N-Q 1 institutionalindex_final.htm VANGUARD INSTITUTIONAL INDEX institutionalindex_final.htm - Generated by SEC Publisher for SEC Filing

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

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

Investment Company Act file number: 811-06093

Name of Registrant: Vanguard Institutional Index Funds

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

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

Date of fiscal year end: December 31

Date of reporting period: September 30, 2012

Item 1: Schedule of Investments

 

Vanguard Institutional Index Fund    
 
 
 
Schedule of Investments    
As of September 30, 2012    
 
      Market
      Value
    Shares ($000)
Common Stocks (99.6%)1    
Consumer Discretionary (11.0%)    
  Walt Disney Co. 16,221,273 848,048
  McDonald's Corp. 9,116,771 836,464
  Comcast Corp. Class A 23,346,458 835,103
* Amazon.com Inc. 3,269,541 831,510
  Home Depot Inc. 13,628,159 822,732
  News Corp. Class A 18,405,525 451,488
  Time Warner Inc. 8,578,674 388,871
  Target Corp. 5,920,382 375,767
  Starbucks Corp. 6,870,692 348,688
  Ford Motor Co. 34,480,009 339,973
  NIKE Inc. Class B 3,323,579 315,441
  Lowe's Cos. Inc. 10,311,132 311,809
  TJX Cos. Inc. 6,654,522 298,056
* DIRECTV 5,676,004 297,763
* priceline.com Inc. 450,431 278,695
  Yum! Brands Inc. 4,121,033 273,389
  Time Warner Cable Inc. 2,769,607 263,279
  Viacom Inc. Class B 4,279,811 229,355
  CBS Corp. Class B 5,380,964 195,490
  Johnson Controls Inc. 6,182,514 169,401
  Carnival Corp. 4,042,354 147,303
  Coach Inc. 2,578,050 144,422
  McGraw-Hill Cos. Inc. 2,532,965 138,275
  Macy's Inc. 3,638,768 136,891
* Discovery Communications Inc. Class A 2,234,183 133,224
* Bed Bath & Beyond Inc. 2,098,603 132,212
  Ross Stores Inc. 2,024,231 130,765
  VF Corp. 794,725 126,647
* AutoZone Inc. 338,392 125,093
  Omnicom Group Inc. 2,401,151 123,803
  Mattel Inc. 3,081,823 109,343
  Limited Brands Inc. 2,156,440 106,226
  Starwood Hotels & Resorts Worldwide Inc. 1,776,008 102,937
* Dollar Tree Inc. 2,082,057 100,511
  Kohl's Corp. 1,950,224 99,891
  Gap Inc. 2,695,422 96,442
* Chipotle Mexican Grill Inc. Class A 286,391 90,941
* O'Reilly Automotive Inc. 1,074,612 89,859
  Marriott International Inc. Class A 2,275,776 88,983
  Harley-Davidson Inc. 2,060,084 87,286
  Genuine Parts Co. 1,401,990 85,563
  Ralph Lauren Corp. Class A 551,990 83,477
  Wynn Resorts Ltd. 717,811 82,864
  Nordstrom Inc. 1,380,729 76,189
* BorgWarner Inc. 1,034,459 71,492
  Staples Inc. 6,168,083 71,056
  Wyndham Worldwide Corp. 1,285,236 67,449
  Tiffany & Co. 1,075,988 66,582
  Darden Restaurants Inc. 1,159,068 64,618

 

 
* CarMax Inc. 2,064,012 58,412
  Family Dollar Stores Inc. 876,671 58,123
  Whirlpool Corp. 700,889 58,111
  DR Horton Inc. 2,510,778 51,823
^ Lennar Corp. Class A 1,471,605 51,168
  Newell Rubbermaid Inc. 2,610,296 49,831
  Expedia Inc. 846,498 48,961
  Scripps Networks Interactive Inc. Class A 781,056 47,824
* PulteGroup Inc. 3,052,259 47,310
  Interpublic Group of Cos. Inc. 3,950,828 43,933
  H&R Block Inc. 2,455,793 42,559
* Fossil Inc. 494,894 41,918
  Best Buy Co. Inc. 2,411,346 41,451
  Hasbro Inc. 1,050,862 40,111
  Gannett Co. Inc. 2,096,013 37,204
* Urban Outfitters Inc. 989,504 37,166
* TripAdvisor Inc. 993,742 32,724
  Leggett & Platt Inc. 1,274,743 31,932
  International Game Technology 2,421,710 31,700
  JC Penney Co. Inc. 1,291,057 31,360
  Cablevision Systems Corp. Class A 1,956,437 31,010
  Comcast Corp. 844,535 29,390
  Harman International Industries Inc. 608,891 28,106
*,^ Netflix Inc. 503,531 27,412
* Goodyear Tire & Rubber Co. 2,218,892 27,048
* Apollo Group Inc. Class A 914,936 26,579
  Abercrombie & Fitch Co. 748,672 25,395
^ GameStop Corp. Class A 1,118,984 23,499
* Big Lots Inc. 539,995 15,973
* AutoNation Inc. 350,081 15,288
  Washington Post Co. Class B 41,164 14,944
      12,839,931
Consumer Staples (10.8%)    
  Procter & Gamble Co. 24,900,463 1,727,096
  Philip Morris International Inc. 15,239,952 1,370,681
  Coca-Cola Co. 35,002,159 1,327,632
  Wal-Mart Stores Inc. 15,194,726 1,121,371
  PepsiCo Inc. 14,069,602 995,706
  Kraft Foods Inc. 16,043,735 663,408
  Altria Group Inc. 18,377,912 613,639
  CVS Caremark Corp. 11,501,625 556,909
  Colgate-Palmolive Co. 4,029,501 432,043
  Costco Wholesale Corp. 3,908,520 391,341
  Kimberly-Clark Corp. 3,569,868 306,223
  Walgreen Co. 7,748,320 282,349
  General Mills Inc. 5,860,638 233,546
  Sysco Corp. 5,302,874 165,821
  HJ Heinz Co. 2,894,898 161,970
  Archer-Daniels-Midland Co. 5,953,933 161,828
  Whole Foods Market Inc. 1,552,486 151,212
  Lorillard Inc. 1,180,696 137,492
  Mead Johnson Nutrition Co. 1,841,941 134,977
  Estee Lauder Cos. Inc. Class A 2,170,103 133,613
  Reynolds American Inc. 2,964,717 128,491
  Kroger Co. 4,923,798 115,906
  Kellogg Co. 2,231,289 115,268
  ConAgra Foods Inc. 3,670,747 101,276

 

 

Hershey Co. 1,370,797 97,176
Brown-Forman Corp. Class B 1,368,925 89,322
JM Smucker Co. 989,405 85,415
Dr Pepper Snapple Group Inc. 1,903,268 84,753
Clorox Co. 1,171,555 84,411
Beam Inc. 1,431,532 82,370
Coca-Cola Enterprises Inc. 2,502,287 78,247
* Monster Beverage Corp. 1,387,453 75,144
McCormick & Co. Inc. 1,198,884 74,379
Molson Coors Brewing Co. Class B 1,406,549 63,365
Avon Products Inc. 3,905,435 62,292
Campbell Soup Co. 1,628,028 56,688
* Constellation Brands Inc. Class A 1,330,392 43,038
Tyson Foods Inc. Class A 2,616,953 41,924
Hormel Foods Corp. 1,215,525 35,542
^ Safeway Inc. 2,171,429 34,938
* Dean Foods Co. 1,675,858 27,400
    12,646,202
Energy (11.2%)    
Exxon Mobil Corp. 41,731,212 3,816,319
Chevron Corp. 17,738,980 2,067,656
Schlumberger Ltd. 11,997,039 867,746
Occidental Petroleum Corp. 7,322,310 630,158
ConocoPhillips 10,980,157 627,845
Anadarko Petroleum Corp. 4,517,221 315,844
National Oilwell Varco Inc. 3,855,004 308,824
Apache Corp. 3,536,728 305,821
Halliburton Co. 8,387,173 282,564
EOG Resources Inc. 2,441,057 273,520
Phillips 66 5,667,519 262,803
Devon Energy Corp. 3,400,718 205,744
Williams Cos. Inc. 5,663,307 198,046
Marathon Oil Corp. 6,373,296 188,458
Kinder Morgan Inc. 5,157,032 183,178
Baker Hughes Inc. 3,973,631 179,727
Spectra Energy Corp. 5,901,977 173,282
Marathon Petroleum Corp. 3,058,187 166,946
Valero Energy Corp. 4,986,498 157,972
Noble Energy Inc. 1,607,513 149,033
Hess Corp. 2,685,863 144,285
* Cameron International Corp. 2,226,287 124,828
Pioneer Natural Resources Co. 1,112,149 116,108
Ensco plc Class A 2,097,519 114,441
* Southwestern Energy Co. 3,147,313 109,464
Range Resources Corp. 1,468,801 102,625
* FMC Technologies Inc. 2,154,842 99,769
Murphy Oil Corp. 1,668,169 89,564
Chesapeake Energy Corp. 4,691,615 88,531
Cabot Oil & Gas Corp. 1,898,151 85,227
Noble Corp. 2,283,323 81,697
EQT Corp. 1,352,187 79,779
CONSOL Energy Inc. 2,057,484 61,827
* Denbury Resources Inc. 3,535,891 57,140
Peabody Energy Corp. 2,430,624 54,179
Tesoro Corp. 1,263,530 52,942
QEP Resources Inc. 1,606,702 50,868
Helmerich & Payne Inc. 955,291 45,481

 

 

Diamond Offshore Drilling Inc. 628,237 41,344
* Newfield Exploration Co. 1,223,879 38,332
Sunoco Inc. 818,272 38,320
* Rowan Cos. plc Class A 1,126,097 38,028
* Nabors Industries Ltd. 2,632,798 36,938
* WPX Energy Inc. 1,804,570 29,938
* Alpha Natural Resources Inc. 1,904,667 12,514
    13,155,655
Financials (14.5%)    
Wells Fargo & Co. 44,411,540 1,533,530
JPMorgan Chase & Co. 34,343,188 1,390,212
* Berkshire Hathaway Inc. Class B 15,440,455 1,361,848
Citigroup Inc. 26,511,398 867,453
Bank of America Corp. 97,430,034 860,307
US Bancorp 17,134,456 587,712
American Express Co. 8,916,391 506,986
Goldman Sachs Group Inc. 4,074,100 463,144
Simon Property Group Inc. 2,742,211 416,295
* American International Group Inc. 10,543,382 345,718
MetLife Inc. 9,603,170 330,925
PNC Financial Services Group Inc. 4,785,992 301,996
Capital One Financial Corp. 5,252,353 299,437
American Tower Corporation 3,572,264 255,024
Bank of New York Mellon Corp. 10,679,192 241,563
Travelers Cos. Inc. 3,483,682 237,796
ACE Ltd. 3,065,416 231,745
Prudential Financial Inc. 4,212,716 229,635
BB&T Corp. 6,320,267 209,580
Morgan Stanley 12,501,246 209,271
BlackRock Inc. 1,156,582 206,219
Aflac Inc. 4,233,260 202,688
Discover Financial Services 4,654,826 184,936
Chubb Corp. 2,403,251 183,320
State Street Corp. 4,331,167 181,736
Public Storage 1,302,814 181,313
Allstate Corp. 4,383,700 173,638
HCP Inc. 3,882,925 172,713
Marsh & McLennan Cos. Inc. 4,919,494 166,918
Ventas Inc. 2,670,134 166,216
CME Group Inc. 2,765,414 158,458
Equity Residential 2,721,164 156,549
Franklin Resources Inc. 1,249,194 156,237
Aon plc 2,914,501 152,399
Boston Properties Inc. 1,362,836 150,743
Prologis Inc. 4,164,461 145,881
T. Rowe Price Group Inc. 2,294,641 145,251
SunTrust Banks Inc. 4,867,868 137,615
Health Care REIT Inc. 2,301,197 132,894
Fifth Third Bancorp 8,306,844 128,839
Weyerhaeuser Co. 4,861,324 127,075
Charles Schwab Corp. 9,905,302 126,689
Vornado Realty Trust 1,528,506 123,885
AvalonBay Communities Inc. 875,996 119,127
Loews Corp. 2,825,112 116,564
Ameriprise Financial Inc. 1,904,923 107,990
Progressive Corp. 5,066,043 105,070
Host Hotels & Resorts Inc. 6,531,955 104,838

 

 

M&T Bank Corp. 1,087,948 103,529
* Berkshire Hathaway Inc. Class A 759 100,719
Invesco Ltd. 4,024,673 100,577
Regions Financial Corp. 12,775,981 92,115
Northern Trust Corp. 1,978,472 91,831
* IntercontinentalExchange Inc. 657,681 87,741
Moody's Corp. 1,748,190 77,218
Hartford Financial Services Group Inc. 3,939,375 76,581
Kimco Realty Corp. 3,678,577 74,565
KeyCorp 8,528,170 74,536
Principal Financial Group Inc. 2,507,520 67,553
SLM Corp. 4,242,995 66,700
XL Group plc Class A 2,763,306 66,402
Plum Creek Timber Co. Inc. 1,459,941 64,004
Lincoln National Corp. 2,523,381 61,041
NYSE Euronext 2,223,510 54,810
Comerica Inc. 1,748,879 54,303
Huntington Bancshares Inc. 7,758,850 53,536
* CBRE Group Inc. Class A 2,729,241 50,245
Cincinnati Financial Corp. 1,322,065 50,093
Unum Group 2,532,014 48,665
Torchmark Corp. 862,197 44,274
Leucadia National Corp. 1,796,206 40,864
People's United Financial Inc. 3,181,093 38,618
Zions Bancorporation 1,669,645 34,487
Hudson City Bancorp Inc. 4,309,383 34,303
Apartment Investment & Management Co. Class A 1,319,625 34,297
Assurant Inc. 735,208 27,423
Legg Mason Inc. 1,089,717 26,894
NASDAQ OMX Group Inc. 1,074,284 25,025
* Genworth Financial Inc. Class A 4,457,383 23,312
First Horizon National Corp. 2,256,600 21,731
* E*TRADE Financial Corp. 2,328,074 20,510
Federated Investors Inc. Class B 849,677 17,580
    17,002,060
Health Care (12.0%)    
Johnson & Johnson 24,925,454 1,717,613
Pfizer Inc. 67,529,073 1,678,098
Merck & Co. Inc. 27,534,442 1,241,803
Abbott Laboratories 14,187,744 972,712
Amgen Inc. 6,968,165 587,556
UnitedHealth Group Inc. 9,336,178 517,318
Bristol-Myers Squibb Co. 15,179,225 512,299
* Express Scripts Holding Co. 7,329,583 459,345
* Gilead Sciences Inc. 6,839,669 453,675
Eli Lilly & Co. 9,231,815 437,680
Medtronic Inc. 9,222,444 397,672
* Biogen Idec Inc. 2,136,639 318,851
Baxter International Inc. 4,947,112 298,113
* Celgene Corp. 3,900,149 297,971
Covidien plc 4,340,198 257,895
Allergan Inc. 2,780,170 254,608
* Alexion Pharmaceuticals Inc. 1,745,266 199,658
Thermo Fisher Scientific Inc. 3,304,657 194,413
McKesson Corp. 2,133,535 183,548
* Intuitive Surgical Inc. 361,000 178,922
WellPoint Inc. 2,939,707 170,532

 

 

Stryker Corp. 2,613,797 145,484
Becton Dickinson and Co. 1,803,934 141,717
Cigna Corp. 2,606,702 122,958
Agilent Technologies Inc. 3,149,826 121,111
Cardinal Health Inc. 3,083,277 120,155
Aetna Inc. 3,021,092 119,635
St. Jude Medical Inc. 2,838,232 119,575
* Edwards Lifesciences Corp. 1,046,023 112,312
Zimmer Holdings Inc. 1,579,120 106,780
Humana Inc. 1,461,779 102,544
* Cerner Corp. 1,315,268 101,815
* Watson Pharmaceuticals Inc. 1,153,786 98,256
Perrigo Co. 794,473 92,294
Quest Diagnostics Inc. 1,434,965 91,020
* Mylan Inc. 3,668,984 89,523
AmerisourceBergen Corp. Class A 2,274,667 88,052
* Laboratory Corp. of America Holdings 866,857 80,158
* DaVita Inc. 769,602 79,739
* Life Technologies Corp. 1,584,459 77,448
* Forest Laboratories Inc. 2,113,479 75,261
CR Bard Inc. 704,637 73,740
* Boston Scientific Corp. 12,826,503 73,624
* Waters Corp. 792,498 66,039
* Varian Medical Systems Inc. 1,000,685 60,361
* CareFusion Corp. 2,005,768 56,944
Coventry Health Care Inc. 1,209,749 50,434
* Hospira Inc. 1,492,341 48,979
DENTSPLY International Inc. 1,281,517 48,877
PerkinElmer Inc. 1,034,237 30,479
Patterson Cos. Inc. 770,312 26,376
* Tenet Healthcare Corp. 3,778,377 23,690
    13,975,662
Industrials (9.8%)    
General Electric Co. 95,459,027 2,167,874
United Technologies Corp. 7,583,597 593,720
3M Co. 5,749,840 531,400
Union Pacific Corp. 4,281,659 508,233
Caterpillar Inc. 5,905,850 508,139
United Parcel Service Inc. Class B 6,498,528 465,100
Boeing Co. 6,116,886 425,858
Honeywell International Inc. 7,056,652 421,635
Emerson Electric Co. 6,575,273 317,388
Deere & Co. 3,540,750 292,076
Danaher Corp. 5,280,375 291,213
Tyco International Ltd. 4,157,308 233,890
Illinois Tool Works Inc. 3,899,105 231,880
Lockheed Martin Corp. 2,434,158 227,302
FedEx Corp. 2,639,874 223,386
Precision Castparts Corp. 1,313,959 214,622
General Dynamics Corp. 2,997,749 198,211
CSX Corp. 9,401,667 195,085
Norfolk Southern Corp. 2,888,429 183,791
Raytheon Co. 3,001,462 171,564
Northrop Grumman Corp. 2,234,773 148,456
Cummins Inc. 1,600,777 147,608
Eaton Corp. 3,051,842 144,230
PACCAR Inc. 3,195,597 127,904

 

 

Waste Management Inc. 3,939,075 126,365
Ingersoll-Rand plc 2,591,421 116,147
Stanley Black & Decker Inc. 1,519,862 115,889
Parker Hannifin Corp. 1,350,884 112,907
WW Grainger Inc. 541,801 112,895
Cooper Industries plc 1,445,133 108,472
Fastenal Co. 2,436,149 104,730
Dover Corp. 1,652,470 98,305
Roper Industries Inc. 884,094 97,153
Rockwell Automation Inc. 1,275,860 88,736
C.H. Robinson Worldwide Inc. 1,459,632 85,461
Fluor Corp. 1,509,227 84,939
Republic Services Inc. Class A 2,707,444 74,482
* Stericycle Inc. 774,211 70,082
Expeditors International of Washington Inc. 1,903,079 69,196
Rockwell Collins Inc. 1,284,872 68,921
Pall Corp. 1,050,289 66,683
Textron Inc. 2,539,365 66,455
L-3 Communications Holdings Inc. 872,688 62,580
Flowserve Corp. 462,100 59,029
Southwest Airlines Co. 6,716,506 58,904
Joy Global Inc. 956,920 53,645
Equifax Inc. 1,083,351 50,462
Masco Corp. 3,227,591 48,575
* Quanta Services Inc. 1,926,308 47,580
* Jacobs Engineering Group Inc. 1,172,628 47,409
Iron Mountain Inc. 1,365,102 46,564
Xylem Inc. 1,677,805 42,197
Cintas Corp. 975,013 40,414
Snap-on Inc. 527,319 37,898
Robert Half International Inc. 1,285,691 34,238
Dun & Bradstreet Corp. 407,017 32,407
Avery Dennison Corp. 919,832 29,269
^ Pitney Bowes Inc. 1,819,169 25,141
* Pentair Inc. 547,246 24,358
Ryder System Inc. 463,601 18,108
^ RR Donnelley & Sons Co. 1,634,767 17,329
Pentair Ltd. 232,971 10,370
    11,424,860
Information Technology (20.0%)    
Apple Inc. 8,474,805 5,654,898
Microsoft Corp. 68,212,395 2,031,365
International Business Machines Corp. 9,711,561 2,014,663
* Google Inc. Class A 2,394,836 1,806,904
Oracle Corp. 34,429,874 1,084,197
Intel Corp. 45,230,134 1,025,819
QUALCOMM Inc. 15,399,321 962,304
Cisco Systems Inc. 47,825,281 912,985
Visa Inc. Class A 4,725,211 634,501
* EMC Corp. 18,973,478 517,407
* eBay Inc. 10,485,149 507,586
Mastercard Inc. Class A 970,275 438,060
Accenture plc Class A 5,738,814 401,889
Hewlett-Packard Co. 17,774,803 303,238
Texas Instruments Inc. 10,285,715 283,371
Automatic Data Processing Inc. 4,380,032 256,933
* Cognizant Technology Solutions Corp. Class A 2,699,021 188,716

 

 

  Corning Inc. 13,460,900 177,011
* Salesforce.com Inc. 1,156,049 176,517
  Broadcom Corp. Class A 4,649,053 160,764
* Yahoo! Inc. 9,423,811 150,545
  Intuit Inc. 2,495,467 146,933
* Adobe Systems Inc. 4,445,489 144,301
  TE Connectivity Ltd. 3,867,327 131,528
  Motorola Solutions Inc. 2,588,178 130,832
  Dell Inc. 13,171,783 129,874
* Citrix Systems Inc. 1,690,068 129,408
  Applied Materials Inc. 11,186,740 124,900
* Teradata Corp. 1,524,068 114,930
* Symantec Corp. 6,354,534 114,382
* NetApp Inc. 3,284,214 107,985
  Analog Devices Inc. 2,701,970 105,890
* Red Hat Inc. 1,744,792 99,348
  Western Union Co. 5,445,382 99,215
  Seagate Technology plc 3,196,086 99,079
  Altera Corp. 2,891,964 98,283
  Paychex Inc. 2,918,409 97,154
* SanDisk Corp. 2,183,404 94,825
* Fiserv Inc. 1,226,340 90,786
  Xerox Corp. 11,816,441 86,733
  Amphenol Corp. Class A 1,455,145 85,679
* Juniper Networks Inc. 4,759,988 81,443
  CA Inc. 3,095,083 79,745
  Xilinx Inc. 2,369,803 79,175
  Western Digital Corp. 2,011,565 77,908
* F5 Networks Inc. 714,302 74,787
* NVIDIA Corp. 5,599,621 74,699
  KLA-Tencor Corp. 1,505,113 71,801
  Fidelity National Information Services Inc. 2,263,555 70,668
* VeriSign Inc. 1,413,611 68,829
* Autodesk Inc. 2,050,884 68,438
  Linear Technology Corp. 2,081,379 66,292
* Akamai Technologies Inc. 1,602,638 61,317
  Microchip Technology Inc. 1,750,662 57,317
* Micron Technology Inc. 9,197,283 55,046
* BMC Software Inc. 1,326,003 55,016
  Harris Corp. 1,023,485 52,423
* Lam Research Corp. 1,647,728 52,373
  Computer Sciences Corp. 1,403,870 45,219
* Electronic Arts Inc. 2,886,708 36,632
* LSI Corp. 5,055,006 34,930
  Total System Services Inc. 1,466,439 34,755
  Molex Inc. 1,248,441 32,809
  Jabil Circuit Inc. 1,695,374 31,737
  SAIC Inc. 2,572,408 30,972
  FLIR Systems Inc. 1,369,402 27,354
* JDS Uniphase Corp. 2,102,651 26,041
* Teradyne Inc. 1,700,815 24,186
* Advanced Micro Devices Inc. 5,452,766 18,376
*,^ First Solar Inc. 544,110 12,049
  Lexmark International Inc. Class A 73,259 1,630
      23,425,705
Materials (3.5%)    
  Monsanto Co. 4,818,059 438,540

