainment Co.

405,079

 

11,897

*

Live Nation, Inc.

714,169

 

11,620

 

 


 

 

 

*

Collective Brands, Inc.

633,544

 

11,600

 

Aaron Rents, Inc.

423,338

 

11,460

*,^

J. Crew Group, Inc.

400,792

 

11,451

 

International Speedway Corp.

288,288

 

11,217

 

Ryland Group, Inc.

420,083

 

11,141

 

Regis Corp.

405,012

 

11,138

 

Brunswick Corp.

868,197

 

11,104

*

Carter's, Inc.

561,130

 

11,071

^

Pool Corp.

473,923

 

11,057

*

Lions Gate Entertainment Corp.

1,176,918

 

10,616

*,^

Life Time Fitness, Inc.

333,227

 

10,420

 

Men's Wearhouse, Inc.

486,070

 

10,324

 

Meredith Corp.

367,215

 

10,300

 

Orient-Express Hotel Ltd.

421,025

 

10,159

*

The Gymboree Corp.

282,135

 

10,016

*

Wendy's/Arby's Group, Inc.

1,892,566

 

9,955

 

Barnes & Noble, Inc.

380,499

 

9,923

*

Chico's FAS, Inc.

1,749,217

 

9,568

 

Interactive Data Corp.

372,949

 

9,406

*,^

Vail Resorts Inc.

268,763

 

9,393

*

The Cheesecake Factory Inc.

632,076

 

9,241

 

Choice Hotels International, Inc.

340,907

 

9,239

*,^

Under Armour, Inc.

289,027

 

9,179

 

ArvinMeritor, Inc.

694,296

 

9,054

^

Thor Industries, Inc.

357,889

 

8,883

*

Coinstar, Inc.

277,021

 

8,865

*,^

Zale Corp.

352,025

 

8,801

*

Morningstar, Inc.

158,495

 

8,792

 

Callaway Golf Co.

624,694

 

8,789

*

TRW Automotive Holdings Corp.

551,025

 

8,767

 

The Buckle, Inc.

151,727

 

8,427

 

Scholastic Corp.

327,152

 

8,401

 

Bob Evans Farms, Inc.

307,015

 

8,378

^

Tempur-Pedic International Inc.

703,652

 

8,275

*

The Children's Place Retail Stores, Inc.

246,664

 

8,226

*,^

Sonic Corp.

564,207

 

8,220

*

Timberland Co.

473,246

 

8,220

*

Chipotle Mexican Grill, Inc. Class B

174,233

 

8,145

*

CEC Entertainment Inc.

243,608

 

8,088

*,^

Chipotle Mexican Grill, Inc.

144,288

 

8,007

 

Genesco, Inc.

229,787

 

7,693

 

Ethan Allen Interiors, Inc.

271,110

 

7,597

*

The Dress Barn, Inc.

477,908

 

7,307

*

Quiksilver, Inc.

1,249,718

 

7,173

^

Dillard's Inc.

599,701

 

7,076

*

Sally Beauty Co. Inc.

808,741

 

6,955

 

American Greetings Corp. Class A

449,300

 

6,870

*

Lear Corp.

651,696

 

6,843

 

Stewart Enterprises, Inc. Class A

868,207

 

6,824

*,^

Meritage Corp.

273,882

 

6,765

*,^

Iconix Brand Group Inc.

514,837

 

6,734

 

OfficeMax, Inc.

752,924

 

6,693

 

 


 

 

 

 

Brown Shoe Co., Inc.

398,509

 

6,528

*

Helen of Troy Ltd.

284,341

 

6,474

*

JAKKS Pacific, Inc.

257,943

 

6,425

*,^

Buffalo Wild Wings Inc.

158,801

 

6,390

*,^

Lululemon Athletica, Inc.

269,905

 

6,216

*

Papa John's International, Inc.

227,270

 

6,173

*,^

Jos. A. Bank Clothiers, Inc.

180,166

 

6,054

*

Standard Pacific Corp.

1,230,911

 

6,044

 

UniFirst Corp.

135,153

 

5,824

^

Hearst-Argyle Television Inc.

260,652

 

5,820

^

Columbia Sportswear Co.

138,139

 

5,796

 

CBRL Group, Inc.

219,609

 

5,776

*,^

Blue Nile Inc.

133,927

 

5,741

*,^

P.F. Chang's China Bistro, Inc.

239,604

 

5,640

*

Hibbett Sports Inc.

281,468

 

5,635

*

Skechers U.S.A., Inc.

328,622

 

5,531

*,^

True Religion Apparel, Inc.

213,197

 

5,511

*

Exide Technologies

745,326

 

5,501

*

Charming Shoppes, Inc.

1,123,966

 

5,496

 

Fred's, Inc.

376,159

 

5,349

*

Capella Education Co.

124,491

 

5,336

*

99 Cents Only Stores

485,688

 

5,328

^

Boyd Gaming Corp.

565,982

 

5,298

*

Domino's Pizza, Inc.

433,657

 

5,265

*

Steiner Leisure Ltd.

153,079

 

5,263

*

ATC Technology Corp.

220,985

 

5,246

 

Belo Corp. Class A

873,244

 

5,205

 

Stage Stores, Inc.

379,820

 

5,188

*,^

Cabela's Inc.

425,491

 

5,140

^

NutriSystem, Inc.

287,983

 

5,103

*

Jo-Ann Stores, Inc.

238,932

 

5,013

 

Group 1 Automotive, Inc.

229,761

 

4,993

 

CKE Restaurants Inc.

467,482

 

4,955

*

Texas Roadhouse, Inc.

548,618

 

4,932

 

Finish Line, Inc.

493,111

 

4,926

*

Tenneco Automotive, Inc.

462,010

 

4,911

 

Penske Automotive Group Inc.

425,531

 

4,881

 

Furniture Brands International Inc.

460,039

 

4,840

 

Cato Corp. Class A

274,489

 

4,817

 

Cooper Tire & Rubber Co.

557,504

 

4,795

 

La-Z-Boy Inc.

509,907

 

4,752

*

Pacific Sunwear of California, Inc.

703,858

 

4,737

*

thinkorswim Group, Inc.

559,029

 

4,657

 

Churchill Downs, Inc.

94,846

 

4,646

 

National CineMedia Inc.

417,228

 

4,610

 

K-Swiss, Inc.

264,053

 

4,595

*

RCN Corp.

373,384

 

4,578

*

Pinnacle Entertainment, Inc.

594,637

 

4,495

 

Modine Manufacturing Co.

307,705

 

4,456

 

Cinemark Holdings Inc.

319,271

 

4,342

 

Jackson Hewitt Tax Service Inc.

282,147

 

4,328

 

Superior Industries International, Inc.

224,732

 

4,306

 

 


 

 

 

*

Champion Enterprises, Inc.

770,481

 

4,276

*

HSN,Inc.

386,123

 

4,251

*,^

Red Robin Gourmet Burgers, Inc.

158,477

 

4,247

 

Harte-Hanks, Inc.

407,716

 

4,228

*,^

Hovnanian Enterprises Inc. Class A

523,645

 

4,184

*

Ticketmaster Entertainment Inc.

385,191

 

4,133

*

Valassis Communications, Inc.

475,285

 

4,116

*

Interval Leisure Group, Inc.

385,755

 

4,012

 

Movado Group, Inc.

179,124

 

4,003

 

Borders Group, Inc.

599,999

 

3,936

*

Steven Madden, Ltd.

157,257

 

3,897

*

Peet's Coffee & Tea Inc.

138,681

 

3,872

*

American Public Education, Inc.

79,244

 

3,826

 

Monro Muffler Brake, Inc.

164,634

 

3,796

*

Pre-Paid Legal Services, Inc.

91,430

 

3,772

 

Oxford Industries, Inc.

145,947

 

3,770

*

Coldwater Creek Inc.

631,354

 

3,656

*

Pier 1 Imports Inc.

882,779

 

3,646

 

Asbury Automotive Group, Inc.

316,288

 

3,644

 

Ameristar Casinos, Inc.

255,171

 

3,621

*

Universal Technical Institute Inc.

211,503

 

3,608

*

Leapfrog Enterprises, Inc.

337,934

 

3,569

 

Winnebago Industries, Inc.

273,417

 

3,533

*

Universal Electronics, Inc.

140,228

 

3,503

*

RC2 Corp.

172,811

 

3,456

 

World Wrestling Entertainment, Inc.

217,569

 

3,364

*

Drew Industries, Inc.

195,817

 

3,350

 

The Marcus Corp.

207,380

 

3,335

 

National Presto Industries, Inc.

44,076

 

3,284

^

Talbots Inc.

247,325

 

3,240

 

The Pep Boys (Manny, Moe & Jack)

514,558

 

3,180

*,^

Morgans Hotel Group

286,238

 

3,123

*

Zumiez Inc.

189,030

 

3,115

*,^

Overstock.com, Inc.

157,217

 

3,114

*

California Pizza Kitchen, Inc.

238,787

 

3,073

*

Visteon Corp.

1,298,493

 

3,013

*

Ulta Salon, Cosmetics & Fragrance, Inc.

226,470

 

3,008

*

Ruby Tuesday, Inc.

512,767

 

2,969

 

Speedway Motorsports, Inc.

150,406

 

2,930

^

Sealy Corp.

451,173

 

2,915

 

Fisher Communications, Inc.

73,555

 

2,898

^

Warner Music Group Corp.

380,543

 

2,892

*

Hot Topic, Inc.

431,521

 

2,852

 

M/I Homes, Inc.

125,200

 

2,852

 

Blyth, Inc.

250,559

 

2,841

*,^

Raser Technologies, Inc.

332,322

 

2,825

*,^

Crocs, Inc.

781,174

 

2,797

*,^

Charter Communications, Inc.

3,828,248

 

2,795

*

Cox Radio, Inc.

255,812

 

2,701

*

Volcom, Inc.

156,154

 

2,698

 

Christopher & Banks Corp.

350,234

 

2,686

 

CKX, Inc.

433,775

 

2,672

 

 


 

 

 

*

Shuffle Master, Inc.

524,363

 

2,669

 

Sinclair Broadcast Group, Inc.

528,211

 

2,662

^

DineEquity, Inc.

154,709

 

2,608

*,^

American Apparel, Inc.

316,421

 

2,595

 

Ambassadors Group, Inc.

162,306

 

2,582

 

bebe stores, inc.

263,287

 

2,572

*

K12 Inc.

95,895

 

2,541

*

New York & Co., Inc.

263,969

 

2,518

^

The McClatchy Co. Class A

567,272

 

2,496

^

Media General, Inc. Class A

197,858

 

2,459

 

American Axle & Manufacturing Holdings, Inc.

457,872

 

2,454

*

Denny's Corp.

944,636

 

2,437

*

Knology, Inc.

300,013

 

2,421

 

Sonic Automotive, Inc.

284,149

 

2,404

*

Tween Brands, Inc.

245,112

 

2,400

*

Mediacom Communications Corp.

403,434

 

2,388

*

Core-Mark Holding Co., Inc.

94,050

 

2,350

*,^

iRobot Corp.

158,037

 

2,342

*,^

Blockbuster Inc. Class A

1,114,008

 

2,295

*,^

Steak n Shake Co.

255,741

 

2,220

*,^

Beazer Homes USA, Inc.

369,321

 

2,209

*

Orbitz Worldwide, Inc.

369,188

 

2,167

 

Big 5 Sporting Goods Corp.

205,785

 

2,124

*

Charlotte Russe Holding Inc.

206,597

 

2,118

*,^

Martha Stewart Living Omnimedia, Inc.

247,484

 

2,106

 

E.W. Scripps Co. Class A

293,557

 

2,075

^

Systemax Inc.

144,407

 

2,030

 

Journal Communications, Inc.

414,823

 

2,024

*

BJ's Restaurants Inc.

169,364

 

2,022

*

Stamps.com Inc.

165,104

 

1,927

 

O'Charley's Inc.

217,344

 

1,902

 

CSS Industries, Inc.

73,159

 

1,883

*

DSW Inc. Class A

136,154

 

1,865

*,^

Conn's, Inc.

99,591

 

1,863

^

Idearc Inc.

1,460,764

 

1,826

*

AFC Enterprises, Inc.

249,228

 

1,809

*,^

Krispy Kreme Doughnuts, Inc.

547,804

 

1,808

*

Gaiam, Inc.

164,672

 

1,746

^

Landry's Restaurants, Inc.

112,209

 

1,745

^

Brookfield Homes Corp.

118,113

 

1,696

*

Dolan Media Co.

160,968

 

1,624

*

Citi Trends Inc.

98,953

 

1,612

*

1-800-FLOWERS.COM, Inc.

262,931

 

1,583

*

Shutterfly, Inc.

161,639

 

1,553

*

hhgregg, Inc.

159,100

 

1,551

*,^

Isle of Capri Casinos, Inc.

168,053

 

1,516

 

Kenneth Cole Productions, Inc.

101,237

 

1,488

*

Citadel Broadcasting Corp.

1,813,674

 

1,487

 

Entercom Communications Corp.

296,199

 

1,487

*,^

Smith & Wesson Holding Corp.

392,544

 

1,468

*

Entravision Communications Corp.

524,876

 

1,412

*

Lin TV Corp.

273,378

 

1,411

 

 


 

 

 

^

Lee Enterprises, Inc.

400,831

 

1,403

*

R.H. Donnelley Corp.

690,876

 

1,375

*

Monarch Casino & Resort, Inc.

118,064

 

1,345

*,^

Lumber Liquidators, Inc.

105,508

 

1,325

*

Tuesday Morning Corp.

308,880

 

1,276

*

Cumulus Media Inc.

296,707

 

1,264

*

MarineMax, Inc.

172,994

 

1,251

^

Circuit City Stores, Inc.

1,666,187

 

1,250

*

Build-A-Bear-Workshop, Inc.

161,682

 

1,177

*

Retail Ventures, Inc.

289,249

 

1,128

 

Dover Downs Gaming & Entertainment, Inc.

138,784

 

1,080

*

Great Wolf Resorts, Inc.

291,217

 

1,066

 

Stein Mart, Inc.

272,132

 

1,064

 

Marine Products Corp.

126,909

 

1,053

 

Spartan Motors, Inc.

306,119

 

973

*

Bluegreen Corp.

140,642

 

972

 

AH Belo Corp.

173,247

 

894

*

Blockbuster Inc. Class B

670,572

 

885

*

Playboy Enterprises, Inc. Class B

208,561

 

822

*

Ascent Media Corp.

32,580

 

795

*,^

Fleetwood Enterprises, Inc.

749,715

 

772

*

MTR Gaming Group Inc.

229,241

 

761

*

Ruth's Hospitality Group Inc.

192,184

 

755

*,^

Crown Media Holdings, Inc.

146,939

 

739

*

Select Comfort Corp.

444,463

 

733

*

Town Sports International Holdings, Inc.

117,046

 

714

 

Lithia Motors, Inc.

152,195

 

656

 

Gray Television, Inc.

378,039

 

650

*,^

Six Flags, Inc.

862,989

 

578

 

Monaco Coach Corp.

281,150

 

548

*

ValueVision Media, Inc.

296,049

 

548

 

PRIMEDIA Inc.

170,907

 

415

*

Westwood One, Inc.

714,621

 

357

^

GateHouse Media, Inc.

308,046

 

151

*

Nexcen Brands, Inc.

470,871

 

132

 

1,790,103

Consumer Staples (3.4%)

 

J.M. Smucker Co.

523,667

 

26,545

 

Alberto-Culver Co.

898,312

 

24,470

 

Flowers Foods, Inc.

822,282

 

24,142

 

Corn Products International, Inc.

734,842

 

23,721

*

BJ's Wholesale Club, Inc.

592,331

 

23,018

 

Longs Drug Stores, Inc.

301,194

 

22,782

 

Herbalife Ltd.

484,295

 

19,139

*

Central European Distribution Corp.

408,172

 

18,535

*

NBTY, Inc.

549,974

 

16,235

 

Del Monte Foods Co.

1,956,866

 

15,264

 

Casey's General Stores, Inc.

477,619

 

14,410

 

Universal Corp. (VA)

267,490

 

13,131

*,^

Chattem, Inc.

161,674

 

12,640

 

Ruddick Corp.

382,838

 

12,423

*

Hain Celestial Group, Inc.

401,615

 

11,056

 

 


 

 

 

*

United Natural Foods, Inc.

403,543

 

10,085

*

TreeHouse Foods Inc.

309,248

 

9,185

*

Darling International, Inc.

808,213

 

8,979

 

Nu Skin Enterprises, Inc.

503,724

 

8,170

 

Lancaster Colony Corp.

212,051

 

7,986

 

Vector Group Ltd.

440,027

 

7,771

*

Winn-Dixie Stores, Inc.

536,289

 

7,454

*

Chiquita Brands International, Inc.

429,308

 

6,787

*,^

Green Mountain Coffee Roasters, Inc.

166,455

 

6,548

 

Sanderson Farms, Inc.

170,856

 

6,277

^

Tootsie Roll Industries, Inc.

212,739

 

6,150

 

Lance, Inc.

248,792

 

5,645

 

WD-40 Co.

154,568

 

5,554

 

Nash-Finch Co.

126,137

 

5,439

 

Spartan Stores, Inc.

217,275

 

5,406

 

The Andersons, Inc.

152,565

 

5,373

*

Elizabeth Arden, Inc.

255,342

 

5,012

*,^

Rite Aid Corp.

5,855,997

 

4,743

 

J & J Snack Foods Corp.

138,925

 

4,711

*

The Pantry, Inc.

219,842

 

4,658

*

Boston Beer Co., Inc. Class A

93,499

 

4,440

*

American Oriental Bioengineering, Inc.

620,604

 

4,028

 

Weis Markets, Inc.

106,718

 

3,843

*,^

The Great Atlantic & Pacific Tea Co., Inc.

341,740

 

3,698

*

Alliance One International, Inc.

912,539

 

3,468

*,^

USANA Health Sciences, Inc.

81,054

 

3,322

 

Cal-Maine Foods, Inc.

116,206

 

3,189

*

Prestige Brands Holdings Inc.

347,920

 

3,090

 

Ingles Markets, Inc.

123,435

 

2,818

*

Central Garden & Pet Co. Class A

452,283

 

2,691

 

B&G Foods Inc.

363,972

 

2,602

*

Revlon, Inc.

166,608

 

2,474

 

Inter Parfums, Inc.

152,530

 

2,068

 

PriceSmart, Inc.

117,008

 

1,959

 

Farmer Brothers, Inc.

71,192

 

1,771

 

Alico, Inc.

36,388

 

1,726

 

Coca-Cola Bottling Co.

39,365

 

1,719

*

Central Garden and Pet Co.

221,370

 

1,302

 

Pilgrim's Pride Corp.

477,348

 

1,189

*

National Beverage Corp.

90,062

 

799

 

Reddy Ice Holdings, Inc.

216,905

 

792

^

Mannatech, Inc.

153,948

 

616

*

Spectrum Brands Inc.

393,776

 

547

 

463,595

Energy (7.1%)

*

Whiting Petroleum Corp.

419,610

 

29,901

*

Oceaneering International, Inc.

546,513

 

29,140

 

Tidewater Inc.

492,682

 

27,275

*

Dresser Rand Group, Inc.

852,702

 

26,835

*

Superior Energy Services, Inc.

800,633

 

24,932

*

Unit Corp.

467,436

 

23,288

 

Southern Union Co.

1,106,833

 

22,856

 

 


 

 

 

*

Comstock Resources, Inc.

451,493

 

22,597

 

Penn Virginia Corp.

413,050

 

22,073

 

Core Laboratories N.V.

216,394

 

21,925

 

St. Mary Land & Exploration Co.

609,814

 

21,740

*

Encore Acquisition Co.

502,213

 

20,982

*

Helix Energy Solutions Group, Inc.

863,611

 

20,968

*

Atwood Oceanics, Inc.

571,456

 

20,801

*

Oil States International, Inc.

491,245

 

17,366

 

Overseas Shipholding Group Inc.

290,074

 

16,914

*

SEACOR Holdings Inc.

206,730

 

16,321

*

Mariner Energy Inc.

783,769

 

16,067

 

Foundation Coal Holdings, Inc.

449,953

 

16,009

*

Patriot Coal Corp.

530,389

 

15,408

*

EXCO Resources, Inc.

886,134

 

14,462

 

Berry Petroleum Class A

359,587

 

13,927

*

Grey Wolf, Inc.

1,773,226

 

13,796

*

Arena Resources, Inc.

351,731

 

13,665

*

Concho Resources, Inc.

489,779

 

13,523

*

Hercules Offshore, Inc.

881,376

 

13,362

*

Dril-Quip, Inc.

303,432

 

13,166

*

Stone Energy Corp.

299,559

 

12,680

 

Atlas America, Inc.

360,072

 

12,282

 

Holly Corp.

422,379

 

12,215

*

ION Geophysical Corp.

839,354

 

11,910

*

Swift Energy Co.

302,640

 

11,709

 

Lufkin Industries, Inc.

146,514

 

11,626

*,^

Goodrich Petroleum Corp.

258,735

 

11,278

 

CARBO Ceramics Inc.

207,091

 

10,688

*,^

McMoRan Exploration Co.

440,976

 

10,425

*

TETRA Technologies, Inc.

739,941

 

10,248

*,^

Willbros Group, Inc.

385,053

 

10,204

*

Bill Barrett Corp.

312,412

 

10,032

*

Carrizo Oil & Gas, Inc.

273,294

 

9,912

 

Crosstex Energy, Inc.

390,114

 

9,741

*

Complete Production Services, Inc.

475,826

 

9,578

*

Rosetta Resources, Inc.

509,806

 

9,360

*,^

BPZ Energy, Inc.

542,654

 

9,334

*

Parker Drilling Co.

1,120,619

 

8,987

*

Bristow Group, Inc.

265,363

 

8,980

*,^

Delta Petroleum Corp.

660,805

 

8,974

*

Hornbeck Offshore Services, Inc.

232,184

 

8,967

 

W&T Offshore, Inc.

302,656

 

8,259

*

Gulfmark Offshore, Inc.

182,756

 

8,202

*,^

International Coal Group, Inc.

1,291,914

 

8,062

*

NATCO Group Inc.

188,098

 

7,558

*

Contango Oil & Gas Co.

139,994

 

7,557

*

Global Industries Ltd.

971,356

 

6,741

*

GMX Resources Inc.

139,913

 

6,688

*

Pioneer Drilling Co.

493,663

 

6,566

*

Petroleum Development Corp.

147,182

 

6,530

*

PetroQuest Energy, Inc.

423,374

 

6,499

*

Newpark Resources, Inc.

889,995

 

6,497

 

 


 

 

 

*,^

Oilsands Quest, Inc.

2,115,213

 

6,324

 

World Fuel Services Corp.

270,701

 

6,234

*

James River Coal Co.

271,717

 

5,975

*,^

USEC Inc.

1,103,581

 

5,970

*

Warren Resources Inc.

549,249

 

5,482

 

General Maritime Corp.

280,829

 

5,471

*

Clayton Williams Energy, Inc.

71,855

 

5,068

*

ATP Oil & Gas Corp.

284,340

 

5,064

*,^

Enbridge Energy Management LLC

120,947

 

5,064

*

Cal Dive International, Inc.

471,612

 

4,999

*

Matrix Service Co.

257,705

 

4,922

 

RPC Inc.

342,829

 

4,820

*

Basic Energy Services Inc.

224,945

 

4,791

*

Brigham Exploration Co.

435,554

 

4,787

*

PHI Inc. Non-Voting Shares

123,210

 

4,550

*

T-3 Energy Services, Inc.

117,565

 

4,364

 

Gulf Island Fabrication, Inc.

120,234

 

4,144

*

Parallel Petroleum Corp.

389,752

 

3,671

*

Superior Well Services, Inc.

139,950

 

3,542

*

Dawson Geophysical Co.

72,564

 

3,388

*

Harvest Natural Resources, Inc.

332,317

 

3,363

*

TXCO Resources Inc.

311,716

 

3,130

^

Western Refining, Inc.

303,834

 

3,072

 

APCO Argentina Inc.

101,630

 

2,877

*

Gulfport Energy Corp.

273,972

 

2,753

*

Bronco Drilling Co., Inc.

259,512

 

2,652

*,^

Allis-Chalmers Energy Inc.

208,164

 

2,633

*

Veneco Inc.

202,270

 

2,630

*

Energy Partners, Ltd.

300,225

 

2,603

*

VeraSun Energy Corp.

701,651

 

2,196

*

CVR Energy, Inc.

256,314

 

2,184

*,^

Clean Energy Fuels Corp.

153,374

 

2,170

*,^

Rentech, Inc.

1,557,309

 

2,071

*,^

Trico Marine Services, Inc.

118,977

 

2,032

*

OYO Geospace Corp.

46,504

 

1,827

^

Alon USA Energy, Inc.

116,442

 

1,570

*,^

SulphCo, Inc.

663,667

 

1,334

 

Delek US Holdings, Inc.

132,745

 

1,231

*

Approach Resources Inc.

81,952

 

1,185

*,^

GeoGlobal Resources Inc.

389,997

 

983

*

Aventine Renewable Energy Holdings, Inc.

309,664

 

979

*,^

Cheniere Energy, Inc.

429,210

 

966

*,^

Uranium Resources Inc.

489,119

 

827

*,^

Evergreen Energy, Inc.

791,191

 

744

*,^

Pacific Ethanol, Inc.

392,476

 

546

*,^

Verenium Corp.

316,680

 

298

 

Smith International, Inc.

1

 

 

975,074

Financials (20.8%)

 

Rayonier Inc. REIT

777,604

 

36,820

 

Alexandria Real Estate Equities, Inc. REIT

317,957

 

35,770

*

Philadelphia Consolidated Holding Corp.

601,923

 

35,255

 

 


 

 

 

 

Nationwide Health Properties, Inc. REIT

955,444

 

34,377

*

Affiliated Managers Group, Inc.

405,894

 

33,628

 

Digital Realty Trust, Inc. REIT

670,284

 

31,671

 

Cullen/Frost Bankers, Inc.

524,598

 

31,476

 

Essex Property Trust, Inc. REIT

252,965

 

29,933

 

Valley National Bancorp

1,268,791

 

26,594

 

Senior Housing Properties Trust REIT

1,109,791

 

26,446

 

Taubman Co. REIT

523,673

 

26,184

^

Realty Income Corp. REIT

1,004,928

 

25,726

 

Bank of Hawaii Corp.

475,286

 

25,404

 

StanCorp Financial Group, Inc.

485,446

 

25,243

 

BRE Properties Inc. Class A REIT

505,662

 

24,777

^

Jefferies Group, Inc.

1,124,775

 

24,610

 

Apollo Investment Corp.

1,404,116

 

23,940

 

Arthur J. Gallagher & Co.

920,071

 

23,609

 

The Hanover Insurance Group Inc.

509,614

 

23,198

 

Aspen Insurance Holdings Ltd.

830,499

 

22,839

 

Highwood Properties, Inc. REIT

629,631

 

22,390

 

Douglas Emmett, Inc. REIT

961,859

 

22,190

 

Mack-Cali Realty Corp. REIT

651,213

 

22,057

 

BancorpSouth, Inc.

734,800

 

20,670

 

Corporate Office Properties Trust, Inc. REIT

505,196

 

20,385

 

Waddell & Reed Financial, Inc.

816,382

 

20,205

*

Alleghany Corp.

53,575

 

19,555

 

Wilmington Trust Corp.

667,142

 

19,234

 

Fulton Financial Corp.

1,724,924

 

18,819

 

BioMed Realty Trust, Inc. REIT

711,054

 

18,807

*

SVB Financial Group

317,491

 

18,389

 

Home Properties, Inc. REIT

313,545

 

18,170

 

Potlatch Corp. REIT

390,622

 

18,121

 

Washington REIT

490,037

 

17,950

 

Entertainment Properties Trust REIT

325,712

 

17,823

 

National Retail Properties REIT

728,087

 

17,438

 

First Niagara Financial Group, Inc.

1,105,600

 

17,413

 

Platinum Underwriters Holdings, Ltd.

485,302

 

17,219

*

ProAssurance Corp.

301,783

 

16,900

 

FirstMerit Corp.

801,608

 

16,834

 

Astoria Financial Corp.

809,986

 

16,791

*

MSCI, Inc.-Class A Shares

694,185

 

16,660

 

Susquehanna Bancshares, Inc.

852,906

 

16,649

 

Westamerica Bancorporation

287,786

 

16,556

 

Healthcare Realty Trust Inc. REIT

558,688

 

16,286

 

Washington Federal Inc.

870,798

 

16,066

 

IPC Holdings Ltd.

531,438

 

16,055

 

Hilb, Rogal and Hamilton Co.

342,764

 

16,021

 

Omega Healthcare Investors, Inc. REIT

813,225

 

15,988

 

Endurance Specialty Holdings Ltd.

506,700

 

15,667

 

Kilroy Realty Corp. REIT

324,370

 

15,502

 

Whitney Holdings Corp.

635,930

 

15,421

 

HRPT Properties Trust REIT

2,236,441

 

15,409

^

Colonial BancGroup, Inc.

1,901,295

 

14,944

 

UMB Financial Corp.

284,185

 

14,925

 

 


 

 

 

 

Mercury General Corp.

271,284

 

14,853

 

Montpelier Re Holdings Ltd.

890,385

 

14,700

 

International Bancshares Corp.

544,031

 

14,689

 

NewAlliance Bancshares, Inc.

969,442

 

14,571

*,^

E*TRADE Financial Corp.

5,155,851

 

14,436

 

United Bankshares, Inc.

407,465

 

14,261

 

Erie Indemnity Co. Class A

333,756

 

14,108

 

Brandywine Realty Trust REIT

868,924

 

13,929

 

Allied World Assurance Holdings, Ltd.

387,413

 

13,761

 

Jones Lang LaSalle Inc.

315,726

 

13,728

 

Tanger Factory Outlet Centers, Inc. REIT

312,593

 

13,688

 

F.N.B. Corp.

852,865

 

13,629

 

Zenith National Insurance Corp.

368,619

 

13,506

 

Prosperity Bancshares, Inc.

395,091

 

13,429

 

American Campus Communities, Inc. REIT

395,162

 

13,388

*

Investment Technology Group, Inc.

433,097

 

13,179

*

Knight Capital Group, Inc. Class A

885,486

 

13,158

 

Old National Bancorp

656,672

 

13,147

 

Webster Financial Corp.

520,622

 

13,146

 

Odyssey Re Holdings Corp.

295,517

 

12,944

 

Mid-America Apartment Communities, Inc. REIT

260,143

 

12,783

 

DCT Industrial Trust Inc. REIT

1,701,981

 

12,748

^

First Industrial Realty Trust REIT

439,196

 

12,596

 

Glacier Bancorp, Inc.

508,312

 

12,591

 

CBL & Associates Properties, Inc. REIT

624,990

 

12,550

 

Equity Lifestyle Properties, Inc. REIT

231,341

 

12,268

 

Post Properties, Inc. REIT

437,351

 

12,233

^

PrivateBancorp, Inc.

291,639

 

12,150

 

Selective Insurance Group

528,515

 

12,114

 

EastGroup Properties, Inc. REIT

246,726

 

11,976

*

Signature Bank

342,493

 

11,946

 

Hancock Holding Co.

233,180

 

11,892

^

Greenhill & Co., Inc.

159,182

 

11,740

 

First Midwest Bancorp, Inc.

481,632

 

11,675

 

Unitrin, Inc.

466,782

 

11,642

*,^

AmeriCredit Corp.

1,142,934

 

11,578

 

Delphi Financial Group, Inc.

412,638

 

11,570

 

Extra Space Storage Inc. REIT

748,183

 

11,492

 

R.L.I. Corp.

182,568

 

11,336

*

Argo Group International Holdings

304,325

 

11,214

^

Cousins Properties, Inc. REIT

435,177

 

10,993

^

Assured Guaranty Ltd.

675,593

 

10,985

 

MFA Mortgage Investments, Inc. REIT

1,683,085

 

10,940

*,^

Stifel Financial Corp.

213,940

 

10,676

 

Max Re Capital Ltd.

448,357

 

10,415

 

Cash America International Inc.

288,938

 

10,413

 

National Penn Bancshares Inc.

709,655

 

10,361

 

Lexington Realty Trust REIT

597,955

 

10,297

 

Ares Capital Corp.

963,438

 

10,049

 

Trustmark Corp.

482,756

 

10,012

 

The Phoenix Cos., Inc.

1,078,087

 

9,962

^

Cathay General Bancorp

416,632

 

9,916

 

 


 

 

 

 

Capitol Federal Financial

220,319

 

9,767

 

Sovran Self Storage, Inc. REIT

216,769

 

9,687

 

LaSalle Hotel Properties REIT

397,894

 

9,279

 

Inland Real Estate Corp. REIT

588,393

 

9,232

 

NBT Bancorp, Inc.

302,271

 

9,044

*

Interactive Brokers Group, Inc.

402,068

 

8,914

 

Pacific Capital Bancorp

434,156

 

8,835

 

First Commonwealth Financial Corp.

653,557

 

8,803

 

Provident Financial Services Inc.

532,576

 

8,793

 

TrustCo Bank NY

750,799

 

8,792

^

Umpqua Holdings Corp.

595,543

 

8,760

 

PS Business Parks, Inc. REIT

151,837

 

8,746

^

MGIC Investment Corp.

1,240,950

 

8,724

*,^

KBW Inc.

262,974

 

8,662

^

Park National Corp.

110,812

 

8,643

 

First BanCorp Puerto Rico

779,437

 

8,621

 

East West Bancorp, Inc.

628,621

 

8,612

 

CVB Financial Corp.

617,311

 

8,581

 

S & T Bancorp, Inc.

232,730

 

8,571

 

DiamondRock Hospitality Co. REIT

939,892

 

8,553

 

MB Financial, Inc.

258,275

 

8,541

 

Employers Holdings, Inc.

489,944

 

8,515

 

National Health Investors REIT

248,147

 

8,482

 

Colonial Properties Trust REIT

446,448

 

8,344

 

Equity One, Inc. REIT

403,267

 

8,263

 

optionsXpress Holdings Inc.

417,315

 

8,104

*

Piper Jaffray Cos., Inc.

186,053

 

8,047

 

First Financial Bankshares, Inc.

154,431

 

8,012

*

Alexander's, Inc. REIT

19,826

 

7,930

 

First Citizens BancShares Class A

43,332

 

7,756

*

Navigators Group, Inc.

133,227

 

7,727

 

Franklin Street Properties Corp. REIT

594,310

 

7,726

 

Acadia Realty Trust REIT

303,512

 

7,673

*,^

Enstar Group Ltd.

77,998

 

7,594

 

Sterling Bancshares, Inc.

724,635

 

7,572

 

Medical Properties Trust Inc. REIT

657,940

 

7,468

 

Sterling Financial Corp.

514,328

 

7,458

 

Brookline Bancorp, Inc.

576,771

 

7,377

 

Pennsylvania REIT

389,911

 

7,350

 

PacWest Bancorp

255,858

 

7,315

*,^

Portfolio Recovery Associates, Inc.

150,368

 

7,312

*

Investors Bancorp, Inc.

481,705

 

7,250

 

Saul Centers, Inc. REIT

141,190

 

7,136

*

PHH Corp.

536,148

 

7,125

 

Community Bank System, Inc.

281,689

 

7,084

 

UCBH Holdings, Inc.

1,095,447

 

7,022

 

Wintrust Financial Corp.

234,038

 

6,869

 

Sunstone Hotel Investors, Inc. REIT

508,423

 

6,864

 

City Holding Co.

159,625

 

6,744

 

Infinity Property & Casualty Corp.

160,561

 

6,615

 

Chemical Financial Corp.

212,347

 

6,612

*

EZCORP, Inc.

342,953

 

6,448

 

 


 

 

 

*

Conseco, Inc.

1,829,973

 

6,441

 

Investors Real Estate Trust REIT

569,073

 

6,368

^

Ambac Financial Group, Inc.

2,701,476

 

6,294

 

United Fire & Casualty Co.

215,328

 

6,156

*

PICO Holdings, Inc.

167,879

 

6,029

 

U-Store-It Trust REIT

487,817

 

5,986

 

WesBanco, Inc.

223,895

 

5,960

 

Cedar Shopping Centers, Inc. REIT

440,761

 

5,827

 

Capstead Mortgage Corp. REIT

531,786

 

5,823

 

Parkway Properties Inc. REIT

151,530

 

5,737

 

IBERIABANK Corp.

108,417

 

5,730

 

LTC Properties, Inc. REIT

194,521

 

5,703

 

National Western Life Insurance Co. Class A

23,549

 

5,700

^

Redwood Trust, Inc. REIT

260,910

 

5,670

^

Frontier Financial Corp.

420,111

 

5,642

 

National Financial Partners Corp.

372,354

 

5,585

 

Strategic Hotels and Resorts, Inc. REIT

737,622

 

5,569

 

Harleysville Group, Inc.

146,546

 

5,539

 

Financial Federal Corp.

240,169

 

5,505

 

DuPont Fabros Technology Inc.

351,389

 

5,359

 

Northwest Bancorp, Inc.

192,168

 

5,292

 

The South Financial Group, Inc.

721,959

 

5,292

*,^

World Acceptance Corp.

145,703

 

5,245

*

Texas Capital Bancshares, Inc.

251,056

 

5,212

*

Forestar Real Estate Group, Inc.

353,144

 

5,209

 

Safety Insurance Group, Inc.

137,088

 

5,200

 

SWS Group, Inc.

257,335

 

5,188

 

Horace Mann Educators Corp.

402,605

 

5,182

 

Bank Mutual Corp.

454,855

 

5,163

 

OneBeacon Insurance Group Ltd.

240,072

 

5,078

 

Stewart Information Services Corp.

169,165

 

5,033

 

Harleysville National Corp.

295,017

 

5,009

^

United Community Banks, Inc.

374,329

 

4,964

^

First Busey Corp.

267,413

 

4,902

 

Tower Group, Inc.

207,901

 

4,898

 

Anworth Mortgage Asset Corp. REIT

816,810

 

4,836

 

Central Pacific Financial Co.

284,874

 

4,789

 

Independent Bank Corp. (MA)

153,425

 

4,782

 

Provident New York Bancorp, Inc.

358,126

 

4,734

 

Boston Private Financial Holdings, Inc.

540,549

 

4,724

*

Tejon Ranch Co.

126,100

 

4,685

 

First Financial Bancorp

316,288

 

4,618

*

Hilltop Holdings Inc.

446,982

 

4,613

 

Community Trust Bancorp Inc.

133,811

 

4,603

 

First Financial Corp. (IN)

97,285

 

4,570

 

Ashford Hospitality Trust REIT

1,125,510

 

4,558

^

NorthStar Realty Finance Corp. REIT

587,073

 

4,550

*

Pinnacle Financial Partners, Inc.

145,540

 

4,483

*

FPIC Insurance Group, Inc.

87,161

 

4,479

*

FCStone Group, Inc.

248,328

 

4,467

 

FelCor Lodging Trust, Inc. REIT

623,566

 

4,465

^

TowneBank

202,645

 

4,458

 

 


 

 

 

*,^

Greenlight Capital Re. Ltd.

193,529

 

4,449

*,^

MF Global Ltd.

1,008,598

 

4,377

 

First Potomac REIT

254,288

 

4,371

 

Universal Health Realty Income REIT

111,473

 

4,336

 

Renasant Corp.

197,495

 

4,288

*

Beneficial Mutual Bancorp, Inc.

325,266

 

4,115

 

Ramco-Gershenson Properties Trust REIT

182,888

 

4,100

 

Getty Realty Holding Corp. REIT

183,979

 

4,092

^

Cohen & Steers, Inc.

144,151

 

4,084

 

Capital Southwest Corp.

28,648

 

4,069

 

State Auto Financial Corp.

138,928

 

4,039

^

Radian Group, Inc.

796,013

 

4,012

 

FBL Financial Group, Inc. Class A

143,491

 

4,002

 

Univest Corp. of Pennsylvania

107,941

 

3,994

 

Simmons First National Corp.

110,426

 

3,931

 

Glimcher Realty Trust REIT

374,993

 

3,915

*

First Cash Financial Services, Inc.

