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:
811-07175
Name of Registrant:
Vanguard Tax-Managed Funds
Address of Registrant:
P.O. Box 2600
Valley Forge, PA 19482
Name and address of agent for service:
Heidi Stam, Esquire
P.O. Box 876
Valley Forge, PA 19482
Date of fiscal year end: December 31
Date of reporting period: September 30, 2011
Item 1:
Schedule of Investments
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Vanguard Tax-Managed Growth and Income Fund
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Schedule of Investments
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As of September 30, 2012
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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 (100.0%)
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Consumer Discretionary (11.0%)
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Walt Disney Co.
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359,298
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18,784
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McDonald's Corp.
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201,947
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18,529
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*
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Amazon.com Inc.
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72,385
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18,409
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Home Depot Inc.
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301,714
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18,214
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Comcast Corp. Class A
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501,868
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17,952
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News Corp. Class A
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407,854
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10,005
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Time Warner Inc.
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189,911
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8,609
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Target Corp.
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131,036
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8,317
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Starbucks Corp.
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152,026
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7,715
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Ford Motor Co.
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764,196
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7,535
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NIKE Inc. Class B
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73,674
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6,992
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Lowe's Cos. Inc.
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228,431
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6,908
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*
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DIRECTV
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125,754
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6,597
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TJX Cos. Inc.
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147,242
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6,595
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*
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priceline.com Inc.
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9,983
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6,177
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Yum! Brands Inc.
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91,184
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6,049
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Time Warner Cable Inc.
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61,307
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5,828
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Viacom Inc. Class B
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94,803
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5,080
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CBS Corp. Class B
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119,228
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4,332
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Johnson Controls Inc.
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137,122
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3,757
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Carnival Corp.
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89,440
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3,259
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Coach Inc.
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57,063
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3,197
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McGraw-Hill Cos. Inc.
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56,169
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3,066
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Macy's Inc.
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80,586
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3,032
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*
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Discovery Communications Inc. Class A
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49,500
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2,952
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*
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Bed Bath & Beyond Inc.
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46,564
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2,934
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Ross Stores Inc.
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44,786
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2,893
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VF Corp.
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17,642
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2,811
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*
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AutoZone Inc.
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7,502
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2,773
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Omnicom Group Inc.
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53,175
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2,742
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Mattel Inc.
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68,346
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2,425
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Limited Brands Inc.
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47,768
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2,353
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Starwood Hotels & Resorts Worldwide Inc.
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39,211
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2,273
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*
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Dollar Tree Inc.
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46,016
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2,221
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Kohl's Corp.
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43,213
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2,213
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Gap Inc.
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59,710
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2,136
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*
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Chipotle Mexican Grill Inc. Class A
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6,348
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2,016
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*
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O'Reilly Automotive Inc.
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23,868
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1,996
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Marriott International Inc. Class A
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50,424
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1,972
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Harley-Davidson Inc.
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45,727
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1,937
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Genuine Parts Co.
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30,998
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1,892
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Ralph Lauren Corp. Class A
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12,235
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1,850
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Wynn Resorts Ltd.
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15,793
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1,823
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Nordstrom Inc.
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30,536
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1,685
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*
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BorgWarner Inc.
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23,001
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1,590
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Staples Inc.
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136,560
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1,573
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Wyndham Worldwide Corp.
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28,396
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1,490
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Tiffany & Co.
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23,803
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1,473
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Darden Restaurants Inc.
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25,511
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1,422
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* CarMax Inc.
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45,791
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1,296
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Family Dollar Stores Inc.
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19,356
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1,283
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Whirlpool Corp.
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15,473
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1,283
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Comcast Corp.
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33,914
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1,180
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DR Horton Inc.
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55,355
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1,142
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Lennar Corp. Class A
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32,369
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1,125
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Newell Rubbermaid Inc.
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58,089
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1,109
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Expedia Inc.
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18,713
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1,082
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Scripps Networks Interactive Inc. Class A
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17,281
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1,058
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* PulteGroup Inc.
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67,907
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1,053
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Interpublic Group of Cos. Inc.
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87,409
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972
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H&R Block Inc.
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54,483
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944
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* Fossil Inc.
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11,012
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933
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Best Buy Co. Inc.
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53,278
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916
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Hasbro Inc.
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23,105
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882
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* Urban Outfitters Inc.
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22,040
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828
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Gannett Co. Inc.
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46,425
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824
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* TripAdvisor Inc.
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22,013
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725
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Leggett & Platt Inc.
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28,381
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711
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International Game Technology
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52,878
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692
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JC Penney Co. Inc.
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28,375
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689
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Cablevision Systems Corp. Class A
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43,468
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689
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Harman International Industries Inc.
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13,381
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618
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* Netflix Inc.
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11,199
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610
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* Goodyear Tire & Rubber Co.
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48,343
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589
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* Apollo Group Inc. Class A
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20,005
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581
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Abercrombie & Fitch Co.
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16,328
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554
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GameStop Corp. Class A
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24,721
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519
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* Big Lots Inc.
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11,756
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348
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* AutoNation Inc.
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7,649
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334
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Washington Post Co. Class B
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900
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327
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284,279
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Consumer Staples (10.9%)
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Procter & Gamble Co.
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551,370
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38,243
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Philip Morris International Inc.
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337,407
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30,346
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Coca-Cola Co.
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774,970
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29,395
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Wal-Mart Stores Inc.
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336,562
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24,838
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PepsiCo Inc.
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311,642
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22,055
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Kraft Foods Inc.
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355,134
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14,685
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Altria Group Inc.
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406,823
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13,584
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CVS Caremark Corp.
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254,641
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12,330
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Colgate-Palmolive Co.
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89,241
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9,568
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Costco Wholesale Corp.
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86,475
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8,658
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Kimberly-Clark Corp.
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78,949
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6,772
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Walgreen Co.
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171,728
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6,258
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General Mills Inc.
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129,914
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5,177
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Sysco Corp.
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117,570
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3,676
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HJ Heinz Co.
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64,176
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3,591
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Archer-Daniels-Midland Co.
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132,024
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3,588
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Whole Foods Market Inc.
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34,414
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3,352
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Lorillard Inc.
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26,056
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3,034
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Mead Johnson Nutrition Co.
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40,712
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2,983
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Estee Lauder Cos. Inc. Class A
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48,114
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2,962
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Reynolds American Inc.
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65,700
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2,848
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Kroger Co.
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109,077
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2,568
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Kellogg Co.
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49,493
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2,557
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ConAgra Foods Inc.
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81,147
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2,239
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Hershey Co.
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30,435
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2,158
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Brown-Forman Corp. Class B
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30,425
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1,985
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JM Smucker Co.
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21,928
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1,893
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Clorox Co.
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26,028
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1,875
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Dr Pepper Snapple Group Inc.
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42,018
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1,871
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Beam Inc.
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31,820
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1,831
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Coca-Cola Enterprises Inc.
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55,460
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1,734
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* Monster Beverage Corp.
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30,763
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1,666
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McCormick & Co. Inc.
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26,643
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1,653
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Molson Coors Brewing Co. Class B
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31,110
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1,402
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Avon Products Inc.
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86,843
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1,385
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Campbell Soup Co.
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36,130
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1,258
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* Constellation Brands Inc. Class A
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29,422
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952
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Tyson Foods Inc. Class A
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58,231
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933
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Hormel Foods Corp.
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27,000
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790
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Safeway Inc.
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47,710
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768
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* Dean Foods Co.
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36,900
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603
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280,064
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Energy (11.3%)
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Exxon Mobil Corp.
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924,033
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84,503
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Chevron Corp.
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392,727
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45,776
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Schlumberger Ltd.
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265,760
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19,222
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Occidental Petroleum Corp.
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162,113
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13,951
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ConocoPhillips
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243,276
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13,911
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Anadarko Petroleum Corp.
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99,988
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6,991
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National Oilwell Varco Inc.
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85,316
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6,835
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Apache Corp.
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78,247
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6,766
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Halliburton Co.
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185,911
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6,263
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EOG Resources Inc.
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54,029
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6,054
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Phillips 66
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125,638
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5,826
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Devon Energy Corp.
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75,371
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4,560
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Williams Cos. Inc.
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125,555
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4,391
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Marathon Oil Corp.
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141,348
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4,180
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Kinder Morgan Inc.
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114,328
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4,061
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Baker Hughes Inc.
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88,140
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3,987
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Spectra Energy Corp.
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130,871
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3,842
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Marathon Petroleum Corp.
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67,624
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3,692
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Valero Energy Corp.
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110,560
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3,503
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Noble Energy Inc.
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35,505
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3,292
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Hess Corp.
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59,511
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3,197
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* Cameron International Corp.
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49,375
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2,768
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Pioneer Natural Resources Co.
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24,670
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2,576
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Ensco plc Class A
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46,497
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2,537
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* Southwestern Energy Co.
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69,853
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2,429
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Range Resources Corp.
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32,586
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2,277
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* FMC Technologies Inc.
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47,856
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2,216
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Murphy Oil Corp.
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36,966
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1,985
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Chesapeake Energy Corp.
|
103,935
|
1,961
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Cabot Oil & Gas Corp.
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42,138
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1,892
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Noble Corp.
|
50,651
|
1,812
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EQT Corp.
|
29,904
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1,764
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CONSOL Energy Inc.
|
45,789
|
1,376
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* Denbury Resources Inc.
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78,592
|
1,270
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Peabody Energy Corp.
|
53,720
|
1,197
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Tesoro Corp.
|
27,884
|
1,168
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QEP Resources Inc.
|
35,768
|
1,132
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Helmerich & Payne Inc.
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21,287
|
1,013
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Diamond Offshore Drilling Inc.
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14,011
|
922
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* Newfield Exploration Co.
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27,211
|
852
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Sunoco Inc.
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18,171
|
851
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* Rowan Cos. plc Class A
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24,986
|
844
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* Nabors Industries Ltd.
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57,606
|
808
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* WPX Energy Inc.
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39,218
|
651
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* Alpha Natural Resources Inc.
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41,670
|
274
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291,378
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Financials (14.6%)
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Wells Fargo & Co.
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983,380
|
33,956
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JPMorgan Chase & Co.
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760,407
|
30,781
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* Berkshire Hathaway Inc. Class B
|
332,699
|
29,344
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Citigroup Inc.
|
586,962
|
19,205
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Bank of America Corp.
|
2,157,192
|
19,048
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US Bancorp
|
379,304
|
13,010
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American Express Co.
|
197,398
|
11,224
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Goldman Sachs Group Inc.
|
90,204
|
10,254
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Simon Property Group Inc.
|
60,682
|
9,212
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* American International Group Inc.
|
233,672
|
7,662
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MetLife Inc.
|
212,845
|
7,335
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|
PNC Financial Services Group Inc.
|
106,080
|
6,694
|
|
Capital One Financial Corp.
|
116,186
|
6,624
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|
American Tower Corporation
|
79,179
|
5,653
|
|
Bank of New York Mellon Corp.
|
236,323
|
5,346
|
|
Travelers Cos. Inc.
|
77,089
|
5,262
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|
ACE Ltd.
|
67,800
|
5,126
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|
Prudential Financial Inc.
|
93,396
|
5,091
|
|
BB&T Corp.
|
140,083
|
4,645
|
|
Morgan Stanley
|
277,038
|
4,638
|
|
BlackRock Inc.
|
25,653
|
4,574
|
|
Aflac Inc.
|
93,839
|
4,493
|
|
Discover Financial Services
|
103,078
|
4,095
|
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Chubb Corp.
|
53,276
|
4,064
|
|
State Street Corp.
|
95,950
|
4,026
|
|
Public Storage
|
28,889
|
4,020
|
|
Allstate Corp.
|
96,976
|
3,841
|
|
HCP Inc.
|
86,140
|
3,831
|
|
Marsh & McLennan Cos. Inc.
|
109,100
|
3,702
|
|
Ventas Inc.
|
59,058
|
3,676
|
|
CME Group Inc.
|
61,210
|
3,507
|
|
Equity Residential
|
60,195
|
3,463
|
|
Franklin Resources Inc.
|
27,626
|
3,455
|
|
Aon plc
|
64,639
|
3,380
|
|
Boston Properties Inc.
|
30,083
|
3,327
|
|
Prologis Inc.
|
92,370
|
3,236
|
|
T. Rowe Price Group Inc.
|
50,870
|
3,220
|
|
* Berkshire Hathaway Inc. Class A
|
23
|
3,052
|
|
SunTrust Banks Inc.
|
107,899
|
3,050
|
|
Health Care REIT Inc.
|
51,066
|
2,949
|
|
Fifth Third Bancorp
|
184,119
|
2,856
|
|
Weyerhaeuser Co.
|
107,773
|
2,817
|
|
Charles Schwab Corp.
|
219,543
|
2,808
|
|
Vornado Realty Trust
|
33,857
|
2,744
|
|
AvalonBay Communities Inc.
|
19,443
|
2,644
|
|
Loews Corp.
|
62,657
|
2,585
|
|
Ameriprise Financial Inc.
|
42,142
|
2,389
|
|
Progressive Corp.
|
112,193
|
2,327
|
|
|
|
|
|
Host Hotels & Resorts Inc.
|
144,842
|
2,325
|
|
M&T Bank Corp.
|
24,109
|
2,294
|
|
Invesco Ltd.
|
89,416
|
2,234
|
|
Regions Financial Corp.
|
283,213
|
2,042
|
|
Northern Trust Corp.
|
43,848
|
2,035
|
|
* IntercontinentalExchange Inc.
|
14,614
|
1,950
|
|
Moody's Corp.
|
38,640
|
1,707
|
|
Hartford Financial Services Group Inc.
|
87,129
|
1,694
|
|
Kimco Realty Corp.
|
81,623
|
1,654
|
|
KeyCorp
|
188,060
|
1,644
|
|
Principal Financial Group Inc.
|
55,518
|
1,496
|
|
SLM Corp.
|
94,004
|
1,478
|
|
XL Group plc Class A
|
61,026
|
1,466
|
|
Plum Creek Timber Co. Inc.
|
32,215
|
1,412
|
|
Lincoln National Corp.
|
55,725
|
1,348
|
|
NYSE Euronext
|
49,237
|
1,214
|
|
Comerica Inc.
|
38,893
|
1,208
|
|
Huntington Bancshares Inc.
|
171,123
|
1,181
|
|
* CBRE Group Inc. Class A
|
60,421
|
1,112
|
|
Cincinnati Financial Corp.
|
29,295
|
1,110
|
|
Unum Group
|
55,925
|
1,075
|
|
Torchmark Corp.
|
18,999
|
976
|
|
Leucadia National Corp.
|
39,294
|
894
|
|
People's United Financial Inc.
|
70,432
|
855
|
|
Zions Bancorporation
|
37,040
|
765
|
|
Apartment Investment & Management Co. Class A
|
29,192
|
759
|
|
Hudson City Bancorp Inc.
|
95,219
|
758
|
|
Assurant Inc.
|
16,009
|
597
|
|
Legg Mason Inc.
|
23,936
|
591
|
|
NASDAQ OMX Group Inc.
|
23,595
|
550
|
|
* Genworth Financial Inc. Class A
|
97,134
|
508
|
|
First Horizon National Corp.
|
49,824
|
480
|
|
* E*TRADE Financial Corp.
|
50,359
|
444
|
|
Federated Investors Inc. Class B
|
18,495
|
383
|
|
|
|
376,480
|
|
Health Care (12.0%)
|
|
|
|
Johnson & Johnson
|
551,876
|
38,030
|
|
Pfizer Inc.
|
1,495,298
|
37,158
|
|
Merck & Co. Inc.
|
609,875
|
27,505
|
|
Abbott Laboratories
|
314,243
|
21,544
|
|
Amgen Inc.
|
154,300
|
13,011
|
|
UnitedHealth Group Inc.
|
206,617
|
11,449
|
|
Bristol-Myers Squibb Co.
|
336,066
|
11,342
|
|
* Express Scripts Holding Co.
|
162,176
|
10,164
|
|
* Gilead Sciences Inc.
|
151,414
|
10,043
|
|
Eli Lilly & Co.
|
204,315
|
9,687
|
|
Medtronic Inc.
|
204,334
|
8,811
|
|
* Biogen Idec Inc.
|
47,360
|
7,068
|
|
* Celgene Corp.
|
86,385
|
6,600
|
|
Baxter International Inc.
|
109,421
|
6,594
|
|
Covidien plc
|
96,200
|
5,716
|
|
Allergan Inc.
|
61,648
|
5,646
|
|
* Alexion Pharmaceuticals Inc.
|
38,644
|
4,421
|
|
Thermo Fisher Scientific Inc.
|
73,117
|
4,301
|
|
McKesson Corp.
|
47,335
|
4,072
|
|
* Intuitive Surgical Inc.
|
8,007
|
3,968
|
|
WellPoint Inc.
|
65,015
|
3,772
|
|
|
|
|
|
Stryker Corp.
|
57,913
|
3,223
|
|
Becton Dickinson and Co.
|
40,038
|
3,145
|
|
Cigna Corp.
|
57,788
|
2,726
|
|
Agilent Technologies Inc.
|
69,847
|
2,686
|
|
Cardinal Health Inc.
|
68,159
|
2,656
|
|
St. Jude Medical Inc.
|
62,908
|
2,650
|
|
Aetna Inc.
|
66,878
|
2,648
|
|
* Edwards Lifesciences Corp.
|
23,043
|
2,474
|
|
Zimmer Holdings Inc.
|
34,918
|
2,361
|
|
Humana Inc.
|
32,362
|
2,270
|
|
* Cerner Corp.
|
29,038
|
2,248
|
|
* Watson Pharmaceuticals Inc.
|
25,577
|
2,178
|
|
Perrigo Co.
|
17,602
|
2,045
|
|
Quest Diagnostics Inc.
|
31,842
|
2,020
|
|
* Mylan Inc.
|
81,519
|
1,989
|
|
AmerisourceBergen Corp. Class A
|
50,424
|
1,952
|
|
* Laboratory Corp. of America Holdings
|
19,268
|
1,782
|
|
* DaVita Inc.
|
17,013
|
1,763
|
|
* Life Technologies Corp.
|
34,982
|
1,710
|
|
* Forest Laboratories Inc.
|
46,827
|
1,668
|
|
* Boston Scientific Corp.
|
283,516
|
1,627
|
|
CR Bard Inc.
|
15,529
|
1,625
|
|
* Waters Corp.
|
17,558
|
1,463
|
|
* Varian Medical Systems Inc.
|
22,049
|
1,330
|
|
* CareFusion Corp.
|
44,589
|
1,266
|
|
Coventry Health Care Inc.
|
26,680
|
1,112
|
|
* Hospira Inc.
|
33,254
|
1,091
|
|
DENTSPLY International Inc.
|
28,153
|
1,074
|
|
PerkinElmer Inc.
|
22,637
|
667
|
|
Patterson Cos. Inc.
|
16,940
|
580
|
|
* Tenet Healthcare Corp.
|
84,017
|
527
|
|
|
|
309,458
|
|
Industrials (9.8%)
|
|
|
|
General Electric Co.
|
2,113,774
|
48,004
|
|
United Technologies Corp.
|
167,900
|
13,145
|
|
3M Co.
|
127,343
|
11,769
|
|
Caterpillar Inc.
|
130,739
|
11,249
|
|
Union Pacific Corp.
|
94,740
|
11,246
|
|
United Parcel Service Inc. Class B
|
143,984
|
10,305
|
|
Boeing Co.
|
135,546
|
9,437
|
|
Honeywell International Inc.
|
156,161
|
9,331
|
|
Emerson Electric Co.
|
145,504
|
7,023
|
|
Deere & Co.
|
78,356
|
6,464
|
|
Danaher Corp.
|
116,888
|
6,446
|
|
Tyco International Ltd.
|
92,172
|
5,186
|
|
Illinois Tool Works Inc.
|
86,361
|
5,136
|
|
Lockheed Martin Corp.
|
53,799
|
5,024
|
|
FedEx Corp.
|
58,497
|
4,950
|
|
Precision Castparts Corp.
|
29,065
|
4,747
|
|
General Dynamics Corp.
|
66,344
|
4,387
|
|
CSX Corp.
|
208,407
|
4,324
|
|
Norfolk Southern Corp.
|
64,006
|
4,073
|
|
Raytheon Co.
|
66,582
|
3,806
|
|
Northrop Grumman Corp.
|
49,470
|
3,286
|
|
Cummins Inc.
|
35,444
|
3,268
|
|
Eaton Corp.
|
67,658
|
3,197
|
|
PACCAR Inc.
|
70,939
|
2,839
|
|
|
|
|
|
Waste Management Inc.
|
87,234
|
2,798
|
|
Ingersoll-Rand plc
|
57,400
|
2,573
|
|
Stanley Black & Decker Inc.
|
33,611
|
2,563
|
|
Parker Hannifin Corp.
|
29,890
|
2,498
|
|
WW Grainger Inc.
|
11,983
|
2,497
|
|
Cooper Industries plc
|
32,100
|
2,409
|
|
Fastenal Co.
|
53,982
|
2,321
|
|
Dover Corp.
|
36,706
|
2,184
|
|
Roper Industries Inc.
|
19,640
|
2,158
|
|
Rockwell Automation Inc.
|
28,303
|
1,968
|
|
C.H. Robinson Worldwide Inc.
|
32,212
|
1,886
|
|
Fluor Corp.
|
33,390
|
1,879
|
|
Republic Services Inc. Class A
|
59,956
|
1,649
|
|
* Stericycle Inc.
|
17,164
|
1,554
|
|
Expeditors International of Washington Inc.
|
42,123
|
1,532
|
|
Rockwell Collins Inc.
|
28,314
|
1,519
|
|
Pall Corp.
|
23,295
|
1,479
|
|
Textron Inc.
|
56,308
|
1,474
|
|
L-3 Communications Holdings Inc.
|
19,277
|
1,382
|
|
Flowserve Corp.
|
10,268
|
1,312
|
|
Southwest Airlines Co.
|
148,836
|
1,305
|
|
Joy Global Inc.
|
21,289
|
1,193
|
|
Equifax Inc.
|
23,867
|
1,112
|
|
Masco Corp.
|
71,819
|
1,081
|
|
* Quanta Services Inc.
|
42,869
|
1,059
|
|
* Jacobs Engineering Group Inc.
|
26,045
|
1,053
|
|
Iron Mountain Inc.
|
30,255
|
1,032
|
|
Xylem Inc.
|
36,801
|
926
|
|
Cintas Corp.
|
21,402
|
887
|
|
Snap-on Inc.
|
11,567
|
831
|
|
Robert Half International Inc.
|
28,401
|
756
|
|
Dun & Bradstreet Corp.
|
8,896
|
708
|
|
Avery Dennison Corp.
|
20,487
|
652
|
|
Pitney Bowes Inc.
|
40,481
|
559
|
|
* Pentair Inc.
|
12,109
|
539
|
|
Ryder System Inc.
|
10,104
|
395
|
|
RR Donnelley & Sons Co.
|
35,168
|
373
|
|
Pentair Ltd.
|
5,153
|
229
|
|
|
|
252,967
|
|
Information Technology (20.1%)
|
|
|
|
Apple Inc.
|
187,660
|
125,218
|
|
Microsoft Corp.
|
1,510,423
|
44,980
|
|
International Business Machines Corp.
|
215,042
|
44,610
|
|
* Google Inc. Class A
|
53,027
|
40,009
|
|
Oracle Corp.
|
762,673
|
24,017
|
|
Intel Corp.
|
1,001,868
|
22,722
|
|
QUALCOMM Inc.
|
341,113
|
21,316
|
|
Cisco Systems Inc.
|
1,059,395
|
20,224
|
|
Visa Inc. Class A
|
104,648
|
14,052
|
|
* EMC Corp.
|
420,001
|
11,453
|
|
* eBay Inc.
|
232,107
|
11,236
|
|
Mastercard Inc. Class A
|
21,474
|
9,695
|
|
Accenture plc Class A
|
127,134
|
8,903
|
|
Hewlett-Packard Co.
|
393,974
|
6,721
|
|
Texas Instruments Inc.
|
228,048
|
6,283
|
|
Automatic Data Processing Inc.
|
96,946
|
5,687
|
|
* Cognizant Technology Solutions Corp. Class A
|
59,760
|
4,178
|
|
|
|
|
|
Corning Inc.
|
297,990
|
3,919
|
|
* Salesforce.com Inc.
|
25,523
|
3,897
|
|
Broadcom Corp. Class A
|
103,095
|
3,565
|
|
* Yahoo! Inc.
|
208,851
|
3,336
|
|
Intuit Inc.
|
55,294
|
3,256
|
|
* Adobe Systems Inc.
|
98,330
|
3,192
|
|
TE Connectivity Ltd.
|
85,800
|
2,918
|
|
Motorola Solutions Inc.
|
57,268
|
2,895
|
|
Dell Inc.
|
291,872
|
2,878
|
|
* Citrix Systems Inc.
|
37,503
|
2,872
|
|
Applied Materials Inc.
|
247,895
|
2,768
|
|
* Teradata Corp.
|
33,659
|
2,538
|
|
* Symantec Corp.
|
140,752
|
2,533
|
|
* NetApp Inc.
|
72,818
|
2,394
|
|
Analog Devices Inc.
|
59,947
|
2,349
|
|
* Red Hat Inc.
|
38,727
|
2,205
|
|
Seagate Technology plc
|
70,917
|
2,198
|
|
Western Union Co.
|
120,422
|
2,194
|
|
Altera Corp.
|
63,821
|
2,169
|
|
Paychex Inc.
|
64,725
|
2,155
|
|
* SanDisk Corp.
|
48,185
|
2,093
|
|
* Fiserv Inc.
|
27,067
|
2,004
|
|
Xerox Corp.
|
261,820
|
1,922
|
|
Amphenol Corp. Class A
|
32,163
|
1,894
|
|
* Juniper Networks Inc.
|
105,783
|
1,810
|
|
CA Inc.
|
68,585
|
1,767
|
|
Xilinx Inc.
|
52,636
|
1,759
|
|
Western Digital Corp.
|
44,524
|
1,724
|
|
* NVIDIA Corp.
|
124,181
|
1,657
|
|
* F5 Networks Inc.
|
15,794
|
1,654
|
|
KLA-Tencor Corp.
|
33,159
|
1,582
|
|
Fidelity National Information Services Inc.
|
50,241
|
1,568
|
|
* VeriSign Inc.
|
31,231
|
1,521
|
|
* Autodesk Inc.
|
45,333
|
1,513
|
|
Linear Technology Corp.
|
46,147
|
1,470
|
|
* Akamai Technologies Inc.
|
35,353
|
1,353
|
|
Microchip Technology Inc.
|
38,999
|
1,277
|
|
* Micron Technology Inc.
|
203,959
|
1,221
|
|
* BMC Software Inc.
|
29,345
|
1,217
|
|
* Lam Research Corp.
|
36,704
|
1,167
|
|
Harris Corp.
|
22,520
|
1,153
|
|
Computer Sciences Corp.
|
30,784
|
991
|
|
* Electronic Arts Inc.
|
63,155
|
801
|
|
Total System Services Inc.
|
32,598
|
773
|
|
* LSI Corp.
|
111,232
|
769
|
|
Molex Inc.
|
27,322
|
718
|
|
Jabil Circuit Inc.
|
37,540
|
703
|
|
SAIC Inc.
|
56,868
|
685
|
|
FLIR Systems Inc.
|
30,396
|
607
|
|
* JDS Uniphase Corp.
|
46,691
|
578
|
|
* Teradyne Inc.
|
37,800
|
537
|
|
* Advanced Micro Devices Inc.
|
121,345
|
409
|
|
* First Solar Inc.
|
11,633
|
258
|
|
Lexmark International Inc. Class A
|
1,635
|
36
|
|
|
|
518,726
|
|
Materials (3.5%)
|
|
|
|
Monsanto Co.
|
106,614
|
9,704
|
|
|
|
|
|
EI du Pont de Nemours & Co.
|
186,114
|
9,356
|
|
Freeport-McMoRan Copper & Gold Inc.
|
190,216
|
7,529
|
|
Dow Chemical Co.
|
240,094
|
6,953
|
|
Praxair Inc.
|
59,634
|
6,195
|
|
Newmont Mining Corp.
|
99,283
|
5,561
|
|
PPG Industries Inc.
|
30,624
|
3,517
|
|
LyondellBasell Industries NV Class A
|
68,014
|
3,514
|
|
Air Products & Chemicals Inc.
|
42,432
|
3,509
|
|
Ecolab Inc.
|
52,679
|
3,414
|
|
Mosaic Co.
|
55,315
|
3,187
|
|
International Paper Co.
|
87,718
|
3,186
|
|
CF Industries Holdings Inc.
|
12,559
|
2,791
|
|
Sherwin-Williams Co.
|
16,954
|
2,525
|
|
Nucor Corp.
|
63,690
|
2,437
|
|
Alcoa Inc.
|
213,803
|
1,892
|
|
Eastman Chemical Co.
|
30,643
|
1,747
|
|
Sigma-Aldrich Corp.
|
24,140
|
1,737
|
|
FMC Corp.
|
27,428
|
1,519
|
|
Ball Corp.
|
31,014
|
1,312
|
|
Vulcan Materials Co.
|
26,030
|
1,231
|
|
Airgas Inc.
|
13,797
|
1,135
|
|
Cliffs Natural Resources Inc.
|
28,632
|
1,120
|
|
MeadWestvaco Corp.
|
34,859
|
1,067
|
|
International Flavors & Fragrances Inc.
|
16,254
|
968
|
|
Allegheny Technologies Inc.
|
21,620
|
690
|
|
Bemis Co. Inc.
|
20,850
|
656
|
|
* Owens-Illinois Inc.
|
32,485
|
609
|
|
United States Steel Corp.
|
28,480
|
543
|
|
Sealed Air Corp.
|
34,992
|
541
|
|
Titanium Metals Corp.
|
14,700
|
189
|
|
|
|
90,334
|
|
Telecommunication Services (3.3%)
|
|
|
|
AT&T Inc.
|
1,154,876
|
43,539
|
|
Verizon Communications Inc.
|
570,496
|
25,998
|
|
CenturyLink Inc.
|
124,789
|
5,042
|
|
* Crown Castle International Corp.
|
58,717
|
3,764
|
|
* Sprint Nextel Corp.
|
601,166
|
3,318
|
|
Windstream Corp.
|
116,958
|
1,182
|
|
Frontier Communications Corp.
|
200,706
|
983
|
|
* MetroPCS Communications Inc.
|
63,428
|
743
|
|
|
|
84,569
|
|
Utilities (3.5%)
|
|
|
|
Duke Energy Corp.
|
141,084
|
9,142
|
|
Southern Co.
|
175,003
|
8,066
|
|
Exelon Corp.
|
171,056
|
6,086
|
|
Dominion Resources Inc.
|
114,891
|
6,082
|
|
NextEra Energy Inc.
|
84,718
|
5,958
|
|
American Electric Power Co. Inc.
|
96,952
|
4,260
|
|
FirstEnergy Corp.
|
83,808
|
3,696
|
|
PG&E Corp.
|
85,481
|
3,647
|
|
Consolidated Edison Inc.
|
58,732
|
3,517
|
|
PPL Corp.
|
116,439
|
3,383
|
|
Public Service Enterprise Group Inc.
|
101,434
|
3,264
|
|
Edison International
|
65,333
|
2,985
|
|
Sempra Energy
|
44,952
|
2,899
|
|
Xcel Energy Inc.
|
97,724
|
2,708
|
|
|
|
|
|
Entergy Corp.
|
35,535
|
2,463
|
|
Northeast Utilities
|
62,957
|
2,407
|
|
DTE Energy Co.
|
34,479
|
2,067
|
|
ONEOK Inc.
|
40,924
|
1,977
|
|
CenterPoint Energy Inc.
|
85,688
|
1,825
|
|
Wisconsin Energy Corp.
|
46,042
|
1,734
|
|
Ameren Corp.
|
48,721
|
1,592
|
|
NiSource Inc.
|
57,243
|
1,459
|
|
* AES Corp.
|
124,335
|
1,364
|
|
SCANA Corp.
|
26,388
|
1,274
|
|
CMS Energy Corp.
|
53,120
|
1,251
|
|
Pinnacle West Capital Corp.
|
22,040
|
1,164
|
|
NRG Energy Inc.
|
45,874
|
981
|
|
AGL Resources Inc.
|
23,689
|
969
|
|
Pepco Holdings Inc.
|
46,055
|
870
|
|
Integrys Energy Group Inc.
|
15,473
|
808
|
|
TECO Energy Inc.
|
40,750
|
723
|
|
|
|
90,621
|
|
Total Investments (100.0%) (Cost $1,969,243)
|
|
2,578,876
|
|
Other Assets and Liabilities-Net (0.0%)
|
|
921
|
|
Net Assets (100%)
|
|
2,579,797
|
|
* Non-income-producing security.
|
|
|
|
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.
B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments).
At September 30, 2012, 100% of the market value of the fund's investments was determined based on Level 1 inputs.
C. At September 30, 2012, the cost of investment securities for tax purposes was $1,969,243,000. Net unrealized appreciation of investment securities for tax purposes was $609,633,000, consisting of unrealized gains of $823,094,000 on securities that had risen in value since their purchase and $213,461,000 in unrealized losses on securities that had fallen in value since their purchase.
|
|
|
|
|
|
Vanguard Tax-Managed Capital Appreciation Fund
|
|
|
|
|
|
|
|
|
|
Schedule of Investments
|
|
|
|
As of September 30, 2012
|
|
|
|
|
|
|
|
|
Market
|
|
|
|
|
Value
|
|
|
|
Shares
|
($000)
|
|
Common Stocks (100.0%)
|
|
|
|
Consumer Discretionary (12.4%)
|
|
|
|
|
Walt Disney Co.
|
545,936
|
28,542
|
|
|
Home Depot Inc.
|
467,800
|
28,241
|
|
|
McDonald's Corp.
|
306,260
|
28,099
|
|
*
|
Amazon.com Inc.
|
110,440
|
28,087
|
|
|
Comcast Corp. Class A
|
755,371
|
27,020
|
|
|
News Corp. Class A
|
683,830
|
16,774
|
|
|
Time Warner Inc.
|
319,149
|
14,467
|
|
|
Target Corp.
|
222,300
|
14,109
|
|
|
Starbucks Corp.
|
250,852
|
12,731
|
|
|
Lowe's Cos. Inc.
|
414,600
|
12,538
|
|
|
Ford Motor Co.
|
1,209,933
|
11,930
|
|
*
|
DIRECTV
|
225,409
|
11,825
|
|
|
NIKE Inc. Class B
|
121,600
|
11,541
|
|
|
Yum! Brands Inc.
|
163,460
|
10,844
|
|
|
Viacom Inc. Class B
|
171,033
|
9,166
|
|
|
Time Warner Cable Inc.
|
94,542
|
8,987
|
|
*
|
General Motors Co.
|
299,485
|
6,813
|
|
|
McGraw-Hill Cos. Inc.
|
120,000
|
6,551
|
|
|
Johnson Controls Inc.
|
237,600
|
6,510
|
|
|
Ross Stores Inc.
|
96,892
|
6,259
|
|
|
Coach Inc.
|
111,500
|
6,246
|
|
*
|
Bed Bath & Beyond Inc.
|
98,815
|
6,225
|
|
*
|
AutoZone Inc.
|
16,290
|
6,022
|
|
|
Kohl's Corp.
|
112,150
|
5,744
|
|
|
Gap Inc.
|
148,547
|
5,315
|
|
*
|
Sirius XM Radio Inc.
|
2,034,325
|
5,289
|
|
*
|
Dollar Tree Inc.
|
107,938
|
5,211
|
|
|
Starwood Hotels & Resorts Worldwide Inc.
|
89,818
|
5,206
|
|
*
|
Liberty Interactive Corp. Class A
|
277,926
|
5,142
|
|
*
|
Discovery Communications Inc.
|
90,137
|
5,051
|
|
|
Marriott International Inc. Class A
|
125,975
|
4,926
|
|
*
|
O'Reilly Automotive Inc.
|
57,848
|
4,837
|
|
|
Ralph Lauren Corp. Class A
|
30,800
|
4,658
|
|
|
Las Vegas Sands Corp.
|
100,440
|
4,657
|
|
|
CBS Corp. Class B
|
127,174
|
4,620
|
|
|
Darden Restaurants Inc.
|
77,080
|
4,297
|
|
|
PetSmart Inc.
|
62,000
|
4,277
|
|
*
|
Liberty Global Inc.
|
75,207
|
4,243
|
|
*
|
BorgWarner Inc.
|
61,100
|
4,223
|
|
|
PVH Corp.
|
43,031
|
4,033
|
|
|
Scripps Networks Interactive Inc. Class A
|
62,170
|
3,807
|
|
*
|
priceline.com Inc.
|
6,075
|
3,759
|
|
*
|
Dollar General Corp.
|
71,400
|
3,680
|
|
*
|
PulteGroup Inc.
|
234,730
|
3,638
|
|
*
|
CarMax Inc.
|
128,143
|
3,626
|
|
|
Expedia Inc.
|
62,306
|
3,604
|
|
|
TJX Cos. Inc.
|
79,152
|
3,545
|
|
*
|
Toll Brothers Inc.
|
106,560
|
3,541
|
|
*
|
NVR Inc.
|
4,040
|
3,412
|
|
|
|
|
|
Interpublic Group of Cos. Inc.
|
294,400
|
3,274
|
|
* Liberty Media Corp. - Liberty Capital Class A
|
30,877
|
3,216
|
|
* MGM Resorts International
|
298,690
|
3,211
|
|
Advance Auto Parts Inc.
|
46,302
|
3,169
|
|
Brinker International Inc.
|
88,250
|
3,115
|
|
Hasbro Inc.
|
77,100
|
2,943
|
|
* TripAdvisor Inc.
|
85,506
|
2,816
|
|
* Mohawk Industries Inc.
|
34,700
|
2,777
|
|
* AutoNation Inc.
|
62,525
|
2,731
|
|
Omnicom Group Inc.
|
50,600
|
2,609
|
|
DR Horton Inc.
|
126,366
|
2,608
|
|
Foot Locker Inc.
|
70,600
|
2,506
|
|
John Wiley & Sons Inc. Class A
|
53,700
|
2,468
|
|
* Liberty Global Inc. Class A
|
39,738
|
2,414
|
|
Harley-Davidson Inc.
|
56,800
|
2,407
|
|
Macy's Inc.
|
56,800
|
2,137
|
|
* Apollo Group Inc. Class A
|
72,229
|
2,098
|
|
* Lamar Advertising Co. Class A
|
56,186
|
2,082
|
|
Harman International Industries Inc.
|
43,600
|
2,013
|
|
Weight Watchers International Inc.
|
36,200
|
1,911
|
|
Lennar Corp. Class A
|
54,600
|
1,898
|
|
Virgin Media Inc.
|
62,269
|
1,833
|
|
Gentex Corp.
|
107,252
|
1,824
|
|
Nordstrom Inc.
|
32,300
|
1,782
|
|
* Hanesbrands Inc.
|
55,286
|
1,763
|
|
International Game Technology
|
129,600
|
1,697
|
|
American Eagle Outfitters Inc.
|
66,991
|
1,412
|
|
Best Buy Co. Inc.
|
78,384
|
1,347
|
|
Staples Inc.
|
94,495
|
1,089
|
|
Aaron's Inc.
|
37,182
|
1,034
|
|
Comcast Corp.
|
26,219
|
912
|
|
Cablevision Systems Corp. Class A
|
54,344
|
861
|
|
* Sears Holdings Corp.
|
14,700
|
816
|
|
Abercrombie & Fitch Co.
|
23,300
|
790
|
|
* Liberty Ventures Class A
|
13,896
|
690
|
|
* AMC Networks Inc. Class A
|
13,586
|
591
|
|
* Madison Square Garden Co. Class A
|
13,586
|
547
|
|
Chico's FAS Inc.
|
28,340
|
513
|
|
Mattel Inc.
|
12,557
|
446
|
|
GameStop Corp. Class A
|
20,430
|
429
|
|
Wynn Resorts Ltd.
|
2,000
|
231
|
|
Lennar Corp. Class B
|
8,300
|
224
|
|
Carnival Corp.
|
5,800
|
211
|
|
* Liberty Ventures Rights Exp. 10/9/2012
|
4,632
|
63
|
|
|
|
509,376
|
|
Consumer Staples (10.2%)
|
|
|
|
Procter & Gamble Co.
|
802,178
|
55,639
|
|
Philip Morris International Inc.
|
491,809
|
44,233
|
|
Coca-Cola Co.
|
1,145,800
|
43,460
|
|
Wal-Mart Stores Inc.
|
505,028
|
37,271
|
|
PepsiCo Inc.
|
469,139
|
33,201
|
|
CVS Caremark Corp.
|
408,754
|
19,792
|
|
Kraft Foods Inc.
|
351,526
|
14,536
|
|
Costco Wholesale Corp.
|
144,000
|
14,418
|
|
Altria Group Inc.
|
414,023
|
13,824
|
|
Colgate-Palmolive Co.
|
115,900
|
12,427
|
|
Walgreen Co.
|
307,300
|
11,198
|
|
|
|
|
|
Archer-Daniels-Midland Co.
|
243,273
|
6,612
|
|
Estee Lauder Cos. Inc. Class A
|
100,700
|
6,200
|
|
Kroger Co.
|
248,700
|
5,854
|
|
Hershey Co.
|
75,300
|
5,338
|
|
Brown-Forman Corp. Class B
|
77,469
|
5,055
|
|
Dr Pepper Snapple Group Inc.
|
109,700
|
4,885
|
|
Coca-Cola Enterprises Inc.
|
153,000
|
4,784
|
|
Clorox Co.
|
66,120
|
4,764
|
|
McCormick & Co. Inc.
|
73,300
|
4,547
|
|
JM Smucker Co.
|
49,024
|
4,232
|
|
Bunge Ltd.
|
62,800
|
4,211
|
|
Church & Dwight Co. Inc.
|
76,988
|
4,157
|
|
* Monster Beverage Corp.
|
71,200
|
3,856
|
|
Kimberly-Clark Corp.
|
43,340
|
3,718
|
|
* Constellation Brands Inc. Class A
|
111,170
|
3,596
|
|
General Mills Inc.
|
88,800
|
3,539
|
|
Energizer Holdings Inc.
|
47,369
|
3,534
|
|
Ingredion Inc.
|
62,700
|
3,459
|
|
Campbell Soup Co.
|
97,400
|
3,391
|
|
* Ralcorp Holdings Inc.
|
45,783
|
3,342
|
|
Molson Coors Brewing Co. Class B
|
71,900
|
3,239
|
|
Whole Foods Market Inc.