 

 

EI du Pont de Nemours & Co. 8,410,931 422,817
Freeport-McMoRan Copper & Gold Inc. 8,581,545 339,658
Dow Chemical Co. 10,831,305 313,675
Praxair Inc. 2,695,511 280,010
Newmont Mining Corp. 4,485,373 251,226
PPG Industries Inc. 1,380,269 158,510
LyondellBasell Industries NV Class A 3,066,518 158,416
Air Products & Chemicals Inc. 1,913,833 158,274
Ecolab Inc. 2,379,852 154,238
Mosaic Co. 2,500,040 144,027
International Paper Co. 3,953,407 143,588
CF Industries Holdings Inc. 566,763 125,957
Sherwin-Williams Co. 769,989 114,659
Nucor Corp. 2,869,712 109,795
Alcoa Inc. 9,644,167 85,351
Eastman Chemical Co. 1,382,215 78,800
Sigma-Aldrich Corp. 1,091,507 78,556
FMC Corp. 1,241,185 68,737
Ball Corp. 1,401,044 59,278
Vulcan Materials Co. 1,169,532 55,319
Airgas Inc. 626,677 51,576
Cliffs Natural Resources Inc. 1,287,854 50,394
MeadWestvaco Corp. 1,569,090 48,014
International Flavors & Fragrances Inc. 736,355 43,872
Allegheny Technologies Inc. 971,784 31,000
Bemis Co. Inc. 936,397 29,468
* Owens-Illinois Inc. 1,496,614 28,076
United States Steel Corp. 1,308,128 24,946
Sealed Air Corp. 1,584,265 24,493
Titanium Metals Corp. 666,523 8,551
    4,079,821
Telecommunication Services (3.3%)    
AT&T Inc. 52,155,626 1,966,267
Verizon Communications Inc. 25,755,596 1,173,682
CenturyLink Inc. 5,628,902 227,408
* Crown Castle International Corp. 2,649,074 169,806
* Sprint Nextel Corp. 27,123,412 149,721
^ Windstream Corp. 5,314,698 53,732
^ Frontier Communications Corp. 9,024,952 44,222
* MetroPCS Communications Inc. 2,866,686 33,569
    3,818,407
Utilities (3.5%)    
Duke Energy Corp. 6,365,611 412,492
Southern Co. 7,908,492 364,502
Exelon Corp. 7,716,515 274,554
Dominion Resources Inc. 5,183,233 274,400
NextEra Energy Inc. 3,821,816 268,788
American Electric Power Co. Inc. 4,383,530 192,612
FirstEnergy Corp. 3,780,694 166,729
PG&E Corp. 3,855,186 164,501
Consolidated Edison Inc. 2,647,683 158,570
PPL Corp. 5,249,828 152,507
Public Service Enterprise Group Inc. 4,573,578 147,178
Edison International 2,945,250 134,568
Sempra Energy 2,031,947 131,040
Xcel Energy Inc. 4,407,405 122,129

 

 

Entergy Corp.     1,602,882 111,080
Northeast Utilities     2,836,687 108,446
DTE Energy Co.     1,552,586 93,062
ONEOK Inc.     1,853,522 89,544
CenterPoint Energy Inc.     3,863,268 82,288
Wisconsin Energy Corp.     2,083,061 78,469
Ameren Corp.     2,193,197 71,652
NiSource Inc.     2,575,240 65,617
* AES Corp.     5,611,739 61,561
SCANA Corp.     1,186,708 57,282
CMS Energy Corp.     2,395,119 56,405
Pinnacle West Capital Corp.     990,069 52,276
NRG Energy Inc.     2,059,341 44,049
AGL Resources Inc.     1,062,082 43,450
Pepco Holdings Inc.     2,075,251 39,222
Integrys Energy Group Inc.     706,409 36,875
TECO Energy Inc.     1,845,781 32,744
        4,088,592
Total Common Stocks (Cost $95,818,148)       116,456,895
  Coupon      
Temporary Cash Investments (0.1%)1        
Money Market Fund (0.1%)        
2,3 Vanguard Market Liquidity Fund 0.163%   81,898,201 81,898
 
      Face  
    Maturity Amount  
    Date ($000)  
U.S. Government and Agency Obligations (0.0%)        
4,5 Federal Home Loan Bank Discount Notes 0.125% 11/14/12 35,000 34,994
Total Temporary Cash Investments (Cost $116,893)       116,892
Total Investments (99.7%) (Cost $95,935,041)       116,573,787
Other Assets and Liabilities-Net (0.3%)3       298,756
Net Assets (100%)       116,872,543

 

* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $74,790,000.
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 -0.3%, 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 $81,898,000 of collateral received for securities on loan.
4 Securities with a value of $34,994,000 have been segregated as initial margin for open futures contracts.
5 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
REIT—Real Estate Investment Trust.

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

 

Institutional Index Fund

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

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

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

The following table summarizes the market value of the fund's investments as of September 30, 2012, based on the inputs used to value them:
  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 116,456,895 — —
Temporary Cash Investments 81,898 34,994 —
Futures Contracts—Assets1 483 — —
Futures Contracts—Liabilities1 (2,845) — —
Total 116,536,431 34,994 —
1 Represents variation margin on the last day of the reporting period.

 

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

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

At September 30, 2012, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
($000)

 

 

Institutional Index Fund        
 
 
     
      Aggregate  
    Number of Settlement Unrealized
    Long (Short) Value Appreciation
Futures Contracts Expiration Contracts Long (Short) (Depreciation)
S&P 500 December 2012 1,124 403,010 (6,220)

 

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

D. At September 30, 2012, the cost of investment securities for tax purposes was $95,935,041,000. Net unrealized appreciation of investment securities for tax purposes was $20,638,746,000, consisting of unrealized gains of $29,936,933,000 on securities that had risen in value since their purchase and $9,298,187,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Institutional Total Stock Market Index Fund    
 
 
 
Schedule of Investments    
As of September 30, 2012    
 
      Market
      Value
    Shares ($000)
Common Stocks (99.6%)1    
Consumer Discretionary (12.1%)    
  McDonald's Corp. 1,500,172 137,641
  Home Depot Inc. 2,259,175 136,386
* Amazon.com Inc. 532,028 135,305
  Comcast Corp. Class A 3,689,819 131,985
  Walt Disney Co. 2,506,156 131,022
  News Corp. Class A 2,991,500 73,382
  Time Warner Inc. 1,416,890 64,228
  Target Corp. 927,384 58,861
  Starbucks Corp. 1,119,654 56,822
  Lowe's Cos. Inc. 1,737,136 52,531
  Ford Motor Co. 5,252,425 51,789
  NIKE Inc. Class B 543,861 51,618
* DIRECTV 967,026 50,730
  TJX Cos. Inc. 1,093,996 49,000
* priceline.com Inc. 73,499 45,476
  Yum! Brands Inc. 679,821 45,099
  Time Warner Cable Inc. 461,412 43,862
  Viacom Inc. Class B 703,299 37,690
  CBS Corp. Class B 892,917 32,440
  Las Vegas Sands Corp. 607,235 28,158
  Johnson Controls Inc. 1,003,988 27,509
* General Motors Co. 1,155,642 26,291
  Carnival Corp. 660,180 24,057
  Coach Inc. 424,284 23,768
  Macy's Inc. 610,027 22,949
* Bed Bath & Beyond Inc. 343,262 21,626
  Ross Stores Inc. 334,581 21,614
  Omnicom Group Inc. 402,539 20,755
  VF Corp. 129,516 20,640
  McGraw-Hill Cos. Inc. 371,776 20,295
* Dollar General Corp. 388,060 20,001
* AutoZone Inc. 50,610 18,709
  Limited Brands Inc. 368,369 18,146
  Mattel Inc. 503,099 17,850
  Kohl's Corp. 336,468 17,234
  Starwood Hotels & Resorts Worldwide Inc. 292,046 16,927
  Gap Inc. 471,515 16,871
* Dollar Tree Inc. 342,791 16,548
* Liberty Media Corp. - Liberty Capital Class A 155,505 16,199
* O'Reilly Automotive Inc. 186,365 15,584
  Marriott International Inc. Class A 391,283 15,299
* Chipotle Mexican Grill Inc. Class A 46,844 14,875
* Sirius XM Radio Inc. 5,617,724 14,606
  Harley-Davidson Inc. 342,202 14,499
* Liberty Interactive Corp. Class A 782,884 14,483
* Delphi Automotive plc 460,943 14,289
  Genuine Parts Co. 230,136 14,045
  Ralph Lauren Corp. Class A 91,570 13,848
  Wynn Resorts Ltd. 118,999 13,737

 

 
Nordstrom Inc. 245,645 13,555
* Discovery Communications Inc. Class A 215,401 12,844
* Liberty Global Inc. Class A 203,342 12,353
Staples Inc. 1,019,387 11,743
* BorgWarner Inc. 169,167 11,691
Tiffany & Co. 187,660 11,612
Virgin Media Inc. 390,612 11,500
Wyndham Worldwide Corp. 215,428 11,306
PetSmart Inc. 160,602 11,078
* Lululemon Athletica Inc. 149,177 11,030
Darden Restaurants Inc. 189,953 10,590
Tractor Supply Co. 106,784 10,560
Family Dollar Stores Inc. 146,754 9,730
Comcast Corp. 276,125 9,609
DISH Network Corp. Class A 312,146 9,555
* Liberty Global Inc. 169,278 9,551
* CarMax Inc. 336,940 9,535
PVH Corp. 101,672 9,529
Whirlpool Corp. 114,131 9,463
DR Horton Inc. 423,200 8,735
Autoliv Inc. 140,770 8,724
Ulta Salon Cosmetics & Fragrance Inc. 88,264 8,500
* Discovery Communications Inc. 151,308 8,479
Newell Rubbermaid Inc. 428,312 8,176
Scripps Networks Interactive Inc. Class A 132,523 8,114
Foot Locker Inc. 224,376 7,965
* PulteGroup Inc. 512,513 7,944
Expedia Inc. 135,638 7,845
Polaris Industries Inc. 96,399 7,796
* LKQ Corp. 415,854 7,693
H&R Block Inc. 434,346 7,527
Advance Auto Parts Inc. 108,622 7,434
Best Buy Co. Inc. 431,016 7,409
* Toll Brothers Inc. 222,746 7,402
Interpublic Group of Cos. Inc. 656,517 7,300
Lennar Corp. Class A 208,916 7,264
Garmin Ltd. 172,833 7,214
* Panera Bread Co. Class A 41,914 7,163
Dick's Sporting Goods Inc. 138,031 7,157
* Mohawk Industries Inc. 86,787 6,945
* TRW Automotive Holdings Corp. 154,681 6,761
* Sally Beauty Holdings Inc. 266,863 6,696
Hasbro Inc. 173,510 6,623
* Fossil Inc. 77,860 6,595
* Urban Outfitters Inc. 172,211 6,468
* Under Armour Inc. Class A 115,245 6,434
Royal Caribbean Cruises Ltd. 210,218 6,351
Gannett Co. Inc. 348,400 6,184
Signet Jewelers Ltd. 125,983 6,143
* NVR Inc. 7,141 6,031
Jarden Corp. 112,029 5,920
JC Penney Co. Inc. 243,462 5,914
* MGM Resorts International 543,850 5,846
Williams-Sonoma Inc. 132,817 5,840
International Game Technology 437,874 5,732
Lear Corp. 147,748 5,583
American Eagle Outfitters Inc. 262,144 5,526

 

 

  Leggett & Platt Inc. 208,639 5,226
  GNC Holdings Inc. Class A 132,036 5,145
* TripAdvisor Inc. 153,489 5,054
  Harman International Industries Inc. 104,645 4,830
* Apollo Group Inc. Class A 160,223 4,654
* Hanesbrands Inc. 145,363 4,634
  Cablevision Systems Corp. Class A 288,791 4,577
  Chico's FAS Inc. 249,389 4,516
* Charter Communications Inc. Class A 59,865 4,494
  Tupperware Brands Corp. 83,172 4,457
* Goodyear Tire & Rubber Co. 363,182 4,427
  Service Corp. International 321,762 4,331
* Netflix Inc. 78,294 4,262
  Abercrombie & Fitch Co. 125,446 4,255
* Ascena Retail Group Inc. 195,015 4,183
* Penn National Gaming Inc. 97,055 4,183
  GameStop Corp. Class A 198,417 4,167
* Carter's Inc. 74,404 4,006
  Brinker International Inc. 111,700 3,943
* Cabela's Inc. 68,262 3,733
  Gentex Corp. 214,774 3,653
  Six Flags Entertainment Corp. 60,313 3,546
* Madison Square Garden Co. Class A 87,877 3,539
  Cinemark Holdings Inc. 153,929 3,453
* Lamar Advertising Co. Class A 93,086 3,450
  Dunkin' Brands Group Inc. 116,552 3,403
* AMC Networks Inc. Class A 77,952 3,392
  John Wiley & Sons Inc. Class A 71,145 3,269
  DSW Inc. Class A 48,986 3,268
  Wolverine World Wide Inc. 72,253 3,206
* Bally Technologies Inc. 64,472 3,184
  Sotheby's 100,652 3,171
* Warnaco Group Inc. 60,876 3,159
  Dillard's Inc. Class A 43,091 3,116
* Visteon Corp. 70,012 3,113
  Rent-A-Center Inc. 88,300 3,098
  Domino's Pizza Inc. 81,936 3,089
*,^ Sears Holdings Corp. 55,587 3,085
  Vail Resorts Inc. 53,490 3,084
  Brunswick Corp. 132,912 3,008
  Aaron's Inc. 107,409 2,987
  HSN Inc. 60,201 2,953
  Pool Corp. 70,888 2,948
* Big Lots Inc. 98,528 2,914
* Tempur-Pedic International Inc. 94,518 2,825
* Life Time Fitness Inc. 60,413 2,763
  Pier 1 Imports Inc. 146,931 2,753
* Hyatt Hotels Corp. Class A 68,425 2,747
  Cheesecake Factory Inc. 76,355 2,730
* ANN Inc. 72,258 2,726
  Dana Holding Corp. 220,433 2,711
*,^ Tesla Motors Inc. 91,531 2,680
* Steven Madden Ltd. 59,474 2,600
  Washington Post Co. Class B 7,133 2,590
  Guess? Inc. 99,789 2,537
* Select Comfort Corp. 80,079 2,527
* Tenneco Inc. 90,224 2,526

 

 

Men's Wearhouse Inc. 72,738 2,504
* Genesco Inc. 36,262 2,420
Thor Industries Inc. 66,520 2,416
* AutoNation Inc. 54,665 2,387
* Buffalo Wild Wings Inc. 27,646 2,370
MDC Holdings Inc. 60,775 2,340
* Hibbett Sports Inc. 39,325 2,338
Morningstar Inc. 36,858 2,309
* Vitamin Shoppe Inc. 39,460 2,301
* Gaylord Entertainment Co. 55,921 2,211
^ Weight Watchers International Inc. 41,317 2,182
* Children's Place Retail Stores Inc. 36,194 2,172
* Crocs Inc. 133,642 2,166
* Deckers Outdoor Corp. 57,422 2,104
* Coinstar Inc. 46,584 2,095
Cracker Barrel Old Country Store Inc. 31,039 2,083
* Fifth & Pacific Cos. Inc. 162,643 2,079
* Liberty Ventures Class A 40,845 2,028
Penske Automotive Group Inc. 67,016 2,017
* Jos A Bank Clothiers Inc. 41,340 2,004
DeVry Inc. 88,054 2,004
Ryland Group Inc. 66,711 2,001
* DreamWorks Animation SKG Inc. Class A 104,071 2,001
Wendy's Co. 437,637 1,991
* Collective Brands Inc. 90,945 1,974
Group 1 Automotive Inc. 32,643 1,966
Buckle Inc. 42,710 1,940
* New York Times Co. Class A 197,960 1,932
* Iconix Brand Group Inc. 105,650 1,927
^ Meredith Corp. 54,169 1,896
* Meritage Homes Corp. 49,640 1,888
KB Home 131,501 1,887
* Live Nation Entertainment Inc. 211,761 1,823
Regal Entertainment Group Class A 129,006 1,815
* Lumber Liquidators Holdings Inc. 35,284 1,788
* Jack in the Box Inc. 62,988 1,771
* Saks Inc. 167,678 1,729
Finish Line Inc. Class A 75,818 1,724
Bob Evans Farms Inc. 43,970 1,721
Hillenbrand Inc. 92,895 1,690
* BJ's Restaurants Inc. 37,249 1,689
Cooper Tire & Rubber Co. 88,030 1,688
* Express Inc. 113,399 1,681
Arbitron Inc. 43,662 1,655
Regis Corp. 89,696 1,649
Scholastic Corp. 51,791 1,646
* Aeropostale Inc. 121,340 1,642
* Lions Gate Entertainment Corp. 107,049 1,635
* Asbury Automotive Group Inc. 57,537 1,608
Texas Roadhouse Inc. Class A 93,673 1,602
* Francesca's Holdings Corp. 51,800 1,592
* Valassis Communications Inc. 63,282 1,562
* Shutterfly Inc. 50,156 1,561
Jones Group Inc. 120,922 1,556
* Papa John's International Inc. 28,505 1,522
Monro Muffler Brake Inc. 42,976 1,512
Cato Corp. Class A 50,080 1,488

 

 

  Brown Shoe Co. Inc. 90,985 1,459
* Orient-Express Hotels Ltd. Class A 160,393 1,428
^ Sturm Ruger & Co. Inc. 28,392 1,405
  Choice Hotels International Inc. 43,060 1,378
* Marriott Vacations Worldwide Corp. 38,081 1,372
* WMS Industries Inc. 83,225 1,363
* Helen of Troy Ltd. 42,812 1,363
  Belo Corp. Class A 172,558 1,351
  News Corp. Class B 53,109 1,317
* Ascent Capital Group Inc. Class A 23,575 1,273
  Churchill Downs Inc. 20,259 1,271
* American Axle & Manufacturing Holdings Inc. 112,420 1,267
* AFC Enterprises Inc. 51,215 1,260
* Office Depot Inc. 475,833 1,218
* Arctic Cat Inc. 29,175 1,210
  Ethan Allen Interiors Inc. 53,673 1,177
  Matthews International Corp. Class A 39,444 1,176
  Movado Group Inc. 34,312 1,157
* American Public Education Inc. 31,712 1,155
* DineEquity Inc. 20,526 1,149
  Strayer Education Inc. 17,529 1,128
* Biglari Holdings Inc. 3,005 1,097
  Columbia Sportswear Co. 19,945 1,077
  Ameristar Casinos Inc. 59,623 1,061
* Peet's Coffee & Tea Inc. 14,441 1,059
  National CineMedia Inc. 64,430 1,055
* Dorman Products Inc. 33,424 1,053
  International Speedway Corp. Class A 36,565 1,037
  CEC Entertainment Inc. 34,197 1,030
* America's Car-Mart Inc. 22,443 1,020
* G-III Apparel Group Ltd. 28,074 1,008
* Drew Industries Inc. 32,756 990
  Oxford Industries Inc. 17,234 973
* Denny's Corp. 194,003 941
* Skechers U.S.A. Inc. Class A 43,985 897
  Stewart Enterprises Inc. Class A 106,756 896
* Krispy Kreme Doughnuts Inc. 111,336 883
*,^ ITT Educational Services Inc. 27,273 879
* La-Z-Boy Inc. 59,499 870
* Grand Canyon Education Inc. 36,539 860
* Capella Education Co. 24,464 858
* Maidenform Brands Inc. 41,557 851
* Blue Nile Inc. 22,706 842
  OfficeMax Inc. 107,444 839
* Standard Pacific Corp. 123,183 833
  Lithia Motors Inc. Class A 24,676 822
* Shuffle Master Inc. 51,782 819
^ American Greetings Corp. Class A 47,591 800
* iRobot Corp. 34,663 789
  Callaway Golf Co. 125,838 773
  Interval Leisure Group Inc. 40,589 768
* Pinnacle Entertainment Inc. 62,642 767
  Standard Motor Products Inc. 40,673 749
  Bassett Furniture Industries Inc. 56,118 699
* HomeAway Inc. 29,591 694
* Scientific Games Corp. Class A 81,522 674
* Caribou Coffee Co. Inc. 48,940 672

 

 

* Cavco Industries Inc. 14,621 671
  Blyth Inc. 25,744 669
* Boyd Gaming Corp. 94,151 665
  Fred's Inc. Class A 46,385 660
  Lennar Corp. Class B 24,500 660
* Sonic Corp. 63,976 657
* Gentherm Inc. 52,715 656
* K12 Inc. 31,940 645
* Unifi Inc. 50,321 645
* Conn's Inc. 29,173 643
* Barnes & Noble Inc. 50,298 643
* LeapFrog Enterprises Inc. 69,647 628
* Beazer Homes USA Inc. 176,750 627
* Red Robin Gourmet Burgers Inc. 19,072 621
* Steiner Leisure Ltd. 13,237 616
* Zumiez Inc. 22,077 612
  Carriage Services Inc. Class A 63,172 611
  Hot Topic Inc. 68,445 595
* Fuel Systems Solutions Inc. 34,116 586
* Smith & Wesson Holding Corp. 52,465 578
  Stage Stores Inc. 26,937 567
  Clear Channel Outdoor Holdings Inc. Class A 94,396 565
  Sonic Automotive Inc. Class A 29,584 562
  Haverty Furniture Cos. Inc. 39,055 542
  True Religion Apparel Inc. 25,211 538
  Core-Mark Holding Co. Inc. 11,160 537
* Pandora Media Inc. 48,500 531
* Carmike Cinemas Inc. 47,037 529
  Universal Technical Institute Inc. 38,152 523
  PetMed Express Inc. 51,603 518
  bebe stores inc 105,836 508
  Big 5 Sporting Goods Corp. 50,476 502
  Pep Boys-Manny Moe & Jack 49,290 502
  AH Belo Corp. Class A 103,477 500
* Multimedia Games Holding Co. Inc. 31,612 497
* Winnebago Industries Inc. 38,636 488
* Quiksilver Inc. 145,552 483
  JAKKS Pacific Inc. 32,926 480
* Career Education Corp. 126,376 476
* Town Sports International Holdings Inc. 37,480 464
  Nutrisystem Inc. 43,128 454
  Sinclair Broadcast Group Inc. Class A 40,142 450
* Citi Trends Inc. 35,712 448
* Exide Technologies 143,348 444
* Digital Generation Inc. 39,017 443
*,^ Vera Bradley Inc. 18,529 442
  CSS Industries Inc. 20,419 420
* VOXX International Corp. Class A 55,737 417
* Fisher Communications Inc. 11,273 414
* Bluegreen Corp. 65,897 414
* Perry Ellis International Inc. 18,697 412
* rue21 inc 13,138 409
* Isle of Capri Casinos Inc. 58,616 407
* Hovnanian Enterprises Inc. Class A 114,544 396
* Tuesday Morning Corp. 59,578 390
  Harte-Hanks Inc. 56,112 389
  Cherokee Inc. 24,597 358

 

 

