UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY
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Investment Company Act file number:
811-07175
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Name of Registrant:
V
anguard
T
ax
-M
anaged Funds
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Address of Registrant:
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P.O. Box 2600
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Valley Forge, PA 19482
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Name and address of agent for service:
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Heidi Stam, Esquire
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P.O. Box 876
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Valley Forge, PA 19482
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Date of fiscal year end:
December 31
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Date of reporting period:
March 31, 2013
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Item 1:
Schedule of Investments
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Vanguard Tax-Managed Growth and Income Fund
Schedule of Investments
As of March 31, 2013
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Market
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Value
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Shares
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($000)
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Common Stocks (100.0%)
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Consumer Discretionary (11.7%)
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Home Depot Inc.
|
298,306
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20,816
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Comcast Corp. Class A
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492,833
|
20,704
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Walt Disney Co.
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360,308
|
20,466
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McDonald's Corp.
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200,062
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19,944
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* Amazon.com Inc.
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72,567
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19,338
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News Corp. Class A
|
399,024
|
12,178
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Time Warner Inc.
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186,566
|
10,750
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Ford Motor Co.
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783,075
|
10,297
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Target Corp.
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129,973
|
8,897
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NIKE Inc. Class B
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144,704
|
8,539
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Starbucks Corp.
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149,641
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8,524
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Lowe's Cos. Inc.
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221,582
|
8,402
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* priceline.com Inc.
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9,961
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6,853
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TJX Cos. Inc.
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145,638
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6,809
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* DIRECTV
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114,691
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6,493
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Yum! Brands Inc.
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90,062
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6,479
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Time Warner Cable Inc.
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58,985
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5,666
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Viacom Inc. Class B
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90,899
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5,597
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CBS Corp. Class B
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116,643
|
5,446
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Johnson Controls Inc.
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137,022
|
4,805
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* Discovery Communications Inc. Class A
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49,000
|
3,858
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Macy's Inc.
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78,686
|
3,292
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Omnicom Group Inc.
|
52,475
|
3,091
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* Dollar General Corp.
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60,463
|
3,058
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Carnival Corp.
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88,840
|
3,047
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Mattel Inc.
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68,783
|
3,012
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VF Corp.
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17,702
|
2,970
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* Bed Bath & Beyond Inc.
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45,064
|
2,903
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* AutoZone Inc.
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7,242
|
2,873
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Coach Inc.
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56,463
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2,823
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Ross Stores Inc.
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44,323
|
2,687
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Delphi Automotive plc
|
58,748
|
2,608
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Starwood Hotels & Resorts Worldwide Inc.
|
39,011
|
2,486
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Genuine Parts Co.
|
30,876
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2,408
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Harley-Davidson Inc.
|
45,127
|
2,405
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* O'Reilly Automotive Inc.
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22,168
|
2,273
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* Dollar Tree Inc.
|
45,316
|
2,195
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L Brands Inc.
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47,468
|
2,120
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* Netflix Inc.
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11,099
|
2,102
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Gap Inc.
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59,110
|
2,093
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Ralph Lauren Corp. Class A
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12,235
|
2,072
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Marriott International Inc. Class A
|
49,024
|
2,070
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* Chipotle Mexican Grill Inc. Class A
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6,258
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2,039
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Wynn Resorts Ltd.
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16,093
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2,014
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Kohl's Corp.
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42,213
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1,947
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* CarMax Inc.
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45,391
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1,893
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Whirlpool Corp.
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15,773
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1,869
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Staples Inc.
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134,430
|
1,805
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* BorgWarner Inc.
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23,201
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1,794
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Wyndham Worldwide Corp.
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27,196
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1,754
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PVH Corp.
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15,511
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1,657
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Tiffany & Co.
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23,703
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1,648
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Nordstrom Inc.
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29,736
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1,642
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H&R Block Inc.
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54,057
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1,590
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Newell Rubbermaid Inc.
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57,289
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1,495
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* PulteGroup Inc.
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67,907
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1,374
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Lennar Corp. Class A
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32,969
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1,368
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D.R. Horton Inc.
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55,355
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1,345
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Comcast Corp.
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33,914
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1,344
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PetSmart Inc.
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21,449
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1,332
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Darden Restaurants Inc.
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25,611
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1,324
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Best Buy Co. Inc.
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53,278
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1,180
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* TripAdvisor Inc.
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21,913
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1,151
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Family Dollar Stores Inc.
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18,956
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1,119
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Scripps Networks Interactive Inc. Class A
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17,281
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1,112
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Expedia Inc.
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18,413
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1,105
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Interpublic Group of Cos. Inc.
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82,309
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1,073
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* Fossil Inc.
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10,812
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1,044
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Hasbro Inc.
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23,105
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1,015
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Gannett Co. Inc.
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45,425
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993
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Leggett & Platt Inc.
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28,981
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979
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International Game Technology
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52,578
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868
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* Urban Outfitters Inc.
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21,740
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842
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Abercrombie & Fitch Co.
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15,706
|
726
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Garmin Ltd.
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21,500
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710
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GameStop Corp. Class A
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23,921
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669
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Cablevision Systems Corp. Class A
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42,468
|
635
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* Goodyear Tire & Rubber Co.
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48,343
|
610
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Harman International Industries Inc.
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13,381
|
597
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JC Penney Co. Inc.
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28,375
|
429
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Washington Post Co. Class B
|
900
|
402
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* Apollo Group Inc. Class A
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20,005
|
348
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* AutoNation Inc.
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7,649
|
335
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324,625
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Consumer Staples (11.0%)
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Procter & Gamble Co.
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545,194
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42,013
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Coca-Cola Co.
|
764,909
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30,933
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Philip Morris International Inc.
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328,817
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30,485
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Wal-Mart Stores Inc.
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333,813
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24,979
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PepsiCo Inc.
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307,834
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24,353
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Altria Group Inc.
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401,052
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13,792
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CVS Caremark Corp.
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245,674
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13,510
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Mondelez International Inc. Class A
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355,044
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10,868
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Colgate-Palmolive Co.
|
87,719
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10,353
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Costco Wholesale Corp.
|
87,053
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9,237
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Walgreen Co.
|
171,702
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8,187
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Kimberly-Clark Corp.
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77,286
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7,572
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General Mills Inc.
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129,169
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6,369
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Kraft Foods Group Inc.
|
118,293
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6,096
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HJ Heinz Co.
|
63,954
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4,622
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Archer-Daniels-Midland Co.
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131,139
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4,423
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Sysco Corp.
|
117,185
|
4,121
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Kroger Co.
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103,573
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3,432
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Kellogg Co.
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49,893
|
3,215
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Mead Johnson Nutrition Co.
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40,390
|
3,128
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Lorillard Inc.
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75,725
|
3,056
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Estee Lauder Cos. Inc. Class A
|
47,692
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3,054
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Whole Foods Market Inc.
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34,414
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2,985
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|
ConAgra Foods Inc.
|
82,702
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2,962
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Reynolds American Inc.
|
64,537
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2,871
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Hershey Co.
|
29,835
|
2,611
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|
Clorox Co.
|
26,028
|
2,304
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Brown-Forman Corp. Class B
|
30,125
|
2,151
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JM Smucker Co.
|
21,628
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2,145
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Beam Inc.
|
32,020
|
2,035
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McCormick & Co. Inc.
|
26,343
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1,938
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Coca-Cola Enterprises Inc.
|
52,360
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1,933
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Dr Pepper Snapple Group Inc.
|
40,518
|
1,902
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Avon Products Inc.
|
85,943
|
1,782
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|
Campbell Soup Co.
|
35,730
|
1,621
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|
Molson Coors Brewing Co. Class B
|
31,010
|
1,517
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* Constellation Brands Inc. Class A
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30,722
|
1,464
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Tyson Foods Inc. Class A
|
57,131
|
1,418
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* Monster Beverage Corp.
|
28,663
|
1,368
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|
Safeway Inc.
|
47,710
|
1,257
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Hormel Foods Corp.
|
26,600
|
1,099
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* Dean Foods Co.
|
36,900
|
669
|
|
|
|
305,830
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Energy (10.9%)
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Exxon Mobil Corp.
|
894,267
|
80,582
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Chevron Corp.
|
387,697
|
46,066
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|
Schlumberger Ltd.
|
264,993
|
19,845
|
|
ConocoPhillips
|
243,650
|
14,643
|
|
Occidental Petroleum Corp.
|
160,668
|
12,592
|
|
Anadarko Petroleum Corp.
|
99,966
|
8,742
|
|
Phillips 66
|
123,993
|
8,676
|
|
Halliburton Co.
|
186,066
|
7,519
|
|
EOG Resources Inc.
|
54,329
|
6,958
|
|
Apache Corp.
|
78,384
|
6,048
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|
National Oilwell Varco Inc.
|
85,453
|
6,046
|
|
Marathon Petroleum Corp.
|
66,124
|
5,925
|
|
Williams Cos. Inc.
|
136,110
|
5,099
|
|
Valero Energy Corp.
|
110,815
|
5,041
|
|
Kinder Morgan Inc.
|
126,624
|
4,898
|
|
Marathon Oil Corp.
|
141,344
|
4,766
|
|
Devon Energy Corp.
|
75,408
|
4,255
|
|
Hess Corp.
|
59,211
|
4,240
|
|
Noble Energy Inc.
|
35,883
|
4,150
|
|
Spectra Energy Corp.
|
133,471
|
4,104
|
|
Baker Hughes Inc.
|
88,240
|
4,095
|
|
Pioneer Natural Resources Co.
|
26,370
|
3,276
|
|
* Cameron International Corp.
|
49,575
|
3,232
|
|
Cabot Oil & Gas Corp.
|
42,238
|
2,856
|
|
Ensco plc Class A
|
46,175
|
2,771
|
|
Range Resources Corp.
|
32,386
|
2,625
|
|
* Southwestern Energy Co.
|
70,153
|
2,614
|
|
* FMC Technologies Inc.
|
47,356
|
2,576
|
|
Murphy Oil Corp.
|
36,066
|
2,298
|
|
Chesapeake Energy Corp.
|
104,527
|
2,133
|
|
EQT Corp.
|
30,282
|
2,052
|
|
Noble Corp.
|
50,251
|
1,917
|
|
Tesoro Corp.
|
27,284
|
1,597
|
|
CONSOL Energy Inc.
|
45,389
|
1,527
|
|
|
|
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* Denbury Resources Inc.
|
74,392
|
1,387
|
|
Helmerich & Payne Inc.
|
20,987
|
1,274
|
|
Peabody Energy Corp.
|
53,375
|
1,129
|
|
QEP Resources Inc.
|
35,368
|
1,126
|
|
Diamond Offshore Drilling Inc.
|
13,811
|
961
|
|
Nabors Industries Ltd.
|
57,606
|
934
|
|
* Rowan Cos. plc Class A
|
24,886
|
880
|
|
* WPX Energy Inc.
|
39,118
|
627
|
|
* Newfield Exploration Co.
|
27,011
|
606
|
|
|
|
304,688
|
|
Financials (15.9%)
|
|
|
|
JPMorgan Chase & Co.
|
763,886
|
36,254
|
|
Wells Fargo & Co.
|
978,333
|
36,189
|
|
* Berkshire Hathaway Inc. Class B
|
329,509
|
34,335
|
|
Citigroup Inc.
|
606,446
|
26,829
|
|
Bank of America Corp.
|
2,159,552
|
26,303
|
|
American Express Co.
|
191,753
|
12,936
|
|
Goldman Sachs Group Inc.
|
87,482
|
12,873
|
|
US Bancorp
|
371,774
|
12,614
|
|
* American International Group Inc.
|
294,764
|
11,443
|
|
Simon Property Group Inc.
|
62,701
|
9,942
|
|
MetLife Inc.
|
218,337
|
8,301
|
|
PNC Financial Services Group Inc.
|
105,576
|
7,021
|
|
Bank of New York Mellon Corp.
|
232,774
|
6,515
|
|
BlackRock Inc.
|
25,113
|
6,451
|
|
Capital One Financial Corp.
|
116,523
|
6,403
|
|
Travelers Cos. Inc.
|
75,367
|
6,345
|
|
American Tower Corporation
|
78,757
|
6,058
|
|
Morgan Stanley
|
273,871
|
6,020
|
|
ACE Ltd.
|
67,619
|
6,016
|
|
Prudential Financial Inc.
|
92,833
|
5,476
|
|
State Street Corp.
|
91,205
|
5,389
|
|
Aflac Inc.
|
93,317
|
4,854
|
|
Allstate Corp.
|
95,176
|
4,670
|
|
Chubb Corp.
|
52,054
|
4,556
|
|
HCP Inc.
|
90,518
|
4,513
|
|
Discover Financial Services
|
98,833
|
4,432
|
|
BB&T Corp.
|
140,257
|
4,403
|
|
Public Storage
|
28,689
|
4,370
|
|
Ventas Inc.
|
58,158
|
4,257
|
|
Franklin Resources Inc.
|
27,626
|
4,166
|
|
Marsh & McLennan Cos. Inc.
|
109,515
|
4,158
|
|
Charles Schwab Corp.
|
220,213
|
3,896
|
|
T. Rowe Price Group Inc.
|
51,748
|
3,874
|
|
Aon plc
|
62,139
|
3,822
|
|
CME Group Inc.
|
61,110
|
3,752
|
|
Prologis Inc.
|
92,670
|
3,705
|
|
* Berkshire Hathaway Inc. Class A
|
23
|
3,595
|
|
Health Care REIT Inc.
|
52,103
|
3,538
|
|
Equity Residential
|
64,032
|
3,526
|
|
Weyerhaeuser Co.
|
108,928
|
3,418
|
|
SunTrust Banks Inc.
|
108,114
|
3,115
|
|
Boston Properties Inc.
|
30,302
|
3,062
|
|
Ameriprise Financial Inc.
|
40,942
|
3,015
|
|
McGraw-Hill Cos. Inc.
|
56,147
|
2,924
|
|
AvalonBay Communities Inc.
|
22,762
|
2,883
|
|
Fifth Third Bancorp
|
174,719
|
2,850
|
|
|
|
|
|
Vornado Realty Trust
|
33,757
|
2,824
|
|
Progressive Corp.
|
110,793
|
2,800
|
|
Loews Corp.
|
61,894
|
2,728
|
|
Invesco Ltd.
|
88,471
|
2,562
|
|
Host Hotels & Resorts Inc.
|
145,742
|
2,549
|
|
M&T Bank Corp.
|
24,509
|
2,528
|
|
* IntercontinentalExchange Inc.
|
14,514
|
2,367
|
|
Northern Trust Corp.
|
43,348
|
2,365
|
|
Regions Financial Corp.
|
280,613
|
2,298
|
|
Hartford Financial Services Group Inc.
|
86,644
|
2,235
|
|
Moody's Corp.
|
38,518
|
2,054
|
|
Principal Financial Group Inc.
|
55,014
|
1,872
|
|
NYSE Euronext
|
48,437
|
1,872
|
|
KeyCorp
|
186,160
|
1,854
|
|
SLM Corp.
|
90,337
|
1,850
|
|
Kimco Realty Corp.
|
80,923
|
1,813
|
|
Lincoln National Corp.
|
54,925
|
1,791
|
|
XL Group plc Class A
|
58,726
|
1,779
|
|
Plum Creek Timber Co. Inc.
|
32,115
|
1,676
|
|
Leucadia National Corp.
|
58,439
|
1,603
|
|
* CBRE Group Inc. Class A
|
61,221
|
1,546
|
|
Unum Group
|
53,725
|
1,518
|
|
Cincinnati Financial Corp.
|
29,195
|
1,378
|
|
Comerica Inc.
|
37,993
|
1,366
|
|
Huntington Bancshares Inc.
|
170,223
|
1,258
|
|
Torchmark Corp.
|
18,899
|
1,130
|
|
* Genworth Financial Inc. Class A
|
97,134
|
971
|
|
People's United Financial Inc.
|
68,732
|
924
|
|
Zions Bancorporation
|
36,740
|
918
|
|
Apartment Investment & Management Co. Class A
|
29,092
|
892
|
|
Hudson City Bancorp Inc.
|
95,019
|
821
|
|
NASDAQ OMX Group Inc.
|
23,395
|
756
|
|
Legg Mason Inc.
|
23,136
|
744
|
|
Assurant Inc.
|
15,709
|
707
|
|
* E*TRADE Financial Corp.
|
57,059
|
611
|
|
First Horizon National Corp.
|
48,524
|
518
|
|
|
|
444,545
|
|
Health Care (12.5%)
|
|
|
|
Johnson & Johnson
|
557,841
|
45,481
|
|
Pfizer Inc.
|
1,434,856
|
41,410
|
|
Merck & Co. Inc.
|
603,159
|
26,678
|
|
Amgen Inc.
|
149,296
|
15,304
|
|
* Gilead Sciences Inc.
|
303,720
|
14,861
|
|
Bristol-Myers Squibb Co.
|
326,717
|
13,457
|
|
AbbVie Inc.
|
315,635
|
12,872
|
|
UnitedHealth Group Inc.
|
204,672
|
11,709
|
|
Eli Lilly & Co.
|
199,148
|
11,310
|
|
Abbott Laboratories
|
313,435
|
11,071
|
|
* Celgene Corp.
|
83,581
|
9,688
|
|
Medtronic Inc.
|
201,926
|
9,482
|
|
* Express Scripts Holding Co.
|
163,472
|
9,424
|
|
* Biogen Idec Inc.
|
47,138
|
9,093
|
|
Baxter International Inc.
|
108,858
|
7,907
|
|
Allergan Inc.
|
61,467
|
6,862
|
|
Covidien plc
|
94,178
|
6,389
|
|
Thermo Fisher Scientific Inc.
|
71,254
|
5,450
|
|
McKesson Corp.
|
46,435
|
5,013
|
|
|
|
|
|
WellPoint Inc.
|
60,952
|
4,037
|
|
* Intuitive Surgical Inc.
|
8,015
|
3,937
|
|
Stryker Corp.
|
57,650
|
3,761
|
|
Becton Dickinson and Co.
|
38,616
|
3,692
|
|
* Alexion Pharmaceuticals Inc.
|
39,044
|
3,598
|
|
Cigna Corp.
|
57,366
|
3,578
|
|
Aetna Inc.
|
65,478
|
3,347
|
|
Agilent Technologies Inc.
|
69,184
|
2,904
|
|
Cardinal Health Inc.
|
67,755
|
2,820
|
|
* Cerner Corp.
|
29,238
|
2,770
|
|
Zimmer Holdings Inc.
|
33,796
|
2,542
|
|
AmerisourceBergen Corp. Class A
|
45,824
|
2,358
|
|
* Actavis Inc.
|
25,377
|
2,337
|
|
* Mylan Inc.
|
78,874
|
2,283
|
|
St. Jude Medical Inc.
|
56,308
|
2,277
|
|
* Life Technologies Corp.
|
34,282
|
2,216
|
|
Humana Inc.
|
31,562
|
2,181
|
|
* Boston Scientific Corp.
|
273,016
|
2,132
|
|
Perrigo Co.
|
17,602
|
2,090
|
|
* DaVita HealthCare Partners Inc.
|
17,013
|
2,018
|
|
* Edwards Lifesciences Corp.
|
22,943
|
1,885
|
|
Quest Diagnostics Inc.
|
31,642
|
1,786
|
|
* Forest Laboratories Inc.
|
46,523
|
1,770
|
|
* Laboratory Corp. of America Holdings
|
18,468
|
1,666
|
|
* Waters Corp.
|
17,377
|
1,632
|
|
* Varian Medical Systems Inc.
|
21,849
|
1,573
|
|
* CareFusion Corp.
|
44,189
|
1,546
|
|
CR Bard Inc.
|
15,329
|
1,545
|
|
Coventry Health Care Inc.
|
26,680
|
1,255
|
|
DENTSPLY International Inc.
|
28,253
|
1,198
|
|
* Hospira Inc.
|
32,854
|
1,079
|
|
* Tenet Healthcare Corp.
|
21,004
|
999
|
|
PerkinElmer Inc.
|
22,637
|
761
|
|
Patterson Cos. Inc.
|
16,440
|
625
|
|
|
|
349,659
|
|
Industrials (10.1%)
|
|
|
|
General Electric Co.
|
2,075,375
|
47,983
|
|
United Technologies Corp.
|
168,296
|
15,724
|
|
3M Co.
|
126,898
|
13,491
|
|
Union Pacific Corp.
|
93,577
|
13,326
|
|
United Parcel Service Inc. Class B
|
142,799
|
12,266
|
|
Honeywell International Inc.
|
156,557
|
11,797
|
|
Boeing Co.
|
135,901
|
11,667
|
|
Caterpillar Inc.
|
130,776
|
11,374
|
|
Emerson Electric Co.
|
144,000
|
8,045
|
|
Danaher Corp.
|
115,766
|
7,195
|
|
Deere & Co.
|
77,893
|
6,697
|
|
Eaton Corp. plc
|
94,106
|
5,764
|
|
FedEx Corp.
|
58,434
|
5,738
|
|
Precision Castparts Corp.
|
29,284
|
5,553
|
|
Lockheed Martin Corp.
|
53,399
|
5,154
|
|
Illinois Tool Works Inc.
|
82,857
|
5,049
|
|
CSX Corp.
|
203,617
|
5,015
|
|
Norfolk Southern Corp.
|
62,984
|
4,855
|
|
General Dynamics Corp.
|
66,422
|
4,683
|
|
Cummins Inc.
|
35,244
|
4,082
|
|
Raytheon Co.
|
64,882
|
3,814
|
|
|
|
|
|
PACCAR Inc.
|
70,835
|
3,581
|
|
Waste Management Inc.
|
87,334
|
3,424
|
|
Northrop Grumman Corp.
|
47,289
|
3,317
|
|
Ingersoll-Rand plc
|
54,900
|
3,020
|
|
Tyco International Ltd.
|
92,668
|
2,965
|
|
Fastenal Co.
|
54,182
|
2,782
|
|
Parker Hannifin Corp.
|
29,690
|
2,719
|
|
WW Grainger Inc.
|
11,903
|
2,678
|
|
Stanley Black & Decker Inc.
|
31,889
|
2,582
|
|
Dover Corp.
|
34,784
|
2,535
|
|
Roper Industries Inc.
|
19,759
|
2,516
|
|
Rockwell Automation Inc.
|
27,803
|
2,401
|
|
ADT Corp.
|
46,186
|
2,260
|
|
Pentair Ltd.
|
41,089
|
2,167
|
|
Fluor Corp.
|
32,368
|
2,147
|
|
Republic Services Inc. Class A
|
59,411
|
1,961
|
|
Southwest Airlines Co.
|
144,924
|
1,954
|
|
C.H. Robinson Worldwide Inc.
|
32,112
|
1,909
|
|
* Stericycle Inc.
|
17,164
|
1,822
|
|
Rockwell Collins Inc.
|
27,214
|
1,718
|
|
Textron Inc.
|
54,163
|
1,615
|
|
Flowserve Corp.
|
9,568
|
1,605
|
|
Pall Corp.
|
22,073
|
1,509
|
|
Expeditors International of Washington Inc.
|
41,660
|
1,488
|
|
* Jacobs Engineering Group Inc.
|
25,882
|
1,456
|
|
L-3 Communications Holdings Inc.
|
17,877
|
1,447
|
|
Masco Corp.
|
71,019
|
1,438
|
|
Equifax Inc.
|
24,367
|
1,403
|
|
Joy Global Inc.
|
21,089
|
1,255
|
|
* Quanta Services Inc.
|
42,369
|
1,211
|
|
Iron Mountain Inc.
|
33,242
|
1,207
|
|
Robert Half International Inc.
|
27,801
|
1,043
|
|
Xylem Inc.
|
37,056
|
1,021
|
|
Snap-on Inc.
|
11,567
|
957
|
|
Cintas Corp.
|
21,002
|
927
|
|
Avery Dennison Corp.
|
19,887
|
857
|
|
Dun & Bradstreet Corp.
|
8,096
|
677
|
|
Ryder System Inc.
|
10,104
|
604
|
|
Pitney Bowes Inc.
|
40,481
|
602
|
|
|
|
282,052
|
|
Information Technology (18.0%)
|
|
|
|
Apple Inc.
|
187,433
|
82,963
|
|
International Business Machines Corp.
|
209,097
|
44,600
|
|
Microsoft Corp.
|
1,504,641
|
43,048
|
|
* Google Inc. Class A
|
53,294
|
42,317
|
|
Oracle Corp.
|
736,912
|
23,832
|
|
QUALCOMM Inc.
|
342,864
|
22,955
|
|
Cisco Systems Inc.
|
1,064,125
|
22,251
|
|
Intel Corp.
|
987,080
|
21,568
|
|
Visa Inc. Class A
|
102,885
|
17,474
|
|
* eBay Inc.
|
232,981
|
12,632
|
|
Mastercard Inc. Class A
|
21,076
|
11,405
|
|
* EMC Corp.
|
420,130
|
10,037
|
|
Accenture plc Class A
|
128,689
|
9,777
|
|
Hewlett-Packard Co.
|
389,598
|
9,288
|
|
Texas Instruments Inc.
|
220,540
|
7,825
|
|
Automatic Data Processing Inc.
|
97,024
|
6,309
|
|
|
|
|
|
* Salesforce.com Inc.
|
26,942
|
4,818
|
|
* Cognizant Technology Solutions Corp. Class A
|
60,338
|
4,622
|
|
* Yahoo! Inc.
|
193,461
|
4,552
|
|
* Adobe Systems Inc.
|
99,630
|
4,335
|
|
Dell Inc.
|
292,701
|
4,194
|
|
Corning Inc.
|
294,219
|
3,922
|
|
Intuit Inc.
|
55,672
|
3,655
|
|
Broadcom Corp. Class A
|
104,550
|
3,625
|
|
TE Connectivity Ltd.
|
84,255
|
3,533
|
|
Motorola Solutions Inc.
|
54,968
|
3,520
|
|
* Symantec Corp.
|
138,152
|
3,410
|
|
Applied Materials Inc.
|
238,695
|
3,218
|
|
Analog Devices Inc.
|
61,084
|
2,840
|
|
* Citrix Systems Inc.
|
37,203
|
2,685
|
|
* SanDisk Corp.
|
48,085
|
2,645
|
|
* NetApp Inc.
|
72,318
|
2,470
|
|
Amphenol Corp. Class A
|
31,941
|
2,384
|
|
* Fiserv Inc.
|
26,567
|
2,333
|
|
Seagate Technology plc
|
63,717
|
2,329
|
|
Fidelity National Information Services Inc.
|
58,541
|
2,319
|
|
Altera Corp.
|
63,721
|
2,260
|
|
Paychex Inc.
|
64,225
|
2,252
|
|
Western Digital Corp.
|
43,661
|
2,195
|
|
Xerox Corp.
|
244,220
|
2,100
|
|
* Micron Technology Inc.
|
205,261
|
2,049
|
|
Xilinx Inc.
|
52,036
|
1,986
|
|
* Red Hat Inc.
|
38,427
|
1,943
|
|
* Teradata Corp.
|
32,959
|
1,928
|
|
* Juniper Networks Inc.
|
102,698
|
1,904
|
|
* Autodesk Inc.
|
44,733
|
1,845
|
|
Linear Technology Corp.
|
46,147
|
1,771
|
|
KLA-Tencor Corp.
|
33,159
|
1,749
|
|
Western Union Co.
|
113,522
|
1,707
|
|
CA Inc.
|
66,900
|
1,684
|
|
NVIDIA Corp.
|
124,281
|
1,593
|
|
Computer Sciences Corp.
|
30,884
|
1,520
|
|
* VeriSign Inc.
|
30,731
|
1,453
|
|
Microchip Technology Inc.
|
38,599
|
1,419
|
|
* F5 Networks Inc.
|
15,794
|
1,407
|
|
* Lam Research Corp.
|
32,204
|
1,335
|
|
* Akamai Technologies Inc.
|
35,353
|
1,248
|
|
* BMC Software Inc.
|
26,045
|
1,207
|
|
* Electronic Arts Inc.
|
60,288
|
1,067
|
|
Harris Corp.
|
22,520
|
1,044
|
|
Molex Inc.
|
27,322
|
800
|
|
Total System Services Inc.
|
31,698
|
785
|
|
SAIC Inc.
|
55,768
|
756
|
|
FLIR Systems Inc.
|
28,796
|
749
|
|
* LSI Corp.
|
109,032
|
739
|
|
Jabil Circuit Inc.
|
36,840
|
681
|
|
* JDS Uniphase Corp.
|
46,691
|
624
|
|
* Teradyne Inc.
|
37,600
|
610
|
|
* First Solar Inc.
|
12,133
|
327
|
|
* Advanced Micro Devices Inc.
|
121,345
|
309
|
|
|
|
502,736
|
|
Materials (3.4%)
|
|
|
|
Monsanto Co.
|
107,010
|
11,303
|
|
|
|
|
|
EI du Pont de Nemours & Co.
|
186,547
|
9,171
|
|
Dow Chemical Co.
|
240,445
|
7,656
|
|
Praxair Inc.
|
59,134
|
6,596
|
|
Freeport-McMoRan Copper & Gold Inc.
|
190,131
|
6,293
|
|
LyondellBasell Industries NV Class A
|
75,992
|
4,810
|
|
Ecolab Inc.
|
53,057
|
4,254
|
|
Newmont Mining Corp.
|
98,979
|
4,146
|
|
International Paper Co.
|
88,118
|
4,105
|
|
PPG Industries Inc.
|
28,437
|
3,809
|
|
Air Products & Chemicals Inc.
|
41,410
|
3,608
|
|
Mosaic Co.
|
55,215
|
3,291
|
|
Nucor Corp.
|
63,127
|
2,913
|
|
Sherwin-Williams Co.
|
17,054
|
2,880
|
|
CF Industries Holdings Inc.
|
12,579
|
2,395
|
|
Eastman Chemical Co.
|
30,543
|
2,134
|
|
Sigma-Aldrich Corp.
|
23,959
|
1,861
|
|
Alcoa Inc.
|
211,903
|
1,805
|
|
FMC Corp.
|
27,328
|
1,559
|
|
Ball Corp.
|
29,751
|
1,416
|
|
Airgas Inc.
|
13,597
|
1,348
|
|
Vulcan Materials Co.
|
25,830
|
1,335
|
|
MeadWestvaco Corp.
|
34,655
|
1,258
|
|
International Flavors & Fragrances Inc.
|
16,254
|
1,246
|
|
Sealed Air Corp.
|
38,892
|
938
|
|
* Owens-Illinois Inc.
|
32,885
|
876
|
|
Bemis Co. Inc.
|
20,450
|
825
|
|
Allegheny Technologies Inc.
|
21,120
|
670
|
|
Cliffs Natural Resources Inc.
|
30,169
|
574
|
|
United States Steel Corp.
|
28,380
|
553
|
|
|
|
95,628
|
|
Telecommunication Services (3.0%)
|
|
|
|
AT&T Inc.
|
1,095,984
|
40,212
|
|
Verizon Communications Inc.
|
570,420
|
28,036
|
|
CenturyLink Inc.
|
125,026
|
4,392
|
|
* Crown Castle International Corp.
|
58,854
|
4,098
|
|
* Sprint Nextel Corp.
|
603,537
|
3,748
|
|
Windstream Corp.
|
116,958
|
930
|
|
Frontier Communications Corp.
|
199,222
|
793
|
|
* MetroPCS Communications Inc.
|
63,428
|
691
|
|
|
|
82,900
|
|
Utilities (3.5%)
|
|
|
|
Duke Energy Corp.
|
140,699
|
10,213
|
|
Southern Co.
|
173,777
|
8,154
|
|
Dominion Resources Inc.
|
115,146
|
6,699
|
|
NextEra Energy Inc.
|
84,655
|
6,576
|
|
Exelon Corp.
|
170,730
|
5,887
|
|
American Electric Power Co. Inc.
|
96,752
|
4,705
|
|
PG&E Corp.
|
87,577
|
3,900
|
|
PPL Corp.
|
116,913
|
3,661
|
|
Sempra Energy
|
45,252
|
3,617
|
|
Consolidated Edison Inc.
|
58,432
|
3,566
|
|
FirstEnergy Corp.
|
83,404
|
3,520
|
|
Public Service Enterprise Group Inc.
|
101,489
|
3,485
|
|
Edison International
|
64,970
|
3,269
|
|
Xcel Energy Inc.
|
97,979
|
2,910
|
|
Northeast Utilities
|
63,157
|
2,745
|
|
|
|
|
|
|
DTE Energy Co.
|
|
34,679
|
2,370
|
|
Entergy Corp.
|
|
35,335
|
2,235
|
|
CenterPoint Energy Inc.
|
|
84,888
|
2,034
|
|
Wisconsin Energy Corp.
|
|
45,842
|
1,966
|
|
ONEOK Inc.
|
|
40,724
|
1,941
|
|
NiSource Inc.
|
|
62,658
|
1,838
|
|
NRG Energy Inc.
|
|
64,174
|
1,700
|
|
Ameren Corp.
|
|
48,221
|
1,689
|
|
AES Corp.
|
|
123,005
|
1,546
|
|
CMS Energy Corp.
|
|
52,575
|
1,469
|
|
SCANA Corp.
|
|
26,788
|
1,371
|
|
Pinnacle West Capital Corp.
|
|
21,840
|
1,264
|
|
AGL Resources Inc.
|
|
23,389
|
981
|
|
Pepco Holdings Inc.
|
|
45,455
|
973
|
|
Integrys Energy Group Inc.
|
|
15,473
|
900
|
|
TECO Energy Inc.
|
|
40,750
|
726
|
|
|
|
|
97,910
|
|
Total Common Stocks (Cost $1,988,672)
|
|
|
2,790,573
|
|
|
Coupon
|
|
|
|
Temporary Cash Investment (0.0%)
|
|
|
|
|
Money Market Fund (0.0%)
|
|
|
|
|
1 Vanguard Market Liquidity Fund (Cost $34)
|
0.147%
|
33,752
|
34
|
|
|
|
Total Investments (100.0%) (Cost $1,988,706)
|
|
|
2,790,607
|
|
Other Assets and Liabilities-Net (0.0%)
|
|
|
83
|
|
Net Assets (100%)
|
|
|
2,790,690
|
* 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.
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 March 31, 2013, 100% of the market value of the fund's investments was determined based on Level 1 inputs.
Tax-Managed Growth and Income Fund
C.
At March 31, 2013, the cost of investment securities for tax purposes was $1,988,706,000. Net unrealized appreciation of investment securities for tax purposes was $801,901,000, consisting of unrealized gains of $968,866,000 on securities that had risen in value since their purchase and $166,965,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Tax-Managed Capital Appreciation Fund
Schedule of Investments
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
|
Common Stocks (100.0%)
|
|
|
|
Consumer Discretionary (12.7%)
|
|
|
|
Home Depot Inc.
|
463,400
|
32,336
|
|
Comcast Corp. Class A
|
755,371
|
31,733
|
|
Walt Disney Co.
|
542,636
|
30,822
|
|
McDonald's Corp.
|
306,260
|
30,531
|
|
* Amazon.com Inc.
|
110,500
|
29,447
|
|
News Corp. Class A
|
676,330
|
20,642
|
|
Time Warner Inc.
|
315,349
|
18,170
|
|
Ford Motor Co.
|
1,209,933
|
15,911
|
|
Target Corp.
|
220,900
|
15,121
|
|
Lowe's Cos. Inc.
|
391,100
|
14,830
|
|
NIKE Inc. Class B
|
243,200
|
14,351
|
|
Starbucks Corp.
|
250,852
|
14,289
|
|
* DIRECTV
|
225,409
|
12,760
|
|
Yum! Brands Inc.
|
159,210
|
11,454
|
|
Viacom Inc. Class B
|
171,033
|
10,530
|
|
Time Warner Cable Inc.
|
94,542
|
9,082
|
|
Johnson Controls Inc.
|
237,600
|
8,333
|
|
* General Motors Co.
|
299,485
|
8,332
|
|
* Bed Bath & Beyond Inc.
|
102,415
|
6,598
|
|
* AutoZone Inc.
|
16,290
|
6,463
|
|
* Discovery Communications Inc.
|
90,137
|
6,268
|
|
CBS Corp. Class B
|
127,174
|
5,938
|
|
* O'Reilly Automotive Inc.
|
57,848
|
5,932
|
|
Ross Stores Inc.
|
96,892
|
5,874
|
|
* Dollar Tree Inc.
|
120,738
|
5,847
|
|
* Liberty Interactive Corp. Class A
|
269,426
|
5,760
|
|
Starwood Hotels & Resorts Worldwide Inc.
|
89,818
|
5,724
|
|
Sirius XM Radio Inc.
|
1,851,325
|
5,702
|
|
Las Vegas Sands Corp.
|
100,440
|
5,660
|
|
Coach Inc.
|
111,500
|
5,574
|
|
Marriott International Inc. Class A
|
128,575
|
5,430
|
|
* CarMax Inc.
|
128,143
|
5,344
|
|
Gap Inc.
|
148,547
|
5,259
|
|
Ralph Lauren Corp. Class A
|
30,800
|
5,215
|
|
* Liberty Global Inc.
|
75,207
|
5,161
|
|
* BorgWarner Inc.
|
61,100
|
4,725
|
|
* PulteGroup Inc.
|
222,730
|
4,508
|
|
PVH Corp.
|
41,031
|
4,383
|
|
* TripAdvisor Inc.
|
80,406
|
4,223
|
|
* priceline.com Inc.
|
6,075
|
4,179
|
|
* NVR Inc.
|
3,840
|
4,148
|
|
Darden Restaurants Inc.
|
77,080
|
3,983
|
|
* MGM Resorts International
|
298,690
|
3,928
|
|
* Mohawk Industries Inc.
|
34,700
|
3,925
|
|
PetSmart Inc.
|
62,000
|
3,850
|
|
Interpublic Group of Cos. Inc.
|
294,400
|
3,836
|
|
Advance Auto Parts Inc.
|
46,302
|
3,827
|
|
Scripps Networks Interactive Inc. Class A
|
59,478
|
3,827
|
|
Lennar Corp. Class A
|
90,300
|
3,746
|
|
|
|
|
|
Expedia Inc.
|
62,306
|
3,739
|
|
TJX Cos. Inc.
|
79,152
|
3,700
|
|
* Toll Brothers Inc.
|
106,560
|
3,649
|
|
* Dollar General Corp.
|
71,400
|
3,611
|
|
* Liberty Media Corp.
|
30,877
|
3,447
|
|
Hasbro Inc.
|
77,100
|
3,388
|
|
Brinker International Inc.
|
88,250
|
3,323
|
|
Kohl's Corp.
|
68,850
|
3,176
|
|
* Sears Holdings Corp.
|
62,700
|
3,133
|
|
D.R. Horton Inc.
|
126,366
|
3,071
|
|
Virgin Media Inc.
|
62,269
|
3,049
|
|
Harley-Davidson Inc.
|
56,800
|
3,027
|
|
Omnicom Group Inc.
|
50,600
|
2,980
|
|
Aaron's Inc.
|
100,882
|
2,893
|
|
Royal Caribbean Cruises Ltd.
|
86,200
|
2,864
|
|
Dillard's Inc. Class A
|
35,800
|
2,812
|
|
* Lamar Advertising Co. Class A
|
56,186
|
2,731
|
|
* Hanesbrands Inc.
|
57,986
|
2,642
|
|
* Liberty Global Inc. Class A
|
35,738
|
2,623
|
|
* AutoNation Inc.
|
58,225
|
2,547
|
|
Foot Locker Inc.
|
70,600
|
2,417
|
|
Macy's Inc.
|
56,800
|
2,376
|
|
Gentex Corp.
|
107,252
|
2,146
|
|
Weight Watchers International Inc.
|
50,300
|
2,118
|
|
John Wiley & Sons Inc. Class A
|
53,700
|
2,092
|
|
Harman International Industries Inc.
|
43,600
|
1,946
|
|
* ITT Educational Services Inc.
|
140,400
|
1,935
|
|
Nordstrom Inc.
|
32,300
|
1,784
|
|
* Liberty Ventures Class A
|
18,529
|
1,400
|
|
Allison Transmission Holdings Inc.
|
57,695
|
1,385
|
|
American Eagle Outfitters Inc.
|
66,991
|
1,253
|
|
Abercrombie & Fitch Co.
|
23,300
|
1,076
|
|
Comcast Corp.
|
26,219
|
1,039
|
|
* AMC Networks Inc. Class A
|
13,586
|
858
|
|
* Madison Square Garden Co. Class A
|
13,586
|
783
|
|
* Starz - Liberty Capital
|
30,877
|
684
|
|
GameStop Corp. Class A
|
20,430
|
571
|
|
Mattel Inc.
|
12,557
|
550
|
|
Chico's FAS Inc.
|
28,340
|
476
|
|
* Apollo Group Inc. Class A
|
20,729
|
360
|
|
Best Buy Co. Inc.
|
15,759
|
349
|
|
Lennar Corp. Class B
|
8,300
|
268
|
|
Wynn Resorts Ltd.
|
2,000
|
250
|
|
* Hyatt Hotels Corp. Class A
|
5,200
|
225
|
|
Cablevision Systems Corp. Class A
|
14,944
|
224
|
|
Carnival Corp.
|
5,800
|
199
|
|
* Goodyear Tire & Rubber Co.
|
14,600
|
184
|
|
Staples Inc.
|
9,495
|
128
|
|
International Game Technology
|
400
|
7
|
|
|
|
574,999
|
|
Consumer Staples (10.2%)
|
|
|
|
Procter & Gamble Co.
|
796,678
|
61,392
|
|
Coca-Cola Co.
|
1,145,800
|
46,336
|
|
Philip Morris International Inc.
|
491,809
|
45,596
|
|
Wal-Mart Stores Inc.
|
502,428
|
37,597
|
|
PepsiCo Inc.
|
469,139
|
37,114
|
|
CVS Caremark Corp.
|
404,754
|
22,257
|
|
|
|
|
|
Costco Wholesale Corp.
|
144,000
|
15,280
|
|
Walgreen Co.
|
302,300
|
14,414
|
|
Colgate-Palmolive Co.
|
115,900
|
13,680
|
|
Altria Group Inc.
|
388,723
|
13,368
|
|
Mondelez International Inc. Class A
|
351,526
|
10,760
|
|
Archer-Daniels-Midland Co.
|
243,273
|
8,206
|
|
Kroger Co.
|
231,700
|
7,678
|
|
Estee Lauder Cos. Inc. Class A
|
102,400
|
6,557
|
|
Hershey Co.
|
72,600
|
6,355
|
|
Kraft Foods Group Inc.
|
117,175
|
6,038
|
|
Clorox Co.
|
66,120
|
5,854
|
|
Coca-Cola Enterprises Inc.
|
153,000
|
5,649
|
|
Brown-Forman Corp. Class B
|
74,469
|
5,317
|
|
* Constellation Brands Inc. Class A
|
111,570
|
5,315
|
|
Bunge Ltd.
|
71,400
|
5,271
|
|
McCormick & Co. Inc.
|
70,300
|
5,171
|
|
Dr Pepper Snapple Group Inc.
|
109,700
|
5,150
|
|
Church & Dwight Co. Inc.
|
76,988
|
4,976
|
|
JM Smucker Co.
|
49,024
|
4,861
|
|
Tyson Foods Inc. Class A
|
187,944
|
4,665
|
|
Energizer Holdings Inc.
|
45,169
|
4,505
|
|
Safeway Inc.
|
170,462
|
4,492
|
|
Campbell Soup Co.
|
97,400
|
4,418
|
|
General Mills Inc.
|
88,800
|
4,379
|
|
Hormel Foods Corp.
|
105,200
|
4,347
|
|
Kimberly-Clark Corp.
|
43,340
|
4,246
|
|
* Monster Beverage Corp.
|
86,500
|
4,129
|
|
* Green Mountain Coffee Roasters Inc.
|
69,983
|
3,972
|
|
Ingredion Inc.
|
54,900
|
3,970
|
|
* Smithfield Foods Inc.
|
137,950
|
3,653
|
|
Molson Coors Brewing Co. Class B
|
71,900
|
3,518
|
|
* Dean Foods Co.
|
168,496
|
3,055
|
|
Whole Foods Market Inc.
|
32,840
|
2,849
|
|
Mead Johnson Nutrition Co.
|
30,021
|
2,325
|
|
Beam Inc.
|
33,200
|
2,109
|
|
Kellogg Co.
|
22,800
|
1,469
|
|
Avon Products Inc.
|
58,700
|
1,217
|
|
Sysco Corp.
|
17,111
|
602
|
|
Nu Skin Enterprises Inc. Class A
|
11,200
|
495
|
|
ConAgra Foods Inc.