|
32,840
|
3,199
|
|
Mead Johnson Nutrition Co.
|
42,525
|
3,116
|
|
Hormel Foods Corp.
|
105,200
|
3,076
|
|
* Smithfield Foods Inc.
|
145,950
|
2,868
|
|
Tyson Foods Inc. Class A
|
177,944
|
2,851
|
|
Safeway Inc.
|
170,462
|
2,743
|
|
* Dean Foods Co.
|
163,416
|
2,672
|
|
* Green Mountain Coffee Roasters Inc.
|
52,509
|
1,247
|
|
Kellogg Co.
|
22,800
|
1,178
|
|
Sysco Corp.
|
17,111
|
535
|
|
Nu Skin Enterprises Inc. Class A
|
11,200
|
435
|
|
ConAgra Foods Inc.
|
11,200
|
309
|
|
Hillshire Brands Co.
|
8,920
|
239
|
|
|
|
416,780
|
|
Energy (10.6%)
|
|
|
|
Exxon Mobil Corp.
|
1,327,064
|
121,360
|
|
Chevron Corp.
|
572,038
|
66,677
|
|
Schlumberger Ltd.
|
375,599
|
27,167
|
|
ConocoPhillips
|
315,926
|
18,065
|
|
Occidental Petroleum Corp.
|
190,339
|
16,381
|
|
National Oilwell Varco Inc.
|
146,541
|
11,739
|
|
Anadarko Petroleum Corp.
|
164,623
|
11,510
|
|
Apache Corp.
|
126,217
|
10,914
|
|
EOG Resources Inc.
|
88,300
|
9,894
|
|
Devon Energy Corp.
|
145,622
|
8,810
|
|
Williams Cos. Inc.
|
232,200
|
8,120
|
|
Phillips 66
|
157,963
|
7,325
|
|
Baker Hughes Inc.
|
150,671
|
6,815
|
|
Noble Energy Inc.
|
72,000
|
6,675
|
|
* Cameron International Corp.
|
109,002
|
6,112
|
|
Hess Corp.
|
109,600
|
5,888
|
|
Valero Energy Corp.
|
182,480
|
5,781
|
|
Pioneer Natural Resources Co.
|
53,737
|
5,610
|
|
Halliburton Co.
|
158,200
|
5,330
|
|
Range Resources Corp.
|
72,800
|
5,087
|
|
* Southwestern Energy Co.
|
145,700
|
5,067
|
|
|
|
|
|
* FMC Technologies Inc.
|
107,100
|
4,959
|
|
Cabot Oil & Gas Corp.
|
108,670
|
4,879
|
|
EQT Corp.
|
67,900
|
4,006
|
|
* Dresser-Rand Group Inc.
|
61,355
|
3,381
|
|
* Concho Resources Inc.
|
35,300
|
3,345
|
|
QEP Resources Inc.
|
103,165
|
3,266
|
|
* Continental Resources Inc.
|
39,400
|
3,030
|
|
* Denbury Resources Inc.
|
184,776
|
2,986
|
|
Energen Corp.
|
56,100
|
2,940
|
|
* Rowan Cos. plc Class A
|
85,600
|
2,891
|
|
Helmerich & Payne Inc.
|
57,980
|
2,760
|
|
Marathon Oil Corp.
|
92,900
|
2,747
|
|
Diamond Offshore Drilling Inc.
|
39,700
|
2,613
|
|
Cimarex Energy Co.
|
43,499
|
2,547
|
|
Marathon Petroleum Corp.
|
46,450
|
2,536
|
|
* Plains Exploration & Production Co.
|
66,760
|
2,501
|
|
Peabody Energy Corp.
|
108,100
|
2,410
|
|
SM Energy Co.
|
43,156
|
2,335
|
|
* Newfield Exploration Co.
|
66,098
|
2,070
|
|
* SandRidge Energy Inc.
|
262,914
|
1,832
|
|
* WPX Energy Inc.
|
77,400
|
1,284
|
|
Tesoro Corp.
|
26,500
|
1,110
|
|
CONSOL Energy Inc.
|
33,900
|
1,019
|
|
* Nabors Industries Ltd.
|
67,300
|
944
|
|
* Unit Corp.
|
12,800
|
531
|
|
Chesapeake Energy Corp.
|
25,211
|
476
|
|
Patterson-UTI Energy Inc.
|
21,200
|
336
|
|
Kinder Morgan Inc.
|
8,193
|
291
|
|
* Ultra Petroleum Corp.
|
12,870
|
283
|
|
* Superior Energy Services Inc.
|
1,048
|
21
|
|
|
|
436,656
|
|
Financials (15.2%)
|
|
|
|
* Berkshire Hathaway Inc. Class B
|
524,345
|
46,247
|
|
JPMorgan Chase & Co.
|
1,121,921
|
45,415
|
|
Wells Fargo & Co.
|
1,236,508
|
42,697
|
|
Bank of America Corp.
|
2,583,633
|
22,813
|
|
Citigroup Inc.
|
681,300
|
22,292
|
|
American Express Co.
|
318,800
|
18,127
|
|
Goldman Sachs Group Inc.
|
139,830
|
15,896
|
|
Simon Property Group Inc.
|
98,448
|
14,945
|
|
US Bancorp
|
392,700
|
13,470
|
|
American Tower Corporation
|
141,800
|
10,123
|
|
Prudential Financial Inc.
|
161,904
|
8,825
|
|
Aflac Inc.
|
172,500
|
8,259
|
|
Discover Financial Services
|
206,900
|
8,220
|
|
State Street Corp.
|
191,478
|
8,034
|
|
Public Storage
|
55,200
|
7,682
|
|
Franklin Resources Inc.
|
56,800
|
7,104
|
|
Travelers Cos. Inc.
|
101,877
|
6,954
|
|
Capital One Financial Corp.
|
117,800
|
6,716
|
|
Boston Properties Inc.
|
60,200
|
6,659
|
|
Equity Residential
|
115,600
|
6,650
|
|
SunTrust Banks Inc.
|
216,990
|
6,134
|
|
MetLife Inc.
|
175,820
|
6,059
|
|
T. Rowe Price Group Inc.
|
92,978
|
5,886
|
|
Progressive Corp.
|
276,700
|
5,739
|
|
Loews Corp.
|
138,908
|
5,731
|
|
|
|
|
|
Fifth Third Bancorp
|
368,920
|
5,722
|
|
Ameriprise Financial Inc.
|
98,860
|
5,604
|
|
Host Hotels & Resorts Inc.
|
334,772
|
5,373
|
|
* American International Group Inc.
|
161,080
|
5,282
|
|
AvalonBay Communities Inc.
|
38,375
|
5,219
|
|
General Growth Properties Inc.
|
252,757
|
4,924
|
|
Charles Schwab Corp.
|
377,200
|
4,824
|
|
* IntercontinentalExchange Inc.
|
35,869
|
4,785
|
|
* CIT Group Inc.
|
114,835
|
4,523
|
|
M&T Bank Corp.
|
46,286
|
4,405
|
|
CME Group Inc.
|
73,505
|
4,212
|
|
SL Green Realty Corp.
|
50,810
|
4,068
|
|
Allstate Corp.
|
102,300
|
4,052
|
|
Plum Creek Timber Co. Inc.
|
91,500
|
4,011
|
|
KeyCorp
|
457,769
|
4,001
|
|
* Affiliated Managers Group Inc.
|
32,250
|
3,967
|
|
* Arch Capital Group Ltd.
|
92,500
|
3,855
|
|
* CBRE Group Inc. Class A
|
205,090
|
3,776
|
|
PNC Financial Services Group Inc.
|
59,631
|
3,763
|
|
* Alleghany Corp.
|
10,759
|
3,711
|
|
Lincoln National Corp.
|
150,986
|
3,652
|
|
* Markel Corp.
|
7,930
|
3,636
|
|
Torchmark Corp.
|
68,650
|
3,525
|
|
Reinsurance Group of America Inc. Class A
|
58,819
|
3,404
|
|
WR Berkley Corp.
|
89,796
|
3,366
|
|
Taubman Centers Inc.
|
43,500
|
3,338
|
|
DDR Corp.
|
216,364
|
3,323
|
|
Raymond James Financial Inc.
|
89,650
|
3,286
|
|
* American Capital Ltd.
|
288,458
|
3,271
|
|
Principal Financial Group Inc.
|
120,400
|
3,244
|
|
Unum Group
|
166,800
|
3,206
|
|
First Republic Bank
|
90,257
|
3,110
|
|
HCC Insurance Holdings Inc.
|
91,600
|
3,104
|
|
White Mountains Insurance Group Ltd.
|
6,041
|
3,101
|
|
Jones Lang LaSalle Inc.
|
40,577
|
3,098
|
|
Moody's Corp.
|
70,100
|
3,096
|
|
Brown & Brown Inc.
|
118,600
|
3,092
|
|
Douglas Emmett Inc.
|
127,273
|
2,936
|
|
East West Bancorp Inc.
|
134,700
|
2,845
|
|
* Howard Hughes Corp.
|
39,999
|
2,842
|
|
Hospitality Properties Trust
|
119,270
|
2,836
|
|
Apartment Investment & Management Co. Class A
|
108,443
|
2,818
|
|
Zions Bancorporation
|
136,284
|
2,815
|
|
* Forest City Enterprises Inc. Class A
|
177,391
|
2,812
|
|
Assurant Inc.
|
75,300
|
2,809
|
|
Equity Lifestyle Properties Inc.
|
40,500
|
2,759
|
|
Camden Property Trust
|
42,400
|
2,734
|
|
Cullen/Frost Bankers Inc.
|
47,600
|
2,734
|
|
* Popular Inc.
|
154,844
|
2,699
|
|
Commerce Bancshares Inc.
|
66,871
|
2,697
|
|
TD Ameritrade Holding Corp.
|
174,400
|
2,681
|
|
NASDAQ OMX Group Inc.
|
114,892
|
2,676
|
|
SEI Investments Co.
|
123,770
|
2,655
|
|
Leucadia National Corp.
|
116,219
|
2,644
|
|
Alexandria Real Estate Equities Inc.
|
35,930
|
2,642
|
|
BlackRock Inc.
|
14,450
|
2,576
|
|
Retail Properties of America Inc.
|
226,600
|
2,565
|
|
|
|
|
|
Eaton Vance Corp.
|
86,202
|
2,496
|
|
* MBIA Inc.
|
239,350
|
2,425
|
|
Morgan Stanley
|
143,800
|
2,407
|
|
* St. Joe Co.
|
123,091
|
2,400
|
|
* Alexander & Baldwin Inc.
|
80,714
|
2,384
|
|
* TFS Financial Corp.
|
260,720
|
2,365
|
|
Chubb Corp.
|
30,900
|
2,357
|
|
BOK Financial Corp.
|
38,571
|
2,280
|
|
Bank of New York Mellon Corp.
|
99,406
|
2,249
|
|
Associated Banc-Corp
|
170,670
|
2,248
|
|
First Horizon National Corp.
|
227,345
|
2,189
|
|
* Signature Bank
|
32,500
|
2,180
|
|
City National Corp.
|
42,000
|
2,163
|
|
Hudson City Bancorp Inc.
|
251,902
|
2,005
|
|
Digital Realty Trust Inc.
|
28,440
|
1,987
|
|
SLM Corp.
|
123,245
|
1,937
|
|
Janus Capital Group Inc.
|
203,766
|
1,924
|
|
CNA Financial Corp.
|
69,500
|
1,863
|
|
Hanover Insurance Group Inc.
|
49,600
|
1,848
|
|
BB&T Corp.
|
53,000
|
1,758
|
|
Lazard Ltd. Class A
|
55,686
|
1,628
|
|
Northern Trust Corp.
|
34,773
|
1,614
|
|
StanCorp Financial Group Inc.
|
50,600
|
1,581
|
|
First Citizens BancShares Inc. Class A
|
9,642
|
1,571
|
|
Prologis Inc.
|
44,814
|
1,570
|
|
* E*TRADE Financial Corp.
|
169,979
|
1,498
|
|
ACE Ltd.
|
18,102
|
1,369
|
|
Post Properties Inc.
|
27,700
|
1,329
|
|
Hartford Financial Services Group Inc.
|
64,184
|
1,248
|
|
New York Community Bancorp Inc.
|
86,400
|
1,223
|
|
American Financial Group Inc.
|
32,200
|
1,220
|
|
Legg Mason Inc.
|
47,500
|
1,172
|
|
BRE Properties Inc.
|
21,500
|
1,008
|
|
Bank of Hawaii Corp.
|
20,100
|
917
|
|
Federal Realty Investment Trust
|
8,200
|
863
|
|
Aon plc
|
16,400
|
858
|
|
People's United Financial Inc.
|
62,614
|
760
|
|
Interactive Brokers Group Inc.
|
51,335
|
720
|
|
Invesco Ltd.
|
12,010
|
300
|
|
Extra Space Storage Inc.
|
6,100
|
203
|
|
Essex Property Trust Inc.
|
300
|
44
|
|
* MSCI Inc. Class A
|
100
|
4
|
|
|
|
623,546
|
|
Health Care (11.7%)
|
|
|
|
Johnson & Johnson
|
801,298
|
55,217
|
|
Pfizer Inc.
|
2,052,484
|
51,004
|
|
Merck & Co. Inc.
|
790,626
|
35,657
|
|
Abbott Laboratories
|
407,600
|
27,945
|
|
Amgen Inc.
|
234,487
|
19,772
|
|
UnitedHealth Group Inc.
|
328,662
|
18,211
|
|
* Express Scripts Holding Co.
|
262,595
|
16,457
|
|
* Gilead Sciences Inc.
|
246,200
|
16,330
|
|
* Biogen Idec Inc.
|
81,661
|
12,186
|
|
* Celgene Corp.
|
153,819
|
11,752
|
|
Medtronic Inc.
|
263,600
|
11,366
|
|
Bristol-Myers Squibb Co.
|
297,241
|
10,032
|
|
Allergan Inc.
|
108,530
|
9,939
|
|
|
|
|
|
Thermo Fisher Scientific Inc.
|
141,756
|
8,340
|
|
Baxter International Inc.
|
127,341
|
7,674
|
|
Eli Lilly & Co.
|
155,695
|
7,382
|
|
WellPoint Inc.
|
124,216
|
7,206
|
|
Becton Dickinson and Co.
|
80,600
|
6,332
|
|
McKesson Corp.
|
73,424
|
6,317
|
|
Stryker Corp.
|
109,200
|
6,078
|
|
St. Jude Medical Inc.
|
139,832
|
5,891
|
|
Agilent Technologies Inc.
|
151,706
|
5,833
|
|
Cardinal Health Inc.
|
145,512
|
5,671
|
|
Cigna Corp.
|
118,300
|
5,580
|
|
Aetna Inc.
|
138,944
|
5,502
|
|
Zimmer Holdings Inc.
|
81,170
|
5,489
|
|
* Watson Pharmaceuticals Inc.
|
63,683
|
5,423
|
|
Perrigo Co.
|
44,840
|
5,209
|
|
Humana Inc.
|
72,800
|
5,107
|
|
* Mylan Inc.
|
209,137
|
5,103
|
|
AmerisourceBergen Corp. Class A
|
127,300
|
4,928
|
|
* Forest Laboratories Inc.
|
136,600
|
4,864
|
|
* Laboratory Corp. of America Holdings
|
51,900
|
4,799
|
|
* Life Technologies Corp.
|
95,435
|
4,665
|
|
Quest Diagnostics Inc.
|
72,800
|
4,618
|
|
* Henry Schein Inc.
|
55,100
|
4,368
|
|
* Waters Corp.
|
51,650
|
4,304
|
|
* Mettler-Toledo International Inc.
|
22,100
|
3,773
|
|
* Hospira Inc.
|
110,140
|
3,615
|
|
DENTSPLY International Inc.
|
93,300
|
3,559
|
|
Coventry Health Care Inc.
|
81,025
|
3,378
|
|
* Endo Health Solutions Inc.
|
98,847
|
3,135
|
|
PerkinElmer Inc.
|
106,204
|
3,130
|
|
Universal Health Services Inc. Class B
|
67,400
|
3,082
|
|
CR Bard Inc.
|
29,300
|
3,066
|
|
* CareFusion Corp.
|
97,796
|
2,776
|
|
Warner Chilcott plc Class A
|
205,594
|
2,776
|
|
Teleflex Inc.
|
37,000
|
2,547
|
|
Patterson Cos. Inc.
|
73,530
|
2,518
|
|
Covidien plc
|
33,900
|
2,014
|
|
* Varian Medical Systems Inc.
|
28,200
|
1,701
|
|
* Health Net Inc.
|
74,200
|
1,670
|
|
* Vertex Pharmaceuticals Inc.
|
28,588
|
1,600
|
|
* Boston Scientific Corp.
|
243,450
|
1,397
|
|
Omnicare Inc.
|
40,900
|
1,389
|
|
* Medivation Inc.
|
12,554
|
708
|
|
Cooper Cos. Inc.
|
3,600
|
340
|
|
* Intuitive Surgical Inc.
|
630
|
312
|
|
* DaVita Inc.
|
2,200
|
228
|
|
Techne Corp.
|
2,000
|
144
|
|
* Brookdale Senior Living Inc. Class A
|
3,600
|
84
|
|
* QIAGEN NV
|
1,200
|
22
|
|
|
|
481,515
|
|
Industrials (10.6%)
|
|
|
|
General Electric Co.
|
2,917,272
|
66,251
|
|
United Technologies Corp.
|
280,100
|
21,929
|
|
Boeing Co.
|
236,770
|
16,484
|
|
Union Pacific Corp.
|
123,914
|
14,709
|
|
3M Co.
|
154,200
|
14,251
|
|
Caterpillar Inc.
|
128,820
|
11,084
|
|
|
|
|
|
Danaher Corp.
|
194,200
|
10,710
|
|
United Parcel Service Inc. Class B
|
147,300
|
10,542
|
|
FedEx Corp.
|
110,700
|
9,367
|
|
Illinois Tool Works Inc.
|
155,800
|
9,265
|
|
Deere & Co.
|
104,800
|
8,645
|
|
Precision Castparts Corp.
|
52,100
|
8,510
|
|
General Dynamics Corp.
|
124,400
|
8,225
|
|
CSX Corp.
|
389,800
|
8,088
|
|
Honeywell International Inc.
|
131,400
|
7,851
|
|
Norfolk Southern Corp.
|
121,650
|
7,741
|
|
Cummins Inc.
|
75,400
|
6,953
|
|
Emerson Electric Co.
|
142,400
|
6,874
|
|
PACCAR Inc.
|
142,910
|
5,720
|
|
Parker Hannifin Corp.
|
67,500
|
5,642
|
|
WW Grainger Inc.
|
27,000
|
5,626
|
|
Roper Industries Inc.
|
49,600
|
5,451
|
|
Fastenal Co.
|
126,000
|
5,417
|
|
Raytheon Co.
|
88,118
|
5,037
|
|
Northrop Grumman Corp.
|
72,268
|
4,801
|
|
AMETEK Inc.
|
132,975
|
4,714
|
|
Fluor Corp.
|
81,200
|
4,570
|
|
Waste Management Inc.
|
140,297
|
4,501
|
|
Pall Corp.
|
69,300
|
4,400
|
|
* Stericycle Inc.
|
48,408
|
4,382
|
|
C.H. Robinson Worldwide Inc.
|
74,090
|
4,338
|
|
Flowserve Corp.
|
31,400
|
4,011
|
|
Rockwell Collins Inc.
|
73,700
|
3,953
|
|
L-3 Communications Holdings Inc.
|
54,000
|
3,872
|
|
Equifax Inc.
|
81,200
|
3,782
|
|
* Jacobs Engineering Group Inc.
|
91,366
|
3,694
|
|
Expeditors International of Washington Inc.
|
101,061
|
3,675
|
|
* Quanta Services Inc.
|
147,048
|
3,632
|
|
Donaldson Co. Inc.
|
103,200
|
3,582
|
|
* Owens Corning
|
103,337
|
3,458
|
|
JB Hunt Transport Services Inc.
|
63,096
|
3,284
|
|
* WABCO Holdings Inc.
|
56,041
|
3,232
|
|
Valmont Industries Inc.
|
23,637
|
3,108
|
|
Southwest Airlines Co.
|
351,687
|
3,084
|
|
IDEX Corp.
|
71,845
|
3,001
|
|
Toro Co.
|
75,200
|
2,991
|
|
Joy Global Inc.
|
52,500
|
2,943
|
|
Carlisle Cos. Inc.
|
56,500
|
2,933
|
|
Cintas Corp.
|
70,766
|
2,933
|
|
* Oshkosh Corp.
|
106,357
|
2,917
|
|
Dun & Bradstreet Corp.
|
36,200
|
2,882
|
|
Wabtec Corp.
|
35,800
|
2,874
|
|
MSC Industrial Direct Co. Inc. Class A
|
41,700
|
2,813
|
|
* Huntington Ingalls Industries Inc.
|
65,905
|
2,771
|
|
KBR Inc.
|
89,249
|
2,661
|
|
* Verisk Analytics Inc. Class A
|
55,500
|
2,642
|
|
Lockheed Martin Corp.
|
28,020
|
2,617
|
|
Landstar System Inc.
|
54,289
|
2,567
|
|
* CNH Global NV
|
64,069
|
2,484
|
|
SPX Corp.
|
37,400
|
2,446
|
|
Robert Half International Inc.
|
87,500
|
2,330
|
|
* Terex Corp.
|
99,066
|
2,237
|
|
Xylem Inc.
|
87,100
|
2,191
|
|
|
|
|
|
Stanley Black & Decker Inc.
|
26,745
|
2,039
|
|
Manpower Inc.
|
54,600
|
2,009
|
|
Iron Mountain Inc.
|
57,536
|
1,963
|
|
* TransDigm Group Inc.
|
13,034
|
1,849
|
|
Lennox International Inc.
|
35,090
|
1,697
|
|
Alliant Techsystems Inc.
|
33,100
|
1,659
|
|
Textron Inc.
|
61,020
|
1,597
|
|
Tyco International Ltd.
|
25,300
|
1,423
|
|
Graco Inc.
|
27,658
|
1,391
|
|
Con-way Inc.
|
46,800
|
1,281
|
|
Gardner Denver Inc.
|
19,846
|
1,199
|
|
Exelis Inc.
|
87,100
|
901
|
|
ITT Corp.
|
43,550
|
878
|
|
Manitowoc Co. Inc.
|
62,200
|
830
|
|
* Navistar International Corp.
|
32,334
|
682
|
|
Republic Services Inc. Class A
|
19,512
|
537
|
|
* AGCO Corp.
|
10,600
|
503
|
|
* Babcock & Wilcox Co.
|
10,920
|
278
|
|
* Engility Holdings Inc.
|
14,700
|
271
|
|
* KAR Auction Services Inc.
|
10,953
|
216
|
|
Ryder System Inc.
|
3,600
|
141
|
|
* Hertz Global Holdings Inc.
|
7,000
|
96
|
|
* Fortune Brands Home & Security Inc.
|
2,546
|
69
|
|
|
|
433,187
|
|
Information Technology (19.5%)
|
|
|
|
Apple Inc.
|
265,170
|
176,937
|
|
International Business Machines Corp.
|
315,858
|
65,525
|
|
Microsoft Corp.
|
2,063,000
|
61,436
|
|
* Google Inc. Class A
|
75,758
|
57,159
|
|
Oracle Corp.
|
1,138,334
|
35,846
|
|
Cisco Systems Inc.
|
1,619,290
|
30,912
|
|
Intel Corp.
|
1,303,330
|
29,560
|
|
QUALCOMM Inc.
|
415,720
|
25,978
|
|
Visa Inc. Class A
|
157,298
|
21,122
|
|
* EMC Corp.
|
661,500
|
18,039
|
|
* eBay Inc.
|
372,118
|
18,014
|
|
Mastercard Inc. Class A
|
35,440
|
16,000
|
|
Hewlett-Packard Co.
|
632,423
|
10,789
|
|
Texas Instruments Inc.
|
389,800
|
10,739
|
|
* Cognizant Technology Solutions Corp. Class A
|
119,097
|
8,327
|
|
* Yahoo! Inc.
|
481,420
|
7,691
|
|
Broadcom Corp. Class A
|
203,950
|
7,053
|
|
Intuit Inc.
|
119,760
|
7,051
|
|
* Adobe Systems Inc.
|
207,700
|
6,742
|
|
Corning Inc.
|
504,200
|
6,630
|
|
Accenture plc Class A
|
88,713
|
6,213
|
|
* Citrix Systems Inc.
|
80,756
|
6,184
|
|
* Symantec Corp.
|
325,351
|
5,856
|
|
* Teradata Corp.
|
76,264
|
5,751
|
|
Western Union Co.
|
290,095
|
5,286
|
|
* Fiserv Inc.
|
70,050
|
5,186
|
|
Altera Corp.
|
140,647
|
4,780
|
|
CA Inc.
|
183,266
|
4,722
|
|
Amphenol Corp. Class A
|
79,800
|
4,699
|
|
Applied Materials Inc.
|
417,500
|
4,661
|
|
Analog Devices Inc.
|
118,166
|
4,631
|
|
* NetApp Inc.
|
137,963
|
4,536
|
|
|
|
|
|
Western Digital Corp.
|
114,100
|
4,419
|
|
KLA-Tencor Corp.
|
90,600
|
4,322
|
|
Xerox Corp.
|
577,604
|
4,240
|
|
* Autodesk Inc.
|
126,488
|
4,221
|
|
Dell Inc.
|
415,500
|
4,097
|
|
Fidelity National Information Services Inc.
|
130,478
|
4,074
|
|
* BMC Software Inc.
|
96,266
|
3,994
|
|
Linear Technology Corp.
|
124,200
|
3,956
|
|
* Synopsys Inc.
|
108,990
|
3,599
|
|
* NVIDIA Corp.
|
255,244
|
3,405
|
|
* AOL Inc.
|
93,340
|
3,288
|
|
* Cadence Design Systems Inc.
|
245,160
|
3,154
|
|
* Avnet Inc.
|
105,400
|
3,066
|
|
* CoreLogic Inc.
|
114,846
|
3,047
|
|
* LSI Corp.
|
428,628
|
2,962
|
|
* Lam Research Corp.
|
91,845
|
2,919
|
|
Global Payments Inc.
|
69,217
|
2,895
|
|
* Arrow Electronics Inc.
|
84,500
|
2,849
|
|
Automatic Data Processing Inc.
|
47,100
|
2,763
|
|
* Compuware Corp.
|
276,640
|
2,742
|
|
Computer Sciences Corp.
|
78,900
|
2,541
|
|
* Tech Data Corp.
|
55,510
|
2,515
|
|
Motorola Solutions Inc.
|
49,604
|
2,508
|
|
DST Systems Inc.
|
42,800
|
2,421
|
|
Xilinx Inc.
|
71,336
|
2,383
|
|
* NCR Corp.
|
99,574
|
2,321
|
|
Microchip Technology Inc.
|
65,100
|
2,131
|
|
* Juniper Networks Inc.
|
119,000
|
2,036
|
|
* Zynga Inc. Class A
|
695,800
|
1,976
|
|
* Fairchild Semiconductor International Inc. Class A
|
147,958
|
1,941
|
|
* Ingram Micro Inc.
|
125,000
|
1,904
|
|
Total System Services Inc.
|
74,759
|
1,772
|
|
Lender Processing Services Inc.
|
61,250
|
1,708
|
|
* Alliance Data Systems Corp.
|
11,600
|
1,647
|
|
* Teradyne Inc.
|
110,200
|
1,567
|
|
Broadridge Financial Solutions Inc.
|
58,725
|
1,370
|
|
* Atmel Corp.
|
248,700
|
1,308
|
|
IAC/InterActiveCorp
|
24,515
|
1,276
|
|
* Rovi Corp.
|
81,900
|
1,188
|
|
* Electronic Arts Inc.
|
90,200
|
1,145
|
|
Lexmark International Inc. Class A
|
50,300
|
1,119
|
|
* Zebra Technologies Corp.
|
27,257
|
1,023
|
|
Solera Holdings Inc.
|
22,096
|
969
|
|
Molex Inc.
|
24,751
|
650
|
|
Amdocs Ltd.
|
12,000
|
396
|
|
Activision Blizzard Inc.
|
32,800
|
370
|
|
* Micron Technology Inc.
|
56,400
|
338
|
|
* Advanced Micro Devices Inc.
|
81,100
|
273
|
|
Harris Corp.
|
4,300
|
220
|
|
* Salesforce.com Inc.
|
1,400
|
214
|
|
* VeriSign Inc.
|
2,305
|
112
|
|
|
|
797,409
|
|
Materials (3.8%)
|
|
|
|
Freeport-McMoRan Copper & Gold Inc.
|
294,908
|
11,672
|
|
Praxair Inc.
|
105,400
|
10,949
|
|
Newmont Mining Corp.
|
164,386
|
9,207
|
|
EI du Pont de Nemours & Co.
|
160,300
|
8,058
|
|
|
|
|
|
Monsanto Co.
|
82,434
|
7,503
|
|
Ecolab Inc.
|
109,138
|
7,073
|
|
LyondellBasell Industries NV Class A
|
132,900
|
6,866
|
|
CF Industries Holdings Inc.
|
28,660
|
6,369
|
|
Dow Chemical Co.
|
178,640
|
5,173
|
|
Nucor Corp.
|
129,600
|
4,959
|
|
Sigma-Aldrich Corp.
|
63,400
|
4,563
|
|
FMC Corp.
|
78,000
|
4,320
|
|
Mosaic Co.
|
71,400
|
4,113
|
|
Airgas Inc.
|
48,100
|
3,959
|
|
Ball Corp.
|
91,200
|
3,859
|
|
* Crown Holdings Inc.
|
103,000
|
3,785
|
|
* WR Grace & Co.
|
58,689
|
3,467
|
|
Celanese Corp. Class A
|
90,011
|
3,412
|
|
* Allied Nevada Gold Corp.
|
86,213
|
3,368
|
|
Albemarle Corp.
|
60,400
|
3,182
|
|
Cytec Industries Inc.
|
46,300
|
3,034
|
|
Rockwood Holdings Inc.
|
62,760
|
2,925
|
|
Vulcan Materials Co.
|
53,708
|
2,540
|
|
Martin Marietta Materials Inc.
|
30,600
|
2,536
|
|
* Intrepid Potash Inc.
|
115,925
|
2,490
|
|
Reliance Steel & Aluminum Co.
|
46,300
|
2,424
|
|
Scotts Miracle-Gro Co. Class A
|
51,099
|
2,221
|
|
Royal Gold Inc.
|
21,768
|
2,174
|
|
* Molycorp Inc.
|
183,500
|
2,110
|
|
* Tahoe Resources Inc.
|
91,880
|
1,871
|
|
Titanium Metals Corp.
|
139,110
|
1,785
|
|
Cliffs Natural Resources Inc.
|
42,761
|
1,673
|
|
Sealed Air Corp.
|
106,072
|
1,640
|
|
Allegheny Technologies Inc.
|
50,100
|
1,598
|
|
* Owens-Illinois Inc.
|
81,480
|
1,529
|
|
Valspar Corp.
|
23,400
|
1,313
|
|
International Paper Co.
|
35,900
|
1,304
|
|
Packaging Corp. of America
|
26,600
|
966
|
|
Eastman Chemical Co.
|
14,106
|
804
|
|
Southern Copper Corp.
|
21,224
|
729
|
|
Air Products & Chemicals Inc.
|
5,700
|
471
|
|
|
|
153,994
|
|
Telecommunication Services (3.1%)
|
|
|
|
AT&T Inc.
|
1,702,979
|
64,202
|
|
Verizon Communications Inc.
|
711,342
|
32,416
|
|
* Crown Castle International Corp.
|
118,100
|
7,570
|
|
* Sprint Nextel Corp.
|
1,298,979
|
7,171
|
|
* SBA Communications Corp. Class A
|
72,050
|
4,532
|
|
CenturyLink Inc.
|
94,364
|
3,812
|
|
Telephone & Data Systems Inc.
|
80,594
|
2,064
|
|
* United States Cellular Corp.
|
44,516
|
1,742
|
|
* Level 3 Communications Inc.
|
58,413
|
1,342
|
|
Frontier Communications Corp.
|
69,223
|
339
|
|
|
|
125,190
|
|
Utilities (2.9%)
|
|
|
|
NextEra Energy Inc.
|
122,451
|
8,612
|
|
Duke Energy Corp.
|
111,730
|
7,240
|
|
Edison International
|
142,500
|
6,511
|
|
Exelon Corp.
|
182,000
|
6,476
|
|
Sempra Energy
|
100,036
|
6,451
|
|
|
|
|
|
|
PG&E Corp.
|
|
145,600
|
6,213
|
|
FirstEnergy Corp.
|
|
137,900
|
6,081
|
|
Southern Co.
|
|
124,900
|
5,757
|
|
Northeast Utilities
|
|
142,899
|
5,463
|
|
CenterPoint Energy Inc.
|
|
213,800
|
4,554
|
|
Wisconsin Energy Corp.
|
|
120,084
|
4,524
|
|
* Calpine Corp.
|
|
236,180
|
4,086
|
|
* AES Corp.
|
|
359,398
|
3,943
|
|
CMS Energy Corp.
|
|
164,986
|
3,885
|
|
NRG Energy Inc.
|
|
173,406
|
3,709
|
|
SCANA Corp.
|
|
74,200
|
3,582
|
|
Dominion Resources Inc.
|
|
67,086
|
3,551
|
|
NV Energy Inc.
|
|
191,083
|
3,441
|
|
ITC Holdings Corp.
|
|
43,093
|
3,257
|
|
American Water Works Co. Inc.
|
|
87,200
|
3,232
|
|
Integrys Energy Group Inc.
|
|
61,481
|
3,209
|
|
Entergy Corp.
|
|
43,600
|
3,021
|
|
MDU Resources Group Inc.
|
|
137,050
|
3,021
|
|
Aqua America Inc.
|
|
115,183
|
2,852
|
|
Questar Corp.
|
|
115,800
|
2,354
|
|
Public Service Enterprise Group Inc.
|
|
69,800
|
2,246
|
|
UGI Corp.
|
|
34,466
|
1,094
|
|
National Fuel Gas Co.
|
|
19,487
|
1,053
|
|
NiSource Inc.
|
|
35,920
|
915
|
|
American Electric Power Co. Inc.
|
|
9,300
|
409
|
|
|
|
|
120,742
|
|
Total Common Stocks (Cost $2,751,411)
|
|
|
4,098,395
|
|
|
Coupon
|
|
|
|
Temporary Cash Investment (0.1%)
|
|
|
|
|
Money Market Fund (0.1%)
|
|
|
|
|
1 Vanguard Market Liquidity Fund (Cost
|
|
|
|
|
$5,324)
|
0.163%
|
5,324,389
|
5,324
|
|
|
|
Total Investments (100.1%) (Cost $2,756,735)
|
|
|
4,103,719
|
|
Other Assets and Liabilities-Net (-0.1%)
|
|
|
(5,331)
|
|
Net Assets (100%)
|
|
|
4,098,388
|
* Non-income-producing security.
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.
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.
Tax-Managed Capital Appreciation 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 September 30, 2012,
based on the inputs used to value them:
|
|
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
|
Investments
|
($000)
|
($000)
|
($000)
|
|
Common Stocks
|
4,098,332
|
63
|
—
|
|
Temporary Cash Investments
|
5,324
|
—
|
—
|
|
Total
|
4,103,656
|
63
|
—
|
C. At September 30, 2012, the cost of investment securities for tax purposes was $2,756,735,000. Net unrealized appreciation of investment securities for tax purposes was $1,346,984,000, consisting of unrealized gains of $1,471,958,000 on securities that had risen in value since their purchase and $124,974,000 in unrealized losses on securities that had fallen in value since their purchase.
|
|
|
|
|
|
Vanguard Tax-Managed Balanced Fund
|
|
|
|
|
|
|
|
|
|
Schedule of Investments
|
|
|
|
As of September 30, 2012
|
|
|
|
|
|
|
|
|
Market
|
|
|
|
|
Value
|
|
|
|
Shares
|
($000)
|
|
Common Stocks (48.3%)
|
|
|
|
Consumer Discretionary (5.8%)
|
|
|
|
|
Walt Disney Co.
|
62,566
|
3,271
|
|
*
|
Amazon.com Inc.
|
12,752
|
3,243
|
|
|
McDonald's Corp.
|
30,774
|
2,824
|
|
|
Comcast Corp. Class A
|
77,645
|
2,777
|
|
|
Home Depot Inc.
|
38,799
|
2,342
|
|
|
News Corp. Class A
|
79,351
|
1,946
|
|
*
|
DIRECTV
|
26,718
|
1,402
|
|
|
Target Corp.
|
22,045
|
1,399
|
|
|
Ford Motor Co.
|
139,400
|
1,374
|
|
|
NIKE Inc. Class B
|
14,247
|
1,352
|
|
|
Starbucks Corp.
|
26,263
|
1,333
|
|
|
TJX Cos. Inc.
|
29,186
|
1,307
|
|
|
Lowe's Cos. Inc.
|
42,215
|
1,277
|
|
|
Time Warner Inc.
|
25,796
|
1,169
|
|
|
Viacom Inc. Class B
|
21,227
|
1,138
|
|
*
|
priceline.com Inc.
|
1,718
|
1,063
|
|
|
Yum! Brands Inc.
|
15,505
|
1,029
|
|
|
CBS Corp. Class B
|
27,700
|
1,006
|
|
|
Coach Inc.
|
13,120
|
735
|
|
|
Time Warner Cable Inc.
|
7,643
|
727
|
|
|
Ross Stores Inc.
|
11,104
|
717
|
|
*
|
Bed Bath & Beyond Inc.
|
11,100
|
699
|
|
|
Macy's Inc.
|
18,494
|
696
|
|
*
|
General Motors Co.
|
30,400
|
692
|
|
*
|
Liberty Media Corp. - Liberty Capital Class A
|
6,204
|
646
|
|
|
Gap Inc.
|
17,925
|
641
|
|
|
Starwood Hotels & Resorts Worldwide Inc.
|
10,707
|
621
|
|
|
Carnival Corp.
|
16,650
|
607
|
|
*
|
Dollar Tree Inc.
|
12,088
|
584
|
|
|
Kohl's Corp.
|
11,385
|
583
|
|
*
|
O'Reilly Automotive Inc.
|
6,562
|
549
|
|
|
Virgin Media Inc.
|
18,636
|
549
|
|
|
Ralph Lauren Corp. Class A
|
3,573
|
540
|
|
|
Marriott International Inc. Class A
|
13,683
|
535
|
|
|
Harley-Davidson Inc.
|
12,290
|
521
|
|
|
PetSmart Inc.
|
7,424
|
512
|
|
|
Tractor Supply Co.
|
5,157
|
510
|
|
*
|
AutoZone Inc.
|
1,351
|
499
|
|
|
PVH Corp.
|
5,283
|
495
|
|
|
DR Horton Inc.
|
22,722
|
469
|
|
|
Family Dollar Stores Inc.
|
6,866
|
455
|
|
|
DISH Network Corp. Class A
|
14,505
|
444
|
|
|
Lennar Corp. Class A
|
12,623
|
439
|
|
|
Scripps Networks Interactive Inc. Class A
|
7,068
|
433
|
|
|
Jarden Corp.
|
8,092
|
428
|
|
*
|
Liberty Global Inc. Class A
|
6,732
|
409
|
|
|
Expedia Inc.
|
6,991
|
404
|
|
|
Advance Auto Parts Inc.
|
5,864
|
401
|
|
*
|
Discovery Communications Inc. Class A
|
6,041
|
360
|
|
|
|
|
|
Staples Inc.
|
29,898
|
344
|
|
Harman International Industries Inc.
|
7,407
|
342
|
|
Brinker International Inc.
|
9,637
|
340
|
|
* Dollar General Corp.
|
6,500
|
335
|
|
Dillard's Inc. Class A
|
4,613
|
334
|
|
Wyndham Worldwide Corp.
|
6,300
|
331
|
|
* NVR Inc.
|
380
|
321
|
|
Johnson Controls Inc.
|
11,700
|
321
|
|
Lear Corp.
|
8,200
|
310
|
|
* BorgWarner Inc.
|
4,476
|
309
|
|
* Liberty Global Inc.
|
5,446
|
307
|
|
Royal Caribbean Cruises Ltd.
|
10,147
|
307
|
|
Hasbro Inc.
|
7,712
|
294
|
|
John Wiley & Sons Inc. Class A
|
6,318
|
290
|
|
Morningstar Inc.
|
4,628
|
290
|
|
Aaron's Inc.
|
10,311
|
287
|
|
International Game Technology
|
21,367
|
280
|
|
Newell Rubbermaid Inc.
|
13,318
|
254
|
|
Las Vegas Sands Corp.
|
5,400
|
250
|
|
Comcast Corp.
|
6,476
|
225
|
|
Thor Industries Inc.
|
6,000
|
218
|
|
* TripAdvisor Inc.
|
6,191
|
204
|
|
Service Corp. International
|
14,900
|
201
|
|
Wendy's Co.
|
43,670
|
199
|
|
DeVry Inc.
|
8,600
|
196
|
|
* Apollo Group Inc. Class A
|
6,500
|
189
|
|
Abercrombie & Fitch Co.
|
5,400
|
183
|
|
Gentex Corp.
|
10,743
|
183
|
|
Weight Watchers International Inc.
|
3,433
|
181
|
|
Omnicom Group Inc.
|
3,200
|
165
|
|
DSW Inc. Class A
|
2,400
|
160
|
|
* Panera Bread Co. Class A
|
900
|
154
|
|
Polaris Industries Inc.
|
1,800
|
146
|
|
Chico's FAS Inc.
|
7,000
|
127
|
|
Guess? Inc.
|
4,600
|
117
|
|
McGraw-Hill Cos. Inc.
|
1,800
|
98
|
|
* Hanesbrands Inc.
|
2,800
|
89
|
|
* Toll Brothers Inc.
|
2,000
|
66
|
|
* MGM Resorts International
|
4,013
|
43
|
|
* Liberty Interactive Corp. Class A
|
2,138
|
40
|
|
Signet Jewelers Ltd.
|
600
|
29
|
|
* AMC Networks Inc. Class A
|
573
|
25
|
|
Lennar Corp. Class B
|
680
|
18
|
|
Cablevision Systems Corp. Class A
|
1,094
|
17
|
|
Tiffany & Co.
|
200
|
12
|
|
* Netflix Inc.
|
177
|
10
|
|
H&R Block Inc.
