Vanguard High Yield Dividend Index Fund
Schedule of Investments
July 31, 2007
|
|
Shares
|
Market
Value
($000)
|
|
Common Stocks (99.9%)
|
|
|
|
Consumer Discretionary (6.3%)
|
Home Depot, Inc.
|
42,232
|
1,570
|
McDonald's Corp.
|
25,618
|
1,226
|
CBS Corp.
|
14,388
|
456
|
Carnival Corp.
|
10,039
|
445
|
Clear Channel Communications, Inc.
|
10,675
|
394
|
General Motors Corp.
|
12,149
|
394
|
Harrah's Entertainment, Inc.
|
3,979
|
337
|
Ford Motor Co.
|
38,660
|
329
|
Fortune Brands, Inc.
|
3,294
|
268
|
Gannett Co., Inc.
|
5,056
|
252
|
Limited Brands, Inc.
|
8,496
|
205
|
VF Corp.
|
2,360
|
202
|
Mattel, Inc.
|
8,394
|
192
|
Whirlpool Corp.
|
1,705
|
174
|
Genuine Parts Co.
|
3,616
|
172
|
Newell Rubbermaid, Inc.
|
5,933
|
157
|
Eastman Kodak Co.
|
6,196
|
156
|
H & R Block, Inc.
|
6,911
|
138
|
Black & Decker Corp.
|
1,420
|
123
|
D. R. Horton, Inc.
|
6,778
|
111
|
The Stanley Works
|
1,802
|
100
|
Autoliv, Inc.
|
1,753
|
98
|
Hasbro, Inc.
|
3,360
|
94
|
Leggett & Platt, Inc.
|
3,940
|
82
|
New York Times Co. Class A
|
3,168
|
72
|
Tribune Co.
|
2,523
|
71
|
Snap-On Inc.
|
1,300
|
68
|
KB Home
|
1,980
|
63
|
Gentex Corp.
|
2,993
|
59
|
Dow Jones & Co., Inc.
|
1,004
|
58
|
Regal Entertainment Group Class A
|
2,675
|
57
|
* Lear Corp.
|
1,615
|
54
|
Polaris Industries, Inc.
|
798
|
39
|
Tupperware Brands Corp.
|
1,384
|
36
|
Belo Corp. Class A
|
1,892
|
34
|
Cooper Tire & Rubber Co.
|
1,338
|
31
|
ArvinMeritor, Inc.
|
1,462
|
29
|
Callaway Golf Co.
|
1,591
|
26
|
Ethan Allen Interiors, Inc.
|
749
|
26
|
IHOP Corp.
|
362
|
24
|
American Axle & Manufacturing Holdings, Inc.
|
932
|
23
|
Citadel Broadcasting Corp.
|
4,118
|
21
|
Modine Manufacturing Co.
|
791
|
20
|
Warner Music Group Corp.
|
1,609
|
20
|
The Pep Boys (Manny, Moe & Jack)
|
1,125
|
19
|
Kellwood Co.
|
646
|
17
|
Asbury Automotive Group, Inc.
|
692
|
15
|
Entercom Communications Corp.
|
658
|
15
|
Triarc Cos., Inc. Class B
|
994
|
14
|
Blyth, Inc.
|
614
|
14
|
Media General, Inc. Class A
|
476
|
13
|
Lee Enterprises, Inc.
|
758
|
13
|
Cato Corp. Class A
|
605
|
13
|
Pier 1 Imports Inc.
|
1,917
|
12
|
Furniture Brands International Inc.
|
1,127
|
12
|
Talbots Inc.
|
484
|
11
|
* Pre-Paid Legal Services, Inc.
|
206
|
11
|
Superior Industries International, Inc.
|
584
|
11
|
La-Z-Boy Inc.
|
1,059
|
11
|
Journal Communications, Inc.
|
987
|
10
|
Monaco Coach Corp.
|
675
|
9
|
Sauer-Danfoss, Inc.
|
324
|
9
|
Tuesday Morning Corp.
|
696
|
8
|
Lithia Motors, Inc.
