N-Q 1 indexfundsfinal.htm VANGUARD INDEX FUNDS

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: March 31, 2009

Item 1: Schedule of Investments


Vanguard 500 Index Fund

 

 

 

Shares

Market
Value
($000)

Common Stocks (98.9%)1

Consumer Discretionary (8.7%)

 

McDonald's Corp.

10,588,998

577,842

 

Home Depot, Inc.

16,121,729

379,828

 

Comcast Corp. Class A

26,083,959

355,785

 

The Walt Disney Co.

17,651,496

320,551

 

Lowe's Cos., Inc.

13,936,884

254,348

 

Target Corp.

7,157,978

246,163

*

Amazon.com, Inc.

3,056,227

224,449

 

Time Warner Inc.

11,371,629

219,472

 

NIKE, Inc. Class B

3,682,368

172,666

 

News Corp., Class A

21,866,532

144,756

 

Staples, Inc.

6,782,431

122,830

*

Kohl's Corp.

2,897,139

122,607

 

Best Buy Co., Inc.

3,223,231

122,354

 

Yum! Brands, Inc.

4,380,860

120,386

*

DIRECTV Group, Inc.

5,029,011

114,611

 

TJX Cos., Inc.

3,958,177

101,488

*

Viacom Inc. Class B

5,761,323

100,132

 

Carnival Corp.

4,162,129

89,902

*,^

Time Warner Cable Inc.

3,349,738

83,074

*

Apollo Group, Inc. Class A

1,016,438

79,618

*

Starbucks Corp.

6,981,039

77,559

 

Omnicom Group Inc.

2,956,152

69,174

 

The McGraw-Hill Cos., Inc.

2,986,001

68,290

 

Johnson Controls, Inc.

5,645,155

67,742

*

Bed Bath & Beyond, Inc.

2,467,456

61,070

*,^

Ford Motor Co.

22,756,183

59,849

*

AutoZone Inc.

362,287

58,915

 

H & R Block, Inc.

3,225,608

58,674

 

The Gap, Inc.

4,429,008

57,533

*

Coach, Inc.

3,048,579

50,911

 

Sherwin-Williams Co.

935,095

48,597

 

VF Corp.

837,523

47,831

 

Marriott International, Inc. Class A

2,790,885

45,659

 

Genuine Parts Co.

1,515,388

45,249

 

Darden Restaurants Inc.

1,313,981

45,017

*

O'Reilly Automotive, Inc.

1,282,655

44,906

 

Family Dollar Stores, Inc.

1,329,069

44,351

*

GameStop Corp. Class A

1,556,559

43,615

 

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

2,110,921

42,366

 

 

 

 

Mattel, Inc.

3,403,973

39,248

 

Macy's Inc.

3,994,087

35,547

 

Fortune Brands, Inc.

1,427,101

35,035

^

Harley-Davidson, Inc.

2,219,149

29,714

 

Hasbro, Inc.

1,177,334

29,516

 

International Game Technology

2,805,966

25,871

 

D. R. Horton, Inc.

2,619,428

25,408

^

Nordstrom, Inc.

1,514,031

25,360

 

Tiffany & Co.

1,169,783

25,220

 

CBS Corp.

6,382,216

24,508

*,^

Sears Holdings Corp.

526,563

24,069

 

Polo Ralph Lauren Corp.

536,326

22,660

 

Limited Brands, Inc.

2,571,117

22,369

 

Pulte Homes, Inc.

2,040,080

22,298

 

Starwood Hotels & Resorts Worldwide, Inc.

1,732,042

21,997

 

The Stanley Works

749,593

21,828

 

Whirlpool Corp.

696,515

20,610

 

Washington Post Co. Class B

57,023

20,363

 

Abercrombie & Fitch Co.

826,446

19,669

 

Leggett & Platt, Inc.

1,490,974

19,368

 

Scripps Networks Interactive

853,302

19,208

*

Interpublic Group of Cos., Inc.

4,512,468

18,591

*

Expedia, Inc.

1,992,496

18,092

 

Black & Decker Corp.

571,037

18,022

 

Comcast Corp. Special Class A

1,304,720

16,792

 

Newell Rubbermaid, Inc.

2,624,848

16,746

*

Big Lots Inc.

778,130

16,170

*

The Goodyear Tire & Rubber Co.

2,284,668

14,302

*

AutoNation, Inc.

1,022,505

14,192

 

Snap-On Inc.

543,039

13,630

*,^

Wynn Resorts Ltd.

633,162

12,644

^

General Motors Corp.

5,797,555

11,247

 

RadioShack Corp.

1,182,681

10,136

 

Lennar Corp. Class A

1,340,967

10,071

 

Eastman Kodak Co.

2,538,459

9,646

 

KB Home

712,513

9,391

 

Centex Corp.

1,176,757

8,826

 

Harman International Industries, Inc.

553,805

7,493

 

Wyndham Worldwide Corp.

1,677,571

7,046

 

Meredith Corp.

342,622

5,701

^

New York Times Co. Class A

1,101,513

4,979

 

Gannett Co., Inc.

2,156,938

4,745

*

Office Depot, Inc.

2,600,732

3,407

 

CBS Corp. Class A

71,693

281

*

Viacom Inc. Class A

3,084

58

 

5,772,244

 

 

 

Consumer Staples (12.6%)

 

The Procter & Gamble Co.

27,868,005

1,312,304

 

Wal-Mart Stores, Inc.

21,260,248

1,107,659

 

The Coca-Cola Co.

18,927,317

831,856

 

PepsiCo, Inc.

14,798,321

761,818

 

Philip Morris International Inc.

19,055,118

677,981

 

CVS Caremark Corp.

13,839,898

380,459

 

Altria Group, Inc.

19,645,635

314,723

 

Kraft Foods Inc.

13,971,661

311,428

 

Colgate-Palmolive Co.

4,766,852

281,149

 

Walgreen Co.

9,382,190

243,562

 

Costco Wholesale Corp.

4,119,828

190,830

 

Kimberly-Clark Corp.

3,934,713

181,430

 

Archer-Daniels-Midland Co.

6,103,772

169,563

 

General Mills, Inc.

3,117,042

155,478

 

The Kroger Co.

6,202,821

131,624

 

Sysco Corp.

5,601,616

127,717

 

H.J. Heinz Co.

2,991,384

98,895

 

Lorillard, Inc.

1,598,069

98,665

 

Kellogg Co.

2,396,616

87,788

 

Safeway, Inc.

4,077,686

82,329

 

Avon Products, Inc.

4,051,752

77,915

 

ConAgra Foods, Inc.

4,246,890

71,645

 

The Clorox Co.

1,320,250

67,966

 

Reynolds American Inc.

1,606,604

57,581

 

The Hershey Co.

1,574,598

54,717

 

Sara Lee Corp.

6,605,029

53,369

 

Campbell Soup Co.

1,948,518

53,311

 

Molson Coors Brewing Co. Class B

1,423,176

48,787

 

J.M. Smucker Co.

1,125,486

41,947

*

Dr. Pepper Snapple Group, Inc.

2,411,066

40,771

 

Coca-Cola Enterprises, Inc.

3,012,949

39,741

 

McCormick & Co., Inc.

1,236,571

36,565

 

Brown-Forman Corp. Class B

931,908

36,186

 

SUPERVALU Inc.

2,011,393

28,723

 

The Pepsi Bottling Group, Inc.

1,287,148

28,497

 

The Estee Lauder Cos. Inc. Class A

1,103,052

27,190

 

Tyson Foods, Inc.

2,871,960

26,968

*

Dean Foods Co.

1,466,058

26,506

^

Whole Foods Market, Inc.

1,333,816

22,408

*

Constellation Brands, Inc. Class A

1,849,778

22,012

 

Hormel Foods Corp.

663,700

21,046

 

8,431,109

Energy (12.9%)

 

ExxonMobil Corp.

46,988,071

3,199,888

 

Chevron Corp.

19,060,864

1,281,653

 

ConocoPhillips Co.

14,075,082

551,180

 

Schlumberger Ltd.

11,372,340

461,944

 

 

 

 

Occidental Petroleum Corp.

7,704,964

428,781

 

Apache Corp.

3,183,297

204,018

 

Devon Energy Corp.

4,220,277

188,604

 

Marathon Oil Corp.

6,727,995

176,879

 

Anadarko Petroleum Corp.

4,372,677

170,053

 

XTO Energy, Inc.

5,512,391

168,789

 

Hess Corp.

2,697,871

146,225

 

Halliburton Co.

8,529,711

131,955

 

EOG Resources, Inc.

2,373,985

129,999

*

National Oilwell Varco Inc.

3,967,913

113,919

*

Southwestern Energy Co.

3,267,036

96,998

 

Chesapeake Energy Corp.

5,343,365

91,158

 

Noble Energy, Inc.

1,644,033

88,581

 

Valero Energy Corp.

4,908,876

87,869

 

Spectra Energy Corp.

6,116,285

86,484

 

Baker Hughes Inc.

2,936,779

83,845

 

Murphy Oil Corp.

1,813,502

81,190

 

Peabody Energy Corp.

2,541,784

63,646

 

Williams Cos., Inc.

5,506,605

62,665

 

Range Resources Corp.

1,483,444

61,059

*

Cameron International Corp.

2,078,891

45,590

 

Smith International, Inc.

2,082,160

44,725

 

CONSOL Energy, Inc.

1,715,318

43,295

 

Diamond Offshore Drilling, Inc.

660,522

41,520

 

El Paso Corp.

6,640,631

41,504

 

ENSCO International, Inc.

1,347,844

35,583

 

Sunoco, Inc.

1,110,878

29,416

 

BJ Services Co.

2,774,154

27,603

*

Nabors Industries, Inc.

2,693,293

26,906

 

Cabot Oil & Gas Corp.

982,822

23,165

 

Pioneer Natural Resources Co.

1,115,173

18,367

 

Tesoro Corp.

1,310,516

17,653

 

Rowan Cos., Inc.

1,068,530

12,790

 

Noble Corp.

437,016

10,528

 

Massey Energy Co.

804,521

8,142

*

Denbury Resources, Inc.

188,496

2,801

 

8,586,970

Financials (10.6%)

 

JPMorgan Chase & Co.

35,732,807

949,778

 

Wells Fargo & Co.

40,295,682

573,810

 

The Goldman Sachs Group, Inc.

4,391,195

465,554

 

Bank of America Corp.

60,869,020

415,127

 

Bank of New York Mellon Corp.

10,925,776

308,653

 

U.S. Bancorp

16,689,570

243,835

 

Morgan Stanley

10,217,092

232,643

 

The Travelers Cos., Inc.

5,561,560

226,022

 

MetLife, Inc.

7,779,232

177,133

 

CME Group, Inc.

630,826

155,429

 

 

 

 

American Express Co.

11,133,598

151,751

 

The Chubb Corp.

3,349,290

141,742

 

Charles Schwab Corp.

8,912,119

138,138

 

Northern Trust Corp.

2,124,206

127,070

 

State Street Corp.

4,106,951

126,412

 

PNC Financial Services Group

4,068,913

119,178

 

Aon Corp.

2,600,421

106,149

 

Marsh & McLennan Cos., Inc.

4,895,832

99,141

 

The Allstate Corp.

5,096,284

97,594

^

BB&T Corp.

5,317,359

89,970

 

Progressive Corp. of Ohio

6,433,787

86,470

 

AFLAC Inc.

4,444,742

86,050

 

Simon Property Group, Inc. REIT

2,425,936

84,034

 

Franklin Resources Corp.

1,439,370

77,539

 

Prudential Financial, Inc.

4,029,424

76,640

 

Loews Corp.

3,433,072

75,871

^

Citigroup Inc.

29,244,765

73,989

 

T. Rowe Price Group Inc.

2,447,145

70,625

 

Public Storage, Inc. REIT

1,191,774

65,845

 

People's United Financial Inc.

3,306,877

59,425

 

Hudson City Bancorp, Inc.

4,960,364

57,987

*

IntercontinentalExchange Inc.

689,927

51,379

 

Invesco, Ltd.

3,593,471

49,805

 

Equity Residential REIT

2,590,603

47,538

 

Plum Creek Timber Co. Inc. REIT

1,579,759

45,924

 

Capital One Financial Corp.

3,723,862

45,580

 

Vornado Realty Trust REIT

1,337,613

44,462

 

NYSE Euronext

2,459,514

44,025

 

HCP, Inc. REIT

2,411,541

43,046

 

Ameriprise Financial, Inc.

2,078,182

42,582

 

Moody's Corp.

1,838,772

42,145

 

Boston Properties, Inc. REIT

1,151,626

40,341

 

SunTrust Banks, Inc.

3,387,346

39,767

 

Unum Group

3,147,416

39,343

 

KeyCorp

4,701,648

37,002

 

Avalonbay Communities, Inc. REIT

757,339

35,640

 

Cincinnati Financial Corp.

1,544,542

35,324

^

M & T Bank Corp.

738,347

33,403

 

Health Care Inc. REIT

1,051,596

32,168

 

Ventas, Inc. REIT

1,363,049

30,819

 

Discover Financial Services

4,576,036

28,875

 

Regions Financial Corp.

6,599,710

28,115

 

Comerica, Inc.

1,436,167

26,296

*

Leucadia National Corp.

1,721,658

25,635

^

American International Group, Inc.

25,555,353

25,555

*

Nasdaq Stock Market Inc.

1,304,111

25,534

 

Assurant, Inc.

1,119,469

24,382

 

The Hartford Financial Services Group Inc.

3,090,406

24,260

 

 

 

*

SLM Corp.

4,424,179

21,900

 

Legg Mason Inc.

1,357,474

21,584

 

First Horizon National Corp.

2,005,841

21,543

 

Torchmark Corp.

804,609

21,105

 

The Principal Financial Group, Inc.

2,465,339

20,166

 

Host Hotels & Resorts Inc. REIT

4,994,609

19,579

 

Federated Investors, Inc.

845,844

18,828

 

XL Capital Ltd. Class A

3,250,699

17,749

 

Kimco Realty Corp. REIT

2,214,462

16,874

 

ProLogis REIT

2,541,325

16,519

 

Lincoln National Corp.

2,425,437

16,226

 

Fifth Third Bancorp

5,460,927

15,946

 

Marshall & Ilsley Corp.

2,520,635

14,191

 

Zions Bancorp

1,092,230

10,737

 

CIT Group Inc.

3,684,066

10,500

 

Janus Capital Group Inc.

1,495,024

9,942

*

CB Richard Ellis Group, Inc.

2,132,275

8,593

 

Genworth Financial Inc.

4,096,202

7,783

*

MBIA, Inc.

1,625,203

7,443

*,^

E*TRADE Financial Corp.

5,414,501

6,931

 

Apartment Investment & Management Co. Class A REIT

1,105,701

6,059

 

Huntington Bancshares Inc.

3,462,150

5,747

 

Developers Diversified Realty Corp. REIT

20,718

44

 

7,064,538

Health Care (15.1%)

 

Johnson & Johnson

26,299,146

1,383,335

 

Pfizer Inc.

64,137,015

873,546

 

Abbott Laboratories

14,694,654

700,935

 

Wyeth

12,660,169

544,894

 

Merck & Co., Inc.

20,041,197

536,102

*

Amgen Inc.

9,831,568

486,859

 

Bristol-Myers Squibb Co.

18,822,486

412,589

*

Gilead Sciences, Inc.

8,661,911

401,220

 

Schering-Plough Corp.

15,464,448

364,188

 

Eli Lilly & Co.

9,614,517

321,221

 

Medtronic, Inc.

10,632,892

313,351

 

Baxter International, Inc.

5,836,703

298,956

 

UnitedHealth Group Inc.

11,559,126

241,932

*

Celgene Corp.

4,369,165

193,991

*

Medco Health Solutions, Inc.

4,668,875

193,011

*

WellPoint Inc.

4,739,150

179,946

 

Covidien Ltd.

4,790,444

159,234

 

Becton, Dickinson & Co.

2,279,185

153,252

*

Genzyme Corp.

2,579,870

153,218

*

Biogen Idec Inc.

2,825,718

148,124

*

Thermo Fisher Scientific, Inc.

3,979,696

141,956

 

Allergan, Inc.

2,923,516

139,627

*

St. Jude Medical, Inc.

3,291,042

119,564

 

 

 

*

Boston Scientific Corp.

14,282,219

113,544

*

Express Scripts Inc.

2,354,696

108,716

 

Cardinal Health, Inc.

3,426,450

107,865

 

Aetna Inc.

4,311,753

104,905

 

McKesson Corp.

2,613,113

91,563

*

Zimmer Holdings, Inc.

2,126,986

77,635

 

Stryker Corp.

2,262,221

77,006

 

C.R. Bard, Inc.

945,514

75,376

 

Quest Diagnostics, Inc.

1,467,961

69,699

*

Forest Laboratories, Inc.

2,866,415

62,946

*

Laboratory Corp. of America Holdings

1,028,498

60,157

*

Life Technologies Corp.

1,650,563

53,610

 

AmerisourceBergen Corp.

1,446,050

47,228

*

Hospira, Inc.

1,515,511

46,769

 

CIGNA Corp.

2,603,008

45,787

*

Cephalon, Inc.

653,491

44,503

*

DaVita, Inc.

987,300

43,392

*

Humana Inc.

1,604,215

41,838

*

Mylan Inc.

2,894,493

38,815

 

DENTSPLY International Inc.

1,410,156

37,863

*

Varian Medical Systems, Inc.

1,182,280

35,989

*

Intuitive Surgical, Inc.

372,033

35,477

*

Waters Corp.

930,789

34,393

*

Watson Pharmaceuticals, Inc.

994,492

30,939

*

Millipore Corp.

526,129

30,205

 

IMS Health, Inc.

1,721,228

21,464

*

Coventry Health Care Inc.

1,411,875

18,270

*

King Pharmaceuticals, Inc.

2,332,387

16,490

*

Patterson Companies, Inc.

869,502

16,399

 

PerkinElmer, Inc.

1,119,066

14,290

*

Tenet Healthcare Corp.

3,923,672

4,551

 

10,068,735

Industrials (9.6%)

 

General Electric Co.

100,415,221

1,015,198

 

United Parcel Service, Inc.

9,465,259

465,880

 

United Technologies Corp.

8,960,218

385,110

 

3M Co.

6,597,255

328,016

 

The Boeing Co.

6,903,925

245,642

 

Lockheed Martin Corp.

3,157,343

217,951

 

Emerson Electric Co.

7,179,482

205,190

 

Union Pacific Corp.

4,784,534

196,692

 

Honeywell International Inc.

6,990,735

194,762

 

Caterpillar, Inc.

5,719,226

159,910

 

Burlington Northern Santa Fe Corp.

2,645,228

159,110

 

General Dynamics Corp.

3,670,702

152,665

 

Raytheon Co.

3,743,274

145,763

 

Northrop Grumman Corp.

3,110,381

135,737

 

Deere & Co.

4,018,083

132,074

 

 

 

 

FedEx Corp.

2,959,615

131,673

 

Danaher Corp.

2,423,804

131,419

 

Waste Management, Inc.

4,672,545

119,617

 

Norfolk Southern Corp.

3,484,370

117,597

 

Illinois Tool Works, Inc.

3,654,086

112,729

 

CSX Corp.

3,795,710

98,119

 

PACCAR, Inc.

3,448,927

88,844

 

Precision Castparts Corp.

1,330,406

79,691

 

L-3 Communications Holdings, Inc.

1,130,863

76,673

 

C.H. Robinson Worldwide Inc.

1,618,437

73,817

 

ITT Industries, Inc.

1,728,647

66,501

 

Fluor Corp.

1,725,204

59,606

 

Eaton Corp.

1,568,878

57,829

 

Expeditors International of Washington, Inc.

2,015,842

57,028

 

Republic Services, Inc. Class A

3,057,533

52,437

 

Parker Hannifin Corp.

1,525,572

51,839

 

Rockwell Collins, Inc.

1,502,676

49,047

 

Cummins Inc.

1,913,451

48,697

 

Dover Corp.

1,767,891

46,637

 

Pitney Bowes, Inc.

1,960,893

45,787

*

Jacobs Engineering Group Inc.

1,169,837

45,226

 

Goodrich Corp.

1,175,421

44,537

 

Southwest Airlines Co.

7,034,359

44,527

 

W.W. Grainger, Inc.

612,161

42,961

 

Ingersoll-Rand Co.

3,030,178

41,816

 

Cooper Industries, Inc. Class A

1,586,875

41,037

^

Fastenal Co.

1,227,790

39,480

 

The Dun & Bradstreet Corp.

510,501

39,309

*

Stericycle, Inc.

810,137

38,668

*

Iron Mountain, Inc.

1,707,135

37,847

 

Cintas Corp.

1,248,919

30,873

 

Flowserve Corp.

535,308

30,041

 

Rockwell Automation, Inc.

1,347,582

29,431

 

Equifax, Inc.

1,202,204

29,394

 

Robert Half International, Inc.

1,468,728

26,187

 

Avery Dennison Corp.

1,070,576

23,917

 

Masco Corp.

3,405,830

23,773

 

Pall Corp.

1,121,978

22,922

 

Ryder System, Inc.

526,949

14,918

 

R.R. Donnelley & Sons Co.

1,939,022

14,213

 

Textron, Inc.

2,309,658

13,257

*

Monster Worldwide Inc.

1,215,891

9,910

 

The Manitowoc Co., Inc.

1,231,816

4,028

*

Raytheon Co. Warrants Exp. 6/16/11

60,569

406

 

6,393,965

 

 

 

Information Technology (17.8%)

 

Microsoft Corp.

72,698,587

1,335,473

 

International Business Machines Corp.

12,757,538

1,236,078

*

Cisco Systems, Inc.

55,499,685

930,730

*

Apple Inc.

8,467,672

890,122

 

Intel Corp.

52,885,004

795,919

*

Google Inc.

2,278,411

793,024

 

Hewlett-Packard Co.

22,788,820

730,610

*

Oracle Corp.

36,465,246

658,927

 

QUALCOMM Inc.

15,685,212

610,312

*

EMC Corp.

19,129,535

218,077

 

Texas Instruments, Inc.

12,138,409

200,405

 

Corning, Inc.

14,786,750

196,220

*

Yahoo! Inc.

13,257,030

169,822

 

Automatic Data Processing, Inc.

4,809,500

169,102

*

Dell Inc.

16,454,912

155,992

 

Applied Materials, Inc.

12,638,778

135,867

*

eBay Inc.

10,245,284

128,681

*

Symantec Corp.

7,804,835

116,604

 

MasterCard, Inc. Class A

688,767

115,355

*

Adobe Systems, Inc.

4,981,609

106,557

 

Motorola, Inc.

21,644,602

91,557

 

Western Union Co.

6,776,625

85,182

*

Intuit, Inc.

3,053,596

82,447

*

Broadcom Corp.

4,045,091

80,821

 

Paychex, Inc.

3,051,828

78,340

*

Juniper Networks, Inc.

4,964,270

74,762

 

CA, Inc.

3,744,760

65,945

*

BMC Software, Inc.

1,753,407

57,862

*

Cognizant Technology Solutions Corp.

2,770,690

57,603

*

Electronic Arts Inc.

3,056,161

55,592

*

Fiserv, Inc.

1,481,360

54,010

 

Analog Devices, Inc.

2,766,323

53,307

*

Computer Sciences Corp.

1,439,797

53,042

*

Sun Microsystems, Inc.

7,071,999

51,767

*

Agilent Technologies, Inc.

3,342,649

51,376

*

NVIDIA Corp.

5,104,140

50,327

 

Xilinx, Inc.

2,605,071

49,913

 

Altera Corp.

2,815,015

49,403

*

McAfee Inc.

1,463,500

49,027

 

Linear Technology Corp.

2,108,480

48,453

 

Tyco Electronics Ltd.

4,350,787

48,033

*

NetApp, Inc.

3,140,913

46,611

 

Amphenol Corp.

1,625,561

46,312

*

Affiliated Computer Services, Inc. Class A

927,201

44,404

*

Citrix Systems, Inc.

1,720,463

38,951

 

Xerox Corp.

8,217,354

37,389

 

Harris Corp.

1,274,127

36,873

 

 

 

 

Microchip Technology, Inc.

1,731,088

36,682

*

Autodesk, Inc.

2,150,827

36,155

*

MEMC Electronic Materials, Inc.

2,124,846

35,039

*

VeriSign, Inc.

1,837,241

34,669

 

Fidelity National Information Services, Inc.

1,813,240

33,001

*

salesforce.com, inc.

1,003,810

32,855

 

KLA-Tencor Corp.

1,613,152

32,263

*

Akamai Technologies, Inc.

1,619,220

31,413

*

Micron Technology, Inc.

7,255,018

29,455

*

FLIR Systems, Inc.

1,432,138

29,330

*

SanDisk Corp.

2,148,694

27,181

*

Teradata Corp.

1,666,571

27,032

 

Total System Services, Inc.

1,875,085

25,895

 

National Semiconductor Corp.

1,846,107

18,959

*

LSI Corp.

6,149,300

18,694

 

Molex, Inc.

1,330,589

18,282

*

Tellabs, Inc.

3,766,413

17,250

*

Advanced Micro Devices, Inc.

5,307,263

16,187

*

Novellus Systems, Inc.

925,343

15,388

*

Compuware Corp.

2,331,077

15,362

*

Novell, Inc.

3,263,376

13,902

*

QLogic Corp.

1,149,157

12,779

*

Lexmark International, Inc.

741,297

12,506

 

Jabil Circuit, Inc.

2,024,028

11,254

*

Convergys Corp.

1,151,957

9,308

*

Teradyne, Inc.

1,631,764

7,147

*

JDS Uniphase Corp.

2,083,167

6,770

*

Ciena Corp.

856,776

6,666

 

Molex, Inc. Class A

4,051

51

 

11,844,661

Materials (3.3%)

 

Monsanto Co.

5,210,419

432,986

 

Newmont Mining Corp. (Holding Co.)

4,651,675

208,209

 

Praxair, Inc.

2,920,499

196,520

 

E.I. du Pont de Nemours & Co.

8,582,399

191,645

 

Freeport-McMoRan Copper & Gold, Inc. Class B

3,913,911

149,159

 

Nucor Corp.

2,985,493

113,956

 

Air Products & Chemicals, Inc.

1,993,036

112,108

 

Rohm & Haas Co.

1,187,762

93,643

 

Dow Chemical Co.

8,787,553

74,079

 

Alcoa Inc.

9,026,825

66,257

 

PPG Industries, Inc.

1,560,801

57,594

 

Ecolab, Inc.

1,593,808

55,353

 

Weyerhaeuser Co.

2,006,236

55,312

 

Vulcan Materials Co.

1,048,904

46,456

 

Sigma-Aldrich Corp.

1,159,747

43,827

 

Ball Corp.

895,263

38,854

 

CF Industries Holdings, Inc.

460,044

32,723

 

 

 

 

International Paper Co.

4,057,361

28,564

 

United States Steel Corp.

1,100,954

23,263

*

Owens-Illinois, Inc.

1,587,749

22,927

 

International Flavors & Fragrances, Inc.

747,527

22,770

 

Sealed Air Corp.

1,494,808

20,628

 

Allegheny Technologies Inc.

925,697

20,301

 

Bemis Co., Inc.

949,083

19,902

 

MeadWestvaco Corp.

1,617,495

19,394

 

Eastman Chemical Co.

688,848

18,461

*

Pactiv Corp.

1,245,070

18,166

 

AK Steel Holding Corp.

1,063,600

7,573

 

Titanium Metals Corp.

806,626

4,412

 

2,195,042

Other (0.1%)

2

Miscellaneous Securities

 

47,676

Telecommunication Services (3.9%)

 

AT&T Inc.

56,037,349

1,412,141

 

Verizon Communications Inc.

27,010,308

815,711

*

American Tower Corp. Class A

3,775,238

114,881

*

Sprint Nextel Corp.

27,236,106

97,233

 

Embarq Corp.

1,354,133

51,254

 

Qwest Communications International Inc.

13,955,860

47,729

 

Windstream Corp.

4,189,161

33,765

 

CenturyTel, Inc.

953,529

26,813

 

Frontier Communications Corp.

2,947,916

21,166

 

2,620,693

Utilities (4.3%)

 

Exelon Corp.

6,259,332

284,111

 

Southern Co.

7,393,813

226,399

 

FPL Group, Inc.

3,888,319

197,254

 

Duke Energy Corp.

12,182,654

174,456

 

Dominion Resources, Inc.

5,548,409

171,945

 

Public Service Enterprise Group, Inc.

4,810,794

141,774

 

PG&E Corp.

3,477,174

132,898

 

Entergy Corp.

1,801,212

122,645

 

FirstEnergy Corp.

2,898,125

111,868

 

Sempra Energy

2,313,285

106,966

 

Consolidated Edison Inc.

2,603,469

103,123

 

PPL Corp.

3,568,528

102,452

 

American Electric Power Co., Inc.

3,860,683

97,521

 

Progress Energy, Inc.

2,627,619

95,277

 

Edison International

3,097,726

89,245

 

Xcel Energy, Inc.

4,318,669

80,457

 

Questar Corp.

1,649,923

48,557

 

Ameren Corp.

2,018,248

46,803

 

Wisconsin Energy Corp.

1,111,242

45,750

 

DTE Energy Co.

1,551,597

42,979

 

Constellation Energy Group, Inc.

1,891,853

39,086

 

 

 

 

EQT Corp.

1,243,753

38,967

 

Allegheny Energy, Inc.

1,610,169

37,308

*

AES Corp.

6,369,857

37,009

 

SCANA Corp.

1,150,820

35,549

 

Northeast Utilities

1,635,298

35,306

 

CenterPoint Energy Inc.

3,299,346

34,412

 

Pepco Holdings, Inc.

2,081,134

25,973

 

NiSource, Inc.

2,605,453

25,533

 

CMS Energy Corp.

2,154,094

25,504

 

Pinnacle West Capital Corp.

959,996

25,497

 

TECO Energy, Inc.

2,023,935

22,567

 

Integrys Energy Group, Inc.

723,561

18,842

 

Nicor Inc.

427,799

14,216

*

Dynegy, Inc.

4,795,814

6,762

 

2,845,011

Total Common Stocks (Cost $69,746,731)

65,870,644

Temporary Cash Investments (1.6%)1

Money Market Fund (1.4%)

3,4

Vanguard Market Liquidity Fund

0.440%

 

952,292,000

952,292

 

 

 

Maturity
Date

Face
Amount ($000)

 

U.S. Government and Agency Obligations (0.2%)

5,6

Federal Home Loan Mortgage Corp.

0.597%

8/24/09

23,000

22,971

5,6

Federal Home Loan Mortgage Corp.

0.592%

8/26/09

20,000

19,975

5,6

Federal National Mortgage Assn.

0.401%

5/28/09

10,000

9,998

5,6

Federal National Mortgage Assn.

0.541%

7/30/09

20,000

19,985

5,6

Federal National Mortgage Assn.

0.371%

8/3/09

18,000

17,981

 

90,910

Total Temporary Cash Investments (Cost $1,043,124)

1,043,202

Total Investments (100.5%) (Cost $70,789,855)

66,913,846

Other Assets and Liabilities-Net (-0.5%)4

(319,837)

Net Assets (100%)

66,594,009

 

 

 

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $263,565,000.

1

The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.0% and 0.5%, respectively, of net assets.

2

Securities representing up to 5% of the market value of unaffiliated securities are permitted to be combined and reported as "miscellaneous securities" provided that they have been held for less than one year and not previously reported by name.

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 $293,368,000 of collateral received for securities on loan.

5

The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

6

Securities with a value of $90,910,000 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 March 31, 2009, the cost of investment securities for tax purposes was $70,789,855,000. Net unrealized depreciation of investment securities for tax purposes was $3,876,009,000, consisting of unrealized gains of $17,922,649,000 on securities that had risen in value since their purchase and $21,798,658,000 in unrealized losses on securities that had fallen in value since their purchase.

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

 

Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized futures gains (losses).

 

At March 31, 2009, the aggregate settlement value of open futures contracts expiring in June 2009 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

1,967

390,843

45,445

E-mini S&P 500 Index

8,030

319,112

8,535

 

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 March 31, 2009, based on the inputs used to value them:

Valuation Inputs

Investments in Securities ($000)

Futures

Contracts

($000)

Level 1- Quoted prices

66,822,936

53,980

Level 2- Other significant observable inputs

90,910

-

Level 3- Significant unobservable inputs

-

-

Total

66,913,846

53,980

 

 


Vanguard Extended Market Index Fund

Schedule of Investments

As of March 31, 2009

 

 

 

Shares

Market
Value
($000)

Common Stocks (99.4%)1

Consumer Discretionary (13.2%)

 

Ross Stores, Inc.

758,281

27,207

*

Dollar Tree, Inc.

531,062

23,659

 

Advance Auto Parts, Inc.

556,785

22,873

*

ITT Educational Services, Inc.

184,317

22,380

*

Priceline.com, Inc.

240,231

18,925

 

Cablevision Systems NY Group Class A

1,413,663

18,293

 

DeVry, Inc.

361,006

17,393

*

Liberty Global, Inc. Series C

1,165,870

16,474

*,^

CarMax, Inc.

1,291,713

16,069

 

PetSmart, Inc.

745,038

15,616

 

Strayer Education, Inc.

82,637

14,864

 

American Eagle Outfitters, Inc.

1,208,292

14,789

*

NVR, Inc.

33,446

14,307

*

Toll Brothers, Inc.

760,535

13,811

 

BorgWarner, Inc.

677,170

13,747

*

DISH Network Corp.

1,232,456

13,693

*

Discovery Communications Inc. Class C

931,029

13,640

 

Wendy's/Arby's Group, Inc.

2,450,421

12,326

*

LKQ Corp.

820,187

11,704

*

Discovery Communications Inc. Class A

713,894

11,437

*,^

Chipotle Mexican Grill, Inc.

166,348

11,042

*

Urban Outfitters, Inc.

668,403

10,942

*,^

Netflix.com, Inc.

244,268

10,484

*

Aeropostale, Inc.

391,637

10,402

*

Career Education Corp.

431,408

10,337

*,^

Panera Bread Co.

181,175

10,128

*

Corinthian Colleges, Inc.

505,374

9,830

*

Mohawk Industries, Inc.

328,961

9,826

*

DreamWorks Animation SKG, Inc.

450,431

9,747

*

Penn National Gaming, Inc.

394,796

9,534

 

Foot Locker, Inc.

907,950

9,515

 

Brinker International, Inc.

597,164

9,017

 

Aaron Rents, Inc.

312,547

8,332

 

Gentex Corp.

806,654

8,034

*

Sirius XM Radio Inc.

22,596,192

7,909

*

Jack in the Box Inc.

333,379

7,764

*

Marvel Entertainment, Inc.

286,401

7,604

*

Rent-A-Center, Inc.

386,784

7,492

 

Guess ?, Inc.

353,396

7,450

 

 

 

 

Burger King Holdings Inc.

323,457

7,423

 

John Wiley & Sons Class A

249,240

7,422

*

Dick's Sporting Goods, Inc.

498,715

7,117

 

Phillips-Van Heusen Corp.

301,737

6,843

 

MDC Holdings, Inc.

216,120

6,730

*

Tractor Supply Co.

185,636

6,694

*

The Warnaco Group, Inc.

273,308

6,559

*

Liberty Global, Inc. Class A

449,029

6,538

 

Regal Entertainment Group Class A

468,866

6,287

 

Tupperware Brands Corp.

366,689

6,230

*

Carter's, Inc.

330,347

6,214

*

WMS Industries, Inc.

289,111

6,045

*

Bally Technologies Inc.

319,987

5,894

 

Hillenbrand Inc.

362,393

5,802

*

Coinstar, Inc.

174,430

5,714

*

Jarden Corp.

445,031

5,639

*

Chico's FAS, Inc.

1,039,075

5,580

*

Brink's Home Security Holdings, Inc.

238,794

5,397

 

Interactive Data Corp.

214,027

5,321

*

Hanesbrands Inc.

548,521

5,249

 

Service Corp. International

1,498,194

5,229

 

Matthews International Corp.

180,872

5,211

*,^

Time Warner Cable Inc.

210,073

5,210

 

Williams-Sonoma, Inc.

507,865

5,119

 

Choice Hotels International, Inc.

192,213

4,963

^

Royal Caribbean Cruises, Ltd.

601,128

4,815

 

Barnes & Noble, Inc.

217,253

4,645

*

Scientific Games Corp.

381,112

4,615

 

Men's Wearhouse, Inc.

303,371

4,593

 

Wolverine World Wide, Inc.

290,243

4,522

*

Capella Education Co.

83,080

4,403

 

The Buckle, Inc.

137,890

4,403

*,^

Lamar Advertising Co. Class A

444,662

4,335

 

Ryland Group, Inc.

251,304

4,187

*

Fossil, Inc.

261,389

4,104

 

Polaris Industries, Inc.

190,465

4,084

*

Deckers Outdoor Corp.

76,749

4,071

 

Bob Evans Farms, Inc.

179,969

4,035

*

The Cheesecake Factory Inc.

350,346

4,011

*,^

J. Crew Group, Inc.

303,988

4,007

 

Weight Watchers International, Inc.

207,648

3,852

*

American Public Education, Inc.

91,431

3,846

*

Buffalo Wild Wings Inc.

104,889

3,837

 

Pool Corp.

282,989

3,792

 

Cracker Barrel Old Country Store Inc.

131,315

3,761

 

Regis Corp.

253,318

3,660

*

Collective Brands, Inc.

373,713

3,640

*

The Gymboree Corp.

170,108

3,632

 

 

 

 

International Speedway Corp.

162,826

3,592

*,^

Vail Resorts Inc.

174,373

3,562

*

Sonic Corp.

355,096

3,558

 

Sotheby's

393,215

3,539

*,^

Under Armour, Inc.

213,992

3,516

*,^

Las Vegas Sands Corp.

1,148,016

3,456

*

CEC Entertainment Inc.

133,233

3,448

*,^

Morningstar, Inc.

97,147

3,318

 

National CineMedia Inc.

246,895

3,254

 

Thor Industries, Inc.

208,016

3,249

*

The Dress Barn, Inc.

263,875

3,243

*

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

141,401

3,235

*

Timberland Co.

269,820

3,222

*

Hibbett Sports Inc.

167,273

3,215

 

Tempur-Pedic International Inc.

439,051

3,205

 

Cato Corp. Class A

172,285

3,149

 

Monro Muffler Brake, Inc.

113,530

3,103

*

The Children's Place Retail Stores, Inc.

141,275

3,092

*

Iconix Brand Group Inc.

340,368

3,012

*,^

Jos. A. Bank Clothiers, Inc.

107,037

2,977

*

Papa John's International, Inc.

125,640

2,873

*

Hot Topic, Inc.

256,738

2,873

*

Texas Roadhouse, Inc.

297,405

2,834

*

Sally Beauty Co. Inc.

480,215

2,728

 

Callaway Golf Co.

377,921

2,713

 

CKE Restaurants Inc.

320,302

2,691

 

Fred's, Inc.

234,336

2,643

*,^

Life Time Fitness, Inc.

204,345

2,567

*,^

Blue Nile Inc.

85,012

2,563

 

NutriSystem, Inc.

179,416

2,560

*

99 Cents Only Stores

274,746

2,539

*

Jo-Ann Stores, Inc.

151,580

2,477

*

Pinnacle Entertainment, Inc.

351,620

2,475

*

Helen of Troy Ltd.

176,746

2,430

*,^

K12 Inc.

169,202

2,352

 

UniFirst Corp.

83,910

2,336

 

Arbitron Inc.

154,995

2,326

 

Scholastic Corp.

152,100

2,292

*

PetMed Express, Inc.

136,837

2,255

 

Stage Stores, Inc.

222,829

2,246

 

Penske Automotive Group Inc.

231,695

2,162

 

Columbia Sportswear Co.

71,510

2,140

 

Finish Line, Inc.

321,372

2,127

 

Genesco, Inc.

112,855

2,125

 

Jones Apparel Group, Inc.

500,684

2,113

*

Cabela's Inc.

231,496

2,109

*

Ascent Media Corp.

83,188

2,080

*

Meritage Corp.

180,998

2,067

 

 

 

*

JAKKS Pacific, Inc.

163,760

2,022

*

Gaylord Entertainment Co.

239,848

1,998

*

Steven Madden, Ltd.

104,862

1,969

 

Group 1 Automotive, Inc.

140,683

1,965

 

Ethan Allen Interiors, Inc.

168,676

1,899

*

The Wet Seal, Inc. Class A

564,809

1,898

 

Dillard's Inc.

327,308

1,866

 

Ameristar Casinos, Inc.

147,803

1,859

*

California Pizza Kitchen, Inc.

141,383

1,849

 

Brunswick Corp.

516,800

1,783

*,^

MGM Mirage, Inc.

760,809

1,773

 

Stewart Enterprises, Inc. Class A

543,185

1,760

*

AnnTaylor Stores Corp.

335,890

1,747

 

National Presto Industries, Inc.

28,143

1,717

 

Churchill Downs, Inc.

56,215

1,690

 

World Wrestling Entertainment, Inc.

145,285

1,677

 

Cinemark Holdings Inc.

178,095

1,672

 

Superior Industries International, Inc.

136,178

1,614

*

Red Robin Gourmet Burgers, Inc.

90,801

1,601

*

Smith & Wesson Holding Corp.

264,805

1,594

*,^

Saks Inc.

834,198

1,560

*

Citi Trends Inc.

67,969

1,556

*

Peet's Coffee & Tea Inc.

71,889

1,554

*

Universal Technical Institute Inc.

126,700

1,520

*

Chipotle Mexican Grill, Inc. Class B

26,200

1,502

*

Sturm, Ruger & Co., Inc.

121,265

1,495

*

Universal Electronics, Inc.

82,054

1,485

*

Domino's Pizza, Inc.

221,358

1,450

 

bebe stores, inc.

212,066

1,414

 

Cooper Tire & Rubber Co.

347,387

1,403

 

OfficeMax, Inc.

448,677

1,400

*,^

Raser Technologies, Inc.

333,216

1,396

 

Liz Claiborne, Inc.

555,544

1,372

 

K-Swiss, Inc.

158,755

1,356

*

Pre-Paid Legal Services, Inc.

46,564

1,352

*

True Religion Apparel, Inc.

113,417

1,339

*

BJ's Restaurants Inc.

96,285

1,339

 

American Greetings Corp. Class A

264,609

1,339

*

Mediacom Communications Corp.

327,530

1,320

*

Exide Technologies

436,736

1,310

 

Harte-Hanks, Inc.

243,901

1,305

*

hhgregg, Inc.

92,168

1,304

*

CKX, Inc.

317,619

1,302

*

Steak n Shake Co.

169,506

1,283

*

Skechers U.S.A., Inc.

191,686

1,279

*

Stamps.com Inc.

129,583

1,257

 

Speedway Motorsports, Inc.

106,160

1,255

*

Interval Leisure Group, Inc.

234,908

1,245

 

 

 

 

Boyd Gaming Corp.

328,374

1,225

*

Charlotte Russe Holding Inc.

148,602

1,211

*

Live Nation, Inc.

449,281

1,200

*

Grand Canyon Education Inc.

65,910

1,138

 

Ambassadors Group, Inc.

139,724

1,135

 

Haverty Furniture Cos., Inc.

106,197

1,118

*

HSN, Inc.

214,827

1,104

 

Spartan Motors, Inc.

264,520

1,063

 

The Pep Boys (Manny, Moe & Jack)

241,029

1,063

*

Zumiez Inc.

107,425

1,042

*

Shutterfly, Inc.

108,972

1,021

*

Volcom, Inc.

102,873

998

^

DineEquity, Inc.

83,174

986

 

The Marcus Corp.

115,274

980

*

Blyth, Inc.

37,457

979

*

Denny's Corp.

585,941

979

*

Fuel Systems Solutions, Inc.

71,627

966

 

Christopher & Banks Corp.

226,254

925

*

Midas Inc.

116,467

922

 

Systemax Inc.

71,139

919

 

Brown Shoe Co., Inc.

244,608

917

*

Drew Industries, Inc.

104,733

909

 

Weyco Group, Inc.

34,880

904

*

Ruby Tuesday, Inc.

299,707

875

 

Movado Group, Inc.

115,277

869

*

Clear Channel Outdoor Holdings, Inc. Class A

236,676

869

*

Dolan Media Co.

110,247

868

*

Maidenform Brands, Inc.

94,630

867

*

Rentrak Corp.

95,324

858

 

Winnebago Industries, Inc.

160,461

852

*

Federal-Mogul Corp.

125,980

842

*

Charming Shoppes, Inc.

597,571

837

*,^

Blockbuster Inc. Class A

1,142,376

823

 

CSS Industries, Inc.

48,256

820

*

Core-Mark Holding Co., Inc.

44,988

820

*

Ticketmaster Entertainment Inc.

222,075

819

*

Overstock.com, Inc.

88,763

812

 

Cherokee Inc.

51,901

810

*

Amerigon Inc.

218,180

807

*

RCN Corp.

216,303

800

*

Cavco Industries, Inc.

33,650

794

*

Youbet.com, Inc.

467,035

789

 

Books-a-Million Inc.

168,904

777

 

Jackson Hewitt Tax Service Inc.

148,580

776

*

Steinway Musical Instruments Inc.

64,742

775

*

Stein Mart, Inc.

259,955

751

*

Quiksilver, Inc.

569,990

730

*

Coldwater Creek Inc.

290,276

729

 

 

 

*

Nobel Learning Communities, Inc.

61,943

727

*

Shuffle Master, Inc.

248,800

714

*

iRobot Corp.

93,715

712

*

Lumber Liquidators, Inc.

55,201

704

*

Cox Radio, Inc.

171,182

702

^

Talbots Inc.

198,452

697

*

TRW Automotive Holdings Corp.

214,282

690

*

Learning Tree International, Inc.

81,295

689

*

Ulta Salon, Cosmetics & Fragrance, Inc.

101,658

673

*

Standard Pacific Corp.

762,028

671

*

AFC Enterprises, Inc.

148,633

670

*

Hawk Corp. Class A

56,343

651

 

Big 5 Sporting Goods Corp.

109,366

642

 

Marine Products Corp.

148,805

631

*

Pacific Sunwear of California, Inc.

379,168

629

*

RC2 Corp.

117,242

618

*

Dorman Products, Inc.

66,221

618

*

The Princeton Review, Inc.

139,455

607

*

America's Car-Mart, Inc.

44,567

606

 

Skyline Corp.

31,067

591

*,^

Conn's, Inc.

41,737

586

*

Warner Music Group Corp.

244,640

575

 

Hearst-Argyle Television Inc.

134,229

558

*

Shoe Carnival, Inc.

53,872

558

 

Asbury Automotive Group, Inc.

128,674

555

*

Audiovox Corp.

159,682

548

*

Isle of Capri Casinos, Inc.

102,560

543

 

Kenneth Cole Productions, Inc.

84,454

540

*

Build-A-Bear-Workshop, Inc.

88,689

538

^

Landry's Restaurants, Inc.

102,651

536

*,^

Morgans Hotel Group

172,094

535

 

Oxford Industries, Inc.

86,064

531

*

Martha Stewart Living Omnimedia, Inc.

210,740

525

*

Luby's, Inc.

106,375

522

 

Stanley Furniture Co., Inc.

69,439

522

 

Frisch's Restaurants, Inc.

25,701

520

 

PRIMEDIA Inc.

209,123

517

 

M/I Homes, Inc.

73,558

514

*

Rubio's Restaurants, Inc.

122,126

514

*

Knology, Inc.

121,417

500

*,^

Quantum Fuel Systems Technologies Worldwide, Inc.

610,340

488

*

Crown Media Holdings, Inc.

235,874

481

*

Gaiam, Inc.

145,311

477

*

Krispy Kreme Doughnuts, Inc.

292,577

468

*,^

American Apparel, Inc.

157,080

459

*,^

Bidz.com, Inc.

113,766

457

*

New York & Co., Inc.

128,709

457

*

Kirkland's, Inc.

90,113

440

 

 

 

 

Modine Manufacturing Co.

175,061

438

*

Tenneco Automotive, Inc.

266,801

435

*

Destination Maternity Corp.

67,520

426

*

DSW Inc. Class A

45,718

425

*

Insignia Systems, Inc.

214,549

421

*

1-800-FLOWERS.COM, Inc.

203,019

420

*

Outdoor Channel Holdings Inc.

60,381

412

*

Tween Brands, Inc.

192,362

412

*

Rocky Brands Inc

116,576

408

 

Furniture Brands International Inc.

260,844

383

*

Sealy Corp.

257,268

383

*

LodgeNet Interactive Corp.

239,753

381

 

Dover Motorsports, Inc.

205,467

380

*

O'Reilly Automotive, Inc.

10,424

365

*

drugstore.com, Inc.

311,366

364

 

CPI Corp.

48,957

362

*

Red Lion Hotels Corp.

122,900

360

*

Zale Corp.

181,761

354

 

La-Z-Boy Inc.

282,837

354

 

American Axle & Manufacturing Holdings, Inc.

267,757

353

*

Forward Industries, Inc.

188,728

351

 

ArvinMeritor, Inc.

420,606

332

*

A.C. Moore Arts & Crafts, Inc.

169,988

321

 

E.W. Scripps Co. Class A

236,026

319

^

Brookfield Homes Corp.

92,131

318

*

Crocs, Inc.

266,961

318

 

Fisher Communications, Inc.

30,355

296

*

Cache, Inc.

99,997

288

 

Hooker Furniture Corp.

33,900

286

*

Hollywood Media Corp.

321,267

286

*

G-III Apparel Group, Ltd.

51,657

285

*

Gaming Partners International

48,997

279

*

West Marine, Inc.

49,985

267

 

Aldila, Inc.

47,399

267

*

Champion Enterprises, Inc.

556,437

267

*

Monarch Casino & Resort, Inc.

51,748

267

 

Sinclair Broadcast Group, Inc.

257,102

265

 

Lithia Motors, Inc.

117,023

263

 

Sonic Automotive, Inc.

164,138

263

*

Playboy Enterprises, Inc. Class B

131,317

259

*

Multimedia Games Inc.

118,590

255

*

MarineMax, Inc.

130,031

255

*,^

Beazer Homes USA, Inc.

251,958

254

*

Culp, Inc.

82,428

254

*

Tuesday Morning Corp.

198,294

252

*

Tandy Leather Factory, Inc.

121,205

251

*

REX Stores Corp.

23,108

248

*

Famous Dave's of America, Inc.

78,045

245

 

 

 

 

Dover Downs Gaming & Entertainment, Inc.

79,482

244

 

O'Charley's Inc.

80,189

241

*

Lin TV Corp.

212,091

238

*

Bluegreen Corp.

131,902

229

*

Palm Harbor Homes, Inc.

101,618

227

*

Valassis Communications, Inc.

141,965

223

*,^

VCG Holding Corp

129,258

220

*

Pomeroy IT Solutions, Inc.

57,309

214

*

Lincoln Educational Services

11,246

206

*

Cumulus Media Inc.

203,382

205

 

Nobility Homes, Inc.

27,912

202

 

Standard Motor Products, Inc.

72,750

200

*

4Kids Entertainment Inc.

181,285

199

*

Dana Holding Corp.

432,753

199

 

Bassett Furniture Industries, Inc.

102,010

198

 

Belo Corp. Class A

316,587

193

*

Leapfrog Enterprises, Inc.

139,771

193

 

Arctic Cat, Inc.

50,072

192

 

Beasley Broadcast Group, Inc.

90,279

190

 

Sport Supply Group Inc.

33,190

190

 

Lakes Entertainment, Inc.

92,413

189

*

Unifi, Inc.

294,464

188

*

Delta Apparel, Inc.

41,746

181

*

Great Wolf Resorts, Inc.

75,436

176

*

Carrols Restaurant Group Inc.

49,616

174

*

Perry Ellis International Corp.

50,145

173

 

Flexsteel Industries, Inc.

33,066

171

*

Lodgian, Inc.

80,960

170

*

Saga Communications Inc.

43,756

165

*

Benihana Inc. Class A

63,045

163

*

Town Sports International Holdings, Inc.

54,278

162

 

Heelys Inc.

94,768

162

 

Journal Communications, Inc.

215,917

162

*

Hovnanian Enterprises Inc. Class A

102,238

159

*

McCormick & Schmick's Seafood Restaurants, Inc.

40,663

159

*

Russ Berrie and Co., Inc.

118,113

156

*

MTR Gaming Group Inc.

170,691

154

*

Orbitz Worldwide, Inc.

117,855

152

 

Collectors Universe, Inc.

38,822

151

*

Century Casinos, Inc.

96,100

149

*

Empire Resorts Inc.

192,357

148

*

Nautilus Inc.

233,472

147

*

Joe's Jeans, Inc.

389,951

144

 

AH Belo Corp.

146,849

144

*

Coachmen Industries, Inc.

220,894

144

*

Entravision Communications Corp.

529,429

138

*

Lear Corp.

183,502

138

*

J. Alexander's Corp.

46,200

130

 

 

 

 

Strattec Security Corp.

15,593

130

 

Libbey, Inc.

141,117

130

*

Alloy, Inc.

30,775

129

*

Stoneridge, Inc.

60,029

127

*

Ruth's Hospitality Group Inc.

99,982

121

^

The McClatchy Co. Class A

246,180

121

 

ARK Restaurants Corp.

12,680

120

*

Mac-Gray Corp.

22,799

119

*

Trans World Entertainment Corp.

187,257

114

*

WPT Enterprises Inc.

193,572

110

*

Shiloh Industries, Inc.

53,686

110

*

Casual Male Retail Group, Inc.

219,326

107

*

Design Within Reach Inc.

198,052

107

*

Hayes Lemmerz International, Inc.

575,859

107

*

Global Traffic Network, Inc.

31,207

95

^

Orleans Homebuilders, Inc.

39,354

94

*

Franklin Electronic Publishers, Inc.

109,761

93

*,^

Jamba Inc.

189,850

91

 

Bon-Ton Stores, Inc.

51,406

90

*

Nexstar Broadcasting Group, Inc.

128,675

87

*

MKTG Inc.,

93,399

87

*

ValueVision Media, Inc.

122,694

85

*

Caribou Coffee Co.

40,322

84

*

Perfumania Holdings, Inc.

38,691

80

*

New Motion, Inc.

65,036

79

 

Craftmade International, Inc.

57,419

76

*

Rick's Cabaret International, Inc.

16,335

74

*

NTN Communications, Inc.

273,189

74

*

Emerson Radio Corp.

146,755

73

*

Rockford Corp.

168,328

72

*

Carriage Services, Inc.

46,085

70

*

Benihana Inc.

27,540

70

 

Lifetime Brands, Inc.

51,274

68

*

Silverleaf Resorts, Inc.

107,300

68

*

Morton's Restaurant Group Inc.

25,010

67

*

Premier Exhibitions Inc.

86,968

64

*

Duckwall-ALCO Stores, Inc.

6,717

64

*,^

Playboy Enterprises, Inc. Class A

22,850

63

*

Charles & Colvard Ltd.

179,486

63

*

The Walking Co. Holdings, Inc.

29,163

62

*,^

Gander Mountain Co.

21,005

61

 

Escalade, Inc.

95,046

61

*

Cavalier Homes, Inc.

38,601

60

*

Syms Corp.

9,144

56

*

Navarre Corp.

112,691

51

*,^

Radio One, Inc.

93,623

50

*

Blockbuster Inc. Class B

107,624

48

 

Aaron Rents, Inc. Class A

2,025

47

 

 

 

*

Golfsmith International Holdings, Inc.

43,811

43

*

Borders Group, Inc.

66,701

42

*

Bluefly, Inc.

44,063

41

*

Six Flags, Inc.

149,556

40

*

Riviera Holdings Corp.

38,655

39

*

Select Comfort Corp.

53,488

39

*

Harris Interactive Inc.

149,054

37

*

The Dixie Group, Inc.

33,660

37

 

Johnson Outdoors Inc.

7,174

36

*

Regent Communications, Inc.

274,374

36

*

Barry RG Corp Ohio

5,684

34

*

Emmis Communications, Inc.

87,169

34

*

Pier 1 Imports Inc.

59,657

33

*

Williams Controls, Inc.

6,252

31

*

Ambassadors International, Inc.

77,088

30

*

Bakers Footwear Group Inc.

69,383

29

*

Amerityre Corp.

99,178

29

*

Proliance International Inc.

133,284

23

 

Lee Enterprises, Inc.

74,461

21

*

California Coastal Communities, Inc.

24,348

15

*

Nathan's Famous Inc

1,200

15

 

Hallwood Group Inc.

1,600

14

*

Meade Instruments Corp.

90,979

13

*

Cost Plus, Inc.

12,943

12

*

InfoSonics Corp.

65,686

12

 

Noble International, Ltd.

60,630

12

*,^

Source Interlink Cos., Inc.

44,957

8

*

SPEEDUS Corp.

19,899

8

*

Eddie Bauer Holding, Inc.

9,106

4

*

SPAR Group, Inc.

7,650

4

 

Gray Television, Inc.

11,949

4

*

Spanish Broadcasting System, Inc.

17,769

3

*

Singing Machine Co., Inc.

6,000

*

Krispy Kreme Doughnuts, Inc. Warrants Exp. 3/2/12

5,255

*,^

Gadzooks, Inc.

92,160

 

1,063,097

Consumer Staples (3.8%)

 

Bunge Ltd.

712,955

40,389

 

Church & Dwight, Inc.

411,153

21,475

*

Ralcorp Holdings, Inc.

331,552

17,864

*

Energizer Holdings, Inc.

341,890

16,989

*

Hansen Natural Corp.

423,881

15,260

 

Alberto-Culver Co.

500,034

11,306

*

BJ's Wholesale Club, Inc.

344,712

11,027

 

Flowers Foods, Inc.

463,584

10,885

 

Corn Products International, Inc.

438,113

9,288

 

Del Monte Foods Co.

1,159,000

8,449

 

Casey's General Stores, Inc.

297,950

7,943

 

 

 

*

Smithfield Foods, Inc.

696,390

6,588

*

Chattem, Inc.

114,247

6,404

 

PepsiAmericas, Inc.

335,817

5,793

*

TreeHouse Foods Inc.

184,920

5,324

 

Ruddick Corp.

230,278

5,170

*,^

Green Mountain Coffee Roasters, Inc.

104,323

5,007

 

Lancaster Colony Corp.

116,467

4,831

*

United Natural Foods, Inc.

251,708

4,775

*

NBTY, Inc.

321,149

4,522

 

Universal Corp. (VA)

146,479

4,383

*

American Italian Pasta Co.

119,797

4,170

 

Lance, Inc.

184,931

3,850

 

Sanderson Farms, Inc.

102,413

3,846

 

Tootsie Roll Industries, Inc.

156,212

3,393

*

Hain Celestial Group, Inc.

237,283

3,379

 

Vector Group Ltd.

255,391

3,318

*

Central Garden & Pet Co. Class A

414,720

3,119

*

Winn-Dixie Stores, Inc.

318,470

3,045

 

Nu Skin Enterprises, Inc.

289,654

3,038

 

J & J Snack Foods Corp.

81,771

2,828

 

Diamond Foods, Inc.

95,944

2,680

 

WD-40 Co.

96,805

2,337

*

The Pantry, Inc.

131,498

2,316

*

Smart Balance Inc.

367,250

2,218

 

Nash-Finch Co.

75,046

2,108

 

Weis Markets, Inc.

64,885

2,014

 

Spartan Stores, Inc.

130,246

2,007

*

Alliance One International, Inc.

521,659

2,003

*

Darling International, Inc.

479,382

1,779

*

Chiquita Brands International, Inc.

260,540

1,727

 

Cal-Maine Foods, Inc.

74,010

1,657

 

PriceSmart, Inc.

86,828

1,564

*

Star Scientific, Inc.

362,311

1,551

 

The Andersons, Inc.

106,865

1,511

*

Bare Escentuals, Inc.

360,356

1,477

*

Mead Johnson Nutrition Co.

46,800

1,351

*

National Beverage Corp.

141,665

1,299

 

Ingles Markets, Inc.

84,614

1,263

*

Boston Beer Co., Inc. Class A

60,311

1,258

 

Coca-Cola Bottling Co.

22,690

1,181

 

Farmer Brothers, Inc.

64,075

1,141

*

Prestige Brands Holdings Inc.

218,780

1,133

*

Rite Aid Corp.

3,036,077

1,093

 

B&G Foods Inc.

176,511

918

 

Village Super Market Inc. Class A

28,514

889

*

Elizabeth Arden, Inc.

151,116

881

*

Susser Holdings Corp.

61,110

821

*

The Great Atlantic & Pacific Tea Co., Inc.

149,553

794

 

 

 

 

Arden Group Inc. Class A

6,188

723

*

Lifeway Foods, Inc.

90,022

720

 

Imperial Sugar Co.

75,909

546

 

Calavo Growers, Inc.

43,694

525

*

Zapata Corp.

89,872

513

 

Alico, Inc.

21,040

505

*

Natural Alternatives International, Inc.

75,837

469

 

Inter Parfums, Inc.

73,725

430

 

United Guardian, Inc.

59,489

416

*

Nutraceutical International Corp.

60,567

406

*

Monterey Pasta Co.

278,661

348

*

John B. Sanfilippo & Son, Inc.

63,824

341

 

Oil-Dri Corp. of America

22,117

326

 

Rocky Mountain Chocolate Factory, Inc.

47,512

294

*

Schiff Nutrition International, Inc.

64,025

288

*

Medifast, Inc.

60,809

252

*

Revlon, Inc.

96,979

241

*

Omega Protein Corp.

87,691

231

*

Overhill Farms Inc.

56,412

215

 

Mannatech, Inc.

60,320

201

 

Reddy Ice Holdings, Inc.

122,128

180

 

Reliv International, Inc.

39,264

137

*

Physicians Formula Holdings, Inc.

49,005

96

*

Parlux Fragrances, Inc.

89,346

77

*

HQ Sustainable Maritime Industries, Inc.

7,700

59

*

Female Health Co.

15,608

58

*

Cusine Solutions, Inc.

95,240

53

 

MGP Ingredients, Inc.

68,059

50

*

IGI, Inc.

72,500

49

*

Orchids Paper Products Co.

2,500

33

*

Diedrich Coffee, Inc.

13,950

20

*

Vermont Pure Holdings, Ltd.

600

 

309,431

Energy (6.2%)

*

Ultra Petroleum Corp.

886,371

31,812

*

Petrohawk Energy Corp.

1,471,235

28,292

*

FMC Technologies Inc.

736,801

23,113

*

Denbury Resources, Inc.

1,455,845

21,634

*

Pride International, Inc.

1,017,304

18,291

*

Newfield Exploration Co.

778,310

17,668

 

Helmerich & Payne, Inc.

617,304

14,056

*

Oceaneering International, Inc.

320,195

11,806

 

Tidewater Inc.

302,083

11,216

 

Arch Coal, Inc.

837,329

11,195

 

Southern Union Co.

727,035

11,065

*

Plains Exploration & Production Co.

630,673

10,866

*

Dresser Rand Group, Inc.

480,382

10,616

*

EXCO Resources, Inc.

952,196

9,522

 

 

 

 

Cimarex Energy Co.

488,544

8,979

*

Comstock Resources, Inc.

272,285

8,114

 

Patterson-UTI Energy, Inc.

897,283

8,040

 

Frontier Oil Corp.

609,084

7,790

*

Whiting Petroleum Corp.

297,584

7,693

*

Concho Resources, Inc.

296,409

7,585

*

Forest Oil Corp.

568,723

7,479

*

Alpha Natural Resources, Inc.

415,471

7,375

*

Encore Acquisition Co.

303,723

7,068

*

SEACOR Holdings Inc.

117,381

6,844

*

Superior Energy Services, Inc.

457,452

5,897

*

Unit Corp.

277,033

5,796

*

Exterran Holdings, Inc.

361,466

5,791

*

Arena Resources, Inc.

223,994

5,707

 

World Fuel Services Corp.

172,058

5,442

*

Atwood Oceanics, Inc.

327,330

5,430

*

Dril-Quip, Inc.

176,144

5,408

 

Holly Corp.

240,677

5,102

*

SandRidge Energy, Inc.

736,866

4,856

 

St. Mary Land & Exploration Co.

365,238

4,832

*

Bill Barrett Corp.

216,970

4,825

*

Mariner Energy Inc.

527,824

4,091

*

Oil States International, Inc.

290,185

3,894

*

Continental Resources, Inc.

178,926

3,795

*

CNX Gas Corp.

159,236

3,775

 

Foundation Coal Holdings, Inc.

261,217

3,748

*

Quicksilver Resources, Inc.

662,740

3,672

*

Bristow Group, Inc.

170,663

3,657

 

Lufkin Industries, Inc.

87,167

3,302

 

CARBO Ceramics Inc.

115,095

3,273

*

Gulfmark Offshore, Inc.

133,933

3,196

 

Overseas Shipholding Group Inc.

140,185

3,178

*

Contango Oil & Gas Co.

80,381

3,151

*

USEC Inc.

652,701

3,133

*

Helix Energy Solutions Group, Inc.

576,756

2,965

 

Berry Petroleum Class A

261,344

2,864

 

Penn Virginia Corp.

245,473

2,695

*

Goodrich Petroleum Corp.

132,371

2,563

*

Global Industries Ltd.

666,136

2,558

 

General Maritime Corp.

336,886

2,358

*

NATCO Group Inc.

116,882

2,213

 

Western Refining, Inc.

176,375

2,106

*

Hornbeck Offshore Services, Inc.

136,247

2,076

*

Key Energy Services, Inc.

710,601

2,047

 

Atlas America, Inc.

230,367

2,016

*

James River Coal Co.

160,620

1,982

*

Vaalco Energy, Inc.

341,314

1,806

*

Cal Dive International, Inc.

232,622

1,575

 

 

 

*

Rosetta Resources, Inc.

303,406

1,502

*

McMoRan Exploration Co.

318,078

1,495

*

TETRA Technologies, Inc.

438,295

1,424

*

Carrizo Oil & Gas, Inc.

159,561

1,417

*

Patriot Coal Corp.

372,261

1,381

 

RPC Inc.

204,099

1,353

*

Newpark Resources, Inc.

516,236

1,306

*,^

BPZ Energy, Inc.

351,298

1,300

*

Swift Energy Co.

177,469

1,295

*,^

International Coal Group, Inc.

763,955

1,230

*

Parker Drilling Co.

650,697

1,197

*

Matrix Service Co.

144,721

1,190

*,^

Cheniere Energy, Inc.

258,759

1,102

 

W&T Offshore, Inc.

171,029

1,052

*

Clayton Williams Energy, Inc.

35,451

1,037

*

Petroleum Development Corp.

84,916

1,003

 

Alon USA Energy, Inc.

72,640

995

*

Complete Production Services, Inc.

311,528

959

*

PHI Inc.

72,445

952

*

Pioneer Drilling Co.

285,255

936

*

Syntroleum Corp.

637,059

930

*

Harvest Natural Resources, Inc.

262,897

891

*

ION Geophysical Corp.

512,527

800

*

Basic Energy Services Inc.

123,456

799

*

FX Energy, Inc.

287,315

799

*

Hercules Offshore, Inc.

504,788

798

*

Clean Energy Fuels Corp.

130,550

795

 

Delek US Holdings, Inc.

73,166

758

*

CVR Energy, Inc.

135,195

749

*,^

ATP Oil & Gas Corp.

141,003

723

*

Bronco Drilling Co., Inc.

131,625

692

 

Panhandle Royalty Co.

39,713

680

 

Gulf Island Fabrication, Inc.

83,897

672

*

Stone Energy Corp.

199,311

664

*

T-3 Energy Services, Inc.

54,652

644

*

PetroQuest Energy, Inc.

262,880

631

*,^

Evergreen Energy, Inc.

432,856

603

*

Rentech, Inc.

1,088,611

599

*

Dawson Geophysical Co.

42,699

576

*

ENGlobal Corp.

125,931

572

*

Endeavor International Corp.

638,458

555

*

Natural Gas Services Group

59,160

532

*

Northern Oil and Gas, Inc.

146,430

527

 

Crosstex Energy, Inc.

319,141

523

*

Westmoreland Coal Co.

71,654

514

*

Superior Well Services, Inc.

98,578

506

*

Veneco Inc.

153,612

504

*,^

SulphCo, Inc.

465,279

498

 

 

 

*

Credo Pete Corp.

66,075

494

*

GeoResources Inc.

73,406

493

*

Bolt Technology Corp.

63,799

454

*

GMX Resources Inc.

67,887

441

*,^

Delta Petroleum Corp.

358,504

430

*

Gulfport Energy Corp.

182,938

424

*

Warren Resources Inc.

440,489

423

*

Boots & Coots International Well Control, Inc.

336,332

420

*

Brigham Exploration Co.

216,760

412

*

Abraxas Petroleum Corp.

369,868

381

*

Double Eagle Petroleum Co.

71,516

370

*

OYO Geospace Corp.

23,929

312

*

Parallel Petroleum Corp.

227,028

291

 

Toreador Resources Corp.

115,296

289

*

OMNI Energy Services Corp.

217,149

284

*

Allis-Chalmers Energy Inc.

142,207

274

*

Mitcham Industries, Inc.

71,429

272

*

RAM Energy Resources, Inc.

367,188

268

*

Gasco Energy Inc.

672,029

262

*

Approach Resources Inc.

41,900

260

*

Union Drilling, Inc.

67,267

256

*

American Oil & Gas Inc.

311,932

240

*,^

Tri-Valley Corp.

200,474

229

*,^

Ngas Resources Inc.

178,232

216

*

National Coal Corp.

143,150

195

*

Uranium Resources Inc.

399,184

188

*

Callon Petroleum Co.

171,641

187

*,^

Trico Marine Services, Inc.

85,194

179

*

Rex Energy Corp.

61,895

178

*,^

Verenium Corp.

520,069

151

*

Royale Energy, Inc.

76,348

137

 

Barnwell Industries, Inc.

33,666

136

*

Green Plains Renewable Energy, Inc.

42,975

132

*

PHI Inc. Non-Voting Shares

12,172

121

*

Cano Petroleum Inc.

249,987

107

*

Crusader Energy Group Inc.

601,009

102

*,^

Hyperdynamics Corp.

291,794

96

*

Harken Energy Corp.

56,645

84

 

Houston American Energy Corp.

43,918

82

*

Tengasco, Inc.

152,330

78

*

The Meridian Resource Corp.

343,302

72

*,^

TXCO Resources Inc.

172,403

71

*

Geomet, Inc.

121,818

71

*

Geokinetics Inc.

19,900

65

*

Pacific Ethanol, Inc.

184,102

61

*

Zion Oil&Gas Inc.

3,374

40

*

Edge Petroleum Corp.

192,793

37

*,^

Dune Energy, Inc.

244,700

32

 

 

 

*,^

Nova Biosource Fuels, Inc.

390,344

27

*

Teton Energy Corp.

67,968

26

*

Isramco, Inc.

208

8

*

Quest Resource Corp.

18,354

6

 

498,418

Financials (18.0%)

 

Everest Re Group, Ltd.

359,992

25,487

 

Fidelity National Financial, Inc. Class A

1,260,594

24,594

 

New York Community Bancorp, Inc.

2,021,615

22,581

*

TD Ameritrade Holding Corp.

1,340,304

18,510

 

W.R. Berkley Corp.

814,420

18,365

 

BlackRock, Inc.

131,648

17,120

 

HCC Insurance Holdings, Inc.

665,815

16,772

 

Cullen/Frost Bankers, Inc.

348,243

16,347

*

Markel Corp.

57,521

16,329

 

Federal Realty Investment Trust REIT

346,254

15,928

 

Eaton Vance Corp.

685,174

15,656

 

Old Republic International Corp.

1,377,533

14,905

 

Digital Realty Trust, Inc. REIT

444,779

14,758

 

First American Corp.

545,103

14,451

 

Commerce Bancshares, Inc.

387,126

14,053

 

Rayonier Inc. REIT

462,839

13,987

 

Reinsurance Group of America, Inc.

425,753

13,790

 

Nationwide Health Properties, Inc. REIT

599,902

13,312

 

Brown & Brown, Inc.

680,390

12,866

 

Associated Banc-Corp.

749,624

11,574

^

Realty Income Corp. REIT

611,414

11,507

 

Raymond James Financial, Inc.

574,281

11,313

 

Liberty Property Trust REIT

594,035

11,251

 

AMB Property Corp. REIT

776,079

11,176

 

Regency Centers Corp. REIT

410,328

10,902

*

Affiliated Managers Group, Inc.

240,775

10,043

 

Jefferies Group, Inc.

719,301

9,926

 

Senior Housing Properties Trust REIT

705,688

9,894

 

Valley National Bancorp

791,406

9,790

 

Arthur J. Gallagher & Co.

565,171

9,608

 

SEI Investments Co.

784,447

9,578

 

Bank of Hawaii Corp.

279,872

9,230

*

ProAssurance Corp.

195,463

9,112

*,^

The St. Joe Co.

542,142

9,075

 

Essex Property Trust, Inc. REIT

157,231

9,016

 

Waddell & Reed Financial, Inc.

497,806

8,995

 

White Mountains Insurance Group Inc.

51,937

8,929

 

BancorpSouth, Inc.

423,830

8,833

 

FirstMerit Corp.

476,400

8,670

 

The Hanover Insurance Group Inc.

299,773

8,639

*

Alleghany Corp.

31,662

8,575

 

Alexandria Real Estate Equities, Inc. REIT

230,787

8,401

 

 

 

*

Knight Capital Group, Inc. Class A

544,417

8,025

 

City National Corp.

237,251

8,012

 

Highwood Properties, Inc. REIT

372,658

7,982

 

Greenhill & Co., Inc.

107,957

7,973

 

TCF Financial Corp.

658,617

7,745

 

Mack-Cali Realty Corp. REIT

389,358

7,713

 

Westamerica Bancorporation

169,281

7,712

 

First Niagara Financial Group, Inc.

695,150

7,577

 

Corporate Office Properties Trust, Inc. REIT

303,600

7,538

 

UDR, Inc. REIT

872,203

7,510

 

NewAlliance Bancshares, Inc.

626,348

7,353

 

UMB Financial Corp.

172,838

7,344

 

National Retail Properties REIT

463,111

7,336

 

American Financial Group, Inc.

440,491

7,070

 

TFS Financial Corp.

566,126

6,867

*

Stifel Financial Corp.

158,510

6,865

 

Washington Federal Inc.

516,087

6,859

 

Fulton Financial Corp.

1,028,194

6,817

 

Omega Healthcare Investors, Inc. REIT

483,037

6,801

 

Camden Property Trust REIT

312,599

6,746

 

Hospitality Properties Trust REIT

550,903

6,611

 

Prosperity Bancshares, Inc.

240,474

6,577

 

StanCorp Financial Group, Inc.

287,064

6,539

*

Investment Technology Group, Inc.

253,955

6,481

 

Erie Indemnity Co. Class A

186,395

6,371

 

Mercury General Corp.

208,693

6,198

 

Home Properties, Inc. REIT

192,630

5,904

 

BRE Properties Inc. Class A REIT

299,824

5,886

 

First Financial Bankshares, Inc.

122,010

5,877

*

Signature Bank

206,647

5,834

 

Tanger Factory Outlet Centers, Inc. REIT

185,650

5,729

 

Transatlantic Holdings, Inc.

159,529

5,690

 

Glacier Bancorp, Inc.

360,484

5,663

 

Equity Lifestyle Properties, Inc. REIT

147,877

5,634

 

Potlatch Corp. REIT

232,994

5,403

 

Washington REIT

310,650

5,374

 

Synovus Financial Corp.

1,645,676

5,348

 

Taubman Co. REIT

310,918

5,298

 

Douglas Emmett, Inc. REIT

714,917

5,283

 

Zenith National Insurance Corp.

218,769

5,275

 

R.L.I. Corp.

104,599

5,251

 

Trustmark Corp.

285,610

5,250

 

Healthcare Realty Trust Inc. REIT

347,543

5,210

 

Mid-America Apartment Communities, Inc. REIT

165,459

5,101

 

Odyssey Re Holdings Corp.

134,240

5,092

 

Tower Group, Inc.

204,761

5,043

 

Capitol Federal Financial

130,264

4,925

 

Duke Realty Corp. REIT

870,416

4,787

 

 

 

 

Jones Lang LaSalle Inc.

202,925

4,720

 

Susquehanna Bancshares, Inc.

504,790

4,710

 

BOK Financial Corp.

134,513

4,647

*,^

AmeriCredit Corp.

771,697

4,522

 

Fannie Mae

6,387,906

4,472

*

PHH Corp.

318,042

4,469

 

Astoria Financial Corp.

477,958

4,392

 

Hancock Holding Co.

139,876

4,375

 

Old National Bancorp

388,746

4,342

 

Weingarten Realty Investors REIT

454,186

4,324

 

American Campus Communities, Inc. REIT

248,290

4,310

 

Whitney Holdings Corp.

375,217

4,296

 

Franklin Street Properties Corp. REIT

347,038

4,269

 

HRPT Properties Trust REIT

1,315,369

4,196

 

IBERIABANK Corp.

91,036

4,182

 

NBT Bancorp, Inc.

191,379

4,141

 

EastGroup Properties, Inc. REIT

146,951

4,125

 

Unitrin, Inc.

288,582

4,034

 

F.N.B. Corp.

525,753

4,033

 

First Citizens BancShares Class A

30,594

4,032

 

National Penn Bancshares Inc.

481,348

3,995

 

Wilmington Trust Corp.

405,110

3,926

 

First Commonwealth Financial Corp.

438,697

3,891

*

SVB Financial Group

193,055

3,863

*

Interactive Brokers Group, Inc.

237,676

3,834

^

United Bankshares, Inc.

221,173

3,813

 

National Health Investors REIT

140,689

3,780

 

Selective Insurance Group

308,995

3,757

*

Navigators Group, Inc.

78,072

3,683

 

SL Green Realty Corp. REIT

335,694

3,626

 

Popular, Inc.

1,653,150

3,604

*

KBW Inc.

176,546

3,593

 

WesBanco, Inc.

157,154

3,588

 

Investors Real Estate Trust REIT

345,989

3,411

 

Provident Financial Services Inc.

310,908

3,361

*

Pinnacle Financial Partners, Inc.

140,724

3,337

 

Kilroy Realty Corp. REIT

193,770

3,331

 

Park National Corp.

59,035

3,291

*

EZCORP, Inc.

283,831

3,284

 

DCT Industrial Trust Inc. REIT

1,032,226

3,272

 

Delphi Financial Group, Inc.

242,320

3,262

 

Brookline Bancorp, Inc.

342,206

3,251

 

PS Business Parks, Inc. REIT

87,626

3,229

 

BioMed Realty Trust, Inc. REIT

475,407

3,219

 

Entertainment Properties Trust REIT

203,593

3,209

 

Financial Federal Corp.

151,474

3,208

 

Community Bank System, Inc.

191,297

3,204

 

Umpqua Holdings Corp.

352,748

3,196

 

 

 

 

Cathay General Bancorp

290,397

3,029

*

Hilltop Holdings Inc.

264,749

3,018

 

Safety Insurance Group, Inc.

95,605

2,971

 

Chemical Financial Corp.

141,218

2,939

 

S & T Bancorp, Inc.

137,717

2,921

 

Apollo Investment Corp.

833,841

2,902

 

United Fire & Casualty Co.

131,152

2,880

^

Freddie Mac

3,788,669

2,879

*

PICO Holdings, Inc.

95,020

2,857

^

The Macerich Co. REIT

451,524

2,827

 

Sterling Bancshares, Inc.

429,209

2,807

 

Infinity Property & Casualty Corp.

82,574

2,802

*

thinkorswim Group, Inc.

323,538

2,795

 

MB Financial, Inc.

204,806

2,785

 

optionsXpress Holdings Inc.

243,816

2,772

 

Extra Space Storage Inc. REIT

502,853

2,771

 

Ares Capital Corp.

569,473

2,756

 

Employers Holdings, Inc.

286,220

2,731

 

Cash America International Inc.

173,115

2,711

 

TrustCo Bank NY

444,778

2,678

 

Post Properties, Inc. REIT

259,040

2,627

 

Sovran Self Storage, Inc. REIT

128,958

2,589

 

CVB Financial Corp.

390,480

2,589

*

Riskmetrics Group Inc.

180,234

2,576

 

First Financial Corp. (IN)

69,714

2,572

 

City Holding Co.

93,431

2,550

 

Bank Mutual Corp.

279,633

2,533

*

Ocwen Financial Corp.

220,575

2,521

 

SWS Group, Inc.

160,870

2,498

 

Harleysville Group, Inc.

77,816

2,475

 

First Midwest Bancorp, Inc.

285,074

2,449

*

Portfolio Recovery Associates, Inc.

89,956

2,414

 

Inland Real Estate Corp. REIT

340,056

2,411

 

Community Trust Bancorp Inc.

89,176

2,385

^

Equity One, Inc. REIT

195,294

2,381

 

LTC Properties, Inc. REIT

135,689

2,380

*

Piper Jaffray Cos., Inc.

91,968

2,372

*

eHealth, Inc.

147,033

2,354

 

PrivateBancorp, Inc.

161,351

2,333

*

Investors Bancorp, Inc.

274,867

2,328

 

International Bancshares Corp.

297,563

2,321

*

First Cash Financial Services, Inc.

150,916

2,252

^

American Capital Ltd.

1,200,175

2,244

 

Protective Life Corp.

410,243

2,154

 

DiamondRock Hospitality Co. REIT

527,939

2,117

 

Acadia Realty Trust REIT

198,754

2,109

*

Beneficial Mutual Bancorp, Inc.

214,068

2,109

 

Stewart Information Services Corp.

106,488

2,077

 

 

 

 

PacWest Bancorp

143,863

2,062

 

Meadowbrook Insurance Group, Inc.

337,946

2,061

 

Alexander's, Inc. REIT

12,034

2,050

 

Universal Health Realty Income REIT

69,616

2,035

 

TowneBank

120,532

1,968

^

iStar Financial Inc. REIT

699,097

1,964

 

Horace Mann Educators Corp.

229,613

1,922

 

S.Y. Bancorp, Inc.

79,046

1,921

 

First BanCorp Puerto Rico

444,841

1,895

 

Getty Realty Holding Corp. REIT

101,648

1,865

 

Simmons First National Corp.

73,675

1,856

 

Pacific Capital Bancorp

273,263

1,850

 

Kearny Financial Corp.

175,090

1,835

 

American Physicians Capital, Inc.

44,465

1,820

*

CNA Surety Corp.

98,614

1,818

 

First Financial Bancorp

186,816

1,780

 

Northwest Bancorp, Inc.

105,248

1,779

 

Wintrust Financial Corp.

140,053

1,723

 

East West Bancorp, Inc.

373,614

1,707

*

Amerisafe Inc.

110,657

1,695

 

BancFirst Corp.

46,486

1,692

 

Bank of the Ozarks, Inc.

73,207

1,690

 

Provident New York Bancorp, Inc.

197,359

1,687

 

Tompkins Trustco, Inc.

39,208

1,686

^

Allied Capital Corp.

1,047,512

1,666

*

FPIC Insurance Group, Inc.

44,965

1,665

 

Cousins Properties, Inc. REIT

256,048

1,649

 

National Interstate Corp.

97,512

1,649

 

Provident Bankshares Corp.

232,686

1,640

 

Medical Properties Trust Inc. REIT

447,620

1,634

 

Berkshire Hills Bancorp, Inc.

71,258

1,633

 

Westfield Financial, Inc.

185,139

1,629

*,^

Citizens, Inc.

223,553

1,625

*

World Acceptance Corp.

94,859

1,622

*

Texas Capital Bancshares, Inc.

142,939

1,610

 

Developers Diversified Realty Corp. REIT

755,563

1,609

*

Forestar Real Estate Group, Inc.

210,318

1,609

*

MSCI, Inc.-Class A Shares

93,825

1,587

 

Forest City Enterprise Class A

436,664

1,572

 

StellarOne Corp.

131,716

1,569

 

Renasant Corp.

124,660

1,566

 

Home Bancshares Inc.

78,212

1,562

 

Harleysville National Corp.

253,236

1,535

 

First Source Corp.

84,237

1,520

*

MarketAxess Holdings, Inc.

197,783

1,511

 

Prospect Energy Corp.

174,740

1,489

 

National Western Life Insurance Co. Class A

13,092

1,479

 

State Auto Financial Corp.

83,598

1,471

 

 

 

 

Saul Centers, Inc. REIT

64,047

1,471

 

Arrow Financial Corp.

61,421

1,455

 

Suffolk Bancorp

55,930

1,454

 

Student Loan Corp.

33,415

1,452

 

Brandywine Realty Trust REIT

509,216

1,451

 

Dime Community Bancshares

154,064

1,445

 

CNA Financial Corp.

157,675

1,444

 

Danvers Bancorp, Inc.

104,267

1,440

 

Republic Bancorp, Inc. Class A

77,082

1,439

*

Tejon Ranch Co.

69,592

1,438

*

Citizens Banking Corp.

923,061

1,431

 

LaSalle Hotel Properties REIT

236,596

1,382

 

Independent Bank Corp. (MA)

93,263

1,376

 

SCBT Financial Corp.

65,645

1,372

 

Essa Bancorp Inc.

102,217

1,361

 

OneBeacon Insurance Group Ltd.

139,844

1,351

 

First Merchants Corp.

124,636

1,345

 

DuPont Fabros Technology Inc. REIT

195,304

1,344

 

Washington Trust Bancorp, Inc.

82,389

1,339

 

First Potomac REIT

182,074

1,338

 

GFI Group Inc.

413,672

1,328

 

Univest Corp. of Pennsylvania

75,528

1,322

 

Webster Financial Corp.

306,872

1,304

 

Ambac Financial Group, Inc.

1,668,429

1,301

 

Baldwin & Lyons, Inc. Class B

68,239

1,291

 

Westwood Holdings Group, Inc.

32,989

1,290

 

Boston Private Financial Holdings, Inc.

366,323

1,286

 

BankFinancial Corp.

128,117

1,277

 

American Equity Investment Life Holding Co.

305,234

1,270

 

Gamco Investors Inc. Class A

38,857

1,269

 

Wesco Financial Corp.

4,544

1,254

 

First Financial Northwest, Inc.

145,536

1,214

 

Sterling Bancorp

122,149

1,209

 

German American Bancorp

100,585

1,202

*

Crawford & Co. Class B

177,476

1,193

 

Great Southern Bancorp, Inc.

84,615

1,185

^

United Community Banks, Inc.

280,971

1,169

 

Urstadt Biddle Properties Class A REIT

86,842

1,165

 

First Bancorp (NC)

96,854

1,159

 

Sun Communities, Inc. REIT

97,953

1,159

 

TriCo Bancshares

68,839

1,152

 

Mainsource Financial Group, Inc.

142,038

1,142

 

Capital Southwest Corp.

14,938

1,141

 

First Busey Corp.

146,364

1,136

*

LaBranche & Co. Inc.

303,023

1,133

*

Seabright Insurance Holdings, Inc.

107,228

1,122

 

Abington Community Bancorp Inc.

135,377

1,121

*

Nelnet, Inc.

125,817

1,112

 

 

 

 

Southside Bancshares, Inc.

57,773

1,092

 

Northfield Bancorp, Inc.

99,840

1,091

 

Cohen & Steers, Inc.

97,777

1,091

 

Ashford Hospitality Trust REIT

707,426

1,089

 

United Financial Bancorp, Inc.

83,047

1,087

 

Union Bankshares Corp.

78,355

1,085

 

Donegal Group Inc. Class B

63,194

1,083

 

Lakeland Financial Corp.

56,375

1,082

 

Lakeland Bancorp, Inc.

134,456

1,080

 

Cardinal Financial Corp.

187,419

1,076

^

Heartland Financial USA, Inc.

79,027

1,070

^

General Growth Properties Inc. REIT

1,495,672

1,062

 

Sandy Spring Bancorp, Inc.

94,364

1,053

 

Colonial Properties Trust REIT

274,960

1,048

^

Colonial BancGroup, Inc.

1,162,745

1,046

 

WSFS Financial Corp.

46,772

1,046

 

MGIC Investment Corp.

717,530

1,019

*

Dollar Financial Corp.

105,971

1,009

*

TradeStation Group, Inc.

152,844

1,009

 

Lexington Realty Trust REIT

423,383

1,008

 

Evercore Partners Inc.

64,600

998

 

Hercules Technology Growth Capital, Inc.

199,574

998

 

West Bancorporation

133,334

993

 

Mission West Properties Inc. REIT

154,748

990

 

Presidential Life Corp.

127,067

990

*

Conseco, Inc.

1,072,434

987

 

Amtrust Financial Services Inc.

102,346

977

 

UCBH Holdings, Inc.

643,613

972

 

MVC Capital, Inc.

114,740

965

*

First Mercury Financial Corp.

65,888

951

 

Sunstone Hotel Investors, Inc. REIT

358,194

942

 

Central Pacific Financial Co.

167,155

936

 

Peoples Bancorp, Inc.

71,816

932

 

CBL & Associates Properties, Inc. REIT

392,405

926

 

Clifton Savings Bancorp, Inc.

92,302

923

 

American Physicians Service Group, Inc.

47,336

907

 

Sterling Financial Corp.

435,199

901

*

Guaranty Bancorp

510,203

893

 

Consolidated-Tomoka Land Co.

29,669

881

 

Parkway Properties Inc. REIT

84,203

867

 

Home Federal Bancorp, Inc.

97,846

854

 

Southwest Bancorp, Inc.

90,718

851

*

Republic First Bancorp, Inc.

118,946

848

*

Oritani Financial Corp.

59,746

836

 

Citizens & Northern Corp.

45,147

835

 

Oriental Financial Group Inc.

167,923

819

 

Radian Group, Inc.

440,456

802

 

Associated Estates Realty Corp. REIT

139,079

790

 

 

 

 

EMC Insurance Group, Inc.

37,256

785

 

Capital City Bank Group, Inc.

67,872

778

 

OceanFirst Financial Corp.

75,246

769

 

The Phoenix Cos., Inc.

657,051

769

*

Sun Bancorp, Inc. (NJ)

146,721

761

*

Broadpoint Securities Group

230,548

761

 

Flushing Financial Corp.

125,591

756

 

Pacific Continental Corp.

64,165

747

^

Pennsylvania REIT

210,303

747

 

Kansas City Life Insurance Co.

20,634

740

 

ViewPoint Financial Group

61,404

739

 

Monmouth Real Estate Investment Corp. REIT

110,730

732

 

Northrim Bancorp Inc.

73,329

731

*

Pennsylvania Commerce Bancorp, Inc.

39,529

727

*

Superior Bancorp

178,418

714

*

PMA Capital Corp. Class A

169,721

708

 

Camden National Corp.

30,791

704

*,^

Western Alliance Bancorp

149,726

683

 

Smithtown Bancorp, Inc.

59,610

672

 

Columbia Banking System, Inc.

104,394

668

 

Ramco-Gershenson Properties Trust REIT

103,430

667

 

Gladstone Capital Corp.

105,939

663

 

American Bancorp of New Jersey, Inc.

69,779

659

 

Greene County Bancshares

74,811

658

 

First Bancorp, Inc.

41,131

652

 

Financial Institutions, Inc.

85,163

649

*

Virginia Commerce Bancorp, Inc.

169,381

642

*

Avatar Holding, Inc.

42,711

640

 

MCG Capital Corp.

499,281

639

 

Shore Bancshares, Inc.

37,933

635

 

NewBridge Bancorp.

300,971

635

*,^

Guaranty Financial Group, Inc.

604,378

635

*

Harris & Harris Group, Inc.

171,190

633

*

Asset Acceptance Capital Corp.

118,780

631

 

Calamos Asset Management, Inc.

130,220

626

*

Bank of Florida Corp.

165,699

623

 

Wilshire Bancorp Inc.

120,691

623

^

First Industrial Realty Trust REIT

253,223

620

 

United Security Bancshares, Inc.

39,227

616

*

Penson Worldwide, Inc.

95,541

614

*

Rewards Network Inc.

174,920

612

*

The Bancorp Inc.

144,199

609

 

National Bankshares, Inc.

32,178

607

 

Life Partners Holdings

35,572

607

 

First Financial Holdings, Inc.

79,010

604

 

Center Bancorp, Inc.

83,676

604

 

Peapack Gladstone Financial Corp.

33,477

604

 

Advance America, Cash Advance Centers, Inc.

354,481

599

 

 

 

 

Merchants Bancshares, Inc.

32,013

592

^

Cascade Bancorp

358,418

584

 

NGP Capital Resources Co.

116,377

578

 

Enterprise Financial Services Corp.

58,633

572

 

PremierWest Bancorp

141,242

568

 

Diamond Hill Investment Group

14,404

566

 

Sanders Morris Harris Group Inc.

144,194

562

 

U-Store-It Trust REIT

277,383

560

 

Hanmi Financial Corp.

