Zacks Announces Rebalance of Lifecycle Indices

Deletions by Ticker and Name

Additions by Ticker and Name

6758 JP

SONY CORP

1299 HK

AIA GROUP LTD

7974 JP

NINTENDO CO LTD

7201 JP

NISSAN MOTOR CO LTD

9437 JP

NTT DOCOMO INC

9020 JP

EAST JAPAN RAILWAY CO

ACAS US

AMERICAN CAPITAL LTD

ACAT

ARCTIC CAT INC

ACN US

ACCENTURE PLC-CL A

ACCL

ACCELRYS INC

AGNC US

AMERICAN CAPITAL AGENCY CORP

AET

AETNA INC

AGP US

AMERIGROUP CORP

AIMC

ALTRA HOLDINGS INC

AINV US

APOLLO INVESTMENT CORP

ALGN

ALIGN TECHNOLOGY INC

ALK US

ALASKA AIR GROUP INC

AMAT

APPLIED MATERIALS INC

ALL US

ALLSTATE CORP

AMT

AMERICAN TOWER CORP

AMGN US

AMGEN INC

AON

AON PLC

ANV US

ALLIED NEVADA GOLD CORP

APOG

APOGEE ENTERPRISES INC

APKT US

ACME PACKET INC

ARAY

ACCURAY INC

ARBA US

ARIBA INC

ARIA

ARIAD PHARMACEUTICALS INC

ARUN US

ARUBA NETWORKS INC

ARRS

ARRIS GROUP INC

AVB US

AVALONBAY COMMUNITIES INC

ASML NA

ASML HOLDING NV

BBG US

BILL BARRETT CORP

ATHN

ATHENAHEALTH INC

BC US

BRUNSWICK CORP

AVNR

AVANIR PHARMACEUTICALS INC-A

BCO US

BRINK'S CO/THE

AZPN

ASPEN TECHNOLOGY INC

BEBE US

BEBE STORES INC

BA

BOEING CO/THE

BID US

SOTHEBY'S

BCOV

BRIGHTCOVE

BPFH US

BOSTON PRIVATE FINL HOLDING

BDX

BECTON DICKINSON AND CO

BRC US

BRADY CORPORATION - CL A

BIOS

BIOSCRIP INC

BRKR US

BRUKER CORP

BLDR

BUILDERS FIRSTSOURCE INC

BRY US

BERRY PETROLEUM CO-CLASS A

BRS

BRISTOW GROUP INC

BTU US

PEABODY ENERGY CORP

BT/A LN

BT GROUP PLC

CAB US

CABELA'S INC

CCXI

CHEMOCENTRYX INC

CAH US

CARDINAL HEALTH INC

CFX

COLFAX CORP

CBST US

CUBIST PHARMACEUTICALS INC

CIA

CITIZENS INC

CHFC US

CHEMICAL FINANCIAL CORP

CLR

CONTINENTAL RESOURCES INC/OK

CLC US

CLARCOR INC

CMI

CUMMINS INC

CNP US

CENTERPOINT ENERGY INC

CNA LN

CENTRICA PLC

CNS US

COHEN & STEERS INC

CNL

CLECO CORPORATION

CODI US

COMPASS DIVERSIFIED HOLDINGS

CNSL

CONSOLIDATED COMMUNICATIONS

CROX US

CROCS INC

CPG LN

COMPASS GROUP PLC

CRR US

CARBO CERAMICS INC

CPHD

CEPHEID INC

CS FP US

#N/A Invalid Security

CPLA

CAPELLA EDUCATION CO

CSGN VX

CREDIT SUISSE GROUP AG-REG

CRAY

CRAY INC

CYMI US

CYMER INC

CRI

CARTER'S INC

DCT US

DCT INDUSTRIAL TRUST INC

CRUS

CIRRUS LOGIC INC

DDS US

DILLARDS INC-CL A

CSGP

COSTAR GROUP INC

DECK US

DECKERS OUTDOOR CORP

CSL AU

CSL LTD

DISH US

DISH NETWORK CORP-A

CSTR

COINSTAR INC

DSW US

DSW INC-CLASS A

CTL

CENTURYLINK INC

DW US

DREW INDUSTRIES INC

CTXS

CITRIX SYSTEMS INC

EBAY US

EBAY INC

CVG

CONVERGYS CORP

END US

ENDEAVOUR INTERNATIONAL CORP

CVI

CVR ENERGY INC

ENEL IM

ENEL SPA

CVLT

COMMVAULT SYSTEMS INC

EPR US

ENTERTAINMENT PROPERTIES TR

D

DOMINION RESOURCES INC/VA

EQT US

EQT CORP

DAR

DARLING INTERNATIONAL INC

EZPW US

EZCORP INC-CL A

DELL

DELL INC

FTNT US

FORTINET INC

DHI

DR HORTON INC

GBL US

GAMCO INVESTORS INC-A

DTG

DOLLAR THRIFTY AUTOMOTIVE GP

GBX US

GREENBRIER COMPANIES INC

DTSI

DTS INC

GERN US

GERON CORP

EIX

EDISON INTERNATIONAL

GLE FP

SOCIETE GENERALE

EMC

EMC CORP/MA

GRA US

WR GRACE & CO

EME

EMCOR GROUP INC

GTI US

GRAFTECH INTERNATIONAL LTD

EXR

EXTRA SPACE STORAGE INC

HAL US

HALLIBURTON CO

EXXI

ENERGY XXI BERMUDA

HCP US

HCP INC

FCN

FTI CONSULTING INC

HEI US

HEICO CORP

FDP

FRESH DEL MONTE PRODUCE INC

HF US

HFF INC-CLASS A

FIS

FIDELITY NATIONAL INFORMATIO

HL US

HECLA MINING CO

FN

FABRINET

HLS US

HEALTHSOUTH CORP

FNSR

FINISAR CORPORATION

HUM US

HUMANA INC

FUL

H.B. FULLER CO.

