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:
811-02652
Name of Registrant:
Vanguard Index Funds
Address of Registrant:
P.O. Box 2600
Valley Forge, PA 19482
Name and address of agent for service:
Heidi Stam, Esquire
P.O. Box 876
Valley Forge, PA 19482
Date of fiscal year end: December 31
Date of reporting period: March 31, 2013
Item 1:
Schedule of Investments
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Vanguard 500 Index Fund
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Schedule of Investments
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As of March 31, 2013
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Market
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Value
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Shares
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($000)
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Common Stocks (99.6%)
1
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Consumer Discretionary (11.6%)
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Comcast Corp. Class A
|
23,788,624
|
999,360
|
|
Home Depot Inc.
|
14,214,588
|
991,894
|
|
Walt Disney Co.
|
17,164,138
|
974,923
|
|
McDonald's Corp.
|
9,533,466
|
950,391
|
*
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Amazon.com Inc.
|
3,457,079
|
921,277
|
|
News Corp. Class A
|
19,011,180
|
580,221
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|
Time Warner Inc.
|
8,886,978
|
512,068
|
|
Ford Motor Co.
|
37,288,406
|
490,342
|
|
Target Corp.
|
6,187,088
|
423,506
|
|
NIKE Inc. Class B
|
6,897,614
|
407,028
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|
Starbucks Corp.
|
7,123,567
|
405,758
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|
Lowe's Cos. Inc.
|
10,552,725
|
400,159
|
*
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priceline.com Inc.
|
474,165
|
326,192
|
|
TJX Cos. Inc.
|
6,933,039
|
324,120
|
*
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DIRECTV
|
5,448,670
|
308,449
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Yum! Brands Inc.
|
4,285,103
|
308,270
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Time Warner Cable Inc.
|
2,809,550
|
269,885
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Viacom Inc. Class B
|
4,329,300
|
266,555
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CBS Corp. Class B
|
5,562,853
|
259,730
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|
Johnson Controls Inc.
|
6,505,996
|
228,165
|
*
|
Discovery Communications Inc. Class A
|
2,331,828
|
183,608
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|
Macy's Inc.
|
3,757,532
|
157,215
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|
Omnicom Group Inc.
|
2,484,992
|
146,366
|
*
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Dollar General Corp.
|
2,874,573
|
145,396
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|
Carnival Corp.
|
4,222,993
|
144,849
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|
Mattel Inc.
|
3,275,010
|
143,413
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VF Corp.
|
838,388
|
140,640
|
*
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Bed Bath & Beyond Inc.
|
2,149,737
|
138,486
|
*
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AutoZone Inc.
|
345,392
|
137,041
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|
Coach Inc.
|
2,669,191
|
133,433
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|
Ross Stores Inc.
|
2,113,985
|
128,150
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|
Delphi Automotive plc
|
2,787,487
|
123,764
|
|
Starwood Hotels & Resorts Worldwide Inc.
|
1,841,502
|
117,359
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Genuine Parts Co.
|
1,472,290
|
114,839
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Harley-Davidson Inc.
|
2,149,387
|
114,562
|
*
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O'Reilly Automotive Inc.
|
1,058,153
|
108,514
|
*
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Dollar Tree Inc.
|
2,159,840
|
104,601
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L Brands Inc.
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2,275,116
|
101,607
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*
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Netflix Inc.
|
532,293
|
100,822
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|
Gap Inc.
|
2,825,883
|
100,036
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Ralph Lauren Corp. Class A
|
577,778
|
97,824
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|
Marriott International Inc. Class A
|
2,315,955
|
97,803
|
*
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Chipotle Mexican Grill Inc. Class A
|
294,989
|
96,128
|
|
Wynn Resorts Ltd.
|
758,391
|
94,920
|
|
Kohl's Corp.
|
2,011,638
|
92,797
|
*
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CarMax Inc.
|
2,169,072
|
90,450
|
|
Whirlpool Corp.
|
746,695
|
88,453
|
|
Staples Inc.
|
6,405,961
|
86,032
|
*
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BorgWarner Inc.
|
1,099,469
|
85,033
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|
|
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Wyndham Worldwide Corp.
|
1,298,883
|
83,752
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PVH Corp.
|
742,548
|
79,312
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Tiffany & Co.
|
1,132,823
|
78,776
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Nordstrom Inc.
|
1,423,292
|
78,608
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H&R Block Inc.
|
2,579,074
|
75,876
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Newell Rubbermaid Inc.
|
2,722,636
|
71,061
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* PulteGroup Inc.
|
3,234,619
|
65,469
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Lennar Corp. Class A
|
1,569,927
|
65,121
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D.R. Horton Inc.
|
2,657,934
|
64,588
|
Darden Restaurants Inc.
|
1,229,602
|
63,546
|
PetSmart Inc.
|
1,021,640
|
63,444
|
Best Buy Co. Inc.
|
2,528,265
|
56,001
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* TripAdvisor Inc.
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1,046,128
|
54,943
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Family Dollar Stores Inc.
|
913,872
|
53,964
|
Expedia Inc.
|
888,139
|
53,297
|
Scripps Networks Interactive Inc. Class A
|
818,099
|
52,636
|
Comcast Corp.
|
1,304,720
|
51,693
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Interpublic Group of Cos. Inc.
|
3,934,933
|
51,272
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* Fossil Inc.
|
507,746
|
49,048
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^ Hasbro Inc.
|
1,088,816
|
47,843
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Gannett Co. Inc.
|
2,183,676
|
47,757
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Leggett & Platt Inc.
|
1,356,917
|
45,837
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International Game Technology
|
2,512,857
|
41,462
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* Urban Outfitters Inc.
|
1,040,205
|
40,297
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Abercrombie & Fitch Co.
|
756,383
|
34,945
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^ Garmin Ltd.
|
1,041,333
|
34,406
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^ GameStop Corp. Class A
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1,152,398
|
32,233
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Cablevision Systems Corp. Class A
|
2,039,422
|
30,510
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* Goodyear Tire & Rubber Co.
|
2,333,588
|
29,427
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Harman International Industries Inc.
|
646,184
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28,839
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JC Penney Co. Inc.
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1,354,489
|
20,466
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Washington Post Co. Class B
|
43,004
|
19,223
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* Apollo Group Inc. Class A
|
950,846
|
16,535
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* AutoNation Inc.
|
367,489
|
16,078
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|
|
15,460,699
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Consumer Staples (10.9%)
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Procter & Gamble Co.
|
25,969,497
|
2,001,209
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Coca-Cola Co.
|
36,437,882
|
1,473,548
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Philip Morris International Inc.
|
15,665,414
|
1,452,341
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Wal-Mart Stores Inc.
|
15,901,472
|
1,189,907
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PepsiCo Inc.
|
14,667,120
|
1,160,316
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Altria Group Inc.
|
19,107,571
|
657,109
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CVS Caremark Corp.
|
11,704,902
|
643,653
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Mondelez International Inc. Class A
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16,906,115
|
517,496
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Colgate-Palmolive Co.
|
4,179,602
|
493,318
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Costco Wholesale Corp.
|
4,141,646
|
439,470
|
Walgreen Co.
|
8,176,483
|
389,855
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Kimberly-Clark Corp.
|
3,685,139
|
361,070
|
General Mills Inc.
|
6,147,221
|
303,119
|
Kraft Foods Group Inc.
|
5,633,312
|
290,285
|
HJ Heinz Co.
|
3,048,563
|
220,320
|
Archer-Daniels-Midland Co.
|
6,261,415
|
211,198
|
Sysco Corp.
|
5,571,283
|
195,942
|
Kroger Co.
|
4,929,076
|
163,350
|
Kellogg Co.
|
2,373,711
|
152,938
|
Mead Johnson Nutrition Co.
|
1,925,192
|
149,106
|
Estee Lauder Cos. Inc. Class A
|
2,278,919
|
145,919
|
|
|
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Lorillard Inc.
|
3,606,259
|
145,513
|
Whole Foods Market Inc.
|
1,638,449
|
142,135
|
ConAgra Foods Inc.
|
3,934,138
|
140,881
|
Reynolds American Inc.
|
3,058,592
|
136,077
|
Hershey Co.
|
1,427,309
|
124,932
|
Clorox Co.
|
1,245,074
|
110,226
|
Brown-Forman Corp. Class B
|
1,440,810
|
102,874
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JM Smucker Co.
|
1,019,624
|
101,106
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Beam Inc.
|
1,524,073
|
96,840
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McCormick & Co. Inc.
|
1,261,339
|
92,772
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Coca-Cola Enterprises Inc.
|
2,494,510
|
92,097
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Dr Pepper Snapple Group Inc.
|
1,935,977
|
90,894
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Avon Products Inc.
|
4,109,266
|
85,185
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Campbell Soup Co.
|
1,703,746
|
77,282
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Molson Coors Brewing Co. Class B
|
1,483,722
|
72,599
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* Constellation Brands Inc. Class A
|
1,449,276
|
69,044
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Tyson Foods Inc. Class A
|
2,696,502
|
66,927
|
* Monster Beverage Corp.
|
1,369,336
|
65,372
|
Safeway Inc.
|
2,277,622
|
60,015
|
Hormel Foods Corp.
|
1,277,620
|
52,791
|
* Dean Foods Co.
|
1,767,586
|
32,046
|
|
|
14,569,077
|
Energy (10.9%)
|
|
|
Exxon Mobil Corp.
|
42,595,195
|
3,838,253
|
Chevron Corp.
|
18,469,056
|
2,194,493
|
Schlumberger Ltd.
|
12,627,701
|
945,689
|
ConocoPhillips
|
11,607,883
|
697,634
|
Occidental Petroleum Corp.
|
7,658,015
|
600,159
|
Anadarko Petroleum Corp.
|
4,758,861
|
416,162
|
Phillips 66
|
5,908,680
|
413,430
|
Halliburton Co.
|
8,858,664
|
357,979
|
EOG Resources Inc.
|
2,583,601
|
330,882
|
Apache Corp.
|
3,724,524
|
287,384
|
National Oilwell Varco Inc.
|
4,056,124
|
286,971
|
Marathon Petroleum Corp.
|
3,150,949
|
282,325
|
Williams Cos. Inc.
|
6,479,426
|
242,719
|
Valero Energy Corp.
|
5,256,834
|
239,133
|
Kinder Morgan Inc.
|
6,006,280
|
232,323
|
Marathon Oil Corp.
|
6,728,363
|
226,880
|
Devon Energy Corp.
|
3,589,780
|
202,535
|
Hess Corp.
|
2,824,985
|
202,297
|
Noble Energy Inc.
|
1,707,112
|
197,445
|
Spectra Energy Corp.
|
6,352,220
|
195,331
|
Baker Hughes Inc.
|
4,200,531
|
194,947
|
Pioneer Natural Resources Co.
|
1,258,414
|
156,358
|
* Cameron International Corp.
|
2,356,146
|
153,621
|
Cabot Oil & Gas Corp.
|
2,000,438
|
135,250
|
Ensco plc Class A
|
2,209,687
|
132,581
|
Range Resources Corp.
|
1,548,087
|
125,457
|
* Southwestern Energy Co.
|
3,336,995
|
124,336
|
* FMC Technologies Inc.
|
2,259,943
|
122,918
|
Murphy Oil Corp.
|
1,722,138
|
109,752
|
Chesapeake Energy Corp.
|
4,950,098
|
101,031
|
EQT Corp.
|
1,431,176
|
96,962
|
Noble Corp.
|
2,402,440
|
91,653
|
Tesoro Corp.
|
1,306,401
|
76,490
|
CONSOL Energy Inc.
|
2,168,756
|
72,979
|
|
|
|
* Denbury Resources Inc.
|
3,550,598
|
66,219
|
Helmerich & Payne Inc.
|
1,010,524
|
61,339
|
Peabody Energy Corp.
|
2,563,133
|
54,210
|
QEP Resources Inc.
|
1,697,378
|
54,044
|
Diamond Offshore Drilling Inc.
|
660,698
|
45,958
|
Nabors Industries Ltd.
|
2,765,774
|
44,861
|
* Rowan Cos. plc Class A
|
1,181,047
|
41,762
|
* WPX Energy Inc.
|
1,902,989
|
30,486
|
* Newfield Exploration Co.
|
1,285,952
|
28,831
|
|
|
14,512,069
|
Financials (15.8%)
|
|
|
JPMorgan Chase & Co.
|
36,387,381
|
1,726,945
|
Wells Fargo & Co.
|
46,601,992
|
1,723,808
|
* Berkshire Hathaway Inc. Class B
|
15,811,488
|
1,647,557
|
Citigroup Inc.
|
28,889,188
|
1,278,058
|
Bank of America Corp.
|
102,867,094
|
1,252,921
|
American Express Co.
|
9,136,609
|
616,356
|
Goldman Sachs Group Inc.
|
4,162,101
|
612,453
|
US Bancorp
|
17,715,056
|
601,072
|
* American International Group Inc.
|
14,035,301
|
544,850
|
Simon Property Group Inc.
|
2,982,115
|
472,844
|
MetLife Inc.
|
10,396,705
|
395,283
|
PNC Financial Services Group Inc.
|
5,023,812
|
334,083
|
Bank of New York Mellon Corp.
|
11,061,249
|
309,604
|
BlackRock Inc.
|
1,195,688
|
307,148
|
Capital One Financial Corp.
|
5,535,412
|
304,171
|
Travelers Cos. Inc.
|
3,593,271
|
302,517
|
American Tower Corporation
|
3,756,327
|
288,937
|
ACE Ltd.
|
3,225,941
|
287,012
|
Morgan Stanley
|
13,051,817
|
286,879
|
Prudential Financial Inc.
|
4,420,863
|
260,787
|
State Street Corp.
|
4,343,630
|
256,665
|
Aflac Inc.
|
4,446,868
|
231,326
|
Allstate Corp.
|
4,539,295
|
222,743
|
Chubb Corp.
|
2,481,166
|
217,176
|
HCP Inc.
|
4,310,511
|
214,922
|
Discover Financial Services
|
4,709,885
|
211,191
|
Public Storage
|
1,371,469
|
208,902
|
BB&T Corp.
|
6,653,469
|
208,852
|
Ventas Inc.
|
2,775,654
|
203,178
|
Franklin Resources Inc.
|
1,313,404
|
198,074
|
Marsh & McLennan Cos. Inc.
|
5,213,602
|
197,960
|
Charles Schwab Corp.
|
10,449,333
|
184,849
|
T. Rowe Price Group Inc.
|
2,462,610
|
184,376
|
Aon plc
|
2,962,404
|
182,188
|
CME Group Inc.
|
2,917,845
|
179,126
|
Prologis Inc.
|
4,400,191
|
175,920
|
Health Care REIT Inc.
|
2,479,961
|
168,414
|
Equity Residential
|
3,045,669
|
167,695
|
Weyerhaeuser Co.
|
5,184,500
|
162,690
|
* Berkshire Hathaway Inc. Class A
|
1,019
|
159,249
|
SunTrust Banks Inc.
|
5,123,259
|
147,601
|
Boston Properties Inc.
|
1,441,548
|
145,683
|
Ameriprise Financial Inc.
|
1,934,301
|
142,461
|
McGraw-Hill Cos. Inc.
|
2,669,369
|
139,021
|
AvalonBay Communities Inc.
|
1,081,692
|
137,018
|
Fifth Third Bancorp
|
8,320,466
|
135,707
|
|
|
|
Vornado Realty Trust
|
1,610,306
|
134,686
|
Progressive Corp.
|
5,281,683
|
133,468
|
Loews Corp.
|
2,943,057
|
129,701
|
Invesco Ltd.
|
4,191,569
|
121,388
|
Host Hotels & Resorts Inc.
|
6,908,070
|
120,822
|
M&T Bank Corp.
|
1,162,578
|
119,932
|
Northern Trust Corp.
|
2,068,968
|
112,883
|
* IntercontinentalExchange Inc.
|
690,637
|
112,622
|
Regions Financial Corp.
|
13,435,792
|
110,039
|
Hartford Financial Services Group Inc.
|
4,150,586
|
107,085
|
Moody's Corp.
|
1,842,042
|
98,218
|
NYSE Euronext
|
2,309,982
|
89,258
|
Principal Financial Group Inc.
|
2,621,943
|
89,225
|
SLM Corp.
|
4,309,912
|
88,267
|
KeyCorp
|
8,782,475
|
87,473
|
Kimco Realty Corp.
|
3,877,758
|
86,862
|
XL Group plc Class A
|
2,804,169
|
84,966
|
Lincoln National Corp.
|
2,580,557
|
84,152
|
Plum Creek Timber Co. Inc.
|
1,543,116
|
80,551
|
Leucadia National Corp.
|
2,788,392
|
76,486
|
* CBRE Group Inc. Class A
|
2,891,871
|
73,020
|
Unum Group
|
2,564,825
|
72,456
|
Cincinnati Financial Corp.
|
1,396,771
|
65,914
|
Comerica Inc.
|
1,784,264
|
64,144
|
Huntington Bancshares Inc.
|
8,006,473
|
59,168
|
Torchmark Corp.
|
890,385
|
53,245
|
* Genworth Financial Inc. Class A
|
4,682,055
|
46,821
|
Zions Bancorporation
|
1,750,449
|
43,744
|
People's United Financial Inc.
|
3,218,501
|
43,257
|
Apartment Investment & Management Co. Class A
|
1,385,991
|
42,494
|
Hudson City Bancorp Inc.
|
4,518,498
|
39,040
|
NASDAQ OMX Group Inc.
|
1,118,313
|
36,121
|
Legg Mason Inc.
|
1,091,074
|
35,078
|
Assurant Inc.
|
749,352
|
33,728
|
* E*TRADE Financial Corp.
|
2,711,484
|
29,040
|
First Horizon National Corp.
|
2,315,103
|
24,725
|
|
|
21,166,351
|
Health Care (12.5%)
|
|
|
Johnson & Johnson
|
26,574,830
|
2,166,646
|
Pfizer Inc.
|
68,345,577
|
1,972,453
|
Merck & Co. Inc.
|
28,733,373
|
1,270,877
|
Amgen Inc.
|
7,115,307
|
729,390
|
* Gilead Sciences Inc.
|
14,473,295
|
708,178
|
Bristol-Myers Squibb Co.
|
15,566,182
|
641,171
|
AbbVie Inc.
|
15,027,250
|
612,811
|
UnitedHealth Group Inc.
|
9,743,891
|
557,448
|
Eli Lilly & Co.
|
9,490,675
|
538,975
|
Abbott Laboratories
|
14,932,348
|
527,411
|
* Celgene Corp.
|
3,981,076
|
461,447
|
Medtronic Inc.
|
9,614,975
|
451,519
|
* Express Scripts Holding Co.
|
7,781,386
|
448,597
|
* Biogen Idec Inc.
|
2,246,681
|
433,407
|
Baxter International Inc.
|
5,190,175
|
377,014
|
Allergan Inc.
|
2,923,926
|
326,398
|
Covidien plc
|
4,487,755
|
304,449
|
Thermo Fisher Scientific Inc.
|
3,400,026
|
260,068
|
McKesson Corp.
|
2,214,194
|
239,044
|
|
|
|
WellPoint Inc.
|
2,890,615
|
191,445
|
* Intuitive Surgical Inc.
|
381,462
|
187,370
|
Stryker Corp.
|
2,749,112
|
179,352
|
Becton Dickinson and Co.
|
1,844,113
|
176,316
|
* Alexion Pharmaceuticals Inc.
|
1,855,732
|
170,987
|
Cigna Corp.
|
2,718,340
|
169,543
|
Aetna Inc.
|
3,118,480
|
159,417
|
Agilent Technologies Inc.
|
3,298,521
|
138,439
|
Cardinal Health Inc.
|
3,240,288
|
134,861
|
* Cerner Corp.
|
1,391,478
|
131,843
|
Zimmer Holdings Inc.
|
1,609,887
|
121,096
|
AmerisourceBergen Corp. Class A
|
2,188,143
|
112,580
|
* Actavis Inc.
|
1,215,324
|
111,943
|
* Mylan Inc.
|
3,760,187
|
108,820
|
St. Jude Medical Inc.
|
2,689,035
|
108,745
|
* Life Technologies Corp.
|
1,635,693
|
105,715
|
Humana Inc.
|
1,505,256
|
104,028
|
* Boston Scientific Corp.
|
12,906,029
|
100,796
|
Perrigo Co.
|
839,922
|
99,724
|
* DaVita HealthCare Partners Inc.
|
802,483
|
95,166
|
* Edwards Lifesciences Corp.
|
1,084,734
|
89,122
|
Quest Diagnostics Inc.
|
1,504,148
|
84,909
|
* Forest Laboratories Inc.
|
2,227,571
|
84,737
|
* Laboratory Corp. of America Holdings
|
885,015
|
79,828
|
* Waters Corp.
|
816,448
|
76,673
|
* Varian Medical Systems Inc.
|
1,037,379
|
74,691
|
* CareFusion Corp.
|
2,115,992
|
74,039
|
CR Bard Inc.
|
723,149
|
72,879
|
Coventry Health Care Inc.
|
1,279,501
|
60,175
|
DENTSPLY International Inc.
|
1,357,886
|
57,602
|
* Hospira Inc.
|
1,572,561
|
51,627
|
* Tenet Healthcare Corp.
|
991,090
|
47,156
|
PerkinElmer Inc.
|
1,081,081
|
36,368
|
Patterson Cos. Inc.
|
795,507
|
30,261
|
|
|
16,655,556
|
Industrials (10.1%)
|
|
|
General Electric Co.
|
98,855,150
|
2,285,531
|
United Technologies Corp.
|
8,017,361
|
749,062
|
3M Co.
|
6,034,937
|
641,574
|
Union Pacific Corp.
|
4,461,652
|
635,384
|
United Parcel Service Inc. Class B
|
6,798,335
|
583,977
|
Honeywell International Inc.
|
7,451,413
|
561,464
|
Boeing Co.
|
6,469,918
|
555,442
|
Caterpillar Inc.
|
6,227,563
|
541,611
|
Emerson Electric Co.
|
6,864,725
|
383,532
|
Danaher Corp.
|
5,512,191
|
342,583
|
Deere & Co.
|
3,703,509
|
318,428
|
Eaton Corp. plc
|
4,478,860
|
274,330
|
FedEx Corp.
|
2,780,344
|
273,030
|
Precision Castparts Corp.
|
1,392,417
|
264,030
|
Lockheed Martin Corp.
|
2,545,528
|
245,694
|
Illinois Tool Works Inc.
|
3,948,632
|
240,630
|
CSX Corp.
|
9,704,888
|
239,031
|
Norfolk Southern Corp.
|
2,990,272
|
230,490
|
General Dynamics Corp.
|
3,158,666
|
222,718
|
Cummins Inc.
|
1,678,411
|
194,377
|
Raytheon Co.
|
3,093,356
|
181,858
|
|
|
|
PACCAR Inc.
|
3,360,603
|
169,912
|
Waste Management Inc.
|
4,157,575
|
163,019
|
Northrop Grumman Corp.
|
2,254,536
|
158,156
|
Ingersoll-Rand plc
|
2,620,160
|
144,135
|
Tyco International Ltd.
|
4,430,376
|
141,772
|
Fastenal Co.
|
2,566,104
|
131,769
|
Parker Hannifin Corp.
|
1,417,982
|
129,859
|
WW Grainger Inc.
|
568,377
|
127,873
|
Stanley Black & Decker Inc.
|
1,523,377
|
123,348
|
Dover Corp.
|
1,660,514
|
121,018
|
Roper Industries Inc.
|
940,187
|
119,695
|
Rockwell Automation Inc.
|
1,329,006
|
114,760
|
ADT Corp.
|
2,207,820
|
108,051
|
Pentair Ltd.
|
1,959,779
|
103,378
|
Fluor Corp.
|
1,544,965
|
102,478
|
Southwest Airlines Co.
|
6,921,627
|
93,304
|
Republic Services Inc. Class A
|
2,826,422
|
93,272
|
C.H. Robinson Worldwide Inc.
|
1,531,187
|
91,044
|
* Stericycle Inc.
|
818,466
|
86,905
|
Rockwell Collins Inc.
|
1,298,313
|
81,950
|
Textron Inc.
|
2,581,368
|
76,951
|
Flowserve Corp.
|
457,525
|
76,732
|
Pall Corp.
|
1,056,190
|
72,212
|
Expeditors International of Washington Inc.
|
1,963,073
|
70,101
|
* Jacobs Engineering Group Inc.
|
1,239,454
|
69,707
|
L-3 Communications Holdings Inc.
|
854,711
|
69,163
|
Masco Corp.
|
3,389,831
|
68,644
|
Equifax Inc.
|
1,145,268
|
65,956
|
Joy Global Inc.
|
1,009,677
|
60,096
|
* Quanta Services Inc.
|
2,026,844
|
57,927
|
Iron Mountain Inc.
|
1,590,584
|
57,754
|
Robert Half International Inc.
|
1,326,760
|
49,793
|
Xylem Inc.
|
1,768,990
|
48,753
|
Snap-on Inc.
|
553,909
|
45,808
|
Cintas Corp.
|
995,892
|
43,949
|
Avery Dennison Corp.
|
951,554
|
40,983
|
Dun & Bradstreet Corp.
|
388,673
|
32,513
|
Ryder System Inc.
|
489,572
|
29,252
|
^ Pitney Bowes Inc.
|
1,914,744
|
28,453
|
|
|
13,435,221
|
Information Technology (17.9%)
|
|
|
Apple Inc.
|
8,927,493
|
3,951,576
|
International Business Machines Corp.
|
9,959,757
|
2,124,416
|
Microsoft Corp.
|
71,668,765
|
2,050,443
|
* Google Inc. Class A
|
2,538,561
|
2,015,694
|
Oracle Corp.
|
35,106,612
|
1,135,348
|
QUALCOMM Inc.
|
16,334,079
|
1,093,567
|
Cisco Systems Inc.
|
50,690,469
|
1,059,938
|
Intel Corp.
|
47,021,068
|
1,027,410
|
Visa Inc. Class A
|
4,902,883
|
832,706
|
* eBay Inc.
|
11,093,295
|
601,478
|
Mastercard Inc. Class A
|
1,003,780
|
543,175
|
* EMC Corp.
|
20,006,640
|
477,959
|
Accenture plc Class A
|
6,125,672
|
465,367
|
Hewlett-Packard Co.
|
18,564,335
|
442,574
|
Texas Instruments Inc.
|
10,503,152
|
372,652
|
Automatic Data Processing Inc.
|
4,611,100
|
299,814
|
|
|
|
|
*
|
Salesforce.com Inc.
|
1,280,979
|
229,077
|
*
|
Cognizant Technology Solutions Corp. Class A
|
2,869,200
|
219,809
|
*
|
Yahoo! Inc.
|
9,213,842
|
216,802
|
*
|
Adobe Systems Inc.
|
4,742,177
|
206,332
|
|
Dell Inc.
|
13,884,614
|
198,967
|
|
Corning Inc.
|
13,998,718
|
186,603
|
|
Intuit Inc.
|
2,648,863
|
173,898
|
|
Broadcom Corp. Class A
|
4,977,078
|
172,555
|
|
Motorola Solutions Inc.
|
2,623,555
|
167,986
|
|
TE Connectivity Ltd.
|
3,995,600
|
167,535
|
*
|
Symantec Corp.
|
6,552,606
|
161,718
|
|
Applied Materials Inc.
|
11,409,552
|
153,801
|
|
Analog Devices Inc.
|
2,908,721
|
135,226
|
*
|
Citrix Systems Inc.
|
1,772,043
|
127,871
|
*
|
SanDisk Corp.
|
2,299,090
|
126,450
|
*
|
NetApp Inc.
|
3,426,090
|
117,035
|
|
Amphenol Corp. Class A
|
1,518,107
|
113,327
|
*
|
Fiserv Inc.
|
1,269,181
|
111,472
|
|
Seagate Technology plc
|
3,036,336
|
111,008
|
|
Fidelity National Information Services Inc.
|
2,787,293
|
110,433
|
|
Paychex Inc.
|
3,077,344
|
107,922
|
|
Altera Corp.
|
3,039,809
|
107,822
|
|
Western Digital Corp.
|
2,059,384
|
103,546
|
|
Xerox Corp.
|
11,635,119
|
100,062
|
*
|
Micron Technology Inc.
|
9,713,017
|
96,936
|
|
Xilinx Inc.
|
2,486,364
|
94,904
|
*
|
Red Hat Inc.
|
1,836,666
|
92,862
|
*
|
Teradata Corp.
|
1,576,084
|
92,217
|
*
|
Juniper Networks Inc.
|
4,900,846
|
90,862
|
*
|
Autodesk Inc.
|
2,136,072
|
88,092
|
|
Linear Technology Corp.
|
2,210,823
|
84,829
|
|
KLA-Tencor Corp.
|
1,579,426
|
83,299
|
|
Western Union Co.
|
5,406,791
|
81,318
|
|
CA Inc.
|
3,163,866
|
79,634
|
|
NVIDIA Corp.
|
5,939,886
|
76,149
|
|
Computer Sciences Corp.
|
1,459,182
|
71,836
|
*
|
VeriSign Inc.
|
1,450,413
|
68,576
|
|
Microchip Technology Inc.
|
1,857,409
|
68,278
|
*
|
F5 Networks Inc.
|
747,179
|
66,559
|
*
|
Lam Research Corp.
|
1,543,613
|
63,998
|
*
|
Akamai Technologies Inc.
|
1,690,952
|
59,674
|
*
|
BMC Software Inc.
|
1,249,725
|
57,900
|
*
|
Electronic Arts Inc.
|
2,852,707
|
50,493
|
|
Harris Corp.
|
1,072,386
|
49,694
|
|
Molex Inc.
|
1,312,013
|
38,416
|
|
Total System Services Inc.
|
1,527,574
|
37,853
|
|
SAIC Inc.
|
2,697,617
|
36,553
|
|
FLIR Systems Inc.
|
1,378,076
|
35,844
|
*
|
LSI Corp.
|
5,225,995
|
35,432
|
|
Jabil Circuit Inc.
|
1,748,823
|
32,318
|
*
|
JDS Uniphase Corp.
|
2,235,749
|
29,892
|
*
|
Teradyne Inc.
|
1,809,820
|
29,355
|
*
|
First Solar Inc.
|
570,945
|
15,393
|
*,^
Advanced Micro Devices Inc.
|
5,761,804
|
14,693
|
|
Molex Inc. Class A
|
4,051
|
98
|
|
|
|
23,945,331
|
|
|
|
Materials (3.4%)
|
|
|
Monsanto Co.
|
5,094,011
|
538,080
|
EI du Pont de Nemours & Co.
|
8,882,182
|
436,648
|
Dow Chemical Co.
|
11,449,807
|
364,562
|
Praxair Inc.
|
2,815,892
|
314,085
|
Freeport-McMoRan Copper & Gold Inc.
|
9,027,163
|
298,799
|
LyondellBasell Industries NV Class A
|
3,609,913
|
228,471
|
Ecolab Inc.
|
2,523,876
|
202,364
|
Newmont Mining Corp.
|
4,722,728
|
197,835
|
International Paper Co.
|
4,194,767
|
195,392
|
PPG Industries Inc.
|
1,357,964
|
181,886
|
Air Products & Chemicals Inc.
|
1,973,746
|
171,953
|
Mosaic Co.
|
2,630,390
|
156,797
|
Nucor Corp.
|
3,020,028
|
139,374
|
Sherwin-Williams Co.
|
815,915
|
137,800
|
CF Industries Holdings Inc.
|
598,979
|
114,028
|
Eastman Chemical Co.
|
1,463,692
|
102,268
|
Sigma-Aldrich Corp.
|
1,145,147
|
88,955
|
Alcoa Inc.
|
10,165,671
|
86,611
|
FMC Corp.
|
1,308,751
|
74,638
|
Ball Corp.
|
1,420,716
|
67,598
|
Airgas Inc.
|
649,656
|
64,420
|
Vulcan Materials Co.
|
1,234,885
|
63,843
|
MeadWestvaco Corp.
|
1,669,715
|
60,611
|
International Flavors & Fragrances Inc.
|
775,385
|
59,449
|
Sealed Air Corp.
|
1,849,397
|
44,589
|
* Owens-Illinois Inc.
|
1,559,098
|
41,550
|
Bemis Co. Inc.
|
979,121
|
39,517
|
Allegheny Technologies Inc.
|
1,021,874
|
32,404
|
^ Cliffs Natural Resources Inc.
|
1,440,645
|
27,387
|
^ United States Steel Corp.
|
1,372,237
|
26,759
|
|
|
4,558,673
|
Telecommunication Services (3.0%)
|
|
|
AT&T Inc.
|
52,208,127
|
1,915,516
|
Verizon Communications Inc.
|
27,173,316
|
1,335,569
|
CenturyLink Inc.
|
5,949,882
|
209,020
|
* Crown Castle International Corp.
|
2,787,279
|
194,106
|
* Sprint Nextel Corp.
|
28,624,666
|
177,759
|
^ Windstream Corp.
|
5,611,084
|
44,608
|
^ Frontier Communications Corp.
|
9,488,751
|
37,765
|
* MetroPCS Communications Inc.
|
3,043,048
|
33,169
|
|
|
3,947,512
|
Utilities (3.5%)
|
|
|
Duke Energy Corp.
|
6,699,132
|
486,290
|
Southern Co.
|
8,261,296
|
387,620
|
Dominion Resources Inc.
|
5,478,999
|
318,768
|
NextEra Energy Inc.
|
4,029,771
|
313,033
|
Exelon Corp.
|
8,128,690
|
280,277
|
American Electric Power Co. Inc.
|
4,617,370
|
224,543
|
PG&E Corp.
|
4,170,360
|
185,706
|
PPL Corp.
|
5,541,484
|
173,504
|
Sempra Energy
|
2,151,270
|
171,972
|
Consolidated Edison Inc.
|
2,784,630
|
169,946
|
FirstEnergy Corp.
|
3,976,318
|
167,801
|
Public Service Enterprise Group Inc.
|
4,810,494
|
165,192
|
Edison International
|
3,097,196
|
155,851
|
|
|
|
|
|
Xcel Energy Inc.
|
|
|
4,641,659
|
137,857
|
Northeast Utilities
|
|
|
2,988,118
|
129,864
|
DTE Energy Co.
|
|
|
1,640,362
|
112,102
|
Entergy Corp.
|
|
|
1,693,115
|
107,073
|
CenterPoint Energy Inc.
|
|
|
4,065,352
|
97,406
|
Wisconsin Energy Corp.
|
|
|
2,176,987
|
93,371
|
ONEOK Inc.
|
|
|
1,948,173
|
92,869
|
NiSource Inc.
|
|
|
2,958,244
|
86,795
|
NRG Energy Inc.
|
|
|
3,072,075
|
81,379
|
Ameren Corp.
|
|
|
2,306,502
|
80,774
|
AES Corp.
|
|
|
5,884,109
|
73,963
|
CMS Energy Corp.
|
|
|
2,517,888
|
70,350
|
SCANA Corp.
|
|
|
1,258,651
|
64,393
|
Pinnacle West Capital Corp.
|
|
|
1,043,376
|
60,401
|
AGL Resources Inc.
|
|
|
1,120,355
|
46,999
|
Pepco Holdings Inc.
|
|
|
2,186,422
|
46,789
|
Integrys Energy Group Inc.
|
|
|
745,135
|
43,337
|
TECO Energy Inc.
|
|
|
1,941,542
|
34,598
|
|
|
|
|
4,660,823
|
Total Common Stocks (Cost $82,308,527)
|
|
|
|
132,911,312
|
|
Coupon
|
|
|
|
Temporary Cash Investments (0.6%)
1
|
|
|
|
|
Money Market Fund (0.6%)
|
|
|
|
|
2,3
Vanguard Market Liquidity Fund
|
0.147%
|
|
793,598,000
|
793,598
|
|
|
|
|
Face
|
|
|
|
Maturity
|
Amount
|
|
|
|
Date
|
($000)
|
|
U.S. Government and Agency Obligations (0.0%)
|
|
|
|
|
4,5
Fannie Mae Discount Notes
|
0.100%
|
4/3/13
|
10,000
|
10,000
|
5,6
Federal Home Loan Bank Discount Notes
|
0.085%
|
4/19/13
|
15,000
|
14,999
|
5,6
Federal Home Loan Bank Discount Notes
|
0.140%
|
5/29/13
|
10,000
|
9,997
|
4,5
Freddie Mac Discount Notes
|
0.130%
|
9/16/13
|
4,100
|
4,097
|
|
|
|
|
39,093
|
Total Temporary Cash Investments (Cost $832,692)
|
|
|
|
832,691
|
Total Investments (100.2%) (Cost $83,141,219)
|
|
|
|
133,744,003
|
Other Assets and Liabilities-Net (-0.2%)
3
|
|
|
|
(212,634)
|
Net Assets (100%)
|
|
|
|
133,531,369
|
* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $94,428,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 0.2%, respectively, of net assets.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
3 Includes $98,464,000 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 $31,310,000 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.
500 Index Fund
A.
Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations 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 March 31, 2013,
based on the inputs used to value them:
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
Investments
|
($000)
|
($000)
|
($000)
|
Common Stocks
|
132,911,312
|
—
|
—
|
Temporary Cash Investments
|
793,598
|
39,093
|
—
|
Futures Contracts—Assets
1
|
2,905
|
—
|
—
|
Futures Contracts—Liabilities
1
|
(295)
|
—
|
—
|
Total
|
133,707,520
|
39,093
|
—
|
1 Represents variation margin on the last day of the reporting period.
|
|
|
|
C.
Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market.
Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded in the Schedule of Investments as an asset (liability).
500 Index Fund
At March 31, 2013, 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
|
June 2013
|
1,554
|
607,109
|
5,018
|
E-mini S&P 500 Index
|
June 2013
|
50
|
3,907
|
15
|
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D.
At March 31, 2013, the cost of investment securities for tax purposes was $83,141,219,000. Net unrealized appreciation of investment securities for tax purposes was $50,602,784,000, consisting of unrealized gains of $57,421,615,000 on securities that had risen in value since their purchase and $6,818,831,000 in unrealized losses on securities that had fallen in value since their purchase.
|
|
|
|
Vanguard Extended Market Index Fund
|
|
|
|
|
|
Schedule of Investments
|
|
|
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
Common Stocks (99.6%)
1
|
|
|
Consumer Discretionary (15.1%)
|
|
|
*
|
General Motors Co.
|
6,567,941
|
182,720
|
|
Las Vegas Sands Corp.
|
3,040,307
|
171,321
|
*
|
Liberty Media Corp.
|
958,163
|
106,960
|
*,^
Liberty Global Inc.
|
1,394,360
|
95,695
|
|
Sirius XM Radio Inc.
|
27,608,249
|
85,033
|
*
|
Charter Communications Inc. Class A
|
720,775
|
75,090
|
|
DISH Network Corp. Class A
|
1,744,339
|
66,110
|
|
Tractor Supply Co.
|
593,808
|
61,833
|
*
|
Mohawk Industries Inc.
|
499,385
|
56,490
|
*
|
LKQ Corp.
|
2,562,014
|
55,749
|
|
Advance Auto Parts Inc.
|
632,469
|
52,274
|
*
|
TRW Automotive Holdings Corp.
|
922,055
|
50,713
|
|
Polaris Industries Inc.
|
546,612
|
50,556
|
*
|
Liberty Global Inc. Class A
|
677,847
|
49,754
|
|
Signet Jewelers Ltd.
|
694,007
|
46,498
|
|
Lear Corp.
|
821,804
|
45,092
|
|
Foot Locker Inc.
|
1,294,256
|
44,315
|
*
|
Toll Brothers Inc.
|
1,289,355
|
44,148
|
*
|
NVR Inc.
|
39,989
|
43,193
|
*
|
MGM Resorts International
|
3,192,724
|
41,984
|
|
Royal Caribbean Cruises Ltd.
|
1,242,082
|
41,262
|
*
|
Ulta Salon Cosmetics & Fragrance Inc.
|
508,242
|
41,254
|
*
|
Jarden Corp.
|
951,634
|
40,778
|
|
Dick's Sporting Goods Inc.
|
842,567
|
39,853
|
*
|
Panera Bread Co. Class A
|
240,944
|
39,814
|
*
|
Sally Beauty Holdings Inc.
|
1,333,504
|
39,178
|
*
|
Hanesbrands Inc.
|
843,380
|
38,424
|
|
Williams-Sonoma Inc.
|
740,858
|
38,169
|
|
Tupperware Brands Corp.
|
463,862
|
37,916
|
*
|
Under Armour Inc. Class A
|
664,746
|
34,035
|
|
Six Flags Entertainment Corp.
|
434,550
|
31,496
|
*
|
AMC Networks Inc. Class A
|
497,089
|
31,406
|
*
|
Penn National Gaming Inc.
|
573,320
|
31,206
|
|
Service Corp. International
|
1,810,182
|
30,284
|
*
|
Madison Square Garden Co. Class A
|
525,445
|
30,266
|
|
American Eagle Outfitters Inc.
|
1,543,910
|
28,871
|
|
Brunswick Corp.
|
774,252
|
26,495
|
*
|
Visteon Corp.
|
453,449
|
26,164
|
|
Cinemark Holdings Inc.
|
877,914
|
25,846
|
*
|
Tempur-Pedic International Inc.
|
513,440
|
25,482
|
*
|
Carter's Inc.
|
438,317
|
25,102
|
|
Domino's Pizza Inc.
|
486,523
|
25,027
|
|
GNC Holdings Inc. Class A
|
631,474
|
24,804
|
|
Gentex Corp.
|
1,229,223
|
24,597
|
*
|
Cabela's Inc.
|
396,743
|
24,114
|
|
Chico's FAS Inc.
|
1,419,876
|
23,854
|
*,^
Tesla Motors Inc.
|
615,506
|
23,322
|
|
Dunkin' Brands Group Inc.
|
629,630
|
23,221
|
*
|
Lamar Advertising Co. Class A
|
473,700
|
23,027
|
|
|
|
|
|
Brinker International Inc.
|
607,837
|
22,885
|
|
Dana Holding Corp.
|
1,271,761
|
22,675
|
|
Sotheby's
|
583,214
|
21,818
|
|
Pier 1 Imports Inc.
|
925,963
|
21,297
|
*
|
Starz - Liberty Capital
|
960,740
|
21,280
|
|
Dillard's Inc. Class A
|
263,711
|
20,714
|
*
|
Tenneco Inc.
|
517,202
|
20,331
|
*
|
Hyatt Hotels Corp. Class A
|
468,663
|
20,260
|
*
|
Ascena Retail Group Inc.
|
1,090,499
|
20,229
|
*
|
Fifth & Pacific Cos. Inc.
|
1,028,849
|
19,425
|
|
Pool Corp.
|
403,367
|
19,362
|
|
Vail Resorts Inc.
|
308,760
|
19,242
|
|
Wolverine World Wide Inc.
|
430,130
|
19,085
|
|
Rent-A-Center Inc.
|
499,895
|
18,466
|
*
|
Bally Technologies Inc.
|
353,417
|
18,367
|
|
DSW Inc. Class A
|
276,619
|
17,648
|
*
|
Big Lots Inc.
|
497,128
|
17,534
|
|
HSN Inc.
|
316,524
|
17,365
|
|
Aaron's Inc.
|
605,106
|
17,354
|
|
Cracker Barrel Old Country Store Inc.
|
203,910
|
16,486
|
*
|
Deckers Outdoor Corp.
|
295,448
|
16,453
|
*
|
Lumber Liquidators Holdings Inc.
|
233,360
|
16,387
|
|
Ryland Group Inc.
|
390,568
|
16,255
|
|
Cheesecake Factory Inc.
|
420,062
|
16,219
|
|
John Wiley & Sons Inc. Class A
|
402,895
|
15,697
|
|
DeVry Inc.
|
488,280
|
15,503
|
*,^
Sears Holdings Corp.
|
309,128
|
15,447
|
|
KB Home
|
703,957
|
15,325
|
*
|
Steven Madden Ltd.
|
353,087
|
15,232
|
*
|
Live Nation Entertainment Inc.
|
1,206,466
|
14,924
|
*
|
Life Time Fitness Inc.
|
341,134
|
14,594
|
*
|
Iconix Brand Group Inc.
|
556,835
|
14,405
|
*
|
Buffalo Wild Wings Inc.
|
160,921
|
14,085
|
*,^
Groupon Inc.
|
2,300,047
|
14,076
|
*,^
Coinstar Inc.
|
239,721
|
14,004
|
|
Cooper Tire & Rubber Co.
|
543,954
|
13,958
|
|
Thor Industries Inc.
|
377,590
|
13,892
|
|
Wendy's Co.
|
2,431,882
|
13,789
|
|
Men's Wearhouse Inc.
|
410,889
|
13,732
|
|
Morningstar Inc.
|
194,757
|
13,617
|
|
Hillenbrand Inc.
|
537,447
|
13,587
|
*
|
Express Inc.
|
757,772
|
13,496
|
|
Guess? Inc.
|
529,764
|
13,154
|
*
|
Jack in the Box Inc.
|
373,754
|
12,928
|
*
|
Vitamin Shoppe Inc.
|
260,855
|
12,743
|
*
|
Hibbett Sports Inc.
|
223,285
|
12,564
|
*
|
Meritage Homes Corp.
|
267,601
|
12,540
|
*
|
Genesco Inc.
|
207,557
|
12,472
|
|
MDC Holdings Inc.
|
336,598
|
12,336
|
|
Penske Automotive Group Inc.
|
364,394
|
12,156
|
*
|
ANN Inc.
|
418,075
|
12,133
|
*
|
WMS Industries Inc.
|
472,263
|
11,906
|
|
Meredith Corp.
|
308,717
|
11,812
|
*,^
Pandora Media Inc.
|
833,453
|
11,802
|
*
|
DreamWorks Animation SKG Inc. Class A
|
620,530
|
11,765
|
*
|
Shutterfly Inc.
|
266,242
|
11,760
|
^
|
Regal Entertainment Group Class A
|
680,944
|
11,351
|
|
|
|
|
*
|
Crocs Inc.
|
756,914
|
11,217
|
|
Group 1 Automotive Inc.
|
184,821
|
11,102
|
^
|
Buckle Inc.
|
234,939
|
10,960
|
|
Arbitron Inc.
|
229,189
|
10,742
|
*
|
Marriott Vacations Worldwide Corp.
|
247,710
|
10,629
|
*
|
Helen of Troy Ltd.
|
275,170
|
10,556
|
^
|
Burger King Worldwide Inc.
|
545,034
|
10,410
|
*
|
New York Times Co. Class A
|
1,052,896
|
10,318
|
|
Bob Evans Farms Inc.
|
240,881
|
10,266
|
|
Valassis Communications Inc.
|
339,393
|
10,138
|
*,^
Saks Inc.
|
876,880
|
10,058
|
*
|
Asbury Automotive Group Inc.
|
272,747
|
10,007
|
^
|
Monro Muffler Brake Inc.
|
251,779
|
9,998
|
|
Choice Hotels International Inc.
|
235,830
|
9,978
|
|
Texas Roadhouse Inc. Class A
|
494,154
|
9,977
|
^
|
Weight Watchers International Inc.
|
230,949
|
9,725
|
*
|
Office Depot Inc.
|
2,469,109
|
9,704
|
*
|
Jos A Bank Clothiers Inc.
|
241,781
|
9,647
|
*
|
Select Comfort Corp.
|
484,864
|
9,586
|
|
DineEquity Inc.
|
135,619
|
9,329
|
*
|
Grand Canyon Education Inc.
|
363,445
|
9,228
|
*
|
Aeropostale Inc.
|
676,914
|
9,206
|
*
|
Children's Place Retail Stores Inc.
|
204,172
|
9,151
|
*
|
HomeAway Inc.
|
280,669
|
9,122
|
|
Sinclair Broadcast Group Inc. Class A
|
450,424
|
9,117
|
*
|
Papa John's International Inc.
|
146,827
|
9,077
|
|
Regis Corp.
|
486,647
|
8,852
|
|
OfficeMax Inc.
|
751,052
|
8,720
|
*,^
Francesca's Holdings Corp.
|
303,322
|
8,693
|
|
Dorman Products Inc.
|
232,786
|
8,662
|
|
Lithia Motors Inc. Class A
|
181,510
|
8,618
|
|
La-Z-Boy Inc.
|
453,880
|
8,565
|
|
Finish Line Inc. Class A
|
435,352
|
8,529
|
^
|
Sturm Ruger & Co. Inc.
|
165,801
|
8,411
|
|
Jones Group Inc.
|
661,243
|
8,411
|
*
|
Ascent Capital Group Inc. Class A
|
112,165
|
8,350
|
|
Matthews International Corp. Class A
|
237,783
|
8,296
|
*
|
Standard Pacific Corp.
|
956,690
|
8,266
|
*
|
Krispy Kreme Doughnuts Inc.
|
564,929
|
8,158
|
*
|
American Axle & Manufacturing Holdings Inc.
|
589,255
|
8,043
|
*
|
SHFL Entertainment Inc.
|
484,857
|
8,034
|
|
Belo Corp. Class A
|
804,848
|
7,912
|
|
National CineMedia Inc.
|
493,451
|
7,787
|
*,^
K12 Inc.
|
319,097
|
7,693
|
|
Churchill Downs Inc.
|
108,912
|
7,628
|
*
|
AFC Enterprises Inc.
|
207,928
|
7,554
|
*
|
Orient-Express Hotels Ltd. Class A
|
766,065
|
7,553
|
|
Ameristar Casinos Inc.
|
283,885
|
7,446
|
|
Ethan Allen Interiors Inc.
|
224,780
|
7,400
|
*
|
Pinnacle Entertainment Inc.
|
499,805
|
7,307
|
|
Interval Leisure Group Inc.
|
335,356
|
7,291
|
|
International Speedway Corp. Class A
|
220,924
|
7,220
|
|
Stage Stores Inc.
|
276,262
|
7,150
|
*
|
BJ's Restaurants Inc.
|
213,431
|
7,103
|
|
Sonic Automotive Inc. Class A
|
317,440
|
7,034
|
*
|
Skechers U.S.A. Inc. Class A
|
332,044
|
7,023
|
*
|
Conn's Inc.
|
188,742
|
6,776
|
|
|
|
|
|
Oxford Industries Inc.
|
123,557
|
6,561
|
*
|
Quiksilver Inc.
|
1,077,008
|
6,537
|
|
Allison Transmission Holdings Inc.
|
268,519
|
6,447
|
*
|
Norwegian Cruise Line Holdings Ltd.
|
209,900
|
6,224
|
^
|
Columbia Sportswear Co.
|
105,885
|
6,129
|
*
|
Sonic Corp.
|
472,766
|
6,089
|
|
Scholastic Corp.
|
227,463
|
6,062
|
*
|
Tile Shop Holdings Inc.
|
283,799
|
5,963
|
|
Stewart Enterprises Inc. Class A
|
637,127
|
5,919
|
|
Drew Industries Inc.
|
162,877
|
5,914
|
*
|
Steiner Leisure Ltd.
|
121,285
|
5,865
|
*
|
iRobot Corp.
|
227,724
|
5,843
|
*
|
Arctic Cat Inc.
|
129,587
|
5,663
|
|
Brown Shoe Co. Inc.
|
353,432
|
5,655
|
*
|
G-III Apparel Group Ltd.
|
140,375
|
5,630
|
|
Cato Corp. Class A
|
233,174
|
5,629
|
|
Hot Topic Inc.
|
404,407
|
5,613
|
|
True Religion Apparel Inc.
|
209,865
|
5,480
|
*
|
American Public Education Inc.
|
156,375
|
5,456
|
*
|
Pep Boys-Manny Moe & Jack
|
458,414
|
5,405
|
*,^
Barnes & Noble Inc.
|
326,873
|
5,377
|
*
|
Red Robin Gourmet Burgers Inc.
|
116,173
|
5,297
|
*
|
Winnebago Industries Inc.
|
253,344
|
5,229
|
|
Core-Mark Holding Co. Inc.
|
100,854
|
5,175
|
|
Movado Group Inc.
|
153,645
|
5,150
|
*
|
Denny's Corp.
|
887,713
|
5,122
|
*,^
Smith & Wesson Holding Corp.
|
567,533
|
5,108
|
|
Strayer Education Inc.
|
102,739
|
4,971
|
*,^
Hovnanian Enterprises Inc. Class A
|
822,167
|
4,744
|
*
|
Biglari Holdings Inc.
|
12,482
|
4,658
|
|
CEC Entertainment Inc.
|
142,089
|
4,653
|
|
Fred's Inc. Class A
|
338,740
|
4,634
|
*
|
Multimedia Games Holding Co. Inc.
|
221,464
|
4,622
|
|
Standard Motor Products Inc.
|
166,622
|
4,619
|
*
|
M/I Homes Inc.
|
184,119
|
4,502
|
*
|
Zumiez Inc.
|
195,163
|
4,469
|
*
|
Scientific Games Corp. Class A
|
503,048
|
4,402
|
*,^
Vera Bradley Inc.
|
183,441
|
4,335
|
|
American Greetings Corp. Class A
|
268,818
|
4,328
|
*,^
Boyd Gaming Corp.
|
512,250
|
4,236
|
*,^
Beazer Homes USA Inc.
|
257,140
|
4,073
|
*
|
Blue Nile Inc.
|
114,383
|
3,940
|
*
|
Ruby Tuesday Inc.
|
530,451
|
3,909
|
*
|
Fiesta Restaurant Group Inc.
|
143,903
|
3,824
|
*
|
Tumi Holdings Inc.
|
182,349
|
3,818
|
*
|
Capella Education Co.
|
122,461
|
3,813
|
|
Superior Industries International Inc.
|
199,241
|
3,722
|
*
|
rue21 inc
|
125,937
|
3,701
|
|
Haverty Furniture Cos. Inc.
|
178,095
|
3,662
|
*
|
Libbey Inc.
|
188,670
|
3,647
|
*
|
Modine Manufacturing Co.
|
392,862
|
3,575
|
*
|
Maidenform Brands Inc.
|
203,688
|
3,571
|
|
Callaway Golf Co.
|
513,305
|
3,398
|
|
Harte-Hanks Inc.
|
434,256
|
3,383
|
*
|
Gentherm Inc.
|
205,805
|
3,371
|
|
Big 5 Sporting Goods Corp.
|
211,887
|
3,308
|
*
|
EW Scripps Co. Class A
|
273,890
|
3,295
|
|
|
|
|
|
PetMed Express Inc.
|
244,449
|
3,279
|
*
|
LeapFrog Enterprises Inc.
|
373,480
|
3,197
|
*
|
Five Below Inc.
|
83,697
|
3,171
|
*
|
Ruth's Hospitality Group Inc.
|
329,220
|
3,141
|
|
Destination Maternity Corp.
|
132,787
|
3,107
|
*
|
America's Car-Mart Inc.
|
66,370
|
3,102
|
^
|
RadioShack Corp.
|
922,324
|
3,099
|
*
|
Universal Electronics Inc.
|
129,332
|
3,007
|
*
|
LIN TV Corp. Class A
|
273,577
|
3,007
|
|
NACCO Industries Inc. Class A
|
56,044
|
2,991
|
*
|
Unifi Inc.
|
154,744
|
2,956
|
*
|
Sears Hometown and Outlet Stores Inc.
|
72,497
|
2,925
|
|
Speedway Motorsports Inc.
|
150,322
|
2,704
|
|
World Wrestling Entertainment Inc. Class A
|
302,456
|
2,668
|
*
|
Clear Channel Outdoor Holdings Inc. Class A
|
353,266
|
2,646
|
*
|
Rentrak Corp.
|
120,142
|
2,641
|
*
|
MarineMax Inc.
|
194,034
|
2,637
|
|
Nexstar Broadcasting Group Inc. Class A
|
145,499
|
2,619
|
|
Saga Communications Inc. Class A
|
55,516
|
2,568
|
*
|
Wet Seal Inc. Class A
|
848,916
|
2,564
|
*
|
Fuel Systems Solutions Inc.
|
154,613
|
2,546
|
*,^
Caesars Entertainment Corp.
|
158,380
|
2,512
|
*
|
Tuesday Morning Corp.
|
319,140
|
2,477
|
*
|
Exide Technologies
|
869,833
|
2,349
|
|
Nutrisystem Inc.
|
276,449
|
2,344
|
|
Universal Technical Institute Inc.
|
182,399
|
2,304
|
*
|
VOXX International Corp. Class A
|
214,281
|
2,295
|
|
Carriage Services Inc. Class A
|
106,555
|
2,264
|
*
|
Cavco Industries Inc.
|
47,351
|
2,252
|
*
|
Jamba Inc.
|
781,825
|
2,228
|
*
|
Journal Communications Inc. Class A
|
330,861
|
2,223
|
|
Shoe Carnival Inc.
|
108,763
|
2,223
|
|
Marcus Corp.
|
177,448
|
2,216
|
|
Fisher Communications Inc.
|
55,019
|
2,159
|
*,^
Overstock.com Inc.
|
173,943
|
2,143
|
|
JAKKS Pacific Inc.
|
198,319
|
2,080
|
*
|
Carmike Cinemas Inc.
|
112,807
|
2,044
|
*
|
Christopher & Banks Corp.
|
309,051
|
1,987
|
|
Stein Mart Inc.
|
233,273
|
1,955
|
*
|
Steinway Musical Instruments Inc.
|
80,502
|
1,934
|
*
|
Nautilus Inc.
|
262,423
|
1,916
|
|
Entravision Communications Corp. Class A
|
581,230
|
1,854
|
^
|
Blyth Inc.
|
105,743
|
1,836
|
*,^
ITT Educational Services Inc.
|
132,228
|
1,822
|
*
|
Kirkland's Inc.
|
155,873
|
1,786
|
|
Spartan Motors Inc.
|
332,832
|
1,767
|
*
|
Stoneridge Inc.
|
231,241
|
1,764
|
*,^
hhgregg Inc.
|
159,657
|
1,764
|
*,^
Cumulus Media Inc. Class A
|
520,652
|
1,755
|
*
|
Bridgepoint Education Inc.
|
166,148
|
1,700
|
*
|
Bloomin' Brands Inc.
|
94,800
|
1,694
|
|
Bassett Furniture Industries Inc.
|
103,360
|
1,650
|
*
|
Bright Horizons Family Solutions Inc.
|
47,685
|
1,611
|
*
|
Bravo Brio Restaurant Group Inc.
|
97,980
|
1,551
|
*,^
Zagg Inc.
|
210,879
|
1,535
|
*
|
Mattress Firm Holding Corp.
|
43,900
|
1,516
|
|
CSS Industries Inc.
|
58,002
|
1,506
|
|
|
|
|
*,^
Digital Generation Inc.
|
231,744
|
1,490
|
|
Cherokee Inc.
|
108,760
|
1,490
|
*
|
Corinthian Colleges Inc.
|
703,682
|
1,478
|
*
|
Chuy's Holdings Inc.
|
45,228
|
1,474
|
|
Flexsteel Industries Inc.
|
59,327
|
1,468
|
|
Town Sports International Holdings Inc.
|
154,818
|
1,465
|
|
Marine Products Corp.
|
196,920
|
1,449
|
^
|
Collectors Universe
|
122,895
|
1,446
|
|
Strattec Security Corp.
|
50,676
|
1,441
|
*
|
Morgans Hotel Group Co.
|
242,348
|
1,435
|
|
Perry Ellis International Inc.
|
77,572
|
1,411
|
|
AH Belo Corp. Class A
|
238,024
|
1,390
|
|
Culp Inc.
|
81,545
|
1,297
|
|
Hooker Furniture Corp.
|
80,015
|
1,275
|
*
|
Shutterstock Inc.
|
28,016
|
1,260
|
*
|
Destination XL Group Inc.
|
246,387
|
1,254
|
|
Weyco Group Inc.
|
50,898
|
1,248
|
*
|
Citi Trends Inc.
|
120,811
|
1,236
|
*
|
Tandy Leather Factory Inc.
|
173,075
|
1,229
|
*
|
Rocky Brands Inc.
|
89,284
|
1,215
|
*
|
TRI Pointe Homes Inc.
|
60,238
|
1,214
|
*
|
Luby's Inc.
|
161,382
|
1,207
|
|
Lifetime Brands Inc.
|
104,887
|
1,197
|
*
|
Career Education Corp.
|
503,643
|
1,194
|
|
Ambassadors Group Inc.
|
271,886
|
1,172
|
*
|
Federal-Mogul Corp.
|
193,800
|
1,169
|
*
|
Famous Dave's Of America Inc.
|
106,560
|
1,157
|
*
|
Orbitz Worldwide Inc.
|
197,059
|
1,125
|
*
|
1-800-Flowers.com Inc. Class A
|
225,149
|
1,119
|
|
Lincoln Educational Services Corp.
|
190,712
|
1,118
|
^
|
Bon-Ton Stores Inc.
|
85,107
|
1,106
|
*
|
West Marine Inc.
|
96,752
|
1,106
|
*
|
K-Swiss Inc. Class A
|
228,731
|
1,084
|
|
bebe stores inc
|
257,584
|
1,074
|
*
|
Joe's Jeans Inc.
|
612,767
|
1,042
|
|
Remy International Inc.
|
56,200
|
1,016
|
|
RG Barry Corp.
|
75,240
|
1,007
|
*
|
Entercom Communications Corp. Class A
|
134,221
|
999
|
*,^
McClatchy Co. Class A
|
341,741
|
991
|
|
Mac-Gray Corp.
|
76,727
|
982
|
*
|
Pacific Sunwear of California Inc.
|
464,513
|
971
|
*
|
Nathan's Famous Inc.
|
22,965
|
970
|
*
|
Isle of Capri Casinos Inc.
|
151,237
|
951
|
|
Winmark Corp.
|
14,711
|
927
|
|
Ark Restaurants Corp.
|
42,283
|
886
|
*
|
Red Lion Hotels Corp.
|
123,596
|
879
|
*
|
Media General Inc. Class A
|
146,991
|
873
|
|
Outdoor Channel Holdings Inc.
|
95,037
|
848
|
*
|
Gaiam Inc. Class A
|
198,738
|
835
|
*
|
Rick's Cabaret International Inc.
|
93,202
|
824
|
*
|
Zale Corp.
|
204,966
|
806
|
*
|
Body Central Corp.
|
84,399
|
793
|
*
|
Tilly's Inc. Class A
|
61,351
|
780
|
|
Beasley Broadcasting Group Inc. Class A
|
131,564
|
776
|
*
|
New York & Co. Inc.
|
189,432
|
775
|
*
|
MTR Gaming Group Inc.
|
232,053
|
766
|
*
|
Ballantyne Strong Inc.
|
180,582
|
764
|
|
|
|
|
*
|
Black Diamond Inc.
|
82,822
|
755
|
|
Trans World Entertainment Corp.
|
194,851
|
754
|
|
Systemax Inc.
|
76,163
|
754
|
*
|
Gray Television Inc.
|
159,746
|
749
|
*
|
Carrols Restaurant Group Inc.
|
143,054
|
742
|
*
|
Dixie Group Inc.
|
132,074
|
740
|
*
|
Delta Apparel Inc.
|
44,844
|
739
|
*
|
Martha Stewart Living Omnimedia Class A
|
268,078
|
708
|
*,^
Education Management Corp.
|
190,783
|
700
|
*
|
Charles & Colvard Ltd.
|
179,486
|
698
|
*
|
Crown Media Holdings Inc. Class A
|
335,758
|
688
|
|
Einstein Noah Restaurant Group Inc.
|
45,320
|
672
|
*,^
Coldwater Creek Inc.
|
211,173
|
667
|
|
Escalade Inc.
|
105,152
|
649
|
*
|
Monarch Casino & Resort Inc.
|
66,625
|
648
|
|
Shiloh Industries Inc.
|
59,757
|
644
|
|
Gaming Partners International Corp.
|
74,066
|
638
|
*
|
Furniture Brands International Inc.
|
625,468
|
625
|
*
|
Full House Resorts Inc.
|
222,501
|
623
|
*
|
Valuevision Media Inc. Class A
|
180,037
|
623
|
*
|
LifeLock Inc.
|
63,031
|
607
|
*
|
Tower International Inc.
|
42,997
|
602
|
*
|
Insignia Systems Inc.
|
291,212
|
597
|
*
|
Restoration Hardware Holdings Inc.
|
16,800
|
588
|
|
Frisch's Restaurants Inc.
|
32,363
|
581
|
*
|
Geeknet Inc.
|
39,271
|
580
|
*
|
Emmis Communications Corp. Class A
|
323,835
|
538
|
|
Dover Downs Gaming & Entertainment Inc.
|
247,196
|
514
|
*
|
Navarre Corp.
|
226,128
|
513
|
*
|
ReachLocal Inc.
|
34,250
|
512
|
|
Dover Motorsports Inc.
|
244,223
|
488
|
*
|
Vitacost.com Inc.
|
66,827
|
483
|
*,^
Cache Inc.
|
112,504
|
475
|
*
|
Premier Exhibitions Inc.
|
178,455
|
475
|
*
|
Kona Grill Inc.
|
49,167
|
449
|
*
|
Learning Tree International Inc.
|
119,875
|
444
|
*
|
Johnson Outdoors Inc. Class A
|
17,506
|
417
|
*
|
Emerson Radio Corp.
|
246,030
|
406
|
*
|
Gordmans Stores Inc.
|
34,357
|
402
|
*
|
Forward Industries Inc.
|
190,865
|
391
|
*
|
Skullcandy Inc.
|
71,227
|
376
|
*
|
Century Casinos Inc.
|
130,616
|
374
|
*
|
Lakes Entertainment Inc.
|
128,112
|
372
|
*,^
Motorcar Parts of America Inc.
|
56,445
|
346
|
*
|
Perfumania Holdings Inc.
|
59,718
|
344
|
*
|
Harris Interactive Inc.
|
204,712
|
344
|
*
|
Stanley Furniture Co. Inc.
|
76,192
|
338
|
*
|
Reading International Inc. Class A
|
55,497
|
311
|
*
|
Summer Infant Inc.
|
115,095
|
302
|
*
|
Hollywood Media Corp.
|
237,174
|
296
|
*
|
Books-A-Million Inc.
|
101,558
|
288
|
*
|
ALCO Stores Inc.
|
37,332
|
280
|
*
|
Skyline Corp.
|
45,714
|
273
|
*
|
Del Frisco's Restaurant Group Inc.
|
15,716
|
261
|
*
|
UQM Technologies Inc.
|
302,115
|
224
|
|
Superior Uniform Group Inc.
|
18,311
|
219
|
*
|
Spanish Broadcasting System Inc.
|
73,134
|
188
|
|
|
|
|
*
|
Cobra Electronics Corp.
|
50,521
|
178
|
*
|
American Apparel Inc.
|
63,104
|
137
|
*
|
Cambium Learning Group Inc.
|
117,787
|
121
|
*
|
Lee Enterprises Inc.
|
87,498
|
111
|
*
|
CafePress Inc.
|
18,473
|
111
|
*
|
Comstock Holding Cos. Inc. Class A
|
57,719
|
102
|
*
|
Cosi Inc.
|
126,640
|
87
|
*
|
NTN Buzztime Inc.
|
287,989
|
78
|
*,^
Orchard Supply Hardware Stores Corp. Class A
|
19,034
|
75
|
*
|
Kid Brands Inc.
|
43,645
|
68
|
*
|
SPAR Group Inc.
|
33,227
|
63
|
*
|
Lakeland Industries Inc.
|
17,187
|
61
|
*
|
dELiA*s Inc.
|
51,879
|
51
|
*
|
Radio One Inc.
|
29,133
|
49
|
*
|
Bluefly Inc.
|
46,269
|
37
|
*
|
Sport Chalet Inc. Class A
|
27,740
|
36
|
*
|
US Auto Parts Network Inc.
|
29,615
|
36
|
*
|
Entertainment Gaming Asia Inc.
|
17,721
|
34
|
*
|
Nevada Gold & Casinos Inc.
|
30,913
|
33
|
*
|
Appliance Recycling Centers of America Inc.
|
24,098
|
33
|
*
|
Wells-Gardner Electronics Corp.
|
12,585
|
26
|
*
|
Hallwood Group Inc.
|
1,737
|
15
|
*
|
Meade Instruments Corp.
|
4,548
|
9
|
|
Hastings Entertainment Inc.
|
303
|
1
|
*
|
Digital Cinema Destinations Corp.
|
100
|
1
|
|
|
|
4,226,287
|
Consumer Staples (3.3%)
|
|
|
|
Bunge Ltd.
|
1,253,308
|
92,532
|
|
Church & Dwight Co. Inc.
|
1,176,727
|
76,052
|
*,^
Green Mountain Coffee Roasters Inc.
|
1,059,464
|
60,135
|
|
Energizer Holdings Inc.
|
531,447
|
53,001
|
|
Ingredion Inc.
|
663,522
|
47,986
|
|
Hillshire Brands Co.
|
1,050,351
|
36,920
|
^
|
Herbalife Ltd.
|
884,051
|
33,108
|
|
Flowers Foods Inc.
|
984,873
|
32,442
|
*
|
Smithfield Foods Inc.
|
1,071,910
|
28,384
|
*,^
Hain Celestial Group Inc.
|
397,878
|
24,302
|
*
|
United Natural Foods Inc.
|
420,057
|
20,667
|
*
|
TreeHouse Foods Inc.
|
308,495
|
20,098
|
|
Nu Skin Enterprises Inc. Class A
|
453,638
|
20,051
|
|
Casey's General Stores Inc.
|
329,098
|
19,186
|
*
|
Darling International Inc.
|
1,008,703
|
18,116
|
|
Harris Teeter Supermarkets Inc.
|
423,327
|
18,080
|
*
|
Fresh Market Inc.
|
351,734
|
15,044
|
|
B&G Foods Inc.
|
454,663
|
13,863
|
|
Lancaster Colony Corp.
|
167,313
|
12,883
|
|
PriceSmart Inc.
|
159,455
|
12,410
|
*
|
Post Holdings Inc.
|
282,613
|
12,133
|
*
|
Rite Aid Corp.
|
6,160,508
|
11,705
|
*
|
Boston Beer Co. Inc. Class A
|
72,537
|
11,580
|
*
|
Prestige Brands Holdings Inc.
|
438,477
|
11,265
|
|
Universal Corp.
|
200,602
|
11,242
|
|
Spectrum Brands Holdings Inc.
|
196,874
|
11,141
|
|
Snyders-Lance Inc.
|
415,646
|
10,499
|
|
J&J Snack Foods Corp.
|
127,985
|
9,841
|
|
Sanderson Farms Inc.
|
172,833
|
9,440
|
|
Fresh Del Monte Produce Inc.
|
330,536
|
8,918
|
|
|
|
|
*
|
Elizabeth Arden Inc.
|
220,577
|
8,878
|
^
|
SUPERVALU Inc.
|
1,714,387
|
8,641
|
|
Vector Group Ltd.
|
504,591
|
8,134
|
|
Andersons Inc.
|
149,540
|
8,003
|
*
|
Susser Holdings Corp.
|
155,131
|
7,929
|
|
Seaboard Corp.
|
2,699
|
7,557
|
|
WD-40 Co.
|
127,886
|
7,004
|
*
|
Pilgrim's Pride Corp.
|
630,294
|
5,792
|
^
|
Tootsie Roll Industries Inc.
|
182,372
|
5,455
|
|
Cal-Maine Foods Inc.
|
119,889
|
5,103
|
*
|
Boulder Brands Inc.
|
515,086
|
4,625
|
|
Weis Markets Inc.
|
98,091
|
3,992
|
*
|
Pinnacle Foods Inc.
|
178,167
|
3,957
|
|
Spartan Stores Inc.
|
224,082
|
3,933
|
*
|
Annie's Inc.
|
102,404
|
3,918
|
*
|
Central Garden and Pet Co. Class A
|
429,448
|
3,530
|
|
Inter Parfums Inc.
|
137,456
|
3,358
|
*,^
Diamond Foods Inc.
|
198,267
|
3,343
|
|
Calavo Growers Inc.
|
115,881
|
3,335
|
*
|
Medifast Inc.
|
144,876
|
3,321
|
*
|
Dole Food Co. Inc.
|
273,735
|
2,984
|
*
|
Alliance One International Inc.
|
743,750
|
2,893
|
*
|
Chiquita Brands International Inc.
|
369,777
|
2,869
|
*
|
Revlon Inc. Class A
|
128,262
|
2,868
|
*,^
USANA Health Sciences Inc.
|
54,331
|
2,626
|
|
Ingles Markets Inc. Class A
|
113,195
|
2,431
|
*
|
Pantry Inc.
|
187,449
|
2,338
|
|
Coca-Cola Bottling Co. Consolidated
|
37,439
|
2,258
|
*,^
WhiteWave Foods Co.
|
124,900
|
2,132
|
|
Nash Finch Co.
|
105,107
|
2,058
|
*
|
Seneca Foods Corp. Class A
|
61,100
|
2,018
|
|
National Beverage Corp.
|
142,272
|
1,999
|
*
|
Star Scientific Inc.
|
1,114,731
|
1,850
|
|
John B Sanfilippo & Son Inc.
|
87,866
|
1,756
|
|
Alico Inc.
|
36,449
|
1,686
|
|
Village Super Market Inc. Class A
|
47,108
|
1,587
|
^
|
Roundy's Inc.
|
241,510
|
1,587
|
|
Nutraceutical International Corp.
|
87,060
|
1,511
|
|
Oil-Dri Corp. of America
|
52,194
|
1,421
|
*
|
Omega Protein Corp.
|
126,528
|
1,360
|
|
Rocky Mountain Chocolate Factory Inc.
|
109,605
|
1,348
|
*,^
Lifevantage Corp.
|
570,154
|
1,340
|
*
|
Natural Grocers by Vitamin Cottage Inc.
|
55,758
|
1,257
|
|
Lifeway Foods Inc.
|
86,865
|
1,207
|
|
Limoneira Co.
|
61,835
|
1,195
|
*
|
Farmer Bros Co.
|
80,719
|
1,187
|
|
Female Health Co.
|
151,945
|
1,100
|
|
United-Guardian Inc.
|
56,614
|
1,098
|
|
Orchids Paper Products Co.
|
37,259
|
869
|
*
|
Chefs' Warehouse Inc.
|
46,020
|
850
|
*
|
Harbinger Group Inc.
|
101,188
|
836
|
|
Arden Group Inc.
|
8,037
|
812
|
|
Nature's Sunshine Products Inc.
|
49,551
|
755
|
|
MGP Ingredients Inc.
|
153,372
|
672
|
*
|
Inventure Foods Inc.
|
69,141
|
538
|
*
|
Natural Alternatives International Inc.
|
104,867
|
509
|
*,^
S&W Seed Co.
|
45,314
|
476
|
|
|
|
|
*
|
Synutra International Inc.
|
100,515
|
472
|
*
|
Overhill Farms Inc.
|
118,661
|
469
|
*
|
Craft Brew Alliance Inc.
|
54,007
|
402
|
*
|
Crumbs Bake Shop Inc.
|
97,703
|
279
|
*
|
Pizza Inn Holdings Inc.
|
48,176
|
213
|
*,^
Central European Distribution Corp.
|
591,580
|
198
|
*
|
IGI Laboratories Inc.
|
88,519
|
151
|
*
|
Primo Water Corp.
|
58,242
|
64
|
*,^
Reed's Inc.
|
14,906
|
61
|
|
Reliv International Inc.
|
44,259
|
60
|
*
|
Mannatech Inc.
|
7,432
|
48
|
*
|
Crystal Rock Holdings Inc.
|
42,584
|
43
|
|
|
|
933,573
|
Energy (6.1%)
|
|
|
|
HollyFrontier Corp.
|
1,747,814
|
89,925
|
*
|
Concho Resources Inc.
|
898,098
|
87,502
|
|
Oceaneering International Inc.
|
928,662
|
61,672
|
|
Cimarex Energy Co.
|
742,026
|
55,978
|
|
Core Laboratories NV
|
396,693
|
54,712
|
*
|
Cheniere Energy Inc.
|
1,917,851
|
53,700
|
*
|
Plains Exploration & Production Co.
|
1,102,860
|
52,353
|
*
|
Whiting Petroleum Corp.
|
1,005,468
|
51,118
|
*
|
Continental Resources Inc.
|
492,518
|
42,815
|
*
|
Cobalt International Energy Inc.
|
1,514,677
|
42,714
|
*
|
Dresser-Rand Group Inc.
|
651,175
|
40,151
|
*
|
Oil States International Inc.
|
471,184
|
38,434
|
*
|
Superior Energy Services Inc.
|
1,369,390
|
35,563
|
|
SM Energy Co.
|
568,500
|
33,667
|
|
Energen Corp.
|
619,569
|
32,224
|
|
Patterson-UTI Energy Inc.
|
1,252,976
|
29,871
|
*
|
Dril-Quip Inc.
|
311,232
|
27,130
|
*
|
Gulfport Energy Corp.
|
582,834
|
26,711
|
*
|
Ultra Petroleum Corp.
|
1,313,243
|
26,396
|
*
|
Atwood Oceanics Inc.
|
490,418
|
25,767
|
|
World Fuel Services Corp.
|
619,161
|
24,593
|
*
|
Oasis Petroleum Inc.
|
609,365
|
23,199
|
*
|
McDermott International Inc.
|
2,025,178
|
22,257
|
*
|
Rosetta Resources Inc.
|
451,987
|
21,506
|
|
Tidewater Inc.
|
423,400
|
21,382
|
*
|
Kodiak Oil & Gas Corp.
|
2,257,725
|
20,523
|
|
Bristow Group Inc.
|
309,655
|
20,419
|
*
|
Helix Energy Solutions Group Inc.
|
845,595
|
19,347
|
|
Lufkin Industries Inc.
|
289,510
|
19,221
|
*
|
SemGroup Corp. Class A
|
359,971
|
18,618
|
|
Energy XXI Bermuda Ltd.
|
680,990
|
18,537
|
|
Berry Petroleum Co. Class A
|
386,957
|
17,912
|
|
Western Refining Inc.
|
493,726
|
17,483
|
*
|
Unit Corp.
|
375,735
|
17,115
|
|
Targa Resources Corp.
|
248,140
|
16,864
|
*,^
SandRidge Energy Inc.
|
2,996,968
|
15,794
|
*
|
Alpha Natural Resources Inc.
|
1,895,280
|
15,560
|
|
CARBO Ceramics Inc.
|
168,938
|
15,385
|
*
|
Exterran Holdings Inc.
|
557,278
|
15,047
|
*
|
McMoRan Exploration Co.
|
868,279
|
14,196
|
*
|
PDC Energy Inc.
|
261,860
|
12,980
|
*
|
Hornbeck Offshore Services Inc.
|
275,788
|
12,813
|
|
Delek US Holdings Inc.
|
305,619
|
12,060
|
|
|
|
|
|
SEACOR Holdings Inc.
|
162,310
|
11,959
|
*
|
Geospace Technologies Corp.
|
110,552
|
11,931
|
*
|
Key Energy Services Inc.
|
1,307,698
|
10,566
|
*
|
Hercules Offshore Inc.
|
1,372,973
|
10,187
|
|
Arch Coal Inc.
|
1,836,340
|
9,971
|
*
|
Cloud Peak Energy Inc.
|
522,434
|
9,811
|
*
|
Stone Energy Corp.
|
423,069
|
9,202
|
|
EXCO Resources Inc.
|
1,256,969
|
8,962
|
*
|
C&J Energy Services Inc.
|
383,631
|
8,785
|
^
|
RPC Inc.
|
570,253
|
8,651
|
*
|
Bill Barrett Corp.
|
417,149
|
8,456
|
|
Gulfmark Offshore Inc.
|
211,997
|
8,259
|
*
|
Carrizo Oil & Gas Inc.
|
316,140
|
8,147
|
*
|
EPL Oil & Gas Inc.
|
301,203
|
8,075
|
*
|
Bonanza Creek Energy Inc.
|
201,382
|
7,787
|
|
PBF Energy Inc.
|
202,356
|
7,522
|
*,^
Clean Energy Fuels Corp.
|
567,958
|
7,383
|
*
|
Northern Oil and Gas Inc.
|
511,202
|
7,351
|
*
|
Halcon Resources Corp.
|
920,650
|
7,172
|
*
|
Approach Resources Inc.
|
288,268
|
7,094
|
*
|
ION Geophysical Corp.
|
1,039,658
|
7,080
|
*
|
Newpark Resources Inc.
|
752,070
|
6,979
|
*
|
TETRA Technologies Inc.
|
676,769
|
6,944
|
|
Crosstex Energy Inc.
|
356,683
|
6,870
|
|
CVR Energy Inc.
|
127,825
|
6,598
|
*
|
Comstock Resources Inc.
|
388,967
|
6,321
|
*
|
Rex Energy Corp.
|
354,167
|
5,837
|
*
|
Magnum Hunter Resources Corp.
|
1,408,152
|
5,647
|
*
|
Swift Energy Co.
|
371,696
|
5,505
|
*
|
Forest Oil Corp.
|
1,025,167
|
5,392
|
*,^
Heckmann Corp.
|
1,185,161
|
5,084
|
*
|
Forum Energy Technologies Inc.
|
160,256
|
4,609
|
|
Rentech Inc.
|
1,917,763
|
4,507
|
|
Contango Oil & Gas Co.
|
110,563
|
4,432
|
*
|
Pioneer Energy Services Corp.
|
536,286
|
4,424
|
*
|
Parker Drilling Co.
|
1,022,272
|
4,375
|
|
W&T Offshore Inc.
|
302,080
|
4,290
|
*
|
Matrix Service Co.
|
279,854
|
4,170
|
*
|
Willbros Group Inc.
|
400,904
|
3,937
|
*
|
Vaalco Energy Inc.
|
489,915
|
3,718
|
*
|
Goodrich Petroleum Corp.
|
229,164
|
3,586
|
*
|
Era Group Inc.
|
168,484
|
3,538
|
*
|
Diamondback Energy Inc.
|
131,071
|
3,518
|
*
|
Resolute Energy Corp.
|
305,503
|
3,516
|
*,^
Basic Energy Services Inc.
|
245,814
|
3,360
|
*
|
Tesco Corp.
|
242,682
|
3,250
|
*
|
Triangle Petroleum Corp.
|
458,940
|
3,029
|
|
Gulf Island Fabrication Inc.
|
140,058
|
2,950
|
*
|
Vantage Drilling Co.
|
1,581,031
|
2,767
|
*
|
Laredo Petroleum Holdings Inc.
|
150,465
|
2,752
|
*,^
BPZ Resources Inc.
|
1,166,613
|
2,648
|
*,^
Quicksilver Resources Inc.
|
1,146,565
|
2,580
|
*
|
Abraxas Petroleum Corp.
|
1,063,608
|
2,457
|
*
|
PHI Inc.
|
75,566
|
2,428
|
*
|
Clayton Williams Energy Inc.
|
54,523
|
2,384
|
*
|
Green Plains Renewable Energy Inc.
|
206,875
|
2,367
|
*
|
Matador Resources Co.
|
258,400
|
2,289
|
|
|
|
|
|
Alon USA Energy Inc.
|
120,045
|
2,287
|
*
|
Mitcham Industries Inc.
|
128,615
|
2,176
|
*
|
PetroQuest Energy Inc.
|
482,545
|
2,143
|
*
|
Dawson Geophysical Co.
|
68,833
|
2,065
|
*
|
Warren Resources Inc.
|
630,713
|
2,025
|
*,^
Solazyme Inc.
|
245,984
|
1,921
|
*
|
Sanchez Energy Corp.
|
92,089
|
1,834
|
*,^
Hyperdynamics Corp.
|
2,732,567
|
1,664
|
|
Bolt Technology Corp.
|
93,804
|
1,638
|
*
|
Evolution Petroleum Corp.
|
158,134
|
1,605
|
*
|
Natural Gas Services Group Inc.
|
82,983
|
1,598
|
|
Penn Virginia Corp.
|
390,691
|
1,578
|
*
|
Cal Dive International Inc.
|
862,597
|
1,553
|
*,^
Miller Energy Resources Inc.
|
401,903
|
1,491
|
*
|
Synergy Resources Corp.
|
213,524
|
1,465
|
*
|
Midstates Petroleum Co. Inc.
|
162,121
|
1,386
|
*
|
FX Energy Inc.
|
409,375
|
1,376
|
*,^
Uranium Energy Corp.
|
618,183
|
1,360
|
*,^
Endeavour International Corp.
|
451,004
|
1,330
|
*
|
Harvest Natural Resources Inc.
|
364,798
|
1,280
|
|
Panhandle Oil and Gas Inc. Class A
|
44,536
|
1,276
|
*,^
ZaZa Energy Corp.
|
702,076
|
1,271
|
*
|
Westmoreland Coal Co.
|
108,592
|
1,234
|
*
|
Callon Petroleum Co.
|
323,373
|
1,196
|
*
|
Emerald Oil Inc.
|
154,547
|
1,088
|
*
|
REX American Resources Corp.
|
47,954
|
1,061
|
*
|
RigNet Inc.
|
39,935
|
996
|
*,^
James River Coal Co.
|
555,543
|
972
|
|
Adams Resources & Energy Inc.
|
16,653
|
849
|
|
TGC Industries Inc.
|
84,598
|
838
|
*,^
USEC Inc.
|
2,224,598
|
823
|
*
|
Verenium Corp.
|
309,093
|
797
|
*,^
Amyris Inc.
|
241,401
|
744
|
*
|
Double Eagle Petroleum Co.
|
116,717
|
626
|
*
|
PHI Inc.
|
16,785
|
574
|
*
|
Isramco Inc.
|
5,753
|
570
|
*,^
Royale Energy Inc.
|
264,947
|
551
|
*,^
Gevo Inc.
|
220,988
|
495
|
*
|
Crimson Exploration Inc.
|
164,025
|
469
|
*,^
Uranium Resources Inc.
|
176,793
|
458
|
*
|
Forbes Energy Services Ltd.
|
123,216
|
453
|
|
Hallador Energy Co.
|
63,827
|
440
|
*,^
KiOR Inc.
|
89,657
|
417
|
*
|
Global Geophysical Services Inc.
|
170,098
|
417
|
*
|
US Energy Corp. Wyoming
|
228,978
|
380
|
*
|
Magellan Petroleum Corp.
|
330,649
|
354
|
*
|
Tengasco Inc.
|
539,306
|
351
|
*
|
Gastar Exploration Ltd.
|
198,252
|
349
|
*
|
CAMAC Energy Inc.
|
527,891
|
329
|
*
|
Syntroleum Corp.
|
798,486
|
315
|
*,^
Lucas Energy Inc.
|
210,907
|
281
|
*
|
Pyramid Oil Co.
|
56,343
|
234
|
*,^
BioFuel Energy Corp.
|
41,282
|
211
|
*,^
Zion Oil & Gas Inc.
|
163,150
|
201
|
*,^
GreenHunter Energy Inc.
|
127,617
|
197
|
*
|
Barnwell Industries Inc.
|
46,909
|
148
|
*
|
FieldPoint Petroleum Corp.
|
35,776
|
143
|
|
|
|
|
*
|
Saratoga Resources Inc.
|
53,421
|
142
|
*,^
Uranerz Energy Corp.
|
81,700
|
104
|
*
|
PrimeEnergy Corp.
|
2,726
|
80
|
*
|
Recovery Energy Inc.
|
44,772
|
77
|
*,^
Cubic Energy Inc.
|
270,766
|
76
|
*
|
PostRock Energy Corp.
|
41,993
|
74
|
*,^
GMX Resources Inc.
|
28,991
|
63
|
*
|
Renewable Energy Group Inc.
|
3,900
|
30
|
*
|
Ceres Inc.
|
8,452
|
29
|
*
|
FieldPoint Petroleum Corp. Warrants Exp 03/23/2017
|
33,558
|
29
|
*
|
GeoPetro Resources Co.
|
31,100
|
2
|
|
|
|
1,711,212
|
Financials (23.0%)
|
|
|
|
General Growth Properties Inc.
|
3,869,674
|
76,929
|
|
Macerich Co.
|
1,179,531
|
75,938
|
|
Realty Income Corp.
|
1,663,988
|
75,462
|
*
|
CIT Group Inc.
|
1,715,034
|
74,570
|
|
Digital Realty Trust Inc.
|
1,074,541
|
71,898
|
*
|
Affiliated Managers Group Inc.
|
451,535
|
69,342
|
|
SL Green Realty Corp.
|
783,743
|
67,488
|
|
Rayonier Inc.
|
1,070,528
|
63,878
|
|
Federal Realty Investment Trust
|
557,565
|
60,239
|
*
|
Alleghany Corp.
|
144,337
|
57,146
|
|
Everest Re Group Ltd.
|
438,742
|
56,975
|
|
New York Community Bancorp Inc.
|
3,781,161
|
54,260
|
|
UDR Inc.
|
2,139,631
|
51,758
|
|
Camden Property Trust
|
725,463
|
49,825
|
|
Essex Property Trust Inc.
|
325,535
|
49,019
|
|
Duke Realty Corp.
|
2,759,983
|
46,865
|
|
Fidelity National Financial Inc. Class A
|
1,845,064
|
46,551
|
|
Raymond James Financial Inc.
|
970,042
|
44,719
|
|
Arthur J Gallagher & Co.
|
1,079,880
|
44,610
|
|
Senior Housing Properties Trust
|
1,613,946
|
43,302
|
|
Taubman Centers Inc.
|
543,906
|
42,240
|
|
WR Berkley Corp.
|
946,120
|
41,979
|
|
Eaton Vance Corp.
|
998,628
|
41,773
|
|
Regency Centers Corp.
|
774,112
|
40,958
|
|
TD Ameritrade Holding Corp.
|
1,980,317
|
40,834
|
|
Liberty Property Trust
|
1,026,800
|
40,815
|
|
American Campus Communities Inc.
|
898,780
|
40,751
|
*
|
Markel Corp.
|
77,320
|
38,931
|
|
Alexandria Real Estate Equities Inc.
|
547,359
|
38,852
|
|
Ares Capital Corp.
|
2,132,201
|
38,593
|
*
|
American Capital Ltd.
|
2,613,753
|
38,148
|
|
Reinsurance Group of America Inc. Class A
|
634,871
|
37,883
|
*
|
Ocwen Financial Corp.
|
996,936
|
37,804
|
|
Jones Lang LaSalle Inc.
|
378,364
|
37,613
|
|
Lazard Ltd. Class A
|
1,079,036
|
36,828
|
|
DDR Corp.
|
2,110,405
|
36,763
|
|
HCC Insurance Holdings Inc.
|
863,825
|
36,307
|
|
National Retail Properties Inc.
|
994,434
|
35,969
|
*
|
MSCI Inc. Class A
|
1,030,548
|
34,967
|
|
RenaissanceRe Holdings Ltd.
|
379,807
|
34,938
|
|
Extra Space Storage Inc.
|
883,237
|
34,685
|
|
Assured Guaranty Ltd.
|
1,666,392
|
34,344
|
|
BioMed Realty Trust Inc.
|
1,581,207
|
34,154
|
|
Corrections Corp. of America
|
860,897
|
33,635
|
|
|
|
Kilroy Realty Corp.
|
641,376
|
33,608
|
SEI Investments Co.
|
1,156,295
|
33,359
|
WP Carey Inc.
|
490,086
|
33,032
|
Cullen/Frost Bankers Inc.
|
528,220
|
33,030
|
CBL & Associates Properties Inc.
|
1,385,161
|
32,690
|
Validus Holdings Ltd.
|
869,368
|
32,488
|
Brown & Brown Inc.
|
1,013,584
|
32,475
|
Hospitality Properties Trust
|
1,180,415
|
32,391
|
Two Harbors Investment Corp.
|
2,565,774
|
32,354
|
Starwood Property Trust Inc.
|
1,161,676
|
32,248
|
Waddell & Reed Financial Inc. Class A
|
735,056
|
32,181
|
BRE Properties Inc.
|
660,730
|
32,164
|
* Signature Bank
|
394,920
|
31,104
|
East West Bancorp Inc.
|
1,203,243
|
30,887
|
American Financial Group Inc.
|
643,035
|
30,467
|
Weingarten Realty Investors
|
959,977
|
30,287
|
Omega Healthcare Investors Inc.
|
969,695
|
29,440
|
Tanger Factory Outlet Centers
|
807,742
|
29,224
|
MFA Financial Inc.
|
3,055,712
|
28,479
|
Piedmont Office Realty Trust Inc. Class A
|
1,436,529
|
28,142
|
Home Properties Inc.
|
442,540
|
28,066
|
Allied World Assurance Co. Holdings AG
|
302,673
|
28,064
|
Douglas Emmett Inc.
|
1,125,078
|
28,048
|
Chimera Investment Corp.
|
8,769,168
|
27,974
|
CBOE Holdings Inc.
|
749,455
|
27,685
|
Highwoods Properties Inc.
|
691,709
|
27,371
|
* SVB Financial Group
|
383,711
|
27,220
|
Commerce Bancshares Inc.
|
659,060
|
26,909
|
White Mountains Insurance Group Ltd.
|
47,121
|
26,723
|
First Niagara Financial Group Inc.
|
3,014,885
|
26,712
|
Old Republic International Corp.
|
2,072,139
|
26,337
|
Equity Lifestyle Properties Inc.
|
335,346
|
25,755
|
Mid-America Apartment Communities Inc.
|
363,329
|
25,092
|
ProAssurance Corp.
|
529,204
|
25,047
|
* Popular Inc.
|
885,040
|
24,436
|
Invesco Mortgage Capital Inc.
|
1,126,508
|
24,096
|
Protective Life Corp.
|
670,394
|
24,000
|
City National Corp.
|
407,051
|
23,979
|
First American Financial Corp.
|
923,512
|
23,614
|
RLJ Lodging Trust
|
1,030,216
|
23,448
|
Hatteras Financial Corp.
|
848,564
|
23,276
|
Aspen Insurance Holdings Ltd.
|
600,765
|
23,178
|
Alterra Capital Holdings Ltd.
|
734,176
|
23,127
|
Geo Group Inc.
|
612,629
|
23,047
|
CommonWealth REIT
|
1,014,399
|
22,763
|
First Republic Bank
|
585,089
|
22,596
|
Hancock Holding Co.
|
729,119
|
22,544
|
Post Properties Inc.
|
468,545
|
22,068
|
Associated Banc-Corp
|
1,442,709
|
21,915
|
CNO Financial Group Inc.
|
1,897,655
|
21,728
|
Healthcare Realty Trust Inc.
|
762,947
|
21,660
|
* Forest City Enterprises Inc. Class A
|
1,211,459
|
21,528
|
TCF Financial Corp.
|
1,399,744
|
20,940
|
EPR Properties
|
402,068
|
20,928
|
ARMOUR Residential REIT Inc.
|
3,201,388
|
20,905
|
LaSalle Hotel Properties
|
819,667
|
20,803
|
Ryman Hospitality Properties
|
452,728
|
20,712
|
|
|
|
Mack-Cali Realty Corp.
|
717,171
|
20,518
|
Medical Properties Trust Inc.
|
1,271,396
|
20,393
|
* Howard Hughes Corp.
|
241,318
|
20,225
|
Fulton Financial Corp.
|
1,703,229
|
19,928
|
Susquehanna Bancshares Inc.
|
1,602,931
|
19,924
|
Bank of Hawaii Corp.
|
385,495
|
19,587
|
Corporate Office Properties Trust
|
732,844
|
19,552
|
^ Federated Investors Inc. Class B
|
807,052
|
19,103
|
Hanover Insurance Group Inc.
|
383,137
|
19,034
|
* Realogy Holdings Corp.
|
387,859
|
18,943
|
Synovus Financial Corp.
|
6,761,110
|
18,728
|
* Portfolio Recovery Associates Inc.
|
145,045
|
18,409
|
Prospect Capital Corp.
|
1,685,249
|
18,386
|
^ Lexington Realty Trust
|
1,541,973
|
18,195
|
Brandywine Realty Trust
|
1,223,096
|
18,163
|
Prosperity Bancshares Inc.
|
381,754
|
18,091
|
Endurance Specialty Holdings Ltd.
|
371,872
|
17,779
|
DCT Industrial Trust Inc.
|
2,401,760
|
17,773
|
CYS Investments Inc.
|
1,500,544
|
17,616
|
Valley National Bancorp
|
1,710,600
|
17,517
|
* Stifel Financial Corp.
|
499,185
|
17,307
|
CapitalSource Inc.
|
1,798,643
|
17,303
|
* St. Joe Co.
|
792,491
|
16,840
|
Sovran Self Storage Inc.
|
259,555
|
16,739
|
* Sunstone Hotel Investors Inc.
|
1,358,655
|
16,725
|
Webster Financial Corp.
|
688,555
|
16,704
|
Erie Indemnity Co. Class A
|
220,369
|
16,644
|
CubeSmart
|
1,041,200
|
16,451
|
StanCorp Financial Group Inc.
|
382,676
|
16,363
|
Redwood Trust Inc.
|
698,976
|
16,202
|
Colonial Properties Trust
|
716,495
|
16,200
|
Potlatch Corp.
|
347,808
|
15,950
|
Washington REIT
|
569,817
|
15,864
|
Washington Federal Inc.
|
903,379
|
15,809
|
Platinum Underwriters Holdings Ltd.
|
282,962
|
15,792
|
DiamondRock Hospitality Co.
|
1,676,282
|
15,606
|
FirstMerit Corp.
|
941,752
|
15,567
|
Radian Group Inc.
|
1,444,882
|
15,475
|
NorthStar Realty Finance Corp.
|
1,630,092
|
15,453
|
Janus Capital Group Inc.
|
1,634,658
|
15,366
|
Kemper Corp.
|
468,899
|
15,291
|
EastGroup Properties Inc.
|
257,019
|
14,959
|
FNB Corp.
|
1,205,404
|
14,585
|
Apollo Investment Corp.
|
1,742,277
|
14,565
|
Capitol Federal Financial Inc.
|
1,201,655
|
14,504
|
Trustmark Corp.
|
575,987
|
14,405
|
BOK Financial Corp.
|
229,724
|
14,312
|
First Industrial Realty Trust Inc.
|
833,893
|
14,285
|
Glimcher Realty Trust
|
1,229,452
|
14,262
|
* Texas Capital Bancshares Inc.
|
350,949
|
14,196
|
DuPont Fabros Technology Inc.
|
567,948
|
13,784
|
National Health Investors Inc.
|
209,283
|
13,698
|
UMB Financial Corp.
|
278,525
|
13,667
|
Pebblebrook Hotel Trust
|
526,154
|
13,570
|
Sun Communities Inc.
|
274,295
|
13,531
|
* First Cash Financial Services Inc.
|
230,585
|
13,452
|
* Alexander & Baldwin Inc.
|
370,851
|
13,258
|
|
|
|
|
|
PennyMac Mortgage Investment Trust
|
505,600
|
13,090
|
|
Financial Engines Inc.
|
360,457
|
13,056
|
|
Primerica Inc.
|
397,862
|
13,042
|
|
Cash America International Inc.
|
247,465
|
12,985
|
|
Umpqua Holdings Corp.
|
968,466
|
12,842
|
|
Equity One Inc.
|
534,365
|
12,809
|
|
Cathay General Bancorp
|
633,487
|
12,746
|
|
Iberiabank Corp.
|
254,722
|
12,741
|
*
|
Strategic Hotels & Resorts Inc.
|
1,522,671
|
12,714
|
|
Acadia Realty Trust
|
457,824
|
12,714
|
|
First Financial Bankshares Inc.
|
258,425
|
12,559
|
*,^
MBIA Inc.
|
1,214,479
|
12,473
|
|
Montpelier Re Holdings Ltd.
|
478,768
|
12,472
|
|
American Capital Mortgage Investment Corp.
|
480,233
|
12,414
|
|
PS Business Parks Inc.
|
155,432
|
12,267
|
*
|
MGIC Investment Corp.
|
2,469,217
|
12,223
|
|
Government Properties Income Trust
|
469,139
|
12,071
|
|
MarketAxess Holdings Inc.
|
322,686
|
12,036
|
|
Colony Financial Inc.
|
541,517
|
12,022
|
|
Old National Bancorp
|
868,916
|
11,948
|
|
Mercury General Corp.
|
313,452
|
11,889
|
|
Glacier Bancorp Inc.
|
621,576
|
11,798
|
|
Wintrust Financial Corp.
|
317,652
|
11,766
|
|
Greenhill & Co. Inc.
|
219,865
|
11,736
|
|
BancorpSouth Inc.
|
718,385
|
11,710
|
|
MB Financial Inc.
|
473,717
|
11,450
|
|
Selective Insurance Group Inc.
|
476,492
|
11,441
|
|
Bank of the Ozarks Inc.
|
255,459
|
11,330
|
*
|
Walter Investment Management Corp.
|
297,696
|
11,089
|
|
National Penn Bancshares Inc.
|
1,029,717
|
11,008
|
|
Capstead Mortgage Corp.
|
848,380
|
10,876
|
*
|
PHH Corp.
|
490,663
|
10,775
|
|
BankUnited Inc.
|
420,165
|
10,765
|
|
LTC Properties Inc.
|
263,610
|
10,737
|
|
Westamerica Bancorporation
|
236,448
|
10,718
|
|
Home Loan Servicing Solutions Ltd.
|
459,255
|
10,714
|
|
United Bankshares Inc.
|
395,459
|
10,523
|
|
RLI Corp.
|
146,430
|
10,521
|
|
Evercore Partners Inc. Class A
|
250,586
|
10,424
|
|
LPL Financial Holdings Inc.
|
319,340
|
10,296
|
|
Education Realty Trust Inc.
|
976,773
|
10,285
|
|
Northwest Bancshares Inc.
|
804,543
|
10,210
|
|
Community Bank System Inc.
|
342,140
|
10,138
|
*
|
Credit Acceptance Corp.
|
82,464
|
10,072
|
|
Fifth Street Finance Corp.
|
909,959
|
10,028
|
|
International Bancshares Corp.
|
471,107
|
9,799
|
|
PrivateBancorp Inc.
|
511,843
|
9,679
|
|
Chesapeake Lodging Trust
|
417,127
|
9,569
|
*
|
Virtus Investment Partners Inc.
|
50,255
|
9,362
|
|
American Assets Trust Inc.
|
291,407
|
9,328
|
|
Sabra Health Care REIT Inc.
|
320,259
|
9,291
|
|
Franklin Street Properties Corp.
|
623,749
|
9,119
|
*
|
World Acceptance Corp.
|
104,802
|
8,999
|
|
Symetra Financial Corp.
|
670,379
|
8,990
|
|
Argo Group International Holdings Ltd.
|
217,014
|
8,980
|
*
|
Enstar Group Ltd.
|
72,051
|
8,955
|
|
First Citizens BancShares Inc. Class A
|
48,719
|
8,901
|
|
|
|
|
*
|
Knight Capital Group Inc. Class A
|
2,386,558
|
8,878
|
|
Pennsylvania REIT
|
455,231
|
8,827
|
|
BBCN Bancorp Inc.
|
675,527
|
8,822
|
*
|
Western Alliance Bancorp
|
635,568
|
8,796
|
*
|
Ezcorp Inc. Class A
|
412,243
|
8,781
|
|
Hersha Hospitality Trust Class A
|
1,494,408
|
8,727
|
|
First Midwest Bancorp Inc.
|
647,630
|
8,601
|
*
|
Altisource Portfolio Solutions SA
|
123,271
|
8,598
|
|
CVB Financial Corp.
|
761,859
|
8,586
|
|
CreXus Investment Corp.
|
653,200
|
8,505
|
|
Cousins Properties Inc.
|
784,070
|
8,382
|
|
Main Street Capital Corp.
|
260,148
|
8,348
|
|
PacWest Bancorp
|
278,538
|
8,108
|
|
American Equity Investment Life Holding Co.
|
543,596
|
8,094
|
|
First Financial Bancorp
|
504,007
|
8,089
|
|
Amtrust Financial Services Inc.
|
231,704
|
8,029
|
|
Ramco-Gershenson Properties Trust
|
476,453
|
8,004
|
|
Associated Estates Realty Corp.
|
427,808
|
7,974
|
|
Investors Real Estate Trust
|
801,155
|
7,907
|
*
|
Citizens Republic Bancorp Inc.
|
350,556
|
7,905
|
|
Hudson Pacific Properties Inc.
|
363,189
|
7,899
|
|
Anworth Mortgage Asset Corp.
|
1,224,400
|
7,750
|
*
|
National Financial Partners Corp.
|
345,176
|
7,742
|
|
Park National Corp.
|
110,383
|
7,704
|
|
Investors Bancorp Inc.
|
406,316
|
7,631
|
|
NBT Bancorp Inc.
|
344,047
|
7,621
|
|
STAG Industrial Inc.
|
358,201
|
7,619
|
|
CNA Financial Corp.
|
232,911
|
7,614
|
|
Nelnet Inc. Class A
|
225,173
|
7,611
|
|
Columbia Banking System Inc.
|
343,451
|
7,549
|
*
|
TFS Financial Corp.
|
695,695
|
7,534
|
|
Home BancShares Inc.
|
198,559
|
7,480
|
|
SCBT Financial Corp.
|
144,861
|
7,301
|
|
Campus Crest Communities Inc.
|
519,730
|
7,224
|
|
Provident Financial Services Inc.
|
468,508
|
7,154
|
|
Horace Mann Educators Corp.
|
340,853
|
7,107
|
|
Astoria Financial Corp.
|
706,741
|
6,968
|
*
|
iStar Financial Inc.
|
638,618
|
6,955
|
|
Inland Real Estate Corp.
|
672,455
|
6,785
|
|
Boston Private Financial Holdings Inc.
|
683,397
|
6,752
|
|
Ashford Hospitality Trust Inc.
|
537,208
|
6,640
|
|
First Commonwealth Financial Corp.
|
887,439
|
6,620
|
^
|
Triangle Capital Corp.
|
236,498
|
6,620
|
*
|
Pinnacle Financial Partners Inc.
|
282,326
|
6,595
|
*
|
Forestar Group Inc.
|
300,307
|
6,565
|
|
First Potomac Realty Trust
|
442,597
|
6,564
|
*,^
Zillow Inc. Class A
|
119,468
|
6,531
|
|
PennantPark Investment Corp.
|
574,141
|
6,482
|
|
Independent Bank Corp.
|
196,593
|
6,407
|
|
Coresite Realty Corp.
|
182,809
|
6,395
|
|
Parkway Properties Inc.
|
344,550
|
6,391
|
|
Universal Health Realty Income Trust
|
110,058
|
6,351
|
|
Kennedy-Wilson Holdings Inc.
|
404,913
|
6,280
|
|
Chemical Financial Corp.
|
237,755
|
6,272
|
|
Tower Group International Ltd.
|
338,984
|
6,254
|
|
Employers Holdings Inc.
|
266,157
|
6,241
|
*
|
Greenlight Capital Re Ltd. Class A
|
254,122
|
6,213
|
|
|
|
ViewPoint Financial Group Inc.
|
308,478
|
6,204
|
* DFC Global Corp.
|
370,488
|
6,165
|
^ Oriental Financial Group Inc.
|
394,531
|
6,119
|
Retail Opportunity Investments Corp.
|
432,868
|
6,065
|
* WisdomTree Investments Inc.
|
575,480
|
5,985
|
Alexander's Inc.
|
18,068
|
5,957
|
Hercules Technology Growth Capital Inc.
|
484,994
|
5,941
|
Apollo Residential Mortgage Inc.
|
266,254
|
5,935
|
City Holding Co.
|
149,035
|
5,930
|
AG Mortgage Investment Trust Inc.
|
230,700
|
5,876
|
Summit Hotel Properties Inc.
|
561,024
|
5,874
|
* FelCor Lodging Trust Inc.
|
979,404
|
5,827
|
WesBanco Inc.
|
240,057
|
5,749
|
Resource Capital Corp.
|
863,500
|
5,708
|
Infinity Property & Casualty Corp.
|
101,067
|
5,680
|
AMERISAFE Inc.
|
159,768
|
5,678
|
Cohen & Steers Inc.
|
156,617
|
5,649
|
* Encore Capital Group Inc.
|
185,896
|
5,595
|
Brookline Bancorp Inc.
|
604,495
|
5,525
|
Berkshire Hills Bancorp Inc.
|
215,965
|
5,516
|
Sterling Financial Corp.
|
253,562
|
5,500
|
Healthcare Trust of America Inc. Class A
|
467,655
|
5,495
|
* Nationstar Mortgage Holdings Inc.
|
148,813
|
5,491
|
American National Insurance Co.
|
62,354
|
5,417
|
Safety Insurance Group Inc.
|
110,165
|
5,415
|
* Navigators Group Inc.
|
91,227
|
5,360
|
HFF Inc. Class A
|
266,872
|
5,319
|
* Hanmi Financial Corp.
|
331,875
|
5,310
|
Interactive Brokers Group Inc.
|
353,656
|
5,273
|
Saul Centers Inc.
|
120,023
|
5,250
|
Oritani Financial Corp.
|
336,254
|
5,209
|
Getty Realty Corp.
|
256,774
|
5,189
|
Excel Trust Inc.
|
377,900
|
5,158
|
Maiden Holdings Ltd.
|
483,932
|
5,125
|
BlackRock Kelso Capital Corp.
|
507,250
|
5,073
|
Spirit Realty Capital Inc.
|
262,765
|
4,993
|
* Bancorp Inc.
|
359,590
|
4,980
|
Urstadt Biddle Properties Inc. Class A
|
226,967
|
4,939
|
United Fire Group Inc.
|
190,309
|
4,847
|
Renasant Corp.
|
216,376
|
4,843
|
* Piper Jaffray Cos.
|
140,930
|
4,834
|
S&T Bancorp Inc.
|
259,297
|
4,807
|
FBL Financial Group Inc. Class A
|
123,583
|
4,802
|
Flushing Financial Corp.
|
280,236
|
4,747
|
* Wilshire Bancorp Inc.
|
693,312
|
4,701
|
West Coast Bancorp
|
189,641
|
4,605
|
* Eagle Bancorp Inc.
|
209,862
|
4,594
|
Community Trust Bancorp Inc.
|
134,744
|
4,585
|
TrustCo Bank Corp. NY
|
812,086
|
4,531
|
State Bank Financial Corp.
|
274,986
|
4,502
|
* Hilltop Holdings Inc.
|
331,950
|
4,478
|
* ICG Group Inc.
|
358,681
|
4,476
|
Duff & Phelps Corp. Class A
|
283,751
|
4,401
|
* PICO Holdings Inc.
|
196,087
|
4,353
|
Cardinal Financial Corp.
|
235,447
|
4,280
|
^ Silver Bay Realty Trust Corp.
|
205,030
|
4,244
|
Apollo Commercial Real Estate Finance Inc.
|
228,129
|
4,013
|
|
|
|
|
|
Stewart Information Services Corp.
|
156,193
|
3,978
|
*
|
Ameris Bancorp
|
277,051
|
3,976
|
|
National Interstate Corp.
|
129,094
|
3,870
|
|
Dime Community Bancshares Inc.
|
268,172
|
3,851
|
|
Simmons First National Corp. Class A
|
151,795
|
3,843
|
|
Agree Realty Corp.
|
125,828
|
3,787
|
*
|
Virginia Commerce Bancorp Inc.
|
269,456
|
3,786
|
*
|
Investment Technology Group Inc.
|
342,910
|
3,786
|
*
|
United Community Banks Inc.
|
333,156
|
3,778
|
|
Tompkins Financial Corp.
|
89,260
|
3,774
|
|
Monmouth Real Estate Investment Corp. Class A
|
335,403
|
3,740
|
|
Banner Corp.
|
116,447
|
3,707
|
|
Sandy Spring Bancorp Inc.
|
183,695
|
3,692
|
|
BGC Partners Inc. Class A
|
885,417
|
3,683
|
|
Lakeland Financial Corp.
|
137,145
|
3,660
|
|
Retail Properties of America Inc.
|
244,348
|
3,616
|
*
|
Central Pacific Financial Corp.
|
229,667
|
3,606
|
|
MCG Capital Corp.
|
753,415
|
3,601
|
*
|
Netspend Holdings Inc.
|
218,906
|
3,478
|
*
|
Tejon Ranch Co.
|
114,881
|
3,421
|
^
|
Southside Bancshares Inc.
|
162,672
|
3,418
|
|
Winthrop Realty Trust
|
268,977
|
3,384
|
|
National Western Life Insurance Co. Class A
|
19,084
|
3,359
|
|
Golub Capital BDC Inc.
|
202,622
|
3,345
|
*
|
OmniAmerican Bancorp Inc.
|
132,010
|
3,337
|
*
|
Safeguard Scientifics Inc.
|
210,652
|
3,328
|
|
Select Income REIT
|
125,216
|
3,312
|
*
|
BofI Holding Inc.
|
91,601
|
3,287
|
|
TICC Capital Corp.
|
329,398
|
3,274
|
|
FXCM Inc. Class A
|
236,391
|
3,234
|
|
Western Asset Mortgage Capital Corp.
|
139,125
|
3,233
|
|
Kite Realty Group Trust
|
473,988
|
3,195
|
*
|
eHealth Inc.
|
178,528
|
3,192
|
|
Rouse Properties Inc.
|
174,788
|
3,164
|
|
Washington Trust Bancorp Inc.
|
114,470
|
3,134
|
|
Meadowbrook Insurance Group Inc.
|
443,290
|
3,125
|
|
TowneBank
|
207,768
|
3,110
|
*,^
Green Dot Corp. Class A
|
183,504
|
3,066
|
|
First Financial Corp.
|
97,100
|
3,058
|
*
|
Beneficial Mutual Bancorp Inc.
|
295,903
|
3,048
|
*
|
First BanCorp
|
482,598
|
3,007
|
*
|
Southwest Bancorp Inc.
|
239,207
|
3,004
|
*
|
Park Sterling Corp.
|
524,279
|
2,957
|
|
Great Southern Bancorp Inc.
|
119,809
|
2,922
|
|
RAIT Financial Trust
|
362,000
|
2,885
|
|
Arlington Asset Investment Corp. Class A
|
111,139
|
2,869
|
*
|
Metro Bancorp Inc.
|
172,734
|
2,857
|
|
First Merchants Corp.
|
182,188
|
2,818
|
*
|
Citizens Inc.
|
335,531
|
2,815
|
|
CapLease Inc.
|
441,676
|
2,813
|
|
Rockville Financial Inc.
|
215,963
|
2,799
|
*
|
NewStar Financial Inc.
|
210,883
|
2,790
|
|
Union First Market Bankshares Corp.
|
142,490
|
2,787
|
|
Univest Corp. of Pennsylvania
|
159,843
|
2,784
|
^
|
KCAP Financial Inc.