430,861

560

 

Heritage Financial Corp.

53,419

558

 

Century Bancorp, Inc. Class A

41,622

558

 

North Valley Bancorp

126,638

547

 

American National Bankshares Inc.

35,044

547

 

First Community Bancshares, Inc.

46,532

543

*

Irwin Financial Corp.

277,178

541

 

ESB Financial Corp.

48,715

535

 

BlackRock Kelso Capital Corp.

126,434

530

 

BancTrust Financial Group, Inc.

83,690

530

 

Agree Realty Corp. REIT

33,741

529

^

Macatawa Bank Corp.

142,076

526

 

Yadkin Valley Bank and Trust Co.

70,405

525

 

Indiana Community Bancorp

40,231

523

 

Hampton Roads Bankshares, Inc.

66,881

521

 

Urstadt Biddle Properties REIT

38,700

519

 

Jefferson Bancshares, Inc.

67,279

517

 

Brooklyn Federal Bancorp

46,900

517

*

Encore Capital Group, Inc.

113,440

514

 

Roma Financial Corp.

39,172

507

 

Amcore Financial, Inc.

313,795

502

 

Kite Realty Group Trust REIT

204,430

501

*

Southcoast Financial Corp

87,760

500

 

Bryn Mawr Bank Corp.

29,683

500

 

TIB Financial Corp.

171,587

494

 

U.S. Global Investors, Inc. Class A

100,845

491

 

The South Financial Group, Inc.

442,693

487

^

ASTA Funding, Inc.

198,537

486

 

Taylor Capital Group, Inc.

108,175

481

 

Highland Distressed Opportunities, Inc.

241,781

481

 

Independent Bank Corp. (MI)

205,581

481

 

Kohlberg Capital Corp.

156,231

478

 

Ameriserv Financial Inc.

285,515

474

 

National Financial Partners Corp.

148,082

474

 

Wainwright Bank & Trust Co.

75,015

472

 

Medallion Financial Corp.

63,650

472

*

Credit Acceptance Corp.

21,647

465

 

Federal Agricultural Mortgage Corp. Class C

172,820

463

 

Gladstone Investment Corp.

120,833

462

 

CapLease, Inc. REIT

232,187

457

 

 

 

 

Gramercy Capital Corp. REIT

467,796

454

 

First United Corp.

54,092

453

 

Cedar Shopping Centers, Inc. REIT

258,295

449

*

Virtus Investment Partners Inc.

68,213

444

 

State Bancorp, Inc.

57,568

443

 

PennantPark Investment Corp.

118,019

443

*

Thomas Weisel Partners Group, Inc.

123,619

443

*

Pacific Mercantile Bancorp

125,070

442

*

Meridian Interstate Bancorp, Inc.

52,271

440

 

TF Financial Corp.

24,189

440

 

CoBiz Inc.

83,062

436

 

Hersha Hospitality Trust REIT

229,339

436

 

Sierra Bancorp

44,772

436

 

Glimcher Realty Trust REIT

309,311

433

 

Farmers Capital Bank Corp.

27,391

429

 

FBL Financial Group, Inc. Class A

102,931

427

^

Old Second Bancorp, Inc.

65,295

415

 

Meta Financial Group, Inc.

39,070

408

 

K-Fed Bancorp

51,186

404

 

21st Century Holding Co.

120,669

403

*

International Assets Holding Corp.

39,401

402

 

First State Bancorporation

283,355

400

 

Nara Bancorp, Inc.

135,470

398

 

NYMAGIC, Inc.

32,639

398

 

Penns Woods Bancorp, Inc.

15,659

396

*,^

CompuCredit Corp.

159,762

391

 

NASB Financial Inc.

15,692

391

 

Citizens South Banking Corp.

74,015

388

 

First South Bancorp, Inc.

36,419

387

 

Education Realty Trust, Inc. REIT

110,516

386

^

Frontier Financial Corp.

348,559

383

 

BGC Partners, Inc.

172,282

381

 

Cogdell Spencer Inc. REIT

74,130

378

 

MutualFirst Financial Inc.

78,318

376

 

First Place Financial Corp.

111,314

374

 

Peoples Bancorp of North Carolina

64,518

371

 

Capitol Bancorp Ltd.

88,681

368

 

Provident Financial Holdings, Inc.

69,499

366

 

Thomas Properties Group, Inc.

304,200

359

*

Specialty Underwriters' Alliance, Inc.

98,094

356

 

Heritage Commerce Corp.

67,676

355

^

W Holding Co., Inc.

38,782

353

 

TierOne Corp.

164,480

352

 

Donegal Group Inc. Class A

22,607

347

*

Bridge Capital Holdings

76,562

345

 

Bank of Marin Bancorp

15,894

342

^

United Security Bancshares (CA)

46,386

341

 

Prudential Bancorp, Inc. of Pennsylvania

28,788

339

 

 

 

 

Bancorp Rhode Island Inc.

18,728

338

 

Centerstate Banks of Florida

30,704

338

 

Bank of Granite Corp.

197,095

337

 

First of Long Island Corp.

16,675

337

 

Epoch Holding Corp.

48,911

336

 

QC Holdings Inc.

56,099

332

 

MBT Financial Corp.

178,786

331

 

American River Bankshares

38,689

329

^

Seacoast Banking Corp. of Florida

107,896

327

*

Fox Chase Bancorp Inc.

34,249

324

 

Ames National Corp.

18,914

323

 

Ameris Bancorp

68,562

323

 

Parkvale Financial Corp.

29,327

322

 

Bridge Bancorp, Inc.

16,108

322

 

United Western Bancorp. Inc.

65,761

321

 

TICC Capital Corp.

91,134

319

 

PMC Commercial Trust REIT

57,454

319

 

Rockville Financial, Inc.

34,995

318

 

Integra Bank Corp.

168,175

318

 

Mercer Insurance Group, Inc.

22,056

315

 

Hawthorn Bancshares Inc.

27,608

313

 

Timberland Bancorp, Inc.

60,616

313

*

First Acceptance Corp.

129,016

312

 

Winthrop Realty Trust REIT

44,816

310

 

CFS Bancorp, Inc.

79,158

309

*

NewStar Financial, Inc.

132,536

307

*

FBR Capital Markets Corp.

90,970

299

 

MicroFinancial Inc.

147,515

295

 

Strategic Hotels and Resorts, Inc. REIT

427,565

295

 

One Liberty Properties, Inc. REIT

83,773

295

*

The First Marblehead Corp.

227,166

293

 

Southern Community Financial Corp.

82,178

293

*

FCStone Group, Inc.

128,292

293

 

Summit Financial Group, Inc.

36,818

292

 

Pulaski Financial Corp.

57,766

289

 

United Community Financial Corp.

236,666

286

*

United PanAm Financial Corp.

196,431

285

*

Tree.com, Inc.

61,627

285

 

Kayne Anderson Energy Development Co.

30,122

281

 

Legacy Bancorp, Inc.

29,235

280

*,^

Community Bancorp

143,389

280

 

FelCor Lodging Trust, Inc. REIT

205,463

279

 

Center Financial Corp.

98,399

277

*

Louisiana Bancorp, Inc.

21,447

275

*

Central Jersy Bancorp

40,869

274

 

Banner Corp.

93,383

272

*

Flagstar Bancorp, Inc.

360,870

271

 

Ocean Shore Holding Co.

39,772

270

 

 

 

 

First Security Group Inc.

79,838

269

*

Market Leader, Inc.

181,107

266

 

Universal Insurance Holdings, INC.

70,492

265

 

Colony Bankcorp, Inc.

41,177

263

 

Capital Bank Corp.

57,693

263

 

West Coast Bancorp

118,169

262

 

Community Capital Corp.

50,404

261

 

Eastern Insurance Holdings, Inc.

33,360

259

 

Riverview Bancorp Inc.

66,613

258

^

City Bank Lynnwood (WA)

76,657

253

 

Centrue Financial Corp.

44,199

251

 

MetroCorp Bancshares, Inc.

88,629

246

 

Cadence Financial Corp.

55,558

246

 

WSB Holdings, Inc.

100,139

245

*

HFF Inc. Class A

116,864

234

 

Cascade Financial Corp.

93,296

233

 

Mercantile Bank Corp.

42,927

231

*

Waterstone Financial, Inc.

111,913

228

 

Preferred Bank

41,912

220

*

ZipRealty, Inc.

75,182

220

 

The PMI Group Inc.

338,835

210

 

Alliance Financial Corp.

11,685

210

*

Marlin Business Services Inc.

52,933

208

*

Dearborn Bancorp, Inc.

113,719

207

 

Northern States Financial Corp.

26,846

200

 

Gladstone Commercial Corp. REIT

22,430

199

^

Pzena Investment Management Class A

103,834

198

 

Patriot Capital Funding Inc.

106,202

194

^

PAB Bankshares, Inc.

51,604

194

*,^

Doral Financial Corp.

104,812

189

 

Eagle Bancorp, Inc.

30,278

188

 

Washington Banking Co.

26,753

182

 

Pamrapo Bancorp, Inc.

24,648

179

*

Reis, Inc.

54,774

178

 

FNB Corp. (NC)

67,977

170

*

Ladenburg Thalmann Financial Services, Inc.

317,521

168

 

UMH Properties, Inc. REIT

31,106

168

 

Midwest Banc Holdings, Inc.

164,668

166

 

Anchor Bancorp Wisconsin Inc.

122,791

166

*

First Regional Bancorp

102,566

165

*,^

Maui Land & Pineapple Co., Inc.

19,374

165

*

Cape Bancorp, Inc.

23,157

163

 

Tortoise Capital Resources Corp.

26,875

161

 

Citizens Holding Co

6,685

160

^

BankAtlantic Bancorp, Inc. Class A

79,433

160

*

Maguire Properties, Inc. REIT

218,092

157

*

EuroBancshares, Inc.

227,480

157

 

Princeton National Bancorp, Inc.

10,984

154

 

 

 

*

Stratus Properties Inc.

24,795

150

 

Guaranty Federal Bancshares, Inc.

27,970

148

 

Independence Holding Co.

29,549

148

*

Encore Bancshares, Inc.

16,598

147

 

Fidelity Southern Corp.

58,855

147

 

Camco Financial Corp.

86,951

146

^

Columbia Bancorp (OR)

200,196

144

 

Atlantic Coast Federal Corp.

51,457

144

 

Firstbank Corp.

27,794

139

 

Citizens First Bancorp, Inc.

126,696

138

 

Supertel Hospitality, Inc. REIT

158,192

136

 

Middleburg Financial Corp.

11,688

134

*

Wilshire Enterprises, Inc.

109,616

134

*

Cowen Group, Inc.

27,374

133

 

Benjamin Franklin Bancorp, Inc.

14,800

132

^

Horizon Financial Corp.

71,939

129

*

Home Bancorp, Inc.

12,993

127

 

VIST Financial Corp.

17,945

126

 

BRT Realty Trust REIT

33,405

119

^

Corus Bankshares Inc.

430,714

116

*

Nicholas Financial Inc.

43,600

114

 

HMN Financial, Inc.

36,082

112

*

FirstCity Financial Corp.

58,877

109

 

Fifth Street Finance Corp.

13,989

108

 

First Defiance Financial Corp.

17,915

108

 

Heritage Financial Group

12,943

104

 

Hampden Bancorp Inc.

10,700

100

 

Main Street Capital Corp.

9,159

91

 

Mercantile Bancorp, Inc

11,050

81

*

Sun American Bancorp

91,047

80

 

Royal Bancshares of Pennsylvania, Inc.

36,445

77

 

American Community Bancshares

13,675

75

 

Cooperative Bankshares, Inc.

94,371

75

 

Grubb & Ellis Co.

113,800

72

 

Intervest Bancshares Corp.

30,839

66

*

Friedman, Billings, Ramsey Group, Inc. REIT

330,218

66

 

First Citizens Banc Corp.

8,600

65

 

Old Point Financial Corp.

3,300

62

 

Triangle Capital Corp.

7,720

59

 

Advanta Corp. Class A

116,032

59

^

Security Bank Corp.

151,311

59

 

Commonwealth Bankshares, Inc.

11,413

57

 

Advanta Corp. Class B

86,354

57

 

Presidential Realty Corp. REIT

46,000

52

 

MidWestOne Financial Group Inc.

5,465

51

 

JMP Group, Inc.

10,500

51

*

Chicopee Bancorp Inc.

4,100

49

*

Consumer Portfolio Services, Inc.

87,963

45

 

 

 

*

Cardtronics Inc.

23,755

42

*

Investors Capital Holdings, Ltd.

26,100

37

 

Peoples Financial Corp.

1,835

30

 

Federal Agricultural Mortgage Corp. Class A

12,788

29

 

Affirmative Insurance Holdings, Inc.

7,091

23

 

Rainier Pacific Financial Group Inc.

37,527

21

 

Investors Title Co.

700

20

 

Bar Harbor Bankshares

879

20

*

FX Real Estate and Entertainment Inc.

111,517

18

*,^

Triad Guaranty, Inc.

105,541

17

*,^

Vineyard National Bancorp Co.

71,714

13

*

AMV Liquidating Trust

94,702

11

*

Peoples Community Bancorp

28,820

9

 

Community Bankers Trust Corp.

2,600

9

 

BankUnited Financial Corp.

29,861

7

 

Temecula Valley Bancorp, Inc.

7,253

3

 

Teton Advisors Inc. Class B

564

1

 

1,454,813

Health Care (13.1%)

*

Vertex Pharmaceuticals, Inc.

1,013,499

29,118

*

Illumina, Inc.

709,649

26,427

*

Myriad Genetics, Inc.

548,650

24,947

*

Henry Schein, Inc.

523,790

20,957

*

Edwards Lifesciences Corp.

327,498

19,856

*

Hologic, Inc.

1,502,297

19,665

 

Beckman Coulter, Inc.

370,345

18,891

*

Alexion Pharmaceuticals, Inc.

478,829

18,033

*,^

Cerner Corp.

395,468

17,389

 

Pharmaceutical Product Development, Inc.

690,686

16,383

*

ResMed Inc.

444,783

15,719

 

Omnicare, Inc.

611,089

14,966

*

Gen-Probe Inc.

306,739

13,981

*

Covance, Inc.

371,327

13,230

*

OSI Pharmaceuticals, Inc.

339,507

12,990

*

Inverness Medical Innovations, Inc.

460,858

12,273

*

Endo Pharmaceuticals Holdings, Inc.

684,070

12,094

 

Techne Corp.

219,752

12,023

*

IDEXX Laboratories, Inc.

346,572

11,984

 

Perrigo Co.

455,065

11,299

*

VCA Antech, Inc.

496,518

11,196

 

Universal Health Services Class B

289,969

11,117

*

Charles River Laboratories, Inc.

391,458

10,652

*

Immucor Inc.

412,381

10,371

*

Mettler-Toledo International Inc.

196,940

10,109

*

Lincare Holdings, Inc.

436,009

9,505

*

Onyx Pharmaceuticals, Inc.

332,415

9,490

*

Sepracor Inc.

639,879

9,381

 

Teleflex Inc.

231,774

9,060

 

 

 

*

United Therapeutics Corp.

136,402

9,015

*

Health Net Inc.

607,821

8,801

*

Isis Pharmaceuticals, Inc.

571,804

8,583

*

AMERIGROUP Corp.

311,379

8,575

*

Valeant Pharmaceuticals International

481,674

8,569

*

Thoratec Corp.

330,686

8,495

*

Community Health Systems, Inc.

536,360

8,228

*

Haemonetics Corp.

149,085

8,212

*

Masimo Corp.

282,601

8,190

*

Amylin Pharmaceuticals, Inc.

687,872

8,082

 

Owens & Minor, Inc.

242,555

8,036

 

STERIS Corp.

342,555

7,975

*

MEDNAX, Inc.

267,793

7,892

*

Magellan Health Services, Inc.

214,662

7,822

*

CV Therapeutics, Inc.

376,504

7,485

*

Bio-Rad Laboratories, Inc. Class A

112,188

7,393

*

BioMarin Pharmaceutical Inc.

585,850

7,235

 

Cooper Cos., Inc.

264,564

6,995

*

Kinetic Concepts, Inc.

322,431

6,810

*

Alkermes, Inc.

556,111

6,746

*

Nuvasive, Inc.

213,355

6,695

*

LifePoint Hospitals, Inc.

305,352

6,370

 

West Pharmaceutical Services, Inc.

191,944

6,298

*

HLTH Corp.

603,697

6,248

*

Auxilium Pharmaceuticals, Inc.

221,504

6,140

*

Cubist Pharmaceuticals, Inc.

337,369

5,519

*

Theravance, Inc.

311,075

5,288

*

Psychiatric Solutions, Inc.

327,926

5,158

 

Chemed Corp.

132,100

5,139

*

Regeneron Pharmaceuticals, Inc.

370,431

5,134

*

PSS World Medical, Inc.

354,832

5,092

*,^

Sequenom, Inc.

355,645

5,057

*

HMS Holdings Corp.

149,608

4,922

*

Dionex Corp.

103,958

4,912

*

American Medical Systems Holdings, Inc.

431,937

4,816

*

HealthSouth Corp.

515,845

4,581

*

Centene Corp.

252,158

4,544

*

Catalyst Health Solutions, Inc.

225,436

4,468

*

Luminex Corp.

243,129

4,405

*,^

Amedisys Inc.

159,768

4,392

*

Acorda Therapeutics Inc.

221,455

4,387

 

Meridian Bioscience Inc.

236,854

4,292

 

Medicis Pharmaceutical Corp.

332,481

4,113

*

Varian, Inc.

169,981

4,035

*

Alnylam Pharmaceuticals Inc.

211,294

4,023

*

Medarex, Inc.

753,184

3,864

*

Health Management Associates Class A

1,445,470

3,729

*

AMAG Pharmaceuticals, Inc.

99,820

3,670

 

 

 

 

Hill-Rom Holdings, Inc.

366,753

3,627

 

Allscripts Healthcare Solutions, Inc.

351,132

3,613

*

Celera Corp.

471,719

3,599

 

Martek Biosciences Corp.

194,378

3,547

*

Seattle Genetics, Inc.

355,351

3,504

*

The Medicines Co.

308,534

3,344

*

Eclipsys Corp.

329,168

3,338

*

Volcano Corp.

226,520

3,296

*

PAREXEL International Corp.

337,307

3,282

*

Phase Forward Inc.

251,413

3,216

*

Xenoport Inc.

159,966

3,097

*

Align Technology, Inc.

387,216

3,071

*

AthenaHealth Inc.

125,388

3,023

 

Invacare Corp.

188,364

3,019

*

ev3 Inc.

418,903

2,974

*

PharMerica Corp.

178,692

2,973

*

Cougar Biotechnology Inc.

91,174

2,936

*

AmSurg Corp.

184,503

2,924

*

Nektar Therapeutics

541,907

2,921

*

Wright Medical Group, Inc.

222,766

2,903

*

Integra LifeSciences Holdings

117,172

2,898

*

Exelixis, Inc.

619,018

2,847

*,^

InterMune Inc.

173,117

2,846

*

WellCare Health Plans Inc.

247,585

2,785

 

Landauer, Inc.

54,651

2,770

*,^

Medivation Inc.

149,893

2,739

*

Salix Pharmaceuticals, Ltd.

281,776

2,677

*

Kindred Healthcare, Inc.

175,621

2,626

*

Greatbatch, Inc.

135,122

2,615

*

Gentiva Health Services, Inc.

168,996

2,569

*

CONMED Corp.

170,204

2,453

*

ICU Medical, Inc.

76,019

2,442

 

Analogic Corp.

75,077

2,404

*

Healthspring, Inc.

286,317

2,396

*,^

Dendreon Corp.

567,973

2,385

*

ViroPharma Inc.

453,697

2,382

*

Hanger Orthopedic Group, Inc.

178,241

2,362

 

National Healthcare Corp.

58,624

2,354

*

Cepheid, Inc.

339,290

2,341

*,^

Geron Corp.

521,757

2,332

*

Universal American Corp.

273,827

2,319

*

Optimer Pharmaceuticals Inc.

174,258

2,298

*

Abaxis, Inc.

128,396

2,214

*

Res-Care, Inc.

150,151

2,186

*

Sun Healthcare Group Inc.

255,307

2,155

*

ImmunoGen, Inc.

299,191

2,124

*

Conceptus, Inc.

177,994

2,091

*

MWI Veterinary Supply Inc.

71,061

2,024

 

 

 

*

Merit Medical Systems, Inc.

164,741

2,011

*

Genomic Health, Inc.

81,460

1,986

*

Halozyme Therapeutics Inc.

362,890

1,981

*

Allos Therapeutics Inc.

314,714

1,945

*

Par Pharmaceutical Cos. Inc.

204,195

1,934

*

LHC Group Inc.

86,540

1,928

*

Abraxis BioScience

40,328

1,923

*

Neogen Corp.

86,412

1,886

*

RehabCare Group, Inc.

107,931

1,882

*

Questcor Pharmaceuticals, Inc.

381,016

1,875

*

Odyssey Healthcare, Inc.

192,255

1,865

*

Bruker BioSciences Corp.

298,455

1,838

 

Computer Programs and Systems, Inc.

55,083

1,833

*

Cyberonics, Inc.

136,250

1,808

*

Emergency Medical Services LP Class A

57,184

1,795

*

SonoSite, Inc.

100,005

1,788

*

Zoll Medical Corp.

123,646

1,776

*

Vivus, Inc.

407,087

1,759

*

Ligand Pharmaceuticals Inc. Class B

585,821

1,746

*

Healthways, Inc.

197,367

1,731

*

Kendle International Inc.

78,343

1,642

*

Momenta Pharmaceuticals, Inc.

149,095

1,642

*

VNUS Medical Technologies, Inc.

77,171

1,641

*

Kensey Nash Corp.

75,864

1,614

*

AngioDynamics, Inc.

143,014

1,607

*

inVentiv Health, Inc.

195,860

1,598

*

Cypress Bioscience, Inc.

222,196

1,580

*

SurModics, Inc.

85,855

1,567

*

Molina Healthcare Inc.

82,229

1,564

*

Quidel Corp.

167,955

1,549

*

Inspire Pharmaceuticals, Inc.

376,783

1,530

*

Genoptix, Inc.

55,579

1,516

*

Facet Biotech Corp.

156,812

1,490

*

Nabi Biopharmaceuticals

400,106

1,480

*

Anadys Pharmaceuticals Inc.

216,689

1,471

*

Natus Medical Inc.

170,418

1,450

*,^

Enzon Pharmaceuticals, Inc.

237,549

1,442

*

Incyte Corp.

613,014

1,434

*

Omnicell, Inc.

182,855

1,430

*

Maxygen Inc.

210,087

1,429

*

Bio-Reference Laboratories, Inc.

67,881

1,419

*,^

Osiris Therapeutics, Inc.

102,596

1,416

*

Albany Molecular Research, Inc.

150,136

1,416

*

Noven Pharmaceuticals, Inc.

148,449

1,407

*,^

SIGA Technologies, Inc.

276,057

1,400

*

eResearch Technology, Inc.

264,711

1,392

*

Savient Pharmaceuticals Inc.

277,619

1,374

*

Rigel Pharmaceuticals, Inc.

216,704

1,331

 

 

 

*

IRIS International, Inc.

114,107

1,316

*

CorVel Corp.

64,881

1,312

*

Emergent BioSolutions Inc.

96,339

1,302

*

Arena Pharmaceuticals, Inc.

431,187

1,298

*

Symmetry Medical Inc.

204,449

1,290

*

NPS Pharmaceuticals Inc.

304,467

1,279

*

Cadence Pharmaceuticals, Inc.

132,552

1,243

*

Accuray Inc.

242,696

1,221

*

Orthovita, Inc.

438,940

1,176

*,^

GTx, Inc.

110,348

1,167

*

Matrixx Initiatives, Inc.

70,458

1,156

*

Dyax Corp.

455,997

1,145

*

Repligen Corp.

238,412

1,142

*

Durect Corp.

510,237

1,138

*

Cross Country Healthcare, Inc.

172,153

1,128

*,^

MannKind Corp.

322,856

1,124

*

Array BioPharma Inc.

406,258

1,073

*

Dexcom Inc.

256,565

1,062

*

Emeritus Corp.

156,204

1,025

*

US Physical Therapy, Inc.

104,922

1,016

*

Neurocrine Biosciences, Inc.

285,903

1,015

*

Affymetrix, Inc.

310,129

1,014

*

Pozen Inc.

161,241

987

*

AMN Healthcare Services, Inc.

192,574

982

*,^

Sangamo BioSciences, Inc.

231,591

980

*

CryoLife Inc.

187,890

973

*

Zymogenetics, Inc.

243,137

970

*

Alliance HealthCare Services Inc.

142,571

969

*

Medical Action Industries Inc.

116,674

967

*,^

StemCells, Inc.

571,679

955

*

Skilled Healthcare Group Inc.

115,274

946

*

Curis, Inc.

683,767

944

*

Vital Images, Inc.

83,668

943

*

Insmed Inc.

940,341

940

*,^

Idera Pharmaceuticals, Inc.

145,210

939

*

Air Methods Corp.

55,494

938

*,^

Clarient, Inc.

413,732

931

*

Cantel Medical Corp.

71,350

918

*

Assisted Living Concepts Inc.

67,533

916

*

ArQule, Inc.

221,007

915

*

America Service Group Inc.

69,452

903

*

OraSure Technologies, Inc.

353,556

894

*

Accelrys Inc.

223,122

888

*

Amicas, Inc.

431,711

876

*,^

Stereotaxis Inc.

218,944

874

*

Progenics Pharmaceuticals, Inc.

132,406

873

*

ABIOMED, Inc.

178,010

872

*

CardioNet, Inc.

31,069

872

 

 

 

*

Adolor Corp.

422,033

861

*

Almost Family Inc.

44,894

857

*

RTI Biologics, Inc.

300,332

856

 

Brookdale Senior Living Inc.

169,213

855

*

Infinity Pharmaceuticals, Inc.

103,074

847

*

Discovery Laboratories, Inc.

681,087

831

*

ATS Medical, Inc.

331,685

829

*

MedAssets, Inc.

56,997

812

*

Palomar Medical Technologies, Inc.

109,112

792

*

Somanetics Corp.

52,042

790

*

TomoTherapy, Inc.

284,599

754

*

Synovis Life Technologies, Inc.

52,273

723

*

Idenix Pharmaceuticals Inc.

230,455

710

*

Osteotech, Inc.

203,339

710

*

Providence Service Corp.

100,308

690

*

Columbia Laboratories Inc.

473,320

682

*

Harvard Bioscience, Inc.

227,646

678

 

Ensign Group Inc.

43,265

669

*

Human Genome Sciences, Inc.

795,396

660

*

Enzo Biochem, Inc.

162,316

653

*

ARIAD Pharmaceuticals, Inc.

543,471

647

*,^

CombiMatrix Corp.

81,449

637

*

Metabolix Inc.

92,743

632

*

DepoMed, Inc.

263,422

622

*

Bovie Medical Corp.

94,360

618

*

IPC The Hospitalist Co.

32,199

613

*

Repros Therapeutics, Inc.

102,999

612

*

Allion Healthcare Inc.

132,942

612

*

Spectranetics Corp.

238,603

604

*

Health Grades, Inc

292,267

596

*

Aspect Medical Systems, Inc.

142,025

595

*

BioScrip Inc.

250,296

586

*

MedCath Corp.

79,645

579

*

I-Flow Corp.

158,578

579

*

Javelin Pharmaceuticals, Inc.

396,533

571

*

Pain Therapeutics, Inc.

135,662

570

*,^

Molecular Insight Pharmaceuticals, Inc.

159,986

570

*

Lexicon Pharmaceuticals Inc.

518,174

565

*

Immunomedics Inc.

583,036

560

*

Chindex International, Inc.

109,762

546

*

Icad Inc.

573,472

533

*

Vascular Solutions, Inc.

86,337

528

*

XOMA Ltd.

993,816

527

*

Micromet, Inc.

163,598

517

*,^

MiddleBrook Pharmaceuticals Inc.

376,294

512

*

BioCryst Pharmaceuticals, Inc.

229,794

503

*

Exact Sciences Corp.

398,618

502

*

Affymax Inc.

30,995

499

 

 

 

*

Rochester Medical Corp.

44,555

491

*

Peregrine Pharmaceuticals, Inc.

1,308,631

484

*

SciClone Pharmaceuticals, Inc.

396,306

483

*

Cytokinetics, Inc.

278,873

474

*

Monogram Biosciences Inc.

185,158

470

 

Atrion Corp.

5,320

469

*

Ardea Biosciences, Inc.

45,084

464

*

Poniard Pharmaceuticals, Inc.

215,917

462

*

Biomimetic Therapeutics, Inc.

64,418

457

*

Pharmasset, Inc.

45,333

445

*

Penwest Pharmaceuticals Co.

267,363

438

*

Micrus Endovascular Corp.

72,623

434

*

Endologix, Inc.

198,258

416

*

Avigen, Inc.

330,665

403

*

Medtox Scientific, Inc.

58,573

397

*

Clinical Data, Inc.

36,549

395

*,^

Opko Health, Inc.

399,656

392

*

Anika Resh Inc.

85,618

391

*,^

Hansen Medical Inc.

97,300

391

*

Santarus Inc.

239,278

385

*

Novamed, Inc.

166,327

378

*

Five Star Quality Care, Inc.

357,996

372

*

CuraGen Corp.

406,211

370

*

Insulet Corp.

90,147

370

*

Cambrex Corp.

160,923

367

*

LeMaitre Vascular Inc.

156,115

359

*

Emageon Inc.

196,090

357

*

Capital Senior Living Corp.

144,685

353

*

Senomyx, Inc.

220,724

351

^

LCA-Vision Inc.

119,003

346

*

Mediware Information Systems, Inc.

82,082

345

*

K-V Pharmaceutical Co. Class A

207,157

342

 

Young Innovations, Inc.

21,951

340

*

Hi-Tech Pharmacal Co., Inc.

59,445

339

*

Dialysis Corp. of America

66,002

337

*

American Dental Partners, Inc.

50,639

335

*

Cutera, Inc.

52,375

335

*

Pharmacyclics, Inc.

261,440

324

*

Cardiac Science Corp.

106,774

321

*

Alexza Pharmaceuticals, Inc.

143,786

318

*

Aastrom Biosciences, Inc.

838,008

315

*

Cynosure Inc.

51,575

314

*

Spectrum Pharmaceuticals Inc.

177,353

310

*,^

GenVec, Inc.

702,536

309

*

Exactech, Inc.

26,624

306

*

Nighthawk Radiology Holdings, Inc.

112,169

303

 

Psychemedics Corp.

53,505

303

*

Theragenics Corp.

247,645

302

 

 

 

*

Transcend Services, Inc.

30,284

301

*,^

AspenBio Pharma, Inc.

179,837

300

*

NxStage Medical, Inc.

116,347

300

*

Novavax, Inc.

291,486

297

*

National Dentex Corp.

74,397

289

*

ThermoGenesis Corp.

481,455

289

*

Life Sciences Research, Inc.

39,994

287

*

Orexigen Therapeutics Inc.

109,514

286

*

Celldex Therapeutics, Inc.

43,787

285

*

Caraco Pharmaceutical Laboratories, Ltd.

78,900

278

*

Corcept Therapeutics Inc.

232,993

277

*

Akorn, Inc.

317,587

273

 

National Research Corp.

10,904

271

*

Sunrise Senior Living, Inc.

398,099

271

*,^

Cytrx Corp.

767,613

269

*

BioSante Pharmaceuticals, Inc.

198,016

263

*

BioSphere Medical Inc.

130,695

261

*

SuperGen, Inc.

142,000

257

*

STAAR Surgical Co.

256,210

256

*

Caliper Life Sciences, Inc.

257,398

255

*

Rural/Metro Corp.

291,113

250

*

Avanir Pharmaceuticals Class A

490,723

250

*

PDI, Inc.

82,187

250

*

Acadia Pharmaceuticals Inc.

260,646

248

*

Digirad Corp.

231,278

247

*

Metabasis Therapeutics, Inc.

348,111

247

*

Ista Pharmaceuticals Inc.

140,179

247

*

SenoRx, Inc.

71,225

246

*

Allied Healthcare International Inc.

191,774

244

*

American Caresource Holding, Inc.

31,514

241

*

Trans1, Inc.

38,737

236

*

Northstar Neuroscience, Inc.

118,770

227

*

Obagi Medical Products, Inc.

42,155

227

*

Cerus Corp.

319,136

217

*,^

Arrowhead Research Corp.

385,594

216

*

DUSA Pharmaceuticals, Inc.

168,100

215

*

RXi Pharmaceuticals Corp.

42,010

214

*

The Quigley Corp.

45,497

210

*

Oxigene, Inc.

308,504

210

*

Home Diagnostics Inc.

36,894

209

 

Merge Healthcare Inc.

154,552

209

*

Sonic Innovations, Inc.

188,301

201

*

Orthologic Corp.

364,771

201

*,^

RadNet, Inc.

160,705

199

*

PhotoMedex, Inc.

95,458

197

*

Vical, Inc.

102,031

196

*,^

Epicept Corp.

314,767

189

*,^

Synta Pharmaceuticals Corp.

87,407

187

 

 

 

*,^

Pure Bioscience

94,541

182

*

Electro-Optical Sciences, Inc.

41,034

178

*,^

BioLase Technology, Inc.

195,284

175

*

Chelsea Therapeutics International, Ltd.

114,189

175

*

Escalon Medical Corp.

91,117

174

*

Sucampo Pharmaceuticals Inc.

28,068

172

*

HealthTronics Surgical Services, Inc.

124,664

170

*

Alphatec Holdings, Inc.

94,339

167

*

AVI BioPharma, Inc.

251,647

166

*

GTC Biotherapeutics, Inc.

455,051

166

*

Continucare Corp.

86,448

164

*

Biodel Inc.

30,742

160

*

Metropolitan Health Networks Inc.

108,846

160

*,^

Synergetics USA, Inc.

183,639

147

*

Cytori Therapeutics, Inc.

84,793

146

*

Nanosphere Inc.

28,735

143

*

Bioanalytical Systems, Inc.

86,496

138

*

Cardica, Inc.

44,917

131

*,^

Hemispherx Biopharma, Inc.

212,892

130

*

Emisphere Technologies, Inc.

189,650

128

*

MAKO Surgical Corp.

16,131

124

*

Iridex Corp.

105,888

121

*

Cell Therapeutics, Inc.

310,726

118

*

AtriCure, Inc.

90,042

115

 

Utah Medical Products, Inc.

5,007

115

*

Antigenics, Inc.

231,213

113

 

Trimeris, Inc.

63,763

112

*

Heska Corp.

447,038

107

*

Hollis-Eden Pharmaceuticals, Inc.

222,016

107

*

SRI/Surgical Express, Inc.

91,061

105

*

Arcadia Resources, Inc.

229,920

101

*

Animal Health International, Inc.

80,012

100

*

Orchid Cellmark, Inc.

158,668

98

*

NexMed, Inc.

749,203

97

*

Dynavax Technologies Corp.

138,658

89

*

Targacept, Inc.

32,722

88

*

Hythiam Inc.

281,612

87

*

Inhibitex Inc.

326,688

85

*

Urologix, Inc.

212,418

81

*

Targeted Genetics Corp.

195,595

80

*

EntreMed, Inc.

176,629

78

*

NMT Medical, Inc.

90,775

73

*

Encorium Group, Inc.

300,015

72

*

Neurometrix Inc.

45,563

70

*

Trubion Pharmaceuticals, Inc.

46,955

69

*

Cell Genesys, Inc.

229,202

66

*

Sunlink Health Systems, Inc.

59,100

64

*

Jazz Pharmaceuticals Inc.

69,520

62

 

 

 

*,^

Nutrition 21 Inc.

360,490

61

*

Cortex Pharmaceuticals, Inc.

202,102

61

*

OncoGenex Pharmaceutical Inc.

12,163

56

*

Cornerstone Therapeutics Inc.

13,247

54

*

Icagen, Inc.

130,110

53

*,^

Acura Pharmaceuticals Inc.

7,643

49

*

Insite Vision, Inc.

240,685

48

*

CPEX Pharmaceuticals, Inc.

6,397

47

*

United American Healthcare Corp.

30,666

46

*

EPIX Pharmaceuticals Inc.

79,198

46

*,^

Northfield Laboratories, Inc.

88,556

41

*

SCOLR Pharma Inc.

127,266

38

*

Cyclacel Pharmaceuticals Inc.

105,191

38

*

Combinatorx, Inc.

59,722

37

*

La Jolla Pharmaceutical Co.

196,408

35

*,^

Bionovo Inc.

145,031

33

*

Candela Corp.

78,168

33

*

Retractable Technologies, Inc.

48,106

33

*

Oscient Pharmaceuticals Corp.

246,412

30

*

Fonar Corp.

34,138

28

*

MDRNA Inc.

36,295

22

*

Genaera Corp.

66,870

16

*

Interleukin Genetics, Inc.

56,701

16

*

ADVENTRX Pharmaceuticals, Inc.

87,044

16

*

MAP Pharmaceuticals Inc.

7,200

15

*

AdvanSource Biomaterials Corp.

86,454

15

*

Cardiovascular Systems, Inc.

1,952

14

*

TorreyPines Therapeutics Inc.

78,968

13

*

IntegraMed America, Inc.

2,200

13

*

Hooper Holmes, Inc.

29,388

13

*

Palatin Technologies, Inc.

118,190

13

*

Telik, Inc.

29,266

13

*

Hana Biosciences, Inc.

86,495

12

*

CardioDynamics International Corp.

11,663

11

*

Lannett Co., Inc.

1,955

11

*

Inovio Biomedical Corp.

26,355

10

*

IVAX Diagnostics, Inc.

27,208

9

*

Neurogen Corp.

35,641

8

*

RegeneRx Biopharmaceuticals, Inc.

14,500

7

*

Cytomedix, Inc.

21,700

6

*

ULURU Inc.

28,716

5

*

Rockwell Medical Technologies, Inc.

1,100

5

*

Zila Inc.

21,075

4

*

Ore Pharmaceuticals, Inc.

11,060

4

*

Biopure Corp.

15,104

3

*

Sunesis Pharmaceuticals, Inc.

15,915

3

*

Somaxon Pharmaceuticals, Inc.

8,409

3

*

Vanda Parmaceuticals, Inc.

1,600

1

*

NitroMed, Inc.

1,040

1

 

1,059,474

 

 

 

Industrials (14.8%)

*,^

First Solar, Inc.

244,055

32,386

*

Quanta Services, Inc.

1,142,736

24,512

*

Delta Air Lines Inc.

4,093,482

23,046

 

Roper Industries Inc.

525,919

22,325

*

URS Corp.

497,943

20,122

 

Ametek, Inc.

625,709

19,566

*

McDermott International, Inc.

1,337,832

17,914

*

FTI Consulting, Inc.

299,621

14,825

 

Manpower Inc.

459,224

14,479

*

Aecom Technology Corp.

533,697

13,919

 

SPX Corp.

290,811

13,671

*

Shaw Group, Inc.

489,607

13,420

 

KBR Inc.

948,419

13,098

*

Alliant Techsystems, Inc.

191,895

12,853

 

Joy Global Inc.

599,075

12,760

 

Pentair, Inc.

576,029

12,483

*

Navistar International Corp.

371,589

12,433

 

Watson Wyatt & Co. Holdings

249,480

12,317

 

Donaldson Co., Inc.

451,937

12,130

*

Waste Connections, Inc.

468,051

12,029

 

J.B. Hunt Transport Services, Inc.

480,390

11,582

*

Copart, Inc.

370,968

11,003

*

AGCO Corp.

538,307

10,551

*

IHS Inc. Class A

254,483

10,480

 

Harsco Corp.

470,780

10,437

 

IDEX Corp.

470,861

10,298

 

Landstar System, Inc.

303,021

10,142

*

Covanta Holding Corp.

705,349

9,233

*

Corrections Corp. of America

703,182

9,008

 

Hubbell Inc. Class B

330,059

8,898

*

Kirby Corp.

315,209

8,397

 

MSC Industrial Direct Co., Inc. Class A

262,778

8,165

 

Lincoln Electric Holdings, Inc.

249,306

7,900

*

Thomas & Betts Corp.

312,485

7,818

 

CLARCOR Inc.

298,175

7,511

 

Curtiss-Wright Corp.

265,009

7,433

 

Wabtec Corp.

281,371

7,423

 

Lennox International Inc.

274,627

7,267

 

Granite Construction Co.

192,821

7,227

*

Tetra Tech, Inc.

352,750

7,189

*

TransDigm Group, Inc.

214,716

7,051

*,^

SunPower Corp. Class A

295,242

7,021

 

Carlisle Co., Inc.

357,527

7,018

 

The Timken Co.

498,104

6,954

 

Kennametal, Inc.

428,560

6,947

*

Kansas City Southern

536,665

6,821

 

Bucyrus International, Inc.

438,823

6,661

 

 

 

*

EMCOR Group, Inc.

384,755

6,606

*

Gardner Denver Inc.

303,686

6,602

*

Continental Airlines, Inc. Class B

724,031

6,379

 

The Brink's Co.

237,139

6,275

*

Spirit Aerosystems Holdings Inc.

614,976

6,131

*

General Cable Corp.

304,475

6,035

 

Graco, Inc.

349,017

5,958

*

ESCO Technologies Inc.

153,434

5,938

 

GATX Corp.

285,456

5,775

*

Moog Inc.

249,402

5,704

*

Clean Harbors Inc.

118,372

5,682

 

Regal-Beloit Corp.

184,621

5,657

 

Watsco, Inc.

166,212

5,656

*

Teledyne Technologies, Inc.

211,145

5,633

 

Nordson Corp.

196,848

5,596

 

Kaydon Corp.

197,171

5,389

 

Acuity Brands, Inc.

236,949

5,341

 

Brady Corp. Class A

300,642

5,300

*

Huron Consulting Group Inc.

123,632

5,246

*

AMR Corp.

1,635,164

5,216

 

Valmont Industries, Inc.

103,038

5,174

*

Terex Corp.

556,540

5,148

*

BE Aerospace, Inc.

592,153

5,134

 

The Toro Co.

209,889

5,075

 

Knight Transportation, Inc.

332,369

5,039

*

Owens Corning Inc.

543,534

4,914

 

Con-way, Inc.

270,611

4,852

 

Briggs & Stratton Corp.

291,992

4,818

 

Mueller Industries Inc.

217,750

4,723

 

Crane Co.

277,493

4,684

 

Heartland Express, Inc.

314,286

4,655

 

Otter Tail Corp.

207,585

4,577

 

Alexander & Baldwin, Inc.

240,527

4,577

*

WESCO International, Inc.

247,488

4,484

*,^

American Superconductor Corp.

253,767

4,393

*

GrafTech International Ltd.

698,815

4,305

 

ABM Industries Inc.

260,985

4,280

 

Trinity Industries, Inc.

465,480

4,254

 

Skywest, Inc.

333,807

4,153

*

Genesee & Wyoming Inc. Class A

195,281

4,150

 

Rollins, Inc.

241,473

4,141

*

SunPower Corp. Class B

208,266

4,124

*

Orbital Sciences Corp.

335,025

3,983

*

Geo Group Inc.

299,661

3,970

*

Resources Connection, Inc.

263,238

3,970

 

Simpson Manufacturing Co.

219,548

3,956

*

JetBlue Airways Corp.

1,077,239

3,932

 

Baldor Electric Co.

271,225

3,930

 

 

 

*

United Stationers, Inc.

139,034

3,904

 

Werner Enterprises, Inc.

251,816

3,807

*

Old Dominion Freight Line, Inc.

161,759

3,800

*

UAL Corp.

843,298

3,778

 

Healthcare Services Group, Inc.

252,109

3,774

*

Hub Group, Inc.

221,750

3,770

*

Alaska Air Group, Inc.

212,782

3,739

*

Hexcel Corp.

565,655

3,716

 

Triumph Group, Inc.

97,193

3,713

*

USG Corp.

482,539

3,672

*

Navigant Consulting, Inc.

277,287

3,624

*,^

Allegiant Travel Co.

79,548

3,616

 

Woodward Governor Co.

321,979

3,600

 

Applied Industrial Technology, Inc.

212,835

3,591

*

Mastec Inc.

294,919

3,566

*,^

Energy Conversion Devices, Inc.

268,213

3,559

*

Insituform Technologies Inc. Class A

225,548

3,528

*

The Middleby Corp.

108,658

3,524

*

Beacon Roofing Supply, Inc.

262,806

3,519

*

Esterline Technologies Corp.

174,053

3,514

*

CoStar Group, Inc.

115,688

3,500

 

Mine Safety Appliances Co.

174,121

3,486

 

Belden Inc.

272,973

3,415

 

Actuant Corp.

330,559

3,415

 

Watts Water Technologies, Inc.

172,159

3,367

 

Herman Miller, Inc.

314,698

3,355

*

Hertz Global Holdings Inc.

853,050

3,352

 

A.O. Smith Corp.

132,791

3,344

*

Sykes Enterprises, Inc.

195,946

3,259

*

AirTran Holdings, Inc.

700,502

3,187

*

MPS Group, Inc.

532,409

3,168

*

Astec Industries, Inc.

116,127

3,046

*

EnerSys

247,515

3,000

 

Franklin Electric, Inc.

134,926

2,986

 

American Science & Engineering, Inc.

53,436

2,982

 

Oshkosh Truck Corp.

436,307

2,941

 

Robbins & Myers, Inc.

192,198

2,916

 

The Corporate Executive Board Co.

199,591

2,894

 

Deluxe Corp.

299,995

2,889

 

Ameron International Corp.

53,989

2,843

*

AAR Corp.

226,698

2,843

 

Arkansas Best Corp.

148,341

2,821

 

HEICO Corp.

113,454

2,757

 

Forward Air Corp.

169,680

2,754

*

Ceradyne, Inc.

151,478

2,746

 

Administaff, Inc.

128,258

2,710

 

HNI Corp.

259,852

2,702

 

Universal Forest Products, Inc.

98,699

2,626

 

 

 

 

Barnes Group, Inc.

245,378

2,623

 

Badger Meter, Inc.

86,837

2,509

*

II-VI, Inc.

141,885

2,438

*

Mobile Mini, Inc.

207,785

2,394

*

Korn/Ferry International

262,350

2,377

 

Encore Wire Corp.

110,739

2,373

 

Comfort Systems USA, Inc.

226,611

2,350

 

Cubic Corp.

90,927

2,303

*

Axsys Technologies, Inc.

54,290

2,282

 

Mueller Water Products, Inc. Class A

677,826

2,237

 

CIRCOR International, Inc.

99,103

2,232

 

McGrath RentCorp

138,993

2,191

*

Griffon Corp.

284,977

2,137

 

Seaboard Corp.

2,109

2,130

*

GeoEye Inc.

107,278

2,119

*

TrueBlue, Inc.

253,776

2,094

 

G & K Services, Inc. Class A

108,494

2,052

*

Exponent, Inc.

80,353

2,035

*

EnPro Industries, Inc.

118,884

2,033

 

Steelcase Inc.

399,817

2,003

*

Stanley Inc.

78,673

1,997

 

Genco Shipping and Trading Ltd.

159,907

1,973

*

Perini Corp.

160,294

1,972

 

Raven Industries, Inc.

93,981

1,953

*

AZZ Inc.

73,945

1,951

*

RBC Bearings Inc.

127,321

1,945

 

Lindsay Manufacturing Co.

72,019

1,945

*

Force Protection, Inc.

400,533

1,923

*

DynCorp International Inc. Class A

143,659

1,915

*,^

Aerovironment Inc.

91,595

1,914

 

Kaman Corp. Class A

149,398

1,873

 

Tredegar Corp.

113,344

1,851

*

Layne Christensen Co.

113,737

1,828

 

Apogee Enterprises, Inc.

163,226

1,792

*

CBIZ Inc.

249,792

1,741

*

Rush Enterprises, Inc. Class A

191,513

1,708

 

Heidrick & Struggles International, Inc.

96,100

1,705

 

EnergySolutions

196,961

1,704

*

Taser International Inc.

361,955

1,694

*

US Airways Group Inc.

669,313

1,693

 

Knoll, Inc.

275,970

1,692

 

John Bean Technologies Corp.

161,516

1,689

 

Viad Corp.

118,912

1,679

 

Quanex Building Products Corp.

220,923

1,679

*

Marten Transport, Ltd.

89,669

1,675

*

Orion Marine Group, Inc.

127,605

1,672

 

Gorman-Rupp Co.

84,333

1,670

*

MYR Group, Inc.

108,331

1,652

 

 

 

*

School Specialty, Inc.

93,748

1,649

*

Powell Industries, Inc.

46,685

1,648

*

Interline Brands, Inc.

190,344

1,605

*

Amerco, Inc.

47,519

1,593

*

YRC Worldwide, Inc.

346,301

1,555

*

Northwest Pipe Co.

54,198

1,543

 

Applied Signal Technology, Inc.

76,241

1,542

*,^

Evergreen Solar, Inc.

721,498

1,537

*

The Advisory Board Co.

91,011

1,509

*

Argon ST, Inc.

79,062

1,500

*

L.B. Foster Co. Class A

60,214

1,495

*

Atlas Air Worldwide Holdings, Inc.

86,075

1,493

*

United Rentals, Inc.

349,301

1,471

 

Federal Signal Corp.

276,545

1,457

*

Kforce Inc.

205,371

1,444

 

American Ecology Corp.

100,660

1,403

 

Albany International Corp.

154,790

1,401

 

AAON, Inc.

77,279

1,400

 

Freightcar America Inc.

78,151

1,370

*

ATC Technology Corp.

122,078

1,367

*

Dycom Industries, Inc.

234,467

1,358

 

Ennis, Inc.

152,426

1,350

*

Chart Industries, Inc.

167,259

1,318

 

Armstrong Worldwide Industries, Inc.

118,975

1,310

 

American Woodmark Corp.

74,331

1,305

*

APAC Teleservices, Inc.

378,802

1,288

 

Kelly Services, Inc. Class A

159,643

1,285

*

Republic Airways Holdings Inc.

197,511

1,280

*

Team, Inc.

107,954

1,265

*,^

Odyssey Marine Exploration, Inc.

370,458

1,256

 

Kimball International, Inc. Class B

184,778

1,212

*

CRA International Inc.

64,178

1,212

*

Herley Industries Inc.

100,180

1,198

*

Michael Baker Corp.

45,221

1,176

*

GT Solar International Inc.

176,981

1,175

^

Eagle Bulk Shipping Inc.

275,268

1,170

*

Duff & Phelps Corp.

70,500

1,110

 

Sun Hydraulics Corp.

75,332

1,101

*

Kadant Inc.

94,340

1,087

*

USA Truck, Inc.

83,908

1,085

*

Cornell Cos., Inc.

66,183

1,083

*

Standard Parking Corp.

64,688

1,061

*

Sterling Construction Co., Inc.

59,397

1,060

 

Cascade Corp.

59,136

1,043

*

Blount International, Inc.

223,692

1,033

 

Titan International, Inc.

198,891

1,000

*

Pike Electric Corp.

108,121

1,000

*

Columbus McKinnon Corp.

114,485

998

 

 

 

 

Tennant Co.

104,775

982

 

Interface, Inc.

324,823

971

*

Cenveo Inc.

298,516

970

*,^

Valence Technology Inc.

454,385

968

*,^

FuelCell Energy, Inc.

400,006

960

*

ICF International, Inc.

40,889

939

*,^

Ener1, Inc.

181,610

939

*

Hawaiian Holdings, Inc.

248,000

925

*

American Commercial Lines Inc.

291,515

924

*

M&F Worldwide Corp.

78,764

922

 

NACCO Industries, Inc. Class A

32,163

874

*,^

EnerNOC Inc.

59,920

871

 

Aceto Corp.

145,303

866

 

HEICO Corp. Class A

41,440

855

*,^

Fuel-Tech N.V.

81,462

852

*

Innerworkings, Inc.

195,628

835

 

Ampco-Pittsburgh Corp.

61,346

813

 

Vicor Corp.

166,009

812

*

Consolidated Graphics, Inc.

62,969

801

 

CDI Corp.

81,832

795

 

Ducommun, Inc.

53,704

781

*

H&E Equipment Services, Inc.

117,528

770

*

3D Systems Corp.

116,628

769

*

Volt Information Sciences Inc.

114,819

764

*

Integrated Electrical Services, Inc.

80,853

737

*

American Reprographics Co.

207,666

735

 

Gibraltar Industries Inc.

155,298

733

*

Dynamex Inc.

55,840

730

*

Furmanite Corp.

233,535

726

 

International Shipholding Corp.

36,063

709

 

Pacer International, Inc.

200,750

703

 

Diamond Management and Technology Consultants,Inc.

273,160

697

*

GenCorp, Inc.

325,952

691

 

Standex International Corp.

74,763

688

*,^

SatCon Technology Corp.

416,831

688

 

Universal Truckload Services, Inc.

47,823

686

*

Astronics Corp.

62,213

684

*

Saia, Inc.

56,798

679

 

Houston Wire & Cable Co.

86,692

672

*

Willis Lease Finance Corp.

63,320

670

*

Power-One, Inc.

755,994

665

 

Great Lakes Dredge & Dock Co.

220,240

663

 

Met-Pro Corp.

80,626

657

*

Spherion Corp.

315,619

656

 

Horizon Lines Inc.

211,015

639

 

Dynamic Materials Corp.

68,726

630

*

Celadon Group Inc.

113,233

628

*,^

Trex Co., Inc.

81,383

621

 

 

 

*

On Assignment, Inc.

227,128

616

 

Bowne & Co., Inc.

189,214

607

*

CPI Aerostructures, Inc.

89,365

599

*

Colfax Corp.

86,318

593

*,^

Capstone Turbine Corp.

813,104

585

*

K-Tron International, Inc

9,612

583

*

Ladish Co., Inc.

79,831

580

 

Multi-Color Corp.

47,296

578

 

The Standard Register Co.

125,686

576

*,^

Microvision, Inc.

435,456

562

*

Ultralife Corp.

72,098

557

*,^

Energy Recovery Inc.

73,169

556

*

First Advantage Corp. Class A

40,101

553

 

Graham Corp.

60,600

544

 

Courier Corp.

35,801

543

*

United Capital Corp.

31,463

543

 

LSI Industries Inc.

104,169

539

*

Magnatek, Inc.

296,195

533

*

Perma-Fix Environmental Services, Inc.

262,920

513

 

Virco Manufacturing Corp.

178,001

513

 

Insteel Industries, Inc.

73,478

511

*

PRG-Schultz International, Inc.

179,361

509

*

PMFG Inc.

64,384

507

*

Flanders Corp.

123,093

497

 

Preformed Line Products Co.

13,133

494

*

RSC Holdings Inc.

92,576

487

*,^

C & D Technologies, Inc.

262,633

486

 

TAL International Group, Inc.

66,143

484

*

UQM Technologies, Inc.

287,368

471

*

Plug Power, Inc.

519,993

452

 

Todd Shipyards Corp.

32,767

451

*

Franklin Covey Co.

101,383

445

*

Ocean Power Technologies, Inc.

67,376

445

*

Miller Industries, Inc.

68,110

443

 

Innovative Solutions and Support, Inc.

103,249

437

*

BTU International, Inc.

128,854

432

*

Polypore International Inc.

107,156

431

*

Altra Holdings Inc.

110,339

428

*

Flow International Corp.

264,046

428

*

Ceco Environmental Corp.

142,337

420

*

Lydall, Inc.

136,247

405

*

Intersections Inc.

73,428

391

*

Patriot Transportation Holding, Inc.

6,178

385

*

LMI Aerospace, Inc.

52,761

382

*

Tecumseh Products Co. Class A

84,238

381

*

Pinnacle Airlines Corp.

272,445

379

 

American Railcar Industries, Inc.

49,053

374

*

DXP Enterprises Inc

36,230

374

 

 

 

*

P.A.M. Transportation Services, Inc.

66,928

367

 

Schawk, Inc.

60,316

364

*

La Barge, Inc.

43,341

363

*

The Allied Defense Group, Inc.

90,635

357

 

Ecology and Environment, Inc.

27,806

350

*

Hurco Cos., Inc.

32,371

344

 

VSE Corp.

12,680

339

 

Barrett Business Services, Inc.

34,900

336

 

Omega Flex Inc.

20,708

334

*

Advanced Battery Technologies Inc.

155,836

333

*

LECG Corp.

131,205

333

*,^

Beacon Power Corp.

700,639

329

*

Key Technology, Inc.

37,186

327

 

The Greenbrier Cos., Inc.

87,909

322

*

Kratos Defense & Security Inc.

404,480

315

*

A.T. Cross Co. Class A

126,492

311

 

Lawson Products, Inc.

25,241

307

*

Hill International Inc.

100,615

306

*

Titan Machinery, Inc.

32,965

296

*,^

Bluelinx Holdings Inc.

112,164

293

*

Park-Ohio Holdings Corp.

87,827

286

*

GP Strategies Corp.

78,560

280

 

Macquarie Infrastructure Co. LLC

199,240

275

*

PowerSecure International, Inc.

74,700

255

*

Casella Waste Systems, Inc.

148,760

254

*

NCI Building Systems, Inc.

114,123

253

*

Hudson Technology, Inc.

178,125

251

*,^

Hoku Scientific, Inc.

92,276

236

 

Alamo Group, Inc.

21,416

228

*

Coleman Cable Inc.

107,172

228

*

Sifco Industries, Inc.

39,009

226

*,^

Spire Corp.

47,702

226

 

L.S. Starrett Co. Class A

35,954

225

 

Twin Disc, Inc.

32,397

224

*,^

Daystar Technologies, Inc.

201,867

222

 

Wabash National Corp.

179,925

221

*,^

Orion Energy Systems Inc.

49,641

219

*,^

Metalico, Inc.

127,383

217

*

ICT Group, Inc.

36,852

205

 

Providence and Worcester Railroad Co.

18,600

200

*

AMREP Corp.

12,689

199

*

Baldwin Technology Class A

206,023

196

 

Quixote Corp.

55,063

191

*

COMSYS IT Partners Inc.

85,870

190

 

Hardinge, Inc.

67,663

189

 

Sauer-Danfoss, Inc.

75,999

185

*

Acco Brands Corp.

188,564

185

*

COMFORCE Corp.

129,816

184

 

 

 

*

Gencor Industries, Inc.

26,187

178

*

U.S. Home Systems, Inc.

88,063

176

*,^

Builders FirstSource, Inc.

86,718

175

*

Argan Inc.

12,737

169

 

The Eastern Co.

15,593

168

*

Energy Focus Inc.

152,346

168

*

MFRI, Inc.

25,044

159

*

Peco II, Inc.

50,920

155

*

Dollar Thrifty Automotive Group, Inc.

129,210

150

*,^

Akeena Solar, Inc.

132,803

149

*

Spherix Inc.

197,035

148

*

Active Power, Inc.

243,457

146

*

Avis Budget Group, Inc.

160,248

146

*

TRC Cos., Inc.

59,411

143

*

Xerium Technologies Inc.

209,235

140

*

CAI International Inc.

48,250

137

*

Hudson Highland Group, Inc.

122,933

136

*

Allied Motion Technologies, Inc.

81,197

132

*

WCA Waste Corp.

70,553

116

*

TriMas Corp.

65,607

115

 

Superior Uniform Group, Inc.

15,754

114

*

Quality Distribution Inc.

56,369

112

 

NN, Inc.

88,232

111

 

Frozen Food Express Industries, Inc.

36,616

110

 

Supreme Industries, Inc. Class A

120,585

109

*

Competitive Technologies, Inc.

71,692

86

*

Innotrac Corp.

72,154

71

*

Applied Energetics, Inc.

302,745

70

 

Chase Corp.

7,254

67

*

American Electric Technologies Inc.

36,928

62

*

Tecumseh Products Co. Class B

11,900

61

*

UTEK Corp.

9,140

57

*

Covenant Transport, Inc.

28,276

55

*,^

Ascent Solar Technologies, Inc.

12,815

52

*

Air Transport Services Group Inc.

66,663

51

*

Protection One, Inc.

15,921

51

*,^

Document Security Systems, Inc.

29,900

49

*

Rush Enterprises, Inc. Class B

5,550

43

*

Nashua Corp.

42,021

42

*

Thermadyne Holdings Corp.

19,684

42

*

Commercial Vehicle Group Inc.

67,292

37

*

PGT, Inc.

25,701

36

*

LGL Group

16,300

30

 

Sypris Solutions, Inc.

28,486

28

*

TVI Corp.

289,222

26

*

TeamStaff, Inc.

17,157

23

*

Arotech Corp.

29,475

23

 

Hubbell Inc. Class A

500

13

 

 

 

*

Mesa Air Group Inc.

36,067

5

*

ExpressJet Holdings, Inc.

2,028

2

*

Kaiser Ventures LLC Class A

36,800

*

BMC Industries, Inc.

126,104

 

1,193,520

Information Technology (16.8%)

 

Visa Inc.

2,082,335

115,778

*

Activision Blizzard, Inc.

3,524,084

36,862

*

Western Digital Corp.

1,304,617

25,231

 

Maxim Integrated Products, Inc.

1,782,420

23,546

*

SAIC, Inc.

1,188,149

22,183

*

Red Hat, Inc.

1,114,100

19,876

*

Synopsys, Inc.

840,692

17,428

*

LAM Research Corp.

735,717

16,752

 

Global Payments Inc.

470,814

15,730

*

Avnet, Inc.

879,398

15,398

 

Broadridge Financial Solutions LLC

822,797

15,312

 

Lender Processing Services, Inc.

491,381

15,041

*

Sybase, Inc.

483,024

14,631

*

Hewitt Associates, Inc.

489,745

14,575

*

Arrow Electronics, Inc.

699,430

13,331

*

ANSYS, Inc.

524,226

13,158

*,^

Alliance Data Systems Corp.

349,404

12,910

*

Equinix, Inc.

221,412

12,432

^

FactSet Research Systems Inc.

245,804

12,288

*,^

Cree, Inc.

518,474

12,200

*

Ingram Micro, Inc. Class A

946,728

11,967

*

Trimble Navigation Ltd.

698,027

10,666

*

Metavante Technologies

526,706

10,513

*

Itron, Inc.

215,221

10,191

*

Dolby Laboratories Inc.

298,362

10,177

*

F5 Networks, Inc.

465,351

9,749

*

Atmel Corp.

2,630,280

9,548

*

ON Semiconductor Corp.

2,414,002

9,415

*

Varian Semiconductor Equipment Associates, Inc.

428,084

9,272

*

MICROS Systems, Inc.

471,143

8,834

*

Macrovision Solutions Corp.

479,373

8,528

*

PMC Sierra Inc.

1,302,979

8,313

 

Diebold, Inc.

387,987

8,284

*

DST Systems, Inc.

239,031

8,275

 

Intersil Corp.

713,127

8,201

*

IAC/InterActiveCorp

536,937

8,178

*

Solera Holdings, Inc.

325,787

8,073

 

Jack Henry & Associates Inc.

492,234

8,033

*

Brocade Communications Systems, Inc.

2,266,668

7,820

*

Skyworks Solutions, Inc.

969,881

7,817

*

Polycom, Inc.

489,889

7,539

*

NCR Corp.

927,268

7,372

 

 

 

*

NeuStar, Inc. Class A

435,098

7,288

*

3Com Corp.

2,296,673

7,097

*

Silicon Laboratories Inc.

262,345

6,926

*

Palm, Inc.

786,527

6,780

*

Informatica Corp.

510,955

6,775

*

Parametric Technology Corp.

677,411

6,761

*

Zebra Technologies Corp. Class A

355,016

6,752

*

InterDigital, Inc.

255,322

6,592

*

Perot Systems Corp.

511,173

6,584

*

Cadence Design Systems, Inc.

1,550,897

6,514

*

VMware Inc.

274,804

6,491

*

Digital River, Inc.

217,115

6,474

*

CACI International, Inc.

175,476

6,403

*

Tech Data Corp.

293,195

6,386

 

National Instruments Corp.

327,234

6,103

*

TIBCO Software Inc.

1,024,550

6,014

*

CyberSource Corp.

404,357

5,989

*

Blackboard Inc.

183,884

5,836

*

Rambus Inc.

611,594

5,786

*

International Rectifier Corp.

423,584

5,723

*

j2 Global Communications, Inc.

257,627

5,639

*

Anixter International Inc.

175,052

5,546

*

Microsemi Corp.

475,328

5,514

*

Cypress Semiconductor Corp.

808,823

5,476

*,^

Synaptics Inc.

199,536

5,340

*

Arris Group Inc.

721,348

5,316

*

Atheros Communications, Inc.

356,636

5,228

*

FormFactor Inc.

288,594

5,200

 

ADTRAN Inc.

320,174

5,190

*

ManTech International Corp.

122,822

5,146

*

Tekelec

388,309

5,137

*

Omniture, Inc.

387,670

5,113

*

Quest Software, Inc.

388,456

4,926

*

CommScope, Inc.

425,418

4,833

^

Quality Systems, Inc.

106,470

4,818

*

Concur Technologies, Inc.

247,132

4,742

*

Semtech Corp.

354,131

4,728

*

Ariba, Inc.

509,223

4,446

*

Integrated Device Technology Inc.

965,255

4,392

*

ValueClick, Inc.

508,499

4,327

*

Benchmark Electronics, Inc.

382,447

4,283

*

MKS Instruments, Inc.

290,379

4,260

*

TiVo Inc.

603,572

4,249

*

Nuance Communications, Inc.

389,638

4,231

*

EarthLink, Inc.

638,114

4,192

*

Riverbed Technology, Inc.

320,180

4,188

*

Infinera Corp.

552,745

4,090

*

Wright Express Corp.

224,272

4,086

 

 

 

 

 

MAXIMUS, Inc.

102,061

4,068

*

Progress Software Corp.

233,883

4,060

 

Fair Isaac, Inc.

286,245

4,027

*

Comtech Telecommunications Corp.

161,093

3,990

*

Cymer, Inc.

173,919

3,871

*

Euronet Worldwide, Inc.

295,456

3,859

*

ACI Worldwide, Inc.

204,766

3,839

*

Gartner, Inc. Class A

346,702

3,817

*

Tessera Technologies, Inc.

285,056

3,811

*

Vishay Intertechnology, Inc.

1,093,249

3,805

 

Take-Two Interactive Software, Inc.

455,378

3,802

*

EPIQ Systems, Inc.

209,174

3,771

*

Harmonic, Inc.

559,024

3,634

*

SRA International, Inc.

247,147

3,633

*

EchoStar Corp.

238,599

3,538

*

Hittite Microwave Corp.

110,880

3,459

 

Plantronics, Inc.

285,292

3,443

*

FEI Co.

218,694

3,374

*

ViaSat, Inc.

159,896

3,329

*

Cabot Microelectronics Corp.

137,156

3,296

*,^

Advent Software, Inc.

97,911

3,261

*

Avocent Corp.

268,354

3,258

*

Plexus Corp.

230,750

3,189

*

Websense, Inc.

263,783

3,165

 

Cognex Corp.

232,514

3,104

*

DealerTrack Holdings Inc.

233,521

3,059

*

SPSS, Inc.

106,780

3,036

*

Lawson Software, Inc.

707,957

3,009

*

Sycamore Networks, Inc.

1,119,803

2,990

 

Blackbaud, Inc.

256,766

2,981

 

Acxiom Corp.

399,177

2,954

*

Intermec, Inc.

284,002

2,954

*

CSG Systems International, Inc.

206,044

2,942

*

ScanSource, Inc.

154,855

2,877

*

Sapient Corp.

641,932

2,869

*

Starent Networks Corp.

181,348

2,867

*

Netlogic Microsystems Inc.

103,973

2,857

*

ATMI, Inc.

183,726

2,835

*

Blue Coat Systems, Inc.

228,920

2,749

*

Rofin-Sinar Technologies Inc.

169,527

2,733

 

Power Integrations, Inc.

157,699

2,712

*

Fairchild Semiconductor International, Inc.

725,554

2,706

*

Cogent Inc.

225,831

2,687

*

Electronics for Imaging, Inc.

273,402

2,679

*

Commvault Systems, Inc.

243,157

2,667

*

Zoran Corp.

299,998

2,640

 

AVX Corp.

289,825

2,632

*

Neutral Tandem, Inc.

104,055

2,561

 

 

 

 

*

Wind River Systems Inc.

397,814

2,546

*

VeriFone Holdings, Inc.

371,329

2,525

*,^

Data Domain, Inc.

200,021

2,514

*

Sonus Networks, Inc.

1,600,060

2,512

*

ADC Telecommunications, Inc.

566,037

2,485

*

Tyler Technologies, Inc.

168,329

2,463

*

Monolithic Power Systems

158,731

2,460

*

The Ultimate Software Group, Inc.

142,412

2,458

*

DTS Inc.

101,935

2,453

*

Emulex Corp.

483,956

2,434

*

NETGEAR, Inc.

201,569

2,429

 

Black Box Corp.

102,809

2,427

*

Mentor Graphics Corp.

541,336

2,404

*

Manhattan Associates, Inc.

138,138

2,393

*

Standard Microsystem Corp.

128,367

2,388

*

TeleTech Holdings, Inc.

209,494

2,281

 

MTS Systems Corp.

98,863

2,249

*

Coherent, Inc.

127,113

2,193

*

SYNNEX Corp.

111,336

2,190

 

United Online, Inc.

481,006

2,145

*

TriQuint Semiconductor, Inc.

863,693

2,133

*

Taleo Corp. Class A

179,464

2,121

 

Park Electrochemical Corp.

121,084

2,092

*

Cavium Networks, Inc.

181,216

2,091

*

RF Micro Devices, Inc.

1,543,885

2,053

*

Checkpoint Systems, Inc.

227,554

2,041

*,^

Bankrate, Inc.

81,685

2,038

*

Diodes Inc.

191,706

2,034

*

Telecommunication Systems, Inc.

221,121

2,028

*

DG FastChannel Inc.

105,874

1,987

*

OmniVision Technologies, Inc.

293,148

1,970

*

L-1 Identity Solutions Inc.

382,810

1,956

*

Sigma Designs, Inc.

154,815

1,926

*

Ixia

369,997

1,913

 

Micrel, Inc.

268,946

1,893

*

Art Technology Group, Inc.

740,535

1,888

*

Applied Micro Circuits Corp.

383,658

1,865

*

JDA Software Group, Inc.

160,364

1,852

*

Forrester Research, Inc.

89,738

1,845

*

MicroStrategy Inc.

53,693

1,836

*

GSI Commerce, Inc.

139,752

1,831

*

Supertex, Inc.

75,555

1,745

*

Rogers Corp.

91,708

1,731

*

Amkor Technology, Inc.

643,865

1,726

*

Brooks Automation, Inc.

373,339

1,721

*

Ultratech, Inc.

137,773

1,721

*

Adaptec, Inc.

714,135

1,714

*

Avid Technology, Inc.

178,453

1,631

 

 

 

 

*

Exar Corp.

251,987

1,572

 

Pegasystems Inc.

84,647

1,572

*

EMS Technologies, Inc.

89,051

1,555

 

Syntel, Inc.

75,498

1,554

*

Actel Corp.

151,200

1,530

 

IXYS Corp.

188,868

1,522

*

Echelon Corp.

186,538

1,509

*

MSC Software Corp.

265,717

1,499

*

Vocus, Inc.

111,575

1,483

*

Advanced Energy Industries, Inc.

195,302

1,471

*

Cirrus Logic, Inc.

383,218

1,441

*

NetScout Systems, Inc.

201,148

1,440

*

Synchronoss Technologies, Inc.

116,946

1,434

*

The Knot, Inc.

171,674

1,408

*

OSI Systems Inc.

92,012

1,404

*

SonicWALL, Inc.

314,047

1,401

*,^

Universal Display Corp.

152,336

1,397

*

TTM Technologies, Inc.

239,911

1,391

*

S1 Corp.

269,275

1,387

*

Littelfuse, Inc.

125,836

1,383

*

FARO Technologies, Inc.

101,367

1,362

 

Daktronics, Inc.

206,489

1,353

*

Epicor Software Corp.

354,598

1,351

 

Imation Corp.

175,362

1,342

*

Brightpoint, Inc.

313,057

1,340

*

SAVVIS, Inc.

213,179

1,320

*

Move, Inc.

906,266

1,314

*

WebMD Health Corp. Class A

58,845

1,312

*

Anaren, Inc.

119,395

1,306

*

STEC Inc.

174,111

1,283

*,^

Stratasys, Inc.

147,508

1,220

*

Veeco Instruments, Inc.

182,344

1,216

*

Symyx Technologies, Inc.

268,944

1,197

*

DivX, Inc.

237,378

1,194

*

RealNetworks, Inc.

512,299

1,194

*

Vignette Corp.

175,959

1,175

*

THQ Inc.

386,447

1,175

*

Multi-Fineline Electronix, Inc.

69,451

1,170

*

BigBand Networks Inc.

177,169

1,160

*

Integral Systems, Inc.

133,248

1,146

 

NIC Inc.

219,748

1,143

 

Cass Information Systems, Inc.

35,175

1,141

*

SiRF Technology Holdings, Inc.

490,827

1,129

*

TNS Inc.

136,449

1,116

*

Pericom Semiconductor Corp.

152,075

1,112

*

Unisys Corp.

2,085,424

1,105

*

Kulicke & Soffa Industries, Inc.

408,136

1,069

*

Ebix, Inc.

42,754

1,062

 

 

 

 

*

InfoSpace, Inc.

204,135

1,062

*

Global Cash Access, Inc.

277,366

1,060

*

OPNET Technologies, Inc.

121,758

1,056

*

Novatel Wireless, Inc.

186,915

1,050

*

ComScore Inc.

85,983

1,040

*

Electro Scientific Industries, Inc.

175,194

1,037

*

Silicon Image, Inc.

427,376

1,026

*

Keynote Systems Inc.

128,643

1,020

*

Loral Space and Communications Ltd.

47,671

1,018

*

Radiant Systems, Inc.

228,222

1,006

*

Digi International, Inc.

130,651

1,002

*

Terremark Worldwide, Inc.

371,722

1,000

*

Limelight Networks Inc.

298,333

999

*

Perficient, Inc.

178,876

966

*

Lattice Semiconductor Corp.

698,907

964

*

ExlService Holdings, Inc.

111,773

963

*

Finisar Corp.

2,178,399

959

*

NVE Corp.

33,101

954

*

Newport Corp.

214,807

949

*

SeaChange International, Inc.

164,268

940

*

Ciber, Inc.

343,618

938

*

RightNow Technologies Inc.

123,466

935

*

Kopin Corp.

399,590

927

 

Heartland Payment Systems, Inc.

140,248

927

*

Volterra Semiconductor Corp.

109,003

920

*

VASCO Data Security International, Inc.

159,042

918

 

Electro Rent Corp.

94,277

909

*

Oplink Communications, Inc.

117,915

908

 

Cohu, Inc.

125,305

902

*,^

Research Frontiers, Inc.

199,052

894

*

Netezza Corp.

130,125

885

*

Constant Contact, Inc.

63,117

883

*

Sanmina-SCI Corp.

2,886,385

880

*

Silicon Storage Technology, Inc.

526,906

869

*

Extreme Networks, Inc.

570,415

867

*

SuccessFactors Inc.

113,588

867

 

CTS Corp.

239,705

865

*

3PAR, Inc.

131,285

863

*

DemandTec, Inc.

97,146

850

*

Mercury Computer Systems, Inc.

153,418

848

*

MIPS Technologies, Inc.

286,679

840

*

Innodata Isogen, Inc.

239,097

830

*

Comverge Inc.

118,919

826

*

Bottomline Technologies, Inc.

122,801

808

*

Interactive Intelligence Inc.

88,792

804

*

GSE Systems, Inc.

134,580

801

*

Switch and Data Inc.

91,133

799

*

Insight Enterprises, Inc.

260,976

799

 

 

 

 

 

Renaissance Learning, Inc.

89,018

798

*

Globecomm Systems, Inc.

137,238

795

*

Catapult Communications Corp.

113,095

788

*

Acme Packet, Inc.

129,283

785

*

Network Equipment Technologies, Inc.

220,930

782

 

Methode Electronics, Inc. Class A

216,736

776

*

infoGROUP, Inc.

184,313

767

*

i2 Technologies, Inc.

96,965

766

 

Agilysys, Inc.

177,789

765

*

Internet Brands Inc.

130,204

764

*

NCI, Inc.

28,751

748

*

DSP Group Inc.

171,169

739

*

Symmetricom Inc.

211,112

739

*

LoopNet, Inc.

121,369

738

*

Kenexa Corp.

136,232

734

*

Pervasive Software Inc.

185,883

725

*

RadiSys Corp.

118,818

720

*

SupportSoft, Inc.

374,113

718

*

OpenTV Corp.

475,368

718

*

ANADIGICS, Inc.

344,235

713

*

IPG Photonics Corp.

84,442

711

*

Internet Capital Group Inc.

175,756

708

*

ModusLink Global Solutions, Inc.

272,506

706

*

Intevac, Inc.

134,718

702

*

Smith Micro Software, Inc.

131,041

685

 

Gevity HR, Inc.

173,072

684

*

Actuate Software Corp.

221,231

677

 

iGATE Corp.

208,346

675

 

Marchex, Inc.

194,348

669

*

Versant Corp.

38,849

668

*

UTStarcom, Inc.

846,775

660

*

Maxwell Technologies, Inc.

94,168

654

*

Computer Task Group, Inc.

182,249

629

*

Lionbridge Technologies, Inc.

636,224

624

*

Information Services Group, Inc.

202,749

622

*

Spectrum Control, Inc.

87,445

615

*

ActivIdentity Corp.

299,836

615

*

Compellent Technologies, Inc.

56,535

613

*

Advanced Analogic Technologies, Inc.

169,654

611

*

Internap Network Services Corp.

226,637

610

*

Cray, Inc.

172,239

603

*

FalconStor Software, Inc.

249,496

596

*

PC Mall, Inc.

131,008

595

*

Super Micro Computer Inc.

120,263

592

 

Bel Fuse, Inc. Class B

43,957

591

*,^

NetSuite Inc.

52,154

587

*

Tollgrade Communications, Inc.

100,739

584

 

American Software, Inc. Class A

110,374

582

 

 

 

 

*

Quantum Corp.

865,285

580

*

Rimage Corp.

43,154

576

*

Local.com Corp

241,617

575

*

Trident Microsystems, Inc.

389,526

569

*

Dynamics Research Corp.

78,298

567

*

Bitstream Inc.

126,703

564

*

Telular Corp.

312,152

556

*

Online Resources Corp.

131,315

553

*

Callidus Software Inc.

190,141

551

*

Microtune, Inc.

302,196

550

 

MOCON, Inc.

63,316

543

*

Entegris Inc.

623,129

536

*

Presstek, Inc.

255,536

529

*

The Hackett Group Inc.

259,446

524

*

Rudolph Technologies, Inc.

170,886

518

*

SCM Microsystems, Inc.

202,244

516

*

Aruba Networks, Inc.

162,331

510

*,^

Zix Corp.

483,117

498

*

Zygo Corp.

105,378

484

*

iPass Inc.

483,413

483

*

Datalink Corp.

166,017

480

*

Performance Technologies, Inc.

184,875

479

*

Aware, Inc.

228,003

479

*

Double-Take Software Inc.

70,361

476

*

ZiLOG, Inc.

202,394

476

*

Peerless Systems Corp.

261,807

471

 

Communications Systems, Inc.

61,404

470

*

White Electronic Designs Corp.

115,241

462

*

Immersion Corp.

156,088

457

*

KVH Industries, Inc.

91,587

454

*

LivePerson, Inc.

193,957

440

*

Safeguard Scientifics, Inc.

796,725

438

*

Chordiant Software, Inc.

144,521

438

*

ShoreTel, Inc.

100,399

433

*

Semitool, Inc.

154,040

428

*

DDi Corp.

138,578

427

*

Rackable Systems Inc.

105,032

426

*

Nu Horizons Electronics Corp.

212,875

426

*

LoJack Corp.

93,043

421

*

Airvana, Inc.

71,921

421

*

Orbcomm, Inc.

284,204

418

*

MoSys, Inc.

219,037

416

*

Data I/O Corp.

152,656

415

*

Rackspace Hosting, Inc.

53,753

403

*

TechTeam Global, Inc.

82,386

402

*

Saba Software, Inc.

232,808

393

*

Virage Logic Corp.

120,305

391

 

Technitrol, Inc.

224,342

384

 

 

 

 

*

Hutchinson Technology, Inc.

146,434

381

*

SRS Labs, Inc.

77,319

380

*

Harris Stratex Networks, Inc. Class A

98,229

378

*

Liquidity Services, Inc.

53,649

375

*

PROS Holdings, Inc.

79,200

368

*

Entrust, Inc.

241,909

365

*

QuickLogic Corp.

202,760

359

*

MRV Communications Inc.

1,153,056

357

 

Astro-Med, Inc.

64,839

353

*

Gerber Scientific, Inc.

144,311

345

*

hi/fn, Inc.

86,879

344

*

I.D. Systems, Inc.

83,392

339

 

Keithley Instruments Inc.

98,548

334

*

Soapstone Networks Inc.

92,307

330

*

Onvia.com, Inc.

86,003

329

*

Sourcefire Inc.

45,079

328

 

PC-Tel, Inc.

74,262

319

 

Imergent, Inc.

69,800

314

*

Lasercard Corp.

128,140

313

*

iGo, Inc.

558,045

313

*

Mattson Technology, Inc.

368,010

310

*

Startek, Inc.

99,518

309

*,^

On2 Technologies, Inc.

1,026,995

308

*

Tier Technologies, Inc.

66,386

307

*

Hughes Communications Inc.

25,204

303

*

Aetrium, Inc.

205,036

301

*

CPI International, Inc.

31,980

301

*,^

ParkerVision, Inc.

176,511

298

*

Openwave Systems Inc.

299,097

290

*

Photronics, Inc.

301,607

290

*

TranSwitch Corp.

962,203

289

*

Phoenix Technologies Ltd.

173,673

281

*

Web.com Group, Inc.

84,176

279

*

Sumtotal Systems Inc.

164,063

277

*

Measurement Specialties, Inc.

65,821

269

*

AXT, Inc.

313,239

266

*

Majesco Entertainment Co.

176,715

262

*

Network Engines, Inc.

497,854

259

 

TheStreet.com, Inc.

130,489

257

*

Hypercom Corp.

264,962

254

*

ArcSight, Inc.

19,880

254

*

PC Connection, Inc.

66,806

254

*

OpNext, Inc.

146,605

251

*,^

EMCORE Corp.

333,197

250

*

Techwell, Inc.

39,500

249

*

Ramtron International Corp.

247,156

247

*

En Pointe Technologies, Inc.

117,959

244

*

BSQUARE Corp.

141,783

241

 

 

 

 

*

NYFIX, Inc.

215,300

239

 

Mesa Laboratories, Inc.

14,700

235

*

Integrated Silicon Solution, Inc.

151,596

229

*

Optical Cable Corp.

94,361

226

*,^

Intelli-Check Inc.

183,280

222

*

InFocus Corp.

369,271

221

 

QAD Inc.

87,333

221

*

Evolving Systems, Inc.

169,679

221

*

NAPCO Security Technologies Inc.

212,073

221

*

Occam Networks, Inc.

81,186

214

*

PLX Technology, Inc.

98,327

213

*

Bookham, Inc.

483,420

208

*

Frequency Electronics, Inc.

62,485

207

*

Micronetics Inc.

86,414

203

 

Selectica, Inc.

486,650

200

*

MoneyGram International, Inc.

168,933

199

*

American Technology Corp.

268,929

199

*

CyberOptics Corp.

40,595

199

*

Amtech Systems, Inc.

61,349

198

*

Unica Corp.

40,355

195

*

Mindspeed Technologies Inc.

156,939

195

*

Smart Modular Technologies Inc.

140,855

194

*

California Micro Devices Corp.

79,885

194

*

Monotype Imaging Holdings Inc.

51,522

193

*

Comarco, Inc.

112,532

191

*

SourceForge Inc.

229,170

190

*

TransAct Technologies Inc.

72,846

189

*

X-Rite Inc.

179,788

187

*

Endwave Corp.

95,047

186

*

Rubicon Technology, Inc.

34,200

182

*

Intellon Corp.

82,201

181

*

Hauppage Digital, Inc.

153,081

181

*

EFJ, Inc.

240,165

180

*

PLATO Learning, Inc.

101,107

180

*

PAR Technology Corp.

34,769

179

*

Conexant Systems, Inc.

261,909

170

*

LTX-Credence Corp.

599,037

168

*

LeCroy Corp.

53,309

167

*

Magma Design Automation, Inc.

221,615

166

*,^

Superconductor Technologies Inc.

166,026

166

*

Video Display Corp.

62,129

160

*

CallWave, Inc.

176,508

154

*

Axcelis Technologies, Inc.

403,124

153

*

I-many, Inc.

584,559

146

*

Sonic Solutions, Inc.

119,020

143

*

Dice Holdings Inc.

51,172

142

*

Lantronix, Inc.

306,807

141

*

Simulations Plus, Inc.

156,710

141

 

 

 

 

*

ICx Technologies, Inc.

34,173

138

*

InsWeb Corp.

61,961

138

*

Dot Hill Systems Corp.

226,620

134

*,^

Digital Ally, Inc.

84,613

132

*

Ultra Clean Holdings, Inc.

122,920

132

*

Ditech Networks Inc.

123,061

127

*

PDF Solutions, Inc.

79,887

126

*

Key Tronic Corp.

131,723

125

*

Deltek, Inc.

28,719

124

*

LookSmart, Ltd.

121,066

123

*

Powerwave Technologies, Inc.

194,334

115

*

Sonic Foundry, Inc.

161,520

113

*

Management Network Group Inc.

347,479

108

*

Nanometrics Inc.

89,230

107

*

RAE Systems, Inc.

227,708

107

*

Cascade Microtech, Inc.

32,100

104

*

Virtusa Corp.

16,539

103

*

Isilon Systems Inc.

44,390

98

*

Salary.com, Inc.

69,640

98

*

Entropic Communications Inc.

130,121

96

*

Zhone Technologies

497,775

95

*

LogicVision, Inc.

94,461

94

 

TSR, Inc.

54,086

90

 

Richardson Electronics, Ltd.

26,210

89

*

Asyst Technologies, Inc.

315,367

88

*

TechTarget

36,067

87

*

Convera Corp.

453,594

84

*

Borland Software Corp.

173,994

80

*

GSI Technology Inc.

30,391

77

*

Autobytel Inc.

266,374

72

 

Bel Fuse, Inc. Class A

5,719

71

*

TII Network Technologies, Inc.

107,178

69

*

RF Monolithics, Inc.

160,383

59

*

Ikanos Communications, Inc.

40,764

58

*

Westell Technologies, Inc.

205,983

58

*

AuthenTec, Inc.

38,300

57

*

Calamp Corp.

94,589

52

*

Goldleaf Financial Solutions, Inc.

68,732

52

*

Livewire Movile, Inc.

394,224

47

*

SteelCloud Inc.

234,983

47

*,^

Access Intergrated Technologies Inc.

61,852

38

*

Newtek Business Services, Inc.

91,242

36

*

Silicon Graphics Inc.

81,702

34

*

AuthentiDate Holding Corp.

81,465

33

*

Procera Networks, Inc.

51,570

32

*

LightPath Technologies, Inc. Class A

55,757

32

*

Pixelworks, Inc.

48,796

30

*

Leadis Technology Inc.

50,620

30

 

 

 

 

*

Mastech Holdings, Inc.

12,664

26

*

Planar Systems, Inc.

37,685

26

*

Evans & Sutherland Computer Corp.

87,527

23

*

Technology Solutions Co.

9,671

22

*

FSI International, Inc.

64,680

21

*

DataTRAK International Inc.

85,096

19

*

Entorian Technologies Inc.

64,221

15

*

Merix Corp.

40,537

11

*

Kowabunga! Inc.

61,766

11

*

Miva Inc.

42,625

10

*

MakeMusic! Inc.

3,956

10

*

Glu Mobile Inc.

13,100

7

*

Overland Storage, Inc.

21,120

6

*

Avanex Corp.

3,011

5

*

Airspan Networks Inc.

23,904

5

*

Elixir Gaming Technologies, Inc.

35,584

4

*

Telkonet, Inc.

21,782

3

*

PlanetOut, Inc.

12,670

2

*

Conolog Corp.

24

*

US Dataworks Inc.

100

 

1,353,790

Materials (5.7%)

 

The Mosaic Co.

937,612

39,361

*

Crown Holdings, Inc.

936,229

21,280

 

Martin Marietta Materials, Inc.

242,697

19,246

 

FMC Corp.

424,991

18,334

 

Terra Industries, Inc.

584,364

16,415

 

Airgas, Inc.

476,594

16,114

 

Lubrizol Corp.

397,486

13,518

 

AptarGroup Inc.

397,387

12,375

 

Sonoco Products Co.

584,497

12,263

 

Cliffs Natural Resources Inc.

665,394

12,084

 

Valspar Corp.

586,277

11,708

 

Albemarle Corp.

535,562

11,659

 

Celanese Corp. Series A

840,691

11,240

 

Compass Minerals International, Inc.

190,268

10,725

 

Nalco Holding Co.

805,171

10,524

 

Reliance Steel & Aluminum Co.

373,856

9,844

 

RPM International, Inc.

752,613

9,581

 

Scotts Miracle-Gro Co.

257,450

8,933

 

Steel Dynamics, Inc.

949,393

8,364

 

Royal Gold, Inc.

175,334

8,199

 

Silgan Holdings, Inc.

149,347

7,847

 

Packaging Corp. of America

600,206

7,815

 

Commercial Metals Co.

658,334

7,604

 

Sensient Technologies Corp.

285,019

6,698

 

Greif Inc. Class A

200,327

6,669

 

Olin Corp.

454,541

6,486

 

 

 

 

 

Eagle Materials, Inc.

255,325

6,192

 

Rock-Tenn Co.

224,157

6,063

*

Calgon Carbon Corp.

316,868

4,490

 

Cytec Industries, Inc.

276,444

4,152

 

Texas Industries, Inc.

162,230

4,056

 

Cabot Corp.

383,289

4,028

 

Ashland, Inc.

388,535

4,014

 

Schnitzer Steel Industries, Inc. Class A

126,820

3,981

 

H.B. Fuller Co.

284,787

3,702

 

Carpenter Technology Corp.

258,301

3,647

 

Minerals Technologies, Inc.

109,589

3,512

*

OM Group, Inc.

178,618

3,451

 

Temple-Inland Inc.

623,964

3,351

*

Intrepid Potash, Inc.

175,837

3,244

*

Coeur d'Alene Mines Corp.

3,417,279

3,212

 

NewMarket Corp.

72,232

3,200

 

Worthington Industries, Inc.

351,280

3,060

 

Huntsman Corp.

947,500

2,966

*

Domtar Corp.

3,036,857

2,885

 

Arch Chemicals, Inc.

145,978

2,768

 

Balchem Corp.

106,665

2,680

 

Deltic Timber Corp.

61,816

2,436

*

W.R. Grace & Co.

359,516

2,272

 

A. Schulman Inc.

152,602

2,068

 

Kaiser Aluminum Corp.

89,363

2,066

 

AMCOL International Corp.

132,025

1,959

*

Hecla Mining Co.

875,151

1,750

 

Koppers Holdings, Inc.

119,841

1,740

 

Schweitzer-Mauduit International, Inc.

90,076

1,663

 

Glatfelter

265,658

1,658

*

Brush Engineered Materials Inc.

118,073

1,638

 

Westlake Chemical Corp.

111,665

1,634

*

Rockwood Holdings, Inc.

199,727

1,586

*

RTI International Metals, Inc.

135,363

1,584

 

American Vanguard Corp.

118,555

1,529

 

Wausau Paper Corp.

284,915

1,499

 

Zep, Inc.

139,873

1,431

*

Allied Nevada Gold Corp.

222,615

1,302

 

Myers Industries, Inc.

206,938

1,271

*

PolyOne Corp.

522,374

1,207

 

Stepan Co.

42,086

1,149

 

Olympic Steel, Inc.

70,904

1,076

*

Horsehead Holding Corp.

192,769

1,060

*

Haynes International, Inc.

59,463

1,060

*

Solutia Inc.

547,214

1,023

 

NL Industries, Inc.

101,672

1,017

*

Stillwater Mining Co.

272,525

1,008

*,^

Zoltek Cos., Inc.

146,427

997

 

 

 

 

 

Louisiana-Pacific Corp.

405,853

905

*

LSB Industries, Inc.

87,637

867

*

GenTek, Inc.

49,504

866

 

A.M. Castle & Co.

93,252

832

*

Headwaters Inc.

249,248

783

*

U.S. Gold Corp.

331,602

676

*

Omnova Solutions Inc.

374,867

652

*

AEP Industries, Inc.