HWAY US

HEALTHWAYS INC

GET

GAYLORD ENTERTAINMENT CO

IBE SM

IBERDROLA SA

GNC

GNC HOLDINGS INC-CL A

IDCC US

INTERDIGITAL INC

GORO

GOLD RESOURCE CORP

INTC US

INTEL CORP

GPK

GRAPHIC PACKAGING HOLDING CO

IPGP US

IPG PHOTONICS CORP

GTLS

CHART INDUSTRIES INC

ISRG US

INTUITIVE SURGICAL INC

HAIN

HAIN CELESTIAL GROUP INC

IVC US

INVACARE CORP

HBHC

HANCOCK HOLDING CO

JBT US

JOHN BEAN TECHNOLOGIES CORP

HES

HESS CORP

JCI US

JOHNSON CONTROLS INC

HGR

HANGER INC

JEC US

JACOBS ENGINEERING GROUP INC

HLX

HELIX ENERGY SOLUTIONS GROUP

KND US

KINDRED HEALTHCARE INC

HXL

HEXCEL CORP

KWR US

QUAKER CHEMICAL CORP

IART

INTEGRA LIFESCIENCES HOLDING

LANC US

LANCASTER COLONY CORP

IP

INTERNATIONAL PAPER CO

LLOY LN

LLOYDS BANKING GROUP PLC

ITX SM

INDITEX

LXRX US

LEXICON PHARMACEUTICALS INC

JBLU

JETBLUE AIRWAYS CORP

MANT US

MANTECH INTERNATIONAL CORP-A

JDAS

JDA SOFTWARE GROUP INC

MCD US

MCDONALD'S CORP

KKD

KRISPY KREME DOUGHNUTS INC

MCP US

MOLYCORP INC

KOG

KODIAK OIL & GAS CORP

MDAS US

MEDASSETS INC

LEAP

LEAP WIRELESS INTL INC

MEAS US

MEASUREMENT SPECIALTIES INC

LEN

LENNAR CORP-A

MFLX US

MULTI-FINELINE ELECTRONIX IN

LGF

LIONS GATE ENTERTAINMENT COR

MNKD US

MANNKIND CORP

LNG

CHENIERE ENERGY INC

MOD US

MODINE MANUFACTURING CO

LOW

LOWE'S COS INC

MPWR US

MONOLITHIC POWER SYSTEMS INC

LTM

LIFE TIME FITNESS INC

MRX US

MEDICIS PHARMACEUTICAL-CL A

LUV

SOUTHWEST AIRLINES CO

MSI US

MOTOROLA SOLUTIONS INC

MDC

MDC HOLDINGS INC

NCI US

NAVIGANT CONSULTING INC

MDP

MEREDITH CORP

NCM AU

NEWCREST MINING LTD

MDT

MEDTRONIC INC

NDA SS

NORDEA BANK AB

MDVN

MEDIVATION INC

NDSN US

NORDSON CORP

MFB

MAIDENFORM BRANDS INC

NEM US

NEWMONT MINING CORP

MIDD

MIDDLEBY CORP

NEWS US

NEWSTAR FINANCIAL INC

MKSI

MKS INSTRUMENTS INC

NOK1V FH

NOKIA OYJ

MLI

MUELLER INDUSTRIES INC

NSC US

NORFOLK SOUTHERN CORP

MMC

MARSH & MCLENNAN COS

ODFL US

OLD DOMINION FREIGHT LINE

MNR

MONMOUTH REIT-CLASS A

OMCL US

OMNICELL INC

MON

MONSANTO CO

ORCL US

ORACLE CORP

MUV2 GR

MUENCHENER RUECKVER AG-REG

PAY US

VERIFONE SYSTEMS INC

N

NETSUITE INC

PB US

PROSPERITY BANCSHARES INC

NEU

NEWMARKET CORP

PII US

POLARIS INDUSTRIES INC

NJR

NEW JERSEY RESOURCES CORP

PNFP US

PINNACLE FINANCIAL PARTNERS

NTGR

NETGEAR INC

PNNT US

PENNANTPARK INVESTMENT CORP

OAS

OASIS PETROLEUM INC

PPO US

POLYPORE INTERNATIONAL INC

OCN

OCWEN FINANCIAL CORP

PROJ US

DELTEK INC

PCYC

PHARMACYCLICS INC

QCOM US

QUALCOMM INC

PLD

PROLOGIS INC

QDEL US

QUIDEL CORP

POWL

POWELL INDUSTRIES INC

QSFT US

QUEST SOFTWARE INC

PPC

PILGRIM'S PRIDE CORP

QSII US

QUALITY SYSTEMS INC

PRGS

PROGRESS SOFTWARE CORP

RAX US

RACKSPACE HOSTING INC

PSB

PS BUSINESS PARKS INC/CA

RES US

RPC INC

QCOR

QUESTCOR PHARMACEUTICALS

ROC US

ROCKWOOD HOLDINGS INC

QUAD

QUAD GRAPHICS INC

RSG US

REPUBLIC SERVICES INC

RATE

BANKRATE INC