|
500
|
9
|
|
* Liberty Ventures Class A
|
106
|
5
|
|
|
|
57,307
|
|
Consumer Staples (4.8%)
|
|
|
|
Procter & Gamble Co.
|
83,449
|
5,788
|
|
Coca-Cola Co.
|
131,564
|
4,990
|
|
Philip Morris International Inc.
|
49,594
|
4,460
|
|
Wal-Mart Stores Inc.
|
55,649
|
4,107
|
|
PepsiCo Inc.
|
44,190
|
3,127
|
|
CVS Caremark Corp.
|
42,092
|
2,038
|
|
Colgate-Palmolive Co.
|
17,935
|
1,923
|
|
|
|
|
|
Kraft Foods Inc.
|
40,137
|
1,660
|
|
Costco Wholesale Corp.
|
15,717
|
1,574
|
|
Altria Group Inc.
|
44,900
|
1,499
|
|
Walgreen Co.
|
28,118
|
1,025
|
|
Archer-Daniels-Midland Co.
|
29,073
|
790
|
|
Whole Foods Market Inc.
|
7,400
|
721
|
|
Mead Johnson Nutrition Co.
|
9,713
|
712
|
|
Estee Lauder Cos. Inc. Class A
|
11,118
|
685
|
|
Hershey Co.
|
8,200
|
581
|
|
JM Smucker Co.
|
6,651
|
574
|
|
Bunge Ltd.
|
8,530
|
572
|
|
General Mills Inc.
|
14,314
|
570
|
|
Coca-Cola Enterprises Inc.
|
18,186
|
569
|
|
Brown-Forman Corp. Class B
|
8,688
|
567
|
|
Beam Inc.
|
9,400
|
541
|
|
McCormick & Co. Inc.
|
8,147
|
505
|
|
Dr Pepper Snapple Group Inc.
|
11,332
|
505
|
|
* Monster Beverage Corp.
|
9,238
|
500
|
|
Church & Dwight Co. Inc.
|
8,655
|
467
|
|
Clorox Co.
|
6,400
|
461
|
|
Kroger Co.
|
19,300
|
454
|
|
* Constellation Brands Inc. Class A
|
13,587
|
440
|
|
Kimberly-Clark Corp.
|
4,772
|
409
|
|
Herbalife Ltd.
|
8,627
|
409
|
|
* Ralcorp Holdings Inc.
|
5,599
|
409
|
|
Ingredion Inc.
|
7,386
|
407
|
|
Tyson Foods Inc. Class A
|
24,710
|
396
|
|
* Dean Foods Co.
|
23,302
|
381
|
|
Energizer Holdings Inc.
|
5,065
|
378
|
|
Hormel Foods Corp.
|
12,492
|
365
|
|
* Smithfield Foods Inc.
|
17,756
|
349
|
|
Hillshire Brands Co.
|
12,887
|
345
|
|
Safeway Inc.
|
20,134
|
324
|
|
Molson Coors Brewing Co. Class B
|
5,600
|
252
|
|
* Green Mountain Coffee Roasters Inc.
|
8,629
|
205
|
|
Sysco Corp.
|
1,500
|
47
|
|
Avon Products Inc.
|
2,100
|
34
|
|
|
|
47,115
|
|
Energy (5.1%)
|
|
|
|
Exxon Mobil Corp.
|
148,015
|
13,536
|
|
Chevron Corp.
|
58,132
|
6,776
|
|
Schlumberger Ltd.
|
33,567
|
2,428
|
|
Occidental Petroleum Corp.
|
20,404
|
1,756
|
|
ConocoPhillips
|
28,412
|
1,625
|
|
Anadarko Petroleum Corp.
|
19,490
|
1,363
|
|
National Oilwell Varco Inc.
|
16,529
|
1,324
|
|
Apache Corp.
|
14,714
|
1,272
|
|
Phillips 66
|
26,406
|
1,224
|
|
EOG Resources Inc.
|
10,628
|
1,191
|
|
Halliburton Co.
|
30,064
|
1,013
|
|
Devon Energy Corp.
|
15,657
|
947
|
|
Marathon Petroleum Corp.
|
15,241
|
832
|
|
Noble Energy Inc.
|
7,999
|
742
|
|
Hess Corp.
|
13,204
|
709
|
|
* Cameron International Corp.
|
12,452
|
698
|
|
Pioneer Natural Resources Co.
|
6,519
|
681
|
|
* Southwestern Energy Co.
|
19,031
|
662
|
|
|
|
|
|
Range Resources Corp.
|
9,046
|
632
|
|
* FMC Technologies Inc.
|
13,286
|
615
|
|
Cabot Oil & Gas Corp.
|
13,152
|
590
|
|
* Concho Resources Inc.
|
6,200
|
587
|
|
EQT Corp.
|
7,897
|
466
|
|
QEP Resources Inc.
|
14,125
|
447
|
|
SM Energy Co.
|
7,172
|
388
|
|
Diamond Offshore Drilling Inc.
|
5,860
|
386
|
|
* Plains Exploration & Production Co.
|
10,148
|
380
|
|
Helmerich & Payne Inc.
|
7,715
|
367
|
|
* Ultra Petroleum Corp.
|
16,400
|
360
|
|
Murphy Oil Corp.
|
6,700
|
360
|
|
* Newfield Exploration Co.
|
11,327
|
355
|
|
* Continental Resources Inc.
|
4,564
|
351
|
|
HollyFrontier Corp.
|
8,292
|
342
|
|
Cimarex Energy Co.
|
5,776
|
338
|
|
* Dresser-Rand Group Inc.
|
6,122
|
337
|
|
* Oil States International Inc.
|
4,098
|
326
|
|
Energen Corp.
|
5,830
|
306
|
|
* Rowan Cos. plc Class A
|
8,883
|
300
|
|
* SEACOR Holdings Inc.
|
3,397
|
283
|
|
Peabody Energy Corp.
|
11,809
|
263
|
|
Baker Hughes Inc.
|
5,750
|
260
|
|
Marathon Oil Corp.
|
8,482
|
251
|
|
CONSOL Energy Inc.
|
7,605
|
228
|
|
* Nabors Industries Ltd.
|
16,090
|
226
|
|
World Fuel Services Corp.
|
5,400
|
192
|
|
* Kosmos Energy Ltd.
|
14,997
|
171
|
|
* Whiting Petroleum Corp.
|
3,600
|
171
|
|
* SandRidge Energy Inc.
|
21,613
|
151
|
|
* McDermott International Inc.
|
11,085
|
135
|
|
Patterson-UTI Energy Inc.
|
8,502
|
135
|
|
CARBO Ceramics Inc.
|
2,108
|
133
|
|
* Superior Energy Services Inc.
|
6,121
|
126
|
|
EXCO Resources Inc.
|
13,311
|
107
|
|
* Denbury Resources Inc.
|
4,200
|
68
|
|
Chesapeake Energy Corp.
|
2,100
|
40
|
|
* Alpha Natural Resources Inc.
|
3,888
|
25
|
|
|
|
49,977
|
|
Financials (7.5%)
|
|
|
|
* Berkshire Hathaway Inc. Class B
|
60,777
|
5,361
|
|
Wells Fargo & Co.
|
145,121
|
5,011
|
|
JPMorgan Chase & Co.
|
105,901
|
4,287
|
|
Citigroup Inc.
|
103,692
|
3,393
|
|
Bank of America Corp.
|
373,017
|
3,294
|
|
Goldman Sachs Group Inc.
|
18,285
|
2,079
|
|
American Express Co.
|
34,259
|
1,948
|
|
Simon Property Group Inc.
|
11,278
|
1,712
|
|
US Bancorp
|
46,300
|
1,588
|
|
Capital One Financial Corp.
|
21,992
|
1,254
|
|
American Tower Corporation
|
16,173
|
1,155
|
|
Morgan Stanley
|
60,360
|
1,010
|
|
Discover Financial Services
|
24,229
|
963
|
|
Franklin Resources Inc.
|
6,525
|
816
|
|
Public Storage
|
5,672
|
789
|
|
SunTrust Banks Inc.
|
27,529
|
778
|
|
Aon plc
|
14,800
|
774
|
|
|
|
|
|
Equity Residential
|
13,350
|
768
|
|
* American International Group Inc.
|
23,300
|
764
|
|
State Street Corp.
|
18,069
|
758
|
|
Boston Properties Inc.
|
6,781
|
750
|
|
Travelers Cos. Inc.
|
10,589
|
723
|
|
Weyerhaeuser Co.
|
27,357
|
715
|
|
Loews Corp.
|
15,716
|
649
|
|
AvalonBay Communities Inc.
|
4,700
|
639
|
|
Progressive Corp.
|
30,397
|
630
|
|
Host Hotels & Resorts Inc.
|
37,699
|
605
|
|
General Growth Properties Inc.
|
30,900
|
602
|
|
Fifth Third Bancorp
|
38,275
|
594
|
|
Bank of New York Mellon Corp.
|
25,100
|
568
|
|
Regions Financial Corp.
|
78,215
|
564
|
|
* IntercontinentalExchange Inc.
|
4,171
|
557
|
|
Charles Schwab Corp.
|
43,305
|
554
|
|
Moody's Corp.
|
12,500
|
552
|
|
Lincoln National Corp.
|
20,930
|
506
|
|
Vornado Realty Trust
|
6,000
|
486
|
|
PNC Financial Services Group Inc.
|
7,700
|
486
|
|
SL Green Realty Corp.
|
6,059
|
485
|
|
* CBRE Group Inc. Class A
|
25,773
|
475
|
|
MetLife Inc.
|
12,940
|
446
|
|
Federal Realty Investment Trust
|
4,219
|
444
|
|
* Affiliated Managers Group Inc.
|
3,584
|
441
|
|
Comerica Inc.
|
13,700
|
425
|
|
Aflac Inc.
|
8,800
|
421
|
|
* Alleghany Corp.
|
1,219
|
421
|
|
Torchmark Corp.
|
7,948
|
408
|
|
Unum Group
|
20,827
|
400
|
|
Hartford Financial Services Group Inc.
|
20,400
|
397
|
|
* MSCI Inc. Class A
|
10,934
|
391
|
|
Leucadia National Corp.
|
17,000
|
387
|
|
Essex Property Trust Inc.
|
2,600
|
385
|
|
Taubman Centers Inc.
|
5,000
|
384
|
|
Zions Bancorporation
|
18,451
|
381
|
|
WR Berkley Corp.
|
10,143
|
380
|
|
Alexandria Real Estate Equities Inc.
|
5,100
|
375
|
|
Allstate Corp.
|
9,400
|
372
|
|
* Arch Capital Group Ltd.
|
8,850
|
369
|
|
Reinsurance Group of America Inc. Class A
|
6,370
|
369
|
|
RenaissanceRe Holdings Ltd.
|
4,698
|
362
|
|
Digital Realty Trust Inc.
|
5,143
|
359
|
|
Extra Space Storage Inc.
|
10,800
|
359
|
|
First Republic Bank/CA
|
10,400
|
358
|
|
First Horizon National Corp.
|
36,840
|
355
|
|
* American Capital Ltd.
|
31,200
|
354
|
|
* Markel Corp.
|
771
|
354
|
|
DDR Corp.
|
22,907
|
352
|
|
HCC Insurance Holdings Inc.
|
10,264
|
348
|
|
Douglas Emmett Inc.
|
14,834
|
342
|
|
Raymond James Financial Inc.
|
9,334
|
342
|
|
* Howard Hughes Corp.
|
4,800
|
341
|
|
Jones Lang LaSalle Inc.
|
4,412
|
337
|
|
Brown & Brown Inc.
|
12,861
|
335
|
|
KeyCorp
|
38,318
|
335
|
|
* Forest City Enterprises Inc. Class A
|
20,713
|
328
|
|
|
|
|
|
Allied World Assurance Co. Holdings AG
|
4,248
|
328
|
|
Apartment Investment & Management Co. Class A
|
12,576
|
327
|
|
Legg Mason Inc.
|
13,154
|
325
|
|
* St. Joe Co.
|
16,600
|
324
|
|
Tanger Factory Outlet Centers
|
10,000
|
323
|
|
Associated Banc-Corp
|
24,527
|
323
|
|
East West Bancorp Inc.
|
15,169
|
320
|
|
CapitalSource Inc.
|
41,714
|
316
|
|
Equity Lifestyle Properties Inc.
|
4,600
|
313
|
|
Assurant Inc.
|
8,400
|
313
|
|
American Financial Group Inc.
|
8,250
|
313
|
|
TCF Financial Corp.
|
24,400
|
291
|
|
Retail Properties of America Inc.
|
25,300
|
286
|
|
SEI Investments Co.
|
13,347
|
286
|
|
Washington Federal Inc.
|
17,000
|
284
|
|
White Mountains Insurance Group Ltd.
|
538
|
276
|
|
Assured Guaranty Ltd.
|
20,094
|
274
|
|
Chubb Corp.
|
3,400
|
259
|
|
Prudential Financial Inc.
|
4,712
|
257
|
|
TD Ameritrade Holding Corp.
|
16,661
|
256
|
|
NASDAQ OMX Group Inc.
|
10,873
|
253
|
|
Commerce Bancshares Inc.
|
6,271
|
253
|
|
* Alexander & Baldwin Inc.
|
8,400
|
248
|
|
Huntington Bancshares Inc.
|
35,900
|
248
|
|
First Citizens BancShares Inc. Class A
|
1,517
|
247
|
|
* TFS Financial Corp.
|
27,100
|
246
|
|
BOK Financial Corp.
|
4,040
|
239
|
|
CNA Financial Corp.
|
8,693
|
233
|
|
* MBIA Inc.
|
22,375
|
227
|
|
Lazard Ltd. Class A
|
7,700
|
225
|
|
LPL Financial Holdings Inc.
|
7,400
|
211
|
|
BB&T Corp.
|
5,800
|
192
|
|
Hanover Insurance Group Inc.
|
5,014
|
187
|
|
* Signature Bank
|
2,400
|
161
|
|
BRE Properties Inc.
|
3,400
|
159
|
|
ACE Ltd.
|
2,100
|
159
|
|
StanCorp Financial Group Inc.
|
5,000
|
156
|
|
CME Group Inc.
|
2,495
|
143
|
|
BlackRock Inc.
|
722
|
129
|
|
Jefferies Group Inc.
|
9,300
|
127
|
|
Prologis Inc.
|
3,600
|
126
|
|
ProAssurance Corp.
|
1,300
|
118
|
|
* Genworth Financial Inc. Class A
|
20,900
|
109
|
|
* CIT Group Inc.
|
2,100
|
83
|
|
City National Corp.
|
1,500
|
77
|
|
Hospitality Properties Trust
|
3,122
|
74
|
|
M&T Bank Corp.
|
750
|
71
|
|
Ameriprise Financial Inc.
|
1,180
|
67
|
|
* E*TRADE Financial Corp.
|
3,200
|
28
|
|
Cullen/Frost Bankers Inc.
|
200
|
12
|
|
People's United Financial Inc.
|
400
|
5
|
|
|
|
73,606
|
|
Health Care (5.7%)
|
|
|
|
Johnson & Johnson
|
78,944
|
5,440
|
|
Pfizer Inc.
|
214,190
|
5,323
|
|
Merck & Co. Inc.
|
82,621
|
3,726
|
|
Abbott Laboratories
|
43,600
|
2,989
|
|
|
|
|
|
Amgen Inc.
|
28,555
|
2,408
|
|
UnitedHealth Group Inc.
|
37,413
|
2,073
|
|
* Gilead Sciences Inc.
|
28,901
|
1,917
|
|
* Express Scripts Holding Co.
|
30,149
|
1,889
|
|
* Biogen Idec Inc.
|
9,411
|
1,404
|
|
* Celgene Corp.
|
17,812
|
1,361
|
|
Allergan Inc.
|
12,609
|
1,155
|
|
Bristol-Myers Squibb Co.
|
33,960
|
1,146
|
|
Medtronic Inc.
|
23,200
|
1,000
|
|
Thermo Fisher Scientific Inc.
|
16,567
|
975
|
|
* Alexion Pharmaceuticals Inc.
|
8,486
|
971
|
|
McKesson Corp.
|
10,036
|
863
|
|
Eli Lilly & Co.
|
18,200
|
863
|
|
WellPoint Inc.
|
13,626
|
790
|
|
* Intuitive Surgical Inc.
|
1,590
|
788
|
|
Stryker Corp.
|
13,949
|
776
|
|
Cigna Corp.
|
14,962
|
706
|
|
Agilent Technologies Inc.
|
17,507
|
673
|
|
Aetna Inc.
|
15,855
|
628
|
|
* Watson Pharmaceuticals Inc.
|
7,264
|
619
|
|
Covidien plc
|
10,400
|
618
|
|
Zimmer Holdings Inc.
|
9,070
|
613
|
|
Perrigo Co.
|
5,228
|
607
|
|
* Mylan Inc.
|
24,356
|
594
|
|
St. Jude Medical Inc.
|
13,835
|
583
|
|
AmerisourceBergen Corp. Class A
|
14,206
|
550
|
|
* Forest Laboratories Inc.
|
15,419
|
549
|
|
* Life Technologies Corp.
|
11,217
|
548
|
|
* Vertex Pharmaceuticals Inc.
|
9,400
|
526
|
|
CR Bard Inc.
|
4,965
|
520
|
|
Cardinal Health Inc.
|
13,245
|
516
|
|
Quest Diagnostics Inc.
|
8,019
|
509
|
|
* DaVita Inc.
|
4,800
|
497
|
|
* Waters Corp.
|
5,918
|
493
|
|
* Laboratory Corp. of America Holdings
|
5,191
|
480
|
|
Humana Inc.
|
6,400
|
449
|
|
Baxter International Inc.
|
7,100
|
428
|
|
* Mettler-Toledo International Inc.
|
2,500
|
427
|
|
Cooper Cos. Inc.
|
4,484
|
424
|
|
* Hospira Inc.
|
12,260
|
402
|
|
Universal Health Services Inc. Class B
|
8,717
|
399
|
|
DENTSPLY International Inc.
|
10,283
|
392
|
|
* Endo Health Solutions Inc.
|
11,669
|
370
|
|
Omnicare Inc.
|
10,893
|
370
|
|
HCA Holdings Inc.
|
10,844
|
361
|
|
PerkinElmer Inc.
|
12,100
|
357
|
|
* Varian Medical Systems Inc.
|
5,800
|
350
|
|
Techne Corp.
|
4,600
|
331
|
|
Patterson Cos. Inc.
|
9,000
|
308
|
|
Warner Chilcott plc Class A
|
22,709
|
307
|
|
* Illumina Inc.
|
5,800
|
280
|
|
* Tenet Healthcare Corp.
|
42,100
|
264
|
|
Hill-Rom Holdings Inc.
|
8,722
|
254
|
|
* CareFusion Corp.
|
8,395
|
238
|
|
* Bio-Rad Laboratories Inc. Class A
|
2,100
|
224
|
|
Becton Dickinson and Co.
|
1,684
|
132
|
|
* Edwards Lifesciences Corp.
|
919
|
99
|
|
|
|
|
|
* QIAGEN NV
|
3,200
|
59
|
|
* Cerner Corp.
|
505
|
39
|
|
|
|
55,950
|
|
Industrials (5.0%)
|
|
|
|
General Electric Co.
|
311,909
|
7,083
|
|
Union Pacific Corp.
|
17,026
|
2,021
|
|
United Technologies Corp.
|
24,876
|
1,948
|
|
3M Co.
|
16,900
|
1,562
|
|
Danaher Corp.
|
23,251
|
1,282
|
|
Caterpillar Inc.
|
13,500
|
1,162
|
|
Boeing Co.
|
15,820
|
1,101
|
|
United Parcel Service Inc. Class B
|
15,200
|
1,088
|
|
FedEx Corp.
|
12,376
|
1,047
|
|
Precision Castparts Corp.
|
6,152
|
1,005
|
|
Honeywell International Inc.
|
13,600
|
813
|
|
Raytheon Co.
|
14,149
|
809
|
|
Tyco International Ltd.
|
13,700
|
771
|
|
Cummins Inc.
|
7,321
|
675
|
|
Ingersoll-Rand plc
|
14,900
|
668
|
|
CSX Corp.
|
29,700
|
616
|
|
WW Grainger Inc.
|
2,932
|
611
|
|
Roper Industries Inc.
|
5,310
|
583
|
|
Fluor Corp.
|
9,958
|
560
|
|
AMETEK Inc.
|
14,200
|
503
|
|
* TransDigm Group Inc.
|
3,510
|
498
|
|
Emerson Electric Co.
|
10,300
|
497
|
|
Textron Inc.
|
18,111
|
474
|
|
* Stericycle Inc.
|
5,198
|
471
|
|
Pall Corp.
|
7,400
|
470
|
|
Flowserve Corp.
|
3,671
|
469
|
|
Deere & Co.
|
5,600
|
462
|
|
Southwest Airlines Co.
|
50,857
|
446
|
|
C.H. Robinson Worldwide Inc.
|
7,611
|
446
|
|
* Fortune Brands Home & Security Inc.
|
15,625
|
422
|
|
* Quanta Services Inc.
|
16,995
|
420
|
|
Equifax Inc.
|
8,958
|
417
|
|
* Jacobs Engineering Group Inc.
|
10,295
|
416
|
|
* AGCO Corp.
|
8,737
|
415
|
|
Donaldson Co. Inc.
|
11,786
|
409
|
|
Expeditors International of Washington Inc.
|
11,166
|
406
|
|
Joy Global Inc.
|
7,219
|
405
|
|
Republic Services Inc. Class A
|
14,110
|
388
|
|
Nordson Corp.
|
6,550
|
384
|
|
Valmont Industries Inc.
|
2,911
|
383
|
|
KBR Inc.
|
12,796
|
382
|
|
JB Hunt Transport Services Inc.
|
7,310
|
380
|
|
Stanley Black & Decker Inc.
|
4,927
|
376
|
|
* B/E Aerospace Inc.
|
8,911
|
375
|
|
* Shaw Group Inc.
|
8,600
|
375
|
|
Wabtec Corp.
|
4,653
|
374
|
|
Chicago Bridge & Iron Co. NV
|
9,558
|
364
|
|
* WABCO Holdings Inc.
|
6,296
|
363
|
|
Gardner Denver Inc.
|
5,988
|
362
|
|
Regal-Beloit Corp.
|
5,000
|
352
|
|
* AECOM Technology Corp.
|
16,334
|
346
|
|
Rockwell Collins Inc.
|
6,400
|
343
|
|
* Babcock & Wilcox Co.
|
13,319
|
339
|
|
|
|
|
|
Trinity Industries Inc.
|
11,200
|
336
|
|
Towers Watson & Co. Class A
|
6,300
|
334
|
|
Toro Co.
|
8,318
|
331
|
|
* Huntington Ingalls Industries Inc.
|
7,819
|
329
|
|
Manitowoc Co. Inc.
|
24,400
|
325
|
|
Triumph Group Inc.
|
5,000
|
313
|
|
PACCAR Inc.
|
7,800
|
312
|
|
* Spirit Aerosystems Holdings Inc. Class A
|
14,000
|
311
|
|
Waste Connections Inc.
|
10,200
|
309
|
|
Pentair Inc.
|
6,800
|
303
|
|
Copa Holdings SA Class A
|
3,638
|
296
|
|
Robert Half International Inc.
|
11,000
|
293
|
|
* WESCO International Inc.
|
5,019
|
287
|
|
ITT Corp.
|
13,869
|
279
|
|
MSC Industrial Direct Co. Inc. Class A
|
4,100
|
277
|
|
Dun & Bradstreet Corp.
|
3,400
|
271
|
|
Armstrong World Industries Inc.
|
5,803
|
269
|
|
Landstar System Inc.
|
5,685
|
269
|
|
URS Corp.
|
7,607
|
269
|
|
SPX Corp.
|
3,997
|
261
|
|
UTi Worldwide Inc.
|
19,212
|
259
|
|
* MRC Global Inc.
|
10,500
|
258
|
|
Covanta Holding Corp.
|
14,400
|
247
|
|
* CNH Global NV
|
6,300
|
244
|
|
Kansas City Southern
|
3,200
|
242
|
|
General Dynamics Corp.
|
3,491
|
231
|
|
Illinois Tool Works Inc.
|
3,700
|
220
|
|
Xylem Inc.
|
8,739
|
220
|
|
Cintas Corp.
|
5,150
|
213
|
|
* Navistar International Corp.
|
9,846
|
208
|
|
Fastenal Co.
|
4,725
|
203
|
|
Manpower Inc.
|
5,250
|
193
|
|
Norfolk Southern Corp.
|
2,700
|
172
|
|
Alliant Techsystems Inc.
|
3,386
|
170
|
|
Con-way Inc.
|
6,065
|
166
|
|
* Air Lease Corp.
|
8,000
|
163
|
|
* Verisk Analytics Inc. Class A
|
3,000
|
143
|
|
Kennametal Inc.
|
3,300
|
122
|
|
* Owens Corning
|
3,600
|
120
|
|
Lincoln Electric Holdings Inc.
|
3,023
|
118
|
|
* Delta Air Lines Inc.
|
12,100
|
111
|
|
* Oshkosh Corp.
|
3,547
|
97
|
|
Exelis Inc.
|
8,739
|
90
|
|
Lockheed Martin Corp.
|
803
|
75
|
|
Ryder System Inc.
|
1,400
|
55
|
|
L-3 Communications Holdings Inc.
|
489
|
35
|
|
* United Continental Holdings Inc.
|
1,200
|
23
|
|
IDEX Corp.
|
529
|
22
|
|
* Engility Holdings Inc.
|
81
|
1
|
|
|
|
49,732
|
|
Information Technology (9.3%)
|
|
|
|
Apple Inc.
|
30,664
|
20,461
|
|
International Business Machines Corp.
|
35,847
|
7,436
|
|
* Google Inc. Class A
|
8,772
|
6,619
|
|
Microsoft Corp.
|
221,856
|
6,607
|
|
Oracle Corp.
|
130,390
|
4,106
|
|
QUALCOMM Inc.
|
57,700
|
3,606
|
|
|
|
|
|
Intel Corp.
|
151,400
|
3,434
|
|
Cisco Systems Inc.
|
172,915
|
3,301
|
|
Visa Inc. Class A
|
18,424
|
2,474
|
|
* EMC Corp.
|
77,436
|
2,112
|
|
* eBay Inc.
|
42,744
|
2,069
|
|
Mastercard Inc. Class A
|
4,080
|
1,842
|
|
Texas Instruments Inc.
|
40,646
|
1,120
|
|
Hewlett-Packard Co.
|
65,489
|
1,117
|
|
* Cognizant Technology Solutions Corp. Class A
|
13,698
|
958
|
|
Accenture plc Class A
|
13,600
|
952
|
|
* Salesforce.com Inc.
|
6,103
|
932
|
|
* Yahoo! Inc.
|
55,566
|
888
|
|
Broadcom Corp. Class A
|
24,643
|
852
|
|
Intuit Inc.
|
13,524
|
796
|
|
* Adobe Systems Inc.
|
23,896
|
776
|
|
Corning Inc.
|
58,977
|
776
|
|
* Symantec Corp.
|
38,839
|
699
|
|
Dell Inc.
|
70,601
|
696
|
|
* Citrix Systems Inc.
|
8,754
|
670
|
|
Motorola Solutions Inc.
|
12,867
|
650
|
|
* Teradata Corp.
|
8,451
|
637
|
|
Altera Corp.
|
17,552
|
597
|
|
Applied Materials Inc.
|
53,080
|
593
|
|
* NetApp Inc.
|
17,971
|
591
|
|
* Fiserv Inc.
|
7,771
|
575
|
|
Amphenol Corp. Class A
|
9,296
|
547
|
|
* VeriSign Inc.
|
10,728
|
522
|
|
CA Inc.
|
19,407
|
500
|
|
Analog Devices Inc.
|
12,396
|
486
|
|
Fidelity National Information Services Inc.
|
15,481
|
483
|
|
* Alliance Data Systems Corp.
|
3,377
|
479
|
|
Western Union Co.
|
25,665
|
468
|
|
Avago Technologies Ltd.
|
13,035
|
454
|
|
Xilinx Inc.
|
13,429
|
449
|
|
* BMC Software Inc.
|
10,783
|
447
|
|
KLA-Tencor Corp.
|
9,012
|
430
|
|
FactSet Research Systems Inc.
|
4,099
|
395
|
|
* Autodesk Inc.
|
11,608
|
387
|
|
* Synopsys Inc.
|
11,500
|
380
|
|
IAC/InterActiveCorp
|
7,200
|
375
|
|
Solera Holdings Inc.
|
8,190
|
359
|
|
Activision Blizzard Inc.
|
31,360
|
354
|
|
* Juniper Networks Inc.
|
20,600
|
352
|
|
Global Payments Inc.
|
8,214
|
344
|
|
FLIR Systems Inc.
|
16,969
|
339
|
|
Jabil Circuit Inc.
|
17,500
|
328
|
|
DST Systems Inc.
|
5,230
|
296
|
|
National Instruments Corp.
|
11,411
|
287
|
|
Total System Services Inc.
|
11,700
|
277
|
|
SAIC Inc.
|
22,806
|
275
|
|
Computer Sciences Corp.
|
8,200
|
264
|
|
* Lam Research Corp.
|
7,700
|
245
|
|
* NVIDIA Corp.
|
17,900
|
239
|
|
Automatic Data Processing Inc.
|
3,674
|
216
|
|
* Fairchild Semiconductor International Inc. Class A
|
16,325
|
214
|
|
Xerox Corp.
|
26,155
|
192
|
|
* Atmel Corp.
|
28,800
|
152
|
|
|
|
|
|
Maxim Integrated Products Inc.
|
5,500
|
146
|
|
Marvell Technology Group Ltd.
|
15,000
|
137
|
|
Linear Technology Corp.
|
4,000
|
127
|
|
* Ingram Micro Inc.
|
7,800
|
119
|
|
Lexmark International Inc. Class A
|
5,300
|
118
|
|
Harris Corp.
|
2,100
|
108
|
|
* LSI Corp.
|
14,400
|
100
|
|
* NCR Corp.
|
4,000
|
93
|
|
* Tech Data Corp.
|
1,400
|
63
|
|
AVX Corp.
|
6,400
|
61
|
|
* Facebook Inc. Class A
|
2,000
|
43
|
|
* Freescale Semiconductor Ltd.
|
2,600
|
25
|
|
* Arrow Electronics Inc.
|
700
|
24
|
|
Lender Processing Services Inc.
|
800
|
22
|
|
|
|
91,663
|
|
Materials (1.9%)
|
|
|
|
Monsanto Co.
|
19,008
|
1,730
|
|
Freeport-McMoRan Copper & Gold Inc.
|
29,394
|
1,163
|
|
EI du Pont de Nemours & Co.
|
16,728
|
841
|
|
Ecolab Inc.
|
12,200
|
791
|
|
CF Industries Holdings Inc.
|
3,412
|
758
|
|
Mosaic Co.
|
12,948
|
746
|
|
LyondellBasell Industries NV Class A
|
13,538
|
699
|
|
Newmont Mining Corp.
|
12,354
|
692
|
|
Sherwin-Williams Co.
|
4,600
|
685
|
|
Sigma-Aldrich Corp.
|
7,380
|
531
|
|
Dow Chemical Co.
|
18,300
|
530
|
|
FMC Corp.
|
8,798
|
487
|
|
Vulcan Materials Co.
|
10,134
|
479
|
|
Royal Gold Inc.
|
4,771
|
476
|
|
Praxair Inc.
|
4,400
|
457
|
|
Ball Corp.
|
10,718
|
454
|
|
Alcoa Inc.
|
49,200
|
435
|
|
* Crown Holdings Inc.
|
11,441
|
421
|
|
Ashland Inc.
|
5,798
|
415
|
|
Airgas Inc.
|
5,019
|
413
|
|
* WR Grace & Co.
|
6,600
|
390
|
|
Celanese Corp. Class A
|
10,140
|
384
|
|
Cytec Industries Inc.
|
5,833
|
382
|
|
Reliance Steel & Aluminum Co.
|
6,800
|
356
|
|
Westlake Chemical Corp.
|
4,600
|
336
|
|
* Owens-Illinois Inc.
|
17,000
|
319
|
|
Silgan Holdings Inc.
|
7,206
|
314
|
|
United States Steel Corp.
|
16,059
|
306
|
|
Nucor Corp.
|
7,400
|
283
|
|
Albemarle Corp.
|
5,200
|
274
|
|
Scotts Miracle-Gro Co. Class A
|
5,042
|
219
|
|
Martin Marietta Materials Inc.
|
2,286
|
190
|
|
Sealed Air Corp.
|
11,800
|
182
|
|
International Paper Co.
|
4,943
|
180
|
|
Cliffs Natural Resources Inc.
|
4,384
|
172
|
|
Walter Energy Inc.
|
5,107
|
166
|
|
Eastman Chemical Co.
|
2,640
|
151
|
|
* Intrepid Potash Inc.
|
6,803
|
146
|
|
Titanium Metals Corp.
|
9,700
|
125
|
|
Valspar Corp.
|
1,600
|
90
|
|
* Tahoe Resources Inc.
|
3,200
|
65
|
|
|
|
|
|
Air Products & Chemicals Inc.
|
500
|
41
|
|
|
|
18,274
|
|
Telecommunication Services (1.5%)
|
|
|
|
AT&T Inc.
|
171,066
|
6,449
|
|
Verizon Communications Inc.
|
76,500
|
3,486
|
|
* Crown Castle International Corp.
|
13,467
|
863
|
|
* Sprint Nextel Corp.
|
148,535
|
820
|
|
* SBA Communications Corp. Class A
|
8,011
|
504
|
|
* Level 3 Communications Inc.
|
17,700
|
407
|
|
* MetroPCS Communications Inc.
|
33,900
|
397
|
|
* tw telecom inc Class A
|
14,900
|
389
|
|
Telephone & Data Systems Inc.
|
14,125
|
362
|
|
* NII Holdings Inc.
|
34,951
|
274
|
|
* United States Cellular Corp.
|
6,515
|
255
|
|
CenturyLink Inc.
|
3,300
|
133
|
|
* Clearwire Corp. Class A
|
10,263
|
14
|
|
|
|
14,353
|
|
Utilities (1.7%)
|
|
|
|
Southern Co.
|
29,442
|
1,357
|
|
NextEra Energy Inc.
|
15,197
|
1,069
|
|
Duke Energy Corp.
|
12,830
|
831
|
|
Public Service Enterprise Group Inc.
|
22,764
|
733
|
|
FirstEnergy Corp.
|
16,378
|
722
|
|
Consolidated Edison Inc.
|
11,880
|
712
|
|
Dominion Resources Inc.
|
13,408
|
710
|
|
Edison International
|
15,408
|
704
|
|
Sempra Energy
|
10,529
|
679
|
|
PG&E Corp.
|
14,635
|
625
|
|
ONEOK Inc.
|
12,284
|
593
|
|
Northeast Utilities
|
15,264
|
584
|
|
Xcel Energy Inc.
|
21,000
|
582
|
|
Entergy Corp.
|
7,700
|
534
|
|
Wisconsin Energy Corp.
|
12,732
|
480
|
|
* AES Corp.
|
43,069
|
472
|
|
* Calpine Corp.
|
26,810
|
464
|
|
American Water Works Co. Inc.
|
12,228
|
453
|
|
NRG Energy Inc.
|
20,624
|
441
|
|
OGE Energy Corp.
|
7,193
|
399
|
|
CMS Energy Corp.
|
16,627
|
392
|
|
NV Energy Inc.
|
20,487
|
369
|
|
ITC Holdings Corp.
|
4,870
|
368
|
|
MDU Resources Group Inc.
|
15,804
|
348
|
|
Aqua America Inc.
|
13,983
|
346
|
|
Alliant Energy Corp.
|
7,713
|
335
|
|
Questar Corp.
|
16,333
|
332
|
|
UGI Corp.
|
9,552
|
303
|
|
National Fuel Gas Co.
|
5,501
|
297
|
|
Exelon Corp.
|
7,292
|
259
|
|
AGL Resources Inc.
|
6,000
|
245
|
|
American Electric Power Co. Inc.
|
300
|
13
|
|
|
|
16,751
|
|
Total Common Stocks (Cost $286,825)
|
|
474,728
|
|
|
|
|
|
|
|
|
|
|
Face
|
Market
|
|
|
|
Maturity
|
Amount
|
Value
|
|
|
Coupon
|
Date
|
($000)
|
($000)
|
|
Tax-Exempt Municipal Bonds (51.8%)
|
|
|
|
|
|
Alabama (0.2%)
|
|
|
|
|
|
Alabama 21st Century Authority Tobacco Settlement
|
|
|
|
|
|
Revenue
|
5.000%
|
6/1/20
|
500
|
607
|
|
Alabama Public School & College Authority Capital
|
|
|
|
|
|
Improvement Revenue
|
5.000%
|
12/1/21
|
500
|
597
|
|
Alabama Public School & College Authority Capital
|
|
|
|
|
|
Improvement Revenue
|
5.000%
|
12/1/22
|
500
|
595
|
|
|
|
|
|
1,799
|
|
Alaska (0.1%)
|
|
|
|
|
|
1 Alaska Housing Finance Corp. General Housing
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/29
|
500
|
591
|
|
|
|
Arizona (1.0%)
|
|
|
|
|
|
Arizona Board Regents Arizona State University
|
|
|
|
|
|
System Revenue
|
5.875%
|
7/1/24
|
100
|
120
|
|
Arizona COP
|
5.000%
|
10/1/18 (4)
|
500
|
594
|
|
Arizona Health Facilities Authority Revenue (Banner
|
|
|
|
|
|
Health)
|
5.000%
|
1/1/25
|
500
|
552
|
|
Arizona School Facilities Board COP
|
5.500%
|
9/1/23
|
500
|
578
|
|
Arizona School Facilities Board Revenue (School
|
|
|
|
|
|
Improvement)
|
5.750%
|
7/1/14 (Prere.)
|
500
|
547
|
|
Arizona Transportation Board Excise Tax Revenue
|
|
|
|
|
|
(Maricopa County Regional Area)
|
5.000%
|
7/1/24
|
500
|
602
|
|
Arizona Transportation Board Excise Tax Revenue
|
|
|
|
|
|
(Maricopa County Regional Area)
|
5.000%
|
7/1/25
|
500
|
580
|
|
Arizona Water Infrastructure Finance Authority
|
|
|
|
|
|
Revenue
|
4.000%
|
10/1/14
|
500
|
536
|
|
Glendale AZ Industrial Development Authority
|
|
|
|
|
|
Revenue (Midwestern University)
|
5.000%
|
5/15/30
|
275
|
300
|
|
Mesa AZ Utility System Revenue
|
5.000%
|
7/1/14 (Prere.)
|
500
|
541
|
|
Phoenix AZ Civic Improvement Corp. Airport
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/24
|
300
|
350
|
|
Phoenix AZ Civic Improvement Corp. Airport
|
|
|
|
|
|
Revenue (Light Rail Project)
|
5.000%
|
7/1/19 (2)
|
780
|
842
|
|
Phoenix AZ Civic Improvement Corp. Water System
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/21 (14)
|
500
|
558
|
|
Salt River Project Arizona Agricultural Improvement &
|
|
|
|
|
|
Power District Revenue
|
5.000%
|
1/1/28
|
750
|
870
|
|
Salt River Project Arizona Agricultural Improvement &
|
|
|
|
|
|
Power District Revenue
|
5.000%
|
12/1/28
|
500
|
610
|
|
Salt Verde AZ Financial Project Revenue
|
5.250%
|
12/1/24
|
500
|
554
|
|
University Medical Center Corp. Arizona Hospital
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/19
|
500
|
573
|
|
Yavapai County AZ Industrial Development Authority
|
|
|
|
|
|
Hospital Facility Revenue (Northern Arizona
|
|
|
|
|
|
Healthcare System)
|
5.250%
|
10/1/22
|
500
|
610
|
|
|
|
|
|
9,917
|
|
California (5.6%)
|
|
|
|
|
|
Alameda CA Corridor Transportation Authority
|
|
|
|
|
|
Revenue
|
0.000%
|
10/1/30 (2)
|
625
|
229
|
|
Bay Area CA Infrastructure Financing Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
8/1/17 (14)
|
500
|
537
|
|
|
|
|
|
|
|
Bay Area Toll Authority California Toll Bridge
|
|
|
|
|
|
Revenue (San Francisco Bay Area)
|
5.000%
|
4/1/25
|
500
|
579
|
|
Bay Area Toll Authority California Toll Bridge
|
|
|
|
|
|
Revenue (San Francisco Bay Area)
|
5.000%
|
10/1/30
|
500
|
571
|
|
1 Bay Area Toll Authority California Toll Bridge
|
|
|
|
|
|
Revenue (San Francisco Bay Area)
|
5.000%
|
4/1/31
|
500
|
600
|
|
California Department of Water Resources Power
|
|
|
|
|
|
Supply Revenue
|
5.000%
|
5/1/16
|
500
|
580
|
|
California Department of Water Resources Power
|
|
|
|
|
|
Supply Revenue
|
5.000%
|
5/1/17
|
500
|
598
|
|
California Department of Water Resources Power
|
|
|
|
|
|
Supply Revenue
|
5.000%
|
5/1/18
|
500
|
613
|
|
California Department of Water Resources Power
|
|
|
|
|
|
Supply Revenue
|
5.000%
|
5/1/18
|
500
|
613
|
|
California Department of Water Resources Power
|
|
|
|
|
|
Supply Revenue
|
5.000%
|
5/1/19
|
500
|
622
|
|
California Department of Water Resources Power
|
|
|
|
|
|
Supply Revenue
|
5.000%
|
5/1/20
|
575
|
725
|
|
California Department of Water Resources Water
|
|
|
|
|
|
System Revenue (Central Valley Project)
|
5.000%
|
12/1/28
|
500
|
589
|
|
California Economic Recovery Bonds GO
|
5.000%
|
7/1/14 (Prere.)