|
330
|
7
|
Sinclair Broadcast Group, Inc.
|
455
|
6
|
Skyline Corp.
|
175
|
5
|
Kenneth Cole Productions, Inc.
|
230
|
5
|
Sun-Times Media Group, Inc.
|
1,013
|
4
|
Haverty Furniture Cos., Inc.
|
235
|
3
|
Deb Shops, Inc.
|
90
|
2
|
Carmike Cinemas, Inc.
|
123
|
2
|
Kimball International, Inc. Class B
|
22
|
-
|
Nautilus Inc.
|
25
|
-
|
|
|
|
|
8,777
|
|
|
|
Consumer Staples (12.6%)
|
The Procter & Gamble Co.
|
68,082
|
4,212
|
Altria Group, Inc.
|
44,889
|
2,984
|
The Coca-Cola Co.
|
49,646
|
2,587
|
Kraft Foods Inc.
|
34,397
|
1,127
|
Anheuser-Busch Cos., Inc.
|
16,359
|
798
|
Colgate-Palmolive Co.
|
11,043
|
729
|
Kimberly-Clark Corp.
|
9,858
|
663
|
Sysco Corp.
|
13,332
|
425
|
General Mills, Inc.
|
7,369
|
410
|
Avon Products, Inc.
|
9,396
|
338
|
Kellogg Co.
|
6,394
|
331
|
H.J. Heinz Co.
|
6,964
|
305
|
Reynolds American Inc.
|
4,768
|
292
|
ConAgra Foods, Inc.
|
10,795
|
274
|
Sara Lee Corp.
|
15,707
|
249
|
Campbell Soup Co.
|
6,332
|
233
|
Wm. Wrigley Jr. Co.
|
3,435
|
198
|
The Clorox Co.
|
3,235
|
196
|
SuperValu Inc.
|
4,473
|
186
|
UST, Inc.
|
3,464
|
185
|
Carolina Group
|
2,317
|
176
|
The Hershey Co.
|
3,584
|
165
|
Molson Coors Brewing Co. Class B
|
1,519
|
135
|
McCormick & Co., Inc.
|
2,563
|
88
|
J.M. Smucker Co.
|
1,262
|
70
|
PepsiAmericas, Inc.
|
2,007
|
56
|
Alberto-Culver Co.
|
2,044
|
48
|
Universal Corp. (VA)
|
535
|
30
|
Lancaster Colony Corp.
|
528
|
20
|
Lance, Inc.
|
635
|
16
|
* Chiquita Brands International, Inc.
|
856
|
15
|
Nu Skin Enterprises, Inc.
|
925
|
14
|
Vector Group Ltd.
|
660
|
14
|
Reddy Ice Holdings, Inc.
|
413
|
12
|
WD-40 Co.
|
370
|
12
|
Nash-Finch Co.
|
254
|
10
|
Weis Markets, Inc.
|
208
|
8
|
The Topps Co., Inc.
|
738
|
7
|
Alico, Inc.
|
114
|
6
|
Farmer Brothers, Inc.
|
96
|
2
|
|
|
|
|
17,626
|
|
|
|
Energy (12.6%)
|
ExxonMobil Corp.
|
120,792
|
10,283
|
Chevron Corp.
|
46,269
|
3,945
|
ConocoPhillips Co.
|
35,333
|
2,856
|
Spectra Energy Corp.
|
13,394
|
341
|
Teekay Shipping Corp.
|
1,210
|
68
|
Ship Finance International Ltd.
|
1,185
|
33
|
Nordic American Tanker Shipping Ltd.
|
569
|
23
|
Crosstex Energy, Inc.
|
764
|
22
|
Tsakos Energy Navigation Ltd.
|
298
|
22
|
Knightsbridge Tankers Ltd.
|
458
|
12
|
General Maritime Corp.
|
449
|
12
|
|
|
|
|
17,617
|
|
|
|
Financials (25.0%)
|
Citigroup, Inc.
|
105,361
|
4,907
|
Bank of America Corp.