^ RadioShack Corp. 145,601 347
* Overstock.com Inc. 33,404 346
* Ruby Tuesday Inc. 45,171 328
^ Bon-Ton Stores Inc. 33,900 322
* Modine Manufacturing Co. 43,175 319
  Superior Industries International Inc. 18,409 315
* Corinthian Colleges Inc. 130,895 312
* Build-A-Bear Workshop Inc. 78,852 308
* MarineMax Inc. 37,080 307
* Pacific Sunwear of California Inc. 121,758 304
* Casual Male Retail Group Inc. 64,168 297
* Federal-Mogul Corp. 32,440 297
* EW Scripps Co. Class A 26,986 287
* Journal Communications Inc. Class A 54,804 285
* Cumulus Media Inc. Class A 101,095 277
* 1-800-Flowers.com Inc. Class A 71,546 267
  Marine Products Corp. 43,254 258
* Steinway Musical Instruments Inc. 10,572 258
  Christopher & Banks Corp. 73,023 256
  Speedway Motorsports Inc. 16,320 251
* Stein Mart Inc. 28,828 245
* Entercom Communications Corp. Class A 34,498 237
* Bridgepoint Education Inc. 23,288 236
* Wet Seal Inc. Class A 74,990 236
* Universal Electronics Inc. 13,281 233
  Marcus Corp. 20,135 224
  Einstein Noah Restaurant Group Inc. 11,631 206
  Shoe Carnival Inc. 8,742 206
* Nautilus Inc. 78,451 206
  World Wrestling Entertainment Inc. Class A 25,346 204
*,^ Books-A-Million Inc. 68,883 202
* Morgans Hotel Group Co. 30,577 196
* Systemax Inc. 16,547 195
* M/I Homes Inc. 9,948 192
* Zale Corp. 27,104 187
* Kirkland's Inc. 18,643 185
  Destination Maternity Corp. 9,767 183
* K-Swiss Inc. Class A 52,454 180
* Liberty Ventures Rights Exp. 10/9/2012 13,281 180
  Flexsteel Industries Inc. 8,649 179
* Fiesta Restaurant Group Inc. 11,255 179
  Weyco Group Inc. 7,238 176
* Luby's Inc. 26,003 175
* hhgregg Inc. 25,012 173
  Hooker Furniture Corp. 12,645 164
  Shiloh Industries Inc. 14,508 163
  Culp Inc. 13,512 159
* Libbey Inc. 9,970 157
* Mattress Firm Holding Corp. 5,300 149
  Ambassadors Group Inc. 26,865 145
  Spartan Motors Inc. 28,655 143
* Bravo Brio Restaurant Group Inc. 9,480 138
* Jamba Inc. 59,416 133
* McClatchy Co. Class A 59,201 132
* Heelys Inc. 71,199 128
* Zagg Inc. 15,001 128
* New York & Co. Inc. 33,806 127

 

 

* Gray Television Inc. 53,874 123
* Harris Interactive Inc. 83,901 123
*,^ Skullcandy Inc. 8,800 121
* Cache Inc. 37,957 120
* West Marine Inc. 11,079 118
  Martha Stewart Living Omnimedia Class A 36,719 113
  Strattec Security Corp. 5,291 113
* Rentrak Corp. 6,565 111
* Body Central Corp. 10,325 108
* Cosi Inc. 137,793 106
* Geeknet Inc. 5,163 100
  Lincoln Educational Services Corp. 23,474 99
* Valuevision Media Inc. Class A 40,501 95
  Entravision Communications Corp. Class A 70,315 94
* Gaiam Inc. Class A 26,436 92
* Learning Tree International Inc. 17,928 91
* Monarch Casino & Resort Inc. 10,199 89
* Ruth's Hospitality Group Inc. 13,942 89
* dELiA*s Inc. 60,204 84
* ReachLocal Inc. 6,620 83
* Daily Journal Corp. 872 82
* Furniture Brands International Inc. 54,792 79
* Media General Inc. Class A 15,014 78
* Johnson Outdoors Inc. Class A 3,631 78
* Stoneridge Inc. 15,383 76
* Stanley Furniture Co. Inc. 15,291 74
* Motorcar Parts of America Inc. 15,140 73
  Dover Downs Gaming & Entertainment Inc. 28,574 71
* Orbitz Worldwide Inc. 27,470 70
* American Apparel Inc. 44,964 69
  Lifetime Brands Inc. 5,762 69
* Coldwater Creek Inc. 78,742 65
  Escalade Inc. 12,187 65
* Carrols Restaurant Group Inc. 11,255 65
* Century Casinos Inc. 24,382 65
* Delta Apparel Inc. 4,553 63
* MTR Gaming Group Inc. 14,610 62
* Perfumania Holdings Inc. 7,777 56
* Navarre Corp. 33,043 52
  Salem Communications Corp. Class A 9,336 49
* Sears Hometown and Outlet Stores Inc. Rights Exp. 10/3/2012 17,851 49
* Dixie Group Inc. 13,104 48
* Saga Communications Inc. Class A 1,172 48
* Vitacost.com Inc. 6,923 47
* Gordmans Stores Inc. 2,496 46
* Nexstar Broadcasting Group Inc. Class A 4,178 44
* Dex One Corp. 35,268 44
* Lee Enterprises Inc. 29,385 44
* LIN TV Corp. Class A 9,843 43
* Sealy Corp. 19,540 43
* Cambium Learning Group Inc. 42,784 42
* Red Lion Hotels Corp. 6,701 42
* Kid Brands Inc. 27,010 41
  Collectors Universe 2,737 38
* Emerson Radio Corp. 17,970 37
* Famous Dave's Of America Inc. 3,756 36
* Reading International Inc. Class A 6,019 36

 

 

* Orchard Supply Hardware Stores Corp. Class A 2,448 35
* UQM Technologies Inc. 29,271 34
Outdoor Channel Holdings Inc. 4,561 33
Mac-Gray Corp. 2,471 33
* Trans World Entertainment Corp. 8,958 33
* US Auto Parts Network Inc. 8,487 29
Superior Uniform Group Inc. 2,385 29
* Entertainment Gaming Asia Inc. 13,713 28
* LodgeNet Interactive Corp. 42,201 28
* TravelCenters of America LLC 5,100 27
* School Specialty Inc. 10,487 24
* Black Diamond Inc. 2,307 20
* Radio One Inc. 22,730 19
* Skyline Corp. 3,395 18
* ALCO Stores Inc. 2,176 15
* SuperMedia Inc. 5,398 14
* Quantum Fuel Systems Technologies Worldwide Inc. 15,407 12
Frisch's Restaurants Inc. 549 11
* Hollywood Media Corp. 7,061 10
* Empire Resorts Inc. 5,900 10
* Hastings Entertainment Inc. 4,944 10
Canterbury Park Holding Corp. 818 8
* Dover Motorsports Inc. 4,709 7
* Hallwood Group Inc. 804 6
* Lakes Entertainment Inc. 2,747 6
Bowl America Inc. Class A 392 5
Educational Development Corp. 1,122 4
Gaming Partners International Corp. 309 2
* Radio One Inc. Class A 1,680 1
* Premier Exhibitions Inc. 319 1
* Forward Industries Inc. 557 1
* Rick's Cabaret International Inc. 64 1
* Joe's Jeans Inc. 398 —
* Universal Travel Group 118 —
* Sport Chalet Inc. Class A 37 —
* SPAR Group Inc. 29 —
National American University Holdings Inc. 8 —
* Sport Chalet Inc. Class B 5 —
    2,837,924
Consumer Staples (9.6%)    
Procter & Gamble Co. 4,044,289 280,512
Coca-Cola Co. 5,993,838 227,346
Philip Morris International Inc. 2,517,581 226,431
Wal-Mart Stores Inc. 2,746,866 202,719
PepsiCo Inc. 2,308,342 163,361
Kraft Foods Inc. 2,486,474 102,816
Altria Group Inc. 3,003,842 100,298
CVS Caremark Corp. 1,891,913 91,606
Colgate-Palmolive Co. 704,459 75,532
Costco Wholesale Corp. 639,468 64,027
Kimberly-Clark Corp. 578,844 49,653
Walgreen Co. 1,273,931 46,422
General Mills Inc. 955,557 38,079
Sysco Corp. 864,655 27,038
Archer-Daniels-Midland Co. 972,078 26,421
HJ Heinz Co. 472,218 26,421
Whole Foods Market Inc. 257,548 25,085

 

 

  Lorillard Inc. 192,663 22,436
  Mead Johnson Nutrition Co. 301,011 22,058
  Reynolds American Inc. 506,313 21,944
  Estee Lauder Cos. Inc. Class A 350,005 21,550
  Kellogg Co. 369,539 19,090
  Kroger Co. 787,151 18,530
  ConAgra Foods Inc. 613,713 16,932
  Hershey Co. 228,785 16,219
  Bunge Ltd. 215,666 14,460
  JM Smucker Co. 165,599 14,296
  Dr Pepper Snapple Group Inc. 313,532 13,962
  Coca-Cola Enterprises Inc. 443,486 13,868
  Clorox Co. 182,833 13,173
  Beam Inc. 209,405 12,049
* Monster Beverage Corp. 221,084 11,974
  Brown-Forman Corp. Class B 180,986 11,809
  Church & Dwight Co. Inc. 205,802 11,111
  McCormick & Co. Inc. 177,811 11,031
  Avon Products Inc. 637,669 10,171
  Molson Coors Brewing Co. Class B 219,869 9,905
  Campbell Soup Co. 281,160 9,790
  Herbalife Ltd. 172,600 8,181
* Constellation Brands Inc. Class A 244,296 7,903
  Energizer Holdings Inc. 96,944 7,233
  Tyson Foods Inc. Class A 437,126 7,003
  Hormel Foods Corp. 214,339 6,267
  Ingredion Inc. 113,257 6,247
* Ralcorp Holdings Inc. 81,749 5,968
  Safeway Inc. 356,744 5,740
  Hillshire Brands Co. 176,441 4,725
*,^ Green Mountain Coffee Roasters Inc. 195,878 4,652
* Dean Foods Co. 274,138 4,482
* Smithfield Foods Inc. 227,719 4,475
* United Natural Foods Inc. 72,706 4,250
  Flowers Foods Inc. 181,534 3,663
* Hain Celestial Group Inc. 56,663 3,570
* Fresh Market Inc. 57,330 3,439
  Nu Skin Enterprises Inc. Class A 84,496 3,281
  Casey's General Stores Inc. 56,705 3,240
* Darling International Inc. 175,533 3,210
* TreeHouse Foods Inc. 53,441 2,806
  Harris Teeter Supermarkets Inc. 69,952 2,717
  PriceSmart Inc. 29,175 2,209
  B&G Foods Inc. Class A 71,933 2,180
  Lancaster Colony Corp. 28,353 2,077
* Elizabeth Arden Inc. 39,548 1,868
  Snyders-Lance Inc. 70,800 1,770
  Universal Corp. 34,599 1,762
  Fresh Del Monte Produce Inc. 62,072 1,589
* Boston Beer Co. Inc. Class A 11,947 1,338
  Andersons Inc. 34,775 1,310
  Cal-Maine Foods Inc. 28,997 1,303
* Prestige Brands Holdings Inc. 70,227 1,191
  Vector Group Ltd. 71,012 1,178
  J&J Snack Foods Corp. 20,151 1,155
  Sanderson Farms Inc. 25,367 1,126
* Post Holdings Inc. 37,322 1,122

 

 

* Rite Aid Corp. 944,724 1,105
  WD-40 Co. 19,961 1,051
* Smart Balance Inc. 75,840 916
* Central Garden and Pet Co. Class A 74,524 900
  Spectrum Brands Holdings Inc. 22,346 894
* Medifast Inc. 33,580 878
  Tootsie Roll Industries Inc. 29,573 798
  Coca-Cola Bottling Co. Consolidated 11,708 797
^ SUPERVALU Inc. 330,763 797
  Weis Markets Inc. 17,601 745
* Susser Holdings Corp. 20,426 739
  Inter Parfums Inc. 37,942 694
* Central Garden and Pet Co. 54,405 647
* Chiquita Brands International Inc. 84,229 643
*,^ Star Scientific Inc. 172,414 597
^ Diamond Foods Inc. 30,182 568
  Nash Finch Co. 27,546 562
* Pantry Inc. 37,451 545
* Dole Food Co. Inc. 35,053 492
  Alico Inc. 15,723 491
* USANA Health Sciences Inc. 10,126 471
  Ingles Markets Inc. Class A 28,487 466
* Alliance One International Inc. 107,565 347
* Schiff Nutrition International Inc. 14,214 344
* Pilgrim's Pride Corp. 60,612 310
* John B Sanfilippo & Son Inc. 22,171 289
* Revlon Inc. Class A 17,235 266
* Central European Distribution Corp. 88,049 251
* National Beverage Corp. 15,595 236
  Spartan Stores Inc. 15,125 232
* Omega Protein Corp. 33,479 230
* Physicians Formula Holdings Inc. 46,781 228
* Farmer Bros Co. 18,255 174
* Overhill Farms Inc. 37,356 171
  Calavo Growers Inc. 6,680 167
  Griffin Land & Nurseries Inc. 4,456 150
  Lifeway Foods Inc. 15,345 146
  Oil-Dri Corp. of America 5,107 118
* Chefs' Warehouse Inc. 6,900 113
  Female Health Co. 14,917 107
* Inventure Foods Inc. 16,084 92
* Seneca Foods Corp. Class A 1,704 51
* Nutraceutical International Corp. 3,078 48
  Limoneira Co. 2,460 45
  MGP Ingredients Inc. 9,902 38
* Primo Water Corp. 32,717 34
  Village Super Market Inc. Class A 910 33
* Craft Brew Alliance Inc. 3,865 30
* Mannatech Inc. 4,713 25
  Nature's Sunshine Products Inc. 1,400 23
  Orchids Paper Products Co. 926 17
* Bridgford Foods Corp. 2,030 14
  Reliv International Inc. 10,512 14
* Crystal Rock Holdings Inc. 80 —
      2,236,494
Energy (10.3%)    
  Exxon Mobil Corp. 6,901,776 631,167

 

 

Chevron Corp. 2,911,595 339,376
Schlumberger Ltd. 1,968,503 142,382
Occidental Petroleum Corp. 1,197,376 103,046
ConocoPhillips 1,773,440 101,405
Anadarko Petroleum Corp. 737,557 51,570
National Oilwell Varco Inc. 629,354 50,418
Apache Corp. 576,933 49,887
Halliburton Co. 1,362,720 45,910
EOG Resources Inc. 397,997 44,596
Phillips 66 876,833 40,659
Devon Energy Corp. 566,822 34,293
Williams Cos. Inc. 923,814 32,306
Marathon Oil Corp. 1,041,571 30,799
Kinder Morgan Inc. 829,732 29,472
Baker Hughes Inc. 647,217 29,274
Spectra Energy Corp. 963,989 28,303
Marathon Petroleum Corp. 502,901 27,453
Valero Energy Corp. 816,157 25,856
Hess Corp. 453,852 24,381
Noble Energy Inc. 262,585 24,344
* Cameron International Corp. 363,709 20,393
Chesapeake Energy Corp. 978,273 18,460
Pioneer Natural Resources Co. 172,603 18,020
* Southwestern Energy Co. 515,743 17,938
Range Resources Corp. 239,582 16,740
* FMC Technologies Inc. 353,317 16,359
Murphy Oil Corp. 272,586 14,635
* Weatherford International Ltd. 1,120,923 14,213
Cabot Oil & Gas Corp. 309,709 13,906
* Concho Resources Inc. 145,873 13,821
Noble Corp. 373,084 13,349
EQT Corp. 220,802 13,027
HollyFrontier Corp. 290,524 11,990
* Kinder Morgan Management LLC 146,670 11,206
CONSOL Energy Inc. 335,997 10,097
* Denbury Resources Inc. 576,897 9,323
Peabody Energy Corp. 402,102 8,963
Oceaneering International Inc. 159,937 8,837
Tesoro Corp. 207,508 8,695
Core Laboratories NV 70,451 8,558
QEP Resources Inc. 263,544 8,344
* Whiting Petroleum Corp. 174,328 8,260
Helmerich & Payne Inc. 158,727 7,557
Cimarex Energy Co. 126,637 7,415
* Plains Exploration & Production Co. 190,492 7,138
Diamond Offshore Drilling Inc. 103,311 6,799
* Newfield Exploration Co. 200,103 6,267
Sunoco Inc. 133,536 6,254
* Rowan Cos. plc Class A 184,544 6,232
* Dresser-Rand Group Inc. 111,799 6,161
* Oil States International Inc. 76,602 6,087
* Nabors Industries Ltd. 429,180 6,021
* Cobalt International Energy Inc. 270,067 6,014
Energen Corp. 107,210 5,619
SM Energy Co. 95,474 5,166
* Continental Resources Inc. 67,164 5,165
* Ultra Petroleum Corp. 226,864 4,986

 

 

* WPX Energy Inc. 295,832 4,908
* Superior Energy Services Inc. 234,270 4,807
* McDermott International Inc. 350,342 4,281
* Cheniere Energy Inc. 270,756 4,210
* Atwood Oceanics Inc. 87,506 3,977
  World Fuel Services Corp. 107,099 3,814
* SandRidge Energy Inc. 545,676 3,803
* Rosetta Resources Inc. 79,018 3,785
  Tidewater Inc. 76,345 3,705
  Patterson-UTI Energy Inc. 232,496 3,683
* Kodiak Oil & Gas Corp. 391,018 3,660
* Dril-Quip Inc. 50,698 3,644
  Energy XXI Bermuda Ltd. 99,966 3,494
* Oasis Petroleum Inc. 110,918 3,269
  Berry Petroleum Co. Class A 69,975 2,843
* Helix Energy Solutions Group Inc. 149,996 2,740
* Unit Corp. 65,138 2,703
  Lufkin Industries Inc. 50,186 2,701
  Bristow Group Inc. 53,223 2,690
* SEACOR Holdings Inc. 30,045 2,505
  Western Refining Inc. 87,707 2,296
  Targa Resources Corp. 44,510 2,241
* Gulfport Energy Corp. 70,913 2,217
* Alpha Natural Resources Inc. 329,379 2,164
* Gran Tierra Energy Inc. 418,011 2,161
* SemGroup Corp. Class A 55,918 2,061
  Arch Coal Inc. 316,592 2,004
^ CARBO Ceramics Inc. 31,055 1,954
* McMoRan Exploration Co. 157,936 1,856
* Hornbeck Offshore Services Inc. 49,811 1,826
* Exterran Holdings Inc. 87,267 1,770
* Bill Barrett Corp. 71,132 1,762
* Stone Energy Corp. 69,870 1,755
* Approach Resources Inc. 56,380 1,699
* Cloud Peak Energy Inc. 91,404 1,654
  Enbridge Energy Management LLC 50,018 1,584
  EXCO Resources Inc. 194,004 1,554
* CVR Energy Inc. 41,385 1,521
* Northern Oil and Gas Inc. 89,231 1,516
* Forest Oil Corp. 177,683 1,501
* Key Energy Services Inc. 214,447 1,501
* Carrizo Oil & Gas Inc. 53,752 1,344
* Comstock Resources Inc. 72,412 1,331
*,^ Clean Energy Fuels Corp. 95,197 1,254
* EPL Oil & Gas Inc. 60,802 1,234
* Vaalco Energy Inc. 142,197 1,216
* ION Geophysical Corp. 170,099 1,180
* Swift Energy Co. 56,322 1,176
* Gulfmark Offshore Inc. 35,015 1,157
* Halcon Resources Corp. 146,372 1,073
  RPC Inc. 88,221 1,049
* Endeavour International Corp. 101,931 986
* C&J Energy Services Inc. 48,500 965
* PDC Energy Inc. 30,265 957
* OYO Geospace Corp. 7,687 941
* Hercules Offshore Inc. 188,122 918
* Basic Energy Services Inc. 81,304 912

 

 

* Bonanza Creek Energy Inc. 38,600 909
  Delek US Holdings Inc. 35,039 893
  W&T Offshore Inc. 46,967 882
* Newpark Resources Inc. 117,378 870
  Alon USA Energy Inc. 58,926 807
* FX Energy Inc. 107,628 803
* Clayton Williams Energy Inc. 15,460 802
* Goodrich Petroleum Corp. 62,436 789
* Contango Oil & Gas Co. 15,979 785
  Crosstex Energy Inc. 55,285 776
*,^ BPZ Resources Inc. 270,239 773
* Callon Petroleum Co. 123,640 760
* TETRA Technologies Inc. 117,396 710
  Gulf Island Fabrication Inc. 25,363 707
*,^ Heckmann Corp. 166,271 698
* Pioneer Energy Services Corp. 82,178 640
* Abraxas Petroleum Corp. 260,604 599
* Parker Drilling Co. 135,763 574
* Magnum Hunter Resources Corp. 128,710 571
* Harvest Natural Resources Inc. 60,441 539
* Quicksilver Resources Inc. 128,158 524
* Triangle Petroleum Corp. 73,127 524
* Matrix Service Co. 49,268 521
* Dawson Geophysical Co. 18,621 470
  Penn Virginia Corp. 75,079 465
* Cal Dive International Inc. 283,444 434
  Bolt Technology Corp. 29,921 430
* Rex Energy Corp. 31,639 422
* Laredo Petroleum Holdings Inc. 19,138 421
* Venoco Inc. 34,884 414
* Mitcham Industries Inc. 24,773 395
* Rentech Inc. 157,433 387
* Resolute Energy Corp. 40,586 360
* Petroquest Energy Inc. 53,547 359
* PHI Inc. 10,745 338
  Adams Resources & Energy Inc. 9,191 280
* CREDO Petroleum Corp. 19,272 279
* Willbros Group Inc. 50,828 273
* Natural Gas Services Group Inc. 17,555 262
  Overseas Shipholding Group Inc. 35,839 237
* Tesco Corp. 21,985 235
* Amyris Inc. 67,890 234
* Global Geophysical Services Inc. 39,574 218
* Vantage Drilling Co. 109,142 201
* US Energy Corp. Wyoming 93,278 201
* Gastar Exploration Ltd. 108,518 180
  Apco Oil and Gas International Inc. 10,200 164
* Solazyme Inc. 13,034 150
* Double Eagle Petroleum Co. 25,587 142
* Union Drilling Inc. 21,397 139
* Evolution Petroleum Corp. 17,105 138
* Warren Resources Inc. 43,588 133
* Lone Pine Resources Inc. 83,387 130
* James River Coal Co. 44,326 128
*,^ Hyperdynamics Corp. 157,899 115
* KiOR Inc. 11,000 102
*,^ GMX Resources Inc. 126,772 101

 

 

* CAMAC Energy Inc. 201,419 95
* USEC Inc. 120,969 94
* Westmoreland Coal Co. 9,078 90
* REX American Resources Corp. 4,844 87
* TGC Industries Inc. 11,066 80
Panhandle Oil and Gas Inc. Class A 2,516 77
* Crimson Exploration Inc. 16,392 70
* TransAtlantic Petroleum Ltd. 65,500 69
* Green Plains Renewable Energy Inc. 11,136 65
* HKN Inc. 28,657 56
* ZaZa Energy Corp. 18,622 55
* Uranium Energy Corp. 20,935 55
* ENGlobal Corp. 48,501 26
* Gasco Energy Inc. 164,589 24
* GreenHunter Energy Inc. 10,141 23
* Syntroleum Corp. 28,793 22
* Houston American Energy Corp. 14,695 13
* Verenium Corp. 2,972 10
* Geokinetics Inc. 22,198 8
* Barnwell Industries Inc. 2,036 7
* Oilsands Quest Inc. 466,625 6
* Sanchez Energy Corp. 300 6
* Uranium Resources Inc. 8,178 4
* GeoGlobal Resources Inc. 19,882 3
* Uranerz Energy Corp. 681 1
* Isramco Inc. 8 1
* PrimeEnergy Corp. 10 —
* Cubic Energy Inc. 223 —
* Magnum Hunter Resources Corp. Warrants Exp. 10/14/2013 6,693 —
    2,418,864
Financials (15.6%)    
Wells Fargo & Co. 7,451,335 257,295
JPMorgan Chase & Co. 5,618,819 227,450
Citigroup Inc. 4,328,266 141,621
Bank of America Corp. 15,907,571 140,464
* Berkshire Hathaway Inc. Class B 1,290,886 113,856
US Bancorp 2,796,245 95,911
American Express Co. 1,528,834 86,929
Goldman Sachs Group Inc. 689,742 78,410
Simon Property Group Inc. 447,376 67,916
* American International Group Inc. 1,634,473 53,594
PNC Financial Services Group Inc. 780,523 49,251
Capital One Financial Corp. 857,905 48,909
MetLife Inc. 1,254,532 43,231
American Tower Corporation 582,468 41,582
Bank of New York Mellon Corp. 1,760,408 39,820
Travelers Cos. Inc. 574,298 39,202
ACE Ltd. 500,041 37,803
Prudential Financial Inc. 689,432 37,581
Morgan Stanley 2,189,766 36,657
BlackRock Inc. 195,337 34,829
BB&T Corp. 1,031,619 34,208
Aflac Inc. 690,602 33,066
Discover Financial Services 783,308 31,121
Chubb Corp. 398,445 30,393
State Street Corp. 721,538 30,276
Public Storage 215,339 29,969