|
258,237
|
2,781
|
|
Federal Agricultural Mortgage Corp.
|
89,877
|
2,767
|
*
|
Walker & Dunlop Inc.
|
153,641
|
2,761
|
|
|
|
|
|
StellarOne Corp.
|
170,582
|
2,755
|
*
|
Taylor Capital Group Inc.
|
171,244
|
2,738
|
|
Bancfirst Corp.
|
64,803
|
2,702
|
|
WSFS Financial Corp.
|
55,383
|
2,694
|
*
|
Guaranty Bancorp
|
1,263,840
|
2,654
|
|
Arrow Financial Corp.
|
106,673
|
2,628
|
|
German American Bancorp Inc.
|
113,584
|
2,614
|
*
|
First California Financial Group Inc.
|
305,075
|
2,599
|
|
MainSource Financial Group Inc.
|
184,100
|
2,585
|
|
Gladstone Commercial Corp.
|
131,886
|
2,568
|
|
First Connecticut Bancorp Inc.
|
171,528
|
2,527
|
|
CyrusOne Inc.
|
110,380
|
2,521
|
|
Provident New York Bancorp
|
274,888
|
2,493
|
*
|
Suffolk Bancorp
|
173,991
|
2,478
|
|
Capital Southwest Corp.
|
21,523
|
2,475
|
|
MVC Capital Inc.
|
191,391
|
2,456
|
|
OneBeacon Insurance Group Ltd. Class A
|
181,046
|
2,448
|
|
One Liberty Properties Inc.
|
111,959
|
2,432
|
*
|
Seacoast Banking Corp. of Florida
|
1,154,054
|
2,412
|
*
|
Phoenix Cos. Inc.
|
78,341
|
2,411
|
|
SY Bancorp Inc.
|
106,793
|
2,403
|
|
Cedar Realty Trust Inc.
|
392,630
|
2,399
|
|
Heartland Financial USA Inc.
|
93,759
|
2,369
|
|
EverBank Financial Corp.
|
153,056
|
2,357
|
|
Republic Bancorp Inc. Class A
|
103,662
|
2,347
|
*
|
Preferred Bank
|
148,506
|
2,343
|
|
New Mountain Finance Corp.
|
159,579
|
2,333
|
|
1st United Bancorp Inc.
|
360,144
|
2,327
|
|
Bank Mutual Corp.
|
420,519
|
2,325
|
*,^
Macatawa Bank Corp.
|
427,172
|
2,311
|
|
OceanFirst Financial Corp.
|
160,164
|
2,310
|
*
|
MetroCorp Bancshares Inc.
|
224,297
|
2,263
|
*
|
Gramercy Capital Corp.
|
434,160
|
2,262
|
|
GAMCO Investors Inc.
|
42,537
|
2,259
|
^
|
New York Mortgage Trust Inc.
|
298,900
|
2,254
|
*
|
Sun Bancorp Inc.
|
658,660
|
2,246
|
|
Homeowners Choice Inc.
|
82,329
|
2,243
|
|
Whitestone REIT
|
148,047
|
2,241
|
*
|
Kearny Financial Corp.
|
219,274
|
2,237
|
*
|
Heritage Commerce Corp.
|
332,144
|
2,235
|
|
Financial Institutions Inc.
|
111,961
|
2,235
|
|
First Busey Corp.
|
481,966
|
2,203
|
|
State Auto Financial Corp.
|
126,367
|
2,201
|
*
|
Flagstar Bancorp Inc.
|
156,217
|
2,176
|
|
West Bancorporation Inc.
|
195,869
|
2,174
|
|
Fidus Investment Corp.
|
112,826
|
2,161
|
|
Sterling Bancorp
|
210,955
|
2,143
|
|
First Interstate Bancsystem Inc.
|
112,464
|
2,115
|
|
Franklin Financial Corp.
|
115,532
|
2,108
|
|
Calamos Asset Management Inc. Class A
|
178,901
|
2,106
|
|
Baldwin & Lyons Inc.
|
87,247
|
2,076
|
*
|
Global Indemnity plc
|
88,824
|
2,061
|
|
United Financial Bancorp Inc.
|
134,997
|
2,052
|
|
National Bankshares Inc.
|
58,026
|
2,027
|
*
|
HomeStreet Inc.
|
90,657
|
2,025
|
*
|
Orrstown Financial Services Inc.
|
136,818
|
2,024
|
|
Territorial Bancorp Inc.
|
84,747
|
2,015
|
|
|
|
Marlin Business Services Corp.
|
86,388
|
2,003
|
Westwood Holdings Group Inc.
|
44,825
|
1,992
|
Medallion Financial Corp.
|
150,464
|
1,989
|
Washington Banking Co.
|
142,544
|
1,987
|
* North Valley Bancorp
|
112,156
|
1,985
|
Camden National Corp.
|
59,982
|
1,984
|
* INTL. FCStone Inc.
|
113,227
|
1,971
|
Westfield Financial Inc.
|
251,314
|
1,955
|
First Financial Holdings Inc.
|
93,161
|
1,953
|
* Aviv REIT Inc.
|
80,669
|
1,941
|
First Bancorp
|
143,569
|
1,937
|
* Intervest Bancshares Corp. Class A
|
328,173
|
1,930
|
CoBiz Financial Inc.
|
238,807
|
1,930
|
Tree.com Inc.
|
104,174
|
1,926
|
* First Financial Northwest Inc.
|
246,443
|
1,925
|
Northfield Bancorp Inc.
|
169,403
|
1,924
|
Oppenheimer Holdings Inc. Class A
|
98,048
|
1,909
|
Consolidated-Tomoka Land Co.
|
47,795
|
1,876
|
Peoples Bancorp Inc.
|
83,600
|
1,872
|
* Heritage Oaks Bancorp
|
325,667
|
1,856
|
Terreno Realty Corp.
|
102,700
|
1,847
|
Mercantile Bank Corp.
|
109,930
|
1,837
|
* Ladenburg Thalmann Financial Services Inc.
|
1,089,922
|
1,809
|
Bryn Mawr Bank Corp.
|
77,002
|
1,793
|
* NewBridge Bancorp
|
304,334
|
1,793
|
* HomeTrust Bancshares Inc.
|
111,294
|
1,758
|
* Meridian Interstate Bancorp Inc.
|
93,477
|
1,753
|
1st Source Corp.
|
73,348
|
1,738
|
Lakeland Bancorp Inc.
|
176,416
|
1,738
|
Gladstone Capital Corp.
|
187,531
|
1,725
|
Chatham Lodging Trust
|
97,235
|
1,712
|
Thomas Properties Group Inc.
|
333,706
|
1,712
|
First Bancorp Inc.
|
95,020
|
1,711
|
Hudson Valley Holding Corp.
|
114,543
|
1,708
|
* Doral Financial Corp.
|
2,423,302
|
1,708
|
Diamond Hill Investment Group Inc.
|
21,882
|
1,703
|
Citizens & Northern Corp.
|
86,813
|
1,693
|
GFI Group Inc.
|
505,939
|
1,690
|
* Pacific Premier Bancorp Inc.
|
127,923
|
1,682
|
Crawford & Co. Class B
|
221,436
|
1,681
|
Northrim BanCorp Inc.
|
74,373
|
1,671
|
* Yadkin Valley Financial Corp.
|
410,544
|
1,646
|
EMC Insurance Group Inc.
|
61,953
|
1,631
|
* BSB Bancorp Inc.
|
117,718
|
1,626
|
* United Community Financial Corp.
|
410,766
|
1,594
|
* Capital City Bank Group Inc.
|
128,812
|
1,591
|
First Community Bancshares Inc.
|
99,726
|
1,581
|
Eastern Insurance Holdings Inc.
|
83,757
|
1,571
|
Roma Financial Corp.
|
97,299
|
1,563
|
American Realty Capital Properties Inc.
|
106,084
|
1,557
|
Heritage Financial Corp.
|
107,168
|
1,554
|
* Bridge Capital Holdings
|
101,348
|
1,545
|
CorEnergy Infrastructure Trust
|
225,389
|
1,537
|
Donegal Group Inc. Class B
|
63,194
|
1,500
|
Kansas City Life Insurance Co.
|
38,258
|
1,497
|
CNB Financial Corp.
|
87,171
|
1,486
|
Asta Funding Inc.
|
153,816
|
1,477
|
|
|
|
First of Long Island Corp.
|
49,511
|
1,468
|
* Hampton Roads Bankshares Inc.
|
1,116,198
|
1,462
|
Centerstate Banks Inc.
|
168,828
|
1,449
|
* Pacific Mercantile Bancorp
|
246,981
|
1,445
|
Century Bancorp Inc. Class A
|
42,568
|
1,444
|
* Cowen Group Inc. Class A
|
507,773
|
1,432
|
Merchants Bancshares Inc.
|
47,177
|
1,422
|
Peoples Federal Bancshares Inc.
|
74,076
|
1,415
|
American National Bankshares Inc.
|
65,352
|
1,409
|
* FBR & Co.
|
74,426
|
1,409
|
MicroFinancial Inc.
|
166,298
|
1,402
|
BankFinancial Corp.
|
172,974
|
1,399
|
* MBT Financial Corp.
|
354,588
|
1,383
|
Cape Bancorp Inc.
|
150,272
|
1,377
|
* Consumer Portfolio Services Inc.
|
117,078
|
1,371
|
Pzena Investment Management Inc. Class A
|
208,543
|
1,356
|
Trico Bancshares
|
78,377
|
1,340
|
* Waterstone Financial Inc.
|
158,662
|
1,312
|
Home Federal Bancorp Inc.
|
101,725
|
1,302
|
* American Safety Insurance Holdings Ltd.
|
52,143
|
1,302
|
Provident Financial Holdings Inc.
|
75,794
|
1,289
|
Manning & Napier Inc.
|
77,797
|
1,287
|
* SWS Group Inc.
|
212,343
|
1,285
|
Gladstone Investment Corp.
|
174,217
|
1,274
|
^ Pulaski Financial Corp.
|
119,535
|
1,264
|
UMH Properties Inc.
|
122,011
|
1,253
|
* Riverview Bancorp Inc.
|
473,465
|
1,250
|
JMP Group Inc.
|
179,490
|
1,240
|
* First South Bancorp Inc.
|
189,366
|
1,238
|
* Fidelity Southern Corp.
|
107,545
|
1,237
|
Clifton Savings Bancorp Inc.
|
99,139
|
1,235
|
Penns Woods Bancorp Inc.
|
30,020
|
1,230
|
Simplicity Bancorp Inc.
|
81,702
|
1,228
|
ESSA Bancorp Inc.
|
111,135
|
1,205
|
* Harris & Harris Group Inc.
|
334,378
|
1,204
|
Center Bancorp Inc.
|
96,047
|
1,194
|
* AmeriServ Financial Inc.
|
380,876
|
1,192
|
BNC Bancorp
|
117,647
|
1,179
|
Enterprise Financial Services Corp.
|
81,745
|
1,172
|
MutualFirst Financial Inc.
|
80,909
|
1,151
|
* BBX Capital Corp.
|
139,428
|
1,150
|
Arbor Realty Trust Inc.
|
144,800
|
1,135
|
* Unity Bancorp Inc.
|
174,680
|
1,123
|
Timberland Bancorp Inc.
|
135,976
|
1,115
|
Nicholas Financial Inc.
|
75,110
|
1,104
|
Meta Financial Group Inc.
|
41,575
|
1,103
|
* Farmers Capital Bank Corp.
|
58,359
|
1,097
|
Fox Chase Bancorp Inc.
|
64,911
|
1,096
|
ESB Financial Corp.
|
79,634
|
1,090
|
* ZipRealty Inc.
|
293,133
|
1,070
|
Artio Global Investors Inc. Class A
|
387,114
|
1,053
|
Federated National Holding Co.
|
137,066
|
1,043
|
* Republic First Bancorp Inc.
|
375,226
|
1,039
|
NGP Capital Resources Co.
|
146,067
|
1,039
|
Chicopee Bancorp Inc.
|
61,671
|
1,036
|
Bank of Commerce Holdings
|
188,449
|
948
|
Heritage Financial Group Inc.
|
63,161
|
915
|
|
|
|
|
*
|
PVF Capital Corp.
|
226,090
|
895
|
*
|
Altisource Residential Corp.
|
44,361
|
887
|
*
|
WSB Holdings Inc.
|
134,399
|
880
|
|
New Hampshire Thrift Bancshares Inc.
|
67,166
|
880
|
|
CFS Bancorp Inc.
|
110,087
|
879
|
*
|
Asset Acceptance Capital Corp.
|
130,270
|
878
|
*
|
MPG Office Trust Inc.
|
318,889
|
877
|
*,^
FNB United Corp.
|
87,925
|
858
|
|
First Defiance Financial Corp.
|
36,032
|
840
|
|
Gyrodyne Co. of America Inc.
|
11,252
|
827
|
*
|
Imperial Holdings Inc.
|
203,613
|
825
|
*
|
AV Homes Inc.
|
61,375
|
818
|
|
Bridge Bancorp Inc.
|
37,769
|
812
|
|
Donegal Group Inc. Class A
|
52,679
|
804
|
*
|
First United Corp.
|
95,613
|
799
|
|
TF Financial Corp.
|
31,291
|
796
|
|
Universal Insurance Holdings Inc.
|
163,711
|
794
|
|
Bank of Marin Bancorp
|
19,763
|
792
|
*
|
United Security Bancshares
|
178,424
|
782
|
|
Pacific Continental Corp.
|
69,517
|
777
|
*
|
Community Bankers Trust Corp.
|
236,942
|
775
|
|
Peoples Bancorp of North Carolina Inc.
|
68,148
|
770
|
|
Ocean Shore Holding Co.
|
49,411
|
741
|
|
Urstadt Biddle Properties Inc.
|
38,700
|
738
|
*,^
NASB Financial Inc.
|
34,883
|
734
|
*
|
Southcoast Financial Corp.
|
140,150
|
708
|
|
Peapack Gladstone Financial Corp.
|
47,218
|
704
|
|
Middleburg Financial Corp.
|
35,897
|
697
|
|
Tower Financial Corp.
|
49,761
|
693
|
|
Ames National Corp.
|
32,956
|
687
|
|
Gain Capital Holdings Inc.
|
150,633
|
672
|
*
|
Firstcity Financial Corp.
|
67,275
|
661
|
|
Firstbank Corp.
|
46,094
|
639
|
|
Sierra Bancorp
|
46,020
|
605
|
*,^
Security National Financial Corp. Class A
|
82,971
|
596
|
*
|
Louisiana Bancorp Inc.
|
33,780
|
586
|
*
|
Citizens Community Bancorp Inc.
|
82,910
|
579
|
|
Hawthorn Bancshares Inc.
|
50,907
|
578
|
|
PMC Commercial Trust
|
75,458
|
571
|
|
US Global Investors Inc. Class A
|
153,458
|
563
|
|
Independence Holding Co.
|
55,094
|
561
|
|
Ohio Valley Banc Corp.
|
26,627
|
553
|
*
|
American River Bankshares
|
72,581
|
545
|
*
|
Oak Valley Bancorp
|
66,347
|
539
|
|
BCB Bancorp Inc.
|
52,635
|
537
|
*
|
Capital Bank Financial Corp.
|
31,226
|
536
|
*
|
Home Bancorp Inc.
|
28,645
|
533
|
*
|
Camco Financial Corp.
|
147,096
|
513
|
|
QC Holdings Inc.
|
158,879
|
510
|
|
Bank of Kentucky Financial Corp.
|
17,658
|
484
|
*
|
ASB Bancorp Inc.
|
28,436
|
483
|
*
|
Hallmark Financial Services
|
53,386
|
480
|
*
|
Summit Financial Group Inc.
|
66,618
|
472
|
*
|
OBA Financial Services Inc.
|
23,617
|
452
|
*
|
Stratus Properties Inc.
|
27,459
|
440
|
|
Citizens Holding Co.
|
22,534
|
438
|
*
|
Colony Bankcorp Inc.
|
79,638
|
432
|
|
|
|
|
*
|
Cascade Bancorp
|
62,684
|
424
|
|
Investors Title Co.
|
6,127
|
423
|
^
|
Preferred Apartment Communities Inc. Class A
|
44,041
|
421
|
|
Berkshire Bancorp Inc.
|
49,914
|
417
|
*
|
Shore Bancshares Inc.
|
59,490
|
408
|
|
First Pactrust Bancorp Inc.
|
35,575
|
406
|
*
|
Jefferson Bancshares Inc.
|
77,123
|
392
|
|
Bar Harbor Bankshares
|
10,605
|
388
|
*
|
Prudential Bancorp Inc. of Pennsylvania
|
42,406
|
387
|
|
Teche Holding Co.
|
9,265
|
382
|
*
|
1st Constitution Bancorp
|
43,079
|
377
|
*
|
First Marblehead Corp.
|
369,881
|
374
|
*,^
First Federal Bancshares of Arkansas Inc.
|
36,314
|
363
|
|
MidWestOne Financial Group Inc.
|
15,228
|
363
|
|
Southern National Bancorp of Virginia Inc.
|
36,675
|
355
|
*
|
Guaranty Federal Bancshares Inc.
|
35,849
|
350
|
*
|
Newport Bancorp Inc.
|
20,019
|
348
|
*
|
Maui Land & Pineapple Co. Inc.
|
85,128
|
342
|
|
Atlanticus Holdings Corp.
|
91,683
|
336
|
|
HF Financial Corp.
|
24,373
|
334
|
|
Hampden Bancorp Inc.
|
21,407
|
330
|
|
Federal Agricultural Mortgage Corp. Class A
|
12,788
|
316
|
*
|
ECB Bancorp Inc.
|
20,347
|
293
|
|
MHI Hospitality Corp.
|
67,221
|
281
|
*
|
BRT Realty Trust
|
39,982
|
281
|
*
|
Old Second Bancorp Inc.
|
88,103
|
280
|
*
|
HMN Financial Inc.
|
46,047
|
269
|
|
C&F Financial Corp.
|
6,497
|
266
|
|
FedFirst Financial Corp.
|
14,741
|
261
|
|
Monarch Financial Holdings Inc.
|
24,417
|
259
|
*
|
Parke Bancorp Inc.
|
34,698
|
249
|
*
|
CIFC Corp.
|
30,194
|
249
|
|
Norwood Financial Corp.
|
8,045
|
246
|
|
Premier Financial Bancorp Inc.
|
20,638
|
239
|
|
Central Valley Community Bancorp
|
27,772
|
235
|
*
|
Supertel Hospitality Inc.
|
210,925
|
234
|
|
First Savings Financial Group Inc.
|
9,746
|
215
|
*
|
Xenith Bankshares Inc.
|
40,183
|
202
|
|
First Bancshares Inc.
|
16,069
|
201
|
*
|
First Acceptance Corp.
|
147,708
|
199
|
|
First Citizens Banc Corp.
|
29,098
|
198
|
|
National Bank Holdings Corp. Class A
|
10,500
|
192
|
|
Codorus Valley Bancorp Inc.
|
11,187
|
184
|
|
Rurban Financial Corp.
|
21,019
|
180
|
*
|
Community Partners Bancorp
|
26,379
|
178
|
*
|
Investors Capital Holdings Ltd.
|
46,740
|
175
|
|
First Clover Leaf Financial Corp.
|
21,799
|
173
|
|
JAVELIN Mortgage Investment Corp.
|
8,681
|
171
|
*
|
Anchor Bancorp Inc.
|
10,700
|
169
|
*
|
BCSB Bancorp Inc.
|
9,958
|
167
|
|
Georgetown Bancorp Inc.
|
12,100
|
166
|
|
Old Point Financial Corp.
|
12,862
|
166
|
|
MidSouth Bancorp Inc.
|
9,974
|
162
|
|
Life Partners Holdings Inc.
|
40,287
|
158
|
*
|
CU Bancorp
|
11,897
|
154
|
|
Horizon Bancorp
|
7,429
|
150
|
*
|
InterGroup Corp.
|
6,100
|
144
|
|
|
|
Cheviot Financial Corp.
|
12,398
|
140
|
* New Century Bancorp Inc.
|
21,884
|
135
|
* Independent Bank Corp.
|
15,770
|
133
|
United Bancshares Inc.
|
11,052
|
133
|
Valley Financial Corp.
|
13,798
|
128
|
* Gleacher & Co. Inc.
|
212,450
|
127
|
Saratoga Investment Corp.
|
7,451
|
123
|
Farmers National Banc Corp.
|
19,378
|
122
|
Resource America Inc. Class A
|
12,100
|
121
|
Union Bankshares Inc.
|
5,797
|
118
|
Wolverine Bancorp Inc.
|
5,854
|
111
|
* Southern First Bancshares Inc.
|
10,319
|
108
|
Glen Burnie Bancorp
|
8,612
|
107
|
* IF Bancorp Inc.
|
6,757
|
103
|
Enterprise Bancorp Inc.
|
5,747
|
97
|
* Hamilton Bancorp Inc.
|
6,600
|
91
|
SI Financial Group Inc.
|
7,087
|
86
|
Laporte Bancorp Inc.
|
8,278
|
84
|
Peoples Financial Corp.
|
6,186
|
76
|
* First Financial Service Corp.
|
22,276
|
71
|
Somerset Hills Bancorp
|
6,100
|
71
|
* Atlantic Coast Financial Corp.
|
15,224
|
70
|
Naugatuck Valley Financial Corp.
|
9,737
|
70
|
United Community Bancorp
|
7,074
|
69
|
* Camco Financial Corp. Warrants Exp. 11/06/2017
|
45,300
|
63
|
* Royal Bancshares of Pennsylvania Inc.
|
40,173
|
62
|
Kentucky First Federal Bancorp
|
7,514
|
61
|
* Magyar Bancorp Inc.
|
10,365
|
56
|
Southwest Georgia Financial Corp.
|
5,335
|
56
|
Bank of South Carolina Corp.
|
4,282
|
51
|
United Bancorp Inc.
|
6,817
|
49
|
* Carolina Bank Holdings Inc.
|
4,000
|
46
|
* 1st Century Bancshares Inc.
|
8,013
|
45
|
* Southern Community Financial Corp.
|
182,721
|
40
|
Oconee Federal Financial Corp.
|
2,383
|
39
|
* Regional Management Corp.
|
1,900
|
38
|
* Madison County Financial Inc.
|
2,107
|
34
|
NB&T Financial Group Inc.
|
1,531
|
32
|
* First Security Group Inc.
|
12,328
|
31
|
* Malvern Bancorp Inc.
|
2,603
|
31
|
* First Capital Bancorp Inc.
|
8,224
|
27
|
* Severn Bancorp Inc.
|
5,194
|
26
|
* United Community Financial Corp.
|
410,766
|
26
|
Northeast Community Bancorp Inc.
|
4,657
|
25
|
Fauquier Bankshares Inc.
|
1,931
|
23
|
Greene County Bancorp Inc.
|
1,080
|
23
|
* Community West Bancshares
|
4,400
|
21
|
* Sussex Bancorp
|
2,850
|
20
|
Mackinac Financial Corp.
|
2,200
|
20
|
QCR Holdings Inc.
|
1,100
|
18
|
* Rand Capital Corp.
|
5,750
|
17
|
* Porter Bancorp Inc.
|
19,841
|
17
|
Salisbury Bancorp Inc.
|
640
|
16
|
* Eastern Virginia Bankshares Inc.
|
2,851
|
16
|
First West Virginia Bancorp
|
916
|
15
|
* State Investors Bancorp Inc.
|
1,013
|
15
|
Mid Penn Bancorp Inc.
|
1,284
|
14
|
|
|
|
|
*
|
Presidential Realty Corp. Class B
|
46,000
|
12
|
*
|
Polonia Bancorp Inc.
|
1,200
|
11
|
|
First Capital Inc.
|
510
|
10
|
|
Auburn National Bancorporation Inc.
|
359
|
8
|
|
ACNB Corp.
|
408
|
7
|
*
|
FS Bancorp Inc.
|
400
|
6
|
|
CKX Lands Inc.
|
399
|
6
|
*
|
Village Bank and Trust Financial Corp.
|
2,400
|
5
|
*
|
Patriot National Bancorp Inc.
|
3,120
|
5
|
|
Summit State Bank
|
400
|
3
|
|
Oneida Financial Corp.
|
194
|
3
|
*
|
Siebert Financial Corp.
|
1,636
|
2
|
|
Stewardship Financial Corp.
|
400
|
2
|
|
Eagle Bancorp Montana Inc.
|
175
|
2
|
*
|
SP Bancorp Inc.
|
100
|
2
|
*,^
Jacksonville Bancorp Inc.
|
1,210
|
2
|
|
River Valley Bancorp
|
69
|
1
|
*
|
Transcontinental Realty Investors Inc.
|
100
|
1
|
*
|
Central Federal Corp.
|
160
|
—
|
*
|
American Spectrum Realty Inc.
|
100
|
—
|
|
Elmira Savings Bank
|
1
|
—
|
|
|
|
6,464,899
|
Health Care (10.7%)
|
|
|
*
|
Regeneron Pharmaceuticals Inc.
|
651,086
|
114,852
|
*
|
Vertex Pharmaceuticals Inc.
|
1,865,958
|
102,590
|
|
HCA Holdings Inc.
|
2,095,017
|
85,121
|
*
|
Henry Schein Inc.
|
750,790
|
69,486
|
*
|
BioMarin Pharmaceutical Inc.
|
1,080,323
|
67,261
|
*
|
Illumina Inc.
|
1,060,975
|
57,293
|
|
ResMed Inc.
|
1,232,150
|
57,122
|
*
|
Mettler-Toledo International Inc.
|
260,214
|
55,483
|
*
|
Onyx Pharmaceuticals Inc.
|
616,926
|
54,820
|
*
|
Hologic Inc.
|
2,298,654
|
51,950
|
|
Universal Health Services Inc. Class B
|
763,732
|
48,780
|
|
Cooper Cos. Inc.
|
412,647
|
44,516
|
*
|
IDEXX Laboratories Inc.
|
468,637
|
43,297
|
*
|
MEDNAX Inc.
|
429,363
|
38,484
|
|
Community Health Systems Inc.
|
791,470
|
37,508
|
|
Omnicare Inc.
|
896,385
|
36,501
|
*
|
Sirona Dental Systems Inc.
|
487,558
|
35,948
|
*
|
Covance Inc.
|
473,322
|
35,177
|
*
|
Pharmacyclics Inc.
|
428,551
|
34,460
|
*
|
Seattle Genetics Inc.
|
889,663
|
31,592
|
*
|
athenahealth Inc.
|
311,592
|
30,237
|
*
|
Endo Health Solutions Inc.
|
979,682
|
30,135
|
*
|
Medivation Inc.
|
637,951
|
29,837
|
|
Teleflex Inc.
|
350,404
|
29,613
|
*
|
Health Management Associates Inc. Class A
|
2,206,587
|
28,399
|
*
|
Ariad Pharmaceuticals Inc.
|
1,561,371
|
28,245
|
*
|
Alkermes plc
|
1,136,749
|
26,952
|
*,^
Incyte Corp. Ltd.
|
1,149,751
|
26,916
|
*
|
Cubist Pharmaceuticals Inc.
|
557,259
|
26,091
|
*
|
Zoetis Inc.
|
729,919
|
24,379
|
*
|
United Therapeutics Corp.
|
400,315
|
24,367
|
*
|
Jazz Pharmaceuticals plc
|
425,571
|
23,794
|
*
|
Brookdale Senior Living Inc. Class A
|
843,191
|
23,508
|
*
|
Salix Pharmaceuticals Ltd.
|
446,316
|
22,842
|
|
|
|
|
*
|
Cepheid Inc.
|
569,911
|
21,867
|
*
|
Bio-Rad Laboratories Inc. Class A
|
172,820
|
21,775
|
*
|
WellCare Health Plans Inc.
|
371,184
|
21,514
|
|
STERIS Corp.
|
503,244
|
20,940
|
*
|
Align Technology Inc.
|
617,878
|
20,705
|
*
|
HMS Holdings Corp.
|
747,429
|
20,293
|
|
Techne Corp.
|
297,852
|
20,209
|
*
|
Allscripts Healthcare Solutions Inc.
|
1,479,234
|
20,103
|
*
|
Centene Corp.
|
449,397
|
19,791
|
*
|
PAREXEL International Corp.
|
499,315
|
19,728
|
*
|
LifePoint Hospitals Inc.
|
403,220
|
19,540
|
*
|
Health Net Inc.
|
679,149
|
19,437
|
|
West Pharmaceutical Services Inc.
|
295,290
|
19,176
|
*
|
Thoratec Corp.
|
492,978
|
18,487
|
*
|
Haemonetics Corp.
|
442,866
|
18,450
|
*
|
Charles River Laboratories International Inc.
|
413,754
|
18,317
|
|
Hill-Rom Holdings Inc.
|
518,155
|
18,249
|
*
|
VCA Antech Inc.
|
759,538
|
17,842
|
*
|
Myriad Genetics Inc.
|
699,572
|
17,769
|
|
Owens & Minor Inc.
|
543,390
|
17,693
|
*
|
Alere Inc.
|
652,734
|
16,664
|
*
|
HealthSouth Corp.
|
624,326
|
16,463
|
^
|
Questcor Pharmaceuticals Inc.
|
501,592
|
16,322
|
*
|
Infinity Pharmaceuticals Inc.
|
335,456
|
16,260
|
*
|
Medicines Co.
|
461,792
|
15,433
|
*,^
Arena Pharmaceuticals Inc.
|
1,863,929
|
15,303
|
*
|
Bruker Corp.
|
798,452
|
15,250
|
*
|
Isis Pharmaceuticals Inc.
|
868,303
|
14,709
|
|
Air Methods Corp.
|
300,896
|
14,515
|
*
|
ViroPharma Inc.
|
560,045
|
14,091
|
*
|
Theravance Inc.
|
588,236
|
13,894
|
*
|
MWI Veterinary Supply Inc.
|
103,351
|
13,669
|
|
Chemed Corp.
|
163,906
|
13,109
|
*
|
Ironwood Pharmaceuticals Inc. Class A
|
705,071
|
12,896
|
*
|
Insulet Corp.
|
451,861
|
11,685
|
*
|
ImmunoGen Inc.
|
726,885
|
11,674
|
*
|
Medidata Solutions Inc.
|
193,009
|
11,191
|
*
|
Acorda Therapeutics Inc.
|
347,154
|
11,119
|
*
|
Magellan Health Services Inc.
|
231,614
|
11,018
|
*
|
Nektar Therapeutics
|
995,593
|
10,952
|
*
|
Team Health Holdings Inc.
|
299,399
|
10,892
|
*
|
Volcano Corp.
|
466,503
|
10,384
|
*
|
Alnylam Pharmaceuticals Inc.
|
424,421
|
10,343
|
*
|
DexCom Inc.
|
599,424
|
10,022
|
*
|
HeartWare International Inc.
|
110,833
|
9,801
|
*,^
Opko Health Inc.
|
1,276,487
|
9,740
|
*
|
Cyberonics Inc.
|
206,585
|
9,670
|
*
|
Lexicon Pharmaceuticals Inc.
|
4,425,167
|
9,647
|
*
|
Neogen Corp.
|
193,085
|
9,571
|
*,^
Vivus Inc.
|
870,051
|
9,571
|
*
|
Wright Medical Group Inc.
|
398,570
|
9,490
|
*
|
Hanger Inc.
|
296,399
|
9,345
|
*,^
Sarepta Therapeutics Inc.
|
251,914
|
9,308
|
*
|
Amsurg Corp. Class A
|
275,939
|
9,283
|
*
|
Emeritus Corp.
|
320,673
|
8,911
|
|
Masimo Corp.
|
450,886
|
8,846
|
*
|
Impax Laboratories Inc.
|
561,198
|
8,665
|
|
|
|
|
*
|
Acadia Healthcare Co. Inc.
|
291,260
|
8,560
|
*
|
MedAssets Inc.
|
444,647
|
8,559
|
|
Abaxis Inc.
|
178,748
|
8,458
|
*
|
ArthroCare Corp.
|
241,310
|
8,388
|
|
Analogic Corp.
|
105,832
|
8,363
|
|
CONMED Corp.
|
244,244
|
8,319
|
|
Meridian Bioscience Inc.
|
357,537
|
8,159
|
*
|
Akorn Inc.
|
586,964
|
8,118
|
*
|
NuVasive Inc.
|
378,119
|
8,058
|
*
|
Celldex Therapeutics Inc.
|
677,709
|
7,848
|
*
|
Endologix Inc.
|
482,048
|
7,785
|
*
|
Molina Healthcare Inc.
|
248,272
|
7,664
|
*
|
NPS Pharmaceuticals Inc.
|
749,709
|
7,640
|
*
|
Santarus Inc.
|
432,743
|
7,499
|
*
|
Auxilium Pharmaceuticals Inc.
|
425,869
|
7,359
|
*,^
Exelixis Inc.
|
1,588,946
|
7,341
|
*
|
Integra LifeSciences Holdings Corp.
|
173,116
|
6,753
|
*
|
Conceptus Inc.
|
274,111
|
6,620
|
*
|
ICU Medical Inc.
|
111,126
|
6,551
|
*
|
IPC The Hospitalist Co. Inc.
|
144,244
|
6,416
|
*,^
Dendreon Corp.
|
1,341,371
|
6,345
|
|
Quality Systems Inc.
|
344,400
|
6,296
|
*
|
Neurocrine Biosciences Inc.
|
517,482
|
6,282
|
*
|
BioScrip Inc.
|
493,013
|
6,266
|
*
|
InterMune Inc.
|
686,806
|
6,216
|
*
|
Greatbatch Inc.
|
205,327
|
6,133
|
*
|
Capital Senior Living Corp.
|
229,972
|
6,078
|
*
|
Orthofix International NV
|
167,151
|
5,996
|
*
|
AMN Healthcare Services Inc.
|
373,028
|
5,905
|
*
|
Quidel Corp.
|
248,385
|
5,899
|
*,^
Pacira Pharmaceuticals Inc.
|
200,008
|
5,772
|
*
|
Omnicell Inc.
|
302,387
|
5,709
|
*
|
Spectranetics Corp.
|
305,598
|
5,663
|
*
|
Ligand Pharmaceuticals Inc. Class B
|
212,082
|
5,652
|
*
|
ABIOMED Inc.
|
301,665
|
5,632
|
|
Cantel Medical Corp.
|
186,019
|
5,592
|
|
Ensign Group Inc.
|
164,169
|
5,483
|
*
|
Bio-Reference Labs Inc.
|
210,972
|
5,481
|
*
|
Keryx Biopharmaceuticals Inc.
|
777,846
|
5,476
|
*
|
Luminex Corp.
|
327,385
|
5,408
|
*
|
Exact Sciences Corp.
|
551,314
|
5,403
|
*
|
Achillion Pharmaceuticals Inc.
|
611,131
|
5,341
|
*
|
Aegerion Pharmaceuticals Inc.
|
129,635
|
5,229
|
|
Computer Programs & Systems Inc.
|
96,409
|
5,217
|
*
|
Array BioPharma Inc.
|
1,059,109
|
5,211
|
*
|
NxStage Medical Inc.
|
460,287
|
5,192
|
*
|
Momenta Pharmaceuticals Inc.
|
386,562
|
5,157
|
*
|
Rigel Pharmaceuticals Inc.
|
742,447
|
5,041
|
*,^
MannKind Corp.
|
1,458,369
|
4,944
|
*
|
Optimer Pharmaceuticals Inc.
|
408,409
|
4,860
|
*
|
Kindred Healthcare Inc.
|
458,884
|
4,832
|
*
|
Accretive Health Inc.
|
463,162
|
4,706
|
*
|
Dyax Corp.
|
1,077,167
|
4,696
|
|
Landauer Inc.
|
82,072
|
4,627
|
*
|
ACADIA Pharmaceuticals Inc.
|
582,465
|
4,625
|
*
|
Orexigen Therapeutics Inc.
|
730,643
|
4,567
|
*
|
ExamWorks Group Inc.
|
262,731
|
4,550
|
|
|
|
|
*
|
Genomic Health Inc.
|
158,934
|
4,495
|
*
|
Sangamo Biosciences Inc.
|
445,980
|
4,264
|
*
|
Halozyme Therapeutics Inc.
|
735,771
|
4,245
|
*
|
Merit Medical Systems Inc.
|
344,724
|
4,226
|
*
|
AMAG Pharmaceuticals Inc.
|
174,377
|
4,159
|
*,^
AVANIR Pharmaceuticals Inc.
|
1,504,923
|
4,123
|
*,^
Sequenom Inc.
|
969,287
|
4,023
|
*
|
Endocyte Inc.
|
321,232
|
3,999
|
*
|
Antares Pharma Inc.
|
1,115,236
|
3,993
|
*
|
HealthStream Inc.
|
169,976
|
3,899
|
*,^
MAKO Surgical Corp.
|
347,987
|
3,880
|
|
National Healthcare Corp.
|
84,254
|
3,852
|
|
Select Medical Holdings Corp.
|
427,184
|
3,845
|
*
|
Idenix Pharmaceuticals Inc.
|
1,066,611
|
3,797
|
*
|
Albany Molecular Research Inc.
|
349,856
|
3,677
|
*
|
Affymetrix Inc.
|
778,749
|
3,676
|
*
|
Natus Medical Inc.
|
270,524
|
3,636
|
|
US Physical Therapy Inc.
|
133,966
|
3,597
|
*
|
Corvel Corp.
|
72,140
|
3,570
|
|
Invacare Corp.
|
268,358
|
3,502
|
*
|
Symmetry Medical Inc.
|
304,562
|
3,487
|
*
|
Synageva BioPharma Corp.
|
61,986
|
3,404
|
*
|
Dynavax Technologies Corp.
|
1,527,714
|
3,392
|
^
|
Spectrum Pharmaceuticals Inc.
|
449,375
|
3,352
|
*
|
PharMerica Corp.
|
239,016
|
3,346
|
*
|
Healthways Inc.
|
271,410
|
3,325
|
*
|
AngioDynamics Inc.
|
284,575
|
3,253
|
*
|
Furiex Pharmaceuticals Inc.
|
86,654
|
3,248
|
*
|
SurModics Inc.
|
114,653
|
3,124
|
*
|
Vanguard Health Systems Inc.
|
209,223
|
3,111
|
*
|
Obagi Medical Products Inc.
|
156,134
|
3,084
|
*
|
Cardiovascular Systems Inc.
|
148,880
|
3,049
|
*
|
LHC Group Inc.
|
141,512
|
3,041
|
|
Universal American Corp.
|
362,109
|
3,016
|
*
|
XOMA Corp.
|
863,626
|
3,014
|
*,^
Navidea Biopharmaceuticals Inc.
|
1,075,719
|
2,915
|
*,^
Synergy Pharmaceuticals Inc.
|
478,569
|
2,905
|
*
|
Cerus Corp.
|
655,851
|
2,899
|
*
|
Cambrex Corp.
|
223,016
|
2,852
|
*,^
Clovis Oncology Inc.
|
99,216
|
2,845
|
*
|
Depomed Inc.
|
482,462
|
2,832
|
*
|
GenMark Diagnostics Inc.
|
216,815
|
2,801
|
*
|
Vical Inc.
|
701,624
|
2,792
|
*
|
Curis Inc.
|
848,857
|
2,784
|
|
Hi-Tech Pharmacal Co. Inc.
|
84,015
|
2,782
|
*
|
Amedisys Inc.
|
243,721
|
2,710
|
*
|
Gentiva Health Services Inc.
|
246,287
|
2,665
|
*
|
Emergent Biosolutions Inc.
|
189,687
|
2,652
|
*,^
Accuray Inc.
|
566,077
|
2,627
|
*
|
Cadence Pharmaceuticals Inc.
|
390,098
|
2,610
|
*
|
Fluidigm Corp.
|
140,817
|
2,607
|
*
|
Palomar Medical Technologies Inc.
|
190,966
|
2,576
|
*
|
OraSure Technologies Inc.
|
472,530
|
2,552
|
*
|
Triple-S Management Corp. Class B
|
139,089
|
2,423
|
*
|
Cytokinetics Inc.
|
2,098,462
|
2,392
|
*,^
Synta Pharmaceuticals Corp.
|
272,587
|
2,344
|
*
|
XenoPort Inc.
|
322,149
|
2,303
|
|
|
|
|
*
|
Novavax Inc.
|
1,003,162
|
2,287
|
*
|
Chelsea Therapeutics International Ltd.
|
1,113,301
|
2,271
|
*
|
AVEO Pharmaceuticals Inc.
|
307,654
|
2,261
|
*
|
Astex Pharmaceuticals
|
503,861
|
2,247
|
*
|
Five Star Quality Care Inc.
|
334,338
|
2,237
|
*
|
Staar Surgical Co.
|
397,201
|
2,236
|
*
|
Immunomedics Inc.
|
926,204
|
2,232
|
*
|
Providence Service Corp.
|
119,198
|
2,204
|
*
|
Sucampo Pharmaceuticals Inc. Class A
|
330,947
|
2,164
|
*,^
Repros Therapeutics Inc.
|
134,259
|
2,162
|
|
Assisted Living Concepts Inc. Class A
|
180,537
|
2,147
|
*
|
Vascular Solutions Inc.
|
128,899
|
2,091
|
*
|
Cynosure Inc. Class A
|
79,882
|
2,091
|
*
|
Tornier NV
|
109,503
|
2,064
|
*
|
Cytori Therapeutics Inc.
|
822,260
|
2,064
|
*
|
Repligen Corp.
|
293,921
|
2,031
|
*
|
Threshold Pharmaceuticals Inc.
|
422,717
|
1,949
|
*
|
Harvard Bioscience Inc.
|
342,015
|
1,932
|
|
Atrion Corp.
|
9,895
|
1,900
|
*
|
Arqule Inc.
|
729,167
|
1,889
|
|
Enzon Pharmaceuticals Inc.
|
496,313
|
1,886
|
*,^
Sunesis Pharmaceuticals Inc.
|
340,749
|
1,864
|
*,^
Biolase Inc.
|
457,003
|
1,819
|
*,^
Peregrine Pharmaceuticals Inc.
|
1,353,851
|
1,814
|
*
|
Sciclone Pharmaceuticals Inc.
|
393,619
|
1,811
|
*
|
Cutera Inc.
|
131,514
|
1,710
|
|
Almost Family Inc.
|
82,058
|
1,676
|
*,^
Osiris Therapeutics Inc.
|
159,576
|
1,660
|
*
|
Raptor Pharmaceutical Corp.
|
281,483
|
1,647
|
*,^
Greenway Medical Technologies
|
103,125
|
1,640
|
|
CryoLife Inc.
|
272,569
|
1,638
|
*,^
Ampio Pharmaceuticals Inc.
|
353,851
|
1,617
|
*
|
Anika Therapeutics Inc.
|
109,617
|
1,592
|
*
|
Insmed Inc.
|
204,985
|
1,535
|
*
|
Geron Corp.
|
1,430,153
|
1,530
|
*,^
ImmunoCellular Therapeutics Ltd.
|
553,039
|
1,515
|
*
|
Chindex International Inc.
|
109,390
|
1,503
|
*
|
GTx Inc.
|
360,741
|
1,497
|
*,^
Galena Biopharma Inc.
|
704,675
|
1,473
|
*
|
Zogenix Inc.
|
810,822
|
1,459
|
*,^
Neuralstem Inc.
|
1,297,517
|
1,453
|
*
|
BioDelivery Sciences International Inc.
|
344,033
|
1,448
|
*
|
RTI Biologics Inc.
|
366,590
|
1,444
|
*
|
TESARO Inc.
|
65,200
|
1,432
|
*,^
Savient Pharmaceuticals Inc.
|
1,773,620
|
1,419
|
*,^
MEI Pharma Inc.
|
164,365
|
1,418
|
*,^
TearLab Corp.
|
205,503
|
1,418
|
*
|
Amicus Therapeutics Inc.
|
442,097
|
1,401
|
*
|
Rochester Medical Corp.
|
94,800
|
1,386
|
|
Psychemedics Corp.
|
115,494
|
1,378
|
*
|
Alphatec Holdings Inc.
|
650,530
|
1,373
|
|
National Research Corp.
|
23,383
|
1,357
|
*
|
Corcept Therapeutics Inc.
|
678,296
|
1,357
|
*
|
Durect Corp.
|
996,022
|
1,325
|
*
|
SIGA Technologies Inc.
|
364,520
|
1,305
|
*
|
Oncothyreon Inc.
|
622,405
|
1,295
|
*,^
Cleveland Biolabs Inc.
|
650,900
|
1,276
|
|
|
|
|
*
|
Progenics Pharmaceuticals Inc.
|
232,278
|
1,252
|
*
|
Targacept Inc.
|
288,420
|
1,234
|
*
|
Cross Country Healthcare Inc.
|
228,188
|
1,212
|
|
Pain Therapeutics Inc.
|
343,050
|
1,177
|
*,^
ZIOPHARM Oncology Inc.
|
641,200
|
1,173
|
*
|
Vanda Pharmaceuticals Inc.
|
281,937
|
1,105
|
*
|
Vocera Communications Inc.
|
47,295
|
1,088
|
*
|
RadNet Inc.
|
373,069
|
1,045
|
*
|
Pozen Inc.
|
194,041
|
1,023
|
*
|
Puma Biotechnology Inc.
|
29,910
|
999
|
*
|
Sagent Pharmaceuticals Inc.
|
56,472
|
991
|
|
Simulations Plus Inc.
|
239,959
|
991
|
*,^
Neostem Inc.
|
1,454,408
|
989
|
*
|
Merge Healthcare Inc.
|
341,358
|
987
|
*
|
AtriCure Inc.
|
124,151
|
983
|
*,^
Celsion Corp.
|
862,112
|
905
|
*
|
Digirad Corp.
|
355,865
|
897
|
*
|
Cell Therapeutics Inc.
|
773,157
|
889
|
*,^
Biotime Inc.
|
232,517
|
888
|
*,^
Delcath Systems Inc.
|
485,146
|
873
|
*
|
Skilled Healthcare Group Inc.
|
132,719
|
872
|
*,^
Hansen Medical Inc.
|
429,111
|
863
|
*
|
Durata Therapeutics Inc.
|
95,742
|
862
|
*
|
Exactech Inc.
|
40,053
|
829
|
*
|
PhotoMedex Inc.
|
51,423
|
827
|
*
|
Solta Medical Inc.
|
375,672
|
826
|
|
Utah Medical Products Inc.
|
16,790
|
819
|
*,^
Unilife Corp.
|
372,069
|
811
|
*,^
AcelRx Pharmaceuticals Inc.
|
157,137
|
811
|
*
|
Coronado Biosciences Inc.
|
83,407
|
811
|
|
LeMaitre Vascular Inc.
|
132,140
|
806
|
*
|
Alliance HealthCare Services Inc.
|
101,861
|
790
|
*
|
Merrimack Pharmaceuticals Inc.
|
127,027
|
775
|
*,^
Apricus Biosciences Inc.
|
286,388
|
768
|
*
|
Intercept Pharmaceuticals Inc.
|
20,500
|
767
|
|
Heska Corp.
|
82,386
|
764
|
*,^
PharmAthene Inc.
|
447,566
|
761
|
*
|
OncoGenex Pharmaceutical Inc.
|
66,063
|
748
|
*
|
Synergetics USA Inc.
|
213,690
|
741
|
*
|
Trius Therapeutics Inc.
|
107,463
|
735
|
*,^
Rockwell Medical Technologies Inc.
|
184,603
|
731
|
*,^
Supernus Pharmaceuticals Inc.
|
129,421
|
727
|
*
|
BioCryst Pharmaceuticals Inc.
|
608,193
|
724
|
*
|
Omeros Corp.
|
170,851
|
704
|
*
|
Horizon Pharma Inc.
|
253,419
|
687
|
*
|
Cardica Inc.
|
526,562
|
685
|
*
|
Derma Sciences Inc.
|
55,115
|
666
|
*
|
NewLink Genetics Corp.
|
50,970
|
625
|
*
|
Biospecifics Technologies Corp.
|
35,296
|
602
|
*
|
Transcept Pharmaceuticals Inc.
|
121,239
|
581
|
*
|
Theragenics Corp.
|
349,203
|
569
|
*,^
Anthera Pharmaceuticals Inc. Class A
|
872,770
|
567
|
*
|
PDI Inc.
|
95,770
|
565
|
*
|
Iridex Corp.
|
124,315
|
563
|
*,^
Affymax Inc.
|
398,043
|
553
|
*
|
Adcare Health Systems Inc.
|
135,530
|
545
|
*
|
Lannett Co. Inc.
|
52,945
|
535
|
|
|
|
|
*,^
Inovio Pharmaceuticals Inc.
|
871,337
|
518
|
*,^
Zalicus Inc.
|
775,238
|
517
|
*
|
Synthetic Biologics Inc.
|
304,381
|
511
|
*,^
Sunshine Heart Inc.
|
82,977
|
507
|
*
|
Icad Inc.
|
101,374
|
506
|
*
|
Cel-Sci Corp.
|
2,176,698
|
502
|
*
|
Medical Action Industries Inc.
|
83,183
|
499
|
*,^
Alexza Pharmaceuticals Inc.
|
104,998
|
464
|
*
|
Columbia Laboratories Inc.
|
776,381
|
460
|
*,^
Acura Pharmaceuticals Inc.
|
210,307
|
448
|
*,^
Cyclacel Pharmaceuticals Inc.
|
77,728
|
434
|
*
|
Bovie Medical Corp.
|
127,396
|
420
|
*
|
Agenus Inc.
|
106,756
|
415
|
*
|
Discovery Laboratories Inc.
|
179,350
|
411
|
*
|
Anacor Pharmaceuticals Inc.
|
63,222
|
408
|
*
|
Uroplasty Inc.
|
157,185
|
399
|
*,^
Aastrom Biosciences Inc.
|
539,511
|
378
|
*,^
Bacterin International Holdings Inc.
|
453,456
|
372
|
*
|
Cumberland Pharmaceuticals Inc.
|
73,721
|
367
|
*,^
BSD Medical Corp.
|
249,740
|
367
|
*,^
Mast Therapeutics Inc.
|
503,500
|
340
|
|
Maxygen Inc.
|
138,317
|
333
|
*
|
Hemispherx Biopharma Inc.
|
1,716,241
|
326
|
*
|
LCA-Vision Inc.
|
95,864
|
322
|
*
|
Adolor Corp. Rights Exp. 07/01/2019
|
596,841
|
310
|
*
|
Nanosphere Inc.
|
131,869
|
290
|
*
|
TranS1 Inc.
|
127,801
|
286
|
*
|
pSivida Corp.
|
124,864
|
285
|
*
|
MELA Sciences Inc.
|
244,940
|
284
|
*
|
Vision Sciences Inc.
|
254,570
|
272
|
*
|
Authentidate Holding Corp.
|
264,899
|
265
|
*
|
Codexis Inc.
|
108,152
|
258
|
*
|
Biota Pharmaceuticals Inc.
|
62,654
|
254
|
*
|
iBio Inc.
|
459,496
|
248
|
*,^
Rexahn Pharmaceuticals Inc.
|
779,754
|
238
|
*
|
KYTHERA Biopharmaceuticals Inc.
|
9,675
|
236
|
*
|
Zeltiq Aesthetics Inc.
|
61,638
|
235
|
*
|
Entremed Inc.
|
114,174
|
232
|
*
|
Medgenics Inc.
|
47,626
|
231
|
*,^
Oculus Innovative Sciences Inc.
|
506,538
|
223
|
*,^
IsoRay Inc.
|
405,944
|
219
|
*
|
Hooper Holmes Inc.
|
466,668
|
215
|
*
|
Ventrus Biosciences Inc.
|
68,228
|
204
|
*,^
Opexa Therapeutics Inc.
|
87,158
|
204
|
*
|
Cornerstone Therapeutics Inc.
|
28,390
|
201
|
*
|
Catalyst Pharmaceutical Partners Inc.
|
408,561
|
200
|
|
MGC Diagnostics Corp.
|
28,609
|
200
|
*
|
EnteroMedics Inc.
|
185,805
|
186
|
*
|
Strategic Diagnostics Inc.
|
188,863
|
185
|
*
|
Palatin Technologies Inc.
|
285,726
|
171
|
*
|
Sharps Compliance Corp.
|
63,085
|
169
|
*,^
Athersys Inc.
|
100,548
|
169
|
*,^
StemCells Inc.
|
87,804
|
152
|
*,^
Wright Medical Group Inc. Rights Exp. 12/31/2049
|
52,493
|
131
|
*
|
Bioanalytical Systems Inc.
|
86,496
|
130
|
*,^
MediciNova Inc.
|
46,942
|
126
|
*
|
Novabay Pharmaceuticals Inc.
|
89,741
|
126
|
|
|
|
|
*
|
Forest Laboratories Inc. Contingent Value Rights Exp. 04/14/2018
|
131,308
|
125
|
*
|
Alimera Sciences Inc.
|
40,100
|
123
|
*
|
Urologix Inc.
|
222,218
|
122
|
*
|
Stereotaxis Inc.
|
60,304
|
120
|
*
|
Biodel Inc.
|
41,030
|
116
|
*
|
VirtualScopics Inc.
|
161,804
|
112
|
*
|
American Caresource Holdings Inc.
|
51,566
|
102
|
*
|
CardioNet Inc.
|
40,415
|
98
|
*
|
Enzo Biochem Inc.
|
37,119
|
94
|
*
|
ProPhase Labs Inc.
|
52,086
|
91
|
*
|
Misonix Inc.
|
15,828
|
91
|
*
|
Fonar Corp.
|
12,917
|
89
|
*
|
CAS Medical Systems Inc.
|
43,357
|
82
|
*
|
Regulus Therapeutics Inc.
|
9,982
|
77
|
*
|
Accelerate Diagnostics Inc.
|
10,600
|
77
|
*
|
Chembio Diagnostics Inc.
|
14,955
|
76
|
*
|
Lpath Inc. Class A
|
14,508
|
73
|
*
|
Retractable Technologies Inc.
|
66,854
|
71
|
*
|
NeoGenomics Inc.
|
17,800
|
70
|
*
|
ERBA Diagnostics Inc.
|
94,000
|
69
|
*,^
NuPathe Inc.
|
18,702
|
65
|
*
|
Escalon Medical Corp.
|
59,011
|
63
|
*
|
Arrowhead Research Corp.
|
28,201
|
61
|
*,^
TrovaGene Inc.
|
9,338
|
58
|
*
|
Pernix Therapeutics Holdings
|
11,733
|
58
|
*
|
Galectin Therapeutics Inc.
|
15,319
|
55
|
*
|
SunLink Health Systems Inc.
|
59,900
|
54
|
*
|
CytRx Corp.
|
18,601
|
51
|
*
|
Tranzyme Inc.
|
95,100
|
49
|
*,^
Cardium Therapeutics Inc.
|
306,488
|
49
|
*
|
Vermillion Inc.
|
42,024
|
49
|
*
|
DynaVox Inc. Class A
|
85,592
|
46
|
*,^
BG Medicine Inc.
|
24,771
|
46
|
*
|
Biosante Pharmaceuticals Inc.
|
31,290
|
37
|
*,^
CombiMatrix Corp.
|
9,624
|
32
|
*
|
Allied Healthcare Products
|
10,015
|
27
|
*,^
ARCA Biopharma Inc.
|
10,323
|
24
|
*
|
Hyperion Therapeutics Inc.
|
900
|
23
|
*
|
Venaxis Inc.
|
10,069
|
22
|
*
|
PURE Bioscience Inc.
|
37,078
|
21
|
*
|
Telik Inc.
|
14,700
|
20
|
*
|
Metabolix Inc.
|
8,161
|
15
|
*
|
Ligand Pharmaceuticals Inc. Glucagon CVR
|
395,811
|
12
|
*
|
Oxygen Biotherapeutics Inc.
|
44,208
|
11
|
*
|
Cempra Inc.
|
1,200
|
8
|
*
|
Response Genetics Inc.
|
4,215
|
6
|
*
|
Ligand Pharmaceuticals Inc. Roche CVR
|
395,811
|
6
|
*
|
DARA Biosciences Inc.
|
5,069
|
5
|
*
|
NeuroMetrix Inc.
|
1,751
|
4
|
|
Ligand Pharmaceuticals Inc. General CVR
|
395,811
|
3
|
*
|
Ligand Pharmaceuticals Inc. TR Beta CVR
|
395,811
|
2
|
*
|
GenVec Inc.
|
800
|
1
|
|
|
|
3,017,025
|
Industrials (16.0%)
|
|
|
*
|
Delta Air Lines Inc.
|
7,312,027
|
120,722
|
|
Kansas City Southern
|
945,823
|
104,892
|
*
|
United Continental Holdings Inc.
|
2,853,107
|
91,328
|
|
|
|
AMETEK Inc.
|
2,088,916
|
90,575
|
* Verisk Analytics Inc. Class A
|
1,242,271
|
76,561
|
* Hertz Global Holdings Inc.
|
3,247,260
|
72,284
|
TransDigm Group Inc.
|
388,290
|
59,377
|
JB Hunt Transport Services Inc.
|
776,241
|
57,814
|
Chicago Bridge & Iron Co. NV
|
904,972
|
56,199
|
* B/E Aerospace Inc.
|
899,429
|
54,227
|
* Fortune Brands Home & Security Inc.
|
1,403,930
|
52,549
|
Nielsen Holdings NV
|
1,442,374
|
51,666
|
* IHS Inc. Class A
|
429,172
|
44,943
|
Hubbell Inc. Class B
|
457,785
|
44,455
|
* United Rentals Inc.
|
798,751
|
43,907
|
AGCO Corp.
|
833,222
|
43,428
|
Donaldson Co. Inc.
|
1,158,613
|
41,930
|
Wabtec Corp.
|
408,105
|
41,672
|
KBR Inc.
|
1,267,584
|
40,664
|
* Owens Corning
|
1,015,626
|
40,046
|
* Genesee & Wyoming Inc. Class A
|
424,359
|
39,512
|
Timken Co.
|
683,771
|
38,688
|
Lincoln Electric Holdings Inc.
|
712,264
|
38,590
|
* Alaska Air Group Inc.
|
603,312
|
38,588
|
* WABCO Holdings Inc.
|
542,452
|
38,292
|
Waste Connections Inc.
|
1,059,049
|
38,105
|
IDEX Corp.
|
708,629
|
37,855
|
Manpower Inc.
|
659,992
|
37,435
|
* Kirby Corp.
|
487,051
|
37,406
|
Carlisle Cos. Inc.
|
545,043
|
36,948
|
MSC Industrial Direct Co. Inc. Class A
|
399,358
|
34,257
|
Triumph Group Inc.
|
430,401
|
33,786
|
Towers Watson & Co. Class A
|
483,103
|
33,489
|
* Terex Corp.
|
950,597
|
32,720
|
* Sensata Technologies Holding NV
|
980,996
|
32,245
|
Nordson Corp.
|
487,421
|
32,145
|
* Oshkosh Corp.
|
750,158
|
31,874
|
Valmont Industries Inc.
|
201,734
|
31,727
|
Gardner Denver Inc.
|
422,049
|
31,700
|
SPX Corp.
|
401,333
|
31,689
|
Regal-Beloit Corp.
|
386,225
|
31,501
|
URS Corp.
|
659,519
|
31,268
|
* Copart Inc.
|
910,720
|
31,219
|
Trinity Industries Inc.
|
679,464
|
30,800
|
Graco Inc.
|
520,959
|
30,231
|
* AECOM Technology Corp.
|
899,463
|
29,502
|
Babcock & Wilcox Co.
|
1,021,864
|
29,031
|
* WESCO International Inc.
|
375,652
|
27,276
|
* Colfax Corp.
|
573,629
|
26,697
|
Kennametal Inc.
|
680,239
|
26,557
|
* Clean Harbors Inc.
|
452,932
|
26,311
|
* Avis Budget Group Inc.
|
920,764
|
25,625
|
Acuity Brands Inc.
|
367,517
|
25,487
|
* Teledyne Technologies Inc.
|
320,353
|
25,128
|
* Hexcel Corp.
|
861,743
|
24,999
|
Lennox International Inc.
|
392,862
|
24,943
|
AO Smith Corp.
|
333,437
|
24,531
|
* Middleby Corp.
|
161,006
|
24,497
|
EMCOR Group Inc.
|
575,229
|
24,384
|
* Navistar International Corp.
|
687,438
|
23,765
|
|
|
|
|
*
|
US Airways Group Inc.
|
1,397,873
|
23,722
|
|
Manitowoc Co. Inc.
|
1,134,887
|
23,333
|
*
|
Old Dominion Freight Line Inc.
|
606,275
|
23,160
|
|
Crane Co.
|
413,415
|
23,093
|
|
Toro Co.
|
499,665
|
23,005
|
|
Covanta Holding Corp.
|
1,129,686
|
22,763
|
|
Landstar System Inc.
|
398,649
|
22,759
|
|
Huntington Ingalls Industries Inc.
|
424,630
|
22,646
|
|
ITT Corp.
|
792,599
|
22,534
|
|
CLARCOR Inc.
|
426,135
|
22,321
|
|
Watsco Inc.
|
255,303
|
21,491
|
|
GATX Corp.
|
402,003
|
20,892
|
*
|
Foster Wheeler AG
|
910,622
|
20,808
|
|
Woodward Inc.
|
519,021
|
20,636
|
*
|
Chart Industries Inc.
|
256,735
|
20,541
|
|
Alliant Techsystems Inc.
|
281,428
|
20,384
|
*
|
USG Corp.
|
765,824
|
20,248
|
*
|
Esterline Technologies Corp.
|
266,124
|
20,146
|
|
Belden Inc.
|
382,367
|
19,749
|
*
|
MRC Global Inc.
|
590,372
|
19,441
|
|
Actuant Corp. Class A
|
626,338
|
19,178
|
*
|
EnerSys Inc.
|
410,569
|
18,714
|
^
|
RR Donnelley & Sons Co.
|
1,548,194
|
18,656
|
|
Deluxe Corp.
|
436,076
|
18,054
|
*
|
DigitalGlobe Inc.
|
623,926
|
18,038
|
*
|
Spirit Aerosystems Holdings Inc. Class A
|
949,113
|
18,024
|
*
|
Moog Inc. Class A
|
391,914
|
17,961
|
|
Exelis Inc.
|
1,621,481
|
17,658
|
|
Harsco Corp.
|
692,567
|
17,155
|
|
Con-way Inc.
|
480,920
|
16,933
|
*
|
Tetra Tech Inc.
|
554,063
|
16,893
|
|
Air Lease Corp.
|
572,926
|
16,798
|
|
Corporate Executive Board Co.
|
287,412
|
16,716
|
|
KAR Auction Services Inc.
|
820,881
|
16,442
|
|
Applied Industrial Technologies Inc.
|
361,608
|
16,272
|
*
|
Beacon Roofing Supply Inc.
|
416,143
|
16,088
|
*,^
Polypore International Inc.
|
398,236
|
16,001
|
*
|
Advisory Board Co.
|
301,276
|
15,823
|
*
|
General Cable Corp.
|
426,833
|
15,635
|
|
Healthcare Services Group Inc.
|
586,684
|
15,037
|
*
|
MasTec Inc.
|
489,404
|
14,266
|
|
Rollins Inc.
|
567,910
|
13,942
|
|
Herman Miller Inc.
|
503,339
|
13,927
|
|
Curtiss-Wright Corp.
|
400,904
|
13,911
|
|
HNI Corp.
|
385,673
|
13,688
|
|
United Stationers Inc.
|
347,979
|
13,449
|
|
Brady Corp. Class A
|
397,958
|
13,344
|
|
Mine Safety Appliances Co.
|
268,294
|
13,313
|
|
HEICO Corp.
|
306,485
|
13,305
|
*
|
JetBlue Airways Corp.
|
1,925,159
|
13,284
|
*
|
FTI Consulting Inc.
|
351,040
|
13,220
|
|
TAL International Group Inc.
|
290,606
|
13,167
|
|
Generac Holdings Inc.
|
369,818
|
13,069
|
|
Mueller Industries Inc.
|
242,891
|
12,944
|
*
|
Acacia Research Corp.
|
426,653
|
12,872
|
|
UTi Worldwide Inc.
|
888,368
|
12,864
|
|
Barnes Group Inc.
|
407,208
|
11,781
|
|
|
|
|
*
|
Hub Group Inc. Class A
|
305,773
|
11,760
|
|
UniFirst Corp.
|
129,572
|
11,726
|
|
Allegiant Travel Co. Class A
|
131,760
|
11,698
|
|
Brink's Co.
|
413,311
|
11,680
|
|
Watts Water Technologies Inc. Class A
|
242,277
|
11,627
|
|
Franklin Electric Co. Inc.
|
333,678
|
11,202
|
|
AMERCO
|
62,896
|
10,915
|
|
Simpson Manufacturing Co. Inc.
|
346,988
|
10,621
|
|
AZZ Inc.
|
219,099
|
10,561
|
|
Raven Industries Inc.
|
314,148
|
10,559
|
|
Briggs & Stratton Corp.
|
413,790
|
10,262
|
*
|
Swift Transportation Co.
|
723,529
|
10,260
|
*
|
Armstrong World Industries Inc.
|
183,238
|
10,241
|
*
|
Spirit Airlines Inc.
|
401,790
|
10,189
|
|
Steelcase Inc. Class A
|
682,128
|
10,048
|
*
|
RBC Bearings Inc.
|
197,123
|
9,967
|
|
Granite Construction Inc.
|
307,927
|
9,804
|
|
Lindsay Corp.
|
110,292
|
9,726
|
|
ABM Industries Inc.
|
435,995
|
9,697
|
|
Titan International Inc.
|
459,390
|
9,684
|
*
|
Mobile Mini Inc.
|
328,745
|
9,675
|
*
|
On Assignment Inc.
|
377,579
|
9,557
|
|
Interface Inc. Class A
|
496,555
|
9,544
|
|
Forward Air Corp.
|
254,300
|
9,483
|
|
ESCO Technologies Inc.
|
230,723
|
9,427
|
*
|
Nortek Inc.
|
131,192
|
9,362
|
*
|
Atlas Air Worldwide Holdings Inc.
|
228,818
|
9,327
|
|
Werner Enterprises Inc.
|
384,968
|
9,293
|
*
|
EnPro Industries Inc.
|
179,281
|
9,174
|
|
Matson Inc.
|
368,272
|
9,059
|
*
|
Trimas Corp.
|
278,841
|
9,054
|
*
|
Orbital Sciences Corp.
|
515,051
|
8,596
|
*,^
GrafTech International Ltd.
|
1,091,243
|
8,381
|
|
Knight Transportation Inc.
|
510,621
|
8,221
|
|
Kaman Corp.
|
229,700
|
8,147
|
|
Mueller Water Products Inc. Class A
|
1,358,754
|
8,057
|
*
|
II-VI Inc.
|
472,120
|
8,045
|
*
|
Huron Consulting Group Inc.
|
198,688
|
8,011
|
|
Tennant Co.
|
160,829
|
7,810
|
*
|
Aegion Corp. Class A
|
336,284
|
7,785
|
|
G&K Services Inc. Class A
|
165,545
|
7,534
|
*
|
Korn/Ferry International
|
420,508
|
7,510
|
|
Knoll Inc.
|
413,808
|
7,502
|
*
|
TrueBlue Inc.
|
349,154
|
7,381
|
|
Sun Hydraulics Corp.
|
225,648
|
7,336
|
|
Albany International Corp.
|
249,772
|
7,218
|
|
SkyWest Inc.
|
444,922
|
7,141
|
|
Apogee Enterprises Inc.
|
245,680
|
7,112
|
|
Kaydon Corp.
|
277,697
|
7,103
|
*
|
GenCorp Inc.
|
525,123
|
6,984
|
*
|
Rush Enterprises Inc. Class A
|
289,516
|
6,983
|
|
Universal Forest Products Inc.
|
171,200
|
6,815
|
*
|
Team Inc.
|
163,291
|
6,706
|
|
Aircastle Ltd.
|
489,052
|
6,690
|
*
|
ACCO Brands Corp.
|
978,754
|
6,538
|
|
CIRCOR International Inc.
|
150,862
|
6,412
|
|
Primoris Services Corp.
|
289,063
|
6,391
|
|
|
|
AAR Corp.
|
346,113
|
6,365
|
Altra Holdings Inc.
|
232,887
|
6,339
|
Astec Industries Inc.
|
181,419
|
6,337
|
* Trex Co. Inc.
|
127,863
|
6,288
|
* DXP Enterprises Inc.
|
84,068
|
6,280
|
McGrath RentCorp
|
199,753
|
6,212
|
Exponent Inc.
|
114,402
|
6,171
|
Standex International Corp.
|
110,261
|
6,089
|
* Wabash National Corp.
|
592,844
|
6,023
|
* Tutor Perini Corp.
|
310,736
|
5,997
|
Cubic Corp.
|
138,836
|
5,931
|
Sauer-Danfoss Inc.
|
100,666
|
5,882
|
* Blount International Inc.
|
424,601
|
5,681
|
* Navigant Consulting Inc.
|
432,035
|
5,677
|
Encore Wire Corp.
|
161,199
|
5,645
|
* Dycom Industries Inc.
|
284,222
|
5,596
|
John Bean Technologies Corp.
|
268,182
|
5,565
|
Comfort Systems USA Inc.
|
392,496
|
5,530
|
Insperity Inc.
|
191,207
|
5,425
|
Heartland Express Inc.
|
398,924
|
5,322
|
Viad Corp.
|
188,785
|
5,222
|
Resources Connection Inc.
|
406,643
|
5,164
|
Quanex Building Products Corp.
|
319,475
|
5,144
|
AAON Inc.
|
186,142
|
5,136
|
Griffon Corp.
|
425,689
|
5,074
|
H&E Equipment Services Inc.
|
248,189
|
5,063
|
American Science & Engineering Inc.
|
80,272
|
4,896
|
* Greenbrier Cos. Inc.
|
211,813
|
4,810
|
Celadon Group Inc.
|
226,741
|
4,730
|
* Rexnord Corp.
|
217,543
|
4,618
|
* Gibraltar Industries Inc.
|
246,232
|
4,494
|
* Federal Signal Corp.
|
543,396
|
4,423
|
Quad/Graphics Inc.
|
184,421
|
4,415
|
US Ecology Inc.
|
165,016
|
4,381
|
* MYR Group Inc.
|
177,468
|
4,359
|
* Taser International Inc.
|
542,615
|
4,314
|
Kelly Services Inc. Class A
|
229,470
|
4,286
|
Kforce Inc.
|
258,609
|
4,233
|
* ICF International Inc.
|
154,897
|
4,213
|
Hyster-Yale Materials Handling Inc.
|
72,666
|
4,149
|
* Titan Machinery Inc.
|
145,742
|
4,044
|
Gorman-Rupp Co.
|
133,935
|
4,025
|
Barrett Business Services Inc.
|
75,680
|
3,985
|
* InnerWorkings Inc.
|
262,949
|
3,981
|
SeaCube Container Leasing Ltd.
|
172,896
|
3,970
|
* Meritor Inc.
|
829,278
|
3,922
|
* Saia Inc.
|
106,774
|
3,862
|
National Presto Industries Inc.
|
47,929
|
3,858
|
* Powell Industries Inc.
|
71,363
|
3,752
|
American Railcar Industries Inc.
|
79,086
|
3,696
|
* American Woodmark Corp.
|
105,894
|
3,604
|
* Republic Airways Holdings Inc.
|
311,709
|
3,597
|
* Consolidated Graphics Inc.
|
91,557
|
3,580
|
* Columbus McKinnon Corp.
|
180,913
|
3,483
|
LB Foster Co. Class A
|
78,189
|
3,463
|
Great Lakes Dredge & Dock Corp.
|
493,740
|
3,323
|
* WageWorks Inc.
|
129,517
|
3,242
|
|
|
|
|
*
|
Layne Christensen Co.
|
151,232
|
3,233
|
|
Ennis Inc.
|
213,598
|
3,219
|
*
|
Thermon Group Holdings Inc.
|
142,853
|
3,173
|
*
|
Standard Parking Corp.
|
149,597
|
3,097
|
|
Arkansas Best Corp.
|
262,272
|
3,063
|
|
Marten Transport Ltd.
|
150,976
|
3,039
|
*
|
Mistras Group Inc.
|
125,220
|
3,032
|
*
|
Kadant Inc.
|
118,964
|
2,974
|
*
|
Park-Ohio Holdings Corp.
|
86,852
|
2,877
|
*
|
EnerNOC Inc.
|
164,621
|
2,859
|
*
|
Lydall Inc.
|
185,665
|
2,850
|
*
|
Accuride Corp.
|
525,554
|
2,833
|
*
|
CAI International Inc.
|
98,147
|
2,829
|
*
|
GP Strategies Corp.
|
118,466
|
2,827
|
|
Alamo Group Inc.
|
73,444
|
2,809
|
*
|
CBIZ Inc.
|
438,990
|
2,801
|
*,^
XPO Logistics Inc.
|
165,677
|
2,790
|
|
Multi-Color Corp.
|
108,072
|
2,787
|
|
HEICO Corp. Class A
|
80,937
|
2,777
|
*
|
EnergySolutions Inc.
|
736,171
|
2,761
|
*
|
Proto Labs Inc.
|
55,620
|
2,731
|
|
Aceto Corp.
|
246,138
|
2,725
|
*
|
Wesco Aircraft Holdings Inc.
|
184,911
|
2,722
|
*
|
Kratos Defense & Security Solutions Inc.
|
540,655
|
2,719
|
|
Heidrick & Struggles International Inc.
|
181,888
|
2,719
|
*
|
Northwest Pipe Co.
|
95,563
|
2,674
|
*
|
Aerovironment Inc.
|
145,915
|
2,645
|
|
Global Power Equipment Group Inc.
|
149,087
|
2,627
|
|
FreightCar America Inc.
|
119,479
|
2,607
|
|
CDI Corp.
|
150,411
|
2,587
|
*
|
Air Transport Services Group Inc.
|
435,429
|
2,539
|
*
|
KEYW Holding Corp.
|
156,750
|
2,528
|
*,^
Capstone Turbine Corp.
|
2,793,429
|
2,514
|
|
Pike Electric Corp.
|
176,366
|
2,510
|
|
Douglas Dynamics Inc.
|
179,672
|
2,483
|
*
|
NCI Building Systems Inc.
|
142,434
|
2,474
|
|
Houston Wire & Cable Co.
|
189,228
|
2,451
|
*
|
Engility Holdings Inc.
|
102,183
|
2,450
|
|
Insteel Industries Inc.
|
149,567
|
2,441
|
*,^
Odyssey Marine Exploration Inc.
|
732,310
|
2,387
|
*
|
Hawaiian Holdings Inc.
|
388,599
|
2,238
|
*
|
Ducommun Inc.
|
112,690
|
2,230
|
*
|
Echo Global Logistics Inc.
|
100,709
|
2,228
|
*
|
Roadrunner Transportation Systems Inc.
|
94,534
|
2,174
|
*
|
Orion Marine Group Inc.
|
216,532
|
2,152
|
*
|
Astronics Corp.
|
71,837
|
2,142
|
|
Michael Baker Corp.
|
86,778
|
2,126
|
|
Graham Corp.
|
81,273
|
2,011
|
|
Kimball International Inc. Class B
|
220,399
|
1,997
|
|
Ceco Environmental Corp.
|
149,590
|
1,934
|
*
|
Furmanite Corp.
|
287,605
|
1,924
|
|
Dynamic Materials Corp.
|
110,298
|
1,919
|
*
|
Edgen Group Inc.
|
256,035
|
1,851
|
*
|
CRA International Inc.
|
81,910
|
1,832
|
*
|
Builders FirstSource Inc.
|
310,200
|
1,818
|
|
Coleman Cable Inc.
|
119,303
|
1,790
|
*
|
RPX Corp.
|
124,469
|
1,756
|
|
|
|
|
*
|
AT Cross Co. Class A
|
126,703
|
1,745
|
|
Twin Disc Inc.
|
69,364
|
1,740
|
*
|
Pendrell Corp.
|
1,042,295
|
1,730
|
|
Ampco-Pittsburgh Corp.
|
90,617
|
1,714
|
*
|
LMI Aerospace Inc.
|
80,595
|
1,676
|
*
|
Franklin Covey Co.
|
114,259
|
1,660
|
*
|
Pacer International Inc.
|
326,217
|
1,641
|
*
|
Commercial Vehicle Group Inc.
|
202,848
|
1,582
|
*
|
NN Inc.
|
164,562
|
1,557
|
|
Preformed Line Products Co.
|
22,204
|
1,554
|
*
|
BlueLinx Holdings Inc.
|
533,925
|
1,522
|
*
|
PowerSecure International Inc.
|
119,488
|
1,519
|
*
|
Swisher Hygiene Inc.
|
1,116,870
|
1,441
|
*
|
Sterling Construction Co. Inc.
|
126,657
|
1,379
|
|
Miller Industries Inc.
|
85,479
|
1,372
|
|
NL Industries Inc.
|
108,040
|
1,343
|
|
VSE Corp.
|
53,516
|
1,337
|
*
|
Universal Truckload Services Inc.
|
57,202
|
1,335
|
|
Intersections Inc.
|
141,603
|
1,332
|
*
|
Energy Recovery Inc.
|
352,703
|
1,305
|
|
Met-Pro Corp.
|
122,891
|
1,269
|
|
LSI Industries Inc.
|
181,695
|
1,268
|
|
Schawk Inc. Class A
|
114,357
|
1,257
|
*
|
Flow International Corp.
|
314,628
|
1,230
|
*
|
FuelCell Energy Inc.
|
1,279,651
|
1,208
|
|
Lawson Products Inc.
|
67,897
|
1,194
|
*
|
American Superconductor Corp.
|
447,930
|
1,191
|
|
Courier Corp.
|
81,319
|
1,172
|
*
|
Tecumseh Products Co. Class A
|
132,467
|
1,155
|
*
|
Cenveo Inc.
|
520,833
|
1,120
|
*
|
Quality Distribution Inc.
|
132,424
|
1,114
|
*
|
Hurco Cos. Inc.
|
40,210
|
1,095
|
*
|
Willis Lease Finance Corp.
|
70,407
|
1,065
|
*
|
Vicor Corp.
|
210,717
|
1,047
|
|
International Shipholding Corp.
|
56,822
|
1,034
|
*,^
YRC Worldwide Inc.
|
131,573
|
993
|
*
|
Rand Logistics Inc.
|
159,173
|
975
|
*
|
Patriot Transportation Holding Inc.
|
34,975
|
973
|
*
|
Casella Waste Systems Inc. Class A
|
209,903
|
917
|
|
Hardinge Inc.
|
66,364
|
905
|
*
|
Ameresco Inc. Class A
|
121,222
|
897
|
|
Allied Motion Technologies Inc.
|
127,924
|
883
|
*
|
Patrick Industries Inc.
|
55,633
|
877
|
|
Baltic Trading Ltd.
|
210,827
|
862
|
*
|
Hudson Technologies Inc.
|
212,882
|
862
|
*
|
TRC Cos. Inc.
|
133,600
|
862
|
|
SIFCO Industries Inc.
|
46,391
|
854
|
*
|
CPI Aerostructures Inc.
|
96,915
|
831
|
|
PAM Transportation Services Inc.
|
78,157
|
828
|
|
Argan Inc.
|
54,705
|
816
|
*
|
ARC Document Solutions Inc.
|
273,162
|
814
|
*
|
Active Power Inc.
|
174,715
|
802
|
*
|
Solarcity Corp.
|
41,400
|
782
|
^
|
Acorn Energy Inc.
|
103,247
|
759
|
*
|
Xerium Technologies Inc.
|
134,172
|
730
|
*
|
Dolan Co.
|
289,139
|
691
|
*
|
Hudson Global Inc.
|
172,781
|
681
|
|
|
|
|
*
|
PMFG Inc.
|
107,380
|
663
|
*
|
Magnetek Inc.
|
47,146
|
659
|
*
|
Manitex International Inc.
|
51,159
|
635
|
*
|
TMS International Corp. Class A
|
48,038
|
634
|
|
Ecology and Environment Inc.
|
45,100
|
609
|
*
|
Supreme Industries Inc. Class A
|
131,023
|
608
|
*
|
PGT Inc.
|
88,000
|
605
|
*
|
Integrated Electrical Services Inc.
|
93,724
|
598
|
|
Innovative Solutions & Support Inc.
|
115,439
|
569
|
|
Eastern Co.
|
31,545
|
553
|
*
|
USA Truck Inc.
|
112,669
|
553
|
*,^
Genco Shipping & Trading Ltd.
|
191,065
|
550
|
*
|
Astronics Corp. Class B
|
18,109
|
541
|
*
|
Fuel Tech Inc.
|
116,591
|
504
|
*
|
Key Technology Inc.
|
38,521
|
487
|
|
Omega Flex Inc.
|
28,118
|
483
|
|
Providence and Worcester Railroad Co.
|
31,838
|
476
|
*
|
Virco Manufacturing Corp.
|
188,287
|
448
|
*
|
Ultralife Corp.
|
98,312
|
431
|
*
|
API Technologies Corp.
|
168,654
|
418
|
*
|
Hill International Inc.
|
138,438
|
414
|
|
LS Starrett Co. Class A
|
36,454
|
403
|
*
|
Metalico Inc.
|
233,872
|
379
|
*
|
Heritage-Crystal Clean Inc.
|
23,754
|
359
|
*
|
Frozen Food Express Industries
|
240,329
|
332
|
*
|
Mfri Inc.
|
45,537
|
328
|
*
|
Gencor Industries Inc.
|
41,010
|
294
|
|
RCM Technologies Inc.
|
47,961
|
291
|
|
Sypris Solutions Inc.
|
62,848
|
263
|
*
|
Astrotech Corp.
|
304,120
|
251
|
*
|
Perma-Fix Environmental Services
|
305,178
|
250
|
*
|
Orion Energy Systems Inc.
|
95,335
|
236
|
*
|
Covenant Transportation Group Inc. Class A
|
39,032
|
234
|
*
|
Innotrac Corp.
|
74,779
|
231
|
*
|
Lightbridge Corp.
|
128,809
|
222
|
*
|
AMREP Corp.
|
16,719
|
198
|
*
|
Taylor Devices Inc.
|
23,333
|
196
|
*
|
Arotech Corp.
|
169,158
|
196
|
*
|
American Electric Technologies Inc.
|
36,486
|
190
|
*,^
Ocean Power Technologies Inc.
|
123,481
|
188
|
*
|
Versar Inc.
|
42,809
|
185
|
*
|
UniTek Global Services Inc.
|
59,208
|
173
|
*
|
Transcat Inc.
|
25,670
|
163
|
*,^
Enphase Energy Inc.
|
25,653
|
159
|
|
Mastech Holdings Inc.
|
18,414
|
159
|
|
Servotronics Inc.
|
19,902
|
156
|
*,^
Revolution Lighting Technologies Inc.
|
73,263
|
154
|
*,^
Real Goods Solar Inc. Class A
|
78,497
|
141
|
*
|
Essex Rental Corp.
|
30,245
|
137
|
*
|
Breeze-Eastern Corp.
|
15,615
|
129
|
*
|
Sparton Corp.
|
9,063
|
121
|
*
|
ZBB Energy Corp.
|
271,560
|
116
|
*
|
Rush Enterprises Inc. Class B
|
5,550
|
114
|
*
|
Tecumseh Products Co. Class B
|
11,900
|
99
|
*,^
Ascent Solar Technologies Inc.
|
168,632
|
94
|
*,^
Eagle Bulk Shipping Inc.
|
26,215
|
92
|
*
|
Jewett-Cameron Trading Ltd.
|
4,997
|
90
|
|
|
|
|
*
|
Lime Energy Co.
|
88,932
|
67
|
*
|
Adept Technology Inc.
|
19,136
|
56
|
|
Hubbell Inc. Class A
|
500
|
44
|
*
|
Industrial Services of America Inc.
|
13,228
|
42
|
*
|
Altair Nanotechnologies Inc.
|
11,769
|
32
|
*
|
Ecotality Inc.
|
25,178
|
24
|
*
|
Luna Innovations Inc.
|
17,858
|
21
|
*
|
DLH Holdings Corp.
|
17,157
|
14
|
*,^
Spherix Inc.
|
1,456
|
12
|
*
|
Performant Financial Corp.
|
700
|
9
|
*
|
General Finance Corp.
|
1,811
|
8
|
*
|
CTPartners Executive Search Inc.
|
1,373
|
5
|
*
|
Innovaro Inc.
|
36,380
|
4
|
*
|
Plug Power Inc.
|
6,800
|
1
|
*
|
Universal Power Group Inc.
|
800
|
1
|
|
|
|
4,494,476
|
Information Technology (15.0%)
|
|
|
*
|
Facebook Inc. Class A
|
4,703,939
|
120,327
|
*
|
LinkedIn Corp. Class A
|
590,018
|
103,879
|
*
|
Equinix Inc.
|
416,985
|
90,198
|
|
Maxim Integrated Products Inc.
|
2,511,291
|
81,994
|
*
|
Alliance Data Systems Corp.
|
428,317
|
69,340
|
|
Avago Technologies Ltd. Class A
|
1,855,950
|
66,666
|
*
|
Trimble Navigation Ltd.
|
2,186,032
|
65,494
|
*
|
ANSYS Inc.
|
796,614
|
64,860
|
*
|
VMware Inc. Class A
|
736,221
|
58,073
|
*
|
Cree Inc.
|
1,000,319
|
54,727
|
|
Activision Blizzard Inc.
|
3,633,747
|
52,944
|
*
|
Rackspace Hosting Inc.
|
947,908
|
47,850
|
*
|
Synopsys Inc.
|
1,319,329
|
47,338
|
*
|
FleetCor Technologies Inc.
|
586,037
|
44,931
|
*
|
Nuance Communications Inc.
|
2,171,008
|
43,811
|
*
|
Gartner Inc.
|
801,177
|
43,592
|
*
|
Avnet Inc.
|
1,176,332
|
42,583
|
*
|
NCR Corp.
|
1,405,621
|
38,739
|
*
|
Arrow Electronics Inc.
|
910,034
|
36,966
|
*
|
Skyworks Solutions Inc.
|
1,648,521
|
36,317
|
|
Solera Holdings Inc.
|
591,552
|
34,505
|
|
Jack Henry & Associates Inc.
|
736,410
|
34,030
|
*
|
Cadence Design Systems Inc.
|
2,418,939
|
33,696
|
|
Global Payments Inc.
|
675,280
|
33,534
|
|
FactSet Research Systems Inc.
|
346,633
|
32,098
|
*
|
Informatica Corp.
|
925,990
|
31,919
|
*
|
ON Semiconductor Corp.
|
3,849,400
|
31,873
|
*
|
SolarWinds Inc.
|
525,723
|
31,070
|
*
|
MICROS Systems Inc.
|
681,350
|
31,008
|
*
|
CommVault Systems Inc.
|
367,410
|
30,120
|
|
IAC/InterActiveCorp
|
665,946
|
29,754
|
*
|
TIBCO Software Inc.
|
1,335,393
|
27,002
|
*
|
Fortinet Inc.
|
1,139,938
|
26,994
|
*
|
Concur Technologies Inc.
|
391,616
|
26,888
|
|
National Instruments Corp.
|
816,138
|
26,729
|
*
|
NeuStar Inc. Class A
|
567,977
|
26,428
|
*
|
Atmel Corp.
|
3,772,488
|
26,257
|
*
|
PTC Inc.
|
1,025,493
|
26,140
|
*
|
WEX Inc.
|
332,414
|
26,095
|
*
|
Cymer Inc.
|
269,992
|
25,946
|
|
|
|
|
|
Broadridge Financial Solutions Inc.
|
1,044,091
|
25,935
|
*
|
Aspen Technology Inc.
|
802,324
|
25,907
|
|
AOL Inc.
|
661,675
|
25,468
|
*
|
Ingram Micro Inc.
|
1,292,314
|
25,433
|
*
|
CoStar Group Inc.
|
229,871
|
25,162
|
*
|
Ultimate Software Group Inc.
|
233,580
|
24,330
|
|
MAXIMUS Inc.
|
292,540
|
23,394
|
*
|
Compuware Corp.
|
1,822,385
|
22,780
|
*
|
Aruba Networks Inc.
|
917,460
|
22,698
|
*
|
Brocade Communications Systems Inc.
|
3,916,013
|
22,595
|
*,^
3D Systems Corp.
|
677,743
|
21,850
|
*
|
CoreLogic Inc.
|
840,239
|
21,729
|
|
FEI Co.
|
330,836
|
21,355
|
*
|
Riverbed Technology Inc.
|
1,402,811
|
20,916
|
*
|
Zebra Technologies Corp.
|
437,556
|
20,622
|
*
|
Semtech Corp.
|
568,619
|
20,123
|
*
|
VeriFone Systems Inc.
|
927,138
|
19,173
|
*
|
NetSuite Inc.
|
239,313
|
19,159
|
*
|
Rovi Corp.
|
892,751
|
19,114
|
|
Lender Processing Services Inc.
|
729,237
|
18,566
|
|
DST Systems Inc.
|
258,038
|
18,390
|
*
|
Microsemi Corp.
|
783,767
|
18,160
|
*
|
ValueClick Inc.
|
611,747
|
18,077
|
|
InterDigital Inc.
|
353,996
|
16,932
|
*
|
Arris Group Inc.
|
982,900
|
16,876
|
*
|
ViaSat Inc.
|
348,177
|
16,866
|
*
|
Polycom Inc.
|
1,517,856
|
16,818
|
*
|
Cavium Inc.
|
432,077
|
16,769
|
*
|
ACI Worldwide Inc.
|
337,889
|
16,509
|
|
Diebold Inc.
|
543,118
|
16,467
|
^
|
IPG Photonics Corp.
|
247,003
|
16,403
|
*
|
QLIK Technologies Inc.
|
634,392
|
16,386
|
*
|
Verint Systems Inc.
|
447,749
|
16,365
|
|
Plantronics Inc.
|
365,514
|
16,152
|
|
Anixter International Inc.
|
230,340
|
16,105
|
*
|
Palo Alto Networks Inc.
|
281,937
|
15,958
|
*
|
Itron Inc.
|
337,496
|
15,660
|
*
|
Sourcefire Inc.
|
263,145
|
15,586
|
|
Convergys Corp.
|
911,701
|
15,526
|
*
|
Vishay Intertechnology Inc.
|
1,130,731
|
15,389
|
*
|
Fairchild Semiconductor International Inc. Class A
|
1,087,371
|
15,375
|
*
|
Tech Data Corp.
|
324,350
|
14,794
|
|
Mentor Graphics Corp.
|
809,558
|
14,613
|
|
Cognex Corp.
|
345,315
|
14,555
|
|
j2 Global Inc.
|
370,961
|
14,545
|
*
|
Acme Packet Inc.
|
492,460
|
14,390
|
|
Lexmark International Inc. Class A
|
541,082
|
14,285
|
*
|
Hittite Microwave Corp.
|
233,800
|
14,159
|
*
|
Tyler Technologies Inc.
|
230,972
|
14,149
|
*
|
Ciena Corp.
|
870,876
|
13,943
|
|
Fair Isaac Corp.
|
303,320
|
13,859
|
*
|
Zynga Inc. Class A
|
4,106,491
|
13,798
|
|
Dolby Laboratories Inc. Class A
|
409,594
|
13,746
|
*
|
Silicon Laboratories Inc.
|
331,950
|
13,729
|
*
|
SS&C Technologies Holdings Inc.
|
440,182
|
13,197
|
*
|
TiVo Inc.
|
1,063,529
|
13,177
|
*
|
EchoStar Corp. Class A
|
335,769
|
13,085
|
|
|
|
|
*
|
Veeco Instruments Inc.
|
338,858
|
12,988
|
*
|
Acxiom Corp.
|
634,173
|
12,937
|
*
|
RF Micro Devices Inc.
|
2,412,559
|
12,835
|
|
Littelfuse Inc.
|
188,880
|
12,816
|
|
Cypress Semiconductor Corp.
|
1,153,408
|
12,722
|
*
|
Take-Two Interactive Software Inc.
|
787,268
|
12,714
|
*
|
Manhattan Associates Inc.
|
170,713
|
12,682
|
*
|
International Rectifier Corp.
|
598,163
|
12,651
|
*
|
Cirrus Logic Inc.
|
553,212
|
12,586
|
*
|
OpenTable Inc.
|
197,177
|
12,418
|
*
|
Workday Inc. Class A
|
200,938
|
12,384
|
|
MKS Instruments Inc.
|
455,006
|
12,376
|
*
|
PMC - Sierra Inc.
|
1,738,259
|
11,803
|
|
Coherent Inc.
|
207,819
|
11,792
|
*
|
Entegris Inc.
|
1,191,534
|
11,749
|
*
|
Sapient Corp.
|
954,321
|
11,633
|
|
Blackbaud Inc.
|
391,322
|
11,595
|
*
|
CACI International Inc. Class A
|
197,687
|
11,440
|
*
|
Progress Software Corp.
|
500,485
|
11,401
|
*
|
Synaptics Inc.
|
276,050
|
11,232
|
*
|
NETGEAR Inc.
|
331,158
|
11,097
|
*
|
Euronet Worldwide Inc.
|
413,654
|
10,896
|
*
|
Dealertrack Technologies Inc.
|
370,160
|
10,875
|
|
Power Integrations Inc.
|
247,493
|
10,744
|
*
|
Finisar Corp.
|
803,321
|
10,596
|
*
|
Cardtronics Inc.
|
384,820
|
10,567
|
*
|
WebMD Health Corp.
|
433,610
|
10,545
|
|
ADTRAN Inc.
|
533,068
|
10,475
|
|
Heartland Payment Systems Inc.
|
317,146
|
10,456
|
*
|
Universal Display Corp.
|
349,976
|
10,286
|
*
|
OSI Systems Inc.
|
162,669
|
10,133
|
*
|
Electronics for Imaging Inc.
|
398,951
|
10,117
|
*
|
Ixia
|
458,150
|
9,914
|
|
Syntel Inc.
|
145,097
|
9,797
|
*,^
Fusion-io Inc.
|
597,904
|
9,788
|
|
NIC Inc.
|
509,579
|
9,764
|
*
|
Guidewire Software Inc.
|
248,845
|
9,566
|
|
Intersil Corp. Class A
|
1,097,045
|
9,555
|
*
|
Integrated Device Technology Inc.
|
1,251,908
|
9,352
|
*
|
Ultratech Inc.
|
233,927
|
9,247
|
*
|
Cornerstone OnDemand Inc.
|
270,904
|
9,238
|
*
|
Bottomline Technologies de Inc.
|
323,671
|
9,228
|
*
|
QLogic Corp.
|
790,825
|
9,174
|
*
|
Splunk Inc.
|
228,284
|
9,138
|
*
|
MEMC Electronic Materials Inc.
|
1,998,802
|
8,795
|
*
|
Vantiv Inc. Class A
|
368,887
|
8,757
|
*
|
Unisys Corp.
|
380,918
|
8,666
|
*
|
Benchmark Electronics Inc.
|
479,919
|
8,648
|
*
|
SYNNEX Corp.
|
229,250
|
8,482
|
|
Tessera Technologies Inc.
|
452,020
|
8,475
|
*
|
Sanmina Corp.
|
709,908
|
8,065
|
*
|
Insight Enterprises Inc.
|
385,347
|
7,946
|
|
MTS Systems Corp.
|
135,902
|
7,903
|
*
|
MicroStrategy Inc. Class A
|
76,796
|
7,763
|
*
|
Advent Software Inc.
|
274,060
|
7,665
|
*
|
Netscout Systems Inc.
|
311,183
|
7,646
|
|
Monotype Imaging Holdings Inc.
|
321,296
|
7,631
|
|
|
|
|
*
|
Kulicke & Soffa Industries Inc.
|
649,335
|
7,506
|
*
|
ExlService Holdings Inc.
|
225,318
|
7,408
|
*
|
Plexus Corp.
|
303,482
|
7,378
|
*
|
Synchronoss Technologies Inc.
|
234,961
|
7,291
|
*
|
Cray Inc.
|
313,901
|
7,286
|
*
|
Infoblox Inc.
|
334,320
|
7,255
|
*
|
Cabot Microelectronics Corp.
|
200,707
|
6,975
|
*,^
VirnetX Holding Corp.
|
362,373
|
6,947
|
*
|
TriQuint Semiconductor Inc.
|
1,374,685
|
6,942
|
*
|
Rogers Corp.
|
143,589
|
6,838
|
|
Monolithic Power Systems Inc.
|
278,999
|
6,799
|
*
|
Infinera Corp.
|
970,621
|
6,794
|
|
Loral Space & Communications Inc.
|
109,106
|
6,751
|
*
|
ScanSource Inc.
|
239,214
|
6,751
|
|
Badger Meter Inc.
|
123,943
|
6,633
|
*
|
Rofin-Sinar Technologies Inc.
|
243,154
|
6,587
|
*
|
Diodes Inc.
|
310,938
|
6,523
|
*
|
RealPage Inc.
|
313,331
|
6,489
|
*
|
Freescale Semiconductor Ltd.
|
431,241
|
6,421
|
*
|
OmniVision Technologies Inc.
|
463,638
|
6,389
|
*
|
BroadSoft Inc.
|
240,864
|
6,376
|
*
|
FARO Technologies Inc.
|
146,916
|
6,375
|
*,^
Liquidity Services Inc.
|
212,207
|
6,326
|
*
|
Sonus Networks Inc.
|
2,435,972
|
6,309
|
*
|
ATMI Inc.
|
277,027
|
6,214
|
*
|
CSG Systems International Inc.
|
291,800
|
6,183
|
|
Tellabs Inc.
|
2,863,149
|
5,984
|
*
|
LivePerson Inc.
|
434,936
|
5,906
|
|
Brooks Automation Inc.
|
574,771
|
5,851
|
*,^
Angie's List Inc.
|
294,032
|
5,810
|
*
|
Harmonic Inc.
|
1,002,253
|
5,803
|
*
|
iGATE Corp.
|
308,033
|
5,794
|
*
|
Interactive Intelligence Group Inc.
|
129,101
|
5,726
|
*
|
Newport Corp.
|
330,967
|
5,600
|
*
|
Advanced Energy Industries Inc.
|
302,563
|
5,537
|
|
ManTech International Corp. Class A
|
204,726
|
5,501
|
*
|
Lattice Semiconductor Corp.
|
1,007,432
|
5,491
|
*
|
Blucora Inc.
|
353,809
|
5,477
|
*
|
Rambus Inc.
|
960,033
|
5,386
|
*
|
Sykes Enterprises Inc.
|
337,405
|
5,385
|
*
|
Comverse Inc.
|
189,392
|
5,311
|
*
|
Spansion Inc. Class A
|
411,625
|
5,298
|
*
|
Measurement Specialties Inc.
|
129,251
|
5,140
|
*
|
Monster Worldwide Inc.
|
1,013,070
|
5,136
|
*
|
Checkpoint Systems Inc.
|
391,259
|
5,110
|
*
|
comScore Inc.
|
304,465
|
5,109
|
|
AVX Corp.
|
427,291
|
5,085
|
*
|
Emulex Corp.
|
777,529
|
5,077
|
*
|
Move Inc.
|
417,915
|
4,994
|
*
|
Exar Corp.
|
474,696
|
4,984
|
|
Micrel Inc.
|
473,550
|
4,977
|
*
|
TeleTech Holdings Inc.
|
231,905
|
4,919
|
*
|
PROS Holdings Inc.
|
180,968
|
4,917
|
|
EarthLink Inc.
|
902,405
|
4,891
|
*
|
Dice Holdings Inc.
|
479,978
|
4,862
|
*
|
Accelrys Inc.
|
491,797
|
4,800
|
|
United Online Inc.
|
783,677
|
4,726
|
|
|
|
|
*
|
Websense Inc.
|
312,267
|
4,684
|
^
|
Ebix Inc.
|
288,329
|
4,677
|
*
|
Internap Network Services Corp.
|
494,839
|
4,627
|
|
Park Electrochemical Corp.
|
181,331
|
4,595
|
*
|
Intermec Inc.
|
467,380
|
4,594
|
|
Booz Allen Hamilton Holding Corp.
|
338,314
|
4,547
|
*
|
Digital River Inc.
|
318,640
|
4,506
|
*
|
Web.com Group Inc.
|
262,883
|
4,490
|
*
|
Virtusa Corp.
|
188,687
|
4,483
|
*,^
RealD Inc.
|
344,444
|
4,478
|
|
EPIQ Systems Inc.
|
315,044
|
4,420
|
|
Methode Electronics Inc.
|
338,913
|
4,365
|
*
|
Power-One Inc.
|
1,050,761
|
4,361
|
|
Forrester Research Inc.
|
135,393
|
4,285
|
*
|
Applied Micro Circuits Corp.
|
555,990
|
4,125
|
|
Pegasystems Inc.
|
142,861
|
4,012
|
*
|
SPS Commerce Inc.
|
93,666
|
3,997
|
*
|
Trulia Inc.
|
126,996
|
3,985
|
|
Comtech Telecommunications Corp.
|
164,029
|
3,983
|
*
|
SciQuest Inc.
|
163,962
|
3,942
|
*
|
Silicon Graphics International Corp.
|
285,823
|
3,930
|
*
|
Bankrate Inc.
|
328,619
|
3,924
|
*
|
Silicon Image Inc.
|
806,052
|
3,917
|
*
|
Global Cash Access Holdings Inc.
|
550,063
|
3,878
|
*
|
ExactTarget Inc.
|
161,398
|
3,756
|
*
|
LogMeIn Inc.
|
193,648
|
3,722
|
|
Daktronics Inc.
|
353,212
|
3,709
|
*
|
SunPower Corp. Class A
|
319,802
|
3,691
|
*
|
Imperva Inc.
|
93,427
|
3,597
|
*
|
ServiceNow Inc.
|
96,510
|
3,494
|
|
Cass Information Systems Inc.
|
83,082
|
3,493
|
|
CTS Corp.
|
330,648
|
3,452
|
*
|
Constant Contact Inc.
|
264,835
|
3,438
|
*
|
Stamps.com Inc.
|
137,285
|
3,428
|
*
|
TTM Technologies Inc.
|
447,650
|
3,402
|
*,^
Amkor Technology Inc.
|
847,370
|
3,389
|
*
|
Jive Software Inc.
|
221,291
|
3,364
|
*,^
GT Advanced Technologies Inc.
|
1,022,145
|
3,363
|
*
|
Rudolph Technologies Inc.
|
285,110
|
3,359
|
*
|
Tangoe Inc.
|
266,293
|
3,299
|
*
|
Perficient Inc.
|
281,115
|
3,278
|
*
|
Ceva Inc.
|
208,029
|
3,245
|
|
Black Box Corp.
|
146,409
|
3,193
|
*
|
InvenSense Inc.
|
291,600
|
3,114
|
*
|
Entropic Communications Inc.
|
763,486
|
3,107
|
*
|
Volterra Semiconductor Corp.
|
218,370
|
3,101
|
|
Computer Task Group Inc.
|
142,649
|
3,051
|
|
Electro Scientific Industries Inc.
|
275,154
|
3,040
|
*
|
Anaren Inc.
|
152,789
|
2,963
|
*
|
Oplink Communications Inc.
|
180,532
|
2,961
|
*
|
XO Group Inc.
|
293,702
|
2,937
|
|
Electro Rent Corp.
|
158,318
|
2,935
|
*
|
Photronics Inc.
|
430,767
|
2,878
|
*
|
Super Micro Computer Inc.
|
254,156
|
2,869
|
*
|
PDF Solutions Inc.
|
176,665
|
2,830
|
|
IXYS Corp.
|
294,856
|
2,828
|
*
|
Seachange International Inc.
|
233,574
|
2,777
|
|
|
|
|
*
|
DTS Inc.
|
161,520
|
2,686
|
*
|
Actuate Corp.
|
429,858
|
2,579
|
*
|
CalAmp Corp.
|
232,231
|
2,548
|
*
|
Quantum Corp.
|
1,974,620
|
2,528
|
*
|
LTX-Credence Corp.
|
413,188
|
2,496
|
*,^
Higher One Holdings Inc.
|
275,292
|
2,447
|
*
|
Unwired Planet Inc.
|
1,101,196
|
2,445
|
*
|
Immersion Corp.
|
207,098
|
2,431
|
*
|
Nanometrics Inc.
|
168,232
|
2,428
|
*
|
CIBER Inc.
|
515,821
|
2,424
|
*
|
Saba Software Inc.
|
304,079
|
2,417
|
*
|
Vocus Inc.
|
170,724
|
2,416
|
*
|
Envestnet Inc.
|
137,383
|
2,406
|
|
Supertex Inc.
|
108,270
|
2,405
|
*
|
FormFactor Inc.
|
502,178
|
2,360
|
*
|
Extreme Networks
|
700,141
|
2,359
|
*
|
Yelp Inc.
|
99,490
|
2,359
|
*
|
Kemet Corp.
|
374,964
|
2,344
|
*
|
VASCO Data Security International Inc.
|
274,455
|
2,316
|
*
|
NVE Corp.
|
40,962
|
2,311
|
*
|
Callidus Software Inc.
|
504,239
|
2,304
|
*
|
Aviat Networks Inc.
|
655,419
|
2,209
|
*
|
support.com Inc.
|
521,846
|
2,181
|
*
|
MoneyGram International Inc.
|
119,688
|
2,166
|
*
|
Procera Networks Inc.
|
182,013
|
2,164
|
*
|
DSP Group Inc.
|
268,032
|
2,163
|
*
|
ServiceSource International Inc.
|
302,197
|
2,137
|
*,^
Neonode Inc.
|
362,094
|
2,089
|
*
|
Agilysys Inc.
|
209,773
|
2,085
|
|
Telular Corp.
|
207,233
|
2,085
|
|
Cohu Inc.
|
221,571
|
2,074
|
|
Keynote Systems Inc.
|
144,219
|
2,013
|
*
|
Zix Corp.
|
559,817
|
2,004
|
*
|
Kopin Corp.
|
539,317
|
1,995
|
*
|
Fabrinet
|
135,211
|
1,975
|
*
|
Globecomm Systems Inc.
|
163,563
|
1,964
|
*
|
Calix Inc.
|
238,206
|
1,941
|
*
|
Lionbridge Technologies Inc.
|
497,644
|
1,926
|
*
|
Datalink Corp.
|
159,005
|
1,921
|
*
|
Bazaarvoice Inc.
|
260,788
|
1,909
|
*
|
Digi International Inc.
|
213,482
|
1,906
|
*
|
Demand Media Inc.
|
220,692
|
1,905
|
*
|
Integrated Silicon Solution Inc.
|
207,393
|
1,902
|
*
|
Ellie Mae Inc.
|
78,673
|
1,892
|
*,^
Glu Mobile Inc.
|
628,541
|
1,873
|
*
|
Zygo Corp.
|
124,135
|
1,838
|
*
|
Mercury Systems Inc.
|
248,762
|
1,833
|
*
|
Market Leader Inc.
|
204,005
|
1,828
|
*
|
Guidance Software Inc.
|
167,934
|
1,822
|
*
|
KVH Industries Inc.
|
133,168
|
1,807
|
*
|
PRGX Global Inc.
|
258,759
|
1,798
|
*
|
EPAM Systems Inc.
|
76,163
|
1,769
|
|
American Software Inc. Class A
|
209,086
|
1,740
|
*
|
Proofpoint Inc.
|
102,427
|
1,727
|
*
|
Demandware Inc.
|
67,417
|
1,709
|
|
PC Connection Inc.
|
104,063
|
1,701
|
*
|
Key Tronic Corp.
|
147,774
|
1,694
|
|
|
|
|
*
|
Avid Technology Inc.
|
263,903
|
1,655
|
*
|
STEC Inc.
|
373,865
|
1,652
|
*
|
Travelzoo Inc.
|
75,878
|
1,622
|
*
|
MoSys Inc.
|
344,053
|
1,620
|
*,^
Parkervision Inc.
|
436,889
|
1,603
|
*
|
ANADIGICS Inc.
|
792,054
|
1,584
|
*
|
Aeroflex Holding Corp.
|
201,090
|
1,581
|
*
|
Pervasive Software Inc.
|
170,783
|
1,566
|
*
|
PLX Technology Inc.
|
340,964
|
1,555
|
*
|
Limelight Networks Inc.
|
749,981
|
1,545
|
*
|
QuinStreet Inc.
|
254,112
|
1,517
|
*
|
Multi-Fineline Electronix Inc.
|
97,333
|
1,502
|
*
|
Ipass Inc.
|
751,261
|
1,488
|
*
|
Pericom Semiconductor Corp.
|
217,938
|
1,484
|
*
|
Symmetricom Inc.
|
312,876
|
1,420
|
*
|
IntraLinks Holdings Inc.
|
219,096
|
1,393
|
*
|
RealNetworks Inc.
|
179,874
|
1,387
|
*
|
ModusLink Global Solutions Inc.
|
417,910
|
1,379
|
*
|
Vishay Precision Group Inc.
|
93,125
|
1,368
|
*
|
Oclaro Inc.
|
1,082,451
|
1,364
|
*
|
Sigma Designs Inc.
|
277,279
|
1,350
|
*
|
Reis Inc.
|
86,411
|
1,343
|
*
|
Inphi Corp.
|
125,850
|
1,315
|
*,^
OCZ Technology Group Inc.
|
730,554
|
1,315
|
*
|
Active Network Inc.
|
310,136
|
1,299
|
*
|
GSI Group Inc.
|
151,601
|
1,293
|
*
|
Radisys Corp.
|
260,627
|
1,282
|
|
Richardson Electronics Ltd.
|
107,140
|
1,271
|
*
|
Maxwell Technologies Inc.
|
233,819
|
1,260
|
*
|
NAPCO Security Technologies Inc.
|
305,202
|
1,221
|
*,^
Uni-Pixel Inc.
|
39,757
|
1,219
|
*
|
Responsys Inc.
|
135,127
|
1,196
|
*
|
FalconStor Software Inc.
|
438,875
|
1,176
|
^
|
Ubiquiti Networks Inc.
|
82,500
|
1,132
|
*,^
Mitek Systems Inc.
|
237,452
|
1,111
|
|
Mesa Laboratories Inc.
|
20,970
|
1,111
|
*
|
Ikanos Communications Inc.
|
546,808
|
1,094
|
|
MOCON Inc.
|
75,913
|
1,075
|
*
|
PCM Inc.
|
128,872
|
1,070
|
|
Bel Fuse Inc. Class B
|
66,731
|
1,042
|
|
Transact Technologies Inc.
|
130,847
|
1,032
|
*
|
AXT Inc.
|
339,489
|
998
|
*
|
Official Payments Holdings Inc. Class B
|
175,717
|
996
|
|
Tessco Technologies Inc.
|
45,956
|
994
|
*
|
Ultra Clean Holdings
|
152,882
|
994
|
*
|
E2open Inc.
|
49,541
|
988
|
|
Aware Inc.
|
207,242
|
960
|
*
|
Mindspeed Technologies Inc.
|
285,629
|
951
|
*
|
Rosetta Stone Inc.
|
61,704
|
949
|
|
Marchex Inc. Class B
|
225,315
|
949
|
*
|
Imation Corp.
|
245,243
|
937
|
*
|
Rubicon Technology Inc.
|
141,164
|
932
|
*
|
ShoreTel Inc.
|
252,986
|
918
|
|
Hackett Group Inc.
|
196,636
|
899
|
|
QAD Inc. Class A
|
69,282
|
890
|
|
Communications Systems Inc.
|
89,940
|
886
|
*
|
Research Frontiers Inc.
|
235,643
|
867
|
|
|
|
|
|
ePlus Inc.
|
18,444
|
852
|
*
|
Carbonite Inc.
|
76,227
|
835
|
|
Digimarc Corp.
|
37,954
|
834
|
*
|
Intevac Inc.
|
175,890
|
830
|
*
|
Brightcove Inc.
|
133,682
|
830
|
*
|
Axcelis Technologies Inc.
|
656,001
|
820
|
*
|
Meru Networks Inc.
|
119,679
|
808
|
*,^
QuickLogic Corp.
|
328,053
|
807
|
*
|
Innodata Inc.
|
233,860
|
807
|
|
Frequency Electronics Inc.
|
86,235
|
805
|
|
PC-Tel Inc.
|
110,067
|
781
|
*,^
Parametric Sound Corp.
|
38,174
|
765
|
*
|
STR Holdings Inc.
|
351,720
|
763
|
*,^
Wave Systems Corp. Class A
|
1,111,886
|
759
|
*
|
Dynamics Research Corp.
|
127,396
|
759
|
*
|
Emcore Corp.
|
129,740
|
755
|
*
|
TeleCommunication Systems Inc. Class A
|
333,583
|
744
|
|
Rimage Corp.
|
81,635
|
736
|
*
|
Telenav Inc.
|
111,994
|
722
|
*
|
Datawatch Corp.
|
47,188
|
716
|
*
|
M/A-COM Technology Solutions Holdings Inc.
|
43,591
|
701
|
|
Evolving Systems Inc.
|
106,262
|
674
|
*
|
Echelon Corp.
|
272,181
|
664
|
*
|
Qualys Inc.
|
52,101
|
643
|
*
|
eGain Communications Corp.
|
73,322
|
635
|
|
Astro-Med Inc.
|
65,498
|
627
|
*
|
Pfsweb Inc.
|
155,162
|
622
|
*
|
Westell Technologies Inc. Class A
|
304,816
|
613
|
*
|
MaxLinear Inc.
|
96,536
|
599
|
*,^
Local Corp.
|
348,731
|
593
|
*
|
ID Systems Inc.
|
103,916
|
592
|
*
|
Bsquare Corp.
|
190,233
|
582
|
*
|
GSI Technology Inc.
|
86,863
|
572
|
*,^
CVD Equipment Corp.
|
55,875
|
569
|
*
|
IEC Electronics Corp.
|
91,854
|
528
|
*
|
Millennial Media Inc.
|
82,675
|
525
|
*
|
Autobytel Inc.
|
116,348
|
505
|
*
|
PAR Technology Corp.
|
106,779
|
503
|
*,^
Vringo Inc.
|
152,995
|
485
|
*
|
Cinedigm Digital Cinema Corp. Class A
|
307,229
|
479
|
|
Optical Cable Corp.
|
112,281
|
468
|
*
|
Dot Hill Systems Corp.
|
421,247
|
463
|
*
|
Analysts International Corp.
|
117,780
|
452
|
*
|
Numerex Corp. Class A
|
35,182
|
450
|
*
|
Ruckus Wireless Inc.
|
20,900
|
439
|
*
|
Information Services Group Inc.
|
206,647
|
417
|
*
|
Onvia Inc.
|
107,083
|
410
|
*
|
GSE Systems Inc.