|
95,594
|
4,533
|
JPMorgan Chase & Co.
|
73,251
|
3,224
|
Wells Fargo & Co.
|
71,714
|
2,422
|
Wachovia Corp.
|
41,007
|
1,936
|
Fannie Mae
|
20,780
|
1,243
|
U.S. Bancorp
|
37,353
|
1,119
|
Bank of New York Mellon Corp.
|
24,072
|
1,024
|
Freddie Mac
|
14,229
|
815
|
The Travelers Cos., Inc.
|
14,270
|
725
|
Washington Mutual, Inc.
|
18,956
|
711
|
The Allstate Corp.
|
13,041
|
693
|
The Hartford Financial Services Group Inc.
|
6,782
|
623
|
SunTrust Banks, Inc.
|
7,582
|
594
|
PNC Financial Services Group
|
7,460
|
497
|
Regions Financial Corp.
|
15,087
|
454
|
Fifth Third Bancorp
|
11,903
|
439
|
BB&T Corp.
|
11,648
|
436
|
SLM Corp.
|
8,848
|
435
|
The Chubb Corp.
|
8,625
|
435
|
National City Corp.
|
12,433
|
365
|
Lincoln National Corp.
|
5,850
|
353
|
Marsh & McLennan Cos., Inc.
|
11,740
|
323
|
XL Capital Ltd. Class A
|
3,759
|
293
|
KeyCorp
|
8,425
|
292
|
M & T Bank Corp.
|
2,343
|
249
|
Marshall & Ilsley Corp.
|
5,608
|
231
|
Synovus Financial Corp.
|
6,949
|
194
|
Compass Bancshares Inc.
|
2,803
|
194
|
Comerica, Inc.
|
3,324
|
175
|
Zions Bancorp
|
2,312
|
172
|
MBIA, Inc.
|
2,798
|
157
|
Huntington Bancshares Inc.
|
7,849
|
151
|
American Capital Strategies, Ltd.
|
3,870
|
147
|
Cincinnati Financial Corp.
|
3,713
|
146
|
Hudson City Bancorp, Inc.
|
11,719
|
143
|
Axis Capital Holdings Ltd.
|
3,300
|
122
|
New York Community Bancorp, Inc.
|
6,797
|
110
|
Nuveen Investments, Inc. Class A
|
1,726
|
106
|
People's United Financial Inc.
|
6,373
|
103
|
Fidelity National Financial, Inc. Class A
|
4,746
|
99
|
Willis Group Holdings Ltd.
|
2,328
|
94
|
^ Allied Capital Corp.
|
3,308
|
94
|
Old Republic International Corp.
|
5,045
|
93
|
PartnerRe Ltd.
|
1,239
|
88
|
First Horizon National Corp.
|
2,760
|
88
|
Associated Banc-Corp.
|
2,728
|
79
|
Popular, Inc.
|
5,871
|
77
|
City National Corp.
|
1,083
|
77
|
Colonial BancGroup, Inc.
|
3,349
|
73
|
UnionBanCal Corp.
|
1,207
|
67
|
TCF Financial Corp.
|
2,695
|
66
|
Cullen/Frost Bankers, Inc.
|
1,323
|
66
|
Protective Life Corp.
|
1,520
|
65
|
Federated Investors, Inc.
|
1,737
|
63
|
Arthur J. Gallagher & Co.
|
2,213
|
61
|
Wilmington Trust Corp.
|
1,462
|
57
|
Valley National Bancorp
|
2,574
|
54
|
Bank of Hawaii Corp.
|
1,110
|
53
|
Endurance Specialty Holdings Ltd.
|
1,389
|
52
|
Webster Financial Corp.
|
1,166
|
51
|
Fulton Financial Corp.
|
3,635
|
48
|
Astoria Financial Corp.
|
2,040
|
48
|
Aspen Insurance Holdings Ltd.
|
1,857
|
45
|
Apollo Investment Corp.
|
2,112
|
45
|
Unitrin, Inc.
|
1,051
|
45
|
Washington Federal Inc.