260,724

 

3,911

 

Oriental Financial Group Inc.

217,117

 

3,878

 

Castlepoint Holdings Ltd.

341,321

 

3,799

 

First Merchants Corp.

162,415

 

3,703

*

Dollar Financial Corp.

239,703

 

3,689

 

American Physicians Capital, Inc.

86,849

 

3,676

^

Anthracite Capital Inc. REIT

683,402

 

3,663

 

WSFS Financial Corp.

60,927

 

3,656

 

American Equity Investment Life Holding Co.

487,335

 

3,655

 

Amtrust Financial Services Inc.

266,695

 

3,624

 

Sandy Spring Bancorp, Inc.

162,396

 

3,589

 

Dime Community Bancshares

235,659

 

3,587

 

Calamos Asset Management, Inc.

198,715

 

3,561

 

LandAmerica Financial Group, Inc.

145,180

 

3,521

 

S.Y. Bancorp, Inc.

113,919

 

3,488

 

First Community Bancshares, Inc.

92,929

 

3,487

 

Presidential Life Corp.

219,897

 

3,472

 

Flagstone Reinsurance Holdings Ltd.

337,715

 

3,468

^

iStar Financial Inc. REIT

1,332,560

 

3,465

 

Gamco Investors Inc. Class A

57,442

 

3,406

 

Bank of the Ozarks, Inc.

125,365

 

3,385

 

Tompkins Trustco, Inc.

66,697

 

3,368

 

CapLease, Inc. REIT

420,676

 

3,336

 

BlackRock Kelso Capital Corp.

288,886

 

3,331

^

Newcastle Investment Corp. REIT

522,813

 

3,320

 

GFI Group Inc.

697,240

 

3,284

 

Sun Communities, Inc. REIT

164,663

 

3,262

^

Capital City Bank Group, Inc.

103,045

 

3,230

^

RAIT Financial Trust REIT

581,698

 

3,194

^

Provident Bankshares Corp.

328,682

 

3,191

 

Columbia Banking System, Inc.

179,513

 

3,183

*

Guaranty Bancorp

519,519

 

3,169

 

Education Realty Trust, Inc. REIT

283,188

 

3,138

 

First Source Corp.

131,294

 

3,085

 

Union Bankshares Corp.

126,983

 

3,048

 

Compass Diversified Trust

217,904

 

3,038

 

 


 

 

 

*,^

Western Alliance Bancorp

195,541

 

3,023

 

Kite Realty Group Trust REIT

273,689

 

3,011

 

Washington Trust Bancorp, Inc.

112,968

 

3,005

*,^

Ocwen Financial Corp.

371,419

 

2,990

*

United America Indemnity, Ltd.

209,103

 

2,976

 

Friedman, Billings, Ramsey Group, Inc. REIT

1,460,838

 

2,922

 

Citizens Banking Corp.

948,523

 

2,921

*

CNA Surety Corp.

174,419

 

2,913

*

NewStar Financial, Inc.

359,907

 

2,912

 

BancFirst Corp.

60,072

 

2,903

 

BankFinancial Corp.

195,870

 

2,875

 

First Financial Holdings, Inc.

109,516

 

2,867

 

TriCo Bancshares

132,398

 

2,851

*

TradeStation Group, Inc.

304,598

 

2,848

 

Capitol Bancorp Ltd.

145,250

 

2,831

^

Heartland Financial USA, Inc.

112,811

 

2,827

 

Urstadt Biddle Properties Class A REIT

148,624

 

2,787

 

Republic Bancorp, Inc. Class A

90,267

 

2,737

 

Nelnet, Inc.

188,482

 

2,676

 

Nara Bancorp, Inc.

234,137

 

2,622

 

Kearny Financial Corp.

210,403

 

2,575

*

LaBranche & Co. Inc.

550,428

 

2,477

*,^

Northfield Bancorp, Inc.

199,175

 

2,412

*

Oritani Financial Corp.

140,679

 

2,370

 

The PMI Group Inc.

801,946

 

2,366

*

eHealth, Inc.

147,758

 

2,364

*

MarketAxess Holdings, Inc.

292,649

 

2,362

 

Advanta Corp. Class B

284,015

 

2,337

^

Old Second Bancorp, Inc.

122,269

 

2,264

^

Maguire Properties, Inc. REIT

379,363

 

2,261

 

CoBiz Inc.

182,239

 

2,189

 

West Coast Bancorp

147,776

 

2,166

^

Capital Trust Class A REIT

139,247

 

2,158

 

Donegal Group Inc. Class A

118,434

 

2,147

^

Life Partners Holdings

59,531

 

2,141

 

Kansas City Life Insurance Co.

46,254

 

2,128

 

Wilshire Bancorp Inc.

174,321

 

2,121

*

Darwin Professional Underwriters, Inc.

67,373

 

2,096

 

Chimera Investment Corp.

337,344

 

2,095

 

First Place Financial Corp.

161,184

 

2,071

^

City Bank Lynnwood (WA)

131,501

 

2,051

 

Amcore Financial, Inc.

213,780

 

1,977

^

Cascade Bancorp

221,761

 

1,971

 

ViewPoint Financial Group

111,872

 

1,958

 

MCG Capital Corp.

745,529

 

1,953

^

Arbor Realty Trust, Inc. REIT

194,949

 

1,949

 

Hanmi Financial Corp.

384,068

 

1,940

*

Penson Worldwide, Inc.

136,713

 

1,896

 

BGC Partners, Inc.

428,065

 

1,836

*,^

Avatar Holding, Inc.

54,912

 

1,812

*,^

Credit Acceptance Corp.

105,361

 

1,791

 

Baldwin & Lyons, Inc. Class B

74,381

 

1,783

 

 


 

 

 

*

FBR Capital Markets Corp.

261,869

 

1,697

*,^

Asset Acceptance Capital Corp.

150,707

 

1,588

^

The First Marblehead Corp.

636,779

 

1,586

 

Integra Bank Corp.

192,813

 

1,539

 

Resource America, Inc.

161,840

 

1,537

^

Seacoast Banking Corp. of Florida

142,645

 

1,531

*,^

Guaranty Financial Group, Inc.

368,648

 

1,456

^

Roma Financial Corp.

93,332

 

1,377

 

National Interstate Corp.

57,280

 

1,376

^

Corus Bankshares Inc.

330,241

 

1,337

 

Banner Corp.

111,038

 

1,334

 

Anchor Bancorp Wisconsin Inc.

178,990

 

1,316

 

United Community Financial Corp.

252,429

 

1,262

 

Independent Bank Corp. (MI)

203,009

 

1,257

 

Advance America, Cash Advance Centers, Inc.

414,587

 

1,240

*

Virginia Commerce Bancorp, Inc.

198,311

 

1,239

^

JER Investors Trust Inc. REIT

244,543

 

1,198

 

Grubb & Ellis Co.

422,338

 

1,140

^

Gramercy Capital Corp. REIT

429,092

 

1,111

 

Great Southern Bancorp, Inc.

86,591

 

1,104

*,^

First Federal Financial Corp.

135,747

 

1,064

 

First State Bancorporation

199,237

 

1,064

^

Flagstar Bancorp, Inc.

355,690

 

1,060

*

Cardtronics Inc.

134,070

 

1,054

*

Waterstone Financial, Inc.

91,533

 

894

 

Urstadt Biddle Properties REIT

48,808

 

823

 

Midwest Banc Holdings, Inc.

204,914

 

820

 

TierOne Corp.

149,508

 

767

 

ASTA Funding, Inc.

105,972

 

743

*

Thomas Weisel Partners Group, Inc.

85,438

 

720

*

BankAtlantic Bancorp, Inc. Class A

87,012

 

713

 

Taylor Capital Group, Inc.

58,867

 

706

*,^

Primus Guaranty, Ltd.

245,794

 

644

*

First Acceptance Corp.

186,261

 

633

^

Downey Financial Corp.

207,542

 

581

*,^

CompuCredit Corp.

141,979

 

557

^

W Holding Co., Inc.

1,182,148

 

556

*

Meruelo Maddux Properties Inc.

425,966

 

520

 

Advanta Corp. Class A

102,890

 

507

*

Thornburg Mortgage, Inc.

286,392

 

501

^

Crystal River Capital Inc. REIT

240,158

 

485

*

FX Real Estate and Entertainment Inc.

102,704

 

107

*

CSF Holdings Inc. Contingent Litigation Rights

29,125

 

 

2,876,522

Health Care (12.8%)

*

ResMed Inc.

766,032

 

32,939

*

IDEXX Laboratories Corp.

597,814

 

32,760

*

Edwards Lifesciences Corp.

543,939

 

31,418

 

PerkinElmer, Inc.

1,173,894

 

29,312

*

Myriad Genetics, Inc.

442,658

 

28,720

*

Alexion Pharmaceuticals, Inc.

723,919

 

28,450

*

Gen-Probe Inc.

535,418

 

28,404

 

 


 

 

 

*

Watson Pharmaceuticals, Inc.

984,306

 

28,053

*

OSI Pharmaceuticals, Inc.

567,092

 

27,952

*

Tenet Healthcare Corp.

4,752,261

 

26,375

*

Techne Corp.

364,117

 

26,260

 

Universal Health Services Class B

467,743

 

26,208

*

BioMarin Pharmaceutical Inc.

977,155

 

25,885

*

Pediatrix Medical Group, Inc.

467,935

 

25,231

 

Teleflex Inc.

392,725

 

24,934

*

VCA Antech, Inc.

836,362

 

24,648

*

United Therapeutics Corp.

223,088

 

23,462

*

Immucor Inc.

694,520

 

22,197

*

Inverness Medical Innovations, Inc.

731,220

 

21,937

 

STERIS Corp.

580,657

 

21,821

*

Psychiatric Solutions, Inc.

549,626

 

20,858

*

Onyx Pharmaceuticals, Inc.

551,210

 

19,943

 

Owens & Minor, Inc. Holding Co.

407,738

 

19,775

*

Bio-Rad Laboratories, Inc. Class A

184,868

 

18,324

*,^

Valeant Pharmaceuticals International

885,500

 

18,126

 

Hill-Rom Holdings, Inc.

587,629

 

17,811

*

Masimo Corp.

471,810

 

17,551

*

Nuvasive, Inc.

352,780

 

17,403

*

Magellan Health Services, Inc.

401,449

 

16,483

*

LifePoint Hospitals, Inc.

510,789

 

16,417

*

Alpharma, Inc. Class A

439,237

 

16,203

*

PAREXEL International Corp.

561,528

 

16,093

*

HealthSouth Corp.

872,615

 

16,082

*

Isis Pharmaceuticals, Inc.

946,032

 

15,978

*

Haemonetics Corp.

254,975

 

15,737

 

West Pharmaceutical Services, Inc.

320,495

 

15,647

 

Cooper Cos., Inc.

446,201

 

15,510

*

Thoratec Corp.

540,038

 

14,176

*

AMERIGROUP Corp.

530,737

 

13,401

*

Regeneron Pharmaceuticals, Inc.

609,325

 

13,302

*

American Medical Systems Holdings, Inc.

721,448

 

12,813

*,^

Amedisys Inc.

262,689

 

12,785

*

Varian, Inc.

292,681

 

12,556

*

Alkermes, Inc.

943,973

 

12,555

*

Auxilium Pharmaceuticals, Inc.

387,485

 

12,554

*

Cubist Pharmaceuticals, Inc.

558,890

 

12,424

*

Celera Corp.

792,953

 

12,251

*

PSS World Medical, Inc.

614,397

 

11,981

*

The Medicines Co.

515,584

 

11,972

 

Meridian Bioscience Inc.

398,152

 

11,562

*

Dionex Corp.

181,732

 

11,549

*

Wright Medical Group, Inc.

368,436

 

11,215

 

PDL BioPharma Inc.

1,183,161

 

11,015

*

Xenoport Inc.

224,155

 

10,869

*,^

Advanced Medical Optics, Inc.

603,036

 

10,722

*

Healthspring, Inc.

496,525

 

10,506

 

Martek Biosciences Corp.

325,871

 

10,239

*

Eclipsys Corp.

485,188

 

10,165

 

Sciele Pharma, Inc.

330,119

 

10,164

 

 


 

 

 

*

Health Management Associates Class A

2,412,938

 

10,038

 

Chemed Corp.

235,168

 

9,656

*

Luminex Corp.

382,992

 

9,579

*,^

Alnylam Pharmaceuticals Inc.

324,007

 

9,380

*

ViroPharma Inc.

693,656

 

9,101

*

CONMED Corp.

283,856

 

9,083

*

Integra LifeSciences Holdings

203,032

 

8,939

*

HealthExtras, Inc.

341,402

 

8,917

*

Centene Corp.

430,384

 

8,827

*

Rigel Pharmaceuticals, Inc.

361,455

 

8,440

*

Phase Forward Inc.

403,162

 

8,430

*

Kindred Healthcare, Inc.

305,101

 

8,412

 

Medicis Pharmaceutical Corp.

559,736

 

8,346

*

Acorda Therapeutics Inc.

348,770

 

8,318

 

Vital Signs, Inc.

112,111

 

8,285

*

Human Genome Sciences, Inc.

1,274,545

 

8,093

*,^

Savient Pharmaceuticals Inc.

537,849

 

8,019

 

Mentor Corp.

334,732

 

7,987

*

AmSurg Corp.

312,222

 

7,952

*

Apria Healthcare Group Inc.

434,746

 

7,930

*

Cepheid, Inc.

564,704

 

7,810

*

Medarex, Inc.

1,201,885

 

7,776

*

Bruker BioSciences Corp.

566,334

 

7,549

*,^

ArthroCare Corp.

264,028

 

7,319

*

Gentiva Health Services, Inc.

268,218

 

7,226

*

Allscripts Healthcare Solutions, Inc.

565,595

 

7,036

 

Invacare Corp.

291,339

 

7,033

 

Datascope Corp.

131,983

 

6,814

*

PharMerica Corp.

301,642

 

6,784

*

Zoll Medical Corp.

206,929

 

6,771

*

Seattle Genetics, Inc.

629,231

 

6,733

 

Landauer, Inc.

92,000

 

6,693

 

Analogic Corp.

132,843

 

6,610

*

Symmetry Medical Inc.

351,596

 

6,526

*

Incyte Corp.

852,735

 

6,523

*

AMAG Pharmaceuticals, Inc.

168,282

 

6,518

*

CV Therapeutics, Inc.

602,143

 

6,503

*

K-V Pharmaceutical Co. Class A

283,947

 

6,448

*,^

Medivation Inc.

243,487

 

6,443

*,^

Align Technology, Inc.

586,155

 

6,348

*

Exelixis, Inc.

1,041,894

 

6,335

*

Sunrise Senior Living, Inc.

450,701

 

6,215

*

AMN Healthcare Services, Inc.

335,512

 

5,895

*

AthenaHealth Inc.

176,406

 

5,869

*

Kendle International Inc.

131,184

 

5,865

*

inVentiv Health, Inc.

327,844

 

5,790

*

ev3 Inc.

573,709

 

5,760

*

Theravance, Inc.

461,587

 

5,751

*

Natus Medical Inc.

253,169

 

5,737

*

HMS Holdings Corp.

235,547

 

5,644

*

Sun Healthcare Group Inc.

384,003

 

5,629

*

Healthways, Inc.

348,497

 

5,621

 

 


 

 

 

*

Greatbatch, Inc.

226,864

 

5,567

*

Abraxis BioScience

79,242

 

5,465

*

Cougar Biotechnology Inc.

162,858

 

5,438

*,^

ABIOMED, Inc.

304,409

 

5,403

*

Affymetrix, Inc.

688,942

 

5,332

*,^

InterMune Inc.

310,185

 

5,307

*

Emeritus Corp.

212,982

 

5,303

*,^

Dendreon Corp.

922,167

 

5,266

*

SonoSite, Inc.

166,894

 

5,240

*

Universal American Corp.

421,103

 

5,133

*

Conceptus, Inc.

299,341

 

4,963

*,^

Halozyme Therapeutics Inc.

671,244

 

4,927

*

Merit Medical Systems, Inc.

259,960

 

4,879

*,^

SurModics, Inc.

154,118

 

4,853

*

Volcano Corp.

280,660

 

4,853

*

eResearch Technology, Inc.

402,366

 

4,792

*

Quidel Corp.

288,939

 

4,741

*

Cross Country Healthcare, Inc.

289,055

 

4,709

*

Cyberonics, Inc.

271,486

 

4,615

*

Res-Care, Inc.

246,695

 

4,475

*

Sirona Dental Systems Inc.

190,163

 

4,427

*,^

Molina Healthcare Inc.

141,204

 

4,377

*

LHC Group Inc.

152,183

 

4,334

*

Omnicell, Inc.

326,857

 

4,298

*

Albany Molecular Research, Inc.

235,541

 

4,261

*

Abaxis, Inc.

214,649

 

4,229

*

RTI Biologics, Inc.

451,790

 

4,224

*

MWI Veterinary Supply Inc.

107,331

 

4,217

*

Par Pharmaceutical Cos. Inc.

342,296

 

4,207

*

MedAssets, Inc.

242,311

 

4,168

*

Allos Therapeutics Inc.

547,736

 

4,059

*

ICU Medical, Inc.

123,687

 

3,761

*

Arena Pharmaceuticals, Inc.

732,528

 

3,663

*

Enzo Biochem, Inc.

327,832

 

3,603

*

Progenics Pharmaceuticals, Inc.

266,984

 

3,554

*

Questcor Pharmaceuticals, Inc.

480,828

 

3,534

*

Assisted Living Concepts Inc.

542,009

 

3,453

*

Array BioPharma Inc.

446,748

 

3,431

*,^

Momenta Pharmaceuticals, Inc.

255,875

 

3,354

*

Odyssey Healthcare, Inc.

325,435

 

3,303

*

Nektar Therapeutics

916,016

 

3,288

*,^

Accuray Inc.

404,653

 

3,266

*,^

Genomic Health, Inc.

139,481

 

3,159

*

Air Methods Corp.

109,161

 

3,090

*

Skilled Healthcare Group Inc.

193,221

 

3,070

*,^

Geron Corp.

769,780

 

3,041

*,^

Osiris Therapeutics, Inc.

157,093

 

3,030

*

Salix Pharmaceuticals, Ltd.

471,759

 

3,024

 

National Healthcare Corp.

63,363

 

2,986

*

MedCath Corp.

163,702

 

2,934

*

Genoptix, Inc.

88,826

 

2,902

*

Noven Pharmaceuticals, Inc.

246,385

 

2,878

 

 


 

 

 

*

Orthofix International N.V.

152,498

 

2,841

*

XOMA Ltd.

1,310,758

 

2,753

*

Cypress Bioscience, Inc.

373,232

 

2,743

*,^

GTx, Inc.

144,098

 

2,741

*,^

Akorn, Inc.

530,140

 

2,720

*,^

Zymogenetics, Inc.

408,126

 

2,718

*,^

Sangamo BioSciences, Inc.

342,844

 

2,640

*

Triple-S Management Corp.

160,945

 

2,622

*

Omrix Biopharmaceuticals, Inc.

144,470

 

2,592

*

Alliance Imaging, Inc.

252,099

 

2,589

*

Ligand Pharmaceuticals Inc. Class B

846,990

 

2,499

*

Insulet Corp.

176,930

 

2,463

*

Vital Images, Inc.

161,471

 

2,422

*

Nabi Biopharmaceuticals

515,195

 

2,401

*

CorVel Corp.

81,657

 

2,336

*,^

MannKind Corp.

602,215

 

2,325

*

Palomar Medical Technologies, Inc.

170,900

 

2,300

*

OraSure Technologies, Inc.

462,943

 

2,278

*

Indevus Pharmaceuticals, Inc.

652,249

 

2,185

*,^

Affymax Inc.

104,905

 

2,082

*

Cadence Pharmaceuticals, Inc.

208,420

 

1,851

*,^

Clinical Data, Inc.

114,352

 

1,839

*

Orexigen Therapeutics Inc.

169,088

 

1,824

*

Neurocrine Biosciences, Inc.

382,774

 

1,795

*

Cambrex Corp.

286,772

 

1,764

*

Cynosure Inc.

94,539

 

1,696

*,^

Stereotaxis Inc.

276,375

 

1,672

*,^

Hansen Medical Inc.

123,339

 

1,658

*,^

Opko Health, Inc.

812,345

 

1,422

*

Nighthawk Radiology Holdings, Inc.

195,322

 

1,410

*

Pharmanet Development Group, Inc.

190,979

 

1,379

*

Senomyx, Inc.

300,778

 

1,363

*

Lexicon Pharmaceuticals Inc.

741,632

 

1,320

*

Chindex International, Inc.

116,299

 

1,263

*

K-V Pharmaceutical Co. Class B

53,281

 

1,211

*,^

Amicus Therapeutics, Inc.

77,186

 

1,167

*

Caraco Pharmaceutical Laboratories, Ltd.

91,661

 

1,147

*,^

TomoTherapy, Inc.

225,555

 

1,033

 

LCA-Vision Inc.

184,415

 

856

*

Acadia Pharmaceuticals Inc.

310,985

 

833

*

BioForm Medical, Inc.

204,218

 

801

*

Emergent BioSolutions Inc.

58,889

 

771

*

MAP Pharmaceuticals Inc.

69,822

 

707

*,^

Virtual Radiologic Corp.

73,647

 

601

*

Sucampo Pharmaceuticals Inc.

69,699

 

595

 

1,771,603

Industrials (16.3%)

*

FTI Consulting, Inc.

497,343

 

35,928

*

Kansas City Southern

771,405

 

34,220

 

DRS Technologies, Inc.

410,673

 

31,519

*

Corrections Corp. of America

1,239,854

 

30,810

*

URS Corp.

837,071

 

30,695

 

 


 

 

 

*

Alliant Techsystems, Inc.

326,274

 

30,650

 

Donaldson Co., Inc.

695,319

 

29,141

 

Lincoln Electric Holdings, Inc.

423,789

 

27,254

 

The Brink's Co.

446,410

 

27,240

 

IDEX Corp.

816,298

 

25,322

*

Waste Connections, Inc.

723,321

 

24,810

*

Energy Conversion Devices, Inc.

401,641

 

23,396

 

Wabtec Corp.

455,944

 

23,358

 

Landstar System, Inc.

522,941

 

23,041

 

The Timken Co.

809,502

 

22,949

*

Thomas & Betts Corp.

576,477

 

22,523

 

Graco, Inc.

600,483

 

21,383

 

Woodward Governor Co.

598,780

 

21,119

 

Watson Wyatt & Co. Holdings

422,986

 

21,035

 

Kennametal, Inc.

761,658

 

20,656

 

Trinity Industries, Inc.

802,532

 

20,649

 

MSC Industrial Direct Co., Inc. Class A

444,463

 

20,476

 

Curtiss-Wright Corp.

443,600

 

20,162

 

Con-way, Inc.

451,992

 

19,937

*

Kirby Corp.

508,329

 

19,286

*

Teledyne Technologies, Inc.

333,720

 

19,075

*

General Cable Corp.

522,856

 

18,629

*

Continental Airlines, Inc. Class B

1,088,730

 

18,160

 

Carlisle Co., Inc.

604,955

 

18,130

*

Gardner Denver Inc.

520,715

 

18,079

 

CLARCOR Inc.

475,849

 

18,058

 

Alexander & Baldwin, Inc.

409,555

 

18,033

 

GATX Corp.

455,073

 

18,007

*

EMCOR Group, Inc.

673,208

 

17,719

 

Brady Corp. Class A

497,741

 

17,560

 

Hubbell Inc. Class B

483,785

 

16,957

 

Acuity Brands, Inc.

402,844

 

16,823

*

Moog Inc.

382,378

 

16,396

*

Aecom Technology Corp.

652,567

 

15,949

 

Lennox International Inc.

477,476

 

15,886

 

IKON Office Solutions, Inc.

928,138

 

15,788

*

GrafTech International Ltd.

1,023,397

 

15,464

 

The Toro Co.

371,455

 

15,341

 

UTI Worldwide, Inc.

888,344

 

15,120

 

Valmont Industries, Inc.

180,895

 

14,958

 

Nordson Corp.

300,615

 

14,763

*

BE Aerospace, Inc.

923,439

 

14,618

 

Crane Co.

473,213

 

14,059

*

Clean Harbors Inc.

208,118

 

14,058

*

Tetra Tech, Inc.

583,759

 

14,045

 

Actuant Corp.

554,239

 

13,989

*

Orbital Sciences Corp.

580,616

 

13,917

*

Hub Group, Inc.

366,794

 

13,810

 

Belden Inc.

433,922

 

13,803

 

Herman Miller, Inc.

556,254

 

13,612

 

Regal-Beloit Corp.

318,910

 

13,560

*

WESCO International, Inc.

417,914

 

13,448

 

 


 

 

 

*

Hexcel Corp.

951,051

 

13,020

*

ESCO Technologies Inc.

257,183

 

12,389

 

Kaydon Corp.

274,341

 

12,362

 

Watsco, Inc.

242,546

 

12,195

 

Baldor Electric Co.

411,712

 

11,861

*

Genesee & Wyoming Inc. Class A

314,044

 

11,783

 

Granite Construction Co.

322,596

 

11,555

*

Esterline Technologies Corp.

291,781

 

11,552

 

Mine Safety Appliances Co.

301,015

 

11,475

*

United Stationers, Inc.

231,983

 

11,096

 

The Corporate Executive Board Co.

338,063

 

10,564

^

Simpson Manufacturing Co.

385,467

 

10,442

*

Huron Consulting Group Inc.

180,896

 

10,307

*

Geo Group Inc.

505,510

 

10,216

 

Applied Industrial Technology, Inc.

377,483

 

10,166

 

UAL Corp.

1,153,039

 

10,135

 

Knight Transportation, Inc.

595,101

 

10,099

^

HNI Corp.

396,450

 

10,046

 

Otter Tail Corp.

326,108

 

10,021

 

Werner Enterprises, Inc.

453,550

 

9,847

 

ABM Industries Inc.

447,599

 

9,776

*

II-VI, Inc.

250,660

 

9,691

*

Resources Connection, Inc.

428,846

 

9,662

 

Heartland Express, Inc.

619,857

 

9,620

*

Navigant Consulting, Inc.

478,621

 

9,520

*

MPS Group, Inc.

935,142

 

9,426

*,^

American Superconductor Corp.

395,570

 

9,324

 

Skywest, Inc.

578,559

 

9,245

 

Barnes Group, Inc.

456,861

 

9,238

*

Ceradyne, Inc.

248,034

 

9,093

 

Robbins & Myers, Inc.

290,654

 

8,990

*

TransDigm Group, Inc.

261,052

 

8,936

 

Genco Shipping and Trading Ltd.

267,833

 

8,903

*,^

The Middleby Corp.

159,820

 

8,680

 

Rollins, Inc.

450,377

 

8,548

 

Mueller Industries Inc.

368,048

 

8,469

*,^

CoStar Group, Inc.

183,974

 

8,351

*

Korn/Ferry International

459,758

 

8,193

^

Lindsay Manufacturing Co.

112,293

 

8,169

 

Franklin Electric, Inc.

181,566

 

8,089

*

Chart Industries, Inc.

280,757

 

8,018

 

Arkansas Best Corp.

237,370

 

7,997

 

Briggs & Stratton Corp.

491,664

 

7,955

 

Watts Water Technologies, Inc.

290,623

 

7,949

*

Old Dominion Freight Line, Inc.

277,379

 

7,861

 

Forward Air Corp.

285,605

 

7,777

*

JetBlue Airways Corp.

1,557,488

 

7,710

 

A.O. Smith Corp.

194,722

 

7,631

 

Triumph Group, Inc.

163,801

 

7,487

*

EnPro Industries, Inc.

200,350

 

7,445

 

Healthcare Services Group, Inc.

405,420

 

7,415

 

Deluxe Corp.

510,227

 

7,342

 

 


 

 

 

*

RBC Bearings Inc.

215,847

 

7,272

*

Alaska Air Group, Inc.

356,324

 

7,265

 

Knoll, Inc.

479,611

 

7,252

*

EnerSys

367,117

 

7,236

*

United Rentals, Inc.

470,448

 

7,170

 

Albany International Corp.

262,271

 

7,168

 

Kaman Corp. Class A

251,415

 

7,160

*

Sykes Enterprises, Inc.

326,008

 

7,159

*

TrueBlue, Inc.

439,246

 

7,098

 

EnergySolutions

700,981

 

7,010

 

Titan International, Inc.

323,283

 

6,892

 

CIRCOR International, Inc.

158,388

 

6,879

*

Beacon Roofing Supply, Inc.

439,170

 

6,860

*,^

YRC Worldwide, Inc.

566,411

 

6,774

*

Layne Christensen Co.

190,137

 

6,737

*

Mobile Mini, Inc.

342,915

 

6,629

*

Perini Corp.

255,546

 

6,591

 

Federal Signal Corp.

476,146

 

6,523

 

G & K Services, Inc. Class A

195,969

 

6,477

 

Eagle Bulk Shipping Inc.

463,463

 

6,461

 

McGrath RentCorp

224,067

 

6,458

*,^

RSC Holdings Inc.

561,882

 

6,383

*

AAR Corp.

384,099

 

6,372

 

Raven Industries, Inc.

161,177

 

6,342

 

Administaff, Inc.

232,660

 

6,333

*

US Airways Group Inc.

1,047,797

 

6,318

 

Steelcase Inc.

585,656

 

6,296

*

Team, Inc.

173,843

 

6,279

*

American Reprographics Co.

361,886

 

6,243

*

NCI Building Systems, Inc.

195,648

 

6,212

*

Mastec Inc.

466,320

 

6,197

 

Ameron International Corp.

86,279

 

6,182

*

School Specialty, Inc.

196,664

 

6,134

 

Badger Meter, Inc.

122,909

 

5,771

*

Avis Budget Group, Inc.

1,001,933

 

5,751

 

Armstrong Worldwide Industries, Inc.

198,037

 

5,723

 

Interface, Inc.

498,496

 

5,668

 

Pacer International, Inc.

344,062

 

5,667

 

Tennant Co.

165,032

 

5,654

*,^

Evergreen Solar, Inc.

1,022,856

 

5,646

 

Quanex Building Products Corp.

369,818

 

5,636

*

Atlas Air Worldwide Holdings, Inc.

139,663

 

5,630

 

Gorman-Rupp Co.

149,134

 

5,625

 

Viad Corp.

195,028

 

5,615

 

Macquarie Infrastructure Co. LLC

422,824

 

5,586

 

Universal Forest Products, Inc.

159,593

 

5,571

 

Mueller Water Products, Inc.

851,100

 

5,532

*

M&F Worldwide Corp.

137,407

 

5,496

*

Astec Industries, Inc.

177,447

 

5,471

*

Axsys Technologies, Inc.

92,420

 

5,447

 

American Science & Engineering, Inc.

90,139

 

5,384

*

The Advisory Board Co.

177,680

 

5,359

 

 


 

 

 

 

Comfort Systems USA, Inc.

398,132

 

5,319

 

NACCO Industries, Inc. Class A

56,228

 

5,315

*

Polypore International Inc.

241,028

 

5,185

*

Dycom Industries, Inc.

397,989

 

5,182

 

Heidrick & Struggles International, Inc.

170,095

 

5,128

*

Exponent, Inc.

146,053

 

4,833

 

Kelly Services, Inc. Class A

247,599

 

4,717

*

Interline Brands, Inc.

288,987

 

4,684

 

Seaboard Corp.

3,708

 

4,661

 

Aircastle Ltd.

467,555

 

4,633

 

Tredegar Corp.

256,675

 

4,566

 

American Ecology Corp.

162,989

 

4,510

*

Blount International, Inc.

399,581

 

4,447

 

Gibraltar Industries Inc.

237,463

 

4,443

*

Allegiant Travel Co.

122,194

 

4,316

 

Apogee Enterprises, Inc.

286,761

 

4,310

*

DynCorp International Inc. Class A

254,336

 

4,263

*

American Commercial Lines Inc.

400,123

 

4,257

*,^

Taser International Inc.

588,925

 

4,211

*

Columbus McKinnon Corp.

178,651

 

4,211

*

Insituform Technologies Inc. Class A

275,423

 

4,120

*

Acco Brands Corp.

535,743

 

4,040

*,^

Griffon Corp.

444,491

 

4,009

 

Ennis, Inc.

255,204

 

3,945

*

CBIZ Inc.

464,831

 

3,932

 

Cubic Corp.

158,908

 

3,908

*

Cenveo Inc.

507,475

 

3,902

^

HEICO Corp.

118,836

 

3,900

*

Aerovironment Inc.

120,018

 

3,835

*

Stanley Inc.

101,800

 

3,757

*

GeoEye Inc.

169,500

 

3,751

*,^

FuelCell Energy, Inc.

611,760

 

3,689

*

Kforce Inc.

357,296

 

3,648

*

John Bean Technologies Corp.

278,961

 

3,532

*

Tecumseh Products Co. Class A

140,634

 

3,521

 

Cascade Corp.

80,180

 

3,513

*,^

Innerworkings, Inc.

311,427

 

3,454

 

Freightcar America Inc.

117,469

 

3,438

 

TAL International Group, Inc.

163,216

 

3,398

*

Hill International Inc.

241,066

 

3,339

*

L.B. Foster Co. Class A

109,081

 

3,318

*

Rush Enterprises, Inc. Class A

258,749

 

3,312

*,^

Fuel-Tech N.V.

177,530

 

3,212

 

Sun Hydraulics Corp.

123,017

 

3,203

*

Powell Industries, Inc.

78,207

 

3,192

*

Republic Airways Holdings Inc.

310,698

 

3,166

 

CDI Corp.

141,070

 

3,150

 

Encore Wire Corp.

172,676

 

3,127

 

Bowne & Co., Inc.

267,288

 

3,087

*

GenCorp, Inc.

450,353

 

3,035

*

Argon ST, Inc.

128,351

 

3,015

 

The Greenbrier Cos., Inc.

154,299

 

3,010

 

 


 

 

 

*

CRA International Inc.

109,201

 

3,001

*

Consolidated Graphics, Inc.

98,677

 

2,993

 

Sauer-Danfoss, Inc.

119,868

 

2,960

*

Ladish Co., Inc.

144,265

 

2,921

*

Amerco, Inc.

69,440

 

2,912

 

Dynamic Materials Corp.

124,559

 

2,891

 

Wabash National Corp.

304,625

 

2,879

 

Horizon Lines Inc.

281,431

 

2,778

*

AirTran Holdings, Inc.

1,134,064

 

2,756

*

Pike Electric Corp.

181,324

 

2,671

*

Spherion Corp.

548,047

 

2,669

*,^

Titan Machinery, Inc.

125,305

 

2,608

 

Great Lakes Dredge & Dock Co.

407,155

 

2,569

 

Kimball International, Inc. Class B

237,451

 

2,564

^

Mueller Water Products, Inc. Class A

276,224

 

2,480

^

Houston Wire & Cable Co.

140,638

 

2,415

*,^

3D Systems Corp.

165,425

 

2,357

*

Duff & Phelps Corp.

106,215

 

2,234

^

American Woodmark Corp.

99,257

 

2,228

 

Schawk, Inc.

147,372

 

2,228

 

Ampco-Pittsburgh Corp.

85,624

 

2,218

 

Courier Corp.

103,507

 

2,107

*

H&E Equipment Services, Inc.

214,817

 

2,075

*

LECG Corp.

239,738

 

1,935

 

HEICO Corp. Class A

65,748

 

1,845

*,^

Force Protection, Inc.

675,076

 

1,809

 

Textainer Group Holdings Ltd.

117,476

 

1,784

*

Hudson Highland Group, Inc.

250,714

 

1,742

*

TBS International Ltd.

129,405

 

1,742

 

Vicor Corp.

192,373

 

1,708

 

Paragon Shipping, Inc.

199,810

 

1,702

 

American Railcar Industries, Inc.

104,711

 

1,680

*

Universal Truckload Services, Inc.

63,361

 

1,543

*

Commercial Vehicle Group Inc.

214,364

 

1,524

*,^

EnerNOC Inc.

136,575

 

1,412

*

First Advantage Corp. Class A

92,102

 

1,294

*

Volt Information Sciences Inc.

141,180

 

1,268

*,^

Metalico, Inc.

212,841

 

1,256

*

TurboChef Technologies, Inc.

193,644

 

1,191

 

Lawson Products, Inc.

42,196

 

1,167

*,^

Fushi Copperweld, Inc.

120,344

 

1,166

*,^

China Architectural Engineering Inc.

153,772

 

1,090

*

TriMas Corp.

164,052

 

1,076

*,^

Builders FirstSource, Inc.

178,678

 

1,070

*

Rush Enterprises, Inc. Class B

84,629

 

1,063

*,^

Orion Energy Systems Inc.

173,079

 

971

 

The Standard Register Co.

95,299

 

939

*

Power-One, Inc.

646,076

 

937

*

Plug Power, Inc.

745,078

 

738

*

Tecumseh Products Co. Class B

22,697

 

509

*,^

Medis Technology Ltd.

270,855

 

488

*

Air Transport Services Group Inc.

586,497

 

434

 

 


 

 

 

*

Dollar Thrifty Automotive Group, Inc.

212,984

 

411

*,^

Applied Energetics, Inc.

469,161

 

399

*

Accuride Corp.

239,457

 

383

 

2,259,047

Information Technology (16.8%)

*

SAIC, Inc.

1,828,128

 

36,983

 

Global Payments Inc.

788,757

 

35,384

*

Mettler-Toledo International Inc.

344,258

 

33,737

*

ANSYS, Inc.

833,787

 

31,576

*

Itron, Inc.

338,843

 

29,998

*

ON Semiconductor Corp.

3,737,504

 

25,266

*

Compuware Corp.

2,595,084

 

25,146

*

Foundry Networks, Inc.

1,373,870

 

25,018

*

Sybase, Inc.

786,111

 

24,071

*

CommScope, Inc.

692,490

 

23,988

 

FactSet Research Systems Inc.

450,941

 

23,562

*

Equinix, Inc.

328,875

 

22,844

*

Brocade Communications Systems, Inc.

3,730,937

 

21,714

 

Diebold, Inc.

652,225

 

21,595

*

MICROS Systems, Inc.

807,963

 

21,540

 

Broadridge Financial Solutions LLC

1,389,541

 

21,385

*

Parametric Technology Corp.

1,142,508

 

21,022

*

QLogic Corp.

1,314,323

 

20,188

*

Polycom, Inc.

868,495

 

20,088

*

Microsemi Corp.

779,619

 

19,865

*

HLTH Corp.

1,729,165

 

19,764

*

F5 Networks, Inc.

811,937

 

18,983

*

Varian Semiconductor Equipment Associates, Inc.

735,486

 

18,475

*,^

Cree, Inc.

800,171

 

18,228

*

SINA.com

514,812

 

18,121

*

Convergys Corp.

1,224,929

 

18,104

*

Zebra Technologies Corp. Class A

644,595

 

17,952

*

Novell, Inc.

3,490,577

 

17,942

*

Anixter International Inc.

300,710

 

17,895

*

Solera Holdings, Inc.

610,557

 

17,535

 

National Instruments Corp.

582,512

 

17,504

*

Metavante Technologies

889,337

 

17,129

*

IAC/InterActiveCorp

941,452

 

16,287

*

PMC Sierra Inc.

2,168,805

 

16,093

*

Concur Technologies, Inc.

417,068

 

15,957

 

Jack Henry & Associates Inc.

780,522

 

15,868

*

Macrovision Solutions Corp.

1,018,088

 

15,658

*

Tech Data Corp.

524,157

 

15,646

*

Perot Systems Corp.

885,620

 

15,365

*

NeuStar, Inc. Class A

769,219

 

15,300

*

CACI International, Inc.

298,619

 

14,961

*

Gartner, Inc. Class A

656,677

 

14,893

*

Sohu.com Inc.

262,430

 

14,630

*

Atmel Corp.

4,197,356

 

14,229

*

Silicon Laboratories Inc.

458,782

 

14,085

*

Atheros Communications, Inc.

588,533

 

13,878

*

International Rectifier Corp.