|
11,200
|
401
|
|
Hillshire Brands Co.
|
8,920
|
313
|
|
|
|
465,321
|
|
Energy (10.2%)
|
|
|
|
Exxon Mobil Corp.
|
1,320,464
|
118,987
|
|
Chevron Corp.
|
569,538
|
67,672
|
|
Schlumberger Ltd.
|
375,599
|
28,129
|
|
ConocoPhillips
|
249,132
|
14,973
|
|
Occidental Petroleum Corp.
|
190,339
|
14,917
|
|
Anadarko Petroleum Corp.
|
169,323
|
14,807
|
|
EOG Resources Inc.
|
94,100
|
12,051
|
|
Phillips 66
|
157,963
|
11,053
|
|
National Oilwell Varco Inc.
|
146,541
|
10,368
|
|
Apache Corp.
|
126,217
|
9,739
|
|
Williams Cos. Inc.
|
232,200
|
8,698
|
|
Hess Corp.
|
118,800
|
8,507
|
|
Noble Energy Inc.
|
72,000
|
8,328
|
|
Valero Energy Corp.
|
182,480
|
8,301
|
|
|
|
|
|
Devon Energy Corp.
|
145,622
|
8,216
|
|
* Cameron International Corp.
|
109,002
|
7,107
|
|
Cabot Oil & Gas Corp.
|
104,970
|
7,097
|
|
Baker Hughes Inc.
|
150,671
|
6,993
|
|
Pioneer Natural Resources Co.
|
55,937
|
6,950
|
|
Range Resources Corp.
|
79,200
|
6,418
|
|
* FMC Technologies Inc.
|
113,300
|
6,162
|
|
* Southwestern Energy Co.
|
164,300
|
6,122
|
|
Halliburton Co.
|
138,200
|
5,585
|
|
EQT Corp.
|
75,000
|
5,081
|
|
* Denbury Resources Inc.
|
229,776
|
4,285
|
|
Marathon Petroleum Corp.
|
46,450
|
4,162
|
|
QEP Resources Inc.
|
125,065
|
3,982
|
|
* Dresser-Rand Group Inc.
|
61,355
|
3,783
|
|
Helmerich & Payne Inc.
|
57,980
|
3,519
|
|
* Concho Resources Inc.
|
35,300
|
3,439
|
|
* Continental Resources Inc.
|
39,400
|
3,425
|
|
SM Energy Co.
|
57,556
|
3,408
|
|
Cimarex Energy Co.
|
43,499
|
3,282
|
|
* Plains Exploration & Production Co.
|
66,760
|
3,169
|
|
Marathon Oil Corp.
|
92,900
|
3,133
|
|
World Fuel Services Corp.
|
78,047
|
3,100
|
|
* Rowan Cos. plc Class A
|
85,600
|
3,027
|
|
Energen Corp.
|
56,100
|
2,918
|
|
* SandRidge Energy Inc.
|
501,954
|
2,645
|
|
Peabody Energy Corp.
|
108,100
|
2,286
|
|
Tesoro Corp.
|
26,500
|
1,552
|
|
* Newfield Exploration Co.
|
66,098
|
1,482
|
|
* Ultra Petroleum Corp.
|
62,570
|
1,258
|
|
* WPX Energy Inc.
|
77,400
|
1,240
|
|
CONSOL Energy Inc.
|
33,900
|
1,141
|
|
* Unit Corp.
|
12,800
|
583
|
|
Chesapeake Energy Corp.
|
25,211
|
515
|
|
Patterson-UTI Energy Inc.
|
21,200
|
505
|
|
Diamond Offshore Drilling Inc.
|
4,600
|
320
|
|
Kinder Morgan Inc.
|
8,193
|
317
|
|
* Alpha Natural Resources Inc.
|
25,400
|
209
|
|
* Superior Energy Services Inc.
|
1,048
|
27
|
|
|
|
464,973
|
|
Financials (16.6%)
|
|
|
|
* Berkshire Hathaway Inc. Class B
|
526,545
|
54,866
|
|
JPMorgan Chase & Co.
|
1,111,121
|
52,734
|
|
Wells Fargo & Co.
|
1,236,508
|
45,738
|
|
Citigroup Inc.
|
869,400
|
38,462
|
|
Bank of America Corp.
|
2,583,633
|
31,469
|
|
American Express Co.
|
318,800
|
21,506
|
|
Goldman Sachs Group Inc.
|
109,200
|
16,069
|
|
Simon Property Group Inc.
|
98,448
|
15,610
|
|
US Bancorp
|
392,700
|
13,324
|
|
State Street Corp.
|
186,978
|
11,048
|
|
American Tower Corporation
|
143,100
|
11,007
|
|
Prudential Financial Inc.
|
161,904
|
9,551
|
|
Discover Financial Services
|
202,200
|
9,067
|
|
Aflac Inc.
|
172,500
|
8,973
|
|
Travelers Cos. Inc.
|
101,877
|
8,577
|
|
Public Storage
|
55,200
|
8,408
|
|
Franklin Resources Inc.
|
55,400
|
8,355
|
|
|
|
|
|
T. Rowe Price Group Inc.
|
92,978
|
6,961
|
|
Weyerhaeuser Co.
|
219,800
|
6,897
|
|
Ameriprise Financial Inc.
|
92,960
|
6,846
|
|
Progressive Corp.
|
267,900
|
6,770
|
|
* American International Group Inc.
|
172,780
|
6,707
|
|
Charles Schwab Corp.
|
377,200
|
6,673
|
|
Capital One Financial Corp.
|
117,800
|
6,473
|
|
Equity Residential
|
115,600
|
6,365
|
|
SunTrust Banks Inc.
|
216,990
|
6,251
|
|
* IntercontinentalExchange Inc.
|
37,569
|
6,126
|
|
Loews Corp.
|
138,908
|
6,122
|
|
McGraw-Hill Cos. Inc.
|
117,000
|
6,093
|
|
Boston Properties Inc.
|
60,200
|
6,084
|
|
Fifth Third Bancorp
|
368,920
|
6,017
|
|
Host Hotels & Resorts Inc.
|
334,772
|
5,855
|
|
General Growth Properties Inc.
|
263,357
|
5,236
|
|
* CBRE Group Inc. Class A
|
205,090
|
5,178
|
|
Allstate Corp.
|
102,300
|
5,020
|
|
* CIT Group Inc.
|
114,835
|
4,993
|
|
* Affiliated Managers Group Inc.
|
32,250
|
4,953
|
|
Lincoln National Corp.
|
150,986
|
4,924
|
|
AvalonBay Communities Inc.
|
38,375
|
4,861
|
|
Plum Creek Timber Co. Inc.
|
91,500
|
4,776
|
|
M&T Bank Corp.
|
46,286
|
4,775
|
|
Unum Group
|
166,800
|
4,712
|
|
* Arch Capital Group Ltd.
|
88,800
|
4,668
|
|
SL Green Realty Corp.
|
53,410
|
4,599
|
|
KeyCorp
|
457,769
|
4,559
|
|
MetLife Inc.
|
112,842
|
4,290
|
|
* Alleghany Corp.
|
10,759
|
4,260
|
|
* American Capital Ltd.
|
288,458
|
4,210
|
|
Raymond James Financial Inc.
|
89,650
|
4,133
|
|
Torchmark Corp.
|
68,650
|
4,105
|
|
Principal Financial Group Inc.
|
120,400
|
4,097
|
|
* Popular Inc.
|
145,844
|
4,027
|
|
PNC Financial Services Group Inc.
|
59,631
|
3,965
|
|
WR Berkley Corp.
|
87,896
|
3,900
|
|
Brown & Brown Inc.
|
118,600
|
3,800
|
|
Jones Lang LaSalle Inc.
|
38,077
|
3,785
|
|
DDR Corp.
|
216,364
|
3,769
|
|
Zions Bancorporation
|
150,084
|
3,751
|
|
Moody's Corp.
|
70,100
|
3,738
|
|
BlackRock Inc.
|
14,450
|
3,712
|
|
NASDAQ OMX Group Inc.
|
114,892
|
3,711
|
|
HCC Insurance Holdings Inc.
|
87,200
|
3,665
|
|
* Markel Corp.
|
7,276
|
3,663
|
|
Eaton Vance Corp.
|
86,202
|
3,606
|
|
TD Ameritrade Holding Corp.
|
174,400
|
3,596
|
|
SEI Investments Co.
|
123,770
|
3,571
|
|
Reinsurance Group of America Inc. Class A
|
58,819
|
3,510
|
|
First Republic Bank
|
90,257
|
3,486
|
|
East West Bancorp Inc.
|
134,700
|
3,458
|
|
Morgan Stanley
|
156,500
|
3,440
|
|
CME Group Inc.
|
55,950
|
3,435
|
|
White Mountains Insurance Group Ltd.
|
6,041
|
3,426
|
|
* MSCI Inc. Class A
|
100,764
|
3,419
|
|
Assurant Inc.
|
75,300
|
3,389
|
|
|
|
|
|
Taubman Centers Inc.
|
43,500
|
3,378
|
|
* E*TRADE Financial Corp.
|
312,879
|
3,351
|
|
Apartment Investment & Management Co. Class A
|
108,443
|
3,325
|
|
Hospitality Properties Trust
|
119,270
|
3,273
|
|
* Howard Hughes Corp.
|
38,899
|
3,260
|
|
* Realogy Holdings Corp.
|
66,000
|
3,223
|
|
Equity Lifestyle Properties Inc.
|
41,900
|
3,218
|
|
Leucadia National Corp.
|
116,219
|
3,188
|
|
Douglas Emmett Inc.
|
127,273
|
3,173
|
|
* Alexander & Baldwin Inc.
|
88,414
|
3,161
|
|
* Forest City Enterprises Inc. Class A
|
177,391
|
3,152
|
|
* Genworth Financial Inc. Class A
|
310,960
|
3,110
|
|
Retail Properties of America Inc.
|
209,357
|
3,098
|
|
Aon plc
|
50,100
|
3,081
|
|
First Horizon National Corp.
|
286,845
|
3,063
|
|
Post Properties Inc.
|
63,200
|
2,977
|
|
Cullen/Frost Bankers Inc.
|
47,600
|
2,976
|
|
Camden Property Trust
|
42,400
|
2,912
|
|
Bank of New York Mellon Corp.
|
103,106
|
2,886
|
|
Commerce Bancshares Inc.
|
70,214
|
2,867
|
|
* TFS Financial Corp.
|
260,720
|
2,824
|
|
Chubb Corp.
|
30,900
|
2,705
|
|
Associated Banc-Corp
|
170,670
|
2,592
|
|
* Signature Bank
|
32,500
|
2,560
|
|
Alexandria Real Estate Equities Inc.
|
35,930
|
2,550
|
|
SLM Corp.
|
123,245
|
2,524
|
|
* St. Joe Co.
|
118,400
|
2,516
|
|
Hanover Insurance Group Inc.
|
49,600
|
2,464
|
|
* MBIA Inc.
|
239,350
|
2,458
|
|
BOK Financial Corp.
|
38,571
|
2,403
|
|
CNA Financial Corp.
|
69,500
|
2,272
|
|
CapitalSource Inc.
|
225,539
|
2,170
|
|
StanCorp Financial Group Inc.
|
50,600
|
2,164
|
|
Digital Realty Trust Inc.
|
28,440
|
1,903
|
|
Lazard Ltd. Class A
|
55,686
|
1,901
|
|
Prologis Inc.
|
44,814
|
1,792
|
|
First Citizens BancShares Inc. Class A
|
9,642
|
1,762
|
|
ACE Ltd.
|
19,502
|
1,735
|
|
BB&T Corp.
|
53,000
|
1,664
|
|
Hartford Financial Services Group Inc.
|
64,184
|
1,656
|
|
Legg Mason Inc.
|
47,500
|
1,527
|
|
American Financial Group Inc.
|
32,200
|
1,526
|
|
Janus Capital Group Inc.
|
134,000
|
1,260
|
|
New York Community Bancorp Inc.
|
86,400
|
1,240
|
|
BRE Properties Inc.
|
21,500
|
1,047
|
|
Northern Trust Corp.
|
19,050
|
1,039
|
|
Bank of Hawaii Corp.
|
20,100
|
1,021
|
|
Federal Realty Investment Trust
|
8,200
|
886
|
|
Interactive Brokers Group Inc.
|
51,335
|
765
|
|
People's United Financial Inc.
|
42,614
|
573
|
|
Invesco Ltd.
|
12,010
|
348
|
|
Extra Space Storage Inc.
|
6,100
|
240
|
|
Essex Property Trust Inc.
|
300
|
45
|
|
|
|
751,979
|
|
Health Care (12.3%)
|
|
|
|
Johnson & Johnson
|
795,698
|
64,873
|
|
Pfizer Inc.
|
2,052,484
|
59,235
|
|
|
|
|
|
Merck & Co. Inc.
|
742,926
|
32,860
|
|
Amgen Inc.
|
244,387
|
25,052
|
|
* Gilead Sciences Inc.
|
482,400
|
23,604
|
|
UnitedHealth Group Inc.
|
328,662
|
18,803
|
|
* Celgene Corp.
|
151,519
|
17,563
|
|
AbbVie Inc.
|
407,600
|
16,622
|
|
* Biogen Idec Inc.
|
81,661
|
15,753
|
|
* Express Scripts Holding Co.
|
266,195
|
15,346
|
|
Abbott Laboratories
|
407,600
|
14,396
|
|
Bristol-Myers Squibb Co.
|
311,241
|
12,820
|
|
Medtronic Inc.
|
263,600
|
12,379
|
|
Allergan Inc.
|
108,530
|
12,115
|
|
Thermo Fisher Scientific Inc.
|
138,556
|
10,598
|
|
Eli Lilly & Co.
|
169,595
|
9,631
|
|
Baxter International Inc.
|
127,341
|
9,250
|
|
WellPoint Inc.
|
124,216
|
8,227
|
|
McKesson Corp.
|
73,424
|
7,927
|
|
Becton Dickinson and Co.
|
80,600
|
7,706
|
|
Cigna Corp.
|
118,300
|
7,378
|
|
Stryker Corp.
|
109,200
|
7,124
|
|
Aetna Inc.
|
138,944
|
7,103
|
|
Agilent Technologies Inc.
|
154,106
|
6,468
|
|
AmerisourceBergen Corp. Class A
|
123,000
|
6,328
|
|
* Life Technologies Corp.
|
95,435
|
6,168
|
|
Zimmer Holdings Inc.
|
81,170
|
6,106
|
|
Cardinal Health Inc.
|
145,512
|
6,056
|
|
St. Jude Medical Inc.
|
139,832
|
5,655
|
|
* Mylan Inc.
|
194,637
|
5,633
|
|
Perrigo Co.
|
46,840
|
5,561
|
|
* Actavis Inc.
|
60,233
|
5,548
|
|
Humana Inc.
|
72,800
|
5,031
|
|
* Waters Corp.
|
51,650
|
4,850
|
|
* Henry Schein Inc.
|
52,400
|
4,850
|
|
* Laboratory Corp. of America Holdings
|
51,900
|
4,681
|
|
* Mettler-Toledo International Inc.
|
21,000
|
4,478
|
|
* Forest Laboratories Inc.
|
117,100
|
4,455
|
|
Universal Health Services Inc. Class B
|
67,400
|
4,305
|
|
Quest Diagnostics Inc.
|
72,800
|
4,110
|
|
DENTSPLY International Inc.
|
93,300
|
3,958
|
|
Coventry Health Care Inc.
|
81,025
|
3,811
|
|
* Hospira Inc.
|
110,140
|
3,616
|
|
Cooper Cos. Inc.
|
33,500
|
3,614
|
|
PerkinElmer Inc.
|
106,204
|
3,573
|
|
* CareFusion Corp.
|
97,796
|
3,422
|
|
* Endo Health Solutions Inc.
|
102,147
|
3,142
|
|
Teleflex Inc.
|
37,000
|
3,127
|
|
Techne Corp.
|
44,000
|
2,985
|
|
CR Bard Inc.
|
29,300
|
2,953
|
|
Patterson Cos. Inc.
|
73,530
|
2,797
|
|
Covidien plc
|
36,200
|
2,456
|
|
Warner Chilcott plc Class A
|
180,827
|
2,450
|
|
* Health Net Inc.
|
74,200
|
2,124
|
|
* Varian Medical Systems Inc.
|
28,200
|
2,030
|
|
Omnicare Inc.
|
40,900
|
1,665
|
|
* Vertex Pharmaceuticals Inc.
|
28,588
|
1,572
|
|
* Medivation Inc.
|
12,554
|
587
|
|
* Boston Scientific Corp.
|
72,350
|
565
|
|
|
|
|
|
* Incyte Corp. Ltd.
|
15,000
|
351
|
|
* Intuitive Surgical Inc.
|
630
|
309
|
|
* DaVita HealthCare Partners Inc.
|
2,200
|
261
|
|
* Alexion Pharmaceuticals Inc.
|
1,100
|
101
|
|
* Brookdale Senior Living Inc. Class A
|
3,600
|
100
|
|
* QIAGEN NV
|
1,200
|
25
|
|
|
|
558,242
|
|
Industrials (11.2%)
|
|
|
|
General Electric Co.
|
2,917,272
|
67,447
|
|
United Technologies Corp.
|
280,100
|
26,170
|
|
Boeing Co.
|
236,770
|
20,327
|
|
Union Pacific Corp.
|
123,914
|
17,647
|
|
3M Co.
|
154,200
|
16,393
|
|
United Parcel Service Inc. Class B
|
147,300
|
12,653
|
|
Danaher Corp.
|
194,200
|
12,070
|
|
Caterpillar Inc.
|
128,820
|
11,203
|
|
FedEx Corp.
|
112,700
|
11,067
|
|
Honeywell International Inc.
|
131,400
|
9,901
|
|
Precision Castparts Corp.
|
52,100
|
9,879
|
|
CSX Corp.
|
389,800
|
9,601
|
|
Illinois Tool Works Inc.
|
155,800
|
9,494
|
|
Norfolk Southern Corp.
|
121,650
|
9,377
|
|
Deere & Co.
|
104,800
|
9,011
|
|
Cummins Inc.
|
75,400
|
8,732
|
|
General Dynamics Corp.
|
121,400
|
8,560
|
|
Emerson Electric Co.
|
142,400
|
7,956
|
|
PACCAR Inc.
|
142,910
|
7,226
|
|
Fastenal Co.
|
126,000
|
6,470
|
|
Parker Hannifin Corp.
|
67,500
|
6,182
|
|
Roper Industries Inc.
|
47,800
|
6,085
|
|
WW Grainger Inc.
|
27,000
|
6,074
|
|
Southwest Airlines Co.
|
418,087
|
5,636
|
|
AMETEK Inc.
|
127,475
|
5,527
|
|
Waste Management Inc.
|
140,297
|
5,501
|
|
Fluor Corp.
|
81,200
|
5,386
|
|
Raytheon Co.
|
88,118
|
5,180
|
|
Flowserve Corp.
|
30,750
|
5,157
|
|
* Stericycle Inc.
|
48,408
|
5,140
|
|
Northrop Grumman Corp.
|
72,268
|
5,070
|
|
* Verisk Analytics Inc. Class A
|
80,005
|
4,931
|
|
Pall Corp.
|
69,300
|
4,738
|
|
J.B. Hunt Transport Services Inc.
|
63,096
|
4,699
|
|
Rockwell Collins Inc.
|
73,700
|
4,652
|
|
* Jacobs Engineering Group Inc.
|
82,566
|
4,643
|
|
Expeditors International of Washington Inc.
|
123,861
|
4,423
|
|
C.H. Robinson Worldwide Inc.
|
74,090
|
4,405
|
|
L-3 Communications Holdings Inc.
|
54,000
|
4,370
|
|
* Oshkosh Corp.
|
100,357
|
4,264
|
|
Equifax Inc.
|
74,000
|
4,262
|
|
* Quanta Services Inc.
|
140,048
|
4,003
|
|
* WABCO Holdings Inc.
|
56,041
|
3,956
|
|
IDEX Corp.
|
71,845
|
3,838
|
|
Carlisle Cos. Inc.
|
56,500
|
3,830
|
|
Donaldson Co. Inc.
|
103,200
|
3,735
|
|
* Owens Corning
|
94,587
|
3,730
|
|
Valmont Industries Inc.
|
23,637
|
3,717
|
|
Wabtec Corp.
|
35,800
|
3,656
|
|
|
|
|
|
MSC Industrial Direct Co. Inc. Class A
|
41,700
|
3,577
|
|
Huntington Ingalls Industries Inc.
|
65,905
|
3,515
|
|
* Terex Corp.
|
99,066
|
3,410
|
|
Robert Half International Inc.
|
87,500
|
3,284
|
|
Joy Global Inc.
|
52,500
|
3,125
|
|
Cintas Corp.
|
70,766
|
3,123
|
|
Landstar System Inc.
|
54,289
|
3,099
|
|
Manpower Inc.
|
54,600
|
3,097
|
|
Toro Co.
|
66,100
|
3,043
|
|
Dun & Bradstreet Corp.
|
36,200
|
3,028
|
|
SPX Corp.
|
37,400
|
2,953
|
|
KBR Inc.
|
89,249
|
2,863
|
|
UTi Worldwide Inc.
|
183,575
|
2,658
|
|
Xylem Inc.
|
87,100
|
2,400
|
|
Alliant Techsystems Inc.
|
33,100
|
2,397
|
|
Iron Mountain Inc.
|
62,646
|
2,275
|
|
Lennox International Inc.
|
35,090
|
2,228
|
|
CNH Global NV
|
53,619
|
2,216
|
|
Towers Watson & Co. Class A
|
31,300
|
2,170
|
|
Stanley Black & Decker Inc.
|
26,745
|
2,166
|
|
TransDigm Group Inc.
|
13,034
|
1,993
|
|
Textron Inc.
|
61,020
|
1,819
|
|
Graco Inc.
|
27,658
|
1,605
|
|
Eaton Corp. plc
|
24,494
|
1,500
|
|
Gardner Denver Inc.
|
19,846
|
1,491
|
|
KAR Auction Services Inc.
|
71,953
|
1,441
|
|
Manitowoc Co. Inc.
|
62,200
|
1,279
|
|
* United Continental Holdings Inc.
|
39,300
|
1,258
|
|
ITT Corp.
|
43,550
|
1,238
|
|
* Navistar International Corp.
|
32,334
|
1,118
|
|
* Copart Inc.
|
27,700
|
950
|
|
Exelis Inc.
|
87,100
|
948
|
|
Tyco International Ltd.
|
25,300
|
810
|
|
ADT Corp.
|
15,050
|
737
|
|
Lockheed Martin Corp.
|
6,820
|
658
|
|
Republic Services Inc. Class A
|
19,512
|
644
|
|
AGCO Corp.
|
10,600
|
552
|
|
* Engility Holdings Inc.
|
14,700
|
352
|
|
Pentair Ltd.
|
6,070
|
320
|
|
Babcock & Wilcox Co.
|
10,920
|
310
|
|
Ryder System Inc.
|
3,600
|
215
|
|
* Hertz Global Holdings Inc.
|
7,000
|
156
|
|
Nielsen Holdings NV
|
3,000
|
107
|
|
* Fortune Brands Home & Security Inc.
|
2,546
|
95
|
|
|
|
506,197
|
|
Information Technology (17.4%)
|
|
|
|
Apple Inc.
|
268,330
|
118,771
|
|
International Business Machines Corp.
|
314,758
|
67,138
|
|
* Google Inc. Class A
|
76,138
|
60,456
|
|
Microsoft Corp.
|
2,063,000
|
59,022
|
|
Oracle Corp.
|
1,142,934
|
36,962
|
|
Cisco Systems Inc.
|
1,609,290
|
33,650
|
|
QUALCOMM Inc.
|
434,420
|
29,084
|
|
Visa Inc. Class A
|
161,498
|
27,429
|
|
Intel Corp.
|
1,160,830
|
25,364
|
|
* eBay Inc.
|
368,318
|
19,970
|
|
Mastercard Inc. Class A
|
35,090
|
18,988
|
|
|
|
|
|
* EMC Corp.
|
682,400
|
16,303
|
|
Texas Instruments Inc.
|
389,800
|
13,830
|
|
Hewlett-Packard Co.
|
472,423
|
11,263
|
|
* Yahoo! Inc.
|
460,420
|
10,834
|
|
* Cognizant Technology Solutions Corp. Class A
|
116,597
|
8,933
|
|
* Adobe Systems Inc.
|
202,700
|
8,819
|
|
Intuit Inc.
|
119,760
|
7,862
|
|
* Symantec Corp.
|
316,351
|
7,808
|
|
Broadcom Corp. Class A
|
224,450
|
7,782
|
|
Accenture plc Class A
|
96,113
|
7,302
|
|
Corning Inc.
|
478,200
|
6,374
|
|
* Citrix Systems Inc.
|
83,556
|
6,029
|
|
Amphenol Corp. Class A
|
79,800
|
5,957
|
|
* Fiserv Inc.
|
65,550
|
5,757
|
|
Western Digital Corp.
|
114,100
|
5,737
|
|
* NetApp Inc.
|
162,363
|
5,546
|
|
Altera Corp.
|
156,335
|
5,545
|
|
Analog Devices Inc.
|
118,166
|
5,494
|
|
* Autodesk Inc.
|
126,488
|
5,216
|
|
Fidelity National Information Services Inc.
|
130,478
|
5,170
|
|
Xerox Corp.
|
577,604
|
4,967
|
|
KLA-Tencor Corp.
|
90,600
|
4,778
|
|
Linear Technology Corp.
|
124,200
|
4,766
|
|
* Teradata Corp.
|
81,064
|
4,743
|
|
Applied Materials Inc.
|
335,600
|
4,524
|
|
* BMC Software Inc.
|
96,266
|
4,460
|
|
Western Union Co.
|
290,095
|
4,363
|
|
* Avnet Inc.
|
108,600
|
3,931
|
|
* Synopsys Inc.
|
108,990
|
3,911
|
|
Computer Sciences Corp.
|
78,900
|
3,884
|
|
* Lam Research Corp.
|
91,845
|
3,808
|
|
AOL Inc.
|
92,340
|
3,554
|
|
* Arrow Electronics Inc.
|
87,100
|
3,538
|
|
FLIR Systems Inc.
|
133,100
|
3,462
|
|
* Compuware Corp.
|
276,640
|
3,458
|
|
Global Payments Inc.
|
69,217
|
3,437
|
|
* Cadence Design Systems Inc.
|
245,160
|
3,415
|
|
Solera Holdings Inc.
|
58,496
|
3,412
|
|
NVIDIA Corp.
|
255,244
|
3,272
|
|
Motorola Solutions Inc.
|
49,604
|
3,176
|
|
Automatic Data Processing Inc.
|
47,100
|
3,062
|
|
DST Systems Inc.
|
42,800
|
3,050
|
|
* Brocade Communications Systems Inc.
|
515,900
|
2,977
|
|
* LSI Corp.
|
428,628
|
2,906
|
|
* CoreLogic Inc.
|
111,746
|
2,890
|
|
* Rovi Corp.
|
134,500
|
2,880
|
|
CA Inc.
|
113,266
|
2,851
|
|
* NCR Corp.
|
99,574
|
2,744
|
|
Xilinx Inc.
|
71,336
|
2,723
|
|
* Tech Data Corp.
|
55,510
|
2,532
|
|
* Ingram Micro Inc.
|
125,000
|
2,460
|
|
* Juniper Networks Inc.
|
119,000
|
2,206
|
|
* Fairchild Semiconductor International Inc. Class A
|
147,958
|
2,092
|
|
* Alliance Data Systems Corp.
|
11,600
|
1,878
|
|
Total System Services Inc.
|
74,759
|
1,853
|
|
* Teradyne Inc.
|
110,200
|
1,787
|
|
* Atmel Corp.
|
248,700
|
1,731
|
|
|
|
|
|
* Polycom Inc.
|
140,400
|
1,556
|
|
Broadridge Financial Solutions Inc.
|
58,725
|
1,459
|
|
Lexmark International Inc. Class A
|
50,300
|
1,328
|
|
* Zebra Technologies Corp.
|
27,257
|
1,285
|
|
Microchip Technology Inc.
|
31,400
|
1,154
|
|
Jack Henry & Associates Inc.
|
24,401
|
1,128
|
|
IAC/InterActiveCorp
|
24,515
|
1,095
|
|
* Zynga Inc. Class A
|
313,000
|
1,052
|
|
* Salesforce.com Inc.
|
5,200
|
930
|
|
Lender Processing Services Inc.
|
29,150
|
742
|
|
Molex Inc.
|
24,751
|
725
|
|
* Micron Technology Inc.
|
56,400
|
563
|
|
Activision Blizzard Inc.
|
32,800
|
478
|
|
Amdocs Ltd.
|
12,000
|
435
|
|
* VeriSign Inc.
|
7,105
|
336
|
|
Harris Corp.
|
4,300
|
199
|
|
* Electronic Arts Inc.
|
100
|
2
|
|
|
|
790,343
|
|
Materials (3.7%)
|
|
|
|
Praxair Inc.
|
103,500
|
11,544
|
|
Freeport-McMoRan Copper & Gold Inc.
|
294,908
|
9,761
|
|
Monsanto Co.
|
87,134
|
9,204
|
|
LyondellBasell Industries NV Class A
|
132,900
|
8,411
|
|
Ecolab Inc.
|
104,738
|
8,398
|
|
EI du Pont de Nemours & Co.
|
160,300
|
7,880
|
|
Newmont Mining Corp.
|
164,386
|
6,886
|
|
Nucor Corp.
|
129,600
|
5,981
|
|
CF Industries Holdings Inc.
|
30,360
|
5,780
|
|
Dow Chemical Co.
|
178,640
|
5,688
|
|
Sigma-Aldrich Corp.
|
63,400
|
4,925
|
|
FMC Corp.
|
78,000
|
4,448
|
|
Ball Corp.
|
91,200
|
4,339
|
|
Airgas Inc.
|
43,400
|
4,304
|
|
Celanese Corp. Class A
|
97,411
|
4,291
|
|
Mosaic Co.
|
71,400
|
4,256
|
|
* Crown Holdings Inc.
|
100,800
|
4,194
|
|
Vulcan Materials Co.
|
80,517
|
4,163
|
|
Rockwood Holdings Inc.
|
62,760
|
4,107
|
|
* WR Grace & Co.
|
52,689
|
4,084
|
|
* Owens-Illinois Inc.
|
145,880
|
3,888
|
|
Albemarle Corp.
|
60,400
|
3,776
|
|
Cytec Industries Inc.
|
46,300
|
3,430
|
|
Reliance Steel & Aluminum Co.
|
46,300
|
3,295
|
|
Martin Marietta Materials Inc.
|
30,600
|
3,122
|
|
Westlake Chemical Corp.
|
31,700
|
2,964
|
|
Sherwin-Williams Co.
|
16,100
|
2,719
|
|
United States Steel Corp.
|
131,600
|
2,566
|
|
Sealed Air Corp.
|
106,072
|
2,557
|
|
* Tahoe Resources Inc.
|
137,596
|
2,420
|
|
Scotts Miracle-Gro Co. Class A
|
51,099
|
2,210
|
|
Intrepid Potash Inc.
|
115,925
|
2,175
|
|
* Allied Nevada Gold Corp.
|
106,895
|
1,759
|
|
International Paper Co.
|
35,900
|
1,672
|
|
Allegheny Technologies Inc.
|
50,100
|
1,589
|
|
Royal Gold Inc.
|
21,768
|
1,546
|
|
Valspar Corp.
|
23,400
|
1,457
|
|
Packaging Corp. of America
|
26,600
|
1,194
|
|
|
|
|
|
Eastman Chemical Co.
|
14,106
|
986
|
|
Southern Copper Corp.
|
21,224
|
797
|
|
* Molycorp Inc.
|
117,300
|
610
|
|
Air Products & Chemicals Inc.
|
5,700
|
497
|
|
Cliffs Natural Resources Inc.
|
261
|
5
|
|
|
|
169,878
|
|
Telecommunication Services (2.8%)
|
|
|
|
AT&T Inc.
|
1,696,979
|
62,262
|
|
Verizon Communications Inc.
|
711,342
|
34,962
|
|
* Crown Castle International Corp.
|
115,300
|
8,030
|
|
* Sprint Nextel Corp.
|
1,249,579
|
7,760
|
|
* SBA Communications Corp. Class A
|
67,103
|
4,833
|
|
Telephone & Data Systems Inc.
|
116,594
|
2,457
|
|
CenturyLink Inc.
|
56,364
|
1,980
|
|
* United States Cellular Corp.
|
44,516
|
1,603
|
|
* MetroPCS Communications Inc.
|
113,252
|
1,234
|
|
* Level 3 Communications Inc.
|
58,413
|
1,185
|
|
Frontier Communications Corp.
|
5
|
—
|
|
|
|
126,306
|
|
Utilities (2.9%)
|
|
|
|
NextEra Energy Inc.
|
122,451
|
9,512
|
|
Duke Energy Corp.
|
111,730
|
8,110
|
|
Sempra Energy
|
100,036
|
7,997
|
|
Edison International
|
138,600
|
6,974
|
|
PG&E Corp.
|
145,600
|
6,484
|
|
Northeast Utilities
|
142,899
|
6,210
|
|
Southern Co.
|
124,900
|
5,860
|
|
Wisconsin Energy Corp.
|
120,084
|
5,150
|
|
CenterPoint Energy Inc.
|
213,800
|
5,123
|
|
* Calpine Corp.
|
236,180
|
4,865
|
|
AES Corp.
|
386,798
|
4,862
|
|
NRG Energy Inc.
|
183,306
|
4,856
|
|
CMS Energy Corp.
|
164,986
|
4,610
|
|
SCANA Corp.
|
80,500
|
4,118
|
|
American Water Works Co. Inc.
|
95,720
|
3,967
|
|
Dominion Resources Inc.
|
67,086
|
3,903
|
|
ITC Holdings Corp.
|
43,093
|
3,847
|
|
Aqua America Inc.
|
118,983
|
3,741
|
|
NV Energy Inc.
|
184,483
|
3,695
|
|
Integrys Energy Group Inc.
|
61,481
|
3,576
|
|
MDU Resources Group Inc.
|
137,050
|
3,425
|
|
FirstEnergy Corp.
|
71,207
|
3,005
|
|
American Electric Power Co. Inc.
|
60,600
|
2,947
|
|
Questar Corp.
|
115,800
|
2,817
|
|
Consolidated Edison Inc.
|
44,100
|
2,691
|
|
Public Service Enterprise Group Inc.
|
69,800
|
2,397
|
|
Exelon Corp.
|
63,200
|
2,179
|
|
National Fuel Gas Co.
|
29,825
|
1,830
|
|
UGI Corp.
|
34,466
|
1,323
|
|
NiSource Inc.
|
35,920
|
1,054
|
|
Entergy Corp.
|
15,600
|
987
|
|
OGE Energy Corp.
|
12,800
|
896
|
|
|
|
133,011
|
|
Total Common Stocks (Cost $2,759,859)
|
|
4,541,249
|
|
|
|
|
|
|
|
Coupon
|
|
|
|
Temporary Cash Investment (0.1%)
|
|
|
|
|
Money Market Fund (0.1%)
|
|
|
|
|
1 Vanguard Market Liquidity Fund (Cost
|
|
|
|
|
$4,126)
|
0.147%
|
4,125,903
|
4,126
|
|
|
|
Total Investments (100.1%) (Cost $2,763,985)
|
|
|
4,545,375
|
|
Other Assets and Liabilities-Net (-0.1%)
|
|
|
(4,841)
|
|
Net Assets (100%)
|
|
|
4,540,534
|
* 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.
Level 1—
Quoted prices in active markets for identical securities.
Level 2—
Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—
Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments).
At March 31, 2013, 100% of the market value of the fund's investments was determined based on Level 1 inputs.
C.
At March 31, 2013, the cost of investment securities for tax purposes was $2,763,985,000. Net unrealized appreciation of investment securities for tax purposes was $1,781,390,000, consisting of unrealized gains of $1,840,650,000 on securities that had risen in value since their purchase and $59,260,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Tax-Managed Balanced Fund
Schedule of Investments
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
|
Common Stocks (48.4%)
|
|
|
|
Consumer Discretionary (6.0%)
|
|
|
|
Walt Disney Co.
|
63,166
|
3,588
|
|
Comcast Corp. Class A
|
84,845
|
3,564
|
|
* Amazon.com Inc.
|
13,362
|
3,561
|
|
McDonald's Corp.
|
30,774
|
3,068
|
|
Home Depot Inc.
|
40,399
|
2,819
|
|
News Corp. Class A
|
80,951
|
2,471
|
|
Ford Motor Co.
|
142,400
|
1,873
|
|
NIKE Inc. Class B
|
29,294
|
1,729
|
|
Lowe's Cos. Inc.
|
44,615
|
1,692
|
|
Target Corp.
|
22,045
|
1,509
|
|
Starbucks Corp.
|
26,263
|
1,496
|
|
Time Warner Inc.
|
25,796
|
1,486
|
|
* DIRECTV
|
26,118
|
1,479
|
|
* priceline.com Inc.
|
2,098
|
1,443
|
|
TJX Cos. Inc.
|
29,186
|
1,364
|
|
Viacom Inc. Class B
|
22,027
|
1,356
|
|
CBS Corp. Class B
|
28,800
|
1,345
|
|
Yum! Brands Inc.
|
16,305
|
1,173
|
|
* General Motors Co.
|
31,600
|
879
|
|
Virgin Media Inc.
|
16,636
|
815
|
|
Macy's Inc.
|
18,494
|
774
|
|
* Bed Bath & Beyond Inc.
|
11,700
|
754
|
|
Time Warner Cable Inc.
|
7,643
|
734
|
|
Coach Inc.
|
14,120
|
706
|
|
Harley-Davidson Inc.
|
13,090
|
698
|
|
Starwood Hotels & Resorts Worldwide Inc.
|
10,707
|
682
|
|
Ross Stores Inc.
|
11,104
|
673
|
|
* O'Reilly Automotive Inc.
|
6,562
|
673
|
|
* AutoZone Inc.
|
1,681
|
667
|
|
* Liberty Media Corp.
|
5,804
|
648
|
|
Marriott International Inc. Class A
|
15,183
|
641
|
|
Gap Inc.
|
17,925
|
635
|
|
Ralph Lauren Corp. Class A
|
3,573
|
605
|
|
* Dollar Tree Inc.
|
12,088
|
585
|
|
Carnival Corp.
|
16,650
|
571
|
|
* Liberty Global Inc. Class A
|
7,732
|
567
|
|
* Dollar General Corp.
|
11,000
|
556
|
|
D.R. Horton Inc.
|
22,722
|
552
|
|
DISH Network Corp. Class A
|
14,505
|
550
|
|
Tractor Supply Co.
|
5,157
|
537
|
|
Kohl's Corp.
|
11,385
|
525
|
|
PVH Corp.
|
4,883
|
522
|
|
* Jarden Corp.
|
12,138
|
520
|
|
Newell Rubbermaid Inc.
|
19,818
|
517
|
|
Johnson Controls Inc.
|
14,700
|
515
|
|
* Discovery Communications Inc. Class A
|
6,441
|
507
|
|
Advance Auto Parts Inc.
|
5,864
|
485
|
|
Lear Corp.
|
8,800
|
483
|
|
Lennar Corp. Class A
|
11,423
|
474
|
|
|
|
|
|
PetSmart Inc.
|
7,424
|
461
|
|
Scripps Networks Interactive Inc. Class A
|
7,068
|
455
|
|
Royal Caribbean Cruises Ltd.
|
12,547
|
417
|
|
* NVR Inc.
|
380
|
410
|
|
Wyndham Worldwide Corp.
|
6,300
|
406
|
|
Family Dollar Stores Inc.
|
6,866
|
405
|
|
Staples Inc.
|
29,898
|
401
|
|
* Liberty Global Inc.
|
5,446
|
374
|
|
Polaris Industries Inc.
|
4,000
|
370
|
|
Brinker International Inc.
|
9,637
|
363
|
|
Dillard's Inc. Class A
|
4,613
|
362
|
|
Harman International Industries Inc.
|
8,007
|
357
|
|
International Game Technology
|
21,367
|
353
|
|
Expedia Inc.
|
5,791
|
347
|
|
* BorgWarner Inc.
|
4,476
|
346
|
|
Aaron's Inc.
|
11,911
|
342
|
|
Hasbro Inc.
|
7,712
|
339
|
|
* TripAdvisor Inc.
|
6,191
|
325
|
|
Morningstar Inc.
|
4,628
|
324
|
|
Service Corp. International
|
19,100
|
320
|
|
Chico's FAS Inc.
|
18,400
|
309
|
|
Las Vegas Sands Corp.
|
5,400
|
304
|
|
John Wiley & Sons Inc. Class A
|
7,218
|
281
|
|
DeVry Inc.
|
8,800
|
279
|
|
Signet Jewelers Ltd.
|
4,000
|
268
|
|
Comcast Corp.
|
6,476
|
257
|
|
Thor Industries Inc.
|
6,900
|
254
|
|
* Hanesbrands Inc.
|
5,500
|
251
|
|
Abercrombie & Fitch Co.
|
5,400
|
249
|
|
Wendy's Co.
|
43,670
|
248
|
|
Weight Watchers International Inc.
|
5,533
|
233
|
|
Omnicom Group Inc.
|
3,800
|
224
|
|
Gentex Corp.
|
10,743
|
215
|
|
* Panera Bread Co. Class A
|
1,300
|
215
|
|
DSW Inc. Class A
|
2,600
|
166
|
|
* Starz - Liberty Capital
|
5,804
|
129
|
|
Guess? Inc.
|
4,600
|
114
|
|
* Apollo Group Inc. Class A
|
6,500
|
113
|
|
* MGM Resorts International
|
8,013
|
105
|
|
* Toll Brothers Inc.
|
2,000
|
68
|
|
* Liberty Interactive Corp. Class A
|
2,138
|
46
|
|
* AMC Networks Inc. Class A
|
573
|
36
|
|
* Netflix Inc.
|
177
|
33
|
|
Lennar Corp. Class B
|
680
|
22
|
|
Cablevision Systems Corp. Class A
|
1,094
|
16
|
|
H&R Block Inc.
|
500
|
15
|
|
Tiffany & Co.
|
200
|
14
|
|
* Liberty Ventures Class A
|
142
|
11
|
|
|
|
68,018
|
|
Consumer Staples (4.9%)
|
|
|
|
Procter & Gamble Co.
|
85,449
|
6,585
|
|
Coca-Cola Co.
|
136,364
|
5,515
|
|
Philip Morris International Inc.
|
49,594
|
4,598
|
|
Wal-Mart Stores Inc.
|
56,649
|
4,239
|
|
PepsiCo Inc.
|
42,890
|
3,393
|
|
CVS Caremark Corp.
|
44,092
|
2,425
|
|
Colgate-Palmolive Co.
|
18,535
|
2,188
|
|
|
|
|
|
Mondelez International Inc. Class A
|
70,537
|
2,159
|
|
Costco Wholesale Corp.
|
17,417
|
1,848
|
|
Altria Group Inc.
|
46,800
|
1,609
|
|
Walgreen Co.
|
28,118
|
1,341
|
|
Kraft Foods Group Inc.
|
24,479
|
1,261
|
|
Archer-Daniels-Midland Co.
|
31,473
|
1,062
|
|
Mead Johnson Nutrition Co.
|
10,513
|
814
|
|
Estee Lauder Cos. Inc. Class A
|
12,118
|
776
|
|
Whole Foods Market Inc.
|
8,800
|
763
|
|
Hershey Co.
|
8,400
|
735
|
|
General Mills Inc.
|
14,314
|
706
|
|
JM Smucker Co.
|
6,851
|
679
|
|
Coca-Cola Enterprises Inc.
|
18,186
|
671
|
|
McCormick & Co. Inc.
|
8,747
|
643
|
|
* Constellation Brands Inc. Class A
|
13,487
|
642
|
|
Kroger Co.
|
19,300
|
640
|
|
Bunge Ltd.
|
8,530
|
630
|
|
Brown-Forman Corp. Class B
|
8,688
|
620
|
|
* Green Mountain Coffee Roasters Inc.
|
10,729
|
609
|
|
Church & Dwight Co. Inc.
|
9,255
|
598
|
|
Beam Inc.
|
9,400
|
597
|
|
Tyson Foods Inc. Class A
|
23,410
|
581
|
|
Clorox Co.
|
6,400
|
567
|
|
Energizer Holdings Inc.
|
5,465
|
545
|
|
Hormel Foods Corp.
|
12,892
|
533
|
|
Dr Pepper Snapple Group Inc.