 

 

Allstate Corp. 724,568 28,700
Franklin Resources Inc. 222,366 27,811
HCP Inc. 619,162 27,540
Marsh & McLennan Cos. Inc. 805,872 27,343
Ventas Inc. 434,370 27,040
CME Group Inc. 466,015 26,703
Equity Residential 443,797 25,532
Boston Properties Inc. 221,303 24,478
Annaly Capital Management Inc. 1,438,703 24,228
Aon plc 456,066 23,848
T. Rowe Price Group Inc. 376,678 23,844
Prologis Inc. 679,643 23,808
SunTrust Banks Inc. 794,519 22,461
Health Care REIT Inc. 376,858 21,764
Fifth Third Bancorp 1,358,461 21,070
Weyerhaeuser Co. 793,610 20,745
Charles Schwab Corp. 1,597,793 20,436
Vornado Realty Trust 246,766 20,000
Loews Corp. 468,805 19,343
AvalonBay Communities Inc. 140,876 19,158
Ameriprise Financial Inc. 322,940 18,307
Progressive Corp. 855,607 17,745
American Capital Agency Corp. 497,487 17,208
Host Hotels & Resorts Inc. 1,061,203 17,032
Invesco Ltd. 662,191 16,548
M&T Bank Corp. 168,144 16,001
Regions Financial Corp. 2,086,998 15,047
Northern Trust Corp. 320,763 14,888
* IntercontinentalExchange Inc. 107,647 14,361
Moody's Corp. 298,944 13,204
Digital Realty Trust Inc. 178,041 12,436
KeyCorp 1,406,965 12,297
Kimco Realty Corp. 600,677 12,176
General Growth Properties Inc. 624,693 12,169
Hartford Financial Services Group Inc. 618,330 12,020
Principal Financial Group Inc. 444,347 11,971
SLM Corp. 720,102 11,320
Macerich Co. 195,676 11,199
* CIT Group Inc. 281,727 11,097
XL Group plc Class A 461,598 11,092
SL Green Realty Corp. 133,426 10,683
Plum Creek Timber Co. Inc. 238,449 10,454
Lincoln National Corp. 422,930 10,231
Federal Realty Investment Trust 94,349 9,935
Willis Group Holdings plc 256,318 9,463
* Affiliated Managers Group Inc. 75,948 9,342
NYSE Euronext 376,398 9,278
New York Community Bancorp Inc. 648,577 9,184
UDR Inc. 365,346 9,068
Comerica Inc. 290,856 9,031
Rayonier Inc. 180,829 8,862
Huntington Bancshares Inc. 1,277,153 8,812
Cincinnati Financial Corp. 227,816 8,632
* CBRE Group Inc. Class A 460,413 8,476
Everest Re Group Ltd. 78,162 8,360
* Arch Capital Group Ltd. 200,028 8,337
Unum Group 423,550 8,141

 

 

Realty Income Corp. 197,974 8,095
Essex Property Trust Inc. 52,070 7,719
Camden Property Trust 118,685 7,654
Torchmark Corp. 145,869 7,490
PartnerRe Ltd. 95,697 7,108
Leucadia National Corp. 307,285 6,991
Alexandria Real Estate Equities Inc. 91,744 6,745
Taubman Centers Inc. 86,899 6,668
WR Berkley Corp. 174,795 6,553
* Alleghany Corp. 18,844 6,500
Regency Centers Corp. 132,954 6,479
* MSCI Inc. Class A 180,669 6,466
People's United Financial Inc. 527,691 6,406
Raymond James Financial Inc. 174,124 6,382
Fidelity National Financial Inc. Class A 298,164 6,378
Liberty Property Trust 174,450 6,322
Arthur J Gallagher & Co. 176,154 6,310
Reinsurance Group of America Inc. Class A 108,959 6,305
* Markel Corp. 13,636 6,252
Ares Capital Corp. 362,191 6,208
Axis Capital Holdings Ltd. 172,255 6,015
RenaissanceRe Holdings Ltd. 76,970 5,930
American Campus Communities Inc. 133,453 5,856
Duke Realty Corp. 396,105 5,823
* Berkshire Hathaway Inc. Class A 43 5,706
Zions Bancorporation 273,655 5,652
Senior Housing Properties Trust 259,134 5,644
Hudson City Bancorp Inc. 703,099 5,597
* American Capital Ltd. 493,328 5,594
Apartment Investment & Management Co. Class A 213,215 5,541
BRE Properties Inc. 114,127 5,351
DDR Corp. 335,931 5,160
HCC Insurance Holdings Inc. 149,839 5,078
TD Ameritrade Holding Corp. 326,096 5,012
Eaton Vance Corp. 171,591 4,969
Jones Lang LaSalle Inc. 65,041 4,966
Kilroy Realty Corp. 110,097 4,930
Extra Space Storage Inc. 146,809 4,881
National Retail Properties Inc. 159,272 4,858
Weingarten Realty Investors 170,986 4,806
Two Harbors Investment Corp. 403,291 4,739
Assurant Inc. 126,920 4,734
Brown & Brown Inc. 181,365 4,728
Cullen/Frost Bankers Inc. 82,200 4,721
Legg Mason Inc. 189,136 4,668
First Republic Bank 135,254 4,661
* Signature Bank 68,489 4,594
Douglas Emmett Inc. 196,874 4,542
East West Bancorp Inc. 214,268 4,525
MFA Financial Inc. 531,754 4,520
SEI Investments Co. 209,401 4,492
Commerce Bancshares Inc. 111,247 4,487
CBL & Associates Properties Inc. 210,204 4,486
Piedmont Office Realty Trust Inc. Class A 257,079 4,458
Tanger Factory Outlet Centers 137,821 4,456
Home Properties Inc. 72,277 4,428
* Ocwen Financial Corp. 160,585 4,402

 

 

NASDAQ OMX Group Inc. 188,568 4,393
Hospitality Properties Trust 183,424 4,362
White Mountains Insurance Group Ltd. 8,405 4,315
BioMed Realty Trust Inc. 228,624 4,280
First Niagara Financial Group Inc. 525,001 4,247
Waddell & Reed Financial Inc. Class A 128,626 4,215
Allied World Assurance Co. Holdings AG 54,020 4,173
Chimera Investment Corp. 1,528,667 4,143
Hatteras Financial Corp. 145,584 4,104
American Financial Group Inc. 107,992 4,093
Starwood Property Trust Inc. 173,269 4,032
* SVB Financial Group 65,897 3,984
Mid-America Apartment Communities Inc. 60,986 3,983
Equity Lifestyle Properties Inc. 58,319 3,973
ProAssurance Corp. 43,270 3,913
Post Properties Inc. 80,595 3,865
* Genworth Financial Inc. Class A 731,699 3,827
CBOE Holdings Inc. 129,861 3,820
Hancock Holding Co. 119,733 3,706
City National Corp. 71,339 3,675
First Horizon National Corp. 373,677 3,598
Highwoods Properties Inc. 110,231 3,596
Omega Healthcare Investors Inc. 157,616 3,583
* E*TRADE Financial Corp. 403,387 3,554
Mack-Cali Realty Corp. 130,629 3,475
CNO Financial Group Inc. 357,263 3,448
Invesco Mortgage Capital Inc. 171,262 3,447
Old Republic International Corp. 367,426 3,417
Associated Banc-Corp 258,772 3,408
LaSalle Hotel Properties 127,034 3,391
CYS Investments Inc. 239,495 3,374
Assured Guaranty Ltd. 244,738 3,333
ARMOUR Residential REIT Inc. 430,129 3,295
First American Financial Corp. 150,050 3,252
Aspen Insurance Holdings Ltd. 106,207 3,238
Protective Life Corp. 120,919 3,169
Entertainment Properties Trust 69,705 3,097
Bank of Hawaii Corp. 67,583 3,083
Validus Holdings Ltd. 90,150 3,057
* Howard Hughes Corp. 42,386 3,012
* Texas Capital Bancshares Inc. 59,962 2,981
Fulton Financial Corp. 299,704 2,955
Healthcare Realty Trust Inc. 127,809 2,946
Capitol Federal Financial Inc. 244,017 2,918
Federated Investors Inc. Class B 139,645 2,889
Prosperity Bancshares Inc. 67,082 2,859
* Forest City Enterprises Inc. Class A 180,247 2,857
Prospect Capital Corp. 243,000 2,799
Valley National Bancorp 277,922 2,785
Susquehanna Bancshares Inc. 266,076 2,783
TCF Financial Corp. 230,866 2,757
Erie Indemnity Co. Class A 42,633 2,740
Jefferies Group Inc. 200,070 2,739
RLJ Lodging Trust 142,969 2,704
DiamondRock Hospitality Co. 279,432 2,691
* Popular Inc. 153,340 2,673
Washington REIT 99,376 2,665

 

 

Washington Federal Inc. 159,623 2,662
Janus Capital Group Inc. 280,019 2,643
Synovus Financial Corp. 1,113,402 2,639
Webster Financial Corp. 110,905 2,628
Colonial Properties Trust 124,476 2,620
Brandywine Realty Trust 213,705 2,605
Corporate Office Properties Trust 108,287 2,596
DCT Industrial Trust Inc. 395,435 2,558
* Stifel Financial Corp. 75,728 2,544
Alterra Capital Holdings Ltd. 105,066 2,515
Hanover Insurance Group Inc. 67,369 2,510
Sovran Self Storage Inc. 43,177 2,498
Endurance Specialty Holdings Ltd. 64,382 2,479
CapitalSource Inc. 326,646 2,476
FirstMerit Corp. 163,319 2,406
BOK Financial Corp. 40,595 2,399
Apollo Investment Corp. 303,061 2,385
DuPont Fabros Technology Inc. 94,181 2,378
UMB Financial Corp. 48,571 2,364
LPL Financial Holdings Inc. 82,835 2,364
FNB Corp. 207,226 2,323
Kemper Corp. 75,517 2,319
EastGroup Properties Inc. 42,593 2,266
CubeSmart 174,961 2,252
Potlatch Corp. 59,878 2,238
Trustmark Corp. 91,608 2,230
* Sunstone Hotel Investors Inc. 201,585 2,217
* MBIA Inc. 217,786 2,206
Glimcher Realty Trust 208,556 2,204
Umpqua Holdings Corp. 166,068 2,141
Greenhill & Co. Inc. 41,281 2,136
Medical Properties Trust Inc. 203,010 2,121
Platinum Underwriters Holdings Ltd. 51,848 2,119
* Altisource Portfolio Solutions SA 24,446 2,108
StanCorp Financial Group Inc. 66,332 2,072
Old National Bancorp 150,883 2,053
Wintrust Financial Corp. 53,932 2,026
Community Bank System Inc. 71,699 2,021
Lexington Realty Trust 209,206 2,021
Iberiabank Corp. 44,064 2,018
* St. Joe Co. 103,182 2,012
PennyMac Mortgage Investment Trust 84,810 1,982
Pebblebrook Hotel Trust 84,308 1,972
Westamerica Bancorporation 41,582 1,956
Cathay General Bancorp 112,416 1,940
PS Business Parks Inc. 28,948 1,934
RLI Corp. 28,866 1,924
Primerica Inc. 66,437 1,903
First Midwest Bancorp Inc. 151,120 1,897
Newcastle Investment Corp. 251,256 1,892
Capstead Mortgage Corp. 140,128 1,890
* First Cash Financial Services Inc. 40,633 1,870
BancorpSouth Inc. 126,708 1,868
United Bankshares Inc. 74,570 1,858
* Alexander & Baldwin Inc. 62,756 1,853
Fifth Street Finance Corp. 168,553 1,851
Sun Communities Inc. 41,907 1,849

 

 

* BBCN Bancorp Inc. 146,325 1,845
* First Industrial Realty Trust Inc. 139,743 1,836
CommonWealth REIT 124,980 1,820
Equity One Inc. 86,089 1,813
Education Realty Trust Inc. 165,572 1,805
National Health Investors Inc. 35,036 1,802
Northwest Bancshares Inc. 145,251 1,776
First Financial Bancorp 104,448 1,766
National Penn Bancshares Inc. 192,280 1,752
Astoria Financial Corp. 177,172 1,750
* PHH Corp. 84,544 1,720
PrivateBancorp Inc. Class A 107,235 1,715
MarketAxess Holdings Inc. 54,168 1,712
Montpelier Re Holdings Ltd. 77,049 1,705
Redwood Trust Inc. 117,646 1,701
Cash America International Inc. 43,788 1,689
Bank of the Ozarks Inc. 48,848 1,684
Glacier Bancorp Inc. 107,869 1,681
Anworth Mortgage Asset Corp. 242,623 1,650
Home BancShares Inc. 48,388 1,650
* Western Alliance Bancorp 161,023 1,642
American Assets Trust Inc. 60,882 1,631
Acadia Realty Trust 65,014 1,614
Mercury General Corp. 41,679 1,611
CVB Financial Corp. 133,322 1,592
* Credit Acceptance Corp. 18,482 1,580
* Financial Engines Inc. 65,935 1,571
First Commonwealth Financial Corp. 222,712 1,570
Argo Group International Holdings Ltd. 48,375 1,567
NBT Bancorp Inc. 70,728 1,561
Columbia Banking System Inc. 84,118 1,560
* Citizens Republic Bancorp Inc. 80,109 1,550
Cousins Properties Inc. 194,692 1,546
* Ezcorp Inc. Class A 67,392 1,545
International Bancshares Corp. 81,083 1,545
BlackRock Kelso Capital Corp. 158,703 1,543
Associated Estates Realty Corp. 101,706 1,542
MB Financial Inc. 77,978 1,540
PacWest Bancorp 64,935 1,518
Boston Private Financial Holdings Inc. 154,174 1,479
Chemical Financial Corp. 60,531 1,465
Alexander's Inc. 3,409 1,457
Evercore Partners Inc. Class A 53,323 1,440
LTC Properties Inc. 44,577 1,420
Colony Financial Inc. 72,748 1,417
Symetra Financial Corp. 114,213 1,405
* Pinnacle Financial Partners Inc. 72,232 1,395
Independent Bank Corp. 46,363 1,395
* World Acceptance Corp. 20,513 1,384
Brookline Bancorp Inc. 156,597 1,381
Provident Financial Services Inc. 87,209 1,377
Oritani Financial Corp. 91,396 1,375
Selective Insurance Group Inc. 72,256 1,372
First Citizens BancShares Inc. Class A 8,307 1,353
* Strategic Hotels & Resorts Inc. 221,517 1,331
* Investors Bancorp Inc. 70,959 1,294
Chesapeake Lodging Trust 64,748 1,287

 

 

First Financial Bankshares Inc. 35,584 1,282
Government Properties Income Trust 54,694 1,280
Ashford Hospitality Trust Inc. 151,635 1,274
City Holding Co. 35,180 1,261
Banner Corp. 45,969 1,246
* FelCor Lodging Trust Inc. 261,182 1,238
Saul Centers Inc. 27,742 1,232
* Enstar Group Ltd. 12,146 1,210
Amtrust Financial Services Inc. 47,045 1,205
* Hilltop Holdings Inc. 94,220 1,198
American Equity Investment Life Holding Co. 101,430 1,180
Franklin Street Properties Corp. 105,445 1,167
First Merchants Corp. 75,840 1,138
Tower Group Inc. 58,524 1,135
* DFC Global Corp. 65,124 1,117
* TFS Financial Corp. 121,726 1,104
BGC Partners Inc. Class A 224,681 1,101
Berkshire Hills Bancorp Inc. 47,726 1,092
* Walter Investment Management Corp. 29,431 1,089
Cardinal Financial Corp. 76,047 1,087
Community Trust Bancorp Inc. 30,531 1,085
Employers Holdings Inc. 58,710 1,076
First Busey Corp. 216,726 1,058
* AMERISAFE Inc. 38,671 1,050
ViewPoint Financial Group Inc. 54,445 1,044
Campus Crest Communities Inc. 96,519 1,042
* iStar Financial Inc. 124,609 1,032
Flushing Financial Corp. 64,252 1,015
Cohen & Steers Inc. 33,982 1,007
Park National Corp. 14,353 1,005
Dime Community Bancshares Inc. 68,965 996
NorthStar Realty Finance Corp. 153,372 975
Capital Southwest Corp. 8,696 973
Hersha Hospitality Trust Class A 198,361 972
* Beneficial Mutual Bancorp Inc. 100,557 961
FBL Financial Group Inc. Class A 28,862 958
Apollo Residential Mortgage Inc. 43,364 956
Main Street Capital Corp. 32,263 952
* Central Pacific Financial Corp. 65,626 938
S&T Bancorp Inc. 52,108 918
* Ameris Bancorp 72,493 913
Radian Group Inc. 210,265 913
Infinity Property & Casualty Corp. 14,996 906
Apollo Commercial Real Estate Finance Inc. 51,939 901
Great Southern Bancorp Inc. 28,997 896
Agree Realty Corp. 34,894 889
SCBT Financial Corp. 21,992 886
Arrow Financial Corp. 35,378 884
Duff & Phelps Corp. Class A 64,184 874
Oriental Financial Group Inc. 82,278 866
Interactive Brokers Group Inc. 61,405 861
Pennsylvania REIT 54,081 858
Bancfirst Corp. 19,865 853
Calamos Asset Management Inc. Class A 72,310 842
Bryn Mawr Bank Corp. 37,474 841
First Potomac Realty Trust 64,577 832
BankUnited Inc. 33,750 831

 

 

CreXus Investment Corp. 76,479 827
Federal Agricultural Mortgage Corp. 32,088 826
Northfield Bancorp Inc. 51,535 826
CoBiz Financial Inc. 117,877 825
Hercules Technology Growth Capital Inc. 74,689 822
* Navigators Group Inc. 16,694 822
Summit Hotel Properties Inc. 94,398 806
Camden National Corp. 21,529 797
Lakeland Financial Corp. 28,839 796
Horace Mann Educators Corp. 43,866 794
* Eagle Bancorp Inc. 46,777 782
American National Insurance Co. 10,735 771
Sterling Financial Corp. 34,386 766
* ICG Group Inc. 75,111 763
American Capital Mortgage Investment Corp. 30,100 756
Cedar Realty Trust Inc. 142,237 751
* Cowen Group Inc. Class A 275,059 743
Nelnet Inc. Class A 31,206 741
* Citizens Inc. 69,749 732
Solar Capital Ltd. 31,728 727
Inland Real Estate Corp. 87,190 719
Bank Mutual Corp. 156,801 713
KBW Inc. 43,214 712
Arlington Asset Investment Corp. Class A 29,667 708
Alliance Financial Corp. 17,543 705
* Greenlight Capital Re Ltd. Class A 28,310 701
Provident New York Bancorp 74,247 699
* HFF Inc. Class A 46,717 696
* Forestar Group Inc. 41,198 686
Flagstone Reinsurance Holdings SA 78,913 678
WesBanco Inc. 32,693 677
Getty Realty Corp. 37,489 673
Triangle Capital Corp. 26,202 672
Safety Insurance Group Inc. 14,544 667
TrustCo Bank Corp. NY 115,773 662
Hudson Valley Holding Corp. 38,688 660
Excel Trust Inc. 56,988 651
GAMCO Investors Inc. 13,016 648
Arbor Realty Trust Inc. 107,271 640
* Zillow Inc. Class A 15,100 637
BankFinancial Corp. 72,276 635
Sabra Health Care REIT Inc. 30,977 620
Heartland Financial USA Inc. 22,443 612
PennantPark Investment Corp. 56,654 601
Investors Real Estate Trust 72,673 601
Dynex Capital Inc. 55,783 600
Southside Bancshares Inc. 27,003 589
* National Financial Partners Corp. 34,259 579
Bank of Marin Bancorp 13,503 574
Presidential Life Corp. 40,566 565
Sandy Spring Bancorp Inc. 29,346 565
* Piper Jaffray Cos. 22,173 564
First Financial Holdings Inc. 43,405 564
* BofI Holding Inc. 21,643 564
Centerstate Banks Inc. 60,684 541
Renasant Corp. 27,530 540
United Fire Group Inc. 21,347 536

 

 

* AV Homes Inc. 35,930 533
* Netspend Holdings Inc. 54,225 533
* MGIC Investment Corp. 340,872 522
* PICO Holdings Inc. 22,802 520
Epoch Holding Corp. 22,270 514
* Global Indemnity plc 23,364 511
Diamond Hill Investment Group Inc. 6,651 510
* Gramercy Capital Corp. 167,097 503
Ames National Corp. 24,109 502
Marlin Business Services Corp. 23,447 497
Retail Opportunity Investments Corp. 38,206 492
1st Source Corp. 21,614 481
* MPG Office Trust Inc. 142,219 476
Chatham Lodging Trust 33,912 471
Hudson Pacific Properties Inc. 25,254 467
* INTL. FCStone Inc. 24,370 464
* Capital Trust Inc. Class A 122,223 461
* Investment Technology Group Inc. 52,661 458
Kennedy-Wilson Holdings Inc. 32,236 450
* Hanmi Financial Corp. 35,133 450
Simmons First National Corp. Class A 18,418 449
Enterprise Financial Services Corp. 32,911 448
GFI Group Inc. 134,693 428
Republic Bancorp Inc. Class A 19,506 428
* eHealth Inc. 22,572 424
Consolidated-Tomoka Land Co. 12,803 421
Ramco-Gershenson Properties Trust 32,545 408
Gladstone Capital Corp. 45,782 401
Baldwin & Lyons Inc. 16,532 395
Resource Capital Corp. 67,068 394
* Knight Capital Group Inc. Class A 146,735 393
* Virtus Investment Partners Inc. 4,521 389
Coresite Realty Corp. 14,337 386
MCG Capital Corp. 83,010 383
Stewart Information Services Corp. 18,521 373
First Community Bancshares Inc. 24,246 370
* Bridge Capital Holdings 23,409 362
Gladstone Investment Corp. 46,087 360
Maiden Holdings Ltd. 40,302 358
Meadowbrook Insurance Group Inc. 45,580 350
First Pactrust Bancorp Inc. 27,859 348
* BRT Realty Trust 52,994 344
Universal Health Realty Income Trust 7,444 342
Rouse Properties Inc. 23,845 342
Lakeland Bancorp Inc. 32,970 341
* Flagstar Bancorp Inc. 306,392 337
* Green Dot Corp. Class A 27,259 333
Artio Global Investors Inc. Class A 110,567 329
American National Bankshares Inc. 14,558 329
FXCM Inc. Class A 33,083 316
Donegal Group Inc. Class A 22,475 316
STAG Industrial Inc. 19,301 314
* Capital City Bank Group Inc. 29,455 313
First Defiance Financial Corp. 18,074 312
AG Mortgage Investment Trust Inc. 12,851 310
* NewStar Financial Inc. 24,590 295
* BBX Capital Corp. 45,604 295