|
205
|
222
|
|
California Economic Recovery Bonds GO
|
5.000%
|
7/1/15
|
295
|
319
|
|
California Economic Recovery Bonds GO
|
5.000%
|
7/1/18
|
500
|
612
|
|
California Economic Recovery Bonds GO
|
5.000%
|
7/1/19
|
500
|
622
|
|
California Economic Recovery Bonds GO
|
5.000%
|
7/1/20
|
500
|
613
|
|
California Economic Recovery Bonds GO
|
5.250%
|
7/1/21
|
500
|
616
|
|
California Economic Recovery Bonds GO
|
5.000%
|
7/1/22
|
500
|
575
|
|
California Educational Facilities Authority Revenue
|
|
|
|
|
|
(University of San Francisco)
|
6.125%
|
10/1/30
|
500
|
630
|
|
California GO
|
5.250%
|
10/1/13 (14)
|
500
|
525
|
|
California GO
|
5.000%
|
11/1/13
|
500
|
525
|
|
California GO
|
5.000%
|
6/1/15
|
500
|
547
|
|
California GO
|
6.000%
|
2/1/16
|
500
|
587
|
|
California GO
|
5.000%
|
11/1/16
|
350
|
408
|
|
California GO
|
5.000%
|
3/1/17
|
500
|
586
|
|
California GO
|
5.000%
|
4/1/17
|
500
|
588
|
|
California GO
|
5.500%
|
4/1/18
|
500
|
613
|
|
California GO
|
6.000%
|
4/1/18
|
500
|
628
|
|
California GO
|
5.000%
|
9/1/18
|
500
|
579
|
|
California GO
|
5.000%
|
11/1/18 (3)
|
500
|
593
|
|
California GO
|
5.000%
|
6/1/19 (14)
|
500
|
585
|
|
1 California GO
|
5.000%
|
9/1/21
|
500
|
616
|
|
California GO
|
5.000%
|
10/1/21
|
250
|
287
|
|
California GO
|
5.000%
|
6/1/25
|
495
|
538
|
|
California GO
|
5.500%
|
3/1/26
|
500
|
580
|
|
California GO
|
5.000%
|
6/1/27 (14)
|
500
|
563
|
|
California GO
|
5.000%
|
9/1/27
|
500
|
554
|
|
California GO
|
4.500%
|
8/1/28 (2)
|
485
|
527
|
|
California GO
|
5.250%
|
2/1/29
|
500
|
590
|
|
California GO
|
5.750%
|
4/1/29
|
500
|
595
|
|
California GO
|
5.000%
|
9/1/29 (2)
|
500
|
545
|
|
California GO
|
5.250%
|
3/1/30
|
500
|
580
|
|
California GO
|
5.250%
|
9/1/30
|
500
|
585
|
|
California GO
|
5.000%
|
2/1/32
|
500
|
570
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Catholic Healthcare West)
|
5.250%
|
3/1/22
|
300
|
356
|
|
|
|
|
|
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Catholic Healthcare West) PUT
|
5.000%
|
7/1/14
|
500
|
539
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Cedars-Sinai Medical Center)
|
5.000%
|
8/15/17
|
500
|
586
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Lucile Salter Packard Children's Hospital
|
|
|
|
|
|
at Stanford)
|
5.000%
|
8/15/20
|
325
|
396
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Rady Children's Hospital)
|
5.000%
|
8/15/31
|
500
|
546
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Sutter Health)
|
5.500%
|
8/15/26
|
500
|
594
|
|
California Infrastructure & Economic Development
|
|
|
|
|
|
Bank Revenue (Bay Area Toll Bridges Seismic
|
|
|
|
|
|
Retrofit)
|
5.000%
|
1/1/28 (Prere.)
|
500
|
684
|
|
2 California Infrastructure & Economic Development
|
|
|
|
|
|
Bank Revenue (Bay Area Toll Bridges Seismic
|
|
|
|
|
|
Retrofit) TOB VRDO
|
0.200%
|
10/1/12 (ETM)
|
1,645
|
1,645
|
|
California Municipal Finance Authority Revenue
|
|
|
|
|
|
(University of La Verne)
|
6.125%
|
6/1/30
|
500
|
591
|
|
California Public Works Board Lease Revenue
|
|
|
|
|
|
(Judicial Council Projects)
|
5.125%
|
12/1/29
|
250
|
284
|
|
California Public Works Board Lease Revenue
|
|
|
|
|
|
(Various Capital Projects)
|
5.000%
|
4/1/32
|
350
|
388
|
|
California State University Revenue Systemwide
|
5.750%
|
11/1/27
|
500
|
594
|
|
California State University Revenue Systemwide
|
5.250%
|
11/1/29
|
300
|
346
|
|
California Statewide Communities Development
|
|
|
|
|
|
Authority Revenue (Kaiser Permanente)
|
5.000%
|
4/1/19
|
500
|
597
|
|
California Statewide Communities Development
|
|
|
|
|
|
Authority Revenue (Proposition 1A Receivables
|
|
|
|
|
|
Program)
|
5.000%
|
6/15/13
|
500
|
517
|
|
Los Angeles CA Community College District GO
|
5.000%
|
8/1/27
|
500
|
589
|
|
Los Angeles CA Department of Airports International
|
|
|
|
|
|
Airport Revenue
|
5.000%
|
5/15/27
|
500
|
589
|
|
Los Angeles CA Department of Water & Power
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/24
|
500
|
607
|
|
2 Los Angeles CA Department of Water & Power
|
|
|
|
|
|
Revenue TOB VRDO
|
0.190%
|
10/1/12
|
600
|
600
|
|
Los Angeles CA Department of Water & Power
|
|
|
|
|
|
Revenue VRDO
|
0.000%
|
10/2/12
|
100
|
100
|
|
Los Angeles CA GO
|
5.000%
|
9/1/14 (Prere.)
|
500
|
545
|
|
Los Angeles CA Unified School District GO
|
5.000%
|
7/1/21 (4)
|
1,825
|
2,139
|
|
Los Angeles CA Unified School District GO
|
5.000%
|
7/1/26
|
500
|
582
|
|
Los Angeles CA Unified School District GO
|
5.000%
|
7/1/29
|
500
|
577
|
|
Los Angeles CA Unified School District GO
|
5.000%
|
7/1/29
|
500
|
577
|
|
Los Angeles CA Wastewater System Revenue
|
5.000%
|
6/1/29
|
500
|
576
|
|
Los Angeles County CA Metropolitan Transportation
|
|
|
|
|
|
Authority Sales Tax Revenue
|
5.000%
|
7/1/19
|
560
|
694
|
|
Sacramento CA Municipal Utility District Revenue
|
5.000%
|
8/15/27 (4)
|
500
|
572
|
|
Sacramento County CA Airport Revenue
|
5.625%
|
7/1/29
|
500
|
571
|
|
San Bernardino County CA Transportation Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
3/1/31
|
500
|
596
|
|
San Diego CA Community College District GO
|
5.000%
|
8/1/31
|
500
|
589
|
|
San Diego CA Public Facilities Financing Authority
|
|
|
|
|
|
Sewer Revenue
|
5.000%
|
5/15/28
|
500
|
583
|
|
San Diego CA Public Facilities Financing Authority
|
|
|
|
|
|
Water Revenue
|
5.250%
|
8/1/28
|
500
|
602
|
|
San Diego CA Unified School District GO
|
0.000%
|
7/1/27
|
500
|
266
|
|
|
|
|
|
|
|
San Diego CA Unified School District GO
|
5.500%
|
7/1/27 (4)
|
500
|
659
|
|
San Diego CA Unified School District GO
|
0.000%
|
7/1/28
|
500
|
253
|
|
San Diego CA Unified School District GO
|
0.000%
|
7/1/29
|
500
|
235
|
|
San Diego County CA Regional Airport Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/30 (4)
|
500
|
565
|
|
San Diego County CA Regional Transportation
|
|
|
|
|
|
Commission Sales Tax Revenue
|
5.000%
|
4/1/31
|
560
|
677
|
|
1 San Francisco CA Bay Area Rapid Transit District
|
|
|
|
|
|
Sales Tax Revenue
|
4.000%
|
7/1/21
|
350
|
414
|
|
San Francisco CA City & County Earthquake Safety
|
|
|
|
|
|
GO
|
5.000%
|
6/15/28
|
500
|
593
|
|
San Francisco CA City & County International Airport
|
|
|
|
|
|
Revenue
|
5.250%
|
5/1/22
|
500
|
595
|
|
San Francisco CA City & County International Airport
|
|
|
|
|
|
Revenue
|
5.000%
|
5/1/27
|
225
|
268
|
|
San Francisco CA City & County International Airport
|
|
|
|
|
|
Revenue
|
5.000%
|
5/1/30
|
500
|
582
|
|
San Francisco CA City & County Public Utilities
|
|
|
|
|
|
Commission Water Revenue
|
5.500%
|
11/1/30
|
500
|
616
|
|
San Jose CA Redevelopment Agency Tax Allocation
|
|
|
|
|
|
Revenue
|
6.500%
|
8/1/28
|
700
|
765
|
|
University of California Revenue
|
5.000%
|
5/15/21
|
500
|
560
|
|
University of California Revenue
|
5.000%
|
5/15/25
|
500
|
583
|
|
University of California Revenue
|
5.000%
|
5/15/27 (14)
|
500
|
570
|
|
University of California Revenue
|
5.000%
|
5/15/28 (14)
|
500
|
568
|
|
2 University of California Revenue TOB VRDO
|
0.190%
|
10/1/12
|
200
|
200
|
|
Whittier CA Health Facility Revenue (Presbyterian
|
|
|
|
|
|
Intercommunity Hospital) VRDO
|
0.160%
|
10/5/12 LOC
|
1,200
|
1,200
|
|
|
|
|
|
55,479
|
|
Colorado (1.1%)
|
|
|
|
|
|
Colorado (UCDHSC Fitzsimons Academic Projects)
|
|
|
|
|
|
COP
|
5.000%
|
11/1/21
|
500
|
610
|
|
Colorado Department of Transportation RAN
|
5.250%
|
12/15/13 (Prere.)
|
3,750
|
3,974
|
|
Colorado Department of Transportation RAN
|
5.500%
|
6/15/15 (14)
|
500
|
568
|
|
Colorado Health Facilities Authority Revenue
|
|
|
|
|
|
(Catholic Health Initiatives)
|
5.250%
|
2/1/31
|
500
|
582
|
|
2 Colorado Health Facilities Authority Revenue
|
|
|
|
|
|
(Catholic Health Initiatives) TOB VRDO
|
0.200%
|
10/1/12
|
595
|
595
|
|
Colorado Health Facilities Authority Revenue
|
|
|
|
|
|
(Covenant Retirement Community Inc.)
|
5.000%
|
12/1/27
|
500
|
537
|
|
Colorado Springs CO Utility System Revenue
|
5.000%
|
11/15/28
|
500
|
612
|
|
Denver CO City & County Airport Revenue
|
5.000%
|
11/15/26
|
430
|
497
|
|
E-470 Public Highway Authority Colorado Revenue
|
5.250%
|
9/1/18 (14)
|
1,500
|
1,677
|
|
E-470 Public Highway Authority Colorado Revenue
|
5.375%
|
9/1/26
|
500
|
546
|
|
University of Colorado Enterprise System Revenue
|
5.000%
|
6/1/29
|
500
|
608
|
|
|
|
|
|
10,806
|
|
Connecticut (1.1%)
|
|
|
|
|
|
Connecticut GO
|
5.500%
|
12/15/13
|
3,000
|
3,192
|
|
Connecticut GO
|
5.000%
|
1/1/14
|
500
|
530
|
|
Connecticut GO
|
5.000%
|
11/1/14
|
500
|
549
|
|
Connecticut GO
|
5.000%
|
12/1/14
|
500
|
551
|
|
Connecticut GO
|
5.000%
|
11/1/16
|
410
|
481
|
|
Connecticut GO
|
5.000%
|
4/15/21
|
500
|
628
|
|
Connecticut GO
|
5.000%
|
4/15/28
|
500
|
610
|
|
Connecticut Health & Educational Facilities Authority
|
|
|
|
|
|
Revenue (Hartford Healthcare)
|
5.000%
|
7/1/26
|
500
|
560
|
|
|
|
|
|
|
|
Connecticut Health & Educational Facilities Authority
|
|
|
|
|
|
Revenue (Yale University) VRDO
|
0.170%
|
10/5/12
|
2,100
|
2,100
|
|
Connecticut Special Tax Revenue (Transportation
|
|
|
|
|
|
Infrastructure)
|
6.500%
|
10/1/12
|
500
|
500
|
|
Connecticut Special Tax Revenue (Transportation
|
|
|
|
|
|
Infrastructure)
|
5.000%
|
2/1/16
|
110
|
126
|
|
Connecticut Special Tax Revenue (Transportation
|
|
|
|
|
|
Infrastructure)
|
5.000%
|
11/1/25
|
500
|
595
|
|
|
|
|
|
10,422
|
|
Delaware (0.1%)
|
|
|
|
|
|
Delaware GO
|
5.000%
|
10/1/20
|
500
|
640
|
|
|
|
District of Columbia (0.2%)
|
|
|
|
|
|
District of Columbia GO
|
5.000%
|
6/1/21 (4)
|
500
|
595
|
|
District of Columbia Income Tax Revenue
|
5.250%
|
12/1/27
|
500
|
622
|
|
District of Columbia Income Tax Revenue
|
5.000%
|
12/1/30
|
500
|
588
|
|
Metropolitan Washington DC/VA Airports Authority
|
|
|
|
|
|
Airport System Revenue
|
5.000%
|
10/1/24
|
500
|
594
|
|
|
|
|
|
2,399
|
|
Florida (2.0%)
|
|
|
|
|
|
Broward County FL Airport System Revenue
|
5.000%
|
10/1/28
|
400
|
469
|
|
Broward County FL Airport System Revenue
|
5.375%
|
10/1/29
|
500
|
577
|
|
Citizens Property Insurance Corp. Florida Revenue
|
|
|
|
|
|
(Coastal Account)
|
5.000%
|
6/1/15
|
1,000
|
1,095
|
|
Citizens Property Insurance Corp. Florida Revenue
|
|
|
|
|
|
(Coastal Account)
|
5.250%
|
6/1/17
|
435
|
499
|
|
Citizens Property Insurance Corp. Florida Revenue
|
|
|
|
|
|
(Coastal Account)
|
5.500%
|
6/1/17
|
1,075
|
1,246
|
|
Citizens Property Insurance Corp. Florida Revenue
|
|
|
|
|
|
(Personal Lines Account/Commercial Lines
|
|
|
|
|
|
Account)
|
5.000%
|
6/1/20
|
450
|
523
|
|
Florida Board of Education Capital Outlay GO
|
5.000%
|
1/1/14
|
500
|
529
|
|
Florida Board of Education Lottery Revenue
|
5.000%
|
7/1/16 (2)
|
500
|
566
|
|
Florida Board of Education Lottery Revenue
|
5.000%
|
7/1/18
|
500
|
608
|
|
Florida Board of Education Public Education Capital
|
|
|
|
|
|
Outlay GO
|
4.000%
|
6/1/16
|
300
|
338
|
|
Florida Board of Education Public Education Capital
|
|
|
|
|
|
Outlay GO
|
5.000%
|
6/1/22
|
500
|
603
|
|
Florida Board of Education Public Education Capital
|
|
|
|
|
|
Outlay GO
|
5.000%
|
6/1/24
|
500
|
589
|
|
Florida Department of Environmental Protection &
|
|
|
|
|
|
Preservation Revenue
|
5.000%
|
7/1/15 (14)
|
625
|
698
|
|
Florida Department of Transportation GO
|
5.000%
|
7/1/19
|
545
|
677
|
|
Florida Municipal Power Agency Revenue (St. Lucie
|
|
|
|
|
|
Project)
|
5.000%
|
10/1/26
|
500
|
596
|
|
Florida Turnpike Authority Revenue
|
5.000%
|
7/1/19
|
500
|
612
|
|
Jacksonville FL Electric Authority Electric System
|
|
|
|
|
|
Revenue VRDO
|
0.200%
|
10/1/12
|
400
|
400
|
|
Jacksonville FL Electric Authority Water & Sewer
|
|
|
|
|
|
Revenue
|
5.000%
|
10/1/31
|
500
|
587
|
|
Lakeland FL Educational Facilities Revenue (Florida
|
|
|
|
|
|
Southern College Project)
|
5.000%
|
9/1/31
|
880
|
961
|
|
Miami-Dade County FL Aviation Revenue (Miami
|
|
|
|
|
|
International Airport)
|
4.875%
|
10/1/24
|
500
|
578
|
|
Miami-Dade County FL Aviation Revenue (Miami
|
|
|
|
|
|
International Airport)
|
5.000%
|
10/1/30
|
585
|
662
|
|
|
|
|
|
|
|
Miami-Dade County FL School Board COP
|
5.000%
|
11/1/22 (2)
|
500
|
565
|
|
2 Miami-Dade County FL Special Obligation Revenue
|
|
|
|
|
|
TOB VRDO
|
0.000%
|
10/2/12 LOC
|
100
|
100
|
|
Miami-Dade County FL Water & Sewer Revenue
|
5.000%
|
10/1/26 (14)
|
500
|
557
|
|
Orange County FL Health Facilities Authority
|
|
|
|
|
|
Revenue (Nemours Foundation Project)
|
5.000%
|
1/1/19
|
500
|
600
|
|
Orange County FL School Board COP VRDO
|
0.190%
|
10/5/12 LOC
|
1,025
|
1,025
|
|
Orlando & Orange County FL Expressway Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/30
|
500
|
577
|
|
Orlando FL Utility Commission Water & Electric
|
|
|
|
|
|
Revenue
|
5.250%
|
10/1/13 (ETM)
|
500
|
525
|
|
Orlando FL Utility Commission Water & Electric
|
|
|
|
|
|
Revenue
|
5.250%
|
10/1/14 (ETM)
|
500
|
550
|
|
Tampa FL Cigarette Tax Allocation Revenue (H. Lee
|
|
|
|
|
|
Moffitt Cancer Center Project)
|
5.000%
|
9/1/26
|
200
|
233
|
|
Tampa FL Health System Revenue (Baycare Health
|
|
|
|
|
|
System)
|
5.000%
|
11/15/33
|
500
|
570
|
|
Tohopekaliga FL Water Authority Utility System
|
|
|
|
|
|
Revenue
|
5.750%
|
10/1/30
|
500
|
619
|
|
|
|
|
|
19,334
|
|
Georgia (1.6%)
|
|
|
|
|
|
Atlanta GA Airport Revenue
|
5.000%
|
1/1/16
|
525
|
596
|
|
Atlanta GA Airport Revenue
|
5.000%
|
1/1/20
|
500
|
608
|
|
Atlanta GA Water & Wastewater Revenue
|
5.750%
|
11/1/27 (4)
|
500
|
678
|
|
Burke County GA Development Authority Pollution
|
|
|
|
|
|
Control Revenue (Georgia Power Co. Plant Vogtle
|
|
|
|
|
|
Project) PUT
|
1.750%
|
6/1/17
|
500
|
509
|
|
DeKalb County GA Water & Sewer Revenue
|
5.250%
|
10/1/31
|
500
|
595
|
|
Georgia GO
|
5.000%
|
10/1/13
|
500
|
524
|
|
Georgia GO
|
4.000%
|
1/1/15
|
575
|
622
|
|
Georgia GO
|
5.000%
|
9/1/15 (Prere.)
|
500
|
567
|
|
Georgia GO
|
5.000%
|
4/1/16
|
500
|
580
|
|
Georgia GO
|
5.000%
|
5/1/16
|
500
|
582
|
|
Georgia GO
|
5.000%
|
7/1/16
|
400
|
468
|
|
Georgia GO
|
5.000%
|
7/1/16
|
500
|
585
|
|
Georgia GO
|
5.000%
|
5/1/17
|
450
|
540
|
|
Georgia GO
|
5.750%
|
8/1/17
|
500
|
622
|
|
Georgia GO
|
5.000%
|
7/1/21
|
500
|
644
|
|
Georgia GO
|
5.000%
|
7/1/22
|
500
|
607
|
|
Georgia GO
|
5.000%
|
5/1/25
|
500
|
615
|
|
Georgia Road & Tollway Authority GAN
|
5.000%
|
6/1/14
|
500
|
538
|
|
Georgia Road & Tollway Authority Revenue
|
5.000%
|
6/1/17
|
500
|
597
|
|
Gwinnett County GA School District GO
|
5.000%
|
2/1/17 (ETM)
|
500
|
591
|
|
Gwinnett County GA School District GO
|
5.000%
|
2/1/28
|
500
|
652
|
|
Main Street Natural Gas Inc. Georgia Gas Project
|
|
|
|
|
|
Revenue
|
5.000%
|
3/15/16
|
590
|
663
|
|
Main Street Natural Gas Inc. Georgia Gas Project
|
|
|
|
|
|
Revenue
|
5.000%
|
3/15/21
|
500
|
562
|
|
Milledgeville-Baldwin County GA Development
|
|
|
|
|
|
Authority Revenue (Georgia College & State
|
|
|
|
|
|
University Foundation)
|
5.625%
|
9/1/14 (Prere.)
|
500
|
556
|
|
Municipal Electric Authority Georgia Revenue
|
|
|
|
|
|
(Combined Cycle Project)
|
5.000%
|
11/1/17
|
365
|
434
|
|
Municipal Electric Authority Georgia Revenue (Project
|
|
|
|
|
|
One)
|
5.250%
|
1/1/17
|
525
|
617
|
|
|
|
|
|
|
|
Private Colleges & University Authority of Georgia
|
|
|
|
|
|
Revenue (Emory University)
|
5.000%
|
9/1/28
|
500
|
584
|
|
|
|
|
|
15,736
|
|
Hawaii (0.7%)
|
|
|
|
|
|
Hawaii GO
|
5.000%
|
7/1/14 (2)
|
500
|
541
|
|
Hawaii GO
|
5.750%
|
2/1/15 (4)
|
500
|
562
|
|
Hawaii GO
|
5.000%
|
11/1/16
|
200
|
236
|
|
Hawaii GO
|
5.000%
|
4/1/19 (2)
|
500
|
590
|
|
Hawaii GO
|
5.000%
|
12/1/21
|
375
|
478
|
|
Hawaii GO
|
5.000%
|
6/1/29
|
500
|
605
|
|
Hawaii GO
|
5.000%
|
12/1/29
|
500
|
607
|
|
Hawaii Pacific Health Revenue
|
5.000%
|
7/1/19
|
575
|
648
|
|
Honolulu HI City & County GO
|
5.000%
|
7/1/20 (4)
|
500
|
589
|
|
Honolulu HI City & County GO
|
5.000%
|
12/1/30
|
310
|
368
|
|
Honolulu HI City & County GO
|
5.250%
|
8/1/31
|
500
|
616
|
|
University of Hawaii Revenue
|
5.000%
|
10/1/27
|
500
|
583
|
|
|
|
|
|
6,423
|
|
Illinois (2.1%)
|
|
|
|
|
|
Chicago IL Board of Education GO
|
5.250%
|
12/1/24 (4)
|
500
|
575
|
|
Chicago IL Board of Education GO
|
5.250%
|
12/1/26 (12)
|
500
|
569
|
|
Chicago IL GO
|
5.000%
|
12/1/16 (2)
|
500
|
576
|
|
Chicago IL GO
|
5.500%
|
1/1/17 (4)
|
500
|
583
|
|
Chicago IL GO
|
5.000%
|
1/1/19 (2)
|
500
|
566
|
|
Chicago IL Metropolitan Water Reclamation District
|
|
|
|
|
|
GO
|
5.000%
|
12/1/31
|
500
|
589
|
|
Chicago IL O'Hare International Airport Revenue
|
5.250%
|
1/1/15 (14)
|
155
|
171
|
|
Chicago IL O'Hare International Airport Revenue
|
5.250%
|
1/1/17 (14)
|
370
|
434
|
|
Chicago IL O'Hare International Airport Revenue
|
5.000%
|
1/1/24 (4)
|
500
|
556
|
|
Chicago IL O'Hare International Airport Revenue
|
5.250%
|
1/1/24 (14)
|
500
|
554
|
|
Chicago IL O'Hare International Airport Revenue
|
5.000%
|
1/1/32
|
500
|
565
|
|
Cook County IL GO
|
5.000%
|
11/15/21
|
500
|
584
|
|
Cook County IL GO
|
5.000%
|
11/15/28
|
500
|
573
|
|
Cook County IL GO
|
5.250%
|
11/15/28
|
500
|
591
|
|
Illinois Finance Authority Revenue (Ascension Health
|
|
|
|
|
|
Credit Group)
|
5.000%
|
11/15/32
|
500
|
570
|
|
2 Illinois Finance Authority Revenue (Northwestern
|
|
|
|
|
|
University) TOB VRDO
|
0.200%
|
10/1/12
|
3,050
|
3,050
|
|
Illinois Finance Authority Revenue (Trinity Health
|
|
|
|
|
|
Corp.)
|
5.000%
|
12/1/30
|
500
|
558
|
|
Illinois Finance Authority Revenue (University of
|
|
|
|
|
|
Chicago)
|
5.000%
|
10/1/29
|
500
|
601
|
|
Illinois GO
|
5.000%
|
1/1/18
|
500
|
576
|
|
Illinois GO
|
5.000%
|
8/1/19
|
250
|
292
|
|
Illinois GO
|
5.000%
|
8/1/20
|
500
|
582
|
|
Illinois GO
|
5.000%
|
1/1/21 (4)
|
710
|
814
|
|
Illinois GO
|
5.000%
|
8/1/21
|
500
|
579
|
|
Illinois GO
|
5.000%
|
6/1/26
|
500
|
528
|
|
Illinois Regional Transportation Authority Revenue
|
6.250%
|
7/1/23 (4)
|
500
|
683
|
|
Illinois Sales Tax Revenue
|
5.500%
|
6/15/17 (3)
|
500
|
606
|
|
Illinois Toll Highway Authority Revenue
|
5.000%
|
1/1/25 (4)
|
500
|
575
|
|
Illinois Toll Highway Authority Revenue
|
5.000%
|
1/1/28
|
500
|
566
|
|
Illinois Unemployment Insurance Fund Building
|
|
|
|
|
|
Receipts Revenue
|
5.000%
|
12/15/19
|
250
|
275
|
|
Metropolitan Pier & Exposition Authority Illinois
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
0.000%
|
6/15/19 (3)
|
1,000
|
819
|
|
|
|
|
|
|
|
Metropolitan Pier & Exposition Authority Illinois
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
0.000%
|
6/15/26 (4)
|
500
|
282
|
|
Metropolitan Pier & Exposition Authority Illinois
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
0.000%
|
6/15/27 (4)
|
250
|
133
|
|
Railsplitter Tobacco Settlement Authority Illinois
|
|
|
|
|
|
Tobacco Settlement Revenue
|
5.250%
|
6/1/20
|
500
|
589
|
|
Railsplitter Tobacco Settlement Authority Illinois
|
|
|
|
|
|
Tobacco Settlement Revenue
|
6.000%
|
6/1/28
|
400
|
471
|
|
2 Schaumburg IL GO TOB VRDO
|
0.200%
|
10/5/12 (13)
|
400
|
400
|
|
|
|
|
|
21,035
|
|
Indiana (0.4%)
|
|
|
|
|
|
Indiana Finance Authority Revenue (State Revolving
|
|
|
|
|
|
Fund)
|
5.000%
|
2/1/18
|
500
|
606
|
|
Indiana Finance Authority Wastewater Utility Revenue
|
|
|
|
|
|
(CWA Authority Project)
|
5.000%
|
10/1/32
|
500
|
583
|
|
Indiana Health & Educational Facility Financing
|
|
|
|
|
|
Authority Hospital Revenue (Clarian Health
|
|
|
|
|
|
Obligated Group)
|
5.000%
|
2/15/25
|
290
|
315
|
|
Indiana Municipal Power Agency Revenue
|
5.250%
|
1/1/15 (14)
|
500
|
506
|
|
Indiana Office Building Commission Facilities
|
|
|
|
|
|
Revenue (New Castle Correctional Facility)
|
5.250%
|
7/1/19 (14)
|
500
|
612
|
|
Indiana Transportation Finance Authority Highway
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/12 (14)
|
500
|
504
|
|
Indiana University Student Fee Revenue
|
5.000%
|
6/1/19
|
445
|
553
|
|
Indiana University Student Fee Revenue
|
5.000%
|
8/1/23
|
100
|
118
|
|
|
|
|
|
3,797
|
|
Iowa (0.0%)
|
|
|
|
|
|
Iowa Special Obligation Revenue (Ijobs Program)
|
5.000%
|
6/1/24
|
220
|
265
|
|
|
|
Kansas (0.5%)
|
|
|
|
|
|
Kansas Department of Transportation Highway
|
|
|
|
|
|
Revenue
|
5.000%
|
9/1/22
|
500
|
597
|
|
Leavenworth County KS Unified School District GO
|
4.500%
|
9/1/19 (12)
|
500
|
599
|
|
University of Kansas Hospital Authority Health
|
|
|
|
|
|
Facilities Improvement Revenue
|
5.000%
|
9/1/16
|
1,250
|
1,452
|
|
University of Kansas Hospital Authority Health
|
|
|
|
|
|
Facilities Improvement Revenue
|
5.000%
|
9/1/17
|
900
|
1,039
|
|
Wichita KS Hospital Facilities Revenue (Via Christi
|
|
|
|
|
|
Health System Inc.)
|
5.000%
|
11/15/29
|
500
|
559
|
|
Wyandotte County/Kansas City KS Unified
|
|
|
|
|
|
Government Utility System Revenue
|
5.000%
|
9/1/23
|
500
|
608
|
|
|
|
|
|
4,854
|
|
Kentucky (0.5%)
|
|
|
|
|
|
Kentucky Economic Development Finance Authority
|
|
|
|
|
|
Hospital Revenue (Baptist Healthcare System
|
|
|
|
|
|
Obligated Group) VRDO
|
0.220%
|
10/1/12 LOC
|
2,785
|
2,785
|
|
Kentucky Property & Building Commission Revenue
|
5.250%
|
10/1/15 (4)
|
150
|
170
|
|
Kentucky Property & Building Commission Revenue
|
5.375%
|
11/1/23
|
500
|
588
|
|
Kentucky Property & Building Commission Revenue
|
5.000%
|
11/1/26 (4)
|
500
|
576
|
|
Kentucky Turnpike Authority Economic Development
|
|
|
|
|
|
Road Revenue (Revitalization Project)
|
4.000%
|
7/1/17
|
500
|
576
|
|
Kentucky Turnpike Authority Economic Development
|
|
|
|
|
|
Road Revenue (Revitalization Project)
|
5.000%
|
7/1/25
|
305
|
368
|
|
|
|
|
|
5,063
|
|
|
|
|
|
|
|
Louisiana (0.5%)
|
|
|
|
|
|
Jefferson Parish LA Environmental Facilities &
|
|
|
|
|
|
Community Development Authority Revenue
|
5.000%
|
4/1/18
|
405
|
478
|
|
Louisiana Citizens Property Insurance Corp.
|
|
|
|
|
|
Assessment Revenue
|
5.000%
|
6/1/22 (2)
|
500
|
548
|
|
Louisiana Gasoline & Fuel Tax Revenue
|
5.000%
|
5/1/31 (4)
|
500
|
564
|
|
Louisiana GO
|
5.000%
|
5/1/16 (Prere.)
|
500
|
580
|
|
Louisiana GO
|
5.000%
|
5/1/16 (Prere.)
|
500
|
580
|
|
Louisiana Public Facilities Authority Revenue
|
|
|
|
|
|
(Ochsner Clinic Foundation Project)
|
5.000%
|
5/15/16
|
1,260
|
1,379
|
|
New Orleans LA GO
|
5.000%
|
12/1/31
|
500
|
562
|
|
St. Charles Parish LA Gulf Opportunity Zone
|
|
|
|
|
|
Revenue (Valero Energy Corp.) PUT
|
4.000%
|
6/1/22
|
385
|
418
|
|
|
|
|
|
5,109
|
|
Maine (0.1%)
|
|
|
|
|
|
Portland ME Airport Revenue
|
5.000%
|
1/1/20 (4)
|
500
|
597
|
|
|
|
Maryland (1.5%)
|
|
|
|
|
|
Howard County MD GO
|
5.000%
|
8/15/24
|
200
|
251
|
|
Maryland Department of Transportation Revenue
|
5.000%
|
2/15/18
|
500
|
610
|
|
Maryland GO
|
5.000%
|
3/1/15
|
550
|
612
|
|
Maryland GO
|
5.250%
|
3/1/15
|
500
|
559
|
|
Maryland GO
|
5.000%
|
8/1/15 (Prere.)
|
500
|
565
|
|
Maryland GO
|
5.000%
|
8/1/15
|
500
|
565
|
|
Maryland GO
|
5.000%
|
8/1/16 (Prere.)
|
450
|
528
|
|
Maryland GO
|
5.000%
|
11/1/16
|
105
|
124
|
|
Maryland GO
|
5.000%
|
3/15/17
|
500
|
598
|
|
Maryland GO
|
5.000%
|
7/15/17
|
610
|
737
|
|
Maryland GO
|
5.000%
|
8/1/17
|
500
|
605
|
|
Maryland GO
|
5.250%
|
8/15/17
|
500
|
611
|
|
Maryland GO
|
5.000%
|
3/15/22
|
500
|
610
|
|
Maryland Health & Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (Johns Hopkins Health System
|
|
|
|
|
|
Obligated Group)
|
5.000%
|
7/1/24
|
500
|
611
|
|
Maryland Health & Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (Loyola University)
|
5.000%
|
10/1/16
|
575
|
667
|
|
1 Maryland Health & Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (Maryland Institute College of
|
|
|
|
|
|
Art)
|
5.000%
|
6/1/20
|
500
|
590
|
|
Maryland Transportation Authority Facilities Projects
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/15 (4)
|
750
|
810
|
|
Maryland Transportation Authority Facilities Projects
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/22
|
500
|
616
|
|
Maryland Transportation Authority GAN
|
5.000%
|
3/1/16
|
465
|
539
|
|
Maryland Transportation Authority GAN
|
5.250%
|
3/1/16
|
585
|
683
|
|
Maryland Transportation Authority GAN
|
5.250%
|
3/1/20
|
500
|
623
|
|
Montgomery County MD GO
|
5.000%
|
7/1/17
|
500
|
603
|
|
Montgomery County MD GO
|
5.000%
|
11/1/17
|
500
|
609
|
|
Prince Georges County MD GO
|
5.000%
|
9/15/23
|
500
|
633
|
|
Washington Suburban Sanitation District Maryland
|
|
|
|
|
|
GO
|
5.000%
|
6/1/17
|
500
|
601
|
|
|
|
|
|
14,560
|
|
Massachusetts (2.5%)
|
|
|
|
|
|
Boston MA GO
|
5.000%
|
2/1/22
|
500
|
646
|
|
Massachusetts Bay Transportation Authority Sales
|
|
|
|
|
|
Tax Revenue
|
5.000%
|
7/1/18 (Prere.)
|
500
|
617
|
|
|
|
|
|
|
|
Massachusetts Bay Transportation Authority Sales
|
|
|
|
|
|
Tax Revenue
|
5.250%
|
7/1/22
|
480
|
624
|
|
Massachusetts Bay Transportation Authority Sales
|
|
|
|
|
|
Tax Revenue
|
5.500%
|
7/1/26 (14)
|
400
|
540
|
|
Massachusetts Bay Transportation Authority Sales
|
|
|
|
|
|
Tax Revenue
|
5.250%
|
7/1/28
|
500
|
670
|
|
Massachusetts College Building Authority Revenue
|
5.000%
|
5/1/16 (Prere.)
|
500
|
580
|
|
Massachusetts College Building Authority Revenue
|
5.250%
|
5/1/29
|
445
|
533
|
|
Massachusetts Department of Transportation
|
|
|
|
|
|
Metropolitan Highway System Revenue
|
5.000%
|
1/1/23
|
500
|
585
|
|
Massachusetts Department of Transportation
|
|
|
|
|
|
Metropolitan Highway System Revenue VRDO
|
0.180%
|
10/5/12
|
290
|
290
|
|
Massachusetts Development Finance Agency
|
|
|
|
|
|
Revenue (Emerson College)
|
5.500%
|
1/1/30
|
350
|
393
|
|
Massachusetts Development Finance Agency
|
|
|
|
|
|
Revenue (Harvard University)
|
5.000%
|
1/1/20
|
355
|
449
|
|
Massachusetts Development Finance Agency
|
|
|
|
|
|
Revenue (UMASS Memorial Medical Center)
|
5.125%
|
7/1/26
|
500
|
557
|
|
Massachusetts Development Finance Agency
|
|
|
|
|
|
Revenue (Wentworth Institute of Technology)
|
|
|
|
|
|
VRDO
|
0.190%
|
10/5/12 LOC
|
500
|
500
|
|
Massachusetts GO
|
5.500%
|
11/1/13 (3)
|
2,000
|
2,115
|
|
Massachusetts GO
|
5.000%
|
5/1/14
|
500
|
537
|
|
Massachusetts GO
|
5.000%
|
8/1/14
|
500
|
542
|
|
Massachusetts GO
|
5.000%
|
8/1/15
|
500
|
564
|
|
Massachusetts GO
|
5.500%
|
11/1/16
|
500
|
600
|
|
Massachusetts GO
|
5.500%
|
10/1/18
|
500
|
633
|
|
Massachusetts GO
|
5.000%
|
7/1/20
|
500
|
620
|
|
Massachusetts GO
|
5.000%
|
8/1/20
|
500
|
631
|
|
Massachusetts GO
|
5.250%
|
8/1/20
|
300
|
384
|
|
Massachusetts GO
|
5.500%
|
10/1/20
|
500
|
651
|
|
Massachusetts GO
|
5.500%
|
10/1/20 (14)
|
500
|
652
|
|
Massachusetts GO
|
5.250%
|
8/1/23
|
500
|
653
|
|
Massachusetts GO
|
5.000%
|
3/1/26
|
500
|
601
|
|
Massachusetts GO
|
5.000%
|
4/1/29
|
500
|
600
|
|
Massachusetts Health & Educational Facilities
|
|
|
|
|
|
Authority Revenue (Harvard University)
|
5.000%
|
12/15/28
|
500
|
613
|
|
2 Massachusetts Health & Educational Facilities
|
|
|
|
|
|
Authority Revenue (Harvard University) TOB
|
|
|
|
|
|
VRDO
|
0.190%
|
10/1/12
|
600
|
600
|
|
Massachusetts Health & Educational Facilities
|
|
|
|
|
|
Authority Revenue (Lahey Clinic Medical Center)
|
5.000%
|
8/15/15 (14)
|
500
|
551
|
|
Massachusetts Port Authority Revenue
|
5.000%
|
7/1/17
|
415
|
496
|
|
Massachusetts School Building Authority Dedicated
|
|
|
|
|
|
Sales Tax Revenue
|
5.000%
|
8/15/15 (Prere.)
|
195
|
221
|
|
Massachusetts School Building Authority Dedicated
|
|
|
|
|
|
Sales Tax Revenue
|
5.000%
|
8/15/15 (Prere.)
|
65
|
74
|
|
Massachusetts School Building Authority Dedicated
|
|
|
|
|
|
Sales Tax Revenue
|
5.000%
|
5/15/19
|
500
|
621
|
|
Massachusetts School Building Authority Dedicated
|
|
|
|
|
|
Sales Tax Revenue
|
5.000%
|
10/15/20
|
225
|
284
|
|
Massachusetts School Building Authority Dedicated
|
|
|
|
|
|
Sales Tax Revenue
|
5.000%
|
8/15/23
|
495
|
627
|
|
Massachusetts School Building Authority Dedicated
|
|
|
|
|
|
Sales Tax Revenue
|
5.000%
|
8/15/27 (Prere.)
|
305
|
340
|
|
Massachusetts School Building Authority Dedicated
|
|
|
|
|
|
Sales Tax Revenue
|
5.000%
|
8/15/30 (4)
|
435
|
480
|
|
|
|
|
|
|
|
Massachusetts Special Obligation Dedicated Tax
|
|
|
|
|
|
Revenue
|
5.500%
|
1/1/26 (3)
|
500
|
638
|
|
Massachusetts Turnpike Authority Revenue
|
|
|
|
|
|
(Metropolitan Highway System)
|
0.000%
|
1/1/29 (14)
|
300
|
162
|
|
Massachusetts Water Pollution Abatement Trust
|
|
|
|
|
|
Revenue
|
5.250%
|
8/1/21
|
500
|
654
|
|
Massachusetts Water Resources Authority Revenue
|
5.000%
|
8/1/25
|
895
|
1,088
|
|
University of Massachusetts Building Authority
|
|
|
|
|
|
Revenue
|
5.250%
|
11/1/14 (Prere.)
|
500
|
551
|
|
|
|
|
|
24,767
|
|
Michigan (1.1%)
|
|
|
|
|
|
Detroit MI City School District GO
|
5.250%
|
5/1/28 (4)
|
500
|
620
|
|
Mason MI Public School District GO
|
5.250%
|
5/1/14 (Prere.)
|
165
|
178
|
|
Mason MI Public School District GO
|
5.250%
|
5/1/17 (4)
|
1,685
|
1,810
|
|
Michigan Building Authority Revenue
|
5.000%
|
10/15/20 (4)
|
500
|
601
|
|
Michigan Finance Authority Revenue (Sparrow
|
|
|
|
|
|
Obligated Group)
|
5.000%
|
11/15/27
|
500
|
569
|
|
Michigan Finance Authority Revenue (State Clean
|
|
|
|
|
|
Water Revolving Fund)
|
5.000%
|
10/1/31
|
500
|
606
|
|
Michigan GO
|
5.000%
|
9/15/14 (4)
|
500
|
543
|
|
Michigan GO
|
5.000%
|
5/1/18
|
500
|
600
|
|
Michigan GO
|
5.500%
|
11/1/25
|
595
|
706
|
|
Michigan Housing Development Authority Single
|
|
|
|
|
|
Family Mortgage Revenue VRDO
|
0.180%
|
10/5/12
|
3,100
|
3,100
|
|
Michigan Trunk Line Revenue
|
5.000%
|
11/1/21
|
500
|
604
|
|
Wayne County MI Airport Authority Revenue (Detroit
|
|
|
|
|
|
Metropolitan Wayne County Airport)
|
5.000%
|
12/1/16
|
500
|
577
|
|
Wayne County MI Airport Authority Revenue (Detroit
|
|
|
|
|
|
Metropolitan Wayne County Airport)
|
5.000%
|
12/1/31
|
500
|
562
|
|
|
|
|
|
11,076
|
|
Minnesota (0.6%)
|
|
|
|
|
|
Chisago Lakes MN Independent School District GO
|
5.000%
|
2/1/15 (4)
|
500
|
551
|
|
Minnesota GO
|
5.000%
|
6/1/13
|
65
|
67
|
|
Minnesota GO
|
5.000%
|
6/1/13 (ETM)
|
435
|
449
|
|
Minnesota GO
|
5.000%
|
11/1/14
|
500
|
549
|
|
Minnesota GO
|
5.000%
|
8/1/15
|
500
|
565
|
|
Minnesota GO
|
5.000%
|
10/1/17
|
500
|
607
|
|
Minnesota GO
|
5.000%
|
8/1/19
|
500
|
629
|
|
Minnesota GO
|
5.000%
|
8/1/21
|
500
|
627
|
|
Minnesota Public Facilities Authority Revenue (State
|
|
|
|
|
|
Revolving Fund)
|
5.000%
|
3/1/15
|
500
|
556
|
|
Southern Minnesota Municipal Power Agency Power
|
|
|
|
|
|
Supply System Revenue
|
5.250%
|
1/1/30
|
500
|
571
|
|
University of Minnesota Revenue
|
5.000%
|
8/1/19
|
500
|
620
|
|
University of Minnesota Revenue
|
5.250%
|
12/1/29
|
500
|
615
|
|
|
|
|
|
6,406
|
|
Mississippi (0.4%)
|
|
|
|
|
|
DeSoto County MS School District GO
|
5.000%
|
5/1/19
|
370
|
457
|
|
Mississippi Business Finance Corp. Gulf Opportunity
|
|
|
|
|
|
Zone Industrial Development Revenue (Chevron
|
|
|
|
|
|
USA Inc. Project) VRDO
|
0.200%
|
10/1/12
|
2,550
|
2,550
|
|
Mississippi GO
|
5.500%
|
12/1/18
|
750
|
949
|
|
|
|
|
|
3,956
|
|
Missouri (0.3%)
|
|
|
|
|
|
Curators of the University of Missouri System
|
|
|
|
|
|
Facilities Revenue
|
5.000%
|
11/1/15 (Prere.)