|
199,394
|
399
|
*
|
USA Technologies Inc.
|
147,130
|
385
|
*
|
NetSol Technologies Inc.
|
28,577
|
376
|
*
|
Amtech Systems Inc.
|
103,389
|
373
|
*
|
Internet Patents Corp.
|
100,700
|
373
|
|
TheStreet Inc.
|
193,979
|
371
|
*,^
MeetMe Inc.
|
161,825
|
369
|
*
|
CyberOptics Corp.
|
65,536
|
368
|
*
|
LoJack Corp.
|
116,077
|
362
|
*
|
Crossroads Systems Inc.
|
161,188
|
359
|
|
|
|
|
*
|
Wireless Telecom Group Inc.
|
227,636
|
355
|
*
|
Mattson Technology Inc.
|
252,809
|
349
|
*
|
Cascade Microtech Inc.
|
46,248
|
331
|
*
|
Pixelworks Inc.
|
148,862
|
330
|
*,^
Document Security Systems Inc.
|
145,099
|
329
|
*
|
ClearOne Inc.
|
36,581
|
317
|
*
|
LRAD Corp.
|
273,661
|
285
|
*
|
Lantronix Inc.
|
134,602
|
279
|
*
|
Video Display Corp.
|
71,008
|
274
|
*
|
Model N Inc.
|
13,698
|
272
|
|
eMagin Corp.
|
78,635
|
270
|
*
|
LGL Group Inc.
|
47,780
|
269
|
*
|
Marin Software Inc.
|
16,116
|
265
|
|
Alliance Fiber Optic Products Inc.
|
20,188
|
263
|
*
|
Data I/O Corp.
|
180,066
|
261
|
*
|
BTU International Inc.
|
113,437
|
258
|
*
|
Netlist Inc.
|
327,952
|
256
|
*
|
Intermolecular Inc.
|
24,999
|
255
|
*
|
Selectica Inc.
|
25,832
|
234
|
*
|
Novatel Wireless Inc.
|
114,788
|
228
|
*
|
TechTarget Inc.
|
45,592
|
223
|
*
|
Newtek Business Services Inc.
|
111,103
|
222
|
*
|
Park City Group Inc.
|
58,644
|
217
|
*
|
Edgewater Technology Inc.
|
52,896
|
207
|
*
|
Spark Networks Inc.
|
29,222
|
206
|
*
|
Viasystems Group Inc.
|
14,776
|
193
|
*
|
NCI Inc. Class A
|
39,778
|
193
|
|
Soundbite Communications Inc.
|
60,356
|
186
|
*
|
Aetrium Inc.
|
215,721
|
181
|
*
|
Looksmart Ltd.
|
208,579
|
177
|
|
Crexendo Inc.
|
63,993
|
175
|
*
|
Sonic Foundry Inc.
|
27,319
|
174
|
*
|
Asure Software Inc.
|
26,536
|
169
|
*
|
Hauppauge Digital Inc.
|
158,139
|
166
|
*
|
Planar Systems Inc.
|
85,259
|
160
|
|
QAD Inc. Class B
|
14,091
|
160
|
*
|
Zhone Technologies Inc.
|
176,491
|
157
|
*
|
Performance Technologies Inc.
|
174,654
|
156
|
*
|
Mattersight Corp.
|
33,638
|
144
|
|
Concurrent Computer Corp.
|
17,690
|
140
|
*
|
Majesco Entertainment Co.
|
254,558
|
139
|
*,^
FriendFinder Networks Inc.
|
249,905
|
130
|
*
|
Bridgeline Digital Inc.
|
96,477
|
123
|
*
|
Envivio Inc.
|
71,426
|
121
|
|
TSR Inc.
|
27,043
|
108
|
*
|
WidePoint Corp.
|
167,039
|
104
|
*
|
Infosonics Corp.
|
187,832
|
102
|
*
|
Overland Storage Inc.
|
82,272
|
98
|
*
|
Interphase Corp.
|
34,145
|
86
|
*
|
World Energy Solutions Inc.
|
19,534
|
85
|
*
|
NeoPhotonics Corp.
|
16,616
|
85
|
*
|
Rainmaker Systems Inc.
|
183,396
|
82
|
*
|
Intellicheck Mobilisa Inc.
|
205,951
|
80
|
|
Bel Fuse Inc. Class A
|
5,719
|
79
|
*
|
Digital Ally Inc.
|
18,621
|
79
|
*
|
iGO Inc.
|
19,786
|
78
|
*
|
ClearSign Combustion Corp.
|
10,807
|
77
|
|
|
|
* StarTek Inc.
|
12,980
|
76
|
* MEMSIC Inc.
|
26,585
|
72
|
Globalscape Inc.
|
45,890
|
72
|
* Inuvo Inc.
|
107,405
|
72
|
* Peregrine Semiconductor Corp.
|
7,300
|
71
|
* Identive Group Inc.
|
47,248
|
70
|
* TigerLogic Corp.
|
31,580
|
61
|
* MakeMusic Inc.
|
12,456
|
60
|
* Relm Wireless Corp.
|
26,672
|
59
|
* Dialogic Inc.
|
27,160
|
48
|
* Spire Corp.
|
69,782
|
48
|
* Advanced Photonix Inc. Class A
|
99,780
|
47
|
* Lightpath Technologies Inc. Class A
|
62,358
|
47
|
* CSP Inc.
|
7,884
|
46
|
* WebMediaBrands Inc.
|
27,418
|
45
|
* BroadVision Inc.
|
4,943
|
44
|
* SED International Holdings Inc.
|
15,000
|
38
|
* Superconductor Technologies Inc.
|
14,507
|
37
|
* Daegis Inc.
|
31,670
|
36
|
* Exa Corp.
|
3,623
|
35
|
* Net Element International Inc.
|
12,251
|
33
|
* Wireless Ronin Technologies Inc.
|
21,347
|
32
|
* Microvision Inc.
|
17,070
|
27
|
* Sutron Corp.
|
3,900
|
23
|
* GigOptix Inc.
|
15,789
|
17
|
* Marlborough Software Development Holdings Inc.
|
131,616
|
16
|
* Remark Media Inc.
|
9,192
|
16
|
* Synacor Inc.
|
5,300
|
16
|
* Qualstar Corp.
|
9,220
|
15
|
* Ambient Corp.
|
5,411
|
13
|
* Hutchinson Technology Inc.
|
4,812
|
13
|
* Transwitch Corp.
|
15,891
|
8
|
* Cover-All Technologies Inc.
|
3,931
|
5
|
* Smith Micro Software Inc.
|
2,300
|
3
|
* DayStar Technologies Inc.
|
3,222
|
2
|
* IntriCon Corp.
|
400
|
2
|
* Sevcon Inc.
|
500
|
2
|
|
|
4,199,658
|
Materials (5.7%)
|
|
|
Celanese Corp. Class A
|
1,365,516
|
60,151
|
Rock Tenn Co. Class A
|
614,463
|
57,016
|
* Crown Holdings Inc.
|
1,237,479
|
51,492
|
Albemarle Corp.
|
762,889
|
47,696
|
* WR Grace & Co.
|
609,928
|
47,276
|
Ashland Inc.
|
630,718
|
46,862
|
Reliance Steel & Aluminum Co.
|
654,880
|
46,608
|
Valspar Corp.
|
718,343
|
44,717
|
Rockwood Holdings Inc.
|
673,791
|
44,093
|
Martin Marietta Materials Inc.
|
394,020
|
40,198
|
Royal Gold Inc.
|
556,639
|
39,538
|
Packaging Corp. of America
|
843,081
|
37,829
|
Axiall Corp.
|
598,511
|
37,203
|
RPM International Inc.
|
1,135,517
|
35,860
|
Aptargroup Inc.
|
567,394
|
32,540
|
Huntsman Corp.
|
1,647,750
|
30,632
|
Sonoco Products Co.
|
867,304
|
30,347
|
Steel Dynamics Inc.
|
1,890,122
|
29,996
|
|
|
|
Cytec Industries Inc.
|
382,263
|
28,318
|
Eagle Materials Inc.
|
402,670
|
26,830
|
* Louisiana-Pacific Corp.
|
1,192,729
|
25,763
|
NewMarket Corp.
|
92,220
|
24,010
|
Domtar Corp.
|
297,695
|
23,107
|
Compass Minerals International Inc.
|
284,551
|
22,451
|
PolyOne Corp.
|
854,302
|
20,854
|
Carpenter Technology Corp.
|
380,147
|
18,737
|
Silgan Holdings Inc.
|
388,266
|
18,346
|
* Chemtura Corp.
|
839,259
|
18,136
|
Cabot Corp.
|
516,243
|
17,656
|
Olin Corp.
|
688,581
|
17,366
|
Sensient Technologies Corp.
|
430,536
|
16,830
|
HB Fuller Co.
|
429,614
|
16,789
|
Westlake Chemical Corp.
|
171,124
|
16,000
|
Commercial Metals Co.
|
1,000,464
|
15,857
|
Walter Energy Inc.
|
536,853
|
15,300
|
* Coeur d'Alene Mines Corp.
|
774,985
|
14,616
|
Scotts Miracle-Gro Co. Class A
|
333,744
|
14,431
|
Worthington Industries Inc.
|
454,146
|
14,069
|
Greif Inc. Class A
|
259,021
|
13,889
|
* Resolute Forest Products
|
826,247
|
13,369
|
* Stillwater Mining Co.
|
1,010,571
|
13,067
|
Minerals Technologies Inc.
|
301,242
|
12,505
|
* Allied Nevada Gold Corp.
|
701,670
|
11,549
|
* Texas Industries Inc.
|
179,421
|
11,323
|
Balchem Corp.
|
254,314
|
11,175
|
* Graphic Packaging Holding Co.
|
1,440,076
|
10,786
|
* Clearwater Paper Corp.
|
198,768
|
10,473
|
Schweitzer-Mauduit International Inc.
|
269,600
|
10,442
|
Innophos Holdings Inc.
|
187,776
|
10,245
|
Buckeye Technologies Inc.
|
334,608
|
10,022
|
* SunCoke Energy Inc.
|
605,341
|
9,885
|
Hecla Mining Co.
|
2,470,323
|
9,758
|
Stepan Co.
|
150,949
|
9,525
|
Kaiser Aluminum Corp.
|
145,392
|
9,400
|
KapStone Paper and Packaging Corp.
|
334,350
|
9,295
|
PH Glatfelter Co.
|
371,207
|
8,679
|
Intrepid Potash Inc.
|
462,285
|
8,672
|
* Calgon Carbon Corp.
|
463,175
|
8,383
|
* RTI International Metals Inc.
|
262,379
|
8,315
|
A Schulman Inc.
|
253,794
|
8,010
|
Koppers Holdings Inc.
|
178,157
|
7,835
|
Globe Specialty Metals Inc.
|
551,740
|
7,680
|
Boise Inc.
|
791,546
|
6,855
|
* Headwaters Inc.
|
625,671
|
6,820
|
Quaker Chemical Corp.
|
113,229
|
6,683
|
AMCOL International Corp.
|
218,662
|
6,601
|
* OM Group Inc.
|
280,783
|
6,593
|
* Kraton Performance Polymers Inc.
|
279,314
|
6,536
|
* McEwen Mining Inc.
|
2,271,166
|
6,496
|
Deltic Timber Corp.
|
94,187
|
6,473
|
American Vanguard Corp.
|
208,004
|
6,352
|
* Flotek Industries Inc.
|
385,493
|
6,303
|
Tredegar Corp.
|
211,337
|
6,222
|
Haynes International Inc.
|
106,510
|
5,890
|
Materion Corp.
|
199,860
|
5,696
|
|
|
|
|
*
|
LSB Industries Inc.
|
162,816
|
5,663
|
*,^
Molycorp Inc.
|
1,067,475
|
5,551
|
|
Schnitzer Steel Industries Inc.
|
204,025
|
5,439
|
*
|
Ferro Corp.
|
738,147
|
4,983
|
|
Neenah Paper Inc.
|
158,770
|
4,884
|
|
Wausau Paper Corp.
|
434,346
|
4,682
|
|
Tronox Ltd. Class A
|
205,415
|
4,069
|
|
Myers Industries Inc.
|
289,196
|
4,037
|
^
|
AK Steel Holding Corp.
|
1,154,937
|
3,823
|
*
|
Berry Plastics Group Inc.
|
200,665
|
3,823
|
*
|
Horsehead Holding Corp.
|
350,487
|
3,813
|
*
|
Century Aluminum Co.
|
461,417
|
3,571
|
|
Zep Inc.
|
226,853
|
3,405
|
*
|
OMNOVA Solutions Inc.
|
434,692
|
3,334
|
|
Hawkins Inc.
|
82,166
|
3,283
|
*
|
AEP Industries Inc.
|
43,386
|
3,116
|
^
|
Kronos Worldwide Inc.
|
198,164
|
3,101
|
|
Olympic Steel Inc.
|
122,545
|
2,929
|
|
US Silica Holdings Inc.
|
122,166
|
2,881
|
|
Noranda Aluminum Holding Corp.
|
585,892
|
2,631
|
*
|
Landec Corp.
|
181,012
|
2,619
|
*
|
ADA-ES Inc.
|
98,566
|
2,619
|
*,^
Zoltek Cos. Inc.
|
208,056
|
2,486
|
*,^
AM Castle & Co.
|
137,563
|
2,407
|
*
|
Universal Stainless & Alloy
|
54,831
|
1,993
|
|
Metals USA Holdings Corp.
|
94,440
|
1,950
|
|
FutureFuel Corp.
|
146,978
|
1,786
|
*
|
Mercer International Inc.
|
246,222
|
1,701
|
*,^
Paramount Gold and Silver Corp.
|
702,300
|
1,566
|
*
|
General Moly Inc.
|
693,222
|
1,532
|
*
|
American Pacific Corp.
|
52,146
|
1,205
|
|
Synalloy Corp.
|
79,419
|
1,102
|
*
|
US Concrete Inc.
|
79,100
|
1,092
|
*
|
Boise Cascade Co.
|
32,025
|
1,087
|
*
|
Handy & Harman Ltd.
|
67,082
|
1,032
|
*
|
Penford Corp.
|
88,373
|
969
|
*
|
United States Lime & Minerals Inc.
|
18,000
|
957
|
*
|
Senomyx Inc.
|
452,083
|
954
|
|
KMG Chemicals Inc.
|
42,173
|
820
|
*
|
TOR Minerals International Inc.
|
55,690
|
645
|
|
Chase Corp.
|
32,098
|
620
|
*,^
Comstock Mining Inc.
|
287,698
|
578
|
*
|
Solitario Exploration & Royalty Corp.
|
358,360
|
573
|
*
|
Core Molding Technologies Inc.
|
56,974
|
506
|
*
|
Arabian American Development Co.
|
49,424
|
417
|
*
|
Midway Gold Corp.
|
340,247
|
415
|
*
|
Mod-Pac Corp.
|
49,498
|
372
|
^
|
Great Northern Iron Ore Properties
|
4,906
|
366
|
*
|
Material Sciences Corp.
|
30,525
|
330
|
*
|
US Antimony Corp.
|
147,234
|
255
|
*
|
UFP Technologies Inc.
|
10,767
|
212
|
*,^
Silver Bull Resources Inc.
|
463,119
|
205
|
*
|
Mines Management Inc.
|
191,754
|
183
|
*
|
GSE Holding Inc.
|
15,688
|
130
|
*,^
Clean Diesel Technologies Inc.
|
51,075
|
111
|
*
|
Timberline Resources Corp.
|
366,815
|
63
|
*
|
Verso Paper Corp.
|
37,309
|
49
|
|
|
|
|
*
|
Continental Materials Corp.
|
600
|
11
|
*
|
Prospect Global Resources Inc.
|
4,600
|
1
|
|
|
|
1,588,259
|
Telecommunication Services (0.9%)
|
|
|
*
|
SBA Communications Corp. Class A
|
1,085,506
|
78,178
|
*
|
tw telecom inc Class A
|
1,300,352
|
32,756
|
*
|
Level 3 Communications Inc.
|
1,383,518
|
28,072
|
|
Telephone & Data Systems Inc.
|
867,931
|
18,287
|
*
|
Clearwire Corp. Class A
|
3,798,263
|
12,306
|
|
Cogent Communications Group Inc.
|
375,603
|
9,916
|
*,^
NII Holdings Inc.
|
1,485,704
|
6,433
|
*
|
Cincinnati Bell Inc.
|
1,732,533
|
5,648
|
|
Consolidated Communications Holdings Inc.
|
318,425
|
5,588
|
*
|
Premiere Global Services Inc.
|
470,863
|
5,175
|
*
|
United States Cellular Corp.
|
124,530
|
4,483
|
*
|
8x8 Inc.
|
645,121
|
4,419
|
|
Atlantic Tele-Network Inc.
|
78,187
|
3,793
|
*
|
Leap Wireless International Inc.
|
555,511
|
3,272
|
*
|
General Communication Inc. Class A
|
343,575
|
3,151
|
*
|
Vonage Holdings Corp.
|
1,063,348
|
3,073
|
|
USA Mobility Inc.
|
226,465
|
3,005
|
|
Shenandoah Telecommunications Co.
|
197,091
|
3,002
|
*
|
Iridium Communications Inc.
|
497,298
|
2,994
|
*
|
inContact Inc.
|
301,560
|
2,440
|
*,^
Fairpoint Communications Inc.
|
296,262
|
2,213
|
|
Lumos Networks Corp.
|
164,119
|
2,212
|
*
|
Cbeyond Inc.
|
279,324
|
2,075
|
*
|
ORBCOMM Inc.
|
386,562
|
2,014
|
|
IDT Corp. Class B
|
160,599
|
1,937
|
|
NTELOS Holdings Corp.
|
122,804
|
1,573
|
|
HickoryTech Corp.
|
136,657
|
1,387
|
*
|
Hawaiian Telcom Holdco Inc.
|
48,209
|
1,112
|
|
Neutral Tandem Inc.
|
284,255
|
930
|
|
Alaska Communications Systems Group Inc.
|
358,802
|
596
|
*
|
Towerstream Corp.
|
261,065
|
582
|
*,^
Elephant Talk Communications Corp.
|
442,889
|
540
|
|
Alteva
|
55,401
|
508
|
|
Primus Telecommunications Group Inc.
|
41,555
|
459
|
*
|
Multiband Corp.
|
92,814
|
227
|
*
|
Boingo Wireless Inc.
|
37,447
|
207
|
*
|
NTS Inc.
|
48,081
|
51
|
|
|
|
254,614
|
Utilities (3.8%)
|
|
|
*
|
Calpine Corp.
|
3,287,136
|
67,715
|
|
American Water Works Co. Inc.
|
1,517,765
|
62,896
|
|
OGE Energy Corp.
|
848,320
|
59,365
|
|
Alliant Energy Corp.
|
953,106
|
47,827
|
|
National Fuel Gas Co.
|
715,140
|
43,874
|
|
MDU Resources Group Inc.
|
1,621,479
|
40,521
|
|
NV Energy Inc.
|
2,012,970
|
40,320
|
|
ITC Holdings Corp.
|
438,439
|
39,135
|
|
Aqua America Inc.
|
1,205,130
|
37,889
|
|
UGI Corp.
|
971,859
|
37,310
|
|
Questar Corp.
|
1,502,823
|
36,564
|
|
Westar Energy Inc.
|
1,088,691
|
36,123
|
|
Atmos Energy Corp.
|
776,853
|
33,164
|
|
|
|
Great Plains Energy Inc.
|
1,317,036
|
30,542
|
Vectren Corp.
|
705,751
|
24,998
|
Cleco Corp.
|
522,767
|
24,586
|
Hawaiian Electric Industries Inc.
|
842,396
|
23,343
|
^ Piedmont Natural Gas Co. Inc.
|
651,549
|
21,423
|
IDACORP Inc.
|
430,655
|
20,788
|
Portland General Electric Co.
|
648,881
|
19,681
|
WGL Holdings Inc.
|
443,317
|
19,550
|
* Dynegy Inc.
|
814,920
|
19,550
|
Southwest Gas Corp.
|
397,309
|
18,856
|
UNS Energy Corp.
|
355,807
|
17,413
|
UIL Holdings Corp.
|
437,264
|
17,311
|
Black Hills Corp.
|
379,816
|
16,727
|
New Jersey Resources Corp.
|
358,818
|
16,093
|
PNM Resources Inc.
|
683,427
|
15,917
|
South Jersey Industries Inc.
|
272,676
|
15,158
|
ALLETE Inc.
|
305,031
|
14,953
|
Avista Corp.
|
516,635
|
14,156
|
NorthWestern Corp.
|
321,852
|
12,829
|
El Paso Electric Co.
|
346,989
|
11,676
|
MGE Energy Inc.
|
199,956
|
11,085
|
Northwest Natural Gas Co.
|
232,300
|
10,179
|
Otter Tail Corp.
|
312,514
|
9,732
|
American States Water Co.
|
166,139
|
9,565
|
CH Energy Group Inc.
|
129,371
|
8,460
|
Empire District Electric Co.
|
367,002
|
8,221
|
California Water Service Group
|
401,458
|
7,989
|
Laclede Group Inc.
|
181,569
|
7,753
|
Chesapeake Utilities Corp.
|
93,426
|
4,582
|
Ormat Technologies Inc.
|
186,480
|
3,851
|
SJW Corp.
|
118,338
|
3,136
|
Unitil Corp.
|
110,229
|
3,101
|
Middlesex Water Co.
|
151,387
|
2,955
|
Connecticut Water Service Inc.
|
74,835
|
2,187
|
York Water Co.
|
93,764
|
1,763
|
Artesian Resources Corp. Class A
|
78,242
|
1,758
|
Delta Natural Gas Co. Inc.
|
74,312
|
1,624
|
Genie Energy Ltd. Class B
|
147,785
|
1,368
|
* Cadiz Inc.
|
124,837
|
844
|
* Pure Cycle Corp.
|
87,292
|
458
|
* US Geothermal Inc.
|
514,441
|
175
|
* Synthesis Energy Systems Inc.
|
145,152
|
151
|
* American DG Energy Inc.
|
49,512
|
104
|
|
|
1,059,294
|
Total Common Stocks (Cost $22,171,905)
|
|
27,949,297
|
|
|
|
|
|
|
|
|
|
|
|
Market
|
|
|
|
|
|
Value
|
|
|
Coupon
|
|
Shares
|
($000)
|
Temporary Cash Investments (2.1%)
1
|
|
|
|
|
Money Market Fund (2.0%)
|
|
|
|
|
2,3
Vanguard Market Liquidity Fund
|
0.147%
|
|
578,473,788
|
578,474
|
|
|
|
|
|
Face
|
|
|
|
|
Maturity
|
Amount
|
|
|
|
|
Date
|
($000)
|
|
U.S. Government and Agency Obligations (0.1%)
|
|
|
|
|
4,5
Fannie Mae Discount Notes
|
0.095%
|
4/3/13
|
2,000
|
2,000
|
4,5
Fannie Mae Discount Notes
|
0.120%
|
6/5/13
|
5,000
|
4,998
|
6
|
Federal Home Loan Bank Discount Notes
|
0.090%
|
4/3/13
|
3,000
|
3,000
|
6
|
Federal Home Loan Bank Discount Notes
|
0.085%
|
4/19/13
|
3,000
|
3,000
|
4,5
Freddie Mac Discount Notes
|
0.130%
|
9/16/13
|
2,450
|
2,448
|
|
|
|
|
|
15,446
|
Total Temporary Cash Investments (Cost $593,921)
|
|
|
|
593,920
|
Total Investments (101.7%) (Cost $22,765,826)
|
|
|
|
28,543,217
|
Other Assets and Liabilities-Net (-1.7%)
3
|
|
|
|
(486,012)
|
Net Assets (100%)
|
|
|
|
28,057,205
|
|
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 $322,513,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 1.7%, respectively, of net assets.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
3 Includes $348,968,000 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 $5,649,000 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.
Extended Market Index Fund
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 March 31, 2013,
based on the inputs used to value them:
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
Investments
|
($000)
|
($000)
|
($000)
|
Common Stocks
|
27,948,759
|
63
|
475
|
Temporary Cash Investments
|
578,474
|
15,446
|
—
|
Futures Contracts—Assets
1
|
507
|
—
|
—
|
Futures Contracts—Liabilities
1
|
(3)
|
—
|
—
|
Total
|
28,527,737
|
15,509
|
475
|
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).
Extended Market Index Fund
At March 31, 2013, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
|
|
|
|
|
|
|
|
|
($000)
|
|
|
|
Aggregate
|
|
|
|
Number of
|
Settlement
|
Unrealized
|
|
|
Long (Short)
|
Value
|
Appreciation
|
Futures Contracts
|
Expiration
|
Contracts
|
Long (Short)
|
(Depreciation)
|
E-mini S&P MidCap 400 Index
|
June 2013
|
542
|
62,384
|
1,242
|
E-mini Russell 2000 Index
|
June 2013
|
458
|
43,460
|
501
|
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D.
At March 31, 2013, the cost of investment securities for tax purposes was $22,767,248,000. Net unrealized appreciation of investment securities for tax purposes was $5,775,969,000, consisting of unrealized gains of $7,471,263,000 on securities that had risen in value since their purchase and $1,695,294,000 in unrealized losses on securities that had fallen in value since their purchase.
|
|
|
|
Vanguard Total Stock Market Index Fund
|
|
|
|
|
|
Schedule of Investments
|
|
|
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
Common Stocks (99.5%)
1
|
|
|
Consumer Discretionary (12.4%)
|
|
|
|
Home Depot Inc.
|
20,820,264
|
1,452,838
|
|
McDonald's Corp.
|
13,980,275
|
1,393,694
|
|
Comcast Corp. Class A
|
32,117,195
|
1,349,243
|
*
|
Amazon.com Inc.
|
5,045,926
|
1,344,689
|
|
Walt Disney Co.
|
23,442,854
|
1,331,554
|
|
News Corp. Class A
|
27,191,052
|
829,871
|
|
Time Warner Inc.
|
13,184,958
|
759,717
|
|
Ford Motor Co.
|
49,499,101
|
650,913
|
|
Lowe's Cos. Inc.
|
15,661,061
|
593,867
|
|
NIKE Inc. Class B
|
10,046,349
|
592,835
|
|
Starbucks Corp.
|
10,354,552
|
589,795
|
|
Target Corp.
|
8,609,137
|
589,295
|
*
|
priceline.com Inc.
|
694,365
|
477,675
|
|
TJX Cos. Inc.
|
10,158,329
|
474,902
|
|
Yum! Brands Inc.
|
6,291,127
|
452,584
|
*
|
DIRECTV
|
7,991,958
|
452,425
|
|
Time Warner Cable Inc.
|
4,202,208
|
403,664
|
|
Viacom Inc. Class B
|
6,335,620
|
390,084
|
|
CBS Corp. Class B
|
8,246,116
|
385,011
|
|
Johnson Controls Inc.
|
9,521,879
|
333,932
|
|
Las Vegas Sands Corp.
|
5,733,263
|
323,069
|
*
|
General Motors Co.
|
10,903,118
|
303,325
|
|
Macy's Inc.
|
5,554,861
|
232,415
|
*
|
Dollar General Corp.
|
4,328,782
|
218,950
|
|
Omnicom Group Inc.
|
3,678,698
|
216,675
|
|
Carnival Corp.
|
6,203,291
|
212,773
|
|
Mattel Inc.
|
4,774,007
|
209,054
|
*
|
Bed Bath & Beyond Inc.
|
3,208,198
|
206,672
|
|
VF Corp.
|
1,227,232
|
205,868
|
|
Coach Inc.
|
3,950,402
|
197,481
|
|
Ross Stores Inc.
|
3,118,259
|
189,029
|
|
Comcast Corp.
|
4,753,368
|
188,328
|
|
Delphi Automotive plc
|
4,234,748
|
188,023
|
*
|
AutoZone Inc.
|
464,997
|
184,497
|
|
Starwood Hotels & Resorts Worldwide Inc.
|
2,729,011
|
173,920
|
|
Virgin Media Inc.
|
3,550,974
|
173,891
|
|
Genuine Parts Co.
|
2,160,196
|
168,495
|
|
Harley-Davidson Inc.
|
3,150,640
|
167,929
|
*
|
O'Reilly Automotive Inc.
|
1,596,174
|
163,688
|
*
|
Liberty Media Corp. Class A
|
1,459,523
|
162,927
|
*
|
Discovery Communications Inc. Class A
|
2,018,686
|
158,951
|
|
Gap Inc.
|
4,353,051
|
154,098
|
*
|
Dollar Tree Inc.
|
3,178,455
|
153,933
|
*
|
Liberty Interactive Corp. Class A
|
7,169,175
|
153,277
|
|
Limited Brands Inc.
|
3,413,216
|
152,434
|
|
Marriott International Inc. Class A
|
3,563,723
|
150,496
|
|
Sirius XM Radio Inc.
|
47,130,784
|
145,163
|
|
Ralph Lauren Corp. Class A
|
844,690
|
143,014
|
*
|
Chipotle Mexican Grill Inc. Class A
|
437,958
|
142,717
|
|
|
|
|
|
Kohl's Corp.
|
3,074,610
|
141,832
|
|
Wynn Resorts Ltd.
|
1,118,971
|
140,050
|
*
|
Liberty Global Inc. Class A
|
1,904,761
|
139,809
|
*
|
Netflix Inc.
|
733,766
|
138,983
|
*
|
CarMax Inc.
|
3,181,775
|
132,680
|
|
Whirlpool Corp.
|
1,082,438
|
128,226
|
|
Wyndham Worldwide Corp.
|
1,961,924
|
126,505
|
|
Staples Inc.
|
9,416,496
|
126,464
|
*
|
BorgWarner Inc.
|
1,627,678
|
125,885
|
|
Nordstrom Inc.
|
2,236,019
|
123,495
|
|
Tiffany & Co.
|
1,762,842
|
122,588
|
|
PVH Corp.
|
1,120,840
|
119,717
|
|
DISH Network Corp. Class A
|
2,962,061
|
112,262
|
|
H&R Block Inc.
|
3,770,155
|
110,918
|
*,^
Liberty Global Inc.
|
1,537,294
|
105,504
|
|
Newell Rubbermaid Inc.
|
3,997,723
|
104,341
|
|
Tractor Supply Co.
|
979,667
|
102,013
|
|
DR Horton Inc.
|
4,107,645
|
99,816
|
*
|
PulteGroup Inc.
|
4,802,968
|
97,212
|
|
PetSmart Inc.
|
1,496,637
|
92,941
|
|
Darden Restaurants Inc.
|
1,790,907
|
92,554
|
*
|
Mohawk Industries Inc.
|
816,363
|
92,347
|
*
|
Discovery Communications Inc.
|
1,301,124
|
90,480
|
*
|
LKQ Corp.
|
4,138,867
|
90,062
|
^
|
Autoliv Inc.
|
1,302,207
|
90,035
|
|
Best Buy Co. Inc.
|
3,982,929
|
88,222
|
*,^
Charter Communications Inc. Class A
|
843,855
|
87,913
|
*,^
Lululemon Athletica Inc.
|
1,405,154
|
87,611
|
*
|
TRW Automotive Holdings Corp.
|
1,576,012
|
86,681
|
|
Advance Auto Parts Inc.
|
1,021,635
|
84,438
|
|
Polaris Industries Inc.
|
911,698
|
84,323
|
|
Expedia Inc.
|
1,357,048
|
81,436
|
|
Family Dollar Stores Inc.
|
1,370,552
|
80,931
|
|
Lennar Corp. Class A
|
1,949,428
|
80,862
|
*
|
TripAdvisor Inc.
|
1,533,341
|
80,531
|
|
Interpublic Group of Cos. Inc.
|
6,026,914
|
78,531
|
|
Scripps Networks Interactive Inc. Class A
|
1,206,698
|
77,639
|
|
Signet Jewelers Ltd.
|
1,127,841
|
75,565
|
|
Lear Corp.
|
1,351,096
|
74,135
|
*
|
Sally Beauty Holdings Inc.
|
2,491,655
|
73,205
|
*
|
NVR Inc.
|
67,427
|
72,829
|
*
|
Toll Brothers Inc.
|
2,102,070
|
71,975
|
|
Foot Locker Inc.
|
2,098,853
|
71,865
|
^
|
Hasbro Inc.
|
1,625,630
|
71,430
|
|
Gannett Co. Inc.
|
3,199,806
|
69,980
|
*
|
Fossil Inc.
|
713,081
|
68,884
|
*
|
Ulta Salon Cosmetics & Fragrance Inc.
|
842,013
|
68,346
|
*
|
Jarden Corp.
|
1,568,742
|
67,221
|
*
|
MGM Resorts International
|
5,109,117
|
67,185
|
|
Leggett & Platt Inc.
|
1,963,860
|
66,339
|
|
Royal Caribbean Cruises Ltd.
|
1,968,550
|
65,395
|
*
|
Panera Bread Co. Class A
|
394,241
|
65,144
|
|
Dick's Sporting Goods Inc.
|
1,358,118
|
64,239
|
|
Williams-Sonoma Inc.
|
1,231,411
|
63,442
|
*
|
Urban Outfitters Inc.
|
1,621,705
|
62,825
|
|
Tupperware Brands Corp.
|
768,322
|
62,803
|
*
|
Hanesbrands Inc.
|
1,358,864
|
61,910
|
|
|
|
|
|
International Game Technology
|
3,698,003
|
61,017
|
*
|
Under Armour Inc. Class A
|
1,097,956
|
56,215
|
|
GNC Holdings Inc. Class A
|
1,379,820
|
54,199
|
|
Dunkin' Brands Group Inc.
|
1,466,908
|
54,100
|
^
|
Garmin Ltd.
|
1,625,489
|
53,706
|
|
Abercrombie & Fitch Co.
|
1,147,720
|
53,025
|
|
Service Corp. International
|
2,964,777
|
49,601
|
*
|
Penn National Gaming Inc.
|
906,028
|
49,315
|
^
|
GameStop Corp. Class A
|
1,714,611
|
47,958
|
*
|
AMC Networks Inc. Class A
|
748,586
|
47,296
|
*
|
Madison Square Garden Co. Class A
|
820,914
|
47,285
|
|
American Eagle Outfitters Inc.
|
2,471,053
|
46,209
|
*
|
Goodyear Tire & Rubber Co.
|
3,411,167
|
43,015
|
|
Brunswick Corp.
|
1,244,029
|
42,571
|
*
|
Lamar Advertising Co. Class A
|
875,367
|
42,552
|
|
Cinemark Holdings Inc.
|
1,433,598
|
42,205
|
|
Harman International Industries Inc.
|
940,314
|
41,966
|
*
|
Tempur-Pedic International Inc.
|
827,221
|
41,055
|
|
Six Flags Entertainment Corp.
|
555,679
|
40,276
|
*
|
Carter's Inc.
|
695,559
|
39,835
|
|
Gentex Corp.
|
1,990,601
|
39,832
|
|
Cablevision Systems Corp. Class A
|
2,631,952
|
39,374
|
|
Chico's FAS Inc.
|
2,312,216
|
38,845
|
|
Domino's Pizza Inc.
|
748,665
|
38,511
|
|
Brinker International Inc.
|
1,019,436
|
38,382
|
*
|
Cabela's Inc.
|
630,547
|
38,325
|
*
|
Visteon Corp.
|
660,157
|
38,091
|
*
|
Liberty Ventures Class A
|
485,545
|
36,697
|
|
Dana Holding Corp.
|
2,051,815
|
36,584
|
|
Sotheby's
|
941,158
|
35,209
|
^
|
JC Penney Co. Inc.
|
2,283,923
|
34,510
|
*
|
Ascena Retail Group Inc.
|
1,846,159
|
34,246
|
*,^
Tesla Motors Inc.
|
871,475
|
33,020
|
*
|
Tenneco Inc.
|
836,078
|
32,866
|
*
|
Starz - Liberty Capital
|
1,447,812
|
32,069
|
*
|
Big Lots Inc.
|
883,263
|
31,153
|
|
Vail Resorts Inc.
|
496,161
|
30,921
|
|
Pool Corp.
|
644,010
|
30,912
|
|
Dillard's Inc. Class A
|
390,213
|
30,651
|
|
Pier 1 Imports Inc.
|
1,326,931
|
30,519
|
|
Wolverine World Wide Inc.
|
680,551
|
30,196
|
|
Rent-A-Center Inc.
|
817,191
|
30,187
|
*
|
Bally Technologies Inc.
|
577,017
|
29,988
|
*
|
Fifth & Pacific Cos. Inc.
|
1,571,632
|
29,672
|
|
HSN Inc.
|
538,498
|
29,542
|
|
DSW Inc. Class A
|
462,795
|
29,526
|
|
Washington Post Co. Class B
|
64,396
|
28,785
|
|
Aaron's Inc.
|
1,000,193
|
28,686
|
*,^
Deckers Outdoor Corp.
|
509,378
|
28,367
|
*
|
Hyatt Hotels Corp. Class A
|
633,718
|
27,396
|
|
Cheesecake Factory Inc.
|
707,679
|
27,323
|
|
Ryland Group Inc.
|
626,956
|
26,094
|
|
John Wiley & Sons Inc. Class A
|
665,092
|
25,912
|
*,^
Sears Holdings Corp.
|
517,301
|
25,850
|
|
DeVry Inc.
|
796,794
|
25,298
|
*,^
Coinstar Inc.
|
431,084
|
25,184
|
*,^
Groupon Inc.
|
4,081,136
|
24,977
|
|
|
|
|
*
|
Steven Madden Ltd.
|
573,743
|
24,751
|
*
|
Life Time Fitness Inc.
|
574,973
|
24,597
|
*
|
Live Nation Entertainment Inc.
|
1,984,952
|
24,554
|
*
|
Iconix Brand Group Inc.
|
943,983
|
24,421
|
*
|
Apollo Group Inc. Class A
|
1,401,538
|
24,373
|
*
|
Lions Gate Entertainment Corp.
|
1,010,244
|
24,013
|
|
Cracker Barrel Old Country Store Inc.
|
296,514
|
23,973
|
|
Wendy's Co.
|
4,071,605
|
23,086
|
|
Guess? Inc.
|
928,985
|
23,067
|
|
Thor Industries Inc.
|
625,040
|
22,995
|
|
Morningstar Inc.
|
325,681
|
22,772
|
*
|
Buffalo Wild Wings Inc.
|
258,053
|
22,587
|
*
|
Lumber Liquidators Holdings Inc.
|
320,480
|
22,504
|
|
KB Home
|
1,032,850
|
22,485
|
|
Men's Wearhouse Inc.
|
665,294
|
22,234
|
*
|
AutoNation Inc.
|
506,846
|
22,175
|
*
|
Meritage Homes Corp.
|
468,286
|
21,944
|
|
Hillenbrand Inc.
|
861,283
|
21,773
|
|
Cooper Tire & Rubber Co.
|
832,363
|
21,358
|
*
|
Shutterfly Inc.
|
477,290
|
21,082
|
|
MDC Holdings Inc.
|
572,311
|
20,975
|
|
Penske Automotive Group Inc.
|
626,230
|
20,891
|
*
|
Hibbett Sports Inc.
|
360,991
|
20,313
|
*
|
Genesco Inc.
|
337,334
|
20,270
|
*
|
Jack in the Box Inc.
|
581,088
|
20,100
|
^
|
Regal Entertainment Group Class A
|
1,187,793
|
19,800
|
*
|
ANN Inc.
|
669,704
|
19,435
|
*
|
DreamWorks Animation SKG Inc. Class A
|
1,009,609
|
19,142
|
|
Meredith Corp.
|
499,873
|
19,125
|
*
|
WMS Industries Inc.
|
757,246
|
19,090
|
*
|
Crocs Inc.
|
1,259,396
|
18,664
|
^
|
Buckle Inc.
|
399,196
|
18,622
|
^
|
Burger King Worldwide Inc.
|
972,249
|
18,570
|
*
|
Vitamin Shoppe Inc.
|
375,600
|
18,348
|
*
|
Express Inc.
|
1,019,906
|
18,165
|
*
|
New York Times Co. Class A
|
1,842,453
|
18,056
|
|
Group 1 Automotive Inc.
|
297,538
|
17,873
|
|
Texas Roadhouse Inc. Class A
|
882,287
|
17,813
|
*,^
Saks Inc.
|
1,490,376
|
17,095
|
|
Arbitron Inc.
|
360,261
|
16,885
|
|
Choice Hotels International Inc.
|
396,476
|
16,775
|
*
|
Francesca's Holdings Corp.
|
579,594
|
16,611
|
|
Bob Evans Farms Inc.
|
388,763
|
16,569
|
|
Monro Muffler Brake Inc.
|
411,373
|
16,336
|
^
|
Weight Watchers International Inc.
|
385,744
|
16,244
|
|
Valassis Communications Inc.
|
542,523
|
16,205
|
*
|
Papa John's International Inc.
|
260,123
|
16,081
|
*
|
Helen of Troy Ltd.
|
414,804
|
15,912
|
*
|
Office Depot Inc.
|
3,951,484
|
15,529
|
*
|
Jos A Bank Clothiers Inc.
|
389,171
|
15,528
|
*
|
Aeropostale Inc.
|
1,131,721
|
15,391
|
*
|
Standard Pacific Corp.
|
1,748,092
|
15,104
|
|
Dorman Products Inc.
|
403,979
|
15,032
|
*
|
HomeAway Inc.
|
461,208
|
14,989
|
|
DineEquity Inc.
|
217,221
|
14,943
|
*
|
Children's Place Retail Stores Inc.
|
330,388
|
14,808
|
|
Sinclair Broadcast Group Inc. Class A
|
724,248
|
14,659
|
|
|
|
|
*
|
Select Comfort Corp.
|
735,921
|
14,549
|
*
|
Asbury Automotive Group Inc.
|
393,203
|
14,427
|
|
Lithia Motors Inc. Class A
|
302,738
|
14,374
|
|
Regis Corp.
|
787,569
|
14,326
|
|
Jones Group Inc.
|
1,106,019
|
14,069
|
|
OfficeMax Inc.
|
1,201,445
|
13,949
|
|
News Corp. Class B
|
452,659
|
13,924
|
|
Finish Line Inc. Class A
|
702,902
|
13,770
|
|
La-Z-Boy Inc.
|
726,903
|
13,717
|
*,^
Conn's Inc.
|
377,965
|
13,569
|
*
|
Grand Canyon Education Inc.
|
525,786
|
13,350
|
^
|
Sturm Ruger & Co. Inc.
|
262,782
|
13,331
|
|
Matthews International Corp. Class A
|
381,614
|
13,315
|
*
|
American Axle & Manufacturing Holdings Inc.
|
975,079
|
13,310
|
*
|
Orient-Express Hotels Ltd. Class A
|
1,341,749
|
13,230
|
*
|
Tumi Holdings Inc.
|
613,569
|
12,848
|
*
|
SHFL Entertainment Inc.
|
764,145
|
12,662
|
|
Belo Corp. Class A
|
1,283,722
|
12,619
|
|
Churchill Downs Inc.
|
178,297
|
12,488
|
*
|
Marriott Vacations Worldwide Corp.
|
290,752
|
12,476
|
*
|
Pinnacle Entertainment Inc.
|
852,843
|
12,469
|
*
|
Ascent Capital Group Inc. Class A
|
165,317
|
12,306
|
|
Allison Transmission Holdings Inc.
|
506,074
|
12,151
|
*
|
AFC Enterprises Inc.
|
332,818
|
12,091
|
|
National CineMedia Inc.
|
765,782
|
12,084
|
|
Sonic Automotive Inc. Class A
|
535,481
|
11,866
|
|
Ameristar Casinos Inc.
|
450,686
|
11,821
|
|
International Speedway Corp. Class A
|
360,238
|
11,773
|
|
Interval Leisure Group Inc.
|
540,247
|
11,745
|
|
Ethan Allen Interiors Inc.
|
356,362
|
11,731
|
|
Stage Stores Inc.
|
449,566
|
11,635
|
*,^
Pandora Media Inc.
|
816,687
|
11,564
|
*
|
BJ's Restaurants Inc.
|
345,879
|
11,511
|
*
|
Skechers U.S.A. Inc. Class A
|
544,167
|
11,509
|
*
|
Krispy Kreme Doughnuts Inc.
|
758,358
|
10,951
|
^
|
Columbia Sportswear Co.
|
185,748
|
10,751
|
|
Oxford Industries Inc.
|
195,007
|
10,355
|
|
Drew Industries Inc.
|
275,863
|
10,017
|
|
Stewart Enterprises Inc. Class A
|
1,072,614
|
9,965
|
|
Scholastic Corp.
|
369,583
|
9,849
|
*
|
Quiksilver Inc.
|
1,585,884
|
9,626
|
*
|
Sonic Corp.
|
731,843
|
9,426
|
|
Brown Shoe Co. Inc.
|
584,281
|
9,348
|
*
|
iRobot Corp.
|
364,073
|
9,342
|
*
|
G-III Apparel Group Ltd.
|
231,476
|
9,284
|
*
|
Steiner Leisure Ltd.
|
189,083
|
9,144
|
|
Cato Corp. Class A
|
376,539
|
9,090
|
*,^
K12 Inc.
|
373,904
|
9,015
|
|
True Religion Apparel Inc.
|
335,082
|
8,749
|
|
Lennar Corp. Class B
|
269,794
|
8,704
|
*
|
Red Robin Gourmet Burgers Inc.
|
188,508
|
8,596
|
*
|
American Public Education Inc.
|
245,812
|
8,576
|
|
CEC Entertainment Inc.
|
260,919
|
8,545
|
|
Movado Group Inc.
|
253,174
|
8,486
|
*
|
Pep Boys-Manny Moe & Jack
|
717,876
|
8,464
|
*,^
Hovnanian Enterprises Inc. Class A
|
1,440,291
|
8,310
|
*
|
Winnebago Industries Inc.
|
400,064
|
8,257
|
|
|
|
|
*,^
Caesars Entertainment Corp.
|
512,758
|
8,132
|
*
|
M/I Homes Inc.
|
329,632
|
8,059
|
*
|
Smith & Wesson Holding Corp.
|
890,950
|
8,019
|
*
|
Arctic Cat Inc.
|
182,834
|
7,990
|
*
|
Multimedia Games Holding Co. Inc.
|
381,646
|
7,965
|
^
|
Strayer Education Inc.
|
161,953
|
7,835
|
|
Core-Mark Holding Co. Inc.
|
151,058
|
7,751
|
*
|
Denny's Corp.
|
1,324,156
|
7,640
|
|
Hot Topic Inc.
|
549,872
|
7,632
|
*
|
Zumiez Inc.
|
321,454
|
7,361
|
|
Standard Motor Products Inc.
|
261,394
|
7,246
|
*
|
Biglari Holdings Inc.
|
18,897
|
7,052
|
*
|
Fiesta Restaurant Group Inc.
|
262,612
|
6,978
|
*
|
LeapFrog Enterprises Inc.
|
810,704
|
6,940
|
*,^
Barnes & Noble Inc.
|
407,424
|
6,702
|
|
Carriage Services Inc. Class A
|
307,977
|
6,544
|
*
|
Gentherm Inc.
|
399,060
|
6,537
|
*,^
Vera Bradley Inc.
|
275,770
|
6,516
|
|
Fred's Inc. Class A
|
471,926
|
6,456
|
|
Callaway Golf Co.
|
969,958
|
6,421
|
|
American Greetings Corp. Class A
|
396,767
|
6,388
|
*,^
Boyd Gaming Corp.
|
769,748
|
6,366
|
*
|
Mattress Firm Holding Corp.
|
183,039
|
6,322
|
|
Superior Industries International Inc.
|
333,751
|
6,234
|
*
|
Blue Nile Inc.
|
179,179
|
6,173
|
*
|
rue21 inc
|
209,930
|
6,170
|
*
|
Scientific Games Corp. Class A
|
704,373
|
6,163
|
*
|
America's Car-Mart Inc.
|
122,441
|
5,723
|
*
|
Capella Education Co.
|
183,776
|
5,723
|
*
|
Maidenform Brands Inc.
|
318,822
|
5,589
|
*
|
Ruby Tuesday Inc.
|
731,944
|
5,394
|
|
Haverty Furniture Cos. Inc.
|
259,758
|
5,341
|
*,^
Beazer Homes USA Inc.
|
336,069
|
5,323
|
*
|
Modine Manufacturing Co.
|
582,458
|
5,300
|
*
|
Libbey Inc.
|
265,114
|
5,125
|
*
|
EW Scripps Co. Class A
|
415,576
|
4,999
|
|
Nexstar Broadcasting Group Inc. Class A
|
271,309
|
4,884
|
|
Harte-Hanks Inc.
|
594,965
|
4,635
|
^
|
RadioShack Corp.
|
1,356,205
|
4,557
|
*
|
Ruth's Hospitality Group Inc.
|
473,499
|
4,517
|
*
|
Tuesday Morning Corp.
|
562,595
|
4,366
|
*
|
Universal Electronics Inc.
|
186,240
|
4,330
|
*
|
LIN TV Corp. Class A
|
384,896
|
4,230
|
*
|
Unifi Inc.
|
221,250
|
4,226
|
|
Big 5 Sporting Goods Corp.
|
267,074
|
4,169
|
*
|
Wet Seal Inc. Class A
|
1,379,266
|
4,165
|
|
PetMed Express Inc.
|
306,044
|
4,106
|
*
|
MarineMax Inc.
|
302,102
|
4,106
|
*
|
Clear Channel Outdoor Holdings Inc. Class A
|
547,501
|
4,101
|
*
|
Cavco Industries Inc.
|
85,422
|
4,064
|
*
|
Bravo Brio Restaurant Group Inc.
|
255,515
|
4,045
|
*
|
Journal Communications Inc. Class A
|
598,089
|
4,019
|
|
Shoe Carnival Inc.
|
193,635
|
3,958
|
*
|
Carmike Cinemas Inc.
|
218,410
|
3,958
|
|
Universal Technical Institute Inc.
|
303,274
|
3,830
|
|
Fisher Communications Inc.
|
96,557
|
3,789
|
*
|
Rentrak Corp.
|
170,345
|
3,744
|
|
|
|
|
|
NACCO Industries Inc. Class A
|
69,444
|
3,706
|
|
Destination Maternity Corp.
|
157,626
|
3,688
|
*
|
Cumulus Media Inc. Class A
|
1,079,526
|
3,638
|
|
Speedway Motorsports Inc.
|
194,930
|
3,507
|
|
Marcus Corp.
|
276,351
|
3,452
|
^
|
World Wrestling Entertainment Inc. Class A
|
390,801
|
3,447
|
*,^
ITT Educational Services Inc.
|
249,155
|
3,433
|
*
|
Fuel Systems Solutions Inc.
|
208,065
|
3,427
|
|
Stein Mart Inc.
|
385,820
|
3,233
|
*
|
Christopher & Banks Corp.
|
499,398
|
3,211
|
|
Perry Ellis International Inc.
|
172,018
|
3,129
|
|
JAKKS Pacific Inc.
|
297,222
|
3,118
|
*
|
TravelCenters of America LLC
|
323,625
|
3,104
|
|
Nutrisystem Inc.
|
365,155
|
3,097
|
*
|
Gray Television Inc.
|
651,200
|
3,054
|
*
|
Destination XL Group Inc.
|
595,180
|
3,029
|
|
CSS Industries Inc.
|
116,325
|
3,021
|
*
|
Nautilus Inc.
|
403,863
|
2,948
|
|
Hooker Furniture Corp.
|
178,152
|
2,840
|
|
Saga Communications Inc. Class A
|
61,269
|
2,834
|
*
|
Jamba Inc.
|
987,387
|
2,814
|
*
|
VOXX International Corp. Class A
|
261,459
|
2,800
|
*
|
Stoneridge Inc.
|
361,858
|
2,761
|
*
|
Overstock.com Inc.
|
222,850
|
2,745
|
*,^
hhgregg Inc.
|
244,260
|
2,699
|
*
|
Steinway Musical Instruments Inc.
|
110,851
|
2,663
|
|
Town Sports International Holdings Inc.
|
280,398
|
2,653
|
*
|
Black Diamond Inc.
|
287,264
|
2,617
|
*,^
Bridgepoint Education Inc.
|
254,715
|
2,606
|
*
|
Exide Technologies
|
961,570
|
2,596
|
^
|
Blyth Inc.
|
141,026
|
2,448
|
*
|
Kirkland's Inc.
|
209,019
|
2,395
|
*,^
McClatchy Co. Class A
|
819,544
|
2,377
|
|
Bassett Furniture Industries Inc.
|
148,869
|
2,376
|
|
Weyco Group Inc.
|
95,064
|
2,330
|
*
|
Corinthian Colleges Inc.
|
1,104,920
|
2,320
|
*
|
West Marine Inc.
|
198,915
|
2,274
|
*
|
Vitacost.com Inc.
|
313,533
|
2,267
|
|
Spartan Motors Inc.
|
422,257
|
2,242
|
|
Entravision Communications Corp. Class A
|
693,400
|
2,212
|
*,^
Digital Generation Inc.
|
335,215
|
2,155
|
*
|
Entercom Communications Corp. Class A
|
288,460
|
2,146
|
*
|
Famous Dave's Of America Inc.
|
196,618
|
2,135
|
*
|
Citi Trends Inc.
|
204,553
|
2,093
|
^
|
Bon-Ton Stores Inc.
|
160,651
|
2,088
|
|
bebe stores inc
|
490,485
|
2,045
|
*
|
Bluegreen Corp.
|
205,443
|
2,022
|
*
|
Orbitz Worldwide Inc.
|
353,929
|
2,021
|
|
Cherokee Inc.
|
145,928
|
1,999
|
*
|
Luby's Inc.
|
264,943
|
1,982
|
*
|
Federal-Mogul Corp.
|
328,303
|
1,980
|
*
|
Body Central Corp.
|
209,867
|
1,973
|
|
Mac-Gray Corp.
|
152,549
|
1,953
|
|
Winmark Corp.
|
30,183
|
1,901
|
*,^
Zagg Inc.
|
256,399
|
1,867
|
|
Systemax Inc.
|
188,321
|
1,864
|
|
Strattec Security Corp.
|
65,085
|
1,850
|
|
|
|
|
*
|
Valuevision Media Inc. Class A
|
531,410
|
1,839
|
*
|
Isle of Capri Casinos Inc.
|
291,949
|
1,836
|
*
|
Career Education Corp.
|
740,695
|
1,755
|
*
|
K-Swiss Inc. Class A
|
360,599
|
1,709
|
*
|
ReachLocal Inc.
|
113,000
|
1,690
|
|
Flexsteel Industries Inc.
|
67,252
|
1,664
|
*
|
Morgans Hotel Group Co.
|
280,286
|
1,659
|
|
AH Belo Corp. Class A
|
282,231
|
1,648
|
*
|
Daily Journal Corp.
|
14,678
|
1,629
|
|
Lincoln Educational Services Corp.
|
277,693
|
1,627
|
*
|
Zale Corp.
|
404,536
|
1,590
|
*
|
1-800-Flowers.com Inc. Class A
|
318,424
|
1,583
|
*
|
Monarch Casino & Resort Inc.
|
153,094
|
1,490
|
*
|
Geeknet Inc.
|
100,443
|
1,484
|
*
|
Johnson Outdoors Inc. Class A
|
60,485
|
1,442
|
|
Outdoor Channel Holdings Inc.
|
161,653
|
1,442
|
*
|
Premier Exhibitions Inc.
|
536,744
|
1,428
|
|
Culp Inc.
|
88,952
|
1,415
|
*
|
Joe's Jeans Inc.
|
832,167
|
1,415
|
*,^
American Apparel Inc.
|
645,430
|
1,401
|
*
|
Delta Apparel Inc.
|
84,602
|
1,393
|
|
Lifetime Brands Inc.
|
120,582
|
1,376
|
*
|
Gordmans Stores Inc.
|
116,282
|
1,362
|
*
|
Tower International Inc.
|
95,547
|
1,338
|
*
|
New York & Co. Inc.
|
314,563
|
1,287
|
*
|
Pacific Sunwear of California Inc.
|
603,033
|
1,260
|
|
Einstein Noah Restaurant Group Inc.
|
84,347
|
1,251
|
*,^
Dex One Corp.
|
728,768
|
1,246
|
|
Marine Products Corp.
|
166,467
|
1,225
|
*
|
Reading International Inc. Class A
|
215,894
|
1,209
|
*
|
Ignite Restaurant Group Inc.
|
81,538
|
1,197
|
|
Shiloh Industries Inc.
|
110,112
|
1,186
|
*
|
Radio One Inc.
|
678,120
|
1,146
|
*
|
Rocky Brands Inc.
|
83,767
|
1,140
|
*
|
Gaiam Inc. Class A
|
266,128
|
1,118
|
*
|
Red Lion Hotels Corp.
|
157,136
|
1,117
|
|
Superior Uniform Group Inc.
|
89,826
|
1,073
|
*
|
Martha Stewart Living Omnimedia Class A
|
390,644
|
1,031
|
|
Salem Communications Corp. Class A
|
127,699
|
1,013
|
*
|
Stanley Furniture Co. Inc.
|
227,672
|
1,011
|
*,^
Skullcandy Inc.
|
190,795
|
1,007
|
*,^
Motorcar Parts of America Inc.
|
159,681
|
979
|
*
|
Carrols Restaurant Group Inc.
|
187,152
|
971
|
*
|
Rick's Cabaret International Inc.
|
107,071
|
946
|
*
|
Navarre Corp.
|
416,222
|
945
|
*
|
MTR Gaming Group Inc.
|
277,772
|
917
|
*
|
Build-A-Bear Workshop Inc.
|
168,197
|
907
|
*,^
Media General Inc. Class A
|
143,348
|
851
|
|
Ambassadors Group Inc.
|
195,913
|
844
|
*
|
Harris Interactive Inc.
|
497,732
|
836
|
^
|
Collectors Universe
|
70,491
|
830
|
*,^
Lee Enterprises Inc.
|
612,230
|
778
|
*,^
Coldwater Creek Inc.
|
244,705
|
773
|
*,^
Cache Inc.
|
180,624
|
762
|
*
|
Lakes Entertainment Inc.
|
260,577
|
756
|
|
Frisch's Restaurants Inc.
|
41,790
|
750
|
|
Dover Downs Gaming & Entertainment Inc.
|
355,462
|
739
|
|
|
|
|
|
National American University Holdings Inc.
|
175,287
|
684
|
*,^
SuperMedia Inc.
|
173,186
|
670
|
*
|
Century Casinos Inc.
|
229,611
|
657
|
|
Trans World Entertainment Corp.
|
160,912
|
623
|
*
|
Furniture Brands International Inc.
|
613,008
|
613
|
|
Escalade Inc.
|
99,114
|
612
|
*
|
Dixie Group Inc.
|
101,219
|
567
|
*
|
Learning Tree International Inc.
|
138,784
|
513
|
*
|
Cosi Inc.
|
719,295
|
496
|
|
Dover Motorsports Inc.
|
236,518
|
473
|
*
|
Kid Brands Inc.
|
298,606
|
463
|
*
|
Skyline Corp.
|
69,891
|
417
|
*
|
Perfumania Holdings Inc.
|
64,655
|
372
|
|
Gaming Partners International Corp.
|
41,577
|
358
|
*
|
Books-A-Million Inc.
|
112,514
|
320
|
*
|
Entertainment Gaming Asia Inc.
|
157,269
|
302
|
*
|
UQM Technologies Inc.
|
401,083
|
297
|
*
|
dELiA*s Inc.
|
299,242
|
296
|
*,^
Quantum Fuel Systems Technologies Worldwide Inc.
|
450,862
|
279
|
*
|
Emerson Radio Corp.
|
169,085
|
279
|
|
Hastings Entertainment Inc.
|
121,119
|
266
|
*
|
ALCO Stores Inc.
|
33,827
|
253
|
|
Canterbury Park Holding Corp.
|
24,382
|
245
|
*
|
Hollywood Media Corp.
|
174,057
|
218
|
*,^
Empire Resorts Inc.
|
108,577
|
207
|
*
|
Cambium Learning Group Inc.
|
157,716
|
162
|
*
|
US Auto Parts Network Inc.
|
128,589
|
154
|
*
|
Hovnanian Enterprises Inc. Class B
|
19,300
|
111
|
*,^
Orchard Supply Hardware Stores Corp. Class A
|
23,110
|
92
|
*
|
Sport Chalet Inc. Class A
|
65,485
|
85
|
|
Educational Development Corp.
|
11,647
|
44
|
*
|
SPAR Group Inc.
|
16,145
|
31
|
|
Koss Corp.
|
2,848
|
14
|
|
Bowl America Inc. Class A
|
964
|
12
|
*
|
Universal Travel Group
|
42,843
|
11
|
*
|
Sport Chalet Inc. Class B
|
1,820
|
3
|
|
|
|
29,940,044
|
Consumer Staples (9.5%)
|
|
|
|
Procter & Gamble Co.
|
38,073,902
|
2,933,975
|
|
Coca-Cola Co.
|
56,209,878
|
2,273,127
|
|
Philip Morris International Inc.
|
23,262,349
|
2,156,652
|
|
Wal-Mart Stores Inc.
|
23,291,097
|
1,742,873
|
|
PepsiCo Inc.
|
21,539,820
|
1,704,015
|
|
Altria Group Inc.
|
28,199,397
|
969,777
|
|
CVS Caremark Corp.
|
17,360,135
|
954,634
|
|
Colgate-Palmolive Co.
|
6,579,301
|
776,555
|
|
Mondelez International Inc. Class A
|
23,508,504
|
719,595
|
|
Costco Wholesale Corp.
|
6,021,532
|
638,945
|
|
Walgreen Co.
|
12,511,112
|
596,530
|
|
Kimberly-Clark Corp.
|
5,449,664
|
533,958
|
|
General Mills Inc.
|
8,984,757
|
443,038
|
|
Kraft Foods Group Inc.
|
7,836,981
|
403,840
|
|
HJ Heinz Co.
|
4,465,210
|
322,701
|
|
Archer-Daniels-Midland Co.
|
9,170,515
|
309,321
|
|
Sysco Corp.
|
8,185,102
|
287,870
|
|
Kroger Co.
|
6,796,877
|
225,249
|
|
Kellogg Co.
|
3,493,733
|
225,101
|
|
|
|
|
|
Mead Johnson Nutrition Co.
|
2,827,166
|
218,964
|
|
Lorillard Inc.
|
5,408,198
|
218,221
|
|
Whole Foods Market Inc.
|
2,454,343
|
212,914
|
|
Estee Lauder Cos. Inc. Class A
|
3,306,096
|
211,689
|
|
Reynolds American Inc.
|
4,682,068
|
208,305
|
|
ConAgra Foods Inc.
|
5,674,906
|
203,218
|
|
Hershey Co.
|
2,172,784
|
190,184
|
|
Clorox Co.
|
1,726,024
|
152,805
|
|
JM Smucker Co.
|
1,524,115
|
151,131
|
|
Bunge Ltd.
|
2,034,640
|
150,217
|
|
Coca-Cola Enterprises Inc.
|
4,064,128
|
150,048
|
|
Dr Pepper Snapple Group Inc.
|
2,905,531
|
136,415
|
|
Beam Inc.
|
1,990,965
|
126,506
|
|
Church & Dwight Co. Inc.
|
1,942,909
|
125,570
|
|
Avon Products Inc.
|
6,009,223
|
124,571
|
|
McCormick & Co. Inc.
|
1,670,249
|
122,847
|
|
Brown-Forman Corp. Class B
|
1,702,406
|
121,552
|
|
Campbell Soup Co.
|
2,616,756
|
118,696
|
*
|
Constellation Brands Inc. Class A
|
2,210,510
|
105,309
|
*,^
Green Mountain Coffee Roasters Inc.
|
1,823,575
|
103,506
|
|
Molson Coors Brewing Co. Class B
|
2,077,194
|
101,637
|
|
Tyson Foods Inc. Class A
|
4,027,927
|
99,973
|
*
|
Monster Beverage Corp.
|
2,069,481
|
98,797
|
|
Energizer Holdings Inc.
|
888,755
|
88,636
|
^
|
Safeway Inc.
|
3,331,851
|
87,794
|
|
Hormel Foods Corp.
|
2,009,874
|
83,048
|
|
Ingredion Inc.
|
1,066,075
|
77,099
|
|
Hillshire Brands Co.
|
1,699,495
|
59,737
|
^
|
Herbalife Ltd.
|
1,541,767
|
57,739
|
|
Flowers Foods Inc.
|
1,728,381
|
56,933
|
*
|
Smithfield Foods Inc.
|
1,994,839
|
52,823
|
*
|
Dean Foods Co.
|
2,573,529
|
46,658
|
*
|
United Natural Foods Inc.
|
682,713
|
33,589
|
|
Nu Skin Enterprises Inc. Class A
|
751,983
|
33,238
|
*,^
Hain Celestial Group Inc.
|
542,445
|
33,133
|
*
|
TreeHouse Foods Inc.
|
502,505
|
32,738
|
|
Casey's General Stores Inc.
|
532,032
|
31,017
|
*
|
Darling International Inc.
|
1,635,273
|
29,370
|
|
Harris Teeter Supermarkets Inc.
|
650,594
|
27,787
|
*
|
Fresh Market Inc.
|
533,878
|
22,834
|
|
B&G Foods Inc.
|
729,632
|
22,246
|
|
PriceSmart Inc.
|
272,550
|
21,213
|
*
|
Post Holdings Inc.
|
477,602
|
20,503
|
|
Lancaster Colony Corp.
|
262,805
|
20,236
|
*
|
Boston Beer Co. Inc. Class A
|
122,099
|
19,492
|
^
|
Universal Corp.
|
325,335
|
18,232
|
|
Spectrum Brands Holdings Inc.
|
321,555
|
18,197
|
*
|
Rite Aid Corp.
|
9,405,778
|
17,871
|
*
|
Prestige Brands Holdings Inc.
|
692,919
|
17,801
|
|
Snyders-Lance Inc.
|
659,484
|
16,659
|
|
J&J Snack Foods Corp.
|
208,017
|
15,994
|
|
Fresh Del Monte Produce Inc.
|
557,607
|
15,044
|
*
|
Elizabeth Arden Inc.
|
369,871
|
14,887
|
|
Sanderson Farms Inc.
|
270,732
|
14,787
|
^
|
SUPERVALU Inc.
|
2,871,325
|
14,471
|
|
Seaboard Corp.
|
4,926
|
13,793
|
|
Andersons Inc.
|
242,771
|
12,993
|
|
|
|
|
*
|
Susser Holdings Corp.
|
233,391
|
11,929
|
|
Vector Group Ltd.
|
706,188
|
11,384
|
|
WD-40 Co.
|
204,149
|
11,181
|
*
|
Pilgrim's Pride Corp.
|
882,911
|
8,114
|
|
Cal-Maine Foods Inc.
|
189,500
|
8,065
|
^
|
Tootsie Roll Industries Inc.
|
261,414
|
7,819
|
*
|
Boulder Brands Inc.
|
806,934
|
7,246
|
*
|
Annie's Inc.
|
186,637
|
7,141
|
|
Weis Markets Inc.
|
166,772
|
6,788
|
*
|
Dole Food Co. Inc.
|
546,440
|
5,956
|
|
Inter Parfums Inc.
|
226,102
|
5,524
|
|
Spartan Stores Inc.
|
295,279
|
5,182
|
*,^
Diamond Foods Inc.
|
302,616
|
5,102
|
|
Coca-Cola Bottling Co. Consolidated
|
79,368
|
4,787
|
*,^
USANA Health Sciences Inc.
|
98,546
|
4,763
|
|
Calavo Growers Inc.
|
159,214
|
4,582
|
*
|
Alliance One International Inc.
|
1,127,662
|
4,387
|
*
|
Chiquita Brands International Inc.
|
554,928
|
4,306
|
*
|
Revlon Inc. Class A
|
190,018
|
4,249
|
*
|
Medifast Inc.
|
185,335
|
4,248
|
*
|
Pantry Inc.
|
314,287
|
3,919
|
*
|
Central Garden and Pet Co. Class A
|
437,183
|
3,594
|
|
Nash Finch Co.
|
169,982
|
3,328
|
*
|
Seneca Foods Corp. Class A
|
97,588
|
3,222
|
|
Ingles Markets Inc. Class A
|
145,547
|
3,126
|
|
John B Sanfilippo & Son Inc.
|
151,594
|
3,029
|
*
|
Omega Protein Corp.
|
268,025
|
2,881
|
*
|
Chefs' Warehouse Inc.
|
155,532
|
2,873
|
|
Limoneira Co.
|
141,975
|
2,743
|
*,^
Star Scientific Inc.
|
1,552,540
|
2,577
|
|
Nutraceutical International Corp.
|
147,820
|
2,565
|
|
Oil-Dri Corp. of America
|
93,173
|
2,537
|
|
Nature's Sunshine Products Inc.
|
160,581
|
2,447
|
|
Village Super Market Inc. Class A
|
71,819
|
2,420
|
^
|
Roundy's Inc.
|
330,882
|
2,174
|
|
Alico Inc.
|
46,218
|
2,138
|
*
|
Inventure Foods Inc.
|
272,619
|
2,121
|
|
National Beverage Corp.
|
150,278
|
2,111
|
*
|
Central Garden and Pet Co.
|
223,966
|
1,931
|
|
Female Health Co.
|
257,616
|
1,865
|
|
Orchids Paper Products Co.
|
73,285
|
1,710
|
*
|
Farmer Bros Co.
|
92,919
|
1,366
|
|
Lifeway Foods Inc.
|
95,840
|
1,332
|
|
Griffin Land & Nurseries Inc.
|
37,621
|
1,131
|
*
|
Overhill Farms Inc.
|
180,429
|
713
|
*
|
Craft Brew Alliance Inc.
|
92,159
|
686
|
|
MGP Ingredients Inc.
|
99,786
|
437
|
*,^
Central European Distribution Corp.
|
857,506
|
287
|
|
Reliv International Inc.
|
146,638
|
199
|
*,^
Primo Water Corp.
|
178,443
|
196
|
*
|
Mannatech Inc.
|
21,837
|
140
|
*
|
Crystal Rock Holdings Inc.
|
32,920
|
34
|
|
Bridgford Foods Corp.
|
200
|
2
|
|
|
|
23,014,010
|
Energy (10.1%)
|
|
|
|
Exxon Mobil Corp.
|
63,488,375
|
5,720,937
|
|
Chevron Corp.
|
27,253,531
|
3,238,265
|
|
|
|
Schlumberger Ltd.
|
18,486,269
|
1,384,437
|
ConocoPhillips
|
16,058,201
|
965,098
|
Occidental Petroleum Corp.
|
11,281,776
|
884,153
|
Anadarko Petroleum Corp.
|
6,959,167
|
608,579
|
Phillips 66
|
8,278,643
|
579,257
|
Halliburton Co.
|
12,922,172
|
522,185
|
EOG Resources Inc.
|
3,772,041
|
483,085
|
Marathon Petroleum Corp.
|
4,723,101
|
423,190
|
National Oilwell Varco Inc.
|
5,944,637
|
420,583
|
Apache Corp.
|
5,448,639
|
420,417
|
Kinder Morgan Inc.
|
9,174,810
|
354,882
|
Williams Cos. Inc.
|
9,386,329
|
351,612
|
Valero Energy Corp.
|
7,708,025
|
350,638
|
Marathon Oil Corp.
|
9,836,829
|
331,698
|
Hess Corp.
|
4,280,431
|
306,522
|
Devon Energy Corp.
|
5,357,623
|
302,277
|
Noble Energy Inc.
|
2,477,203
|
286,513
|
Baker Hughes Inc.
|
6,122,070
|
284,125
|
Spectra Energy Corp.
|
9,093,283
|
279,618
|
Pioneer Natural Resources Co.
|
1,843,136
|
229,010
|
* Cameron International Corp.
|
3,435,466
|
223,992
|
Cabot Oil & Gas Corp.
|
2,927,634
|
197,937
|
Ensco plc Class A
|
3,233,935
|
194,036
|
Chesapeake Energy Corp.
|
9,255,314
|
188,901
|
Range Resources Corp.
|
2,264,631
|
183,526
|
* Southwestern Energy Co.
|
4,878,694
|
181,780
|
* FMC Technologies Inc.
|
3,310,409
|
180,053
|
Murphy Oil Corp.
|
2,570,844
|
163,840
|
EQT Corp.
|
2,080,413
|
140,948
|
HollyFrontier Corp.
|
2,683,559
|
138,069
|
* Concho Resources Inc.
|
1,383,618
|
134,806
|
Noble Corp.
|
3,514,151
|
134,065
|
* Weatherford International Ltd.
|
10,546,211
|
128,031
|
* Kinder Morgan Management LLC
|
1,421,638
|
124,891
|
Tesoro Corp.
|
1,953,019
|
114,349
|
CONSOL Energy Inc.
|
3,167,925
|
106,601
|
* Denbury Resources Inc.
|
5,398,754
|
100,687
|
Oceaneering International Inc.
|
1,500,667
|
99,659
|
Cimarex Energy Co.
|
1,203,509
|
90,793
|
Core Laboratories NV
|
652,760
|
90,029
|
Helmerich & Payne Inc.
|
1,470,313
|
89,248
|
* Cobalt International Energy Inc.
|
3,140,656
|
88,566
|
* Plains Exploration & Production Co.
|
1,796,403
|
85,275
|
* Whiting Petroleum Corp.
|
1,638,036
|
83,278
|
Peabody Energy Corp.
|
3,737,312
|
79,044
|
QEP Resources Inc.
|
2,475,650
|
78,825
|
* Cheniere Energy Inc.
|
2,643,579
|
74,020
|
Diamond Offshore Drilling Inc.
|
965,480
|
67,159
|
Nabors Industries Ltd.
|
4,032,162
|
65,402
|
* Dresser-Rand Group Inc.
|
1,051,579
|
64,840
|
* Oil States International Inc.
|
763,080
|
62,244
|
* Rowan Cos. plc Class A
|
1,725,877
|
61,027
|
* Superior Energy Services Inc.
|
2,191,932
|
56,924
|
* Continental Resources Inc.
|
642,770
|
55,876
|
SM Energy Co.
|
918,318
|
54,383
|
Energen Corp.
|
1,004,720
|
52,255
|
Patterson-UTI Energy Inc.
|
2,092,002
|
49,873
|
|
|
|
|
*
|
Gulfport Energy Corp.
|
1,060,783
|
48,616
|
*
|
WPX Energy Inc.
|
2,773,782
|
44,436
|
*
|
Atwood Oceanics Inc.
|
820,499
|
43,109
|
*
|
Ultra Petroleum Corp.
|
2,122,876
|
42,670
|
*
|
Newfield Exploration Co.
|
1,878,839
|
42,124
|
*
|
Dril-Quip Inc.
|
476,467
|
41,534
|
|
World Fuel Services Corp.
|
1,000,839
|
39,753
|
*
|
Oasis Petroleum Inc.
|
1,036,981
|
39,478
|
*
|
McDermott International Inc.
|
3,273,951
|
35,981
|
|
Tidewater Inc.
|
692,016
|
34,947
|
*
|
Rosetta Resources Inc.
|
728,204
|
34,648
|
*
|
Kodiak Oil & Gas Corp.
|
3,659,888
|
33,268
|
|
Bristow Group Inc.
|
499,806
|
32,957
|
*
|
Helix Energy Solutions Group Inc.
|
1,387,082
|
31,736
|
|
Lufkin Industries Inc.
|
466,781
|
30,990
|
|
Berry Petroleum Co. Class A
|
654,545
|
30,299
|
|
Western Refining Inc.
|
814,753
|
28,850
|
|
Targa Resources Corp.
|
412,468
|
28,031
|
*
|
Unit Corp.
|
606,687
|
27,635
|
*
|
SemGroup Corp. Class A
|
522,297
|
27,013
|
*,^
SandRidge Energy Inc.
|
5,107,581
|
26,917
|
|
CARBO Ceramics Inc.
|
288,687
|
26,291
|
|
Energy XXI Bermuda Ltd.
|
936,150
|
25,482
|
*
|
Alpha Natural Resources Inc.
|
3,061,802
|
25,137
|
*
|
McMoRan Exploration Co.
|
1,460,724
|
23,883
|
*
|
Gran Tierra Energy Inc.
|
3,797,965
|
22,332
|
*
|
Exterran Holdings Inc.
|
810,733
|
21,890
|
*
|
Hornbeck Offshore Services Inc.
|
466,613
|
21,679
|
*
|
PDC Energy Inc.
|
420,280
|
20,833
|
|
SEACOR Holdings Inc.
|
273,814
|
20,175
|
*
|
Halcon Resources Corp.
|
2,531,784
|
19,723
|
|
Delek US Holdings Inc.
|
487,988
|
19,256
|
*
|
Geospace Technologies Corp.
|
168,036
|
18,134
|
*
|
Key Energy Services Inc.
|
1,988,962
|
16,071
|
|
Arch Coal Inc.
|
2,955,967
|
16,051
|
*
|
Cloud Peak Energy Inc.
|
847,306
|
15,912
|
*
|
Forum Energy Technologies Inc.
|
540,907
|
15,556
|
*
|
Bonanza Creek Energy Inc.
|
385,761
|
14,917
|
*
|
Stone Energy Corp.
|
651,494
|
14,170
|
|
Enbridge Energy Management LLC
|
464,893
|
14,049
|
*
|
Hercules Offshore Inc.
|
1,877,172
|
13,929
|
^
|
RPC Inc.
|
905,158
|
13,731
|
*
|
Carrizo Oil & Gas Inc.
|
527,439
|
13,592
|
*
|
C&J Energy Services Inc.
|
588,764
|
13,483
|
*
|
Bill Barrett Corp.
|
661,580
|
13,410
|
|
Gulfmark Offshore Inc.
|
337,684
|
13,156
|
|
EXCO Resources Inc.
|
1,782,327
|
12,708
|
*,^
Clean Energy Fuels Corp.
|
968,884
|
12,595
|
|
CVR Energy Inc.
|
242,021
|
12,493
|
*
|
Northern Oil and Gas Inc.
|
826,811
|
11,889
|
*
|
Approach Resources Inc.
|
475,155
|
11,694
|
*
|
ION Geophysical Corp.
|
1,707,920
|
11,631
|
*
|
Newpark Resources Inc.
|
1,202,179
|
11,156
|
*
|
TETRA Technologies Inc.
|
1,065,504
|
10,932
|
*
|
EPL Oil & Gas Inc.
|
399,835
|
10,720
|
*
|
Comstock Resources Inc.
|
637,142
|
10,354
|
*
|
Rex Energy Corp.
|
620,741
|
10,230
|
|
|
|
|
|
Crosstex Energy Inc.
|
521,340
|
10,041
|
*
|
Laredo Petroleum Holdings Inc.
|
526,067
|
9,622
|
*
|
Magnum Hunter Resources Corp.
|
2,241,195
|
8,987
|
*
|
Swift Energy Co.
|
588,332
|
8,713
|
*,^
Heckmann Corp.
|
2,003,718
|
8,596
|
*
|
Forest Oil Corp.
|
1,625,022
|
8,548
|
*
|
Resolute Energy Corp.
|
668,601
|
7,696
|
|
W&T Offshore Inc.
|
506,187
|
7,188
|
|
Contango Oil & Gas Co.
|
177,079
|
7,099
|
|
Rentech Inc.
|
3,004,846
|
7,061
|
*
|
Pioneer Energy Services Corp.
|
845,541
|
6,976
|
*
|
Parker Drilling Co.
|
1,615,433
|
6,914
|
*
|
Tesco Corp.
|
447,634
|
5,994
|
*
|
PHI Inc.
|
170,985
|
5,849
|
*,^
Goodrich Petroleum Corp.
|
373,511
|
5,845
|
*
|
Era Group Inc.
|
270,417
|
5,679
|
*
|
Vaalco Energy Inc.
|
744,970
|
5,654
|
*
|
Willbros Group Inc.
|
560,916
|
5,508
|
*,^
Basic Energy Services Inc.
|
401,875
|
5,494
|
*
|
Matador Resources Co.
|
594,594
|
5,268
|
*
|
Matrix Service Co.
|
348,845
|
5,198
|
|
Alon USA Energy Inc.
|
234,670
|
4,470
|
*
|
Vantage Drilling Co.
|
2,351,112
|
4,114
|
*
|
Synergy Resources Corp.
|
595,999
|
4,089
|
*
|
Triangle Petroleum Corp.
|
601,772
|
3,972
|
*
|
Green Plains Renewable Energy Inc.
|
342,473
|
3,918
|
*
|
Midstates Petroleum Co. Inc.
|
446,852
|
3,821
|
|
Gulf Island Fabrication Inc.
|
174,920
|
3,684
|
*
|
Clayton Williams Energy Inc.
|
83,831
|
3,666
|
*
|
PetroQuest Energy Inc.
|
786,176
|
3,491
|
*
|
Dawson Geophysical Co.
|
109,392
|
3,282
|
*,^
Solazyme Inc.
|
412,960
|
3,225
|
*,^
Sanchez Energy Corp.
|
159,378
|
3,175
|
*
|
Natural Gas Services Group Inc.
|
159,281
|
3,068
|
|
Penn Virginia Corp.
|
733,338
|
2,963
|
|
Panhandle Oil and Gas Inc. Class A
|
103,237
|
2,958
|
*
|
Warren Resources Inc.
|
914,040
|
2,934
|
|
Bolt Technology Corp.
|
164,548
|
2,873
|
*,^
Quicksilver Resources Inc.
|
1,273,711
|
2,866
|
*,^
BPZ Resources Inc.
|
1,253,436
|
2,845
|
*
|
Mitcham Industries Inc.
|
164,895
|
2,790
|
*,^
TransAtlantic Petroleum Ltd.
|
2,782,754
|
2,769
|
*
|
RigNet Inc.
|
109,545
|
2,732
|
*
|
Abraxas Petroleum Corp.
|
1,099,156
|
2,539
|
*
|
REX American Resources Corp.
|
107,907
|
2,387
|
*
|
FX Energy Inc.
|
698,652
|
2,347
|
*,^
Cal Dive International Inc.
|
1,288,184
|
2,319
|
*,^
Uranium Energy Corp.
|
1,031,540
|
2,269
|
*
|
Callon Petroleum Co.
|
586,084
|
2,168
|
*
|
Evolution Petroleum Corp.
|
198,386
|
2,014
|
|
TGC Industries Inc.
|
198,579
|
1,966
|
*
|
Renewable Energy Group Inc.
|
228,696
|
1,759
|
*,^
KiOR Inc.
|
368,508
|
1,714
|
*
|
Harvest Natural Resources Inc.
|
479,497
|
1,683
|
*,^
Endeavour International Corp.
|
561,417
|
1,656
|
*
|
Westmoreland Coal Co.
|
144,386
|
1,640
|
*
|
Crimson Exploration Inc.
|
528,252
|
1,511
|
|
|
|
|
|
Apco Oil and Gas International Inc.
|
115,012
|
1,426
|
*,^
Miller Energy Resources Inc.
|
374,066
|
1,388
|
*,^
Amyris Inc.
|
434,298
|
1,338
|
|
Adams Resources & Energy Inc.
|
25,851
|
1,318
|
*,^
Hyperdynamics Corp.
|
2,123,817
|
1,293
|
*
|
Gastar Exploration Ltd.
|
713,738
|
1,256
|
*
|
Isramco Inc.
|
12,585
|
1,248
|
*
|
Lone Pine Resources Inc.
|
998,013
|
1,198
|
*
|
Double Eagle Petroleum Co.
|
220,979
|
1,184
|
*,^
Uranerz Energy Corp.
|
813,960
|
1,034
|
*,^
James River Coal Co.
|
499,937
|
875
|
*
|
Global Geophysical Services Inc.
|
292,618
|
717
|
*,^
USEC Inc.
|
1,756,889
|
650
|
*
|
CAMAC Energy Inc.
|
1,026,240
|
639
|
*,^
Gevo Inc.
|
273,926
|
614
|
*
|
US Energy Corp. Wyoming
|
321,367
|
533
|
*,^
ZaZa Energy Corp.
|
292,016
|
528
|
*
|
Saratoga Resources Inc.
|
197,163
|
524
|
*
|
Syntroleum Corp.
|
1,258,283
|
497
|
*,^
Uranium Resources Inc.
|
177,955
|
461
|
*
|
Verenium Corp.
|
176,670
|
456
|
*
|
Barnwell Industries Inc.
|
69,987
|
220
|
*,^
GMX Resources Inc.
|
65,771
|
144
|
*
|
GreenHunter Energy Inc.
|
89,492
|
138
|
*
|
PostRock Energy Corp.
|
76,763
|
136
|
*
|
PrimeEnergy Corp.
|
3,540
|
104
|
*
|
Gasco Energy Inc.
|
1,247,812
|
52
|
*,^
Houston American Energy Corp.
|
221,330
|
49
|
*,^
GeoGlobal Resources Inc.
|
609,855
|
19
|
*,^
Cubic Energy Inc.
|
26,705
|
7
|
|
|
|
24,406,202
|
Financials (16.7%)
|
|
|
|
Wells Fargo & Co.
|
69,639,188
|
2,575,954
|
|
JPMorgan Chase & Co.
|
52,934,132
|
2,512,254
|
|
Bank of America Corp.
|
150,083,477
|
1,828,017
|
|
Citigroup Inc.
|
40,835,010
|
1,806,541
|
*
|
Berkshire Hathaway Inc. Class B
|
12,550,913
|
1,307,805
|
|
American Express Co.
|
14,024,537
|
946,095
|
|
Goldman Sachs Group Inc.
|
6,216,801
|
914,802
|
|
US Bancorp
|
26,184,021
|
888,424
|
*
|
American International Group Inc.
|
19,529,630
|
758,140
|
|
Simon Property Group Inc.
|
4,307,554
|
683,006
|
|
BlackRock Inc.
|
1,888,637
|
485,153
|
|
MetLife Inc.
|
12,154,218
|
462,103
|
|
Bank of New York Mellon Corp.
|
16,302,906
|
456,318
|
|
Morgan Stanley
|
20,619,203
|
453,210
|
|
Travelers Cos. Inc.
|
5,318,302
|
447,748
|
|
Capital One Financial Corp.
|
8,099,924
|
445,091
|
|
American Tower Corporation
|
5,505,251
|
423,464
|
|
ACE Ltd.
|
4,731,800
|
420,988
|
|
State Street Corp.
|
6,472,487
|
382,459
|
|
Prudential Financial Inc.
|
6,433,346
|
379,503
|
|
Aflac Inc.
|
6,529,534
|
339,666
|
|
Allstate Corp.
|
6,708,721
|
329,197
|
|
PNC Financial Services Group Inc.
|
4,914,435
|
326,810
|
|
Chubb Corp.
|
3,669,118
|
321,158
|
|
Discover Financial Services
|
7,028,956
|
315,178
|
|
|
|
HCP Inc.
|
6,294,994
|
313,868
|
Franklin Resources Inc.
|
2,069,347
|
312,078
|
Public Storage
|
2,031,755
|
309,477
|
BB&T Corp.
|
9,742,418
|
305,815
|
Ventas Inc.
|
4,115,620
|
301,263
|
Marsh & McLennan Cos. Inc.
|
7,580,541
|
287,833
|
CME Group Inc.
|
4,410,312
|
270,749
|
Charles Schwab Corp.
|
15,092,280
|
266,982
|
T. Rowe Price Group Inc.
|
3,549,041
|
265,717
|
Aon plc
|
4,226,897
|
259,954
|
Prologis Inc.
|
6,418,117
|
256,596
|
Equity Residential
|
4,479,364
|
246,634
|
Health Care REIT Inc.
|
3,613,005
|
245,359
|
Weyerhaeuser Co.
|
7,540,857
|
236,632
|
SunTrust Banks Inc.
|
7,503,132
|
216,165
|
Annaly Capital Management Inc.
|
13,576,276
|
215,727
|
Ameriprise Financial Inc.
|
2,908,259
|
214,193
|
Boston Properties Inc.
|
2,100,845
|
212,311
|
Fifth Third Bancorp
|
12,681,221
|
206,831
|
Progressive Corp.
|
8,000,029
|
202,161
|
AvalonBay Communities Inc.
|
1,562,503
|
197,922
|
Vornado Realty Trust
|
2,332,918
|
195,125
|
Loews Corp.
|
4,384,731
|
193,235
|
McGraw-Hill Cos. Inc.
|
3,480,048
|
181,241
|
Invesco Ltd.
|
6,183,321
|
179,069
|
American Capital Agency Corp.
|
5,416,111
|
177,540
|
Host Hotels & Resorts Inc.
|
10,092,122
|
176,511
|
M&T Bank Corp.
|
1,604,245
|
165,494
|
* IntercontinentalExchange Inc.
|
1,012,656
|
165,134
|
Northern Trust Corp.
|
3,005,332
|
163,971
|
Regions Financial Corp.
|
19,675,917
|
161,146
|
Moody's Corp.
|
2,793,487
|
148,949
|
Hartford Financial Services Group Inc.
|
5,771,845
|
148,914
|
Principal Financial Group Inc.
|
4,083,353
|
138,957
|
NYSE Euronext
|
3,394,867
|
131,178
|
KeyCorp
|
13,019,258
|
129,672
|
* Berkshire Hathaway Inc. Class A
|
826
|
129,087
|
XL Group plc Class A
|
4,219,192
|
127,842
|
Kimco Realty Corp.
|
5,668,019
|
126,964
|
Lincoln National Corp.
|
3,852,713
|
125,637
|
Realty Income Corp.
|
2,697,089
|
122,313
|
Macerich Co.
|
1,857,723
|
119,600
|
Leucadia National Corp.
|
4,315,860
|
118,384
|
Plum Creek Timber Co. Inc.
|
2,247,043
|
117,296
|
General Growth Properties Inc.
|
5,873,811
|
116,771
|
* CIT Group Inc.
|
2,652,724
|
115,340
|
Digital Realty Trust Inc.
|
1,715,489
|
114,783
|
* Affiliated Managers Group Inc.
|
720,437
|
110,638
|
* CBRE Group Inc. Class A
|
4,349,609
|
109,828
|
Unum Group
|
3,866,224
|
109,221
|
SL Green Realty Corp.
|
1,256,761
|
108,220
|
Rayonier Inc.
|
1,713,395
|
102,238
|
Cincinnati Financial Corp.
|
2,149,472
|
101,434
|
* Arch Capital Group Ltd.
|
1,899,204
|
99,841
|
Federal Realty Investment Trust
|
898,874
|
97,114
|
Comerica Inc.
|
2,670,180
|
95,993
|
Willis Group Holdings plc
|
2,404,014
|
94,935
|
|
|
|
|
|
Everest Re Group Ltd.
|
718,910
|
93,358
|
|
Huntington Bancshares Inc.
|
11,912,530
|
88,034
|
|
New York Community Bancorp Inc.
|
6,106,575
|
87,629
|
|
UDR Inc.
|
3,478,558
|
84,146
|
|
Camden Property Trust
|
1,171,341
|
80,448
|
|
PartnerRe Ltd.
|
857,362
|
79,829
|
|
Torchmark Corp.
|
1,319,547
|
78,909
|
|
Essex Property Trust Inc.
|
507,707
|
76,451
|
|
Raymond James Financial Inc.
|
1,635,359
|
75,390
|
|
Duke Realty Corp.
|
4,379,957
|
74,372
|
|
Arthur J Gallagher & Co.
|
1,727,102
|
71,347
|
|
WR Berkley Corp.
|
1,606,868
|
71,297
|
|
Fidelity National Financial Inc. Class A
|
2,818,246
|
71,104
|
*
|
Alleghany Corp.
|
176,459
|
69,864
|
|
Senior Housing Properties Trust
|
2,590,876
|
69,513
|
*
|
Genworth Financial Inc. Class A
|
6,848,708
|
68,487
|
|
Eaton Vance Corp.
|
1,593,307
|
66,648
|
|
Taubman Centers Inc.
|
857,641
|
66,604
|
|
Regency Centers Corp.
|
1,256,465
|
66,480
|
|
American Campus Communities Inc.
|
1,452,530
|
65,858
|
|
Axis Capital Holdings Ltd.
|
1,580,488
|
65,780
|
|
Liberty Property Trust
|
1,643,723
|
65,338
|
|
People's United Financial Inc.
|
4,847,394
|
65,149
|
|
RenaissanceRe Holdings Ltd.
|
696,488
|
64,070
|
*,^
Markel Corp.
|
126,979
|
63,934
|
|
Zions Bancorporation
|
2,557,525
|
63,913
|
*
|
American Capital Ltd.
|
4,364,984
|
63,707
|
|
TD Ameritrade Holding Corp.
|
3,032,555
|
62,531
|
|
Apartment Investment & Management Co. Class A
|
2,022,509
|
62,010
|
|
Alexandria Real Estate Equities Inc.
|
869,869
|
61,743
|
|
Two Harbors Investment Corp.
|
4,876,725
|
61,496
|
|
Reinsurance Group of America Inc. Class A
|
1,026,496
|
61,251
|
|
Jones Lang LaSalle Inc.
|
612,050
|
60,844
|
*
|
Ocwen Financial Corp.
|
1,593,419
|
60,422
|
|
Ares Capital Corp.
|
3,319,001
|
60,074
|
|
DDR Corp.
|
3,443,778
|
59,991
|
|
HCC Insurance Holdings Inc.
|
1,410,651
|
59,290
|
*
|
MSCI Inc. Class A
|
1,696,709
|
57,569
|
|
Hudson City Bancorp Inc.
|
6,605,686
|
57,073
|
|
Extra Space Storage Inc.
|
1,446,180
|
56,792
|
|
NASDAQ OMX Group Inc.
|
1,726,029
|
55,751
|
|
SEI Investments Co.
|
1,922,383
|
55,461
|
|
National Retail Properties Inc.
|
1,532,252
|
55,422
|
|
BioMed Realty Trust Inc.
|
2,563,422
|
55,370
|
|
Brown & Brown Inc.
|
1,698,982
|
54,435
|
|
Kilroy Realty Corp.
|
1,038,174
|
54,400
|
|
Corrections Corp. of America
|
1,390,300
|
54,319
|
|
Legg Mason Inc.
|
1,676,633
|
53,904
|
|
Hospitality Properties Trust
|
1,909,708
|
52,402
|
|
Starwood Property Trust Inc.
|
1,883,984
|
52,299
|
|
Waddell & Reed Financial Inc. Class A
|
1,187,881
|
52,005
|
|
BRE Properties Inc.
|
1,067,923
|
51,987
|
|
Assurant Inc.
|
1,139,864
|
51,305
|
*
|
Signature Bank
|
641,758
|
50,545
|
|
Weingarten Realty Investors
|
1,601,919
|
50,541
|
|
East West Bancorp Inc.
|
1,956,654
|
50,227
|
|
CBL & Associates Properties Inc.
|
2,125,787
|
50,169
|
|
|
|
Assured Guaranty Ltd.
|
2,432,266
|
50,129
|
First Republic Bank
|
1,274,476
|
49,220
|
Cullen/Frost Bankers Inc.
|
768,866
|
48,077
|
Tanger Factory Outlet Centers
|
1,307,707
|
47,313
|
Omega Healthcare Investors Inc.
|
1,554,549
|
47,196
|
MFA Financial Inc.
|
4,978,852
|
46,403
|
Douglas Emmett Inc.
|
1,858,143
|
46,324
|
American Financial Group Inc.
|
969,614
|
45,940
|
Allied World Assurance Co. Holdings AG
|
493,113
|
45,721
|
Chimera Investment Corp.
|
14,304,748
|
45,632
|
Piedmont Office Realty Trust Inc. Class A
|
2,327,659
|
45,599
|
Home Properties Inc.
|
712,613
|
45,194
|
CBOE Holdings Inc.
|
1,209,874
|
44,693
|
Commerce Bancshares Inc.
|
1,085,788
|
44,333
|
* SVB Financial Group
|
618,545
|
43,880
|
White Mountains Insurance Group Ltd.
|
77,180
|
43,770
|
Old Republic International Corp.
|
3,416,600
|
43,425
|
First Niagara Financial Group Inc.
|
4,888,276
|
43,310
|
Highwoods Properties Inc.
|
1,090,405
|
43,147
|
* E*TRADE Financial Corp.
|
3,974,393
|
42,566
|
Equity Lifestyle Properties Inc.
|
545,425
|
41,889
|
Validus Holdings Ltd.
|
1,115,175
|
41,674
|
Mid-America Apartment Communities Inc.
|
586,108
|
40,477
|
City National Corp.
|
672,562
|
39,621
|
* Popular Inc.
|
1,432,444
|
39,550
|
Protective Life Corp.
|
1,102,484
|
39,469
|
Invesco Mortgage Capital Inc.
|
1,821,429
|
38,960
|
Newcastle Investment Corp.
|
3,465,867
|
38,714
|
Aspen Insurance Holdings Ltd.
|
988,559
|
38,139
|
ProAssurance Corp.
|
805,070
|
38,104
|
Hatteras Financial Corp.
|
1,375,956
|
37,742
|
Geo Group Inc.
|
989,906
|
37,240
|
CNO Financial Group Inc.
|
3,197,540
|
36,612
|
First Horizon National Corp.
|
3,427,558
|
36,606
|
Associated Banc-Corp
|
2,384,323
|
36,218
|
First American Financial Corp.
|
1,404,653
|
35,917
|
Post Properties Inc.
|
755,914
|
35,604
|
CommonWealth REIT
|
1,580,773
|
35,473
|
Prosperity Bancshares Inc.
|
738,346
|
34,990
|
Mack-Cali Realty Corp.
|
1,211,362
|
34,657
|
Hancock Holding Co.
|
1,118,082
|
34,571
|
RLJ Lodging Trust
|
1,503,104
|
34,211
|
ARMOUR Residential REIT Inc.
|
5,192,859
|
33,909
|
Healthcare Realty Trust Inc.
|
1,193,444
|
33,882
|
EPR Properties
|
650,665
|
33,867
|
LaSalle Hotel Properties
|
1,308,661
|
33,214
|
Medical Properties Trust Inc.
|
2,062,002
|
33,075
|
* Howard Hughes Corp.
|
394,624
|
33,073
|
Fulton Financial Corp.
|
2,759,434
|
32,285
|
TCF Financial Corp.
|
2,154,325
|
32,229
|
Bank of Hawaii Corp.
|
623,110
|
31,660
|
Prospect Capital Corp.
|
2,839,526
|
30,979
|
^ Lexington Realty Trust
|
2,609,415
|
30,791
|
^ Federated Investors Inc. Class B
|
1,298,650
|
30,739
|
Hanover Insurance Group Inc.
|
618,094
|
30,707
|
Susquehanna Bancshares Inc.
|
2,459,866
|
30,576
|
Corporate Office Properties Trust
|
1,122,092
|
29,937
|
|
|
|
* Forest City Enterprises Inc. Class A
|
1,676,161
|
29,785
|
* Portfolio Recovery Associates Inc.
|
234,355
|
29,744
|
Brandywine Realty Trust
|
1,991,215
|
29,570
|
Alterra Capital Holdings Ltd.
|
938,658
|
29,568
|
Erie Indemnity Co. Class A
|
390,112
|
29,465
|
WP Carey Inc.
|
429,122
|
28,923
|
Synovus Financial Corp.
|
10,376,685
|
28,743
|
Endurance Specialty Holdings Ltd.
|
600,913
|
28,730
|
* Stifel Financial Corp.
|
822,618
|
28,520
|
CYS Investments Inc.
|
2,422,124
|
28,436
|
DCT Industrial Trust Inc.
|
3,738,023
|
27,661
|
Webster Financial Corp.
|
1,127,034
|
27,342
|
Sovran Self Storage Inc.
|
423,855
|
27,334
|
Retail Properties of America Inc.
|
1,846,502
|
27,328
|
* Sunstone Hotel Investors Inc.
|
2,204,248
|
27,134
|
CubeSmart
|
1,707,949
|
26,986
|
CapitalSource Inc.
|
2,780,058
|
26,744
|
Valley National Bancorp
|
2,606,735
|
26,693
|
Platinum Underwriters Holdings Ltd.
|
473,899
|
26,448
|
Colonial Properties Trust
|
1,162,443
|
26,283
|
StanCorp Financial Group Inc.
|
614,394
|
26,271
|
Redwood Trust Inc.
|
1,132,209
|
26,245
|
Potlatch Corp.
|
560,481
|
25,704
|
Washington Federal Inc.
|
1,468,272
|
25,695
|
Washington REIT
|
920,440
|
25,625
|
Capitol Federal Financial Inc.
|
2,113,965
|
25,516
|
NorthStar Realty Finance Corp.
|
2,687,907
|
25,481
|
DiamondRock Hospitality Co.
|
2,709,809
|
25,228
|
FirstMerit Corp.
|
1,522,691
|
25,170
|
Radian Group Inc.
|
2,318,449
|
24,831
|
LPL Financial Holdings Inc.
|
763,144
|
24,604
|
^ Ryman Hospitality Properties
|
534,517
|
24,454
|
Janus Capital Group Inc.
|
2,599,244
|
24,433
|
First Industrial Realty Trust Inc.
|
1,410,910
|
24,169
|
FNB Corp.
|
1,939,205
|
23,464
|
EastGroup Properties Inc.
|
402,184
|
23,407
|
BOK Financial Corp.
|
375,675
|
23,405
|
Trustmark Corp.
|
929,869
|
23,256
|
Primerica Inc.
|
704,577
|
23,096
|
BankUnited Inc.
|
899,044
|
23,034
|
Apollo Investment Corp.
|
2,739,040
|
22,898
|
Sun Communities Inc.
|
462,207
|
22,801
|
* Texas Capital Bancshares Inc.
|
561,240
|
22,702
|
Glimcher Realty Trust
|
1,947,157
|
22,587
|
Kemper Corp.
|
683,479
|
22,288
|
* MGIC Investment Corp.
|
4,441,386
|
21,985
|
UMB Financial Corp.
|
446,962
|
21,932
|
* First Cash Financial Services Inc.
|
373,809
|
21,808
|
DuPont Fabros Technology Inc.
|
878,096
|
21,311
|
National Health Investors Inc.
|
325,112
|
21,279
|
Cash America International Inc.
|
402,960
|
21,143
|
PS Business Parks Inc.
|
267,560
|
21,116
|
PennyMac Mortgage Investment Trust
|
814,842
|
21,096
|
Pebblebrook Hotel Trust
|
816,413
|
21,055
|
* Alexander & Baldwin Inc.
|
583,912
|
20,875
|
Cathay General Bancorp
|
1,031,000
|
20,744
|
* MBIA Inc.
|
2,016,744
|
20,712
|
|
|
|
* Credit Acceptance Corp.
|
168,486
|
20,579
|
Umpqua Holdings Corp.
|
1,539,910
|
20,419
|
* St. Joe Co.
|
960,800
|
20,417
|
Iberiabank Corp.
|
406,345
|
20,325
|
Financial Engines Inc.
|
559,289
|
20,257
|
Greenhill & Co. Inc.
|
375,863
|
20,064
|
American Capital Mortgage Investment Corp.
|
776,073
|
20,061
|
Equity One Inc.
|
824,395
|
19,761
|
Government Properties Income Trust
|
756,418
|
19,463
|
Acadia Realty Trust
|
700,499
|
19,453
|
Colony Financial Inc.
|
874,915
|
19,423
|
MarketAxess Holdings Inc.
|
517,436
|
19,300
|
BancorpSouth Inc.
|
1,183,600
|
19,293
|
Old National Bancorp
|
1,396,000
|
19,195
|
* Strategic Hotels & Resorts Inc.
|
2,267,424
|
18,933
|
RLI Corp.
|
262,844
|
18,885
|
National Penn Bancshares Inc.
|
1,754,345
|
18,754
|
Glacier Bancorp Inc.
|
986,819
|
18,730
|
Wintrust Financial Corp.
|
499,975
|
18,519
|
United Bankshares Inc.
|
692,442
|
18,426
|
Home Loan Servicing Solutions Ltd.
|
775,260
|
18,087
|
Selective Insurance Group Inc.
|
751,344
|
18,040
|
Montpelier Re Holdings Ltd.
|
691,884
|
18,024
|
Bank of the Ozarks Inc.
|
403,820
|
17,909
|
Capstead Mortgage Corp.
|
1,374,185
|
17,617
|
* Walter Investment Management Corp.
|
469,182
|
17,477
|
MB Financial Inc.
|
717,488
|
17,342
|
* PHH Corp.
|
786,338
|
17,268
|
Westamerica Bancorporation
|
378,983
|
17,179
|
PrivateBancorp Inc.
|
908,377
|
17,177
|
Northwest Bancshares Inc.
|
1,347,205
|
17,096
|
LTC Properties Inc.
|
418,508
|
17,046
|
^ First Financial Bankshares Inc.
|
344,365
|
16,736
|
* Enstar Group Ltd.
|
133,313
|
16,569
|
Education Realty Trust Inc.
|
1,555,351
|
16,378
|
Healthcare Trust of America Inc. Class A
|
1,380,454
|
16,220
|
* Virtus Investment Partners Inc.
|
85,887
|
15,999
|
* Altisource Portfolio Solutions SA
|
227,728
|
15,884
|
Fifth Street Finance Corp.
|
1,403,201
|
15,463
|
EverBank Financial Corp.
|
998,819
|
15,382
|
Symetra Financial Corp.
|
1,145,387
|
15,360
|
International Bancshares Corp.
|
736,891
|
15,327
|
Community Bank System Inc.
|
514,256
|
15,237
|
Evercore Partners Inc. Class A
|
363,832
|
15,135
|
* World Acceptance Corp.
|
174,200
|
14,959
|
Chesapeake Lodging Trust
|
651,401
|
14,943
|
Franklin Street Properties Corp.
|
1,019,164
|
14,900
|
* Western Alliance Bancorp
|
1,063,977
|
14,725
|
American Assets Trust Inc.
|
459,724
|
14,716
|
Sabra Health Care REIT Inc.
|
506,915
|
14,706
|
Amtrust Financial Services Inc.
|
418,080
|
14,486
|
Argo Group International Holdings Ltd.
|
347,932
|
14,397
|
Pennsylvania REIT
|
740,643
|
14,361
|
Mercury General Corp.
|
378,369
|
14,352
|
Hersha Hospitality Trust Class A
|
2,454,573
|
14,335
|
Tower Group International Ltd.
|
757,442
|
13,975
|
Main Street Capital Corp.
|
435,110
|
13,963
|
|
|
|
|
|
Cousins Properties Inc.
|
1,298,609
|
13,882
|
|
CVB Financial Corp.
|
1,221,544
|
13,767
|
*
|
TFS Financial Corp.
|
1,270,301
|
13,757
|
*,^
Zillow Inc. Class A
|
250,254
|
13,681
|
|
First Midwest Bancorp Inc.
|
1,022,855
|
13,584
|
*
|
Ezcorp Inc. Class A
|
629,338
|
13,405
|
|
Nelnet Inc. Class A
|
392,037
|
13,251
|
|
BBCN Bancorp Inc.
|
1,012,759
|
13,227
|
|
Hudson Pacific Properties Inc.
|
607,212
|
13,207
|
|
NBT Bancorp Inc.
|
591,801
|
13,108
|
|
First Citizens BancShares Inc.Class A
|
71,006
|
12,973
|
|
First Financial Bancorp
|
798,370
|
12,814
|
*
|
National Financial Partners Corp.
|
569,836
|
12,781
|
|
PacWest Bancorp
|
436,080
|
12,694
|
*
|
Citizens Republic Bancorp Inc.
|
561,227
|
12,656
|
|
Associated Estates Realty Corp.
|
677,046
|
12,620
|
*
|
WisdomTree Investments Inc.
|
1,213,274
|
12,618
|
|
Anworth Mortgage Asset Corp.
|
1,984,330
|
12,561
|
|
Investors Real Estate Trust
|
1,255,941
|
12,396
|
|
CreXus Investment Corp.
|
945,836
|
12,315
|
|
American Equity Investment Life Holding Co.
|
825,607
|
12,293
|
|
Inland Real Estate Corp.
|
1,217,618
|
12,286
|
|
STAG Industrial Inc.
|
568,769
|
12,098
|
|
Astoria Financial Corp.
|
1,215,825
|
11,988
|
|
Columbia Banking System Inc.
|
542,354
|
11,921
|
^
|
Park National Corp.
|
168,117
|
11,733
|
|
Campus Crest Communities Inc.
|
843,330
|
11,722
|
|
Investors Bancorp Inc.
|
620,619
|
11,655
|
|
Home BancShares Inc.
|
308,725
|
11,630
|
*,^
Nationstar Mortgage Holdings Inc.
|
313,691
|
11,575
|
|
Solar Capital Ltd.
|
487,064
|
11,441
|
*
|
iStar Financial Inc.
|
1,042,915
|
11,357
|
|
Provident Financial Services Inc.
|
737,906
|
11,268
|
|
Parkway Properties Inc.
|
605,444
|
11,231
|
|
Horace Mann Educators Corp.
|
536,306
|
11,182
|
|
Ramco-Gershenson Properties Trust
|
661,965
|
11,121
|
|
SCBT Financial Corp.
|
220,211
|
11,099
|
|
Sterling Financial Corp.
|
508,485
|
11,029
|
|
Ashford Hospitality Trust Inc.
|
887,022
|
10,964
|
|
Kennedy-Wilson Holdings Inc.
|
705,591
|
10,944
|
|
First Commonwealth Financial Corp.
|
1,438,652
|
10,732
|
*
|
Pinnacle Financial Partners Inc.
|
449,850
|
10,509
|
*
|
Forestar Group Inc.
|
479,697
|
10,486
|
|
First Potomac Realty Trust
|
695,457
|
10,314
|
^
|
Triangle Capital Corp.
|
366,348
|
10,254
|
|
Employers Holdings Inc.
|
436,976
|
10,247
|
*
|
Greenlight Capital Re Ltd. Class A
|
413,909
|
10,120
|
|
Coresite Realty Corp.
|
288,934
|
10,107
|
|
Independent Bank Corp.
|
309,912
|
10,100
|
|
Retail Opportunity Investments Corp.
|
713,922
|
10,002
|
|
BlackRock Kelso Capital Corp.
|
987,980
|
9,880
|
|
Chemical Financial Corp.
|
373,735
|
9,859
|
|
PennantPark Investment Corp.
|
866,398
|
9,782
|
|
Interactive Brokers Group Inc.
|
651,802
|
9,718
|
|
Cohen & Steers Inc.
|
268,105
|
9,671
|
|
Boston Private Financial Holdings Inc.
|
975,561
|
9,639
|
|
Oriental Financial Group Inc.
|
618,180
|
9,588
|
|
|
|
Apollo Residential Mortgage Inc.
|
429,178
|
9,566
|
* FelCor Lodging Trust Inc.
|
1,606,043
|
9,556
|
Universal Health Realty Income Trust
|
165,297
|
9,539
|
AG Mortgage Investment Trust Inc.
|
369,399
|
9,409
|
* DFC Global Corp.
|
562,292
|
9,357
|
AMERISAFE Inc.
|
261,192
|
9,283
|
Silver Bay Realty Trust Corp.
|
448,197
|
9,278
|
Alexander's Inc.
|
28,060
|
9,251
|
* Encore Capital Group Inc.
|
305,422
|
9,193
|
SLM Corp.
|
447,276
|
9,160
|
WesBanco Inc.
|
380,527
|
9,114
|
HFF Inc. Class A
|
456,594
|
9,100
|
* Navigators Group Inc.
|
154,082
|
9,052
|
Northfield Bancorp Inc.
|
795,880
|
9,041
|
Summit Hotel Properties Inc.
|
858,416
|
8,988
|
Infinity Property & Casualty Corp.
|
159,443
|
8,961
|
Resource Capital Corp.
|
1,352,677
|
8,941
|
* Hilltop Holdings Inc.
|
653,822
|
8,820
|
Berkshire Hills Bancorp Inc.
|
341,347
|
8,718
|
Brookline Bancorp Inc.
|
953,103
|
8,711
|
Hercules Technology Growth Capital Inc.
|
709,182
|
8,687
|
ViewPoint Financial Group Inc.
|
430,562
|
8,659
|
Oritani Financial Corp.
|
553,125
|
8,568
|
Excel Trust Inc.
|
621,404
|
8,482
|
Banner Corp.
|
264,508
|
8,419
|
City Holding Co.
|
210,621
|
8,381
|
Apollo Commercial Real Estate Finance Inc.
|
474,062
|
8,339
|
Safety Insurance Group Inc.
|
166,775
|
8,197
|
Duff & Phelps Corp. Class A
|
513,107
|
7,958
|
* Piper Jaffray Cos.
|
231,740
|
7,949
|
Maiden Holdings Ltd.
|
734,041
|
7,774
|
Renasant Corp.
|
341,094
|
7,634
|
Dynex Capital Inc.
|
709,741
|
7,580
|
United Fire Group Inc.
|
291,971
|
7,437
|
S&T Bancorp Inc.
|
398,078
|
7,380
|
Western Asset Mortgage Capital Corp.
|
316,950
|
7,366
|
Getty Realty Corp.
|
362,323
|
7,323
|
* Netspend Holdings Inc.
|
458,109
|
7,279
|
TrustCo Bank Corp. NY
|
1,276,623
|
7,124
|
Saul Centers Inc.
|
160,686
|
7,028
|
* United Community Banks Inc.
|
614,898
|
6,973
|
RAIT Financial Trust
|
872,408
|
6,953
|
Cardinal Financial Corp.
|
380,884
|
6,924
|
State Bank Financial Corp.
|
420,102
|
6,877
|
Sandy Spring Bancorp Inc.
|
341,102
|
6,856
|
* Hanmi Financial Corp.
|
426,926
|
6,831
|
Kite Realty Group Trust
|
1,013,372
|
6,830
|
Community Trust Bancorp Inc.
|
198,432
|
6,753
|
Flushing Financial Corp.
|
397,378
|
6,732
|
* Bancorp Inc.
|
475,821
|
6,590
|
* Tejon Ranch Co.
|
220,704
|
6,573
|
* PICO Holdings Inc.
|
294,430
|
6,536
|
* ICG Group Inc.
|
518,474
|
6,471
|
Stewart Information Services Corp.
|
249,981
|
6,367
|
West Coast Bancorp
|
260,559
|
6,326
|
American National Insurance Co.
|
72,139
|
6,267
|
Tompkins Financial Corp.
|
147,874
|
6,252
|
|
|
|
|
|
Union First Market Bankshares Corp.
|
316,289
|
6,187
|
|
Select Income REIT
|
233,884
|
6,186
|
|
FBL Financial Group Inc. Class A
|
158,910
|
6,175
|
|
BGC Partners Inc. Class A
|
1,465,197
|
6,095
|
|
Urstadt Biddle Properties Inc. Class A
|
279,219
|
6,076
|
|
First Merchants Corp.