40,613

620

*

Century Aluminum Co.

280,184

591

*

Buckeye Technology, Inc.

258,850

551

 

Great Northern Iron Ore Properties

6,484

510

*

General Moly, Inc.

478,609

507

*

Landec Corp.

89,357

498

*

Clearwater Paper Corp.

60,964

490

 

Innophos Holdings Inc.

40,799

460

*

U.S. Concrete, Inc.

228,892

458

 

Spartech Corp.

181,592

447

*

Kapstone Paper and Packaging Corp.

178,208

438

*

Graphic Packaging Holding Co.

482,413

420

 

Quaker Chemical Corp.

51,422

408

 

Hawkins, Inc.

25,759

397

*

Universal Stainless & Alloy Products, Inc.

40,327

390

 

Ferro Corp.

244,160

349

*

U.S. Energy Corp.

175,794

332

*

ADA-ES Inc.

131,040

318

 

Penford Corp.

79,053

287

*

ICO, Inc.

137,580

283

 

Neenah Paper Inc.

74,837

272

*

Bway Holding Co.

33,579

265

*

Flotek Industries, Inc.

168,280

264

*

United States Lime & Mineral

9,212

252

 

Synalloy Corp.

41,692

219

*

Nonophase Technologies Corp.

231,023

208

*

American Pacific Corp.

36,362

188

*

Rock of Ages Corp.

91,696

157

*

Mercer International Inc.

130,666

86

*

Mod-Pac Corp.

49,498

78

*

Solitario Exploration & Royalty Corp.

49,600

63

*

Boise, Inc.

85,944

52

*

TOR Minerals International, Inc.

160,090

45

 

Georgia Gulf Corp.

41,723

30

*

Eden Bioscience Corp.

19,908

24

*

AbitibiBowater, Inc.

23,521

13

*

Clean Diesel Technologies, Inc.

4,027

7

*

Caraustar Industries, Inc.

31,483

4

 

460,785

 

 

 

 

Telecommunication Services (2.2%)

*

Crown Castle International Corp.

1,438,049

29,351

*

MetroPCS Communications Inc.

1,481,111

25,297

*

SBA Communications Corp.

693,246

16,153

*

NII Holdings Inc.

971,624

14,574

 

Telephone & Data Systems, Inc.

444,492

11,783

*

Leap Wireless International, Inc.

315,077

10,987

*,^

Level 3 Communications, Inc.

9,431,982

8,677

*

tw telecom inc.

873,640

7,644

*

Syniverse Holdings Inc.

304,945

4,806

*

Centennial Communications Corp. Class A

490,555

4,052

 

Telephone & Data Systems, Inc. - Special Common Shares

147,351

3,485

*

U.S. Cellular Corp.

97,186

3,240

 

NTELOS Holdings Corp.

175,580

3,185

 

Shenandoah Telecommunications Co.

139,346

3,177

*

Premiere Global Services, Inc.

356,447

3,144

*

Cincinnati Bell Inc.

1,335,607

3,072

*

Cbeyond Inc.

150,020

2,825

 

Iowa Telecommunications Services Inc.

187,453

2,148

*

Cogent Communications Group, Inc.

259,977

1,872

*

General Communication, Inc.

259,423

1,733

 

Alaska Communications Systems Holdings, Inc.

255,954

1,715

 

USA Mobility, Inc.

159,176

1,466

 

Consolidated Communications Holdings, Inc.

138,185

1,418

*

FiberNet Telecom Group, Inc.

92,666

1,019

*

PAETEC Holding Corp.

593,453

855

 

Atlantic Tele-Network, Inc.

39,671

761

*

iPCS, Inc.

75,335

731

 

SureWest Communications

79,846

623

 

Warwick Valley Telephone Co.

48,561

534

 

Hickory Tech Corp.

98,365

529

*,^

8X8 Inc.

697,676

405

 

FairPoint Communications, Inc.

507,774

396

*

Virgin Mobile USA, Inc. Class A

287,750

371

 

D&E Communications, Inc.

66,929

359

*

XETA Technologies Inc.

174,192

293

*,^

Vonage Holdings Corp.

477,040

191

*

ICO Global Communications (Holdings) Ltd.

511,704

179

*

Fibertower Corp.

677,138

135

 

Arbinet Holdings, Inc.

76,460

122

*

IDT Corp. Class B

101,205

117

*

iBasis, Inc.

136,114

91

*

Multiband Corp.

33,188

66

*

inContact, Inc.

28,310

64

*

TerreStar Corp.

73,700

41

*,^

Globalstar, Inc.

103,235

36

*

Purple Communications, Inc.

12,325

36

*

Fusion Telecommunications International, Inc.

36,100

4

 

 

 

 

*

IDT Corp.

2,456

3

 

173,765

Utilities (5.6%)

*

NRG Energy, Inc.

1,384,486

24,367

 

NSTAR

626,023

19,958

 

MDU Resources Group, Inc.

1,076,524

17,375

*

Calpine Corp.

2,512,799

17,112

 

Alliant Energy Corp.

647,576

15,989

 

Aqua America, Inc.

793,670

15,873

 

DPL Inc.

679,680

15,320

 

UGI Corp. Holding Co.

633,086

14,947

 

National Fuel Gas Co.

466,058

14,294

 

ONEOK, Inc.

616,817

13,959

 

OGE Energy Corp.

555,397

13,230

 

NV Energy Inc.

1,373,377

12,896

 

ITC Holdings Corp.

291,405

12,711

 

Atmos Energy Corp.

537,080

12,417

 

Energen Corp.

420,255

12,242

 

AGL Resources Inc.

447,994

11,885

 

Piedmont Natural Gas, Inc.

430,753

11,152

 

Westar Energy, Inc.

635,867

11,147

 

Vectren Corp.

474,922

10,016

 

WGL Holdings Inc.

293,799

9,637

*

Mirant Corp.

844,776

9,630

 

Great Plains Energy, Inc.

698,721

9,412

 

New Jersey Resources Corp.

248,032

8,428

 

Cleco Corp.

353,071

7,658

 

Hawaiian Electric Industries Inc.

531,093

7,297

 

American Water Works Co., Inc.

375,204

7,219

 

Northwest Natural Gas Co.

155,380

6,747

*

Reliant Energy, Inc.

2,053,417

6,550

 

Portland General Electric Co.

366,808

6,452

 

IDACORP, Inc.

274,982

6,424

 

South Jersey Industries, Inc.

174,368

6,103

 

UniSource Energy Corp.

208,710

5,884

 

Southwest Gas Corp.

260,509

5,489

 

California Water Service Group

121,527

5,087

 

The Laclede Group, Inc.

129,782

5,059

 

NorthWestern Corp.

210,711

4,526

 

Avista Corp.

320,259

4,413

 

CH Energy Group, Inc.

92,581

4,342

 

ALLETE, Inc.

160,653

4,288

 

MGE Energy, Inc.

135,643

4,255

 

PNM Resources Inc.

506,907

4,187

 

Black Hills Corp.

226,858

4,058

*

El Paso Electric Co.

263,116

3,707

 

American States Water Co.

101,408

3,683

 

UIL Holdings Corp.

148,197

3,308

 

 

 

 

 

Ormat Technologies Inc.

106,382

2,921

 

Empire District Electric Co.

199,525

2,881

 

SJW Corp.

76,749

1,952

 

Chesapeake Utilities Corp.

42,003

1,280

 

Central Vermont Public Service Corp.

66,062

1,143

 

Connecticut Water Services, Inc.

54,389

1,103

 

Middlesex Water Co.

73,438

1,057

 

Maine & Maritimes Corp.

20,903

732

 

Southwest Water Co.

159,046

684

*

Cadiz Inc.

84,687

676

 

Unitil Corp.

32,116

645

 

The York Water Co.

39,632

490

 

Artesian Resources Corp Class A

23,078

324

 

Delta Natural Gas Co., Inc.

11,177

239

 

Pennichuck Corp.

10,733

219

*

Pure Cycle Corp.

73,786

212

 

Florida Public Util. Co.

5,707

56

*

Renegy Holdings, Inc.

26,965

40

 

447,387

Total Common Stocks (Cost $11,979,566)

8,014,480

 

Coupon

 

Shares

Market
Value
($000)

Temporary Cash Investments (3.0%)1

Money Market Fund (2.9%)

2,3

Vanguard Market Liquidity Fund

0.440%

 

231,431,283

231,431

 

 

Coupon

Maturity
Date

Face
Amount ($000)

Market
Value
($000)

U.S. Government and Agency Obligations (0.1%)

4,5

Federal Home Loan Mortgage Corp.

1.206%

4/30/09

3,000

3,000

4,5

Federal National Mortgage Assn.

0.541%

7/30/09

7,000

6,995

 

9,995

Total Temporary Cash Investments (Cost $241,416)

241,426

Total Investments (102.4%) (Cost $12,220,982)

8,255,906

Other Assets and Liabilities-Net (-2.4%)3

(189,967)

Net Assets (100%)

8,065,939

 

 

 

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $145,467,000.

1

The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.0% and 2.4%, respectively, of net assets.

2

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

3

Includes $158,620,000 of collateral received for securities on loan.

4

The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

5

Securities with a value of $9,995,000 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 March 31, 2009, the cost of investment securities for tax purposes was $12,220,982,000. Net unrealized depreciation of investment securities for tax purposes was $3,965,076,000, consisting of unrealized gains of $506,550,000 on securities that had risen in value since their purchase and $4,471,626,000 in unrealized losses on securities that had fallen in value since their purchase.

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

 

 

Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized futures gains (losses).

 

At March 31, 2009, the aggregate settlement value of open futures contracts expiring in June 2009 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

863

36,358

(1,541)

S&P MidCap 400 Index

32

7,807

423

E-mini S&P MidCap 400 Index

146

7,123

(227)

 

 

 

 

 

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 March 31, 2009, based on the inputs used to value them:

 

Valuation Inputs

Investments in Securities ($000)

Futures

Contracts

($000)

Level 1- Quoted prices

8,245,901

(1,345)

Level 2- Other significant observable inputs

10,005

-

Level 3- Significant unobservable inputs

-

-

Total

8,255,906

(1,345)

 


Vanguard Total Stock Market Index Fund

Schedule of Investments

As of March 31, 2009

 

 

 

Shares

Market
Value
($000)

Common Stocks (99.5%)1

Consumer Discretionary (9.5%)

 

McDonald's Corp.

10,027,053

547,176

 

Home Depot, Inc.

15,280,269

360,003

 

Comcast Corp. Class A

22,202,264

302,839

 

The Walt Disney Co.

15,820,317

287,297

 

Lowe's Cos., Inc.

13,186,055

240,646

*

Amazon.com, Inc.

3,086,402

226,665

 

Target Corp.

6,434,096

221,269

 

Time Warner Inc.

10,751,939

207,512

 

NIKE, Inc. Class B

3,325,031

155,911

 

News Corp., Class A

19,858,301

131,462

 

Best Buy Co., Inc.

3,153,183

119,695

 

Staples, Inc.

6,396,920

115,848

 

Yum! Brands, Inc.

4,161,487

114,358

*

Kohl's Corp.

2,602,962

110,157

*

DIRECTV Group, Inc.

4,724,571

107,673

 

TJX Cos., Inc.

3,745,741

96,041

*

Apollo Group, Inc. Class A

1,212,487

94,974

*

Liberty Media Corp.

4,437,687

88,532

 

Carnival Corp.

3,931,614

84,923

*

Viacom Inc. Class B

4,745,468

82,476

*,^

Time Warner Cable Inc.

3,243,591

80,441

*

Starbucks Corp.

6,597,384

73,297

 

Omnicom Group Inc.

2,796,391

65,436

 

The McGraw-Hill Cos., Inc.

2,829,773

64,717

 

Johnson Controls, Inc.

5,345,896

64,151

*

AutoZone Inc.

365,420

59,425

 

The Gap, Inc.

4,482,141

58,223

*

Bed Bath & Beyond, Inc.

2,337,324

57,849

 

H & R Block, Inc.

3,046,496

55,416

*

Coach, Inc.

2,942,822

49,145

*,^

Ford Motor Co.

17,733,277

46,639

 

Sherwin-Williams Co.

894,928

46,509

 

VF Corp.

792,924

45,284

 

Genuine Parts Co.

1,435,493

42,864

 

Ross Stores, Inc.

1,184,437

42,498

*

ITT Educational Services, Inc.

348,619

42,329

 

Tim Hortons, Inc.

1,631,224

41,384

 

Marriott International, Inc. Class A

2,515,168

41,148

 

Darden Restaurants Inc.

1,187,028

40,668

*

O'Reilly Automotive, Inc.

1,151,262

40,306

 

Family Dollar Stores, Inc.

1,196,023

39,911

 

 

 

*

GameStop Corp. Class A

1,401,840

39,280

 

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

1,900,519

38,143

 

Mattel, Inc.

3,229,004

37,230

*

Dollar Tree, Inc.

815,071

36,311

 

Advance Auto Parts, Inc.

853,628

35,067

 

Comcast Corp. Special Class A

2,694,172

34,674

 

Macy's Inc.

3,790,120

33,732

 

Fortune Brands, Inc.

1,351,359

33,176

*,^

Sears Holdings Corp.

626,112

28,620

 

Hasbro, Inc.

1,128,892

28,301

 

Harley-Davidson, Inc.

2,100,307

28,123

 

DeVry, Inc.

580,773

27,982

*

Priceline.com, Inc.

347,338

27,363

 

Cablevision Systems NY Group Class A

2,108,674

27,286

 

D. R. Horton, Inc.

2,566,746

24,897

*

CarMax, Inc.

1,988,925

24,742

 

International Game Technology

2,654,305

24,473

 

Nordstrom, Inc.

1,455,075

24,373

 

Tiffany & Co.

1,117,124

24,085

 

PetSmart, Inc.

1,145,510

24,010

 

Limited Brands, Inc.

2,753,837

23,958

 

Strayer Education, Inc.

128,294

23,076

*

Toll Brothers, Inc.

1,217,076

22,102

 

Pulte Homes, Inc.

1,971,579

21,549

 

Garmin Ltd.

1,004,128

21,298

 

BorgWarner, Inc.

1,043,777

21,189

 

Polo Ralph Lauren Corp.

499,639

21,110

 

Starwood Hotels & Resorts Worldwide, Inc.

1,649,560

20,949

*

DISH Network Corp.

1,882,183

20,911

 

American Eagle Outfitters, Inc.

1,670,729

20,450

 

CBS Corp.

5,135,276

19,719

 

Whirlpool Corp.

663,013

19,619

 

Washington Post Co. Class B

54,695

19,532

 

Burger King Holdings Inc.

849,693

19,500

*

Career Education Corp.

809,212

19,389

*

Discovery Communications Inc. Class A

1,209,162

19,371

*

Liberty Global, Inc. Class A

1,305,220

19,004

 

Abercrombie & Fitch Co.

784,583

18,673

 

The Stanley Works

639,629

18,626

*

Discovery Communications Inc. Class C

1,269,374

18,596

 

Leggett & Platt, Inc.

1,409,102

18,304

*,^

Netflix.com, Inc.

424,047

18,200

 

Wendy's/Arby's Group, Inc.

3,600,504

18,111

 

Scripps Networks Interactive

803,633

18,090

*

Liberty Global, Inc. Series C

1,270,437

17,951

*

Interpublic Group of Cos., Inc.

4,301,102

17,721

*

Urban Outfitters, Inc.

1,059,859

17,350

 

Black & Decker Corp.

542,136

17,110

 

 

 

*

AutoNation, Inc.

1,194,561

16,581

*

LKQ Corp.

1,133,458

16,174

*

Expedia, Inc.

1,768,654

16,059

*

Aeropostale, Inc.

603,420

16,027

 

Newell Rubbermaid, Inc.

2,503,811

15,974

*

NVR, Inc.

36,876

15,774

*

Mohawk Industries, Inc.

524,529

15,668

*

Big Lots Inc.

740,938

15,397

*

Corinthian Colleges, Inc.

772,640

15,028

*,^

Panera Bread Co.

264,483

14,785

*

Liberty Media Corp.-Interactive Series A

5,095,811

14,778

 

Foot Locker, Inc.

1,397,285

14,644

*

Penn National Gaming, Inc.

599,574

14,480

 

Autoliv, Inc.

749,199

13,913

 

Brinker International, Inc.

920,660

13,902

*,^

Wynn Resorts Ltd.

657,850

13,137

 

Snap-On Inc.

519,285

13,034

*

DreamWorks Animation SKG, Inc.

600,299

12,990

*

The Goodyear Tire & Rubber Co.

2,064,373

12,923

 

Gentex Corp.

1,261,857

12,568

*

Marvel Entertainment, Inc.

463,355

12,302

 

Virgin Media Inc.

2,517,434

12,084

 

John Wiley & Sons Class A

402,656

11,991

*

Jack in the Box Inc.

513,155

11,951

*

Rent-A-Center, Inc.

603,275

11,685

*

Dick's Sporting Goods, Inc.

774,853

11,057

 

Guess ?, Inc.

509,650

10,743

*

Tractor Supply Co.

295,143

10,643

*

Sirius XM Radio Inc.

30,197,814

10,569

 

Phillips-Van Heusen Corp.

465,178

10,550

 

MDC Holdings, Inc.

337,197

10,500

*

The Warnaco Group, Inc.

422,795

10,147

 

Aaron Rents, Inc.

377,946

10,076

^

Royal Caribbean Cruises, Ltd.

1,252,726

10,034

*

Carter's, Inc.

507,433

9,545

 

Tupperware Brands Corp.

560,839

9,529

*

WMS Industries, Inc.

453,649

9,486

 

Regal Entertainment Group Class A

705,324

9,458

 

Eastman Kodak Co.

2,422,940

9,207

 

RadioShack Corp.

1,072,685

9,193

*

Chipotle Mexican Grill, Inc. Class B

158,692

9,095

 

KB Home

689,004

9,081

^

General Motors Corp.

4,680,120

9,079

 

Hillenbrand Inc.

562,324

9,003

*

Brink's Home Security Holdings, Inc.

393,384

8,890

*

Jarden Corp.

693,664

8,789

*,^

Chipotle Mexican Grill, Inc.

131,966

8,760

 

 

 

*

Chico's FAS, Inc.

1,598,600

8,584

*,^

Las Vegas Sands Corp.

2,826,538

8,508

 

Centex Corp.

1,121,600

8,412

 

Interactive Data Corp.

337,737

8,396

*

Coinstar, Inc.

256,052

8,388

*

Bally Technologies Inc.

446,070

8,217

 

Williams-Sonoma, Inc.

812,942

8,194

*

Hanesbrands Inc.

846,225

8,098

 

Choice Hotels International, Inc.

312,713

8,074

 

Service Corp. International

2,309,174

8,059

 

Matthews International Corp.

276,448

7,964

*

Scientific Games Corp.

630,123

7,631

 

Barnes & Noble, Inc.

348,933

7,460

 

Wolverine World Wide, Inc.

444,585

6,927

 

Harman International Industries, Inc.

504,592

6,827

 

Wyndham Worldwide Corp.

1,610,669

6,765

 

Lennar Corp. Class A

894,676

6,719

 

The Buckle, Inc.

210,348

6,716

 

Men's Wearhouse, Inc.

443,586

6,716

*

Fossil, Inc.

422,946

6,640

*

American Public Education, Inc.

154,341

6,492

 

WABCO Holdings Inc.

524,476

6,456

 

Ryland Group, Inc.

385,722

6,426

*,^

Lamar Advertising Co. Class A

658,751

6,423

 

Polaris Industries, Inc.

292,570

6,273

 

Bob Evans Farms, Inc.

279,496

6,266

*

Capella Education Co.

112,948

5,986

*

Deckers Outdoor Corp.

112,774

5,982

*,^

J. Crew Group, Inc.

450,255

5,934

 

Cracker Barrel Old Country Store Inc.

206,865

5,925

*

The Cheesecake Factory Inc.

517,160

5,921

 

Weight Watchers International, Inc.

315,097

5,845

 

Pool Corp.

434,275

5,819

*

Liberty Media Corp.-Capital Series A

829,182

5,788

*

Collective Brands, Inc.

582,566

5,674

*

The Gymboree Corp.

265,294

5,664

 

Cato Corp. Class A

305,409

5,583

^

New York Times Co. Class A

1,232,200

5,570

 

International Speedway Corp.

250,889

5,535

 

Sotheby's

611,046

5,499

*,^

Jos. A. Bank Clothiers, Inc.

195,533

5,438

 

Meredith Corp.

326,611

5,435

*

Hibbett Sports Inc.

281,449

5,409

 

Regis Corp.

373,713

5,400

*

CEC Entertainment Inc.

208,177

5,388

*

The Dress Barn, Inc.

438,031

5,383

*

Buffalo Wild Wings Inc.

144,791

5,296

 

 

 

*

Lions Gate Entertainment Corp.

1,045,399

5,279

*

Pinnacle Entertainment, Inc.

747,416

5,262

 

Thor Industries, Inc.

333,907

5,216

*

Sonic Corp.

519,441

5,205

*,^

Morningstar, Inc.

148,473

5,070

 

National CineMedia Inc.

379,113

4,997

*

The Children's Place Retail Stores, Inc.

227,277

4,975

*

Timberland Co.

416,258

4,970

*

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

215,230

4,924

*,^

Vail Resorts Inc.

238,747

4,878

*

Papa John's International, Inc.

205,393

4,697

 

Gannett Co., Inc.

2,086,173

4,590

*

Hot Topic, Inc.

409,036

4,577

 

Tempur-Pedic International Inc.

612,568

4,472

*

Office Depot, Inc.

3,310,854

4,337

*

Texas Roadhouse, Inc.

450,406

4,292

 

NutriSystem, Inc.

298,901

4,265

*,^

Under Armour, Inc.

259,395

4,262

 

Ameristar Casinos, Inc.

337,651

4,248

 

Scholastic Corp.

279,165

4,207

*

Iconix Brand Group Inc.

474,647

4,201

^

Columbia Sportswear Co.

139,985

4,188

*

99 Cents Only Stores

435,738

4,026

 

Callaway Golf Co.

559,573

4,018

*

Helen of Troy Ltd.

285,988

3,932

 

Fred's, Inc.

348,333

3,929

 

Arbitron Inc.

259,901

3,901

 

Monro Muffler Brake, Inc.

139,349

3,808

 

CKE Restaurants Inc.

449,412

3,775

*,^

Life Time Fitness, Inc.

293,079

3,681

*

Sally Beauty Co. Inc.

588,673

3,344

 

News Corp., Class B

422,033

3,250

*

Cabela's Inc.

352,943

3,215

*,^

Blue Nile Inc.

105,767

3,189

*

PetMed Express, Inc.

193,221

3,184

*

True Religion Apparel, Inc.

268,349

3,169

 

Stage Stores, Inc.

306,262

3,087

*

Meritage Corp.

267,195

3,051

 

Jones Apparel Group, Inc.

719,752

3,037

*

Domino's Pizza, Inc.

460,536

3,017

*

Steven Madden, Ltd.

154,972

2,910

 

Genesco, Inc.

154,206

2,904

*,^

Pre-Paid Legal Services, Inc.

98,917

2,872

 

Ethan Allen Interiors, Inc.

254,548

2,866

*

Steak n Shake Co.

375,870

2,845

*

The Wet Seal, Inc. Class A

843,477

2,834

*

Gaylord Entertainment Co.

336,878

2,806

 

 

 

*

Jo-Ann Stores, Inc.

169,906

2,776

 

Dillard's Inc.

470,513

2,682

 

Penske Automotive Group Inc.

286,960

2,677

*

Sturm, Ruger & Co., Inc.

216,634

2,671

*

Smith & Wesson Holding Corp.

439,851

2,648

*

California Pizza Kitchen, Inc.

202,281

2,646

 

UniFirst Corp.

94,007

2,617

*

Steiner Leisure Ltd.

105,106

2,566

*

AnnTaylor Stores Corp.

491,828

2,558

 

Finish Line, Inc.

381,634

2,526

 

Liz Claiborne, Inc.

1,019,484

2,518

 

Group 1 Automotive, Inc.

177,483

2,479

*

JAKKS Pacific, Inc.

200,635

2,478

 

Brunswick Corp.

713,443

2,461

 

Stewart Enterprises, Inc. Class A

749,164

2,427

*

TRW Automotive Holdings Corp.

744,060

2,396

 

Superior Industries International, Inc.

198,773

2,355

 

Systemax Inc.

181,946

2,351

*,^

Raser Technologies, Inc.

529,092

2,217

*

Ascent Media Corp.

88,454

2,211

*,^

Saks Inc.

1,173,264

2,194

*

HSN, Inc.

424,466

2,182

 

Churchill Downs, Inc.

72,564

2,181

*

Mediacom Communications Corp.

537,417

2,166

 

Harte-Hanks, Inc.

404,664

2,165

*,^

Lululemon Athletica, Inc.

247,192

2,141

 

K-Swiss, Inc.

249,392

2,130

*

CKX, Inc.

512,944

2,103

 

Cooper Tire & Rubber Co.

516,739

2,088

*

Coldwater Creek Inc.

828,502

2,080

 

American Greetings Corp. Class A

397,582

2,012

*,^

MGM Mirage, Inc.

854,374

1,991

 

OfficeMax, Inc.

615,980

1,922

*

Charming Shoppes, Inc.

1,372,607

1,922

*

Exide Technologies

640,158

1,920

 

Cinemark Holdings Inc.

203,240

1,908

*

Skechers U.S.A., Inc.

285,543

1,905

 

National Presto Industries, Inc.

30,856

1,883

*

Universal Technical Institute Inc.

156,604

1,879

*

Lumber Liquidators, Inc.

146,800

1,872

*

Peet's Coffee & Tea Inc.

86,409

1,868

*

Quiksilver, Inc.

1,459,054

1,868

*

Citi Trends Inc.

81,319

1,861

*

CTC Media, Inc.

403,975

1,842

*

Red Robin Gourmet Burgers, Inc.

101,806

1,795

*

Denny's Corp.

1,066,776

1,782

*

Interval Leisure Group, Inc.

335,955

1,781

 

 

 

 

World Wrestling Entertainment, Inc.

151,399

1,747

*

BJ's Restaurants Inc.

120,605

1,678

*

Live Nation, Inc.

623,790

1,666

*

America's Car-Mart, Inc.

121,756

1,655

*

Blyth, Inc.

62,981

1,646

*

Universal Electronics, Inc.

89,157

1,614

 

Orient-Express Hotel Ltd.

390,433

1,601

*

Shutterfly, Inc.

170,017

1,593

 

Boyd Gaming Corp.

424,437

1,583

*

Charlotte Russe Holding Inc.

194,148

1,582

*,^

Fuel Systems Solutions, Inc.

115,901

1,562

 

The Pep Boys (Manny, Moe & Jack)

353,968

1,561

 

Lennar Corp. Class B

273,234

1,555

*

Clear Channel Outdoor Holdings, Inc. Class A

422,556

1,551

^

DineEquity, Inc.

128,871

1,528

*

DSW Inc. Class A

164,429

1,528

 

Jackson Hewitt Tax Service Inc.

292,493

1,527

 

Weyco Group, Inc.

58,865

1,526

*,^

K12 Inc.

105,712

1,469

*

Stamps.com Inc.

151,285

1,467

*

Steinway Musical Instruments Inc.

117,253

1,404

*

Rentrak Corp.

155,678

1,401

 

Brown Shoe Co., Inc.

370,178

1,388

*

Standard Pacific Corp.

1,571,760

1,383

*

Drew Industries, Inc.

158,131

1,373

^

Winnebago Industries, Inc.

258,027

1,370

*

Midas Inc.

170,320

1,349

*

Core-Mark Holding Co., Inc.

72,293

1,317

*

hhgregg, Inc.

92,766

1,313

*

Cavco Industries, Inc.

55,249

1,304

*,^

Blockbuster Inc. Class A

1,803,159

1,298

 

bebe stores, inc.

190,323

1,269

 

The Marcus Corp.

147,003

1,250

*

Maidenform Brands, Inc.

136,393

1,249

 

Stanley Furniture Co., Inc.

165,753

1,246

 

Christopher & Banks Corp.

299,579

1,225

*

Cox Radio, Inc.

297,603

1,220

 

Speedway Motorsports, Inc.

102,412

1,211

 

Cherokee Inc.

76,342

1,191

 

Movado Group, Inc.

156,214

1,178

*

RCN Corp.

310,011

1,147

*

Ticketmaster Entertainment Inc.

306,620

1,131

*,^

Zumiez Inc.

116,392

1,129

^

CPI Corp.

152,130

1,124

*

drugstore.com, Inc.

940,106

1,100

*

Overstock.com, Inc.

119,661

1,095

*

REX Stores Corp.

99,759

1,069

 

 

 

 

Hooker Furniture Corp.

123,848

1,045

 

CSS Industries, Inc.

61,065

1,038

 

Big 5 Sporting Goods Corp.

175,407

1,030

*

Knology, Inc.

249,369

1,027

*

Volcom, Inc.

104,909

1,018

*

Learning Tree International, Inc.

118,424

1,003

 

Haverty Furniture Cos., Inc.

94,958

1,000

*

Shuffle Master, Inc.

344,776

990

*

Alloy, Inc.

231,836

974

*

The Princeton Review, Inc.

219,428

955

*

Hovnanian Enterprises Inc. Class A

608,874

950

 

Asbury Automotive Group, Inc.

220,051

948

*

Lincoln Educational Services

50,258

921

*

Pacific Sunwear of California, Inc.

536,480

891

*,^

American Apparel, Inc.

302,316

883

*

Dolan Media Co.

110,423

869

*

Warner Music Group Corp.

363,380

854

 

Carmike Cinemas, Inc.

322,803

836

*

Youbet.com, Inc.

490,381

829

 

Landry's Restaurants, Inc.

157,130

820

*

Dorman Products, Inc.

87,758

819

 

Ambassadors Group, Inc.

100,761

818

*

Ulta Salon, Cosmetics & Fragrance, Inc.

121,410

804

*,^

Conn's, Inc.

56,748

797

 

Furniture Brands International Inc.

537,143

790

*

Zale Corp.

393,690

768

*,^

Isle of Capri Casinos, Inc.

143,781

761

 

Spartan Motors, Inc.

185,944

747

*

FGX International Holdings Ltd.

63,856

742

 

Hearst-Argyle Television Inc.

177,326

738

 

CBS Corp. Class A

187,325

734

*

Amerigon Inc.

194,729

720

*

AFC Enterprises, Inc.

158,471

715

*

Monarch Casino & Resort, Inc.

137,760

711

*,^

Quantum Fuel Systems Technologies Worldwide, Inc.

884,376

707

*

Martha Stewart Living Omnimedia, Inc.

281,087

700

*

Kirkland's, Inc.

141,488

690

 

Standard Motor Products, Inc.

249,147

685

 

E.W. Scripps Co. Class A

507,172

685

 

Skyline Corp.

35,529

675

*

Build-A-Bear-Workshop, Inc.

110,728

672

*

Outdoor Channel Holdings Inc.

97,130

662

 

Oxford Industries, Inc.

105,094

648

^

Talbots Inc.

181,792

638

*

Krispy Kreme Doughnuts, Inc.

397,490

636

 

Modine Manufacturing Co.

253,803

635

*

Audiovox Corp.

183,839

631

 

 

 

*

Playboy Enterprises, Inc. Class B

317,341

625

*

Tenneco Automotive, Inc.

382,545

624

*

Stein Mart, Inc.

214,076

619

*

G-III Apparel Group, Ltd.

111,397

615

 

O'Charley's Inc.

203,105

611

*

Famous Dave's of America, Inc.

188,809

593

*

Luby's, Inc.

120,681

593

*

Daily Journal Corp.

16,429

591

*

New York & Co., Inc.

164,381

584

*

Great Wolf Resorts, Inc.

248,722

580

 

Marine Products Corp.

136,253

578

*

Crocs, Inc.

480,536

572

 

Dover Downs Gaming & Entertainment, Inc.

186,031

571

*

Ruby Tuesday, Inc.

193,381

565

 

Kenneth Cole Productions, Inc.

87,957

562

*

Rubio's Restaurants, Inc.

133,195

561

*

RC2 Corp.

105,565

556

*,^

Morgans Hotel Group

176,057

548

*

Shoe Carnival, Inc.

52,147

540

 

Arctic Cat, Inc.

133,781

512

*

West Marine, Inc.

91,240

488

*

Cache, Inc.

169,217

487

 

Heelys Inc.

282,118

482

*

Sealy Corp.

323,361

482

*

iRobot Corp.

62,284

473

*

Leapfrog Enterprises, Inc.

341,837

472

*

Gaiam, Inc.

143,140

469

*

Beazer Homes USA, Inc.

463,669

468

*

dELiA*S, Inc.

276,488

464

*

Perry Ellis International Corp.

133,406

462

 

ArvinMeritor, Inc.

575,751

455

*

Tween Brands, Inc.

208,473

446

 

Sinclair Broadcast Group, Inc.

432,587

446

^

Brookfield Homes Corp.

128,917

445

 

Strattec Security Corp.

52,512

438

*

Private Media Group, Inc.

376,389

437

*

1-800-FLOWERS.COM, Inc.

210,760

436

 

PRIMEDIA Inc.

176,268

435

 

La-Z-Boy Inc.

339,777

425

*

Multimedia Games Inc.

193,582

416

 

Books-a-Million Inc.

89,859

413

*

Hawk Corp. Class A

35,444

409

*

Red Lion Hotels Corp.

139,613

409

*

Carriage Services, Inc.

261,607

400

 

Fisher Communications, Inc.

40,877

399

*

Unifi, Inc.

620,967

397

 

Journal Communications, Inc.

514,413

386

 

 

 

 

M/I Homes, Inc.

53,898

377

*

Town Sports International Holdings, Inc.

124,891

373

*

Retail Ventures, Inc.

245,574

373

*

Lin TV Corp.

330,853

371

 

Dover Motorsports, Inc.

193,404

358

*

Morton's Restaurant Group Inc.

133,881

357

*

Mac-Gray Corp.

67,333

352

*

Russ Berrie and Co., Inc.

262,535

347

*

Stoneridge, Inc.

160,769

339

*

McCormick & Schmick's Seafood Restaurants, Inc.

83,802

329

 

American Axle & Manufacturing Holdings, Inc.

235,101

310

*

Destination Maternity Corp.

49,107

310

 

Sonic Automotive, Inc.

186,794

299

*

Maxxam Inc.

40,462

287

*

Cumulus Media Inc.

280,064

283

 

Bassett Furniture Industries, Inc.

144,672

281

*

Hastings Entertainment, Inc.

110,957

280

 

AH Belo Corp.

276,742

271

*

Pomeroy IT Solutions, Inc.

70,416

263

*

Carrols Restaurant Group Inc.

74,558

262

*

Reading International Inc. Class A

74,141

259

*

Orbitz Worldwide, Inc.

198,340

256

*

Benihana Inc. Class A

92,072

238

*,^

Jamba Inc.

494,963

238

 

Aaron Rents, Inc. Class A

10,125

235

*

Empire Resorts Inc.

294,992

227

*

Duckwall-ALCO Stores, Inc.

23,108

219

*

Bluegreen Corp.

125,143

218

*

Pier 1 Imports Inc.

363,878

204

*,^

Gander Mountain Co.

68,721

200

*

MarineMax, Inc.

101,965

200

 

Johnson Outdoors Inc.

38,263

193

*

Century Casinos, Inc.

121,886

189

*

Radio One, Inc. Class D

413,901

186

*

MTR Gaming Group Inc.

206,897

186

 

Lakes Entertainment, Inc.

87,456

179

*

New Motion, Inc.

143,806

174

*

Borders Group, Inc.

258,519

163

*,^

Cost Plus, Inc.

170,645

162

*

Valassis Communications, Inc.

101,290

159

 

Beasley Broadcast Group, Inc.

74,814

158

 

Lithia Motors, Inc.

69,247

156

*

Premier Exhibitions Inc.

209,740

155

*

EDCI Holdings, Inc.

36,383

152

*

Navarre Corp.

335,197

151

*

Viacom Inc. Class A

8,058

150

*

Hollywood Media Corp.

161,537

144

 

 

 

 

Canterbury Park Holding Corp.

23,700

143

*

Saga Communications Inc.

34,491

130

*

Blockbuster Inc. Class B

280,668

126

*

Lodgian, Inc.

59,256

124

*

Hayes Lemmerz International, Inc.

607,171

112

 

Belo Corp. Class A

183,989

112

*

Tuesday Morning Corp.

80,099

102

*

Design Within Reach Inc.

184,019

99

*

Trans World Entertainment Corp.

160,982

98

*

Harris Interactive Inc.

388,366

97

*

Benihana Inc.

37,839

96

*

Select Comfort Corp.

131,313

95

^

Orleans Homebuilders, Inc.

37,570

90

*

The Dixie Group, Inc.

80,217

88

*

Nautilus Inc.

139,149

88

*

A.C. Moore Arts & Crafts, Inc.

46,071

87

 

Bon-Ton Stores, Inc.

44,871

79

 

Lifetime Brands, Inc.

55,386

74

*

Tarrant Apparel Group, Inc.

89,701

72

*

Riviera Holdings Corp.

68,400

70

*

Emerson Radio Corp.

135,771

68

*

Shiloh Industries, Inc.

32,722

67

^

Lee Enterprises, Inc.

237,348

66

 

Hallwood Group Inc.

7,400

66

*

RHI Entertainment, Inc.

43,001

65

 

Craftmade International, Inc.

49,016

65

*

Joe's Jeans, Inc.

157,620

58

 

Escalade, Inc.

85,042

54

*

Spanish Broadcasting System, Inc.

320,397

48

*

Six Flags, Inc.

168,633

46

^

The McClatchy Co. Class A

91,147

45

*

4Kids Entertainment Inc.

39,917

44

*

Salem Communications Corp.

75,777

42

 

Cobra Electronics Corp.

43,655

40

*

Champion Enterprises, Inc.

79,900

38

*

Nexstar Broadcasting Group, Inc.

52,253

36

*

Palm Harbor Homes, Inc.

15,633

35

*

Eddie Bauer Holding, Inc.

79,071

34

^

Media General, Inc. Class A

16,135

31

*

Hovnanian Enterprises Class B

19,300

30

*

ChinaCast Education Corp.

8,385

29

 

Tandy Brands Accessories, Inc.

16,602

27

*

Nobel Learning Communities, Inc.

1,986

23

*

WPT Enterprises Inc.

35,397

20

*

Entravision Communications Corp.

77,431

20

*

California Coastal Communities, Inc.

28,604

18

*

Lazare Kaplan International, Inc.

15,258

16

 

 

 

*

Casual Male Retail Group, Inc.

21,755

11

 

Gray Television, Inc.

32,600

10

*

Sport Chalet, Inc. Class A

48,300

9

*

SPAR Group, Inc.

16,174

8

*

Regent Communications, Inc.

58,200

8

 

Libbey, Inc.

7,100

7

*

Lear Corp.

6,703

5

*

Dana Holding Corp.

9,464

4

 

Noble International, Ltd.

17,007

3

*

ValueVision Media, Inc.

4,326

3

*

Emmis Communications, Inc.

6,535

3

*,^

Source Interlink Cos., Inc.

8,923

2

*

Crown Media Holdings, Inc.

700

1

*

Sport Chalet, Inc.

1,825

1

*

Krispy Kreme Doughnuts, Inc. Warrants Exp. 3/2/12

9,739

*,^

Gadzooks, Inc.

257,226

 

7,255,156

Consumer Staples (11.2%)

 

The Procter & Gamble Co.

26,512,534

1,248,475

 

Wal-Mart Stores, Inc.

21,235,241

1,106,356

 

The Coca-Cola Co.

18,732,478

823,292

 

PepsiCo, Inc.

13,972,304

719,294

 

Philip Morris International Inc.

18,199,716

647,546

 

CVS Caremark Corp.

12,921,102

355,201

 

Altria Group, Inc.

18,536,455

296,954

 

Kraft Foods Inc.

13,216,977

294,606

 

Colgate-Palmolive Co.

4,540,702

267,811

 

Walgreen Co.

8,897,782

230,986

 

Costco Wholesale Corp.

3,883,596

179,888

 

Kimberly-Clark Corp.

3,722,385

171,639

 

General Mills, Inc.

3,006,083

149,943

 

Archer-Daniels-Midland Co.

5,193,964

144,288

 

Sysco Corp.

5,390,309

122,899

 

The Kroger Co.

5,576,681

118,337

 

H.J. Heinz Co.

2,828,960

93,525

 

Lorillard, Inc.

1,512,058

93,355

 

Kellogg Co.

2,403,867

88,054

 

Safeway, Inc.

3,856,900

77,871

 

Avon Products, Inc.

3,835,284

73,753

 

ConAgra Foods, Inc.

4,022,452

67,859

 

The Clorox Co.

1,248,178

64,256

 

Bunge Ltd.

1,094,400

61,998

 

Reynolds American Inc.

1,573,829

56,406

 

Campbell Soup Co.

1,949,402

53,336

 

Sara Lee Corp.

6,363,223

51,415

 

The Hershey Co.

1,423,062

49,451

 

Molson Coors Brewing Co. Class B

1,359,583

46,607

 

 

 

 

J.M. Smucker Co.

1,063,271

39,628

*

Dr. Pepper Snapple Group, Inc.

2,286,453

38,664

 

Coca-Cola Enterprises, Inc.

2,637,901

34,794

 

Church & Dwight, Inc.

631,491

32,983

 

McCormick & Co., Inc.

1,059,846

31,340

 

Brown-Forman Corp. Class B

721,669

28,022

 

The Pepsi Bottling Group, Inc.

1,235,813

27,361

*

Ralcorp Holdings, Inc.

507,491

27,344

 

SUPERVALU Inc.

1,906,709

27,228

*

Dean Foods Co.

1,386,550

25,069

*

Energizer Holdings, Inc.

499,404

24,815

 

Tyson Foods, Inc.

2,632,261

24,717

*

Hansen Natural Corp.

666,115

23,980

 

The Estee Lauder Cos. Inc. Class A

959,229

23,645

^

Whole Foods Market, Inc.

1,264,571

21,245

 

Hormel Foods Corp.

668,289

21,192

*

Constellation Brands, Inc. Class A

1,756,489

20,902

 

Alberto-Culver Co.

795,453

17,985

 

Flowers Foods, Inc.

753,678

17,696

*

BJ's Wholesale Club, Inc.

535,376

17,127

 

Corn Products International, Inc.

672,266

14,252

 

Del Monte Foods Co.

1,783,685

13,003

 

Casey's General Stores, Inc.

435,451

11,609

*

Smithfield Foods, Inc.

1,151,262

10,891

 

PepsiAmericas, Inc.

573,835

9,899

 

Herbalife Ltd.

576,426

8,635

*

TreeHouse Foods Inc.

285,408

8,217

*

Chattem, Inc.

145,220

8,140

 

Lancaster Colony Corp.

189,950

7,879

 

Ruddick Corp.

349,383

7,844

*,^

Green Mountain Coffee Roasters, Inc.

153,961

7,390

*

NBTY, Inc.

505,590

7,119

*

United Natural Foods, Inc.

372,023

7,057

 

Universal Corp. (VA)

225,814

6,756

 

Sanderson Farms, Inc.

156,445

5,875

 

Vector Group Ltd.

417,598

5,425

*

Hain Celestial Group, Inc.

368,167

5,243

 

Nu Skin Enterprises, Inc.

465,434

4,882

 

Diamond Foods, Inc.

171,546

4,791

 

Lance, Inc.

228,739

4,762

*

Winn-Dixie Stores, Inc.

489,998

4,684

 

Tootsie Roll Industries, Inc.

195,418

4,245

 

J & J Snack Foods Corp.

119,122

4,120

*

Central European Distribution Corp.

374,422

4,029

 

Nash-Finch Co.

119,345

3,352

 

WD-40 Co.

133,354

3,219

*

The Pantry, Inc.

180,320

3,175

*

Darling International, Inc.

837,273

3,106

 

 

 

*

Smart Balance Inc.

499,997

3,020

*

Alliance One International, Inc.

781,749

3,002

 

Spartan Stores, Inc.

184,961

2,850

 

Weis Markets, Inc.

90,783

2,818

*

Chiquita Brands International, Inc.

392,293

2,601

 

PriceSmart, Inc.

129,493

2,332

*

Central Garden & Pet Co. Class A

303,151

2,280

 

The Andersons, Inc.

143,139

2,024

*,^

USANA Health Sciences, Inc.

82,835

1,852

 

Cal-Maine Foods, Inc.

80,858

1,810

*

Central Garden and Pet Co.

230,992

1,758

 

Village Super Market Inc. Class A

54,936

1,712

*

Bare Escentuals, Inc.

406,448

1,667

*

American Oriental Bioengineering, Inc.

431,345

1,665

 

Coca-Cola Bottling Co.

31,307

1,630

*

The Great Atlantic & Pacific Tea Co., Inc.

294,147

1,562

*,^

Star Scientific, Inc.

358,227

1,533

*

Prestige Brands Holdings Inc.

276,462

1,432

*

Boston Beer Co., Inc. Class A

65,288

1,362

*

Rite Aid Corp.

3,637,106

1,309

 

Ingles Markets, Inc.

84,604

1,263

*

Elizabeth Arden, Inc.

195,175

1,138

 

B&G Foods Inc.

210,319

1,094

 

Arden Group Inc. Class A

8,202

958

 

Tasty Baking Co. Class A

214,445

905

 

Imperial Sugar Co.

125,312

901

*,^

Lifeway Foods, Inc.

107,672

861

*

John B. Sanfilippo & Son, Inc.

158,467

846

*

Nutraceutical International Corp.

123,691

829

 

Oil-Dri Corp. of America

53,760

793

 

Alico, Inc.

32,069

770

*

National Beverage Corp.

79,731

731

 

Calavo Growers, Inc.

60,425

726

 

Farmer Brothers, Inc.

38,062

678

^

Mannatech, Inc.

175,060

583

*

Medifast, Inc.

136,948

568

 

Reliv International, Inc.

143,544

501

*

Physicians Formula Holdings, Inc.

240,600

472

 

Griffin Land & Nurseries, Inc.

12,715

445

*,^

Susser Holdings Corp.

32,374

435

 

Reddy Ice Holdings, Inc.

286,894

422

*

Schiff Nutrition International, Inc.

89,111

401

 

Inter Parfums, Inc.

63,699

371

*

Seneca Foods Corp.

16,890

352

*

Omega Protein Corp.

105,917

280

*

Revlon, Inc.

112,539

279

*

American Dairy, Inc.

15,268

258

*

Zapata Corp.

40,800

233

 

 

 

*

Inventure Group, Inc.

140,275

192

*

Parlux Fragrances, Inc.

120,858

104

 

MGP Ingredients, Inc.

54,774

41

*

Vermont Pure Holdings, Ltd.

33,000

15

*

Jones Soda Co.

7,049

6

 

8,529,407

Energy (12.2%)

 

ExxonMobil Corp.

45,762,194

3,116,405

 

Chevron Corp.

18,279,095

1,229,086

 

ConocoPhillips Co.

12,741,600

498,961

 

Schlumberger Ltd.

10,761,435

437,130

 

Occidental Petroleum Corp.

7,286,099

405,471

 

Apache Corp.

3,010,826

192,964

*

Transocean Ltd.

2,871,490

168,959

 

Devon Energy Corp.

3,773,400

168,633

 

Marathon Oil Corp.

6,347,753

166,882

 

Anadarko Petroleum Corp.

4,129,775

160,607

 

XTO Energy, Inc.

4,929,934

150,955

 

Hess Corp.

2,640,107

143,094

 

Halliburton Co.

8,040,778

124,391

 

EOG Resources, Inc.

2,245,382

122,957

*

National Oilwell Varco Inc.

3,754,456

107,790

*

Southwestern Energy Co.

3,098,485

91,994

 

Chesapeake Energy Corp.

5,174,665

88,280

 

Noble Energy, Inc.

1,554,141

83,737

 

Valero Energy Corp.

4,642,518

83,101

 

Baker Hughes Inc.

2,766,797

78,992

 

Spectra Energy Corp.

5,497,565

77,736

 

Murphy Oil Corp.

1,628,025

72,887

*

Weatherford International Ltd.

6,127,667

67,833

 

Peabody Energy Corp.

2,399,162

60,075

 

Williams Cos., Inc.

5,207,183

59,258

 

Range Resources Corp.

1,397,791

57,533

 

Noble Corp.

2,375,152

57,217

*

Ultra Petroleum Corp.

1,354,865

48,626

*

Petrohawk Energy Corp.

2,470,315

47,504

*

Cameron International Corp.

1,976,447

43,344

 

Smith International, Inc.

1,970,805

42,333

 

CONSOL Energy, Inc.

1,631,504

41,179

 

Diamond Offshore Drilling, Inc.

626,201

39,363

 

El Paso Corp.

6,293,426

39,334

*

FMC Technologies Inc.

1,127,038

35,355

 

ENSCO International, Inc.

1,278,173

33,744

*

Denbury Resources, Inc.

2,226,507

33,086

*

Pride International, Inc.

1,560,994

28,067

 

Sunoco, Inc.

1,053,941

27,908

*

Newfield Exploration Co.

1,193,028

27,082

 

BJ Services Co.

2,629,201

26,161

 

*

Kinder Morgan Management, LLC

634,117

25,847

*

Nabors Industries, Inc.

2,567,402

25,648

 

Cabot Oil & Gas Corp.

931,684

21,960

 

Helmerich & Payne, Inc.

947,725

21,580

*

Oceaneering International, Inc.

491,459

18,120

 

Pioneer Natural Resources Co.

1,059,802

17,455

 

Arch Coal, Inc.

1,288,323

17,225

 

Tesoro Corp.

1,248,319

16,815

*

Plains Exploration & Production Co.

970,543

16,723

 

Tidewater Inc.

441,913

16,408

*

Dresser Rand Group, Inc.

739,862

16,351

*

EXCO Resources, Inc.

1,617,716

16,177

 

Southern Union Co.

1,005,473

15,303

 

Core Laboratories N.V.

197,160

14,424

 

Cimarex Energy Co.

751,480

13,812

*

Concho Resources, Inc.

497,661

12,735

 

Patterson-UTI Energy, Inc.

1,395,466

12,503

*

Comstock Resources, Inc.

416,121

12,400

 

Rowan Cos., Inc.

1,018,181

12,188

 

Frontier Oil Corp.

937,192

11,987

*

Whiting Petroleum Corp.

457,114

11,816

*

Alpha Natural Resources, Inc.

636,902

11,305

 

Walter Industries, Inc.

494,267

11,304

*

Forest Oil Corp.

833,766

10,964

*

Encore Acquisition Co.

453,662

10,557

*

SEACOR Holdings Inc.

171,711

10,013

*,^

Continental Resources, Inc.

458,405

9,723

*

Superior Energy Services, Inc.

702,038

9,049

*

Unit Corp.

428,011

8,954

*

Exterran Holdings, Inc.

554,057

8,876

*

Atwood Oceanics, Inc.

520,730

8,639

*

Arena Resources, Inc.

328,378

8,367

*

Bill Barrett Corp.

367,352

8,170

*

Dril-Quip, Inc.

265,694

8,157

 

Holly Corp.

382,460

8,108

 

World Fuel Services Corp.

252,022

7,971

 

Massey Energy Co.

769,085

7,783

 

St. Mary Land & Exploration Co.

563,279

7,452

*

CNX Gas Corp.

272,875

6,470

*

SandRidge Energy, Inc.

976,691

6,436

*

Oil States International, Inc.

451,238

6,056

 

Foundation Coal Holdings, Inc.

405,368

5,817

*

Mariner Energy Inc.

724,876

5,618

 

Overseas Shipholding Group Inc.

245,306

5,561

*

Quicksilver Resources, Inc.

984,421

5,454

*

Bristow Group, Inc.

252,644

5,414

 

CARBO Ceramics Inc.

189,073

5,377

 

Lufkin Industries, Inc.

134,803

5,106

 

 

 

*

Contango Oil & Gas Co.

129,109

5,061

*

USEC Inc.

1,010,446

4,850

*

Goodrich Petroleum Corp.

239,358

4,634

*

Global Industries Ltd.

1,168,833

4,488

*

Gulfmark Offshore, Inc.

175,924

4,198

 

Penn Virginia Corp.

379,799

4,170

*

Helix Energy Solutions Group, Inc.

777,696

3,997

 

Berry Petroleum Class A

321,732

3,526

*

Key Energy Services, Inc.

1,124,273

3,238

*

Willbros Group, Inc.

325,110

3,154

 

General Maritime Corp.

448,112

3,137

*

James River Coal Co.

252,476

3,116

*

Patriot Coal Corp.

820,959

3,046

*

Hornbeck Offshore Services, Inc.

197,366

3,008

 

Atlas America, Inc.

320,611

2,805

 

Western Refining, Inc.

232,053

2,771

*

Enbridge Energy Management LLC

94,869

2,748

*

Rosetta Resources, Inc.

553,907

2,742

*

TETRA Technologies, Inc.

807,531

2,625

*

NATCO Group Inc.

137,537

2,604

*

Vaalco Energy, Inc.

430,802

2,279

*,^

International Coal Group, Inc.

1,366,625

2,200

*

Carrizo Oil & Gas, Inc.

243,261

2,160

*

Matrix Service Co.

256,402

2,108

*

Cal Dive International, Inc.

304,784

2,063

*

McMoRan Exploration Co.

436,131

2,050

*

Tesco Corp.

261,367

2,044

*

Newpark Resources, Inc.

769,569

1,947

*

Swift Energy Co.

266,661

1,947

*

ION Geophysical Corp.

1,218,680

1,901

*

CVR Energy, Inc.

315,394

1,747

 

Alon USA Energy, Inc.

125,079

1,714

*

Parker Drilling Co.

915,220

1,684

*,^

BPZ Energy, Inc.

439,322

1,626

 

RPC Inc.

235,609

1,562

 

W&T Offshore, Inc.

247,698

1,523

*

Oilsands Quest, Inc.

2,108,947

1,518

*

Clayton Williams Energy, Inc.

47,512

1,389

*

Pioneer Drilling Co.

423,000

1,387

*

Petroleum Development Corp.

113,127

1,336

*

Hercules Offshore, Inc.

793,510

1,254

*

Syntroleum Corp.

842,927

1,231

*

Complete Production Services, Inc.

392,325

1,208

*

Harvest Natural Resources, Inc.

352,251

1,194

*

Endeavor International Corp.

1,295,046

1,127

*,^

Clean Energy Fuels Corp.

183,628

1,118

*

Boots & Coots International Well Control, Inc.

858,520

1,073

*

Bronco Drilling Co., Inc.

203,834

1,072

 

 

 

 

Delek US Holdings, Inc.

103,300

1,070

*

PetroQuest Energy, Inc.

431,936

1,037

 

Gulf Island Fabrication, Inc.

126,325

1,012

*,^

Cheniere Energy, Inc.

234,432

999

*

Dawson Geophysical Co.

68,869

930

*

Rentech, Inc.

1,661,217

914

*

GMX Resources Inc.

139,673

908

*

T-3 Energy Services, Inc.

76,428

900

*

Basic Energy Services Inc.

137,491

890

*

Veneco Inc.

268,329

880

*

ENGlobal Corp.

190,026

863

*

Stone Energy Corp.

254,463

847

*,^

SulphCo, Inc.

698,465

747

*

FX Energy, Inc.

268,800

747

*

Natural Gas Services Group

82,153

739

*

PHI Inc. Non-Voting Shares

73,329

732

 

Panhandle Royalty Co.

41,774

715

*

Credo Pete Corp.

95,730

715

*,^

Delta Petroleum Corp.

578,940

695

*

Superior Well Services, Inc.

135,288

694

*

Westmoreland Coal Co.

95,852

687

*

Brigham Exploration Co.

355,379

675

*

Rex Energy Corp.

232,400

667

*

Double Eagle Petroleum Co.

125,000

646

 

APCO Argentina Inc.

56,737

625

*

Abraxas Petroleum Corp.

606,592

625

*,^

Evergreen Energy, Inc.

395,424

550

*

Warren Resources Inc.

526,696

506

*

Bolt Technology Corp.

69,460

494

*

ATP Oil & Gas Corp.

85,839

440

*

Union Drilling, Inc.

112,687

428

*

Allis-Chalmers Energy Inc.

221,050

427

*

Gulfport Energy Corp.

173,051

402

*

Parallel Petroleum Corp.

303,350

388

*

Gasco Energy Inc.

943,505

368

*

OYO Geospace Corp.

26,677

348

*

Kodiak Oil & Gas Corp.

900,216

324

*,^

Trico Marine Services, Inc.

145,233

305

 

Toreador Resources Corp.

121,222

304

*,^

Pacific Ethanol, Inc.

907,372

299

*,^

GeoGlobal Resources Inc.

363,771

262

 

Barnwell Industries, Inc.

62,895

255

*

RAM Energy Resources, Inc.

346,770

253

*

Approach Resources Inc.

34,160

212

*

National Coal Corp.

154,603

210

*,^

Tri-Valley Corp.

158,282

180

*

Mitcham Industries, Inc.

43,129

164

*

Callon Petroleum Co.

146,642

160

 

 

 

*

TXCO Resources Inc.

337,471

139

*,^

Ngas Resources Inc.

111,141

135

*

The Meridian Resource Corp.

633,127

133

*

American Oil & Gas Inc.

154,760

119

*,^

Verenium Corp.

409,991

119

*

BMB Munai Inc.

182,914

106

 

Crosstex Energy, Inc.

59,867

98

*

Cano Petroleum Inc.

227,791

98

 

Houston American Energy Corp.

36,632

68

*,^

CanArgo Energy Corp.

1,068,229

64

*

Geomet, Inc.

94,535

55

*

Harken Energy Corp.

34,414

51

*

Geokinetics Inc.

13,371

44

*

Edge Petroleum Corp.

2,945

1

*

Energy Partners, Ltd.

456

 

9,291,040

Financials (12.2%)

 

JPMorgan Chase & Co.

33,578,303

892,511

 

Wells Fargo & Co.

35,545,595

506,169

 

Bank of America Corp.

57,510,803

392,224

 

The Goldman Sachs Group, Inc.

3,580,382

379,592

 

Bank of New York Mellon Corp.

10,332,549

291,894

 

U.S. Bancorp

15,785,137

230,621

 

The Travelers Cos., Inc.

5,258,688

213,713

*

Berkshire Hathaway Inc. Class B

73,367

206,895

 

Morgan Stanley

8,598,837

195,796

 

MetLife, Inc.

7,139,611

162,569

 

Charles Schwab Corp.

8,834,005

136,927

 

The Chubb Corp.

3,200,134

135,430

 

CME Group, Inc.

542,381

133,637

 

American Express Co.

9,391,599

128,007

 

Ace Ltd.

3,001,127

121,246

 

State Street Corp.

3,886,236

119,618

 

PNC Financial Services Group

3,851,138

112,800

 

Northern Trust Corp.

1,806,267

108,051

 

Marsh & McLennan Cos., Inc.

4,624,944

93,655

 

Aon Corp.

2,184,443

89,169

 

The Allstate Corp.

4,580,813

87,723

 

BB&T Corp.

4,970,620

84,103

 

AFLAC Inc.

4,193,686

81,190

 

Franklin Resources, Inc.

1,465,548

78,949

 

Simon Property Group, Inc. REIT

2,255,546

78,132

 

Progressive Corp. of Ohio

5,774,630

77,611

*

Berkshire Hathaway Inc. Class A

848

73,522

 

Prudential Financial, Inc.

3,796,728

72,214

^

Citigroup Inc.

27,639,429

69,928

 

Annaly Capital Management Inc. REIT

4,869,582

67,541

 

Loews Corp.

2,942,646

65,032

 

 

 

 

T. Rowe Price Group Inc.

2,208,638

63,741

 

Public Storage, Inc. REIT

1,143,247

63,164

 

People's United Financial Inc.

3,130,516

56,255

 

Hudson City Bancorp, Inc.

4,224,479

49,384

 

Invesco, Ltd.

3,465,681

48,034

 

Equity Residential REIT

2,450,398

44,965

 

Plum Creek Timber Co. Inc. REIT

1,502,127

43,667

 

Capital One Financial Corp.

3,526,243

43,161

 

Vornado Realty Trust REIT

1,272,722

42,305

 

Moody's Corp.

1,836,183

42,085

 

HCP, Inc. REIT

2,275,786

40,623

 

Ameriprise Financial, Inc.

1,951,302

39,982

 

Everest Re Group, Ltd.

553,480

39,186

*

IntercontinentalExchange Inc.

520,770

38,782

 

Boston Properties, Inc. REIT

1,088,434

38,128

 

Unum Group

2,984,061

37,301

 

SunTrust Banks, Inc.

3,032,333

35,600

 

Fidelity National Financial, Inc. Class A

1,814,672

35,404

 

KeyCorp

4,461,036

35,108

 

Avalonbay Communities, Inc. REIT

718,555

33,815

 

Willis Group Holdings Ltd.

1,499,309

32,985

 

New York Community Bancorp, Inc.

2,948,562

32,935

 

Cincinnati Financial Corp.

1,390,991

31,812

 

PartnerRe Ltd.

495,679

30,767

 

Health Care Inc. REIT

980,609

29,997

*

TD Ameritrade Holding Corp.

2,135,231

29,488

 

W.R. Berkley Corp.

1,306,826

29,469

^

M & T Bank Corp.

646,568

29,251

 

Ventas, Inc. REIT

1,292,200

29,217

 

Axis Capital Holdings Ltd.

1,210,404

27,282

 

Regions Financial Corp.

6,232,918

26,552

 

HCC Insurance Holdings, Inc.

1,033,294

26,029

 

RenaissanceRe Holdings Ltd.

525,641

25,988

*

Leucadia National Corp.

1,678,166

24,988

 

Comerica, Inc.

1,355,764

24,824

*

Nasdaq OMX Group, Inc.

1,262,504

24,720

 

Discover Financial Services

3,890,352

24,548

 

Federal Realty Investment Trust REIT

531,318

24,441

*

Markel Corp.

84,061

23,863

 

Assurant, Inc.

1,060,177

23,091

 

Eaton Vance Corp.

990,846

22,641

 

Cullen/Frost Bankers, Inc.

481,518

22,602

^

American International Group, Inc.

21,813,126

21,813

 

Rayonier Inc. REIT

710,881

21,483

 

NYSE Euronext

1,194,360

21,379

 

Old Republic International Corp.

1,974,976

21,369

 

The Hartford Financial Services Group Inc.

2,710,251

21,275

 

Commerce Bancshares, Inc.

579,904

21,050

 

 

 

 

Reinsurance Group of America, Inc.

649,030

21,022

*

SLM Corp.

4,212,042

20,850

 

Digital Realty Trust, Inc. REIT

625,245

20,746

 

Brown & Brown, Inc.

1,083,850

20,496

*

Arch Capital Group Ltd.

380,394

20,488

 

First Horizon National Corp.

1,900,318

20,409

 

Legg Mason Inc.

1,267,455

20,153

 

Torchmark Corp.

767,270

20,125

 

Nationwide Health Properties, Inc. REIT

896,030

19,883

 

The Principal Financial Group, Inc.

2,337,912

19,124

 

First American Corp.

711,988

18,875

 

Federated Investors, Inc.

826,283

18,393

^

Realty Income Corp. REIT

941,123

17,712

 

Host Hotels & Resorts Inc. REIT

4,475,043

17,542

 

AMB Property Corp. REIT

1,189,042

17,122

^

Raymond James Financial, Inc.

868,261

17,105

 

Associated Banc-Corp.

1,095,623

16,916

 

Regency Centers Corp. REIT

631,382

16,776

 

Liberty Property Trust REIT

885,311

16,768

 

Kimco Realty Corp. REIT

2,162,922

16,481

 

XL Capital Ltd. Class A

2,982,729

16,286

 

Aspen Insurance Holdings Ltd.

697,226

15,660

 

ProLogis REIT

2,397,209

15,582

*

Affiliated Managers Group, Inc.

370,914

15,471

 

Lincoln National Corp.

2,304,584

15,418

 

SEI Investments Co.

1,202,749

14,686

 

Arthur J. Gallagher & Co.

859,550

14,612

 

Senior Housing Properties Trust REIT

1,034,076

14,498

^

Valley National Bancorp

1,157,229

14,315

 

Jefferies Group, Inc.

1,033,889

14,268

 

Bank of Hawaii Corp.

430,797

14,208

 

BancorpSouth, Inc.

675,608

14,080

*,^

The St. Joe Co.

830,408

13,901

 

Essex Property Trust, Inc. REIT

242,115

13,883

 

Fifth Third Bancorp

4,686,439

13,684

 

Allied World Assurance Holdings, Ltd.

354,478

13,481

*

Alleghany Corp.

49,630

13,441

*

ProAssurance Corp.

287,126

13,386

 

FirstMerit Corp.

731,944

13,321

 

The Hanover Insurance Group Inc.

460,539

13,273

 

Waddell & Reed Financial, Inc.

725,926

13,117

 

Alexandria Real Estate Equities, Inc. REIT

355,711

12,948

 

TCF Financial Corp.

1,064,417

12,518

 

City National Corp.

370,243

12,503

 

Highwood Properties, Inc. REIT

574,908

12,315

 

Platinum Underwriters Holdings, Ltd.

430,789

12,217

 

White Mountains Insurance Group Inc.

70,804

12,172

 

TFS Financial Corp.

987,266

11,976

 

 

 

 

Marshall & Ilsley Corp.

2,110,680

11,883

 

Westamerica Bancorporation

260,312

11,860

 

Mack-Cali Realty Corp. REIT

595,382

11,795

 

Greenhill & Co., Inc.

157,873

11,659

 

Corporate Office Properties Trust, Inc. REIT

464,800

11,541

 

UDR, Inc. REIT

1,334,218

11,488

 

IPC Holdings Ltd.

423,177

11,443

*

Knight Capital Group, Inc. Class A

768,005

11,320

 

National Retail Properties REIT

708,932

11,229

 

First Niagara Financial Group, Inc.

1,019,150

11,109

*

MSCI, Inc.-Class A Shares

651,430

11,016

 

MFA Mortgage Investments, Inc. REIT

1,870,591

10,999

 

UMB Financial Corp.

258,303

10,975

 

Endurance Specialty Holdings Ltd.

438,285

10,931

 

American Financial Group, Inc.

680,298

10,919

 

Washington Federal Inc.

793,367

10,544

 

Fulton Financial Corp.

1,583,164

10,496

 

Omega Healthcare Investors, Inc. REIT

742,063

10,448

 

Camden Property Trust REIT

482,246

10,407

 

Erie Indemnity Co. Class A

300,856

10,283

 

Prosperity Bancshares, Inc.

374,236

10,235

 

Hospitality Properties Trust REIT

852,004

10,224

 

Montpelier Re Holdings Ltd.

787,794

10,210

 

NewAlliance Bancshares, Inc.

868,810

10,200

 

StanCorp Financial Group, Inc.

441,929

10,067

*

Investment Technology Group, Inc.

390,632

9,969

 

Zions Bancorp

989,768

9,729

 

Janus Capital Group Inc.

1,424,234

9,471

 

CIT Group Inc.

3,273,200

9,329

 

BRE Properties Inc. Class A REIT

461,464

9,059

*

Signature Bank

319,461

9,018

 

Home Properties, Inc. REIT

291,477

8,934

 

Tanger Factory Outlet Centers, Inc. REIT

286,750

8,849

 

Transatlantic Holdings, Inc.

238,691

8,514

 

Glacier Bancorp, Inc.

541,606

8,509

*

Stifel Financial Corp.

196,413

8,507

*

Argo Group International Holdings

279,075

8,409

 

Potlatch Corp. REIT

357,734

8,296

 

R.L.I. Corp.

164,637

8,265

 

Synovus Financial Corp.

2,534,975

8,239

 

Washington REIT

473,452

8,191

 

Tower Group, Inc.

331,531

8,166

 

Taubman Co. REIT

478,835

8,159

 

Zenith National Insurance Corp.

337,688

8,142

 

Equity Lifestyle Properties, Inc. REIT

213,353

8,129

*

MBIA, Inc.

1,772,275

8,117

 

Trustmark Corp.

440,405

8,095

 

Healthcare Realty Trust Inc. REIT

532,190

7,978

 

 

 

 

Hatteras Financial Corp. REIT

318,343

7,955

*

CB Richard Ellis Group, Inc.

1,973,869

7,955

 

Mid-America Apartment Communities, Inc. REIT

255,237

7,869

 

Capitol Federal Financial

200,903

7,596

 

Genworth Financial Inc.

3,931,115

7,469

 

Max Re Capital Ltd.

433,114

7,467

 

BOK Financial Corp.

214,963

7,427

 

Mercury General Corp.

249,619

7,414

 

Duke Realty Corp. REIT

1,333,617

7,335

 

Susquehanna Bancshares, Inc.

783,092

7,306

 

Jones Lang LaSalle Inc.

314,055

7,305

 

Odyssey Re Holdings Corp.

191,307

7,256

 

Redwood Trust, Inc. REIT

462,032

7,092

*

PHH Corp.

490,255

6,888

 

First Financial Bankshares, Inc.

142,382

6,859

^

Fannie Mae

9,747,798

6,823

 

Hancock Holding Co.

216,855

6,783

 

Astoria Financial Corp.

737,430

6,777

^

Weingarten Realty Investors REIT

710,215

6,761

 

Old National Bancorp

603,300

6,739

 

Franklin Street Properties Corp. REIT

543,262

6,682

 

Whitney Holdings Corp.

581,391

6,657

 

American Campus Communities, Inc. REIT

382,370

6,638

 

HRPT Properties Trust REIT

2,058,394

6,566

 

Douglas Emmett, Inc. REIT

881,951

6,518

^

United Bankshares, Inc.

373,620

6,441

 

EastGroup Properties, Inc. REIT

227,316

6,381

 

F.N.B. Corp.

814,721

6,249

*,^

E*TRADE Financial Corp.

4,865,838

6,228

 

IBERIABANK Corp.

134,561

6,182

*,^

AmeriCredit Corp.

1,054,734

6,181

 

National Health Investors REIT

225,706

6,065

 

NBT Bancorp, Inc.

280,159

6,063

 

First Commonwealth Financial Corp.

682,729

6,056

 

Wilmington Trust Corp.

616,869

5,977

*

Interactive Brokers Group, Inc.

368,622

5,946

*

SVB Financial Group

297,025

5,943

 

Unitrin, Inc.

423,742

5,924

 

Selective Insurance Group

480,515

5,843

 

Capstead Mortgage Corp. REIT

535,066

5,747

*

Navigators Group, Inc.

121,625

5,738

 

Park National Corp.

100,973

5,629

 

SL Green Realty Corp. REIT

518,750

5,602

 

Anworth Mortgage Asset Corp. REIT

902,335

5,531

*

KBW Inc.

271,051

5,516

 

National Penn Bancshares Inc.

654,467

5,432

 

Huntington Bancshares Inc.

3,268,575

5,426

 

Popular, Inc.

2,431,651

5,301

 

 

 

 

Provident Financial Services Inc.

483,912

5,231

 

Apartment Investment & Management Co. Class A REIT

953,920

5,227

 

First Citizens BancShares Class A

39,521

5,209

 

Kilroy Realty Corp. REIT

301,838

5,189

 

Investors Real Estate Trust REIT

524,468

5,171

 

PS Business Parks, Inc. REIT

139,070

5,125

 

Chimera Investment Corp . REIT

1,516,836

5,097

 

Brookline Bancorp, Inc.

534,976

5,082

 

Delphi Financial Group, Inc.

374,834

5,045

 

DCT Industrial Trust Inc. REIT

1,586,496

5,029

 

Community Bank System, Inc.

297,369

4,981

 

Umpqua Holdings Corp.

547,984

4,965

*,^

MF Global Ltd.

1,166,706

4,935

 

BioMed Realty Trust, Inc. REIT

725,523

4,912

 

Financial Federal Corp.

228,267

4,835

*

Ocwen Financial Corp.

421,284

4,815

 

PacWest Bancorp

333,138

4,774

 

Bank Mutual Corp.

525,232

4,759

 

Entertainment Properties Trust REIT

299,193

4,715

*

Hilltop Holdings Inc.

411,158

4,687

^

Equity One, Inc. REIT

377,004

4,596

 

Cash America International Inc.

291,175

4,560

 

S & T Bancorp, Inc.

214,766

4,555

^

iStar Financial Inc. REIT

1,600,765

4,498

 

Sterling Bancshares, Inc.

686,903

4,492

*

thinkorswim Group, Inc.

517,084

4,468

 

Apollo Investment Corp.

1,272,187

4,427

*

Piper Jaffray Cos., Inc.

171,522

4,424

 

WesBanco, Inc.

192,910

4,404

^

Freddie Mac

5,790,184

4,401

 

Infinity Property & Casualty Corp.

129,129

4,381

*

Texas Capital Bancshares, Inc.

384,937

4,334

^

The Macerich Co. REIT

689,589

4,317

 

optionsXpress Holdings Inc.

369,412

4,200

 

Assured Guaranty Ltd.

616,922

4,177

 

Employers Holdings, Inc.

435,157

4,151

 

Ares Capital Corp.

847,721

4,103

 

Harleysville Group, Inc.

128,109

4,075

 

TrustCo Bank NY

675,737

4,068

 

Post Properties, Inc. REIT

397,120

4,027

 

Extra Space Storage Inc. REIT

727,071

4,006

 

DiamondRock Hospitality Co. REIT

992,273

3,979

 

Sovran Self Storage, Inc. REIT

193,715

3,890

 

United Fire & Casualty Co.

175,260

3,849

 

Cathay General Bancorp

367,408

3,832

 

International Bancshares Corp.

490,633

3,827

*

CNA Surety Corp.

204,008

3,762

 

PrivateBancorp, Inc.

259,786

3,756

 

 

 

 

City Holding Co.

136,999

3,739

*

PICO Holdings, Inc.

123,499

3,714

 

Inland Real Estate Corp. REIT

519,365

3,682

 

CVB Financial Corp.

552,824

3,665

 

First Midwest Bancorp, Inc.

424,648

3,648

*

Investors Bancorp, Inc.

424,947

3,599

 

American Physicians Capital, Inc.

87,484

3,580

 

Chemical Financial Corp.

167,483

3,485

^

American Capital Ltd.

1,832,841

3,427

*

EZCORP, Inc.

293,903

3,400

 

Getty Realty Holding Corp. REIT

180,747

3,317

*,^

Portfolio Recovery Associates, Inc.

122,687

3,293

*

Beneficial Mutual Bancorp, Inc.

333,945

3,289

*

Pinnacle Financial Partners, Inc.

138,087

3,274

 

DuPont Fabros Technology Inc. REIT

472,937

3,254

 

MB Financial, Inc.

238,152

3,239

*,^

Citizens, Inc.

444,400

3,231

*

Greenlight Capital Re. Ltd.

201,275

3,214

 

Safety Insurance Group, Inc.

103,184

3,207

*

Enstar Group Ltd.

56,683

3,192

 

Provident New York Bancorp, Inc.

372,382

3,184

*

Riskmetrics Group Inc.

221,793

3,169

 

SWS Group, Inc.

203,979

3,168

 

Horace Mann Educators Corp.

373,356

3,125

^

Allied Capital Corp.

1,950,612

3,101

*

Amerisafe Inc.

201,699

3,090

 

S.Y. Bancorp, Inc.

126,501

3,074

 

Protective Life Corp.

583,211

3,062

 

First Financial Corp. (IN)

82,446

3,042

*

First Cash Financial Services, Inc.

203,580

3,037

 

Community Trust Bancorp Inc.

113,187

3,028

 

First BanCorp Puerto Rico

686,125

2,923

 

East West Bancorp, Inc.

637,073

2,911

 

Pacific Capital Bancorp

429,947

2,911

 

Acadia Realty Trust REIT

273,565

2,903

 

Alexander's, Inc. REIT

16,707

2,847

 

Meadowbrook Insurance Group, Inc.

445,723

2,719

 

Dime Community Bancshares

288,553

2,707

 

Stewart Information Services Corp.

138,648

2,704

 

First Source Corp.

149,703

2,702

 

Bank of the Ozarks, Inc.

115,427

2,664

 

TowneBank

162,817

2,659

 

Arrow Financial Corp.

111,584

2,643

 

Essa Bancorp Inc.

196,467

2,615

 

Northwest Bancorp, Inc.

154,449

2,610

 

First Financial Bancorp

273,726

2,609

 

Forest City Enterprise Class A

710,088

2,556

*

LaBranche & Co. Inc.

679,369

2,541

 

 

 

 

Suffolk Bancorp

96,307

2,503

 

LTC Properties, Inc. REIT

142,187

2,494

 

Simmons First National Corp.

98,579

2,483

 

TriCo Bancshares

148,320

2,483

^

Cousins Properties, Inc. REIT

384,801

2,478

 

Wintrust Financial Corp.

195,265

2,402

 

State Auto Financial Corp.

136,042

2,394

*

FPIC Insurance Group, Inc.

64,401

2,385

*

Oritani Financial Corp.

169,832

2,378

*

Citizens Banking Corp.

1,526,775

2,366

 

Ambac Financial Group, Inc.

3,019,508

2,355

 

Harleysville National Corp.

382,315

2,317

 

StellarOne Corp.

193,691

2,307

 

Saul Centers, Inc. REIT

100,416

2,307

 

Universal Health Realty Income REIT

78,581

2,297

^

United Community Banks, Inc.

545,729

2,270

 

Westfield Financial, Inc.

256,984

2,261

 

Developers Diversified Realty Corp. REIT

1,046,864

2,230

 

Brandywine Realty Trust REIT

780,914

2,226

*

eHealth, Inc.

138,393

2,216

*

TradeStation Group, Inc.

331,883

2,190

 

First Merchants Corp.

202,968

2,190

 

Medical Properties Trust Inc. REIT

593,065

2,165

*

World Acceptance Corp.

126,348

2,161

 

Home Bancshares Inc.

107,364

2,144

 

Gamco Investors Inc. Class A

65,294

2,132

*

First Mercury Financial Corp.

145,881

2,107

 

Ashford Hospitality Trust REIT

1,351,341

2,081

*

MarketAxess Holdings, Inc.

272,056

2,078

 

CapitalSource Inc. REIT

1,699,867

2,074

*

Tejon Ranch Co.

98,794

2,042

*

Forestar Real Estate Group, Inc.

262,948

2,012

 

MGIC Investment Corp.

1,413,814

2,008

 

Donegal Group Inc. Class A

129,787

1,995

^

Boston Private Financial Holdings, Inc.

566,615

1,989

 

Tompkins Trustco, Inc.

45,975

1,977

 

Sun Communities, Inc. REIT

166,442

1,969

 

National Western Life Insurance Co. Class A

17,350

1,961

*

Seabright Insurance Holdings, Inc.

186,757

1,953

*

Dollar Financial Corp.

204,072

1,943

 

Abington Community Bancorp Inc.

234,345

1,940

^

Colonial BancGroup, Inc.

2,153,881

1,938

 

Renasant Corp.

153,875

1,933

 

Sterling Financial Corp.

929,569

1,924

 

Webster Financial Corp.

452,485

1,923

 

Sterling Bancorp

193,444

1,915

^

General Growth Properties Inc. REIT

2,686,876

1,908

 

Mission West Properties Inc. REIT

295,791

1,893

 

 

 

 

Kearny Financial Corp.

180,627

1,893

 

LaSalle Hotel Properties REIT

321,384

1,877

*

Nelnet, Inc.

212,233

1,876

 

Amtrust Financial Services Inc.

194,668

1,859

 

BancFirst Corp.

50,927

1,854

 

OneBeacon Insurance Group Ltd.

187,692

1,813

 

Flagstone Reinsurance Holdings Ltd.

230,929

1,799

 

Hercules Technology Growth Capital, Inc.

349,830

1,749

 

Washington Trust Bancorp, Inc.

107,508

1,747

 

BankFinancial Corp.

171,769

1,713

*

Guaranty Bancorp

978,352

1,712

 

BlackRock Kelso Capital Corp.

407,789

1,709

 

Evercore Partners Inc.

110,100

1,701

 

Prospect Energy Corp.

198,636

1,692

 

UCBH Holdings, Inc.

1,112,386

1,680

 

Sandy Spring Bancorp, Inc.

149,926

1,673

 

Provident Bankshares Corp.

237,249

1,673

 

Lakeland Bancorp, Inc.

206,951

1,662

 

Republic Bancorp, Inc. Class A

88,801

1,658

 

American Equity Investment Life Holding Co.

398,418

1,657

 

Independent Bank Corp. (MA)

110,779

1,634

 

Urstadt Biddle Properties Class A REIT

121,362

1,629

 

Great Southern Bancorp, Inc.

115,968

1,625

 

Union Bankshares Corp.

116,591

1,615

 

Danvers Bancorp, Inc.

116,385

1,607

 

Capital Southwest Corp.

20,888

1,596

 

Lakeland Financial Corp.

83,137

1,595

 

Berkshire Hills Bancorp, Inc.

69,343

1,589

 

Clifton Savings Bancorp, Inc.

157,720

1,577

^

First Busey Corp.

201,489

1,564

 

Cardinal Financial Corp.

271,647

1,559

 

First Bancorp (NC)

130,213

1,559

 

Mainsource Financial Group, Inc.

193,300

1,554

 

Medallion Financial Corp.

207,588

1,538

 

OceanFirst Financial Corp.

148,604

1,519

 

Southside Bancshares, Inc.

80,019

1,512

 

Consolidated-Tomoka Land Co.

50,755

1,507

 

Student Loan Corp.

34,677

1,506

 

Compass Diversified Trust

168,812

1,506

 

Colonial Properties Trust REIT

393,915

1,501

 

Peoples Bancorp, Inc.

114,956

1,492

 

Northfield Bancorp, Inc.

136,156

1,488

*

Conseco, Inc.

1,609,762

1,481

^

NorthStar Realty Finance Corp. REIT

637,971

1,480

*

FBR Capital Markets Corp.

442,048

1,454

 

Univest Corp. of Pennsylvania

81,746

1,431

 

Lexington Realty Trust REIT

600,734

1,430

 

Presidential Life Corp.

182,099

1,419

 

 

 

*

Sun Bancorp, Inc. (NJ)

269,893

1,401

*,^

Western Alliance Bancorp

306,196

1,396

*

Republic First Bancorp, Inc.

195,203

1,392

 

Monmouth Real Estate Investment Corp. REIT

210,332

1,390

 

SCBT Financial Corp.

65,963

1,379

 

West Bancorporation

184,751

1,376

 

MVC Capital, Inc.

162,437

1,366

 

Central Pacific Financial Co.

243,134

1,362

 

GFI Group Inc.

419,971

1,348

 

WSFS Financial Corp.

60,043

1,343

 

Camden National Corp.

58,650

1,340

 

Cohen & Steers, Inc.

119,419

1,333

*

Virginia Commerce Bancorp, Inc.

350,353

1,328

 

CBL & Associates Properties, Inc. REIT

556,344

1,313

 

National Bankshares, Inc.

67,817

1,280

^

Pennsylvania REIT

359,586

1,277

 

EMC Insurance Group, Inc.

60,423

1,273

 

BancTrust Financial Group, Inc.

201,005

1,272

*

Credit Acceptance Corp.

58,391

1,255

 

First Bancorp, Inc.

78,651

1,247

 

Heartland Financial USA, Inc.

91,584

1,240

 

Capital City Bank Group, Inc.

107,934

1,237

 

First Financial Northwest, Inc.

147,627

1,231

 

Sunstone Hotel Investors, Inc. REIT

464,508

1,222

*

Penson Worldwide, Inc.

188,960

1,215

 

Parkway Properties Inc. REIT

117,288

1,208

 

Columbia Banking System, Inc.

188,266

1,205

*

Crawford & Co. Class B

176,247

1,184

*

Tree.com, Inc.

254,017

1,174

 

Ames National Corp.

68,402

1,169

 

German American Bancorp

97,495

1,165

 

BGC Partners, Inc.

526,892

1,164

 

First Potomac REIT

158,212

1,163

 

Oriental Financial Group Inc.

233,813

1,141

*

Rewards Network Inc.

324,433

1,135

*,^

The First Marblehead Corp.

878,292

1,133

 

Southwest Bancorp, Inc.

120,524

1,130

 

TICC Capital Corp.

320,526

1,123

 

First of Long Island Corp.

55,566

1,122

 

Agree Realty Corp. REIT

71,430

1,121

*

Harris & Harris Group, Inc.

302,756

1,120

 

Peapack Gladstone Financial Corp.

61,065

1,101

*

Bank of Florida Corp.

287,170

1,080

 

Flushing Financial Corp.

177,183

1,067

 

The Phoenix Cos., Inc.

900,944

1,054

 

Smithtown Bancorp, Inc.

92,685

1,045

 

Westwood Holdings Group, Inc.

26,554

1,038

*

The Bancorp Inc.

244,900

1,033

 

 

 

 

CapLease, Inc. REIT

523,635

1,032

 

Radian Group, Inc.

565,253

1,029

 

First Community Bancshares, Inc.

87,178

1,017

^

Cascade Bancorp

610,167

995

 

Gladstone Capital Corp.

156,789

981

^

Centerstate Banks of Florida

88,926

979

^

Old Second Bancorp, Inc.

153,667

976

 

Hanmi Financial Corp.

746,995

971

 

Bryn Mawr Bank Corp.

56,682

955

^

Life Partners Holdings

55,983

955

 

American Capital Agency Corp. REIT

55,200

944

 

Resource Capital Corp. REIT

305,817

930

 

Baldwin & Lyons, Inc. Class B

48,673

921

 

Calamos Asset Management, Inc.

189,869

913

 

First Industrial Realty Trust REIT

372,289

912

*

PMA Capital Corp. Class A

215,530

899

^

Frontier Financial Corp.

801,794

882

*

First Acceptance Corp.

362,113

876

 

Sanders Morris Harris Group Inc.

223,285

871

 

First Financial Holdings, Inc.

112,238

859

 

RAIT Financial Trust REIT

698,721

852

 

Associated Estates Realty Corp. REIT

149,964

852

 

U-Store-It Trust REIT

420,995

850

 

LSB Corp.

95,020

849

 

Merchants Bancshares, Inc.

44,936

831

 

Ramco-Gershenson Properties Trust REIT

128,181

827

 

Bancorp Rhode Island Inc.

45,668

825

 

National Interstate Corp.

48,384

818

*,^

Guaranty Financial Group, Inc.

777,786

817

 

U.S. Global Investors, Inc. Class A

162,160

790

 

Kohlberg Capital Corp.

257,191

787

 

Citizens & Northern Corp.

42,336

783

 

Wilshire Bancorp Inc.

151,485

782

*

Thomas Weisel Partners Group, Inc.

216,507

775

 

ESB Financial Corp.

70,236

772

 

ViewPoint Financial Group

63,333

762

 

Kite Realty Group Trust REIT

309,547

758

 

The South Financial Group, Inc.

688,482

757

 

Fifth Street Finance Corp.

96,341

746

 

Cedar Shopping Centers, Inc. REIT

428,458

745

 

NGP Capital Resources Co.

148,479

738

 

NYMAGIC, Inc.

59,242

723

 

Kansas City Life Insurance Co.

19,744

708

^

Macatawa Bank Corp.

189,334

701

 

TF Financial Corp.

38,422

699

 

Rome Bancorp, Inc.

86,343

698

*,^

CompuCredit Corp.

280,713

688

 

Nara Bancorp, Inc.

233,683

687

 

 

 

 

Enterprise Financial Services Corp.

70,392

687

*

Flagstar Bancorp, Inc.

908,301

681

 

Eastern Virginia Bankshares, Inc.

81,081

680

 

Shore Bancshares, Inc.

40,190

673

^

United Security Bancshares, Inc.

42,856

673

*

Irwin Financial Corp.

345,012

673

*

Broadpoint Securities Group

203,783

672

^

Greene County Bancshares

76,085

670

*

Pennsylvania Commerce Bancorp, Inc.

36,020

663

*

Asset Acceptance Capital Corp.

123,383

655

 

Taylor Capital Group, Inc.

146,239

651

 

Glimcher Realty Trust REIT

462,535

648

 

Independent Bank Corp. (MI)

275,184

644

 

K-Fed Bancorp

78,921

623

 

Gladstone Commercial Corp. REIT

69,243

615

 

Gladstone Investment Corp.

160,567

613

 

Indiana Community Bancorp

45,531

592

 

American National Bankshares Inc.

37,940

592

*

Superior Bancorp

146,938

588

 

Hersha Hospitality Trust REIT

309,135

587

 

Care Investment Trust Inc.

106,401

581

 

State Bancorp, Inc.

75,088

578

*

United America Indemnity, Ltd.

143,485

577

 

Mercantile Bank Corp.

106,988

575

 

First South Bancorp, Inc.

54,026

574

 

Capitol Bancorp Ltd.

138,217

574

 

Kayne Anderson Energy Development Co.

61,200

572

 

Ameris Bancorp

120,842

569

*

Pacific Mercantile Bancorp

158,591

560

 

Education Realty Trust, Inc. REIT

156,362

546

 

PremierWest Bancorp

134,122

539

 

CoBiz Inc.

102,539

538

 

Eastern Insurance Holdings, Inc.

68,800

535

*,^

Community Bancorp

273,923

534

 

Alliance Bancorp, Inc. of Pennsylvania

68,209

529

^

W Holding Co., Inc.

57,931

527

^

City Bank Lynnwood (WA)

159,099

525

 

Heritage Commerce Corp.

98,860

519

 

Patriot Capital Funding Inc.

281,538

515

*

Ampal-American Israel Corp.

299,882

513

 

FBL Financial Group, Inc. Class A

121,971

506

 

Urstadt Biddle Properties REIT

37,652

505

 

Federal Agricultural Mortgage Corp. Class C

186,556

500

 

Farmers Capital Bank Corp.

31,699

497

 

Financial Institutions, Inc.

64,801

494

*,^

International Assets Holding Corp.

48,377

493

 

Comm Bancorp, Inc.

13,123

486

 

PMC Commercial Trust REIT

87,083

483

 

 

Heritage Financial Corp.

45,979

480

 

Penns Woods Bancorp, Inc.

18,790

475

 

First United Corp.

56,247

471

 

Center Financial Corp.

166,418

469

 

Hampton Roads Bankshares, Inc.

60,240

469

*,^

Ladenburg Thalmann Financial Services, Inc.

877,990

465

 

Preferred Bank

88,424

463

*

American Safety Insurance Holdings, Ltd.

39,148

451

 

Ameriserv Financial Inc.

270,601

449

*

Encore Capital Group, Inc.

97,661

442

 

Citizens South Banking Corp.

84,032

440

 

United Financial Bancorp, Inc.

33,463

438

 

BRT Realty Trust REIT

122,856

436

 

Center Bancorp, Inc.

60,376

436

 

First Place Financial Corp.

129,564

435

 

CFS Bancorp, Inc.

110,858

432

*,^

First Regional Bancorp

267,244

430

 

American Physicians Service Group, Inc.

22,260

427

*

Avatar Holding, Inc.

28,240

423

*

NewStar Financial, Inc.

181,654

421

 

Winthrop Realty Trust REIT

60,830

420

 

Cadence Financial Corp.

91,911

406

 

Resource America, Inc.

101,487

405

 

First State Bancorporation

286,754

404

 

The PMI Group Inc.

651,678

404

 

Roma Financial Corp.

30,606

396

 

Integra Bank Corp.

207,677

392

 

Parkvale Financial Corp.

35,573

391

 

UMH Properties, Inc. REIT

71,751

387

 

Yadkin Valley Bank and Trust Co.

51,843

386

 

Provident Financial Holdings, Inc.

73,034

384

 

PennantPark Investment Corp.

102,303

384

 

Jefferson Bancshares, Inc.

49,434

380

 

Codorus Valley Bancorp, Inc.

47,147

380

 

Seacoast Banking Corp. of Florida

124,245

376

*

Virtus Investment Partners Inc.

57,681

375

 

LNB Bancorp, Inc.

74,555

373

 

Amcore Financial, Inc.

231,904

371

 

One Liberty Properties, Inc. REIT

104,455

368

 

Banner Corp.

125,836

366

*,^

Primus Guaranty, Ltd.

223,759

351

*

Reis, Inc.

108,078

351

 

Intervest Bancshares Corp.

162,007

348

 

Cogdell Spencer Inc. REIT

68,049

347

 

Capital Bank Corp.

74,781

341

 

Middleburg Financial Corp.

29,701

341

 

West Coast Bancorp

151,355

336

 

Firstbank Corp.

63,823

320

 

^

BankAtlantic Bancorp, Inc. Class A

156,878

315

 

NewBridge Bancorp.

149,235

315

 

North Valley Bancorp

72,641

314

 

Century Bancorp, Inc. Class A

23,412

314

*

Maui Land & Pineapple Co., Inc.

36,883

313

 

Commercial National Financial Corp.