|
1,952
|
44
|
Waddell & Reed Financial, Inc.
|
1,742
|
44
|
BancorpSouth, Inc.
|
1,799
|
42
|
MAF Bancorp, Inc.
|
685
|
36
|
First Midwest Bancorp, Inc.
|
1,089
|
36
|
Whitney Holdings Corp.
|
1,404
|
35
|
IPC Holdings Ltd.
|
1,378
|
34
|
IndyMac Bancorp, Inc.
|
1,526
|
34
|
Chittenden Corp.
|
1,003
|
34
|
The South Financial Group, Inc.
|
1,540
|
33
|
Greater Bay Bancorp
|
1,204
|
32
|
Mercury General Corp.
|
623
|
32
|
Trustmark Corp.
|
1,229
|
31
|
FirstMerit Corp.
|
1,657
|
30
|
First Community Bancorp
|
599
|
30
|
First Niagara Financial Group, Inc.
|
2,284
|
29
|
Commerce Group, Inc.
|
1,020
|
29
|
Westamerica Bancorporation
|
699
|
29
|
International Bancshares Corp.
|
1,218
|
27
|
United Bankshares, Inc.
|
941
|
26
|
Citizens Banking Corp.
|
1,578
|
26
|
Alabama National BanCorporation
|
474
|
25
|
American National Insurance Co.
|
164
|
25
|
Advance America, Cash Advance Centers, Inc.
|
1,652
|
24
|
Erie Indemnity Co. Class A
|
469
|
24
|
MB Financial, Inc.
|
758
|
24
|
Park National Corp.
|
304
|
24
|
Hancock Holding Co.
|
675
|
24
|
Umpqua Holdings Corp.
|
1,228
|
23
|
Zenith National Insurance Corp.
|
565
|
23
|
Harleysville Group, Inc.
|
755
|
21
|
Central Pacific Financial Co.
|
730
|
21
|
Pacific Capital Bancorp
|
982
|
21
|
Glacier Bancorp, Inc.
|
1,067
|
20
|
Frontier Financial Corp.
|
932
|
20
|
F.N.B. Corp.
|
1,326
|
20
|
Old National Bancorp
|
1,381
|
20
|
Provident Financial Services Inc.
|
1,384
|
20
|
S & T Bancorp, Inc.
|
622
|
19
|
MCG Capital Corp.
|
1,299
|
19
|
Student Loan Corp.
|
99
|
18
|
First Financial Bankshares, Inc.
|
505
|
18
|
CVB Financial Corp.
|
1,863
|
18
|
Provident Bankshares Corp.
|
628
|
18
|
Susquehanna Bancshares, Inc.
|
1,030
|
18
|
Corus Bankshares Inc.
|
1,038
|
17
|
Municipal Mortgage & Equity, L.L.C.
|
734
|
16
|
First BanCorp Puerto Rico
|
1,744
|
16
|
Horace Mann Educators Corp.
|
897
|
16
|
Advanta Corp. Class B
|
595
|
15
|
Capitol Federal Financial
|
463
|
15
|
National Penn Bancshares Inc.
|
989
|
15
|
First Commonwealth Financial Corp.
|
1,532
|
15
|
Alfa Corp.
|
762
|
14
|
First Charter Corp.
|
730
|
13
|
TrustCo Bank NY
|
1,397
|
13
|
Community Banks, Inc.
|
479
|
12
|
Brookline Bancorp, Inc.
|
1,149
|
12
|
Amcore Financial, Inc.
|
479
|
12
|
City Holding Co.
|
347
|
11
|
NBT Bancorp, Inc.
|
628
|
11
|
IBERIABANK Corp.
|
268
|
11
|
Safety Insurance Group, Inc.
|
337
|
11
|
Community Bank System, Inc.
|
597
|
11
|
Integra Bank Corp.
|
563
|
10
|
Chemical Financial Corp.
|
465
|
10
|
Anchor Bancorp Wisconsin Inc.
|
449
|
10
|
W.P. Stewart & Co., Ltd.