 

 

* FBR & Co. 94,049 291
Medallion Financial Corp. 24,457 289
StellarOne Corp. 21,057 277
Parkway Properties Inc. 20,713 277
State Bank Financial Corp. 16,723 276
* CIFC Corp. 37,637 275
Tompkins Financial Corp. 6,671 270
* Phoenix Cos. Inc. 8,798 270
* Safeguard Scientifics Inc. 17,087 268
US Global Investors Inc. Class A 43,305 265
* American Safety Insurance Holdings Ltd. 14,083 263
* AmeriServ Financial Inc. 91,546 261
National Western Life Insurance Co. Class A 1,815 260
SY Bancorp Inc. 10,771 255
* Tejon Ranch Co. 8,297 249
* Ladenburg Thalmann Financial Services Inc. 188,647 249
Sierra Bancorp 20,199 248
First of Long Island Corp. 7,987 246
RAIT Financial Trust 46,457 244
Kite Realty Group Trust 45,906 234
ESSA Bancorp Inc. 22,091 230
Bar Harbor Bankshares 6,238 223
Center Bancorp Inc. 18,481 220
Crawford & Co. Class B 42,732 214
Washington Trust Bancorp Inc. 8,065 212
Bridge Bancorp Inc. 8,989 210
TowneBank 13,488 207
EMC Insurance Group Inc. 9,778 205
Urstadt Biddle Properties Inc. Class A 9,981 202
Golub Capital BDC Inc. 12,656 201
* Doral Financial Corp. 208,027 196
Investors Title Co. 2,968 194
First Financial Corp. 6,108 191
German American Bancorp Inc. 7,886 190
TICC Capital Corp. 18,159 189
Resource America Inc. Class A 27,022 185
MVC Capital Inc. 14,312 183
Westfield Financial Inc. 24,409 183
OneBeacon Insurance Group Ltd. Class A 13,245 178
Trico Bancshares 10,697 177
* West Coast Bancorp 7,687 173
* WisdomTree Investments Inc. 25,074 168
* First Marblehead Corp. 159,153 167
KCAP Financial Inc. 17,804 165
WSFS Financial Corp. 3,949 163
First Bancorp 13,764 159
State Auto Financial Corp. 9,657 158
* Wilshire Bancorp Inc. 24,764 156
Clifton Savings Bancorp Inc. 14,108 155
* SWS Group Inc. 25,127 154
OceanFirst Financial Corp. 10,355 152
Crawford & Co. Class A 34,505 149
* Guaranty Bancorp 73,755 149
Financial Institutions Inc. 7,971 149
CapLease Inc. 28,661 148
* Gleacher & Co. Inc. 196,770 144
Univest Corp. of Pennsylvania 7,755 140

 

 

Merchants Bancshares Inc. 4,593 136
SeaBright Holdings Inc. 12,256 135
Rockville Financial Inc. 10,851 133
Mission West Properties Inc. 15,193 132
Century Bancorp Inc. Class A 4,130 132
* United Community Banks Inc. 15,440 130
Nicholas Financial Inc. 9,317 120
* American Independence Corp. 24,191 119
National Interstate Corp. 4,505 116
Union First Market Bankshares Corp. 7,385 115
MainSource Financial Group Inc. 8,507 109
Thomas Properties Group Inc. 18,002 105
CFS Bancorp Inc. 19,042 104
Monmouth Real Estate Investment Corp. Class A 9,168 103
Sterling Bancorp 10,065 100
* CompuCredit Holdings Corp. 26,603 99
Life Partners Holdings Inc. 35,038 95
One Liberty Properties Inc. 5,034 94
* BancTrust Financial Group Inc. 31,127 94
Citizens & Northern Corp. 4,704 92
Peoples Bancorp Inc. 3,924 90
CNB Financial Corp. 5,116 90
Kaiser Federal Financial Group Inc. 5,900 89
* First Financial Northwest Inc. 10,288 83
* Consumer Portfolio Services Inc. 27,554 83
* Cape Bancorp Inc. 8,730 82
Gain Capital Holdings Inc. 16,062 79
* Metro Bancorp Inc. 6,058 77
ESB Financial Corp. 5,426 76
Winthrop Realty Trust 6,882 74
Ameriana Bancorp 11,164 72
* Tree.com Inc. 4,506 71
* Mercantile Bank Corp. 4,071 70
* Suffolk Bancorp 4,640 68
Pzena Investment Management Inc. Class A 12,816 67
Oppenheimer Holdings Inc. Class A 4,171 67
Central Bancorp Inc. 2,000 65
West Bancorporation Inc. 5,282 64
United Financial Bancorp Inc. 4,277 62
Bank of Kentucky Financial Corp. 2,227 62
* Virginia Commerce Bancorp Inc. 6,417 56
Westwood Holdings Group Inc. 1,437 56
Kansas City Life Insurance Co. 1,335 51
* Firstcity Financial Corp. 6,368 51
Gladstone Commercial Corp. 2,735 50
National Bankshares Inc. 1,458 48
* Southwest Bancorp Inc. 4,391 48
* Bancorp Inc. 4,624 47
Heritage Financial Corp. 2,981 45
Institutional Financial Markets Inc. 39,632 45
* Hallmark Financial Services 5,462 44
* Hampton Roads Bankshares Inc. 29,317 44
* First Acceptance Corp. 36,967 42
PMC Commercial Trust 5,645 42
NGP Capital Resources Co. 5,652 42
* NewBridge Bancorp 8,541 41
* Republic First Bancorp Inc. 19,317 40

 

 

Eastern Insurance Holdings Inc. 2,351 39
* Federated National Holding Co. 6,330 38
UMH Properties Inc. 3,150 38
* Waterstone Financial Inc. 7,258 38
* American River Bankshares 4,569 36
* Heritage Commerce Corp. 5,119 36
Pulaski Financial Corp. 4,255 35
First M&F Corp. 4,721 35
* Eastern Virginia Bankshares Inc. 7,531 35
Provident Financial Holdings Inc. 2,366 34
* Colony Bankcorp Inc. 8,747 32
Peapack Gladstone Financial Corp. 1,881 31
QC Holdings Inc. 8,515 30
* Macatawa Bank Corp. 9,356 29
Citizens South Banking Corp. 4,075 29
* United Community Financial Corp. 7,740 27
Home Federal Bancorp Inc. 2,343 27
* FNB United Corp. 2,200 26
Meta Financial Group Inc. 1,065 26
Alliance Bancorp Inc. of Pennsylvania 1,999 25
* Berkshire Bancorp Inc. 2,765 23
Territorial Bancorp Inc. 952 22
First Interstate Bancsystem Inc. 1,458 22
* Pacific Mercantile Bancorp 3,311 22
Federal Agricultural Mortgage Corp. Class A 1,021 22
* Walker & Dunlop Inc. 1,366 21
Washington Banking Co. 1,457 21
Universal Insurance Holdings Inc. 5,131 20
Independence Holding Co. 1,816 18
* North Valley Bancorp 1,335 18
Greene County Bancorp Inc. 800 18
California First National Bancorp 949 17
Codorus Valley Bancorp Inc. 1,213 17
* 1st United Bancorp Inc. 2,581 17
* Sun Bancorp Inc. 4,829 16
* BCSB Bancorp Inc. 1,216 16
Penns Woods Bancorp Inc. 363 16
TF Financial Corp. 662 16
* First South Bancorp Inc. 3,190 16
* Stratus Properties Inc. 1,643 15
Pacific Continental Corp. 1,661 15
Shore Bancshares Inc. 2,438 15
First Bancorp Inc. 791 14
* Farmers Capital Bank Corp. 1,229 13
* First United Corp. 1,861 13
Terreno Realty Corp. 801 13
C&F Financial Corp. 305 12
* Maui Land & Pineapple Co. Inc. 5,226 12
* Preferred Bank 793 11
HopFed Bancorp Inc. 1,411 10
Middleburg Financial Corp. 539 10
JMP Group Inc. 1,711 9
Firstbank Corp. 878 9
* Unity Bancorp Inc. 1,345 8
* Seacoast Banking Corp. of Florida 4,924 8
MutualFirst Financial Inc. 544 6
* Old Second Bancorp Inc. 4,290 6

 

 

Northrim BanCorp Inc. 303 6
Wayne Savings Bancshares Inc. 693 6
HF Financial Corp. 396 5
* Timberland Bancorp Inc. 706 4
* Royal Bancshares of Pennsylvania Inc. 1,796 4
* Premierwest Bancorp 2,834 4
* Jefferson Bancshares Inc. 1,639 4
* ZipRealty Inc. 1,295 4
* Independent Bank Corp. 1,015 3
* Community Bankers Trust Corp. 851 2
Charter Financial Corp. 200 2
New Hampshire Thrift Bancshares Inc. 141 2
* MetroCorp Bancshares Inc. 159 2
THL Credit Inc. 117 2
Peoples Financial Corp. 187 2
* Taylor Capital Group Inc. 87 1
* Home Bancorp Inc. 53 1
MidSouth Bancorp Inc. 54 1
* Harris & Harris Group Inc. 229 1
Horizon Bancorp 27 1
* United Security Bancshares 128 1
Fox Chase Bancorp Inc. 43 1
* Penson Worldwide Inc. 13,212 1
* Orrstown Financial Services Inc. 53 1
Hingham Institution for Savings 9 1
Citizens Holding Co. 29 1
Oneida Financial Corp. 52 1
Norwood Financial Corp. 18 1
Ohio Valley Banc Corp. 28 1
* Intervest Bancshares Corp. Class A 131 —
Union Bankshares Inc. 25 —
Auburn National Bancorporation Inc. 18 —
* Southern Community Financial Corp. 118 —
* Yadkin Valley Financial Corp. 114 —
SI Financial Group Inc. 31 —
Landmark Bancorp Inc. 16 —
* MBT Financial Corp. 114 —
Old Point Financial Corp. 27 —
Community Bank Shares of Indiana Inc. 22 —
* 1st Constitution Bancorp 32 —
Tower Financial Corp. 24 —
First Citizens Banc Corp. 54 —
LNB Bancorp Inc. 46 —
Salisbury Bancorp Inc. 11 —
Hawthorn Bancshares Inc. 29 —
ECB Bancorp Inc. 16 —
Mid Penn Bancorp Inc. 24 —
* Summit Financial Group Inc. 44 —
* United Bancshares Inc. 23 —
* WSB Holdings Inc. 35 —
Cheviot Financial Corp. 19 —
* United Security Bancshares 57 —
* Vestin Realty Mortgage II Inc. 90 —
* Severn Bancorp Inc. 41 —
Heritage Financial Group Inc. 9 —
* Prudential Bancorp Inc. of Pennsylvania 19 —
* Valley National Bancorp Warrants Exp. 6/30/2015 240 —

 

 

* Park Sterling Corp. 19 —
WVS Financial Corp. 11 —
National Security Group Inc. 11 —
* Transcontinental Realty Investors Inc. 12 —
* Porter Bancorp Inc. 25 —
    3,641,447
Health Care (11.8%)    
Johnson & Johnson 4,051,596 279,195
Pfizer Inc. 11,052,604 274,657
Merck & Co. Inc. 4,489,565 202,479
Abbott Laboratories 2,322,490 159,230
Amgen Inc. 1,147,872 96,789
UnitedHealth Group Inc. 1,531,258 84,847
Bristol-Myers Squibb Co. 2,493,511 84,156
* Express Scripts Holding Co. 1,188,921 74,510
* Gilead Sciences Inc. 1,117,823 74,145
Eli Lilly & Co. 1,541,435 73,079
Medtronic Inc. 1,531,324 66,031
* Biogen Idec Inc. 336,018 50,144
* Celgene Corp. 650,227 49,677
Baxter International Inc. 821,121 49,481
Covidien plc 711,899 42,301
Allergan Inc. 454,115 41,588
* Alexion Pharmaceuticals Inc. 283,628 32,447
Thermo Fisher Scientific Inc. 542,455 31,913
McKesson Corp. 347,451 29,891
* Intuitive Surgical Inc. 58,629 29,058
WellPoint Inc. 488,296 28,326
Stryker Corp. 449,924 25,043
Becton Dickinson and Co. 299,245 23,509
Aetna Inc. 513,110 20,319
Cigna Corp. 425,907 20,090
Cardinal Health Inc. 511,214 19,922
Agilent Technologies Inc. 513,263 19,735
St. Jude Medical Inc. 463,109 19,511
* Edwards Lifesciences Corp. 169,228 18,170
Zimmer Holdings Inc. 260,168 17,593
* Vertex Pharmaceuticals Inc. 311,805 17,446
Humana Inc. 241,353 16,931
* Regeneron Pharmaceuticals Inc. 109,864 16,772
* Cerner Corp. 214,099 16,573
* Watson Pharmaceuticals Inc. 188,274 16,033
* Mylan Inc. 633,452 15,456
Perrigo Co. 131,115 15,232
Quest Diagnostics Inc. 234,541 14,877
AmerisourceBergen Corp. Class A 373,395 14,454
* DaVita Inc. 138,803 14,381
* Forest Laboratories Inc. 393,265 14,004
* Laboratory Corp. of America Holdings 143,333 13,254
* Life Technologies Corp. 263,621 12,886
CR Bard Inc. 118,086 12,358
* Boston Scientific Corp. 2,109,914 12,111
* Waters Corp. 131,595 10,966
* Henry Schein Inc. 132,679 10,517
* Varian Medical Systems Inc. 165,074 9,957
* CareFusion Corp. 328,884 9,337
Coventry Health Care Inc. 210,991 8,796

 

 

* Illumina Inc. 182,340 8,789
HCA Holdings Inc. 260,283 8,654
ResMed Inc. 211,073 8,542
* IDEXX Laboratories Inc. 81,421 8,089
* Onyx Pharmaceuticals Inc. 95,130 8,038
* Hospira Inc. 243,945 8,006
DENTSPLY International Inc. 209,412 7,987
* Mettler-Toledo International Inc. 46,481 7,936
* Hologic Inc. 390,916 7,912
* BioMarin Pharmaceutical Inc. 180,557 7,271
Cooper Cos. Inc. 70,359 6,646
* AMERIGROUP Corp. 71,928 6,576
Universal Health Services Inc. Class B 132,784 6,072
* Ariad Pharmaceuticals Inc. 246,473 5,971
* Medivation Inc. 102,372 5,770
Omnicare Inc. 167,064 5,675
* Endo Health Solutions Inc. 173,352 5,499
* MEDNAX Inc. 72,948 5,431
* Pharmacyclics Inc. 81,963 5,287
PerkinElmer Inc. 169,550 4,997
* athenahealth Inc. 53,399 4,900
* Sirona Dental Systems Inc. 82,625 4,706
* Cubist Pharmaceuticals Inc. 94,390 4,501
Patterson Cos. Inc. 131,354 4,498
* HMS Holdings Corp. 127,709 4,269
Warner Chilcott plc Class A 315,536 4,260
Teleflex Inc. 60,586 4,171
* United Therapeutics Corp. 71,912 4,018
* Community Health Systems Inc. 136,853 3,988
* Seattle Genetics Inc. 147,681 3,980
* Tenet Healthcare Corp. 616,752 3,867
* Covance Inc. 82,150 3,836
* Alkermes plc 183,935 3,817
Techne Corp. 51,948 3,737
Medicis Pharmaceutical Corp. Class A 85,032 3,679
* Salix Pharmaceuticals Ltd. 85,839 3,634
* WellCare Health Plans Inc. 64,234 3,632
* Align Technology Inc. 95,892 3,545
* HealthSouth Corp. 142,578 3,430
* Myriad Genetics Inc. 126,708 3,420
* Cepheid Inc. 97,534 3,366
* Allscripts Healthcare Solutions Inc. 270,669 3,364
* Brookdale Senior Living Inc. Class A 143,946 3,342
* Health Management Associates Inc. Class A 380,646 3,194
* ViroPharma Inc. 103,520 3,128
* Bio-Rad Laboratories Inc. Class A 29,175 3,114
* LifePoint Hospitals Inc. 72,738 3,112
* Incyte Corp. Ltd. 171,243 3,091
* Thoratec Corp. 87,604 3,031
* Haemonetics Corp. 37,655 3,020
STERIS Corp. 81,998 2,908
* Jazz Pharmaceuticals plc 50,653 2,888
* Charles River Laboratories International Inc. 72,846 2,885
* Centene Corp. 76,811 2,874
Owens & Minor Inc. 94,821 2,833
* Health Net Inc. 123,919 2,789
* Par Pharmaceutical Cos. Inc. 54,902 2,744

 

 

* PAREXEL International Corp. 88,893 2,734
  Hill-Rom Holdings Inc. 92,197 2,679
  West Pharmaceutical Services Inc. 50,336 2,671
* Theravance Inc. 102,803 2,664
* Vivus Inc. 148,755 2,651
* Impax Laboratories Inc. 95,166 2,471
* VCA Antech Inc. 123,624 2,439
* Arena Pharmaceuticals Inc. 290,054 2,413
* Volcano Corp. 79,797 2,280
* Alere Inc. 113,891 2,220
* Cyberonics Inc. 41,167 2,158
* Medicines Co. 82,459 2,128
* Magellan Health Services Inc. 40,867 2,109
* Air Methods Corp. 17,179 2,051
* Acorda Therapeutics Inc. 79,559 2,038
* Team Health Holdings Inc. 74,432 2,019
* Isis Pharmaceuticals Inc. 142,153 2,000
  Chemed Corp. 28,570 1,980
* Masimo Corp. 81,208 1,964
  Analogic Corp. 24,698 1,931
* MWI Veterinary Supply Inc. 18,004 1,921
* Nektar Therapeutics 170,946 1,826
* Immunogen Inc. 124,426 1,817
* ArthroCare Corp. 55,358 1,794
* Bruker Corp. 136,977 1,793
* Exelixis Inc. 371,237 1,789
* Alnylam Pharmaceuticals Inc. 94,807 1,781
* Auxilium Pharmaceuticals Inc. 72,597 1,776
* PSS World Medical Inc. 76,009 1,732
*,^ Questcor Pharmaceuticals Inc. 89,183 1,650
* Affymax Inc. 76,917 1,620
* Amsurg Corp. Class A 56,604 1,606
* Abaxis Inc. 42,956 1,543
* Bio-Reference Labs Inc. 53,592 1,532
  CONMED Corp. 53,056 1,512
* Integra LifeSciences Holdings Corp. 36,731 1,510
  PDL BioPharma Inc. 190,648 1,466
* ABIOMED Inc. 67,244 1,411
  Cantel Medical Corp. 51,970 1,407
* Optimer Pharmaceuticals Inc. 98,309 1,388
* Momenta Pharmaceuticals Inc. 94,881 1,382
* NuVasive Inc. 58,728 1,345
* Neogen Corp. 31,214 1,333
* Ironwood Pharmaceuticals Inc. Class A 103,692 1,325
* DexCom Inc. 88,145 1,325
* Achillion Pharmaceuticals Inc. 125,930 1,311
* InterMune Inc. 141,582 1,270
* ICU Medical Inc. 20,623 1,247
* Dynavax Technologies Corp. 261,695 1,246
* NPS Pharmaceuticals Inc. 134,323 1,243
* Infinity Pharmaceuticals Inc. 52,632 1,239
* Wright Medical Group Inc. 54,577 1,207
* Akorn Inc. 91,040 1,204
* Genomic Health Inc. 34,453 1,195
* Array BioPharma Inc. 203,458 1,192
* Dendreon Corp. 246,092 1,189
  Quality Systems Inc. 62,791 1,165

 

 

  Computer Programs & Systems Inc. 20,732 1,152
* Conceptus Inc. 56,517 1,148
* Capital Senior Living Corp. 77,859 1,127
* AMN Healthcare Services Inc. 110,907 1,116
* HeartWare International Inc. 11,805 1,115
  Meridian Bioscience Inc. 58,029 1,113
* Insulet Corp. 51,026 1,101
* Hanger Inc. 38,428 1,096
* BioScrip Inc. 117,851 1,074
* Acadia Healthcare Co. Inc. 44,400 1,059
*,^ Opko Health Inc. 253,333 1,059
* Amedisys Inc. 76,082 1,051
* AVANIR Pharmaceuticals Inc. 326,713 1,045
* Molina Healthcare Inc. 40,245 1,012
* Medidata Solutions Inc. 23,960 994
* MedAssets Inc. 55,241 983
* Halozyme Therapeutics Inc. 129,827 982
* Greatbatch Inc. 40,137 977
* Accuray Inc. 136,516 967
* AMAG Pharmaceuticals Inc. 52,614 933
* Sarepta Therapeutics Inc. 58,237 904
* Emeritus Corp. 42,300 886
* Accretive Health Inc. 78,271 874
* Endologix Inc. 61,667 852
* Idenix Pharmaceuticals Inc. 186,320 851
* Corvel Corp. 18,986 850
* Enzon Pharmaceuticals Inc. 120,398 838
* Luminex Corp. 42,376 824
* Lexicon Pharmaceuticals Inc. 353,288 820
* ACADIA Pharmaceuticals Inc. 323,814 819
* Natus Medical Inc. 61,453 803
* Curis Inc. 193,575 801
* NxStage Medical Inc. 59,638 788
* Pacira Pharmaceuticals Inc. 45,200 786
* Sunrise Senior Living Inc. 54,256 774
* Symmetry Medical Inc. 77,861 770
* Affymetrix Inc. 177,629 769
* Orthofix International NV 17,018 762
* AVEO Pharmaceuticals Inc. 73,013 760
* Cadence Pharmaceuticals Inc. 193,513 759
* Arqule Inc. 148,063 757
* OraSure Technologies Inc. 68,013 756
* Kindred Healthcare Inc. 64,189 730
* Emergent Biosolutions Inc. 50,451 717
* Depomed Inc. 121,277 717
* Cynosure Inc. Class A 26,818 707
* AngioDynamics Inc. 57,393 700
* Anika Therapeutics Inc. 45,701 686
* MAKO Surgical Corp. 39,316 685
* Almost Family Inc. 31,509 671
*,^ Spectrum Pharmaceuticals Inc. 57,182 669
  Ensign Group Inc. 21,478 657
* Cambrex Corp. 55,205 648
* IPC The Hospitalist Co. Inc. 14,067 643
* Rigel Pharmaceuticals Inc. 62,681 642
  Landauer Inc. 10,564 631
* Healthways Inc. 52,526 615

 

 