21,300

309

 

Midwest Banc Holdings, Inc.

304,380

307

 

Sierra Bancorp

31,501

306

 

Investors Title Co.

10,524

305

 

Cheviot Financial Corp.

44,479

302

 

Pacific Continental Corp.

25,900

301

*

Stratus Properties Inc.

49,372

299

*

Marlin Business Services Inc.

75,930

298

 

Hawthorn Bancshares Inc.

26,069

296

^

ASTA Funding, Inc.

120,104

294

 

First M&F Corp.

48,052

294

 

TIB Financial Corp.

101,061

291

 

Bank of Marin Bancorp

13,021

280

 

HopFed Bancorp, Inc.

29,361

278

^

Anthracite Capital Inc. REIT

816,397

278

 

Wainwright Bank & Trust Co.

43,803

276

 

Southern Community Financial Corp.

76,881

274

 

Pamrapo Bancorp, Inc.

37,008

269

 

Bridge Bancorp, Inc.

13,300

265

*

Market Leader, Inc.

180,197

265

 

Meta Financial Group, Inc.

25,307

264

 

National Financial Partners Corp.

80,959

259

*

AmericanWest Bancorporation

212,775

255

*

Waterstone Financial, Inc.

119,274

243

 

Pulaski Financial Corp.

48,606

243

 

United Community Financial Corp.

198,347

240

*

Cowen Group, Inc.

49,091

239

*

First Keystone Financial, Inc.

35,644

236

 

ECB Bancorp, Inc.

14,795

233

 

Thomas Properties Group, Inc.

196,010

231

 

Anchor Bancorp Wisconsin Inc.

170,810

231

 

Diamond Hill Investment Group

5,794

228

 

Horizon Bancorp Indiana

20,391

226

 

Bank of Granite Corp.

131,001

224

^

Corus Bankshares Inc.

815,032

220

 

TierOne Corp.

102,307

219

 

Hingham Institution for Savings

7,900

217

 

First Defiance Financial Corp.

35,348

213

 

Independence Holding Co.

42,503

213

^

Arbor Realty Trust, Inc. REIT

291,980

210

 

Gramercy Capital Corp. REIT

215,446

209

 

First Pactrust Bancorp

29,258

197

 

Ameriana Bancorp

68,107

193

 

 

Grubb & Ellis Co.

304,246

192

^

MBT Financial Corp.

103,204

191

^

United Security Bancshares (CA)

25,480

188

 

VIST Financial Corp.

26,028

182

 

FNB Corp. (NC)

71,605

179

 

Vestin Realty Mortgage II, Inc.

73,863

177

^

Horizon Financial Corp.

98,115

176

 

MutualFirst Financial Inc.

35,857

172

 

Alliance Financial Corp.

9,096

163

 

MCG Capital Corp.

127,384

163

 

Advanta Corp. Class B

232,418

153

 

HMN Financial, Inc.

48,817

151

 

Norwood Financial Corp.

6,091

150

 

Unity Bancorp, Inc.

45,911

148

 

Wayne Savings Bancshares, Inc.

23,970

148

*

Friedman, Billings, Ramsey Group, Inc. REIT

737,367

147

 

First Federal Bancshares of Arkansas, Inc.

31,237

147

*

Crawford & Co.

34,861

145

 

Royal Bancshares of Pennsylvania, Inc.

64,132

135

 

WSB Holdings, Inc.

54,300

133

 

Camco Financial Corp.

78,676

132

 

Rockville Financial, Inc.

14,175

129

*

American Independence Corp.

35,213

125

^

Habersham Bancorp

34,919

122

 

Colony Bankcorp, Inc.

18,952

121

 

First Security Group Inc.

35,471

120

*

Transcontinental Realty Investors, Inc. REIT

10,500

116

 

Capital Trust Class A REIT

92,499

102

 

Atlantic Coast Federal Corp.

35,538

99

 

Cascade Financial Corp.

37,178

93

 

Federal Agricultural Mortgage Corp. Class A

38,986

88

*

BCSB Bancorp, Inc.

9,610

84

 

Northern States Financial Corp.

11,261

84

 

Advanta Corp. Class A

148,321

76

*

Consumer Portfolio Services, Inc.

142,596

73

 

FelCor Lodging Trust, Inc. REIT

52,903

72

*

First Mariner Bancorp, Inc.

108,962

72

*

FCStone Group, Inc.

30,000

68

*

United America Indemnity Rights Exp. 04/09/2009

143,485

67

^

Security Bank Corp.

152,535

59

 

Alesco Financial, Inc. REIT

119,475

57

 

Crescent Banking Co.

19,235

55

 

Abigail Adams National Bancorp., Inc.

26,967

55

 

BankUnited Financial Corp.

206,025

47

*

Encore Bancshares, Inc.

4,805

43

 

PAB Bankshares, Inc.

9,695

36

 

Citizens First Bancorp, Inc.

32,429

35

*

AMV Liquidating Trust

289,511

32

 

^

Temecula Valley Bancorp, Inc.

68,000

31

*

Hallmark Financial Services, Inc.

4,303

30

*

FX Real Estate and Entertainment Inc.

157,392

25

 

Rainier Pacific Financial Group Inc.

23,595

13

*

Valley National Bankcorp Warrants Exp. 6/30/15

6,511

13

 

California National Bancorp

1,132

8

 

Strategic Hotels and Resorts, Inc. REIT

8,271

6

 

United Bancshares Inc

500

4

*

Maguire Properties, Inc. REIT

6,024

4

 

Newcastle Investment Corp. REIT

5,726

4

*

Cardtronics Inc.

2,034

4

 

Eagle Bancorp, Inc.

412

3

*

Teton Advisors Inc. Class B

967

2

 

Mercer Insurance Group, Inc.

97

1

*

RAM Holdings Ltd.

100

 

9,344,591

Health Care (14.6%)

 

Johnson & Johnson

24,961,068

1,312,952

 

Pfizer Inc.

60,663,000

826,230

 

Abbott Laboratories

13,958,830

665,836

 

Wyeth

11,978,778

515,567

 

Merck & Co., Inc.

19,019,777

508,779

*

Amgen Inc.

9,532,045

472,027

 

Bristol-Myers Squibb Co.

17,809,640

390,387

*

Gilead Sciences, Inc.

8,191,492

379,430

 

Schering-Plough Corp.

14,630,480

344,548

 

Eli Lilly & Co.

9,205,785

307,565

 

Medtronic, Inc.

10,150,801

299,144

 

Baxter International, Inc.

5,579,390

285,776

 

UnitedHealth Group Inc.

10,866,168

227,429

*

Medco Health Solutions, Inc.

4,480,479

185,223

*

Celgene Corp.

4,122,156

183,024

*

WellPoint Inc.

4,579,597

173,887

 

Covidien Ltd.

4,530,452

150,592

 

Becton, Dickinson & Co.

2,187,257

147,071

*

Genzyme Corp.

2,433,806

144,544

*

Biogen Idec Inc.

2,624,792

137,592

*

Thermo Fisher Scientific, Inc.

3,780,502

134,850

 

Allergan, Inc.

2,734,163

130,584

*

St. Jude Medical, Inc.

3,096,525

112,497

 

Cardinal Health, Inc.

3,235,357

101,849

 

Aetna Inc.

4,148,349

100,929

*

Boston Scientific Corp.

12,157,826

96,655

*

Express Scripts Inc.

1,892,402

87,372

 

Stryker Corp.

2,542,614

86,551

 

McKesson Corp.

2,460,366

86,211

*

Zimmer Holdings, Inc.

2,020,391

73,744

 

C.R. Bard, Inc.

892,495

71,150

 

 

Quest Diagnostics, Inc.

1,495,825

71,022

*

Forest Laboratories, Inc.

2,711,983

59,555

*

Laboratory Corp. of America Holdings

972,066

56,856

*

Life Technologies Corp.

1,560,783

50,694

 

AmerisourceBergen Corp.

1,404,911

45,884

*

Hospira, Inc.

1,437,574

44,364

 

CIGNA Corp.

2,447,062

43,044

*

Cephalon, Inc.

616,381

41,976

*

Vertex Pharmaceuticals, Inc.

1,452,404

41,728

*

Illumina, Inc.

1,114,348

41,498

*

DaVita, Inc.

934,795

41,084

*

Humana Inc.

1,519,723

39,634

*

Myriad Genetics, Inc.

838,156

38,111

*

Mylan Inc.

2,747,007

36,837

 

DENTSPLY International Inc.

1,275,895

34,258

*

Varian Medical Systems, Inc.

1,120,058

34,095

*

Intuitive Surgical, Inc.

352,671

33,631

*

Waters Corp.

886,480

32,755

*

Henry Schein, Inc.

805,577

32,231

*

Edwards Lifesciences Corp.

501,310

30,394

*

Hologic, Inc.

2,310,759

30,248

 

Beckman Coulter, Inc.

564,441

28,792

*

Millipore Corp.

498,254

28,605

*

Watson Pharmaceuticals, Inc.

895,404

27,856

*,^

Cerner Corp.

620,110

27,266

 

Omnicare, Inc.

1,065,773

26,101

*

Alexion Pharmaceuticals, Inc.

666,975

25,118

*

ResMed Inc.

682,147

24,107

 

Pharmaceutical Product Development, Inc.

956,027

22,677

*

Gen-Probe Inc.

489,844

22,327

*

Endo Pharmaceuticals Holdings, Inc.

1,209,868

21,390

 

IMS Health, Inc.

1,639,915

20,450

*

Covance, Inc.

571,015

20,345

*

OSI Pharmaceuticals, Inc.

520,305

19,907

*,^

IDEXX Laboratories, Inc.

537,674

18,593

 

Techne Corp.

325,872

17,828

*

Inverness Medical Innovations, Inc.

668,928

17,814

 

Perrigo Co.

707,883

17,577

*

Coventry Health Care Inc.

1,345,182

17,407

*

VCA Antech, Inc.

763,267

17,212

*

Charles River Laboratories, Inc.

610,412

16,609

 

Universal Health Services Class B

424,088

16,260

*

Immucor Inc.

636,084

15,998

*

King Pharmaceuticals, Inc.

2,226,772

15,743

*

Patterson Companies, Inc.

821,837

15,500

*

Lincare Holdings, Inc.

671,629

14,642

*

Amylin Pharmaceuticals, Inc.

1,241,701

14,590

*

Onyx Pharmaceuticals, Inc.

509,376

14,543

 

*

Sepracor Inc.

980,923

14,380

 

Teleflex Inc.

357,930

13,991

*

United Therapeutics Corp.

209,771

13,864

 

PerkinElmer, Inc.

1,067,815

13,636

*

Health Net Inc.

936,322

13,558

*

Magellan Health Services, Inc.

365,792

13,329

*

AMERIGROUP Corp.

478,345

13,174

*

Isis Pharmaceuticals, Inc.

874,036

13,119

*

Valeant Pharmaceuticals International

736,418

13,101

*

Thoratec Corp.

506,391

13,009

*

Community Health Systems, Inc.

842,393

12,922

*

Masimo Corp.

438,272

12,701

*

Haemonetics Corp.

227,896

12,553

 

STERIS Corp.

532,737

12,402

 

Owens & Minor, Inc.

373,840

12,385

*

MEDNAX, Inc.

412,525

12,157

*

Bio-Rad Laboratories, Inc. Class A

170,281

11,222

*

BioMarin Pharmaceutical Inc.

903,166

11,154

*

CV Therapeutics, Inc.

554,871

11,031

 

Cooper Cos., Inc.

405,461

10,720

*

Alkermes, Inc.

859,753

10,429

*

Kinetic Concepts, Inc.

486,689

10,279

*

Nuvasive, Inc.

326,056

10,232

*

Auxilium Pharmaceuticals, Inc.

361,953

10,033

 

West Pharmaceutical Services, Inc.

296,213

9,719

*

LifePoint Hospitals, Inc.

460,127

9,598

*

Warner Chilcott Ltd.

907,336

9,545

*

HLTH Corp.

875,754

9,064

*

Cubist Pharmaceuticals, Inc.

516,020

8,442

*

Psychiatric Solutions, Inc.

503,973

7,927

 

Chemed Corp.

203,292

7,908

*

PSS World Medical, Inc.

547,967

7,863

*

Regeneron Pharmaceuticals, Inc.

557,534

7,727

*

Dionex Corp.

163,429

7,722

 

PDL BioPharma Inc.

1,080,461

7,650

*

American Medical Systems Holdings, Inc.

666,979

7,437

*,^

Sequenom, Inc.

521,513

7,416

*

Theravance, Inc.

429,569

7,303

*

HealthSouth Corp.

802,152

7,123

*

HMS Holdings Corp.

216,124

7,110

*

Centene Corp.

388,867

7,007

*,^

Amedisys Inc.

245,824

6,758

 

Meridian Bioscience Inc.

366,884

6,648

*

Luminex Corp.

355,818

6,447

*

Acorda Therapeutics Inc.

323,867

6,416

 

Medicis Pharmaceutical Corp.

513,447

6,351

*

Varian, Inc.

264,158

6,271

*

Catalyst Health Solutions, Inc.

315,854

6,260

 

*

Seattle Genetics, Inc.

621,135

6,124

*

Health Management Associates Class A

2,359,951

6,089

*,^

Alnylam Pharmaceuticals Inc.

301,830

5,747

*

Volcano Corp.

391,699

5,699

*

AMAG Pharmaceuticals, Inc.

154,524

5,682

*

Medarex, Inc.

1,099,171

5,639

*

Celera Corp.

733,121

5,594

 

Martek Biosciences Corp.

303,483

5,539

 

Allscripts Healthcare Solutions, Inc.

533,870

5,494

*,^

InterMune Inc.

331,985

5,458

 

Hill-Rom Holdings, Inc.

539,342

5,334

*

The Medicines Co.

476,071

5,161

*

Tenet Healthcare Corp.

4,345,539

5,041

*,^

Dendreon Corp.

1,179,357

4,953

*

PAREXEL International Corp.

501,027

4,875

*

Phase Forward Inc.

369,822

4,730

*

PharMerica Corp.

277,644

4,620

*

Integra LifeSciences Holdings

186,370

4,609

*

WellCare Health Plans Inc.

408,923

4,600

*,^

Cougar Biotechnology Inc.

141,581

4,559

*

AmSurg Corp.

284,717

4,513

*

Wright Medical Group, Inc.

340,351

4,435

*

Nektar Therapeutics

818,742

4,413

*

Eclipsys Corp.

432,625

4,387

*

Exelixis, Inc.

946,893

4,356

 

Invacare Corp.

264,987

4,248

*

Salix Pharmaceuticals, Ltd.

444,120

4,219

 

Landauer, Inc.

83,171

4,215

*

Ligand Pharmaceuticals Inc. Class B

1,375,483

4,099

*

AthenaHealth Inc.

165,067

3,980

*

Greatbatch, Inc.

204,674

3,960

*

Xenoport Inc.

202,968

3,929

*

Kindred Healthcare, Inc.

262,592

3,926

*

Halozyme Therapeutics Inc.

714,043

3,899

*

Par Pharmaceutical Cos. Inc.

411,390

3,896

*,^

Geron Corp.

868,867

3,884

 

Computer Programs and Systems, Inc.

114,557

3,811

*

Gentiva Health Services, Inc.

246,952

3,754

*

Healthspring, Inc.

440,766

3,689

*

Align Technology, Inc.

456,797

3,622

*

CONMED Corp.

247,770

3,570

*

Allos Therapeutics Inc.

571,248

3,530

*

ev3 Inc.

492,624

3,498

 

Analogic Corp.

109,180

3,496

*

Cyberonics, Inc.

259,477

3,443

*,^

Medivation Inc.

187,367

3,423

*

Abraxis BioScience

71,339

3,401

*

ViroPharma Inc.

642,325

3,372

 

*

Cepheid, Inc.

488,622

3,371

*

Res-Care, Inc.

231,419

3,369

*

Bruker BioSciences Corp.

509,932

3,141

*

Merit Medical Systems, Inc.

255,637

3,121

*

SonoSite, Inc.

173,872

3,109

*

Healthways, Inc.

352,285

3,090

*

ICU Medical, Inc.

95,346

3,063

*

Hanger Orthopedic Group, Inc.

231,013

3,061

*

MedAssets, Inc.

214,015

3,050

*,^

MannKind Corp.

872,698

3,037

*

Sun Healthcare Group Inc.

357,339

3,016

*

Albany Molecular Research, Inc.

309,620

2,920

*

Conceptus, Inc.

244,596

2,874

*,^

Enzon Pharmaceuticals, Inc.

473,474

2,874

*

Momenta Pharmaceuticals, Inc.

260,473

2,868

*

Kendle International Inc.

135,998

2,851

*

Universal American Corp.

333,214

2,822

*

LHC Group Inc.

123,080

2,742

*

Savient Pharmaceuticals Inc.

544,797

2,697

*

RehabCare Group, Inc.

154,153

2,688

*

Abaxis, Inc.

155,437

2,680

*

AngioDynamics, Inc.

237,864

2,674

*

Quidel Corp.

286,542

2,642

*

Odyssey Healthcare, Inc.

263,706

2,558

*

Cypress Bioscience, Inc.

358,732

2,551

*

Accuray Inc.

501,738

2,524

*

Incyte Corp.

1,062,391

2,486

*

Cantel Medical Corp.

188,909

2,431

*

Zoll Medical Corp.

168,963

2,426

*

Nabi Biopharmaceuticals

652,763

2,415

*

ImmunoGen, Inc.

338,207

2,401

*

Bio-Reference Laboratories, Inc.

114,605

2,396

*

Affymetrix, Inc.

725,415

2,372

*

Genomic Health, Inc.

96,629

2,356

*

Arena Pharmaceuticals, Inc.

777,505

2,340

*

Vivus, Inc.

535,453

2,313

*

Questcor Pharmaceuticals, Inc.

467,923

2,302

*,^

SurModics, Inc.

125,069

2,282

*,^

Emeritus Corp.

343,043

2,250

*

inVentiv Health, Inc.

268,835

2,194

*

America Service Group Inc.

164,472

2,138

*

Matrixx Initiatives, Inc.

129,517

2,124

*

eResearch Technology, Inc.

402,581

2,118

*

Rigel Pharmaceuticals, Inc.

339,011

2,082

*

Somanetics Corp.

136,717

2,075

*

Alliance HealthCare Services Inc.

305,055

2,074

*

Neogen Corp.

94,557

2,064

*

Repligen Corp.

424,553

2,034

 

*

Natus Medical Inc.

237,175

2,018

*

IRIS International, Inc.

174,050

2,007

*

Orthovita, Inc.

742,170

1,989

*

MWI Veterinary Supply Inc.

69,249

1,972

*

Progenics Pharmaceuticals, Inc.

298,881

1,970

*

Orthofix International N.V.

105,744

1,958

*

CorVel Corp.

96,544

1,952

*

Optimer Pharmaceuticals Inc.

146,019

1,926

*

Dexcom Inc.

462,067

1,913

*

Facet Biotech Corp.

200,402

1,904

*

Neurocrine Biosciences, Inc.

533,513

1,894

*

Air Methods Corp.

111,040

1,878

*

TomoTherapy, Inc.

707,922

1,876

*

Molina Healthcare Inc.

98,483

1,873

*

Inspire Pharmaceuticals, Inc.

459,824

1,867

*,^

StemCells, Inc.

1,108,263

1,851

*

Emergency Medical Services LP Class A

58,961

1,851

*

NPS Pharmaceuticals Inc.

434,036

1,823

*

Cross Country Healthcare, Inc.

273,093

1,789

*

VNUS Medical Technologies, Inc.

84,056

1,788

 

National Healthcare Corp.

44,498

1,787

*

Omnicell, Inc.

227,457

1,779

*,^

Stereotaxis Inc.

433,551

1,730

*

Noven Pharmaceuticals, Inc.

179,900

1,705

*

Genoptix, Inc.

60,868

1,660

*

Sirona Dental Systems Inc.

113,496

1,625

*

Skilled Healthcare Group Inc.

197,035

1,618

*

AMN Healthcare Services, Inc.

316,907

1,616

*

Pozen Inc.

261,174

1,598

*

Pain Therapeutics, Inc.

378,418

1,589

*,^

Sangamo BioSciences, Inc.

371,565

1,572

*

Symmetry Medical Inc.

247,590

1,562

*

Assisted Living Concepts Inc.

114,709

1,555

*

Kensey Nash Corp.

69,482

1,478

*

US Physical Therapy, Inc.

152,233

1,474

*

ATS Medical, Inc.

587,675

1,469

*

Human Genome Sciences, Inc.

1,763,249

1,463

*

Rochester Medical Corp.

132,214

1,457

*

Accelrys Inc.

364,048

1,449

*

Cytokinetics, Inc.

845,120

1,437

*

Lexicon Pharmaceuticals Inc.

1,306,578

1,424

*

IPC The Hospitalist Co.

72,276

1,375

*,^

Osiris Therapeutics, Inc.

99,129

1,368

*

CryoLife Inc.

263,569

1,365

*

Poniard Pharmaceuticals, Inc.

634,360

1,358

*

Zymogenetics, Inc.

337,855

1,348

*

Aspect Medical Systems, Inc.

308,378

1,292

*

Discovery Laboratories, Inc.

1,053,042

1,285

 

*

Durect Corp.

571,160

1,274

*

Synovis Life Technologies, Inc.

91,575

1,267

*

Affymax Inc.

78,003

1,257

*

Emergent BioSolutions Inc.

92,050

1,244

*

OraSure Technologies, Inc.

484,185

1,225

*

Endologix, Inc.

581,651

1,221

*

Dyax Corp.

481,222

1,208

*

Pharmasset, Inc.

120,776

1,185

*

Vital Images, Inc.

103,993

1,172

*

Maxygen Inc.

171,769

1,168

*

BioScrip Inc.

489,970

1,147

*,^

GTx, Inc.

104,141

1,102

*

Adolor Corp.

528,486

1,078

*

Spectranetics Corp.

426,027

1,078

*

I-Flow Corp.

291,668

1,065

*

ARIAD Pharmaceuticals, Inc.

890,686

1,060

*

Palomar Medical Technologies, Inc.

145,755

1,058

 

Brookdale Senior Living Inc.

209,323

1,057

*

ABIOMED, Inc.

215,134

1,054

*

NxStage Medical, Inc.

405,250

1,046

*

DepoMed, Inc.

441,141

1,041

*

Chindex International, Inc.

209,412

1,041

*

Idenix Pharmaceuticals Inc.

336,756

1,037

*

Exactech, Inc.

90,121

1,035

*

Triple-S Management Corp.

83,437

1,028

*

Enzo Biochem, Inc.

255,227

1,026

*

MedCath Corp.

135,569

986

*

Anadys Pharmaceuticals Inc.

144,240

979

*

Insulet Corp.

236,857

971

*

Hi-Tech Pharmacal Co., Inc.

169,168

964

*

RTI Biologics, Inc.

337,079

961

*,^

Emageon Inc.

514,108

936

 

Young Innovations, Inc.

59,972

930

*

ArQule, Inc.

224,047

928

*

SuperGen, Inc.

504,037

912

*

Almost Family Inc.

47,100

899

*

Cadence Pharmaceuticals, Inc.

93,921

881

*

Allion Healthcare Inc.

187,078

861

*,^

BMP Sunstone Corp.

263,040

850

*

Nighthawk Radiology Holdings, Inc.

309,350

835

*

Santarus Inc.

506,995

816

*

Novavax, Inc.

797,003

813

*

Obagi Medical Products, Inc.

150,826

811

*

Vascular Solutions, Inc.

132,122

809

*

SciClone Pharmaceuticals, Inc.

658,199

803

*

XOMA Ltd.

1,507,184

799

*

American Dental Partners, Inc.

117,548

778

*

Medical Action Industries Inc.

92,562

767

 

*

Icad Inc.

815,775

759

*

Amicas, Inc.

346,533

703

*

Harvard Bioscience, Inc.

234,453

699

*

Array BioPharma Inc.

249,381

658

*

Columbia Laboratories Inc.

457,088

658

*,^

Biodel Inc.

125,832

656

*

Celldex Therapeutics, Inc.

100,634

655

*

Osteotech, Inc.

186,950

652

*,^

Peregrine Pharmaceuticals, Inc.

1,747,004

646

*,^

MiddleBrook Pharmaceuticals Inc.

473,043

643

*

Alexza Pharmaceuticals, Inc.

284,976

630

*

Five Star Quality Care, Inc.

597,969

622

*

Monogram Biosciences Inc.

244,698

622

*

Theragenics Corp.

507,866

620

*,^

Idera Pharmaceuticals, Inc.

95,544

618

*

Capital Senior Living Corp.

252,417

616

*

Metabolix Inc.

89,845

613

*

Life Sciences Research, Inc.

83,451

598

*

Penwest Pharmaceuticals Co.

360,841

592

*

Cutera, Inc.

92,440

591

*

Anika Resh Inc.

128,000

585

*

Cambrex Corp.

254,571

580

*

Orexigen Therapeutics Inc.

220,637

576

 

Psychemedics Corp.

100,936

571

*

Allied Healthcare International Inc.

438,196

556

*

Curis, Inc.

393,934

544

*

Immunomedics Inc.

560,439

538

*

K-V Pharmaceutical Co. Class A

323,753

534

*

Infinity Pharmaceuticals, Inc.

63,823

525

 

Ensign Group Inc.

33,387

516

*

BioCryst Pharmaceuticals, Inc.

233,393

511

*

Vical, Inc.

264,045

507

 

Utah Medical Products, Inc.

20,958

482

 

LCA-Vision Inc.

165,454

481

*,^

Synta Pharmaceuticals Corp.

219,979

471

*,^

Micromet, Inc.

146,713

464

 

Atrion Corp.

4,953

437

*

Micrus Endovascular Corp.

72,557

433

*

AVI BioPharma, Inc.

654,511

432

*,^

Clinical Data, Inc.

39,408

426

*

HealthTronics Surgical Services, Inc.

295,929

402

*

National Dentex Corp.

102,976

401

*,^

Insmed Inc.

393,333

393

*

Clarient, Inc.

170,518

384

*

Strategic Diagnostics Inc.

329,203

352

*

Continucare Corp.

184,921

351

*

Spectrum Pharmaceuticals Inc.

198,870

348

*

CPEX Pharmaceuticals, Inc.

47,290

346

 

*

Caraco Pharmaceutical Laboratories, Ltd.

93,803

330

*

Javelin Pharmaceuticals, Inc.

229,173

330

*

PDI, Inc.

107,404

326

*

Senomyx, Inc.

198,113

315

*,^

GenVec, Inc.

708,185

312

*

Cynosure Inc.

50,900

310

*

Akorn, Inc.

348,527

300

*

BioSphere Medical Inc.

149,570

299

*

STAAR Surgical Co.

290,176

290

*,^

CombiMatrix Corp.

36,830

288

*,^

BioLase Technology, Inc.

321,661

288

*

Cerus Corp.

412,502

280

*

Avigen, Inc.

220,650

269

 

Trimeris, Inc.

151,466

265

*

Ardea Biosciences, Inc.

24,439

251

 

Daxor Corp.

16,000

246

*,^

Hansen Medical Inc.

61,284

246

*

RadNet, Inc.

193,122

239

*

Trans1, Inc.

39,102

238

*

Ista Pharmaceuticals Inc.

131,112

231

*

Cardiac Science Corp.

75,296

227

*

Corcept Therapeutics Inc.

189,853

226

*,^

Generex Biotechnology Corp.

750,520

218

*

Opko Health, Inc.

220,006

216

*,^

AspenBio Pharma, Inc.

125,196

209

*

Aastrom Biosciences, Inc.

546,506

205

*,^

Arrowhead Research Corp.

358,422

201

*,^

Hemispherx Biopharma, Inc.

315,885

193

*

Vanda Parmaceuticals, Inc.

213,661

192

*

Lannett Co., Inc.

34,400

186

*

Repros Therapeutics, Inc.

31,263

186

*

Biomimetic Therapeutics, Inc.

25,936

184

*

Mediware Information Systems, Inc.

43,156

181

*

EntreMed, Inc.

395,759

174

*

Sonic Innovations, Inc.

161,037

172

*

Telik, Inc.

361,828

156

*

Caliper Life Sciences, Inc.

155,724

154

*

DUSA Pharmaceuticals, Inc.

119,563

153

*

Health Grades, Inc

73,599

150

*

Hooper Holmes, Inc.

329,647

148

*,^

BioSante Pharmaceuticals, Inc.

108,992

145

*

Altus Pharmaceuticals, Inc.

593,089

130

*

Rural/Metro Corp.

151,581

130

*

PhotoMedex, Inc.

62,150

128

*

The Quigley Corp.

27,574

127

*

Avanir Pharmaceuticals Class A

247,859

126

*

ThermoGenesis Corp.

196,394

118

*,^

deCODE genetics, Inc.

505,497

117

 

*,^

Hythiam Inc.

348,637

108

*

Orthologic Corp.

195,946

108

*

NMT Medical, Inc.

133,618

107

*

RXi Pharmaceuticals Corp.

20,997

107

*

Providence Service Corp.

15,321

105

*

Orchid Cellmark, Inc.

164,663

102

*

EPIX Pharmaceuticals Inc.

156,947

90

*

Animal Health International, Inc.

67,106

84

*

Chelsea Therapeutics International, Ltd.

50,700

78

*

Digirad Corp.

72,073

77

*

Alphatec Holdings, Inc.

40,065

71

*

Emisphere Technologies, Inc.

103,751

70

*

GTC Biotherapeutics, Inc.

185,768

68

*

Candela Corp.

160,009

67

*

Dynavax Technologies Corp.

98,455

63

*,^

Hollis-Eden Pharmaceuticals, Inc.

128,424

62

*

Cell Genesys, Inc.

209,302

61

*

Heska Corp.

244,014

59

*

Antigenics, Inc.

115,635

57

*

MAKO Surgical Corp.

6,859

53

*

SRI/Surgical Express, Inc.

45,760

53

*

Cytrx Corp.

136,600

48

*

Insite Vision, Inc.

232,018

46

*

Molecular Insight Pharmaceuticals, Inc.

12,912

46

*

Combinatorx, Inc.

70,600

44

*

Retractable Technologies, Inc.

63,034

43

*

CuraGen Corp.

46,788

43

*

NexMed, Inc.

316,001

41

*

Celsion Corp.

11,000

40

*

La Jolla Pharmaceutical Co.

211,944

38

*

Northstar Neuroscience, Inc.

18,506

35

*

Pharmacyclics, Inc.

27,944

35

*

Targacept, Inc.

12,806

34

*

SCOLR Pharma Inc.

82,225

25

*

Acadia Pharmaceuticals Inc.

22,275

21

*

IVAX Diagnostics, Inc.

61,215

20

*

Synergetics USA, Inc.

19,051

15

*

Cytori Therapeutics, Inc.

7,000

12

*

Neurobiological Technolgoies, Inc.

14,300

10

*

Inhibitex Inc.

24,180

6

*

Hana Biosciences, Inc.

41,300

6

*

Sunrise Senior Living, Inc.

4,789

3

*

K-V Pharmaceutical Co. Class B

500

1

*

Neurogen Corp.

2,800

1

*

Metropolitan Health Networks Inc.

400

1

*

Oscient Pharmaceuticals Corp.

4,268

1

*

Palatin Technologies, Inc.

6

 

11,149,492

 

Industrials (10.2%)

 

General Electric Co.

94,663,096

957,044

 

United Technologies Corp.

8,124,605

349,196

 

United Parcel Service, Inc.

6,095,361

300,014

 

3M Co.

5,922,488

294,466

 

The Boeing Co.

6,263,368

222,851

 

Lockheed Martin Corp.

3,063,435

211,469

 

Emerson Electric Co.

6,900,974

197,230

 

Union Pacific Corp.

4,556,098

187,301

 

Burlington Northern Santa Fe Corp.

3,079,813

185,251

 

Honeywell International Inc.

6,207,406

172,938

 

Caterpillar, Inc.

5,427,078

151,741

 

Raytheon Co.

3,705,298

144,284

 

Deere & Co.

3,841,683

126,276

 

Danaher Corp.

2,300,312

124,723

 

General Dynamics Corp.

2,981,221

123,989

 

Northrop Grumman Corp.

2,794,390

121,947

 

FedEx Corp.

2,660,084

118,347

 

Illinois Tool Works, Inc.

3,678,963

113,496

 

Waste Management, Inc.

4,413,577

112,988

 

Norfolk Southern Corp.

3,331,257

112,430

 

CSX Corp.

3,548,953

91,740

 

Tyco International Ltd.

4,254,859

83,225

 

PACCAR, Inc.

3,099,752

79,850

 

Precision Castparts Corp.

1,254,366

75,137

 

L-3 Communications Holdings, Inc.

1,074,205

72,831

 

C.H. Robinson Worldwide Inc.

1,522,299

69,432

 

ITT Industries, Inc.

1,552,063

59,708

 

Fluor Corp.

1,633,256

56,429

 

Republic Services, Inc. Class A

3,225,373

55,315

 

Expeditors International of Washington, Inc.

1,908,599

53,994

 

Eaton Corp.

1,409,904

51,969

 

Parker Hannifin Corp.

1,451,039

49,306

*,^

First Solar, Inc.

365,043

48,441

 

Rockwell Collins, Inc.

1,425,142

46,517

 

Dover Corp.

1,674,795

44,181

 

Cummins Inc.

1,722,910

43,848

 

Pitney Bowes, Inc.

1,856,477

43,349

*

Jacobs Engineering Group Inc.

1,106,648

42,783

 

Southwest Airlines Co.

6,661,601

42,168

 

Goodrich Corp.

1,108,476

42,000

 

W.W. Grainger, Inc.

582,716

40,895

 

Cooper Industries, Inc. Class A

1,561,207

40,373

 

Ingersoll-Rand Co.

2,871,871

39,632

*

Iron Mountain, Inc.

1,726,571

38,278

*

Quanta Services, Inc.

1,770,611

37,980

 

The Dun & Bradstreet Corp.

485,969

37,420

*

Stericycle, Inc.

771,251

36,812

 

^

Fastenal Co.

1,138,117

36,596

 

Roper Industries Inc.

808,731

34,331

*

Delta Air Lines Inc.

5,686,170

32,013

 

Cintas Corp.

1,240,239

30,659

*

URS Corp.

751,907

30,385

 

Ametek, Inc.

962,588

30,100

 

Flowserve Corp.

509,312

28,583

 

Equifax, Inc.

1,139,380

27,858

*

McDermott International, Inc.

2,052,555

27,484

 

Rockwell Automation, Inc.

1,212,802

26,488

 

Robert Half International, Inc.

1,327,816

23,675

 

Masco Corp.

3,326,478

23,219

 

SPX Corp.

490,162

23,043

*

FTI Consulting, Inc.

458,053

22,664

 

Manpower Inc.

702,794

22,159

 

Pall Corp.

1,069,139

21,842

*

Foster Wheeler AG

1,205,838

21,066

 

Joy Global Inc.

971,206

20,687

*

Shaw Group, Inc.

753,423

20,651

 

KBR Inc.

1,456,211

20,110

*

Alliant Techsystems, Inc.

295,213

19,773

*

Navistar International Corp.

577,919

19,337

*

Aecom Technology Corp.

740,241

19,305

 

Avery Dennison Corp.

862,662

19,272

 

Watson Wyatt & Co. Holdings

384,272

18,971

*

Copart, Inc.

639,000

18,953

*

Waste Connections, Inc.

719,880

18,501

 

Pentair, Inc.

844,907

18,309

 

J.B. Hunt Transport Services, Inc.

738,576

17,807

 

Donaldson Co., Inc.

624,329

16,757

 

Harsco Corp.

753,336

16,701

 

IDEX Corp.

746,030

16,316

*

AGCO Corp.

826,702

16,203

 

Landstar System, Inc.

473,301

15,841

*

Covanta Holding Corp.

1,113,646

14,578

*

Corrections Corp. of America

1,133,000

14,514

 

Ryder System, Inc.

502,052

14,213

 

R.R. Donnelley & Sons Co.

1,850,298

13,563

*

IHS Inc. Class A

326,738

13,455

*

Thomas & Betts Corp.

505,409

12,645

 

Textron, Inc.

2,176,259

12,492

 

MSC Industrial Direct Co., Inc. Class A

396,380

12,316

 

Lincoln Electric Holdings, Inc.

387,156

12,269

*

Kirby Corp.

457,935

12,199

 

Hubbell Inc. Class B

434,837

11,723

*

TransDigm Group, Inc.

351,958

11,558

 

Curtiss-Wright Corp.

406,644

11,406

 

Lennox International Inc.

423,819

11,214

 

*

Tetra Tech, Inc.

540,337

11,012

 

Wabtec Corp.

416,671

10,992

 

Granite Construction Co.

293,002

10,982

 

CLARCOR Inc.

434,858

10,954

 

Carlisle Co., Inc.

551,585

10,828

 

The Brink's Co.

407,051

10,771

 

Kennametal, Inc.

660,977

10,714

*

Kansas City Southern

825,335

10,490

 

The Timken Co.

742,714

10,368

 

Bucyrus International, Inc.

676,000

10,262

*

Gardner Denver Inc.

471,515

10,251

*

EMCOR Group, Inc.

589,766

10,126

 

UTI Worldwide, Inc.

812,955

9,715

*

General Cable Corp.

478,349

9,481

*

Spirit Aerosystems Holdings Inc.

933,589

9,308

*

Clean Harbors Inc.

192,767

9,253

 

Graco, Inc.

536,040

9,150

*

ESCO Technologies Inc.

235,531

9,115

 

GATX Corp.

440,662

8,915

*,^

SunPower Corp. Class A

374,289

8,901

*

Continental Airlines, Inc. Class B

999,532

8,806

 

Regal-Beloit Corp.

285,950

8,761

 

Kaydon Corp.

309,686

8,464

 

Heartland Express, Inc.

567,567

8,406

 

Acuity Brands, Inc.

371,632

8,377

 

Valmont Industries, Inc.

166,023

8,336

*

Monster Worldwide Inc.

1,017,311

8,291

*

Teledyne Technologies, Inc.

308,400

8,228

 

Knight Transportation, Inc.

532,147

8,067

*

AMR Corp.

2,513,213

8,017

*

Moog Inc.

348,796

7,977

*

Terex Corp.

861,986

7,973

 

Nordson Corp.

277,599

7,892

 

Brady Corp. Class A

445,450

7,853

*

BE Aerospace, Inc.

899,550

7,799

 

The Toro Co.

321,651

7,778

*

Huron Consulting Group Inc.

179,528

7,617

 

Watsco, Inc.

221,417

7,535

*

SunPower Corp. Class B

379,149

7,507

 

Con-way, Inc.

416,444

7,467

 

Briggs & Stratton Corp.

451,268

7,446

 

Crane Co.

435,409

7,350

 

Mueller Industries Inc.

338,532

7,343

 

Alexander & Baldwin, Inc.

374,675

7,130

 

Rollins, Inc.

413,283

7,088

*

WESCO International, Inc.

382,556

6,932

 

ABM Industries Inc.

414,535

6,798

*

JetBlue Airways Corp.

1,845,784

6,737

 

 

Otter Tail Corp.

304,504

6,714

*

GrafTech International Ltd.

1,077,650

6,638

 

Trinity Industries, Inc.

722,111

6,600

*,^

American Superconductor Corp.

373,956

6,473

 

Skywest, Inc.

515,066

6,407

 

Simpson Manufacturing Co.

352,786

6,357

*

Owens Corning Inc.

701,168

6,339

*

Orbital Sciences Corp.

532,287

6,329

 

Werner Enterprises, Inc.

417,792

6,317

 

Woodward Governor Co.

556,662

6,223

*

Genesee & Wyoming Inc. Class A

290,951

6,183

*

Geo Group Inc.

462,828

6,132

*

United Stationers, Inc.

214,081

6,011

*

Old Dominion Freight Line, Inc.

255,811

6,009

*

Resources Connection, Inc.

391,268

5,900

 

Applied Industrial Technology, Inc.

345,412

5,827

*

Alaska Air Group, Inc.

329,095

5,782

 

Triumph Group, Inc.

150,701

5,757

*

Hub Group, Inc.

338,231

5,750

*

Navigant Consulting, Inc.

439,216

5,741

*

Hexcel Corp.

871,692

5,727

*

AirTran Holdings, Inc.

1,238,377

5,635

 

Mine Safety Appliances Co.

278,195

5,569

 

EnergySolutions

639,589

5,532

 

Healthcare Services Group, Inc.

368,815

5,521

*,^

Energy Conversion Devices, Inc.

414,729

5,503

 

Baldor Electric Co.

376,266

5,452

*

Esterline Technologies Corp.

269,781

5,447

*

Beacon Roofing Supply, Inc.

399,951

5,355

 

Belden Inc.

420,059

5,255

*

Mastec Inc.

432,950

5,234

 

Actuant Corp.

506,622

5,233

*

UAL Corp.

1,167,074

5,228

*

Insituform Technologies Inc. Class A

334,076

5,225

 

Herman Miller, Inc.

489,997

5,223

*

Hertz Global Holdings Inc.

1,325,999

5,211

*

CoStar Group, Inc.

171,061

5,175

 

Watts Water Technologies, Inc.

264,536

5,174

*

USG Corp.

672,565

5,118

*

Sykes Enterprises, Inc.

299,829

4,986

*

MPS Group, Inc.

834,686

4,966

*,^

Allegiant Travel Co.

108,804

4,946

*

The Middleby Corp.

150,634

4,885

*

EnerSys

392,897

4,762

 

Oshkosh Truck Corp.

677,609

4,567

 

A.O. Smith Corp.

180,574

4,547

 

Deluxe Corp.

461,076

4,440

 

Barnes Group, Inc.

413,826

4,424

 

*

AAR Corp.

352,225

4,417

 

The Corporate Executive Board Co.

304,535

4,416

 

American Science & Engineering, Inc.

78,959

4,406

 

Administaff, Inc.

204,664

4,325

 

Arkansas Best Corp.

222,346

4,229

 

Forward Air Corp.

258,760

4,200

*

Astec Industries, Inc.

155,361

4,075

*

Ceradyne, Inc.

223,172

4,046

 

Robbins & Myers, Inc.

263,325

3,995

*,^

Evergreen Solar, Inc.

1,854,233

3,950

*

Griffon Corp.

526,576

3,949

*

Axsys Technologies, Inc.

93,088

3,913

 

The Manitowoc Co., Inc.

1,188,358

3,886

*

TrueBlue, Inc.

458,778

3,785

 

Cubic Corp.

149,365

3,783

 

Ameron International Corp.

71,678

3,775

*

Force Protection, Inc.

776,330

3,726

 

HNI Corp.

349,519

3,635

*

II-VI, Inc.

210,189

3,611

*

Korn/Ferry International

397,668

3,603

 

Comfort Systems USA, Inc.

341,923

3,546

*

School Specialty, Inc.

201,344

3,542

 

Franklin Electric, Inc.

156,260

3,458

 

Encore Wire Corp.

158,617

3,399

 

Mueller Water Products, Inc. Class A

988,482

3,262

 

Tredegar Corp.

199,446

3,257

 

Universal Forest Products, Inc.

120,948

3,218

*,^

YRC Worldwide, Inc.

715,979

3,215

 

Badger Meter, Inc.

109,863

3,174

 

Applied Signal Technology, Inc.

154,037

3,116

*

CBIZ Inc.

443,815

3,093

*

EnPro Industries, Inc.

179,415

3,068

 

CIRCOR International, Inc.

136,122

3,065

*

Perini Corp.

246,087

3,027

*

GeoEye Inc.

151,057

2,983

 

Raven Industries, Inc.

141,988

2,951

*

Mobile Mini, Inc.

253,966

2,926

^

Genco Shipping and Trading Ltd.

228,593

2,821

 

G & K Services, Inc. Class A

147,958

2,798

 

McGrath RentCorp

172,014

2,711

 

Kaman Corp. Class A

215,413

2,701

*

Layne Christensen Co.

166,949

2,683

*,^

EnerNOC Inc.

183,271

2,665

 

Seaboard Corp.

2,631

2,657

*

Stanley Inc.

102,106

2,592

 

Apogee Enterprises, Inc.

233,552

2,564

*

L.B. Foster Co. Class A

100,202

2,488

 

Knoll, Inc.

405,385

2,485

 

 

Steelcase Inc.

495,992

2,485

*

Interline Brands, Inc.

291,993

2,461

 

Heidrick & Struggles International, Inc.

136,572

2,423

 

Quanex Building Products Corp.

315,453

2,397

*

Exponent, Inc.

93,489

2,368

*

US Airways Group Inc.

921,415

2,331

 

Lindsay Manufacturing Co.

85,752

2,315

*

DynCorp International Inc. Class A

169,308

2,257

 

Gorman-Rupp Co.

113,021

2,238

 

Albany International Corp.

243,944

2,208

*

RBC Bearings Inc.

144,403

2,206

*

The Advisory Board Co.

132,785

2,202

 

Freightcar America Inc.

125,247

2,196

 

Armstrong Worldwide Industries, Inc.

199,068

2,192

*

Marten Transport, Ltd.

116,782

2,181

*

RSC Holdings Inc.

413,492

2,175

*

Taser International Inc.

459,667

2,151

*

AZZ Inc.

80,396

2,122

*,^

Fuel-Tech N.V.

202,387

2,117

 

Viad Corp.

149,566

2,112

*

Kforce Inc.

298,092

2,096

*

Chart Industries, Inc.

260,544

2,053

*

Sterling Construction Co., Inc.

114,989

2,051

 

Kelly Services, Inc. Class A

253,178

2,038

*

Atlas Air Worldwide Holdings, Inc.

116,725

2,025

*

Dycom Industries, Inc.

347,843

2,014

 

AAON, Inc.

109,868

1,991

*

Colfax Corp.

289,052

1,986

*

Republic Airways Holdings Inc.

306,126

1,984

*

Cenveo Inc.

604,398

1,964

*

United Rentals, Inc.

452,627

1,906

*

Rush Enterprises, Inc. Class A

211,536

1,887

*

Argon ST, Inc.

99,221

1,882

*

ATC Technology Corp.

168,035

1,882

*,^

Aerovironment Inc.

89,780

1,876

 

HEICO Corp. Class A

89,227

1,841

*

Northwest Pipe Co.

64,396

1,833

*

Michael Baker Corp.

70,390

1,830

*,^

FuelCell Energy, Inc.

759,720

1,823

*,^

Odyssey Marine Exploration, Inc.

536,701

1,819

 

American Ecology Corp.

130,280

1,816

 

Federal Signal Corp.

338,884

1,786

*

Orion Marine Group, Inc.

135,550

1,776

*

Amerco, Inc.

52,902

1,774

*

Team, Inc.

150,950

1,769

*

Flow International Corp.

1,082,609

1,754

^

Eagle Bulk Shipping Inc.

407,544

1,732

*

Waste Services, Inc.

400,838

1,716

 

*

Powell Industries, Inc.

48,021

1,696

 

Ennis, Inc.

189,583

1,680

*

M&F Worldwide Corp.

142,257

1,666

*

Spherion Corp.

775,584

1,613

*,^

Energy Recovery Inc.

210,348

1,599

*

Blount International, Inc.

342,011

1,580

*

American Commercial Lines Inc.

496,663

1,574

*

Cornell Cos., Inc.

94,136

1,541

*,^

Valence Technology Inc.

717,291

1,528

*

Celadon Group Inc.

272,942

1,515

*

H&E Equipment Services, Inc.

229,274

1,502

*

Innerworkings, Inc.

351,084

1,499

*

Consolidated Graphics, Inc.

111,965

1,424

*

Pike Electric Corp.

151,959

1,406

 

Met-Pro Corp.

170,906

1,393

*

Kadant Inc.

119,827

1,380

*,^

Capstone Turbine Corp.

1,915,826

1,379

 

Sun Hydraulics Corp.

93,602

1,368

 

CDI Corp.

140,647

1,367

*

Ultralife Corp.

176,784

1,367

*,^

Ener1, Inc.

263,668

1,363

 

Aircastle Ltd.

290,792

1,352

 

Cascade Corp.

76,138

1,342

 

American Woodmark Corp.

75,624

1,328

*

Columbus McKinnon Corp.

150,227

1,310

*

China BAK Battery, Inc.

759,436

1,299

 

Kimball International, Inc. Class B

197,766

1,297

*

Altra Holdings Inc.

333,956

1,296

 

Titan International, Inc.

257,543

1,295

 

Ducommun, Inc.

88,860

1,292

*

CRA International Inc.

68,105

1,286

 

HEICO Corp.

52,314

1,271

*

Miller Industries, Inc.

194,713

1,266

*

Furmanite Corp.

405,828

1,262

*

Titan Machinery, Inc.

139,179

1,251

 

Courier Corp.

82,173

1,247

 

Great Lakes Dredge & Dock Co.

413,710

1,245

*

Duff & Phelps Corp.

78,864

1,242

*

Astronics Corp.

112,710

1,240

*

Acacia Research - Acacia Technologies

302,070

1,232

 

Insteel Industries, Inc.

176,925

1,231

*

On Assignment, Inc.

454,235

1,231

 

Aceto Corp.

206,433

1,230

*

TBS International Ltd.

166,778

1,226

 

Tennant Co.

129,046

1,209

*

American Reprographics Co.

338,539

1,198

*

GenCorp, Inc.

564,498

1,197

 

Interface, Inc.

396,649

1,186

 

 

LSI Industries Inc.

229,357

1,186

 

Houston Wire & Cable Co.

152,429

1,181

*

Standard Parking Corp.

71,948

1,180

*

Saia, Inc.

98,611

1,178

 

Pacer International, Inc.

335,898

1,176

 

Diamond Management and Technology Consultants,Inc.

451,290

1,151

*

Hawaiian Holdings, Inc.

308,311

1,150

*,^

Power-One, Inc.

1,291,453

1,136

*

Plug Power, Inc.

1,306,085

1,136

*

Herley Industries Inc.

89,203

1,067

 

NACCO Industries, Inc. Class A

38,726

1,053

*,^

Orion Energy Systems Inc.

238,065

1,050

 

Dynamic Materials Corp.

111,540

1,022

*

Volt Information Sciences Inc.

151,652

1,008

 

TAL International Group, Inc.

137,648

1,008

*

Willis Lease Finance Corp.

94,468

999

*,^

Builders FirstSource, Inc.

488,957

988

 

Gibraltar Industries Inc.

198,936

939

 

Standex International Corp.

101,863

937

*,^

Microvision, Inc.

704,277

909

*

APAC Teleservices, Inc.

263,232

895

 

International Shipholding Corp.

44,694

879

 

Todd Shipyards Corp.

61,242

842

*

Flanders Corp.

207,322

838

*

USA Truck, Inc.

63,583

822

 

Ampco-Pittsburgh Corp.

61,360

814

*

Perma-Fix Environmental Services, Inc.

411,560

803

*

Integrated Electrical Services, Inc.

85,840

783

*,^

Metalico, Inc.

460,150

782

*

3D Systems Corp.

115,764

763

*

ICF International, Inc.

32,976

757

*

Dynamex Inc.

57,866

757

 

Bowne & Co., Inc.

231,997

745

*

La Barge, Inc.

88,160

738

 

Twin Disc, Inc.

106,321

736

*

Polypore International Inc.

181,307

729

*

Ladish Co., Inc.

98,714

717

*

Tecumseh Products Co. Class A

157,849

713

 

Superior Uniform Group, Inc.

98,789

713

*

K-Tron International, Inc

11,706

710

 

Horizon Lines Inc.

231,424

701

 

Innovative Solutions and Support, Inc.

165,548

700

*

PRG-Schultz International, Inc.

245,745

698

 

Multi-Color Corp.

57,028

697

*

Rush Enterprises, Inc. Class B

88,165

690

 

Graham Corp.

76,400

685

 

Alamo Group, Inc.

63,982

682

 

Lawson Products, Inc.

55,080

670

 

*

GP Strategies Corp.

186,953

666

 

Quixote Corp.

186,394

647

 

Textainer Group Holdings Ltd.

95,396

644

 

Barrett Business Services, Inc.

66,580

640

 

The Standard Register Co.

131,169

601

*

UQM Technologies, Inc.

364,362

598

*

Lydall, Inc.

197,157

586

*

Kratos Defense & Security Inc.

721,283

563

 

Omega Flex Inc.

33,102

533

 

Chase Corp.

57,297

533

*

Magnatek, Inc.

290,902

524

*

PMFG Inc.

66,417

523

 

Vicor Corp.

106,943

523

*

Bluelinx Holdings Inc.

196,332

512

*

WCA Waste Corp.

310,093

512

 

Frozen Food Express Industries, Inc.

170,030

510

 

Paragon Shipping, Inc.

139,394

486

*

LMI Aerospace, Inc.

66,629

482

*

Intersections Inc.

88,443

471

 

The Greenbrier Cos., Inc.

128,400

470

*

LECG Corp.

183,446

466

*,^

C & D Technologies, Inc.

241,477

447

*

Trex Co., Inc.

58,299

445

*,^

A-Power Energy Generation Systems Ltd.

102,252

444

*

Casella Waste Systems, Inc.

254,352

435

 

Virco Manufacturing Corp.

150,940

435

*

Hill International Inc.

135,478

412

*

Advanced Battery Technologies Inc.

190,480

408

 

American Railcar Industries, Inc.

52,300

399

*,^

SatCon Technology Corp.

234,400

387

*

U.S. Home Systems, Inc.

191,499

383

 

Universal Truckload Services, Inc.

26,634

382

*

The Allied Defense Group, Inc.

96,759

381

*

ICT Group, Inc.

68,060

379

*

First Advantage Corp. Class A

27,297

376

*

Hurco Cos., Inc.

35,289

375

 

Schawk, Inc.

60,704

367

*

United Capital Corp.

21,238

366

*

TRC Cos., Inc.

151,355

363

*

DXP Enterprises Inc

35,000

362

*,^

Basin Water, Inc.

409,788

361

 

NN, Inc.

271,630

342

*

P.A.M. Transportation Services, Inc.

61,408

337

*

PowerSecure International, Inc.

97,948

335

*

Fushi Copperweld, Inc.

67,386

323

*

NCI Building Systems, Inc.

140,247

311

*

Pinnacle Airlines Corp.

223,506

311

*

COMSYS IT Partners Inc.

134,426

297

 

 

L.S. Starrett Co. Class A

45,283

283

*

Quality Distribution Inc.

141,798

281

*

Hudson Highland Group, Inc.

245,099

272

*

Park-Ohio Holdings Corp.

83,209

271

*

Dollar Thrifty Automotive Group, Inc.

217,894

253

 

Wabash National Corp.

203,360

250

*

TriMas Corp.

132,874

233

*

Active Power, Inc.

386,650

232

*

Acco Brands Corp.

223,510

219

 

VSE Corp.

8,201

219

*

Patriot Transportation Holding, Inc.

3,280

204

 

Hardinge, Inc.

69,189

193

 

Hubbell Inc. Class A

7,600

192

*

Protection One, Inc.

52,830

169

 

Sauer-Danfoss, Inc.

67,171

164

 

Macquarie Infrastructure Co. LLC

117,808

163

*

Xerium Technologies Inc.

226,723

152

*

AMREP Corp.

9,612

151

*

Raytheon Co. Warrants Exp. 6/16/11

19,938

134

*,^

Akeena Solar, Inc.

119,232

134

*

Avis Budget Group, Inc.

136,150

124

*

Paragon Technologies, Inc.

46,135

112

*

Air Transport Services Group Inc.

142,059

109

*,^

Ascent Solar Technologies, Inc.

26,004

106

*

China Architectural Engineering Inc.

104,062

102

*

SL Industries, Inc.

20,500

95

 

Sypris Solutions, Inc.

85,491

85

*,^

Medis Technology Ltd.

188,607

83

*

Innotrac Corp.

73,631

73

*

Applied Energetics, Inc.

287,190

66

*

CAI International Inc.

17,700

50

*

Nashua Corp.

43,876

44

*

Covenant Transport, Inc.

18,365

36

*

Commercial Vehicle Group Inc.

52,570

29

*

Advanced Environmental Recycling Technologies, Inc.

78,953

26

*

Environmental Tectonics Corp.

19,900

18

*

Arotech Corp.

4,845

4

*

ExpressJet Holdings, Inc.

869

1

*

BMC Industries, Inc.

211,416

 

7,789,020

Information Technology (18.0%)

 

Microsoft Corp.

72,026,517

1,323,127

 

International Business Machines Corp.

12,086,549

1,171,066

*

Cisco Systems, Inc.

52,675,509

883,368

*

Apple Inc.

7,997,382

840,685

 

Intel Corp.

50,038,703

753,082

*

Google Inc.

2,154,938

750,048

 

Hewlett-Packard Co.

22,033,544

706,395

 

*

Oracle Corp.

37,097,783

670,357

 

QUALCOMM Inc.

14,893,590

579,510

 

Visa Inc.

4,039,267

224,583

*

EMC Corp.

18,359,728

209,301

 

Texas Instruments, Inc.

11,663,306

192,561

 

Corning, Inc.

13,983,638

185,563

 

Automatic Data Processing, Inc.

4,569,265

160,655

*

Yahoo! Inc.

11,860,432

151,932

 

Accenture Ltd.

5,512,869

151,549

*

Dell Inc.

15,856,723

150,322

 

MasterCard, Inc. Class A

796,594

133,414

 

Applied Materials, Inc.

12,070,408

129,757

*

eBay Inc.

9,765,036

122,649

*

Symantec Corp.

7,521,353

112,369

*

Adobe Systems, Inc.

4,776,799

102,176

 

Motorola, Inc.

20,389,673

86,248

 

Western Union Co.

6,437,798

80,923

*

Broadcom Corp.

4,018,788

80,295

 

Paychex, Inc.

2,921,444

74,993

*

Intuit, Inc.

2,756,740

74,432

*

Juniper Networks, Inc.

4,749,771

71,532

 

CA, Inc.

3,730,677

65,697

*

Activision Blizzard, Inc.

5,362,764

56,095

*

BMC Software, Inc.

1,687,847

55,699

*

Cognizant Technology Solutions Corp.

2,620,743

54,485

*

Fiserv, Inc.

1,441,735

52,566

*

Electronic Arts Inc.

2,888,172

52,536

 

Analog Devices, Inc.

2,621,425

50,515

*

Computer Sciences Corp.

1,364,039

50,251

*

Agilent Technologies, Inc.

3,217,786

49,457

*

Sun Microsystems, Inc.

6,649,755

48,676

 

Xilinx, Inc.

2,466,260

47,254

 

Altera Corp.

2,677,875

46,997

*

NVIDIA Corp.

4,760,453

46,938

*

McAfee Inc.

1,374,416

46,043

 

Linear Technology Corp.

1,997,046

45,892

 

Tyco Electronics Ltd.

4,119,890

45,484

 

Amphenol Corp. Class A

1,582,244

45,078

*

NetApp, Inc.

2,948,632

43,758

*

Marvell Technology Group Ltd.

4,676,329

42,835

*

Affiliated Computer Services, Inc. Class A

819,809

39,261

*

Western Digital Corp.

1,995,852

38,600

*

Citrix Systems, Inc.

1,636,901

37,059

 

Xerox Corp.

7,798,573

35,484

 

Harris Corp.

1,213,166

35,109

 

Microchip Technology, Inc.

1,639,610

34,743

*

Autodesk, Inc.

2,040,499

34,301

*

MEMC Electronic Materials, Inc.

2,023,052

33,360

 

*

VeriSign, Inc.

1,749,989

33,022

*

SAIC, Inc.

1,734,983

32,392

 

Fidelity National Information Services, Inc.

1,710,785

31,136

*

Red Hat, Inc.

1,726,871

30,807

*

salesforce.com, inc.

935,233

30,610

 

KLA-Tencor Corp.

1,523,037

30,461

*

Akamai Technologies, Inc.

1,524,998

29,585

*

Micron Technology, Inc.

6,877,862

27,924

*

Synopsys, Inc.

1,299,863

26,946

 

Seagate Technology

4,400,019

26,444

 

Lender Processing Services, Inc.

859,518

26,310

*

SanDisk Corp.

2,039,511

25,800

*

Teradata Corp.

1,585,289

25,713

*

LAM Research Corp.

1,125,481

25,627

*

FLIR Systems, Inc.

1,188,918

24,349

 

Global Payments Inc.

722,303

24,132

*

Avnet, Inc.

1,356,712

23,756

 

Broadridge Financial Solutions LLC

1,273,486

23,700

*

Hewitt Associates, Inc.

764,485

22,751

*

Sybase, Inc.

730,414

22,124

*,^

Alliance Data Systems Corp.

582,214

21,513

 

National Semiconductor Corp.

2,068,933

21,248

*

Flextronics International Ltd.

7,304,230

21,109

 

Total System Services, Inc.

1,507,461

20,818

*

Arrow Electronics, Inc.

1,074,922

20,488

^

FactSet Research Systems Inc.

406,312

20,312

*

ANSYS, Inc.

768,168

19,281

*

Nuance Communications, Inc.

1,641,429

17,826

*

LSI Corp.

5,823,471

17,703

*

Equinix, Inc.

303,249

17,027

*

Ingram Micro, Inc. Class A

1,335,970

16,887

*,^

Cree, Inc.

717,048

16,872

*

Advanced Micro Devices, Inc.

5,481,301

16,718

*

Macrovision Solutions Corp.

929,662

16,539

*

Trimble Navigation Ltd.

1,079,126

16,489

*

Metavante Technologies

808,315

16,134

*

Dolby Laboratories Inc.

470,125

16,036

*

Tellabs, Inc.

3,408,998

15,613

*

Mettler-Toledo International Inc.

302,156

15,510

*

F5 Networks, Inc.

719,588

15,075

*

Solera Holdings, Inc.

595,775

14,763

*

Itron, Inc.

311,230

14,737

*

Novellus Systems, Inc.

883,204

14,688

*

Compuware Corp.

2,227,623

14,680

*

Varian Semiconductor Equipment Associates, Inc.

655,617

14,201

*

Atmel Corp.

3,841,133

13,943

*

ON Semiconductor Corp.

3,523,499

13,742

*

MICROS Systems, Inc.

726,326

13,619

 

*

Novell, Inc.

3,128,375

13,327

*

IAC/InterActiveCorp

864,159

13,161

*

QLogic Corp.

1,161,352

12,914

 

Intersil Corp.

1,109,473

12,759

 

Diebold, Inc.

597,532

12,757

*

PMC Sierra Inc.

1,995,428

12,731

*

Skyworks Solutions, Inc.

1,491,358

12,020

*

Lexmark International, Inc.

709,065

11,962

*

NeuStar, Inc. Class A

712,830

11,940

*

DST Systems, Inc.

335,370

11,611

*

Polycom, Inc.

751,750

11,569

*

Brocade Communications Systems, Inc.

3,352,267

11,565

*

3Com Corp.

3,674,341

11,354

*

NCR Corp.

1,425,082

11,329

 

Jack Henry & Associates Inc.

688,290

11,233

*

SINA.com

479,650

11,152

*

Zebra Technologies Corp. Class A

571,062

10,862

*

Informatica Corp.

793,953

10,528

*

Perot Systems Corp.

816,523

10,517

*

VistaPrint Ltd.

382,177

10,506

*

Parametric Technology Corp.

1,049,040

10,469

*

Silicon Laboratories Inc.

395,876

10,451

*,^

Sohu.com Inc.

243,668

10,066

*

InterDigital, Inc.

389,795

10,065

*

Digital River, Inc.

335,753

10,012

 

National Instruments Corp.

535,769

9,992

*

Tech Data Corp.

455,593

9,923

*

CACI International, Inc.

270,423

9,868

*

Cadence Design Systems, Inc.

2,347,231

9,858

 

Molex, Inc.

701,997

9,645

*

TIBCO Software Inc.

1,626,729

9,549

*

VMware Inc.

404,268

9,549

 

Jabil Circuit, Inc.

1,625,518

9,038

*

Convergys Corp.

1,104,969

8,928

*,^

Palm, Inc.

1,029,678

8,876

*

CyberSource Corp.

599,127

8,873

*

International Rectifier Corp.

656,728

8,872

*

Cypress Semiconductor Corp.

1,309,676

8,866

*

j2 Global Communications, Inc.

397,407

8,699

*

Anixter International Inc.

270,645

8,574

*

Blackboard Inc.

269,293

8,547

*

Microsemi Corp.

733,903

8,513

 

ADTRAN Inc.

507,541

8,227

*

Arris Group Inc.

1,107,922

8,165

*

ManTech International Corp.

193,612

8,112

*

Rambus Inc.

855,496

8,093

*

Atheros Communications, Inc.

544,688

7,985

*

Omniture, Inc.

594,045

7,835

 

*,^

Synaptics Inc.

290,686

7,779

*

Quest Software, Inc.

602,810

7,644

*

FormFactor Inc.

419,929

7,567

^

Quality Systems, Inc.

167,128

7,563

*

Semtech Corp.

559,748

7,473

*

CommScope, Inc.

642,224

7,296

*

Concur Technologies, Inc.

378,202

7,258

*

Tekelec

540,899

7,156

*

Integrated Device Technology Inc.

1,531,447

6,968

*

Ariba, Inc.

784,282

6,847

 

Molex, Inc. Class A

532,295

6,728

*

ValueClick, Inc.

788,735

6,712

*

Teradyne, Inc.

1,529,488

6,699

*

Benchmark Electronics, Inc.

593,605

6,648

*

Gartner, Inc. Class A

599,532

6,601

 

MAXIMUS, Inc.

165,436

6,594

*

EarthLink, Inc.

986,054

6,478

*

Wright Express Corp.

353,003

6,432

*

Ciena Corp.

816,975

6,356

*

Riverbed Technology, Inc.

485,608

6,352

*

JDS Uniphase Corp.

1,941,041

6,308

*

TiVo Inc.

887,666

6,249

*

Progress Software Corp.

359,736

6,245

 

Fair Isaac, Inc.

440,707

6,201

*

Starent Networks Corp.

383,014

6,055

*

Cymer, Inc.

269,366

5,996

*

Genpact, Ltd.

675,982

5,989

*

ACI Worldwide, Inc.

314,858

5,904

*

Tessera Technologies, Inc.

440,065

5,884

 

Take-Two Interactive Software, Inc.

699,986

5,845

*,^

Advent Software, Inc.

171,991

5,729

*

EchoStar Corp.

382,871

5,678

*

Harmonic, Inc.

868,736

5,647

*

SRA International, Inc.

382,978

5,630

*

Net 1 UEPS Technologies, Inc.

368,980

5,612

*

Comtech Telecommunications Corp.

226,431

5,609

*

MKS Instruments, Inc.

377,137

5,533

*

Vishay Intertechnology, Inc.

1,551,968

5,401

 

Plantronics, Inc.

440,327

5,315

*

FEI Co.

338,537

5,224

*

ViaSat, Inc.

250,011

5,205

*

Mercadolibre Inc.

276,009

5,120

*

Cabot Microelectronics Corp.

211,673

5,086

*

Neutral Tandem, Inc.

206,258

5,076

*

Euronet Worldwide, Inc.

388,007

5,067

*

Infinera Corp.

682,335

5,049

 

Acxiom Corp.

674,326

4,990

*

EPIQ Systems, Inc.

275,517

4,968

 

*

Avocent Corp.

408,961

4,965

*

Websense, Inc.

409,173

4,910

*

Plexus Corp.

355,018

4,906

*

Cogent Inc.

404,087

4,809

*

Sycamore Networks, Inc.

1,789,699

4,778

*

Hittite Microwave Corp.

152,441

4,756

*

TeleTech Holdings, Inc.

435,834

4,746

 

Cognex Corp.

352,839

4,710

*

Lawson Software, Inc.

1,104,941

4,696

*

Intermec, Inc.

447,502

4,654

 

Syntel, Inc.

225,798

4,647

*

ADC Telecommunications, Inc.

1,032,099

4,531

*

Tyler Technologies, Inc.

308,630

4,515

*

Electronics for Imaging, Inc.

460,431

4,512

*

CSG Systems International, Inc.

315,144

4,500

*

Verigy Ltd.

530,782

4,379

 

Blackbaud, Inc.

372,026

4,319

*

SPSS, Inc.

151,911

4,319

*

Netlogic Microsystems Inc.

155,424

4,271

*

ATMI, Inc.

276,529

4,267

*

Zoran Corp.

472,728

4,160

*

Fairchild Semiconductor International, Inc.

1,102,659

4,113

*,^

Data Domain, Inc.

319,898

4,021

*

Wind River Systems Inc.

626,853

4,012

*

Rofin-Sinar Technologies Inc.

246,084

3,967

*

Manhattan Associates, Inc.

226,692

3,926

*

DTS Inc.

161,180

3,878

*

L-1 Identity Solutions Inc.

756,947

3,868

*

Commvault Systems, Inc.

348,466

3,823

*

Sigma Designs, Inc.

307,025

3,819

 

AVX Corp.

417,957

3,795

*

Telecommunication Systems, Inc.

407,864

3,740

*

Sonus Networks, Inc.

2,380,037

3,737

*

Emulex Corp.

740,173

3,723

*

AsiaInfo Holdings, Inc.

219,680

3,702

*

DealerTrack Holdings Inc.

279,339

3,659

*

Blue Coat Systems, Inc.

302,787

3,636

*

ScanSource, Inc.

193,615

3,597

*

Sapient Corp.

785,152

3,510

*

Mentor Graphics Corp.

786,707

3,493

 

Micrel, Inc.

492,499

3,467

*

TriQuint Semiconductor, Inc.

1,401,425

3,462

*

Coherent, Inc.

199,970

3,449

*

OmniVision Technologies, Inc.

512,971

3,447

 

Black Box Corp.

144,305

3,407

*

NETGEAR, Inc.

280,877

3,385

*

Rogers Corp.

178,213

3,365

*

JDA Software Group, Inc.

290,531

3,356

 

*

The Ultimate Software Group, Inc.

192,435

3,321

*

Loral Space and Communications Ltd.

154,121

3,292

*

VeriFone Holdings, Inc.

480,844

3,270

*

RF Micro Devices, Inc.

2,451,455

3,260

*

Checkpoint Systems, Inc.

359,659

3,226

*

Ultratech, Inc.

254,603

3,180

*

Monolithic Power Systems

203,540

3,155

*

Amkor Technology, Inc.

1,141,312

3,059

*

S1 Corp.

577,795

2,976

*

Forrester Research, Inc.

144,057

2,962

*

Avid Technology, Inc.

323,469

2,956

*

Standard Microsystem Corp.

158,083

2,940

*

Synchronoss Technologies, Inc.

237,916

2,917

*

Global Cash Access, Inc.

758,476

2,897

 

MTS Systems Corp.

124,808

2,839

 

United Online, Inc.

628,322

2,802

*

Diodes Inc.

257,930

2,737

*

SYNNEX Corp.

138,207

2,719

*

Echelon Corp.

333,183

2,695

*

OSI Systems Inc.

176,171

2,688

*

DG FastChannel Inc.

141,394

2,654

*

TTM Technologies, Inc.

456,751

2,649

*

Cavium Networks, Inc.

228,528

2,637

 

Park Electrochemical Corp.

147,671

2,552

*

The Knot, Inc.

308,596

2,530

*,^

Bankrate, Inc.

100,346

2,504

*

Cirrus Logic, Inc.

658,058

2,474

*

Applied Micro Circuits Corp.

506,295

2,461

 

Imation Corp.

319,607

2,445

*

GSI Commerce, Inc.

185,199

2,426

*

Move, Inc.

1,646,019

2,387

*

Taleo Corp. Class A

200,074

2,365

*

RealNetworks, Inc.

1,012,251

2,359

*

MicroStrategy Inc.

68,615

2,346

*

Brightpoint, Inc.

542,974

2,324

*

ComScore Inc.

184,245

2,228

*

Advanced Energy Industries, Inc.

294,662

2,219

*

BigBand Networks Inc.

335,872

2,200

*

Universal Display Corp.

238,990

2,192

*

Art Technology Group, Inc.

858,581

2,189

*

Supertex, Inc.

94,184

2,176

*

SonicWALL, Inc.

486,473

2,170

 

IXYS Corp.

264,357

2,131

*

Ixia

412,112

2,131

*

RightNow Technologies Inc.

281,095

2,128

*

Online Resources Corp.

501,455

2,111

 

Pegasystems Inc.

109,869

2,040

*

Actel Corp.

201,298

2,037

 

*

Novatel Wireless, Inc.

361,238

2,030

*

Brooks Automation, Inc.

439,896

2,028

*

Littelfuse, Inc.

183,748

2,019

*

THQ Inc.

660,053

2,007

*

SAVVIS, Inc.

323,178

2,000

*

Limelight Networks Inc.

596,989

2,000

*

Adaptec, Inc.

823,260

1,976

*

Volterra Semiconductor Corp.

233,519

1,971

*

3PAR, Inc.

295,895

1,944

*

FARO Technologies, Inc.

144,623

1,944

*

NVE Corp.

67,465

1,944

*

Silicon Image, Inc.

793,666

1,905

*

InfoSpace, Inc.

364,990

1,898

*

ExlService Holdings, Inc.

218,743

1,886

*

EMS Technologies, Inc.

106,506

1,860

*

Symyx Technologies, Inc.

417,615

1,858

*

Smith Micro Software, Inc.

355,141

1,857

*

Exar Corp.

297,334

1,855

*

STEC Inc.

251,459

1,853

*

Internet Capital Group Inc.

443,489

1,787

 

NIC Inc.

340,777

1,772

*

Netezza Corp.

258,618

1,759

*

Symmetricom Inc.

493,157

1,726

 

Daktronics, Inc.

263,416

1,725

*

Vignette Corp.

256,963

1,717

 

Heartland Payment Systems, Inc.

257,793

1,704

*

VASCO Data Security International, Inc.

291,493

1,682

*

Veeco Instruments, Inc.

245,871

1,640

*

Globecomm Systems, Inc.

282,995

1,639

*

Bottomline Technologies, Inc.

247,732

1,630

*

OpenTV Corp.

1,072,843

1,620

*

Entrust, Inc.

1,058,933

1,599

*,^

Stratasys, Inc.

191,540

1,584

*

Comverge Inc.

227,717

1,583

*

Integral Systems, Inc.

183,594

1,579

*

Newport Corp.

355,701

1,572

*

Maxwell Technologies, Inc.

223,205

1,551

*

Epicor Software Corp.

406,505

1,549

*,^

LoopNet, Inc.

254,024

1,544

*

MSC Software Corp.

271,323

1,530

*

Silicon Storage Technology, Inc.

925,793

1,528

*

Internet Brands Inc.

257,465

1,511

*

Vocus, Inc.

113,394

1,507

*

SuccessFactors Inc.

192,233

1,467

*

Anaren, Inc.

133,222

1,457

*

Catapult Communications Corp.

207,858

1,449

*

Mercury Computer Systems, Inc.

261,175

1,444

*

Rimage Corp.

108,130

1,444

 

*

Electro Scientific Industries, Inc.

243,105

1,439

*

Oplink Communications, Inc.

183,863

1,416

*

Pericom Semiconductor Corp.

193,529

1,415

*

Switch and Data Inc.

161,006

1,412

*

Kulicke & Soffa Industries, Inc.

532,095

1,394

*

Advanced Analogic Technologies, Inc.

383,610

1,381

*

Digi International, Inc.

178,578

1,370

 

Electro Rent Corp.

141,736

1,366

*

SeaChange International, Inc.

238,038

1,362

*

DivX, Inc.

268,573

1,351

*

Kopin Corp.

563,190

1,307

*

ArcSight, Inc.

101,470

1,296

 

Cass Information Systems, Inc.

39,699

1,287

*

Extreme Networks, Inc.

837,439

1,273

*

Constant Contact, Inc.

90,901

1,272

*

Sanmina-SCI Corp.

4,119,765

1,257

*

Terremark Worldwide, Inc.

465,472

1,252

*

KVH Industries, Inc.

251,197

1,246

 

Bel Fuse, Inc. Class B

92,273

1,240

*

TNS Inc.

150,755

1,233

*

Multi-Fineline Electronix, Inc.

72,827

1,226

*

Cogo Group, Inc.

182,919

1,222

*

SupportSoft, Inc.

627,582

1,205

*

Insight Enterprises, Inc.

389,500

1,192

*

NetScout Systems, Inc.

166,373

1,191

*

NCI, Inc.

45,587

1,185

*

MIPS Technologies, Inc.

395,747

1,160

*

Soapstone Networks Inc.

321,859

1,152

*

RadiSys Corp.

189,508

1,148

*

Ciber, Inc.

415,454

1,134

*

Kenexa Corp.

208,234

1,122

*

infoGROUP, Inc.

268,695

1,118

*

Ceva, Inc.

152,697

1,112

*

OPNET Technologies, Inc.

127,091

1,102

*

IPG Photonics Corp.

129,382

1,089

*

Chordiant Software, Inc.

356,259

1,079

 

Agilysys, Inc.

249,423

1,073

*

DemandTec, Inc.

121,658

1,065

*

NetSuite Inc.

93,581

1,054

*

Finisar Corp.

2,388,652

1,051

 

iGATE Corp.

323,631

1,049

*

Lattice Semiconductor Corp.

738,899

1,020

*

Harris Stratex Networks, Inc. Class A

263,708

1,015

 

American Software, Inc. Class A

192,374

1,014

*

WebMD Health Corp. Class A

45,394

1,012

*

Dynamics Research Corp.

139,611

1,011

*

Unisys Corp.

1,889,633

1,001

*

ShoreTel, Inc.

231,911

1,000

 

*

Rackable Systems Inc.

245,917

998

*

DSP Group Inc.

229,056

990

*

Intevac, Inc.

188,898

984

*

Ebix, Inc.

37,970

944

*

Keynote Systems Inc.

118,294

938

*

Measurement Specialties, Inc.

226,519

926

*

Quantum Corp.

1,382,331

926

*

UTStarcom, Inc.

1,170,057

913

*

PROS Holdings, Inc.

196,075

912

 

CTS Corp.

249,798

902

*

Trident Microsystems, Inc.

614,830

898

 

Cohu, Inc.

122,851

885

*

Virage Logic Corp.

270,391

879

*

SourceForge Inc.

1,057,332

878

*

Aruba Networks, Inc.

278,733

875

*

LoJack Corp.

192,096

870

 

Renaissance Learning, Inc.

93,861

842

 

Methode Electronics, Inc. Class A

232,898

834

*

Safeguard Scientifics, Inc.

1,501,293

826

*

Tollgrade Communications, Inc.

140,698

816

*

Lionbridge Technologies, Inc.

830,970

814

*

LeCroy Corp.

255,316

802

*

LivePerson, Inc.

350,632

796

*

Entegris Inc.

922,380

793

*,^

EMCORE Corp.

1,044,387

783

 

Imergent, Inc.

173,277

780

*,^

Travelzoo, Inc.

123,120

777

*

Perficient, Inc.

141,477

764

*

Web.com Group, Inc.

229,498

762

*

Monotype Imaging Holdings Inc.

203,450

761

*

Techwell, Inc.

119,611

755

*

Double-Take Software Inc.

111,600

754

*

Telular Corp.

420,969

749

*

The Hackett Group Inc.

370,798

749

*

Acme Packet, Inc.

123,300

748

*

Compellent Technologies, Inc.

68,816

747

*

SRS Labs, Inc.

151,754

747

*

White Electronic Designs Corp.

186,103

746

*

Smart Modular Technologies Inc.

536,778

741

*

Hughes Communications Inc.

61,319

738

 

PC-Tel, Inc.

170,481

733

*

ModusLink Global Solutions, Inc.

282,676

732

*

FalconStor Software, Inc.

305,084

729

*

Liquidity Services, Inc.

104,174

728

*

Gerber Scientific, Inc.

298,370

713

*

Interactive Intelligence Inc.

77,456

702

*

MoneyGram International, Inc.

590,206

696

*

Ness Technologies Inc.

233,859

690

 

*

Microtune, Inc.

378,848

689

*

Spectrum Control, Inc.

96,703

680

*

Radiant Systems, Inc.

153,311

676

*,^

Zix Corp.

652,306

672

*

DDi Corp.

214,641

661

*,^

Research Frontiers, Inc.

146,137

656

*

California Micro Devices Corp.

269,537

655

*

Network Equipment Technologies, Inc.

182,244

645

*

MRV Communications Inc.

2,070,249

642

*

Hypercom Corp.

666,695

640

*

Zygo Corp.

139,138

639

*

GSE Systems, Inc.

104,611

622

*

Internap Network Services Corp.

228,335

614

*

Rudolph Technologies, Inc.

202,447

613

*

PAR Technology Corp.

114,957

591

*

Concurrent Computer Corp.

156,220

566

*

PC Mall, Inc.

123,233

559

*

Nu Horizons Electronics Corp.

277,427

555

*

Orbcomm, Inc.

375,812

552

*

Startek, Inc.

177,188

549

*

OpNext, Inc.

320,634

548

*

hi/fn, Inc.

134,567

533

 

Technitrol, Inc.

308,700

528

*

Integrated Silicon Solution, Inc.

344,816

521

 

Marchex, Inc.

150,376

517

*

SiRF Technology Holdings, Inc.

223,586

514

*

PLX Technology, Inc.

236,468

513

*

Openwave Systems Inc.

509,767

494

*

iPass Inc.

493,586

494

*

Bookham, Inc.

1,130,731

486

*

Datalink Corp.

166,369

481

*

Edgewater Technology, Inc.

170,656

478

*

Computer Task Group, Inc.

138,086

476

*

Rubicon Technology, Inc.

89,482

475

*

LTX-Credence Corp.

1,692,509

474

 

Richardson Electronics, Ltd.

139,185

470

*

Aware, Inc.

223,097

468

*

Magma Design Automation, Inc.

620,622

465

*,^

ParkerVision, Inc.

272,455

460

*

Actuate Software Corp.

148,418

454

*

Hutchinson Technology, Inc.

173,227

450

*

MoSys, Inc.

235,920

448

*

Pervasive Software Inc.

114,350

446

*

PC Connection, Inc.

116,682

443

*

TechTeam Global, Inc.

90,812

443

*

Callidus Software Inc.

152,580

442

*

QuickLogic Corp.

247,891

439

*

Isilon Systems Inc.

197,128

434

 

*

Super Micro Computer Inc.

86,827

427

*

I.D. Systems, Inc.

104,902

426

*

Performance Technologies, Inc.

163,352

423

*

Lasercard Corp.

170,250

415

*

Presstek, Inc.

200,422

415

*

Cray, Inc.

118,024

413

*

Saba Software, Inc.

239,684

405

*

CyberOptics Corp.

82,437

404

 

Keithley Instruments Inc.

118,202

401

*

Airvana, Inc.

66,167

387

*

Mindspeed Technologies Inc.

304,243

377

*

Mattson Technology, Inc.

447,071

376

*

TranSwitch Corp.

1,243,641

373

*

Immersion Corp.

125,586

368

*

Semitool, Inc.

132,071

367

*

ANADIGICS, Inc.

172,353

357

 

TheStreet.com, Inc.

176,073

347

*

Sumtotal Systems Inc.

205,125

347

*

RAE Systems, Inc.

732,830

344

 

QAD Inc.

133,907

339

*,^

On2 Technologies, Inc.

1,106,806

332

*

Phoenix Technologies Ltd.

201,905

327

*

TransAct Technologies Inc.

122,009

316

*

Photronics, Inc.

324,071

311

*

Sonic Solutions, Inc.

251,277

302

*

Powerwave Technologies, Inc.

495,489

294

*

Ramtron International Corp.

286,101

286

*,^

X-Rite Inc.

270,315

281

*

Tier Technologies, Inc.

59,360

275

*

Ditech Networks Inc.

240,802

248

*

ActivIdentity Corp.

114,045

234

*

InFocus Corp.

356,494

214

*

Frequency Electronics, Inc.

63,089

209

*

BSQUARE Corp.

121,429

206

*

EFJ, Inc.

268,122

201

*

PDF Solutions, Inc.

125,033

198

*

Rainmaker Systems, Inc.

318,962

195

*

SCM Microsystems, Inc.

74,532

190

*

PLATO Learning, Inc.

106,351

189

*

CPI International, Inc.

19,645

185

*

LookSmart, Ltd.

169,161

173

*

Axcelis Technologies, Inc.

443,758

169

*

Evolving Systems, Inc.

125,807

164

*

Comarco, Inc.

94,810

161

*

Dice Holdings Inc.

56,727

158

 

Selectica, Inc.

335,788

138

*

American Technology Corp.

178,297

132

 

Bel Fuse, Inc. Class A

10,580

132

 

*

Video Display Corp.

48,365

125

*

Network Engines, Inc.

227,352

118

*

Allen Organ Co. Escrow Shares

11,462

118

*

GTSI Corp.

30,241

117

*

Leadis Technology Inc.

191,644

113

*

Entropic Communications Inc.

149,326

110

*

iGo, Inc.

185,915

104

 

Gevity HR, Inc.

25,689

101

*,^

Wave Systems Corp. Class A

183,885

101

*

Calamp Corp.

178,061

98

*

Planar Systems, Inc.

142,136

97

*

WebMediaBrands Inc.

217,997

87

*

Lantronix, Inc.

182,643

84

*,^

Access Intergrated Technologies Inc.

130,962

81

*

Newtek Business Services, Inc.

201,851

79

*

Nanometrics Inc.

63,769

77

*

Henry Bros. Electronics, Inc.

9,700

71

*

Zhone Technologies

364,247

70

*

Borland Software Corp.

145,561

67

*

Analysts International Corp.

148,261

67

*

Intelli-Check Inc.

49,851

60

*

Convera Corp.

309,351

57

*

Ultra Clean Holdings, Inc.

51,061

55

*

Sourcefire Inc.

7,300

53

*

Management Network Group Inc.

126,767

39

*

Avanex Corp.

21,883

38

*

Airspan Networks Inc.

193,638

37

*

Autobytel Inc.

136,187

37

*

FSI International, Inc.

111,758

36

*

AuthentiDate Holding Corp.

88,943

36

*

Wireless Telecom Group, Inc.

98,580

34

*

Miva Inc.

139,637

34

*

Ikanos Communications, Inc.

18,119

26

*

Merix Corp.

85,484

24

*,^

Telkonet, Inc.

151,338

21

*

Conexant Systems, Inc.

30,343

20

*

Pixelworks, Inc.

30,519

19

*

Digital Angel Corp.

27,400

19

*

Endwave Corp.

9,266

18

*

Silicon Graphics Inc.

28,283

12

*

Westell Technologies, Inc.

39,031

11

*

Asyst Technologies, Inc.

37,663

11

*

Livewire Movile, Inc.

60,638

7

*

AuthenTec, Inc.

4,326

6

*

ICx Technologies, Inc.

1,245

5

*

Nextwave Wireless Inc.

26,666

4

*

Information Services Group, Inc.

688

2

 

13,754,078

 

Materials (3.6%)

 

Monsanto Co.

4,929,578

409,648

 

Newmont Mining Corp. (Holding Co.)

4,255,996

190,498

 

Praxair, Inc.

2,774,576

186,701

 

E.I. du Pont de Nemours & Co.

8,118,162

181,279

 

Freeport-McMoRan Copper & Gold, Inc. Class B

3,397,596

129,482

 

Nucor Corp.

2,824,552

107,813

 

Air Products & Chemicals, Inc.

1,885,445

106,056

 

Rohm & Haas Co.

1,141,494

89,995

 

Ecolab, Inc.

2,143,029

74,427

 

Dow Chemical Co.

8,310,768

70,060

 

Alcoa Inc.

8,549,067

62,750

 

The Mosaic Co.

1,398,890

58,725

 

PPG Industries, Inc.

1,478,020

54,539

 

Weyerhaeuser Co.

1,902,098

52,441

 

Vulcan Materials Co.

991,940

43,933

 

Sigma-Aldrich Corp.

1,128,979

42,664

 

Ball Corp.

810,155

35,161

 

CF Industries Holdings, Inc.

486,972

34,638

*

Crown Holdings, Inc.

1,452,886

33,024

 

Martin Marietta Materials, Inc.

373,196

29,594

 

FMC Corp.

633,331

27,322

 

Terra Industries, Inc.

919,646

25,833

 

International Paper Co.

3,658,529

25,756

 

Airgas, Inc.

656,586

22,199

 

United States Steel Corp.

1,047,073

22,125

*

Owens-Illinois, Inc.

1,505,249

21,736

 

Lubrizol Corp.

606,895

20,641

 

Sealed Air Corp.

1,424,280

19,655

 

International Flavors & Fragrances, Inc.

638,113

19,437

 

AptarGroup Inc.

608,723

18,956

 

Sonoco Products Co.

898,869

18,858

 

Bemis Co., Inc.

898,916

18,850

 

Cliffs Natural Resources Inc.

1,024,786

18,610

 

MeadWestvaco Corp.

1,542,373

18,493

 

Eastman Chemical Co.

654,219

17,533

 

Celanese Corp. Series A

1,293,062

17,288

*

Pactiv Corp.

1,183,989

17,274

 

Allegheny Technologies Inc.

782,393

17,158

 

Valspar Corp.

855,075

17,076

 

Compass Minerals International, Inc.

292,528

16,490

 

Nalco Holding Co.

1,239,614

16,202

 

Reliance Steel & Aluminum Co.

595,244

15,673

 

RPM International, Inc.

1,161,418

14,785

 

Albemarle Corp.

658,711

14,340

 

Scotts Miracle-Gro Co.

412,107

14,300

 

Royal Gold, Inc.

276,317

12,921

 

Silgan Holdings, Inc.

239,855

12,602

 

 

Steel Dynamics, Inc.

1,394,893

12,289

 

Packaging Corp. of America

923,428

12,023

 

Commercial Metals Co.

1,028,041

11,874

 

Olin Corp.

696,184

9,935

 

Sensient Technologies Corp.

414,996

9,752

 

Eagle Materials, Inc.

394,685

9,571

 

Rock-Tenn Co.

328,382

8,883

 

Greif Inc. Class A

218,190

7,264

 

AK Steel Holding Corp.

1,009,713

7,189

*

Calgon Carbon Corp.

466,359

6,608

 

Ashland, Inc.

633,416

6,543

*

Intrepid Potash, Inc.

340,900

6,290

 

Cabot Corp.

589,627

6,197

 

Schnitzer Steel Industries, Inc. Class A

196,979

6,183

 

Cytec Industries, Inc.

408,878

6,141

 

Titanium Metals Corp.

1,068,823

5,846

 

H.B. Fuller Co.

440,741

5,730

 

Minerals Technologies, Inc.

169,161

5,422

 

Carpenter Technology Corp.

380,739

5,376

*

OM Group, Inc.

277,823

5,368

*

W.R. Grace & Co.

846,462

5,350

 

Texas Industries, Inc.

213,000

5,325

 

Worthington Industries, Inc.

608,333

5,299

 

NewMarket Corp.

117,686

5,214

 

Temple-Inland Inc.

959,491

5,152

 

Huntsman Corp.

1,483,663

4,644

*

Coeur d'Alene Mines Corp.

4,644,408

4,366

*

Domtar Corp.

4,548,363

4,321

 

Arch Chemicals, Inc.

219,724

4,166

*

Hecla Mining Co.

2,010,742

4,022

 

Balchem Corp.

145,709

3,662

 

Deltic Timber Corp.

90,801

3,578

 

Kaiser Aluminum Corp.

144,210

3,334

 

A. Schulman Inc.

219,048

2,968

*

Rockwood Holdings, Inc.

358,470

2,846

 

AMCOL International Corp.

186,954

2,774

*

RTI International Metals, Inc.

236,541

2,768

 

Schweitzer-Mauduit International, Inc.

133,999

2,474

 

Glatfelter

390,256

2,435

 

Louisiana-Pacific Corp.

1,044,612

2,330

 

Wausau Paper Corp.

436,181

2,294

*

Stillwater Mining Co.

563,589

2,085

 

Zep, Inc.

202,553

2,072

*

Horsehead Holding Corp.

373,925

2,057

 

Koppers Holdings, Inc.

140,889

2,046

*

Brush Engineered Materials Inc.

146,372

2,030

*

PolyOne Corp.

816,678

1,887

*,^

Zoltek Cos., Inc.

269,060

1,832

 

*

Allied Nevada Gold Corp.

312,764

1,830

 

Westlake Chemical Corp.

123,459

1,806

 

Olympic Steel, Inc.

117,985

1,790

*

Solutia Inc.

928,859

1,737

 

American Vanguard Corp.

127,300

1,642

 

NL Industries, Inc.

163,311

1,633

 

Great Northern Iron Ore Properties

18,747

1,474

*

Haynes International, Inc.

77,052

1,373

 

Myers Industries, Inc.

215,939

1,326

*

Headwaters Inc.

412,833

1,296

 

Stepan Co.

46,353

1,265

*

Landec Corp.

203,641

1,134

*

U.S. Gold Corp.

524,725

1,070

*,^

Altair Nanotechnology Inc.

1,007,034

1,067

 

Innophos Holdings Inc.