|
917
|
10
|
Sterling Financial Corp. (PA)
|
585
|
10
|
Capital City Bank Group, Inc.
|
322
|
10
|
Dime Community Bancshares
|
839
|
9
|
Harleysville National Corp.
|
636
|
9
|
Westbanco Inc.
|
422
|
9
|
Community Trust Bancorp Inc.
|
322
|
9
|
Independent Bank Corp. (MA)
|
338
|
9
|
Sandy Spring Bancorp, Inc.
|
333
|
9
|
First Merchants Corp.
|
426
|
9
|
Presidential Life Corp.
|
512
|
8
|
First Financial Bancorp
|
679
|
8
|
First Indiana Corp.
|
258
|
8
|
Farmers Capital Bank Corp.
|
268
|
8
|
Flagstar Bancorp, Inc.
|
738
|
8
|
First Source Corp.
|
385
|
8
|
Partners Trust Financial Group, Inc.
|
633
|
8
|
Northwest Bancorp, Inc.
|
288
|
8
|
U.S.B. Holding Co., Inc.
|
311
|
7
|
Cadence Financial Corp.
|
411
|
7
|
Arrow Financial Corp.
|
353
|
7
|
First Community Bancshares, Inc.
|
267
|
7
|
S.Y. Bancorp, Inc.
|
276
|
6
|
First Financial Holdings, Inc.
|
231
|
6
|
Simmons First National Corp.
|
268
|
6
|
KNBT Bancorp Inc.
|
470
|
6
|
Washington Trust Bancorp, Inc.
|
256
|
6
|
Flushing Financial Corp.
|
403
|
6
|
Bank Mutual Corp.
|
569
|
6
|
First Busey Corp.
|
307
|
6
|
* Scottish Re Group Ltd.
|
1,411
|
6
|
Renasant Corp.
|
300
|
6
|
Seacoast Banking Corp. of Florida
|
358
|
6
|
Omega Financial Corp.
|
239
|
6
|
Suffolk Bancorp
|
196
|
6
|
Sterling Bancorp
|
358
|
5
|
Lakeland Bancorp, Inc.
|
458
|
5
|
Midwest Banc Holdings, Inc.
|
355
|
5
|
Camden National Corp.
|
138
|
5
|
Great Southern Bancorp, Inc.
|
196
|
5
|
Tompkins Trustco, Inc.
|
155
|
5
|
Baldwin & Lyons, Inc. Class B
|
194
|
5
|
Peoples Bancorp, Inc.
|
218
|
5
|
First Bancorp (NC)
|
270
|
5
|
First Financial Corp. (IN)
|
206
|
5
|
Oriental Financial Group Inc.
|
511
|
5
|
Bank of Granite Corp.
|
335
|
5
|
United Community Financial Corp.
|
594
|
4
|
Advanta Corp. Class A
|
165
|
4
|
Peapack Gladstone Financial Corp.
|
107
|
3
|
Kansas City Life Insurance Co.
|
48
|
2
|
Crawford & Co. Class B
|
315
|
2
|
OceanFirst Financial Corp.
|
112
|
2
|
Santander BanCorp
|
113
|
1
|
Irwin Financial Corp.
|
112
|
1
|
Crawford & Co.
|
235
|
1
|
Fremont General Corp.
|
62
|
-
|
PFF Bancorp, Inc.
|
15
|
-
|
Capitol Bancorp Ltd.
|
10
|
-
|
Independent Bank Corp. (MI)
|
18
|
-
|
W Holding Co., Inc.
|
98
|
-
|
|
|
|
|
34,868
|
|
|
|
Health Care (11.1%)
|
Johnson & Johnson
|
62,075
|
3,756
|
Pfizer Inc.
|
151,961
|
3,573
|
Merck & Co., Inc.
|
46,662
|
2,317
|
Abbott Laboratories
|
33,088
|
1,677
|
Wyeth
|
28,758
|
1,395
|
Eli Lilly & Co.
|
24,220
|
1,310
|
Bristol-Myers Squibb Co.