  Atrion Corp. 2,751 609
* Gentiva Health Services Inc. 53,064 601
* Merit Medical Systems Inc. 39,872 595
  Invacare Corp. 42,029 594
* Cerus Corp. 173,653 590
* Exactech Inc. 32,984 588
* Hi-Tech Pharmacal Co. Inc. 17,416 577
* Exact Sciences Corp. 51,467 567
* Astex Pharmaceuticals 173,051 531
* Synageva BioPharma Corp. 9,902 529
* Select Medical Holdings Corp. 46,859 526
* MannKind Corp. 177,534 511
* Albany Molecular Research Inc. 146,675 509
* Quidel Corp. 26,584 503
* BioCryst Pharmaceuticals Inc. 107,475 456
* Agenus Inc. 98,028 452
* Antares Pharma Inc. 103,553 452
* Celldex Therapeutics Inc. 71,426 450
* Omeros Corp. 47,479 446
  CryoLife Inc. 65,326 439
* Orexigen Therapeutics Inc. 75,463 431
* Alphatec Holdings Inc. 260,047 429
*,^ Cytori Therapeutics Inc. 94,569 417
* Geron Corp. 245,058 417
  Assisted Living Concepts Inc. Class A 53,892 411
* Five Star Quality Care Inc. 80,021 409
* PharMerica Corp. 31,861 403
* Neurocrine Biosciences Inc. 50,497 403
* NewLink Genetics Corp. 24,643 400
* Cutera Inc. 52,703 394
* Cross Country Healthcare Inc. 82,879 391
* Biotime Inc. 89,714 377
* Universal American Corp. 39,761 367
* HealthStream Inc. 12,872 366
* Triple-S Management Corp. Class B 17,218 360
* Sciclone Pharmaceuticals Inc. 63,215 351
* Ligand Pharmaceuticals Inc. Class B 20,235 347
* XenoPort Inc. 29,526 338
* IRIS International Inc. 17,181 335
* Omnicell Inc. 23,390 325
* Corcept Therapeutics Inc. 114,418 319
* Anacor Pharmaceuticals Inc. 46,492 306
* Aegerion Pharmaceuticals Inc. 19,737 293
* ExamWorks Group Inc. 19,477 291
* Furiex Pharmaceuticals Inc. 15,164 289
* Alliance HealthCare Services Inc. 204,539 288
* Immunomedics Inc. 79,767 280
* Novavax Inc. 127,082 275
* LHC Group Inc. 14,844 274
* Sequenom Inc. 77,247 273
* Metropolitan Health Networks Inc. 28,618 267
* Biolase Inc. 151,797 260
  US Physical Therapy Inc. 9,334 258
* Aastrom Biosciences Inc. 158,863 257
* Santarus Inc. 28,048 249
* SurModics Inc. 12,198 247
  National Healthcare Corp. 5,137 245

 

 

* Pain Therapeutics Inc. 48,537 245
* Dyax Corp. 94,090 245
* Spectranetics Corp. 16,088 237
* BioClinica Inc. 34,347 219
* Mediware Information Systems 9,699 213
* BioMimetic Therapeutics Inc. 50,806 209
* Columbia Laboratories Inc. 210,081 208
* GTx Inc. 44,872 206
* MAP Pharmaceuticals Inc. 13,098 204
* Oncothyreon Inc. 39,256 202
*,^ Savient Pharmaceuticals Inc. 80,765 201
* Merge Healthcare Inc. 52,352 201
* Durect Corp. 138,205 199
* Sun Healthcare Group Inc. 23,203 196
* Endocyte Inc. 19,600 195
* ZIOPHARM Oncology Inc. 34,782 190
* Anthera Pharmaceuticals Inc. 172,032 171
* Pozen Inc. 25,338 168
* Chelsea Therapeutics International Ltd. 138,203 166
* Staar Surgical Co. 20,720 157
* Cytokinetics Inc. 183,998 153
*,^ Biosante Pharmaceuticals Inc. 80,991 153
*,^ Celsion Corp. 27,811 151
* Codexis Inc. 49,208 149
*,^ Navidea Biopharmaceuticals Inc. 53,926 148
* AtriCure Inc. 19,002 141
* Palomar Medical Technologies Inc. 14,943 141
* Protalix BioTherapeutics Inc. 26,905 139
* Harvard Bioscience Inc. 32,527 138
* Vascular Solutions Inc. 8,957 133
* Hooper Holmes Inc. 194,540 125
* Alexza Pharmaceuticals Inc. 28,152 124
* PDI Inc. 14,959 119
* Sangamo Biosciences Inc. 19,311 117
* Ampio Pharmaceuticals Inc. 30,039 117
* CardioNet Inc. 45,835 116
* Cell Therapeutics Inc. 45,837 111
* Targacept Inc. 21,528 105
* RTI Biologics Inc. 25,082 105
* Apricus Biosciences Inc. 31,953 104
* Rochester Medical Corp. 8,804 104
* Vical Inc. 23,842 103
* Delcath Systems Inc. 62,073 101
* LCA-Vision Inc. 23,998 97
* Enzo Biochem Inc. 46,016 94
* Dusa Pharmaceuticals Inc. 13,816 94
* Bovie Medical Corp. 25,571 92
* Vanguard Health Systems Inc. 7,375 91
* Alimera Sciences Inc. 34,359 89
* Digirad Corp. 40,423 84
* Osiris Therapeutics Inc. 7,222 80
* Authentidate Holding Corp. 59,971 77
* Providence Service Corp. 5,764 75
* Obagi Medical Products Inc. 5,664 70
* Biodel Inc. 23,858 69
* Hemispherx Biopharma Inc. 85,879 69
* Icad Inc. 31,218 67

 

 

* Arrowhead Research Corp. 25,542 67
* Acura Pharmaceuticals Inc. 38,402 67
* Adolor Corp. Rights Exp. 07/01/2019 126,930 66
* SIGA Technologies Inc. 20,268 65
* Threshold Pharmaceuticals Inc. 8,900 64
* Cardiovascular Systems Inc. 5,493 64
* Hansen Medical Inc. 32,538 63
* PROLOR Biotech Inc. 12,986 63
* Medical Action Industries Inc. 17,304 60
* Solta Medical Inc. 19,114 60
* Nabi Biopharmaceuticals 32,813 58
* Insmed Inc. 12,761 58
* Discovery Laboratories Inc. 17,399 57
  Psychemedics Corp. 4,661 57
* Progenics Pharmaceuticals Inc. 19,226 55
  Young Innovations Inc. 1,362 53
* Myrexis Inc. 21,693 53
* RadNet Inc. 18,952 53
* Fluidigm Corp. 3,000 51
* Unilife Corp. 16,001 50
*,^ BSD Medical Corp. 37,207 49
* CytRx Corp. 13,198 48
* Keryx Biopharmaceuticals Inc. 15,988 45
* Repligen Corp. 7,281 43
* Cumberland Pharmaceuticals Inc. 6,675 43
* Chindex International Inc. 3,762 39
* Complete Genomics Inc. 12,245 38
  Maxygen Inc. 14,258 38
* Tornier NV 1,800 34
* Theragenics Corp. 18,481 32
* Transcept Pharmaceuticals Inc. 5,840 31
*,^ MELA Sciences Inc. 9,482 30
* Peregrine Pharmaceuticals Inc. 29,384 30
* Forest Laboratories Inc. Contingent Value Rights Exp. 04/14/2018 29,879 28
* Vanda Pharmaceuticals Inc. 6,866 28
* Zalicus Inc. 34,526 26
* Sagent Pharmaceuticals Inc. 1,572 25
* Raptor Pharmaceutical Corp. 4,470 25
* Metabolix Inc. 14,335 24
* ADVENTRX Pharmaceuticals Inc. 32,620 24
* Synta Pharmaceuticals Corp. 2,778 21
* Skilled Healthcare Group Inc. 3,154 20
* Cel-Sci Corp. 51,767 18
* EnteroMedics Inc. 4,462 16
* ThermoGenesis Corp. 14,114 15
* GenVec Inc. 8,765 14
* Amicus Therapeutics Inc. 2,502 13
* Epocrates Inc. 1,113 13
* Strategic Diagnostics Inc. 9,571 12
* Pernix Therapeutics Holdings 1,464 11
* Lannett Co. Inc. 2,184 11
* Idera Pharmaceuticals Inc. 10,479 10
* Synergetics USA Inc. 2,112 10
* Biospecifics Technologies Corp. 412 8
* XOMA Corp. 2,060 8
* ERBA Diagnostics Inc. 11,606 7
* Cardica Inc. 4,675 7

 

 

National Research Corp. 82 4
* StemCells Inc. 1,892 4
* Entremed Inc. 2,162 4
* Galena Biopharma Inc. 1,714 3
* Sharps Compliance Corp. 1,172 3
Heska Corp. 291 3
* Cornerstone Therapeutics Inc. 400 2
* DynaVox Inc. Class A 3,582 2
* CombiMatrix Corp. 2,351 1
Daxor Corp. 161 1
* Stereotaxis Inc. 864 1
* Repros Therapeutics Inc. 66 1
* OncoGenex Pharmaceutical Inc. 64 1
Utah Medical Products Inc. 24 1
* ProPhase Labs Inc. 465 1
* Nanosphere Inc. 116 —
* Inovio Pharmaceuticals Inc. 648 —
* Sucampo Pharmaceuticals Inc. Class A 58 —
* TranS1 Inc. 84 —
* Vision Sciences Inc. 140 —
* Retractable Technologies Inc. 71 —
* Somaxon Pharmaceuticals Inc. 279 —
* PURE Bioscience Inc. 29 —
    2,762,867
Industrials (10.6%)    
General Electric Co. 15,638,046 355,140
United Technologies Corp. 1,277,909 100,047
3M Co. 972,956 89,921
Union Pacific Corp. 706,780 83,895
Caterpillar Inc. 963,073 82,863
United Parcel Service Inc. Class B 1,071,430 76,682
Boeing Co. 1,050,565 73,140
Honeywell International Inc. 1,092,706 65,289
Emerson Electric Co. 1,082,951 52,274
Danaher Corp. 869,417 47,948
Deere & Co. 557,735 46,008
Tyco International Ltd. 683,321 38,444
Lockheed Martin Corp. 407,583 38,060
Illinois Tool Works Inc. 634,326 37,723
FedEx Corp. 442,431 37,439
Precision Castparts Corp. 214,289 35,002
CSX Corp. 1,534,331 31,837
Norfolk Southern Corp. 481,192 30,618
General Dynamics Corp. 452,470 29,917
Raytheon Co. 492,038 28,125
Cummins Inc. 269,633 24,863
Northrop Grumman Corp. 352,764 23,434
Eaton Corp. 473,700 22,387
Waste Management Inc. 649,010 20,820
PACCAR Inc. 500,335 20,026
Ingersoll-Rand plc 441,231 19,776
Parker Hannifin Corp. 223,168 18,652
WW Grainger Inc. 88,054 18,348
Stanley Black & Decker Inc. 239,803 18,285
Fastenal Co. 414,452 17,817
Cooper Industries plc 235,081 17,645
Dover Corp. 271,417 16,147

 

 

Roper Industries Inc. 144,154 15,841
Rockwell Automation Inc. 211,149 14,685
C.H. Robinson Worldwide Inc. 240,479 14,080
Fluor Corp. 249,992 14,070
Republic Services Inc. Class A 465,891 12,817
AMETEK Inc. 355,925 12,618
Kansas City Southern 162,357 12,303
* Delta Air Lines Inc. 1,254,370 11,490
* Stericycle Inc. 125,996 11,405
Expeditors International of Washington Inc. 313,562 11,401
Rockwell Collins Inc. 204,191 10,953
Pall Corp. 171,019 10,858
Textron Inc. 413,833 10,830
L-3 Communications Holdings Inc. 144,300 10,348
Flowserve Corp. 80,873 10,331
* TransDigm Group Inc. 71,680 10,169
Southwest Airlines Co. 1,136,913 9,971
* Verisk Analytics Inc. Class A 208,490 9,926
* United Continental Holdings Inc. 490,372 9,562
Joy Global Inc. 156,718 8,786
Equifax Inc. 177,897 8,286
* IHS Inc. Class A 82,577 8,039
Masco Corp. 531,614 8,001
* Jacobs Engineering Group Inc. 191,478 7,741
* Quanta Services Inc. 309,011 7,633
Donaldson Co. Inc. 209,029 7,255
JB Hunt Transport Services Inc. 138,565 7,211
Cintas Corp. 172,593 7,154
Xylem Inc. 274,427 6,902
* AGCO Corp. 144,451 6,859
Pentair Inc. 147,274 6,555
KBR Inc. 219,642 6,550
* B/E Aerospace Inc. 154,099 6,488
Iron Mountain Inc. 189,831 6,475
Hubbell Inc. Class B 76,999 6,217
Snap-on Inc. 86,163 6,193
* Fortune Brands Home & Security Inc. 213,642 5,770
* Owens Corning 171,927 5,753
Wabtec Corp. 71,473 5,739
Dun & Bradstreet Corp. 70,984 5,652
* Nielsen Holdings NV 186,948 5,605
* Hertz Global Holdings Inc. 405,614 5,569
* WABCO Holdings Inc. 95,890 5,530
Robert Half International Inc. 202,051 5,381
Waste Connections Inc. 173,822 5,258
IDEX Corp. 124,921 5,218
Corrections Corp. of America 148,909 4,981
SPX Corp. 75,260 4,923
Avery Dennison Corp. 153,498 4,884
Carlisle Cos. Inc. 92,440 4,799
MSC Industrial Direct Co. Inc. Class A 70,387 4,748
Nordson Corp. 80,951 4,745
Valmont Industries Inc. 35,551 4,675
Towers Watson & Co. Class A 87,901 4,663
Triumph Group Inc. 74,078 4,632
Lincoln Electric Holdings Inc. 118,181 4,615
Timken Co. 123,454 4,588

 

 

Graco Inc. 90,046 4,528
Gardner Denver Inc. 74,367 4,493
* Copart Inc. 159,661 4,427
Kennametal Inc. 119,228 4,421
Manpower Inc. 119,108 4,383
* Genesee & Wyoming Inc. Class A 65,469 4,377
* Shaw Group Inc. 98,198 4,283
Regal-Beloit Corp. 58,718 4,138
* Kirby Corp. 74,765 4,133
Pitney Bowes Inc. 296,915 4,103
* Babcock & Wilcox Co. 158,358 4,033
Acuity Brands Inc. 63,154 3,997
URS Corp. 112,208 3,962
* Sensata Technologies Holding NV 131,532 3,916
* Spirit Aerosystems Holdings Inc. Class A 176,092 3,911
* United Rentals Inc. 118,632 3,880
* Foster Wheeler AG 160,305 3,841
* WESCO International Inc. 64,817 3,708
* Terex Corp. 164,109 3,706
* Alaska Air Group Inc. 105,446 3,697
* Dollar Thrifty Automotive Group Inc. 41,628 3,619
Trinity Industries Inc. 119,206 3,573
Toro Co. 89,247 3,550
* Hexcel Corp. 147,754 3,549
Robbins & Myers Inc. 58,440 3,483
* Clean Harbors Inc. 71,187 3,477
AO Smith Corp. 59,272 3,411
* Oshkosh Corp. 122,989 3,374
CLARCOR Inc. 74,825 3,339
Landstar System Inc. 70,092 3,314
* Teledyne Technologies Inc. 52,124 3,304
* Chart Industries Inc. 44,372 3,277
* Middleby Corp. 27,917 3,228
* AECOM Technology Corp. 150,434 3,183
Woodward Inc. 92,809 3,154
Lennox International Inc. 64,583 3,123
Covanta Holding Corp. 181,656 3,117
* Huntington Ingalls Industries Inc. 73,869 3,106
* Colfax Corp. 84,108 3,084
Watsco Inc. 39,660 3,006
Ryder System Inc. 76,203 2,976
* Old Dominion Freight Line Inc. 95,958 2,894
Exelis Inc. 278,458 2,879
^ RR Donnelley & Sons Co. 268,073 2,842
EMCOR Group Inc. 99,185 2,831
Crane Co. 70,323 2,808
GATX Corp. 66,150 2,807
Actuant Corp. Class A 96,740 2,769
Corporate Executive Board Co. 49,936 2,678
* Portfolio Recovery Associates Inc. 25,618 2,675
ITT Corp. 130,625 2,632
* Esterline Technologies Corp. 45,946 2,579
* US Airways Group Inc. 242,562 2,537
Geo Group Inc. 91,517 2,532
* EnerSys Inc. 71,476 2,522
Belden Inc. 67,790 2,500
Manitowoc Co. Inc. 187,372 2,500

 

 

* Tetra Tech Inc. 94,850 2,491
Alliant Techsystems Inc. 49,151 2,463
Harsco Corp. 119,901 2,462
* Polypore International Inc. 69,576 2,460
* Avis Budget Group Inc. 158,519 2,438
* Advisory Board Co. 50,889 2,434
Macquarie Infrastructure Co. LLC 58,654 2,433
* USG Corp. 110,762 2,431
Applied Industrial Technologies Inc. 56,674 2,348
Deluxe Corp. 76,432 2,336
Rollins Inc. 98,629 2,307
Con-way Inc. 83,373 2,282
* Air Lease Corp. 110,084 2,246
* Moog Inc. Class A 58,999 2,234
* General Cable Corp. 74,594 2,192
Healthcare Services Group Inc. 95,095 2,175
Brady Corp. Class A 73,342 2,147
Curtiss-Wright Corp. 63,444 2,075
UTi Worldwide Inc. 153,862 2,073
* Acacia Research Corp. 74,459 2,041
* Atlas Air Worldwide Holdings Inc. 39,477 2,038
* Beacon Roofing Supply Inc. 69,497 1,981
Mueller Industries Inc. 43,165 1,963
HEICO Corp. Class A 63,267 1,930
AZZ Inc. 50,762 1,928
Granite Construction Inc. 63,454 1,822
Brink's Co. 70,331 1,807
* Navistar International Corp. 85,401 1,801
Franklin Electric Co. Inc. 29,550 1,787
* MasTec Inc. 90,572 1,784
Mine Safety Appliances Co. 47,403 1,767
HNI Corp. 67,913 1,732
Barnes Group Inc. 69,072 1,727
* JetBlue Airways Corp. 359,388 1,721
Herman Miller Inc. 87,260 1,696
* FTI Consulting Inc. 62,888 1,678
Briggs & Stratton Corp. 89,562 1,672
* On Assignment Inc. 83,612 1,666
Interface Inc. Class A 125,600 1,659
* Hub Group Inc. Class A 55,479 1,647
* GrafTech International Ltd. 182,559 1,641
Simpson Manufacturing Co. Inc. 57,206 1,637
Armstrong World Industries Inc. 34,721 1,610
United Stationers Inc. 61,387 1,597
Watts Water Technologies Inc. Class A 41,830 1,582
* RBC Bearings Inc. 32,831 1,579
ESCO Technologies Inc. 40,070 1,557
TAL International Group Inc. 45,013 1,530
* Spirit Airlines Inc. 89,476 1,528
ABM Industries Inc. 80,501 1,524
Raven Industries Inc. 51,389 1,512
* II-VI Inc. 78,319 1,490
* Allegiant Travel Co. Class A 22,421 1,421
Werner Enterprises Inc. 66,058 1,412
Albany International Corp. 61,344 1,348
* Encore Capital Group Inc. 47,212 1,334
Matson Inc. 62,640 1,310

 

 

Knight Transportation Inc. 91,325 1,306
Forward Air Corp. 40,934 1,245
CIRCOR International Inc. 32,563 1,229
Aircastle Ltd. 107,379 1,217
Knoll Inc. 86,588 1,208
Cubic Corp. 24,103 1,207
G&K Services Inc. Class A 38,306 1,199
* Astec Industries Inc. 37,268 1,178
* Orbital Sciences Corp. 79,031 1,151
Standex International Corp. 25,261 1,123
* Exponent Inc. 19,609 1,119
* Swift Transportation Co. 128,515 1,108
Mueller Water Products Inc. Class A 223,399 1,095
Heartland Express Inc. 81,772 1,092
* GenCorp Inc. 114,078 1,083
* ACCO Brands Corp. 166,208 1,079
Kaydon Corp. 48,131 1,075
Kaman Corp. 29,911 1,073
Steelcase Inc. Class A 108,480 1,069
Altra Holdings Inc. 58,573 1,066
Cascade Corp. 19,206 1,051
UniFirst Corp. 15,738 1,051
* Aegion Corp. Class A 54,139 1,037
* Blount International Inc. 78,077 1,027
Amerco Inc. 9,645 1,026
Universal Forest Products Inc. 24,409 1,014
American Science & Engineering Inc. 15,254 1,001
* DigitalGlobe Inc. 48,860 996
Lindsay Corp. 13,317 958
* Dycom Industries Inc. 66,176 952
Ennis Inc. 57,836 949
Titan International Inc. 53,392 943
AAON Inc. 47,683 939
Insperity Inc. 36,974 933
* Builders FirstSource Inc. 178,899 928
* Korn/Ferry International 59,551 913
Apogee Enterprises Inc. 46,121 905
Celadon Group Inc. 55,638 894
* GeoEye Inc. 33,539 886
Comfort Systems USA Inc. 80,795 883
AAR Corp. 53,575 880
SkyWest Inc. 84,977 878
* Mobile Mini Inc. 51,713 864
* American Railcar Industries Inc. 29,886 847
* Seaboard Corp. 373 843
* Huron Consulting Group Inc. 23,930 833
Generac Holdings Inc. 35,981 824
Ceradyne Inc. 33,329 814
Aceto Corp. 85,939 812
* Trimas Corp. 32,879 793
* CBIZ Inc. 131,457 791
* Rush Enterprises Inc. Class A 40,789 786
US Ecology Inc. 36,256 782
Quanex Building Products Corp. 41,118 775
Barrett Business Services Inc. 27,939 757
Alamo Group Inc. 22,366 756
* Consolidated Graphics Inc. 28,915 754

 

 

* KAR Auction Services Inc. 37,156 733
* DXP Enterprises Inc. 15,319 732
* Franklin Covey Co. 60,617 727
Marten Transport Ltd. 41,325 726
CDI Corp. 41,412 705
Griffon Corp. 67,506 695
* EnPro Industries Inc. 18,983 684
* American Superconductor Corp. 164,462 683
McGrath RentCorp 26,008 679
* Trex Co. Inc. 19,859 678
Sauer-Danfoss Inc. 16,774 674
* Powell Industries Inc. 17,349 671
* Sykes Enterprises Inc. 48,243 648
Gorman-Rupp Co. 23,752 641
Tennant Co. 14,751 632
NACCO Industries Inc. Class A 5,018 629
Resources Connection Inc. 47,279 620
* Layne Christensen Co. 31,497 618
* RailAmerica Inc. 21,562 592
* American Reprographics Co. 138,698 592
* Navigant Consulting Inc. 53,402 590
* Greenbrier Cos. Inc. 35,814 578
* Park-Ohio Holdings Corp. 26,341 571
Dynamic Materials Corp. 37,755 567
* GP Strategies Corp. 29,236 565
* Hawaiian Holdings Inc. 98,768 552
* TrueBlue Inc. 35,086 552
* CRA International Inc. 31,549 545
* Meritor Inc. 126,971 538
Great Lakes Dredge & Dock Corp. 69,724 537
* Astronics Corp. 17,148 528
Ampco-Pittsburgh Corp. 28,294 522
* Dolan Co. 96,693 520
H&E Equipment Services Inc. 42,361 513
* Michael Baker Corp. 20,580 491
* Ducommun Inc. 36,073 491
Kimball International Inc. Class B 39,929 488
* Asset Acceptance Capital Corp. 63,692 475
* Federal Signal Corp. 73,560 465
Encore Wire Corp. 15,323 448
* Team Inc. 13,936 444
* Thermon Group Holdings Inc. 17,500 437
* Aerovironment Inc. 18,593 436
Heidrick & Struggles International Inc. 34,063 434
* American Woodmark Corp. 21,571 431
* Engility Holdings Inc. 22,668 418
* EnerNOC Inc. 31,802 413
Sun Hydraulics Corp. 15,431 410
* Wesco Aircraft Holdings Inc. 29,800 407
* InnerWorkings Inc. 30,842 402
* Air Transport Services Group Inc. 90,931 400
* Northwest Pipe Co. 16,177 399
* Wabash National Corp. 54,565 389
Miller Industries Inc. 24,232 389
* Lydall Inc. 27,446 387
Houston Wire & Cable Co. 35,716 384
* Capstone Turbine Corp. 379,084 379

 

 