94,500

1,066

*

AEP Industries, Inc.

67,668

1,033

 

A.M. Castle & Co.

111,410

994

*

Graphic Packaging Holding Co.

1,133,643

986

*

LSB Industries, Inc.

92,972

920

*

Omnova Solutions Inc.

516,235

898

*

GenTek, Inc.

50,484

883

 

Quaker Chemical Corp.

110,907

881

 

Hawkins, Inc.

55,020

849

*

Clearwater Paper Corp.

94,157

756

 

Spartech Corp.

305,085

751

*

Century Aluminum Co.

338,238

714

*

U.S. Concrete, Inc.

356,557

713

 

Innospec, Inc.

177,858

671

*

Buckeye Technology, Inc.

297,596

634

*

American Pacific Corp.

115,021

596

*

ICO, Inc.

259,238

534

 

Neenah Paper Inc.

145,998

530

 

Ferro Corp.

367,318

525

*

Universal Stainless & Alloy Products, Inc.

44,082

426

*

U.S. Energy Corp.

222,922

421

 

Penford Corp.

107,302

390

*

Nonophase Technologies Corp.

326,453

294

*

Flotek Industries, Inc.

132,134

207

*

Mercer International Inc.

266,983

176

*,^

General Steel Holdings, Inc.

56,400

148

 

Georgia Gulf Corp.

115,318

82

*

General Moly, Inc.

46,342

49

*

Continental Materials Corp.

3,500

49

*

Rock of Ages Corp.

17,900

31

*

AbitibiBowater, Inc.

14,716

8

*

Caraustar Industries, Inc.

14,501

2

 

Chemtura Corp.

918

*

General Chemical Group Inc.

1

 

2,781,016

 

Other (0.1%)

2

Miscellaneous Securities

 

44,686

 

Telecommunication Services (3.6%)

 

AT&T Inc.

53,016,127

1,336,006

 

Verizon Communications Inc.

25,554,573

771,748

*

American Tower Corp. Class A

3,568,951

108,603

*

Sprint Nextel Corp.

25,028,262

89,351

*

Crown Castle International Corp.

2,468,788

50,388

 

Embarq Corp.

1,279,899

48,444

 

Qwest Communications International Inc.

13,800,519

47,198

*

MetroPCS Communications Inc.

1,893,943

32,349

 

Windstream Corp.

3,962,329

31,936

 

CenturyTel, Inc.

857,198

24,104

*

NII Holdings Inc.

1,494,168

22,413

*

SBA Communications Corp.

945,440

22,029

 

Frontier Communications Corp.

2,808,340

20,164

*

Leap Wireless International, Inc.

500,854

17,465

 

Telephone & Data Systems, Inc.

658,782

17,464

*

Level 3 Communications, Inc.

14,561,292

13,396

*

tw telecom inc.

1,266,759

11,084

*

Syniverse Holdings Inc.

585,493

9,227

 

Telephone & Data Systems, Inc. - Special Common Shares

270,170

6,390

*

Centennial Communications Corp. Class A

739,849

6,111

*

U.S. Cellular Corp.

172,610

5,755

*

Cincinnati Bell Inc.

2,376,351

5,466

 

NTELOS Holdings Corp.

289,275

5,248

*

Premiere Global Services, Inc.

526,689

4,645

 

Shenandoah Telecommunications Co.

201,093

4,585

*

Cbeyond Inc.

192,259

3,620

 

Iowa Telecommunications Services Inc.

287,467

3,294

 

Alaska Communications Systems Holdings, Inc.

379,702

2,544

*

Cogent Communications Group, Inc.

331,363

2,386

*

General Communication, Inc.

343,500

2,295

 

Consolidated Communications Holdings, Inc.

210,161

2,156

 

USA Mobility, Inc.

154,737

1,425

 

Atlantic Tele-Network, Inc.

73,097

1,402

*

PAETEC Holding Corp.

891,254

1,283

 

Hickory Tech Corp.

214,629

1,155

*

Global Crossing Ltd.

144,473

1,011

*

iPCS, Inc.

89,614

870

 

Warwick Valley Telephone Co.

74,807

822

 

SureWest Communications

103,536

808

 

FairPoint Communications, Inc.

861,643

672

*

TerreStar Corp.

889,716

498

*,^

Vonage Holdings Corp.

1,205,507

482

*,^

8X8 Inc.

725,752

421

*

ICO Global Communications (Holdings) Ltd.

1,190,602

417

 

 

Arbinet Holdings, Inc.

251,630

400

 

D&E Communications, Inc.

66,190

356

*

Fibertower Corp.

1,156,695

231

*

iBasis, Inc.

302,250

203

*,^

Globalstar, Inc.

410,571

144

*

IDT Corp. Class B

72,585

84

*

IDT Corp.

21,611

25

*

Virgin Mobile USA, Inc. Class A

5,360

7

 

2,740,580

Utilities (4.3%)

 

Exelon Corp.

5,918,998

268,663

 

Southern Co.

6,968,530

213,376

 

FPL Group, Inc.

3,493,302

177,215

 

Duke Energy Corp.

11,383,265

163,008

 

Dominion Resources, Inc.

5,229,996

162,078

 

Public Service Enterprise Group, Inc.

4,553,145

134,181

 

PG&E Corp.

3,247,671

124,126

 

Entergy Corp.

1,703,370

115,983

 

FirstEnergy Corp.

2,742,533

105,862

 

Consolidated Edison Inc.

2,461,795

97,512

 

PPL Corp.

3,369,962

96,752

 

Sempra Energy

2,082,320

96,287

 

American Electric Power Co., Inc.

3,630,589

91,709

 

Progress Energy, Inc.

2,479,401

89,903

 

Edison International

2,784,638

80,225

 

Xcel Energy, Inc.

4,039,991

75,265

 

Questar Corp.

1,561,604

45,958

 

Ameren Corp.

1,904,421

44,164

 

Wisconsin Energy Corp.

1,052,983

43,351

 

DTE Energy Co.

1,468,854

40,687

 

Allegheny Energy, Inc.

1,523,854

35,308

*

NRG Energy, Inc.

1,995,232

35,116

 

EQT Corp.

1,119,432

35,072

*

AES Corp.

5,967,330

34,670

 

Northeast Utilities

1,554,738

33,567

 

Constellation Energy Group, Inc.

1,616,650

33,400

 

SCANA Corp.

1,006,845

31,101

 

CenterPoint Energy Inc.

2,949,085

30,759

 

NSTAR

962,874

30,696

 

MDU Resources Group, Inc.

1,572,053

25,373

 

Alliant Energy Corp.

995,040

24,568

 

Aqua America, Inc.

1,217,592

24,352

 

Pepco Holdings, Inc.

1,947,169

24,301

 

NiSource, Inc.

2,470,571

24,212

 

CMS Energy Corp.

2,038,461

24,135

 

Pinnacle West Capital Corp.

908,209

24,122

 

DPL Inc.

1,044,842

23,551

 

UGI Corp. Holding Co.

972,156

22,953

 

 

TECO Energy, Inc.

1,918,351

21,390

 

ONEOK, Inc.

895,194

20,258

 

OGE Energy Corp.

836,856

19,934

 

NV Energy Inc.

2,110,359

19,816

 

National Fuel Gas Co.

642,097

19,693

 

ITC Holdings Corp.

447,412

19,516

 

Atmos Energy Corp.

821,280

18,988

 

AGL Resources Inc.

692,545

18,373

 

Integrys Energy Group, Inc.

690,063

17,969

 

Energen Corp.

614,458

17,899

 

Westar Energy, Inc.

976,629

17,120

 

Piedmont Natural Gas, Inc.

661,161

17,117

*

Mirant Corp.

1,410,923

16,085

 

WGL Holdings Inc.

451,197

14,799

 

Vectren Corp.

692,907

14,613

 

Great Plains Energy, Inc.

1,074,848

14,478

 

Nicor Inc.

407,686

13,547

 

New Jersey Resources Corp.

380,698

12,936

 

Cleco Corp.

545,073

11,823

 

Portland General Electric Co.

664,571

11,690

 

Hawaiian Electric Industries Inc.

815,714

11,208

 

American Water Works Co., Inc.

579,503

11,150

 

Northwest Natural Gas Co.

238,709

10,365

*

Reliant Energy, Inc.

3,169,665

10,111

 

IDACORP, Inc.

410,633

9,592

 

South Jersey Industries, Inc.

268,462

9,396

 

UniSource Energy Corp.

319,898

9,018

 

Southwest Gas Corp.

397,620

8,378

 

California Water Service Group

179,444

7,512

 

The Laclede Group, Inc.

190,346

7,420

 

NorthWestern Corp.

326,700

7,018

 

Avista Corp.

492,049

6,780

 

CH Energy Group, Inc.

142,502

6,683

 

ALLETE, Inc.

244,785

6,533

 

PNM Resources Inc.

782,268

6,462

*

Dynegy, Inc.

4,557,418

6,426

 

MGE Energy, Inc.

201,377

6,317

 

Black Hills Corp.

351,180

6,283

 

American States Water Co.

157,887

5,734

*

El Paso Electric Co.

405,515

5,714

 

Ormat Technologies Inc.

186,826

5,130

 

UIL Holdings Corp.

216,355

4,829

 

Empire District Electric Co.

302,726

4,371

 

SJW Corp.

141,341

3,594

 

Chesapeake Utilities Corp.

70,350

2,144

 

Connecticut Water Services, Inc.

98,963

2,007

 

Middlesex Water Co.

117,212

1,688

 

Central Vermont Public Service Corp.

96,413

1,668

 

 

Consolidated Water Co., Ltd.

141,291

1,533

 

Maine & Maritimes Corp.

27,084

948

 

The York Water Co.

75,981

939

 

Southwest Water Co.

215,406

926

 

Unitil Corp.

31,707

637

*

Cadiz Inc.

50,722

405

 

Artesian Resources Corp Class A

9,334

131

*

Synthesis Energy Systems, Inc.

33,393

22

*

Pure Cycle Corp.

6,950

20

 

3,310,697

Total Common Stocks (Cost $108,863,281)

75,989,763

 

 

Coupon

 

Shares

Market
Value
($000)

Temporary Cash Investments (1.3%)1

Money Market Fund (1.2%)

3,4

Vanguard Market Liquidity Fund

0.440%

 

878,676,983

878,677

 

 

Coupon

Maturity
Date

Face
Amount ($000)

Market
Value
($000)

U.S. Government and Agency Obligations (0.1%)

5,6

Federal Home Loan Bank

0.451%

5/26/09

5,000

4,999

5,6

Federal Home Loan Mortgage Corp.

0.230%

4/17/09

8,000

8,000

5,6

Federal Home Loan Mortgage Corp.

1.206%

4/30/09

12,000

12,000

5,6

Federal Home Loan Mortgage Corp.

0.200%

5/6/09

5,000

4,999

5,6

Federal National Mortgage Assn.

0.541%

7/30/09

40,000

39,970

 

69,968

Total Temporary Cash Investments (Cost $948,588)

948,645

Total Investments (100.8%) (Cost $109,811,869)

76,938,408

Other Assets and Liabilities-Net (-0.8%)4

(573,808)

Net Assets (100%)

76,364,600

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $476,482,000.

1

The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.0% and 0.8%, respectively, of net assets.

2

Securities representing up to 5% of the market value of unaffiliated securities are permitted to be combined and reported as "miscellaneous securities" provided that they have been held for less than one year and not previously reported by name.

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 $520,350,000 of collateral received for securities on loan.

5

The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

6

Securities with a value of $69,968,000 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 March 31, 2009, the cost of investment securities for tax purposes was $109,721,805,000. Net unrealized depreciation of investment securities for tax purposes was $32,783,397,000, consisting of unrealized gains of $3,424,359,000 on securities that had risen in value since their purchase and $36,207,756,000 in unrealized losses on securities that had fallen in value since their purchase.

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

Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized futures gains (losses).

At March 31, 2009, the aggregate settlement value of open futures contracts expiring in June 2009 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

1,120

47,185

2,112

S&P 500 Index

913

181,413

17,681

E-mini S&P 500 Index

2,400

95,376

(1,847)

S&P MidCap 400 Index

92

22,444

1,665

 

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 March 31, 2009, based on the inputs used to value them:

Valuation Inputs

Investments in Securities ($000)

Futures Contracts ($000)

Level 1- Quoted prices

76,868,377

 

19,611

 

Level 2- Other significant observable inputs

70,031

 

-

 

Level 3- Significant unobservable inputs

-

 

-

 

Total

76,938,408

 

19,611

 

 

 

 

 

 

 

 


Vanguard Value Index Fund

Schedule of Investments

As of March 31, 2009

 

 

 

Shares

Market
Value
($000)

Common Stocks (100.0%)

Consumer Discretionary (7.5%)

 

Home Depot, Inc.

3,650,393

86,003

 

The Walt Disney Co.

3,779,343

68,633

 

Time Warner Inc.

2,570,097

49,603

 

News Corp., Class A

3,900,918

25,824

*

Liberty Media Corp.

1,060,180

21,151

 

Carnival Corp.

939,217

20,287

*,^

Time Warner Cable Inc.

755,082

18,726

 

Johnson Controls, Inc.

1,277,050

15,325

 

The Gap, Inc.

1,070,346

13,904

*,^

Ford Motor Co.

4,234,646

11,137

 

Sherwin-Williams Co.

213,657

11,104

 

VF Corp.

189,301

10,811

 

Genuine Parts Co.

342,719

10,234

 

Darden Restaurants Inc.

283,257

9,704

 

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

453,534

9,102

 

Mattel, Inc.

770,381

8,882

 

Advance Auto Parts, Inc.

203,608

8,364

 

Macy's Inc.

903,981

8,045

 

Fortune Brands, Inc.

322,238

7,911

 

News Corp., Class B

943,966

7,269

*,^

Sears Holdings Corp.

149,435

6,831

 

Hasbro, Inc.

269,335

6,752

^

Harley-Davidson, Inc.

500,455

6,701

 

H & R Block, Inc.

363,801

6,618

 

D. R. Horton, Inc.

612,527

5,941

 

International Game Technology

633,452

5,840

 

Limited Brands, Inc.

657,224

5,718

 

Pulte Homes, Inc.

470,391

5,141

 

BorgWarner, Inc.

248,869

5,052

 

Starwood Hotels & Resorts Worldwide, Inc.

393,456

4,997

 

American Eagle Outfitters, Inc.

398,338

4,876

 

CBS Corp.

1,269,685

4,876

 

Whirlpool Corp.

158,031

4,676

 

Washington Post Co. Class B

13,024

4,651

 

The Stanley Works

152,492

4,441

 

Leggett & Platt, Inc.

335,757

4,361

 

Black & Decker Corp.

129,250

4,079

*

AutoNation, Inc.

285,130

3,958

*

Expedia, Inc.

421,294

3,825

 

Newell Rubbermaid, Inc.

595,814

3,801

*

Mohawk Industries, Inc.

125,030

3,735

 

 

 

*

Liberty Media Corp.-Interactive Series A

1,213,017

3,518

 

Foot Locker, Inc.

333,156

3,491

 

Autoliv, Inc.

178,304

3,311

 

Brinker International, Inc.

218,895

3,305

*

The Goodyear Tire & Rubber Co.

492,669

3,084

 

Nordstrom, Inc.

173,672

2,909

 

Virgin Media Inc.

599,446

2,877

*

Interpublic Group of Cos., Inc.

665,719

2,743

^

Royal Caribbean Cruises, Ltd.

298,387

2,390

 

Eastman Kodak Co.

577,032

2,193

 

RadioShack Corp.

255,365

2,188

^

General Motors Corp.

1,115,226

2,164

 

KB Home

163,807

2,159

 

Lennar Corp. Class A

277,922

2,087

 

Centex Corp.

267,238

2,004

*

DISH Network Corp.

156,947

1,744

 

Wyndham Worldwide Corp.

381,552

1,603

*

Discovery Communications Inc. Class A

98,491

1,578

 

Abercrombie & Fitch Co.

64,099

1,526

 

WABCO Holdings Inc.

123,772

1,524

 

Gannett Co., Inc.

474,050

1,043

*,^

MGM Mirage, Inc.

201,486

469

 

578,799

Consumer Staples (7.9%)

 

The Procter & Gamble Co.

2,216,796

104,389

 

The Coca-Cola Co.

2,237,538

98,340

 

Altria Group, Inc.

4,428,235

70,940

 

Kraft Foods Inc.

3,157,496

70,381

 

Archer-Daniels-Midland Co.

1,240,795

34,469

 

Kimberly-Clark Corp.

578,066

26,655

 

Safeway, Inc.

921,405

18,603

 

ConAgra Foods, Inc.

960,959

16,211

 

Bunge Ltd.

261,458

14,812

 

Reynolds American Inc.

375,871

13,471

 

General Mills, Inc.

251,349

12,537

 

Sara Lee Corp.

1,519,352

12,276

 

H.J. Heinz Co.

337,902

11,171

 

Lorillard, Inc.

180,650

11,153

 

Molson Coors Brewing Co. Class B

324,669

11,130

 

J.M. Smucker Co.

253,653

9,454

 

Coca-Cola Enterprises, Inc.

629,289

8,300

 

The Pepsi Bottling Group, Inc.

295,029

6,532

 

SUPERVALU Inc.

455,110

6,499

 

The Hershey Co.

169,948

5,906

 

Tyson Foods, Inc.

628,127

5,898

^

Whole Foods Market, Inc.

301,590

5,067

*

Constellation Brands, Inc. Class A

419,046

4,987

*

Dr. Pepper Snapple Group, Inc.

272,654

4,610

 

 

 

 

Campbell Soup Co.

162,994

4,459

 

McCormick & Co., Inc.

126,350

3,736

 

Brown-Forman Corp. Class B

86,124

3,344

 

Hormel Foods Corp.

103,614

3,286

*

Smithfield Foods, Inc.

273,564

2,588

 

PepsiAmericas, Inc.

136,854

2,361

 

603,565

Energy (21.1%)

 

ExxonMobil Corp.

10,932,170

744,481

 

Chevron Corp.

4,366,744

293,620

 

ConocoPhillips Co.

3,043,932

119,200

 

Occidental Petroleum Corp.

1,131,467

62,966

 

Apache Corp.

719,350

46,103

 

Devon Energy Corp.

901,502

40,288

 

Marathon Oil Corp.

1,516,468

39,868

 

Anadarko Petroleum Corp.

986,612

38,369

 

Chesapeake Energy Corp.

1,236,204

21,090

 

Noble Energy, Inc.

371,285

20,005

 

Valero Energy Corp.

1,109,069

19,852

 

Spectra Energy Corp.

1,313,311

18,570

 

XTO Energy, Inc.

412,233

12,623

 

Hess Corp.

220,791

11,967

 

Halliburton Co.

672,309

10,401

 

El Paso Corp.

1,501,354

9,383

 

Williams Cos., Inc.

808,451

9,200

*

National Oilwell Varco Inc.

313,960

9,014

*

Pride International, Inc.

372,013

6,689

 

Sunoco, Inc.

251,196

6,652

*

Newfield Exploration Co.

284,233

6,452

 

BJ Services Co.

627,473

6,243

*

Kinder Morgan Management, LLC

151,351

6,169

 

Murphy Oil Corp.

136,208

6,098

 

Cabot Oil & Gas Corp.

222,125

5,235

 

Peabody Energy Corp.

200,660

5,024

 

Pioneer Natural Resources Co.

253,022

4,167

 

Tesoro Corp.

297,609

4,009

*

Plains Exploration & Production Co.

231,322

3,986

*

Nabors Industries, Inc.

397,565

3,972

 

Cimarex Energy Co.

179,036

3,291

 

Patterson-UTI Energy, Inc.

332,318

2,978

 

Frontier Oil Corp.

223,317

2,856

 

ENSCO International, Inc.

106,769

2,819

*

Forest Oil Corp.

198,304

2,608

 

Tidewater Inc.

68,487

2,543

*

Exterran Holdings, Inc.

132,204

2,118

 

Rowan Cos., Inc.

157,902

1,890

 

Helmerich & Payne, Inc.

79,231

1,804

 

Arch Coal, Inc.

107,480

1,437

 

 

 

*

Alpha Natural Resources, Inc.

51,515

914

 

Walter Industries, Inc.

39,455

902

 

1,617,856

Financials (18.9%)

 

JPMorgan Chase & Co.

8,021,600

213,214

 

Wells Fargo & Co.

8,491,578

120,920

 

Bank of America Corp.

13,738,871

93,699

 

Bank of New York Mellon Corp.

2,468,384

69,732

 

U.S. Bancorp

3,770,940

55,093

 

The Travelers Cos., Inc.

1,256,269

51,055

 

Morgan Stanley

2,054,235

46,775

 

The Goldman Sachs Group, Inc.

427,744

45,349

 

MetLife, Inc.

1,705,659

38,838

 

The Chubb Corp.

764,568

32,356

 

American Express Co.

2,243,637

30,581

 

Ace Ltd.

716,950

28,965

 

PNC Financial Services Group

920,032

26,948

 

Marsh & McLennan Cos., Inc.

1,104,926

22,375

 

The Allstate Corp.

1,094,369

20,957

 

BB&T Corp.

1,187,489

20,092

 

Prudential Financial, Inc.

907,033

17,252

^

Citigroup Inc.

6,738,330

17,048

 

Annaly Capital Management Inc. REIT

1,163,355

16,136

 

Loews Corp.

703,023

15,537

 

Aon Corp.

339,259

13,849

 

People's United Financial Inc.

747,535

13,433

 

Progressive Corp. of Ohio

896,706

12,052

 

Invesco, Ltd.

827,406

11,468

 

Equity Residential REIT

584,685

10,729

 

Capital One Financial Corp.

841,798

10,304

 

Vornado Realty Trust REIT

304,072

10,107

 

State Street Corp.

324,945

10,002

 

HCP, Inc. REIT

543,042

9,693

 

Ameriprise Financial, Inc.

465,596

9,540

 

Everest Re Group, Ltd.

132,030

9,348

 

Simon Property Group, Inc. REIT

269,484

9,335

 

Boston Properties, Inc. REIT

259,716

9,098

 

Unum Group

711,730

8,897

 

SunTrust Banks, Inc.

723,053

8,489

 

Fidelity National Financial, Inc. Class A

432,472

8,438

 

KeyCorp

1,063,909

8,373

 

Avalonbay Communities, Inc. REIT

171,365

8,064

 

Willis Group Holdings Ltd.

357,516

7,865

 

New York Community Bancorp, Inc.

702,817

7,850

 

Cincinnati Financial Corp.

331,580

7,583

 

PartnerRe Ltd.

118,337

7,345

 

Health Care Inc. REIT

233,770

7,151

 

W.R. Berkley Corp.

311,906

7,033

 

 

 

^

M & T Bank Corp.

154,136

6,973

 

Plum Creek Timber Co. Inc. REIT

233,072

6,775

 

Axis Capital Holdings Ltd.

288,863

6,511

 

Regions Financial Corp.

1,487,219

6,336

 

HCC Insurance Holdings, Inc.

246,597

6,212

 

RenaissanceRe Holdings Ltd.

125,392

6,199

*

Leucadia National Corp.

400,514

5,964

 

Comerica, Inc.

323,470

5,923

 

Discover Financial Services

928,356

5,858

 

Federal Realty Investment Trust REIT

126,794

5,832

 

Assurant, Inc.

252,828

5,507

 

Cullen/Frost Bankers, Inc.

114,799

5,389

^

American International Group, Inc.

5,203,138

5,203

 

Rayonier Inc. REIT

169,464

5,121

 

Old Republic International Corp.

471,220

5,099

 

The Hartford Financial Services Group Inc.

646,041

5,071

 

Commerce Bancshares, Inc.

138,291

5,020

 

Reinsurance Group of America, Inc.

154,877

5,016

*

SLM Corp.

1,004,354

4,972

*

Arch Capital Group Ltd.

90,761

4,888

 

First Horizon National Corp.

453,061

4,866

 

Legg Mason Inc.

302,307

4,807

 

Torchmark Corp.

182,752

4,794

 

Nationwide Health Properties, Inc. REIT

213,569

4,739

 

The Principal Financial Group, Inc.

557,408

4,560

 

First American Corp.

169,678

4,498

 

Federated Investors, Inc.

196,937

4,384

 

Host Hotels & Resorts Inc. REIT

1,066,981

4,183

 

AMB Property Corp. REIT

285,212

4,107

^

Raymond James Financial, Inc.

206,902

4,076

 

Associated Banc-Corp.

260,834

4,027

 

Regency Centers Corp. REIT

150,547

4,000

 

Liberty Property Trust REIT

210,981

3,996

 

Kimco Realty Corp. REIT

515,159

3,925

 

XL Capital Ltd. Class A

710,982

3,882

 

ProLogis REIT

570,985

3,711

 

Lincoln National Corp.

549,945

3,679

 

NYSE Euronext

185,178

3,315

 

Fifth Third Bancorp

1,117,094

3,262

 

TCF Financial Corp.

253,299

2,979

 

City National Corp.

88,039

2,973

 

White Mountains Insurance Group Inc.

16,928

2,910

*

Markel Corp.

10,019

2,844

 

Marshall & Ilsley Corp.

503,576

2,835

 

UDR, Inc. REIT

316,900

2,728

 

American Financial Group, Inc.

161,456

2,591

 

Camden Property Trust REIT

114,504

2,471

 

Hospitality Properties Trust REIT

202,083

2,425

 

 

 

 

Zions Bancorp

235,596

2,316

 

Janus Capital Group Inc.

339,338

2,257

*

The St. Joe Co.

128,869

2,157

 

Transatlantic Holdings, Inc.

56,980

2,032

 

Synovus Financial Corp.

603,502

1,961

 

Genworth Financial Inc.

930,983

1,769

 

Mercury General Corp.

58,858

1,748

 

Duke Realty Corp. REIT

316,722

1,742

 

Weingarten Realty Investors REIT

168,468

1,604

 

Huntington Bancshares Inc.

729,940

1,212

 

Capitol Federal Financial

29,880

1,130

^

The Macerich Co. REIT

158,096

990

 

TFS Financial Corp.

79,351

963

*

CB Richard Ellis Group, Inc.

225,407

908

 

BOK Financial Corp.

24,574

849

 

CapitalSource Inc. REIT

418,981

511

 

Student Loan Corp.

8,050

350

 

1,450,903

Health Care (11.6%)

 

Pfizer Inc.

14,491,848

197,379

 

Johnson & Johnson

2,981,607

156,833

 

Wyeth

2,861,616

123,164

 

Merck & Co., Inc.

4,543,818

121,547

 

Bristol-Myers Squibb Co.

4,254,568

93,260

 

Eli Lilly & Co.

2,199,200

73,475

 

Cardinal Health, Inc.

772,899

24,331

*

Boston Scientific Corp.

2,904,424

23,090

 

Covidien Ltd.

541,203

17,990

 

AmerisourceBergen Corp.

335,357

10,953

 

CIGNA Corp.

584,023

10,273

*

Mylan Inc.

654,934

8,783

*

Forest Laboratories, Inc.

323,901

7,113

 

Omnicare, Inc.

254,387

6,230

*

King Pharmaceuticals, Inc.

529,785

3,746

*

Hospira, Inc.

120,132

3,707

*

Vertex Pharmaceuticals, Inc.

121,379

3,487

*

Health Net Inc.

222,869

3,227

*

Community Health Systems, Inc.

200,485

3,075

 

891,663

Industrials (9.0%)

 

General Electric Co.

22,614,192

228,630

 

United Technologies Corp.

1,940,959

83,422

 

United Parcel Service, Inc.

946,528

46,588

 

General Dynamics Corp.

712,228

29,622

 

Northrop Grumman Corp.

667,531

29,131

 

Illinois Tool Works, Inc.

878,916

27,115

 

 

 

 

Norfolk Southern Corp.

795,826

26,859

 

Honeywell International Inc.

963,906

26,854

 

Waste Management, Inc.

685,402

17,546

 

Deere & Co.

458,859

15,083

 

Republic Services, Inc. Class A

770,219

13,209

 

Tyco International Ltd.

660,743

12,924

 

Caterpillar, Inc.

453,824

12,689

 

Eaton Corp.

336,696

12,411

 

Parker Hannifin Corp.

346,387

11,770

 

Dover Corp.

399,713

10,544

 

Ingersoll-Rand Co.

685,187

9,456

 

Cintas Corp.

295,620

7,308

*

URS Corp.

179,534

7,255

 

Goodrich Corp.

172,034

6,518

 

Rockwell Automation, Inc.

288,957

6,311

 

Masco Corp.

792,693

5,533

 

SPX Corp.

117,053

5,503

 

Manpower Inc.

167,610

5,285

*

Shaw Group, Inc.

179,567

4,922

 

Avery Dennison Corp.

205,610

4,593

 

Pentair, Inc.

201,397

4,364

 

Harsco Corp.

179,543

3,981

 

R.R. Donnelley & Sons Co.

440,621

3,230

 

Textron, Inc.

518,256

2,975

 

Pall Corp.

127,573

2,606

*

Terex Corp.

204,037

1,887

*

Owens Corning Inc.

160,841

1,454

*

Hertz Global Holdings Inc.

312,399

1,228

*

Spirit Aerosystems Holdings Inc.

110,978

1,106

 

689,912

Information Technology (4.3%)

 

Intel Corp.

11,953,808

179,905

 

Motorola, Inc.

4,870,865

20,604

 

Analog Devices, Inc.

625,829

12,060

*

Computer Sciences Corp.

325,634

11,996

 

Xilinx, Inc.

588,705

11,280

 

Tyco Electronics Ltd.

983,589

10,859

 

Xerox Corp.

1,860,386

8,465

 

Fidelity National Information Services, Inc.

408,390

7,433

*

Synopsys, Inc.

309,771

6,421

 

Lender Processing Services, Inc.

204,833

6,270

*

Western Digital Corp.

309,569

5,987

*

Avnet, Inc.

323,846

5,670

*

Flextronics International Ltd.

1,739,772

5,028

*

Arrow Electronics, Inc.

256,471

4,888

*

Sun Microsystems, Inc.

555,652

4,067

*

Ingram Micro, Inc. Class A

318,875

4,031

 

 

 

*

Tellabs, Inc.

812,718

3,722

 

Intersil Corp.

263,988

3,036

*

Lexmark International, Inc.

168,534

2,843

*

MEMC Electronic Materials, Inc.

168,866

2,785

*

Cadence Design Systems, Inc.

559,382

2,349

*

SanDisk Corp.

170,125

2,152

 

Jabil Circuit, Inc.

384,860

2,140

 

Molex, Inc. Class A

160,149

2,024

*

NCR Corp.

220,460

1,753

*

Advanced Micro Devices, Inc.

457,739

1,396

 

329,164

Materials (3.6%)

 

E.I. du Pont de Nemours & Co.

1,939,431

43,308

 

Freeport-McMoRan Copper & Gold, Inc. Class B

811,715

30,935

 

Nucor Corp.

674,755

25,755

 

Air Products & Chemicals, Inc.

450,484

25,340

 

Dow Chemical Co.

1,985,441

16,737

 

Alcoa Inc.

2,042,507

14,992

 

PPG Industries, Inc.

353,018

13,026

 

Weyerhaeuser Co.

454,120

12,520

^

Vulcan Materials Co.

236,789

10,487

 

Ball Corp.

193,144

8,383

 

International Paper Co.

872,910

6,145

 

United States Steel Corp.

249,886

5,280

 

Lubrizol Corp.

144,582

4,917

 

Sealed Air Corp.

339,371

4,683

 

International Flavors & Fragrances, Inc.

152,205

4,636

 

Sonoco Products Co.

214,399

4,498

 

Bemis Co., Inc.

214,254

4,493

 

MeadWestvaco Corp.

367,111

4,402

 

FMC Corp.

98,288

4,240

 

Eastman Chemical Co.

155,925

4,179

 

Terra Industries, Inc.

142,716

4,009

 

Steel Dynamics, Inc.

331,958

2,925

 

CF Industries Holdings, Inc.

40,666

2,893

 

Commercial Metals Co.

244,607

2,825

 

Celanese Corp. Series A

200,397

2,679

 

Allegheny Technologies Inc.

121,082

2,655

 

Martin Marietta Materials, Inc.

31,253

2,478

 

Reliance Steel & Aluminum Co.

92,175

2,427

 

Cliffs Natural Resources Inc.

122,033

2,216

*

Pactiv Corp.

98,873

1,443

 

Titanium Metals Corp.

253,005

1,384

 

AK Steel Holding Corp.

115,900

825

 

277,715

 

 

 

Other (0.1%)

1

Miscellaneous Securities

 

10,391

 

Telecommunication Services (7.4%)

 

AT&T Inc.

12,665,174

319,162

 

Verizon Communications Inc.

6,104,818

184,365

*

Sprint Nextel Corp.

5,978,980

21,345

 

Embarq Corp.

305,564

11,566

 

Qwest Communications International Inc.

3,294,928

11,269

 

Windstream Corp.

944,481

7,613

 

CenturyTel, Inc.

204,525

5,751

 

Frontier Communications Corp.

669,092

4,804

 

Telephone & Data Systems, Inc.

113,963

3,021

 

Telephone & Data Systems, Inc. - Special Common Shares

107,436

2,541

*

U.S. Cellular Corp.

40,963

1,366

 

572,803

Utilities (8.6%)

 

Exelon Corp.

1,414,093

64,186

 

Southern Co.

1,664,816

50,977

 

FPL Group, Inc.

834,600

42,339

 

Duke Energy Corp.

2,719,442

38,942

 

Dominion Resources, Inc.

1,249,456

38,721

 

Public Service Enterprise Group, Inc.

1,087,722

32,055

 

PG&E Corp.

775,863

29,653

 

Entergy Corp.

406,984

27,712

 

FirstEnergy Corp.

655,220

25,292

 

Consolidated Edison Inc.

588,157

23,297

 

PPL Corp.

805,125

23,115

 

Sempra Energy

497,474

23,003

 

American Electric Power Co., Inc.

867,365

21,910

 

Progress Energy, Inc.

592,384

21,480

 

Edison International

665,277

19,167

 

Xcel Energy, Inc.

965,151

17,981

 

Ameren Corp.

454,458

10,539

 

Wisconsin Energy Corp.

251,284

10,345

 

DTE Energy Co.

350,430

9,707

 

Northeast Utilities

370,843

8,007

 

Constellation Energy Group, Inc.

385,309

7,960

 

SCANA Corp.

240,029

7,414

 

CenterPoint Energy Inc.

702,688

7,329

 

NSTAR

229,563

7,318

 

MDU Resources Group, Inc.

375,008

6,053

 

Alliant Energy Corp.

237,418

5,862

 

Pepco Holdings, Inc.

464,715

5,800

 

NiSource, Inc.

589,498

5,777

 

CMS Energy Corp.

486,258

5,757

 

Pinnacle West Capital Corp.

216,762

5,757

 

DPL Inc.

249,310

5,619

 

 

 

 

UGI Corp. Holding Co.

231,931

5,476

 

TECO Energy, Inc.

457,343

5,099

 

ONEOK, Inc.

213,430

4,830

 

NV Energy Inc.

503,105

4,724

 

National Fuel Gas Co.

153,139

4,697

 

Integrys Energy Group, Inc.

164,294

4,278

 

Questar Corp.

130,499

3,841

*

Mirant Corp.

336,550

3,837

 

Aqua America, Inc.

188,830

3,777

 

American Water Works Co., Inc.

137,601

2,647

*

Reliant Energy, Inc.

751,874

2,398

 

Energen Corp.

73,268

2,134

*

Dynegy, Inc.

1,056,001

1,489

 

658,301

Total Common Stocks (Cost $11,523,692)

7,681,072

 

Coupon

 

Shares

Market
Value
($000)

Temporary Cash Investment (0.8%)

Money Market Fund (0.8%)

2,3

Vanguard Market Liquidity Fund (Cost $57,882)

0.440%

 

57,882,341

57,882

 

Total Investments (100.8%) (Cost $11,581,574)

7,738,954

Other Assets and Liabilities-Net (-0.8%)3

(58,101)

Net Assets (100%)

7,680,853

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $51,544,000.

1

Securities representing up to 5% of the market value of unaffiliated securities are permitted to be combined and reported as "miscellaneous securities" provided that they have been held for less than one year and not previously reported by name.

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 $56,426,000 of collateral received for securities on loan.

 

REIT—Real Estate Investment Trust.

 

Value 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.

At March 31, 2009, the cost of investment securities for tax purposes was $11,581,574,000. Net unrealized depreciation of investment securities for tax purposes was $3,842,620,000, consisting of unrealized gains of $284,524,000 on securities that had risen in value since their purchase and $4,127,144,000 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 March 31, 2009, 100% of the fund's investments were valued based on Level 1 inputs.

 

 


Vanguard Growth Index Fund

Schedule of Investments

As of March 31, 2009

 

 

 

Shares

Market
Value
($000)

Common Stocks (100.0%)

Consumer Discretionary (10.6%)

 

McDonald's Corp.

2,999,525

163,684

 

Lowe's Cos., Inc.

3,944,590

71,989

*

Amazon.com, Inc.

923,275

67,805

 

Target Corp.

1,924,709

66,191

 

Comcast Corp. Special Class A

3,978,506

51,203

 

Comcast Corp. Class A

3,469,001

47,317

 

NIKE, Inc. Class B

994,730

46,643

 

Best Buy Co., Inc.

943,306

35,808

 

Staples, Inc.

1,913,626

34,656

 

Yum! Brands, Inc.

1,244,954

34,211

*

Kohl's Corp.

778,724

32,956

*

DIRECTV Group, Inc.

1,413,335

32,210

 

TJX Cos., Inc.

1,120,590

28,732

*

Apollo Group, Inc. Class A

362,707

28,411

*

Viacom Inc. Class B

1,422,033

24,715

*

Starbucks Corp.

1,973,647

21,927

 

Omnicom Group Inc.

836,494

19,574

 

The McGraw-Hill Cos., Inc.

846,506

19,360

*

AutoZone Inc.

109,281

17,771

*

Bed Bath & Beyond, Inc.

698,969

17,300

*

Coach, Inc.

879,975

14,696

 

Ross Stores, Inc.

354,022

12,702

*

ITT Educational Services, Inc.

104,177

12,649

 

Tim Hortons, Inc.

487,519

12,368

 

Marriott International, Inc. Class A

751,750

12,299

*

O'Reilly Automotive, Inc.

343,962

12,042

 

Family Dollar Stores, Inc.

357,246

11,921

*

GameStop Corp. Class A

418,771

11,734

*

Dollar Tree, Inc.

243,439

10,845

 

DeVry, Inc.

173,577

8,363

 

H & R Block, Inc.

455,606

8,288

*

Priceline.com, Inc.

103,802

8,178

 

Cablevision Systems NY Group Class A

629,241

8,142

*

CarMax, Inc.

593,377

7,382

 

Tiffany & Co.

333,242

7,185

 

PetSmart, Inc.

342,230

7,173

 

Strayer Education, Inc.

38,306

6,890

*

Liberty Global, Inc. Series C

476,223

6,729

*

Toll Brothers, Inc.

362,950

6,591

 

Garmin Ltd.

299,406

6,350

 

Polo Ralph Lauren Corp.

148,967

6,294

 

Burger King Holdings Inc.

253,301

5,813

*

Discovery Communications Inc. Class C

377,935

5,537

 

 

 

 

Wendy's/Arby's Group, Inc.

1,072,986

5,397

 

Scripps Networks Interactive

239,303

5,387

*

Urban Outfitters, Inc.

315,533

5,165

*

NVR, Inc.

11,002

4,706

*

Penn National Gaming, Inc.

178,495

4,311

*

Liberty Global, Inc. Class A

292,799

4,263

*

DISH Network Corp.

364,439

4,049

*,^

Wynn Resorts Ltd.

196,079

3,916

*

Discovery Communications Inc. Class A

234,550

3,758

 

Nordstrom, Inc.

217,507

3,643

 

Abercrombie & Fitch Co.

152,107

3,620

 

Guess ?, Inc.

151,459

3,193

*,^

Las Vegas Sands Corp.

836,288

2,517

 

Harman International Industries, Inc.

149,181

2,018

*,^

Lamar Advertising Co. Class A

194,574

1,897

*

Interpublic Group of Cos., Inc.

447,411

1,843

 

Weight Watchers International, Inc.

92,842

1,722

*

Clear Channel Outdoor Holdings, Inc. Class A

109,608

402

*

Krispy Kreme Doughnuts, Inc. Warrants Exp. 3/2/12

3,500

 

1,134,441

Consumer Staples (15.9%)

 

Wal-Mart Stores, Inc.

6,352,357

330,958

 

The Procter & Gamble Co.

5,155,159

242,756

 

PepsiCo, Inc.

4,179,869

215,180

 

Philip Morris International Inc.

5,444,448

193,714

 

The Coca-Cola Co.

2,801,846

123,141

 

CVS Caremark Corp.

3,865,264

106,256

 

Colgate-Palmolive Co.

1,358,314

80,113

 

Walgreen Co.

2,661,744

69,099

 

Costco Wholesale Corp.

1,161,819

53,815

 

Sysco Corp.

1,612,461

36,764

 

The Kroger Co.

1,668,241

35,400

 

General Mills, Inc.

584,565

29,158

 

Kellogg Co.

719,114

26,341

 

Avon Products, Inc.

1,147,403

22,065

 

The Clorox Co.

373,348

19,220

 

Kimberly-Clark Corp.

389,782

17,973

 

H.J. Heinz Co.

423,196

13,991

 

Lorillard, Inc.

226,252

13,969

 

Campbell Soup Co.

378,979

10,369

 

Church & Dwight, Inc.

188,554

9,848

*

Ralcorp Holdings, Inc.

151,652

8,171

*

Dean Foods Co.

414,460

7,493

*

Energizer Holdings, Inc.

148,871

7,397

 

The Hershey Co.

212,808

7,395

*

Hansen Natural Corp.

198,726

7,154

 

The Estee Lauder Cos. Inc. Class A

286,603

7,065

*

Dr. Pepper Snapple Group, Inc.

340,853

5,764

 

McCormick & Co., Inc.

157,982

4,672

 

Brown-Forman Corp. Class B

107,913

4,190

 

Hormel Foods Corp.

69,671

2,209

 

1,711,640

 

 

 

Energy (5.9%)

 

Schlumberger Ltd.

3,219,163

130,762

*

Transocean Ltd.

859,006

50,544

 

Occidental Petroleum Corp.

762,871

42,454

 

EOG Resources, Inc.

671,724

36,784

 

XTO Energy, Inc.

958,616

29,353

 

Hess Corp.

513,378

27,825

*

Southwestern Energy Co.

926,919

27,520

 

Halliburton Co.

1,563,520

24,188

 

Baker Hughes Inc.

827,705

23,631

*

National Oilwell Varco Inc.

730,110

20,961

*

Weatherford International Ltd.

1,833,106

20,293

 

Range Resources Corp.

418,081

17,208

 

Noble Corp.

710,360

17,113

*

Ultra Petroleum Corp.

405,086

14,539

*

Petrohawk Energy Corp.

738,651

14,204

 

Murphy Oil Corp.

316,634

14,176

*

Cameron International Corp.

590,908

12,959

 

Smith International, Inc.

589,062

12,653

 

CONSOL Energy, Inc.

487,728

12,310

 

Diamond Offshore Drilling, Inc.

187,147

11,764

 

Peabody Energy Corp.

466,470

11,680

*

FMC Technologies Inc.

336,639

10,560

*

Denbury Resources, Inc.

664,940

9,881

 

ENSCO International, Inc.

248,146

6,551

 

Williams Cos., Inc.

544,203

6,193

 

Helmerich & Payne, Inc.

183,843

4,186

 

Arch Coal, Inc.

250,031

3,343

*,^

Continental Resources, Inc.

136,123

2,887

*

Nabors Industries, Inc.

267,106

2,668

 

Massey Energy Co.

228,340

2,311

*

Alpha Natural Resources, Inc.

122,965

2,183

 

Walter Industries, Inc.

94,815

2,168

*

CNX Gas Corp.

81,013

1,921

*

SandRidge Energy, Inc.

289,594

1,908

 

Tidewater Inc.

45,986

1,708

*

Quicksilver Resources, Inc.

290,949

1,612

 

Rowan Cos., Inc.

106,192

1,271

 

634,272

Financials (4.6%)

*

Berkshire Hathaway Inc. Class B

29,589

83,441

 

The Goldman Sachs Group, Inc.

535,557

56,780

 

Charles Schwab Corp.

2,642,636

40,961

 

CME Group, Inc.

162,248

39,976

 

Northern Trust Corp.

540,334

32,323

 

AFLAC Inc.

1,254,564

24,288

 

Franklin Resources Corp.

438,401

23,617

 

State Street Corp.

755,703

23,261

 

 

 

 

T. Rowe Price Group Inc.

660,695

19,068

 

Public Storage, Inc. REIT

341,992

18,895

 

Hudson City Bancorp, Inc.

1,262,655

14,760

 

Moody's Corp.

548,649

12,575

 

Simon Property Group, Inc. REIT

337,392

11,687

*

IntercontinentalExchange Inc.

155,608

11,588

 

Aon Corp.

228,787

9,339

*

TD Ameritrade Holding Corp.

637,180

8,800

 

Ventas, Inc. REIT

385,773

8,722

 

Progressive Corp. of Ohio

604,712

8,127

*

Nasdaq Stock Market Inc.

377,237

7,386

 

Eaton Vance Corp.

295,195

6,745

 

Brown & Brown, Inc.

323,159

6,111

 

Plum Creek Timber Co. Inc. REIT

156,941

4,562

 

SEI Investments Co.

358,578

4,378

 

Jefferies Group, Inc.

307,564

4,244

*

Markel Corp.

12,547

3,562

 

TFS Financial Corp.

190,435

2,310

 

NYSE Euronext

124,400

2,227

 

Odyssey Re Holdings Corp.

56,490

2,143

*

The St. Joe Co.

86,595

1,450

*

CB Richard Ellis Group, Inc.

290,774

1,172

 

BOK Financial Corp.

31,738

1,097

 

Capitol Federal Financial

20,879

789

 

496,384

Health Care (17.7%)

 

Abbott Laboratories

4,175,724

199,182

 

Johnson & Johnson

3,733,513

196,383

*

Amgen Inc.

2,851,419

141,202

*

Gilead Sciences, Inc.

2,450,448

113,505

 

Schering-Plough Corp.

4,376,583

103,069

 

Medtronic, Inc.

3,036,552

89,487

 

Baxter International, Inc.

1,669,097

85,491

 

UnitedHealth Group Inc.

3,250,598

68,035

*

Medco Health Solutions, Inc.

1,339,844

55,389

*

Celgene Corp.

1,233,099

54,750

*

WellPoint Inc.

1,369,984

52,018

 

Becton, Dickinson & Co.

654,328

43,997

*

Genzyme Corp.

728,055

43,239

*

Biogen Idec Inc.

785,282

41,164

*

Thermo Fisher Scientific, Inc.

1,130,991

40,342

 

Allergan, Inc.

817,911

39,063

*

St. Jude Medical, Inc.

926,315

33,653

 

Aetna Inc.

1,241,005

30,194

*

Express Scripts Inc.

566,105

26,137

 

Stryker Corp.

760,684

25,894

 

McKesson Corp.

736,087

25,792

 

Covidien Ltd.

677,647

22,525

 

 

 

*

Zimmer Holdings, Inc.

604,407

22,061

 

C.R. Bard, Inc.

267,079

21,292

 

Quest Diagnostics, Inc.

447,518

21,248

*

Laboratory Corp. of America Holdings

290,693

17,003

*

Life Technologies Corp.

466,626

15,156

*

Cephalon, Inc.

184,266

12,549

*

Illumina, Inc.

333,099

12,405

*

DaVita, Inc.

279,436

12,281

*

Humana Inc.

454,089

11,843

*

Myriad Genetics, Inc.

250,383

11,385

 

DENTSPLY International Inc.

380,863

10,226

*

Varian Medical Systems, Inc.

334,471

10,181

*

Intuitive Surgical, Inc.

105,153

10,027

*

Waters Corp.

264,646

9,779

*

Henry Schein, Inc.

240,585

9,626

*

Edwards Lifesciences Corp.

149,863

9,086

*

Hologic, Inc.

689,672

9,028

*

Forest Laboratories, Inc.

405,664

8,908

*

Hospira, Inc.

279,218

8,617

 

Beckman Coulter, Inc.

168,728

8,607

*

Millipore Corp.

148,481

8,524

*

Watson Pharmaceuticals, Inc.

267,575

8,324

*,^

Cerner Corp.

185,403

8,152

*

Vertex Pharmaceuticals, Inc.

282,128

8,106

*

Alexion Pharmaceuticals, Inc.

199,279

7,505

*

ResMed Inc.

203,791

7,202

 

Pharmaceutical Product Development, Inc.

285,150

6,764

*

Endo Pharmaceuticals Holdings, Inc.

360,717

6,377

 

IMS Health, Inc.

488,712

6,094

*

Covance, Inc.

170,042

6,059

 

Techne Corp.

97,094

5,312

 

Perrigo Co.

210,820

5,235

*

Coventry Health Care Inc.

400,342

5,180

*

Charles River Laboratories, Inc.

181,869

4,949

*

Patterson Companies, Inc.

244,757

4,616

*

Lincare Holdings, Inc.

199,861

4,357

*

Amylin Pharmaceuticals, Inc.

369,851

4,346

*

Sepracor Inc.

292,620

4,290

*

Kinetic Concepts, Inc.

145,042

3,063

*

Warner Chilcott Ltd.

269,085

2,831

*

Abraxis BioScience

21,508

1,025

 

1,900,130

Industrials (10.4%)

 

3M Co.

1,771,663

88,087

 

The Boeing Co.

1,873,675

66,665

 

Lockheed Martin Corp.

916,490

63,265

 

Emerson Electric Co.

2,064,447

59,002

 

Union Pacific Corp.

1,362,984

56,032

 

 

 

 

Burlington Northern Santa Fe Corp.

921,377

55,421

 

Raytheon Co.

1,114,444

43,396

 

Danaher Corp.

688,202

37,314

 

FedEx Corp.

795,847

35,407

 

United Parcel Service, Inc.

638,223

31,413

 

Caterpillar, Inc.

1,055,316

29,507

 

CSX Corp.

1,061,729

27,446

 

PACCAR, Inc.

927,312

23,888

 

Precision Castparts Corp.

375,292

22,480

 

L-3 Communications Holdings, Inc.

321,406

21,791

 

C.H. Robinson Worldwide Inc.

455,485

20,775

 

Deere & Co.

574,646

18,889

 

Honeywell International Inc.

649,950

18,108

 

ITT Industries, Inc.

464,291

17,861

 

Fluor Corp.

488,516

16,878

 

Expeditors International of Washington, Inc.

570,746

16,146

*,^

First Solar, Inc.

109,218

14,493

 

Rockwell Collins, Inc.

426,143

13,909

 

Cummins Inc.

514,954

13,106

 

Pitney Bowes, Inc.

554,861

12,956

*

Jacobs Engineering Group Inc.

330,765

12,787

 

Southwest Airlines Co.

1,990,966

12,603

 

W.W. Grainger, Inc.

174,068

12,216

 

Cooper Industries, Inc. Class A

466,497

12,064

 

Waste Management, Inc.

462,148

11,831

*

Iron Mountain, Inc.

515,659

11,432

*

Quanta Services, Inc.

529,069

11,348

 

The Dun & Bradstreet Corp.

145,179

11,179

*

Stericycle, Inc.

230,395

10,997

^

Fastenal Co.

339,848

10,928

 

Roper Industries Inc.

241,475

10,251

*

Delta Air Lines Inc.

1,697,866

9,559

 

Ametek, Inc.

287,326

8,985

 

Tyco International Ltd.

445,559

8,715

 

Flowserve Corp.

152,217

8,542

 

Equifax, Inc.

340,004

8,313

*

McDermott International, Inc.

613,545

8,215

 

Robert Half International, Inc.

396,723

7,074

*

FTI Consulting, Inc.

136,624

6,760

*

Foster Wheeler AG

359,425

6,279

 

Joy Global Inc.

289,626

6,169

 

KBR Inc.

434,085

5,995

*

Alliant Techsystems, Inc.

87,972

5,892

*

Navistar International Corp.

172,215

5,762

*

Aecom Technology Corp.

220,391

5,748

*

Copart, Inc.

190,409

5,648

 

J.B. Hunt Transport Services, Inc.

220,167

5,308

 

Donaldson Co., Inc.

185,987

4,992

 

 

 

*

AGCO Corp.

246,521

4,832

 

Goodrich Corp.

115,992

4,395

*

Covanta Holding Corp.

331,713

4,342

 

Ryder System, Inc.

149,793

4,241

*

IHS Inc. Class A

97,383

4,010

 

Pall Corp.

159,757

3,264

*

Kansas City Southern

245,839

3,125

 

Bucyrus International, Inc.

200,829

3,049

*,^

SunPower Corp. Class A

111,479

2,651

*

Monster Worldwide Inc.

301,816

2,460

*

AMR Corp.

747,622

2,385

*

SunPower Corp. Class B

112,801

2,233

*

Spirit Aerosystems Holdings Inc.

138,455

1,380

 

1,112,194

Information Technology (30.2%)

 

Microsoft Corp.

21,545,880

395,798

 

International Business Machines Corp.

3,615,557

350,311

*

Cisco Systems, Inc.

15,757,303

264,250

*

Apple Inc.

2,392,375

251,486

*

Google Inc.

644,642

224,374

 

Hewlett-Packard Co.

6,591,077

211,310

*

Oracle Corp.

11,097,479

200,531

 

QUALCOMM Inc.

4,455,234

173,353

 

Visa Inc.

1,208,360

67,185

*

EMC Corp.

5,492,184

62,611

 

Texas Instruments, Inc.

3,489,091

57,605

 

Corning, Inc.

4,183,087

55,510

 

Automatic Data Processing, Inc.

1,366,909

48,061

*

Yahoo! Inc.

3,548,036

45,450

 

Accenture Ltd.

1,649,192

45,336

*

Dell Inc.

4,743,444

44,968

 

MasterCard, Inc. Class A

238,324

39,915

 

Applied Materials, Inc.

3,610,865

38,817

*

eBay Inc.

2,921,169

36,690

*

Symantec Corp.

2,250,031

33,615

*

Adobe Systems, Inc.

1,429,045

30,567

 

Western Union Co.

1,925,861

24,208

*

Broadcom Corp.

1,202,245

24,021

 

Paychex, Inc.

873,989

22,435

*

Intuit, Inc.

824,739

22,268

*

Juniper Networks, Inc.

1,420,967

21,400

 

CA, Inc.

1,115,985

19,653

*

Activision Blizzard, Inc.

1,604,033

16,778

*

BMC Software, Inc.

504,673

16,654

*

Cognizant Technology Solutions Corp.

783,751

16,294

*

Fiserv, Inc.

431,113

15,718

*

Electronic Arts Inc.

863,650

15,710

*

Agilent Technologies, Inc.

962,330

14,791

 

 

 

 

Altera Corp.

800,414

14,047

*

NVIDIA Corp.

1,423,164

14,032

*

McAfee Inc.

410,836

13,763

 

Linear Technology Corp.

596,797

13,714

 

Amphenol Corp.

473,146

13,480

*

NetApp, Inc.

881,244

13,078

*

Marvell Technology Group Ltd.

1,397,684

12,803

*

Affiliated Computer Services, Inc. Class A

244,863

11,727

*

Citrix Systems, Inc.

488,916

11,069

 

Harris Corp.

362,279

10,484

 

Microchip Technology, Inc.

489,616

10,375

*

Autodesk, Inc.

608,994

10,237

*

VeriSign, Inc.

522,273

9,855

*

SAIC, Inc.

518,086

9,673

*

Sun Microsystems, Inc.

1,292,155

9,459

*

Red Hat, Inc.

516,150

9,208

*

salesforce.com, inc.

279,166

9,137

 

KLA-Tencor Corp.

454,506

9,090

*

Akamai Technologies, Inc.

455,213

8,831

*

Micron Technology, Inc.

2,055,744

8,346

*

Teradata Corp.

473,725

7,684

*

LAM Research Corp.

336,345

7,659

*

FLIR Systems, Inc.

355,290

7,276

 

Global Payments Inc.

215,891

7,213

*

Hewitt Associates, Inc.

227,894

6,782

*

MEMC Electronic Materials, Inc.

392,089

6,466

*,^

Alliance Data Systems Corp.

173,436

6,408

 

National Semiconductor Corp.

616,646

6,333

 

Total System Services, Inc.

449,555

6,208

*

Nuance Communications, Inc.

489,201

5,313

*

LSI Corp.

1,733,322

5,269

*

SanDisk Corp.

394,847

4,995

*

Trimble Navigation Ltd.

321,309

4,910

*

Dolby Laboratories Inc.

140,060

4,777

*

Mettler-Toledo International Inc.

90,237

4,632

*

Novellus Systems, Inc.

262,442

4,364

*

Western Digital Corp.

208,453

4,032

*

DST Systems, Inc.

100,177

3,468

*

Advanced Micro Devices, Inc.

1,064,763

3,248

*

VMware Inc.

120,135

2,838

 

Molex, Inc. Class A

102,501

1,296

*

NCR Corp.

148,234

1,178

 

Molex, Inc.

67,588

929

 

3,243,359

Materials (3.5%)

 

Monsanto Co.

1,474,682

122,546

 

Newmont Mining Corp. (Holding Co.)

1,273,222

56,989

 

Praxair, Inc.

830,015

55,852

 

 

 

 

Rohm & Haas Co.

341,557

26,928

 

Ecolab, Inc.

641,124

22,266

 

The Mosaic Co.

418,519

17,570

 

Sigma-Aldrich Corp.

337,462

12,753

*

Crown Holdings, Inc.

433,781

9,860

 

CF Industries Holdings, Inc.

94,423

6,716

 

Airgas, Inc.

195,846

6,622

*

Owens-Illinois, Inc.

449,221

6,487

 

Martin Marietta Materials, Inc.

72,552

5,753

 

Nalco Holding Co.

369,722

4,832

 

Albemarle Corp.

196,170

4,271

*

Pactiv Corp.

229,950

3,355

 

FMC Corp.

66,082

2,851

 

Cliffs Natural Resources Inc.

152,282

2,766

 

Terra Industries, Inc.

95,942

2,695

 

Celanese Corp. Series A

134,657

1,800

 

Allegheny Technologies Inc.

81,442

1,786

 

Reliance Steel & Aluminum Co.

61,980

1,632

 

AK Steel Holding Corp.

150,334

1,070

 

377,400

Telecommunication Services (0.7%)

*

American Tower Corp. Class A

1,067,626

32,488

*

Crown Castle International Corp.

738,189

15,066

*

MetroPCS Communications Inc.

565,500

9,659

*

NII Holdings Inc.

445,450

6,682

*

Leap Wireless International, Inc.

149,310

5,206

*

Level 3 Communications, Inc.

4,329,211

3,983

 

73,084

Utilities (0.5%)

 

Allegheny Energy, Inc.

455,099

10,545

*

NRG Energy, Inc.

595,921

10,488

 

EQT Corp.

334,464

10,479

*

AES Corp.

1,782,455

10,356

 

Questar Corp.

303,434

8,930

 

Energen Corp.

91,407

2,663

 

Aqua America, Inc.

126,875

2,537

 

55,998

Total Common Stocks (Cost $12,937,183)

10,738,902

 

Coupon

 

Shares

Market
Value
($000)

Temporary Cash Investment (0.6%)

Money Market Fund (0.6%)

1,2

Vanguard Market Liquidity Fund (Cost $64,595)

0.440%

 

64,595,274

64,595

 

Total Investments (100.6%) (Cost $13,001,778)

10,803,497

Other Assets and Liabilities-Net (-0.6%)2

(65,176)

Net Assets (100%)

10,738,321

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $28,713,000.

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 $29,634,000 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 March 31, 2009, the cost of investment securities for tax purposes was $13,001,778,000. Net unrealized depreciation of investment securities for tax purposes was $2,198,281,000, consisting of unrealized gains of $671,449,000 on securities that had risen in value since their purchase and $2,869,730,000 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 March 31, 2009, 100% of the fund's investments were valued based on Level 1 inputs.

 

 


Vanguard Large Cap Index Fund

Schedule of Investments

As of March 31, 2009

 

 

 

Shares

Market
Value
($000)

Common Stocks (99.9%)1

Consumer Discretionary (9.1%)

 

McDonald's Corp.

397,990

21,718

 

Home Depot, Inc.

606,405

14,287

 

The Walt Disney Co.

627,822

11,401

 

Lowe's Cos., Inc.

523,468

9,553

 

Comcast Corp. Class A

665,630

9,079

*

Amazon.com, Inc.

122,433

8,991

 

Target Corp.

255,401

8,783

 

Time Warner Inc.

426,931

8,240

 

NIKE, Inc. Class B

132,021

6,190

 

Best Buy Co., Inc.

125,193

4,752

 

Staples, Inc.

254,017

4,600

 

Yum! Brands, Inc.

165,283

4,542

*

Kohl's Corp.

103,146

4,365

 

News Corp., Class A

648,250

4,291

*

DIRECTV Group, Inc.

187,703

4,278

 

Comcast Corp. Special Class A

322,347

4,149

 

TJX Cos., Inc.

148,422

3,806

*

Apollo Group, Inc. Class A

48,063

3,765

*

Liberty Media Corp.

175,835

3,508

 

Carnival Corp.

155,772

3,365

*

Viacom Inc. Class B

188,314

3,273

*

Time Warner Cable Inc.

128,413

3,185

*

Starbucks Corp.

261,282

2,903

 

Omnicom Group Inc.

110,785

2,592

 

The McGraw-Hill Cos., Inc.

112,101

2,564

 

Johnson Controls, Inc.

211,712

2,541

*

AutoZone Inc.

14,552

2,366

 

The Gap, Inc.

177,469

2,305

*

Bed Bath & Beyond, Inc.

92,594

2,292

 

H & R Block, Inc.

120,747

2,196

*

Coach, Inc.

116,563

1,947

*,^

Ford Motor Co.

702,041

1,846

 

Sherwin-Williams Co.

35,523

1,846

 

VF Corp.

31,448

1,796

 

Genuine Parts Co.

56,920

1,700

 

Ross Stores, Inc.

46,957

1,685

*

ITT Educational Services, Inc.

13,851

1,682

 

Tim Hortons, Inc.

64,568

1,638

 

Marriott International, Inc. Class A

99,583

1,629

 

Darden Restaurants Inc.

47,004

1,610

*

O'Reilly Automotive, Inc.

45,536

1,594

 

 

 

 

Family Dollar Stores, Inc.

47,521

1,586

*

GameStop Corp. Class A

55,531

1,556

 

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

75,180

1,509

 

Mattel, Inc.

128,244

1,479

*

Dollar Tree, Inc.

32,432

1,445

 

Advance Auto Parts, Inc.

33,678

1,383

 

Macy's Inc.

149,936

1,334

 

Fortune Brands, Inc.

53,480

1,313

 

News Corp., Class B

156,532

1,205

*

Sears Holdings Corp.

24,853

1,136

 

Hasbro, Inc.

44,673

1,120

 

Harley-Davidson, Inc.

82,708

1,107

 

DeVry, Inc.

22,905

1,104

*

Priceline.com, Inc.

13,846

1,091

 

Cablevision Systems NY Group Class A

83,547

1,081

 

D. R. Horton, Inc.

101,892

988

*

CarMax, Inc.

78,834

981

 

International Game Technology

105,612

974

 

Nordstrom, Inc.

57,594

965

 

Tiffany & Co.

44,307

955

 

PetSmart, Inc.

45,502

954

 

Limited Brands, Inc.

109,035

949

 

Strayer Education, Inc.

5,132

923

*

Toll Brothers, Inc.

48,405

879

 

Pulte Homes, Inc.

78,121

854

 

Garmin Ltd.

40,057

850

 

Polo Ralph Lauren Corp.

19,834

838

 

BorgWarner, Inc.

41,199

836

 

Starwood Hotels & Resorts Worldwide, Inc.

65,534

832

*

DISH Network Corp.

74,442

827

 

CBS Corp.

211,347

812

 

American Eagle Outfitters, Inc.

66,301

812

 

Whirlpool Corp.

26,210

776

 

Washington Post Co. Class B

2,168

774

*

Discovery Communications Inc. Class A

47,918

768

 

Burger King Holdings Inc.

33,387

766

*

Liberty Global, Inc. Class A

52,063

758

*

Liberty Global, Inc. Series C

53,042

749

 

Abercrombie & Fitch Co.

31,141

741

 

The Stanley Works

25,356

738

*

Discovery Communications Inc. Class C

50,384

738

 

Leggett & Platt, Inc.

56,027

728

 

Scripps Networks Interactive

31,760

715

 

Wendy's/Arby's Group, Inc.

141,751

713

*

Interpublic Group of Cos., Inc.

170,037

701

*

Urban Outfitters, Inc.

41,865

685

 

Black & Decker Corp.

21,579

681

*

AutoNation, Inc.

47,610

661

 

 

 

*

Expedia, Inc.

70,168

637

 

Newell Rubbermaid, Inc.

99,197

633

*

NVR, Inc.

1,472

630

*

Mohawk Industries, Inc.

20,902

624

*

Penn National Gaming, Inc.

25,083

606

*

Liberty Media Corp.-Interactive Series A

201,626

585

 

Foot Locker, Inc.

55,644

583

 

Autoliv, Inc.

29,400

546

 

Brinker International, Inc.

36,106

545

*

Wynn Resorts Ltd.

25,901

517

*

The Goodyear Tire & Rubber Co.

82,230

515

 

Virgin Media Inc.

100,243

481

 

Guess ?, Inc.

19,963

421

 

Royal Caribbean Cruises, Ltd.

49,170

394

 

KB Home

27,431

362

 

Eastman Kodak Co.

95,026

361

 

RadioShack Corp.

42,062

360

^

General Motors Corp.

183,533

356

 

Lennar Corp. Class A

45,750

344

 

Centex Corp.

44,659

335

*,^

Las Vegas Sands Corp.

109,765

330

 

Wyndham Worldwide Corp.

62,772

264

 

Harman International Industries, Inc.

19,469

263

 

WABCO Holdings Inc.

20,527

253

*,^

Lamar Advertising Co. Class A

25,282

246

 

Weight Watchers International, Inc.

12,367

229

 

Gannett Co., Inc.

80,338

177

*,^

MGM Mirage, Inc.

33,550

78

*

Clear Channel Outdoor Holdings, Inc. Class A

13,868

51

 

246,949

Consumer Staples (12.1%)

 

The Procter & Gamble Co.

1,052,151

49,546

 

Wal-Mart Stores, Inc.

842,660

43,903

 

The Coca-Cola Co.

743,412

32,673

 

PepsiCo, Inc.

554,497

28,545

 

Philip Morris International Inc.

722,223

25,697

 

CVS Caremark Corp.

512,775

14,096

 

Altria Group, Inc.

735,568

11,784

 

Kraft Foods Inc.

524,555

11,692

 

Colgate-Palmolive Co.

180,217

10,629

 

Walgreen Co.

353,249

9,170

 

Costco Wholesale Corp.

154,160

7,141

 

Kimberly-Clark Corp.

147,809

6,815

 

General Mills, Inc.

119,416

5,956

 

Archer-Daniels-Midland Co.

206,194

5,728

 

Sysco Corp.

214,028

4,880

 

The Kroger Co.

221,408

4,698

 

Lorillard, Inc.

60,100

3,711

 

 

 

 

H.J. Heinz Co.

112,125

3,707

 

Kellogg Co.

95,261

3,489

 

Safeway, Inc.

152,837

3,086

 

Avon Products, Inc.

151,945

2,922

 

ConAgra Foods, Inc.

159,316

2,688

 

The Clorox Co.

49,488

2,548

 

Bunge Ltd.

43,428

2,460

 

Reynolds American Inc.

62,346

2,234

 

Campbell Soup Co.

77,217

2,113

 

Sara Lee Corp.

251,939

2,036

 

The Hershey Co.

56,372

1,959

 

Molson Coors Brewing Co. Class B

53,900

1,848

 

J.M. Smucker Co.

42,105

1,569

*

Dr. Pepper Snapple Group, Inc.

90,430

1,529

 

Coca-Cola Enterprises, Inc.

104,424

1,377

 

Church & Dwight, Inc.

24,964

1,304

 

McCormick & Co., Inc.

41,960

1,241

 

Brown-Forman Corp. Class B

28,733

1,116

*

Ralcorp Holdings, Inc.

20,152

1,086

 

The Pepsi Bottling Group, Inc.

48,884

1,082

 

SUPERVALU Inc.

75,480

1,078

*

Dean Foods Co.

55,148

997

*

Energizer Holdings, Inc.

19,802

984

 

Tyson Foods, Inc.

104,348

980

*

Hansen Natural Corp.

26,238

945

 

The Estee Lauder Cos. Inc. Class A

38,112

939

 

Whole Foods Market, Inc.

50,048

841

 

Hormel Foods Corp.

26,340

835

*

Constellation Brands, Inc. Class A

69,504

827

*

Smithfield Foods, Inc.

45,139

427

 

PepsiAmericas, Inc.

22,497

388

 

327,299

Energy (13.1%)

 

ExxonMobil Corp.

1,815,959

123,667

 

Chevron Corp.

725,417

48,777

 

ConocoPhillips Co.

505,617

19,800

 

Schlumberger Ltd.

427,055

17,347

 

Occidental Petroleum Corp.

289,210

16,095

 

Apache Corp.

119,499

7,659

*

Transocean Ltd.

113,987

6,707

 

Devon Energy Corp.

149,810

6,695

 

Marathon Oil Corp.

251,982

6,625

 

Anadarko Petroleum Corp.

163,932

6,375

 

XTO Energy, Inc.

195,720

5,993

 

Hess Corp.

104,797

5,680

 

Halliburton Co.

319,145

4,937

 

EOG Resources, Inc.

89,174

4,883

*

National Oilwell Varco Inc.

149,186

4,283

 

 

 

*

Southwestern Energy Co.

123,050

3,653

 

Chesapeake Energy Corp.

205,021

3,498

 

Noble Energy, Inc.

61,603

3,319

 

Valero Energy Corp.

183,946

3,293

 

Baker Hughes Inc.

109,982

3,140

 

Spectra Energy Corp.

217,720

3,079

 

Murphy Oil Corp.

64,544

2,890

*

Weatherford International Ltd.

242,706

2,687

 

Peabody Energy Corp.

95,089

2,381

 

Williams Cos., Inc.

206,192

2,346

 

Range Resources Corp.

55,350

2,278

 

Noble Corp.

94,086

2,267

*

Ultra Petroleum Corp.

53,723

1,928

*

Petrohawk Energy Corp.

97,869

1,882

*

Cameron International Corp.

78,226

1,715

 

Smith International, Inc.

78,051

1,677

 

CONSOL Energy, Inc.

64,690

1,633

 

Diamond Offshore Drilling, Inc.

24,847

1,562

 

El Paso Corp.

248,917

1,556

*

FMC Technologies Inc.

44,631

1,400

 

ENSCO International, Inc.

50,547

1,334

*

Denbury Resources, Inc.

88,421

1,314

*

Pride International, Inc.

61,837

1,112

 

Sunoco, Inc.

41,745

1,105

*

Newfield Exploration Co.

47,304

1,074

 

BJ Services Co.

104,482

1,040

*

Kinder Morgan Management, LLC

25,203

1,027

*

Nabors Industries, Inc.

101,731

1,016

 

Cabot Oil & Gas Corp.

36,809

868

 

Helmerich & Payne, Inc.

37,720

859

 

Pioneer Natural Resources Co.

42,050

693

 

Arch Coal, Inc.

50,755

679

 

Tesoro Corp.

49,593

668

*

Plains Exploration & Production Co.

38,433

662

 

Tidewater Inc.

17,545

651

 

Cimarex Energy Co.

29,838

548

 

Patterson-UTI Energy, Inc.

55,194

495

 

Rowan Cos., Inc.

40,619

486

 

Frontier Oil Corp.

37,277

477

*

Alpha Natural Resources, Inc.

25,251

448

 

Walter Industries, Inc.

19,144

438

*

Forest Oil Corp.

32,660

429

*

Continental Resources, Inc.

18,318

388

*

Exterran Holdings, Inc.

22,170

355

 

Massey Energy Co.

29,887

302

*

CNX Gas Corp.

10,899

258

*

SandRidge Energy, Inc.

37,795

249

*

Quicksilver Resources, Inc.

38,963

216

 

352,898

 

 

 

Financials (11.3%)

 

JPMorgan Chase & Co.

1,332,451

35,417

 

Wells Fargo & Co.

1,410,535

20,086

 

Bank of America Corp.

2,282,183

15,564

 

The Goldman Sachs Group, Inc.

142,082

15,064

 

Bank of New York Mellon Corp.

410,109

11,586

*

Berkshire Hathaway Inc. Class B

3,928

11,077

 

U.S. Bancorp

626,641

9,155

 

The Travelers Cos., Inc.

208,614

8,478

 

Morgan Stanley

341,344

7,772

 

MetLife, Inc.

283,324

6,451

 

Charles Schwab Corp.

350,643

5,435

 

The Chubb Corp.

127,071

5,378

 

CME Group, Inc.

21,510

5,300

 

American Express Co.

372,810

5,081

 

Ace Ltd.

119,207

4,816

 

State Street Corp.

154,324

4,750

 

PNC Financial Services Group

153,003

4,481

 

Northern Trust Corp.

71,603

4,283

 

Marsh & McLennan Cos., Inc.

183,698

3,720

 

Aon Corp.

86,557

3,533

 

The Allstate Corp.

181,923

3,484

 

BB&T Corp.

197,459

3,341

 

AFLAC Inc.

166,681

3,227

 

Franklin Resources Corp.

58,047

3,127

 

Simon Property Group, Inc. REIT

89,323

3,094

 

Progressive Corp. of Ohio

228,762

3,075

 

Prudential Financial, Inc.

150,448

2,862

^

Citigroup Inc.

1,104,269

2,794

 

Annaly Capital Management Inc. REIT

192,849

2,675

 

Loews Corp.

116,609

2,577

 

T. Rowe Price Group Inc.

87,541

2,526

 

Public Storage, Inc. REIT

45,282

2,502

 

People's United Financial Inc.

124,005

2,228

 

Hudson City Bancorp, Inc.

167,243

1,955

 

Invesco, Ltd.

137,444

1,905

 

Equity Residential REIT

96,985

1,780

 

Plum Creek Timber Co. Inc. REIT

59,438

1,728

 

Capital One Financial Corp.

139,733

1,710

 

Vornado Realty Trust REIT

50,462

1,677

 

Moody's Corp.

72,635

1,665

 

HCP, Inc. REIT

90,249

1,611

 

Ameriprise Financial, Inc.

77,177

1,581

 

Everest Re Group, Ltd.

21,946

1,554

*

IntercontinentalExchange Inc.

20,738

1,544

 

Boston Properties, Inc. REIT

43,089

1,509

 

Unum Group

118,020

1,475

 

SunTrust Banks, Inc.

119,989

1,409

 

 

 

 

Fidelity National Financial, Inc. Class A

71,856

1,402

 

KeyCorp

176,815

1,392

 

Avalonbay Communities, Inc. REIT

28,590

1,345

 

New York Community Bancorp, Inc.

116,817

1,305

 

Willis Group Holdings Ltd.

59,265

1,304

 

Cincinnati Financial Corp.

55,153

1,261

 

PartnerRe Ltd.

19,665

1,221

 

Health Care Inc. REIT

38,887

1,190

*

TD Ameritrade Holding Corp.

84,514

1,167

 

W.R. Berkley Corp.

51,637

1,164

^

M & T Bank Corp.

25,737

1,164

 

Ventas, Inc. REIT

51,188

1,157

 

Axis Capital Holdings Ltd.

48,056

1,083

 

Regions Financial Corp.

246,828

1,051

 

HCC Insurance Holdings, Inc.

40,960

1,032

 

RenaissanceRe Holdings Ltd.

20,744

1,026

*

Leucadia National Corp.

66,440

989

 

Comerica, Inc.

53,826

986

*

Nasdaq Stock Market Inc.

50,116

981

 

Discover Financial Services

154,358

974

 

Federal Realty Investment Trust REIT

20,971

965

*

Markel Corp.

3,332

946

 

Assurant, Inc.

41,780

910

 

Cullen/Frost Bankers, Inc.

19,210

902

 

Eaton Vance Corp.

39,250

897

 

American International Group, Inc.

862,684

863

 

Rayonier Inc. REIT

28,302

855

 

NYSE Euronext

47,396

848

 

Old Republic International Corp.

78,197

846

 

The Hartford Financial Services Group Inc.

107,686

845

 

Reinsurance Group of America, Inc.

25,805

836

 

Commerce Bancshares, Inc.

22,944

833

*

SLM Corp.

165,218

818

*

Arch Capital Group Ltd.

15,130

815

 

Brown & Brown, Inc.

43,038

814

 

First Horizon National Corp.

75,498

811

 

Legg Mason Inc.

50,250

799

 

Torchmark Corp.

30,428

798

 

Nationwide Health Properties, Inc. REIT

35,194

781

 

The Principal Financial Group, Inc.

92,751

759

 

First American Corp.

28,147

746

 

Federated Investors, Inc.

32,803

730

 

Host Hotels & Resorts Inc. REIT

176,152

691

^

Raymond James Financial, Inc.

34,634

682

 

AMB Property Corp. REIT

46,873

675

 

Associated Banc-Corp.

43,491

671

 

Liberty Property Trust REIT

35,175

666

 

Regency Centers Corp. REIT

24,764

658

 

 

 

 

XL Capital Ltd. Class A

118,813

649

 

Kimco Realty Corp. REIT

84,762

646

 

ProLogis REIT

95,409

620

 

Lincoln National Corp.

90,779

607

 

SEI Investments Co.

47,333

578

 

Jefferies Group, Inc.

41,109

567

*

The St. Joe Co.

33,170

555

 

Fifth Third Bancorp

186,524

545

 

City National Corp.

14,713

497

 

TCF Financial Corp.

41,644

490

 

TFS Financial Corp.

39,815

483

 

White Mountains Insurance Group Inc.

2,774

477

 

Marshall & Ilsley Corp.

82,757

466

 

UDR, Inc. REIT

52,038

448

 

American Financial Group, Inc.

27,028

434

 

Camden Property Trust REIT

18,820

406

 

Hospitality Properties Trust REIT

33,107

397

 

Zions Bancorp

38,853

382

 

Janus Capital Group Inc.

56,575

376

 

Transatlantic Holdings, Inc.

9,480

338

 

Synovus Financial Corp.

100,719

327

*

CB Richard Ellis Group, Inc.

76,692

309

 

Capitol Federal Financial

7,791

295

 

Genworth Financial Inc.

152,425

290

 

BOK Financial Corp.

8,356

289

 

Mercury General Corp.

9,719

289

 

Odyssey Re Holdings Corp.

7,588

288

 

Duke Realty Corp. REIT

51,828

285

 

Weingarten Realty Investors REIT

28,297

269

 

Huntington Bancshares Inc.

120,813

201

 

The Macerich Co. REIT

26,437

165

 

CapitalSource Inc. REIT

67,313

82

 

Student Loan Corp.

1,353

59

 

306,805

Health Care (14.8%)

 

Johnson & Johnson

990,577

52,104

 

Pfizer Inc.

2,407,219

32,786

 

Abbott Laboratories

553,928

26,422

 

Wyeth

475,402

20,461

 

Merck & Co., Inc.

754,846

20,192

*

Amgen Inc.

378,251

18,731

 

Bristol-Myers Squibb Co.

706,813

15,493

*

Gilead Sciences, Inc.

325,123

15,060

 

Schering-Plough Corp.

580,583

13,673

 

Eli Lilly & Co.

365,342

12,206

 

Medtronic, Inc.

402,885

11,873

 

Baxter International, Inc.

221,452

11,343

 

UnitedHealth Group Inc.

431,348

9,028

 

 

 

*

Medco Health Solutions, Inc.

177,832

7,352

*

Celgene Corp.

163,584

7,263

*

WellPoint Inc.

181,753

6,901

 

Covidien Ltd.

179,903

5,980

 

Becton, Dickinson & Co.

86,896

5,843

*

Genzyme Corp.

96,630

5,739

*

Biogen Idec Inc.

104,216

5,463

*

Thermo Fisher Scientific, Inc.

150,072

5,353

 

Allergan, Inc.

108,649

5,189

*

St. Jude Medical, Inc.

122,956

4,467

 

Cardinal Health, Inc.

128,544

4,047

 

Aetna Inc.

164,818

4,010

*

Boston Scientific Corp.

482,878

3,839

*

Express Scripts Inc.

75,250

3,474

 

Stryker Corp.

100,998

3,438

 

McKesson Corp.

97,518

3,417

*

Zimmer Holdings, Inc.

80,068

2,923

 

C.R. Bard, Inc.

35,409

2,823

 

Quest Diagnostics, Inc.

59,259

2,814

*

Forest Laboratories, Inc.

107,467

2,360

*

Laboratory Corp. of America Holdings

38,534

2,254

*

Life Technologies Corp.

61,951

2,012

 

AmerisourceBergen Corp.

55,819

1,823

*

Hospira, Inc.

57,080

1,762

 

CIGNA Corp.

97,189

1,710

*

Cephalon, Inc.

24,435

1,664

*

Vertex Pharmaceuticals, Inc.

57,556

1,654

*

Illumina, Inc.

44,142

1,644

*

DaVita, Inc.

37,142

1,632

*

Humana Inc.

60,301

1,573

*

Myriad Genetics, Inc.

33,286

1,514

*

Mylan Inc.

108,753

1,458

 

DENTSPLY International Inc.

50,523

1,357

*

Varian Medical Systems, Inc.

44,368

1,351

*

Intuitive Surgical, Inc.

14,076

1,342

*

Waters Corp.

35,291

1,304

*

Henry Schein, Inc.

31,744

1,270

*

Edwards Lifesciences Corp.

19,847

1,203

*

Hologic, Inc.

91,508

1,198

*

Millipore Corp.

19,784

1,136

 

Beckman Coulter, Inc.

22,251

1,135

*

Watson Pharmaceuticals, Inc.

35,634

1,109

*

Cerner Corp.

24,466

1,076

 

Omnicare, Inc.

42,302

1,036

*

Alexion Pharmaceuticals, Inc.

26,535

999

*

ResMed Inc.

26,856

949

 

Pharmaceutical Product Development, Inc.

37,745

895

*

Endo Pharmaceuticals Holdings, Inc.

47,969

848

 

IMS Health, Inc.

64,875

809

*

Covance, Inc.

22,483

801

 

Techne Corp.

12,983

710

 

Perrigo Co.

27,937

694

*

Coventry Health Care Inc.

53,343

690

*

Charles River Laboratories, Inc.

24,198

658

*

King Pharmaceuticals, Inc.

88,285

624

*

Patterson Companies, Inc.

32,727

617

 

 

 

 

*

Amylin Pharmaceuticals, Inc.

49,294

579

*

Lincare Holdings, Inc.

26,432

576

*

Sepracor Inc.

38,430

563

*

Health Net Inc.

36,692

531

*

Community Health Systems, Inc.

33,012

506

*

Kinetic Concepts, Inc.

18,936

400

*

Warner Chilcott Ltd.

35,285

371

*

Abraxis BioScience

2,779

133

 

400,237

Industrials (9.7%)

 

General Electric Co.

3,756,460

37,978

 

United Technologies Corp.

322,429

13,858

 

United Parcel Service, Inc.

242,001

11,911

 

3M Co.

234,890

11,679

 

The Boeing Co.

248,658

8,847

 

Lockheed Martin Corp.

121,561

8,391

 

Emerson Electric Co.

273,727

7,823

 

Union Pacific Corp.

180,757

7,431

 

Burlington Northern Santa Fe Corp.

122,297

7,356

 

Honeywell International Inc.

246,329

6,863

 

Caterpillar, Inc.

215,405

6,023

 

Raytheon Co.

147,836

5,757

 

Deere & Co.

152,441

5,011

 

Danaher Corp.

91,364

4,954

 

General Dynamics Corp.

118,421

4,925

 

Northrop Grumman Corp.

110,981

4,843

 

FedEx Corp.

105,438

4,691

 

Illinois Tool Works, Inc.

146,163

4,509

 

Waste Management, Inc.

175,239

4,486

 

Norfolk Southern Corp.

132,273

4,464

 

CSX Corp.

140,598

3,634

 

Tyco International Ltd.

168,574

3,297

 

PACCAR, Inc.

122,828

3,164

 

Precision Castparts Corp.

49,695

2,977

 

L-3 Communications Holdings, Inc.

42,608

2,889

 

C.H. Robinson Worldwide Inc.

60,303

2,750

 

ITT Industries, Inc.

61,548

2,368

 

Fluor Corp.

64,744

2,237

 

Republic Services, Inc. Class A

127,763

2,191

 

Expeditors International of Washington, Inc.

75,623

2,139

 

Eaton Corp.

55,904

2,061

 

Parker Hannifin Corp.

57,475

1,953

*

First Solar, Inc.

14,495

1,923

 

Rockwell Collins, Inc.

56,534

1,845

 

Dover Corp.

66,514

1,755

 

Cummins Inc.

68,209

1,736

 

Pitney Bowes, Inc.

73,533

1,717

*

Jacobs Engineering Group Inc.

43,869

1,696

 

Southwest Airlines Co.

263,635

1,669

 

 

 

 

Goodrich Corp.

43,933

1,665

 

W.W. Grainger, Inc.

23,116

1,622

 

Cooper Industries, Inc. Class A

61,868

1,600

 

Ingersoll-Rand Co.

113,648

1,568

*

Iron Mountain, Inc.

68,455

1,518

*

Quanta Services, Inc.

70,132

1,504

 

The Dun & Bradstreet Corp.

19,218

1,480

*

Stericycle, Inc.

30,664

1,464

 

Fastenal Co.

45,166

1,452

 

Roper Industries Inc.

32,138

1,364

*

Delta Air Lines Inc.

224,974

1,267

 

Cintas Corp.

49,208

1,216

*

URS Corp.

29,831

1,205

 

Ametek, Inc.

38,139

1,193

 

Flowserve Corp.

20,153

1,131

 

Equifax, Inc.

45,177

1,105

*

McDermott International, Inc.

81,664

1,093

 

Rockwell Automation, Inc.

48,057

1,050

 

Robert Half International, Inc.

52,747

940

 

Masco Corp.

131,381

917

 

SPX Corp.

19,380

911

*

FTI Consulting, Inc.

18,201

901

 

Manpower Inc.

27,934

881

*

Foster Wheeler AG

50,038

874

 

Pall Corp.

42,202

862

 

Joy Global Inc.

38,632

823

*

Shaw Group, Inc.

29,860

818

 

KBR Inc.

57,853

799

*

Alliant Techsystems, Inc.

11,655

781

*

Navistar International Corp.

22,955

768

*

Aecom Technology Corp.

29,415

767

 

Avery Dennison Corp.

34,320

767

*

Copart, Inc.

25,358

752

 

Pentair, Inc.

33,633

729

 

J.B. Hunt Transport Services, Inc.

29,301

706

 

Donaldson Co., Inc.

24,802

666

 

Harsco Corp.

29,661

658

*

AGCO Corp.

32,967

646

*

Covanta Holding Corp.

43,746

573

 

Ryder System, Inc.

19,945

565

 

R.R. Donnelley & Sons Co.

72,536

532

*

IHS Inc. Class A

12,861

530

 

Textron, Inc.

85,288

490

*

Kansas City Southern

32,678

415

 

Bucyrus International, Inc.

26,457

402

*

Spirit Aerosystems Holdings Inc.

36,424

363

*,^

SunPower Corp. Class A

14,771

351

*

Monster Worldwide Inc.

39,987

326

 

 

 

*

Terex Corp.

34,183

316

*

AMR Corp.

98,640

315

*

SunPower Corp. Class B

14,868

294

*

Owens Corning Inc.

27,450

248

*

Hertz Global Holdings Inc.

50,948

200

 

262,184

Information Technology (17.9%)

 

Microsoft Corp.

2,858,224

52,506

 

International Business Machines Corp.

479,685

46,477

*

Cisco Systems, Inc.

2,090,325

35,055

*

Apple Inc.

317,349

33,360

 

Intel Corp.

1,985,672

29,884

*

Google Inc.

85,522

29,767

 

Hewlett-Packard Co.

874,411

28,034

*

Oracle Corp.

1,472,125

26,601

 

QUALCOMM Inc.

591,013

22,996

 

Visa Inc.

160,328

8,914

*

EMC Corp.

728,092

8,300

 

Texas Instruments, Inc.

462,673

7,639

 

Corning, Inc.

554,658

7,360

 

Automatic Data Processing, Inc.

181,263

6,373

*

Yahoo! Inc.

470,564

6,028

 

Accenture Ltd.

218,797

6,015

*

Dell Inc.

628,983

5,963

 

MasterCard, Inc. Class A

31,588

5,290

 

Applied Materials, Inc.

479,042

5,150

*

eBay Inc.

387,525

4,867

*

Symantec Corp.

298,655

4,462

*

Adobe Systems, Inc.

189,692

4,057

 

Motorola, Inc.

809,975

3,426

 

Western Union Co.

254,969

3,205

*

Broadcom Corp.

159,171

3,180

 

Paychex, Inc.

115,714

2,970

*

Intuit, Inc.

109,196

2,948

*

Juniper Networks, Inc.

188,153

2,834

 

CA, Inc.

147,798

2,603

*

Activision Blizzard, Inc.

212,349

2,221

*

BMC Software, Inc.

66,818

2,205

*

Cognizant Technology Solutions Corp.

103,859

2,159

*

Fiserv, Inc.

57,128

2,083

*

Electronic Arts Inc.

114,357

2,080

 

Analog Devices, Inc.

103,824

2,001

*

Computer Sciences Corp.

54,046

1,991

*

Agilent Technologies, Inc.

127,663

1,962

*

Sun Microsystems, Inc.

265,336

1,942

 

Xilinx, Inc.

97,772

1,873

 

Altera Corp.

106,404

1,867

*

NVIDIA Corp.

188,494

1,859

 

 

 

*

McAfee Inc.

54,414

1,823

 

Linear Technology Corp.

79,176

1,819

 

Tyco Electronics Ltd.

163,091

1,801

 

Amphenol Corp.

62,786

1,789

*

NetApp, Inc.

116,702

1,732

*

Marvell Technology Group Ltd.

185,024

1,695

*

Affiliated Computer Services, Inc. Class A

32,535

1,558

*

Western Digital Corp.

78,946

1,527

*

Citrix Systems, Inc.

64,736

1,466

 

Xerox Corp.

307,790

1,400

 

Harris Corp.

48,034

1,390

 

Microchip Technology, Inc.

64,874

1,375

*

Autodesk, Inc.

80,732

1,357

*

MEMC Electronic Materials, Inc.

80,151

1,322

*

VeriSign, Inc.

69,249

1,307

*

SAIC, Inc.

68,801

1,285

 

Fidelity National Information Services, Inc.

67,980

1,237

*

Red Hat, Inc.

68,061

1,214

*

salesforce.com, inc.

36,955

1,210

 

KLA-Tencor Corp.

60,476

1,210

*

Akamai Technologies, Inc.

60,463

1,173

*

Micron Technology, Inc.

273,454

1,110

*

Synopsys, Inc.

51,426

1,066

 

Lender Processing Services, Inc.

34,073

1,043

*

Teradata Corp.

62,852

1,019

*

LAM Research Corp.

44,640

1,016

*

SanDisk Corp.

80,291

1,016

*

FLIR Systems, Inc.

47,049

964

 

Global Payments Inc.

28,481

952

*

Avnet, Inc.

53,873

943

*

Hewitt Associates, Inc.

30,410

905

*

Alliance Data Systems Corp.

23,067

852

*

Flextronics International Ltd.

293,692

849

 

National Semiconductor Corp.

82,132

843

 

Total System Services, Inc.

59,914

827

*

Arrow Electronics, Inc.

42,752

815

*

Nuance Communications, Inc.

65,143

707

*

LSI Corp.

230,360

700

*

Ingram Micro, Inc. Class A

52,569

664

*

Advanced Micro Devices, Inc.

217,398

663

*

Trimble Navigation Ltd.

42,541

650

*

Dolby Laboratories Inc.

18,435

629

*

Mettler-Toledo International Inc.

12,086

620

*

Tellabs, Inc.

135,349

620

*

Novellus Systems, Inc.

35,052

583

 

Intersil Corp.

43,740

503

*

Lexmark International, Inc.

27,716

468

*

DST Systems, Inc.

13,106

454

 

 

 

*

NCR Corp.

55,847

444

*

Cadence Design Systems, Inc.

93,729

394

*

VMware Inc.

16,185

382

 

Jabil Circuit, Inc.

62,865

350

 

Molex, Inc. Class A

26,501

335

 

Molex, Inc.