|
130
|
148
|
|
|
|
|
|
|
|
Curators of the University of Missouri System
|
|
|
|
|
|
Facilities Revenue
|
5.000%
|
11/1/26
|
370
|
415
|
|
Missouri Highways & Transportation Commission
|
|
|
|
|
|
Road Revenue
|
5.000%
|
5/1/15
|
300
|
336
|
|
Missouri Highways & Transportation Commission
|
|
|
|
|
|
Road Revenue
|
5.000%
|
5/1/17
|
500
|
598
|
|
Missouri Highways & Transportation Commission
|
|
|
|
|
|
Road Revenue
|
5.000%
|
2/1/23
|
600
|
784
|
|
Missouri Highways & Transportation Commission
|
|
|
|
|
|
Road Revenue
|
5.000%
|
5/1/23
|
500
|
596
|
|
Missouri Highways & Transportation Commission
|
|
|
|
|
|
Road Revenue
|
5.250%
|
5/1/23
|
350
|
416
|
|
|
|
|
|
3,293
|
|
Nebraska (0.1%)
|
|
|
|
|
|
Lincoln NE Electric System Revenue
|
5.000%
|
9/1/25
|
400
|
500
|
|
Municipal Energy Agency of Nebraska Power Supply
|
|
|
|
|
|
System Revenue
|
5.000%
|
4/1/31
|
345
|
403
|
|
|
|
|
|
903
|
|
Nevada (0.4%)
|
|
|
|
|
|
Clark County NV GO
|
5.000%
|
12/1/29
|
500
|
573
|
|
Clark County NV Highway Improvement Motor
|
|
|
|
|
|
Vehicle Fuel Tax Revenue
|
5.000%
|
7/1/27
|
500
|
570
|
|
Clark County NV Passenger Facility Charge Revenue
|
|
|
|
|
|
(Las Vegas McCarran International Airport)
|
5.000%
|
7/1/15
|
155
|
171
|
|
Clark County NV Passenger Facility Charge Revenue
|
|
|
|
|
|
(Las Vegas McCarran International Airport)
|
4.500%
|
7/1/20
|
455
|
521
|
|
Clark County NV School District GO
|
5.000%
|
6/15/18
|
1,690
|
2,020
|
|
Nevada Capital Improvement & Cultural Affairs GO
|
5.000%
|
12/1/26 (3)
|
500
|
563
|
|
|
|
|
|
4,418
|
|
New Hampshire (0.1%)
|
|
|
|
|
|
Manchester NH General Airport Revenue
|
5.000%
|
1/1/17
|
500
|
562
|
|
New Hampshire Municipal Bond Bank Revenue
|
5.000%
|
8/15/16
|
115
|
134
|
|
|
|
|
|
696
|
|
New Jersey (3.7%)
|
|
|
|
|
|
Garden State Preservation Trust New Jersey
|
|
|
|
|
|
Revenue (Open Space & Farmland Preservation)
|
5.250%
|
11/1/13 (Prere.)
|
875
|
923
|
|
Garden State Preservation Trust New Jersey
|
|
|
|
|
|
Revenue (Open Space & Farmland Preservation)
|
0.000%
|
11/1/21 (4)
|
500
|
397
|
|
Garden State Preservation Trust New Jersey
|
|
|
|
|
|
Revenue (Open Space & Farmland Preservation)
|
0.000%
|
11/1/22 (4)
|
500
|
381
|
|
Jersey City NJ GO
|
5.000%
|
3/1/21
|
480
|
577
|
|
Morris County NJ Improvement Authority School
|
|
|
|
|
|
District Revenue (Morris Hills Regional District
|
|
|
|
|
|
Project)
|
5.000%
|
10/1/23
|
495
|
641
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (Bayonne/IMTT Project) VRDO
|
0.180%
|
10/1/12 LOC
|
1,300
|
1,300
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (Bayonne/IMTT Project) VRDO
|
0.180%
|
10/1/12 LOC
|
3,200
|
3,200
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (Cigarette Tax)
|
5.750%
|
6/15/14 (Prere.)
|
500
|
547
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (Motor Vehicle Surcharges)
|
5.250%
|
7/1/26 (14)
|
500
|
620
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.000%
|
9/1/13 (Prere.)
|
500
|
522
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.000%
|
9/1/13 (Prere.)
|
500
|
522
|
|
|
|
|
|
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.000%
|
9/1/14
|
500
|
543
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.250%
|
12/15/15 (14)
|
400
|
458
|
|
1 New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.000%
|
3/1/24
|
500
|
607
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.250%
|
9/1/24
|
300
|
361
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.250%
|
3/1/26
|
500
|
544
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction) PUT
|
5.000%
|
9/1/14 (4)
|
500
|
539
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue(New Jersey Transit Light Rail Transit
|
|
|
|
|
|
System Project)
|
5.000%
|
5/1/17
|
500
|
589
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Transportation Project Sublease Revenue (New
|
|
|
|
|
|
Jersey Transit Corp. Light Rail Transit System
|
|
|
|
|
|
Project)
|
5.000%
|
5/1/18
|
500
|
601
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Transportation Project Sublease Revenue (New
|
|
|
|
|
|
Jersey Transit Corp. Light Rail Transit System
|
|
|
|
|
|
Project)
|
5.000%
|
5/1/19
|
500
|
605
|
|
New Jersey Equipment Lease Purchase COP
|
5.000%
|
6/15/16
|
425
|
483
|
|
New Jersey Equipment Lease Purchase COP
|
5.000%
|
6/15/17
|
295
|
343
|
|
New Jersey Equipment Lease Purchase COP
|
5.000%
|
6/15/18
|
530
|
625
|
|
New Jersey Equipment Lease Purchase COP
|
5.000%
|
6/15/19
|
500
|
584
|
|
New Jersey GO
|
5.250%
|
7/15/15 (2)
|
500
|
566
|
|
New Jersey GO
|
5.000%
|
8/15/15
|
790
|
892
|
|
New Jersey GO
|
5.250%
|
7/1/16 (14)
|
500
|
587
|
|
New Jersey GO
|
5.250%
|
7/15/18 (2)
|
500
|
620
|
|
New Jersey Health Care Facilities Financing Authority
|
|
|
|
|
|
Revenue (Hackensack University Medical Center)
|
5.000%
|
1/1/19
|
500
|
569
|
|
New Jersey Health Care Facilities Financing Authority
|
|
|
|
|
|
Revenue (Virtua Health) VRDO
|
0.200%
|
10/1/12 LOC
|
400
|
400
|
|
New Jersey Higher Education Assistance Authority
|
|
|
|
|
|
Student Loan Revenue
|
5.000%
|
12/1/16
|
245
|
281
|
|
New Jersey Higher Education Assistance Authority
|
|
|
|
|
|
Student Loan Revenue
|
5.250%
|
12/1/28
|
400
|
447
|
|
New Jersey Sports & Exposition Authority Revenue
|
5.000%
|
9/1/16
|
200
|
231
|
|
New Jersey Transportation Corp. COP
|
5.500%
|
9/15/15 (2)
|
200
|
225
|
|
New Jersey Transportation Corp. COP
|
5.000%
|
9/15/19 (4)
|
500
|
537
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.250%
|
6/15/14 (Prere.)
|
500
|
542
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.250%
|
12/15/14 (14)
|
500
|
550
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.250%
|
12/15/15 (2)
|
170
|
194
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
12/15/15 (2)
|
230
|
264
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
12/15/15 (14)
|
200
|
230
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.000%
|
12/15/16
|
275
|
321
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
12/15/16 (14)
|
100
|
119
|
|
|
|
|
|
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
12/15/17 (4)
|
150
|
183
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
12/15/20 (3)
|
2,500
|
3,170
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
0.000%
|
12/15/26 (2)
|
2,000
|
1,128
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
6/15/31
|
500
|
603
|
|
New Jersey Turnpike Authority Revenue
|
5.000%
|
1/1/20
|
100
|
121
|
|
New Jersey Turnpike Authority Revenue
|
5.000%
|
1/1/22
|
500
|
591
|
|
New Jersey Turnpike Authority Revenue
|
5.500%
|
1/1/25 (2)
|
500
|
639
|
|
Newark NJ GO
|
5.000%
|
10/1/19
|
500
|
598
|
|
Rutgers State University New Jersey Revenue VRDO
|
0.200%
|
10/1/12
|
3,550
|
3,550
|
|
1 South Jersey Transportation Authority New Jersey
|
|
|
|
|
|
Transportation System Revenue
|
5.000%
|
11/1/25
|
500
|
589
|
|
Tobacco Settlement Financing Corp. New Jersey
|
|
|
|
|
|
Revenue
|
5.000%
|
6/1/18
|
500
|
532
|
|
West Deptford Township NJ GO
|
5.000%
|
7/1/27 (4)
|
635
|
706
|
|
|
|
|
|
36,497
|
|
New Mexico (0.2%)
|
|
|
|
|
|
New Mexico Educational Assistance Foundation
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/19
|
500
|
604
|
|
New Mexico Finance Authority Transportation
|
|
|
|
|
|
Revenue
|
5.000%
|
6/15/13 (2)
|
500
|
517
|
|
New Mexico Finance Authority Transportation
|
|
|
|
|
|
Revenue
|
5.000%
|
6/15/23
|
500
|
607
|
|
|
|
|
|
1,728
|
|
New York (8.6%)
|
|
|
|
|
|
Erie County NY Industrial Development Agency
|
|
|
|
|
|
School Facility Revenue (Buffalo City School
|
|
|
|
|
|
District Project)
|
5.000%
|
5/1/15
|
500
|
555
|
|
Erie County NY Industrial Development Agency
|
|
|
|
|
|
School Facility Revenue (Buffalo City School
|
|
|
|
|
|
District Project)
|
5.000%
|
5/1/18
|
500
|
601
|
|
Erie County NY Industrial Development Agency
|
|
|
|
|
|
School Facility Revenue (Buffalo City School
|
|
|
|
|
|
District Project)
|
5.000%
|
5/1/19
|
500
|
610
|
|
Erie County NY Industrial Development Agency
|
|
|
|
|
|
School Facility Revenue (Buffalo City School
|
|
|
|
|
|
District Project)
|
5.250%
|
5/1/31
|
500
|
588
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue
|
5.500%
|
12/1/12 (ETM)
|
2,000
|
2,019
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue
|
5.000%
|
5/1/14
|
410
|
439
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/17
|
630
|
740
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue
|
5.000%
|
5/1/19 (14)
|
500
|
574
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/21 (14)
|
500
|
572
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue
|
5.000%
|
4/1/23
|
500
|
592
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue VRDO
|
0.170%
|
10/1/12 LOC
|
500
|
500
|
|
New York City NY GO
|
5.500%
|
6/1/13 (Prere.)
|
500
|
518
|
|
New York City NY GO
|
5.250%
|
8/1/13
|
500
|
521
|
|
|
|
|
|
|
|
New York City NY GO
|
5.750%
|
8/1/13
|
55
|
55
|
|
New York City NY GO
|
5.000%
|
1/1/14
|
500
|
529
|
|
New York City NY GO
|
5.250%
|
9/1/14
|
500
|
547
|
|
New York City NY GO
|
5.000%
|
2/1/16
|
105
|
120
|
|
New York City NY GO
|
5.000%
|
8/1/16
|
500
|
583
|
|
New York City NY GO
|
5.000%
|
2/1/17
|
500
|
591
|
|
New York City NY GO
|
5.000%
|
9/1/17
|
500
|
563
|
|
New York City NY GO
|
5.000%
|
2/1/18
|
500
|
592
|
|
New York City NY GO
|
5.000%
|
8/1/19
|
500
|
594
|
|
New York City NY GO
|
5.000%
|
8/1/23
|
380
|
474
|
|
New York City NY GO
|
5.000%
|
8/1/23 (14)
|
500
|
561
|
|
New York City NY GO
|
5.000%
|
11/1/23
|
305
|
333
|
|
New York City NY GO
|
5.250%
|
8/15/24
|
500
|
607
|
|
New York City NY GO
|
5.000%
|
8/1/25
|
905
|
1,007
|
|
New York City NY GO
|
5.000%
|
8/1/26
|
500
|
612
|
|
New York City NY GO
|
5.000%
|
8/15/26
|
475
|
561
|
|
New York City NY GO
|
5.000%
|
5/15/28
|
480
|
561
|
|
New York City NY GO
|
5.000%
|
8/1/28
|
500
|
566
|
|
New York City NY GO
|
5.000%
|
8/1/28
|
400
|
472
|
|
New York City NY GO
|
5.500%
|
11/15/28
|
300
|
362
|
|
New York City NY GO
|
5.625%
|
4/1/29
|
840
|
1,038
|
|
New York City NY GO
|
5.000%
|
5/15/29
|
500
|
584
|
|
New York City NY GO
|
5.000%
|
8/1/31
|
365
|
430
|
|
New York City NY GO VRDO
|
0.180%
|
10/5/12 LOC
|
1,300
|
1,300
|
|
New York City NY Health & Hospital Corp. Revenue
|
|
|
|
|
|
(Health System)
|
5.000%
|
2/15/30
|
500
|
566
|
|
New York City NY Municipal Water Finance Authority
|
|
|
|
|
|
Water & Sewer System Revenue
|
5.000%
|
6/15/15
|
250
|
281
|
|
New York City NY Municipal Water Finance Authority
|
|
|
|
|
|
Water & Sewer System Revenue
|
0.000%
|
6/15/18
|
750
|
707
|
|
New York City NY Municipal Water Finance Authority
|
|
|
|
|
|
Water & Sewer System Revenue
|
5.000%
|
6/15/27
|
500
|
603
|
|
New York City NY Municipal Water Finance Authority
|
|
|
|
|
|
Water & Sewer System Revenue
|
5.000%
|
6/15/29
|
500
|
565
|
|
New York City NY Municipal Water Finance Authority
|
|
|
|
|
|
Water & Sewer System Revenue
|
4.750%
|
6/15/30
|
255
|
287
|
|
New York City NY Municipal Water Finance Authority
|
|
|
|
|
|
Water & Sewer System Revenue
|
5.000%
|
6/15/30
|
500
|
589
|
|
New York City NY Municipal Water Finance Authority
|
|
|
|
|
|
Water & Sewer System Revenue
|
5.000%
|
6/15/31
|
500
|
592
|
|
New York City NY Sales Tax Asset Receivable Corp.
|
|
|
|
|
|
Revenue
|
5.000%
|
10/15/24 (14)
|
500
|
545
|
|
New York City NY Sales Tax Asset Receivable Corp.
|
|
|
|
|
|
Revenue
|
5.000%
|
10/15/26 (14)
|
500
|
542
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Building Aid Revenue
|
5.000%
|
7/15/24
|
500
|
615
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Building Aid Revenue
|
5.250%
|
1/15/25
|
500
|
610
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Building Aid Revenue
|
5.250%
|
1/15/26
|
500
|
591
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Building Aid Revenue
|
5.125%
|
1/15/29
|
1,070
|
1,254
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Building Aid Revenue
|
5.000%
|
7/15/32
|
250
|
295
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.250%
|
2/1/13 (Prere.)
|
500
|
509
|
|
|
|
|
|
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.375%
|
2/1/13
|
2,000
|
2,009
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/18
|
500
|
594
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
8/1/22
|
280
|
324
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/23
|
500
|
589
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/24
|
500
|
584
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/25
|
400
|
490
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/25
|
500
|
584
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.250%
|
2/1/30
|
500
|
600
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
2/1/31
|
500
|
586
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
5/1/31
|
300
|
359
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/31
|
500
|
602
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue VRDO
|
0.180%
|
10/5/12
|
2,300
|
2,300
|
|
New York GO
|
4.500%
|
2/1/17
|
500
|
584
|
|
New York GO
|
4.500%
|
2/1/18
|
500
|
596
|
|
New York GO
|
4.500%
|
2/1/19
|
500
|
605
|
|
New York GO
|
5.000%
|
2/15/30
|
315
|
376
|
|
New York Liberty Development Corp. Revenue
|
5.000%
|
11/15/31
|
500
|
569
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.250%
|
11/15/21 (3)
|
300
|
374
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/23
|
500
|
578
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/30
|
500
|
585
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/30
|
500
|
575
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.250%
|
11/15/30
|
500
|
582
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Dedicated Petroleum Tax)
|
5.250%
|
11/15/24
|
600
|
731
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Service Contract)
|
5.500%
|
7/1/15
|
500
|
567
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Service Contract)
|
5.750%
|
1/1/17 (14)
|
560
|
670
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Service Contract)
|
5.750%
|
1/1/17
|
210
|
251
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Transit Revenue)
|
5.500%
|
11/15/12 (Prere.)
|
500
|
503
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Transit Revenue)
|
5.500%
|
11/15/14 (14)
|
500
|
553
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Transit Revenue)
|
5.500%
|
11/15/18
|
600
|
683
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Transit Revenue)
|
4.750%
|
11/15/28 (14)
|
455
|
499
|
|
New York State Dormitory Authority Lease Revenue
|
|
|
|
|
|
(City of New York Court Facilities)
|
5.500%
|
5/15/24 (2)
|
500
|
643
|
|
|
|
|
|
|
|
New York State Dormitory Authority Lease Revenue
|
|
|
|
|
|
(City of New York Court Facilities)
|
5.500%
|
5/15/27 (2)
|
500
|
654
|
|
New York State Dormitory Authority Lease Revenue
|
|
|
|
|
|
(Mental Health Services Facilities)
|
5.000%
|
8/15/21
|
500
|
613
|
|
New York State Dormitory Authority Revenue (City
|
|
|
|
|
|
University System)
|
5.000%
|
7/1/24
|
400
|
476
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Fordham University)
|
5.000%
|
7/1/25 (4)
|
250
|
283
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Memorial Sloan-Kettering Cancer Center)
|
5.000%
|
7/1/30
|
500
|
560
|
|
New York State Dormitory Authority Revenue (Mental
|
|
|
|
|
|
Health Services Facilities Improvement)
|
5.000%
|
8/15/15
|
100
|
113
|
|
New York State Dormitory Authority Revenue (Mount
|
|
|
|
|
|
Sinai Hospital Obligated Group)
|
5.000%
|
7/1/22
|
595
|
684
|
|
New York State Dormitory Authority Revenue (Mount
|
|
|
|
|
|
Sinai Hospital Obligated Group)
|
5.000%
|
7/1/23
|
500
|
576
|
|
New York State Dormitory Authority Revenue (Mount
|
|
|
|
|
|
Sinai School of Medicine of New York University)
|
5.000%
|
7/1/18
|
325
|
382
|
|
New York State Dormitory Authority Revenue (Mount
|
|
|
|
|
|
Sinai School of Medicine of New York University)
|
5.000%
|
7/1/24 (14)
|
500
|
543
|
|
New York State Dormitory Authority Revenue (New
|
|
|
|
|
|
York University)
|
6.000%
|
7/1/19 (14)
|
500
|
646
|
|
New York State Dormitory Authority Revenue (North
|
|
|
|
|
|
Shore - Long Island Jewish Obligated Group)
|
5.000%
|
5/1/26
|
500
|
570
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
2/15/15
|
165
|
183
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
2/15/17
|
500
|
592
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
12/15/26
|
500
|
623
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/28
|
500
|
582
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/32
|
500
|
593
|
|
New York State Dormitory Authority Revenue (School
|
|
|
|
|
|
Districts Financing Program)
|
5.000%
|
10/1/20
|
500
|
607
|
|
New York State Dormitory Authority Revenue (School
|
|
|
|
|
|
Districts Financing Program)
|
5.000%
|
10/1/21 (4)
|
390
|
473
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Service Contract)
|
5.000%
|
7/1/16
|
275
|
317
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Service Contract)
|
5.000%
|
7/1/22
|
500
|
595
|
|
New York State Dormitory Authority Revenue (State
|
|
|
|
|
|
University Educational Facilities)
|
5.000%
|
5/15/20
|
500
|
622
|
|
New York State Dormitory Authority Revenue (The
|
|
|
|
|
|
New School)
|
5.250%
|
7/1/30
|
500
|
570
|
|
New York State Environmental Facilities Corp.
|
|
|
|
|
|
Revenue (State Clean Water & Drinking Water
|
|
|
|
|
|
Revolving Funds)
|
5.000%
|
6/15/22
|
500
|
591
|
|
New York State Environmental Facilities Corp.
|
|
|
|
|
|
Revenue (State Clean Water & Drinking Water
|
|
|
|
|
|
Revolving Funds)
|
5.000%
|
6/15/24
|
365
|
447
|
|
New York State Environmental Facilities Corp.
|
|
|
|
|
|
Revenue (State Clean Water & Drinking Water
|
|
|
|
|
|
Revolving Funds)
|
5.000%
|
6/15/25
|
500
|
627
|
|
New York State Local Government Assistance Corp.
|
|
|
|
|
|
Revenue
|
5.000%
|
4/1/21
|
500
|
616
|
|
|
|
|
|
|
|
New York State Thruway Authority Revenue
|
5.000%
|
1/1/15 (14)
|
550
|
603
|
|
New York State Thruway Authority Revenue
|
5.000%
|
1/1/20 (14)
|
500
|
592
|
|
New York State Thruway Authority Revenue
|
5.000%
|
1/1/21 (14)
|
490
|
575
|
|
New York State Thruway Authority Revenue
|
5.000%
|
1/1/30
|
500
|
586
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.000%
|
4/1/13
|
500
|
512
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.250%
|
4/1/13 (2)
|
500
|
513
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.000%
|
4/1/18 (2)
|
500
|
566
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.000%
|
4/1/24
|
500
|
582
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.000%
|
4/1/25 (2)
|
500
|
558
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.000%
|
4/1/26 (2)
|
500
|
572
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/16
|
225
|
260
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/19
|
500
|
617
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/20
|
500
|
622
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/22 (4)
|
385
|
426
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/25
|
500
|
613
|
|
New York State Urban Development Corp. Revenue
|
5.000%
|
12/15/14
|
100
|
110
|
|
New York State Urban Development Corp. Revenue
|
5.000%
|
1/1/15
|
500
|
550
|
|
New York State Urban Development Corp. Revenue
|
5.000%
|
12/15/15
|
400
|
459
|
|
New York State Urban Development Corp. Revenue
|
5.000%
|
12/15/18
|
500
|
618
|
|
New York State Urban Development Corp. Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
12/15/15
|
275
|
315
|
|
New York State Urban Development Corp. Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
12/15/18
|
600
|
742
|
|
New York State Urban Development Corp. Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.500%
|
3/15/22 (14)
|
530
|
699
|
|
New York State Urban Development Corp. Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
12/15/25
|
1,500
|
1,789
|
|
New York State Urban Development Corp. Revenue
|
|
|
|
|
|
(Service Contract)
|
5.000%
|
1/1/18
|
540
|
649
|
|
Port Authority of New York & New Jersey Revenue
|
5.000%
|
7/15/26
|
500
|
573
|
|
Triborough Bridge & Tunnel Authority New York
|
|
|
|
|
|
Revenue
|
5.250%
|
11/15/15
|
500
|
575
|
|
Triborough Bridge & Tunnel Authority New York
|
|
|
|
|
|
Revenue
|
5.500%
|
11/15/19 (14)
|
500
|
633
|
|
Triborough Bridge & Tunnel Authority New York
|
|
|
|
|
|
Revenue
|
5.500%
|
11/15/21 (14)
|
500
|
641
|
|
Triborough Bridge & Tunnel Authority New York
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/25
|
500
|
573
|
|
Westchester County NY GO
|
5.000%
|
7/1/20
|
500
|
638
|
|
Westchester County NY Health Care Corp. Revenue
|
5.000%
|
11/1/30
|
500
|
553
|
|
|
|
|
|
84,219
|
|
North Carolina (1.6%)
|
|
|
|
|
|
Charlotte NC Water & Sewer System Revenue
|
5.000%
|
12/1/20
|
235
|
300
|
|
Charlotte-Mecklenburg NC Hospital Authority Health
|
|
|
|
|
|
Care System Revenue (Carolinas HealthCare
|
|
|
|
|
|
System) VRDO
|
0.180%
|
10/5/12
|
1,250
|
1,250
|
|
|
|
|
|
|
|
Guilford County NC GO
|
5.000%
|
3/1/18
|
500
|
613
|
|
Mecklenburg County NC GO
|
5.000%
|
3/1/17
|
500
|
597
|
|
Mecklenburg County NC Public Facilities Corp.
|
|
|
|
|
|
Revenue (Annual Appropriation)
|
5.000%
|
3/1/26
|
500
|
583
|
|
2 North Carolina Capital Facilities Finance Agency
|
|
|
|
|
|
Revenue (Duke University Project) TOB VRDO
|
0.200%
|
10/1/12
|
1,300
|
1,300
|
|
North Carolina Capital Improvement Revenue
|
5.000%
|
5/1/19
|
555
|
686
|
|
North Carolina Capital Improvement Revenue
|
5.000%
|
5/1/29
|
500
|
593
|
|
North Carolina Eastern Municipal Power Agency
|
|
|
|
|
|
Power Systems Revenue
|
5.125%
|
1/1/14
|
2,400
|
2,430
|
|
North Carolina Eastern Municipal Power Agency
|
|
|
|
|
|
Power Systems Revenue
|
6.000%
|
1/1/18 (2)
|
475
|
583
|
|
North Carolina Eastern Municipal Power Agency
|
|
|
|
|
|
Power Systems Revenue
|
5.000%
|
1/1/26
|
500
|
568
|
|
North Carolina GO
|
5.000%
|
3/1/16
|
500
|
578
|
|
North Carolina GO
|
5.000%
|
3/1/18
|
500
|
607
|
|
North Carolina GO
|
5.000%
|
3/1/20
|
275
|
348
|
|
North Carolina GO
|
5.000%
|
5/1/22
|
250
|
325
|
|
North Carolina Infrastructure Financial Corp. Capital
|
|
|
|
|
|
Improvements COP
|
5.000%
|
2/1/21 (4)
|
2,000
|
2,347
|
|
North Carolina Municipal Power Agency Revenue
|
5.000%
|
1/1/30
|
500
|
561
|
|
Orange County NC Public Facilities Co. Revenue
|
5.000%
|
10/1/24
|
500
|
614
|
|
Wake County NC GO
|
5.000%
|
2/1/18
|
350
|
428
|
|
Wake County NC GO
|
5.000%
|
3/1/22
|
400
|
518
|
|
Wake County NC Public Improvement GO
|
5.000%
|
3/1/16
|
100
|
116
|
|
|
|
|
|
15,945
|
|
Ohio (1.9%)
|
|
|
|
|
|
American Municipal Power Ohio Inc. Revenue
|
|
|
|
|
|
(Hydroelectric Projects)
|
5.250%
|
2/15/18
|
500
|
589
|
|
Butler County OH Hospital Facilities Revenue
|
|
|
|
|
|
(Kettering Health Network)
|
5.250%
|
4/1/31
|
500
|
557
|
|
Cincinnati OH City School District GO
|
5.250%
|
12/1/26 (14)
|
500
|
665
|
|
Cleveland OH Public Power System Revenue
|
5.000%
|
11/15/20 (3)
|
500
|
560
|
|
Columbus OH GO
|
5.000%
|
7/1/25
|
535
|
674
|
|
Columbus OH Sewer Revenue VRDO
|
0.180%
|
10/5/12
|
1,800
|
1,800
|
|
Hamilton County OH Sales Tax Revenue
|
4.500%
|
12/1/15 (2)
|
350
|
389
|
|
Kent State University OH Revenue
|
5.000%
|
5/1/23 (12)
|
500
|
591
|
|
Lucas County OH Hospital Revenue (ProMedica
|
|
|
|
|
|
Healthcare Obligated Group)
|
5.000%
|
11/15/26
|
500
|
579
|
|
Montgomery County OH Revenue (Miami Valley
|
|
|
|
|
|
Hospital) VRDO
|
0.190%
|
10/1/12
|
300
|
300
|
|
Ohio Air Quality Development Authority Pollution
|
|
|
|
|
|
Control Revenue (FirstEnergy Nuclear Generation
|
|
|
|
|
|
Cor
|
0.000%
|
10/2/12 LOC
|
500
|
500
|
|
Ohio Conservation Projects GO
|
5.000%
|
3/1/14 (Prere.)
|
1,885
|
2,012
|
|
Ohio GO
|
5.000%
|
9/15/19
|
260
|
298
|
|
Ohio GO
|
5.000%
|
8/1/23
|
500
|
632
|
|
Ohio Higher Education GO
|
5.000%
|
8/1/21
|
500
|
631
|
|
Ohio Higher Educational Facility Commission
|
|
|
|
|
|
Revenue (Case Western Reserve University
|
|
|
|
|
|
Project) VRDO
|
0.200%
|
10/1/12 LOC
|
800
|
800
|
|
Ohio Major New State Infrastructure Project Revenue
|
5.000%
|
12/15/14
|
500
|
549
|
|
Ohio Major New State Infrastructure Project Revenue
|
5.000%
|
12/15/15
|
550
|
625
|
|
Ohio State University General Receipts Revenue
|
5.000%
|
12/1/16
|
500
|
589
|
|
Ohio Turnpike Commission Turnpike Revenue
|
5.500%
|
2/15/15 (3)
|
500
|
558
|
|
Ohio Turnpike Commission Turnpike Revenue
|
5.000%
|
2/15/31
|
500
|
574
|
|
|
|
|
|
|
|
Ohio Water Development Authority Water Pollution
|
|
|
|
|
|
Control Loan Fund Revenue
|
5.000%
|
6/1/14 (Prere.)
|
2,365
|
2,550
|
|
Ohio Water Development Authority Water Pollution
|
|
|
|
|
|
Control Loan Fund Revenue
|
5.000%
|
6/1/14 (Prere.)
|
635
|
684
|
|
University of Cincinnati Ohio General Receipts
|
|
|
|
|
|
Revenue
|
5.000%
|
6/1/20
|
500
|
615
|
|
|
|
|
|
18,321
|
|
Oklahoma (0.2%)
|
|
|
|
|
|
Oklahoma City OK GO
|
5.000%
|
3/1/24
|
525
|
651
|
|
Oklahoma Turnpike Authority Revenue
|
5.000%
|
1/1/31
|
300
|
354
|
|
University of Oklahoma Revenue
|
5.000%
|
7/1/31
|
475
|
565
|
|
|
|
|
|
1,570
|
|
Oregon (0.2%)
|
|
|
|
|
|
Oregon Department of Administrative Services
|
|
|
|
|
|
Lottery Revenue
|
5.250%
|
4/1/31
|
500
|
611
|
|
Oregon GO
|
5.000%
|
5/1/23
|
500
|
637
|
|
Portland OR Sewer System Revenue
|
5.000%
|
6/15/22 (4)
|
500
|
599
|
|
|
|
|
|
1,847
|
|
Pennsylvania (1.8%)
|
|
|
|
|
|
Allegheny County PA Higher Education Building
|
|
|
|
|
|
Authority University Revenue (Duquesne
|
|
|
|
|
|
University)
|
5.500%
|
3/1/29
|
325
|
376
|
|
Allegheny County PA Hospital Development Authority
|
|
|
|
|
|
Revenue (University of Pittsburgh Medical Center)
|
5.000%
|
5/15/18
|
500
|
591
|
|
Allegheny County PA Port Authority Revenue
|
5.750%
|
3/1/29
|
500
|
599
|
|
Central Bradford PA Progress Authority Revenue
|
|
|
|
|
|
(Guthrie Healthcare System)
|
5.500%
|
12/1/31
|
500
|
589
|
|
Commonwealth Financing Authority Pennsylvania
|
|
|
|
|
|
Revenue
|
5.000%
|
6/1/25 (14)
|
500
|
547
|
|
Montgomery County PA Higher Education & Health
|
|
|
|
|
|
Authority Hospital Revenue (Abington Memorial
|
|
|
|
|
|
Hospital)
|
5.000%
|
6/1/31
|
500
|
568
|
|
Pennsylvania Economic Development Financing
|
|
|
|
|
|
Authority Solid Waste Disposal Revenue (Waste
|
|
|
|
|
|
Management Inc. Project) PUT
|
3.700%
|
5/1/15
|
750
|
791
|
|
Pennsylvania GO
|
5.000%
|
9/1/14 (4)
|
500
|
544
|
|
Pennsylvania GO
|
5.000%
|
5/1/15
|
405
|
453
|
|
Pennsylvania GO
|
5.250%
|
7/1/15
|
500
|
566
|
|
Pennsylvania GO
|
5.000%
|
3/1/16
|
100
|
115
|
|
Pennsylvania GO
|
5.000%
|
7/1/16
|
120
|
140
|
|
Pennsylvania GO
|
5.000%
|
7/1/16
|
400
|
467
|
|
Pennsylvania GO
|
5.000%
|
11/15/17
|
500
|
606
|
|
Pennsylvania GO
|
5.000%
|
7/1/20
|
500
|
628
|
|
Pennsylvania GO
|
5.375%
|
7/1/21
|
500
|
650
|
|
Pennsylvania GO
|
5.000%
|
8/1/22
|
500
|
595
|
|
Pennsylvania GO
|
5.000%
|
1/1/26
|
100
|
113
|
|
Pennsylvania GO
|
5.000%
|
4/15/28
|
500
|
602
|
|
Pennsylvania Higher Educational Facilities Authority
|
|
|
|
|
|
Revenue (Higher Education System)
|
5.000%
|
6/15/13 (14)
|
110
|
114
|
|
Pennsylvania Higher Educational Facilities Authority
|
|
|
|
|
|
Revenue (St. Joseph's University)
|
5.000%
|
11/1/24
|
200
|
232
|
|
1 Pennsylvania Higher Educational Facilities Authority
|
|
|
|
|
|
Revenue (Temple University)
|
5.000%
|
4/1/32
|
500
|
576
|
|
Pennsylvania Higher Educational Facilities Authority
|
|
|
|
|
|
Revenue (Trustees of the University of
|
|
|
|
|
|
Pennsylvania)
|
5.000%
|
9/1/28
|
500
|
587
|
|
|
|
|
|
|
|
Pennsylvania State University Revenue
|
5.000%
|
3/1/25
|
500
|
584
|
|
Pennsylvania Turnpike Commission Revenue
|
5.000%
|
12/1/21
|
345
|
404
|
|
Pennsylvania Turnpike Commission Revenue
|
5.000%
|
6/1/29
|
1,050
|
1,174
|
|
Pennsylvania Turnpike Commission Revenue
|
5.000%
|
12/1/31
|
500
|
581
|
|
Philadelphia PA Airport Revenue
|
5.000%
|
6/15/15
|
505
|
558
|
|
Philadelphia PA Municipal Authority Revenue
|
6.375%
|
4/1/29
|
500
|
590
|
|
Philadelphia PA School District GO
|
5.000%
|
8/1/20 (2)
|
500
|
537
|
|
Philadelphia PA School District GO
|
5.250%
|
9/1/22
|
500
|
585
|
|
Philadelphia PA Water & Waste Water Revenue
|
5.000%
|
8/1/22 (4)
|
560
|
668
|
|
University of Pittsburgh of the Commonwealth System
|
|
|
|
|
|
of Higher Education Pennsylvania Revenue
|
|
|
|
|
|
(University Capital Project)
|
5.250%
|
9/15/24
|
500
|
602
|
|
|
|
|
|
17,332
|
|
Puerto Rico (1.2%)
|
|
|
|
|
|
Puerto Rico Electric Power Authority Revenue
|
5.250%
|
7/1/20
|
500
|
556
|
|
Puerto Rico Electric Power Authority Revenue
|
5.000%
|
7/1/21 (14)
|
500
|
534
|
|
Puerto Rico Electric Power Authority Revenue
|
5.500%
|
7/1/21
|
500
|
544
|
|
Puerto Rico Electric Power Authority Revenue
|
5.250%
|
7/1/22 (14)
|
500
|
565
|
|
Puerto Rico Electric Power Authority Revenue
|
5.000%
|
7/1/23
|
500
|
530
|
|
Puerto Rico Electric Power Authority Revenue
|
5.250%
|
7/1/26
|
500
|
527
|
|
Puerto Rico GO
|
6.000%
|
7/1/27 (14)
|
500
|
548
|
|
Puerto Rico Highway & Transportation Authority
|
|
|
|
|
|
Revenue
|
5.250%
|
7/1/22 (3)
|
500
|
533
|
|
Puerto Rico Highway & Transportation Authority
|
|
|
|
|
|
Revenue
|
5.500%
|
7/1/25
|
500
|
545
|
|
Puerto Rico Infrastructure Financing Authority Special
|
|
|
|
|
|
Tax Revenue
|
5.500%
|
7/1/24 (2)
|
500
|
539
|
|
Puerto Rico Municipal Finance Agency GO
|
5.250%
|
8/1/22 (12)
|
500
|
533
|
|
Puerto Rico Public Buildings Authority Government
|
|
|
|
|
|
Facilities Revenue
|
5.250%
|
7/1/14 (3)
|
2,425
|
2,551
|
|
Puerto Rico Public Buildings Authority Government
|
|
|
|
|
|
Facilities Revenue
|
5.500%
|
7/1/18 (2)
|
500
|
556
|
|
Puerto Rico Public Buildings Authority Government
|
|
|
|
|
|
Facilities Revenue
|
5.250%
|
7/1/29
|
500
|
516
|
|
Puerto Rico Public Finance Corp. Revenue
|
6.000%
|
8/1/26 (ETM)
|
1,000
|
1,441
|
|
Puerto Rico Sales Tax Financing Corp. Revenue
|
5.250%
|
8/1/27
|
500
|
554
|
|
Puerto Rico Sales Tax Financing Corp. Revenue
|
5.250%
|
8/1/30
|
500
|
545
|
|
|
|
|
|
12,117
|
|
South Carolina (0.5%)
|
|
|
|
|
|
Charleston SC Educational Excellence Financing
|
|
|
|
|
|
Corp. Revenue (Charleston County School District,
|
|
|
|
|
|
South Carolina Project)
|
5.000%
|
12/1/19
|
500
|
577
|
|
Columbia SC Waterworks & Sewer System Revenue
|
5.000%
|
2/1/27
|
250
|
309
|
|
Greenville County SC School District GO
|
5.000%
|
12/1/27
|
500
|
572
|
|
Piedmont SC Municipal Power Agency Revenue
|
0.000%
|
1/1/24 (3)
|
1,600
|
1,047
|
|
South Carolina GO
|
5.000%
|
4/1/20
|
450
|
571
|
|
South Carolina Jobs Economic Development
|
|
|
|
|
|
Authority Hospital Revenue (Palmetto Health)
|
5.250%
|
8/1/24 (4)
|
500
|
549
|
|
South Carolina Public Service Authority Revenue
|
5.000%
|
1/1/14 (Prere.)
|
400
|
424
|
|
South Carolina Public Service Authority Revenue
|
5.000%
|
1/1/16
|
130
|
148
|
|
South Carolina Public Service Authority Revenue
|
5.000%
|
1/1/29
|
500
|
577
|
|
South Carolina Transportation Infrastructure Revenue
|
5.250%
|
10/1/13 (2)
|
500
|
524
|
|
|
|
|
|
5,298
|
|
Tennessee (0.8%)
|
|
|
|
|
|
Memphis TN Electric System Revenue
|
5.000%
|
12/1/17
|
500
|
605
|
|
Memphis TN GO
|
5.000%
|
7/1/21
|
500
|
621
|
|
|
|
|
|
|
|
Memphis TN GO
|
5.000%
|
5/1/30
|
500
|
597
|
|
Metropolitan Government of Nashville & Davidson
|
|
|
|
|
|
County TN GO
|
5.000%
|
7/1/21
|
500
|
623
|
|
Metropolitan Government of Nashville & Davidson
|
|
|
|
|
|
County TN Health & Educational Facilities Board
|
|
|
|
|
|
Revenue (Blakeford at Green Hills)
|
5.000%
|
7/1/27
|
500
|
536
|
|
Metropolitan Government of Nashville & Davidson
|
|
|
|
|
|
County TN Health & Educational Facilities Board
|
|
|
|
|
|
Revenue (Vanderbilt University)
|
5.000%
|
10/1/15
|
350
|
396
|
|
Metropolitan Government of Nashville & Davidson
|
|
|
|
|
|
County TN Water & Sewer Revenue
|
5.000%
|
7/1/20
|
500
|
615
|
|
Shelby County TN GO
|
5.000%
|
3/1/19
|
500
|
619
|
|
Shelby County TN GO
|
5.000%
|
4/1/19 (ETM)
|
100
|
125
|
|
Shelby County TN GO
|
5.000%
|
4/1/19
|
400
|
496
|
|
Tennessee Energy Acquisition Corp. Gas Revenue
|
5.000%
|
9/1/16
|
500
|
552
|
|
Tennessee Energy Acquisition Corp. Gas Revenue
|
5.250%
|
9/1/17
|
500
|
566
|
|
Tennessee Energy Acquisition Corp. Gas Revenue
|
5.250%
|
9/1/18
|
500
|
569
|
|
Tennessee Energy Acquisition Corp. Gas Revenue
|
5.250%
|
9/1/22
|
510
|
568
|
|
Tennessee Energy Acquisition Corp. Gas Revenue
|
5.250%
|
9/1/24
|
250
|
277
|
|
Tennessee GO
|
5.000%
|
8/1/14
|
500
|
543
|
|
|
|
|
|
8,308
|
|
Texas (3.4%)
|
|
|
|
|
|
Austin TX Combined Utility System Revenue
|
0.000%
|
5/15/18 (3)
|
1,000
|
888
|
|
Austin TX Water & Wastewater System Revenue
|
5.000%
|
11/15/21
|
500
|
635
|
|
Austin TX Water & Wastewater System Revenue
|
5.000%
|
11/15/24
|
275
|
327
|
|
Central Texas Regional Mobility Authority Revenue
|
5.750%
|
1/1/25
|
500
|
579
|
|
Clifton TX Higher Education Finance Corp. Revenue
|
|
|
|
|
|
(Baylor University)
|
5.250%
|
3/1/29
|
200
|
240
|
|
Cypress-Fairbanks TX Independent School District
|
|
|
|
|
|
GO
|
5.000%
|
2/15/25
|
500
|
612
|
|
Cypress-Fairbanks TX Independent School District
|
|
|
|
|
|
Unlimited Tax Schoolhouse GO
|
5.000%
|
2/15/30
|
500
|
577
|
|
Dallas TX Area Rapid Transit Sales Tax Revenue
|
4.500%
|
12/1/27
|
500
|
556
|
|
Dallas TX GO
|
5.000%
|
2/15/15
|
500
|
554
|
|
Dallas TX Independent School District GO
|
5.000%
|
8/15/14
|
500
|
544
|
|
Dallas TX Independent School District GO
|
5.000%
|
2/15/23
|
485
|
601
|
|
Dallas TX Waterworks & Sewer System Revenue
|
5.000%
|
10/1/15 (2)
|
485
|
552
|
|
Dallas TX Waterworks & Sewer System Revenue
|
5.000%
|
10/1/17
|
200
|
242
|
|
Dallas TX Waterworks & Sewer System Revenue
|
5.000%
|
10/1/22
|
330
|
416
|
|
Dallas-Fort Worth TX International Airport Revenue
|
5.000%
|
11/1/16
|
515
|
600
|
|
Garland TX Independent School District GO
|
5.000%
|
2/15/23
|
470
|
582
|
|
Harris County TX Flood Control District GO
|
5.250%
|
10/1/18
|
435
|
545
|
|
Harris County TX GO
|
5.000%
|
10/1/23
|
300
|
375
|
|
Harris County TX GO
|
5.000%
|
10/1/23
|
500
|
601
|
|
Harris County TX Health Facilities Development Corp.