718,935

 

13,674

 

 


 

 

 

*,^

VistaPrint Ltd.

415,993

 

13,661

*

TIBCO Software Inc.

1,849,809

 

13,541

*

Skyworks Solutions, Inc.

1,615,946

 

13,509

*

Teradyne, Inc.

1,702,202

 

13,294

*

Integrated Device Technology Inc.

1,699,369

 

13,221

 

Take-Two Interactive Software, Inc.

762,265

 

12,501

*

ManTech International Corp.

204,091

 

12,101

*

Ariba, Inc.

848,037

 

11,983

*

Rambus Inc.

932,079

 

11,977

*

Digital River, Inc.

367,989

 

11,923

*

Comtech Telecommunications Corp.

240,098

 

11,822

*

Blackboard Inc.

291,323

 

11,737

*

Informatica Corp.

877,900

 

11,404

*

Wright Express Corp.

384,512

 

11,366

*

Vishay Intertechnology, Inc.

1,705,650

 

11,291

 

ADTRAN Inc.

572,849

 

11,165

 

Fair Isaac, Inc.

482,208

 

11,120

*

Fairchild Semiconductor International, Inc.

1,235,470

 

10,983

*

VeriFone Holdings, Inc.

661,388

 

10,939

 

Plantronics, Inc.

485,262

 

10,928

*,^

InterDigital, Inc.

449,512

 

10,811

*

Progress Software Corp.

411,909

 

10,706

*

CyberSource Corp.

649,580

 

10,465

*

j2 Global Communications, Inc.

440,174

 

10,278

*

Mentor Graphics Corp.

900,237

 

10,218

*

EchoStar Corp.

417,115

 

10,052

*

Websense, Inc.

447,662

 

10,005

*

L-1 Identity Solutions Inc.

653,844

 

9,991

*

ADC Telecommunications, Inc.

1,167,155

 

9,862

*

Omniture, Inc.

534,635

 

9,816

*

SRA International, Inc.

430,311

 

9,738

*

Unisys Corp.

3,532,978

 

9,716

*

Verigy Ltd.

595,105

 

9,688

*

Synaptics Inc.

320,471

 

9,685

*

ValueClick, Inc.

943,921

 

9,656

*

Intermec, Inc.

487,945

 

9,583

*

Benchmark Electronics, Inc.

669,138

 

9,421

*

Arris Group Inc.

1,215,080

 

9,393

*

3Com Corp.

3,992,830

 

9,303

*

EarthLink, Inc.

1,088,555

 

9,253

 

Acxiom Corp.

726,039

 

9,105

*

Avocent Corp.

443,586

 

9,076

*

Lawson Software, Inc.

1,294,322

 

9,060

*

Rofin-Sinar Technologies Inc.

294,220

 

9,006

*

Emulex Corp.

836,912

 

8,930

*

Avid Technology, Inc.

366,984

 

8,830

*

Ciena Corp.

863,262

 

8,702

*

Plexus Corp.

420,157

 

8,697

*

FEI Co.

361,277

 

8,602

*

Semtech Corp.

611,510

 

8,537

*

Quest Software, Inc.

669,925

 

8,501

*

MKS Instruments, Inc.

419,624

 

8,355

 

 


 

 

 

 

Blackbaud, Inc.

443,237

 

8,178

*

Net 1 UEPS Technologies, Inc.

365,154

 

8,154

*

Tekelec

582,188

 

8,145

*

FormFactor Inc.

459,672

 

8,007

 

Cognex Corp.

394,502

 

7,953

*

THQ Inc.

660,470

 

7,952

*

Harmonic, Inc.

933,094

 

7,885

*

Tessera Technologies, Inc.

479,173

 

7,830

*,^

Sonus Networks, Inc.

2,687,654

 

7,740

*

Genpact, Ltd.

737,884

 

7,667

*

Cymer, Inc.

300,929

 

7,623

*

ScanSource, Inc.

260,581

 

7,502

*

Amkor Technology, Inc.

1,176,280

 

7,493

*

Cabot Microelectronics Corp.

233,022

 

7,475

 

Quality Systems, Inc.

176,365

 

7,453

*

Checkpoint Systems, Inc.

392,947

 

7,395

*

Sanmina-SCI Corp.

5,264,216

 

7,370

*

Electronics for Imaging, Inc.

527,130

 

7,343

*

RF Micro Devices, Inc.

2,475,566

 

7,229

 

United Online, Inc.

765,833

 

7,206

*

Wind River Systems Inc.

720,005

 

7,200

 

Imation Corp.

317,137

 

7,174

*

Infinera Corp.

736,540

 

7,041

*

TiVo Inc.

959,292

 

7,022

*

Euronet Worldwide, Inc.

413,186

 

6,913

*

TriQuint Semiconductor, Inc.

1,420,809

 

6,806

 

MAXIMUS, Inc.

184,661

 

6,803

*

Riverbed Technology, Inc.

532,762

 

6,670

 

MTS Systems Corp.

156,472

 

6,587

*,^

The Ultimate Software Group, Inc.

243,914

 

6,586

*

Rogers Corp.

177,836

 

6,576

*

Advent Software, Inc.

185,012

 

6,518

*

ViaSat, Inc.

272,066

 

6,415

*

Littelfuse, Inc.

214,883

 

6,388

*

Interwoven Inc.

451,671

 

6,378

*

Sycamore Networks, Inc.

1,970,258

 

6,364

*

Insight Enterprises, Inc.

464,394

 

6,228

*

Sapient Corp.

817,993

 

6,078

*

CSG Systems International, Inc.

346,456

 

6,073

 

Syntel, Inc.

246,545

 

6,040

*,^

Palm, Inc.

1,008,898

 

6,023

 

Black Box Corp.

174,180

 

6,014

*

ACI Worldwide, Inc.

340,814

 

5,971

*

Vocus, Inc.

173,657

 

5,897

*

Mercadolibre Inc.

285,171

 

5,803

*

OmniVision Technologies, Inc.

506,532

 

5,780

*,^

Data Domain, Inc.

259,452

 

5,778

*

ATMI, Inc.

318,353

 

5,724

^

Heartland Payment Systems, Inc.

223,466

 

5,712

*

Hittite Microwave Corp.

169,820

 

5,706

 

Technitrol, Inc.

385,373

 

5,700

*

DealerTrack Holdings Inc.

337,813

 

5,689

 

 


 

 

 

^

Daktronics, Inc.

338,856

 

5,645

*

Diodes Inc.

302,064

 

5,573

*

Standard Microsystem Corp.

222,826

 

5,566

*

Entegris Inc.

1,134,707

 

5,492

*

Manhattan Associates, Inc.

244,403

 

5,460

*

Tyler Technologies, Inc.

357,741

 

5,427

*

MicroStrategy Inc.

90,380

 

5,380

*

Blue Coat Systems, Inc.

376,467

 

5,342

*

Brooks Automation, Inc.

629,961

 

5,266

*

NETGEAR, Inc.

350,152

 

5,252

*

SPSS, Inc.

176,890

 

5,193

 

AVX Corp.

509,116

 

5,188

*

TeleTech Holdings, Inc.

416,949

 

5,187

*

Cypress Semiconductor Corp.

990,576

 

5,171

*

Powerwave Technologies, Inc.

1,300,323

 

5,149

*,^

Netlogic Microsystems Inc.

169,622

 

5,129

*,^

Bankrate, Inc.

130,909

 

5,094

*

RealNetworks, Inc.

990,801

 

5,033

*

DTS Inc.

176,815

 

4,921

*

Commvault Systems, Inc.

402,543

 

4,851

 

Micrel, Inc.

530,176

 

4,809

*

Forrester Research, Inc.

163,017

 

4,780

*

MSC Software Corp.

446,167

 

4,774

 

Park Electrochemical Corp.

191,804

 

4,649

*

Advanced Energy Industries, Inc.

330,954

 

4,527

*

Cogent Inc.

442,258

 

4,520

*

Art Technology Group, Inc.

1,276,193

 

4,492

*

Veeco Instruments, Inc.

300,387

 

4,449

*

ModusLink Global Solutions, Inc.

461,726

 

4,437

*

JDA Software Group, Inc.

288,103

 

4,382

*

Taleo Corp. Class A

219,403

 

4,364

*,^

Sigma Designs, Inc.

301,515

 

4,288

 

CTS Corp.

333,547

 

4,263

*

TNS Inc.

218,211

 

4,227

*

TTM Technologies, Inc.

423,856

 

4,205

*

Zoran Corp.

513,582

 

4,191

*

Epicor Software Corp.

529,539

 

4,178

*

EPIQ Systems, Inc.

297,021

 

4,039

*

Ness Technologies Inc.

350,352

 

4,019

*

Monolithic Power Systems

229,635

 

3,989

*

Adaptec, Inc.

1,200,366

 

3,937

*,^

SAVVIS, Inc.

291,490

 

3,918

*

Silicon Image, Inc.

727,969

 

3,887

*

SYNNEX Corp.

173,669

 

3,880

*

Applied Micro Circuits Corp.

643,623

 

3,849

*

Electro Scientific Industries, Inc.

268,827

 

3,823

*

Brightpoint, Inc.

526,987

 

3,794

*

Finisar Corp.

3,735,506

 

3,773

*

Ciber, Inc.

538,617

 

3,765

 

InfoSpace, Inc.

341,591

 

3,706

*,^

Starent Networks Corp.

276,095

 

3,573

*,^

UTStarcom, Inc.

1,050,678

 

3,541

 

 


 

 

 

*,^

Universal Display Corp.

320,876

 

3,517

*

Hughes Communications Inc.

95,359

 

3,500

*

Newport Corp.

320,001

 

3,450

*

EMS Technologies, Inc.

154,194

 

3,440

*

S1 Corp.

560,354

 

3,429

 

Cohu, Inc.

216,745

 

3,429

*,^

Stratasys, Inc.

195,426

 

3,414

*,^

Cavium Networks, Inc.

240,028

 

3,380

 

Methode Electronics, Inc. Class A

375,892

 

3,360

*

GSI Commerce, Inc.

211,348

 

3,272

*,^

SuccessFactors Inc.

299,953

 

3,269

*

Supertex, Inc.

115,082

 

3,241

*

Neutral Tandem, Inc.

172,736

 

3,203

*

FARO Technologies, Inc.

157,189

 

3,202

*

Kenexa Corp.

200,340

 

3,163

*

Symyx Technologies, Inc.

317,345

 

3,145

*

Cirrus Logic, Inc.

576,592

 

3,142

*

Secure Computing Corp.

569,049

 

3,118

*

Actel Corp.

249,798

 

3,117

*

Internet Capital Group Inc.

383,911

 

3,114

*

Move, Inc.

1,447,839

 

3,069

*

VASCO Data Security International, Inc.

295,799

 

3,064

*

Netezza Corp.

288,133

 

3,057

*

Silicon Storage Technology, Inc.

918,745

 

2,995

*

ComScore Inc.

169,761

 

2,993

*

IPG Photonics Corp.

153,187

 

2,989

*

SonicWALL, Inc.

567,445

 

2,973

*

Ixia

392,488

 

2,893

*

Rackable Systems Inc.

293,263

 

2,877

*

Extreme Networks, Inc.

845,487

 

2,849

*

Exar Corp.

368,895

 

2,826

*,^

Echelon Corp.

283,367

 

2,800

 

NIC Inc.

401,129

 

2,768

*,^

Aruba Networks, Inc.

529,788

 

2,718

*,^

NetSuite Inc.

149,964

 

2,702

 

Bel Fuse, Inc. Class B

94,763

 

2,698

*

Hutchinson Technology, Inc.

232,934

 

2,697

 

Marchex, Inc.

261,050

 

2,686

*

AsiaInfo Holdings, Inc.

291,601

 

2,677

*

Vignette Corp.

244,178

 

2,622

*,^

LoopNet, Inc.

264,685

 

2,602

 

Electro Rent Corp.

192,343

 

2,583

*,^

WebMD Health Corp. Class A

84,026

 

2,499

*

RightNow Technologies Inc.

198,625

 

2,497

*

Rudolph Technologies, Inc.

286,648

 

2,402

*

Kulicke & Soffa Industries, Inc.

529,829

 

2,390

*

The Knot, Inc.

284,434

 

2,375

*

Lattice Semiconductor Corp.

1,136,353

 

2,341

*

Mattson Technology, Inc.

490,619

 

2,321

*

Switch and Data Inc.

185,906

 

2,315

*

Global Cash Access, Inc.

456,429

 

2,310

 

Agilysys, Inc.

224,226

 

2,262

 

 


 

 

 

*

Radiant Systems, Inc.

256,728

 

2,231

*

infoGROUP, Inc.

334,326

 

2,210

*

Quantum Corp.

2,031,992

 

2,195

*

DSP Group Inc.

279,747

 

2,140

*

Monotype Imaging Holdings Inc.

186,962

 

2,081

*

Perficient, Inc.

300,103

 

1,993

*

Synchronoss Technologies, Inc.

210,076

 

1,977

*

Harris Stratex Networks, Inc. Class A

252,944

 

1,975

*,^

Internet Brands Inc.

281,560

 

1,962

*

Conexant Systems, Inc.

487,226

 

1,954

*

Novatel Wireless, Inc.

320,185

 

1,940

*

Eagle Test Systems, Inc.

125,167

 

1,916

*,^

Constant Contact, Inc.

111,530

 

1,904

*

iGATE Corp.

213,044

 

1,847

*

Spansion Inc. Class A

1,186,330

 

1,839

*

MRV Communications Inc.

1,554,655

 

1,819

*

Loral Space and Communications Ltd.

120,045

 

1,773

*

3PAR, Inc.

270,780

 

1,747

*

ANADIGICS, Inc.

619,445

 

1,741

*,^

Internap Network Services Corp.

498,922

 

1,736

*

Axcelis Technologies, Inc.

1,011,965

 

1,720

*

Advanced Analogic Technologies, Inc.

364,029

 

1,693

 

Gevity HR, Inc.

229,689

 

1,672

*

Liquidity Services, Inc.

151,767

 

1,647

*

FalconStor Software, Inc.

285,969

 

1,533

*

Dice Holdings Inc.

214,788

 

1,525

*

Chordiant Software, Inc.

296,797

 

1,523

*

Magma Design Automation, Inc.

375,648

 

1,510

*,^

Multi-Fineline Electronix, Inc.

98,346

 

1,455

*

Trident Microsystems, Inc.

602,838

 

1,447

*

Cogo Group, Inc.

266,538

 

1,405

*

Acme Packet, Inc.

236,857

 

1,357

*

GSI Group, Inc.

377,757

 

1,333

*

Lionbridge Technologies, Inc.

541,183

 

1,320

*

Airvana, Inc.

221,880

 

1,307

*

ExlService Holdings, Inc.

142,248

 

1,249

*

PDF Solutions, Inc.

234,804

 

1,221

*,^

Orbcomm, Inc.

246,527

 

1,215

*

Kemet Corp.

826,403

 

1,157

*

DivX, Inc.

175,924

 

1,138

*

Compellent Technologies, Inc.

91,591

 

1,136

*,^

Sonic Solutions, Inc.

245,523

 

1,080

*,^

BearingPoint, Inc.

2,156,138

 

1,078

*

Smart Modular Technologies Inc.

358,425

 

1,075

*

OpNext, Inc.

224,492

 

1,030

*

Openwave Systems Inc.

817,496

 

1,014

*,^

Isilon Systems Inc.

217,761

 

960

 

Renaissance Learning, Inc.

71,768

 

932

*

Limelight Networks Inc.

368,090

 

920

*

Rubicon Technology, Inc.

124,300

 

897

*

SiRF Technology Holdings, Inc.

566,125

 

844

*

Photronics, Inc.

393,065

 

739

 

 


 

 

 

*

TechTarget

100,659

 

705

*,^

Comverge Inc.

150,916

 

694

*

BigBand Networks Inc.

187,775

 

693

*

Deltek, Inc.

106,943

 

650

*,^

Nextwave Wireless Inc.

609,893

 

366

 

Bel Fuse, Inc. Class A

9,781

 

269

 

Mastech Holdings, Inc.

14,185

 

108

*

Lantronix, Inc. Warrants Exp. 2/9/11

2,568

 

 

2,320,589

Materials (4.5%)

 

AptarGroup Inc.

674,270

 

26,371

 

Nalco Holding Co.

1,400,544

 

25,966

 

Packaging Corp. of America

1,029,229

 

23,858

 

RPM International, Inc.

1,209,223

 

23,386

 

Hercules, Inc.

1,066,142

 

21,099

 

Valspar Corp.

943,614

 

21,033

 

Cabot Corp.

639,105

 

20,311

 

Cytec Industries, Inc.

448,721

 

17,460

 

Compass Minerals International, Inc.

321,128

 

16,824

 

Temple-Inland Inc.

1,053,098

 

16,070

 

Greif Inc. Class A

236,682

 

15,531

 

Olin Corp.

741,077

 

14,377

 

Rock-Tenn Co.

359,070

 

14,356

 

Silgan Holdings, Inc.

262,327

 

13,402

 

Sensient Technologies Corp.

452,738

 

12,736

*

Smurfit-Stone Container Corp.

2,538,470

 

11,931

 

Carpenter Technology Corp.

450,047

 

11,544

*

Rockwood Holdings, Inc.

439,839

 

11,286

 

Minerals Technologies, Inc.

187,502

 

11,130

 

Chemtura Corp.

2,400,844

 

10,948

 

H.B. Fuller Co.

524,240

 

10,941

 

Royal Gold, Inc.

302,610

 

10,882

*

W.R. Grace & Co.

714,636

 

10,805

 

Scotts Miracle-Gro Co.

447,883

 

10,588

*

Century Aluminum Co.

377,906

 

10,464

 

Worthington Industries, Inc.

668,561

 

9,988

 

Eagle Materials, Inc.

430,639

 

9,633

 

Louisiana-Pacific Corp.

1,023,844

 

9,522

 

Texas Industries, Inc.

231,231

 

9,448

 

Ferro Corp.

433,433

 

8,712

 

Arch Chemicals, Inc.

246,588

 

8,705

 

Schnitzer Steel Industries, Inc. Class A

214,703

 

8,425

*,^

Coeur d'Alene Mines Corp.

4,913,956

 

7,518

*,^

Calgon Carbon Corp.

365,218

 

7,436

*,^

Hecla Mining Co.

1,571,840

 

7,356

 

AMCOL International Corp.

224,508

 

7,018

 

NewMarket Corp.

130,394

 

6,853

*

OM Group, Inc.

302,956

 

6,817

 

Deltic Timber Corp.

104,837

 

6,683

 

Kaiser Aluminum Corp.

153,107

 

6,576

 

Koppers Holdings, Inc.

175,626

 

6,570

 

Glatfelter

447,743

 

6,062

 

 


 

 

 

*

PolyOne Corp.

878,709

 

5,668

*

Headwaters Inc.

416,635

 

5,562

*

Haynes International, Inc.

118,015

 

5,527

 

A. Schulman Inc.

241,826

 

4,783

 

Wausau Paper Corp.

469,056

 

4,752

*,^

Zoltek Cos., Inc.

270,257

 

4,624

*

RTI International Metals, Inc.

227,813

 

4,456

 

Westlake Chemical Corp.

195,682

 

4,115

*

Brush Engineered Materials Inc.

202,032

 

3,752

 

Innophos Holdings Inc.

144,577

 

3,525

 

Myers Industries, Inc.

278,983

 

3,518

*

Buckeye Technology, Inc.

387,411

 

3,173

 

Spartech Corp.

303,759

 

3,007

 

American Vanguard Corp.

196,176

 

2,958

*

Graphic Packaging Holding Co.

1,181,441

 

2,954

 

A.M. Castle & Co.

167,807

 

2,900

 

Neenah Paper Inc.

144,136

 

2,854

 

Innospec, Inc.

232,431

 

2,803

 

Schweitzer-Mauduit International, Inc.

147,324

 

2,798

 

Olympic Steel, Inc.

91,147

 

2,688

*,^

Stillwater Mining Co.

460,036

 

2,673

*,^

Flotek Industries, Inc.

212,737

 

2,340

*,^

General Moly, Inc.

525,862

 

2,287

*

Horsehead Holding Corp.

346,171

 

2,042

*,^

AbitibiBowater, Inc.

498,992

 

1,931

 

NL Industries, Inc.

96,870

 

995

*

Apex Silver Mines Ltd.

526,264

 

905

 

Georgia Gulf Corp.

324,961

 

812

 

617,023

Telecommunication Services (1.0%)

*

SBA Communications Corp.

969,883

 

25,091

*

TW telecom, Inc.

1,385,844

 

14,399

*

Premiere Global Services, Inc.

582,814

 

8,194

 

FairPoint Communications, Inc.

882,035

 

7,647

*

Cincinnati Bell Inc.

2,406,588

 

7,436

*

Syniverse Holdings Inc.

440,450

 

7,316

*

Clearwire Corp.

605,196

 

7,190

 

Iowa Telecommunications Services Inc.

317,443

 

5,930

 

Shenandoah Telecommunications Co.

240,544

 

5,309

 

Alaska Communications Systems Holdings, Inc.

429,203

 

5,249

*

Centennial Communications Corp. Class A

801,740

 

5,003

 

NTELOS Holdings Corp.

166,628

 

4,481

*

General Communication, Inc.

442,771

 

4,100

*

Global Crossing Ltd.

246,958

 

3,744

 

Consolidated Communications Holdings, Inc.

233,825

 

3,526

*,^

Cogent Communications Group, Inc.

447,752

 

3,457

*

Cbeyond Inc.

226,999

 

3,267

*

iPCS, Inc.

143,904

 

3,205

 

Atlantic Tele-Network, Inc.

98,456

 

2,757

*

PAETEC Holding Corp.

1,199,765

 

2,579

 

USA Mobility, Inc.

229,820

 

2,528

 

SureWest Communications

133,816

 

1,365

 

 


 

 

 

*

ICO Global Communications (Holdings) Ltd.

1,079,332

 

1,176

*,^

Globalstar, Inc.

609,416

 

1,036

*

Fibertower Corp.

741,407

 

1,023

*,^

TerreStar Corp.

809,131

 

809

*,^

Vonage Holdings Corp.

769,000

 

769

*,^

IDT Corp. Class B

454,544

 

336

*

IDT Corp.

134,597

 

70

 

138,992

Utilities (4.2%)

 

Puget Energy, Inc.

1,285,975

 

34,336

 

OGE Energy Corp.

911,964

 

28,161

 

UGI Corp. Holding Co.

1,060,582

 

27,342

 

Great Plains Energy, Inc.

1,175,625

 

26,040

 

ITC Holdings Corp.

490,074

 

25,371

 

 

Hawaiian Electric Industries Inc.

833,966

 

24,193

 

Westar Energy, Inc.

1,039,907

 

23,959

 

AGL Resources Inc.

758,999

 

23,817

 

Atmos Energy Corp.

894,258

 

23,805

 

Aqua America, Inc.

1,324,866

 

23,556

 

Piedmont Natural Gas, Inc.

728,004

 

23,267

 

Vectren Corp.

757,102

 

21,085

 

Nicor Inc.

447,499

 

19,847

 

WGL Holdings Inc.

490,405

 

15,914

 

Cleco Corp.

597,164

 

15,078

 

New Jersey Resources Corp.

415,622

 

14,917

 

Portland General Electric Co.

620,237

 

14,675

 

Northwest Natural Gas Co.

261,838

 

13,616

 

IDACORP, Inc.

448,580

 

13,049

 

Southwest Gas Corp.

429,253

 

12,989

 

Black Hills Corp.

380,750

 

11,830

 

ALLETE, Inc.

259,935

 

11,567

 

Avista Corp.

525,924

 

11,418


 

 

 

 

South Jersey Industries, Inc.

294,704

 

10,521

 

UniSource Energy Corp.

341,316

 

9,963

 

The Laclede Group, Inc.

205,384

 

9,959

 

NorthWestern Corp.

386,192

 

9,705

*

El Paso Electric Co.

443,547

 

9,315

 

UIL Holdings Corp.

237,269

 

8,145

 

PNM Resources Inc.

762,942

 

7,813

 

MGE Energy, Inc.

219,030

 

7,787

^

California Water Service Group

195,212

 

7,516

 

Ormat Technologies Inc.

202,246

 

7,348

 

Empire District Electric Co.

334,817

 

7,148

 

CH Energy Group, Inc.

156,302

 

6,810

 

American States Water Co.

171,103

 

6,588

 

EnergySouth, Inc.

72,339

 

4,444

 

SJW Corp.

136,283

 

4,084

*

Synthesis Energy Systems, Inc.

320,502

 

1,554

 

578,532

Total Common Stocks (Cost $14,276,450)

13,791,080

Temporary Cash Investments (5.1%)

 

 

 

Coupon

 

 

 

Money Market Fund (5.0%)

1,2

Vanguard Market Liquidity Fund

2.296%

 

698,307,017

698,307

 

 

 

 

Face

 

 

 

 

Maturity

Amount

 

 

 

 

Date

($000)

 

U.S. Agency Obligations (0.1%)

3,4

Federal Home Loan Bank

2.455%

11/5/08

3,000

2,990

3,4

Federal National Mortgage Assn.

2.576%

10/15/08

5,000

4,994

 

7,984

Total Temporary Cash Investments (Cost $706,295)

706,291

Total Investments (104.9%) (Cost $14,982,745)

14,497,371

2 Other Assets and Liabilities-Net (-4.9%)

(678,244)

Net Assets (100%)

13,819,127

 

 

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $633,394,000.

1

Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

2

Includes $659,609,000 of collateral received for securities on loan.

3

The issuer operates under a congressional charter; its securities are neither issued nor guaranteed by the U.S. government.

4

Securities with a value of $7,984,000 have been segregated as initial margin for open futures contracts.

 

REIT—Real Estate Investment Trust.



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.

At September 30, 2008, the cost of investment securities for tax purposes was $14,982,745,000. Net unrealized depreciation of investment securities for tax purposes was $485,374,000, consisting of unrealized gains of $2,117,961,000 on securities that had risen in value since their purchase and $2,603,335,000 in unrealized losses on securities that had fallen in value since their purchase.

Futures Contracts: 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 100.1% and 4.8%, respectively, of net assets. Futures contracts are valued at their quoted daily settlement prices.

At September 30, 2008, the aggregate settlement value of open futures contracts expiring in December 2008 and the related unrealized appreciation (depreciation) were:

 

 

 

($000)

 

Number

Aggregate

Unrealized

 

of Long

Settlement

Appreciation

Futures Contracts

(Short Contracts)

Value

(Depreciation)

E-mini Russell 2000 Index

562

38,126

(1,638)

 

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

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, based on the inputs used to value them:

 

Valuation Inputs

Investments in

Futures

 

Securities

Contracts

 

($000)

($000)

Level 1- Quoted prices

14,489,387

(1,638)

Level 2- Other significant observable inputs

7,984

Level 3- Significant unobservable inputs

Total

14,497,371

(1,638)

 

 




Vanguard Small-Cap Value Index Fund

Schedule of Investments

As of September 30, 2008

 

 

 

 

 

Market

 

 

 

Value

 

 

Shares

($000

Common Stocks (100.1%)

 

 

Consumer Discretionary (12.3%)

 

 

 

Snap-On Inc.

386,263

20,341

 

Service Corp. International

1,753,031

14,655

*

DreamWorks Animation SKG, Inc.

453,184

14,253

 

Phillips-Van Heusen Corp.

344,056

13,043

 

Tupperware Brands Corp.

415,272

11,474

*

Jarden Corp.

464,007

10,881

 

Jones Apparel Group, Inc.

580,024

10,736

 

Liz Claiborne, Inc.

634,899

10,431

*

Rent-A-Center, Inc.

446,875

9,956

*

Career Education Corp.

600,336

9,816

 

Gentex Corp.

621,810

8,892

 

Wolverine World Wide, Inc.

333,379

8,825

*,^

Saks Inc.

918,794

8,499

 

Regal Entertainment Group Class A

521,548

8,230

*

AnnTaylor Stores Corp.

395,791

8,169

*

Collective Brands, Inc.

428,133

7,839

 

International Speedway Corp.

194,754

7,578

 

Ryland Group, Inc.

284,025

7,532

 

Regis Corp.

273,759

7,528

 

Brunswick Corp.

586,659

7,503

*

Carter's, Inc.

379,055

7,479

 

Meredith Corp.

248,344

6,966

 

Barnes & Noble, Inc.

256,993

6,702

 

Interactive Data Corp.

251,979

6,355

 

ArvinMeritor, Inc.

468,919

6,115

*,^

Zale Corp.

237,985

5,950

 

Callaway Golf Co.

421,369

5,929

*

TRW Automotive Holdings Corp.

372,002

5,919

 

The Buckle, Inc.

102,507

5,693

 

Bob Evans Farms, Inc.

207,997

5,676

 

Scholastic Corp.

220,864

5,672

^

Tempur-Pedic International Inc.

475,157

5,588

*

Timberland Co.

319,581

5,551

 

Genesco, Inc.

154,961

5,188

 

Ethan Allen Interiors, Inc.

182,461

5,113

*

Quiksilver, Inc.

842,874

4,838

 

Dillard's Inc.

406,664

4,799

 

American Greetings Corp. Class A

304,385

4,654

*

Lear Corp.

440,180

4,622

 

Stewart Enterprises, Inc. Class A

586,050

4,606

 

Men's Wearhouse, Inc.

213,663

4,538

 

OfficeMax, Inc.

508,007

4,516

 

Brown Shoe Co., Inc.

269,947

4,422

*

Wendy's/Arby's Group, Inc.

834,127

4,388

*

Helen of Troy Ltd.

192,547

4,384

 

 


 

 

 

*

JAKKS Pacific, Inc.

174,459

4,346

 

MDC Holdings, Inc.

113,217

4,143

*

Standard Pacific Corp.

832,427

4,087

 

Hearst-Argyle Television Inc.

176,434

3,940

 

UniFirst Corp.

91,291

3,934

 

CBRL Group, Inc.

148,791

3,913

 

Columbia Sportswear Co.

93,189

3,910

*

Charming Shoppes, Inc.

760,167

3,717

*

Exide Technologies

502,945

3,712

 

Fred's, Inc.

254,334

3,617

^

Boyd Gaming Corp.

381,838

3,574

*

Domino's Pizza, Inc.

293,368

3,562

*

ATC Technology Corp.

149,672

3,553

 

Belo Corp. Class A

590,779

3,521

 

Stage Stores, Inc.

256,545

3,504

*,^

Cabela's Inc.

287,136

3,469

*

Jo-Ann Stores, Inc.

161,613

3,391

 

Group 1 Automotive, Inc.

155,590

3,381

 

Finish Line, Inc.

333,831

3,335

 

Penske Automotive Group Inc.

287,109

3,293

 

Furniture Brands International Inc.

310,405

3,265

 

Cato Corp. Class A

185,603

3,257

 

Cooper Tire & Rubber Co.

375,439

3,229

^

La-Z-Boy Inc.

345,393

3,219

*

The Dress Barn, Inc.

210,155

3,213

 

Sotheby's

158,107

3,172

 

Churchill Downs, Inc.

64,172

3,143

 

K-Swiss, Inc.

178,066

3,098

*

Pinnacle Entertainment, Inc.

401,167

3,033

 

Modine Manufacturing Co.

208,120

3,014

 

Cinemark Holdings Inc.

216,271

2,941

 

Jackson Hewitt Tax Service Inc.

190,830

2,927

 

Superior Industries International, Inc.

152,287

2,918

*

HSN,Inc.

260,977

2,873

 

Harte-Hanks, Inc.

275,720

2,859

*

Gaylord Entertainment Co.

95,793

2,813

*,^

Hovnanian Enterprises Inc. Class A

352,070

2,813

*

Ticketmaster

260,987

2,800

*

Valassis Communications, Inc.

322,520

2,793

*

Interval Leisure Group, Inc.

260,786

2,712

 

Movado Group, Inc.

121,043

2,705

 

Borders Group, Inc.

406,176

2,665

*

Steven Madden, Ltd.

106,483

2,639

 

Monro Muffler Brake, Inc.

111,408

2,569

 

Oxford Industries, Inc.

98,765

2,551

 

Asbury Automotive Group, Inc.

214,243

2,468

 

Ameristar Casinos, Inc.

172,538

2,448

 

Winnebago Industries, Inc.

185,678

2,399

*

RC2 Corp.

116,694

2,334

 

World Wrestling Entertainment, Inc.

147,695

2,283

 

The Marcus Corp.

139,279

2,240

 

National Presto Industries, Inc.

29,833

2,223

 

 


 

 

 

^

Talbots Inc.

168,007

2,201

*

Tenneco Automotive, Inc.

203,206

2,160

 

The Pep Boys (Manny, Moe & Jack)

347,189

2,146

*

Ruby Tuesday, Inc.

346,940

2,009

 

Speedway Motorsports, Inc.

102,294

1,993

^

Sealy Corp.

305,291

1,972

 

Fisher Communications, Inc.

49,719

1,959

*

Hot Topic, Inc.

293,096

1,937

^

M/I Homes, Inc.

84,589

1,927

 

Blyth, Inc.

169,839

1,926

*

Cox Radio, Inc.

174,316

1,841

 

Sinclair Broadcast Group, Inc.

357,762

1,803

^

The McClatchy Co. Class A

384,014

1,690

^

Media General, Inc. Class A

135,118

1,680

 

American Axle & Manufacturing Holdings, Inc.

310,121

1,662

*

Tween Brands, Inc.

165,912

1,624

 

Sonic Automotive, Inc.

190,190

1,609

*

Pacific Sunwear of California, Inc.

238,352

1,604

*

Core-Mark Holding Co., Inc.

63,406

1,585

*,^

Blockbuster Inc. Class A

758,296

1,562

*

Steak n Shake Co.

173,364

1,505

*,^

Beazer Homes USA, Inc.

249,973

1,495

*

Orbitz Worldwide, Inc.

250,900

1,473

 

Big 5 Sporting Goods Corp.

139,894

1,444

*

Charlotte Russe Holding Inc.

140,507

1,440

 

E.W. Scripps Co. Class A

198,082

1,400

 

Journal Communications, Inc.

280,718

1,370

*

Skechers U.S.A., Inc.

77,502

1,304

 

O'Charley's Inc.

147,819

1,293

 

CSS Industries, Inc.

49,191

1,266

*,^

Conn's, Inc.

67,402

1,261

*

Pier 1 Imports Inc.

300,081

1,239

^

Idearc Inc.

990,333

1,238

*

Leapfrog Enterprises, Inc.

114,807

1,212

^

Landry's Restaurants, Inc.

75,301

1,171

^

Brookfield Homes Corp.

80,651

1,158

*,^

Citadel Broadcasting Corp.

1,237,647

1,015

 

Kenneth Cole Productions, Inc.

68,457

1,006

 

Entercom Communications Corp.

200,129

1,005

*

Lin TV Corp.

183,191

945

*

R.H. Donnelley Corp.

466,755

929

^

Lee Enterprises, Inc.

263,664

923

^

DineEquity, Inc.

52,630

887

*

Tuesday Morning Corp.

210,653

870

*

Universal Technical Institute Inc.

50,273

858

 

Circuit City Stores, Inc.

1,137,579

853

*

MarineMax, Inc.

116,748

844

*

DSW Inc. Class A

59,715

818

*

Build-A-Bear-Workshop, Inc.

108,541

790

*

Retail Ventures, Inc.

194,342

758

 

Dover Downs Gaming & Entertainment, Inc.

93,829

730

*

Great Wolf Resorts, Inc.

197,182

722

 

 


 

 

 

 

Marine Products Corp.

86,769

720

*

Isle of Capri Casinos, Inc.

74,232

670

*,^

Raser Technologies, Inc.

78,368

666

*

Bluegreen Corp.

94,943

656

*,^

Krispy Kreme Doughnuts, Inc.

184,897

610

 

AH Belo Corp.

117,241

605

*

Blockbuster Inc. Class B

454,142

600

*

Ascent Media Corporation

22,158

541

*,^

Martha Stewart Living Omnimedia, Inc.

59,128

503

 

Stein Mart, Inc.

120,423

471

 

Lithia Motors, Inc.

104,352

450

 

Gray Television, Inc.

253,122

435

*,^

Six Flags, Inc.

582,482

390

 

Monaco Coach Corp.

191,779

374

*

ValueVision Media, Inc.

198,516

367

*

Westwood One, Inc.

481,356

241

*

Fleetwood Enterprises, Inc.

177,158

183

^

GateHouse Media, Inc.

204,482

100

*

Nexcen Brands, Inc.

112,381

31

 

 

 

586,087

Consumer Staples (3.9%)

 

J.M. Smucker Co.

353,678

17,928

 

Corn Products International, Inc.

496,511

16,027

 

Longs Drug Stores, Inc.

203,763

15,413

 

Flowers Foods, Inc.

361,066

10,601

 

Del Monte Foods Co.

1,322,617

10,316

*

BJ's Wholesale Club, Inc.

260,058

10,106

 

Universal Corp. (VA)

180,897

8,880

 

Ruddick Corp.

258,810

8,398

*

Hain Celestial Group, Inc.

271,352

7,470

*

TreeHouse Foods Inc.

209,092

6,210

 

Nu Skin Enterprises, Inc.

340,291

5,520

 

Lancaster Colony Corp.

143,241

5,394

 

Vector Group Ltd.

296,941

5,244

*

Chiquita Brands International, Inc.

290,681

4,596

 

Sanderson Farms, Inc.

115,179

4,232

 

Lance, Inc.

168,360

3,820

 

WD-40 Co.

104,740

3,763

 

Nash-Finch Co.

85,552

3,689

 

The Andersons, Inc.

103,322

3,639

*

Elizabeth Arden, Inc.

172,792

3,392

 

J & J Snack Foods Corp.

94,134

3,192

*

The Pantry, Inc.

149,181

3,161

 

Weis Markets, Inc.

72,371

2,606

*

Prestige Brands Holdings Inc.

234,279

2,080

^

Tootsie Roll Industries, Inc.

71,664

2,072

 

Ingles Markets, Inc.

83,418

1,904

*

Central Garden & Pet Co. Class A

307,641

1,831

 

B&G Foods Inc.

247,184

1,767

 

Spartan Stores, Inc.

51,138

1,272

*

The Great Atlantic & Pacific Tea Co., Inc.

115,586

1,251

 

Farmer Brothers, Inc.

48,540

1,207

 

 


 

 

 

*

Alliance One International, Inc.

309,694

1,177

 

Alico, Inc.

24,715

1,172

*,^

Rite Aid Corp.

1,379,975

1,118

*

Central Garden and Pet Co.

148,904

876

 

Pilgrim's Pride Corp.

323,077

805

 

PriceSmart, Inc.

39,681

664

*

National Beverage Corp.

61,051

542

 

Reddy Ice Holdings, Inc.

146,649

535

^

Mannatech, Inc.

105,650

423

 

 

 

184,293

 

Energy (3.7%)

*

Whiting Petroleum Corp.

283,557

20,206

 

Tidewater Inc.

332,824

18,425

 

Southern Union Co.

747,575

15,437

 

Overseas Shipholding Group Inc.

196,068

11,433

*

Mariner Energy Inc.

529,276

10,850

*

Stone Energy Corp.

199,568

8,448

*

Swift Energy Co.

204,607

7,916

*

SEACOR Holdings Inc.

91,060

7,189

*

Rosetta Resources, Inc.

344,456

6,324

*

Bristow Group, Inc.

179,294

6,067

*,^

Hercules Offshore, Inc.

386,792

5,864

 

W&T Offshore, Inc.

204,522

5,581

*

Encore Acquisition Co.

118,497

4,951

*,^

USEC Inc.

746,801

4,040

 

Lufkin Industries, Inc.

49,457

3,924

 

General Maritime Corp.

189,152

3,685

*,^

Enbridge Energy Management LLC

81,924

3,430

*

Brigham Exploration Co.

294,575

3,237

*

Parker Drilling Co.

378,974

3,039

*,^

Oilsands Quest, Inc.

930,277

2,782

*

Gulfmark Offshore, Inc.

61,976

2,782

 

Crosstex Energy, Inc.

92,502

2,310

*

Harvest Natural Resources, Inc.