|
11,332
|
532
|
|
Safeway Inc.
|
20,134
|
530
|
|
* Monster Beverage Corp.
|
10,438
|
498
|
|
Kimberly-Clark Corp.
|
4,972
|
487
|
|
Ingredion Inc.
|
6,686
|
483
|
|
Hillshire Brands Co.
|
12,887
|
453
|
|
* Smithfield Foods Inc.
|
16,756
|
444
|
|
* Dean Foods Co.
|
23,202
|
421
|
|
Herbalife Ltd.
|
9,227
|
346
|
|
Avon Products Inc.
|
14,500
|
301
|
|
Molson Coors Brewing Co. Class B
|
5,600
|
274
|
|
Sysco Corp.
|
1,500
|
53
|
|
|
|
55,394
|
|
Energy (5.0%)
|
|
|
|
Exxon Mobil Corp.
|
150,715
|
13,581
|
|
Chevron Corp.
|
60,432
|
7,181
|
|
Schlumberger Ltd.
|
35,467
|
2,656
|
|
Phillips 66
|
26,406
|
1,848
|
|
Anadarko Petroleum Corp.
|
20,490
|
1,792
|
|
ConocoPhillips
|
29,712
|
1,786
|
|
Occidental Petroleum Corp.
|
20,404
|
1,599
|
|
EOG Resources Inc.
|
11,328
|
1,451
|
|
Marathon Petroleum Corp.
|
15,241
|
1,366
|
|
Halliburton Co.
|
33,664
|
1,360
|
|
Apache Corp.
|
16,314
|
1,259
|
|
National Oilwell Varco Inc.
|
16,529
|
1,169
|
|
Hess Corp.
|
14,004
|
1,003
|
|
Noble Energy Inc.
|
7,999
|
925
|
|
Cabot Oil & Gas Corp.
|
13,152
|
889
|
|
Devon Energy Corp.
|
15,657
|
883
|
|
* Cameron International Corp.
|
12,852
|
838
|
|
Pioneer Natural Resources Co.
|
6,519
|
810
|
|
|
|
|
|
Range Resources Corp.
|
9,446
|
766
|
|
* FMC Technologies Inc.
|
13,886
|
755
|
|
* Southwestern Energy Co.
|
20,031
|
746
|
|
* Concho Resources Inc.
|
6,600
|
643
|
|
HollyFrontier Corp.
|
12,492
|
643
|
|
EQT Corp.
|
9,097
|
616
|
|
* Denbury Resources Inc.
|
28,100
|
524
|
|
* Plains Exploration & Production Co.
|
10,148
|
482
|
|
QEP Resources Inc.
|
14,925
|
475
|
|
Helmerich & Payne Inc.
|
7,715
|
468
|
|
Patterson-UTI Energy Inc.
|
19,302
|
460
|
|
Cimarex Energy Co.
|
5,776
|
436
|
|
* Ultra Petroleum Corp.
|
21,400
|
430
|
|
Murphy Oil Corp.
|
6,700
|
427
|
|
SM Energy Co.
|
7,172
|
425
|
|
Diamond Offshore Drilling Inc.
|
5,860
|
408
|
|
* Continental Resources Inc.
|
4,564
|
397
|
|
* Dresser-Rand Group Inc.
|
6,122
|
377
|
|
* Oil States International Inc.
|
4,098
|
334
|
|
* Rowan Cos. plc Class A
|
8,883
|
314
|
|
* Kosmos Energy Ltd.
|
27,697
|
313
|
|
Energen Corp.
|
5,830
|
303
|
|
Marathon Oil Corp.
|
8,482
|
286
|
|
Peabody Energy Corp.
|
13,009
|
275
|
|
Nabors Industries Ltd.
|
16,090
|
261
|
|
CONSOL Energy Inc.
|
7,605
|
256
|
|
* Newfield Exploration Co.
|
11,327
|
254
|
|
SEACOR Holdings Inc.
|
3,397
|
250
|
|
World Fuel Services Corp.
|
5,400
|
214
|
|
CARBO Ceramics Inc.
|
2,108
|
192
|
|
* Whiting Petroleum Corp.
|
3,600
|
183
|
|
* Superior Energy Services Inc.
|
6,121
|
159
|
|
* McDermott International Inc.
|
11,085
|
122
|
|
* SandRidge Energy Inc.
|
21,613
|
114
|
|
EXCO Resources Inc.
|
13,311
|
95
|
|
Chesapeake Energy Corp.
|
4,500
|
92
|
|
Baker Hughes Inc.
|
1,950
|
91
|
|
* Era Group Inc.
|
3,397
|
71
|
|
Valero Energy Corp.
|
1,500
|
68
|
|
Williams Cos. Inc.
|
900
|
34
|
|
* Alpha Natural Resources Inc.
|
3,888
|
32
|
|
|
|
56,187
|
|
Financials (8.0%)
|
|
|
|
* Berkshire Hathaway Inc. Class B
|
63,477
|
6,614
|
|
JPMorgan Chase & Co.
|
113,701
|
5,396
|
|
Wells Fargo & Co.
|
145,121
|
5,368
|
|
Citigroup Inc.
|
106,292
|
4,702
|
|
Bank of America Corp.
|
381,117
|
4,642
|
|
Goldman Sachs Group Inc.
|
18,285
|
2,691
|
|
American Express Co.
|
37,859
|
2,554
|
|
Simon Property Group Inc.
|
11,878
|
1,883
|
|
US Bancorp
|
46,300
|
1,571
|
|
Morgan Stanley
|
63,960
|
1,406
|
|
State Street Corp.
|
21,669
|
1,280
|
|
American Tower Corporation
|
16,573
|
1,275
|
|
Capital One Financial Corp.
|
22,592
|
1,241
|
|
Discover Financial Services
|
24,229
|
1,086
|
|
|
|
|
|
* American International Group Inc.
|
26,600
|
1,033
|
|
Public Storage
|
6,572
|
1,001
|
|
Franklin Resources Inc.
|
6,625
|
999
|
|
Travelers Cos. Inc.
|
10,589
|
892
|
|
Weyerhaeuser Co.
|
27,357
|
858
|
|
Aon plc
|
13,400
|
824
|
|
Progressive Corp.
|
31,897
|
806
|
|
Equity Residential
|
14,550
|
801
|
|
SunTrust Banks Inc.
|
27,529
|
793
|
|
Boston Properties Inc.
|
7,581
|
766
|
|
Bank of New York Mellon Corp.
|
27,100
|
759
|
|
Vornado Realty Trust
|
9,000
|
753
|
|
Loews Corp.
|
16,916
|
746
|
|
Host Hotels & Resorts Inc.
|
41,299
|
722
|
|
* IntercontinentalExchange Inc.
|
4,271
|
696
|
|
Regions Financial Corp.
|
83,415
|
683
|
|
Hartford Financial Services Group Inc.
|
26,400
|
681
|
|
Leucadia National Corp.
|
24,533
|
673
|
|
Moody's Corp.
|
12,400
|
661
|
|
AvalonBay Communities Inc.
|
5,100
|
646
|
|
Lincoln National Corp.
|
19,430
|
634
|
|
Fifth Third Bancorp
|
38,275
|
624
|
|
* CBRE Group Inc. Class A
|
24,373
|
615
|
|
General Growth Properties Inc.
|
30,900
|
614
|
|
Unum Group
|
20,827
|
588
|
|
* Affiliated Managers Group Inc.
|
3,684
|
566
|
|
SL Green Realty Corp.
|
6,459
|
556
|
|
PNC Financial Services Group Inc.
|
7,700
|
512
|
|
Federal Realty Investment Trust
|
4,619
|
499
|
|
Comerica Inc.
|
13,700
|
493
|
|
MetLife Inc.
|
12,940
|
492
|
|
Torchmark Corp.
|
8,148
|
487
|
|
* Alleghany Corp.
|
1,219
|
483
|
|
Raymond James Financial Inc.
|
10,234
|
472
|
|
* Arch Capital Group Ltd.
|
8,850
|
465
|
|
Charles Schwab Corp.
|
26,105
|
462
|
|
Legg Mason Inc.
|
14,354
|
461
|
|
Allstate Corp.
|
9,400
|
461
|
|
Zions Bancorporation
|
18,451
|
461
|
|
Jones Lang LaSalle Inc.
|
4,612
|
458
|
|
Aflac Inc.
|
8,800
|
458
|
|
SEI Investments Co.
|
15,847
|
457
|
|
* American Capital Ltd.
|
31,200
|
455
|
|
Essex Property Trust Inc.
|
3,000
|
452
|
|
RenaissanceRe Holdings Ltd.
|
4,898
|
451
|
|
WR Berkley Corp.
|
10,143
|
450
|
|
Reinsurance Group of America Inc. Class A
|
7,470
|
446
|
|
TD Ameritrade Holding Corp.
|
21,461
|
443
|
|
* MSCI Inc. Class A
|
12,934
|
439
|
|
American Financial Group Inc.
|
9,150
|
434
|
|
Prologis Inc.
|
10,800
|
432
|
|
HCC Insurance Holdings Inc.
|
10,264
|
431
|
|
East West Bancorp Inc.
|
16,769
|
430
|
|
NASDAQ OMX Group Inc.
|
13,273
|
429
|
|
Brown & Brown Inc.
|
13,261
|
425
|
|
Extra Space Storage Inc.
|
10,800
|
424
|
|
Assured Guaranty Ltd.
|
20,094
|
414
|
|
|
|
|
|
Allied World Assurance Co. Holdings AG
|
4,448
|
412
|
|
DDR Corp.
|
23,607
|
411
|
|
TCF Financial Corp.
|
27,300
|
408
|
|
Taubman Centers Inc.
|
5,200
|
404
|
|
* Howard Hughes Corp.
|
4,800
|
402
|
|
First Republic Bank
|
10,400
|
402
|
|
CapitalSource Inc.
|
41,714
|
401
|
|
Equity Lifestyle Properties Inc.
|
5,200
|
399
|
|
First Horizon National Corp.
|
36,840
|
393
|
|
Tanger Factory Outlet Centers
|
10,800
|
391
|
|
City National Corp.
|
6,600
|
389
|
|
* Markel Corp.
|
771
|
388
|
|
Apartment Investment & Management Co. Class A
|
12,576
|
386
|
|
Chubb Corp.
|
4,400
|
385
|
|
Douglas Emmett Inc.
|
15,334
|
382
|
|
KeyCorp
|
38,318
|
382
|
|
* Forest City Enterprises Inc. Class A
|
21,413
|
381
|
|
Assurant Inc.
|
8,400
|
378
|
|
Alexandria Real Estate Equities Inc.
|
5,300
|
376
|
|
Associated Banc-Corp
|
24,527
|
373
|
|
* E*TRADE Financial Corp.
|
34,200
|
366
|
|
Digital Realty Trust Inc.
|
5,143
|
344
|
|
Washington Federal Inc.
|
19,000
|
333
|
|
LPL Financial Holdings Inc.
|
10,200
|
329
|
|
* Alexander & Baldwin Inc.
|
9,000
|
322
|
|
First Citizens BancShares Inc. Class A
|
1,717
|
314
|
|
White Mountains Insurance Group Ltd.
|
538
|
305
|
|
* St. Joe Co.
|
13,900
|
295
|
|
* TFS Financial Corp.
|
27,100
|
294
|
|
Retail Properties of America Inc.
|
19,700
|
292
|
|
CNA Financial Corp.
|
8,693
|
284
|
|
Prudential Financial Inc.
|
4,712
|
278
|
|
Commerce Bancshares Inc.
|
6,584
|
269
|
|
Huntington Bancshares Inc.
|
35,900
|
265
|
|
BlackRock Inc.
|
1,032
|
265
|
|
Lazard Ltd. Class A
|
7,700
|
263
|
|
BOK Financial Corp.
|
4,040
|
252
|
|
Hanover Insurance Group Inc.
|
5,014
|
249
|
|
ProAssurance Corp.
|
5,000
|
237
|
|
* MBIA Inc.
|
22,375
|
230
|
|
McGraw-Hill Cos. Inc.
|
4,200
|
219
|
|
StanCorp Financial Group Inc.
|
5,000
|
214
|
|
* Genworth Financial Inc. Class A
|
20,900
|
209
|
|
ACE Ltd.
|
2,300
|
205
|
|
* Signature Bank
|
2,400
|
189
|
|
BB&T Corp.
|
5,800
|
182
|
|
BRE Properties Inc.
|
3,400
|
166
|
|
CME Group Inc.
|
2,495
|
153
|
|
* CIT Group Inc.
|
2,100
|
91
|
|
Ameriprise Financial Inc.
|
1,180
|
87
|
|
Hospitality Properties Trust
|
3,122
|
86
|
|
M&T Bank Corp.
|
750
|
77
|
|
Cullen/Frost Bankers Inc.
|
200
|
13
|
|
People's United Financial Inc.
|
400
|
5
|
|
|
|
90,900
|
|
Health Care (5.9%)
|
|
|
|
Johnson & Johnson
|
83,444
|
6,803
|
|
|
|
|
|
Pfizer Inc.
|
226,890
|
6,548
|
|
Merck & Co. Inc.
|
85,821
|
3,796
|
|
Amgen Inc.
|
28,555
|
2,927
|
|
* Gilead Sciences Inc.
|
58,102
|
2,843
|
|
UnitedHealth Group Inc.
|
37,413
|
2,140
|
|
* Celgene Corp.
|
17,712
|
2,053
|
|
AbbVie Inc.
|
48,200
|
1,966
|
|
* Biogen Idec Inc.
|
9,811
|
1,893
|
|
* Express Scripts Holding Co.
|
32,149
|
1,853
|
|
Abbott Laboratories
|
48,200
|
1,702
|
|
Bristol-Myers Squibb Co.
|
36,160
|
1,489
|
|
Allergan Inc.
|
12,809
|
1,430
|
|
Thermo Fisher Scientific Inc.
|
16,567
|
1,267
|
|
Eli Lilly & Co.
|
20,400
|
1,159
|
|
McKesson Corp.
|
10,636
|
1,148
|
|
Medtronic Inc.
|
23,200
|
1,089
|
|
WellPoint Inc.
|
14,626
|
969
|
|
Stryker Corp.
|
13,949
|
910
|
|
Cigna Corp.
|
14,562
|
908
|
|
* Alexion Pharmaceuticals Inc.
|
8,886
|
819
|
|
Aetna Inc.
|
15,855
|
811
|
|
* Intuitive Surgical Inc.
|
1,630
|
801
|
|
Covidien plc
|
11,800
|
801
|
|
Agilent Technologies Inc.
|
17,807
|
747
|
|
AmerisourceBergen Corp. Class A
|
14,506
|
746
|
|
* Life Technologies Corp.
|
11,217
|
725
|
|
* Actavis Inc.
|
7,664
|
706
|
|
* Mylan Inc.
|
23,356
|
676
|
|
* Forest Laboratories Inc.
|
16,519
|
628
|
|
Perrigo Co.
|
5,228
|
621
|
|
Humana Inc.
|
8,800
|
608
|
|
Zimmer Holdings Inc.
|
8,070
|
607
|
|
* DaVita HealthCare Partners Inc.
|
4,800
|
569
|
|
Baxter International Inc.
|
7,800
|
567
|
|
CR Bard Inc.
|
5,565
|
561
|
|
St. Jude Medical Inc.
|
13,835
|
559
|
|
Universal Health Services Inc. Class B
|
8,717
|
557
|
|
* Waters Corp.
|
5,918
|
556
|
|
Cardinal Health Inc.
|
13,245
|
551
|
|
HCA Holdings Inc.
|
13,344
|
542
|
|
* Vertex Pharmaceuticals Inc.
|
9,400
|
517
|
|
* Mettler-Toledo International Inc.
|
2,400
|
512
|
|
* Tenet Healthcare Corp.
|
10,525
|
501
|
|
Cooper Cos. Inc.
|
4,484
|
484
|
|
DENTSPLY International Inc.
|
11,183
|
474
|
|
* Laboratory Corp. of America Holdings
|
5,191
|
468
|
|
* Hospira Inc.
|
13,860
|
455
|
|
Quest Diagnostics Inc.
|
8,019
|
453
|
|
Omnicare Inc.
|
10,893
|
444
|
|
* QIAGEN NV
|
20,400
|
430
|
|
* Varian Medical Systems Inc.
|
5,800
|
418
|
|
PerkinElmer Inc.
|
12,100
|
407
|
|
* Endo Health Solutions Inc.
|
12,869
|
396
|
|
Hill-Rom Holdings Inc.
|
10,722
|
378
|
|
Warner Chilcott plc Class A
|
26,309
|
356
|
|
Patterson Cos. Inc.
|
9,000
|
342
|
|
* Illumina Inc.
|
5,800
|
313
|
|
|
|
|
|
Techne Corp.
|
4,600
|
312
|
|
* CareFusion Corp.
|
8,395
|
294
|
|
* Bio-Rad Laboratories Inc. Class A
|
2,100
|
265
|
|
Becton Dickinson and Co.
|
1,884
|
180
|
|
* Edwards Lifesciences Corp.
|
919
|
75
|
|
* Cerner Corp.
|
505
|
48
|
|
|
|
67,173
|
|
Industrials (5.4%)
|
|
|
|
General Electric Co.
|
327,809
|
7,579
|
|
Union Pacific Corp.
|
18,226
|
2,596
|
|
United Technologies Corp.
|
24,876
|
2,324
|
|
3M Co.
|
16,900
|
1,797
|
|
Danaher Corp.
|
24,251
|
1,507
|
|
Boeing Co.
|
15,820
|
1,358
|
|
United Parcel Service Inc. Class B
|
15,200
|
1,306
|
|
FedEx Corp.
|
13,276
|
1,304
|
|
Caterpillar Inc.
|
14,100
|
1,226
|
|
Precision Castparts Corp.
|
6,452
|
1,223
|
|
Honeywell International Inc.
|
15,400
|
1,160
|
|
Cummins Inc.
|
7,321
|
848
|
|
Ingersoll-Rand plc
|
15,200
|
836
|
|
CSX Corp.
|
29,700
|
732
|
|
Roper Industries Inc.
|
5,510
|
701
|
|
Southwest Airlines Co.
|
50,857
|
686
|
|
Fluor Corp.
|
9,958
|
661
|
|
WW Grainger Inc.
|
2,932
|
660
|
|
AMETEK Inc.
|
14,800
|
642
|
|
Emerson Electric Co.
|
11,200
|
626
|
|
Chicago Bridge & Iron Co. NV
|
9,989
|
620
|
|
* Jacobs Engineering Group Inc.
|
10,595
|
596
|
|
Raytheon Co.
|
10,049
|
591
|
|
Flowserve Corp.
|
3,471
|
582
|
|
TransDigm Group Inc.
|
3,710
|
567
|
|
Textron Inc.
|
18,911
|
564
|
|
* Stericycle Inc.
|
5,198
|
552
|
|
J.B. Hunt Transport Services Inc.
|
7,310
|
544
|
|
* B/E Aerospace Inc.
|
8,911
|
537
|
|
Pentair Ltd.
|
10,087
|
532
|
|
* Fortune Brands Home & Security Inc.
|
14,125
|
529
|
|
Pall Corp.
|
7,600
|
520
|
|
Equifax Inc.
|
8,958
|
516
|
|
* Navistar International Corp.
|
14,546
|
503
|
|
* AECOM Technology Corp.
|
14,934
|
490
|
|
* Quanta Services Inc.
|
16,995
|
486
|
|
Deere & Co.
|
5,600
|
481
|
|
Wabtec Corp.
|
4,653
|
475
|
|
Republic Services Inc. Class A
|
14,110
|
466
|
|
Towers Watson & Co. Class A
|
6,700
|
464
|
|
Trinity Industries Inc.
|
10,200
|
462
|
|
Robert Half International Inc.
|
12,200
|
458
|
|
AGCO Corp.
|
8,737
|
455
|
|
C.H. Robinson Worldwide Inc.
|
7,611
|
453
|
|
Copa Holdings SA Class A
|
3,738
|
447
|
|
* WABCO Holdings Inc.
|
6,296
|
444
|
|
Tyco International Ltd.
|
13,700
|
438
|
|
Manitowoc Co. Inc.
|
21,300
|
438
|
|
Nordson Corp.
|
6,550
|
432
|
|
|
|
|
|
Joy Global Inc.
|
7,219
|
430
|
|
Gardner Denver Inc.
|
5,688
|
427
|
|
Donaldson Co. Inc.
|
11,786
|
427
|
|
Valmont Industries Inc.
|
2,711
|
426
|
|
SPX Corp.
|
5,397
|
426
|
|
Triumph Group Inc.
|
5,400
|
424
|
|
Expeditors International of Washington Inc.
|
11,766
|
420
|
|
Huntington Ingalls Industries Inc.
|
7,819
|
417
|
|
KBR Inc.
|
12,796
|
410
|
|
Regal-Beloit Corp.
|
5,000
|
408
|
|
Babcock & Wilcox Co.
|
14,319
|
407
|
|
Rockwell Collins Inc.
|
6,400
|
404
|
|
Stanley Black & Decker Inc.
|
4,927
|
399
|
|
PACCAR Inc.
|
7,800
|
394
|
|
ITT Corp.
|
13,869
|
394
|
|
* WESCO International Inc.
|
5,419
|
393
|
|
Toro Co.
|
8,318
|
383
|
|
Waste Connections Inc.
|
10,500
|
378
|
|
Alliant Techsystems Inc.
|
5,186
|
376
|
|
Landstar System Inc.
|
6,485
|
370
|
|
URS Corp.
|
7,607
|
361
|
|
Kansas City Southern
|
3,200
|
355
|
|
MSC Industrial Direct Co. Inc. Class A
|
4,100
|
352
|
|
Dun & Bradstreet Corp.
|
4,200
|
351
|
|
* MRC Global Inc.
|
10,500
|
346
|
|
* Armstrong World Industries Inc.
|
6,003
|
336
|
|
ADT Corp.
|
6,850
|
335
|
|
Manpower Inc.
|
5,250
|
298
|
|
Xylem Inc.
|
10,739
|
296
|
|
Fastenal Co.
|
5,725
|
294
|
|
Covanta Holding Corp.
|
14,400
|
290
|
|
CNH Global NV
|
6,900
|
285
|
|
* Delta Air Lines Inc.
|
17,200
|
284
|
|
UTi Worldwide Inc.
|
19,212
|
278
|
|
Con-way Inc.
|
7,565
|
266
|
|
* Spirit AeroSystems Holdings Inc. Class A
|
14,000
|
266
|
|
General Dynamics Corp.
|
3,491
|
246
|
|
Kennametal Inc.
|
6,300
|
246
|
|
Air Lease Corp.
|
8,000
|
235
|
|
Cintas Corp.
|
5,150
|
227
|
|
Illinois Tool Works Inc.
|
3,700
|
225
|
|
* Owens Corning
|
5,700
|
225
|
|
* Oshkosh Corp.
|
5,147
|
219
|
|
Norfolk Southern Corp.
|
2,700
|
208
|
|
IDEX Corp.
|
3,529
|
189
|
|
* Verisk Analytics Inc. Class A
|
3,000
|
185
|
|
Lincoln Electric Holdings Inc.
|
3,323
|
180
|
|
Eaton Corp. plc
|
2,800
|
171
|
|
Lockheed Martin Corp.
|
1,103
|
106
|
|
Exelis Inc.
|
8,739
|
95
|
|
Ryder System Inc.
|
1,400
|
84
|
|
L-3 Communications Holdings Inc.
|
489
|
40
|
|
* United Continental Holdings Inc.
|
1,200
|
38
|
|
* Engility Holdings Inc.
|
81
|
2
|
|
|
|
60,441
|
|
Information Technology (8.4%)
|
|
|
|
Apple Inc.
|
31,904
|
14,122
|
|
|
|
|
|
International Business Machines Corp.
|
37,247
|
7,945
|
|
* Google Inc. Class A
|
9,172
|
7,283
|
|
Microsoft Corp.
|
228,456
|
6,536
|
|
Oracle Corp.
|
134,590
|
4,353
|
|
QUALCOMM Inc.
|
60,300
|
4,037
|
|
Cisco Systems Inc.
|
172,915
|
3,616
|
|
Intel Corp.
|
151,400
|
3,308
|
|
Visa Inc. Class A
|
19,224
|
3,265
|
|
* eBay Inc.
|
44,344
|
2,404
|
|
Mastercard Inc. Class A
|
4,230
|
2,289
|
|
* EMC Corp.
|
82,936
|
1,981
|
|
Hewlett-Packard Co.
|
65,489
|
1,561
|
|
Texas Instruments Inc.
|
43,046
|
1,527
|
|
* Yahoo! Inc.
|
55,566
|
1,307
|
|
* Salesforce.com Inc.
|
6,303
|
1,127
|
|
* Cognizant Technology Solutions Corp. Class A
|
13,898
|
1,065
|
|
Accenture plc Class A
|
13,800
|
1,048
|
|
* Adobe Systems Inc.
|
23,996
|
1,044
|
|
Dell Inc.
|
70,601
|
1,012
|
|
* Symantec Corp.
|
38,839
|
959
|
|
Intuit Inc.
|
14,124
|
927
|
|
Motorola Solutions Inc.
|
14,467
|
926
|
|
Broadcom Corp. Class A
|
26,243
|
910
|
|
Corning Inc.
|
58,977
|
786
|
|
* Citrix Systems Inc.
|
10,354
|
747
|
|
Applied Materials Inc.
|
53,080
|
716
|
|
Amphenol Corp. Class A
|
9,496
|
709
|
|
* Fiserv Inc.
|
7,971
|
700
|
|
* NetApp Inc.
|
19,971
|
682
|
|
Altera Corp.
|
18,452
|
655
|
|
Analog Devices Inc.
|
13,596
|
632
|
|
Xilinx Inc.
|
16,129
|
616
|
|
Fidelity National Information Services Inc.
|
15,481
|
613
|
|
* Teradata Corp.
|
10,051
|
588
|
|
Avago Technologies Ltd. Class A
|
16,135
|
580
|
|
* Juniper Networks Inc.
|
30,600
|
567
|
|
* Alliance Data Systems Corp.
|
3,477
|
563
|
|
* VeriSign Inc.
|
11,328
|
536
|
|
* BMC Software Inc.
|
11,383
|
527
|
|
Activision Blizzard Inc.
|
35,860
|
522
|
|
CA Inc.
|
19,407
|
488
|
|
* Autodesk Inc.
|
11,608
|
479
|
|
* Synopsys Inc.
|
12,600
|
452
|
|
FLIR Systems Inc.
|
16,969
|
441
|
|
Solera Holdings Inc.
|
7,390
|
431
|
|
National Instruments Corp.
|
12,911
|
423
|
|
Global Payments Inc.
|
8,514
|
423
|
|
Computer Sciences Corp.
|
8,200
|
404
|
|
FactSet Research Systems Inc.
|
4,299
|
398
|
|
DST Systems Inc.
|
5,430
|
387
|
|
Western Union Co.
|
25,665
|
386
|
|
Jabil Circuit Inc.
|
20,500
|
379
|
|
* LSI Corp.
|
55,000
|
373
|
|
* Atmel Corp.
|
52,800
|
367
|
|
IAC/InterActiveCorp
|
7,800
|
349
|
|
* Lam Research Corp.
|
7,700
|
319
|
|
SAIC Inc.
|
22,806
|
309
|
|
|
|
|
|
Total System Services Inc.
|
11,700
|
290
|
|
NVIDIA Corp.
|
22,400
|
287
|
|
Xerox Corp.
|
32,655
|
281
|
|
Automatic Data Processing Inc.
|
3,674
|
239
|
|
* Fairchild Semiconductor International Inc. Class A
|
16,325
|
231
|
|
* Facebook Inc. Class A
|
8,800
|
225
|
|
AVX Corp.
|
16,300
|
194
|
|
* NCR Corp.
|
6,800
|
187
|
|
Maxim Integrated Products Inc.
|
5,500
|
180
|
|
Marvell Technology Group Ltd.
|
15,000
|
159
|
|
* Ingram Micro Inc.
|
7,800
|
154
|
|
Linear Technology Corp.
|
4,000
|
153
|
|
Lexmark International Inc. Class A
|
5,300
|
140
|
|
Harris Corp.
|
2,100
|
97
|
|
* Arrow Electronics Inc.
|
1,900
|
77
|
|
* Tech Data Corp.
|
1,400
|
64
|
|
* Freescale Semiconductor Ltd.
|
2,600
|
39
|
|
Lender Processing Services Inc.
|
800
|
20
|
|
|
|
95,116
|
|
Materials (1.8%)
|
|
|
|
Monsanto Co.
|
20,808
|
2,198
|
|
Ecolab Inc.
|
12,200
|
978
|
|
Freeport-McMoRan Copper & Gold Inc.
|
29,394
|
973
|
|
LyondellBasell Industries NV Class A
|
13,538
|
857
|
|
EI du Pont de Nemours & Co.
|
16,728
|
822
|
|
Sherwin-Williams Co.
|
4,600
|
777
|
|
Mosaic Co.
|
12,948
|
772
|
|
CF Industries Holdings Inc.
|
3,512
|
669
|
|
Sigma-Aldrich Corp.
|
7,580
|
589
|
|
Dow Chemical Co.
|
18,300
|
583
|
|
Ball Corp.
|
11,318
|
538
|
|
Newmont Mining Corp.
|
12,354
|
517
|
|
* WR Grace & Co.
|
6,600
|
512
|
|
FMC Corp.
|
8,798
|
502
|
|
* Crown Holdings Inc.
|
12,041
|
501
|
|
Vulcan Materials Co.
|
9,634
|
498
|
|
Airgas Inc.
|
5,019
|
498
|
|
Praxair Inc.
|
4,400
|
491
|
|
Celanese Corp. Class A
|
11,040
|
486
|
|
Reliance Steel & Aluminum Co.
|
6,800
|
484
|
|
Ashland Inc.
|
6,198
|
460
|
|
* Owens-Illinois Inc.
|
17,000
|
453
|
|
Alcoa Inc.
|
49,200
|
419
|
|
Royal Gold Inc.
|
5,771
|
410
|
|
Cytec Industries Inc.
|
5,233
|
388
|
|
Silgan Holdings Inc.
|
7,942
|
375
|
|
Westlake Chemical Corp.
|
3,900
|
365
|
|
Nucor Corp.
|
7,400
|
341
|
|
Albemarle Corp.
|
5,400
|
338
|
|
Martin Marietta Materials Inc.
|
3,286
|
335
|
|
United States Steel Corp.
|
16,059
|
313
|
|
Intrepid Potash Inc.
|
15,703
|
295
|
|
Sealed Air Corp.
|
11,800
|
284
|
|
Valspar Corp.
|
3,800
|
237
|
|
International Paper Co.
|
4,943
|
230
|
|
Scotts Miracle-Gro Co. Class A
|
5,042
|
218
|
|
Walter Energy Inc.
|
6,907
|
197
|
|
|
|
|
|
Eastman Chemical Co.
|
2,640
|
184
|
|
Cliffs Natural Resources Inc.
|
4,384
|
83
|
|
* Tahoe Resources Inc.
|
3,800
|
67
|
|
Air Products & Chemicals Inc.
|
500
|
44
|
|
|
|
20,281
|
|
Telecommunication Services (1.3%)
|
|
|
|
AT&T Inc.
|
177,766
|
6,522
|
|
Verizon Communications Inc.
|
80,000
|
3,932
|
|
* Crown Castle International Corp.
|
13,867
|
966
|
|
* Sprint Nextel Corp.
|
148,535
|
922
|
|
* SBA Communications Corp. Class A
|
8,211
|
591
|
|
* MetroPCS Communications Inc.
|
37,200
|
406
|
|
* tw telecom inc Class A
|
14,900
|
375
|
|
* Level 3 Communications Inc.
|
17,200
|
349
|
|
Telephone & Data Systems Inc.
|
14,125
|
298
|
|
* United States Cellular Corp.
|
7,715
|
278
|
|
* NII Holdings Inc.
|
43,851
|
190
|
|
CenturyLink Inc.
|
3,300
|
116
|
|
* Clearwire Corp. Class A
|
10,263
|
33
|
|
|
|
14,978
|
|
Utilities (1.7%)
|
|
|
|
Southern Co.
|
29,442
|
1,381
|
|
NextEra Energy Inc.
|
16,397
|
1,274
|
|
Sempra Energy
|
11,729
|
938
|
|
Duke Energy Corp.
|
12,830
|
931
|
|
Edison International
|
16,908
|
851
|
|
Public Service Enterprise Group Inc.
|
22,764
|
782
|
|
Dominion Resources Inc.
|
13,408
|
780
|
|
Northeast Utilities
|
17,064
|
742
|
|
Consolidated Edison Inc.
|
11,880
|
725
|
|
PG&E Corp.
|
14,635
|
652
|
|
Xcel Energy Inc.
|
21,000
|
624
|
|
Wisconsin Energy Corp.
|
14,532
|
623
|
|
ONEOK Inc.
|
12,884
|
614
|
|
* Calpine Corp.
|
28,010
|
577
|
|
OGE Energy Corp.
|
7,993
|
559
|
|
AES Corp.
|
44,069
|
554
|
|
NRG Energy Inc.
|
20,624
|
546
|
|
American Water Works Co. Inc.
|
12,828
|
532
|
|
Entergy Corp.
|
7,700
|
487
|
|
CMS Energy Corp.
|
16,627
|
464
|
|
MDU Resources Group Inc.
|
18,204
|
455
|
|
ITC Holdings Corp.
|
5,070
|
452
|
|
Aqua America Inc.
|
14,383
|
452
|
|
UGI Corp.
|
11,552
|
443
|
|
National Fuel Gas Co.
|
7,101
|
436
|
|
NV Energy Inc.
|
21,687
|
434
|
|
Questar Corp.
|
17,833
|
434
|
|
Alliant Energy Corp.
|
7,713
|
387
|
|
AGL Resources Inc.
|
6,000
|
252
|
|
FirstEnergy Corp.
|
4,878
|
206
|
|
Exelon Corp.
|
3,992
|
138
|
|
American Electric Power Co. Inc.
|
300
|
15
|
|
|
|
18,740
|
|
Total Common Stocks (Cost $309,204)
|
|
547,228
|
|
|
|
|
|
|
|
|
|
|
Face
|
Market
|
|
|
|
Maturity
|
Amount
|
Value
|
|
|
Coupon
|
Date
|
($000)
|
($000)
|
|
Tax-Exempt Municipal Bonds (51.7%)
|
|
|
|
|
|
Alabama (0.2%)
|
|
|
|
|
|
Alabama 21st Century Authority Tobacco
|
|
|
|
|
|
Settlement Revenue
|
5.000%
|
6/1/20
|
500
|
600
|
|
Alabama Incentives Financing Authority Special
|
|
|
|
|
|
Obligation Revenue
|
5.000%
|
9/1/32
|
380
|
429
|
|
Alabama Public School & College Authority
|
|
|
|
|
|
Capital Improvement Revenue
|
5.000%
|
12/1/21
|
500
|
590
|
|
Alabama Public School & College Authority
|
|
|
|
|
|
Capital Improvement Revenue
|
5.000%
|
12/1/22
|
500
|
591
|
|
|
|
|
|
2,210
|
|
Alaska (0.1%)
|
|
|
|
|
|
Alaska Housing Finance Corp. General Housing
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/29
|
500
|
577
|
|
|
|
Arizona (1.1%)
|
|
|
|
|
|
Arizona Board Regents Arizona State University
|
|
|
|
|
|
System Revenue
|
5.875%
|
7/1/24
|
100
|
121
|
|
Arizona COP
|
5.000%
|
10/1/18 (4)
|
500
|
589
|
|
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
|
579
|
|
Arizona School Facilities Board Revenue
|
|
|
|
|
|
(School Improvement)
|
5.750%
|
7/1/14 (Prere.)
|
500
|
534
|
|
Arizona Transportation Board Excise Tax
|
|
|
|
|
|
Revenue (Maricopa County Regional Area)
|
5.000%
|
7/1/24
|
500
|
605
|
|
Arizona Transportation Board Excise Tax
|
|
|
|
|
|
Revenue (Maricopa County Regional Area)
|
5.000%
|
7/1/25
|
500
|
572
|
|
Arizona Transportation Board Highway Revenue
|
5.000%
|
7/1/32
|
500
|
577
|
|
Arizona Water Infrastructure Finance Authority
|
|
|
|
|
|
Revenue
|
4.000%
|
10/1/14
|
500
|
528
|
|
Glendale AZ Industrial Development Authority
|
|
|
|
|
|
Revenue (Midwestern University)
|
5.000%
|
5/15/30
|
275
|
296
|
|
1 Mesa AZ Excise Tax Revenue
|
5.000%
|
7/1/27
|
1,000
|
1,114
|
|
Mesa AZ Utility System Revenue
|
5.000%
|
7/1/14 (Prere.)
|
500
|
530
|
|
Phoenix AZ Civic Improvement Corp. Airport
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/24
|
300
|
351
|
|
Phoenix AZ Civic Improvement Corp. Airport
|
|
|
|
|
|
Revenue (Light Rail Project)
|
5.000%
|
7/1/19 (2)
|
780
|
826
|
|
Phoenix AZ Civic Improvement Corp. Water
|
|
|
|
|
|
System Revenue
|
5.000%
|
7/1/21 (14)
|
500
|
549
|
|
Pima County AZ Sewer Revenue
|
5.000%
|
7/1/20
|
500
|
606
|
|
Salt River Project Arizona Agricultural
|
|
|
|
|
|
Improvement & Power District Revenue
|
5.000%
|
1/1/28
|
750
|
871
|
|
Salt River Project Arizona Agricultural
|
|
|
|
|
|
Improvement & Power District Revenue
|
5.000%
|
12/1/28
|
500
|
589
|
|
Salt Verde AZ Financial Project Revenue
|
5.250%
|
12/1/24
|
500
|
583
|
|
Salt Verde AZ Financial Project Revenue
|
5.250%
|
12/1/28
|
205
|
239
|
|
University Medical Center Corp. Arizona
|
|
|
|
|
|
Hospital Revenue
|
5.000%
|
7/1/19
|
500
|
590
|
|
|
|
|
|
|
|
Yavapai County AZ Industrial Development
|
|
|
|
|
|
Authority Hospital Facility Revenue (Northern
|
|
|
|
|
|
Arizona Healthcare System)
|
5.250%
|
10/1/22
|
500
|
612
|
|
|
|
|
|
12,413
|
|
California (5.5%)
|
|
|
|
|
|
ABAG Finance Authority for Nonprofit Corps.
|
|
|
|
|
|
California Revenue (Jackson Laboratory)
|
5.000%
|
7/1/21
|
350
|
420
|
|
Alameda CA Corridor Transportation Authority
|
|
|
|
|
|
Revenue
|
0.000%
|
10/1/30 (2)
|
625
|
259
|
|
Alameda CA Corridor Transportation Authority
|
|
|
|
|
|
Revenue
|
0.000%
|
10/1/32 (14)
|
1,000
|
403
|
|
Bay Area CA Infrastructure Financing Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
8/1/17 (14)
|
500
|
530
|
|
Bay Area Toll Authority California Toll Bridge
|
|
|
|
|
|
Revenue (San Francisco Bay Area)
|
5.000%
|
4/1/16 (Prere.)
|
500
|
568
|
|
Bay Area Toll Authority California Toll Bridge
|
|
|
|
|
|
Revenue (San Francisco Bay Area)
|
5.000%
|
10/1/30
|
500
|
564
|
|
Bay Area Toll Authority California Toll Bridge
|
|
|
|
|
|
Revenue (San Francisco Bay Area)
|
5.000%
|
4/1/31
|
500
|
578
|
|
California Department of Water Resources
|
|
|
|
|
|
Power Supply Revenue
|
5.000%
|
5/1/16
|
500
|
568
|
|
California Department of Water Resources
|
|
|
|
|
|
Power Supply Revenue
|
5.000%
|
5/1/17
|
500
|
586
|
|
California Department of Water Resources
|
|
|
|
|
|
Power Supply Revenue
|
5.000%
|
5/1/18
|
500
|
599
|
|
California Department of Water Resources
|
|
|
|
|
|
Power Supply Revenue
|
5.000%
|
5/1/18
|
500
|
599
|
|
California Department of Water Resources
|
|
|
|
|
|
Power Supply Revenue
|
5.000%
|
5/1/19
|
500
|
610
|
|
California Department of Water Resources
|
|
|
|
|
|
Power Supply Revenue
|
5.000%
|
5/1/20
|
575
|
713
|
|
California Department of Water Resources
|
|
|
|
|
|
Water System Revenue (Central Valley
|
|
|
|
|
|
Project)
|
5.000%
|
12/1/18
|
500
|
611
|
|
California Department of Water Resources
|
|
|
|
|
|
Water System Revenue (Central Valley
|
|
|
|
|
|
Project)
|
5.000%
|
12/1/28
|
500
|
584
|
|
California Economic Recovery GO
|
5.000%
|
7/1/14 (Prere.)
|
205
|
217
|
|
California Economic Recovery GO
|
5.000%
|
7/1/15
|
295
|
313
|
|
California Economic Recovery GO
|
5.000%
|
7/1/18
|
500
|
600
|
|
California Economic Recovery GO
|
5.000%
|
7/1/19
|
500
|
610
|
|
California Economic Recovery GO
|
5.000%
|
7/1/20
|
500
|
607
|
|
California Economic Recovery GO
|
5.250%
|
7/1/21
|
500
|
610
|
|
California Economic Recovery GO
|
5.000%
|
7/1/22
|
500
|
563
|
|
California Educational Facilities Authority
|
|
|
|
|
|
Revenue (University of San Francisco)
|
6.125%
|
10/1/30
|
500
|
620
|
|
California GO
|
5.250%
|
10/1/13 (14)
|
500
|
513
|
|
California GO
|
5.000%
|
11/1/13
|
500
|
514
|
|
California GO
|
5.000%
|
6/1/15
|
500
|
539
|
|
California GO
|
6.000%
|
2/1/16
|
500
|
576
|
|
California GO
|
5.000%
|
11/1/16
|
350
|
403
|
|
California GO
|
5.000%
|
3/1/17
|
500
|
580
|
|
California GO
|
5.000%
|
4/1/17
|
500
|
582
|
|
California GO
|
5.500%
|
4/1/18
|
500
|
607
|
|
California GO
|
6.000%
|
4/1/18
|
500
|
620
|
|
California GO
|
5.000%
|
9/1/18
|
500
|
571
|
|
California GO
|
5.000%
|
11/1/18 (3)
|
500
|
589
|
|
|
|
|
|
|
|
California GO
|
5.500%
|
4/1/19
|
785
|
968
|
|
California GO
|
5.000%
|
6/1/19 (14)
|
500
|
581
|
|
California GO
|
5.000%
|
2/1/20
|
500
|
605
|
|
California GO
|
5.000%
|
9/1/21
|
500
|
614
|
|
California GO
|
5.000%
|
10/1/21
|
250
|
284
|
|
California GO
|
5.000%
|
6/1/25
|
495
|
532
|
|
California GO
|
5.500%
|
3/1/26
|
500
|
585
|
|
California GO
|
5.000%
|
6/1/27 (14)
|
500
|
560
|
|
California GO
|
5.000%
|
9/1/27
|
500
|
554
|
|
California GO
|
4.500%
|
8/1/28 (2)
|
485
|
521
|
|
California GO
|
5.250%
|
2/1/29
|
500
|
578
|
|
California GO
|
5.750%
|
4/1/29
|
500
|
593
|
|
California GO
|
5.000%
|
9/1/29 (2)
|
500
|
547
|
|
California GO
|
5.000%
|
9/1/29
|
495
|
558
|
|
California GO
|
5.250%
|
3/1/30
|
500
|
585
|
|
California GO
|
5.250%
|
9/1/30
|
500
|
583
|
|
California GO
|
5.000%
|
2/1/32
|
500
|
561
|
|
California GO TOB VRDO
|
0.150%
|
4/2/13
|
100
|
100
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Catholic Healthcare West)
|
5.250%
|
3/1/22
|
300
|
357
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Catholic Healthcare West) PUT
|
5.000%
|
7/1/14
|
500
|
530
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Cedars-Sinai Medical Center)
|
5.000%
|
8/15/17
|
500
|
587
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Lucile Salter Packard Children's
|
|
|
|
|
|
Hospital at Stanford)
|
5.000%
|
8/15/20
|
325
|
397
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Rady Children's Hospital)
|
5.000%
|
8/15/31
|
500
|
547
|
|
California Health Facilities Financing Authority
|
|
|
|
|
|
Revenue (Sutter Health)
|
5.500%
|
8/15/26
|
500
|
593
|
|
California Infrastructure & Economic
|
|
|
|
|
|
Development Bank Revenue (Bay Area Toll
|
|
|
|
|
|
Bridges Seismic Retrofit)
|
5.000%
|
1/1/28 (Prere.)