|
|
|
|
|
|
Revenue (St. Luke's Episcopal Hospital) VRDO
|
0.220%
|
10/1/12
|
800
|
800
|
|
Harris County TX Toll Road Revenue
|
5.000%
|
8/15/27
|
500
|
584
|
|
Houston TX GO
|
5.000%
|
3/1/20
|
500
|
611
|
|
Houston TX Independent School District GO
|
5.000%
|
7/15/15 (4)
|
500
|
562
|
|
Houston TX Utility System Revenue
|
5.125%
|
5/15/28 (14)
|
500
|
531
|
|
Houston TX Utility System Revenue
|
5.000%
|
11/15/28 (4)
|
500
|
578
|
|
Houston TX Utility System Revenue
|
5.250%
|
11/15/30
|
500
|
606
|
|
Lake Travis TX Independent School District GO
|
5.000%
|
2/15/32
|
500
|
594
|
|
Lone Star College System Texas GO
|
5.000%
|
8/15/23
|
250
|
311
|
|
Lower Colorado River Authority Texas Revenue
|
5.750%
|
5/15/15 (Prere.)
|
40
|
46
|
|
Lower Colorado River Authority Texas Revenue
|
5.750%
|
5/15/28
|
460
|
505
|
|
Lubbock TX GO
|
5.000%
|
2/15/23
|
500
|
622
|
|
|
|
|
|
|
|
North East TX Independent School District GO
|
5.250%
|
2/1/22
|
500
|
648
|
|
North Texas Tollway Authority System Revenue
|
6.000%
|
1/1/20
|
500
|
601
|
|
North Texas Tollway Authority System Revenue
|
6.000%
|
1/1/25
|
500
|
597
|
|
North Texas Tollway Authority System Revenue
|
6.000%
|
1/1/28
|
250
|
293
|
|
North Texas Tollway Authority System Revenue
|
5.500%
|
9/1/28
|
500
|
614
|
|
SA Energy Acquisition Public Facility Corp. Texas
|
|
|
|
|
|
Gas Supply Revenue
|
5.250%
|
8/1/17
|
500
|
565
|
|
SA Energy Acquisition Public Facility Corp. Texas
|
|
|
|
|
|
Gas Supply Revenue
|
5.500%
|
8/1/19
|
500
|
572
|
|
Sam Rayburn TX Municipal Power Agency Revenue
|
5.000%
|
10/1/19
|
210
|
249
|
|
San Antonio TX Electric & Gas Systems Revenue
|
5.000%
|
2/1/16 (Prere.)
|
905
|
1,043
|
|
San Antonio TX Electric & Gas Systems Revenue
|
5.000%
|
2/1/19
|
500
|
617
|
|
San Antonio TX GO
|
5.000%
|
8/1/20
|
125
|
158
|
|
San Antonio TX GO
|
5.000%
|
2/1/24
|
500
|
615
|
|
Southwest Texas Higher Education Authority Inc.
|
|
|
|
|
|
Revenue (Southern Methodist University Project)
|
5.000%
|
10/1/16 (2)
|
260
|
305
|
|
Tarrant County TX Cultural Education Facilities
|
|
|
|
|
|
Finance Corp. Revenue (CHRISTUS Health)
|
6.250%
|
7/1/28 (12)
|
325
|
388
|
|
Tarrant County TX Cultural Education Facilities
|
|
|
|
|
|
Finance Corp. Revenue (Texas Health Resources)
|
5.000%
|
2/15/26
|
500
|
552
|
|
Texas A&M University System Revenue Financing
|
|
|
|
|
|
System Revenue
|
5.000%
|
5/15/26
|
500
|
592
|
|
Texas GO
|
5.000%
|
8/1/31
|
500
|
598
|
|
Texas Municipal Gas Acquisition & Supply Corp.
|
|
|
|
|
|
Revenue
|
5.250%
|
12/15/17
|
500
|
556
|
|
Texas Municipal Power Agency Revenue
|
0.000%
|
9/1/15 (14)
|
1,500
|
1,461
|
|
Texas Public Finance Authority Revenue
|
|
|
|
|
|
(Unemployment Compensation)
|
5.000%
|
7/1/14
|
500
|
541
|
|
Texas Public Finance Authority Revenue
|
|
|
|
|
|
(Unemployment Compensation)
|
5.000%
|
1/1/18
|
500
|
560
|
|
Texas Tech University System Revenue Financing
|
|
|
|
|
|
System Revenue
|
5.000%
|
2/15/28
|
500
|
577
|
|
Texas Transportation Commission Revenue
|
4.750%
|
4/1/24
|
500
|
564
|
|
Texas Transportation Commission Revenue
|
5.000%
|
4/1/25
|
500
|
570
|
|
Texas Transportation Commission Revenue
|
5.000%
|
4/1/26
|
500
|
571
|
|
Texas Water Financial Assistance GO
|
5.000%
|
8/1/24
|
500
|
607
|
|
Texas Water Financial Assistance GO
|
5.000%
|
8/1/25
|
500
|
606
|
|
Texas Water Financial Assistance GO
|
5.000%
|
8/1/27
|
500
|
602
|
|
University of Texas System Revenue Financing
|
|
|
|
|
|
System Revenue
|
5.000%
|
8/15/19
|
325
|
408
|
|
University of Texas System Revenue Financing
|
|
|
|
|
|
System Revenue
|
5.000%
|
8/15/21
|
500
|
639
|
|
Williamson County TX GO
|
5.000%
|
2/15/23
|
230
|
290
|
|
|
|
|
|
33,935
|
|
Utah (0.3%)
|
|
|
|
|
|
Central Utah Water Conservancy District GO
|
5.000%
|
4/1/30
|
500
|
602
|
|
Intermountain Power Agency Utah Power Supply
|
|
|
|
|
|
Revenue
|
5.250%
|
7/1/21
|
500
|
518
|
|
Utah Associated Municipal Power Systems Revenue
|
|
|
|
|
|
(Horse Butte Wind Project)
|
5.000%
|
9/1/32
|
350
|
398
|
|
Utah GO
|
5.000%
|
7/1/16
|
500
|
586
|
|
Utah GO
|
5.000%
|
7/1/16
|
500
|
586
|
|
|
|
|
|
2,690
|
|
|
|
|
|
|
|
Virgin Islands (0.1%)
|
|
|
|
|
|
Virgin Islands Public Finance Authority Revenue
|
5.000%
|
10/1/29
|
500
|
540
|
|
|
|
Virginia (0.6%)
|
|
|
|
|
|
Arlington County VA GO
|
5.000%
|
8/1/23
|
500
|
645
|
|
Chesterfield County VA GO
|
5.000%
|
1/1/22
|
500
|
646
|
|
Fairfax County VA Public Improvement GO
|
5.000%
|
10/1/17
|
500
|
608
|
|
Fairfax County VA Water Authority Revenue
|
5.000%
|
4/1/25
|
500
|
635
|
|
Norfolk VA Water Revenue
|
5.000%
|
11/1/31
|
500
|
605
|
|
Roanoke VA Economic Development Authority
|
|
|
|
|
|
Hospital Revenue (Carilion Clinic Obligated Group)
|
5.000%
|
7/1/30
|
500
|
568
|
|
Virginia College Building Authority Educational
|
|
|
|
|
|
Facilities Revenue (21st Century College &
|
|
|
|
|
|
Equipment Programs)
|
5.000%
|
2/1/17
|
200
|
237
|
|
Virginia College Building Authority Educational
|
|
|
|
|
|
Facilities Revenue (Public Higher Education
|
|
|
|
|
|
Financing Program)
|
5.000%
|
9/1/22
|
355
|
452
|
|
Virginia Public Building Authority Public Facilities
|
|
|
|
|
|
Revenue
|
5.000%
|
8/1/22
|
575
|
737
|
|
Virginia Public School Authority Revenue
|
5.000%
|
8/1/13
|
500
|
520
|
|
Virginia Public School Authority Revenue
|
5.000%
|
8/1/19
|
500
|
622
|
|
|
|
|
|
6,275
|
|
Washington (1.2%)
|
|
|
|
|
|
Energy Northwest Washington Electric Revenue
|
|
|
|
|
|
(Columbia Generating Station)
|
5.000%
|
7/1/20
|
500
|
627
|
|
Energy Northwest Washington Electric Revenue
|
|
|
|
|
|
(Project No. 1)
|
5.250%
|
7/1/16
|
500
|
587
|
|
Energy Northwest Washington Electric Revenue
|
|
|
|
|
|
(Project No. 1)
|
5.000%
|
7/1/17
|
500
|
599
|
|
Energy Northwest Washington Electric Revenue
|
|
|
|
|
|
(Project No. 3)
|
5.000%
|
7/1/15
|
100
|
112
|
|
Energy Northwest Washington Electric Revenue
|
|
|
|
|
|
(Project No. 3)
|
5.000%
|
7/1/16
|
865
|
1,007
|
|
King County WA GO
|
5.000%
|
1/1/24
|
500
|
623
|
|
Port of Seattle WA Revenue
|
5.000%
|
3/1/20 (14)
|
665
|
723
|
|
Port of Seattle WA Revenue
|
5.000%
|
8/1/29
|
250
|
298
|
|
University of Washington Revenue
|
5.000%
|
4/1/31
|
335
|
400
|
|
Washington (Motor Vehicle Fuel Tax) GO
|
5.000%
|
7/1/23
|
425
|
508
|
|
Washington (Motor Vehicle Fuel Tax) GO
|
5.000%
|
7/1/23
|
375
|
463
|
|
Washington (Motor Vehicle Fuel Tax) GO
|
5.000%
|
7/1/28
|
500
|
584
|
|
Washington GO
|
5.700%
|
10/1/15 (4)
|
410
|
440
|
|
Washington GO
|
5.000%
|
2/1/16
|
500
|
574
|
|
Washington GO
|
0.000%
|
6/1/20 (3)
|
500
|
426
|
|
Washington GO
|
5.000%
|
8/1/20
|
500
|
621
|
|
Washington GO
|
5.000%
|
7/1/21
|
500
|
601
|
|
Washington GO
|
5.000%
|
7/1/21 (4)
|
500
|
578
|
|
Washington GO
|
5.000%
|
7/1/25
|
500
|
622
|
|
Washington GO
|
5.000%
|
2/1/32
|
500
|
598
|
|
Washington State University General Revenue
|
5.000%
|
10/1/31
|
500
|
592
|
|
|
|
|
|
11,583
|
|
Wisconsin (0.7%)
|
|
|
|
|
|
Wisconsin Annual Appropriation Revenue
|
5.625%
|
5/1/28
|
460
|
556
|
|
Wisconsin GO
|
4.000%
|
9/1/15
|
970
|
1,067
|
|
Wisconsin GO
|
5.000%
|
5/1/16
|
500
|
580
|
|
Wisconsin GO
|
5.000%
|
5/1/16 (4)
|
600
|
669
|
|
Wisconsin GO
|
5.000%
|
5/1/23
|
500
|
597
|
|
|
|
|
|
|
|
Wisconsin GO
|
5.000%
|
5/1/24
|
500
|
626
|
|
1 Wisconsin Health & Educational Facilities Authority
|
|
|
|
|
|
Revenue (Marquette University)
|
5.000%
|
10/1/30
|
500
|
581
|
|
Wisconsin Health & Educational Facilities Authority
|
|
|
|
|
|
Revenue (Meriter Hospital Inc. Project) VRDO
|
0.210%
|
10/1/12 LOC
|
1,180
|
1,180
|
|
Wisconsin Transportation Revenue
|
5.250%
|
7/1/14 (4)
|
500
|
543
|
|
Wisconsin Transportation Revenue
|
5.000%
|
7/1/23
|
500
|
630
|
|
|
|
|
|
7,029
|
|
Total Tax-Exempt Municipal Bonds (Cost $472,931)
|
|
|
|
509,575
|
|
Total Investments (100.1%) (Cost $759,756)
|
|
|
|
984,303
|
|
Other Assets and Liabilities-Net (-0.1%)
|
|
|
|
(1,210)
|
|
Net Assets (100%)
|
|
|
|
983,093
|
* Non-income-producing security.
1 Security purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of
September 30, 2012.
2 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2012, the
aggregate value of these securities was $8,490,000, representing 0.9% of net assets.
KEY TO ABBREVIATIONS
ARS - Auction Rate Security.
BAN - Bond Anticipation Note.
COP - Certificate of Participation.
CP - Commercial Paper.
FR - Floating Rate.
GAN - Grant Anticipation Note.
GO - General Obligation Bond.
PUT - Put Option Obligation.
RAN - Revenue Anticipation Note.
TAN - Tax Anticipation Note.
TOB - Tender Option Bond.
TRAN - Tax Revenue Anticipation Note.
VRDO - Variable Rate Demand Obligation.
VRDP - Variable Rate Demand Preferred.
(ETM) - Escrowed to Maturity.
(Prere.) - Prerefunded.
Scheduled principal and interest payments are guaranteed by:
(1) MBIA (Municipal Bond Investors Assurance).
(2) AMBAC (Ambac Assurance Corporation).
(3) FGIC (Financial Guaranty Insurance Company).
(4) AGM (Assured Guaranty Municipal Corporation).
(5) BIGI (Bond Investors Guaranty Insurance).
(6) Connie Lee Inc.
(7) FHA (Federal Housing Authority).
(8) CapMAC (Capital Markets Assurance Corporation).
(9) American Capital Access Financial Guaranty Corporation.
(10) XL Capital Assurance Inc.
(11) CIFG (CDC IXIS Financial Guaranty).
(12) Assured Guaranty Corporation.
(13) Berkshire Hathaway Assurance Corporation.
(14) National Public Finance Guarantee Corporation.
The insurance does not guarantee the market value of the municipal bonds.
LOC - Scheduled principal and interest payments are guaranteed by bank letter of credit.
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. Bonds, and 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, nonomaturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.
B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates,
prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair
value of investments).
The following table summarizes the market value of the fund's investments as of September 30, 2012,
based on the inputs used to value them:
|
|
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
|
Investments
|
($000)
|
($000)
|
($000)
|
|
Common Stocks
|
474,728
|
----
|
----
|
|
Tax-Exempt Municipal Bonds
|
----
|
509,575
|
----
|
|
Total
|
474,728
|
509,575
|
----
|
C. At September 30, 2012, the cost of investment securities for tax purposes was $759,756,000. Net unrealized appreciation of investment securities for tax purposes was $224,547,000, consisting of unrealized gains of $233,596,000 on securities that had risen in value since their purchase and $9,049,000 in unrealized losses on securities that had fallen in value since their purchase.
|
|
|
|
|
|
Vanguard Tax-Managed Small-Cap Fund
|
|
|
|
|
|
|
|
|
|
Schedule of Investments
|
|
|
|
As of September 30, 2012
|
|
|
|
|
|
|
|
|
Market
|
|
|
|
|
Value
|
|
|
|
Shares
|
($000)
|
|
Common Stocks (100.2%)
|
|
|
|
Consumer Discretionary (16.0%)
|
|
|
|
*
|
Cabela's Inc.
|
210,047
|
11,485
|
|
|
Wolverine World Wide Inc.
|
222,796
|
9,885
|
|
|
Brunswick Corp.
|
407,281
|
9,217
|
|
|
Pool Corp.
|
212,842
|
8,850
|
|
*
|
Steven Madden Ltd.
|
185,752
|
8,121
|
|
*
|
Select Comfort Corp.
|
256,475
|
8,092
|
|
*
|
Vitamin Shoppe Inc.
|
135,444
|
7,899
|
|
|
Men's Wearhouse Inc.
|
217,422
|
7,486
|
|
*
|
Genesco Inc.
|
110,684
|
7,386
|
|
*
|
Buffalo Wild Wings Inc.
|
84,684
|
7,261
|
|
|
Cracker Barrel Old Country Store Inc.
|
105,912
|
7,108
|
|
*
|
Hibbett Sports Inc.
|
119,151
|
7,084
|
|
*
|
Crocs Inc.
|
411,104
|
6,664
|
|
*
|
Children's Place Retail Stores Inc.
|
109,846
|
6,591
|
|
*
|
Fifth & Pacific Cos. Inc.
|
515,134
|
6,583
|
|
*
|
Coinstar Inc.
|
142,634
|
6,416
|
|
*
|
Lumber Liquidators Holdings Inc.
|
123,178
|
6,243
|
|
*
|
Jos A Bank Clothiers Inc.
|
127,237
|
6,168
|
|
|
Ryland Group Inc.
|
203,773
|
6,113
|
|
|
Group 1 Automotive Inc.
|
97,439
|
5,869
|
|
*
|
Jack in the Box Inc.
|
203,098
|
5,709
|
|
*
|
Iconix Brand Group Inc.
|
310,635
|
5,666
|
|
|
Buckle Inc.
|
124,437
|
5,653
|
|
*
|
Live Nation Entertainment Inc.
|
641,824
|
5,526
|
|
*
|
Meritage Homes Corp.
|
140,299
|
5,336
|
|
|
Finish Line Inc. Class A
|
231,093
|
5,255
|
|
|
Hillenbrand Inc.
|
284,499
|
5,175
|
|
*
|
BJ's Restaurants Inc.
|
112,281
|
5,092
|
|
*
|
Marriott Vacations Worldwide Corp.
|
129,920
|
4,680
|
|
|
Monro Muffler Brake Inc.
|
132,627
|
4,667
|
|
*
|
Helen of Troy Ltd.
|
144,263
|
4,592
|
|
|
Texas Roadhouse Inc. Class A
|
265,985
|
4,548
|
|
|
Arbitron Inc.
|
118,926
|
4,507
|
|
*
|
Peet's Coffee & Tea Inc.
|
59,976
|
4,399
|
|
|
Sturm Ruger & Co. Inc.
|
87,377
|
4,324
|
|
*
|
Papa John's International Inc.
|
80,054
|
4,276
|
|
*
|
Shuffle Master Inc.
|
254,600
|
4,025
|
|
*
|
DineEquity Inc.
|
70,082
|
3,925
|
|
|
Oxford Industries Inc.
|
64,964
|
3,667
|
|
|
Cato Corp. Class A
|
122,634
|
3,643
|
|
*
|
Skechers U.S.A. Inc. Class A
|
173,473
|
3,539
|
|
*
|
La-Z-Boy Inc.
|
238,131
|
3,484
|
|
*
|
Pinnacle Entertainment Inc.
|
283,906
|
3,478
|
|
*
|
Standard Pacific Corp.
|
503,466
|
3,403
|
|
|
Interval Leisure Group Inc.
|
175,289
|
3,318
|
|
|
Sonic Automotive Inc. Class A
|
169,336
|
3,214
|
|
|
Lithia Motors Inc. Class A
|
94,586
|
3,151
|
|
|
Stage Stores Inc.
|
143,352
|
3,019
|
|
*
|
American Public Education Inc.
|
82,180
|
2,994
|
|
|
|
|
|
Brown Shoe Co. Inc.
|
185,427
|
2,972
|
|
OfficeMax Inc.
|
374,559
|
2,925
|
|
* Zumiez Inc.
|
101,415
|
2,812
|
|
Movado Group Inc.
|
80,012
|
2,698
|
|
* iRobot Corp.
|
118,014
|
2,686
|
|
Ethan Allen Interiors Inc.
|
118,297
|
2,593
|
|
American Greetings Corp. Class A
|
153,395
|
2,577
|
|
* Drew Industries Inc.
|
85,256
|
2,576
|
|
* Sonic Corp.
|
248,538
|
2,552
|
|
* Arctic Cat Inc.
|
59,954
|
2,486
|
|
Pep Boys-Manny Moe & Jack
|
241,216
|
2,456
|
|
True Religion Apparel Inc.
|
110,347
|
2,354
|
|
CEC Entertainment Inc.
|
76,480
|
2,304
|
|
* rue21 inc
|
71,624
|
2,231
|
|
* Maidenform Brands Inc.
|
107,128
|
2,194
|
|
Fred's Inc. Class A
|
153,601
|
2,186
|
|
* Blue Nile Inc.
|
56,151
|
2,083
|
|
* Biglari Holdings Inc.
|
5,480
|
2,001
|
|
* Multimedia Games Holding Co. Inc.
|
126,680
|
1,993
|
|
* Ruby Tuesday Inc.
|
273,821
|
1,985
|
|
* Red Robin Gourmet Burgers Inc.
|
59,969
|
1,953
|
|
* Capella Education Co.
|
53,807
|
1,886
|
|
* Quiksilver Inc.
|
568,002
|
1,886
|
|
Callaway Golf Co.
|
296,833
|
1,823
|
|
* Boyd Gaming Corp.
|
256,398
|
1,810
|
|
Superior Industries International Inc.
|
105,358
|
1,801
|
|
* M/I Homes Inc.
|
92,970
|
1,798
|
|
* Winnebago Industries Inc.
|
133,559
|
1,687
|
|
Hot Topic Inc.
|
193,163
|
1,680
|
|
Standard Motor Products Inc.
|
88,817
|
1,636
|
|
* EW Scripps Co. Class A
|
129,188
|
1,376
|
|
JAKKS Pacific Inc.
|
94,241
|
1,373
|
|
Harte-Hanks Inc.
|
197,980
|
1,372
|
|
Nutrisystem Inc.
|
129,433
|
1,363
|
|
Universal Technical Institute Inc.
|
98,608
|
1,351
|
|
Blyth Inc.
|
51,830
|
1,347
|
|
* Digital Generation Inc.
|
115,615
|
1,313
|
|
Haverty Furniture Cos. Inc.
|
89,442
|
1,241
|
|
* Tuesday Morning Corp.
|
189,046
|
1,238
|
|
* Universal Electronics Inc.
|
68,056
|
1,196
|
|
* Perry Ellis International Inc.
|
53,720
|
1,184
|
|
* Stein Mart Inc.
|
124,046
|
1,056
|
|
* Ruth's Hospitality Group Inc.
|
160,670
|
1,023
|
|
Marcus Corp.
|
90,935
|
1,009
|
|
PetMed Express Inc.
|
92,409
|
928
|
|
* MarineMax Inc.
|
107,547
|
892
|
|
* Corinthian Colleges Inc.
|
354,113
|
843
|
|
* Zale Corp.
|
118,014
|
814
|
|
Big 5 Sporting Goods Corp.
|
76,984
|
766
|
|
Spartan Motors Inc.
|
141,883
|
709
|
|
* Kirkland's Inc.
|
68,320
|
678
|
|
* VOXX International Corp. Class A
|
87,971
|
658
|
|
Christopher & Banks Corp.
|
170,781
|
599
|
|
* Career Education Corp.
|
148,951
|
562
|
|
* K-Swiss Inc. Class A
|
110,162
|
378
|
|
* Monarch Casino & Resort Inc.
|
43,321
|
377
|
|
Lincoln Educational Services Corp.
|
88,715
|
373
|
|
|
|
|
|
* Coldwater Creek Inc.
|
270,273
|
224
|
|
|
|
367,653
|
|
Consumer Staples (4.6%)
|
|
|
|
* United Natural Foods Inc.
|
222,927
|
13,030
|
|
* Hain Celestial Group Inc.
|
204,838
|
12,905
|
|
Casey's General Stores Inc.
|
174,511
|
9,971
|
|
* Darling International Inc.
|
535,711
|
9,798
|
|
* TreeHouse Foods Inc.
|
164,774
|
8,651
|
|
B&G Foods Inc. Class A
|
220,429
|
6,681
|
|
Snyders-Lance Inc.
|
218,629
|
5,466
|
|
* Boston Beer Co. Inc. Class A
|
38,234
|
4,281
|
|
Sanderson Farms Inc.
|
91,019
|
4,038
|
|
J&J Snack Foods Corp.
|
68,110
|
3,905
|
|
* Prestige Brands Holdings Inc.
|
229,112
|
3,886
|
|
WD-40 Co.
|
67,494
|
3,553
|
|
Andersons Inc.
|
78,717
|
2,964
|
|
Cal-Maine Foods Inc.
|
63,120
|
2,837
|
|
* Central Garden and Pet Co. Class A
|
187,381
|
2,264
|
|
Diamond Foods Inc.
|
100,860
|
1,898
|
|
* Medifast Inc.
|
62,717
|
1,640
|
|
Spartan Stores Inc.
|
98,859
|
1,513
|
|
Calavo Growers Inc.
|
57,591
|
1,440
|
|
Inter Parfums Inc.
|
73,764
|
1,350
|
|
* Alliance One International Inc.
|
374,286
|
1,209
|
|
* Seneca Foods Corp. Class A
|
38,252
|
1,142
|
|
Nash Finch Co.
|
55,807
|
1,140
|
|
|
|
105,562
|
|
Energy (4.0%)
|
|
|
|
Lufkin Industries Inc.
|
153,158
|
8,243
|
|
Bristow Group Inc.
|
162,899
|
8,235
|
|
* SEACOR Holdings Inc.
|
90,725
|
7,563
|
|
* Gulfport Energy Corp.
|
225,757
|
7,057
|
|
* Exterran Holdings Inc.
|
295,428
|
5,991
|
|
* Stone Energy Corp.
|
225,538
|
5,665
|
|
* Hornbeck Offshore Services Inc.
|
144,953
|
5,313
|
|
* Cloud Peak Energy Inc.
|
277,912
|
5,030
|
|
* Approach Resources Inc.
|
156,752
|
4,723
|
|
* PDC Energy Inc.
|
137,805
|
4,359
|
|
* Swift Energy Co.
|
195,355
|
4,079
|
|
* ION Geophysical Corp.
|
546,541
|
3,793
|
|
* Comstock Resources Inc.
|
203,909
|
3,748
|
|
* OYO Geospace Corp.
|
29,036
|
3,554
|
|
* Contango Oil & Gas Co.
|
58,505
|
2,875
|
|
* Pioneer Energy Services Corp.
|
281,453
|
2,193
|
|
* TETRA Technologies Inc.
|
352,796
|
2,134
|
|
Gulf Island Fabrication Inc.
|
65,793
|
1,834
|
|
* Petroquest Energy Inc.
|
256,997
|
1,724
|
|
* Basic Energy Services Inc.
|
125,333
|
1,406
|
|
Penn Virginia Corp.
|
208,985
|
1,296
|
|
* Matrix Service Co.
|
117,215
|
1,239
|
|
Overseas Shipholding Group Inc.
|
102,150
|
674
|
|
|
|
92,728
|
|
|
|
|
|
Exchange-Traded Fund (4.0%)
|
|
|
|
1 Vanguard REIT ETF
|
1,418,000
|
92,128
|
|
|
|
Financials (16.3%)
|
|
|
|
ProAssurance Corp.
|
139,803
|
12,644
|
|
* Texas Capital Bancshares Inc.
|
182,736
|
9,084
|
|
Susquehanna Bancshares Inc.
|
850,353
|
8,895
|
|
* Stifel Financial Corp.
|
226,962
|
7,626
|
|
Kilroy Realty Corp.
|
169,017
|
7,568
|
|
Extra Space Storage Inc.
|
221,410
|
7,362
|
|
UMB Financial Corp.
|
147,863
|
7,198
|
|
FNB Corp.
|
636,321
|
7,133
|
|
Tanger Factory Outlet Centers
|
214,566
|
6,937
|
|
Umpqua Holdings Corp.
|
509,632
|
6,569
|
|
Old National Bancorp
|
461,594
|
6,282
|
|
Wintrust Financial Corp.
|
165,365
|
6,213
|
|
Mid-America Apartment Communities Inc.
|
94,028
|
6,141
|
|
Post Properties Inc.
|
123,913
|
5,943
|
|
MarketAxess Holdings Inc.
|
175,371
|
5,542
|
|
* First Cash Financial Services Inc.
|
119,838
|
5,514
|
|
Northwest Bancshares Inc.
|
445,922
|
5,454
|
|
LaSalle Hotel Properties
|
197,176
|
5,263
|
|
United Bankshares Inc.
|
208,374
|
5,191
|
|
Cash America International Inc.
|
133,699
|
5,157
|
|
RLI Corp.
|
77,321
|
5,154
|
|
Glacier Bancorp Inc.
|
327,650
|
5,105
|
|
Community Bank System Inc.
|
179,238
|
5,053
|
|
National Penn Bancshares Inc.
|
554,318
|
5,050
|
|
First Financial Bankshares Inc.
|
136,117
|
4,904
|
|
CVB Financial Corp.
|
400,534
|
4,782
|
|
Entertainment Properties Trust
|
107,114
|
4,759
|
|
Selective Insurance Group Inc.
|
249,452
|
4,737
|
|
Healthcare Realty Trust Inc.
|
204,285
|
4,709
|
|
* Ezcorp Inc. Class A
|
205,269
|
4,707
|
|
Bank of the Ozarks Inc.
|
133,930
|
4,616
|
|
First Financial Bancorp
|
266,721
|
4,510
|
|
* BBCN Bancorp Inc.
|
355,183
|
4,479
|
|
* Financial Engines Inc.
|
185,093
|
4,411
|
|
DiamondRock Hospitality Co.
|
445,980
|
4,295
|
|
First Midwest Bancorp Inc.
|
340,559
|
4,274
|
|
PrivateBancorp Inc. Class A
|
267,169
|
4,272
|
|
* World Acceptance Corp.
|
59,483
|
4,012
|
|
Colonial Properties Trust
|
189,045
|
3,979
|
|
Sovran Self Storage Inc.
|
67,345
|
3,896
|
|
Provident Financial Services Inc.
|
246,599
|
3,894
|
|
Prospect Capital Corp.
|
329,657
|
3,798
|
|
Home BancShares Inc.
|
104,980
|
3,579
|
|
EastGroup Properties Inc.
|
66,693
|
3,548
|
|
Boston Private Financial Holdings Inc.
|
359,541
|
3,448
|
|
PacWest Bancorp
|
146,473
|
3,423
|
|
NBT Bancorp Inc.
|
153,649
|
3,391
|
|
Columbia Banking System Inc.
|
180,588
|
3,348
|
|
First Commonwealth Financial Corp.
|
474,524
|
3,345
|
|
Horace Mann Educators Corp.
|
179,341
|
3,248
|
|
Medical Properties Trust Inc.
|
309,058
|
3,230
|
|
Infinity Property & Casualty Corp.
|
53,309
|
3,219
|
|
* National Financial Partners Corp.
|
183,759
|
3,105
|
|
|
|
|
|
ViewPoint Financial Group Inc.
|
161,388
|
3,094
|
|
Tower Group Inc.
|
157,243
|
3,049
|
|
Independent Bank Corp.
|
98,407
|
2,961
|
|
Lexington Realty Trust
|
306,503
|
2,961
|
|
* Pinnacle Financial Partners Inc.
|
148,379
|
2,867
|
|
Brookline Bancorp Inc.
|
319,529
|
2,818
|
|
PS Business Parks Inc.
|
40,925
|
2,735
|
|
Oritani Financial Corp.
|
176,997
|
2,664
|
|
Safety Insurance Group Inc.
|
57,790
|
2,651
|
|
* Forestar Group Inc.
|
158,478
|
2,640
|
|
Acadia Realty Trust
|
105,215
|
2,611
|
|
Interactive Brokers Group Inc.
|
186,048
|
2,608
|
|
Employers Holdings Inc.
|
140,306
|
2,572
|
|
United Fire Group Inc.
|
99,655
|
2,503
|
|
TrustCo Bank Corp. NY
|
426,741
|
2,441
|
|
City Holding Co.
|
67,523
|
2,420
|
|
* Navigators Group Inc.
|
47,791
|
2,352
|
|
S&T Bancorp Inc.
|
131,171
|
2,310
|
|
* Virtus Investment Partners Inc.
|
26,322
|
2,264
|
|
* AMERISAFE Inc.
|
83,102
|
2,255
|
|
LTC Properties Inc.
|
69,441
|
2,212
|
|
Tompkins Financial Corp.
|
52,153
|
2,113
|
|
* HFF Inc. Class A
|
138,104
|
2,058
|
|
Pennsylvania REIT
|
120,230
|
1,907
|
|
* Piper Jaffray Cos.
|
74,505
|
1,896
|
|
Dime Community Bancshares Inc.
|
131,096
|
1,893
|
|
Simmons First National Corp. Class A
|
77,448
|
1,886
|
|
* Hanmi Financial Corp.
|
143,265
|
1,835
|
|
Franklin Street Properties Corp.
|
164,931
|
1,826
|
|
* Wilshire Bancorp Inc.
|
282,534
|
1,780
|
|
* United Community Banks Inc.
|
210,285
|
1,764
|
|
* eHealth Inc.
|
90,255
|
1,694
|
|
Sabra Health Care REIT Inc.
|
84,549
|
1,692
|
|
Cousins Properties Inc.
|
207,131
|
1,645
|
|
Meadowbrook Insurance Group Inc.
|
213,046
|
1,638
|
|
Stewart Information Services Corp.
|
81,023
|
1,632
|
|
* Investment Technology Group Inc.
|
174,813
|
1,521
|
|
Inland Real Estate Corp.
|
178,133
|
1,470
|
|
* First BanCorp
|
319,213
|
1,411
|
|
Sterling Bancorp
|
141,742
|
1,406
|
|
Presidential Life Corp.
|
97,221
|
1,354
|
|
Universal Health Realty Income Trust
|
29,232
|
1,344
|
|
Saul Centers Inc.
|
29,050
|
1,290
|
|
Getty Realty Corp.
|
60,965
|
1,094
|
|
Urstadt Biddle Properties Inc. Class A
|
53,865
|
1,090
|
|
Calamos Asset Management Inc. Class A
|
92,345
|
1,075
|
|
Bank Mutual Corp.
|
196,196
|
893
|
|
* SWS Group Inc.
|
128,694
|
786
|
|
Kite Realty Group Trust
|
137,653
|
702
|
|
Parkway Properties Inc.
|
49,669
|
664
|
|
Cedar Realty Trust Inc.
|
124,681
|
658
|
|
|
|
373,001
|
|
Health Care (10.9%)
|
|
|
|
* Cubist Pharmaceuticals Inc.
|
290,979
|
13,874
|
|
* Align Technology Inc.
|
326,407
|
12,067
|
|
* Salix Pharmaceuticals Ltd.
|
227,596
|
9,636
|
|
* ViroPharma Inc.
|
313,204
|
9,465
|
|
|
|
|
|
* Haemonetics Corp.
|
116,838
|
9,370
|
|
* Centene Corp.
|
234,827
|
8,785
|
|
* PAREXEL International Corp.
|
274,215
|
8,435
|
|
West Pharmaceutical Services Inc.
|
155,069
|
8,229
|
|
* Magellan Health Services Inc.
|
124,606
|
6,431
|
|
* Air Methods Corp.
|
52,882
|
6,313
|
|
* Medicines Co.
|
243,551
|
6,286
|
|
Chemed Corp.
|
87,251
|
6,046
|
|
* MWI Veterinary Supply Inc.
|
54,575
|
5,822
|
|
* Cyberonics Inc.
|
108,102
|
5,667
|
|
* PSS World Medical Inc.
|
228,988
|
5,216
|
|
* Questcor Pharmaceuticals Inc.
|
271,674
|
5,026
|
|
* NuVasive Inc.
|
198,061
|
4,538
|
|
* Hanger Inc.
|
155,776
|
4,444
|
|
Analogic Corp.
|
55,695
|
4,354
|
|
* Neogen Corp.
|
101,163
|
4,320
|
|
* Medidata Solutions Inc.
|
100,583
|
4,174
|
|
* Amsurg Corp. Class A
|
144,148
|
4,091
|
|
* Akorn Inc.
|
307,102
|
4,060
|
|
CONMED Corp.
|
129,480
|
3,690
|
|
* Integra LifeSciences Holdings Corp.
|
88,557
|
3,640
|
|
Meridian Bioscience Inc.
|
188,054
|
3,607
|
|
* IPC The Hospitalist Co. Inc.
|
75,730
|
3,461
|
|
* ICU Medical Inc.
|
57,211
|
3,460
|
|
* Molina Healthcare Inc.
|
135,756
|
3,414
|
|
* Luminex Corp.
|
174,094
|
3,384
|
|
* Abaxis Inc.
|
93,806
|
3,369
|
|
Quality Systems Inc.
|
180,899
|
3,356
|
|
* Bio-Reference Labs Inc.
|
110,979
|
3,172
|
|
* Momenta Pharmaceuticals Inc.
|
207,202
|
3,019
|
|
* Kindred Healthcare Inc.
|
241,375
|
2,747
|
|
* Spectrum Pharmaceuticals Inc.
|
234,310
|
2,741
|
|
* Merit Medical Systems Inc.
|
180,260
|
2,691
|
|
Cantel Medical Corp.
|
97,179
|
2,632
|
|
Computer Programs & Systems Inc.
|
47,283
|
2,627
|
|
* Greatbatch Inc.
|
107,742
|
2,621
|
|
Landauer Inc.
|
43,026
|
2,569
|
|
* HealthStream Inc.
|
89,344
|
2,543
|
|
Ensign Group Inc.
|
79,263
|
2,426
|
|
* Omnicell Inc.
|
151,581
|
2,107
|
|
* Amedisys Inc.
|
139,556
|
1,927
|
|
Invacare Corp.
|
131,811
|
1,864
|
|
* AMN Healthcare Services Inc.
|
184,900
|
1,860
|
|
* Healthways Inc.
|
152,315
|
1,784
|
|
* Natus Medical Inc.
|
135,139
|
1,766
|
|
* PharMerica Corp.
|
134,781
|
1,706
|
|
* Emergent Biosolutions Inc.
|
117,144
|
1,665
|
|
* Symmetry Medical Inc.
|
166,641
|
1,648
|
|
* Hi-Tech Pharmacal Co. Inc.
|
49,361
|
1,634
|
|
* Cambrex Corp.
|
134,597
|
1,579
|
|
* Gentiva Health Services Inc.
|
129,373
|
1,464
|
|
* Affymetrix Inc.
|
322,110
|
1,395
|
|
* Arqule Inc.
|
266,549
|
1,362
|
|
* LHC Group Inc.
|
69,845
|
1,290
|
|
* Corvel Corp.
|
28,104
|
1,258
|
|
* SurModics Inc.
|
55,398
|
1,120
|
|
* Almost Family Inc.
|
37,854
|
806
|
|
|
|
|
|
* Palomar Medical Technologies Inc.
|
81,013
|
765
|
|
CryoLife Inc.
|
113,691
|
764
|
|
* Cross Country Healthcare Inc.
|
143,268
|
676
|
|
* Par Pharmaceutical Cos. Inc.
|
7,829
|
391
|
|
* Enzo Biochem Inc.
|
61,606
|
126
|
|
|
|
248,775
|
|
Industrials (15.6%)
|
|
|
|
Robbins & Myers Inc.
|
193,967
|
11,560
|
|
Toro Co.
|
267,676
|
10,648
|
|
* Teledyne Technologies Inc.
|
167,768
|
10,635
|
|
AO Smith Corp.
|
176,793
|
10,173
|
|
* Old Dominion Freight Line Inc.
|
321,802
|
9,706
|
|
Actuant Corp. Class A
|
331,816
|
9,497
|
|
EMCOR Group Inc.
|
303,172
|
8,653
|
|
* Portfolio Recovery Associates Inc.
|
76,876
|
8,028
|
|
Applied Industrial Technologies Inc.
|
191,557
|
7,936
|
|
Mueller Industries Inc.
|
174,270
|
7,924
|
|
* Moog Inc. Class A
|
206,397
|
7,816
|
|
Geo Group Inc.
|
279,971
|
7,747
|
|
* EnerSys Inc.
|
218,709
|
7,718
|
|
* Tetra Tech Inc.
|
289,980
|
7,615
|
|
Belden Inc.
|
204,129
|
7,528
|
|
Healthcare Services Group Inc.
|
306,375
|
7,007
|
|
Curtiss-Wright Corp.
|
213,365
|
6,977
|
|
Brady Corp. Class A
|
215,450
|
6,308
|
|
Barnes Group Inc.
|
213,872
|
5,349
|
|
Franklin Electric Co. Inc.
|
87,314
|
5,282
|
|
Simpson Manufacturing Co. Inc.
|
182,573
|
5,225
|
|
United Stationers Inc.
|
184,718
|
4,806
|
|
* Hub Group Inc. Class A
|
161,633
|
4,797
|
|
Watts Water Technologies Inc. Class A
|
126,513
|
4,786
|
|
* II-VI Inc.
|
249,232
|
4,740
|
|
ESCO Technologies Inc.