|
42,169
|
1,198
|
Hillenbrand Industries, Inc.
|
1,364
|
86
|
Brookdale Senior Living Inc.
|
1,072
|
43
|
Owens & Minor, Inc. Holding Co.
|
840
|
32
|
Arrow International, Inc.
|
539
|
24
|
LCA-Vision Inc.
|
418
|
15
|
Landauer, Inc.
|
205
|
10
|
Computer Programs and Systems, Inc.
|
64
|
2
|
|
|
|
|
15,438
|
|
|
|
Industrials (12.6%)
|
General Electric Co.
|
221,359
|
8,580
|
3M Co.
|
15,444
|
1,373
|
United Parcel Service, Inc.
|
14,473
|
1,096
|
Caterpillar, Inc.
|
13,740
|
1,083
|
Honeywell International Inc.
|
16,720
|
962
|
Emerson Electric Co.
|
17,158
|
808
|
Northrop Grumman Corp.
|
7,417
|
564
|
Raytheon Co.
|
9,621
|
533
|
Waste Management, Inc.
|
11,141
|
424
|
Eaton Corp.
|
3,140
|
305
|
Pitney Bowes, Inc.
|
4,736
|
218
|
Masco Corp.
|
8,022
|
218
|
R.R. Donnelley & Sons Co.
|
4,687
|
198
|
Goodrich Corp.
|
2,646
|
166
|
Avery Dennison Corp.
|
2,288
|
140
|
The Timken Co.
|
2,095
|
70
|
Hubbell Inc. Class B
|
1,075
|
62
|
Laidlaw International Inc.
|
1,778
|
60
|
* Avis Budget Group, Inc.
|
2,263
|
58
|
GATX Corp.
|
1,081
|
49
|
Alexander & Baldwin, Inc.
|
895
|
49
|
Baldor Electric Co.
|
951
|
44
|
Deluxe Corp.
|
1,122
|
42
|
Seaspan Corp
|
978
|
35
|
Briggs & Stratton Corp.
|
1,163
|
33
|
Dryships Inc.
|
552
|
32
|
UAP Holding Corp.
|
1,069
|
29
|
Diana Shipping Inc.
|
955
|
27
|
Mine Safety Appliances Co.
|
562
|
26
|
Barnes Group, Inc.
|
819
|
26
|
Watsco, Inc.
|
503
|
25
|
Eagle Bulk Shipping Inc.
|
941
|
25
|
Genco Shipping and Trading Ltd.
|
402
|
23
|
Steelcase Inc.
|
1,281
|
22
|
Knoll, Inc.
|
1,068
|
21
|
Quintana Maritime Ltd.
|
1,105
|
20
|
Healthcare Services Group, Inc.
|
699
|
19
|
ABM Industries Inc.
|
760
|
19
|
Kaman Corp. Class A
|
528
|
18
|
McGrath RentCorp
|
575
|
17
|
A.O. Smith Corp.
|
346
|
17
|
Pacer International, Inc.
|
521
|
11
|
Ennis, Inc.
|
518
|
10
|
The Standard Register Co.
|
602
|
8
|
Diamond Management and Technology Consultants,Inc.
|
654
|
7
|
Standex International Corp.
|
238
|
6
|
Xerium Technologies Inc.
|
224
|
1
|
|
|
|
|
17,579
|
|
|
|
Information Technology (0.8%)
|
Paychex, Inc.
|
8,188
|
339
|
Analog Devices, Inc.
|
7,165
|
254
|
Maxim Integrated Products, Inc.
|
6,912
|
219
|
Microchip Technology, Inc.
|
4,611
|
167
|
Diebold, Inc.
|
1,371
|
69
|
United Online, Inc.
|
989
|
14
|
Methode Electronics, Inc. Class A
|
709
|
11
|
Nam Tai Electronics, Inc.
|
623
|
8
|
* Verigy Ltd.
|
47
|
1
|
|
|
|
|
1,082
|
|
|
|
Materials (4.9%)
|
E.I. du Pont de Nemours & Co.
|
19,755
|
923
|
Dow Chemical Co.