|
500
|
651
|
|
California Municipal Finance Authority Revenue
|
|
|
|
|
|
(University of La Verne)
|
6.125%
|
6/1/30
|
500
|
579
|
|
California Public Works Board Lease Revenue
|
|
|
|
|
|
(Judicial Council Projects)
|
5.000%
|
3/1/28
|
300
|
338
|
|
California Public Works Board Lease Revenue
|
|
|
|
|
|
(Judicial Council Projects)
|
5.125%
|
12/1/29
|
250
|
279
|
|
California Public Works Board Lease Revenue
|
|
|
|
|
|
(Various Capital Projects)
|
5.000%
|
4/1/32
|
350
|
384
|
|
California State University Revenue Systemwide
|
5.750%
|
11/1/27
|
500
|
598
|
|
California State University Revenue Systemwide
|
5.250%
|
11/1/29
|
300
|
345
|
|
California Statewide Communities Development
|
|
|
|
|
|
Authority Revenue (Kaiser Permanente)
|
5.000%
|
4/1/19
|
500
|
603
|
|
California Statewide Communities Development
|
|
|
|
|
|
Authority Revenue (Proposition 1A
|
|
|
|
|
|
Receivables Program)
|
5.000%
|
6/15/13
|
500
|
505
|
|
Colton CA Public Financing Authority Electric
|
|
|
|
|
|
Revenue
|
5.000%
|
4/1/28
|
500
|
561
|
|
Los Angeles CA Community College District GO
|
5.000%
|
8/1/27
|
500
|
574
|
|
Los Angeles CA Community College District GO
|
5.000%
|
8/1/31 (4)
|
145
|
161
|
|
Los Angeles CA Department of Airports
|
|
|
|
|
|
International Airport Revenue
|
5.000%
|
5/15/27
|
500
|
576
|
|
Los Angeles CA Department of Water & Power
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/24
|
500
|
592
|
|
|
|
|
|
|
|
Los Angeles CA GO
|
5.000%
|
9/1/14 (Prere.)
|
500
|
534
|
|
Los Angeles CA Unified School District GO
|
5.000%
|
7/1/21 (4)
|
1,825
|
2,127
|
|
Los Angeles CA Unified School District GO
|
5.000%
|
7/1/26
|
500
|
573
|
|
Los Angeles CA Unified School District GO
|
4.500%
|
1/1/28 (14)
|
745
|
806
|
|
Los Angeles CA Unified School District GO
|
5.000%
|
7/1/29
|
500
|
575
|
|
Los Angeles CA Unified School District GO
|
5.000%
|
7/1/29
|
500
|
575
|
|
Los Angeles CA Unified School District GO
|
5.000%
|
7/1/32 (4)
|
150
|
169
|
|
Los Angeles CA Wastewater System Revenue
|
5.000%
|
6/1/29
|
500
|
572
|
|
Los Angeles County CA Metropolitan
|
|
|
|
|
|
Transportation Authority Sales Tax Revenue
|
5.000%
|
7/1/19
|
560
|
683
|
|
2 Los Angeles County CA Metropolitan
|
|
|
|
|
|
Transportation Authority Sales Tax Revenue
|
|
|
|
|
|
TOB VRDO
|
0.130%
|
4/1/13
|
1,100
|
1,100
|
|
Los Angeles County CA Public Works Financing
|
|
|
|
|
|
Authority Lease Revenue
|
5.000%
|
8/1/26
|
500
|
582
|
|
Marysville CA Revenue (Fremont-Rideout
|
|
|
|
|
|
Health Group)
|
5.250%
|
1/1/24
|
600
|
691
|
|
Palomar Pomerado Health California GO
|
0.000%
|
8/1/32 (12)
|
700
|
293
|
|
Roseville CA Natural Gas Financing Authority
|
|
|
|
|
|
Gas Revenue
|
5.000%
|
2/15/16
|
100
|
110
|
|
Roseville CA Natural Gas Financing Authority
|
|
|
|
|
|
Gas Revenue
|
5.000%
|
2/15/25
|
245
|
285
|
|
Sacramento CA Municipal Utility District
|
|
|
|
|
|
Financing Authority Revenue (Cosumnes
|
|
|
|
|
|
Project)
|
5.125%
|
7/1/29 (14)
|
1,000
|
1,087
|
|
Sacramento CA Municipal Utility District
|
|
|
|
|
|
Revenue
|
5.000%
|
8/15/27 (4)
|
500
|
564
|
|
Sacramento CA Regional Transit District
|
|
|
|
|
|
Farebox Revenue
|
5.000%
|
3/1/23
|
500
|
577
|
|
Sacramento County CA Airport Revenue
|
5.625%
|
7/1/29
|
500
|
584
|
|
San Bernardino County CA Transportation
|
|
|
|
|
|
Authority Revenue
|
5.000%
|
3/1/31
|
500
|
579
|
|
San Diego CA Community College District GO
|
5.000%
|
8/1/31
|
500
|
578
|
|
San Diego CA Public Facilities Financing
|
|
|
|
|
|
Authority Sewer Revenue
|
5.000%
|
5/15/28
|
500
|
577
|
|
San Diego CA Public Facilities Financing
|
|
|
|
|
|
Authority Water Revenue
|
5.250%
|
8/1/28
|
500
|
586
|
|
San Diego CA Unified School District GO
|
0.000%
|
7/1/27
|
500
|
282
|
|
San Diego CA Unified School District GO
|
5.500%
|
7/1/27 (4)
|
500
|
641
|
|
San Diego CA Unified School District GO
|
0.000%
|
7/1/28
|
500
|
266
|
|
San Diego CA Unified School District GO
|
0.000%
|
7/1/29
|
500
|
251
|
|
San Diego CA Unified School District GO
|
0.000%
|
7/1/30
|
100
|
47
|
|
San Diego County CA Regional Airport Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/30 (4)
|
500
|
556
|
|
San Diego County CA Regional Transportation
|
|
|
|
|
|
Commission Sales Tax Revenue
|
5.000%
|
4/1/31
|
560
|
654
|
|
San Francisco CA Bay Area Rapid Transit
|
|
|
|
|
|
District Sales Tax Revenue
|
4.000%
|
7/1/21
|
350
|
409
|
|
San Francisco CA City & County Earthquake
|
|
|
|
|
|
Safety GO
|
5.000%
|
6/15/28
|
500
|
576
|
|
San Francisco CA City & County International
|
|
|
|
|
|
Airport Revenue
|
5.250%
|
5/1/22
|
500
|
604
|
|
San Francisco CA City & County International
|
|
|
|
|
|
Airport Revenue
|
5.000%
|
5/1/27
|
225
|
263
|
|
San Francisco CA City & County International
|
|
|
|
|
|
Airport Revenue
|
5.000%
|
5/1/30
|
500
|
568
|
|
|
|
|
|
|
|
San Francisco CA City & County Public Utilities
|
|
|
|
|
|
Commission Water Revenue
|
5.500%
|
11/1/30
|
500
|
602
|
|
San Jose CA Redevelopment Agency Tax
|
|
|
|
|
|
Allocation Revenue
|
6.500%
|
8/1/28
|
700
|
771
|
|
Southern California Public Power Authority
|
|
|
|
|
|
Revenue (Natural Gas Project)
|
5.000%
|
11/1/15
|
245
|
265
|
|
University of California Revenue
|
5.000%
|
5/15/21
|
500
|
551
|
|
University of California Revenue
|
5.000%
|
5/15/25
|
500
|
584
|
|
University of California Revenue
|
5.000%
|
5/15/27 (14)
|
500
|
558
|
|
University of California Revenue
|
5.000%
|
5/15/28 (14)
|
500
|
557
|
|
University of California Revenue TOB VRDO
|
0.130%
|
4/2/13
|
300
|
300
|
|
|
|
|
|
62,204
|
|
Colorado (1.0%)
|
|
|
|
|
|
Board of Governors of the Colorado State
|
|
|
|
|
|
University System Enterprise Revenue
|
5.000%
|
3/1/23
|
300
|
371
|
|
Board of Governors of the Colorado State
|
|
|
|
|
|
University System Enterprise Revenue
|
5.000%
|
3/1/33
|
750
|
913
|
|
Colorado (UCDHSC Fitzsimons Academic
|
|
|
|
|
|
Projects) COP
|
5.000%
|
11/1/21
|
500
|
606
|
|
Colorado Department of Transportation RAN
|
5.250%
|
12/15/13 (Prere.)
|
3,750
|
3,885
|
|
Colorado Department of Transportation RAN
|
5.500%
|
6/15/15 (14)
|
500
|
556
|
|
Colorado Health Facilities Authority Revenue
|
|
|
|
|
|
(Catholic Health Initiatives)
|
5.250%
|
2/1/31
|
500
|
575
|
|
Colorado Health Facilities Authority Revenue
|
|
|
|
|
|
(Covenant Retirement Community Inc.)
|
5.000%
|
12/1/27
|
500
|
541
|
|
Colorado Springs CO Utility System Revenue
|
5.000%
|
11/15/28
|
500
|
589
|
|
Denver CO City & County Airport Revenue
|
5.000%
|
11/15/20
|
500
|
609
|
|
Denver CO City & County Airport Revenue
|
5.000%
|
11/15/26
|
430
|
498
|
|
E-470 Public Highway Authority Colorado
|
|
|
|
|
|
Revenue
|
5.250%
|
9/1/18 (14)
|
1,500
|
1,689
|
|
E-470 Public Highway Authority Colorado
|
|
|
|
|
|
Revenue
|
5.375%
|
9/1/26
|
500
|
554
|
|
University of Colorado Enterprise System
|
|
|
|
|
|
Revenue
|
5.000%
|
6/1/29
|
500
|
581
|
|
|
|
|
|
11,967
|
|
Connecticut (0.8%)
|
|
|
|
|
|
Connecticut GO
|
5.500%
|
12/15/13
|
3,000
|
3,114
|
|
Connecticut GO
|
5.000%
|
1/1/14
|
500
|
518
|
|
Connecticut GO
|
5.000%
|
11/1/14
|
500
|
538
|
|
Connecticut GO
|
5.000%
|
12/1/14
|
500
|
539
|
|
Connecticut GO
|
5.000%
|
11/1/16
|
410
|
472
|
|
Connecticut GO
|
5.000%
|
4/15/21
|
500
|
621
|
|
Connecticut GO
|
5.000%
|
4/15/24
|
500
|
609
|
|
Connecticut GO
|
5.000%
|
4/15/28
|
500
|
593
|
|
Connecticut GO
|
5.000%
|
10/15/32
|
705
|
828
|
|
Connecticut Health & Educational Facilities
|
|
|
|
|
|
Authority Revenue (Hartford Healthcare)
|
5.000%
|
7/1/26
|
500
|
558
|
|
Connecticut Special Tax Revenue
|
|
|
|
|
|
(Transportation Infrastructure)
|
5.000%
|
2/1/16
|
110
|
124
|
|
Connecticut Special Tax Revenue
|
|
|
|
|
|
(Transportation Infrastructure)
|
5.000%
|
11/1/25
|
500
|
585
|
|
|
|
|
|
9,099
|
|
|
|
|
|
|
|
Delaware (0.1%)
|
|
|
|
|
|
Delaware GO
|
5.000%
|
10/1/20
|
700
|
880
|
|
|
|
District of Columbia (0.3%)
|
|
|
|
|
|
District of Columbia GO
|
5.000%
|
6/1/21 (4)
|
500
|
585
|
|
District of Columbia Income Tax Revenue
|
5.000%
|
12/1/26
|
530
|
635
|
|
District of Columbia Income Tax Revenue
|
5.250%
|
12/1/27
|
500
|
607
|
|
District of Columbia Income Tax Revenue
|
5.000%
|
12/1/30
|
500
|
575
|
|
Metropolitan Washington DC/VA Airports
|
|
|
|
|
|
Authority Airport System Revenue
|
5.000%
|
10/1/24
|
500
|
597
|
|
|
|
|
|
2,999
|
|
Florida (2.2%)
|
|
|
|
|
|
Broward County FL Airport System Revenue
|
5.000%
|
10/1/28
|
400
|
459
|
|
Broward County FL Airport System Revenue
|
5.375%
|
10/1/29
|
500
|
567
|
|
Citizens Property Insurance Corp. Florida
|
|
|
|
|
|
Revenue (Coastal Account)
|
5.000%
|
6/1/15
|
1,000
|
1,091
|
|
Citizens Property Insurance Corp. Florida
|
|
|
|
|
|
Revenue (Coastal Account)
|
5.250%
|
6/1/17
|
435
|
503
|
|
Citizens Property Insurance Corp. Florida
|
|
|
|
|
|
Revenue (Coastal Account)
|
5.500%
|
6/1/17
|
1,295
|
1,521
|
|
Citizens Property Insurance Corp. Florida
|
|
|
|
|
|
Revenue (Personal Lines
|
|
|
|
|
|
Account/Commercial Lines Account)
|
5.000%
|
6/1/20
|
450
|
534
|
|
Florida Board of Education Capital Outlay GO
|
5.000%
|
1/1/14
|
500
|
518
|
|
Florida Board of Education Lottery Revenue
|
5.000%
|
7/1/16 (2)
|
500
|
556
|
|
Florida Board of Education Lottery Revenue
|
5.000%
|
7/1/18
|
500
|
599
|
|
Florida Board of Education Public Education
|
|
|
|
|
|
Capital Outlay GO
|
4.000%
|
6/1/16
|
300
|
332
|
|
Florida Board of Education Public Education
|
|
|
|
|
|
Capital Outlay GO
|
5.000%
|
6/1/19
|
220
|
268
|
|
Florida Board of Education Public Education
|
|
|
|
|
|
Capital Outlay GO
|
5.000%
|
6/1/22
|
500
|
599
|
|
Florida Board of Education Public Education
|
|
|
|
|
|
Capital Outlay GO
|
5.000%
|
6/1/24
|
500
|
577
|
|
Florida Department of Environmental Protection
|
|
|
|
|
|
& Preservation Revenue
|
5.000%
|
7/1/15 (14)
|
625
|
688
|
|
Florida Department of Transportation GO
|
5.000%
|
7/1/19
|
545
|
666
|
|
Florida Municipal Power Agency Revenue (St.
|
|
|
|
|
|
Lucie Project)
|
5.000%
|
10/1/26
|
500
|
585
|
|
Florida Turnpike Authority Revenue
|
5.000%
|
7/1/19
|
500
|
607
|
|
Hillsborough County FL Industrial Development
|
|
|
|
|
|
Authority Hospital Revenue (Tampa General
|
|
|
|
|
|
Hospital Project)
|
5.000%
|
10/1/28
|
500
|
563
|
|
Jacksonville FL Electric Authority Electric
|
|
|
|
|
|
System Revenue VRDO
|
0.120%
|
4/5/13
|
1,200
|
1,200
|
|
Jacksonville FL Electric Authority Water &
|
|
|
|
|
|
Sewer Revenue
|
5.000%
|
10/1/31
|
500
|
571
|
|
Jacksonville FL Special Revenue
|
5.000%
|
10/1/32
|
500
|
574
|
|
Lakeland FL Educational Facilities Revenue
|
|
|
|
|
|
(Florida Southern College Project)
|
5.000%
|
9/1/31
|
880
|
954
|
|
Miami-Dade County FL Aviation Revenue
|
|
|
|
|
|
(Miami International Airport)
|
4.875%
|
10/1/24
|
500
|
575
|
|
Miami-Dade County FL Aviation Revenue
|
|
|
|
|
|
(Miami International Airport)
|
5.000%
|
10/1/30
|
585
|
651
|
|
Miami-Dade County FL School Board COP
|
5.000%
|
11/1/22 (2)
|
500
|
566
|
|
Miami-Dade County FL Special Obligation
|
|
|
|
|
|
Revenue
|
5.000%
|
10/1/30
|
500
|
558
|
|
|
|
|
|
|
|
Miami-Dade County FL Water & Sewer Revenue
|
5.000%
|
10/1/26 (14)
|
500
|
575
|
|
Orange County FL Health Facilities Authority
|
|
|
|
|
|
Revenue (Nemours Foundation Project)
|
5.000%
|
1/1/19
|
500
|
595
|
|
Orlando & Orange County FL Expressway
|
|
|
|
|
|
Authority Revenue
|
5.000%
|
7/1/30
|
500
|
556
|
|
Orlando FL Utility Commission Utility System
|
|
|
|
|
|
Revenue
|
5.000%
|
10/1/22
|
500
|
623
|
|
Orlando FL Utility Commission Water & Electric
|
|
|
|
|
|
Revenue
|
5.250%
|
10/1/13 (ETM)
|
500
|
513
|
|
Orlando FL Utility Commission Water & Electric
|
|
|
|
|
|
Revenue
|
5.250%
|
10/1/14 (ETM)
|
500
|
538
|
|
Palm Beach County FL Revenue (Pine Crest
|
|
|
|
|
|
Preparatory, Inc.) VRDO
|
0.110%
|
4/5/13 LOC
|
2,000
|
2,000
|
|
Tampa FL Cigarette Tax Allocation Revenue (H.
|
|
|
|
|
|
Lee Moffitt Cancer Center Project)
|
5.000%
|
9/1/26
|
200
|
230
|
|
Tampa FL Health System Revenue (Baycare
|
|
|
|
|
|
Health System)
|
5.000%
|
11/15/33
|
500
|
564
|
|
Tampa FL Hospital Revenue
|
5.000%
|
7/1/23
|
750
|
864
|
|
Tohopekaliga FL Water Authority Utility System
|
|
|
|
|
|
Revenue
|
5.750%
|
10/1/30
|
500
|
603
|
|
|
|
|
|
24,543
|
|
Georgia (1.6%)
|
|
|
|
|
|
Atlanta GA Airport Revenue
|
5.000%
|
1/1/16
|
525
|
586
|
|
Atlanta GA Airport Revenue
|
5.000%
|
1/1/20
|
500
|
604
|
|
Atlanta GA Water & Wastewater Revenue
|
5.750%
|
11/1/27 (4)
|
500
|
660
|
|
Burke County GA Development Authority
|
|
|
|
|
|
Pollution Control Revenue (Georgia Power
|
|
|
|
|
|
Co. Plant Vogtle Project) PUT
|
1.750%
|
6/1/17
|
500
|
514
|
|
Cobb County GA Kennestone Hospital Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
4/1/24
|
400
|
488
|
|
DeKalb County GA Water & Sewer Revenue
|
5.250%
|
10/1/31
|
500
|
580
|
|
Georgia GO
|
5.000%
|
10/1/13
|
500
|
512
|
|
Georgia GO
|
4.000%
|
1/1/15
|
575
|
612
|
|
Georgia GO
|
5.000%
|
9/1/15 (Prere.)
|
500
|
556
|
|
Georgia GO
|
5.000%
|
4/1/16
|
500
|
567
|
|
Georgia GO
|
5.000%
|
5/1/16
|
500
|
569
|
|
Georgia GO
|
5.000%
|
7/1/16
|
500
|
572
|
|
Georgia GO
|
5.000%
|
7/1/16
|
400
|
458
|
|
Georgia GO
|
5.000%
|
5/1/17
|
450
|
529
|
|
Georgia GO
|
5.750%
|
8/1/17
|
500
|
609
|
|
Georgia GO
|
5.000%
|
10/1/19
|
750
|
930
|
|
Georgia GO
|
5.000%
|
7/1/21
|
500
|
633
|
|
Georgia GO
|
5.000%
|
7/1/22
|
500
|
608
|
|
Georgia GO
|
5.000%
|
5/1/25
|
500
|
598
|
|
Georgia Road & Tollway Authority GAN
|
5.000%
|
6/1/14
|
500
|
527
|
|
Georgia Road & Tollway Authority Revenue
|
5.000%
|
6/1/17
|
500
|
583
|
|
Gwinnett County GA School District GO
|
5.000%
|
2/1/17 (ETM)
|
500
|
582
|
|
Gwinnett County GA School District GO
|
5.000%
|
2/1/28
|
500
|
627
|
|
Main Street Natural Gas Inc. Georgia Gas
|
|
|
|
|
|
Project Revenue
|
5.000%
|
3/15/14
|
100
|
104
|
|
Main Street Natural Gas Inc. Georgia Gas
|
|
|
|
|
|
Project Revenue
|
5.000%
|
3/15/16
|
590
|
647
|
|
Main Street Natural Gas Inc. Georgia Gas
|
|
|
|
|
|
Project Revenue
|
5.125%
|
9/15/16
|
75
|
84
|
|
Main Street Natural Gas Inc. Georgia Gas
|
|
|
|
|
|
Project Revenue
|
5.250%
|
9/15/18
|
100
|
114
|
|
|
|
|
|
|
|
Main Street Natural Gas Inc. Georgia Gas
|
|
|
|
|
|
Project Revenue
|
5.000%
|
3/15/19
|
250
|
283
|
|
Main Street Natural Gas Inc. Georgia Gas
|
|
|
|
|
|
Project Revenue
|
5.000%
|
3/15/21
|
500
|
570
|
|
Main Street Natural Gas Inc. Georgia Gas
|
|
|
|
|
|
Project Revenue
|
5.000%
|
3/15/22
|
245
|
282
|
|
Milledgeville-Baldwin County GA Development
|
|
|
|
|
|
Authority Revenue (Georgia College & State
|
|
|
|
|
|
University Foundation)
|
5.625%
|
9/1/14 (Prere.)
|
500
|
543
|
|
Municipal Electric Authority Georgia Revenue
|
|
|
|
|
|
(Combined Cycle Project)
|
5.000%
|
11/1/17
|
365
|
429
|
|
Municipal Electric Authority Georgia Revenue
|
|
|
|
|
|
(Project One)
|
5.250%
|
1/1/17
|
525
|
608
|
|
Private Colleges & University Authority of
|
|
|
|
|
|
Georgia Revenue (Emory University)
|
5.000%
|
9/1/28
|
500
|
580
|
|
|
|
|
|
17,748
|
|
Hawaii (0.6%)
|
|
|
|
|
|
Hawaii GO
|
5.000%
|
7/1/14 (2)
|
500
|
530
|
|
Hawaii GO
|
5.750%
|
2/1/15 (4)
|
500
|
549
|
|
Hawaii GO
|
5.000%
|
11/1/16
|
200
|
231
|
|
Hawaii GO
|
5.000%
|
4/1/17 (Prere.)
|
55
|
65
|
|
Hawaii GO
|
5.000%
|
4/1/19 (2)
|
445
|
516
|
|
Hawaii GO
|
5.000%
|
12/1/21
|
375
|
469
|
|
Hawaii GO
|
5.000%
|
6/1/29
|
500
|
595
|
|
Hawaii GO
|
5.000%
|
12/1/29
|
500
|
589
|
|
Hawaii Pacific Health Revenue
|
5.000%
|
7/1/19
|
575
|
659
|
|
Honolulu HI City & County GO
|
5.000%
|
7/1/20 (4)
|
500
|
580
|
|
Honolulu HI City & County GO
|
5.000%
|
12/1/30
|
310
|
364
|
|
Honolulu HI City & County GO
|
5.250%
|
8/1/31
|
500
|
598
|
|
University of Hawaii Revenue
|
5.000%
|
10/1/27
|
500
|
576
|
|
|
|
|
|
6,321
|
|
Illinois (2.2%)
|
|
|
|
|
|
Chicago IL Board of Education GO
|
5.000%
|
12/1/18 (2)
|
295
|
347
|
|
Chicago IL Board of Education GO
|
5.000%
|
12/1/19 (14)
|
210
|
249
|
|
Chicago IL Board of Education GO
|
5.250%
|
12/1/21 (14)(3)
|
500
|
597
|
|
Chicago IL Board of Education GO
|
5.250%
|
12/1/24 (4)
|
500
|
565
|
|
Chicago IL Board of Education GO
|
5.250%
|
12/1/26 (12)
|
500
|
558
|
|
Chicago IL Board of Education GO VRDO
|
0.150%
|
4/1/13 LOC
|
2,100
|
2,100
|
|
Chicago IL GO
|
5.000%
|
12/1/16 (2)
|
500
|
569
|
|
Chicago IL GO
|
5.500%
|
1/1/17 (4)
|
500
|
575
|
|
Chicago IL GO
|
5.000%
|
1/1/19 (2)
|
500
|
559
|
|
Chicago IL Metropolitan Water Reclamation
|
|
|
|
|
|
District GO
|
5.000%
|
12/1/31
|
500
|
577
|
|
Chicago IL Metropolitan Water Reclamation
|
|
|
|
|
|
District GO
|
5.250%
|
12/1/32
|
750
|
945
|
|
Chicago IL O'Hare International Airport Revenue
|
5.250%
|
1/1/15 (14)
|
155
|
168
|
|
Chicago IL O'Hare International Airport Revenue
|
5.250%
|
1/1/17 (14)
|
370
|
428
|
|
Chicago IL O'Hare International Airport Revenue
|
5.000%
|
1/1/24 (4)
|
500
|
576
|
|
Chicago IL O'Hare International Airport Revenue
|
5.250%
|
1/1/24 (14)
|
500
|
553
|
|
Chicago IL O'Hare International Airport Revenue
|
5.000%
|
1/1/32
|
500
|
555
|
|
Chicago IL O'Hare International Airport Revenue
|
5.000%
|
1/1/33 (14)(3)
|
540
|
580
|
|
Cook County IL GO
|
5.000%
|
11/15/21
|
500
|
583
|
|
Cook County IL GO
|
5.000%
|
11/15/28
|
500
|
565
|
|
Cook County IL GO
|
5.250%
|
11/15/28
|
500
|
581
|
|
Illinois Finance Authority Revenue (Art Institute
|
|
|
|
|
|
of Chicago)
|
4.000%
|
3/1/16
|
500
|
544
|
|
|
|
|
|
|
|
Illinois Finance Authority Revenue (Ascension
|
|
|
|
|
|
Health Credit Group)
|
5.000%
|
11/15/32
|
500
|
572
|
|
Illinois Finance Authority Revenue
|
|
|
|
|
|
(Northwestern Community Hospital)
|
5.750%
|
8/15/30
|
95
|
111
|
|
Illinois Finance Authority Revenue (Trinity
|
|
|
|
|
|
Health Corp.)
|
5.000%
|
12/1/30
|
500
|
568
|
|
Illinois Finance Authority Revenue (University of
|
|
|
|
|
|
Chicago)
|
5.000%
|
10/1/29
|
500
|
580
|
|
Illinois GO
|
5.000%
|
1/1/17
|
330
|
372
|
|
Illinois GO
|
5.000%
|
1/1/18
|
500
|
570
|
|
Illinois GO
|
5.000%
|
8/1/19
|
250
|
285
|
|
Illinois GO
|
5.000%
|
8/1/20
|
500
|
571
|
|
Illinois GO
|
5.000%
|
1/1/21 (4)
|
710
|
800
|
|
Illinois GO
|
5.000%
|
8/1/21
|
500
|
570
|
|
Illinois GO
|
5.000%
|
6/1/26
|
500
|
537
|
|
Illinois Regional Transportation Authority
|
|
|
|
|
|
Revenue
|
6.250%
|
7/1/23 (4)
|
500
|
670
|
|
Illinois Sales Tax Revenue
|
5.500%
|
6/15/17 (3)
|
500
|
594
|
|
Illinois Toll Highway Authority Revenue
|
5.000%
|
1/1/25 (4)
|
500
|
567
|
|
Illinois Toll Highway Authority Revenue
|
5.000%
|
1/1/28
|
500
|
568
|
|
Illinois Unemployment Insurance Fund Building
|
|
|
|
|
|
Receipts Revenue
|
5.000%
|
6/15/19
|
650
|
715
|
|
Illinois Unemployment Insurance Fund Building
|
|
|
|
|
|
Receipts Revenue
|
5.000%
|
12/15/19
|
250
|
270
|
|
Metropolitan Pier & Exposition Authority Illinois
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
0.000%
|
6/15/19 (3)
|
1,000
|
878
|
|
Metropolitan Pier & Exposition Authority Illinois
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
0.000%
|
6/15/26 (4)
|
500
|
300
|
|
Metropolitan Pier & Exposition Authority Illinois
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
0.000%
|
6/15/27 (4)
|
250
|
140
|
|
Railsplitter Tobacco Settlement Authority Illinois
|
|
|
|
|
|
Tobacco Settlement Revenue
|
5.250%
|
6/1/20
|
500
|
600
|
|
Railsplitter Tobacco Settlement Authority Illinois
|
|
|
|
|
|
Tobacco Settlement Revenue
|
6.000%
|
6/1/28
|
400
|
478
|
|
2 Schaumburg IL GO TOB VRDO
|
0.140%
|
4/5/13 (13)
|
400
|
400
|
|
Will County IL Community High School District
|
|
|
|
|
|
No. 210 (Lincoln-Way) GO
|
5.000%
|
1/1/30
|
500
|
567
|
|
|
|
|
|
25,057
|
|
Indiana (0.5%)
|
|
|
|
|
|
Indiana Bond Bank Special Program Gas
|
|
|
|
|
|
Revenue
|
5.250%
|
10/15/16
|
250
|
284
|
|
Indiana Finance Authority Revenue (Lease
|
|
|
|
|
|
Appropriation) VRDO
|
0.150%
|
4/1/13
|
1,400
|
1,400
|
|
Indiana Finance Authority Revenue (Lease
|
|
|
|
|
|
Appropriation) VRDO
|
0.150%
|
4/1/13
|
800
|
800
|
|
Indiana Finance Authority Revenue (State
|
|
|
|
|
|
Revolving Fund)
|
5.000%
|
2/1/18
|
500
|
595
|
|
Indiana Finance Authority Revenue (State
|
|
|
|
|
|
Revolving Fund)
|
5.000%
|
2/1/32
|
500
|
588
|
|
Indiana Finance Authority Wastewater Utility
|
|
|
|
|
|
Revenue (CWA Authority Project)
|
5.000%
|
10/1/32
|
500
|
569
|
|
Indiana Health & Educational Facility Financing
|
|
|
|
|
|
Authority Hospital Revenue (Clarian Health
|
|
|
|
|
|
Obligated Group)
|
5.000%
|
2/15/25
|
290
|
318
|
|
Indiana Office Building Commission Facilities
|
|
|
|
|
|
Revenue (New Castle Correctional Facility)
|
5.250%
|
7/1/19 (14)
|
500
|
601
|
|
Indiana University Student Fee Revenue
|
5.000%
|
6/1/19
|
445
|
543
|
|
|
|
|
|
|
|
Indiana University Student Fee Revenue
|
5.000%
|
8/1/23
|
100
|
117
|
|
|
|
|
|
5,815
|
|
Iowa (0.0%)
|
|
|
|
|
|
Iowa Special Obligation Revenue (Ijobs
|
|
|
|
|
|
Program)
|
5.000%
|
6/1/24
|
220
|
263
|
|
|
|
Kansas (0.4%)
|
|
|
|
|
|
Kansas Department of Transportation Highway
|
|
|
|
|
|
Revenue
|
5.000%
|
9/1/22
|
500
|
599
|
|
Leavenworth County KS Unified School District
|
|
|
|
|
|
GO
|
4.500%
|
9/1/19 (12)
|
500
|
590
|
|
University of Kansas Hospital Authority Health
|
|
|
|
|
|
Facilities Improvement Revenue
|
5.000%
|
9/1/16
|
1,250
|
1,428
|
|
University of Kansas Hospital Authority Health
|
|
|
|
|
|
Facilities Improvement Revenue
|
5.000%
|
9/1/17
|
900
|
1,020
|
|
Wichita KS Hospital Facilities Revenue (Via
|
|
|
|
|
|
Christi Health System Inc.)
|
5.000%
|
11/15/29
|
500
|
563
|
|
Wyandotte County/Kansas City KS Unified
|
|
|
|
|
|
Government Utility System Revenue
|
5.000%
|
9/1/23
|
500
|
598
|
|
|
|
|
|
4,798
|
|
Kentucky (0.7%)
|
|
|
|
|
|
Kentucky Economic Development Finance
|
|
|
|
|
|
Authority Hospital Revenue (Baptist
|
|
|
|
|
|
Healthcare System Obligated Group) VRDO
|
0.150%
|
4/1/13 LOC
|
5,585
|
5,585
|
|
Kentucky Property & Building Commission
|
|
|
|
|
|
Revenue
|
5.250%
|
10/1/15 (4)
|
150
|
167
|
|
Kentucky Property & Building Commission
|
|
|
|
|
|
Revenue
|
5.375%
|
11/1/23
|
500
|
597
|
|
Kentucky Property & Building Commission
|
|
|
|
|
|
Revenue
|
5.000%
|
11/1/26 (4)
|
500
|
574
|
|
Kentucky Turnpike Authority Economic
|
|
|
|
|
|
Development Road Revenue (Revitalization
|
|
|
|
|
|
Project)
|
4.000%
|
7/1/17
|
500
|
567
|
|
Kentucky Turnpike Authority Economic
|
|
|
|
|
|
Development Road Revenue (Revitalization
|
|
|
|
|
|
Project)
|
5.000%
|
7/1/25
|
305
|
364
|
|
|
|
|
|
7,854
|
|
Louisiana (0.5%)
|
|
|
|
|
|
Jefferson Parish LA Environmental Facilities &
|
|
|
|
|
|
Community Development Authority Revenue
|
5.000%
|
4/1/18
|
405
|
471
|
|
Louisiana Citizens Property Insurance Corp.
|
|
|
|
|
|
Assessment Revenue
|
5.000%
|
6/1/22 (2)
|
500
|
547
|
|
Louisiana Gasoline & Fuel Tax Revenue
|
5.000%
|
5/1/31 (4)
|
500
|
553
|
|
Louisiana GO
|
5.000%
|
5/1/16 (Prere.)
|
500
|
569
|
|
Louisiana GO
|
5.000%
|
5/1/16 (Prere.)
|
500
|
569
|
|
Louisiana Public Facilities Authority Revenue
|
|
|
|
|
|
(Ochsner Clinic Foundation Project)
|
5.000%
|
5/15/16
|
1,260
|
1,387
|
|
Louisiana Stadium & Exposition District
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/32
|
500
|
561
|
|
New Orleans LA GO
|
5.000%
|
12/1/31
|
500
|
553
|
|
St. Charles Parish LA Gulf Opportunity Zone
|
|
|
|
|
|
Revenue (Valero Energy Corp.) PUT
|
4.000%
|
6/1/22
|
385
|
422
|
|
|
|
|
|
5,632
|
|
Maine (0.4%)
|
|
|
|
|
|
Maine Health & Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (Bowdoin College) VRDO
|
0.130%
|
4/5/13 LOC
|
4,100
|
4,100
|
|
|
|
|
|
|
|
Portland ME Airport Revenue
|
5.000%
|
1/1/20 (4)
|
500
|
589
|
|
|
|
|
|
4,689
|
|
Maryland (1.6%)
|
|
|
|
|
|
Baltimore MD Consolidated Public Improvement
|
|
|
|
|
|
GO
|
5.000%
|
10/15/28
|
650
|
770
|
|
1 Howard County MD GO
|
5.000%
|
2/15/22
|
750
|
930
|
|
Howard County MD GO
|
5.000%
|
8/15/24
|
200
|
246
|
|
Maryland Department of Transportation
|
|
|
|
|
|
Revenue
|
5.000%
|
2/15/18
|
500
|
598
|
|
Maryland GO
|
5.000%
|
3/1/15
|
550
|
599
|
|
Maryland GO
|
5.250%
|
3/1/15
|
500
|
547
|
|
Maryland GO
|
5.000%
|
8/1/15 (Prere.)
|
500
|
554
|
|
Maryland GO
|
5.000%
|
8/1/15
|
500
|
554
|
|
Maryland GO
|
5.000%
|
8/1/16 (Prere.)
|
450
|
516
|
|
Maryland GO
|
5.000%
|
11/1/16
|
105
|
122
|
|
Maryland GO
|
5.000%
|
3/15/17
|
500
|
586
|
|
Maryland GO
|
5.000%
|
7/15/17
|
610
|
722
|
|
Maryland GO
|
5.000%
|
8/1/17
|
500
|
593
|
|
Maryland GO
|
5.250%
|
8/15/17
|
500
|
599
|
|
Maryland GO
|
5.250%
|
3/1/18
|
200
|
242
|
|
Maryland GO
|
4.500%
|
8/1/18
|
465
|
552
|
|
1 Maryland GO
|
5.000%
|
8/1/21
|
870
|
1,082
|
|
Maryland GO
|
5.000%
|
3/15/22
|
500
|
606
|
|
Maryland Health & Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (Anne Arundel Health
|
|
|
|
|
|
System)
|
5.000%
|
7/1/27
|
500
|
577
|
|
Maryland Health & Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (Johns Hopkins Health
|
|
|
|
|
|
System Obligated Group)
|
5.000%
|
7/1/24
|
500
|
609
|
|
Maryland Health & Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (Loyola University)
|
5.000%
|
10/1/16
|
575
|
655
|
|
Maryland Health & Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (Maryland Institute College
|
|
|
|
|
|
of Art)
|
5.000%
|
6/1/20
|
500
|
587
|
|
Maryland Transportation Authority Facilities
|
|
|
|
|
|
Projects Revenue
|
5.000%
|
7/1/15 (4)
|
750
|
793
|
|
Maryland Transportation Authority Facilities
|
|
|
|
|
|
Projects Revenue
|
5.000%
|
7/1/22
|
500
|
599
|
|
Maryland Transportation Authority GAN
|
5.000%
|
3/1/16
|
465
|
525
|
|
Maryland Transportation Authority GAN
|
5.250%
|
3/1/16
|
585
|
665
|
|
Maryland Transportation Authority GAN
|
5.250%
|
3/1/20
|
500
|
611
|
|
Montgomery County MD GO
|
5.000%
|
7/1/17
|
500
|
591
|
|
Montgomery County MD GO
|
5.000%
|
11/1/17
|
500
|
597
|
|
Prince Georges County MD GO
|
5.000%
|
9/15/23
|
500
|
618
|
|
Washington Suburban Sanitation District
|
|
|
|
|
|
Maryland GO
|
5.000%
|
6/1/17
|
500
|
590
|
|
|
|
|
|
18,435
|
|
Massachusetts (2.4%)
|
|
|
|
|
|
Boston MA GO
|
5.000%
|
2/1/22
|
500
|
632
|
|
Massachusetts Bay Transportation Authority
|
|
|
|
|
|
Sales Tax Revenue
|
5.000%
|
7/1/18 (Prere.)
|
500
|
605
|
|
Massachusetts Bay Transportation Authority
|
|
|
|
|
|
Sales Tax Revenue
|
5.250%
|
7/1/22
|
480
|
615
|
|
Massachusetts Bay Transportation Authority
|
|
|
|
|
|
Sales Tax Revenue
|
5.500%
|
7/1/26 (14)
|
400
|
518
|
|
|
|
|
|
|
|
Massachusetts Bay Transportation Authority
|
|
|
|
|
|
Sales Tax Revenue
|
5.250%
|
7/1/28
|
500
|
633
|
|
Massachusetts Bay Transportation Authority
|
|
|
|
|
|
Sales Tax Revenue
|
5.000%
|
7/1/31
|
915
|
1,131
|
|
Massachusetts College Building Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
5/1/16 (Prere.)
|
500
|
568
|
|
Massachusetts College Building Authority
|
|
|
|
|
|
Revenue
|
5.250%
|
5/1/29
|
445
|
520
|
|
Massachusetts Department of Transportation
|
|
|
|
|
|
Metropolitan Highway System Revenue
|
5.000%
|
1/1/23
|
500
|
584
|
|
Massachusetts Development Finance Agency
|
|
|
|
|
|
Revenue (Emerson College)
|
5.500%
|
1/1/30
|
350
|
388
|
|
Massachusetts Development Finance Agency
|
|
|
|
|
|
Revenue (Harvard University)
|
5.000%
|
1/1/20
|
355
|
441
|
|
Massachusetts Development Finance Agency
|
|
|
|
|
|
Revenue (UMASS Memorial Medical Center)
|
5.125%
|
7/1/26
|
500
|
556
|
|
Massachusetts Educational Financing Authority
|
|
|
|
|
|
Education Loan Revenue
|
5.500%
|
1/1/22
|
300
|
350
|
|
Massachusetts GO
|
5.500%
|
11/1/13 (3)
|
2,000
|
2,063
|
|
Massachusetts GO
|
5.000%
|
5/1/14
|
500
|
526
|
|
Massachusetts GO
|
5.000%
|
8/1/14
|
500
|
532
|
|
Massachusetts GO
|
5.000%
|
8/1/15
|
500
|
554
|
|
Massachusetts GO
|
4.750%
|
8/1/16 (Prere.)
|
500
|
570
|
|
Massachusetts GO
|
5.500%
|
11/1/16
|
500
|
588
|
|
Massachusetts GO
|
5.500%
|
10/1/18
|
500
|
619
|
|
Massachusetts GO
|
5.000%
|
7/1/20
|
500
|
611
|
|
Massachusetts GO
|
5.000%
|
8/1/20
|
500
|
622
|
|
Massachusetts GO
|
5.250%
|
8/1/20
|
300
|
379
|
|
Massachusetts GO
|
5.500%
|
10/1/20 (14)
|
500
|
641
|
|
Massachusetts GO
|
5.500%
|
10/1/20
|
500
|
642
|
|
Massachusetts GO
|
5.250%
|
8/1/23
|
500
|
642
|
|
Massachusetts GO
|
5.250%
|
8/1/24 (4)
|
800
|
934
|
|
Massachusetts GO
|
5.000%
|
3/1/26
|
500
|
594
|
|
Massachusetts GO
|
5.000%
|
4/1/29
|
500
|
583
|
|
Massachusetts Health & Educational Facilities
|
|
|
|
|
|
Authority Revenue (Harvard University)
|
5.000%
|
12/15/28
|
500
|
598
|
|
Massachusetts Health & Educational Facilities
|
|
|
|
|
|
Authority Revenue (Lahey Clinic Medical
|
|
|
|
|
|
Center)
|
5.000%
|
8/15/15 (14)
|
500
|
549
|
|
Massachusetts Port Authority Revenue
|
5.000%
|
7/1/17
|
415
|
487
|
|
Massachusetts School Building Authority
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
5.000%
|
8/15/15 (Prere.)
|
195
|
216
|
|
Massachusetts School Building Authority
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
5.000%
|
8/15/15 (Prere.)
|
65
|
72
|
|
Massachusetts School Building Authority
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
5.000%
|
8/15/15 (Prere.)
|
305
|
339
|
|
Massachusetts School Building Authority
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
5.000%
|
8/15/15 (Prere.)
|
415
|
461
|
|
Massachusetts School Building Authority
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
5.000%
|
5/15/19
|
500
|
610
|
|
Massachusetts School Building Authority
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
5.000%
|
10/15/20
|
225
|
280
|
|
Massachusetts School Building Authority
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
5.000%
|
8/15/23
|
495
|
611
|
|
Massachusetts School Building Authority
|
|
|
|
|
|
Dedicated Sales Tax Revenue
|
5.000%
|
8/15/30 (4)
|
20
|
22
|
|
|
|
|
|
|
|
Massachusetts Special Obligation Dedicated
|
|
|
|
|
|
Tax Revenue
|
5.500%
|
1/1/26 (3)
|
500
|
623
|
|
Massachusetts Turnpike Authority Revenue
|
|
|
|
|
|
(Metropolitan Highway System)
|
0.000%
|
1/1/29 (14)
|
300
|
173
|
|
Massachusetts Water Pollution Abatement Trust
|
|
|
|
|
|
Revenue
|
5.000%
|
8/1/19
|
240
|
295
|
|
Massachusetts Water Pollution Abatement Trust
|
|
|
|
|
|
Revenue
|
5.250%
|
8/1/20
|
200
|
253
|
|
Massachusetts Water Pollution Abatement Trust
|
|
|
|
|
|
Revenue
|
5.250%
|
8/1/21
|
500
|
640
|
|
Massachusetts Water Pollution Abatement Trust
|
|
|
|
|
|
Revenue
|
5.250%
|
8/1/30
|
625
|
808
|
|
Massachusetts Water Resources Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
8/1/25
|
895
|
1,077
|
|
University of Massachusetts Building Authority
|
|
|
|
|
|
Revenue
|
5.250%
|
11/1/14 (Prere.)
|
500
|
540
|
|
|
|
|
|
27,295
|
|
Michigan (1.3%)
|
|
|
|
|
|
Birmingham MI City School District GO
|
5.000%
|
5/1/22
|
740
|
916
|
|
Detroit MI City School District GO
|
5.250%
|
5/1/28 (4)
|
500
|
577
|
|
Mason MI Public School District GO
|
5.250%
|
5/1/14 (Prere.)