RVBD US

RIVERBED TECHNOLOGY INC

RB/ LN

RECKITT BENCKISER GROUP PLC

S US

SPRINT NEXTEL CORP

RBCAA

REPUBLIC BANCORP INC-CLASS A

SBH US

SALLY BEAUTY HOLDINGS INC

RCII

RENT-A-CENTER INC

SCHW US

SCHWAB (CHARLES) CORP

ROST

ROSS STORES INC

SCS US

STEELCASE INC-CL A

RR/ LN

ROLLS-ROYCE HOLDINGS PLC

SGI US

SILICON GRAPHICS INTERNATION

RT

RUBY TUESDAY INC

SGO FP

COMPAGNIE DE SAINT-GOBAIN

SAB LN

SABMILLER PLC

SIMG US

SILICON IMAGE INC

SAP GR

SAP AG

SIRO US

SIRONA DENTAL SYSTEMS INC

SHW

SHERWIN-WILLIAMS CO/THE

SJI US

SOUTH JERSEY INDUSTRIES

SIX

SIX FLAGS ENTERTAINMENT CORP

SLGN US

SILGAN HOLDINGS INC

SJW

SJW CORP

SO US

SOUTHERN CO/THE

SNTS

SANTARUS INC

SRCE US

1ST SOURCE CORP

SNX

SYNNEX CORP

STBA US

S & T BANCORP INC

SPB

SPECTRUM BRANDS HOLDINGS INC

TDY US

TELEDYNE TECHNOLOGIES INC

SQNM

SEQUENOM INC

TIBX US

TIBCO SOFTWARE INC

SSS

SOVRAN SELF STORAGE INC

TITN US

TITAN MACHINERY INC

STWD

STARWOOD PROPERTY TRUST INC

TMO US

THERMO FISHER SCIENTIFIC INC

SWHC

SMITH & WESSON HOLDING CORP

TQNT US

TRIQUINT SEMICONDUCTOR INC

SWI

SOLARWINDS INC

TR US

TOOTSIE ROLL INDS

SXT

SENSIENT TECHNOLOGIES CORP

TYPE US

MONOTYPE IMAGING HOLDINGS IN

SYNT

SYNTEL INC

UA US

UNDER ARMOUR INC-CLASS A

SYX

SYSTEMAX INC

UHT US

UNIVERSAL HEALTH RLTY INCOME

TAYC

TAYLOR CAPITAL GROUP INC

ULTA US

ULTA SALON COSMETICS & FRAGR

TCBI

TEXAS CAPITAL BANCSHARES INC

UNTD US

UNITED ONLINE INC

TEF SM

TELEFONICA SA

URI US

UNITED RENTALS INC

TEN

TENNECO INC

VIV FP

VIVENDI

TESO

TESCO CORP

VMC US

VULCAN MATERIALS CO

TFM

FRESH MARKET INC/THE

VOLVB SS

VOLVO AB-B SHS

TG

TREDEGAR CORP

WABC US

WESTAMERICA BANCORPORATION

TMP

TOMPKINS FINANCIAL CORP

WES AU

WESFARMERS LTD

TNS

TNS INC

WLK US

WESTLAKE CHEMICAL CORP

TRGP

TARGA RESOURCES CORP

WSBC US

WESBANCO INC

TTEK

TETRA TECH INC

WWW US

WOLVERINE WORLD WIDE INC

TWO

TWO HARBORS INVESTMENT CORP

WY US

WEYERHAEUSER CO

ULTI

ULTIMATE SOFTWARE GROUP INC

XRX US

XEROX CORP

UNFI

UNITED NATURAL FOODS INC

XTXI US

CROSSTEX ENERGY INC

UNP

UNION PACIFIC CORP

YHOO US

YAHOO! INC

USB

US BANCORP

ZINC US

HORSEHEAD HOLDING CORP

UTX

UNITED TECHNOLOGIES CORP

VECO

VEECO INSTRUMENTS INC

VFC

VF CORP

VG

VONAGE HOLDINGS CORP

WEC

WISCONSIN ENERGY CORP

WGL

WGL HOLDINGS INC

WMB

WILLIAMS COS INC

WMGI

WRIGHT MEDICAL GROUP INC

WNC

WABASH NATIONAL CORP

WOW AU

WOOLWORTHS LTD

WWD

WOODWARD INC

Deletions by Ticker and Name

Additions by Ticker and Name

26439RAJ5

SE 6 ¼¼ 02/15/13

637432MP7

NATIONAL RURAL UTILITIES COOP FINA

097014AH7

BA 5.8 01/15/13

98458PAB1

YALE UNIVERSITY

4581X0AD0

IADB 4 ⅜⅜ 09/20/12

189054AF6

CLOROX CO

00209TAA3

CMCSA 8 ⅜⅜ 03/15/13

713448BX5

PEPSICO INC/NC

441812KA1

HSBC 6 ⅜⅜ 11/27/12

029912BB7

AMERICAN TOWER CORPORATION

3134A4SA3

FHLMC 4 ½½ 01/15/13

22546QAE7

CREDIT SUISSE (NEW YORK BRANCH)