224,848

2,276

*

Newpark Resources, Inc.

301,211

2,199

*,^

Trico Marine Services, Inc.

80,744

1,379

^

Western Refining, Inc.

133,663

1,351

 

APCO Argentina Inc.

44,788

1,268

*

Gulfport Energy Corp.

121,147

1,218

*

Allis-Chalmers Energy Inc.

91,550

1,158

*

T-3 Energy Services, Inc.

27,687

1,028

*,^

VeraSun Energy Corp.

237,184

742

*,^

Aventine Renewable Energy Holdings, Inc.

210,925

667

*

Bronco Drilling Co., Inc.

61,456

628

*

Energy Partners, Ltd.

70,867

614

*,^

SulphCo, Inc.

291,971

587

 

Delek US Holdings, Inc.

58,540

543

*,^

Evergreen Energy, Inc.

269,687

254

*,^

GeoGlobal Resources Inc.

94,023

237

 

 


 

 

 

*,^

Verenium Corp.

76,757

72

 

 

 

174,141

Financials (35.7%)

 

Rayonier Inc. REIT

525,452

24,880

 

Alexandria Real Estate Equities, Inc. REIT

214,956

24,183

 

Nationwide Health Properties, Inc. REIT

645,448

23,223

 

Digital Realty Trust, Inc. REIT

452,952

21,402

 

Cullen/Frost Bankers, Inc.

354,890

21,293

 

Essex Property Trust, Inc. REIT

170,954

20,229

 

Valley National Bancorp

857,912

17,982

 

Senior Housing Properties Trust REIT

749,883

17,870

^

Realty Income Corp. REIT

678,597

17,372

 

Bank of Hawaii Corp.

321,945

17,208

 

StanCorp Financial Group, Inc.

328,266

17,070

 

BRE Properties Inc. Class A REIT

341,676

16,742

 

Jefferies Group, Inc.

759,416

16,616

 

Apollo Investment Corp.

949,960

16,197

 

Arthur J. Gallagher & Co.

621,893

15,958

 

The Hanover Insurance Group Inc.

344,249

15,670

*

Philadelphia Consolidated Holding Corp.

264,490

15,491

 

Aspen Insurance Holdings Ltd.

560,927

15,425

 

Highwood Properties, Inc. REIT

425,511

15,131

 

Douglas Emmett, Inc. REIT

649,892

14,993

 

Mack-Cali Realty Corp. REIT

440,138

14,907

 

BancorpSouth, Inc.

496,555

13,968

 

Corporate Office Properties Trust, Inc. REIT

341,285

13,771

 

Waddell & Reed Financial, Inc.

551,585

13,652

*

Alleghany Corp.

36,109

13,180

 

Wilmington Trust Corp.

451,451

13,015

 

Fulton Financial Corp.

1,165,611

12,717

 

BioMed Realty Trust, Inc. REIT

480,460

12,708

*

SVB Financial Group

214,697

12,435

 

Home Properties, Inc. REIT

211,946

12,282

 

Potlatch Corp. REIT

263,844

12,240

 

Washington REIT

331,040

12,126

 

Entertainment Properties Trust REIT

220,262

12,053

 

National Retail Properties REIT

491,929

11,782

 

First Niagara Financial Group, Inc.

747,414

11,772

 

Platinum Underwriters Holdings, Ltd.

327,664

11,626

*

ProAssurance Corp.

204,097

11,429

 

FirstMerit Corp.

542,325

11,389

 

Astoria Financial Corp.

547,036

11,340

 

Susquehanna Bancshares, Inc.

576,355

11,250

 

Westamerica Bancorporation

194,776

11,205

 

Healthcare Realty Trust Inc. REIT

377,448

11,003

 

Washington Federal Inc.

588,806

10,863

 

IPC Holdings Ltd.

358,896

10,842

 

Hilb, Rogal and Hamilton Co.

231,504

10,821

 

Omega Healthcare Investors, Inc. REIT

548,272

10,779

 

Endurance Specialty Holdings Ltd.

342,467

10,589

 

Kilroy Realty Corp. REIT

219,388

10,485

 

Whitney Holdings Corp.

429,855

10,424

 

HRPT Properties Trust REIT

1,510,270

10,406

^

Colonial BancGroup, Inc.

1,285,356

10,103

 

 


 

 

 

 

UMB Financial Corp.

192,262

10,098

 

Mercury General Corp.

183,364

10,039

 

International Bancshares Corp.

368,246

9,943

 

Montpelier Re Holdings Ltd.

601,442

9,930

 

United Bankshares, Inc.

275,274

9,635

 

Erie Indemnity Co. Class A

225,862

9,547

 

Brandywine Realty Trust REIT

586,859

9,407

 

Allied World Assurance Holdings, Ltd.

261,956

9,305

 

F.N.B. Corp.

576,077

9,206

 

Zenith National Insurance Corp.

249,420

9,139

 

Prosperity Bancshares, Inc.

266,968

9,074

 

American Campus Communities, Inc. REIT

267,022

9,047

*

Knight Capital Group, Inc. Class A

599,420

8,907

 

Old National Bancorp

444,175

8,892

 

Webster Financial Corp.

351,540

8,876

 

Odyssey Re Holdings Corp.

199,753

8,749

 

Mid-America Apartment Communities, Inc. REIT

175,742

8,636

 

DCT Industrial Trust Inc. REIT

1,150,111

8,614

^

First Industrial Realty Trust REIT

296,681

8,509

 

Glacier Bancorp, Inc.

343,267

8,503

 

CBL & Associates Properties, Inc. REIT

422,004

8,474

 

Post Properties, Inc. REIT

295,608

8,268

 

Selective Insurance Group

357,235

8,188

 

EastGroup Properties, Inc. REIT

166,837

8,098

 

Hancock Holding Co.

157,930

8,054

 

First Midwest Bancorp, Inc.

325,313

7,886

 

Unitrin, Inc.

315,319

7,864

 

Delphi Financial Group, Inc.

279,023

7,824

*,^

AmeriCredit Corp.

771,708

7,817

 

Extra Space Storage Inc. REIT

505,493

7,764

 

R.L.I. Corp.

123,107

7,644

*

Argo Group International Holdings

206,080

7,594

^

Cousins Properties, Inc. REIT

294,042

7,428

^

Assured Guaranty Ltd.

456,669

7,425

 

MFA Mortgage Investments, Inc. REIT

1,137,943

7,397

*

Stifel Financial Corp.

144,520

7,212

 

Max Re Capital Ltd.

303,092

7,041

 

National Penn Bancshares Inc.

479,999

7,008

 

Lexington Realty Trust REIT

404,330

6,963

 

Ares Capital Corp.

650,779

6,788

 

Trustmark Corp.

326,162

6,765

 

The Phoenix Cos., Inc.

728,536

6,732

^

Cathay General Bancorp

281,497

6,700

 

Capitol Federal Financial

149,309

6,619

 

Sovran Self Storage, Inc. REIT

146,316

6,539

 

NewAlliance Bancshares, Inc.

425,715

6,399

 

LaSalle Hotel Properties REIT

268,717

6,266

 

Inland Real Estate Corp. REIT

397,291

6,233

 

NBT Bancorp, Inc.

204,261

6,111

 

Tanger Factory Outlet Centers, Inc. REIT

137,239

6,010

 

Pacific Capital Bancorp

293,796

5,979

 

First Commonwealth Financial Corp.

441,722

5,950

 

 


 

 

 

 

Provident Financial Services Inc.

359,452

5,935

 

TrustCo Bank NY

506,660

5,933

^

Umpqua Holdings Corp.

402,883

5,926

 

PS Business Parks, Inc. REIT

102,619

5,911

 

MGIC Investment Corp.

838,251

5,893

^

Park National Corp.

75,018

5,851

 

First BanCorp Puerto Rico

526,393

5,822

 

East West Bancorp, Inc.

424,948

5,822

 

CVB Financial Corp.

417,793

5,807

 

S & T Bancorp, Inc.

157,467

5,800

 

DiamondRock Hospitality Co. REIT

634,886

5,777

 

Employers Holdings, Inc.

332,312

5,776

 

MB Financial, Inc.

174,500

5,771

 

National Health Investors REIT

167,516

5,726

 

Colonial Properties Trust REIT

301,339

5,632

 

Equity One, Inc. REIT

272,448

5,582

*

Piper Jaffray Cos., Inc.

125,409

5,424

 

First Financial Bankshares, Inc.

104,365

5,414

*

Navigators Group, Inc.

90,290

5,237

 

First Citizens BancShares Class A

29,193

5,226

 

Franklin Street Properties Corp. REIT

401,245

5,216

 

Acadia Realty Trust REIT

205,289

5,190

 

Sterling Bancshares, Inc.

490,062

5,121

 

Medical Properties Trust Inc. REIT

445,646

5,058

 

Sterling Financial Corp.

348,240

5,049

 

Brookline Bancorp, Inc.

391,010

5,001

 

Pennsylvania REIT

263,094

4,959

 

PacWest Bancorp

173,184

4,951

*

PHH Corp.

362,577

4,819

 

Community Bank System, Inc.

190,765

4,798

 

UCBH Holdings, Inc.

741,170

4,751

 

Wintrust Financial Corp.

158,469

4,651

 

Sunstone Hotel Investors, Inc. REIT

343,192

4,633

 

City Holding Co.

108,191

4,571

 

Infinity Property & Casualty Corp.

108,782

4,482

 

Chemical Financial Corp.

143,453

4,467

*

Conseco, Inc.

1,237,005

4,354

 

Investors Real Estate Trust REIT

383,977

4,297

^

Ambac Financial Group, Inc.

1,825,133

4,253

 

United Fire & Casualty Co.

146,016

4,175

 

U-Store-It Trust REIT

330,173

4,051

 

WesBanco, Inc.

151,355

4,029

 

Capstead Mortgage Corp. REIT

359,669

3,938

 

Cedar Shopping Centers, Inc. REIT

297,513

3,933

 

Parkway Properties Inc. REIT

102,593

3,884

 

IBERIABANK Corp.

73,370

3,878

 

National Western Life Insurance Co. Class A

15,992

3,871

 

LTC Properties, Inc. REIT

131,530

3,856

^

Redwood Trust, Inc. REIT

176,480

3,835

^

Frontier Financial Corp.

284,055

3,815

 

Strategic Hotels and Resorts, Inc. REIT

499,633

3,772

^

National Financial Partners Corp.

251,442

3,772

 

 


 

 

 

 

Harleysville Group, Inc.

99,330

3,755

 

Financial Federal Corp.

162,405

3,722

 

Northwest Bancorp, Inc.

130,084

3,583

^

The South Financial Group, Inc.

486,442

3,566

*

Texas Capital Bancshares, Inc.

169,870

3,527

 

Safety Insurance Group, Inc.

92,819

3,521

 

Horace Mann Educators Corp.

272,525

3,507

 

SWS Group, Inc.

173,348

3,495

 

Bank Mutual Corp.

307,546

3,491

 

OneBeacon Insurance Group Ltd.

162,374

3,434

 

Stewart Information Services Corp.

114,723

3,413

 

Harleysville National Corp.

199,826

3,393

^

United Community Banks, Inc.

251,926

3,341

^

First Busey Corp.

180,833

3,315

 

Anworth Mortgage Asset Corp. REIT

553,424

3,276

 

Central Pacific Financial Co.

192,807

3,241

 

Independent Bank Corp. (MA)

103,633

3,230

 

Provident New York Bancorp, Inc.

242,312

3,203

 

Boston Private Financial Holdings, Inc.

365,922

3,198

 

Saul Centers, Inc. REIT

61,852

3,126

 

First Financial Bancorp

213,667

3,120

 

Community Trust Bancorp Inc.

90,510

3,114

 

First Financial Corp. (IN)

66,050

3,103

 

Ashford Hospitality Trust REIT

763,023

3,090

 

NorthStar Realty Finance Corp. REIT

396,065

3,070

 

FelCor Lodging Trust, Inc. REIT

422,375

3,024

*

FPIC Insurance Group, Inc.

58,810

3,022

^

TowneBank

136,879

3,011

*,^

Greenlight Capital Re. Ltd.

130,536

3,001

 

Universal Health Realty Income REIT

75,689

2,944

 

Renasant Corp.

133,381

2,896

 

PrivateBancorp, Inc.

69,017

2,875

 

Capital Southwest Corp.

19,551

2,777

 

Getty Realty Holding Corp. REIT

124,704

2,773

 

Ramco-Gershenson Properties Trust REIT

123,301

2,764

^

Cohen & Steers, Inc.

97,443

2,761

^

Radian Group, Inc.

537,958

2,711

 

State Auto Financial Corp.

93,136

2,707

 

FBL Financial Group, Inc. Class A

97,072

2,707

 

Univest Corp. of Pennsylvania

73,154

2,707

 

Simmons First National Corp.

74,733

2,660

 

Glimcher Realty Trust REIT

254,167

2,654

 

Oriental Financial Group Inc.

146,655

2,619

 

Castlepoint Holdings Ltd.

231,090

2,572

 

American Physicians Capital, Inc.

58,942

2,495

 

First Merchants Corp.

109,359

2,493

 

WSFS Financial Corp.

41,337

2,480

 

American Equity Investment Life Holding Co.

330,032

2,475

^

Anthracite Capital Inc. REIT

460,621

2,469

 

Dime Community Bancshares

159,563

2,429

 

Sandy Spring Bancorp, Inc.

109,881

2,428

 

LandAmerica Financial Group, Inc.

98,421

2,387

 

 


 

 

 

 

First Community Bancshares, Inc.

63,005

2,364

 

S.Y. Bancorp, Inc.

77,015

2,358

 

Flagstone Reinsurance Holdings Ltd.

229,257

2,354

 

Presidential Life Corp.

148,665

2,347

^

iStar Financial Inc. REIT

899,059

2,338

 

Tompkins Trustco, Inc.

45,188

2,282

 

CapLease, Inc. REIT

285,734

2,266

^

Newcastle Investment Corp. REIT

353,612

2,245

 

BlackRock Kelso Capital Corp.

191,730

2,211

 

Sun Communities, Inc. REIT

111,126

2,201

^

RAIT Financial Trust REIT

396,119

2,175

^

Capital City Bank Group, Inc.

69,263

2,171

*

Guaranty Bancorp

354,163

2,160

 

Columbia Banking System, Inc.

121,589

2,156

^

Provident Bankshares Corp.

221,333

2,149

 

Education Realty Trust, Inc. REIT

190,913

2,115

 

First Source Corp.

88,855

2,088

 

Union Bankshares Corp.

86,113

2,067

 

Compass Diversified Trust

147,877

2,061

*,^

KBW Inc.

62,134

2,047

 

Kite Realty Group Trust REIT

185,618

2,042

*,^

Western Alliance Bancorp

131,876

2,039

*

Hilltop Holdings Inc.

196,545

2,028

 

Washington Trust Bancorp, Inc.

76,223

2,028

*

Ocwen Financial Corp.

251,726

2,026

*

United America Indemnity, Ltd.

141,025

2,007

 

Friedman, Billings, Ramsey Group, Inc. REIT

996,074

1,992

 

Citizens Banking Corp.

642,503

1,979

*

NewStar Financial, Inc.

244,189

1,975

*

CNA Surety Corp.

118,277

1,975

 

BancFirst Corp.

40,864

1,975

 

First Financial Holdings, Inc.

74,171

1,942

 

BankFinancial Corp.

131,934

1,937

 

TriCo Bancshares

89,806

1,934

*,^

MF Global Ltd.

444,437

1,929

^

Capitol Bancorp Ltd.

98,960

1,929

 

First Potomac REIT

112,109

1,927

 

Heartland Financial USA, Inc.

76,522

1,918

 

Republic Bancorp, Inc. Class A

61,012

1,850

 

Urstadt Biddle Properties Class A REIT

97,230

1,823

 

Nelnet, Inc.

127,069

1,804

 

Nara Bancorp, Inc.

158,178

1,772

 

Kearny Financial Corp.

142,246

1,741

*

Investors Bancorp, Inc.

114,550

1,724

*,^

Northfield Bancorp, Inc.

135,443

1,640

 

The PMI Group Inc.

545,523

1,609

^

Old Second Bancorp, Inc.

83,305

1,543

 

Maguire Properties, Inc. REIT

257,148

1,533

 

CoBiz Inc.

123,605

1,485

^

Capital Trust Class A REIT

95,144

1,475

 

West Coast Bancorp

100,293

1,470

 

Kansas City Life Insurance Co.

31,743

1,460

 

 


 

 

 

 

Donegal Group Inc. Class A

80,125

1,453

 

Wilshire Bancorp Inc.

118,267

1,439

 

Chimera Investment Corp.

227,330

1,412

 

First Place Financial Corp.

109,105

1,402

 

City Bank Lynnwood (WA)

89,343

1,394

 

Advanta Corp. Class B

164,676

1,355

^

Cascade Bancorp

150,918

1,342

 

MCG Capital Corp.

508,421

1,332

 

Amcore Financial, Inc.

143,656

1,329

^

Arbor Realty Trust, Inc. REIT

132,413

1,324

 

Hanmi Financial Corp.

261,669

1,321

*

Penson Worldwide, Inc.

92,587

1,284

 

DuPont Fabros Technology Inc.

83,365

1,271

 

Baldwin & Lyons, Inc. Class B

50,794

1,218

*,^

Asset Acceptance Capital Corp.

102,882

1,084

^

The First Marblehead Corp.

430,256

1,071

 

Integra Bank Corp.

131,765

1,051

 

Resource America, Inc.

109,090

1,036

^

Seacoast Banking Corp. of Florida

96,557

1,036

^

National Interstate Corp.

38,929

935

 

Banner Corp.

75,326

905

^

Corus Bankshares Inc.

222,896

903

 

Anchor Bancorp Wisconsin Inc.

121,356

892

 

United Community Financial Corp.

172,093

860

 

Independent Bank Corp. (MI)

137,182

849

 

Advance America, Cash Advance Centers, Inc.

280,607

839

^

JER Investors Trust Inc. REIT

165,246

810

 

Gamco Investors Inc. Class A

13,543

803

*,^

Avatar Holding, Inc.

24,177

798

 

Gramercy Capital Corp. REIT

291,320

755

 

Great Southern Bancorp, Inc.

58,903

751

^

Flagstar Bancorp, Inc.

244,073

727

 

First State Bancorporation

135,573

724

*,^

First Federal Financial Corp.

91,522

718

 

BGC Partners, Inc.

144,637

620

 

Urstadt Biddle Properties REIT

35,996

607

*

LaBranche & Co. Inc.

129,679

584

^

Midwest Banc Holdings, Inc.

140,756

563

 

TierOne Corp.

103,070

529

 

Grubb & Ellis Co.

185,064

500

^

ASTA Funding, Inc.

70,920

497

*

Thomas Weisel Partners Group, Inc.

58,072

490

 

Advanta Corp. Class A

98,169

484

*

BankAtlantic Bancorp, Inc. Class A

58,774

482

 

Taylor Capital Group, Inc.

39,709

476

 

Roma Financial Corp.

31,616

466

*,^

Primus Guaranty, Ltd.

167,313

438

*

First Acceptance Corp.

128,254

436

*

FBR Capital Markets Corp.

61,423

398

^

Downey Financial Corp.

140,925

395

*,^

CompuCredit Corp.

96,076

377

^

W Holding Co., Inc.

794,155

373

 

 


 

 

 

*

Meruelo Maddux Properties Inc.

289,574

353

*

Thornburg Mortgage, Inc.

193,952

339

^

Crystal River Capital Inc. REIT

167,036

337

 

 

 

1,706,396

Health Care (6.6%)

 

PerkinElmer, Inc.

793,072

19,803

*

Watson Pharmaceuticals, Inc.

665,103

18,955

 

Universal Health Services Class B

316,123

17,712

 

Teleflex Inc.

265,405

16,851

 

STERIS Corp.

392,454

14,748

 

Owens & Minor, Inc. Holding Co.

275,471

13,360

*,^

Valeant Pharmaceuticals International

598,173

12,245

 

Hill-Rom Holdings, Inc.

397,037

12,034

*

LifePoint Hospitals, Inc.

344,967

11,087

 

West Pharmaceutical Services, Inc.

217,021

10,595

 

Cooper Cos., Inc.

301,519

10,481

*

Inverness Medical Innovations, Inc.

321,148

9,634

*

AMERIGROUP Corp.

358,570

9,054

*

Magellan Health Services, Inc.

176,540

7,249

*

Alpharma, Inc. Class A

192,747

7,110

*

Healthspring, Inc.

335,172

7,092

*

Health Management Associates Class A

1,630,081

6,781

*

Tenet Healthcare Corp.

1,123,399

6,235

*

CONMED Corp.

192,062

6,146

*

Centene Corp.

290,916

5,967

*

Pediatrix Medical Group, Inc.

110,577

5,962

*

Kindred Healthcare, Inc.

206,144

5,683

*

AmSurg Corp.

210,817

5,370

*

Apria Healthcare Group Inc.

293,623

5,356

 

Invacare Corp.

197,442

4,766

 

Landauer, Inc.

62,272

4,530

*

Bio-Rad Laboratories, Inc. Class A

43,712

4,333

*

Greatbatch, Inc.

153,228

3,760

 

Vital Signs, Inc.

49,116

3,630

*

Universal American Corp.

285,252

3,477

*

Cross Country Healthcare, Inc.

195,441

3,184

*

Regeneron Pharmaceuticals, Inc.

143,723

3,137

*

Res-Care, Inc.

166,224

3,015

*,^

Molina Healthcare Inc.

95,519

2,961

*

Albany Molecular Research, Inc.

159,701

2,889

*

Par Pharmaceutical Cos. Inc.

231,671

2,847

 

Datascope Corp.

44,659

2,306

*

Skilled Healthcare Group Inc.

130,061

2,067

 

National Healthcare Corp.

43,047

2,028

*

Savient Pharmaceuticals Inc.

127,517

1,901

*,^

Triple-S Management Corp.

108,872

1,774

 

Analogic Corp.

31,344

1,560

*

AMAG Pharmaceuticals, Inc.

39,881

1,545

*,^

Medivation Inc.

57,512

1,522

*,^

Dendreon Corp.

218,862

1,250

*

Arena Pharmaceuticals, Inc.

246,551

1,233

*

Cambrex Corp.

194,403

1,196

 

 


 

 

 

*

Cynosure Inc.

64,009

1,148

*

Odyssey Healthcare, Inc.

109,982

1,116

*

Enzo Biochem, Inc.

78,475

862

*

Array BioPharma Inc.

105,036

807

*

Momenta Pharmaceuticals, Inc.

60,214

789

*

Nektar Therapeutics

217,140

780

*

XOMA Ltd.

311,967

655

*

Zymogenetics, Inc.

96,274

641

*

Ligand Pharmaceuticals Inc. Class B

200,646

592

 

LCA-Vision Inc.

124,605

578

*

Nabi Biopharmaceuticals

123,199

574

*

Nighthawk Radiology Holdings, Inc.

66,759

482

*

Clinical Data, Inc.

26,716

430

*

Chindex International, Inc.

39,401

428

*

Senomyx, Inc.

71,473

324

*

Lexicon Pharmaceuticals Inc.

177,907

317

*

Acadia Pharmaceuticals Inc.

106,204

285

 

 

 

317,229

Industrials (13.5%)

*

URS Corp.

565,402

20,733

 

Lincoln Electric Holdings, Inc.

286,188

18,405

 

The Timken Co.

547,090

15,510

 

Woodward Governor Co.

404,483

14,266

 

Trinity Industries, Inc.

542,629

13,962

 

Kennametal, Inc.

514,630

13,957

 

Curtiss-Wright Corp.

299,674

13,620

 

Con-way, Inc.

305,363

13,469

 

Carlisle Co., Inc.

408,998

12,258

 

Alexander & Baldwin, Inc.

276,737

12,185

 

GATX Corp.

307,467

12,166

 

Brady Corp. Class A

336,030

11,855

 

Hubbell Inc. Class B

326,654

11,449

*

Moog Inc.

258,295

11,076

 

Lennox International Inc.

322,486

10,729

 

IKON Office Solutions, Inc.

627,201

10,669

 

Crane Co.

319,613

9,496

 

Belden Inc.

293,191

9,326

 

Regal-Beloit Corp.

215,560

9,166

 

Kaydon Corp.

185,375

8,353

 

Watsco, Inc.

163,958

8,244

 

Baldor Electric Co.

278,145

8,013

 

Granite Construction Co.

218,119

7,813

*

United Stationers, Inc.

156,788

7,499

 

Watson Wyatt & Co. Holdings

142,861

7,104

 

Applied Industrial Technology, Inc.

255,021

6,868

^

HNI Corp.

268,063

6,793

 

Otter Tail Corp.

220,496

6,776

 

Werner Enterprises, Inc.

306,559

6,655

 

ABM Industries Inc.

302,433

6,605

*

MPS Group, Inc.

631,638

6,367

 

Barnes Group, Inc.

309,135

6,251

 

Skywest, Inc.

390,902

6,247

 

 


 

 

 

*

EMCOR Group, Inc.

227,198

5,980

 

Mueller Industries Inc.

248,730

5,723

 

Franklin Electric, Inc.

122,830

5,472

 

Arkansas Best Corp.

160,422

5,405

 

Watts Water Technologies, Inc.

196,551

5,376

 

Briggs & Stratton Corp.

331,680

5,367

 

A.O. Smith Corp.

131,320

5,146

*

EnPro Industries, Inc.

135,178

5,023

 

Deluxe Corp.

345,230

4,968

*

Alaska Air Group, Inc.

240,843

4,911

 

Knoll, Inc.

323,804

4,896

*

EnerSys

248,219

4,892

 

Kaman Corp. Class A

170,171

4,846

 

Albany International Corp.

177,207

4,843

*

United Rentals, Inc.

317,660

4,841

 

CIRCOR International, Inc.

107,105

4,652

^

Simpson Manufacturing Co.

169,153

4,582

*,^

YRC Worldwide, Inc.

382,036

4,569

*

WESCO International, Inc.

140,836

4,532

 

Federal Signal Corp.

322,326

4,416

 

G & K Services, Inc. Class A

132,615

4,383

 

Eagle Bulk Shipping Inc.

313,007

4,363

 

McGrath RentCorp

150,265

4,331

*,^

RSC Holdings Inc.

381,147

4,330

*

Continental Airlines, Inc. Class B

257,982

4,303

 

CLARCOR Inc.

112,748

4,279

*

NCI Building Systems, Inc.

132,492

4,207

*

Mastec Inc.

315,882

4,198

 

Ameron International Corp.

58,566

4,196

*

School Specialty, Inc.

132,696

4,139

*

Ceradyne, Inc.

108,745

3,987

*

Avis Budget Group, Inc.

678,954

3,897

 

Armstrong Worldwide Industries, Inc.

134,248

3,880

 

Pacer International, Inc.

232,888

3,836

 

Tennant Co.

111,887

3,833

 

Quanex Building Products Corp.

250,409

3,816

 

Viad Corp.

132,050

3,802

 

Macquarie Infrastructure Co. LLC

286,601

3,786

 

Universal Forest Products, Inc.

108,014

3,771

 

Mueller Water Products, Inc.

575,088

3,738

 

NACCO Industries, Inc. Class A

38,145

3,605

 

Comfort Systems USA, Inc.

269,134

3,596

 

Kelly Services, Inc. Class A

167,697

3,195

*

Interline Brands, Inc.

195,172

3,164

 

Aircastle Ltd.

316,653

3,138

 

Tredegar Corp.

172,781

3,074

 

Gibraltar Industries Inc.

160,858

3,010

 

Genco Shipping and Trading Ltd.

90,300

3,002

 

Apogee Enterprises, Inc.

193,857

2,914

*

Insituform Technologies Inc. Class A

186,436

2,789

*

Korn/Ferry International

155,880

2,778

 

Steelcase Inc.

256,681

2,759

 

 


 

 

 

*

Acco Brands Corp.

362,362

2,732

*

Griffon Corp.

300,592

2,711

 

Ennis, Inc.

172,618

2,669

*

Cenveo Inc.

342,865

2,637

*

GeoEye Inc.

114,513

2,534

 

Triumph Group, Inc.

55,390

2,532

*

Kforce Inc.

242,199

2,473

*

John Bean Technologies Corp.

188,807

2,390

*

Tecumseh Products Co. Class A

95,281

2,386

 

Cascade Corp.

54,360

2,381

 

TAL International Group, Inc.

109,587

2,282

 

Heartland Express, Inc.

146,876

2,279

*

Rush Enterprises, Inc. Class A

175,691

2,249

*

Republic Airways Holdings Inc.

210,655

2,147

 

CDI Corp.

95,387

2,130

 

Bowne & Co., Inc.

181,189

2,093

*

Argon ST, Inc.

87,275

2,050

*

Consolidated Graphics, Inc.

67,007

2,032

 

Sauer-Danfoss, Inc.

80,877

1,997

 

Wabash National Corp.

206,262

1,949

*

Atlas Air Worldwide Holdings, Inc.

47,245

1,904

*

Columbus McKinnon Corp.

78,526

1,851

*

Spherion Corp.

368,679

1,795

 

Kimball International, Inc. Class B

160,861

1,737

 

Great Lakes Dredge & Dock Co.

273,841

1,728

^

Mueller Water Products, Inc. Class A

186,436

1,674

*

Beacon Roofing Supply, Inc.

104,451

1,631

 

Schawk, Inc.

100,492

1,519

^

American Woodmark Corp.

66,751

1,498

 

Courier Corp.

70,174

1,429

*

LECG Corp.

162,243

1,309

 

Horizon Lines Inc.

123,374

1,218

 

Textainer Group Holdings Ltd.

79,735

1,211

*

TBS International Ltd.

87,714

1,181

 

Vicor Corp.

130,828

1,162

 

Paragon Shipping, Inc.

135,278

1,152

*

Exponent, Inc.

34,652

1,147

 

The Greenbrier Cos., Inc.

52,004

1,015

*,^

FuelCell Energy, Inc.

143,920

868

*

Volt Information Sciences Inc.

95,457

857

 

Lawson Products, Inc.

28,519

788

*

TriMas Corp.

111,614

732

 

Encore Wire Corp.

40,225

728

*

Rush Enterprises, Inc. Class B

57,065

717

*

H&E Equipment Services, Inc.

72,638

702

*

Amerco, Inc.

16,531

693

 

The Standard Register Co.

64,775

638

*

Commercial Vehicle Group Inc.

72,475

515

*,^

Metalico, Inc.

71,857

424

*,^

Force Protection, Inc.

157,595

422

*,^

Builders FirstSource, Inc.

61,031

366

*

Tecumseh Products Co. Class B

15,025

337

 

 


 

 

 

*

Air Transport Services Group Inc.

398,939

295

*,^

Dollar Thrifty Automotive Group, Inc.

145,659

281

*

Plug Power, Inc.

176,427

175

 

 

 

644,776

Information Technology (9.8%)

*

SAIC, Inc.

1,235,023

24,984

*

Compuware Corp.

1,754,540

17,001

 

Diebold, Inc.

440,700

14,592

*

Convergys Corp.

827,703

12,233

*

Anixter International Inc.

203,364

12,102

*

IAC/InterActiveCorp

636,963

11,019

*

PMC Sierra Inc.

1,467,115

10,886

*

Tech Data Corp.

354,195

10,573

*

CACI International, Inc.

201,895

10,115

*

International Rectifier Corp.

486,024

9,244

*

Skyworks Solutions, Inc.

1,093,265

9,140

*

Integrated Device Technology Inc.

1,147,417

8,927

 

Global Payments Inc.

186,484

8,366

*

Sybase, Inc.

265,504

8,130

*

Ariba, Inc.

572,596

8,091

*

Novell, Inc.

1,533,213

7,881

*

Vishay Intertechnology, Inc.

1,152,126

7,627

*

Fairchild Semiconductor International, Inc.

834,539

7,419

 

Plantronics, Inc.

327,884

7,384

*

Mentor Graphics Corp.

607,975

6,901

*

ADC Telecommunications, Inc.

788,768

6,665

*

Benchmark Electronics, Inc.

451,847

6,362

*

Arris Group Inc.

821,572

6,351

*

3Com Corp.

2,700,907

6,293

*

Avocent Corp.

299,852

6,135

*

Emulex Corp.

565,208

6,031

*

ON Semiconductor Corp.

882,819

5,968

*

Avid Technology, Inc.

247,870

5,964

*

Foundry Networks, Inc.

324,533

5,910

*

MKS Instruments, Inc.

283,535

5,645

*

Tekelec

392,881

5,496

 

Broadridge Financial Solutions LLC

327,876

5,046

*

Checkpoint Systems, Inc.

265,608

4,999

*

Sanmina-SCI Corp.

3,559,505

4,983

*

Electronics for Imaging, Inc.

355,771

4,956

*

RF Micro Devices, Inc.

1,675,403

4,892

 

United Online, Inc.

516,751

4,863

 

Imation Corp.

214,710

4,857

*

QLogic Corp.

310,275

4,766

 

MAXIMUS, Inc.

124,635

4,592

*

Unisys Corp.

1,549,348

4,261

*

Insight Enterprises, Inc.

314,928

4,223

 

Take-Two Interactive Software, Inc.

257,399

4,221

*

CSG Systems International, Inc.

234,434

4,110

 

Black Box Corp.

117,603

4,061

*

Standard Microsystem Corp.

150,805

3,767

 

Fair Isaac, Inc.

162,725

3,752

 

 


 

 

 

*

Entegris Inc.

764,480

3,700

*

Progress Software Corp.

139,367

3,622

*

Brooks Automation, Inc.

426,087

3,562

 

AVX Corp.

344,452

3,510

*

Powerwave Technologies, Inc.

882,405

3,494

*

Teradyne, Inc.

402,901

3,147

*

Lawson Software, Inc.

438,153

3,067

*

ModusLink Global Solutions, Inc.

312,488

3,003

*

JDA Software Group, Inc.

195,067

2,967

 

CTS Corp.

226,033

2,889

*

Zoran Corp.

347,321

2,834

*

Adaptec, Inc.

810,288

2,658

*

SYNNEX Corp.

117,458

2,624

*

Electro Scientific Industries, Inc.

182,160

2,590

*

VeriFone Holdings, Inc.

156,583

2,590

*

Brightpoint, Inc.

355,980

2,563

*

Ciber, Inc.

363,538

2,541

*

Amkor Technology, Inc.

397,687

2,533

 

Technitrol, Inc.

170,031

2,515

*,^

UTStarcom, Inc.

713,164

2,403

*

Websense, Inc.

105,885

2,367

 

Methode Electronics, Inc. Class A

254,844

2,278

*

Littelfuse, Inc.

72,662

2,160

*

Secure Computing Corp.

385,720

2,114

*

FEI Co.

85,440

2,034

*

Semtech Corp.

145,036

2,025

*

Silicon Storage Technology, Inc.

616,187

2,009

*

Net 1 UEPS Technologies, Inc.

86,316

1,927

*

Hutchinson Technology, Inc.

158,840

1,839

*

Genpact, Ltd.

174,683

1,815

 

Electro Rent Corp.

130,833

1,757

*

Rudolph Technologies, Inc.

195,625

1,639

 

Agilysys, Inc.

152,924

1,543

*

S1 Corp.

247,532

1,515

*

infoGROUP, Inc.

226,860

1,500

*

Quantum Corp.

1,382,906

1,494

*

DSP Group Inc.

189,347

1,448

*

ACI Worldwide, Inc.

80,951

1,418

*

Actel Corp.

109,786

1,370

*

Ness Technologies Inc.

118,917

1,364

*

Harris Stratex Networks, Inc. Class A

170,705

1,333

*

Applied Micro Circuits Corp.

217,224

1,299

*

Exar Corp.

162,158

1,242

*

Loral Space and Communications Ltd.

81,399

1,202

 

Gevity HR, Inc.

157,088

1,144

*

Magma Design Automation, Inc.

251,260

1,010

*

TNS Inc.

51,316

994

 

InfoSpace, Inc.

80,088

869

*

PDF Solutions, Inc.

158,793

826

*

Newport Corp.

75,887

818

*

Spansion Inc. Class A

524,190

812

*

Kemet Corp.

563,835

789

 

 


 

 

 

*

Conexant Systems, Inc.

165,600

664

*

Vignette Corp.

59,317

637

*

MRV Communications Inc.

528,333

618

*

Internap Network Services Corp.

170,666

594

 

Bel Fuse, Inc. Class B

20,546

585

*

Axcelis Technologies, Inc.

341,570

581

*

SiRF Technology Holdings, Inc.

384,249

573

*

Lattice Semiconductor Corp.

272,640

562

*

Photronics, Inc.

266,524

501

*

Novatel Wireless, Inc.

75,139

455

*

Smart Modular Technologies Inc.

122,388

367

 

Renaissance Learning, Inc.

24,677

321

*

GSI Group, Inc.

88,981

314

*

Openwave Systems Inc.

200,376

248

*,^

Nextwave Wireless Inc.

412,749

248

 

Bel Fuse, Inc. Class A

8,567

236

 

 

 

466,054

Materials (5.8%)

 

AptarGroup Inc.

455,566

17,817

 

Packaging Corp. of America

695,863

16,130

 

RPM International, Inc.

816,753

15,796

 

Valspar Corp.

637,524

14,210

 

Cabot Corp.

431,984

13,729

 

Cytec Industries, Inc.

303,088

11,793

 

Temple-Inland Inc.

711,558

10,858

 

Olin Corp.

500,732

9,714

 

Rock-Tenn Co.

242,644

9,701

 

Sensient Technologies Corp.

305,971

8,607

*

Smurfit-Stone Container Corp.

1,714,926

8,060

*

Rockwood Holdings, Inc.

297,035

7,622

 

Minerals Technologies, Inc.

126,466

7,507

 

Chemtura Corp.

1,622,301

7,398

 

H.B. Fuller Co.

354,101

7,390

 

Compass Minerals International, Inc.

141,023

7,388

*

Century Aluminum Co.

255,315

7,070

 

Worthington Industries, Inc.

451,806

6,750

 

Louisiana-Pacific Corp.

691,750

6,433

 

Silgan Holdings, Inc.

115,219

5,887

 

Ferro Corp.

292,556

5,880

 

Arch Chemicals, Inc.

166,343

5,872

 

Schnitzer Steel Industries, Inc. Class A

144,947

5,688

 

AMCOL International Corp.

151,612

4,739

*

OM Group, Inc.

204,551

4,602

 

Glatfelter

303,595

4,111

*

PolyOne Corp.

595,094

3,838

*,^

Headwaters Inc.

281,992

3,765

 

Royal Gold, Inc.

102,166

3,674

 

A. Schulman Inc.

163,870

3,241

 

Wausau Paper Corp.

314,462

3,186

 

Westlake Chemical Corp.

132,042

2,777

 

Innophos Holdings Inc.

97,952

2,388

 

Koppers Holdings, Inc.

59,203

2,215

 

 


 

 

 

*

Buckeye Technology, Inc.

262,561

2,150

 

Spartech Corp.

205,761

2,037

 

A.M. Castle & Co.

114,163

1,973

 

Neenah Paper Inc.

98,308

1,947

 

Schweitzer-Mauduit International, Inc.

100,023

1,899

 

Innospec, Inc.

157,403

1,898

*,^

Coeur d'Alene Mines Corp.

1,161,252

1,777

*

Calgon Carbon Corp.

86,500

1,761

*

Horsehead Holding Corp.

233,968

1,380

*,^

AbitibiBowater, Inc.

338,239

1,309

 

Myers Industries, Inc.

94,384

1,190

 

American Vanguard Corp.

66,362

1,001

 

NL Industries, Inc.

66,014

678

 

Georgia Gulf Corp.

220,770

552

*,^

General Moly, Inc.

124,635

542

*,^

Apex Silver Mines Ltd.

229,911

396

 

 

 

278,326

Telecommunication Services (0.7%)

 

FairPoint Communications, Inc.

598,238

5,187

*

Cincinnati Bell Inc.

1,628,172

5,031

*

Syniverse Holdings Inc.

297,130

4,935

 

Iowa Telecommunications Services Inc.

214,693

4,010

 

Alaska Communications Systems Holdings, Inc.