|
389,619
|
6,027
|
*
|
Wilshire Bancorp Inc.
|
885,368
|
6,003
|
|
Medley Capital Corp.
|
376,921
|
5,974
|
*
|
Investment Technology Group Inc.
|
538,605
|
5,946
|
|
CapLease Inc.
|
932,752
|
5,942
|
|
Dime Community Bancshares Inc.
|
406,910
|
5,843
|
*
|
Eagle Bancorp Inc.
|
266,899
|
5,842
|
*
|
Beneficial Mutual Bancorp Inc.
|
563,656
|
5,806
|
|
National Western Life Insurance Co. Class A
|
32,391
|
5,701
|
|
Lakeland Financial Corp.
|
209,284
|
5,586
|
|
Arlington Asset Investment Corp. Class A
|
215,385
|
5,559
|
|
Monmouth Real Estate Investment Corp. Class A
|
496,022
|
5,531
|
*
|
Virginia Commerce Bancorp Inc.
|
386,108
|
5,425
|
*,^
Green Dot Corp. Class A
|
320,014
|
5,347
|
|
TICC Capital Corp.
|
537,413
|
5,342
|
|
Agree Realty Corp.
|
173,000
|
5,207
|
|
Simmons First National Corp. Class A
|
204,987
|
5,190
|
*
|
BofI Holding Inc.
|
143,967
|
5,166
|
|
Washington Trust Bancorp Inc.
|
187,071
|
5,122
|
*
|
Walker & Dunlop Inc.
|
284,399
|
5,111
|
|
First Busey Corp.
|
1,106,764
|
5,058
|
|
Winthrop Realty Trust
|
401,712
|
5,054
|
|
Cedar Realty Trust Inc.
|
823,352
|
5,031
|
|
Rockville Financial Inc.
|
387,665
|
5,024
|
|
StellarOne Corp.
|
310,784
|
5,019
|
^
|
New York Mortgage Trust Inc.
|
662,755
|
4,997
|
*
|
Knight Capital Group Inc. Class A
|
1,331,137
|
4,952
|
^
|
TowneBank
|
328,559
|
4,919
|
*
|
Central Pacific Financial Corp.
|
310,007
|
4,867
|
|
Provident New York Bancorp
|
533,823
|
4,842
|
*
|
Ameris Bancorp
|
337,184
|
4,839
|
*
|
eHealth Inc.
|
268,424
|
4,799
|
|
Rouse Properties Inc.
|
263,871
|
4,776
|
*
|
Safeguard Scientifics Inc.
|
300,268
|
4,744
|
|
MCG Capital Corp.
|
987,172
|
4,719
|
*
|
Citizens Inc. Class A
|
559,416
|
4,694
|
|
Southside Bancshares Inc.
|
222,559
|
4,676
|
|
1st Source Corp.
|
195,655
|
4,637
|
|
Capital Southwest Corp.
|
40,111
|
4,613
|
|
WSFS Financial Corp.
|
93,634
|
4,554
|
|
Golub Capital BDC Inc.
|
275,163
|
4,543
|
|
First Financial Holdings Inc.
|
215,683
|
4,521
|
*
|
FBR & Co.
|
238,662
|
4,518
|
|
Meadowbrook Insurance Group Inc.
|
631,919
|
4,455
|
|
Heartland Financial USA Inc.
|
175,904
|
4,445
|
|
First Financial Corp.
|
141,013
|
4,441
|
|
FXCM Inc. Class A
|
323,992
|
4,432
|
*
|
NewStar Financial Inc.
|
331,823
|
4,390
|
^
|
Arrow Financial Corp.
|
176,925
|
4,359
|
*
|
Flagstar Bancorp Inc.
|
308,145
|
4,292
|
|
Sterling Bancorp
|
416,755
|
4,234
|
|
Chatham Lodging Trust
|
233,379
|
4,110
|
|
|
|
CoBiz Financial Inc.
|
502,289
|
4,059
|
First Interstate Bancsystem Inc.
|
215,414
|
4,052
|
SY Bancorp Inc.
|
177,342
|
3,990
|
Terreno Realty Corp.
|
221,796
|
3,988
|
New Mountain Finance Corp.
|
268,417
|
3,924
|
Federal Agricultural Mortgage Corp.
|
127,375
|
3,922
|
United Financial Bancorp Inc.
|
257,567
|
3,915
|
OneBeacon Insurance Group Ltd. Class A
|
288,853
|
3,905
|
First Community Bancshares Inc.
|
242,743
|
3,847
|
State Auto Financial Corp.
|
218,109
|
3,799
|
Bryn Mawr Bank Corp.
|
162,238
|
3,777
|
MVC Capital Inc.
|
293,449
|
3,765
|
Arbor Realty Trust Inc.
|
478,223
|
3,749
|
Lakeland Bancorp Inc.
|
379,108
|
3,734
|
Univest Corp. of Pennsylvania
|
213,849
|
3,725
|
^ KCAP Financial Inc.
|
331,887
|
3,574
|
Great Southern Bancorp Inc.
|
146,542
|
3,574
|
* Southwest Bancorp Inc.
|
284,242
|
3,570
|
* INTL. FCStone Inc.
|
204,994
|
3,569
|
Westwood Holdings Group Inc.
|
80,005
|
3,555
|
One Liberty Properties Inc.
|
162,265
|
3,524
|
First Connecticut Bancorp Inc.
|
237,767
|
3,502
|
THL Credit Inc.
|
233,757
|
3,502
|
Whitestone REIT
|
229,583
|
3,476
|
Financial Institutions Inc.
|
173,486
|
3,463
|
German American Bancorp Inc.
|
150,281
|
3,458
|
MainSource Financial Group Inc.
|
245,099
|
3,441
|
Tree.com Inc.
|
185,165
|
3,424
|
Bancfirst Corp.
|
81,959
|
3,418
|
Medallion Financial Corp.
|
253,926
|
3,357
|
* Taylor Capital Group Inc.
|
209,620
|
3,352
|
* Park Sterling Corp.
|
591,058
|
3,334
|
Camden National Corp.
|
100,511
|
3,325
|
Calamos Asset Management Inc. Class A
|
281,874
|
3,318
|
Homeowners Choice Inc.
|
121,079
|
3,299
|
Bank Mutual Corp.
|
592,063
|
3,274
|
* HomeStreet Inc.
|
146,123
|
3,264
|
* OmniAmerican Bancorp Inc.
|
127,631
|
3,227
|
GFI Group Inc.
|
963,328
|
3,218
|
Hudson Valley Holding Corp.
|
213,848
|
3,188
|
TCP Capital Corp.
|
198,087
|
3,161
|
National Interstate Corp.
|
104,658
|
3,138
|
Trico Bancshares
|
183,308
|
3,135
|
Republic Bancorp Inc. Class A
|
138,357
|
3,132
|
Citizens & Northern Corp.
|
160,582
|
3,131
|
National Bankshares Inc.
|
89,429
|
3,124
|
Centerstate Banks Inc.
|
357,403
|
3,067
|
Consolidated-Tomoka Land Co.
|
78,100
|
3,065
|
* Metro Bancorp Inc.
|
182,890
|
3,025
|
GAMCO Investors Inc.
|
56,653
|
3,009
|
Marlin Business Services Corp.
|
129,416
|
3,001
|
Manning & Napier Inc.
|
181,090
|
2,995
|
Territorial Bancorp Inc.
|
125,759
|
2,991
|
* Seacoast Banking Corp. of Florida
|
1,426,552
|
2,982
|
Peoples Bancorp Inc.
|
132,367
|
2,964
|
Donegal Group Inc. Class A
|
193,966
|
2,962
|
Gladstone Commercial Corp.
|
151,758
|
2,955
|
|
|
|
|
|
Enterprise Financial Services Corp.
|
204,647
|
2,935
|
|
West Bancorporation Inc.
|
260,443
|
2,891
|
|
First Defiance Financial Corp.
|
123,915
|
2,890
|
|
First of Long Island Corp.
|
96,962
|
2,875
|
|
Washington Banking Co.
|
205,813
|
2,869
|
|
OceanFirst Financial Corp.
|
198,748
|
2,866
|
*
|
Cowen Group Inc. Class A
|
1,011,512
|
2,852
|
|
Oppenheimer Holdings Inc. Class A
|
145,542
|
2,834
|
|
Franklin Financial Corp.
|
154,702
|
2,823
|
|
Diamond Hill Investment Group Inc.
|
36,136
|
2,812
|
|
First Bancorp
|
207,961
|
2,805
|
^
|
Fidus Investment Corp.
|
144,919
|
2,775
|
|
Bank of Marin Bancorp
|
69,150
|
2,772
|
|
CNB Financial Corp.
|
162,440
|
2,770
|
*
|
Gramercy Capital Corp.
|
529,262
|
2,757
|
|
Heritage Financial Corp.
|
189,131
|
2,742
|
|
Thomas Properties Group Inc.
|
533,496
|
2,737
|
*
|
Preferred Bank
|
173,163
|
2,733
|
|
1st United Bancorp Inc.
|
421,046
|
2,720
|
*
|
MPG Office Trust Inc.
|
976,434
|
2,685
|
*
|
Global Indemnity plc
|
115,617
|
2,682
|
*
|
American Safety Insurance Holdings Ltd.
|
107,165
|
2,675
|
*
|
First California Financial Group Inc.
|
308,034
|
2,624
|
|
Center Bancorp Inc.
|
209,832
|
2,608
|
*,^
Macatawa Bank Corp.
|
476,474
|
2,578
|
|
Baldwin & Lyons Inc.
|
105,982
|
2,521
|
|
Pacific Continental Corp.
|
224,733
|
2,510
|
|
Westfield Financial Inc.
|
317,429
|
2,470
|
*
|
Phoenix Cos. Inc.
|
80,245
|
2,469
|
|
Gladstone Investment Corp.
|
334,026
|
2,442
|
|
Gladstone Capital Corp.
|
260,963
|
2,401
|
*
|
Ladenburg Thalmann Financial Services Inc.
|
1,434,112
|
2,381
|
*
|
SWS Group Inc.
|
389,620
|
2,357
|
|
ESSA Bancorp Inc.
|
216,836
|
2,351
|
|
Kansas City Life Insurance Co.
|
59,650
|
2,334
|
|
Home Federal Bancorp Inc.
|
179,058
|
2,292
|
*
|
Suffolk Bancorp
|
160,789
|
2,290
|
*
|
Consumer Portfolio Services Inc.
|
193,450
|
2,265
|
|
EMC Insurance Group Inc.
|
85,257
|
2,245
|
*
|
Guaranty Bancorp
|
1,004,214
|
2,109
|
|
American National Bankshares Inc.
|
96,900
|
2,089
|
|
Bridge Bancorp Inc.
|
96,717
|
2,080
|
|
BankFinancial Corp.
|
249,542
|
2,019
|
|
MidWestOne Financial Group Inc.
|
84,404
|
2,010
|
*
|
Heritage Commerce Corp.
|
296,278
|
1,994
|
|
Ames National Corp.
|
95,351
|
1,989
|
*
|
Sun Bancorp Inc.
|
583,015
|
1,988
|
*
|
GSV Capital Corp.
|
240,184
|
1,984
|
|
Merchants Bancshares Inc.
|
64,591
|
1,946
|
*
|
MetroCorp Bancshares Inc.
|
191,450
|
1,932
|
*,^
FNB United Corp.
|
196,784
|
1,921
|
|
Penns Woods Bancorp Inc.
|
46,518
|
1,906
|
*
|
Bridge Capital Holdings
|
124,701
|
1,900
|
|
NGP Capital Resources Co.
|
266,607
|
1,896
|
|
Resource America Inc. Class A
|
188,602
|
1,878
|
|
First Bancorp Inc.
|
102,873
|
1,853
|
|
UMH Properties Inc.
|
179,614
|
1,845
|
|
|
|
ESB Financial Corp.
|
134,711
|
1,844
|
Fox Chase Bancorp Inc.
|
108,659
|
1,835
|
Provident Financial Holdings Inc.
|
106,410
|
1,810
|
Mercantile Bank Corp.
|
107,937
|
1,804
|
Northrim BanCorp Inc.
|
80,170
|
1,801
|
* BBX Capital Corp.
|
212,582
|
1,754
|
Bank of Kentucky Financial Corp.
|
63,868
|
1,752
|
Sierra Bancorp
|
129,322
|
1,701
|
C&F Financial Corp.
|
41,452
|
1,697
|
* Harris & Harris Group Inc.
|
467,552
|
1,683
|
Simplicity Bancorp Inc.
|
111,966
|
1,683
|
Crawford & Co. Class B
|
219,104
|
1,663
|
Nicholas Financial Inc.
|
112,102
|
1,648
|
* Orrstown Financial Services Inc.
|
110,799
|
1,639
|
Eastern Insurance Holdings Inc.
|
86,642
|
1,625
|
* Capital City Bank Group Inc.
|
130,834
|
1,616
|
Bar Harbor Bankshares
|
44,203
|
1,616
|
Universal Insurance Holdings Inc.
|
330,796
|
1,604
|
Horizon Bancorp
|
77,905
|
1,574
|
* Farmers Capital Bank Corp.
|
83,468
|
1,569
|
* Intervest Bancshares Corp. Class A
|
265,008
|
1,558
|
* Regional Management Corp.
|
74,041
|
1,496
|
SI Financial Group Inc.
|
123,536
|
1,494
|
* AV Homes Inc.
|
110,040
|
1,467
|
* First Financial Northwest Inc.
|
187,439
|
1,464
|
First Pactrust Bancorp Inc.
|
128,152
|
1,461
|
MidSouth Bancorp Inc.
|
89,266
|
1,451
|
* Altisource Residential Corp.
|
71,786
|
1,436
|
* Pacific Mercantile Bancorp
|
242,517
|
1,419
|
* Waterstone Financial Inc.
|
171,503
|
1,418
|
Century Bancorp Inc. Class A
|
41,793
|
1,417
|
* Hampton Roads Bankshares Inc.
|
1,079,278
|
1,414
|
* Home Bancorp Inc.
|
75,728
|
1,409
|
Heritage Financial Group Inc.
|
95,993
|
1,390
|
JMP Group Inc.
|
197,690
|
1,366
|
Peapack Gladstone Financial Corp.
|
91,362
|
1,362
|
First M&F Corp.
|
92,521
|
1,309
|
* United Community Financial Corp.
|
337,202
|
1,308
|
Middleburg Financial Corp.
|
67,162
|
1,304
|
Clifton Savings Bancorp Inc.
|
103,900
|
1,295
|
* Asset Acceptance Capital Corp.
|
190,720
|
1,285
|
* North Valley Bancorp
|
72,002
|
1,274
|
Asta Funding Inc.
|
129,928
|
1,247
|
* Doral Financial Corp.
|
1,743,641
|
1,229
|
Artio Global Investors Inc. Class A
|
450,166
|
1,224
|
Charter Financial Corp.
|
93,064
|
1,190
|
Firstbank Corp.
|
85,578
|
1,186
|
* NewBridge Bancorp
|
196,144
|
1,155
|
Investors Title Co.
|
16,725
|
1,155
|
* Firstcity Financial Corp.
|
115,420
|
1,133
|
* Fidelity Southern Corp.
|
98,499
|
1,133
|
* Hallmark Financial Services
|
123,744
|
1,114
|
Cape Bancorp Inc.
|
120,787
|
1,106
|
* BRT Realty Trust
|
155,426
|
1,091
|
* First Marblehead Corp.
|
1,061,933
|
1,073
|
Crawford & Co. Class A
|
200,339
|
1,062
|
Hingham Institution for Savings
|
15,198
|
1,059
|
|
|
|
|
|
TF Financial Corp.
|
41,237
|
1,049
|
|
Meta Financial Group Inc.
|
39,428
|
1,046
|
|
Pulaski Financial Corp.
|
98,173
|
1,038
|
*
|
Stratus Properties Inc.
|
64,468
|
1,033
|
|
Norwood Financial Corp.
|
32,607
|
999
|
|
MutualFirst Financial Inc.
|
68,306
|
971
|
|
Federal Agricultural Mortgage Corp. Class A
|
38,986
|
963
|
|
Codorus Valley Bancorp Inc.
|
57,516
|
944
|
|
Northeast Bancorp
|
98,971
|
934
|
^
|
Life Partners Holdings Inc.
|
235,977
|
923
|
*
|
First United Corp.
|
109,295
|
914
|
|
CFS Bancorp Inc.
|
113,215
|
903
|
*
|
AmeriServ Financial Inc.
|
286,575
|
897
|
|
Cheviot Financial Corp.
|
78,534
|
887
|
|
Independence Holding Co.
|
86,570
|
881
|
|
Pzena Investment Management Inc. Class A
|
135,146
|
878
|
|
PMC Commercial Trust
|
115,492
|
874
|
*
|
Republic First Bancorp Inc.
|
308,077
|
853
|
|
Evans Bancorp Inc.
|
46,462
|
843
|
|
US Global Investors Inc. Class A
|
227,235
|
834
|
|
HopFed Bancorp Inc.
|
76,683
|
824
|
*
|
Fortegra Financial Corp.
|
91,069
|
798
|
*
|
Yadkin Valley Financial Corp.
|
196,595
|
788
|
|
Alliance Bancorp Inc. of Pennsylvania
|
58,843
|
780
|
*
|
Maui Land & Pineapple Co. Inc.
|
185,534
|
746
|
|
HF Financial Corp.
|
53,970
|
740
|
*
|
Gleacher & Co. Inc.
|
1,215,454
|
729
|
*
|
Community Bankers Trust Corp.
|
221,212
|
723
|
|
Urstadt Biddle Properties Inc.
|
37,652
|
718
|
*
|
Eastern Virginia Bankshares Inc.
|
126,332
|
715
|
|
LNB Bancorp Inc.
|
84,109
|
699
|
*
|
First South Bancorp Inc.
|
105,776
|
692
|
*
|
Independent Bank Corp.
|
81,697
|
691
|
|
Gain Capital Holdings Inc.
|
154,083
|
687
|
*
|
NASB Financial Inc.
|
31,957
|
673
|
|
QCR Holdings Inc.
|
39,985
|
660
|
*
|
Riverview Bancorp Inc.
|
249,239
|
658
|
*
|
ECB Bancorp Inc.
|
45,079
|
650
|
|
New Hampshire Thrift Bancshares Inc.
|
47,709
|
625
|
|
Ohio Valley Banc Corp.
|
29,929
|
621
|
|
Ameriana Bancorp
|
68,086
|
609
|
|
Teche Holding Co.
|
13,723
|
566
|
|
Oneida Financial Corp.
|
42,255
|
540
|
*
|
MBT Financial Corp.
|
136,980
|
534
|
*
|
Shore Bancshares Inc.
|
77,871
|
533
|
*,^
Old Second Bancorp Inc.
|
166,779
|
530
|
*,^
Security National Financial Corp. Class A
|
73,635
|
529
|
*
|
First Acceptance Corp.
|
372,396
|
503
|
|
California First National Bancorp
|
27,285
|
472
|
|
Capital Trust Inc. Class A
|
169,378
|
462
|
*
|
United Security Bancshares
|
56,759
|
452
|
|
Federated National Holding Co.
|
59,404
|
452
|
|
Premier Financial Bancorp Inc.
|
33,722
|
391
|
*
|
American River Bankshares
|
51,603
|
388
|
|
Hawthorn Bancshares Inc.
|
33,577
|
381
|
*
|
CIFC Corp.
|
44,641
|
367
|
*
|
WSB Holdings Inc.
|
54,465
|
357
|
|
|
|
Citizens Holding Co.
|
17,552
|
341
|
* Unity Bancorp Inc.
|
52,799
|
340
|
* ZipRealty Inc.
|
87,190
|
318
|
Union Bankshares Inc.
|
15,578
|
317
|
Atlanticus Holdings Corp.
|
81,773
|
300
|
* BCSB Bancorp Inc.
|
17,867
|
299
|
Old Point Financial Corp.
|
22,959
|
296
|
* American Independence Corp.
|
41,327
|
290
|
Institutional Financial Markets Inc.
|
122,156
|
282
|
* Jefferson Bancshares Inc.
|
54,395
|
276
|
Salisbury Bancorp Inc.
|
10,606
|
271
|
First Citizens Banc Corp.
|
37,818
|
258
|
* Summit Financial Group Inc.
|
36,117
|
256
|
Wayne Savings Bancshares Inc.
|
25,297
|
256
|
QC Holdings Inc.
|
77,554
|
249
|
Tower Financial Corp.
|
17,387
|
242
|
Rurban Financial Corp.
|
28,020
|
240
|
Berkshire Bancorp Inc.
|
28,770
|
240
|
United Bancorp Inc.
|
33,198
|
240
|
Peoples Bancorp of North Carolina Inc.
|
20,860
|
236
|
Landmark Bancorp Inc.
|
10,962
|
224
|
* United Security Bancshares
|
50,585
|
222
|
Auburn National Bancorporation Inc.
|
9,747
|
218
|
Timberland Bancorp Inc.
|
24,686
|
202
|
Peoples Financial Corp.
|
16,131
|
198
|
* 1st Constitution Bancorp
|
21,719
|
190
|
Community Bank Shares of Indiana Inc.
|
10,809
|
177
|
Fauquier Bankshares Inc.
|
14,515
|
175
|
* Colony Bankcorp Inc.
|
32,193
|
174
|
* PVF Capital Corp.
|
35,425
|
140
|
* Premierwest Bancorp
|
70,022
|
139
|
* Supertel Hospitality Inc.
|
105,537
|
117
|
* Royal Bancshares of Pennsylvania Inc.
|
64,104
|
100
|
United Bancshares Inc.
|
8,251
|
99
|
WVS Financial Corp.
|
8,783
|
92
|
* Vestin Realty Mortgage II Inc.
|
74,073
|
91
|
Greene County Bancorp Inc.
|
4,317
|
91
|
* Severn Bancorp Inc.
|
17,549
|
89
|
Mid Penn Bancorp Inc.
|
6,769
|
76
|
First Capital Inc.
|
3,713
|
75
|
* Prudential Bancorp Inc. of Pennsylvania
|
7,531
|
69
|
* Transcontinental Realty Investors Inc.
|
10,999
|
59
|
Northeast Community Bancorp Inc.
|
10,711
|
58
|
Glen Burnie Bancorp
|
4,500
|
56
|
National Security Group Inc.
|
6,548
|
54
|
Southwest Georgia Financial Corp.
|
4,935
|
51
|
* Guaranty Federal Bancshares Inc.
|
5,200
|
51
|
* Southern Community Financial Corp.
|
197,337
|
43
|
* United Community Financial Corp. Rights 12/31/49
|
337,202
|
21
|
* Porter Bancorp Inc.
|
16,831
|
14
|
* Valley National Bancorp Warrants Exp. 6/30/2015
|
6,511
|
4
|
|
|
40,506,774
|
Health Care (12.2%)
|
|
|
Johnson & Johnson
|
38,589,583
|
3,146,209
|
Pfizer Inc.
|
102,523,045
|
2,958,815
|
Merck & Co. Inc.
|
42,332,709
|
1,872,376
|
Amgen Inc.
|
10,685,392
|
1,095,360
|
|
|
|
* Gilead Sciences Inc.
|
21,100,330
|
1,032,439
|
Bristol-Myers Squibb Co.
|
22,985,672
|
946,780
|
AbbVie Inc.
|
21,852,870
|
891,160
|
Eli Lilly & Co.
|
14,543,277
|
825,913
|
UnitedHealth Group Inc.
|
14,224,257
|
813,770
|
Abbott Laboratories
|
22,010,674
|
777,417
|
* Celgene Corp.
|
5,890,064
|
682,717
|
Medtronic Inc.
|
14,205,368
|
667,084
|
* Express Scripts Holding Co.
|
11,368,371
|
655,387
|
* Biogen Idec Inc.
|
3,129,919
|
603,793
|
Baxter International Inc.
|
7,650,117
|
555,705
|
Allergan Inc.
|
4,282,405
|
478,045
|
Covidien plc
|
6,591,946
|
447,198
|
Thermo Fisher Scientific Inc.
|
5,016,002
|
383,674
|
McKesson Corp.
|
3,286,894
|
354,853
|
WellPoint Inc.
|
4,228,425
|
280,049
|
Stryker Corp.
|
4,235,489
|
276,323
|
* Intuitive Surgical Inc.
|
553,701
|
271,972
|
Becton Dickinson and Co.
|
2,754,141
|
263,323
|
* Alexion Pharmaceuticals Inc.
|
2,705,446
|
249,280
|
Cigna Corp.
|
3,979,528
|
248,203
|
Aetna Inc.
|
4,659,171
|
238,177
|
Agilent Technologies Inc.
|
4,852,082
|
203,642
|
Cardinal Health Inc.
|
4,731,414
|
196,921
|
* Cerner Corp.
|
2,030,684
|
192,407
|
* Regeneron Pharmaceuticals Inc.
|
1,052,421
|
185,647
|
Zimmer Holdings Inc.
|
2,413,486
|
181,542
|
St. Jude Medical Inc.
|
4,332,811
|
175,219
|
AmerisourceBergen Corp. Class A
|
3,279,017
|
168,705
|
* Vertex Pharmaceuticals Inc.
|
3,019,375
|
166,005
|
* Mylan Inc.
|
5,674,834
|
164,230
|
* Actavis Inc.
|
1,779,049
|
163,868
|
* DaVita HealthCare Partners Inc.
|
1,374,070
|
162,951
|
* Life Technologies Corp.
|
2,418,952
|
156,337
|
Humana Inc.
|
2,231,967
|
154,251
|
* Boston Scientific Corp.
|
19,582,213
|
152,937
|
HCA Holdings Inc.
|
3,706,351
|
150,589
|
Perrigo Co.
|
1,240,188
|
147,248
|
* Forest Laboratories Inc.
|
3,699,058
|
140,712
|
* Edwards Lifesciences Corp.
|
1,604,580
|
131,832
|
Quest Diagnostics Inc.
|
2,210,539
|
124,785
|
* Laboratory Corp. of America Holdings
|
1,323,581
|
119,387
|
* Waters Corp.
|
1,210,003
|
113,631
|
* Henry Schein Inc.
|
1,223,788
|
113,262
|
CR Bard Inc.
|
1,098,979
|
110,755
|
* Varian Medical Systems Inc.
|
1,528,069
|
110,021
|
* CareFusion Corp.
|
3,086,133
|
107,984
|
* BioMarin Pharmaceutical Inc.
|
1,722,223
|
107,226
|
* Illumina Inc.
|
1,715,832
|
92,655
|
ResMed Inc.
|
1,992,398
|
92,368
|
* Mettler-Toledo International Inc.
|
428,100
|
91,279
|
* Onyx Pharmaceuticals Inc.
|
999,143
|
88,784
|
Coventry Health Care Inc.
|
1,872,990
|
88,087
|
* Hologic Inc.
|
3,709,800
|
83,841
|
DENTSPLY International Inc.
|
1,976,419
|
83,840
|
Universal Health Services Inc. Class B
|
1,249,218
|
79,788
|
* Hospira Inc.
|
2,300,712
|
75,532
|
|
|
|
|
*
|
IDEXX Laboratories Inc.
|
784,112
|
72,444
|
|
Cooper Cos. Inc.
|
665,660
|
71,811
|
*
|
Tenet Healthcare Corp.
|
1,479,672
|
70,403
|
|
Omnicare Inc.
|
1,537,643
|
62,613
|
*
|
Pharmacyclics Inc.
|
772,843
|
62,144
|
*
|
MEDNAX Inc.
|
692,599
|
62,078
|
|
Community Health Systems Inc.
|
1,266,362
|
60,013
|
*
|
Covance Inc.
|
759,700
|
56,461
|
*
|
Sirona Dental Systems Inc.
|
763,471
|
56,291
|
|
PerkinElmer Inc.
|
1,598,379
|
53,769
|
*
|
Seattle Genetics Inc.
|
1,406,825
|
49,956
|
*
|
Endo Health Solutions Inc.
|
1,611,232
|
49,562
|
*
|
athenahealth Inc.
|
504,003
|
48,908
|
*
|
Medivation Inc.
|
1,030,062
|
48,176
|
|
Teleflex Inc.
|
568,803
|
48,070
|
|
Patterson Cos. Inc.
|
1,225,726
|
46,627
|
*
|
Health Management Associates Inc. Class A
|
3,569,974
|
45,946
|
*
|
Ariad Pharmaceuticals Inc.
|
2,532,703
|
45,817
|
*
|
Zoetis Inc.
|
1,368,484
|
45,707
|
*
|
Cubist Pharmaceuticals Inc.
|
894,884
|
41,898
|
*
|
Salix Pharmaceuticals Ltd.
|
815,383
|
41,731
|
*
|
Alkermes plc
|
1,745,333
|
41,382
|
|
Warner Chilcott plc Class A
|
2,955,825
|
40,051
|
*
|
United Therapeutics Corp.
|
645,625
|
39,299
|
*,^
Incyte Corp. Ltd.
|
1,640,329
|
38,400
|
*
|
Jazz Pharmaceuticals plc
|
683,487
|
38,214
|
*
|
Brookdale Senior Living Inc. Class A
|
1,358,743
|
37,882
|
*
|
Cepheid Inc.
|
920,780
|
35,330
|
*
|
WellCare Health Plans Inc.
|
598,446
|
34,686
|
*
|
Team Health Holdings Inc.
|
944,121
|
34,347
|
*
|
Bio-Rad Laboratories Inc. Class A
|
272,421
|
34,325
|
*
|
LifePoint Hospitals Inc.
|
685,233
|
33,206
|
|
Techne Corp.
|
486,036
|
32,978
|
*
|
PAREXEL International Corp.
|
830,517
|
32,814
|
*
|
HMS Holdings Corp.
|
1,203,036
|
32,662
|
*
|
Health Net Inc.
|
1,128,798
|
32,306
|
|
STERIS Corp.
|
762,466
|
31,726
|
*
|
Centene Corp.
|
716,999
|
31,577
|
*
|
Thoratec Corp.
|
815,856
|
30,595
|
|
West Pharmaceutical Services Inc.
|
470,034
|
30,524
|
*
|
Allscripts Healthcare Solutions Inc.
|
2,245,153
|
30,512
|
*
|
Align Technology Inc.
|
903,932
|
30,291
|
|
Hill-Rom Holdings Inc.
|
856,505
|
30,166
|
*
|
Charles River Laboratories International Inc.
|
672,274
|
29,762
|
*
|
Haemonetics Corp.
|
712,056
|
29,664
|
*
|
Myriad Genetics Inc.
|
1,132,747
|
28,772
|
|
Owens & Minor Inc.
|
882,844
|
28,745
|
*
|
VCA Antech Inc.
|
1,158,586
|
27,215
|
*
|
Alere Inc.
|
1,064,312
|
27,172
|
^
|
Questcor Pharmaceuticals Inc.
|
821,750
|
26,740
|
*
|
HealthSouth Corp.
|
1,001,954
|
26,422
|
*,^
Theravance Inc.
|
1,086,987
|
25,675
|
*
|
Medicines Co.
|
744,905
|
24,895
|
*,^
Arena Pharmaceuticals Inc.
|
3,016,305
|
24,764
|
*
|
Bruker Corp.
|
1,269,738
|
24,252
|
|
Air Methods Corp.
|
483,795
|
23,338
|
*
|
ViroPharma Inc.
|
911,919
|
22,944
|
|
|
|
|
*
|
Isis Pharmaceuticals Inc.
|
1,332,290
|
22,569
|
*
|
MWI Veterinary Supply Inc.
|
168,878
|
22,336
|
|
Chemed Corp.
|
267,216
|
21,372
|
*
|
Infinity Pharmaceuticals Inc.
|
407,761
|
19,764
|
*
|
Ironwood Pharmaceuticals Inc. Class A
|
1,066,630
|
19,509
|
*
|
Medidata Solutions Inc.
|
335,954
|
19,479
|
*
|
Insulet Corp.
|
724,364
|
18,732
|
*
|
ImmunoGen Inc.
|
1,160,044
|
18,630
|
*
|
Alnylam Pharmaceuticals Inc.
|
755,171
|
18,404
|
*
|
Magellan Health Services Inc.
|
383,346
|
18,236
|
*
|
Cyberonics Inc.
|
384,821
|
18,013
|
*
|
Acorda Therapeutics Inc.
|
556,785
|
17,834
|
*
|
HeartWare International Inc.
|
200,681
|
17,746
|
*
|
Nektar Therapeutics
|
1,597,448
|
17,572
|
*
|
Volcano Corp.
|
746,181
|
16,610
|
*
|
DexCom Inc.
|
947,440
|
15,841
|
*,^
Opko Health Inc.
|
2,076,169
|
15,841
|
*,^
Sarepta Therapeutics Inc.
|
423,416
|
15,645
|
*
|
Neogen Corp.
|
308,732
|
15,304
|
*,^
Vivus Inc.
|
1,381,493
|
15,196
|
*
|
Emeritus Corp.
|
541,218
|
15,040
|
|
Masimo Corp.
|
747,128
|
14,659
|
*
|
Amsurg Corp. Class A
|
433,563
|
14,585
|
*
|
Wright Medical Group Inc. Rights Exp. 12/31/2049
|
609,693
|
14,517
|
^
|
PDL BioPharma Inc.
|
1,948,610
|
14,244
|
|
Abaxis Inc.
|
300,425
|
14,216
|
*
|
Hanger Inc.
|
445,170
|
14,036
|
*
|
Impax Laboratories Inc.
|
897,457
|
13,857
|
|
Analogic Corp.
|
168,561
|
13,320
|
*
|
ArthroCare Corp.
|
381,153
|
13,249
|
|
CONMED Corp.
|
388,222
|
13,223
|
|
Meridian Bioscience Inc.
|
568,895
|
12,982
|
*
|
Santarus Inc.
|
745,475
|
12,919
|
*
|
Acadia Healthcare Co. Inc.
|
439,473
|
12,916
|
*
|
NuVasive Inc.
|
602,533
|
12,840
|
*
|
Molina Healthcare Inc.
|
415,660
|
12,831
|
*
|
MedAssets Inc.
|
655,661
|
12,621
|
*
|
Akorn Inc.
|
911,597
|
12,607
|
*
|
Celldex Therapeutics Inc.
|
1,079,230
|
12,498
|
*
|
NPS Pharmaceuticals Inc.
|
1,206,601
|
12,295
|
*
|
Auxilium Pharmaceuticals Inc.
|
681,324
|
11,773
|
*
|
Endologix Inc.
|
715,030
|
11,548
|
*,^
Exelixis Inc.
|
2,477,827
|
11,448
|
*
|
Neurocrine Biosciences Inc.
|
907,734
|
11,020
|
*
|
Aegerion Pharmaceuticals Inc.
|
270,279
|
10,903
|
*
|
Integra LifeSciences Holdings Corp.
|
279,490
|
10,903
|
*
|
ICU Medical Inc.
|
177,615
|
10,470
|
|
Quality Systems Inc.
|
569,614
|
10,413
|
*
|
Capital Senior Living Corp.
|
384,988
|
10,175
|
*
|
IPC The Hospitalist Co. Inc.
|
226,666
|
10,082
|
*
|
Synageva BioPharma Corp.
|
182,685
|
10,033
|
*,^
Dendreon Corp.
|
2,115,595
|
10,007
|
*
|
InterMune Inc.
|
1,097,638
|
9,934
|
*
|
Conceptus Inc.
|
407,731
|
9,847
|
*
|
Quidel Corp.
|
407,178
|
9,670
|
*
|
Greatbatch Inc.
|
322,383
|
9,630
|
*
|
AMN Healthcare Services Inc.
|
605,366
|
9,583
|
|
|
|
|
|
Cantel Medical Corp.
|
315,715
|
9,490
|
*
|
Orthofix International NV
|
259,224
|
9,298
|
*
|
ABIOMED Inc.
|
492,958
|
9,204
|
*,^
Pacira Pharmaceuticals Inc.
|
314,841
|
9,086
|
*,^
Bio-Reference Labs Inc.
|
339,770
|
8,827
|
*
|
Achillion Pharmaceuticals Inc.
|
1,008,099
|
8,811
|
*
|
Omnicell Inc.
|
452,997
|
8,553
|
*
|
Luminex Corp.
|
515,208
|
8,511
|
*
|
Exact Sciences Corp.
|
865,292
|
8,480
|
*
|
Spectranetics Corp.
|
445,360
|
8,253
|
*
|
NxStage Medical Inc.
|
724,359
|
8,171
|
*
|
Momenta Pharmaceuticals Inc.
|
600,234
|
8,007
|
*
|
Rigel Pharmaceuticals Inc.
|
1,168,719
|
7,936
|
|
Ensign Group Inc.
|
232,765
|
7,774
|
*
|
BioScrip Inc.
|
609,236
|
7,743
|
|
Computer Programs & Systems Inc.
|
142,966
|
7,736
|
*,^
Keryx Biopharmaceuticals Inc.
|
1,091,505
|
7,684
|
*
|
Kindred Healthcare Inc.
|
725,968
|
7,644
|
*
|
Halozyme Therapeutics Inc.
|
1,303,547
|
7,521
|
*,^
MannKind Corp.
|
2,205,774
|
7,478
|
*
|
Optimer Pharmaceuticals Inc.
|
615,178
|
7,321
|
|
Landauer Inc.
|
128,712
|
7,257
|
*
|
ExamWorks Group Inc.
|
417,625
|
7,233
|
*
|
Array BioPharma Inc.
|
1,462,228
|
7,194
|
*
|
Ligand Pharmaceuticals Inc. Class B
|
269,367
|
7,179
|
*
|
AMAG Pharmaceuticals Inc.
|
292,713
|
6,981
|
*
|
Lexicon Pharmaceuticals Inc.
|
3,153,594
|
6,875
|
*
|
Merit Medical Systems Inc.
|
542,095
|
6,646
|
*
|
Merrimack Pharmaceuticals Inc.
|
1,082,605
|
6,604
|
*
|
Sangamo Biosciences Inc.
|
684,168
|
6,541
|
*,^
Sequenom Inc.
|
1,555,543
|
6,456
|
*
|
Genomic Health Inc.
|
227,346
|
6,429
|
*
|
ACADIA Pharmaceuticals Inc.
|
788,545
|
6,261
|
*
|
Vanguard Health Systems Inc.
|
419,512
|
6,238
|
*
|
HealthStream Inc.
|
267,806
|
6,143
|
^
|
Spectrum Pharmaceuticals Inc.
|
820,813
|
6,123
|
*
|
Dyax Corp.
|
1,345,483
|
5,866
|
*
|
Orexigen Therapeutics Inc.
|
925,442
|
5,784
|
*
|
Natus Medical Inc.
|
426,272
|
5,729
|
*
|
Symmetry Medical Inc.
|
497,314
|
5,694
|
*
|
Healthways Inc.
|
457,304
|
5,602
|
|
National Healthcare Corp.
|
122,363
|
5,594
|
|
Select Medical Holdings Corp.
|
621,400
|
5,593
|
*
|
PharMerica Corp.
|
398,847
|
5,584
|
*
|
Accretive Health Inc.
|
541,027
|
5,497
|
*
|
Cadence Pharmaceuticals Inc.
|
815,584
|
5,456
|
*
|
Antares Pharma Inc.
|
1,513,215
|
5,417
|
*
|
SurModics Inc.
|
197,534
|
5,383
|
*
|
Astex Pharmaceuticals
|
1,195,289
|
5,331
|
*,^
MAKO Surgical Corp.
|
473,180
|
5,276
|
*
|
Cardiovascular Systems Inc.
|
256,223
|
5,247
|
|
Invacare Corp.
|
397,611
|
5,189
|
*
|
GenMark Diagnostics Inc.
|
400,948
|
5,180
|
*
|
Fluidigm Corp.
|
279,369
|
5,171
|
*
|
Cynosure Inc. Class A
|
196,659
|
5,147
|
*
|
Dynavax Technologies Corp.
|
2,314,056
|
5,137
|
*
|
Corvel Corp.
|
103,500
|
5,122
|
|
|
|
|
*
|
Cambrex Corp.
|
397,744
|
5,087
|
*
|
Obagi Medical Products Inc.
|
256,127
|
5,059
|
*
|
Emergent Biosolutions Inc.
|
346,381
|
4,842
|
*
|
Idenix Pharmaceuticals Inc.
|
1,334,585
|
4,751
|
*
|
Synta Pharmaceuticals Corp.
|
552,383
|
4,751
|
*
|
AVEO Pharmaceuticals Inc.
|
640,556
|
4,708
|
*,^
Protalix BioTherapeutics Inc.
|
855,100
|
4,695
|
|
US Physical Therapy Inc.
|
174,627
|
4,689
|
*
|
AVANIR Pharmaceuticals Inc.
|
1,709,532
|
4,684
|
|
Hi-Tech Pharmacal Co. Inc.
|
140,838
|
4,663
|
*
|
Amedisys Inc.
|
414,868
|
4,613
|
*,^
Clovis Oncology Inc.
|
160,214
|
4,593
|
*
|
Endocyte Inc.
|
364,766
|
4,541
|
*
|
Triple-S Management Corp. Class B
|
260,321
|
4,535
|
*
|
LHC Group Inc.
|
209,910
|
4,511
|
*
|
Depomed Inc.
|
755,253
|
4,433
|
*
|
Vocera Communications Inc.
|
192,134
|
4,419
|
*
|
Vical Inc.
|
1,101,106
|
4,382
|
*
|
Furiex Pharmaceuticals Inc.
|
116,191
|
4,355
|
*,^
Accuray Inc.
|
925,965
|
4,296
|
|
Universal American Corp.
|
515,426
|
4,294
|
*
|
TESARO Inc.
|
193,019
|
4,239
|
*
|
XenoPort Inc.
|
590,146
|
4,220
|
*
|
Affymetrix Inc.
|
892,373
|
4,212
|
|
Atrion Corp.
|
21,644
|
4,155
|
*
|
Novavax Inc.
|
1,797,078
|
4,097
|
*
|
Five Star Quality Care Inc.
|
609,543
|
4,078
|
*
|
OraSure Technologies Inc.
|
746,968
|
4,034
|
*
|
Gentiva Health Services Inc.
|
369,377
|
3,997
|
*
|
AngioDynamics Inc.
|
349,459
|
3,994
|
*
|
Cerus Corp.
|
894,074
|
3,952
|
*,^
Raptor Pharmaceutical Corp.
|
659,621
|
3,859
|
*
|
XOMA Corp.
|
1,096,132
|
3,826
|
*
|
Curis Inc.
|
1,142,730
|
3,748
|
*,^
Navidea Biopharmaceuticals Inc.
|
1,376,191
|
3,729
|
*
|
Tornier NV
|
190,667
|
3,594
|
*
|
Albany Molecular Research Inc.
|
341,357
|
3,588
|
*
|
Palomar Medical Technologies Inc.
|
250,609
|
3,381
|
*
|
Providence Service Corp.
|
178,512
|
3,301
|
*,^
Synergy Pharmaceuticals Inc.
|
539,675
|
3,276
|
|
Assisted Living Concepts Inc. Class A
|
272,211
|
3,237
|
*
|
Vascular Solutions Inc.
|
198,657
|
3,222
|
*
|
Anika Therapeutics Inc.
|
218,181
|
3,168
|
*
|
RTI Biologics Inc.
|
787,887
|
3,104
|
*,^
PROLOR Biotech Inc.
|
605,590
|
3,064
|
*,^
Greenway Medical Technologies
|
191,577
|
3,046
|
*,^
Repros Therapeutics Inc.
|
187,331
|
3,016
|
*
|
Progenics Pharmaceuticals Inc.
|
550,309
|
2,966
|
*
|
Trius Therapeutics Inc.
|
432,122
|
2,956
|
*
|
Sciclone Pharmaceuticals Inc.
|
635,938
|
2,925
|
*,^
NewLink Genetics Corp.
|
237,514
|
2,914
|
*
|
Chindex International Inc.
|
208,690
|
2,867
|
*
|
Repligen Corp.
|
409,388
|
2,829
|
*
|
Staar Surgical Co.
|
495,381
|
2,789
|
*,^
PhotoMedex Inc.
|
172,998
|
2,784
|
*,^
Immunomedics Inc.
|
1,136,337
|
2,739
|
*,^
Sunesis Pharmaceuticals Inc.
|
491,484
|
2,688
|
|
|
|
|
|
CryoLife Inc.
|
443,435
|
2,665
|
*
|
Threshold Pharmaceuticals Inc.
|
563,011
|
2,595
|
*
|
Rochester Medical Corp.
|
167,295
|
2,446
|
*
|
Merge Healthcare Inc.
|
845,832
|
2,444
|
*
|
Exactech Inc.
|
116,135
|
2,403
|
*
|
Insmed Inc.
|
317,427
|
2,378
|
*
|
Lannett Co. Inc.
|
232,832
|
2,354
|
|
Almost Family Inc.
|
114,293
|
2,335
|
*
|
Cutera Inc.
|
178,648
|
2,322
|
*,^
Osiris Therapeutics Inc.
|
221,766
|
2,306
|
*,^
Galena Biopharma Inc.
|
1,098,769
|
2,296
|
*
|
Sagent Pharmaceuticals Inc.
|
127,900
|
2,245
|
*,^
Unilife Corp.
|
1,008,577
|
2,199
|
*
|
Alphatec Holdings Inc.
|
989,644
|
2,088
|
*
|
Arqule Inc.
|
805,160
|
2,085
|
*
|
Harvard Bioscience Inc.
|
360,542
|
2,037
|
|
Utah Medical Products Inc.
|
41,367
|
2,017
|
*
|
OncoGenex Pharmaceutical Inc.
|
176,975
|
2,005
|
*
|
Pozen Inc.
|
380,050
|
2,003
|
*
|
Cytokinetics Inc.
|
1,736,639
|
1,980
|
|
Enzon Pharmaceuticals Inc.
|
517,601
|
1,967
|
|
Pain Therapeutics Inc.
|
572,446
|
1,964
|
*
|
Cross Country Healthcare Inc.
|
364,289
|
1,934
|
*
|
Geron Corp.
|
1,787,383
|
1,913
|
*
|
Skilled Healthcare Group Inc.
|
289,646
|
1,903
|
*,^
SIGA Technologies Inc.
|
525,800
|
1,882
|
*,^
Peregrine Pharmaceuticals Inc.
|
1,398,027
|
1,873
|
*,^
Biolase Inc.
|
468,584
|
1,865
|
*
|
AtriCure Inc.
|
234,158
|
1,855
|
*
|
Anacor Pharmaceuticals Inc.
|
286,154
|
1,849
|
*,^
Ampio Pharmaceuticals Inc.
|
399,684
|
1,827
|
*
|
Cytori Therapeutics Inc.
|
727,489
|
1,826
|
*
|
Corcept Therapeutics Inc.
|
883,298
|
1,767
|
*
|
Targacept Inc.
|
411,576
|
1,762
|
*
|
GTx Inc.
|
412,329
|
1,711
|
*,^
ZIOPHARM Oncology Inc.
|
929,113
|
1,700
|
*,^
Zogenix Inc.
|
897,238
|
1,615
|
*,^
Delcath Systems Inc.
|
894,334
|
1,610
|
*
|
Vanda Pharmaceuticals Inc.
|
407,489
|
1,597
|
|
National Research Corp.
|
27,488
|
1,595
|
*
|
Amicus Therapeutics Inc.
|
495,781
|
1,572
|
*,^
Oncothyreon Inc.
|
724,015
|
1,506
|
*
|
Durect Corp.
|
1,094,540
|
1,456
|
*,^
Biotime Inc.
|
376,299
|
1,437
|
*
|
Solta Medical Inc.
|
649,035
|
1,428
|
*,^
Inovio Pharmaceuticals Inc.
|
2,365,337
|
1,407
|
*
|
Discovery Laboratories Inc.
|
593,540
|
1,359
|
*
|
Omeros Corp.
|
327,289
|
1,348
|
|
Psychemedics Corp.
|
112,607
|
1,343
|
*
|
Pacific Biosciences of California Inc.
|
525,087
|
1,307
|
*
|
Chelsea Therapeutics International Ltd.
|
636,886
|
1,299
|
*,^
Hansen Medical Inc.
|
627,239
|
1,261
|
*
|
Nanosphere Inc.
|
543,421
|
1,196
|
*
|
Enzo Biochem Inc.
|
471,186
|
1,187
|
*
|
Pernix Therapeutics Holdings
|
234,810
|
1,165
|
*,^
Horizon Pharma Inc.
|
410,009
|
1,111
|
*
|
Agenus Inc.
|
277,543
|
1,080
|
|
|
|
|
*
|
CardioNet Inc.
|
442,809
|
1,076
|
*
|
Cleveland Biolabs Inc.
|
535,493
|
1,050
|
*
|
PDI Inc.
|
177,317
|
1,046
|
*
|
Medical Action Industries Inc.
|
174,024
|
1,044
|
*
|
Sucampo Pharmaceuticals Inc. Class A
|
158,504
|
1,037
|
*
|
RadNet Inc.
|
363,013
|
1,016
|
*
|
Synergetics USA Inc.
|
289,440
|
1,004
|
*
|
Cell Therapeutics Inc.
|
841,078
|
967
|
*
|
Digirad Corp.
|
377,221
|
951
|
*,^
Apricus Biosciences Inc.
|
354,517
|
950
|
*,^
Rockwell Medical Technologies Inc.
|
239,769
|
950
|
*
|
CytRx Corp.
|
343,873
|
935
|
*
|
Biospecifics Technologies Corp.
|
53,486
|
912
|
*
|
Icad Inc.
|
179,126
|
894
|
*
|
Cornerstone Therapeutics Inc.
|
119,548
|
845
|
*
|
Theragenics Corp.
|
505,923
|
825
|
*,^
Zalicus Inc.
|
1,212,350
|
809
|
*,^
Savient Pharmaceuticals Inc.
|
1,006,733
|
805
|
*
|
Verastem Inc.
|
82,845
|
797
|
*,^
Supernus Pharmaceuticals Inc.
|
140,974
|
792
|
*,^
Cel-Sci Corp.
|
3,363,021
|
775
|
|
Maxygen Inc.
|
320,911
|
773
|
*
|
Cumberland Pharmaceuticals Inc.
|
152,070
|
757
|
*
|
LCA-Vision Inc.
|
221,694
|
745
|
*
|
Cardica Inc.
|
567,438
|
738
|
*
|
Wright Medical Group Inc.
|
288,011
|
720
|
*
|
Metabolix Inc.
|
386,346
|
707
|
*,^
Affymax Inc.
|
467,931
|
650
|
*,^
StemCells Inc.
|
372,978
|
645
|
*,^
Alexza Pharmaceuticals Inc.
|
143,961
|
636
|
*
|
Codexis Inc.
|
253,050
|
605
|
*,^
MELA Sciences Inc.
|
517,162
|
600
|
*
|
Transcept Pharmaceuticals Inc.
|
123,149
|
590
|
*
|
EnteroMedics Inc.
|
584,526
|
585
|
*
|
Bovie Medical Corp.
|
158,893
|
524
|
*
|
BioCryst Pharmaceuticals Inc.
|
425,176
|
506
|
*
|
Zeltiq Aesthetics Inc.
|
128,907
|
492
|
*
|
Alliance HealthCare Services Inc.
|
62,748
|
487
|
*,^
Anthera Pharmaceuticals Inc. Class A
|
734,103
|
477
|
*,^
Arrowhead Research Corp.
|
211,290
|
461
|
*
|
Columbia Laboratories Inc.
|
757,867
|
449
|
*
|
TranS1 Inc.
|
200,063
|
448
|
*
|
Celsion Corp.
|
415,693
|
436
|
*
|
Sharps Compliance Corp.
|
156,325
|
419
|
*,^
Acura Pharmaceuticals Inc.
|
182,108
|
388
|
*,^
BSD Medical Corp.
|
257,082
|
378
|
*
|
Strategic Diagnostics Inc.
|
365,605
|
358
|
|
Heska Corp.
|
38,628
|
358
|
*,^
Aastrom Biosciences Inc.
|
494,308
|
346
|
*
|
Entremed Inc.
|
166,512
|
338
|
*,^
Mast Therapeutics Inc.
|
495,914
|
335
|
*
|
Hemispherx Biopharma Inc.
|
1,666,987
|
317
|
*
|
Biota Pharmaceuticals Inc.
|
77,957
|
317
|
*
|
Alimera Sciences Inc.
|
102,848
|
316
|
*
|
Adolor Corp. Rights Exp. 07/01/2019
|
592,629
|
308
|
*
|
Palatin Technologies Inc.
|
504,697
|
303
|
*,^
Biosante Pharmaceuticals Inc.
|
253,823
|
297
|
|
|
|
* Vision Sciences Inc.
|
273,044
|
292
|
* GenVec Inc.
|
189,152
|
286
|
Daxor Corp.
|
37,940
|
275
|
* Hooper Holmes Inc.
|
591,641
|
272
|
* Forest Laboratories Inc. Contingent Value Rights Exp. 04/14/2018
|
216,285
|
205
|
* Biodel Inc.
|
62,688
|
177
|
* Authentidate Holding Corp.
|
131,342
|
131
|
* Stereotaxis Inc.
|
54,377
|
108
|
* ThermoGenesis Corp.
|
123,286
|
105
|
* Idera Pharmaceuticals Inc.
|
197,758
|
99
|
* Retractable Technologies Inc.
|
74,206
|
79
|
* ProPhase Labs Inc.
|
31,802
|
55
|
* ERBA Diagnostics Inc.
|
61,375
|
45
|
* PURE Bioscience Inc.
|
14,337
|
8
|
Myrexis Inc.
|
34,818
|
3
|
|
|
29,521,166
|
Industrials (11.1%)
|
|
|
General Electric Co.
|
146,020,521
|
3,375,994
|
United Technologies Corp.
|
12,124,704
|
1,132,811
|
3M Co.
|
9,153,303
|
973,088
|
Union Pacific Corp.
|
6,550,308
|
932,829
|
United Parcel Service Inc. Class B
|
10,075,786
|
865,510
|
Boeing Co.
|
9,975,461
|
856,393
|
Caterpillar Inc.
|
9,106,014
|
791,950
|
Honeywell International Inc.
|
10,363,030
|
780,854
|
Emerson Electric Co.
|
10,083,552
|
563,368
|
Danaher Corp.
|
8,198,850
|
509,559
|
Deere & Co.
|
5,181,310
|
445,489
|
FedEx Corp.
|
4,155,030
|
408,024
|
Eaton Corp. plc
|
6,450,405
|
395,087
|
Precision Castparts Corp.
|
2,026,603
|
384,284
|
Lockheed Martin Corp.
|
3,830,102
|
369,681
|
Illinois Tool Works Inc.
|
5,823,276
|
354,870
|
CSX Corp.
|
14,361,844
|
353,732
|
Norfolk Southern Corp.
|
4,409,767
|
339,905
|
General Dynamics Corp.
|
4,179,019
|
294,663
|
Cummins Inc.
|
2,514,355
|
291,187
|
Raytheon Co.
|
4,593,366
|
270,044
|
Waste Management Inc.
|
6,136,846
|
240,626
|
PACCAR Inc.
|
4,670,151
|
236,123
|
Ingersoll-Rand plc
|
4,191,428
|
230,570
|
Northrop Grumman Corp.
|
3,246,896
|
227,770
|
Tyco International Ltd.
|
6,485,121
|
207,524
|
Fastenal Co.
|
3,919,965
|
201,290
|
* Delta Air Lines Inc.
|
11,842,430
|
195,519
|
Parker Hannifin Corp.
|
2,077,382
|
190,247
|
WW Grainger Inc.
|
822,557
|
185,059
|
Dover Corp.
|
2,523,190
|
183,890
|
Stanley Black & Decker Inc.
|
2,224,154
|
180,090
|
Roper Industries Inc.
|
1,370,091
|
174,426
|
Kansas City Southern
|
1,532,405
|
169,944
|
Rockwell Automation Inc.
|
1,948,183
|
168,226
|
ADT Corp.
|
3,237,090
|
158,423
|
Pentair Ltd.
|
2,928,339
|
154,470
|
Fluor Corp.
|
2,318,663
|
153,797
|
* United Continental Holdings Inc.
|
4,629,006
|
148,174
|
AMETEK Inc.
|
3,383,593
|
146,713
|
|
|
|
Republic Services Inc. Class A
|
4,310,551
|
142,248
|
Southwest Airlines Co.
|
10,276,368
|
138,525
|
CH Robinson Worldwide Inc.
|
2,241,450
|
133,277
|
* Stericycle Inc.
|
1,194,356
|
126,817
|
* Verisk Analytics Inc. Class A
|
1,971,443
|
121,500
|
Flowserve Corp.
|
705,754
|
118,362
|
Rockwell Collins Inc.
|
1,863,404
|
117,618
|
Textron Inc.
|
3,918,811
|
116,820
|
* Hertz Global Holdings Inc.
|
4,987,512
|
111,022
|
Pall Corp.
|
1,579,267
|
107,974
|
L-3 Communications Holdings Inc.
|
1,332,360
|
107,815
|
TransDigm Group Inc.
|
682,979
|
104,441
|
Expeditors International of Washington Inc.
|
2,905,170
|
103,744
|
* Jacobs Engineering Group Inc.
|
1,809,106
|
101,744
|
Masco Corp.
|
5,004,946
|
101,350
|
JB Hunt Transport Services Inc.
|
1,315,646
|
97,989
|
Equifax Inc.
|
1,662,824
|
95,762
|
* Quanta Services Inc.
|
3,069,875
|
87,737
|
Joy Global Inc.
|
1,472,435
|
87,639
|
* B/E Aerospace Inc.
|
1,447,401
|
87,264
|
* Fortune Brands Home & Security Inc.
|
2,267,086
|
84,857
|
Nielsen Holdings NV
|
2,339,186
|
83,790
|
* IHS Inc. Class A
|
780,499
|
81,734
|
Iron Mountain Inc.
|
1,974,110
|
71,680
|
Xylem Inc.
|
2,587,228
|
71,304
|
Donaldson Co. Inc.
|
1,963,236
|
71,050
|
AGCO Corp.
|
1,348,573
|
70,288
|
Robert Half International Inc.
|
1,857,159
|
69,699
|
Hubbell Inc. Class B
|
717,167
|
69,644
|
Cintas Corp.
|
1,571,722
|
69,360
|
Wabtec Corp.
|
665,701
|
67,975
|
Snap-on Inc.
|
808,590
|
66,870
|
KBR Inc.
|
2,048,927
|
65,730
|
Timken Co.
|
1,140,504
|
64,530
|
* Alaska Air Group Inc.
|
976,397
|
62,450
|
* WABCO Holdings Inc.
|
881,207
|
62,204
|
Manpowergroup Inc.
|
1,093,553
|
62,026
|
* Owens Corning
|
1,558,421
|
61,449
|
IDEX Corp.
|
1,149,178
|
61,389
|
Towers Watson & Co. Class A
|
882,104
|
61,147
|
Avery Dennison Corp.
|
1,399,006
|
60,255
|
* United Rentals Inc.
|
1,094,109
|
60,143
|
Lincoln Electric Holdings Inc.
|
1,096,946
|
59,433
|
Carlisle Cos. Inc.
|
874,274
|
59,267
|
Waste Connections Inc.
|
1,620,915
|
58,321
|
* Genesee & Wyoming Inc. Class A
|
626,124
|
58,298
|
MSC Industrial Direct Co. Inc. Class A
|
656,712
|
56,333
|
SPX Corp.
|
705,996
|
55,745
|
Triumph Group Inc.
|
694,830
|
54,544
|
* Kirby Corp.
|
699,221
|
53,700
|
* Sensata Technologies Holding NV
|
1,613,231
|
53,027
|
Nordson Corp.
|
801,916
|
52,886
|
* Terex Corp.
|
1,535,836
|
52,863
|
Valmont Industries Inc.
|
333,217
|
52,405
|
Dun & Bradstreet Corp.
|
618,941
|
51,774
|
Gardner Denver Inc.
|
682,282
|
51,246
|
* Copart Inc.
|
1,489,828
|
51,071
|
|
|
|
|
|
URS Corp.
|
1,068,206
|
50,644
|
|
Trinity Industries Inc.
|
1,095,807
|
49,673
|
|
Graco Inc.
|
843,049
|
48,922
|
*
|
Oshkosh Corp.
|
1,144,030
|
48,610
|
|
Regal-Beloit Corp.
|
587,753
|
47,937
|
*
|
AECOM Technology Corp.
|
1,402,700
|
46,009
|
*
|
Clean Harbors Inc.
|
785,691
|
45,641
|
*
|
WESCO International Inc.
|
609,178
|
44,232
|
|
Kennametal Inc.
|
1,104,463
|
43,118
|
|
Ryder System Inc.
|
708,658
|
42,342
|
|
Babcock & Wilcox Co.
|
1,488,153
|
42,278
|
^
|
Pitney Bowes Inc.
|
2,795,519
|
41,541
|
|
Acuity Brands Inc.
|
592,978
|
41,123
|
*
|
Avis Budget Group Inc.
|
1,475,307
|
41,058
|
|
AO Smith Corp.
|
549,048
|
40,393
|
*
|
Hexcel Corp.
|
1,384,653
|
40,169
|
*
|
Middleby Corp.
|
259,657
|
39,507
|
|
EMCOR Group Inc.
|
923,985
|
39,168
|
*
|
US Airways Group Inc.
|
2,254,843
|
38,265
|
*
|
Teledyne Technologies Inc.
|
486,556
|
38,165
|
|
Lennox International Inc.
|
597,962
|
37,965
|
|
Toro Co.
|
815,406
|
37,541
|
|
Landstar System Inc.
|
645,432
|
36,848
|
|
Huntington Ingalls Industries Inc.
|
688,530
|
36,719
|
*
|
Colfax Corp.
|
782,928
|
36,437
|
|
CLARCOR Inc.
|
695,228
|
36,416
|
|
Manitowoc Co. Inc.
|
1,744,320
|
35,863
|
|
Crane Co.
|
632,838
|
35,350
|
|
ITT Corp.
|
1,219,639
|
34,674
|
*
|
Old Dominion Freight Line Inc.
|
897,554
|
34,287
|
|
Woodward Inc.
|
857,615
|
34,099
|
*
|
Foster Wheeler AG
|
1,488,545
|
34,013
|
*
|
Chart Industries Inc.
|
415,864
|
33,273
|
|
Covanta Holding Corp.
|
1,646,646
|
33,180
|
|
Alliant Techsystems Inc.
|
453,689
|
32,861
|
*
|
Esterline Technologies Corp.
|
428,587
|
32,444
|
*
|
MRC Global Inc.
|
983,904
|
32,400
|
|
GATX Corp.
|
618,708
|
32,154
|
|
Belden Inc.
|
616,774
|
31,856
|
*
|
Spirit Aerosystems Holdings Inc. Class A
|
1,661,087
|
31,544
|
|
Watsco Inc.
|
372,206
|
31,332
|
*
|
EnerSys Inc.
|
673,356
|
30,692
|
|
Air Lease Corp.
|
1,035,744
|
30,368
|
^
|
RR Donnelley & Sons Co.
|
2,502,969
|
30,161
|
|
Macquarie Infrastructure Co. LLC
|
551,982
|
29,829
|
|
Actuant Corp. Class A
|
961,425
|
29,439
|
|
Deluxe Corp.
|
706,770
|
29,260
|
|
Exelis Inc.
|
2,598,433
|
28,297
|
|
Harsco Corp.
|
1,119,114
|
27,720
|
*,^
USG Corp.
|
1,041,961
|
27,549
|
|
Con-way Inc.
|
777,300
|
27,369
|
|
Corporate Executive Board Co.
|
466,034
|
27,105
|
*
|
Tetra Tech Inc.
|
877,872
|
26,766
|
*
|
Navistar International Corp.
|
770,342
|
26,631
|
*,^
Polypore International Inc.
|
645,329
|
25,929
|
*
|
Beacon Roofing Supply Inc.
|
663,226
|
25,640
|
*
|
Advisory Board Co.
|
483,499
|
25,393
|
|
|
|
* General Cable Corp.
|
690,944
|
25,309
|
* Moog Inc. Class A
|
539,942
|
24,746
|
* MasTec Inc.
|
810,862
|
23,637
|
Applied Industrial Technologies Inc.
|
519,704
|
23,387
|
* DigitalGlobe Inc.
|
803,790
|
23,238
|
* JetBlue Airways Corp.
|
3,355,012
|
23,150
|
Healthcare Services Group Inc.
|
894,690
|
22,931
|
Brady Corp. Class A
|
674,751
|
22,624
|
Herman Miller Inc.
|
810,855
|
22,436
|
Rollins Inc.
|
903,786
|
22,188
|
HNI Corp.
|
619,880
|
22,000
|
Generac Holdings Inc.
|
618,136
|
21,845
|
* FTI Consulting Inc.
|
579,355
|
21,819
|
Mine Safety Appliances Co.
|
437,130
|
21,690
|
* Spirit Airlines Inc.
|
848,713
|
21,523
|
TAL International Group Inc.
|
467,292
|
21,173
|
Mueller Industries Inc.
|
395,608
|
21,082
|
* Acacia Research Corp.
|
690,968
|
20,847
|
UTi Worldwide Inc.
|
1,439,363
|
20,842
|
United Stationers Inc.
|
534,771
|
20,669
|
* Armstrong World Industries Inc.
|
367,133
|
20,519
|
Curtiss-Wright Corp.
|
581,690
|
20,185
|
* Hub Group Inc. Class A
|
511,314
|
19,665
|
Allegiant Travel Co. Class A
|
214,208
|
19,017
|
UniFirst Corp.
|
206,568
|
18,694
|
AMERCO
|
107,551
|
18,664
|
Brink's Co.
|
657,924
|
18,593
|
Barnes Group Inc.
|
638,814
|
18,481
|
Franklin Electric Co. Inc.
|
546,150
|
18,334
|
Watts Water Technologies Inc. Class A
|
382,020
|
18,333
|
HEICO Corp. Class A
|
502,037
|
17,225
|
* Swift Transportation Co.
|
1,208,731
|
17,140
|
KAR Auction Services Inc.
|
851,318
|
17,052
|
AZZ Inc.
|
346,763
|
16,714
|
ABM Industries Inc.
|
743,974
|
16,546
|
Interface Inc. Class A
|
859,636
|
16,522
|
Steelcase Inc. Class A
|
1,113,684
|
16,405
|
Simpson Manufacturing Co. Inc.
|
532,383
|
16,296
|
Briggs & Stratton Corp.
|
655,067
|
16,246
|
Granite Construction Inc.
|
509,722
|
16,230
|
Raven Industries Inc.
|
472,006
|
15,864
|
* Trimas Corp.
|
483,149
|
15,688
|
* RBC Bearings Inc.
|
310,157
|
15,682
|
* On Assignment Inc.
|
619,532
|
15,680
|
* Mobile Mini Inc.
|
531,048
|
15,629
|
Lindsay Corp.
|
176,274
|
15,544
|
ESCO Technologies Inc.
|
367,424
|
15,013
|
Forward Air Corp.
|
398,627
|
14,865
|
* Atlas Air Worldwide Holdings Inc.
|
363,930
|
14,834
|
Werner Enterprises Inc.
|
605,893
|
14,626
|
* EnPro Industries Inc.
|
283,346
|
14,499
|
Matson Inc.
|
583,916
|
14,364
|
* Orbital Sciences Corp.
|
811,516
|
13,544
|
Knight Transportation Inc.
|
821,609
|
13,228
|
Aircastle Ltd.
|
955,719
|
13,074
|
Mueller Water Products Inc. Class A
|
2,154,255
|
12,775
|
* Huron Consulting Group Inc.
|
312,856
|
12,614
|
|
|
|
|
*,^
GrafTech International Ltd.
|
1,629,731
|
12,516
|
|
Titan International Inc.
|
592,888
|
12,498
|
*
|
Aegion Corp. Class A
|
537,458
|
12,442
|
*
|
II-VI Inc.
|
729,147
|
12,425
|
*
|
TrueBlue Inc.
|
569,732
|
12,044
|
*
|
Korn/Ferry International
|
663,469
|
11,850
|
|
Knoll Inc.
|
652,285
|
11,826
|
|
G&K Services Inc. Class A
|
259,080
|
11,791
|
|
Kaman Corp.
|
324,712
|
11,518
|
|
SkyWest Inc.
|
703,468
|
11,291
|
|
Kaydon Corp.
|
438,681
|
11,221
|
|
Tennant Co.
|
229,949
|
11,166
|
|
Apogee Enterprises Inc.
|
385,298
|
11,154
|
*
|
Team Inc.
|
260,443
|
10,696
|
|
Albany International Corp.
|
365,153
|
10,553
|
*
|
ACCO Brands Corp.
|
1,575,133
|
10,522
|
|
Universal Forest Products Inc.
|
256,679
|
10,218
|
*
|
DXP Enterprises Inc.
|
136,291
|
10,181
|
|
McGrath RentCorp
|
325,823
|
10,133
|
|
AAR Corp.
|
549,108
|
10,098
|
|
Altra Holdings Inc.
|
368,572
|
10,033
|
*
|
Proto Labs Inc.
|
200,321
|
9,836
|
*
|
Trex Co. Inc.
|
199,802
|
9,826
|
|
Exponent Inc.
|
181,115
|
9,769
|
|
Sauer-Danfoss Inc.
|
166,245
|
9,714
|
*
|
Wabash National Corp.
|
952,958
|
9,682
|
*
|
Tutor Perini Corp.
|
496,752
|
9,587
|
|
Standex International Corp.
|
172,230
|
9,511
|
|
Heartland Express Inc.
|
704,839
|
9,403
|
|
Cubic Corp.
|
219,812
|
9,390
|
*
|
Navigant Consulting Inc.
|
702,628
|
9,233
|
|
Astec Industries Inc.
|
263,724
|
9,212
|
*
|
Rush Enterprises Inc. Class A
|
381,747
|
9,208
|
|
Sun Hydraulics Corp.
|
281,260
|
9,144
|
|
CIRCOR International Inc.
|
212,490
|
9,031
|
*
|
Dycom Industries Inc.
|
458,295
|
9,024
|
*,^
GenCorp Inc.
|
658,875
|
8,763
|
*
|
Blount International Inc.
|
637,125
|
8,525
|
|
Primoris Services Corp.
|
384,881
|
8,510
|
|
Encore Wire Corp.
|
242,916
|
8,507
|
|
Griffon Corp.
|
710,056
|
8,464
|
|
Insperity Inc.
|
297,729
|
8,447
|
*
|
Rexnord Corp.
|
393,072
|
8,345
|
*
|
WageWorks Inc.
|
333,041
|
8,336
|
|
H&E Equipment Services Inc.
|
406,161
|
8,286
|
|
John Bean Technologies Corp.
|
397,540
|
8,249
|
|
Quanex Building Products Corp.
|
505,652
|
8,141
|
*
|
Greenbrier Cos. Inc.
|
352,413
|
8,003
|
^
|
Quad/Graphics Inc.
|
333,629
|
7,987
|
*
|
Saia Inc.
|
216,917
|
7,846
|
|
Resources Connection Inc.
|
604,877
|
7,682
|
|
Viad Corp.
|
276,693
|
7,653
|
*
|
InnerWorkings Inc.
|
504,643
|
7,640
|
*
|
Thermon Group Holdings Inc.
|
337,881
|
7,504
|
*
|
Gibraltar Industries Inc.
|
398,621
|
7,275
|
|
Kelly Services Inc. Class A
|
389,210
|
7,270
|
*
|
ICF International Inc.
|
266,680
|
7,254
|
|
|
|
|
*
|
Republic Airways Holdings Inc.
|
627,953
|
7,247
|
|
Comfort Systems USA Inc.
|
508,199
|
7,161
|
|
AAON Inc.
|
256,026
|
7,064
|
|
American Science & Engineering Inc.
|
115,773
|
7,061
|
|
US Ecology Inc.
|
263,569
|
6,998
|
*
|
Federal Signal Corp.
|
851,021
|
6,927
|
|
Gorman-Rupp Co.
|
228,477
|
6,866
|
*
|
MYR Group Inc.
|
278,363
|
6,837
|
*
|
Powell Industries Inc.
|
129,551
|
6,811
|
|
Kforce Inc.
|
414,472
|
6,785
|
*
|
CAI International Inc.
|
234,949
|
6,771
|
*
|
Titan Machinery Inc.
|
243,785
|
6,765
|
|
Celadon Group Inc.
|
312,632
|
6,522
|
*
|
GP Strategies Corp.
|
258,330
|
6,164
|
|
American Railcar Industries Inc.
|
131,084
|
6,127
|
*
|
Meritor Inc.
|
1,256,838
|
5,945
|
|
LB Foster Co. Class A
|
133,010
|
5,891
|
*
|
Layne Christensen Co.
|
268,778
|
5,746
|
*
|
Taser International Inc.
|
715,376
|
5,687
|
*
|
Mistras Group Inc.
|
228,940
|
5,543
|
|
Barrett Business Services Inc.
|
104,726
|
5,515
|
*
|
EnerNOC Inc.
|
310,009
|
5,385
|
*
|
Roadrunner Transportation Systems Inc.
|
233,974
|
5,381
|
*
|
Engility Holdings Inc.
|
221,319
|
5,307
|
|
Ennis Inc.
|
351,728
|
5,301
|
|
National Presto Industries Inc.
|
65,705
|
5,289
|
|
Great Lakes Dredge & Dock Corp.
|
762,649
|
5,133
|
*
|
Builders FirstSource Inc.
|
862,284
|
5,053
|
*
|
KEYW Holding Corp.
|
306,622
|
4,946
|
*
|
Columbus McKinnon Corp.
|
253,596
|
4,882
|
|
HEICO Corp.
|
110,477
|
4,796
|
*
|
Consolidated Graphics Inc.
|
121,423
|
4,748
|
*
|
American Woodmark Corp.
|
138,723
|
4,721
|
|
Hyster-Yale Materials Handling Inc.
|
81,408
|
4,648
|
|
Marten Transport Ltd.
|
224,718
|
4,524
|
*
|
NCI Building Systems Inc.
|
259,504
|
4,508
|
|
Multi-Color Corp.
|
172,066
|
4,438
|
*
|
Aerovironment Inc.
|
244,699
|
4,436
|
*
|
Wesco Aircraft Holdings Inc.
|
300,543
|
4,424
|
*
|
Standard Parking Corp.
|
213,657
|
4,423
|
*
|
Echo Global Logistics Inc.
|
197,420
|
4,367
|
|
Aceto Corp.
|
387,771
|
4,293
|
*
|
Air Transport Services Group Inc.
|
736,008
|
4,291
|
|
Alamo Group Inc.
|
109,582
|
4,192
|
|
Douglas Dynamics Inc.
|
298,848
|
4,130
|
|
Insteel Industries Inc.
|
251,874
|
4,111
|
*
|
EnergySolutions Inc.
|
1,091,778
|
4,094
|
|
Global Power Equipment Group Inc.
|
232,101
|
4,090
|
*
|
Kadant Inc.
|
163,131
|
4,078
|
|
Pike Electric Corp.
|
285,123
|
4,057
|
*,^
XPO Logistics Inc.
|
231,910
|
3,905
|
|
Arkansas Best Corp.
|
334,334
|
3,905
|
*
|
Hawaiian Holdings Inc.
|
666,330
|
3,838
|
*,^
Capstone Turbine Corp.
|
4,235,971
|
3,812
|
*
|
Lydall Inc.
|
244,672
|
3,756
|
*
|
CBIZ Inc.
|
576,635
|
3,679
|
*
|
Orion Marine Group Inc.
|
368,320
|
3,661
|
|
|
|
|
*
|
Flow International Corp.
|
933,714
|
3,651
|
|
FreightCar America Inc.
|
167,030
|
3,645
|
*
|
Park-Ohio Holdings Corp.
|
109,469
|
3,627
|
|
Kimball International Inc. Class B
|
395,582
|
3,584
|
*
|
Northwest Pipe Co.
|
126,780
|
3,547
|
*
|
Astronics Corp.
|
117,649
|
3,508
|
|
SeaCube Container Leasing Ltd.
|
151,938
|
3,489
|
|
Heidrick & Struggles International Inc.
|
231,822
|
3,466
|
*
|
Furmanite Corp.
|
510,654
|
3,416
|
*
|
Kratos Defense & Security Solutions Inc.
|
676,360
|
3,402
|
|
Graham Corp.
|
134,795
|
3,335
|
*
|
RPX Corp.
|
235,919
|
3,329
|
|
Dynamic Materials Corp.
|
183,920
|
3,200
|
|
Houston Wire & Cable Co.
|
244,902
|
3,171
|
|
CDI Corp.
|
183,472
|
3,156
|
*
|
CRA International Inc.
|
139,348
|
3,117
|
*,^
Odyssey Marine Exploration Inc.
|
937,979
|
3,058
|
*
|
PowerSecure International Inc.
|
232,618
|
2,957
|
*
|
Quality Distribution Inc.
|
347,710
|
2,924
|
|
Twin Disc Inc.
|
115,608
|
2,899
|
*
|
Accuride Corp.
|
530,753
|
2,861
|
*
|
Ducommun Inc.
|
143,869
|
2,847
|
*
|
NN Inc.
|
300,535
|
2,843
|
*
|
Pendrell Corp.
|
1,700,074
|
2,822
|
|
Michael Baker Corp.
|
113,650
|
2,784
|
*
|
Commercial Vehicle Group Inc.
|
346,972
|
2,706
|
*
|
Franklin Covey Co.
|
181,165
|
2,632
|
*
|
TMS International Corp. Class A
|
197,292
|
2,604
|
|
Preformed Line Products Co.
|
35,632
|
2,493
|
*
|
LMI Aerospace Inc.
|
117,716
|
2,447
|
|
Miller Industries Inc.
|
149,815
|
2,405
|
*
|
Pacer International Inc.
|
471,903
|
2,374
|
|
Met-Pro Corp.
|
227,409
|
2,349
|
|
Schawk Inc. Class A
|
209,335
|
2,301
|
*
|
Sterling Construction Co. Inc.
|
211,232
|
2,300
|
*
|
Patriot Transportation Holding Inc.
|
81,838
|
2,277
|
|
Ampco-Pittsburgh Corp.
|
115,847
|
2,191
|
*
|
Heritage-Crystal Clean Inc.
|
142,796
|
2,156
|
*
|
Hurco Cos. Inc.
|
78,616
|
2,141
|
|
Hardinge Inc.
|
152,003
|
2,072
|
*,^
Swisher Hygiene Inc.
|
1,539,917
|
1,986
|
*
|
FuelCell Energy Inc.
|
2,084,167
|
1,967
|
*
|
Energy Recovery Inc.
|
530,162
|
1,962
|
*
|
PGT Inc.
|
270,339
|
1,857
|
|
LSI Industries Inc.
|
265,399
|
1,852
|
*
|
Hudson Global Inc.
|
453,090
|
1,785
|
|
Courier Corp.
|
122,693
|
1,768
|
*
|
Ameresco Inc. Class A
|
235,147
|
1,740
|
*
|
Casella Waste Systems Inc. Class A
|
394,717
|
1,725
|
*
|
BlueLinx Holdings Inc.
|
597,002
|
1,701
|
*
|
ARC Document Solutions Inc.
|
556,358
|
1,658
|
*,^
Cenveo Inc.
|
768,670
|
1,653
|
^
|
Acorn Energy Inc.
|
219,252
|
1,612
|
*
|
American Superconductor Corp.
|
602,395
|
1,602
|
*
|
Willis Lease Finance Corp.
|
105,689
|
1,598
|
*
|
AT Cross Co. Class A
|
115,431
|
1,589
|
*
|
Vicor Corp.
|
310,089
|
1,541
|
|
|
|
|
|
Coleman Cable Inc.
|
102,566
|
1,538
|
*
|
Tecumseh Products Co. Class A
|
176,201
|
1,536
|
|
Argan Inc.
|
99,255
|
1,480
|
|
International Shipholding Corp.
|
81,256
|
1,479
|
|
Ceco Environmental Corp.
|
113,293
|
1,465
|
*
|
Edgen Group Inc.
|
202,158
|
1,462
|
*
|
TRC Cos. Inc.
|
217,977
|
1,406
|
*
|
PMFG Inc.
|
225,410
|
1,391
|
*
|
Astronics Corp. Class B
|
45,070
|
1,346
|
*
|
Sparton Corp.
|
100,312
|
1,344
|
|
Intersections Inc.
|
135,760
|
1,278
|
|
Lawson Products Inc.
|
71,807
|
1,262
|
*
|
Covenant Transportation Group Inc. Class A
|
208,915
|
1,251
|
*,^
Genco Shipping & Trading Ltd.
|
415,389
|
1,196
|
|
VSE Corp.
|
47,838
|
1,195
|
|
Innovative Solutions & Support Inc.
|
238,921
|
1,178
|
|
Eastern Co.
|
62,410
|
1,095
|
*
|
Hill International Inc.
|
363,287
|
1,086
|
*
|
Orion Energy Systems Inc.
|
437,525
|
1,085
|
*
|
Metalico Inc.
|
651,835
|
1,056
|
*
|
Fuel Tech Inc.
|
236,561
|
1,022
|
*
|
Ultralife Corp.
|
233,201
|
1,021
|
*
|
Active Power Inc.
|
200,570
|
921
|
*
|
API Technologies Corp.
|
370,751
|
919
|
*
|
Dolan Co.
|
365,644
|
874
|
*
|
Key Technology Inc.
|
64,325
|
813
|
|
Baltic Trading Ltd.
|
187,566
|
767
|
|
Omega Flex Inc.
|
44,518
|
765
|
*
|
Magnetek Inc.
|
51,674
|
722
|
*
|
USA Truck Inc.
|
139,893
|
687
|
*,^
Eagle Bulk Shipping Inc.
|
193,463
|
681
|
|
Hubbell Inc. Class A
|
7,600
|
669
|
|
PAM Transportation Services Inc.
|
61,693
|
653
|
|
LS Starrett Co. Class A
|
58,996
|
652
|
*
|
Xerium Technologies Inc.
|
117,105
|
637
|
*
|
Perma-Fix Environmental Services
|
666,988
|
547
|
|
Sypris Solutions Inc.
|
124,211
|
519
|
*
|
Supreme Industries Inc. Class A
|
106,240
|
493
|
*
|
Broadwind Energy Inc.
|
91,517
|
400
|
*
|
Virco Manufacturing Corp.
|
159,526
|
380
|
*
|
Frozen Food Express Industries
|
185,060
|
255
|
*
|
Innotrac Corp.
|
73,831
|
228
|
*
|
Standard Register Co.
|
262,144
|
220
|
*
|
Integrated Electrical Services Inc.
|
34,196
|
218
|
*,^
Ascent Solar Technologies Inc.
|
320,367
|
179
|
*,^
Altair Nanotechnologies Inc.
|
45,918
|
125
|
*
|
Ocean Power Technologies Inc.
|
79,149
|
120
|
*
|
Lime Energy Co.
|
117,752
|
88
|
*
|
Arotech Corp.
|
63,553
|
74
|
*,^
Plug Power Inc.
|
270,234
|
59
|
*
|
SL Industries Inc.
|
1,914
|
35
|
|
|
|
26,893,079
|
Information Technology (17.6%)
|
|
|
|
Apple Inc.
|
13,099,023
|
5,798,021
|
|
International Business Machines Corp.
|
14,947,468
|
3,188,295
|
|
Microsoft Corp.
|
105,478,455
|
3,017,739
|
*
|
Google Inc. Class A
|
3,689,500
|
2,929,574
|
|
|
|
Oracle Corp.
|
53,683,869
|
1,736,136
|
QUALCOMM Inc.
|
23,728,442
|
1,588,619
|
Cisco Systems Inc.
|
73,930,727
|
1,545,891
|
Intel Corp.
|
69,290,274
|
1,513,992
|
Visa Inc. Class A
|
7,457,123
|
1,266,518
|
* eBay Inc.
|
16,216,740
|
879,272
|
Mastercard Inc. Class A
|
1,494,813
|
808,888
|
* EMC Corp.
|
29,334,945
|
700,812
|
Accenture plc Class A
|
8,891,445
|
675,483
|
Hewlett-Packard Co.
|
27,378,565
|
652,705
|
* Facebook Inc. Class A
|
22,279,500
|
569,910
|
Texas Instruments Inc.
|
15,607,103
|
553,740
|
Automatic Data Processing Inc.
|
6,760,244
|
439,551
|
* Yahoo! Inc.
|
15,645,425
|
368,137
|
* Salesforce.com Inc.
|
1,878,494
|
335,931
|
* Cognizant Technology Solutions Corp. Class A
|
4,180,170
|
320,243
|
* Adobe Systems Inc.
|
6,893,645
|
299,942
|
Dell Inc.
|
20,531,055
|
294,210
|
Corning Inc.
|
20,578,821
|
274,316
|
Intuit Inc.
|
3,916,449
|
257,115
|
TE Connectivity Ltd.
|
5,904,404
|
247,572
|
Broadcom Corp. Class A
|
7,129,599
|
247,183
|
* Symantec Corp.
|
9,686,960
|
239,074
|
Applied Materials Inc.
|
17,231,974
|
232,287
|
Motorola Solutions Inc.
|
3,555,982
|
227,690
|
* LinkedIn Corp. Class A
|
1,213,967
|
213,731
|
Analog Devices Inc.
|
4,196,889
|
195,113
|
* Citrix Systems Inc.
|
2,600,022
|
187,618
|
* SanDisk Corp.
|
3,366,942
|
185,182
|
Seagate Technology plc
|
4,730,949
|
172,963
|
* NetApp Inc.
|
5,014,408
|
171,292
|
Amphenol Corp. Class A
|
2,232,751
|
166,675
|
* Fiserv Inc.
|
1,872,591
|
164,470
|
Paychex Inc.
|
4,554,970
|
159,743
|
Altera Corp.
|
4,464,002
|
158,338
|
Xerox Corp.
|
18,042,382
|
155,164
|
Western Digital Corp.
|
3,070,980
|
154,409
|
* Equinix Inc.
|
676,138
|
146,255
|
* Micron Technology Inc.
|
14,149,413
|
141,211
|
Xilinx Inc.
|
3,633,328
|
138,684
|
* Teradata Corp.
|
2,354,714
|
137,774
|
* Red Hat Inc.
|
2,688,253
|
135,918
|
* Juniper Networks Inc.
|
7,266,932
|
134,729
|
Maxim Integrated Products Inc.
|
4,060,352
|
132,570
|
* Autodesk Inc.
|
3,155,053
|
130,114
|
Fidelity National Information Services Inc.
|
3,266,198
|
129,407
|
Western Union Co.
|
8,313,280
|
125,032
|
Linear Technology Corp.
|
3,217,588
|
123,459
|
Avago Technologies Ltd. Class A
|
3,413,411
|
122,610
|
KLA-Tencor Corp.
|
2,315,457
|
122,117
|
CA Inc.
|
4,530,473
|
114,032
|
* Alliance Data Systems Corp.
|
693,337
|
112,244
|
NVIDIA Corp.
|
8,689,635
|
111,401
|
Computer Sciences Corp.
|
2,160,673
|
106,370
|
* Trimble Navigation Ltd.
|
3,509,634
|
105,149
|
* ANSYS Inc.
|
1,288,404
|
104,902
|
* VeriSign Inc.
|
2,158,515
|
102,055
|
|
|
|
|
*
|
BMC Software Inc.
|
2,200,865
|
101,966
|
|
Microchip Technology Inc.
|
2,706,350
|
99,485
|
*
|
Lam Research Corp.
|
2,382,135
|
98,763
|
*
|
F5 Networks Inc.
|
1,099,396
|
97,934
|
*
|
VMware Inc. Class A
|
1,154,924
|
91,100
|
|
Activision Blizzard Inc.
|
6,186,288
|
90,134
|
*
|
Akamai Technologies Inc.
|
2,471,315
|
87,213
|
*
|
Cree Inc.
|
1,538,347
|
84,163
|
*
|
Electronic Arts Inc.
|
4,393,406
|
77,763
|
*
|
Rackspace Hosting Inc.
|
1,521,534
|
76,807
|
*
|
Synopsys Inc.
|
2,070,826
|
74,301
|
|
Harris Corp.
|
1,578,324
|
73,140
|
*
|
Gartner Inc.
|
1,301,752
|
70,828
|
*
|
Avnet Inc.
|
1,948,667
|
70,542
|
*
|
Nuance Communications Inc.
|
3,474,297
|
70,111
|
|
Marvell Technology Group Ltd.
|
6,607,744
|
69,910
|
*
|
Flextronics International Ltd.
|
9,210,589
|
62,264
|
*
|
NCR Corp.
|
2,222,931
|
61,264
|
*
|
Arrow Electronics Inc.
|
1,499,713
|
60,918
|
*
|
FleetCor Technologies Inc.
|
790,136
|
60,580
|
*
|
Skyworks Solutions Inc.
|
2,700,834
|
59,499
|
|
Solera Holdings Inc.
|
963,774
|
56,217
|
|
Total System Services Inc.
|
2,204,268
|
54,622
|
|
Global Payments Inc.
|
1,096,326
|
54,444
|
|
FLIR Systems Inc.
|
2,082,714
|
54,171
|
*
|
Cadence Design Systems Inc.
|
3,887,238
|
54,149
|
^
|
FactSet Research Systems Inc.
|
584,343
|
54,110
|
|
Jack Henry & Associates Inc.
|
1,138,718
|
52,620
|
*
|
LSI Corp.
|
7,687,720
|
52,123
|
*
|
ON Semiconductor Corp.
|
6,277,008
|
51,974
|
*
|
Informatica Corp.
|
1,502,611
|
51,795
|
|
SAIC Inc.
|
3,807,985
|
51,598
|
|
IAC/InterActiveCorp
|
1,149,011
|
51,338
|
*
|
MICROS Systems Inc.
|
1,115,131
|
50,750
|
|
AOL Inc.
|
1,305,985
|
50,267
|
*
|
CommVault Systems Inc.
|
600,492
|
49,228
|
*
|
SolarWinds Inc.
|
827,985
|
48,934
|
|
Jabil Circuit Inc.
|
2,571,304
|
47,518
|
*
|
TIBCO Software Inc.
|
2,276,708
|
46,035
|
*,^
Concur Technologies Inc.
|
650,431
|
44,659
|
|
National Instruments Corp.
|
1,350,236
|
44,220
|
^
|
MercadoLibre Inc.
|
452,531
|
43,696
|
*
|
JDS Uniphase Corp.
|
3,243,202
|
43,362
|
*
|
NeuStar Inc. Class A
|
921,062
|
42,857
|
|
Broadridge Financial Solutions Inc.
|
1,721,292
|
42,757
|
*
|
Atmel Corp.
|
6,105,009
|
42,491
|
*
|
PTC Inc.
|
1,661,273
|
42,346
|
*
|
Teradyne Inc.
|
2,609,874
|
42,332
|
*
|
Fortinet Inc.
|
1,773,580
|
41,998
|
*
|
Aspen Technology Inc.
|
1,299,748
|
41,969
|
*
|
Ingram Micro Inc.
|
2,084,723
|
41,027
|
*
|
CoStar Group Inc.
|
372,786
|
40,805
|
*
|
WEX Inc.
|
510,560
|
40,079
|
*
|
Cymer Inc.
|
410,876
|
39,485
|
*
|
Aruba Networks Inc.
|
1,573,246
|
38,922
|
|
MAXIMUS Inc.
|
473,382
|
37,856
|
*
|
Compuware Corp.
|
2,972,456
|
37,156
|
|
|
|
|
*
|
Ultimate Software Group Inc.
|
354,495
|
36,924
|
*
|
Brocade Communications Systems Inc.
|
6,030,061
|
34,793
|
*,^
3D Systems Corp.
|
1,068,797
|
34,458
|
|
DST Systems Inc.
|
471,928
|
33,634
|
*
|
Zebra Technologies Corp.
|
711,850
|
33,549
|
|
FEI Co.
|
502,848
|
32,459
|
*
|
Semtech Corp.
|
912,941
|
32,309
|
*
|
Rovi Corp.
|
1,504,029
|
32,201
|
*
|
NetSuite Inc.
|
396,976
|
31,782
|
*
|
Riverbed Technology Inc.
|
2,115,468
|
31,542
|
*
|
VeriFone Systems Inc.
|
1,497,219
|
30,962
|
^
|
IPG Photonics Corp.
|
462,948
|
30,744
|
*
|
CoreLogic Inc.
|
1,162,555
|
30,064
|
|
Lender Processing Services Inc.
|
1,175,774
|
29,935
|
*
|
ValueClick Inc.
|
1,011,866
|
29,901
|
*
|
Microsemi Corp.
|
1,231,891
|
28,543
|
|
InterDigital Inc.
|
593,424
|
28,383
|
|
Molex Inc. Class A
|
1,175,975
|
28,364
|
*
|
ViaSat Inc.
|
574,463
|
27,827
|
*
|
QLIK Technologies Inc.
|
1,071,505
|
27,677
|
|
Anixter International Inc.
|
389,506
|
27,234
|
*
|
Cavium Inc.
|
696,553
|
27,033
|
*
|
Arris Group Inc.
|
1,574,361
|
27,032
|
*
|
Polycom Inc.
|
2,433,102
|
26,959
|
*
|
ACI Worldwide Inc.
|
546,783
|
26,716
|
|
Convergys Corp.
|
1,560,370
|
26,573
|
*
|
Verint Systems Inc.
|
725,731
|
26,525
|
|
Plantronics Inc.
|
592,571
|
26,186
|
*
|
Vishay Intertechnology Inc.
|
1,894,412
|
25,783
|
*
|
Zynga Inc. Class A
|
7,670,177
|
25,772
|
|
Lexmark International Inc. Class A
|
967,989
|
25,555
|
|
Diebold Inc.
|
834,149
|
25,291
|
*
|
Itron Inc.
|
544,482
|
25,264
|
*
|
Fairchild Semiconductor International Inc. Class A
|
1,763,166
|
24,931
|
*
|
Sourcefire Inc.
|
418,755
|
24,803
|
*
|
Splunk Inc.
|
604,464
|
24,197
|
*
|
Tech Data Corp.
|
529,247
|
24,139
|
*
|
Hittite Microwave Corp.
|
393,620
|
23,838
|
|
j2 Global Inc.
|
604,556
|
23,705
|
|
Mentor Graphics Corp.
|
1,313,013
|
23,700
|
|
Cognex Corp.
|
561,977
|
23,687
|
*
|
Acme Packet Inc.
|
804,716
|
23,514
|
*
|
Vantiv Inc. Class A
|
978,407
|
23,227
|
*
|
Tyler Technologies Inc.
|
376,731
|
23,079
|
*,^
First Solar Inc.
|
846,054
|
22,810
|
*
|
Silicon Laboratories Inc.
|
546,822
|
22,617
|
*
|
Ciena Corp.
|
1,391,370
|
22,276
|
|
Dolby Laboratories Inc. Class A
|
661,224
|
22,191
|
|
Fair Isaac Corp.
|
484,027
|
22,115
|
|
Molex Inc.
|
753,522
|
22,063
|
|
Littelfuse Inc.
|
323,001
|
21,916
|
*
|
SS&C Technologies Holdings Inc.
|
715,018
|
21,436
|
|
Cypress Semiconductor Corp.
|
1,939,623
|
21,394
|
*,^
Advanced Micro Devices Inc.
|
8,377,104
|
21,362
|
*
|
TiVo Inc.
|
1,710,457
|
21,193
|
*
|
Acxiom Corp.
|
1,034,090
|
21,095
|
*
|
Veeco Instruments Inc.
|
543,019
|
20,814
|
|
|
|
|
*
|
Guidewire Software Inc.
|
537,572
|
20,664
|
*
|
Cirrus Logic Inc.
|
906,378
|
20,620
|
*
|
RF Micro Devices Inc.
|
3,868,828
|
20,582
|
*
|
Manhattan Associates Inc.
|
274,662
|
20,405
|
*
|
EchoStar Corp. Class A
|
523,273
|
20,392
|
*
|
International Rectifier Corp.
|
955,246
|
20,203
|
*
|
Progress Software Corp.
|
875,955
|
19,954
|
|
MKS Instruments Inc.
|
728,550
|
19,817
|
*
|
PMC - Sierra Inc.
|
2,777,607
|
18,860
|
*
|
ServiceNow Inc.
|
520,003
|
18,824
|
*
|
Palo Alto Networks Inc.
|
330,449
|
18,703
|
*
|
Synaptics Inc.
|
458,753
|
18,667
|
*
|
Sapient Corp.
|
1,531,269
|
18,666
|
*
|
Entegris Inc.
|
1,891,894
|
18,654
|
|
Coherent Inc.
|
327,611
|
18,589
|
|
Blackbaud Inc.
|
618,441
|
18,324
|
*
|
Take-Two Interactive Software Inc.
|
1,130,573
|
18,259
|
*
|
NETGEAR Inc.
|
531,008
|
17,794
|
|
Heartland Payment Systems Inc.
|
534,681
|
17,628
|
|
Power Integrations Inc.
|
402,041
|
17,453
|
*
|
CACI International Inc. Class A
|
300,419
|
17,385
|
*
|
Dealertrack Technologies Inc.
|
585,945
|
17,215
|
*
|
Finisar Corp.
|
1,292,945
|
17,054
|
*,^
Universal Display Corp.
|
575,794
|
16,923
|
*
|
WebMD Health Corp.
|
694,873
|
16,899
|
*
|
Euronet Worldwide Inc.
|
628,543
|
16,556
|
*
|
OSI Systems Inc.
|
263,827
|
16,434
|
*,^
VistaPrint NV
|
423,016
|
16,354
|
^
|
ADTRAN Inc.
|
828,059
|
16,271
|
*
|
Electronics for Imaging Inc.
|
637,308
|
16,162
|
|
NIC Inc.
|
841,266
|
16,119
|
*
|
Cardtronics Inc.
|
586,703
|
16,111
|
*
|
OpenTable Inc.
|
252,411
|
15,897
|
|
Syntel Inc.
|
229,708
|
15,510
|
|
Intersil Corp. Class A
|
1,753,101
|
15,269
|
*
|
QLogic Corp.
|
1,295,121
|
15,023
|
*
|
Integrated Device Technology Inc.
|
2,002,126
|
14,956
|
*
|
Bottomline Technologies de Inc.
|
518,874
|
14,793
|
*
|
Ultratech Inc.
|
366,752
|
14,498
|
*
|
MEMC Electronic Materials Inc.
|
3,199,076
|
14,076
|
*
|
Benchmark Electronics Inc.
|
774,102
|
13,949
|
|
Tessera Technologies Inc.
|
712,193
|
13,354
|
*
|
SYNNEX Corp.
|
358,100
|
13,250
|
*
|
Ixia
|
611,566
|
13,234
|
*
|
Insight Enterprises Inc.
|
639,262
|
13,182
|
*
|
Unisys Corp.
|
573,805
|
13,054
|
|
MTS Systems Corp.
|
219,672
|
12,774
|
*
|
Sanmina Corp.
|
1,120,395
|
12,728
|
*
|
Advent Software Inc.
|
451,221
|
12,621
|
*
|
Synchronoss Technologies Inc.
|
400,297
|
12,421
|
*
|
MicroStrategy Inc. Class A
|
121,104
|
12,241
|
*,^
Fusion-io Inc.
|
731,499
|
11,975
|
*
|
Netscout Systems Inc.
|
486,300
|
11,948
|
*
|
Cornerstone OnDemand Inc.
|
350,309
|
11,946
|
|
Monotype Imaging Holdings Inc.
|
501,300
|
11,906
|
*
|
TriQuint Semiconductor Inc.
|
2,307,625
|
11,653
|
*
|
Plexus Corp.
|
478,224
|
11,626
|
|
|
|
|
*
|
Cabot Microelectronics Corp.
|
319,073
|
11,088
|
*
|
ExactTarget Inc.
|
467,550
|
10,880
|
*,^
VirnetX Holding Corp.
|
563,305
|
10,799
|
*
|
ExlService Holdings Inc.
|
326,933
|
10,750
|
*
|
Rogers Corp.
|
225,641
|
10,745
|
*
|
Infinera Corp.
|
1,524,145
|
10,669
|
|
Monolithic Power Systems Inc.
|
437,647
|
10,665
|
*
|
ScanSource Inc.
|
377,762
|
10,660
|
*
|
Rofin-Sinar Technologies Inc.
|
391,901
|
10,617
|
*
|
Cray Inc.
|
456,378
|
10,593
|
*
|
Kulicke & Soffa Industries Inc.
|
916,305
|
10,592
|
*
|
Spansion Inc. Class A
|
822,102
|
10,580
|
*
|
RealPage Inc.
|
508,429
|
10,530
|
*
|
Diodes Inc.
|
501,633
|
10,524
|
*
|
OmniVision Technologies Inc.
|
754,692
|
10,400
|
*,^
Freescale Semiconductor Ltd.
|
680,349
|
10,130
|
*
|
FARO Technologies Inc.
|
231,667
|
10,052
|
|
Tellabs Inc.
|
4,776,216
|
9,982
|
|
Badger Meter Inc.
|
184,946
|
9,898
|
*
|
ATMI Inc.
|
438,799
|
9,842
|
*,^
Liquidity Services Inc.
|
326,472
|
9,732
|
*
|
CSG Systems International Inc.
|
458,551
|
9,717
|
*
|
Advanced Energy Industries Inc.
|
521,975
|
9,552
|
*
|
Interactive Intelligence Group Inc.
|
210,105
|
9,318
|
*
|
LivePerson Inc.
|
682,325
|
9,266
|
|
Brooks Automation Inc.
|
910,155
|
9,265
|
*
|
Harmonic Inc.
|
1,594,551
|
9,232
|
*
|
Web.com Group Inc.
|
536,157
|
9,158
|
*
|
Newport Corp.
|
521,998
|
8,832
|
*
|
Lattice Semiconductor Corp.
|
1,610,168
|
8,775
|
|
ManTech International Corp. Class A
|
324,882
|
8,730
|
*
|
Sykes Enterprises Inc.
|
541,132
|
8,636
|
^
|
Ebix Inc.
|
528,311
|
8,569
|
*
|
Infoblox Inc.
|
390,326
|
8,470
|
|
AVX Corp.
|
703,242
|
8,369
|
*
|
Comverse Inc.
|
298,333
|
8,365
|
*
|
Monster Worldwide Inc.
|
1,612,266
|
8,174
|
*
|
Blucora Inc.
|
526,680
|
8,153
|
*
|
BroadSoft Inc.
|
307,294
|
8,134
|
*
|
iGATE Corp.
|
430,789
|
8,103
|
|
Loral Space & Communications Inc.
|
129,968
|
8,042
|
*
|
Emulex Corp.
|
1,214,640
|
7,932
|
*
|
SPS Commerce Inc.
|
185,681
|
7,923
|
*
|
Measurement Specialties Inc.
|
198,773
|
7,905
|
|
EarthLink Inc.
|
1,450,469
|
7,862
|
*
|
Accelrys Inc.
|
797,413
|
7,783
|
*
|
Rambus Inc.
|
1,368,563
|
7,678
|
*
|
PROS Holdings Inc.
|
280,833
|
7,630
|
*
|
Websense Inc.
|
504,715
|
7,571
|
|
United Online Inc.
|
1,237,499
|
7,462
|
*
|
Sonus Networks Inc.
|
2,877,589
|
7,453
|
*
|
comScore Inc.
|
431,841
|
7,246
|
|
Micrel Inc.
|
682,886
|
7,177
|
*,^
RealD Inc.
|
551,521
|
7,170
|
*
|
TeleTech Holdings Inc.
|
335,684
|
7,120
|
*,^
Angie's List Inc.
|
354,332
|
7,002
|
*
|
Digital River Inc.
|
484,372
|
6,849
|
|
|
|
|
*
|
Checkpoint Systems Inc.
|
523,678
|
6,839
|
|
Park Electrochemical Corp.
|
268,825
|
6,812
|
*
|
Ellie Mae Inc.
|
282,878
|
6,803
|
|
Forrester Research Inc.
|
212,791
|
6,735
|
*,^
SunPower Corp. Class A
|
568,416
|
6,560
|
|
Pegasystems Inc.
|
232,367
|
6,525
|
*
|
Applied Micro Circuits Corp.
|
879,094
|
6,523
|
|
Methode Electronics Inc.
|
504,400
|
6,497
|
*
|
Bankrate Inc.
|
542,090
|
6,473
|
*
|
Intermec Inc.
|
654,336
|
6,432
|
*
|
Dice Holdings Inc.
|
633,039
|
6,413
|
*
|
Internap Network Services Corp.
|
669,433
|
6,259
|
*
|
SciQuest Inc.
|
258,373
|
6,211
|
|
Comtech Telecommunications Corp.
|
255,533
|
6,204
|
*
|
Virtusa Corp.
|
260,094
|
6,180
|
|
EPIQ Systems Inc.
|
435,196
|
6,106
|
*
|
Silicon Graphics International Corp.
|
439,959
|
6,049
|
|
Booz Allen Hamilton Holding Corp.
|
447,660
|
6,017
|
*
|
Global Cash Access Holdings Inc.
|
851,236
|
6,001
|
*
|
Move Inc.
|
495,786
|
5,925
|
*
|
Power-One Inc.
|
1,414,133
|
5,869
|
*
|
Yelp Inc.
|
234,653
|
5,564
|
*
|
TTM Technologies Inc.
|
726,517
|
5,522
|
*
|
LogMeIn Inc.
|
287,232
|
5,521
|
*
|
Exar Corp.
|
524,756
|
5,510
|
|
Cass Information Systems Inc.
|
130,773
|
5,498
|
*
|
Silicon Image Inc.
|
1,130,651
|
5,495
|
*
|
Photronics Inc.
|
814,864
|
5,443
|
*
|
Constant Contact Inc.
|
416,594
|
5,407
|
|
Daktronics Inc.
|
510,721
|
5,363
|
*,^
GT Advanced Technologies Inc.
|
1,619,021
|
5,327
|
*
|
PDF Solutions Inc.
|
329,515
|
5,279
|
*
|
Fabrinet
|
358,817
|
5,242
|
*
|
Rudolph Technologies Inc.
|
443,606
|
5,226
|
*
|
Envestnet Inc.
|
289,313
|
5,066
|
*
|
Magnachip Semiconductor Corp.
|
291,409
|
5,044
|
|
Black Box Corp.
|
230,662
|
5,031
|
*
|
Perficient Inc.
|
422,513
|
4,926
|
*
|
Volterra Semiconductor Corp.
|
346,528
|
4,921
|
*
|
Stamps.com Inc.
|
192,606
|
4,809
|
*
|
InvenSense Inc.
|
447,851
|
4,783
|
*
|
Super Micro Computer Inc.
|
423,066
|
4,776
|
*
|
Ceva Inc.
|
304,396
|
4,749
|
*
|
Seachange International Inc.
|
397,100
|
4,722
|
*
|
Tangoe Inc.
|
380,038
|
4,709
|
*
|
Entropic Communications Inc.
|
1,144,137
|
4,657
|
*
|
CalAmp Corp.
|
424,193
|
4,653
|
*,^
Amkor Technology Inc.
|
1,159,231
|
4,637
|
|
Electro Rent Corp.
|
243,802
|
4,520
|
|
CTS Corp.
|
431,769
|
4,508
|
*
|
Immersion Corp.
|
381,266
|
4,476
|
*
|
CIBER Inc.
|
945,460
|
4,444
|
|
Electro Scientific Industries Inc.
|
394,798
|
4,362
|
*
|
Nanometrics Inc.
|
301,276
|
4,347
|
|
Computer Task Group Inc.
|
202,289
|
4,327
|
*
|
MoneyGram International Inc.
|
237,833
|
4,305
|
*
|
DTS Inc.
|
257,292
|
4,279
|
|
|
|
|
*
|
Quantum Corp.
|
3,274,971
|
4,192
|
*
|
Extreme Networks
|
1,228,070
|
4,139
|
*
|
LTX-Credence Corp.
|
679,163
|
4,102
|
*
|
Jive Software Inc.
|
264,396
|
4,019
|
*,^
Demandware Inc.
|
158,043
|
4,006
|
*
|
ServiceSource International Inc.
|
551,353
|
3,898
|
*
|
Oplink Communications Inc.
|
237,129
|
3,889
|
*
|
Net 1 UEPS Technologies Inc.
|
524,868
|
3,884
|
*
|
Vocus Inc.
|
272,956
|
3,862
|
*
|
XO Group Inc.
|
382,264
|
3,823
|
*
|
Actuate Corp.
|
635,554
|
3,813
|
*
|
Kemet Corp.
|
605,993
|
3,787
|
*,^
Bazaarvoice Inc.
|
516,884
|
3,784
|
*,^
Parkervision Inc.
|
1,013,669
|
3,720
|
*
|
NVE Corp.
|
65,653
|
3,704
|
*
|
support.com Inc.
|
881,047
|
3,683
|
*
|
VASCO Data Security International Inc.
|
425,402
|
3,590
|
*,^
Higher One Holdings Inc.
|
402,777
|
3,581
|
*
|
Demand Media Inc.
|
407,444
|
3,516
|
*
|
Calix Inc.
|
428,598
|
3,493
|
*
|
Globecomm Systems Inc.
|
287,195
|
3,449
|
*
|
Anaren Inc.
|
172,550
|
3,346
|
*
|
Kopin Corp.
|
900,592
|
3,332
|
*
|
IntraLinks Holdings Inc.
|
513,628
|
3,267
|
|
IXYS Corp.
|
340,575
|
3,266
|
*
|
KVH Industries Inc.
|
238,592
|
3,238
|
|
ePlus Inc.
|
69,712
|
3,221
|
*
|
Integrated Silicon Solution Inc.
|
350,683
|
3,216
|
*
|
FormFactor Inc.
|
682,701
|
3,209
|
*
|
Lionbridge Technologies Inc.
|
827,322
|
3,202
|
*
|
Proofpoint Inc.
|
188,758
|
3,182
|
*
|
Agilysys Inc.
|
318,046
|
3,161
|
*
|
Procera Networks Inc.
|
263,864
|
3,137
|
*
|
Digi International Inc.
|
349,312
|
3,119
|
*
|
Mercury Systems Inc.
|
422,451
|
3,113
|
*
|
GSI Group Inc.
|
363,433
|
3,100
|
*
|
Datalink Corp.
|
253,845
|
3,066
|
*
|
Imperva Inc.
|
79,087
|
3,045
|
|
Keynote Systems Inc.
|
215,104
|
3,003
|
|
Supertex Inc.
|
134,855
|
2,995
|
*
|
Zix Corp.
|
822,192
|
2,943
|
|
Cohu Inc.
|
312,017
|
2,920
|
|
American Software Inc. Class A
|
349,984
|
2,912
|
*
|
Saba Software Inc.
|
365,087
|
2,902
|
*
|
Avid Technology Inc.
|
459,684
|
2,882
|
*
|
Market Leader Inc.
|
317,379
|
2,844
|
*
|
Aviat Networks Inc.
|
834,379
|
2,812
|
*
|
PLX Technology Inc.
|
605,811
|
2,762
|
|
Telular Corp.
|
267,813
|
2,694
|
*
|
Inphi Corp.
|
252,749
|
2,641
|
*
|
EPAM Systems Inc.
|
112,754
|
2,619
|
*
|
Rosetta Stone Inc.
|
169,727
|
2,610
|
*
|
PRGX Global Inc.
|
370,887
|
2,578
|
*
|
Symmetricom Inc.
|
566,131
|
2,570
|
*
|
STEC Inc.
|
574,532
|
2,539
|
*
|
Zygo Corp.
|
168,344
|
2,493
|
*
|
RealNetworks Inc.
|
320,582
|
2,472
|
|
|
|
|
*
|
Unwired Planet Inc.
|
1,082,594
|
2,403
|
*
|
M/A-COM Technology Solutions Holdings Inc.
|
149,359
|
2,400
|
*
|
QuinStreet Inc.
|
400,295
|
2,390
|
*
|
Vishay Precision Group Inc.
|
162,191
|
2,383
|
*
|
Millennial Media Inc.
|
368,046
|
2,337
|
|
Richardson Electronics Ltd.
|
193,571
|
2,296
|
*
|
ShoreTel Inc.
|
630,590
|
2,289
|
*
|
Multi-Fineline Electronix Inc.
|
147,819
|
2,281
|
*
|
ANADIGICS Inc.
|
1,131,469
|
2,263
|
*
|
Travelzoo Inc.
|
105,204
|
2,248
|
|
PC Connection Inc.
|
134,619
|
2,201
|
*
|
Active Network Inc.
|
521,585
|
2,185
|
*
|
Sigma Designs Inc.
|
448,113
|
2,182
|
*
|
DSP Group Inc.
|
269,048
|
2,171
|
*
|
Alpha & Omega Semiconductor Ltd.
|
244,335
|
2,170
|
*
|
Numerex Corp. Class A
|
169,515
|
2,168
|
*
|
Guidance Software Inc.
|
198,121
|
2,150
|
*
|
MoSys Inc.
|
450,206
|
2,120
|
*
|
Maxwell Technologies Inc.
|
388,058
|
2,092
|
*
|
Pericom Semiconductor Corp.
|
303,719
|
2,068
|
*
|
Responsys Inc.
|
231,728
|
2,051
|
*
|
Pervasive Software Inc.
|
223,547
|
2,050
|
|
Digimarc Corp.
|
92,587
|
2,034
|
*
|
ModusLink Global Solutions Inc.
|
610,788
|
2,016
|
*
|
Ultra Clean Holdings
|
305,983
|
1,989
|
*
|
Aeroflex Holding Corp.
|
252,929
|
1,988
|
*
|
Intermolecular Inc.
|
193,230
|
1,971
|
*
|
Axcelis Technologies Inc.
|
1,539,897
|
1,925
|
*
|
Callidus Software Inc.
|
420,181
|
1,920
|
*
|
MaxLinear Inc.
|
308,295
|
1,911
|
*
|
Brightcove Inc.
|
306,202
|
1,901
|
*,^
Glu Mobile Inc.
|
632,424
|
1,885
|
*
|
Reis Inc.
|
116,004
|
1,803
|
*
|
Limelight Networks Inc.
|
869,610
|
1,791
|
|
Bel Fuse Inc. Class B
|
111,941
|
1,747
|
*
|
PCM Inc.
|
205,498
|
1,706
|
|
Hackett Group Inc.
|
371,255
|
1,697
|
*
|
Emcore Corp.
|
282,023
|
1,641
|
*
|
GSI Technology Inc.
|
248,367
|
1,637
|
|
PC-Tel Inc.
|
229,257
|
1,628
|
*,^
Rubicon Technology Inc.