91086QAK4

MEX 6 ⅜⅜ 01/16/13

04044TAA4

ARISTOTLE HOLDING INC

060505AX2

BAC 4 ⅞⅞ 01/15/13

29364WAP3

ENTERGY LOUISIANA LLC

501044CE9

KR 5 ½½ 02/01/13

293791AN9

ENTERPRISE PRODUCTS OPERATING LP

617446HR3

MS 5.3 03/01/13

88732JAR9

TIME WARNER CABLE INC

50540RAD4

LH 5 ½½ 02/01/13

78008T2C7

ROYAL BANK OF CANADA

055451AA6

BHP 4.8 04/15/13

713448BV9

PEPSICO INC

931142BT9

WMT 4.55 05/01/13

91324PAM4

UNITEDHEALTH GROUP INCORPORATED

10112RAB0

BXP 6 ¼¼ 01/15/13

87938WAJ2

TELEFONICA EMISIONES SAU

298785DD5

EIB 4 ⅝⅝ 05/15/14

631103AC2

NASDAQ OMX GROUP

037411AT2

APA 5 ¼¼ 04/15/13

59018YUW9

MERRILL LYNCH & CO INC

073928X73

JPM 6.95 08/10/12

69371RK39

PACCAR FINANCIAL CORP.

36962G3K8

GE 5 ¼¼ 10/19/12

92343VBB9

VERIZON COMMUNICATIONS INC

377372AC1

GSK 4.85 05/15/13

949746CR0

WELLS FARGO & COMPANY

302154AT6

EIBKOR 8 ⅛⅛ 01/21/14

459200HB0

INTERNATIONAL BUSINESS MACHINES CO

45950KAZ3

IFC 3 04/22/14

46631VAA9

JPMORGAN CHASE CAPITAL XXV

045167BW2

ASIA 2 ¾¾ 05/21/14

585055AR7

MEDTRONIC INC

008281AX5

AFDB 3 05/27/14

90331HKP7

US BANK NA

471065AB8

JBIC 2 ⅛⅛ 11/05/12

92553PAK8

VIACOM INC

03523TAL2

ABIBB 3 10/15/12

026874CA3

AMERICAN INTERNATIONAL GROUP INC

459058AN3

IBRD 1 ¾¾ 07/15/13

03523TAM0

ANHEUSER-BUSCH INBEV WORLDWIDE INC

31398AT44

FNMA 1 ½½ 06/26/13

064149A64

BANK OF NOVA SCOTIA

045167BY8

ASIA 1 ⅝⅝ 07/15/13

067901AE8

BARRICK GOLD CORPORATION

78010XAJ0

RBS 3 ¼¼ 01/11/14

055451AN8

BHP BILLITON FINANCE (USA) LTD

676167BD0

OKB 1 ⅜⅜ 01/21/14

05565QBH0

BP CAPITAL MARKETS PLC

06366QGJ0

BMO 1 ¾¾ 04/29/14

260543CA9

DOW CHEMICAL COMPANY (THE)