290,284

3,550

 

Consolidated Communications Holdings, Inc.

158,357

2,388

*

Premiere Global Services, Inc.

138,533

1,948

 

Atlantic Tele-Network, Inc.

66,404

1,859

 

Shenandoah Telecommunications Co.

81,315

1,795

 

USA Mobility, Inc.

156,001

1,716

*

General Communication, Inc.

149,165

1,381

 

SureWest Communications

91,633

935

*,^

IDT Corp. Class B

310,947

230

*,^

TerreStar Corp.

188,708

189

*

IDT Corp.

92,767

48

 

 

 

35,202

Utilities (8.1%)

 

Puget Energy, Inc.

868,682

23,194

 

OGE Energy Corp.

616,134

19,026

 

UGI Corp. Holding Co.

716,256

18,465

 

Great Plains Energy, Inc.

794,116

17,590

 

ITC Holdings Corp.

331,055

17,139

 

Hawaiian Electric Industries Inc.

563,244

16,340

 

Westar Energy, Inc.

702,201

16,179

 

AGL Resources Inc.

512,608

16,086

 

Atmos Energy Corp.

604,101

16,081

 

Aqua America, Inc.

895,179

15,916

 

Piedmont Natural Gas, Inc.

491,680

15,714

 

Vectren Corp.

511,457

14,244

 

Nicor Inc.

302,333

13,408

 

WGL Holdings Inc.

331,299

10,751

 

Cleco Corp.

403,209

10,181

 

New Jersey Resources Corp.

281,018

10,086

 

Portland General Electric Co.

418,841

9,910

 

 


 

 

 

 

Northwest Natural Gas Co.

176,963

9,202

 

IDACORP, Inc.

302,984

8,814

 

Southwest Gas Corp.

290,207

8,782

 

Black Hills Corp.

257,258

7,993

 

ALLETE, Inc.

175,641

7,816

 

Avista Corp.

355,363

7,715

 

South Jersey Industries, Inc.

199,106

7,108

 

The Laclede Group, Inc.

138,968

6,738

 

UniSource Energy Corp.

230,814

6,737

 

NorthWestern Corp.

261,031

6,560

*

El Paso Electric Co.

299,667

6,293

 

UIL Holdings Corp.

160,247

5,501

 

PNM Resources Inc.

515,350

5,277

 

MGE Energy, Inc.

148,272

5,271

 

California Water Service Group

132,111

5,086

 

Empire District Electric Co.

226,131

4,828

 

CH Energy Group, Inc.

105,457

4,595

 

American States Water Co.

115,516

4,447

 

EnergySouth, Inc.

49,023

3,011

 

SJW Corp.

92,687

2,778

 

 

 

384,862

Total Common Stocks (Cost $5,226,755)

 

4,777,366

 

 


 

 

 

Face

Market

 

 

Maturity

Amount

Value

 

Coupon

Date

($000)

($000)

Temporary Cash Investments (3.0%)

 

 

 

U.S. Agency Obligations (0.1%)

 

 

 

1

Federal Home Loan Bank

2.536%

11/19/08

1,000

996

1

Federal Home Loan Bank

2.576%

11/24/08

500

497

1

Federal National Mortgage Assn.

2.576%

10/15/08

1,000

999

 

 

 

 

 

2,492

Money Market Fund (2.9%)

 

 

 

2,3

Vanguard Market Liquidity Fund

2.296%

 

141,172,676

141,173

Total Temporary Cash Investments (Cost $143,666)

 

143,665

Total Investments (103.1%) (Cost $5,370,421)

 

4,921,031

3 Other Assets and Liabilities-Net (-3.1%)

 

(145,943)

Net Assets (100%)

 

4,775,088

 

 

* Non-income-producing security.

^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $136,292,000.

1 The issuer operates under a congressional charter; its securities are neither issued nor guaranteed by the U.S. government.

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 $141,173,000 of collateral received for securities on loan.

REIT—Real Estate Investment Trust.

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.

At September 30, 2008, the cost of investment securities for tax purposes was $5,370,421,000. Net unrealized depreciation of investment securities for tax purposes was $449,390,000, consisting of unrealized gains of $464,612,000 on securities that had risen in value since their purchase and $914,002,000 in unrealized losses on securities that had fallen in value since their purchase.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

 

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, based on the inputs used to value them:

 

 

Valuation Inputs

Investments in

Securities ($000)

Level 1- Quoted prices

4,918,539

Level 2- Other significant observable inputs

2,492

Level 3- Significant unobservable inputs

-

Total

4,921,031

 

 

 




Vanguard Small-Cap Growth Index Fund

Schedule of Investments

As of September 30, 2008

 

 

 

 

 

Market

 

 

 

Value

 

 

Shares

($000)

Common Stocks (100.0%)

 

 

Consumer Discretionary (13.7%)

 

 

 

DeVry, Inc.

394,139

19,526

 

Strayer Education, Inc.

87,278

17,478

*

Big Lots Inc.

499,574

13,903

*

Aeropostale, Inc.

410,659

13,186

*

LKQ Corp.

748,516

12,702

*

The Warnaco Group, Inc.

279,395

12,654

*

Hanesbrands Inc.

577,509

12,561

 

John Wiley & Sons Class A

267,942

10,838

*

Marvel Entertainment, Inc.

314,299

10,730

*

Dick's Sporting Goods, Inc.

523,018

10,241

*

Liberty Media Corp.-Capital Series A

756,574

10,123

*

Scientific Games Corp.

426,418

9,816

 

Matthews International Corp.

191,362

9,710

*

WMS Industries, Inc.

312,035

9,539

*,^

Netflix.com, Inc.

302,874

9,353

^

Polaris Industries, Inc.

202,241

9,200

*

Bally Technologies Inc.

302,194

9,150

*,^

Panera Bread Co.

177,468

9,033

*

Tractor Supply Co.

206,367

8,678

*

Fossil, Inc.

297,561

8,400

*

Deckers Outdoor Corp.

75,997

7,910

*

Corinthian Colleges, Inc.

522,657

7,840

 

Hillenbrand Inc.

383,191

7,725

*

Jack in the Box Inc.

360,728

7,611

 

Arbitron Inc.

167,367

7,480

*

Live Nation, Inc.

441,718

7,187

 

Aaron Rents, Inc.

261,963

7,091

*,^

J. Crew Group, Inc.

248,138

7,089

^

Pool Corp.

293,375

6,844

*

Lions Gate Entertainment Corp.

728,528

6,571

*,^

Life Time Fitness, Inc.

206,160

6,447

 

Orient-Express Hotel Ltd.

260,632

6,289

*

The Gymboree Corp.

174,829

6,206

*

Chico's FAS, Inc.

1,083,019

5,924

*,^

Vail Resorts Inc.

166,304

5,812

 

Choice Hotels International, Inc.

211,206

5,724

*

The Cheesecake Factory Inc.

390,902

5,715

*,^

Under Armour, Inc.

179,117

5,689

^

Thor Industries, Inc.

221,345

5,494

*

Coinstar, Inc.

171,297

5,482

*

Morningstar, Inc.

98,213

5,448

 

Sotheby's

268,517

5,386

*

The Children's Place Retail Stores, Inc.

152,785

5,095

*

Sonic Corp.

349,245

5,089

 

 


 

 

 

*

Chipotle Mexican Grill, Inc. Class B

107,857

5,042

*

CEC Entertainment Inc.

150,885

5,009

*,^

Chipotle Mexican Grill, Inc.

89,386

4,960

*

Gaylord Entertainment Co.

163,091

4,790

 

Gentex Corp.

307,045

4,391

*

Sally Beauty Co. Inc.

500,694

4,306

*,^

Meritage Corp.

169,679

4,191

*,^

Iconix Brand Group Inc.

318,753

4,169

*,^

Buffalo Wild Wings Inc.

98,387

3,959

*,^

Lululemon Athletica, Inc.

167,315

3,853

*

Papa John's International, Inc.

140,593

3,819

 

MDC Holdings, Inc.

104,044

3,807

*

Jos. A. Bank Clothiers, Inc.

111,734

3,754

*,^

Blue Nile Inc.

82,943

3,556

*,^

P.F. Chang's China Bistro, Inc.

148,386

3,493

*

Hibbett Sports Inc.

174,449

3,492

*,^

True Religion Apparel, Inc.

132,200

3,417

*

Capella Education Co.

77,257

3,311

*

99 Cents Only Stores

301,291

3,305

*

Steiner Leisure Ltd.

94,633

3,254

^

NutriSystem, Inc.

178,256

3,159

 

CKE Restaurants Inc.

289,544

3,069

*

Texas Roadhouse, Inc.

339,701

3,054

*

thinkorswim Group, Inc.

346,191

2,884

 

National CineMedia Inc.

258,424

2,856

*

RCN Corp.

231,203

2,835

*

Champion Enterprises, Inc.

477,204

2,648

*

Red Robin Gourmet Burgers, Inc.

98,241

2,633

*

Peet's Coffee & Tea Inc.

85,732

2,394

*

American Public Education, Inc.

49,191

2,375

*

Pre-Paid Legal Services, Inc.

56,020

2,311

*

Coldwater Creek Inc.

390,725

2,262

 

Men's Wearhouse, Inc.

105,358

2,238

*

Skechers U.S.A., Inc.

132,268

2,226

*

Universal Electronics, Inc.

86,745

2,167

*

Wendy's/Arby's Group, Inc.

404,742

2,129

*

Drew Industries, Inc.

121,278

2,075

*

Morgans Hotel Group

177,822

1,940

*,^

Overstock.com, Inc.

97,679

1,935

*

Zumiez Inc.

116,996

1,928

*

California Pizza Kitchen, Inc.

147,744

1,901

*

Visteon Corp.

803,893

1,865

*,^

Ulta Salon, Cosmetics & Fragrance, Inc.

140,073

1,860

 

Warner Music Group Corp.

236,548

1,798

*,^

Charter Communications, Inc.

2,380,659

1,738

*,^

Crocs, Inc.

485,386

1,738

*

Volcom, Inc.

97,170

1,679

 

Christopher & Banks Corp.

216,612

1,661

 

CKX, Inc.

269,409

1,660

*

Shuffle Master, Inc.

324,752

1,653

*,^

American Apparel, Inc.

196,668

1,613

 

bebe stores, inc.

163,596

1,598

 

 


 

 

 

*

The Dress Barn, Inc.

103,596

1,584

*

K12 Inc.

59,617

1,580

 

Ambassadors Group, Inc.

99,230

1,579

*

New York & Co., Inc.

164,144

1,566

*

Denny's Corp.

583,124

1,504

*

Knology, Inc.

185,427

1,496

*

Mediacom Communications Corp.

250,877

1,485

*

Pacific Sunwear of California, Inc.

217,916

1,467

*

Universal Technical Institute Inc.

85,051

1,451

*,^

iRobot Corp.

97,875

1,451

 

Systemax Inc.

90,015

1,266

*

BJ's Restaurants Inc.

105,013

1,254

*

Stamps.com Inc.

100,833

1,177

*,^

Raser Technologies, Inc.

134,757

1,145

*

Pier 1 Imports Inc.

274,165

1,132

*

AFC Enterprises, Inc.

154,318

1,120

*

Leapfrog Enterprises, Inc.

104,692

1,106

*

Gaiam, Inc.

102,454

1,086

*

Tenneco Automotive, Inc.

100,162

1,065

*

Dolan Media Co.

99,973

1,009

*

Citi Trends Inc.

61,287

998

*

1-800-FLOWERS.COM, Inc.

162,319

977

*

Shutterfly, Inc.

100,263

964

*

hhgregg, Inc.

98,681

962

*

Smith & Wesson Holding Corp.

244,402

914

*

Entravision Communications Corp.

327,072

880

*,^

Martha Stewart Living Omnimedia, Inc.

100,242

853

*,^

Lumber Liquidators, Inc.

65,492

823

*

Monarch Casino & Resort, Inc.

70,894

808

^

DineEquity, Inc.

47,866

807

*

Cumulus Media Inc.

184,708

787

 

Spartan Motors, Inc.

189,526

603

*,^

Krispy Kreme Doughnuts, Inc.

170,570

563

*

Playboy Enterprises, Inc. Class B

130,821

515

*

MTR Gaming Group Inc.

144,104

478

*

Ruth's Hospitality Group Inc.

119,537

470

*

Select Comfort Corp.

276,506

456

*

Crown Media Holdings, Inc.

90,693

456

*

Town Sports International Holdings, Inc.

73,256

447

*

DSW Inc. Class A

29,450

403

*,^

Isle of Capri Casinos, Inc.

36,890

333

*,^

Fleetwood Enterprises, Inc.

305,813

315

 

PRIMEDIA Inc.

108,257

263

 

Stein Mart, Inc.

59,434

232

*

Nexcen Brands, Inc.

189,922

53

 

 

 

571,612

Consumer Staples (2.8%)

 

Alberto-Culver Co.

556,355

15,155

 

Herbalife Ltd.

299,855

11,850

*

Central European Distribution Corp.

252,653

11,473

*

NBTY, Inc.

340,550

10,053

 

Casey's General Stores, Inc.

295,628

8,919

 

 


 

 

 

*,^

Chattem, Inc.

100,098

7,826

*

United Natural Foods, Inc.

249,910

6,245

*

Darling International, Inc.

499,975

5,555

 

Flowers Foods, Inc.

178,267

5,234

*

BJ's Wholesale Club, Inc.

128,390

4,989

*

Winn-Dixie Stores, Inc.

331,627

4,610

*,^

Green Mountain Coffee Roasters, Inc.

103,150

4,058

*

Boston Beer Co., Inc. Class A

57,834

2,747

*

American Oriental Bioengineering, Inc.

384,448

2,495

 

Spartan Stores, Inc.

87,423

2,175

*,^

USANA Health Sciences, Inc.

50,321

2,063

^

Cal-Maine Foods, Inc.

72,021

1,976

*,^

Rite Aid Corp.

2,356,600

1,909

^

Tootsie Roll Industries, Inc.

65,688

1,899

*

Revlon, Inc.

102,944

1,529

 

Inter Parfums, Inc.

94,422

1,280

*,^

The Great Atlantic & Pacific Tea Co., Inc.

106,466

1,152

*

Alliance One International, Inc.

281,903

1,071

 

Coca-Cola Bottling Co.

24,473

1,069

 

PriceSmart, Inc.

36,634

613

*

Spectrum Brands Inc.

244,130

339

 

 

 

118,284

Energy (10.7%)

*

Oceaneering International, Inc.

338,394

18,043

*

Dresser Rand Group, Inc.

528,077

16,619

*

Superior Energy Services, Inc.

495,729

15,437

*

Unit Corp.

289,512

14,424

*

Comstock Resources, Inc.

279,665

13,997

 

Penn Virginia Corp.

255,754

13,668

 

Core Laboratories N.V.

134,057

13,583

 

St. Mary Land & Exploration Co.

377,710

13,465

*

Helix Energy Solutions Group, Inc.

534,665

12,982

*

Atwood Oceanics, Inc.

353,722

12,875

*

Oil States International, Inc.

304,059

10,748

 

Foundation Coal Holdings, Inc.

278,356

9,904

*

Patriot Coal Corp.

328,491

9,543

*

EXCO Resources, Inc.

548,625

8,954

 

Berry Petroleum Class A

222,589

8,621

*

Grey Wolf, Inc.

1,097,739

8,540

*

Arena Resources, Inc.

217,572

8,453

*

Encore Acquisition Co.

201,966

8,438

*

Concho Resources, Inc.

303,181

8,371

*

Dril-Quip, Inc.

187,834

8,150

 

Atlas America, Inc.

222,772

7,599

 

Holly Corp.

261,402

7,560

*

ION Geophysical Corp.

519,562

7,373

*

Goodrich Petroleum Corp.

160,127

6,980

 

CARBO Ceramics Inc.

128,196

6,616

*,^

McMoRan Exploration Co.

272,865

6,451

*

TETRA Technologies, Inc.

457,675

6,339

*

Willbros Group, Inc.

238,263

6,314

*

Bill Barrett Corp.

193,234

6,205

 

 


 

 

 

*

Carrizo Oil & Gas, Inc.

169,191

6,137

*

Complete Production Services, Inc.

294,560

5,930

*,^

BPZ Energy, Inc.

335,633

5,773

*,^

Delta Petroleum Corp.

408,941

5,553

*

Hornbeck Offshore Services, Inc.

143,629

5,547

*,^

International Coal Group, Inc.

799,244

4,987

*

Contango Oil & Gas Co.

86,715

4,681

*

NATCO Group Inc.

116,371

4,676

*

Global Industries Ltd.

601,216

4,172

*

GMX Resources Inc.

86,725

4,145

*

Pioneer Drilling Co.

305,875

4,068

*

Petroleum Development Corp.

91,238

4,048

*

PetroQuest Energy, Inc.

261,680

4,017

 

Crosstex Energy, Inc.

157,077

3,922

 

World Fuel Services Corp.

167,701

3,862

*

James River Coal Co.

168,292

3,701

 

Lufkin Industries, Inc.

45,372

3,600

*

SEACOR Holdings Inc.

44,790

3,536

*

Warren Resources Inc.

340,157

3,395

*

Clayton Williams Energy, Inc.

44,591

3,145

*

ATP Oil & Gas Corp.

175,977

3,134

*

Cal Dive International, Inc.

292,281

3,098

*

Matrix Service Co.

159,739

3,051

 

RPC Inc.

212,056

2,982

*

Basic Energy Services Inc.

139,382

2,969

*

Hercules Offshore, Inc.

191,103

2,897

*

PHI Inc. Non-Voting Shares

76,425

2,822

*

Parker Drilling Co.

346,918

2,782

 

Gulf Island Fabrication, Inc.

74,278

2,560

*

Gulfmark Offshore, Inc.

56,670

2,543

*

Parallel Petroleum Corp.

241,511

2,275

*

Superior Well Services, Inc.

86,859

2,198

*

Dawson Geophysical Co.

45,088

2,105

*

Newpark Resources, Inc.

275,781

2,013

*,^

TXCO Resources Inc.

193,784

1,946

*

T-3 Energy Services, Inc.

47,200

1,752

*

Veneco Inc.

124,938

1,624

*,^

Oilsands Quest, Inc.

456,898

1,366

*

CVR Energy, Inc.

158,726

1,352

*,^

Clean Energy Fuels Corp.

95,199

1,347

*,^

Rentech, Inc.

966,917

1,286

*

OYO Geospace Corp.

28,957

1,137

*

Bronco Drilling Co., Inc.

104,464

1,068

*

Energy Partners, Ltd.

120,680

1,046

^

Alon USA Energy, Inc.

71,788

968

*

Approach Resources Inc.

50,942

737

*,^

VeraSun Energy Corp.

218,999

685

^

Western Refining, Inc.

65,715

664

 

APCO Argentina Inc.

22,087

625

*,^

Cheniere Energy, Inc.

268,245

604

*

Gulfport Energy Corp.

59,758

601

*

Allis-Chalmers Energy Inc.

45,275

573

 

 


 

 

 

*

Uranium Resources Inc.

306,502

518

*,^

GeoGlobal Resources Inc.

159,267

401

*,^

Pacific Ethanol, Inc.

244,439

340

*,^

SulphCo, Inc.

144,779

291

 

Delek US Holdings, Inc.

28,659

266

*,^

Evergreen Energy, Inc.

243,673

229

*,^

Verenium Corp.

125,859

118

 

 

 

444,120

*

Affiliated Managers Group, Inc.

251,252

20,816

 

Taubman Co. REIT

324,205

16,210

*

MSCI, Inc.-Class A Shares

429,799

10,315

*,^

E*TRADE Financial Corp.

3,191,294

8,936

 

Jones Lang LaSalle Inc.

195,441

8,498

*

Investment Technology Group, Inc.

268,215

8,162

*

Philadelphia Consolidated Holding Corp.

130,355

7,635

 

Equity Lifestyle Properties, Inc. REIT

143,193

7,594

*

Signature Bank

211,525

7,378

^

Greenhill & Co., Inc.

98,645

7,275

 

Cash America International Inc.

178,725

6,441

*

Interactive Brokers Group, Inc.

249,407

5,529

 

optionsXpress Holdings Inc.

258,583

5,022

*

Alexander's, Inc. REIT

12,395

4,958

^

PrivateBancorp, Inc.

117,486

4,895

*

Enstar Group Ltd.

48,381

4,710

*,^

Portfolio Recovery Associates, Inc.

92,953

4,520

*

EZCORP, Inc.

212,485

3,995

*

PICO Holdings, Inc.

104,135

3,740

*,^

KBW Inc.

105,875

3,488

*

World Acceptance Corp.

90,361

3,253

*

Forestar Real Estate Group, Inc.

218,840

3,228

 

NewAlliance Bancshares, Inc.

210,140

3,158

 

Tower Group, Inc.

128,994

3,039

 

Tanger Factory Outlet Centers, Inc. REIT

67,818

2,970

*

Investors Bancorp, Inc.

194,037

2,920

*,^

Tejon Ranch Co.

77,939

2,895

*

Pinnacle Financial Partners, Inc.

90,235

2,779

*

FCStone Group, Inc.

153,819

2,767

*

Beneficial Mutual Bancorp, Inc.

202,136

2,557

*

First Cash Financial Services, Inc.

161,548

2,423

*

Dollar Financial Corp.

148,871

2,291

 

Amtrust Financial Services Inc.

165,856

2,254

 

Calamos Asset Management, Inc.

123,461

2,212

 

DuPont Fabros Technology Inc.

141,497

2,158

 

Bank of the Ozarks, Inc.

77,525

2,093

 

GFI Group Inc.

433,151

2,040

*

TradeStation Group, Inc.

187,632

1,754

 

Saul Centers, Inc. REIT

30,552

1,544

*

eHealth, Inc.

91,719

1,468

*,^

Oritani Financial Corp.

86,967

1,465

*

MarketAxess Holdings, Inc.

180,824

1,459

 

Gamco Investors Inc. Class A

23,094

1,370

^

Life Partners Holdings

36,813

1,324

 

 


 

 

 

*

Darwin Professional Underwriters, Inc.

41,703

1,297

 

ViewPoint Financial Group

69,595

1,218

*,^

Credit Acceptance Corp.

65,366

1,111

*

LaBranche & Co. Inc.

221,990

999

*

Hilltop Holdings Inc.

96,689

998

 

First Potomac REIT

55,253

950

*,^

MF Global Ltd.

218,203

947

*,^

Guaranty Financial Group, Inc.

228,545

903

*

Virginia Commerce Bancorp, Inc.

121,674

760

*

FBR Capital Markets Corp.

106,992

693

*

Cardtronics Inc.

82,882

651

 

BGC Partners, Inc.

134,207

576

*

Waterstone Financial, Inc.

57,277

560

 

Roma Financial Corp.

28,931

427

*,^

Avatar Holding, Inc.

11,972

395

 

Grubb & Ellis Co.

91,702

248

*,^

FX Real Estate and Entertainment Inc.

68,872

72

 

 

 

218,343

*

ResMed Inc.

474,359

20,397

*

IDEXX Laboratories Corp.

370,163

20,285

*

Edwards Lifesciences Corp.

336,772

19,452

*

Myriad Genetics, Inc.

274,005

17,777

*

Alexion Pharmaceuticals, Inc.

448,201

17,614

*

Gen-Probe Inc.

331,534

17,588

*

OSI Pharmaceuticals, Inc.

351,120

17,307

*

Techne Corp.

225,308

16,249

*

BioMarin Pharmaceutical Inc.

605,025

16,027

*

VCA Antech, Inc.

517,840

15,261

*

United Therapeutics Corp.

138,177

14,532

*

Immucor Inc.

429,968

13,742

*

Psychiatric Solutions, Inc.

340,244

12,912

*

Onyx Pharmaceuticals, Inc.

341,156

12,343

*

HLTH Corp.

1,070,963

12,241

*

Masimo Corp.

291,751

10,853

*

Nuvasive, Inc.

218,284

10,768

*

Tenet Healthcare Corp.

1,912,202

10,613

*

Pediatrix Medical Group, Inc.

188,141

10,145

*

PAREXEL International Corp.

347,660

9,964

*

HealthSouth Corp.

540,133

9,955

*,^

Isis Pharmaceuticals, Inc.

585,534

9,890

*

Haemonetics Corp.

157,767

9,737

*

Thoratec Corp.

334,360

8,777

*

American Medical Systems Holdings, Inc.

446,534

7,930

*

Amedisys Inc.

162,532

7,910

*

Varian, Inc.

181,180

7,773

*

Auxilium Pharmaceuticals, Inc.

239,882

7,772

*

Alkermes, Inc.

583,998

7,767

*

Cubist Pharmaceuticals, Inc.

346,076

7,693

*

Celera Corp.

490,867

7,584

*

PSS World Medical, Inc.

380,095

7,412

*

The Medicines Co.

319,196

7,412

*

Bio-Rad Laboratories, Inc. Class A

74,415

7,376

 

 


 

 

 

 

Meridian Bioscience Inc.

246,399

7,155

*

Dionex Corp.

112,500

7,149

*

Wright Medical Group, Inc.

227,983

6,940

 

PDL BioPharma Inc.

732,306

6,818

*

Xenoport Inc.

138,831

6,732

*,^

Advanced Medical Optics, Inc.

373,259

6,637

 

Martek Biosciences Corp.

201,625

6,335

*

Eclipsys Corp.

300,212

6,289

 

Sciele Pharma, Inc.

204,242

6,289

 

Chemed Corp.

145,388

5,970

*

Luminex Corp.

237,138

5,931

*,^

Alnylam Pharmaceuticals Inc.

200,657

5,809

*

ViroPharma Inc.

429,185

5,631

*

Integra LifeSciences Holdings

125,773

5,538

*

HealthExtras, Inc.

211,181

5,516

*

Regeneron Pharmaceuticals, Inc.

245,465

5,359

*

Rigel Pharmaceuticals, Inc.

224,104

5,233

*

Phase Forward Inc.

249,698

5,221

 

Medicis Pharmaceutical Corp.

346,225

5,162

*

Acorda Therapeutics Inc.

215,971

5,151

*

Human Genome Sciences, Inc.

789,470

5,013

 

Mentor Corp.

207,086

4,941

*

Cepheid, Inc.

349,695

4,836

*

Medarex, Inc.

744,881

4,819

*

Inverness Medical Innovations, Inc.

158,488

4,755

*

Bruker BioSciences Corp.

350,754

4,676

*,^

ArthroCare Corp.

163,291

4,526

*

Gentiva Health Services, Inc.

166,149

4,476

*

Allscripts Healthcare Solutions, Inc.

350,490

4,360

*

PharMerica Corp.

186,808

4,201

*

Zoll Medical Corp.

128,316

4,199

*

Seattle Genetics, Inc.

389,533

4,168

*

K-V Pharmaceutical Co. Class A

181,937

4,132

*

Symmetry Medical Inc.

217,840

4,043

*

Incyte Corp.

527,154

4,033

*

CV Therapeutics, Inc.

373,104

4,030

*

Align Technology, Inc.

362,749

3,929

*

Exelixis, Inc.

644,659

3,920

*

Sunrise Senior Living, Inc.

279,146

3,849

*

AMN Healthcare Services, Inc.

207,788

3,651

*

AthenaHealth Inc.

109,309

3,637

*

Kendle International Inc.

81,288

3,634

*

inVentiv Health, Inc.

203,003

3,585

*

Magellan Health Services, Inc.

86,980

3,571

*

ev3 Inc.

355,551

3,570

*,^

Theravance, Inc.

286,180

3,566

*

Natus Medical Inc.

156,990

3,557

*

Alpharma, Inc. Class A

95,205

3,512

*

HMS Holdings Corp.

145,841

3,494

*

Sun Healthcare Group Inc.

237,849

3,487

*

Healthways, Inc.

215,921

3,483

*

Abraxis BioScience

49,138

3,389

 

 


 

 

 

*

Cougar Biotechnology Inc.

101,015

3,373

*,^

ABIOMED, Inc.

188,754

3,350

*

Affymetrix, Inc.

426,469

3,301

*

Emeritus Corp.

131,914

3,285

*,^

InterMune Inc.

191,876

3,283

*

SonoSite, Inc.

103,221

3,241

*

Savient Pharmaceuticals Inc.

216,044

3,221

*

Conceptus, Inc.

185,560

3,077

*,^

Halozyme Therapeutics Inc.

415,254

3,048

*

Merit Medical Systems, Inc.

161,084

3,024

*,^

SurModics, Inc.

95,457

3,006

*

Volcano Corp.

173,740

3,004

*

eResearch Technology, Inc.

249,063

2,966

*

Quidel Corp.

178,828

2,935

*

Cyberonics, Inc.

168,232

2,860

*

Sirona Dental Systems Inc.

117,762

2,741

*

LHC Group Inc.

94,455

2,690

 

Analogic Corp.

53,464

2,660

*

Omnicell, Inc.

202,149

2,658

*

AMAG Pharmaceuticals, Inc.

67,811

2,626

*

RTI Biologics, Inc.

280,651

2,624

*

Abaxis, Inc.

133,157

2,623

*

MWI Veterinary Supply Inc.

66,632

2,618

*,^

Medivation Inc.

97,921

2,591

*

MedAssets, Inc.

150,194

2,583

*

Allos Therapeutics Inc.

339,254

2,514

*

ICU Medical, Inc.

76,533

2,327

*

Progenics Pharmaceuticals, Inc.

165,962

2,209

*

Questcor Pharmaceuticals, Inc.

298,572

2,195

*

Assisted Living Concepts Inc.

335,371

2,136

*,^

Dendreon Corp.

371,925

2,124

 

Datascope Corp.

40,881

2,111

*,^

Accuray Inc.

250,797

2,024

*,^

Genomic Health, Inc.

86,690

1,964

*

Air Methods Corp.

67,409

1,908

*,^

Geron Corp.

478,671

1,891

*,^

Osiris Therapeutics, Inc.

97,565

1,882

*

Salix Pharmaceuticals, Ltd.

293,330

1,880

*

MedCath Corp.

101,743

1,823

*

Genoptix, Inc.

55,156

1,802

 

Vital Signs, Inc.

24,212

1,789

*

Noven Pharmaceuticals, Inc.

152,479

1,781

*

Orthofix International N.V.

94,449

1,760

*

Cypress Bioscience, Inc.

230,586

1,695

*,^

GTx, Inc.

88,995

1,693

*

Akorn, Inc.

328,915

1,687

*,^

Sangamo BioSciences, Inc.

212,968

1,640

*

Alliance Imaging, Inc.

156,742

1,610

*

Omrix Biopharmaceuticals, Inc.

89,378

1,603

*

Insulet Corp.

109,920

1,530

*

Vital Images, Inc.

100,352

1,505

*

Enzo Biochem, Inc.

132,220

1,453

 

 


 

 

 

*

CorVel Corp.

50,551

1,446

*,^

MannKind Corp.

372,789

1,439

*

Palomar Medical Technologies, Inc.

106,326

1,431

*

OraSure Technologies, Inc.

287,789

1,416

*

Array BioPharma Inc.

179,816

1,381

*

Indevus Pharmaceuticals, Inc.

405,715

1,359

*

Momenta Pharmaceuticals, Inc.

102,779

1,347

*

Nektar Therapeutics

368,720

1,324

*

Affymax Inc.

65,478

1,300

*

Cadence Pharmaceuticals, Inc.

129,105

1,146

*

Orexigen Therapeutics Inc.

105,656

1,140

*

Arena Pharmaceuticals, Inc.

226,705

1,134

*

XOMA Ltd.

529,441

1,112

*

Neurocrine Biosciences, Inc.

236,580

1,110

*,^

Zymogenetics, Inc.

163,965

1,092

*,^

Stereotaxis Inc.

171,803

1,039

*,^

Hansen Medical Inc.

76,676

1,031

*

Odyssey Healthcare, Inc.

100,253

1,018

*

Ligand Pharmaceuticals Inc. Class B

340,856

1,006

*

Nabi Biopharmaceuticals

206,091

960

*,^

Opko Health, Inc.

507,226

888

*

Pharmanet Development Group, Inc.

118,397

855

*,^

Clinical Data, Inc.

45,703

735

*,^

Amicus Therapeutics, Inc.

48,326

731

*

Caraco Pharmaceutical Laboratories, Ltd.

56,683

709

*

TomoTherapy, Inc.

139,078

637

*

K-V Pharmaceutical Co. Class B

26,991

613

*

Senomyx, Inc.

122,811

556

*

Lexicon Pharmaceuticals Inc.

299,507

533

*

BioForm Medical, Inc.

128,363

503

*

Emergent BioSolutions Inc.

36,743

481

*

MAP Pharmaceuticals Inc.

43,892

444

*

Nighthawk Radiology Holdings, Inc.

60,573

437

*

Chindex International, Inc.

36,321

394

*,^

Virtual Radiologic Corp.

46,352

378

*

Sucampo Pharmaceuticals Inc.

42,808

365

*

Acadia Pharmaceuticals Inc.

96,716

259

 

 

 

818,638

Industrials (19.4%)

*

FTI Consulting, Inc.

307,868

22,240

*

Kansas City Southern

477,726

21,192

 

DRS Technologies, Inc.

254,293

19,517

*

Corrections Corp. of America

767,594

19,075

*

Alliant Techsystems, Inc.

202,100

18,985

 

Donaldson Co., Inc.

430,430

18,039

 

The Brink's Co.

276,422

16,867

 

IDEX Corp.

505,472

15,680

*

Waste Connections, Inc.

448,013

15,367

*

Energy Conversion Devices, Inc.

248,619

14,482

 

Wabtec Corp.

282,294

14,462

 

Landstar System, Inc.

323,773

14,265

*

Thomas & Betts Corp.

356,888

13,944

 

 


 

 

 

 

Graco, Inc.

371,851

13,242

 

MSC Industrial Direct Co., Inc. Class A

275,255

12,681

*

Kirby Corp.

314,555

11,934

*

Teledyne Technologies, Inc.

206,667

11,813

*

General Cable Corp.

323,743

11,535

*

Gardner Denver Inc.

322,274

11,189

 

Acuity Brands, Inc.

249,260

10,409

*

Aecom Technology Corp.

404,056

9,875

*

GrafTech International Ltd.

633,711

9,575

 

The Toro Co.

229,999

9,499

 

UTI Worldwide, Inc.

549,591

9,354

 

Valmont Industries, Inc.

111,853

9,249

 

Nordson Corp.

186,089

9,139

*

BE Aerospace, Inc.

571,475

9,046

*

Clean Harbors Inc.

128,791

8,700

*

Tetra Tech, Inc.

361,233

8,691

 

Actuant Corp.

342,857

8,654

*

Orbital Sciences Corp.

359,178

8,609

*

Hub Group, Inc.

226,926

8,544

 

Herman Miller, Inc.

344,502

8,430

*

Hexcel Corp.

588,987

8,063

*

ESCO Technologies Inc.

159,152

7,666

*

Continental Airlines, Inc. Class B

438,023

7,306

*

Genesee & Wyoming Inc. Class A

194,355

7,292

 

CLARCOR Inc.

191,353

7,262

*

Esterline Technologies Corp.

180,608

7,150

 

Mine Safety Appliances Co.

186,334

7,103

 

The Corporate Executive Board Co.

209,196

6,537

 

Watson Wyatt & Co. Holdings

130,870

6,508

*

Huron Consulting Group Inc.

112,037

6,384

*

Geo Group Inc.

312,825

6,322

 

UAL Corp.

713,809

6,274

 

Knight Transportation, Inc.

367,546

6,237

*

II-VI, Inc.

155,105

5,996

*

Resources Connection, Inc.

265,498

5,982

*

Navigant Consulting, Inc.

296,315

5,894

*,^

American Superconductor Corp.

244,773

5,769

 

Robbins & Myers, Inc.

179,863

5,563

*

TransDigm Group, Inc.

161,730

5,536

*

EMCOR Group, Inc.

208,137

5,478

*,^

The Middleby Corp.

98,788

5,365

 

Rollins, Inc.

278,613

5,288

*

CoStar Group, Inc.

113,935

5,172

^

Lindsay Manufacturing Co.

69,439

5,052

*

Chart Industries, Inc.

173,754

4,962

*

Old Dominion Freight Line, Inc.

171,761

4,868

 

Forward Air Corp.

177,095

4,822

*

JetBlue Airways Corp.

963,467

4,769

 

Healthcare Services Group, Inc.

250,746

4,586

*

RBC Bearings Inc.

133,507

4,498

*

Sykes Enterprises, Inc.

201,881

4,433

*

TrueBlue, Inc.

272,248

4,400

 

 


 

 

 

 

EnergySolutions

433,543

4,335

 

Titan International, Inc.

200,161

4,267

*

Layne Christensen Co.

117,734

4,171

*

WESCO International, Inc.

129,391

4,164

*

Mobile Mini, Inc.

212,577

4,109

*

Perini Corp.

158,259

4,082

*

AAR Corp.

237,998

3,948

 

Raven Industries, Inc.

99,863

3,930

 

Administaff, Inc.

144,050

3,921

*

US Airways Group Inc.

647,896

3,907

*

Team, Inc.

107,729

3,891

 

Heartland Express, Inc.

249,594

3,874

*

American Reprographics Co.

224,231

3,868

 

Badger Meter, Inc.

76,110

3,573

 

Interface, Inc.

308,880

3,512

*,^

Evergreen Solar, Inc.

634,286

3,501

 

Gorman-Rupp Co.

92,334

3,483

*

M&F Worldwide Corp.

85,177

3,407

*

Astec Industries, Inc.

109,849

3,387

*

Axsys Technologies, Inc.

57,239

3,374

 

American Science & Engineering, Inc.

55,697

3,327

*

The Advisory Board Co.

109,904

3,315

*

Polypore International Inc.

149,551

3,217

*

Dycom Industries, Inc.

246,390

3,208

 

Heidrick & Struggles International, Inc.

105,587

3,183

^

HEICO Corp.

91,407

3,000

 

Seaboard Corp.

2,284

2,871

 

American Ecology Corp.

100,866

2,791

*

Beacon Roofing Supply, Inc.

176,797

2,762

 

Genco Shipping and Trading Ltd.

82,993

2,759

*

Blount International, Inc.

247,477

2,754

*

DynCorp International Inc. Class A

157,531

2,640

*

American Commercial Lines Inc.

247,848

2,637

*

Allegiant Travel Co.

74,642

2,636

*,^

Taser International Inc.

365,279

2,612

*

Korn/Ferry International

142,518

2,540

*

CBIZ Inc.

288,006

2,437

 

Cubic Corp.

98,440

2,421

*

Aerovironment Inc.

74,365

2,376

*

Stanley Inc.

62,866

2,320

 

Triumph Group, Inc.

50,712

2,318

^

Simpson Manufacturing Co.

83,565

2,264

*

Innerworkings, Inc.

193,420

2,145

 

Freightcar America Inc.

72,448

2,121

*

Hill International Inc.

149,833

2,075

*

L.B. Foster Co. Class A

67,775

2,062

*,^

Fuel-Tech N.V.

110,371

1,997

 

Sun Hydraulics Corp.

76,360

1,988

*

Powell Industries, Inc.

48,337

1,973

*

Ceradyne, Inc.

53,766

1,971

*

Exponent, Inc.

58,777

1,945

*

GenCorp, Inc.

279,874

1,886

 

 


 

 

 

*

CRA International Inc.

67,578

1,857

*

Ladish Co., Inc.

89,194

1,806

 

Dynamic Materials Corp.

77,385

1,796

*

Atlas Air Worldwide Holdings, Inc.

43,179

1,741

*

AirTran Holdings, Inc.

704,261

1,711

*

Pike Electric Corp.

111,986

1,650

*

Titan Machinery, Inc.

77,935

1,622

 

Houston Wire & Cable Co.

87,124

1,496

*,^

FuelCell Energy, Inc.

246,245

1,485

*

3D Systems Corp.

102,670

1,463

*

Duff & Phelps Corp.

65,664

1,381

 

Ampco-Pittsburgh Corp.

53,071

1,375

 

Steelcase Inc.

126,909

1,364

 

Encore Wire Corp.

69,122

1,252

*

Amerco, Inc.

27,964

1,173

*

Hudson Highland Group, Inc.