|
244,664
|
1,615
|
*
|
Imation Corp.
|
421,887
|
1,612
|
*
|
Ipass Inc.
|
799,631
|
1,583
|
|
Concurrent Computer Corp.
|
199,855
|
1,581
|
|
Tessco Technologies Inc.
|
72,290
|
1,564
|
*
|
Radisys Corp.
|
310,738
|
1,529
|
*
|
OCZ Technology Group Inc.
|
846,557
|
1,524
|
|
Transact Technologies Inc.
|
192,561
|
1,519
|
*
|
Intevac Inc.
|
318,610
|
1,504
|
*
|
Mindspeed Technologies Inc.
|
438,500
|
1,460
|
|
Rimage Corp.
|
158,529
|
1,430
|
*
|
TeleCommunication Systems Inc. Class A
|
638,441
|
1,424
|
*
|
Telenav Inc.
|
218,942
|
1,412
|
*,^
Mitek Systems Inc.
|
296,504
|
1,388
|
*,^
QuickLogic Corp.
|
562,035
|
1,383
|
|
Marchex Inc. Class B
|
321,976
|
1,356
|
*
|
Oclaro Inc.
|
1,044,250
|
1,316
|
|
|
|
|
*
|
Westell Technologies Inc. Class A
|
653,575
|
1,314
|
*
|
AXT Inc.
|
429,847
|
1,264
|
*
|
Meru Networks Inc.
|
184,602
|
1,246
|
*
|
NeoPhotonics Corp.
|
238,629
|
1,219
|
*
|
FalconStor Software Inc.
|
454,255
|
1,217
|
*
|
Spark Networks Inc.
|
170,485
|
1,200
|
*,^
Carbonite Inc.
|
104,676
|
1,146
|
*
|
ID Systems Inc.
|
200,490
|
1,143
|
*
|
Echelon Corp.
|
445,959
|
1,088
|
*
|
StarTek Inc.
|
185,625
|
1,086
|
*
|
Ikanos Communications Inc.
|
537,121
|
1,074
|
*
|
GSE Systems Inc.
|
528,356
|
1,057
|
|
Aware Inc.
|
224,568
|
1,040
|
*
|
Official Payments Holdings Inc. Class B
|
182,985
|
1,038
|
*
|
Innodata Inc.
|
294,376
|
1,016
|
*
|
Mitel Networks Corp.
|
260,151
|
1,015
|
*
|
Mattson Technology Inc.
|
725,691
|
1,001
|
*
|
TechTarget Inc.
|
194,777
|
952
|
*
|
Dynamics Research Corp.
|
159,180
|
949
|
|
QAD Inc. Class A
|
72,664
|
933
|
*
|
Identive Group Inc.
|
626,086
|
927
|
*
|
PAR Technology Corp.
|
184,916
|
871
|
*
|
LoJack Corp.
|
277,452
|
866
|
*
|
Hutchinson Technology Inc.
|
312,192
|
859
|
*
|
Research Frontiers Inc.
|
233,098
|
858
|
|
MOCON Inc.
|
59,977
|
849
|
*,^
Wave Systems Corp. Class A
|
1,228,651
|
839
|
*
|
Novatel Wireless Inc.
|
410,532
|
817
|
|
Evolving Systems Inc.
|
127,521
|
808
|
*
|
Edgewater Technology Inc.
|
201,084
|
786
|
*
|
Dot Hill Systems Corp.
|
703,715
|
774
|
*
|
STR Holdings Inc.
|
348,664
|
757
|
|
TheStreet Inc.
|
395,735
|
756
|
|
Frequency Electronics Inc.
|
77,899
|
728
|
*
|
Bsquare Corp.
|
230,553
|
705
|
*
|
Cinedigm Digital Cinema Corp. Class A
|
441,622
|
689
|
*
|
Cascade Microtech Inc.
|
94,831
|
679
|
*
|
Smith Micro Software Inc.
|
441,823
|
583
|
*
|
NAPCO Security Technologies Inc.
|
143,058
|
572
|
*
|
CyberOptics Corp.
|
100,886
|
567
|
*
|
Newtek Business Services Inc.
|
281,073
|
562
|
*
|
Viasystems Group Inc.
|
40,770
|
532
|
*
|
Autobytel Inc.
|
121,653
|
528
|
*,^
Microvision Inc.
|
314,342
|
500
|
*
|
Mattersight Corp.
|
115,122
|
494
|
*
|
NCI Inc. Class A
|
101,589
|
492
|
*,^
Document Security Systems Inc.
|
191,992
|
436
|
|
Crexendo Inc.
|
155,896
|
426
|
*
|
Synacor Inc.
|
142,428
|
426
|
*
|
Pixelworks Inc.
|
190,441
|
423
|
*
|
MEMSIC Inc.
|
144,104
|
392
|
*
|
Planar Systems Inc.
|
202,735
|
381
|
*
|
Amtech Systems Inc.
|
92,310
|
333
|
*
|
LRAD Corp.
|
319,915
|
333
|
*
|
Information Services Group Inc.
|
154,004
|
311
|
*
|
Lantronix Inc.
|
139,933
|
290
|
*
|
Wireless Telecom Group Inc.
|
141,368
|
221
|
|
|
|
|
*
|
Video Display Corp.
|
48,546
|
187
|
|
QAD Inc. Class B
|
16,312
|
185
|
*,^
Pulse Electronics Corp.
|
432,720
|
175
|
*
|
Transwitch Corp.
|
322,489
|
156
|
*
|
Rainmaker Systems Inc.
|
344,423
|
153
|
*
|
Performance Technologies Inc.
|
170,701
|
153
|
*
|
Selectica Inc.
|
16,769
|
152
|
|
Bel Fuse Inc. Class A
|
10,580
|
146
|
*
|
Zhone Technologies Inc.
|
162,055
|
144
|
*
|
Management Network Group Inc.
|
29,028
|
92
|
*,^
Motricity Inc.
|
175,797
|
64
|
*
|
BTU International Inc.
|
26,703
|
61
|
*
|
WebMediaBrands Inc.
|
31,490
|
52
|
*
|
Intellicheck Mobilisa Inc.
|
98,702
|
38
|
*
|
Qualstar Corp.
|
18,208
|
30
|
*,^
Superconductor Technologies Inc.
|
9,629
|
24
|
|
|
|
42,683,718
|
Materials (3.8%)
|
|
|
|
Monsanto Co.
|
7,444,254
|
786,337
|
|
EI du Pont de Nemours & Co.
|
12,984,588
|
638,322
|
|
Dow Chemical Co.
|
16,699,174
|
531,702
|
|
Praxair Inc.
|
4,137,460
|
461,492
|
|
Freeport-McMoRan Copper & Gold Inc.
|
13,219,222
|
437,556
|
|
Ecolab Inc.
|
4,078,808
|
327,039
|
|
Newmont Mining Corp.
|
6,912,797
|
289,577
|
|
LyondellBasell Industries NV Class A
|
4,405,197
|
278,805
|
|
International Paper Co.
|
5,809,310
|
270,598
|
|
PPG Industries Inc.
|
1,987,045
|
266,145
|
|
Air Products & Chemicals Inc.
|
2,963,988
|
258,223
|
|
Mosaic Co.
|
4,134,215
|
246,441
|
|
Sherwin-Williams Co.
|
1,220,426
|
206,118
|
|
Nucor Corp.
|
4,423,116
|
204,127
|
|
CF Industries Holdings Inc.
|
875,567
|
166,682
|
|
Eastman Chemical Co.
|
2,135,624
|
149,216
|
|
Sigma-Aldrich Corp.
|
1,673,220
|
129,976
|
|
Alcoa Inc.
|
14,839,657
|
126,434
|
|
FMC Corp.
|
1,910,736
|
108,969
|
|
Celanese Corp. Class A
|
2,218,724
|
97,735
|
|
Ball Corp.
|
2,032,623
|
96,712
|
|
Vulcan Materials Co.
|
1,802,370
|
93,183
|
|
Rock Tenn Co. Class A
|
988,858
|
91,756
|
|
Airgas Inc.
|
923,275
|
91,552
|
|
MeadWestvaco Corp.
|
2,430,847
|
88,240
|
|
International Flavors & Fragrances Inc.
|
1,134,332
|
86,969
|
*
|
Crown Holdings Inc.
|
2,003,551
|
83,368
|
|
Ashland Inc.
|
1,095,563
|
81,400
|
|
Albemarle Corp.
|
1,242,967
|
77,710
|
*
|
WR Grace & Co.
|
996,321
|
77,225
|
|
Reliance Steel & Aluminum Co.
|
1,050,154
|
74,739
|
|
Valspar Corp.
|
1,198,719
|
74,620
|
|
Rockwood Holdings Inc.
|
1,033,316
|
67,620
|
|
Martin Marietta Materials Inc.
|
637,361
|
65,024
|
|
Royal Gold Inc.
|
893,760
|
63,484
|
|
Sealed Air Corp.
|
2,565,850
|
61,863
|
|
Packaging Corp. of America
|
1,363,859
|
61,196
|
|
Axiall Corp.
|
977,601
|
60,768
|
|
RPM International Inc.
|
1,836,934
|
58,010
|
|
|
|
Bemis Co. Inc.
|
1,435,644
|
57,943
|
* Owens-Illinois Inc.
|
2,172,099
|
57,886
|
Huntsman Corp.
|
2,853,655
|
53,049
|
Aptargroup Inc.
|
922,865
|
52,926
|
Sonoco Products Co.
|
1,400,181
|
48,992
|
Steel Dynamics Inc.
|
2,894,686
|
45,939
|
Allegheny Technologies Inc.
|
1,416,509
|
44,918
|
Cytec Industries Inc.
|
603,210
|
44,686
|
Eagle Materials Inc.
|
644,522
|
42,945
|
* Louisiana-Pacific Corp.
|
1,921,565
|
41,506
|
^ Cliffs Natural Resources Inc.
|
2,099,064
|
39,903
|
^ United States Steel Corp.
|
2,002,851
|
39,056
|
NewMarket Corp.
|
148,732
|
38,724
|
Domtar Corp.
|
492,636
|
38,238
|
Compass Minerals International Inc.
|
459,736
|
36,273
|
PolyOne Corp.
|
1,308,161
|
31,932
|
Carpenter Technology Corp.
|
621,333
|
30,626
|
Cabot Corp.
|
879,366
|
30,074
|
Silgan Holdings Inc.
|
619,107
|
29,253
|
* Chemtura Corp.
|
1,352,277
|
29,223
|
Olin Corp.
|
1,112,741
|
28,063
|
HB Fuller Co.
|
692,556
|
27,065
|
Sensient Technologies Corp.
|
686,625
|
26,840
|
Westlake Chemical Corp.
|
277,431
|
25,940
|
Scotts Miracle-Gro Co. Class A
|
596,397
|
25,788
|
Walter Energy Inc.
|
867,829
|
24,733
|
* Coeur d'Alene Mines Corp.
|
1,237,693
|
23,343
|
Commercial Metals Co.
|
1,453,769
|
23,042
|
Worthington Industries Inc.
|
728,550
|
22,570
|
* Resolute Forest Products Inc.
|
1,374,041
|
22,232
|
* Stillwater Mining Co.
|
1,595,471
|
20,629
|
Minerals Technologies Inc.
|
491,138
|
20,387
|
* Graphic Packaging Holding Co.
|
2,652,790
|
19,869
|
* Allied Nevada Gold Corp.
|
1,182,600
|
19,466
|
Greif Inc. Class A
|
350,897
|
18,815
|
Balchem Corp.
|
402,842
|
17,701
|
Tronox Ltd. Class A
|
877,688
|
17,387
|
* Clearwater Paper Corp.
|
318,378
|
16,775
|
Schweitzer-Mauduit International Inc.
|
428,164
|
16,583
|
Buckeye Technologies Inc.
|
547,901
|
16,410
|
Innophos Holdings Inc.
|
299,287
|
16,329
|
* SunCoke Energy Inc.
|
974,308
|
15,910
|
Kaiser Aluminum Corp.
|
240,811
|
15,568
|
Hecla Mining Co.
|
3,925,216
|
15,505
|
KapStone Paper and Packaging Corp.
|
550,612
|
15,307
|
Stepan Co.
|
240,892
|
15,200
|
Intrepid Potash Inc.
|
776,959
|
14,576
|
* Calgon Carbon Corp.
|
781,217
|
14,140
|
PH Glatfelter Co.
|
584,538
|
13,667
|
* Texas Industries Inc.
|
213,564
|
13,478
|
A Schulman Inc.
|
402,912
|
12,716
|
Innospec Inc.
|
286,527
|
12,687
|
* RTI International Metals Inc.
|
395,528
|
12,534
|
Koppers Holdings Inc.
|
284,080
|
12,494
|
Globe Specialty Metals Inc.
|
874,207
|
12,169
|
Boise Inc.
|
1,310,817
|
11,352
|
Deltic Timber Corp.
|
155,222
|
10,667
|
|
|
|
|
*
|
Headwaters Inc.
|
973,804
|
10,614
|
|
AMCOL International Corp.
|
350,488
|
10,581
|
*
|
Flotek Industries Inc.
|
642,976
|
10,513
|
|
Quaker Chemical Corp.
|
177,378
|
10,469
|
*
|
OM Group Inc.
|
442,820
|
10,397
|
*
|
Kraton Performance Polymers Inc.
|
442,805
|
10,362
|
|
American Vanguard Corp.
|
310,731
|
9,490
|
*,^
Molycorp Inc.
|
1,813,642
|
9,431
|
|
Haynes International Inc.
|
166,133
|
9,187
|
*
|
LSB Industries Inc.
|
260,880
|
9,073
|
|
Tredegar Corp.
|
302,702
|
8,912
|
|
Schnitzer Steel Industries Inc.
|
328,451
|
8,757
|
*
|
McEwen Mining Inc.
|
3,017,944
|
8,631
|
|
Materion Corp.
|
264,399
|
7,535
|
*
|
Ferro Corp.
|
1,115,729
|
7,531
|
|
US Silica Holdings Inc.
|
293,169
|
6,913
|
|
Neenah Paper Inc.
|
214,513
|
6,598
|
|
Wausau Paper Corp.
|
604,507
|
6,517
|
*
|
Horsehead Holding Corp.
|
593,137
|
6,453
|
^
|
AK Steel Holding Corp.
|
1,804,886
|
5,974
|
^
|
Gold Resource Corp.
|
435,458
|
5,674
|
*
|
Century Aluminum Co.
|
724,063
|
5,604
|
|
Myers Industries Inc.
|
367,391
|
5,129
|
*
|
Landec Corp.
|
353,169
|
5,110
|
|
Hawkins Inc.
|
127,624
|
5,099
|
^
|
Kronos Worldwide Inc.
|
317,441
|
4,968
|
*,^
Zoltek Cos. Inc.
|
401,187
|
4,794
|
|
Metals USA Holdings Corp.
|
227,777
|
4,704
|
*
|
AEP Industries Inc.
|
65,019
|
4,669
|
*
|
OMNOVA Solutions Inc.
|
608,115
|
4,664
|
|
Zep Inc.
|
285,233
|
4,281
|
*
|
Mercer International Inc.
|
618,534
|
4,274
|
*,^
AM Castle & Co.
|
235,965
|
4,129
|
*,^
Paramount Gold and Silver Corp.
|
1,706,012
|
3,804
|
*
|
Universal Stainless & Alloy
|
91,339
|
3,320
|
|
Olympic Steel Inc.
|
137,084
|
3,276
|
*
|
ADA-ES Inc.
|
115,317
|
3,064
|
*
|
American Pacific Corp.
|
125,666
|
2,904
|
*
|
Arabian American Development Co.
|
253,398
|
2,136
|
|
Noranda Aluminum Holding Corp.
|
460,021
|
2,066
|
*
|
General Moly Inc.
|
918,905
|
2,031
|
|
KMG Chemicals Inc.
|
98,420
|
1,913
|
|
Chase Corp.
|
87,854
|
1,697
|
*,^
Midway Gold Corp.
|
1,361,986
|
1,662
|
*
|
United States Lime & Minerals Inc.
|
30,170
|
1,605
|
*
|
Penford Corp.
|
139,546
|
1,531
|
*,^
Golden Minerals Co.
|
490,029
|
1,166
|
*
|
Senomyx Inc.
|
548,455
|
1,157
|
*
|
Handy & Harman Ltd.
|
51,780
|
797
|
*
|
Solitario Exploration & Royalty Corp.
|
368,557
|
590
|
*
|
Verso Paper Corp.
|
183,061
|
242
|
*,^
Clean Diesel Technologies Inc.
|
41,929
|
91
|
*
|
Continental Materials Corp.
|
3,495
|
62
|
|
|
|
9,211,113
|
Telecommunication Services (2.6%)
|
|
|
|
AT&T Inc.
|
79,093,399
|
2,901,937
|
|
Verizon Communications Inc.
|
39,741,621
|
1,953,301
|
|
|
|
|
|
CenturyLink Inc.
|
8,692,886
|
305,381
|
*
|
Crown Castle International Corp.
|
4,082,249
|
284,288
|
*
|
Sprint Nextel Corp.
|
41,838,966
|
259,820
|
*
|
SBA Communications Corp. Class A
|
1,757,865
|
126,601
|
^
|
Windstream Corp.
|
8,164,313
|
64,906
|
^
|
Frontier Communications Corp.
|
13,864,003
|
55,179
|
*
|
tw telecom inc Class A
|
2,101,960
|
52,948
|
*
|
MetroPCS Communications Inc.
|
4,300,265
|
46,873
|
*
|
Level 3 Communications Inc.
|
2,119,134
|
42,997
|
|
Telephone & Data Systems Inc.
|
1,280,221
|
26,974
|
*
|
Clearwire Corp. Class A
|
6,212,310
|
20,128
|
|
Cogent Communications Group Inc.
|
612,982
|
16,183
|
*,^
NII Holdings Inc.
|
2,354,897
|
10,197
|
|
Consolidated Communications Holdings Inc.
|
513,852
|
9,018
|
*
|
Cincinnati Bell Inc.
|
2,630,857
|
8,577
|
*
|
Premiere Global Services Inc.
|
642,138
|
7,057
|
*
|
Vonage Holdings Corp.
|
2,334,618
|
6,747
|
*
|
8x8 Inc.
|
965,489
|
6,614
|
*
|
United States Cellular Corp.
|
177,636
|
6,395
|
|
Atlantic Tele-Network Inc.
|
127,456
|
6,183
|
*
|
inContact Inc.
|
666,545
|
5,392
|
|
Shenandoah Telecommunications Co.
|
305,661
|
4,655
|
*,^
Leap Wireless International Inc.
|
767,242
|
4,519
|
*
|
Iridium Communications Inc.
|
703,325
|
4,234
|
|
USA Mobility Inc.
|
297,525
|
3,948
|
|
Lumos Networks Corp.
|
264,364
|
3,564
|
*
|
General Communication Inc. Class A
|
385,747
|
3,537
|
*
|
Cbeyond Inc.
|
417,103
|
3,099
|
|
HickoryTech Corp.
|
287,152
|
2,914
|
|
NTELOS Holdings Corp.
|
216,276
|
2,770
|
|
IDT Corp. Class B
|
211,546
|
2,551
|
*
|
ORBCOMM Inc.
|
461,953
|
2,407
|
*,^
Fairpoint Communications Inc.
|
248,463
|
1,856
|
*,^
Towerstream Corp.
|
791,312
|
1,765
|
|
Primus Telecommunications Group Inc.
|
134,094
|
1,482
|
*
|
Boingo Wireless Inc.
|
237,865
|
1,313
|
|
Neutral Tandem Inc.
|
390,727
|
1,278
|
*,^
Elephant Talk Communications Corp.
|
771,629
|
941
|
|
Alaska Communications Systems Group Inc.
|
558,232
|
927
|
|
Alteva
|
91,123
|
836
|
|
|
|
6,272,292
|
Utilities (3.5%)
|
|
|
|
Duke Energy Corp.
|
9,806,607
|
711,862
|
|
Southern Co.
|
12,171,839
|
571,103
|
|
Dominion Resources Inc.
|
8,001,397
|
465,521
|
|
NextEra Energy Inc.
|
5,598,451
|
434,888
|
|
Exelon Corp.
|
11,895,818
|
410,168
|
|
American Electric Power Co. Inc.
|
6,757,095
|
328,598
|
|
PG&E Corp.
|
5,987,498
|
266,623
|
|
Sempra Energy
|
3,199,446
|
255,764
|
|
PPL Corp.
|
8,100,187
|
253,617
|
|
Consolidated Edison Inc.
|
4,078,309
|
248,899
|
|
FirstEnergy Corp.
|
5,823,637
|
245,757
|
|
Public Service Enterprise Group Inc.
|
7,044,838
|
241,920
|
|
Edison International
|
4,310,126
|
216,886
|
|
Xcel Energy Inc.
|
6,790,097
|
201,666
|
|
Northeast Utilities
|
4,371,679
|
189,993
|
|
|
|
DTE Energy Co.
|
2,396,149
|
163,753
|
Entergy Corp.
|
2,475,000
|
156,519
|
Wisconsin Energy Corp.
|
3,199,148
|
137,211
|
CenterPoint Energy Inc.
|
5,646,509
|
135,290
|
ONEOK Inc.
|
2,706,794
|
129,033
|
NiSource Inc.
|
4,307,228
|
126,374
|
NRG Energy Inc.
|
4,480,676
|
118,693
|
Ameren Corp.
|
3,374,317
|
118,169
|
AES Corp.
|
8,792,234
|
110,518
|
CMS Energy Corp.
|
3,688,414
|
103,054
|
American Water Works Co. Inc.
|
2,458,317
|
101,873
|
OGE Energy Corp.
|
1,373,184
|
96,095
|
SCANA Corp.
|
1,743,476
|
89,196
|
Pinnacle West Capital Corp.
|
1,527,628
|
88,434
|
* Calpine Corp.
|
4,208,323
|
86,691
|
Alliant Energy Corp.
|
1,545,542
|
77,555
|
AGL Resources Inc.
|
1,640,148
|
68,804
|
Pepco Holdings Inc.
|
3,189,285
|
68,251
|
NV Energy Inc.
|
3,269,391
|
65,486
|
ITC Holdings Corp.
|
715,588
|
63,873
|
Integrys Energy Group Inc.
|
1,088,008
|
63,279
|
MDU Resources Group Inc.
|
2,492,973
|
62,299
|
Aqua America Inc.
|
1,943,181
|
61,094
|
National Fuel Gas Co.
|
984,787
|
60,417
|
UGI Corp.
|
1,565,045
|
60,082
|
Questar Corp.
|
2,431,533
|
59,159
|
Westar Energy Inc.
|
1,757,284
|
58,307
|
Atmos Energy Corp.
|
1,253,902
|
53,529
|
TECO Energy Inc.
|
2,859,802
|
50,962
|
Great Plains Energy Inc.
|
2,133,130
|
49,467
|
Vectren Corp.
|
1,140,193
|
40,386
|
Hawaiian Electric Industries Inc.
|
1,451,223
|
40,213
|
Cleco Corp.
|
843,019
|
39,647
|
IDACORP Inc.
|
691,294
|
33,369
|
Piedmont Natural Gas Co. Inc.
|
1,000,598
|
32,900
|
Portland General Electric Co.
|
1,049,133
|
31,820
|
WGL Holdings Inc.
|
716,741
|
31,608
|
Southwest Gas Corp.
|
636,571
|
30,212
|
UNS Energy Corp.
|
574,763
|
28,129
|
UIL Holdings Corp.
|
703,540
|
27,853
|
New Jersey Resources Corp.
|
578,731
|
25,956
|
PNM Resources Inc.
|
1,106,104
|
25,761
|
Black Hills Corp.
|
578,325
|
25,469
|
South Jersey Industries Inc.
|
425,002
|
23,626
|
ALLETE Inc.
|
477,756
|
23,420
|
Avista Corp.
|
817,186
|
22,391
|
NorthWestern Corp.
|
512,332
|
20,422
|
El Paso Electric Co.
|
524,104
|
17,636
|
MGE Energy Inc.
|
316,615
|
17,553
|
Northwest Natural Gas Co.
|
368,134
|
16,132
|
American States Water Co.
|
267,177
|
15,381
|
Otter Tail Corp.
|
444,196
|
13,832
|
Empire District Electric Co.
|
581,489
|
13,025
|
California Water Service Group
|
651,425
|
12,963
|
CH Energy Group Inc.
|
195,564
|
12,788
|
Laclede Group Inc.
|
292,004
|
12,469
|
SJW Corp.
|
239,884
|
6,357
|
|
|
|
|
|
|
|
Chesapeake Utilities Corp.
|
|
|
129,451
|
6,350
|
|
Ormat Technologies Inc.
|
|
|
244,325
|
5,045
|
|
Unitil Corp.
|
|
|
176,194
|
4,956
|
|
Middlesex Water Co.
|
|
|
236,771
|
4,622
|
|
Connecticut Water Service Inc.
|
|
|
141,448
|
4,135
|
|
York Water Co.
|
|
|
165,672
|
3,115
|
|
Artesian Resources Corp. Class A
|
|
|
102,844
|
2,311
|
|
Genie Energy Ltd. Class B
|
|
|
217,911
|
2,018
|
|
Consolidated Water Co. Ltd.
|
|
|
179,323
|
1,775
|
|
Delta Natural Gas Co. Inc.
|
|
|
75,577
|
1,652
|
*
|
Cadiz Inc.
|
|
|
179,752
|
1,215
|
*
|
Pure Cycle Corp.
|
|
|
145,895
|
766
|
*
|
Synthesis Energy Systems Inc.
|
|
|
414,350
|
431
|
|
RGC Resources Inc.
|
|
|
19,687
|
365
|
*,^
American DG Energy Inc.
|
|
|
150,093
|
315
|
|
|
|
|
|
8,407,121
|
Total Common Stocks (Cost $184,424,516)
|
|
|
|
240,855,519
|
|
|
Coupon
|
|
|
|
Temporary Cash Investments (0.8%)
1
|
|
|
|
|
Money Market Fund (0.8%)
|
|
|
|
|
2,3
Vanguard Market Liquidity Fund
|
0.147%
|
|
1,792,698,154
|
1,792,698
|
|
|
|
|
|
Face
|
|
|
|
|
Maturity
|
Amount
|
|
|
|
|
Date
|
($000)
|
|
U.S. Government and Agency Obligations (0.0%)
|
|
|
|
|
4
|
Fannie Mae Discount Notes
|
0.080%
|
4/24/13
|
5,000
|
5,000
|
4,5
Fannie Mae Discount Notes
|
0.120%
|
6/5/13
|
10,000
|
9,997
|
6
|
Federal Home Loan Bank Discount Notes
|
0.090%
|
4/3/13
|
10,000
|
10,000
|
5,6
Federal Home Loan Bank Discount Notes
|
0.110%
|
5/15/13
|
15,000
|
14,997
|
4
|
Freddie Mac Discount Notes
|
0.082%
|
4/22/13
|
4,500
|
4,500
|
4,5
Freddie Mac Discount Notes
|
0.130%
|
9/16/13
|
18,200
|
18,186
|
|
|
|
|
|
62,680
|
Total Temporary Cash Investments (Cost $1,855,382)
|
|
|
|
1,855,378
|
Total Investments (100.3%) (Cost $186,279,898)
|
|
|
|
242,710,897
|
Other Assets and Liabilities-Net (-0.3%)
3
|
|
|
|
(692,408)
|
Net Assets (100%)
|
|
|
|
242,018,489
|
* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $797,769,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 99.9% and 0.4%, respectively, of net assets.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
3 Includes $846,462,000 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 $39,694,000 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.
Total Stock Market Index Fund
A
. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which 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 March 31, 2013,
based on the inputs used to value them:
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
Investments
|
($000)
|
($000)
|
($000)
|
Common Stocks
|
240,854,851
|
111
|
557
|
Temporary Cash Investments
|
1,792,698
|
62,680
|
—
|
Futures Contracts—Assets
1
|
3,120
|
—
|
—
|
Swap Contracts—Assets
|
—
|
7,537
|
—
|
Total
|
242,650,669
|
70,328
|
557
|
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.
Total Stock Market Index Fund
Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded in the Schedule of Investments as an asset (liability).
At March 31, 2013, 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
|
June 2013
|
1,542
|
602,421
|
6,665
|
E-mini S&P 500 Index
|
June 2013
|
2,095
|
163,692
|
1,126
|
E-mini Russell 2000 Index
|
June 2013
|
957
|
90,810
|
1,476
|
E-mini S&P Midcap 400 Index
|
June 2013
|
280
|
32,228
|
642
|
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D
. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected stocks in the fund's target index when investing through a swap provides a return advantage over buying the individual stocks. Under the terms of each swap, the fund receives the total return (either receiving the increase or paying the decrease) on a reference stock, applied to a notional amount that is the value of a designated number of shares of the stock at the beginning of the swap. The counterparty pays the fund a fixed rate less a specified interest rate spread that is based on short-term interest rates, applied to the notional amount. At the same time, the fund invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.
The notional amounts of swap contracts are not recorded in the Schedule of Investments. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as unrealized appreciation (depreciation) until termination of the swap, at which time realized gain (loss) is recorded. The primary risks associated with the swaps are that a counterparty will default on its obligation to pay net amounts due to the fund , or that the fund will incur fees in the event it terminates a swap prior to the scheduled termination date. The fund's maximum risk of loss from counterparty credit risk is the amount of unrealized appreciation on the swap contract. The fund attempts to mitigate this risk by, among other things, performing a credit analysis of counterparties, monitoring exposure to counterparties, and requiring counterparties to post collateral to secure such exposure. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has posted. Any securities posted as collateral for open contracts are noted in the Statement of Net Assets. The value of collateral received or posted is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Total Stock Market Index Fund
|
|
|
|
|
|
|
|
|
|
|
Unrealized
|
|
|
|
Notional
|
Floating Interest
|
Appreciation
|
|
Termination
|
|
Amount
|
Rate Received
|
(Depreciation)
|
Reference Entity
|
Date
|
Counterparty
1
|
($000)
|
(Paid)
|
($000)
|
PNC Financial Services
|
5/16/13
|
GSI
|
161,382
|
(0.578%)
2
|
1,499
|
SLM Corp
|
8/7/13
|
GSI
|
118,171
|
(0.578%)
2
|
6,038
|
1 GSI—Goldman Sachs International.
2 Based on one-month London Interbank Offered Rate (LIBOR) as of the most recent payment date plus a 0.35% spread.
At March 31, 2013, the counterparty had deposited in segregated accounts securities with a value of $6,464,000 in connection with open swap contracts.
D.
At March 31, 2013, the cost of investment securities for tax purposes was $186,281,418,000. Net unrealized appreciation of investment securities for tax purposes was $56,429,479,000, consisting of unrealized gains of $67,099,284,000 on securities that had risen in value since their purchase and $10,669,805,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Value Index Fund
Schedule of Investments
As of March 31, 2013
|
|
|
|
|
Market
|
|
|
Value
|
|
Shares
|
($000)
|
Common Stocks (99.5%)
1
|
|
|
Consumer Discretionary (4.5%)
|
|
|
Time Warner Inc.
|
2,675,144
|
154,142
|
Ford Motor Co.
|
6,529,193
|
85,859
|
Johnson Controls Inc.
|
1,932,246
|
67,764
|
* General Motors Co.
|
2,212,508
|
61,552
|
Carnival Corp.
|
1,259,816
|
43,212
|
Mattel Inc.
|
969,540
|
42,456
|
Genuine Parts Co.
|
438,323
|
34,189
|
Kohl's Corp.
|
617,400
|
28,481
|
Whirlpool Corp.
|
219,979
|
26,059
|
Staples Inc.
|
1,904,157
|
25,573
|
Nordstrom Inc.
|
454,347
|
25,094
|
H&R Block Inc.
|
765,954
|
22,534
|
Newell Rubbermaid Inc.
|
812,580
|
21,208
|
D.R. Horton Inc.
|
834,459
|
20,277
|
Darden Restaurants Inc.
|
363,312
|
18,776
|
* Mohawk Industries Inc.
|
165,781
|
18,753
|
^ Autoliv Inc.
|
269,685
|
18,646
|
Best Buy Co. Inc.
|
808,523
|
17,909
|
* TRW Automotive Holdings Corp.
|
320,192
|
17,611
|
Expedia Inc.
|
275,846
|
16,554
|
Lear Corp.
|
273,734
|
15,020
|
Foot Locker Inc.
|
426,651
|
14,609
|
Hasbro Inc.
|
330,289
|
14,513
|
Gannett Co. Inc.
|
649,204
|
14,198
|
Leggett & Platt Inc.
|
399,153
|
13,483
|
Royal Caribbean Cruises Ltd.
|
400,383
|
13,301
|
International Game Technology
|
751,652
|
12,402
|
Virgin Media Inc.
|
252,061
|
12,343
|
* Liberty Media Corp.
|
103,531
|
11,557
|
^ Garmin Ltd.
|
330,990
|
10,936
|
Abercrombie & Fitch Co.
|
233,164
|
10,772
|
Interpublic Group of Cos. Inc.
|
793,367
|
10,338
|
GameStop Corp. Class A
|
341,484
|
9,551
|
American Eagle Outfitters Inc.
|
503,484
|
9,415
|
Lennar Corp. Class A
|
225,343
|
9,347
|
* Jarden Corp.
|
204,303
|
8,754
|
Williams-Sonoma Inc.
|
161,983
|
8,345
|
Washington Post Co. Class B
|
13,047
|
5,832
|
* Toll Brothers Inc.
|
149,432
|
5,117
|
Guess? Inc.
|
180,461
|
4,481
|
Tupperware Brands Corp.
|
54,625
|
4,465
|
* Lamar Advertising Co. Class A
|
62,461
|
3,036
|
Harman International Industries Inc.
|
67,263
|
3,002
|
* Hyatt Hotels Corp. Class A
|
64,040
|
2,768
|
* Apollo Group Inc. Class A
|
100,498
|
1,748
|
|
|
995,982
|
Consumer Staples (8.3%)
|
|
|
Procter & Gamble Co.
|
7,725,223
|
595,306
|
|
|
|
PepsiCo Inc.
|
2,840,765
|
224,733
|
Mondelez International Inc. Class A
|
4,769,784
|
146,003
|
Walgreen Co.
|
1,650,265
|
78,685
|
Kimberly-Clark Corp.
|
718,624
|
70,411
|
HJ Heinz Co.
|
906,053
|
65,480
|
Archer-Daniels-Midland Co.
|
1,860,915
|
62,769
|
Sysco Corp.
|
1,660,961
|
58,416
|
General Mills Inc.
|
911,525
|
44,947
|
Reynolds American Inc.
|
947,639
|
42,160
|
ConAgra Foods Inc.
|
1,151,544
|
41,237
|
Clorox Co.
|
350,223
|
31,005
|
JM Smucker Co.
|
309,252
|
30,665
|
Bunge Ltd.
|
412,854
|
30,481
|
Coca-Cola Enterprises Inc.
|
811,023
|
29,943
|
Kellogg Co.
|
460,797
|
29,689
|
Dr Pepper Snapple Group Inc.
|
588,002
|
27,607
|
Beam Inc.
|
404,574
|
25,707
|
Avon Products Inc.
|
1,221,090
|
25,313
|
Campbell Soup Co.
|
531,539
|
24,111
|
Lorillard Inc.
|
548,584
|
22,135
|
Molson Coors Brewing Co. Class B
|
422,010
|
20,649
|
Tyson Foods Inc. Class A
|
815,874
|
20,250
|
Safeway Inc.
|
677,000
|
17,839
|
Energizer Holdings Inc.
|
174,836
|
17,436
|
Ingredion Inc.
|
216,252
|
15,639
|
Church & Dwight Co. Inc.
|
197,242
|
12,748
|
* Smithfield Foods Inc.
|
401,206
|
10,624
|
McCormick & Co. Inc.
|
119,018
|
8,754
|
|
|
1,830,742
|
Energy (15.2%)
|
|
|
Exxon Mobil Corp.
|
12,881,785
|
1,160,778
|
Chevron Corp.
|
5,529,677
|
657,036
|
ConocoPhillips
|
3,258,129
|
195,814
|
Occidental Petroleum Corp.
|
2,288,983
|
179,388
|
Anadarko Petroleum Corp.
|
1,411,925
|
123,473
|
Phillips 66
|
1,679,914
|
117,544
|
Marathon Petroleum Corp.
|
958,406
|
85,873
|
Apache Corp.
|
1,105,654
|
85,312
|
Valero Energy Corp.
|
1,564,146
|
71,153
|
Marathon Oil Corp.
|
1,996,184
|
67,311
|
Hess Corp.
|
868,580
|
62,199
|
Devon Energy Corp.
|
1,087,132
|
61,336
|
Baker Hughes Inc.
|
1,242,255
|
57,653
|
Spectra Energy Corp.
|
1,845,272
|
56,742
|
Chesapeake Energy Corp.
|
1,878,109
|
38,332
|
Murphy Oil Corp.
|
521,587
|
33,241
|
HollyFrontier Corp.
|
545,276
|
28,054
|
Noble Corp.
|
714,011
|
27,240
|
Tesoro Corp.
|
396,779
|
23,231
|
* Denbury Resources Inc.
|
1,093,451
|
20,393
|
Cimarex Energy Co.
|
244,509
|
18,446
|
Helmerich & Payne Inc.
|
298,695
|
18,131
|
* Plains Exploration & Production Co.
|
364,463
|
17,301
|
* Weatherford International Ltd.
|
1,392,933
|
16,910
|
* Kinder Morgan Management LLC
|
190,130
|
16,703
|
Peabody Energy Corp.
|
758,233
|
16,037
|
Ensco plc Class A
|
229,524
|
13,771
|
|
|
|
Nabors Industries Ltd.
|
820,098
|
13,302
|
* Oil States International Inc.
|
154,951
|
12,639
|
* Superior Energy Services Inc.
|
446,194
|
11,588
|
Energen Corp.
|
203,712
|
10,595
|
Patterson-UTI Energy Inc.
|
421,886
|
10,058
|
* WPX Energy Inc.
|
563,804
|
9,032
|
* Newfield Exploration Co.
|
382,745
|
8,581
|
* McDermott International Inc.
|
665,655
|
7,316
|
* Cobalt International Energy Inc.
|
223,809
|
6,311
|
* Rowan Cos. plc Class A
|
175,945
|
6,221
|
|
|
3,365,045
|
Financials (25.1%)
|
|
|
Wells Fargo & Co.
|
14,129,799
|
522,661
|
JPMorgan Chase & Co.
|
10,740,287
|
509,734
|
Bank of America Corp.
|
30,451,996
|
370,905
|
Citigroup Inc.
|
8,285,427
|
366,547
|
* Berkshire Hathaway Inc. Class B
|
1,817,762
|
189,411
|
Goldman Sachs Group Inc.
|
1,261,310
|
185,602
|
US Bancorp
|
5,312,622
|
180,257
|
* American International Group Inc.
|
3,962,477
|
153,823
|
PNC Financial Services Group Inc.
|
1,494,410
|
99,378
|
BlackRock Inc.
|
383,263
|
98,453
|
MetLife Inc.
|
2,466,425
|
93,773
|
Bank of New York Mellon Corp.
|
3,302,275
|
92,431
|
Travelers Cos. Inc.
|
1,077,860
|
90,745
|
Capital One Financial Corp.
|
1,643,720
|
90,322
|
ACE Ltd.
|
960,204
|
85,429
|
State Street Corp.
|
1,313,381
|
77,608
|
Prudential Financial Inc.
|
1,305,476
|
77,010
|
Aflac Inc.
|
1,325,038
|
68,928
|
Allstate Corp.
|
1,361,365
|
66,802
|
Chubb Corp.
|
740,183
|
64,788
|
HCP Inc.
|
1,277,378
|
63,690
|
BB&T Corp.
|
1,977,038
|
62,059
|
Ventas Inc.
|
835,124
|
61,131
|
Morgan Stanley
|
2,719,723
|
59,780
|
CME Group Inc.
|
894,943
|
54,941
|
Prologis Inc.
|
1,302,366
|
52,069
|
Health Care REIT Inc.
|
733,719
|
49,827
|
Simon Property Group Inc.
|
305,846
|
48,495
|
SunTrust Banks Inc.
|
1,522,541
|
43,864
|
Annaly Capital Management Inc.
|
2,754,988
|
43,777
|
Ameriprise Financial Inc.
|
581,576
|
42,833
|
Fifth Third Bancorp
|
2,535,944
|
41,361
|
Progressive Corp.
|
1,623,361
|
41,022
|
Loews Corp.
|
889,709
|
39,209
|
Invesco Ltd.
|
1,254,699
|
36,336
|
American Capital Agency Corp.
|
1,099,044
|
36,027
|
Host Hotels & Resorts Inc.
|
2,047,880
|
35,817
|
Charles Schwab Corp.
|
1,990,616
|
35,214
|
M&T Bank Corp.
|
325,448
|
33,573
|
Regions Financial Corp.
|
3,992,710
|
32,700
|
Equity Residential
|
590,757
|
32,527
|
Hartford Financial Services Group Inc.
|
1,171,162
|
30,216
|
Principal Financial Group Inc.
|
829,564
|
28,230
|
Boston Properties Inc.
|
277,066
|
28,000
|
SLM Corp.
|
1,305,860
|
26,744
|
|
|
|
NYSE Euronext
|
686,561
|
26,529
|
KeyCorp
|
2,638,161
|
26,276
|
Kimco Realty Corp.
|
1,151,717
|
25,798
|
XL Group plc Class A
|
849,407
|
25,737
|
Vornado Realty Trust
|
307,641
|
25,731
|
Lincoln National Corp.
|
777,040
|
25,339
|
Macerich Co.
|
385,994
|
24,850
|
Realty Income Corp.
|
547,937
|
24,849
|
Leucadia National Corp.
|
877,017
|
24,057
|
Plum Creek Timber Co. Inc.
|
456,471
|
23,828
|
SL Green Realty Corp.
|
255,296
|
21,984
|
Public Storage
|
144,256
|
21,973
|
Unum Group
|
777,299
|
21,959
|
Rayonier Inc.
|
348,042
|
20,768
|
Cincinnati Financial Corp.
|
436,695
|
20,608
|
AvalonBay Communities Inc.
|
158,463
|
20,073
|
Comerica Inc.
|
537,819
|
19,335
|
Willis Group Holdings plc
|
488,585
|
19,294
|
Everest Re Group Ltd.
|
146,112
|
18,974
|
Huntington Bancshares Inc.
|
2,417,147
|
17,863
|
New York Community Bancorp Inc.
|
1,240,673
|
17,804
|
UDR Inc.
|
706,755
|
17,096
|
Weyerhaeuser Co.
|
535,483
|
16,803
|
Camden Property Trust
|
237,583
|
16,317
|
PartnerRe Ltd.
|
172,988
|
16,107
|
Torchmark Corp.
|
268,205
|
16,039
|
Essex Property Trust Inc.
|
103,211
|
15,542
|
Digital Realty Trust Inc.
|
226,462
|
15,153
|
Duke Realty Corp.
|
888,484
|
15,086
|
Arthur J Gallagher & Co.
|
351,362
|
14,515
|
WR Berkley Corp.
|
326,170
|
14,472
|
Fidelity National Financial Inc. Class A
|
572,978
|
14,456
|
* Alleghany Corp.
|
35,900
|
14,214
|
Senior Housing Properties Trust
|
526,885
|
14,136
|
* Genworth Financial Inc. Class A
|
1,389,376
|
13,894
|
Regency Centers Corp.
|
255,289
|
13,507
|
Liberty Property Trust
|
333,998
|
13,276
|
People's United Financial Inc.
|
982,205
|
13,201
|
* Markel Corp.
|
25,833
|
13,007
|
Zions Bancorporation
|
520,199
|
13,000
|
Axis Capital Holdings Ltd.
|
310,752
|
12,934
|
Alexandria Real Estate Equities Inc.
|
179,845
|
12,765
|
RenaissanceRe Holdings Ltd.
|
136,062
|
12,516
|
Reinsurance Group of America Inc. Class A
|
208,521
|
12,442
|
Ares Capital Corp.
|
685,014
|
12,399
|
DDR Corp.
|
699,848
|
12,191
|
HCC Insurance Holdings Inc.
|
286,141
|
12,027
|
NASDAQ OMX Group Inc.
|
349,412
|
11,286
|
Legg Mason Inc.
|
334,840
|
10,765
|
Hospitality Properties Trust
|
388,811
|
10,669
|
First Republic Bank
|
259,577
|
10,025
|
Assurant Inc.
|
222,365
|
10,009
|
Federal Realty Investment Trust
|
91,162
|
9,849
|
Cullen/Frost Bankers Inc.
|
156,145
|
9,764
|
Piedmont Office Realty Trust Inc. Class A
|
474,195
|
9,290
|
Chimera Investment Corp.
|
2,907,516
|
9,275
|
American Financial Group Inc.
|
191,181
|
9,058
|
|
|
|
Commerce Bancshares Inc.
|
220,773
|
9,014
|
White Mountains Insurance Group Ltd.
|
15,807
|
8,964
|
Validus Holdings Ltd.
|
227,224
|
8,491
|
Raymond James Financial Inc.
|
166,585
|
7,680
|
WP Carey Inc.
|
87,812
|
5,919
|
Hudson City Bancorp Inc.
|
673,008
|
5,815
|
Weingarten Realty Investors
|
162,547
|
5,128
|
BOK Financial Corp.
|
77,008
|
4,798
|
Jones Lang LaSalle Inc.
|
43,523
|
4,327
|
Erie Indemnity Co. Class A
|
39,917
|
3,015
|
|
|
5,547,914
|
Health Care (13.0%)
|
|
|
Johnson & Johnson
|
7,829,801
|
638,364
|
Pfizer Inc.
|
20,801,962
|
600,345
|
Merck & Co. Inc.
|
8,589,285
|
379,904
|
Bristol-Myers Squibb Co.
|
4,663,690
|
192,097
|
AbbVie Inc.
|
4,433,848
|
180,812
|
Eli Lilly & Co.
|
2,950,748
|
167,573
|
Abbott Laboratories
|
4,465,909
|
157,736
|
Medtronic Inc.
|
2,882,085
|
135,343
|
WellPoint Inc.
|
857,996
|
56,825
|
Aetna Inc.
|
945,471
|
48,333
|
Cardinal Health Inc.
|
960,054
|
39,957
|
* Actavis Inc.
|
360,916
|
33,244
|
* Life Technologies Corp.
|
486,107
|
31,417
|
Humana Inc.
|
447,070
|
30,897
|
* Boston Scientific Corp.
|
3,879,543
|
30,299
|
Quest Diagnostics Inc.
|
449,165
|
25,355
|
* CareFusion Corp.
|
626,995
|
21,939
|
Coventry Health Care Inc.
|
380,011
|
17,872
|
* Hologic Inc.
|
753,733
|
17,034
|
* Hospira Inc.
|
466,782
|
15,324
|
Omnicare Inc.
|
312,246
|
12,715
|
* Endo Health Solutions Inc.
|
322,349
|
9,916
|
* Zoetis Inc.
|
280,112
|
9,356
|
Universal Health Services Inc. Class B
|
127,206
|
8,125
|
* Covance Inc.
|
54,028
|
4,015
|
* Bio-Rad Laboratories Inc. Class A
|
19,551
|
2,463
|
|
|
2,867,260
|
Industrials (8.6%)
|
|
|
General Electric Co.
|
29,627,689
|
684,992
|
Honeywell International Inc.
|
2,102,542
|
158,427
|
Eaton Corp. plc
|
1,308,968
|
80,174
|
Illinois Tool Works Inc.
|
1,178,566
|
71,822
|
General Dynamics Corp.
|
848,021
|
59,794
|
Caterpillar Inc.
|
646,714
|
56,245
|
Raytheon Co.
|
932,127
|
54,800
|
Waste Management Inc.
|
1,245,323
|
48,829
|
Northrop Grumman Corp.
|
658,885
|
46,221
|
Norfolk Southern Corp.
|
580,420
|
44,739
|
Parker Hannifin Corp.
|
421,495
|
38,601
|
Lockheed Martin Corp.
|
388,570
|
37,505
|
Dover Corp.
|
505,775
|
36,861
|
Stanley Black & Decker Inc.
|
451,329
|
36,544
|
Pentair Ltd.
|
594,219
|
31,345
|
Republic Services Inc. Class A
|
875,959
|
28,907
|
|
|
|
CSX Corp.
|
1,020,009
|
25,123
|
Rockwell Collins Inc.
|
376,299
|
23,752
|
* Hertz Global Holdings Inc.
|
1,013,263
|
22,555
|
L-3 Communications Holdings Inc.
|
265,759
|
21,505
|
Cummins Inc.
|
178,532
|
20,676
|
* Jacobs Engineering Group Inc.
|
367,448
|
20,665
|
Equifax Inc.
|
337,862
|
19,457
|
* Quanta Services Inc.
|
623,911
|
17,831
|
Iron Mountain Inc.
|
401,613
|
14,583
|
Xylem Inc.
|
524,890
|
14,466
|
Hubbell Inc. Class B
|
147,237
|
14,298
|
AGCO Corp.
|
273,974
|
14,280
|
Southwest Airlines Co.
|
1,042,479
|
14,053
|
Cintas Corp.
|
317,541
|
14,013
|
Snap-on Inc.
|
164,413
|
13,597
|
KBR Inc.
|
416,645
|
13,366
|
Timken Co.
|
230,177
|
13,023
|
Manpower Inc.
|
221,620
|
12,570
|
Towers Watson & Co. Class A
|
179,350
|
12,433
|
Avery Dennison Corp.
|
281,247
|
12,113
|
SPX Corp.
|
143,758
|
11,351
|
URS Corp.
|
216,996
|
10,288
|
^ Pitney Bowes Inc.
|
568,248
|
8,444
|
Masco Corp.
|
355,770
|
7,204
|
Robert Half International Inc.
|
188,839
|
7,087
|
* Spirit Aerosystems Holdings Inc. Class A
|
338,755
|
6,433
|
IDEX Corp.
|
116,688
|
6,233
|
Joy Global Inc.
|
104,509
|
6,220
|
|
|
1,913,425
|
Information Technology (8.8%)
|
|
|
Microsoft Corp.
|
13,911,018
|
397,994
|
Cisco Systems Inc.
|
15,000,524
|
313,661
|
Intel Corp.
|
14,058,986
|
307,189
|
Hewlett-Packard Co.
|
5,554,836
|
132,427
|
Dell Inc.
|
4,166,402
|
59,705
|
Texas Instruments Inc.
|
1,583,516
|
56,183
|
Corning Inc.
|
4,176,034
|
55,666
|
TE Connectivity Ltd.
|
1,194,067
|
50,067
|
Applied Materials Inc.
|
3,496,792
|
47,137
|
Seagate Technology plc
|
959,990
|
35,097
|
Automatic Data Processing Inc.
|
480,125
|
31,218
|
Western Digital Corp.
|
619,497
|
31,148
|
Xerox Corp.
|
3,595,791
|
30,924
|
Maxim Integrated Products Inc.
|
823,829
|
26,898
|
Fidelity National Information Services Inc.
|
662,730
|
26,257
|
Linear Technology Corp.
|
653,812
|
25,087
|
KLA-Tencor Corp.
|
470,497
|
24,814
|
* SanDisk Corp.
|
444,045
|
24,422
|
CA Inc.
|
908,452
|
22,866
|
Computer Sciences Corp.
|
439,002
|
21,612
|
Paychex Inc.
|
600,777
|
21,069
|
Microchip Technology Inc.
|
549,801
|
20,211
|
Activision Blizzard Inc.
|
1,257,588
|
18,323
|
Harris Corp.
|
320,763
|
14,864
|
* Avnet Inc.
|
387,681
|
14,034
|
Marvell Technology Group Ltd.
|
1,284,862
|
13,594
|
* Lam Research Corp.
|
314,615
|
13,044
|
|
|
|
* Arrow Electronics Inc.
|
299,368
|
12,160
|
NVIDIA Corp.
|
882,115
|
11,309
|
Total System Services Inc.
|
448,686
|
11,118
|
* ON Semiconductor Corp.
|
1,266,516
|
10,487
|
SAIC Inc.
|
773,849
|
10,486
|
* Electronic Arts Inc.
|
560,277
|
9,917
|
Jabil Circuit Inc.
|
523,623
|
9,677
|
* Flextronics International Ltd.
|
1,217,625
|
8,231
|
* Synopsys Inc.
|
211,056
|
7,573
|
Molex Inc.
|
189,384
|
5,545
|
Molex Inc. Class A
|
207,586
|
5,007
|
|
|
1,937,021
|
Materials (4.2%)
|
|
|
EI du Pont de Nemours & Co.
|
2,634,415
|
129,508
|
Dow Chemical Co.
|
3,388,028
|
107,875
|
Freeport-McMoRan Copper & Gold Inc.
|
2,682,610
|
88,794
|
LyondellBasell Industries NV Class A
|
893,918
|
56,576
|
International Paper Co.
|
1,178,852
|
54,911
|
Air Products & Chemicals Inc.
|
601,461
|
52,399
|
Mosaic Co.
|
838,866
|
50,005
|
Nucor Corp.
|
897,559
|
41,422
|
Eastman Chemical Co.
|
433,311
|
30,275
|
Alcoa Inc.
|
3,015,466
|
25,692
|
CF Industries Holdings Inc.
|
115,399
|
21,969
|
Newmont Mining Corp.
|
490,882
|
20,563
|
Airgas Inc.
|
187,493
|
18,592
|
MeadWestvaco Corp.
|
493,854
|
17,927
|
International Flavors & Fragrances Inc.
|
230,384
|
17,664
|
Ashland Inc.
|
222,688
|
16,546
|
Reliance Steel & Aluminum Co.
|
213,359
|
15,185
|
Rockwood Holdings Inc.
|
210,180
|
13,754
|
Martin Marietta Materials Inc.
|
129,661
|
13,228
|
Sealed Air Corp.
|
521,796
|
12,580
|
Bemis Co. Inc.
|
291,707
|
11,773
|
* Owens-Illinois Inc.
|
441,536
|
11,767
|
Huntsman Corp.
|
575,107
|
10,691
|
Sonoco Products Co.
|
284,406
|
9,951
|
Steel Dynamics Inc.
|
589,526
|
9,356
|
Rock Tenn Co. Class A
|
100,367
|
9,313
|
Sigma-Aldrich Corp.
|
118,948
|
9,240
|
Allegheny Technologies Inc.
|
287,807
|
9,126
|
^ Cliffs Natural Resources Inc.
|
428,685
|
8,149
|
Axiall Corp.
|
128,342
|
7,978
|
^ United States Steel Corp.
|
408,360
|
7,963
|
Domtar Corp.
|
99,787
|
7,745
|
Aptargroup Inc.
|
122,268
|
7,012
|
Vulcan Materials Co.
|
128,353
|
6,636
|
Walter Energy Inc.
|
176,479
|
5,030
|
Westlake Chemical Corp.
|
28,380
|
2,654
|
|
|
939,849
|
Telecommunication Services (5.0%)
|
|
|
AT&T Inc.
|
16,048,120
|
588,806
|
Verizon Communications Inc.
|
8,063,526
|
396,322
|
CenturyLink Inc.
|
1,763,985
|
61,969
|
* Sprint Nextel Corp.
|
4,244,984
|
26,361
|
Windstream Corp.
|
1,661,669
|
13,210
|
|
|
|
^ Frontier Communications Corp.
|
2,819,482
|
11,222
|
* MetroPCS Communications Inc.
|
438,650
|
4,781
|
* United States Cellular Corp.
|
36,739
|
1,323
|
|
|
1,103,994
|
Utilities (6.8%)
|
|
|
Duke Energy Corp.
|
1,989,662
|
144,430
|
Southern Co.
|
2,470,033
|
115,894
|
Dominion Resources Inc.
|
1,623,720
|
94,468
|
NextEra Energy Inc.
|
1,136,022
|
88,246
|
Exelon Corp.
|
2,413,970
|
83,234
|
American Electric Power Co. Inc.
|
1,371,186
|
66,681
|
PG&E Corp.
|
1,215,019
|
54,105
|
Sempra Energy
|
649,197
|
51,897
|
PPL Corp.
|
1,643,724
|
51,465
|
Consolidated Edison Inc.
|
827,574
|
50,507
|
FirstEnergy Corp.
|
1,181,754
|
49,870
|
Public Service Enterprise Group Inc.
|
1,429,607
|
49,093
|
Edison International
|
874,573
|
44,008
|
Xcel Energy Inc.
|
1,377,816
|
40,921
|
Northeast Utilities
|
887,059
|
38,552
|
DTE Energy Co.
|
486,226
|
33,229
|
Entergy Corp.
|
502,214
|
31,760
|
Wisconsin Energy Corp.
|
650,083
|
27,882
|
CenterPoint Energy Inc.
|
1,147,375
|
27,491
|
ONEOK Inc.
|
549,243
|
26,182
|
NiSource Inc.
|
875,259
|
25,680
|
NRG Energy Inc.
|
910,618
|
24,122
|
Ameren Corp.
|
685,549
|
24,008
|
AES Corp.
|
1,786,737
|
22,459
|
CMS Energy Corp.
|
749,335
|
20,936
|
American Water Works Co. Inc.
|
499,351
|
20,693
|
OGE Energy Corp.
|
278,959
|
19,522
|
SCANA Corp.
|
353,752
|
18,098
|
Pinnacle West Capital Corp.
|
309,938
|
17,942
|
Alliant Energy Corp.
|
313,582
|
15,736
|
AGL Resources Inc.
|
332,596
|
13,952
|
Pepco Holdings Inc.
|
647,986
|
13,867
|
NV Energy Inc.
|
664,972
|
13,319
|
Integrys Energy Group Inc.
|
221,038
|
12,856
|
MDU Resources Group Inc.
|
506,482
|
12,657
|
Aqua America Inc.
|
395,054
|
12,420
|
National Fuel Gas Co.
|
200,031
|
12,272
|
UGI Corp.
|
318,267
|
12,218
|
TECO Energy Inc.
|
580,915
|
10,352
|
* Calpine Corp.
|
428,203
|
8,821
|
|
|
1,501,845
|
Total Common Stocks (Cost $19,290,695)
|
|
22,003,077
|
|
|
|
|
|
|
Coupon
|
|
|
|
Temporary Cash Investments (0.5%)
1
|
|
|
|
|
Money Market Fund (0.4%)
|
|
|
|
|
2,3
Vanguard Market Liquidity Fund
|
0.147%
|
|
91,882,137
|
91,882
|
|
|
|
|
Face
|
|
|
|
Maturity
|
Amount
|
|
|
|
Date
|
($000)
|
|
U.S. Government and Agency Obligations (0.1%)
|
|
|
|
|
4,5
Federal Home Loan Bank Discount Notes
|
0.120%
|
5/31/13
|
10,000
|
9,998
|
Total Temporary Cash Investments (Cost $101,880)
|
|
|
|
101,880
|
Total Investments (100.0%) (Cost $19,392,575)
|
|
|
|
22,104,957
|
Other Assets and Liabilities-Net (0.0%)
3
|
|
|
|
(3,920)
|
Net Assets (100%)
|
|
|
|
22,101,037
|
* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $31,780,000.
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 $32,557,000 of collateral received for securities on loan.
4 Securities with a value of $4,309,000 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 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).
Value Index Fund
The following table summarizes the market value of the fund’s investments as of March 31, 2013, based on the inputs used to value them:
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
Investments
|
($000)
|
($000)
|
($000)
|
Common Stocks
|
22,003,077
|
—
|
—
|
Temporary Cash Investments
|
91,882
|
9,998
|
—
|
Futures Contracts—Assets
1
|
319
|
—
|
—
|
Futures Contracts—Liabilities
1
|
(6)
|
—
|
—
|
Total
|
22,095,272
|
9,998
|
—
|
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 March 31, 2013, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
|
|
|
|
|
|
|
|
|
($000)
|
|
|
Number of
|
Aggregate
|
Unrealized
|
|
|
Long
(
Short
)
|
Settlement
Value
|
Appreciation
|
Futures Contracts
|
Expiration
|
Contracts
|
Long (Short)
|
(Depreciation)
|
E-mini S&P 500 Index
|
June 2013
|
715
|
55,866
|
376
|
S&P 500 Index
|
June 2013
|
99
|
38,677
|
307
|
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D.
At March 31, 2013, the cost of investment securities for tax purposes was $19,392,575,000. Net unrealized appreciation of investment securities for tax purposes was $2,712,382,000, consisting of unrealized gains of $3,671,655,000 on securities that had risen in value since their purchase and $959,273,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Growth Index Fund
Schedule of Investments
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
Common Stocks (99.7%)
1
|
|
|
Consumer Discretionary (20.2%)
|
|
|
|
Home Depot Inc.
|
5,875,908
|
410,021
|
|
McDonald's Corp.
|
3,945,524
|
393,329
|
*
|
Amazon.com Inc.
|
1,424,064
|
379,499
|
|
Walt Disney Co.
|
6,616,008
|
375,789
|
|
Comcast Corp. Class A
|
8,934,142
|
375,323
|
|
News Corp. Class A
|
6,075,635
|
185,428
|
|
Lowe's Cos. Inc.
|
4,419,820
|
167,600
|
|
NIKE Inc. Class B
|
2,834,673
|
167,274
|
|
Starbucks Corp.
|
2,922,259
|
166,452
|
|
Target Corp.
|
2,429,631
|
166,308
|
*
|
priceline.com Inc.
|
195,964
|
134,809
|
|
TJX Cos. Inc.
|
2,865,852
|
133,979
|
|
Yum! Brands Inc.
|
1,775,520
|
127,731
|
*
|
DIRECTV
|
2,255,448
|
127,681
|
|
Time Warner Cable Inc.
|
1,185,893
|
113,917
|
|
Viacom Inc. Class B
|
1,772,352
|
109,124
|
|
CBS Corp. Class B
|
2,327,150
|
108,655
|
|
Las Vegas Sands Corp.
|
1,617,857
|
91,166
|
|
Macy's Inc.
|
1,553,136
|
64,983
|
|
Ford Motor Co.
|
4,888,653
|
64,286
|
*
|
Dollar General Corp.
|
1,221,635
|
61,790
|
|
Omnicom Group Inc.
|
1,038,393
|
61,161
|
|
Comcast Corp.
|
1,471,511
|
58,301
|
|
VF Corp.
|
346,327
|
58,096
|
*
|
Bed Bath & Beyond Inc.
|
900,845
|
58,032
|
|
Coach Inc.
|
1,115,075
|
55,743
|
|
Ross Stores Inc.
|
880,153
|
53,355
|
|
News Corp. Class B
|
1,726,340
|
53,102
|
|
Delphi Automotive plc
|
1,185,808
|
52,650
|
*
|
AutoZone Inc.
|
129,029
|
51,195
|
|
Starwood Hotels & Resorts Worldwide Inc.
|
770,281
|
49,090
|
|
Harley-Davidson Inc.
|
889,306
|
47,400
|
*
|
O'Reilly Automotive Inc.
|
450,473
|
46,196
|
*
|
Discovery Communications Inc. Class A
|
569,840
|
44,869
|
|
Gap Inc.
|
1,228,773
|
43,499
|
*
|
Liberty Interactive Corp. Class A
|
2,023,695
|
43,267
|
*
|
Dollar Tree Inc.
|
893,076
|
43,252
|
|
L Brands Inc.
|
963,453
|
43,028
|
|
Marriott International Inc. Class A
|
992,231
|
41,902
|
|
Sirius XM Radio Inc.
|
13,304,473
|
40,978
|
|
Ralph Lauren Corp. Class A
|
238,340
|
40,353
|
*
|
Chipotle Mexican Grill Inc. Class A
|
123,805
|
40,344
|
*,^
Liberty Global Inc.
|
581,482
|
39,907
|
|
Wynn Resorts Ltd.
|
316,252
|
39,582
|
*
|
Netflix Inc.
|
207,329
|
39,270
|
*
|
CarMax Inc.
|
899,384
|
37,504
|
*
|
BorgWarner Inc.
|
459,993
|
35,576
|
|
Wyndham Worldwide Corp.
|
551,335
|
35,550
|
|
Tiffany & Co.
|
498,269
|
34,650
|
|
|
|
|
|
PVH Corp.
|
316,768
|
33,834
|
|
Virgin Media Inc.
|
651,460
|
31,902
|
|
DISH Network Corp. Class A
|
837,197
|
31,730
|
*
|
Liberty Media Corp.
|
267,782
|
29,892
|
|
Tractor Supply Co.
|
276,872
|
28,831
|
*
|
Liberty Global Inc. Class A
|
382,785
|
28,096
|
*
|
PulteGroup Inc.
|
1,357,438
|
27,475
|
|
PetSmart Inc.
|
422,286
|
26,224
|
*
|
Discovery Communications Inc.
|
367,796
|
25,577
|
*
|
LKQ Corp.
|
1,168,291
|
25,422
|
*
|
Charter Communications Inc. Class A
|
238,473
|
24,844
|
*,^
Lululemon Athletica Inc.
|
396,558
|
24,725
|
|
Polaris Industries Inc.
|
257,646
|
23,830
|
|
Advance Auto Parts Inc.
|
288,185
|
23,818
|
|
Family Dollar Stores Inc.
|
385,499
|
22,764
|
*
|
TripAdvisor Inc.
|
432,831
|
22,732
|
|
Scripps Networks Interactive Inc. Class A
|
340,592
|
21,914
|
|
Signet Jewelers Ltd.
|
318,263
|
21,324
|
*
|
Sally Beauty Holdings Inc.
|
705,153
|
20,717
|
*
|
NVR Inc.
|
18,809
|
20,316
|
*
|
Fossil Inc.
|
200,419
|
19,360
|
*
|
Ulta Salon Cosmetics & Fragrance Inc.
|
237,941
|
19,314
|
*
|
MGM Resorts International
|
1,441,691
|
18,958
|
*
|
Panera Bread Co. Class A
|
111,372
|
18,403
|
|
Dick's Sporting Goods Inc.
|
383,741
|
18,151
|
*
|
Urban Outfitters Inc.
|
458,625
|
17,767
|
*
|
Under Armour Inc. Class A
|
310,701
|
15,908
|
|
Dunkin' Brands Group Inc.
|
414,538
|
15,288
|
*
|
Toll Brothers Inc.
|
386,981
|
13,250
|
|
Lennar Corp. Class A
|
313,791
|
13,016
|
*
|
Goodyear Tire & Rubber Co.
|
963,510
|
12,150
|
*
|
Tempur-Pedic International Inc.
|
234,154
|
11,621
|
|
Tupperware Brands Corp.
|
141,184
|
11,540
|
|
Gentex Corp.
|
561,131
|
11,228
|
|
Cablevision Systems Corp. Class A
|
739,408
|
11,062
|
|
JC Penney Co. Inc.
|
646,148
|
9,763
|
*
|
Lamar Advertising Co. Class A
|
160,663
|
7,810
|
|
Harman International Industries Inc.
|
173,131
|
7,727
|
|
Interpublic Group of Cos. Inc.
|
592,502
|
7,720
|
*,^
Sears Holdings Corp.
|
146,313
|
7,311
|
*
|
Jarden Corp.
|
153,338
|
6,571
|
*
|
AutoNation Inc.
|
143,819
|
6,292
|
|
Williams-Sonoma Inc.
|
121,385
|
6,254
|
|
Burger King Worldwide Inc.
|
275,788
|
5,268
|
^
|
Weight Watchers International Inc.
|
109,422
|
4,608
|
*
|
Apollo Group Inc. Class A
|
257,273
|
4,474
|
*
|
Hyatt Hotels Corp. Class A
|
88,987
|
3,847
|
|
Allison Transmission Holdings Inc.
|
143,360
|
3,442
|
|
|
|
6,037,066
|
Consumer Staples (12.4%)
|
|
|
|
Coca-Cola Co.
|
15,863,584
|
641,523
|
|
Philip Morris International Inc.
|
6,565,047
|
608,646
|
|
Wal-Mart Stores Inc.
|
6,573,218
|
491,874
|
|
Altria Group Inc.
|
7,958,473
|
273,692
|
|
CVS Caremark Corp.
|
4,899,388
|
269,417
|
|
Colgate-Palmolive Co.
|
1,856,799
|
219,158
|
|
Costco Wholesale Corp.
|
1,699,325
|
180,315
|
|
|
|
|
|
PepsiCo Inc.
|
2,127,627
|
168,317
|
|
Kraft Foods Group Inc.
|
2,211,720
|
113,970
|
|
Kroger Co.
|
1,918,593
|
63,582
|
|
General Mills Inc.
|
1,268,066
|
62,528
|
|
Mead Johnson Nutrition Co.
|
798,005
|
61,806
|
|
Whole Foods Market Inc.
|
692,504
|
60,075
|
|
Estee Lauder Cos. Inc. Class A
|
933,177
|
59,751
|
|
Walgreen Co.
|
1,236,006
|
58,933
|
|
Hershey Co.
|
607,006
|
53,131
|
|
Kimberly-Clark Corp.
|
538,295
|
52,742
|
|
Brown-Forman Corp. Class B
|
481,105
|
34,351
|
|
Lorillard Inc.
|
763,081
|
30,790
|
*
|
Constellation Brands Inc. Class A
|
624,758
|
29,763
|
*,^
Green Mountain Coffee Roasters Inc.
|
495,958
|
28,151
|
*
|
Monster Beverage Corp.
|
572,579
|
27,335
|
|
Hormel Foods Corp.
|
568,208
|
23,478
|
|
McCormick & Co. Inc.
|
306,808
|
22,566
|
|
Kellogg Co.
|
345,114
|
22,236
|
|
Church & Dwight Co. Inc.
|
274,756
|
17,758
|
|
Hillshire Brands Co.
|
480,234
|
16,880
|
^
|
Herbalife Ltd.
|
424,192
|
15,886
|
|
|
|
3,708,654
|
Energy (6.0%)
|
|
|
|
Schlumberger Ltd.
|
5,217,186
|
390,715
|
|
Halliburton Co.
|
3,646,840
|
147,369
|
|
EOG Resources Inc.
|
1,064,480
|
136,328
|
|
National Oilwell Varco Inc.
|
1,677,686
|
118,696
|
|
Kinder Morgan Inc.
|
2,610,343
|
100,968
|
|
Williams Cos. Inc.
|
2,648,932
|
99,229
|
|
Noble Energy Inc.
|
698,927
|
80,838
|
|
Pioneer Natural Resources Co.
|
520,082
|
64,620
|
*
|
Cameron International Corp.
|
969,737
|
63,227
|
|
Cabot Oil & Gas Corp.
|
826,416
|
55,874
|
|
Range Resources Corp.
|
639,262
|
51,806
|
*
|
Southwestern Energy Co.
|
1,377,138
|
51,312
|
*
|
FMC Technologies Inc.
|
934,458
|
50,825
|
|
EQT Corp.
|
588,077
|
39,842
|
*
|
Concho Resources Inc.
|
390,546
|
38,051
|
|
Ensco plc Class A
|
593,278
|
35,597
|
|
CONSOL Energy Inc.
|
895,286
|
30,126
|
|
Oceaneering International Inc.
|
424,114
|
28,165
|
|
Core Laboratories NV
|
183,355
|
25,288
|
*
|
Whiting Petroleum Corp.
|
462,379
|
23,507
|
|
QEP Resources Inc.
|
700,080
|
22,291
|
|
Diamond Offshore Drilling Inc.
|
273,092
|
18,996
|
*
|
Dresser-Rand Group Inc.
|
297,158
|
18,323
|
*
|
Cobalt International Energy Inc.
|
576,793
|
16,266
|
*
|
Continental Resources Inc.
|
181,927
|
15,815
|
|
SM Energy Co.
|
259,698
|
15,379
|
*
|
Weatherford International Ltd.
|
1,044,060
|
12,675
|
*
|
Kinder Morgan Management LLC
|
142,580
|
12,526
|
*
|
Ultra Petroleum Corp.
|
601,049
|
12,081
|
*
|
Rowan Cos. plc Class A
|
243,932
|
8,626
|
*,^
SandRidge Energy Inc.
|
1,446,474
|
7,623
|
*
|
Laredo Petroleum Holdings Inc.
|
151,868
|
2,778
|
|
|
|
1,795,762
|
|
|
|
Financials (6.3%)
|
|
|
American Express Co.
|
3,957,947
|
267,003
|
* Berkshire Hathaway Inc. Class B
|
1,361,454
|
141,864
|
Simon Property Group Inc.
|
790,172
|
125,290
|
American Tower Corporation
|
1,553,606
|
119,503
|
Discover Financial Services
|
1,983,594
|
88,944
|
Franklin Resources Inc.
|
583,914
|
88,060
|
Marsh & McLennan Cos. Inc.
|
2,139,198
|
81,225
|
T. Rowe Price Group Inc.
|
1,001,741
|
75,000
|
Aon plc
|
1,189,475
|
73,153
|
Public Storage
|
372,716
|
56,772
|
McGraw-Hill Cos. Inc.
|
982,432
|
51,165
|
* IntercontinentalExchange Inc.
|
285,818
|
46,608
|
Northern Trust Corp.
|
848,267
|
46,282
|
Morgan Stanley
|
2,037,165
|
44,777
|
Weyerhaeuser Co.
|
1,383,551
|
43,416
|
Moody's Corp.
|
788,480
|
42,042
|
General Growth Properties Inc.
|
1,660,749
|
33,016
|
* CIT Group Inc.
|
750,002
|
32,610
|
* Affiliated Managers Group Inc.
|
203,583
|
31,264
|
* CBRE Group Inc. Class A
|
1,229,386
|
31,042
|
* Arch Capital Group Ltd.
|
536,716
|
28,215
|
AvalonBay Communities Inc.
|
220,522
|
27,934
|
Charles Schwab Corp.
|
1,491,116
|
26,378
|
Equity Residential
|
442,515
|
24,365
|
Boston Properties Inc.
|
207,441
|
20,964
|
Vornado Realty Trust
|
230,324
|
19,264
|
Eaton Vance Corp.
|
450,832
|
18,858
|
Taubman Centers Inc.
|
242,321
|
18,819
|
American Campus Communities Inc.
|
411,013
|
18,635
|
TD Ameritrade Holding Corp.
|
857,027
|
17,672
|
* Ocwen Financial Corp.
|
450,809
|
17,095
|
* MSCI Inc. Class A
|
479,529
|
16,270
|
SEI Investments Co.
|
543,190
|
15,671
|
Brown & Brown Inc.
|
480,070
|
15,382
|
Federal Realty Investment Trust
|
126,886
|
13,709
|
CBOE Holdings Inc.
|
343,213
|
12,678
|
Digital Realty Trust Inc.
|
169,547
|
11,344
|
Jones Lang LaSalle Inc.
|
112,426
|
11,176
|
Raymond James Financial Inc.
|
231,275
|
10,662
|
Hudson City Bancorp Inc.
|
933,039
|
8,062
|
Weingarten Realty Investors
|
226,224
|
7,137
|
LPL Financial Holdings Inc.
|
213,625
|
6,887
|
Erie Indemnity Co. Class A
|
55,384
|
4,183
|
|
|
1,890,396
|
Health Care (11.5%)
|
|
|
Amgen Inc.
|
3,015,546
|
309,124
|
* Gilead Sciences Inc.
|
5,954,941
|
291,375
|
UnitedHealth Group Inc.
|
4,014,363
|
229,662
|
* Celgene Corp.
|
1,662,213
|
192,667
|
* Express Scripts Holding Co.
|
3,208,318
|
184,960
|
* Biogen Idec Inc.
|
883,262
|
170,390
|
Baxter International Inc.
|
2,158,924
|
156,824
|
Allergan Inc.
|
1,208,513
|
134,906
|
Covidien plc
|
1,860,287
|
126,202
|
Thermo Fisher Scientific Inc.
|
1,415,524
|
108,273
|
McKesson Corp.
|
927,461
|
100,129
|
|
|
|
Stryker Corp.
|
1,195,195
|
77,975
|
* Intuitive Surgical Inc.
|
156,235
|
76,741
|
Becton Dickinson and Co.
|
774,133
|
74,015
|
* Alexion Pharmaceuticals Inc.
|
763,397
|
70,339
|
Cigna Corp.
|
1,123,361
|
70,064
|
Agilent Technologies Inc.
|
1,369,646
|
57,484
|
* Cerner Corp.
|
573,214
|
54,312
|
* Regeneron Pharmaceuticals Inc.
|
297,039
|
52,398
|
Zimmer Holdings Inc.
|
681,928
|
51,295
|
St. Jude Medical Inc.
|
1,211,298
|
48,985
|
AmerisourceBergen Corp. Class A
|
925,544
|
47,619
|
* Vertex Pharmaceuticals Inc.
|
852,310
|
46,860
|
* Mylan Inc.
|
1,601,864
|
46,358
|
* DaVita HealthCare Partners Inc.
|
387,853
|
45,995
|
HCA Holdings Inc.
|
1,046,250
|
42,509
|
Perrigo Co.
|
350,563
|
41,622
|
* Forest Laboratories Inc.
|
1,045,654
|
39,777
|
* Edwards Lifesciences Corp.
|
453,580
|
37,266
|
* Laboratory Corp. of America Holdings
|
371,792
|
33,536
|
* Waters Corp.
|
341,778
|
32,096
|
* Henry Schein Inc.
|
345,846
|
32,008
|
CR Bard Inc.
|
307,302
|
30,970
|
* Varian Medical Systems Inc.
|
429,962
|
30,957
|
* BioMarin Pharmaceutical Inc.
|
486,721
|
30,303
|
* Illumina Inc.
|
484,943
|
26,187
|
ResMed Inc.
|
562,357
|
26,071
|
* Mettler-Toledo International Inc.
|
120,454
|
25,683
|
* Onyx Pharmaceuticals Inc.
|
282,396
|
25,094
|
DENTSPLY International Inc.
|
557,862
|
23,665
|
Cooper Cos. Inc.
|
188,150
|
20,298
|
* IDEXX Laboratories Inc.
|
214,871
|
19,852
|
* Pharmacyclics Inc.
|
218,511
|
17,570
|
* Medivation Inc.
|
292,007
|
13,657
|
Patterson Cos. Inc.
|
346,980
|
13,199
|
Warner Chilcott plc Class A
|
836,863
|
11,339
|
Universal Health Services Inc. Class B
|
176,640
|
11,282
|
* Covance Inc.
|
139,701
|
10,383
|
* Bio-Rad Laboratories Inc. Class A
|
50,504
|
6,364
|
|
|
3,426,640
|
Industrials (12.3%)
|
|
|
United Technologies Corp.
|
3,421,782
|
319,697
|
3M Co.
|
2,583,167
|
274,617
|
Union Pacific Corp.
|
1,848,592
|
263,258
|
United Parcel Service Inc. Class B
|
2,843,496
|
244,256
|
Boeing Co.
|
2,815,201
|
241,685
|
Emerson Electric Co.
|
2,845,779
|
158,994
|
Caterpillar Inc.
|
1,670,436
|
145,278
|
Danaher Corp.
|
2,313,813
|
143,803
|
Deere & Co.
|
1,462,192
|
125,719
|
FedEx Corp.
|
1,172,564
|
115,146
|
Precision Castparts Corp.
|
572,022
|
108,467
|
PACCAR Inc.
|
1,318,229
|
66,650
|
Ingersoll-Rand plc
|
1,183,120
|
65,083
|
CSX Corp.
|
2,634,076
|
64,877
|
Tyco International Ltd.
|
1,830,639
|
58,580
|
Fastenal Co.
|
1,106,488
|
56,818
|
* Delta Air Lines Inc.
|
3,342,957
|
55,192
|
|
|
|
Cummins Inc.
|
461,276
|
53,420
|
WW Grainger Inc.
|
232,197
|
52,240
|
Lockheed Martin Corp.
|
540,518
|
52,171
|
Roper Industries Inc.
|
386,680
|
49,228
|
Kansas City Southern
|
432,497
|
47,964
|
Rockwell Automation Inc.
|
547,524
|
47,279
|
ADT Corp.
|
913,753
|
44,719
|
Fluor Corp.
|
654,450
|
43,410
|
* United Continental Holdings Inc.
|
1,306,689
|
41,827
|
AMETEK Inc.
|
955,045
|
41,411
|
C.H. Robinson Worldwide Inc.
|
633,561
|
37,672
|
* Stericycle Inc.
|
337,548
|
35,841
|
* Verisk Analytics Inc. Class A
|
557,270
|
34,345
|
Norfolk Southern Corp.
|
434,780
|
33,513
|
Textron Inc.
|
1,107,727
|
33,021
|
Flowserve Corp.
|
196,384
|
32,936
|
Pall Corp.
|
446,496
|
30,527
|
TransDigm Group Inc.
|
192,999
|
29,513
|
Expeditors International of Washington Inc.
|
821,419
|
29,333
|
J.B. Hunt Transport Services Inc.
|
371,788
|
27,691
|
* B/E Aerospace Inc.
|
408,485
|
24,628
|
* Fortune Brands Home & Security Inc.
|
639,877
|
23,951
|
Nielsen Holdings NV
|
660,213
|
23,649
|
* IHS Inc. Class A
|
220,258
|
23,065
|
Donaldson Co. Inc.
|
555,597
|
20,107
|
Southwest Airlines Co.
|
1,450,202
|
19,549
|
Wabtec Corp.
|
188,202
|
19,217
|
Masco Corp.
|
919,118
|
18,612
|
* WABCO Holdings Inc.
|
248,143
|
17,516
|
* Owens Corning
|
441,016
|
17,389
|
Waste Connections Inc.
|
458,257
|
16,488
|
Joy Global Inc.
|
270,670
|
16,110
|
MSC Industrial Direct Co. Inc. Class A
|
185,660
|
15,926
|
* Sensata Technologies Holding NV
|
455,795
|
14,982
|
Nordson Corp.
|
226,568
|
14,942
|
Dun & Bradstreet Corp.
|
175,119
|
14,649
|
Gardner Denver Inc.
|
192,935
|
14,491
|
* Copart Inc.
|
414,804
|
14,219
|
Babcock & Wilcox Co.
|
421,193
|
11,966
|
Robert Half International Inc.
|
262,666
|
9,858
|
* Foster Wheeler AG
|
416,479
|
9,517
|
IDEX Corp.
|
162,243
|
8,667
|
|
|
3,675,679
|
Information Technology (27.2%)
|
|
|
Apple Inc.
|
3,696,826
|
1,636,326
|
International Business Machines Corp.
|
4,218,502
|
899,806
|
* Google Inc. Class A
|
1,041,251
|
826,785
|
Oracle Corp.
|
15,150,688
|
489,973
|
QUALCOMM Inc.
|
6,696,667
|
448,342
|
Visa Inc. Class A
|
2,104,463
|
357,422
|
Microsoft Corp.
|
10,418,889
|
298,084
|
* eBay Inc.
|
4,576,718
|
248,150
|
Mastercard Inc. Class A
|
421,863
|
228,283
|
* EMC Corp.
|
8,278,925
|
197,784
|
Accenture plc Class A
|
2,509,330
|
190,634
|
* Facebook Inc. Class A
|
6,287,674
|
160,839
|
* Yahoo! Inc.
|
4,415,352
|
103,893
|
|
|
|
* Salesforce.com Inc.
|
530,206
|
94,817
|
* Cognizant Technology Solutions Corp. Class A
|
1,179,577
|
90,367
|
* Adobe Systems Inc.
|
1,945,375
|
84,643
|
Automatic Data Processing Inc.
|
1,239,978
|
80,623
|
Texas Instruments Inc.
|
2,201,994
|
78,127
|
Intuit Inc.
|
1,105,129
|
72,552
|
Broadcom Corp. Class A
|
2,011,781
|
69,748
|
* Symantec Corp.
|
2,726,516
|
67,290
|
Motorola Solutions Inc.
|
992,286
|
63,536
|
* LinkedIn Corp. Class A
|
342,583
|
60,315
|
Analog Devices Inc.
|
1,184,679
|
55,076
|
* Citrix Systems Inc.
|
733,885
|
52,957
|
* NetApp Inc.
|
1,408,317
|
48,108
|
Amphenol Corp. Class A
|
630,211
|
47,045
|
* Fiserv Inc.
|
524,586
|
46,074
|
Altera Corp.
|
1,260,035
|
44,693
|
* Equinix Inc.
|
191,137
|
41,345
|
* Micron Technology Inc.
|
3,999,811
|
39,918
|
Xilinx Inc.
|
1,025,638
|
39,149
|
* Teradata Corp.
|
664,629
|
38,887
|
* Red Hat Inc.
|
759,831
|
38,417
|
* Juniper Networks Inc.
|
2,026,613
|
37,573
|
* Autodesk Inc.
|
891,904
|
36,782
|
Western Union Co.
|
2,345,024
|
35,269
|
Avago Technologies Ltd. Class A
|
964,861
|
34,658
|
* Alliance Data Systems Corp.
|
195,901
|
31,714
|
* Trimble Navigation Ltd.
|
991,958
|
29,719
|
* ANSYS Inc.
|
364,051
|
29,641
|
* VeriSign Inc.
|
610,290
|
28,855
|
* BMC Software Inc.
|
608,998
|
28,215
|
* F5 Networks Inc.
|
310,681
|
27,675
|
* VMware Inc. Class A
|
326,438
|
25,749
|
* Akamai Technologies Inc.
|
697,540
|
24,616
|
* Cree Inc.
|
434,162
|
23,753
|
* Rackspace Hosting Inc.
|
430,643
|
21,739
|
* Gartner Inc.
|
367,976
|
20,022
|
* Nuance Communications Inc.
|
982,091
|
19,819
|
* SanDisk Corp.
|
332,464
|
18,286
|
* Skyworks Solutions Inc.
|
763,413
|
16,818
|
Paychex Inc.
|
449,617
|
15,768
|
Solera Holdings Inc.
|
270,196
|
15,761
|
NVIDIA Corp.
|
1,227,062
|
15,731
|
Global Payments Inc.
|
309,675
|
15,378
|
FLIR Systems Inc.
|
589,214
|
15,325
|
FactSet Research Systems Inc.
|
165,106
|
15,289
|
* LSI Corp.
|
2,173,556
|
14,737
|
* Informatica Corp.
|
423,702
|
14,605
|
IAC/InterActiveCorp
|
325,128
|
14,527
|
* MICROS Systems Inc.
|
315,014
|
14,336
|
* TIBCO Software Inc.
|
643,104
|
13,004
|
* Atmel Corp.
|
1,726,287
|
12,015
|
* Fortinet Inc.
|
502,692
|
11,904
|
* Synopsys Inc.
|
293,002
|
10,513
|
* Lam Research Corp.
|
235,526
|
9,765
|
* NetSuite Inc.
|
112,588
|
9,014
|
* Riverbed Technology Inc.
|
598,229
|
8,920
|
* VeriFone Systems Inc.
|
423,492
|
8,758
|
|
|
|
|
|
|
*
|
Electronic Arts Inc.
|
|
|
419,018
|
7,417
|
*
|
Vantiv Inc. Class A
|
|
|
276,805
|
6,571
|
*
|
Flextronics International Ltd.
|
|
|
910,805
|
6,157
|
|
Dolby Laboratories Inc. Class A
|
|
|
180,241
|
6,049
|
*
|
ServiceNow Inc.
|
|
|
147,108
|
5,325
|
*
|
Palo Alto Networks Inc.
|
|
|
93,990
|
5,320
|
*
|
Freescale Semiconductor Ltd.
|
|
|
195,451
|
2,910
|
|
|
|
|
|
8,106,010
|
Materials (3.1%)
|
|
|
|
|
|
Monsanto Co.
|
|
|
2,100,921
|
221,920
|
|
Praxair Inc.
|
|
|
1,167,591
|
130,233
|
|
Ecolab Inc.
|
|
|
1,150,903
|
92,280
|
|
PPG Industries Inc.
|
|
|
560,865
|
75,122
|
|
Sherwin-Williams Co.
|
|
|
344,410
|
58,168
|
|
Newmont Mining Corp.
|
|
|
1,268,335
|
53,131
|
|
FMC Corp.
|
|
|
539,944
|
30,793
|
|
Celanese Corp. Class A
|
|
|
627,077
|
27,623
|
|
Ball Corp.
|
|
|
574,488
|
27,334
|
|
Sigma-Aldrich Corp.
|
|
|
307,407
|
23,879
|
*
|
Crown Holdings Inc.
|
|
|
566,448
|
23,570
|
|
Albemarle Corp.
|
|
|
350,789
|
21,931
|
*
|
WR Grace & Co.
|
|
|
281,036
|
21,783
|
|
Valspar Corp.
|
|
|
338,991
|
21,102
|
|
Royal Gold Inc.
|
|
|
252,785
|
17,955
|
|
Vulcan Materials Co.
|
|
|
330,910
|
17,108
|
|
CF Industries Holdings Inc.
|
|
|
86,379
|
16,444
|
|
Rock Tenn Co. Class A
|
|
|
139,793
|
12,971
|
|
Scotts Miracle-Gro Co. Class A
|
|
|
168,596
|
7,290
|
|
Axiall Corp.
|
|
|
96,150
|
5,977
|
|
Aptargroup Inc.
|
|
|
91,282
|
5,235
|
|
Westlake Chemical Corp.
|
|
|
39,293
|
3,674
|
|
|
|
|
|
915,523
|
Telecommunication Services (0.6%)
|
|
|
|
|
*
|
Crown Castle International Corp.
|
|
|
1,151,892
|
80,218
|
*
|
Sprint Nextel Corp.
|
|
|
5,905,295
|
36,672
|
*
|
SBA Communications Corp. Class A
|
|
|
496,868
|
35,784
|
*
|
Level 3 Communications Inc.
|
|
|
599,550
|
12,165
|
*
|
MetroPCS Communications Inc.
|
|
|
608,852
|
6,636
|
|
|
|
|
|
171,475
|
Utilities (0.1%)
|
|
|
|
|
|
ITC Holdings Corp.
|
|
|
202,438
|
18,069
|
*
|
Calpine Corp.
|
|
|
594,746
|
12,252
|
|
|
|
|
|
30,321
|
Total Common Stocks (Cost $20,826,077)
|
|
|
|
29,757,526
|
|
|
Coupon
|
|
|
|
Temporary Cash Investments (0.4%)
1
|
|
|
|
|
Money Market Fund (0.4%)
|
|
|
|
|
2,3
Vanguard Market Liquidity Fund
|
0.147%
|
|
113,579,000
|
113,579
|
|
|
|
|
|
Face
|
|
|
|
|
Maturity
|
Amount
|
|
|
|
|
Date
|
($000)
|
|
U.S. Government and Agency Obligations (0.0%)
|
|
|
|
|
4
|
Fannie Mae Discount Notes
|
0.130%
|
8/28/13
|
4,100
|
4,097
|
|
|
|
|
|
5,6
Federal Home Loan Bank Discount Notes
|
0.120%
|
5/31/13
|
10,000
|
9,998
|
|
|
|
|
14,095
|
Total Temporary Cash Investments (Cost $127,675)
|
|
|
|
127,674
|
Total Investments (100.1%) (Cost $20,953,752)
|
|
|
|
29,885,200
|
Other Assets and Liabilities-Net (-0.1%)
3
|
|
|
|
(42,262)
|
Net Assets (100%)
|
|
|
|
29,842,938
|
* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $40,122,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 0.1%, respectively, of net assets.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
3 Includes $41,299,000 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 $3,908,000 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.
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).
Growth Index Fund
The following table summarizes the market value of the fund's investments as of March 31, 2013, based on the inputs used to value them:
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
Investments
|
($000)
|
($000)
|
($000)
|
Common Stocks
|
29,757,526
|
—
|
—
|
Temporary Cash Investments
|
113,579
|
14,095
|
—
|
Futures Contracts—Assets
1
|
319
|
—
|
—
|
Total
|
29,871,424
|
14,095
|
—
|
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 March 31, 2013, 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
|
June 2013
|
130
|
50,788
|
403
|
E-mini S&P 500 Index
|
June 2013
|
430
|
33,598
|
351
|
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D.
At March 31, 2013, the cost of investment securities for tax purposes was $20,953,752,000. Net unrealized appreciation of investment securities for tax purposes was $8,931,448,000, consisting of unrealized gains of $9,244,874,000 on securities that had risen in value since their purchase and $313,426,000 in unrealized losses on securities that had fallen in value since their purchase.
|
|
|
|
Vanguard Large-Cap Index Fund
|
|
|
|
|
|
Schedule of Investments
|
|
|
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
Common Stocks (99.9%)
1
|
|
|
Consumer Discretionary (11.8%)
|
|
|
|
Home Depot Inc.
|
696,972
|
48,635
|
|
McDonald's Corp.
|
467,418
|
46,597
|
*
|
Amazon.com Inc.
|
169,495
|
45,169
|
|
Walt Disney Co.
|
757,357
|
43,018
|
|
Comcast Corp. Class A
|
934,943
|
39,277
|
|
News Corp. Class A
|
869,281
|
26,530
|
|
Time Warner Inc.
|
413,914
|
23,850
|
|
Ford Motor Co.
|
1,795,380
|
23,609
|
|
Target Corp.
|
300,866
|
20,594
|
|
NIKE Inc. Class B
|
333,748
|
19,694
|
|
Lowe's Cos. Inc.
|
517,515
|
19,624
|
|
Starbucks Corp.
|
331,946
|
18,908
|
*
|
priceline.com Inc.
|
23,223
|
15,976
|
|
Yum! Brands Inc.
|
209,872
|
15,098
|
|
TJX Cos. Inc.
|
322,570
|
15,080
|
*
|
DIRECTV
|
253,488
|
14,350
|
|
Time Warner Cable Inc.
|
137,866
|
13,243
|
|
Viacom Inc. Class B
|
210,881
|
12,984
|
|
CBS Corp. Class B
|
275,763
|
12,875
|
|
Comcast Corp.
|
290,946
|
11,527
|
|
Johnson Controls Inc.
|
318,669
|
11,176
|
|
Las Vegas Sands Corp.
|
172,820
|
9,738
|
*
|
General Motors Co.
|
318,832
|
8,870
|
|
Macy's Inc.
|
184,150
|
7,705
|
|
Carnival Corp.
|
220,807
|
7,574
|
*
|
Dollar General Corp.
|
144,941
|
7,331
|
|
Omnicom Group Inc.
|
121,724
|
7,170
|
|
Mattel Inc.
|
160,959
|
7,048
|
|
VF Corp.
|
41,140
|
6,901
|
|
Coach Inc.
|
130,737
|
6,536
|
|
Delphi Automotive plc
|
147,193
|
6,535
|
*
|
Bed Bath & Beyond Inc.
|
100,033
|
6,444
|
*
|
AutoZone Inc.
|
15,955
|
6,330
|
|
Virgin Media Inc.
|
125,853
|
6,163
|
|
Ross Stores Inc.
|
98,182
|
5,952
|
|
Starwood Hotels & Resorts Worldwide Inc.
|
90,107
|
5,743
|
|
Harley-Davidson Inc.
|
105,550
|
5,626
|
|
Gap Inc.
|
155,885
|
5,518
|
|
Genuine Parts Co.
|
68,540
|
5,346
|
*
|
Discovery Communications Inc. Class A
|
67,418
|
5,309
|
*
|
Liberty Interactive Corp. Class A
|
238,839
|
5,106
|
|
L Brands Inc.
|
113,805
|
5,083
|
*
|
O'Reilly Automotive Inc.
|
49,288
|
5,055
|
*
|
Dollar Tree Inc.
|
100,359
|
4,860
|
|
Ralph Lauren Corp. Class A
|
28,374
|
4,804
|
|
Wynn Resorts Ltd.
|
37,764
|
4,727
|
*
|
Netflix Inc.
|
24,873
|
4,711
|
*
|
Chipotle Mexican Grill Inc. Class A
|
14,449
|
4,709
|
|
Sirius XM Radio Inc.
|
1,528,125
|
4,707
|
|
|
|
* Liberty Media Corp.
|
41,542
|
4,637
|
Kohl's Corp.
|
96,256
|
4,440
|
* CarMax Inc.
|
106,353
|
4,435
|
Whirlpool Corp.
|
36,708
|
4,348
|
* Liberty Global Inc. Class A
|
59,153
|
4,342
|
Staples Inc.
|
312,709
|
4,200
|
* BorgWarner Inc.
|
53,831
|
4,163
|
Wyndham Worldwide Corp.
|
63,531
|
4,097
|
Marriott International Inc. Class A
|
94,774
|
4,002
|
PVH Corp.
|
37,426
|
3,997
|
Nordstrom Inc.
|
68,938
|
3,807
|
H&R Block Inc.
|
125,862
|
3,703
|
Tiffany & Co.
|
53,173
|
3,698
|
DISH Network Corp. Class A
|
95,202
|
3,608
|
Newell Rubbermaid Inc.
|
133,569
|
3,486
|
* PulteGroup Inc.
|
162,494
|
3,289
|
DR Horton Inc.
|
134,568
|
3,270
|
* Liberty Global Inc.
|
46,479
|
3,190
|
Darden Restaurants Inc.
|
60,276
|
3,115
|
PetSmart Inc.
|
49,917
|
3,100
|
Lennar Corp. Class A
|
74,549
|
3,092
|
Expedia Inc.
|
51,089
|
3,066
|
Tractor Supply Co.
|
28,905
|
3,010
|
* Charter Communications Inc. Class A
|
28,193
|
2,937
|
* Lululemon Athletica Inc.
|
47,031
|
2,932
|
* Mohawk Industries Inc.
|
25,692
|
2,906
|
* Discovery Communications Inc.
|
41,308
|
2,873
|
Advance Auto Parts Inc.
|
34,359
|
2,840
|
Best Buy Co. Inc.
|
124,854
|
2,766
|
* TRW Automotive Holdings Corp.
|
50,050
|
2,753
|
* LKQ Corp.
|
125,370
|
2,728
|
Family Dollar Stores Inc.
|
45,740
|
2,701
|
Signet Jewelers Ltd.
|
37,525
|
2,514
|
Interpublic Group of Cos. Inc.
|
192,614
|
2,510
|
Lear Corp.
|
44,920
|
2,465
|
Scripps Networks Interactive Inc. Class A
|
37,132
|
2,389
|
Hasbro Inc.
|
54,239
|
2,383
|
* Ulta Salon Cosmetics & Fragrance Inc.
|
28,359
|
2,302
|
* Fossil Inc.
|
23,662
|
2,286
|
* NVR Inc.
|
2,103
|
2,271
|
* MGM Resorts International
|
169,897
|
2,234
|
Royal Caribbean Cruises Ltd.
|
61,365
|
2,039
|
International Game Technology
|
123,335
|
2,035
|
* Urban Outfitters Inc.
|
50,856
|
1,970
|
Williams-Sonoma Inc.
|
36,456
|
1,878
|
Garmin Ltd.
|
54,854
|
1,812
|
* AutoNation Inc.
|
39,715
|
1,738
|
News Corp. Class B
|
47,020
|
1,446
|
JC Penney Co. Inc.
|
66,013
|
997
|
* Sears Holdings Corp.
|
19,939
|
996
|
Abercrombie & Fitch Co.
|
18,608
|
860
|
Burger King Worldwide Inc.
|
40,832
|
780
|
* Hyatt Hotels Corp. Class A
|
10,886
|
471
|
Allison Transmission Holdings Inc.
|
17,316
|
416
|
CBS Corp. Class A
|
3,964
|
184
|
Viacom Inc. Class A
|
975
|
62
|
|
|
|
Lennar Corp. Class B
|
975
|
31
|
|
|
820,015
|
Consumer Staples (10.5%)
|
|
|
Procter & Gamble Co.
|
1,273,224
|
98,115
|
Coca-Cola Co.
|
1,869,555
|
75,605
|
Philip Morris International Inc.
|
729,610
|
67,642
|
Wal-Mart Stores Inc.
|
779,652
|
58,341
|
PepsiCo Inc.
|
719,109
|
56,889
|
Altria Group Inc.
|
936,620
|
32,210
|
CVS Caremark Corp.
|
573,852
|
31,556
|
Colgate-Palmolive Co.
|
218,044
|
25,736
|
Mondelez International Inc. Class A
|
829,024
|
25,376
|
Costco Wholesale Corp.
|
203,078
|
21,549
|
Walgreen Co.
|
396,633
|
18,912
|
Kimberly-Clark Corp.
|
180,691
|
17,704
|
General Mills Inc.
|
301,691
|
14,876
|
Kraft Foods Group Inc.
|
275,926
|
14,219
|
HJ Heinz Co.
|
149,368
|
10,795
|
Archer-Daniels-Midland Co.
|
306,884
|
10,351
|
Sysco Corp.
|
273,092
|
9,605
|
Kellogg Co.
|
135,135
|
8,707
|
Kroger Co.
|
229,809
|
7,616
|
Whole Foods Market Inc.
|
86,306
|
7,487
|
Mead Johnson Nutrition Co.
|
94,199
|
7,296
|
Lorillard Inc.
|
176,591
|
7,125
|
Estee Lauder Cos. Inc. Class A
|
110,284
|
7,062
|
ConAgra Foods Inc.
|
192,856
|
6,906
|
Reynolds American Inc.
|
154,468
|
6,872
|
Hershey Co.
|
68,609
|
6,005
|
Clorox Co.
|
61,205
|
5,419
|
Bunge Ltd.
|
64,920
|
4,793
|
Beam Inc.
|
74,951
|
4,762
|
JM Smucker Co.
|
47,410
|
4,701
|
Coca-Cola Enterprises Inc.
|
123,521
|
4,560
|
Dr Pepper Snapple Group Inc.
|
94,868
|
4,454
|
Campbell Soup Co.
|
94,907
|
4,305
|
Avon Products Inc.
|
200,746
|
4,162
|
Church & Dwight Co. Inc.
|
64,246
|
4,152
|
McCormick & Co. Inc.
|
56,124
|
4,128
|
Brown-Forman Corp. Class B
|
48,206
|
3,442
|
* Constellation Brands Inc. Class A
|
71,117
|
3,388
|
Tyson Foods Inc. Class A
|
132,492
|
3,288
|
Molson Coors Brewing Co. Class B
|
65,427
|
3,201
|
* Green Mountain Coffee Roasters Inc.
|
55,181
|
3,132
|
* Monster Beverage Corp.
|
65,495
|
3,127
|
Safeway Inc.
|
110,967
|
2,924
|
Energizer Holdings Inc.
|
28,762
|
2,868
|
Hormel Foods Corp.
|
61,501
|
2,541
|
Herbalife Ltd.
|
45,673
|
1,711
|
* Smithfield Foods Inc.
|
29,050
|
769
|
|
|
730,384
|
Energy (10.8%)
|
|
|
Exxon Mobil Corp.
|
2,088,059
|
188,155
|
Chevron Corp.
|
905,500
|
107,591
|
Schlumberger Ltd.
|
620,411
|
46,463
|
ConocoPhillips
|
569,103
|
34,203
|
|
|
|
Occidental Petroleum Corp.
|
375,478
|
29,426
|
Anadarko Petroleum Corp.
|
233,400
|
20,411
|
Phillips 66
|
289,766
|
20,275
|
Halliburton Co.
|
412,132
|
16,654
|
EOG Resources Inc.
|
126,538
|
16,206
|
Apache Corp.
|
182,518
|
14,083
|
National Oilwell Varco Inc.
|
198,583
|
14,050
|
Marathon Petroleum Corp.
|
154,627
|
13,855
|
Kinder Morgan Inc.
|
309,485
|
11,971
|
Williams Cos. Inc.
|
317,335
|
11,887
|
Valero Energy Corp.
|
257,467
|
11,712
|
Marathon Oil Corp.
|
329,541
|
11,112
|
Devon Energy Corp.
|
179,712
|
10,139
|
Hess Corp.
|
135,469
|
9,701
|
Noble Energy Inc.
|
83,372
|
9,643
|
Spectra Energy Corp.
|
311,897
|
9,591
|
Baker Hughes Inc.
|
206,179
|
9,569
|
Pioneer Natural Resources Co.
|
61,642
|
7,659
|
* Cameron International Corp.
|
115,422
|
7,526
|
Cabot Oil & Gas Corp.
|
98,079
|
6,631
|
Ensco plc Class A
|
108,675
|
6,520
|
* Southwestern Energy Co.
|
163,992
|
6,110
|
* FMC Technologies Inc.
|
110,366
|
6,003
|
Range Resources Corp.
|
72,153
|
5,847
|
Chesapeake Energy Corp.
|
280,593
|
5,727
|
Murphy Oil Corp.
|
84,299
|
5,372
|
HollyFrontier Corp.
|
94,913
|
4,883
|
* Concho Resources Inc.
|
46,370
|
4,518
|
Noble Corp.
|
117,360
|
4,477
|
* Weatherford International Ltd.
|
357,149
|
4,336
|
EQT Corp.
|
63,201
|
4,282
|
* Kinder Morgan Management LLC
|
45,737
|
4,018
|
CONSOL Energy Inc.
|
105,873
|
3,563
|
Oceaneering International Inc.
|
50,469
|
3,352
|
* Denbury Resources Inc.
|
173,854
|
3,242
|
Core Laboratories NV
|
21,624
|
2,982
|
* Cobalt International Energy Inc.
|
105,406
|
2,972
|
Cimarex Energy Co.
|
38,175
|
2,880
|
Helmerich & Payne Inc.
|
47,055
|
2,856
|
* Whiting Petroleum Corp.
|
54,575
|
2,775
|
* Plains Exploration & Production Co.
|
56,938
|
2,703
|
QEP Resources Inc.
|
83,316
|
2,653
|
Peabody Energy Corp.
|
124,790
|
2,639
|
Diamond Offshore Drilling Inc.
|
32,321
|
2,248
|
* Dresser-Rand Group Inc.
|
35,158
|
2,168
|
Nabors Industries Ltd.
|
128,336
|
2,082
|
* Rowan Cos. plc Class A
|
57,600
|
2,037
|
* Continental Resources Inc.
|
21,756
|
1,891
|
Tesoro Corp.
|
32,075
|
1,878
|
SM Energy Co.
|
30,665
|
1,816
|
Energen Corp.
|
33,624
|
1,749
|
* Newfield Exploration Co.
|
62,890
|
1,410
|
* Ultra Petroleum Corp.
|
33,876
|
681
|
|
|
751,183
|
Financials (16.2%)
|
|
|
Wells Fargo & Co.
|
2,456,762
|
90,876
|
JPMorgan Chase & Co.
|
1,783,947
|
84,666
|
|
|
|
* Berkshire Hathaway Inc. Class B
|
806,559
|
84,043
|
Bank of America Corp.
|
5,043,273
|
61,427
|
Citigroup Inc.
|
1,345,593
|
59,529
|
American Express Co.
|
514,881
|
34,734
|
US Bancorp
|
868,518
|
29,469
|
Goldman Sachs Group Inc.
|
195,314
|
28,740
|
* American International Group Inc.
|
688,188
|
26,715
|
Simon Property Group Inc.
|
144,514
|
22,914
|
PNC Financial Services Group Inc.
|
246,052
|
16,362
|
MetLife Inc.
|
407,393
|
15,489
|
Bank of New York Mellon Corp.
|
541,392
|
15,154
|
Capital One Financial Corp.
|
271,283
|
14,907
|
Travelers Cos. Inc.
|
176,220
|
14,836
|
American Tower Corporation
|
183,926
|
14,148
|
ACE Ltd.
|
158,221
|
14,077
|
Morgan Stanley
|
639,269
|
14,051
|
BlackRock Inc.
|
51,440
|
13,214
|
Prudential Financial Inc.
|
215,683
|
12,723
|
State Street Corp.
|
213,193
|
12,598
|
Aflac Inc.
|
217,696
|
11,325
|
Allstate Corp.
|
222,309
|
10,909
|
Chubb Corp.
|
121,768
|
10,658
|
HCP Inc.
|
211,197
|
10,530
|
Discover Financial Services
|
231,177
|
10,366
|
Public Storage
|
67,933
|
10,348
|
BB&T Corp.
|
326,113
|
10,237
|
Ventas Inc.
|
135,938
|
9,951
|
Marsh & McLennan Cos. Inc.
|
255,908
|
9,717
|
Franklin Resources Inc.
|
64,261
|
9,691
|
CME Group Inc.
|
147,966
|
9,084
|
Charles Schwab Corp.
|
507,235
|
8,973
|
Prologis Inc.
|
216,128
|
8,641
|
T. Rowe Price Group Inc.
|
114,390
|
8,564
|
Aon plc
|
138,154
|
8,496
|
Health Care REIT Inc.
|
121,350
|
8,241
|
Weyerhaeuser Co.
|
254,437
|
7,984
|
Equity Residential
|
144,386
|
7,950
|
SunTrust Banks Inc.
|
251,295
|
7,240
|
Boston Properties Inc.
|
70,807
|
7,156
|
Annaly Capital Management Inc.
|
442,153
|
7,026
|
Ameriprise Financial Inc.
|
94,722
|
6,976
|
McGraw-Hill Cos. Inc.
|
131,019
|
6,823
|
AvalonBay Communities Inc.
|
53,405
|
6,765
|
Fifth Third Bancorp
|
408,495
|
6,663
|
Vornado Realty Trust
|
78,490
|
6,565
|
Loews Corp.
|
146,329
|
6,449
|
Progressive Corp.
|
252,889
|
6,390
|
Invesco Ltd.
|
205,426
|
5,949
|
Host Hotels & Resorts Inc.
|
339,383
|
5,936
|
American Capital Agency Corp.
|
180,789
|
5,926
|
Northern Trust Corp.
|
105,763
|
5,770
|
M&T Bank Corp.
|
54,104
|
5,581
|
Moody's Corp.
|
103,560
|
5,522
|
* IntercontinentalExchange Inc.
|
33,821
|
5,515
|
Regions Financial Corp.
|
656,413
|
5,376
|
Hartford Financial Services Group Inc.
|
203,523
|
5,251
|
General Growth Properties Inc.
|
240,777
|
4,787
|
|
|
|
Principal Financial Group Inc.
|
136,483
|
4,644
|
NYSE Euronext
|
113,380
|
4,381
|
SLM Corp.
|
211,200
|
4,325
|
KeyCorp
|
430,465
|
4,287
|
XL Group plc Class A
|
137,330
|
4,161
|
Macerich Co.
|
64,192
|
4,133
|
Lincoln National Corp.
|
126,399
|
4,122
|
Realty Income Corp.
|
90,008
|
4,082
|
* CIT Group Inc.
|
93,384
|
4,060
|
Kimco Realty Corp.
|
179,853
|
4,029
|
Plum Creek Timber Co. Inc.
|
75,700
|
3,951
|
Leucadia National Corp.
|
142,610
|
3,912
|
Digital Realty Trust Inc.
|
58,454
|
3,911
|
* Affiliated Managers Group Inc.
|
24,435
|
3,752
|
* CBRE Group Inc. Class A
|
146,402
|
3,697
|
SL Green Realty Corp.
|
42,663
|
3,674
|
Unum Group
|
125,630
|
3,549
|
Rayonier Inc.
|
58,260
|
3,476
|
Cincinnati Financial Corp.
|
71,900
|
3,393
|
Federal Realty Investment Trust
|
30,313
|
3,275
|
Willis Group Holdings plc
|
81,062
|
3,201
|
Comerica Inc.
|
87,299
|
3,138
|
* Arch Capital Group Ltd.
|
58,727
|
3,087
|
Huntington Bancshares Inc.
|
392,015
|
2,897
|
UDR Inc.
|
115,923
|
2,804
|
New York Community Bancorp Inc.
|
193,803
|
2,781
|
Essex Property Trust Inc.
|
17,693
|
2,664
|
Torchmark Corp.
|
43,557
|
2,605
|
Camden Property Trust
|
37,298
|
2,562
|
Raymond James Financial Inc.
|
55,243
|
2,547
|
Everest Re Group Ltd.
|
19,036
|
2,472
|
PartnerRe Ltd.
|
25,654
|
2,389
|
WR Berkley Corp.
|
50,394
|
2,236
|
Axis Capital Holdings Ltd.
|
51,319
|
2,136
|
Zions Bancorporation
|
85,386
|
2,134
|
First Republic Bank
|
55,051
|
2,126
|
People's United Financial Inc.
|
157,658
|
2,119
|
TD Ameritrade Holding Corp.
|
102,359
|
2,111
|
Alexandria Real Estate Equities Inc.
|
29,670
|
2,106
|
SEI Investments Co.
|
72,354
|
2,087
|
Reinsurance Group of America Inc. Class A
|
34,304
|
2,047
|
Jones Lang LaSalle Inc.
|
20,564
|
2,044
|
* Markel Corp.
|
4,027
|
2,028
|
Lazard Ltd. Class A
|
56,656
|
1,934
|
Hudson City Bancorp Inc.
|
220,330
|
1,904
|
* MSCI Inc. Class A
|
55,915
|
1,897
|
Legg Mason Inc.
|
57,256
|
1,841
|
NASDAQ OMX Group Inc.
|
53,443
|
1,726
|
* Alleghany Corp.
|
3,731
|
1,477
|
* Realogy Holdings Corp.
|
23,472
|
1,146
|
* Berkshire Hathaway Inc. Class A
|
6
|
938
|
Assurant Inc.
|
18,398
|
828
|
LPL Financial Holdings Inc.
|
25,117
|
810
|
CNA Financial Corp.
|
12,509
|
409
|
|
|
1,126,048
|
Health Care (12.4%)
|
|
|
Johnson & Johnson
|
1,302,875
|
106,223
|
|
|
|
Pfizer Inc.
|
3,350,759
|
96,703
|
Merck & Co. Inc.
|
1,408,765
|
62,310
|
Amgen Inc.
|
348,850
|
35,761
|
* Gilead Sciences Inc.
|
709,625
|
34,722
|
Bristol-Myers Squibb Co.
|
763,173
|
31,435
|
AbbVie Inc.
|
736,789
|
30,046
|
UnitedHealth Group Inc.
|
477,776
|
27,334
|
Eli Lilly & Co.
|
475,943
|
27,029
|
Abbott Laboratories
|
732,240
|
25,863
|
* Celgene Corp.
|
197,209
|
22,858
|
Medtronic Inc.
|
471,522
|
22,143
|
* Express Scripts Holding Co.
|
381,549
|
21,996
|
* Biogen Idec Inc.
|
110,191
|
21,257
|
Baxter International Inc.
|
254,571
|
18,492
|
Allergan Inc.
|
139,040
|
15,521
|
Covidien plc
|
219,756
|
14,908
|
Thermo Fisher Scientific Inc.
|
166,509
|
12,736
|
McKesson Corp.
|
108,397
|
11,703
|
WellPoint Inc.