|
121,687
|
4,728
|
|
UniFirst Corp.
|
68,036
|
4,544
|
|
* Allegiant Travel Co. Class A
|
69,239
|
4,387
|
|
AZZ Inc.
|
115,081
|
4,371
|
|
ABM Industries Inc.
|
229,775
|
4,350
|
|
Kaman Corp.
|
120,281
|
4,313
|
|
Lindsay Corp.
|
57,863
|
4,164
|
|
Briggs & Stratton Corp.
|
217,843
|
4,067
|
|
Forward Air Corp.
|
132,254
|
4,022
|
|
* Orbital Sciences Corp.
|
268,420
|
3,908
|
|
* On Assignment Inc.
|
195,858
|
3,901
|
|
Knight Transportation Inc.
|
268,531
|
3,840
|
|
Universal Forest Products Inc.
|
89,777
|
3,729
|
|
Cubic Corp.
|
73,066
|
3,658
|
|
Tennant Co.
|
84,678
|
3,626
|
|
Interface Inc. Class A
|
261,292
|
3,452
|
|
* Aegion Corp. Class A
|
178,986
|
3,429
|
|
* Exponent Inc.
|
60,009
|
3,426
|
|
* EnPro Industries Inc.
|
94,363
|
3,398
|
|
Kaydon Corp.
|
146,131
|
3,265
|
|
Quanex Building Products Corp.
|
168,197
|
3,169
|
|
* Astec Industries Inc.
|
95,472
|
3,018
|
|
AAR Corp.
|
183,570
|
3,014
|
|
CIRCOR International Inc.
|
79,336
|
2,995
|
|
* Encore Capital Group Inc.
|
105,162
|
2,972
|
|
|
|
|
|
* Mobile Mini Inc.
|
172,915
|
2,889
|
|
* TrueBlue Inc.
|
183,636
|
2,887
|
|
Albany International Corp.
|
131,313
|
2,885
|
|
Heartland Express Inc.
|
210,161
|
2,808
|
|
G&K Services Inc. Class A
|
86,073
|
2,695
|
|
* GenCorp Inc.
|
274,241
|
2,603
|
|
* Navigant Consulting Inc.
|
234,608
|
2,592
|
|
Standex International Corp.
|
57,656
|
2,563
|
|
Insperity Inc.
|
100,697
|
2,541
|
|
Apogee Enterprises Inc.
|
128,968
|
2,530
|
|
Ceradyne Inc.
|
103,569
|
2,530
|
|
Resources Connection Inc.
|
192,928
|
2,529
|
|
American Science & Engineering Inc.
|
38,391
|
2,519
|
|
Encore Wire Corp.
|
84,609
|
2,476
|
|
SkyWest Inc.
|
232,789
|
2,405
|
|
* Sykes Enterprises Inc.
|
178,139
|
2,394
|
|
* Dycom Industries Inc.
|
153,164
|
2,203
|
|
Griffon Corp.
|
209,743
|
2,160
|
|
John Bean Technologies Corp.
|
132,184
|
2,159
|
|
Cascade Corp.
|
38,678
|
2,117
|
|
* Aerovironment Inc.
|
86,191
|
2,023
|
|
Viad Corp.
|
92,018
|
1,920
|
|
Comfort Systems USA Inc.
|
171,523
|
1,875
|
|
* Federal Signal Corp.
|
283,144
|
1,789
|
|
* Gibraltar Industries Inc.
|
132,323
|
1,696
|
|
AAON Inc.
|
85,852
|
1,690
|
|
National Presto Industries Inc.
|
22,027
|
1,605
|
|
* Powell Industries Inc.
|
40,736
|
1,575
|
|
Kelly Services Inc. Class A
|
123,181
|
1,552
|
|
* Engility Holdings Inc.
|
74,653
|
1,377
|
|
* Lydall Inc.
|
78,579
|
1,107
|
|
CDI Corp.
|
63,454
|
1,081
|
|
* Consolidated Graphics Inc.
|
38,810
|
1,013
|
|
Heidrick & Struggles International Inc.
|
74,704
|
952
|
|
* Orion Marine Group Inc.
|
123,563
|
918
|
|
* NCI Building Systems Inc.
|
86,097
|
864
|
|
Arkansas Best Corp.
|
102,941
|
815
|
|
* Dolan Co.
|
120,562
|
649
|
|
* Vicor Corp.
|
90,758
|
605
|
|
Lawson Products Inc.
|
17,268
|
119
|
|
|
|
357,917
|
|
Information Technology (18.1%)
|
|
|
|
* Cirrus Logic Inc.
|
294,455
|
11,304
|
|
* CommVault Systems Inc.
|
190,456
|
11,180
|
|
FEI Co.
|
173,466
|
9,280
|
|
MAXIMUS Inc.
|
155,128
|
9,264
|
|
* Microsemi Corp.
|
405,164
|
8,132
|
|
Anixter International Inc.
|
125,739
|
7,225
|
|
* Cymer Inc.
|
141,476
|
7,224
|
|
* 3D Systems Corp.
|
217,071
|
7,131
|
|
* Hittite Microwave Corp.
|
123,452
|
6,848
|
|
* ViaSat Inc.
|
180,378
|
6,743
|
|
* Sourcefire Inc.
|
136,393
|
6,687
|
|
* OSI Systems Inc.
|
85,102
|
6,624
|
|
* NETGEAR Inc.
|
173,316
|
6,610
|
|
* Arris Group Inc.
|
515,799
|
6,597
|
|
j2 Global Inc.
|
195,237
|
6,408
|
|
|
|
|
|
Cognex Corp.
|
181,560
|
6,278
|
|
* JDA Software Group Inc.
|
195,033
|
6,198
|
|
* Progress Software Corp.
|
288,631
|
6,174
|
|
MKS Instruments Inc.
|
240,904
|
6,141
|
|
* Cardtronics Inc.
|
201,428
|
5,999
|
|
Littelfuse Inc.
|
99,523
|
5,627
|
|
Heartland Payment Systems Inc.
|
177,137
|
5,612
|
|
* Liquidity Services Inc.
|
110,186
|
5,532
|
|
* DealerTrack Holdings Inc.
|
194,296
|
5,411
|
|
* Veeco Instruments Inc.
|
178,380
|
5,355
|
|
* CACI International Inc. Class A
|
103,291
|
5,349
|
|
* MicroStrategy Inc. Class A
|
39,414
|
5,284
|
|
* Manhattan Associates Inc.
|
91,312
|
5,229
|
|
* Tyler Technologies Inc.
|
118,712
|
5,226
|
|
Blackbaud Inc.
|
205,401
|
4,913
|
|
* Plexus Corp.
|
159,359
|
4,827
|
|
* OpenTable Inc.
|
102,941
|
4,282
|
|
* Take-Two Interactive Software Inc.
|
409,787
|
4,274
|
|
* Netscout Systems Inc.
|
163,467
|
4,170
|
|
* Bottomline Technologies Inc.
|
167,422
|
4,134
|
|
* LivePerson Inc.
|
228,156
|
4,132
|
|
* ScanSource Inc.
|
125,892
|
4,031
|
|
Power Integrations Inc.
|
131,357
|
3,997
|
|
* SYNNEX Corp.
|
120,759
|
3,934
|
|
MTS Systems Corp.
|
73,316
|
3,926
|
|
* Benchmark Electronics Inc.
|
255,614
|
3,903
|
|
* Ultratech Inc.
|
120,456
|
3,780
|
|
* TriQuint Semiconductor Inc.
|
745,668
|
3,766
|
|
Cabot Microelectronics Corp.
|
106,155
|
3,730
|
|
* Synaptics Inc.
|
150,262
|
3,609
|
|
* Insight Enterprises Inc.
|
202,309
|
3,536
|
|
* Kulicke & Soffa Industries Inc.
|
337,291
|
3,508
|
|
* ExlService Holdings Inc.
|
117,973
|
3,480
|
|
* CSG Systems International Inc.
|
153,329
|
3,448
|
|
Ebix Inc.
|
145,387
|
3,433
|
|
* Blucora Inc.
|
184,076
|
3,278
|
|
Tessera Technologies Inc.
|
236,284
|
3,232
|
|
* FARO Technologies Inc.
|
77,203
|
3,190
|
|
* Rogers Corp.
|
74,930
|
3,174
|
|
* Synchronoss Technologies Inc.
|
124,497
|
2,851
|
|
* Brightpoint Inc.
|
313,707
|
2,817
|
|
* Monolithic Power Systems Inc.
|
141,317
|
2,791
|
|
* Diodes Inc.
|
163,305
|
2,778
|
|
* Digital River Inc.
|
162,153
|
2,701
|
|
* ATMI Inc.
|
145,084
|
2,694
|
|
* GT Advanced Technologies Inc.
|
485,228
|
2,644
|
|
Monotype Imaging Holdings Inc.
|
166,881
|
2,602
|
|
* Websense Inc.
|
165,521
|
2,590
|
|
* Rofin-Sinar Technologies Inc.
|
130,177
|
2,568
|
|
* Volterra Semiconductor Corp.
|
115,881
|
2,534
|
|
* iGATE Corp.
|
138,256
|
2,512
|
|
Brooks Automation Inc.
|
302,105
|
2,426
|
|
* Harmonic Inc.
|
523,328
|
2,376
|
|
Badger Meter Inc.
|
65,084
|
2,368
|
|
OPNET
|
69,512
|
2,368
|
|
* Entropic Communications Inc.
|
401,485
|
2,337
|
|
* Measurement Specialties Inc.
|
70,210
|
2,316
|
|
|
|
|
|
Micrel Inc.
|
221,159
|
2,304
|
|
United Online Inc.
|
412,635
|
2,278
|
|
Comtech Telecommunications Corp.
|
81,559
|
2,254
|
|
* TTM Technologies Inc.
|
238,822
|
2,252
|
|
* comScore Inc.
|
145,982
|
2,226
|
|
Park Electrochemical Corp.
|
88,069
|
2,187
|
|
* Interactive Intelligence Group Inc.
|
67,695
|
2,034
|
|
* Higher One Holdings Inc.
|
149,343
|
2,013
|
|
* Dice Holdings Inc.
|
237,619
|
2,001
|
|
* DTS Inc.
|
85,826
|
1,998
|
|
* Advanced Energy Industries Inc.
|
159,944
|
1,971
|
|
EPIQ Systems Inc.
|
146,583
|
1,967
|
|
Black Box Corp.
|
76,779
|
1,959
|
|
Forrester Research Inc.
|
67,147
|
1,932
|
|
* Newport Corp.
|
173,617
|
1,920
|
|
* Perficient Inc.
|
150,371
|
1,815
|
|
* TeleTech Holdings Inc.
|
104,315
|
1,779
|
|
* LogMeIn Inc.
|
74,504
|
1,671
|
|
* Exar Corp.
|
205,872
|
1,647
|
|
* Virtusa Corp.
|
90,523
|
1,609
|
|
Daktronics Inc.
|
168,428
|
1,602
|
|
* Intermec Inc.
|
255,240
|
1,585
|
|
CTS Corp.
|
155,978
|
1,571
|
|
* Stamps.com Inc.
|
67,327
|
1,558
|
|
Methode Electronics Inc.
|
160,285
|
1,556
|
|
* Rudolph Technologies Inc.
|
146,666
|
1,540
|
|
* Checkpoint Systems Inc.
|
184,899
|
1,531
|
|
* Mercury Computer Systems Inc.
|
141,426
|
1,502
|
|
* Ceva Inc.
|
102,803
|
1,478
|
|
* Oplink Communications Inc.
|
87,978
|
1,455
|
|
* Super Micro Computer Inc.
|
118,996
|
1,432
|
|
Electro Scientific Industries Inc.
|
113,486
|
1,387
|
|
* Symmetricom Inc.
|
191,416
|
1,334
|
|
* Nanometrics Inc.
|
96,592
|
1,334
|
|
* Avid Technology Inc.
|
138,025
|
1,306
|
|
* VASCO Data Security International Inc.
|
132,258
|
1,241
|
|
* Digi International Inc.
|
117,833
|
1,197
|
|
* Kopin Corp.
|
280,798
|
1,056
|
|
* CIBER Inc.
|
303,063
|
1,052
|
|
* Sigma Designs Inc.
|
151,363
|
1,001
|
|
* QuinStreet Inc.
|
116,935
|
981
|
|
* XO Group Inc.
|
111,840
|
934
|
|
Bel Fuse Inc. Class B
|
48,815
|
912
|
|
* Supertex Inc.
|
48,337
|
864
|
|
* Pericom Semiconductor Corp.
|
97,562
|
847
|
|
Cohu Inc.
|
88,596
|
832
|
|
* Rubicon Technology Inc.
|
77,925
|
747
|
|
* DSP Group Inc.
|
100,628
|
598
|
|
PC-Tel Inc.
|
79,079
|
558
|
|
* Agilysys Inc.
|
64,350
|
553
|
|
* STR Holdings Inc.
|
176,620
|
548
|
|
* Intevac Inc.
|
82,423
|
504
|
|
* Radisys Corp.
|
96,554
|
348
|
|
* Novatel Wireless Inc.
|
133,872
|
265
|
|
* NCI Inc. Class A
|
37,832
|
260
|
|
* Gerber Scientific Inc. CVR
|
110,699
|
—
|
|
|
|
415,918
|
|
|
|
|
|
Materials (5.9%)
|
|
|
|
Eagle Materials Inc.
|
208,699
|
9,654
|
|
HB Fuller Co.
|
227,441
|
6,978
|
|
PolyOne Corp.
|
403,525
|
6,686
|
|
Buckeye Technologies Inc.
|
181,990
|
5,835
|
|
* SunCoke Energy Inc.
|
319,178
|
5,145
|
|
Balchem Corp.
|
133,220
|
4,893
|
|
Innophos Holdings Inc.
|
99,465
|
4,823
|
|
Schweitzer-Mauduit International Inc.
|
141,933
|
4,682
|
|
Kaiser Aluminum Corp.
|
76,579
|
4,471
|
|
Globe Specialty Metals Inc.
|
290,630
|
4,423
|
|
* Clearwater Paper Corp.
|
106,399
|
4,395
|
|
* KapStone Paper and Packaging Corp.
|
174,407
|
3,905
|
|
AMCOL International Corp.
|
114,751
|
3,888
|
|
* Texas Industries Inc.
|
94,331
|
3,835
|
|
* Kraton Performance Polymers Inc.
|
146,913
|
3,834
|
|
American Vanguard Corp.
|
108,146
|
3,764
|
|
* LSB Industries Inc.
|
85,555
|
3,753
|
|
* Calgon Carbon Corp.
|
259,380
|
3,712
|
|
Stepan Co.
|
37,763
|
3,630
|
|
Koppers Holdings Inc.
|
94,574
|
3,303
|
|
* RTI International Metals Inc.
|
137,969
|
3,303
|
|
Deltic Timber Corp.
|
49,570
|
3,235
|
|
A Schulman Inc.
|
134,118
|
3,195
|
|
Haynes International Inc.
|
55,849
|
2,913
|
|
Quaker Chemical Corp.
|
58,968
|
2,752
|
|
* OM Group Inc.
|
147,494
|
2,735
|
|
AK Steel Holding Corp.
|
503,043
|
2,415
|
|
Materion Corp.
|
93,297
|
2,220
|
|
Myers Industries Inc.
|
141,286
|
2,207
|
|
Neenah Paper Inc.
|
72,095
|
2,065
|
|
Wausau Paper Corp.
|
211,142
|
1,955
|
|
Tredegar Corp.
|
109,716
|
1,946
|
|
* Headwaters Inc.
|
279,887
|
1,842
|
|
Hawkins Inc.
|
41,674
|
1,732
|
|
Zep Inc.
|
100,807
|
1,524
|
|
* Century Aluminum Co.
|
192,372
|
1,375
|
|
* AM Castle & Co.
|
75,788
|
947
|
|
Olympic Steel Inc.
|
42,403
|
716
|
|
|
|
134,686
|
|
Telecommunication Services (0.6%)
|
|
|
|
* Cincinnati Bell Inc.
|
897,892
|
5,118
|
|
Atlantic Tele-Network Inc.
|
42,463
|
1,825
|
|
* General Communication Inc. Class A
|
150,405
|
1,474
|
|
* Cbeyond Inc.
|
138,311
|
1,364
|
|
* Neutral Tandem Inc.
|
136,101
|
1,276
|
|
USA Mobility Inc.
|
101,075
|
1,200
|
|
NTELOS Holdings Corp.
|
68,304
|
1,186
|
|
Lumos Networks Corp.
|
69,040
|
543
|
|
|
|
13,986
|
|
Utilities (4.2%)
|
|
|
|
Piedmont Natural Gas Co. Inc.
|
328,482
|
10,669
|
|
Southwest Gas Corp.
|
210,158
|
9,289
|
|
New Jersey Resources Corp.
|
189,490
|
8,663
|
|
UIL Holdings Corp.
|
230,777
|
8,276
|
|
UNS Energy Corp.
|
187,982
|
7,869
|
|
|
|
|
|
|
South Jersey Industries Inc.
|
|
140,578
|
7,441
|
|
Avista Corp.
|
|
267,693
|
6,890
|
|
ALLETE Inc.
|
|
156,974
|
6,552
|
|
El Paso Electric Co.
|
|
182,598
|
6,254
|
|
NorthWestern Corp.
|
|
169,444
|
6,139
|
|
Northwest Natural Gas Co.
|
|
121,805
|
5,998
|
|
CH Energy Group Inc.
|
|
68,000
|
4,434
|
|
Laclede Group Inc.
|
|
95,333
|
4,099
|
|
American States Water Co.
|
|
86,214
|
3,831
|
|
|
|
|
96,404
|
|
Total Common Stocks (Cost $1,647,288)
|
|
|
2,298,758
|
|
|
Coupon
|
|
|
|
Temporary Cash Investment (0.1%)
|
|
|
|
|
Money Market Fund (0.1%)
|
|
|
|
|
2 Vanguard Market Liquidity Fund (Cost
|
|
|
|
|
$2,148)
|
0.163%
|
2,148,000
|
2,148
|
|
|
|
Total Investments (100.3%) (Cost $1,649,436)
|
|
|
2,300,906
|
|
Other Assets and Liabilities-Net (-0.3%)
|
|
|
(7,087)
|
|
Net Assets (100%)
|
|
|
2,293,819
|
* Non-income-producing security.
1 Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
REIT—Real Estate Investment Trust.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.
B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments).
At September 30, 2012, 100% of the market value of the fund's investments was determined based on Level 1 inputs.
C. At September 30, 2012, the cost of investment securities for tax purposes was $1,649,436,000. Net unrealized appreciation of investment securities for tax purposes was $651,470,000, consisting of unrealized gains of $708,012,000 on securities that had risen in value since their purchase and $56,542,000 in unrealized losses on securities that had fallen in value since their purchase.
|
|
|
|
|
Vanguard Tax-Managed International Fund
|
|
|
|
|
|
|
|
|
|
Schedule of Investments
|
|
|
|
As of September 30, 2012
|
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
|
Common Stocks (100.0%)
|
|
|
|
Australia (8.8%)
|
|
|
|
BHP Billiton Ltd.
|
3,538,603
|
120,910
|
|
Commonwealth Bank of Australia
|
1,761,955
|
101,450
|
|
Westpac Banking Corp.
|
3,389,547
|
86,911
|
|
Australia & New Zealand Banking Group Ltd.
|
2,979,192
|
76,135
|
|
National Australia Bank Ltd.
|
2,489,433
|
65,452
|
|
Woolworths Ltd.
|
1,362,188
|
40,562
|
|
Wesfarmers Ltd.
|
1,122,376
|
39,724
|
|
CSL Ltd.
|
583,772
|
27,766
|
|
Rio Tinto Ltd.
|
484,078
|
26,589
|
|
Newcrest Mining Ltd.
|
818,005
|
24,590
|
|
Woodside Petroleum Ltd.
|
709,014
|
24,254
|
|
Telstra Corp. Ltd.
|
4,838,656
|
19,616
|
|
QBE Insurance Group Ltd.
|
1,256,826
|
16,785
|
|
AMP Ltd.
|
3,370,093
|
15,057
|
|
Suncorp Group Ltd.
|
1,577,492
|
15,047
|
|
Origin Energy Ltd.
|
1,260,785
|
14,773
|
|
Brambles Ltd.
|
1,779,500
|
12,895
|
|
Santos Ltd.
|
1,033,815
|
12,129
|
|
Macquarie Group Ltd.
|
381,255
|
11,179
|
|
Orica Ltd.
|
432,098
|
11,112
|
|
Amcor Ltd.
|
1,369,635
|
10,990
|
|
Insurance Australia Group Ltd.
|
2,386,925
|
10,765
|
|
Transurban Group
|
1,693,956
|
10,503
|
|
Centro Retail Australia
|
4,670,378
|
10,126
|
|
Coca-Cola Amatil Ltd.
|
719,781
|
10,105
|
|
AGL Energy Ltd.
|
623,257
|
9,656
|
|
ASX Ltd.
|
245,269
|
7,494
|
|
WorleyParsons Ltd.
|
233,139
|
6,803
|
|
Lend Lease Group
|
784,300
|
6,353
|
|
QR National Ltd.
|
1,742,657
|
6,135
|
|
Sonic Healthcare Ltd.
|
435,881
|
6,106
|
|
Incitec Pivot Ltd.
|
1,919,188
|
5,893
|
|
Fortescue Metals Group Ltd.
|
1,539,384
|
5,519
|
|
Computershare Ltd.
|
635,109
|
5,449
|
|
Asciano Ltd.
|
1,198,314
|
5,401
|
|
APA Group
|
1,005,786
|
4,934
|
|
Tatts Group Ltd.
|
1,703,721
|
4,770
|
|
Cochlear Ltd.
|
68,509
|
4,753
|
|
James Hardie Industries SE
|
526,858
|
4,732
|
|
Iluka Resources Ltd.
|
447,451
|
4,574
|
|
Ramsay Health Care Ltd.
|
182,253
|
4,531
|
|
Boral Ltd.
|
1,036,991
|
4,109
|
|
Toll Holdings Ltd.
|
894,870
|
4,070
|
|
Crown Ltd.
|
427,601
|
4,021
|
|
Metcash Ltd.
|
1,056,505
|
3,868
|
|
Bendigo and Adelaide Bank Ltd.
|
461,289
|
3,666
|
|
Leighton Holdings Ltd.
|
199,999
|
3,422
|
|
Echo Entertainment Group Ltd.
|
857,050
|
3,389
|
|
* ALS Ltd.
|
354,055
|
3,139
|
|
|
|
|
|
Sydney Airport
|
945,377
|
3,094
|
|
OZ Minerals Ltd.
|
439,842
|
3,054
|
|
Caltex Australia Ltd.
|
165,284
|
2,816
|
|
Tabcorp Holdings Ltd.
|
972,934
|
2,780
|
|
SP AusNet
|
2,511,447
|
2,723
|
|
Alumina Ltd.
|
3,082,154
|
2,684
|
|
Sims Metal Management Ltd.
|
248,157
|
2,455
|
|
* Qantas Airways Ltd.
|
1,684,641
|
2,120
|
|
Harvey Norman Holdings Ltd.
|
996,274
|
1,994
|
|
Whitehaven Coal Ltd.
|
488,840
|
1,441
|
|
Fairfax Media Ltd.
|
3,131,256
|
1,340
|
|
Newcrest Mining Ltd. ADR
|
22,953
|
685
|
|
Sims Metal Management Ltd. ADR
|
3,072
|
30
|
|
|
|
965,428
|
|
Austria (0.3%)
|
|
|
|
OMV AG
|
175,575
|
6,150
|
|
* Erste Group Bank AG
|
226,256
|
5,057
|
|
Andritz AG
|
76,357
|
4,329
|
|
Voestalpine AG
|
112,245
|
3,365
|
|
Vienna Insurance Group AG Wiener Versicherung Gruppe
|
67,305
|
2,858
|
|
Telekom Austria AG
|
404,082
|
2,858
|
|
Raiffeisen Bank International AG
|
66,531
|
2,413
|
|
Verbund AG
|
93,901
|
1,945
|
|
|
|
28,975
|
|
Belgium (1.1%)
|
|
|
|
Anheuser-Busch InBev NV
|
876,125
|
74,952
|
|
Solvay SA Class A
|
67,867
|
7,865
|
|
Umicore SA
|
147,644
|
7,729
|
|
UCB SA
|
122,706
|
6,752
|
|
Belgacom SA
|
203,672
|
6,215
|
|
* Ageas
|
244,253
|
5,868
|
|
Delhaize Group SA
|
113,602
|
4,388
|
|
KBC Groep NV
|
179,391
|
4,308
|
|
Colruyt SA
|
88,317
|
3,848
|
|
Telenet Group Holding NV
|
54,934
|
2,456
|
|
Mobistar SA
|
40,559
|
1,280
|
|
|
|
125,661
|
|
China (0.0%)
|
|
|
|
MGM China Holdings Ltd.
|
1,132,000
|
1,944
|
|
|
|
Denmark (1.2%)
|
|
|
|
Novo Nordisk A/S Class B
|
437,980
|
68,927
|
|
* Danske Bank A/S
|
685,652
|
12,357
|
|
Carlsberg A/S Class B
|
121,678
|
10,779
|
|
AP Moeller - Maersk A/S Class B
|
1,496
|
10,695
|
|
Novozymes A/S
|
257,397
|
7,099
|
|
Coloplast A/S Class B
|
21,803
|
4,543
|
|
DSV A/S
|
178,318
|
4,003
|
|
TDC A/S
|
509,387
|
3,717
|
|
AP Moeller - Maersk A/S Class A
|
498
|
3,367
|
|
* William Demant Holding A/S
|
32,676
|
2,928
|
|
Tryg A/S
|
40,845
|
2,649
|
|
|
|
131,064
|
|
Finland (0.8%)
|
|
|
|
Sampo Oyj
|
487,423
|
15,189
|
|
Kone Oyj Class B
|
174,423
|
12,089
|
|
|
|
|
|
Nokia Oyj
|
3,983,627
|
10,339
|
|
Fortum Oyj
|
491,600
|
9,058
|
|
Wartsila OYJ Abp
|
194,877
|
6,763
|
|
UPM-Kymmene Oyj
|
584,262
|
6,625
|
|
Nokian Renkaat Oyj
|
134,773
|
5,502
|
|
Metso Oyj
|
116,443
|
4,171
|
|
Stora Enso Oyj
|
616,088
|
3,838
|
|
Pohjola Bank plc Class A
|
217,269
|
2,864
|
|
Elisa Oyj
|
120,171
|
2,719
|
|
Neste Oil Oyj
|
187,428
|
2,463
|
|
Orion Oyj Class B
|
60,594
|
1,297
|
|
Kesko Oyj Class B
|
41,838
|
1,186
|
|
|
|
84,103
|
|
France (9.2%)
|
|
|
|
Total SA
|
2,274,043
|
113,135
|
|
Sanofi
|
1,273,694
|
109,000
|
|
BNP Paribas SA
|
1,038,733
|
49,248
|
|
Air Liquide SA
|
336,950
|
41,766
|
|
LVMH Moet Hennessy Louis Vuitton SA
|
269,954
|
40,525
|
|
Danone SA
|
618,283
|
38,043
|
|
Schneider Electric SA
|
553,719
|
32,738
|
|
L'Oreal SA
|
259,464
|
32,081
|
|
GDF Suez
|
1,350,303
|
30,101
|
|
AXA SA
|
1,884,475
|
28,056
|
|
Vivendi SA
|
1,368,874
|
26,676
|
|
Pernod-Ricard SA
|
229,171
|
25,707
|
|
Unibail-Rodamco SE
|
123,441
|
24,598
|
|
France Telecom SA
|
1,962,718
|
23,768
|
|
* Societe Generale SA
|
730,516
|
20,702
|
|
Vinci SA
|
482,598
|
20,534
|
|
Cie Generale d'Optique Essilor International SA
|
213,087
|
19,940
|
|
Cie Generale des Etablissements Michelin
|
192,457
|
15,070
|
|
Cie de St-Gobain
|
416,575
|
14,581
|
|
ArcelorMittal
|
1,005,676
|
14,476
|
|
European Aeronautic Defence and Space Co. NV
|
438,070
|
13,885
|
|
Carrefour SA
|
619,021
|
12,841
|
|
PPR
|
82,728
|
12,697
|
|
Technip SA
|
111,801
|
12,423
|
|
Lafarge SA
|
212,324
|
11,408
|
|
Renault SA
|
208,976
|
9,792
|
|
Publicis Groupe SA
|
167,663
|
9,378
|
|
Legrand SA
|
247,819
|
9,341
|
|
Safran SA
|
245,019
|
8,813
|
|
SES SA
|
305,706
|
8,313
|
|
Sodexo
|
104,984
|
7,905
|
|
Christian Dior SA
|
58,957
|
7,898
|
|
Alstom SA
|
218,702
|
7,656
|
|
Klepierre
|
216,600
|
7,589
|
|
Gemalto NV
|
83,755
|
7,366
|
|
* Credit Agricole SA
|
1,064,038
|
7,319
|
|
Dassault Systemes SA
|
67,594
|
7,102
|
|
Cap Gemini SA
|
159,267
|
6,731
|
|
Bureau Veritas SA
|
64,504
|
6,622
|
|
Gecina SA
|
57,973
|
5,933
|
|
Accor SA
|
175,718
|
5,850
|
|
* Cie Generale de Geophysique - Veritas
|
167,605
|
5,383
|
|
Arkema SA
|
56,892
|
5,325
|
|
|
|
|
|
Casino Guichard Perrachon SA
|
55,018
|
4,867
|
|
Fonciere Des Regions
|
64,751
|
4,866
|
|
Electricite de France SA
|
231,733
|
4,846
|
|
Bouygues SA
|
197,609
|
4,805
|
|
Vallourec SA
|
108,211
|
4,572
|
|
ICADE
|
55,795
|
4,544
|
|
Iliad SA
|
27,880
|
4,537
|
|
AtoS
|
62,927
|
4,378
|
|
Edenred
|
152,108
|
4,271
|
|
Eutelsat Communications SA
|
130,526
|
4,194
|
|
Veolia Environnement SA
|
371,970
|
4,002
|
|
Lagardere SCA
|
144,943
|
3,959
|
|
SCOR SE
|
148,206
|
3,820
|
|
Societe BIC SA
|
30,681
|
3,706
|
|
Groupe Eurotunnel SA
|
518,788
|
3,654
|
|
Suez Environnement Co.
|
315,848
|
3,573
|
|
STMicroelectronics NV
|
636,102
|
3,433
|
|
Thales SA
|
93,740
|
3,218
|
|
Zodiac Aerospace
|
32,516
|
3,175
|
|
Natixis
|
1,004,763
|
3,154
|
|
* Alcatel-Lucent
|
2,315,379
|
2,555
|
|
Remy Cointreau SA
|
20,652
|
2,375
|
|
Imerys SA
|
36,618
|
2,148
|
|
Aeroports de Paris
|
26,681
|
2,127
|
|
Rexel SA
|
97,984
|
1,972
|
|
CNP Assurances
|
147,408
|
1,924
|
|
* Peugeot SA
|
228,390
|
1,803
|
|
JCDecaux SA
|
49,267
|
1,115
|
|
* Cie Generale de Geophysique - Veritas Rights Exp. 10/12/2012
|
167,605
|
270
|
|
|
|
1,016,178
|
|
Germany (8.6%)
|
|
|
|
Siemens AG
|
880,760
|
88,095
|
|
BASF SE
|
982,879
|
83,050
|
|
Bayer AG
|
893,759
|
76,855
|
|
SAP AG
|
977,985
|
69,598
|
|
Allianz SE
|
488,410
|
58,250
|
|
Daimler AG
|
965,757
|
46,874
|
|
E.ON AG
|
1,930,664
|
45,879
|
|
Deutsche Bank AG
|
996,791
|
39,483
|
|
Deutsche Telekom AG
|
3,036,661
|
37,345
|
|
Linde AG
|
201,238
|
34,686
|
|
Muenchener Rueckversicherungs AG
|
197,045
|
30,811
|
|
Volkswagen AG Prior Pfd.
|
150,616
|
27,540
|
|
Bayerische Motoren Werke AG
|
349,933
|
25,661
|
|
RWE AG
|
527,309
|
23,596
|
|
Adidas AG
|
229,463
|
18,830
|
|
Deutsche Post AG
|
929,643
|
18,161
|
|
Fresenius Medical Care AG & Co. KGaA
|
228,097
|
16,731
|
|
Fresenius SE & Co. KGaA
|
135,116
|
15,689
|
|
Henkel AG & Co. KGaA Prior Pfd.
|
184,896
|
14,729
|
|
Deutsche Boerse AG
|
224,653
|
12,432
|
|
Henkel AG & Co. KGaA
|
156,832
|
10,236
|
|
Porsche Automobil Holding SE Prior Pfd.
|
159,904
|
9,582
|
|
K&S AG
|
181,266
|
8,930
|
|
ThyssenKrupp AG
|
417,556
|
8,895
|
|
Beiersdorf AG
|
118,468
|
8,701
|
|
Merck KGaA
|
70,434
|
8,695
|
|
|
|
|
|
Continental AG
|
86,688
|
8,502
|
|
HeidelbergCement AG
|
152,336
|
8,001
|
|
* Kabel Deutschland Holding AG
|
102,252
|
7,299
|
|
Infineon Technologies AG
|
1,120,352
|
7,121
|
|
* Commerzbank AG
|
3,743,698
|
6,697
|
|
Lanxess AG
|
79,962
|
6,642
|
|
Brenntag AG
|
46,299
|
5,933
|
|
Volkswagen AG
|
34,702
|
5,817
|
|
GEA Group AG
|
189,951
|
5,759
|
|
* QIAGEN NV
|
268,486
|
4,950
|
|
Hannover Rueckversicherung AG
|
64,620
|
4,135
|
|
MAN SE
|
44,482
|
4,080
|
|
Metro AG
|
135,010
|
4,045
|
|
Bayerische Motoren Werke AG Prior Pfd.
|
62,904
|
3,234
|
|
Fraport AG Frankfurt Airport Services Worldwide
|
55,032
|
3,185
|
|
Deutsche Lufthansa AG
|
174,975
|
2,375
|
|
Celesio AG
|
113,621
|
2,029
|
|
* Hugo Boss AG
|
22,989
|
2,025
|
|
ProSiebenSat.1 Media AG Prior Pfd.
|
74,951
|
1,890
|
|
Suedzucker AG
|
52,060
|
1,844
|
|
Salzgitter AG
|
45,107
|
1,746
|
|
United Internet AG
|
85,324
|
1,742
|
|
* Hochtief AG
|
36,179
|
1,697
|
|
Axel Springer AG
|
25,002
|
1,084
|
|
RWE AG Prior Pfd.
|
22,605
|
902
|
|
Wacker Chemie AG
|
12,997
|
836
|
|
|
|
942,904
|
|
Greece (0.0%)
|
|
|
|
Coca Cola Hellenic Bottling Co. SA
|
211,602
|
3,951
|
|
OPAP SA
|
207,765
|
1,066
|
|
|
|
5,017
|
|
Hong Kong (3.1%)
|
|
|
|
AIA Group Ltd.
|
11,038,763
|
40,903
|
|
Sun Hung Kai Properties Ltd.
|
1,719,768
|
25,023
|
|
Cheung Kong Holdings Ltd.
|
1,570,500
|
22,943
|
|
Hutchison Whampoa Ltd.
|
2,357,512
|
22,735
|
|
CLP Holdings Ltd.
|
2,051,932
|
17,417
|
|
Hong Kong Exchanges and Clearing Ltd.
|
1,136,100
|
17,069
|
|
Hong Kong & China Gas Co. Ltd.
|
6,091,718
|
15,399
|
|
Power Assets Holdings Ltd.
|
1,526,100
|
12,958
|
|
BOC Hong Kong Holdings Ltd.
|
4,007,000
|
12,673
|
|
Hang Seng Bank Ltd.
|
818,243
|
12,509
|
|
Wharf Holdings Ltd.
|
1,772,815
|
12,259
|
|
Li & Fung Ltd.
|
6,381,670
|
9,841
|
|
Sands China Ltd.
|
2,657,600
|
9,839
|
|
Swire Pacific Ltd. Class A
|
804,088
|
9,817
|
|
Hang Lung Properties Ltd.
|
2,576,810
|
8,774
|
|
Henderson Land Development Co. Ltd.
|
1,212,506
|
8,683
|
|
Sino Land Co. Ltd.
|
3,547,300
|
6,606
|
|
New World Development Co. Ltd.
|
4,060,125
|
6,257
|
|
Bank of East Asia Ltd.
|
1,631,863
|
6,088
|
|
Hang Lung Group Ltd.
|
957,000
|
6,043
|
|
* Galaxy Entertainment Group Ltd.
|
1,672,000
|
5,555
|
|
Kerry Properties Ltd.
|
1,060,000
|
5,345
|
|
MTR Corp. Ltd.
|
1,402,000
|
5,300
|
|
Wheelock & Co. Ltd.
|
1,139,000
|
4,893
|
|
|
|
|
|
SJM Holdings Ltd.
|
2,150,000
|
4,646
|
|
Hysan Development Co. Ltd.
|
971,000
|
4,409
|
|
Wynn Macau Ltd.
|
1,546,400
|
4,146
|
|
Shangri-La Asia Ltd.
|
2,112,552
|
4,086
|
|
First Pacific Co. Ltd.
|
3,114,000
|
3,367
|
|
Cheung Kong Infrastructure Holdings Ltd.
|
450,000
|
2,721
|
|
Hopewell Holdings Ltd.
|
637,000
|
2,195
|
|
ASM Pacific Technology Ltd.
|
185,400
|
2,192
|
|
Yue Yuen Industrial Holdings Ltd.
|
608,500
|
2,041
|
|
Wing Hang Bank Ltd.
|
199,775
|
1,871
|
|
NWS Holdings Ltd.
|
1,141,500
|
1,830
|
|
Cathay Pacific Airways Ltd.
|
896,770
|
1,451
|
|
Lifestyle International Holdings Ltd.
|
657,500
|
1,355
|
|
PCCW Ltd.
|
2,971,000
|
1,211
|
|
Orient Overseas International Ltd.
|
149,800
|
821
|
|
* Foxconn International Holdings Ltd.
|
2,481,000
|
814
|
|
|
|
344,085
|
|
Ireland (0.3%)
|
|
|
|
CRH plc
|
758,535
|
14,568
|
|
Kerry Group plc Class A
|
156,410
|
8,001
|
|
* Elan Corp. plc
|
555,966
|
5,973
|
|
* Ryanair Holdings plc ADR
|
24,300
|
784
|
|
* Ryanair Holdings plc
|
68,719
|
391
|
|
* Irish Bank Resolution Corp. Ltd.
|
257,065
|
—
|
|
|
|
29,717
|
|
Israel (0.6%)
|
|
|
|
Teva Pharmaceutical Industries Ltd.
|
1,022,710
|
42,216
|
|
Israel Chemicals Ltd.
|
491,398
|
5,968
|
|
* Bank Hapoalim BM
|
1,270,314
|
4,533
|
|
* Mellanox Technologies Ltd.
|
36,393
|
3,774
|
|
* Bank Leumi Le-Israel BM
|
1,198,424
|
3,359
|
|
Bezeq The Israeli Telecommunication Corp. Ltd.
|
1,620,093
|
1,893
|
|
Israel Corp. Ltd.
|
2,796
|
1,780
|
|
* NICE Systems Ltd.
|
52,352
|
1,740
|
|
Delek Group Ltd.
|
6,860
|
1,151
|
|
* Mizrahi Tefahot Bank Ltd.
|
109,213
|
970
|
|
|
|
67,384
|
|
Italy (2.2%)
|
|
|
|
Eni SPA
|
2,737,642
|
60,019
|
|
Enel SPA
|
7,015,938
|
24,855
|
|
Assicurazioni Generali SPA
|
1,249,138
|
18,008
|
|
* UniCredit SPA
|
4,326,702
|
18,005
|
|
Intesa Sanpaolo SPA (Registered)
|
10,767,270
|
16,419
|
|
Saipem SPA
|
265,213
|
12,781
|
|
Tenaris SA
|
527,536
|
10,796
|
|
Telecom Italia SPA (Registered)
|
10,611,898
|
10,660
|
|
Fiat Industrial SPA
|
920,283
|
9,013
|
|
Snam SPA
|
1,491,878
|
6,618
|
|
Terna Rete Elettrica Nazionale SPA
|
1,541,349
|
5,748
|
|
Telecom Italia SPA (Bearer)
|
5,950,080
|
5,212
|
|
Atlantia SPA
|
320,003
|
4,978
|
|
* Fiat SPA
|
888,034
|
4,750
|
|
Luxottica Group SPA
|
108,559
|
3,829
|
|
Unione di Banche Italiane SCPA
|
985,721
|
3,655
|
|
Prysmian SPA
|
178,805
|
3,196
|
|
Mediobanca SPA
|
595,307
|
3,190
|
|
|
|
|
|
Pirelli & C. SPA
|
289,890
|
3,128
|
|
Enel Green Power SPA
|
1,727,083
|
2,925
|
|
Exor SPA
|
116,092
|
2,925
|
|
* Banco Popolare SC
|
1,453,682
|
2,179
|
|
* Finmeccanica SPA
|
418,175
|
1,988
|
|
* Banca Monte dei Paschi di Siena SPA
|
5,860,551
|
1,703
|
|
Intesa Sanpaolo SPA (Bearer)
|
1,082,259
|
1,404
|
|
Autogrill SPA
|
133,668
|
1,273
|
|
Mediaset SPA
|
642,418
|
1,210
|
|
|
|
240,467
|
|
Japan (20.0%)
|
|
|
|
Toyota Motor Corp.
|
2,962,618
|
116,162
|
|
Mitsubishi UFJ Financial Group Inc.
|
13,699,544
|
64,108
|
|
Honda Motor Co. Ltd.
|
1,750,039
|
54,086
|
|
Sumitomo Mitsui Financial Group Inc.
|
1,465,658
|
45,667
|
|
Mizuho Financial Group Inc.
|
24,665,161
|
40,032
|
|
Takeda Pharmaceutical Co. Ltd.
|
864,394
|
39,769
|
|
Canon Inc.
|
1,211,233
|
38,878
|
|
Softbank Corp.
|
960,400
|
38,830
|
|
FANUC Corp.
|
204,900
|
32,980
|
|
Japan Tobacco Inc.
|
959,100
|
28,709
|
|
Hitachi Ltd.
|
5,005,758
|
27,798
|
|
Mitsubishi Corp.
|
1,493,886
|
27,059
|
|
Mitsubishi Estate Co. Ltd.