912828BA7

T 3 ⅝⅝ 05/15/13

345397VN0

FORD MOTOR CREDIT CO LLC

912828HM5

T 3 ⅝⅝ 12/31/12

369550AS7

GENERAL DYNAMICS CORP

912828KJ8

T 1 ¾¾ 03/31/14

38143UAW1

GOLDMAN SACHS GROUP INC

912828KV1

T 2 ¼¼ 05/31/14

61747YCL7

MORGAN STANLEY

912828LC2

T 2 ⅝⅝ 07/31/14

718172AG4

PHILIP MORRIS INTERNATIONAL INC

912828LK4

T 2 ⅜⅜ 08/31/14

78008TXA7

ROYAL BANK OF CANADA

912828MB3

T 1 ⅛⅛ 12/15/12

89233P5N2

TOYOTA MOTOR CREDIT CORP

912828MG2

T 1 ⅜⅜ 01/15/13

893526DL4

TRANSCANADA PIPELINES LIMITED

912828MT4

T 1 ⅜⅜ 03/15/13

912828HV5

TREASURY NOTE

912828NN6

T 1 07/15/13

912828PV6

TREASURY NOTE

912828PD6

T 0 ⅜⅜ 10/31/12

912828NX4

TREASURY NOTE

912828PL8

T 0 ¾¾ 12/15/13

912828NQ9

TREASURY NOTE

912828QM5

T 1 05/15/14

912828RV4

TREASURY NOTE

912828QS2

T 0 ¾¾ 06/15/14

912828RL6

TREASURY NOTE

912828RK8

T 0 ⅛⅛ 09/30/13

912828LQ1

TREASURY NOTE

912828RQ5

T 0 ⅜⅜ 11/15/14

912828DM9

TREASURY NOTE

912828RW2

T 0 ⅛⅛ 12/31/13

912828SL5

TREASURY NOTE

912828CT5

TREASURY NOTE

912828ME7

TREASURY NOTE

912828MR8

TREASURY NOTE

Deletions by Ticker and Name

Additions by Ticker and Name

26439RAJ5

Linde AG

026874CA3

AMERICAN INTERNATIONAL GROUP INC

097014AH7

Kindred Healthcare Inc

029912BB7

AMERICAN TOWER CORPORATION

4581X0AD0

TXN 1 ⅜⅜ 05/15/14

03523TAM0

ANHEUSER-BUSCH INBEV WORLDWIDE INC

00209TAA3

Amazon.com Inc

04044TAA4

ARISTOTLE HOLDING INC

441812KA1

Anglo American PLC

064149A64

BANK OF NOVA SCOTIA

91086QAK4

BXP 6 ¼¼ 01/15/13

067901AE8

BARRICK GOLD CORPORATION

060505AX2

Post Properties Inc

055451AN8

BHP BILLITON FINANCE (USA) LTD

501044CE9

CVS Caremark Corp

05565QBH0

BP CAPITAL MARKETS PLC

617446HR3

ABIBB 3 10/15/12

189054AF6

CLOROX CO

50540RAD4

Target Corp

22546QAE7

CREDIT SUISSE (NEW YORK BRANCH)

055451AA6

T 1 ¾¾ 04/15/13

260543CA9

DOW CHEMICAL COMPANY (THE)

931142BT9

Weyerhaeuser Co

29364WAP3

ENTERGY LOUISIANA LLC

10112RAB0

T 1 ⅜⅜ 02/15/13

293791AN9

ENTERPRISE PRODUCTS OPERATING LP

298785DD5

Comcast Corp

345397VN0

FORD MOTOR CREDIT CO LLC

037411AT2

Siemens AG

369550AS7

GENERAL DYNAMICS CORP

073928X73

Dillard's Inc

38143UAW1

GOLDMAN SACHS GROUP INC

36962G3K8

Apollo Investment Corp

459200HB0

INTERNATIONAL BUSINESS MACHINES CO

377372AC1

BHP 4.8 04/15/13

46631VAA9

JPMORGAN CHASE CAPITAL XXV

302154AT6

Centene Corp

585055AR7

MEDTRONIC INC

45950KAZ3

CMCSA 8 ⅜⅜ 03/15/13

59018YUW9

MERRILL LYNCH & CO INC

045167BW2

Roche Holding AG

61747YCL7

MORGAN STANLEY

008281AX5

Hennes & Mauritz AB

631103AC2

NASDAQ OMX GROUP

471065AB8

TriQuint Semiconductor Inc

637432MP7

NATIONAL RURAL UTILITIES COOP FINA

03523TAL2

BK 4.3 05/15/14

69371RK39

PACCAR FINANCIAL CORP.