|
141,662
|
9,382
|
* Intuitive Surgical Inc.
|
18,698
|
9,184
|
Stryker Corp.
|
132,989
|
8,676
|
Becton Dickinson and Co.
|
90,270
|
8,631
|
* Alexion Pharmaceuticals Inc.
|
91,156
|
8,399
|
Cigna Corp.
|
133,537
|
8,329
|
Aetna Inc.
|
152,710
|
7,807
|
* Cerner Corp.
|
72,407
|
6,861
|
Agilent Technologies Inc.
|
161,797
|
6,791
|
Cardinal Health Inc.
|
159,213
|
6,626
|
* Regeneron Pharmaceuticals Inc.
|
35,119
|
6,195
|
Zimmer Holdings Inc.
|
78,762
|
5,924
|
* DaVita HealthCare Partners Inc.
|
49,248
|
5,840
|
* Vertex Pharmaceuticals Inc.
|
101,302
|
5,570
|
AmerisourceBergen Corp. Class A
|
107,153
|
5,513
|
* Actavis Inc.
|
59,567
|
5,487
|
* Mylan Inc.
|
184,638
|
5,343
|
St. Jude Medical Inc.
|
132,002
|
5,338
|
* Life Technologies Corp.
|
79,242
|
5,121
|
Humana Inc.
|
73,884
|
5,106
|
* Catamaran Corp.
|
95,825
|
5,082
|
HCA Holdings Inc.
|
124,182
|
5,046
|
* Boston Scientific Corp.
|
632,467
|
4,940
|
Perrigo Co.
|
41,602
|
4,939
|
* Edwards Lifesciences Corp.
|
53,119
|
4,364
|
* Forest Laboratories Inc.
|
111,185
|
4,229
|
Quest Diagnostics Inc.
|
73,706
|
4,161
|
* Laboratory Corp. of America Holdings
|
43,316
|
3,907
|
* Henry Schein Inc.
|
40,940
|
3,789
|
* Varian Medical Systems Inc.
|
50,829
|
3,660
|
CR Bard Inc.
|
36,136
|
3,642
|
* CareFusion Corp.
|
103,828
|
3,633
|
* Waters Corp.
|
37,922
|
3,561
|
* Illumina Inc.
|
57,787
|
3,120
|
ResMed Inc.
|
66,418
|
3,079
|
* Mettler-Toledo International Inc.
|
14,117
|
3,010
|
Coventry Health Care Inc.
|
62,376
|
2,934
|
DENTSPLY International Inc.
|
66,587
|
2,825
|
* Hologic Inc.
|
124,846
|
2,822
|
|
|
|
Universal Health Services Inc. Class B
|
41,818
|
2,671
|
* Hospira Inc.
|
76,500
|
2,511
|
* IDEXX Laboratories Inc.
|
25,392
|
2,346
|
* BioMarin Pharmaceutical Inc.
|
29,433
|
1,832
|
* Zoetis Inc.
|
46,220
|
1,544
|
Patterson Cos. Inc.
|
40,519
|
1,541
|
* Endo Health Solutions Inc.
|
25,853
|
795
|
|
|
861,146
|
Industrials (10.5%)
|
|
|
General Electric Co.
|
4,845,916
|
112,038
|
United Technologies Corp.
|
427,326
|
39,925
|
3M Co.
|
321,623
|
34,192
|
Union Pacific Corp.
|
218,748
|
31,152
|
Boeing Co.
|
352,463
|
30,259
|
United Parcel Service Inc. Class B
|
340,478
|
29,247
|
Honeywell International Inc.
|
365,318
|
27,527
|
Caterpillar Inc.
|
305,395
|
26,560
|
Emerson Electric Co.
|
336,246
|
18,786
|
Danaher Corp.
|
273,458
|
16,995
|
Deere & Co.
|
181,377
|
15,595
|
Lockheed Martin Corp.
|
150,271
|
14,504
|
FedEx Corp.
|
139,080
|
13,658
|
Eaton Corp. plc
|
219,357
|
13,436
|
Precision Castparts Corp.
|
68,169
|
12,926
|
Illinois Tool Works Inc.
|
200,117
|
12,195
|
CSX Corp.
|
475,315
|
11,707
|
Norfolk Southern Corp.
|
146,801
|
11,315
|
General Dynamics Corp.
|
156,334
|
11,023
|
Cummins Inc.
|
88,313
|
10,227
|
Raytheon Co.
|
151,914
|
8,931
|
PACCAR Inc.
|
164,630
|
8,324
|
Waste Management Inc.
|
206,375
|
8,092
|
Northrop Grumman Corp.
|
110,629
|
7,761
|
Ingersoll-Rand plc
|
131,402
|
7,228
|
Tyco International Ltd.
|
217,675
|
6,966
|
* Delta Air Lines Inc.
|
397,683
|
6,566
|
Fastenal Co.
|
124,744
|
6,406
|
Parker Hannifin Corp.
|
69,392
|
6,355
|
WW Grainger Inc.
|
27,544
|
6,197
|
Stanley Black & Decker Inc.
|
74,720
|
6,050
|
Dover Corp.
|
81,464
|
5,937
|
Roper Industries Inc.
|
46,226
|
5,885
|
Kansas City Southern
|
51,349
|
5,695
|
Rockwell Automation Inc.
|
65,282
|
5,637
|
ADT Corp.
|
102,896
|
5,036
|
Pentair Ltd.
|
95,422
|
5,033
|
* United Continental Holdings Inc.
|
154,544
|
4,947
|
AMETEK Inc.
|
113,373
|
4,916
|
Southwest Airlines Co.
|
338,952
|
4,569
|
Fluor Corp.
|
68,228
|
4,526
|
CH Robinson Worldwide Inc.
|
75,113
|
4,466
|
* Verisk Analytics Inc. Class A
|
70,705
|
4,358
|
* Stericycle Inc.
|
40,257
|
4,274
|
Republic Services Inc. Class A
|
126,073
|
4,160
|
Rockwell Collins Inc.
|
64,279
|
4,057
|
Textron Inc.
|
126,366
|
3,767
|
Flowserve Corp.
|
22,445
|
3,764
|
|
|
|
Pall Corp.
|
51,586
|
3,527
|
* Hertz Global Holdings Inc.
|
156,771
|
3,490
|
Expeditors International of Washington Inc.
|
96,127
|
3,433
|
TransDigm Group Inc.
|
21,800
|
3,334
|
Masco Corp.
|
162,419
|
3,289
|
Equifax Inc.
|
56,235
|
3,239
|
* Jacobs Engineering Group Inc.
|
57,490
|
3,233
|
L-3 Communications Holdings Inc.
|
39,847
|
3,224
|
JB Hunt Transport Services Inc.
|
41,263
|
3,073
|
Joy Global Inc.
|
49,602
|
2,952
|
Iron Mountain Inc.
|
79,881
|
2,900
|
Nielsen Holdings NV
|
78,410
|
2,809
|
* Quanta Services Inc.
|
97,645
|
2,791
|
* IHS Inc. Class A
|
25,997
|
2,722
|
Donaldson Co. Inc.
|
67,944
|
2,459
|
Xylem Inc.
|
86,103
|
2,373
|
Hubbell Inc. Class B
|
24,299
|
2,360
|
Robert Half International Inc.
|
61,941
|
2,325
|
Timken Co.
|
40,001
|
2,263
|
AGCO Corp.
|
42,758
|
2,228
|
KBR Inc.
|
68,460
|
2,196
|
Cintas Corp.
|
49,180
|
2,170
|
* WABCO Holdings Inc.
|
29,329
|
2,070
|
Manpower Inc.
|
35,688
|
2,024
|
Avery Dennison Corp.
|
46,274
|
1,993
|
* Owens Corning
|
49,442
|
1,949
|
* Sensata Technologies Holding NV
|
53,562
|
1,761
|
SPX Corp.
|
20,729
|
1,637
|
Dun & Bradstreet Corp.
|
19,048
|
1,593
|
Gardner Denver Inc.
|
11,484
|
863
|
|
|
729,450
|
Information Technology (18.0%)
|
|
|
Apple Inc.
|
437,629
|
193,708
|
International Business Machines Corp.
|
519,464
|
110,802
|
Microsoft Corp.
|
3,513,726
|
100,528
|
* Google Inc. Class A
|
124,683
|
99,002
|
QUALCOMM Inc.
|
800,883
|
53,619
|
Oracle Corp.
|
1,654,967
|
53,522
|
Cisco Systems Inc.
|
2,485,202
|
51,966
|
Intel Corp.
|
2,190,033
|
47,852
|
Visa Inc. Class A
|
246,742
|
41,907
|
* eBay Inc.
|
543,938
|
29,492
|
Mastercard Inc. Class A
|
49,490
|
26,781
|
* EMC Corp.
|
982,174
|
23,464
|
Accenture plc Class A
|
300,450
|
22,825
|
Hewlett-Packard Co.
|
909,975
|
21,694
|
* Facebook Inc. Class A
|
745,015
|
19,057
|
Texas Instruments Inc.
|
515,090
|
18,275
|
Automatic Data Processing Inc.
|
225,832
|
14,684
|
* Salesforce.com Inc.
|
61,359
|
10,973
|
* Cognizant Technology Solutions Corp. Class A
|
140,823
|
10,788
|
* Yahoo! Inc.
|
436,905
|
10,280
|
Dell Inc.
|
688,649
|
9,868
|
* Adobe Systems Inc.
|
221,137
|
9,622
|
Corning Inc.
|
686,091
|
9,146
|
Intuit Inc.
|
131,472
|
8,631
|
Broadcom Corp. Class A
|
241,883
|
8,386
|
|
|
|
TE Connectivity Ltd.
|
195,780
|
8,209
|
* Symantec Corp.
|
320,888
|
7,920
|
Applied Materials Inc.
|
560,362
|
7,554
|
Motorola Solutions Inc.
|
115,871
|
7,419
|
* LinkedIn Corp. Class A
|
41,801
|
7,359
|
Analog Devices Inc.
|
142,916
|
6,644
|
* Citrix Systems Inc.
|
86,675
|
6,254
|
* SanDisk Corp.
|
112,835
|
6,206
|
* NetApp Inc.
|
168,339
|
5,750
|
Amphenol Corp. Class A
|
74,549
|
5,565
|
* Fiserv Inc.
|
62,217
|
5,465
|
Paychex Inc.
|
152,540
|
5,350
|
Altera Corp.
|
148,842
|
5,279
|
Seagate Technology plc
|
142,378
|
5,205
|
Western Digital Corp.
|
100,767
|
5,067
|
* Equinix Inc.
|
22,792
|
4,930
|
Fidelity National Information Services Inc.
|
123,053
|
4,875
|
* Micron Technology Inc.
|
476,995
|
4,760
|
Xerox Corp.
|
542,699
|
4,667
|
Xilinx Inc.
|
121,910
|
4,653
|
* Red Hat Inc.
|
89,774
|
4,539
|
* Teradata Corp.
|
77,136
|
4,513
|
Maxim Integrated Products Inc.
|
136,365
|
4,452
|
* Autodesk Inc.
|
104,779
|
4,321
|
* Juniper Networks Inc.
|
225,284
|
4,177
|
Linear Technology Corp.
|
108,603
|
4,167
|
Avago Technologies Ltd. Class A
|
114,981
|
4,130
|
KLA-Tencor Corp.
|
77,321
|
4,078
|
Western Union Co.
|
265,487
|
3,993
|
CA Inc.
|
149,176
|
3,755
|
* Trimble Navigation Ltd.
|
119,410
|
3,578
|
* Alliance Data Systems Corp.
|
21,951
|
3,554
|
NVIDIA Corp.
|
275,579
|
3,533
|
* ANSYS Inc.
|
43,358
|
3,530
|
Computer Sciences Corp.
|
71,390
|
3,515
|
* VeriSign Inc.
|
70,939
|
3,354
|
* F5 Networks Inc.
|
36,818
|
3,280
|
Microchip Technology Inc.
|
86,504
|
3,180
|
* Lam Research Corp.
|
75,699
|
3,138
|
* BMC Software Inc.
|
66,616
|
3,086
|
* VMware Inc. Class A
|
38,891
|
3,068
|
Activision Blizzard Inc.
|
206,682
|
3,011
|
* Cree Inc.
|
54,458
|
2,979
|
* Akamai Technologies Inc.
|
78,163
|
2,758
|
* Rackspace Hosting Inc.
|
51,496
|
2,600
|
* Synopsys Inc.
|
70,810
|
2,541
|
Harris Corp.
|
52,705
|
2,442
|
* Nuance Communications Inc.
|
118,238
|
2,386
|
* Electronic Arts Inc.
|
132,994
|
2,354
|
* Avnet Inc.
|
63,798
|
2,309
|
* Gartner Inc.
|
41,395
|
2,252
|
SAIC Inc.
|
158,468
|
2,147
|
Marvell Technology Group Ltd.
|
198,905
|
2,104
|
* Arrow Electronics Inc.
|
49,317
|
2,003
|
* Skyworks Solutions Inc.
|
89,921
|
1,981
|
FactSet Research Systems Inc.
|
19,653
|
1,820
|
FLIR Systems Inc.
|
67,455
|
1,754
|
|
|
|
* LSI Corp.
|
256,504
|
1,739
|
* MICROS Systems Inc.
|
37,294
|
1,697
|
Jabil Circuit Inc.
|
84,680
|
1,565
|
National Instruments Corp.
|
45,452
|
1,489
|
* TIBCO Software Inc.
|
71,848
|
1,453
|
* ServiceNow Inc.
|
38,029
|
1,377
|
Molex Inc. Class A
|
47,458
|
1,145
|
* ON Semiconductor Corp.
|
104,432
|
865
|
* Informatica Corp.
|
25,081
|
865
|
* Workday Inc. Class A
|
12,137
|
748
|
* Palo Alto Networks Inc.
|
11,235
|
636
|
* VeriFone Systems Inc.
|
25,275
|
523
|
Molex Inc.
|
15,628
|
458
|
|
|
1,256,945
|
Materials (3.4%)
|
|
|
Monsanto Co.
|
249,390
|
26,343
|
EI du Pont de Nemours & Co.
|
435,579
|
21,413
|
Dow Chemical Co.
|
560,772
|
17,855
|
Praxair Inc.
|
137,975
|
15,390
|
Freeport-McMoRan Copper & Gold Inc.
|
442,085
|
14,633
|
LyondellBasell Industries NV Class A
|
187,479
|
11,866
|
Ecolab Inc.
|
123,668
|
9,916
|
Newmont Mining Corp.
|
229,111
|
9,597
|
International Paper Co.
|
205,879
|
9,590
|
PPG Industries Inc.
|
63,323
|
8,482
|
Air Products & Chemicals Inc.
|
96,853
|
8,438
|
Mosaic Co.
|
131,525
|
7,840
|
Sherwin-Williams Co.
|
40,881
|
6,904
|
Nucor Corp.
|
148,191
|
6,839
|
CF Industries Holdings Inc.
|
29,419
|
5,601
|
Eastman Chemical Co.
|
71,890
|
5,023
|
Sigma-Aldrich Corp.
|
56,255
|
4,370
|
Alcoa Inc.
|
495,474
|
4,221
|
FMC Corp.
|
63,862
|
3,642
|
Ball Corp.
|
69,502
|
3,307
|
Celanese Corp. Class A
|
74,531
|
3,283
|
Airgas Inc.
|
31,763
|
3,150
|
Vulcan Materials Co.
|
60,622
|
3,134
|
MeadWestvaco Corp.
|
81,845
|
2,971
|
International Flavors & Fragrances Inc.
|
37,873
|
2,904
|
* Crown Holdings Inc.
|
66,982
|
2,787
|
Ashland Inc.
|
36,709
|
2,727
|
Albemarle Corp.
|
41,529
|
2,596
|
* WR Grace & Co.
|
33,489
|
2,596
|
Reliance Steel & Aluminum Co.
|
33,783
|
2,404
|
Sealed Air Corp.
|
90,828
|
2,190
|
Martin Marietta Materials Inc.
|
21,433
|
2,187
|
Huntsman Corp.
|
89,209
|
1,658
|
Cliffs Natural Resources Inc.
|
70,246
|
1,335
|
* Owens-Illinois Inc.
|
38,356
|
1,022
|
Allegheny Technologies Inc.
|
23,780
|
754
|
|
|
238,968
|
Telecommunication Services (2.8%)
|
|
|
AT&T Inc.
|
2,559,646
|
93,913
|
Verizon Communications Inc.
|
1,332,236
|
65,479
|
CenturyLink Inc.
|
291,572
|
10,243
|
|
|
|
* Crown Castle International Corp.
|
136,602
|
9,513
|
* Sprint Nextel Corp.
|
1,405,778
|
8,730
|
* SBA Communications Corp. Class A
|
59,240
|
4,267
|
Windstream Corp.
|
273,300
|
2,173
|
Frontier Communications Corp.
|
462,284
|
1,840
|
* MetroPCS Communications Inc.
|
77,415
|
844
|
|
|
197,002
|
Utilities (3.5%)
|
|
|
Duke Energy Corp.
|
328,518
|
23,847
|
Southern Co.
|
405,197
|
19,012
|
Dominion Resources Inc.
|
268,879
|
15,643
|
NextEra Energy Inc.
|
197,767
|
15,363
|
Exelon Corp.
|
398,122
|
13,727
|
American Electric Power Co. Inc.
|
226,285
|
11,004
|
PG&E Corp.
|
204,843
|
9,122
|
Sempra Energy
|
107,909
|
8,626
|
PPL Corp.
|
272,179
|
8,522
|
Consolidated Edison Inc.
|
136,749
|
8,346
|
FirstEnergy Corp.
|
194,858
|
8,223
|
Public Service Enterprise Group Inc.
|
236,265
|
8,113
|
Edison International
|
151,920
|
7,645
|
Xcel Energy Inc.
|
228,028
|
6,772
|
Northeast Utilities
|
146,502
|
6,367
|
DTE Energy Co.
|
80,413
|
5,495
|
Entergy Corp.
|
82,999
|
5,249
|
CenterPoint Energy Inc.
|
198,490
|
4,756
|
Wisconsin Energy Corp.
|
106,864
|
4,583
|
ONEOK Inc.
|
95,541
|
4,554
|
NiSource Inc.
|
145,361
|
4,265
|
NRG Energy Inc.
|
150,607
|
3,990
|
Ameren Corp.
|
112,623
|
3,944
|
* Calpine Corp.
|
180,951
|
3,728
|
AES Corp.
|
295,374
|
3,713
|
CMS Energy Corp.
|
124,081
|
3,467
|
American Water Works Co. Inc.
|
82,743
|
3,429
|
OGE Energy Corp.
|
45,929
|
3,214
|
Pinnacle West Capital Corp.
|
50,984
|
2,951
|
SCANA Corp.
|
55,151
|
2,822
|
Alliant Energy Corp.
|
51,527
|
2,586
|
Pepco Holdings Inc.
|
106,433
|
2,278
|
National Fuel Gas Co.
|
36,731
|
2,253
|
Integrys Energy Group Inc.
|
36,344
|
2,114
|
MDU Resources Group Inc.
|
83,160
|
2,078
|
TECO Energy Inc.
|
95,458
|
1,701
|
|
|
243,502
|
Total Common Stocks (Cost $5,327,106)
|
|
6,954,643
|
|
|
|
|
|
|
|
|
|
Market
|
|
|
|
|
Value
|
|
Coupon
|
|
Shares
|
($000)
|
Temporary Cash Investments (0.1%)
1
|
|
|
|
|
Money Market Fund (0.1%)
|
|
|
|
|
2 Vanguard Market Liquidity Fund
|
0.147%
|
|
10,375
|
10,375
|
|
|
|
|
Face
|
|
|
|
Maturity
|
Amount
|
|
|
|
Date
|
($000)
|
|
U.S. Government and Agency Obligations (0.0%)
|
|
|
|
|
3,4
Federal Home Loan Bank Discount Notes
|
0.105%
|
4/3/13
|
500
|
500
|
Total Temporary Cash Investments (Cost $10,874)
|
|
|
|
10,875
|
Total Investments (100.0%) (Cost $5,337,980)
|
|
|
|
6,965,518
|
Other Assets and Liabilities-Net (0.0%)
|
|
|
|
(1,246)
|
Net Assets (100%)
|
|
|
|
6,964,272
|
* Non-income-producing security.
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 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.
4 Cash of $500,000 has been segregated as initial margin for open futures contracts.
REIT—Real Estate Investment Trust.
A.
Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B.
Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments).
Large-Cap Index Fund
The following table summarizes the market value of the fund's investments as of March 31, 2013, based on the inputs used to value them:
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
Investments
|
($000)
|
($000)
|
($000)
|
Common Stocks
|
6,954,643
|
—
|
—
|
Temporary Cash Investments
|
10,375
|
500
|
—
|
Futures Contracts—Assets
1
|
34
|
—
|
—
|
Total
|
6,965,052
|
500
|
—
|
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 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 March 31, 2013, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
|
|
|
|
|
|
|
|
|
($000)
|
|
|
|
Aggregate
|
|
|
|
Number of
|
Settlement
|
Unrealized
|
|
|
Long (Short)
|
Value
|
Appreciation
|
Futures Contracts
|
Expiration
|
Contracts
|
Long (Short)
|
(Depreciation)
|
E-mini S&P 500 Index
|
June 2013
|
70
|
5,470
|
77
|
S&P 500 Index
|
June 2013
|
9
|
3,516
|
28
|
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D.
At March 31, 2013, the cost of investment securities for tax purposes was $5,337,980,000. Net unrealized appreciation of investment securities for tax purposes was $1,627,538.000, consisting of unrealized gains of $1,828,335,000 on securities that had risen in value since their purchase and $200,797,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Mid-Cap Index Fund
Schedule of Investments
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
Common Stocks (99.5%)
1
|
|
|
Consumer Discretionary (18.8%)
|
|
|
|
Macy's Inc.
|
5,737,420
|
240,054
|
|
Mattel Inc.
|
5,000,525
|
218,973
|
|
Delphi Automotive plc
|
4,576,575
|
203,200
|
|
Virgin Media Inc.
|
3,909,453
|
191,446
|
|
Ross Stores Inc.
|
3,066,452
|
185,888
|
|
Harley-Davidson Inc.
|
3,283,987
|
175,036
|
|
Genuine Parts Co.
|
2,135,536
|
166,572
|
*
|
Discovery Communications Inc. Class A
|
2,106,534
|
165,868
|
|
L Brands Inc.
|
3,557,869
|
158,894
|
*
|
O'Reilly Automotive Inc.
|
1,534,823
|
157,396
|
*
|
Dollar Tree Inc.
|
3,133,017
|
151,732
|
|
Ralph Lauren Corp. Class A
|
883,061
|
149,511
|
*
|
Chipotle Mexican Grill Inc. Class A
|
450,431
|
146,782
|
*
|
Netflix Inc.
|
772,147
|
146,252
|
*
|
CarMax Inc.
|
3,311,919
|
138,107
|
*
|
Liberty Global Inc. Class A
|
1,846,463
|
135,530
|
|
Whirlpool Corp.
|
1,140,142
|
135,061
|
|
Staples Inc.
|
9,781,421
|
131,364
|
*
|
BorgWarner Inc.
|
1,678,586
|
129,822
|
|
Wyndham Worldwide Corp.
|
1,983,341
|
127,886
|
|
PVH Corp.
|
1,169,983
|
124,966
|
|
Marriott International Inc. Class A
|
2,946,963
|
124,450
|
|
Nordstrom Inc.
|
2,144,625
|
118,448
|
|
H&R Block Inc.
|
3,937,817
|
115,851
|
|
Tiffany & Co.
|
1,656,130
|
115,167
|
*
|
Dollar General Corp.
|
2,255,193
|
114,068
|
|
DISH Network Corp. Class A
|
2,958,140
|
112,113
|
|
Newell Rubbermaid Inc.
|
4,157,143
|
108,501
|
*
|
PulteGroup Inc.
|
5,050,379
|
102,220
|
|
DR Horton Inc.
|
4,197,659
|
102,003
|
*,^
Liberty Global Inc.
|
1,451,514
|
99,617
|
|
Darden Restaurants Inc.
|
1,877,704
|
97,040
|
|
PetSmart Inc.
|
1,560,031
|
96,878
|
|
Expedia Inc.
|
1,601,511
|
96,107
|
|
Lennar Corp. Class A
|
2,287,844
|
94,900
|
|
Tractor Supply Co.
|
903,820
|
94,115
|
*
|
Charter Communications Inc. Class A
|
880,890
|
91,771
|
*,^
Lululemon Athletica Inc.
|
1,463,312
|
91,237
|
*
|
Mohawk Industries Inc.
|
805,020
|
91,064
|
*
|
Discovery Communications Inc.
|
1,290,421
|
89,736
|
|
Advance Auto Parts Inc.
|
1,068,878
|
88,343
|
|
Best Buy Co. Inc.
|
3,909,474
|
86,595
|
*
|
TRW Automotive Holdings Corp.
|
1,558,777
|
85,733
|
*
|
LKQ Corp.
|
3,897,875
|
84,818
|
|
Family Dollar Stores Inc.
|
1,428,302
|
84,341
|
|
Signet Jewelers Ltd.
|
1,175,180
|
78,737
|
|
Interpublic Group of Cos. Inc.
|
6,005,630
|
78,253
|
|
Lear Corp.
|
1,389,204
|
76,226
|
|
Sirius XM Radio Inc.
|
24,338,578
|
74,963
|
|
|
|
|
|
Scripps Networks Interactive Inc. Class A
|
1,159,036
|
74,572
|
^
|
Hasbro Inc.
|
1,681,274
|
73,875
|
*
|
Ulta Salon Cosmetics & Fragrance Inc.
|
878,758
|
71,329
|
*
|
Fossil Inc.
|
732,258
|
70,736
|
*
|
NVR Inc.
|
65,235
|
70,461
|
*
|
MGM Resorts International
|
5,324,398
|
70,016
|
|
Royal Caribbean Cruises Ltd.
|
1,908,073
|
63,386
|
|
International Game Technology
|
3,836,334
|
63,299
|
*
|
Urban Outfitters Inc.
|
1,588,514
|
61,539
|
|
Williams-Sonoma Inc.
|
1,138,571
|
58,659
|
^
|
Garmin Ltd.
|
1,703,535
|
56,285
|
*
|
AutoNation Inc.
|
1,229,410
|
53,787
|
^
|
JC Penney Co. Inc.
|
2,068,678
|
31,258
|
*,^
Sears Holdings Corp.
|
617,766
|
30,870
|
|
Abercrombie & Fitch Co.
|
569,213
|
26,298
|
^
|
Burger King Worldwide Inc.
|
1,270,975
|
24,276
|
*
|
Hyatt Hotels Corp. Class A
|
338,461
|
14,632
|
|
Allison Transmission Holdings Inc.
|
534,978
|
12,845
|
|
Lennar Corp. Class B
|
64,174
|
2,070
|
*
|
Apollo Group Inc. Class A
|
172
|
3
|
|
|
|
7,003,831
|
Consumer Staples (6.5%)
|
|
|
|
ConAgra Foods Inc.
|
5,995,409
|
214,696
|
|
Clorox Co.
|
1,900,965
|
168,292
|
|
Bunge Ltd.
|
2,020,714
|
149,189
|
|
Beam Inc.
|
2,327,023
|
147,859
|
|
JM Smucker Co.
|
1,479,045
|
146,662
|
|
Coca-Cola Enterprises Inc.
|
3,849,511
|
142,124
|
|
Dr Pepper Snapple Group Inc.
|
2,955,760
|
138,773
|
|
Avon Products Inc.
|
6,274,610
|
130,073
|
|
Church & Dwight Co. Inc.
|
2,002,686
|
129,433
|
|
McCormick & Co. Inc.
|
1,745,177
|
128,358
|
*
|
Constellation Brands Inc. Class A
|
2,208,230
|
105,200
|
|
Tyson Foods Inc. Class A
|
4,129,819
|
102,502
|
|
Molson Coors Brewing Co. Class B
|
2,048,075
|
100,212
|
*,^
Green Mountain Coffee Roasters Inc.
|
1,728,006
|
98,082
|
*
|
Monster Beverage Corp.
|
2,042,486
|
97,508
|
|
Hershey Co.
|
1,067,687
|
93,455
|
|
Safeway Inc.
|
3,477,869
|
91,642
|
|
Energizer Holdings Inc.
|
898,452
|
89,603
|
|
Hormel Foods Corp.
|
1,912,487
|
79,024
|
^
|
Herbalife Ltd.
|
1,421,585
|
53,238
|
*
|
Smithfield Foods Inc.
|
905,766
|
23,985
|
|
|
|
2,429,910
|
Energy (6.8%)
|
|
|
|
Cabot Oil & Gas Corp.
|
3,054,384
|
206,507
|
|
Range Resources Corp.
|
2,245,499
|
181,975
|
|
HollyFrontier Corp.
|
2,954,586
|
152,014
|
*
|
Concho Resources Inc.
|
1,442,790
|
140,571
|
|
EQT Corp.
|
1,966,009
|
133,197
|
*
|
Kinder Morgan Management LLC
|
1,420,333
|
124,776
|
|
CONSOL Energy Inc.
|
3,311,398
|
111,429
|
|
Oceaneering International Inc.
|
1,569,842
|
104,253
|
*
|
Denbury Resources Inc.
|
5,420,894
|
101,100
|
|
Core Laboratories NV
|
670,775
|
92,513
|
*
|
Cobalt International Energy Inc.
|
3,278,247
|
92,447
|
|
|
|
Cimarex Energy Co.
|
1,191,506
|
89,887
|
Helmerich & Payne Inc.
|
1,465,410
|
88,950
|
* Whiting Petroleum Corp.
|
1,709,696
|
86,921
|
* Plains Exploration & Production Co.
|
1,778,916
|
84,445
|
Peabody Energy Corp.
|
3,913,769
|
82,776
|
QEP Resources Inc.
|
2,590,755
|
82,490
|
Diamond Offshore Drilling Inc.
|
1,008,651
|
70,162
|
* Dresser-Rand Group Inc.
|
1,101,346
|
67,909
|
* Weatherford International Ltd.
|
5,550,413
|
67,382
|
Nabors Industries Ltd.
|
4,013,321
|
65,096
|
* Rowan Cos. plc Class A
|
1,803,648
|
63,777
|
Tesoro Corp.
|
997,064
|
58,378
|
SM Energy Co.
|
961,077
|
56,915
|
Energen Corp.
|
1,047,826
|
54,498
|
* Newfield Exploration Co.
|
1,964,945
|
44,054
|
* Ultra Petroleum Corp.
|
1,054,189
|
21,189
|
* SandRidge Energy Inc.
|
797
|
4
|
|
|
2,525,615
|
Financials (16.6%)
|
|
|
Health Care REIT Inc.
|
3,780,181
|
256,712
|
AvalonBay Communities Inc.
|
1,660,674
|
210,358
|
American Capital Agency Corp.
|
5,644,889
|
185,039
|
M&T Bank Corp.
|
1,681,668
|
173,481
|
Moody's Corp.
|
3,232,968
|
172,382
|
* IntercontinentalExchange Inc.
|
1,054,550
|
171,965
|
Regions Financial Corp.
|
20,515,257
|
168,020
|
Hartford Financial Services Group Inc.
|
6,337,203
|
163,500
|
Principal Financial Group Inc.
|
4,258,715
|
144,924
|
NYSE Euronext
|
3,527,134
|
136,288
|
Prologis Inc.
|
3,358,869
|
134,288
|
KeyCorp
|
13,409,793
|
133,562
|
XL Group plc Class A
|
4,281,331
|
129,724
|
Lincoln National Corp.
|
3,940,286
|
128,493
|
Macerich Co.
|
1,993,858
|
128,365
|
Realty Income Corp.
|
2,814,880
|
127,655
|
* CIT Group Inc.
|
2,918,621
|
126,902
|
Kimco Realty Corp.
|
5,624,386
|
125,986
|
Plum Creek Timber Co. Inc.
|
2,356,264
|
122,997
|
Leucadia National Corp.
|
4,459,700
|
122,330
|
Digital Realty Trust Inc.
|
1,815,308
|
121,462
|
* Affiliated Managers Group Inc.
|
763,208
|
117,206
|
* CBRE Group Inc. Class A
|
4,559,521
|
115,128
|
SL Green Realty Corp.
|
1,324,843
|
114,082
|
Unum Group
|
3,916,212
|
110,633
|
Rayonier Inc.
|
1,809,685
|
107,984
|
Cincinnati Financial Corp.
|
2,250,775
|
106,214
|
Federal Realty Investment Trust
|
942,209
|
101,796
|
Willis Group Holdings plc
|
2,520,617
|
99,539
|
Comerica Inc.
|
2,724,072
|
97,930
|
* Arch Capital Group Ltd.
|
1,833,395
|
96,382
|
SLM Corp.
|
4,430,214
|
90,731
|
Huntington Bancshares Inc.
|
12,221,812
|
90,319
|
UDR Inc.
|
3,631,467
|
87,845
|
New York Community Bancorp Inc.
|
6,051,974
|
86,846
|
Essex Property Trust Inc.
|
550,312
|
82,866
|
Torchmark Corp.
|
1,358,894
|
81,262
|
Camden Property Trust
|
1,164,543
|
79,981
|
|
|
|
|
|
Raymond James Financial Inc.
|
1,719,914
|
79,288
|
|
Everest Re Group Ltd.
|
593,393
|
77,058
|
|
PartnerRe Ltd.
|
804,387
|
74,896
|
|
WR Berkley Corp.
|
1,579,566
|
70,085
|
|
Zions Bancorporation
|
2,672,492
|
66,786
|
|
Axis Capital Holdings Ltd.
|
1,594,581
|
66,366
|
|
First Republic Bank
|
1,710,964
|
66,077
|
|
People's United Financial Inc.
|
4,915,934
|
66,070
|
|
Alexandria Real Estate Equities Inc.
|
924,891
|
65,649
|
|
SEI Investments Co.
|
2,254,455
|
65,041
|
|
Reinsurance Group of America Inc. Class A
|
1,073,199
|
64,038
|
|
Jones Lang LaSalle Inc.
|
639,643
|
63,587
|
*,^
Markel Corp.
|
125,757
|
63,319
|
|
Lazard Ltd. Class A
|
1,767,353
|
60,320
|
|
Hudson City Bancorp Inc.
|
6,897,828
|
59,597
|
*
|
MSCI Inc. Class A
|
1,744,533
|
59,192
|
|
Legg Mason Inc.
|
1,777,575
|
57,149
|
|
NASDAQ OMX Group Inc.
|
1,682,739
|
54,352
|
*
|
Alleghany Corp.
|
115,792
|
45,844
|
*
|
Realogy Holdings Corp.
|
738,354
|
36,061
|
|
Assurant Inc.
|
571,830
|
25,738
|
|
LPL Financial Holdings Inc.
|
772,450
|
24,904
|
|
CNA Financial Corp.
|
391,764
|
12,807
|
|
|
|
6,175,401
|
Health Care (10.5%)
|
|
|
*
|
Cerner Corp.
|
2,249,670
|
213,156
|
*
|
Regeneron Pharmaceuticals Inc.
|
1,097,002
|
193,511
|
*
|
DaVita HealthCare Partners Inc.
|
1,531,074
|
181,570
|
*
|
Vertex Pharmaceuticals Inc.
|
3,153,980
|
173,406
|
|
AmerisourceBergen Corp. Class A
|
3,340,993
|
171,894
|
*
|
Actavis Inc.
|
1,855,272
|
170,889
|
*
|
Mylan Inc.
|
5,741,457
|
166,158
|
*
|
Life Technologies Corp.
|
2,473,209
|
159,844
|
*
|
Catamaran Corp.
|
2,982,506
|
158,162
|
*
|
Boston Scientific Corp.
|
19,702,916
|
153,880
|
|
Perrigo Co.
|
1,296,030
|
153,878
|
*
|
Edwards Lifesciences Corp.
|
1,656,219
|
136,075
|
*
|
Forest Laboratories Inc.
|
3,478,630
|
132,327
|
|
Quest Diagnostics Inc.
|
2,296,562
|
129,641
|
*
|
Laboratory Corp. of America Holdings
|
1,351,401
|
121,896
|
*
|
Henry Schein Inc.
|
1,271,155
|
117,645
|
*
|
Varian Medical Systems Inc.
|
1,583,786
|
114,033
|
|
CR Bard Inc.
|
1,127,934
|
113,673
|
*
|
CareFusion Corp.
|
3,232,381
|
113,101
|
*
|
Waters Corp.
|
1,184,404
|
111,227
|
*
|
Illumina Inc.
|
1,800,548
|
97,230
|
^
|
ResMed Inc.
|
2,082,897
|
96,563
|
*
|
Mettler-Toledo International Inc.
|
439,812
|
93,777
|
|
Coventry Health Care Inc.
|
1,953,890
|
91,891
|
|
DENTSPLY International Inc.
|
2,073,504
|
87,958
|
*
|
Hologic Inc.
|
3,885,665
|
87,816
|
|
Universal Health Services Inc. Class B
|
1,312,332
|
83,819
|
*
|
Hospira Inc.
|
2,399,357
|
78,771
|
*
|
IDEXX Laboratories Inc.
|
792,274
|
73,198
|
*
|
BioMarin Pharmaceutical Inc.
|
915,240
|
56,983
|
|
Patterson Cos. Inc.
|
1,260,866
|
47,963
|
|
|
|
* Endo Health Solutions Inc.
|
805,209
|
24,768
|
|
|
3,906,703
|
Industrials (12.9%)
|
|
|
* Delta Air Lines Inc.
|
12,360,734
|
204,076
|
Fastenal Co.
|
3,875,095
|
198,986
|
WW Grainger Inc.
|
857,696
|
192,964
|
Roper Industries Inc.
|
1,435,065
|
182,698
|
Kansas City Southern
|
1,598,969
|
177,326
|
Pentair Ltd.
|
2,973,448
|
156,849
|
ADT Corp.
|
3,202,254
|
156,718
|
* United Continental Holdings Inc.
|
4,828,221
|
154,551
|
AMETEK Inc.
|
3,531,237
|
153,114
|
Southwest Airlines Co.
|
10,568,284
|
142,460
|
* Verisk Analytics Inc. Class A
|
2,196,068
|
135,344
|
* Stericycle Inc.
|
1,249,617
|
132,684
|
Rockwell Collins Inc.
|
2,005,787
|
126,605
|
Textron Inc.
|
3,941,535
|
117,497
|
Flowserve Corp.
|
698,553
|
117,154
|
Pall Corp.
|
1,612,342
|
110,236
|
* Hertz Global Holdings Inc.
|
4,894,607
|
108,954
|
Expeditors International of Washington Inc.
|
2,997,348
|
107,035
|
TransDigm Group Inc.
|
679,636
|
103,930
|
Masco Corp.
|
5,065,754
|
102,582
|
* Jacobs Engineering Group Inc.
|
1,797,490
|
101,091
|
Equifax Inc.
|
1,748,429
|
100,692
|
L-3 Communications Holdings Inc.
|
1,239,675
|
100,315
|
JB Hunt Transport Services Inc.
|
1,279,680
|
95,311
|
Joy Global Inc.
|
1,541,050
|
91,723
|
Iron Mountain Inc.
|
2,484,015
|
90,195
|
Nielsen Holdings NV
|
2,436,139
|
87,263
|
* Quanta Services Inc.
|
3,038,575
|
86,842
|
* IHS Inc. Class A
|
811,058
|
84,934
|
Donaldson Co. Inc.
|
2,128,754
|
77,040
|
Xylem Inc.
|
2,701,108
|
74,443
|
Hubbell Inc. Class B
|
756,716
|
73,485
|
Robert Half International Inc.
|
1,923,504
|
72,189
|
Timken Co.
|
1,252,752
|
70,881
|
Fluor Corp.
|
1,061,090
|
70,382
|
AGCO Corp.
|
1,337,475
|
69,709
|
KBR Inc.
|
2,141,844
|
68,710
|
Cintas Corp.
|
1,520,493
|
67,099
|
* WABCO Holdings Inc.
|
911,416
|
64,337
|
Manpower Inc.
|
1,115,300
|
63,260
|
Avery Dennison Corp.
|
1,453,081
|
62,584
|
* Owens Corning
|
1,545,159
|
60,926
|
* Sensata Technologies Holding NV
|
1,684,065
|
55,355
|
SPX Corp.
|
647,716
|
51,144
|
Dun & Bradstreet Corp.
|
593,179
|
49,619
|
Gardner Denver Inc.
|
356,635
|
26,787
|
|
|
4,798,079
|
Information Technology (14.6%)
|
|
|
* LinkedIn Corp. Class A
|
1,299,534
|
228,796
|
* SanDisk Corp.
|
3,510,379
|
193,071
|
Amphenol Corp. Class A
|
2,318,047
|
173,042
|
* Fiserv Inc.
|
1,937,854
|
170,202
|
Seagate Technology plc
|
4,427,531
|
161,871
|
|
|
|
Western Digital Corp.
|
3,143,956
|
158,078
|
* Equinix Inc.
|
708,386
|
153,231
|
Fidelity National Information Services Inc.
|
3,847,036
|
152,420
|
* Micron Technology Inc.
|
14,831,096
|
148,014
|
Xilinx Inc.
|
3,796,549
|
144,914
|
* Red Hat Inc.
|
2,804,279
|
141,784
|
* Teradata Corp.
|
2,406,656
|
140,813
|
Maxim Integrated Products Inc.
|
4,245,302
|
138,609
|
* Autodesk Inc.
|
3,261,591
|
134,508
|
Linear Technology Corp.
|
3,375,763
|
129,528
|
Avago Technologies Ltd. Class A
|
3,574,344
|
128,390
|
KLA-Tencor Corp.
|
2,411,609
|
127,188
|
Western Union Co.
|
8,255,642
|
124,165
|
* Alliance Data Systems Corp.
|
687,784
|
111,345
|
* Trimble Navigation Ltd.
|
3,705,948
|
111,030
|
NVIDIA Corp.
|
8,616,276
|
110,461
|
* ANSYS Inc.
|
1,349,122
|
109,845
|
Computer Sciences Corp.
|
2,227,841
|
109,677
|
* VeriSign Inc.
|
2,214,432
|
104,698
|
* F5 Networks Inc.
|
1,140,804
|
101,623
|
Microchip Technology Inc.
|
2,694,008
|
99,032
|
* Lam Research Corp.
|
2,356,522
|
97,701
|
* BMC Software Inc.
|
2,074,101
|
96,093
|
* Cree Inc.
|
1,693,266
|
92,639
|
* Akamai Technologies Inc.
|
2,452,893
|
86,563
|
* Rackspace Hosting Inc.
|
1,602,341
|
80,886
|
* Synopsys Inc.
|
2,205,030
|
79,116
|
Harris Corp.
|
1,637,387
|
75,877
|
* Nuance Communications Inc.
|
3,671,208
|
74,085
|
* Electronic Arts Inc.
|
4,137,944
|
73,242
|
Xerox Corp.
|
8,438,136
|
72,568
|
* Avnet Inc.
|
1,988,427
|
71,981
|
* Gartner Inc.
|
1,286,946
|
70,023
|
SAIC Inc.
|
4,962,434
|
67,241
|
Marvell Technology Group Ltd.
|
6,212,665
|
65,730
|
* Arrow Electronics Inc.
|
1,538,849
|
62,508
|
* Skyworks Solutions Inc.
|
2,785,702
|
61,369
|
^ FactSet Research Systems Inc.
|
609,119
|
56,404
|
FLIR Systems Inc.
|
2,103,490
|
54,712
|
* LSI Corp.
|
7,976,560
|
54,081
|
* MICROS Systems Inc.
|
1,151,743
|
52,416
|
Jabil Circuit Inc.
|
2,639,168
|
48,772
|
* VMware Inc. Class A
|
605,118
|
47,732
|
National Instruments Corp.
|
1,432,477
|
46,914
|
* TIBCO Software Inc.
|
2,244,637
|
45,387
|
* ServiceNow Inc.
|
1,179,115
|
42,684
|
Molex Inc.
|
1,081,710
|
31,672
|
* ON Semiconductor Corp.
|
3,261,240
|
27,003
|
* Informatica Corp.
|
782,423
|
26,970
|
* Workday Inc. Class A
|
377,356
|
23,256
|
Molex Inc. Class A
|
889,015
|
21,443
|
* Palo Alto Networks Inc.
|
347,684
|
19,679
|
* VeriFone Systems Inc.
|
786,002
|
16,255
|
|
|
5,449,337
|
Materials (5.5%)
|
|
|
Sherwin-Williams Co.
|
1,275,626
|
215,440
|
CF Industries Holdings Inc.
|
914,388
|
174,072
|
|
|
|
Eastman Chemical Co.
|
2,234,638
|
156,134
|
Sigma-Aldrich Corp.
|
1,748,348
|
135,812
|
FMC Corp.
|
1,998,299
|
113,963
|
Ball Corp.
|
2,169,131
|
103,207
|
Celanese Corp. Class A
|
2,317,409
|
102,082
|
Airgas Inc.
|
991,774
|
98,344
|
Vulcan Materials Co.
|
1,885,120
|
97,461
|
MeadWestvaco Corp.
|
2,549,856
|
92,560
|
International Flavors & Fragrances Inc.
|
1,182,448
|
90,658
|
* Crown Holdings Inc.
|
2,077,819
|
86,458
|
Ashland Inc.
|
1,146,011
|
85,149
|
* WR Grace & Co.
|
1,042,019
|
80,767
|
Albemarle Corp.
|
1,289,033
|
80,590
|
Reliance Steel & Aluminum Co.
|
1,051,186
|
74,813
|
Sealed Air Corp.
|
2,823,385
|
68,072
|
Martin Marietta Materials Inc.
|
665,831
|
67,928
|
Huntsman Corp.
|
2,785,274
|
51,778
|
^ Cliffs Natural Resources Inc.
|
2,197,925
|
41,783
|
* Owens-Illinois Inc.
|
1,190,613
|
31,730
|
Allegheny Technologies Inc.
|
740,804
|
23,491
|
United States Steel Corp.
|
260
|
5
|
|
|
2,072,297
|
Telecommunication Services (1.1%)
|
|
|
* Sprint Nextel Corp.
|
21,850,540
|
135,692
|
* SBA Communications Corp. Class A
|
1,842,745
|
132,715
|
^ Windstream Corp.
|
8,571,093
|
68,140
|
Frontier Communications Corp.
|
14,484,599
|
57,649
|
* MetroPCS Communications Inc.
|
2,402,321
|
26,185
|
|
|
420,381
|
Utilities (6.2%)
|
|
|
Northeast Utilities
|
4,562,639
|
198,292
|
DTE Energy Co.
|
2,504,480
|
171,156
|
CenterPoint Energy Inc.
|
6,207,661
|
148,735
|
Wisconsin Energy Corp.
|
3,323,990
|
142,566
|
ONEOK Inc.
|
2,975,535
|
141,844
|
NiSource Inc.
|
4,516,945
|
132,527
|
NRG Energy Inc.
|
4,690,753
|
124,258
|
Ameren Corp.
|
3,521,880
|
123,336
|
* Calpine Corp.
|
5,629,015
|
115,958
|
AES Corp.
|
9,201,088
|
115,658
|
CMS Energy Corp.
|
3,860,115
|
107,852
|
American Water Works Co. Inc.
|
2,575,132
|
106,713
|
OGE Energy Corp.
|
1,433,983
|
100,350
|
Pinnacle West Capital Corp.
|
1,593,138
|
92,227
|
SCANA Corp.
|
1,729,843
|
88,499
|
Alliant Energy Corp.
|
1,610,499
|
80,815
|
Pepco Holdings Inc.
|
3,339,664
|
71,469
|
National Fuel Gas Co.
|
1,150,579
|
70,588
|
Integrys Energy Group Inc.
|
1,137,339
|
66,148
|
MDU Resources Group Inc.
|
2,602,230
|
65,030
|
TECO Energy Inc.
|
2,994,789
|
53,367
|
|
|
2,317,388
|
Total Common Stocks (Cost $29,365,698)
|
|
37,098,942
|
|
|
|
|
|
|
Coupon
|
|
Shares
|
|
Temporary Cash Investments (1.0%)
1
|
|
|
|
|
Money Market Fund (0.9%)
|
|
|
|
|
2,3
Vanguard Market Liquidity Fund
|
0.147%
|
|
373,510,273
|
373,510
|
|
|
|
|
Face
|
|
|
|
Maturity
|
Amount
|
|
|
|
Date
|
($000)
|
|
U.S. Government and Agency Obligations (0.1%)
|
|
|
|
|
4 Federal Home Loan Bank Discount Notes
|
0.090%
|
4/3/13
|
10,000
|
10,000
|
4,5
Federal Home Loan Bank Discount Notes
|
0.085%
|
4/19/13
|
5,000
|
4,999
|
5 United States Treasury Note/Bond
|
1.375%
|
5/15/13
|
4,000
|
4,006
|
|
|
|
|
19,005
|
Total Temporary Cash Investments (Cost $392,516)
|
|
|
|
392,515
|
Total Investments (100.5%) (Cost $29,758,214)
|
|
|
|
37,491,457
|
Other Assets and Liabilities-Net (-0.5%)
3
|
|
|
|
(196,023)
|
Net Assets (100%)
|
|
|
|
37,295,434
|
* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $197,865,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 99.8% and 0.7%, respectively, of net assets.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
3 Includes $204,071,000 of collateral received for securities on loan.
4 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.
5 Securities with a value of $6,828,000 have been segregated as initial margin for open futures contracts.
REIT—Real Estate Investment Trust.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Mid-Cap Index Fund
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 March 31, 2013,
based on the inputs used to value them:
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
Investments
|
($000)
|
($000)
|
($000)
|
Common Stocks
|
37,098,942
|
—
|
—
|
Temporary Cash Investments
|
373,510
|
19,005
|
—
|
Futures Contracts—Assets
1
|
641
|
—
|
—
|
Total
|
37,473,093
|
19,005
|
—
|
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 March 31, 2013, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
|
|
|
|
|
|
|
|
|
($000)
|
|
|
|
Aggregate
|
|
|
|
Number of
|
Settlement
|
Unrealized
|
|
|
Long (Short)
|
Value
|
Appreciation
|
Futures Contracts
|
Expiration
|
Contracts
|
Long (Short)
|
(Depreciation)
|
E-mini S&P 500
|
June 2013
|
1,211
|
94,621
|
524
|
E-mini S&P MidCap 400 Index
|
June 2013
|
400
|
46,040
|
917
|
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
Mid-Cap Index Fund
D. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected stocks in the fund's target index when investing through a swap provides a return advantage over buying the individual stocks. Under the terms of each swap, the fund receives the total return (either receiving the increase or paying the decrease) on a reference stock, applied to a notional amount that is the value of a designated number of shares of the stock at the beginning of the swap. The counterparty pays the fund a fixed rate less a specified interest rate spread that is based on short-term interest rates, applied to the notional amount. At the same time, the fund invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.
The notional amounts of swap contracts are not recorded in the Schedule of Investments. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as unrealized appreciation (depreciation) until termination of the swap, at which time realized gain (loss) is recorded. The primary risks associated with the swaps are that a counterparty will default on its obligation to pay net amounts due to the fund , or that the fund will incur fees in the event it terminates a swap prior to the scheduled termination date. The fund's maximum risk of loss from counterparty credit risk is the amount of unrealized appreciation on the swap contract. The fund attempts to mitigate this risk by, among other things, performing a credit analysis of counterparties, monitoring exposure to counterparties, and requiring counterparties to post collateral to secure such exposure. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has posted. Any securities posted as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or posted is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
|
|
|
|
|
|
|
|
|
|
|
Unrealized
|
|
|
|
Notional
|
Floating Interest
|
Appreciation
|
|
Termination
|
|
Amount
|
Rate Received
|
(Depreciation)
|
Reference Entity
|
Date
|
Counterparty
1
|
($000)
|
(Paid)
|
($000)
|
SLM Corp.
|
8/7/13
|
GSI
|
41,022
|
(0.552%)
2
|
3,319
|
1 GSI—Goldman Sachs International.
2 Based on one-month London Interbank Offered Rate (LIBOR) as of the most recent payment date plus a 0.35% spread.
At March 31, 2013, the counterparty had deposited in segregated accounts securities with a value of $1,818,000 in connection with amounts due to the fund for open swap contracts.
E. At March 31, 2013, the cost of investment securities for tax purposes was $29,758,214,000. Net unrealized appreciation of investment securities for tax purposes was $7,733,243,000, consisting of unrealized gains of $8,664,362,000 on securities that had risen in value since their purchase and $931,119,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Mid-Cap Growth Index Fund
Schedule of Investments
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
Common Stocks (100.0%)
|
|
|
Consumer Discretionary (23.0%)
|
|
|
|
Delphi Automotive plc
|
678,941
|
30,145
|
|
Starwood Hotels & Resorts Worldwide Inc.
|
440,917
|
28,100
|
|
Harley-Davidson Inc.
|
509,276
|
27,144
|
*
|
O'Reilly Automotive Inc.
|
257,896
|
26,447
|
*
|
Liberty Interactive Corp. Class A
|
1,158,776
|
24,775
|
*
|
Dollar Tree Inc.
|
511,151
|
24,755
|
|
Sirius XM Radio Inc.
|
7,617,314
|
23,461
|
*
|
Chipotle Mexican Grill Inc. Class A
|
70,851
|
23,088
|
*
|
Netflix Inc.
|
118,732
|
22,489
|
*
|
CarMax Inc.
|
514,771
|
21,466
|
*
|
BorgWarner Inc.
|
263,314
|
20,365
|
|
Wyndham Worldwide Corp.
|
315,567
|
20,348
|
|
Tiffany & Co.
|
285,254
|
19,837
|
|
PVH Corp.
|
181,341
|
19,369
|
|
Virgin Media Inc.
|
372,863
|
18,259
|
|
Tractor Supply Co.
|
158,507
|
16,505
|
*
|
PulteGroup Inc.
|
777,339
|
15,733
|
|
PetSmart Inc.
|
241,809
|
15,016
|
*
|
LKQ Corp.
|
668,994
|
14,557
|
*
|
Charter Communications Inc. Class A
|
136,589
|
14,230
|
*
|
Lululemon Athletica Inc.
|
227,070
|
14,158
|
|
Advance Auto Parts Inc.
|
165,121
|
13,647
|
|
Polaris Industries Inc.
|
147,504
|
13,643
|
|
Family Dollar Stores Inc.
|
220,858
|
13,042
|
*
|
TripAdvisor Inc.
|
247,896
|
13,020
|
|
Scripps Networks Interactive Inc. Class A
|
194,998
|
12,546
|
|
Signet Jewelers Ltd.
|
182,314
|
12,215
|
*
|
Sally Beauty Holdings Inc.
|
403,866
|
11,866
|
*
|
NVR Inc.
|
10,778
|
11,641
|
*
|
Fossil Inc.
|
114,804
|
11,090
|
*
|
Ulta Salon Cosmetics & Fragrance Inc.
|
136,313
|
11,065
|
*
|
MGM Resorts International
|
825,370
|
10,854
|
*
|
Panera Bread Co. Class A
|
63,867
|
10,553
|
|
Dick's Sporting Goods Inc.
|
219,868
|
10,400
|
*
|
Urban Outfitters Inc.
|
262,711
|
10,177
|
*
|
Under Armour Inc. Class A
|
177,830
|
9,105
|
|
Dunkin' Brands Group Inc.
|
237,605
|
8,763
|
*
|
Toll Brothers Inc.
|
221,494
|
7,584
|
|
Lennar Corp. Class A
|
179,636
|
7,451
|
*
|
Goodyear Tire & Rubber Co.
|
551,302
|
6,952
|
*
|
Tempur-Pedic International Inc.
|
134,148
|
6,658
|
|
Tupperware Brands Corp.
|
80,949
|
6,617
|
|
Gentex Corp.
|
321,353
|
6,430
|
|
Cablevision Systems Corp. Class A
|
423,405
|
6,334
|
|
JC Penney Co. Inc.
|
370,117
|
5,592
|
*
|
Lamar Advertising Co. Class A
|
92,185
|
4,481
|
|
Harman International Industries Inc.
|
99,240
|
4,429
|
|
Interpublic Group of Cos. Inc.
|
339,897
|
4,429
|
*,^
Sears Holdings Corp.
|
83,878
|
4,191
|
|
|
|
|
*
|
Jarden Corp.
|
87,492
|
3,749
|
*
|
AutoNation Inc.
|
82,238
|
3,598
|
|
Williams-Sonoma Inc.
|
69,551
|
3,583
|
|
Burger King Worldwide Inc.
|
157,631
|
3,011
|
^
|
Weight Watchers International Inc.
|
62,661
|
2,639
|
*
|
Apollo Group Inc. Class A
|
147,406
|
2,563
|
*
|
Hyatt Hotels Corp. Class A
|
51,117
|
2,210
|
|
Allison Transmission Holdings Inc.
|
82,324
|
1,977
|
|
|
|
718,352
|
Consumer Staples (3.3%)
|
|
|
*
|
Constellation Brands Inc. Class A
|
357,772
|
17,044
|
*
|
Green Mountain Coffee Roasters Inc.
|
283,904
|
16,114
|
*
|
Monster Beverage Corp.
|
327,835
|
15,651
|
|
Hormel Foods Corp.
|
325,449
|
13,447
|
|
McCormick & Co. Inc.
|
175,769
|
12,928
|
|
Church & Dwight Co. Inc.
|
157,258
|
10,164
|
|
Hillshire Brands Co.
|
275,151
|
9,672
|
|
Herbalife Ltd.
|
243,142
|
9,106
|
|
|
|
104,126
|
Energy (10.0%)
|
|
|
|
Pioneer Natural Resources Co.
|
297,945
|
37,020
|
|
Cabot Oil & Gas Corp.
|
473,024
|
31,981
|
|
Range Resources Corp.
|
365,913
|
29,654
|
*
|
FMC Technologies Inc.
|
534,831
|
29,089
|
|
EQT Corp.
|
336,616
|
22,806
|
*
|
Concho Resources Inc.
|
223,597
|
21,785
|
|
CONSOL Energy Inc.
|
512,391
|
17,242
|
|
Oceaneering International Inc.
|
242,823
|
16,126
|
|
Core Laboratories NV
|
105,066
|
14,491
|
*
|
Whiting Petroleum Corp.
|
264,782
|
13,462
|
|
QEP Resources Inc.
|
400,943
|
12,766
|
|
Diamond Offshore Drilling Inc.
|
156,376
|
10,877
|
*
|
Dresser-Rand Group Inc.
|
170,330
|
10,503
|
*
|
Cobalt International Energy Inc.
|
330,406
|
9,317
|
|
SM Energy Co.
|
148,737
|
8,808
|
*
|
Kinder Morgan Management LLC
|
81,586
|
7,167
|
*
|
Ultra Petroleum Corp.
|
344,217
|
6,919
|
*
|
Rowan Cos. plc Class A
|
139,777
|
4,942
|
*,^
SandRidge Energy Inc.
|
827,932
|
4,363
|
*
|
Laredo Petroleum Holdings Inc.
|
86,691
|
1,586
|
|
|
|
310,904
|
Financials (7.7%)
|
|
|
*
|
IntercontinentalExchange Inc.
|
163,672
|
26,690
|
|
Moody's Corp.
|
451,561
|
24,077
|
*
|
CIT Group Inc.
|
429,239
|
18,663
|
*
|
Affiliated Managers Group Inc.
|
116,596
|
17,906
|
*
|
CBRE Group Inc. Class A
|
703,628
|
17,767
|
*
|
Arch Capital Group Ltd.
|
307,206
|
16,150
|
|
Eaton Vance Corp.
|
258,385
|
10,808
|
|
Taubman Centers Inc.
|
138,802
|
10,779
|
|
American Campus Communities Inc.
|
235,494
|
10,677
|
*
|
Ocwen Financial Corp.
|
258,314
|
9,795
|
*
|
MSCI Inc. Class A
|
274,856
|
9,326
|
|
SEI Investments Co.
|
311,345
|
8,982
|
|
Brown & Brown Inc.
|
275,133
|
8,815
|
|
Federal Realty Investment Trust
|
72,802
|
7,866
|
|
|
|
CBOE Holdings Inc.
|
196,485
|
7,258
|
Digital Realty Trust Inc.
|
97,047
|
6,494
|
Jones Lang LaSalle Inc.
|
64,473
|
6,409
|
Raymond James Financial Inc.
|
132,437
|
6,105
|
Hudson City Bancorp Inc.
|
534,964
|
4,622
|
Weingarten Realty Investors
|
129,753
|
4,094
|
LPL Financial Holdings Inc.
|
122,193
|
3,940
|
Erie Indemnity Co. Class A
|
31,787
|
2,401
|
|
|
239,624
|
Health Care (14.7%)
|
|
|
* Cerner Corp.
|
328,111
|
31,089
|
AmerisourceBergen Corp. Class A
|
529,992
|
27,268
|
* Vertex Pharmaceuticals Inc.
|
488,048
|
26,833
|
* Mylan Inc.
|
917,223
|
26,544
|
* DaVita HealthCare Partners Inc.
|
222,004
|
26,327
|
Perrigo Co.
|
200,677
|
23,826
|
* Forest Laboratories Inc.
|
598,416
|
22,764
|
* Edwards Lifesciences Corp.
|
259,654
|
21,333
|
* Laboratory Corp. of America Holdings
|
212,847
|
19,199
|
* Waters Corp.
|
195,697
|
18,378
|
* Henry Schein Inc.
|
197,969
|
18,322
|
CR Bard Inc.
|
175,998
|
17,737
|
* Varian Medical Systems Inc.
|
246,221
|
17,728
|
* BioMarin Pharmaceutical Inc.
|
278,556
|
17,343
|
* Illumina Inc.
|
277,573
|
14,989
|
ResMed Inc.
|
322,006
|
14,928
|
* Mettler-Toledo International Inc.
|
68,974
|
14,707
|
* Onyx Pharmaceuticals Inc.
|
161,770
|
14,375
|
DENTSPLY International Inc.
|
319,493
|
13,553
|
Cooper Cos. Inc.
|
107,779
|
11,627
|
* IDEXX Laboratories Inc.
|
123,038
|
11,367
|
* Pharmacyclics Inc.
|
125,353
|
10,080
|
* Medivation Inc.
|
167,276
|
7,823
|
Patterson Cos. Inc.
|
198,405
|
7,547
|
Warner Chilcott plc Class A
|
479,225
|
6,494
|
Universal Health Services Inc. Class B
|
101,242
|
6,466
|
* Covance Inc.
|
80,123
|
5,955
|
* Bio-Rad Laboratories Inc. Class A
|
28,945
|
3,647
|
|
|
458,249
|
Industrials (16.1%)
|
|
|
* Delta Air Lines Inc.
|
1,913,992
|
31,600
|
Roper Industries Inc.
|
221,431
|
28,190
|
Kansas City Southern
|
247,599
|
27,459
|
ADT Corp.
|
522,968
|
25,594
|
* United Continental Holdings Inc.
|
747,859
|
23,939
|
AMETEK Inc.
|
546,668
|
23,704
|
* Stericycle Inc.
|
193,261
|
20,520
|
* Verisk Analytics Inc. Class A
|
318,976
|
19,659
|
Textron Inc.
|
634,023
|
18,900
|
Flowserve Corp.
|
112,490
|
18,866
|
Pall Corp.
|
255,576
|
17,474
|
TransDigm Group Inc.
|
110,592
|
16,912
|
J.B. Hunt Transport Services Inc.
|
212,830
|
15,852
|
* B/E Aerospace Inc.
|
233,888
|
14,101
|
* Fortune Brands Home & Security Inc.
|
366,478
|
13,717
|
Nielsen Holdings NV
|
377,776
|
13,532
|
|
|
|
* IHS Inc. Class A
|
126,134
|
13,209
|
Donaldson Co. Inc.
|
318,213
|
11,516
|
Southwest Airlines Co.
|
830,427
|
11,194
|
Wabtec Corp.
|
107,764
|
11,004
|
Masco Corp.
|
526,536
|
10,662
|
* WABCO Holdings Inc.
|
142,203
|
10,038
|
* Owens Corning
|
252,657
|
9,962
|
Waste Connections Inc.
|
262,544
|
9,446
|
Joy Global Inc.
|
154,914
|
9,220
|
MSC Industrial Direct Co. Inc. Class A
|
106,314
|
9,120
|
* Sensata Technologies Holding NV
|
261,254
|
8,587
|
Nordson Corp.
|
129,852
|
8,564
|
Dun & Bradstreet Corp.
|
100,357
|
8,395
|
Gardner Denver Inc.
|
110,558
|
8,304
|
* Copart Inc.
|
237,863
|
8,154
|
Babcock & Wilcox Co.
|
241,171
|
6,852
|
Robert Half International Inc.
|
150,516
|
5,649
|
* Foster Wheeler AG
|
238,657
|
5,453
|
IDEX Corp.
|
93,062
|
4,971
|
|
|
500,319
|
Information Technology (18.4%)
|
|
|
* LinkedIn Corp. Class A
|
196,169
|
34,538
|
Amphenol Corp. Class A
|
360,890
|
26,940
|
* Fiserv Inc.
|
300,441
|
26,388
|
* Equinix Inc.
|
109,434
|
23,672
|
* Micron Technology Inc.
|
2,290,152
|
22,856
|
Xilinx Inc.
|
586,992
|
22,405
|
* Teradata Corp.
|
380,466
|
22,261
|
* Red Hat Inc.
|
434,969
|
21,992
|
* Autodesk Inc.
|
510,460
|
21,051
|
Avago Technologies Ltd. Class A
|
552,214
|
19,836
|
* Alliance Data Systems Corp.
|
112,221
|
18,167
|
* Trimble Navigation Ltd.
|
568,068
|
17,019
|
* ANSYS Inc.
|
208,525
|
16,978
|
* VeriSign Inc.
|
349,318
|
16,516
|
* BMC Software Inc.
|
348,532
|
16,148
|
* F5 Networks Inc.
|
177,823
|
15,840
|
* Akamai Technologies Inc.
|
399,408
|
14,095
|
* Cree Inc.
|
248,664
|
13,604
|
* Rackspace Hosting Inc.
|
246,643
|
12,451
|
* Gartner Inc.
|
210,831
|
11,471
|
* Nuance Communications Inc.
|
562,521
|
11,352
|
* SanDisk Corp.
|
190,488
|
10,477
|
* Skyworks Solutions Inc.
|
437,366
|
9,635
|
Solera Holdings Inc.
|
154,939
|
9,038
|
NVIDIA Corp.
|
703,151
|
9,014
|
Global Payments Inc.
|
177,560
|
8,818
|
FLIR Systems Inc.
|
337,686
|
8,783
|
FactSet Research Systems Inc.
|
94,671
|
8,767
|
* LSI Corp.
|
1,245,494
|
8,444
|
* Informatica Corp.
|
242,856
|
8,371
|
IAC/InterActiveCorp
|
186,048
|
8,313
|
* MICROS Systems Inc.
|
180,579
|
8,218
|
* TIBCO Software Inc.
|
367,493
|
7,431
|
* Atmel Corp.
|
989,454
|
6,887
|
* Fortinet Inc.
|
288,101
|
6,822
|
* Synopsys Inc.
|
167,815
|
6,021
|
|
|
|
|
|
*
|
Lam Research Corp.
|
|
134,973
|
5,596
|
*
|
NetSuite Inc.
|
|
64,510
|
5,165
|
*
|
Riverbed Technology Inc.
|
|
342,912
|
5,113
|
*
|
VeriFone Systems Inc.
|
|
242,710
|
5,019
|
*
|
Electronic Arts Inc.
|
|
240,422
|
4,255
|
*
|
Vantiv Inc. Class A
|
|
158,743
|
3,769
|
*
|
Flextronics International Ltd.
|
|
522,476
|
3,532
|
|
Dolby Laboratories Inc. Class A
|
|
103,171
|
3,462
|
*
|
ServiceNow Inc.
|
|
84,449
|
3,057
|
*
|
Palo Alto Networks Inc.
|
|
53,839
|
3,047
|
*
|
Freescale Semiconductor Ltd.
|
|
111,798
|
1,665
|
|
|
|
|
574,299
|
Materials (5.2%)
|
|
|
|
|
FMC Corp.
|
|
309,235
|
17,636
|
|
Celanese Corp. Class A
|
|
359,063
|
15,817
|
|
Ball Corp.
|
|
328,997
|
15,654
|
|
Sigma-Aldrich Corp.
|
|
176,080
|
13,678
|
*
|
Crown Holdings Inc.
|
|
324,400
|
13,498
|
|
Albemarle Corp.
|
|
200,897
|
12,560
|
*
|
WR Grace & Co.
|
|
160,979
|
12,477
|
|
Valspar Corp.
|
|
194,138
|
12,085
|
|
Royal Gold Inc.
|
|
144,880
|
10,291
|
|
Vulcan Materials Co.
|
|
189,637
|
9,804
|
|
CF Industries Holdings Inc.
|
|
49,559
|
9,434
|
|
Rock Tenn Co. Class A
|
|
80,101
|
7,433
|
|
Scotts Miracle-Gro Co. Class A
|
|
96,669
|
4,180
|
|
Axiall Corp.
|
|
55,031
|
3,421
|
|
Aptargroup Inc.
|
|
52,366
|
3,003
|
|
Westlake Chemical Corp.
|
|
22,511
|
2,105
|
|
|
|
|
163,076
|
Telecommunication Services (1.0%)
|
|
|
|
*
|
SBA Communications Corp. Class A
|
|
284,428
|
20,485
|
*
|
Level 3 Communications Inc.
|
|
343,470
|
6,969
|
*
|
MetroPCS Communications Inc.
|
|
348,298
|
3,796
|
|
|
|
|
31,250
|
Utilities (0.6%)
|
|
|
|
|
ITC Holdings Corp.
|
|
115,992
|
10,353
|
*
|
Calpine Corp.
|
|
340,558
|
7,016
|
|
|
|
|
17,369
|
Total Common Stocks (Cost $2,523,936)
|
|
|
3,117,568
|
|
|
Coupon
|
|
|
Temporary Cash Investment (0.3%)
|
|
|
|
Money Market Fund (0.3%)
|
|
|
|
1,2
Vanguard Market Liquidity Fund (Cost
|
|
|
|
|
$11,121)
|
0.147%
|
11,120,936
|
11,121
|
|
Total Investments (100.3%) (Cost $2,535,057)
|
|
|
3,128,689
|
Other Assets and Liabilities-Net (-0.3%)
2
|
|
|
(10,273)
|
Net Assets (100%)
|
|
|
3,118,416
|
* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $6,710,000.
1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
2 Includes $7,101,000 of collateral received for securities on loan.
Mid-Cap Growth Index Fund
A.
Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.
B.
Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—
Quoted prices in active markets for identical securities.
Level 2—
Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—
Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments).
At March 31, 2013, 100% of the market value of the fund's investments was determined based on Level 1 inputs.
C.
At March 31, 2013, the cost of investment securities for tax purposes was $2,535,057,000. Net unrealized appreciation of investment securities for tax purposes was $593,632,000, consisting of unrealized gains of $690,911,000 on securities that had risen in value since their purchase and $97,279,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Mid-Cap Value Index Fund
Schedule of Investments
As of March 31, 2013
|
|
|
|
|
Market
|
|
|
Value
|
|
Shares
|
($000)
|
Common Stocks (100.0%)
|
|
|
Consumer Discretionary (13.2%)
|
|
|
Mattel Inc.
|
783,981
|
34,331
|
Genuine Parts Co.
|
354,499
|
27,651
|
Whirlpool Corp.
|
177,958
|
21,081
|
Nordstrom Inc.
|
367,446
|
20,294
|
H&R Block Inc.
|
619,476
|
18,225
|
Newell Rubbermaid Inc.
|
657,062
|
17,149
|
D.R. Horton Inc.
|
674,847
|
16,399
|
Darden Restaurants Inc.
|
293,836
|
15,185
|
* Mohawk Industries Inc.
|
134,133
|
15,173
|
^ Autoliv Inc.
|
218,145
|
15,083
|
Best Buy Co. Inc.
|
653,801
|
14,482
|
* TRW Automotive Holdings Corp.
|
258,990
|
14,244
|
Expedia Inc.
|
223,149
|
13,391
|
Lear Corp.
|
221,447
|
12,151
|
Foot Locker Inc.
|
345,084
|
11,816
|
Hasbro Inc.
|
267,186
|
11,740
|
Gannett Co. Inc.
|
525,020
|
11,482
|
Leggett & Platt Inc.
|
322,859
|
10,906
|
Royal Caribbean Cruises Ltd.
|
323,957
|
10,762
|
International Game Technology
|
607,988
|
10,032
|
Virgin Media Inc.
|
203,990
|
9,989
|
Garmin Ltd.
|
267,276
|
8,831
|
Abercrombie & Fitch Co.
|
188,700
|
8,718
|
Interpublic Group of Cos. Inc.
|
640,698
|
8,348
|
GameStop Corp. Class A
|
276,241
|
7,726
|
American Eagle Outfitters Inc.
|
407,211
|
7,615
|
Lennar Corp. Class A
|
182,333
|
7,563
|
* Jarden Corp.
|
165,345
|
7,085
|
Williams-Sonoma Inc.
|
131,138
|
6,756
|
Washington Post Co. Class B
|
10,565
|
4,723
|
* Toll Brothers Inc.
|
121,172
|
4,149
|
Guess? Inc.
|
146,065
|
3,627
|
Tupperware Brands Corp.
|
44,314
|
3,622
|
* Lamar Advertising Co. Class A
|
50,455
|
2,453
|
Harman International Industries Inc.
|
54,369
|
2,426
|
* Hyatt Hotels Corp. Class A
|
51,946
|
2,246
|
* Apollo Group Inc. Class A
|
80,719
|
1,404
|
|
|
418,858
|
Consumer Staples (7.7%)
|
|
|
Clorox Co.
|
283,255
|
25,076
|
JM Smucker Co.
|
250,075
|
24,797
|
Bunge Ltd.
|
333,856
|
24,649
|
Coca-Cola Enterprises Inc.
|
655,829
|
24,213
|
Dr Pepper Snapple Group Inc.
|
475,491
|
22,324
|
Beam Inc.
|
327,230
|
20,792
|
Molson Coors Brewing Co. Class B
|
341,279
|
16,699
|
Tyson Foods Inc. Class A
|
659,749
|
16,375
|
Safeway Inc.
|
547,457
|
14,425
|
|
|
|
Energizer Holdings Inc.
|
141,498
|
14,112
|
Ingredion Inc.
|
174,944
|
12,652
|
Church & Dwight Co. Inc.
|
159,626
|
10,317
|
* Smithfield Foods Inc.
|
324,497
|
8,593
|
McCormick & Co. Inc.
|
96,052
|
7,065
|
|
|
242,089
|
Energy (6.5%)
|
|
|
HollyFrontier Corp.
|
440,923
|
22,686
|
Tesoro Corp.
|
320,918
|
18,790
|
* Denbury Resources Inc.
|
884,146
|
16,489
|
Cimarex Energy Co.
|
197,812
|
14,923
|
Helmerich & Payne Inc.
|
241,554
|
14,662
|
* Plains Exploration & Production Co.
|
294,789
|
13,994
|
* Kinder Morgan Management LLC
|
153,842
|
13,515
|
Peabody Energy Corp.
|
613,181
|
12,969
|
Nabors Industries Ltd.
|
663,467
|
10,761
|
* Oil States International Inc.
|
125,499
|
10,237
|
* Superior Energy Services Inc.
|
360,299
|
9,357
|
Energen Corp.
|
164,900
|
8,576
|
Patterson-UTI Energy Inc.
|
341,308
|
8,137
|
* WPX Energy Inc.
|
455,174
|
7,292
|
* Newfield Exploration Co.
|
309,019
|
6,928
|
* McDermott International Inc.
|
538,929
|
5,923
|
* Cobalt International Energy Inc.
|
180,637
|
5,094
|
* Rowan Cos. plc Class A
|
141,969
|
5,020
|
|
|
205,353
|
Financials (27.5%)
|
|
|
American Capital Agency Corp.
|
888,696
|
29,131
|
Host Hotels & Resorts Inc.
|
1,655,809
|
28,960
|
Regions Financial Corp.
|
3,228,245
|
26,439
|
Principal Financial Group Inc.
|
670,773
|
22,826
|
SLM Corp.
|
1,055,875
|
21,624
|
NYSE Euronext
|
555,196
|
21,453
|
KeyCorp
|
2,133,063
|
21,245
|
Kimco Realty Corp.
|
931,305
|
20,861
|
XL Group plc Class A
|
686,869
|
20,812
|
Lincoln National Corp.
|
628,344
|
20,490
|
Realty Income Corp.
|
443,131
|
20,096
|
Macerich Co.
|
312,140
|
20,096
|
Leucadia National Corp.
|
709,115
|
19,451
|
Plum Creek Timber Co. Inc.
|
369,152
|
19,270
|
SL Green Realty Corp.
|
206,518
|
17,783
|
Unum Group
|
628,632
|
17,759
|
Rayonier Inc.
|
281,482
|
16,796
|
Cincinnati Financial Corp.
|
353,100
|
16,663
|
Comerica Inc.
|
434,875
|
15,634
|
Willis Group Holdings plc
|
395,171
|
15,605
|
Everest Re Group Ltd.
|
118,232
|
15,354
|
Huntington Bancshares Inc.
|
1,954,536
|
14,444
|
New York Community Bancorp Inc.
|
1,003,227
|
14,396
|
UDR Inc.
|
571,505
|
13,825
|
Camden Property Trust
|
192,192
|
13,200
|
PartnerRe Ltd.
|
139,973
|
13,033
|
Torchmark Corp.
|
216,959
|
12,974
|
Essex Property Trust Inc.
|
83,475
|
12,570
|
Digital Realty Trust Inc.
|
183,264
|
12,262
|
|
|
|
Duke Realty Corp.
|
718,644
|
12,203
|
Arthur J Gallagher & Co.
|
284,219
|
11,741
|
WR Berkley Corp.
|
263,777
|
11,704
|
Fidelity National Financial Inc. Class A
|
463,347
|
11,690
|
* Alleghany Corp.
|
29,034
|
11,495
|
Senior Housing Properties Trust
|
426,250
|
11,436
|
* Genworth Financial Inc. Class A
|
1,123,682
|
11,237
|
Regency Centers Corp.
|
206,544
|
10,928
|
Liberty Property Trust
|
270,219
|
10,741
|
People's United Financial Inc.
|
794,227
|
10,674
|
* Markel Corp.
|
20,897
|
10,522
|
Zions Bancorporation
|
420,829
|
10,516
|
Axis Capital Holdings Ltd.
|
251,378
|
10,462
|
Alexandria Real Estate Equities Inc.
|
145,601
|
10,335
|
RenaissanceRe Holdings Ltd.
|
110,113
|
10,129
|
Reinsurance Group of America Inc. Class A
|
168,808
|
10,073
|
DDR Corp.
|
566,231
|
9,864
|
HCC Insurance Holdings Inc.
|
231,495
|
9,730
|
Ares Capital Corp.
|
522,100
|
9,450
|
NASDAQ OMX Group Inc.
|
282,700
|
9,131
|
Legg Mason Inc.
|
270,833
|
8,707
|
Hospitality Properties Trust
|
314,532
|
8,631
|
Assurant Inc.
|
179,862
|
8,096
|
First Republic Bank
|
209,595
|
8,095
|
Federal Realty Investment Trust
|
73,897
|
7,984
|
Cullen/Frost Bankers Inc.
|
126,418
|
7,905
|
Piedmont Office Realty Trust Inc. Class A
|
383,510
|
7,513
|
Chimera Investment Corp.
|
2,347,005
|
7,487
|
American Financial Group Inc.
|
154,620
|
7,326
|
Commerce Bancshares Inc.
|
178,717
|
7,297
|
White Mountains Insurance Group Ltd.
|
12,792
|
7,255
|
Validus Holdings Ltd.
|
183,878
|
6,871
|
Raymond James Financial Inc.
|
134,489
|
6,200
|
WP Carey Inc.
|
70,895
|
4,778
|
Hudson City Bancorp Inc.
|
543,130
|
4,693
|
Weingarten Realty Investors
|
131,748
|
4,157
|
BOK Financial Corp.
|
62,363
|
3,885
|
Jones Lang LaSalle Inc.
|
35,291
|
3,508
|
Erie Indemnity Co. Class A
|
32,328
|
2,442
|
|
|
871,943
|
Health Care (5.1%)
|
|
|
* Actavis Inc.
|
291,929
|
26,890
|
* Life Technologies Corp.
|
393,152
|
25,409
|
Quest Diagnostics Inc.
|
363,232
|
20,505
|
* CareFusion Corp.
|
507,067
|
17,742
|
Coventry Health Care Inc.
|
307,352
|
14,455
|
* Hologic Inc.
|
609,538
|
13,776
|
* Hospira Inc.
|
377,471
|
12,392
|
Omnicare Inc.
|
252,624
|
10,287
|
* Endo Health Solutions Inc.
|
260,676
|
8,018
|
Universal Health Services Inc. Class B
|
102,762
|
6,563
|
* Covance Inc.
|
43,809
|
3,256
|
* Bio-Rad Laboratories Inc. Class A
|
15,825
|
1,994
|
|
|
161,287
|
Industrials (9.8%)
|
|
|
Pentair Ltd.
|
480,493
|
25,346
|
|
|
|
Rockwell Collins Inc.
|
304,325
|
19,209
|
* Hertz Global Holdings Inc.
|
819,332
|
18,238
|
L-3 Communications Holdings Inc.
|
214,920
|
17,391
|
* Jacobs Engineering Group Inc.
|
297,181
|
16,713
|
Equifax Inc.
|
273,306
|
15,740
|
* Quanta Services Inc.
|
504,550
|
14,420
|
Iron Mountain Inc.
|
324,891
|
11,797
|
Xylem Inc.
|
424,521
|
11,700
|
Hubbell Inc. Class B
|
119,179
|
11,574
|
AGCO Corp.
|
221,697
|
11,555
|
Southwest Airlines Co.
|
843,052
|
11,364
|
Cintas Corp.
|
256,891
|
11,337
|
Snap-on Inc.
|
133,109
|
11,008
|
KBR Inc.
|
337,186
|
10,817
|
Timken Co.
|
186,157
|
10,533
|
Manpower Inc.
|
179,309
|
10,170
|
Towers Watson & Co. Class A
|
145,157
|
10,062
|
Avery Dennison Corp.
|
227,597
|
9,803
|
SPX Corp.
|
116,089
|
9,166
|
URS Corp.
|
175,616
|
8,326
|
^ Pitney Bowes Inc.
|
458,668
|
6,816
|
Masco Corp.
|
287,847
|
5,829
|
Robert Half International Inc.
|
152,796
|
5,734
|
* Spirit Aerosystems Holdings Inc. Class A
|
273,438
|
5,193
|
IDEX Corp.
|
94,435
|
5,045
|
Joy Global Inc.
|
84,735
|
5,043
|
|
|
309,929
|
Information Technology (10.0%)
|
|
|
Seagate Technology plc
|
776,273
|
28,381
|
Western Digital Corp.
|
500,965
|
25,189
|
Maxim Integrated Products Inc.
|
666,167
|
21,750
|
Fidelity National Information Services Inc.
|
535,927
|
21,233
|
Linear Technology Corp.
|
528,709
|
20,287
|
KLA-Tencor Corp.
|
380,517
|
20,068
|
* SanDisk Corp.
|
359,131
|
19,752
|
Computer Sciences Corp.
|
355,022
|
17,478
|
Microchip Technology Inc.
|
444,639
|
16,345
|
Harris Corp.
|
259,500
|
12,025
|
* Avnet Inc.
|
313,629
|
11,353
|
Marvell Technology Group Ltd.
|
1,039,043
|
10,993
|
* Lam Research Corp.
|
254,518
|
10,552
|
* Arrow Electronics Inc.
|
242,088
|
9,834
|
NVIDIA Corp.
|
713,822
|
9,151
|
Total System Services Inc.
|
362,894
|
8,992
|
* ON Semiconductor Corp.
|
1,024,277
|
8,481
|
SAIC Inc.
|
624,835
|
8,467
|
* Electronic Arts Inc.
|
453,195
|
8,022
|
Jabil Circuit Inc.
|
422,771
|
7,813
|
* Flextronics International Ltd.
|
984,987
|
6,658
|
* Synopsys Inc.
|
170,409
|
6,114
|
Molex Inc.
|
152,892
|
4,477
|
Molex Inc. Class A
|
167,711
|
4,045
|
|
|
317,460
|
Materials (8.0%)
|
|
|
Eastman Chemical Co.
|
350,409
|
24,483
|
CF Industries Holdings Inc.
|
93,430
|
17,786
|
|
|
|
Airgas Inc.
|
151,726
|
15,045
|
MeadWestvaco Corp.
|
399,398
|
14,498
|
International Flavors & Fragrances Inc.
|
186,418
|
14,293
|
Ashland Inc.
|
180,180
|
13,387
|
Reliance Steel & Aluminum Co.
|
172,666
|
12,289
|
Rockwood Holdings Inc.
|
170,062
|
11,129
|
Martin Marietta Materials Inc.
|
104,915
|
10,703
|
Sealed Air Corp.
|
422,234
|
10,180
|
Bemis Co. Inc.
|
236,072
|
9,528
|
* Owens-Illinois Inc.
|
357,148
|
9,518
|
Huntsman Corp.
|
465,260
|
8,649
|
Sonoco Products Co.
|
230,222
|
8,056
|
Steel Dynamics Inc.
|
475,869
|
7,552
|
Rock Tenn Co. Class A
|
81,246
|
7,539
|
Sigma-Aldrich Corp.
|
96,227
|
7,475
|
Allegheny Technologies Inc.
|
232,953
|
7,387
|
Cliffs Natural Resources Inc.
|
346,168
|
6,581
|
Axiall Corp.
|
103,652
|
6,443
|
United States Steel Corp.
|
329,731
|
6,430
|
Domtar Corp.
|
80,861
|
6,276
|
Aptargroup Inc.
|
98,717
|
5,661
|
Vulcan Materials Co.
|
103,678
|
5,360
|
Walter Energy Inc.
|
142,864
|
4,072
|
Westlake Chemical Corp.
|
22,901
|
2,141
|
|
|
252,461
|
Telecommunication Services (0.8%)
|
|
|
Windstream Corp.
|
1,343,740
|
10,683
|
Frontier Communications Corp.
|
2,281,137
|
9,079
|
* MetroPCS Communications Inc.
|
353,648
|
3,855
|
* United States Cellular Corp.
|
29,713
|
1,069
|
|
|
24,686
|
Utilities (11.4%)
|
|
|
DTE Energy Co.
|
393,169
|
26,869
|
Wisconsin Energy Corp.
|
525,718
|
22,548
|
CenterPoint Energy Inc.
|
927,730
|
22,228
|
ONEOK Inc.
|
444,124
|
21,171
|
NiSource Inc.
|
707,703
|
20,764
|
NRG Energy Inc.
|
736,334
|
19,506
|
Ameren Corp.
|
554,343
|
19,413
|
AES Corp.
|
1,444,743
|
18,160
|
CMS Energy Corp.
|
605,927
|
16,930
|
American Water Works Co. Inc.
|
403,861
|
16,736
|
OGE Energy Corp.
|
225,619
|
15,789
|
SCANA Corp.
|
286,105
|
14,637
|
Pinnacle West Capital Corp.
|
250,641
|
14,510
|
Alliant Energy Corp.
|
253,631
|
12,727
|
AGL Resources Inc.
|
269,131
|
11,290
|
Pepco Holdings Inc.
|
524,273
|
11,219
|
NV Energy Inc.
|
537,880
|
10,774
|
Integrys Energy Group Inc.
|
178,940
|
10,407
|
MDU Resources Group Inc.
|
409,882
|
10,243
|
Aqua America Inc.
|
319,785
|
10,054
|
National Fuel Gas Co.
|
161,949
|
9,936
|
UGI Corp.
|
257,577
|
9,888
|
TECO Energy Inc.
|
470,173
|
8,379
|
|
|
|
|
* Calpine Corp.
|
|
345,756
|
7,123
|
|
|
|
361,301
|
Total Common Stocks (Cost $2,636,782)
|
|
|
3,165,367
|
|
Coupon
|
|
|
Temporary Cash Investment (0.4%)
|
|
|
|
Money Market Fund (0.4%)
|
|
|
|
1,2
Vanguard Market Liquidity Fund (Cost
|
|
|
|
$13,892)
|
0.147%
|
13,891,985
|
13,892
|
|
Total Investments (100.4%) (Cost $2,650,674)
|
|
|
3,179,259
|
Other Assets and Liabilities-Net (-0.4%)
2
|
|
|
(12,993)
|
Net Assets (100%)
|
|
|
3,166,266
|
* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $6,150,000.
1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
2 Includes $6,370,000 of collateral received for securities on loan.
A.
Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.
B.
Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—
Quoted prices in active markets for identical securities.
Level 2—
Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—
Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments).
At March 31, 2013, 100% of the market value of the fund's investments was determined based on Level 1 inputs.
C.
At March 31, 2013, the cost of investment securities for tax purposes was $2,650,674,000. Net unrealized appreciation of investment securities for tax purposes was $528,585,000, consisting of unrealized gains of $584,656,000 on securities that had risen in value since their purchase and $56,071,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Small-Cap Index Fund
Schedule of Investments
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
Common Stocks (99.3%)
1
|
|
|
Consumer Discretionary (14.8%)
|
|
|
|
Polaris Industries Inc.
|
968,937
|
89,617
|
*
|
TripAdvisor Inc.
|
1,648,032
|
86,555
|
*
|
Toll Brothers Inc.
|
2,268,868
|
77,686
|
*
|
Sally Beauty Holdings Inc.
|
2,619,769
|
76,969
|
|
Foot Locker Inc.
|
2,247,534
|
76,956
|
|
Gannett Co. Inc.
|
3,421,554
|
74,829
|
|
Leggett & Platt Inc.
|
2,127,805
|
71,877
|
*
|
Jarden Corp.
|
1,670,187
|
71,567
|
*
|
Panera Bread Co. Class A
|
420,335
|
69,456
|
*
|
Hanesbrands Inc.
|
1,466,251
|
66,802
|
|
Dick's Sporting Goods Inc.
|
1,311,207
|
62,020
|
*
|
Under Armour Inc. Class A
|
1,181,194
|
60,477
|
|
Tupperware Brands Corp.
|
724,204
|
59,196
|
*
|
Lamar Advertising Co. Class A
|
1,176,290
|
57,179
|
*
|
AMC Networks Inc. Class A
|
858,416
|
54,235
|
|
GNC Holdings Inc. Class A
|
1,334,679
|
52,426
|
*
|
Madison Square Garden Co. Class A
|
890,515
|
51,294
|
^
|
GameStop Corp. Class A
|
1,806,461
|
50,527
|
|
Service Corp. International
|
2,989,631
|
50,017
|
|
Dunkin' Brands Group Inc.
|
1,346,552
|
49,661
|
*
|
Penn National Gaming Inc.
|
868,955
|
47,297
|
|
American Eagle Outfitters Inc.
|
2,507,627
|
46,893
|
*
|
Goodyear Tire & Rubber Co.
|
3,656,435
|
46,108
|
|
Brunswick Corp.
|
1,343,758
|
45,983
|
*
|
Carter's Inc.
|
796,251
|
45,601
|
|
Cinemark Holdings Inc.
|
1,541,574
|
45,384
|
|
Harman International Industries Inc.
|
1,012,745
|
45,199
|
*
|
Visteon Corp.
|
774,130
|
44,667
|
|
Cablevision Systems Corp. Class A
|
2,980,856
|
44,594
|
|
Domino's Pizza Inc.
|
841,235
|
43,273
|
*
|
Tempur-Pedic International Inc.
|
847,276
|
42,050
|
|
Chico's FAS Inc.
|
2,481,072
|
41,682
|
|
Washington Post Co. Class B
|
92,497
|
41,346
|
*
|
Cabela's Inc.
|
678,492
|
41,239
|
|
Gentex Corp.
|
2,025,284
|
40,526
|
|
Brinker International Inc.
|
1,055,313
|
39,733
|
|
Dana Holding Corp.
|
2,204,213
|
39,301
|
|
Six Flags Entertainment Corp.
|
524,640
|
38,026
|
|
Sotheby's
|
1,012,557
|
37,880
|
*
|
Liberty Ventures Class A
|
500,594
|
37,835
|
*
|
Tenneco Inc.
|
903,321
|
35,510
|
*,^
Tesla Motors Inc.
|
933,063
|
35,354
|
^
|
Weight Watchers International Inc.
|
831,853
|
35,029
|
*
|
Ascena Retail Group Inc.
|
1,877,517
|
34,828
|
*
|
Fifth & Pacific Cos. Inc.
|
1,787,700
|
33,752
|
|
Vail Resorts Inc.
|
534,739
|
33,325
|
*
|
Starz - Liberty Capital
|
1,496,219
|
33,141
|
|
Dillard's Inc. Class A
|
419,299
|
32,936
|
|
DSW Inc. Class A
|
496,698
|
31,689
|
|
|
|
|
|
Pool Corp.
|
656,704
|
31,522
|
|
Wolverine World Wide Inc.
|
708,611
|
31,441
|
|
Aaron's Inc.
|
1,071,119
|
30,720
|
|
Rent-A-Center Inc.
|
823,464
|
30,419
|
*
|
Big Lots Inc.
|
862,063
|
30,405
|
*
|
Bally Technologies Inc.
|
584,736
|
30,389
|
|
HSN Inc.
|
533,163
|
29,249
|
|
Cracker Barrel Old Country Store Inc.
|
353,749
|
28,601
|
|
Ryland Group Inc.
|
677,039
|
28,178
|
|
Cheesecake Factory Inc.
|
706,961
|
27,296
|
|
KB Home
|
1,246,050
|
27,126
|
*,^
Deckers Outdoor Corp.
|
486,795
|
27,110
|
*
|
Lumber Liquidators Holdings Inc.
|
385,096
|
27,041
|
|
Abercrombie & Fitch Co.
|
584,156
|
26,988
|
*,^
Pandora Media Inc.
|
1,899,631
|
26,899
|
|
John Wiley & Sons Inc. Class A
|
679,250
|
26,464
|
|
Pier 1 Imports Inc.
|
1,104,879
|
25,412
|
*
|
Iconix Brand Group Inc.
|
967,181
|
25,021
|
*
|
Life Time Fitness Inc.
|
578,715
|
24,757
|
|
Thor Industries Inc.
|
671,181
|
24,693
|
*
|
Apollo Group Inc. Class A
|
1,418,256
|
24,663
|
*
|
Live Nation Entertainment Inc.
|
1,990,470
|
24,622
|
*,^
Coinstar Inc.
|
416,397
|
24,326
|
*
|
Buffalo Wild Wings Inc.
|
277,828
|
24,318
|
|
Men's Wearhouse Inc.
|
721,265
|
24,105
|
*
|
Steven Madden Ltd.
|
557,914
|
24,068
|
*,^
Groupon Inc.
|
3,916,855
|
23,971
|
*
|
Lions Gate Entertainment Corp.
|
1,008,394
|
23,969
|
|
DeVry Inc.
|
753,867
|
23,935
|
|
Wendy's Co.
|
4,103,270
|
23,266
|
|
Cooper Tire & Rubber Co.
|
895,485
|
22,978
|
*
|
Shutterfly Inc.
|
514,143
|
22,710
|
*
|
Meritage Homes Corp.
|
480,442
|
22,513
|
|
Hillenbrand Inc.
|
887,070
|
22,425
|
*
|
Jack in the Box Inc.
|
648,304
|
22,425
|
|
Guess? Inc.
|
889,533
|
22,087
|
|
Morningstar Inc.
|
311,799
|
21,801
|
*
|
Hibbett Sports Inc.
|
384,137
|
21,615
|
*
|
Express Inc.
|
1,211,047
|
21,569
|
|
MDC Holdings Inc.
|
581,621
|
21,316
|
*
|
Vitamin Shoppe Inc.
|
427,760
|
20,896
|
*
|
Genesco Inc.
|
341,449
|
20,518
|
*
|
HomeAway Inc.
|
623,460
|
20,262
|
|
Penske Automotive Group Inc.
|
606,373
|
20,229
|
^
|
Buckle Inc.
|
430,398
|
20,078
|
*
|
ANN Inc.
|
685,632
|
19,897
|
^
|
Regal Entertainment Group Class A
|
1,180,453
|
19,678
|
|
Meredith Corp.
|
510,936
|
19,548
|
*
|
WMS Industries Inc.
|
775,011
|
19,538
|
*
|
New York Times Co. Class A
|
1,983,806
|
19,441
|
|
Group 1 Automotive Inc.
|
321,323
|
19,302
|
|
Arbitron Inc.
|
398,544
|
18,680
|
*
|
Crocs Inc.
|
1,250,170
|
18,527
|
*
|
DreamWorks Animation SKG Inc. Class A
|
976,021
|
18,505
|
|
Texas Roadhouse Inc. Class A
|
878,249
|
17,732
|
|
Monro Muffler Brake Inc.
|
441,727
|
17,541
|
*
|
Helen of Troy Ltd.
|
449,597
|
17,247
|
|
|
|
|
|
Bob Evans Farms Inc.
|
397,397
|
16,937
|
*,^
Saks Inc.
|
1,466,547
|
16,821
|
*
|
Office Depot Inc.
|
4,258,855
|
16,737
|
|
DineEquity Inc.
|
243,056
|
16,720
|
*
|
Jos A Bank Clothiers Inc.
|
415,727
|
16,587
|
|
Valassis Communications Inc.
|
554,496
|
16,563
|
*
|
Asbury Automotive Group Inc.
|
441,804
|
16,210
|
|
Dorman Products Inc.
|
434,630
|
16,173
|
*
|
Grand Canyon Education Inc.
|
632,990
|
16,072
|
*
|
Aeropostale Inc.
|
1,169,079
|
15,899
|
*
|
Marriott Vacations Worldwide Corp.
|
367,080
|
15,751
|
*
|
Select Comfort Corp.
|
790,531
|
15,629
|
*
|
Papa John's International Inc.
|
251,331
|
15,537
|
|
Lithia Motors Inc. Class A
|
325,253
|
15,443
|
*,^
Five Below Inc.
|
402,055
|
15,234
|
*
|
Standard Pacific Corp.
|
1,757,608
|
15,186
|
*
|
Hyatt Hotels Corp. Class A
|
348,339
|
15,059
|
|
Sinclair Broadcast Group Inc. Class A
|
741,554
|
15,009
|
*
|
Children's Place Retail Stores Inc.
|
334,804
|
15,006
|
*,^
Francesca's Holdings Corp.
|
522,503
|
14,975
|
|
Choice Hotels International Inc.
|
348,582
|
14,748
|
|
Jones Group Inc.
|
1,148,775
|
14,612
|
^
|
Sturm Ruger & Co. Inc.
|
287,480
|
14,584
|
|
Finish Line Inc. Class A
|
741,171
|
14,520
|
|
OfficeMax Inc.
|
1,231,278
|
14,295
|
*
|
Krispy Kreme Doughnuts Inc.
|
972,850
|
14,048
|
|
La-Z-Boy Inc.
|
742,172
|
14,005
|
*
|
SHFL Entertainment Inc.
|
837,236
|
13,873
|
|
Churchill Downs Inc.
|
197,281
|
13,818
|
*
|
Tumi Holdings Inc.
|
657,405
|
13,766
|
|
Belo Corp. Class A
|
1,397,456
|
13,737
|
|
Matthews International Corp. Class A
|
391,947
|
13,675
|
*
|
Ascent Capital Group Inc. Class A
|
179,859
|
13,389
|
|
National CineMedia Inc.
|
821,260
|
12,959
|
*
|
AFC Enterprises Inc.
|
356,662
|
12,958
|
*
|
American Axle & Manufacturing Holdings Inc.
|
948,642
|
12,949
|
|
International Speedway Corp. Class A
|
394,213
|
12,883
|
*
|
Orient-Express Hotels Ltd. Class A
|
1,305,732
|
12,874
|
|
Ethan Allen Interiors Inc.
|
387,192
|
12,746
|
*
|
Pinnacle Entertainment Inc.
|
870,933
|
12,733
|
|
Sonic Automotive Inc. Class A
|
559,932
|
12,408
|
*
|
Skechers U.S.A. Inc. Class A
|
586,172
|
12,398
|
|
Regis Corp.
|
675,335
|
12,284
|
|
Ameristar Casinos Inc.
|
466,849
|
12,245
|
|
Interval Leisure Group Inc.
|
552,743
|
12,017
|
*
|
BJ's Restaurants Inc.
|
357,568
|
11,900
|
|
Stage Stores Inc.
|
450,638
|
11,662
|
|
Drew Industries Inc.
|
317,538
|
11,530
|
|
Oxford Industries Inc.
|
210,187
|
11,161
|
*
|
Conn's Inc.
|
305,962
|
10,984
|
*
|
Quiksilver Inc.
|
1,750,698
|
10,627
|
^
|
Columbia Sportswear Co.
|
177,566
|
10,277
|
|
Stewart Enterprises Inc. Class A
|
1,099,813
|
10,217
|
|
Scholastic Corp.
|
383,178
|
10,212
|
*
|
Sonic Corp.
|
785,082
|
10,112
|
|
Cato Corp. Class A
|
410,171
|
9,902
|
*
|
rue21 inc
|
335,492
|
9,860
|
|
|
|
|
|
Brown Shoe Co. Inc.
|
607,915
|
9,727
|
*
|
G-III Apparel Group Ltd.
|
239,125
|
9,591
|
*,^
Hovnanian Enterprises Inc. Class A
|
1,660,035
|
9,578
|
*
|
iRobot Corp.
|
372,697
|
9,563
|
|
True Religion Apparel Inc.
|
363,872
|
9,501
|
*
|
Steiner Leisure Ltd.
|
194,581
|
9,410
|
*,^
K12 Inc.
|
385,837
|
9,303
|
*,^
Caesars Entertainment Corp.
|
560,955
|
8,897
|
|
Movado Group Inc.
|
264,989
|
8,882
|
*,^
Smith & Wesson Holding Corp.
|
984,167
|
8,857
|
*
|
Pep Boys-Manny Moe & Jack
|
749,371
|
8,835
|
*,^
Barnes & Noble Inc.
|
536,031
|
8,818
|
*
|
American Public Education Inc.
|
251,222
|
8,765
|
|
CEC Entertainment Inc.
|
253,026
|
8,287
|
*
|
Zumiez Inc.
|
349,299
|
7,999
|
^
|
Strayer Education Inc.
|
160,190
|
7,750
|
*,^
Vera Bradley Inc.
|
302,952
|
7,159
|
*
|
LeapFrog Enterprises Inc.
|
833,462
|
7,134
|
*,^
Boyd Gaming Corp.
|
838,761
|
6,937
|
*,^
Mattress Firm Holding Corp.
|
200,646
|
6,930
|
|
Superior Industries International Inc.
|
365,606
|
6,829
|
*
|
Biglari Holdings Inc.
|
18,101
|
6,755
|
|
Fred's Inc. Class A
|
493,503
|
6,751
|
|
American Greetings Corp. Class A
|
406,374
|
6,543
|
*
|
Bloomin' Brands Inc.
|
359,754
|
6,429
|
*
|
Blue Nile Inc.
|
185,370
|
6,386
|
*
|
Modine Manufacturing Co.
|
701,509
|
6,384
|
*
|
Maidenform Brands Inc.
|
352,285
|
6,176
|
|
Harte-Hanks Inc.
|
792,648
|
6,175
|
*
|
Scientific Games Corp. Class A
|
695,074
|
6,082
|
*
|
Ruby Tuesday Inc.
|
824,760
|
6,078
|
*
|
Capella Education Co.
|
165,614
|
5,157
|
^
|
RadioShack Corp.
|
1,476,699
|
4,962
|
*
|
Sears Hometown and Outlet Stores Inc.
|
119,799
|
4,834
|
*,^
ITT Educational Services Inc.
|
346,285
|
4,772
|
*
|
Bright Horizons Family Solutions Inc.
|
139,953
|
4,729
|
*
|
Clear Channel Outdoor Holdings Inc. Class A
|
595,040
|
4,457
|
*
|
Shutterstock Inc.
|
74,938
|
3,371
|
*
|
Tile Shop Holdings Inc.
|
159,311
|
3,347
|
|
Speedway Motorsports Inc.
|
185,000
|
3,328
|
*
|
Fuel Systems Solutions Inc.
|
193,881
|
3,193
|
|
JAKKS Pacific Inc.
|
293,665
|
3,081
|
*
|
Exide Technologies
|
1,112,495
|
3,004
|
*,^
Restoration Hardware Holdings Inc.
|
84,497
|
2,957
|
*,^
Bridgepoint Education Inc.
|
281,574
|
2,880
|
*
|
ReachLocal Inc.
|
148,508
|
2,222
|
*
|
hhgregg Inc.
|
198,216
|
2,190
|
*
|
Vitacost.com Inc.
|
297,773
|
2,153
|
*
|
Career Education Corp.
|
799,418
|
1,895
|
*
|
LifeLock Inc.
|
193,256
|
1,861
|
*
|
Federal-Mogul Corp.
|
294,955
|
1,779
|
|
Systemax Inc.
|
160,903
|
1,593
|
*,^
Crown Media Holdings Inc. Class A
|
527,915
|
1,082
|
*,^
Digital Generation Inc.
|
164,498
|
1,058
|
*,^
Education Management Corp.
|
274,003
|
1,006
|
*
|
Kayak Software Corp.
|
23,819
|
952
|
|
|
|
4,914,449
|
|
|
|
|
Consumer Staples (2.9%)
|
|
|
|
Ingredion Inc.
|
1,038,365
|
75,094
|
|
Hillshire Brands Co.
|
1,833,151
|
64,435
|
|
Flowers Foods Inc.
|
1,751,060
|
57,680
|
*
|
Dean Foods Co.
|
2,632,855
|
47,734
|
|
Nu Skin Enterprises Inc. Class A
|
781,508
|
34,543
|
*
|
United Natural Foods Inc.
|
697,608
|
34,322
|
*,^
Hain Celestial Group Inc.
|
553,403
|
33,802
|
*
|
TreeHouse Foods Inc.
|
512,482
|
33,388
|
|
Casey's General Stores Inc.
|
570,959
|
33,287
|
*
|
Darling International Inc.
|
1,755,383
|
31,527
|
|
Harris Teeter Supermarkets Inc.
|
662,806
|
28,308
|
*
|
Smithfield Foods Inc.
|
929,296
|
24,608
|
*
|
Fresh Market Inc.
|
575,002
|
24,593
|
|
Lancaster Colony Corp.
|
305,598
|
23,531
|
|
B&G Foods Inc.
|
749,484
|
22,852
|
|
PriceSmart Inc.
|
270,366
|
21,042
|
*
|
Boston Beer Co. Inc. Class A
|
130,680
|
20,862
|
*
|
Rite Aid Corp.
|
10,761,362
|
20,447
|
*
|
Post Holdings Inc.
|
462,682
|
19,863
|
*
|
Prestige Brands Holdings Inc.
|
761,176
|
19,555
|
|
Snyders-Lance Inc.
|
770,231
|
19,456
|
^
|
Universal Corp.
|
330,805
|
18,538
|
|
Spectrum Brands Holdings Inc.
|
310,810
|
17,589
|
|
J&J Snack Foods Corp.
|
224,373
|
17,252
|
^
|
SUPERVALU Inc.
|
3,188,038
|
16,068
|
|
Sanderson Farms Inc.
|
291,563
|
15,925
|
*
|
Elizabeth Arden Inc.
|
376,488
|
15,154
|
|
Vector Group Ltd.
|
938,954
|
15,136
|
|
Fresh Del Monte Produce Inc.
|
559,741
|
15,102
|
|
Andersons Inc.
|
264,820
|
14,173
|
*
|
Susser Holdings Corp.
|
253,846
|
12,974
|
|
Seaboard Corp.
|
4,444
|
12,443
|
|
WD-40 Co.
|
220,428
|
12,073
|
*
|
Dole Food Co. Inc.
|
795,406
|
8,670
|
|
Cal-Maine Foods Inc.
|
192,839
|
8,207
|
^
|
Tootsie Roll Industries Inc.
|
272,179
|
8,141
|
*
|
Annie's Inc.
|
206,046
|
7,883
|
*
|
Boulder Brands Inc.
|
844,892
|
7,587
|
*
|
Pilgrim's Pride Corp.
|
769,657
|
7,073
|
|
Weis Markets Inc.
|
160,655
|
6,539
|
|
Inter Parfums Inc.
|
249,436
|
6,094
|
*,^
Diamond Foods Inc.
|
311,004
|
5,243
|
*
|
Chiquita Brands International Inc.
|
651,412
|
5,055
|
*,^
USANA Health Sciences Inc.
|
96,415
|
4,660
|
*
|
Revlon Inc. Class A
|
183,585
|
4,105
|
*
|
Central Garden and Pet Co. Class A
|
468,656
|
3,852
|
*,^
WhiteWave Foods Co.
|
170,637
|
2,913
|
|
National Beverage Corp.
|
171,464
|
2,409
|
*
|
Central Garden and Pet Co.
|
152,797
|
1,317
|
|
|
|
963,104
|
Energy (5.6%)
|
|
|
*
|
Cheniere Energy Inc.
|
3,239,249
|
90,699
|
*
|
Oil States International Inc.
|
818,356
|
66,753
|
*
|
Superior Energy Services Inc.
|
2,378,074
|
61,759
|
|
Tesoro Corp.
|
1,024,715
|
59,997
|
*
|
Gulfport Energy Corp.
|
1,152,721
|
52,829
|
|
|
|
|
|
Patterson-UTI Energy Inc.
|
2,173,935
|
51,827
|
*
|
WPX Energy Inc.
|
2,983,304
|
47,793
|
*
|
Dril-Quip Inc.
|
543,402
|
47,368
|
*
|
Oasis Petroleum Inc.
|
1,186,066
|
45,154
|
*
|
Atwood Oceanics Inc.
|
831,335
|
43,678
|
|
World Fuel Services Corp.
|
1,022,661
|
40,620
|
*
|
McDermott International Inc.
|
3,516,679
|
38,648
|
|
Tidewater Inc.
|
737,006
|
37,219
|
*
|
Kodiak Oil & Gas Corp.
|
3,955,835
|
35,959
|
*
|
Rosetta Resources Inc.
|
746,061
|
35,498
|
|
Bristow Group Inc.
|
537,871
|
35,467
|
*,^
SandRidge Energy Inc.
|
6,628,821
|
34,934
|
|
Targa Resources Corp.
|
506,216
|
34,402
|
*
|
Helix Energy Solutions Group Inc.
|
1,500,706
|
34,336
|
*
|
Unit Corp.
|
732,208
|
33,352
|
|
Berry Petroleum Co. Class A
|
704,159
|
32,596
|
*
|
SemGroup Corp. Class A
|
624,961
|
32,323
|
|
Lufkin Industries Inc.
|
477,766
|
31,719
|
|
Energy XXI Bermuda Ltd.
|
1,124,926
|
30,621
|
|
Western Refining Inc.
|
848,135
|
30,033
|
*
|
Alpha Natural Resources Inc.
|
3,285,591
|
26,975
|
|
CARBO Ceramics Inc.
|
292,830
|
26,668
|
*
|
McMoRan Exploration Co.
|
1,578,109
|
25,802
|
*
|
PDC Energy Inc.
|
451,485
|
22,380
|
*
|
Hornbeck Offshore Services Inc.
|
476,357
|
22,132
|
*
|
Ultra Petroleum Corp.
|
1,081,760
|
21,743
|
*
|
Halcon Resources Corp.
|
2,738,845
|
21,336
|
|
Delek US Holdings Inc.
|
534,871
|
21,106
|
*
|
Exterran Holdings Inc.
|
774,953
|
20,924
|
*
|
Geospace Technologies Corp.
|
191,654
|
20,683
|
|
SEACOR Holdings Inc.
|
267,257
|
19,692
|
*
|
Key Energy Services Inc.
|
2,157,410
|
17,432
|
|
Arch Coal Inc.
|
3,157,505
|
17,145
|
*
|
Cloud Peak Energy Inc.
|
912,692
|
17,140
|
*
|
Forum Energy Technologies Inc.
|
579,814
|
16,675
|
*
|
C&J Energy Services Inc.
|
723,009
|
16,557
|
*
|
Stone Energy Corp.
|
697,900
|
15,179
|
*
|
Bonanza Creek Energy Inc.
|
387,851
|
14,998
|
^
|
RPC Inc.
|
986,503
|
14,965
|
*
|
Hercules Offshore Inc.
|
1,896,437
|
14,072
|
|
Gulfmark Offshore Inc.
|
357,623
|
13,933
|
*
|
Carrizo Oil & Gas Inc.
|
540,249
|
13,922
|
*
|
Bill Barrett Corp.
|
682,092
|
13,826
|
|
CVR Energy Inc.
|
259,515
|
13,396
|
|
PBF Energy Inc.
|
352,187
|
13,091
|
*
|
Northern Oil and Gas Inc.
|
898,210
|
12,916
|
*
|
Approach Resources Inc.
|
524,576
|
12,910
|
^
|
EXCO Resources Inc.
|
1,783,534
|
12,717
|
*,^
Clean Energy Fuels Corp.
|
923,785
|
12,009
|
*
|
ION Geophysical Corp.
|
1,744,836
|
11,882
|
*
|
Newpark Resources Inc.
|
1,280,127
|
11,880
|
*
|
EPL Oil & Gas Inc.
|
437,242
|
11,722
|
|
Crosstex Energy Inc.
|
604,261
|
11,638
|
*
|
TETRA Technologies Inc.
|
1,107,733
|
11,365
|
*
|
Rex Energy Corp.
|
674,660
|
11,118
|
*
|
Comstock Resources Inc.
|
684,172
|
11,118
|
*
|
Laredo Petroleum Holdings Inc.
|
573,328
|
10,486
|
|
|
|
|
*
|
Forest Oil Corp.
|
1,772,988
|
9,326
|
*
|
Magnum Hunter Resources Corp.
|
2,284,072
|
9,159
|
*
|
Resolute Energy Corp.
|
784,777
|
9,033
|
*
|
Swift Energy Co.
|
607,412
|
8,996
|
*,^
Heckmann Corp.
|
2,067,827
|
8,871
|
|
Contango Oil & Gas Co.
|
203,172
|
8,145
|
*,^
Sanchez Energy Corp.
|
398,444
|
7,937
|
*,^
Basic Energy Services Inc.
|
558,160
|
7,630
|
|
Rentech Inc.