Arkansas Best Corp. 46,250 366
^ Acorn Energy Inc. 39,752 355
* Furmanite Corp. 61,905 352
* Flow International Corp. 94,439 349
* Kforce Inc. 29,162 344
* Accuride Corp. 73,315 342
* ICF International Inc. 16,929 340
* Columbus McKinnon Corp. 22,094 334
John Bean Technologies Corp. 20,371 333
Kelly Services Inc. Class A 26,203 330
* NN Inc. 38,108 324
Graham Corp. 17,539 317
National Presto Industries Inc. 4,329 315
* Gibraltar Industries Inc. 24,208 310
* Tutor Perini Corp. 27,018 309
Intersections Inc. 29,272 309
* EnergySolutions Inc. 111,326 304
* Taser International Inc. 49,467 298
* BlueLinx Holdings Inc. 125,886 295
* Commercial Vehicle Group Inc. 39,991 294
LB Foster Co. Class A 8,893 288
* Kratos Defense & Security Solutions Inc. 48,611 284
* Ameresco Inc. Class A 23,722 280
* Active Power Inc. 347,481 278
* Republic Airways Holdings Inc. 60,015 278
* Cenveo Inc. 121,157 277
* Quality Distribution Inc. 29,870 276
Hardinge Inc. 26,370 270
* Covenant Transportation Group Inc. Class A 58,175 268
* Pacer International Inc. 67,217 268
* MYR Group Inc. 13,105 261
Multi-Color Corp. 11,120 258
Quad/Graphics Inc. 14,926 253
* Kadant Inc. 10,869 252
* Casella Waste Systems Inc. Class A 58,695 251
* Orion Marine Group Inc. 32,973 245
Viad Corp. 11,586 242
Global Power Equipment Group Inc. 12,940 239
* Saia Inc. 11,857 239
* Titan Machinery Inc. 11,588 235
Courier Corp. 19,111 234
International Shipholding Corp. 13,746 232
Primoris Services Corp. 17,632 230
* Pendrell Corp. 192,234 217
PAM Transportation Services Inc. 20,294 202
* Heritage-Crystal Clean Inc. 9,868 196
Asta Funding Inc. 20,359 191
Ceco Environmental Corp. 19,322 189
* Echo Global Logistics Inc. 10,850 186
Insteel Industries Inc. 15,789 185
Coleman Cable Inc. 18,579 179
LSI Industries Inc. 25,138 169
Argan Inc. 9,629 168
* Mistras Group Inc. 6,900 160
* Hudson Global Inc. 35,653 159
* PowerSecure International Inc. 26,134 157
* Pike Electric Corp. 19,016 151

 

 

* Odyssey Marine Exploration Inc. 46,783 148
* Genco Shipping & Trading Ltd. 39,914 147
LS Starrett Co. Class A 11,175 144
* KEYW Holding Corp. 11,269 141
* FuelCell Energy Inc. 152,123 134
* Standard Parking Corp. 5,794 130
* Energy Recovery Inc. 43,534 129
* Hurco Cos. Inc. 5,580 128
* CAI International Inc. 6,152 126
SeaCube Container Leasing Ltd. 6,670 125
HEICO Corp. 3,168 123
* Sterling Construction Co. Inc. 12,165 121
* AT Cross Co. Class A 11,903 119
Eastern Co. 6,310 118
* LMI Aerospace Inc. 5,705 117
Sypris Solutions Inc. 15,958 114
Met-Pro Corp. 12,563 112
Preformed Line Products Co. 2,048 111
* Fuel Tech Inc. 24,849 104
* NCI Building Systems Inc. 10,126 102
* Vicor Corp. 14,805 99
* Swisher Hygiene Inc. 71,136 98
* TRC Cos. Inc. 12,065 91
* Integrated Electrical Services Inc. 19,898 91
US Home Systems Inc. 6,821 85
FreightCar America Inc. 4,776 85
* Metalico Inc. 30,954 79
* Willis Lease Finance Corp. 6,194 76
* Innovative Solutions & Support Inc. 17,618 70
Schawk Inc. Class A 5,261 69
* Perma-Fix Environmental Services 61,457 64
* Altair Nanotechnologies Inc. 81,682 64
* Roadrunner Transportation Systems Inc. 3,847 62
Twin Disc Inc. 3,407 61
* Magnetek Inc. 5,279 59
* Eagle Bulk Shipping Inc. 16,139 58
* Innotrac Corp. 28,467 56
* Frozen Food Express Industries 27,702 55
Lawson Products Inc. 7,689 53
* Patriot Transportation Holding Inc. 1,834 51
* Broadwind Energy Inc. 22,013 48
Douglas Dynamics Inc. 3,125 46
* Tecumseh Products Co. Class A 8,631 45
* Hill International Inc. 10,176 44
* RPX Corp. 3,600 40
* PMFG Inc. 4,339 35
* Astronics Corp. Class B 1,003 34
* Key Technology Inc. 3,273 31
* Ascent Solar Technologies Inc. 30,091 31
* Ultralife Corp. 9,678 30
Standard Register Co. 42,047 30
* Orion Energy Systems Inc. 13,116 26
* Ocean Power Technologies Inc. 7,673 22
* A123 Systems Inc. 88,754 22
* Arotech Corp. 23,576 21
* Zipcar Inc. 2,667 21
* USA Truck Inc. 5,558 21

 

 

VSE Corp. 817 20
* Innovaro Inc. 35,674 19
Baltic Trading Ltd. 4,324 14
* Virco Manufacturing Corp. 5,576 13
* Plug Power Inc. 12,727 11
* PGT Inc. 2,968 10
* Sparton Corp. 700 9
* Satcon Technology Corp. 6,432 7
* Omega Flex Inc. 626 7
* Supreme Industries Inc. Class A 435 2
* Xerium Technologies Inc. 89 —
* Lime Energy Co. 96 —
    2,480,354
Information Technology (19.3%)    
Apple Inc. 1,380,093 920,881
International Business Machines Corp. 1,617,350 335,519
Microsoft Corp. 11,159,281 332,323
* Google Inc. Class A 383,712 289,511
Oracle Corp. 5,874,884 185,000
Intel Corp. 7,426,123 168,424
QUALCOMM Inc. 2,530,181 158,111
Cisco Systems Inc. 7,907,304 150,950
Visa Inc. Class A 779,347 104,651
* EMC Corp. 3,099,810 84,532
* eBay Inc. 1,715,200 83,033
Mastercard Inc. Class A 161,104 72,735
Accenture plc Class A 951,413 66,627
Hewlett-Packard Co. 2,919,060 49,799
Texas Instruments Inc. 1,689,500 46,546
Automatic Data Processing Inc. 721,986 42,352
* Cognizant Technology Solutions Corp. Class A 449,607 31,437
* Salesforce.com Inc. 193,581 29,558
Corning Inc. 2,241,373 29,474
* Yahoo! Inc. 1,708,828 27,299
Broadcom Corp. Class A 735,051 25,418
Intuit Inc. 411,869 24,251
* Adobe Systems Inc. 732,390 23,773
Dell Inc. 2,194,831 21,641
TE Connectivity Ltd. 631,327 21,471
Applied Materials Inc. 1,892,453 21,129
* Citrix Systems Inc. 275,001 21,057
Motorola Solutions Inc. 388,145 19,621
* Symantec Corp. 1,064,471 19,160
* Teradata Corp. 249,147 18,788
* NetApp Inc. 536,091 17,627
Seagate Technology plc 565,334 17,525
Analog Devices Inc. 440,691 17,271
Western Union Co. 905,452 16,497
* Red Hat Inc. 284,962 16,226
Altera Corp. 476,643 16,199
Paychex Inc. 482,045 16,047
* SanDisk Corp. 360,065 15,638
* Fiserv Inc. 201,667 14,929
* Equinix Inc. 71,110 14,652
Xerox Corp. 1,991,629 14,619
* Facebook Inc. Class A 658,874 14,265
Amphenol Corp. Class A 239,504 14,102

 

 

* Juniper Networks Inc. 782,714 13,392
Western Digital Corp. 345,477 13,380
Xilinx Inc. 389,528 13,014
CA Inc. 487,571 12,562
* F5 Networks Inc. 117,331 12,285
* NVIDIA Corp. 913,455 12,185
Avago Technologies Ltd. 342,015 11,924
* VMware Inc. Class A 122,446 11,845
KLA-Tencor Corp. 247,024 11,784
Maxim Integrated Products Inc. 431,441 11,485
* VeriSign Inc. 233,981 11,393
* Autodesk Inc. 339,242 11,321
* LinkedIn Corp. Class A 92,192 11,100
Fidelity National Information Services Inc. 348,216 10,871
Linear Technology Corp. 339,950 10,827
* Alliance Data Systems Corp. 74,384 10,559
* Rackspace Hosting Inc. 159,689 10,554
* Akamai Technologies Inc. 264,612 10,124
* ANSYS Inc. 137,505 10,093
* BMC Software Inc. 235,821 9,784
* Lam Research Corp. 301,056 9,569
Microchip Technology Inc. 285,879 9,360
* Nuance Communications Inc. 363,452 9,046
* Trimble Navigation Ltd. 184,672 8,801
* Micron Technology Inc. 1,461,632 8,748
Harris Corp. 168,263 8,618
Computer Sciences Corp. 230,440 7,422
Activision Blizzard Inc. 657,703 7,419
* TIBCO Software Inc. 243,933 7,374
* Synopsys Inc. 217,666 7,187
* Skyworks Solutions Inc. 280,382 6,607
* Ariba Inc. 145,095 6,500
Marvell Technology Group Ltd. 709,668 6,493
* Gartner Inc. 137,895 6,356
* Avnet Inc. 215,295 6,263
FactSet Research Systems Inc. 63,416 6,115
* Flextronics International Ltd. 1,000,136 6,001
* Electronic Arts Inc. 471,048 5,978
IAC/InterActiveCorp 112,905 5,878
* MICROS Systems Inc. 119,452 5,867
* LSI Corp. 846,028 5,846
Total System Services Inc. 238,648 5,656
* Informatica Corp. 161,133 5,609
* Arrow Electronics Inc. 166,340 5,607
* NCR Corp. 235,422 5,488
* Cadence Design Systems Inc. 408,153 5,251
* Riverbed Technology Inc. 224,344 5,220
Jabil Circuit Inc. 275,500 5,157
* Concur Technologies Inc. 69,056 5,092
Global Payments Inc. 116,786 4,885
SAIC Inc. 404,844 4,874
* AOL Inc. 138,303 4,872
Jack Henry & Associates Inc. 123,495 4,680
* SolarWinds Inc. 82,628 4,606
FLIR Systems Inc. 229,141 4,577
* Fortinet Inc. 187,248 4,520
Solera Holdings Inc. 102,856 4,512

 

 

* VeriFone Systems Inc. 160,057 4,458
* JDS Uniphase Corp. 350,962 4,347
  Broadridge Financial Solutions Inc. 185,950 4,338
* Cree Inc. 164,295 4,194
* ON Semiconductor Corp. 674,308 4,160
  MercadoLibre Inc. 49,113 4,054
* NeuStar Inc. Class A 99,666 3,990
* Teradyne Inc. 277,424 3,945
* Parametric Technology Corp. 177,784 3,876
* Ultimate Software Group Inc. 37,568 3,836
* Wright Express Corp. 54,848 3,824
* Aruba Networks Inc. 166,764 3,750
* Brocade Communications Systems Inc. 632,383 3,741
* CommVault Systems Inc. 63,290 3,715
* Cirrus Logic Inc. 96,086 3,689
  National Instruments Corp. 144,342 3,633
* Aspen Technology Inc. 139,438 3,604
  Molex Inc. Class A 164,456 3,572
  Lender Processing Services Inc. 125,543 3,501
* Ingram Micro Inc. 227,034 3,458
* Atmel Corp. 656,370 3,453
* CoreLogic Inc. 127,047 3,371
* Compuware Corp. 324,310 3,214
* CoStar Group Inc. 39,293 3,204
* FleetCor Technologies Inc. 68,200 3,055
  MAXIMUS Inc. 50,464 3,014
* Advanced Micro Devices Inc. 888,805 2,995
  Diebold Inc. 88,618 2,987
* Zebra Technologies Corp. 77,597 2,913
  FEI Co. 53,764 2,876
  DST Systems Inc. 50,351 2,848
* IPG Photonics Corp. 49,163 2,817
  Convergys Corp. 173,857 2,724
* Tech Data Corp. 58,996 2,673
* Microsemi Corp. 132,791 2,665
* Polycom Inc. 266,329 2,629
* QLIK Technologies Inc. 114,786 2,572
* Itron Inc. 59,545 2,569
* ACI Worldwide Inc. 59,423 2,511
* Fairchild Semiconductor International Inc. Class A 190,069 2,494
* Quest Software Inc. 88,322 2,473
  InterDigital Inc. 66,113 2,465
* Cavium Inc. 73,920 2,464
* Semtech Corp. 97,260 2,446
* Dolby Laboratories Inc. Class A 74,053 2,425
  Anixter International Inc. 41,983 2,412
*,^ 3D Systems Corp. 73,356 2,410
* Rovi Corp. 165,848 2,406
  Lexmark International Inc. Class A 106,052 2,360
* Hittite Microwave Corp. 42,424 2,353
* NetSuite Inc. 36,807 2,348
* Fusion-io Inc. 76,839 2,326
  Cypress Semiconductor Corp. 214,039 2,295
* ViaSat Inc. 60,998 2,280
  Fair Isaac Corp. 50,732 2,245
* Cymer Inc. 43,851 2,239
  Plantronics Inc. 63,330 2,237

 

 

* Silicon Laboratories Inc. 60,509 2,224
* OSI Systems Inc. 28,078 2,186
* NETGEAR Inc. 56,881 2,169
* Arris Group Inc. 168,507 2,155
  j2 Global Inc. 65,662 2,155
* Mentor Graphics Corp. 139,157 2,154
* Sourcefire Inc. 43,869 2,151
* Universal Display Corp. 62,560 2,151
* Vishay Intertechnology Inc. 216,526 2,128
  Cognex Corp. 60,918 2,107
* Acxiom Corp. 114,346 2,089
* JDA Software Group Inc. 63,626 2,022
* Progress Software Corp. 94,218 2,015
* Ciena Corp. 148,012 2,013
* Comverse Technology Inc. 326,156 2,006
*,^ First Solar Inc. 90,539 2,005
  MKS Instruments Inc. 78,208 1,994
  Littelfuse Inc. 34,806 1,968
* ValueClick Inc. 113,874 1,957
* CACI International Inc. Class A 37,794 1,957
* PMC - Sierra Inc. 346,141 1,952
* TiVo Inc. 187,071 1,951
* Finisar Corp. 136,135 1,947
* Cardtronics Inc. 62,264 1,854
* BroadSoft Inc. 45,029 1,847
  Tellabs Inc. 520,731 1,843
  Heartland Payment Systems Inc. 58,135 1,842
* Sapient Corp. 167,893 1,790
* Kenexa Corp. 38,649 1,771
* Tyler Technologies Inc. 40,189 1,769
* DealerTrack Holdings Inc. 63,214 1,761
* Veeco Instruments Inc. 58,102 1,744
* Liquidity Services Inc. 34,735 1,744
* Manhattan Associates Inc. 30,358 1,739
  Syntel Inc. 27,740 1,731
* International Rectifier Corp. 103,107 1,721
* MicroStrategy Inc. Class A 12,733 1,707
* QLogic Corp. 147,025 1,679
  Intersil Corp. Class A 190,760 1,669
  NIC Inc. 112,748 1,669
* Entegris Inc. 204,881 1,666
* RF Micro Devices Inc. 413,816 1,635
* Coherent Inc. 35,601 1,633
* Bottomline Technologies Inc. 66,046 1,631
* SS&C Technologies Holdings Inc. 64,055 1,615
  Blackbaud Inc. 67,458 1,614
* Benchmark Electronics Inc. 105,319 1,608
* CSG Systems International Inc. 71,421 1,606
* VistaPrint NV 46,762 1,597
* EchoStar Corp. Class A 55,430 1,589
* Ancestry.com Inc. 52,805 1,588
* Plexus Corp. 51,900 1,572
  ADTRAN Inc. 90,678 1,567
*,^ VirnetX Holding Corp. 60,972 1,551
* Blucora Inc. 85,273 1,519
* Acme Packet Inc. 86,962 1,487
* Insight Enterprises Inc. 82,144 1,436

 

 

* Euronet Worldwide Inc. 75,636 1,421
Ebix Inc. 59,088 1,395
EarthLink Inc. 189,250 1,347
* Diodes Inc. 78,450 1,334
* Stratasys Inc. 24,281 1,321
* Advent Software Inc. 53,111 1,305
Power Integrations Inc. 42,674 1,299
Tessera Technologies Inc. 94,306 1,290
* FARO Technologies Inc. 31,135 1,287
* Brightpoint Inc. 143,042 1,285
* Ellie Mae Inc. 47,000 1,280
* Integrated Device Technology Inc. 213,133 1,253
* ATMI Inc. 67,323 1,250
* OmniVision Technologies Inc. 89,159 1,244
* Monster Worldwide Inc. 169,675 1,244
* TriQuint Semiconductor Inc. 243,205 1,228
* Kulicke & Soffa Industries Inc. 116,901 1,216
* Websense Inc. 77,297 1,210
* Accelrys Inc. 136,329 1,181
* Netscout Systems Inc. 46,246 1,180
* ScanSource Inc. 36,506 1,169
* Advanced Energy Industries Inc. 93,821 1,156
Cabot Microelectronics Corp. 32,760 1,151
Molex Inc. 43,135 1,134
* SYNNEX Corp. 34,715 1,131
* WebMD Health Corp. 78,392 1,100
* Electronics for Imaging Inc. 65,984 1,096
Badger Meter Inc. 29,949 1,090
* Synaptics Inc. 45,250 1,087
* Unisys Corp. 51,557 1,073
* Digital River Inc. 64,171 1,069
MTS Systems Corp. 19,791 1,060
* Take-Two Interactive Software Inc. 97,723 1,019
EPIQ Systems Inc. 74,651 1,002
* Constant Contact Inc. 57,395 999
* Cray Inc. 78,396 996
* Amkor Technology Inc. 224,899 990
* GT Advanced Technologies Inc. 179,793 980
Black Box Corp. 37,809 965
* Dice Holdings Inc. 113,587 956
Brooks Automation Inc. 116,803 938
* Checkpoint Systems Inc. 112,889 935
* Actuate Corp. 131,998 928
Comtech Telecommunications Corp. 33,464 925
* RealPage Inc. 39,646 896
* Emulex Corp. 124,024 894
* Internap Network Services Corp. 126,075 889
* OpenTable Inc. 21,175 881
* Applied Micro Circuits Corp. 173,416 877
* LivePerson Inc. 47,673 863
* MEMC Electronic Materials Inc. 312,076 858
Pegasystems Inc. 29,520 857
* Interactive Intelligence Group Inc. 28,467 855
* Lattice Semiconductor Corp. 221,655 849
Loral Space & Communications Inc. 11,811 840
* Rofin-Sinar Technologies Inc. 42,087 830
* Spansion Inc. Class A 69,608 830

 

 

* Sanmina-SCI Corp. 97,543 828
* PROS Holdings Inc. 43,066 821
Forrester Research Inc. 28,458 819
* Ceva Inc. 56,306 810
* Active Network Inc. 64,530 809
* TeleTech Holdings Inc. 47,329 807
* Harmonic Inc. 173,986 790
* Rogers Corp. 18,532 785
* Ultratech Inc. 24,984 784
Electro Scientific Industries Inc. 62,883 768
CTS Corp. 76,292 768
* ExlService Holdings Inc. 25,837 762
* Anaren Inc. 37,800 756
* CalAmp Corp. 91,904 755
* iGATE Corp. 41,342 751
* Computer Task Group Inc. 46,131 746
* Avid Technology Inc. 78,308 741
* MIPS Technologies Inc. Class A 99,036 732
* AuthenTec Inc. 90,540 725
* Callidus Software Inc. 145,446 717
* Rambus Inc. 129,130 715
Daktronics Inc. 73,434 698
Methode Electronics Inc. 70,899 688
* Bankrate Inc. 43,933 684
* FormFactor Inc. 119,242 667
* Cornerstone OnDemand Inc. 21,521 660
* TTM Technologies Inc. 69,285 653
* Infinera Corp. 118,981 652
* Power-One Inc. 116,170 651
* Ixia 40,237 647
* DTS Inc. 27,739 646
* CIBER Inc. 185,864 645
AVX Corp. 67,202 644
* Agilysys Inc. 74,761 643
Keynote Systems Inc. 43,973 637
* Integrated Silicon Solution Inc. 67,016 621
* Synchronoss Technologies Inc. 27,099 621
* Entropic Communications Inc. 106,381 619
* Web.com Group Inc. 34,250 615
* Monolithic Power Systems Inc. 30,822 609
Mantech International Corp. Class A 25,341 608
* XO Group Inc. 68,774 574
* Zynga Inc. Class A 201,522 572
* Move Inc. 64,967 560
* IXYS Corp. 55,052 546
* TNS Inc. 36,359 544
Park Electrochemical Corp. 21,537 535
* Exar Corp. 66,713 534
* Calix Inc. 83,075 532
* Verint Systems Inc. 19,143 525
Electro Rent Corp. 29,330 519
Cohu Inc. 55,061 517
* Unwired Planet Inc. 268,854 516
* Extreme Networks 153,497 513
OPNET 15,036 512
* Digi International Inc. 50,319 511
* Oplink Communications Inc. 29,804 493

 

 

* FSI International Inc. 79,347 492
* RealD Inc. 54,807 490
* Imation Corp. 87,308 488
  Micrel Inc. 46,569 485
* Multi-Fineline Electronix Inc. 21,291 480
* Axcelis Technologies Inc. 456,529 479
* Global Cash Access Holdings Inc. 59,497 479
* Volterra Semiconductor Corp. 21,049 460
* Intermec Inc. 73,857 459
*,^ Angie's List Inc. 43,200 457
* Sonus Networks Inc. 242,672 456
  United Online Inc. 81,653 451
  American Software Inc. Class A 54,908 448
* Freescale Semiconductor Ltd. 47,085 448
* Saba Software Inc. 44,797 448
* IntraLinks Holdings Inc. 68,373 447
* ModusLink Global Solutions Inc. 120,849 446
* KVH Industries Inc. 32,125 433
* Measurement Specialties Inc. 13,131 433
  Monotype Imaging Holdings Inc. 26,825 418
* Limelight Networks Inc. 176,577 413
* Sycamore Networks Inc. 26,787 413
* Ipass Inc. 186,112 409
* comScore Inc. 26,436 403
* Envestnet Inc. 34,345 402
* LTX-Credence Corp. 69,610 400
* Silicon Graphics International Corp. 43,262 394
* NVE Corp. 6,628 392
* Stamps.com Inc. 16,846 390
  Cass Information Systems Inc. 9,255 388
* LogMeIn Inc. 17,217 386
* Higher One Holdings Inc. 27,738 374
* Kemet Corp. 84,684 373
* Fabrinet 32,085 372
* Kopin Corp. 98,250 369
* Net 1 UEPS Technologies Inc. 40,139 363
* Quantum Corp. 223,325 360
* FalconStor Software Inc. 150,119 353
* Globecomm Systems Inc. 31,230 348
* Aviat Networks Inc. 146,110 348
* RealNetworks Inc. 41,499 345
* Demand Media Inc. 31,653 344
* Aeroflex Holding Corp. 50,971 338
* ServiceSource International Inc. 32,408 333
* Hackett Group Inc. 78,778 329
* Echelon Corp. 84,698 325
* Emcore Corp. 57,367 324
* Mercury Computer Systems Inc. 30,156 320
  Booz Allen Hamilton Holding Corp. 23,051 319
* SunPower Corp. Class A 68,850 311
* Newport Corp. 28,032 310
  Bel Fuse Inc. Class B 16,516 309
* Lionbridge Technologies Inc. 87,265 307
  Aware Inc. 48,420 305
* Immersion Corp. 55,249 302
* SPS Commerce Inc. 7,524 289
* Perficient Inc. 23,019 278