|
1,382,935
|
26,442
|
|
Mitsui & Co. Ltd.
|
1,866,300
|
26,184
|
|
NTT DOCOMO Inc.
|
16,165
|
26,117
|
|
East Japan Railway Co.
|
375,100
|
24,819
|
|
Astellas Pharma Inc.
|
486,814
|
24,672
|
|
Shin-Etsu Chemical Co. Ltd.
|
438,200
|
24,626
|
|
Seven & I Holdings Co. Ltd.
|
800,920
|
24,543
|
|
KDDI Corp.
|
297,600
|
23,083
|
|
Nissan Motor Co. Ltd.
|
2,662,100
|
22,656
|
|
Nippon Telegraph & Telephone Corp.
|
468,700
|
22,301
|
|
Mitsui Fudosan Co. Ltd.
|
997,000
|
19,923
|
|
Komatsu Ltd.
|
998,200
|
19,565
|
|
Tokio Marine Holdings Inc.
|
767,800
|
19,538
|
|
ITOCHU Corp.
|
1,665,100
|
16,810
|
|
Sumitomo Corp.
|
1,241,100
|
16,696
|
|
Bridgestone Corp.
|
714,331
|
16,567
|
|
Kao Corp.
|
558,901
|
16,432
|
|
Denso Corp.
|
519,100
|
16,310
|
|
Nippon Steel Corp.
|
7,769,580
|
15,910
|
|
Mitsubishi Electric Corp.
|
2,079,000
|
15,324
|
|
Panasonic Corp.
|
2,300,953
|
15,224
|
|
Central Japan Railway Co.
|
170,500
|
14,966
|
|
Tokyo Gas Co. Ltd.
|
2,678,000
|
14,726
|
|
Mitsubishi Heavy Industries Ltd.
|
3,346,000
|
14,470
|
|
Nomura Holdings Inc.
|
4,021,177
|
14,360
|
|
Kyocera Corp.
|
165,600
|
14,349
|
|
Nintendo Co. Ltd.
|
112,700
|
14,316
|
|
Inpex Corp.
|
2,395
|
14,238
|
|
Toshiba Corp.
|
4,278,000
|
13,711
|
|
Kirin Holdings Co. Ltd.
|
999,000
|
13,358
|
|
Fast Retailing Co. Ltd.
|
57,200
|
13,284
|
|
Eisai Co. Ltd.
|
288,800
|
13,010
|
|
Keyence Corp.
|
50,718
|
12,988
|
|
Kubota Corp.
|
1,241,000
|
12,525
|
|
|
|
|
|
JX Holdings Inc.
|
2,291,050
|
12,515
|
|
Sony Corp.
|
1,070,200
|
12,514
|
|
Secom Co. Ltd.
|
238,200
|
12,416
|
|
Daiichi Sankyo Co. Ltd.
|
745,163
|
12,275
|
|
Marubeni Corp.
|
1,923,000
|
12,226
|
|
Otsuka Holdings Co. Ltd.
|
390,000
|
12,086
|
|
Sumitomo Realty & Development Co. Ltd.
|
455,000
|
12,057
|
|
Ajinomoto Co. Inc.
|
752,500
|
11,787
|
|
Murata Manufacturing Co. Ltd.
|
220,600
|
11,744
|
|
Asahi Group Holdings Ltd.
|
449,300
|
11,080
|
|
Hoya Corp.
|
503,600
|
11,048
|
|
Dai-ichi Life Insurance Co. Ltd.
|
9,352
|
10,578
|
|
Nikon Corp.
|
375,100
|
10,314
|
|
Sumitomo Mitsui Trust Holdings Inc.
|
3,401,270
|
10,098
|
|
Toray Industries Inc.
|
1,696,000
|
10,034
|
|
Osaka Gas Co. Ltd.
|
2,202,000
|
9,688
|
|
MS&AD Insurance Group Holdings
|
544,533
|
9,400
|
|
Daito Trust Construction Co. Ltd.
|
92,600
|
9,296
|
|
SMC Corp.
|
57,500
|
9,254
|
|
Chubu Electric Power Co. Inc.
|
694,700
|
9,021
|
|
Nitto Denko Corp.
|
188,100
|
8,954
|
|
Odakyu Electric Railway Co. Ltd.
|
843,000
|
8,860
|
|
West Japan Railway Co.
|
205,600
|
8,780
|
|
Nidec Corp.
|
119,100
|
8,700
|
|
Resona Holdings Inc.
|
2,080,936
|
8,520
|
|
JGC Corp.
|
254,000
|
8,459
|
|
Daiwa House Industry Co. Ltd.
|
580,000
|
8,404
|
|
FUJIFILM Holdings Corp.
|
492,100
|
8,242
|
|
Rakuten Inc.
|
792,300
|
8,056
|
|
Sumitomo Electric Industries Ltd.
|
752,200
|
7,955
|
|
Kintetsu Corp.
|
1,998,190
|
7,825
|
|
Daiwa Securities Group Inc.
|
2,037,000
|
7,737
|
|
Sumitomo Metal Mining Co. Ltd.
|
608,000
|
7,650
|
|
Tokyo Electron Ltd.
|
178,400
|
7,600
|
|
Suzuki Motor Corp.
|
390,800
|
7,590
|
|
Fujitsu Ltd.
|
1,976,000
|
7,418
|
|
NKSJ Holdings Inc.
|
380,000
|
7,411
|
|
Aeon Co. Ltd.
|
642,473
|
7,255
|
|
Terumo Corp.
|
167,700
|
7,210
|
|
Oriental Land Co. Ltd.
|
54,100
|
7,123
|
|
Asahi Glass Co. Ltd.
|
1,068,035
|
7,105
|
|
LIXIL Group Corp.
|
297,112
|
7,080
|
|
Asahi Kasei Corp.
|
1,353,000
|
6,974
|
|
Shizuoka Bank Ltd.
|
665,000
|
6,805
|
|
Yamato Holdings Co. Ltd.
|
429,900
|
6,799
|
|
Daikin Industries Ltd.
|
261,500
|
6,763
|
|
JFE Holdings Inc.
|
511,700
|
6,741
|
|
T&D Holdings Inc.
|
614,830
|
6,638
|
|
Bank of Yokohama Ltd.
|
1,379,000
|
6,558
|
|
Sekisui House Ltd.
|
638,859
|
6,342
|
|
Tokyu Corp.
|
1,318,000
|
6,296
|
|
Hankyu Hanshin Holdings Inc.
|
1,161,000
|
6,270
|
|
Kansai Electric Power Co. Inc.
|
797,550
|
6,221
|
|
Isuzu Motors Ltd.
|
1,273,000
|
6,134
|
|
Ricoh Co. Ltd.
|
724,000
|
6,114
|
|
Keio Corp.
|
810,000
|
6,103
|
|
Tobu Railway Co. Ltd.
|
1,134,000
|
6,102
|
|
|
|
|
|
Aisin Seiki Co. Ltd.
|
213,800
|
6,089
|
|
Yahoo Japan Corp.
|
15,906
|
6,051
|
|
Unicharm Corp.
|
105,500
|
6,049
|
|
Chugai Pharmaceutical Co. Ltd.
|
286,800
|
6,011
|
|
Shiseido Co. Ltd.
|
424,300
|
5,816
|
|
Toyota Tsusho Corp.
|
271,893
|
5,808
|
|
Mitsubishi Chemical Holdings Corp.
|
1,494,000
|
5,706
|
|
Shionogi & Co. Ltd.
|
374,100
|
5,701
|
|
Chiba Bank Ltd.
|
961,000
|
5,587
|
|
Keikyu Corp.
|
587,000
|
5,530
|
|
Lawson Inc.
|
71,590
|
5,496
|
|
Fuji Heavy Industries Ltd.
|
647,000
|
5,390
|
|
Shimano Inc.
|
73,900
|
5,366
|
|
Dentsu Inc.
|
205,200
|
5,197
|
|
TDK Corp.
|
136,500
|
5,076
|
|
Yakult Honsha Co. Ltd.
|
102,100
|
4,841
|
|
Kuraray Co. Ltd.
|
420,400
|
4,774
|
|
Credit Saison Co. Ltd.
|
197,200
|
4,764
|
|
* Olympus Corp.
|
243,600
|
4,756
|
|
NTT Data Corp.
|
1,482
|
4,653
|
|
Konica Minolta Holdings Inc.
|
599,000
|
4,608
|
|
Nippon Express Co. Ltd.
|
1,216,000
|
4,606
|
|
Hisamitsu Pharmaceutical Co. Inc.
|
83,000
|
4,594
|
|
Makita Corp.
|
117,600
|
4,552
|
|
Sega Sammy Holdings Inc.
|
240,888
|
4,545
|
|
Dai Nippon Printing Co. Ltd.
|
638,800
|
4,454
|
|
Sumitomo Chemical Co. Ltd.
|
1,747,000
|
4,451
|
|
Omron Corp.
|
230,900
|
4,437
|
|
Sekisui Chemical Co. Ltd.
|
541,000
|
4,357
|
|
* NEC Corp.
|
2,730,400
|
4,333
|
|
Joyo Bank Ltd.
|
884,000
|
4,323
|
|
Kyowa Hakko Kirin Co. Ltd.
|
355,000
|
4,287
|
|
Electric Power Development Co. Ltd.
|
157,540
|
4,148
|
|
Toppan Printing Co. Ltd.
|
708,000
|
4,106
|
|
Mitsubishi Materials Corp.
|
1,299,000
|
4,087
|
|
Obayashi Corp.
|
882,000
|
4,019
|
|
Yamada Denki Co. Ltd.
|
91,410
|
4,010
|
|
Keisei Electric Railway Co. Ltd.
|
443,000
|
3,996
|
|
Sysmex Corp.
|
83,100
|
3,996
|
|
* Tohoku Electric Power Co. Inc.
|
495,700
|
3,984
|
|
Mitsubishi Tanabe Pharma Corp.
|
261,850
|
3,974
|
|
Namco Bandai Holdings Inc.
|
234,200
|
3,968
|
|
* Mitsubishi Motors Corp.
|
4,297,000
|
3,964
|
|
Taisei Corp.
|
1,373,000
|
3,934
|
|
MEIJI Holdings Co. Ltd.
|
78,254
|
3,883
|
|
Santen Pharmaceutical Co. Ltd.
|
83,000
|
3,807
|
|
Hachijuni Bank Ltd.
|
681,600
|
3,779
|
|
Tokyu Land Corp.
|
703,000
|
3,757
|
|
Kyushu Electric Power Co. Inc.
|
455,100
|
3,753
|
|
Dena Co. Ltd.
|
113,000
|
3,749
|
|
Bank of Kyoto Ltd.
|
439,000
|
3,714
|
|
Benesse Holdings Inc.
|
76,600
|
3,707
|
|
Chugoku Electric Power Co. Inc.
|
277,500
|
3,689
|
|
NGK Insulators Ltd.
|
307,000
|
3,673
|
|
Nitori Holdings Co. Ltd.
|
39,300
|
3,648
|
|
Suruga Bank Ltd.
|
321,000
|
3,638
|
|
JSR Corp.
|
215,600
|
3,528
|
|
|
|
|
|
IHI Corp.
|
1,578,000
|
3,515
|
|
Yokogawa Electric Corp.
|
300,400
|
3,467
|
|
Mitsubishi UFJ Lease & Finance Co. Ltd.
|
81,960
|
3,451
|
|
Fukuoka Financial Group Inc.
|
844,800
|
3,430
|
|
* Mazda Motor Corp.
|
2,913,000
|
3,400
|
|
Daihatsu Motor Co. Ltd.
|
199,000
|
3,316
|
|
Toho Co. Ltd.
|
179,900
|
3,308
|
|
Nissin Foods Holdings Co. Ltd.
|
83,400
|
3,267
|
|
Trend Micro Inc.
|
114,000
|
3,179
|
|
Kawasaki Heavy Industries Ltd.
|
1,601,000
|
3,175
|
|
Kajima Corp.
|
1,129,000
|
3,080
|
|
Isetan Mitsukoshi Holdings Ltd.
|
294,840
|
3,072
|
|
Oji Holdings Corp.
|
1,008,000
|
3,068
|
|
NSK Ltd.
|
523,000
|
3,038
|
|
Shimizu Corp.
|
885,000
|
2,977
|
|
Sankyo Co. Ltd.
|
63,900
|
2,973
|
|
TonenGeneral Sekiyu KK
|
329,000
|
2,854
|
|
Kurita Water Industries Ltd.
|
127,100
|
2,810
|
|
Mitsui OSK Lines Ltd.
|
1,204,000
|
2,801
|
|
Rohm Co. Ltd.
|
83,100
|
2,798
|
|
Aeon Mall Co. Ltd.
|
112,000
|
2,735
|
|
TOTO Ltd.
|
372,000
|
2,733
|
|
Takashimaya Co. Ltd.
|
394,860
|
2,707
|
|
Chugoku Bank Ltd.
|
192,000
|
2,705
|
|
Showa Denko KK
|
1,699,000
|
2,696
|
|
Gunma Bank Ltd.
|
525,000
|
2,666
|
|
Nippon Yusen KK
|
1,509,000
|
2,666
|
|
Sharp Corp.
|
1,077,000
|
2,663
|
|
Teijin Ltd.
|
1,086,000
|
2,654
|
|
Yamaha Motor Co. Ltd.
|
299,100
|
2,610
|
|
Toho Gas Co. Ltd.
|
390,000
|
2,588
|
|
Nisshin Seifun Group Inc.
|
204,400
|
2,513
|
|
Sony Financial Holdings Inc.
|
146,800
|
2,503
|
|
Tsumura & Co.
|
79,800
|
2,497
|
|
Miraca Holdings Inc.
|
55,500
|
2,492
|
|
Casio Computer Co. Ltd.
|
350,300
|
2,481
|
|
* Tokyo Electric Power Co. Inc.
|
1,489,070
|
2,451
|
|
Mitsubishi Gas Chemical Co. Inc.
|
487,000
|
2,443
|
|
Konami Corp.
|
106,500
|
2,418
|
|
Stanley Electric Co. Ltd.
|
162,800
|
2,410
|
|
Nippon Meat Packers Inc.
|
186,000
|
2,385
|
|
Toyo Suisan Kaisha Ltd.
|
95,000
|
2,377
|
|
Sumitomo Rubber Industries Ltd.
|
199,800
|
2,376
|
|
Kikkoman Corp.
|
173,000
|
2,362
|
|
All Nippon Airways Co. Ltd.
|
1,123,317
|
2,361
|
|
Yamaha Corp.
|
253,800
|
2,350
|
|
Iyo Bank Ltd.
|
288,000
|
2,344
|
|
* Kobe Steel Ltd.
|
2,911,000
|
2,306
|
|
Chiyoda Corp.
|
147,809
|
2,296
|
|
FamilyMart Co. Ltd.
|
46,500
|
2,285
|
|
Kansai Paint Co. Ltd.
|
206,000
|
2,283
|
|
Hamamatsu Photonics KK
|
66,200
|
2,274
|
|
Nishi-Nippon City Bank Ltd.
|
976,000
|
2,259
|
|
Ube Industries Ltd.
|
1,044,000
|
2,242
|
|
Nippon Electric Glass Co. Ltd.
|
405,500
|
2,234
|
|
Taiheiyo Cement Corp.
|
1,034,000
|
2,226
|
|
J Front Retailing Co. Ltd.
|
386,200
|
2,164
|
|
|
|
|
|
Suzuken Co. Ltd.
|
65,260
|
2,164
|
|
Advantest Corp.
|
165,600
|
2,153
|
|
THK Co. Ltd.
|
140,900
|
2,153
|
|
SBI Holdings Inc.
|
331,190
|
2,134
|
|
Japan Steel Works Ltd.
|
378,513
|
2,103
|
|
Dainippon Sumitomo Pharma Co. Ltd.
|
191,400
|
2,103
|
|
Marui Group Co. Ltd.
|
297,300
|
2,102
|
|
Aeon Credit Service Co. Ltd.
|
96,710
|
2,080
|
|
Toyo Seikan Kaisha Ltd.
|
192,500
|
2,056
|
|
Aozora Bank Ltd.
|
671,000
|
2,052
|
|
NOK Corp.
|
127,100
|
2,038
|
|
McDonald's Holdings Co. Japan Ltd.
|
71,500
|
2,037
|
|
Shikoku Electric Power Co. Inc.
|
179,700
|
2,026
|
|
Nomura Real Estate Holdings Inc.
|
115,171
|
2,019
|
|
Nomura Research Institute Ltd.
|
96,300
|
1,985
|
|
Ibiden Co. Ltd.
|
135,500
|
1,982
|
|
NGK Spark Plug Co. Ltd.
|
188,000
|
1,978
|
|
Sumitomo Heavy Industries Ltd.
|
579,000
|
1,974
|
|
Otsuka Corp.
|
22,060
|
1,973
|
|
JTEKT Corp.
|
247,600
|
1,957
|
|
Brother Industries Ltd.
|
210,400
|
1,949
|
|
Mitsui Chemicals Inc.
|
995,000
|
1,939
|
|
Shimamura Co. Ltd.
|
16,600
|
1,933
|
|
Alfresa Holdings Corp.
|
39,200
|
1,931
|
|
Citizen Holdings Co. Ltd.
|
381,100
|
1,927
|
|
Hokuriku Electric Power Co.
|
158,900
|
1,926
|
|
Yamaguchi Financial Group Inc.
|
238,000
|
1,926
|
|
MediPal Holdings Corp.
|
139,800
|
1,924
|
|
Jupiter Telecommunications Co. Ltd.
|
1,857
|
1,886
|
|
Daicel Corp.
|
312,000
|
1,869
|
|
Idemitsu Kosan Co. Ltd.
|
22,709
|
1,857
|
|
Gree Inc.
|
99,100
|
1,809
|
|
Yamazaki Baking Co. Ltd.
|
134,000
|
1,793
|
|
USS Co. Ltd.
|
16,970
|
1,792
|
|
Shinsei Bank Ltd.
|
1,369,014
|
1,768
|
|
Nabtesco Corp.
|
95,600
|
1,760
|
|
Asics Corp.
|
124,396
|
1,678
|
|
Hokkaido Electric Power Co. Inc.
|
205,900
|
1,671
|
|
Rinnai Corp.
|
22,200
|
1,657
|
|
NHK Spring Co. Ltd.
|
191,600
|
1,646
|
|
Hitachi Construction Machinery Co. Ltd.
|
101,200
|
1,634
|
|
* Japan Airlines Co. Ltd.
|
34,913
|
1,633
|
|
Fuji Electric Co. Ltd.
|
783,000
|
1,588
|
|
Amada Co. Ltd.
|
361,000
|
1,577
|
|
Toyoda Gosei Co. Ltd.
|
78,300
|
1,568
|
|
Shimadzu Corp.
|
222,000
|
1,558
|
|
* Furukawa Electric Co. Ltd.
|
821,000
|
1,543
|
|
Kaneka Corp.
|
303,000
|
1,459
|
|
Hitachi High-Technologies Corp.
|
59,651
|
1,440
|
|
Nippon Paper Group Inc.
|
114,800
|
1,350
|
|
* Nexon Co. Ltd.
|
97,700
|
1,349
|
|
Yaskawa Electric Corp.
|
199,000
|
1,327
|
|
Sanrio Co. Ltd.
|
36,500
|
1,305
|
|
Hakuhodo DY Holdings Inc.
|
19,210
|
1,294
|
|
Showa Shell Sekiyu KK
|
242,300
|
1,282
|
|
* Kawasaki Kisen Kaisha Ltd.
|
1,019,000
|
1,280
|
|
Cosmo Oil Co. Ltd.
|
681,000
|
1,252
|
|
|
|
|
|
Kamigumi Co. Ltd.
|
146,000
|
1,206
|
|
Coca-Cola West Co. Ltd.
|
72,700
|
1,206
|
|
Oracle Corp. Japan
|
22,100
|
1,138
|
|
Nisshin Steel Co. Ltd.
|
1,074,000
|
1,136
|
|
Koito Manufacturing Co. Ltd.
|
91,712
|
1,059
|
|
Tosoh Corp.
|
557,000
|
1,058
|
|
NTN Corp.
|
516,000
|
1,038
|
|
Air Water Inc.
|
82,805
|
1,013
|
|
Sojitz Corp.
|
782,500
|
1,012
|
|
Yamato Kogyo Co. Ltd.
|
34,000
|
1,001
|
|
Mitsubishi Logistics Corp.
|
83,000
|
987
|
|
Hitachi Metals Ltd.
|
110,000
|
980
|
|
ABC-Mart Inc.
|
22,200
|
980
|
|
GS Yuasa Corp.
|
233,000
|
969
|
|
Hino Motors Ltd.
|
145,000
|
949
|
|
Denki Kagaku Kogyo KK
|
302,000
|
936
|
|
* Sumco Corp.
|
132,660
|
893
|
|
Seiko Epson Corp.
|
144,900
|
885
|
|
Toyota Boshoku Corp.
|
83,400
|
865
|
|
Taiyo Nippon Sanso Corp.
|
161,000
|
847
|
|
Hitachi Chemical Co. Ltd.
|
60,900
|
821
|
|
Ushio Inc.
|
64,800
|
777
|
|
Itochu Techno-Solutions Corp.
|
14,900
|
774
|
|
Daido Steel Co. Ltd.
|
159,000
|
738
|
|
Mabuchi Motor Co. Ltd.
|
14,900
|
681
|
|
Square Enix Holdings Co. Ltd.
|
35,600
|
543
|
|
Kinden Corp.
|
72,000
|
453
|
|
|
|
2,197,893
|
|
Netherlands (2.5%)
|
|
|
|
Unilever NV
|
1,752,022
|
62,138
|
|
* ING Groep NV
|
4,148,519
|
32,857
|
|
Koninklijke Philips Electronics NV
|
1,123,345
|
26,228
|
|
ASML Holding NV
|
442,894
|
23,690
|
|
Heineken NV
|
252,976
|
15,080
|
|
Akzo Nobel NV
|
254,858
|
14,391
|
|
Koninklijke Ahold NV
|
1,121,708
|
14,049
|
|
* DE Master Blenders 1753 NV
|
816,913
|
9,851
|
|
Aegon NV
|
1,847,347
|
9,604
|
|
Koninklijke DSM NV
|
170,789
|
8,520
|
|
Reed Elsevier NV
|
617,440
|
8,235
|
|
Koninklijke KPN NV
|
1,079,939
|
8,221
|
|
Wolters Kluwer NV
|
380,262
|
7,144
|
|
Koninklijke Vopak NV
|
92,414
|
6,485
|
|
Heineken Holding NV
|
116,964
|
5,682
|
|
Corio NV
|
131,406
|
5,587
|
|
Fugro NV
|
73,116
|
4,969
|
|
Randstad Holding NV
|
120,918
|
4,019
|
|
TNT Express NV
|
297,979
|
3,110
|
|
* SBM Offshore NV
|
171,786
|
2,448
|
|
Delta Lloyd NV
|
142,717
|
2,170
|
|
Koninklijke Boskalis Westminster NV
|
52,021
|
1,879
|
|
|
|
276,357
|
|
New Zealand (0.1%)
|
|
|
|
Telecom Corp. of New Zealand Ltd.
|
2,342,116
|
4,611
|
|
Fletcher Building Ltd.
|
695,083
|
4,001
|
|
SKYCITY Entertainment Group Ltd.
|
1,056,195
|
3,305
|
|
|
|
|
|
Auckland International Airport Ltd.
|
687,559
|
1,492
|
|
Contact Energy Ltd.
|
224,755
|
983
|
|
|
|
14,392
|
|
Norway (1.0%)
|
|
|
|
Statoil ASA
|
1,236,008
|
31,897
|
|
Telenor ASA
|
837,603
|
16,348
|
|
Seadrill Ltd.
|
382,956
|
15,044
|
|
DNB ASA
|
938,414
|
11,496
|
|
Yara International ASA
|
220,527
|
11,073
|
|
Orkla ASA
|
963,924
|
7,344
|
|
Subsea 7 SA
|
272,993
|
6,306
|
|
Norsk Hydro ASA
|
1,193,595
|
5,609
|
|
Aker Solutions ASA
|
180,631
|
3,441
|
|
Gjensidige Forsikring ASA
|
135,204
|
1,879
|
|
|
|
110,437
|
|
Portugal (0.2%)
|
|
|
|
EDP - Energias de Portugal SA
|
2,186,547
|
6,007
|
|
Portugal Telecom SGPS SA
|
788,023
|
3,894
|
|
Jeronimo Martins SGPS SA
|
210,361
|
3,512
|
|
Galp Energia SGPS SA
|
199,524
|
3,232
|
|
* Banco Espirito Santo SA
|
2,271,174
|
1,647
|
|
|
|
18,292
|
|
Singapore (1.9%)
|
|
|
|
DBS Group Holdings Ltd.
|
2,085,123
|
24,355
|
|
Singapore Telecommunications Ltd.
|
8,742,290
|
22,764
|
|
United Overseas Bank Ltd.
|
1,394,504
|
22,238
|
|
Oversea-Chinese Banking Corp. Ltd.
|
2,871,300
|
21,776
|
|
Keppel Corp. Ltd.
|
1,484,904
|
13,729
|
|
CapitaLand Ltd.
|
3,110,000
|
8,011
|
|
Genting Singapore plc
|
6,850,000
|
7,616
|
|
Fraser and Neave Ltd.
|
1,001,650
|
7,219
|
|
Singapore Press Holdings Ltd.
|
2,099,250
|
6,948
|
|
Singapore Airlines Ltd.
|
735,786
|
6,422
|
|
Singapore Exchange Ltd.
|
1,042,000
|
5,922
|
|
City Developments Ltd.
|
547,000
|
5,206
|
|
Wilmar International Ltd.
|
1,949,000
|
5,146
|
|
Global Logistic Properties Ltd.
|
2,464,000
|
5,023
|
|
Noble Group Ltd.
|
4,460,766
|
4,788
|
|
SembCorp Industries Ltd.
|
992,660
|
4,560
|
|
Singapore Technologies Engineering Ltd.
|
1,533,906
|
4,414
|
|
Jardine Cycle & Carriage Ltd.
|
108,037
|
4,217
|
|
Golden Agri-Resources Ltd.
|
7,746,864
|
4,141
|
|
Hutchison Port Holdings Trust
|
5,222,251
|
3,772
|
|
ComfortDelGro Corp. Ltd.
|
2,597,088
|
3,623
|
|
SembCorp Marine Ltd.
|
862,600
|
3,470
|
|
Olam International Ltd.
|
1,964,800
|
3,259
|
|
UOL Group Ltd.
|
536,750
|
2,499
|
|
Keppel Land Ltd.
|
865,000
|
2,489
|
|
StarHub Ltd.
|
569,000
|
1,722
|
|
Cosco Corp. Singapore Ltd.
|
2,032,000
|
1,590
|
|
Yangzijiang Shipbuilding Holdings Ltd.
|
1,770,000
|
1,406
|
|
* Neptune Orient Lines Ltd.
|
746,250
|
684
|
|
|
|
209,009
|
|
Spain (2.9%)
|
|
|
|
* Banco Santander SA
|
10,509,684
|
78,450
|
|
Telefonica SA
|
4,290,433
|
57,345
|
|
|
|
|
|
Banco Bilbao Vizcaya Argentaria SA
|
5,758,130
|
45,305
|
|
Inditex SA
|
231,096
|
28,715
|
|
Iberdrola SA
|
4,060,307
|
18,410
|
|
Repsol SA
|
871,365
|
16,934
|
|
* Banco de Sabadell SA
|
2,803,865
|
7,534
|
|
Amadeus IT Holding SA
|
305,313
|
7,118
|
|
Abertis Infraestructuras SA
|
475,257
|
7,004
|
|
Ferrovial SA
|
461,215
|
6,009
|
|
Red Electrica Corp. SA
|
117,546
|
5,571
|
|
Gas Natural SDG SA
|
393,426
|
5,567
|
|
* Grifols SA
|
144,178
|
4,766
|
|
Distribuidora Internacional de Alimentacion SA
|
712,963
|
3,937
|
|
CaixaBank
|
891,318
|
3,357
|
|
ACS Actividades de Construccion y Servicios SA
|
151,079
|
3,114
|
|
Enagas SA
|
155,300
|
3,063
|
|
* International Consolidated Airlines Group SA
|
1,206,792
|
2,906
|
|
Banco Popular Espanol SA
|
1,286,720
|
2,817
|
|
Mapfre SA
|
784,863
|
2,152
|
|
Acerinox SA
|
152,390
|
1,712
|
|
* Bankia SA
|
1,010,555
|
1,691
|
|
Acciona SA
|
25,091
|
1,429
|
|
Zardoya Otis SA
|
104,251
|
1,226
|
|
|
|
316,132
|
|
Sweden (3.2%)
|
|
|
|
Hennes & Mauritz AB Class B
|
1,021,540
|
35,553
|
|
Nordea Bank AB
|
3,005,991
|
29,753
|
|
Telefonaktiebolaget LM Ericsson Class B
|
3,189,225
|
29,089
|
|
Volvo AB Class B
|
1,559,463
|
21,910
|
|
Svenska Handelsbanken AB Class A
|
578,063
|
21,694
|
|
Atlas Copco AB Class A
|
767,720
|
17,939
|
|
TeliaSonera AB
|
2,478,055
|
17,831
|
|
Swedbank AB Class A
|
890,032
|
16,741
|
|
Sandvik AB
|
1,102,918
|
15,001
|
|
Skandinaviska Enskilda Banken AB Class A
|
1,459,956
|
12,233
|
|
Assa Abloy AB Class B
|
343,058
|
11,138
|
|
Svenska Cellulosa AB Class B
|
598,629
|
11,130
|
|
SKF AB
|
442,343
|
9,559
|
|
Swedish Match AB
|
224,488
|
9,088
|
|
Atlas Copco AB Class B
|
394,733
|
8,274
|
|
Getinge AB
|
246,808
|
7,451
|
|
Alfa Laval AB
|
396,241
|
7,200
|
|
Electrolux AB Class B
|
284,187
|
7,022
|
|
Millicom International Cellular SA
|
73,098
|
6,782
|
|
Tele2 AB
|
364,958
|
6,628
|
|
Skanska AB Class B
|
405,519
|
6,577
|
|
Investment AB Kinnevik
|
291,295
|
6,056
|
|
Hexagon AB Class B
|
280,870
|
6,040
|
|
Scania AB Class B
|
326,209
|
5,997
|
|
* Lundin Petroleum AB
|
230,570
|
5,631
|
|
Elekta AB Class B
|
371,124
|
4,900
|
|
Boliden AB
|
277,565
|
4,642
|
|
Securitas AB Class B
|
407,015
|
3,058
|
|
Holmen AB
|
93,184
|
2,548
|
|
Ratos AB
|
283,836
|
2,505
|
|
Modern Times Group AB Class B
|
56,592
|
2,504
|
|
Husqvarna AB
|
391,961
|
2,002
|
|
|
|
|
|
SSAB AB Class A
|
241,821
|
1,722
|
|
|
|
356,198
|
|
Switzerland (8.6%)
|
|
|
|
Nestle SA
|
3,534,466
|
223,016
|
|
Novartis AG
|
2,462,672
|
150,724
|
|
Roche Holding AG
|
758,478
|
141,871
|
|
UBS AG
|
3,916,739
|
47,693
|
|
ABB Ltd.
|
2,334,525
|
43,803
|
|
Zurich Insurance Group AG
|
160,035
|
39,898
|
|
Syngenta AG
|
102,269
|
38,257
|
|
Cie Financiere Richemont SA
|
556,928
|
33,440
|
|
Credit Suisse Group AG
|
1,286,581
|
27,204
|
|
Swiss Re AG
|
390,925
|
25,154
|
|
Transocean Ltd.
|
377,443
|
16,898
|
|
Holcim Ltd.
|
252,729
|
16,097
|
|
Swatch Group AG (Bearer)
|
30,465
|
12,166
|
|
SGS SA
|
5,670
|
11,660
|
|
Swisscom AG
|
26,560
|
10,693
|
|
Givaudan SA
|
9,205
|
8,739
|
|
Geberit AG
|
40,084
|
8,730
|
|
Julius Baer Group Ltd.
|
235,147
|
8,202
|
|
Adecco SA
|
138,294
|
6,601
|
|
Actelion Ltd.
|
129,695
|
6,501
|
|
Kuehne & Nagel International AG
|
56,441
|
6,387
|
|
Schindler Holding AG
|
49,469
|
6,091
|
|
Aryzta AG
|
111,195
|
5,337
|
|
Sonova Holding AG
|
52,301
|
5,292
|
|
Sika AG
|
2,379
|
4,853
|
|
Lindt & Spruengli AG
|
115
|
4,153
|
|
Baloise Holding AG
|
51,619
|
4,062
|
|
Swatch Group AG (Registered)
|
57,856
|
4,028
|
|
Swiss Life Holding AG
|
31,890
|
3,809
|
|
Sulzer AG
|
23,852
|
3,482
|
|
Partners Group Holding AG
|
15,433
|
3,213
|
|
Lonza Group AG
|
59,890
|
3,135
|
|
Lindt & Spruengli AG
|
952
|
3,012
|
|
GAM Holding AG
|
226,768
|
2,959
|
|
Schindler Holding AG (Registered)
|
23,028
|
2,845
|
|
Barry Callebaut AG
|
1,993
|
1,851
|
|
Banque Cantonale Vaudoise
|
3,322
|
1,723
|
|
Straumann Holding AG
|
7,799
|
1,037
|
|
|
|
944,616
|
|
United Kingdom (23.4%)
|
|
|
|
HSBC Holdings plc
|
19,408,269
|
180,299
|
|
Vodafone Group plc
|
53,084,214
|
150,846
|
|
BP plc
|
20,320,640
|
143,258
|
|
Royal Dutch Shell plc Class A (London Shares)
|
3,852,202
|
133,502
|
|
GlaxoSmithKline plc
|
5,387,216
|
124,351
|
|
British American Tobacco plc
|
2,079,801
|
106,868
|
|
Royal Dutch Shell plc Class B
|
2,912,222
|
103,634
|
|
Diageo plc
|
2,726,820
|
76,782
|
|
BG Group plc
|
3,631,291
|
73,478
|
|
BHP Billiton plc
|
2,248,471
|
70,216
|
|
Rio Tinto plc
|
1,431,746
|
66,948
|
|
AstraZeneca plc
|
1,345,294
|
64,231
|
|
Standard Chartered plc
|
2,562,964
|
58,074
|
|
|
|
|
|
Unilever plc
|
1,385,658
|
50,593
|
|
SABMiller plc
|
1,037,901
|
45,668
|
|
TESCO plc
|
8,475,909
|
45,516
|
|
Anglo American plc London Shares
|
1,478,674
|
43,530
|
|
Barclays plc
|
12,473,763
|
43,317
|
|
National Grid plc
|
3,839,408
|
42,352
|
|
Reckitt Benckiser Group plc
|
686,896
|
39,575
|
|
Imperial Tobacco Group plc
|
1,054,831
|
39,078
|
|
Prudential plc
|
2,759,338
|
35,831
|
|
Xstrata plc
|
2,197,455
|
34,089
|
|
BT Group plc
|
8,451,913
|
31,507
|
|
Centrica plc
|
5,484,868
|
29,024
|
|
* Lloyds Banking Group plc
|
45,301,494
|
28,524
|
|
Rolls-Royce Holdings plc
|
2,000,066
|
27,284
|
|
SSE plc
|
1,028,433
|
23,143
|
|
Compass Group plc
|
2,001,754
|
22,128
|
|
Tullow Oil plc
|
978,576
|
21,709
|
|
Glencore International plc
|
3,855,506
|
21,415
|
|
WPP plc
|
1,386,067
|
18,879
|
|
BAE Systems plc
|
3,474,453
|
18,268
|
|
Shire plc
|
603,177
|
17,793
|
|
Experian plc
|
1,068,278
|
17,788
|
|
Pearson plc
|
873,410
|
17,074
|
|
Aviva plc
|
3,040,348
|
15,711
|
|
* Old Mutual plc
|
5,360,972
|
14,749
|
|
British Sky Broadcasting Group plc
|
1,210,456
|
14,529
|
|
Land Securities Group plc
|
1,170,407
|
14,424
|
|
Legal & General Group plc
|
6,384,049
|
13,629
|
|
Wolseley plc
|
308,939
|
13,215
|
|
ARM Holdings plc
|
1,348,638
|
12,588
|
|
Reed Elsevier plc
|
1,314,388
|
12,583
|
|
Standard Life plc
|
2,648,221
|
11,690
|
|
British Land Co. plc
|
1,355,604
|
11,450
|
|
Aggreko plc
|
301,458
|
11,285
|
|
WM Morrison Supermarkets plc
|
2,372,836
|
10,940
|
|
Next plc
|
190,543
|
10,630
|
|
Randgold Resources Ltd.
|
85,916
|
10,569
|
|
Kingfisher plc
|
2,449,173
|
10,470
|
|
Marks & Spencer Group plc
|
1,804,340
|
10,413
|
|
Smith & Nephew plc
|
926,532
|
10,221
|
|
Hammerson plc
|
1,322,983
|
9,657
|
|
United Utilities Group plc
|
796,710
|
9,211
|
|
* Royal Bank of Scotland Group plc
|
2,194,519
|
9,118
|
|
Antofagasta plc
|
441,233
|
9,024
|
|
* Johnson Matthey plc
|
230,639
|
9,009
|
|
Capita plc
|
711,159
|
8,907
|
|
Associated British Foods plc
|
415,395
|
8,656
|
|
InterContinental Hotels Group plc
|
312,632
|
8,210
|
|
J Sainsbury plc
|
1,445,471
|
8,124
|
|
Intertek Group plc
|
178,717
|
7,923
|
|
Severn Trent plc
|
288,415
|
7,821
|
|
Burberry Group plc
|
467,244
|
7,566
|
|
Rexam plc
|
1,070,440
|
7,532
|
|
Carnival plc
|
204,122
|
7,519
|
|
Smiths Group plc
|
445,952
|
7,491
|
|
Petrofac Ltd.
|
281,898
|
7,283
|
|
Bunzl plc
|
391,778
|
7,026
|
|
|
|
|
|
G4S plc
|
1,600,548
|
6,875
|
|
Sage Group plc
|
1,344,850
|
6,814
|
|
AMEC plc
|
366,516
|
6,802
|
|
Capital Shopping Centres Group plc
|
1,274,660
|
6,752
|
|
Whitbread plc
|
179,878
|
6,597
|
|
ITV plc
|
4,363,082
|
6,237
|
|
RSA Insurance Group plc
|
3,296,163
|
5,893
|
|
Fresnillo plc
|
194,240
|
5,830
|
|
Babcock International Group plc
|
374,109
|
5,609
|
|
Croda International plc
|
142,839
|
5,607
|
|
GKN plc
|
1,592,487
|
5,537
|
|
Weir Group plc
|
188,865
|
5,407
|
|
Resolution Ltd.
|
1,479,765
|
5,193
|
|
Serco Group plc
|
522,727
|
4,902
|
|
Aberdeen Asset Management plc
|
953,720
|
4,799
|
|
Melrose plc
|
1,216,180
|
4,765
|
|
Tate & Lyle plc
|
440,212
|
4,735
|
|
IMI plc
|
310,613
|
4,525
|
|
Segro plc
|
1,199,394
|
4,406
|
|
Meggitt plc
|
655,313
|
4,182
|
|
Admiral Group plc
|
222,240
|
3,788
|
|
Inmarsat plc
|
396,489
|
3,785
|
|
Investec plc
|
606,780
|
3,757
|
|
Cobham plc
|
966,823
|
3,468
|
|
Invensys plc
|
850,817
|
3,225
|
|
Balfour Beatty plc
|
643,329
|
3,162
|
|
Schroders plc (Voting Shares)
|
127,907
|
3,143
|
|
London Stock Exchange Group plc
|
201,455
|
3,073
|
|
ICAP plc
|
580,600
|
3,018
|
|
Man Group plc
|
1,981,402
|
2,642
|
|
Vedanta Resources plc
|
131,142
|
2,188
|
|
TUI Travel plc
|
541,232
|
2,049
|
|
Kazakhmys plc
|
169,515
|
1,902
|
|
Lonmin plc
|
170,966
|
1,544
|
|
Eurasian Natural Resources Corp. plc
|
246,181
|
1,231
|
|
Evraz plc
|
299,933
|
1,198
|
|
Royal Dutch Shell plc Class A
|
8,968
|
310
|
|
|
|
2,570,695
|
|
Total Investments (100.0%) (Cost $11,363,873)
|
|
10,996,948
|
|
Other Assets and Liabilities-Net (0.0%)
|
|
3,048
|
|
Net Assets (100%)
|
|
10,999,996
|
|
* Non-income-producing security.
|
|
ADR—American Depositary Receipt.
|
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 affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued at their fair values calculated according to procedures adopted by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time.
Tax-Managed International Fund
When fair-value pricing is employed, the prices of securities used by a fund to calculate its net asset value may differ from quoted or published prices for the same securities.
B. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).
C. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments).
The following table summarizes the market value of the fund's investments as of September 30, 2012,
based on the inputs used to value them:
|
|
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
|
Investments
|
($000)
|
($000)
|
($000)
|
|
Common Stocks
|
1,499
|
10,995,449
|
—
|
D. At September 30, 2012, the cost of investment securities for tax purposes was $11,363,873,000. Net unrealized depreciation of investment securities for tax purposes was $366,925,000, consisting of unrealized gains of $1,0153,249,000 on securities that had risen in value since their purchase and $1,520,174,000 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 TAX-MANAGED FUNDS
|
|
|
|
By:
|
/s/ F. WILLIAM MCNABB III*
|
|
|
F. WILLIAM MCNABB III
|
|
|
CHIEF EXECUTIVE OFFICER
|
|
|
|
Date: November 16, 2012
|
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
|
|
|
|
|
VANGUARD TAX-MANAGED FUNDS
|
|
|
|
By:
|
/s/ F. WILLIAM MCNABB III*
|
|
|
F. WILLIAM MCNABB III
|
|
|
CHIEF EXECUTIVE OFFICER
|
|
|
|
Date: November 16, 2012
|
|
|
|
|
|
VANGUARD TAX-MANAGED FUNDS
|
|
|
|
By:
|
/s/ THOMAS J. HIGGINS*
|
|
|
THOMAS J. HIGGINS
|
|
|
CHIEF FINANCIAL OFFICER
|
|
|
|
Date: November 16, 2012
|
* By:/s/ Heidi Stam
Heidi Stam, pursuant to a Power of Attorney filed on
March 27, 2012 see file Number 2-11444
, Incorporated by Reference.