|
3,116,774
|
7,324
|
*
|
Pioneer Energy Services Corp.
|
875,086
|
7,220
|
*
|
Parker Drilling Co.
|
1,682,277
|
7,200
|
|
W&T Offshore Inc.
|
503,021
|
7,143
|
*
|
Tesco Corp.
|
461,512
|
6,180
|
*,^
Goodrich Petroleum Corp.
|
382,262
|
5,982
|
*
|
Willbros Group Inc.
|
588,351
|
5,778
|
*
|
Matador Resources Co.
|
623,899
|
5,528
|
|
Alon USA Energy Inc.
|
272,243
|
5,186
|
*
|
Diamondback Energy Inc.
|
191,642
|
5,144
|
*
|
Vantage Drilling Co.
|
2,621,316
|
4,587
|
*,^
Quicksilver Resources Inc.
|
1,794,783
|
4,038
|
*
|
Midstates Petroleum Co. Inc.
|
445,645
|
3,810
|
*
|
PetroQuest Energy Inc.
|
792,548
|
3,519
|
|
Penn Virginia Corp.
|
817,155
|
3,301
|
*,^
Solazyme Inc.
|
406,969
|
3,178
|
*,^
BPZ Resources Inc.
|
1,383,484
|
3,141
|
*
|
Clayton Williams Energy Inc.
|
63,556
|
2,779
|
*
|
Harvest Natural Resources Inc.
|
557,330
|
1,956
|
|
|
|
1,851,208
|
Financials (23.6%)
|
|
|
|
Fidelity National Financial Inc. Class A
|
3,235,353
|
81,628
|
|
Duke Realty Corp.
|
4,793,277
|
81,390
|
|
Arthur J Gallagher & Co.
|
1,876,915
|
77,535
|
|
Senior Housing Properties Trust
|
2,803,172
|
75,209
|
*
|
Genworth Financial Inc. Class A
|
7,340,967
|
73,410
|
|
Regency Centers Corp.
|
1,348,029
|
71,324
|
|
Liberty Property Trust
|
1,783,036
|
70,876
|
|
American Campus Communities Inc.
|
1,560,738
|
70,764
|
|
Taubman Centers Inc.
|
897,443
|
69,695
|
|
Eaton Vance Corp.
|
1,641,283
|
68,655
|
|
Apartment Investment & Management Co. Class A
|
2,174,541
|
66,671
|
|
Two Harbors Investment Corp.
|
5,201,956
|
65,597
|
|
DDR Corp.
|
3,757,962
|
65,464
|
*
|
Ocwen Financial Corp.
|
1,719,330
|
65,197
|
|
HCC Insurance Holdings Inc.
|
1,500,205
|
63,054
|
|
National Retail Properties Inc.
|
1,727,188
|
62,472
|
|
Extra Space Storage Inc.
|
1,568,664
|
61,601
|
|
BioMed Realty Trust Inc.
|
2,744,451
|
59,280
|
|
Kilroy Realty Corp.
|
1,115,671
|
58,461
|
|
Corrections Corp. of America
|
1,493,312
|
58,344
|
|
RenaissanceRe Holdings Ltd.
|
625,809
|
57,568
|
|
Hospitality Properties Trust
|
2,050,390
|
56,263
|
|
Starwood Property Trust Inc.
|
2,018,441
|
56,032
|
|
BRE Properties Inc.
|
1,146,861
|
55,829
|
^
|
WP Carey Inc.
|
816,537
|
55,035
|
|
Brown & Brown Inc.
|
1,715,444
|
54,963
|
|
CBL & Associates Properties Inc.
|
2,285,547
|
53,939
|
|
Validus Holdings Ltd.
|
1,440,814
|
53,843
|
|
|
|
Assured Guaranty Ltd.
|
2,604,381
|
53,676
|
East West Bancorp Inc.
|
2,087,486
|
53,586
|
American Financial Group Inc.
|
1,128,762
|
53,481
|
Waddell & Reed Financial Inc. Class A
|
1,211,381
|
53,034
|
Cullen/Frost Bankers Inc.
|
825,256
|
51,603
|
* Signature Bank
|
653,441
|
51,465
|
Weingarten Realty Investors
|
1,630,160
|
51,432
|
Omega Healthcare Investors Inc.
|
1,684,923
|
51,154
|
Tanger Factory Outlet Centers
|
1,401,296
|
50,699
|
Douglas Emmett Inc.
|
2,016,400
|
50,269
|
MFA Financial Inc.
|
5,326,560
|
49,644
|
Piedmont Office Realty Trust Inc. Class A
|
2,497,714
|
48,930
|
Chimera Investment Corp.
|
15,303,571
|
48,818
|
Home Properties Inc.
|
768,220
|
48,721
|
CBOE Holdings Inc.
|
1,300,947
|
48,057
|
Highwoods Properties Inc.
|
1,200,858
|
47,518
|
* SVB Financial Group
|
667,252
|
47,335
|
* Alleghany Corp.
|
118,982
|
47,107
|
Commerce Bancshares Inc.
|
1,148,133
|
46,878
|
Old Republic International Corp.
|
3,673,162
|
46,686
|
First Niagara Financial Group Inc.
|
5,256,095
|
46,569
|
* E*TRADE Financial Corp.
|
4,272,799
|
45,762
|
Allied World Assurance Co. Holdings AG
|
489,188
|
45,358
|
Equity Lifestyle Properties Inc.
|
589,955
|
45,309
|
Mid-America Apartment Communities Inc.
|
631,079
|
43,582
|
Invesco Mortgage Capital Inc.
|
2,004,633
|
42,879
|
Newcastle Investment Corp.
|
3,772,396
|
42,138
|
Protective Life Corp.
|
1,164,650
|
41,694
|
ProAssurance Corp.
|
872,821
|
41,311
|
Hatteras Financial Corp.
|
1,474,184
|
40,437
|
* Popular Inc.
|
1,461,727
|
40,358
|
* Forest City Enterprises Inc. Class A
|
2,269,910
|
40,336
|
City National Corp.
|
682,636
|
40,214
|
Geo Group Inc.
|
1,063,089
|
39,993
|
* Howard Hughes Corp.
|
471,177
|
39,489
|
Hancock Holding Co.
|
1,264,848
|
39,109
|
First American Financial Corp.
|
1,523,355
|
38,952
|
RLJ Lodging Trust
|
1,703,575
|
38,773
|
First Horizon National Corp.
|
3,626,287
|
38,729
|
Post Properties Inc.
|
814,047
|
38,342
|
Associated Banc-Corp
|
2,522,007
|
38,309
|
Prosperity Bancshares Inc.
|
807,373
|
38,261
|
Aspen Insurance Holdings Ltd.
|
990,831
|
38,226
|
CommonWealth REIT
|
1,696,804
|
38,076
|
Healthcare Realty Trust Inc.
|
1,325,501
|
37,631
|
ARMOUR Residential REIT Inc.
|
5,573,809
|
36,397
|
EPR Properties
|
698,460
|
36,355
|
LaSalle Hotel Properties
|
1,425,302
|
36,174
|
Alterra Capital Holdings Ltd.
|
1,145,262
|
36,076
|
CNO Financial Group Inc.
|
3,137,762
|
35,927
|
White Mountains Insurance Group Ltd.
|
61,244
|
34,733
|
Fulton Financial Corp.
|
2,960,467
|
34,637
|
Susquehanna Bancshares Inc.
|
2,784,139
|
34,607
|
Bank of Hawaii Corp.
|
669,433
|
34,014
|
Mack-Cali Realty Corp.
|
1,180,429
|
33,772
|
Medical Properties Trust Inc.
|
2,098,784
|
33,665
|
^ Federated Investors Inc. Class B
|
1,402,093
|
33,188
|
|
|
|
Hanover Insurance Group Inc.
|
666,219
|
33,098
|
TCF Financial Corp.
|
2,198,172
|
32,885
|
Corporate Office Properties Trust
|
1,207,663
|
32,220
|
* Portfolio Recovery Associates Inc.
|
252,607
|
32,061
|
Brandywine Realty Trust
|
2,141,048
|
31,795
|
DCT Industrial Trust Inc.
|
4,183,284
|
30,956
|
* Stifel Financial Corp.
|
891,848
|
30,920
|
CYS Investments Inc.
|
2,606,885
|
30,605
|
^ Ryman Hospitality Properties
|
667,328
|
30,530
|
Retail Properties of America Inc.
|
1,992,489
|
29,489
|
^ Lexington Realty Trust
|
2,487,757
|
29,356
|
Sovran Self Storage Inc.
|
454,162
|
29,289
|
Webster Financial Corp.
|
1,207,228
|
29,287
|
Synovus Financial Corp.
|
10,551,317
|
29,227
|
Endurance Specialty Holdings Ltd.
|
609,421
|
29,136
|
* Sunstone Hotel Investors Inc.
|
2,365,649
|
29,121
|
Erie Indemnity Co. Class A
|
382,978
|
28,926
|
Valley National Bancorp
|
2,815,764
|
28,833
|
StanCorp Financial Group Inc.
|
662,559
|
28,331
|
CubeSmart
|
1,790,479
|
28,290
|
CapitalSource Inc.
|
2,940,437
|
28,287
|
Redwood Trust Inc.
|
1,216,135
|
28,190
|
Potlatch Corp.
|
601,527
|
27,586
|
Washington REIT
|
989,754
|
27,555
|
Washington Federal Inc.
|
1,566,660
|
27,417
|
NorthStar Realty Finance Corp.
|
2,885,789
|
27,357
|
DiamondRock Hospitality Co.
|
2,912,935
|
27,119
|
FirstMerit Corp.
|
1,633,711
|
27,005
|
Colonial Properties Trust
|
1,187,334
|
26,846
|
Radian Group Inc.
|
2,499,930
|
26,774
|
UMB Financial Corp.
|
543,911
|
26,690
|
Assurant Inc.
|
587,765
|
26,455
|
Primerica Inc.
|
798,931
|
26,189
|
American National Insurance Co.
|
300,255
|
26,083
|
First Industrial Realty Trust Inc.
|
1,522,212
|
26,076
|
Platinum Underwriters Holdings Ltd.
|
463,004
|
25,840
|
FNB Corp.
|
2,086,982
|
25,252
|
* MGIC Investment Corp.
|
5,038,670
|
24,941
|
Glimcher Realty Trust
|
2,134,413
|
24,759
|
EastGroup Properties Inc.
|
424,113
|
24,683
|
Financial Engines Inc.
|
680,597
|
24,651
|
Capitol Federal Financial Inc.
|
2,042,275
|
24,650
|
Sun Communities Inc.
|
497,636
|
24,548
|
* First Cash Financial Services Inc.
|
415,114
|
24,218
|
DuPont Fabros Technology Inc.
|
983,131
|
23,861
|
Pebblebrook Hotel Trust
|
915,321
|
23,606
|
BankUnited Inc.
|
919,828
|
23,566
|
* Texas Capital Bancshares Inc.
|
576,484
|
23,319
|
* Alexander & Baldwin Inc.
|
640,595
|
22,901
|
American Capital Mortgage Investment Corp.
|
880,013
|
22,748
|
Cash America International Inc.
|
430,064
|
22,565
|
* MBIA Inc.
|
2,156,609
|
22,148
|
Acadia Realty Trust
|
797,078
|
22,135
|
Umpqua Holdings Corp.
|
1,668,899
|
22,130
|
^ First Financial Bankshares Inc.
|
445,645
|
21,658
|
PS Business Parks Inc.
|
271,367
|
21,416
|
Janus Capital Group Inc.
|
2,273,466
|
21,371
|
|
|
|
|
|
Kemper Corp.
|
654,128
|
21,331
|
|
Equity One Inc.
|
886,230
|
21,243
|
|
Cathay General Bancorp
|
1,055,653
|
21,240
|
|
Bank of the Ozarks Inc.
|
475,074
|
21,070
|
|
Government Properties Income Trust
|
814,515
|
20,957
|
|
Iberiabank Corp.
|
418,678
|
20,942
|
|
Colony Financial Inc.
|
941,916
|
20,911
|
|
Old National Bancorp
|
1,510,557
|
20,770
|
*
|
Virtus Investment Partners Inc.
|
110,939
|
20,666
|
|
PennyMac Mortgage Investment Trust
|
791,493
|
20,492
|
|
RLI Corp.
|
285,130
|
20,487
|
*,^
St. Joe Co.
|
963,713
|
20,479
|
|
National Health Investors Inc.
|
311,256
|
20,372
|
*
|
Strategic Hotels & Resorts Inc.
|
2,432,671
|
20,313
|
|
Trustmark Corp.
|
800,917
|
20,031
|
|
Greenhill & Co. Inc.
|
370,569
|
19,781
|
|
MarketAxess Holdings Inc.
|
528,854
|
19,726
|
|
BancorpSouth Inc.
|
1,197,641
|
19,522
|
|
Wintrust Financial Corp.
|
523,719
|
19,399
|
|
Glacier Bancorp Inc.
|
1,019,901
|
19,358
|
|
Symetra Financial Corp.
|
1,422,601
|
19,077
|
|
BOK Financial Corp.
|
305,544
|
19,035
|
*
|
Walter Investment Management Corp.
|
506,537
|
18,869
|
|
Selective Insurance Group Inc.
|
784,462
|
18,835
|
|
Home Loan Servicing Solutions Ltd.
|
804,372
|
18,766
|
|
MB Financial Inc.
|
774,621
|
18,723
|
*
|
PHH Corp.
|
850,493
|
18,677
|
|
PrivateBancorp Inc.
|
987,586
|
18,675
|
|
National Penn Bancshares Inc.
|
1,735,567
|
18,553
|
|
Capstead Mortgage Corp.
|
1,424,230
|
18,259
|
|
Montpelier Re Holdings Ltd.
|
695,547
|
18,119
|
|
EverBank Financial Corp.
|
1,174,214
|
18,083
|
^
|
United Bankshares Inc.
|
675,665
|
17,979
|
|
Education Realty Trust Inc.
|
1,697,690
|
17,877
|
|
Northwest Bancshares Inc.
|
1,396,651
|
17,724
|
|
LTC Properties Inc.
|
432,955
|
17,634
|
|
Westamerica Bancorporation
|
385,457
|
17,473
|
*
|
Altisource Portfolio Solutions SA
|
244,666
|
17,065
|
|
American Realty Capital Properties Inc.
|
1,147,773
|
16,849
|
|
Evercore Partners Inc. Class A
|
401,138
|
16,687
|
|
Community Bank System Inc.
|
562,516
|
16,667
|
|
International Bancshares Corp.
|
799,897
|
16,638
|
|
Chesapeake Lodging Trust
|
724,337
|
16,616
|
|
Franklin Street Properties Corp.
|
1,113,122
|
16,274
|
*,^
Zillow Inc. Class A
|
296,243
|
16,196
|
|
American Assets Trust Inc.
|
501,955
|
16,068
|
|
Hersha Hospitality Trust Class A
|
2,660,131
|
15,535
|
|
Mercury General Corp.
|
408,525
|
15,495
|
|
Pennsylvania REIT
|
797,119
|
15,456
|
*
|
Ezcorp Inc. Class A
|
725,367
|
15,450
|
|
Argo Group International Holdings Ltd.
|
369,731
|
15,299
|
|
Sabra Health Care REIT Inc.
|
525,463
|
15,244
|
*
|
Western Alliance Bancorp
|
1,094,807
|
15,152
|
|
CVB Financial Corp.
|
1,328,747
|
14,975
|
|
Ramco-Gershenson Properties Trust
|
888,301
|
14,923
|
|
BBCN Bancorp Inc.
|
1,116,649
|
14,583
|
*
|
WisdomTree Investments Inc.
|
1,401,942
|
14,580
|
|
|
|
|
*,^
First BanCorp
|
2,305,726
|
14,365
|
*
|
Enstar Group Ltd.
|
113,693
|
14,131
|
|
Cousins Properties Inc.
|
1,321,520
|
14,127
|
|
First Midwest Bancorp Inc.
|
1,063,604
|
14,125
|
|
First Citizens BancShares Inc. Class A
|
76,853
|
14,041
|
|
Amtrust Financial Services Inc.
|
400,714
|
13,885
|
|
First Financial Bancorp
|
863,909
|
13,866
|
|
Investors Real Estate Trust
|
1,391,340
|
13,733
|
*
|
Citizens Republic Bancorp Inc.
|
602,708
|
13,591
|
|
Anworth Mortgage Asset Corp.
|
2,132,156
|
13,497
|
|
Hudson Pacific Properties Inc.
|
620,377
|
13,493
|
|
NBT Bancorp Inc.
|
600,882
|
13,310
|
|
PacWest Bancorp
|
454,906
|
13,242
|
|
American Equity Investment Life Holding Co.
|
887,367
|
13,213
|
|
STAG Industrial Inc.
|
618,343
|
13,152
|
|
Columbia Banking System Inc.
|
590,764
|
12,985
|
|
Home BancShares Inc.
|
336,203
|
12,665
|
*
|
National Financial Partners Corp.
|
563,393
|
12,637
|
|
CreXus Investment Corp.
|
970,155
|
12,631
|
|
Associated Estates Realty Corp.
|
674,344
|
12,570
|
|
Investors Bancorp Inc.
|
665,458
|
12,497
|
*
|
TFS Financial Corp.
|
1,149,886
|
12,453
|
*,^
Nationstar Mortgage Holdings Inc.
|
336,364
|
12,412
|
*,^
iStar Financial Inc.
|
1,139,610
|
12,410
|
|
Astoria Financial Corp.
|
1,256,117
|
12,385
|
|
Nelnet Inc. Class A
|
366,087
|
12,374
|
|
Horace Mann Educators Corp.
|
591,693
|
12,337
|
|
Provident Financial Services Inc.
|
805,738
|
12,304
|
|
SCBT Financial Corp.
|
240,020
|
12,097
|
^
|
Park National Corp.
|
172,451
|
12,035
|
|
Spirit Realty Capital Inc.
|
632,283
|
12,013
|
|
Kennedy-Wilson Holdings Inc.
|
761,031
|
11,804
|
|
Inland Real Estate Corp.
|
1,142,905
|
11,532
|
|
Retail Opportunity Investments Corp.
|
821,480
|
11,509
|
*
|
Pinnacle Financial Partners Inc.
|
491,625
|
11,484
|
|
Ashford Hospitality Trust Inc.
|
912,720
|
11,281
|
|
Parkway Properties Inc.
|
598,938
|
11,110
|
*
|
World Acceptance Corp.
|
129,168
|
11,092
|
|
Sterling Financial Corp.
|
510,209
|
11,066
|
|
Boston Private Financial Holdings Inc.
|
1,112,212
|
10,989
|
*
|
Credit Acceptance Corp.
|
89,134
|
10,887
|
|
Tower Group International Ltd.
|
585,590
|
10,804
|
|
First Potomac Realty Trust
|
724,538
|
10,745
|
|
Employers Holdings Inc.
|
457,206
|
10,721
|
*
|
Forestar Group Inc.
|
489,534
|
10,701
|
|
ViewPoint Financial Group Inc.
|
530,152
|
10,661
|
|
Oriental Financial Group Inc.
|
680,101
|
10,548
|
*
|
Greenlight Capital Re Ltd. Class A
|
431,194
|
10,543
|
|
First Commonwealth Financial Corp.
|
1,411,174
|
10,527
|
|
Independent Bank Corp.
|
322,781
|
10,519
|
|
Chemical Financial Corp.
|
388,227
|
10,241
|
|
AG Mortgage Investment Trust Inc.
|
400,904
|
10,211
|
|
Safety Insurance Group Inc.
|
205,748
|
10,113
|
|
Interactive Brokers Group Inc.
|
673,971
|
10,049
|
|
Alexander's Inc.
|
30,383
|
10,017
|
*
|
Hilltop Holdings Inc.
|
741,338
|
10,001
|
|
WesBanco Inc.
|
413,314
|
9,899
|
|
|
|
|
|
HFF Inc. Class A
|
495,601
|
9,877
|
*
|
FelCor Lodging Trust Inc.
|
1,659,074
|
9,872
|
*
|
Navigators Group Inc.
|
167,722
|
9,854
|
*
|
Encore Capital Group Inc.
|
327,172
|
9,848
|
*
|
Netspend Holdings Inc.
|
619,109
|
9,838
|
*
|
DFC Global Corp.
|
591,052
|
9,835
|
*
|
Central Pacific Financial Corp.
|
624,532
|
9,805
|
|
Universal Health Realty Income Trust
|
169,636
|
9,790
|
^
|
Silver Bay Realty Trust Corp.
|
470,528
|
9,740
|
|
Resource Capital Corp.
|
1,419,980
|
9,386
|
|
Cohen & Steers Inc.
|
260,206
|
9,386
|
|
Infinity Property & Casualty Corp.
|
164,979
|
9,272
|
|
Banner Corp.
|
289,378
|
9,211
|
|
Brookline Bancorp Inc.
|
997,498
|
9,117
|
|
Berkshire Hills Bancorp Inc.
|
356,560
|
9,107
|
*
|
Knight Capital Group Inc. Class A
|
2,444,450
|
9,093
|
|
Oritani Financial Corp.
|
575,991
|
8,922
|
|
Healthcare Trust of America Inc. Class A
|
753,885
|
8,858
|
|
City Holding Co.
|
220,104
|
8,758
|
*
|
Piper Jaffray Cos.
|
249,806
|
8,568
|
|
Maiden Holdings Ltd.
|
755,626
|
8,002
|
|
S&T Bancorp Inc.
|
422,045
|
7,825
|
|
Getty Realty Corp.
|
373,983
|
7,558
|
|
State Bank Financial Corp.
|
452,770
|
7,412
|
|
Saul Centers Inc.
|
163,565
|
7,154
|
*
|
PICO Holdings Inc.
|
321,438
|
7,136
|
*
|
Tejon Ranch Co.
|
238,615
|
7,106
|
|
Urstadt Biddle Properties Inc. Class A
|
324,578
|
7,063
|
|
Select Income REIT
|
262,647
|
6,947
|
|
BGC Partners Inc. Class A
|
1,656,615
|
6,892
|
|
Tompkins Financial Corp.
|
160,571
|
6,789
|
|
United Fire Group Inc.
|
265,054
|
6,751
|
*
|
ICG Group Inc.
|
523,457
|
6,533
|
|
Dime Community Bancshares Inc.
|
427,115
|
6,133
|
*
|
Investment Technology Group Inc.
|
538,414
|
5,944
|
*,^
Green Dot Corp. Class A
|
354,311
|
5,921
|
|
National Western Life Insurance Co. Class A
|
33,340
|
5,868
|
|
FBL Financial Group Inc. Class A
|
144,102
|
5,600
|
|
Rouse Properties Inc.
|
293,030
|
5,304
|
|
Meadowbrook Insurance Group Inc.
|
701,262
|
4,944
|
*
|
Beneficial Mutual Bancorp Inc.
|
470,708
|
4,848
|
|
FXCM Inc. Class A
|
330,421
|
4,520
|
*
|
NewStar Financial Inc.
|
330,213
|
4,369
|
*
|
Flagstar Bancorp Inc.
|
293,536
|
4,089
|
|
Bancfirst Corp.
|
90,193
|
3,761
|
*
|
Walker & Dunlop Inc.
|
205,752
|
3,697
|
|
State Auto Financial Corp.
|
209,178
|
3,644
|
|
National Bank Holdings Corp. Class A
|
194,188
|
3,554
|
|
GFI Group Inc.
|
1,054,071
|
3,521
|
|
Northfield Bancorp Inc.
|
303,292
|
3,445
|
*
|
Kearny Financial Corp.
|
197,088
|
2,010
|
|
OneBeacon Insurance Group Ltd. Class A
|
140,316
|
1,897
|
|
GAMCO Investors Inc.
|
31,872
|
1,693
|
*
|
Capital Bank Financial Corp.
|
98,106
|
1,684
|
|
Urstadt Biddle Properties Inc.
|
58,401
|
1,114
|
|
|
|
7,866,219
|
|
|
|
|
Health Care (10.6%)
|
|
|
*
|
Onyx Pharmaceuticals Inc.
|
1,073,211
|
95,365
|
|
Cooper Cos. Inc.
|
719,937
|
77,667
|
*
|
Tenet Healthcare Corp.
|
1,555,046
|
73,989
|
*
|
Pharmacyclics Inc.
|
841,065
|
67,630
|
*
|
MEDNAX Inc.
|
746,809
|
66,936
|
|
Omnicare Inc.
|
1,559,663
|
63,509
|
*
|
Sirona Dental Systems Inc.
|
846,530
|
62,415
|
|
Community Health Systems Inc.
|
1,304,269
|
61,809
|
*
|
Covance Inc.
|
821,025
|
61,019
|
*
|
BioMarin Pharmaceutical Inc.
|
939,262
|
58,478
|
|
PerkinElmer Inc.
|
1,694,253
|
56,995
|
*
|
Seattle Genetics Inc.
|
1,524,971
|
54,152
|
|
Teleflex Inc.
|
610,817
|
51,620
|
*
|
athenahealth Inc.
|
514,587
|
49,935
|
*
|
Medivation Inc.
|
1,059,081
|
49,533
|
*
|
Alkermes plc
|
1,985,201
|
47,069
|
*
|
Ariad Pharmaceuticals Inc.
|
2,601,533
|
47,062
|
*
|
Health Management Associates Inc. Class A
|
3,643,021
|
46,886
|
|
Warner Chilcott plc Class A
|
3,362,064
|
45,556
|
*
|
Cubist Pharmaceuticals Inc.
|
967,749
|
45,310
|
*
|
Salix Pharmaceuticals Ltd.
|
866,043
|
44,324
|
*,^
Incyte Corp. Ltd.
|
1,796,085
|
42,046
|
*
|
Jazz Pharmaceuticals plc
|
735,034
|
41,096
|
*
|
Brookdale Senior Living Inc. Class A
|
1,463,006
|
40,789
|
*
|
United Therapeutics Corp.
|
635,991
|
38,713
|
*
|
Cepheid Inc.
|
995,531
|
38,198
|
*
|
WellCare Health Plans Inc.
|
644,370
|
37,348
|
*
|
Bio-Rad Laboratories Inc. Class A
|
294,855
|
37,152
|
*
|
Team Health Holdings Inc.
|
982,816
|
35,755
|
|
Techne Corp.
|
521,418
|
35,378
|
*
|
HMS Holdings Corp.
|
1,297,913
|
35,238
|
|
STERIS Corp.
|
827,755
|
34,443
|
*
|
Health Net Inc.
|
1,181,430
|
33,812
|
*
|
Allscripts Healthcare Solutions Inc.
|
2,431,350
|
33,042
|
*
|
Centene Corp.
|
741,809
|
32,669
|
*
|
Align Technology Inc.
|
973,862
|
32,634
|
*
|
PAREXEL International Corp.
|
822,392
|
32,493
|
*
|
LifePoint Hospitals Inc.
|
664,114
|
32,183
|
*
|
Thoratec Corp.
|
857,704
|
32,164
|
*
|
Haemonetics Corp.
|
768,901
|
32,032
|
*
|
Charles River Laboratories International Inc.
|
717,428
|
31,761
|
|
Hill-Rom Holdings Inc.
|
898,374
|
31,641
|
|
West Pharmaceutical Services Inc.
|
486,046
|
31,564
|
|
Owens & Minor Inc.
|
942,341
|
30,683
|
*
|
Myriad Genetics Inc.
|
1,199,795
|
30,475
|
*
|
Alere Inc.
|
1,148,731
|
29,327
|
*
|
HealthSouth Corp.
|
1,109,111
|
29,247
|
*
|
VCA Antech Inc.
|
1,178,945
|
27,693
|
*
|
Medicines Co.
|
802,555
|
26,821
|
*,^
Arena Pharmaceuticals Inc.
|
3,239,051
|
26,593
|
*
|
Bruker Corp.
|
1,364,869
|
26,069
|
^
|
Questcor Pharmaceuticals Inc.
|
785,169
|
25,549
|
*
|
Endo Health Solutions Inc.
|
826,109
|
25,411
|
|
Air Methods Corp.
|
520,095
|
25,089
|
*
|
Infinity Pharmaceuticals Inc.
|
505,542
|
24,504
|
*
|
ViroPharma Inc.
|
972,777
|
24,475
|
|
|
|
|
*
|
Isis Pharmaceuticals Inc.
|
1,442,950
|
24,444
|
*
|
Theravance Inc.
|
1,028,008
|
24,282
|
*
|
MWI Veterinary Supply Inc.
|
181,084
|
23,950
|
|
Chemed Corp.
|
271,788
|
21,738
|
*
|
Ironwood Pharmaceuticals Inc. Class A
|
1,170,188
|
21,403
|
*
|
Medidata Solutions Inc.
|
368,321
|
21,355
|
*
|
ImmunoGen Inc.
|
1,255,967
|
20,171
|
*
|
Insulet Corp.
|
750,732
|
19,414
|
*
|
Acorda Therapeutics Inc.
|
601,476
|
19,265
|
*
|
Magellan Health Services Inc.
|
403,217
|
19,181
|
*
|
HeartWare International Inc.
|
216,190
|
19,118
|
*
|
Alnylam Pharmaceuticals Inc.
|
783,899
|
19,104
|
*
|
Nektar Therapeutics
|
1,719,400
|
18,913
|
*
|
Cyberonics Inc.
|
391,496
|
18,326
|
*,^
Globus Medical Inc.
|
1,226,628
|
18,007
|
*
|
Volcano Corp.
|
805,969
|
17,941
|
*
|
Neogen Corp.
|
337,556
|
16,733
|
*,^
Vivus Inc.
|
1,499,032
|
16,489
|
*
|
DexCom Inc.
|
983,925
|
16,451
|
*
|
Emeritus Corp.
|
581,670
|
16,165
|
*
|
Wright Medical Group Inc. Rights Exp. 12/31/2049
|
662,171
|
15,766
|
*
|
Acadia Healthcare Co. Inc.
|
523,787
|
15,394
|
*
|
MedAssets Inc.
|
797,330
|
15,349
|
*
|
Amsurg Corp. Class A
|
455,344
|
15,318
|
^
|
PDL BioPharma Inc.
|
2,088,027
|
15,263
|
*
|
Hanger Inc.
|
484,029
|
15,261
|
|
Masimo Corp.
|
769,745
|
15,102
|
*
|
Impax Laboratories Inc.
|
969,430
|
14,968
|
*
|
Akorn Inc.
|
1,072,678
|
14,835
|
|
Abaxis Inc.
|
313,345
|
14,827
|
*
|
ArthroCare Corp.
|
418,437
|
14,545
|
*,^
Sarepta Therapeutics Inc.
|
392,962
|
14,520
|
|
Analogic Corp.
|
181,951
|
14,378
|
|
CONMED Corp.
|
418,570
|
14,256
|
*
|
Endologix Inc.
|
879,306
|
14,201
|
*
|
NuVasive Inc.
|
656,724
|
13,995
|
*,^
Opko Health Inc.
|
1,809,935
|
13,810
|
|
Meridian Bioscience Inc.
|
586,489
|
13,384
|
*
|
NPS Pharmaceuticals Inc.
|
1,292,597
|
13,172
|
*
|
Santarus Inc.
|
751,593
|
13,025
|
*
|
Auxilium Pharmaceuticals Inc.
|
743,509
|
12,848
|
*
|
Molina Healthcare Inc.
|
404,634
|
12,491
|
|
Quality Systems Inc.
|
664,040
|
12,139
|
*
|
ICU Medical Inc.
|
194,479
|
11,465
|
*
|
Integra LifeSciences Holdings Corp.
|
292,845
|
11,424
|
*
|
Puma Biotechnology Inc.
|
341,765
|
11,411
|
*,^
Exelixis Inc.
|
2,464,258
|
11,385
|
*
|
IPC The Hospitalist Co. Inc.
|
250,276
|
11,132
|
*
|
InterMune Inc.
|
1,217,588
|
11,019
|
*
|
Conceptus Inc.
|
449,799
|
10,863
|
*
|
Greatbatch Inc.
|
354,409
|
10,586
|
*
|
Achillion Pharmaceuticals Inc.
|
1,197,118
|
10,463
|
*,^
Dendreon Corp.
|
2,203,477
|
10,422
|
*
|
Quidel Corp.
|
425,048
|
10,095
|
*
|
Orthofix International NV
|
275,359
|
9,877
|
*
|
Synageva BioPharma Corp.
|
177,885
|
9,769
|
*,^
Bio-Reference Labs Inc.
|
372,672
|
9,682
|
|
|
|
|
*
|
Exact Sciences Corp.
|
951,216
|
9,322
|
*
|
Luminex Corp.
|
559,585
|
9,244
|
|
Ensign Group Inc.
|
274,803
|
9,178
|
|
Cantel Medical Corp.
|
303,537
|
9,124
|
*
|
ABIOMED Inc.
|
486,922
|
9,091
|
*
|
NxStage Medical Inc.
|
793,477
|
8,950
|
*
|
Rigel Pharmaceuticals Inc.
|
1,292,183
|
8,774
|
*
|
Momenta Pharmaceuticals Inc.
|
653,136
|
8,713
|
|
Select Medical Holdings Corp.
|
939,515
|
8,456
|
*
|
BioScrip Inc.
|
637,542
|
8,103
|
|
Computer Programs & Systems Inc.
|
148,959
|
8,060
|
*
|
Optimer Pharmaceuticals Inc.
|
676,338
|
8,048
|
|
Landauer Inc.
|
141,724
|
7,990
|
*
|
Kindred Healthcare Inc.
|
751,749
|
7,916
|
*
|
Halozyme Therapeutics Inc.
|
1,346,796
|
7,771
|
*
|
Lexicon Pharmaceuticals Inc.
|
3,427,431
|
7,472
|
*
|
Merit Medical Systems Inc.
|
602,594
|
7,388
|
*
|
Accretive Health Inc.
|
722,381
|
7,339
|
*
|
Merrimack Pharmaceuticals Inc.
|
1,195,521
|
7,293
|
*
|
ExamWorks Group Inc.
|
411,990
|
7,136
|
*,^
Sequenom Inc.
|
1,714,012
|
7,113
|
*
|
Vanguard Health Systems Inc.
|
462,943
|
6,884
|
*
|
HealthStream Inc.
|
293,845
|
6,741
|
*,^
MAKO Surgical Corp.
|
596,166
|
6,647
|
*
|
Vocera Communications Inc.
|
267,198
|
6,146
|
^
|
Spectrum Pharmaceuticals Inc.
|
804,240
|
6,000
|
*
|
Emergent Biosolutions Inc.
|
426,027
|
5,956
|
*,^
Synergy Pharmaceuticals Inc.
|
979,033
|
5,943
|
*
|
Healthways Inc.
|
478,273
|
5,859
|
*
|
Genomic Health Inc.
|
205,001
|
5,797
|
|
National Healthcare Corp.
|
125,231
|
5,726
|
|
Invacare Corp.
|
438,436
|
5,722
|
*,^
Cadence Pharmaceuticals Inc.
|
830,990
|
5,559
|
*
|
Idenix Pharmaceuticals Inc.
|
1,494,886
|
5,322
|
*
|
Tornier NV
|
278,971
|
5,259
|
*
|
Amedisys Inc.
|
435,980
|
4,848
|
*
|
Gentiva Health Services Inc.
|
437,122
|
4,730
|
|
Universal American Corp.
|
567,034
|
4,723
|
*,^
Accuray Inc.
|
988,315
|
4,586
|
*
|
Corvel Corp.
|
88,356
|
4,373
|
*
|
LHC Group Inc.
|
182,984
|
3,932
|
*,^
Clovis Oncology Inc.
|
135,841
|
3,895
|
*
|
Sagent Pharmaceuticals Inc.
|
207,721
|
3,645
|
*,^
Greenway Medical Technologies
|
197,954
|
3,147
|
|
Enzon Pharmaceuticals Inc.
|
561,043
|
2,132
|
*
|
Geron Corp.
|
923,580
|
988
|
*,^
Affymax Inc.
|
549,320
|
764
|
*
|
Forest Laboratories Inc. Contingent Value Rights Exp. 04/14/2018
|
297,875
|
283
|
|
|
|
3,520,324
|
Industrials (16.0%)
|
|
|
*
|
B/E Aerospace Inc.
|
1,561,765
|
94,159
|
*
|
Fortune Brands Home & Security Inc.
|
2,447,590
|
91,613
|
*
|
United Rentals Inc.
|
1,386,213
|
76,200
|
|
Snap-on Inc.
|
868,929
|
71,860
|
|
Towers Watson & Co. Class A
|
1,023,983
|
70,982
|
|
Wabtec Corp.
|
676,114
|
69,038
|
*
|
Genesee & Wyoming Inc. Class A
|
728,393
|
67,821
|
|
|
|
* Alaska Air Group Inc.
|
1,049,014
|
67,095
|
Lincoln Electric Holdings Inc.
|
1,236,925
|
67,017
|
IDEX Corp.
|
1,229,997
|
65,706
|
Carlisle Cos. Inc.
|
942,302
|
63,879
|
Waste Connections Inc.
|
1,747,166
|
62,863
|
MSC Industrial Direct Co. Inc. Class A
|
721,104
|
61,856
|
Triumph Group Inc.
|
746,604
|
58,608
|
* Kirby Corp.
|
760,418
|
58,400
|
* Copart Inc.
|
1,679,626
|
57,578
|
Valmont Industries Inc.
|
357,802
|
56,272
|
* Oshkosh Corp.
|
1,301,442
|
55,298
|
URS Corp.
|
1,144,123
|
54,243
|
* Terex Corp.
|
1,566,590
|
53,922
|
Nordson Corp.
|
816,746
|
53,864
|
Trinity Industries Inc.
|
1,178,695
|
53,430
|
Graco Inc.
|
906,400
|
52,598
|
Regal-Beloit Corp.
|
636,547
|
51,917
|
* Colfax Corp.
|
1,051,205
|
48,923
|
* AECOM Technology Corp.
|
1,483,371
|
48,655
|
Babcock & Wilcox Co.
|
1,704,567
|
48,427
|
* WESCO International Inc.
|
657,155
|
47,716
|
* Clean Harbors Inc.
|
808,883
|
46,988
|
Kennametal Inc.
|
1,180,956
|
46,105
|
Ryder System Inc.
|
766,711
|
45,811
|
^ Pitney Bowes Inc.
|
3,001,571
|
44,603
|
* Avis Budget Group Inc.
|
1,599,186
|
44,505
|
Acuity Brands Inc.
|
638,421
|
44,274
|
AO Smith Corp.
|
590,396
|
43,435
|
* Hexcel Corp.
|
1,496,854
|
43,424
|
Lennox International Inc.
|
674,259
|
42,809
|
* Teledyne Technologies Inc.
|
528,439
|
41,451
|
Manitowoc Co. Inc.
|
1,979,618
|
40,701
|
Crane Co.
|
726,130
|
40,562
|
* Middleby Corp.
|
266,214
|
40,504
|
EMCOR Group Inc.
|
948,764
|
40,218
|
Toro Co.
|
869,305
|
40,023
|
Landstar System Inc.
|
692,796
|
39,552
|
Huntington Ingalls Industries Inc.
|
739,114
|
39,417
|
* US Airways Group Inc.
|
2,307,267
|
39,154
|
ITT Corp.
|
1,376,173
|
39,125
|
CLARCOR Inc.
|
739,735
|
38,747
|
* Old Dominion Freight Line Inc.
|
962,943
|
36,784
|
Woodward Inc.
|
922,253
|
36,669
|
GATX Corp.
|
698,863
|
36,320
|
* USG Corp.
|
1,359,820
|
35,954
|
* Chart Industries Inc.
|
448,684
|
35,899
|
* Foster Wheeler AG
|
1,558,669
|
35,616
|
Alliant Techsystems Inc.
|
487,981
|
35,344
|
Belden Inc.
|
664,247
|
34,308
|
* Spirit Aerosystems Holdings Inc. Class A
|
1,782,512
|
33,850
|
Covanta Holding Corp.
|
1,668,648
|
33,623
|
Macquarie Infrastructure Co. LLC
|
600,608
|
32,457
|
* EnerSys Inc.
|
711,926
|
32,450
|
* MRC Global Inc.
|
984,366
|
32,415
|
^ RR Donnelley & Sons Co.
|
2,687,703
|
32,387
|
Watsco Inc.
|
379,174
|
31,919
|
* Esterline Technologies Corp.
|
414,488
|
31,377
|
|
|
|
|
|
Deluxe Corp.
|
756,098
|
31,302
|
|
Exelis Inc.
|
2,803,729
|
30,533
|
|
Air Lease Corp.
|
1,037,882
|
30,431
|
|
Actuant Corp. Class A
|
978,997
|
29,977
|
|
Harsco Corp.
|
1,202,785
|
29,793
|
|
Con-way Inc.
|
834,688
|
29,389
|
*
|
Tetra Tech Inc.
|
961,236
|
29,308
|
|
Corporate Executive Board Co.
|
497,046
|
28,908
|
*
|
Navistar International Corp.
|
834,412
|
28,846
|
*
|
Moog Inc. Class A
|
617,052
|
28,279
|
*,^
Polypore International Inc.
|
695,481
|
27,944
|
*
|
Beacon Roofing Supply Inc.
|
721,631
|
27,898
|
|
Gardner Denver Inc.
|
366,251
|
27,509
|
*
|
Advisory Board Co.
|
523,684
|
27,504
|
*
|
General Cable Corp.
|
740,301
|
27,117
|
*
|
DigitalGlobe Inc.
|
932,373
|
26,955
|
|
TAL International Group Inc.
|
590,708
|
26,765
|
*
|
MasTec Inc.
|
912,529
|
26,600
|
|
Applied Industrial Technologies Inc.
|
564,272
|
25,392
|
|
Healthcare Services Group Inc.
|
967,240
|
24,790
|
*
|
JetBlue Airways Corp.
|
3,557,199
|
24,545
|
|
Rollins Inc.
|
980,629
|
24,074
|
|
HNI Corp.
|
669,611
|
23,764
|
|
Generac Holdings Inc.
|
662,291
|
23,405
|
*
|
Spirit Airlines Inc.
|
919,681
|
23,323
|
|
Mine Safety Appliances Co.
|
468,840
|
23,264
|
|
Herman Miller Inc.
|
828,148
|
22,915
|
|
Brady Corp. Class A
|
673,927
|
22,597
|
|
United Stationers Inc.
|
572,847
|
22,141
|
*
|
Armstrong World Industries Inc.
|
396,003
|
22,133
|
*
|
FTI Consulting Inc.
|
578,260
|
21,777
|
|
Curtiss-Wright Corp.
|
625,999
|
21,722
|
|
UTi Worldwide Inc.
|
1,469,921
|
21,284
|
|
Mueller Industries Inc.
|
398,395
|
21,230
|
*
|
Acacia Research Corp.
|
697,521
|
21,044
|
|
Allegiant Travel Co. Class A
|
230,712
|
20,483
|
*
|
Hub Group Inc. Class A
|
524,247
|
20,163
|
|
Brink's Co.
|
713,094
|
20,152
|
|
Barnes Group Inc.
|
689,399
|
19,944
|
|
Watts Water Technologies Inc. Class A
|
405,696
|
19,469
|
|
UniFirst Corp.
|
213,352
|
19,308
|
|
Franklin Electric Co. Inc.
|
562,303
|
18,876
|
|
Simpson Manufacturing Co. Inc.
|
615,108
|
18,828
|
|
KAR Auction Services Inc.
|
918,846
|
18,404
|
|
Interface Inc. Class A
|
936,447
|
17,998
|
|
Briggs & Stratton Corp.
|
718,276
|
17,813
|
*
|
Swift Transportation Co.
|
1,231,986
|
17,470
|
|
AZZ Inc.
|
359,438
|
17,325
|
*
|
RBC Bearings Inc.
|
342,261
|
17,305
|
*
|
Mobile Mini Inc.
|
582,100
|
17,131
|
*
|
Trimas Corp.
|
518,264
|
16,828
|
*
|
On Assignment Inc.
|
664,070
|
16,808
|
|
Steelcase Inc. Class A
|
1,139,710
|
16,788
|
|
Granite Construction Inc.
|
519,170
|
16,530
|
|
Raven Industries Inc.
|
487,825
|
16,396
|
|
Forward Air Corp.
|
437,033
|
16,297
|
*
|
Atlas Air Worldwide Holdings Inc.
|
393,644
|
16,045
|
|
|
|
|
|
Lindsay Corp.
|
181,648
|
16,018
|
|
Titan International Inc.
|
757,814
|
15,975
|
|
Werner Enterprises Inc.
|
655,547
|
15,825
|
*
|
EnPro Industries Inc.
|
308,125
|
15,767
|
|
Matson Inc.
|
636,412
|
15,656
|
|
ABM Industries Inc.
|
690,391
|
15,354
|
|
ESCO Technologies Inc.
|
374,135
|
15,287
|
*
|
Orbital Sciences Corp.
|
892,257
|
14,892
|
|
HEICO Corp.
|
326,638
|
14,179
|
|
Kaman Corp.
|
396,121
|
14,050
|
|
Mueller Water Products Inc. Class A
|
2,353,348
|
13,955
|
|
Knight Transportation Inc.
|
840,799
|
13,537
|
*
|
II-VI Inc.
|
789,070
|
13,446
|
|
Tennant Co.
|
275,781
|
13,392
|
*
|
Aegion Corp. Class A
|
578,285
|
13,387
|
|
Aircastle Ltd.
|
965,415
|
13,207
|
|
Textainer Group Holdings Ltd.
|
332,891
|
13,166
|
*,^
GrafTech International Ltd.
|
1,713,784
|
13,162
|
*
|
Huron Consulting Group Inc.
|
325,408
|
13,120
|
*
|
Korn/Ferry International
|
722,656
|
12,907
|
*
|
TrueBlue Inc.
|
606,482
|
12,821
|
|
AMERCO
|
73,019
|
12,672
|
|
G&K Services Inc. Class A
|
273,013
|
12,425
|
|
Knoll Inc.
|
684,117
|
12,403
|
|
Kaydon Corp.
|
479,207
|
12,258
|
|
Albany International Corp.
|
419,367
|
12,120
|
*
|
Team Inc.
|
289,320
|
11,882
|
|
SkyWest Inc.
|
733,665
|
11,775
|
|
Apogee Enterprises Inc.
|
403,448
|
11,680
|
|
HEICO Corp. Class A
|
336,347
|
11,540
|
*
|
Trex Co. Inc.
|
229,232
|
11,274
|
*
|
ACCO Brands Corp.
|
1,683,166
|
11,244
|
|
Universal Forest Products Inc.
|
281,181
|
11,194
|
*
|
DXP Enterprises Inc.
|
149,546
|
11,171
|
|
Cubic Corp.
|
259,241
|
11,075
|
|
CIRCOR International Inc.
|
259,975
|
11,049
|
|
Primoris Services Corp.
|
499,362
|
11,041
|
|
McGrath RentCorp
|
353,617
|
10,997
|
*
|
Rexnord Corp.
|
506,550
|
10,754
|
*
|
Proto Labs Inc.
|
218,451
|
10,726
|
|
Sauer-Danfoss Inc.
|
180,727
|
10,560
|
|
Standex International Corp.
|
188,774
|
10,424
|
|
Altra Holdings Inc.
|
381,522
|
10,385
|
*
|
Wabash National Corp.
|
1,021,148
|
10,375
|
|
AAR Corp.
|
560,338
|
10,305
|
*
|
Tutor Perini Corp.
|
531,543
|
10,259
|
|
Sun Hydraulics Corp.
|
311,294
|
10,120
|
*
|
Navigant Consulting Inc.
|
764,285
|
10,043
|
|
Exponent Inc.
|
186,001
|
10,033
|
|
Insperity Inc.
|
345,294
|
9,796
|
*
|
Blount International Inc.
|
732,040
|
9,795
|
|
Encore Wire Corp.
|
277,580
|
9,721
|
*
|
Rush Enterprises Inc. Class A
|
399,649
|
9,640
|
|
Astec Industries Inc.
|
272,021
|
9,502
|
|
Heartland Express Inc.
|
692,521
|
9,238
|
*
|
InnerWorkings Inc.
|
600,567
|
9,093
|
*
|
Dycom Industries Inc.
|
461,784
|
9,093
|
|
|
|
|
|
H&E Equipment Services Inc.
|
443,809
|
9,054
|
*
|
Nortek Inc.
|
124,541
|
8,887
|
|
Quanex Building Products Corp.
|
547,090
|
8,808
|
*
|
Thermon Group Holdings Inc.
|
393,196
|
8,733
|
|
John Bean Technologies Corp.
|
408,494
|
8,476
|
*
|
Greenbrier Cos. Inc.
|
363,941
|
8,265
|
|
Griffon Corp.
|
682,024
|
8,130
|
^
|
Quad/Graphics Inc.
|
318,772
|
7,631
|
|
AAON Inc.
|
273,306
|
7,540
|
|
Kelly Services Inc. Class A
|
402,976
|
7,528
|
|
Comfort Systems USA Inc.
|
524,899
|
7,396
|
|
American Science & Engineering Inc.
|
121,158
|
7,389
|
|
Resources Connection Inc.
|
578,627
|
7,349
|
*
|
CAI International Inc.
|
245,757
|
7,083
|
*
|
Meritor Inc.
|
1,445,280
|
6,836
|
|
Kforce Inc.
|
414,334
|
6,783
|
|
American Railcar Industries Inc.
|
143,687
|
6,716
|
|
Gorman-Rupp Co.
|
218,031
|
6,552
|
*
|
Roadrunner Transportation Systems Inc.
|
280,835
|
6,459
|
^
|
National Presto Industries Inc.
|
76,534
|
6,161
|
*
|
Wesco Aircraft Holdings Inc.
|
414,793
|
6,106
|
*
|
Layne Christensen Co.
|
282,320
|
6,036
|
*
|
Mistras Group Inc.
|
230,160
|
5,572
|
*
|
RPX Corp.
|
377,654
|
5,329
|
*
|
EnergySolutions Inc.
|
1,286,589
|
4,825
|
*
|
Aerovironment Inc.
|
265,621
|
4,816
|
*
|
Consolidated Graphics Inc.
|
121,195
|
4,739
|
*
|
Air Transport Services Group Inc.
|
759,466
|
4,428
|
|
Arkansas Best Corp.
|
364,944
|
4,263
|
*
|
Pendrell Corp.
|
2,145,197
|
3,561
|
*
|
Rush Enterprises Inc. Class B
|
131,294
|
2,705
|
*,^
Swisher Hygiene Inc.
|
1,682,384
|
2,170
|
*,^
Solarcity Corp.
|
108,422
|
2,047
|
|
NL Industries Inc.
|
107,191
|
1,332
|
|
|
|
5,316,009
|
Information Technology (14.6%)
|
|
|
*
|
FleetCor Technologies Inc.
|
907,425
|
69,572
|
*
|
Flextronics International Ltd.
|
9,779,817
|
66,112
|
*
|
NCR Corp.
|
2,383,010
|
65,676
|
|
Solera Holdings Inc.
|
1,026,157
|
59,856
|
|
Total System Services Inc.
|
2,362,526
|
58,543
|
|
Global Payments Inc.
|
1,172,720
|
58,237
|
|
Jack Henry & Associates Inc.
|
1,219,408
|
56,349
|
*
|
SolarWinds Inc.
|
949,197
|
56,098
|
*
|
Cadence Design Systems Inc.
|
3,986,743
|
55,535
|
|
Genpact Ltd.
|
3,038,181
|
55,265
|
*
|
CommVault Systems Inc.
|
653,245
|
53,553
|
|
IAC/InterActiveCorp
|
1,168,989
|
52,230
|
*
|
JDS Uniphase Corp.
|
3,503,157
|
46,837
|
*
|
Teradyne Inc.
|
2,837,083
|
46,017
|
*
|
Fortinet Inc.
|
1,927,399
|
45,641
|
*
|
PTC Inc.
|
1,786,791
|
45,545
|
*
|
Concur Technologies Inc.
|
663,265
|
45,540
|
*
|
WEX Inc.
|
576,958
|
45,291
|
|
Broadridge Financial Solutions Inc.
|
1,816,039
|
45,110
|
*
|
Aspen Technology Inc.
|
1,392,576
|
44,966
|
*
|
Ingram Micro Inc.
|
2,242,333
|
44,129
|
|
|
|
|
*
|
CoStar Group Inc.
|
401,441
|
43,942
|
*
|
NeuStar Inc. Class A
|
936,728
|
43,586
|
*
|
Atmel Corp.
|
6,219,073
|
43,285
|
|
AOL Inc.
|
1,092,859
|
42,064
|
*
|
Ultimate Software Group Inc.
|
390,188
|
40,642
|
*
|
Cymer Inc.
|
421,884
|
40,543
|
*
|
Aruba Networks Inc.
|
1,591,305
|
39,369
|
*
|
Brocade Communications Systems Inc.
|
6,716,286
|
38,753
|
|
MAXIMUS Inc.
|
482,577
|
38,592
|
*,^
3D Systems Corp.
|
1,167,542
|
37,642
|
*
|
Compuware Corp.
|
3,003,852
|
37,548
|
*
|
Verint Systems Inc.
|
1,023,116
|
37,395
|
|
FEI Co.
|
574,782
|
37,102
|
*
|
CoreLogic Inc.
|
1,386,877
|
35,865
|
*
|
Zebra Technologies Corp.
|
758,960
|
35,770
|
*
|
Semtech Corp.
|
987,091
|
34,933
|
*
|
NetSuite Inc.
|
436,331
|
34,933
|
*
|
Riverbed Technology Inc.
|
2,315,434
|
34,523
|
*
|
Rovi Corp.
|
1,547,939
|
33,141
|
^
|
IPG Photonics Corp.
|
498,418
|
33,100
|
|
DST Systems Inc.
|
462,372
|
32,953
|
*
|
Splunk Inc.
|
807,613
|
32,329
|
*
|
ValueClick Inc.
|
1,071,046
|
31,649
|
*
|
Microsemi Corp.
|
1,358,976
|
31,487
|
|
Lender Processing Services Inc.
|
1,202,980
|
30,628
|
|
Mentor Graphics Corp.
|
1,675,579
|
30,244
|
|
InterDigital Inc.
|
613,667
|
29,352
|
|
j2 Global Inc.
|
746,233
|
29,260
|
*
|
Polycom Inc.
|
2,635,967
|
29,207
|
*
|
ViaSat Inc.
|
597,092
|
28,923
|
*
|
ACI Worldwide Inc.
|
588,810
|
28,769
|
|
Anixter International Inc.
|
409,011
|
28,598
|
|
Diebold Inc.
|
942,775
|
28,585
|
*
|
Zynga Inc. Class A
|
8,459,887
|
28,425
|
*
|
QLIK Technologies Inc.
|
1,093,595
|
28,248
|
*
|
Cavium Inc.
|
724,431
|
28,115
|
|
Plantronics Inc.
|
634,389
|
28,034
|
*
|
Arris Group Inc.
|
1,619,620
|
27,809
|
*
|
ON Semiconductor Corp.
|
3,345,778
|
27,703
|
*
|
Informatica Corp.
|
802,922
|
27,677
|
*
|
Tyler Technologies Inc.
|
445,304
|
27,279
|
*
|
Fairchild Semiconductor International Inc. Class A
|
1,893,590
|
26,775
|
*
|
Vishay Intertechnology Inc.
|
1,954,883
|
26,606
|
*
|
Guidewire Software Inc.
|
673,634
|
25,894
|
*
|
Itron Inc.
|
555,870
|
25,792
|
*
|
Sourcefire Inc.
|
434,654
|
25,745
|
|
Cognex Corp.
|
609,664
|
25,697
|
*
|
Tech Data Corp.
|
562,368
|
25,650
|
*
|
Acme Packet Inc.
|
876,179
|
25,602
|
|
Lexmark International Inc. Class A
|
942,275
|
24,876
|
*,^
First Solar Inc.
|
909,451
|
24,519
|
|
Convergys Corp.
|
1,426,549
|
24,294
|
*
|
Hittite Microwave Corp.
|
399,442
|
24,190
|
|
Fair Isaac Corp.
|
528,807
|
24,161
|
|
Littelfuse Inc.
|
352,241
|
23,900
|
*
|
Silicon Laboratories Inc.
|
563,864
|
23,321
|
*
|
EchoStar Corp. Class A
|
598,436
|
23,321
|
|
|
|
|
^
|
Dolby Laboratories Inc. Class A
|
691,917
|
23,221
|
*
|
TiVo Inc.
|
1,874,057
|
23,220
|
*,^
Advanced Micro Devices Inc.
|
9,037,331
|
23,045
|
*
|
SS&C Technologies Holdings Inc.
|
768,670
|
23,045
|
*
|
Ciena Corp.
|
1,438,703
|
23,034
|
*
|
Vantiv Inc. Class A
|
953,817
|
22,644
|
*
|
Veeco Instruments Inc.
|
584,227
|
22,393
|
*
|
International Rectifier Corp.
|
1,029,726
|
21,779
|
*
|
Manhattan Associates Inc.
|
292,864
|
21,757
|
|
Cypress Semiconductor Corp.
|
1,961,221
|
21,632
|
|
MKS Instruments Inc.
|
785,780
|
21,373
|
*
|
Acxiom Corp.
|
1,047,046
|
21,360
|
*
|
RF Micro Devices Inc.
|
3,963,280
|
21,085
|
*
|
Cirrus Logic Inc.
|
912,906
|
20,769
|
*
|
PMC - Sierra Inc.
|
3,024,539
|
20,537
|
*
|
Entegris Inc.
|
2,069,384
|
20,404
|
|
Blackbaud Inc.
|
681,125
|
20,182
|
*
|
Sapient Corp.
|
1,649,471
|
20,107
|
*
|
Advent Software Inc.
|
716,207
|
20,032
|
*
|
CACI International Inc. Class A
|
343,096
|
19,855
|
*
|
Synaptics Inc.
|
479,877
|
19,526
|
|
Coherent Inc.
|
343,057
|
19,465
|
*
|
NETGEAR Inc.
|
573,956
|
19,233
|
*
|
Ixia
|
884,433
|
19,139
|
*
|
Dealertrack Technologies Inc.
|
641,835
|
18,857
|
*
|
Progress Software Corp.
|
819,469
|
18,667
|
*
|
Euronet Worldwide Inc.
|
702,839
|
18,513
|
*
|
Cardtronics Inc.
|
668,099
|
18,346
|
*
|
OpenTable Inc.
|
290,989
|
18,326
|
*
|
Cornerstone OnDemand Inc.
|
530,206
|
18,080
|
*,^
Fusion-io Inc.
|
1,081,837
|
17,710
|
|
Power Integrations Inc.
|
407,810
|
17,703
|
*
|
OSI Systems Inc.
|
284,035
|
17,693
|
*
|
Take-Two Interactive Software Inc.
|
1,093,140
|
17,654
|
*
|
Electronics for Imaging Inc.
|
686,700
|
17,415
|
*,^
VistaPrint NV
|
449,128
|
17,363
|
*
|
Finisar Corp.
|
1,314,951
|
17,344
|
^
|
ADTRAN Inc.
|
879,124
|
17,275
|
|
Heartland Payment Systems Inc.
|
523,167
|
17,249
|
*,^
Universal Display Corp.
|
584,300
|
17,173
|
|
Syntel Inc.
|
249,705
|
16,860
|
*
|
VeriFone Systems Inc.
|
806,951
|
16,688
|
|
NIC Inc.
|
868,315
|
16,637
|
|
Intersil Corp. Class A
|
1,882,004
|
16,392
|
*
|
QLogic Corp.
|
1,355,485
|
15,724
|
*
|
WebMD Health Corp.
|
632,243
|
15,376
|
*
|
Ultratech Inc.
|
386,227
|
15,268
|
*
|
Bottomline Technologies de Inc.
|
533,370
|
15,206
|
*
|
Unisys Corp.
|
655,521
|
14,913
|
*
|
Benchmark Electronics Inc.
|
823,173
|
14,834
|
*
|
Integrated Device Technology Inc.
|
1,955,524
|
14,608
|
|
Tessera Technologies Inc.
|
778,690
|
14,600
|
*
|
SYNNEX Corp.
|
388,883
|
14,389
|
*
|
ExactTarget Inc.
|
614,941
|
14,310
|
*
|
ExlService Holdings Inc.
|
432,569
|
14,223
|
*
|
MicroStrategy Inc. Class A
|
135,468
|
13,693
|
*
|
Insight Enterprises Inc.
|
663,645
|
13,684
|
|
|
|
|
*
|
MEMC Electronic Materials Inc.
|
3,095,620
|
13,621
|
|
MTS Systems Corp.
|
234,028
|
13,609
|
*
|
Synchronoss Technologies Inc.
|
433,418
|
13,449
|
*
|
Sanmina Corp.
|
1,170,645
|
13,299
|
*
|
Kulicke & Soffa Industries Inc.
|
1,122,034
|
12,971
|
*
|
Netscout Systems Inc.
|
527,220
|
12,954
|
*
|
RealPage Inc.
|
621,191
|
12,865
|
|
Monotype Imaging Holdings Inc.
|
531,652
|
12,627
|
*
|
Plexus Corp.
|
519,098
|
12,619
|
*
|
TriQuint Semiconductor Inc.
|
2,399,700
|
12,118
|
*,^
Angie's List Inc.
|
606,212
|
11,979
|
*
|
ScanSource Inc.
|
415,886
|
11,736
|
|
Monolithic Power Systems Inc.
|
478,743
|
11,667
|
*,^
VirnetX Holding Corp.
|
608,335
|
11,662
|
*
|
Cabot Microelectronics Corp.
|
331,356
|
11,515
|
*
|
Rogers Corp.
|
240,882
|
11,471
|
*
|
Rofin-Sinar Technologies Inc.
|
419,637
|
11,368
|
*,^
Liquidity Services Inc.
|
377,404
|
11,250
|
*,^
Freescale Semiconductor Ltd.
|
749,706
|
11,163
|
*
|
OmniVision Technologies Inc.
|
806,121
|
11,108
|
*
|
FARO Technologies Inc.
|
253,314
|
10,991
|
*
|
Sonus Networks Inc.
|
4,187,916
|
10,847
|
|
Badger Meter Inc.
|
202,102
|
10,816
|
*
|
Diodes Inc.
|
515,417
|
10,813
|
|
Loral Space & Communications Inc.
|
174,494
|
10,798
|
*
|
Web.com Group Inc.
|
624,964
|
10,674
|
*
|
Infinera Corp.
|
1,508,415
|
10,559
|
*
|
LivePerson Inc.
|
747,644
|
10,153
|
*
|
ATMI Inc.
|
451,396
|
10,125
|
*
|
CSG Systems International Inc.
|
476,691
|
10,101
|
*
|
Harmonic Inc.
|
1,727,471
|
10,002
|
|
Tellabs Inc.
|
4,762,066
|
9,953
|
*
|
BroadSoft Inc.
|
374,195
|
9,905
|
*
|
Jive Software Inc.
|
635,381
|
9,658
|
*
|
Imperva Inc.
|
250,033
|
9,626
|
|
Brooks Automation Inc.
|
939,353
|
9,563
|
*
|
Interactive Intelligence Group Inc.
|
215,474
|
9,556
|
|
ManTech International Corp. Class A
|
354,688
|
9,530
|
*
|
Lattice Semiconductor Corp.
|
1,715,016
|
9,347
|
*
|
Sykes Enterprises Inc.
|
585,305
|
9,341
|
*
|
Advanced Energy Industries Inc.
|
506,307
|
9,265
|
*
|
Newport Corp.
|
543,129
|
9,190
|
*
|
Comverse Inc.
|
325,708
|
9,133
|
|
AVX Corp.
|
753,194
|
8,963
|
*
|
Spansion Inc. Class A
|
694,528
|
8,939
|
*
|
Intermec Inc.
|
897,639
|
8,824
|
*
|
Measurement Specialties Inc.
|
217,911
|
8,666
|
*
|
Blucora Inc.
|
546,349
|
8,457
|
*
|
Ellie Mae Inc.
|
349,492
|
8,405
|
*
|
Monster Worldwide Inc.
|
1,652,388
|
8,378
|
*
|
Rambus Inc.
|
1,491,041
|
8,365
|
*
|
Emulex Corp.
|
1,278,563
|
8,349
|
|
EarthLink Inc.
|
1,529,058
|
8,287
|
*,^
RealD Inc.
|
629,093
|
8,178
|
*
|
Websense Inc.
|
543,122
|
8,147
|
*
|
comScore Inc.
|
477,981
|
8,021
|
^
|
Ebix Inc.
|
480,678
|
7,797
|
|
|
|
|
|
United Online Inc.
|
1,290,718
|
7,783
|
*
|
Checkpoint Systems Inc.
|
576,024
|
7,523
|
*
|
Applied Micro Circuits Corp.
|
1,005,271
|
7,459
|
*
|
InvenSense Inc.
|
687,713
|
7,345
|
*
|
Power-One Inc.
|
1,732,329
|
7,189
|
*,^
SunPower Corp. Class A
|
622,313
|
7,181
|
*
|
Bankrate Inc.
|
598,071
|
7,141
|
|
Pegasystems Inc.
|
253,835
|
7,128
|
|
Park Electrochemical Corp.
|
277,980
|
7,044
|
*
|
Infoblox Inc.
|
323,813
|
7,027
|
|
Forrester Research Inc.
|
215,669
|
6,826
|
*
|
LogMeIn Inc.
|
352,579
|
6,777
|
|
Booz Allen Hamilton Holding Corp.
|
503,756
|
6,770
|
*
|
Silicon Graphics International Corp.
|
483,869
|
6,653
|
*
|
TeleTech Holdings Inc.
|
311,088
|
6,598
|
|
EPIQ Systems Inc.
|
453,265
|
6,359
|
*
|
Digital River Inc.
|
447,268
|
6,324
|
*
|
Tangoe Inc.
|
506,409
|
6,274
|
*
|
FleetMatics Group plc
|
256,897
|
6,230
|
*
|
TTM Technologies Inc.
|
797,176
|
6,059
|
|
Comtech Telecommunications Corp.
|
245,047
|
5,950
|
*
|
Constant Contact Inc.
|
455,903
|
5,918
|
|
Micrel Inc.
|
560,643
|
5,892
|
*
|
Dice Holdings Inc.
|
565,703
|
5,731
|
*,^
Demandware Inc.
|
220,729
|
5,595
|
*,^
GT Advanced Technologies Inc.
|
1,698,717
|
5,589
|
*
|
Silicon Image Inc.
|
1,146,471
|
5,572
|
*
|
MoneyGram International Inc.
|
300,756
|
5,444
|
*
|
Super Micro Computer Inc.
|
472,134
|
5,330
|
|
Black Box Corp.
|
242,052
|
5,279
|
*
|
Entropic Communications Inc.
|
1,245,932
|
5,071
|
*
|
Bazaarvoice Inc.
|
689,904
|
5,050
|
*
|
Volterra Semiconductor Corp.
|
352,786
|
5,010
|
*,^
Demand Media Inc.
|
576,769
|
4,978
|
*
|
IntraLinks Holdings Inc.
|
780,555
|
4,964
|
*
|
Ceva Inc.
|
316,389
|
4,936
|
*
|
Responsys Inc.
|
543,442
|
4,809
|
*
|
EPAM Systems Inc.
|
198,095
|
4,602
|
*
|
Calix Inc.
|
544,970
|
4,441
|
*
|
DTS Inc.
|
263,633
|
4,384
|
*
|
Quantum Corp.
|
3,393,591
|
4,344
|
*
|
Yelp Inc.
|
173,695
|
4,118
|
|
Electro Scientific Industries Inc.
|
372,454
|
4,116
|
*
|
iGATE Corp.
|
215,854
|
4,060
|
*
|
Kemet Corp.
|
636,027
|
3,975
|
*
|
FormFactor Inc.
|
787,818
|
3,703
|
*,^
Higher One Holdings Inc.
|
415,874
|
3,697
|
*,^
Amkor Technology Inc.
|
903,400
|
3,614
|
*
|
Mercury Systems Inc.
|
453,934
|
3,345
|
*
|
Millennial Media Inc.
|
475,527
|
3,020
|
*
|
Avid Technology Inc.
|
460,205
|
2,885
|
*
|
Inphi Corp.
|
256,114
|
2,676
|
*
|
Active Network Inc.
|
633,825
|
2,656
|
*
|
QuinStreet Inc.
|
418,821
|
2,500
|
*
|
Aeroflex Holding Corp.
|
313,805
|
2,467
|
*
|
STEC Inc.
|
556,398
|
2,459
|
*,^
Travelzoo Inc.
|
114,057
|
2,437
|
|
|
|
|
*
|
RealNetworks Inc.
|
314,019
|
2,421
|
*,^
Ruckus Wireless Inc.
|
110,044
|
2,311
|
*
|
M/A-COM Technology Solutions Holdings Inc.
|
135,279
|
2,174
|
*
|
Multi-Fineline Electronix Inc.
|
124,136
|
1,915
|
|
Ubiquiti Networks Inc.
|
131,153
|
1,799
|
*
|
Limelight Networks Inc.
|
720,707
|
1,485
|
*
|
Viasystems Group Inc.
|
60,615
|
790
|
*
|
KIT Digital Inc.
|
241
|
—
|
|
|
|
4,850,032
|
Materials (6.5%)
|
|
|
|
Rock Tenn Co. Class A
|
1,071,202
|
99,397
|
|
Rockwood Holdings Inc.
|
1,177,405
|
77,049
|
|
Valspar Corp.
|
1,206,478
|
75,103
|
|
Packaging Corp. of America
|
1,464,035
|
65,691
|
|
Royal Gold Inc.
|
911,889
|
64,771
|
|
Axiall Corp.
|
1,040,330
|
64,667
|
|
RPM International Inc.
|
1,973,111
|
62,311
|
|
Bemis Co. Inc.
|
1,536,050
|
61,995
|
|
Aptargroup Inc.
|
937,052
|
53,740
|
|
Sonoco Products Co.
|
1,504,687
|
52,649
|
|
Cytec Industries Inc.
|
668,203
|
49,500
|
|
Steel Dynamics Inc.
|
3,117,079
|
49,468
|
*
|
Louisiana-Pacific Corp.
|
2,076,516
|
44,853
|
^
|
United States Steel Corp.
|
2,150,995
|
41,944
|
|
Eagle Materials Inc.
|
625,550
|
41,680
|
|
NewMarket Corp.
|
159,925
|
41,638
|
|
Domtar Corp.
|
509,451
|
39,544
|
|
Compass Minerals International Inc.
|
496,446
|
39,170
|
|
Carpenter Technology Corp.
|
746,853
|
36,812
|
|
PolyOne Corp.
|
1,408,934
|
34,392
|
*
|
Owens-Illinois Inc.
|
1,221,420
|
32,551
|
*
|
Chemtura Corp.
|
1,459,136
|
31,532
|
|
Silgan Holdings Inc.
|
663,744
|
31,362
|
|
Cabot Corp.
|
902,155
|
30,854
|
|
Olin Corp.
|
1,195,688
|
30,155
|
|
HB Fuller Co.
|
749,137
|
29,276
|
|
Sensient Technologies Corp.
|
745,067
|
29,125
|
|
Westlake Chemical Corp.
|
298,777
|
27,936
|
|
Scotts Miracle-Gro Co. Class A
|
642,347
|
27,775
|
|
Commercial Metals Co.
|
1,734,972
|
27,499
|
|
Walter Energy Inc.
|
932,570
|
26,578
|
*
|
Coeur d'Alene Mines Corp.
|
1,348,113
|
25,425
|
|
Worthington Industries Inc.
|
787,855
|
24,408
|
|
Allegheny Technologies Inc.
|
760,120
|
24,103
|
|
Minerals Technologies Inc.
|
522,810
|
21,702
|
*
|
Stillwater Mining Co.
|
1,667,445
|
21,560
|
*
|
Graphic Packaging Holding Co.
|
2,853,218
|
21,371
|
|
Greif Inc. Class A
|
377,530
|
20,243
|
*,^
Texas Industries Inc.
|
314,549
|
19,851
|
*
|
Allied Nevada Gold Corp.
|
1,202,126
|
19,787
|
|
Balchem Corp.
|
440,934
|
19,375
|
|
Tronox Ltd. Class A
|
946,249
|
18,745
|
|
Schweitzer-Mauduit International Inc.
|
468,695
|
18,153
|
|
Innophos Holdings Inc.
|
325,477
|
17,758
|
|
Kaiser Aluminum Corp.
|
272,976
|
17,648
|
*
|
Clearwater Paper Corp.
|
325,672
|
17,160
|
*
|
Resolute Forest Products
|
1,059,594
|
17,144
|
|
|
|
|
|
Hecla Mining Co.
|
4,252,071
|
16,796
|
|
Stepan Co.
|
262,457
|
16,561
|
|
KapStone Paper and Packaging Corp.
|
594,336
|
16,523
|
|
Buckeye Technologies Inc.
|
550,836
|
16,498
|
*
|
SunCoke Energy Inc.
|
992,385
|
16,206
|
|
Intrepid Potash Inc.
|
844,981
|
15,852
|
|
PH Glatfelter Co.
|
639,056
|
14,941
|
|
Innospec Inc.
|
330,367
|
14,629
|
*
|
RTI International Metals Inc.
|
453,778
|
14,380
|
*
|
Calgon Carbon Corp.
|
764,500
|
13,837
|
|
Globe Specialty Metals Inc.
|
953,898
|
13,278
|
|
A Schulman Inc.
|
414,392
|
13,078
|
|
Koppers Holdings Inc.
|
292,015
|
12,843
|
|
Boise Inc.
|
1,346,280
|
11,659
|
*
|
Flotek Industries Inc.
|
709,484
|
11,600
|
*
|
OM Group Inc.
|
481,977
|
11,317
|
*
|
Kraton Performance Polymers Inc.
|
479,953
|
11,231
|
|
Deltic Timber Corp.
|
160,730
|
11,045
|
|
Quaker Chemical Corp.
|
185,021
|
10,920
|
|
AMCOL International Corp.
|
357,302
|
10,787
|
|
Tredegar Corp.
|
358,714
|
10,561
|
|
American Vanguard Corp.
|
333,454
|
10,184
|
|
Haynes International Inc.
|
184,038
|
10,177
|
*
|
LSB Industries Inc.
|
284,251
|
9,886
|
|
Schnitzer Steel Industries Inc.
|
343,316
|
9,153
|
*,^
Molycorp Inc.
|
1,702,474
|
8,853
|
|
Materion Corp.
|
307,493
|
8,764
|
*
|
Ferro Corp.
|
1,291,617
|
8,718
|
^
|
US Silica Holdings Inc.
|
353,755
|
8,342
|
*
|
Berry Plastics Group Inc.
|
420,314
|
8,007
|
*
|
Horsehead Holding Corp.
|
652,393
|
7,098
|
^
|
AK Steel Holding Corp.
|
1,923,057
|
6,365
|
*
|
Century Aluminum Co.
|
789,146
|
6,108
|
^
|
Gold Resource Corp.
|
468,404
|
6,103
|
^
|
Kronos Worldwide Inc.
|
343,351
|
5,373
|
|
Metals USA Holdings Corp.
|
249,670
|
5,156
|
|
Greif Inc. Class B
|
81,850
|
4,592
|
*,^
Paramount Gold and Silver Corp.
|
1,753,044
|
3,909
|
|
FutureFuel Corp.
|
274,931
|
3,340
|
|
Noranda Aluminum Holding Corp.
|
503,129
|
2,259
|
|
|
|
2,162,379
|
Telecommunication Services (0.7%)
|
|
|
*
|
tw telecom inc Class A
|
2,265,382
|
57,065
|
*
|
Level 3 Communications Inc.
|
1,466,430
|
29,754
|
|
Telephone & Data Systems Inc.
|
1,351,861
|
28,484
|
*
|
MetroPCS Communications Inc.
|
2,469,238
|
26,914
|
*
|
Clearwire Corp. Class A
|
6,710,114
|
21,741
|
|
Cogent Communications Group Inc.
|
632,770
|
16,705
|
*,^
NII Holdings Inc.
|
2,431,370
|
10,528
|
|
Consolidated Communications Holdings Inc.
|
567,124
|
9,953
|
*
|
Cincinnati Bell Inc.
|
3,010,686
|
9,815
|
*
|
Vonage Holdings Corp.
|
2,544,319
|
7,353
|
*
|
United States Cellular Corp.
|
188,858
|
6,799
|
|
Atlantic Tele-Network Inc.
|
115,566
|
5,606
|
*
|
Iridium Communications Inc.
|
851,828
|
5,128
|
|
|
|
|
|
|
*,^
Leap Wireless International Inc.
|
|
|
821,138
|
4,836
|
|
|
|
|
|
240,681
|
Utilities (4.0%)
|
|
|
|
|
|
AGL Resources Inc.
|
|
|
1,757,712
|
73,736
|
|
NV Energy Inc.
|
|
|
3,503,092
|
70,167
|
|
ITC Holdings Corp.
|
|
|
779,517
|
69,580
|
|
Aqua America Inc.
|
|
|
2,092,997
|
65,804
|
|
UGI Corp.
|
|
|
1,687,788
|
64,794
|
|
Questar Corp.
|
|
|
2,610,545
|
63,515
|
|
Westar Energy Inc.
|
|
|
1,890,643
|
62,731
|
|
Atmos Energy Corp.
|
|
|
1,347,547
|
57,527
|
|
Great Plains Energy Inc.
|
|
|
2,288,839
|
53,078
|
|
Vectren Corp.
|
|
|
1,224,378
|
43,367
|
|
Hawaiian Electric Industries Inc.
|
|
|
1,558,963
|
43,199
|
|
Cleco Corp.
|
|
|
907,614
|
42,685
|
*
|
Dynegy Inc.
|
|
|
1,599,034
|
38,361
|
|
Piedmont Natural Gas Co. Inc.
|
|
|
1,140,490
|
37,499
|
|
IDACORP Inc.
|
|
|
747,287
|
36,072
|
|
Portland General Electric Co.
|
|
|
1,127,315
|
34,191
|
|
WGL Holdings Inc.
|
|
|
770,871
|
33,995
|
|
Southwest Gas Corp.
|
|
|
690,783
|
32,785
|
|
Black Hills Corp.
|
|
|
658,594
|
29,004
|
|
ALLETE Inc.
|
|
|
588,254
|
28,836
|
|
UNS Energy Corp.
|
|
|
586,423
|
28,700
|
|
UIL Holdings Corp.
|
|
|
717,200
|
28,394
|
|
New Jersey Resources Corp.
|
|
|
622,485
|
27,918
|
|
PNM Resources Inc.
|
|
|
1,186,895
|
27,643
|
|
South Jersey Industries Inc.
|
|
|
472,858
|
26,286
|
|
Avista Corp.
|
|
|
893,332
|
24,477
|
|
NorthWestern Corp.
|
|
|
555,932
|
22,159
|
|
El Paso Electric Co.
|
|
|
598,639
|
20,144
|
|
MGE Energy Inc.
|
|
|
344,890
|
19,121
|
|
Northwest Natural Gas Co.
|
|
|
401,978
|
17,615
|
|
Otter Tail Corp.
|
|
|
538,021
|
16,754
|
|
American States Water Co.
|
|
|
287,697
|
16,563
|
|
CH Energy Group Inc.
|
|
|
222,417
|
14,544
|
|
Empire District Electric Co.
|
|
|
632,381
|
14,165
|
|
Laclede Group Inc.
|
|
|
319,738
|
13,653
|
|
California Water Service Group
|
|
|
663,900
|
13,212
|
|
Atlantic Power Corp.
|
|
|
1,776,502
|
8,758
|
|
Ormat Technologies Inc.
|
|
|
269,338
|
5,562
|
|
|
|
|
|
1,326,594
|
Total Common Stocks (Cost $26,337,916)
|
|
|
|
33,010,999
|
|
|
Coupon
|
|
|
|
Temporary Cash Investments (2.1%)
1
|
|
|
|
|
Money Market Fund (2.0%)
|
|
|
|
|
2,3
Vanguard Market Liquidity Fund
|
0.147%
|
|
681,910,391
|
681,910
|
|
|
|
|
|
Face
|
|
|
|
|
Maturity
|
Amount
|
|
|
|
|
Date
|
($000)
|
|
U.S. Government and Agency Obligations (0.1%)
|
|
|
|
|
4
|
Fannie Mae Discount Notes
|
0.140%
|
4/1/13
|
1,000
|
1,000
|
5
|
Federal Home Loan Bank Discount Notes
|
0.090%
|
4/3/13
|
15,000
|
15,000
|
|
|
|
|
|
5,6
Federal Home Loan Bank Discount Notes
|
0.100%
|
4/12/13
|
20,000
|
19,999
|
|
|
|
|
35,999
|
Total Temporary Cash Investments (Cost $717,910)
|
|
|
|
717,909
|
Total Investments (101.4%) (Cost $27,055,826)
|
|
|
|
33,728,908
|
Other Assets and Liabilities-Net (-1.4%)
3
|
|
|
|
(481,328)
|
Net Assets (100%)
|
|
|
|
33,247,580
|
* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $451,438,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 1.4%, respectively, of net assets.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
3 Includes $476,611,000 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 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.
6 Securities with a value of $8,902,000 have been segregated as initial margin for open futures contracts.
REIT—Real Estate Investment Trust.
A.
Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.
B
. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments).
The following table summarizes the market value of the fund's investments as of March 31, 2013,
based on the inputs used to value them:
|
|
|
|
Small-Cap Index Fund
|
|
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
Investments
|
($000)
|
($000)
|
($000)
|
Common Stocks
|
33,010,716
|
—
|
283
|
Temporary Cash Investments
|
681,910
|
35,999
|
—
|
Futures Contracts—Assets
1
|
743
|
—
|
—
|
Futures Contracts—Liabilities
1
|
(20)
|
—
|
—
|
Total
|
33,693,349
|
35,999
|
283
|
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 March 31, 2013, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
|
|
|
|
|
|
|
|
|
($000)
|
|
|
|
Aggregate
|
|
|
|
Number of
|
Settlement
|
Unrealized
|
|
|
Long (Short)
|
Value
|
Appreciation
|
Futures Contracts
|
Expiration
|
Contracts
|
Long (Short)
|
(Depreciation)
|
E-mini Russell 2000 Index
|
June 2013
|
1,465
|
139,014
|
1,005
|
E-mini S&P Midcap 400 Index
|
June 2013
|
719
|
82,757
|
1,775
|
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D
. At March 31, 2013, the cost of investment securities for tax purposes was $27,056,918,000. Net unrealized appreciation of investment securities for tax purposes was $6,671,990,000, consisting of unrealized gains of $7,939,628,000 on securities that had risen in value since their purchase and $1,267,638,000 in unrealized losses on securities that had fallen in value since their purchase.
|
|
|
|
Vanguard Small-Cap Growth Index Fund
|
|
|
|
|
|
Schedule of Investments
|
|
|
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
Common Stocks (95.8%)
1
|
|
|
Consumer Discretionary (17.3%)
|
|
|
|
GNC Holdings Inc. Class A
|
1,193,511
|
46,881
|
*
|
Penn National Gaming Inc.
|
782,537
|
42,593
|
*
|
Madison Square Garden Co. Class A
|
708,771
|
40,825
|
*
|
AMC Networks Inc. Class A
|
646,051
|
40,818
|
|
Brunswick Corp.
|
1,074,715
|
36,777
|
*
|
Hanesbrands Inc.
|
762,958
|
34,760
|
*
|
Carter's Inc.
|
602,486
|
34,504
|
|
Chico's FAS Inc.
|
1,995,401
|
33,523
|
|
Domino's Pizza Inc.
|
647,267
|
33,295
|
*
|
Cabela's Inc.
|
546,079
|
33,191
|
*
|
Liberty Ventures Class A
|
420,503
|
31,782
|
|
Sotheby's
|
814,472
|
30,469
|
*
|
Ascena Retail Group Inc.
|
1,597,041
|
29,625
|
*
|
Tenneco Inc.
|
723,104
|
28,425
|
*,^
Tesla Motors Inc.
|
744,789
|
28,220
|
|
Pool Corp.
|
561,655
|
26,959
|
|
Vail Resorts Inc.
|
428,115
|
26,680
|
|
Dillard's Inc. Class A
|
337,045
|
26,475
|
|
Pier 1 Imports Inc.
|
1,146,040
|
26,359
|
*
|
Fifth & Pacific Cos. Inc.
|
1,358,722
|
25,653
|
*
|
Bally Technologies Inc.
|
491,488
|
25,543
|
|
DSW Inc. Class A
|
399,913
|
25,514
|
*
|
Big Lots Inc.
|
713,693
|
25,172
|
|
HSN Inc.
|
454,950
|
24,959
|
|
Aaron's Inc.
|
865,269
|
24,816
|
|
Cheesecake Factory Inc.
|
613,391
|
23,683
|
*
|
Deckers Outdoor Corp.
|
422,506
|
23,529
|
|
Ryland Group Inc.
|
537,916
|
22,388
|
*,^
Groupon Inc.
|
3,525,084
|
21,574
|
*
|
Steven Madden Ltd.
|
495,921
|
21,394
|
*
|
Life Time Fitness Inc.
|
497,001
|
21,262
|
*
|
Live Nation Entertainment Inc.
|
1,717,881
|
21,250
|
*,^
Coinstar Inc.
|
361,537
|
21,121
|
*
|
Lions Gate Entertainment Corp.
|
868,532
|
20,645
|
|
Thor Industries Inc.
|
540,684
|
19,892
|
|
Morningstar Inc.
|
282,265
|
19,736
|
*
|
Buffalo Wild Wings Inc.
|
223,489
|
19,562
|
*
|
Lumber Liquidators Holdings Inc.
|
276,516
|
19,417
|
*
|
Shutterfly Inc.
|
411,189
|
18,162
|
|
Penske Automotive Group Inc.
|
542,825
|
18,109
|
*
|
Starz - Liberty Capital
|
815,034
|
18,053
|
*
|
Hibbett Sports Inc.
|
315,760
|
17,768
|
*
|
Genesco Inc.
|
294,407
|
17,691
|
|
Six Flags Entertainment Corp.
|
239,285
|
17,343
|
*
|
Jack in the Box Inc.
|
488,342
|
16,892
|
*
|
ANN Inc.
|
579,588
|
16,820
|
^
|
Buckle Inc.
|
345,752
|
16,129
|
*
|
Crocs Inc.
|
1,085,517
|
16,087
|
*
|
Vitamin Shoppe Inc.
|
325,290
|
15,890
|
|
|
|
|
*
|
Express Inc.
|
886,947
|
15,797
|
|
Texas Roadhouse Inc. Class A
|
761,731
|
15,379
|
|
Arbitron Inc.
|
314,188
|
14,726
|
|
Monro Muffler Brake Inc.
|
354,225
|
14,066
|
*,^
Francesca's Holdings Corp.
|
484,772
|
13,894
|
*
|
Papa John's International Inc.
|
221,626
|
13,701
|
*
|
Office Depot Inc.
|
3,429,770
|
13,479
|
*
|
Jos A Bank Clothiers Inc.
|
335,835
|
13,400
|
*
|
Aeropostale Inc.
|
977,438
|
13,293
|
*
|
Standard Pacific Corp.
|
1,533,995
|
13,254
|
|
Dorman Products Inc.
|
350,213
|
13,031
|
*
|
HomeAway Inc.
|
396,956
|
12,901
|
|
DineEquity Inc.
|
187,274
|
12,883
|
*
|
Select Comfort Corp.
|
642,838
|
12,709
|
|
KB Home
|
581,974
|
12,670
|
*
|
Asbury Automotive Group Inc.
|
339,598
|
12,460
|
*
|
Meritage Homes Corp.
|
262,941
|
12,321
|
|
La-Z-Boy Inc.
|
628,831
|
11,866
|
*
|
Conn's Inc.
|
328,125
|
11,780
|
^
|
Sturm Ruger & Co. Inc.
|
230,435
|
11,690
|
*
|
Grand Canyon Education Inc.
|
460,178
|
11,684
|
*
|
Orient-Express Hotels Ltd. Class A
|
1,175,673
|
11,592
|
*
|
SHFL Entertainment Inc.
|
671,097
|
11,120
|
*
|
AFC Enterprises Inc.
|
289,021
|
10,500
|
|
Interval Leisure Group Inc.
|
476,614
|
10,362
|
*
|
Pinnacle Entertainment Inc.
|
705,997
|
10,322
|
*
|
Tumi Holdings Inc.
|
492,643
|
10,316
|
|
Ethan Allen Interiors Inc.
|
312,124
|
10,275
|
*
|
BJ's Restaurants Inc.
|
302,945
|
10,082
|
|
Matthews International Corp. Class A
|
285,340
|
9,956
|
*,^
Pandora Media Inc.
|
699,652
|
9,907
|
*
|
Skechers U.S.A. Inc. Class A
|
467,720
|
9,892
|
*
|
Marriott Vacations Worldwide Corp.
|
227,327
|
9,755
|
|
Stage Stores Inc.
|
371,417
|
9,612
|
^
|
Columbia Sportswear Co.
|
162,528
|
9,407
|
*
|
Krispy Kreme Doughnuts Inc.
|
623,054
|
8,997
|
*
|
Children's Place Retail Stores Inc.
|
183,674
|
8,232
|
*
|
G-III Apparel Group Ltd.
|
203,980
|
8,182
|
*
|
iRobot Corp.
|
315,135
|
8,086
|
*
|
Sonic Corp.
|
627,613
|
8,084
|
*,^
K12 Inc.
|
328,512
|
7,920
|
*
|
New York Times Co. Class A
|
796,967
|
7,810
|
|
True Religion Apparel Inc.
|
294,311
|
7,684
|
*
|
American Axle & Manufacturing Holdings Inc.
|
555,640
|
7,584
|
*
|
American Public Education Inc.
|
216,960
|
7,570
|
*
|
Winnebago Industries Inc.
|
350,765
|
7,240
|
*
|
Smith & Wesson Holding Corp.
|
786,637
|
7,080
|
*
|
Ascent Capital Group Inc. Class A
|
94,567
|
7,040
|
*
|
Arctic Cat Inc.
|
157,914
|
6,901
|
*
|
Denny's Corp.
|
1,140,992
|
6,584
|
|
Lithia Motors Inc. Class A
|
136,564
|
6,484
|
*
|
Zumiez Inc.
|
282,711
|
6,474
|
*
|
M/I Homes Inc.
|
253,302
|
6,193
|
*
|
LeapFrog Enterprises Inc.
|
704,815
|
6,033
|
*,^
Barnes & Noble Inc.
|
360,020
|
5,922
|
*
|
Gentherm Inc.
|
355,704
|
5,826
|
*,^
Vera Bradley Inc.
|
243,676
|
5,758
|
|
|
|
|
*
|
Mattress Firm Holding Corp.
|
162,783
|
5,623
|
*
|
rue21 inc
|
185,691
|
5,457
|
*
|
Scientific Games Corp. Class A
|
611,622
|
5,352
|
|
Ameristar Casinos Inc.
|
197,707
|
5,186
|
|
Choice Hotels International Inc.
|
122,238
|
5,172
|
*
|
Saks Inc.
|
449,541
|
5,156
|
*
|
Blue Nile Inc.
|
149,017
|
5,134
|
|
Valassis Communications Inc.
|
167,508
|
5,003
|
*
|
Maidenform Brands Inc.
|
283,384
|
4,968
|
*
|
Capella Education Co.
|
149,872
|
4,667
|
*,^
Caesars Entertainment Corp.
|
293,632
|
4,657
|
*,^
Hovnanian Enterprises Inc. Class A
|
787,479
|
4,544
|
|
Oxford Industries Inc.
|
84,951
|
4,511
|
|
Hot Topic Inc.
|
314,950
|
4,372
|
*
|
Quiksilver Inc.
|
696,779
|
4,229
|
*
|
Red Robin Gourmet Burgers Inc.
|
82,403
|
3,758
|
*
|
Pep Boys-Manny Moe & Jack
|
316,648
|
3,733
|
|
Movado Group Inc.
|
110,964
|
3,720
|
*,^
Boyd Gaming Corp.
|
440,007
|
3,639
|
*
|
Bravo Brio Restaurant Group Inc.
|
224,293
|
3,551
|
|
CEC Entertainment Inc.
|
107,208
|
3,511
|
|
Haverty Furniture Cos. Inc.
|
162,808
|
3,347
|
|
Drew Industries Inc.
|
84,217
|
3,058
|
*
|
Beazer Homes USA Inc.
|
192,383
|
3,047
|
*
|
Modine Manufacturing Co.
|
330,410
|
3,007
|
*
|
Fuel Systems Solutions Inc.
|
180,113
|
2,966
|
*,^
ITT Educational Services Inc.
|
209,783
|
2,891
|
*
|
America's Car-Mart Inc.
|
53,445
|
2,498
|
|
Strayer Education Inc.
|
49,972
|
2,418
|
*
|
Cavco Industries Inc.
|
48,273
|
2,296
|
*
|
Biglari Holdings Inc.
|
5,738
|
2,141
|
|
Shoe Carnival Inc.
|
101,028
|
2,065
|
*
|
Vitacost.com Inc.
|
280,636
|
2,029
|
*
|
Wet Seal Inc. Class A
|
660,760
|
1,996
|
*
|
Libbey Inc.
|
97,742
|
1,889
|
*
|
Cumulus Media Inc. Class A
|
549,648
|
1,852
|
*
|
Unifi Inc.
|
96,963
|
1,852
|
*
|
Orbitz Worldwide Inc.
|
317,798
|
1,815
|
*
|
Clear Channel Outdoor Holdings Inc. Class A
|
240,479
|
1,801
|
*
|
Body Central Corp.
|
185,633
|
1,745
|
*
|
ReachLocal Inc.
|
103,428
|
1,547
|
*,^
Overstock.com Inc.
|
124,225
|
1,530
|
^
|
Blyth Inc.
|
81,679
|
1,418
|
*
|
Gordmans Stores Inc.
|
103,870
|
1,216
|
|
NACCO Industries Inc. Class A
|
21,189
|
1,131
|
*
|
Kirkland's Inc.
|
96,940
|
1,111
|
*
|
Ignite Restaurant Group Inc.
|
75,021
|
1,101
|
*
|
Citi Trends Inc.
|
103,481
|
1,059
|
*
|
Career Education Corp.
|
416,892
|
988
|
*,^
Skullcandy Inc.
|
180,964
|
955
|
*,^
Zagg Inc.
|
119,630
|
871
|
|
Destination Maternity Corp.
|
35,450
|
830
|
|
Fisher Communications Inc.
|
15,431
|
606
|
*
|
Martha Stewart Living Omnimedia Class A
|
224,170
|
592
|
*
|
New York & Co. Inc.
|
112,069
|
458
|
*
|
Coldwater Creek Inc.
|
116,888
|
369
|
|
|
|
1,982,419
|
|
|
|
|
Consumer Staples (3.3%)
|
|
|
*
|
Dean Foods Co.
|
2,221,418
|
40,274
|
*
|
United Natural Foods Inc.
|
587,919
|
28,926
|
*
|
Hain Celestial Group Inc.
|
469,345
|
28,668
|
*
|
TreeHouse Foods Inc.
|
434,881
|
28,332
|
|
Nu Skin Enterprises Inc. Class A
|
632,911
|
27,975
|
|
Casey's General Stores Inc.
|
460,490
|
26,846
|
*
|
Darling International Inc.
|
1,414,571
|
25,406
|
*
|
Fresh Market Inc.
|
462,445
|
19,779
|
|
PriceSmart Inc.
|
236,111
|
18,376
|
*
|
Boston Beer Co. Inc. Class A
|
105,964
|
16,916
|
*
|
Rite Aid Corp.
|
8,110,500
|
15,410
|
|
J&J Snack Foods Corp.
|
181,948
|
13,990
|
*
|
Elizabeth Arden Inc.
|
318,582
|
12,823
|
*
|
Susser Holdings Corp.
|
201,792
|
10,314
|
|
Seaboard Corp.
|
3,344
|
9,363
|
*
|
Prestige Brands Holdings Inc.
|
303,460
|
7,796
|
*
|
Boulder Brands Inc.
|
711,931
|
6,393
|
*
|
Annie's Inc.
|
165,793
|
6,343
|
|
Inter Parfums Inc.
|
202,445
|
4,946
|
|
Sanderson Farms Inc.
|
81,950
|
4,476
|
*,^
USANA Health Sciences Inc.
|
86,686
|
4,189
|
*
|
Medifast Inc.
|
158,853
|
3,641
|
*
|
Revlon Inc. Class A
|
147,848
|
3,306
|
|
Calavo Growers Inc.
|
90,998
|
2,619
|
*,^
Star Scientific Inc.
|
1,406,647
|
2,335
|
|
National Beverage Corp.
|
139,347
|
1,958
|
|
Nature's Sunshine Products Inc.
|
93,922
|
1,431
|
|
Coca-Cola Bottling Co. Consolidated
|
23,253
|
1,403
|
*
|
Chefs' Warehouse Inc.
|
74,551
|
1,377
|
*
|
Chiquita Brands International Inc.
|
175,649
|
1,363
|
|
|
|
376,974
|
Energy (6.3%)
|
|
|
*
|
Cheniere Energy Inc.
|
2,274,412
|
63,684
|
*
|
Gulfport Energy Corp.
|
915,414
|
41,953
|
*
|
Atwood Oceanics Inc.
|
707,121
|
37,152
|
*
|
Dril-Quip Inc.
|
412,814
|
35,985
|
*
|
Oasis Petroleum Inc.
|
897,594
|
34,171
|
*
|
Rosetta Resources Inc.
|
629,387
|
29,946
|
*
|
Kodiak Oil & Gas Corp.
|
3,169,658
|
28,812
|
|
Lufkin Industries Inc.
|
404,255
|
26,839
|
|
Berry Petroleum Co. Class A
|
566,893
|
26,241
|
*
|
SemGroup Corp. Class A
|
451,916
|
23,373
|
|
CARBO Ceramics Inc.
|
249,772
|
22,747
|
|
Energy XXI Bermuda Ltd.
|
810,469
|
22,061
|
*
|
McMoRan Exploration Co.
|
1,265,555
|
20,692
|
*
|
Hornbeck Offshore Services Inc.
|
404,262
|
18,782
|
*
|
PDC Energy Inc.
|
363,907
|
18,039
|
|
World Fuel Services Corp.
|
433,335
|
17,212
|
*
|
Halcon Resources Corp.
|
2,085,353
|
16,245
|
*
|
Geospace Technologies Corp.
|
145,516
|
15,704
|
*
|
Gran Tierra Energy Inc.
|
2,405,026
|
14,142
|
*
|
Forum Energy Technologies Inc.
|
463,975
|
13,344
|
*
|
Carrizo Oil & Gas Inc.
|
456,782
|
11,771
|
*
|
Bill Barrett Corp.
|
579,419
|
11,745
|
*,^
Clean Energy Fuels Corp.
|
836,383
|
10,873
|
*
|
Northern Oil and Gas Inc.
|
726,876
|
10,452
|
|
|
|
|
*
|
Approach Resources Inc.
|
417,208
|
10,267
|
*
|
Rex Energy Corp.
|
538,612
|
8,876
|
|
Targa Resources Corp.
|
125,016
|
8,496
|
|
RPC Inc.
|
515,000
|
7,813
|
*,^
Heckmann Corp.
|
1,809,370
|
7,762
|
*
|
Magnum Hunter Resources Corp.
|
1,920,996
|
7,703
|
*
|
C&J Energy Services Inc.
|
329,548
|
7,547
|
|
CVR Energy Inc.
|
135,669
|
7,003
|
|
Enbridge Energy Management LLC
|
211,013
|
6,377
|
|
Contango Oil & Gas Co.
|
156,220
|
6,263
|
|
Rentech Inc.
|
2,639,821
|
6,204
|
*
|
Goodrich Petroleum Corp.
|
327,327
|
5,123
|
*
|
Cloud Peak Energy Inc.
|
256,638
|
4,820
|
*
|
ION Geophysical Corp.
|
522,634
|
3,559
|
*
|
Triangle Petroleum Corp.
|
530,512
|
3,501
|
*
|
Green Plains Renewable Energy Inc.
|
302,534
|
3,461
|
*
|
Matrix Service Co.
|
215,732
|
3,214
|
*
|
Clayton Williams Energy Inc.
|
72,944
|
3,190
|
*
|
PetroQuest Energy Inc.
|
694,394
|
3,083
|
*,^
Solazyme Inc.
|
363,315
|
2,838
|
*,^
Sanchez Energy Corp.
|
140,649
|
2,802
|
*,^
Quicksilver Resources Inc.
|
1,146,641
|
2,580
|
*,^
BPZ Resources Inc.
|
1,119,086
|
2,540
|
*
|
Resolute Energy Corp.
|
208,824
|
2,404
|
*
|
Vantage Drilling Co.
|
1,367,472
|
2,393
|
*
|
Matador Resources Co.
|
266,726
|
2,363
|
*
|
Abraxas Petroleum Corp.
|
807,092
|
1,864
|
*
|
Vaalco Energy Inc.
|
231,252
|
1,755
|
*
|
FX Energy Inc.
|
520,817
|
1,750
|
*
|
RigNet Inc.
|
55,259
|
1,378
|
|
Alon USA Energy Inc.
|
71,476
|
1,362
|
*,^
Uranium Energy Corp.
|
546,890
|
1,203
|
*,^
Amyris Inc.
|
330,626
|
1,018
|
|
Apco Oil and Gas International Inc.
|
81,430
|
1,010
|
*
|
TransAtlantic Petroleum Ltd.
|
893,014
|
889
|
*,^
KiOR Inc.
|
123,498
|
574
|
*
|
Diamondback Energy Inc.
|
21,000
|
564
|
*,^
Hyperdynamics Corp.
|
916,806
|
558
|
*,^
ZaZa Energy Corp.
|
298,891
|
541
|
*,^
James River Coal Co.
|
282,171
|
494
|
|
|
|
719,107
|
Financials (7.9%)
|
|
|
|
Corrections Corp. of America
|
1,202,492
|
46,981
|
|
Waddell & Reed Financial Inc. Class A
|
1,024,039
|
44,832
|
*
|
Signature Bank
|
554,960
|
43,709
|
|
Tanger Factory Outlet Centers
|
1,128,524
|
40,830
|
|
First Horizon National Corp.
|
2,960,956
|
31,623
|
*
|
Forest City Enterprises Inc. Class A
|
1,451,349
|
25,791
|
*
|
Portfolio Recovery Associates Inc.
|
202,971
|
25,761
|
|
Extra Space Storage Inc.
|
625,009
|
24,544
|
|
Equity Lifestyle Properties Inc.
|
306,975
|
23,576
|
*
|
Sunstone Hotel Investors Inc.
|
1,909,516
|
23,506
|
*
|
Texas Capital Bancshares Inc.
|
482,577
|
19,520
|
*
|
First Cash Financial Services Inc.
|
326,818
|
19,067
|
|
Apartment Investment & Management Co. Class A
|
612,621
|
18,783
|
|
DuPont Fabros Technology Inc.
|
761,313
|
18,477
|
|
PS Business Parks Inc.
|
233,239
|
18,407
|
|
|
|
|
*
|
Credit Acceptance Corp.
|
147,497
|
18,015
|
*
|
St. Joe Co.
|
832,389
|
17,688
|
|
Financial Engines Inc.
|
477,465
|
17,294
|
|
Greenhill & Co. Inc.
|
322,584
|
17,220
|
|
MarketAxess Holdings Inc.
|
448,192
|
16,718
|
*
|
Virtus Investment Partners Inc.
|
75,343
|
14,035
|
|
Ryman Hospitality Properties
|
299,857
|
13,718
|
*
|
Altisource Portfolio Solutions SA
|
196,308
|
13,693
|
|
First Industrial Realty Trust Inc.
|
788,284
|
13,503
|
|
EverBank Financial Corp.
|
866,358
|
13,342
|
*
|
SVB Financial Group
|
186,902
|
13,259
|
|
American Assets Trust Inc.
|
401,634
|
12,856
|
*
|
TFS Financial Corp.
|
1,114,678
|
12,072
|
*,^
Zillow Inc. Class A
|
217,293
|
11,879
|
|
BBCN Bancorp Inc.
|
891,298
|
11,640
|
|
CubeSmart
|
735,917
|
11,628
|
*
|
WisdomTree Investments Inc.
|
1,052,979
|
10,951
|
|
Radian Group Inc.
|
1,005,506
|
10,769
|
|
Post Properties Inc.
|
228,073
|
10,742
|
|
Investors Bancorp Inc.
|
538,328
|
10,110
|
*,^
Nationstar Mortgage Holdings Inc.
|
268,048
|
9,891
|
*
|
MGIC Investment Corp.
|
1,921,309
|
9,511
|
|
Pebblebrook Hotel Trust
|
364,136
|
9,391
|
|
Coresite Realty Corp.
|
254,051
|
8,887
|
|
Home BancShares Inc.
|
218,794
|
8,242
|
|
Employers Holdings Inc.
|
351,466
|
8,242
|
*
|
Strategic Hotels & Resorts Inc.
|
982,027
|
8,200
|
|
Alexander's Inc.
|
24,547
|
8,093
|
|
HFF Inc. Class A
|
399,712
|
7,966
|
|
Hudson Pacific Properties Inc.
|
347,178
|
7,551
|
|
Education Realty Trust Inc.
|
665,306
|
7,006
|
*
|
Hilltop Holdings Inc.
|
508,390
|
6,858
|
|
Campus Crest Communities Inc.
|
475,972
|
6,616
|
*
|
World Acceptance Corp.
|
75,494
|
6,483
|
|
Amtrust Financial Services Inc.
|
179,983
|
6,236
|
*
|
Netspend Holdings Inc.
|
376,052
|
5,975
|
*
|
Tejon Ranch Co.
|
193,124
|
5,751
|
*
|
ICG Group Inc.
|
444,705
|
5,550
|
*
|
FelCor Lodging Trust Inc.
|
922,495
|
5,489
|
|
Cardinal Financial Corp.
|
283,089
|
5,147
|
|
Evercore Partners Inc. Class A
|
107,681
|
4,480
|
*
|
Greenlight Capital Re Ltd. Class A
|
182,908
|
4,472
|
|
Cousins Properties Inc.
|
393,529
|
4,207
|
*
|
Ezcorp Inc. Class A
|
193,255
|
4,116
|
*
|
Encore Capital Group Inc.
|
134,400
|
4,045
|
*
|
eHealth Inc.
|
225,765
|
4,037
|
*
|
Beneficial Mutual Bancorp Inc.
|
380,202
|
3,916
|
*
|
NewStar Financial Inc.
|
278,868
|
3,689
|
*
|
Citizens Inc. Class A
|
401,865
|
3,372
|
|
Kennedy-Wilson Holdings Inc.
|
212,401
|
3,294
|
*
|
iStar Financial Inc.
|
298,515
|
3,251
|
*
|
DFC Global Corp.
|
173,135
|
2,881
|
|
Duff & Phelps Corp. Class A
|
154,090
|
2,390
|
|
Healthcare Trust of America Inc. Class A
|
180,198
|
2,117
|
|
Stewart Information Services Corp.
|
76,988
|
1,961
|
*
|
Ladenburg Thalmann Financial Services Inc.
|
1,150,161
|
1,909
|
*
|
Taylor Capital Group Inc.
|
110,284
|
1,763
|
|
|
|
|
|
GAMCO Investors Inc.
|
25,558
|
1,357
|
*,^
FNB United Corp.
|
102,728
|
1,003
|
|
First Connecticut Bancorp Inc.
|
65,717
|
968
|
*
|
Safeguard Scientifics Inc.
|
53,984
|
853
|
|
Pzena Investment Management Inc. Class A
|
108,061
|
702
|
|
Oppenheimer Holdings Inc. Class A
|
27,507
|
536
|
*
|
Sun Bancorp Inc.
|
132,068
|
450
|
*
|
Doral Financial Corp.
|
276,112
|
195
|
*
|
Hampton Roads Bankshares Inc.
|
62,869
|
82
|
|
|
|
905,670
|
Health Care (17.2%)
|
|
|
*
|
Tenet Healthcare Corp.
|
1,275,709
|
60,698
|
*
|
MEDNAX Inc.
|
597,572
|
53,560
|
*
|
Sirona Dental Systems Inc.
|
658,617
|
48,560
|
*
|
Seattle Genetics Inc.
|
1,207,724
|
42,886
|
*
|
athenahealth Inc.
|
432,638
|
41,983
|
*
|
Ariad Pharmaceuticals Inc.
|
2,186,278
|
39,550
|
*
|
Salix Pharmaceuticals Ltd.
|
706,018
|
36,134
|
*
|
Cubist Pharmaceuticals Inc.
|
767,346
|
35,927
|
*
|
Alkermes plc
|
1,494,144
|
35,426
|
*
|
United Therapeutics Corp.
|
547,728
|
33,340
|
*
|
Incyte Corp. Ltd.
|
1,415,499
|
33,137
|
*
|
Brookdale Senior Living Inc. Class A
|
1,177,627
|
32,832
|
*
|
Jazz Pharmaceuticals plc
|
553,171
|
30,928
|
*
|
Cepheid Inc.
|
793,990
|
30,465
|
*
|
WellCare Health Plans Inc.
|
518,216
|
30,036
|
*
|
Team Health Holdings Inc.
|
817,430
|
29,738
|
|
Techne Corp.
|
420,745
|
28,548
|
*
|
HMS Holdings Corp.
|
1,038,314
|
28,190
|
*
|
PAREXEL International Corp.
|
704,753
|
27,845
|
*
|
Centene Corp.
|
620,038
|
27,306
|
|
West Pharmaceutical Services Inc.
|
409,302
|
26,580
|
*
|
Thoratec Corp.
|
707,373
|
26,526
|
*
|
Align Technology Inc.
|
782,639
|
26,226
|
*
|
Haemonetics Corp.
|
616,674
|
25,691
|
*
|
Myriad Genetics Inc.
|
982,427
|
24,954
|
*
|
VCA Antech Inc.
|
1,001,580
|
23,527
|
*
|
HealthSouth Corp.
|
865,998
|
22,836
|
^
|
Questcor Pharmaceuticals Inc.
|
700,282
|
22,787
|
*
|
Theravance Inc.
|
932,408
|
22,023
|
*
|
Medicines Co.
|
643,388
|
21,502
|
*
|
Bruker Corp.
|
1,099,814
|
21,006
|
|
Air Methods Corp.
|
418,429
|
20,185
|
*
|
ViroPharma Inc.
|
789,718
|
19,869
|
*
|
MWI Veterinary Supply Inc.
|
145,504
|
19,244
|
|
Chemed Corp.
|
229,665
|
18,369
|
*
|
Medidata Solutions Inc.
|
293,386
|
17,011
|
*
|
Charles River Laboratories International Inc.
|
380,914
|
16,863
|
*
|
Ironwood Pharmaceuticals Inc. Class A
|
910,817
|
16,659
|
*
|
Insulet Corp.
|
628,014
|
16,240
|
*
|
Magellan Health Services Inc.
|
329,037
|
15,652
|
*
|
Cyberonics Inc.
|
331,793
|
15,531
|
*
|
Acorda Therapeutics Inc.
|
482,164
|
15,444
|
*
|
HeartWare International Inc.
|
172,832
|
15,284
|
*
|
Volcano Corp.
|
644,361
|
14,343
|
*,^
Arena Pharmaceuticals Inc.
|
1,695,053
|
13,916
|
*
|
DexCom Inc.
|
830,171
|
13,880
|
|
|
|
|
*,^
Opko Health Inc.
|
1,792,727
|
13,678
|
*
|
Neogen Corp.
|
270,086
|
13,388
|
*,^
Vivus Inc.
|
1,207,106
|
13,278
|
*
|
Emeritus Corp.
|
466,254
|
12,957
|
|
Masimo Corp.
|
653,073
|
12,813
|
*,^
Isis Pharmaceuticals Inc.
|
747,102
|
12,656
|
*
|
Wright Medical Group Inc. Rights Exp. 12/31/2049
|
528,712
|
12,589
|
|
Abaxis Inc.
|
263,671
|
12,477
|
*
|
Impax Laboratories Inc.
|
768,818
|
11,871
|
*
|
ArthroCare Corp.
|
333,474
|
11,592
|
|
Meridian Bioscience Inc.
|
496,390
|
11,328
|
*
|
Molina Healthcare Inc.
|
363,789
|
11,230
|
*
|
Acadia Healthcare Co. Inc.
|
381,558
|
11,214
|
*
|
Santarus Inc.
|
643,516
|
11,152
|
*
|
Infinity Pharmaceuticals Inc.
|
229,445
|
11,121
|
*
|
Akorn Inc.
|
800,558
|
11,072
|
*
|
NPS Pharmaceuticals Inc.
|
1,037,233
|
10,569
|
*
|
ImmunoGen Inc.
|
657,171
|
10,554
|
*
|
Alnylam Pharmaceuticals Inc.
|
425,555
|
10,371
|
*
|
Auxilium Pharmaceuticals Inc.
|
591,880
|
10,228
|
*,^
Exelixis Inc.
|
2,199,633
|
10,162
|
*
|
Endologix Inc.
|
627,124
|
10,128
|
*
|
Nektar Therapeutics
|
898,318
|
9,881
|
*
|
Aegerion Pharmaceuticals Inc.
|
237,170
|
9,567
|
*
|
Integra LifeSciences Holdings Corp.
|
243,843
|
9,512
|
*
|
ICU Medical Inc.
|
154,319
|
9,097
|
|
Hill-Rom Holdings Inc.
|
254,944
|
8,979
|
*
|
Capital Senior Living Corp.
|
338,502
|
8,947
|
*
|
IPC The Hospitalist Co. Inc.
|
199,973
|
8,895
|
*
|
Synageva BioPharma Corp.
|
160,027
|
8,789
|
*,^
Dendreon Corp.
|
1,856,511
|
8,781
|
*
|
Conceptus Inc.
|
360,380
|
8,703
|
*
|
InterMune Inc.
|
954,553
|
8,639
|
*
|
Quidel Corp.
|
358,208
|
8,507
|
|
Cantel Medical Corp.
|
275,852
|
8,292
|
*
|
Orthofix International NV
|
228,086
|
8,181
|
*
|
ABIOMED Inc.
|
427,189
|
7,976
|
*,^
Bio-Reference Labs Inc.
|
299,304
|
7,776
|
*
|
Luminex Corp.
|
454,461
|
7,508
|
*
|
Exact Sciences Corp.
|
755,793
|
7,407
|
*
|
NxStage Medical Inc.
|
637,948
|
7,196
|
*
|
Momenta Pharmaceuticals Inc.
|
528,047
|
7,044
|
*
|
Neurocrine Biosciences Inc.