459058AN3

IBRD 1 ¾¾ 07/15/13

713448BV9

PEPSICO INC

31398AT44

Boston Private Financial Holdings Inc

713448BX5

PEPSICO INC/NC

045167BY8

Republic Services Inc

718172AG4

PHILIP MORRIS INTERNATIONAL INC

78010XAJ0

Healthways Inc

78008T2C7

ROYAL BANK OF CANADA

676167BD0

Entertainment Properties Trust

78008TXA7

ROYAL BANK OF CANADA

06366QGJ0

T 1 ⅜⅜ 10/15/12

87938WAJ2

TELEFONICA EMISIONES SAU

3134A4SA3

JBIC 2 ⅛⅛ 11/05/12

88732JAR9

TIME WARNER CABLE INC

912828HM5

Omnicell Inc

89233P5N2

TOYOTA MOTOR CREDIT CORP

912828KJ8

ABB Ltd

893526DL4

TRANSCANADA PIPELINES LIMITED

912828KV1

Omega Healthcare Investors Inc

91324PAM4

UNITEDHEALTH GROUP INCORPORATED

912828LC2

Royal Dutch Shell PLC

90331HKP7

US BANK NA

912828LK4

Parametric Technology Corp

92343VBB9

VERIZON COMMUNICATIONS INC

912828LS7

PennantPark Investment Corp

92553PAK8

VIACOM INC

912828MB3

Rackspace Hosting Inc

949746CR0

WELLS FARGO & COMPANY

912828MG2

Penske Automotive Group Inc

98458PAB1

YALE UNIVERSITY

912828MT4

VeriFone Systems Inc

912828HV5

TREASURY NOTE

912828NN6

Old Dominion Freight Line Inc

912828PV6

TREASURY NOTE

912828PD6

Navigant Consulting Inc

912828NX4

TREASURY NOTE

912828PL8

Nestle SA

912828LM0

TREASURY NOTE

912828QM5

QUALCOMM Inc

912828NQ9

TREASURY NOTE

912828QS2

Nordea Bank AB

912828RV4

TREASURY NOTE

912828RK8

National Grid PLC

912828RL6

TREASURY NOTE

912828RQ5

Nordson Corp

912828LQ1

TREASURY NOTE

912828RW2

National Australia Bank Ltd

912828DM9

TREASURY NOTE

912828BA7

Simon Property Group Inc

912828SL5

TREASURY NOTE

912828CT5

TREASURY NOTE

912828MR8

TREASURY NOTE

912828ME7

TREASURY NOTE

Deletions by Ticker and Name

Additions by Ticker and Name

26439RAJ5

SE 6 ¼¼ 02/15/13

00846UAE1

AGILENT TECHNOLOGIES INC

097014AH7

BA 5.8 01/15/13

026874CA3

AMERICAN INTERNATIONAL GROUP INC

4581X0AD0

IADB 4 ⅜⅜ 09/20/12

029912BB7

AMERICAN TOWER CORPORATION

00209TAA3

CMCSA 8 ⅜⅜ 03/15/13

03073EAF2

AMERISOURCEBERGEN CORPORATION

46625HAT7

JPM 5 ¾¾ 01/02/13

04044TAA4

ARISTOTLE HOLDING INC

441812KA1

HSBC 6 ⅜⅜ 11/27/12

067901AE8

BARRICK GOLD CORPORATION

3134A4SA3

FHLMC 4 ½½ 01/15/13

055451AN8

BHP BILLITON FINANCE (USA) LTD

91086QAK4

MEX 6 ⅜⅜ 01/16/13

14912L5B3

CATERPILLAR FINANCIAL SERVICES COR

060505AX2

BAC 4 ⅞⅞ 01/15/13

172967FD8

CITIGROUP INC

501044CE9

KR 5 ½½ 02/01/13

22546QAE7

CREDIT SUISSE (NEW YORK BRANCH)

617446HR3

MS 5.3 03/01/13

25746UAW9

DOMINION RESOURCES INC

50540RAD4

LH 5 ½½ 02/01/13

29364WAP3

ENTERGY LOUISIANA LLC

055451AA6

BHP 4.8 04/15/13

345397VN0

FORD MOTOR CREDIT CO LLC

931142BT9

WMT 4.55 05/01/13

345397VQ3

FORD MOTOR CREDIT CO LLC

007924AF0

AEGON 4 ¾¾ 06/01/13

302570BJ4

FPL GROUP CAPITAL INC

10112RAB0

BXP 6 ¼¼ 01/15/13

369550AS7

GENERAL DYNAMICS CORP

025816AQ2

AXP 4 ⅞⅞ 07/15/13

36962G4X9

GENERAL ELECTRIC CAPITAL CORP

298785DD5

EIB 4 ⅝⅝ 05/15/14

459200HB0

INTERNATIONAL BUSINESS MACHINES CO

195325BE4

COLOM 8 ¼¼ 12/22/14

24422ERQ4

JOHN DEERE CAPITAL CORP

037411AT2

APA 5 ¼¼ 04/15/13

58405UAF9

MEDCO HEALTH SOLUTIONS INC.

073928X73

JPM 6.95 08/10/12

585055AR7

MEDTRONIC INC

36962G3K8

GE 5 ¼¼ 10/19/12

59156RAN8

METLIFE INC

377372AC1

GSK 4.85 05/15/13

637432MP7

NATIONAL RURAL UTILITIES COOP FINA

49326EEB5

KEY 6 ½½ 05/14/13

66989HAC2

NOVARTIS CAPITAL CORP

14149YAS7

CAH 5 ½½ 06/15/13

69371RK39

PACCAR FINANCIAL CORP.