22,434

308

 

484,891

Materials (3.6%)

 

Monsanto Co.

195,659

16,259

 

Newmont Mining Corp. (Holding Co.)

168,911

7,560

 

Praxair, Inc.

110,101

7,409

 

E.I. du Pont de Nemours & Co.

322,061

7,192

 

Freeport-McMoRan Copper & Gold, Inc. Class B

134,907

5,141

 

Nucor Corp.

112,167

4,281

 

Air Products & Chemicals, Inc.

74,724

4,203

 

Rohm & Haas Co.

45,245

3,567

 

Ecolab, Inc.

84,896

2,948

 

Dow Chemical Co.

329,171

2,775

 

Alcoa Inc.

338,661

2,486

 

The Mosaic Co.

55,481

2,329

 

PPG Industries, Inc.

58,627

2,163

 

Weyerhaeuser Co.

75,350

2,077

 

Vulcan Materials Co.

39,379

1,744

 

Sigma-Aldrich Corp.

44,689

1,689

 

Ball Corp.

32,102

1,393

 

CF Industries Holdings, Inc.

19,203

1,366

*

Crown Holdings, Inc.

57,682

1,311

 

Martin Marietta Materials, Inc.

14,823

1,175

 

FMC Corp.

25,007

1,079

 

Terra Industries, Inc.

36,491

1,025

 

International Paper Co.

144,761

1,019

 

Airgas, Inc.

26,074

882

 

United States Steel Corp.

41,396

875

*

Owens-Illinois, Inc.

59,611

861

 

Lubrizol Corp.

23,905

813

 

Sealed Air Corp.

56,468

779

 

International Flavors & Fragrances, Inc.

25,312

771

 

Sonoco Products Co.

35,727

750

 

Bemis Co., Inc.

35,623

747

 

Cliffs Natural Resources Inc.

40,694

739

 

MeadWestvaco Corp.

61,016

732

 

Eastman Chemical Co.

26,032

698

*

Pactiv Corp.

46,937

685

 

Allegheny Technologies Inc.

31,165

683

 

Celanese Corp. Series A

50,734

678

 

Nalco Holding Co.

48,656

636

 

Reliance Steel & Aluminum Co.

23,692

624

 

Albemarle Corp.

25,788

561

 

 

 

 

Steel Dynamics, Inc.

58,988

520

 

Commercial Metals Co.

40,320

466

 

AK Steel Holding Corp.

39,610

282

 

Titanium Metals Corp.

41,225

226

 

96,199

Other (0.1%)

2

Miscellaneous Securities

 

1,758

 

Telecommunication Services (3.9%)

 

AT&T Inc.

2,103,793

53,016

 

Verizon Communications Inc.

1,014,059

30,625

*

American Tower Corp. Class A

141,801

4,315

*

Sprint Nextel Corp.

994,006

3,549

*

Crown Castle International Corp.

97,844

1,997

 

Embarq Corp.

50,700

1,919

 

Qwest Communications International Inc.

546,252

1,868

*

MetroPCS Communications Inc.

74,929

1,280

 

Windstream Corp.

156,702

1,263

 

CenturyTel, Inc.

34,031

957

*

NII Holdings Inc.

59,311

890

 

Frontier Communications Corp.

111,191

798

*

Leap Wireless International, Inc.

19,695

687

*

Level 3 Communications, Inc.

570,078

524

 

Telephone & Data Systems, Inc.

19,127

507

 

Telephone & Data Systems, Inc. - Special Common Shares

17,602

416

*

U.S. Cellular Corp.

6,792

226

 

104,837

Utilities (4.3%)

 

Exelon Corp.

234,768

10,656

 

Southern Co.

276,429

8,464

 

FPL Group, Inc.

138,633

7,033

 

Duke Energy Corp.

451,652

6,468

 

Dominion Resources, Inc.

207,557

6,432

 

Public Service Enterprise Group, Inc.

180,802

5,328

 

PG&E Corp.

128,979

4,930

 

Entergy Corp.

67,534

4,598

 

FirstEnergy Corp.

108,926

4,205

 

Consolidated Edison Inc.

97,815

3,874

 

PPL Corp.

133,551

3,834

 

Sempra Energy

82,535

3,816

 

American Electric Power Co., Inc.

143,877

3,634

 

Progress Energy, Inc.

98,237

3,562

 

Edison International

110,362

3,180

 

Xcel Energy, Inc.

160,073

2,982

 

Questar Corp.

61,962

1,824

 

Ameren Corp.

75,426

1,749

 

Wisconsin Energy Corp.

41,780

1,720

 

DTE Energy Co.

58,147

1,611

 

 

 

 

Allegheny Energy, Inc.

60,368

1,399

 

EQT Corp.

44,439

1,392

*

NRG Energy, Inc.

78,956

1,390

*

AES Corp.

235,972

1,371

 

Northeast Utilities

61,659

1,331

 

Constellation Energy Group, Inc.

64,099

1,324

 

SCANA Corp.

39,905

1,233

 

NSTAR

38,243

1,219

 

CenterPoint Energy Inc.

116,442

1,215

 

MDU Resources Group, Inc.

62,282

1,005

 

Alliant Energy Corp.

39,587

977

 

Aqua America, Inc.

48,436

969

 

Pepco Holdings, Inc.

77,313

965

 

NiSource, Inc.

97,957

960

 

 

Pinnacle West Capital Corp.

36,106

959

 

 

CMS Energy Corp.

80,728

956

 

 

DPL Inc.

41,551

937

 

 

UGI Corp. Holding Co.

38,686

913

 

 

TECO Energy, Inc.

76,258

850

 

 

ONEOK, Inc.

35,416

802

 

 

NV Energy Inc.

83,480

784

 

 

National Fuel Gas Co.

25,447

781

 

 

Integrys Energy Group, Inc.

27,367

713

 

 

Energen Corp.

24,420

711

 

*

Mirant Corp.

55,465

632

 

 

American Water Works Co., Inc.

22,574

434

 

*

Reliant Energy, Inc.

125,688

401

 

*

Dynegy, Inc.

176,910

248

 

 

116,771

 

Total Common Stocks (Cost $3,840,761)

2,700,828

 

 

Coupon

 

Shares

Market
Value
($000)

 

Temporary Cash Investments (0.2%)1

 

Money Market Fund (0.1%)

 

3,4

Vanguard Market Liquidity Fund

0.440%

 

5,095,802

5,096

 

 

 

Coupon

Maturity
Date

Face
Amount ($000)

Market
Value
($000)

 

U.S. Government and Agency Obligations (0.1%)

 

5,6

Federal Home Loan Mortgage Corp.

0.200%

5/6/09

2,000

2,000

 

Total Temporary Cash Investments (Cost $7,096)

7,096

 

Total Investments (100.1%) (Cost $3,847,857)

2,707,924

 

Other Assets and Liabilities-Net (-0.1%)4

(3,536)

 

Net Assets (100%)

2,704,388

 

 

 

 

Large Cap Index Fund

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $4,591,000.

1

The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 99.9% and 0.2%, respectively, of net assets.

2

Securities representing up to 5% of the market value of unaffiliated securities are permitted to be combined and reported as "miscellaneous securities" provided that they have been held for less than one year and not previously reported by name.

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 $5,096,000 of collateral received for securities on loan.

5

The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

6

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

 

REIT—Real Estate Investment Trust.

 

Large 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 March 31, 2009, the cost of investment securities for tax purposes was $3,847,857,000. Net unrealized depreciation of investment securities for tax purposes was $1,139,933,000, consisting of unrealized gains of $14,478,000 on securities that had risen in value since their purchase and $1,154,411,000 in unrealized losses on securities that had fallen in value since their purchase.

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

Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized futures gains (losses).

At March 31, 2009, the aggregate settlement value of open futures contracts expiring in June 2009 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

2

397

39

E-mini S&P 500 Index

35

1,391

10

 

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

 

Large Cap Index Fund

 

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 March 31, 2009, based on the inputs used to value them:

Valuation Inputs

Investments in Securities ($000)

Futures Contracts ($000)

Level 1- Quoted prices

2,705,924

 

49

 

Level 2- Other significant observable inputs

2,000

 

-

 

Level 3- Significant unobservable inputs

-

 

-

 

Total

2,707,924

 

49

 

 

 

 

 


Vanguard Mid-Cap Index Fund

Schedule of Investments

As of March 31, 2009

 

 

 

Shares

Market
Value
($000)

Common Stocks (99.9%)1

Consumer Discretionary (15.0%)

*

AutoZone Inc.

401,120

65,230

 

H & R Block, Inc.

3,346,098

60,866

 

Sherwin-Williams Co.

982,171

51,043

 

VF Corp.

870,424

49,710

 

Genuine Parts Co.

1,575,959

47,058

 

Ross Stores, Inc.

1,300,097

46,647

*

ITT Educational Services, Inc.

382,454

46,438

 

Tim Hortons, Inc.

1,790,416

45,423

 

Darden Restaurants Inc.

1,302,700

44,630

*

O'Reilly Automotive, Inc.

1,263,215

44,225

 

Family Dollar Stores, Inc.

1,312,016

43,782

*

GameStop Corp. Class A

1,537,878

43,091

 

Mattel, Inc.

3,542,932

40,850

*

Dollar Tree, Inc.

893,808

39,819

 

Advance Auto Parts, Inc.

935,983

38,450

 

Hasbro, Inc.

1,238,293

31,044

 

Harley-Davidson, Inc.

2,301,343

30,815

 

DeVry, Inc.

637,216

30,701

*

Priceline.com, Inc.

381,111

30,024

 

Cablevision Systems NY Group Class A

2,310,555

29,899

 

D. R. Horton, Inc.

2,817,044

27,325

*

CarMax, Inc.

2,178,848

27,105

^

Nordstrom, Inc.

1,596,779

26,746

 

Tiffany & Co.

1,225,749

26,427

 

PetSmart, Inc.

1,256,498

26,336

 

Limited Brands, Inc.

3,022,393

26,295

 

Strayer Education, Inc.

140,610

25,292

*

Toll Brothers, Inc.

1,334,879

24,241

 

Pulte Homes, Inc.

2,163,269

23,645

 

BorgWarner, Inc.

1,144,529

23,234

 

Polo Ralph Lauren Corp.

547,756

23,143

 

Starwood Hotels & Resorts Worldwide, Inc.

1,809,068

22,975

 

American Eagle Outfitters, Inc.

1,831,575

22,418

 

Whirlpool Corp.

726,458

21,496

 

Burger King Holdings Inc.

931,651

21,381

 

Washington Post Co. Class B

59,854

21,374

*

Discovery Communications Inc. Class A

1,324,777

21,223

 

Abercrombie & Fitch Co.

860,301

20,475

 

The Stanley Works

700,880

20,410

*

Discovery Communications Inc. Class C

1,389,956

20,363

 

Leggett & Platt, Inc.

1,543,876

20,055

 

 

 

 

Wendy's/Arby's Group, Inc.

3,946,904

19,853

 

Scripps Networks Interactive

879,917

19,807

*

Interpublic Group of Cos., Inc.

4,710,339

19,407

*

Urban Outfitters, Inc.

1,160,334

18,995

 

Black & Decker Corp.

593,911

18,744

*

AutoNation, Inc.

1,310,975

18,196

*

Expedia, Inc.

1,939,695

17,612

 

Newell Rubbermaid, Inc.

2,743,170

17,501

*

NVR, Inc.

40,429

17,294

*

Mohawk Industries, Inc.

575,498

17,190

*

Liberty Media Corp.-Interactive Series A

5,585,149

16,197

 

Foot Locker, Inc.

1,530,827

16,043

*

Penn National Gaming, Inc.

657,194

15,871

 

Autoliv, Inc.

819,888

15,225

 

Brinker International, Inc.

1,005,954

15,190

*,^

Wynn Resorts Ltd.

720,708

14,393

*

The Goodyear Tire & Rubber Co.

2,267,386

14,194

 

Virgin Media Inc.

2,754,848

13,223

 

Guess ?, Inc.

558,804

11,780

^

Royal Caribbean Cruises, Ltd.

1,371,197

10,983

 

Eastman Kodak Co.

2,656,731

10,096

 

RadioShack Corp.

1,175,350

10,073

^

General Motors Corp.

5,134,986

9,962

 

KB Home

753,616

9,933

 

Centex Corp.

1,229,742

9,223

 

Lennar Corp. Class A

1,215,219

9,126

 

Harman International Industries, Inc.

550,228

7,445

 

Wyndham Worldwide Corp.

1,755,885

7,375

 

WABCO Holdings Inc.

569,772

7,014

*,^

Lamar Advertising Co. Class A

717,793

6,998

 

Weight Watchers International, Inc.

342,314

6,350

 

Gannett Co., Inc.

2,257,767

4,967

*,^

MGM Mirage, Inc.

955,675

2,227

*

Clear Channel Outdoor Holdings, Inc. Class A

400,681

1,470

 

Lennar Corp. Class B

63,528

361

*

Krispy Kreme Doughnuts, Inc. Warrants Exp. 3/2/12

8,389

 

1,782,022

Consumer Staples (5.6%)

 

Bunge Ltd.

1,202,189

68,104

 

Molson Coors Brewing Co. Class B

1,492,993

51,180

 

J.M. Smucker Co.

1,166,218

43,465

*

Dr. Pepper Snapple Group, Inc.

2,507,595

42,403

 

Coca-Cola Enterprises, Inc.

2,893,853

38,170

 

Church & Dwight, Inc.

692,138

36,150

 

McCormick & Co., Inc.

1,161,573

34,348

 

Brown-Forman Corp. Class B

792,102

30,757

 

The Pepsi Bottling Group, Inc.

1,356,578

30,035

*

Ralcorp Holdings, Inc.

556,814

30,001

 

 

 

 

SUPERVALU Inc.

2,093,030

29,889

*

Dean Foods Co.

1,521,690

27,512

*

Energizer Holdings, Inc.

547,527

27,207

 

Tyson Foods, Inc.

2,888,533

27,123

*

Hansen Natural Corp.

730,869

26,311

 

The Estee Lauder Cos. Inc. Class A

1,052,442

25,943

^

Whole Foods Market, Inc.

1,386,889

23,300

 

Hormel Foods Corp.

732,858

23,239

*

Constellation Brands, Inc. Class A

1,927,152

22,933

*

Smithfield Foods, Inc.

1,257,104

11,892

 

PepsiAmericas, Inc.

630,034

10,868

 

660,830

Energy (8.7%)

 

Noble Energy, Inc.

1,707,551

92,003

 

Range Resources Corp.

1,535,418

63,198

 

Noble Corp.

2,608,976

62,850

*

Ultra Petroleum Corp.

1,487,608

53,390

*

Petrohawk Energy Corp.

2,712,791

52,167

*

Cameron International Corp.

2,169,852

47,585

 

CONSOL Energy, Inc.

1,791,018

45,205

 

El Paso Corp.

6,905,090

43,157

*

FMC Technologies Inc.

1,235,920

38,771

 

ENSCO International, Inc.

1,401,864

37,009

*

Denbury Resources, Inc.

2,441,905

36,287

*

Pride International, Inc.

1,710,736

30,759

 

Sunoco, Inc.

1,155,081

30,586

*

Newfield Exploration Co.

1,307,191

29,673

 

BJ Services Co.

2,885,621

28,712

*

Kinder Morgan Management, LLC

695,898

28,365

*

Nabors Industries, Inc.

2,812,817

28,100

 

Cabot Oil & Gas Corp.

1,021,581

24,079

 

Helmerich & Payne, Inc.

1,040,080

23,683

 

Pioneer Natural Resources Co.

1,163,232

19,158

 

Arch Coal, Inc.

1,412,025

18,879

 

Tesoro Corp.

1,370,195

18,456

*

Plains Exploration & Production Co.

1,063,548

18,325

 

Tidewater Inc.

483,874

17,966

 

Cimarex Energy Co.

822,571

15,119

 

Patterson-UTI Energy, Inc.

1,527,263

13,684

 

Rowan Cos., Inc.

1,116,259

13,362

 

Frontier Oil Corp.

1,026,276

13,126

*

Alpha Natural Resources, Inc.

696,342

12,360

 

Walter Industries, Inc.

537,565

12,294

*

Forest Oil Corp.

912,667

12,002

*,^

Continental Resources, Inc.

502,002

10,647

*

Exterran Holdings, Inc.

608,154

9,743

 

Massey Energy Co.

842,577

8,527

*

CNX Gas Corp.

298,900

7,087

 

 

 

*

SandRidge Energy, Inc.

1,067,830

7,037

*

Quicksilver Resources, Inc.

1,073,461

5,947

 

1,029,298

Financials (14.6%)

 

Annaly Capital Management Inc. REIT

5,350,196

74,207

 

People's United Financial Inc.

3,437,734

61,776

 

Plum Creek Timber Co. Inc. REIT

1,648,613

47,925

 

HCP, Inc. REIT

2,497,403

44,579

 

Everest Re Group, Ltd.

606,980

42,974

*

IntercontinentalExchange Inc.

571,286

42,544

 

Unum Group

3,272,937

40,912

 

Fidelity National Financial, Inc. Class A

1,988,906

38,804

 

Avalonbay Communities, Inc. REIT

787,890

37,078

 

Willis Group Holdings Ltd.

1,644,083

36,170

 

New York Community Bancorp, Inc.

3,232,054

36,102

 

Cincinnati Financial Corp.

1,524,827

34,873

 

PartnerRe Ltd.

544,100

33,772

 

Health Care Inc. REIT

1,074,737

32,876

 

W.R. Berkley Corp.

1,434,420

32,346

*

TD Ameritrade Holding Corp.

2,339,643

32,310

 

Ventas, Inc. REIT

1,416,390

32,025

 

Axis Capital Holdings Ltd.

1,328,296

29,940

 

Regions Financial Corp.

6,839,700

29,137

 

HCC Insurance Holdings, Inc.

1,133,680

28,557

 

RenaissanceRe Holdings Ltd.

576,504

28,502

 

Comerica, Inc.

1,487,465

27,235

*

Nasdaq Stock Market Inc.

1,385,144

27,121

 

Federal Realty Investment Trust REIT

582,931

26,815

*

Markel Corp.

92,120

26,151

 

Assurant, Inc.

1,162,572

25,321

 

Eaton Vance Corp.

1,085,890

24,813

 

Cullen/Frost Bankers, Inc.

527,702

24,770

 

Rayonier Inc. REIT

779,044

23,543

 

Old Republic International Corp.

2,166,790

23,445

 

Commerce Bancshares, Inc.

635,629

23,073

 

Reinsurance Group of America, Inc.

711,866

23,057

 

Brown & Brown, Inc.

1,188,767

22,480

*

Arch Capital Group Ltd.

416,960

22,457

 

First Horizon National Corp.

2,083,385

22,376

 

Legg Mason Inc.

1,390,156

22,103

 

Torchmark Corp.

840,471

22,046

 

Nationwide Health Properties, Inc. REIT

981,970

21,790

 

First American Corp.

780,168

20,682

 

Federated Investors, Inc.

905,618

20,159

 

Host Hotels & Resorts Inc. REIT

4,912,574

19,257

 

AMB Property Corp. REIT

1,309,007

18,850

 

Raymond James Financial, Inc.

952,394

18,762

 

Associated Banc-Corp.

1,200,640

18,538

 

 

 

 

Regency Centers Corp. REIT

692,778

18,407

 

Liberty Property Trust REIT

971,379

18,398

 

Kimco Realty Corp. REIT

2,371,632

18,072

 

XL Capital Ltd. Class A

3,273,437

17,873

 

ProLogis REIT

2,624,162

17,057

 

SEI Investments Co.

1,320,273

16,121

 

Jefferies Group, Inc.

1,131,802

15,619

*

The St. Joe Co.

910,713

15,245

 

Fifth Third Bancorp

5,141,103

15,012

 

TCF Financial Corp.

1,163,988

13,688

 

City National Corp.

405,029

13,678

 

White Mountains Insurance Group Inc.

77,351

13,297

 

TFS Financial Corp.

1,078,742

13,085

 

Marshall & Ilsley Corp.

2,314,088

13,028

 

UDR, Inc. REIT

1,458,437

12,557

 

American Financial Group, Inc.

742,863

11,923

 

Camden Property Trust REIT

526,908

11,371

 

Hospitality Properties Trust REIT

930,111

11,161

 

Zions Bancorp

1,083,994

10,656

 

Janus Capital Group Inc.

1,562,135

10,388

 

Transatlantic Holdings, Inc.

262,421

9,361

 

Synovus Financial Corp.

2,778,625

9,030

*

CB Richard Ellis Group, Inc.

2,143,706

8,639

 

Capitol Federal Financial

219,877

8,314

 

Genworth Financial Inc.

4,284,611

8,141

 

BOK Financial Corp.

233,574

8,070

 

Mercury General Corp.

270,867

8,045

 

Duke Realty Corp. REIT

1,457,807

8,018

 

Odyssey Re Holdings Corp.

208,246

7,899

^

Weingarten Realty Investors REIT

775,145

7,379

 

Huntington Bancshares Inc.

3,440,131

5,711

^

The Macerich Co. REIT

753,349

4,716

 

CapitalSource Inc. REIT

1,952,225

2,382

 

Student Loan Corp.

39,666

1,723

 

1,726,317

Health Care (10.8%)

*

Laboratory Corp. of America Holdings

1,067,467

62,436

*

Life Technologies Corp.

1,713,675

55,660

 

AmerisourceBergen Corp.

1,541,938

50,360

*

Hospira, Inc.

1,577,551

48,683

*

Cephalon, Inc.

676,562

46,074

*

Vertex Pharmaceuticals, Inc.

1,593,779

45,789

*

Illumina, Inc.

1,223,046

45,546

*

DaVita, Inc.

1,025,987

45,092

*

Humana Inc.

1,667,648

43,492

*

Myriad Genetics, Inc.

919,210

41,796

*

Mylan Inc.

3,011,882

40,389

 

DENTSPLY International Inc.

1,398,703

37,555

 

 

 

*

Varian Medical Systems, Inc.

1,228,153

37,385

*

Intuitive Surgical, Inc.

386,568

36,863

*

Waters Corp.

971,762

35,907

*

Henry Schein, Inc.

883,196

35,337

*

Edwards Lifesciences Corp.

550,180

33,357

*

Hologic, Inc.

2,532,661

33,153

 

Beckman Coulter, Inc.

619,422

31,597

*

Millipore Corp.

545,979

31,345

*

Watson Pharmaceuticals, Inc.

982,227

30,557

*,^

Cerner Corp.

680,506

29,922

 

Omnicare, Inc.

1,169,859

28,650

*

Alexion Pharmaceuticals, Inc.

731,746

27,558

*

ResMed Inc.

748,142

26,439

 

Pharmaceutical Product Development, Inc.

1,048,768

24,877

*

Endo Pharmaceuticals Holdings, Inc.

1,326,845

23,459

 

IMS Health, Inc.

1,797,641

22,417

*

Covance, Inc.

625,525

22,287

 

Techne Corp.

356,980

19,530

 

Perrigo Co.

775,218

19,249

*

Coventry Health Care Inc.

1,472,468

19,054

*

Charles River Laboratories, Inc.

669,768

18,224

*

King Pharmaceuticals, Inc.

2,439,136

17,245

*

Patterson Companies, Inc.

901,328

16,999

*

Lincare Holdings, Inc.

736,047

16,046

*

Amylin Pharmaceuticals, Inc.

1,359,364

15,972

*

Sepracor Inc.

1,075,441

15,766

*

Health Net Inc.

1,024,226

14,831

*

Community Health Systems, Inc.

921,279

14,132

*

Kinetic Concepts, Inc.

532,810

11,253

*

Warner Chilcott Ltd.

992,708

10,443

*

Abraxis BioScience

79,192

3,776

 

1,286,502

Industrials (14.6%)

 

C.H. Robinson Worldwide Inc.

1,672,553

76,285

 

Fluor Corp.

1,794,099

61,986

 

Expeditors International of Washington, Inc.

2,096,090

59,298

 

Parker Hannifin Corp.

1,592,968

54,129

 

Rockwell Collins, Inc.

1,564,782

51,075

 

Dover Corp.

1,838,134

48,490

 

Cummins Inc.

1,890,941

48,125

 

Pitney Bowes, Inc.

2,037,448

47,574

*

Jacobs Engineering Group Inc.

1,214,446

46,951

 

Goodrich Corp.

1,216,737

46,102

 

W.W. Grainger, Inc.

639,123

44,854

 

Cooper Industries, Inc. Class A

1,713,163

44,302

*

Iron Mountain, Inc.

1,893,769

41,985

*

Quanta Services, Inc.

1,942,860

41,674

 

The Dun & Bradstreet Corp.

532,905

41,034

 

 

 

*

Stericycle, Inc.

845,825

40,371

^

Fastenal Co.

1,247,905

40,126

 

Roper Industries Inc.

886,767

37,643

*

Delta Air Lines Inc.

6,235,354

35,105

 

Cintas Corp.

1,359,182

33,599

*

URS Corp.

825,297

33,350

 

Ametek, Inc.

1,054,849

32,985

 

Flowserve Corp.

558,811

31,361

 

Equifax, Inc.

1,248,467

30,525

*

McDermott International, Inc.

2,253,108

30,169

 

Rockwell Automation, Inc.

1,328,677

29,018

 

Robert Half International, Inc.

1,456,838

25,975

 

Masco Corp.

3,645,369

25,445

 

SPX Corp.

537,938

25,289

*

FTI Consulting, Inc.

502,285

24,853

 

Manpower Inc.

770,534

24,295

 

Pall Corp.

1,172,604

23,956

*

Foster Wheeler AG

1,322,051

23,096

 

Joy Global Inc.

1,065,360

22,692

*

Shaw Group, Inc.

825,517

22,627

 

KBR Inc.

1,596,713

22,051

*

Alliant Techsystems, Inc.

323,348

21,658

*

Navistar International Corp.

633,179

21,186

*

Aecom Technology Corp.

810,653

21,142

 

Avery Dennison Corp.

945,512

21,123

*

Copart, Inc.

700,069

20,764

 

Pentair, Inc.

926,136

20,069

 

J.B. Hunt Transport Services, Inc.

809,525

19,518

 

Donaldson Co., Inc.

684,032

18,359

 

Harsco Corp.

825,491

18,301

*

AGCO Corp.

906,784

17,773

*

Covanta Holding Corp.

1,221,409

15,988

 

Ryder System, Inc.

550,396

15,582

 

R.R. Donnelley & Sons Co.

2,024,924

14,843

*

IHS Inc. Class A

358,047

14,744

 

Textron, Inc.

2,381,517

13,670

*

Kansas City Southern

901,751

11,461

 

Bucyrus International, Inc.

739,393

11,224

*

Spirit Aerosystems Holdings Inc.

1,021,024

10,180

*,^

SunPower Corp. Class A

411,342

9,782

*

Monster Worldwide Inc.

1,113,235

9,073

*

AMR Corp.

2,758,665

8,800

*

Terex Corp.

939,198

8,688

*

SunPower Corp. Class B

416,001

8,237

*

Owens Corning Inc.

760,975

6,879

*

Hertz Global Holdings Inc.

1,437,843

5,651

 

1,733,090

 

 

 

Information Technology (14.8%)

*

BMC Software, Inc.

1,853,416

61,163

*

Cognizant Technology Solutions Corp.

2,878,292

59,840

*

Fiserv, Inc.

1,583,053

57,718

*

Computer Sciences Corp.

1,497,356

55,163

*

Sun Microsystems, Inc.

7,300,703

53,441

 

Xilinx, Inc.

2,707,439

51,875

 

Altera Corp.

2,939,335

51,585

*

McAfee Inc.

1,508,838

50,546

 

Linear Technology Corp.

2,191,687

50,365

 

Amphenol Corp.

1,737,514

49,502

*

Marvell Technology Group Ltd.

5,133,073

47,019

*

Affiliated Computer Services, Inc. Class A

898,965

43,051

*

Western Digital Corp.

2,190,014

42,355

*

Citrix Systems, Inc.

1,795,546

40,651

 

Harris Corp.

1,330,364

38,501

 

Microchip Technology, Inc.

1,797,919

38,098

*

Autodesk, Inc.

2,236,303

37,592

*

MEMC Electronic Materials, Inc.

2,218,627

36,585

*

VeriSign, Inc.

1,917,894

36,191

*

SAIC, Inc.

1,902,503

35,520

 

Fidelity National Information Services, Inc.

1,877,975

34,179

*

Red Hat, Inc.

1,895,405

33,814

*

salesforce.com, inc.

1,024,961

33,547

 

KLA-Tencor Corp.

1,669,041

33,381

*

Akamai Technologies, Inc.

1,671,756

32,432

*

Micron Technology, Inc.

7,549,403

30,651

*

Synopsys, Inc.

1,424,208

29,524

 

Lender Processing Services, Inc.

941,692

28,825

*

SanDisk Corp.

2,234,281

28,264

*

Teradata Corp.

1,739,662

28,217

*

LAM Research Corp.

1,235,061

28,122

*

FLIR Systems, Inc.

1,304,490

26,716

 

Global Payments Inc.

792,614

26,481

*

Avnet, Inc.

1,489,060

26,073

*

Hewitt Associates, Inc.

838,257

24,946

*,^

Alliance Data Systems Corp.

637,849

23,568

 

National Semiconductor Corp.

2,268,460

23,297

*

Flextronics International Ltd.

8,001,422

23,124

 

Total System Services, Inc.

1,653,704

22,838

*

Arrow Electronics, Inc.

1,179,143

22,474

*

Nuance Communications, Inc.

1,799,354

19,541

*

LSI Corp.

6,376,250

19,384

*

Ingram Micro, Inc. Class A

1,468,165

18,558

*

Advanced Micro Devices, Inc.

6,014,473

18,344

*

Trimble Navigation Ltd.

1,181,624

18,055

*

Dolby Laboratories Inc.

515,012

17,567

*

Tellabs, Inc.

3,741,901

17,138

 

 

 

*

Mettler-Toledo International Inc.

331,740

17,028

*

Novellus Systems, Inc.

966,489

16,073

 

Intersil Corp.

1,213,280

13,953

*

Lexmark International, Inc.

774,425

13,065

*

DST Systems, Inc.

367,557

12,725

*

NCR Corp.

1,558,730

12,392

 

Molex, Inc.

790,597

10,863

*

Cadence Design Systems, Inc.

2,574,486

10,813

 

Jabil Circuit, Inc.

1,771,301

9,848

 

Molex, Inc. Class A

574,140

7,257

 

1,749,838

Materials (5.6%)

^

Vulcan Materials Co.

1,088,715

48,219

 

Sigma-Aldrich Corp.

1,239,033

46,823

 

Ball Corp.

888,208

38,548

 

CF Industries Holdings, Inc.

533,915

37,977

*

Crown Holdings, Inc.

1,592,908

36,207

 

Martin Marietta Materials, Inc.

409,452

32,470

 

FMC Corp.

695,050

29,984

 

Terra Industries, Inc.

1,009,489

28,357

 

Airgas, Inc.

720,116

24,347

*

Owens-Illinois, Inc.

1,650,781

23,837

 

Lubrizol Corp.

664,791

22,610

 

Sealed Air Corp.

1,560,453

21,534

 

International Flavors & Fragrances, Inc.

699,552

21,308

 

Sonoco Products Co.

985,749

20,681

 

Bemis Co., Inc.

985,203

20,660

 

Cliffs Natural Resources Inc.

1,121,859

20,373

 

MeadWestvaco Corp.

1,688,299

20,243

 

Eastman Chemical Co.

716,972

19,215

*

Pactiv Corp.

1,300,247

18,971

 

Celanese Corp. Series A

1,417,480

18,952

 

Allegheny Technologies Inc.

856,556

18,784

 

Nalco Holding Co.

1,360,007

17,775

 

Reliance Steel & Aluminum Co.

652,855

17,190

 

Albemarle Corp.

720,757

15,691

 

Steel Dynamics, Inc.

1,527,723

13,459

 

Commercial Metals Co.

1,125,722

13,002

 

AK Steel Holding Corp.

1,108,081

7,889

 

Titanium Metals Corp.

1,164,733

6,371

 

661,477

Telecommunication Services (2.7%)

*

Crown Castle International Corp.

2,710,949

55,330

 

Embarq Corp.

1,404,932

53,177

*

MetroPCS Communications Inc.

2,076,758

35,471

 

Windstream Corp.

4,343,547

35,009

 

CenturyTel, Inc.

940,256

26,440

*

NII Holdings Inc.

1,638,654

24,580

 

 

 

 

Frontier Communications Corp.

3,077,133

22,094

*

Leap Wireless International, Inc.

548,880

19,139

*

Level 3 Communications, Inc.

15,936,016

14,661

 

Telephone & Data Systems, Inc.

546,794

14,496

 

Telephone & Data Systems, Inc. - Special Common Shares

472,346

11,171

*

U.S. Cellular Corp.

188,394

6,281

 

317,849

Utilities (7.5%)

 

Xcel Energy, Inc.

4,438,803

82,695

 

Questar Corp.

1,714,371

50,454

 

Wisconsin Energy Corp.

1,155,658

47,578

 

DTE Energy Co.

1,611,401

44,636

 

Allegheny Energy, Inc.

1,670,974

38,716

*

NRG Energy, Inc.

2,188,378

38,515

 

EQT Corp.

1,227,950

38,472

 

Northeast Utilities

1,705,501

36,822

 

SCANA Corp.

1,103,532

34,088

 

CenterPoint Energy Inc.

3,231,746

33,707

 

NSTAR

1,055,678

33,655

 

MDU Resources Group, Inc.

1,724,588

27,835

 

Alliant Energy Corp.

1,091,680

26,954

 

Aqua America, Inc.

1,336,001

26,720

 

Pepco Holdings, Inc.

2,137,066

26,671

 

NiSource, Inc.

2,710,706

26,565

 

 

 

 

CMS Energy Corp.

2,235,940

26,474

 

Pinnacle West Capital Corp.

996,450

26,466

 

DPL Inc.

1,146,154

25,834

 

UGI Corp. Holding Co.

1,066,398

25,178

 

TECO Energy, Inc.

2,103,186

23,451

 

ONEOK, Inc.

981,191

22,204

 

NV Energy Inc.

2,313,840

21,727

 

National Fuel Gas Co.

703,822

21,586

 

Integrys Energy Group, Inc.

755,311

19,668

 

Energen Corp.

673,296

19,613

*

Mirant Corp.

1,549,426

17,663

 

American Water Works Co., Inc.

632,040

12,160

*

Reliant Energy, Inc.

3,458,341

11,032

*

Dynegy, Inc.

4,977,040

7,018

 

894,157

Total Common Stocks (Cost $17,687,705)

11,841,380

 

Coupon

 

Shares

Market
Value
($000)

Temporary Cash Investments (0.8%)1

Money Market Fund (0.7%)

2,3

Vanguard Market Liquidity Fund

0.440%

 

87,049,338

87,049

 

 

Coupon

Maturity
Date

Face
Amount ($000)

Market
Value
($000)

U.S. Government and Agency Obligations (0.1%)

4,5

Federal National Mortgage Assn.

0.541%

7/30/09

1,000

999

4,5

Federal National Mortgage Assn.

0.371%

8/3/09

3,000

2,997

4,5

Federal National Mortgage Assn.

0.426%

9/23/09

3,000

2,995

 

6,991

Total Temporary Cash Investments (Cost $94,037)

94,040

Total Investments (100.7%) (Cost $17,781,742)

11,935,420

Other Assets and Liabilities-Net (-0.7%)3

(83,293)

Net Assets (100%)

11,852,127

 

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $75,599,000.

1

The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.1% and 0.6%, respectively, of net assets.

2

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

3

Includes $79,242,000 of collateral received for securities on loan.

4

The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

5

Securities with a value of $6,991,000 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 March 31, 2009, the cost of investment securities for tax purposes was $17,781,742,000. Net unrealized depreciation of investment securities for tax purposes was $5,846,322,000, consisting of unrealized gains of $404,191,000 on securities that had risen in value since their purchase and $6,250,513,000 in unrealized losses on securities that had fallen in value since their purchase.

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

 

Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized futures gains (losses).

 

At March 31, 2009, the aggregate settlement value of open futures contracts expiring in June 2009 and the related unrealized appreciation (depreciation) were:

 

 

($000)

Futures Contracts

Number of
Long (Short
Contracts)

Aggregate
Settlement
Value

Unrealized
Appreciation
(Depreciation)

S&P MidCap 400 Index

57

13,905

1,050

E-mini S&P MidCap 400 Index

60

2,928

85

 

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 March 31, 2009, based on the inputs used to value them:

Valuation Inputs

Investments in Securities ($000)

Futures

Contracts ($000)

Level 1- Quoted prices

11,928,430

1,135

Level 2- Other significant observable inputs

6,990

-

Level 3- Significant unobservable inputs

-

-

Total

11,935,420

1,135

 

 

 


Vanguard Mid-Cap Growth Index Fund

Schedule of Investments

As of March 31, 2009

 

 

 

Shares

Market
Value
($000)

Common Stocks (100.0%)

Consumer Discretionary (14.2%)

*

AutoZone Inc.

44,972

7,313

 

Ross Stores, Inc.

145,835

5,232

*

ITT Educational Services, Inc.

42,883

5,207

 

Tim Hortons, Inc.

200,777

5,094

*

O'Reilly Automotive, Inc.

141,703

4,961

 

Family Dollar Stores, Inc.

147,166

4,911

*

GameStop Corp. Class A

172,435

4,832

*

Dollar Tree, Inc.

100,286

4,468

 

DeVry, Inc.

71,485

3,444

 

H & R Block, Inc.

187,660

3,413

*

Priceline.com, Inc.

42,738

3,367

 

Cablevision Systems NY Group Class A

259,166

3,354

*

CarMax, Inc.

244,347

3,040

 

Tiffany & Co.

137,431

2,963

 

PetSmart, Inc.

140,971

2,955

 

Strayer Education, Inc.

15,782

2,839

*

Toll Brothers, Inc.

149,745

2,719

 

Polo Ralph Lauren Corp.

61,394

2,594

 

Burger King Holdings Inc.

104,450

2,397

*

Discovery Communications Inc. Class C

155,946

2,285

 

Wendy's/Arby's Group, Inc.

442,662

2,227

 

Scripps Networks Interactive

98,671

2,221

*

Urban Outfitters, Inc.

130,155

2,131

*

NVR, Inc.

4,539

1,941

*

Penn National Gaming, Inc.

73,585

1,777

*,^

Wynn Resorts Ltd.

80,840

1,614

*

Discovery Communications Inc. Class A

96,582

1,547

 

Nordstrom, Inc.

89,583

1,500

 

Abercrombie & Fitch Co.

62,722

1,493

 

Guess ?, Inc.

62,622

1,320

 

Harman International Industries, Inc.

61,668

834

*,^

Lamar Advertising Co. Class A

80,374

784

*

Interpublic Group of Cos., Inc.

184,872

762

 

Weight Watchers International, Inc.

38,349

711

*

Clear Channel Outdoor Holdings, Inc. Class A

44,709

164

 

98,414

Consumer Staples (3.8%)

 

Church & Dwight, Inc.

77,635

4,055

*

Ralcorp Holdings, Inc.

62,498

3,367

*

Dean Foods Co.

170,638

3,085

*

Energizer Holdings, Inc.

61,449

3,053

 

 

 

*

Hansen Natural Corp.

81,974

2,951

 

The Estee Lauder Cos. Inc. Class A

118,042

2,910

*

Dr. Pepper Snapple Group, Inc.

140,593

2,378

 

McCormick & Co., Inc.

65,138

1,926

 

Brown-Forman Corp. Class B

44,380

1,723

 

Hormel Foods Corp.

28,790

913

 

26,361

Energy (8.5%)

 

Range Resources Corp.

172,156

7,086

 

Noble Corp.

292,637

7,050

*

Ultra Petroleum Corp.

166,811

5,987

*

Petrohawk Energy Corp.

304,259

5,851

*

Cameron International Corp.

243,322

5,336

 

CONSOL Energy, Inc.

200,848

5,069

*

FMC Technologies Inc.

138,659

4,350

*

Denbury Resources, Inc.

273,859

4,069

 

ENSCO International, Inc.

102,243

2,699

 

Helmerich & Payne, Inc.

75,786

1,726

 

Arch Coal, Inc.

102,923

1,376

*

Continental Resources, Inc.

56,297

1,194

*

Nabors Industries, Inc.

110,373

1,103

 

Massey Energy Co.

94,345

955

*

Alpha Natural Resources, Inc.

50,755

901

 

Walter Industries, Inc.

39,133

895

*

CNX Gas Corp.

33,471

793

*

SandRidge Energy, Inc.

119,629

788

 

Tidewater Inc.

18,953

704

*

Quicksilver Resources, Inc.

120,008

665

 

Rowan Cos., Inc.

43,772

524

 

59,121

Financials (4.5%)

*

IntercontinentalExchange Inc.

64,105

4,774

*

TD Ameritrade Holding Corp.

262,422

3,624

 

Ventas, Inc. REIT

158,842

3,591

*

Nasdaq Stock Market Inc.

155,368

3,042

 

Eaton Vance Corp.

121,800

2,783

 

Brown & Brown, Inc.

133,315

2,521

 

Plum Creek Timber Co. Inc. REIT

64,714

1,881

 

SEI Investments Co.

147,837

1,805

 

Jefferies Group, Inc.

126,859

1,751

*

Markel Corp.

5,181

1,471

 

TFS Financial Corp.

78,559

953

 

Odyssey Re Holdings Corp.

23,329

885

*

The St. Joe Co.

35,719

598

*

CB Richard Ellis Group, Inc.

119,675

482

 

BOK Financial Corp.

13,037

451

 

Capitol Federal Financial

8,598

325

 

30,937

 

 

 

Health Care (17.6%)

*

Laboratory Corp. of America Holdings

119,717

7,002

*

Life Technologies Corp.

192,199

6,243

*

Cephalon, Inc.

75,882

5,168

*

Illumina, Inc.

137,219

5,110

*

DaVita, Inc.

115,073

5,057

*

Humana Inc.

187,046

4,878

*

Myriad Genetics, Inc.

103,132

4,689

 

DENTSPLY International Inc.

156,863

4,212

*

Varian Medical Systems, Inc.

137,783

4,194

*

Intuitive Surgical, Inc.

43,349

4,134

*

Waters Corp.

109,004

4,028

*

Henry Schein, Inc.

99,100

3,965

*

Edwards Lifesciences Corp.

61,746

3,744

*

Hologic, Inc.

284,013

3,718

*

Hospira, Inc.

115,005

3,549

 

Beckman Coulter, Inc.

69,497

3,545

*

Millipore Corp.

61,276

3,518

*

Watson Pharmaceuticals, Inc.

110,193

3,428

*

Cerner Corp.

76,332

3,356

*

Vertex Pharmaceuticals, Inc.

116,192

3,338

*

Alexion Pharmaceuticals, Inc.

82,063

3,090

*

ResMed Inc.

83,902

2,965

 

Pharmaceutical Product Development, Inc.

117,647

2,791

*

Endo Pharmaceuticals Holdings, Inc.

148,865

2,632

 

IMS Health, Inc.

201,647

2,515

*

Covance, Inc.

70,192

2,501

 

Techne Corp.

40,019

2,189

 

Perrigo Co.

86,952

2,159

*

Coventry Health Care Inc.

165,188

2,137

*

Charles River Laboratories, Inc.

74,995

2,041

*

Patterson Companies, Inc.

100,955

1,904

*

Lincare Holdings, Inc.

82,396

1,796

*

Amylin Pharmaceuticals, Inc.

152,582

1,793

*

Sepracor Inc.

120,716

1,770

*

Kinetic Concepts, Inc.

59,729

1,261

*

Warner Chilcott Ltd.

111,203

1,170

*

Abraxis BioScience

8,858

422

 

122,012

Industrials (20.7%)

 

C.H. Robinson Worldwide Inc.

187,590

8,556

 

Fluor Corp.

201,192

6,951

 

Expeditors International of Washington, Inc.

235,067

6,650

 

Rockwell Collins, Inc.

175,544

5,730

 

Cummins Inc.

212,026

5,396

 

Pitney Bowes, Inc.

228,518

5,336

*

Jacobs Engineering Group Inc.

136,154

5,264

 

W.W. Grainger, Inc.

71,693

5,031

 

 

 

 

Cooper Industries, Inc. Class A

192,135

4,969

*

Iron Mountain, Inc.

212,341

4,708

*

Quanta Services, Inc.

217,939

4,675

 

The Dun & Bradstreet Corp.

59,804

4,605

*

Stericycle, Inc.

94,815

4,525

 

Fastenal Co.

139,998

4,502

 

Roper Industries Inc.

99,496

4,224

*

Delta Air Lines Inc.

699,297

3,937

 

Ametek, Inc.

118,307

3,699

 

Flowserve Corp.

62,719

3,520

 

Equifax, Inc.

140,064

3,425

*

McDermott International, Inc.

252,643

3,383

 

Robert Half International, Inc.

163,385

2,913

*

FTI Consulting, Inc.

56,299

2,786

*

Foster Wheeler AG

148,322

2,591

 

Joy Global Inc.

119,497

2,545

 

KBR Inc.

179,059

2,473

*

Alliant Techsystems, Inc.

36,285

2,430

*

Navistar International Corp.

71,050

2,377

*

Aecom Technology Corp.

90,911

2,371

*

Copart, Inc.

78,544

2,330

 

J.B. Hunt Transport Services, Inc.

90,797

2,189

 

Donaldson Co., Inc.

76,685

2,058

*

AGCO Corp.

101,688

1,993

 

Goodrich Corp.

47,714

1,808

*

Covanta Holding Corp.

136,795

1,791

 

Ryder System, Inc.

61,662

1,746

*

IHS Inc. Class A

40,077

1,650

 

Pall Corp.

65,754

1,343

*

Kansas City Southern

101,248

1,287

 

Bucyrus International, Inc.

82,951

1,259

*,^

SunPower Corp. Class A

46,060

1,095

*

Monster Worldwide Inc.

124,782

1,017

*

AMR Corp.

309,050

986

*

SunPower Corp. Class B

46,591

922

*

Spirit Aerosystems Holdings Inc.

57,165

570

 

143,616

Information Technology (21.1%)

*

BMC Software, Inc.

207,827

6,858

*

Cognizant Technology Solutions Corp.

322,768

6,710

*

Fiserv, Inc.

177,581

6,475

 

Altera Corp.

329,600

5,785

*

McAfee Inc.

169,178

5,667

 

Linear Technology Corp.

245,768

5,648

 

Amphenol Corp.

194,862

5,552

*

Marvell Technology Group Ltd.

575,690

5,273

*

Affiliated Computer Services, Inc. Class A

100,866

4,830

*

Citrix Systems, Inc.

201,355

4,559

 

 

 

 

Harris Corp.

149,220

4,318

 

Microchip Technology, Inc.

201,619

4,272

*

Autodesk, Inc.

250,766

4,215

*

VeriSign, Inc.

215,148

4,060

*

SAIC, Inc.

213,318

3,983

*

Sun Microsystems, Inc.

532,231

3,896

*

Red Hat, Inc.

212,525

3,791

*

salesforce.com, inc.

114,963

3,763

 

KLA-Tencor Corp.

187,210

3,744

*

Akamai Technologies, Inc.

187,507

3,638

*

Micron Technology, Inc.

846,702

3,438

*

Teradata Corp.

195,115

3,165

*

LAM Research Corp.

138,564

3,155

*

FLIR Systems, Inc.

146,341

2,997

 

Global Payments Inc.

88,885

2,970

*

Hewitt Associates, Inc.

93,995

2,797

*

MEMC Electronic Materials, Inc.

161,736

2,667

*,^

Alliance Data Systems Corp.

71,579

2,645

 

National Semiconductor Corp.

254,408

2,613

 

Total System Services, Inc.

185,435

2,561

*

Nuance Communications, Inc.

201,862

2,192

*

LSI Corp.

715,195

2,174

*

SanDisk Corp.

162,868

2,060

*

Trimble Navigation Ltd.

132,514

2,025

*

Dolby Laboratories Inc.

57,781

1,971

*

Mettler-Toledo International Inc.

37,146

1,907

*

Novellus Systems, Inc.

108,231

1,800

*

Western Digital Corp.

85,999

1,663

*

DST Systems, Inc.

41,222

1,427

*

Advanced Micro Devices, Inc.

438,394

1,337

 

Molex, Inc.

70,276

966

*

NCR Corp.

61,170

486

 

146,053

 

 

 

 

 

Materials (4.5%)

 

Sigma-Aldrich Corp.

139,009

5,253

*

Crown Holdings, Inc.

178,690

4,062

 

CF Industries Holdings, Inc.

38,930

2,769

 

Airgas, Inc.

80,774

2,731

*

Owens-Illinois, Inc.

185,192

2,674

 

Martin Marietta Materials, Inc.

29,869

2,369

 

Nalco Holding Co.

152,557

1,994

 

Albemarle Corp.

80,841

1,760

*

Pactiv Corp.

94,684

1,381

 

FMC Corp.

27,303

1,178

 

Cliffs Natural Resources Inc.

62,956

1,143

 

Terra Industries, Inc.

39,627

1,113

 

Celanese Corp. Series A

55,520

742

 

Allegheny Technologies Inc.

33,641

738

 

Reliance Steel & Aluminum Co.

25,615

675

 

AK Steel Holding Corp.

61,836

440

 

31,022

Telecommunication Services (2.4%)

*

Crown Castle International Corp.

304,053

6,206

*

MetroPCS Communications Inc.

232,915

3,978

*

NII Holdings Inc.

183,737

2,756

*

Leap Wireless International, Inc.

61,531

2,146

*

Level 3 Communications, Inc.

1,785,844

1,643

 

16,729

Utilities (2.7%)

 

Allegheny Energy, Inc.

187,425

4,343

*

NRG Energy, Inc.

245,399

4,319

 

EQT Corp.

137,767

4,316

 

Questar Corp.

124,951

3,677

 

Energen Corp.

37,765

1,100

 

Aqua America, Inc.

52,422

1,049

 

18,804

Total Common Stocks (Cost $1,029,370)

693,069

 

Coupon

 

Shares

Market
Value
($000)

Temporary Cash Investment (0.7%)

1,2

Vanguard Market Liquidity Fund (Cost $4,871)

0.440%

 

4,871,045

4,871

 

Total Investments (100.7%) (Cost $1,034,241)

697,940

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

(4,843)

Net Assets (100%)

693,097

 

 

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $2,274,000.

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 $2,280,000 of collateral received for securities on loan.

 

REIT—Real Estate Investment Trust.

 

Mid-Cap Growth 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.

At March 31, 2009, the cost of investment securities for tax purposes was $1,034,241,000. Net unrealized depreciation of investment securities for tax purposes was $336,301,000, consisting of unrealized gains of $17,868,000 on securities that had risen in value since their purchase and $354,169,000 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 March 31, 2009, 100% of the fund's investments were valued based on Level 1 inputs.

 

 

 


Vanguard Mid-Cap Value Index Fund

Schedule of Investments

As of March 31, 2009

 

 

 

Shares

Market
Value
($000)

Common Stocks (100.0%)

Consumer Discretionary (16.0%)

 

Sherwin-Williams Co.

92,323

4,798

 

VF Corp.

81,818

4,673

 

Genuine Parts Co.

148,133

4,423

 

Darden Restaurants Inc.

122,447

4,195

 

Mattel, Inc.

333,021

3,840

 

Advance Auto Parts, Inc.

87,979

3,614

 

Hasbro, Inc.

116,400

2,918

 

Harley-Davidson, Inc.

216,320

2,897

 

H & R Block, Inc.

157,260

2,861

 

D. R. Horton, Inc.

264,793

2,568

 

Limited Brands, Inc.

284,114

2,472

 

Pulte Homes, Inc.

203,399

2,223

 

BorgWarner, Inc.

107,613

2,185

 

Starwood Hotels & Resorts Worldwide, Inc.

170,093

2,160

 

American Eagle Outfitters, Inc.

172,244

2,108

 

Whirlpool Corp.

68,351

2,022

 

Washington Post Co. Class B

5,622

2,008

 

The Stanley Works

65,913

1,919

 

Leggett & Platt, Inc.

145,171

1,886

 

Black & Decker Corp.

55,792

1,761

*

AutoNation, Inc.

123,272

1,711

*

Expedia, Inc.

182,148

1,654

 

Newell Rubbermaid, Inc.

257,614

1,644

*

Mohawk Industries, Inc.

54,046

1,614

*

Liberty Media Corp.-Interactive Series A

524,519

1,521

 

Foot Locker, Inc.

144,050

1,510

 

Autoliv, Inc.

76,858

1,427

 

Brinker International, Inc.

94,501

1,427

*

The Goodyear Tire & Rubber Co.

212,707

1,332

 

Nordstrom, Inc.

74,955

1,255

 

Virgin Media Inc.

258,798

1,242

*

Interpublic Group of Cos., Inc.

287,433

1,184

 

Royal Caribbean Cruises, Ltd.

129,074

1,034

 

Eastman Kodak Co.

249,177

947

 

RadioShack Corp.

110,280

945

 

General Motors Corp.

482,258

936

 

KB Home

70,789

933

 

Lennar Corp. Class A

120,151

902

 

Centex Corp.

115,437

866

 

 

 

*

Discovery Communications Inc. Class A

43,534

697

 

Wyndham Worldwide Corp.

164,539

691

 

Abercrombie & Fitch Co.

28,358

675

 

WABCO Holdings Inc.

53,564

659

 

Gannett Co., Inc.

212,402

467

*,^

MGM Mirage, Inc.

90,489

211

 

85,015

Consumer Staples (7.5%)

 

Bunge Ltd.

113,004

6,402

 

Molson Coors Brewing Co. Class B

140,338

4,811

 

J.M. Smucker Co.

109,622

4,086

 

Coca-Cola Enterprises, Inc.

272,007

3,588

 

The Pepsi Bottling Group, Inc.

127,520

2,823

 

SUPERVALU Inc.

196,743

2,809

 

Tyson Foods, Inc.

271,523

2,549

^

Whole Foods Market, Inc.

130,403

2,191

*

Constellation Brands, Inc. Class A

181,230

2,157

*

Dr. Pepper Snapple Group, Inc.

117,931

1,994

 

McCormick & Co., Inc.

54,608

1,615

 

Brown-Forman Corp. Class B

37,247

1,446

 

Hormel Foods Corp.

44,812

1,421

*

Smithfield Foods, Inc.

118,115

1,117

 

PepsiAmericas, Inc.

59,233

1,022

 

40,031

Energy (8.9%)

 

Noble Energy, Inc.

160,498

8,648

 

El Paso Corp.

649,042

4,057

*

Pride International, Inc.

160,803

2,891

 

Sunoco, Inc.

108,579

2,875

*

Newfield Exploration Co.

122,871

2,789

 

BJ Services Co.

271,238

2,699

*

Kinder Morgan Management, LLC

65,416

2,666

 

Cabot Oil & Gas Corp.

96,042

2,264

 

Pioneer Natural Resources Co.

109,375

1,801

 

Tesoro Corp.

128,653

1,733

*

Plains Exploration & Production Co.

99,887

1,721

*

Nabors Industries, Inc.

171,888

1,717

 

Cimarex Energy Co.

77,393

1,422

 

Patterson-UTI Energy, Inc.

143,617

1,287

 

Frontier Oil Corp.

96,416

1,233

 

ENSCO International, Inc.

46,125

1,218

*

Forest Oil Corp.

85,619

1,126

 

Tidewater Inc.

29,534

1,097

*

Exterran Holdings, Inc.

57,039

914

 

Rowan Cos., Inc.

68,203

816

 

Helmerich & Payne, Inc.

34,232

779

 

Arch Coal, Inc.

46,421

621

*

Alpha Natural Resources, Inc.

22,957

408

 

Walter Industries, Inc.

17,617

403

 

47,185

 

 

 

Financials (25.6%)

 

Annaly Capital Management Inc. REIT

502,888

6,975

 

People's United Financial Inc.

323,124

5,807

 

HCP, Inc. REIT

234,742

4,190

 

Everest Re Group, Ltd.

57,061

4,040

 

Unum Group

307,645

3,846

 

Fidelity National Financial, Inc. Class A

186,954

3,647

 

Avalonbay Communities, Inc. REIT

74,061

3,485

 

Willis Group Holdings Ltd.

154,537

3,400

 

New York Community Bancorp, Inc.

303,797

3,393

 

Cincinnati Financial Corp.

143,329

3,278

 

PartnerRe Ltd.

51,147

3,175

 

Health Care Inc. REIT

101,024

3,090

 

W.R. Berkley Corp.

134,834

3,041

 

Plum Creek Timber Co. Inc. REIT

100,730

2,928

 

Axis Capital Holdings Ltd.

124,855

2,814

 

Regions Financial Corp.

642,908

2,739

 

HCC Insurance Holdings, Inc.

106,571

2,685

 

RenaissanceRe Holdings Ltd.

54,199

2,680

 

Comerica, Inc.

139,820

2,560

 

Federal Realty Investment Trust REIT

54,804

2,521

 

Assurant, Inc.

109,297

2,380

 

Cullen/Frost Bankers, Inc.

49,623

2,329

 

Rayonier Inc. REIT

73,296

2,215

 

Old Republic International Corp.

203,785

2,205

 

Commerce Bancshares, Inc.

59,778

2,170

 

Reinsurance Group of America, Inc.

66,990

2,170

*

Arch Capital Group Ltd.

39,217

2,112

 

First Horizon National Corp.

196,037

2,105

 

Legg Mason Inc.

130,746

2,079

 

Torchmark Corp.

79,067

2,074

 

Nationwide Health Properties, Inc. REIT

92,225

2,046

 

First American Corp.

73,370

1,945

 

Federated Investors, Inc.

85,065

1,894

 

Host Hotels & Resorts Inc. REIT

461,305

1,808

 

AMB Property Corp. REIT

122,906

1,770

 

Raymond James Financial, Inc.

89,441

1,762

 

Associated Banc-Corp.

112,766

1,741

 

Regency Centers Corp. REIT

65,002

1,727

 

Liberty Property Trust REIT

91,146

1,726

 

Kimco Realty Corp. REIT

222,720

1,697

 

XL Capital Ltd. Class A

307,139

1,677

 

ProLogis REIT

247,036

1,606

 

Fifth Third Bancorp

482,291

1,408

 

TCF Financial Corp.

109,351

1,286

 

City National Corp.

38,044

1,285

 

White Mountains Insurance Group Inc.

7,268

1,249

*

Markel Corp.

4,331

1,229

 

 

 

 

Marshall & Ilsley Corp.

217,460

1,224

 

UDR, Inc. REIT

136,926

1,179

 

American Financial Group, Inc.

69,716

1,119

 

Camden Property Trust REIT

49,536

1,069

 

Hospitality Properties Trust REIT

87,321

1,048

 

Zions Bancorp

101,808

1,001

 

Janus Capital Group Inc.

146,624

975

*

The St. Joe Co.

55,649

932

 

Transatlantic Holdings, Inc.

24,633

879

 

Synovus Financial Corp.

260,732

847

 

Genworth Financial Inc.

402,584

765

 

Mercury General Corp.

25,463

756

 

Duke Realty Corp. REIT

136,731

752

 

Weingarten Realty Investors REIT

72,640

692

 

Huntington Bancshares Inc.

322,352

535

 

Capitol Federal Financial

13,382

506

^

The Macerich Co. REIT

70,942

444

 

TFS Financial Corp.

35,550

431

*

CB Richard Ellis Group, Inc.

100,553

405

 

BOK Financial Corp.

10,984

380

 

CapitalSource Inc. REIT

184,138

225

 

Student Loan Corp.

3,722

162

 

136,315

Health Care (3.5%)

 

AmerisourceBergen Corp.

144,941

4,734

*

Mylan Inc.

283,102

3,796

 

Omnicare, Inc.

109,967

2,693

*

King Pharmaceuticals, Inc.

229,112

1,620

*

Hospira, Inc.

51,911

1,602

*

Vertex Pharmaceuticals, Inc.

52,472

1,507

*

Health Net Inc.

96,218

1,393

*

Community Health Systems, Inc.

86,547

1,328

 

18,673

Industrials (8.0%)

 

Parker Hannifin Corp.

149,729

5,088

 

Dover Corp.

172,782

4,558

 

Cintas Corp.

127,761

3,158

*

URS Corp.

77,577

3,135

 

Goodrich Corp.

74,342

2,817

 

Rockwell Automation, Inc.

124,897

2,728

 

Masco Corp.

342,692

2,392

 

SPX Corp.

50,571

2,377

 

Manpower Inc.

72,458

2,285

*

Shaw Group, Inc.

77,633

2,128

 

Avery Dennison Corp.

88,947

1,987

 

Pentair, Inc.

86,982

1,885

 

Harsco Corp.

77,610

1,721

 

R.R. Donnelley & Sons Co.

190,617

1,397

 

Textron, Inc.

223,724

1,284

 

Pall Corp.

55,055

1,125

*

Terex Corp.

88,109

815

*

Owens Corning Inc.

71,636

648

*

Hertz Global Holdings Inc.

134,734

529

*

Spirit Aerosystems Holdings Inc.

47,773

476

 

42,533

 

 

 

 

Information Technology (7.9%)

*

Computer Sciences Corp.

140,745

5,185

 

Xilinx, Inc.

254,486

4,876

 

Fidelity National Information Services, Inc.

176,527

3,213

*

Synopsys, Inc.

133,878

2,775

 

Lender Processing Services, Inc.

88,519

2,710

*

Western Digital Corp.

133,815

2,588

*

Avnet, Inc.

139,982

2,451

*

Flextronics International Ltd.

752,427

2,174

*

Arrow Electronics, Inc.

110,892

2,114

*

Sun Microsystems, Inc.

239,970

1,757

*

Ingram Micro, Inc. Class A

137,871

1,743

*

Tellabs, Inc.

351,405

1,609

 

Intersil Corp.

113,980

1,311

*

Lexmark International, Inc.

72,790

1,228

*

MEMC Electronic Materials, Inc.

72,897

1,202

*

Cadence Design Systems, Inc.

241,820

1,016

*

SanDisk Corp.

73,403

928

 

Jabil Circuit, Inc.

166,223

924

 

Molex, Inc. Class A

69,141

874

*

NCR Corp.

95,184

757

*

Advanced Micro Devices, Inc.

197,417

602

 

42,037

Materials (6.8%)

 

Vulcan Materials Co.

102,337

4,532

 

Ball Corp.

83,491

3,623

 

Lubrizol Corp.

62,530

2,127

 

Sealed Air Corp.

146,794

2,026

 

International Flavors & Fragrances, Inc.

65,822

2,005

 

Sonoco Products Co.

92,700

1,945

 

Bemis Co., Inc.

92,642

1,943

 

MeadWestvaco Corp.

158,807

1,904

 

FMC Corp.

42,436

1,831

 

Eastman Chemical Co.

67,413

1,807

 

Terra Industries, Inc.

61,693

1,733

 

Steel Dynamics, Inc.

143,310

1,262

 

CF Industries Holdings, Inc.

17,544

1,248

 

Commercial Metals Co.

105,600

1,220

 

Celanese Corp. Series A

86,505

1,157

 

Allegheny Technologies Inc.

52,276

1,146

 

Martin Marietta Materials, Inc.

13,456

1,067

 

Reliance Steel & Aluminum Co.

39,796

1,048

 

Cliffs Natural Resources Inc.

52,674

956

*

Pactiv Corp.

42,642

622

 

Titanium Metals Corp.

109,143

597

 

AK Steel Holding Corp.

52,240

372

 

36,171

Telecommunication Services (3.0%)

 

Embarq Corp.

132,058

4,998

 

Windstream Corp.

408,274

3,291

 

CenturyTel, Inc.

88,398

2,486

 

Frontier Communications Corp.

289,057

2,075

 

Telephone & Data Systems, Inc.

49,364

1,309

 

Telephone & Data Systems, Inc. - Special Common Shares

46,423

1,098

 

 

 

 

*

U.S. Cellular Corp.

17,648

588

 

15,845

Utilities (12.8%)

 

Xcel Energy, Inc.

417,214

7,773

 

Wisconsin Energy Corp.

108,631

4,472

 

DTE Energy Co.

151,469

4,196

 

Northeast Utilities

160,313

3,461

 

SCANA Corp.

103,728

3,204

 

CenterPoint Energy Inc.

303,777

3,168

 

NSTAR

99,237

3,164

 

MDU Resources Group, Inc.

162,117

2,617

 

Alliant Energy Corp.

102,632

2,534

 

Pepco Holdings, Inc.

200,895

2,507

 

NiSource, Inc.

254,826

2,497

 

CMS Energy Corp.

210,199

2,489

 

Pinnacle West Capital Corp.

93,681

2,488

 

DPL Inc.

107,760

2,429

 

UGI Corp. Holding Co.

100,264

2,367

 

TECO Energy, Inc.

197,795

2,205

 

ONEOK, Inc.

92,287

2,088

 

NV Energy Inc.

217,618

2,043

 

National Fuel Gas Co.

66,199

2,030

 

Integrys Energy Group, Inc.

70,960

1,848

 

Questar Corp.

56,419

1,660

*

Mirant Corp.

145,503

1,659

 

Aqua America, Inc.

81,646

1,633

 

American Water Works Co., Inc.

59,432

1,144

*

Reliant Energy, Inc.

324,953

1,037

 

Energen Corp.

31,640

922

 

 

 

*

Dynegy, Inc.

467,954

660

 

68,295

Total Common Stocks (Cost $798,170)

532,100

 

Coupon

 

Shares

Market
Value
($000)

Temporary Cash Investments (0.6%)

Money Market Fund (0.6%)

1,2

Vanguard Market Liquidity Fund

0.440%

 

2,837,888

2,838

 

 

Coupon

Maturity
Date

Face
Amount ($000)

Market
Value
($000)

U.S. Government and Agency Obligations (0.0%)

3

Federal Home Loan Mortgage Corp.

1.307%

4/14/09

100

100

Total Temporary Cash Investments (Cost $2,938)

2,938

Total Investments (100.6%) (Cost $801,108)

535,038

Other Assets and Liabilities-Net (-0.6%)2

(3,024)

Net Assets (100%)

532,014

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $1,010,000.

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 $1,113,000 of collateral received for securities on loan.

3

The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

 

REIT—Real Estate Investment Trust.

 

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 March 31, 2009, the cost of investment securities for tax purposes was $801,108,000. Net unrealized depreciation of investment securities for tax purposes was $266,070,000, consisting of unrealized gains of $10,000,000 on securities that had risen in value since their purchase and $276,070,000 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 March 31, 2009, based on the inputs used to value them:

Valuation Inputs

Investments in Securities ($000)

Level 1- Quoted prices

534,938

Level 2- Other significant observable inputs

100

Level 3- Significant unobservable inputs

-

Total

535,038

 

 

 


Vanguard Small-Cap Index Fund

Schedule of Investments

As of March 31, 2009

 

 

 

Shares

Market
Value
($000)

Common Stocks (99.4%)1

Consumer Discretionary (13.1%)

*

Career Education Corp.

999,041

23,937

*,^

Netflix.com, Inc.

522,686

22,434

*

LKQ Corp.

1,401,354

19,997

*

Aeropostale, Inc.

745,087

19,790

*

Big Lots Inc.

913,616

18,985

*

Corinthian Colleges, Inc.

953,520

18,546

*,^

Panera Bread Co.

326,200

18,235

 

Snap-On Inc.

639,930

16,062

*

DreamWorks Animation SKG, Inc.

740,168

16,017

 

Gentex Corp.

1,556,169

15,499

*

Marvel Entertainment, Inc.

572,792

15,208

 

John Wiley & Sons Class A

496,572

14,788

*

Jack in the Box Inc.

632,387

14,728

*

Rent-A-Center, Inc.

743,625

14,404

*

Dick's Sporting Goods, Inc.

955,492

13,635

*

Tractor Supply Co.

363,033

13,091

*

Sirius XM Radio Inc.

37,128,481

12,995

 

Phillips-Van Heusen Corp.

572,822

12,992

 

MDC Holdings, Inc.

414,842

12,918

 

Aaron Rents, Inc.

477,991

12,743

*

The Warnaco Group, Inc.

519,515

12,468

*

Carter's, Inc.

627,348

11,800

 

Tupperware Brands Corp.

689,952

11,722

*

WMS Industries, Inc.

557,077

11,648

 

Regal Entertainment Group Class A

867,602

11,635

*

Chipotle Mexican Grill, Inc. Class B

195,771

11,220

 

Hillenbrand Inc.

691,213

11,066

*

Brink's Home Security Holdings, Inc.

484,425

10,948

*

Jarden Corp.

852,110

10,796

*,^

Chipotle Mexican Grill, Inc.

162,181

10,766

*

Chico's FAS, Inc.

1,964,701

10,550

 

Interactive Data Corp.

417,510

10,379

*

Coinstar, Inc.

314,493

10,303

*

Bally Technologies Inc.

549,048

10,113

 

Williams-Sonoma, Inc.

1,000,341

10,083

*

Hanesbrands Inc.

1,040,147

9,954

 

Service Corp. International

2,847,599

9,938

 

Choice Hotels International, Inc.

384,791

9,935

 

Matthews International Corp.

340,171

9,800

*

Scientific Games Corp.

775,532

9,392

 

Barnes & Noble, Inc.

429,125

9,175

 

 

 

 

Wolverine World Wide, Inc.

545,150

8,493

 

Men's Wearhouse, Inc.

546,211

8,270

 

The Buckle, Inc.

258,625

8,258

*

Fossil, Inc.

519,043

8,149

*

American Public Education, Inc.

189,873

7,986

 

Ryland Group, Inc.

476,133

7,932

 

Polaris Industries, Inc.

360,372

7,726

 

Bob Evans Farms, Inc.

342,589

7,681

*

Capella Education Co.

139,247

7,380

*

Deckers Outdoor Corp.

138,394

7,340

*,^

J. Crew Group, Inc.

556,298

7,332

*

The Cheesecake Factory Inc.

631,428

7,230

 

Pool Corp.

533,412

7,148

 

Cracker Barrel Old Country Store Inc.

249,053

7,133

*

Liberty Media Corp.-Capital Series A

1,019,823

7,118

*

Collective Brands, Inc.

711,063

6,926

*

The Gymboree Corp.

322,725

6,890

^

New York Times Co. Class A

1,513,238

6,840

 

International Speedway Corp.

306,806

6,768

 

Sotheby's

748,971

6,741

 

Meredith Corp.

401,046

6,673

*

The Dress Barn, Inc.

539,062

6,625

 

Regis Corp.

456,657

6,599

*

CEC Entertainment Inc.

253,227

6,554

*

Buffalo Wild Wings Inc.

178,486

6,529

*

Lions Gate Entertainment Corp.

1,289,390

6,511

*

Sonic Corp.

639,861

6,411

 

Thor Industries, Inc.

401,156

6,266

*,^

Morningstar, Inc.

182,320

6,226

 

National CineMedia Inc.

469,368

6,186

*

Timberland Co.

512,077

6,114

*

Hibbett Sports Inc.

316,909

6,091

*

The Children's Place Retail Stores, Inc.

278,215

6,090

*

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

265,382

6,072

*,^

Vail Resorts Inc.

287,276

5,869

 

Tempur-Pedic International Inc.

790,718

5,772

*

Papa John's International, Inc.

248,524

5,684

 

Cato Corp. Class A

309,738

5,662

*,^

Jos. A. Bank Clothiers, Inc.

202,429

5,630

*

Texas Roadhouse, Inc.

577,217

5,501

*

Hot Topic, Inc.

487,415

5,454

 

Scholastic Corp.

361,794

5,452

*,^

Under Armour, Inc.

328,467

5,397

*

Sally Beauty Co. Inc.

910,842

5,174

*

Iconix Brand Group Inc.

583,473

5,164

 

Monro Muffler Brake, Inc.

185,796

5,078

*

99 Cents Only Stores

544,446

5,031

 

Callaway Golf Co.

682,686

4,902

 

 

 

 

Fred's, Inc.

422,291

4,763

*,^

Life Time Fitness, Inc.

375,978

4,722

*

Pinnacle Entertainment, Inc.

667,343

4,698

 

Columbia Sportswear Co.

150,797

4,512

 

NutriSystem, Inc.

312,914

4,465

*

Jo-Ann Stores, Inc.

270,972

4,428

 

CKE Restaurants Inc.

526,470

4,422

 

Arbitron Inc.

293,173

4,401

*

Cabela's Inc.

482,058

4,392

*

Helen of Troy Ltd.

319,235

4,390

*,^

Blue Nile Inc.

145,323

4,382

 

Stage Stores, Inc.

432,203

4,357

*

PetMed Express, Inc.

262,005

4,318

 

Penske Automotive Group Inc.

459,976

4,292

 

UniFirst Corp.

151,968

4,231

 

Genesco, Inc.

214,555

4,040

*

Steiner Leisure Ltd.

164,249

4,009

*

Office Depot, Inc.

3,056,761

4,004

 

Jones Apparel Group, Inc.

931,994

3,933

*

Gaylord Entertainment Co.

455,239

3,792

 

Dillard's Inc.

656,772

3,744

*

Ascent Media Corp.

148,911

3,723

 

Finish Line, Inc.

562,309

3,723

*

Citi Trends Inc.

159,259

3,645

 

Group 1 Automotive, Inc.

259,810

3,630

*,^

Lululemon Athletica, Inc.

417,231

3,613

 

Ameristar Casinos, Inc.

286,984

3,610

*

JAKKS Pacific, Inc.

290,438

3,587

*

Meritage Corp.

307,572

3,512

*

Domino's Pizza, Inc.

530,671

3,476

 

Ethan Allen Interiors, Inc.

303,071

3,413

 

Cinemark Holdings Inc.

363,054

3,409

 

Brunswick Corp.

975,090

3,364

*

Steven Madden, Ltd.

178,845

3,359

*

California Pizza Kitchen, Inc.

254,838

3,333

*

AnnTaylor Stores Corp.

635,606

3,305

*

Peet's Coffee & Tea Inc.

150,537

3,255

*

The Wet Seal, Inc. Class A

957,497

3,217

 

Churchill Downs, Inc.

106,403

3,198

 

Stewart Enterprises, Inc. Class A

936,864

3,035

 

National Presto Industries, Inc.

49,473

3,018

 

Superior Industries International, Inc.

252,200

2,989

 

World Wrestling Entertainment, Inc.

251,147

2,898

*

True Religion Apparel, Inc.

244,975

2,893

*

Red Robin Gourmet Burgers, Inc.

163,399

2,881

*

Universal Technical Institute Inc.

236,747

2,841

*

Universal Electronics, Inc.

155,700

2,818

*

Pre-Paid Legal Services, Inc.

96,900

2,813

 

 

 

*,^

Saks Inc.

1,497,351

2,800

*

BJ's Restaurants Inc.

193,167

2,687

*

Smith & Wesson Holding Corp.

445,785

2,684

 

OfficeMax, Inc.

844,716

2,636

 

Liz Claiborne, Inc.

1,052,739

2,600

*

hhgregg, Inc.

180,386

2,552

 

K-Swiss, Inc.

298,010

2,545

 

The Pep Boys (Manny, Moe & Jack)

576,202

2,541

*

Exide Technologies

838,335

2,515

 

Cooper Tire & Rubber Co.

621,813

2,512

*

Skechers U.S.A., Inc.

369,414

2,464

 

Harte-Hanks, Inc.

457,860

2,450

 

Boyd Gaming Corp.

633,779

2,364

 

American Greetings Corp. Class A

466,344

2,360

 

Orient-Express Hotel Ltd.

565,811

2,320

*

CTC Media, Inc.

508,127

2,317

*

Interval Leisure Group, Inc.

436,560

2,314

*

HSN, Inc.

436,265

2,242

*

Live Nation, Inc.

826,619

2,207

*

Steak n Shake Co.

287,150

2,174

*

Lincoln Educational Services

117,716

2,157

 

Weyco Group, Inc.

82,329

2,134

*

Dolan Media Co.

266,726

2,099

^

DineEquity, Inc.

175,419

2,080

*

Zumiez Inc.

213,956

2,075

*

TRW Automotive Holdings Corp.

622,538

2,005

*

CKX, Inc.

488,134

2,001

 

Speedway Motorsports, Inc.

167,792

1,983

 

bebe stores, inc.

297,123

1,982

*

Core-Mark Holding Co., Inc.

108,513

1,977

 

The Marcus Corp.

231,001

1,964

*

Charlotte Russe Holding Inc.

232,568

1,895

*,^

Fuel Systems Solutions, Inc.

139,882

1,886

*

Drew Industries, Inc.

215,614

1,872

*

Quiksilver, Inc.

1,416,685

1,813

*

Blyth, Inc.

69,243

1,809

*

Coldwater Creek Inc.

711,623

1,786

*

Denny's Corp.

1,066,982

1,782

*

Shuffle Master, Inc.

618,132

1,774

*

Mediacom Communications Corp.

439,094

1,770

*

Charming Shoppes, Inc.

1,263,242

1,769

*

Ruby Tuesday, Inc.

587,874

1,717

*

Volcom, Inc.

176,139

1,709

*

Shutterfly, Inc.

181,433

1,700

*

Ulta Salon, Cosmetics & Fragrance, Inc.

255,728

1,693

 

Brown Shoe Co., Inc.

447,657

1,679

 

Jackson Hewitt Tax Service Inc.

320,210

1,672

*,^

Raser Technologies, Inc.

394,833

1,654

 

 

 

*

Stamps.com Inc.

170,150

1,650

*

Ticketmaster Entertainment Inc.

445,694

1,645

 

Winnebago Industries, Inc.

307,009

1,630

 

Christopher & Banks Corp.

396,322

1,621

*

Overstock.com, Inc.

176,833

1,618

*,^

Conn's, Inc.

112,630

1,581

*,^

K12 Inc.

111,951

1,556

*

RCN Corp.

416,733

1,542

 

Asbury Automotive Group, Inc.

356,383

1,536

*

Lumber Liquidators, Inc.

119,404

1,522

 

Movado Group, Inc.

196,182

1,479

 

Ambassadors Group, Inc.

178,888

1,453

*

DSW Inc. Class A

154,010

1,431

*

Knology, Inc.

337,903

1,392

*,^

iRobot Corp.

178,938

1,360

 

Big 5 Sporting Goods Corp.

228,111

1,339

 

CSS Industries, Inc.

76,052

1,293

*

AFC Enterprises, Inc.

281,394

1,269

*

Pacific Sunwear of California, Inc.

731,108

1,214

*

New York & Co., Inc.

298,335

1,059

*

Build-A-Bear-Workshop, Inc.

173,984

1,056

 

Systemax Inc.

81,340

1,051

*

Crocs, Inc.

882,791

1,051

*,^

American Apparel, Inc.

352,126

1,028

*

Krispy Kreme Doughnuts, Inc.

640,213

1,024

*

Isle of Capri Casinos, Inc.

190,780

1,009

*

RC2 Corp.

191,261

1,008

*

Warner Music Group Corp.

425,191

999

*

Standard Pacific Corp.

1,117,736

984

 

M/I Homes, Inc.

140,619

983

 

Oxford Industries, Inc.

159,055

981

^

Talbots Inc.

276,069

969

*

Cox Radio, Inc.

225,770

926

*

Hovnanian Enterprises Inc. Class A

587,784

917

*,^

Morgans Hotel Group

294,347

915

*

Stein Mart, Inc.

310,022

896

 

Modine Manufacturing Co.

351,759

879

 

Hearst-Argyle Television Inc.

208,245

866

*

Tenneco Automotive, Inc.

521,758

850

*

Valassis Communications, Inc.

536,951

843

 

Fisher Communications, Inc.

83,430

814

*,^

Blockbuster Inc. Class A

1,069,154

770

*

Sealy Corp.

506,470

755

 

O'Charley's Inc.

237,945

716

 

La-Z-Boy Inc.

568,087

710

*

Martha Stewart Living Omnimedia, Inc.

279,362

696

*

Zale Corp.

354,728

692

 

American Axle & Manufacturing Holdings, Inc.

508,406

671

 

 

 

 

Kenneth Cole Productions, Inc.

104,189

666

 

Landry's Restaurants, Inc.

125,930

657

 

Furniture Brands International Inc.

434,277

638

 

ArvinMeritor, Inc.

777,379

614

*

1-800-FLOWERS.COM, Inc.

294,383

609

 

Belo Corp. Class A

986,365

602

 

Marine Products Corp.

141,207

599

*

Tween Brands, Inc.

276,260

591

*

Gaiam, Inc.

176,043

577

*

Town Sports International Holdings, Inc.

191,364

572

*

Monarch Casino & Resort, Inc.

107,960

557

*

Pier 1 Imports Inc.

994,500

557

*

Lear Corp.

726,727

545

*

Orbitz Worldwide, Inc.

417,240

538

 

Sinclair Broadcast Group, Inc.

519,072

535

*

Leapfrog Enterprises, Inc.

377,380

521

*

Dana Holding Corp.

1,100,772

506

 

Sonic Automotive, Inc.

308,458

494

*

Retail Ventures, Inc.

321,851

489

 

Dover Downs Gaming & Entertainment, Inc.

156,864

482

^

Brookfield Homes Corp.

134,083

463

 

E.W. Scripps Co. Class A

329,479

445

*

Beazer Homes USA, Inc.

422,404

427

*

Borders Group, Inc.

676,493

426

^

Media General, Inc. Class A

219,836

422

*

Champion Enterprises, Inc.

851,116

409

*

Blockbuster Inc. Class B

850,059

383

 

Entercom Communications Corp.

320,312

352

*

Unifi, Inc.

544,724

349

*

Lin TV Corp.

303,883

340

 

Journal Communications, Inc.

445,711

334

*

Crown Media Holdings, Inc.

160,230

327

^

The McClatchy Co. Class A

626,815

307

*

RHI Entertainment, Inc.

150,515

229

*

MTR Gaming Group Inc.

253,705

228

*

Entravision Communications Corp.

568,903

148

^

Lee Enterprises, Inc.

417,093

117

*

Krispy Kreme Doughnuts, Inc. Warrants Exp. 3/2/12

7,748

*,^

Charter Communications, Inc.

1,741

 

1,216,631

Consumer Staples (3.6%)

 

Alberto-Culver Co.

981,897

22,201

 

Flowers Foods, Inc.

929,707

21,830

*

BJ's Wholesale Club, Inc.

661,060

21,147

 

Corn Products International, Inc.

829,870

17,593

 

Del Monte Foods Co.

2,198,794

16,029

 

Casey's General Stores, Inc.

537,301

14,324

 

 

 

 

Herbalife Ltd.

710,268

10,640

*

TreeHouse Foods Inc.

350,939

10,104

*

Chattem, Inc.

179,005

10,033

 

Lancaster Colony Corp.

233,469

9,684

 

Ruddick Corp.

430,026

9,654

*,^

Green Mountain Coffee Roasters, Inc.

189,076

9,076

*

NBTY, Inc.

616,992

8,687

*

United Natural Foods, Inc.

453,487

8,603

 

Universal Corp. (VA)

278,323

8,327

 

Sanderson Farms, Inc.

191,796

7,202

 

Vector Group Ltd.

514,403

6,682

*

Hain Celestial Group, Inc.

450,339

6,413

 

Nu Skin Enterprises, Inc.

574,823

6,030

 

Lance, Inc.

280,557

5,841

*

Winn-Dixie Stores, Inc.

604,593

5,780

 

J & J Snack Foods Corp.

156,066

5,398

 

Tootsie Roll Industries, Inc.

245,401

5,330

*

Central European Distribution Corp.

474,216

5,103

 

Diamond Foods, Inc.

169,651

4,738

*

The Pantry, Inc.

248,158

4,370

 

WD-40 Co.

174,564

4,214

 

Nash-Finch Co.

142,410

4,000

*

Smart Balance Inc.

661,551

3,996

*

Central Garden & Pet Co. Class A

512,172

3,852

 

Spartan Stores, Inc.

245,593

3,785

 

Weis Markets, Inc.

120,548

3,742

*

Alliance One International, Inc.

941,164

3,614

*

Darling International, Inc.

909,117

3,373

*

Chiquita Brands International, Inc.

492,675

3,266

 

Cal-Maine Foods, Inc.

130,658

2,925

*

American Oriental Bioengineering, Inc.

695,925

2,686

*

Bare Escentuals, Inc.

613,130

2,514

 

The Andersons, Inc.

171,553

2,426

*

Rite Aid Corp.

6,577,569

2,368

 

PriceSmart, Inc.

131,424

2,367

 

Coca-Cola Bottling Co.

44,378

2,310

*

Boston Beer Co., Inc. Class A

106,422

2,220

 

B&G Foods Inc.

410,182

2,133

 

Ingles Markets, Inc.

138,938

2,074

*

The Great Atlantic & Pacific Tea Co., Inc.

385,861

2,049

*

Prestige Brands Holdings Inc.

389,554

2,018

 

Village Super Market Inc. Class A

57,306

1,786

*

Central Garden and Pet Co.

233,507

1,777

*

Elizabeth Arden, Inc.

286,856

1,672

*,^

USANA Health Sciences, Inc.

68,637

1,535

 

Farmer Brothers, Inc.

80,380

1,431

 

Inter Parfums, Inc.

170,372

993

 

Alico, Inc.

40,987

984

 

 

 

*

National Beverage Corp.

101,754

933

^

Mannatech, Inc.

176,454

588

*

Revlon, Inc.

186,858

463

 

334,913

Energy (5.2%)

*

Oceaneering International, Inc.

606,628

22,366

*

Dresser Rand Group, Inc.

912,747

20,172

*

EXCO Resources, Inc.

1,996,747

19,967

 

Southern Union Co.

1,242,982

18,918

 

Core Laboratories N.V.

243,830

17,839

*

Concho Resources, Inc.

613,658

15,704

*

Comstock Resources, Inc.

512,627

15,276

*

Whiting Petroleum Corp.

563,418

14,564

*

Encore Acquisition Co.

558,671

13,000

*

SEACOR Holdings Inc.

211,351

12,324

*

Superior Energy Services, Inc.

863,943

11,136

*

Unit Corp.

526,587

11,016

*

Atwood Oceanics, Inc.

642,046

10,652

*

Arena Resources, Inc.

403,914

10,292

*

Bill Barrett Corp.

452,107

10,055

*

Dril-Quip, Inc.

326,081

10,011

 

Holly Corp.

469,943

9,963

 

World Fuel Services Corp.

309,533

9,791

 

St. Mary Land & Exploration Co.

692,239

9,158

*

Oil States International, Inc.

553,981

7,434

 

Foundation Coal Holdings, Inc.

496,315

7,122

*

Mariner Energy Inc.

890,003

6,898

 

Overseas Shipholding Group Inc.

299,654

6,793

*

Bristow Group, Inc.

307,598

6,592

 

CARBO Ceramics Inc.

231,540

6,585

 

Lufkin Industries, Inc.

165,505

6,269

*

Contango Oil & Gas Co.

158,038

6,195

*

USEC Inc.

1,238,340

5,944

*

Goodrich Petroleum Corp.

292,225

5,658

*

Gulfmark Offshore, Inc.

225,704

5,385

 

Penn Virginia Corp.

466,939

5,127

*

Helix Energy Solutions Group, Inc.

971,271

4,992

 

Berry Petroleum Class A

405,845

4,448

*

Willbros Group, Inc.

436,362

4,233

*

Enbridge Energy Management LLC

144,061

4,173

 

Western Refining, Inc.

343,780

4,105

*

Global Industries Ltd.

1,058,856

4,066

*

NATCO Group Inc.

214,122

4,053

*

Hornbeck Offshore Services, Inc.

259,106

3,949

*

Key Energy Services, Inc.

1,355,795

3,905

 

General Maritime Corp.

543,539

3,805

*

James River Coal Co.

305,288

3,767

*

Cal Dive International, Inc.

522,611

3,538

 

 

 

 

Atlas America, Inc.

392,541

3,435

*

Vaalco Energy, Inc.

648,225

3,429

*

Patriot Coal Corp.

861,712

3,197

*

McMoRan Exploration Co.

665,919

3,130

*

Rosetta Resources, Inc.

576,038

2,851

*

Tesco Corp.

353,806

2,767

*

Carrizo Oil & Gas, Inc.

307,695

2,732

*

TETRA Technologies, Inc.

835,880

2,717

*

Clayton Williams Energy, Inc.

87,654

2,563

 

RPC Inc.

381,800

2,531

*

Swift Energy Co.

342,100

2,497

*

Newpark Resources, Inc.

984,099

2,490

*

Matrix Service Co.

290,103

2,385

*,^

International Coal Group, Inc.

1,451,161

2,336

*

Parker Drilling Co.

1,260,671

2,320

*,^

BPZ Energy, Inc.

613,854

2,271

 

W&T Offshore, Inc.

339,589

2,088

*

Complete Production Services, Inc.

667,340

2,055

*

Petroleum Development Corp.

165,506

1,955

*

Oilsands Quest, Inc.

2,543,311

1,831

*

Pioneer Drilling Co.

556,678

1,826

 

Alon USA Energy, Inc.

130,091

1,782

*

Basic Energy Services Inc.

254,676

1,648

*,^

ATP Oil & Gas Corp.

319,933

1,641

*

CVR Energy, Inc.

287,352

1,592

*

T-3 Energy Services, Inc.

133,016

1,567

*

Bronco Drilling Co., Inc.

297,231

1,563

*

ION Geophysical Corp.

995,804

1,553

*

Hercules Offshore, Inc.

982,079

1,552

 

Delek US Holdings, Inc.

149,301

1,547

*,^

Clean Energy Fuels Corp.

251,441

1,531

*

PHI Inc. Non-Voting Shares

138,668

1,384

 

APCO Argentina Inc.

114,807

1,265

*

GMX Resources Inc.

188,837

1,227

*

Harvest Natural Resources, Inc.

348,001

1,180

*

PetroQuest Energy, Inc.

479,633

1,151

*

Dawson Geophysical Co.

82,210

1,110

*

Stone Energy Corp.

332,182

1,106

 

Gulf Island Fabrication, Inc.

135,793

1,088

*

Rentech, Inc.

1,767,650

972

*

Brigham Exploration Co.

490,035

931

*,^

Delta Petroleum Corp.

750,811

901

*

Approach Resources Inc.

137,809

854

*

Superior Well Services, Inc.

157,329

807

*,^

SulphCo, Inc.

744,526

797

*

Veneco Inc.

229,471

753

*

Rex Energy Corp.

261,926

752

 

Crosstex Energy, Inc.

437,364

717

 

 

 

*

Gulfport Energy Corp.

307,285

713

*

OYO Geospace Corp.

52,598

687

*

Warren Resources Inc.

621,418

597

*

Parallel Petroleum Corp.

446,157

571

*

Allis-Chalmers Energy Inc.

234,571

453

*,^

GeoGlobal Resources Inc.

442,696

319

*,^

Trico Marine Services, Inc.

138,132

290

*,^

TXCO Resources Inc.

350,895

145

*

Energy Partners, Ltd.

66,727

6

*

Aventine Renewable Energy Holdings, Inc.

429

 

477,398

Financials (19.9%)

 

Digital Realty Trust, Inc. REIT

772,101

25,617

^

Realty Income Corp. REIT

1,161,098

21,851

 

Aspen Insurance Holdings Ltd.

862,115

19,363

*

Affiliated Managers Group, Inc.

457,500

19,082

 

Arthur J. Gallagher & Co.

1,060,532

18,029

 

Senior Housing Properties Trust REIT

1,275,489

17,882

 

Valley National Bancorp

1,428,486

17,670

 

Bank of Hawaii Corp.

531,315

17,523

 

BancorpSouth, Inc.

833,712

17,375

 

Essex Property Trust, Inc. REIT

298,557

17,119

 

Allied World Assurance Holdings, Ltd.

436,805

16,612

*

Alleghany Corp.

61,165

16,565

*

ProAssurance Corp.

354,664

16,534

 

FirstMerit Corp.

902,358

16,423

 

The Hanover Insurance Group Inc.

568,851

16,394

 

Waddell & Reed Financial, Inc.

897,338

16,215

^

Alexandria Real Estate Equities, Inc. REIT

438,532

15,963

 

Highwood Properties, Inc. REIT

708,494

15,176

 

Platinum Underwriters Holdings, Ltd.

531,561

15,075

 

Westamerica Bancorporation

321,817

14,662

 

Mack-Cali Realty Corp. REIT

734,280

14,546

 

Greenhill & Co., Inc.

195,158

14,412

 

Corporate Office Properties Trust, Inc. REIT

575,033

14,278

 

IPC Holdings Ltd.

520,142

14,065

*

Knight Capital Group, Inc. Class A

947,773

13,970

 

National Retail Properties REIT

872,937

13,827

 

First Niagara Financial Group, Inc.

1,255,110

13,681

*

MSCI, Inc.-Class A Shares

805,093

13,614

 

UMB Financial Corp.