|
574,708
|
6,977
|
*
|
Rigel Pharmaceuticals Inc.
|
1,025,617
|
6,964
|
|
Computer Programs & Systems Inc.
|
126,361
|
6,837
|
*
|
Halozyme Therapeutics Inc.
|
1,151,768
|
6,646
|
*
|
BioScrip Inc.
|
511,231
|
6,498
|
*
|
Optimer Pharmaceuticals Inc.
|
542,101
|
6,451
|
|
Landauer Inc.
|
113,550
|
6,402
|
*
|
ExamWorks Group Inc.
|
368,526
|
6,383
|
*,^
MannKind Corp.
|
1,874,045
|
6,353
|
|
Quality Systems Inc.
|
324,707
|
5,936
|
*
|
Merit Medical Systems Inc.
|
480,874
|
5,896
|
*
|
Merrimack Pharmaceuticals Inc.
|
958,017
|
5,844
|
*
|
Sangamo Biosciences Inc.
|
602,553
|
5,760
|
*,^
Sequenom Inc.
|
1,376,382
|
5,712
|
*
|
Genomic Health Inc.
|
200,939
|
5,683
|
|
|
|
|
*
|
NuVasive Inc.
|
261,642
|
5,576
|
*
|
HealthStream Inc.
|
236,428
|
5,424
|
^
|
Spectrum Pharmaceuticals Inc.
|
724,454
|
5,404
|
*
|
Orexigen Therapeutics Inc.
|
806,541
|
5,041
|
*
|
Achillion Pharmaceuticals Inc.
|
572,101
|
5,000
|
*
|
Healthways Inc.
|
403,482
|
4,943
|
*
|
Accretive Health Inc.
|
478,156
|
4,858
|
*
|
Cadence Pharmaceuticals Inc.
|
721,381
|
4,826
|
*
|
MAKO Surgical Corp.
|
415,341
|
4,631
|
*
|
Fluidigm Corp.
|
247,528
|
4,582
|
*
|
Dynavax Technologies Corp.
|
2,031,050
|
4,509
|
*
|
Greatbatch Inc.
|
142,547
|
4,258
|
*
|
Emergent Biosolutions Inc.
|
304,484
|
4,257
|
*
|
Antares Pharma Inc.
|
1,167,247
|
4,179
|
*
|
Corvel Corp.
|
81,504
|
4,034
|
*
|
Depomed Inc.
|
674,389
|
3,959
|
*
|
Lexicon Pharmaceuticals Inc.
|
1,801,551
|
3,927
|
*
|
Vocera Communications Inc.
|
168,762
|
3,882
|
*
|
Dyax Corp.
|
877,623
|
3,826
|
*,^
Accuray Inc.
|
814,360
|
3,779
|
*
|
AMN Healthcare Services Inc.
|
232,466
|
3,680
|
*
|
Omnicell Inc.
|
194,032
|
3,663
|
*
|
Affymetrix Inc.
|
762,136
|
3,597
|
*
|
OraSure Technologies Inc.
|
662,151
|
3,576
|
*
|
Ligand Pharmaceuticals Inc. Class B
|
132,658
|
3,535
|
*,^
Raptor Pharmaceutical Corp.
|
592,549
|
3,466
|
|
Hi-Tech Pharmacal Co. Inc.
|
100,379
|
3,324
|
*
|
SurModics Inc.
|
116,607
|
3,178
|
*
|
Curis Inc.
|
957,682
|
3,141
|
*
|
Tornier NV
|
166,556
|
3,140
|
*,^
Navidea Biopharmaceuticals Inc.
|
1,123,356
|
3,044
|
*,^
Synergy Pharmaceuticals Inc.
|
479,161
|
2,909
|
*,^
Greenway Medical Technologies
|
174,560
|
2,775
|
*
|
Idenix Pharmaceuticals Inc.
|
767,299
|
2,732
|
*,^
Clovis Oncology Inc.
|
92,401
|
2,649
|
*
|
Trius Therapeutics Inc.
|
383,789
|
2,625
|
*
|
AVANIR Pharmaceuticals Inc.
|
955,521
|
2,618
|
*
|
AVEO Pharmaceuticals Inc.
|
353,714
|
2,600
|
*
|
NewLink Genetics Corp.
|
210,543
|
2,583
|
*,^
PhotoMedex Inc.
|
157,805
|
2,539
|
*
|
PROLOR Biotech Inc.
|
457,885
|
2,317
|
*
|
Threshold Pharmaceuticals Inc.
|
496,980
|
2,291
|
*
|
Endocyte Inc.
|
178,057
|
2,217
|
*
|
Obagi Medical Products Inc.
|
110,953
|
2,191
|
*,^
Osiris Therapeutics Inc.
|
199,352
|
2,073
|
*
|
Sagent Pharmaceuticals Inc.
|
118,037
|
2,072
|
*
|
AMAG Pharmaceuticals Inc.
|
86,410
|
2,061
|
*,^
Unilife Corp.
|
917,316
|
2,000
|
|
US Physical Therapy Inc.
|
68,038
|
1,827
|
*
|
Novavax Inc.
|
736,923
|
1,680
|
*
|
Immunomedics Inc.
|
696,593
|
1,679
|
*,^
SIGA Technologies Inc.
|
464,325
|
1,662
|
|
Atrion Corp.
|
8,611
|
1,653
|
*
|
Merge Healthcare Inc.
|
558,281
|
1,613
|
*
|
Palomar Medical Technologies Inc.
|
112,248
|
1,514
|
*,^
Protalix BioTherapeutics Inc.
|
272,650
|
1,497
|
*,^
ZIOPHARM Oncology Inc.
|
813,155
|
1,488
|
|
|
|
|
*
|
RTI Biologics Inc.
|
375,608
|
1,480
|
*
|
XenoPort Inc.
|
201,905
|
1,444
|
*
|
TESARO Inc.
|
65,539
|
1,439
|
*
|
Sciclone Pharmaceuticals Inc.
|
310,550
|
1,429
|
*
|
Arqule Inc.
|
542,453
|
1,405
|
*
|
GenMark Diagnostics Inc.
|
105,321
|
1,361
|
*
|
Natus Medical Inc.
|
100,423
|
1,350
|
*
|
Gentiva Health Services Inc.
|
114,791
|
1,242
|
*
|
Staar Surgical Co.
|
218,366
|
1,229
|
*
|
LHC Group Inc.
|
53,923
|
1,159
|
*
|
Pozen Inc.
|
207,788
|
1,095
|
*
|
Sunesis Pharmaceuticals Inc.
|
200,076
|
1,094
|
*
|
Exactech Inc.
|
48,989
|
1,014
|
*,^
Ampio Pharmaceuticals Inc.
|
206,869
|
945
|
*
|
Progenics Pharmaceuticals Inc.
|
174,526
|
941
|
*
|
Corcept Therapeutics Inc.
|
427,429
|
855
|
*
|
Geron Corp.
|
795,616
|
851
|
*,^
Biotime Inc.
|
220,398
|
842
|
*
|
Targacept Inc.
|
193,468
|
828
|
*,^
Supernus Pharmaceuticals Inc.
|
129,710
|
729
|
|
Pain Therapeutics Inc.
|
188,203
|
646
|
*,^
Affymax Inc.
|
413,486
|
575
|
*,^
Savient Pharmaceuticals Inc.
|
538,253
|
431
|
*
|
Wright Medical Group Inc. Rights Exp. 12/31/2049
|
165,303
|
413
|
*
|
Forest Laboratories Inc. Contingent Value Rights Exp. 04/14/2018
|
132,154
|
126
|
|
|
|
1,968,711
|
Industrials (17.5%)
|
|
|
*
|
Alaska Air Group Inc.
|
842,398
|
53,880
|
*
|
United Rentals Inc.
|
942,870
|
51,830
|
|
Lincoln Electric Holdings Inc.
|
945,516
|
51,228
|
*
|
Genesee & Wyoming Inc. Class A
|
538,773
|
50,165
|
|
Triumph Group Inc.
|
599,964
|
47,097
|
*
|
Kirby Corp.
|
604,369
|
46,416
|
|
Valmont Industries Inc.
|
287,752
|
45,255
|
|
Graco Inc.
|
727,471
|
42,215
|
*
|
Clean Harbors Inc.
|
678,131
|
39,393
|
*
|
Avis Budget Group Inc.
|
1,278,072
|
35,569
|
|
AO Smith Corp.
|
475,687
|
34,996
|
*
|
Hexcel Corp.
|
1,198,734
|
34,775
|
*
|
Middleby Corp.
|
224,823
|
34,207
|
*
|
US Airways Group Inc.
|
1,952,113
|
33,127
|
|
Toro Co.
|
705,998
|
32,504
|
|
Landstar System Inc.
|
560,658
|
32,008
|
*
|
Colfax Corp.
|
677,015
|
31,508
|
|
Manitowoc Co. Inc.
|
1,510,241
|
31,051
|
*
|
Old Dominion Freight Line Inc.
|
777,113
|
29,686
|
|
Woodward Inc.
|
737,830
|
29,336
|
*
|
Chart Industries Inc.
|
359,677
|
28,778
|
|
Covanta Holding Corp.
|
1,419,666
|
28,606
|
|
Actuant Corp. Class A
|
831,514
|
25,461
|
|
Con-way Inc.
|
672,745
|
23,687
|
|
Corporate Executive Board Co.
|
403,249
|
23,453
|
*
|
Tetra Tech Inc.
|
765,524
|
23,341
|
*,^
Navistar International Corp.
|
667,272
|
23,068
|
*,^
Polypore International Inc.
|
559,932
|
22,498
|
*
|
Beacon Roofing Supply Inc.
|
565,778
|
21,873
|
*
|
Advisory Board Co.
|
416,102
|
21,854
|
|
|
|
* Moog Inc. Class A
|
471,617
|
21,614
|
* Teledyne Technologies Inc.
|
273,378
|
21,444
|
CLARCOR Inc.
|
391,795
|
20,522
|
Applied Industrial Technologies Inc.
|
454,316
|
20,444
|
* MasTec Inc.
|
684,337
|
19,948
|
Healthcare Services Group Inc.
|
768,461
|
19,696
|
Herman Miller Inc.
|
702,541
|
19,439
|
Rollins Inc.
|
790,621
|
19,410
|
* Acacia Research Corp.
|
597,907
|
18,039
|
UTi Worldwide Inc.
|
1,245,777
|
18,039
|
* Armstrong World Industries Inc.
|
318,363
|
17,793
|
Acuity Brands Inc.
|
254,697
|
17,663
|
Watsco Inc.
|
209,379
|
17,625
|
* Hub Group Inc. Class A
|
446,364
|
17,167
|
Allegiant Travel Co. Class A
|
185,015
|
16,426
|
UniFirst Corp.
|
180,986
|
16,379
|
Franklin Electric Co. Inc.
|
478,296
|
16,056
|
* Swift Transportation Co.
|
1,046,880
|
14,845
|
* MRC Global Inc.
|
427,278
|
14,070
|
Raven Industries Inc.
|
414,752
|
13,940
|
* Trimas Corp.
|
425,171
|
13,805
|
* Mobile Mini Inc.
|
467,319
|
13,753
|
* RBC Bearings Inc.
|
270,226
|
13,663
|
* On Assignment Inc.
|
534,078
|
13,517
|
Lindsay Corp.
|
152,913
|
13,484
|
KAR Auction Services Inc.
|
657,647
|
13,173
|
Air Lease Corp.
|
448,351
|
13,146
|
* DigitalGlobe Inc.
|
452,931
|
13,094
|
Forward Air Corp.
|
350,231
|
13,060
|
* JetBlue Airways Corp.
|
1,888,960
|
13,034
|
* EnPro Industries Inc.
|
249,037
|
12,743
|
HEICO Corp.
|
276,000
|
11,981
|
* USG Corp.
|
451,844
|
11,947
|
* Spirit Airlines Inc.
|
469,067
|
11,896
|
* Orbital Sciences Corp.
|
710,001
|
11,850
|
Knight Transportation Inc.
|
719,103
|
11,578
|
Mueller Water Products Inc. Class A
|
1,885,876
|
11,183
|
* Huron Consulting Group Inc.
|
276,331
|
11,142
|
* II-VI Inc.
|
642,898
|
10,955
|
* Aegion Corp. Class A
|
472,505
|
10,938
|
Knoll Inc.
|
576,082
|
10,444
|
Tennant Co.
|
201,385
|
9,779
|
* Team Inc.
|
227,946
|
9,362
|
HEICO Corp. Class A
|
261,529
|
8,973
|
Mueller Industries Inc.
|
168,273
|
8,967
|
* DXP Enterprises Inc.
|
119,006
|
8,890
|
* Proto Labs Inc.
|
176,053
|
8,644
|
Exponent Inc.
|
158,454
|
8,547
|
* Trex Co. Inc.
|
171,670
|
8,443
|
AMERCO
|
47,152
|
8,183
|
Astec Industries Inc.
|
232,824
|
8,133
|
Sun Hydraulics Corp.
|
249,772
|
8,120
|
* GenCorp Inc.
|
579,150
|
7,703
|
Primoris Services Corp.
|
339,488
|
7,506
|
* Blount International Inc.
|
560,274
|
7,496
|
Insperity Inc.
|
262,906
|
7,459
|
* Rexnord Corp.
|
343,666
|
7,296
|
|
|
|
|
|
Interface Inc. Class A
|
377,344
|
7,253
|
|
John Bean Technologies Corp.
|
347,812
|
7,217
|
*
|
InnerWorkings Inc.
|
444,889
|
6,736
|
*
|
Thermon Group Holdings Inc.
|
296,793
|
6,592
|
|
American Science & Engineering Inc.
|
101,314
|
6,179
|
|
AAON Inc.
|
221,174
|
6,102
|
*
|
Rush Enterprises Inc. Class A
|
243,227
|
5,867
|
|
Kforce Inc.
|
353,265
|
5,783
|
|
Barnes Group Inc.
|
193,282
|
5,592
|
|
Sauer-Danfoss Inc.
|
94,619
|
5,529
|
|
Celadon Group Inc.
|
259,757
|
5,418
|
|
Heartland Express Inc.
|
401,674
|
5,358
|
|
Gorman-Rupp Co.
|
176,739
|
5,311
|
|
Resources Connection Inc.
|
414,832
|
5,268
|
*
|
Meritor Inc.
|
1,100,244
|
5,204
|
*
|
Korn/Ferry International
|
291,193
|
5,201
|
|
AZZ Inc.
|
106,186
|
5,118
|
*
|
TrueBlue Inc.
|
241,744
|
5,110
|
*
|
MYR Group Inc.
|
206,095
|
5,062
|
*
|
Taser International Inc.
|
636,026
|
5,056
|
|
Simpson Manufacturing Co. Inc.
|
162,429
|
4,972
|
*
|
Mistras Group Inc.
|
202,258
|
4,897
|
|
Griffon Corp.
|
406,861
|
4,850
|
*
|
EnerNOC Inc.
|
276,819
|
4,808
|
*
|
Roadrunner Transportation Systems Inc.
|
206,830
|
4,757
|
|
National Presto Industries Inc.
|
58,099
|
4,677
|
*
|
WageWorks Inc.
|
183,357
|
4,589
|
*
|
KEYW Holding Corp.
|
257,787
|
4,158
|
*
|
American Woodmark Corp.
|
121,832
|
4,146
|
*
|
Aerovironment Inc.
|
214,099
|
3,882
|
|
Titan International Inc.
|
180,167
|
3,798
|
*
|
Echo Global Logistics Inc.
|
165,048
|
3,651
|
|
Kaman Corp.
|
99,659
|
3,535
|
|
SkyWest Inc.
|
215,076
|
3,452
|
*,^
XPO Logistics Inc.
|
200,926
|
3,384
|
*
|
Layne Christensen Co.
|
154,513
|
3,303
|
*
|
RPX Corp.
|
212,901
|
3,004
|
*
|
Titan Machinery Inc.
|
106,762
|
2,963
|
|
Cubic Corp.
|
67,531
|
2,885
|
*
|
Dycom Industries Inc.
|
141,062
|
2,777
|
*,^
Capstone Turbine Corp.
|
2,939,108
|
2,645
|
*
|
Republic Airways Holdings Inc.
|
193,954
|
2,238
|
*
|
CAI International Inc.
|
73,152
|
2,108
|
*
|
Rush Enterprises Inc. Class B
|
92,222
|
1,900
|
*
|
Astronics Corp.
|
58,071
|
1,732
|
*
|
Orion Marine Group Inc.
|
161,789
|
1,608
|
*
|
Furmanite Corp.
|
237,112
|
1,586
|
*
|
Commercial Vehicle Group Inc.
|
175,954
|
1,372
|
*
|
Pendrell Corp.
|
814,866
|
1,353
|
*
|
Hawaiian Holdings Inc.
|
206,731
|
1,191
|
*
|
Quality Distribution Inc.
|
134,753
|
1,133
|
|
Hyster-Yale Materials Handling Inc.
|
19,276
|
1,100
|
*
|
Standard Parking Corp.
|
52,055
|
1,078
|
*
|
Edgen Group Inc.
|
136,686
|
988
|
*
|
American Superconductor Corp.
|
249,199
|
663
|
*
|
ARC Document Solutions Inc.
|
162,274
|
484
|
*
|
Dolan Co.
|
195,886
|
468
|
|
|
|
|
*
|
Astronics Corp. Class B
|
15,230
|
455
|
*
|
Pacer International Inc.
|
86,444
|
435
|
*
|
PMFG Inc.
|
64,350
|
397
|
*,^
Genco Shipping & Trading Ltd.
|
135,668
|
391
|
*
|
Hill International Inc.
|
109,166
|
326
|
*
|
Patriot Transportation Holding Inc.
|
10,347
|
288
|
|
Preformed Line Products Co.
|
1,322
|
92
|
|
|
|
2,002,786
|
Information Technology (21.6%)
|
|
|
*
|
FleetCor Technologies Inc.
|
708,921
|
54,353
|
*
|
Cadence Design Systems Inc.
|
3,354,765
|
46,732
|
|
Jack Henry & Associates Inc.
|
983,683
|
45,456
|
*
|
CommVault Systems Inc.
|
517,701
|
42,441
|
*
|
SolarWinds Inc.
|
713,560
|
42,171
|
*
|
Concur Technologies Inc.
|
561,688
|
38,565
|
|
National Instruments Corp.
|
1,175,043
|
38,483
|
^
|
MercadoLibre Inc.
|
398,030
|
38,434
|
*
|
JDS Uniphase Corp.
|
2,802,990
|
37,476
|
*
|
NeuStar Inc. Class A
|
798,223
|
37,141
|
*
|
PTC Inc.
|
1,431,006
|
36,476
|
*
|
Aspen Technology Inc.
|
1,120,751
|
36,189
|
*
|
CoStar Group Inc.
|
321,968
|
35,243
|
*
|
WEX Inc.
|
441,396
|
34,650
|
*
|
Cymer Inc.
|
354,499
|
34,067
|
*
|
Aruba Networks Inc.
|
1,359,635
|
33,637
|
|
MAXIMUS Inc.
|
409,439
|
32,743
|
*
|
Ultimate Software Group Inc.
|
310,777
|
32,371
|
*,^
3D Systems Corp.
|
922,559
|
29,743
|
|
DST Systems Inc.
|
406,722
|
28,987
|
*
|
Zebra Technologies Corp.
|
609,344
|
28,718
|
|
FEI Co.
|
434,664
|
28,058
|
*
|
Semtech Corp.
|
788,506
|
27,905
|
^
|
IPG Photonics Corp.
|
399,192
|
26,510
|
*
|
ValueClick Inc.
|
857,930
|
25,352
|
*
|
CoreLogic Inc.
|
934,374
|
24,163
|
*
|
ViaSat Inc.
|
497,353
|
24,092
|
*
|
QLIK Technologies Inc.
|
925,959
|
23,918
|
|
InterDigital Inc.
|
490,587
|
23,465
|
*
|
Cavium Inc.
|
598,948
|
23,245
|
*
|
ACI Worldwide Inc.
|
471,626
|
23,044
|
*
|
Verint Systems Inc.
|
628,378
|
22,967
|
|
Anixter International Inc.
|
328,402
|
22,962
|
|
Plantronics Inc.
|
508,569
|
22,474
|
*
|
Sourcefire Inc.
|
360,068
|
21,327
|
*
|
Splunk Inc.
|
523,695
|
20,964
|
*
|
Hittite Microwave Corp.
|
341,119
|
20,658
|
*
|
Tyler Technologies Inc.
|
327,923
|
20,089
|
*
|
Acme Packet Inc.
|
686,870
|
20,070
|
*
|
Silicon Laboratories Inc.
|
477,200
|
19,737
|
*
|
Ciena Corp.
|
1,205,068
|
19,293
|
|
Fair Isaac Corp.
|
418,390
|
19,116
|
|
Littelfuse Inc.
|
281,189
|
19,079
|
*
|
NCR Corp.
|
669,694
|
18,457
|
*
|
SS&C Technologies Holdings Inc.
|
615,193
|
18,443
|
*
|
Acxiom Corp.
|
902,365
|
18,408
|
*
|
Veeco Instruments Inc.
|
470,927
|
18,051
|
*
|
Manhattan Associates Inc.
|
240,796
|
17,889
|
|
|
|
|
*
|
Guidewire Software Inc.
|
464,018
|
17,837
|
*
|
RF Micro Devices Inc.
|
3,328,301
|
17,707
|
*
|
Cirrus Logic Inc.
|
776,748
|
17,671
|
*
|
Entegris Inc.
|
1,652,708
|
16,296
|
|
Coherent Inc.
|
284,800
|
16,160
|
*
|
Synaptics Inc.
|
396,874
|
16,149
|
*
|
Sapient Corp.
|
1,323,239
|
16,130
|
|
Blackbaud Inc.
|
543,417
|
16,101
|
*
|
Compuware Corp.
|
1,277,482
|
15,969
|
*
|
NETGEAR Inc.
|
457,588
|
15,334
|
*
|
Dealertrack Technologies Inc.
|
512,921
|
15,070
|
|
Power Integrations Inc.
|
346,791
|
15,054
|
|
Heartland Payment Systems Inc.
|
449,610
|
14,824
|
*,^
Universal Display Corp.
|
502,756
|
14,776
|
*
|
Finisar Corp.
|
1,114,741
|
14,703
|
*
|
WebMD Health Corp.
|
602,806
|
14,660
|
*
|
Euronet Worldwide Inc.
|
550,221
|
14,493
|
*
|
Electronics for Imaging Inc.
|
559,474
|
14,188
|
*
|
OSI Systems Inc.
|
226,935
|
14,136
|
|
NIC Inc.
|
737,015
|
14,121
|
*
|
Cardtronics Inc.
|
505,167
|
13,872
|
*
|
OpenTable Inc.
|
217,483
|
13,697
|
|
Syntel Inc.
|
201,163
|
13,583
|
*,^
VistaPrint NV
|
349,312
|
13,504
|
*
|
QLogic Corp.
|
1,110,911
|
12,887
|
*
|
Teradyne Inc.
|
789,609
|
12,807
|
*
|
Ultratech Inc.
|
323,798
|
12,800
|
*
|
Bottomline Technologies de Inc.
|
442,903
|
12,627
|
*
|
TiVo Inc.
|
972,819
|
12,053
|
*
|
Unisys Corp.
|
502,193
|
11,425
|
*
|
Ixia
|
523,449
|
11,327
|
*
|
Advent Software Inc.
|
395,929
|
11,074
|
|
MTS Systems Corp.
|
187,960
|
10,930
|
*
|
MicroStrategy Inc. Class A
|
107,842
|
10,901
|
*
|
Synchronoss Technologies Inc.
|
350,492
|
10,876
|
|
Monotype Imaging Holdings Inc.
|
441,209
|
10,479
|
*
|
Netscout Systems Inc.
|
426,397
|
10,477
|
|
Cognex Corp.
|
244,882
|
10,322
|
*
|
Cornerstone OnDemand Inc.
|
301,523
|
10,282
|
*,^
Fusion-io Inc.
|
626,735
|
10,260
|
*
|
Plexus Corp.
|
420,699
|
10,227
|
*
|
TriQuint Semiconductor Inc.
|
1,969,381
|
9,945
|
*
|
Cabot Microelectronics Corp.
|
280,440
|
9,745
|
*
|
ExactTarget Inc.
|
407,896
|
9,492
|
*
|
ExlService Holdings Inc.
|
288,373
|
9,482
|
*,^
VirnetX Holding Corp.
|
491,606
|
9,424
|
*
|
Rogers Corp.
|
197,561
|
9,408
|
*
|
ScanSource Inc.
|
332,005
|
9,369
|
|
Monolithic Power Systems Inc.
|
381,714
|
9,302
|
*
|
Diodes Inc.
|
442,532
|
9,284
|
*
|
RealPage Inc.
|
442,931
|
9,173
|
*
|
FARO Technologies Inc.
|
203,538
|
8,832
|
*
|
Microsemi Corp.
|
374,480
|
8,677
|
*,^
Liquidity Services Inc.
|
279,572
|
8,334
|
*
|
Polycom Inc.
|
743,181
|
8,234
|
*
|
Interactive Intelligence Group Inc.
|
185,498
|
8,227
|
*
|
LivePerson Inc.
|
602,330
|
8,180
|
|
|
|
|
*
|
Lattice Semiconductor Corp.
|
1,411,170
|
7,691
|
*
|
Sykes Enterprises Inc.
|
474,113
|
7,567
|
*
|
Comverse Inc.
|
263,441
|
7,387
|
*
|
Infoblox Inc.
|
334,574
|
7,260
|
^
|
Ebix Inc.
|
445,531
|
7,227
|
*
|
Blucora Inc.
|
460,985
|
7,136
|
|
Loral Space & Communications Inc.
|
114,927
|
7,112
|
*
|
BroadSoft Inc.
|
265,413
|
7,025
|
*
|
Measurement Specialties Inc.
|
175,776
|
6,991
|
*
|
First Solar Inc.
|
256,227
|
6,908
|
*
|
Rambus Inc.
|
1,197,786
|
6,720
|
*
|
iGATE Corp.
|
354,691
|
6,672
|
*
|
Websense Inc.
|
436,697
|
6,550
|
*
|
Sonus Networks Inc.
|
2,522,233
|
6,533
|
*
|
comScore Inc.
|
381,073
|
6,394
|
|
Micrel Inc.
|
607,597
|
6,386
|
*
|
Angie's List Inc.
|
311,790
|
6,161
|
*,^
RealD Inc.
|
467,258
|
6,074
|
*
|
Progress Software Corp.
|
266,652
|
6,074
|
*
|
Infinera Corp.
|
866,412
|
6,065
|
|
MKS Instruments Inc.
|
222,869
|
6,062
|
|
Forrester Research Inc.
|
188,441
|
5,964
|
*
|
Cray Inc.
|
255,801
|
5,937
|
*
|
Ellie Mae Inc.
|
242,243
|
5,826
|
*
|
Applied Micro Circuits Corp.
|
776,972
|
5,765
|
|
Pegasystems Inc.
|
205,049
|
5,758
|
*
|
Dice Holdings Inc.
|
535,874
|
5,428
|
*
|
Silicon Graphics International Corp.
|
384,637
|
5,289
|
*
|
LogMeIn Inc.
|
253,003
|
4,863
|
*
|
Silicon Image Inc.
|
989,169
|
4,807
|
*
|
Move Inc.
|
400,949
|
4,791
|
*
|
Constant Contact Inc.
|
366,077
|
4,752
|
*,^
GT Advanced Technologies Inc.
|
1,425,168
|
4,689
|
*
|
Magnachip Semiconductor Corp.
|
263,396
|
4,559
|
*
|
Integrated Device Technology Inc.
|
603,789
|
4,510
|
|
Badger Meter Inc.
|
81,728
|
4,374
|
*
|
Volterra Semiconductor Corp.
|
306,013
|
4,345
|
*
|
Internap Network Services Corp.
|
454,954
|
4,254
|
*
|
Ceva Inc.
|
271,501
|
4,235
|
*
|
InvenSense Inc.
|
393,005
|
4,197
|
*
|
Tangoe Inc.
|
336,719
|
4,172
|
*
|
Entropic Communications Inc.
|
1,010,391
|
4,112
|
*
|
Accelrys Inc.
|
419,955
|
4,099
|
*
|
Virtusa Corp.
|
172,289
|
4,094
|
*
|
PROS Holdings Inc.
|
148,579
|
4,037
|
*
|
DTS Inc.
|
227,689
|
3,786
|
*
|
MoneyGram International Inc.
|
208,097
|
3,767
|
*
|
Quantum Corp.
|
2,898,610
|
3,710
|
*
|
Exar Corp.
|
341,836
|
3,589
|
*
|
SciQuest Inc.
|
148,534
|
3,571
|
*
|
LTX-Credence Corp.
|
590,225
|
3,565
|
*
|
Demandware Inc.
|
140,211
|
3,554
|
*
|
ServiceSource International Inc.
|
493,610
|
3,490
|
*
|
Nanometrics Inc.
|
237,792
|
3,431
|
*
|
Jive Software Inc.
|
223,953
|
3,404
|
*
|
Seachange International Inc.
|
285,126
|
3,390
|
*
|
Bazaarvoice Inc.
|
457,732
|
3,351
|
|
|
|
|
*
|
Stamps.com Inc.
|
131,898
|
3,293
|
*,^
Demand Media Inc.
|
358,708
|
3,096
|
*
|
OmniVision Technologies Inc.
|
224,406
|
3,092
|
*
|
Calix Inc.
|
376,997
|
3,073
|
*,^
Higher One Holdings Inc.
|
329,182
|
2,926
|
*
|
Proofpoint Inc.
|
172,232
|
2,904
|
*
|
Procera Networks Inc.
|
233,025
|
2,771
|
*
|
Mercury Systems Inc.
|
371,289
|
2,736
|
*
|
Imperva Inc.
|
70,840
|
2,727
|
*
|
Actuate Corp.
|
436,841
|
2,621
|
*
|
Oplink Communications Inc.
|
146,314
|
2,400
|
*
|
EPAM Systems Inc.
|
103,077
|
2,394
|
*
|
Yelp Inc.
|
99,300
|
2,354
|
*
|
Rosetta Stone Inc.
|
151,918
|
2,337
|
*
|
Inphi Corp.
|
223,037
|
2,331
|
*
|
Extreme Networks
|
673,830
|
2,271
|
*
|
M/A-COM Technology Solutions Holdings Inc.
|
136,492
|
2,193
|
*
|
NVE Corp.
|
36,718
|
2,072
|
*
|
Millennial Media Inc.
|
324,791
|
2,062
|
*
|
Travelzoo Inc.
|
96,193
|
2,056
|
|
IXYS Corp.
|
208,881
|
2,003
|
*
|
Intermec Inc.
|
203,221
|
1,998
|
*
|
STEC Inc.
|
447,680
|
1,979
|
*
|
Active Network Inc.
|
465,169
|
1,949
|
*
|
Responsys Inc.
|
205,444
|
1,818
|
*
|
Maxwell Technologies Inc.
|
332,654
|
1,793
|
*
|
Brightcove Inc.
|
278,615
|
1,730
|
*
|
Globecomm Systems Inc.
|
141,875
|
1,704
|
*
|
Vocus Inc.
|
118,306
|
1,674
|
*
|
Saba Software Inc.
|
209,990
|
1,669
|
*
|
Perficient Inc.
|
139,313
|
1,624
|
*
|
Limelight Networks Inc.
|
783,615
|
1,614
|
*
|
ShoreTel Inc.
|
432,887
|
1,571
|
*
|
Digi International Inc.
|
162,829
|
1,454
|
*
|
Rubicon Technology Inc.
|
216,659
|
1,430
|
*
|
Intermolecular Inc.
|
130,594
|
1,332
|
*
|
VASCO Data Security International Inc.
|
154,142
|
1,301
|
*
|
Telenav Inc.
|
199,715
|
1,288
|
|
Cohu Inc.
|
110,170
|
1,031
|
*,^
Carbonite Inc.
|
93,241
|
1,021
|
*
|
Kopin Corp.
|
275,183
|
1,018
|
*
|
FormFactor Inc.
|
211,732
|
995
|
|
Supertex Inc.
|
39,143
|
869
|
*
|
XO Group Inc.
|
78,344
|
783
|
*
|
Oclaro Inc.
|
598,246
|
754
|
|
Keynote Systems Inc.
|
51,961
|
725
|
*
|
Echelon Corp.
|
294,927
|
720
|
*
|
Sigma Designs Inc.
|
136,326
|
664
|
*
|
Envestnet Inc.
|
34,812
|
610
|
*
|
Multi-Fineline Electronix Inc.
|
39,391
|
608
|
*
|
MaxLinear Inc.
|
87,328
|
541
|
*
|
Anaren Inc.
|
26,377
|
511
|
*
|
Intevac Inc.
|
68,877
|
325
|
*
|
Agilysys Inc.
|
28,539
|
284
|
*
|
Imation Corp.
|
56,815
|
217
|
*
|
STR Holdings Inc.
|
62,519
|
136
|
|
|
|
2,469,621
|
|
|
|
|
Materials (3.8%)
|
|
|
|
Eagle Materials Inc.
|
557,041
|
37,116
|
*
|
Louisiana-Pacific Corp.
|
1,654,957
|
35,747
|
|
NewMarket Corp.
|
128,897
|
33,560
|
|
PolyOne Corp.
|
1,126,625
|
27,501
|
|
HB Fuller Co.
|
599,716
|
23,437
|
*
|
Stillwater Mining Co.
|
1,395,012
|
18,038
|
*
|
Graphic Packaging Holding Co.
|
2,264,230
|
16,959
|
*
|
Allied Nevada Gold Corp.
|
1,023,911
|
16,854
|
|
Balchem Corp.
|
352,306
|
15,480
|
|
KapStone Paper and Packaging Corp.
|
477,512
|
13,275
|
*
|
Chemtura Corp.
|
590,609
|
12,763
|
|
Intrepid Potash Inc.
|
678,548
|
12,730
|
|
Silgan Holdings Inc.
|
268,065
|
12,666
|
|
Innospec Inc.
|
251,308
|
11,128
|
|
Koppers Holdings Inc.
|
249,708
|
10,982
|
|
Globe Specialty Metals Inc.
|
767,254
|
10,680
|
*
|
Coeur d'Alene Mines Corp.
|
540,561
|
10,195
|
|
Deltic Timber Corp.
|
136,997
|
9,415
|
|
Carpenter Technology Corp.
|
188,089
|
9,271
|
*
|
Flotek Industries Inc.
|
566,823
|
9,268
|
|
Buckeye Technologies Inc.
|
301,248
|
9,022
|
|
American Vanguard Corp.
|
268,534
|
8,201
|
*
|
LSB Industries Inc.
|
228,560
|
7,949
|
*
|
McEwen Mining Inc.
|
2,662,025
|
7,613
|
|
Schweitzer-Mauduit International Inc.
|
187,404
|
7,258
|
|
US Silica Holdings Inc.
|
252,389
|
5,951
|
^
|
Gold Resource Corp.
|
381,643
|
4,973
|
|
Stepan Co.
|
73,937
|
4,665
|
*
|
Headwaters Inc.
|
426,995
|
4,654
|
*
|
Calgon Carbon Corp.
|
239,730
|
4,339
|
*,^
Molycorp Inc.
|
794,995
|
4,134
|
*,^
Texas Industries Inc.
|
64,853
|
4,093
|
*,^
Paramount Gold and Silver Corp.
|
1,511,143
|
3,370
|
|
Hawkins Inc.
|
83,603
|
3,340
|
|
Tredegar Corp.
|
94,736
|
2,789
|
*
|
OMNOVA Solutions Inc.
|
271,757
|
2,084
|
*
|
Century Aluminum Co.
|
223,398
|
1,729
|
|
Zep Inc.
|
108,823
|
1,634
|
*
|
Arabian American Development Co.
|
149,603
|
1,261
|
*
|
General Moly Inc.
|
482,118
|
1,066
|
*
|
Midway Gold Corp.
|
862,293
|
1,052
|
*
|
United States Lime & Minerals Inc.
|
13,732
|
730
|
|
Noranda Aluminum Holding Corp.
|
143,516
|
644
|
*,^
Golden Minerals Co.
|
206,357
|
491
|
|
|
|
440,107
|
Telecommunication Services (0.9%)
|
|
|
*
|
tw telecom inc Class A
|
1,815,619
|
45,735
|
|
Cogent Communications Group Inc.
|
538,594
|
14,219
|
*
|
Clearwire Corp. Class A
|
3,499,788
|
11,339
|
*,^
NII Holdings Inc.
|
2,064,209
|
8,938
|
*
|
Cincinnati Bell Inc.
|
2,255,393
|
7,353
|
*
|
inContact Inc.
|
588,002
|
4,757
|
*
|
General Communication Inc. Class A
|
218,137
|
2,000
|
*
|
Cbeyond Inc.
|
266,128
|
1,977
|
|
Atlantic Tele-Network Inc.
|
39,248
|
1,904
|
*
|
Leap Wireless International Inc.
|
309,434
|
1,823
|
|
|
|
|
|
* Boingo Wireless Inc.
|
|
|
144,001
|
795
|
*,^
Elephant Talk Communications Corp.
|
|
|
225,405
|
275
|
|
|
|
|
101,115
|
Total Common Stocks (Cost $8,785,033)
|
|
|
|
10,966,510
|
|
Coupon
|
|
|
|
Temporary Cash Investments (6.1%)
1
|
|
|
|
|
Money Market Fund (5.9%)
|
|
|
|
|
2,3
Vanguard Market Liquidity Fund
|
0.147%
|
|
670,610,892
|
670,611
|
|
|
|
|
Face
|
|
|
|
Maturity
|
Amount
|
|
|
|
Date
|
($000)
|
|
U.S. Government and Agency Obligations (0.2%)
|
|
|
|
|
4,5
Fannie Mae Discount Notes
|
0.100%
|
5/8/13
|
5,000
|
4,999
|
4,5
Fannie Mae Discount Notes
|
0.120%
|
6/5/13
|
10,000
|
9,997
|
5,6
Federal Home Loan Bank Discount Notes
|
0.140%
|
5/17/13
|
5,000
|
4,999
|
|
|
|
|
19,995
|
Total Temporary Cash Investments (Cost $690,607)
|
|
|
|
690,606
|
Total Investments (101.9%) (Cost $9,475,640)
|
|
|
|
11,657,116
|
Other Assets and Liabilities-Net (-1.9%)
3
|
|
|
|
(213,427)
|
Net Assets (100%)
|
|
|
|
11,443,689
|
* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $214,113,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 1.9%, 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 $227,875,000 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 $20,006,000 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.
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.
Small-Cap Growth Index Fund
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 March 31, 2013,
based on the inputs used to value them:
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
Investments
|
($000)
|
($000)
|
($000)
|
Common Stocks
|
10,966,384
|
—
|
126
|
Temporary Cash Investments
|
670,611
|
19,995
|
—
|
Futures Contracts—Assets
1
|
882
|
—
|
—
|
Futures Contracts—Liabilities
1
|
(13)
|
—
|
—
|
Total
|
11,637,864
|
19,995
|
126
|
1 Represents variation margin on the last day of the reporting period.
|
|
|
|
C
. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market.
Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded in the Schedule of Investments as an asset (liability).
Small-Cap Growth Index Fund
At March 31, 2013, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
|
|
|
|
|
|
|
|
|
($000)
|
|
|
Number of
|
Aggregate
|
|
|
|
Long (Short)
|
Settlement
|
Unrealized
|
|
|
Contracts
|
Value
|
Appreciation
|
Futures Contracts
|
Expiration
|
|
Long (Short)
|
(Depreciation)
|
E-mini Russell 2000 Index
|
June 2013
|
4,486
|
425,677
|
5,318
|
S&P 500 Index
|
June 2013
|
64
|
25,003
|
198
|
E-mini S&P 500 Index
|
June 2013
|
237
|
18,518
|
112
|
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D.
At March 31, 2013, the cost of investment securities for tax purposes was $9,475,670,000. Net unrealized appreciation of investment securities for tax purposes was $2,181,446,000, consisting of unrealized gains of $2,764,947,000 on securities that had risen in value since their purchase and $583,501,000 in unrealized losses on securities that had fallen in value since their purchase.
|
|
|
|
Vanguard Small-Cap Value Index Fund
|
|
|
|
|
|
Schedule of Investments
|
|
|
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
Common Stocks (95.3%)
1
|
|
|
Consumer Discretionary (8.3%)
|
|
|
|
Service Corp. International
|
2,058,855
|
34,445
|
|
Cinemark Holdings Inc.
|
1,000,949
|
29,468
|
|
Brinker International Inc.
|
707,931
|
26,654
|
*
|
Visteon Corp.
|
459,907
|
26,537
|
|
Dana Holding Corp.
|
1,433,440
|
25,558
|
|
Wolverine World Wide Inc.
|
474,439
|
21,051
|
|
Rent-A-Center Inc.
|
569,515
|
21,038
|
|
John Wiley & Sons Inc. Class A
|
464,600
|
18,101
|
|
DeVry Inc.
|
552,669
|
17,547
|
*
|
Iconix Brand Group Inc.
|
660,355
|
17,083
|
|
Cracker Barrel Old Country Store Inc.
|
206,368
|
16,685
|
|
Wendy's Co.
|
2,839,047
|
16,097
|
|
Men's Wearhouse Inc.
|
466,446
|
15,589
|
|
Hillenbrand Inc.
|
606,056
|
15,321
|
*
|
Hanesbrands Inc.
|
331,456
|
15,101
|
|
Cooper Tire & Rubber Co.
|
578,592
|
14,847
|
|
MDC Holdings Inc.
|
400,351
|
14,673
|
|
Six Flags Entertainment Corp.
|
193,551
|
14,029
|
^
|
Regal Entertainment Group Class A
|
828,886
|
13,818
|
|
Meredith Corp.
|
349,373
|
13,367
|
*
|
DreamWorks Animation SKG Inc. Class A
|
703,602
|
13,340
|
*
|
WMS Industries Inc.
|
528,324
|
13,319
|
|
Group 1 Automotive Inc.
|
208,859
|
12,546
|
|
Bob Evans Farms Inc.
|
271,971
|
11,591
|
*
|
Helen of Troy Ltd.
|
292,388
|
11,216
|
|
Sinclair Broadcast Group Inc. Class A
|
506,220
|
10,246
|
|
Regis Corp.
|
556,780
|
10,128
|
|
Jones Group Inc.
|
774,721
|
9,854
|
|
OfficeMax Inc.
|
839,559
|
9,747
|
|
Finish Line Inc. Class A
|
492,121
|
9,641
|
|
Belo Corp. Class A
|
909,848
|
8,944
|
|
Churchill Downs Inc.
|
126,716
|
8,875
|
|
National CineMedia Inc.
|
543,726
|
8,580
|
|
Sonic Automotive Inc. Class A
|
385,955
|
8,553
|
|
International Speedway Corp. Class A
|
255,073
|
8,336
|
*
|
Starz - Liberty Capital
|
353,130
|
7,822
|
|
Choice Hotels International Inc.
|
182,581
|
7,725
|
*,^
Saks Inc.
|
666,498
|
7,645
|
|
Valassis Communications Inc.
|
246,740
|
7,370
|
|
Stewart Enterprises Inc. Class A
|
752,429
|
6,990
|
|
Scholastic Corp.
|
261,400
|
6,966
|
|
Brown Shoe Co. Inc.
|
414,823
|
6,637
|
|
Cato Corp. Class A
|
266,464
|
6,432
|
*
|
New York Times Co. Class A
|
643,209
|
6,303
|
*
|
Steiner Leisure Ltd.
|
126,640
|
6,124
|
|
KB Home
|
252,177
|
5,490
|
*
|
Meritage Homes Corp.
|
114,470
|
5,364
|
|
Lithia Motors Inc. Class A
|
110,364
|
5,240
|
|
Standard Motor Products Inc.
|
176,670
|
4,897
|
|
|
|
|
|
Fred's Inc. Class A
|
337,093
|
4,611
|
|
Drew Industries Inc.
|
126,756
|
4,602
|
|
Callaway Golf Co.
|
687,051
|
4,548
|
|
American Greetings Corp. Class A
|
278,312
|
4,481
|
|
Superior Industries International Inc.
|
237,302
|
4,433
|
|
Ameristar Casinos Inc.
|
158,754
|
4,164
|
|
Core-Mark Holding Co. Inc.
|
79,511
|
4,080
|
*
|
Ruby Tuesday Inc.
|
492,900
|
3,633
|
|
Oxford Industries Inc.
|
68,189
|
3,621
|
|
Strayer Education Inc.
|
74,646
|
3,611
|
*
|
Children's Place Retail Stores Inc.
|
79,825
|
3,578
|
*
|
EW Scripps Co. Class A
|
291,469
|
3,506
|
*
|
Quiksilver Inc.
|
562,079
|
3,412
|
|
Harte-Hanks Inc.
|
425,281
|
3,313
|
*
|
American Axle & Manufacturing Holdings Inc.
|
240,775
|
3,287
|
^
|
RadioShack Corp.
|
963,658
|
3,238
|
*
|
Biglari Holdings Inc.
|
8,565
|
3,196
|
*
|
Universal Electronics Inc.
|
130,972
|
3,045
|
|
Movado Group Inc.
|
90,518
|
3,034
|
*
|
Pep Boys-Manny Moe & Jack
|
256,475
|
3,024
|
*
|
Ascent Capital Group Inc. Class A
|
40,419
|
3,009
|
*
|
Red Robin Gourmet Burgers Inc.
|
65,485
|
2,986
|
*
|
LIN TV Corp. Class A
|
260,406
|
2,862
|
|
CEC Entertainment Inc.
|
86,515
|
2,833
|
|
PetMed Express Inc.
|
193,643
|
2,598
|
|
Big 5 Sporting Goods Corp.
|
146,213
|
2,282
|
|
Speedway Motorsports Inc.
|
125,243
|
2,253
|
|
JAKKS Pacific Inc.
|
213,112
|
2,236
|
|
Nutrisystem Inc.
|
262,389
|
2,225
|
|
Perry Ellis International Inc.
|
121,910
|
2,218
|
*
|
Hovnanian Enterprises Inc. Class A
|
358,707
|
2,070
|
*,^
Caesars Entertainment Corp.
|
127,422
|
2,021
|
|
Universal Technical Institute Inc.
|
156,927
|
1,982
|
|
World Wrestling Entertainment Inc. Class A
|
216,632
|
1,911
|
|
Hot Topic Inc.
|
136,168
|
1,890
|
*,^
Bridgepoint Education Inc.
|
182,988
|
1,872
|
*
|
Exide Technologies
|
690,809
|
1,865
|
*,^
hhgregg Inc.
|
167,470
|
1,851
|
|
Stein Mart Inc.
|
207,089
|
1,735
|
*
|
McClatchy Co. Class A
|
591,362
|
1,715
|
|
NACCO Industries Inc. Class A
|
32,106
|
1,713
|
*
|
Corinthian Colleges Inc.
|
788,679
|
1,656
|
*,^
Boyd Gaming Corp.
|
190,755
|
1,578
|
*,^
Digital Generation Inc.
|
240,673
|
1,548
|
|
bebe stores inc
|
367,680
|
1,533
|
*
|
Clear Channel Outdoor Holdings Inc. Class A
|
194,163
|
1,454
|
*
|
Federal-Mogul Corp.
|
239,404
|
1,444
|
|
Weyco Group Inc.
|
57,151
|
1,401
|
*
|
Beazer Homes USA Inc.
|
83,365
|
1,320
|
*
|
Modine Manufacturing Co.
|
143,966
|
1,310
|
*
|
Journal Communications Inc. Class A
|
191,589
|
1,287
|
|
Systemax Inc.
|
123,882
|
1,226
|
*
|
Stoneridge Inc.
|
160,439
|
1,224
|
*
|
Steinway Musical Instruments Inc.
|
45,999
|
1,105
|
|
Marcus Corp.
|
88,368
|
1,104
|
*
|
Isle of Capri Casinos Inc.
|
169,922
|
1,069
|
|
Einstein Noah Restaurant Group Inc.
|
65,724
|
975
|
|
|
|
|
*
|
Entercom Communications Corp. Class A
|
127,550
|
949
|
|
Fisher Communications Inc.
|
23,490
|
922
|
*
|
Unifi Inc.
|
41,861
|
800
|
|
CSS Industries Inc.
|
27,160
|
705
|
*,^
Zagg Inc.
|
96,420
|
702
|
|
Destination Maternity Corp.
|
28,409
|
665
|
^
|
Blyth Inc.
|
34,632
|
601
|
*
|
Tower International Inc.
|
41,237
|
577
|
*
|
Career Education Corp.
|
181,815
|
431
|
*
|
Coldwater Creek Inc.
|
95,999
|
303
|
*
|
Martha Stewart Living Omnimedia Class A
|
97,460
|
257
|
|
|
|
781,620
|
Consumer Staples (2.6%)
|
|
|
|
Flowers Foods Inc.
|
1,203,695
|
39,650
|
|
Harris Teeter Supermarkets Inc.
|
453,432
|
19,366
|
|
B&G Foods Inc.
|
508,762
|
15,512
|
*
|
Post Holdings Inc.
|
333,044
|
14,298
|
|
Lancaster Colony Corp.
|
184,824
|
14,231
|
|
Universal Corp.
|
226,813
|
12,711
|
|
Spectrum Brands Holdings Inc.
|
224,350
|
12,696
|
|
Snyders-Lance Inc.
|
465,334
|
11,754
|
|
Fresh Del Monte Produce Inc.
|
393,601
|
10,619
|
^
|
SUPERVALU Inc.
|
2,062,885
|
10,397
|
|
Andersons Inc.
|
171,027
|
9,153
|
|
Vector Group Ltd.
|
505,289
|
8,145
|
|
WD-40 Co.
|
144,474
|
7,913
|
|
Sanderson Farms Inc.
|
122,779
|
6,706
|
*
|
Prestige Brands Holdings Inc.
|
244,349
|
6,277
|
|
Cal-Maine Foods Inc.
|
135,392
|
5,762
|
*
|
Pilgrim's Pride Corp.
|
626,650
|
5,759
|
^
|
Tootsie Roll Industries Inc.
|
184,476
|
5,518
|
|
Weis Markets Inc.
|
111,683
|
4,546
|
*
|
Dole Food Co. Inc.
|
386,828
|
4,216
|
*,^
Diamond Foods Inc.
|
213,683
|
3,603
|
*
|
Alliance One International Inc.
|
669,624
|
2,605
|
*
|
Central Garden and Pet Co. Class A
|
300,538
|
2,470
|
*
|
Chiquita Brands International Inc.
|
262,258
|
2,035
|
|
Nash Finch Co.
|
94,901
|
1,858
|
^
|
Roundy's Inc.
|
243,140
|
1,597
|
*
|
Pantry Inc.
|
121,479
|
1,515
|
|
Ingles Markets Inc. Class A
|
63,385
|
1,362
|
|
Spartan Stores Inc.
|
72,181
|
1,267
|
|
Village Super Market Inc. Class A
|
33,712
|
1,136
|
*
|
Seneca Foods Corp. Class A
|
30,869
|
1,019
|
*
|
Central Garden and Pet Co.
|
106,707
|
920
|
|
Coca-Cola Bottling Co. Consolidated
|
10,112
|
610
|
*,^
Central European Distribution Corp.
|
647,920
|
217
|
|
|
|
247,443
|
Energy (4.3%)
|
|
|
|
Tidewater Inc.
|
482,183
|
24,350
|
|
Bristow Group Inc.
|
348,202
|
22,961
|
*
|
Helix Energy Solutions Group Inc.
|
968,546
|
22,160
|
|
Western Refining Inc.
|
556,201
|
19,695
|
*
|
Unit Corp.
|
423,037
|
19,269
|
*
|
Alpha Natural Resources Inc.
|
2,134,229
|
17,522
|
*
|
Exterran Holdings Inc.
|
565,381
|
15,265
|
|
|
|
|
|
SEACOR Holdings Inc.
|
191,721
|
14,126
|
|
World Fuel Services Corp.
|
348,810
|
13,855
|
|
Delek US Holdings Inc.
|
337,706
|
13,326
|
|
Targa Resources Corp.
|
186,841
|
12,698
|
*
|
Key Energy Services Inc.
|
1,389,516
|
11,227
|
^
|
Arch Coal Inc.
|
2,054,710
|
11,157
|
*
|
Bonanza Creek Energy Inc.
|
271,711
|
10,507
|
*
|
Stone Energy Corp.
|
455,171
|
9,900
|
*
|
Hercules Offshore Inc.
|
1,304,759
|
9,681
|
|
Gulfmark Offshore Inc.
|
234,606
|
9,140
|
|
EXCO Resources Inc.
|
1,258,198
|
8,971
|
*
|
Newpark Resources Inc.
|
840,914
|
7,804
|
*
|
TETRA Technologies Inc.
|
755,741
|
7,754
|
*
|
EPL Oil & Gas Inc.
|
283,692
|
7,606
|
*
|
Cloud Peak Energy Inc.
|
384,363
|
7,218
|
*
|
Comstock Resources Inc.
|
442,797
|
7,196
|
|
Crosstex Energy Inc.
|
344,148
|
6,628
|
*
|
Swift Energy Co.
|
415,443
|
6,153
|
*
|
Forest Oil Corp.
|
1,145,558
|
6,026
|
*
|
ION Geophysical Corp.
|
785,151
|
5,347
|
|
Enbridge Energy Management LLC
|
172,117
|
5,201
|
|
W&T Offshore Inc.
|
359,876
|
5,110
|
*
|
Pioneer Energy Services Corp.
|
600,400
|
4,953
|
*
|
Parker Drilling Co.
|
1,144,803
|
4,900
|
*
|
Tesco Corp.
|
318,744
|
4,268
|
*
|
Era Group Inc.
|
192,632
|
4,045
|
*
|
Basic Energy Services Inc.
|
285,072
|
3,897
|
*
|
Willbros Group Inc.
|
380,132
|
3,733
|
*
|
Resolute Energy Corp.
|
311,761
|
3,588
|
^
|
RPC Inc.
|
223,276
|
3,387
|
*
|
C&J Energy Services Inc.
|
143,213
|
3,280
|
|
CVR Energy Inc.
|
58,784
|
3,035
|
*
|
Midstates Petroleum Co. Inc.
|
322,259
|
2,755
|
*
|
Vaalco Energy Inc.
|
345,718
|
2,624
|
|
Alon USA Energy Inc.
|
115,696
|
2,204
|
|
Penn Virginia Corp.
|
533,278
|
2,155
|
*
|
Dawson Geophysical Co.
|
69,082
|
2,073
|
*
|
Matador Resources Co.
|
215,158
|
1,906
|
*,^
Cal Dive International Inc.
|
940,775
|
1,693
|
|
Gulf Island Fabrication Inc.
|
79,531
|
1,675
|
*
|
Warren Resources Inc.
|
403,497
|
1,295
|
*
|
Harvest Natural Resources Inc.
|
362,503
|
1,272
|
*,^
Endeavour International Corp.
|
405,882
|
1,197
|
*
|
PHI Inc.
|
33,674
|
1,152
|
*
|
Vantage Drilling Co.
|
597,962
|
1,047
|
*
|
Lone Pine Resources Inc.
|
823,285
|
988
|
*
|
Global Geophysical Services Inc.
|
200,114
|
490
|
*
|
TransAtlantic Petroleum Ltd.
|
386,858
|
385
|
*
|
Hyperdynamics Corp.
|
398,457
|
243
|
*,^
James River Coal Co.
|
121,679
|
213
|
|
|
|
402,306
|
Financials (38.3%)
|
|
|
*
|
American Capital Ltd.
|
3,056,237
|
44,606
|
|
Two Harbors Investment Corp.
|
3,349,478
|
42,237
|
|
National Retail Properties Inc.
|
1,065,086
|
38,524
|
|
BioMed Realty Trust Inc.
|
1,779,962
|
38,447
|
|
Kilroy Realty Corp.
|
722,975
|
37,884
|
|
|
|
Starwood Property Trust Inc.
|
1,309,502
|
36,352
|
BRE Properties Inc.
|
743,828
|
36,210
|
CBL & Associates Properties Inc.
|
1,480,701
|
34,945
|
East West Bancorp Inc.
|
1,358,197
|
34,865
|
Assured Guaranty Ltd.
|
1,690,606
|
34,843
|
Omega Healthcare Investors Inc.
|
1,084,563
|
32,927
|
Douglas Emmett Inc.
|
1,294,307
|
32,267
|
MFA Financial Inc.
|
3,460,845
|
32,255
|
Allied World Assurance Co. Holdings AG
|
341,122
|
31,629
|
Home Properties Inc.
|
496,088
|
31,462
|
Old Republic International Corp.
|
2,385,835
|
30,324
|
First Niagara Financial Group Inc.
|
3,413,205
|
30,241
|
Highwoods Properties Inc.
|
760,183
|
30,080
|
* E*TRADE Financial Corp.
|
2,744,877
|
29,398
|
Mid-America Apartment Communities Inc.
|
409,189
|
28,259
|
Apartment Investment & Management Co. Class A
|
915,617
|
28,073
|
City National Corp.
|
468,547
|
27,602
|
* Popular Inc.
|
997,906
|
27,552
|
Protective Life Corp.
|
765,966
|
27,422
|
Invesco Mortgage Capital Inc.
|
1,269,879
|
27,163
|
Newcastle Investment Corp.
|
2,420,079
|
27,032
|
ProAssurance Corp.
|
565,203
|
26,751
|
Aspen Insurance Holdings Ltd.
|
687,128
|
26,509
|
Hatteras Financial Corp.
|
956,477
|
26,236
|
Geo Group Inc.
|
690,069
|
25,960
|
Associated Banc-Corp
|
1,661,552
|
25,239
|
CNO Financial Group Inc.
|
2,197,364
|
25,160
|
First American Financial Corp.
|
980,815
|
25,079
|
CommonWealth REIT
|
1,100,527
|
24,696
|
Prosperity Bancshares Inc.
|
518,933
|
24,592
|
Mack-Cali Realty Corp.
|
846,275
|
24,212
|
Hancock Holding Co.
|
779,601
|
24,105
|
Healthcare Realty Trust Inc.
|
844,329
|
23,970
|
ARMOUR Residential REIT Inc.
|
3,620,546
|
23,642
|
EPR Properties
|
453,376
|
23,598
|
RLJ Lodging Trust
|
1,033,993
|
23,534
|
LaSalle Hotel Properties
|
912,347
|
23,155
|
* Howard Hughes Corp.
|
275,586
|
23,097
|
Medical Properties Trust Inc.
|
1,433,449
|
22,993
|
Fulton Financial Corp.
|
1,927,199
|
22,548
|
TCF Financial Corp.
|
1,501,914
|
22,469
|
Prospect Capital Corp.
|
2,027,651
|
22,122
|
Bank of Hawaii Corp.
|
435,002
|
22,102
|
Hanover Insurance Group Inc.
|
431,360
|
21,430
|
^ Federated Investors Inc. Class B
|
905,284
|
21,428
|
^ Lexington Realty Trust
|
1,813,368
|
21,398
|
Susquehanna Bancshares Inc.
|
1,714,559
|
21,312
|
Corporate Office Properties Trust
|
782,037
|
20,865
|
Brandywine Realty Trust
|
1,388,452
|
20,619
|
Alterra Capital Holdings Ltd.
|
650,260
|
20,483
|
Synovus Financial Corp.
|
7,232,853
|
20,035
|
Endurance Specialty Holdings Ltd.
|
418,934
|
20,029
|
* Stifel Financial Corp.
|
573,392
|
19,880
|
CYS Investments Inc.
|
1,693,282
|
19,879
|
* SVB Financial Group
|
280,005
|
19,864
|
Extra Space Storage Inc.
|
503,514
|
19,773
|
DCT Industrial Trust Inc.
|
2,605,569
|
19,281
|
|
|
|
|
|
Webster Financial Corp.
|
785,502
|
19,056
|
|
Sovran Self Storage Inc.
|
294,588
|
18,998
|
|
CapitalSource Inc.
|
1,945,261
|
18,713
|
|
Valley National Bancorp
|
1,817,201
|
18,608
|
|
Colonial Properties Trust
|
810,238
|
18,319
|
|
StanCorp Financial Group Inc.
|
428,183
|
18,309
|
|
Redwood Trust Inc.
|
789,068
|
18,291
|
|
Washington Federal Inc.
|
1,028,214
|
17,994
|
|
Potlatch Corp.
|
390,780
|
17,921
|
|
Washington REIT
|
641,949
|
17,872
|
|
Capitol Federal Financial Inc.
|
1,480,087
|
17,865
|
|
NorthStar Realty Finance Corp.
|
1,873,926
|
17,765
|
|
Platinum Underwriters Holdings Ltd.
|
317,269
|
17,707
|
|
DiamondRock Hospitality Co.
|
1,888,865
|
17,585
|
|
FirstMerit Corp.
|
1,061,336
|
17,544
|
|
Janus Capital Group Inc.
|
1,812,043
|
17,033
|
|
EastGroup Properties Inc.
|
286,910
|
16,698
|
|
Apollo Investment Corp.
|
1,963,850
|
16,418
|
|
FNB Corp.
|
1,353,076
|
16,372
|
|
Trustmark Corp.
|
648,765
|
16,226
|
|
Post Properties Inc.
|
342,299
|
16,122
|
|
Primerica Inc.
|
491,039
|
16,096
|
|
BankUnited Inc.
|
626,451
|
16,050
|
|
Glimcher Realty Trust
|
1,374,597
|
15,945
|
|
Sun Communities Inc.
|
320,923
|
15,831
|
|
Kemper Corp.
|
480,061
|
15,655
|
|
UMB Financial Corp.
|
314,341
|
15,425
|
|
National Health Investors Inc.
|
228,965
|
14,986
|
*
|
Alexander & Baldwin Inc.
|
414,973
|
14,835
|
|
PennyMac Mortgage Investment Trust
|
570,185
|
14,762
|
|
Cash America International Inc.
|
281,189
|
14,754
|
|
Retail Properties of America Inc.
|
994,051
|
14,712
|
|
Cathay General Bancorp
|
724,087
|
14,569
|
*,^
MBIA Inc.
|
1,406,323
|
14,443
|
|
Umpqua Holdings Corp.
|
1,083,354
|
14,365
|
|
Iberiabank Corp.
|
285,101
|
14,261
|
|
American Capital Mortgage Investment Corp.
|
541,646
|
14,002
|
|
Equity One Inc.
|
575,076
|
13,785
|
|
Acadia Realty Trust
|
490,446
|
13,620
|
|
Colony Financial Inc.
|
610,622
|
13,556
|
|
Government Properties Income Trust
|
526,282
|
13,541
|
|
Old National Bancorp
|
981,467
|
13,495
|
|
BancorpSouth Inc.
|
822,652
|
13,409
|
|
RLI Corp.
|
184,876
|
13,283
|
|
Glacier Bancorp Inc.
|
696,217
|
13,214
|
|
National Penn Bancshares Inc.
|
1,230,407
|
13,153
|
|
Wintrust Financial Corp.
|
352,725
|
13,065
|
^
|
United Bankshares Inc.
|
486,549
|
12,947
|
|
Selective Insurance Group Inc.
|
532,346
|
12,782
|
|
Bank of the Ozarks Inc.
|
285,373
|
12,656
|
|
Home Loan Servicing Solutions Ltd.
|
540,864
|
12,618
|
|
Montpelier Re Holdings Ltd.
|
483,595
|
12,598
|
|
Capstead Mortgage Corp.
|
957,735
|
12,278
|
*
|
Walter Investment Management Corp.
|
328,804
|
12,248
|
|
MB Financial Inc.
|
503,725
|
12,175
|
|
PrivateBancorp Inc.
|
641,698
|
12,135
|
*
|
PHH Corp.
|
548,755
|
12,051
|
|
|
|
LTC Properties Inc.
|
295,115
|
12,020
|
Westamerica Bancorporation
|
265,008
|
12,013
|
Northwest Bancshares Inc.
|
944,991
|
11,992
|
First Financial Bankshares Inc.
|
243,766
|
11,847
|
* Enstar Group Ltd.
|
93,884
|
11,669
|
Fifth Street Finance Corp.
|
1,017,271
|
11,210
|
International Bancshares Corp.
|
520,505
|
10,827
|
Symetra Financial Corp.
|
807,102
|
10,823
|
Community Bank System Inc.
|
363,953
|
10,784
|
Franklin Street Properties Corp.
|
722,440
|
10,562
|
Chesapeake Lodging Trust
|
459,609
|
10,543
|
* Western Alliance Bancorp
|
752,886
|
10,420
|
Sabra Health Care REIT Inc.
|
358,544
|
10,401
|
Equity Lifestyle Properties Inc.
|
133,332
|
10,240
|
Hersha Hospitality Trust Class A
|
1,729,559
|
10,101
|
Main Street Capital Corp.
|
314,080
|
10,079
|
Mercury General Corp.
|
265,681
|
10,077
|
Argo Group International Holdings Ltd.
|
243,072
|
10,058
|
Pennsylvania REIT
|
514,699
|
9,980
|
CVB Financial Corp.
|
862,446
|
9,720
|
First Midwest Bancorp Inc.
|
724,435
|
9,620
|
CubeSmart
|
594,519
|
9,393
|
Nelnet Inc. Class A
|
277,398
|
9,376
|
Ramco-Gershenson Properties Trust
|
554,370
|
9,313
|
First Citizens BancShares Inc. Class A
|
49,986
|
9,132
|
First Financial Bancorp
|
566,229
|
9,088
|
PacWest Bancorp
|
307,857
|
8,962
|
Associated Estates Realty Corp.
|
479,019
|
8,929
|
Investors Real Estate Trust
|
891,107
|
8,795
|
Anworth Mortgage Asset Corp.
|
1,381,507
|
8,745
|
Inland Real Estate Corp.
|
864,539
|
8,723
|
Radian Group Inc.
|
811,590
|
8,692
|
CreXus Investment Corp.
|
667,522
|
8,691
|
NBT Bancorp Inc.
|
390,466
|
8,649
|
* National Financial Partners Corp.
|
385,586
|
8,649
|
American Equity Investment Life Holding Co.
|
577,512
|
8,599
|
STAG Industrial Inc.
|
400,702
|
8,523
|
Astoria Financial Corp.
|
857,292
|
8,453
|
Columbia Banking System Inc.
|
384,112
|
8,443
|
Solar Capital Ltd.
|
359,199
|
8,438
|
* Citizens Republic Bancorp Inc.
|
372,398
|
8,398
|
^ Park National Corp.
|
119,336
|
8,328
|
Provident Financial Services Inc.
|
523,986
|
8,001
|
Horace Mann Educators Corp.
|
381,119
|
7,946
|
SCBT Financial Corp.
|
155,815
|
7,853
|
Sterling Financial Corp.
|
360,922
|
7,828
|
Ashford Hospitality Trust Inc.
|
626,745
|
7,747
|
* MGIC Investment Corp.
|
1,549,018
|
7,668
|
Pebblebrook Hotel Trust
|
294,144
|
7,586
|
* Pinnacle Financial Partners Inc.
|
318,927
|
7,450
|
First Commonwealth Financial Corp.
|
993,190
|
7,409
|
Triangle Capital Corp.
|
263,822
|
7,384
|
Tower Group International Ltd.
|
400,144
|
7,383
|
* Forestar Group Inc.
|
335,771
|
7,340
|
First Potomac Realty Trust
|
494,277
|
7,330
|
PennantPark Investment Corp.
|
638,824
|
7,212
|
Retail Opportunity Investments Corp.
|
512,343
|
7,178
|
|
|
|
Independent Bank Corp.
|
220,129
|
7,174
|
BlackRock Kelso Capital Corp.
|
714,581
|
7,146
|
Evercore Partners Inc. Class A
|
165,825
|
6,898
|
Cohen & Steers Inc.
|
190,509
|
6,872
|
Interactive Brokers Group Inc.
|
459,588
|
6,852
|
Oriental Financial Group Inc.
|
441,220
|
6,843
|
Boston Private Financial Holdings Inc.
|
687,610
|
6,794
|
Universal Health Realty Income Trust
|
116,560
|
6,727
|
American National Insurance Co.
|
76,610
|
6,655
|
* Strategic Hotels & Resorts Inc.
|
791,032
|
6,605
|
Resource Capital Corp.
|
974,235
|
6,440
|
WesBanco Inc.
|
268,539
|
6,432
|
Summit Hotel Properties Inc.
|
611,003
|
6,397
|
Parkway Properties Inc.
|
344,592
|
6,392
|
Chemical Financial Corp.
|
241,977
|
6,383
|
* Navigators Group Inc.
|
108,618
|
6,381
|
Silver Bay Realty Trust Corp.
|
307,295
|
6,361
|
Infinity Property & Casualty Corp.
|
112,987
|
6,350
|
Cousins Properties Inc.
|
589,508
|
6,302
|
Hercules Technology Growth Capital Inc.
|
511,868
|
6,270
|
AMERISAFE Inc.
|
176,035
|
6,256
|
Brookline Bancorp Inc.
|
678,286
|
6,200
|
ViewPoint Financial Group Inc.
|
306,570
|
6,165
|
* Ezcorp Inc. Class A
|
289,251
|
6,161
|
Berkshire Hills Bancorp Inc.
|
241,127
|
6,158
|
Oritani Financial Corp.
|
394,273
|
6,107
|
City Holding Co.
|
150,904
|
6,004
|
Banner Corp.
|
187,890
|
5,981
|
Ryman Hospitality Properties
|
130,497
|
5,970
|
First Industrial Realty Trust Inc.
|
341,777
|
5,855
|
Safety Insurance Group Inc.
|
118,593
|
5,829
|
Education Realty Trust Inc.
|
546,992
|
5,760
|
Northfield Bancorp Inc.
|
501,496
|
5,697
|
* Piper Jaffray Cos.
|
162,541
|
5,575
|
Maiden Holdings Ltd.
|
524,649
|
5,556
|
Western Asset Mortgage Capital Corp.
|
233,746
|
5,432
|
Dynex Capital Inc.
|
499,947
|
5,339
|
S&T Bancorp Inc.
|
287,799
|
5,336
|
Getty Realty Corp.
|
258,521
|
5,225
|
Apollo Residential Mortgage Inc.
|
234,363
|
5,224
|
* World Acceptance Corp.
|
59,371
|
5,098
|
Saul Centers Inc.
|
115,480
|
5,051
|
Amtrust Financial Services Inc.
|
145,666
|
5,047
|
Kennedy-Wilson Holdings Inc.
|
317,767
|
4,929
|
* iStar Financial Inc.
|
447,246
|
4,871
|
State Bank Financial Corp.
|
293,479
|
4,804
|
United Fire Group Inc.
|
184,299
|
4,694
|
* PICO Holdings Inc.
|
209,316
|
4,647
|
Healthcare Trust of America Inc. Class A
|
380,086
|
4,466
|
Select Income REIT
|
166,508
|
4,404
|
Apollo Commercial Real Estate Finance Inc.
|
244,877
|
4,307
|
* DFC Global Corp.
|
255,857
|
4,257
|
BGC Partners Inc. Class A
|
1,020,018
|
4,243
|
CapLease Inc.
|
664,512
|
4,233
|
Dime Community Bancshares Inc.
|
292,906
|
4,206
|
FBL Financial Group Inc. Class A
|
107,092
|
4,162
|
* Investment Technology Group Inc.
|
367,414
|
4,056
|
|
|
|
|
|
Urstadt Biddle Properties Inc. Class A
|
185,464
|
4,036
|
|
Tompkins Financial Corp.
|
95,167
|
4,024
|
|
TICC Capital Corp.
|
398,500
|
3,961
|
*
|
Central Pacific Financial Corp.
|
248,384
|
3,900
|
|
Excel Trust Inc.
|
278,402
|
3,800
|
*,^
Green Dot Corp. Class A
|
227,356
|
3,799
|
*
|
Wilshire Bancorp Inc.
|
556,787
|
3,775
|
|
Duff & Phelps Corp. Class A
|
241,780
|
3,750
|
|
National Western Life Insurance Co. Class A
|
21,064
|
3,707
|
|
TrustCo Bank Corp. NY
|
661,127
|
3,689
|
|
Kite Realty Group Trust
|
540,011
|
3,640
|
^
|
New York Mortgage Trust Inc.
|
479,776
|
3,618
|
*
|
Walker & Dunlop Inc.
|
200,974
|
3,612
|
*
|
Knight Capital Group Inc. Class A
|
968,382
|
3,602
|
*
|
Greenlight Capital Re Ltd. Class A
|
147,220
|
3,600
|
|
Rouse Properties Inc.
|
190,648
|
3,451
|
|
Golub Capital BDC Inc.
|
208,424
|
3,441
|
*
|
Encore Capital Group Inc.
|
108,896
|
3,278
|
|
Hudson Pacific Properties Inc.
|
150,358
|
3,270
|
|
Meadowbrook Insurance Group Inc.
|
457,661
|
3,227
|
|
Community Trust Bancorp Inc.
|
93,158
|
3,170
|
|
First Busey Corp.
|
689,886
|
3,153
|
|
Sandy Spring Bancorp Inc.
|
156,314
|
3,142
|
|
MCG Capital Corp.
|
634,515
|
3,033
|
*
|
United Community Banks Inc.
|
266,862
|
3,026
|
*
|
Flagstar Bancorp Inc.
|
216,121
|
3,011
|
|
Simmons First National Corp. Class A
|
117,507
|
2,975
|
|
Stewart Information Services Corp.
|
115,125
|
2,932
|
|
New Mountain Finance Corp.
|
196,949
|
2,879
|
|
Campus Crest Communities Inc.
|
206,877
|
2,876
|
|
Monmouth Real Estate Investment Corp. Class A
|
254,486
|
2,838
|
|
Union First Market Bankshares Corp.
|
144,835
|
2,833
|
|
OneBeacon Insurance Group Ltd. Class A
|
205,785
|
2,782
|
*
|
Bancorp Inc.
|
198,929
|
2,755
|
|
Winthrop Realty Trust
|
218,424
|
2,748
|
|
Provident New York Bancorp
|
300,953
|
2,730
|
|
State Auto Financial Corp.
|
156,517
|
2,727
|
|
THL Credit Inc.
|
174,660
|
2,616
|
*
|
Eagle Bancorp Inc.
|
119,240
|
2,610
|
|
Renasant Corp.
|
114,442
|
2,561
|
|
1st Source Corp.
|
103,971
|
2,464
|
|
Bancfirst Corp.
|
59,027
|
2,461
|
|
Homeowners Choice Inc.
|
88,826
|
2,421
|
|
Cedar Realty Trust Inc.
|
394,427
|
2,410
|
|
SY Bancorp Inc.
|
106,708
|
2,401
|
*
|
FelCor Lodging Trust Inc.
|
399,811
|
2,379
|
|
Flushing Financial Corp.
|
138,518
|
2,346
|
*
|
HomeStreet Inc.
|
104,010
|
2,324
|
|
Calamos Asset Management Inc. Class A
|
197,369
|
2,323
|
|
TCP Capital Corp.
|
145,487
|
2,322
|
|
First Interstate Bancsystem Inc.
|
122,600
|
2,306
|
|
GFI Group Inc.
|
686,933
|
2,294
|
|
MVC Capital Inc.
|
175,463
|
2,251
|
|
TowneBank
|
148,385
|
2,221
|
|
Southside Bancshares Inc.
|
104,879
|
2,204
|
|
West Coast Bancorp
|
90,572
|
2,199
|
|
WSFS Financial Corp.
|
44,152
|
2,148
|
|
|
|
StellarOne Corp.
|
123,295
|
1,991
|
First Community Bancshares Inc.
|
123,244
|
1,953
|
Arrow Financial Corp.
|
77,552
|
1,911
|
First Financial Corp.
|
60,429
|
1,903
|
Lakeland Bancorp Inc.
|
191,019
|
1,882
|
* Cowen Group Inc. Class A
|
659,169
|
1,859
|
Washington Trust Bancorp Inc.
|
66,643
|
1,825
|
Sterling Bancorp
|
173,482
|
1,763
|
Territorial Bancorp Inc.
|
72,763
|
1,730
|
* INTL. FCStone Inc.
|
99,067
|
1,725
|
Camden National Corp.
|
50,721
|
1,678
|
Capital Southwest Corp.
|
14,441
|
1,661
|
Univest Corp. of Pennsylvania
|
95,192
|
1,658
|
Hudson Valley Holding Corp.
|
111,069
|
1,656
|
Heartland Financial USA Inc.
|
65,348
|
1,651
|
* GSV Capital Corp.
|
186,847
|
1,543
|
United Financial Bancorp Inc.
|
100,785
|
1,532
|
Whitestone REIT
|
101,031
|
1,530
|
Lakeland Financial Corp.
|
56,029
|
1,495
|
National Interstate Corp.
|
49,025
|
1,470
|
* First BanCorp
|
225,900
|
1,407
|
First Bancorp
|
103,862
|
1,401
|
* Global Indemnity plc
|
60,302
|
1,399
|
Rockville Financial Inc.
|
107,926
|
1,399
|
Great Southern Bancorp Inc.
|
55,559
|
1,355
|
Trico Bancshares
|
79,057
|
1,352
|
Republic Bancorp Inc. Class A
|
56,454
|
1,278
|
* Phoenix Cos. Inc.
|
40,762
|
1,254
|
CoBiz Financial Inc.
|
151,574
|
1,225
|
Baldwin & Lyons Inc.
|
48,078
|
1,144
|
Westwood Holdings Group Inc.
|
24,904
|
1,106
|
* Regional Management Corp.
|
54,301
|
1,097
|
Donegal Group Inc. Class A
|
57,157
|
873
|
Artio Global Investors Inc. Class A
|
319,310
|
869
|
Kansas City Life Insurance Co.
|
21,584
|
845
|
EMC Insurance Group Inc.
|
30,840
|
812
|
Oppenheimer Holdings Inc. Class A
|
40,754
|
793
|
Urstadt Biddle Properties Inc.
|
41,528
|
792
|
OceanFirst Financial Corp.
|
54,843
|
791
|
Westfield Financial Inc.
|
99,532
|
774
|
Bryn Mawr Bank Corp.
|
31,162
|
725
|
* Southwest Bancorp Inc.
|
55,985
|
703
|
GAMCO Investors Inc.
|
13,067
|
694
|
* Sun Bancorp Inc.
|
202,026
|
689
|
Crawford & Co. Class B
|
66,738
|
507
|
Crawford & Co. Class A
|
94,376
|
500
|
First Connecticut Bancorp Inc.
|
28,589
|
421
|
* Kearny Financial Corp.
|
39,287
|
401
|
* Doral Financial Corp.
|
422,426
|
298
|
* Hampton Roads Bankshares Inc.
|
96,341
|
126
|
|
|
3,621,056
|
Health Care (4.9%)
|
|
|
Community Health Systems Inc.
|
882,643
|
41,828
|
PerkinElmer Inc.
|
1,110,966
|
37,373
|
Teleflex Inc.
|
396,159
|
33,479
|
* Health Management Associates Inc. Class A
|
2,481,443
|
31,936
|
* LifePoint Hospitals Inc.
|
477,739
|
23,151
|
|
|
|
|
*
|
Health Net Inc.
|
786,655
|
22,514
|
|
STERIS Corp.
|
537,595
|
22,369
|
*
|
Allscripts Healthcare Solutions Inc.
|
1,493,362
|
20,295
|
|
Owens & Minor Inc.
|
613,586
|
19,978
|
*
|
Alere Inc.
|
743,462
|
18,981
|
|
Hill-Rom Holdings Inc.
|
382,546
|
13,473
|
*
|
Amsurg Corp. Class A
|
306,561
|
10,313
|
*
|
Hanger Inc.
|
314,923
|
9,930
|
|
PDL BioPharma Inc.
|
1,354,422
|
9,901
|
|
CONMED Corp.
|
275,665
|
9,389
|
|
Analogic Corp.
|
118,412
|
9,357
|
*
|
MedAssets Inc.
|
457,353
|
8,804
|
*
|
Charles River Laboratories International Inc.
|
164,479
|
7,281
|
*,^
Arena Pharmaceuticals Inc.
|
736,094
|
6,043
|
|
Ensign Group Inc.
|
166,964
|
5,577
|
*
|
Isis Pharmaceuticals Inc.
|
325,677
|
5,517
|
*
|
Kindred Healthcare Inc.
|
515,732
|
5,431
|
*
|
Infinity Pharmaceuticals Inc.
|
99,469
|
4,821
|
*
|
ImmunoGen Inc.
|
284,945
|
4,576
|
*
|
Alnylam Pharmaceuticals Inc.
|
184,386
|
4,493
|
*
|
NuVasive Inc.
|
210,577
|
4,487
|
*
|
Vanguard Health Systems Inc.
|
299,599
|
4,455
|
*
|
Nektar Therapeutics
|
390,105
|
4,291
|
*
|
PharMerica Corp.
|
285,383
|
3,995
|
|
Invacare Corp.
|
283,604
|
3,701
|
|
National Healthcare Corp.
|
80,729
|
3,691
|
|
Select Medical Holdings Corp.
|
406,069
|
3,655
|
*
|
Greatbatch Inc.
|
114,604
|
3,423
|
*
|
Amedisys Inc.
|
299,521
|
3,331
|
|
Universal American Corp.
|
370,040
|
3,082
|
*
|
AMN Healthcare Services Inc.
|
190,393
|
3,014
|
*
|
Symmetry Medical Inc.
|
230,179
|
2,636
|
|
Quality Systems Inc.
|
140,751
|
2,573
|
|
Assisted Living Concepts Inc. Class A
|
194,346
|
2,311
|
*
|
Achillion Pharmaceuticals Inc.
|
240,406
|
2,101
|
*
|
Natus Medical Inc.
|
149,853
|
2,014
|
*
|
AngioDynamics Inc.
|
169,729
|
1,940
|
*
|
Gentiva Health Services Inc.
|
173,540
|
1,878
|
*
|
Lexicon Pharmaceuticals Inc.
|
781,190
|
1,703
|
|
Almost Family Inc.
|
81,237
|
1,660
|
*
|
Omnicell Inc.
|
83,666
|
1,580
|
*
|
LHC Group Inc.
|
72,295
|
1,554
|
*
|
Skilled Healthcare Group Inc.
|
211,268
|
1,388
|
|
Enzon Pharmaceuticals Inc.
|
322,427
|
1,225
|
*
|
Palomar Medical Technologies Inc.
|
90,118
|
1,216
|
*
|
Idenix Pharmaceuticals Inc.
|
340,195
|
1,211
|
*
|
XenoPort Inc.
|
163,104
|
1,166
|
*
|
Clovis Oncology Inc.
|
39,935
|
1,145
|
*
|
AVANIR Pharmaceuticals Inc.
|
415,242
|
1,138
|
*
|
AVEO Pharmaceuticals Inc.
|
153,609
|
1,129
|
*
|
Triple-S Management Corp. Class B
|
63,060
|
1,099
|
*
|
Geron Corp.
|
632,791
|
677
|
*
|
Sunesis Pharmaceuticals Inc.
|
96,000
|
525
|
*
|
Progenics Pharmaceuticals Inc.
|
76,743
|
414
|
*
|
Corcept Therapeutics Inc.
|
184,425
|
369
|
*,^
Biotime Inc.
|
94,844
|
362
|
*
|
Wright Medical Group Inc. Rights
|
71,097
|
178
|
|
|
|
|
*
|
Forest Laboratories Inc. Contingent Value Rights Exp. 04/14/2018
|
62,138
|
59
|
|
|
|
463,186
|
Industrials (14.2%)
|
|
|
|
Carlisle Cos. Inc.
|
608,835
|
41,273
|
*
|
Terex Corp.
|
1,069,572
|
36,815
|
|
Trinity Industries Inc.
|
764,024
|
34,633
|
*
|
Oshkosh Corp.
|
797,612
|
33,891
|
|
Regal-Beloit Corp.
|
409,269
|
33,380
|
*
|
AECOM Technology Corp.
|
941,570
|
30,883
|
*
|
WESCO International Inc.
|
423,440
|
30,746
|
|
Kennametal Inc.
|
770,750
|
30,090
|
|
Ryder System Inc.
|
494,733
|
29,560
|
|
EMCOR Group Inc.
|
644,056
|
27,302
|
|
Lennox International Inc.
|
413,815
|
26,273
|
|
Huntington Ingalls Industries Inc.
|
479,970
|
25,597
|
|
Crane Co.
|
440,768
|
24,621
|
|
ITT Corp.
|
852,326
|
24,232
|
|
Alliant Techsystems Inc.
|
316,180
|
22,901
|
*
|
Esterline Technologies Corp.
|
298,636
|
22,607
|
|
GATX Corp.
|
431,223
|
22,411
|
|
Belden Inc.
|
427,392
|
22,075
|
*
|
EnerSys Inc.
|
469,325
|
21,392
|
|
Macquarie Infrastructure Co. LLC
|
384,657
|
20,787
|
|
Deluxe Corp.
|
492,622
|
20,395
|
|
Exelis Inc.
|
1,815,761
|
19,774
|
|
Harsco Corp.
|
779,983
|
19,320
|
*
|
General Cable Corp.
|
481,693
|
17,644
|
^
|
RR Donnelley & Sons Co.
|
1,339,323
|
16,139
|
|
HNI Corp.
|
436,929
|
15,507
|
|
Brady Corp. Class A
|
460,385
|
15,437
|
|
Generac Holdings Inc.
|
429,586
|
15,182
|
*
|
FTI Consulting Inc.
|
401,369
|
15,116
|
|
Mine Safety Appliances Co.
|
304,107
|
15,090
|
|
TAL International Group Inc.
|
327,455
|
14,837
|
|
Acuity Brands Inc.
|
207,059
|
14,360
|
|
United Stationers Inc.
|
369,849
|
14,295
|
|
Curtiss-Wright Corp.
|
407,472
|
14,139
|
|
Brink's Co.
|
462,287
|
13,064
|
|
Watts Water Technologies Inc. Class A
|
261,260
|
12,538
|
*
|
MRC Global Inc.
|
373,102
|
12,286
|
|
ABM Industries Inc.
|
524,809
|
11,672
|
|
Steelcase Inc. Class A
|
777,206
|
11,448
|
|
Briggs & Stratton Corp.
|
460,033
|
11,409
|
|
Granite Construction Inc.
|
355,897
|
11,332
|
|
Air Lease Corp.
|
360,803
|
10,579
|
|
ESCO Technologies Inc.
|
257,867
|
10,536
|
*
|
Atlas Air Worldwide Holdings Inc.
|
255,884
|
10,430
|
|
Werner Enterprises Inc.
|
423,195
|
10,216
|
|
Matson Inc.
|
411,826
|
10,131
|
*
|
USG Corp.
|
363,818
|
9,619
|
*
|
Teledyne Technologies Inc.
|
118,701
|
9,311
|
|
Aircastle Ltd.
|
675,086
|
9,235
|
|
CLARCOR Inc.
|
169,534
|
8,880
|
*,^
GrafTech International Ltd.
|
1,103,923
|
8,478
|
|
G&K Services Inc. Class A
|
185,095
|
8,424
|
|
Barnes Group Inc.
|
289,305
|
8,370
|
|
Apogee Enterprises Inc.
|
274,730
|
7,953
|
|
|
|
Kaydon Corp.
|
310,710
|
7,948
|
AZZ Inc.
|
159,168
|
7,672
|
Watsco Inc.
|
90,749
|
7,639
|
Albany International Corp.
|
259,268
|
7,493
|
Simpson Manufacturing Co. Inc.
|
243,218
|
7,445
|
* ACCO Brands Corp.
|
1,094,869
|
7,314
|
Mueller Industries Inc.
|
135,950
|
7,245
|
Universal Forest Products Inc.
|
181,931
|
7,243
|
AAR Corp.
|
386,538
|
7,108
|
McGrath RentCorp
|
228,040
|
7,092
|
Altra Holdings Inc.
|
260,235
|
7,084
|
Standex International Corp.
|
123,216
|
6,804
|
* Wabash National Corp.
|
662,328
|
6,729
|
* Tutor Perini Corp.
|
345,199
|
6,662
|
AMERCO
|
37,923
|
6,581
|
* Navigant Consulting Inc.
|
495,136
|
6,506
|
CIRCOR International Inc.
|
151,805
|
6,452
|
H&E Equipment Services Inc.
|
289,070
|
5,897
|
Interface Inc. Class A
|
303,109
|
5,826
|
Quanex Building Products Corp.
|
357,350
|
5,753
|
Quad/Graphics Inc.
|
239,738
|
5,739
|
Titan International Inc.
|
270,335
|
5,699
|
* DigitalGlobe Inc.
|
196,545
|
5,682
|
* Greenbrier Cos. Inc.
|
249,513
|
5,666
|
* JetBlue Airways Corp.
|
818,638
|
5,649
|
* Saia Inc.
|
155,267
|
5,616
|
Encore Wire Corp.
|
159,946
|
5,601
|
Kaman Corp.
|
150,240
|
5,329
|
SkyWest Inc.
|
322,432
|
5,175
|
* Spirit Airlines Inc.
|
204,037
|
5,174
|
Kelly Services Inc. Class A
|
276,687
|
5,169
|
* Gibraltar Industries Inc.
|
281,034
|
5,129
|
Comfort Systems USA Inc.
|
360,758
|
5,083
|
American Railcar Industries Inc.
|
92,998
|
4,347
|
Cubic Corp.
|
100,919
|
4,311
|
* Korn/Ferry International
|
234,626
|
4,190
|
* TrueBlue Inc.
|
194,337
|
4,108
|
* Dycom Industries Inc.
|
205,097
|
4,038
|
Viad Corp.
|
135,680
|
3,753
|
* Powell Industries Inc.
|
70,077
|
3,684
|
* ICF International Inc.
|
125,938
|
3,426
|
* Republic Airways Holdings Inc.
|
290,218
|
3,349
|
* Consolidated Graphics Inc.
|
83,655
|
3,271
|
* Federal Signal Corp.
|
400,266
|
3,258
|
* Wesco Aircraft Holdings Inc.
|
213,533
|
3,143
|
* Air Transport Services Group Inc.
|
527,934
|
3,078
|
Great Lakes Dredge & Dock Corp.
|
455,569
|
3,066
|
US Ecology Inc.
|
115,298
|
3,061
|
* CAI International Inc.
|
102,865
|
2,965
|
* EnergySolutions Inc.
|
786,250
|
2,948
|
Pike Electric Corp.
|
203,903
|
2,902
|
* Engility Holdings Inc.
|
120,470
|
2,889
|
Arkansas Best Corp.
|
235,467
|
2,750
|
Marten Transport Ltd.
|
125,497
|
2,526
|
SeaCube Container Leasing Ltd.
|
107,972
|
2,479
|
* Titan Machinery Inc.
|
86,540
|
2,401
|
LB Foster Co. Class A
|
54,210
|
2,401
|
|
|
|
Sauer-Danfoss Inc.
|
41,021
|
2,397
|
* Nortek Inc.
|
33,500
|
2,391
|
Heidrick & Struggles International Inc.
|
156,520
|
2,340
|
Heartland Express Inc.
|
173,686
|
2,317
|
Dynamic Materials Corp.
|
130,807
|
2,276
|
Ennis Inc.
|
148,212
|
2,234
|
* Accuride Corp.
|
389,954
|
2,102
|
Griffon Corp.
|
175,039
|
2,086
|
FreightCar America Inc.
|
93,992
|
2,051
|
Global Power Equipment Group Inc.
|
109,311
|
1,926
|
* Hawaiian Holdings Inc.
|
307,204
|
1,769
|
* Northwest Pipe Co.
|
62,465
|
1,748
|
* CBIZ Inc.
|
266,958
|
1,703
|
* Columbus McKinnon Corp.
|
87,938
|
1,693
|
Hyster-Yale Materials Handling Inc.
|
29,421
|
1,680
|
CDI Corp.
|
96,093
|
1,653
|
* Ducommun Inc.
|
80,759
|
1,598
|
Kimball International Inc. Class B
|
175,254
|
1,588
|
Alamo Group Inc.
|
41,048
|
1,570
|
* Layne Christensen Co.
|
67,328
|
1,439
|
* Kadant Inc.
|
56,950
|
1,424
|
* Swisher Hygiene Inc.
|
1,099,986
|
1,419
|
Houston Wire & Cable Co.
|
101,343
|
1,312
|
* Orion Marine Group Inc.
|
131,513
|
1,307
|
* Ameresco Inc. Class A
|
170,465
|
1,261
|
Twin Disc Inc.
|
49,059
|
1,230
|
* Cenveo Inc.
|
555,483
|
1,194
|
* TMS International Corp. Class A
|
78,565
|
1,037
|
* CRA International Inc.
|
45,254
|
1,012
|
Multi-Color Corp.
|
38,624
|
996
|
Ampco-Pittsburgh Corp.
|
49,610
|
938
|
Douglas Dynamics Inc.
|
65,726
|
908
|
* Quality Distribution Inc.
|
107,635
|
905
|
* ARC Document Solutions Inc.
|
247,492
|
738
|
Michael Baker Corp.
|
28,303
|
693
|
* Pacer International Inc.
|
131,957
|
664
|
* Vicor Corp.
|
126,686
|
630
|
* Genco Shipping & Trading Ltd.
|
206,735
|
595
|
* Pendrell Corp.
|
350,452
|
582
|
* Sterling Construction Co. Inc.
|
53,267
|
580
|
* American Superconductor Corp.
|
211,155
|
562
|
NL Industries Inc.
|
44,800
|
557
|
* Metalico Inc.
|
227,447
|
368
|
Schawk Inc. Class A
|
25,953
|
285
|
* Hill International Inc.
|
89,804
|
269
|
* Patriot Transportation Holding Inc.
|
8,354
|
232
|
* Dolan Co.
|
84,282
|
201
|
Preformed Line Products Co.
|
2,078
|
145
|
|
|
1,342,768
|
Information Technology (9.7%)
|
|
|
AOL Inc.
|
909,532
|
35,008
|
Broadridge Financial Solutions Inc.
|
1,183,068
|
29,387
|
* Ingram Micro Inc.
|
1,453,334
|
28,602
|
* NCR Corp.
|
1,005,943
|
27,724
|
* Brocade Communications Systems Inc.
|
4,201,497
|
24,243
|
* Rovi Corp.
|
1,001,347
|
21,439
|
Lender Processing Services Inc.
|
821,303
|
20,910
|
|
|
|
|
*
|
Teradyne Inc.
|
1,181,812
|
19,169
|
*
|
Arris Group Inc.
|
1,097,283
|
18,840
|
*
|
Zynga Inc. Class A
|
5,366,897
|
18,033
|
|
Convergys Corp.
|
1,056,461
|
17,991
|
|
Diebold Inc.
|
581,280
|
17,624
|
*
|
Itron Inc.
|
379,441
|
17,606
|
*
|
Fairchild Semiconductor International Inc. Class A
|
1,228,757
|
17,375
|
*
|
Vishay Intertechnology Inc.
|
1,269,354
|
17,276
|
|
j2 Global Inc.
|
433,579
|
17,001
|
*
|
Tech Data Corp.
|
365,454
|
16,668
|
|
Mentor Graphics Corp.
|
915,519
|
16,525
|
|
Lexmark International Inc. Class A
|
625,116
|
16,503
|
*,^
Advanced Micro Devices Inc.
|
5,857,573
|
14,937
|
|
Cypress Semiconductor Corp.
|
1,314,653
|
14,501
|
*
|
EchoStar Corp. Class A
|
364,913
|
14,221
|
*
|
International Rectifier Corp.
|
669,128
|
14,152
|
*
|
PMC - Sierra Inc.
|
1,944,554
|
13,203
|
*
|
Microsemi Corp.
|
568,311
|
13,168
|
*
|
Compuware Corp.
|
1,032,045
|
12,901
|
*
|
Take-Two Interactive Software Inc.
|
790,605
|
12,768
|
*
|
Polycom Inc.
|
1,103,757
|
12,230
|
*
|
CACI International Inc. Class A
|
209,983
|
12,152
|
^
|
ADTRAN Inc.
|
576,273
|
11,324
|
|
Intersil Corp. Class A
|
1,227,282
|
10,690
|
*
|
First Solar Inc.
|
383,235
|
10,332
|
*
|
MEMC Electronic Materials Inc.
|
2,235,436
|
9,836
|
*
|
Benchmark Electronics Inc.
|
536,679
|
9,671
|
|
Tessera Technologies Inc.
|
505,643
|
9,481
|
*
|
SYNNEX Corp.
|
252,973
|
9,360
|
*
|
Progress Software Corp.
|
402,089
|
9,160
|
|
MKS Instruments Inc.
|
331,075
|
9,005
|
*
|
Sanmina Corp.
|
791,339
|
8,990
|
*
|
Insight Enterprises Inc.
|
431,193
|
8,891
|
|
Cognex Corp.
|
197,456
|
8,323
|
*
|
Kulicke & Soffa Industries Inc.
|
653,802
|
7,558
|
*
|
Spansion Inc. Class A
|
582,644
|
7,499
|
*
|
Rofin-Sinar Technologies Inc.
|
271,839
|
7,364
|
|
Tellabs Inc.
|
3,379,560
|
7,063
|
*
|
ATMI Inc.
|
309,789
|
6,949
|
*
|
CSG Systems International Inc.
|
326,320
|
6,915
|
*
|
Integrated Device Technology Inc.
|
907,043
|
6,776
|
|
Brooks Automation Inc.
|
641,955
|
6,535
|
*
|
Web.com Group Inc.
|
380,366
|
6,497
|
*
|
Harmonic Inc.
|
1,120,713
|
6,489
|
*
|
Advanced Energy Industries Inc.
|
348,209
|
6,372
|
*
|
Newport Corp.
|
370,763
|
6,273
|
|
ManTech International Corp. Class A
|
230,412
|
6,191
|
|
AVX Corp.
|
490,860
|
5,841
|
*
|
Monster Worldwide Inc.
|
1,133,463
|
5,747
|
*
|
Emulex Corp.
|
867,634
|
5,666
|
|
EarthLink Inc.
|
1,008,459
|
5,466
|
|
United Online Inc.
|
880,616
|
5,310
|
*
|
TiVo Inc.
|
419,490
|
5,197
|
*
|
TeleTech Holdings Inc.
|
233,941
|
4,962
|
*
|
Checkpoint Systems Inc.
|
373,210
|
4,874
|
*
|
Digital River Inc.
|
343,902
|
4,863
|
|
Park Electrochemical Corp.
|
191,250
|
4,846
|
|
|
|
|
*,^
SunPower Corp. Class A
|
403,302
|
4,654
|
*
|
OmniVision Technologies Inc.
|
336,847
|
4,642
|
*
|
Bankrate Inc.
|
387,296
|
4,624
|
|
Methode Electronics Inc.
|
358,713
|
4,620
|
|
EPIQ Systems Inc.
|
312,627
|
4,386
|
*
|
Global Cash Access Holdings Inc.
|
612,472
|
4,318
|
|
Booz Allen Hamilton Holding Corp.
|
319,544
|
4,295
|
*
|
Power-One Inc.
|
999,262
|
4,147
|
|
Comtech Telecommunications Corp.
|
168,292
|
4,086
|
*
|
TTM Technologies Inc.
|
515,390
|
3,917
|
|
Daktronics Inc.
|
368,121
|
3,865
|
*
|
Rudolph Technologies Inc.
|
313,049
|
3,688
|
|
Badger Meter Inc.
|
65,753
|
3,519
|
|
Black Box Corp.
|
159,990
|
3,489
|
*
|
Super Micro Computer Inc.
|
303,361
|
3,425
|
*,^
Amkor Technology Inc.
|
813,146
|
3,253
|
|
Electro Scientific Industries Inc.
|
284,521
|
3,144
|
*
|
Photronics Inc.
|
452,625
|
3,023
|
*
|
Intermec Inc.
|
303,686
|
2,985
|
*
|
Kemet Corp.
|
434,798
|
2,717
|
|
Cass Information Systems Inc.
|
64,600
|
2,716
|
*
|
Infinera Corp.
|
379,979
|
2,660
|
*
|
Cray Inc.
|
111,091
|
2,578
|
*
|
CIBER Inc.
|
513,378
|
2,413
|
*
|
IntraLinks Holdings Inc.
|
373,540
|
2,376
|
*
|
Fabrinet
|
150,316
|
2,196
|
|
Electro Rent Corp.
|
115,155
|
2,135
|
|
CTS Corp.
|
176,068
|
1,838
|
*
|
Avid Technology Inc.
|
282,584
|
1,772
|
*
|
QuinStreet Inc.
|
289,882
|
1,731
|
*
|
RealNetworks Inc.
|
221,754
|
1,710
|
*
|
FormFactor Inc.
|
335,191
|
1,575
|
*
|
Net 1 UEPS Technologies Inc.
|
201,512
|
1,491
|
*
|
Vocus Inc.
|
95,262
|
1,348
|
*
|
Aeroflex Holding Corp.
|
164,279
|
1,291
|
*
|
ModusLink Global Solutions Inc.
|
381,852
|
1,260
|
*
|
GSI Group Inc.
|
131,496
|
1,122
|
*
|
Aviat Networks Inc.
|
326,223
|
1,099
|
*
|
Multi-Fineline Electronix Inc.
|
59,858
|
924
|
*
|
Symmetricom Inc.
|
197,855
|
898
|
|
Cohu Inc.
|
88,235
|
826
|
*
|
TeleCommunication Systems Inc. Class A
|
357,147
|
796
|
|
Marchex Inc. Class B
|
185,961
|
783
|
*
|
Anaren Inc.
|
38,925
|
755
|
*
|
TechTarget Inc.
|
152,806
|
747
|
*
|
Pericom Semiconductor Corp.
|
109,152
|
743
|
*
|
Alpha & Omega Semiconductor Ltd.
|
82,825
|
735
|
*
|
Saba Software Inc.
|
90,733
|
721
|
|
Bel Fuse Inc. Class B
|
44,296
|
691
|
|
Supertex Inc.
|
30,865
|
685
|
*
|
Mitel Networks Corp.
|
168,856
|
658
|
|
Keynote Systems Inc.
|
42,191
|
589
|
*
|
Sigma Designs Inc.
|
111,516
|
543
|
*
|
Viasystems Group Inc.
|
30,187
|
394
|
*
|
XO Group Inc.
|
34,154
|
342
|
*
|
Imation Corp.
|
86,324
|
330
|
*
|
Oclaro Inc.
|
261,680
|
330
|
|
|
|
|
*
|
Envestnet Inc.
|
15,309
|
268
|
*
|
Intevac Inc.
|
56,407
|
266
|
*
|
Agilysys Inc.
|
22,967
|
228
|
*
|
STR Holdings Inc.
|
95,774
|
208
|
|
Bel Fuse Inc. Class A
|
6,318
|
87
|
|
|
|
912,128
|
Materials (5.9%)
|
|
|
|
Packaging Corp. of America
|
950,502
|
42,649
|
|
RPM International Inc.
|
1,280,426
|
40,436
|
|
Cytec Industries Inc.
|
419,181
|
31,053
|
|
Compass Minerals International Inc.
|
320,429
|
25,282
|
|
Cabot Corp.
|
614,358
|
21,011
|
|
Olin Corp.
|
775,782
|
19,565
|
|
Sensient Technologies Corp.
|
481,681
|
18,829
|
|
Commercial Metals Co.
|
1,013,554
|
16,065
|
*
|
Resolute Forest Products
|
971,751
|
15,723
|
|
Worthington Industries Inc.
|
507,300
|
15,716
|
|
Minerals Technologies Inc.
|
342,426
|
14,214
|
|
Carpenter Technology Corp.
|
281,406
|
13,871
|
|
Greif Inc. Class A
|
244,444
|
13,107
|
|
Tronox Ltd. Class A
|
614,711
|
12,177
|
*
|
Clearwater Paper Corp.
|
224,577
|
11,833
|
|
Innophos Holdings Inc.
|
210,184
|
11,468
|
*
|
SunCoke Energy Inc.
|
677,231
|
11,059
|
|
Hecla Mining Co.
|
2,763,406
|
10,915
|
|
Kaiser Aluminum Corp.
|
168,173
|
10,872
|
*
|
Chemtura Corp.
|
472,990
|
10,221
|
|
Silgan Holdings Inc.
|
215,668
|
10,190
|
|
PH Glatfelter Co.
|
414,757
|
9,697
|
|
A Schulman Inc.
|
283,516
|
8,948
|
*
|
RTI International Metals Inc.
|
278,829
|
8,836
|
*
|
Coeur d'Alene Mines Corp.
|
432,961
|
8,166
|
|
Boise Inc.
|
923,928
|
8,001
|
|
Quaker Chemical Corp.
|
126,668
|
7,476
|
|
AMCOL International Corp.
|
247,447
|
7,470
|
*
|
OM Group Inc.
|
313,362
|
7,358
|
*
|
Kraton Performance Polymers Inc.
|
312,321
|
7,308
|
|
Stepan Co.
|
111,150
|
7,014
|
|
Haynes International Inc.
|
118,949
|
6,578
|
*
|
Calgon Carbon Corp.
|
358,795
|
6,494
|
|
Schnitzer Steel Industries Inc.
|
233,160
|
6,216
|
*
|
Texas Industries Inc.
|
96,981
|
6,121
|
|
Schweitzer-Mauduit International Inc.
|
150,123
|
5,814
|
*
|
Ferro Corp.
|
795,734
|
5,371
|
|
Materion Corp.
|
187,828
|
5,353
|
*
|
Horsehead Holding Corp.
|
425,441
|
4,629
|
^
|
AK Steel Holding Corp.
|
1,283,743
|
4,249
|
|
Tredegar Corp.
|
141,460
|
4,165
|
|
Neenah Paper Inc.
|
128,991
|
3,968
|
|
Buckeye Technologies Inc.
|
130,992
|
3,923
|
*
|
Headwaters Inc.
|
344,258
|
3,752
|
^
|
Kronos Worldwide Inc.
|
224,331
|
3,511
|
|
Wausau Paper Corp.
|
316,151
|
3,408
|
*,^
Zoltek Cos. Inc.
|
282,626
|
3,377
|
|
Metals USA Holdings Corp.
|
161,581
|
3,337
|
*,^
Molycorp Inc.
|
639,790
|
3,327
|
|
Myers Industries Inc.
|
215,932
|
3,014
|
|
|
|
* AM Castle & Co.
|
167,676
|
2,934
|
* Mercer International Inc.
|
396,032
|
2,737
|
* Century Aluminum Co.
|
334,010
|
2,585
|
Olympic Steel Inc.
|
89,913
|
2,149
|
Noranda Aluminum Holding Corp.
|
213,038
|
957
|
* Golden Minerals Co.
|
164,955
|
393
|
|
|
554,892
|
Telecommunication Services (0.6%)
|
|
|
Telephone & Data Systems Inc.
|
884,656
|
18,640
|
Consolidated Communications Holdings Inc.
|
367,038
|
6,441
|
* Clearwire Corp. Class A
|
1,522,446
|
4,933
|
* Vonage Holdings Corp.
|
1,603,313
|
4,633
|
* Premiere Global Services Inc.
|
280,619
|
3,084
|
* Iridium Communications Inc.
|
508,718
|
3,062
|
Atlantic Tele-Network Inc.
|
58,695
|
2,847
|
Shenandoah Telecommunications Co.
|
153,748
|
2,342
|
Lumos Networks Corp.
|
155,978
|
2,103
|
NTELOS Holdings Corp.
|
157,946
|
2,023
|
USA Mobility Inc.
|
143,161
|
1,900
|
* Leap Wireless International Inc.
|
248,891
|
1,466
|
IDT Corp. Class B
|
86,659
|
1,045
|
Alaska Communications Systems Group Inc.
|
442,107
|
734
|
* Elephant Talk Communications Corp.
|
98,182
|
120
|
|
|
55,373
|
Utilities (6.5%)
|
|
|
Questar Corp.
|
1,694,721
|
41,233
|
Westar Energy Inc.
|
1,224,074
|
40,615
|
Atmos Energy Corp.
|
873,395
|
37,285
|
Great Plains Energy Inc.
|
1,485,526
|
34,449
|
Vectren Corp.
|
794,971
|
28,158
|
Hawaiian Electric Industries Inc.
|
998,335
|
27,664
|
Cleco Corp.
|
587,744
|
27,642
|
IDACORP Inc.
|
485,392
|
23,430
|
Piedmont Natural Gas Co. Inc.
|
697,569
|
22,936
|
Portland General Electric Co.
|
731,115
|
22,175
|
WGL Holdings Inc.
|
499,521
|
22,029
|
Southwest Gas Corp.
|
446,546
|
21,193
|
UNS Energy Corp.
|
400,485
|
19,600
|
UIL Holdings Corp.
|
490,352
|
19,413
|
New Jersey Resources Corp.
|
403,439
|
18,094
|
PNM Resources Inc.
|
770,989
|
17,956
|
Black Hills Corp.
|
406,231
|
17,890
|
South Jersey Industries Inc.
|
302,700
|
16,827
|
ALLETE Inc.
|
338,418
|
16,589
|
Avista Corp.
|
578,548
|
15,852
|
NorthWestern Corp.
|
360,159
|
14,356
|
El Paso Electric Co.
|
368,856
|
12,412
|
MGE Energy Inc.
|
223,699
|
12,402
|
Northwest Natural Gas Co.
|
260,074
|
11,396
|
American States Water Co.
|
185,998
|
10,708
|
Otter Tail Corp.
|
314,963
|
9,808
|
Empire District Electric Co.
|
410,517
|
9,196
|
CH Energy Group Inc.
|
137,370
|
8,983
|
California Water Service Group
|
447,397
|
8,903
|
Laclede Group Inc.
|
207,297
|
8,852
|
Ormat Technologies Inc.
|
153,897
|
3,178
|
|
|
|
|
|
Middlesex Water Co.
|
|
|
127,449
|
2,488
|
Chesapeake Utilities Corp.
|
|
|
48,722
|
2,390
|
SJW Corp.
|
|
|
85,902
|
2,276
|
Unitil Corp.
|
|
|
54,046
|
1,520
|
Connecticut Water Service Inc.
|
|
|
42,023
|
1,228
|
Genie Energy Ltd. Class B
|
|
|
112,405
|
1,041
|
|
|
|
|
612,167
|
Total Common Stocks (Cost $7,566,794)
|
|
|
|
8,992,939
|
|
Coupon
|
|
|
|
Temporary Cash Investments (5.2%)
1
|
|
|
|
|
Money Market Fund (4.9%)
|
|
|
|
|
2,3
Vanguard Market Liquidity Fund
|
0.147%
|
|
467,424,946
|
467,425
|
|
|
|
|
Face
|
|
|
|
Maturity
|
Amount
|
|
|
|
Date
|
($000)
|
|
U.S. Government and Agency Obligations (0.3%)
|
|
|
|
|
4,5
Federal Home Loan Bank Discount Notes
|
0.140%
|
5/29/13
|
10,000
|
9,998
|
4,5
Federal Home Loan Bank Discount Notes
|
0.135%
|
9/20/13
|
10,000
|
9,992
|
5,6
Freddie Mac Discount Notes
|
0.130%
|
9/16/13
|
2,500
|
2,498
|
5 United States Treasury Note/Bond
|
1.750%
|
4/15/13
|
5,000
|
5,003
|
|
|
|
|
27,491
|
Total Temporary Cash Investments (Cost $494,918)
|
|
|
|
494,916
|
Total Investments (100.5%) (Cost $8,061,712)
|
|
|
|
9,487,855
|
Other Assets and Liabilities-Net (-0.5%)
3
|
|
|
|
(46,789)
|
Net Assets (100%)
|
|
|
|
9,441,066
|
* Non-income-producing security.
^ Part of security position is on loan to broker-dealers. The total value of securities on loan is $75,401,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 100.0% and 0.5%, respectively, of net assets.
2 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 $81,403,000 of collateral received for securities on loan.
4 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.
5 Securities with a value of $18,444,000 have been segregated as initial margin for open futures contracts.
6 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.
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
Small-Cap Value Index Fund
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 March 31, 2013,
based on the inputs used to value them:
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
Investments
|
($000)
|
($000)
|
($000)
|
Common Stocks
|
8,992,880
|
—
|
59
|
Temporary Cash Investments
|
467,425
|
27,491
|
—
|
Futures Contracts—Assets
1
|
1,155
|
—
|
—
|
Total
|
9,461,460
|
27,491
|
59
|
1 Represents variation margin on the last day of the reporting period.
|
|
|
|
C
. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market.
Futures contracts are valued at their quoted daily settlement prices. The aggregate principal amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded in the Schedule of Investments as an asset (liability).
Small-Cap Value Index Fund
At March 31, 2013, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:
|
|
|
|
|
|
|
|
|
($000)
|
|
|
Number of
|
Aggregate
|
|
|
|
Long (Short)
|
Settlement
|
Unrealized
|
|
|
Contracts
|
Value
|
Appreciation
|
Futures Contracts
|
Expiration
|
|
Long (Short)
|
(Depreciation)
|
E-mini Russell 2000 Index
|
June 2013
|
3,396
|
322,246
|
3,850
|
E-mini S&P MIDCAP 400 Index
|
June 2013
|
685
|
78,844
|
1,459
|
E-mini S&P 500 Index
|
June 2013
|
425
|
33,207
|
307
|
S&P 500 Index
|
June 2013
|
23
|
8,986
|
71
|
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.
D
. At March 31, 2013, the cost of investment securities for tax purposes was $8,062,344,000. Net unrealized appreciation of investment securities for tax purposes was $1,425,511,000, consisting of unrealized gains of $1,888,011,000 on securities that had risen in value since their purchase and $462,500,000 in unrealized losses on securities that had fallen in value since their purchase.
Item 2: Controls and Procedures
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. During the last fiscal quarter, there was no significant change in the Registrant’s internal control over financial reporting that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.
Item 3: Exhibits
(a) Certifications
|
|
|
VANGUARD INDEX FUNDS
|
|
By:
|
/s/ F. WILLIAM MCNABB III*
|
|
F. WILLIAM MCNABB III
|
|
CHIEF EXECUTIVE OFFICER
|
|
Date: May 17, 2013
|
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
|
|
|
VANGUARD INDEX FUNDS
|
|
By:
|
/s/ F. WILLIAM MCNABB III*
|
|
F. WILLIAM MCNABB III
|
|
CHIEF EXECUTIVE OFFICER
|
|
Date: May 17, 2013
|
|
|
|
VANGUARD INDEX FUNDS
|
|
By:
|
/s/ THOMAS J. HIGGINS*
|
|
THOMAS J. HIGGINS
|
|
CHIEF FINANCIAL OFFICER
|
|
Date: May 17, 2013
|
* 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.