|
20,470
|
890
|
Freeport-McMoRan Copper & Gold, Inc. Class B
|
8,212
|
772
|
Alcoa Inc.
|
18,579
|
710
|
Air Products & Chemicals, Inc.
|
4,676
|
404
|
International Paper Co.
|
9,302
|
345
|
Weyerhaeuser Co.
|
4,613
|
329
|
Nucor Corp.
|
6,450
|
324
|
PPG Industries, Inc.
|
3,572
|
272
|
Lyondell Chemical Co.
|
5,389
|
242
|
Southern Peru Copper Corp. (U.S. Shares)
|
1,890
|
213
|
Rohm & Haas Co.
|
3,512
|
198
|
Temple-Inland Inc.
|
2,261
|
131
|
MeadWestvaco Corp.
|
3,916
|
127
|
Eastman Chemical Co.
|
1,824
|
126
|
Lubrizol Corp.
|
1,513
|
95
|
Sonoco Products Co.
|
2,153
|
79
|
Bemis Co., Inc.
|
2,304
|
68
|
RPM International, Inc.
|
2,660
|
63
|
Cabot Corp.
|
1,415
|
57
|
Chemtura Corp.
|
5,409
|
56
|
Packaging Corp. of America
|
1,635
|
42
|
Louisiana-Pacific Corp.
|
2,165
|
40
|
Worthington Industries, Inc.
|
1,770
|
37
|
Olin Corp.
|
1,530
|
32
|
Sensient Technologies Corp.
|
974
|
25
|
Bowater Inc.
|
1,140
|
22
|
Ferro Corp.
|
902
|
20
|
Arch Chemicals, Inc.
|
549
|
19
|
Spartech Corp.
|
782
|
17
|
Compass Minerals International, Inc.
|
463
|
15
|
AMCOL International Corp.
|
473
|
14
|
A. Schulman Inc.
|
557
|
13
|
Glatfelter
|
891
|
12
|
Wausau Paper Corp.
|
979
|
11
|
Greif Inc. Class B Shares
|
136
|
7
|
Schweitzer-Mauduit International, Inc.
|
295
|
7
|
Chesapeake Corp. of Virginia
|
410
|
5
|
Stepan Co.
|
64
|
2
|
NL Industries, Inc.
|
128
|
1
|
|
|
|
|
6,765
|
|
|
|
Telecommunication Services (6.0%)
|
AT&T Inc.
|
132,205
|
5,177
|
Verizon Communications Inc.
|
62,457
|
2,662
|
Embarq Corp.
|
3,188
|
197
|
Windstream Corp.
|
10,186
|
140
|
Citizens Communications Co.
|
7,438
|
107
|
Golden Telecom, Inc.
|
334
|
22
|
CT Communications, Inc.
|
456
|
14
|
USA Mobility, Inc.
|
521
|
12
|
Alaska Communications Systems Holdings, Inc.
|
853
|
12
|
Iowa Telecommunications Services Inc.
|
544
|
11
|
FairPoint Communications, Inc.
|
703
|
11
|
North Pittsburgh Systems, Inc.
|
382
|
9
|
Surewest Communications
|
279
|
8
|
|
|
|
|
8,382
|
|
|
|
Utilities (8.0%)
|
Exelon Corp.
|
14,335
|
1,006
|
TXU Corp.
|
9,930
|
648
|
Dominion Resources, Inc.
|
7,486
|
630
|
Southern Co.
|
16,046
|
540
|
FPL Group, Inc.
|
8,654
|
500
|
Public Service Enterprise Group, Inc.
|
5,360
|
462
|
Duke Energy Corp.
|
26,850
|
457
|
Entergy Corp.
|
4,262
|
426
|
FirstEnergy Corp.
|
6,570
|
399
|
PPL Corp.
|
8,322
|
392
|
American Electric Power Co., Inc.
|
8,485
|
369
|
Edison International
|
6,959
|
368
|
Constellation Energy Group, Inc.
|
3,856
|
323
|
PG&E Corp.