302154AT6

EIBKOR 8 ⅛⅛ 01/21/14

713448BV9

PEPSICO INC

45950KAZ3

IFC 3 04/22/14

713448BX5

PEPSICO INC/NC

045167BW2

ASIA 2 ¾¾ 05/21/14

718172AG4

PHILIP MORRIS INTERNATIONAL INC

008281AX5

AFDB 3 05/27/14

78008TXA7

ROYAL BANK OF CANADA

135087ZA5

CANADA 2 ⅜⅜ 09/10/14

78008T2C7

ROYAL BANK OF CANADA

65562YAD0

NIB 2 ⅝⅝ 10/06/14

803111AR4

SARA LEE CORPORATION

31398AZV7

FNMA 2 ⅝⅝ 11/20/14

828807BM8

SIMON PROPERTY GROUP LP

471065AB8

JBIC 2 ⅛⅛ 11/05/12

843646AF7

SOUTHERN POWER COMPANY

03523TAL2

ABIBB 3 10/15/12

88732JAR9

TIME WARNER CABLE INC

045167BX0

ASIA 2 ⅝⅝ 02/09/15

89233P5N2

TOYOTA MOTOR CREDIT CORP

459058AN3

IBRD 1 ¾¾ 07/15/13

893526DL4

TRANSCANADA PIPELINES LIMITED

31398AT44

FNMA 1 ½½ 06/26/13

913017BH1

UNITED TECHNOLOGIES CORPORATION

045167BY8

ASIA 1 ⅝⅝ 07/15/13

91324PAM4

UNITEDHEALTH GROUP INCORPORATED

78010XAJ0

RBS 3 ¼¼ 01/11/14

92343VBB9

VERIZON COMMUNICATIONS INC

676167BD0

OKB 1 ⅜⅜ 01/21/14

92553PAK8

VIACOM INC

06366QGJ0

BMO 1 ¾¾ 04/29/14

961214BN2

WESTPAC BANKING CORP

912828JG6

T 3 ⅜⅜ 07/31/13

912828CT5

TREASURY NOTE

912828JK7

T 3 ⅛⅛ 08/31/13

912828DM9

TREASURY NOTE

912828LH1

T 1 ¾¾ 08/15/12

912828RL6

TREASURY NOTE

912828MN7

T 1 ⅜⅜ 02/15/13

912828RV4

TREASURY NOTE

912828MT4

T 1 ⅜⅜ 03/15/13

912828SL5

TREASURY NOTE

912828MX5

T 1 ¾¾ 04/15/13

912828SK7

TREASURY NOTE

912828NC0

T 1 ⅜⅜ 05/15/13

912828MW7

TREASURY NOTE

912828NH9

T 1 ⅛⅛ 06/15/13

912828NF3

TREASURY NOTE

912828PD6

T 0 ⅜⅜ 10/31/12

912828EE6

TREASURY NOTE

912828NZ9

TREASURY NOTE

Deletions by Ticker and Name

Additions by Ticker and Name

713409AC4

PEP 7 03/01/29

001192AH6

AGL CAPITAL CORPORATION

31359MFP3

FNMA 7 ¼¼ 05/15/30

010392FF0

ALABAMA POWER COMPANY

25156PAC7

DT 8 ¾¾ 06/15/30

031162BH2

AMGEN INC

925524AH3

CBS 7 ⅞⅞ 07/30/30

031162BK5

AMGEN INC

111021AE1

BRITEL 8 ⅝⅝ 12/15/30

037411BA2

APACHE CORP

92344GAM8

VZ 7 ¾¾ 12/01/30

038222AG0

APPLIED MATERIALS INC

3134A4KX1

FHLMC 6 ¼¼ 07/15/32

039483BC5

ARCHER-DANIELS-MIDLAND CO

36962GXZ2

GE 6 ¾¾ 03/15/32

04044TAB2

ARISTOTLE HOLDING INC

00184AAG0

TWX 7.7 05/01/32

040555CM4

ARIZONA PUBLIC SERVICE CO

22541LAE3

CS 7 ⅛⅛ 07/15/32

00206RBA9

AT&T INC

904764AH0

UNANA 5.9 11/15/32

04650NAB0

AT&T INC

68233DAR8

ONCRTX 7 09/01/22

049560AK1

ATMOS ENERGY CORPORATION

20825CAF1

COP 5.9 10/15/32

057224AZ0

BAKER HUGHES INCORPORATED

694308GE1

PCG 6.05 03/01/34

06849RAG7

BARRICK NORTH AMERICA FINANCE LLC

91086QAS7

MEX 6 ¾¾ 09/27/34

084664BU4

BERKSHIRE HATHAWAY FINANCE CORP

079860AK8

T 6 11/15/34

055451AR9

BHP BILLITON FINANCE (USA) LTD

652482BJ8

NWSA 6.2 12/15/34

13034VAA2

CALIFORNIA INST OF TECHNOLOGY

020002AS0

ALL 5.55 05/09/35

149123BS9

CATERPILLAR INC

105756BK5

BRAZIL 7 ⅛⅛ 01/20/37

125509BT5

CIGNA CORPORATION

698299AW4

PANAMA 6.7 01/26/36

219350AW5

CORNING INC

20030NAM3

CMCSA 6.45 03/15/37

244199BF1

DEERE & CO

00817YAF5

AET 6 ⅝⅝ 06/15/36

25179MAL7

DEVON ENERGY CORP

87938WAC7

TELEFO 7.045 06/20/36

25179MAN3

DEVON ENERGY CORP

195325BK0

COLOM 7 ⅜⅜ 09/18/37

25245BAA5

DIAGEO INVESTMENT CORPORATION

59562VAM9

BRK 6 ⅛⅛ 04/01/36

25470DAG4

DISCOVERY COMMUNICATIONS LLC

032511AY3

APC 6.45 09/15/36

260003AK4

DOVER CORP

126408GH0

CSX 6 10/01/36

278865AM2

ECOLAB INC.