319,272

13,566

 

MFA Mortgage Investments, Inc. REIT

2,302,944

13,541

 

Endurance Specialty Holdings Ltd.

539,430

13,453

 

Washington Federal Inc.

980,141

13,026

 

Fulton Financial Corp.

1,949,134

12,923

 

Omega Healthcare Investors, Inc. REIT

916,964

12,911

 

Erie Indemnity Co. Class A

371,937

12,713

 

Prosperity Bancshares, Inc.

461,951

12,634

 

 

 

 

NewAlliance Bancshares, Inc.

1,073,083

12,598

 

Montpelier Re Holdings Ltd.

967,428

12,538

 

StanCorp Financial Group, Inc.

544,901

12,413

*

Investment Technology Group, Inc.

481,394

12,285

 

CIT Group Inc.

4,049,029

11,540

 

BRE Properties Inc. Class A REIT

569,135

11,172

*

Signature Bank

392,017

11,067

 

Home Properties, Inc. REIT

359,647

11,023

 

Tanger Factory Outlet Centers, Inc. REIT

352,231

10,870

*

Stifel Financial Corp.

242,721

10,512

 

Glacier Bancorp, Inc.

666,989

10,478

*

Argo Group International Holdings

342,405

10,317

 

Potlatch Corp. REIT

439,753

10,198

 

R.L.I. Corp.

202,790

10,180

 

Washington REIT

582,830

10,083

 

Taubman Co. REIT

590,243

10,058

 

Tower Group, Inc.

406,843

10,021

 

Equity Lifestyle Properties, Inc. REIT

262,840

10,014

*

MBIA, Inc.

2,184,540

10,005

 

Zenith National Insurance Corp.

414,945

10,004

 

Trustmark Corp.

542,372

9,969

 

Healthcare Realty Trust Inc. REIT

654,557

9,812

 

Hatteras Financial Corp. REIT

389,517

9,734

 

Mid-America Apartment Communities, Inc. REIT

314,005

9,681

 

Max Re Capital Ltd.

529,771

9,133

 

Susquehanna Bancshares, Inc.

958,830

8,946

 

Jones Lang LaSalle Inc.

384,253

8,938

 

Redwood Trust, Inc. REIT

565,111

8,674

*

PHH Corp.

604,392

8,492

^

Fannie Mae

11,986,314

8,390

 

First Financial Bankshares, Inc.

173,476

8,356

 

Astoria Financial Corp.

907,381

8,339

 

Hancock Holding Co.

265,261

8,297

 

Old National Bancorp

738,446

8,248

 

Franklin Street Properties Corp. REIT

667,318

8,208

 

American Campus Communities, Inc. REIT

471,195

8,180

 

Whitney Holdings Corp.

712,424

8,157

 

HRPT Properties Trust REIT

2,535,995

8,090

 

Douglas Emmett, Inc. REIT

1,084,723

8,016

^

United Bankshares, Inc.

458,202

7,899

 

EastGroup Properties, Inc. REIT

278,986

7,831

*,^

E*TRADE Financial Corp.

5,994,864

7,673

 

F.N.B. Corp.

999,396

7,665

*,^

AmeriCredit Corp.

1,294,791

7,587

 

IBERIABANK Corp.

164,312

7,548

 

National Health Investors REIT

278,213

7,476

 

NBT Bancorp, Inc.

343,948

7,443

 

First Commonwealth Financial Corp.

835,419

7,410

 

 

 

 

Wilmington Trust Corp.

758,796

7,353

*

SVB Financial Group

365,675

7,317

*

Interactive Brokers Group, Inc.

451,364

7,280

 

Unitrin, Inc.

520,709

7,280

 

Selective Insurance Group

587,802

7,148

*

Navigators Group, Inc.

149,619

7,059

 

Capstead Mortgage Corp. REIT

654,819

7,033

 

Park National Corp.

124,670

6,950

 

SL Green Realty Corp. REIT

635,589

6,864

*,^

KBW Inc.

332,792

6,772

 

Anworth Mortgage Asset Corp. REIT

1,103,770

6,766

 

National Penn Bancshares Inc.

801,957

6,656

 

Popular, Inc.

2,981,981

6,501

 

Provident Financial Services Inc.

596,996

6,454

 

First Citizens BancShares Class A

48,717

6,421

 

Investors Real Estate Trust REIT

648,463

6,394

 

Apartment Investment & Management Co. Class A REIT

1,160,188

6,358

 

Kilroy Realty Corp. REIT

368,585

6,336

 

Chimera Investment Corp. REIT

1,877,938

6,310

 

PS Business Parks, Inc. REIT

171,149

6,307

 

Brookline Bancorp, Inc.

649,539

6,171

 

Delphi Financial Group, Inc.

458,309

6,169

 

DCT Industrial Trust Inc. REIT

1,934,158

6,131

 

Community Bank System, Inc.

364,088

6,098

 

Umpqua Holdings Corp.

669,281

6,064

 

BioMed Realty Trust, Inc. REIT

894,280

6,054

 

Entertainment Properties Trust REIT

366,607

5,778

 

Financial Federal Corp.

271,514

5,751

 

WesBanco, Inc.

251,885

5,751

*

Hilltop Holdings Inc.

502,531

5,729

^

Equity One, Inc. REIT

469,323

5,721

*

PICO Holdings, Inc.

188,688

5,674

 

S & T Bancorp, Inc.

261,249

5,541

^

Freddie Mac

7,218,116

5,486

 

Apollo Investment Corp.

1,574,101

5,478

*

thinkorswim Group, Inc.

628,945

5,434

*

Piper Jaffray Cos., Inc.

210,113

5,419

 

Infinity Property & Casualty Corp.

159,219

5,402

 

Sterling Bancshares, Inc.

817,058

5,344

 

optionsXpress Holdings Inc.

467,130

5,311

 

United Fire & Casualty Co.

238,486

5,237

 

Ares Capital Corp.

1,080,983

5,232

 

Employers Holdings, Inc.

543,462

5,185

 

Assured Guaranty Ltd.

759,015

5,139

 

TrustCo Bank NY

846,354

5,095

 

Cash America International Inc.

322,739

5,054

*

Enstar Group Ltd.

89,283

5,028

 

MB Financial, Inc.

368,717

5,015

 

 

 

 

Post Properties, Inc. REIT

493,074

5,000

 

Harleysville Group, Inc.

157,050

4,996

 

Extra Space Storage Inc. REIT

906,475

4,995

 

Chemical Financial Corp.

239,887

4,992

 

Sovran Self Storage, Inc. REIT

244,789

4,915

 

City Holding Co.

180,067

4,914

 

Cathay General Bancorp

468,451

4,886

 

PrivateBancorp, Inc.

337,430

4,879

*

Riskmetrics Group Inc.

340,831

4,870

*,^

MF Global Ltd.

1,137,746

4,813

*

Ocwen Financial Corp.

420,159

4,802

 

Safety Insurance Group, Inc.

154,360

4,798

 

International Bancshares Corp.

610,225

4,760

 

Inland Real Estate Corp. REIT

664,029

4,708

 

First Midwest Bancorp, Inc.

542,316

4,658

 

Bank Mutual Corp.

512,500

4,643

*

Investors Bancorp, Inc.

546,602

4,630

 

CVB Financial Corp.

697,001

4,621

*

Portfolio Recovery Associates, Inc.

170,151

4,567

 

SWS Group, Inc.

289,893

4,502

*

EZCORP, Inc.

385,457

4,460

*

First Cash Financial Services, Inc.

292,983

4,371

^

American Capital Ltd.

2,301,515

4,304

 

PacWest Bancorp

287,245

4,116

^

iStar Financial Inc. REIT

1,453,738

4,085

*

Pinnacle Financial Partners, Inc.

171,568

4,068

 

First Financial Corp. (IN)

109,392

4,037

 

Community Trust Bancorp Inc.

150,707

4,031

 

DiamondRock Hospitality Co. REIT

1,002,392

4,020

 

Protective Life Corp.

739,412

3,882

 

Alexander's, Inc. REIT

22,716

3,870

 

American Physicians Capital, Inc.

93,888

3,842

 

LTC Properties, Inc. REIT

218,867

3,839

*

eHealth, Inc.

237,075

3,796

 

Getty Realty Holding Corp. REIT

206,575

3,791

 

Acadia Realty Trust REIT

355,818

3,775

 

First BanCorp Puerto Rico

874,037

3,723

 

Stewart Information Services Corp.

190,453

3,714

 

TowneBank

227,062

3,708

*

Texas Capital Bancshares, Inc.

326,203

3,673

 

Universal Health Realty Income REIT

125,227

3,660

 

Saul Centers, Inc. REIT

159,137

3,655

 

Northwest Bancorp, Inc.

215,518

3,642

 

Horace Mann Educators Corp.

434,656

3,638

*

CNA Surety Corp.

196,249

3,619

*

Beneficial Mutual Bancorp, Inc.

365,545

3,601

*

Greenlight Capital Re. Ltd.

216,615

3,459

 

Provident New York Bancorp, Inc.

398,454

3,407

 

 

 

 

First Financial Bancorp

353,746

3,371

 

Pacific Capital Bancorp

494,650

3,349

*

FPIC Insurance Group, Inc.

89,525

3,315

 

Wintrust Financial Corp.

263,566

3,242

 

Bank of the Ozarks, Inc.

140,347

3,239

 

Tompkins Trustco, Inc.

75,294

3,238

 

East West Bancorp, Inc.

708,209

3,237

*

Amerisafe Inc.

209,589

3,211

*

Citizens, Inc.

438,446

3,187

 

Medical Properties Trust Inc. REIT

871,109

3,180

^

Allied Capital Corp.

1,987,060

3,159

 

Simmons First National Corp.

124,244

3,130

 

S.Y. Bancorp, Inc.

127,347

3,095

*

Forestar Real Estate Group, Inc.

396,831

3,036

 

National Western Life Insurance Co. Class A

26,710

3,018

 

StellarOne Corp.

251,624

2,997

 

Berkshire Hills Bancorp, Inc.

129,117

2,959

^

Cousins Properties, Inc. REIT

457,519

2,946

 

Flagstone Reinsurance Holdings Ltd.

376,522

2,933

*

Tejon Ranch Co.

141,637

2,928

 

Amtrust Financial Services Inc.

300,753

2,872

 

Home Bancshares Inc.

143,078

2,857

 

Developers Diversified Realty Corp. REIT

1,338,907

2,852

 

Prospect Energy Corp.

329,941

2,811

*

Nelnet, Inc.

317,208

2,804

 

Renasant Corp.

222,187

2,791

 

Brandywine Realty Trust REIT

978,775

2,790

*

World Acceptance Corp.

162,166

2,773

 

Suffolk Bancorp

106,557

2,769

 

Westfield Financial, Inc.

314,154

2,765

 

Harleysville National Corp.

451,435

2,736

 

Danvers Bancorp, Inc.

198,080

2,735

 

State Auto Financial Corp.

154,144

2,713

 

DuPont Fabros Technology Inc. REIT

393,558

2,708

 

LaSalle Hotel Properties REIT

459,682

2,685

 

First Source Corp.

147,157

2,656

 

Provident Bankshares Corp.

373,486

2,633

 

Arrow Financial Corp.

111,008

2,630

 

SCBT Financial Corp.

125,017

2,613

 

Washington Trust Bancorp, Inc.

159,629

2,594

 

BlackRock Kelso Capital Corp.

614,569

2,575

 

Forest City Enterprise Class A

714,912

2,574

*,^

Credit Acceptance Corp.

119,074

2,559

 

GFI Group Inc.

790,873

2,539

*

Dollar Financial Corp.

266,468

2,537

 

Independent Bank Corp. (MA)

171,529

2,530

*

MarketAxess Holdings, Inc.

328,405

2,509

 

OneBeacon Insurance Group Ltd.

259,128

2,503

 

 

 

 

Webster Financial Corp.

586,649

2,493

 

Boston Private Financial Holdings, Inc.

709,441

2,490

 

Dime Community Bancshares

265,314

2,489

 

TriCo Bancshares

148,378

2,484

 

BancFirst Corp.

67,771

2,467

 

Kearny Financial Corp.

234,087

2,453

 

Northfield Bancorp, Inc.

224,215

2,451

 

First Merchants Corp.

225,092

2,429

 

Capital Southwest Corp.

31,186

2,382

 

Ambac Financial Group, Inc.

3,044,031

2,374

 

Lakeland Financial Corp.

123,208

2,364

*

Seabright Insurance Holdings, Inc.

225,450

2,358

 

Southside Bancshares, Inc.

123,956

2,343

^

First Busey Corp.

298,770

2,318

 

Westwood Holdings Group, Inc.

58,172

2,274

*

LaBranche & Co. Inc.

602,965

2,255

 

Urstadt Biddle Properties Class A REIT

167,314

2,245

 

First Potomac REIT

303,304

2,229

*

TradeStation Group, Inc.

335,902

2,217

 

American Equity Investment Life Holding Co.

531,238

2,210

 

Sun Communities, Inc. REIT

184,586

2,184

 

Compass Diversified Trust

244,627

2,182

*

Citizens Banking Corp.

1,402,410

2,174

 

Abington Community Bancorp Inc.

261,541

2,166

 

BankFinancial Corp.

217,019

2,164

 

MVC Capital, Inc.

257,080

2,162

 

Univest Corp. of Pennsylvania

122,043

2,136

*

Oritani Financial Corp.

148,698

2,082

 

Sandy Spring Bancorp, Inc.

184,103

2,055

 

Donegal Group Inc. Class A

133,227

2,048

 

American Capital Agency Corp. REIT

117,918

2,018

 

Gamco Investors Inc. Class A

61,252

2,000

 

Lexington Realty Trust REIT

835,589

1,989

 

Union Bankshares Corp.

143,182

1,983

 

MGIC Investment Corp.

1,385,968

1,968

 

Hercules Technology Growth Capital, Inc.

387,356

1,937

 

Colonial Properties Trust REIT

508,261

1,936

 

Presidential Life Corp.

247,319

1,927

^

Colonial BancGroup, Inc.

2,140,539

1,926

^

General Growth Properties Inc. REIT

2,679,544

1,902

 

Republic Bancorp, Inc. Class A

101,850

1,902

*

Conseco, Inc.

2,064,270

1,899

 

Sterling Bancorp

191,272

1,894

 

UCBH Holdings, Inc.

1,231,753

1,860

 

Kansas City Life Insurance Co.

51,259

1,838

 

Cohen & Steers, Inc.

162,516

1,814

 

Consolidated-Tomoka Land Co.

60,756

1,804

 

Central Pacific Financial Co.

320,659

1,796

 

 

 

^

United Community Banks, Inc.

428,098

1,781

 

Parkway Properties Inc. REIT

170,408

1,755

^

Heartland Financial USA, Inc.

126,667

1,715

^

CBL & Associates Properties, Inc. REIT

703,604

1,660

 

Radian Group, Inc.

901,815

1,641

^

NorthStar Realty Finance Corp. REIT

703,878

1,633

 

Mainsource Financial Group, Inc.

201,710

1,622

^

Pennsylvania REIT

438,531

1,557

 

Baldwin & Lyons, Inc. Class B

81,961

1,551

 

WSFS Financial Corp.

68,551

1,533

 

Ashford Hospitality Trust REIT

980,025

1,509

 

ViewPoint Financial Group

125,136

1,505

 

Southwest Bancorp, Inc.

153,474

1,440

 

Sunstone Hotel Investors, Inc. REIT

540,609

1,422

 

The Phoenix Cos., Inc.

1,213,928

1,420

^

Life Partners Holdings

82,560

1,408

 

EMC Insurance Group, Inc.

66,501

1,401

 

Great Southern Bancorp, Inc.

96,329

1,350

 

Roma Financial Corp.

103,584

1,341

 

National Financial Partners Corp.

418,922

1,341

 

Ramco-Gershenson Properties Trust REIT

206,511

1,332

 

Capital City Bank Group, Inc.

114,113

1,308

 

Columbia Banking System, Inc.

202,963

1,299

*,^

Western Alliance Bancorp

278,721

1,271

 

Flushing Financial Corp.

203,986

1,228

^

Greene County Bancshares

138,629

1,220

 

First Community Bancshares, Inc.

103,968

1,213

^

First Industrial Realty Trust REIT

494,522

1,212

 

Sterling Financial Corp.

583,292

1,207

 

NGP Capital Resources Co.

241,919

1,202

 

Clifton Savings Bancorp, Inc.

119,734

1,197

 

Oriental Financial Group Inc.

243,620

1,189

 

United Financial Bancorp, Inc.

88,959

1,164

 

U-Store-It Trust REIT

549,735

1,110

 

Education Realty Trust, Inc. REIT

316,976

1,106

 

CoBiz Inc.

210,470

1,105

 

National Interstate Corp.

65,113

1,101

 

Calamos Asset Management, Inc.

216,568

1,042

 

Winthrop Realty Trust REIT

149,546

1,033

 

BGC Partners, Inc.

462,562

1,022

*,^

Guaranty Financial Group, Inc.

969,844

1,018

*

Guaranty Bancorp

581,837

1,018

 

Hersha Hospitality Trust REIT

535,854

1,018

 

Wilshire Bancorp Inc.

196,148

1,012

*

Penson Worldwide, Inc.

153,782

989

 

CapLease, Inc. REIT

500,914

987

*

Meridian Interstate Bancorp, Inc.

115,455

972

 

FelCor Lodging Trust, Inc. REIT

701,908

955

 

 

 

 

First Financial Holdings, Inc.

123,294

943

*

The First Marblehead Corp.

719,253

928

*

Avatar Holding, Inc.

61,820

926

*

FBR Capital Markets Corp.

276,217

909

*

Asset Acceptance Capital Corp.

170,210

904

 

The South Financial Group, Inc.

819,309

901

^

Old Second Bancorp, Inc.

139,668

887

 

Kite Realty Group Trust REIT

357,867

877

 

Cedar Shopping Centers, Inc. REIT

493,003

858

*

Virginia Commerce Bancorp, Inc.

222,484

843

 

RAIT Financial Trust REIT

684,254

835

*

Crawford & Co. Class B

123,143

828

*

United America Indemnity, Ltd.

201,023

808

 

Nara Bancorp, Inc.

262,232

771

*

NewStar Financial, Inc.

328,549

762

 

Advance America, Cash Advance Centers, Inc.

440,554

745

 

Urstadt Biddle Properties REIT

51,692

693

 

Capitol Bancorp Ltd.

162,426

674

 

FBL Financial Group, Inc. Class A

160,948

668

*

FCStone Group, Inc.

280,917

640

*

Crawford & Co.

151,252

629

 

Glimcher Realty Trust REIT

421,517

590

 

Hanmi Financial Corp.

441,349

574

 

Strategic Hotels and Resorts, Inc. REIT

827,692

571

 

The PMI Group Inc.

912,268

566

 

Independent Bank Corp. (MI)

226,687

530

^

Frontier Financial Corp.

469,530

516

*

First Acceptance Corp.

213,246

516

*,^

Flagstar Bancorp, Inc.

651,517

489

^

City Bank Lynnwood (WA)

147,139

486

 

Seacoast Banking Corp. of Florida

159,557

483

 

Gramercy Capital Corp. REIT

481,712

467

 

Integra Bank Corp.

216,906

410

^

Cascade Bancorp

250,281

408

*,^

CompuCredit Corp.

158,008

387

 

Amcore Financial, Inc.

237,826

381

 

Banner Corp.

130,367

379

 

West Coast Bancorp

168,037

373

^

Newcastle Investment Corp. REIT

573,850

373

*

Thomas Weisel Partners Group, Inc.

93,126

333

*

Friedman, Billings, Ramsey Group, Inc. REIT

1,630,944

326

 

First State Bancorporation

226,048

319

*

Maguire Properties, Inc. REIT

428,527

309

^

Anthracite Capital Inc. REIT

905,866

308

 

Taylor Capital Group, Inc.

65,403

291

 

Grubb & Ellis Co.

460,544

290

*

Cardtronics Inc.

155,912

276

 

Anchor Bancorp Wisconsin Inc.

197,320

266

 

 

 

 

Advanta Corp. Class B

319,498

211

*

Waterstone Financial, Inc.

101,163

206

 

Capital Trust Class A REIT

159,904

176

^

Arbor Realty Trust, Inc. REIT

201,345

145

^

Corus Bankshares Inc.

358,322

97

*

United America Indemnity Rights Exp. 04/09/2009

199,983

94

 

Advanta Corp. Class A

109,977

56

^

Jer Investor Trust REIT

50,814

33

*

Teton Advisors Inc. Class B

910

2

*

CSF Holdings Inc. Contingent Litigation Rights

29,125

 

1,846,978

Health Care (12.9%)

*

Gen-Probe Inc.

605,570

27,602

*

OSI Pharmaceuticals, Inc.

641,878

24,558

*

IDEXX Laboratories, Inc.

663,200

22,933

*

Inverness Medical Innovations, Inc.

826,678

22,014

*

VCA Antech, Inc.

942,605

21,256

 

Universal Health Services Class B

523,261

20,062

*

Immucor Inc.

784,908

19,740

*

Onyx Pharmaceuticals, Inc.

628,204

17,935

 

Teleflex Inc.

442,133

17,283

*

United Therapeutics Corp.

258,805

17,104

 

PerkinElmer, Inc.

1,316,032

16,806

*

Magellan Health Services, Inc.

450,630

16,421

*

AMERIGROUP Corp.

590,188

16,254

*

Isis Pharmaceuticals, Inc.

1,079,641

16,205

*,^

Valeant Pharmaceuticals International

907,800

16,150

*

Thoratec Corp.

624,979

16,056

*

Masimo Corp.

539,772

15,643

*

Haemonetics Corp.

281,885

15,526

 

STERIS Corp.

655,853

15,268

 

Owens & Minor, Inc.

460,513

15,257

*

MEDNAX, Inc.

507,891

14,968

*

Bio-Rad Laboratories, Inc. Class A

209,763

13,823

*

BioMarin Pharmaceutical Inc.

1,112,320

13,737

*

CV Therapeutics, Inc.

682,749

13,573

 

Cooper Cos., Inc.

501,183

13,251

*

Alkermes, Inc.

1,057,246

12,824

*

Nuvasive, Inc.

402,489

12,630

*

Auxilium Pharmaceuticals, Inc.

446,778

12,385

 

West Pharmaceutical Services, Inc.

364,052

11,945

*

LifePoint Hospitals, Inc.

565,401

11,794

*

HLTH Corp.

1,078,164

11,159

*

Cubist Pharmaceuticals, Inc.

634,514

10,381

*

Psychiatric Solutions, Inc.

622,640

9,794

 

Chemed Corp.

249,037

9,688

*

PSS World Medical, Inc.

673,311

9,662

*

Regeneron Pharmaceuticals, Inc.

689,390

9,555

 

 

 

*

Dionex Corp.

200,244

9,462

 

PDL BioPharma Inc.

1,331,876

9,430

*,^

Sequenom, Inc.

641,621

9,124

*

American Medical Systems Holdings, Inc.

815,238

9,090

*

Theravance, Inc.

525,521

8,934

*

HMS Holdings Corp.

266,304

8,761

*

HealthSouth Corp.

980,097

8,703

*

Centene Corp.

477,439

8,603

*,^

Amedisys Inc.

300,540

8,262

 

Meridian Bioscience Inc.

448,694

8,130

*

Luminex Corp.

438,415

7,944

*

Acorda Therapeutics Inc.

399,361

7,911

 

Medicis Pharmaceutical Corp.

631,268

7,809

*

Catalyst Health Solutions, Inc.

388,437

7,699

*

Varian, Inc.

322,029

7,645

*

Seattle Genetics, Inc.

762,188

7,515

*,^

Alnylam Pharmaceuticals Inc.

368,266

7,012

*

Health Management Associates Class A

2,713,768

7,002

*

AMAG Pharmaceuticals, Inc.

189,501

6,968

*

Medarex, Inc.

1,355,950

6,956

*

Volcano Corp.

477,889

6,953

*

Celera Corp.

895,424

6,832

 

Martek Biosciences Corp.

368,533

6,726

 

Allscripts Healthcare Solutions, Inc.

649,581

6,684

*,^

InterMune Inc.

406,055

6,676

 

Hill-Rom Holdings, Inc.

660,708

6,534

*

The Medicines Co.

581,008

6,298

*

Tenet Healthcare Corp.

5,309,976

6,160

*

PAREXEL International Corp.

614,965

5,984

*

Cougar Biotechnology Inc.

184,475

5,940

*

Phase Forward Inc.

453,251

5,797

*

Integra LifeSciences Holdings

230,741

5,706

*

PharMerica Corp.

339,091

5,642

*

Eclipsys Corp.

547,110

5,548

*

AmSurg Corp.

349,879

5,546

*

Nektar Therapeutics

1,028,128

5,542

*

Wright Medical Group, Inc.

422,943

5,511

*

Exelixis, Inc.

1,173,142

5,396

 

Invacare Corp.

327,902

5,256

 

Landauer, Inc.

103,588

5,250

*

WellCare Health Plans Inc.

464,133

5,222

*,^

Medivation Inc.

284,333

5,195

*

Kindred Healthcare, Inc.

346,417

5,179

*

Salix Pharmaceuticals, Ltd.

533,641

5,070

*

Align Technology, Inc.

633,183

5,021

*

Greatbatch, Inc.

255,088

4,936

*

Xenoport Inc.

253,189

4,902

*

AthenaHealth Inc.

203,171

4,898

 

 

 

*

Allos Therapeutics Inc.

776,468

4,799

 

Analogic Corp.

147,287

4,716

*

MedAssets, Inc.

329,779

4,699

*

CONMED Corp.

322,706

4,650

*

Gentiva Health Services, Inc.

304,955

4,635

*

Healthspring, Inc.

553,162

4,630

*

ICU Medical, Inc.

143,950

4,624

*

ev3 Inc.

648,320

4,603

*

ViroPharma Inc.

874,105

4,589

*

Hanger Orthopedic Group, Inc.

342,387

4,537

*,^

Dendreon Corp.

1,079,928

4,536

*

Cepheid, Inc.

644,089

4,444

*,^

Geron Corp.

965,562

4,316

*

Halozyme Therapeutics Inc.

769,865

4,203

*

Abaxis, Inc.

243,686

4,201

*

Res-Care, Inc.

278,351

4,053

*

Cyberonics, Inc.

303,822

4,032

*

Conceptus, Inc.

339,077

3,984

*

Bruker BioSciences Corp.

639,356

3,938

*

Genomic Health, Inc.

157,689

3,844

*

LHC Group Inc.

172,005

3,832

*

Universal American Corp.

451,478

3,824

*

Sun Healthcare Group Inc.

435,957

3,679

*

Momenta Pharmaceuticals, Inc.

331,855

3,654

*

Par Pharmaceutical Cos. Inc.

383,259

3,629

*

Merit Medical Systems, Inc.

296,591

3,621

*

Ligand Pharmaceuticals Inc. Class B

1,191,240

3,550

*

Odyssey Healthcare, Inc.

364,218

3,533

*

RehabCare Group, Inc.

201,085

3,507

*

MWI Veterinary Supply Inc.

121,078

3,448

 

Computer Programs and Systems, Inc.

102,886

3,423

*

SonoSite, Inc.

189,865

3,395

*

Neogen Corp.

153,952

3,361

*

Zoll Medical Corp.

233,605

3,355

*

Healthways, Inc.

374,014

3,280

*

VNUS Medical Technologies, Inc.

151,677

3,226

*

Questcor Pharmaceuticals, Inc.

648,808

3,192

*

Vivus, Inc.

733,589

3,169

*

Orthofix International N.V.

170,755

3,162

*

Emergency Medical Services LP Class A

100,620

3,158

*

SurModics, Inc.

171,317

3,127

*

Kendle International Inc.

148,642

3,116

*

Sirona Dental Systems Inc.

212,979

3,050

*

inVentiv Health, Inc.

372,029

3,036

*

Quidel Corp.

324,968

2,996

*

Savient Pharmaceuticals Inc.

605,009

2,995

*

Cypress Bioscience, Inc.

420,505

2,990

 

National Healthcare Corp.

72,250

2,901

 

 

 

*

AngioDynamics, Inc.

257,665

2,896

*

Molina Healthcare Inc.

149,736

2,848

*

Genoptix, Inc.

101,472

2,768

*

Bio-Reference Laboratories, Inc.

130,337

2,725

*

IPC The Hospitalist Co.

142,926

2,720

*

Omnicell, Inc.

347,333

2,716

*

Noven Pharmaceuticals, Inc.

277,247

2,628

*

Affymetrix, Inc.

780,994

2,554

*

Facet Biotech Corp.

266,072

2,528

*

Natus Medical Inc.

296,049

2,519

*

Symmetry Medical Inc.

399,026

2,518

*

Rigel Pharmaceuticals, Inc.

407,014

2,499

*

Arena Pharmaceuticals, Inc.

823,269

2,478

*

Albany Molecular Research, Inc.

262,443

2,475

*

Kensey Nash Corp.

115,909

2,465

*,^

Osiris Therapeutics, Inc.

176,718

2,439

*

eResearch Technology, Inc.

453,625

2,386

*

IRIS International, Inc.

205,435

2,369

*,^

MannKind Corp.

680,227

2,367

*

Accuray Inc.

456,353

2,295

*

Incyte Corp.

973,206

2,277

*

Triple-S Management Corp.

180,727

2,227

*

NPS Pharmaceuticals Inc.

526,525

2,211

*

Cadence Pharmaceuticals, Inc.

235,248

2,207

*

Nabi Biopharmaceuticals

578,150

2,139

*

Cross Country Healthcare, Inc.

324,752

2,127

*

Air Methods Corp.

121,180

2,049

*

Emergent BioSolutions Inc.

149,666

2,022

*

Progenics Pharmaceuticals, Inc.

304,186

2,005

 

Brookdale Senior Living Inc.

396,446

2,002

*

Pharmasset, Inc.

202,953

1,991

*

Alliance HealthCare Services Inc.

284,506

1,935

*

Affymax Inc.

118,595

1,911

*

AMN Healthcare Services, Inc.

362,386

1,848

*

Zymogenetics, Inc.

459,991

1,835

*

Skilled Healthcare Group Inc.

222,531

1,827

*

Vital Images, Inc.

160,803

1,812

*

CorVel Corp.

89,522

1,810

*

Durect Corp.

777,178

1,733

*

Pozen Inc.

281,522

1,723

*,^

GTx, Inc.

162,478

1,719

*

RTI Biologics, Inc.

601,229

1,714

*

ABIOMED, Inc.

345,665

1,694

*

Pain Therapeutics, Inc.

395,390

1,661

*,^

Sangamo BioSciences, Inc.

387,536

1,639

*

Assisted Living Concepts Inc.

117,626

1,595

*

Emeritus Corp.

239,120

1,569

*

CryoLife Inc.

297,253

1,540

 

 

 

*

Neurocrine Biosciences, Inc.

427,397

1,517

*,^

Clinical Data, Inc.

139,232

1,504

*

Enzo Biochem, Inc.

372,411

1,497

 

Ensign Group Inc.

91,556

1,415

*

Palomar Medical Technologies, Inc.

191,589

1,391

*

MedCath Corp.

186,127

1,353

*

Array BioPharma Inc.

502,798

1,327

*

Almost Family Inc.

68,245

1,303

*

OraSure Technologies, Inc.

510,138

1,291

*,^

Stereotaxis Inc.

312,182

1,246

*

Human Genome Sciences, Inc.

1,427,827

1,185

*

TomoTherapy, Inc.

391,356

1,037

*

Lexicon Pharmaceuticals Inc.

842,605

918

*

Insulet Corp.

201,089

824

*

Life Sciences Research, Inc.

113,536

814

*,^

Amicus Therapeutics, Inc.

87,973

803

*

XOMA Ltd.

1,500,511

795

*,^

Hansen Medical Inc.

196,088

788

*

Idenix Pharmaceuticals Inc.

253,783

782

*

Cambrex Corp.

324,065

739

*

Nighthawk Radiology Holdings, Inc.

270,651

731

*

Chindex International, Inc.

134,396

668

*

Cynosure Inc.

108,208

659

*,^

Opko Health, Inc.

672,092

659

*,^

Virtual Radiologic Corp.

79,229

554

*

Senomyx, Inc.

339,137

539

*

K-V Pharmaceutical Co. Class A

320,902

529

*

Akorn, Inc.

597,394

514

*

Orexigen Therapeutics Inc.

189,919

496

*

Sucampo Pharmaceuticals Inc.

77,064

472

*

Caraco Pharmaceutical Laboratories, Ltd.

113,810

401

*

Sunrise Senior Living, Inc.

505,960

344

*

MAP Pharmaceuticals Inc.

102,394

215

*

K-V Pharmaceutical Co. Class B

53,281

139

 

1,199,312

Industrials (14.9%)

 

Watson Wyatt & Co. Holdings

474,060

23,404

*

Waste Connections, Inc.

887,810

22,817

 

IDEX Corp.

920,626

20,134

 

Landstar System, Inc.

583,609

19,533

*

Corrections Corp. of America

1,399,692

17,930

*

Thomas & Betts Corp.

623,088

15,590

 

MSC Industrial Direct Co., Inc. Class A

488,051

15,164

 

Lincoln Electric Holdings, Inc.

477,263

15,124

*

Kirby Corp.

565,690

15,070

 

Hubbell Inc. Class B

545,313

14,702

*

TransDigm Group, Inc.

433,319

14,230

 

 

 

 

Curtiss-Wright Corp.

500,559

14,041

 

Lennox International Inc.

524,229

13,871

*

Tetra Tech, Inc.

667,333

13,600

 

Granite Construction Co.

362,295

13,579

 

CLARCOR Inc.

537,593

13,542

 

Wabtec Corp.

513,027

13,534

 

Carlisle Co., Inc.

679,622

13,341

 

The Brink's Co.

500,970

13,256

 

Kennametal, Inc.

814,558

13,204

 

The Timken Co.

914,170

12,762

*

Gardner Denver Inc.

576,241

12,527

*

EMCOR Group, Inc.

728,762

12,513

 

UTI Worldwide, Inc.

1,000,656

11,958

*

General Cable Corp.

590,362

11,701

*

Clean Harbors Inc.

237,966

11,422

 

Graco, Inc.

662,969

11,317

*

ESCO Technologies Inc.

289,766

11,214

 

GATX Corp.

542,142

10,968

*

Continental Airlines, Inc. Class B

1,232,192

10,856

 

Regal-Beloit Corp.

349,854

10,720

 

Kaydon Corp.

381,396

10,424

 

Heartland Express, Inc.

696,339

10,313

 

Acuity Brands, Inc.

455,901

10,276

 

Valmont Industries, Inc.

204,094

10,248

*

Teledyne Technologies, Inc.

379,286

10,119

 

Knight Transportation, Inc.

654,629

9,924

*

Moog Inc.

430,933

9,855

 

Nordson Corp.

341,743

9,716

 

Brady Corp. Class A

544,714

9,603

*

BE Aerospace, Inc.

1,106,801

9,596

 

The Toro Co.

395,630

9,566

*

Huron Consulting Group Inc.

220,279

9,346

 

Watsco, Inc.

273,520

9,308

 

Briggs & Stratton Corp.

554,824

9,155

 

Con-way, Inc.

510,241

9,149

 

Crane Co.

533,279

9,002

 

Mueller Industries Inc.

413,174

8,962

 

Alexander & Baldwin, Inc.

460,489

8,763

 

Rollins, Inc.

505,564

8,670

*

WESCO International, Inc.

467,744

8,476

 

ABM Industries Inc.

508,822

8,345

*

JetBlue Airways Corp.

2,264,560

8,266

 

Otter Tail Corp.

374,116

8,249

*

GrafTech International Ltd.

1,324,866

8,161

 

Trinity Industries, Inc.

885,622

8,095

*,^

American Superconductor Corp.

457,730

7,923

 

Skywest, Inc.

634,621

7,895

 

Simpson Manufacturing Co.

433,441

7,811

 

 

 

*

Orbital Sciences Corp.

655,178

7,790

 

Werner Enterprises, Inc.

513,808

7,769

 

Woodward Governor Co.

679,744

7,600

*

Genesee & Wyoming Inc. Class A

356,721

7,580

*

Geo Group Inc.

569,198

7,542

*

United Stationers, Inc.

262,216

7,363

*

Old Dominion Freight Line, Inc.

311,830

7,325

*

Resources Connection, Inc.

479,531

7,231

 

Applied Industrial Technology, Inc.

423,888

7,151

*

Alaska Air Group, Inc.

403,516

7,090

 

Triumph Group, Inc.

184,707

7,056

*

Navigant Consulting, Inc.

539,737

7,054

*

Hexcel Corp.

1,073,669

7,054

*

Hub Group, Inc.

412,024

7,004

 

Healthcare Services Group, Inc.

454,568

6,805

 

EnergySolutions

786,112

6,800

 

Mine Safety Appliances Co.

339,304

6,793

*,^

Energy Conversion Devices, Inc.

509,039

6,755

 

Baldor Electric Co.

463,108

6,710

*

Esterline Technologies Corp.

329,770

6,658

*

Beacon Roofing Supply, Inc.

493,093

6,602

 

Belden Inc.

517,282

6,471

 

Actuant Corp.

625,572

6,462

*

Insituform Technologies Inc. Class A

412,513

6,452

*

UAL Corp.

1,434,183

6,425

*

Mastec Inc.

529,186

6,398

 

Watts Water Technologies, Inc.

325,480

6,366

 

Herman Miller, Inc.

596,782

6,362

*

CoStar Group, Inc.

208,728

6,314

*

USG Corp.

828,535

6,305

*,^

Allegiant Travel Co.

135,914

6,179

*

Sykes Enterprises, Inc.

368,278

6,124

*

MPS Group, Inc.

1,027,334

6,113

*

The Middleby Corp.

185,459

6,014

*

AirTran Holdings, Inc.

1,304,016

5,933

*

EnerSys

479,879

5,816

 

Oshkosh Truck Corp.

827,693

5,579

 

A.O. Smith Corp.

219,112

5,517

 

Deluxe Corp.

570,616

5,495

 

The Corporate Executive Board Co.

378,623

5,490

 

American Science & Engineering, Inc.

97,813

5,458

 

Barnes Group, Inc.

509,213

5,443

*

AAR Corp.

430,951

5,404

 

Administaff, Inc.

254,615

5,380

 

Forward Air Corp.

323,199

5,246

*

Astec Industries, Inc.

199,497

5,233

 

Ameron International Corp.

97,485

5,134

 

Arkansas Best Corp.

267,280

5,084

 

 

 

*

Ceradyne, Inc.

278,671

5,052

 

Robbins & Myers, Inc.

328,019

4,976

*

II-VI, Inc.

280,180

4,813

 

Universal Forest Products, Inc.

180,604

4,806

*

Korn/Ferry International

530,184

4,803

 

The Manitowoc Co., Inc.

1,453,927

4,754

 

Tredegar Corp.

282,933

4,620

 

HNI Corp.

443,053

4,608

 

Comfort Systems USA, Inc.

439,769

4,560

 

Franklin Electric, Inc.

204,946

4,535

 

Cubic Corp.

178,395

4,519

*

Mobile Mini, Inc.

388,273

4,473

*

Axsys Technologies, Inc.

105,936

4,454

*

Griffon Corp.

592,627

4,445

 

Mueller Water Products, Inc. Class A

1,284,249

4,238

 

Seaboard Corp.

4,149

4,190

 

Encore Wire Corp.

191,960

4,114

 

Badger Meter, Inc.

139,944

4,043

 

CIRCOR International, Inc.

178,360

4,017

*

TrueBlue, Inc.

484,564

3,998

 

G & K Services, Inc. Class A

211,138

3,993

*

Stanley Inc.

156,730

3,979

 

McGrath RentCorp

250,371

3,946

*

Exponent, Inc.

152,137

3,854

*

EnPro Industries, Inc.

225,211

3,851

*

GeoEye Inc.

193,260

3,817

*

DynCorp International Inc. Class A

285,394

3,804

*

Perini Corp.

308,314

3,792

 

Raven Industries, Inc.

180,000

3,740

*

RBC Bearings Inc.

242,590

3,707

^

Genco Shipping and Trading Ltd.

297,816

3,675

*

School Specialty, Inc.

208,825

3,673

*

Force Protection, Inc.

759,483

3,646

*

CBIZ Inc.

515,667

3,594

 

Kaman Corp. Class A

283,001

3,549

*,^

Evergreen Solar, Inc.

1,649,884

3,514

 

Lindsay Manufacturing Co.

129,834

3,505

 

Apogee Enterprises, Inc.

317,153

3,482

*

Layne Christensen Co.

214,213

3,442

*

Marten Transport, Ltd.

182,213

3,404

*

AZZ Inc.

128,943

3,403

*,^

RSC Holdings Inc.

632,569

3,327

 

Gorman-Rupp Co.

167,332

3,313

 

Steelcase Inc.

655,699

3,285

 

Heidrick & Struggles International, Inc.

181,997

3,229

 

Knoll, Inc.

523,781

3,211

 

Quanex Building Products Corp.

418,297

3,179

 

HEICO Corp.

130,632

3,174

 

 

 

*

Powell Industries, Inc.

88,719

3,133

 

Viad Corp.

216,375

3,055

*

Taser International Inc.

651,746

3,050

*

US Airways Group Inc.

1,204,951

3,049

*,^

YRC Worldwide, Inc.

659,399

2,961

*

The Advisory Board Co.

177,779

2,948

*

Aerovironment Inc.

139,807

2,922

*

Northwest Pipe Co.

102,193

2,909

*

L.B. Foster Co. Class A

114,059

2,832

 

Federal Signal Corp.

527,051

2,778

*

Argon ST, Inc.

145,019

2,751

*

Interline Brands, Inc.

324,491

2,735

*

Atlas Air Worldwide Holdings, Inc.

157,492

2,732

*

Kforce Inc.

388,014

2,728

*

Colfax Corp.

391,023

2,686

 

Albany International Corp.

296,188

2,680

*,^

Ener1, Inc.

502,495

2,598

 

AAON, Inc.

143,093

2,593

*

Amerco, Inc.

76,478

2,564

*

Cornell Cos., Inc.

156,053

2,555

 

American Ecology Corp.

183,180

2,554

*,^

Energy Recovery Inc.

334,596

2,543

 

Ennis, Inc.

286,576

2,539

*

Dycom Industries, Inc.

438,039

2,536

*

ATC Technology Corp.

225,645

2,527

*

Rush Enterprises, Inc. Class A

279,076

2,489

*

Chart Industries, Inc.

315,783

2,488

 

Aircastle Ltd.

525,358

2,443

 

Armstrong Worldwide Industries, Inc.

221,322

2,437

*

Team, Inc.

198,652

2,328

 

Freightcar America Inc.

132,519

2,323

*

CRA International Inc.

121,418

2,292

*,^

EnerNOC Inc.

157,520

2,290

 

Kelly Services, Inc. Class A

280,516

2,258

*

United Rentals, Inc.

530,695

2,234

*,^

Fuel-Tech N.V.

212,958

2,228

^

Eagle Bulk Shipping Inc.

523,071

2,223

*

Republic Airways Holdings Inc.

341,883

2,215

*

Blount International, Inc.

450,783

2,083

 

Sun Hydraulics Corp.

139,204

2,034

 

American Woodmark Corp.

109,653

1,925

*

Hawaiian Holdings, Inc.

515,491

1,923

*

Duff & Phelps Corp.

121,168

1,908

*

ICF International, Inc.

82,484

1,895

*

Pike Electric Corp.

204,289

1,890

*

Cenveo Inc.

571,617

1,858

 

Titan International, Inc.

364,719

1,835

 

Kimball International, Inc. Class B

268,252

1,760

 

 

 

*

Columbus McKinnon Corp.

201,220

1,755

 

NACCO Industries, Inc. Class A

63,499

1,726

 

Tennant Co.

182,670

1,712

 

Courier Corp.

112,262

1,703

 

Interface, Inc.

564,062

1,687

*,^

FuelCell Energy, Inc.

691,499

1,660

*

M&F Worldwide Corp.

140,593

1,646

 

HEICO Corp. Class A

77,798

1,605

 

Cascade Corp.

90,593

1,597

*

Standard Parking Corp.

93,814

1,539

*

H&E Equipment Services, Inc.

231,560

1,517

*

Innerworkings, Inc.

351,379

1,500

*

American Reprographics Co.

408,264

1,445

 

Houston Wire & Cable Co.

186,433

1,445

*

First Advantage Corp. Class A

104,552

1,441

*

American Commercial Lines Inc.

452,684

1,435

 

CDI Corp.

147,173

1,431

*

Consolidated Graphics, Inc.

111,855

1,423

 

Great Lakes Dredge & Dock Co.

457,961

1,378

 

Pacer International, Inc.

389,616

1,364

*

Waste Services, Inc.

318,111

1,361

 

TAL International Group, Inc.

182,836

1,338

*

Titan Machinery, Inc.

147,308

1,324

 

Dynamic Materials Corp.

141,438

1,296

*

Ladish Co., Inc.

176,963

1,285

 

Ampco-Pittsburgh Corp.

96,045

1,274

 

Gibraltar Industries Inc.

267,869

1,264

*

Furmanite Corp.

405,813

1,262

*

3D Systems Corp.

186,848

1,231

 

Standex International Corp.

132,953

1,223

*

Spherion Corp.

578,613

1,203

*

Polypore International Inc.

271,092

1,090

*

GenCorp, Inc.

509,169

1,079

*

TBS International Ltd.

145,926

1,073

*

Volt Information Sciences Inc.

160,055

1,064

 

Vicor Corp.

216,134

1,057

*

Avis Budget Group, Inc.

1,133,541

1,032

 

Universal Truckload Services, Inc.

71,363

1,023

 

Bowne & Co., Inc.

304,383

977

 

Horizon Lines Inc.

317,214

961

 

Schawk, Inc.

158,704

959

 

American Railcar Industries, Inc.

118,685

906

 

Textainer Group Holdings Ltd.

132,510

894

*,^

Orion Energy Systems Inc.

191,925

846

*

Hill International Inc.

273,088

830

 

Paragon Shipping, Inc.

225,427

787

*

Rush Enterprises, Inc. Class B

95,974

751

*

Plug Power, Inc.

838,638

730

 

 

 

*

Tecumseh Products Co. Class A

157,691

713

*,^

Valence Technology Inc.

330,156

703

*

LECG Corp.

270,766

688

 

Macquarie Infrastructure Co. LLC

478,256

660

*

Fushi Copperweld, Inc.

137,078

658

 

The Greenbrier Cos., Inc.

175,730

643

*

Power-One, Inc.

730,563

643

*

Acco Brands Corp.

601,511

589

 

Lawson Products, Inc.

47,592

579

 

The Standard Register Co.

107,020

490

*

NCI Building Systems, Inc.

218,721

486

 

Wabash National Corp.

342,271

421

*

Builders FirstSource, Inc.

199,797

404

*,^

Metalico, Inc.

237,297

403

 

Safe Bulkers, Inc.

121,026

382

 

Sauer-Danfoss, Inc.

136,396

333

*

TriMas Corp.

189,756

332

*

Hudson Highland Group, Inc.

282,968

314

*,^

China Architectural Engineering Inc.

167,738

164

*

Tecumseh Products Co. Class B

25,412

130

 

1,386,056

Information Technology (19.2%)

 

Seagate Technology

5,435,289

32,666

 

Broadridge Financial Solutions LLC

1,574,523

29,302

*

Sybase, Inc.

902,415

27,334

^

FactSet Research Systems Inc.

501,373

25,064

*

ANSYS, Inc.

948,977

23,819

*

Equinix, Inc.

374,471

21,027

*,^

Cree, Inc.

885,281

20,831

*

Macrovision Solutions Corp.

1,147,297

20,410

*

Metavante Technologies

999,728

19,955

*

F5 Networks, Inc.

886,743

18,577

*

Solera Holdings, Inc.

734,758

18,207

*

Itron, Inc.

383,715

18,169

*

Compuware Corp.

2,746,553

18,100

*

Varian Semiconductor Equipment Associates, Inc.

809,089

17,525

*

Atmel Corp.

4,742,126

17,214

*

ON Semiconductor Corp.

4,348,008

16,957

*

MICROS Systems, Inc.

895,550

16,792

*

Novell, Inc.

3,842,501

16,369

*

IAC/InterActiveCorp

1,064,857

16,218

*

QLogic Corp.

1,425,401

15,850

*

PMC Sierra Inc.

2,466,320

15,735

 

Diebold, Inc.

736,360

15,721

*

Skyworks Solutions, Inc.

1,838,374

14,817

*

NeuStar, Inc. Class A

878,243

14,711

*

Brocade Communications Systems, Inc.

4,138,510

14,278

 

 

 

*

Polycom, Inc.

926,890

14,265

*

3Com Corp.

4,518,619

13,963

 

Jack Henry & Associates Inc.

847,212

13,826

*

SINA.com

590,788

13,736

*

Zebra Technologies Corp. Class A

706,583

13,439

*

Perot Systems Corp.

1,009,786

13,006

*

VistaPrint Ltd.

471,776

12,969

*

Informatica Corp.

976,952

12,954

*

Silicon Laboratories Inc.

489,399

12,920

*

Parametric Technology Corp.

1,293,057

12,905

*

InterDigital, Inc.

481,021

12,420

*,^

Sohu.com Inc.

300,416

12,410

 

National Instruments Corp.

661,354

12,334

*

Digital River, Inc.

413,268

12,324

*

Tech Data Corp.

562,669

12,255

*

CACI International, Inc.

332,643

12,138

*

TIBCO Software Inc.

1,998,524

11,731

*

Convergys Corp.

1,360,267

10,991

*

International Rectifier Corp.

812,107

10,972

*,^

Palm, Inc.

1,269,562

10,944

*

Cypress Semiconductor Corp.

1,611,571

10,910

*

CyberSource Corp.

734,799

10,882

*

j2 Global Communications, Inc.

488,584

10,695

*

Anixter International Inc.

334,182

10,587

*

Blackboard Inc.

331,699

10,528

*

Microsemi Corp.

902,163

10,465

 

ADTRAN Inc.

623,593

10,108

*

Arris Group Inc.

1,369,096

10,090

*

ManTech International Corp.

238,867

10,009

*

Rambus Inc.

1,049,687

9,930

*

Atheros Communications, Inc.

672,393

9,857

*

Omniture, Inc.

730,198

9,631

*,^

Synaptics Inc.

357,552

9,568

*

FormFactor Inc.

519,405

9,360

*

Quest Software, Inc.

736,498

9,339

^

Quality Systems, Inc.

205,093

9,280

*

Semtech Corp.

687,739

9,181

*

CommScope, Inc.

783,093

8,896

*

Concur Technologies, Inc.

462,463

8,875

*

Tekelec

662,502

8,765

*

Integrated Device Technology Inc.

1,881,575

8,561

*

Ariba, Inc.

968,228

8,453

*

Teradyne, Inc.

1,884,022

8,252

*

ValueClick, Inc.

965,359

8,215

 

MAXIMUS, Inc.

203,945

8,129

*

Benchmark Electronics, Inc.

724,808

8,118

*

Gartner, Inc. Class A

733,726

8,078

*

EarthLink, Inc.

1,206,995

7,930

 

 

 

*

Wright Express Corp.

431,613

7,864

*

Ciena Corp.

1,005,197

7,820

*

Riverbed Technology, Inc.

596,278

7,799

*

JDS Uniphase Corp.

2,392,596

7,776

*

Progress Software Corp.

443,106

7,692

*

TiVo Inc.

1,088,058

7,660

 

Fair Isaac, Inc.

539,557

7,592

*

Starent Networks Corp.

468,416

7,406

*

Genpact, Ltd.

835,813

7,405

*

Cymer, Inc.

329,468

7,334

*

ACI Worldwide, Inc.

388,930

7,292

 

Take-Two Interactive Software, Inc.

863,563

7,211

*

Tessera Technologies, Inc.

539,234

7,210

*,^

Advent Software, Inc.

210,064

6,997

*

Net 1 UEPS Technologies, Inc.

455,449

6,927

*

EchoStar Corp.

466,424

6,917

*

SRA International, Inc.

468,247

6,883

*

Harmonic, Inc.

1,057,554

6,874

*

MKS Instruments, Inc.

465,767

6,833

*

Comtech Telecommunications Corp.

275,058

6,813

*

Vishay Intertechnology, Inc.

1,914,883

6,664

 

Plantronics, Inc.

543,770

6,563

*

ViaSat, Inc.

308,848

6,430

*

FEI Co.

413,269

6,377

*

Cabot Microelectronics Corp.

258,505

6,212

*

Euronet Worldwide, Inc.

475,511

6,210

*

Neutral Tandem, Inc.

251,155

6,181

*

Infinera Corp.

835,148

6,180

 

Acxiom Corp.

824,854

6,104

*

EPIQ Systems, Inc.

336,633

6,069

*

Avocent Corp.

498,482

6,052

*

Plexus Corp.

436,993

6,039

*

Websense, Inc.

500,739

6,009

*

Mercadolibre Inc.

320,611

5,947

*

Cogent Inc.

499,183

5,940

*

Sycamore Networks, Inc.

2,211,375

5,904

*

Hittite Microwave Corp.

186,369

5,815

*

Lawson Software, Inc.

1,362,798

5,792

*

ADC Telecommunications, Inc.

1,310,524

5,753

*

SPSS, Inc.

201,901

5,740

*

Intermec, Inc.

550,226

5,722

 

Syntel, Inc.

277,270

5,706

*

AsiaInfo Holdings, Inc.

334,175

5,631

*

Electronics for Imaging, Inc.

573,774

5,623

*

Tyler Technologies, Inc.

384,147

5,620

 

Blackbaud, Inc.

481,258

5,587

 

Cognex Corp.

417,953

5,580

*

CSG Systems International, Inc.

389,307

5,559

 

 

 

*

ATMI, Inc.

357,756

5,520

*

DealerTrack Holdings Inc.

421,239

5,518

*

ScanSource, Inc.

294,007

5,463

*

Netlogic Microsystems Inc.

194,953

5,357

*

Verigy Ltd.

642,906

5,304

*

Blue Coat Systems, Inc.

435,004

5,224

*

Rofin-Sinar Technologies Inc.

320,995

5,174

 

AVX Corp.

568,808

5,165

*

Fairchild Semiconductor International, Inc.

1,381,409

5,153

*

VeriFone Holdings, Inc.

750,818

5,106

*

Sapient Corp.

1,128,849

5,046

*,^

Data Domain, Inc.

399,572

5,023

*

Zoran Corp.

569,066

5,008

*

Wind River Systems Inc.

780,420

4,995

*

Monolithic Power Systems

318,950

4,944

*

Commvault Systems, Inc.

437,606

4,801

*

Sonus Networks, Inc.

3,030,010

4,757

*

TeleTech Holdings, Inc.

436,311

4,751

*

NETGEAR, Inc.

392,736

4,732

*

DTS Inc.

195,715

4,709

*

The Ultimate Software Group, Inc.

272,002

4,695

*

Coherent, Inc.

271,005

4,675

*

L-1 Identity Solutions Inc.

910,994

4,655

*

Manhattan Associates, Inc.

267,285

4,629

 

Black Box Corp.

195,848

4,624

*

Standard Microsystem Corp.

247,710

4,607

*

Emulex Corp.

913,822

4,597

*

Mentor Graphics Corp.

1,027,977

4,564

 

Micrel, Inc.

573,388

4,037

*

TriQuint Semiconductor, Inc.

1,622,272

4,007

*

SYNNEX Corp.

197,203

3,879

 

United Online, Inc.

865,450

3,860

*

Checkpoint Systems, Inc.

430,235

3,859

 

MTS Systems Corp.

169,230

3,850

*

OmniVision Technologies, Inc.

570,807

3,836

*

JDA Software Group, Inc.

328,809

3,798

*

Rogers Corp.

200,290

3,781

*

Telecommunication Systems, Inc.

411,452

3,773

*

Avid Technology, Inc.

412,731

3,772

 

Park Electrochemical Corp.

216,661

3,744

*

Forrester Research, Inc.

180,165

3,704

*

RF Micro Devices, Inc.

2,779,329

3,697

*

Art Technology Group, Inc.

1,439,947

3,672

*,^

Bankrate, Inc.

146,325

3,651

*

Sigma Designs, Inc.

292,627

3,640

*

Diodes Inc.

342,433

3,633

*

Amkor Technology, Inc.

1,329,163

3,562

*

Applied Micro Circuits Corp.

726,008

3,528

 

 

 

*

MicroStrategy Inc.

101,426

3,468

*

DG FastChannel Inc.

177,249

3,327

*,^

Universal Display Corp.

360,937

3,310

*

Adaptec, Inc.

1,360,949

3,266

*

Brooks Automation, Inc.

706,536

3,257

*

Taleo Corp. Class A

268,468

3,173

*

Cavium Networks, Inc.

272,314

3,143

*

GSI Commerce, Inc.

237,994

3,118

*

Ultratech, Inc.

247,802

3,095

*

S1 Corp.

595,253

3,066

 

Pegasystems Inc.

160,319

2,977

*

Supertex, Inc.

128,786

2,975

*

EMS Technologies, Inc.

168,746

2,946

*

Netezza Corp.

427,440

2,907

*

Loral Space and Communications Ltd.

135,631

2,897

*

Actel Corp.

286,023

2,895

*

MSC Software Corp.

503,406

2,839

*

Advanced Energy Industries, Inc.

371,341

2,796

*

TTM Technologies, Inc.

475,491

2,758

*

Synchronoss Technologies, Inc.

222,657

2,730

*

OSI Systems Inc.

178,525

2,724

 

Imation Corp.

355,450

2,719

*

Vocus, Inc.

202,276

2,688

*

SonicWALL, Inc.

595,017

2,654

*

ArcSight, Inc.

207,764

2,653

*

Littelfuse, Inc.

241,319

2,652

*

The Knot, Inc.

323,264

2,651

 

Cass Information Systems, Inc.

81,668

2,648

*

SuccessFactors Inc.

343,172

2,618

*

SAVVIS, Inc.

416,506

2,578

*

Echelon Corp.

314,699

2,546

*

Brightpoint, Inc.

590,720

2,528

*

Exar Corp.

405,023

2,527

 

Daktronics, Inc.

384,549

2,519

*

Cirrus Logic, Inc.

652,100

2,452

*

RealNetworks, Inc.

1,051,972

2,451

*

ComScore Inc.

195,913

2,369

*

FARO Technologies, Inc.

175,892

2,364

 

NIC Inc.

452,931

2,355

*

Move, Inc.

1,618,024

2,346

*

Epicor Software Corp.

600,424

2,288

*

Veeco Instruments, Inc.

340,403

2,270

*

THQ Inc.

746,618

2,270

*

STEC Inc.

306,322

2,258

*

Ixia

424,702

2,196

*

WebMD Health Corp. Class A

96,117

2,143

*

Unisys Corp.

4,022,225

2,132

*

Global Cash Access, Inc.

554,052

2,116

 

 

 

*

IPG Photonics Corp.

249,636

2,102

 

Electro Rent Corp.

215,726

2,080

*

TNS Inc.

250,927

2,053

*

NCI, Inc.

77,215

2,008

*

3PAR, Inc.

305,269

2,006

*

InfoSpace, Inc.

383,954

1,997

*

Silicon Image, Inc.

822,879

1,975

*

Ciber, Inc.

719,076

1,963

*

Aruba Networks, Inc.

612,990

1,925

*

VASCO Data Security International, Inc.

333,453

1,924

*,^

NetSuite Inc.

168,709

1,900

*

Novatel Wireless, Inc.

337,374

1,896

*

NetScout Systems, Inc.

262,166

1,877

*

Acme Packet, Inc.

307,548

1,867

*

Perficient, Inc.

345,632

1,866

*

Multi-Fineline Electronix, Inc.

110,608

1,863

*

Finisar Corp.

4,220,599

1,857

*

Switch and Data Inc.

210,951

1,850

*

Cogo Group, Inc.

276,300

1,846

*

Sanmina-SCI Corp.

5,935,363

1,810

*

Electro Scientific Industries, Inc.

300,709

1,780

*

Lattice Semiconductor Corp.

1,288,604

1,778

 

Cohu, Inc.

246,116

1,772

*

Stratasys, Inc.

213,662

1,767

*

Vignette Corp.

263,052

1,757

*

Constant Contact, Inc.

125,458

1,755

*

Advanced Analogic Technologies, Inc.

484,346

1,744

*

LoopNet, Inc.

285,945

1,739

*

Internet Capital Group Inc.

425,264

1,714

*

RightNow Technologies Inc.

222,511

1,684

*

Compellent Technologies, Inc.

153,824

1,669

 

Heartland Payment Systems, Inc.

251,735

1,664

*

Symyx Technologies, Inc.

359,595

1,600

*

Newport Corp.

361,403

1,597

*

Silicon Storage Technology, Inc.

956,192

1,578

*

infoGROUP, Inc.

378,817

1,576

*

Kulicke & Soffa Industries, Inc.

598,519

1,568

*

Quantum Corp.

2,326,374

1,559

*

Insight Enterprises, Inc.

507,658

1,553

*

DivX, Inc.

305,093

1,535

 

Methode Electronics, Inc. Class A

426,698

1,528

*

Internap Network Services Corp.

558,749

1,503

*

Integral Systems, Inc.

171,395

1,474

*

Internet Brands Inc.

250,316

1,469

*

ANADIGICS, Inc.

705,440

1,460

*

Airvana, Inc.

248,636

1,455

*

Extreme Networks, Inc.

932,988

1,418

*

BigBand Networks Inc.

214,013

1,402

 

 

 

*

Limelight Networks Inc.

414,800

1,390

*

ExlService Holdings, Inc.

160,568

1,384

 

Bel Fuse, Inc. Class B

101,091

1,359

 

CTS Corp.

375,047

1,354

*

Rackable Systems Inc.

332,680

1,351

*

Hughes Communications Inc.

107,765

1,296

*

Radiant Systems, Inc.

291,371

1,285

*

ModusLink Global Solutions, Inc.

487,780

1,263

*

Terremark Worldwide, Inc.

464,051

1,248

*

Kenexa Corp.

226,007

1,218

*

Liquidity Services, Inc.

172,243

1,204

*

Comverge Inc.

170,236

1,183

*

Ness Technologies Inc.

395,608

1,167

 

Agilysys, Inc.

255,999

1,101

*

DSP Group Inc.

253,859

1,097

*

Harris Stratex Networks, Inc. Class A

284,258

1,094

 

Gevity HR, Inc.

274,569

1,085

*

Entegris Inc.

1,255,339

1,080

*

Chordiant Software, Inc.

334,878

1,015

*

Trident Microsystems, Inc.

689,933

1,007

*

Rudolph Technologies, Inc.

326,002

988

 

Marchex, Inc.

275,348

947

*

UTStarcom, Inc.

1,194,977

932

*

China Information Security Technology, Inc.

289,165

914

*

Powerwave Technologies, Inc.

1,450,549

862

*

Monotype Imaging Holdings Inc.

209,167

782

 

iGATE Corp.

240,590

780

*

FalconStor Software, Inc.

318,047

760

 

Technitrol, Inc.

441,025

754

*

Rubicon Technology, Inc.

140,318

745

 

Renaissance Learning, Inc.

80,438

722

*

Dice Holdings Inc.

243,477

677

*

Hutchinson Technology, Inc.

256,585

667

*,^

EMCORE Corp.

821,274

616

*

Smart Modular Technologies Inc.

409,144

565

*

Orbcomm, Inc.

374,578

551

*

Isilon Systems Inc.

245,470

540

*

MRV Communications Inc.

1,735,139

538

*

ICx Technologies, Inc.

131,745

534

*

Deltek, Inc.

119,461

517

*

Mattson Technology, Inc.

544,167

458

*

OpNext, Inc.

248,057

424

*

GSI Group, Inc.

408,808

388

*

Conexant Systems, Inc.

547,384

356

*

Magma Design Automation, Inc.

437,478

328

*

TechTarget

114,594

275

 

Bel Fuse, Inc. Class A

11,648

145

 

1,782,602

 

 

 

Materials (4.6%)

 

AptarGroup Inc.

751,852

23,413

 

Valspar Corp.

1,055,983

21,088

 

Compass Minerals International, Inc.

361,010

20,350

 

RPM International, Inc.

1,433,619

18,250

 

Scotts Miracle-Gro Co.

509,825

17,691

 

Royal Gold, Inc.

340,250

15,910

 

Silgan Holdings, Inc.

296,219

15,563

 

Packaging Corp. of America

1,140,145

14,845

 

Olin Corp.

856,425

12,221

 

Sensient Technologies Corp.

511,570

12,022

 

Eagle Materials, Inc.

485,107

11,764

 

Rock-Tenn Co.

404,835

10,951

 

Greif Inc. Class A

267,258

8,897

*

Calgon Carbon Corp.

571,886

8,104

 

Ashland, Inc.

776,920

8,026

*

Intrepid Potash, Inc.

416,930

7,692

 

Cabot Corp.

727,354

7,645

 

Schnitzer Steel Industries, Inc. Class A

240,308

7,543

 

Cytec Industries, Inc.

498,811

7,492

 

H.B. Fuller Co.

539,137

7,009

 

Minerals Technologies, Inc.

208,655

6,687

 

Carpenter Technology Corp.

466,211

6,583

*

OM Group, Inc.

339,372

6,557

 

Texas Industries, Inc.

260,415

6,510

 

Worthington Industries, Inc.

746,066

6,498

 

Temple-Inland Inc.

1,185,129

6,364

 

NewMarket Corp.

143,640

6,363

 

Huntsman Corp.

1,825,121

5,713

 

Arch Chemicals, Inc.

276,899

5,250

*

Domtar Corp.

5,485,341

5,211

*

Coeur d'Alene Mines Corp.

5,521,025

5,190

 

Balchem Corp.

202,491

5,089

*

W.R. Grace & Co.

801,955

5,068

*

Hecla Mining Co.

2,358,327

4,717

 

Deltic Timber Corp.

117,523

4,632

*

Rockwood Holdings, Inc.

494,060

3,923

 

Kaiser Aluminum Corp.

166,997

3,861

 

AMCOL International Corp.

253,657

3,764

 

A. Schulman Inc.

261,259

3,540

 

Koppers Holdings, Inc.

226,749

3,292

 

Westlake Chemical Corp.

219,079

3,205

 

Glatfelter

504,030

3,145

*

Brush Engineered Materials Inc.

225,539

3,128

*

RTI International Metals, Inc.

257,238

3,010

 

Schweitzer-Mauduit International, Inc.

162,748

3,004

 

American Vanguard Corp.

224,889

2,901

 

Wausau Paper Corp.

514,300

2,705

 

 

 

 

Louisiana-Pacific Corp.

1,149,345

2,563

 

Zep, Inc.

241,082

2,466

*

Haynes International, Inc.

133,676

2,382

*

PolyOne Corp.

974,089

2,250

 

Innophos Holdings Inc.

198,846

2,243

 

Stepan Co.

80,234

2,190

*

Horsehead Holding Corp.

394,248

2,168

*,^

Zoltek Cos., Inc.

305,141

2,078

*

Solutia Inc.

1,046,385

1,957

 

Myers Industries, Inc.

314,217

1,929

*

Stillwater Mining Co.

520,851

1,927

 

A.M. Castle & Co.

189,545

1,691

 

Olympic Steel, Inc.

102,658

1,557

*

Headwaters Inc.

469,710

1,475

*

Graphic Packaging Holding Co.

1,333,591

1,160

*

Century Aluminum Co.

532,082

1,123

 

NL Industries, Inc.

109,905

1,099

*

Clearwater Paper Corp.

125,825

1,010

 

Innospec, Inc.

263,412

993

*

Buckeye Technology, Inc.

429,667

915

 

Spartech Corp.

344,393

847

 

Ferro Corp.

489,198

700

*,^

General Moly, Inc.

594,994

631

 

Neenah Paper Inc.

164,121

596

*

Flotek Industries, Inc.

244,204

384

*,^

AbitibiBowater, Inc.

562,798

310

 

Georgia Gulf Corp.

366,341

260

 

Chemtura Corp.

1,079

 

421,290

Telecommunication Services (1.3%)

*

SBA Communications Corp.

1,168,378

27,223

*

tw telecom inc.

1,561,220

13,661

*

Syniverse Holdings Inc.

723,444

11,401

*

Centennial Communications Corp. Class A

906,126

7,485

 

NTELOS Holdings Corp.

352,021

6,386

*

Cincinnati Bell Inc.

2,564,866

5,899

*

Premiere Global Services, Inc.

652,676

5,757

 

Shenandoah Telecommunications Co.

249,023

5,678

*

Cbeyond Inc.

252,794

4,760

 

Iowa Telecommunications Services Inc.

356,230

4,082

*

Cogent Communications Group, Inc.

471,287

3,393

*

General Communication, Inc.

502,546

3,357

 

Alaska Communications Systems Holdings, Inc.

485,290

3,251

 

Consolidated Communications Holdings, Inc.

262,642

2,695

 

USA Mobility, Inc.

258,160

2,378

 

Atlantic Tele-Network, Inc.

110,071

2,111

*

Global Crossing Ltd.

280,850

1,966

 

 

 

*

PAETEC Holding Corp.

1,361,244

1,960

*

iPCS, Inc.

162,150

1,574

 

SureWest Communications

147,418

1,150

 

FairPoint Communications, Inc.

990,041

772

*

ICO Global Communications (Holdings) Ltd.

1,270,189

445

*

TerreStar Corp.

612,753

343

*

Vonage Holdings Corp.

857,608

343

*

Fibertower Corp.

807,677

162

 

118,232

Utilities (4.7%)

 

OGE Energy Corp.

1,033,246

24,612

 

ITC Holdings Corp.

552,814

24,114

 

Atmos Energy Corp.

1,015,004

23,467

 

AGL Resources Inc.

855,320

22,692

 

Westar Energy, Inc.

1,206,228

21,145

 

Piedmont Natural Gas, Inc.

816,275

21,133

 

WGL Holdings Inc.

556,615

18,257

 

Vectren Corp.

857,235

18,079

 

Great Plains Energy, Inc.

1,324,587

17,842

 

Nicor Inc.

503,618

16,735

 

New Jersey Resources Corp.

468,809

15,930

 

Cleco Corp.

670,806

14,550

 

Portland General Electric Co.

818,807

14,403

 

Hawaiian Electric Industries Inc.

1,004,469

13,801

 

Northwest Natural Gas Co.

294,883

12,804

 

IDACORP, Inc.

507,128

11,847

 

South Jersey Industries, Inc.

330,819

11,579

 

UniSource Energy Corp.

395,554

11,151

 

Southwest Gas Corp.

489,239

10,308

 

California Water Service Group

219,004

9,167

 

The Laclede Group, Inc.

233,964

9,120

 

NorthWestern Corp.

400,005

8,592

 

Avista Corp.

606,287

8,355

 

CH Energy Group, Inc.

175,702

8,240

 

ALLETE, Inc.

299,382

7,990

 

PNM Resources Inc.

964,017

7,963

 

MGE Energy, Inc.

248,606

7,799

 

Black Hills Corp.

428,003

7,657

*

El Paso Electric Co.

498,938

7,030

 

American States Water Co.

192,424

6,989

 

Ormat Technologies Inc.

227,022

6,234

 

UIL Holdings Corp.

267,816

5,978

 

Empire District Electric Co.

377,499

5,451

 

 

 

 

SJW Corp.

153,492

3,903

*

Synthesis Energy Systems, Inc.

354,839

234

 

435,151

Total Common Stocks (Cost $14,382,524)

9,218,563

 

Coupon

 

Shares

Market
Value
($000)

Temporary Cash Investments (3.1%)1

Money Market Fund (3.0%)

2,3

Vanguard Market Liquidity Fund

0.440%

 

281,894,126

281,894

 

 

Coupon

Maturity
Date

Face
Amount ($000)

Market
Value
($000)

U.S. Government and Agency Obligations (0.1%)

4,5

Federal Home Loan Mortgage Corp.

0.320%

5/26/09

3,000

2,999

4,5

Federal National Mortgage Assn.

0.371%

8/3/09

5,000

4,995

 

7,994

Total Temporary Cash Investments (Cost $289,888)

289,888

 

Total Investments (102.5%) (Cost $14,672,412)

9,508,451

Other Assets and Liabilities-Net (-2.5%)3

(230,405)

Net Assets (100%)

9,278,046

 

 

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $211,431,000.

1

The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 99.9% and 2.6%, respectively, of net assets.

2

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

3

Includes $229,239,000 of collateral received for securities on loan.

4

The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

5

Securities with a value of $7,994,000 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 March 31, 2009, the cost of investment securities for tax purposes was $14,672,412,000. Net unrealized depreciation of investment securities for tax purposes was $5,163,961,000, consisting of unrealized gains of $509,380,000 on securities that had risen in value since their purchase and $5,673,341,000 in unrealized losses on securities that had fallen in value since their purchase.

 

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

 

Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized futures gains (losses).

 

At March 31, 2009, the aggregate settlement value of open futures contracts expiring in June 2009 and the related unrealized appreciation (depreciation) were:

 

 

 

($000)

 

Number of

Aggregate

Unrealized

 

Long (Short)

Settlement

Appreciation

Futures Contracts

Contracts

Value

(Depreciation)

E-mini Russell 2000 Index

1,238

52,157

1,699

 

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 March 31, 2009, based on the inputs used to value them:

 

Valuation Inputs

Investments in Securities ($000)

Futures Contracts ($000)

Level 1- Quoted prices

9,500,457

 

1,699

 

Level 2- Other significant observable inputs

7,994

 

-

 

Level 3- Significant unobservable inputs

-

 

-

 

Total

9,508,451

 

1,699

 

 

 

 


Vanguard Small-Cap Growth Index Fund

Schedule of Investments

As of March 31, 2009

 

 

 

Shares

Market
Value
($000)

Common Stocks (99.7%)1

Consumer Discretionary (14.9%)

*,^

Netflix.com, Inc.

303,244

13,015

*

LKQ Corp.

812,901

11,600

*

Aeropostale, Inc.

432,109

11,477

*

Big Lots Inc.

529,945

11,012

*

Corinthian Colleges, Inc.

553,016

10,756

*,^

Panera Bread Co.

189,081

10,570

 

Gentex Corp.

902,519

8,989

*

Marvel Entertainment, Inc.

332,281

8,822

 

John Wiley & Sons Class A

287,983

8,576

*

Jack in the Box Inc.

366,831

8,543

*

Dick's Sporting Goods, Inc.

553,889

7,904

*

Tractor Supply Co.

210,743

7,599

*

Sirius XM Radio Inc.

21,564,295

7,548

 

Phillips-Van Heusen Corp.

332,562

7,543

 

Aaron Rents, Inc.

277,478

7,398

*

The Warnaco Group, Inc.

301,308

7,231

*

Career Education Corp.

289,871

6,945

*

WMS Industries, Inc.

323,309

6,760

*

Chipotle Mexican Grill, Inc. Class B

113,654

6,514

 

Hillenbrand Inc.

401,273

6,424

*

Brink's Home Security Holdings, Inc.

280,948

6,349

*,^

Chipotle Mexican Grill, Inc.

94,105

6,247

*

Chico's FAS, Inc.

1,140,443

6,124

*

Coinstar, Inc.

182,514

5,979

*

Bally Technologies Inc.

318,735

5,871

*

Hanesbrands Inc.

604,023

5,780

 

Matthews International Corp.

197,572

5,692

*

Scientific Games Corp.

450,068

5,450

*

Fossil, Inc.

301,309

4,731

*

American Public Education, Inc.

110,241

4,637

 

Polaris Industries, Inc.

209,331

4,488

*

Capella Education Co.

80,817

4,283

*

Deckers Outdoor Corp.

80,282

4,258

*,^

J. Crew Group, Inc.

322,748

4,254

*

The Cheesecake Factory Inc.

366,552

4,197

 

Pool Corp.

309,756

4,151

*

Liberty Media Corp.-Capital Series A

592,008

4,132

*

The Gymboree Corp.

187,486

4,003

*

CEC Entertainment Inc.

146,705

3,797

*

Buffalo Wild Wings Inc.

103,741

3,795

*

Lions Gate Entertainment Corp.

747,838

3,777

 

 

 

*

Sonic Corp.

371,070

3,718

 

Thor Industries, Inc.

232,930

3,638

*,^

Morningstar, Inc.

105,846

3,615

 

National CineMedia Inc.

271,828

3,583

*

Hibbett Sports Inc.

184,128

3,539

*

The Children's Place Retail Stores, Inc.

161,616

3,538

*

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

153,798

3,519

*,^

Vail Resorts Inc.

166,848

3,409

*

Papa John's International, Inc.

144,415

3,303

*,^

Jos. A. Bank Clothiers, Inc.

117,552

3,269

*

DreamWorks Animation SKG, Inc.

150,385

3,254

*

Texas Roadhouse, Inc.

335,219

3,195

*,^

Under Armour, Inc.

189,896

3,120

*

Sally Beauty Co. Inc.

529,033

3,005

*

Iconix Brand Group Inc.

338,977

3,000

*,^

Life Time Fitness, Inc.

218,108

2,739

 

MDC Holdings, Inc.

84,140

2,620

 

CKE Restaurants Inc.

305,206

2,564

 

Arbitron Inc.

170,548

2,560

*,^

Blue Nile Inc.

84,308

2,542

*

PetMed Express, Inc.

151,861

2,503

*

Steiner Leisure Ltd.

95,522

2,332

*

Ascent Media Corp.

86,420

2,160

*

Citi Trends Inc.

92,475

2,117

*,^

Lululemon Athletica, Inc.

242,470

2,100

*

Meritage Corp.

178,188

2,035

 

Choice Hotels International, Inc.

78,239

2,020

*

California Pizza Kitchen, Inc.

147,677

1,932

*

AnnTaylor Stores Corp.

368,349

1,915

*

99 Cents Only Stores

205,877

1,902

*

Peet's Coffee & Tea Inc.

87,405

1,890

*

The Wet Seal, Inc. Class A

557,245

1,872

 

Men's Wearhouse, Inc.

111,076

1,682

 

NutriSystem, Inc.

117,767

1,681

*

Red Robin Gourmet Burgers, Inc.

95,080

1,676

*

True Religion Apparel, Inc.

141,834

1,675

*

Universal Technical Institute Inc.

137,468

1,650

*

Pre-Paid Legal Services, Inc.

56,336

1,635

*

Universal Electronics, Inc.

90,145

1,632

 

Ryland Group, Inc.

96,347

1,605

*

Smith & Wesson Holding Corp.

258,632

1,557

*

BJ's Restaurants Inc.

111,913

1,557

*

hhgregg, Inc.

104,245

1,475

*

Gaylord Entertainment Co.

171,975

1,433

*

The Dress Barn, Inc.

109,144

1,341

*

Live Nation, Inc.

478,680

1,278

*

Lincoln Educational Services

68,316

1,252

*

Dolan Media Co.

154,699

1,217

 

 

 

*

Zumiez Inc.

124,175

1,204

*

CKX, Inc.

283,855

1,164

*

Core-Mark Holding Co., Inc.

62,532

1,139

*

Fuel Systems Solutions, Inc.

81,352

1,097

*

Drew Industries, Inc.

124,440

1,080

*

Denny's Corp.

617,487

1,031

*

Coldwater Creek Inc.

410,480

1,030

*

Shuffle Master, Inc.

358,181

1,028

*

Mediacom Communications Corp.

253,907

1,023

*

Volcom, Inc.

101,998

989

*

Ulta Salon, Cosmetics & Fragrance, Inc.

149,069

987

*

Shutterfly, Inc.

104,987

984

*,^

Raser Technologies, Inc.

229,098

960

*

Stamps.com Inc.

98,597

956

*

Ticketmaster Entertainment Inc.

258,655

954

*

Pinnacle Entertainment, Inc.

135,430

953

*

Overstock.com, Inc.

102,527

938

*,^

K12 Inc.

65,093

905

*

RCN Corp.

241,081

892

*

Lumber Liquidators, Inc.

69,421

885

 

Ambassadors Group, Inc.

104,569

849

*

Knology, Inc.

195,109

804

*,^

iRobot Corp.

103,726

788

*

AFC Enterprises, Inc.

162,975

735

 

Systemax Inc.

47,268

611

*,^

American Apparel, Inc.

205,130

599

*

Skechers U.S.A., Inc.

75,478

503

*

Interval Leisure Group, Inc.

88,777

471

 

Fisher Communications, Inc.

47,876

467

*

Steak n Shake Co.

58,226

441

*

Martha Stewart Living Omnimedia, Inc.

164,122

409

*

Zale Corp.

204,832

399

 

Talbots Inc.

105,011

369

*

Charming Shoppes, Inc.

254,675

357

*

1-800-FLOWERS.COM, Inc.

170,751

353

*

Morgans Hotel Group

110,607

344

*

Gaiam, Inc.

100,860

331

*

Town Sports International Holdings, Inc.

110,150

329

*

Monarch Casino & Resort, Inc.

61,782

319

*

Crocs, Inc.

255,171

304

*

Krispy Kreme Doughnuts, Inc.

184,149

295

*

DSW Inc. Class A

30,985

288

*

Retail Ventures, Inc.

188,980

287

 

M/I Homes, Inc.

40,976

286

*

Champion Enterprises, Inc.

502,268

241

*

Unifi, Inc.

321,714

206

*

Isle of Capri Casinos, Inc.

38,018

201

*

Crown Media Holdings, Inc.

96,855

198

 

 

 

*

Leapfrog Enterprises, Inc.

110,024

152

*

MTR Gaming Group Inc.

147,372

133

*

RHI Entertainment, Inc.

86,648

132

*

Borders Group, Inc.

130,614

82

*

Entravision Communications Corp.

163,313

42

*

Krispy Kreme Doughnuts, Inc. Warrants Exp. 3/2/12

2,546

 

422,599

Consumer Staples (3.2%)

 

Alberto-Culver Co.

569,689

12,881

 

Casey's General Stores, Inc.

311,713

8,310

*

BJ's Wholesale Club, Inc.

249,337

7,976

 

Herbalife Ltd.

412,380

6,177

*

Chattem, Inc.

103,892

5,823

*,^

Green Mountain Coffee Roasters, Inc.

109,573

5,260

*

NBTY, Inc.

358,213

5,044

*

United Natural Foods, Inc.

263,352

4,996

 

Flowers Foods, Inc.

188,864

4,435

*

Central European Distribution Corp.

275,087

2,960

 

Diamond Foods, Inc.

98,561

2,753

*

Smart Balance Inc.

384,794

2,324

 

Spartan Stores, Inc.

142,433

2,195

*

Winn-Dixie Stores, Inc.

227,551

2,175

*

TreeHouse Foods Inc.

71,162

2,049

 

Tootsie Roll Industries, Inc.

92,459

2,008

*

Darling International, Inc.

528,981

1,963

*

American Oriental Bioengineering, Inc.

403,442

1,557

*

Bare Escentuals, Inc.

354,966

1,455

*

Boston Beer Co., Inc. Class A

61,892

1,291

 

Lance, Inc.

56,940

1,186

*

The Great Atlantic & Pacific Tea Co., Inc.

223,154

1,185

*,^

USANA Health Sciences, Inc.

39,878

892

 

Coca-Cola Bottling Co.

16,753

872

*

Alliance One International, Inc.

190,413

731

 

PriceSmart, Inc.

38,445

692

 

Cal-Maine Foods, Inc.

26,671

597

 

Inter Parfums, Inc.

99,054

578

*

National Beverage Corp.

29,902

274

*

Revlon, Inc.

69,539

172

 

90,811

Energy (5.9%)

*

Oceaneering International, Inc.

352,023

12,979

*

Dresser Rand Group, Inc.

529,508

11,702

*

EXCO Resources, Inc.

1,158,377

11,584

 

Core Laboratories N.V.

141,467

10,350

*

Concho Resources, Inc.

355,744

9,104

*

Comstock Resources, Inc.

297,317

8,860

*

Atwood Oceanics, Inc.

372,331

6,177

*

Arena Resources, Inc.

234,219

5,968

 

 

 

*

Bill Barrett Corp.

262,513

5,838

*

Dril-Quip, Inc.

189,102

5,805

 

St. Mary Land & Exploration Co.

401,834

5,316

*

Superior Energy Services, Inc.

325,613

4,197

*

Contango Oil & Gas Co.

91,828

3,600

*

SEACOR Holdings Inc.

61,234

3,571

*

Goodrich Petroleum Corp.

169,765

3,287

 

Penn Virginia Corp.

270,504

2,970

 

World Fuel Services Corp.

89,873

2,843

 

Foundation Coal Holdings, Inc.

187,253

2,687

 

CARBO Ceramics Inc.

87,402

2,486

*

NATCO Group Inc.

124,104

2,349

*

Unit Corp.

106,893

2,236

*

James River Coal Co.

176,825

2,182

*

Cal Dive International, Inc.

303,153

2,052

 

Holly Corp.

95,317

2,021

 

Atlas America, Inc.

227,687

1,992

*

Patriot Coal Corp.

500,394

1,856

*

McMoRan Exploration Co.

387,134

1,820

 

Lufkin Industries, Inc.

47,865

1,813

*

Tesco Corp.

206,199

1,612

*

Carrizo Oil & Gas, Inc.

178,301

1,583

*

Hornbeck Offshore Services, Inc.

97,550

1,487

 

RPC Inc.

221,207

1,467

*

Newpark Resources, Inc.

569,803

1,442

*

Matrix Service Co.

168,074

1,382

*,^

BPZ Energy, Inc.

355,399

1,315

*

Global Industries Ltd.

307,805

1,182

*

Key Energy Services, Inc.

394,129

1,135

*

Gulfmark Offshore, Inc.

45,656

1,089

 

Alon USA Energy, Inc.

75,627

1,036

*

TETRA Technologies, Inc.

313,576

1,019

*

CVR Energy, Inc.

166,998

925

*

T-3 Energy Services, Inc.

76,593

902

*

ION Geophysical Corp.

577,162

900

 

Berry Petroleum Class A

81,883

897

*,^

Clean Energy Fuels Corp.

145,898

889

*,^

International Coal Group, Inc.

545,007

877

*

PHI Inc. Non-Voting Shares

80,174

800

 

APCO Argentina Inc.

66,371

731

*

GMX Resources Inc.

109,593

712

*

ATP Oil & Gas Corp.

120,707

619

*

Rentech, Inc.

1,019,320

561

*,^

Delta Petroleum Corp.

432,269

519

*

Approach Resources Inc.

79,499

493

*

Superior Well Services, Inc.

91,358

469

*

Rex Energy Corp.

153,555

441

*

Veneco Inc.

131,899

433

 

 

 

 

W&T Offshore, Inc.

69,198

426

*

OYO Geospace Corp.

30,642

400

*

PetroQuest Energy, Inc.

138,841

333

*,^

SulphCo, Inc.

284,282

304

*

Dawson Geophysical Co.

16,968

229

 

Gulf Island Fabrication, Inc.

27,775

223

*

Warren Resources Inc.

175,920

169

*

Gulfport Energy Corp.

61,340

142

*

GeoGlobal Resources Inc.

126,906

91

 

166,879

Financials (7.5%)

*

Affiliated Managers Group, Inc.

265,428

11,071

 

Digital Realty Trust, Inc. REIT

291,178

9,661

 

Greenhill & Co., Inc.

113,154

8,356

*

MSCI, Inc.-Class A Shares

467,487

7,905

*

Investment Technology Group, Inc.

279,250

7,126

*

Signature Bank

227,359

6,418

*

Stifel Financial Corp.

140,925

6,104

 

R.L.I. Corp.

117,683

5,908

 

Taubman Co. REIT

342,581

5,838

 

Tower Group, Inc.

236,178

5,817

 

Equity Lifestyle Properties, Inc. REIT

152,643

5,816

*

Interactive Brokers Group, Inc.

263,143

4,245

*

SVB Financial Group

211,944

4,241

*

Navigators Group, Inc.

86,784

4,095

 

UMB Financial Corp.

92,610

3,935

*

KBW Inc.

193,184

3,931

 

First Citizens BancShares Class A

28,271

3,726

*

PICO Holdings, Inc.

109,573

3,295

 

Tanger Factory Outlet Centers, Inc. REIT

102,365

3,159

*

thinkorswim Group, Inc.

365,239

3,156

 

optionsXpress Holdings Inc.

271,195

3,084

 

Glacier Bancorp, Inc.

193,459

3,039

*

Argo Group International Holdings

99,435

2,996

 

Westamerica Bancorporation

65,371

2,978

 

Cash America International Inc.

187,532

2,937

*

Enstar Group Ltd.

51,552

2,903

*,^

AmeriCredit Corp.

488,388

2,862

*

Riskmetrics Group Inc.

198,052

2,830

 

PrivateBancorp, Inc.

195,411

2,826

 

International Bancshares Corp.

354,526

2,765

*

Investors Bancorp, Inc.

317,263

2,687

*,^

Portfolio Recovery Associates, Inc.

98,537

2,645

*

EZCORP, Inc.

223,766

2,589

 

NewAlliance Bancshares, Inc.

217,966

2,559

*

First Cash Financial Services, Inc.

170,055

2,537

 

Hancock Holding Co.

76,788

2,402

*

Pinnacle Financial Partners, Inc.

99,427

2,357

 

 

 

 

Alexander's, Inc. REIT

13,116

2,235

*

eHealth, Inc.

137,799

2,206

*

Texas Capital Bancshares, Inc.

189,452

2,133

*

Beneficial Mutual Bancorp, Inc.

212,870

2,097

*

Greenlight Capital Re. Ltd.

126,054

2,013

*

Citizens, Inc.

255,072

1,854

*

Forestar Real Estate Group, Inc.

230,004

1,760

 

First Financial Bankshares, Inc.

35,347

1,703

*

Tejon Ranch Co.

82,195

1,699

 

Home Bancshares Inc.

83,163

1,661

*

World Acceptance Corp.

94,179

1,611

 

Suffolk Bancorp

61,760

1,605

 

Danvers Bancorp, Inc.

114,938

1,587

*,^

Credit Acceptance Corp.

69,257

1,488

*

Dollar Financial Corp.

154,518

1,471

*

MarketAxess Holdings, Inc.

190,167

1,453

 

Westwood Holdings Group, Inc.

33,753

1,319

*

LaBranche & Co. Inc.

349,744

1,308

 

SWS Group, Inc.

84,150

1,307

*

TradeStation Group, Inc.

194,845

1,286

 

PS Business Parks, Inc. REIT

34,668

1,278

*

Oritani Financial Corp.

86,336

1,209

 

First Financial Corp. (IN)

31,888

1,177

*

Hilltop Holdings Inc.

102,025

1,163

^

Freddie Mac

1,466,220

1,114

 

Forest City Enterprise Class A

269,919

972

 

Bank of the Ozarks, Inc.

40,737

940

 

ViewPoint Financial Group

72,355

870

^

Life Partners Holdings

48,047

820

 

Saul Centers, Inc. REIT

32,268

741

 

Consolidated-Tomoka Land Co.

22,876

679

 

S.Y. Bancorp, Inc.

25,949

631

 

Amtrust Financial Services Inc.

60,962

582

 

Gamco Investors Inc. Class A

17,803

581

*

Meridian Interstate Bancorp, Inc.

66,766

562

 

DuPont Fabros Technology Inc. REIT

80,074

551

 

Roma Financial Corp.

38,915

504

 

BancFirst Corp.

13,825

503

*

Crawford & Co. Class B

71,041

477

 

BankFinancial Corp.

44,572

444

*

Crawford & Co.

85,523

356

 

Heartland Financial USA, Inc.

25,845

350

*

Asset Acceptance Capital Corp.

64,238

341

*

FBR Capital Markets Corp.

102,543

337

*

FCStone Group, Inc.

81,023

185

*

Cardtronics Inc.

93,099

165

*

Waterstone Financial, Inc.

60,054

123

 

Seacoast Banking Corp. of Florida

32,331

98

 

 

 

 

Newcastle Investment Corp. REIT

114,319

74

*

Teton Advisors Inc. Class B

264

1

 

212,423

Health Care (19.2%)

*

Gen-Probe Inc.

351,369

16,015

*

OSI Pharmaceuticals, Inc.

372,498

14,252

*

IDEXX Laboratories, Inc.

384,850

13,308

*

VCA Antech, Inc.

546,791

12,330

*

Immucor Inc.

455,490

11,456

*

Onyx Pharmaceuticals, Inc.

364,548

10,408

*

United Therapeutics Corp.

150,119

9,921

*

Isis Pharmaceuticals, Inc.

626,766

9,408

*,^

Valeant Pharmaceuticals International

526,628

9,369

*

Thoratec Corp.

362,307

9,308

*

Masimo Corp.

313,138

9,075

*

Haemonetics Corp.

163,500

9,006

 

STERIS Corp.

380,469

8,857

*

Bio-Rad Laboratories, Inc. Class A

121,678

8,019

*

BioMarin Pharmaceutical Inc.