|
7,520
|
322
|
Sempra Energy
|
5,670
|
299
|
Consolidated Edison Inc.
|
5,845
|
255
|
Progress Energy, Inc.
|
5,564
|
243
|
Ameren Corp.
|
4,396
|
211
|
Xcel Energy, Inc.
|
8,717
|
177
|
DTE Energy Co.
|
3,803
|
176
|
KeySpan Corp.
|
3,742
|
155
|
Equitable Resources, Inc.
|
2,641
|
124
|
ONEOK, Inc.
|
2,385
|
121
|
Pepco Holdings, Inc.
|
4,188
|
113
|
NiSource, Inc.
|
5,929
|
113
|
CenterPoint Energy Inc.
|
6,834
|
113
|
Wisconsin Energy Corp.
|
2,545
|
109
|
MDU Resources Group, Inc.
|
3,961
|
108
|
SCANA Corp.
|
2,564
|
96
|
Alliant Energy Corp.
|
2,495
|
92
|
Northeast Utilities
|
3,363
|
92
|
Energy East Corp.
|
3,482
|
88
|
National Fuel Gas Co.
|
1,848
|
80
|
Pinnacle West Capital Corp.
|
2,089
|
78
|
Integrys Energy Group, Inc.
|
1,580
|
78
|
TECO Energy, Inc.
|
4,663
|
75
|
NSTAR
|
2,371
|
75
|
OGE Energy Corp.
|
2,005
|
66
|
AGL Resources Inc.
|
1,734
|
65
|
Aqua America, Inc.
|
2,906
|
64
|
UGI Corp. Holding Co.
|
2,350
|
61
|
Puget Energy, Inc.
|
2,483
|
57
|
Atmos Energy Corp.
|
1,845
|
52
|
Great Plains Energy, Inc.
|
1,786
|
50
|
DPL Inc.
|
1,757
|
47
|
PNM Resources Inc.
|
1,731
|
45
|
Westar Energy, Inc.
|
1,845
|
42
|
Vectren Corp.
|
1,589
|
40
|
Nicor Inc.
|
992
|
39
|
Hawaiian Electric Industries Inc.
|
1,703
|
39
|
ITC Holdings Corp.
|
916
|
39
|
Piedmont Natural Gas, Inc.
|
1,618
|
38
|
Portland General Electric Co.
|
1,297
|
35
|
WGL Holdings Inc.
|
1,068
|
32
|
ALLETE, Inc.
|
699
|
31
|
New Jersey Resources Corp.
|
650
|
31
|
Cleco Corp.
|
1,241
|
29
|
Black Hills Corp.
|
774
|
29
|
Southwest Gas Corp.
|
917
|
29
|
IDACORP, Inc.
|
918
|
28
|
Northwest Natural Gas Co.
|
635
|
26
|
UniSource Energy Corp.
|
715
|
22
|
South Jersey Industries, Inc.
|
645
|
21
|
Avista Corp.
|
1,029
|
20
|
NorthWestern Corp.
|
729
|
20
|
Otter Tail Corp.
|
618
|
18
|
UIL Holdings Corp.
|
570
|
17
|
California Water Service Group
|
430
|
16
|
CH Energy Group, Inc.
|
297
|
13
|
Empire District Electric Co.
|
584
|
13
|
American States Water Co.
|
343
|
13
|
The Laclede Group, Inc.
|
415
|
12
|
MGE Energy, Inc.
|
397
|
12
|
Central Vermont Public Service Corp.
|
211
|
7
|
|
|
|
|
11,131
|
|
|
|
|
Total Common Stocks
|
(Cost $140,171)
|
|
139,265
|
|
Temporary Cash Investment (0.4%)
|
1 Vanguard Market Liquidity Fund, 5.302%
|
(Cost $628)
|
627,767
|
628
|
|
Total Investments (100.3%)
|
|
(Cost $140,799)
|
|
139,893
|
|
Other Assets and Liabilities-Net (-0.3%)
|
|
(444)
|
|
Net Assets (100%)
|
|
139,449
|
|