154,234

1,072

 

American Railcar Industries, Inc.

65,244

1,047

*

Universal Truckload Services, Inc.

39,486

962

 

The Greenbrier Cos., Inc.

47,660

930

*

Columbus McKinnon Corp.

38,566

909

*,^

EnerNOC Inc.

84,543

874

*

First Advantage Corp. Class A

57,629

810

*

TurboChef Technologies, Inc.

121,404

747

*

Fushi Copperweld, Inc.

75,039

727

*,^

Force Protection, Inc.

271,292

727

*,^

China Architectural Engineering Inc.

95,351

676

*

H&E Equipment Services, Inc.

66,976

647

 

HEICO Corp. Class A

22,949

644

*,^

Orion Energy Systems Inc.

107,355

602

 

Horizon Lines Inc.

60,733

599

*

Power-One, Inc.

400,995

581

*

Commercial Vehicle Group Inc.

66,074

470

*,^

Metalico, Inc.

66,397

392

*,^

Builders FirstSource, Inc.

55,610

333

*,^

Medis Technology Ltd.

168,845

304

*,^

Plug Power, Inc.

300,696

298

*,^

Applied Energetics, Inc.

298,550

254

*

Accuride Corp.

155,034

248

 

 

 

808,100

Information Technology (24.0%)

*

Mettler-Toledo International Inc.

213,204

20,894

*

ANSYS, Inc.

516,332

19,553

*

Itron, Inc.

209,884

18,581

*

CommScope, Inc.

428,801

14,854

 

FactSet Research Systems Inc.

279,204

14,588

 

Global Payments Inc.

317,424

14,240

*

Equinix, Inc.

203,658

14,146

*

Brocade Communications Systems, Inc.

2,309,144

13,439

*

MICROS Systems, Inc.

499,964

13,329

*

Parametric Technology Corp.

707,002

13,009

*

Polycom, Inc.

537,432

12,431

*

Microsemi Corp.

482,745

12,300

 

 


 

 

 

*

F5 Networks, Inc.

502,809

11,756

*

Varian Semiconductor Equipment Associates, Inc.

455,203

11,435

*,^

Cree, Inc.

495,448

11,286

*

SINA.com

318,969

11,228

*

Zebra Technologies Corp. Class A

399,119

11,115

*

Solera Holdings, Inc.

378,060

10,858

 

National Instruments Corp.

360,701

10,839

*

Metavante Technologies

550,530

10,603

*

ON Semiconductor Corp.

1,503,927

10,167

*

Foundry Networks, Inc.

552,924

10,069

*

Concur Technologies, Inc.

258,265

9,881

 

Jack Henry & Associates Inc.

483,373

9,827

*

Macrovision Solutions Corp.

630,425

9,696

*

Perot Systems Corp.

548,354

9,514

*

NeuStar, Inc. Class A

476,076

9,469

*

Gartner, Inc. Class A

406,280

9,214

*

Sohu.com Inc.

162,404

9,054

*

Atmel Corp.

2,598,792

8,810

*

Silicon Laboratories Inc.

284,016

8,719

 

Broadridge Financial Solutions LLC

558,937

8,602

*

Atheros Communications, Inc.

364,236

8,589

*,^

VistaPrint Ltd.

257,379

8,452

*

TIBCO Software Inc.

1,144,460

8,377

*

QLogic Corp.

528,880

8,124

*

ManTech International Corp.

126,269

7,486

*

Sybase, Inc.

243,261

7,449

*

Rambus Inc.

577,005

7,414

*

Digital River, Inc.

227,869

7,383

*

Comtech Telecommunications Corp.

148,718

7,323

*

Blackboard Inc.

180,239

7,262

*

Informatica Corp.

543,148

7,055

*

Wright Express Corp.

238,050

7,037

 

ADTRAN Inc.

354,604

6,911

*

InterDigital, Inc.

278,283

6,693

*

CyberSource Corp.

402,092

6,478

*

j2 Global Communications, Inc.

272,466

6,362

*

EchoStar Corp.

258,084

6,220

*

L-1 Identity Solutions Inc.

404,638

6,183

*

Omniture, Inc.

330,742

6,072

*

SRA International, Inc.

266,307

6,026

*

Verigy Ltd.

368,254

5,995

*

Synaptics Inc.

198,103

5,987

*

ValueClick, Inc.

584,066

5,975

*

Intermec, Inc.

302,079

5,933

*

EarthLink, Inc.

673,226

5,722

 

Acxiom Corp.

449,130

5,632

*

Rofin-Sinar Technologies Inc.

181,935

5,569

*

Ciena Corp.

534,194

5,385

*

Plexus Corp.

260,099

5,384

*

Teradyne, Inc.

684,308

5,344

*

Quest Software, Inc.

414,531

5,260

 

Blackbaud, Inc.

274,373

5,062

 

 


 

 

 

*

FormFactor Inc.

284,913

4,963

 

Cognex Corp.

244,510

4,929

*

THQ Inc.

408,936

4,924

*

Harmonic, Inc.

577,432

4,879

*

Tessera Technologies, Inc.

296,626

4,847

*

Sonus Networks, Inc.

1,663,575

4,791

*

Cymer, Inc.

186,195

4,716

*

ScanSource, Inc.

161,396

4,647

*

Cabot Microelectronics Corp.

144,105

4,623

 

Quality Systems, Inc.

109,194

4,615

*

Wind River Systems Inc.

445,580

4,456

*

VeriFone Holdings, Inc.

266,477

4,408

*

Infinera Corp.

455,737

4,357

*

TiVo Inc.

594,486

4,352

*

Euronet Worldwide, Inc.

256,036

4,283

*

TriQuint Semiconductor, Inc.

879,222

4,211

*

Riverbed Technology, Inc.

330,408

4,137

*

The Ultimate Software Group, Inc.

151,134

4,081

 

MTS Systems Corp.

96,893

4,079

*

Rogers Corp.

110,150

4,073

*

Advent Software, Inc.

114,751

4,043

*

Websense, Inc.

179,860

4,020

*

ViaSat, Inc.

168,511

3,973

*

Interwoven Inc.

279,793

3,951

*

Sycamore Networks, Inc.

1,220,129

3,941

*

Novell, Inc.

757,195

3,892

 

Take-Two Interactive Software, Inc.

236,139

3,873

*

Sapient Corp.

506,677

3,765

 

Syntel, Inc.

152,843

3,745

*,^

Palm, Inc.

624,772

3,730

*

Vocus, Inc.

107,651

3,656

*,^

Mercadolibre Inc.

176,594

3,594

*

OmniVision Technologies, Inc.

313,574

3,578

*,^

Data Domain, Inc.

160,456

3,573

*

ATMI, Inc.

197,208

3,546

*

Hittite Microwave Corp.

105,308

3,538

*

DealerTrack Holdings Inc.

209,489

3,528

^

Heartland Payment Systems, Inc.

137,762

3,521

 

Daktronics, Inc.

209,854

3,496

*

FEI Co.

145,562

3,466

*

Diodes Inc.

186,947

3,449

 

Fair Isaac, Inc.

149,294

3,443

*

Semtech Corp.

246,483

3,441

*

Manhattan Associates, Inc.

151,326

3,381

*

Tyler Technologies, Inc.

221,822

3,365

*

MicroStrategy Inc.

55,909

3,328

*

Progress Software Corp.

127,531

3,315

*

Blue Coat Systems, Inc.

233,528

3,314

*

Net 1 UEPS Technologies, Inc.

147,161

3,286

*

NETGEAR, Inc.

217,088

3,256

*

SPSS, Inc.

109,659

3,220

*

TeleTech Holdings, Inc.

258,547

3,216

 

 


 

 

 

*

Cypress Semiconductor Corp.

612,226

3,196

*,^

Netlogic Microsystems Inc.

105,139

3,179

*,^

Bankrate, Inc.

81,165

3,158

*

RealNetworks, Inc.

613,624

3,117

*

Genpact, Ltd.

297,070

3,087

*

DTS Inc.

109,401

3,045

*

Commvault Systems, Inc.

249,483

3,006

 

Micrel, Inc.

327,806

2,973

*

Forrester Research, Inc.

101,041

2,962

*

MSC Software Corp.

276,063

2,954

 

Park Electrochemical Corp.

118,746

2,878

*

Advanced Energy Industries, Inc.

205,152

2,806

*

Lawson Software, Inc.

400,841

2,806

*

Cogent Inc.

272,987

2,790

*

Art Technology Group, Inc.

791,254

2,785

*

Veeco Instruments, Inc.

185,998

2,755

*

Taleo Corp. Class A

135,965

2,704

*,^

Sigma Designs, Inc.

186,801

2,656

*

TTM Technologies, Inc.

262,163

2,601

*

Epicor Software Corp.

328,010

2,588

*

EPIQ Systems, Inc.

184,553

2,510

*

Monolithic Power Systems

142,206

2,470

*

SAVVIS, Inc.

180,302

2,423

*

Silicon Image, Inc.

450,404

2,405

*

ACI Worldwide, Inc.

137,179

2,403

*

Finisar Corp.

2,319,098

2,342

*

Amkor Technology, Inc.

364,612

2,323

*

Starent Networks Corp.

170,983

2,212

*,^

Universal Display Corp.

198,366

2,174

*

Hughes Communications Inc.

58,993

2,165

*

EMS Technologies, Inc.

95,788

2,137

 

Cohu, Inc.

134,541

2,128

*

Unisys Corp.

766,129

2,107

*

Stratasys, Inc.

120,364

2,103

*,^

Cavium Networks, Inc.

149,203

2,101

*

GSI Commerce, Inc.

130,801

2,025

*

SuccessFactors Inc.

185,279

2,020

*

Supertex, Inc.

71,107

2,002

*

Neutral Tandem, Inc.

107,321

1,990

*

FARO Technologies, Inc.

97,318

1,982

*

Littelfuse, Inc.

66,505

1,977

*

Kenexa Corp.

124,486

1,966

*

Cirrus Logic, Inc.

358,539

1,954

*

Symyx Technologies, Inc.

196,228

1,945

*

Internet Capital Group Inc.

237,818

1,929

*

VASCO Data Security International, Inc.

183,040

1,896

*

Netezza Corp.

178,034

1,889

*

Move, Inc.

884,003

1,874

*

ComScore Inc.

105,525

1,860

*

IPG Photonics Corp.

95,224

1,858

*

SonicWALL, Inc.

352,839

1,849

*

Ixia

244,002

1,798

 

 


 

 

 

*

Rackable Systems Inc.

182,030

1,786

*

Extreme Networks, Inc.

524,915

1,769

*,^

Echelon Corp.

175,595

1,735

 

NIC Inc.

248,870

1,717

*

TNS Inc.

87,857

1,702

*

Aruba Networks, Inc.

329,372

1,690

*,^

NetSuite Inc.

92,440

1,666

*

AsiaInfo Holdings, Inc.

181,205

1,663

 

Marchex, Inc.

161,337

1,660

*,^

LoopNet, Inc.

164,553

1,618

*

RightNow Technologies Inc.

123,679

1,555

*,^

WebMD Health Corp. Class A

52,217

1,553

 

InfoSpace, Inc.

137,308

1,490

*

Kulicke & Soffa Industries, Inc.

328,747

1,483

*

The Knot, Inc.

176,233

1,472

*

Switch and Data Inc.

115,835

1,442

*

Global Cash Access, Inc.

283,577

1,435

*

Mattson Technology, Inc.

302,982

1,433

*

Newport Corp.

128,969

1,390

*

Radiant Systems, Inc.

158,749

1,380

*

Monotype Imaging Holdings Inc.

115,772

1,289

*

Ness Technologies Inc.

108,135

1,240

*

Perficient, Inc.

185,990

1,235

 

Technitrol, Inc.

83,421

1,234

*

Synchronoss Technologies, Inc.

130,465

1,228

*

Internet Brands Inc.

174,404

1,216

*

Applied Micro Circuits Corp.

198,531

1,187

*

Eagle Test Systems, Inc.

77,476

1,186

*

Constant Contact, Inc.

68,814

1,175

*

iGATE Corp.

131,599

1,141

*

3PAR, Inc.

167,254

1,079

*

ANADIGICS, Inc.

383,526

1,078

*

Vignette Corp.

98,491

1,058

*

Advanced Analogic Technologies, Inc.

224,913

1,046

 

Bel Fuse, Inc. Class B

36,115

1,028

*

Liquidity Services, Inc.

94,115

1,021

*

FalconStor Software, Inc.

177,215

950

*

Chordiant Software, Inc.

184,926

949

*

Dice Holdings Inc.

133,095

945

*

Lattice Semiconductor Corp.

458,457

944

*

Multi-Fineline Electronix, Inc.

61,257

906

*

Trident Microsystems, Inc.

375,674

902

*

Cogo Group, Inc.

164,330

866

*

Acme Packet, Inc.

147,560

845

*

Lionbridge Technologies, Inc.

337,578

824

*

Airvana, Inc.

138,904

818

*

ExlService Holdings, Inc.

88,745

779

*

Novatel Wireless, Inc.

126,878

769

*,^

Orbcomm, Inc.

153,814

758

*

S1 Corp.

121,410

743

*

DivX, Inc.

109,580

709

*

Compellent Technologies, Inc.

56,143

696

 

 


 

 

 

*

Actel Corp.

54,480

680

*,^

Sonic Solutions, Inc.

153,215

674

*,^

BearingPoint, Inc.

1,337,924

669

*

OpNext, Inc.

139,619

641

*

Exar Corp.

80,481

616

*

Conexant Systems, Inc.

152,274

611

*,^

Isilon Systems Inc.

136,427

602

*

Limelight Networks Inc.

229,552

574

*

MRV Communications Inc.

484,310

567

*

Rubicon Technology, Inc.

77,481

559

*

Internap Network Services Corp.

155,298

540

*

Axcelis Technologies, Inc.

315,391

536

*

GSI Group, Inc.

151,729

536

*

TechTarget

63,545

445

*,^

Comverge Inc.

94,025

432

*

BigBand Networks Inc.

116,091

428

*

Openwave Systems Inc.

330,603

410

*

Deltek, Inc.

66,540

405

*

Spansion Inc. Class A

259,695

402

*

Smart Modular Technologies Inc.

111,165

333

 

Renaissance Learning, Inc.

22,595

293

 

Mastech Holdings, Inc.

8,776

67

 

Bel Fuse, Inc. Class A

1,949

54

 

 

 

997,884

Materials (3.1%)

 

Nalco Holding Co.

867,209

16,078

 

Hercules, Inc.

659,748

13,056

 

Greif Inc. Class A

146,385

9,606

 

Carpenter Technology Corp.

278,634

7,147

*

W.R. Grace & Co.

442,472

6,690

 

Scotts Miracle-Gro Co.

277,126

6,551

 

Eagle Materials, Inc.

266,459

5,961

 

Texas Industries, Inc.

143,299

5,855

*,^

Hecla Mining Co.

972,816

4,553

 

NewMarket Corp.

80,841

4,249

 

Deltic Timber Corp.

64,980

4,143

 

Kaiser Aluminum Corp.

94,877

4,075

 

Compass Minerals International, Inc.

69,600

3,646

*

Haynes International, Inc.

73,091

3,423

 

Royal Gold, Inc.

93,766

3,372

*,^

Coeur d'Alene Mines Corp.

1,980,117

3,030

*

Calgon Carbon Corp.

147,044

2,994

 

Silgan Holdings, Inc.

56,888

2,906

*,^

Zoltek Cos., Inc.

167,400

2,864

*

RTI International Metals, Inc.

141,227

2,762

*

Brush Engineered Materials Inc.

125,222

2,325

 

Koppers Holdings, Inc.

54,362

2,034

*

Graphic Packaging Holding Co.

734,673

1,837

 

Olympic Steel, Inc.

56,641

1,670

*,^

Stillwater Mining Co.

284,996

1,656

*,^

Flotek Industries, Inc.

131,829

1,450

 

Myers Industries, Inc.

86,259

1,088

 

 


 

 

 

*,^

General Moly, Inc.

212,992

927

 

American Vanguard Corp.

61,105

921

*

Apex Silver Mines Ltd.

115,959

199

 

 

 

127,068

Telecommunication Services (1.3%)

*

SBA Communications Corp.

600,450

15,534

*

TW telecom, Inc.

857,981

8,914

*

Clearwire Corp.

374,977

4,455

*

Premiere Global Services, Inc.

234,619

3,299

*

Centennial Communications Corp. Class A

495,441

3,092

 

NTELOS Holdings Corp.

103,440

2,781

 

*

Global Crossing Ltd.

153,499

2,327

*

Cogent Communications Group, Inc.

277,676

2,144

*

Cbeyond Inc.

141,082

2,030

 

*

iPCS, Inc.

89,591

1,995

 

Shenandoah Telecommunications Co.

74,466

1,643

*

PAETEC Holding Corp.

746,013

1,604

*

General Communication, Inc.

136,315

1,262

*

ICO Global Communications (Holdings) Ltd.

670,135

730

*,^

Globalstar, Inc.

379,747

646

*,^

Fibertower Corp.

465,906

643

*,^

Vonage Holdings Corp.

481,385

481

*

TerreStar Corp.

327,526

328

 

 

 

53,908

Utilities (0.1%)

 

Ormat Technologies Inc.

125,112

4,546

*

Synthesis Energy Systems, Inc.

198,620

963

Total Common Stocks (Cost $4,716,374)

 

5,509

Temporary Cash Investments (4.6%)

 

4,163,466

 

Coupon

 

Money Market Fund (4.6%)

 

 

1,2

Vanguard Market Liquidity Fund

2.296%

190,120,729

190,121

 

 

 


 

 

 

 

 

 

Face

 

 

 

 

Maturity

Amount

 

 

 

 

Date

($000)

 

U.S. Agency Obligations (0.0%)

3,4

Federal Home Loan Bank

2.576%

11/24/08

1,000

995

3,4

Federal National Mortgage Assn.

2.585%

11/17/08

1,000

996

 

 

 

 

 

1,991

Total Temporary Investments (Cost $192,113)

 

 

192,112

Total Investments (104.6%) (Cost $4,908,487)

 

 

4,355,578

2 Other Assets and Liabilities-Net (-4.6%)

 

 

(191,500)

Net Assets (100%)

 

 

4,164,078

 

 

 

* Non-income-producing security.

 

^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $175,675,000.

 

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

 

2 Includes $184,315,000 of collateral received for securities on loan.

 

3 The issuer operates under a congressional charter; its securities are neither issued nor guaranteed by the U.S. government.

 

4 Securities with a value of $1,991,000 have been segregated as initial margin for open futures contracts.

 

REIT—Real Estate Investment Trust.

 


 

 

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.

At September 30, 2008, the cost of investment securities for tax purposes was $4,908,487,000. Net unrealized depreciation of investment securities for tax purposes was $552,909,000, consisting of unrealized gains of $306,181,000 on securities that had risen in value since their purchase and $859,090,000 in unrealized losses on securities that had fallen in value since their purchase.

Futures Contracts: 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 100.1% and 4.5%, respectively, of net assets. Futures contracts are valued at their quoted daily settlement prices.

At September 30, 2008, the aggregate settlement value of open futures contracts expiring in December 2008 and the related unrealized appreciation (depreciation) were:

 


 

 

 

 

($000)

 

Number of

Aggregate

Unrealized

Futures Contracts

(Short

Settlement

Appreciation

 

Long Contracts

Value

(Depreciation

Russell 2000 Index

60

4,070

(258)

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

 

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

 

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, based on the inputs used to value them:

 

 

Valuation Inputs

Investments in Securities ($000)

Futures

Contracts

($000)

Level 1- Quoted prices

4,353,587

(258)

Level 2- Other significant observable inputs

1,991

-

Level 3- Significant unobservable inputs

-

Total

4,355,578

(258)

 

 




Vanguard Mid-Cap Index Fund

Schedule of Investments

As of September 30, 2008

 

 

 

 

 

Market

 

 

 

Value

 

 

Shares

($000)

Common Stocks (99.9%)

 

 

Consumer Discretionary (13.9%)

 

 

*

Apollo Group, Inc. Class A

1,333,037

79,049

 

H & R Block, Inc.

3,040,940

68,573

 

VF Corp.

815,974

63,083

 

Genuine Parts Co.

1,531,093

61,565

 

Mattel, Inc.

3,382,494

61,020

 

Whirlpool Corp.

702,129

55,672

 

Cablevision Systems NY Group Class A

2,182,076

54,901

 

Sherwin-Williams Co.

946,151

54,082

 

Tim Hortons, Inc.

1,726,351

51,152

*

AutoZone Inc.

413,985

51,061

 

Limited Brands, Inc.

2,865,919

49,638

*

GameStop Corp. Class A

1,449,588

49,590

^

Wynn Resorts Ltd.

574,924

46,937

 

Ross Stores, Inc.

1,245,700

45,854

 

Newell Rubbermaid, Inc.

2,587,914

44,667

 

Nordstrom, Inc.

1,535,086

44,241

 

Tiffany & Co.

1,177,439

41,823

 

Eastman Kodak Co.

2,693,259

41,422

 

Hasbro, Inc.

1,166,175

40,490

*,^

Mohawk Industries, Inc.

543,403

36,620

 

Gannett Co., Inc.

2,137,000

36,137

 

BorgWarner, Inc.

1,084,988

35,555

 

Darden Restaurants Inc.

1,238,187

35,449

 

Advance Auto Parts, Inc.

890,599

35,321

 

Polo Ralph Lauren Corp.

524,720

34,967

*

Urban Outfitters, Inc.

1,091,756

34,794

 

Black & Decker Corp.

571,264

34,704

 

D. R. Horton, Inc.

2,656,572

34,589

*

Interpublic Group of Cos., Inc.

4,410,195

34,179

 

Leggett & Platt, Inc.

1,554,346

33,869

*

The Goodyear Tire & Rubber Co.

2,135,636

32,697

 

Washington Post Co. Class B

57,714

32,133

*

O'Reilly Automotive, Inc.

1,195,017

31,991

 

Abercrombie & Fitch Co.

807,813

31,868

*

Toll Brothers, Inc.

1,259,228

31,770

*

Dollar Tree, Inc.

840,970

30,578

 

Scripps Networks Interactive

826,343

30,005

 

PetSmart, Inc.

1,189,771

29,399

 

Family Dollar Stores, Inc.

1,240,228

29,393

*

ITT Educational Services, Inc.

362,885

29,361

*,^

CarMax, Inc.

2,043,617

28,611

 

Pulte Homes, Inc.

2,044,413

28,560

*

Expedia, Inc.

1,826,817

27,603

 

The Stanley Works

659,283

27,518

 

Royal Caribbean Cruises, Ltd.

1,296,582

26,904

 

 


 

 

 

 

American Eagle Outfitters, Inc.

1,730,900

26,396

 

Wyndham Worldwide Corp.

1,652,879

25,967

*

Priceline.com, Inc.

341,952

23,400

 

Foot Locker, Inc.

1,446,414

23,374

 

Autoliv, Inc.

678,972

22,915

 

Burger King Holdings Inc.

882,024

21,663

*

NVR, Inc.

37,075

21,207

*,^

Lamar Advertising Co. Class A

683,510

21,114

 

Virgin Media Inc.

2,606,192

20,589

 

RadioShack Corp.

1,164,736

20,127

 

WABCO Holdings Inc.

551,663

19,606

 

Centex Corp.

1,154,352

18,701

*

Discovery Communications Inc. Class C

1,314,260

18,610

 

Guess ?, Inc.

532,585

18,529

*

Penn National Gaming, Inc.

690,738

18,353

 

New York Times Co. Class A

1,269,371

18,139

*

Discovery Communications Inc. Class A

1,252,698

17,851

 

Harman International Industries, Inc.

516,624

17,601

 

Lennar Corp. Class A

1,146,675

17,418

 

Brinker International, Inc.

946,442

16,932

*

Office Depot, Inc.

2,549,490

14,838

*,^

Sirius XM Radio Inc.

24,993,839

14,246

*,^

AutoNation, Inc.

1,250,011

14,050

 

KB Home

710,746

13,987

 

Williams-Sonoma, Inc.

837,445

13,550

 

Weight Watchers International, Inc.

331,572

12,136

*

Wendy's/Arby's Group, Inc.

1,596,814

8,399

*

CTC Media, Inc.

425,970

6,390

*

Clear Channel Outdoor Holdings, Inc. Class A

379,120

5,186

 

Lennar Corp. Class B

63,528

774

 

 

 

2,351,443

Consumer Staples (5.6%)

 

UST, Inc.

1,381,737

91,941

 

The Clorox Co.

1,288,298

80,763

^

Bunge Ltd.

1,135,931

71,768

*

Dr. Pepper Snapple Group, Inc.

2,364,529

62,613

 

Molson Coors Brewing Co. Class B

1,148,478

53,691

 

The Estee Lauder Cos. Inc. Class A

970,659

48,446

 

Coca-Cola Enterprises, Inc.

2,734,169

45,852

 

SuperValu Inc.

1,985,944

43,095

 

McCormick & Co., Inc.

1,078,654

41,474

*

Energizer Holdings, Inc.

510,536

41,124

*

Constellation Brands, Inc. Class A

1,806,591

38,769

 

The Pepsi Bottling Group, Inc.

1,326,297

38,688

 

Church & Dwight, Inc.

621,384

38,582

 

Brown-Forman Corp. Class B

507,500

36,443

*

Ralcorp Holdings, Inc.

525,412

35,418

*

Dean Foods Co.

1,419,862

33,168

 

Tyson Foods, Inc.

2,707,423

32,327

^

Whole Foods Market, Inc.

1,310,278

26,245

 

Hormel Foods Corp.

697,166

25,293

*,^

Hansen Natural Corp.

700,988

21,205

 

 


 

 

 

*

Smithfield Foods, Inc.

1,130,539

17,953

 

PepsiAmericas, Inc.

595,656

12,342

*,^

Bare Escentuals, Inc.

511,486

5,560

 

 

 

942,760

Energy (11.0%)

 

Noble Corp.

2,511,793

110,268

 

Murphy Oil Corp.

1,686,735

108,187

*

Southwestern Energy Co.

3,195,915

97,603

 

Noble Energy, Inc.

1,609,476

89,471

 

El Paso Corp.

6,563,825

83,754

*

Ultra Petroleum Corp.

1,428,304

79,042

 

CONSOL Energy, Inc.

1,708,176

78,388

*

Cameron International Corp.

2,024,910

78,040

 

ENSCO International, Inc.

1,349,042

77,745

*

Nabors Industries, Inc.

2,631,077

65,566

 

Range Resources Corp.

1,442,369

61,834

 

Pioneer Natural Resources Co.

1,117,285

58,412

*

FMC Technologies Inc.

1,196,853

55,714

 

BJ Services Co.

2,746,508

52,541

*

Petrohawk Energy Corp.

2,310,689

49,980

*

Pride International, Inc.

1,567,939

46,427

 

Arch Coal, Inc.

1,347,130

44,307

*

Denbury Resources, Inc.

2,299,132

43,776

 

Helmerich & Payne, Inc.

975,084

42,114

*

Newfield Exploration Co.

1,231,377

39,392

*

Forest Oil Corp.

788,087

39,089

 

Sunoco, Inc.

1,092,136

38,858

 

Cimarex Energy Co.

774,374

37,875

*

Plains Exploration & Production Co.

1,004,577

35,321

*

Alpha Natural Resources, Inc.

657,102

33,795

 

Cabot Oil & Gas Corp.

915,334

33,080

 

Rowan Cos., Inc.

1,052,327

32,149

*

Kinder Morgan Management, LLC

631,008

31,046

 

Patterson-UTI Energy, Inc.

1,443,152

28,892

 

Massey Energy Co.

752,966

26,858

 

Walter Industries, Inc.

516,946

24,529

 

Tesoro Corp.

1,287,051

21,224

*

Quicksilver Resources, Inc.

963,418

18,912

*

Exterran Holdings, Inc.

582,862

18,628

*

Continental Resources, Inc.

474,186

18,602

 

Frontier Oil Corp.

971,631

17,898

*

IHS Inc. Class A

341,571

16,272

*

SandRidge Energy, Inc.

682,353

13,374

*

CNX Gas Corp.

281,752

6,308

 

 

 

1,855,271

Financials (17.5%)

 

HCP, Inc. REIT

2,333,723

93,652

 

Unum Group

3,236,929

81,247

 

Hudson City Bancorp, Inc.

4,366,587

80,564

 

Plum Creek Timber Co. Inc. REIT

1,599,198

79,736

 

Leucadia National Corp.

1,739,933

79,063

 

Kimco Realty Corp. REIT

2,134,029

78,831

 

 


 

 

 

 

Avalonbay Communities, Inc. REIT

719,479

70,811

 

Annaly Mortgage Management Inc. REIT

4,941,233

66,460

 

Ventas, Inc. REIT

1,294,249

63,962

 

People's United Financial Inc.

3,232,993

62,235

 

Host Hotels & Resorts Inc. REIT

4,636,641

61,621

 

Assurant, Inc.

939,232

51,658

 

New York Community Bancorp, Inc.

3,047,105

51,161

 

XL Capital Ltd. Class A

2,841,815

50,982

 

Torchmark Corp.

839,318

50,191

 

Everest Re Group, Ltd.

578,814

50,085

*,^

American Capital Ltd.

1,896,339

48,376

 

Health Care Inc. REIT

907,788

48,322

 

Federal Realty Investment Trust REIT

549,467

47,034

 

Comerica, Inc.

1,406,588

46,122

 

Marshall & Ilsley Corp.

2,180,204

43,931

 

Regency Centers Corp. REIT

653,574

43,587

 

The Macerich Co. REIT

678,306

43,174

 

Willis Group Holdings Ltd.

1,319,890

42,580

*

IntercontinentalExchange Inc.

527,707

42,575

 

Axis Capital Holdings Ltd.

1,320,787

41,882

 

AMB Property Corp. REIT

915,733

41,483

 

Cincinnati Financial Corp.

1,448,745

41,202

*

Nasdaq Stock Market Inc.

1,306,389

39,936

^

Zions Bancorp

1,001,256

38,749

 

Janus Capital Group Inc.

1,520,635

36,921

 

Eaton Vance Corp.

1,023,420

36,055

*

TD Ameritrade Holding Corp.

2,215,488

35,891

 

White Mountains Insurance Group Inc.

75,902

35,655

 

Developers Diversified Realty Corp. REIT

1,119,327

35,472

 

SL Green Realty Corp. REIT

545,584

35,354

 

PartnerRe Ltd.

507,365

34,547

*,^

The St. Joe Co.

864,107

33,778

 

Duke Realty Corp. REIT

1,370,757

33,693

 

W.R. Berkley Corp.

1,416,951

33,369

 

Liberty Property Trust REIT

866,461

32,622

 

UDR, Inc. REIT

1,198,368

31,337

*

Markel Corp.

88,205

31,004

*

Arch Capital Group Ltd.

419,360

30,626

 

RenaissanceRe Holdings Ltd.

572,684

29,780

 

Raymond James Financial, Inc.

891,907

29,415

 

Apartment Investment & Management Co. Class A REIT

838,667

29,370

 

HCC Insurance Holdings, Inc.

1,077,511

29,093

 

SEI Investments Co.

1,261,995

28,016

 

Fidelity National Financial, Inc. Class A

1,898,998

27,915

^

Synovus Financial Corp.

2,622,005

27,138

 

Commerce Bancshares, Inc.

571,793

26,531

 

Old Republic International Corp.

2,046,500

26,093

 

Huntington Bancshares Inc.

3,251,100

25,976

 

Weingarten Realty Investors REIT

706,261

25,192

 

Federated Investors, Inc.

857,347

24,717

 

Brown & Brown, Inc.

1,117,804

24,167

 

 


 

 

 

 

Camden Property Trust REIT

496,827

22,785

*

CB Richard Ellis Group, Inc.

1,700,644

22,738

 

Associated Banc-Corp.

1,130,877

22,561

^

MBIA, Inc.

1,881,401

22,389

 

First American Corp.

734,995

21,682

^

CapitalSource Inc. REIT

1,740,429

21,407

 

Nationwide Financial Services, Inc.

430,003

21,212

^

Popular, Inc.

2,495,281

20,686

 

City National Corp.

380,706

20,672

 

American Financial Group, Inc.

682,874

20,145

 

Sovereign Bancorp, Inc.

5,071,904

20,034

 

TCF Financial Corp.

1,064,007

19,152

 

CIT Group Inc.

2,641,104

18,382

 

Forest City Enterprise Class A

590,208

18,102

^

Allied Capital Corp.

1,670,191

18,038

 

Hospitality Properties Trust REIT

878,125

18,019

 

Protective Life Corp.

619,866

17,672

^

First Horizon National Corp.

1,799,202

17,092

*,^

Reinsurance Group of America, Incorp. Class A

293,778

15,864

 

TFS Financial Corp.

1,082,290

13,550

 

Transatlantic Holdings, Inc.

247,327

13,442

*

Reinsurance Group of America, Inc. Group-B

256,736

12,174

^

National City Corp.

6,749,680

11,812

 

BOK Financial Corp.

220,247

10,662

 

Student Loan Corp.

37,305

3,469

^

Washington Mutual, Inc.

4,717,143

386

 

UnionBanCal Corp.

800

59

 

 

 

2,955,125

Health Care (10.6%)

 

C.R. Bard, Inc.

927,852

88,025

*

Intuitive Surgical, Inc.

361,725

87,168

 

Quest Diagnostics, Inc.

1,547,757

79,973

*

Laboratory Corp. of America Holdings

1,040,269

72,299

*

Varian Medical Systems, Inc.

1,174,060

67,074

*

Humana Inc.

1,581,493

65,158

*

Barr Pharmaceuticals Inc.

959,471

62,653

*

Hospira, Inc.

1,486,895

56,799

 

AmerisourceBergen Corp.

1,504,848

56,658

*

DaVita, Inc.

978,545

55,787

*

Waters Corp.

935,625

54,435

 

Applied Biosystems Inc.

1,576,336

53,990

*

Covance, Inc.

587,568

51,947

 

DENTSPLY International Inc.

1,321,502

49,609

*

Cephalon, Inc.

633,133

49,061

*

Hologic, Inc.

2,391,237

46,223

*

Vertex Pharmaceuticals, Inc.

1,389,045

46,172

*

Coventry Health Care Inc.

1,417,528

46,141

*

Illumina, Inc.

1,133,546

45,943

*

Henry Schein, Inc.

843,620

45,420

 

Beckman Coulter, Inc.

587,623

41,715

 

Pharmaceutical Product Development, Inc.

1,006,432

41,616

*

Millipore Corp.

514,965

35,430

 

 


 

 

 

*

Charles River Laboratories, Inc.

636,812

35,362

*

ImClone Systems, Inc.

566,117

35,348

*

Invitrogen Corp.

873,862

33,032

 

Omnicare, Inc.

1,136,702

32,703

*,^

Mylan Inc.

2,845,010

32,490

 

IMS Health, Inc.

1,694,594

32,045

*

Patterson Cos.

966,979

29,406

*

Cerner Corp.

640,015

28,570

 

Perrigo Co.

741,997

28,537

*

Community Health Systems, Inc.

899,299

26,358

*

Amylin Pharmaceuticals, Inc.

1,280,924

25,900

*

Health Net Inc.

1,002,652

23,663

*

Endo Pharmaceuticals Holdings, Inc.

1,123,855

22,477

*

King Pharmaceuticals, Inc.

2,305,071

22,083

*

Lincare Holdings, Inc.

684,186

20,587

*

Sepracor Inc.

1,007,398

18,445

*

Kinetic Concepts, Inc.

507,453

14,508

*

Warner Chilcott Ltd.

936,456

14,159

*

WellCare Health Plans Inc.

389,282

14,014

 

Brookdale Senior Living Inc.

333,902

7,343

 

 

 

1,796,326

Industrials (14.8%)

 

L-3 Communications Holdings, Inc.

1,146,415

112,715

 

Fluor Corp.

1,658,094

92,356

 

ITT Industries, Inc.

1,613,141

89,707

 

Parker Hannifin Corp.

1,567,622

83,084

 

C.H. Robinson Worldwide Inc.

1,593,920

81,226

 

Cummins Inc.

1,803,414

78,845

 

Rockwell Collins, Inc.

1,502,346

72,248

 

Dover Corp.

1,769,947

71,771

 

Expeditors International of Washington, Inc.

1,993,417

69,451

 

Cooper Industries, Inc. Class A

1,626,359

64,973

 

Pitney Bowes, Inc.

1,940,052

64,526

*

Jacobs Engineering Group Inc.

1,138,418

61,827

 

Fastenal Co.

1,184,654

58,510

*

McDermott International, Inc.

2,116,598

54,079

 

W.W. Grainger, Inc.

607,812

52,861

 

Republic Services, Inc. Class A

1,700,279

50,974

 

The Dun & Bradstreet Corp.

521,629

49,221

 

R.R. Donnelley & Sons Co.

1,984,141

48,671

 

Rockwell Automation, Inc.

1,302,916

48,651

*

Foster Wheeler Ltd.

1,347,243

48,649

 

Goodrich Corp.

1,168,970

48,629

 

Flowserve Corp.

538,480

47,801

 

Roper Industries Inc.

835,675

47,600

*

Stericycle, Inc.

805,764

47,468

 

Joy Global Inc.

1,008,874

45,541

*

Iron Mountain, Inc.

1,785,042

43,573

*

Quanta Services, Inc.

1,604,087

43,326

 

Equifax, Inc.

1,210,539

41,703

 

Ametek, Inc.

997,008

40,648

*

Allied Waste Industries, Inc.

3,637,532

40,413

 

 


 

 

 

 

Avery Dennison Corp.

895,673

39,840

 

Pall Corp.

1,146,455

39,427

 

SPX Corp.

499,234

38,441

 

Cintas Corp.

1,292,524

37,108

*

AGCO Corp.

856,854

36,511

 

Robert Half International, Inc.

1,409,952

34,896

 

Ryder System, Inc.

537,327

33,314

 

Manpower Inc.

741,693

32,011

 

Bucyrus International, Inc.

698,932

31,228

 

Pentair, Inc.

879,687

30,411

 

Harsco Corp.

787,417

29,284

*

Terex Corp.

942,927

28,778

*

Covanta Holding Corp.

1,153,151

27,606

*

Copart, Inc.

700,649

26,625

 

J.B. Hunt Transport Services, Inc.

757,619

25,282

*,^

SunPower Corp. Class A

356,311

25,273

 

KBR Inc.

1,586,733

24,229

*

Shaw Group, Inc.

774,743

23,808

*

AMR Corp.

2,331,141

22,892

*

Delta Air Lines Inc.

2,739,714

20,411

 

The Manitowoc Co., Inc.

1,215,208

18,896

*,^

USG Corp.

694,435

17,778

*

Owens Corning Inc.

738,586

17,660

*

Monster Worldwide Inc.

1,061,361

15,825

*

Spirit Aerosystems Holdings Inc.

959,781

15,424

*

Hertz Global Holdings Inc.

1,355,455

10,261

 

Oshkosh Truck Corp.

695,506

9,153

 

 

 

2,513,419

Information Technology (11.9%)

*

Fiserv, Inc.

1,532,181

72,503

*

Autodesk, Inc.

2,088,173

70,058

 

Amphenol Corp.

1,639,022

65,790

 

Linear Technology Corp.

2,073,576

63,576

*

Cognizant Technology Solutions Corp.

2,699,873

61,638

 

Xilinx, Inc.

2,610,008

61,205

 

Harris Corp.

1,258,928

58,162

 

Altera Corp.

2,801,868

57,943

*

Computer Sciences Corp.

1,412,532

56,685

*

Flextronics International Ltd.

7,816,608

55,341

*

BMC Software, Inc.

1,785,146

51,109

*

McAfee Inc.

1,504,771

51,102

 

Microchip Technology, Inc.

1,728,639

50,874

 

KLA-Tencor Corp.

1,589,464

50,306

*

VeriSign, Inc.

1,819,728

47,458

*

Alliance Data Systems Corp.

741,127

46,973

*

FLIR Systems, Inc.

1,219,197

46,841

*

salesforce.com, inc.

954,554

46,200

*

Marvell Technology Group Ltd.