|
165
|
174
|
|
Mason MI Public School District GO
|
5.250%
|
5/1/17 (4)
|
1,685
|
1,773
|
|
Michigan Building Authority Revenue
|
5.000%
|
10/15/20 (4)
|
500
|
593
|
|
Michigan Finance Authority Revenue (Sparrow
|
|
|
|
|
|
Obligated Group)
|
5.000%
|
11/15/27
|
500
|
567
|
|
Michigan Finance Authority Revenue (State
|
|
|
|
|
|
Clean Water Revolving Fund)
|
5.000%
|
10/1/31
|
500
|
585
|
|
1 Michigan Finance Authority Revenue
|
|
|
|
|
|
(Unemployment Obligation Assessment)
|
5.000%
|
1/1/18
|
500
|
596
|
|
Michigan GO
|
5.000%
|
9/15/14 (4)
|
500
|
534
|
|
Michigan GO
|
5.000%
|
5/1/18
|
500
|
598
|
|
Michigan GO
|
5.500%
|
11/1/25
|
595
|
716
|
|
Michigan Housing Development Authority Single
|
|
|
|
|
|
Family Mortgage Revenue VRDO
|
0.120%
|
4/5/13
|
3,100
|
3,100
|
|
Michigan Trunk Line Revenue
|
5.000%
|
11/1/21
|
500
|
596
|
|
Oakland University of Michigan Revenue VRDO
|
0.120%
|
4/5/13 LOC
|
2,800
|
2,800
|
|
Wayne County MI Airport Authority Revenue
|
|
|
|
|
|
(Detroit Metropolitan Wayne County Airport)
|
5.000%
|
12/1/16
|
500
|
570
|
|
|
|
|
|
14,695
|
|
Minnesota (0.6%)
|
|
|
|
|
|
Chisago Lakes MN Independent School District
|
|
|
|
|
|
GO
|
5.000%
|
2/1/15 (4)
|
500
|
541
|
|
Minnesota General Fund Revenue
|
5.000%
|
3/1/28
|
500
|
591
|
|
Minnesota GO
|
5.000%
|
6/1/13
|
65
|
65
|
|
Minnesota GO
|
5.000%
|
6/1/13 (ETM)
|
435
|
439
|
|
Minnesota GO
|
5.000%
|
11/1/14
|
500
|
538
|
|
Minnesota GO
|
5.000%
|
8/1/15
|
500
|
554
|
|
Minnesota GO
|
5.000%
|
10/1/17
|
500
|
596
|
|
Minnesota GO
|
5.000%
|
8/1/19
|
500
|
617
|
|
Minnesota GO
|
5.000%
|
11/1/20
|
325
|
399
|
|
Minnesota GO
|
5.000%
|
8/1/21
|
500
|
606
|
|
Minnesota Public Facilities Authority Revenue
|
|
|
|
|
|
(State Revolving Fund)
|
5.000%
|
3/1/15
|
500
|
544
|
|
Southern Minnesota Municipal Power Agency
|
|
|
|
|
|
Power Supply System Revenue
|
5.250%
|
1/1/30
|
500
|
558
|
|
University of Minnesota Revenue
|
5.000%
|
8/1/19
|
500
|
609
|
|
|
|
|
|
|
|
University of Minnesota Revenue
|
5.250%
|
12/1/29
|
500
|
602
|
|
|
|
|
|
7,259
|
|
Mississippi (0.2%)
|
|
|
|
|
|
DeSoto County MS School District GO
|
5.000%
|
5/1/19
|
370
|
452
|
|
Mississippi Development Bank Special
|
|
|
|
|
|
Obligation Revenue (Capital City Convention
|
|
|
|
|
|
Center Project)
|
5.000%
|
3/1/30
|
675
|
804
|
|
Mississippi GO
|
5.500%
|
12/1/18
|
750
|
930
|
|
|
|
|
|
2,186
|
|
Missouri (0.3%)
|
|
|
|
|
|
Curators of the University of Missouri System
|
|
|
|
|
|
Facilities Revenue
|
5.000%
|
11/1/15 (Prere.)
|
130
|
145
|
|
Curators of the University of Missouri System
|
|
|
|
|
|
Facilities Revenue
|
5.000%
|
11/1/26
|
370
|
408
|
|
Missouri Highways & Transportation
|
|
|
|
|
|
Commission Road Revenue
|
5.000%
|
5/1/15
|
300
|
329
|
|
Missouri Highways & Transportation
|
|
|
|
|
|
Commission Road Revenue
|
5.000%
|
5/1/17
|
500
|
586
|
|
Missouri Highways & Transportation
|
|
|
|
|
|
Commission Road Revenue
|
5.000%
|
2/1/23
|
600
|
765
|
|
Missouri Highways & Transportation
|
|
|
|
|
|
Commission Road Revenue
|
5.000%
|
5/1/23
|
500
|
588
|
|
Missouri Highways & Transportation
|
|
|
|
|
|
Commission Road Revenue
|
5.250%
|
5/1/23
|
350
|
409
|
|
|
|
|
|
3,230
|
|
Nebraska (0.2%)
|
|
|
|
|
|
Lincoln County NE Hospital Authority No. 1
|
|
|
|
|
|
Hospital Revenue (Great Plains Regional
|
|
|
|
|
|
Medical Center Project)
|
5.000%
|
11/1/23
|
750
|
858
|
|
Lincoln NE Electric System Revenue
|
5.000%
|
9/1/25
|
400
|
486
|
|
Municipal Energy Agency of Nebraska Power
|
|
|
|
|
|
Supply System Revenue
|
5.000%
|
4/1/31
|
345
|
395
|
|
Omaha NE Public Power District Electric
|
|
|
|
|
|
Revenue
|
4.000%
|
2/1/16
|
350
|
384
|
|
|
|
|
|
2,123
|
|
Nevada (0.4%)
|
|
|
|
|
|
Clark County NV GO
|
5.000%
|
12/1/29
|
500
|
560
|
|
Clark County NV Highway Improvement Motor
|
|
|
|
|
|
Vehicle Fuel Tax Revenue
|
5.000%
|
7/1/27
|
500
|
569
|
|
Clark County NV Passenger Facility Charge
|
|
|
|
|
|
Revenue (Las Vegas McCarran International
|
|
|
|
|
|
Airport)
|
5.000%
|
7/1/15
|
155
|
170
|
|
Clark County NV Passenger Facility Charge
|
|
|
|
|
|
Revenue (Las Vegas McCarran International
|
|
|
|
|
|
Airport)
|
4.500%
|
7/1/20
|
455
|
515
|
|
Clark County NV School District GO
|
5.000%
|
6/15/18
|
1,690
|
1,985
|
|
Nevada Capital Improvement & Cultural Affairs
|
|
|
|
|
|
GO
|
5.000%
|
12/1/26 (3)
|
500
|
574
|
|
|
|
|
|
4,373
|
|
New Hampshire (0.1%)
|
|
|
|
|
|
Manchester NH General Airport Revenue
|
5.000%
|
1/1/17
|
500
|
556
|
|
New Hampshire Municipal Bond Bank Revenue
|
5.000%
|
8/15/16
|
115
|
132
|
|
|
|
|
|
688
|
|
|
|
|
|
|
|
New Jersey (3.5%)
|
|
|
|
|
|
Garden State Preservation Trust New Jersey
|
|
|
|
|
|
Revenue (Open Space & Farmland
|
|
|
|
|
|
Preservation)
|
5.250%
|
11/1/13 (Prere.)
|
875
|
901
|
|
Garden State Preservation Trust New Jersey
|
|
|
|
|
|
Revenue (Open Space & Farmland
|
|
|
|
|
|
Preservation)
|
0.000%
|
11/1/21 (4)
|
500
|
407
|
|
Garden State Preservation Trust New Jersey
|
|
|
|
|
|
Revenue (Open Space & Farmland
|
|
|
|
|
|
Preservation)
|
0.000%
|
11/1/22 (4)
|
500
|
388
|
|
Jersey City NJ GO
|
5.000%
|
3/1/21
|
480
|
568
|
|
Morris County NJ Improvement Authority School
|
|
|
|
|
|
District Revenue (Morris Hills Regional District
|
|
|
|
|
|
Project)
|
5.000%
|
10/1/23
|
495
|
626
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (Bayonne/IMTT Project) VRDO
|
0.130%
|
4/1/13 LOC
|
3,400
|
3,400
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (Cigarette Tax)
|
5.750%
|
6/15/14 (Prere.)
|
500
|
533
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (Cigarette Tax)
|
5.000%
|
6/15/23
|
500
|
583
|
|
1 New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (Cigarette Tax)
|
5.000%
|
6/15/26
|
500
|
564
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (Motor Vehicle Surcharges)
|
5.250%
|
7/1/26 (14)
|
500
|
610
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.000%
|
9/1/13 (Prere.)
|
500
|
510
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.000%
|
9/1/13 (Prere.)
|
500
|
510
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.000%
|
9/1/14
|
500
|
533
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.250%
|
3/1/15 (Prere.)
|
500
|
547
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.250%
|
12/15/15 (14)
|
400
|
450
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.000%
|
3/1/24
|
500
|
595
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction)
|
5.250%
|
9/1/24
|
300
|
357
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue (School Facilities Construction) PUT
|
5.000%
|
9/1/14 (Prere.)
|
500
|
534
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Revenue(New Jersey Transit Light Rail
|
|
|
|
|
|
Transit System Project)
|
5.000%
|
5/1/17
|
500
|
582
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Transportation Project Sublease Revenue
|
|
|
|
|
|
(New Jersey Transit Corp. Light Rail Transit
|
|
|
|
|
|
System Project)
|
5.000%
|
5/1/18
|
500
|
592
|
|
New Jersey Economic Development Authority
|
|
|
|
|
|
Transportation Project Sublease Revenue
|
|
|
|
|
|
(New Jersey Transit Corp. Light Rail Transit
|
|
|
|
|
|
System Project)
|
5.000%
|
5/1/19
|
500
|
598
|
|
New Jersey Educational Facilities Authority
|
|
|
|
|
|
Revenue (University Medical & Dentistry)
|
6.500%
|
12/1/19
|
195
|
239
|
|
New Jersey Equipment Lease Purchase COP
|
5.000%
|
6/15/16
|
425
|
480
|
|
New Jersey Equipment Lease Purchase COP
|
5.000%
|
6/15/17
|
295
|
341
|
|
New Jersey Equipment Lease Purchase COP
|
5.000%
|
6/15/18
|
530
|
622
|
|
New Jersey Equipment Lease Purchase COP
|
5.000%
|
6/15/19
|
500
|
581
|
|
|
|
|
|
|
|
New Jersey GO
|
5.250%
|
7/15/15 (2)
|
500
|
555
|
|
New Jersey GO
|
5.000%
|
8/15/15
|
790
|
875
|
|
New Jersey GO
|
5.250%
|
7/1/16 (14)
|
500
|
575
|
|
New Jersey GO
|
5.250%
|
7/15/18 (2)
|
500
|
607
|
|
New Jersey GO
|
5.000%
|
8/15/19
|
750
|
916
|
|
New Jersey Health Care Facilities Financing
|
|
|
|
|
|
Authority Revenue (Hackensack University
|
|
|
|
|
|
Medical Center)
|
5.000%
|
1/1/19
|
500
|
579
|
|
New Jersey Health Care Facilities Financing
|
|
|
|
|
|
Authority Revenue (Virtua Health) VRDO
|
0.150%
|
4/1/13 LOC
|
2,200
|
2,200
|
|
New Jersey Higher Education Assistance
|
|
|
|
|
|
Authority Student Loan Revenue
|
5.000%
|
12/1/16
|
245
|
276
|
|
New Jersey Higher Education Assistance
|
|
|
|
|
|
Authority Student Loan Revenue
|
5.250%
|
12/1/28
|
395
|
435
|
|
New Jersey Sports & Exposition Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
9/1/16
|
200
|
227
|
|
New Jersey Transportation Corp. COP
|
5.500%
|
9/15/15 (2)
|
200
|
222
|
|
New Jersey Transportation Corp. COP
|
5.000%
|
9/15/19 (4)
|
500
|
552
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.250%
|
6/15/14 (Prere.)
|
500
|
530
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.250%
|
12/15/14 (14)
|
500
|
542
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.250%
|
12/15/15 (2)
|
170
|
191
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
12/15/15 (14)
|
200
|
227
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
12/15/15 (2)
|
230
|
261
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.000%
|
12/15/16
|
275
|
317
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
12/15/16 (14)
|
100
|
117
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
12/15/17 (4)
|
150
|
181
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
12/15/20 (3)
|
2,500
|
3,118
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.250%
|
12/15/21 (14)
|
245
|
300
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
12/15/23
|
605
|
760
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
0.000%
|
12/15/26 (2)
|
2,000
|
1,134
|
|
New Jersey Transportation Trust Fund Authority
|
|
|
|
|
|
Transportation System Revenue
|
5.500%
|
6/15/31
|
500
|
586
|
|
New Jersey Turnpike Authority Revenue
|
5.000%
|
1/1/20
|
100
|
118
|
|
New Jersey Turnpike Authority Revenue
|
5.000%
|
1/1/22
|
500
|
574
|
|
New Jersey Turnpike Authority Revenue
|
5.500%
|
1/1/25 (2)
|
500
|
632
|
|
1 New Jersey Turnpike Authority Revenue
|
5.000%
|
1/1/32
|
1,000
|
1,121
|
|
Newark NJ GO
|
5.000%
|
10/1/19
|
500
|
591
|
|
Rutgers State University New Jersey Revenue
|
|
|
|
|
|
VRDO
|
0.140%
|
4/1/13
|
2,200
|
2,200
|
|
South Jersey Transportation Authority New
|
|
|
|
|
|
Jersey Transportation System Revenue
|
5.000%
|
11/1/25
|
500
|
581
|
|
Tobacco Settlement Financing Corp. New
|
|
|
|
|
|
Jersey Revenue
|
5.000%
|
6/1/18
|
500
|
565
|
|
Tobacco Settlement Financing Corp. New
|
|
|
|
|
|
Jersey Revenue
|
5.000%
|
6/1/19
|
100
|
112
|
|
|
|
|
|
|
|
West Deptford Township NJ GO
|
5.000%
|
7/1/27 (4)
|
635
|
718
|
|
|
|
|
|
40,146
|
|
New Mexico (0.1%)
|
|
|
|
|
|
New Mexico Educational Assistance Foundation
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/19
|
500
|
613
|
|
New Mexico Finance Authority Transportation
|
|
|
|
|
|
Revenue
|
5.000%
|
6/15/13 (2)
|
500
|
505
|
|
New Mexico Finance Authority Transportation
|
|
|
|
|
|
Revenue
|
5.000%
|
6/15/23
|
500
|
598
|
|
|
|
|
|
1,716
|
|
New York (8.2%)
|
|
|
|
|
|
Erie County NY Industrial Development Agency
|
|
|
|
|
|
School Facility Revenue (Buffalo City School
|
|
|
|
|
|
District Project)
|
5.000%
|
5/1/15
|
500
|
547
|
|
Erie County NY Industrial Development Agency
|
|
|
|
|
|
School Facility Revenue (Buffalo City School
|
|
|
|
|
|
District Project)
|
5.000%
|
5/1/18
|
500
|
595
|
|
Erie County NY Industrial Development Agency
|
|
|
|
|
|
School Facility Revenue (Buffalo City School
|
|
|
|
|
|
District Project)
|
5.000%
|
5/1/19
|
500
|
602
|
|
Erie County NY Industrial Development Agency
|
|
|
|
|
|
School Facility Revenue (Buffalo City School
|
|
|
|
|
|
District Project)
|
5.250%
|
5/1/31
|
500
|
566
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue
|
5.000%
|
5/1/14
|
410
|
430
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/17
|
630
|
720
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue
|
5.000%
|
5/1/19 (14)
|
500
|
563
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/21 (14)
|
500
|
564
|
|
Long Island NY Power Authority Electric System
|
|
|
|
|
|
Revenue
|
5.000%
|
4/1/23
|
500
|
571
|
|
New York City NY GO
|
5.500%
|
6/1/13 (Prere.)
|
500
|
505
|
|
New York City NY GO
|
5.250%
|
8/1/13
|
500
|
509
|
|
New York City NY GO
|
5.750%
|
8/1/13
|
55
|
55
|
|
New York City NY GO
|
5.000%
|
1/1/14
|
500
|
518
|
|
New York City NY GO
|
5.250%
|
9/1/14
|
500
|
535
|
|
New York City NY GO
|
5.000%
|
11/1/14 (Prere.)
|
90
|
97
|
|
New York City NY GO
|
5.000%
|
2/1/16
|
105
|
118
|
|
New York City NY GO
|
5.000%
|
8/1/16
|
500
|
571
|
|
New York City NY GO
|
5.000%
|
2/1/17
|
500
|
579
|
|
New York City NY GO
|
5.000%
|
9/1/17
|
500
|
555
|
|
New York City NY GO
|
5.000%
|
2/1/18
|
500
|
576
|
|
New York City NY GO
|
5.000%
|
8/1/19
|
500
|
584
|
|
New York City NY GO
|
5.000%
|
8/1/21
|
380
|
470
|
|
New York City NY GO
|
5.000%
|
10/1/22
|
500
|
612
|
|
New York City NY GO
|
5.000%
|
8/1/23
|
380
|
464
|
|
New York City NY GO
|
5.000%
|
8/1/23 (14)
|
500
|
550
|
|
New York City NY GO
|
5.000%
|
11/1/23
|
215
|
230
|
|
New York City NY GO
|
5.250%
|
8/15/24
|
500
|
599
|
|
New York City NY GO
|
5.000%
|
8/1/25
|
905
|
996
|
|
New York City NY GO
|
5.000%
|
8/1/25
|
750
|
889
|
|
New York City NY GO
|
5.000%
|
8/1/26
|
500
|
593
|
|
New York City NY GO
|
5.000%
|
8/1/26
|
1,000
|
1,196
|
|
New York City NY GO
|
5.000%
|
8/15/26
|
475
|
557
|
|
|
|
|
|
|
|
New York City NY GO
|
5.000%
|
5/15/28
|
480
|
568
|
|
New York City NY GO
|
5.000%
|
8/1/28
|
500
|
557
|
|
New York City NY GO
|
5.000%
|
8/1/28
|
400
|
456
|
|
New York City NY GO
|
5.500%
|
11/15/28
|
300
|
359
|
|
New York City NY GO
|
5.625%
|
4/1/29
|
840
|
1,023
|
|
New York City NY GO
|
5.000%
|
5/15/29
|
500
|
591
|
|
New York City NY GO
|
5.000%
|
8/1/31
|
365
|
416
|
|
New York City NY GO VRDO
|
0.120%
|
4/1/13
|
1,600
|
1,600
|
|
New York City NY GO VRDO
|
0.110%
|
4/5/13 LOC
|
1,300
|
1,300
|
|
New York City NY Health & Hospital Corp.
|
|
|
|
|
|
Revenue (Health System)
|
5.000%
|
2/15/30
|
500
|
559
|
|
New York City NY Municipal Water Finance
|
|
|
|
|
|
Authority Water & Sewer System Revenue
|
5.000%
|
6/15/15
|
250
|
276
|
|
New York City NY Municipal Water Finance
|
|
|
|
|
|
Authority Water & Sewer System Revenue
|
0.000%
|
6/15/18
|
750
|
714
|
|
New York City NY Municipal Water Finance
|
|
|
|
|
|
Authority Water & Sewer System Revenue
|
5.000%
|
6/15/27
|
500
|
595
|
|
New York City NY Municipal Water Finance
|
|
|
|
|
|
Authority Water & Sewer System Revenue
|
5.000%
|
6/15/29
|
500
|
558
|
|
New York City NY Municipal Water Finance
|
|
|
|
|
|
Authority Water & Sewer System Revenue
|
4.750%
|
6/15/30
|
255
|
280
|
|
New York City NY Municipal Water Finance
|
|
|
|
|
|
Authority Water & Sewer System Revenue
|
5.000%
|
6/15/30
|
500
|
571
|
|
New York City NY Municipal Water Finance
|
|
|
|
|
|
Authority Water & Sewer System Revenue
|
5.000%
|
6/15/30
|
345
|
373
|
|
New York City NY Municipal Water Finance
|
|
|
|
|
|
Authority Water & Sewer System Revenue
|
5.000%
|
6/15/31
|
500
|
580
|
|
New York City NY Municipal Water Finance
|
|
|
|
|
|
Authority Water & Sewer System Revenue
|
|
|
|
|
|
VRDO
|
0.130%
|
4/1/13
|
900
|
900
|
|
New York City NY Municipal Water Finance
|
|
|
|
|
|
Authority Water & Sewer System Revenue
|
|
|
|
|
|
VRDO
|
0.140%
|
4/1/13
|
1,000
|
1,000
|
|
New York City NY Municipal Water Finance
|
|
|
|
|
|
Authority Water & Sewer System Revenue
|
|
|
|
|
|
VRDO
|
0.140%
|
4/1/13
|
1,100
|
1,100
|
|
New York City NY Sales Tax Asset Receivable
|
|
|
|
|
|
Corp. Revenue
|
5.000%
|
10/15/24 (14)
|
500
|
535
|
|
New York City NY Sales Tax Asset Receivable
|
|
|
|
|
|
Corp. Revenue
|
5.000%
|
10/15/26 (14)
|
500
|
534
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Building Aid Revenue
|
5.000%
|
7/15/24
|
500
|
598
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Building Aid Revenue
|
5.250%
|
1/15/25
|
500
|
593
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Building Aid Revenue
|
5.250%
|
1/15/26
|
500
|
592
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Building Aid Revenue
|
5.125%
|
1/15/29
|
1,070
|
1,232
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Building Aid Revenue
|
5.000%
|
7/15/32
|
250
|
288
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
8/1/16 (Prere.)
|
245
|
281
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
2/1/18
|
200
|
238
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/18
|
500
|
582
|
|
|
|
|
|
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
8/1/22
|
35
|
40
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/23
|
500
|
573
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/24
|
500
|
571
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/25
|
400
|
479
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/25
|
500
|
570
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.250%
|
2/1/30
|
500
|
588
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
2/1/31
|
500
|
575
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
5/1/31
|
300
|
349
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/31
|
500
|
586
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue
|
5.000%
|
11/1/32
|
500
|
581
|
|
2 New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue TOB VRDO
|
0.150%
|
4/1/13
|
1,000
|
1,000
|
|
New York City NY Transitional Finance Authority
|
|
|
|
|
|
Future Tax Revenue VRDO
|
0.120%
|
4/5/13
|
3,100
|
3,100
|
|
New York GO
|
4.500%
|
2/1/17
|
500
|
574
|
|
New York GO
|
4.500%
|
2/1/18
|
500
|
586
|
|
New York GO
|
4.500%
|
2/1/19
|
500
|
594
|
|
New York GO
|
5.000%
|
2/15/30
|
315
|
365
|
|
New York Liberty Development Corp. Revenue
|
5.000%
|
11/15/31
|
500
|
565
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/21
|
210
|
257
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.250%
|
11/15/21 (3)
|
300
|
373
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/23
|
500
|
571
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/30
|
500
|
570
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/30
|
500
|
565
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.250%
|
11/15/30
|
500
|
568
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/32
|
500
|
565
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Dedicated Petroleum Tax)
|
5.250%
|
11/15/24
|
600
|
720
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Dedicated Tax Fund)
|
5.000%
|
11/15/16 (Prere.)
|
500
|
581
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Service Contract)
|
5.500%
|
7/1/15
|
500
|
557
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Service Contract)
|
5.750%
|
1/1/17
|
210
|
248
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Service Contract)
|
5.750%
|
1/1/17 (14)
|
560
|
662
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Transit Revenue)
|
5.500%
|
11/15/14 (14)
|
500
|
542
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Transit Revenue)
|
5.500%
|
11/15/18
|
600
|
676
|
|
|
|
|
|
|
|
New York Metropolitan Transportation Authority
|
|
|
|
|
|
Revenue (Transit Revenue)
|
4.750%
|
11/15/28 (14)
|
455
|
492
|
|
New York State Dormitory Authority Lease
|
|
|
|
|
|
Revenue (City of New York Court Facilities)
|
5.500%
|
5/15/24 (2)
|
500
|
631
|
|
New York State Dormitory Authority Lease
|
|
|
|
|
|
Revenue (City of New York Court Facilities)
|
5.500%
|
5/15/27 (2)
|
500
|
638
|
|
New York State Dormitory Authority Lease
|
|
|
|
|
|
Revenue (Mental Health Services Facilities)
|
5.000%
|
8/15/21
|
500
|
612
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(City University System)
|
5.000%
|
7/1/24
|
400
|
474
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Fordham University)
|
5.000%
|
7/1/25 (4)
|
250
|
289
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Memorial Sloan-Kettering Cancer Center)
|
5.000%
|
7/1/30
|
500
|
551
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Mental Health Services Facilities
|
|
|
|
|
|
Improvement)
|
5.000%
|
8/15/15
|
100
|
111
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Mount Sinai Hospital Obligated Group)
|
5.000%
|
7/1/22
|
595
|
697
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Mount Sinai Hospital Obligated Group)
|
5.000%
|
7/1/23
|
500
|
574
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Mount Sinai School of Medicine of New York
|
|
|
|
|
|
University)
|
5.000%
|
7/1/18
|
325
|
377
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Mount Sinai School of Medicine of New York
|
|
|
|
|
|
University)
|
5.000%
|
7/1/24 (14)
|
500
|
562
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(New York University)
|
6.000%
|
7/1/19 (14)
|
500
|
637
|
|
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
|
179
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/15
|
600
|
655
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
2/15/17
|
500
|
582
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/20
|
200
|
242
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
2/15/24
|
615
|
743
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
12/15/26
|
500
|
601
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/28
|
500
|
576
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/32
|
500
|
574
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
2/15/33
|
300
|
343
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(School Districts Financing Program)
|
5.000%
|
10/1/20
|
500
|
600
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(School Districts Financing Program)
|
5.000%
|
10/1/21 (4)
|
390
|
477
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Service Contract)
|
5.000%
|
7/1/16
|
275
|
313
|
|
|
|
|
|
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(Service Contract)
|
5.000%
|
7/1/22
|
500
|
591
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(State University Educational Facilities)
|
5.000%
|
5/15/20
|
500
|
609
|
|
New York State Dormitory Authority Revenue
|
|
|
|
|
|
(The New School)
|
5.250%
|
7/1/30
|
500
|
558
|
|
New York State Environmental Facilities Corp.
|
|
|
|
|
|
Revenue (State Clean Water & Drinking
|
|
|
|
|
|
Water Revolving Funds)
|
5.000%
|
6/15/22
|
500
|
582
|
|
New York State Environmental Facilities Corp.
|
|
|
|
|
|
Revenue (State Clean Water & Drinking
|
|
|
|
|
|
Water Revolving Funds)
|
5.000%
|
6/15/24
|
365
|
437
|
|
New York State Environmental Facilities Corp.
|
|
|
|
|
|
Revenue (State Clean Water & Drinking
|
|
|
|
|
|
Water Revolving Funds)
|
5.000%
|
6/15/25
|
500
|
612
|
|
New York State Local Government Assistance
|
|
|
|
|
|
Corp. Revenue
|
5.000%
|
4/1/21
|
500
|
618
|
|
New York State Thruway Authority Revenue
|
5.000%
|
1/1/15 (14)
|
550
|
593
|
|
New York State Thruway Authority Revenue
|
5.000%
|
1/1/20 (14)
|
500
|
584
|
|
New York State Thruway Authority Revenue
|
5.000%
|
1/1/21 (14)
|
490
|
569
|
|
New York State Thruway Authority Revenue
|
5.000%
|
1/1/30
|
500
|
574
|
|
New York State Thruway Authority Revenue
|
5.000%
|
1/1/32 (14)(3)
|
600
|
662
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.000%
|
4/1/13
|
500
|
500
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.250%
|
4/1/13 (2)
|
500
|
500
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.000%
|
4/1/18 (2)
|
500
|
555
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.000%
|
4/1/24
|
500
|
594
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.000%
|
4/1/25 (2)
|
500
|
550
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Highway & Bridge Trust Fund)
|
5.000%
|
4/1/26 (2)
|
500
|
573
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/16
|
225
|
255
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/19
|
500
|
606
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/20
|
500
|
614
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/22 (4)
|
385
|
419
|
|
New York State Thruway Authority Revenue
|
|
|
|
|
|
(Personal Income Tax)
|
5.000%
|
3/15/25
|
500
|
594
|
|
New York State Urban Development Corp.
|
|
|
|
|
|
Revenue
|
5.000%
|
12/15/14
|
100
|
108
|
|
New York State Urban Development Corp.
|
|
|
|
|
|
Revenue
|
5.000%
|
1/1/15
|
500
|
540
|
|
New York State Urban Development Corp.
|
|
|
|
|
|
Revenue
|
5.000%
|
12/15/15
|
400
|
450
|
|
New York State Urban Development Corp.
|
|
|
|
|
|
Revenue
|
5.000%
|
12/15/18
|
500
|
608
|
|
New York State Urban Development Corp.
|
|
|
|
|
|
Revenue (Personal Income Tax)
|
5.000%
|
12/15/15
|
275
|
309
|
|
New York State Urban Development Corp.
|
|
|
|
|
|
Revenue (Personal Income Tax)
|
5.000%
|
12/15/18
|
600
|
730
|
|
|
|
|
|
|
|
New York State Urban Development Corp.
|
|
|
|
|
|
Revenue (Personal Income Tax)
|
5.500%
|
3/15/22 (14)
|
530
|
683
|
|
New York State Urban Development Corp.
|
|
|
|
|
|
Revenue (Personal Income Tax)
|
5.000%
|
12/15/25
|
1,500
|
1,745
|
|
New York State Urban Development Corp.
|
|
|
|
|
|
Revenue (Service Contract)
|
5.000%
|
1/1/18
|
540
|
634
|
|
Port Authority of New York & New Jersey
|
|
|
|
|
|
Revenue
|
5.000%
|
7/15/26
|
500
|
581
|
|
Triborough Bridge & Tunnel Authority New York
|
|
|
|
|
|
Revenue
|
5.250%
|
11/15/15
|
500
|
563
|
|
Triborough Bridge & Tunnel Authority New York
|
|
|
|
|
|
Revenue
|
5.500%
|
11/15/19 (14)
|
500
|
625
|
|
Triborough Bridge & Tunnel Authority New York
|
|
|
|
|
|
Revenue
|
5.500%
|
11/15/21 (14)
|
500
|
635
|
|
Triborough Bridge & Tunnel Authority New York
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/25
|
500
|
564
|
|
Triborough Bridge & Tunnel Authority New York
|
|
|
|
|
|
Revenue VRDO
|
0.130%
|
4/1/13 LOC
|
600
|
600
|
|
Westchester County NY GO
|
5.000%
|
7/1/20
|
500
|
626
|
|
Westchester County NY Health Care Corp.
|
|
|
|
|
|
Revenue
|
5.000%
|
11/1/30
|
500
|
551
|
|
|
|
|
|
92,917
|
|
North Carolina (1.3%)
|
|
|
|
|
|
Cary NC Combined Enterprise System Revenue
|
5.000%
|
12/1/27
|
500
|
606
|
|
Charlotte NC Water & Sewer System Revenue
|
5.000%
|
12/1/20
|
235
|
295
|
|
Guilford County NC GO
|
5.000%
|
3/1/18
|
500
|
600
|
|
Mecklenburg County NC GO
|
5.000%
|
3/1/17
|
500
|
585
|
|
Mecklenburg County NC GO
|
5.000%
|
12/1/18
|
500
|
611
|
|
Mecklenburg County NC Public Facilities Corp.
|
|
|
|
|
|
Revenue (Annual Appropriation)
|
5.000%
|
3/1/26
|
500
|
573
|
|
North Carolina Capital Improvement Revenue
|
5.000%
|
5/1/19
|
555
|
674
|
|
North Carolina Capital Improvement Revenue
|
5.000%
|
5/1/29
|
500
|
575
|
|
North Carolina Eastern Municipal Power Agency
|
|
|
|
|
|
Power Systems Revenue
|
6.000%
|
1/1/18 (2)
|
475
|
579
|
|
North Carolina Eastern Municipal Power Agency
|
|
|
|
|
|
Power Systems Revenue
|
5.000%
|
1/1/26
|
500
|
562
|
|
North Carolina GO
|
5.000%
|
3/1/16
|
500
|
566
|
|
North Carolina GO
|
5.000%
|
3/1/17
|
520
|
608
|
|
North Carolina GO
|
5.000%
|
3/1/18
|
500
|
595
|
|
North Carolina GO
|
5.000%
|
3/1/20
|
275
|
342
|
|
North Carolina GO
|
5.000%
|
5/1/22
|
250
|
318
|
|
North Carolina GO
|
5.000%
|
5/1/26
|
750
|
966
|
|
North Carolina Infrastructure Financial Corp.
|
|
|
|
|
|
Capital Improvements COP
|
5.000%
|
2/1/21 (4)
|
2,000
|
2,306
|
|
North Carolina Medical Care Commission
|
|
|
|
|
|
Hospital Revenue (Southeastern Regional
|
|
|
|
|
|
Medical Center)
|
5.000%
|
6/1/24
|
600
|
699
|
|
North Carolina Municipal Power Agency
|
|
|
|
|
|
Revenue
|
5.000%
|
1/1/30
|
500
|
556
|
|
Orange County NC Public Facilities Co.
|
|
|
|
|
|
Revenue
|
5.000%
|
10/1/24
|
500
|
599
|
|
Wake County NC GO
|
5.000%
|
2/1/18
|
350
|
419
|
|
Wake County NC GO
|
5.000%
|
3/1/18
|
500
|
600
|
|
Wake County NC GO
|
5.000%
|
3/1/22
|
400
|
507
|
|
Wake County NC Public Improvement GO
|
5.000%
|
3/1/16
|
100
|
113
|
|
|
|
|
|
14,854
|
|
|
|
|
|
|
|
Ohio (2.1%)
|
|
|
|
|
|
Allen County OH Hospital Facilities Revenue
|
|
|
|
|
|
(Catholic Healthcare Partners)
|
5.000%
|
9/1/16
|
500
|
566
|
|
Allen County OH Hospital Facilities Revenue
|
|
|
|
|
|
(Catholic Healthcare Partners) VRDO
|
0.140%
|
4/2/13 LOC
|
100
|
100
|
|
American Municipal Power Ohio Inc. Revenue
|
|
|
|
|
|
(Fremont Energy Center Project)
|
5.250%
|
2/15/27
|
570
|
664
|
|
American Municipal Power Ohio Inc. Revenue
|
|
|
|
|
|
(Hydroelectric Projects)
|
5.250%
|
2/15/18
|
500
|
586
|
|
Butler County OH Hospital Facilities Revenue
|
|
|
|
|
|
(Kettering Health Network)
|
5.250%
|
4/1/31
|
500
|
551
|
|
Cincinnati OH City School District GO
|
5.250%
|
12/1/26 (14)
|
500
|
641
|
|
Cleveland OH Airport System Revenue
|
5.250%
|
1/1/18 (2)
|
260
|
304
|
|
Cleveland OH Airport System Revenue
|
5.000%
|
1/1/31 (4)
|
500
|
541
|
|
Cleveland OH Public Power System Revenue
|
5.000%
|
11/15/20 (3)
|
500
|
570
|
|
Columbus OH GO
|
5.000%
|
7/1/25
|
535
|
653
|
|
Hamilton County OH Sales Tax Revenue
|
4.500%
|
12/1/15 (2)
|
350
|
384
|
|
Kent State University OH Revenue
|
5.000%
|
5/1/23 (12)
|
500
|
592
|
|
Lucas County OH Hospital Revenue (ProMedica
|
|
|
|
|
|
Healthcare Obligated Group)
|
5.000%
|
11/15/26
|
500
|
576
|
|
Montgomery County OH Revenue (Miami Valley
|
|
|
|
|
|
Hospital) VRDO
|
0.140%
|
4/1/13
|
1,400
|
1,400
|
|
Ohio (Mental Health Facilities Improvement
|
|
|
|
|
|
Fund Projects) Revenue
|
5.000%
|
2/1/22
|
750
|
910
|
|
Ohio Building Authority Revenue (Administration
|
|
|
|
|
|
Building Fund)
|
5.000%
|
10/1/20
|
100
|
124
|
|
Ohio Common Schools GO
|
5.000%
|
6/15/16 (Prere.)
|
750
|
857
|
|
Ohio Conservation Projects GO
|
5.000%
|
3/1/14 (Prere.)
|
1,885
|
1,968
|
|
Ohio GO
|
5.000%
|
8/1/17
|
770
|
907
|
|
Ohio GO
|
5.000%
|
9/15/19
|
260
|
292
|
|
Ohio GO
|
5.000%
|
8/1/23
|
500
|
621
|
|
Ohio Higher Education GO
|
5.000%
|
8/1/21
|
500
|
625
|
|
Ohio Higher Educational Facility Commission
|
|
|
|
|
|
Revenue (Case Western Reserve University
|
|
|
|
|
|
Project)
|
5.000%
|
12/1/22
|
550
|
679
|
|
Ohio Major New State Infrastructure Project
|
|
|
|
|
|
Revenue
|
5.000%
|
12/15/14
|
500
|
540
|
|
Ohio Major New State Infrastructure Project
|
|
|
|
|
|
Revenue
|
5.000%
|
12/15/15
|
550
|
616
|
|
Ohio State University General Receipts
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/16 (ETM)
|
30
|
35
|
|
Ohio State University General Receipts
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/16
|
470
|
543
|
|
Ohio Turnpike Commission Turnpike Revenue
|
5.500%
|
2/15/15 (3)
|
500
|
547
|
|
Ohio Turnpike Commission Turnpike Revenue
|
5.000%
|
2/15/31
|
500
|
562
|
|
Ohio Water Development Authority Pollution
|
|
|
|
|
|
Control Revenue (FirstEnergy Nuclear
|
|
|
|
|
|
Generation Corp. Project) VRDO
|
0.140%
|
4/1/13 LOC
|
900
|
900
|
|
Ohio Water Development Authority Pollution
|
|
|
|
|
|
Control Revenue (Water Quality)
|
5.250%
|
6/1/19
|
435
|
537
|
|
Ohio Water Development Authority Water
|
|
|
|
|
|
Pollution Control Loan Fund Revenue
|
5.000%
|
6/1/14 (Prere.)
|
2,365
|
2,496
|
|
Ohio Water Development Authority Water
|
|
|
|
|
|
Pollution Control Loan Fund Revenue
|
5.000%
|
6/1/14 (Prere.)
|
635
|
670
|
|
Penta Career Center Ohio COP
|
5.250%
|
4/1/23
|
125
|
152
|
|
|
|
|
|
|
|
University of Cincinnati Ohio General Receipts
|
|
|
|
|
|
Revenue
|
5.000%
|
6/1/20
|
500
|
610
|
|
|
|
|
|
23,319
|
|
Oklahoma (0.1%)
|
|
|
|
|
|
Oklahoma City OK GO
|
5.000%
|
3/1/24
|
525
|
635
|
|
Oklahoma Turnpike Authority Revenue
|
5.000%
|
1/1/31
|
300
|
350
|
|
University of Oklahoma Revenue
|
5.000%
|
7/1/31
|
475
|
547
|
|
|
|
|
|
1,532
|
|
Oregon (0.2%)
|
|
|
|
|
|
Oregon Department of Administrative Services
|
|
|
|
|
|
Lottery Revenue
|
5.250%
|
4/1/31
|
500
|
599
|
|
Oregon GO
|
5.000%
|
5/1/23
|
500
|
624
|
|
Portland OR Sewer System Revenue
|
5.000%
|
6/15/22 (4)
|
500
|
591
|
|
|
|
|
|
1,814
|
|
Pennsylvania (1.9%)
|
|
|
|
|
|
Allegheny County PA Higher Education Building
|
|
|
|
|
|
Authority University Revenue (Duquesne
|
|
|
|
|
|
University)
|
5.500%
|
3/1/29
|
325
|
377
|
|
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
|
586
|
|
Beaver County PA Industrial Development
|
|
|
|
|
|
Authority Pollution Control Revenue
|
|
|
|
|
|
(FirstEnergy Generation Project) PUT
|
2.500%
|
6/1/17
|
500
|
503
|
|
Central Bradford PA Progress Authority
|
|
|
|
|
|
Revenue (Guthrie Healthcare System)
|
5.500%
|
12/1/31
|
500
|
584
|
|
Chester County PA GO
|
5.000%
|
11/15/31
|
750
|
898
|
|
Commonwealth Financing Authority
|
|
|
|
|
|
Pennsylvania Revenue
|
5.000%
|
6/1/25 (14)
|
500
|
540
|
|
Commonwealth Financing Authority
|
|
|
|
|
|
Pennsylvania Revenue
|
5.000%
|
6/1/32
|
500
|
566
|
|
Monroeville PA Finance Authority Revenue
|
|
|
|
|
|
(UPMC Health System)
|
5.000%
|
2/15/19
|
500
|
597
|
|
Montgomery County PA Higher Education &
|
|
|
|
|
|
Health Authority Hospital Revenue (Abington
|
|
|
|
|
|
Memorial Hospital)
|
5.000%
|
6/1/31
|
500
|
561
|
|
Pennsylvania Economic Development Financing
|
|
|
|
|
|
Authority Solid Waste Disposal Revenue
|
|
|
|
|
|
(Waste Management Inc. Project) PUT
|
3.700%
|
5/1/15
|
750
|
784
|
|
Pennsylvania Economic Development Financing
|
|
|
|
|
|
Authority Unemployment Compensation
|
|
|
|
|
|
Revenue
|
4.000%
|
1/1/18
|
325
|
371
|
|
Pennsylvania Economic Development Financing
|
|
|
|
|
|
Authority Unemployment Compensation
|
|
|
|
|
|
Revenue
|
5.000%
|
7/1/23
|
500
|
537
|
|
Pennsylvania GO
|
5.000%
|
9/1/14 (4)
|
500
|
534
|
|
Pennsylvania GO
|
5.000%
|
5/1/15
|
405
|
444
|
|
Pennsylvania GO
|
5.250%
|
7/1/15
|
500
|
554
|
|
Pennsylvania GO
|
5.000%
|
3/1/16
|
100
|
113
|
|
Pennsylvania GO
|
5.000%
|
7/1/16
|
400
|
457
|
|
Pennsylvania GO
|
5.000%
|
7/1/16
|
120
|
137
|
|
Pennsylvania GO
|
5.000%
|
11/15/17
|
500
|
596
|
|
Pennsylvania GO
|
5.000%
|
7/1/18
|
570
|
685
|
|
Pennsylvania GO
|
5.000%
|
7/1/20
|
500
|
620
|
|
Pennsylvania GO
|
5.000%
|
11/15/20
|
250
|
312
|
|
|
|
|
|
|
|
Pennsylvania GO
|
5.375%
|
7/1/21
|
500
|
641
|
|
Pennsylvania GO
|
5.000%
|
8/1/22
|
500
|
585
|
|
Pennsylvania GO
|
5.000%
|
11/15/22
|
500
|
620
|
|
Pennsylvania GO
|
5.000%
|
1/1/26
|
100
|
111
|
|
Pennsylvania GO
|
5.000%
|
4/15/28
|
500
|
583
|
|
Pennsylvania Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (Higher Education System)
|
5.000%
|
6/15/13 (14)
|
110
|
111
|
|
Pennsylvania Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (St. Joseph's University)
|
5.000%
|
11/1/24
|
200
|
228
|
|
Pennsylvania Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (Temple University)
|
5.000%
|
4/1/32
|
500
|
563
|
|
Pennsylvania Higher Educational Facilities
|
|
|
|
|
|
Authority Revenue (Trustees of the University
|
|
|
|
|
|
of Pennsylvania)
|
5.000%
|
9/1/28
|
500
|
574
|
|
Pennsylvania State University Revenue
|
5.000%
|
3/1/25
|
500
|
578
|
|
Pennsylvania Turnpike Commission Revenue
|
5.000%
|
12/1/21
|
345
|
398
|
|
Pennsylvania Turnpike Commission Revenue
|
5.000%
|
6/1/29
|
1,050
|
1,153
|
|
Philadelphia PA Airport Revenue
|
5.000%
|
6/15/15
|
505
|
551
|
|
Philadelphia PA Municipal Authority Revenue
|
6.375%
|
4/1/29
|
500
|
578
|
|
Philadelphia PA School District GO
|
5.000%
|
8/1/20 (2)
|
500
|
546
|
|
Philadelphia PA School District GO
|
5.250%
|
9/1/22
|
500
|
582
|
|
Philadelphia PA Water & Waste Water Revenue
|
5.000%
|
8/1/22 (4)
|
560
|
659
|
|
University of Pittsburgh of the Commonwealth
|
|
|
|
|
|
System of Higher Education Pennsylvania
|
|
|
|
|
|
Revenue (University Capital Project)
|
5.250%
|
9/15/24
|
500
|
613
|
|
|
|
|
|
21,621
|
|
Puerto Rico (0.8%)
|
|
|
|
|
|
Puerto Rico Electric Power Authority Revenue
|
5.250%
|
7/1/20
|
500
|
534
|
|
Puerto Rico Electric Power Authority Revenue
|
5.000%
|
7/1/21 (14)
|
500
|
506
|
|
Puerto Rico Electric Power Authority Revenue
|
5.500%
|
7/1/21
|
500
|
525
|
|
Puerto Rico Electric Power Authority Revenue
|
5.250%
|
7/1/22 (14)
|
500
|
523
|
|
Puerto Rico Electric Power Authority Revenue
|
5.000%
|
7/1/23
|
500
|
505
|
|
Puerto Rico Electric Power Authority Revenue
|
5.250%
|
7/1/26
|
500
|
504
|
|
Puerto Rico GO
|
6.000%
|
7/1/27 (14)
|
500
|
522
|
|
Puerto Rico Highway & Transportation Authority
|
|
|
|
|
|
Revenue
|
5.250%
|
7/1/22 (3)
|
500
|
515
|
|
Puerto Rico Highway & Transportation Authority
|
|
|
|
|
|
Revenue
|
5.500%
|
7/1/25
|
500
|
510
|
|
Puerto Rico Infrastructure Financing Authority
|
|
|
|
|
|
Special Tax Revenue
|
5.500%
|
7/1/24 (2)
|
500
|
507
|
|
Puerto Rico Public Buildings Authority
|
|
|
|
|
|
Government Facilities Revenue
|
5.500%
|
7/1/18 (2)
|
500
|
535
|
|
Puerto Rico Public Buildings Authority
|
|
|
|
|
|
Government Facilities Revenue
|
5.250%
|
7/1/29
|
500
|
478
|
|
Puerto Rico Public Finance Corp. Revenue
|
6.000%
|
8/1/26 (ETM)
|
1,000
|
1,397
|
|
Puerto Rico Sales Tax Financing Corp. Revenue
|
5.250%
|
8/1/27
|
500
|
528
|
|
Puerto Rico Sales Tax Financing Corp. Revenue
|
5.250%
|
8/1/30
|
500
|
522
|
|
Puerto Rico Sales Tax Financing Corp. Revenue
|
0.000%
|
8/1/33
|
1,000
|
312
|
|
|
|
|
|
8,923
|
|
South Carolina (0.5%)
|
|
|
|
|
|
Charleston SC Educational Excellence
|
|
|
|
|
|
Financing Corp. Revenue (Charleston County
|
|
|
|
|
|
School District, South Carolina Project)
|
5.000%
|
12/1/19
|
500
|
574
|
|
Columbia SC Waterworks & Sewer System
|
|
|
|
|
|
Revenue
|
5.000%
|
2/1/27
|
250
|
298
|
|
Greenville County SC School District GO
|
5.000%
|
12/1/27
|
500
|
558
|
|
|
|
|
|
|
|
Piedmont SC Municipal Power Agency Revenue
|
0.000%
|
1/1/24 (3)
|
1,600
|
1,103
|
|
South Carolina GO
|
5.000%
|
4/1/20
|
450
|
560
|
|
South Carolina Jobs Economic Development
|
|
|
|
|
|
Authority Hospital Revenue (Palmetto Health)
|
5.250%
|
8/1/24 (4)
|
500
|
555
|
|
South Carolina Public Service Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
1/1/14 (Prere.)