74251VAA0

PFG 6.05 10/15/36

29379VAW3

ENTERPRISE PRODUCTS OPERATING LLC

06050TJZ6

BAC 6 10/15/36

341081FD4

FLORIDA POWER & LIGHT CO

110122AP3

BMY 5 ⅞⅞ 11/15/36

341081FF9

FLORIDA POWER & LIGHT CO

91911TAH6

VALEBZ 6 ⅞⅞ 11/21/36

36962G4X9

GENERAL ELECTRIC CAPITAL CORP

539830AR0

LMT 6.15 09/01/36

373334JW2

GEORGIA POWER COMPANY

037411AR6

APA 6 01/15/37

375558AS2

GILEAD SCIENCES INC

715638AU6

PERU 6.55 03/14/37

406216BA8

HALLIBURTON COMPANY

314275AC2

M 6 ⅜⅜ 03/15/37

437076AV4

HOME DEPOT INC

532457BA5

LLY 5.55 03/15/37

404280AM1

HSBC HOLDINGS PLC

12189TAZ7

BRK 6.15 05/01/37

452308AM1

ILLINOIS TOOL WORKS INC

171232AQ4

CB 6 05/11/37

458140AK6

INTEL CORPORATION

494550AW6

KMP 6.95 01/15/38

460146CH4

INTERNATIONAL PAPER CO

867229AE6

SUCN 6 ½½ 06/15/38

46625HJB7

JPMORGAN CHASE & CO

931142CK7

WMT 6 ½½ 08/15/37

48126BAA1

JPMORGAN CHASE & CO

404280AH2

HSBC 6 ½½ 09/15/37

485134BM1

KANSAS CITY POWER & LIGHT COMPANY

046353AD0

AZN 6.45 09/15/37

494368BG7

KIMBERLY-CLARK CORP

806605AH4

MRK 6.55 09/15/37

500472AE5

KONINKLIJKE PHILIPS ELECTRONICS NV

88732JAJ7

TWC 6.55 05/01/37

548661CU9

LOWES COMPANIES INC

38141GFD1

GS 6 ¾¾ 10/01/37

58013MEN0

MCDONALDS CORPORATION

292505AG9

ECACN 6 ½½ 02/01/38

585055AW6

MEDTRONIC INC

92976GAJ0

WFC 6.6 01/15/38

59156RAY4

METLIFE INC

893830AT6

RIG 6.8 03/15/38

641423CA4

NEVADA POWER CO

36962G3P7

GE 5 ⅞⅞ 01/14/38

655844BH0

NORFOLK SOUTHERN CORP

911312AJ5

UPS 6.2 01/15/38

678858BM2

OKLAHOMA GAS AND ELECTRIC CO

87612EAU0

TGT 7 01/15/38

68389XAM7

ORACLE CORP

316773CH1

FITB 8 ¼¼ 03/01/38

713448BZ0

PEPSICO INC/NC

913017BP3

UTX 6 ⅛⅛ 07/15/38

718172AM1

PHILIP MORRIS INTERNATIONAL INC

87927VAV0

TITIM 7.721 06/04/38

718172AP4

PHILIP MORRIS INTERNATIONAL INC

86722TAB8

SUCN 6.85 06/01/39

72650RBA9

PLAINS ALL AMERICAN PIPELINE LP

8935268Z9

TRPCN 7 ⅝⅝ 01/15/39

745332CE4

PUGET SOUND ENERGY INC

172967EW7

C 8 ⅛⅛ 07/15/39

21685WCJ4

RABOBANK NEDERLAND

65334HAJ1

NXYCN 7 ½½ 07/30/39

767201AL0

RIO TINTO FINANCE (USA) LTD

126650BR0

CVS 6 ⅛⅛ 09/15/39

797440BP8

SAN DIEGO GAS AND ELECTRIC CO

84265VAE5

SCCO 6 ¾¾ 04/16/40

828807CL9

SIMON PROPERTY GROUP LP

534187BA6

LNC 7 06/15/40

835495AJ1

SONOCO PRODUCTS COMPANY

501044CN9

KR 5.4 07/15/40

843646AH3

SOUTHERN POWER CO

68389XAL9

ORCL 5 ⅜⅜ 07/15/40

893526DJ9

TRANSCANADA PIPELINES LTD

65504LAD9

NE 6.2 08/01/40

907818DJ4

UNION PACIFIC CORP

85771PAC6

STLNO 5.1 08/17/40

91324PBU5

UNITEDHEALTH GROUP INCORPORATED

74432QBQ7

PRU 6.2 11/15/40

92343VAW4

VERIZON COMMUNICATIONS INC

03523TBF4

ABIBB 8.2 01/15/39

92553PAL6

VIACOM INC

03523TBJ6

ABIBB 8 11/15/39

25468PCR5

WALT DISNEY COMPANY (THE)

19122TAB5

CCE 4 ½½ 09/01/21

94973VAY3

WELLPOINT INC

760759AM2

RSG 4 ¾¾ 05/15/23

912810QN1

TREASURY BOND

26442CAK0

DUK 3.9 06/15/21

912810PT9

TREASURY BOND

038222AF2

AMAT 4.3 06/15/21

912810QQ4

TREASURY BOND

912810ET1

T 7 ⅝⅝ 02/15/25

912810FT0

TREASURY BOND

912810FM5

T 6 ¼¼ 05/15/30

912810QS0

TREASURY BOND

912810QE1

T 4 ⅝⅝ 02/15/40

912810QU5

TREASURY BOND

912810QL5

TREASURY BOND

B3M3870

TREASURY BOND

Deletions by Ticker and Name

Additions by Ticker and Name

904764AH0

UNANA 5.9 11/15/32

031162BH2

AMGEN INC

694308GE1

PCG 6.05 03/01/34

031162BK5

AMGEN INC

079860AK8

T 6 11/15/34

037411BA2

APACHE CORP

020002AS0

ALL 5.55 05/09/35

04044TAB2

ARISTOTLE HOLDING INC

105756BK5

BRAZIL 7 ⅛⅛ 01/20/37

040555CM4

ARIZONA PUBLIC SERVICE CO

698299AW4

PANAMA 6.7 01/26/36

00206RBA9

AT&T INC

20030NAM3

CMCSA 6.45 03/15/37

04650NAB0

AT&T INC

00817YAF5

AET 6 ⅝⅝ 06/15/36

057224AZ0

BAKER HUGHES INCORPORATED

195325BK0

COLOM 7 ⅜⅜ 09/18/37

06849RAG7

BARRICK NORTH AMERICA FINANCE LLC

59562VAM9

BRK 6 ⅛⅛ 04/01/36

084664BU4

BERKSHIRE HATHAWAY FINANCE CORP

126408GH0

CSX 6 10/01/36

055451AR9

BHP BILLITON FINANCE (USA) LTD

74251VAA0

PFG 6.05 10/15/36

13034VAA2

CALIFORNIA INST OF TECHNOLOGY

06050TJZ6

BAC 6 10/15/36

125509BT5

CIGNA CORPORATION

110122AP3

BMY 5 ⅞⅞ 11/15/36

219350AW5

CORNING INC

539830AR0

LMT 6.15 09/01/36