 

 

* Carbonite Inc. 38,835 272
* STEC Inc. 40,298 272
  Marchex Inc. Class B 70,034 268
* Maxwell Technologies Inc. 32,373 263
* Tangoe Inc. 19,900 261
* Vocus Inc. 13,005 261
* DSP Group Inc. 43,784 260
* Silicon Image Inc. 56,547 260
* ANADIGICS Inc. 186,501 259
* Procera Networks Inc. 10,524 247
* Virtusa Corp. 13,814 245
* Jive Software Inc. 14,922 234
* MoneyGram International Inc. 15,555 232
* Vishay Precision Group Inc. 15,985 223
* Zygo Corp. 11,953 219
* Dynamics Research Corp. 31,852 218
* Sigma Designs Inc. 32,175 213
* VASCO Data Security International Inc. 22,548 212
* Datalink Corp. 25,455 211
* Super Micro Computer Inc. 16,702 201
*,^ KIT Digital Inc. 66,595 200
* Oclaro Inc. 70,562 191
* Nanometrics Inc. 13,307 184
* Edgewater Technology Inc. 46,266 181
* Alpha & Omega Semiconductor Ltd. 20,816 179
* Guidance Software Inc. 15,353 173
* Autobytel Inc. 44,814 172
* Information Services Group Inc. 128,428 162
* QuinStreet Inc. 19,202 161
* AXT Inc. 47,038 159
* Reis Inc. 13,713 157
* Mindspeed Technologies Inc. 44,954 156
* Dot Hill Systems Corp. 145,296 155
* Novatel Wireless Inc. 78,198 155
  PC-Tel Inc. 21,754 153
* InvenSense Inc. 12,800 153
* Photronics Inc. 27,458 147
*,^ OCZ Technology Group Inc. 41,752 145
* Supertex Inc. 7,784 139
* Intevac Inc. 22,587 138
  Concurrent Computer Corp. 29,783 134
* Rudolph Technologies Inc. 11,852 124
* support.com Inc. 29,004 123
  PC Connection Inc. 10,505 121
* Symmetricom Inc. 16,944 118
* ShoreTel Inc. 28,187 115
* Rubicon Technology Inc. 11,949 114
* LRAD Corp. 82,645 114
* Seachange International Inc. 14,436 113
* Amtech Systems Inc. 34,538 113
* Pericom Semiconductor Corp. 12,912 112
* Inphi Corp. 10,284 110
* Spark Networks Inc. 17,905 110
* PDF Solutions Inc. 8,005 109
* MaxLinear Inc. 15,986 107
* Responsys Inc. 9,767 100
* CyberOptics Corp. 14,065 98

 

 

* Cinedigm Digital Cinema Corp. Class A 70,957 96
* Deltek Inc. 7,244 94
* Glu Mobile Inc. 19,952 92
* Travelzoo Inc. 3,696 87
* STR Holdings Inc. 27,740 86
  Richardson Electronics Ltd. 7,239 86
* Zix Corp. 29,453 85
  Evolving Systems Inc. 13,528 83
  TheStreet Inc. 53,147 81
* PLX Technology Inc. 13,702 79
* MoSys Inc. 19,222 78
  Crexendo Inc. 25,382 77
*,^ Document Security Systems Inc. 18,221 76
* QuickLogic Corp. 27,004 76
  Telular Corp. 7,116 70
* LoJack Corp. 30,922 70
* Identive Group Inc. 75,453 65
* Rosetta Stone Inc. 4,984 64
* Hutchinson Technology Inc. 36,408 63
* PRGX Global Inc. 7,236 62
* Innodata Inc. 15,170 61
* Ikanos Communications Inc. 43,344 60
* TeleNav Inc. 9,993 60
* Wave Systems Corp. Class A 62,907 59
* Imperva Inc. 1,600 59
* TeleCommunication Systems Inc. Class A 27,184 59
* Radisys Corp. 15,433 56
* Frequency Electronics Inc. 6,498 56
* SciQuest Inc. 2,900 53
* GSI Technology Inc. 10,119 50
* Smith Micro Software Inc. 31,088 50
  QAD Inc. Class A 3,629 49
* Bsquare Corp. 15,441 49
* Ditech Networks Inc. 34,438 49
* Looksmart Ltd. 54,701 47
* Pixelworks Inc. 15,645 46
* StarTek Inc. 15,375 46
* Mattson Technology Inc. 45,776 44
* PAR Technology Corp. 7,772 42
  Rimage Corp. 6,050 41
* Motricity Inc. 83,249 41
* ID Systems Inc. 6,809 39
* Westell Technologies Inc. Class A 17,678 38
* Online Resources Corp. 12,713 37
* GSI Group Inc. 3,461 31
* GSE Systems Inc. 13,415 27
* Intellicheck Mobilisa Inc. 16,110 27
* Numerex Corp. Class A 2,362 27
* NCI Inc. Class A 3,856 27
* Viasystems Group Inc. 1,531 26
* Cascade Microtech Inc. 4,600 26
  Bel Fuse Inc. Class A 1,477 26
* THQ Inc. 6,428 24
* Rainmaker Systems Inc. 19,115 23
* Presstek Inc. 46,306 23
  Pulse Electronics Corp. 26,190 21
* BTU International Inc. 9,344 21

 

 

* Meru Networks Inc. 5,900 20
* Ramtron International Corp. 6,551 20
Digimarc Corp. 904 20
* Powerwave Technologies Inc. 32,363 20
* Planar Systems Inc. 13,735 19
* Transwitch Corp. 16,462 18
* Parkervision Inc. 7,548 18
* Microvision Inc. 7,110 17
* Mitek Systems Inc. 4,800 16
* TechTarget Inc. 2,379 14
* MEMSIC Inc. 8,040 13
* Mattersight Corp. 2,159 13
* Ultra Clean Holdings 2,159 12
* Lantronix Inc. 6,995 12
* WebMediaBrands Inc. 5,176 12
* Research Frontiers Inc. 2,555 11
* Transact Technologies Inc. 1,540 11
* Pervasive Software Inc. 1,008 9
QAD Inc. Class B 573 8
* Zhone Technologies Inc. 10,572 7
* Remark Media Inc. 3,300 6
* iGO Inc. 11,872 5
* Selectica Inc. 829 4
* Digital Ally Inc. 1,187 4
* ePlus Inc. 100 4
* Superconductor Technologies Inc. 7,872 4
* Market Leader Inc. 464 3
* Mitel Networks Corp. 700 2
* Wireless Telecom Group Inc. 1,403 2
* Management Network Group Inc. 626 1
* Magnachip Semiconductor Corp. 100 1
* Official Payments Holdings Inc. Class B 121 1
* Newtek Business Services Inc. 204 —
* PC Mall Inc. 63 —
* Performance Technologies Inc. 70 —
* Video Display Corp. 19 —
    4,507,923
Materials (3.9%)    
Monsanto Co. 787,487 71,677
EI du Pont de Nemours & Co. 1,383,396 69,543
Freeport-McMoRan Copper & Gold Inc. 1,401,039 55,453
Dow Chemical Co. 1,764,631 51,104
Praxair Inc. 440,896 45,800
Newmont Mining Corp. 731,484 40,970
Ecolab Inc. 431,340 27,955
PPG Industries Inc. 225,244 25,867
Air Products & Chemicals Inc. 312,146 25,815
Mosaic Co. 438,018 25,234
LyondellBasell Industries NV Class A 466,549 24,102
International Paper Co. 613,061 22,266
CF Industries Holdings Inc. 96,926 21,541
Sherwin-Williams Co. 129,741 19,320
Nucor Corp. 468,430 17,922
Alcoa Inc. 1,576,481 13,952
Sigma-Aldrich Corp. 178,434 12,842
Eastman Chemical Co. 224,297 12,787
FMC Corp. 202,487 11,214

 

 

Ball Corp. 219,781 9,299
Vulcan Materials Co. 191,879 9,076
Celanese Corp. Class A 230,952 8,755
Royal Gold Inc. 86,968 8,685
Ashland Inc. 115,923 8,300
Cliffs Natural Resources Inc. 210,476 8,236
* Crown Holdings Inc. 220,835 8,116
Airgas Inc. 96,566 7,947
MeadWestvaco Corp. 253,612 7,761
Rock-Tenn Co. Class A 104,410 7,536
Valspar Corp. 130,732 7,334
International Flavors & Fragrances Inc. 120,332 7,169
Albemarle Corp. 131,819 6,944
* WR Grace & Co. 105,406 6,227
Reliance Steel & Aluminum Co. 111,772 5,851
Martin Marietta Materials Inc. 67,614 5,603
RPM International Inc. 195,539 5,581
Packaging Corp. of America 145,633 5,287
Aptargroup Inc. 99,004 5,120
* Allied Nevada Gold Corp. 126,649 4,947
Rockwood Holdings Inc. 103,682 4,832
Allegheny Technologies Inc. 150,996 4,817
Bemis Co. Inc. 153,033 4,816
Sonoco Products Co. 149,536 4,634
Huntsman Corp. 302,850 4,522
* Owens-Illinois Inc. 232,803 4,367
Domtar Corp. 54,670 4,280
Cytec Industries Inc. 65,025 4,260
Sealed Air Corp. 274,619 4,246
United States Steel Corp. 213,391 4,069
NewMarket Corp. 15,935 3,928
* Coeur d'Alene Mines Corp. 133,490 3,849
Compass Minerals International Inc. 49,152 3,666
Steel Dynamics Inc. 310,181 3,483
Carpenter Technology Corp. 66,316 3,470
Cabot Corp. 94,547 3,458
Silgan Holdings Inc. 77,878 3,389
Eagle Materials Inc. 67,941 3,143
Walter Energy Inc. 92,977 3,018
Hecla Mining Co. 425,437 2,787
Scotts Miracle-Gro Co. Class A 63,417 2,757
Sensient Technologies Corp. 74,219 2,728
Olin Corp. 119,985 2,607
* Louisiana-Pacific Corp. 204,582 2,557
* Chemtura Corp. 147,436 2,539
HB Fuller Co. 74,232 2,277
Westlake Chemical Corp. 29,675 2,168
PolyOne Corp. 127,108 2,106
Commercial Metals Co. 155,613 2,054
* Stillwater Mining Co. 172,955 2,039
* Resolute Forest Products 147,333 1,915
Minerals Technologies Inc. 26,551 1,883
Buckeye Technologies Inc. 58,575 1,878
Georgia Gulf Corp. 50,896 1,844
* Intrepid Potash Inc. 83,946 1,803
* Clearwater Paper Corp. 42,112 1,740
Worthington Industries Inc. 78,529 1,701

 

 

  American Vanguard Corp. 48,802 1,698
  Titanium Metals Corp. 131,323 1,685
* SunCoke Energy Inc. 103,986 1,676
  Greif Inc. Class A 37,514 1,657
  AMCOL International Corp. 48,467 1,642
  Balchem Corp. 43,406 1,594
  Schweitzer-Mauduit International Inc. 47,640 1,572
  Innophos Holdings Inc. 32,337 1,568
* McEwen Mining Inc. 273,722 1,256
  Globe Specialty Metals Inc. 82,305 1,253
* Calgon Carbon Corp. 86,049 1,231
* Innospec Inc. 35,917 1,218
  PH Glatfelter Co. 68,393 1,218
* Kraton Performance Polymers Inc. 46,521 1,214
* Flotek Industries Inc. 95,553 1,211
* Texas Industries Inc. 28,637 1,164
*,^ Molycorp Inc. 98,643 1,134
  Haynes International Inc. 21,660 1,130
  Schnitzer Steel Industries Inc. 38,371 1,080
  Kaiser Aluminum Corp. 17,553 1,025
* RTI International Metals Inc. 42,426 1,016
* Graphic Packaging Holding Co. 172,000 999
  Neenah Paper Inc. 34,589 991
  Quaker Chemical Corp. 21,113 985
  Stepan Co. 10,044 965
  Myers Industries Inc. 61,332 958
  AK Steel Holding Corp. 180,084 864
  Koppers Holdings Inc. 24,620 860
  Boise Inc. 95,579 837
* KapStone Paper and Packaging Corp. 37,368 837
  Materion Corp. 34,794 828
  Deltic Timber Corp. 12,649 826
* OM Group Inc. 43,719 811
* LSB Industries Inc. 17,300 759
* AM Castle & Co. 59,958 749
  A Schulman Inc. 29,868 712
  Hawkins Inc. 16,787 698
* Century Aluminum Co. 97,116 694
* Headwaters Inc. 102,319 673
* Mercer International Inc. 84,963 634
^ Gold Resource Corp. 29,407 631
  Tredegar Corp. 34,843 618
* ADA-ES Inc. 25,800 609
* Ferro Corp. 158,589 544
* OMNOVA Solutions Inc. 71,425 541
* Landec Corp. 47,124 540
* General Moly Inc. 154,186 489
* Horsehead Holding Corp. 47,129 440
* Paramount Gold and Silver Corp. 147,489 392
  Wausau Paper Corp. 41,426 384
* TPC Group Inc. 8,562 349
  Zep Inc. 22,054 334
  Olympic Steel Inc. 17,882 302
  Kronos Worldwide Inc. 20,160 301
  Chase Corp. 14,500 266
* AEP Industries Inc. 4,157 252
* Zoltek Cos. Inc. 32,566 250

 

 

* Metals USA Holdings Corp. 18,576 248
  Noranda Aluminum Holding Corp. 34,663 232
* Universal Stainless & Alloy 6,059 225
* Golden Minerals Co. 39,195 205
  KMG Chemicals Inc. 10,994 203
* Spartech Corp. 34,455 184
* American Pacific Corp. 11,774 140
* Arabian American Development Co. 10,000 98
* Penford Corp. 10,687 80
*,^ Clean Diesel Technologies Inc. 14,310 40
* United States Lime & Minerals Inc. 813 39
* Senomyx Inc. 16,555 32
* Solitario Exploration & Royalty Corp. 12,887 24
* Verso Paper Corp. 12,787 21
* Midway Gold Corp. 100 —
* Continental Materials Corp. 5 —
      907,703
Telecommunication Services (2.9%)    
  AT&T Inc. 8,653,460 326,235
  Verizon Communications Inc. 4,193,647 191,104
  CenturyLink Inc. 917,033 37,048
* Crown Castle International Corp. 432,623 27,731
* Sprint Nextel Corp. 4,426,720 24,436
* SBA Communications Corp. Class A 179,093 11,265
^ Windstream Corp. 868,947 8,785
^ Frontier Communications Corp. 1,481,671 7,260
* tw telecom inc Class A 223,808 5,835
* MetroPCS Communications Inc. 458,954 5,374
* Level 3 Communications Inc. 225,421 5,178
  Telephone & Data Systems Inc. 143,168 3,667
* Cincinnati Bell Inc. 377,884 2,154
*,^ NII Holdings Inc. 257,595 2,022
  Cogent Communications Group Inc. 65,207 1,499
  Atlantic Tele-Network Inc. 23,944 1,029
* 8x8 Inc. 153,141 1,005
* United States Cellular Corp. 20,519 803
* Leap Wireless International Inc. 111,806 763
* Cbeyond Inc. 71,339 703
* Clearwire Corp. Class A 518,131 699
* Premiere Global Services Inc. 67,298 629
  Consolidated Communications Holdings Inc. 34,661 596
* General Communication Inc. Class A 58,470 573
  NTELOS Holdings Corp. 26,628 463
  Shenandoah Telecommunications Co. 25,862 455
  HickoryTech Corp. 38,868 411
  Alaska Communications Systems Group Inc. 172,525 390
* Vonage Holdings Corp. 158,412 361
  USA Mobility Inc. 25,943 308
* Iridium Communications Inc. 40,339 295
* Neutral Tandem Inc. 26,952 253
  IDT Corp. Class B 23,847 245
  Lumos Networks Corp. 24,967 196
  Primus Telecommunications Group Inc. 7,400 113
* Towerstream Corp. 19,301 78
* Globalstar Inc. 134,809 62
* ORBCOMM Inc. 9,769 37
* Elephant Talk Communications Inc. 19,600 27

 

 

Warwick Valley Telephone Co. 38 1
    670,088
Utilities (3.5%)    
Duke Energy Corp. 1,038,999 67,327
Southern Co. 1,282,345 59,103
Exelon Corp. 1,258,691 44,784
Dominion Resources Inc. 843,507 44,655
NextEra Energy Inc. 584,868 41,134
American Electric Power Co. Inc. 715,226 31,427
FirstEnergy Corp. 617,334 27,224
PG&E Corp. 623,375 26,599
Consolidated Edison Inc. 432,442 25,899
PPL Corp. 856,199 24,873
Public Service Enterprise Group Inc. 746,963 24,037
Sempra Energy 338,132 21,806
Edison International 457,076 20,884
Xcel Energy Inc. 719,181 19,929
Entergy Corp. 261,671 18,134
Northeast Utilities 463,319 17,713
DTE Energy Co. 251,082 15,050
ONEOK Inc. 291,833 14,098
Wisconsin Energy Corp. 340,148 12,813
CenterPoint Energy Inc. 599,225 12,763
Ameren Corp. 358,211 11,703
NiSource Inc. 419,405 10,686
* AES Corp. 963,177 10,566
American Water Works Co. Inc. 260,211 9,643
CMS Energy Corp. 386,425 9,100
SCANA Corp. 183,584 8,862
Pinnacle West Capital Corp. 161,743 8,540
OGE Energy Corp. 145,613 8,076
* Calpine Corp. 463,711 8,022
NRG Energy Inc. 338,088 7,232
Alliant Energy Corp. 164,299 7,129
AGL Resources Inc. 173,538 7,099
Pepco Holdings Inc. 339,385 6,414
NV Energy Inc. 350,669 6,316
Integrys Energy Group Inc. 115,849 6,047
MDU Resources Group Inc. 266,077 5,864
ITC Holdings Corp. 76,283 5,765
National Fuel Gas Co. 104,686 5,657
Westar Energy Inc. 187,181 5,552
TECO Energy Inc. 304,152 5,396
Questar Corp. 265,260 5,393
UGI Corp. 166,710 5,293
Aqua America Inc. 206,903 5,123
Atmos Energy Corp. 134,077 4,799
Great Plains Energy Inc. 202,856 4,516
Cleco Corp. 90,795 3,812
Hawaiian Electric Industries Inc. 143,322 3,771
Vectren Corp. 121,724 3,481
Piedmont Natural Gas Co. Inc. 106,476 3,458
IDACORP Inc. 74,397 3,219
WGL Holdings Inc. 76,789 3,091
Portland General Electric Co. 112,544 3,043
Southwest Gas Corp. 68,607 3,032
* GenOn Energy Inc. 1,151,978 2,914

 

 

  New Jersey Resources Corp.     61,655 2,819
  UIL Holdings Corp.     75,242 2,698
  UNS Energy Corp.     60,197 2,520
  PNM Resources Inc.     118,457 2,491
  South Jersey Industries Inc.     45,315 2,399
  Avista Corp.     87,555 2,254
  Black Hills Corp.     62,640 2,228
  ALLETE Inc.     50,924 2,126
  Northwest Natural Gas Co.     39,845 1,962
  El Paso Electric Co.     57,139 1,957
  NorthWestern Corp.     53,949 1,955
  MGE Energy Inc.     34,375 1,822
  Laclede Group Inc.     34,230 1,472
  CH Energy Group Inc.     21,435 1,398
  American States Water Co.     28,774 1,278
  Empire District Electric Co.     58,999 1,271
  California Water Service Group     56,674 1,057
  Otter Tail Corp.     43,785 1,045
  SJW Corp.     27,475 697
  Connecticut Water Service Inc.     21,710 693
  Chesapeake Utilities Corp.     11,791 558
  Ormat Technologies Inc.     26,286 493
  Middlesex Water Co.     15,893 305
  Unitil Corp.     8,188 223
* Cadiz Inc.     20,313 197
  Artesian Resources Corp. Class A     7,245 168
  Genie Energy Ltd. Class B     22,882 164
  York Water Co.     7,319 134
  Consolidated Water Co. Ltd.     15,207 126
  Delta Natural Gas Co. Inc.     3,400 66
* Synthesis Energy Systems Inc.     30,151 40
* Pure Cycle Corp.     11,129 25
  RGC Resources Inc.     32 1
          817,508
Total Common Stocks (Cost $19,047,228)       23,281,172
    Coupon      
Temporary Cash Investments (0.4%)1        
Money Market Fund (0.4%)        
2,3 Vanguard Market Liquidity Fund 0.163%   80,172,217 80,172
 
        Face  
      Maturity Amount  
      Date ($000)  
U.S. Government and Agency Obligations (0.0%)        
4,5 Fannie Mae Discount Notes 0.135% 12/12/12 4,000 3,999
5,6 Federal Home Loan Bank Discount Notes 0.125% 11/2/12 500 500
5 United States Treasury Note/Bond 0.375% 10/31/12 500 500
          4,999
Total Temporary Cash Investments (Cost $85,171)       85,171
Total Investments (100.0%) (Cost $19,132,399)       23,366,343
Other Assets and Liabilities-Net (0.0%)3       4,574
Net Assets (100%)       23,370,917

Securities with a market value of less than $500 are displayed with a dash.
* Non-income-producing security.

 

^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $18,083,000.
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 0.0%, 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 $19,891,000 of collateral received for securities on loan.
4 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock.
5 Securities with a value of $4,749,000 have been segregated as initial margin for open futures contracts.
6 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
REIT—Real Estate Investment Trust.

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

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

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

The following table summarizes the market value of the fund's investments as of September 30, 2012, based on the inputs used to value them:
  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 23,280,898 180 94
Temporary Cash Investments 80,172 4,999 —
Futures Contracts—Liabilities1 (466) — —
Total 23,360,604 5,179 94
1 Represents variation margin on the last day of the reporting period.

 

C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in

 

Institutional Total Stock Market Index Fund

the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market.

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

At September 30, 2012, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
        ($000)
      Aggregate  
    Number of Settlement Unrealized
    Long (Short) Value Appreciation
Futures Contracts Expiration Contracts Long (Short) (Depreciation)
S&P 500 Index December 2012 216 77,447 (1,101)
E-mini S&P 500 Index December 2012 40 2,868 (39)
E-mini Russell 2000 Index December 2012 128 10,680 (244)

 

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

D. At September 30, 2012, the cost of investment securities for tax purposes was $19,132,399,000. Net unrealized appreciation of investment securities for tax purposes was $4,233,944,000, consisting of unrealized gains of $5,442,881,000 on securities that had risen in value since their purchase and $1,208,937,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Item 2: Controls and Procedures

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

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

Item 3: Exhibits

(a) Certifications

  VANGUARD INSTITUTIONAL INDEX FUNDS
 
By: /s/ F. WILLIAM MCNABB III*
  F. WILLIAM MCNABB III
  CHIEF EXECUTIVE OFFICER
 
Date: November 16, 2012

 

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 INSTITUTIONAL INDEX FUNDS
 
By: /s/ F. WILLIAM MCNABB III*
  F. WILLIAM MCNABB III
  CHIEF EXECUTIVE OFFICER
 
Date: November 16, 2012

 

  VANGUARD INSTITUTIONAL INDEX FUNDS
 
By: /s/ THOMAS J. HIGGINS*
  THOMAS J. HIGGINS
  CHIEF FINANCIAL OFFICER
 
Date: November 16, 2012

 

* By:/s/ Heidi Stam

Heidi Stam, pursuant to a Power of Attorney filed on March 27, 2012 see file Number 2-11444, Incorporated by Reference.