|
400
|
414
|
|
South Carolina Public Service Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
1/1/16
|
130
|
146
|
|
South Carolina Public Service Authority
|
|
|
|
|
|
Revenue
|
5.000%
|
1/1/29
|
500
|
565
|
|
South Carolina Transportation Infrastructure
|
|
|
|
|
|
Revenue
|
5.250%
|
10/1/13 (2)
|
500
|
513
|
|
|
|
|
|
5,286
|
|
Tennessee (0.8%)
|
|
|
|
|
|
Memphis TN Electric System Revenue
|
5.000%
|
12/1/17
|
500
|
597
|
|
Memphis TN GO
|
5.000%
|
7/1/21
|
500
|
611
|
|
Memphis TN GO
|
5.000%
|
5/1/30
|
500
|
579
|
|
1 Metropolitan Government of Nashville &
|
|
|
|
|
|
Davidson County TN GO
|
5.000%
|
7/1/21
|
625
|
770
|
|
Metropolitan Government of Nashville &
|
|
|
|
|
|
Davidson County TN Health & Educational
|
|
|
|
|
|
Facilities Board Revenue (Blakeford at Green
|
|
|
|
|
|
Hills)
|
5.000%
|
7/1/27
|
500
|
541
|
|
Metropolitan Government of Nashville &
|
|
|
|
|
|
Davidson County TN Health & Educational
|
|
|
|
|
|
Facilities Board Revenue (Vanderbilt
|
|
|
|
|
|
University)
|
5.000%
|
10/1/15
|
350
|
391
|
|
Metropolitan Government of Nashville &
|
|
|
|
|
|
Davidson County TN Water & Sewer Revenue
|
5.000%
|
7/1/20
|
500
|
607
|
|
Shelby County TN GO
|
5.000%
|
3/1/19
|
500
|
608
|
|
Shelby County TN GO
|
5.000%
|
4/1/19 (ETM)
|
100
|
122
|
|
Shelby County TN GO
|
5.000%
|
4/1/19
|
400
|
487
|
|
Tennessee Energy Acquisition Corp. Gas
|
|
|
|
|
|
Revenue
|
5.000%
|
9/1/16
|
500
|
554
|
|
Tennessee Energy Acquisition Corp. Gas
|
|
|
|
|
|
Revenue
|
5.000%
|
2/1/17
|
250
|
278
|
|
Tennessee Energy Acquisition Corp. Gas
|
|
|
|
|
|
Revenue
|
5.250%
|
9/1/17
|
500
|
567
|
|
Tennessee Energy Acquisition Corp. Gas
|
|
|
|
|
|
Revenue
|
5.250%
|
9/1/18
|
500
|
575
|
|
Tennessee Energy Acquisition Corp. Gas
|
|
|
|
|
|
Revenue
|
5.250%
|
9/1/22
|
1,115
|
1,299
|
|
Tennessee Energy Acquisition Corp. Gas
|
|
|
|
|
|
Revenue
|
5.000%
|
2/1/24
|
100
|
113
|
|
Tennessee Energy Acquisition Corp. Gas
|
|
|
|
|
|
Revenue
|
5.250%
|
9/1/24
|
250
|
292
|
|
Tennessee GO
|
5.000%
|
8/1/14
|
500
|
532
|
|
|
|
|
|
9,523
|
|
Texas (3.5%)
|
|
|
|
|
|
Austin TX Combined Utility System Revenue
|
0.000%
|
5/15/18 (3)
|
1,000
|
912
|
|
Austin TX Water & Wastewater System
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/21
|
500
|
624
|
|
Austin TX Water & Wastewater System
|
|
|
|
|
|
Revenue
|
5.000%
|
11/15/24
|
275
|
323
|
|
Central Texas Regional Mobility Authority
|
|
|
|
|
|
Revenue
|
5.750%
|
1/1/25
|
500
|
575
|
|
|
|
|
|
|
|
Clifton TX Higher Education Finance Corp.
|
|
|
|
|
|
Revenue (Baylor University)
|
5.250%
|
3/1/29
|
200
|
234
|
|
Cypress-Fairbanks TX Independent School
|
|
|
|
|
|
District GO
|
5.000%
|
2/15/25
|
500
|
600
|
|
Cypress-Fairbanks TX Independent School
|
|
|
|
|
|
District GO
|
5.000%
|
2/15/30
|
500
|
564
|
|
Dallas TX Area Rapid Transit Sales Tax
|
|
|
|
|
|
Revenue
|
4.500%
|
12/1/27
|
500
|
550
|
|
Dallas TX Area Rapid Transit Sales Tax
|
|
|
|
|
|
Revenue
|
5.000%
|
12/1/27
|
500
|
601
|
|
Dallas TX GO
|
5.000%
|
2/15/15
|
500
|
544
|
|
Dallas TX Independent School District GO
|
5.000%
|
8/15/14
|
500
|
533
|
|
Dallas TX Independent School District GO
|
5.000%
|
2/15/23
|
485
|
590
|
|
Dallas TX Waterworks & Sewer System
|
|
|
|
|
|
Revenue
|
5.000%
|
10/1/15 (2)
|
485
|
541
|
|
Dallas TX Waterworks & Sewer System
|
|
|
|
|
|
Revenue
|
5.000%
|
10/1/17
|
200
|
238
|
|
Dallas TX Waterworks & Sewer System
|
|
|
|
|
|
Revenue
|
5.000%
|
10/1/22
|
330
|
409
|
|
Dallas-Fort Worth TX International Airport
|
|
|
|
|
|
Revenue
|
5.000%
|
11/1/16
|
515
|
589
|
|
El Paso TX Water & Sewer Revenue
|
5.000%
|
3/1/22
|
765
|
950
|
|
Fort Worth TX Water & Sewer Revenue
|
5.000%
|
2/15/25
|
450
|
537
|
|
Garland TX Independent School District GO
|
5.000%
|
2/15/23
|
470
|
575
|
|
Harris County TX Flood Control District GO
|
5.250%
|
10/1/18
|
435
|
533
|
|
Harris County TX GO
|
5.000%
|
10/1/23
|
500
|
592
|
|
Harris County TX GO
|
5.000%
|
10/1/23
|
300
|
368
|
|
Harris County TX Toll Road Revenue
|
5.000%
|
8/15/27
|
500
|
575
|
|
Harris County TX Toll Road Revenue
|
5.000%
|
8/15/32
|
500
|
581
|
|
Houston TX Community College GO
|
5.000%
|
2/15/27
|
1,000
|
1,074
|
|
Houston TX GO
|
5.000%
|
3/1/20
|
500
|
601
|
|
Houston TX Independent School District GO
|
5.000%
|
7/15/15 (4)
|
500
|
552
|
|
Houston TX Utility System Revenue
|
5.125%
|
5/15/28 (14)
|
500
|
523
|
|
Houston TX Utility System Revenue
|
5.000%
|
11/15/28 (4)
|
500
|
580
|
|
Houston TX Utility System Revenue
|
5.250%
|
11/15/30
|
500
|
590
|
|
Lake Travis TX Independent School District GO
|
5.000%
|
2/15/32
|
500
|
581
|
|
Lone Star College System Texas GO
|
5.000%
|
8/15/23
|
250
|
301
|
|
Lower Colorado River Authority Texas Revenue
|
5.750%
|
5/15/15 (Prere.)
|
40
|
45
|
|
Lower Colorado River Authority Texas Revenue
|
5.750%
|
5/15/15 (Prere.)
|
415
|
462
|
|
Lower Colorado River Authority Texas Revenue
|
5.750%
|
5/15/28
|
45
|
49
|
|
Lubbock TX GO
|
5.000%
|
2/15/23
|
500
|
610
|
|
North East TX Independent School District GO
|
5.250%
|
2/1/22
|
500
|
635
|
|
North Texas Tollway Authority System Revenue
|
6.000%
|
1/1/20
|
500
|
595
|
|
North Texas Tollway Authority System Revenue
|
6.000%
|
1/1/25
|
500
|
586
|
|
North Texas Tollway Authority System Revenue
|
6.000%
|
1/1/28
|
250
|
292
|
|
North Texas Tollway Authority System Revenue
|
5.500%
|
9/1/28
|
500
|
599
|
|
SA Energy Acquisition Public Facility Corp.
|
|
|
|
|
|
Texas Gas Supply Revenue
|
5.250%
|
8/1/17
|
500
|
564
|
|
SA Energy Acquisition Public Facility Corp.
|
|
|
|
|
|
Texas Gas Supply Revenue
|
5.500%
|
8/1/19
|
500
|
584
|
|
Sam Rayburn TX Municipal Power Agency
|
|
|
|
|
|
Revenue
|
5.000%
|
10/1/19
|
210
|
246
|
|
San Antonio TX Electric & Gas Systems
|
|
|
|
|
|
Revenue
|
5.000%
|
2/1/16 (Prere.)
|
905
|
1,018
|
|
San Antonio TX Electric & Gas Systems
|
|
|
|
|
|
Revenue
|
5.000%
|
2/1/19
|
500
|
606
|
|
|
|
|
|
|
|
San Antonio TX Electric & Gas Systems
|
|
|
|
|
|
Revenue
|
5.000%
|
2/1/21
|
500
|
621
|
|
San Antonio TX GO
|
5.000%
|
8/1/20
|
125
|
155
|
|
San Antonio TX GO
|
5.000%
|
2/1/24
|
500
|
600
|
|
Southwest Texas Higher Education Authority
|
|
|
|
|
|
Inc. Revenue (Southern Methodist University
|
|
|
|
|
|
Project)
|
5.000%
|
10/1/16 (2)
|
260
|
298
|
|
Tarrant County TX Cultural Education Facilities
|
|
|
|
|
|
Finance Corp. Revenue (CHRISTUS Health)
|
6.250%
|
7/1/28 (12)
|
325
|
382
|
|
Tarrant County TX Cultural Education Facilities
|
|
|
|
|
|
Finance Corp. Revenue (Texas Health
|
|
|
|
|
|
Resources)
|
5.000%
|
2/15/26
|
500
|
558
|
|
Texas A&M University System Revenue
|
|
|
|
|
|
Financing System Revenue
|
5.000%
|
5/15/26
|
500
|
587
|
|
Texas GO
|
5.000%
|
8/1/31
|
500
|
586
|
|
Texas Municipal Gas Acquisition & Supply Corp.
|
|
|
|
|
|
Revenue
|
5.250%
|
12/15/17
|
500
|
569
|
|
Texas Municipal Gas Acquisition & Supply Corp.
|
|
|
|
|
|
Revenue
|
5.250%
|
12/15/21
|
110
|
129
|
|
Texas Municipal Gas Acquisition & Supply Corp.
|
|
|
|
|
|
Revenue
|
5.000%
|
12/15/22
|
405
|
456
|
|
Texas Municipal Gas Acquisition & Supply Corp.
|
|
|
|
|
|
Revenue
|
5.000%
|
12/15/23
|
380
|
422
|
|
Texas Municipal Gas Acquisition & Supply Corp.
|
|
|
|
|
|
Revenue
|
5.250%
|
12/15/23
|
165
|
194
|
|
Texas Municipal Gas Acquisition & Supply Corp.
|
|
|
|
|
|
Revenue
|
5.250%
|
12/15/24
|
455
|
536
|
|
Texas Municipal Power Agency Revenue
|
0.000%
|
9/1/15 (14)
|
1,500
|
1,474
|
|
Texas Public Finance Authority Revenue
|
|
|
|
|
|
(Unemployment Compensation)
|
5.000%
|
7/1/14
|
500
|
530
|
|
Texas Public Finance Authority Revenue
|
|
|
|
|
|
(Unemployment Compensation)
|
5.000%
|
1/1/15
|
425
|
459
|
|
Texas Public Finance Authority Revenue
|
|
|
|
|
|
(Unemployment Compensation)
|
5.000%
|
1/1/18
|
500
|
551
|
|
Texas Tech University System Financing
|
|
|
|
|
|
System Revenue
|
5.000%
|
2/15/28
|
500
|
568
|
|
Texas Transportation Commission Revenue
|
4.750%
|
4/1/24
|
500
|
557
|
|
Texas Transportation Commission Revenue
|
5.000%
|
4/1/25
|
500
|
561
|
|
Texas Transportation Commission Revenue
|
5.000%
|
4/1/26
|
500
|
560
|
|
Texas Water Financial Assistance GO
|
5.000%
|
8/1/24
|
500
|
601
|
|
Texas Water Financial Assistance GO
|
5.000%
|
8/1/25
|
500
|
599
|
|
Texas Water Financial Assistance GO
|
5.000%
|
8/1/27
|
500
|
588
|
|
University of Texas System Revenue Financing
|
|
|
|
|
|
System Revenue
|
5.000%
|
8/15/19
|
325
|
400
|
|
University of Texas System Revenue Financing
|
|
|
|
|
|
System Revenue
|
5.000%
|
8/15/21
|
500
|
630
|
|
Williamson County TX GO
|
5.000%
|
2/15/23
|
230
|
284
|
|
|
|
|
|
39,286
|
|
Utah (0.4%)
|
|
|
|
|
|
Central Utah Water Conservancy District GO
|
5.000%
|
4/1/30
|
500
|
580
|
|
Intermountain Power Agency Utah Power
|
|
|
|
|
|
Supply Revenue
|
5.250%
|
7/1/13 (Prere.)
|
500
|
507
|
|
Murray UT Hospital Revenue (IHC Health
|
|
|
|
|
|
Services) VRDO
|
0.140%
|
4/1/13
|
2,100
|
2,100
|
|
Utah Associated Municipal Power Systems
|
|
|
|
|
|
Revenue (Horse Butte Wind Project)
|
5.000%
|
9/1/32
|
350
|
396
|
|
Utah GO
|
5.000%
|
7/1/16
|
500
|
572
|
|
|
|
|
|
|
|
Utah GO
|
5.000%
|
7/1/16
|
500
|
572
|
|
|
|
|
|
4,727
|
|
Virgin Islands (0.0%)
|
|
|
|
|
|
Virgin Islands Public Finance Authority Revenue
|
5.000%
|
10/1/29
|
500
|
548
|
|
|
|
Virginia (0.7%)
|
|
|
|
|
|
Arlington County VA GO
|
5.000%
|
8/1/23
|
600
|
755
|
|
Chesapeake VA Toll Road Revenue
|
5.000%
|
7/15/21
|
500
|
583
|
|
Chesterfield County VA GO
|
5.000%
|
1/1/22
|
500
|
633
|
|
Fairfax County VA Public Improvement GO
|
5.000%
|
10/1/17
|
500
|
596
|
|
Fairfax County VA Public Improvement GO
|
5.000%
|
4/1/21
|
300
|
379
|
|
Fairfax County VA Public Improvement GO
|
5.000%
|
4/1/23
|
500
|
639
|
|
Fairfax County VA Water Authority Revenue
|
5.000%
|
4/1/25
|
500
|
615
|
|
Norfolk VA Water Revenue
|
5.000%
|
11/1/31
|
500
|
584
|
|
Roanoke VA Economic Development Authority
|
|
|
|
|
|
Hospital Revenue (Carilion Clinic Obligated
|
|
|
|
|
|
Group)
|
5.000%
|
7/1/30
|
500
|
559
|
|
Virginia College Building Authority Educational
|
|
|
|
|
|
Facilities Revenue (21st Century College &
|
|
|
|
|
|
Equipment Programs)
|
5.000%
|
2/1/17
|
200
|
233
|
|
Virginia College Building Authority Educational
|
|
|
|
|
|
Facilities Revenue (Public Higher Education
|
|
|
|
|
|
Financing Program)
|
5.000%
|
9/1/22
|
355
|
443
|
|
Virginia Public Building Authority Public Facilities
|
|
|
|
|
|
Revenue
|
5.000%
|
8/1/22
|
575
|
723
|
|
Virginia Public School Authority Revenue
|
5.000%
|
8/1/13
|
500
|
508
|
|
Virginia Public School Authority Revenue
|
5.000%
|
8/1/19
|
500
|
612
|
|
|
|
|
|
7,862
|
|
Washington (1.1%)
|
|
|
|
|
|
Energy Northwest Washington Electric Revenue
|
|
|
|
|
|
(Columbia Generating Station)
|
5.000%
|
7/1/20
|
500
|
618
|
|
Energy Northwest Washington Electric Revenue
|
|
|
|
|
|
(Project No. 1)
|
5.250%
|
7/1/16
|
500
|
575
|
|
Energy Northwest Washington Electric Revenue
|
|
|
|
|
|
(Project No. 1)
|
5.000%
|
7/1/17
|
500
|
588
|
|
Energy Northwest Washington Electric Revenue
|
|
|
|
|
|
(Project No. 3)
|
5.000%
|
7/1/15
|
100
|
110
|
|
Energy Northwest Washington Electric Revenue
|
|
|
|
|
|
(Project No. 3)
|
5.000%
|
7/1/16
|
865
|
988
|
|
King County WA GO
|
5.000%
|
1/1/19
|
150
|
182
|
|
King County WA GO
|
5.000%
|
1/1/24
|
500
|
611
|
|
Port of Seattle WA Revenue
|
5.000%
|
3/1/20 (14)
|
665
|
714
|
|
Port of Seattle WA Revenue
|
5.000%
|
8/1/29
|
250
|
290
|
|
University of Washington Revenue
|
5.000%
|
4/1/31
|
335
|
387
|
|
Washington (Motor Vehicle Fuel Tax) GO
|
5.000%
|
7/1/23
|
375
|
457
|
|
Washington (Motor Vehicle Fuel Tax) GO
|
5.000%
|
7/1/23
|
425
|
503
|
|
Washington (Motor Vehicle Fuel Tax) GO
|
5.000%
|
7/1/28
|
500
|
571
|
|
Washington GO
|
5.700%
|
10/1/15 (4)
|
315
|
335
|
|
Washington GO
|
5.000%
|
2/1/16
|
500
|
563
|
|
Washington GO
|
5.000%
|
7/1/16 (Prere.)
|
500
|
573
|
|
Washington GO
|
5.000%
|
7/1/17
|
200
|
235
|
|
1 Washington GO
|
5.000%
|
7/1/18
|
675
|
811
|
|
Washington GO
|
0.000%
|
6/1/20 (3)
|
500
|
436
|
|
Washington GO
|
5.000%
|
8/1/20
|
500
|
608
|
|
Washington GO
|
5.000%
|
7/1/21
|
500
|
597
|
|
Washington GO
|
5.000%
|
7/1/25
|
500
|
606
|
|
|
|
|
|
|
|
Washington GO
|
5.000%
|
2/1/32
|
500
|
579
|
|
Washington State University General Revenue
|
5.000%
|
10/1/31
|
500
|
577
|
|
|
|
|
|
12,514
|
|
Wisconsin (1.2%)
|
|
|
|
|
|
Wisconsin Annual Appropriation Revenue
|
5.625%
|
5/1/28
|
460
|
553
|
|
Wisconsin Clean Water Revenue
|
5.000%
|
6/1/24
|
550
|
680
|
|
Wisconsin GO
|
4.000%
|
9/1/15
|
970
|
1,052
|
|
Wisconsin GO
|
5.000%
|
5/1/16
|
500
|
567
|
|
Wisconsin GO
|
5.000%
|
5/1/16 (4)
|
600
|
657
|
|
Wisconsin GO
|
5.000%
|
5/1/21
|
750
|
933
|
|
Wisconsin GO
|
5.000%
|
5/1/23
|
500
|
591
|
|
Wisconsin GO
|
5.000%
|
5/1/24
|
500
|
610
|
|
Wisconsin Health & Educational Facilities
|
|
|
|
|
|
Authority Revenue (Froedtert & Community
|
|
|
|
|
|
Health Inc. Obligated Group) VRDO
|
0.150%
|
4/1/13 LOC
|
6,380
|
6,380
|
|
Wisconsin Health & Educational Facilities
|
|
|
|
|
|
Authority Revenue (Marquette University)
|
5.000%
|
10/1/30
|
500
|
575
|
|
Wisconsin Transportation Revenue
|
5.250%
|
7/1/14 (4)
|
500
|
531
|
|
Wisconsin Transportation Revenue
|
5.000%
|
7/1/23
|
500
|
617
|
|
|
|
|
|
13,746
|
|
Total Tax-Exempt Municipal Bonds (Cost $553,671)
|
|
|
|
585,687
|
|
Total Investments (100.1%) (Cost $862,875)
|
|
|
|
1,132,915
|
|
Other Assets and Liabilities-Net (-0.1%)
|
|
|
|
(1,419)
|
|
Net Assets (100%)
|
|
|
|
1,131,496
|
* 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
March 31, 2013.
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 March 31, 2013, the aggregate
value of these securities was $2,500,000, representing 0.2% 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, maturities, 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 March 31, 2013, based on the inputs used to value them:
|
|
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
|
Investments
|
($000)
|
($000)
|
($000)
|
|
Common Stocks
|
547,228
|
----
|
----
|
|
Tax-Exempt Municipal Bonds
|
----
|
585,687
|
----
|
|
Total
|
547,228
|
585,687
|
----
|
C.
At March 31, 2013, the cost of investment securities for tax purposes was $862,875,000. Net unrealized appreciation of investment securities for tax purposes was $270,040,000, consisting of unrealized gains of $275,688,000 on securities that had risen in value since their purchase and $5,648,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Tax-Managed Small-Cap Fund
Schedule of Investments
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
|
Common Stocks (100.0%)
|
|
|
|
Consumer Discretionary (15.4%)
|
|
|
|
Brunswick Corp.
|
415,593
|
14,222
|
|
* Fifth & Pacific Cos. Inc.
|
552,355
|
10,428
|
|
Pool Corp.
|
213,790
|
10,262
|
|
Wolverine World Wide Inc.
|
230,775
|
10,239
|
|
Cracker Barrel Old Country Store Inc.
|
109,412
|
8,846
|
|
* Lumber Liquidators Holdings Inc.
|
125,210
|
8,792
|
|
Ryland Group Inc.
|
209,298
|
8,711
|
|
* Steven Madden Ltd.
|
189,121
|
8,159
|
|
* Live Nation Entertainment Inc.
|
650,385
|
8,045
|
|
* Iconix Brand Group Inc.
|
298,778
|
7,729
|
|
* Coinstar Inc.
|
128,721
|
7,520
|
|
* Buffalo Wild Wings Inc.
|
85,850
|
7,514
|
|
Men's Wearhouse Inc.
|
220,531
|
7,370
|
|
Hillenbrand Inc.
|
288,915
|
7,304
|
|
* Jack in the Box Inc.
|
200,736
|
6,943
|
|
* Vitamin Shoppe Inc.
|
139,107
|
6,795
|
|
* Meritage Homes Corp.
|
143,395
|
6,719
|
|
* Hibbett Sports Inc.
|
118,999
|
6,696
|
|
* Genesco Inc.
|
111,387
|
6,693
|
|
* Crocs Inc.
|
406,289
|
6,021
|
|
Group 1 Automotive Inc.
|
99,152
|
5,956
|
|
Buckle Inc.
|
125,709
|
5,864
|
|
* Marriott Vacations Worldwide Corp.
|
134,511
|
5,772
|
|
Arbitron Inc.
|
123,013
|
5,766
|
|
* Helen of Troy Ltd.
|
146,593
|
5,623
|
|
Monro Muffler Brake Inc.
|
135,185
|
5,368
|
|
Texas Roadhouse Inc. Class A
|
264,999
|
5,350
|
|
* Jos A Bank Clothiers Inc.
|
128,740
|
5,137
|
|
DineEquity Inc.
|
74,074
|
5,096
|
|
* Select Comfort Corp.
|
257,423
|
5,089
|
|
* Children's Place Retail Stores Inc.
|
108,484
|
4,862
|
|
* Papa John's International Inc.
|
77,552
|
4,794
|
|
OfficeMax Inc.
|
400,341
|
4,648
|
|
Dorman Products Inc.
|
124,343
|
4,627
|
|
Lithia Motors Inc. Class A
|
97,280
|
4,619
|
|
La-Z-Boy Inc.
|
241,218
|
4,552
|
|
Sturm Ruger & Co. Inc.
|
88,829
|
4,506
|
|
Finish Line Inc. Class A
|
229,251
|
4,491
|
|
* Standard Pacific Corp.
|
514,185
|
4,443
|
|
* SHFL Entertainment Inc.
|
259,623
|
4,302
|
|
Ethan Allen Interiors Inc.
|
119,761
|
3,943
|
|
* Pinnacle Entertainment Inc.
|
269,135
|
3,935
|
|
Interval Leisure Group Inc.
|
178,334
|
3,877
|
|
Stage Stores Inc.
|
147,172
|
3,809
|
|
* BJ's Restaurants Inc.
|
114,248
|
3,802
|
|
* Skechers U.S.A. Inc. Class A
|
177,259
|
3,749
|
|
Sonic Automotive Inc. Class A
|
168,901
|
3,743
|
|
* Quiksilver Inc.
|
578,445
|
3,511
|
|
Oxford Industries Inc.
|
65,583
|
3,482
|
|
|
|
|
|
Drew Industries Inc.
|
86,856
|
3,154
|
|
* Sonic Corp.
|
241,449
|
3,110
|
|
* iRobot Corp.
|
120,790
|
3,099
|
|
Brown Shoe Co. Inc.
|
188,085
|
3,009
|
|
Cato Corp. Class A
|
124,446
|
3,004
|
|
True Religion Apparel Inc.
|
111,356
|
2,907
|
|
* Pep Boys-Manny Moe & Jack
|
245,213
|
2,891
|
|
* American Public Education Inc.
|
81,762
|
2,853
|
|
Movado Group Inc.
|
81,641
|
2,737
|
|
* Multimedia Games Holding Co. Inc.
|
130,569
|
2,725
|
|
Hot Topic Inc.
|
195,374
|
2,712
|
|
* M/I Homes Inc.
|
110,094
|
2,692
|
|
* Winnebago Industries Inc.
|
129,753
|
2,678
|
|
* Red Robin Gourmet Burgers Inc.
|
58,610
|
2,673
|
|
* Arctic Cat Inc.
|
60,521
|
2,645
|
|
CEC Entertainment Inc.
|
77,685
|
2,544
|
|
Standard Motor Products Inc.
|
90,333
|
2,504
|
|
American Greetings Corp. Class A
|
145,741
|
2,346
|
|
* Zumiez Inc.
|
102,230
|
2,341
|
|
Callaway Golf Co.
|
326,079
|
2,159
|
|
* Boyd Gaming Corp.
|
258,491
|
2,138
|
|
Fred's Inc. Class A
|
155,025
|
2,121
|
|
* rue21 inc
|
72,066
|
2,118
|
|
* Biglari Holdings Inc.
|
5,533
|
2,065
|
|
Superior Industries International Inc.
|
107,067
|
2,000
|
|
* Blue Nile Inc.
|
57,207
|
1,971
|
|
* Ruby Tuesday Inc.
|
266,346
|
1,963
|
|
* Maidenform Brands Inc.
|
108,238
|
1,897
|
|
Haverty Furniture Cos. Inc.
|
90,949
|
1,870
|
|
* Universal Electronics Inc.
|
69,086
|
1,606
|
|
* Capella Education Co.
|
51,225
|
1,595
|
|
* EW Scripps Co. Class A
|
131,229
|
1,579
|
|
* Ruth's Hospitality Group Inc.
|
163,150
|
1,556
|
|
Harte-Hanks Inc.
|
198,941
|
1,550
|
|
* Tuesday Morning Corp.
|
195,443
|
1,517
|
|
* MarineMax Inc.
|
109,478
|
1,488
|
|
PetMed Express Inc.
|
91,787
|
1,231
|
|
Universal Technical Institute Inc.
|
97,386
|
1,230
|
|
Big 5 Sporting Goods Corp.
|
77,993
|
1,217
|
|
Nutrisystem Inc.
|
131,089
|
1,112
|
|
* Christopher & Banks Corp.
|
169,828
|
1,092
|
|
Marcus Corp.
|
86,304
|
1,078
|
|
Stein Mart Inc.
|
126,446
|
1,060
|
|
Perry Ellis International Inc.
|
55,197
|
1,004
|
|
JAKKS Pacific Inc.
|
95,020
|
997
|
|
* ITT Educational Services Inc.
|
71,784
|
989
|
|
* VOXX International Corp. Class A
|
87,490
|
937
|
|
Blyth Inc.
|
51,717
|
898
|
|
* Kirkland's Inc.
|
68,960
|
790
|
|
Spartan Motors Inc.
|
142,915
|
759
|
|
* Corinthian Colleges Inc.
|
358,821
|
754
|
|
* Digital Generation Inc.
|
116,697
|
750
|
|
Lincoln Educational Services Corp.
|
98,380
|
577
|
|
* Career Education Corp.
|
234,505
|
556
|
|
* K-Swiss Inc. Class A
|
111,169
|
527
|
|
* Zale Corp.
|
120,318
|
473
|
|
* Monarch Casino & Resort Inc.
|
43,736
|
426
|
|
|
|
|
|
* Coldwater Creek Inc.
|
94,019
|
297
|
|
|
|
402,295
|
|
Consumer Staples (4.0%)
|
|
|
|
* Hain Celestial Group Inc.
|
213,897
|
13,065
|
|
* TreeHouse Foods Inc.
|
166,756
|
10,864
|
|
Casey's General Stores Inc.
|
176,407
|
10,285
|
|
* Darling International Inc.
|
543,312
|
9,758
|
|
B&G Foods Inc.
|
243,528
|
7,425
|
|
* Boston Beer Co. Inc. Class A
|
38,887
|
6,208
|
|
* Prestige Brands Holdings Inc.
|
235,322
|
6,045
|
|
Snyders-Lance Inc.
|
222,529
|
5,621
|
|
J&J Snack Foods Corp.
|
68,321
|
5,253
|
|
Sanderson Farms Inc.
|
92,392
|
5,046
|
|
Andersons Inc.
|
80,190
|
4,292
|
|
WD-40 Co.
|
67,498
|
3,697
|
|
Cal-Maine Foods Inc.
|
64,383
|
2,740
|
|
Inter Parfums Inc.
|
74,417
|
1,818
|
|
Spartan Stores Inc.
|
99,892
|
1,753
|
|
* Diamond Foods Inc.
|
101,403
|
1,710
|
|
Calavo Growers Inc.
|
58,897
|
1,695
|
|
* Central Garden and Pet Co. Class A
|
191,105
|
1,571
|
|
* Alliance One International Inc.
|
378,372
|
1,472
|
|
* Medifast Inc.
|
62,678
|
1,437
|
|
* Seneca Foods Corp. Class A
|
35,691
|
1,179
|
|
Nash Finch Co.
|
56,353
|
1,103
|
|
|
|
104,037
|
|
Energy (4.6%)
|
|
|
|
* Gulfport Energy Corp.
|
313,598
|
14,372
|
|
Bristow Group Inc.
|
166,131
|
10,955
|
|
Lufkin Industries Inc.
|
155,256
|
10,307
|
|
* Exterran Holdings Inc.
|
298,975
|
8,072
|
|
* PDC Energy Inc.
|
139,803
|
6,930
|
|
* Hornbeck Offshore Services Inc.
|
146,891
|
6,824
|
|
SEACOR Holdings Inc.
|
86,979
|
6,409
|
|
* Geospace Technologies Corp.
|
59,339
|
6,404
|
|
* Cloud Peak Energy Inc.
|
280,696
|
5,271
|
|
* Stone Energy Corp.
|
226,601
|
4,929
|
|
* C&J Energy Services Inc.
|
206,664
|
4,733
|
|
* Carrizo Oil & Gas Inc.
|
168,950
|
4,354
|
|
* Approach Resources Inc.
|
154,883
|
3,812
|
|
* ION Geophysical Corp.
|
555,310
|
3,782
|
|
* TETRA Technologies Inc.
|
360,816
|
3,702
|
|
* Comstock Resources Inc.
|
207,268
|
3,368
|
|
* Swift Energy Co.
|
198,641
|
2,942
|
|
Contango Oil & Gas Co.
|
59,010
|
2,366
|
|
* Pioneer Energy Services Corp.
|
286,708
|
2,365
|
|
* Era Group Inc.
|
90,979
|
1,910
|
|
* Matrix Service Co.
|
119,567
|
1,781
|
|
* Basic Energy Services Inc.
|
124,621
|
1,704
|
|
Gulf Island Fabrication Inc.
|
66,141
|
1,393
|
|
* PetroQuest Energy Inc.
|
258,903
|
1,149
|
|
Penn Virginia Corp.
|
253,151
|
1,023
|
|
|
|
120,857
|
|
|
|
|
|
Exchange-Traded Fund (3.5%)
|
|
|
|
1 Vanguard REIT ETF
|
1,300,000
|
91,689
|
|
|
|
Financials (17.3%)
|
|
|
|
ProAssurance Corp.
|
284,029
|
13,443
|
|
Geo Group Inc.
|
328,883
|
12,373
|
|
Susquehanna Bancshares Inc.
|
859,485
|
10,683
|
|
* Portfolio Recovery Associates Inc.
|
77,923
|
9,890
|
|
* Stifel Financial Corp.
|
270,385
|
9,374
|
|
Tanger Factory Outlet Centers
|
216,815
|
7,844
|
|
FNB Corp.
|
644,373
|
7,797
|
|
* Texas Capital Bancshares Inc.
|
187,740
|
7,594
|
|
UMB Financial Corp.
|
149,495
|
7,336
|
|
* First Cash Financial Services Inc.
|
124,059
|
7,238
|
|
Financial Engines Inc.
|
193,384
|
7,004
|
|
Cash America International Inc.
|
132,833
|
6,970
|
|
Umpqua Holdings Corp.
|
515,977
|
6,842
|
|
Mid-America Apartment Communities Inc.
|
97,454
|
6,730
|
|
First Financial Bankshares Inc.
|
137,662
|
6,690
|
|
MarketAxess Holdings Inc.
|
172,017
|
6,416
|
|
Old National Bancorp
|
466,474
|
6,414
|
|
Wintrust Financial Corp.
|
170,376
|
6,311
|
|
Glacier Bancorp Inc.
|
331,412
|
6,290
|
|
Bank of the Ozarks Inc.
|
138,513
|
6,143
|
|
Selective Insurance Group Inc.
|
255,228
|
6,128
|
|
MB Financial Inc.
|
252,664
|
6,107
|
|
Post Properties Inc.
|
125,847
|
5,927
|
|
Healthcare Realty Trust Inc.
|
204,724
|
5,812
|
|
National Penn Bancshares Inc.
|
542,980
|
5,804
|
|
RLI Corp.
|
78,343
|
5,629
|
|
United Bankshares Inc.
|
210,978
|
5,614
|
|
EPR Properties
|
107,773
|
5,610
|
|
LaSalle Hotel Properties
|
220,050
|
5,585
|
|
Northwest Bancshares Inc.
|
431,551
|
5,476
|
|
Medical Properties Trust Inc.
|
341,205
|
5,473
|
|
Community Bank System Inc.
|
182,714
|
5,414
|
|
Columbia Banking System Inc.
|
237,277
|
5,215
|
|
PrivateBancorp Inc.
|
274,888
|
5,198
|
|
* Virtus Investment Partners Inc.
|
26,682
|
4,970
|
|
Prospect Capital Corp.
|
452,156
|
4,933
|
|
* World Acceptance Corp.
|
56,917
|
4,888
|
|
Lexington Realty Trust
|
413,656
|
4,881
|
|
BBCN Bancorp Inc.
|
363,196
|
4,743
|
|
* Ezcorp Inc. Class A
|
219,522
|
4,676
|
|
First Midwest Bancorp Inc.
|
346,592
|
4,603
|
|
CVB Financial Corp.
|
406,132
|
4,577
|
|
Sovran Self Storage Inc.
|
70,220
|
4,529
|
|
NBT Bancorp Inc.
|
202,871
|
4,494
|
|
Colonial Properties Trust
|
191,665
|
4,334
|
|
PacWest Bancorp
|
148,160
|
4,313
|
|
First Financial Bancorp
|
266,977
|
4,285
|
|
DiamondRock Hospitality Co.
|
450,541
|
4,195
|
|
* National Financial Partners Corp.
|
183,796
|
4,123
|
|
EastGroup Properties Inc.
|
69,008
|
4,016
|
|
Home BancShares Inc.
|
106,399
|
4,008
|
|
Provident Financial Services Inc.
|
250,454
|
3,824
|
|
Horace Mann Educators Corp.
|
182,170
|
3,798
|
|
|
|
|
|
Boston Private Financial Holdings Inc.
|
363,282
|
3,589
|
|
First Commonwealth Financial Corp.
|
472,818
|
3,527
|
|
* Pinnacle Financial Partners Inc.
|
150,910
|
3,525
|
|
* Forestar Group Inc.
|
160,243
|
3,503
|
|
Acadia Realty Trust
|
123,322
|
3,425
|
|
Independent Bank Corp.
|
104,851
|
3,417
|
|
Employers Holdings Inc.
|
142,041
|
3,331
|
|
Tower Group International Ltd.
|
179,912
|
3,319
|
|
ViewPoint Financial Group Inc.
|
164,186
|
3,302
|
|
PS Business Parks Inc.
|
41,355
|
3,264
|
|
Government Properties Income Trust
|
125,936
|
3,240
|
|
Infinity Property & Casualty Corp.
|
53,451
|
3,004
|
|
HFF Inc. Class A
|
150,491
|
2,999
|
|
* Encore Capital Group Inc.
|
99,510
|
2,995
|
|
AMERISAFE Inc.
|
83,808
|
2,979
|
|
Brookline Bancorp Inc.
|
323,829
|
2,960
|
|
LTC Properties Inc.
|
70,586
|
2,875
|
|
Safety Insurance Group Inc.
|
58,386
|
2,870
|
|
City Holding Co.
|
71,998
|
2,865
|
|
* Navigators Group Inc.
|
48,616
|
2,856
|
|
Interactive Brokers Group Inc.
|
188,629
|
2,812
|
|
Oritani Financial Corp.
|
180,287
|
2,793
|
|
Banner Corp.
|
80,759
|
2,571
|
|
* Piper Jaffray Cos.
|
74,737
|
2,564
|
|
United Fire Group Inc.
|
99,844
|
2,543
|
|
S&T Bancorp Inc.
|
136,552
|
2,532
|
|
Sabra Health Care REIT Inc.
|
85,048
|
2,467
|
|
Franklin Street Properties Corp.
|
166,778
|
2,438
|
|
Stewart Information Services Corp.
|
95,075
|
2,422
|
|
* United Community Banks Inc.
|
213,060
|
2,416
|
|
TrustCo Bank Corp. NY
|
431,519
|
2,408
|
|
Pennsylvania REIT
|
122,046
|
2,367
|
|
* Hanmi Financial Corp.
|
144,651
|
2,314
|
|
Tompkins Financial Corp.
|
52,860
|
2,235
|
|
Cousins Properties Inc.
|
208,165
|
2,225
|
|
* First BanCorp
|
323,301
|
2,014
|
|
* Wilshire Bancorp Inc.
|
284,873
|
1,931
|
|
* Investment Technology Group Inc.
|
174,367
|
1,925
|
|
Simmons First National Corp. Class A
|
75,937
|
1,923
|
|
Dime Community Bancshares Inc.
|
132,866
|
1,908
|
|
Inland Real Estate Corp.
|
179,792
|
1,814
|
|
Parkway Properties Inc.
|
92,385
|
1,714
|
|
Universal Health Realty Income Trust
|
29,132
|
1,681
|
|
* eHealth Inc.
|
93,034
|
1,663
|
|
Meadowbrook Insurance Group Inc.
|
214,958
|
1,515
|
|
Sterling Bancorp
|
142,141
|
1,444
|
|
Urstadt Biddle Properties Inc. Class A
|
59,012
|
1,284
|
|
Saul Centers Inc.
|
29,198
|
1,277
|
|
Getty Realty Corp.
|
61,329
|
1,240
|
|
Kite Realty Group Trust
|
167,785
|
1,131
|
|
Calamos Asset Management Inc. Class A
|
93,700
|
1,103
|
|
Bank Mutual Corp.
|
197,914
|
1,095
|
|
* SWS Group Inc.
|
130,105
|
787
|
|
Cedar Realty Trust Inc.
|
125,532
|
767
|
|
|
|
451,732
|
|
Health Care (10.6%)
|
|
|
|
* Cubist Pharmaceuticals Inc.
|
298,820
|
13,991
|
|
|
|
|
|
* Salix Pharmaceuticals Ltd.
|
239,427
|
12,254
|
|
* Align Technology Inc.
|
331,255
|
11,100
|
|
* Centene Corp.
|
241,100
|
10,618
|
|
* PAREXEL International Corp.
|
267,611
|
10,573
|
|
West Pharmaceutical Services Inc.
|
158,230
|
10,275
|
|
* Haemonetics Corp.
|
238,024
|
9,916
|
|
Questcor Pharmaceuticals Inc.
|
269,693
|
8,776
|
|
* Medicines Co.