4,774,925

44,407

*

Western Digital Corp.

2,069,240

44,116

*

Citrix Systems, Inc.

1,715,368

43,330

*

Affiliated Computer Services, Inc. Class A

839,198

42,489

*

SanDisk Corp.

2,100,440

41,064

 

 


 

 

 

 

National Semiconductor Corp.

2,266,221

39,002

*

LAM Research Corp.

1,168,184

36,786

*

Avnet, Inc.

1,405,482

34,617

*

NCR Corp.

1,565,264

34,514

 

Fidelity National Information Services, Inc.

1,823,360

33,659

*

Teradata Corp.

1,679,278

32,746

*

LSI Corp.

5,956,828

31,929

*

Arrow Electronics, Inc.

1,146,717

30,067

*

Hewitt Associates, Inc.

819,147

29,850

*,^

Advanced Micro Devices, Inc.

5,668,512

29,760

*

Trimble Navigation Ltd.

1,134,108

29,328

*

Lexmark International, Inc.

889,680

28,977

*

Micron Technology, Inc.

7,109,776

28,795

 

Lender Processing Services, Inc.

906,289

27,660

*

Akamai Technologies, Inc.

1,572,262

27,420

*

Red Hat, Inc.

1,781,416

26,846

 

SunPower Corp. Class B

385,795

26,639

*

Synopsys, Inc.

1,324,703

26,428

 

Total System Services, Inc.

1,574,256

25,818

*

Ingram Micro, Inc. Class A

1,414,049

22,724

*,^

DST Systems, Inc.

382,159

21,397

*

Nuance Communications, Inc.

1,581,194

19,275

 

Intersil Corp.

1,156,711

19,178

*

Novellus Systems, Inc.

933,268

18,329

*

JDS Uniphase Corp.

2,099,610

17,763

 

Molex, Inc.

791,169

17,762

*

Dolby Laboratories Inc.

475,648

16,738

*

Cadence Design Systems, Inc.

2,407,164

16,272

 

Jabil Circuit, Inc.

1,661,805

15,854

*

Tellabs, Inc.

3,524,492

14,309

 

Molex, Inc. Class A

516,091

10,740

 

 

 

2,020,352

Materials (5.8%)

^

Vulcan Materials Co.

1,022,834

76,201

 

Sigma-Aldrich Corp.

1,204,818

63,157

*

Owens-Illinois, Inc.

1,558,327

45,815

 

CF Industries Holdings, Inc.

500,539

45,779

 

Cleveland-Cliffs Inc.

844,368

44,701

 

Martin Marietta Materials, Inc.

386,298

43,258

 

Celanese Corp. Series A

1,411,080

39,383

 

Eastman Chemical Co.

712,535

39,232

 

MeadWestvaco Corp.

1,623,402

37,841

 

Airgas, Inc.

696,388

34,576

 

Ball Corp.

867,662

34,264

 

FMC Corp.

663,961

34,121

*

Crown Holdings, Inc.

1,499,967

33,314

 

Sealed Air Corp.

1,496,542

32,909

*

Pactiv Corp.

1,222,239

30,348

 

Sonoco Products Co.

929,872

27,599

 

Lubrizol Corp.

636,697

27,467

 

AK Steel Holding Corp.

1,046,814

27,133

 

International Flavors & Fragrances, Inc.

677,153

26,720

 

 


 

 

 

 

Steel Dynamics, Inc.

1,500,456

25,643

 

Allegheny Technologies Inc.

850,352

25,128

 

Terra Industries, Inc.

853,960

25,106

 

Bemis Co., Inc.

931,269

24,325

 

Reliance Steel & Aluminum Co.

613,303

23,287

*

Domtar Corp.

4,994,752

22,976

 

Albemarle Corp.

683,781

21,088

 

Huntsman Corp.

1,532,081

19,304

 

Commercial Metals Co.

1,066,480

18,013

 

Ashland, Inc.

528,729

15,460

 

Titanium Metals Corp.

1,098,389

12,456

 

 

 

976,604

Telecommunication Services (2.5%)

*

Crown Castle International Corp.

2,507,625

72,646

*

NII Holdings Inc.

1,566,135

59,388

 

Embarq Corp.

1,378,921

55,915

 

Windstream Corp.

4,180,287

45,732

*,^

Level 3 Communications, Inc.

14,502,132

39,156

 

Frontier Communications Corp.

3,029,934

34,844

 

CenturyTel, Inc.

936,285

34,315

*

MetroPCS Communications Inc.

1,953,977

27,336

*

Leap Wireless International, Inc.

515,836

19,653

 

Telephone & Data Systems, Inc.

547,966

19,590

 

Telephone & Data Systems, Inc. - Special Common Shares

432,507

15,527

*

U.S. Cellular Corp.

178,234

8,363

 

 

 

432,465

Utilities (6.3%)

 

Xcel Energy, Inc.

4,026,748

80,495

 

Questar Corp.

1,619,570

66,273

 

DTE Energy Co.

1,524,801

61,175

 

Allegheny Energy, Inc.

1,570,396

57,744

*

NRG Energy, Inc.

2,094,737

51,845

 

Wisconsin Energy Corp.

1,092,871

49,070

 

MDU Resources Group, Inc.

1,623,695

47,087

 

Pepco Holdings, Inc.

1,882,332

43,124

 

CenterPoint Energy Inc.

2,914,635

42,466

 

Equitable Resources, Inc.

1,152,019

42,268

 

SCANA Corp.

1,035,932

40,329

 

NiSource, Inc.

2,562,754

37,826

 

Northeast Utilities

1,452,564

37,258

 

Integrys Energy Group, Inc.

714,324

35,673

*

Mirant Corp.

1,934,845

35,388

 

NSTAR

998,158

33,438

 

Alliant Energy Corp.

1,031,574

33,227

 

Pinnacle West Capital Corp.

940,463

32,361

 

ONEOK, Inc.

925,286

31,830

 

TECO Energy, Inc.

1,969,454

30,980

 

Energen Corp.

636,488

28,820

 

National Fuel Gas Co.

682,974

28,808

 

DPL Inc.

1,061,659

26,329

 

CMS Energy Corp.

2,105,277

26,253

 

 


 

 

 

*

Reliant Energy, Inc.

3,233,681

23,768

 

Sierra Pacific Resources

2,186,254

20,944

*

Dynegy, Inc.

4,693,051

16,801

 

 

 

1,061,580

Total Common Stocks (Cost $18,757,674)

 

16,905,345

Temporary Cash Investments (2.1%)

 

 

Coupon

 

Money Market Fund (2.1%)

1,2

Vanguard Market Liquidity Fund

2.296%

 

349,269,092

349,269

 

 

 

 

 

Face

 

 

 

Maturity

Amount

 

 

 

Date

($000)

 

U.S. Agency Obligations (0.0%)

3,4

Federal Home Loan Bank

2.432%

10/15/08

2,000

1,997

 

Total Temporary Cash Investments (Cost $351,267)

351,266

Total Investments (102.0%) (Cost $19,108,941)

17,256,611

2 Other Assets and Liabilities-Net (-2.0%)

(333,322)

Net Assets (100%)

16,923,289

 

 

 

 

 

* Non-income-producing security.

 

^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $335,021,000.

 

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

 

2 Includes $341,801,000 of collateral received for securities on loan.

 

3 The issuer operates under a congressional charter; its securities are neither issued nor guaranteed by the U.S. government.

 

4 Securities with a value of $1,997,000 have been segregated as initial margin for open futures contracts.

 

REIT—Real Estate Investment Trust.

 


Mid-Cap Index Fund

 

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.

At September 30, 2008, the cost of investment securities for tax purposes was $19,108,941,000. Net unrealized depreciation of investment securities for tax purposes was $1,852,330,000, consisting of unrealized gains of $1,614,491,000 on securities that had risen in value since their purchase and $3,466,821,000 in unrealized losses on securities that had fallen in value since their purchase.

Futures Contracts: 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 2.0%, respectively, of net assets. Futures contracts are valued at their quoted daily settlement prices.

At September 30, 2008, the aggregate settlement value of open futures contracts expiring in December 2008 and the related unrealized appreciation (depreciation) were:

 

($000)

 

Number of Long

Aggregate

Unrealized

 

(Short)

Settlement

Appreciation

Futures Contracts

Contracts

Value

(Depreciation)

S&P MidCap 400 Index

50

18,258

(666)

 

 

 

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

 

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

 

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, based on the inputs used to value them:

 

 

Valuation Inputs

Investments

Futures

 

in Securities

Contracts

 

($000)

($000)

Level 1- Quoted prices

17,254,614

(666)

Level 2- Other significant observable inputs

1,997

-

Level 3- Significant unobservable inputs

-

-

Total

17,256,611

(666)

 

 




Vanguard Mid-Cap Value Index Fund

Schedule of Investments

As of September 30, 2008

 

 

 

 

 

Market

 

 

 

Value

 

 

Shares

($000)

Common Stocks (100.1%)

 

 

Consumer Discretionary (16.3%)

 

 

 

H & R Block, Inc.

194,527

4,387

 

VF Corp.

52,332

4,046

 

Genuine Parts Co.

98,047

3,942

 

Mattel, Inc.

216,593

3,907

 

Whirlpool Corp.

45,036

3,571

 

Sherwin-Williams Co.

60,627

3,465

 

Limited Brands, Inc.

183,389

3,176

 

Ross Stores, Inc.

79,693

2,933

 

Newell Rubbermaid, Inc.

165,622

2,859

 

Eastman Kodak Co.

172,440

2,652

 

Hasbro, Inc.

74,633

2,591

*,^

Mohawk Industries, Inc.

34,847

2,348

 

Gannett Co., Inc.

136,878

2,315

 

BorgWarner, Inc.

69,488

2,277

 

Darden Restaurants Inc.

79,227

2,268

 

Advance Auto Parts, Inc.

57,017

2,261

 

Black & Decker Corp.

36,523

2,219

 

D. R. Horton, Inc.

170,114

2,215

 

Leggett & Platt, Inc.

99,531

2,169

 

Washington Post Co. Class B

3,712

2,067

*

O'Reilly Automotive, Inc.

76,483

2,047

*

Dollar Tree, Inc.

53,872

1,959

 

Scripps Networks Interactive

52,942

1,922

 

PetSmart, Inc.

76,155

1,882

 

Family Dollar Stores, Inc.

79,357

1,881

 

The Stanley Works

42,219

1,762

 

Royal Caribbean Cruises, Ltd.

83,047

1,723

 

Wyndham Worldwide Corp.

105,830

1,663

 

Foot Locker, Inc.

92,574

1,496

 

Autoliv, Inc.

43,474

1,467

*

Interpublic Group of Cos., Inc.

183,499

1,422

 

Tiffany & Co.

37,733

1,340

 

Virgin Media Inc.

166,835

1,318

 

RadioShack Corp.

74,571

1,289

 

WABCO Holdings Inc.

35,383

1,258

 

Centex Corp.

73,912

1,197

 

Lennar Corp. Class A

77,453

1,177

 

New York Times Co. Class A

81,211

1,160

 

American Eagle Outfitters, Inc.

72,054

1,099

 

Brinker International, Inc.

60,580

1,084

*

Toll Brothers, Inc.

40,345

1,018

*

Office Depot, Inc.

163,434

951

*,^

AutoNation, Inc.

80,211

902

 

KB Home

45,644

898

*

Expedia, Inc.

58,500

884

 

 


 

 

 

 

Williams-Sonoma, Inc.

53,742

870

 

Pulte Homes, Inc.

45,823

640

*

Wendy's/Arby's Group, Inc.

101,073

532

 

 

 

94,509

Consumer Staples (6.8%)

 

UST, Inc.

88,455

5,886

 

Bunge Ltd.

72,790

4,599

 

Molson Coors Brewing Co. Class B

73,509

3,437

 

Coca-Cola Enterprises, Inc.

175,018

2,935

 

SuperValu Inc.

127,058

2,757

 

McCormick & Co., Inc.

69,071

2,656

 

The Clorox Co.

41,251

2,586

*

Constellation Brands, Inc. Class A

115,670

2,482

 

The Pepsi Bottling Group, Inc.

84,929

2,477

*

Ralcorp Holdings, Inc.

33,608

2,266

 

Tyson Foods, Inc.

173,350

2,070

 

Hormel Foods Corp.

44,630

1,619

 

Brown-Forman Corp. Class B

21,187

1,521

*

Smithfield Foods, Inc.

72,386

1,149

 

PepsiAmericas, Inc.

38,277

793

 

 

 

39,233

Energy (6.5%)

 

Noble Energy, Inc.

103,042

5,728

 

El Paso Corp.

420,156

5,361

 

Pioneer Natural Resources Co.

71,608

3,744

 

BJ Services Co.

175,933

3,366

*

Newfield Exploration Co.

78,773

2,520

*

Forest Oil Corp.

50,494

2,505

 

Sunoco, Inc.

69,928

2,488

 

Cimarex Energy Co.

49,625

2,427

*

Nabors Industries, Inc.

84,237

2,099

*

Kinder Morgan Management, LLC

40,422

1,989

 

Tesoro Corp.

82,444

1,359

 

Patterson-UTI Energy, Inc.

60,058

1,202

*

Plains Exploration & Production Co.

32,245

1,134

 

Cabot Oil & Gas Corp.

20,533

742

 

Rowan Cos., Inc.

23,682

723

 

 

 

37,387

Financials (29.5%)

 

HCP, Inc. REIT

149,389

5,995

 

Unum Group

207,303

5,203

 

Hudson City Bancorp, Inc.

279,592

5,159

 

Plum Creek Timber Co. Inc. REIT

102,373

5,104

 

Leucadia National Corp.

111,429

5,063

 

Kimco Realty Corp. REIT

136,610

5,046

 

Avalonbay Communities, Inc. REIT

46,085

4,536

 

Annaly Mortgage Management Inc. REIT

316,369

4,255

 

Ventas, Inc. REIT

82,876

4,096

 

People's United Financial Inc.

207,030

3,985

 

Host Hotels & Resorts Inc. REIT

296,909

3,946

 

Assurant, Inc.

60,111

3,306

 

New York Community Bancorp, Inc.

195,006

3,274

 

 


 

 

 

 

XL Capital Ltd. Class A

181,863

3,263

 

Torchmark Corp.

53,755

3,215

 

Everest Re Group, Ltd.

37,092

3,210

*

American Capital Ltd.

121,343

3,095

 

Health Care Inc. REIT

58,113

3,093

 

Federal Realty Investment Trust REIT

35,231

3,016

 

Comerica, Inc.

90,011

2,951

 

Marshall & Ilsley Corp.

139,613

2,813

 

Regency Centers Corp. REIT

41,850

2,791

 

The Macerich Co. REIT

43,419

2,764

 

Willis Group Holdings Ltd.

84,506

2,726

 

Axis Capital Holdings Ltd.

84,558

2,681

 

AMB Property Corp. REIT

58,616

2,655

 

Cincinnati Financial Corp.

92,603

2,634

^

Zions Bancorp

64,160

2,483

 

White Mountains Insurance Group Inc.

4,883

2,294

 

Developers Diversified Realty Corp. REIT

71,672

2,271

 

SL Green Realty Corp. REIT

34,982

2,267

 

PartnerRe Ltd.

32,551

2,216

 

Duke Realty Corp. REIT

87,759

2,157

 

W.R. Berkley Corp.

90,693

2,136

 

Liberty Property Trust REIT

55,492

2,089

 

UDR, Inc. REIT

76,697

2,006

*

Markel Corp.

5,672

1,994

*

Arch Capital Group Ltd.

26,956

1,969

 

RenaissanceRe Holdings Ltd.

36,716

1,909

 

Raymond James Financial, Inc.

57,112

1,884

 

Apartment Investment & Management Co. Class A REIT

53,728

1,882

 

HCC Insurance Holdings, Inc.

68,994

1,863

 

Fidelity National Financial, Inc. Class A

121,550

1,787

 

Synovus Financial Corp.

167,821

1,737

 

Commerce Bancshares, Inc.

36,601

1,698

 

Old Republic International Corp.

131,084

1,671

 

Huntington Bancshares Inc.

208,125

1,663

 

Weingarten Realty Investors REIT

45,312

1,616

 

Federated Investors, Inc.

54,980

1,585

 

Camden Property Trust REIT

31,922

1,464

 

Associated Banc-Corp.

72,497

1,446

^

MBIA, Inc.

120,439

1,433

*,^

The St. Joe Co.

36,019

1,408

 

First American Corp.

47,129

1,390

 

CapitalSource Inc. REIT

111,360

1,370

 

Nationwide Financial Services, Inc.

27,539

1,359

 

Popular, Inc.

159,839

1,325

 

City National Corp.

24,309

1,320

 

American Financial Group, Inc.

43,728

1,290

 

Sovereign Bancorp, Inc.

324,827

1,283

 

TCF Financial Corp.

68,054

1,225

 

CIT Group Inc.

168,941

1,176

 

Hospitality Properties Trust REIT

56,301

1,155

 

Allied Capital Corp.

106,891

1,154

 

 


 

 

 

 

Protective Life Corp.

39,719

1,132

 

First Horizon National Corp.

115,091

1,093

*

Reinsurance Group of America, Incorp. Class A

18,880

1,020

 

TFS Financial Corp.

69,509

870

 

Transatlantic Holdings, Inc.

15,924

866

*

Reinsurance Group of America, Inc. Group-B

16,541

784

 

National City Corp.

432,083

756

 

Forest City Enterprise Class A

24,643

756

 

BOK Financial Corp.

14,185

687

 

Student Loan Corp.

2,371

221

^

Washington Mutual, Inc.

299,215

24

 

UnionBanCal Corp.

90

7

 

 

 

171,066

Health Care (6.0%)

 

Quest Diagnostics, Inc.

99,098

5,120

 

AmerisourceBergen Corp.

96,293

3,625

*

Humana Inc.

65,852

2,713

*

Invitrogen Corp.

55,961

2,115

 

Omnicare, Inc.

72,777

2,094

*

Mylan Inc.

182,100

2,080

*

Cephalon, Inc.

26,365

2,043

*

Barr Pharmaceuticals Inc.

30,801

2,011

*

Hospira, Inc.

47,624

1,819

 

Beckman Coulter, Inc.

24,485

1,738

*

Community Health Systems, Inc.

57,651

1,690

*

Health Net Inc.

64,263

1,517

*

King Pharmaceuticals, Inc.

147,558

1,414

*

Lincare Holdings, Inc.

43,803

1,318

 

Applied Biosystems Inc.

35,284

1,209

*

Charles River Laboratories, Inc.

20,446

1,135

 

Brookdale Senior Living Inc.

21,393

471

*

WellCare Health Plans Inc.

8,773

316

 

 

 

34,428

Industrials (10.0%)

 

Parker Hannifin Corp.

100,263

5,314

 

Dover Corp.

113,337

4,596

 

Cooper Industries, Inc. Class A

104,103

4,159

 

Pitney Bowes, Inc.

124,171

4,130

 

W.W. Grainger, Inc.

38,937

3,386

 

Republic Services, Inc. Class A

108,781

3,261

 

Rockwell Automation, Inc.

83,425

3,115

 

R.R. Donnelley & Sons Co.

126,936

3,114

 

Goodrich Corp.

74,810

3,112

*

Allied Waste Industries, Inc.

232,550

2,584

 

Avery Dennison Corp.

57,342

2,551

 

Pall Corp.

73,381

2,524

 

SPX Corp.

32,030

2,466

 

Cintas Corp.

82,784

2,377

 

Ryder System, Inc.

34,465

2,137

 

Manpower Inc.

47,560

2,053

 

Pentair, Inc.

56,335

1,947

 

Equifax, Inc.

38,787

1,336

 

 


 

 

 

*

Owens Corning Inc.

47,361

1,132

*

Delta Air Lines Inc.

113,955

849

*

USG Corp.

29,006

743

*

Hertz Global Holdings Inc.

86,835

657

 

Oshkosh Truck Corp.

44,458

585

 

 

 

58,128

Information Technology (7.5%)

 

Xilinx, Inc.

167,127

3,919

*

Computer Sciences Corp.

90,514

3,632

*

Flextronics International Ltd.

500,561

3,544

 

Microchip Technology, Inc.

110,586

3,255

 

KLA-Tencor Corp.

101,744

3,220

 

Fidelity National Information Services, Inc.

116,734

2,155

*

LSI Corp.

381,267

2,044

*

Arrow Electronics, Inc.

73,415

1,925

*

Lexmark International, Inc.

56,971

1,855

*

Western Digital Corp.

86,112

1,836

 

Lender Processing Services, Inc.

58,097

1,773

*

Synopsys, Inc.

84,833

1,692

*

Ingram Micro, Inc. Class A

90,519

1,455

*

Avnet, Inc.

58,494

1,441

*

NCR Corp.

65,201

1,438

 

Intersil Corp.

74,060

1,228

*

Novellus Systems, Inc.

59,750

1,173

*

McAfee Inc.

33,790

1,147

*

Cadence Design Systems, Inc.

154,260

1,043

 

Jabil Circuit, Inc.

106,370

1,015

 

Molex, Inc. Class A

45,427

945

*

Tellabs, Inc.

226,112

918

*

Advanced Micro Devices, Inc.

126,647

665

 

 

 

43,318

Materials (5.8%)

 

Vulcan Materials Co.

65,494

4,879

 

Eastman Chemical Co.

45,595

2,510

 

MeadWestvaco Corp.

103,918

2,422

 

Airgas, Inc.

44,679

2,218

 

Ball Corp.

55,593

2,195

 

Sealed Air Corp.

95,754

2,106

 

Sonoco Products Co.

59,524

1,767

 

Lubrizol Corp.

40,783

1,759

 

International Flavors & Fragrances, Inc.

43,353

1,711

 

Steel Dynamics, Inc.

96,004

1,641

 

Celanese Corp. Series A

58,615

1,636

 

Bemis Co., Inc.

59,617

1,557

*

Domtar Corp.

319,823

1,471

 

FMC Corp.

27,688

1,423

 

Commercial Metals Co.

68,318

1,154

 

Ashland, Inc.

34,017

995

*

Pactiv Corp.

39,169

973

 

Reliance Steel & Aluminum Co.

19,717

749

 

 


 

 

 

 

Huntsman Corp.

48,938

617

 

 

 

33,783

Telecommunication Services (2.6%)

 

Embarq Corp.

88,275

3,580

 

Windstream Corp.

267,534

2,927

 

Frontier Communications Corp.

193,958

2,230

 

CenturyTel, Inc.

59,923

2,196

*

Level 3 Communications, Inc.

464,243

1,253

 

Telephone & Data Systems, Inc.

31,935

1,142

 

Telephone & Data Systems, Inc. - Special Common Shares

31,098

1,116

*

U.S. Cellular Corp.

11,373

534

 

 

 

14,978

 

Utilities (9.1%)

 

Xcel Energy, Inc.

257,865

5,155

 

DTE Energy Co.

97,651

3,918

 

Wisconsin Energy Corp.

69,971

3,142

 

MDU Resources Group, Inc.

103,915

3,013

 

Pepco Holdings, Inc.

120,460

2,760

 

CenterPoint Energy Inc.

186,588

2,719

 

SCANA Corp.

66,353

2,583

 

NiSource, Inc.

164,025

2,421

 

Northeast Utilities

92,958

2,384

 

Integrys Energy Group, Inc.

45,809

2,288

*

Mirant Corp.

123,810

2,264

 

NSTAR

63,964

2,143

 

Alliant Energy Corp.

66,119

2,130

 

Pinnacle West Capital Corp.

60,196

2,071

 

ONEOK, Inc.

59,261

2,039

 

TECO Energy, Inc.

126,030

1,982

 

National Fuel Gas Co.

43,649

1,841

 

DPL Inc.

67,989

1,686

 

CMS Energy Corp.

134,826

1,681

 

Questar Corp.

36,383

1,489

 

Sierra Pacific Resources

140,028

1,341

 

Energen Corp.

20,464

927

*

Dynegy, Inc.

195,169

699

 

52,676

Total Common Stocks (Cost $706,187)

579,506

 

 

 

Face

Market

 

 

Maturity

Amount

Value

 

Coupon

Date

($000)

($000)

Temporary Cash Investment (0.7%)

1,2

Vanguard Market Liquidity Fund (Cost $4,276)

2.296%

 

4,276,100

4,276

Total Investments (100.8%) (Cost $710,463)

583,782

2 Other Assets and Liabilities-Net (-0.8%)

(4,704)

Net Assets (100%)

579,078

 

 

 

 

 


 

 

 

* Non-income-producing security.

 

^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $4,034,000.

 

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

 

2 Includes $4,276,000 of collateral received for securities on loan.

 

REIT—Real Estate Investment Trust.

 

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.

At September 30, 2008, the cost of investment securities for tax purposes was $710,463,000. Net unrealized depreciation of investment securities for tax purposes was $126,681,000, consisting of unrealized gains of $9,308,000 on securities that had risen in value since their purchase and $135,989,000 in unrealized losses on securities that had fallen in value since their purchase.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

 

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, 100% of the fund's investments were valued based on Level 1 inputs.

 

 

 




Vanguard Mid-Cap Growth Index Fund

Schedule of Investments

As of September 30, 2008

 

 

 

 

 

Market

 

 

 

Value

 

 

Shares

($000)

Common Stocks (100.0%)

 

 

Consumer Discretionary (11.2%)

 

 

*

Apollo Group, Inc. Class A

143,750

8,524

 

Cablevision Systems NY Group Class A

235,325

5,921

 

Tim Hortons, Inc.

186,171

5,516

*

AutoZone Inc.

44,639

5,506

*

GameStop Corp. Class A

156,328

5,348

^

Wynn Resorts Ltd.

61,997

5,061

 

Nordstrom, Inc.

165,555

4,771

 

Polo Ralph Lauren Corp.

56,586

3,771

*

Urban Outfitters, Inc.

117,811

3,755

*

The Goodyear Tire & Rubber Co.

230,188

3,524

 

Abercrombie & Fitch Co.

87,068

3,435

*

ITT Educational Services, Inc.

39,110

3,164

*,^

CarMax, Inc.

220,257

3,084

*

Priceline.com, Inc.

36,888

2,524

 

Burger King Holdings Inc.

95,131

2,336

*

NVR, Inc.

3,993

2,284

*,^

Lamar Advertising Co. Class A

73,623

2,274

 

Tiffany & Co.

63,398

2,252

*

Discovery Communications Inc. Class C

141,574

2,005

 

Pulte Homes, Inc.

143,131

2,000

 

Guess ?, Inc.

57,457

1,999

*

Penn National Gaming, Inc.

74,379

1,976

*

Discovery Communications Inc. Class A

135,141

1,926

 

Harman International Industries, Inc.

55,628

1,895

*

Toll Brothers, Inc.

67,930

1,714

*

Sirius XM Radio Inc.

2,691,712

1,534

*

Expedia, Inc.

98,558

1,489

 

Weight Watchers International, Inc.

35,819

1,311

*

Interpublic Group of Cos., Inc.

166,572

1,291

 

American Eagle Outfitters, Inc.

65,385

997

*

CTC Media, Inc.

46,056

691

*

Clear Channel Outdoor Holdings, Inc. Class A

41,049

562

 

 

 

94,440

Consumer Staples (4.2%)

*

Dr. Pepper Snapple Group, Inc.

254,999

6,752

 

The Estee Lauder Cos. Inc. Class A

104,677

5,225

*

Energizer Holdings, Inc.

55,051

4,434

 

The Clorox Co.

69,469

4,355

 

Church & Dwight, Inc.

67,009

4,161

*

Dean Foods Co.

153,040

3,575

^

Whole Foods Market, Inc.

141,339

2,831

*,^

Hansen Natural Corp.

75,498

2,284

 

Brown-Forman Corp. Class B

19,176

1,377

*,^

Bare Escentuals, Inc.

55,024

598

 

 

 

35,592

Energy (16.2%)

 

Noble Corp.

270,867

11,891

 

Murphy Oil Corp.

181,894

11,667

*

Southwestern Energy Co.

344,643

10,525

*

Ultra Petroleum Corp.

154,027

8,524

 

CONSOL Energy, Inc.

184,206

8,453

 

 


 

 

 

*

Cameron International Corp.

218,367

8,416

 

ENSCO International, Inc.

145,481

8,384

 

Range Resources Corp.

155,539

6,668

*

FMC Technologies Inc.

129,067

6,008

*

Petrohawk Energy Corp.

249,187

5,390

*

Pride International, Inc.

169,094

5,007

 

Arch Coal, Inc.

145,276

4,778

*

Denbury Resources, Inc.

247,943

4,721

 

Helmerich & Payne, Inc.

105,158

4,542

*

Alpha Natural Resources, Inc.

70,864

3,644

*

Nabors Industries, Inc.

141,777

3,533

 

Massey Energy Co.

81,219

2,897

 

Walter Industries, Inc.

55,710

2,643

 

Cabot Oil & Gas Corp.

64,086

2,316

 

Rowan Cos., Inc.

73,676

2,251

*

Quicksilver Resources, Inc.

103,749

2,037

*

Exterran Holdings, Inc.

62,762

2,006

*

Continental Resources, Inc.

51,053

2,003

 

Frontier Oil Corp.

104,797

1,930

*

Plains Exploration & Production Co.

54,098

1,902

*

IHS Inc. Class A

36,776

1,752

*

SandRidge Energy, Inc.

73,567

1,442

 

Patterson-UTI Energy, Inc.

54,441

1,090

*

CNX Gas Corp.

30,312

679

 

 

 

137,099

Financials (3.6%)

*

IntercontinentalExchange Inc.

56,904

4,591

*

Nasdaq Stock Market Inc.

140,887

4,307

 

Janus Capital Group Inc.

164,092

3,984

 

Eaton Vance Corp.

110,389

3,889

*

TD Ameritrade Holding Corp.

239,066

3,873

 

SEI Investments Co.

136,132

3,022

 

Brown & Brown, Inc.

120,582

2,607

*

CB Richard Ellis Group, Inc.

183,425

2,452

*,^

The St. Joe Co.

32,636

1,276

 

Forest City Enterprise Class A

22,202

681

 

 

 

30,682

Health Care (16.0%)

 

C.R. Bard, Inc.

100,057

9,492

*

Intuitive Surgical, Inc.

39,008

9,400

*

Laboratory Corp. of America Holdings

112,177

7,796

*

Varian Medical Systems, Inc.

126,610

7,233

*

DaVita, Inc.

105,528

6,016

*

Waters Corp.

100,896

5,870

*

Covance, Inc.

63,361

5,602

 

DENTSPLY International Inc.

142,516

5,350

*

Hologic, Inc.

257,882

4,985

*

Vertex Pharmaceuticals, Inc.

149,799

4,979

*

Coventry Health Care Inc.

152,870

4,976

*

Illumina, Inc.

122,248

4,955

*

Henry Schein, Inc.

90,981

4,899

 

Pharmaceutical Product Development, Inc.

108,537

4,488

*

Millipore Corp.

55,532

3,821

*

ImClone Systems, Inc.

61,016

3,810

 

 


 

 

 

 

Applied Biosystems Inc.

110,425

3,782

 

IMS Health, Inc.

182,649

3,454

*

Barr Pharmaceuticals Inc.

51,700

3,376

*

Patterson Cos.

104,309

3,172

*

Cerner Corp.

69,032

3,082

 

Perrigo Co.

80,032

3,078

*

Hospira, Inc.

80,188

3,063

*

Amylin Pharmaceuticals, Inc.

138,180

2,794

*

Humana Inc.

59,705

2,460

*

Endo Pharmaceuticals Holdings, Inc.

121,212

2,424

*

Sepracor Inc.

108,474

1,986

*

Charles River Laboratories, Inc.

34,286

1,904

*

Cephalon, Inc.

23,862

1,849

 

Beckman Coulter, Inc.

22,190

1,575

*

Kinetic Concepts, Inc.

54,631

1,562

*

Warner Chilcott Ltd.

101,154

1,530

*

WellCare Health Plans Inc.

27,344

984

 

 

 

135,747

Industrials (20.4%)

 

L-3 Communications Holdings, Inc.

123,623

12,155

 

Fluor Corp.

178,799

9,959

 

ITT Industries, Inc.

173,955

9,674

 

C.H. Robinson Worldwide Inc.

171,884

8,759

 

Cummins Inc.

194,478

8,503

 

Rockwell Collins, Inc.

162,009

7,791

 

Expeditors International of Washington, Inc.

214,974

7,490

*

Jacobs Engineering Group Inc.

122,766

6,667

 

Fastenal Co.

127,754

6,310

*

McDermott International, Inc.

228,253

5,832

 

The Dun & Bradstreet Corp.

56,253

5,308

*

Foster Wheeler Ltd.

145,289

5,246

 

Flowserve Corp.

58,070

5,155

 

Roper Industries Inc.

90,116

5,133

*

Stericycle, Inc.

86,898

5,119

 

Joy Global Inc.

108,793

4,911

*

Iron Mountain, Inc.

192,504

4,699

*

Quanta Services, Inc.

172,989

4,672

 

Ametek, Inc.

107,542

4,385

*

AGCO Corp.

92,461

3,940

 

Robert Half International, Inc.

152,081

3,764

 

Bucyrus International, Inc.

75,367

3,367

 

Harsco Corp.

84,870

3,156

*

Terex Corp.

101,627

3,102

*

Covanta Holding Corp.

124,388

2,978

*

Copart, Inc.

75,574

2,872

 

J.B. Hunt Transport Services, Inc.

81,727

2,727

*,^

SunPower Corp. Class A

38,434

2,726

 

KBR Inc.

171,161

2,614

*

Shaw Group, Inc.

83,570

2,568

*

AMR Corp.

251,473

2,469

 

Equifax, Inc.

65,183

2,246

 

The Manitowoc Co., Inc.

130,864

2,035

*

Monster Worldwide Inc.

114,286

1,704

*

Spirit Aerosystems Holdings Inc.

103,474

1,663

 

 


 

 

 

*

Delta Air Lines Inc.

103,266

769

*

USG Corp.

26,107

668

 

 

 

173,136

Information Technology (17.1%)

*

Fiserv, Inc.

165,225

7,818

*

Autodesk, Inc.

225,192

7,555

 

Amphenol Corp.

176,747

7,095

 

Linear Technology Corp.

223,613

6,856

*

Cognizant Technology Solutions Corp.

291,160

6,647

 

Harris Corp.

135,763

6,272

 

Altera Corp.

302,160

6,249

*

BMC Software, Inc.

192,515

5,512

*

VeriSign, Inc.

196,250

5,118

*

Alliance Data Systems Corp.

79,923

5,065

*

FLIR Systems, Inc.

131,485

5,052

*

salesforce.com, inc.

102,943

4,982

*

Marvell Technology Group Ltd.

514,958

4,789

*

Citrix Systems, Inc.

184,991

4,673

*

Affiliated Computer Services, Inc. Class A

90,505

4,582

*

SanDisk Corp.

226,524

4,429

 

National Semiconductor Corp.

244,444

4,207

*

LAM Research Corp.

125,981

3,967

*

McAfee Inc.

105,405

3,580

*

Teradata Corp.

181,138

3,532

*

Hewitt Associates, Inc.

88,288

3,217

*

Trimble Navigation Ltd.

122,232

3,161

*

Micron Technology, Inc.

766,928

3,106

*

Akamai Technologies, Inc.

169,600

2,958

*

Red Hat, Inc.

192,006

2,894

 

SunPower Corp. Class B

41,594

2,872

 

Total System Services, Inc.

169,814

2,785

*

DST Systems, Inc.

41,221

2,308

*

Advanced Micro Devices, Inc.

396,847

2,083

*

Nuance Communications, Inc.

170,312

2,076

*

JDS Uniphase Corp.

226,096

1,913

*

Dolby Laboratories Inc.

51,220

1,802

*

Western Digital Corp.

78,132

1,666

 

Molex, Inc.

64,630

1,451

*

Avnet, Inc.

53,083

1,307

*

NCR Corp.

59,119

1,304

*

Cypress Semiconductor Corp.

1

 

 

 

144,883

Materials (5.7%)

 

Sigma-Aldrich Corp.

129,931

6,811

*

Owens-Illinois, Inc.

168,052

4,941

 

CF Industries Holdings, Inc.

53,982

4,937

 

Cleveland-Cliffs Inc.

91,052

4,820

^

Martin Marietta Materials, Inc.

41,659

4,665

*

Crown Holdings, Inc.

161,669

3,591

 

AK Steel Holding Corp.

112,913

2,927

 

Allegheny Technologies Inc.

91,651

2,708

 

Terra Industries, Inc.

92,038

2,706

 

Albemarle Corp.

73,765

2,275

*

Pactiv Corp.

65,812

1,634

 

 


 

 

 

 

Celanese Corp. Series A

53,283

1,487

 

Titanium Metals Corp.

118,656

1,346

 

FMC Corp.

25,088

1,289

 

Reliance Steel & Aluminum Co.

33,087

1,256

 

Huntsman Corp.

82,400

1,038

 

 

 

48,431

Telecommunication Services (2.5%)

*

Crown Castle International Corp.

270,416

7,834

*

NII Holdings Inc.

168,890

6,404

*

MetroPCS Communications Inc.

210,605

2,946

*

Leap Wireless International, Inc.

55,552

2,117

*,^

Level 3 Communications, Inc.

781,056

2,109

 

 

 

21,410

Utilities (3.1%)

 

Allegheny Energy, Inc.

169,358

6,227

*

NRG Energy, Inc.

225,899

5,591

 

Questar Corp.

113,532

4,646

 

Equitable Resources, Inc.

124,238

4,558

*

Reliant Energy, Inc.

348,797

2,564

 

Energen Corp.

34,339

1,555

*

Dynegy, Inc.

176,995

634

 

 

 

25,775

Total Common Stocks (Cost $1,115,994)

 

847,195

 

 

 

 

 

 

 

 

 

Face

Market

 

 

Maturity

Amount

Value

 

Coupon

Date

($000)

($000)

Money Market Fund (1.7%)

 

 

 

1,2

Vanguard Market Liquidity Fund (Cost $14,688)

2.296%

14,688,300

14,688

Total Investments (101.7%) (Cost $1,130,682)

 

 

861,883

2 Other Assets and Liabilities-Net (-1.7%)

 

 

(14,190)

Net Assets (100%)

 

 

847,693

 

* Non-income-producing security.

 

^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $13,081,000.

 

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

 

2 Includes $13,235,000 of collateral received for securities on loan.

 

 


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.

At September 30, 2008, the cost of investment securities for tax purposes was $1,130,682,000. Net unrealized depreciation of investment securities for tax purposes was $268,799,000, consisting of unrealized gains of $7,133,000 on securities that had risen in value since their purchase and $275,932,000 in unrealized losses on securities that had fallen in value since their purchase.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

 

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, 100% of the fund's investments were valued based on Level 1 inputs.

 

 

 

 




Vanguard Large Cap Index Fund

Schedule of Investments

As of September 30, 2008

 

 

 

 

 

Market

 

 

 

Value

 

 

Shares

($000)

Common Stocks (100.1%)

 

 

Consumer Discretionary (8.9%)

 

 

 

McDonald's Corp.

232,875

14,368

 

The Walt Disney Co.

371,728

11,408

 

Time Warner, Inc.

734,770

9,633

 

Home Depot, Inc.

347,018

8,984

 

Comcast Corp. Class A

397,272

7,798

 

Target Corp.

153,807

7,544

 

Lowe's Cos., Inc.

300,270

7,113

 

NIKE, Inc. Class B

75,584

5,057

*

Amazon.com, Inc.

64,374

4,684

 

News Corp., Class A

373,189

4,475

 

Comcast Corp. Special Class A

187,710

3,702

 

Johnson Controls, Inc.

121,918

3,698

*

DIRECTV Group, Inc.

141,052

3,691

 

Staples, Inc.

144,166

3,244

 

Yum! Brands, Inc.

97,135

3,168

 

Carnival Corp.

89,596

3,167

*

Viacom Inc. Class B

112,220

2,788

*

Kohl's Corp.

60,230

2,775

 

Best Buy Co., Inc.

71,933

2,697

 

TJX Cos., Inc.

87,230

2,662

 

Omnicom Group Inc.