644,952

7,965

*

CV Therapeutics, Inc.

396,311

7,879

*

Alkermes, Inc.

613,368

7,440

*

Nuvasive, Inc.

233,564

7,329

*

Auxilium Pharmaceuticals, Inc.

259,407

7,191

 

West Pharmaceutical Services, Inc.

211,407

6,936

*

HLTH Corp.

625,484

6,474

*

Magellan Health Services, Inc.

169,923

6,192

*

Cubist Pharmaceuticals, Inc.

368,169

6,023

*

Psychiatric Solutions, Inc.

361,363

5,684

*

MEDNAX, Inc.

191,717

5,650

 

Chemed Corp.

144,596

5,625

*

PSS World Medical, Inc.

390,968

5,610

*

Regeneron Pharmaceuticals, Inc.

400,052

5,545

*

Dionex Corp.

116,087

5,485

 

PDL BioPharma Inc.

772,170

5,467

*

American Medical Systems Holdings, Inc.

473,557

5,280

*,^

Theravance, Inc.

305,042

5,186

*

HMS Holdings Corp.

154,426

5,081

*

HealthSouth Corp.

568,782

5,051

*,^

Amedisys Inc.

174,471

4,796

 

Meridian Bioscience Inc.

260,484

4,720

*

Luminex Corp.

254,590

4,613

*

Acorda Therapeutics Inc.

231,555

4,587

 

Medicis Pharmaceutical Corp.

366,480

4,533

*

Inverness Medical Innovations, Inc.

167,889

4,471

*

Catalyst Health Solutions, Inc.

225,009

4,460

*

Varian, Inc.

187,141

4,443

*

Seattle Genetics, Inc.

442,090

4,359

*,^

Alnylam Pharmaceuticals Inc.

214,110

4,077

 

 

 

*

Medarex, Inc.

787,740

4,041

*

Volcano Corp.

277,451

4,037

*

Celera Corp.

520,067

3,968

 

Martek Biosciences Corp.

214,030

3,906

 

Allscripts Healthcare Solutions, Inc.

377,121

3,881

*,^

InterMune Inc.

235,274

3,868

*

The Medicines Co.

337,786

3,662

*

Tenet Healthcare Corp.

3,083,060

3,576

*

PAREXEL International Corp.

357,272

3,476

*

Cougar Biotechnology Inc.

107,205

3,452

*,^

Sequenom, Inc.

242,082

3,442

*

Phase Forward Inc.

263,321

3,368

*

Integra LifeSciences Holdings

134,007

3,314

*

PharMerica Corp.

196,892

3,276

*

Eclipsys Corp.

317,885

3,223

*

Nektar Therapeutics

597,345

3,220

*

Wright Medical Group, Inc.

245,519

3,199

*

Exelixis, Inc.

682,313

3,139

*

Salix Pharmaceuticals, Ltd.

310,777

2,952

*

Align Technology, Inc.

368,206

2,920

*

Xenoport Inc.

146,926

2,844

*

AthenaHealth Inc.

117,705

2,838

*

MedAssets, Inc.

191,590

2,730

*

Gentiva Health Services, Inc.

177,088

2,692

*

ICU Medical, Inc.

83,645

2,687

*

ev3 Inc.

376,534

2,673

*

ViroPharma Inc.

508,537

2,670

*

Hanger Orthopedic Group, Inc.

199,147

2,639

*

Cepheid, Inc.

372,700

2,572

*,^

Geron Corp.

557,510

2,492

*

Halozyme Therapeutics Inc.

447,347

2,442

*

Abaxis, Inc.

141,490

2,439

*

Cyberonics, Inc.

176,515

2,342

*

Conceptus, Inc.

196,134

2,305

*

Bruker BioSciences Corp.

370,589

2,283

*

Genomic Health, Inc.

91,501

2,231

*

LHC Group Inc.

100,108

2,230

*

Sun Healthcare Group Inc.

253,327

2,138

*

Momenta Pharmaceuticals, Inc.

192,683

2,121

*

Merit Medical Systems, Inc.

172,343

2,104

*

AMAG Pharmaceuticals, Inc.

54,826

2,016

*

MWI Veterinary Supply Inc.

70,466

2,007

*

WellCare Health Plans Inc.

175,302

1,972

*

SonoSite, Inc.

109,910

1,965

*,^

Medivation Inc.

107,558

1,965

*

Neogen Corp.

89,541

1,955

*

Zoll Medical Corp.

136,110

1,955

*

Healthways, Inc.

217,437

1,907

 

 

 

*

VNUS Medical Technologies, Inc.

88,066

1,873

*

Questcor Pharmaceuticals, Inc.

377,000

1,855

*

Vivus, Inc.

425,958

1,840

*

Allos Therapeutics Inc.

294,803

1,822

*,^

SurModics, Inc.

99,336

1,813

*

Kendle International Inc.

86,339

1,810

*

Sirona Dental Systems Inc.

124,097

1,777

*

Quidel Corp.

189,539

1,748

*

Cypress Bioscience, Inc.

244,789

1,740

*,^

Dendreon Corp.

407,179

1,710

 

National Healthcare Corp.

42,024

1,687

*

AngioDynamics, Inc.

149,188

1,677

*

Genoptix, Inc.

58,843

1,605

*

Bio-Reference Laboratories, Inc.

75,588

1,581

*

Omnicell, Inc.

201,721

1,577

*

IPC The Hospitalist Co.

82,879

1,577

*

Noven Pharmaceuticals, Inc.

160,376

1,520

*

Facet Biotech Corp.

154,605

1,469

*

Symmetry Medical Inc.

230,975

1,457

*

Natus Medical Inc.

171,263

1,457

*

Kensey Nash Corp.

67,406

1,434

*

eResearch Technology, Inc.

262,339

1,380

*

IRIS International, Inc.

119,218

1,375

*,^

MannKind Corp.

394,423

1,373

*

Ligand Pharmaceuticals Inc. Class B

449,186

1,339

*

Accuray Inc.

264,412

1,330

*

Incyte Corp.

563,844

1,319

*

NPS Pharmaceuticals Inc.

305,511

1,283

*

Air Methods Corp.

70,705

1,196

*

Emergent BioSolutions Inc.

87,078

1,176

*

Progenics Pharmaceuticals, Inc.

176,753

1,165

*

Pharmasset, Inc.

117,739

1,155

*

Alliance HealthCare Services Inc.

165,058

1,122

*

Affymax Inc.

69,255

1,116

*

AMN Healthcare Services, Inc.

210,841

1,075

 

Landauer, Inc.

21,074

1,068

*

CorVel Corp.

52,176

1,055

*

Vital Images, Inc.

92,945

1,047

*

Durect Corp.

451,251

1,006

*

Pozen Inc.

162,884

997

*

RTI Biologics, Inc.

348,657

994

*,^

GTx, Inc.

93,624

991

*

ABIOMED, Inc.

200,619

983

*

Pain Therapeutics, Inc.

230,434

968

*,^

Sangamo BioSciences, Inc.

225,665

955

*

Rigel Pharmaceuticals, Inc.

152,892

939

*

Arena Pharmaceuticals, Inc.

310,298

934

*

Albany Molecular Research, Inc.

99,031

934

 

 

 

*

Assisted Living Concepts Inc.

68,383

927

*,^

Osiris Therapeutics, Inc.

66,730

921

*

CryoLife Inc.

172,710

895

*

Neurocrine Biosciences, Inc.

248,594

882

*

inVentiv Health, Inc.

107,166

874

*

Savient Pharmaceuticals Inc.

174,898

866

*

Cadence Pharmaceuticals, Inc.

88,544

831

 

Ensign Group Inc.

52,933

818

*

Palomar Medical Technologies, Inc.

111,168

807

*

Array BioPharma Inc.

291,233

769

*

Almost Family Inc.

39,392

752

*

OraSure Technologies, Inc.

295,045

746

*,^

Stereotaxis Inc.

181,269

723

*

Odyssey Healthcare, Inc.

73,995

718

*

Human Genome Sciences, Inc.

833,691

692

*

Zymogenetics, Inc.

173,020

690

*

Emergency Medical Services LP Class A

20,330

638

*

TomoTherapy, Inc.

228,125

605

*

Emeritus Corp.

90,286

592

*

Enzo Biochem, Inc.

140,622

565

*

Lexicon Pharmaceuticals Inc.

486,610

530

*

Affymetrix, Inc.

158,576

519

*

MedCath Corp.

70,109

510

*

Insulet Corp.

116,614

478

*,^

Amicus Therapeutics, Inc.

51,261

468

*

XOMA Ltd.

874,016

463

*,^

Hansen Medical Inc.

112,956

454

*,^

Clinical Data, Inc.

40,088

433

*

Chindex International, Inc.

78,209

389

*

Cynosure Inc.

63,110

384

*

Opko Health, Inc.

381,933

374

*,^

Virtual Radiologic Corp.

45,812

320

*

K-V Pharmaceutical Co. Class A

191,443

316

*

Senomyx, Inc.

196,181

312

*

Life Sciences Research, Inc.

43,076

309

*

Akorn, Inc.

346,427

298

*

Idenix Pharmaceuticals Inc.

93,737

289

*

Orexigen Therapeutics Inc.

110,008

287

*

Caraco Pharmaceutical Laboratories, Ltd.

67,306

237

*

Sunrise Senior Living, Inc.

298,198

203

*

Sucampo Pharmaceuticals Inc.

29,589

181

*

MAP Pharmaceuticals Inc.

59,442

125

*

K-V Pharmaceutical Co. Class B

26,991

70

 

542,582

Industrials (16.4%)

*

Waste Connections, Inc.

515,091

13,238

 

IDEX Corp.

533,980

11,678

 

Landstar System, Inc.

338,615

11,333

 

 

 

*

Corrections Corp. of America

812,179

10,404

*

Thomas & Betts Corp.

361,221

9,038

 

MSC Industrial Direct Co., Inc. Class A

283,396

8,805

*

Kirby Corp.

328,141

8,742

*

TransDigm Group, Inc.

251,554

8,261

*

Tetra Tech, Inc.

386,914

7,885

 

CLARCOR Inc.

311,685

7,851

 

Wabtec Corp.

297,617

7,851

*

Gardner Denver Inc.

334,278

7,267

 

UTI Worldwide, Inc.

580,212

6,934

 

Watson Wyatt & Co. Holdings

137,511

6,789

*

Clean Harbors Inc.

137,985

6,623

 

Graco, Inc.

384,518

6,564

*

ESCO Technologies Inc.

168,252

6,511

*

Continental Airlines, Inc. Class B

714,413

6,294

 

Heartland Express, Inc.

403,839

5,981

 

Acuity Brands, Inc.

264,681

5,966

 

Valmont Industries, Inc.

118,282

5,939

*

Teledyne Technologies, Inc.

220,173

5,874

 

Knight Transportation, Inc.

380,180

5,764

 

Nordson Corp.

198,392

5,640

 

The Toro Co.

229,458

5,548

*

Huron Consulting Group Inc.

127,944

5,429

 

Rollins, Inc.

293,292

5,030

*

JetBlue Airways Corp.

1,313,758

4,795

*,^

American Superconductor Corp.

265,645

4,598

*

Orbital Sciences Corp.

380,011

4,518

 

Woodward Governor Co.

394,232

4,408

*

Genesee & Wyoming Inc. Class A

207,088

4,401

*

Geo Group Inc.

330,212

4,375

*

Old Dominion Freight Line, Inc.

180,723

4,245

*

Resources Connection, Inc.

277,845

4,190

 

Applied Industrial Technology, Inc.

246,149

4,153

*

Navigant Consulting, Inc.

313,387

4,096

*

Hexcel Corp.

622,677

4,091

*

Hub Group, Inc.

238,978

4,063

 

Healthcare Services Group, Inc.

264,052

3,953

 

Mine Safety Appliances Co.

196,550

3,935

*,^

Energy Conversion Devices, Inc.

295,368

3,920

*

Esterline Technologies Corp.

191,528

3,867

*

Beacon Roofing Supply, Inc.

286,210

3,832

 

Actuant Corp.

363,183

3,752

*

UAL Corp.

832,495

3,730

*

CoStar Group, Inc.

121,239

3,668

*

EMCOR Group, Inc.

211,536

3,632

*,^

Allegiant Travel Co.

78,891

3,586

*

Sykes Enterprises, Inc.

213,258

3,547

*,^

The Middleby Corp.

107,615

3,490

 

 

 

*

AirTran Holdings, Inc.

757,495

3,447

*

General Cable Corp.

171,429

3,398

 

The Corporate Executive Board Co.

219,941

3,189

 

American Science & Engineering, Inc.

56,726

3,165

 

Administaff, Inc.

147,450

3,116

*

Astec Industries, Inc.

115,876

3,039

 

Forward Air Corp.

187,088

3,036

 

Robbins & Myers, Inc.

190,635

2,892

*

II-VI, Inc.

162,734

2,796

 

The Brink's Co.

101,824

2,694

 

Comfort Systems USA, Inc.

255,171

2,646

 

Cubic Corp.

103,442

2,620

*

Mobile Mini, Inc.

225,386

2,596

*

Axsys Technologies, Inc.

61,354

2,579

 

Seaboard Corp.

2,419

2,443

 

Encore Wire Corp.

111,431

2,388

 

Badger Meter, Inc.

81,107

2,343

 

CIRCOR International, Inc.

103,732

2,336

*

Stanley Inc.

91,255

2,317

*

TrueBlue, Inc.

280,239

2,312

 

McGrath RentCorp

145,338

2,291

*

Exponent, Inc.

88,368

2,238

*

GeoEye Inc.

112,357

2,219

*

DynCorp International Inc. Class A

165,820

2,210

 

Raven Industries, Inc.

104,674

2,175

*

RBC Bearings Inc.

140,911

2,153

*

CBIZ Inc.

299,736

2,089

*,^

Evergreen Solar, Inc.

959,357

2,043

 

Lindsay Manufacturing Co.

75,198

2,030

*

Layne Christensen Co.

124,539

2,001

*

Marten Transport, Ltd.

105,858

1,977

*

AZZ Inc.

74,469

1,965

*

BE Aerospace, Inc.

225,086

1,952

 

HEICO Corp.

80,156

1,948

*

RSC Holdings Inc.

367,572

1,933

 

Gorman-Rupp Co.

97,271

1,926

 

Heidrick & Struggles International, Inc.

105,880

1,878

*

USG Corp.

240,326

1,829

*

Powell Industries, Inc.

51,481

1,818

*

Taser International Inc.

379,223

1,775

*

US Airways Group Inc.

699,140

1,769

*

The Advisory Board Co.

103,401

1,714

*,^

Aerovironment Inc.

81,162

1,696

*

GrafTech International Ltd.

269,318

1,659

*

L.B. Foster Co. Class A

66,338

1,647

 

Simpson Manufacturing Co.

88,164

1,589

*

Kforce Inc.

225,454

1,585

 

Werner Enterprises, Inc.

104,063

1,573

 

 

 

*

AAR Corp.

124,849

1,566

 

AAON, Inc.

83,477

1,513

*,^

Ener1, Inc.

291,966

1,510

*

Cornell Cos., Inc.

90,773

1,486

 

American Ecology Corp.

106,555

1,485

*

Energy Recovery Inc.

194,066

1,475

*

Dycom Industries, Inc.

253,774

1,469

*

ATC Technology Corp.

131,115

1,469

*

Chart Industries, Inc.

182,949

1,442

*

Alaska Air Group, Inc.

81,632

1,434

*

Korn/Ferry International

153,628

1,392

*

Team, Inc.

115,212

1,350

 

Freightcar America Inc.

76,602

1,343

*,^

EnerNOC Inc.

91,404

1,329

*

CRA International Inc.

70,374

1,329

*,^

Fuel-Tech N.V.

124,267

1,300

 

Herman Miller, Inc.

121,223

1,292

 

Sun Hydraulics Corp.

80,419

1,175

*

Hawaiian Holdings, Inc.

299,031

1,115

*

Duff & Phelps Corp.

70,658

1,113

*

ICF International, Inc.

48,096

1,105

 

Titan International, Inc.

211,520

1,064

*

Force Protection, Inc.

219,946

1,056

*

Ceradyne, Inc.

56,388

1,022

 

Interface, Inc.

326,787

977

*

Amerco, Inc.

28,815

966

*,^

FuelCell Energy, Inc.

398,240

956

*

M&F Worldwide Corp.

80,885

947

*

Griffon Corp.

120,242

902

*

Standard Parking Corp.

54,691

897

*

Innerworkings, Inc.

203,268

868

 

HEICO Corp. Class A

41,004

846

 

Houston Wire & Cable Co.

108,087

838

*

American Reprographics Co.

235,332

833

*

American Commercial Lines Inc.

261,137

828

*

Atlas Air Worldwide Holdings, Inc.

45,614

791

*

Waste Services, Inc.

183,701

786

*

Blount International, Inc.

170,115

786

*

Titan Machinery, Inc.

85,325

767

 

Dynamic Materials Corp.

82,116

752

 

Genco Shipping and Trading Ltd.

60,305

744

*

Furmanite Corp.

234,925

731

*

3D Systems Corp.

108,113

713

*

Cenveo Inc.

215,928

702

*

Polypore International Inc.

157,445

633

*

GenCorp, Inc.

296,673

629

 

Vicor Corp.

125,534

614

*

Northwest Pipe Co.

20,685

589

 

 

 

*

Pike Electric Corp.

59,133

547

*,^

Orion Energy Systems Inc.

110,199

486

*

Hill International Inc.

158,571

482

*,^

Valence Technology Inc.

193,834

413

*

Power-One, Inc.

426,409

375

 

Ampco-Pittsburgh Corp.

27,561

365

*

Columbus McKinnon Corp.

40,967

357

 

Universal Truckload Services, Inc.

20,399

293

 

American Railcar Industries, Inc.

34,632

264

*

Fushi Copperweld, Inc.

39,287

189

*

Hudson Highland Group, Inc.

166,553

185

*

China Architectural Engineering Inc.

98,619

97

*,^

Metalico, Inc.

49,681

84

*

Builders FirstSource, Inc.

41,746

84

 

Safe Bulkers, Inc.

24,140

76

 

464,344

Information Technology (27.3%)

*

Sybase, Inc.

523,664

15,862

^

FactSet Research Systems Inc.

290,777

14,536

*

ANSYS, Inc.

550,602

13,820

*

Equinix, Inc.

217,184

12,195

*,^

Cree, Inc.

513,658

12,086

*

Macrovision Solutions Corp.

665,533

11,840

*

Metavante Technologies

579,973

11,576

 

Broadridge Financial Solutions LLC

593,808

11,051

*

F5 Networks, Inc.

514,634

10,782

*

Solera Holdings, Inc.

426,279

10,563

*

Itron, Inc.

222,726

10,546

*

Varian Semiconductor Equipment Associates, Inc.

469,177

10,162

*

Atmel Corp.

2,749,546

9,981

*

MICROS Systems, Inc.

519,405

9,739

*

NeuStar, Inc. Class A

509,504

8,534

*

Brocade Communications Systems, Inc.

2,402,589

8,289

*

Polycom, Inc.

537,733

8,276

 

Jack Henry & Associates Inc.

491,497

8,021

*

SINA.com

342,641

7,966

*

Zebra Technologies Corp. Class A

409,550

7,790

*

Perot Systems Corp.

585,661

7,543

*

VistaPrint Ltd.

273,664

7,523

*

Informatica Corp.

566,555

7,513

*

Silicon Laboratories Inc.

284,013

7,498

*

Parametric Technology Corp.

750,811

7,493

*

InterDigital, Inc.

279,272

7,211

*

Sohu.com Inc.

174,291

7,200

 

National Instruments Corp.

383,802

7,158

*

Digital River, Inc.

239,701

7,148

*

TIBCO Software Inc.

1,160,541

6,812

*

ON Semiconductor Corp.

1,638,992

6,392

 

 

 

*

International Rectifier Corp.

470,928

6,362

*,^

Palm, Inc.

736,982

6,353

*

CyberSource Corp.

426,801

6,321

*

j2 Global Communications, Inc.

283,581

6,208

*

Anixter International Inc.

193,949

6,144

*

Blackboard Inc.

192,463

6,109

*

Microsemi Corp.

523,768

6,076

*

QLogic Corp.

537,310

5,975

 

ADTRAN Inc.

362,014

5,868

*

ManTech International Corp.

138,594

5,807

*

Rambus Inc.

609,417

5,765

*

Atheros Communications, Inc.

389,940

5,717

*

Omniture, Inc.

424,127

5,594

*,^

Synaptics Inc.

207,378

5,549

*

FormFactor Inc.

301,203

5,428

*

Quest Software, Inc.

427,409

5,420

^

Quality Systems, Inc.

118,913

5,381

*

CommScope, Inc.

454,697

5,165

*

Concur Technologies, Inc.

268,144

5,146

*

ValueClick, Inc.

560,505

4,770

*

Gartner, Inc. Class A

425,493

4,685

*

EarthLink, Inc.

700,137

4,600

*

Wright Express Corp.

250,460

4,563

*

Riverbed Technology, Inc.

345,633

4,521

*

TiVo Inc.

631,646

4,447

*

Starent Networks Corp.

271,755

4,296

*

Cymer, Inc.

191,296

4,258

*

Tessera Technologies, Inc.

313,243

4,188

*,^

Advent Software, Inc.

121,860

4,059

*

EchoStar Corp.

270,591

4,013

*

SRA International, Inc.

271,916

3,997

*

Harmonic, Inc.

613,892

3,990

*

Comtech Telecommunications Corp.

159,740

3,957

*

ViaSat, Inc.

179,354

3,734

*

Cabot Microelectronics Corp.

150,131

3,608

*

Euronet Worldwide, Inc.

276,232

3,608

*

Neutral Tandem, Inc.

146,008

3,593

*

Infinera Corp.

485,024

3,589

*

EPIQ Systems, Inc.

195,215

3,520

*

Plexus Corp.

254,092

3,512

*

Semtech Corp.

259,397

3,463

*

Mercadolibre Inc.

186,142

3,453

*

Sycamore Networks, Inc.

1,283,964

3,428

*

Hittite Microwave Corp.

108,217

3,376

*

SPSS, Inc.

117,260

3,334

*

Novell, Inc.

780,850

3,326

*

Intermec, Inc.

319,444

3,322

 

Syntel, Inc.

160,950

3,312

 

 

 

*

AsiaInfo Holdings, Inc.

194,151

3,271

*

Tyler Technologies, Inc.

223,060

3,263

 

Blackbaud, Inc.

279,697

3,247

 

Cognex Corp.

242,852

3,242

*

CSG Systems International, Inc.

226,141

3,229

*

ATMI, Inc.

207,805

3,206

*

DealerTrack Holdings Inc.

244,505

3,203

*

PMC Sierra Inc.

500,616

3,194

*

ScanSource, Inc.

170,723

3,172

*

Teradyne, Inc.

711,394

3,116

*

Netlogic Microsystems Inc.

112,922

3,103

*

Verigy Ltd.

373,683

3,083

*

Blue Coat Systems, Inc.

251,736

3,023

*

Rofin-Sinar Technologies Inc.

186,376

3,004

*

Ciena Corp.

379,328

2,951

*

Sapient Corp.

656,055

2,933

*

Arris Group Inc.

396,943

2,925

*,^

Data Domain, Inc.

232,125

2,918

*

Wind River Systems Inc.

453,427

2,902

*

Monolithic Power Systems

185,408

2,874

*

Genpact, Ltd.

315,533

2,796

*

Commvault Systems, Inc.

254,121

2,788

*

Sonus Networks, Inc.

1,759,836

2,763

*

TeleTech Holdings, Inc.

253,214

2,758

*

ACI Worldwide, Inc.

146,709

2,751

*

NETGEAR, Inc.

227,909

2,746

*

DTS Inc.

113,647

2,734

*

The Ultimate Software Group, Inc.

158,064

2,728

*

Coherent, Inc.

157,288

2,713

*

L-1 Identity Solutions Inc.

528,947

2,703

*

Manhattan Associates, Inc.

155,398

2,691

*

Standard Microsystem Corp.

143,560

2,670

*

Net 1 UEPS Technologies, Inc.

171,706

2,612

*

Ariba, Inc.

281,150

2,454

*

FEI Co.

156,012

2,407

 

Micrel, Inc.

333,227

2,346

*

TriQuint Semiconductor, Inc.

942,872

2,329

*

Websense, Inc.

189,273

2,271

*

Cogent Inc.

188,462

2,243

*

Progress Software Corp.

128,511

2,231

*

OmniVision Technologies, Inc.

331,348

2,227

 

Fair Isaac, Inc.

156,493

2,202

*

Rogers Corp.

116,590

2,201

*

Telecommunication Systems, Inc.

238,921

2,191

 

Park Electrochemical Corp.

125,673

2,172

*

Forrester Research, Inc.

104,771

2,154

*

Art Technology Group, Inc.

837,453

2,136

*,^

Bankrate, Inc.

85,011

2,121

 

 

 

*

Sigma Designs, Inc.

170,362

2,119

*

MicroStrategy Inc.

58,823

2,011

*

DG FastChannel Inc.

102,706

1,928

*,^

Universal Display Corp.

209,852

1,924

*

Brooks Automation, Inc.

410,257

1,891

*

Taleo Corp. Class A

155,899

1,843

*

Cavium Networks, Inc.

158,362

1,827

*

GSI Commerce, Inc.

138,410

1,813

*

Ultratech, Inc.

144,165

1,801

*

S1 Corp.

346,412

1,784

*

Tekelec

134,710

1,782

*

Supertex, Inc.

74,860

1,729

*

EMS Technologies, Inc.

98,212

1,715

*

Netezza Corp.

248,740

1,691

*

Actel Corp.

166,692

1,687

*

MSC Software Corp.

293,017

1,653

*

Advanced Energy Industries, Inc.

216,558

1,631

*

Synchronoss Technologies, Inc.

129,138

1,583

*

JDS Uniphase Corp.

486,069

1,580

*

OSI Systems Inc.

103,414

1,578

*

Vocus, Inc.

116,441

1,548

*

SonicWALL, Inc.

346,596

1,546

*

ArcSight, Inc.

120,760

1,542

*

The Knot, Inc.

187,376

1,536

 

Cass Information Systems, Inc.

47,273

1,533

*

SuccessFactors Inc.

198,810

1,517

*

SAVVIS, Inc.

242,193

1,499

*

VeriFone Holdings, Inc.

218,242

1,484

 

Daktronics, Inc.

222,621

1,458

*

Cirrus Logic, Inc.

377,583

1,420

*

RealNetworks, Inc.

609,318

1,420

*

FARO Technologies, Inc.

102,215

1,374

 

NIC Inc.

262,953

1,367

*

ComScore Inc.

112,563

1,361

*

Move, Inc.

937,622

1,360

*

Epicor Software Corp.

347,446

1,324

*

Veeco Instruments, Inc.

198,008

1,321

*

STEC Inc.

178,373

1,315

*

THQ Inc.

432,173

1,314

*

Ixia

245,845

1,271

*

WebMD Health Corp. Class A

55,805

1,244

*

Global Cash Access, Inc.

320,886

1,226

*

IPG Photonics Corp.

144,543

1,217

*

NCI, Inc.

44,776

1,164

*

3PAR, Inc.

176,877

1,162

*

Silicon Image, Inc.

477,749

1,147

 

Pegasystems Inc.

60,510

1,124

 

MTS Systems Corp.

49,110

1,117

 

 

 

*

VASCO Data Security International, Inc.

192,244

1,109

*

Aruba Networks, Inc.

352,656

1,107

*,^

NetSuite Inc.

98,161

1,105

*

Novatel Wireless, Inc.

196,333

1,103

*

NetScout Systems, Inc.

152,399

1,091

*

Multi-Fineline Electronix, Inc.

64,366

1,084

*

Acme Packet, Inc.

178,146

1,081

*

Finisar Corp.

2,445,046

1,076

*

Switch and Data Inc.

122,212

1,072

*

TTM Technologies, Inc.

179,178

1,039

*

Stratasys, Inc.

124,457

1,029

 

Cohu, Inc.

142,604

1,027

*

Lattice Semiconductor Corp.

743,009

1,025

*

Vignette Corp.

152,786

1,021

*

Constant Contact, Inc.

72,582

1,015

*

LoopNet, Inc.

166,403

1,012

*

Advanced Analogic Technologies, Inc.

280,210

1,009

*

Internet Capital Group Inc.

246,611

994

*

RightNow Technologies Inc.

129,462

980

*

Compellent Technologies, Inc.

89,122

967

 

Heartland Payment Systems, Inc.

145,190

960

*

Newport Corp.

208,689

922

*

Symyx Technologies, Inc.

206,810

920

*

Silicon Storage Technology, Inc.

556,474

918

*

Kulicke & Soffa Industries, Inc.

346,249

907

*

DivX, Inc.

177,133

891

*

Integral Systems, Inc.

99,250

854

*

Internet Brands Inc.

145,359

853

*

Airvana, Inc.

145,109

849

*

Extreme Networks, Inc.

540,474

822

*

BigBand Networks Inc.

123,979

812

*

Limelight Networks Inc.

240,948

807

*

ExlService Holdings, Inc.

92,844

800

 

CTS Corp.

217,210

784

*

Rackable Systems Inc.

192,515

782

*

TNS Inc.

94,417

772

*

Littelfuse, Inc.

70,051

770

*

Hughes Communications Inc.

62,402

751

*

Radiant Systems, Inc.

167,400

738

*

Echelon Corp.

91,131

737

*

Diodes Inc.

69,330

736

*

Amkor Technology, Inc.

268,817

720

*

Applied Micro Circuits Corp.

148,161

720

*

Liquidity Services, Inc.

99,294

694

*

Cogo Group, Inc.

103,771

693

*

Comverge Inc.

99,019

688

*

Chordiant Software, Inc.

193,532

586

*

Trident Microsystems, Inc.

401,076

586

 

 

 

 

Marchex, Inc.

159,231

548

*

Perficient, Inc.

99,556

538

*

China Information Security Technology, Inc.

168,852

534

 

Bel Fuse, Inc. Class B

37,290

501

*

Terremark Worldwide, Inc.

174,989

471

 

iGATE Corp.

140,394

455

*

Rubicon Technology, Inc.

82,674

439

*

FalconStor Software, Inc.

180,601

432

*

InfoSpace, Inc.

78,082

406

*

Dice Holdings Inc.

139,806

389

*,^

EMCORE Corp.

472,601

354

*

Ness Technologies Inc.

115,381

340

*

Isilon Systems Inc.

144,888

319

*

Orbcomm, Inc.

215,633

317

*

ICx Technologies, Inc.

77,033

312

*

Deltek, Inc.

70,094

304

*

ANADIGICS, Inc.

140,379

291

*

Rudolph Technologies, Inc.

94,608

287

*

Mattson Technology, Inc.

315,216

265

*

OpNext, Inc.

147,373

252

*

Kenexa Corp.

46,319

250

*

Monotype Imaging Holdings Inc.

61,327

229

*

UTStarcom, Inc.

240,425

188

*

TechTarget

66,859

160

 

Bel Fuse, Inc. Class A

2,151

27

 

772,120

Materials (2.9%)

 

Compass Minerals International, Inc.

209,547

11,812

 

Eagle Materials, Inc.

281,345

6,823

 

Royal Gold, Inc.

128,236

5,996

 

Silgan Holdings, Inc.

111,605

5,864

 

Greif Inc. Class A

155,135

5,164

*

Calgon Carbon Corp.

331,885

4,703

*

Intrepid Potash, Inc.

241,855

4,462

 

Texas Industries, Inc.

151,305

3,783

 

NewMarket Corp.

83,458

3,697

 

Scotts Miracle-Gro Co.

103,615

3,595

 

Balchem Corp.

117,617

2,956

*

W.R. Grace & Co.

466,237

2,947

*

Hecla Mining Co.

1,368,702

2,737

 

AMCOL International Corp.

147,450

2,188

 

Deltic Timber Corp.

44,268

1,745

 

Schnitzer Steel Industries, Inc. Class A

48,673

1,528

 

Zep, Inc.

139,635

1,428

 

Stepan Co.

46,529

1,270

*,^

Zoltek Cos., Inc.

176,646

1,203

*

Solutia Inc.

609,074

1,139

*

Stillwater Mining Co.

300,321

1,111

 

 

 

*

Coeur d'Alene Mines Corp.

1,119,259

1,052

 

Koppers Holdings, Inc.

65,743

955

*

Brush Engineered Materials Inc.

45,897

637

 

American Vanguard Corp.

45,378

585

 

Myers Industries, Inc.

91,453

562

*

Haynes International, Inc.

27,299

486

*

Graphic Packaging Holding Co.

273,094

238

*

Flotek Industries, Inc.

140,568

221

*

General Moly, Inc.

170,302

180

 

81,067

Telecommunication Services (1.8%)

*

SBA Communications Corp.

677,991

15,797

*

tw telecom inc.

905,512

7,923

*

Syniverse Holdings Inc.

420,054

6,620

*

Centennial Communications Corp. Class A

525,085

4,337

 

Shenandoah Telecommunications Co.

144,645

3,298

*

Cbeyond Inc.

147,029

2,769

*

Premiere Global Services, Inc.

245,804

2,168

*

Cogent Communications Group, Inc.

273,774

1,971

*

Global Crossing Ltd.

163,614

1,145

*

PAETEC Holding Corp.

790,789

1,139

*

General Communication, Inc.

144,774

967

*

iPCS, Inc.

93,950

912

*

ICO Global Communications (Holdings) Ltd.

748,684

262

*

Vonage Holdings Corp.

510,325

204

*

TerreStar Corp.

350,780

197

*

Fibertower Corp.

494,572

99

 

49,808

Utilities (0.6%)

 

ITC Holdings Corp.

320,717

13,990

 

Ormat Technologies Inc.

131,879

3,621

*

Synthesis Energy Systems, Inc.

221,312

146

 

17,757

Total Common Stocks (Cost $4,264,377)

2,820,390

 

Coupon

 

Shares

Market
Value
($000)

Temporary Cash Investments (4.0%)1

Money Market Fund (3.9%)

2,3

Vanguard Market Liquidity Fund

0.440%

 

111,031,110

111,031

 

 

Coupon

Maturity
Date

Face
Amount ($000)

Market
Value
($000)

U.S. Government and Agency Obligations (0.1%)

4,5

Federal National Mortgage Assn.

0.371%

8/3/09

1,500

1,499

4,5

Federal National Mortgage Assn.

0.426%

9/23/09

1,500

1,497

 

2,996

Total Temporary Cash Investments (Cost $114,026)

114,027

Total Investments (103.7%) (Cost $4,378,403)

2,934,417

Other Assets and Liabilities-Net (-3.7%)3

(104,988)

Net Assets (100%)

2,829,429

 

 

 

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $94,541,000.

1

The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.0% and 3.7%, respectively, of net assets.

2

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

3

Includes $98,451,000 of collateral received for securities on loan.

4

The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

5

Securities with a value of $2,996,000 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 March 31, 2009, the cost of investment securities for tax purposes was $4,378,403,000. Net unrealized depreciation of investment securities for tax purposes was $1,443,986,000, consisting of unrealized gains of $83,102,000 on securities that had risen in value since their purchase and $1,527,088,000 in unrealized losses on securities that had fallen in value since their purchase.

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

Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized futures gains (losses).

 

 

 

At March 31, 2009, the aggregate settlement value of open futures contracts expiring in June 2009 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

201

8,468

379

 

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 March 31, 2009, based on the inputs used to value them:

Valuation Inputs

Investments in Securities ($000)

Futures Contracts ($000)

Level 1- Quoted prices

2,931,421

 

379

 

Level 2- Other significant observable inputs

2,996

 

-

 

Level 3- Significant unobservable inputs

-

 

-

 

Total

2,934,417

 

379

 

 

 

 


Vanguard Small-Cap Value Index Fund

Schedule of Investments

As of March 31, 2009

 

 

 

Shares

Market
Value
($000)

Common Stocks (99.6%)1

Consumer Discretionary (11.2%)

 

Snap-On Inc.

449,324

11,278

*

Rent-A-Center, Inc.

522,284

10,117

*

Career Education Corp.

350,943

8,409

*

Carter's, Inc.

440,529

8,286

 

Tupperware Brands Corp.

484,985

8,240

 

Regal Entertainment Group Class A

608,904

8,165

*

Jarden Corp.

598,926

7,588

*

DreamWorks Animation SKG, Inc.

337,882

7,312

 

Interactive Data Corp.

293,504

7,297

 

Williams-Sonoma, Inc.

702,484

7,081

 

Service Corp. International

2,001,605

6,986

 

Barnes & Noble, Inc.

301,346

6,443

 

Wolverine World Wide, Inc.

383,212

5,970

 

MDC Holdings, Inc.

189,305

5,895

 

The Buckle, Inc.

181,771

5,804

 

Bob Evans Farms, Inc.

240,933

5,402

 

Cracker Barrel Old Country Store Inc.

174,913

5,010

*

Collective Brands, Inc.

500,094

4,871

^

New York Times Co. Class A

1,063,152

4,805

 

International Speedway Corp.

216,006

4,765

 

Sotheby's

526,563

4,739

 

Meredith Corp.

281,279

4,680

 

Regis Corp.

321,607

4,647

 

Choice Hotels International, Inc.

175,824

4,540

*

Timberland Co.

359,646

4,294

 

Tempur-Pedic International Inc.

555,898

4,058

 

Cato Corp. Class A

217,806

3,982

*

Hot Topic, Inc.

343,076

3,839

 

Scholastic Corp.

254,688

3,838

 

Men's Wearhouse, Inc.

250,021

3,785

 

Ryland Group, Inc.

217,188

3,618

 

Monro Muffler Brake, Inc.

130,754

3,574

 

Callaway Golf Co.

479,580

3,443

 

Fred's, Inc.

297,154

3,352

 

Columbia Sportswear Co.

105,979

3,171

*

Jo-Ann Stores, Inc.

190,462

3,112

*

Helen of Troy Ltd.

224,654

3,089

*

Cabela's Inc.

338,867

3,087

 

Stage Stores, Inc.

302,477

3,049

*

The Dress Barn, Inc.

246,179

3,026

 

Penske Automotive Group Inc.

323,706

3,020

 

 

 

 

UniFirst Corp.

107,083

2,981

 

Genesco, Inc.

150,759

2,839

*

Office Depot, Inc.

2,145,443

2,811

 

Jones Apparel Group, Inc.

653,742

2,759

 

Dillard's Inc.

461,668

2,632

 

Finish Line, Inc.

395,114

2,616

 

Group 1 Automotive, Inc.

182,618

2,551

 

Ameristar Casinos, Inc.

201,759

2,538

*

JAKKS Pacific, Inc.

204,497

2,526

*

Domino's Pizza, Inc.

373,656

2,447

 

Ethan Allen Interiors, Inc.

213,916

2,409

 

Cinemark Holdings Inc.

254,096

2,386

 

Brunswick Corp.

686,075

2,367

*

Steven Madden, Ltd.

125,903

2,364

 

Churchill Downs, Inc.

75,040

2,256

*

Pinnacle Entertainment, Inc.

304,971

2,147

 

Stewart Enterprises, Inc. Class A

658,819

2,135

 

National Presto Industries, Inc.

34,843

2,126

 

Superior Industries International, Inc.

177,092

2,099

 

World Wrestling Entertainment, Inc.

176,319

2,035

*,^

Saks Inc.

1,054,940

1,973

 

OfficeMax, Inc.

594,331

1,854

 

Liz Claiborne, Inc.

740,032

1,828

 

K-Swiss, Inc.

209,506

1,789

 

The Pep Boys (Manny, Moe & Jack)

405,691

1,789

*

Exide Technologies

590,314

1,771

 

Cooper Tire & Rubber Co.

437,866

1,769

 

Harte-Hanks, Inc.

321,946

1,722

 

Boyd Gaming Corp.

445,729

1,663

 

American Greetings Corp. Class A

327,446

1,657

 

Orient-Express Hotel Ltd.

398,538

1,634

*

CTC Media, Inc.

357,334

1,629

*

HSN, Inc.

307,253

1,579

 

Weyco Group, Inc.

57,975

1,503

^

DineEquity, Inc.

122,676

1,455

 

Speedway Motorsports, Inc.

118,367

1,399

*

TRW Automotive Holdings Corp.

434,485

1,399

 

bebe stores, inc.

209,118

1,395

 

The Marcus Corp.

162,803

1,384

*

Charlotte Russe Holding Inc.

163,050

1,329

*

Quiksilver, Inc.

997,822

1,277

*

Blyth, Inc.

48,696

1,272

*

99 Cents Only Stores

133,581

1,234

*

Ruby Tuesday, Inc.

410,255

1,198

 

Brown Shoe Co., Inc.

313,145

1,174

 

Jackson Hewitt Tax Service Inc.

224,653

1,173

 

Winnebago Industries, Inc.

215,299

1,143

 

Christopher & Banks Corp.

276,271

1,130

 

 

 

*

Skechers U.S.A., Inc.

168,661

1,125

*,^

Conn's, Inc.

78,794

1,106

 

NutriSystem, Inc.

76,613

1,093

 

Asbury Automotive Group, Inc.

249,065

1,073

*

Interval Leisure Group, Inc.

199,225

1,056

 

Movado Group, Inc.

138,686

1,046

*

Steak n Shake Co.

130,077

985

 

Big 5 Sporting Goods Corp.

159,644

937

*

Gaylord Entertainment Co.

111,571

929

 

CSS Industries, Inc.

53,909

916

*

Pacific Sunwear of California, Inc.

513,109

852

*

Charming Shoppes, Inc.

575,145

805

*

New York & Co., Inc.

211,512

751

*

Build-A-Bear-Workshop, Inc.

120,306

730

*

RC2 Corp.

135,748

715

*

Warner Music Group Corp.

301,726

709

*

Standard Pacific Corp.

784,974

691

 

Oxford Industries, Inc.

111,270

687

*

DSW Inc. Class A

70,493

655

*

Hovnanian Enterprises Inc. Class A

418,125

652

*

Cox Radio, Inc.

159,029

652

*

Stein Mart, Inc.

217,716

629

 

Hearst-Argyle Television Inc.

146,754

611

 

Modine Manufacturing Co.

241,876

605

*

Tenneco Automotive, Inc.

363,827

593

*

Valassis Communications, Inc.

376,913

592

*,^

Blockbuster Inc. Class A

793,296

571

*

Sealy Corp.

355,941

530

 

La-Z-Boy Inc.

401,518

502

 

O'Charley's Inc.

164,977

497

 

American Axle & Manufacturing Holdings, Inc.

362,369

478

 

Kenneth Cole Productions, Inc.

73,291

468

*

Isle of Capri Casinos, Inc.

87,555

463

 

Landry's Restaurants, Inc.

88,118

460

 

Furniture Brands International Inc.

305,903

450

 

Marine Products Corp.

101,825

432

 

ArvinMeritor, Inc.

544,965

431

 

Belo Corp. Class A

689,132

420

*

Tween Brands, Inc.

191,107

409

*

Pier 1 Imports Inc.

704,704

395

*

Lear Corp.

515,223

386

*

Orbitz Worldwide, Inc.

291,061

375

 

Sinclair Broadcast Group, Inc.

364,368

375

*

Crocs, Inc.

311,514

371

*

Dana Holding Corp.

782,806

360

*

Krispy Kreme Doughnuts, Inc.

220,422

353

 

Dover Downs Gaming & Entertainment, Inc.

114,522

352

 

Sonic Automotive, Inc.

217,181

347

 

 

 

 

M/I Homes, Inc.

49,035

343

^

Brookfield Homes Corp.

92,732

320

 

E.W. Scripps Co. Class A

227,534

307

^

Media General, Inc. Class A

157,245

302

*

Beazer Homes USA, Inc.

292,417

295

*

Blockbuster Inc. Class B

589,643

265

 

Entercom Communications Corp.

223,461

246

 

Talbots Inc.

69,202

243

*

Lin TV Corp.

216,474

242

 

Journal Communications, Inc.

310,329

233

*

Morgans Hotel Group

71,996

224

^

The McClatchy Co. Class A

447,827

219

*

Borders Group, Inc.

311,355

196

*

Leapfrog Enterprises, Inc.

132,203

182

^

Lee Enterprises, Inc.

288,700

81

*

Entravision Communications Corp.

202,984

53

 

343,184

Consumer Staples (4.1%)

 

Corn Products International, Inc.

582,864

12,357

 

Del Monte Foods Co.

1,542,524

11,245

 

Flowers Foods, Inc.

424,415

9,965

 

Lancaster Colony Corp.

164,147

6,809

 

Ruddick Corp.

302,396

6,789

 

Universal Corp. (VA)

195,574

5,852

*

BJ's Wholesale Club, Inc.

162,545

5,200

 

Sanderson Farms, Inc.

134,867

5,064

 

Vector Group Ltd.

361,570

4,697

*

TreeHouse Foods Inc.

160,188

4,612

*

Hain Celestial Group, Inc.

316,323

4,504

 

Nu Skin Enterprises, Inc.

404,816

4,246

 

J & J Snack Foods Corp.

109,765

3,797

*

The Pantry, Inc.

173,612

3,057

 

WD-40 Co.

122,595

2,959

 

Nash-Finch Co.

100,040

2,810

*

Central Garden & Pet Co. Class A

360,419

2,710

 

Lance, Inc.

128,303

2,671

 

Weis Markets, Inc.

84,341

2,618

*

Chiquita Brands International, Inc.

346,867

2,300

 

The Andersons, Inc.

120,909

1,710

*

Rite Aid Corp.

4,649,883

1,674

*

Alliance One International, Inc.

429,801

1,650

 

B&G Foods Inc.

287,488

1,495

 

Ingles Markets, Inc.

97,673

1,458

*

Winn-Dixie Stores, Inc.

148,351

1,418

*

Prestige Brands Holdings Inc.

273,080

1,415

 

Cal-Maine Foods, Inc.

59,768

1,338

 

Tootsie Roll Industries, Inc.

60,342

1,311

 

 

 

 

Village Super Market Inc. Class A

40,290

1,256

*

Central Garden and Pet Co.

163,949

1,248

*

Elizabeth Arden, Inc.

202,644

1,181

 

Farmer Brothers, Inc.

56,234

1,001

 

PriceSmart, Inc.

45,973

828

 

Alico, Inc.

28,725

689

 

Coca-Cola Bottling Co.

11,003

573

^

Mannatech, Inc.

122,800

409

*

National Beverage Corp.

36,389

334

*

Revlon, Inc.

46,236

115

 

125,365

Energy (4.3%)

 

Southern Union Co.

872,815

13,284

*

Whiting Petroleum Corp.

395,758

10,230

*

Encore Acquisition Co.

392,145

9,125

*

Oil States International, Inc.

389,570

5,228

*

Unit Corp.

240,535

5,032

*

Mariner Energy Inc.

626,232

4,853

 

Overseas Shipholding Group Inc.

210,548

4,773

*

Bristow Group, Inc.

216,509

4,640

 

Holly Corp.

214,992

4,558

*

SEACOR Holdings Inc.

74,379

4,337

*

USEC Inc.

870,377

4,178

*

Helix Energy Solutions Group, Inc.

682,983

3,511

 

World Fuel Services Corp.

108,786

3,441

*

Willbros Group, Inc.

306,392

2,972

*

Enbridge Energy Management LLC

101,576

2,943

 

Western Refining, Inc.

240,837

2,876

*

Superior Energy Services, Inc.

212,602

2,740

 

General Maritime Corp.

381,859

2,673

*

Gulfmark Offshore, Inc.

103,173

2,462

*

Vaalco Energy, Inc.

455,784

2,411

 

Lufkin Industries, Inc.

58,102

2,201

 

Berry Petroleum Class A

184,542

2,023

*

Rosetta Resources, Inc.

404,224

2,001

*

Clayton Williams Energy, Inc.

61,550

1,800

*

Swift Energy Co.

241,111

1,760

 

Foundation Coal Holdings, Inc.

122,079

1,752

*

Parker Drilling Co.

885,965

1,630

 

CARBO Ceramics Inc.

56,812

1,616

*

Complete Production Services, Inc.

468,383

1,443

*

Global Industries Ltd.

371,884

1,428

*

Petroleum Development Corp.

116,181

1,372

*

Key Energy Services, Inc.

475,706

1,370

*

Oilsands Quest, Inc.

1,791,354

1,290

*

Pioneer Drilling Co.

391,204

1,283

*

Basic Energy Services Inc.

178,928

1,158

*

Bronco Drilling Co., Inc.

209,567

1,102

 

 

 

 

Delek US Holdings, Inc.

105,527

1,093

*

Hercules Offshore, Inc.

686,718

1,085

*

Hornbeck Offshore Services, Inc.

63,368

966

 

W&T Offshore, Inc.

154,640

951

*

Harvest Natural Resources, Inc.

245,239

831

*

Stone Energy Corp.

232,992

776

*

TETRA Technologies, Inc.

204,050

663

*

Brigham Exploration Co.

342,464

651

*

International Coal Group, Inc.

357,472

575

 

Crosstex Energy, Inc.

310,347

509

*

Dawson Geophysical Co.

37,672

509

 

Gulf Island Fabrication, Inc.

61,867

496

*

ATP Oil & Gas Corp.

80,969

415

*

PetroQuest Energy, Inc.

167,199

401

*

Parallel Petroleum Corp.

309,489

396

*

Gulfport Energy Corp.

138,622

322

*

Allis-Chalmers Energy Inc.

165,491

319

*

Warren Resources Inc.

215,598

207

*,^

Trico Marine Services, Inc.

97,284

204

*,^

SulphCo, Inc.

186,206

199

*

GeoGlobal Resources Inc.

148,934

107

*,^

TXCO Resources Inc.

256,718

106

*

Energy Partners, Ltd.

49,842

4

*

Aventine Renewable Energy Holdings, Inc.

8,472

1

 

133,282

Financials (33.8%)

^

Realty Income Corp. REIT

815,588

15,349

 

Aspen Insurance Holdings Ltd.

605,475

13,599

 

Arthur J. Gallagher & Co.

745,095

12,667

 

Senior Housing Properties Trust REIT

895,837

12,560

 

Valley National Bancorp

1,002,761

12,404

 

Bank of Hawaii Corp.

373,207

12,308

 

BancorpSouth, Inc.

585,084

12,193

 

Essex Property Trust, Inc. REIT

209,693

12,024

 

Allied World Assurance Holdings, Ltd.

306,870

11,670

*

Alleghany Corp.

43,020

11,651

*

ProAssurance Corp.

249,000

11,608

 

FirstMerit Corp.

633,359

11,527

 

The Hanover Insurance Group Inc.

399,623

11,517

 

Waddell & Reed Financial, Inc.

630,151

11,387

^

Alexandria Real Estate Equities, Inc. REIT

308,430

11,227

 

Highwood Properties, Inc. REIT

496,699

10,639

 

Platinum Underwriters Holdings, Ltd.

373,101

10,581

 

Mack-Cali Realty Corp. REIT

515,387

10,210

 

Corporate Office Properties Trust, Inc. REIT

403,575

10,021

 

IPC Holdings Ltd.

365,501

9,883

*

Knight Capital Group, Inc. Class A

665,675

9,812

 

 

 

 

National Retail Properties REIT

613,047

9,711

 

First Niagara Financial Group, Inc.

880,907

9,602

 

MFA Mortgage Investments, Inc. REIT

1,617,021

9,508

 

Endurance Specialty Holdings Ltd.

378,769

9,446

 

Washington Federal Inc.

688,328

9,148

 

Fulton Financial Corp.

1,368,729

9,075

 

Omega Healthcare Investors, Inc. REIT

643,152

9,056

 

Erie Indemnity Co. Class A

261,214

8,928

 

Prosperity Bancshares, Inc.

324,048

8,863

 

Montpelier Re Holdings Ltd.

679,903

8,812

 

StanCorp Financial Group, Inc.

382,757

8,719

 

CIT Group Inc.

2,845,914

8,111

 

BRE Properties Inc. Class A REIT

399,754

7,847

 

Home Properties, Inc. REIT

252,577

7,741

 

Potlatch Corp. REIT

309,019

7,166

 

Washington REIT

409,903

7,091

 

Zenith National Insurance Corp.

291,567

7,030

*

MBIA, Inc.

1,534,075

7,026

 

Trustmark Corp.

381,074

7,004

 

Healthcare Realty Trust Inc. REIT

459,578

6,889

 

Hatteras Financial Corp. REIT

273,522

6,835

 

Mid-America Apartment Communities, Inc. REIT

220,505

6,798

 

Westamerica Bancorporation

146,886

6,692

 

Max Re Capital Ltd.

372,141

6,416

 

Digital Realty Trust, Inc. REIT

189,813

6,298

 

Susquehanna Bancshares, Inc.

673,675

6,285

 

Jones Lang LaSalle Inc.

269,901

6,278

 

Redwood Trust, Inc. REIT

396,797

6,091

*

PHH Corp.

424,135

5,959

 

Fannie Mae

8,401,708

5,881

 

Astoria Financial Corp.

637,290

5,857

 

Old National Bancorp

518,831

5,795

 

Franklin Street Properties Corp. REIT

468,489

5,762

 

NewAlliance Bancshares, Inc.

489,839

5,751

 

American Campus Communities, Inc. REIT

331,014

5,746

 

Whitney Holdings Corp.

500,616

5,732

 

HRPT Properties Trust REIT

1,780,478

5,680

 

Douglas Emmett, Inc. REIT

761,873

5,630

^

United Bankshares, Inc.

322,472

5,559

 

EastGroup Properties, Inc. REIT

196,071

5,504

*,^

E*TRADE Financial Corp.

4,207,758

5,386

 

F.N.B. Corp.

701,107

5,377

 

IBERIABANK Corp.

115,406

5,302

 

National Health Investors REIT

195,341

5,249

 

NBT Bancorp, Inc.

241,850

5,234

 

First Commonwealth Financial Corp.

586,190

5,199

 

Wilmington Trust Corp.

532,388

5,159

 

Unitrin, Inc.

365,802

5,114

 

 

 

 

Selective Insurance Group

412,941

5,021

 

Capstead Mortgage Corp. REIT

459,900

4,939

 

Park National Corp.

87,606

4,884

 

SL Green Realty Corp. REIT

446,641

4,824

 

UMB Financial Corp.

112,197

4,767

 

Anworth Mortgage Asset Corp. REIT

775,311

4,753

 

National Penn Bancshares Inc.

563,575

4,678

 

Popular, Inc.

2,096,647

4,571

 

Provident Financial Services Inc.

420,110

4,541

 

Investors Real Estate Trust REIT

455,126

4,488

 

Apartment Investment & Management Co. Class A REIT

816,592

4,475

 

Kilroy Realty Corp. REIT

258,806

4,449

 

CHIMERA INVESTMENT CORP. REIT

1,317,847

4,428

 

Delphi Financial Group, Inc.

322,572

4,342

 

Brookline Bancorp, Inc.

456,474

4,336

 

DCT Industrial Trust Inc. REIT

1,359,782

4,311

 

Community Bank System, Inc.

255,259

4,276

 

Umpqua Holdings Corp.

470,758

4,265

 

BioMed Realty Trust, Inc. REIT

628,311

4,254

 

Entertainment Properties Trust REIT

257,591

4,060

 

Financial Federal Corp.

191,053

4,046

^

Equity One, Inc. REIT

330,513

4,029

 

WesBanco, Inc.

176,273

4,024

 

S & T Bancorp, Inc.

183,516

3,892

 

Apollo Investment Corp.

1,109,456

3,861

 

First Financial Bankshares, Inc.

79,516

3,830

 

Tanger Factory Outlet Centers, Inc. REIT

123,810

3,821

*

Piper Jaffray Cos., Inc.

147,721

3,810

 

Infinity Property & Casualty Corp.

112,009

3,800

 

Sterling Bancshares, Inc.

573,798

3,753

 

United Fire & Casualty Co.

167,768

3,684

 

Glacier Bancorp, Inc.

234,237

3,680

 

Ares Capital Corp.

759,597

3,676

 

Employers Holdings, Inc.

382,180

3,646

*

Argo Group International Holdings

120,422

3,628

 

Assured Guaranty Ltd.

533,625

3,613

 

TrustCo Bank NY

596,064

3,588

 

MB Financial, Inc.

259,459

3,529

 

Harleysville Group, Inc.

110,443

3,513

 

Post Properties, Inc. REIT

346,214

3,511

 

Extra Space Storage Inc. REIT

635,144

3,500

 

Chemical Financial Corp.

168,035

3,497

 

City Holding Co.

126,679

3,457

 

Sovran Self Storage, Inc. REIT

172,164

3,457

 

Cathay General Bancorp

329,691

3,439

*,^

MF Global Ltd.

800,357

3,386

 

Safety Insurance Group, Inc.

108,403

3,369

*

Ocwen Financial Corp.

294,578

3,367

 

 

 

 

Inland Real Estate Corp. REIT

467,212

3,313

 

First Midwest Bancorp, Inc.

379,806

3,263

 

Bank Mutual Corp.

358,828

3,251

 

CVB Financial Corp.

488,622

3,240

^

American Capital Ltd.

1,618,503

3,027

 

Hancock Holding Co.

93,206

2,915

 

PacWest Bancorp

202,355

2,900

 

PS Business Parks, Inc. REIT

78,186

2,881

^

iStar Financial Inc. REIT

1,020,237

2,867

 

Community Trust Bancorp Inc.

106,065

2,837

 

DiamondRock Hospitality Co. REIT

704,120

2,824

 

Protective Life Corp.

519,934

2,730

 

LTC Properties, Inc. REIT

153,761

2,697

 

American Physicians Capital, Inc.

65,857

2,695

 

Getty Realty Holding Corp. REIT

145,256

2,665

 

Acadia Realty Trust REIT

250,295

2,656

 

First BanCorp Puerto Rico

614,630

2,618

*

Hilltop Holdings Inc.

229,428

2,615

 

TowneBank

159,958

2,612

 

Stewart Information Services Corp.

133,759

2,608

 

Universal Health Realty Income REIT

88,107

2,575

 

Northwest Bancorp, Inc.

151,570

2,562

 

Horace Mann Educators Corp.

305,635

2,558

*

CNA Surety Corp.

138,036

2,545

^

Freddie Mac

3,289,997

2,500

 

Provident New York Bancorp, Inc.

280,057

2,394

 

First Financial Bancorp

249,135

2,374

 

Pacific Capital Bancorp

346,427

2,345

*

FPIC Insurance Group, Inc.

62,853

2,327

 

Wintrust Financial Corp.

185,456

2,281

 

Tompkins Trustco, Inc.

53,011

2,279

 

East West Bancorp, Inc.

498,051

2,276

*

Amerisafe Inc.

147,289

2,256

 

Medical Properties Trust Inc. REIT

612,725

2,236

^

Allied Capital Corp.

1,397,406

2,222

 

Simmons First National Corp.

87,385

2,201

 

National Western Life Insurance Co. Class A

18,802

2,125

 

StellarOne Corp.

176,706

2,105

 

Berkshire Hills Bancorp, Inc.

90,774

2,081

 

Cousins Properties, Inc. REIT

321,932

2,073

 

Flagstone Reinsurance Holdings Ltd.

264,583

2,061

 

Developers Diversified Realty Corp. REIT

941,564

2,006

*

Nelnet, Inc.

223,332

1,974

 

Prospect Energy Corp.

231,691

1,974

 

Brandywine Realty Trust REIT

689,073

1,964

 

Renasant Corp.

155,718

1,956

 

Westfield Financial, Inc.

220,730

1,942

 

Harleysville National Corp.

317,976

1,927

 

 

 

 

State Auto Financial Corp.

108,129

1,903

 

First Source Corp.

103,723

1,872

 

LaSalle Hotel Properties REIT

320,503

1,872

*,^

AmeriCredit Corp.

317,948

1,863

 

Provident Bankshares Corp.

262,865

1,853

 

Arrow Financial Corp.

78,016

1,848

 

SCBT Financial Corp.

87,965

1,838

 

Washington Trust Bancorp, Inc.

112,299

1,825

 

BlackRock Kelso Capital Corp.

432,864

1,814

 

Independent Bank Corp. (MA)

120,969

1,784

 

GFI Group Inc.

554,727

1,781

 

OneBeacon Insurance Group Ltd.

182,507

1,763

 

TriCo Bancshares

104,868

1,755

 

Dime Community Bancshares

186,866

1,753

 

Webster Financial Corp.

411,645

1,749

 

Boston Private Financial Holdings, Inc.

498,150

1,749

 

Kearny Financial Corp.

164,747

1,727

 

Northfield Bancorp, Inc.

157,805

1,725

 

First Merchants Corp.

158,628

1,712

 

Capital Southwest Corp.

21,869

1,671

 

Saul Centers, Inc. REIT

72,615

1,668

 

Ambac Financial Group, Inc.

2,136,961

1,667

 

Lakeland Financial Corp.

86,618

1,662

*

Seabright Insurance Holdings, Inc.

158,842

1,661

 

Southside Bancshares, Inc.

87,375

1,651

 

First Busey Corp.

209,749

1,628

 

SWS Group, Inc.

101,866

1,582

 

First Potomac REIT

213,614

1,570

 

American Equity Investment Life Holding Co.

374,303

1,557

 

Urstadt Biddle Properties Class A REIT

115,181

1,546

 

Compass Diversified Trust

172,866

1,542

 

Sun Communities, Inc. REIT

129,426

1,531

*

Citizens Banking Corp.

987,326

1,530

 

Abington Community Bancorp Inc.

183,577

1,520

 

MVC Capital, Inc.

180,515

1,518

 

Univest Corp. of Pennsylvania

85,659

1,499

 

Sandy Spring Bancorp, Inc.

128,769

1,437

 

Donegal Group Inc. Class A

93,063

1,430

 

First Financial Corp. (IN)

38,464

1,419

 

S.Y. Bancorp, Inc.

58,210

1,414

 

American Capital Agency Corp. REIT

81,975

1,403

 

Union Bankshares Corp.

100,914

1,398

 

Lexington Realty Trust REIT

586,777

1,397

 

MGIC Investment Corp.

975,723

1,386

 

Colonial Properties Trust REIT

356,934

1,360

 

Hercules Technology Growth Capital, Inc.

271,755

1,359

^

Colonial BancGroup, Inc.

1,503,441

1,353

 

Presidential Life Corp.

173,291

1,350

 

 

 

^

General Growth Properties Inc. REIT

1,883,767

1,337

 

Republic Bancorp, Inc. Class A

71,255

1,330

 

Sterling Bancorp

134,253

1,329

*

Conseco, Inc.

1,442,329

1,327

 

UCBH Holdings, Inc.

868,975

1,312

 

Amtrust Financial Services Inc.

137,038

1,309

 

Kansas City Life Insurance Co.

35,913

1,287

 

Cohen & Steers, Inc.

113,732

1,269

 

Central Pacific Financial Co.

224,527

1,257

^

United Community Banks, Inc.

302,242

1,257

 

DuPont Fabros Technology Inc. REIT

179,961

1,238

 

Parkway Properties Inc. REIT

119,574

1,232

 

CBL & Associates Properties, Inc. REIT

494,989

1,168

 

Radian Group, Inc.

635,762

1,157

^

NorthStar Realty Finance Corp. REIT

493,745

1,145

 

Mainsource Financial Group, Inc.

142,087

1,142

 

Bank of the Ozarks, Inc.

49,177

1,135

 

BancFirst Corp.

31,093

1,132

^

Pennsylvania REIT

308,132

1,094

 

Baldwin & Lyons, Inc. Class B

57,641

1,091

 

WSFS Financial Corp.

48,318

1,080

 

Ashford Hospitality Trust REIT

688,213

1,060

 

Southwest Bancorp, Inc.

107,636

1,010

 

Sunstone Hotel Investors, Inc. REIT

378,636

996

 

BankFinancial Corp.

99,569

993

 

The Phoenix Cos., Inc.

847,160

991

 

EMC Insurance Group, Inc.

46,565

981

 

Great Southern Bancorp, Inc.

68,068

954

 

Ramco-Gershenson Properties Trust REIT

145,707

940

 

National Financial Partners Corp.

293,345

939

 

Capital City Bank Group, Inc.

80,101

918

 

Columbia Banking System, Inc.

141,300

904

*,^

Western Alliance Bancorp

195,498

891

 

Flushing Financial Corp.

143,453

864

^

Greene County Bancshares

97,074

854

 

First Community Bancshares, Inc.

72,449

845

 

First Industrial Realty Trust REIT

344,494

844

 

Sterling Financial Corp.

405,253

839

 

NGP Capital Resources Co.

168,084

835

 

Clifton Savings Bancorp, Inc.

83,245

832

 

Oriental Financial Group Inc.

170,519

832

 

United Financial Bancorp, Inc.

62,648

820

 

Heartland Financial USA, Inc.

57,680

781

 

U-Store-It Trust REIT

382,870

773

 

Education Realty Trust, Inc. REIT

221,424

773

 

National Interstate Corp.

45,584

771

 

CoBiz Inc.

146,314

768

 

Calamos Asset Management, Inc.

151,698

730

 

 

 

 

BGC Partners, Inc.

326,021

721

 

Winthrop Realty Trust REIT

104,194

720

 

Hersha Hospitality Trust REIT

378,394

719

*

Guaranty Bancorp

409,679

717

*,^

Guaranty Financial Group, Inc.

682,440

717

 

Wilshire Bancorp Inc.

137,434

709

 

Gamco Investors Inc. Class A

21,600

705

*

Penson Worldwide, Inc.

108,171

696

 

CapLease, Inc. REIT

351,576

693

 

FelCor Lodging Trust, Inc. REIT

496,255

675

 

First Financial Holdings, Inc.

86,315

660

*

Avatar Holding, Inc.

43,468

651

*

The First Marblehead Corp.

498,896

644

 

The South Financial Group, Inc.

578,797

637

 

Forest City Enterprise Class A

175,958

633

 

Kite Realty Group Trust REIT

250,528

614

^

Old Second Bancorp, Inc.

96,372

612

 

Cedar Shopping Centers, Inc. REIT

346,462

603

 

RAIT Financial Trust REIT

479,342

585

*

Virginia Commerce Bancorp, Inc.

153,733

583

*

United America Indemnity, Ltd.

140,853

566

*

NewStar Financial, Inc.

235,872

547

 

Nara Bancorp, Inc.

183,619

540

 

Advance America, Cash Advance Centers, Inc.

307,926

520

 

Urstadt Biddle Properties REIT

38,519

516

 

Capitol Bancorp Ltd.

114,386

475

 

FBL Financial Group, Inc. Class A

112,816

468

 

Consolidated-Tomoka Land Co.

15,005

446

 

Glimcher Realty Trust REIT

290,404

407

 

Strategic Hotels and Resorts, Inc. REIT

576,532

398

 

Hanmi Financial Corp.

305,107

397

 

The PMI Group Inc.

637,292

395

 

Independent Bank Corp. (MI)

162,224

380

*

First Acceptance Corp.

150,335

364

^

Frontier Financial Corp.

330,016

363

*

Flagstar Bancorp, Inc.

458,730

344

^

City Bank Lynnwood (WA)

103,607

342

 

Roma Financial Corp.

25,938

336

 

Gramercy Capital Corp. REIT

334,675

325

 

Integra Bank Corp.

155,385

294

^

Cascade Bancorp

174,984

285

 

Banner Corp.

94,784

276

*,^

CompuCredit Corp.

111,658

274

 

Amcore Financial, Inc.

165,314

264

 

West Coast Bancorp

114,433

254

*

Friedman, Billings, Ramsey Group, Inc. REIT

1,203,853

241

*

Thomas Weisel Partners Group, Inc.

64,866

232

*

FCStone Group, Inc.

99,781

227

 

 

 

*

Asset Acceptance Capital Corp.

42,217

224

 

Seacoast Banking Corp. of Florida

73,832

224

*

FBR Capital Markets Corp.

67,904

223

^

Anthracite Capital Inc. REIT

637,939

217

*

Maguire Properties, Inc. REIT

300,535

216

 

First State Bancorporation

153,330

216

 

Grubb & Ellis Co.

336,548

212

 

Taylor Capital Group, Inc.

46,280

206

 

Anchor Bancorp Wisconsin Inc.

139,797

189

 

Newcastle Investment Corp. REIT

271,626

177

 

Advanta Corp. Class B

197,073

130

 

Capital Trust Class A REIT

109,869

121

^

Arbor Realty Trust, Inc. REIT

141,308

102

^

Corus Bankshares Inc.

246,572

67

*

United America Indemnity Rights Exp. 04/09/2009

140,209

66

 

Advanta Corp. Class A

104,442

53

^

Jer Investor Trust REIT

35,014

23

*

Teton Advisors Inc. Class B

323

1

 

1,040,278

Health Care (6.1%)

 

Universal Health Services Class B

367,433

14,087

 

Teleflex Inc.

310,810

12,150

 

PerkinElmer, Inc.

923,646

11,795

*

AMERIGROUP Corp.

414,249

11,408

 

Owens & Minor, Inc.

323,649

10,722

*,^

Inverness Medical Innovations, Inc.

377,493

10,053

 

Cooper Cos., Inc.

352,099

9,309

*

LifePoint Hospitals, Inc.

397,152

8,285

*

Centene Corp.

335,711

6,050

*

Health Management Associates Class A

1,908,675

4,924

 

Hill-Rom Holdings, Inc.

464,282

4,592

*

Magellan Health Services, Inc.

110,884

4,041

*

AmSurg Corp.

246,261

3,903

 

Invacare Corp.

230,624

3,697

*

MEDNAX, Inc.

125,064

3,686

*

Kindred Healthcare, Inc.

244,046

3,648

*

Greatbatch, Inc.

179,532

3,474

 

Analogic Corp.

103,548

3,316

*

CONMED Corp.

226,988

3,271

*

Healthspring, Inc.

389,013

3,256

*

Res-Care, Inc.

195,799

2,851

*

Universal American Corp.

317,769

2,691

*

Par Pharmaceutical Cos. Inc.

270,031

2,557

*

RehabCare Group, Inc.

141,146

2,462

*

AMAG Pharmaceuticals, Inc.

66,616

2,449

 

Computer Programs and Systems, Inc.

72,443

2,410

 

Landauer, Inc.

47,277

2,396

 

 

 

*,^

Sequenom, Inc.

157,936

2,246

*

Orthofix International N.V.

120,342

2,229

*

Molina Healthcare Inc.

105,431

2,005

*

Odyssey Healthcare, Inc.

166,141

1,612

*,^

Triple-S Management Corp.

127,566

1,572

*

Nabi Biopharmaceuticals

405,818

1,502

*

Cross Country Healthcare, Inc.

228,925

1,499

*

Emergency Medical Services LP Class A

46,025

1,445

 

Brookdale Senior Living Inc.

276,728

1,397

*

WellCare Health Plans Inc.

114,262

1,285

*

Skilled Healthcare Group Inc.

156,234

1,283

*,^

Medivation Inc.

69,888

1,277

*

Allos Therapeutics Inc.

189,855

1,173

*

Affymetrix, Inc.

356,180

1,165

*,^

Dendreon Corp.

264,970

1,113

*

inVentiv Health, Inc.

129,865

1,060

*

Savient Pharmaceuticals Inc.

211,867

1,049

*

Ligand Pharmaceuticals Inc. Class B

291,795

870

*

Rigel Pharmaceuticals, Inc.

99,556

611

*

Albany Molecular Research, Inc.

64,736

610

*

Arena Pharmaceuticals, Inc.

201,444

606

*,^

Osiris Therapeutics, Inc.

43,210

596

*

Cadence Pharmaceuticals, Inc.

58,450

548

*,^

Clinical Data, Inc.

49,150

531

*

Cambrex Corp.

226,301

516

*

Nighthawk Radiology Holdings, Inc.

190,577

515

*

Zymogenetics, Inc.

113,762

454

*

Emeritus Corp.

59,145

388

*

Enzo Biochem, Inc.

91,585

368

*

MedCath Corp.

46,115

335

*

Life Sciences Research, Inc.

27,791

199

*

Idenix Pharmaceuticals Inc.

61,988

191

*

Sucampo Pharmaceuticals Inc.

19,459

119

 

185,852

Industrials (13.4%)

 

Lincoln Electric Holdings, Inc.

335,022

10,617

 

Hubbell Inc. Class B

382,881

10,322

 

Curtiss-Wright Corp.

351,884

9,870

 

Lennox International Inc.

368,073

9,739

 

Granite Construction Co.

254,465

9,537

 

Carlisle Co., Inc.

477,308

9,370

 

Kennametal, Inc.

571,889

9,270

 

The Timken Co.

641,951

8,962

 

Watson Wyatt & Co. Holdings

166,510

8,221

 

GATX Corp.

380,888

7,705

 

Regal-Beloit Corp.

245,638

7,526

 

Kaydon Corp.

267,940

7,323

 

 

 

*

Moog Inc.

302,793

6,925

 

Brady Corp. Class A

382,600

6,745

 

Watsco, Inc.

192,050

6,535

 

Con-way, Inc.

358,545

6,429

 

Briggs & Stratton Corp.

389,084

6,420

 

Crane Co.

374,391

6,320

 

Mueller Industries Inc.

290,646

6,304

 

Alexander & Baldwin, Inc.

323,475

6,156

 

The Brink's Co.

228,778

6,053

*

WESCO International, Inc.

328,217

5,947

 

ABM Industries Inc.

357,700

5,866

 

Otter Tail Corp.

262,932

5,798

 

Trinity Industries, Inc.

622,080

5,686

 

Skywest, Inc.

446,137

5,550

*

United Stationers, Inc.

184,212

5,173

 

Triumph Group, Inc.

130,084

4,969

 

EnergySolutions

552,487

4,779

 

Baldor Electric Co.

325,766

4,720

 

Belden Inc.

363,972

4,553

*

Insituform Technologies Inc. Class A

289,646

4,530

*

Mastec Inc.

371,462

4,491

 

Watts Water Technologies, Inc.

228,944

4,478

*

EMCOR Group, Inc.

256,067

4,397

*

BE Aerospace, Inc.

505,955

4,387

*

MPS Group, Inc.

722,977

4,302

*

General Cable Corp.

207,969

4,122

*

EnerSys

338,444

4,102

 

Oshkosh Truck Corp.

583,142

3,930

 

A.O. Smith Corp.

153,992

3,878

 

Deluxe Corp.

399,993

3,852

 

Barnes Group, Inc.

356,845

3,815

*

GrafTech International Ltd.

605,757

3,731

 

Ameron International Corp.

68,183

3,591

 

Arkansas Best Corp.

188,203

3,580

 

Simpson Manufacturing Co.

198,276

3,573

 

Werner Enterprises, Inc.

234,926

3,552

 

Universal Forest Products, Inc.

126,771

3,373

 

The Manitowoc Co., Inc.

1,018,906

3,332

 

Tredegar Corp.

198,798

3,246

 

HNI Corp.

312,111

3,246

*

Alaska Air Group, Inc.

183,969

3,232

 

Franklin Electric, Inc.

143,902

3,185

 

Mueller Water Products, Inc. Class A

902,765

2,979

 

Herman Miller, Inc.

273,212

2,912

 

G & K Services, Inc. Class A

148,409

2,806

*

EnPro Industries, Inc.

158,427

2,709

*

Perini Corp.

216,367

2,661

*

School Specialty, Inc.

146,964

2,585

 

 

 

 

Kaman Corp. Class A

199,069

2,496

 

Apogee Enterprises, Inc.

223,084

2,449

 

Steelcase Inc.

460,472

2,307

*

Ceradyne, Inc.

127,014

2,303

 

Knoll, Inc.

369,001

2,262

 

Quanex Building Products Corp.

294,834

2,241

*

USG Corp.

290,705

2,212

 

Viad Corp.

152,261

2,150

*

YRC Worldwide, Inc.

463,826

2,083

*

Griffon Corp.

270,306

2,027

 

Federal Signal Corp.

370,962

1,955

*

Interline Brands, Inc.

228,223

1,924

*

Argon ST, Inc.

101,395

1,923

*

AAR Corp.

151,332

1,898

 

Albany International Corp.

208,773

1,889

*

Colfax Corp.

274,547

1,886

 

Ennis, Inc.

201,754

1,788

*

Rush Enterprises, Inc. Class A

197,158

1,759

 

Armstrong Worldwide Industries, Inc.

156,163

1,719

 

Aircastle Ltd.

367,662

1,710

*

Korn/Ferry International

186,065

1,686

 

Genco Shipping and Trading Ltd.

136,240

1,681

 

Kelly Services, Inc. Class A

196,462

1,582

*

United Rentals, Inc.

375,216

1,580

*

Republic Airways Holdings Inc.

241,323

1,564

^

Eagle Bulk Shipping Inc.

366,651

1,558

 

American Woodmark Corp.

76,686

1,347

*

Northwest Pipe Co.

46,783

1,332

*

Force Protection, Inc.

266,854

1,281

 

Kimball International, Inc. Class B

188,409

1,236

 

NACCO Industries, Inc. Class A

44,355

1,206

 

Tennant Co.

128,390

1,203

 

Courier Corp.

78,965

1,198

 

Cascade Corp.

63,807

1,125

*

H&E Equipment Services, Inc.

163,301

1,070

*

First Advantage Corp. Class A

73,200

1,009

 

CDI Corp.

103,614

1,007

*

Consolidated Graphics, Inc.

78,200

995

 

Great Lakes Dredge & Dock Co.

319,278

961

*

Atlas Air Worldwide Holdings, Inc.

55,204

958

 

Pacer International, Inc.

271,594

951

 

TAL International Group, Inc.

127,516

933

*

Ladish Co., Inc.

124,680

905

 

Gibraltar Industries Inc.

188,516

890

 

Standex International Corp.

93,594

861

*

Spherion Corp.

403,399

839

*

Columbus McKinnon Corp.

91,598

799

*

TBS International Ltd.

102,259

752

 

 

 

*

Volt Information Sciences Inc.

111,037

738

*

Avis Budget Group, Inc.

789,891

719

 

Bowne & Co., Inc.

212,099

681

 

Horizon Lines Inc.

222,152

673

 

Schawk, Inc.

111,402

673

*

Pike Electric Corp.

71,488

661

*

Amerco, Inc.

18,666

626

 

Textainer Group Holdings Ltd.

92,147

622

 

Paragon Shipping, Inc.

157,843

551

*

Rush Enterprises, Inc. Class B

66,924

524

*

Plug Power, Inc.

587,925

511

*

Blount International, Inc.

110,020

508

*

Tecumseh Products Co. Class A

110,861

501

*

LECG Corp.

189,544

481

 

Macquarie Infrastructure Co. LLC

333,226

460

*

Cenveo Inc.

140,851

458

 

The Greenbrier Cos., Inc.

122,430

448

 

Ampco-Pittsburgh Corp.

33,634

446

*

Acco Brands Corp.

420,520

412

 

Lawson Products, Inc.

33,258

405

 

Universal Truckload Services, Inc.

24,769

355

 

The Standard Register Co.

75,368

345

*

NCI Building Systems, Inc.

152,746

339

 

American Railcar Industries, Inc.

41,092

314

 

Wabash National Corp.

239,831

295

*

Fushi Copperweld, Inc.

48,905

235

 

Sauer-Danfoss, Inc.

94,716

231

*

TriMas Corp.

127,113

222

*,^

Metalico, Inc.

111,316

189

*

Builders FirstSource, Inc.

91,226

184

 

Safe Bulkers, Inc.

54,475

172

*

Tecumseh Products Co. Class B

17,447

89

 

411,525

Information Technology (10.3%)

 

Seagate Technology

3,818,441

22,949

*

Compuware Corp.

1,928,136

12,706

*

IAC/InterActiveCorp

748,693

11,403

 

Diebold, Inc.

517,059

11,039

*

Skyworks Solutions, Inc.

1,290,426

10,401

*

3Com Corp.

3,177,736

9,819

*

Tech Data Corp.

394,887

8,601

*

CACI International, Inc.

233,883

8,534

*

Convergys Corp.

954,952

7,716

*

Cypress Semiconductor Corp.

1,132,232

7,665

*

Novell, Inc.

1,755,666

7,479

 

Broadridge Financial Solutions LLC

386,902

7,200

*

PMC Sierra Inc.

1,125,404

7,180

 

 

 

*

Integrated Device Technology Inc.

1,321,328

6,012

 

MAXIMUS, Inc.

143,432

5,717

*

Benchmark Electronics, Inc.

509,508

5,706

 

Take-Two Interactive Software, Inc.

606,931

5,068

*

MKS Instruments, Inc.

326,647

4,792

*

Vishay Intertechnology, Inc.

1,348,351

4,692

 

Plantronics, Inc.

382,776

4,620

 

Acxiom Corp.

580,183

4,293

*

Avocent Corp.

350,353

4,253

*

ON Semiconductor Corp.

1,068,257

4,166

*

Lawson Software, Inc.

955,103

4,059

*

ADC Telecommunications, Inc.

921,991

4,048

*

Tekelec

302,760

4,006

*

Electronics for Imaging, Inc.

403,157

3,951

*

QLogic Corp.

350,858

3,902

 

AVX Corp.

400,108

3,633

*

Fairchild Semiconductor International, Inc.

972,929

3,629

*

JDS Uniphase Corp.

1,094,261

3,556

*

Arris Group Inc.

480,292

3,540

*

Zoran Corp.

400,036

3,520

 

Black Box Corp.

137,222

3,240

*

Emulex Corp.

643,550

3,237

*

Mentor Graphics Corp.

723,664

3,213

*

Ariba, Inc.

339,973

2,968

*

SYNNEX Corp.

138,743

2,729

*

Checkpoint Systems, Inc.

302,823

2,716

 

United Online, Inc.

609,032

2,716

*

Progress Software Corp.

155,602

2,701

 

Fair Isaac, Inc.

189,605

2,668

*

JDA Software Group, Inc.

230,355

2,661

*

Avid Technology, Inc.

290,151

2,652

*

RF Micro Devices, Inc.

1,955,995

2,601

*

Adaptec, Inc.

953,955

2,290

*

Semtech Corp.

169,107

2,258

*

Loral Space and Communications Ltd.

95,229

2,034

*

Teradyne, Inc.

463,195

2,029

*

Ciena Corp.

247,002

1,922

 

Imation Corp.

250,759

1,918

*

Genpact, Ltd.

205,425

1,820

*

VeriFone Holdings, Inc.

264,213

1,797

*

ACI Worldwide, Inc.

95,449

1,790

*

Exar Corp.

284,713

1,777

*

Brightpoint, Inc.

413,224

1,769

*

Net 1 UEPS Technologies, Inc.

111,757

1,700

*

Diodes Inc.

156,333

1,659

*

Amkor Technology, Inc.

604,820

1,621

*

Applied Micro Circuits Corp.

331,011

1,609

*

FEI Co.

101,517

1,566

 

 

 

*

Unisys Corp.

2,826,568

1,498

*

Websense, Inc.

123,057

1,477

 

Electro Rent Corp.

151,930

1,465

*

Cogent Inc.

122,821

1,462

*

Ciber, Inc.

504,696

1,378

 

MTS Systems Corp.

59,532

1,354

*

Sanmina-SCI Corp.

4,147,530

1,265

*

Electro Scientific Industries, Inc.

210,871

1,248

*

infoGROUP, Inc.

266,113

1,107

*

Quantum Corp.

1,642,362

1,100

*

Insight Enterprises, Inc.

355,868

1,089

 

Methode Electronics, Inc. Class A

300,949

1,077

*

Internap Network Services Corp.

392,674

1,056

*

Littelfuse, Inc.

84,511

929

*

InfoSpace, Inc.

174,862

909

*

Echelon Corp.

111,110

899

*

ModusLink Global Solutions, Inc.

342,259

886

*

DSP Group Inc.

178,876

773

*

Harris Stratex Networks, Inc. Class A

199,276

767

 

Agilysys, Inc.

176,145

757

 

Gevity HR, Inc.

190,970

754

*

Entegris Inc.

875,494

753

 

Pegasystems Inc.

39,593

735

*

TTM Technologies, Inc.

116,604

676

*

ANADIGICS, Inc.

322,707

668

*

Perficient, Inc.

119,747

647

*

Powerwave Technologies, Inc.

1,016,470

604

*

Kenexa Corp.

104,927

566

 

Technitrol, Inc.

303,736

519

 

Renaissance Learning, Inc.

56,404

506

*

TNS Inc.

60,845

498

*

Hutchinson Technology, Inc.

177,496

461

*

Cogo Group, Inc.

67,800

453

*

UTStarcom, Inc.

540,699

422

*

Ness Technologies Inc.

138,537

409

*

Smart Modular Technologies Inc.

285,612

394

*

MRV Communications Inc.

1,232,186

382

*

Rudolph Technologies, Inc.

115,145

349

*

Terremark Worldwide, Inc.

113,736

306

 

Bel Fuse, Inc. Class B

22,476

302

*

Monotype Imaging Holdings Inc.

74,892

280

*

GSI Group, Inc.

291,175

277

*

Conexant Systems, Inc.

380,836

248

*

Magma Design Automation, Inc.

307,021

230

 

Bel Fuse, Inc. Class A

9,685

120

 

317,571

 

 

 

Materials (6.4%)

 

AptarGroup Inc.

528,167

16,447

 

Valspar Corp.

741,520

14,808

 

RPM International, Inc.

1,006,620

12,814

 

Packaging Corp. of America

800,785

10,426

 

Olin Corp.

601,445

8,583

 

Sensient Technologies Corp.

358,826

8,432

 

Scotts Miracle-Gro Co.

232,702

8,075

 

Rock-Tenn Co.

284,065

7,684

 

Ashland, Inc.

546,428

5,645

 

Cabot Corp.

510,518

5,366

 

Cytec Industries, Inc.

350,407

5,263

 

H.B. Fuller Co.

379,366

4,932

 

Minerals Technologies, Inc.

146,881

4,708

 

Carpenter Technology Corp.

328,178

4,634

*

OM Group, Inc.

238,446

4,607

 

Worthington Industries, Inc.

524,013

4,564

 

Temple-Inland Inc.

834,025

4,479

 

Huntsman Corp.

1,283,655

4,018

 

Royal Gold, Inc.

83,735

3,915

 

Silgan Holdings, Inc.

72,853

3,828

 

Arch Chemicals, Inc.

194,446

3,687

*

Domtar Corp.

3,849,834

3,657

 

Schnitzer Steel Industries, Inc. Class A

110,018

3,453

*

Rockwood Holdings, Inc.

347,705

2,761

 

Kaiser Aluminum Corp.

117,614

2,719

 

A. Schulman Inc.

184,011

2,493

*

Coeur d'Alene Mines Corp.

2,521,870

2,371

 

Westlake Chemical Corp.

153,993

2,253

 

Glatfelter

355,070

2,216

 

Schweitzer-Mauduit International, Inc.

114,524

2,114

*

RTI International Metals, Inc.

179,764

2,103

 

Wausau Paper Corp.

362,576

1,907

 

Louisiana-Pacific Corp.

808,549

1,803

*

PolyOne Corp.

689,352

1,592

 

Innophos Holdings Inc.

140,049

1,580

*

Horsehead Holding Corp.

275,430

1,515

*

Brush Engineered Materials Inc.

103,095

1,430

 

American Vanguard Corp.

102,529

1,323

 

A.M. Castle & Co.

132,390

1,181

 

Koppers Holdings, Inc.

79,906

1,160

 

Deltic Timber Corp.

28,766

1,134

 

Olympic Steel, Inc.

72,096

1,094

*

Haynes International, Inc.

60,904

1,085

*

Headwaters Inc.

329,846

1,036

*

Century Aluminum Co.

371,276

783

 

NL Industries, Inc.

75,795

758

*

Clearwater Paper Corp.

88,302

709

 

 

 

 

Innospec, Inc.

183,955

693

 

Myers Industries, Inc.

109,007

669

*

Buckeye Technology, Inc.

305,498

651

 

Spartech Corp.

241,734

595

*

Graphic Packaging Holding Co.

609,572

530

 

Ferro Corp.

339,699

486

 

Neenah Paper Inc.

114,030

414

*,^

General Moly, Inc.

211,672

224

*,^

AbitibiBowater, Inc.

381,968

210

 

Georgia Gulf Corp.

252,649

179

 

197,796

Telecommunication Services (0.7%)

 

NTELOS Holdings Corp.

247,664

4,493

*

Cincinnati Bell Inc.

1,804,343

4,150

 

Iowa Telecommunications Services Inc.

250,261

2,868

 

Alaska Communications Systems Holdings, Inc.

341,163

2,286

 

Consolidated Communications Holdings, Inc.

184,344

1,892

 

USA Mobility, Inc.

181,679

1,673

 

Atlantic Tele-Network, Inc.

77,213

1,481

*

Premiere Global Services, Inc.

160,447

1,415

*

General Communication, Inc.

175,787

1,174

 

SureWest Communications

103,882

810

 

FairPoint Communications, Inc.

692,139

540

 

22,782

Utilities (9.3%)

 

OGE Energy Corp.

725,800

17,288

 

Atmos Energy Corp.

712,963

16,484

 

AGL Resources Inc.

600,582

15,933

 

Westar Energy, Inc.

847,110

14,850

 

Piedmont Natural Gas, Inc.

573,140

14,839

 

WGL Holdings Inc.

391,078

12,827

 

Vectren Corp.

601,898

12,694

 

Great Plains Energy, Inc.

930,482

12,534

 

Nicor Inc.

353,517

11,747

 

New Jersey Resources Corp.

329,575

11,199

 

Cleco Corp.

471,230

10,221

 

Portland General Electric Co.

574,858

10,112

 

Hawaiian Electric Industries Inc.

705,373

9,692

 

Northwest Natural Gas Co.

207,203

8,997

 

IDACORP, Inc.

356,533

8,329

 

South Jersey Industries, Inc.

232,634

8,142

 

UniSource Energy Corp.

277,910

7,834

 

Southwest Gas Corp.

343,597

7,240

 

California Water Service Group

154,062

6,449

 

The Laclede Group, Inc.

164,395

6,408

 

NorthWestern Corp.

281,089

6,038

 

Avista Corp.

426,146

5,872

 

CH Energy Group, Inc.

123,551

5,794

 

 

 

 

ALLETE, Inc.

210,466

5,617

 

PNM Resources Inc.

677,246

5,594

 

MGE Energy, Inc.

174,723

5,481

 

Black Hills Corp.

300,773

5,381

*

El Paso Electric Co.

350,742

4,942

 

American States Water Co.

135,512

4,922

 

UIL Holdings Corp.

187,991

4,196

 

Empire District Electric Co.

265,750

3,837

 

SJW Corp.

107,900

2,744

 

284,237

Total Common Stocks (Cost $5,116,536)

3,061,872

 

Coupon

 

Shares

Market
Value
($000)

Temporary Cash Investments (1.9%)1

Money Market Fund (1.9%)

2,3

Vanguard Market Liquidity Fund

0.440%

 

58,243,202

58,243

 

 

Coupon

Maturity
Date

Face
Amount ($000)

Market
Value
($000)

U.S. Government and Agency Obligations (0.0%)

4,5

Federal National Mortgage Assn.

0.541%

7/30/09

1,000

999

Total Temporary Cash Investments (Cost $59,242)

59,242

Total Investments (101.5%) (Cost $5,175,778)

3,121,114

Other Assets and Liabilities-Net (-1.5%)3

(46,438)

Net Assets (100%)

3,074,676

 

*

Non-income-producing security.

^

Part of security position is on loan to broker-dealers. The total value of securities on loan is $35,899,000.

1

The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund's effective common stock and temporary cash investment positions represent 100.0% and 1.5%, respectively, of net assets.

2

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

3

Includes $41,126,000 of collateral received for securities on loan.

4

Securities with a value of $999,000 have been segregated as initial margin for open futures contracts.

5

The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the U.S. government.

 

REIT—Real Estate Investment Trust.

 

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 March 31, 2009, the cost of investment securities for tax purposes was $5,175,778,000. Net unrealized depreciation of investment securities for tax purposes was $2,054,664,000, consisting of unrealized gains of $103,509,000 on securities that had risen in value since their purchase and $2,158,173,000 in unrealized losses on securities that had fallen in value since their purchase.

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

Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized futures gains (losses).

At March 31, 2009, the aggregate settlement value of open futures contracts expiring in June 2009 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

280

11,796

143

 

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 March 31, 2009, based on the inputs used to value them:

Valuation Inputs

Investments in Securities ($000)

Futures Contracts ($000)

Level 1- Quoted prices

3,120,115

 

143

 

Level 2- Other significant observable inputs

999

 

-

 

Level 3- Significant unobservable inputs

-

 

-

 

Total

3,121,114

 

143

 

 

 

 

 

 

 


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: May 18, 2009

 

 

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: May 18, 2009

 

 

 

 

VANGUARD INDEX FUNDS

 

 

By:

/s/ THOMAS J. HIGGINS*

 

THOMAS J. HIGGINS

 

CHIEF FINANCIAL OFFICER

 

 

Date: May 18, 2009

 

 

* By: /s/ Heidi Stam

 

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