|
248,242
|
8,296
|
|
Air Methods Corp.
|
161,016
|
7,767
|
|
* ViroPharma Inc.
|
300,481
|
7,560
|
|
* MWI Veterinary Supply Inc.
|
55,292
|
7,313
|
|
Chemed Corp.
|
88,244
|
7,058
|
|
* Medidata Solutions Inc.
|
102,782
|
5,959
|
|
* Acorda Therapeutics Inc.
|
185,753
|
5,950
|
|
* Magellan Health Services Inc.
|
124,502
|
5,923
|
|
* Cyberonics Inc.
|
109,440
|
5,123
|
|
* Neogen Corp.
|
103,103
|
5,111
|
|
* Amsurg Corp. Class A
|
148,098
|
4,982
|
|
* Hanger Inc.
|
157,561
|
4,968
|
|
Abaxis Inc.
|
95,575
|
4,523
|
|
Analogic Corp.
|
56,443
|
4,460
|
|
CONMED Corp.
|
129,414
|
4,408
|
|
Meridian Bioscience Inc.
|
190,896
|
4,356
|
|
* Akorn Inc.
|
313,865
|
4,341
|
|
* NuVasive Inc.
|
202,840
|
4,323
|
|
* Molina Healthcare Inc.
|
132,989
|
4,105
|
|
* Integra LifeSciences Holdings Corp.
|
92,808
|
3,620
|
|
* ICU Medical Inc.
|
58,603
|
3,455
|
|
* IPC The Hospitalist Co. Inc.
|
77,228
|
3,435
|
|
Quality Systems Inc.
|
184,211
|
3,367
|
|
* AMN Healthcare Services Inc.
|
210,931
|
3,339
|
|
* Greatbatch Inc.
|
109,665
|
3,276
|
|
* ABIOMED Inc.
|
162,079
|
3,026
|
|
Cantel Medical Corp.
|
98,667
|
2,966
|
|
* Bio-Reference Labs Inc.
|
112,197
|
2,915
|
|
* Omnicell Inc.
|
153,131
|
2,891
|
|
* Luminex Corp.
|
174,874
|
2,889
|
|
* Momenta Pharmaceuticals Inc.
|
209,908
|
2,800
|
|
Ensign Group Inc.
|
80,952
|
2,704
|
|
* Kindred Healthcare Inc.
|
246,090
|
2,591
|
|
Computer Programs & Systems Inc.
|
47,833
|
2,588
|
|
Landauer Inc.
|
43,572
|
2,457
|
|
* Merit Medical Systems Inc.
|
184,182
|
2,258
|
|
* HealthStream Inc.
|
90,767
|
2,082
|
|
* Symmetry Medical Inc.
|
168,913
|
1,934
|
|
* Healthways Inc.
|
155,837
|
1,909
|
|
* PharMerica Corp.
|
135,680
|
1,900
|
|
* Natus Medical Inc.
|
137,598
|
1,849
|
|
Spectrum Pharmaceuticals Inc.
|
240,406
|
1,793
|
|
* Cambrex Corp.
|
137,530
|
1,759
|
|
Invacare Corp.
|
133,433
|
1,741
|
|
Hi-Tech Pharmacal Co. Inc.
|
50,895
|
1,685
|
|
* Emergent Biosolutions Inc.
|
116,847
|
1,634
|
|
* Amedisys Inc.
|
142,045
|
1,580
|
|
* Affymetrix Inc.
|
326,340
|
1,540
|
|
* SurModics Inc.
|
55,908
|
1,524
|
|
* LHC Group Inc.
|
67,832
|
1,458
|
|
|
|
|
|
* Gentiva Health Services Inc.
|
131,308
|
1,421
|
|
* Corvel Corp.
|
27,320
|
1,352
|
|
* Palomar Medical Technologies Inc.
|
81,867
|
1,104
|
|
Almost Family Inc.
|
38,093
|
778
|
|
* Cross Country Healthcare Inc.
|
141,865
|
753
|
|
* Arqule Inc.
|
269,160
|
697
|
|
CryoLife Inc.
|
114,808
|
690
|
|
* Enzo Biochem Inc.
|
153,436
|
387
|
|
|
|
276,176
|
|
Industrials (15.4%)
|
|
|
|
* Teledyne Technologies Inc.
|
171,855
|
13,480
|
|
A.O. Smith Corp.
|
178,857
|
13,159
|
|
EMCOR Group Inc.
|
308,376
|
13,072
|
|
* Old Dominion Freight Line Inc.
|
325,505
|
12,434
|
|
Toro Co.
|
268,391
|
12,357
|
|
Belden Inc.
|
205,003
|
10,588
|
|
Actuant Corp. Class A
|
335,854
|
10,284
|
|
* EnerSys Inc.
|
220,194
|
10,036
|
|
* Moog Inc. Class A
|
209,142
|
9,585
|
|
* Tetra Tech Inc.
|
297,266
|
9,064
|
|
Applied Industrial Technologies Inc.
|
193,937
|
8,727
|
|
Healthcare Services Group Inc.
|
314,316
|
8,056
|
|
Curtiss-Wright Corp.
|
215,137
|
7,465
|
|
United Stationers Inc.
|
185,734
|
7,179
|
|
Brady Corp. Class A
|
212,628
|
7,129
|
|
Mueller Industries Inc.
|
129,671
|
6,910
|
|
Barnes Group Inc.
|
217,960
|
6,306
|
|
* Hub Group Inc. Class A
|
163,015
|
6,270
|
|
Allegiant Travel Co. Class A
|
70,603
|
6,268
|
|
UniFirst Corp.
|
69,059
|
6,250
|
|
Watts Water Technologies Inc. Class A
|
130,062
|
6,242
|
|
Franklin Electric Co. Inc.
|
178,258
|
5,984
|
|
Simpson Manufacturing Co. Inc.
|
185,835
|
5,688
|
|
AZZ Inc.
|
117,151
|
5,647
|
|
Briggs & Stratton Corp.
|
222,029
|
5,506
|
|
Lindsay Corp.
|
59,249
|
5,225
|
|
Titan International Inc.
|
246,569
|
5,198
|
|
ABM Industries Inc.
|
233,574
|
5,195
|
|
* Mobile Mini Inc.
|
175,756
|
5,172
|
|
Forward Air Corp.
|
136,408
|
5,087
|
|
* On Assignment Inc.
|
200,910
|
5,085
|
|
Interface Inc. Class A
|
264,335
|
5,081
|
|
ESCO Technologies Inc.
|
121,856
|
4,979
|
|
* Atlas Air Worldwide Holdings Inc.
|
121,910
|
4,969
|
|
* EnPro Industries Inc.
|
95,542
|
4,889
|
|
* Orbital Sciences Corp.
|
275,739
|
4,602
|
|
Knight Transportation Inc.
|
272,406
|
4,386
|
|
Kaman Corp.
|
122,422
|
4,342
|
|
* II-VI Inc.
|
249,426
|
4,250
|
|
* Aegion Corp. Class A
|
178,929
|
4,142
|
|
Tennant Co.
|
85,244
|
4,139
|
|
G&K Services Inc. Class A
|
88,706
|
4,037
|
|
* Korn/Ferry International
|
224,064
|
4,002
|
|
* TrueBlue Inc.
|
187,217
|
3,958
|
|
Albany International Corp.
|
133,306
|
3,853
|
|
SkyWest Inc.
|
238,320
|
3,825
|
|
Apogee Enterprises Inc.
|
131,391
|
3,804
|
|
|
|
|
|
Kaydon Corp.
|
147,903
|
3,783
|
|
* GenCorp Inc.
|
279,362
|
3,716
|
|
Universal Forest Products Inc.
|
91,414
|
3,639
|
|
CIRCOR International Inc.
|
80,722
|
3,431
|
|
Astec Industries Inc.
|
96,593
|
3,374
|
|
AAR Corp.
|
183,228
|
3,370
|
|
Exponent Inc.
|
60,496
|
3,263
|
|
Standex International Corp.
|
58,622
|
3,237
|
|
Cubic Corp.
|
73,827
|
3,154
|
|
* Navigant Consulting Inc.
|
234,052
|
3,075
|
|
Encore Wire Corp.
|
85,905
|
3,008
|
|
* Dycom Industries Inc.
|
152,527
|
3,003
|
|
Insperity Inc.
|
101,980
|
2,893
|
|
Heartland Express Inc.
|
211,304
|
2,819
|
|
John Bean Technologies Corp.
|
133,594
|
2,772
|
|
Quanex Building Products Corp.
|
170,789
|
2,750
|
|
Viad Corp.
|
93,033
|
2,573
|
|
Griffon Corp.
|
212,137
|
2,529
|
|
* Gibraltar Industries Inc.
|
134,756
|
2,459
|
|
Comfort Systems USA Inc.
|
171,123
|
2,411
|
|
Resources Connection Inc.
|
189,536
|
2,407
|
|
AAON Inc.
|
85,624
|
2,362
|
|
* Federal Signal Corp.
|
286,113
|
2,329
|
|
Kelly Services Inc. Class A
|
124,608
|
2,328
|
|
American Science & Engineering Inc.
|
37,734
|
2,301
|
|
* Powell Industries Inc.
|
41,784
|
2,197
|
|
* Engility Holdings Inc.
|
76,104
|
1,825
|
|
National Presto Industries Inc.
|
22,450
|
1,807
|
|
* Aerovironment Inc.
|
87,620
|
1,589
|
|
* NCI Building Systems Inc.
|
86,913
|
1,510
|
|
* Consolidated Graphics Inc.
|
37,545
|
1,468
|
|
Arkansas Best Corp.
|
109,461
|
1,278
|
|
* Orion Marine Group Inc.
|
124,699
|
1,239
|
|
* Lydall Inc.
|
78,101
|
1,199
|
|
Heidrick & Struggles International Inc.
|
75,036
|
1,122
|
|
CDI Corp.
|
64,011
|
1,101
|
|
* Vicor Corp.
|
90,323
|
449
|
|
* Dolan Co.
|
132,370
|
316
|
|
|
|
403,992
|
|
Information Technology (18.1%)
|
|
|
|
* Cymer Inc.
|
144,705
|
13,906
|
|
MAXIMUS Inc.
|
157,091
|
12,563
|
|
* 3D Systems Corp.
|
364,713
|
11,758
|
|
FEI Co.
|
177,528
|
11,459
|
|
* Microsemi Corp.
|
420,420
|
9,741
|
|
* Arris Group Inc.
|
527,354
|
9,055
|
|
* ViaSat Inc.
|
186,708
|
9,044
|
|
Anixter International Inc.
|
123,645
|
8,645
|
|
* Sourcefire Inc.
|
141,255
|
8,367
|
|
j2 Global Inc.
|
199,029
|
7,804
|
|
Cognex Corp.
|
184,700
|
7,785
|
|
* Tyler Technologies Inc.
|
124,507
|
7,627
|
|
* Hittite Microwave Corp.
|
124,702
|
7,552
|
|
* Veeco Instruments Inc.
|
180,208
|
6,907
|
|
Littelfuse Inc.
|
101,565
|
6,891
|
|
* Take-Two Interactive Software Inc.
|
422,050
|
6,816
|
|
* Cirrus Logic Inc.
|
296,734
|
6,751
|
|
|
|
|
|
* Manhattan Associates Inc.
|
90,376
|
6,714
|
|
* OpenTable Inc.
|
105,815
|
6,664
|
|
MKS Instruments Inc.
|
242,649
|
6,600
|
|
Coherent Inc.
|
111,632
|
6,334
|
|
Blackbaud Inc.
|
210,317
|
6,232
|
|
* CACI International Inc. Class A
|
106,076
|
6,139
|
|
* Progress Software Corp.
|
266,873
|
6,079
|
|
* Synaptics Inc.
|
148,162
|
6,029
|
|
* NETGEAR Inc.
|
177,192
|
5,938
|
|
* Dealertrack Technologies Inc.
|
198,348
|
5,827
|
|
Power Integrations Inc.
|
132,757
|
5,763
|
|
* Cardtronics Inc.
|
206,504
|
5,671
|
|
Heartland Payment Systems Inc.
|
169,865
|
5,600
|
|
* OSI Systems Inc.
|
86,673
|
5,399
|
|
* Electronics for Imaging Inc.
|
212,390
|
5,386
|
|
* Ixia
|
245,894
|
5,321
|
|
NIC Inc.
|
271,445
|
5,201
|
|
* Ultratech Inc.
|
125,638
|
4,967
|
|
* Bottomline Technologies de Inc.
|
173,351
|
4,942
|
|
* Benchmark Electronics Inc.
|
253,964
|
4,576
|
|
Tessera Technologies Inc.
|
241,270
|
4,524
|
|
* SYNNEX Corp.
|
122,099
|
4,518
|
|
* Insight Enterprises Inc.
|
205,729
|
4,242
|
|
MTS Systems Corp.
|
72,380
|
4,209
|
|
* MicroStrategy Inc. Class A
|
41,014
|
4,146
|
|
Monotype Imaging Holdings Inc.
|
172,474
|
4,096
|
|
* Netscout Systems Inc.
|
164,910
|
4,052
|
|
* Kulicke & Soffa Industries Inc.
|
346,401
|
4,004
|
|
* ExlService Holdings Inc.
|
120,043
|
3,947
|
|
* Plexus Corp.
|
160,369
|
3,899
|
|
* Synchronoss Technologies Inc.
|
124,832
|
3,874
|
|
* TriQuint Semiconductor Inc.
|
741,758
|
3,746
|
|
* Cabot Microelectronics Corp.
|
107,714
|
3,743
|
|
* Rogers Corp.
|
77,992
|
3,714
|
|
Monolithic Power Systems Inc.
|
149,326
|
3,639
|
|
* ScanSource Inc.
|
128,407
|
3,624
|
|
Badger Meter Inc.
|
66,009
|
3,533
|
|
* Rofin-Sinar Technologies Inc.
|
129,796
|
3,516
|
|
* Diodes Inc.
|
165,644
|
3,475
|
|
* FARO Technologies Inc.
|
78,126
|
3,390
|
|
* Liquidity Services Inc.
|
113,619
|
3,387
|
|
* ATMI Inc.
|
147,614
|
3,311
|
|
* CSG Systems International Inc.
|
155,649
|
3,298
|
|
* LivePerson Inc.
|
232,125
|
3,152
|
|
Brooks Automation Inc.
|
304,874
|
3,104
|
|
* Harmonic Inc.
|
531,777
|
3,079
|
|
* Interactive Intelligence Group Inc.
|
68,709
|
3,047
|
|
* Newport Corp.
|
176,911
|
2,993
|
|
* Advanced Energy Industries Inc.
|
162,582
|
2,975
|
|
* Blucora Inc.
|
187,824
|
2,908
|
|
* Sykes Enterprises Inc.
|
179,938
|
2,872
|
|
* Measurement Specialties Inc.
|
71,300
|
2,836
|
|
* iGATE Corp.
|
140,887
|
2,650
|
|
United Online Inc.
|
422,966
|
2,551
|
|
* Intermec Inc.
|
258,289
|
2,539
|
|
* Websense Inc.
|
168,849
|
2,533
|
|
* comScore Inc.
|
150,186
|
2,520
|
|
|
|
|
|
* Checkpoint Systems Inc.
|
188,131
|
2,457
|
|
Ebix Inc.
|
148,145
|
2,403
|
|
* Digital River Inc.
|
162,353
|
2,296
|
|
* Dice Holdings Inc.
|
226,057
|
2,290
|
|
Micrel Inc.
|
216,936
|
2,280
|
|
Park Electrochemical Corp.
|
88,845
|
2,251
|
|
* Exar Corp.
|
212,190
|
2,228
|
|
* Virtusa Corp.
|
93,107
|
2,212
|
|
* TeleTech Holdings Inc.
|
100,995
|
2,142
|
|
Forrester Research Inc.
|
67,005
|
2,121
|
|
Methode Electronics Inc.
|
161,723
|
2,083
|
|
EPIQ Systems Inc.
|
146,834
|
2,060
|
|
* LogMeIn Inc.
|
102,641
|
1,973
|
|
Comtech Telecommunications Corp.
|
79,880
|
1,940
|
|
* TTM Technologies Inc.
|
240,837
|
1,830
|
|
* GT Advanced Technologies Inc.
|
546,680
|
1,799
|
|
Daktronics Inc.
|
171,156
|
1,797
|
|
* Perficient Inc.
|
152,097
|
1,773
|
|
* Rudolph Technologies Inc.
|
148,780
|
1,753
|
|
* Entropic Communications Inc.
|
410,257
|
1,670
|
|
* Volterra Semiconductor Corp.
|
115,032
|
1,633
|
|
Black Box Corp.
|
74,861
|
1,633
|
|
CTS Corp.
|
154,330
|
1,611
|
|
* Stamps.com Inc.
|
64,454
|
1,609
|
|
* Ceva Inc.
|
102,950
|
1,606
|
|
* CIBER Inc.
|
308,904
|
1,452
|
|
* Oplink Communications Inc.
|
87,363
|
1,433
|
|
* DTS Inc.
|
86,134
|
1,432
|
|
* Nanometrics Inc.
|
97,160
|
1,402
|
|
* Super Micro Computer Inc.
|
121,710
|
1,374
|
|
* Higher One Holdings Inc.
|
151,059
|
1,343
|
|
Electro Scientific Industries Inc.
|
115,247
|
1,274
|
|
* XO Group Inc.
|
112,901
|
1,129
|
|
* Procera Networks Inc.
|
94,717
|
1,126
|
|
* VASCO Data Security International Inc.
|
132,443
|
1,118
|
|
* Mercury Systems Inc.
|
148,352
|
1,093
|
|
* Digi International Inc.
|
120,130
|
1,073
|
|
Supertex Inc.
|
47,596
|
1,057
|
|
* Kopin Corp.
|
283,181
|
1,048
|
|
Cohu Inc.
|
105,262
|
985
|
|
* Avid Technology Inc.
|
139,443
|
874
|
|
* Symmetricom Inc.
|
186,872
|
848
|
|
* DSP Group Inc.
|
100,093
|
808
|
|
Bel Fuse Inc. Class B
|
48,296
|
754
|
|
* Sigma Designs Inc.
|
153,638
|
748
|
|
* QuinStreet Inc.
|
117,956
|
704
|
|
* Pericom Semiconductor Corp.
|
98,154
|
668
|
|
* Agilysys Inc.
|
65,058
|
647
|
|
PC-Tel Inc.
|
79,872
|
567
|
|
* Rubicon Technology Inc.
|
78,678
|
519
|
|
* Radisys Corp.
|
105,391
|
519
|
|
* Intevac Inc.
|
109,178
|
515
|
|
* STR Holdings Inc.
|
178,092
|
386
|
|
|
|
472,045
|
|
Materials (6.7%)
|
|
|
|
Eagle Materials Inc.
|
215,984
|
14,391
|
|
PolyOne Corp.
|
456,970
|
11,155
|
|
|
|
|
|
HB Fuller Co.
|
229,810
|
8,981
|
|
* Stillwater Mining Co.
|
541,417
|
7,001
|
|
* Texas Industries Inc.
|
96,013
|
6,059
|
|
Balchem Corp.
|
136,331
|
5,990
|
|
Schweitzer-Mauduit International Inc.
|
144,658
|
5,603
|
|
* Clearwater Paper Corp.
|
105,757
|
5,572
|
|
Innophos Holdings Inc.
|
100,598
|
5,489
|
|
Buckeye Technologies Inc.
|
178,754
|
5,354
|
|
* SunCoke Energy Inc.
|
322,793
|
5,271
|
|
Stepan Co.
|
80,804
|
5,099
|
|
Kaiser Aluminum Corp.
|
77,480
|
5,009
|
|
KapStone Paper and Packaging Corp.
|
179,511
|
4,990
|
|
PH Glatfelter Co.
|
197,478
|
4,617
|
|
* Calgon Carbon Corp.
|
248,558
|
4,499
|
|
* RTI International Metals Inc.
|
140,275
|
4,445
|
|
A Schulman Inc.
|
135,789
|
4,286
|
|
Koppers Holdings Inc.
|
95,175
|
4,186
|
|
Globe Specialty Metals Inc.
|
295,115
|
4,108
|
|
* Headwaters Inc.
|
336,163
|
3,664
|
|
Quaker Chemical Corp.
|
60,206
|
3,553
|
|
AMCOL International Corp.
|
116,434
|
3,515
|
|
* OM Group Inc.
|
149,314
|
3,506
|
|
* Kraton Performance Polymers Inc.
|
148,886
|
3,484
|
|
Deltic Timber Corp.
|
49,988
|
3,435
|
|
American Vanguard Corp.
|
111,685
|
3,411
|
|
Tredegar Corp.
|
111,098
|
3,271
|
|
Haynes International Inc.
|
56,974
|
3,151
|
|
* LSB Industries Inc.
|
86,875
|
3,022
|
|
Materion Corp.
|
94,363
|
2,689
|
|
Wausau Paper Corp.
|
214,441
|
2,312
|
|
Neenah Paper Inc.
|
72,854
|
2,241
|
|
AK Steel Holding Corp.
|
626,074
|
2,072
|
|
Myers Industries Inc.
|
141,308
|
1,973
|
|
* Century Aluminum Co.
|
235,901
|
1,826
|
|
Hawkins Inc.
|
42,135
|
1,683
|
|
Zep Inc.
|
102,830
|
1,543
|
|
* AM Castle & Co.
|
76,362
|
1,336
|
|
Olympic Steel Inc.
|
42,176
|
1,008
|
|
|
|
174,800
|
|
Telecommunication Services (0.4%)
|
|
|
|
* Cincinnati Bell Inc.
|
931,136
|
3,036
|
|
Atlantic Tele-Network Inc.
|
43,093
|
2,090
|
|
* General Communication Inc. Class A
|
149,357
|
1,370
|
|
USA Mobility Inc.
|
100,758
|
1,337
|
|
* Cbeyond Inc.
|
136,903
|
1,017
|
|
Lumos Networks Corp.
|
68,046
|
917
|
|
NTELOS Holdings Corp.
|
69,486
|
890
|
|
|
|
10,657
|
|
Utilities (4.0%)
|
|
|
|
Piedmont Natural Gas Co. Inc.
|
349,431
|
11,489
|
|
Southwest Gas Corp.
|
213,420
|
10,129
|
|
UNS Energy Corp.
|
190,833
|
9,339
|
|
UIL Holdings Corp.
|
234,331
|
9,277
|
|
New Jersey Resources Corp.
|
192,586
|
8,638
|
|
South Jersey Industries Inc.
|
146,202
|
8,127
|
|
ALLETE Inc.
|
163,630
|
8,021
|
|
|
|
|
|
|
Avista Corp.
|
|
275,808
|
7,557
|
|
NorthWestern Corp.
|
|
171,590
|
6,840
|
|
El Paso Electric Co.
|
|
185,461
|
6,241
|
|
Northwest Natural Gas Co.
|
|
124,197
|
5,442
|
|
American States Water Co.
|
|
88,854
|
5,115
|
|
CH Energy Group Inc.
|
|
69,101
|
4,519
|
|
Laclede Group Inc.
|
|
96,552
|
4,123
|
|
|
|
|
104,857
|
|
Total Common Stocks (Cost $1,703,531)
|
|
|
2,613,137
|
|
|
Coupon
|
|
|
|
Temporary Cash Investment (0.1%)
|
|
|
|
|
Money Market Fund (0.1%)
|
|
|
|
|
2 Vanguard Market Liquidity Fund (Cost
|
|
|
|
|
$1,870)
|
0.147%
|
1,870,121
|
1,870
|
|
|
|
Total Investments (100.1%) (Cost $1,705,401)
|
|
|
2,615,007
|
|
Other Assets and Liabilities-Net (-0.1%)
|
|
|
(2,365)
|
|
Net Assets (100%)
|
|
|
2,612,642
|
* 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 March 31, 2013, 100% of the market value of the fund's investments was determined based on Level 1 inputs.
C.
At March 31, 2013, the cost of investment securities for tax purposes was $1,705,401,000. Net unrealized appreciation of investment securities for tax purposes was $909,606,000, consisting of unrealized gains of $941,998,000 on securities that had risen in value since their purchase and $32,392,000 in unrealized losses on securities that had fallen in value since their purchase.
Vanguard Tax-Managed International Fund
Schedule of Investments
As of March 31, 2013
|
|
|
|
|
|
|
Market
|
|
|
|
Value
|
|
|
Shares
|
($000)
|
|
Common Stocks (99.9%)
|
|
|
|
Australia (9.2%)
|
|
|
|
Commonwealth Bank of Australia
|
2,056,608
|
146,081
|
|
BHP Billiton Ltd.
|
4,118,411
|
140,789
|
|
Westpac Banking Corp.
|
3,948,867
|
127,082
|
|
Australia & New Zealand Banking Group Ltd.
|
3,520,299
|
104,991
|
|
National Australia Bank Ltd.
|
2,967,885
|
95,763
|
|
Woolworths Ltd.
|
1,617,619
|
57,108
|
|
Wesfarmers Ltd.
|
1,311,797
|
55,084
|
|
CSL Ltd.
|
651,920
|
40,296
|
|
Rio Tinto Ltd.
|
569,781
|
34,177
|
|
Woodside Petroleum Ltd.
|
869,881
|
32,604
|
|
Telstra Corp. Ltd.
|
5,892,060
|
27,705
|
|
Suncorp Group Ltd.
|
1,832,225
|
22,613
|
|
AMP Ltd.
|
4,077,399
|
22,214
|
|
QBE Insurance Group Ltd.
|
1,545,403
|
21,848
|
|
Newcrest Mining Ltd.
|
989,341
|
20,711
|
|
Origin Energy Ltd.
|
1,466,214
|
20,406
|
|
Brambles Ltd.
|
2,186,399
|
19,386
|
|
Macquarie Group Ltd.
|
480,018
|
18,674
|
|
Insurance Australia Group Ltd.
|
3,022,634
|
18,032
|
|
Amcor Ltd.
|
1,703,191
|
16,502
|
|
Santos Ltd.
|
1,268,378
|
16,475
|
|
ASX Ltd.
|
379,306
|
14,331
|
|
Transurban Group
|
2,126,346
|
14,139
|
|
Coca-Cola Amatil Ltd.
|
878,654
|
13,361
|
|
AGL Energy Ltd.
|
805,135
|
13,328
|
|
Orica Ltd.
|
511,875
|
13,085
|
|
Lend Lease Group
|
900,856
|
9,610
|
|
Aurizon Holdings Ltd.
|
2,231,218
|
9,386
|
|
Asciano Ltd.
|
1,526,466
|
8,906
|
|
Sonic Healthcare Ltd.
|
555,792
|
8,087
|
|
WorleyParsons Ltd.
|
304,244
|
7,868
|
|
Computershare Ltd.
|
727,069
|
7,754
|
|
Incitec Pivot Ltd.
|
2,394,370
|
7,739
|
|
APA Group
|
1,215,692
|
7,564
|
|
Ramsay Health Care Ltd.
|
224,589
|
7,559
|
|
Tatts Group Ltd.
|
2,268,631
|
7,502
|
|
Crown Ltd.
|
552,301
|
7,101
|
|
Fortescue Metals Group Ltd.
|
1,705,220
|
7,060
|
|
James Hardie Industries plc
|
665,722
|
6,984
|
|
Toll Holdings Ltd.
|
1,114,781
|
6,908
|
|
Bendigo and Adelaide Bank Ltd.
|
596,820
|
6,405
|
|
Cochlear Ltd.
|
87,481
|
6,215
|
|
Metcash Ltd.
|
1,398,814
|
6,045
|
|
Boral Ltd.
|
1,143,931
|
5,872
|
|
Treasury Wine Estates Ltd.
|
918,626
|
5,461
|
|
Iluka Resources Ltd.
|
529,366
|
5,203
|
|
Caltex Australia Ltd.
|
219,345
|
4,898
|
|
Leighton Holdings Ltd.
|
227,422
|
4,898
|
|
ALS Ltd.
|
413,792
|
4,539
|
|
|
|
|
|
SP AusNet
|
3,430,079
|
4,280
|
|
* Alumina Ltd.
|
3,618,685
|
4,201
|
|
Tabcorp Holdings Ltd.
|
1,206,948
|
4,070
|
|
* Qantas Airways Ltd.
|
2,082,961
|
3,884
|
|
Flight Centre Ltd.
|
108,874
|
3,822
|
|
Harvey Norman Holdings Ltd.
|
1,321,520
|
3,772
|
|
Echo Entertainment Group Ltd.
|
998,428
|
3,634
|
|
Sydney Airport
|
945,377
|
3,231
|
|
Sims Metal Management Ltd.
|
294,088
|
3,091
|
|
OZ Minerals Ltd.
|
511,818
|
2,857
|
|
Whitehaven Coal Ltd.
|
606,698
|
1,349
|
|
Newcrest Mining Ltd. ADR
|
22,953
|
483
|
|
|
|
1,325,023
|
|
Austria (0.3%)
|
|
|
|
OMV AG
|
207,277
|
8,838
|
|
* Erste Group Bank AG
|
277,981
|
7,779
|
|
Andritz AG
|
94,435
|
6,357
|
|
Voestalpine AG
|
136,195
|
4,191
|
|
Vienna Insurance Group AG Wiener Versicherung Gruppe
|
84,184
|
4,086
|
|
Raiffeisen Bank International AG
|
81,051
|
2,764
|
|
Telekom Austria AG
|
357,342
|
2,347
|
|
Verbund AG
|
107,299
|
2,331
|
|
|
|
38,693
|
|
Belgium (1.2%)
|
|
|
|
Anheuser-Busch InBev NV
|
1,020,779
|
101,484
|
|
Solvay SA Class A
|
81,943
|
11,119
|
|
KBC Groep NV
|
289,422
|
10,036
|
|
Ageas
|
286,685
|
9,730
|
|
UCB SA
|
140,493
|
8,987
|
|
Umicore SA
|
171,265
|
8,056
|
|
Delhaize Group SA
|
129,719
|
7,081
|
|
Belgacom SA
|
225,413
|
5,612
|
|
Colruyt SA
|
109,006
|
5,269
|
|
Telenet Group Holding NV
|
58,172
|
2,882
|
|
|
|
170,256
|
|
Denmark (1.1%)
|
|
|
|
Novo Nordisk A/S Class B
|
517,082
|
83,344
|
|
AP Moeller - Maersk A/S Class B
|
1,859
|
14,590
|
|
Carlsberg A/S Class B
|
146,396
|
14,273
|
|
* Danske Bank A/S
|
787,120
|
14,113
|
|
Novozymes A/S
|
306,449
|
10,406
|
|
Coloplast A/S Class B
|
121,121
|
6,527
|
|
TDC A/S
|
637,102
|
4,904
|
|
DSV A/S
|
178,318
|
4,315
|
|
Tryg A/S
|
48,979
|
3,962
|
|
AP Moeller - Maersk A/S Class A
|
498
|
3,736
|
|
* William Demant Holding A/S
|
37,733
|
3,162
|
|
|
|
163,332
|
|
Finland (0.8%)
|
|
|
|
Sampo
|
571,881
|
22,057
|
|
Kone Oyj Class B
|
212,763
|
16,776
|
|
Nokia Oyj
|
4,706,309
|
15,309
|
|
Fortum Oyj
|
590,880
|
11,919
|
|
Wartsila OYJ Abp
|
233,646
|
10,532
|
|
UPM-Kymmene Oyj
|
633,025
|
7,080
|
|
Nokian Renkaat Oyj
|
157,970
|
7,048
|
|
|
|
|
|
* Metso Oyj
|
142,559
|
6,091
|
|
Stora Enso Oyj
|
616,088
|
3,989
|
|
Pohjola Bank plc Class A
|
269,904
|
3,947
|
|
* Neste Oil Oyj
|
215,923
|
3,051
|
|
Orion Oyj Class B
|
114,074
|
3,002
|
|
Elisa Oyj
|
138,896
|
2,585
|
|
Kesko Oyj Class B
|
53,941
|
1,689
|
|
|
|
115,075
|
|
France (9.2%)
|
|
|
|
Sanofi
|
1,499,542
|
152,932
|
|
Total SA
|
2,666,518
|
127,710
|
|
BNP Paribas SA
|
1,257,277
|
64,646
|
|
LVMH Moet Hennessy Louis Vuitton SA
|
318,533
|
54,727
|
|
Danone SA
|
715,173
|
49,797
|
|
Air Liquide SA
|
396,833
|
48,267
|
|
L'Oreal SA
|
303,866
|
48,209
|
|
Schneider Electric SA
|
659,110
|
48,200
|
|
AXA SA
|
2,174,754
|
37,583
|
|
Unibail-Rodamco SE
|
146,711
|
34,171
|
|
Vivendi SA
|
1,628,236
|
33,685
|
|
Pernod-Ricard SA
|
270,029
|
33,656
|
|
GDF Suez
|
1,646,817
|
31,637
|
|
European Aeronautic Defence and Space Co. NV
|
566,567
|
28,877
|
|
* Societe Generale SA
|
876,665
|
28,863
|
|
Cie Generale d'Optique Essilor International SA
|
255,311
|
28,410
|
|
Vinci SA
|
555,924
|
25,093
|
|
France Telecom SA
|
2,327,685
|
23,586
|
|
PPR
|
94,708
|
20,829
|
|
Carrefour SA
|
741,594
|
20,315
|
|
Cie Generale des Etablissements Michelin
|
231,782
|
19,419
|
|
Cie de St-Gobain
|
484,819
|
18,003
|
|
Lafarge SA
|
249,379
|
16,603
|
|
ArcelorMittal
|
1,255,744
|
16,314
|
|
Renault SA
|
239,535
|
15,028
|
|
Technip SA
|
133,751
|
13,719
|
|
Publicis Groupe SA
|
191,137
|
12,829
|
|
Legrand SA
|
281,699
|
12,290
|
|
Safran SA
|
274,422
|
12,248
|
|
Klepierre
|
302,474
|
11,895
|
|
Sodexo
|
123,338
|
11,497
|
|
Christian Dior SA
|
68,800
|
11,420
|
|
SES
|
351,565
|
11,026
|
|
Alstom SA
|
258,855
|
10,558
|
|
* Credit Agricole SA
|
1,263,301
|
10,428
|
|
Dassault Systemes SA
|
86,107
|
9,963
|
|
Bureau Veritas SA
|
79,336
|
9,877
|
|
Cap Gemini SA
|
197,840
|
9,015
|
|
Gemalto NV
|
101,179
|
8,833
|
|
Fonciere Des Regions
|
102,937
|
8,067
|
|
Gecina SA
|
67,653
|
7,861
|
|
Accor SA
|
213,228
|
7,416
|
|
ICADE
|
82,854
|
7,252
|
|
Iliad SA
|
33,260
|
7,075
|
|
Casino Guichard Perrachon SA
|
64,819
|
6,816
|
|
Arkema SA
|
72,919
|
6,645
|
|
Vallourec SA
|
130,344
|
6,270
|
|
Bouygues SA
|
229,387
|
6,230
|
|
|
|
|
|
STMicroelectronics NV
|
788,441
|
6,091
|
|
Edenred
|
180,987
|
5,932
|
|
Lagardere SCA
|
155,747
|
5,740
|
|
AtoS
|
80,109
|
5,520
|
|
Veolia Environnement SA
|
433,317
|
5,491
|
|
Eutelsat Communications SA
|
146,619
|
5,172
|
|
* Cie Generale de Geophysique - Veritas
|
226,420
|
5,107
|
|
Suez Environnement Co.
|
386,094
|
4,923
|
|
Electricite de France SA
|
252,045
|
4,835
|
|
Thales SA
|
113,705
|
4,812
|
|
Groupe Eurotunnel SA
|
596,582
|
4,756
|
|
SCOR SE
|
148,206
|
4,263
|
|
Natixis
|
1,060,660
|
4,035
|
|
Societe BIC SA
|
33,919
|
3,941
|
|
Zodiac Aerospace
|
33,596
|
3,916
|
|
Remy Cointreau SA
|
26,228
|
3,033
|
|
Rexel SA
|
135,683
|
2,963
|
|
CNP Assurances
|
204,036
|
2,804
|
|
Imerys SA
|
36,618
|
2,386
|
|
Aeroports de Paris
|
26,681
|
2,264
|
|
* Peugeot SA
|
278,486
|
2,020
|
|
JCDecaux SA
|
58,683
|
1,610
|
|
|
|
1,337,404
|
|
Germany (8.4%)
|
|
|
|
Siemens AG
|
1,036,788
|
111,765
|
|
Bayer AG
|
1,042,694
|
107,759
|
|
BASF SE
|
1,144,766
|
100,514
|
|
SAP AG
|
1,153,324
|
92,759
|
|
Allianz SE
|
570,921
|
77,829
|
|
Daimler AG
|
1,136,439
|
61,978
|
|
Deutsche Bank AG
|
1,182,651
|
46,237
|
|
Linde AG
|
236,110
|
43,982
|
|
Muenchener Rueckversicherungs AG
|
230,687
|
43,237
|
|
E.ON SE
|
2,287,283
|
40,022
|
|
Deutsche Telekom AG
|
3,552,216
|
37,605
|
|
Bayerische Motoren Werke AG
|
414,910
|
35,906
|
|
Volkswagen AG Prior Pfd.
|
178,718
|
35,596
|
|
Adidas AG
|
275,685
|
28,657
|
|
Deutsche Post AG
|
1,127,236
|
26,014
|
|
RWE AG
|
619,390
|
23,122
|
|
Henkel AG & Co. KGaA Prior Pfd.
|
218,145
|
21,016
|
|
Fresenius SE & Co. KGaA
|
163,303
|
20,177
|
|
Fresenius Medical Care AG & Co. KGaA
|
273,912
|
18,520
|
|
Deutsche Boerse AG
|
271,003
|
16,440
|
|
Continental AG
|
131,630
|
15,777
|
|
Henkel AG & Co. KGaA
|
192,769
|
15,237
|
|
Porsche Automobil Holding SE Prior Pfd.
|
198,545
|
14,547
|
|
Beiersdorf AG
|
135,621
|
12,535
|
|
Merck KGaA
|
78,410
|
11,843
|
|
HeidelbergCement AG
|
157,055
|
11,325
|
|
Kabel Deutschland Holding AG
|
121,952
|
11,259
|
|
Infineon Technologies AG
|
1,347,916
|
10,665
|
|
* ThyssenKrupp AG
|
498,626
|
10,166
|
|
Brenntag AG
|
60,093
|
9,397
|
|
K&S AG
|
191,440
|
8,925
|
|
Volkswagen AG
|
43,573
|
8,218
|
|
GEA Group AG
|
244,649
|
8,081
|
|
|
|
|
|
* QIAGEN NV
|
336,005
|
7,015
|
|
Lanxess AG
|
94,712
|
6,733
|
|
* Commerzbank AG
|
4,565,262
|
6,725
|
|
Hannover Rueckversicherung SE
|
68,573
|
5,399
|
|
Deutsche Lufthansa AG
|
253,167
|
4,952
|
|
MAN SE
|
44,482
|
4,793
|
|
Bayerische Motoren Werke AG Prior Pfd.
|
73,706
|
4,718
|
|
Metro AG
|
165,381
|
4,708
|
|
ProSiebenSat.1 Media AG Prior Pfd.
|
113,316
|
4,056
|
|
Suedzucker AG
|
95,795
|
4,049
|
|
Fraport AG Frankfurt Airport Services Worldwide
|
71,972
|
4,040
|
|
Hugo Boss AG
|
25,921
|
2,911
|
|
Celesio AG
|
153,955
|
2,897
|
|
* Hochtief AG
|
42,549
|
2,774
|
|
Salzgitter AG
|
52,616
|
2,115
|
|
United Internet AG
|
85,324
|
2,077
|
|
Axel Springer AG
|
30,537
|
1,327
|
|
RWE AG Prior Pfd.
|
22,605
|
812
|
|
|
|
1,209,211
|
|
Greece (0.1%)
|
|
|
|
Coca Cola Hellenic Bottling Co. SA
|
251,919
|
6,754
|
|
OPAP SA
|
264,977
|
2,087
|
|
|
|
8,841
|
|
Hong Kong (3.1%)
|
|
|
|
AIA Group Ltd.
|
14,998,576
|
65,945
|
|
Hutchison Whampoa Ltd.
|
2,841,512
|
29,708
|
|
Sun Hung Kai Properties Ltd.
|
2,082,768
|
28,106
|
|
Cheung Kong Holdings Ltd.
|
1,828,500
|
27,088
|
|
Hong Kong Exchanges and Clearing Ltd.
|
1,387,677
|
23,712
|
|
Hong Kong & China Gas Co. Ltd.
|
7,448,718
|
21,762
|
|
CLP Holdings Ltd.
|
2,267,932
|
19,882
|
|
Wharf Holdings Ltd.
|
2,102,815
|
18,806
|
|
Power Assets Holdings Ltd.
|
1,828,600
|
17,282
|
|
Sands China Ltd.
|
3,124,400
|
16,258
|
|
BOC Hong Kong Holdings Ltd.
|
4,559,000
|
15,248
|
|
Hang Seng Bank Ltd.
|
932,705
|
14,986
|
|
Swire Pacific Ltd. Class A
|
1,002,088
|
12,801
|
|
Hang Lung Properties Ltd.
|
3,181,810
|
11,912
|
|
* Galaxy Entertainment Group Ltd.
|
2,610,037
|
10,945
|
|
Li & Fung Ltd.
|
7,669,670
|
10,602
|
|
Henderson Land Development Co. Ltd.
|
1,418,506
|
9,730
|
|
New World Development Co. Ltd.
|
4,808,125
|
8,172
|
|
Sino Land Co. Ltd.
|
4,515,300
|
7,685
|
|
Wheelock & Co. Ltd.
|
1,348,000
|
7,197
|
|
Bank of East Asia Ltd.
|
1,664,463
|
6,585
|
|
Hysan Development Co. Ltd.
|
1,213,000
|
6,141
|
|
MTR Corp. Ltd.
|
1,500,000
|
5,970
|
|
SJM Holdings Ltd.
|
2,372,000
|
5,938
|
|
Kerry Properties Ltd.
|
1,302,000
|
5,796
|
|
First Pacific Co. Ltd.
|
3,970,000
|
5,382
|
|
Swire Properties Ltd.
|
1,500,224
|
5,336
|
|
* Wynn Macau Ltd.
|
1,854,000
|
4,940
|
|
Shangri-La Asia Ltd.
|
2,468,552
|
4,847
|
|
Cheung Kong Infrastructure Holdings Ltd.
|
546,000
|
3,752
|
|
Yue Yuen Industrial Holdings Ltd.
|
836,500
|
2,733
|
|
Hopewell Holdings Ltd.
|
637,000
|
2,586
|
|
|
|
|
|
NWS Holdings Ltd.
|
1,446,500
|
2,578
|
|
MGM China Holdings Ltd.
|
1,132,000
|
2,427
|
|
HKT Trust / HKT Ltd.
|
2,356,095
|
2,361
|
|
Wing Hang Bank Ltd.
|
199,775
|
2,127
|
|
ASM Pacific Technology Ltd.
|
185,400
|
2,041
|
|
PCCW Ltd.
|
3,701,000
|
1,719
|
|
Cathay Pacific Airways Ltd.
|
965,770
|
1,656
|
|
Orient Overseas International Ltd.
|
207,300
|
1,404
|
|
* Foxconn International Holdings Ltd.
|
1
|
—
|
|
|
|
454,146
|
|
Ireland (0.3%)
|
|
|
|
CRH plc
|
884,525
|
19,532
|
|
Kerry Group plc Class A
|
182,667
|
10,891
|
|
* Elan Corp. plc
|
650,250
|
7,535
|
|
Ryanair Holdings plc ADR
|
24,300
|
1,015
|
|
Ryanair Holdings plc
|
68,719
|
525
|
|
* Irish Bank Resolution Corp. Ltd.
|
257,065
|
—
|
|
|
|
39,498
|
|
Israel (0.5%)
|
|
|
|
Teva Pharmaceutical Industries Ltd.
|
1,152,062
|
45,795
|
|
Israel Chemicals Ltd.
|
571,021
|
7,399
|
|
* Bank Hapoalim BM
|
1,469,011
|
6,674
|
|
* Bank Leumi Le-Israel BM
|
1,221,674
|
4,320
|
|
Israel Corp. Ltd.
|
3,838
|
2,918
|
|
Bezeq The Israeli Telecommunication Corp. Ltd.
|
1,746,417
|
2,424
|
|
* NICE Systems Ltd.
|
65,065
|
2,393
|
|
* Mellanox Technologies Ltd.
|
42,405
|
2,347
|
|
Delek Group Ltd.
|
7,759
|
2,186
|
|
* Mizrahi Tefahot Bank Ltd.