65,729

2,535

*

Liberty Media Corp.

101,137

2,525

*

Starbucks Corp.

149,121

2,217

 

The McGraw-Hill Cos., Inc.

66,069

2,088

 

The Gap, Inc.

105,644

1,878

*

Ford Motor Co.

356,331

1,853

 

Harley-Davidson, Inc.

48,657

1,815

 

Fortune Brands, Inc.

31,607

1,813

 

CBS Corp.

121,207

1,767

*

Coach, Inc.

70,279

1,760

*

Apollo Group, Inc. Class A

29,310

1,738

*

Bed Bath & Beyond, Inc.

52,995

1,665

 

Macy's Inc.

86,487

1,555

 

Marriott International, Inc. Class A

58,149

1,517

 

H & R Block, Inc.

66,770

1,506

*

Liberty Media Corp.-Interactive Series A

116,081

1,499

 

J.C. Penney Co., Inc. (Holding Co.)

43,150

1,439

*,^

Sears Holdings Corp.

14,948

1,398

 

VF Corp.

18,033

1,394

 

Genuine Parts Co.

33,752

1,357

 

Mattel, Inc.

74,229

1,339

 

Whirlpool Corp.

15,421

1,223

 

Cablevision Systems NY Group Class A

47,888

1,205

 

Sherwin-Williams Co.

20,790

1,188

 

Tim Hortons, Inc.

38,029

1,127

 

 


 

 

 

*

AutoZone Inc.

9,067

1,118

 

International Game Technology

63,855

1,097

 

Limited Brands, Inc.

63,311

1,097

 

News Corp., Class B

89,826

1,091

*

GameStop Corp. Class A

31,862

1,090

 

Starwood Hotels & Resorts Worldwide, Inc.

38,432

1,081

 

Wynn Resorts Ltd.

12,561

1,025

*

Liberty Global, Inc. Class A

33,544

1,016

 

Ross Stores, Inc.

27,242

1,003

 

Newell Rubbermaid, Inc.

57,050

985

 

Nordstrom, Inc.

33,919

978

*

Liberty Global, Inc. Series C

32,853

923

 

Tiffany & Co.

25,802

916

 

Eastman Kodak Co.

59,043

908

*

DISH Network Corp.

43,098

905

*

Time Warner Cable, Inc.

36,956

894

 

Hasbro, Inc.

25,667

891

^

General Motors Corp.

92,392

873

*,^

Garmin Ltd.

24,509

832

*

Mohawk Industries, Inc.

12,019

810

 

Gannett Co., Inc.

46,867

793

*

Las Vegas Sands Corp.

21,820

788

 

BorgWarner, Inc.

23,924

784

 

Darden Restaurants Inc.

27,169

778

 

Polo Ralph Lauren Corp.

11,589

772

 

Advance Auto Parts, Inc.

19,446

771

*

Urban Outfitters, Inc.

24,028

766

 

Black & Decker Corp.

12,523

761

 

D. R. Horton, Inc.

58,175

757

 

Leggett & Platt, Inc.

34,455

751

*

Interpublic Group of Cos., Inc.

96,650

749

*

The Goodyear Tire & Rubber Co.

46,712

715

*

O'Reilly Automotive, Inc.

26,400

707

 

Washington Post Co. Class B

1,263

703

 

Abercrombie & Fitch Co.

17,626

695

*

Toll Brothers, Inc.

27,544

695

*

Dollar Tree, Inc.

18,497

673

 

Scripps Networks Interactive

18,140

659

 

Family Dollar Stores, Inc.

27,532

653

 

PetSmart, Inc.

26,080

644

*

ITT Educational Services, Inc.

7,961

644

*

CarMax, Inc.

44,975

630

 

Pulte Homes, Inc.

44,903

627

 

The Stanley Works

14,614

610

*

Expedia, Inc.

40,058

605

 

Royal Caribbean Cruises, Ltd.

28,420

590

 

American Eagle Outfitters, Inc.

38,241

583

 

Wyndham Worldwide Corp.

36,622

575

*,^

MGM Mirage, Inc.

20,020

571

 

Foot Locker, Inc.

31,828

514

*

Priceline.com, Inc.

7,450

510

 

Autoliv, Inc.

14,798

499

 

 


 

 

 

 

Burger King Holdings Inc.

19,442

478

*

NVR, Inc.

822

470

*

Lamar Advertising Co. Class A

14,974

463

 

Virgin Media Inc.

57,296

453

 

RadioShack Corp.

25,787

446

 

WABCO Holdings Inc.

12,092

430

 

Centex Corp.

25,276

409

*

Discovery Communications Inc. Class C

28,855

409

*

Penn National Gaming, Inc.

15,185

403

 

Lennar Corp. Class A

26,530

403

 

Guess ?, Inc.

11,528

401

 

New York Times Co. Class A

28,052

401

*

Discovery Communications Inc. Class A

27,501

392

 

Harman International Industries, Inc.

11,333

386

 

Brinker International, Inc.

21,056

377

*

Office Depot, Inc.

55,889

325

 

KB Home

15,951

314

*

Sirius XM Radio Inc.

547,801

312

*,^

AutoNation, Inc.

27,481

309

 

Williams-Sonoma, Inc.

18,828

305

 

Weight Watchers International, Inc.

7,282

267

*

Wendy's/Arby's Group, Inc.

35,453

186

*

CTC Media, Inc.

9,737

146

*

Clear Channel Outdoor Holdings, Inc. Class A

8,273

113

 

 

 

203,760

Consumer Staples (11.6%)

 

The Procter & Gamble Co.

627,055

43,700

 

Wal-Mart Stores, Inc.

487,079

29,171

 

PepsiCo, Inc.

325,799

23,220

 

The Coca-Cola Co.

429,387

22,706

 

Philip Morris International Inc.

433,255

20,840

 

CVS/Caremark Corp.

293,519

9,880

 

Kraft Foods Inc.

298,944

9,790

 

Anheuser-Busch Cos., Inc.

146,462

9,502

 

Altria Group, Inc.

430,060

8,532

 

Colgate-Palmolive Co.

104,293

7,859

 

Walgreen Co.

203,423

6,298

 

Costco Wholesale Corp.

89,084

5,784

 

Kimberly-Clark Corp.

86,011

5,577

 

General Mills, Inc.

68,923

4,736

 

Sysco Corp.

123,421

3,805

 

Avon Products, Inc.

87,613

3,642

 

The Kroger Co.

128,935

3,543

 

H.J. Heinz Co.

64,597

3,224

 

Wm. Wrigley Jr. Co.

40,396

3,207

 

Kellogg Co.

54,509

3,058

 

Archer-Daniels-Midland Co.

118,889

2,605

 

Lorillard, Inc.

35,746

2,543

 

Safeway, Inc.

90,030

2,136

 

UST, Inc.

30,334

2,018

 

ConAgra Foods, Inc.

100,006

1,946

 

Sara Lee Corp.

145,118

1,833

 

 


 

 

 

 

Campbell Soup Co.

46,636

1,800

 

The Clorox Co.

28,403

1,781

 

Reynolds American Inc.

36,348

1,767

 

Bunge Ltd.

24,939

1,576

*

Dr. Pepper Snapple Group, Inc.

52,076

1,379

 

The Hershey Co.

32,372

1,280

 

Molson Coors Brewing Co. Class B

25,192

1,178

 

The Estee Lauder Cos. Inc. Class A

21,346

1,065

 

Coca-Cola Enterprises, Inc.

59,731

1,002

 

SuperValu Inc.

43,687

948

 

McCormick & Co., Inc.

23,655

910

*

Energizer Holdings, Inc.

11,272

908

*

Constellation Brands, Inc. Class A

39,714

852

 

The Pepsi Bottling Group, Inc.

29,065

848

 

Church & Dwight, Inc.

13,595

844

 

Brown-Forman Corp. Class B

11,226

806

*

Ralcorp Holdings, Inc.

11,585

781

*

Dean Foods Co.

31,172

728

 

Tyson Foods, Inc.

59,311

708

^

Whole Foods Market, Inc.

28,763

576

 

Hormel Foods Corp.

15,370

558

*

Hansen Natural Corp.

15,349

464

*

Smithfield Foods, Inc.

25,017

397

 

PepsiAmericas, Inc.

13,447

279

 

Wm. Wrigley Jr. Co. Class B

1,719

136

*

Bare Escentuals, Inc.

11,258

122

 

 

 

264,848

Energy (13.0%)

 

ExxonMobil Corp.

1,085,229

84,279

 

Chevron Corp.

424,827

35,040

 

ConocoPhillips Co.

300,952

22,045

 

Schlumberger Ltd.

245,105

19,140

 

Occidental Petroleum Corp.

168,631

11,880

 

Devon Energy Corp.

87,143

7,947

*

Transocean, Inc.

65,572

7,202

 

Apache Corp.

68,611

7,155

 

Halliburton Co.

179,217

5,805

 

Marathon Oil Corp.

145,435

5,798

 

XTO Energy, Inc.

112,921

5,253

 

Hess Corp.

59,798

4,908

 

Anadarko Petroleum Corp.

96,152

4,664

 

EOG Resources, Inc.

50,959

4,559

*

National Oilwell Varco Inc.

85,301

4,285

 

Baker Hughes, Inc.

63,310

3,833

 

Chesapeake Energy Corp.

105,558

3,785

*

Weatherford International Ltd.

139,141

3,498

 

Valero Energy Corp.

108,407

3,285

 

Spectra Energy Corp.

130,033

3,095

 

Williams Cos., Inc.

119,847

2,834

 

Smith International, Inc.

45,033

2,641

 

Peabody Energy Corp.

55,762

2,509

 

Noble Corp.

55,183

2,422

 

 


 

 

 

 

Murphy Oil Corp.

37,007

2,374

*

Southwestern Energy Co.

70,026

2,139

 

Noble Energy, Inc.

35,368

1,966

 

El Paso Corp.

144,069

1,838

*

Ultra Petroleum Corp.

31,399

1,738

 

CONSOL Energy, Inc.

37,540

1,723

*

Cameron International Corp.

44,359

1,710

 

ENSCO International, Inc.

29,599

1,706

 

Diamond Offshore Drilling, Inc.

14,382

1,482

*

Nabors Industries, Inc.

57,752

1,439

 

Range Resources Corp.

31,705

1,359

 

Pioneer Natural Resources Co.

24,460

1,279

*

FMC Technologies Inc.

26,274

1,223

 

BJ Services Co.

60,294

1,153

*

Petrohawk Energy Corp.

50,430

1,091

*

Pride International, Inc.

34,385

1,018

 

Arch Coal, Inc.

29,568

972

*

Denbury Resources, Inc.

50,506

962

 

Helmerich & Payne, Inc.

21,450

926

*

Newfield Exploration Co.

27,090

867

 

Sunoco, Inc.

24,137

859

*

Forest Oil Corp.

17,190

853

 

Cimarex Energy Co.

16,921

828

*

Plains Exploration & Production Co.

22,178

780

*

Alpha Natural Resources, Inc.

14,364

739

 

Cabot Oil & Gas Corp.

20,148

728

 

Rowan Cos., Inc.

22,882

699

*

Kinder Morgan Management, LLC

13,849

681

 

Patterson-UTI Energy, Inc.

31,611

633

 

Massey Energy Co.

16,365

584

 

Walter Industries, Inc.

11,302

536

 

Tesoro Corp.

28,234

466

*

Quicksilver Resources, Inc.

21,192

416

*

Exterran Holdings, Inc.

12,815

409

*

Continental Resources, Inc.

10,398

408

 

Frontier Oil Corp.

21,322

393

*

IHS Inc. Class A

7,576

361

*

SandRidge Energy, Inc.

14,714

288

*

CNX Gas Corp.

6,229

139

 

 

 

297,627

Financials (16.3%)

 

JPMorgan Chase & Co.

752,266

35,131

 

Bank of America Corp.

936,328

32,771

 

Wells Fargo & Co.

644,432

24,186

 

Citigroup, Inc.

1,078,321

22,116

 

U.S. Bancorp

357,568

12,880

 

The Goldman Sachs Group, Inc.

80,423

10,294

*

Berkshire Hathaway Inc. Class B

2,028

8,913

 

Merrill Lynch & Co., Inc.

319,965

8,095

 

MetLife, Inc.

141,057

7,899

 

Bank of New York Mellon Corp.

234,956

7,655

 

American Express Co.

214,150

7,587

 

 


 

 

 

 

Prudential Financial, Inc.

89,231

6,425

 

AFLAC Inc.

97,666

5,738

 

The Travelers Cos., Inc.

124,219

5,615

 

PNC Financial Services Group

71,052

5,308

 

Charles Schwab Corp.

199,979

5,199

 

State Street Corp.

87,582

4,982

 

The Allstate Corp.

107,472

4,957

 

Morgan Stanley

204,701

4,708

 

CME Group, Inc.

12,449

4,625

 

Simon Property Group, Inc. REIT

46,282

4,489

 

BB&T Corp.

112,396

4,249

 

The Chubb Corp.

75,039

4,120

 

Capital One Financial Corp.

77,026

3,928

 

Ace Ltd.

68,470

3,706

 

Marsh & McLennan Cos., Inc.

104,995

3,335

 

SunTrust Banks, Inc.

68,404

3,077

 

Franklin Resources Corp.

34,061

3,002

 

Northern Trust Corp.

40,669

2,936

 

T. Rowe Price Group Inc.

50,585

2,717

 

Loews Corp.

67,097

2,650

 

The Hartford Financial Services Group Inc.

64,610

2,648

 

Public Storage, Inc. REIT

26,172

2,591

 

Vornado Realty Trust REIT

28,436

2,586

 

Aon Corp.

55,277

2,485

 

Equity Residential REIT

55,547

2,467

 

The Principal Financial Group, Inc.

53,032

2,306

 

Boston Properties, Inc. REIT

24,574

2,302

 

Progressive Corp. of Ohio

132,056

2,298

 

Lincoln National Corp.

53,287

2,281

 

ProLogis REIT

53,844

2,222

 

HCP, Inc. REIT

51,278

2,058

 

Unum Group

71,179

1,787

 

Hudson City Bancorp, Inc.

95,805

1,768

 

Plum Creek Timber Co. Inc. REIT

35,247

1,757

 

Ameriprise Financial, Inc.

45,696

1,746

 

Kimco Realty Corp. REIT

46,918

1,733

 

Leucadia National Corp.

38,078

1,730

 

Invesco, Ltd.

79,560

1,669

 

American International Group, Inc.

490,306

1,633

 

Avalonbay Communities, Inc. REIT

15,810

1,556

 

Wachovia Corp.

442,866

1,550

 

Annaly Mortgage Management Inc. REIT

108,444

1,459

 

Moody's Corp.

42,529

1,446

 

Ventas, Inc. REIT

28,426

1,405

 

People's United Financial Inc.

70,991

1,367

 

Regions Financial Corp.

141,986

1,363

 

Host Hotels & Resorts Inc. REIT

101,664

1,351

 

M & T Bank Corp.

14,739

1,315

 

Fifth Third Bancorp

105,588

1,256

 

Discover Financial Services

88,228

1,219

 

KeyCorp

99,226

1,185

*

SLM Corp.

95,790

1,182

 

 


 

 

 

 

Assurant, Inc.

20,530

1,129

 

New York Community Bancorp, Inc.

66,852

1,122

 

XL Capital Ltd. Class A

62,321

1,118

 

Torchmark Corp.

18,415

1,101

 

Everest Re Group, Ltd.

12,701

1,099

 

Legg Mason Inc.

28,502

1,085

 

Health Care Inc. REIT

19,919

1,060

 

NYSE Euronext

27,061

1,060

*,^

American Capital Ltd.

41,556

1,060

 

Federal Realty Investment Trust REIT

12,131

1,038

 

Comerica, Inc.

30,856

1,012

 

Marshall & Ilsley Corp.

47,804

963

 

Regency Centers Corp. REIT

14,299

954

 

The Macerich Co. REIT

14,832

944

*

IntercontinentalExchange Inc.

11,593

935

 

Willis Group Holdings Ltd.

28,850

931

 

Axis Capital Holdings Ltd.

29,059

921

 

AMB Property Corp. REIT

20,253

917

 

Cincinnati Financial Corp.

31,864

906

*

Nasdaq Stock Market Inc.

28,564

873

^

Zions Bancorp

21,962

850

 

Janus Capital Group Inc.

33,724

819

 

Eaton Vance Corp.

22,489

792

*

TD Ameritrade Holding Corp.

48,685

789

 

White Mountains Insurance Group Inc.

1,664

782

 

SL Green Realty Corp. REIT

12,062

782

 

Developers Diversified Realty Corp. REIT

24,463

775

 

Genworth Financial Inc.

88,220

760

 

PartnerRe Ltd.

11,136

758

 

General Growth Properties Inc. REIT

49,209

743

*

The St. Joe Co.

18,882

738

 

Duke Realty Corp. REIT

29,984

737

 

W.R. Berkley Corp.

31,036

731

 

Liberty Property Trust REIT

18,971

714

 

UDR, Inc. REIT

26,522

694

*

Markel Corp.

1,952

686

*

Arch Capital Group Ltd.

9,236

675

 

RenaissanceRe Holdings Ltd.

12,528

651

 

Raymond James Financial, Inc.

19,483

643

 

Apartment Investment & Management Co. Class A REIT

18,298

641

 

HCC Insurance Holdings, Inc.

23,554

636

 

SEI Investments Co.

28,003

622

 

Fidelity National Financial, Inc. Class A

42,167

620

 

Synovus Financial Corp.

57,825

598

 

Commerce Bancshares, Inc.

12,621

586

 

Old Republic International Corp.

45,152

576

 

Huntington Bancshares Inc.

71,684

573

 

Weingarten Realty Investors REIT

15,607

557

 

Federated Investors, Inc.

18,764

541

 

Brown & Brown, Inc.

24,737

535

 

Associated Banc-Corp.

25,056

500

 

 


 

 

 

 

Camden Property Trust REIT

10,895

500

*

CB Richard Ellis Group, Inc.

37,368

500

^

MBIA, Inc.

41,505

494

 

First American Corp.

16,100

475

 

CapitalSource Inc. REIT

38,593

475

 

Nationwide Financial Services, Inc.

9,507

469

 

City National Corp.

8,408

457

 

Popular, Inc.

54,674

453

 

American Financial Group, Inc.

15,169

447

 

Sovereign Bancorp, Inc.

111,372

440

 

TCF Financial Corp.

23,652

426

 

CIT Group Inc.

58,257

405

 

Hospitality Properties Trust REIT

19,494

400

 

Allied Capital Corp.

37,015

400

 

Forest City Enterprise Class A

13,032

400

 

Protective Life Corp.

13,761

392

 

First Horizon National Corp.

39,859

379

*

Reinsurance Group of America, Incorp. Class A

6,587

356

 

Fannie Mae

218,492

334

 

TFS Financial Corp.

24,303

304

 

Transatlantic Holdings, Inc.

5,395

293

 

National City Corp.

147,598

258

 

BOK Financial Corp.

4,901

237

 

Freddie Mac

131,918

226

*

Reinsurance Group of America, Inc. Group-B

4,597

218

 

Student Loan Corp.

843

78

 

Washington Mutual, Inc.

104,030

8

 

UnionBanCal Corp.

46

3

 

 

 

372,173

Health Care (13.1%)

 

Johnson & Johnson

578,794

40,099

 

Pfizer Inc.

1,389,418

25,621

 

Abbott Laboratories

316,992

18,252

 

Merck & Co., Inc.

440,901

13,915

*

Amgen, Inc.

223,659

13,256

 

Medtronic, Inc.

230,716

11,559

 

Wyeth

273,898

10,118

 

Eli Lilly & Co.

210,292

9,259

*

Gilead Sciences, Inc.

189,507

8,638

*

Genentech, Inc.

97,153

8,616

 

Bristol-Myers Squibb Co.

406,618

8,478

 

Baxter International, Inc.

128,905

8,460

 

UnitedHealth Group Inc.

252,418

6,409

 

Schering-Plough Corp.

332,917

6,149

*

Celgene Corp.

89,533

5,666

 

Covidien Ltd.

101,803

5,473

*

WellPoint Inc.

108,096

5,056

*

Thermo Fisher Scientific, Inc.

85,865

4,723

*

Medco Health Solutions, Inc.

104,056

4,682

*

Genzyme Corp.

54,908

4,441

 

Becton, Dickinson & Co.

50,243

4,032

 

Stryker Corp.

59,139

3,684

 

 


 

 

 

 

Cardinal Health, Inc.

73,211

3,608

 

Aetna Inc.

99,564

3,595

*

Boston Scientific Corp.

276,465

3,392

*

Express Scripts Inc.

43,813

3,234

 

Allergan, Inc.

62,665

3,227

*

Zimmer Holdings, Inc.

47,457

3,064

 

McKesson Corp.

56,879

3,061

*

St. Jude Medical, Inc.

69,502

3,023

*

Biogen Idec Inc.

59,628

2,999

 

CIGNA Corp.

57,494

1,954

 

C.R. Bard, Inc.

20,474

1,942

*

Intuitive Surgical, Inc.

7,926

1,910

*

Forest Laboratories, Inc.

62,589

1,770

 

Quest Diagnostics, Inc.

33,976

1,756

*

Laboratory Corp. of America Holdings

22,864

1,589

*

Varian Medical Systems, Inc.

25,859

1,477

*

Humana Inc.

34,791

1,433

*

Barr Pharmaceuticals Inc.

20,989

1,371

*

Hospira, Inc.

32,718

1,250

 

AmerisourceBergen Corp.

32,962

1,241

*

DaVita, Inc.

21,519

1,227

*

Waters Corp.

20,542

1,195

 

Applied Biosystems Inc.

34,641

1,186

*

Covance, Inc.

12,953

1,145

 

DENTSPLY International Inc.

28,882

1,084

*

Cephalon, Inc.

13,961

1,082

*

Coventry Health Care Inc.

31,170

1,015

*

Vertex Pharmaceuticals, Inc.

30,500

1,014

*

Illumina, Inc.

24,967

1,012

*

Hologic, Inc.

52,266

1,010

*

Henry Schein, Inc.

18,555

999

 

Beckman Coulter, Inc.

12,948

919

 

Pharmaceutical Product Development, Inc.

21,990

909

*

ImClone Systems, Inc.

12,542

783

*

Charles River Laboratories, Inc.

14,038

780

*

Millipore Corp.

11,254

774

*

Invitrogen Corp.

19,184

725

 

Omnicare, Inc.

25,004

719

*

Mylan Inc.

62,433

713

 

IMS Health, Inc.

37,604

711

*

Patterson Cos.

21,143

643

*

Cerner Corp.

14,019

626

 

Perrigo Co.

16,269

626

*

Community Health Systems, Inc.

19,626

575

*

Amylin Pharmaceuticals, Inc.

28,158

569

*

Health Net Inc.

22,051

520

*

Endo Pharmaceuticals Holdings, Inc.

24,614

492

*

King Pharmaceuticals, Inc.

50,188

481

*

Lincare Holdings, Inc.

15,111

455

*

Sepracor Inc.

21,996

403

*

Kinetic Concepts, Inc.

11,106

318

*

Warner Chilcott Ltd.

20,913

316

 

 


 

 

 

*

WellCare Health Plans Inc.

8,529

307

^

Brookdale Senior Living Inc.

7,368

162

 

 

 

298,977

Industrials (10.9%)

 

General Electric Co.

2,047,061

52,200

 

United Technologies Corp.

189,949

11,408

 

3M Co.

137,504

9,393

 

United Parcel Service, Inc.

140,902

8,861

 

The Boeing Co.

146,619

8,409

 

Lockheed Martin Corp.

70,768

7,761

 

Caterpillar, Inc.

126,392

7,533

 

Union Pacific Corp.

101,811

7,245

 

Burlington Northern Santa Fe Corp.

70,947

6,558

 

Emerson Electric Co.

160,377

6,542

 

Honeywell International Inc.

144,745

6,014

 

General Dynamics Corp.

69,646

5,127

 

Norfolk Southern Corp.

77,212

5,112

 

FedEx Corp.

60,496

4,782

 

Raytheon Co.

86,856

4,648

 

CSX Corp.

83,117

4,536

 

Deere & Co.

88,551

4,383

 

Northrop Grumman Corp.

66,854

4,047

 

Illinois Tool Works, Inc.

85,898

3,818

 

Danaher Corp.

52,434

3,639

 

Tyco International, Ltd.

101,803

3,565

 

Waste Management, Inc.

100,765

3,173

 

PACCAR, Inc.

71,280

2,722

 

L-3 Communications Holdings, Inc.

25,260

2,484

 

Precision Castparts Corp.

28,657

2,258

 

Southwest Airlines Co.

150,393

2,182

 

Ingersoll-Rand Co.

65,272

2,035

 

Fluor Corp.

36,497

2,033

 

ITT Industries, Inc.

35,418

1,970

 

Parker Hannifin Corp.

34,432

1,825

 

Eaton Corp.

32,123

1,805

 

C.H. Robinson Worldwide Inc.

35,012

1,784

 

Cummins Inc.

39,728

1,737

 

Rockwell Collins, Inc.

32,986

1,586

 

Dover Corp.

38,855

1,576

*

First Solar, Inc.

8,200

1,549

 

Expeditors International of Washington, Inc.

43,760

1,525

 

Textron, Inc.

51,124

1,497

 

Cooper Industries, Inc. Class A

35,680

1,425

 

Pitney Bowes, Inc.

42,476

1,413

*

Jacobs Engineering Group Inc.

25,049

1,360

 

Masco Corp.

75,412

1,353

 

Fastenal Co.

25,946

1,281

*

McDermott International, Inc.

46,540

1,189

 

W.W. Grainger, Inc.

13,361

1,162

 

Republic Services, Inc. Class A

37,251

1,117

 

The Dun & Bradstreet Corp.

11,490

1,084

 

Rockwell Automation, Inc.

28,579

1,067

 

 


 

 

 

 

R.R. Donnelley & Sons Co.

43,476

1,066

 

Goodrich Corp.

25,624

1,066

*

Foster Wheeler Ltd.

29,408

1,062

 

Flowserve Corp.

11,918

1,058

 

Roper Industries Inc.

18,364

1,046

*

Stericycle, Inc.

17,606

1,037

 

Joy Global Inc.

22,172

1,001

*

Quanta Services, Inc.

35,252

952

*

Iron Mountain, Inc.

39,001

952

 

Equifax, Inc.

26,584

916

 

Ametek, Inc.

21,996

897

*

Allied Waste Industries, Inc.

79,972

889

 

Avery Dennison Corp.

19,743

878

 

Pall Corp.

25,223

867

 

SPX Corp.

11,044

850

 

Cintas Corp.

28,390

815

*

AGCO Corp.

18,674

796

 

Robert Half International, Inc.

30,989

767

 

Ryder System, Inc.

11,710

726

 

Manpower Inc.

16,339

705

 

Bucyrus International, Inc.

15,404

688

 

Pentair, Inc.

19,320

668

 

Harsco Corp.

17,261

642

*

Terex Corp.

20,779

634

*

Covanta Holding Corp.

25,276

605

*

Copart, Inc.

15,579

592

*,^

SunPower Corp. Class A

7,900

560

 

J.B. Hunt Transport Services, Inc.

16,707

558

 

KBR Inc.

34,914

533

*

Shaw Group, Inc.

17,086

525

*

AMR Corp.

51,318

504

*

Delta Air Lines Inc.

60,540

451

 

The Manitowoc Co., Inc.

26,791

417

*

Owens Corning Inc.

16,557

396

*

USG Corp.

15,277

391

*

Monster Worldwide Inc.

23,155

345

*

Spirit Aerosystems Holdings Inc.

21,159

340

*

Hertz Global Holdings Inc.

29,783

225

 

Oshkosh Truck Corp.

15,335

202

 

 

 

249,395

Information Technology (16.0%)

 

Microsoft Corp.

1,721,460

45,946

 

International Business Machines Corp.

282,116

32,996

*

Cisco Systems, Inc.

1,213,251

27,371

 

Hewlett-Packard Co.

506,322

23,412

 

Intel Corp.

1,176,493

22,036

*

Apple Inc.

181,156

20,590

*

Google Inc.

49,024

19,635

*

Oracle Corp.

846,392

17,190

 

QUALCOMM Inc.

332,473

14,286

*

Dell Inc.

373,553

6,156

 

Texas Instruments, Inc.

271,680

5,841

 

 


 

 

 

 

Visa Inc.

92,067

5,652

*

eBay Inc.

229,817

5,143

*

EMC Corp.

424,469

5,077

 

Corning, Inc.

323,471

5,059

*

Yahoo! Inc.

268,910

4,652

 

Accenture Ltd.

121,438

4,615

 

Automatic Data Processing, Inc.

106,543

4,555

*

Adobe Systems, Inc.

109,272

4,313

 

Applied Materials, Inc.

278,131

4,208

 

Western Union Co.

151,835

3,746

*

Symantec Corp.

172,520

3,378

 

Motorola, Inc.

463,101

3,306

 

Tyco Electronics Ltd.

102,168

2,826

 

MasterCard, Inc. Class A

15,016

2,663

*

Electronic Arts Inc.

65,350

2,417

*

Juniper Networks, Inc.

107,943

2,274

*

Agilent Technologies, Inc.

74,932

2,222

 

Paychex, Inc.

66,648

2,201

 

Xerox Corp.

184,728

2,130

*

Intuit, Inc.

62,472

1,975

*

Activision Blizzard, Inc.

120,948

1,866

*

Broadcom Corp.

91,590

1,706

 

CA, Inc.

84,328

1,683

*

Fiserv, Inc.

33,646

1,592

 

Analog Devices, Inc.

59,340

1,564

*

Autodesk, Inc.

46,050

1,545

 

Amphenol Corp.

35,869

1,440

 

Linear Technology Corp.

45,567

1,397

*

Cognizant Technology Solutions Corp.

59,303

1,354

 

Xilinx, Inc.

57,435

1,347

*

MEMC Electronic Materials, Inc.

46,702

1,320

*

NetApp, Inc.

70,345

1,282

 

Altera Corp.

61,705

1,276

 

Harris Corp.

27,516

1,271

*

Computer Sciences Corp.

31,179

1,251

*

Sun Microsystems, Inc.

160,094

1,217

*

Flextronics International Ltd.

171,421

1,214

 

Seagate Technology

99,551

1,207

*

NVIDIA Corp.

107,901

1,156

*

McAfee Inc.

33,193

1,127

*

BMC Software, Inc.

39,254

1,124

 

Microchip Technology, Inc.

38,013

1,119

 

KLA-Tencor Corp.

34,750

1,100

*

VeriSign, Inc.

39,918

1,041

*

Alliance Data Systems Corp.

16,233

1,029

*

FLIR Systems, Inc.

26,721

1,027

*

salesforce.com, inc.

20,996

1,016

*

Marvell Technology Group Ltd.

104,790

975

*

Western Digital Corp.

45,291

966

*

Citrix Systems, Inc.

37,512

948

*

Affiliated Computer Services, Inc. Class A

18,500

937

*

SanDisk Corp.

46,058

900

 

 


 

 

 

 

National Semiconductor Corp.

50,125

863

*

LAM Research Corp.

25,685

809

*

NCR Corp.

34,643

764

*

Avnet, Inc.

30,796

758

 

Fidelity National Information Services, Inc.

39,818

735

*

Teradata Corp.

37,071

723

*

LSI Corp.

130,516

700

*

Arrow Electronics, Inc.

25,278

663

*

Hewitt Associates, Inc.

18,123

660

*

Advanced Micro Devices, Inc.

124,112

652

*

Trimble Navigation Ltd.

24,730

639

*

Lexmark International, Inc.

19,474

634

*

Micron Technology, Inc.

155,831

631

 

Lender Processing Services, Inc.

20,049

612

*

Akamai Technologies, Inc.

34,533

602

 

SunPower Corp. Class B

8,548

590

*

Synopsys, Inc.

29,488

588

*

Red Hat, Inc.

39,024

588

 

Total System Services, Inc.

34,526

566

*

Ingram Micro, Inc. Class A

31,193

501

*

DST Systems, Inc.

8,323

466

 

Intersil Corp.

25,351

420

*

Nuance Communications, Inc.

34,455

420

*

Novellus Systems, Inc.

20,417

401

*

JDS Uniphase Corp.

46,068

390

*

Dolby Laboratories Inc.

10,450

368

*

Cadence Design Systems, Inc.

53,700

363

 

Jabil Circuit, Inc.

36,557

349

 

Molex, Inc. Class A

15,453

322

*

Tellabs, Inc.

78,220

318

 

Molex, Inc.

13,184

296

*

VMware Inc.

8,654

230

 

 

 

365,489

Materials (3.6%)

 

Monsanto Co.

112,769

11,162

 

E.I. du Pont de Nemours & Co.

185,037

7,457

 

Dow Chemical Co.

191,145

6,075

 

Praxair, Inc.

64,438

4,623

 

Freeport-McMoRan Copper & Gold, Inc. Class B

78,623

4,470

 

Alcoa Inc.

167,539

3,783

 

Newmont Mining Corp. (Holding Co.)

89,722

3,478

 

Air Products & Chemicals, Inc.

43,254

2,962

 

Weyerhaeuser Co.

43,459

2,633

 

Nucor Corp.

64,388

2,543

 

International Paper Co.

83,406

2,184

 

The Mosaic Co.

31,812

2,164

 

PPG Industries, Inc.

33,719

1,967

 

United States Steel Corp.

24,196

1,878

 

Ecolab, Inc.

38,056

1,846

 

Rohm & Haas Co.

26,263

1,838

 

Vulcan Materials Co.

22,529

1,678

 

Sigma-Aldrich Corp.

26,500

1,389

 

 


 

 

 

*

Owens-Illinois, Inc.

34,214

1,006

 

CF Industries Holdings, Inc.

10,956

1,002

 

Cleveland-Cliffs Inc.

18,526

981

^

Martin Marietta Materials, Inc.

8,454

947

 

Eastman Chemical Co.

15,762

868

 

Celanese Corp. Series A

30,990

865

 

MeadWestvaco Corp.

35,614

830

 

Airgas, Inc.

15,299

760

 

FMC Corp.

14,701

755

 

Ball Corp.

19,024

751

*

Crown Holdings, Inc.

32,884

730

 

Sealed Air Corp.

33,174

730

*

Pactiv Corp.

26,919

668

 

Sonoco Products Co.

20,582

611

 

Lubrizol Corp.

13,945

602

 

AK Steel Holding Corp.

22,952

595

 

International Flavors & Fragrances, Inc.

14,876

587

 

Steel Dynamics, Inc.

32,830

561

 

Allegheny Technologies Inc.

18,670

552

 

Terra Industries, Inc.

18,647

548

 

Bemis Co., Inc.

20,678

540

 

Reliance Steel & Aluminum Co.

13,427

510

*

Domtar Corp.

109,597

504

 

Albemarle Corp.

15,189

468

 

Huntsman Corp.

34,036

429

 

Commercial Metals Co.

23,350

394

 

Ashland, Inc.

11,725

343

 

Titanium Metals Corp.

24,045

273

 

 

 

82,540

Telecommunication Services (3.0%)

 

AT&T Inc.

1,219,018

34,035

 

Verizon Communications Inc.

585,478

18,788

 

Sprint Nextel Corp.

569,978

3,477

*

American Tower Corp. Class A

81,463

2,930

*

Crown Castle International Corp.

55,263

1,601

*

NII Holdings Inc.

34,236

1,298

 

Embarq Corp.

30,433

1,234

 

Qwest Communications International Inc.

324,767

1,049

 

Windstream Corp.

91,603

1,002

*

Level 3 Communications, Inc.

318,295

859

 

Frontier Communications Corp.

66,391

764

 

CenturyTel, Inc.

20,703

759

*

MetroPCS Communications Inc.

42,898

600

*

Leap Wireless International, Inc.

11,389

434

 

Telephone & Data Systems, Inc.

10,902

390

 

Telephone & Data Systems, Inc. - Special Common Shares

10,799

388

*

U.S. Cellular Corp.

3,947

185

 

 

 

69,793

Utilities (3.7%)

 

Exelon Corp.

134,773

8,439

 

Southern Co.

157,642

5,942

 

 


 

 

 

 

Dominion Resources, Inc.

118,726

5,079

 

Duke Energy Corp.

259,583

4,525

 

FirstEnergy Corp.

62,721

4,202

 

FPL Group, Inc.

79,696

4,009

 

Entergy Corp.

39,369

3,504

 

Public Service Enterprise Group, Inc.

104,496

3,426

 

American Electric Power Co., Inc.

82,494

3,059

 

PPL Corp.

76,474

2,831

 

PG&E Corp.

74,527

2,791

 

Edison International

63,529

2,535

 

Sempra Energy

48,824

2,464

 

Consolidated Edison Inc.

55,966

2,404

 

Progress Energy, Inc.

51,018

2,200

 

Xcel Energy, Inc.

88,388

1,767

 

Ameren Corp.

42,951

1,676

*

AES Corp.

137,791

1,611

 

Questar Corp.

35,546

1,455

 

DTE Energy Co.

33,547

1,346

 

Allegheny Energy, Inc.

34,438

1,266

*

NRG Energy, Inc.

45,816

1,134

 

Wisconsin Energy Corp.

23,953

1,075

 

MDU Resources Group, Inc.

35,508

1,030

 

Pepco Holdings, Inc.

41,464

950

 

CenterPoint Energy Inc.

64,014

933

 

Equitable Resources, Inc.

25,230

926

 

Constellation Energy Group, Inc.

36,672

891

 

SCANA Corp.

22,725

885

 

NiSource, Inc.

56,082

828

 

Northeast Utilities

31,829

816

 

Integrys Energy Group, Inc.

15,682

783

*

Mirant Corp.

42,641

780

 

NSTAR

21,989

737

 

Alliant Energy Corp.

22,705

731

 

Pinnacle West Capital Corp.

20,746

714

 

ONEOK, Inc.

20,281

698

 

TECO Energy, Inc.

43,222

680

 

Energen Corp.

14,050

636

 

National Fuel Gas Co.

15,062

635

 

DPL Inc.

23,397

580

 

CMS Energy Corp.

46,268

577

*

Reliant Energy, Inc.

70,673

519

 

Sierra Pacific Resources

48,139

461

*

Dynegy, Inc.

102,684

368

 

84,898

Total Common Stocks (Cost $2,648,386)

2,289,500

 

 

Coupon

 

Shares

 

Money Market Fund (0.6%)

1,2

Vanguard Market Liquidity Fund (Cost $14,042)

2.296%

 

14,042,339

14,042

 

 


Large Cap Index Fund

 

 

 

Total Investments (100.7%) (Cost $2,662,428)

2,303,542

2 Other Assets and Liabilities-Net (-0.7%)

(15,451)

Net Assets (100%)

2,288,091

 

 

 

 

* Non-income-producing security.

 

^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $5,355,000.

 

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

 

2 Includes $5,582,000 of collateral received for securities on loan.

 

REIT—Real Estate Investment Trust.

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.

 

At September 30, 2008, the cost of investment securities for tax purposes was $2,662,428,000. Net unrealized depreciation of investment securities for tax purposes was $358,886,000, consisting of unrealized gains of $80,981,000 on securities that had risen in value since their purchase and $439,867,000 in unrealized losses on securities that had fallen in value since their purchase.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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, 2008, 100% of the fund's investments were valued based on Level 1 inputs.

 

 

 


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.


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

 

 

VANGUARD INDEX FUNDS

 

 

BY:

/s/ F. WILLIAM MCNABB III*

 

F. WILLIAM MCNABB III

 

CHIEF EXECUTIVE OFFICER

 

Date: November 18, 2008

 

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, 2008

 

 

 

VANGUARD INDEX FUNDS

 

 

BY:

/s/ THOMAS J. HIGGINS *

 

THOMAS J. HIGGINS

 

CHIEF FINANCIAL OFFICER

 

Date: November 18, 2008

 

* By: /s/ Heidi Stam


Heidi Stam, pursuant to a Power of Attorney filed on January 18, 2008, see file Number2-29601, Incorporated by Reference; and pursuant to a Power of Attorney filed on September 26, 2008, see File Number 2-47371, Incorporated by Reference.