|
109,213
|
1,167
|
|
|
|
77,623
|
|
Italy (1.9%)
|
|
|
|
Eni SPA
|
3,213,478
|
71,945
|
|
Enel SPA
|
8,255,966
|
27,071
|
|
Assicurazioni Generali SPA
|
1,495,574
|
23,415
|
|
* UniCredit SPA
|
5,221,524
|
22,413
|
|
Intesa Sanpaolo SPA (Registered)
|
12,627,040
|
18,605
|
|
Fiat Industrial SPA
|
1,137,962
|
12,833
|
|
Tenaris SA
|
593,695
|
12,091
|
|
Saipem SPA
|
319,898
|
9,832
|
|
Telecom Italia SPA (Registered)
|
12,943,205
|
9,129
|
|
Luxottica Group SPA
|
174,019
|
8,737
|
|
Terna Rete Elettrica Nazionale SPA
|
1,934,115
|
8,028
|
|
Snam SPA
|
1,742,528
|
7,960
|
|
Atlantia SPA
|
390,546
|
6,186
|
|
* Fiat SPA
|
1,046,423
|
5,590
|
|
Telecom Italia SPA (Bearer)
|
7,280,947
|
4,489
|
|
Exor SPA
|
156,627
|
4,390
|
|
Unione di Banche Italiane SCPA
|
1,132,261
|
4,194
|
|
Pirelli & C. SPA
|
390,682
|
4,110
|
|
Enel Green Power SPA
|
2,112,952
|
3,971
|
|
Prysmian SPA
|
183,930
|
3,795
|
|
Mediobanca SPA
|
595,307
|
3,043
|
|
* Finmeccanica SPA
|
552,606
|
2,666
|
|
* Banco Popolare SC
|
1,846,941
|
2,340
|
|
* Banca Monte dei Paschi di Siena SPA
|
7,825,509
|
1,868
|
|
|
|
|
|
Intesa Sanpaolo SPA (Bearer)
|
1,082,259
|
1,371
|
|
|
|
280,072
|
|
Japan (21.4%)
|
|
|
|
Toyota Motor Corp.
|
3,467,918
|
179,042
|
|
Mitsubishi UFJ Financial Group Inc.
|
15,929,244
|
94,423
|
|
Honda Motor Co. Ltd.
|
2,045,539
|
77,250
|
|
Sumitomo Mitsui Financial Group Inc.
|
1,714,558
|
68,757
|
|
Mizuho Financial Group Inc.
|
28,652,661
|
60,571
|
|
Softbank Corp.
|
1,189,800
|
54,855
|
|
Takeda Pharmaceutical Co. Ltd.
|
1,011,994
|
54,075
|
|
Canon Inc.
|
1,421,333
|
51,336
|
|
Mitsubishi Estate Co. Ltd.
|
1,676,935
|
46,246
|
|
Japan Tobacco Inc.
|
1,375,500
|
43,836
|
|
FANUC Corp.
|
241,500
|
37,174
|
|
East Japan Railway Co.
|
446,500
|
36,617
|
|
Shin-Etsu Chemical Co. Ltd.
|
510,800
|
33,914
|
|
Hitachi Ltd.
|
5,830,758
|
33,634
|
|
Mitsubishi Corp.
|
1,731,286
|
32,056
|
|
Mitsui Fudosan Co. Ltd.
|
1,127,738
|
31,615
|
|
Seven & I Holdings Co. Ltd.
|
941,241
|
31,146
|
|
Astellas Pharma Inc.
|
576,414
|
30,984
|
|
Mitsui & Co. Ltd.
|
2,205,100
|
30,757
|
|
Nomura Holdings Inc.
|
4,936,777
|
30,260
|
|
Nissan Motor Co. Ltd.
|
3,110,000
|
29,899
|
|
KDDI Corp.
|
712,400
|
29,288
|
|
NTT DOCOMO Inc.
|
19,067
|
28,782
|
|
Komatsu Ltd.
|
1,179,200
|
28,173
|
|
Bridgestone Corp.
|
813,631
|
27,399
|
|
Toshiba Corp.
|
5,143,000
|
25,787
|
|
Denso Corp.
|
593,700
|
25,133
|
|
Tokio Marine Holdings Inc.
|
861,100
|
24,241
|
|
ITOCHU Corp.
|
2,011,600
|
24,169
|
|
Nippon Telegraph & Telephone Corp.
|
547,200
|
23,862
|
|
Nippon Steel & Sumitomo Metal Corp.
|
9,470,580
|
23,642
|
|
Mitsubishi Heavy Industries Ltd.
|
3,984,000
|
22,642
|
|
Sony Corp.
|
1,272,800
|
22,201
|
|
Fast Retailing Co. Ltd.
|
67,800
|
22,075
|
|
Kao Corp.
|
671,001
|
21,954
|
|
Central Japan Railway Co.
|
198,000
|
20,865
|
|
Kubota Corp.
|
1,456,000
|
20,695
|
|
Mitsubishi Electric Corp.
|
2,514,000
|
20,217
|
|
Sumitomo Mitsui Trust Holdings Inc.
|
4,274,270
|
20,115
|
|
Murata Manufacturing Co. Ltd.
|
267,600
|
19,928
|
|
Sumitomo Realty & Development Co. Ltd.
|
514,000
|
19,630
|
|
Kirin Holdings Co. Ltd.
|
1,191,000
|
19,117
|
|
* Panasonic Corp.
|
2,749,053
|
19,099
|
|
Keyence Corp.
|
62,518
|
19,014
|
|
Kyocera Corp.
|
201,900
|
18,896
|
|
Sumitomo Corp.
|
1,471,000
|
18,408
|
|
Daiwa Securities Group Inc.
|
2,499,000
|
17,415
|
|
Daiichi Sankyo Co. Ltd.
|
901,663
|
17,385
|
|
Marubeni Corp.
|
2,319,000
|
17,318
|
|
Tokyo Gas Co. Ltd.
|
3,162,000
|
17,265
|
|
Eisai Co. Ltd.
|
349,300
|
15,585
|
|
JX Holdings Inc.
|
2,771,550
|
15,339
|
|
Dai-ichi Life Insurance Co. Ltd.
|
11,196
|
15,045
|
|
Secom Co. Ltd.
|
286,600
|
14,766
|
|
|
|
|
|
Toray Industries Inc.
|
2,047,000
|
13,830
|
|
MS&AD Insurance Group Holdings
|
625,833
|
13,735
|
|
Daiwa House Industry Co. Ltd.
|
701,000
|
13,553
|
|
SMC Corp.
|
69,600
|
13,442
|
|
Nitto Denko Corp.
|
224,400
|
13,278
|
|
Ajinomoto Co. Inc.
|
875,500
|
13,160
|
|
Asahi Group Holdings Ltd.
|
542,400
|
12,959
|
|
Resona Holdings Inc.
|
2,395,536
|
12,419
|
|
Odakyu Electric Railway Co. Ltd.
|
997,000
|
12,402
|
|
Oriental Land Co. Ltd.
|
75,900
|
12,352
|
|
Shizuoka Bank Ltd.
|
1,092,000
|
12,296
|
|
Daikin Industries Ltd.
|
311,300
|
12,203
|
|
West Japan Railway Co.
|
254,000
|
12,183
|
|
Osaka Gas Co. Ltd.
|
2,686,000
|
11,813
|
|
JFE Holdings Inc.
|
627,900
|
11,786
|
|
Tokyu Corp.
|
1,560,000
|
11,750
|
|
Kintetsu Corp.
|
2,451,190
|
11,353
|
|
Fuji Heavy Industries Ltd.
|
730,000
|
11,330
|
|
FUJIFILM Holdings Corp.
|
569,600
|
11,109
|
|
Sumitomo Electric Industries Ltd.
|
885,800
|
10,925
|
|
Hoya Corp.
|
576,200
|
10,724
|
|
Asahi Kasei Corp.
|
1,595,000
|
10,641
|
|
Nikon Corp.
|
439,800
|
10,423
|
|
Suzuki Motor Corp.
|
463,400
|
10,392
|
|
Chubu Electric Power Co. Inc.
|
848,100
|
10,388
|
|
Sekisui House Ltd.
|
759,859
|
10,324
|
|
* Mazda Motor Corp.
|
3,434,000
|
10,251
|
|
Sumitomo Metal Mining Co. Ltd.
|
714,000
|
10,186
|
|
Aeon Co. Ltd.
|
764,573
|
9,868
|
|
Yamato Holdings Co. Ltd.
|
526,700
|
9,736
|
|
* Kansai Electric Power Co. Inc.
|
978,150
|
9,643
|
|
Fujitsu Ltd.
|
2,339,000
|
9,641
|
|
Aisin Seiki Co. Ltd.
|
262,200
|
9,609
|
|
Tokyo Electron Ltd.
|
214,700
|
9,499
|
|
Bank of Yokohama Ltd.
|
1,621,000
|
9,385
|
|
NKSJ Holdings Inc.
|
442,600
|
9,234
|
|
Daito Trust Construction Co. Ltd.
|
108,000
|
9,201
|
|
Yahoo Japan Corp.
|
19,870
|
9,140
|
|
NEC Corp.
|
3,496,400
|
9,100
|
|
Shionogi & Co. Ltd.
|
438,700
|
9,055
|
|
Asahi Glass Co. Ltd.
|
1,310,035
|
8,976
|
|
Ricoh Co. Ltd.
|
834,000
|
8,895
|
|
Rakuten Inc.
|
873,200
|
8,877
|
|
Terumo Corp.
|
204,000
|
8,777
|
|
Isuzu Motors Ltd.
|
1,471,000
|
8,673
|
|
Toyota Tsusho Corp.
|
333,893
|
8,651
|
|
Chiba Bank Ltd.
|
1,203,000
|
8,626
|
|
Nidec Corp.
|
143,300
|
8,570
|
|
T&D Holdings Inc.
|
709,330
|
8,560
|
|
Unicharm Corp.
|
144,200
|
8,532
|
|
Nippon Yusen KK
|
3,305,000
|
8,532
|
|
Hankyu Hanshin Holdings Inc.
|
1,396,000
|
8,438
|
|
Keio Corp.
|
964,000
|
8,285
|
|
Shimano Inc.
|
97,500
|
8,234
|
|
Chugai Pharmaceutical Co. Ltd.
|
359,400
|
8,144
|
|
Mitsubishi Chemical Holdings Corp.
|
1,736,000
|
8,022
|
|
Tokyu Land Corp.
|
850,000
|
7,919
|
|
|
|
|
|
Tobu Railway Co. Ltd.
|
1,376,000
|
7,849
|
|
Credit Saison Co. Ltd.
|
311,200
|
7,749
|
|
Kuraray Co. Ltd.
|
512,600
|
7,640
|
|
Keikyu Corp.
|
708,000
|
7,408
|
|
Dentsu Inc.
|
248,100
|
7,356
|
|
JGC Corp.
|
287,000
|
7,253
|
|
Dai Nippon Printing Co. Ltd.
|
759,800
|
7,151
|
|
Sekisui Chemical Co. Ltd.
|
652,000
|
7,148
|
|
LIXIL Group Corp.
|
360,612
|
7,118
|
|
Omron Corp.
|
288,200
|
7,103
|
|
Shiseido Co. Ltd.
|
503,500
|
7,098
|
|
Sysmex Corp.
|
105,800
|
6,507
|
|
Lawson Inc.
|
84,190
|
6,484
|
|
Nippon Express Co. Ltd.
|
1,327,000
|
6,470
|
|
* Olympus Corp.
|
275,200
|
6,464
|
|
Makita Corp.
|
141,800
|
6,440
|
|
Japan Exchange Group Inc.
|
69,700
|
6,316
|
|
Joyo Bank Ltd.
|
1,126,000
|
6,304
|
|
Sumitomo Chemical Co. Ltd.
|
2,022,000
|
6,294
|
|
Mitsui OSK Lines Ltd.
|
1,898,000
|
6,230
|
|
Isetan Mitsukoshi Holdings Ltd.
|
431,140
|
6,220
|
|
Toppan Printing Co. Ltd.
|
862,000
|
6,190
|
|
Kawasaki Heavy Industries Ltd.
|
1,964,000
|
6,155
|
|
Sega Sammy Holdings Inc.
|
301,388
|
6,118
|
|
NTT Data Corp.
|
1,821
|
6,065
|
|
* Kyushu Electric Power Co. Inc.
|
576,600
|
5,984
|
|
Hisamitsu Pharmaceutical Co. Inc.
|
109,300
|
5,968
|
|
Suruga Bank Ltd.
|
368,000
|
5,938
|
|
JSR Corp.
|
276,100
|
5,608
|
|
TDK Corp.
|
160,700
|
5,582
|
|
* Mitsubishi Motors Corp.
|
5,358,000
|
5,578
|
|
Mitsubishi UFJ Lease & Finance Co. Ltd.
|
1,053,800
|
5,564
|
|
Mitsubishi Tanabe Pharma Corp.
|
358,650
|
5,505
|
|
IHI Corp.
|
1,801,000
|
5,472
|
|
Bank of Kyoto Ltd.
|
560,000
|
5,461
|
|
Yakult Honsha Co. Ltd.
|
135,000
|
5,457
|
|
Keisei Electric Railway Co. Ltd.
|
505,000
|
5,381
|
|
Nomura Real Estate Holdings Inc.
|
239,171
|
5,295
|
|
Chugoku Electric Power Co. Inc.
|
396,700
|
5,289
|
|
Kyowa Hakko Kirin Co. Ltd.
|
463,000
|
5,282
|
|
Konica Minolta Holdings Inc.
|
720,000
|
5,262
|
|
* Tokyo Electric Power Co. Inc.
|
1,876,370
|
5,083
|
|
Hachijuni Bank Ltd.
|
835,600
|
5,051
|
|
Aeon Credit Service Co. Ltd.
|
176,510
|
5,014
|
|
Nissin Foods Holdings Co. Ltd.
|
107,600
|
5,012
|
|
Namco Bandai Holdings Inc.
|
283,000
|
5,006
|
|
Toho Co. Ltd.
|
240,400
|
5,005
|
|
Daihatsu Motor Co. Ltd.
|
240,000
|
4,977
|
|
Yamaha Motor Co. Ltd.
|
359,600
|
4,928
|
|
J Front Retailing Co. Ltd.
|
618,200
|
4,787
|
|
* Tohoku Electric Power Co. Inc.
|
592,500
|
4,784
|
|
Yamada Denki Co. Ltd.
|
104,590
|
4,772
|
|
NSK Ltd.
|
610,000
|
4,633
|
|
Santen Pharmaceutical Co. Ltd.
|
95,500
|
4,515
|
|
Obayashi Corp.
|
942,000
|
4,503
|
|
NGK Insulators Ltd.
|
417,000
|
4,487
|
|
Kikkoman Corp.
|
254,000
|
4,471
|
|
|
|
|
|
Electric Power Development Co. Ltd.
|
168,440
|
4,432
|
|
Fukuoka Financial Group Inc.
|
861,800
|
4,422
|
|
Jupiter Telecommunications Co. Ltd.
|
3,368
|
4,419
|
|
TonenGeneral Sekiyu KK
|
450,000
|
4,417
|
|
Takashimaya Co. Ltd.
|
443,860
|
4,413
|
|
Mitsubishi Materials Corp.
|
1,541,000
|
4,387
|
|
Rohm Co. Ltd.
|
119,400
|
4,376
|
|
Dainippon Sumitomo Pharma Co. Ltd.
|
233,900
|
4,361
|
|
Shinsei Bank Ltd.
|
1,934,014
|
4,356
|
|
Benesse Holdings Inc.
|
100,800
|
4,331
|
|
Trend Micro Inc.
|
150,300
|
4,274
|
|
Oji Holdings Corp.
|
1,154,000
|
4,254
|
|
MEIJI Holdings Co. Ltd.
|
90,354
|
4,190
|
|
Aeon Mall Co. Ltd.
|
136,200
|
4,126
|
|
Gunma Bank Ltd.
|
679,000
|
4,083
|
|
Mitsubishi Logistics Corp.
|
219,000
|
4,062
|
|
Dena Co. Ltd.
|
149,600
|
4,060
|
|
Taisei Corp.
|
1,469,000
|
4,042
|
|
TOTO Ltd.
|
453,000
|
4,018
|
|
SBI Holdings Inc.
|
452,790
|
3,997
|
|
Mitsubishi Gas Chemical Co. Inc.
|
590,000
|
3,892
|
|
Kurita Water Industries Ltd.
|
175,500
|
3,841
|
|
Tsumura & Co.
|
104,000
|
3,839
|
|
Nishi-Nippon City Bank Ltd.
|
1,218,000
|
3,817
|
|
Suzuken Co. Ltd.
|
102,460
|
3,810
|
|
* Kobe Steel Ltd.
|
3,272,000
|
3,789
|
|
* Sharp Corp.
|
1,303,000
|
3,765
|
|
Shimadzu Corp.
|
527,000
|
3,756
|
|
Toho Gas Co. Ltd.
|
571,000
|
3,718
|
|
Stanley Electric Co. Ltd.
|
211,200
|
3,718
|
|
Marui Group Co. Ltd.
|
357,400
|
3,702
|
|
Aozora Bank Ltd.
|
1,304,604
|
3,659
|
|
Sankyo Co. Ltd.
|
76,000
|
3,597
|
|
Miraca Holdings Inc.
|
72,100
|
3,512
|
|
THK Co. Ltd.
|
181,500
|
3,505
|
|
Taiheiyo Cement Corp.
|
1,490,000
|
3,498
|
|
* Shikoku Electric Power Co. Inc.
|
238,700
|
3,469
|
|
Nitori Holdings Co. Ltd.
|
45,350
|
3,469
|
|
Kajima Corp.
|
1,264,000
|
3,437
|
|
Sumitomo Rubber Industries Ltd.
|
199,800
|
3,402
|
|
Nippon Meat Packers Inc.
|
204,000
|
3,361
|
|
All Nippon Airways Co. Ltd.
|
1,642,317
|
3,350
|
|
Toyo Seikan Kaisha Ltd.
|
235,600
|
3,314
|
|
Toyo Suisan Kaisha Ltd.
|
107,000
|
3,274
|
|
Japan Airlines Co. Ltd.
|
70,214
|
3,260
|
|
FamilyMart Co. Ltd.
|
70,500
|
3,258
|
|
Coca-Cola West Co. Ltd.
|
185,900
|
3,245
|
|
Yokogawa Electric Corp.
|
321,700
|
3,233
|
|
Amada Co. Ltd.
|
482,000
|
3,221
|
|
Hino Motors Ltd.
|
300,000
|
3,219
|
|
* Hokkaido Electric Power Co. Inc.
|
300,200
|
3,167
|
|
Hamamatsu Photonics KK
|
78,300
|
3,152
|
|
Otsuka Corp.
|
29,060
|
3,152
|
|
Sony Financial Holdings Inc.
|
209,900
|
3,144
|
|
Chugoku Bank Ltd.
|
192,000
|
3,135
|
|
Asics Corp.
|
184,596
|
3,090
|
|
Showa Denko KK
|
2,062,000
|
3,089
|
|
|
|
|
|
Teijin Ltd.
|
1,328,000
|
3,075
|
|
Nisshin Seifun Group Inc.
|
225,400
|
3,062
|
|
NGK Spark Plug Co. Ltd.
|
200,000
|
3,051
|
|
Kamigumi Co. Ltd.
|
327,000
|
3,040
|
|
JTEKT Corp.
|
320,200
|
3,034
|
|
Alfresa Holdings Corp.
|
55,900
|
3,023
|
|
Hokuriku Electric Power Co.
|
243,300
|
2,996
|
|
Sojitz Corp.
|
1,941,500
|
2,991
|
|
Hiroshima Bank Ltd.
|
598,000
|
2,922
|
|
Advantest Corp.
|
201,900
|
2,887
|
|
Konami Corp.
|
142,800
|
2,875
|
|
Shimizu Corp.
|
883,000
|
2,870
|
|
Oracle Corp. Japan
|
63,400
|
2,869
|
|
Brother Industries Ltd.
|
274,000
|
2,864
|
|
Don Quijote Co. Ltd.
|
64,100
|
2,839
|
|
Kansai Paint Co. Ltd.
|
255,000
|
2,833
|
|
Sumitomo Heavy Industries Ltd.
|
700,000
|
2,833
|
|
Nomura Research Institute Ltd.
|
109,500
|
2,810
|
|
Yamaha Corp.
|
281,500
|
2,793
|
|
Shimamura Co. Ltd.
|
23,600
|
2,788
|
|
NHK Spring Co. Ltd.
|
263,800
|
2,749
|
|
Yaskawa Electric Corp.
|
276,000
|
2,736
|
|
Iyo Bank Ltd.
|
288,000
|
2,720
|
|
Rinnai Corp.
|
37,800
|
2,718
|
|
Fuji Electric Co. Ltd.
|
931,000
|
2,710
|
|
Mitsui Chemicals Inc.
|
1,237,000
|
2,694
|
|
Nippon Electric Glass Co. Ltd.
|
526,500
|
2,673
|
|
Casio Computer Co. Ltd.
|
345,700
|
2,662
|
|
Japan Steel Works Ltd.
|
499,513
|
2,658
|
|
USS Co. Ltd.
|
22,370
|
2,626
|
|
MediPal Holdings Corp.
|
182,400
|
2,579
|
|
Toyoda Gosei Co. Ltd.
|
110,700
|
2,568
|
|
Park24 Co. Ltd.
|
128,300
|
2,513
|
|
Hitachi Construction Machinery Co. Ltd.
|
116,500
|
2,510
|
|
Yamaguchi Financial Group Inc.
|
246,000
|
2,488
|
|
Ibiden Co. Ltd.
|
159,700
|
2,487
|
|
Daicel Corp.
|
312,000
|
2,473
|
|
Nabtesco Corp.
|
116,800
|
2,401
|
|
Idemitsu Kosan Co. Ltd.
|
27,709
|
2,390
|
|
ABC-Mart Inc.
|
62,300
|
2,373
|
|
McDonald's Holdings Co. Japan Ltd.
|
86,700
|
2,360
|
|
Yamazaki Baking Co. Ltd.
|
173,000
|
2,352
|
|
NOK Corp.
|
163,400
|
2,343
|
|
Chiyoda Corp.
|
207,809
|
2,316
|
|
Air Water Inc.
|
160,805
|
2,310
|
|
Furukawa Electric Co. Ltd.
|
1,029,000
|
2,296
|
|
Citizen Holdings Co. Ltd.
|
428,700
|
2,250
|
|
Sanrio Co. Ltd.
|
50,200
|
2,237
|
|
Calbee Inc.
|
27,049
|
2,192
|
|
Ube Industries Ltd.
|
1,096,000
|
2,154
|
|
Hakuhodo DY Holdings Inc.
|
28,100
|
2,140
|
|
Nippon Paper Group Inc.
|
137,400
|
2,096
|
|
Showa Shell Sekiyu KK
|
278,600
|
2,060
|
|
GS Yuasa Corp.
|
508,000
|
2,056
|
|
Koito Manufacturing Co. Ltd.
|
115,712
|
2,013
|
|
Taiyo Nippon Sanso Corp.
|
283,000
|
1,918
|
|
* Acom Co. Ltd.
|
66,360
|
1,903
|
|
|
|
|
|
Sumco Corp.
|
162,560
|
1,882
|
|
Kaneka Corp.
|
303,000
|
1,754
|
|
Hitachi Metals Ltd.
|
187,000
|
1,750
|
|
Daido Steel Co. Ltd.
|
315,000
|
1,713
|
|
Gree Inc.
|
135,400
|
1,673
|
|
Denki Kagaku Kogyo KK
|
442,000
|
1,568
|
|
M3 Inc.
|
768
|
1,484
|
|
Hitachi Chemical Co. Ltd.
|
97,700
|
1,480
|
|
Yamato Kogyo Co. Ltd.
|
49,300
|
1,446
|
|
* Cosmo Oil Co. Ltd.
|
681,000
|
1,432
|
|
Nexon Co. Ltd.
|
144,900
|
1,408
|
|
Itochu Techno-Solutions Corp.
|
27,100
|
1,359
|
|
Hitachi High-Technologies Corp.
|
63,251
|
1,330
|
|
Toyota Boshoku Corp.
|
83,400
|
1,169
|
|
Ushio Inc.
|
72,400
|
749
|
|
|
|
3,089,965
|
|
Netherlands (2.4%)
|
|
|
|
Unilever NV
|
2,070,433
|
84,833
|
|
Koninklijke Philips Electronics NV
|
1,280,924
|
37,899
|
|
* ING Groep NV
|
4,842,696
|
34,845
|
|
ASML Holding NV
|
402,946
|
27,141
|
|
Heineken NV
|
297,746
|
22,458
|
|
Koninklijke Ahold NV
|
1,243,113
|
19,057
|
|
Akzo Nobel NV
|
298,264
|
18,951
|
|
Aegon NV
|
2,308,599
|
13,940
|
|
Koninklijke DSM NV
|
208,131
|
12,128
|
|
Reed Elsevier NV
|
704,494
|
12,078
|
|
* DE Master Blenders 1753 NV
|
716,601
|
11,074
|
|
Wolters Kluwer NV
|
436,867
|
9,546
|
|
Corio NV
|
174,787
|
8,165
|
|
Heineken Holding NV
|
116,964
|
7,505
|
|
Koninklijke Vopak NV
|
113,170
|
6,827
|
|
Randstad Holding NV
|
160,727
|
6,598
|
|
Fugro NV
|
82,516
|
4,574
|
|
* Ziggo NV
|
128,713
|
4,529
|
|
Koninklijke KPN NV
|
1,299,082
|
4,376
|
|
Delta Lloyd NV
|
189,181
|
3,258
|
|
Koninklijke Boskalis Westminster NV
|
71,623
|
2,849
|
|
TNT Express NV
|
328,589
|
2,410
|
|
|
|
355,041
|
|
New Zealand (0.1%)
|
|
|
|
Fletcher Building Ltd.
|
900,541
|
6,474
|
|
Telecom Corp. of New Zealand Ltd.
|
2,891,995
|
5,676
|
|
SKYCITY Entertainment Group Ltd.
|
1,056,195
|
3,902
|
|
Auckland International Airport Ltd.
|
1,224,051
|
3,021
|
|
Contact Energy Ltd.
|
336,094
|
1,603
|
|
|
|
20,676
|
|
Norway (0.9%)
|
|
|
|
Statoil ASA
|
1,448,896
|
35,372
|
|
Telenor ASA
|
945,967
|
20,828
|
|
DNB ASA
|
1,163,370
|
17,122
|
|
Seadrill Ltd.
|
466,461
|
16,999
|
|
Yara International ASA
|
255,222
|
11,651
|
|
Orkla ASA
|
1,196,389
|
9,617
|
|
Subsea 7 SA
|
311,208
|
7,314
|
|
Norsk Hydro ASA
|
1,341,260
|
5,840
|
|
|
|
|
|
Aker Solutions ASA
|
193,672
|
3,635
|
|
Gjensidige Forsikring ASA
|
189,363
|
3,133
|
|
|
|
131,511
|
|
Portugal (0.2%)
|
|
|
|
EDP - Energias de Portugal SA
|
2,437,398
|
7,511
|
|
Portugal Telecom SGPS SA
|
1,044,664
|
5,179
|
|
Galp Energia SGPS SA
|
313,587
|
4,916
|
|
Jeronimo Martins SGPS SA
|
248,354
|
4,836
|
|
* Banco Espirito Santo SA
|
3,006,467
|
3,084
|
|
|
|
25,526
|
|
Singapore (1.8%)
|
|
|
|
DBS Group Holdings Ltd.
|
2,481,123
|
32,113
|
|
Singapore Telecommunications Ltd.
|
10,355,290
|
30,024
|
|
Oversea-Chinese Banking Corp. Ltd.
|
3,476,300
|
29,947
|
|
United Overseas Bank Ltd.
|
1,636,504
|
26,979
|
|
Keppel Corp. Ltd.
|
1,748,904
|
15,843
|
|
CapitaLand Ltd.
|
3,854,000
|
11,023
|
|
Genting Singapore plc
|
8,603,000
|
10,408
|
|
Singapore Press Holdings Ltd.
|
2,589,250
|
9,366
|
|
Singapore Exchange Ltd.
|
1,354,000
|
8,435
|
|
Singapore Airlines Ltd.
|
861,502
|
7,568
|
|
Global Logistic Properties Ltd.
|
3,113,400
|
6,612
|
|
Wilmar International Ltd.
|
2,179,000
|
6,092
|
|
Singapore Technologies Engineering Ltd.
|
1,738,906
|
6,058
|
|
Hutchison Port Holdings Trust
|
7,082,251
|
6,043
|
|
City Developments Ltd.
|
617,000
|
5,658
|
|
Noble Group Ltd.
|
5,724,766
|
5,640
|
|
SembCorp Industries Ltd.
|
1,261,660
|
5,297
|
|
ComfortDelGro Corp. Ltd.
|
3,365,184
|
5,193
|
|
Jardine Cycle & Carriage Ltd.
|
124,037
|
5,129
|
|
Golden Agri-Resources Ltd.
|
10,409,020
|
4,871
|
|
Keppel Land Ltd.
|
1,158,000
|
3,693
|
|
Olam International Ltd.
|
2,590,800
|
3,607
|
|
SembCorp Marine Ltd.
|
983,600
|
3,529
|
|
UOL Group Ltd.
|
610,750
|
3,449
|
|
StarHub Ltd.
|
699,000
|
2,457
|
|
Yangzijiang Shipbuilding Holdings Ltd.
|
1,865,000
|
1,466
|
|
|
|
256,500
|
|
Spain (2.7%)
|
|
|
|
* Banco Santander SA
|
13,114,529
|
88,846
|
|
Telefonica SA
|
5,052,249
|
68,451
|
|
Banco Bilbao Vizcaya Argentaria SA
|
6,748,134
|
58,924
|
|
Inditex SA
|
267,462
|
35,642
|
|
Iberdrola SA
|
5,688,942
|
26,595
|
|
* Repsol SA
|
1,040,523
|
21,139
|
|
Amadeus IT Holding SA
|
374,062
|
10,140
|
|
Abertis Infraestructuras SA
|
520,828
|
8,775
|
|
Ferrovial SA
|
546,674
|
8,701
|
|
Gas Natural SDG SA
|
466,836
|
8,284
|
|
Red Electrica Corp. SA
|
152,878
|
7,699
|
|
* Grifols SA
|
179,442
|
6,665
|
|
* Banco de Sabadell SA
|
3,525,166
|
6,491
|
|
Distribuidora Internacional de Alimentacion SA
|
886,821
|
6,155
|
|
* International Consolidated Airlines Group SA
|
1,466,366
|
5,657
|
|
Enagas SA
|
228,711
|
5,334
|
|
Banco Popular Espanol SA
|
6,851,199
|
5,095
|
|
|
|
|
|
* CaixaBank
|
1,341,182
|
4,550
|
|
* ACS Actividades de Construccion y Servicios SA
|
186,160
|
4,362
|
|
Mapfre SA
|
1,062,316
|
3,301
|
|
Zardoya Otis SA
|
152,175
|
2,040
|
|
Acciona SA
|
36,719
|
2,011
|
|
* Bankia SA
|
1,181,836
|
251
|
|
|
|
395,108
|
|
Sweden (3.3%)
|
|
|
|
Telefonaktiebolaget LM Ericsson Class B
|
3,825,860
|
47,929
|
|
Hennes & Mauritz AB Class B
|
1,203,652
|
43,108
|
|
Nordea Bank AB
|
3,586,549
|
40,688
|
|
Svenska Handelsbanken AB Class A
|
692,892
|
29,636
|
|
Volvo AB Class B
|
1,863,778
|
27,211
|
|
Atlas Copco AB Class A
|
907,021
|
25,808
|
|
Swedbank AB Class A
|
1,056,044
|
24,061
|
|
TeliaSonera AB
|
2,993,878
|
21,382
|
|
Sandvik AB
|
1,324,590
|
20,433
|
|
* Svenska Cellulosa AB Class B
|
712,571
|
18,397
|
|
Skandinaviska Enskilda Banken AB Class A
|
1,690,719
|
17,003
|
|
Assa Abloy AB Class B
|
367,606
|
15,028
|
|
SKF AB
|
546,282
|
13,348
|
|
Atlas Copco AB Class B
|
496,462
|
12,579
|
|
Alfa Laval AB
|
477,490
|
11,023
|
|
Hexagon AB Class B
|
356,300
|
9,730
|
|
Electrolux AB Class B
|
359,207
|
9,156
|
|
Getinge AB
|
295,292
|
9,017
|
|
Skanska AB Class B
|
490,461
|
8,882
|
|
Investment AB Kinnevik
|
364,379
|
8,846
|
|
Swedish Match AB
|
253,224
|
7,861
|
|
Tele2 AB
|
445,302
|
7,767
|
|
Scania AB Class B
|
352,395
|
7,393
|
|
Millicom International Cellular SA
|
91,493
|
7,310
|
|
Elekta AB Class B
|
436,252
|
6,618
|
|
* Lundin Petroleum AB
|
291,057
|
6,325
|
|
Boliden AB
|
330,799
|
5,344
|
|
Securitas AB Class B
|
518,719
|
4,888
|
|
Ratos AB
|
326,879
|
3,459
|
|
* Husqvarna AB
|
464,979
|
2,751
|
|
|
|
472,981
|
|
Switzerland (9.1%)
|
|
|
|
Nestle SA
|
4,047,851
|
292,962
|
|
Novartis AG
|
2,910,958
|
207,470
|
|
Roche Holding AG
|
887,187
|
206,824
|
|
UBS AG
|
4,565,767
|
70,209
|
|
ABB Ltd.
|
2,743,328
|
62,278
|
|
Zurich Insurance Group AG
|
188,436
|
52,602
|
|
Cie Financiere Richemont SA
|
653,135
|
51,422
|
|
Syngenta AG
|
117,938
|
49,352
|
|
Credit Suisse Group AG
|
1,557,518
|
40,964
|
|
Swiss Re AG
|
467,325
|
38,060
|
|
Holcim Ltd.
|
300,870
|
24,032
|
|
* Transocean Ltd.
|
450,616
|
23,281
|
|
Swatch Group AG (Bearer)
|
37,801
|
22,038
|
|
SGS SA
|
5,990
|
14,702
|
|
Swisscom AG
|
31,325
|
14,507
|
|
Givaudan SA
|
10,599
|
13,030
|
|
|
|
|
|
Julius Baer Group Ltd.
|
300,150
|
11,698
|
|
Geberit AG
|
47,242
|
11,649
|
|
Adecco SA
|
163,099
|
8,946
|
|
Actelion Ltd.
|
159,371
|
8,666
|
|
Aryzta AG
|
135,758
|
8,024
|
|
Sonova Holding AG
|
65,853
|
7,908
|
|
Swatch Group AG (Registered)
|
73,223
|
7,445
|
|
Kuehne & Nagel International AG
|
67,210
|
7,338
|
|
Schindler Holding AG
|
49,469
|
7,256
|
|
Swiss Life Holding AG
|
43,143
|
6,413
|
|
Sika AG
|
2,379
|
5,788
|
|
Partners Group Holding AG
|
21,235
|
5,244
|
|
Lindt & Spruengli AG (Regular)
|
115
|
5,189
|
|
Baloise Holding AG
|
51,619
|
4,850
|
|
Schindler Holding AG (Registered)
|
32,829
|
4,685
|
|
Sulzer AG
|
23,852
|
4,081
|
|
Lindt & Spruengli AG
|
1,001
|
3,854
|
|
Lonza Group AG
|
58,442
|
3,800
|
|
Banque Cantonale Vaudoise
|
5,258
|
2,938
|
|
EMS-Chemie Holding AG
|
9,514
|
2,865
|
|
Barry Callebaut AG
|
1,993
|
1,923
|
|
|
|
1,314,293
|
|
United Kingdom (21.9%)
|
|
|
|
HSBC Holdings plc
|
22,965,527
|
245,034
|
|
Vodafone Group plc
|
61,903,533
|
175,663
|
|
BP plc
|
23,982,787
|
168,648
|
|
Royal Dutch Shell plc Class A
|
4,631,135
|
148,346
|
|
GlaxoSmithKline plc
|
6,264,887
|
146,706
|
|
British American Tobacco plc
|
2,429,390
|
130,271
|
|
Royal Dutch Shell plc Class B
|
3,368,939
|
112,035
|
|
Diageo plc
|
3,188,373
|
100,468
|
|
Rio Tinto plc
|
1,668,146
|
78,571
|
|
AstraZeneca plc
|
1,565,713
|
78,538
|
|
Standard Chartered plc
|
3,012,802
|
78,231
|
|
BHP Billiton plc
|
2,631,121
|
76,623
|
|
BG Group plc
|
4,288,679
|
73,800
|
|
Unilever plc
|
1,618,840
|
68,473
|
|
Barclays plc
|
14,684,964
|
65,338
|
|
SABMiller plc
|
1,211,265
|
63,889
|
|
Reckitt Benckiser Group plc
|
816,344
|
58,612
|
|
Tesco plc
|
9,955,434
|
57,873
|
|
Prudential plc
|
3,301,668
|
53,624
|
|
National Grid plc
|
4,564,077
|
53,034
|
|
Anglo American plc (London Shares)
|
1,712,649
|
44,226
|
|
Imperial Tobacco Group plc
|
1,249,392
|
43,698
|
|
Xstrata plc
|
2,603,531
|
42,385
|
|
BT Group plc
|
9,936,332
|
41,967
|
|
Rolls-Royce Holdings plc
|
2,384,754
|
41,035
|
|
* Lloyds Banking Group plc
|
53,740,589
|
40,043
|
|
Centrica plc
|
6,392,255
|
35,782
|
|
SSE plc
|
1,207,057
|
27,287
|
|
Compass Group plc
|
2,088,356
|
26,729
|
|
WPP plc
|
1,631,159
|
26,068
|
|
Glencore International plc
|
4,735,262
|
25,694
|
|
BAE Systems plc
|
4,097,975
|
24,605
|
|
ARM Holdings plc
|
1,676,824
|
23,627
|
|
Tullow Oil plc
|
1,171,979
|
21,939
|
|
|
|
|
|
Experian plc
|
1,256,312
|
21,774
|
|
Shire plc
|
698,424
|
21,270
|
|
Old Mutual plc
|
6,452,166
|
19,936
|
|
Legal & General Group plc
|
7,520,118
|
19,790
|
|
Land Securities Group plc
|
1,565,011
|
19,756
|
|
Reed Elsevier plc
|
1,605,676
|
19,104
|
|
Pearson plc
|
1,051,155
|
18,914
|
|
British Sky Broadcasting Group plc
|
1,396,930
|
18,776
|
|
Wolseley plc
|
354,541
|
17,681
|
|
Standard Life plc
|
3,121,036
|
17,401
|
|
Aviva plc
|
3,556,466
|
16,121
|
|
Hammerson plc
|
2,055,002
|
15,404
|
|
British Land Co. plc
|
1,855,011
|
15,356
|
|
Next plc
|
210,460
|
13,982
|
|
Associated British Foods plc
|
462,481
|
13,377
|
|
Kingfisher plc
|
3,015,084
|
13,216
|
|
Smith & Nephew plc
|
1,102,964
|
12,757
|
|
Marks & Spencer Group plc
|
2,093,418
|
12,414
|
|
Capita plc
|
868,355
|
11,870
|
|
Burberry Group plc
|
574,084
|
11,622
|
|
Intertek Group plc
|
208,934
|
10,796
|
|
* Royal Bank of Scotland Group
|
2,546,399
|
10,700
|
|
Segro plc
|
2,675,692
|
10,364
|
|
WM Morrison Supermarkets plc
|
2,372,836
|
9,974
|
|
Smiths Group plc
|
512,624
|
9,818
|
|
ITV plc
|
4,936,601
|
9,734
|
|
United Utilities Group plc
|
899,132
|
9,690
|
|
Johnson Matthey plc
|
274,984
|
9,647
|
|
Aggreko plc
|
347,353
|
9,427
|
|
J Sainsbury plc
|
1,591,495
|
9,167
|
|
Rexam plc
|
1,138,265
|
9,140
|
|
Sage Group plc
|
1,726,726
|
9,005
|
|
Intu Properties plc
|
1,758,267
|
8,956
|
|
InterContinental Hotels Group plc
|
291,789
|
8,919
|
|
Bunzl plc
|
448,436
|
8,851
|
|
Carnival plc
|
249,739
|
8,731
|
|
Randgold Resources Ltd.
|
100,106
|
8,633
|
|
G4S plc
|
1,922,463
|
8,543
|
|
Severn Trent plc
|
320,736
|
8,358
|
|
Weir Group plc
|
233,262
|
8,048
|
|
Antofagasta plc
|
528,529
|
7,934
|
|
Whitbread plc
|
198,738
|
7,773
|
|
Resolution Ltd.
|
1,859,728
|
7,726
|
|
RSA Insurance Group plc
|
4,240,333
|
7,519
|
|
Petrofac Ltd.
|
338,711
|
7,394
|
|
Croda International plc
|
173,452
|
7,245
|
|
AMEC plc
|
431,173
|
6,929
|
|
GKN plc
|
1,655,521
|
6,672
|
|
Aberdeen Asset Management plc
|
1,012,596
|
6,617
|
|
IMI plc
|
316,028
|
6,239
|
|
Babcock International Group plc
|
374,109
|
6,195
|
|
Admiral Group plc
|
290,847
|
5,901
|
|
Tate & Lyle plc
|
446,686
|
5,772
|
|
Schroders plc (Voting Shares)
|
177,275
|
5,695
|
|
Invensys plc
|
1,053,769
|
5,644
|
|
Fresnillo plc
|
252,804
|
5,229
|
|
Melrose Industries plc
|
1,285,870
|
5,208
|
|
|
|
|
|
Inmarsat plc
|
469,936
|
5,031
|
|
Serco Group plc
|
522,727
|
4,997
|
|
Meggitt plc
|
655,313
|
4,903
|
|
Investec plc
|
606,780
|
4,244
|
|
London Stock Exchange Group plc
|
201,455
|
4,006
|
|
Hargreaves Lansdown plc
|
284,717
|
3,765
|
|
Cobham plc
|
988,562
|
3,661
|
|
ICAP plc
|
807,959
|
3,575
|
|
Balfour Beatty plc
|
898,518
|
3,214
|
|
TUI Travel plc
|
541,232
|
2,685
|
|
Vedanta Resources plc
|
160,268
|
2,459
|
|
Royal Dutch Shell plc Class A (Amsterdam Shares)
|
55,733
|
1,801
|
|
Eurasian Natural Resources Corp. plc
|
346,563
|
1,302
|
|
Kazakhmys plc
|
208,462
|
1,247
|
|
Evraz plc
|
299,933
|
1,016
|
|
|
|
3,175,482
|
|
Total Investments (99.9%) (Cost $13,536,134)
|
|
14,456,257
|
|
Other Assets and Liabilities-Net (0.1%)
|
|
10,863
|
|
Net Assets (100%)
|
|
14,467,120
|
* 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. 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).
Tax-Managed International Fund
The following table summarizes the market value of the fund's investments as of March 31, 2013, based on the inputs used to value them:
|
|
|
|
|
|
|
Level 1
|
Level 2
|
Level 3
|
|
Investments
|
($000)
|
($000)
|
($000)
|
|
Common Stocks
|
3,091,464
|
11,364,793
|
—
|
$3,089,966,000 of securities that are valued in this report based on Level 1 inputs are normally valued based on Level 2 inputs. These securities were valued on March 29, 2013, closing prices because their markets were open while U.S. markets were closed.
D.
At March 31, 2013, the cost of investment securities for tax purposes was $13,536,135,000. Net unrealized appreciation of investment securities for tax purposes was $920,122,000, consisting of unrealized gains of $2,161,044,000 on securities that had risen in value since their purchase and $1,240,922,000 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: May 17, 2013
|
|
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
|
|
|
|
|
VANGUARD TAX-MANAGED FUNDS
|
|
By:
|
/s/ F. WILLIAM MCNABB III*
|
|
|
F. WILLIAM MCNABB III
|
|
|
CHIEF EXECUTIVE OFFICER
|
|
Date: May 17, 2013
|
|
|
|
VANGUARD TAX-MANAGED FUNDS
|
|
By:
|
/s/ THOMAS J. HIGGINS*
|
|
|
THOMAS J. HIGGINS
|
|
|
CHIEF FINANCIAL OFFICER
|
|
Date: May 17, 2013
|
|
* By:/s/ Heidi Stam
Heidi Stam, pursuant to a Power of Attorney filed on
March 27, 2012 see file Number 2-11444
,
Incorporated by Reference.